22 #include "OnixS/Eurex/Trading/Export.h" 160 std::string toString ()
const;
163 friend class Serializer;
165 void nativeSerializeTo (
void* nativeMessage);
SkipValidations::Enum skipValidations
Indicator to skip validations.
std::string underlyingIssuer
The issuer or name of the underlying security.
SInt64 relatedClosePrice
User defined index price.
TrdType::Enum trdType
Indicates if a trade should be reported via the market reporting service.
SInt32 relatedMarketSegmentId
Identifies a related product.
SInt64 underlyingQty
Nominal value.
UInt64 transBkdTime
Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System...
Upload TES Trade Request Message.
Enum
Settlement institution.
unsigned long long UInt64
Enum
Indicates if a trade should be reported via the market reporting service.
UInt32 senderSubId
User ID.
std::string underlyingSecurityId
Underlying security's ID.
UInt32 underlyingSettlementDate
Date the underlying instrument will settle.
SInt64 relatedTradeQuantity
Quantity of the related trade.
std::vector< InstrumentEventGrpElem > instrumentEventGrp
Instrument Event Group.
Enum
This field qualifies an instrument type on Eurex.
std::string tradeReportId
User defined transaction ID. Part of the TES response and TES broadcast.
std::string underlyingCurrency
Underlying security's currency.
Enum
Swap clearer for EFS Trades only.
Enum
Indicates if a trade should be reported via the market reporting service.
std::vector< TrdInstrmntLegGrpElem > trdInstrmntLegGrp
Trd Instrmnt Leg Group.
PartyIdSettlementLocation::Enum partyIdSettlementLocation
Settlement institution.
HedgeType::Enum hedgeType
Hedging method.
std::vector< InstrumentAttributeGrpElem > instrumentAttributeGrp
Instrument Attribute Group.
UInt32 relatedTradeId
Identifier of a related trade.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
ValueCheckTypeMinLotSize::Enum valueCheckTypeMinLotSize
Indicator for checking the Minimum Lot Size by the exchange. Only used for EEX. Mandatory if TrdRptSt...
Enum
Indicator for checking the Minimum Lot Size by the exchange. Only used for EEX. Mandatory if TrdRptSt...
SInt64 relatedPx
Price of the related instrument.
std::string tradeReportText
User defined text field.
TrdRptStatus::Enum trdRptStatus
SRQS deal status.
TradePlatform::Enum tradePlatform
Indicates trade platform. Can only be used for EEX.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
SInt64 underlyingPx
Underlying price associate with a derivative instrument.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
std::string underlyingSecurityDesc
Description of the Underlying security.
TradeReportType::Enum tradeReportType
Identifies the type of trade notification.
SInt64 lastPx
Price of this leg fill.
Enum
Indicator to skip validations.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
std::vector< SideAllocExtGrpElem > sideAllocExtGrp
Side Alloc Ext Group.
UInt32 underlyingMaturityDate
Underlying security's maturity date.
Enum
Identifies the type of trade notification.
SwapClearer::Enum swapClearer
Swap clearer for EFS Trades only.
SInt64 relatedSecurityId
Instrument identifier of the originating Eurex strategy.
TradePublishIndicator::Enum tradePublishIndicator
Indicates if a trade should be reported via the market reporting service.
std::vector< UnderlyingStipGrpElem > underlyingStipGrp
Underlying Stip Group.