22 #include "OnixS/Eurex/Trading/Export.h" 39 ServiceAvailability = 3,
46 ServiceAvailabilityMarket = 10,
60 OutboundConversionError = 105,
89 NoRecoveryRequired = 0,
293 NoSpecialReason = 100,
295 IntradayExpiration = 102,
298 InstrumentDeletion = 105,
299 InstrumentSuspension = 106,
300 PreTradeRiskEvent = 107,
301 AmendmentReset = 108,
302 AmendmentUserCancelled = 109,
412 OrderBookRestatement = 1,
415 OrderCancelled = 103,
416 IOCOrderCancelled = 105,
417 FOKOrderCancelled = 107,
418 BookOrderExecuted = 108,
421 InstrumentStateChange = 122,
422 MarketOrderTriggered = 135,
423 CAOOrderActivated = 149,
424 CAOOrderInactivated = 150,
425 OAOOrderActivated = 151,
426 OAOOrderInactivated = 152,
427 AAOOrderActivated = 153,
428 AAOOrderInactivated = 154,
429 OCOOrderTriggered = 164,
430 StopOrderTriggered = 172,
431 OwnershipChanged = 181,
432 OrderCancellationPending = 197,
433 PendingCancellationExecuted = 199,
434 BOCOrderCancelled = 212,
436 MarketOrderUncrossing = 302,
438 CLIPArrangementTimeOut = 343,
439 CLIPArrangementValidation = 344,
440 CrossOrderAdded = 346,
441 CrossOrderCancelled = 347,
458 PendingCancelE =
'6',
507 RemovedLiquidity = 2,
509 TriggeredStopOrder = 5,
510 TriggeredOCOOrder = 6,
511 TriggeredMarketOrder = 7,
557 PriceFactorHedge = 2,
616 ProprietaryBroker = 2,
632 OffsetToTheVariableCouponRate = 101,
635 CashBasketReference = 104,
741 ProprietaryBroker = 2,
772 MultilegInstrument = 1,
833 VolumeWeightedAverage = 2,
866 MarketMakerProtection = 3,
868 DuplicateSessionLogin = 7,
869 ClearingRiskControl = 8,
870 InternalConnectionLoss = 100,
871 ProductStateHalt = 105,
872 ProductStateHoliday = 106,
873 InstrumentSuspended = 107,
874 ComplexInstrumentDeletion = 109,
875 VolatilityInterruption = 110,
876 ProductTemporarilyNotTradeable = 111,
878 ScaledSimpleInstrumentDeletion = 121,
908 SuspendDeleteQuotes = 3,
925 CircuitBreakerAuction = 4,
940 ConfirmedTradeReport = 3,
941 AutoMatchIncoming = 4,
944 AutoMatchResting = 11,
945 LiquidityImprovementCross = 13,
974 BroadcastToInitiator =
'I',
975 BroadcastToApprover =
'A',
976 BroadcastToRequester =
'R',
977 BroadcastToQuoteSubmitter =
'Q',
992 IndividualLegOfAMultilegSecurity = 2,
1006 PredefinedMultilegSecurity = 0,
1007 UserDefinedMultleg = 1,
1082 PartiallyFilled =
'1',
1085 PendingCancel =
'6',
1176 DirectAccessOrSponsoredAccessCustomer = 5,
1250 NoChangeOfOwnership = 0,
1251 ChangeToExecutingTrader = 1,
1312 TRRTHRESHOLDTOOBIG = 1,
1313 BLOCKALLANONYMOUS = 2,
1328 MarketSupervision = 2,
1356 ClearstremBankingFrankfurt = 1,
1357 ClearstremBankingLuxemburg = 2,
1464 SimpleInstrument = 1,
1465 StandardOptionStrategy = 2,
1466 NonStandardOptionStrategy = 3,
1467 VolatilityStrategy = 4,
1469 InterProductSpread = 6,
1470 StandardFutureStrategy = 7,
1473 FlexibleSimpleInstrument = 10,
1474 CommodityStrip = 11,
1475 ScaledSimpleInstrument = 12,
1476 NonStandardVolatilityStrategy = 13,
1536 UnknownSecurity = 1,
1539 NoReferencePriceAvailable = 16,
1540 NoSingleSidedQuotes = 100,
1541 InvalidQuotingModel = 103,
1543 InvalidUnderlyingPrice = 107,
1544 BidPriceNotReasonable = 108,
1545 AskPriceNotReasonable = 109,
1546 BidPriceExceedsRange = 110,
1547 AskPriceExceedsRange = 111,
1548 InstrumentStateFreeze = 115,
1549 DeletionAlreadyPending = 116,
1550 EntitlementNotAssignedForUnderlying = 119,
1551 CurrentlyNotTradeableOnBook = 124,
1552 QuantityLimitExceeded = 125,
1553 ValueLimitExceeded = 126,
1554 InvalidQuoteSpread = 127,
