MassQuoteRequest Class Reference

#include <OnixS/Eurex/Trading/Messages/MassQuoteRequest.h>

Public Member Functions
	MassQuoteRequest ()
TemplateId::Enum	templateId () const
std::string	toString () const
Public Member Functions inherited from Message
virtual	~Message ()

Public Attributes
UInt32	senderSubId
UInt64	quoteId
UInt64	partyIdInvestmentDecisionMaker
UInt64	executingTrader
SInt32	marketSegmentId
UInt32	matchInstCrossId
UInt16	enrichmentRuleId
SelfMatchPreventionInstruction::Enum	selfMatchPreventionInstruction
PriceValidityCheckType::Enum	priceValidityCheckType
ValueCheckTypeValue::Enum	valueCheckTypeValue
QuoteSizeType::Enum	quoteSizeType
QuoteType::Enum	quoteType
OrderAttributeLiquidityProvision::Enum	orderAttributeLiquidityProvision
PartyIdInvestmentDecisionMakerQualifier::Enum	partyIdInvestmentDecisionMakerQualifier
ExecutingTraderQualifier::Enum	executingTraderQualifier
std::vector< QuoteEntryGrpElem >	quoteEntryGrp

Friends
class	Serializer

Detailed Description

Definition at line 69 of file MassQuoteRequest.h.

Constructor & Destructor Documentation

MassQuoteRequest

(

)

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 130 of file MassQuoteRequest.h.

Member Data Documentation

UInt16 enrichmentRuleId

Identifies an enrichment rule.

Definition at line 94 of file MassQuoteRequest.h.

UInt64 executingTrader

Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm within the member or participant of the trading venue who is responsible for the execution of the transaction resulting from the order.

Definition at line 85 of file MassQuoteRequest.h.

ExecutingTraderQualifier::Enum executingTraderQualifier

Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.

Definition at line 118 of file MassQuoteRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 88 of file MassQuoteRequest.h.

UInt32 matchInstCrossId

Self Match Prevention ID.

Definition at line 91 of file MassQuoteRequest.h.

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 112 of file MassQuoteRequest.h.

UInt64 partyIdInvestmentDecisionMaker

Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or the algorithm within the member or participant of the Trading Venue who is responsible for the investment decision.

Definition at line 82 of file MassQuoteRequest.h.

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 115 of file MassQuoteRequest.h.

PriceValidityCheckType::Enum priceValidityCheckType

Indicator how price validity check should be performed by the exchange.

Definition at line 100 of file MassQuoteRequest.h.

std::vector<QuoteEntryGrpElem> quoteEntryGrp

Quote Entry Group.

Definition at line 121 of file MassQuoteRequest.h.

UInt64 quoteId

Customer defined mass quote identifier.

Definition at line 79 of file MassQuoteRequest.h.

QuoteSizeType::Enum quoteSizeType

Identifies the quoting model.

Definition at line 106 of file MassQuoteRequest.h.

QuoteType::Enum quoteType

Quote type.

Definition at line 109 of file MassQuoteRequest.h.

SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction

Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfMatchPreventionInstruction is 100 (Reject cross on business unit level).

Definition at line 97 of file MassQuoteRequest.h.

UInt32 senderSubId

User ID.

Definition at line 76 of file MassQuoteRequest.h.

ValueCheckTypeValue::Enum valueCheckTypeValue

Indicator for checking the maximum order/quote value by the exchange.

Definition at line 103 of file MassQuoteRequest.h.

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

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