23#include "OnixS/Eurex/Trading/Export.h"
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
std::string enumToString(ConnectionState::Enum)
Returns string representation of ConnectionState value.
@ OutboundConversionError
Error converting response or broadcast.
Identifier for subscription and retransmission of an ETI data stream.
Enum
Identifier for subscription and retransmission of an ETI data stream.
@ RiskControl
Risk Control.
@ SRQSMaintenance
SRQS Maintenance.
@ ListenerData
Listener Data.
@ TESMaintenance
TES Maintenance.
@ SessionData
Session Data.
@ ServiceAvailabilityMarket
Service Availability Market.
@ ServiceAvailability
Service Availability.
Indicates a retransmission message.
Enum
Indicates a retransmission message.
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Enum
Indicates if the order is a Lean Order or a Standard (non lean) Order.
@ RecoveryRequired
Recovery Required.
@ NoRecoveryRequired
No Recovery Required.
@ Unavailable
Unavailable.
Type of order processing.
Enum
Type of order processing.
@ AutoSelect
Both (Automated and Manual).
Type of quote processing.
Enum
Type of quote processing.
@ AutoSelect
Both (Automated and Manual).
Used to indicate anonymized trades in baskets.
Enum
Used to indicate anonymized trades in baskets.
@ NoWasSubstitue
No/Was (Substitute).
Instruction to show Charge ID.
Enum
Instruction to show Charge ID.
@ CancelAggressive
Cancel incoming order.
@ CancelAggressiveAndPassive
Reduce/Cancel both incoming and resting order.
@ CancelPassive
Cancel resting order.
Prioritization of a cross order.
Enum
Prioritization of a cross order.
@ BuySide
Buy side is prioritized.
@ SellSide
Sell side is prioritized.
Type of the Cross Request.
Enum
Type of the Cross Request.
@ Cross
Cross Announcement.
@ Clip
Liquidity Improvement Cross.
Type of cross being submitted to a market.
Enum
Type of cross being submitted to a market.
@ CrossIOC
Immediate-or-cancel-cross.
Indicates SMP involvement.
Enum
Indicates SMP involvement.
@ CrossRejected
Cross rejected (Order subject to crossing and match prevented).
@ NoCrossing
No crossing (Order not subject to crossing).
@ G
Sponsored Access via Exchange API or FIX provided by Executing Broker.
@ H
Premium Algorithmic Trading Provider billed by Executing Broker.
@ C
Vendor-provided Platform billed by Executing Broker.
@ D
Other, including Other-provided Screen.
@ IntradayExpiration
Automatic deletion due to instrument expiration.
@ AmendmentUserCancelled
Amendment cancelled by user action.
@ TASChange
Automatic deletion due to TES Activity State Change.
@ PreTradeRiskEvent
Deletion caused by a pre-trade risk event.
@ NoSpecialReason
Deletion via the TES Delete Request.
@ RiskEvent
Deletion caused by Clearing/Risk stop.
@ InstrumentDeletion
Deletion of Instrument.
@ InstrumentSuspension
Suspension of Instrument.
@ AmendmentReset
Basket amendment cancelled.
@ StopTrading
Deletion caused by Trading stop.
Transaction effect on a basket.
Enum
Transaction effect on a basket.
@ RemoveVolume
Remove volume.
Enlight RFQ Average Response Rate Ranking.
Enum
Enlight RFQ Average Response Rate Ranking.
Enlight RFQ Average Response Time Ranking.
Enum
Enlight RFQ Average Response Time Ranking.
Enum
Eurex Volume Ranking.
Code to represent the type of event.
Enum
Code to represent the type of event.
@ SwapEndDate
Swap End Date.
@ SwapStartDate
Swap Start Date.
Instructions for order handling, represented as a bit map.
Enum
Instructions for order handling, represented as a bit map.
@ HQ
Persistent and non-persistent orders affected (FIX value 'H Q').
@ H
Persistent Order (FIX value 'H').
@ Q6
Non-persistent and Book or Cancel order (FIX value 'Q 6').
@ Q
Non-persistent Order (FIX value 'Q').
@ H6
Persistent and Book or Cancel order (FIX value 'H 6').
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
Enum
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
@ CAOOrderInactivated
Closing Auction Order has been inactivated.
@ AAOOrderInactivated
Any Auction Order has been inactivated.
@ OwnershipChanged
Ownership Changed.
@ CrossOrderCancelled
Cross order cancelled.
@ OrderAdded
Order add accepted.
@ OrderCancellationPending
Pending order deletion.
@ MarketOrderTriggered
Market Order triggered and executed.
@ BookOrderExecuted
Book Order executed.
@ PendingCancellationExecuted
Pending order cancellation processed (end of FREEZE state).
@ FOKOrderCancelled
FOK Order accepted.
@ MemberDisable
Member has been disabled.
@ CAOOrderActivated
Closing Auction Order has been activated.
@ BOCOrderCancelled
Book or Cancel Order accepted.
@ InstrumentStateChange
Instrument State Change.
@ StopOrderTriggered
Stop Order has been triggered.
@ OrderCancelled
Order delete accepted.
@ CLIPArrangementValidation
CLIP Request deleted by arrangement validation.
@ ChangedToIOC
Order has been changed to IOC.
@ OrderBookRestatement
Order book restatement.
@ OAOOrderActivated
Opening Auction Order has been activated.
@ CLIPExecution
CLIP execution after improvement period.
@ MarketOrderUncrossing
Market Order uncrossing.
@ AAOOrderActivated
Any Auction Order has been activated.
@ CLIPArrangementTimeOut
CLIP Request deleted by arrangement time out.
@ OAOOrderInactivated
Opening Auction Order has been inactivated.
@ PanicCancel
Panic Cancel.
@ IOCOrderCancelled
IOC Order accepted.
@ CrossOrderAdded
Cross order added.
@ OCOOrderTriggered
One-cancels-the-other Order has been triggered.
@ OrderModified
Order modify accepted.
The reason why this message was generated.
Enum
The reason why this message was generated.
@ PendingCancelE
Pending Cancel (e.g. result of Order Cancel Request).
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Enum
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
@ Human
Human/Natural person.
Type of exercise of an instrument.
Enum
Type of exercise of an instrument.
Indicates whether the order added or removed liquidity.
Enum
Indicates whether the order added or removed liquidity.
@ TriggeredStopOrder
Triggered Stop Order.
@ RemovedLiquidity
Removed Liquidity.
@ TriggeredMarketOrder
Triggered Market Order.
@ TriggeredOCOOrder
Triggered OCO Order.
@ AddedLiquidity
Added Liquidity.
Instruction to show FreeText5.
Enum
Instruction to show FreeText5.
Enum
Status of ETI Gateway.
@ NominalHedge
Nominal Hedge.
@ PriceFactorHedge
Price Factor Hedge.
@ DurationHedge
Duration Hedge.
Indication for the hedge transaction.
Enum
Indication for the hedge transaction.
@ OnClose
Execute hedge transaction in the closing auction of the underlying.
Indicates whether a option strategy synthetic BBO is used for the price improvement check.
Enum
Indicates whether a option strategy synthetic BBO is used for the price improvement check.
@ ImpliedInOut
Both Implied-in and Implied-out.
Code to represent the type of instrument attribute.
Enum
Code to represent the type of instrument attribute.
@ OffsetToTheVariableCouponRate
Offset to the variable coupon rate.
@ SwapCustomer1
Swap Customer 1.
@ CashBasketReference
Cash Basket Reference.
@ SwapCustomer2
Swap Customer 2.
@ VariableRate
Variable rate.
Indicator for checking open orders and quotes.
Enum
Indicator for checking open orders and quotes.
@ DoNotCheck
Do not check.
@ LastMessage
Last Message.
@ NotLastMessage
Not Last Message.
Instruction to show last deal price.
Enum
Instruction to show last deal price.
Instruction to show last deal quantity. Can only be set to 1 (Yes) if LastQtyDisclosureInstruction = ...
Enum
Instruction to show last deal quantity. Can only be set to 1 (Yes) if LastQtyDisclosureInstruction = ...
Leaves quantity disclosure instruction.
Enum
Leaves quantity disclosure instruction.
Enum
Indicates type of leg.
@ MultilegInstrument
Multileg Instrument.
@ UnderlyingLeg
Underlying Leg.
The side of the individual leg of a strategy.
Enum
The side of the individual leg of a strategy.
@ Delete
Delete (Release).
@ PriceDepth
Price depth (aggregated).
Sub-type (qualifier) of market data.
Enum
Sub-type (qualifier) of market data.
@ VolumeWeightedAverage
Volume Weighted Average.
Action for reaching risk limit.
Enum
Action for reaching risk limit.
@ QuoteInactivate
Quote inactivate.
@ QuoteInactivateAndDelete
Quote inactivate and delete.
Reason for mass cancellation.
Enum
Reason for mass cancellation.
@ ScaledSimpleInstrumentDeletion
Scaled Simple Instrument Deletion.
@ MemberDisable
Member has been disabled.
@ ComplexInstrumentDeletion
Complex Instrument Deletion.
@ InternalConnectionLoss
Internal connection loss.
@ MarketMakerProtection
Market Maker Protection.
@ VolatilityInterruption
Volatility Interruption.
@ NoSpecialReason
No special reason.
@ DuplicateSessionLogin
Duplicate Session Login.
@ InstrumentSuspended
Instrument Suspended.
@ ProductStateHalt
Product State Halt.
@ SessionLoss
Session loss or logout.
@ ProductTemporarilyNotTradeable
Product temporarily not tradeable.
@ ClearingRiskControl
Clearing Risk Control.
@ StopTrading
Trading was stopped.
@ ProductStateHoliday
Product State Holiday.
Restriction for MassActionType (1373) = Release_quotes (2).
Enum
Restriction for MassActionType (1373) = Release_quotes (2).
@ BookOrCancel
Book or cancel.
Specifies the type of action requested.
Enum
Specifies the type of action requested.
@ SuspendQuotes
Suspend quotes.
@ SuspendDeleteQuotes
Suspend and delete Quotes.
@ ReleaseQuotes
Release quotes from suspension.
Indicates the auction type the trade originates from.
Enum
Indicates the auction type the trade originates from.
@ IntradayAuction
Intraday auction.
@ CircuitBreakerAuction
Circuit Breaker auction.
@ ClosingAuction
Closing auction.
@ OutsideBBO
CLIP matching outside BBO.
@ OpeningAuction
Opening auction.
The point in the matching process at which this trade was matched.
Enum
The point in the matching process at which this trade was matched.
@ ConfirmedTradeReport
Confirmed Trade Report (reporting from recognized markets).
@ CallAuction
Call Auction.
@ CrossAuction
Cross Auction.
@ LiquidityImprovementCross
Liquidity Improvement Cross.
@ AutoMatchResting
Auto match resting order.
@ AutoMatchIncoming
Auto-match incoming order.
Informs if trading is active for grouping of Eurex products.
Enum
Informs if trading is active for grouping of Eurex products.
@ Unavailable
Unavailable.
Enum
Receiver of a message.
@ BroadcastToRequester
Broadcast to requester.
@ BroadcastToInitiator
Broadcast to initiator.
@ BroadcastToApprover
Broadcast to approver.
@ BroadcastToQuoteSubmitter
Broadcast to quote submitter.
Indicates if the trade resulted from a single order or a multi leg order.
Enum
Indicates if the trade resulted from a single order or a multi leg order.
@ SingleSecurity
Single instrument.
@ IndividualLegOfAMultilegSecurity
Complex instrument.
Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available.
Enum
Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available.
@ UserDefinedMultleg
User-defined Multleg Security.
@ PredefinedMultilegSecurity
Predefined Multileg Security.
Price decomposition method for legs of a complex instrument.
Enum
Price decomposition method for legs of a complex instrument.
@ Standard
leg level prices provided by system.
@ UserDefined
leg level prices provided by user.
State of the News Retransmission Service.
Enum
State of the News Retransmission Service.
@ Unavailable
Unavailable.
Instruction to show total number of Respondents in a SRQS event.
Enum
Instruction to show total number of Respondents in a SRQS event.
Indicates whether the counterparties have the right for early termination.
Enum
Indicates whether the counterparties have the right for early termination.
Conveys the current status of an order.
Enum
Conveys the current status of an order.
@ PartiallyFilled
Partially filled.
@ PendingCancel
Pending Cancel (i.e. result of Order Cancel Request).
Order attribute liquidity provision.
Enum
Order attribute liquidity provision.
@ N
No liquidity provision.
Order attribute risk reduction.
Enum
Order attribute risk reduction.
Indicates if the trade notification results from an order or quote.
Enum
Indicates if the trade notification results from an order or quote.
Action that caused the event to occur.
Enum
Action that caused the event to occur.
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
Enum
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
@ DirectAccessOrSponsoredAccessCustomer
Order received from a direct access customer.
Instruction to show total quantity.
Enum
Instruction to show total quantity.
Indicates if the participant application is an order routing system.
Enum
Indicates if the participant application is an order routing system.
Side of the order in the original Eurex strategy.
Enum
Side of the order in the original Eurex strategy.
@ NoChangeOfOwnership
Do not change ownership.
@ ChangeToExecutingTrader
Change ownership to executing party (User ID).
@ HaltTrading
Halt trading.
Party detail role qualifier.
Enum
Party detail role qualifier.
Enum
Entering Business Unit.
@ MarketSupervision
Market Supervision.
@ Participant
Participant.
Party ID investment decision maker qualifier.
Enum
Party ID investment decision maker qualifier.
@ Human
Human/Natural person.
Party ID origination market.
Enum
Party ID origination market.
Enum
Settlement institution.
@ ClearstremBankingFrankfurt
Clearstrem Banking Frankfurt.
@ ClearstremBankingLuxemburg
Clearstrem Banking Luxemburg.
Instruction to show buy-side user information.
Enum
Instruction to show buy-side user information.
Price disclosure instruction.
Enum
Price disclosure instruction.
Indicator how price validity check should be performed by the exchange.
Enum
Indicator how price validity check should be performed by the exchange.
This field qualifies an instrument type on Eurex.
Enum
This field qualifies an instrument type on Eurex.
@ SimpleInstrument
Simple instrument.
@ StandardOptionStrategy
Standard Option Strategy.
@ PackAndBundle
Pack and Bundle.
@ FuturesSpread
Futures Spread.
@ ScaledSimpleInstrument
Scaled Simple Instrument.
@ StandardFutureStrategy
Standard Future Strategy.
@ CommodityStrip
Commodity Strip.
@ VolatilityStrategy
Volatility Strategy.
@ NonStandardOptionStrategy
Non-Standard Option Strategy.
@ FlexibleSimpleInstrument
Flexible Simple Instrument.
@ TotalReturnFutureStrategy
Total Return Future Strategy.
@ NonStandardVolatilityStrategy
Non-Standard Volatility Strategy.
@ InterProductSpread
Inter-Product Spread.
Indicates whether an option contract is a put or call.
Enum
Indicates whether an option contract is a put or call.
Reason for quote cancellation.
Enum
Reason for quote cancellation.
Reason code indicating why the quote entry has been rejected.