1556 CantProcInCurrInstrState = 131,
1557 InvalidQuoteType = 134,
1558 TradingIndicationRunningForTrader = 143,
1559 OnBookTradingDisabledForInstrumentType = 144,
1560 LiquidityProviderProtectionBidSideCancelled = 147,
1561 LiquidityProviderProtectionAskSideCancelled = 148,
1562 OutsideQuotingPeriod = 155,
1563 MatchPriceNotOnPriceStep = 156,
1564 QuantityLimitExceedsTSL = 161,
1565 TooManyOrdersAndQuotesInOrderBook = 163,
1566 ContractCannotBeTradedDueToInsufficientEligibility = 166,
1567 UnderlyingPriceTimeout = 167,
1568 BUSuspendARPLevel3SoftBreach = 168,
1569 NoClearingProductAssignment = 169,
1585 RemovedAndRejected = 6,
1601 RemovedLiquidity = 2,
1616 PendingCancellationExecuted = 14,
1649 ModifiedQuoteSide = 2,
1650 RemovedQuoteSide = 3,
1651 PartiallyFilled = 4,
1653 RemovedQuantity = 6,
1700 NegotiateUnderlyingOutsideExchange = 4,
1701 VolaStrategyFix = 5,
1702 VolaStrategyNegotiateUnderlying = 6,
1750 ServiceAvailability = 3,
1756 SRQSMaintenance = 9,
1757 ServiceAvailabilityMarket = 10,
1771 StandardOptionStrategy = 2,
1772 NonStandardOptionStrategy = 3,
1773 VolatilityStrategy = 4,
1775 InterProductSpread = 6,
1776 StandardFutureStrategy = 7,
1779 CommodityStrip = 11,
1780 ScaledSimpleInstrument = 12,
1781 NonStandardVolatilityStrategy = 13,
1796 MarketSupervision = 2,
1842 AllMarketParticipants = 1,
1858 IntradayExpiration = 2,
1859 InstrumentDeletion = 3,
1860 InstrumentSuspension = 4,
1951 DisabledForBu = 10580,
1952 LowRRAEventID = 10581,
1953 HighRRAEventID = 10582,
2073 CrossRejectedBU = 100,
2074 CrossRejectedMarket = 101,
2105 RequiredTagMissing = 1,
2106 ValueIsIncorrect = 5,
2107 DecryptionProblem = 7,
2109 IncorrectNumInGroupCount = 16,
2111 ThrottleLimitExceeded = 100,
2112 ExposureLimitExceeded = 101,
2113 ServiceTemporarilyNotAvailable = 102,
2114 ServiceNotAvailable = 103,
2115 OutboundConversionError = 105,
2116 HeartbeatViolation = 152,
2117 InternalTechnicalError = 200,
2118 ValidationError = 210,
2119 UserAlreadyLoggedIn = 211,
2120 GatewayIsStandby = 216,
2121 SessionLoginLimitReached = 217,
2122 UserEntitlementDataTimeout = 223,
2123 PSGatewaySessionLimitReached = 224,
2124 UserLoginLimitReached = 225,
2125 OutstandingLoginsBuLimitReached = 226,
2126 OutstandingLoginsSessionLimitReached = 227,
2127 PasswordTimestampNotInGracePeriod = 228,
2128 OrderNotFound = 10000,
2129 PriceNotReasonable = 10001,
2130 ClientOrderIDNotUnique = 10002,
2131 QuoteActivationInProgress = 10003,
2132 StopBidPriceNotReasonable = 10006,
2133 StopAskPriceNotReasonable = 10007,
2134 OrderNotExecutableWithinValidity = 10008,
2135 CreateCIThrottleExceeded = 10010,
2136 TransactionNotAllowedInCurrentState = 10011,
2137 RequiredMinLotSizeNotReached = 10013,
2166 RegularTradingSession = 0,
2167 RegularBackOfficeSession = 2,
2181 CashSettlement =
'C',
2182 PhysicalSettlement =
'P',
2257 RemovedLiquidity = 2,
2273 TradeAtMarket = 2004,
2365 StartOfService = 101,
2367 EndOfRestatement = 103,
2368 EndOfDayService = 104,
2369 ServiceResumed = 105,
2387 DisasterRecovery = 5,
2420 PendingReversal = 7,
2421 ApprovedReversal = 8,
2423 CancelledReversal = 10,
2467 DoNotPublishTrade = 0,
2469 DeferredPublication = 2,
2489 TradeReportCancel = 6,
2506 CancelPending = 100,
2507 CancelDeclined = 101,
2508 CancelApproved = 102,
2621 ExchangeForSwap = 12,
2624 EFPIndexFuturesTrade = 1002,
2625 TradeAtMarket = 1004,
2630 DeltaNeutralTradeAtMarket = 1017,
2660 UserForcedLogout = 7,
2762 ForcedLogoutNotification = 10012,
