OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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EnterTESTradeRequest Class Reference

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 166 of file EnterTESTradeRequest.h.

Constructor & Destructor Documentation

◆ EnterTESTradeRequest()

EnterTESTradeRequest ( )

Initialize default instance.

Member Function Documentation

◆ templateId()

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

◆ toString()

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

◆ Serializer

friend class Serializer
friend

Definition at line 278 of file EnterTESTradeRequest.h.

Member Data Documentation

◆ hedgeType

HedgeType::Enum hedgeType

Hedging method.

Definition at line 233 of file EnterTESTradeRequest.h.

◆ instrumentAttributeGrp

std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp

Instrument Attribute Group.

Definition at line 266 of file EnterTESTradeRequest.h.

◆ instrumentEventGrp

std::vector<InstrumentEventGrpElem> instrumentEventGrp

Instrument Event Group.

Definition at line 263 of file EnterTESTradeRequest.h.

◆ lastPx

SInt64 lastPx

Price of this leg fill.

Definition at line 179 of file EnterTESTradeRequest.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 203 of file EnterTESTradeRequest.h.

◆ partyIdSettlementLocation

PartyIdSettlementLocation::Enum partyIdSettlementLocation

Settlement institution.

Definition at line 230 of file EnterTESTradeRequest.h.

◆ productComplex

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 221 of file EnterTESTradeRequest.h.

◆ relatedClosePrice

SInt64 relatedClosePrice

User defined index price.

Definition at line 188 of file EnterTESTradeRequest.h.

◆ relatedMarketSegmentId

SInt32 relatedMarketSegmentId

Identifies a related product.

Definition at line 215 of file EnterTESTradeRequest.h.

◆ relatedPx

SInt64 relatedPx

Price of the related instrument.

Definition at line 197 of file EnterTESTradeRequest.h.

◆ relatedSecurityId

SInt64 relatedSecurityId

Instrument identifier of the originating Eurex strategy.

Definition at line 194 of file EnterTESTradeRequest.h.

◆ relatedTradeId

UInt32 relatedTradeId

Identifier of a related trade.

Definition at line 212 of file EnterTESTradeRequest.h.

◆ relatedTradeQuantity

SInt64 relatedTradeQuantity

Quantity of the related trade.

Definition at line 191 of file EnterTESTradeRequest.h.

◆ securityId

SInt64 securityId

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

Definition at line 176 of file EnterTESTradeRequest.h.

◆ senderSubId

UInt32 senderSubId

User ID.

Definition at line 173 of file EnterTESTradeRequest.h.

◆ sideAllocGrp

std::vector<SideAllocGrpElem> sideAllocGrp

Side Alloc Group.

Definition at line 257 of file EnterTESTradeRequest.h.

◆ swapClearer

SwapClearer::Enum swapClearer

Swap clearer for EFS Trades only.

Definition at line 236 of file EnterTESTradeRequest.h.

◆ tradePublishIndicator

TradePublishIndicator::Enum tradePublishIndicator

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

Definition at line 227 of file EnterTESTradeRequest.h.

◆ tradeReportId

std::string tradeReportId

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

Definition at line 242 of file EnterTESTradeRequest.h.

◆ tradeReportText

std::string tradeReportText

User defined text field.

Definition at line 239 of file EnterTESTradeRequest.h.

◆ tradeReportType

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 224 of file EnterTESTradeRequest.h.

◆ transBkdTime

UInt64 transBkdTime

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

Definition at line 182 of file EnterTESTradeRequest.h.

◆ trdInstrmntLegGrp

std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp

Trd Instrmnt Leg Group.

Definition at line 260 of file EnterTESTradeRequest.h.

◆ trdType

TrdType::Enum trdType

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

Definition at line 218 of file EnterTESTradeRequest.h.

◆ underlyingCurrency

std::string underlyingCurrency

Underlying security's currency.

Definition at line 251 of file EnterTESTradeRequest.h.

◆ underlyingIssuer

std::string underlyingIssuer

The issuer or name of the underlying security.

Definition at line 254 of file EnterTESTradeRequest.h.

◆ underlyingMaturityDate

UInt32 underlyingMaturityDate

Underlying security's maturity date.

Definition at line 209 of file EnterTESTradeRequest.h.

◆ underlyingPx

SInt64 underlyingPx

Underlying price associate with a derivative instrument.

Definition at line 185 of file EnterTESTradeRequest.h.

◆ underlyingQty

SInt64 underlyingQty

Nominal value.

Definition at line 200 of file EnterTESTradeRequest.h.

◆ underlyingSecurityDesc

std::string underlyingSecurityDesc

Description of the Underlying security.

Definition at line 248 of file EnterTESTradeRequest.h.

◆ underlyingSecurityId

std::string underlyingSecurityId

Underlying security's ID.

Definition at line 245 of file EnterTESTradeRequest.h.

◆ underlyingSettlementDate

UInt32 underlyingSettlementDate

Date the underlying instrument will settle.

Definition at line 206 of file EnterTESTradeRequest.h.

◆ underlyingStipGrp

std::vector<UnderlyingStipGrpElem> underlyingStipGrp

Underlying Stip Group.

Definition at line 269 of file EnterTESTradeRequest.h.