OnixS Eurex ETI Handler C++ library  9.10.1
API documentation
EnterTESTradeRequest Class Reference

#include <OnixS/Eurex/Trading/Messages/EnterTESTradeRequest.h>

Public Member Functions

 EnterTESTradeRequest ()
 
TemplateId::Enum templateId () const
 
std::string toString () const
 
- Public Member Functions inherited from Message
virtual ~Message ()
 

Public Attributes

UInt32 senderSubId
 
SInt64 securityId
 
SInt64 lastPx
 
UInt64 transBkdTime
 
SInt64 underlyingPx
 
SInt64 relatedClosePrice
 
SInt64 relatedTradeQuantity
 
SInt64 underlyingQty
 
UInt64 compressionId
 
SInt32 marketSegmentId
 
UInt32 underlyingSettlementDate
 
UInt32 underlyingMaturityDate
 
UInt32 relatedTradeId
 
SInt32 relatedMarketSegmentId
 
TrdType::Enum trdType
 
ProductComplex::Enum productComplex
 
TradeReportType::Enum tradeReportType
 
TradePublishIndicator::Enum tradePublishIndicator
 
PartyIdSettlementLocation::Enum partyIdSettlementLocation
 
HedgeType::Enum hedgeType
 
SwapClearer::Enum swapClearer
 
std::string tradeReportText
 
std::string tradeReportId
 
std::string underlyingSecurityId
 
std::string underlyingSecurityDesc
 
std::string underlyingCurrency
 
std::string underlyingIssuer
 
std::vector< SideAllocGrpElemsideAllocGrp
 
std::vector< TrdInstrmntLegGrpElemtrdInstrmntLegGrp
 
std::vector< InstrumentEventGrpEleminstrumentEventGrp
 
std::vector< InstrumentAttributeGrpEleminstrumentAttributeGrp
 
std::vector< UnderlyingStipGrpElemunderlyingStipGrp
 

Friends

class Serializer
 

Detailed Description

Definition at line 167 of file EnterTESTradeRequest.h.

Constructor & Destructor Documentation

Initialize default instance.

Member Function Documentation

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

Friends And Related Function Documentation

friend class Serializer
friend

Definition at line 276 of file EnterTESTradeRequest.h.

Member Data Documentation

UInt64 compressionId

Compression ID.

Definition at line 198 of file EnterTESTradeRequest.h.

HedgeType::Enum hedgeType

Hedging method.

Definition at line 231 of file EnterTESTradeRequest.h.

std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp

Instrument Attribute Group.

Definition at line 264 of file EnterTESTradeRequest.h.

std::vector<InstrumentEventGrpElem> instrumentEventGrp

Instrument Event Group.

Definition at line 261 of file EnterTESTradeRequest.h.

SInt64 lastPx

Price of this leg fill.

Definition at line 180 of file EnterTESTradeRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 201 of file EnterTESTradeRequest.h.

PartyIdSettlementLocation::Enum partyIdSettlementLocation

Settlement institution.

Definition at line 228 of file EnterTESTradeRequest.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 219 of file EnterTESTradeRequest.h.

SInt64 relatedClosePrice

User defined index price.

Definition at line 189 of file EnterTESTradeRequest.h.

SInt32 relatedMarketSegmentId

Identifies a related product.

Definition at line 213 of file EnterTESTradeRequest.h.

UInt32 relatedTradeId

Identifier of a related trade.

Definition at line 210 of file EnterTESTradeRequest.h.

SInt64 relatedTradeQuantity

Quantity of the related trade.

Definition at line 192 of file EnterTESTradeRequest.h.

SInt64 securityId

The instrument identifier uniquely identifies an instrument in the core system.

Definition at line 177 of file EnterTESTradeRequest.h.

UInt32 senderSubId

User ID.

Definition at line 174 of file EnterTESTradeRequest.h.

std::vector<SideAllocGrpElem> sideAllocGrp

Side Alloc Group.

Definition at line 255 of file EnterTESTradeRequest.h.

SwapClearer::Enum swapClearer

Swap clearer for EFS Trades only.

Definition at line 234 of file EnterTESTradeRequest.h.

TradePublishIndicator::Enum tradePublishIndicator

Indicates if a trade should be reported via the market reporting service.

Definition at line 225 of file EnterTESTradeRequest.h.

std::string tradeReportId

User defined transaction ID. Part of the TES response and TES broadcast.

Definition at line 240 of file EnterTESTradeRequest.h.

std::string tradeReportText

User defined text field.

Definition at line 237 of file EnterTESTradeRequest.h.

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 222 of file EnterTESTradeRequest.h.

UInt64 transBkdTime

Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System.

Definition at line 183 of file EnterTESTradeRequest.h.

std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp

Trd Instrmnt Leg Group.

Definition at line 258 of file EnterTESTradeRequest.h.

TrdType::Enum trdType

Indicates if a trade should be reported via the market reporting service.

Definition at line 216 of file EnterTESTradeRequest.h.

std::string underlyingCurrency

Underlying security's currency.

Definition at line 249 of file EnterTESTradeRequest.h.

std::string underlyingIssuer

The issuer or name of the underlying security.

Definition at line 252 of file EnterTESTradeRequest.h.

UInt32 underlyingMaturityDate

Underlying security's maturity date.

Definition at line 207 of file EnterTESTradeRequest.h.

SInt64 underlyingPx

Underlying price associate with a derivative instrument.

Definition at line 186 of file EnterTESTradeRequest.h.

SInt64 underlyingQty

Nominal value.

Definition at line 195 of file EnterTESTradeRequest.h.

std::string underlyingSecurityDesc

Description of the Underlying security.

Definition at line 246 of file EnterTESTradeRequest.h.

std::string underlyingSecurityId

Underlying security's ID.

Definition at line 243 of file EnterTESTradeRequest.h.

UInt32 underlyingSettlementDate

Date the underlying instrument will settle.

Definition at line 204 of file EnterTESTradeRequest.h.

std::vector<UnderlyingStipGrpElem> underlyingStipGrp

Underlying Stip Group.

Definition at line 267 of file EnterTESTradeRequest.h.


The documentation for this class was generated from the following file: