OnixS Eurex ETI Handler C++ library  9.19.0
API documentation
SRQSQuoteNotification.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 Quote Notification Message.
36 class ONIXS_EUREX_ETI_EXPORT SRQSQuoteNotification : public Message
37 {
38 public:
39  /// Initialize default instance.
41 
42  /// Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to the related subscription.
44 
45  /// Indicates a retransmission message.
47 
48  /// Identifier for subscription and retransmission of an ETI data stream.
50 
51  /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.
53 
54  /// Timestamp of the match event (trade).
56 
57  /// Customer defined mass quote identifier.
59 
60  /// Identifier of the replaced quote.
62 
63  /// Bid price/rate.
65 
66  /// Quantity of bid.
68 
69  /// Offer price/rate.
71 
72  /// Quantity of offer.
74 
75  /// The underlying delta of a Vola-Strategy.
77 
78  /// Underlying reference price for an option (for option strategies).
80 
81  /// Time a message expires.
83 
84  /// ID of a SRQS negotiation.
86 
87  /// Quoting status for the executing party.
89 
90  /// This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as a market maker.
92 
93  /// Reason for quote cancellation.
95 
96  /// Owning User ID.
98 
99  /// Owning business unit name.
100  std::string partyExecutingFirm;
101 
102  /// Owning user name.
103  std::string partyExecutingTrader;
104 
105  /// The entering user.
106  std::string partyEnteringTrader;
107 
108  /// SRQS negotiation report ID.
109  std::string quoteReqId;
110 
111  /// First free-format text field for trader-specific or customer-related comments.
112  std::string freeText1;
113 
114  /// Second free-format text field for trader-specific or customer-related comments.
115  std::string freeText2;
116 
117  /// Third free-format text field for trader-specific or customer-related comments.
118  std::string freeText3;
119 
120  /// Text field.
121  std::string freeText5;
122 
123  /// Field is used for Eurex position management purposes and indicates whether the order is submitted to open or close a position.
125 
126  /// Account to book trades and keep positions on.
127  std::string account;
128 
129  /// Mandatory final KRX beneficiary account required for orders in KRX products.
130  std::string partyIdBeneficiary;
131 
132  /// Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier. The field is for participant use only. Valid characters: 0x20, 0x22-0x7B, 0x7D, 0x7E.
134 
135  /// Partner identification at the Korea Exchange is required for orders in KRX products.
137 
138  /// Flex Account information.
140 
141  /// Country code. Valid characters: 0x01-0x7E.
142  std::string partyIdLocationId;
143 
144  /// This field is used to provide additional regulatory information (according to respective rules and regs, circulars and bilateral coordination between participant and Trading Surveillance Office).
145  std::string complianceText;
146 
147  /// Indicates the name of a member institution to which a give-up is designated.
149 
150  /// Returns template ID.
151  TemplateId::Enum templateId () const;
152 
153  /// Returns string representation.
154  std::string toString () const;
155 
156 private:
157  friend class Serializer;
158  SRQSQuoteNotification (const void* data, size_t dataSize, MessageInfo& msgInfo);
159  void nativeSerializeTo (void* nativeMessage);
160 };
161 
162 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const SRQSQuoteNotification&);
163 
164 }
165 }
166 }
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
std::string quoteReqId
SRQS negotiation report ID.
std::string freeText1
First free-format text field for trader-specific or customer-related comments.
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
std::string partyIdBeneficiary
Mandatory final KRX beneficiary account required for orders in KRX products.
unsigned long long UInt64
Definition: Defines.h:47
Enum
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
std::string partyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
UInt64 quoteId
Customer defined mass quote identifier.
std::string partyIdOrderOriginationFirm
Partner identification at the Korea Exchange is required for orders in KRX products.
std::string partyExecutingTrader
Owning user name.
UInt32 negotiationId
ID of a SRQS negotiation.
std::string complianceText
This field is used to provide additional regulatory information (according to respective rules and re...
std::string account
Account to book trades and keep positions on.
Message base class.
Definition: Message.h:33
Enum
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
Definition: Enumerations.h:271
SInt64 underlyingDeltaPercentage
The underlying delta of a Vola-Strategy.
UInt32 applSubId
Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to t...
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
unsigned int UInt32
Definition: Defines.h:46
signed long long SInt64
Definition: Defines.h:43
std::string freeText3
Third free-format text field for trader-specific or customer-related comments.
Enum
Identifier for subscription and retransmission of an ETI data stream.
Definition: Enumerations.h:34
Enum
Reason for quote cancellation.
QuotingStatus::Enum quotingStatus
Quoting status for the executing party.
TradingCapacity::Enum tradingCapacity
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
std::string partyExecutingFirm
Owning business unit name.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
UInt64 transactTime
Timestamp of the match event (trade).
SInt64 quoteRefPrice
Underlying reference price for an option (for option strategies).
QuoteCancelReason::Enum quoteCancelReason
Reason for quote cancellation.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
std::string partyEnteringTrader
The entering user.
Enum
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
std::string freeText2
Second free-format text field for trader-specific or customer-related comments.
UInt64 secondaryQuoteId
Identifier of the replaced quote.
CustOrderHandlingInst::Enum custOrderHandlingInst
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
PositionEffect::Enum positionEffect
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
std::string partyIdLocationId
Country code. Valid characters: 0x01-0x7E.
std::string partyIdPositionAccount
Flex Account information.
Enum
Quoting status for the executing party.