Enum
Reason code indicating why the quote entry has been rejected.
@ NoClearingProductAssignment
incoming quote pair rejected due to no clearing product assignment.
@ UnderlyingPriceTimeout
the VF underlying price timed out, rejection of quote.
@ OnBookTradingDisabledForInstrumentType
On-Book trading disabled for instrument type.
@ LiquidityProviderProtectionBidSideCancelled
Liquidity provider protection bid side cancelled.
@ DuplicateQuote
Duplicate quote.
@ MatchPriceNotOnPriceStep
@ NoSingleSidedQuotes
Single sided quotes not allowed.
@ InvalidQuotingModel
Invalid usage of quoting model.
@ LiquidityProviderProtectionAskSideCancelled
Liquidity provider protection ask side cancelled.
@ NoReferencePriceAvailable
Reference price not available.
@ InvalidUnderlyingPrice
Invalid underlying price.
@ ValueLimitExceeded
Value exceeds trader specific limit.
@ TradingIndicationRunningForTrader
Trading indication running for trader.
@ QuantityLimitExceedsTSL
Quantity exceeds transaction size limit.
@ InvalidQuoteSpread
Invalid quote spread.
@ TooManyOrdersAndQuotesInOrderBook
Too many orders and quotes in order book.
@ InvalidQuoteType
Invalid quote type.
@ AskPriceExceedsRange
Ask price exceeds extended price range.
@ BookOrCancel
Book-or-Cancel quote type.
@ BUSuspendARPLevel3SoftBreach
the BU is suspended due to an ARP level 3 soft breach.
@ InvalidSize
Invalid size.
@ InstrumentStateFreeze
Instrument state freeze.
@ ContractCannotBeTradedDueToInsufficientEligibility
@ CantProcInCurrInstrState
Instrument state does not allow processing.
@ BidPriceExceedsRange
Bid price exceeds extended price range.
@ OutsideQuotingPeriod
Quote entry outside quoting period not allowed.
@ UnknownSecurity
Unknown security.
@ EntitlementNotAssignedForUnderlying
Entitlement not assigned for underlying.
@ InvalidPrice
Invalid price.
@ CurrentlyNotTradeableOnBook
Instrument is currently not tradeable on book.
@ DeletionAlreadyPending
Deletion already pending.
@ AskPriceNotReasonable
Ask price not reasonable.
@ QuantityLimitExceeded
Quantity exceeds trader specific limit.
@ BidPriceNotReasonable
Bid price not reasonable.
@ ValueLimitExceededProduct
Value exceeds Product specific limit.
Identifies the status of an individual quote.
Enum
Identifies the status of an individual quote.
@ Accepted
Accepted with warning.
@ RemovedAndRejected
Removed from Market.
Indicates whether the quote added or removed liquidity.
Enum
Indicates whether the quote added or removed liquidity.
@ RemovedLiquidity
Removed Liquidity.
@ AddedLiquidity
Added Liquidity.
Additional information why quote side was removed.
Enum
Additional information why quote side was removed.
@ CrossRejected
Quote subject to crossing and match prevented.
@ PendingCancellationExecuted
Pending Cancellation Executed.
@ PLP
Quote deleted due to passive liquidity protection.
@ BookOrCancel
Quote deleted due to Book-or-Cancel quote type.
@ InvalidPrice
Invalid Price.
Conveys the quote event type.
Enum
Conveys the quote event type.
@ PartiallyFilled
Partially Filled.
@ ModifiedQuoteSide
Modified side.
@ RemovedQuantity
Quantity removed.
@ RemovedQuoteSide
Removed Quote Side.
@ DoNotQuote
Do not re-quote.
Identifies the quoting model.
Enum
Identifies the quoting model.
@ OpenSize
Open Size(Quote Entry).
@ TotalSize
Total Size (Quote Modification).
Sub-type or qualifier of QuoteType.
Enum
Sub-type or qualifier of QuoteType.
@ VolaStrategyNegotiateUnderlying
@ Regular
Regular LDS Negotiation.
@ VolaStrategyFix
Option Volatility Strategy with fixed Underlying price and delta.
@ NegotiateUnderlyingOutsideExchange
Negotiate the underlying outside the exchange.
@ WorkingDelta
Working Delta.
@ Indicative
Indicative (for Continuous Auction Issuer trading model and Eurex/Xetra EnLight only).
@ TradeableBOC
Tradeable(BOC).
Quoting status for the executing party.
Enum
Quoting status for the executing party.
@ ClosedInactive
Closed/Inactive.
Reference to the unique application identifier.
Enum
Reference to the unique application identifier.
@ RiskControl
Risk Control.
@ SRQSMaintenance
SRQS Maintenance.
@ ListenerData
Listener Data.
@ TESMaintenance
TES Maintenance.
@ SessionData
Session Data.
@ ServiceAvailabilityMarket
Service Availability Market.
@ ServiceAvailability
Service Availability.
Requesting party ID entering firm.
Enum
Requesting party ID entering firm.
@ MarketSupervision
Market Supervision.
@ Participant
Participant.
System ID (1 = Eurex Clearing).
Enum
System ID (1 = Eurex Clearing).
