TradeBroadcast.h

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/*
 * 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 <iosfwd>
#include <string>
 
namespace OnixS { namespace Eurex { namespace Trading {

class ONIXS_EUREX_ETI_EXPORT TradeBroadcast : public Message
{
public:
    TradeBroadcast();

    UInt64 applSeqNum;

    UInt32 applSubId;

    UInt16 partitionId;

    ApplResendFlag::Enum applResendFlag;

    ApplId::Enum applId;

    LastFragment::Enum lastFragment;

    SInt64 securityId;

    SInt64 relatedSecurityId;

    SInt64 price;

    SInt64 lastPx;

    SInt64 lastQty;

    SInt64 sideLastPx;

    SInt64 sideLastQty;

    SInt64 clearingTradePrice;

    SInt64 clearingTradeQty;

    UInt64 transactTime;

    UInt64 orderId;

    UInt64 clOrdId;

    SInt64 leavesQty;

    SInt64 cumQty;

    UInt64 rootPartyIdClientId;

    UInt64 executingTrader;

    UInt64 rootPartyIdInvestmentDecisionMaker;

    SInt64 underlyingPx;

    UInt32 tradeId;

    UInt32 origTradeId;

    UInt32 massOrderReportId;

    UInt32 rootPartyIdExecutingUnit;

    UInt32 rootPartyIdSessionId;

    UInt32 rootPartyIdExecutingTrader;

    UInt32 rootPartyIdClearingUnit;

    SInt32 marketSegmentId;

    SInt32 relatedSymbol;

    UInt32 sideTradeId;

    UInt32 matchDate;

    UInt32 trdMatchId;

    UInt32 strategyLinkId;

    SInt32 totNumTradeReports;

    SInt32 securitySubType;

    MultiLegReportingType::Enum multiLegReportingType;

    TradeReportType::Enum tradeReportType;

    TransferReason::Enum transferReason;

    std::string rootPartyIdBeneficiary;

    std::string rootPartyIdTakeUpTradingFirm;

    std::string rootPartyIdOrderOriginationFirm;

    MatchType::Enum matchType;

    MatchSubType::Enum matchSubType;

    Side::Enum side;

    SideLiquidityInd::Enum sideLiquidityInd;

    TradingCapacity::Enum tradingCapacity;

    OrderOrigination::Enum orderOrigination;

    OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision;

    OrderAttributeRiskReduction::Enum orderAttributeRiskReduction;

    ExecutingTraderQualifier::Enum executingTraderQualifier;

    RootPartyIdInvestmentDecisionMakerQualifier::Enum rootPartyIdInvestmentDecisionMakerQualifier;

    std::string account;

    std::string rootPartyIdPositionAccount;

    PositionEffect::Enum positionEffect;

    CustOrderHandlingInst::Enum custOrderHandlingInst;

    std::string freeText1;

    std::string freeText2;

    std::string freeText3;

    OrderCategory::Enum orderCategory;

    OrdType::Enum ordType;

    RelatedProductComplex::Enum relatedProductComplex;

    OrderSide::Enum orderSide;

    std::string rootPartyClearingOrganization;

    std::string rootPartyExecutingFirm;

    std::string rootPartyExecutingTrader;

    std::string rootPartyClearingFirm;

    std::string regulatoryTradeId;

    std::string rootPartyIdExecutionVenue;

    std::string feeIdntCode;

    TemplateId::Enum templateId() const;

    std::string toString() const;
 
private:
    friend class Serializer;
    TradeBroadcast(const void* data, size_t dataSize, MessageInfo& msgInfo);
    void nativeSerializeTo(void* nativeMessage);
};
 
ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const TradeBroadcast&);
 
}}} // namespace OnixS::Eurex::Trading