2765 HeartbeatNotification = 10023,
2778 LogonRequest = 10000,
2779 LogonRequestEncrypted = 19000,
2780 LogonResponse = 10001,
2781 LogoutRequest = 10002,
2782 LogoutResponse = 10003,
2845 SRQSQuoteSnapshotNotification = 10723,
2846 SRQSQuoteSnapshotRequest = 10720,
2848 SRQSResponse = 10722,
2854 StatusBroadcast = 10045,
2867 ThrottleUpdateNotification = 10028,
Reason for quote cancellation.
Enum
Price decomposition method for legs of a complex instrument.
Enum
Indicates if the participant application is an order routing system.
Inquire Enrichment Rule Id List Request Message.
Modify Order Response Message.
Delete All Order NR Response Message.
Enum
Party ID investment decision maker qualifier.
Conveys the quote event type.
Enum
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Type of the Cross Request.
SRQS Quote Notification Message.
Order Exec Report Broadcast Message.
Indicator for checking the Minimum Lot Size by the exchange. Only used for EEX. Mandatory if TrdRptSt...
Enum
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Enum
Indicates a retransmission message.
Indicates whether an option contract is a put or call.
Delete Order Single Request Message.
Execution and trading restriction parameters supported by Eurex.
Enum
Instruction to show buy-side user information.
Qualifier for field PartyIdInvestmentDecisionMaker. Members/participants will have the possibility to...
Enum
Indication for the hedge transaction.
Trading Session Status Broadcast Message.
Inquire User Response Message.
Swap clearer for EFS Trades only.
Indicates if the participant application is an order routing system.
Modify Order Complex Short Request Message.
Enum
Requesting party ID entering firm.
Enum
Used to indicate anonymized trades in baskets.
Pre Trade Risk Limits Definition Request Message.
Enum
Entering Business Unit.
Modify Order Single Short Request Message.
Indicates the auction type the trade originates from.
Order Exec Response Message.
Update Remaining Risk Allowance Base Response Message.
Indicator for a pre-trade risk limit violation.
Enum
Side of the order in the original Eurex strategy.
SRQS Open Negotiation Notification Message.
Identifies the status of an individual quote.
Inquire Pre Trade Risk Limits Request Message.
New Order Complex Short Request Message.
CLIP Deletion Notification Message.
Approve TES Trade Request Message.
Enum
Order attribute risk reduction.
Enum
Indicator whether the reversal of the TES trade is electronically requested or not.
Enum
Eurex Volume Ranking.
Reverse TES Trade Request Message.
Enum
Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfM...
Basket Delete Broadcast Message.
Modify Order Single Request Message.
Upload TES Trade Request Message.
SRQS Enter Quote Request Message.
Delete Order NR Response Message.
Enum
State of the Risk Control Retransmission Service.
Prioritization of a cross order.
Enum
Order attribute liquidity provision.
Delete All Order Request Message.
State of the selective service for quote service.
Enum
Leaves quantity disclosure instruction.
Enum
Reference to the unique application identifier.
Enum
Informs if Trade Entry Service is active for grouping of Eurex products.
Enum
Settlement institution.
Delete All Quote Response Message.
Subscribe Request Message.
Indicator for checking the maximum order or quote quantity by the exchange.
Indicator to skip validations.
Settlement method for a contract or instrument.
