22 #include "OnixS/Eurex/Trading/Export.h" 156 std::string toString ()
const;
159 friend class Serializer;
161 void nativeSerializeTo (
void* nativeMessage);
SInt64 underlyingPx
Underlying price associate with a derivative instrument.
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Enum
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Enum
Indicates a retransmission message.
RequestingPartySubIdType::Enum requestingPartySubIdType
Party type initiating SRQS deal deletion.
std::string partyIdPositionAccount
Flex Account information.
std::string rootPartyExecutingFirm
Participant Short Name.
unsigned long long UInt64
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
CustOrderHandlingInst::Enum custOrderHandlingInst
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
UInt32 applSubId
Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to t...
std::string freeText3
Third free-format text field for trader-specific or customer-related comments.
Enum
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
std::string partyIdBeneficiary
Mandatory final KRX beneficiary account required for orders in KRX products.
std::string freeText5
Text field.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
std::string partyIdLocationId
Country code. Valid characters: 0x01-0x7E.
std::vector< SRQSTargetPartyTrdGrpElem > sRQSTargetPartyTrdGrp
SRQS Target Party Trd Group.
UInt32 tradeId
Uniquely identifies all order leg allocations referring to the same matching event, simple instrument and price.
SInt64 underlyingPriceStipValue
Value of stipulation.
Enum
Party type initiating SRQS deal deletion.
std::string partyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
PositionEffect::Enum positionEffect
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
Enum
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
std::string rootPartyEnteringTrader
Entering trader name of the requester.
std::string firmNegotiationId
User defined ID of a SRQS negotiation.
std::string freeText1
First free-format text field for trader-specific or customer-related comments.
TrdRptStatus::Enum trdRptStatus
SRQS deal status.
std::string firmTradeId
User defined deal ID.
UInt64 applSeqNum
Message sequence number assigned to a non-order related Eurex ETI data stream.
std::string rootPartyExecutingTrader
Owning User Short Name.
TradeRequestResult::Enum tradeRequestResult
Trade request transaction type.
TradingCapacity::Enum tradingCapacity
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
Enum
Receiver of a message.
Enum
Identifier for subscription and retransmission of an ETI data stream.
SInt64 lastPx
Price of this leg fill.
SInt64 lastQty
Quantity executed in this leg fill.
Enum
Trade request transaction type.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
std::string account
Account to book trades and keep positions on.
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...
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.
SRQS Deal Notification Message.
UInt32 negotiationId
ID of a SRQS negotiation.
MessageEventSource::Enum messageEventSource
Receiver of a message.
std::string freeText2
Second free-format text field for trader-specific or customer-related comments.