@ EurexClearing
Eurex Clearing.
Party type initiating SRQS deal deletion.
Enum
Party type initiating SRQS deal deletion.
@ Both
Both (Requester and Responder).
Specifies the type of respondents requested.
Enum
Specifies the type of respondents requested.
@ AllMarketParticipants
Respondents are known during a negotiation.
Reversal cancellation reason.
Enum
Reversal cancellation reason.
@ IntradayExpiration
Instrument Expiration.
@ TASChange
TES Activity State Change.
@ InstrumentDeletion
Instrument Deletion.
@ InstrumentSuspension
Instrument Suspension.
Indicator whether the reversal of the TES trade is electronically requested or not.
Enum
Indicator whether the reversal of the TES trade is electronically requested or not.
State of the Risk Control Retransmission Service.
Enum
State of the Risk Control Retransmission Service.
@ Unavailable
Unavailable.
@ QueueInbound
Queue Inbound.
Requesting party role for a pre-trade risk limit.
Enum
Requesting party role for a pre-trade risk limit.
@ ClearingFirm
requested by Clearing firm.
@ ExecutingUnit
requested by Executing firm.
@ Exchange
requested by Exchange.
Risk Limit Result for failed events.
Enum
Risk Limit Result for failed events.
@ DisabledForBu
Margin Based Risk Limits not enabled for business unit.
Indicator for a pre-trade risk limit violation.
Enum
Indicator for a pre-trade risk limit violation.
@ Human
Human/Natural person.
Status of Secondary ETI Gateway.
Enum
Status of Secondary ETI Gateway.
State of the Selective Service for Quote Retransmission Service.
Enum
State of the Selective Service for Quote Retransmission Service.
@ Unavailable
Unavailable.
State of the selective service for quote service.
Enum
State of the selective service for quote service.
@ Unavailable
Unavailable.
@ CrossRejectedMarket
Reject cross on market level.
@ CrossRejectedBU
Reject cross on business unit level.
Type of Eurex ETI session.
Enum
Type of Eurex ETI session.
@ UserLoginLimitReached
User login tries limit (per time interval) reached.
@ ClientOrderIDNotUnique
Duplicate Order (ClOrdID).
@ StopAskPriceNotReasonable
Stop sell price not reasonable.
@ StopBidPriceNotReasonable
Stop buy price not reasonable.
@ DecryptionProblem
Decryption problem.
@ OrderNotFound
Order not found.
@ RequiredTagMissing
Required Tag Missing.
@ TransactionNotAllowedInCurrentState
Order maintenance not allowed in current state.
@ RequiredMinLotSizeNotReached
Required min lot size not reached.
@ UserAlreadyLoggedIn
User already logged in.
@ InternalTechnicalError
Internal technical error.
@ SessionLoginLimitReached
Session login limit (per time interval) reached.
@ HeartbeatViolation
Heartbeat violation error.
@ OutstandingLoginsSessionLimitReached
Limit of outstanding session/user logins reached (per Session).
@ ThrottleLimitExceeded
Throttle limit exceeded.
@ GatewayIsStandby
Gateway is standby.
@ ExposureLimitExceeded
Stale request was not forwarded to T7.
@ CreateCIThrottleExceeded
Throttle limit for creation of complex instrument exceeded.
@ OrderNotExecutableWithinValidity
GFD order is not executable on current business day.
@ QuoteActivationInProgress
@ IncorrectNumInGroupCount
Incorrect NumInGroup count for repeating group.
@ PriceNotReasonable
Price not reasonable.
@ PasswordTimestampNotInGracePeriod
Password timestamp not in grace period.
@ OutboundConversionError
Error converting response or broadcast.
@ ServiceTemporarilyNotAvailable
Service temporarily not available.
@ InvalidMsgID
Invalid TemplateID.
@ ValidationError
Validation Error.
@ OutstandingLoginsBuLimitReached
@ PSGatewaySessionLimitReached
Session limit reached (per PS Gateway and Business Unit).
@ ServiceNotAvailable
Service not available.
@ UserEntitlementDataTimeout
User Entitlement Data time out.
@ ValueIsIncorrect
Value is incorrect (out of range) for this tag.
Status of an ETI session.
Enum
Status of an ETI session.
@ Logout
Session logout complete.
@ RegularTradingSession
Regular Trading Session.
@ SponsoredAccessBackOfficeSession
Sponsored Access Back Office Session.
@ RegularBackOfficeSession
Regular Back Office Session.
@ SponsoredAccessTradingSession
Sponsored Access Trading Session.
Settlement method for a contract or instrument.
Enum
Settlement method for a contract or instrument.
@ PhysicalSettlement
Physical Settlement.
@ CashSettlement
Cash Settlement.
Instruction to show last deal information after negotiation closure.
Enum
Instruction to show last deal information after negotiation closure.
Instruction to show side.
Enum
Instruction to show side.
Order initiator is passive or aggressor.
Enum
Order initiator is passive or aggressor.
@ RemovedLiquidity
Removed liquidity (aggressive, includes triggered orders).
@ AddedLiquidity
Added liquidity (passive).
Sub-type of a trade type.
Enum
Sub-type of a trade type.
