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

Public Member Functions

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

Public Attributes

UInt64 applSeqNum
UInt32 applSubId
UInt16 partitionId
ApplResendFlag::Enum applResendFlag
ApplId::Enum applId
LastFragment::Enum lastFragment
UInt64 basketTrdMatchId
UInt64 transactTime
UInt32 basketExecId
SInt32 marketSegmentId
UInt32 maturityMonthYear
UInt32 basketProfileId
TrdType::Enum trdType
TradeReportType::Enum tradeReportType
BasketTradeReportType::Enum basketTradeReportType
MessageEventSource::Enum messageEventSource
BasketAnonymity::Enum basketAnonymity
OptionalEarlyTerminationIndicator::Enum optionalEarlyTerminationIndicator
std::string basketTradeReportText
std::string tradeReportId
std::vector< BasketRootPartyGrpElembasketRootPartyGrp
std::vector< InstrmtMatchSideGrpEleminstrmtMatchSideGrp
std::vector< BasketSideAllocGrpElembasketSideAllocGrp

Friends

class Serializer

Detailed Description

Definition at line 37 of file BasketBroadcast.h.

Constructor & Destructor Documentation

◆ BasketBroadcast()

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 121 of file BasketBroadcast.h.

Member Data Documentation

◆ applId

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 57 of file BasketBroadcast.h.

◆ applResendFlag

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 54 of file BasketBroadcast.h.

◆ applSeqNum

UInt64 applSeqNum

Message sequence number assigned to a non-order related Eurex ETI data stream.

Definition at line 44 of file BasketBroadcast.h.

◆ applSubId

UInt32 applSubId

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

Definition at line 48 of file BasketBroadcast.h.

◆ basketAnonymity

BasketAnonymity::Enum basketAnonymity

Used to indicate anonymized trades in baskets.

Definition at line 94 of file BasketBroadcast.h.

◆ basketExecId

UInt32 basketExecId

System generated transaction ID for a Basket transaction.

Definition at line 70 of file BasketBroadcast.h.

◆ basketProfileId

UInt32 basketProfileId

ID of the Basket profile.

Definition at line 79 of file BasketBroadcast.h.

◆ basketRootPartyGrp

std::vector<BasketRootPartyGrpElem> basketRootPartyGrp

Basket Root Party Group.

Definition at line 106 of file BasketBroadcast.h.

◆ basketSideAllocGrp

std::vector<BasketSideAllocGrpElem> basketSideAllocGrp

Basket Side Alloc Group.

Definition at line 112 of file BasketBroadcast.h.

◆ basketTradeReportText

std::string basketTradeReportText

User defined text message field.

Definition at line 100 of file BasketBroadcast.h.

◆ basketTradeReportType

BasketTradeReportType::Enum basketTradeReportType

Basket operation.

Definition at line 88 of file BasketBroadcast.h.

◆ basketTrdMatchId

UInt64 basketTrdMatchId

System defined Basket ID.

Definition at line 64 of file BasketBroadcast.h.

◆ instrmtMatchSideGrp

std::vector<InstrmtMatchSideGrpElem> instrmtMatchSideGrp

Instrument Match Side Group.

Definition at line 109 of file BasketBroadcast.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 61 of file BasketBroadcast.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 73 of file BasketBroadcast.h.

◆ maturityMonthYear

UInt32 maturityMonthYear

Month year code for expiry YYYYMM.

Definition at line 76 of file BasketBroadcast.h.

◆ messageEventSource

MessageEventSource::Enum messageEventSource

Receiver of a message.

Definition at line 91 of file BasketBroadcast.h.

◆ optionalEarlyTerminationIndicator

OptionalEarlyTerminationIndicator::Enum optionalEarlyTerminationIndicator

Indicates whether the counterparties have the right for early termination.

Definition at line 97 of file BasketBroadcast.h.

◆ partitionId

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 51 of file BasketBroadcast.h.

◆ tradeReportId

std::string tradeReportId

User defined transaction ID. Part of the TES response and TES broadcast.

Definition at line 103 of file BasketBroadcast.h.

◆ tradeReportType

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 85 of file BasketBroadcast.h.

◆ transactTime

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 67 of file BasketBroadcast.h.

◆ trdType

TrdType::Enum trdType

Indicates if a trade should be reported via the market reporting service.

Definition at line 82 of file BasketBroadcast.h.