MMParameterDefinitionRequest Class Reference

#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
MMRiskLimitActionType::Enum	mmRiskLimitActionType
SInt32	marketSegmentId
UInt32	targetPartyIdSessionId
SInt32	pctCount

Friends
class	Serializer

Detailed Description

Definition at line 35 of file MMParameterDefinitionRequest.h.

Constructor & Destructor Documentation

MMParameterDefinitionRequest

(

)

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 76 of file MMParameterDefinitionRequest.h.

Member Data Documentation

SInt64 cumQty

Cumulated executed quantity of an order.

Definition at line 48 of file MMParameterDefinitionRequest.h.

SInt64 delta

Absolute number of (long calls + short puts) - (short calls + long puts).

Definition at line 51 of file MMParameterDefinitionRequest.h.

SInt64 exposureDuration

Participant defined time frame the risk protection parameters should be counted.

Definition at line 45 of file MMParameterDefinitionRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 60 of file MMParameterDefinitionRequest.h.

MMRiskLimitActionType::Enum mmRiskLimitActionType

Action for reaching risk limit.

Definition at line 57 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 67 of file MMParameterDefinitionRequest.h.

UInt32 senderSubId

User ID.

Definition at line 42 of file MMParameterDefinitionRequest.h.

UInt32 targetPartyIdSessionId

Owning Session ID.

Definition at line 63 of file MMParameterDefinitionRequest.h.

SInt64 vega

Absolute number of contracts purchased reduced by the number of contracts sold.

Definition at line 54 of file MMParameterDefinitionRequest.h.

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

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