@ TradeAtMarket
Trade at Market.
Indicator to skip validations.
Enum
Indicator to skip validations.
Swap clearer for EFS Trades only.
Enum
Swap clearer for EFS Trades only.
@ NONECAG
Non-Eurex Clearing.
Informs if Trade Entry Retransmission Service is active for grouping of Eurex products.
Enum
Informs if Trade Entry Retransmission Service is active for grouping of Eurex products.
@ Unavailable
Unavailable.
Informs if Trade Entry Service is active for grouping of Eurex products.
Enum
Informs if Trade Entry Service is active for grouping of Eurex products.
@ Unavailable
Unavailable.
@ UpdateRemainingRiskAllowanceBaseRequest
Update Remaining Risk Allowance Base Request.
@ SRQSInquireSmartRespondentRequest
SRQS Inquire Smart Respondent Request.
@ ApproveTESTradeRequest
Approve TES Trade Request.
@ DeleteOrderRequest
Delete Order Request.
@ UnsubscribeResponse
Unsubscribe Response.
@ LogonRequestEncrypted
Logon Request Encrypted.
@ NewOrderRequest
New Order Request.
@ ForcedLogoutNotification
Forced Logout Notification.
@ SRQSDealNotification
SRQS Deal Notification.
@ SRQSEnterQuoteRequest
SRQS Enter Quote Request.
@ SRQSNegotiationNotification
SRQS Negotiation Notification.
@ NewOrderSingleShortRequest
New Order Single Short Request.
@ DeleteTESTradeRequest
Delete TES Trade Request.
@ MMParameterDefinitionRequest
MM Parameter Definition Request.
@ InquireSessionListRequest
Inquire Session List Request.
@ AddComplexInstrumentRequest
Add Complex Instrument Request.
@ MassOrderAck
Mass Order Ack.
@ NewOrderComplexShortRequest
New Order Complex Short Request.
@ SRQSNegotiationRequesterNotification
SRQS Negotiation Requester Notification.
@ ApproveReverseTESTradeRequest
Approve Reverse TES Trade Request.
@ QuoteActivationResponse
Quote Activation Response.
@ SRQSResponse
SRQS Response.
@ SRQSOpenNegotiationRequest
SRQS Open Negotiation Request.
@ SRQSStatusBroadcast
SRQS Status Broadcast.
@ LogonResponse
Logon Response.
@ InquireSessionListResponse
Inquire Session List Response.
@ ModifyOrderComplexRequest
Modify Order Complex Request.
@ AddComplexInstrumentResponse
Add Complex Instrument Response.
@ InquireEnrichmentRuleIdListResponse
Inquire Enrichment Rule Id List Response.
@ DeleteAllOrderResponse
Delete All Order Response.
@ InquireMarginBasedRiskLimitResponse
Inquire Margin Based Risk Limit Response.
@ BasketBroadcast
Basket Broadcast.
@ ApproveBasketTradeRequest
Approve Basket Trade Request.
@ EnterCLIPRequest
Enter CLIP Request.
@ BasketResponse
Basket Response.
@ TradingSessionStatusBroadcast
Trading Session Status Broadcast.
@ DeleteOrderResponse
Delete Order Response.
@ MassQuoteRequest
Mass Quote Request.
@ NewOrderSingleRequest
New Order Single Request.
@ BasketRollBroadcast
Basket Roll Broadcast.
@ DeleteAllOrderBroadcast
Delete All Order Broadcast.
@ StatusBroadcast
Status Broadcast.
@ AddScaledSimpleInstrumentResponse
Add Scaled Simple Instrument Response.
@ PreTradeRiskLimitResponse
Pre Trade Risk Limit Response.
@ ModifyOrderSingleRequest
Modify Order Single Request.
@ BroadcastErrorNotification
Broadcast Error Notification.
@ QuoteExecutionReport
Quote Execution Report.
@ DeleteAllQuoteResponse
Delete All Quote Response.
@ LegalNotificationBroadcast
Legal Notification Broadcast.
@ BasketExecutionBroadcast
Basket Execution Broadcast.
@ QuoteActivationNotification
Quote Activation Notification.
@ SRQSOpenNegotiationRequesterNotification
SRQS Open Negotiation Requester Notification.
@ NewOrderNRResponse
New Order NR Response.
@ UserLoginRequest
User Login Request.
@ InquireMMParameterRequest
Inquire MM Parameter Request.
@ ForcedUserLogoutNotification
Forced User Logout Notification.
@ UserLoginResponse
User Login Response.
@ RetransmitMEMessageResponse
Retransmit ME Message Response.
@ ReverseTESTradeRequest
Reverse TES Trade Request.
@ SRQSQuotingStatusRequest
SRQS Quoting Status Request.
@ InquireEnrichmentRuleIdListRequest
Inquire Enrichment Rule Id List Request.
@ DeleteOrderComplexRequest
Delete Order Complex Request.
@ TMTradingSessionStatusBroadcast
TM Trading Session Status Broadcast.
@ SRQSOpenNegotiationNotification
SRQS Open Negotiation Notification.
@ ModifyOrderResponse
Modify Order Response.
