OnixS Eurex ETI Handler C++ library
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OnixS
Eurex
Trading.h
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/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Access to and use of the software is governed by the terms of the applicable ONIXS Software
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* Services Agreement (the Agreement) and Customer end user license agreements granting
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* a non-assignable, non-transferable and non-exclusive license to use the software
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* for it's own data processing purposes under the terms defined in the Agreement.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any
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* part of this source code or associated reference material to any other location for further
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* reproduction or redistribution, and any amendments to this copyright notice, are expressly
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* prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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#pragma once
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#include "
OnixS/Eurex/Trading/AdminListener.h
"
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#include "
OnixS/Eurex/Trading/AuditTrail.h
"
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#include "
OnixS/Eurex/Trading/BasketListener.h
"
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#include "
OnixS/Eurex/Trading/CLIPListener.h
"
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#include "
OnixS/Eurex/Trading/ConnectionState.h
"
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#include "
OnixS/Eurex/Trading/ConnectionStateChange.h
"
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#include "
OnixS/Eurex/Trading/ConnectionStateListener.h
"
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#include "
OnixS/Eurex/Trading/Defines.h
"
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#include "
OnixS/Eurex/Trading/Enumerations.h
"
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#include "
OnixS/Eurex/Trading/ErrorListener.h
"
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#include "
OnixS/Eurex/Trading/Exception.h
"
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#include "OnixS/Eurex/Trading/Export.h"
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#include "
OnixS/Eurex/Trading/Handler.h
"
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#include "
OnixS/Eurex/Trading/HandlerSettings.h
"
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#include "
OnixS/Eurex/Trading/HandlerStateListener.h
"
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#include "
OnixS/Eurex/Trading/InfoListener.h
"
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#include "
OnixS/Eurex/Trading/LogSettings.h
"
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#include "
OnixS/Eurex/Trading/Logon.h
"
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#include "
OnixS/Eurex/Trading/Message.h
"
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#include "
OnixS/Eurex/Trading/MessageInfo.h
"
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#include "
OnixS/Eurex/Trading/Messages/AddComplexInstrumentRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/AddComplexInstrumentResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/AddFlexibleInstrumentRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/AddFlexibleInstrumentResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/AddScaledSimpleInstrumentRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/AddScaledSimpleInstrumentResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/AmendBasketTradeRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/ApproveBasketTradeRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/ApproveReverseTESTradeRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/ApproveTESTradeRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/BasketApproveBroadcast.h
"
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#include "
OnixS/Eurex/Trading/Messages/BasketBroadcast.h
"
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#include "
OnixS/Eurex/Trading/Messages/BasketDeleteBroadcast.h
"
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#include "
OnixS/Eurex/Trading/Messages/BasketExecutionBroadcast.h
"
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#include "
OnixS/Eurex/Trading/Messages/BasketResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/BasketRollBroadcast.h
"
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#include "
OnixS/Eurex/Trading/Messages/BasketRollRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/BroadcastErrorNotification.h
"
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#include "
OnixS/Eurex/Trading/Messages/CLIPDeletionNotification.h
"
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#include "
OnixS/Eurex/Trading/Messages/CLIPExecutionNotification.h
"
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#include "
OnixS/Eurex/Trading/Messages/CLIPResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/CrossRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/CrossRequestResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteAllOrderBroadcast.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteAllOrderNRResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteAllOrderQuoteEventBroadcast.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteAllOrderRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteAllOrderResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteAllQuoteBroadcast.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteAllQuoteRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteAllQuoteResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteBasketTradeRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteCLIPRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteOrderBroadcast.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteOrderComplexRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteOrderNRResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteOrderRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteOrderResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteOrderSingleRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/DeleteTESTradeRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/EnterBasketTradeRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/EnterCLIPRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/EnterTESTradeRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/ForcedUserLogoutNotification.h
"
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#include "
OnixS/Eurex/Trading/Messages/HeartbeatNotification.h
"
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#include "
OnixS/Eurex/Trading/Messages/InquireEnrichmentRuleIdListRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/InquireEnrichmentRuleIdListResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/InquireMMParameterRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/InquireMMParameterResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/InquireMarginBasedRiskLimitRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/InquireMarginBasedRiskLimitResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/InquirePreTradeRiskLimitsRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/InquireSessionListRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/InquireSessionListResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/InquireUserRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/InquireUserResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/LegalNotificationBroadcast.h
"
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#include "
OnixS/Eurex/Trading/Messages/LogonResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/MMParameterDefinitionRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/MMParameterDefinitionResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/MassOrder.h
"
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#include "
OnixS/Eurex/Trading/Messages/MassOrderAck.h
"
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#include "
OnixS/Eurex/Trading/Messages/MassQuoteRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/MassQuoteResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/ModifyBasketTradeRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/ModifyOrderComplexRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/ModifyOrderComplexShortRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/ModifyOrderNRResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/ModifyOrderRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/ModifyOrderResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/ModifyOrderShortRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/ModifyOrderSingleRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/ModifyOrderSingleShortRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/ModifyTESTradeRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/NewOrderComplexRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/NewOrderComplexShortRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/NewOrderNRResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/NewOrderRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/NewOrderResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/NewOrderShortRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/NewOrderSingleRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/NewOrderSingleShortRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/NewsBroadcast.h
"
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#include "
OnixS/Eurex/Trading/Messages/OrderExecNotification.h
"
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#include "
OnixS/Eurex/Trading/Messages/OrderExecReportBroadcast.h
"
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#include "
