OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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SRQSOpenNegotiationNotification.h
Go to the documentation of this file.
1/*
2 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3 *
4 * This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5 * and international copyright treaties.
6 *
7 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
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9 * a non-assignable, non-transferable and non-exclusive license to use the software
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12 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any
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14 * reproduction or redistribution, and any amendments to this copyright notice, are expressly
15 * prohibited.
16 *
17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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19 */
20
21#pragma once
22
25#include "OnixS/Eurex/Trading/Export.h"
28
29#include <iosfwd>
30#include <string>
31#include <vector>
32
33namespace OnixS { namespace Eurex { namespace Trading {
34
36class ONIXS_EUREX_ETI_EXPORT QuotReqLegsGrpElem
37{
38public:
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58 std::string toString() const;
59
60private:
61 friend class Serializer;
62 QuotReqLegsGrpElem(const void* data);
63};
64
65ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const QuotReqLegsGrpElem&);
66
68class ONIXS_EUREX_ETI_EXPORT SRQSOpenNegotiationNotification : public Message
69{
70public:
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182 std::string firmNegotiationId;
183
185 std::string freeText5;
186
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191 std::string chargeId;
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194 std::vector<QuotReqLegsGrpElem> quotReqLegsGrp;
195
198
200 std::string toString() const;
201
202private:
203 friend class Serializer;
204 SRQSOpenNegotiationNotification(const void* data, size_t dataSize, MessageInfo& msgInfo);
205 void nativeSerializeTo(void* nativeMessage);
206};
207
208ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const SRQSOpenNegotiationNotification&);
209
210}}} // namespace OnixS::Eurex::Trading
Message base class.
Definition Message.h:33
std::string toString() const
Returns string representation.
SInt64 legSecurityId
Instrument identifiier of the leg security.
LegSecurityType::Enum legSecurityType
Indicates type of leg.
LegSide::Enum legSide
The side of the individual leg of a strategy.
SInt32 legSymbol
Product identifiier of the leg security.
QuotReqLegsGrpElem()
Initialize default instance.
UInt32 legRatioQty
The ratio of quantity for this individual leg relative to the entire multileg security.
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
SInt64 quoteRefPrice
Underlying reference price for an option (for option strategies).
std::string toString() const
Returns string representation.
SInt64 tradeToRequestRatio
Ratio indicating amount of Trades to RFQ requested.
std::string targetPartyExecutingFirm
Name of the target business unit.
TemplateId::Enum templateId() const
Returns template ID.
RespondentType::Enum respondentType
Specifies the type of respondents requested.
SRQSOpenNegotiationNotification()
Initialize default instance.
UInt16 tradeToQuoteRatioPosition
Ranking position of Ratio of Trades to Quotes.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
SInt64 underlyingDeltaPercentage
The underlying delta of a Vola-Strategy.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
std::string targetPartyExecutingTrader
Name of the target trader name.
UInt64 applSeqNum
Message sequence number assigned to a non-order related Eurex ETI data stream.
std::vector< QuotReqLegsGrpElem > quotReqLegsGrp
Quot Req Legs Group.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
std::string firmNegotiationId
User defined ID of a SRQS negotiation.
SInt32 securitySubType
This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy.
QuoteSubType::Enum quoteSubType
Sub-type or qualifier of QuoteType.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
TradeAggregationTransType::Enum tradeAggregationTransType
Trade Aggregation Identifier.
UInt32 numberOfRespondents
Total number of Respondents in a SRQS event.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
signed int SInt32
Definition Defines.h:41
unsigned int UInt32
Definition Defines.h:45
signed long long SInt64
Definition Defines.h:42
unsigned long long UInt64
Definition Defines.h:46
unsigned short UInt16
Definition Defines.h:44
Enum
Identifier for subscription and retransmission of an ETI data stream.
Enum
Indicates a retransmission message.
Enum
The side of the individual leg of a strategy.
Enum
This field qualifies an instrument type on Eurex.
Enum
Sub-type or qualifier of QuoteType.
Enum
Specifies the type of respondents requested.