TESUploadBroadcast.h

Go to the documentation of this file.

/*
 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
 *
 * This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
 * and international copyright treaties.
 *
 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
 * Services Agreement (the Agreement) and Customer end user license agreements granting
 * a non-assignable, non-transferable and non-exclusive license to use the software
 * for it's own data processing purposes under the terms defined in the Agreement.
 *
 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any
 * part of this source code or associated reference material to any other location for further
 * reproduction or redistribution, and any amendments to this copyright notice, are expressly
 * prohibited.
 *
 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
 * the terms of the Agreement is a violation of copyright law.
 */

#pragma once

#include "OnixS/Eurex/Trading/Defines.h"
#include "OnixS/Eurex/Trading/Enumerations.h"
#include "OnixS/Eurex/Trading/Export.h"
#include "OnixS/Eurex/Trading/Message.h"
#include "OnixS/Eurex/Trading/MessageInfo.h"
#include "OnixS/Eurex/Trading/Messages/EnterTESTradeRequest.h"

#include <iosfwd>
#include <string>
#include <vector>

namespace OnixS { namespace Eurex { namespace Trading {

/// Side Alloc Ext Group Element.
class ONIXS_EUREX_ETI_EXPORT SideAllocExtGrpElem
{
public:
    /// Initialize default instance.
    SideAllocExtGrpElem();

    /// Quantity of the particular trade side in the TES trade.
    SInt64 allocQty;

    /// Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent account of
    /// the member or participant of the trading venue.
    UInt64 partyIdClientId;

    /// Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or the
    /// algorithm within the member or participant of the Trading Venue who is responsible for the investment decision.
    UInt64 partyIdInvestmentDecisionMaker;

    /// Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm within the
    /// member or participant of the trading venue who is responsible for the execution of the transaction resulting
    /// from the order.
    UInt64 executingTrader;

    /// Unique identifier for a TES trade side.
    UInt32 individualAllocId;

    /// Owning business unit name.
    std::string partyExecutingFirm;

    /// Owning user name.
    std::string partyExecutingTrader;

    /// Enrichment Rule ID for TES trades (to be used only in case of Auto Approval).
    UInt32 tesEnrichmentRuleId;

    /// Side of the order.
    Side::Enum side;

    /// Status of an allocation in a Trade Entry Service trade.
    TradeAllocStatus::Enum tradeAllocStatus;

    /// This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as
    /// a market maker.
    TradingCapacity::Enum tradingCapacity;

    /// Field is used for Eurex position management purposes and indicates whether the order is submitted to open or
    /// close a position.
    PositionEffect::Enum positionEffect;

    /// Order attribute liquidity provision.
    OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision;

    /// Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
    ExecutingTraderQualifier::Enum executingTraderQualifier;

    /// Party ID investment decision maker qualifier.
    PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier;

    /// Order attribute risk reduction.
    OrderAttributeRiskReduction::Enum orderAttributeRiskReduction;

    /// Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
    OrderOrigination::Enum orderOrigination;

    /// Account to book trades and keep positions on.
    std::string account;

    /// Flex Account information.
    std::string partyIdPositionAccount;

    /// Indicates the name of a member institution to which a give-up is designated.
    std::string partyIdTakeUpTradingFirm;

    /// First free-format text field for trader-specific or customer-related comments.
    std::string freeText1;

    /// Second free-format text field for trader-specific or customer-related comments.
    std::string freeText2;

    /// Third free-format text field for trader-specific or customer-related comments.
    std::string freeText3;

    /// Partner identification at the Korea Exchange is required for orders in KRX products.
    std::string partyIdOrderOriginationFirm;

    /// Mandatory final KRX beneficiary account required for orders in KRX products.
    std::string partyIdBeneficiary;

    /// Country code. Valid characters: 0x01-0x7E.
    std::string partyIdLocationId;

    /// 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.
    CustOrderHandlingInst::Enum custOrderHandlingInst;

    /// 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).
    std::string complianceText;

    /// End client identifier.
    std::string partyEndClientIdentification;

    /// Returns string representation.
    std::string toString() const;

private:
    friend class Serializer;
    SideAllocExtGrpElem(const void* data);
};

ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const SideAllocExtGrpElem&);

