OnixS Eurex ETI Handler C++ library  9.15.2
API documentation
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
PriceValidityCheckType::Enum priceValidityCheckType
ValueCheckTypeValue::Enum valueCheckTypeValue
QuoteSizeType::Enum quoteSizeType
QuoteType::Enum quoteType
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
ExecutingTraderQualifier::Enum executingTraderQualifier
std::vector< QuoteEntryGrpElemquoteEntryGrp


class Serializer

Detailed Description

Definition at line 69 of file MassQuoteRequest.h.

Constructor & Destructor Documentation

Initialize default instance.

Member Function Documentation

TemplateId::Enum templateId ( ) const

Returns template ID.

Implements Message.

std::string toString ( ) const

Returns string representation.

Implements Message.

Friends And Related Function Documentation

friend class Serializer

Definition at line 127 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 115 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 109 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 112 of file MassQuoteRequest.h.

PriceValidityCheckType::Enum priceValidityCheckType

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

Definition at line 97 of file MassQuoteRequest.h.

std::vector<QuoteEntryGrpElem> quoteEntryGrp

Quote Entry Group.

Definition at line 118 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 103 of file MassQuoteRequest.h.

QuoteType::Enum quoteType

Quote type.

Definition at line 106 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 100 of file MassQuoteRequest.h.

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