OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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UploadTESTradeRequest.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"
30
31#include <iosfwd>
32#include <string>
33#include <vector>
34
35namespace OnixS { namespace Eurex { namespace Trading {
36
38class ONIXS_EUREX_ETI_EXPORT UploadTESTradeRequest : public Message
39{
40public:
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121 std::string tradeReportId;
122
124 std::string tradeReportText;
125
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131
134
136 std::string underlyingIssuer;
137
140
142 std::vector<SideAllocExtGrpElem> sideAllocExtGrp;
143
145 std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp;
146
148 std::vector<InstrumentEventGrpElem> instrumentEventGrp;
149
151 std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp;
152
154 std::vector<UnderlyingStipGrpElem> underlyingStipGrp;
155
158
160 std::string toString() const;
161
162private:
163 friend class Serializer;
164 UploadTESTradeRequest(const void* data, size_t dataSize, MessageInfo& msgInfo);
165 void nativeSerializeTo(void* nativeMessage);
166};
167
168ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const UploadTESTradeRequest&);
169
170}}} // namespace OnixS::Eurex::Trading
Message base class.
Definition Message.h:33
std::vector< TrdInstrmntLegGrpElem > trdInstrmntLegGrp
Trd Instrmnt Leg Group.
TradePlatform::Enum tradePlatform
Indicates trade platform. Can only be used for EEX.
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.
PartyIdSettlementLocation::Enum partyIdSettlementLocation
Settlement institution.
std::vector< SideAllocExtGrpElem > sideAllocExtGrp
Side Alloc Ext Group.
SInt64 underlyingPx
Underlying price associate with a derivative instrument.
TemplateId::Enum templateId() const
Returns template ID.
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.
ValueCheckTypeMinLotSize::Enum valueCheckTypeMinLotSize
std::string tradeReportText
User defined text field.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
UploadTESTradeRequest()
Initialize default instance.
TradePublishIndicator::Enum tradePublishIndicator
Indicates if a trade should be reported via the market reporting service.
std::string underlyingSecurityId
Underlying security's ID.
TrdType::Enum trdType
Indicates if a trade should be reported via the market reporting service.
std::vector< InstrumentEventGrpElem > instrumentEventGrp
Instrument Event Group.
SkipValidations::Enum skipValidations
Indicator to skip validations.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
std::string underlyingSecurityDesc
Description of the Underlying security.
SInt32 relatedMarketSegmentId
Identifies a related product.
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::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
Enum
This field qualifies an instrument type on Eurex.
Enum
Indicator to skip validations.
Enum
Swap clearer for EFS Trades only.
Enum
Indicates trade platform. Can only be used for EEX.
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.