/// TES Upload Broadcast Message.
class ONIXS_EUREX_ETI_EXPORT TESUploadBroadcast : public Message
{
public:
    /// Initialize default instance.
    TESUploadBroadcast();

    /// Message sequence number assigned to a non-order related Eurex ETI data stream.
    UInt64 applSeqNum;

    /// Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to the related
    /// subscription.
    UInt32 applSubId;

    /// Is required to define the scope of a Retransmission Request.
    UInt16 partitionId;

    /// Indicates a retransmission message.
    ApplResendFlag::Enum applResendFlag;

    /// Identifier for subscription and retransmission of an ETI data stream.
    ApplId::Enum applId;

    /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated
    /// transaction.
    LastFragment::Enum lastFragment;

    /// The instrument identifier uniquely identifies an instrument in the core system.
    SInt64 securityId;

    /// Price of this leg fill.
    SInt64 lastPx;

    /// Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System.
    UInt64 transBkdTime;

    /// Timestamp of the match event (trade).
    UInt64 transactTime;

    /// Underlying price associate with a derivative instrument.
    SInt64 underlyingPx;

    /// User defined index price.
    SInt64 relatedClosePrice;

    /// Quantity of the related trade.
    SInt64 relatedTradeQuantity;

    /// Price of the related instrument.
    SInt64 relatedPx;

    /// Nominal value.
    SInt64 underlyingQty;

    /// The product identifier uniquely identifies a Eurex product.
    SInt32 marketSegmentId;

    /// Identifier for a Trade Entry Service trade, i.e TES trade ID.
    UInt32 packageId;

    /// System transaction identifier for a Trade Entry Service transaction.
    UInt32 tesExecId;

    /// Date the underlying instrument will settle.
    UInt32 underlyingSettlementDate;

    /// Underlying security's maturity date.
    UInt32 underlyingMaturityDate;

    /// Identifier of a related trade.
    UInt32 relatedTradeId;

    /// Identifies a related product.
    SInt32 relatedMarketSegmentId;

    /// Indicates if a trade should be reported via the market reporting service.
    TrdType::Enum trdType;

    /// This field qualifies an instrument type on Eurex.
    ProductComplex::Enum productComplex;

    /// Identifies the type of trade notification.
    TradeReportType::Enum tradeReportType;

    /// SRQS deal status.
    TrdRptStatus::Enum trdRptStatus;

    /// Indicates if a trade should be reported via the market reporting service.
    TradePublishIndicator::Enum tradePublishIndicator;

    /// Indicates trade platform. Can only be used for EEX.
    TradePlatform::Enum tradePlatform;

    /// Hedging method.
    HedgeType::Enum hedgeType;

    /// Settlement institution.
    PartyIdSettlementLocation::Enum partyIdSettlementLocation;

    /// Swap clearer for EFS Trades only.
    SwapClearer::Enum swapClearer;

    /// Receiver of a message.
    MessageEventSource::Enum messageEventSource;

    /// User defined transaction ID. Part of the TES response and TES broadcast.
    std::string tradeReportId;

    /// Participant Short Name.
    std::string rootPartyExecutingFirm;

    /// Owning User Short Name.
    std::string rootPartyExecutingTrader;

    /// Underlying security's ID.
    std::string underlyingSecurityId;

    /// Description of the Underlying security.
    std::string underlyingSecurityDesc;

    /// Underlying security's currency.
    std::string underlyingCurrency;

    /// The issuer or name of the underlying security.
    std::string underlyingIssuer;

    /// Side Alloc Ext Group.
    std::vector<SideAllocExtGrpElem> sideAllocExtGrp;

    /// Trd Instrmnt Leg Group.
    std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp;

    /// Instrument Event Group.
    std::vector<InstrumentEventGrpElem> instrumentEventGrp;

    /// Instrument Attribute Group.
    std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp;

    /// Underlying Stip Group.
    std::vector<UnderlyingStipGrpElem> underlyingStipGrp;

    /// Returns template ID.
    TemplateId::Enum templateId() const;

    /// Returns string representation.
    std::string toString() const;

private:
    friend class Serializer;
    TESUploadBroadcast(const void* data, size_t dataSize, MessageInfo& msgInfo);
    void nativeSerializeTo(void* nativeMessage);
};

ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const TESUploadBroadcast&);

}}}