Enum
The point in the matching process at which this trade was matched.
Enum
Indicates type of leg.
Enum
Indicator how price validity check should be performed by the exchange.
Enum
Specifies the type of respondents requested.
Delete Order Response Message.
Enum
Type of the Cross Request.
Enum
Indicates if a trade should be reported via the market reporting service.
Trading session event type.
Enlight RFQ Average Response Rate Ranking.
Enum
Indicates whether an option contract is a put or call.
Enum
The side of the individual leg of a strategy.
Type of exercise of an instrument.
Informs if Trade Entry Retransmission Service is active for grouping of Eurex products.
Trade request transaction type.
Instructions for order handling, represented as a bit map.
New Order Request Message.
Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfM...
Enum
Instruction to show total quantity.
Enum
Sub-type (qualifier) of market data.
TES Execution Broadcast Message.
Enum
Qualifier for field PartyIdInvestmentDecisionMaker. Members/participants will have the possibility to...
Enum
Trading session mode.
Delete CLIP Request Message.
Add Complex Instrument Request Message.
Inquire Enrichment Rule Id List Response Message.
Enum
Informs if Trade Entry Retransmission Service is active for grouping of Eurex products.
SRQS Negotiation Notification Message.
New Order Single Request Message.
Enum
Indicator for a delayed transaction.
Enum
Price disclosure instruction.
Quote Activation Response Message.
Enum
Informs if trading is active for grouping of Eurex products.
Reason for mass cancellation.
Action that caused the event to occur.
Delete All Quote Request Message.
State of the Selective Service for Quote Retransmission Service.
Enum
Indicates that an implied market to be created for either the legs of a multi-leg instrument (Implied...
Approve Basket Trade Request Message.
Informs if trading is active for grouping of Eurex products.
Enum
Instruction to show Charge ID.
TES Reversal Broadcast Message.
Enum
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
Enum
The reason why this message was generated.
Enum
Indicator for a pre-trade risk limit violation.
Retransmit ME Message Response Message.
Enum
Trade to Quote Ratio (TQR) Ranking.
Delete All Order Response Message.
Enlight RFQ Average Response Time Ranking.
Enum
Code to represent the type of instrument attribute.
Mass Quote Request Message.
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Quote Activation Request Message.
Enum
This field qualifies an instrument type on Eurex.
Enum
State of the Selective Service for Quote Retransmission Service.
Enum
Instructions for order handling, represented as a bit map.
Cross Request Response Message.
System ID (1 = Eurex Clearing).
Enum
Swap clearer for EFS Trades only.
Enum
Requesting party role for a pre-trade risk limit.
Leaves quantity disclosure instruction.
User Login Response Message.
Enum
Indicates if a trade should be reported via the market reporting service.
Enum
Identifies the status of an individual quote.
Enum
State of the News Retransmission Service.
Enum
Instruction to show last deal quantity. Can only be set to 1 (Yes) if LastQtyDisclosureInstruction = ...
Enum
Reversal cancellation reason.
Inquire User Request Message.
Enum
Status of an allocation in a Trade Entry Service trade.
Enum
Trade Aggregation Identifier.
Quote Activation Notification Message.
Basket Broadcast Message.
New Order Single Short Request Message.
Reason code indicating why the quote entry has been rejected.
Enum
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
Specifies the type of action requested.
New Order Short Request Message.
Leg-specific field used for Eurex position management purposes and indicates whether the leg is submi...
Enum
Settlement method for a contract or instrument.
Enum
Status of an ETI session.
Enum
Instruction to show last deal price.
Enum
Informs about the availability of the retransmission services for order and quote events (session dat...
Order attribute liquidity provision.
User Logout Request Message.
Delete All Quote Broadcast Message.
Unsubscribe Request Message.
Subscribe Response Message.
Enter TES Trade Request Message.
Quote Execution Report Message.
Enum
Indicator for checking open orders and quotes.
Enum
Party type initiating SRQS deal deletion.
State of the News Retransmission Service.
Enum
Risk Limit Result for failed events.
Indicates if an order has been previously triggered.
Side of the order in the original Eurex strategy.
Enum
Restriction for MassActionType (1373) = Release_quotes (2).
Status of an allocation in a Trade Entry Service trade.
Party type initiating SRQS deal deletion.
Enum
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
Enum
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
State of the Risk Control Retransmission Service.
