OnixS Eurex ETI Handler C++ library  9.19.0
API documentation
BasketBroadcast Class Reference

#include <OnixS/Eurex/Trading/Messages/BasketBroadcast.h>

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
 
std::string basketTradeReportText
 
std::string tradeReportId
 
std::vector< BasketRootPartyGrpElembasketRootPartyGrp
 
std::vector< InstrmtMatchSideGrpEleminstrmtMatchSideGrp
 
std::vector< BasketSideAllocGrpElembasketSideAllocGrp
 

Friends

class Serializer
 

Detailed Description

Definition at line 38 of file BasketBroadcast.h.

Constructor & Destructor Documentation

Initialize default instance.

Member Function Documentation

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

Friends And Related Function Documentation

friend class Serializer
friend

Definition at line 117 of file BasketBroadcast.h.

Member Data Documentation

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 57 of file BasketBroadcast.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 54 of file BasketBroadcast.h.

UInt64 applSeqNum

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

Definition at line 45 of file BasketBroadcast.h.

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::Enum basketAnonymity

Used to indicate anonymized trades in baskets.

Definition at line 93 of file BasketBroadcast.h.

UInt32 basketExecId

System generated transaction ID for a Basket transaction.

Definition at line 69 of file BasketBroadcast.h.

UInt32 basketProfileId

ID of the Basket profile.

Definition at line 78 of file BasketBroadcast.h.

std::vector<BasketRootPartyGrpElem> basketRootPartyGrp

Basket Root Party Group.

Definition at line 102 of file BasketBroadcast.h.

std::vector<BasketSideAllocGrpElem> basketSideAllocGrp

Basket Side Alloc Group.

Definition at line 108 of file BasketBroadcast.h.

std::string basketTradeReportText

User defined text message field.

Definition at line 96 of file BasketBroadcast.h.

BasketTradeReportType::Enum basketTradeReportType

Basket operation.

Definition at line 87 of file BasketBroadcast.h.

UInt64 basketTrdMatchId

System defined Basket ID.

Definition at line 63 of file BasketBroadcast.h.

std::vector<InstrmtMatchSideGrpElem> instrmtMatchSideGrp

Instrument Match Side Group.

Definition at line 105 of file BasketBroadcast.h.

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 60 of file BasketBroadcast.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 72 of file BasketBroadcast.h.

UInt32 maturityMonthYear

Month year code for expiry YYYYMM.

Definition at line 75 of file BasketBroadcast.h.

MessageEventSource::Enum messageEventSource

Receiver of a message.

Definition at line 90 of file BasketBroadcast.h.

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 51 of file BasketBroadcast.h.

std::string tradeReportId

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

Definition at line 99 of file BasketBroadcast.h.

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 84 of file BasketBroadcast.h.

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 66 of file BasketBroadcast.h.

TrdType::Enum trdType

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

Definition at line 81 of file BasketBroadcast.h.


The documentation for this class was generated from the following file: