OnixS Eurex ETI Handler C++ library  9.10.1
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
 

Friends

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
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 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: