Quick Start

All the Handler classes are encapsulated into the OnixS::Eurex::Trading namespace. Header files are collected in the master OnixS/Eurex/Trading.h header file.

How to get started

The typical way of using the Handler is as follows:

• Create an instance of HandlerSettings class and adjust Handler's settings.
• Create an instance of Handler class using previously initialized instance of HandlerSettings.
• Register error and warning listener to be notified about failures occurred while the Handler processes market data.
• Register listeners for miscellaneous trading events.
• Create an instance of Logon class and adjust session settings.
• Assign Logon::encryptedPassword field with encrypted password to use password encrypted session logon. Otherwise, assign Logon::password field with plain text password.
• Establish the connection using the Handler::connect method.
• Create an instance of UserLoginRequest class and adjust user logon settings.
• Send user login request using Handler::send method.
• Start sending messages.
• Create an instance of UserLogoutRequest class and adjust user logout settings.
• Send user logout request using Handler::send method.
• Terminate the connection to Eurex ETI using the Handler::disconnect method.

Session Logon (FIX Engine fields)

For FIX Engine fields in Logon class it is allowed to use the following values:

using namespace OnixS::Eurex::Trading;
Logon logon;
logon.fixEngineName = "OnixS Eurex ETI Handler";
logon.fixEngineVersion = Handler::version();
logon.fixEngineVendor = "Onix Solutions Ltd.";

But users may not use these values and use their own values instead.

Session Logon (Application fields)

For application fields in Logon class users must use their own values that represent their application. For example:

logon.applicationSystemName = "My Application";
logon.applicationSystemVersion = "1.0.0";
logon.applicationSystemVendor = "My Company";

Session Logon (Plain text password)

The Handler supports plain test password session logon. To use this feature, the following steps should be performed:

• Create an instance of Logon class and adjust session settings.
• Assign Logon::password field with plain text password.
• Establish the connection using the Handler::connect method.

Session Logon (Password encrypted)

The Handler supports password encrypted session logon. To use this feature, the following steps should be performed:

• Create an instance of Logon class and adjust session settings.
• Encrypt password using Handler::encryptPassword method.
• Assign Logon::encryptedPassword field with encrypted password.
• Establish the connection using the Handler::connect method.

To encrypt a password you will need an RSA public key. You can find these keys for Production and Simulation in the samples/Keys directory.

Please also see section 5.3.3 Password Encryption of Enhanced Trading Interface (ETI) Manual to get more information about password encryption.