OnixS Eurex ETI Handler C++ library  9.10.1
API documentation
SRQSNegotiationNotification.h
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19 
20 #pragma once
21 
22 #include "OnixS/Eurex/Trading/Export.h"
27 
28 #include <iosfwd>
29 #include <string>
30 
31 namespace OnixS {
32 namespace Eurex {
33 namespace Trading {
34 
35 /// SRQS Negotiation Notification Message.
36 class ONIXS_EUREX_ETI_EXPORT SRQSNegotiationNotification : public Message
37 {
38 public:
39  /// Initialize default instance.
41 
42  /// Message sequence number assigned to a non-order related Eurex ETI data stream.
44 
45  /// Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to the related subscription.
47 
48  /// Indicates a retransmission message.
50 
51  /// Identifier for subscription and retransmission of an ETI data stream.
53 
54  /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.
56 
57  /// Timestamp of the match event (trade).
59 
60  /// Underlying reference price for an option (for option strategies).
62 
63  /// The underlying delta of a Vola-Strategy.
65 
66  /// Bid price/rate.
68 
69  /// Offer price/rate.
71 
72  /// Price of this leg fill.
74 
75  /// Remaining quantity of an order.
77 
78  /// Quantity executed in this leg fill.
80 
81  /// Time an SRQS STP deal is executed.
83 
84  /// Timestamp of last update to data item (or creation if no updates made since creation).
86 
87  /// Ratio of Trades to Quotes.
89 
90  /// ID of a SRQS negotiation.
92 
93  /// Total number of Respondents in a SRQS event.
95 
96  /// Ranking position of Ratio of Trades to Quotes.
98 
99  /// Quote type.
101 
102  /// Sub-type or qualifier of QuoteType.
104 
105  /// Quoting instruction.
107 
108  /// Side of the order.
110 
111  /// Trade Aggregation Identifier.
113 
114  /// Status of the quote.
116 
117  /// Owning business unit name.
118  std::string partyExecutingFirm;
119 
120  /// Owning user name.
121  std::string partyExecutingTrader;
122 
123  /// The entering user.
124  std::string partyEnteringTrader;
125 
126  /// Name of the target business unit.
128 
129  /// Name of the target trader name.
131 
132  /// User defined ID of a SRQS negotiation.
133  std::string firmNegotiationId;
134 
135  /// Text field.
136  std::string freeText5;
137 
138  /// Buy-side user information.
140 
141  /// Returns template ID.
142  TemplateId::Enum templateId () const;
143 
144  /// Returns string representation.
145  std::string toString () const;
146 
147 private:
148  friend class Serializer;
149  SRQSNegotiationNotification (const void* data, size_t dataSize, MessageInfo& msgInfo);
150  void nativeSerializeTo (void* nativeMessage);
151 };
152 
153 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const SRQSNegotiationNotification&);
154 
155 }
156 }
157 }
std::ostream & operator<<(std::ostream &, const ConnectionRetries &)
SInt64 quoteRefPrice
Underlying reference price for an option (for option strategies).
Enum
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Definition: Enumerations.h:583
Enum
Indicates a retransmission message.
Definition: Enumerations.h:71
UInt64 lastUpdateTime
Timestamp of last update to data item (or creation if no updates made since creation).
QuoteCondition::Enum quoteCondition
Status of the quote.
QuoteSubType::Enum quoteSubType
Sub-type or qualifier of QuoteType.
Enum
Side of the order.
std::string partyOrderOriginationTrader
Buy-side user information.
unsigned long long UInt64
Definition: Defines.h:47
std::string partyExecutingFirm
Owning business unit name.
UInt32 applSubId
Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to t...
UInt16 tradeToQuoteRatioPosition
Ranking position of Ratio of Trades to Quotes.
SInt64 lastQty
Quantity executed in this leg fill.
UInt64 effectiveTime
Time an SRQS STP deal is executed.
Message base class.
Definition: Message.h:33
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
TradeAggregationTransType::Enum tradeAggregationTransType
Trade Aggregation Identifier.
UInt64 applSeqNum
Message sequence number assigned to a non-order related Eurex ETI data stream.
unsigned int UInt32
Definition: Defines.h:46
std::string firmNegotiationId
User defined ID of a SRQS negotiation.
SInt64 underlyingDeltaPercentage
The underlying delta of a Vola-Strategy.
signed long long SInt64
Definition: Defines.h:43
UInt64 transactTime
Timestamp of the match event (trade).
std::string targetPartyExecutingFirm
Name of the target business unit.
Enum
Identifier for subscription and retransmission of an ETI data stream.
Definition: Enumerations.h:34
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
QuoteInstruction::Enum quoteInstruction
Quoting instruction.
unsigned short UInt16
Definition: Defines.h:45
UInt32 numberOfRespondents
Total number of Respondents in a SRQS event.
std::string targetPartyExecutingTrader
Name of the target trader name.
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Enum
Sub-type or qualifier of QuoteType.