22 #include "OnixS/Eurex/Trading/Export.h" 62 std::string toString ()
const;
65 friend class Serializer;
100 std::string toString ()
const;
103 friend class Serializer;
105 void nativeSerializeTo (
void* nativeMessage);
SInt64 vega
Absolute number of contracts purchased reduced by the number of contracts sold.
Enum
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
SInt64 exposureDuration
Participant defined time frame the risk protection parameters should be counted.
SInt64 cumQty
Cumulated executed quantity of an order.
unsigned long long UInt64
std::vector< MMParameterGrpElem > mmParameterGrp
MM Parameter Group.
UInt32 targetPartyIdSessionId
Owning Session ID.
SInt32 pctCount
Percentage threshold: the system counts each trade as a percentage of the original volume and sums th...
UInt64 trdRegTSTimeOut
Matching engine out timestamp.
UInt64 mmParameterReportId
Transaction timestamp.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
UInt64 trdRegTSTimeIn
Matching engine in timestamp.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
Inquire MM Parameter Response Message.
SInt64 delta
Absolute number of (long calls + short puts) - (short calls + long puts).
MM Parameter Group Element.
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...