22 #include "OnixS/Eurex/Trading/Export.h" 265 std::string toString ()
const;
268 friend class Serializer;
270 void nativeSerializeTo (
void* nativeMessage);
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
UInt32 massOrderReportId
Mass order response identifier generated by the exchange.
ExecutingTraderQualifier::Enum executingTraderQualifier
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...
Enum
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Enum
Indicates a retransmission message.
RelatedProductComplex::Enum relatedProductComplex
Instrument type of the original Eurex strategy.
UInt64 rootPartyIdInvestmentDecisionMaker
Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or...
UInt32 sideTradeId
Private trade identifier of an order or quote match event.
Enum
Side of the order in the original Eurex strategy.
UInt64 clOrdId
Unique participant defined order request identifier.
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Enum
Order attribute risk reduction.
std::string rootPartyExecutingTrader
Owning User Short Name.
UInt32 matchDate
Business day of the match event.
TradingCapacity::Enum tradingCapacity
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
SInt64 leavesQty
Remaining quantity of an order.
Enum
Order attribute liquidity provision.
SInt64 lastPx
Price of this leg fill.
std::string rootPartyClearingFirm
Clearing Member Short Name.
UInt32 rootPartyIdExecutingUnit
Owning Business Unit.
SInt32 totNumTradeReports
Number of leg executions of the original strategy order.
Enum
The point in the matching process at which this trade was matched.
unsigned long long UInt64
std::string account
Account to book trades and keep positions on.
OrderAttributeRiskReduction::Enum orderAttributeRiskReduction
Order attribute risk reduction.
PositionEffect::Enum positionEffect
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
UInt64 executingTrader
Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm withi...
MatchSubType::Enum matchSubType
Indicates the auction type the trade originates from.
SInt64 sideLastPx
Fill price for the original Eurex strategy.
std::string rootPartyIdBeneficiary
Mandatory final KRX beneficiary account required for orders in KRX products.
UInt32 origTradeId
Original trade identifier in case of trade reversals.
Enum
Qualifier for field PartyIdInvestmentDecisionMaker. Members/participants will have the possibility to...
std::string rootPartyIdOrderOriginationFirm
KRX Member ID.
std::string feeIdntCode
This field indicates the Fee Code associated with the transaction.
UInt32 strategyLinkId
Identifier that links all trades resulting from a match step of a strategy order. ...
MultiLegReportingType::Enum multiLegReportingType
Indicates if the trade resulted from a single order or a multi leg order.
OrderCategory::Enum orderCategory
Indicates if the trade notification results from an order or quote.
MatchType::Enum matchType
The point in the matching process at which this trade was matched.
RootPartyIdInvestmentDecisionMakerQualifier::Enum rootPartyIdInvestmentDecisionMakerQualifier
Qualifier for field PartyIdInvestmentDecisionMaker. Members/participants will have the possibility to...
Enum
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
UInt64 applSeqNum
Message sequence number assigned to a non-order related Eurex ETI data stream.
UInt64 rootPartyIdClientId
Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent ...
SInt64 relatedSecurityId
Instrument identifier of the originating Eurex strategy.
OrderSide::Enum orderSide
Side of the order in the original Eurex strategy.
UInt32 applSubId
Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to t...
OrderOrigination::Enum orderOrigination
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
TransferReason::Enum transferReason
Identifies the role for which the trade notification is received.
std::string regulatoryTradeId
TVTIC - Trading Venue Transaction Identification Code.
Enum
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
UInt64 transactTime
Timestamp of the match event (trade).
UInt16 partitionId
Is required to define the scope of a Retransmission Request.
OrdType::Enum ordType
Order type.
SInt64 clearingTradeQty
Final traded quantity.
Enum
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
UInt32 rootPartyIdSessionId
Identification of the technical session.
std::string rootPartyExecutingFirm
Participant Short Name.
TradeReportType::Enum tradeReportType
Identifies the type of trade notification.
CustOrderHandlingInst::Enum custOrderHandlingInst
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
std::string rootPartyIdPositionAccount
Flex Account information.
SInt64 lastQty
Quantity executed in this leg fill.
Enum
Indicates if the trade notification results from an order or quote.
SInt64 cumQty
Cumulated executed quantity of an order.
UInt32 tradeId
Uniquely identifies all order leg allocations referring to the same matching event, simple instrument and price.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
std::string rootPartyIdExecutionVenue
Root party ID execution venue.
SideLiquidityInd::Enum sideLiquidityInd
Order initiator is passive or aggressor.
Enum
Identifier for subscription and retransmission of an ETI data stream.
std::string rootPartyClearingOrganization
Clearing House Short Name.
std::string freeText1
First free-format text field for trader-specific or customer-related comments.
std::string freeText2
Second free-format text field for trader-specific or customer-related comments.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
UInt32 rootPartyIdExecutingTrader
Owning User ID.
Side::Enum side
Side of the order.
Enum
Order initiator is passive or aggressor.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
std::string rootPartyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
Enum
Indicates if the trade resulted from a single order or a multi leg order.
UInt32 rootPartyIdClearingUnit
Clearing Business Unit ID.
SInt32 relatedSymbol
Product identifier of the original Eurex strategy.
std::string freeText3
Third free-format text field for trader-specific or customer-related comments.
SInt64 sideLastQty
Fill quantity for the original Eurex strategy.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
Enum
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
Enum
Identifies the role for which the trade notification is received.
Enum
Identifies the type of trade notification.
UInt32 trdMatchId
Unique identifier for each price level of a match event (used for public trade reporting).
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
Order attribute liquidity provision.
SInt64 clearingTradePrice
Final trade price.
Enum
Indicates the auction type the trade originates from.
Enum
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...
SInt64 underlyingPx
Underlying price associate with a derivative instrument.
UInt64 orderId
Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order...
SInt32 securitySubType
This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy...