#include <OnixS/Eurex/Trading/Messages/MassQuoteRequest.h>
Public Member Functions | |
MassQuoteRequest () | |
TemplateId::Enum | templateId () const |
std::string | toString () const |
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virtual | ~Message () |
Friends | |
class | Serializer |
Definition at line 69 of file MassQuoteRequest.h.
MassQuoteRequest | ( | ) |
Initialize default instance.
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virtual |
Returns template ID.
Implements Message.
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virtual |
Returns string representation.
Implements Message.
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friend |
Definition at line 127 of file MassQuoteRequest.h.
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.