25#include "OnixS/Eurex/Trading/Export.h"
288 void nativeSerializeTo(
void* nativeMessage);
TES Trade Broadcast Message.
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.
LastFragment::Enum lastFragment
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.
SInt64 clearingTradePrice
Final trade price.
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.
UInt64 rootPartyIdClientId
RelatedProductComplex::Enum relatedProductComplex
Instrument type of the original Eurex strategy.
std::string basketPartyContraFirm
The identifier of the basket member counterparty institution.
UInt64 rootPartyIdInvestmentDecisionMaker
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.
PositionEffect::Enum positionEffect
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.
Side::Enum side
Side of the order.
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 rootPartyIdExecutingTrader
Owning User ID.
UInt32 tradeDate
Trade date.
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.
TradingCapacity::Enum tradingCapacity
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.
unsigned long long UInt64
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 attribute liquidity provision.
Enum
Order attribute risk reduction.
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
Indicator whether the reversal of the TES trade is electronically requested or not.
Enum
Trade Aggregation Identifier.
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.