OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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TESBroadcast.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"
29
30#include <iosfwd>
31#include <string>
32#include <vector>
33
34namespace OnixS { namespace Eurex { namespace Trading {
35
37class ONIXS_EUREX_ETI_EXPORT SideAllocGrpBCElem
38{
39public:
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56 std::string partyExecutingFirm;
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68 std::string toString() const;
69
70private:
71 friend class Serializer;
72 SideAllocGrpBCElem(const void* data);
73};
74
75ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const SideAllocGrpBCElem&);
76
78class ONIXS_EUREX_ETI_EXPORT TrdClearingPriceLegGrpElem
79{
80public:
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91 std::string toString() const;
92
93private:
94 friend class Serializer;
95 TrdClearingPriceLegGrpElem(const void* data);
96};
97
98ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const TrdClearingPriceLegGrpElem&);
99
101class ONIXS_EUREX_ETI_EXPORT TESBroadcast : public Message
102{
103public:
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209 std::string tradeReportText;
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212 std::string tradeReportId;
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230 std::string underlyingIssuer;
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233 std::string varText;
234
236 std::vector<SideAllocGrpBCElem> sideAllocGrpBC;
237
239 std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp;
240
242 std::vector<InstrumentEventGrpElem> instrumentEventGrp;
243
245 std::vector<TrdClearingPriceLegGrpElem> trdClearingPriceLegGrp;
246
248 std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp;
249
251 std::vector<UnderlyingStipGrpElem> underlyingStipGrp;
252
255
257 std::string toString() const;
258
259private:
260 friend class Serializer;
261 TESBroadcast(const void* data, size_t dataSize, MessageInfo& msgInfo);
262 void nativeSerializeTo(void* nativeMessage);
263};
264
265ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const TESBroadcast&);
266
267}}} // namespace OnixS::Eurex::Trading
Message base class.
Definition Message.h:33
Side Alloc Group BC Element.
std::string toString() const
Returns string representation.
SInt64 allocQty
Quantity of the particular trade side in the TES trade.
std::string partyExecutingFirm
Owning business unit name.
UInt64 reversalApprovalTime
Reversal approval time.
UInt32 individualAllocId
Unique identifier for a TES trade side.
std::string partyExecutingTrader
Owning user name.
SideAllocGrpBCElem()
Initialize default instance.
UInt32 tesEnrichmentRuleId
Enrichment Rule ID for TES trades (to be used only in case of Auto Approval).
Side::Enum side
Side of the order.
TradeAllocStatus::Enum tradeAllocStatus
Status of an allocation in a Trade Entry Service trade.
MessageEventSource::Enum messageEventSource
Receiver of a message.
std::vector< TrdInstrmntLegGrpElem > trdInstrmntLegGrp
Trd Instrmnt Leg Group.
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
SwapClearer::Enum swapClearer
Swap clearer for EFS Trades only.
std::string toString() const
Returns string representation.
std::string tradeReportId
User defined transaction ID. Part of the TES response and TES broadcast.
UInt32 underlyingMaturityDate
Underlying security's maturity date.
UInt32 relatedTradeId
Identifier of a related trade.
TrdRptStatus::Enum trdRptStatus
SRQS deal status.
SInt64 relatedTradeQuantity
Quantity of the related trade.
SInt64 relatedSecurityId
Instrument identifier of the originating Eurex strategy.
std::vector< SideAllocGrpBCElem > sideAllocGrpBC
Side Alloc Group BC.
PartyIdSettlementLocation::Enum partyIdSettlementLocation
Settlement institution.
UInt16 partitionId
Is required to define the scope of a Retransmission Request.
SInt64 underlyingPx
Underlying price associate with a derivative instrument.
UInt32 tesExecId
System transaction identifier for a Trade Entry Service transaction.
TemplateId::Enum templateId() const
Returns template ID.
SInt64 lastPx
Price of this leg fill.
UInt64 transBkdTime
Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System.
std::string underlyingCurrency
Underlying security's currency.
SInt64 relatedClosePrice
User defined index price.
SInt64 relatedPx
Price of the related instrument.
std::vector< UnderlyingStipGrpElem > underlyingStipGrp
Underlying Stip Group.
TESBroadcast()
Initialize default instance.
std::string tradeReportText
User defined text field.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
TradePublishIndicator::Enum tradePublishIndicator
Indicates if a trade should be reported via the market reporting service.
HedgeType::Enum hedgeType
Hedging method.
std::string underlyingSecurityId
Underlying security's ID.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
TrdType::Enum trdType
Indicates if a trade should be reported via the market reporting service.
std::vector< InstrumentEventGrpElem > instrumentEventGrp
Instrument Event Group.
UInt64 applSeqNum
Message sequence number assigned to a non-order related Eurex ETI data stream.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
std::string underlyingSecurityDesc
Description of the Underlying security.
UInt32 autoApprovalRuleId
Auto Approval rule id - only in case of erroneous Auto Approval processing.
std::string rootPartyExecutingFirm
Participant Short Name.
UInt64 transactTime
Timestamp of the match event (trade).
SInt32 relatedMarketSegmentId
Identifies a related product.
UInt32 packageId
Identifier for a Trade Entry Service trade, i.e TES trade ID.
std::string rootPartyExecutingTrader
Owning User Short Name.
TradeReportType::Enum tradeReportType
Identifies the type of trade notification.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
std::vector< InstrumentAttributeGrpElem > instrumentAttributeGrp
Instrument Attribute Group.
UInt32 underlyingSettlementDate
Date the underlying instrument will settle.
std::string underlyingIssuer
The issuer or name of the underlying security.
std::vector< TrdClearingPriceLegGrpElem > trdClearingPriceLegGrp
Trd Clearing Price Leg Group.
Trd Clearing Price Leg Group Element.
TrdClearingPriceLegGrpElem()
Initialize default instance.
std::string toString() const
Returns string representation.
SInt64 legClearingTradePrice
Price in clearing notation which can be preliminary or final depending on TradeReportType (856).
SInt64 legSecurityId
Instrument identifiier of the leg security.
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
This field qualifies an instrument type on Eurex.
Enum
Swap clearer for EFS Trades only.
Enum
Status of an allocation in a Trade Entry Service trade.
Enum
Indicates if a trade should be reported via the market reporting service.
Enum
Identifies the type of trade notification.
Enum
Indicates if a trade should be reported via the market reporting service.