OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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SRQSQuoteNotification.h
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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
8 * Services Agreement (the Agreement) and Customer end user license agreements granting
9 * a non-assignable, non-transferable and non-exclusive license to use the software
10 * for it's own data processing purposes under the terms defined in the Agreement.
11 *
12 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any
13 * part of this source code or associated reference material to any other location for further
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
18 * the terms of the Agreement is a violation of copyright law.
19 */
20
21#pragma once
22
25#include "OnixS/Eurex/Trading/Export.h"
28
29#include <iosfwd>
30#include <string>
31
32namespace OnixS { namespace Eurex { namespace Trading {
33
35class ONIXS_EUREX_ETI_EXPORT SRQSQuoteNotification : public Message
36{
37public:
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114 std::string quoteReqId;
115
117 std::string freeText1;
118
120 std::string freeText2;
121
123 std::string freeText3;
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126 std::string freeText5;
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133 std::string account;
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149 std::string partyIdLocationId;
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153 std::string complianceText;
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162 std::string toString() const;
163
164private:
165 friend class Serializer;
166 SRQSQuoteNotification(const void* data, size_t dataSize, MessageInfo& msgInfo);
167 void nativeSerializeTo(void* nativeMessage);
168};
169
170ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const SRQSQuoteNotification&);
171
172}}} // namespace OnixS::Eurex::Trading
Message base class.
Definition Message.h:33
std::string partyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
MessageEventSource::Enum messageEventSource
Receiver of a message.
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.
std::string account
Account to book trades and keep positions on.
std::string partyIdBeneficiary
Mandatory final KRX beneficiary account required for orders in KRX products.
SRQSQuoteNotification()
Initialize default instance.
std::string partyExecutingFirm
Owning business unit name.
TemplateId::Enum templateId() const
Returns template ID.
UInt64 quoteId
Customer defined mass quote identifier.
QuoteCancelReason::Enum quoteCancelReason
Reason for quote cancellation.
std::string partyIdLocationId
Country code. Valid characters: 0x01-0x7E.
QuotingStatus::Enum quotingStatus
Quoting status for the executing party.
std::string freeText2
Second free-format text field for trader-specific or customer-related comments.
UInt64 secondaryQuoteId
Identifier of the replaced quote.
SInt64 underlyingDeltaPercentage
The underlying delta of a Vola-Strategy.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
std::string quoteReqId
SRQS negotiation report ID.
std::string partyIdPositionAccount
Flex Account information.
std::string partyIdOrderOriginationFirm
Partner identification at the Korea Exchange is required for orders in KRX products.
UInt64 transactTime
Timestamp of the match event (trade).
std::string freeText1
First free-format text field for trader-specific or customer-related comments.
std::string freeText3
Third free-format text field for trader-specific or customer-related comments.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
unsigned int UInt32
Definition Defines.h:45
signed long long SInt64
Definition Defines.h:42
unsigned long long UInt64
Definition Defines.h:46
Enum
Identifier for subscription and retransmission of an ETI data stream.
Enum
Indicates a retransmission message.
Enum
Reason for quote cancellation.
Enum
Quoting status for the executing party.