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	relatedSecurityId
SInt64	relatedPx
SInt64	underlyingQty
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< SideAllocGrpElem >	sideAllocGrp
std::vector< TrdInstrmntLegGrpElem >	trdInstrmntLegGrp
std::vector< InstrumentEventGrpElem >	instrumentEventGrp
std::vector< InstrumentAttributeGrpElem >	instrumentAttributeGrp
std::vector< UnderlyingStipGrpElem >	underlyingStipGrp

Friends
class	Serializer

Detailed Description

Definition at line 167 of file EnterTESTradeRequest.h.

Constructor & Destructor Documentation

EnterTESTradeRequest

(

)

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 279 of file EnterTESTradeRequest.h.

Member Data Documentation

HedgeType::Enum hedgeType

Hedging method.

Definition at line 234 of file EnterTESTradeRequest.h.

std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp

Instrument Attribute Group.

Definition at line 267 of file EnterTESTradeRequest.h.

std::vector<InstrumentEventGrpElem> instrumentEventGrp

Instrument Event Group.

Definition at line 264 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 204 of file EnterTESTradeRequest.h.

PartyIdSettlementLocation::Enum partyIdSettlementLocation

Settlement institution.

Definition at line 231 of file EnterTESTradeRequest.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 222 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 216 of file EnterTESTradeRequest.h.

SInt64 relatedPx

Price of the related instrument.

Definition at line 198 of file EnterTESTradeRequest.h.

SInt64 relatedSecurityId

Instrument identifier of the originating Eurex strategy.

Definition at line 195 of file EnterTESTradeRequest.h.

UInt32 relatedTradeId

Identifier of a related trade.

Definition at line 213 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 258 of file EnterTESTradeRequest.h.

SwapClearer::Enum swapClearer

Swap clearer for EFS Trades only.

Definition at line 237 of file EnterTESTradeRequest.h.

TradePublishIndicator::Enum tradePublishIndicator

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

Definition at line 228 of file EnterTESTradeRequest.h.

std::string tradeReportId

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

Definition at line 243 of file EnterTESTradeRequest.h.

std::string tradeReportText

User defined text field.

Definition at line 240 of file EnterTESTradeRequest.h.

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 225 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 261 of file EnterTESTradeRequest.h.

TrdType::Enum trdType

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

Definition at line 219 of file EnterTESTradeRequest.h.

std::string underlyingCurrency

Underlying security's currency.

Definition at line 252 of file EnterTESTradeRequest.h.

std::string underlyingIssuer

The issuer or name of the underlying security.

Definition at line 255 of file EnterTESTradeRequest.h.

UInt32 underlyingMaturityDate

Underlying security's maturity date.

Definition at line 210 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 201 of file EnterTESTradeRequest.h.

std::string underlyingSecurityDesc

Description of the Underlying security.

Definition at line 249 of file EnterTESTradeRequest.h.

std::string underlyingSecurityId

Underlying security's ID.

Definition at line 246 of file EnterTESTradeRequest.h.

UInt32 underlyingSettlementDate

Date the underlying instrument will settle.

Definition at line 207 of file EnterTESTradeRequest.h.

std::vector<UnderlyingStipGrpElem> underlyingStipGrp

Underlying Stip Group.

Definition at line 270 of file EnterTESTradeRequest.h.

---

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

• include/OnixS/Eurex/Trading/Messages/EnterTESTradeRequest.h