#include <OnixS/Eurex/Trading/Messages/MMParameterDefinitionRequest.h>
Public Member Functions | |
MMParameterDefinitionRequest () | |
TemplateId::Enum | templateId () const |
std::string | toString () const |
Public Member Functions inherited from Message | |
virtual | ~Message () |
Public Attributes | |
UInt32 | senderSubId |
SInt64 | exposureDuration |
SInt64 | cumQty |
SInt64 | delta |
SInt64 | vega |
SInt32 | marketSegmentId |
UInt32 | targetPartyIdSessionId |
SInt32 | pctCount |
Friends | |
class | Serializer |
Definition at line 36 of file MMParameterDefinitionRequest.h.
Initialize default instance.
|
virtual |
Returns template ID.
Implements Message.
|
virtual |
Returns string representation.
Implements Message.
|
friend |
Definition at line 73 of file MMParameterDefinitionRequest.h.
SInt64 cumQty |
Cumulated executed quantity of an order.
Definition at line 49 of file MMParameterDefinitionRequest.h.
SInt64 delta |
Absolute number of (long calls + short puts) - (short calls + long puts).
Definition at line 52 of file MMParameterDefinitionRequest.h.
SInt64 exposureDuration |
Participant defined time frame the risk protection parameters should be counted.
Definition at line 46 of file MMParameterDefinitionRequest.h.
SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 58 of file MMParameterDefinitionRequest.h.
SInt32 pctCount |
Percentage threshold: the system counts each trade as a percentage of the original volume and sums the percentages.
Definition at line 64 of file MMParameterDefinitionRequest.h.
UInt32 senderSubId |
User ID.
Definition at line 43 of file MMParameterDefinitionRequest.h.
UInt32 targetPartyIdSessionId |
Owning Session ID.
Definition at line 61 of file MMParameterDefinitionRequest.h.
SInt64 vega |
Absolute number of contracts purchased reduced by the number of contracts sold.
Definition at line 55 of file MMParameterDefinitionRequest.h.