OnixS/Eurex/Trading/Messages/OrderExecResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/PartyActionReport.h
"
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#include "
OnixS/Eurex/Trading/Messages/PartyEntitlementsUpdateReport.h
"
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#include "
OnixS/Eurex/Trading/Messages/PingRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/PingResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/PreTradeRiskLimitResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/PreTradeRiskLimitsDefinitionRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/QuoteActivationNotification.h
"
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#include "
OnixS/Eurex/Trading/Messages/QuoteActivationRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/QuoteActivationResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/QuoteExecutionReport.h
"
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#include "
OnixS/Eurex/Trading/Messages/RFQRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/RFQResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/Reject.h
"
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#include "
OnixS/Eurex/Trading/Messages/RetransmitMEMessageRequest.h
"
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#include "
OnixS/Eurex/Trading/Messages/RetransmitMEMessageResponse.h
"
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#include "
OnixS/Eurex/Trading/Messages/RetransmitRequest.h
"
145
#include "
OnixS/Eurex/Trading/Messages/RetransmitResponse.h
"
146
#include "
OnixS/Eurex/Trading/Messages/ReverseTESTradeRequest.h
"
147
#include "
OnixS/Eurex/Trading/Messages/RiskNotificationBroadcast.h
"
148
#include "
OnixS/Eurex/Trading/Messages/SRQSCreateDealNotification.h
"
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#include "
OnixS/Eurex/Trading/Messages/SRQSDealNotification.h
"
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#include "
OnixS/Eurex/Trading/Messages/SRQSDealResponse.h
"
151
#include "
OnixS/Eurex/Trading/Messages/SRQSEnterQuoteRequest.h
"
152
#include "
OnixS/Eurex/Trading/Messages/SRQSHitQuoteRequest.h
"
153
#include "
OnixS/Eurex/Trading/Messages/SRQSInquireSmartRespondentRequest.h
"
154
#include "
OnixS/Eurex/Trading/Messages/SRQSInquireSmartRespondentResponse.h
"
155
#include "
OnixS/Eurex/Trading/Messages/SRQSNegotiationNotification.h
"
156
#include "
OnixS/Eurex/Trading/Messages/SRQSNegotiationRequesterNotification.h
"
157
#include "
OnixS/Eurex/Trading/Messages/SRQSNegotiationStatusNotification.h
"
158
#include "
OnixS/Eurex/Trading/Messages/SRQSOpenNegotiationNotification.h
"
159
#include "
OnixS/Eurex/Trading/Messages/SRQSOpenNegotiationRequest.h
"
160
#include "
OnixS/Eurex/Trading/Messages/SRQSOpenNegotiationRequesterNotification.h
"
161
#include "
OnixS/Eurex/Trading/Messages/SRQSQuoteNotification.h
"
162
#include "
OnixS/Eurex/Trading/Messages/SRQSQuoteResponse.h
"
163
#include "OnixS/Eurex/Trading/Messages/SRQSQuoteSnapshotNotification.h"
164
#include "OnixS/Eurex/Trading/Messages/SRQSQuoteSnapshotRequest.h"
165
#include "
OnixS/Eurex/Trading/Messages/SRQSQuotingStatusRequest.h
"
166
#include "OnixS/Eurex/Trading/Messages/SRQSResponse.h"
167
#include "
OnixS/Eurex/Trading/Messages/SRQSStatusBroadcast.h
"
168
#include "
OnixS/Eurex/Trading/Messages/SRQSUpdateDealStatusRequest.h
"
169
#include "
OnixS/Eurex/Trading/Messages/SRQSUpdateNegotiationRequest.h
"
170
#include "
OnixS/Eurex/Trading/Messages/ServiceAvailabilityBroadcast.h
"
171
#include "
OnixS/Eurex/Trading/Messages/ServiceAvailabilityMarketBroadcast.h
"
172
#include "OnixS/Eurex/Trading/Messages/StatusBroadcast.h"
173
#include "
OnixS/Eurex/Trading/Messages/SubscribeRequest.h
"
174
#include "
OnixS/Eurex/Trading/Messages/SubscribeResponse.h
"
175
#include "
OnixS/Eurex/Trading/Messages/TESApproveBroadcast.h
"
176
#include "
OnixS/Eurex/Trading/Messages/TESBroadcast.h
"
177
#include "
OnixS/Eurex/Trading/Messages/TESDeleteBroadcast.h
"
178
#include "
OnixS/Eurex/Trading/Messages/TESExecutionBroadcast.h
"
179
#include "
OnixS/Eurex/Trading/Messages/TESResponse.h
"
180
#include "
OnixS/Eurex/Trading/Messages/TESReversalBroadcast.h
"
181
#include "
OnixS/Eurex/Trading/Messages/TESTradeBroadcast.h
"
182
#include "
OnixS/Eurex/Trading/Messages/TESTradingSessionStatusBroadcast.h
"
183
#include "
OnixS/Eurex/Trading/Messages/TESUploadBroadcast.h
"
184
#include "
OnixS/Eurex/Trading/Messages/TMTradingSessionStatusBroadcast.h
"
185
#include "
OnixS/Eurex/Trading/Messages/TradeBroadcast.h
"
186
#include "
OnixS/Eurex/Trading/Messages/TradingSessionStatusBroadcast.h
"
187
#include "
OnixS/Eurex/Trading/Messages/UnsubscribeRequest.h
"
188
#include "
OnixS/Eurex/Trading/Messages/UnsubscribeResponse.h
"
189
#include "
OnixS/Eurex/Trading/Messages/UpdateRemainingRiskAllowanceBaseRequest.h
"
190
#include "
OnixS/Eurex/Trading/Messages/UpdateRemainingRiskAllowanceBaseResponse.h
"
191
#include "
OnixS/Eurex/Trading/Messages/UploadTESTradeRequest.h
"
192
#include "
OnixS/Eurex/Trading/Messages/UserLoginRequest.h
"
193
#include "
OnixS/Eurex/Trading/Messages/UserLoginRequestEncrypted.h
