25#include "OnixS/Eurex/Trading/Export.h"
262 void nativeSerializeTo(
void* nativeMessage);
Side Alloc Group BC Element.
std::string toString() const
Returns string representation.
SInt64 allocQty
Quantity of the particular trade side in the TES trade.
std::string partyExecutingFirm
Owning business unit name.
UInt64 reversalApprovalTime
Reversal approval time.
UInt32 individualAllocId
Unique identifier for a TES trade side.
std::string partyExecutingTrader
Owning user name.
SideAllocGrpBCElem()
Initialize default instance.
UInt32 tesEnrichmentRuleId
Enrichment Rule ID for TES trades (to be used only in case of Auto Approval).
Side::Enum side
Side of the order.
TradeAllocStatus::Enum tradeAllocStatus
Status of an allocation in a Trade Entry Service trade.
MessageEventSource::Enum messageEventSource
Receiver of a message.
std::vector< TrdInstrmntLegGrpElem > trdInstrmntLegGrp
Trd Instrmnt Leg Group.
LastFragment::Enum lastFragment
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
SwapClearer::Enum swapClearer
Swap clearer for EFS Trades only.
std::string toString() const
Returns string representation.
std::string tradeReportId
User defined transaction ID. Part of the TES response and TES broadcast.
UInt32 underlyingMaturityDate
Underlying security's maturity date.
UInt32 relatedTradeId
Identifier of a related trade.
TrdRptStatus::Enum trdRptStatus
SRQS deal status.
SInt64 relatedTradeQuantity
Quantity of the related trade.
SInt64 relatedSecurityId
Instrument identifier of the originating Eurex strategy.
std::vector< SideAllocGrpBCElem > sideAllocGrpBC
Side Alloc Group BC.
PartyIdSettlementLocation::Enum partyIdSettlementLocation
Settlement institution.
UInt16 partitionId
Is required to define the scope of a Retransmission Request.
SInt64 underlyingPx
Underlying price associate with a derivative instrument.
UInt32 tesExecId
System transaction identifier for a Trade Entry Service transaction.
TemplateId::Enum templateId() const
Returns template ID.
SInt64 lastPx
Price of this leg fill.
UInt64 transBkdTime
Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System.
std::string underlyingCurrency
Underlying security's currency.
SInt64 relatedClosePrice
User defined index price.
SInt64 relatedPx
Price of the related instrument.
std::vector< UnderlyingStipGrpElem > underlyingStipGrp
Underlying Stip Group.
TESBroadcast()
Initialize default instance.
std::string tradeReportText
User defined text field.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
TradePublishIndicator::Enum tradePublishIndicator
Indicates if a trade should be reported via the market reporting service.
HedgeType::Enum hedgeType
Hedging method.
std::string underlyingSecurityId
Underlying security's ID.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
TrdType::Enum trdType
Indicates if a trade should be reported via the market reporting service.
SInt64 underlyingQty
Nominal value.
std::vector< InstrumentEventGrpElem > instrumentEventGrp
Instrument Event Group.
UInt64 applSeqNum
Message sequence number assigned to a non-order related Eurex ETI data stream.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
std::string underlyingSecurityDesc
Description of the Underlying security.
UInt32 autoApprovalRuleId
Auto Approval rule id - only in case of erroneous Auto Approval processing.
std::string rootPartyExecutingFirm
Participant Short Name.
UInt64 transactTime
Timestamp of the match event (trade).
SInt32 relatedMarketSegmentId
Identifies a related product.
UInt32 packageId
Identifier for a Trade Entry Service trade, i.e TES trade ID.
std::string rootPartyExecutingTrader
Owning User Short Name.
TradeReportType::Enum tradeReportType
Identifies the type of trade notification.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
std::vector< InstrumentAttributeGrpElem > instrumentAttributeGrp
Instrument Attribute Group.
UInt32 underlyingSettlementDate
Date the underlying instrument will settle.
std::string underlyingIssuer
The issuer or name of the underlying security.
std::vector< TrdClearingPriceLegGrpElem > trdClearingPriceLegGrp
Trd Clearing Price Leg Group.
Trd Clearing Price Leg Group Element.
TrdClearingPriceLegGrpElem()
Initialize default instance.
std::string toString() const
Returns string representation.
SInt64 legClearingTradePrice
Price in clearing notation which can be preliminary or final depending on TradeReportType (856).
SInt64 legSecurityId
Instrument identifiier of the leg security.
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
Receiver of a message.
Enum
Settlement institution.
Enum
This field qualifies an instrument type on Eurex.
Enum
Swap clearer for EFS Trades only.
Enum
Status of an allocation in a Trade Entry Service trade.
Enum
Indicates if a trade should be reported via the market reporting service.
Enum
Identifies the type of trade notification.
Enum
Indicates if a trade should be reported via the market reporting service.