OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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AddComplexInstrumentResponse Class Reference

Public Member Functions

 AddComplexInstrumentResponse ()
TemplateId::Enum templateId () const
std::string toString () const
Public Member Functions inherited from Message
virtual ~Message ()

Public Attributes

UInt64 trdRegTSTimeIn
UInt64 trdRegTSTimeOut
LastFragment::Enum lastFragment
SInt64 lowLimitPrice
SInt64 highLimitPrice
SInt64 relatedPx
SInt64 securityId
UInt64 lastUpdateTime
UInt64 securityResponseId
SInt32 marketSegmentId
SInt32 numberOfSecurities
SInt32 securitySubType
UInt16 quantityScalingFactor
MultilegModel::Enum multilegModel
ImpliedMarketIndicator::Enum impliedMarketIndicator
ProductComplex::Enum productComplex
std::vector< InstrmtLegGrpEleminstrmtLegGrp

Friends

class Serializer

Detailed Description

Definition at line 37 of file AddComplexInstrumentResponse.h.

Constructor & Destructor Documentation

◆ AddComplexInstrumentResponse()

Initialize default instance.

Member Function Documentation

◆ templateId()

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

◆ toString()

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

◆ Serializer

friend class Serializer
friend

Definition at line 103 of file AddComplexInstrumentResponse.h.

Member Data Documentation

◆ highLimitPrice

SInt64 highLimitPrice

Allowable high limit price for the trading day.

Definition at line 57 of file AddComplexInstrumentResponse.h.

◆ impliedMarketIndicator

ImpliedMarketIndicator::Enum impliedMarketIndicator

Indicates that an implied market to be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out).

Definition at line 88 of file AddComplexInstrumentResponse.h.

◆ instrmtLegGrp

std::vector<InstrmtLegGrpElem> instrmtLegGrp

Instrument Leg Group.

Definition at line 94 of file AddComplexInstrumentResponse.h.

◆ lastFragment

LastFragment::Enum lastFragment

Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.

Definition at line 51 of file AddComplexInstrumentResponse.h.

◆ lastUpdateTime

UInt64 lastUpdateTime

Timestamp of last update to data item (or creation if no updates made since creation).

Definition at line 66 of file AddComplexInstrumentResponse.h.

◆ lowLimitPrice

SInt64 lowLimitPrice

Allowable low limit price for the trading day.

Definition at line 54 of file AddComplexInstrumentResponse.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 72 of file AddComplexInstrumentResponse.h.

◆ multilegModel

MultilegModel::Enum multilegModel

Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available.

Definition at line 84 of file AddComplexInstrumentResponse.h.

◆ numberOfSecurities

SInt32 numberOfSecurities

Number of strategies that have been created per session, product and business day.

Definition at line 75 of file AddComplexInstrumentResponse.h.

◆ productComplex

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 91 of file AddComplexInstrumentResponse.h.

◆ quantityScalingFactor

UInt16 quantityScalingFactor

Quantity Scaling Factor for Scaled Instruments.

Definition at line 81 of file AddComplexInstrumentResponse.h.

◆ relatedPx

SInt64 relatedPx

Price of the related instrument.

Definition at line 60 of file AddComplexInstrumentResponse.h.

◆ securityId

SInt64 securityId

The instrument identifier uniquely identifies an instrument in the core system.

Definition at line 63 of file AddComplexInstrumentResponse.h.

◆ securityResponseId

UInt64 securityResponseId

Security response ID.

Definition at line 69 of file AddComplexInstrumentResponse.h.

◆ securitySubType

SInt32 securitySubType

This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy.

Definition at line 78 of file AddComplexInstrumentResponse.h.

◆ trdRegTSTimeIn

UInt64 trdRegTSTimeIn

Matching engine in timestamp.

Definition at line 44 of file AddComplexInstrumentResponse.h.

◆ trdRegTSTimeOut

UInt64 trdRegTSTimeOut

Matching engine out timestamp.

Definition at line 47 of file AddComplexInstrumentResponse.h.