"
194
#include "
OnixS/Eurex/Trading/Messages/UserLoginResponse.h
"
195
#include "
OnixS/Eurex/Trading/Messages/UserLogoutRequest.h
"
196
#include "
OnixS/Eurex/Trading/Messages/UserLogoutResponse.h
"
197
#include "
OnixS/Eurex/Trading/OrderHandlingListener.h
"
198
#include "
OnixS/Eurex/Trading/QuoteAndCrossRequestListener.h
"
199
#include "
OnixS/Eurex/Trading/QuoteHandlingListener.h
"
200
#include "
OnixS/Eurex/Trading/SRQSListener.h
"
201
#include "
OnixS/Eurex/Trading/SessionListener.h
"
202
#include "
OnixS/Eurex/Trading/StrategyCreationListener.h
"
203
#include "
OnixS/Eurex/Trading/TESListener.h
"
204
#include "
OnixS/Eurex/Trading/Time.h
"
205
#include "OnixS/Eurex/Trading/UniquePtr.h"
206
#include "
OnixS/Eurex/Trading/WarningListener.h
"
NewOrderComplexShortRequest.h
ServiceAvailabilityMarketBroadcast.h
RFQRequest.h
SRQSUpdateNegotiationRequest.h
RetransmitRequest.h
DeleteAllOrderQuoteEventBroadcast.h
TradeBroadcast.h
Reject.h
CrossRequestResponse.h
BasketBroadcast.h
OrderHandlingListener.h
SRQSUpdateDealStatusRequest.h
ApproveReverseTESTradeRequest.h
EnterCLIPRequest.h
OrderExecReportBroadcast.h
TESExecutionBroadcast.h
PreTradeRiskLimitResponse.h
BasketRollRequest.h
ApproveBasketTradeRequest.h
NewOrderComplexRequest.h
AddFlexibleInstrumentRequest.h
CLIPExecutionNotification.h
SRQSOpenNegotiationNotification.h
PingRequest.h
ReverseTESTradeRequest.h
Message.h
SRQSCreateDealNotification.h
ApproveTESTradeRequest.h
InquireMarginBasedRiskLimitRequest.h
ModifyOrderComplexShortRequest.h
MessageInfo.h
TESListener.h
DeleteTESTradeRequest.h
DeleteBasketTradeRequest.h
LogSettings.h
DeleteOrderResponse.h
AmendBasketTradeRequest.h
BasketListener.h
LogonResponse.h
CLIPListener.h
MassQuoteRequest.h
PingResponse.h
MMParameterDefinitionRequest.h
DeleteAllOrderResponse.h
NewOrderShortRequest.h
ModifyOrderComplexRequest.h
SubscribeRequest.h
Time.h
CLIPResponse.h
NewOrderSingleShortRequest.h
UnsubscribeRequest.h
ModifyOrderRequest.h
MassOrderAck.h
Logon.h
PreTradeRiskLimitsDefinitionRequest.h
InquireEnrichmentRuleIdListResponse.h
DeleteOrderSingleRequest.h
SRQSQuoteNotification.h
Defines.h
BasketResponse.h
SRQSStatusBroadcast.h
CrossRequest.h
QuoteActivationRequest.h
DeleteOrderNRResponse.h
UserLoginResponse.h
SRQSNegotiationNotification.h
InquireSessionListRequest.h
ModifyOrderResponse.h
ModifyOrderShortRequest.h
DeleteAllOrderNRResponse.h
SRQSOpenNegotiationRequest.h
Enumerations.h
UpdateRemainingRiskAllowanceBaseRequest.h
TESUploadBroadcast.h
ErrorListener.h
EnterBasketTradeRequest.h
InquireMMParameterRequest.h
QuoteAndCrossRequestListener.h
DeleteAllOrderRequest.h
MassOrder.h
OrderExecResponse.h
SRQSDealResponse.h
UpdateRemainingRiskAllowanceBaseResponse.h
ModifyOrderNRResponse.h
SRQSNegotiationRequesterNotification.h
QuoteActivationNotification.h
WarningListener.h
ConnectionStateChange.h
NewsBroadcast.h
TESApproveBroadcast.h
MMParameterDefinitionResponse.h
InquireUserRequest.h
HeartbeatNotification.h
SRQSInquireSmartRespondentResponse.h
ForcedUserLogoutNotification.h
ServiceAvailabilityBroadcast.h
AddScaledSimpleInstrumentResponse.h
BasketExecutionBroadcast.h
NewOrderResponse.h
TESTradingSessionStatusBroadcast.h
NewOrderNRResponse.h
ConnectionState.h
ModifyBasketTradeRequest.h
TESReversalBroadcast.h
SRQSDealNotification.h
QuoteActivationResponse.h
DeleteAllQuoteRequest.h
BasketRollBroadcast.h
AddComplexInstrumentRequest.h
SRQSOpenNegotiationRequesterNotification.h
AdminListener.h
InquirePreTradeRiskLimitsRequest.h
UploadTESTradeRequest.h
DeleteAllQuoteBroadcast.h
InfoListener.h
SRQSHitQuoteRequest.h
AddFlexibleInstrumentResponse.h
BasketDeleteBroadcast.h
AddScaledSimpleInstrumentRequest.h
RetransmitResponse.h
LegalNotificationBroadcast.h
TESDeleteBroadcast.h
OrderExecNotification.h
HandlerSettings.h
RetransmitMEMessageRequest.h
PartyActionReport.h
StrategyCreationListener.h
Handler.h
DeleteAllOrderBroadcast.h
UserLoginRequest.h
TMTradingSessionStatusBroadcast.h
EnterTESTradeRequest.h
QuoteExecutionReport.h
UserLogoutRequest.h
InquireSessionListResponse.h
SRQSNegotiationStatusNotification.h
InquireEnrichmentRuleIdListRequest.h
UserLoginRequestEncrypted.h
SRQSInquireSmartRespondentRequest.h
MassQuoteResponse.h
AuditTrail.h
HandlerStateListener.h
BasketApproveBroadcast.h
SubscribeResponse.h
DeleteCLIPRequest.h
TESResponse.h
SessionListener.h
DeleteOrderBroadcast.h
TradingSessionStatusBroadcast.h
DeleteAllQuoteResponse.h
UnsubscribeResponse.h
NewOrderSingleRequest.h
PartyEntitlementsUpdateReport.h
ModifyTESTradeRequest.h
InquireMMParameterResponse.h
Exception.h
ModifyOrderSingleShortRequest.h
AddComplexInstrumentResponse.h
NewOrderRequest.h
InquireMarginBasedRiskLimitResponse.h
BroadcastErrorNotification.h
DeleteOrderRequest.h
ModifyOrderSingleRequest.h
SRQSEnterQuoteRequest.h
QuoteHandlingListener.h
SRQSQuoteResponse.h
TESBroadcast.h
ConnectionStateListener.h
SRQSQuotingStatusRequest.h
CLIPDeletionNotification.h
TESTradeBroadcast.h
RFQResponse.h
InquireUserResponse.h
SRQSListener.h
UserLogoutResponse.h
RiskNotificationBroadcast.h
RetransmitMEMessageResponse.h
DeleteOrderComplexRequest.h