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

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()

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 76 of file MMParameterDefinitionRequest.h.

Member Data Documentation

◆ cumQty

SInt64 cumQty

Cumulated executed quantity of an order.

Definition at line 48 of file MMParameterDefinitionRequest.h.

◆ delta

SInt64 delta

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

Definition at line 51 of file MMParameterDefinitionRequest.h.

◆ exposureDuration

SInt64 exposureDuration

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

Definition at line 45 of file MMParameterDefinitionRequest.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 60 of file MMParameterDefinitionRequest.h.

◆ mmRiskLimitActionType

MMRiskLimitActionType::Enum mmRiskLimitActionType

Action for reaching risk limit.

Definition at line 57 of file MMParameterDefinitionRequest.h.

◆ pctCount

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.

◆ senderSubId

UInt32 senderSubId

User ID.

Definition at line 42 of file MMParameterDefinitionRequest.h.

◆ targetPartyIdSessionId

UInt32 targetPartyIdSessionId

Owning Session ID.

Definition at line 63 of file MMParameterDefinitionRequest.h.

◆ vega

SInt64 vega

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

Definition at line 54 of file MMParameterDefinitionRequest.h.