Enum
Status of ETI Gateway.
Enum
Indicates if an order has been previously triggered.
Broadcast Error Notification Message.
Sub-type of a trade type.
Inquire Session List Response Message.
Enum
Party ID origination market.
Indicates if the trade resulted from a single order or a multi leg order.
Enum
Indicator for checking the Minimum Lot Size by the exchange. Only used for EEX. Mandatory if TrdRptSt...
SRQS Quoting Status Request Message.
Indicates whether a option strategy synthetic BBO is used for the price improvement check...
Reversal cancellation reason.
Enum
Indicates whether the quote added or removed liquidity.
Instruction to show last deal information after negotiation closure.
Party detail role qualifier.
Party ID investment decision maker qualifier.
Enum
Party detail role qualifier.
Sub-type (qualifier) of market data.
Trade Aggregation Identifier.
Enum
Specifies the type of action requested.
Indicates if the trade notification results from an order or quote.
Enum
Identifies the quoting model.
Instruction to show buy-side user information.
User Login Request Message.
Inquire Margin Based Risk Limit Request Message.
Enum
Instruction to show FreeText5.
Party ID origination market.
Indicates if a trade should be reported via the market reporting service.
SRQS Inquire Smart Respondent Request Message.
TES Trading Session Status Broadcast Message.
Indicator for checking the maximum order/quote value by the exchange.
Delete Order Broadcast Message.
Code to represent the type of instrument attribute.
Identifies the type of trade notification.
Trade to Quote Ratio (TQR) Ranking.
Indicates whether the order added or removed liquidity.
Instruction to show total number of Respondents in a SRQS event.
Delete Order Complex Request Message.
Enum
Transaction effect on a basket.
SRQS Negotiation Status Notification Message.
SRQS Inquire Smart Respondent Response Message.
Modify Order Request Message.
Unsubscribe Response Message.
Inquire MM Parameter Request Message.
New Order Complex Request Message.
Add Scaled Simple Instrument Request Message.
User Login Request Encrypted Message.
TES Trade Broadcast Message.
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
Modify TES Trade Request Message.
Enum
Instruction to show last deal information after negotiation closure.
Enum
Indicates if the trade notification results from an order or quote.
Service Availability Broadcast Message.
Requesting party role for a pre-trade risk limit.
Enum
Indicator for checking the maximum order/quote value by the exchange.
Indicator for checking open orders and quotes.
Delete TES Trade Request Message.
Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available...
Enum
State of the selective service for quote service.
TES Delete Broadcast Message.
Informs if trade broadcast dissemination is active for a grouping of Eurex products.
Enum
Instruction to show total number of Respondents in a SRQS event.
Enum
Instruction to show side.
Type of quote processing.
Enum
Type of quote processing.
Service Availability Market Broadcast Message.
Indicates whether the quote added or removed liquidity.
Risk Notification Broadcast Message.
Add Complex Instrument Response Message.
Enter CLIP Request Message.
Marks a a certain order as a closing auction one.
MM Parameter Definition Response Message.
New Order Response Message.
Enum
Trading session event type.
Enum
Receiver of a message.
Indicator whether the reversal of the TES trade is electronically requested or not.
Enum
Reason code indicating why the quote entry has been rejected.
Instruction to show side.
Retransmit ME Message Request Message.
Enum
Identifier for subscription and retransmission of an ETI data stream.
Price disclosure instruction.
The reason why this message was generated.
Instruction to show last deal quantity. Can only be set to 1 (Yes) if LastQtyDisclosureInstruction = ...
Code to represent the type of event.
Enum
Code to represent the type of event.
Instruction to show total quantity.
Specifies the type of respondents requested.
Enum
Reason for quote cancellation.
Additional information why quote side was removed.
Informs if Trade Entry Service is active for grouping of Eurex products.
Enum
Prioritization of a cross order.
Reference to the unique application identifier.
TES Approve Broadcast Message.
Enum
Additional information why quote side was removed.
Indicator for a delayed transaction.
SRQS Quote Response Message.
Instruction to show FreeText5.
Enum
Sub-type of a trade type.
Sub-type or qualifier of QuoteType.
Approve Reverse TES Trade Request Message.
Enum
Reason for mass cancellation.
Order initiator is passive or aggressor.
Pre Trade Risk Limit Response Message.
Enum
Indicator to skip validations.
Party Action Report Message.
