OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
SRQSCreateDealNotification Class Reference

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

Public Member Functions

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

Public Attributes

UInt64 applSeqNum
 
UInt32 applSubId
 
ApplResendFlag::Enum applResendFlag
 
ApplId::Enum applId
 
LastFragment::Enum lastFragment
 
UInt64 transactTime
 
SInt64 lastPx
 
SInt64 lastQty
 
SInt64 securityId
 
UInt64 expireTime
 
SInt64 underlyingPx
 
SInt64 underlyingDeltaPercentage
 
SInt64 underlyingEffectiveDeltaPercentage
 
SInt64 underlyingQty
 
SInt64 underlyingPriceStipValue
 
UInt32 negotiationId
 
UInt32 tradeId
 
UInt32 origTradeId
 
TrdRptStatus::Enum trdRptStatus
 
TradeReportType::Enum tradeReportType
 
MessageEventSource::Enum messageEventSource
 
Side::Enum side
 
TradingCapacity::Enum tradingCapacity
 
TradePublishIndicator::Enum tradePublishIndicator
 
HedgingInstruction::Enum hedgingInstruction
 
std::string rootPartyExecutingFirm
 
std::string rootPartyExecutingTrader
 
std::string rootPartyEnteringTrader
 
std::string firmTradeId
 
std::string firmNegotiationId
 
std::string freeText1
 
std::string freeText2
 
std::string freeText3
 
std::string freeText5
 
PositionEffect::Enum positionEffect
 
std::string account
 
std::string partyIdBeneficiary
 
CustOrderHandlingInst::Enum custOrderHandlingInst
 
std::string partyIdOrderOriginationFirm
 
std::string partyIdPositionAccount
 
std::string partyIdLocationId
 
std::string complianceText
 
std::string partyIdTakeUpTradingFirm
 
std::vector< OrderBookItemGrpElemorderBookItemGrp
 
std::vector< SRQSTargetPartyTrdGrpElemsRQSTargetPartyTrdGrp
 

Friends

class Serializer
 

Detailed Description

Definition at line 110 of file SRQSCreateDealNotification.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 258 of file SRQSCreateDealNotification.h.

Member Data Documentation

std::string account

Account to book trades and keep positions on.

Definition at line 222 of file SRQSCreateDealNotification.h.

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 126 of file SRQSCreateDealNotification.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 123 of file SRQSCreateDealNotification.h.

UInt64 applSeqNum

Message sequence number assigned to a non-order related Eurex ETI data stream.

Definition at line 117 of file SRQSCreateDealNotification.h.

UInt32 applSubId

Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to the related subscription.

Definition at line 120 of file SRQSCreateDealNotification.h.

std::string complianceText

This field is used to provide additional regulatory information (according to respective rules and regs, circulars and bilateral coordination between participant and Trading Surveillance Office).

Definition at line 240 of file SRQSCreateDealNotification.h.

CustOrderHandlingInst::Enum custOrderHandlingInst

Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier. The field is for participant use only. Valid characters: 0x20, 0x22-0x7B, 0x7D, 0x7E.

Definition at line 228 of file SRQSCreateDealNotification.h.

UInt64 expireTime

Time a message expires.

Definition at line 144 of file SRQSCreateDealNotification.h.

std::string firmNegotiationId

User defined ID of a SRQS negotiation.

Definition at line 204 of file SRQSCreateDealNotification.h.

std::string firmTradeId

User defined deal ID.

Definition at line 201 of file SRQSCreateDealNotification.h.

std::string freeText1

First free-format text field for trader-specific or customer-related comments.

Definition at line 207 of file SRQSCreateDealNotification.h.

std::string freeText2

Second free-format text field for trader-specific or customer-related comments.

Definition at line 210 of file SRQSCreateDealNotification.h.

std::string freeText3

Third free-format text field for trader-specific or customer-related comments.

Definition at line 213 of file SRQSCreateDealNotification.h.

std::string freeText5

Text field.

Definition at line 216 of file SRQSCreateDealNotification.h.

HedgingInstruction::Enum hedgingInstruction

Indication for the hedge transaction.