@ SRQSUpdateNegotiationRequest
SRQS Update Negotiation Request.
@ EnterBasketTradeRequest
Enter Basket Trade Request.
@ UploadTESTradeRequest
Upload TES Trade Request.
@ DeleteOrderSingleRequest
Delete Order Single Request.
@ ModifyOrderShortRequest
Modify Order Short Request.
@ UnsubscribeRequest
Unsubscribe Request.
@ DeleteAllQuoteRequest
Delete All Quote Request.
@ DeleteAllOrderNRResponse
Delete All Order NR Response.
@ UserLoginRequestEncrypted
User Login Request Encrypted.
@ TESResponse
TES Response.
@ DeleteOrderNRResponse
Delete Order NR Response.
@ SRQSQuoteResponse
SRQS Quote Response.
@ UserLogoutResponse
User Logout Response.
@ TESExecutionBroadcast
TES Execution Broadcast.
@ SRQSInquireSmartRespondentResponse
SRQS Inquire Smart Respondent Response.
@ TESReversalBroadcast
TES Reversal Broadcast.
@ NewsBroadcast
News Broadcast.
@ NewOrderComplexRequest
New Order Complex Request.
@ TESUploadBroadcast
TES Upload Broadcast.
@ CLIPExecutionNotification
CLIP Execution Notification.
@ SRQSQuoteSnapshotNotification
SRQS Quote Snapshot Notification.
@ DeleteAllOrderRequest
Delete All Order Request.
@ AddFlexibleInstrumentResponse
Add Flexible Instrument Response.
@ InquireMarginBasedRiskLimitRequest
Inquire Margin Based Risk Limit Request.
@ UserLogoutRequest
User Logout Request.
@ DeleteAllQuoteBroadcast
Delete All Quote Broadcast.
@ DeleteBasketTradeRequest
Delete Basket Trade Request.
@ SRQSQuoteNotification
SRQS Quote Notification.
@ ModifyOrderRequest
Modify Order Request.
@ ServiceAvailabilityMarketBroadcast
Service Availability Market Broadcast.
@ RFQResponse
RFQ Response.
@ InquirePreTradeRiskLimitsRequest
Inquire Pre Trade Risk Limits Request.
@ TESTradeBroadcast
TES Trade Broadcast.
@ HeartbeatNotification
Heartbeat Notification.
@ CrossRequestResponse
Cross Request Response.
@ NewOrderShortRequest
New Order Short Request.
@ TESBroadcast
TES Broadcast.
@ DeleteAllOrderQuoteEventBroadcast
Delete All Order Quote Event Broadcast.
@ SRQSUpdateDealStatusRequest
SRQS Update Deal Status Request.
@ EnterTESTradeRequest
Enter TES Trade Request.
@ LogoutResponse
Logout Response.
@ QuoteActivationRequest
Quote Activation Request.
@ RetransmitMEMessageRequest
Retransmit ME Message Request.
@ SubscribeRequest
Subscribe Request.
@ InquireMMParameterResponse
Inquire MM Parameter Response.
@ DeleteCLIPRequest
Delete CLIP Request.
@ ServiceAvailabilityBroadcast
Service Availability Broadcast.
@ ModifyOrderComplexShortRequest
Modify Order Complex Short Request.
@ BasketApproveBroadcast
Basket Approve Broadcast.
@ PreTradeRiskLimitsDefinitionRequest
Pre Trade Risk Limits Definition Request.
@ LogonRequest
Logon Request.
@ UpdateRemainingRiskAllowanceBaseResponse
Update Remaining Risk Allowance Base Response.
@ PartyEntitlementsUpdateReport
Party Entitlements Update Report.
@ TradeBroadcast
Trade Broadcast.
@ RetransmitResponse
Retransmit Response.
@ PingRequest
Ping Request.
@ MassQuoteResponse
Mass Quote Response.
@ ModifyBasketTradeRequest
Modify Basket Trade Request.
@ TESDeleteBroadcast
TES Delete Broadcast.
@ AmendBasketTradeRequest
Amend Basket Trade Request.
@ ThrottleUpdateNotification
Throttle Update Notification.
@ CLIPResponse
CLIP Response.
@ OrderExecResponse
Order Exec Response.
@ PartyActionReport
Party Action Report.
@ MMParameterDefinitionResponse
MM Parameter Definition Response.
@ ModifyTESTradeRequest
Modify TES Trade Request.
@ SRQSCreateDealNotification
SRQS Create Deal Notification.
@ CLIPDeletionNotification
CLIP Deletion Notification.
@ SubscribeResponse
Subscribe Response.
@ SRQSDealResponse
SRQS Deal Response.
@ InquireUserResponse
Inquire User Response.
@ SRQSNegotiationStatusNotification
SRQS Negotiation Status Notification.
@ DeleteOrderBroadcast
Delete Order Broadcast.
@ TESApproveBroadcast
TES Approve Broadcast.
@ ModifyOrderSingleShortRequest
Modify Order Single Short Request.
@ TESTradingSessionStatusBroadcast
TES Trading Session Status Broadcast.
@ RetransmitRequest
Retransmit Request.
@ BasketRollRequest
Basket Roll Request.
