OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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TESTradeBroadcast.h
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1/*
2 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3 *
4 * This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5 * and international copyright treaties.
6 *
7 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
8 * Services Agreement (the Agreement) and Customer end user license agreements granting
9 * a non-assignable, non-transferable and non-exclusive license to use the software
10 * for it's own data processing purposes under the terms defined in the Agreement.
11 *
12 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any
13 * part of this source code or associated reference material to any other location for further
14 * reproduction or redistribution, and any amendments to this copyright notice, are expressly
15 * prohibited.
16 *
17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
18 * the terms of the Agreement is a violation of copyright law.
19 */
20
21#pragma once
22
25#include "OnixS/Eurex/Trading/Export.h"
28
29#include <iosfwd>
30#include <string>
31
32namespace OnixS { namespace Eurex { namespace Trading {
33
35class ONIXS_EUREX_ETI_EXPORT TESTradeBroadcast : public Message
36{
37public:
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225 std::string account;
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235 std::string freeText1;
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238 std::string freeText2;
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241 std::string freeText3;
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268 std::string regulatoryTradeId;
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277 std::string feeIdntCode;
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283 std::string toString() const;
284
285private:
286 friend class Serializer;
287 TESTradeBroadcast(const void* data, size_t dataSize, MessageInfo& msgInfo);
288 void nativeSerializeTo(void* nativeMessage);
289};
290
291ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const TESTradeBroadcast&);
292
293}}} // namespace OnixS::Eurex::Trading
Message base class.
Definition Message.h:33
std::string rootPartyIdExecutionVenue
Root party ID execution venue.
SInt32 totNumTradeReports
Number of leg executions of the original strategy order.
RootPartyIdInvestmentDecisionMakerQualifier::Enum rootPartyIdInvestmentDecisionMakerQualifier
UInt32 srqsRelatedTradeId
Trade ID out of a SRQS Negotiation Event.
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
UInt32 negotiationId
ID of a SRQS negotiation.
std::string toString() const
Returns string representation.
SInt64 sideLastQty
Fill quantity for the original Eurex strategy.
UInt32 tradeId
Uniquely identifies all order leg allocations referring to the same matching event,...
std::string account
Account to book trades and keep positions on.
UInt64 basketTrdMatchId
System defined Basket ID.
SInt64 relatedSecurityId
Instrument identifier of the originating Eurex strategy.
UInt16 partitionId
Is required to define the scope of a Retransmission Request.
std::string feeIdntCode
This field indicates the Fee Code associated with the transaction.
SInt64 lastQty
Quantity executed in this leg fill.
UInt32 rootPartyIdClearingUnit
Clearing Business Unit ID.
UInt32 tesExecId
System transaction identifier for a Trade Entry Service transaction.
TemplateId::Enum templateId() const
Returns template ID.
TESTradeBroadcast()
Initialize default instance.
SInt64 lastPx
Price of this leg fill.
OptionalEarlyTerminationIndicator::Enum optionalEarlyTerminationIndicator
Indicates whether the counterparties have the right for early termination.
SInt64 relatedClosePrice
User defined index price.
UInt32 rootPartyIdExecutingUnit
Owning Business Unit.
ReversalIndicator::Enum reversalIndicator
Indicator whether the reversal of the TES trade is electronically requested or not.
RelatedProductComplex::Enum relatedProductComplex
Instrument type of the original Eurex strategy.
std::string basketPartyContraFirm
The identifier of the basket member counterparty institution.
std::string regulatoryTradeId
TVTIC - Trading Venue Transaction Identification Code.
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
Order attribute liquidity provision.
OrderOrigination::Enum orderOrigination
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
UInt32 rootPartyIdSessionId
Identification of the technical session.
UInt32 basketProfileId
ID of the Basket profile.
std::string freeText2
Second free-format text field for trader-specific or customer-related comments.
OrderAttributeRiskReduction::Enum orderAttributeRiskReduction
Order attribute risk reduction.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
std::string rootPartyIdBeneficiary
Mandatory final KRX beneficiary account required for orders in KRX products.
ExecutingTraderQualifier::Enum executingTraderQualifier
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
TradePublishIndicator::Enum tradePublishIndicator
Indicates if a trade should be reported via the market reporting service.
MultilegPriceModel::Enum multilegPriceModel
Price decomposition method for legs of a complex instrument.
SInt64 clearingTradeQty
Final traded quantity.
UInt64 origBasketTrdMatchId
System defined Original Basket ID.
std::string rootPartyIdOrderOriginationFirm
KRX Member ID.
CustOrderHandlingInst::Enum custOrderHandlingInst
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.
UInt32 sideTradeId
Private trade identifier of an order or quote match event.
UInt64 applSeqNum
Message sequence number assigned to a non-order related Eurex ETI data stream.
TransferReason::Enum transferReason
Identifies the role for which the trade notification is received.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
std::string rootPartyIdPositionAccount
Flex Account information.
std::string rootPartyClearingFirm
Clearing Member Short Name.
MultiLegReportingType::Enum multiLegReportingType
Indicates if the trade resulted from a single order or a multi leg order.
SInt64 sideLastPx
Fill price for the original Eurex strategy.
SInt32 securitySubType
This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy.
std::string rootPartyExecutingFirm
Participant Short Name.
UInt32 origTradeId
Original trade identifier in case of trade reversals.
SInt32 relatedSymbol
Product identifier of the original Eurex strategy.
UInt64 transactTime
Timestamp of the match event (trade).
std::string freeText1
First free-format text field for trader-specific or customer-related comments.
std::string freeText3
Third free-format text field for trader-specific or customer-related comments.
std::string basketSideTradeReportId
User defined Basket trade ID.
std::string rootPartyClearingOrganization
Clearing House Short Name.
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.
UInt32 strategyLinkId
Identifier that links all trades resulting from a match step of a strategy order.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
std::string rootPartyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
TradeAggregationTransType::Enum tradeAggregationTransType
Trade Aggregation Identifier.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
signed int SInt32
Definition Defines.h:41
unsigned int UInt32
Definition Defines.h:45
signed long long SInt64
Definition Defines.h:42
unsigned long long UInt64
Definition Defines.h:46
unsigned short UInt16
Definition Defines.h:44
Enum
Identifier for subscription and retransmission of an ETI data stream.
Enum
Indicates a retransmission message.
Enum
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Enum
Indicates if the trade resulted from a single order or a multi leg order.
Enum
Price decomposition method for legs of a complex instrument.
Enum
Indicates whether the counterparties have the right for early termination.
Enum
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
Enum
This field qualifies an instrument type on Eurex.
Enum
Instrument type of the original Eurex strategy.
Enum
Indicator whether the reversal of the TES trade is electronically requested or not.
Enum
Indicates if a trade should be reported via the market reporting service.
Enum
Identifies the type of trade notification.
Enum
Identifies the role for which the trade notification is received.
Enum
Indicates if a trade should be reported via the market reporting service.