Public Member Functions | |
| MassQuoteRequest () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
| Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 68 of file MassQuoteRequest.h.
| MassQuoteRequest | ( | ) |
Initialize default instance.
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virtual |
Returns template ID.
Implements Message.
|
virtual |
Returns string representation.
Implements Message.
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friend |
Definition at line 137 of file MassQuoteRequest.h.
| CrossMatchInstruction::Enum crossMatchInstruction |
Indicate the instruction for SMP. Applicable only when MatchInstCrossID (28744) is set. When CrossMatchInstruction is not set the default value is defined by the exchange.
Definition at line 104 of file MassQuoteRequest.h.
| UInt16 enrichmentRuleId |
Identifies an enrichment rule.
Definition at line 96 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 87 of file MassQuoteRequest.h.
| ExecutingTraderQualifier::Enum executingTraderQualifier |
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Definition at line 125 of file MassQuoteRequest.h.
| SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 90 of file MassQuoteRequest.h.
| UInt32 matchInstCrossId |
Self Match Prevention ID.
Definition at line 93 of file MassQuoteRequest.h.
| OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision |
Order attribute liquidity provision.
Definition at line 119 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 122 of file MassQuoteRequest.h.
| PriceValidityCheckType::Enum priceValidityCheckType |
Indicator how price validity check should be performed by the exchange.
Definition at line 107 of file MassQuoteRequest.h.
| std::vector<QuoteEntryGrpElem> quoteEntryGrp |
Quote Entry Group.
Definition at line 128 of file MassQuoteRequest.h.
| UInt64 quoteId |
Customer defined mass quote identifier.
Definition at line 78 of file MassQuoteRequest.h.
| QuoteSizeType::Enum quoteSizeType |
Identifies the quoting model.
Definition at line 113 of file MassQuoteRequest.h.
| QuoteType::Enum quoteType |
Quote type.
Definition at line 116 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 100 of file MassQuoteRequest.h.
| UInt32 senderSubId |
User ID.
Definition at line 75 of file MassQuoteRequest.h.
| ValueCheckTypeValue::Enum valueCheckTypeValue |
Indicator for checking the maximum order/quote value by the exchange.
Definition at line 110 of file MassQuoteRequest.h.
