OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
SRQSOpenNegotiationRequesterNotification.h
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19 
20 #pragma once
21 
22 #include "OnixS/Eurex/Trading/Export.h"
29 
30 #include <iosfwd>
31 #include <string>
32 #include <vector>
33 
34 namespace OnixS {
35 namespace Eurex {
36 namespace Trading {
37 
38 /// SRQS Open Negotiation Requester Notification Message.
39 class ONIXS_EUREX_ETI_EXPORT SRQSOpenNegotiationRequesterNotification : public Message
40 {
41 public:
42  /// Initialize default instance.
44 
45  /// Message sequence number assigned to a non-order related Eurex ETI data stream.
47 
48  /// Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to the related subscription.
50 
51  /// Indicates a retransmission message.
53 
54  /// Identifier for subscription and retransmission of an ETI data stream.
56 
57  /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.
59 
60  /// Timestamp of the match event (trade).
62 
63  /// The instrument identifier uniquely identifies an instrument in the core system.
65 
66  /// Bid price/rate.
68 
69  /// Offer price/rate.
71 
72  /// Total Order Quantity.
74 
75  /// Price of this leg fill.
77 
78  /// Quantity executed in this leg fill.
80 
81  /// Underlying reference price for an option (for option strategies).
83 
84  /// The underlying delta of a Vola-Strategy.
86 
87  /// Time a message expires.
89 
90  /// Ratio indicating amount of Trades to RFQ requested.
92 
93  /// ID of a SRQS negotiation.
95 
96  /// The product identifier uniquely identifies a Eurex product.
98 
99  /// This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy.
101 
102  /// Total number of Respondents in a SRQS event.
104 
105  /// Quote type.
107 
108  /// Sub-type or qualifier of QuoteType.
110 
111  /// Side of the order.
113 
114  /// This field qualifies an instrument type on Eurex.
116 
117  /// Instruction to show total number of Respondents in a SRQS event.
119 
120  /// Specifies the type of respondents requested.
122 
123  /// Instruction to show last deal information after negotiation closure.
125 
126  /// BidPx is locked.
128 
129  /// OfferPx is locked.
131 
132  /// Side is locked.
134 
135  /// OrderQty is locked.
137 
138  /// Trade Aggregation Identifier.
140 
141  /// Status of the quote.
143 
144  /// Owning business unit name.
145  std::string partyExecutingFirm;
146 
147  /// Owning user name.
148  std::string partyExecutingTrader;
149 
150  /// The entering user.
151  std::string partyEnteringTrader;
152 
153  /// User defined ID of a SRQS negotiation.
154  std::string firmNegotiationId;
155 
156  /// Text field.
157  std::string freeText5;
158 
159  /// Buy-side user information.
161 
162  /// Charge ID of Third Party Platform.
163  std::string chargeId;
164 
165  /// Quot Req Legs Group.
166  std::vector<QuotReqLegsGrpElem> quotReqLegsGrp;
167 
168  /// Target Parties.
169  std::vector<TargetPartiesElem> targetParties;
170 
171  /// Returns template ID.
172  TemplateId::Enum templateId () const;
173 
174  /// Returns string representation.
175  std::string toString () const;
176 
177 private:
178  friend class Serializer;
179  SRQSOpenNegotiationRequesterNotification (const void* data, size_t dataSize, MessageInfo& msgInfo);
180  void nativeSerializeTo (void* nativeMessage);
181 };
182 
183 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const SRQSOpenNegotiationRequesterNotification&);
184 
185 }
186 }
187 }
std::ostream & operator<<(std::ostream &, const ConnectionRetries &)
Enum
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Definition: Enumerations.h:617
Enum
Indicates a retransmission message.
Definition: Enumerations.h:71
Enum
Side of the order.
unsigned long long UInt64
Definition: Defines.h:47
Enum
Specifies the type of respondents requested.
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
signed int SInt32
Definition: Defines.h:42
Enum
This field qualifies an instrument type on Eurex.
ShowLastDealOnClosure::Enum showLastDealOnClosure
Instruction to show last deal information after negotiation closure.
Message base class.
Definition: Message.h:33
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
SInt32 securitySubType
This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy...
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
unsigned int UInt32
Definition: Defines.h:46
UInt64 applSeqNum
Message sequence number assigned to a non-order related Eurex ETI data stream.
signed long long SInt64
Definition: Defines.h:43
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
Enum
Instruction to show last deal information after negotiation closure.
NumberOfRespDisclosureInstruction::Enum numberOfRespDisclosureInstruction
Instruction to show total number of Respondents in a SRQS event.
SInt64 quoteRefPrice
Underlying reference price for an option (for option strategies).
Enum
Instruction to show total number of Respondents in a SRQS event.
Enum
Identifier for subscription and retransmission of an ETI data stream.
Definition: Enumerations.h:34
UInt32 applSubId
Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to t...
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
Enum
Sub-type or qualifier of QuoteType.
SInt64 tradeToRequestRatio
Ratio indicating amount of Trades to RFQ requested.
TradeAggregationTransType::Enum tradeAggregationTransType
Trade Aggregation Identifier.
RespondentType::Enum respondentType
Specifies the type of respondents requested.