Definition at line 189 of file SRQSCreateDealNotification.h.

LastFragment::Enum lastFragment

Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.

Definition at line 129 of file SRQSCreateDealNotification.h.

SInt64 lastPx

Price of this leg fill.

Definition at line 135 of file SRQSCreateDealNotification.h.

SInt64 lastQty

Quantity executed in this leg fill.

Definition at line 138 of file SRQSCreateDealNotification.h.

MessageEventSource::Enum messageEventSource

Receiver of a message.

Definition at line 177 of file SRQSCreateDealNotification.h.

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 162 of file SRQSCreateDealNotification.h.

std::vector<OrderBookItemGrpElem> orderBookItemGrp

Order Book Item Group.

Definition at line 246 of file SRQSCreateDealNotification.h.

UInt32 origTradeId

Original trade identifier in case of trade reversals.

Definition at line 168 of file SRQSCreateDealNotification.h.

std::string partyIdBeneficiary

Mandatory final KRX beneficiary account required for orders in KRX products.

Definition at line 225 of file SRQSCreateDealNotification.h.

std::string partyIdLocationId

Country code. Valid characters: 0x01-0x7E.

Definition at line 237 of file SRQSCreateDealNotification.h.

std::string partyIdOrderOriginationFirm

Partner identification at the Korea Exchange is required for orders in KRX products.

Definition at line 231 of file SRQSCreateDealNotification.h.

std::string partyIdPositionAccount

Flex Account information.

Definition at line 234 of file SRQSCreateDealNotification.h.

std::string partyIdTakeUpTradingFirm

Indicates the name of a member institution to which a give-up is designated.

Definition at line 243 of file SRQSCreateDealNotification.h.

PositionEffect::Enum positionEffect

Field is used for Eurex position management purposes and indicates whether the order is submitted to open or close a position.

Definition at line 219 of file SRQSCreateDealNotification.h.

std::string rootPartyEnteringTrader

Entering trader name of the requester.

Definition at line 198 of file SRQSCreateDealNotification.h.

std::string rootPartyExecutingFirm

Participant Short Name.

Definition at line 192 of file SRQSCreateDealNotification.h.

std::string rootPartyExecutingTrader

Owning User Short Name.

Definition at line 195 of file SRQSCreateDealNotification.h.

SInt64 securityId

The instrument identifier uniquely identifies an instrument in the core system.

Definition at line 141 of file SRQSCreateDealNotification.h.

Side::Enum side

Side of the order.

Definition at line 180 of file SRQSCreateDealNotification.h.

std::vector<SRQSTargetPartyTrdGrpElem> sRQSTargetPartyTrdGrp

SRQS Target Party Trd Group.

Definition at line 249 of file SRQSCreateDealNotification.h.

UInt32 tradeId

Uniquely identifies all order leg allocations referring to the same matching event, simple instrument and price.

Definition at line 165 of file SRQSCreateDealNotification.h.

TradePublishIndicator::Enum tradePublishIndicator

Indicates if a trade should be reported via the market reporting service.

Definition at line 186 of file SRQSCreateDealNotification.h.

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 174 of file SRQSCreateDealNotification.h.

TradingCapacity::Enum tradingCapacity

This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as a market maker.

Definition at line 183 of file SRQSCreateDealNotification.h.

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 132 of file SRQSCreateDealNotification.h.

TrdRptStatus::Enum trdRptStatus

SRQS deal status.

Definition at line 171 of file SRQSCreateDealNotification.h.

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 150 of file SRQSCreateDealNotification.h.

SInt64 underlyingEffectiveDeltaPercentage

The effective underlying delta of a Vola-Strategy.

Definition at line 153 of file SRQSCreateDealNotification.h.

SInt64 underlyingPriceStipValue

Value of stipulation.

Definition at line 159 of file SRQSCreateDealNotification.h.

SInt64 underlyingPx

Underlying price associate with a derivative instrument.

Definition at line 147 of file SRQSCreateDealNotification.h.

SInt64 underlyingQty

Nominal value.

Definition at line 156 of file SRQSCreateDealNotification.h.


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