22 #include "OnixS/Eurex/Trading/Export.h" 135 std::string toString ()
const;
138 friend class Serializer;
218 std::string toString ()
const;
221 friend class Serializer;
223 void nativeSerializeTo (
void* nativeMessage);
BasketTradeReportType::Enum basketTradeReportType
Basket operation.
EffectOnBasket::Enum effectOnBasket
Transaction effect on a basket.
Enum
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Enum
Indicates a retransmission message.
UInt32 applSubId
Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to t...
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
Enum
Entering Business Unit.
UInt32 basketExecId
System generated transaction ID for a Basket transaction.
UInt64 basketTrdMatchId
System defined Basket ID.
TradeReportType::Enum tradeReportType
Identifies the type of trade notification.
unsigned long long UInt64
PositionEffect::Enum positionEffect
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
Enum
Indicates if a trade should be reported via the market reporting service.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
SideTrdSubTyp::Enum sideTrdSubTyp
Sub-type of a trade type.
Enum
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
std::string partyExecutingTrader
Owning user name.
Enum
This field qualifies an instrument type on Eurex.
UInt64 applSeqNum
Message sequence number assigned to a non-order related Eurex ETI data stream.
CustOrderHandlingInst::Enum custOrderHandlingInst
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
std::string partyEnteringTrader
The entering user.
Enum
Indicates if a trade should be reported via the market reporting service.
std::string complianceText
This field is used to provide additional regulatory information (according to respective rules and re...
std::string freeText3
Third free-format text field for trader-specific or customer-related comments.
std::string partyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
UInt64 transBkdTime
Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System...
Enum
Status of an allocation in a Trade Entry Service trade.
std::string freeText2
Second free-format text field for trader-specific or customer-related comments.
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
std::string freeText1
First free-format text field for trader-specific or customer-related comments.
std::string partyExecutingFirm
Owning business unit name.
SInt64 lastPx
Price of this leg fill.
Enum
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
std::vector< BasketSideAllocExtBCGrpElem > basketSideAllocExtBCGrp
Basket Side Alloc Ext B C Group.
std::string tradeReportId
User defined transaction ID. Part of the TES response and TES broadcast.
std::string partyIdPositionAccount
Flex Account information.
std::string partyIdBeneficiary
Mandatory final KRX beneficiary account required for orders in KRX products.
MessageEventSource::Enum messageEventSource
Receiver of a message.
Enum
Transaction effect on a basket.
std::vector< BasketRootPartyGrpElem > basketRootPartyGrp
Basket Root Party Group.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
std::string account
Account to book trades and keep positions on.
Enum
Receiver of a message.
Enum
Identifier for subscription and retransmission of an ETI data stream.
PartySubIdType::Enum partySubIdType
Party sub-type.
UInt64 transactTime
Timestamp of the match event (trade).
SInt64 allocQty
Quantity of the particular trade side in the TES trade.
Enum
Sub-type of a trade type.
Basket Approve Broadcast Message.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
TradeAllocStatus::Enum tradeAllocStatus
Status of an allocation in a Trade Entry Service trade.
SInt64 relatedClosePrice
User defined index price.
TrdType::Enum trdType
Indicates if a trade should be reported via the market reporting service.
UInt32 allocId
Unique identifier for a TES Trade side.
Side::Enum side
Side of the order.
TradingCapacity::Enum tradingCapacity
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
Enum
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
std::string partyIdOrderOriginationFirm
Partner identification at the Korea Exchange is required for orders in KRX products.
Enum
Identifies the type of trade notification.
Basket Side Alloc Ext B C Group Element.
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
PartyIdEnteringFirm::Enum partyIdEnteringFirm
Entering Business Unit.
SInt32 sideMarketSegmentId
Product ID.
std::string basketTradeReportText
User defined text message field.
UInt32 basketProfileId
ID of the Basket profile.
std::string partyIdLocationId
Country code. Valid characters: 0x01-0x7E.
UInt32 packageId
Identifier for a Trade Entry Service trade, i.e TES trade ID.
UInt16 partitionId
Is required to define the scope of a Retransmission Request.
TradePublishIndicator::Enum tradePublishIndicator
Indicates if a trade should be reported via the market reporting service.