25#include "OnixS/Eurex/Trading/Export.h"
154 void nativeSerializeTo(
void* nativeMessage);
SRQS Negotiation Notification Message.
LastFragment::Enum lastFragment
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
UInt32 negotiationId
ID of a SRQS negotiation.
SInt64 leavesQty
Remaining quantity of an order.
SInt64 quoteRefPrice
Underlying reference price for an option (for option strategies).
std::string toString() const
Returns string representation.
UInt64 effectiveTime
Time an SRQS STP deal is executed.
std::string partyOrderOriginationTrader
Buy-side user information.
QuoteInstruction::Enum quoteInstruction
Quoting instruction.
std::string partyExecutingFirm
Owning business unit name.
std::string targetPartyExecutingFirm
Name of the target business unit.
std::string partyExecutingTrader
Owning user name.
SInt64 lastQty
Quantity executed in this leg fill.
TemplateId::Enum templateId() const
Returns template ID.
SInt64 lastPx
Price of this leg fill.
SInt64 offerPx
Offer price/rate.
UInt64 lastUpdateTime
Timestamp of last update to data item (or creation if no updates made since creation).
SInt64 bidPx
Bid price/rate.
UInt16 tradeToQuoteRatioPosition
Ranking position of Ratio of Trades to Quotes.
SRQSNegotiationNotification()
Initialize default instance.
std::string partyEnteringTrader
The entering user.
QuoteCondition::Enum quoteCondition
Status of the quote.
std::string chargeId
Charge ID of Third Party Platform.
SInt64 underlyingDeltaPercentage
The underlying delta of a Vola-Strategy.
Side::Enum side
Side of the order.
std::string freeText5
Text field.
SInt64 tradeToQuoteRatio
Ratio of Trades to Quotes.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
std::string targetPartyExecutingTrader
Name of the target trader name.
UInt64 applSeqNum
Message sequence number assigned to a non-order related Eurex ETI data stream.
QuoteType::Enum quoteType
Quote type.
std::string firmNegotiationId
User defined ID of a SRQS negotiation.
QuoteSubType::Enum quoteSubType
Sub-type or qualifier of QuoteType.
UInt64 transactTime
Timestamp of the match event (trade).
TradeAggregationTransType::Enum tradeAggregationTransType
Trade Aggregation Identifier.
UInt32 numberOfRespondents
Total number of Respondents in a SRQS event.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
unsigned long long UInt64
Enum
Identifier for subscription and retransmission of an ETI data stream.
Enum
Indicates a retransmission message.
Enum
Sub-type or qualifier of QuoteType.
Enum
Trade Aggregation Identifier.