25#include "OnixS/Eurex/Trading/Export.h"
205 void nativeSerializeTo(
void* nativeMessage);
Quot Req Legs Group Element.
std::string toString() const
Returns string representation.
SInt64 legSecurityId
Instrument identifiier of the leg security.
LegSecurityType::Enum legSecurityType
Indicates type of leg.
LegSide::Enum legSide
The side of the individual leg of a strategy.
SInt32 legSymbol
Product identifiier of the leg security.
QuotReqLegsGrpElem()
Initialize default instance.
UInt32 legRatioQty
The ratio of quantity for this individual leg relative to the entire multileg security.
SRQS Open Negotiation Notification Message.
UInt64 expireTime
Time a message expires.
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 negotiationStartTime
Start time of SRQS negotiation.
std::string partyOrderOriginationTrader
Buy-side user information.
SInt64 tradeToRequestRatio
Ratio indicating amount of Trades to RFQ requested.
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.
RespondentType::Enum respondentType
Specifies the type of respondents requested.
SInt64 offerPx
Offer price/rate.
SRQSOpenNegotiationNotification()
Initialize default instance.
SInt64 bidPx
Bid price/rate.
UInt16 tradeToQuoteRatioPosition
Ranking position of Ratio of Trades to Quotes.
std::string partyEnteringTrader
The entering user.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
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.
std::vector< QuotReqLegsGrpElem > quotReqLegsGrp
Quot Req Legs Group.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
QuoteType::Enum quoteType
Quote type.
std::string firmNegotiationId
User defined ID of a SRQS negotiation.
SInt32 securitySubType
This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy.
QuoteSubType::Enum quoteSubType
Sub-type or qualifier of QuoteType.
UInt64 transactTime
Timestamp of the match event (trade).
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
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
Indicates type of leg.
Enum
The side of the individual leg of a strategy.
Enum
This field qualifies an instrument type on Eurex.
Enum
Sub-type or qualifier of QuoteType.
Enum
Specifies the type of respondents requested.
Enum
Trade Aggregation Identifier.