Enum
Trade request transaction type.
TM Trading Session Status Broadcast Message.
Identifies the quoting model.
Indicates that an implied market to be created for either the legs of a multi-leg instrument (Implied...
Basket Approve Broadcast Message.
Enum
Order initiator is passive or aggressor.
Forced User Logout Notification Message.
Basket Execution Broadcast Message.
Inquire MM Parameter Response Message.
Inquire Session List Request Message.
Enum
Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available...
The side of the individual leg of a strategy.
Enum
Indicates if the trade resulted from a single order or a multi leg order.
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
Modify Order Short Request Message.
Enum
Type of cross being submitted to a market.
Add Scaled Simple Instrument Response Message.
Delete Basket Trade Request Message.
Delete All Order Quote Event Broadcast Message.
Indicates SMP involvement.
Enum
Indicates whether a option strategy synthetic BBO is used for the price improvement check...
Enum
Type of order processing.
Enum
System ID (1 = Eurex Clearing).
Enum
Indicator for checking the maximum order or quote quantity by the exchange.
Indicates a retransmission message.
Mass Quote Response Message.
Used to indicate anonymized trades in baskets.
New Order NR Response Message.
std::string enumToString(ConnectionState::Enum)
Returns string representation of ConnectionState value.
Risk Limit Result for failed events.
Enum
Informs if trade broadcast dissemination is active for a grouping of Eurex products.
Instruction to show last deal price.
Enum
Conveys the current status of an order.
Requesting party ID entering firm.
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
Update Remaining Risk Allowance Base Request Message.
Indication for the hedge transaction.
Enum
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
Add Flexible Instrument Request Message.
Status of an ETI session.
Enum
Indicates SMP involvement.
Informs about the availability of the retransmission services for order and quote events (session dat...
Legal Notification Broadcast Message.
Enum
Identifies the role for which the trade notification is received.
Enum
Type of exercise of an instrument.
Enum
Identifies the type of trade notification.
SRQS Open Negotiation Request Message.
Enum
Enlight RFQ Average Response Rate Ranking.
Retransmit Response Message.
Enum
Indicates whether the order added or removed liquidity.
Price decomposition method for legs of a complex instrument.
Retransmit Request Message.
Instruction to show Charge ID.
Amend Basket Trade Request Message.
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
Add Flexible Instrument Response Message.
Enum
Status of Secondary ETI Gateway.
The point in the matching process at which this trade was matched.
SRQS Create Deal Notification Message.
Enum
Enlight RFQ Average Response Time Ranking.
Restriction for MassActionType (1373) = Release_quotes (2).
Modify Basket Trade Request Message.
Conveys the current status of an order.
SRQS Open Negotiation Requester Notification Message.
SRQS Negotiation Requester Notification Message.
Modify Order Complex Request Message.
Quoting status for the executing party.
Transaction effect on a basket.
Inquire Margin Based Risk Limit Response Message.
SRQS Status Broadcast Message.
TES Upload Broadcast Message.
SRQS Deal Notification Message.
Type of order processing.
Type of cross being submitted to a market.
Indicates if a trade should be reported via the market reporting service.
SRQS Update Deal Status Request Message.
Identifies the role for which the trade notification is received.
Enum
Sub-type or qualifier of QuoteType.
Enum
Marks a a certain order as a closing auction one.
Indicator how price validity check should be performed by the exchange.
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Identifier for subscription and retransmission of an ETI data stream.
Enum
Execution and trading restriction parameters supported by Eurex.
Enum
Leg-specific field used for Eurex position management purposes and indicates whether the leg is submi...
Enum
Indicates the auction type the trade originates from.
Order Exec Notification Message.
SRQS Deal Response Message.
This field qualifies an instrument type on Eurex.
Order attribute risk reduction.
MM Parameter Definition Request Message.
SRQS Update Negotiation Request Message.
Party Entitlements Update Report Message.
Modify Order NR Response Message.
Enum
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...
Delete All Order Broadcast Message.
Enum
Conveys the quote event type.
Enum
Type of Eurex ETI session.
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
CLIP Execution Notification Message.
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...
Enum
Quoting status for the executing party.
Delete Order Request Message.
Status of Secondary ETI Gateway.
Type of Eurex ETI session.
User Logout Response Message.
SRQS Hit Quote Request Message.
Enum
Action that caused the event to occur.
Enter Basket Trade Request Message.