OnixS Eurex ETI Handler C++ library  9.19.0
API documentation
SRQSOpenNegotiationNotification.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 #include <vector>
31 
32 namespace OnixS {
33 namespace Eurex {
34 namespace Trading {
35 
36 /// Quot Req Legs Group Element.
37 class ONIXS_EUREX_ETI_EXPORT QuotReqLegsGrpElem
38 {
39 public:
40  /// Initialize default instance.
42 
43  /// Instrument identifiier of the leg security.
45 
46  /// The ratio of quantity for this individual leg relative to the entire multileg security.
48 
49  /// Product identifiier of the leg security.
51 
52  /// Indicates type of leg.
54 
55  /// The side of the individual leg of a strategy.
57 
58  /// Returns string representation.
59  std::string toString () const;
60 
61 private:
62  friend class Serializer;
63  QuotReqLegsGrpElem (const void* data);
64 };
65 
66 ONIXS_EUREX_ETI_EXPORT std::ostream& operator << (std::ostream&, const QuotReqLegsGrpElem&);
67 
68 /// SRQS Open Negotiation Notification Message.
69 class ONIXS_EUREX_ETI_EXPORT SRQSOpenNegotiationNotification : public Message
70 {
71 public:
72  /// Initialize default instance.
74 
75  /// Message sequence number assigned to a non-order related Eurex ETI data stream.
77 
78  /// Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to the related subscription.
80 
81  /// Indicates a retransmission message.
83 
84  /// Identifier for subscription and retransmission of an ETI data stream.
86 
87  /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.
89 
90  /// Timestamp of the match event (trade).
92 
93  /// Start time of SRQS negotiation.
95 
96  /// The instrument identifier uniquely identifies an instrument in the core system.
98 
99  /// Bid price/rate.
101 
102  /// Offer price/rate.
104 
105  /// Remaining quantity of an order.
107 
108  /// Quantity executed in this leg fill.
110 
111  /// Price of this leg fill.
113 
114  /// Underlying reference price for an option (for option strategies).
116 
117  /// The underlying delta of a Vola-Strategy.
119 
120  /// Time a message expires.
122 
123  /// Ratio indicating amount of Trades to RFQ requested.
125 
126  /// Ratio of Trades to Quotes.
128 
129  /// ID of a SRQS negotiation.
131 
132  /// The product identifier uniquely identifies a Eurex product.
134 
135  /// This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy.
137 
138  /// Total number of Respondents in a SRQS event.
140 
141  /// Ranking position of Ratio of Trades to Quotes.
143 
144  /// Quote type.
146 
147  /// Sub-type or qualifier of QuoteType.
149 
150  /// Side of the order.
152 
153  /// This field qualifies an instrument type on Eurex.
155 
156  /// Specifies the type of respondents requested.
158 
159  /// Trade Aggregation Identifier.
161 
162  /// Status of the quote.
164 
165  /// Owning business unit name.
166  std::string partyExecutingFirm;
167 
168  /// Owning user name.
169  std::string partyExecutingTrader;
170 
171  /// The entering user.
172  std::string partyEnteringTrader;
173 
174  /// Name of the target business unit.
176 
177  /// Name of the target trader name.
179 
180  /// User defined ID of a SRQS negotiation.
181  std::string firmNegotiationId;
182 
183  /// Text field.
184  std::string freeText5;
185 
186  /// Buy-side user information.
188 
189  /// Charge ID of Third Party Platform.
190  std::string chargeId;
191 
192  /// Quot Req Legs Group.
193  std::vector<QuotReqLegsGrpElem> quotReqLegsGrp;
194 
195  /// Returns template ID.
196  TemplateId::Enum templateId () const;
197 
198  /// Returns string representation.
199  std::string toString () const;
200 
201 private:
202  friend class Serializer;
203  SRQSOpenNegotiationNotification (const void* data, size_t dataSize, MessageInfo& msgInfo);
204  void nativeSerializeTo (void* nativeMessage);
205 };
206 
207 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const SRQSOpenNegotiationNotification&);
208 
209 }
210 }
211 }
SInt64 legSecurityId
Instrument identifiier of the leg security.
SInt32 legSymbol
Product identifiier of the leg security.
Enum
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Definition: Enumerations.h:661
Enum
Indicates a retransmission message.
Definition: Enumerations.h:71
Enum
Side of the order.
std::string targetPartyExecutingFirm
Name of the target business unit.
UInt64 applSeqNum
Message sequence number assigned to a non-order related Eurex ETI data stream.
unsigned long long UInt64
Definition: Defines.h:47
Enum
Specifies the type of respondents requested.
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Enum
The side of the individual leg of a strategy.
Definition: Enumerations.h:784
UInt16 tradeToQuoteRatioPosition
Ranking position of Ratio of Trades to Quotes.
signed int SInt32
Definition: Defines.h:42
Enum
This field qualifies an instrument type on Eurex.
std::vector< QuotReqLegsGrpElem > quotReqLegsGrp
Quot Req Legs Group.
SInt64 quoteRefPrice
Underlying reference price for an option (for option strategies).
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
Message base class.
Definition: Message.h:33
SInt32 securitySubType
This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy...
LegSide::Enum legSide
The side of the individual leg of a strategy.
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
RespondentType::Enum respondentType
Specifies the type of respondents requested.
SInt64 underlyingDeltaPercentage
The underlying delta of a Vola-Strategy.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
unsigned int UInt32
Definition: Defines.h:46
signed long long SInt64
Definition: Defines.h:43
UInt32 applSubId
Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to t...
UInt32 numberOfRespondents
Total number of Respondents in a SRQS event.
std::string targetPartyExecutingTrader
Name of the target trader name.
SInt64 tradeToRequestRatio
Ratio indicating amount of Trades to RFQ requested.
LegSecurityType::Enum legSecurityType
Indicates type of leg.
UInt32 legRatioQty
The ratio of quantity for this individual leg relative to the entire multileg security.
Enum
Identifier for subscription and retransmission of an ETI data stream.
Definition: Enumerations.h:34
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
TradeAggregationTransType::Enum tradeAggregationTransType
Trade Aggregation Identifier.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
std::string firmNegotiationId
User defined ID of a SRQS negotiation.
unsigned short UInt16
Definition: Defines.h:45
Enum
Sub-type or qualifier of QuoteType.
QuoteSubType::Enum quoteSubType
Sub-type or qualifier of QuoteType.