22 #include "OnixS/Eurex/Trading/Export.h" 65 std::string toString ()
const;
68 friend class Serializer;
100 std::string toString ()
const;
103 friend class Serializer;
255 std::string toString ()
const;
258 friend class Serializer;
260 void nativeSerializeTo (
void* nativeMessage);
HedgingInstruction::Enum hedgingInstruction
Indication for the hedge transaction.
std::string freeText3
Third free-format text field for trader-specific or customer-related comments.
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
Enum
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Enum
Indicates a retransmission message.
Enum
Indication for the hedge transaction.
SInt64 bestOfferSize
On-book trading best ask quantity.
std::string targetPartyExecutingFirm
Name of the target business unit.
unsigned long long UInt64
SInt64 underlyingQty
Nominal value.
UInt64 applSeqNum
Message sequence number assigned to a non-order related Eurex ETI data stream.
Enum
Sub-type (qualifier) of market data.
MDSubBookType::Enum mdSubBookType
Sub-type (qualifier) of market data.
Order Book Item Group Element.
TrdRptStatus::Enum trdRptStatus
SRQS deal status.
Enum
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
SInt64 bestBidPx
On-book trading best bid price.
SInt64 underlyingPriceStipValue
Value of stipulation.
Enum
Indicates if a trade should be reported via the market reporting service.
SInt64 lastPx
Price of this leg fill.
std::string freeText1
First free-format text field for trader-specific or customer-related comments.
std::string partyIdPositionAccount
Flex Account information.
TradingCapacity::Enum tradingCapacity
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
std::string partyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
SInt64 sideLastQty
Fill quantity for the original Eurex strategy.
std::string targetPartyEnteringTrader
Name of target user/trader.
std::string freeText2
Second free-format text field for trader-specific or customer-related comments.
SInt64 underlyingEffectiveDeltaPercentage
The effective underlying delta of a Vola-Strategy.
UInt32 tradeId
Uniquely identifies all order leg allocations referring to the same matching event, simple instrument and price.
UInt64 transactTime
Timestamp of the match event (trade).
std::string complianceText
This field is used to provide additional regulatory information (according to respective rules and re...
SRQS Target Party Trd Group Element.
UInt64 quoteId
Customer defined mass quote identifier.
TradePublishIndicator::Enum tradePublishIndicator
Indicates if a trade should be reported via the market reporting service.
Enum
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
TradeReportType::Enum tradeReportType
Identifies the type of trade notification.
std::string firmNegotiationId
User defined ID of a SRQS negotiation.
SInt64 underlyingDeltaPercentage
The underlying delta of a Vola-Strategy.
UInt32 origTradeId
Original trade identifier in case of trade reversals.
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
CustOrderHandlingInst::Enum custOrderHandlingInst
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
std::string freeText5
Text field.
std::string targetPartyExecutingTrader
Name of the target trader name.
std::string firmTradeId
User defined deal ID.
Side::Enum side
Side of the order.
std::string rootPartyExecutingFirm
Participant Short Name.
std::string partyIdOrderOriginationFirm
Partner identification at the Korea Exchange is required for orders in KRX products.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
SInt64 bestBidSize
On-book trading best bid quantity.
Enum
Receiver of a message.
std::string account
Account to book trades and keep positions on.
Enum
Identifier for subscription and retransmission of an ETI data stream.
std::string partyIdLocationId
Country code. Valid characters: 0x01-0x7E.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
std::vector< SRQSTargetPartyTrdGrpElem > sRQSTargetPartyTrdGrp
SRQS Target Party Trd Group.
SInt64 underlyingPx
Underlying price associate with a derivative instrument.
UInt64 expireTime
Time a message expires.
SInt64 lastQty
Quantity executed in this leg fill.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
std::string partyIdBeneficiary
Mandatory final KRX beneficiary account required for orders in KRX products.
Enum
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
MDBookType::Enum mdBookType
Type of market data.
Enum
Identifies the type of trade notification.
PositionEffect::Enum positionEffect
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
MessageEventSource::Enum messageEventSource
Receiver of a message.
SRQS Create Deal Notification Message.
std::vector< OrderBookItemGrpElem > orderBookItemGrp
Order Book Item Group.
UInt32 targetPartyIdExecutingTrader
Owning User ID.
SInt64 bestOfferPx
On-book trading best offer price.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
UInt32 negotiationId
ID of a SRQS negotiation.
std::string rootPartyEnteringTrader
Entering trader name of the requester.
UInt32 applSubId
Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to t...
std::string rootPartyExecutingTrader
Owning User Short Name.