@ AddFlexibleInstrumentRequest
Add Flexible Instrument Request.
@ OrderExecNotification
Order Exec Notification.
@ NewOrderResponse
New Order Response.
@ InquireUserRequest
Inquire User Request.
@ BasketDeleteBroadcast
Basket Delete Broadcast.
@ CrossRequest
Cross Request.
@ OrderExecReportBroadcast
Order Exec Report Broadcast.
@ LogoutRequest
Logout Request.
@ PingResponse
Ping Response.
@ SRQSQuoteSnapshotRequest
SRQS Quote Snapshot Request.
@ SRQSHitQuoteRequest
SRQS Hit Quote Request.
@ ModifyOrderNRResponse
Modify Order NR Response.
@ AddScaledSimpleInstrumentRequest
Add Scaled Simple Instrument Request.
@ RiskNotificationBroadcast
Risk Notification Broadcast.
Execution and trading restriction parameters supported by Eurex.
Enum
Execution and trading restriction parameters supported by Eurex.
@ GTC
Good Till Cancelled (GTC) - Standard Orders only.
@ IOC
Immediate or Cancel (IOC).
@ GTD
Good Till Date (GTD) - Standard Orders only.
Trading session event type.
Enum
Trading session event type.
@ ServiceResumed
Service Resumed.
@ EndOfDayService
End of Service.
@ MarketReset
Market Reset.
@ StartOfService
Start of Service.
@ EndOfRestatement
End of Restatement.
Enum
Trading session mode.
@ DisasterRecovery
Disaster Recovery.
Trade Aggregation Identifier.
Enum
Trade Aggregation Identifier.
Status of an allocation in a Trade Entry Service trade.
Enum
Status of an allocation in a Trade Entry Service trade.
@ AutoApproved
Auto Approved.
@ CancelledReversal
Cancelled Reversal.
@ ApprovedReversal
Side Approved Reversal.
@ PendingReversal
Pending Reversal.
Informs if trade broadcast dissemination is active for a grouping of Eurex products.
Enum
Informs if trade broadcast dissemination is active for a grouping of Eurex products.
@ Unavailable
Unavailable.
Indicates if a trade should be reported via the market reporting service.
Enum
Indicates if a trade should be reported via the market reporting service.
@ DoNotPublishTrade
Do not publish trade.
@ PublishTrade
Publish trade.
@ Published
Published to market.
@ DeferredPublication
Deferred publication to market.
Identifies the type of trade notification.
Enum
Identifies the type of trade notification.
@ NoWasReplaced
No/Was (Replaced).
@ TradeBreak
(Locked-In) Trade Break.
@ TradeReportCancel
Trade Report Cancel.
@ AllegedNoWas
Alleged No/Was.
Trade request transaction type.
Enum
Trade request transaction type.
@ CancelApproved
Deal cancellation approved.
@ CancelPending
Deal cancellation pending.
@ CancelDeclined
Deal cancellation declined.
Trade to Quote Ratio (TQR) Ranking.
Enum
Trade to Quote Ratio (TQR) Ranking.
@ Customer
Customer (Agency).
@ Principal
Principal (Proprietary).
@ MarketMaker
Market Maker.
Marks a a certain order as a closing auction one.
Enum
Marks a a certain order as a closing auction one.
@ ClosingAuction
Closing or closing auction.
@ OpeningAuction
Opening or opening auction.
Indicator for a delayed transaction.
Enum
Indicator for a delayed transaction.
@ Delayed
Transaction delayed.
@ NotDelayed
Transaction not delayed.
Identifies the role for which the trade notification is received.
Enum
Identifies the role for which the trade notification is received.
@ DeemedVerified
Deemed verified.
@ PendingCancel
Pending Cancel.
Indicates if a trade should be reported via the market reporting service.
Enum
Indicates if a trade should be reported via the market reporting service.
@ Enlight
Eurex/Xetra Enlight triggered trade.
@ EFPFinTrade
EFP-Fin Trade.
@ TradeAtMarket
Trade at Market.
@ EFPIndexFuturesTrade
EFP-Index Futures Trade.
@ ExchangeForSwap
Exchange for Swap.
@ BLOCKQTPIP
QTPIP BLOCK TRADE.
@ EBB
Equity Bespoke Baskets.
@ DeltaNeutralTradeAtMarket
Delta Neutral Trade at Market.
@ BTRF
Basket of Equity Total Return Futures.
Indicates if an order has been previously triggered.
Enum
Indicates if an order has been previously triggered.
@ NotTriggered
Not Triggered.
@ TriggeredStop
Triggered Stop.
@ TriggeredOCO
Triggered OCO.
@ UserStopped
Admission to trading suspended .
@ UserReleased
Suspension revoked.
@ UserForcedLogout
Forced user logout by exchange.
@ DoNotCheck
Do not check.
Indicator for checking the maximum order or quote quantity by the exchange.
Enum
Indicator for checking the maximum order or quote quantity by the exchange.
@ DoNotCheck
Do not check.
Indicator for checking the maximum order/quote value by the exchange.
Enum
Indicator for checking the maximum order/quote value by the exchange.
@ DoNotCheck
Do not check.