22 #include "OnixS/Eurex/Trading/Export.h" 249 std::string toString ()
const;
252 friend class Serializer;
254 void nativeSerializeTo (
void* nativeMessage);
Side::Enum side
Side of the order.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
UInt64 transactTime
Timestamp of the match event (trade).
CustOrderHandlingInst::Enum custOrderHandlingInst
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
std::string partyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
std::vector< TrdInstrmntLegGrpElem > trdInstrmntLegGrp
Trd Instrmnt Leg Group.
Enum
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
std::vector< InstrumentEventGrpElem > instrumentEventGrp
Instrument Event Group.
Enum
Indicates a retransmission message.
UInt32 applSubId
Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to t...
std::string partyIdPositionAccount
Flex Account information.
Enum
Entering Business Unit.
std::string freeText1
First free-format text field for trader-specific or customer-related comments.
std::string tradeReportId
User defined transaction ID. Part of the TES response and TES broadcast.
PartyIdSettlementLocation::Enum partyIdSettlementLocation
Settlement institution.
UInt32 autoApprovalRuleId
Auto Approval rule id - only in case of erroneous Auto Approval processing.
TradePublishIndicator::Enum tradePublishIndicator
Indicates if a trade should be reported via the market reporting service.
std::string freeText3
Third free-format text field for trader-specific or customer-related comments.
Enum
Settlement institution.
MessageEventSource::Enum messageEventSource
Receiver of a message.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
TrdRptStatus::Enum trdRptStatus
SRQS deal status.
unsigned long long UInt64
UInt32 underlyingSettlementDate
Date the underlying instrument will settle.
Enum
Indicates if a trade should be reported via the market reporting service.
std::string partyEnteringTrader
The entering user.
TradeReportType::Enum tradeReportType
Identifies the type of trade notification.
UInt32 packageId
Identifier for a Trade Entry Service trade, i.e TES trade ID.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
Enum
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
Enum
This field qualifies an instrument type on Eurex.
Enum
Indicates if a trade should be reported via the market reporting service.
PartyIdEnteringFirm::Enum partyIdEnteringFirm
Entering Business Unit.
Enum
Status of an allocation in a Trade Entry Service trade.
std::string partyIdLocationId
Country code. Valid characters: 0x01-0x7E.
UInt32 negotiationId
ID of a SRQS negotiation.
UInt32 tesExecId
System transaction identifier for a Trade Entry Service transaction.
TradeAllocStatus::Enum tradeAllocStatus
Status of an allocation in a Trade Entry Service trade.
std::string underlyingSecurityDesc
Description of the Underlying security.
std::string rootPartyExecutingTrader
Owning User Short Name.
std::string underlyingCurrency
Underlying security's currency.
UInt32 tesEnrichmentRuleId
Enrichment Rule ID for TES trades (to be used only in case of Auto Approval).
Enum
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
SInt64 lastPx
Price of this leg fill.
SInt64 underlyingPx
Underlying price associate with a derivative instrument.
TrdType::Enum trdType
Indicates if a trade should be reported via the market reporting service.
SInt64 relatedPx
Price of the related instrument.
std::string account
Account to book trades and keep positions on.
PositionEffect::Enum positionEffect
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
SInt64 allocQty
Quantity of the particular trade side in the TES trade.
UInt32 allocId
Unique identifier for a TES Trade side.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
std::string underlyingIssuer
The issuer or name of the underlying security.
std::string partyIdOrderOriginationFirm
Partner identification at the Korea Exchange is required for orders in KRX products.
UInt32 underlyingMaturityDate
Underlying security's maturity date.
Enum
Receiver of a message.
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
std::string underlyingSecurityId
Underlying security's ID.
Enum
Identifier for subscription and retransmission of an ETI data stream.
UInt32 relatedTradeId
Identifier of a related trade.
std::string partyExecutingFirm
Owning business unit name.
std::string rootPartyExecutingFirm
Participant Short Name.
SInt64 relatedTradeQuantity
Quantity of the related trade.
TES Approve Broadcast Message.
std::string complianceText
This field is used to provide additional regulatory information (according to respective rules and re...
UInt64 transBkdTime
Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System...
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
std::string partyExecutingTrader
Owning user name.
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
TradingCapacity::Enum tradingCapacity
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
HedgeType::Enum hedgeType
Hedging method.
SInt64 relatedSecurityId
Instrument identifier of the originating Eurex strategy.
std::vector< InstrumentAttributeGrpElem > instrumentAttributeGrp
Instrument Attribute Group.
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...
std::string freeText2
Second free-format text field for trader-specific or customer-related comments.
Enum
Identifies the type of trade notification.
SInt64 underlyingQty
Nominal value.
std::vector< UnderlyingStipGrpElem > underlyingStipGrp
Underlying Stip Group.
SInt32 relatedMarketSegmentId
Identifies a related product.
SInt64 relatedClosePrice
User defined index price.
UInt64 applSeqNum
Message sequence number assigned to a non-order related Eurex ETI data stream.
UInt16 partitionId
Is required to define the scope of a Retransmission Request.