OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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SRQSCreateDealNotification Class Reference

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 109 of file SRQSCreateDealNotification.h.

Constructor & Destructor Documentation

◆ SRQSCreateDealNotification()

Initialize default instance.

Member Function Documentation

◆ templateId()

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

◆ toString()

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

◆ Serializer

friend class Serializer
friend

Definition at line 263 of file SRQSCreateDealNotification.h.

Member Data Documentation

◆ account

std::string account

Account to book trades and keep positions on.

Definition at line 225 of file SRQSCreateDealNotification.h.

◆ applId

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 126 of file SRQSCreateDealNotification.h.

◆ applResendFlag

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 123 of file SRQSCreateDealNotification.h.

◆ applSeqNum

UInt64 applSeqNum

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

Definition at line 116 of file SRQSCreateDealNotification.h.

◆ applSubId

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.

◆ complianceText

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 245 of file SRQSCreateDealNotification.h.

◆ custOrderHandlingInst

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 232 of file SRQSCreateDealNotification.h.

◆ expireTime

UInt64 expireTime

Time a message expires.

Definition at line 145 of file SRQSCreateDealNotification.h.

◆ firmNegotiationId

std::string firmNegotiationId

User defined ID of a SRQS negotiation.

Definition at line 206 of file SRQSCreateDealNotification.h.

◆ firmTradeId

std::string firmTradeId

User defined deal ID.

Definition at line 203 of file SRQSCreateDealNotification.h.

◆ freeText1

std::string freeText1

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

Definition at line 209 of file SRQSCreateDealNotification.h.

◆ freeText2

std::string freeText2

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

Definition at line 212 of file SRQSCreateDealNotification.h.

◆ freeText3

std::string freeText3

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

Definition at line 215 of file SRQSCreateDealNotification.h.

◆ freeText5

std::string freeText5

Text field.

Definition at line 218 of file SRQSCreateDealNotification.h.

◆ hedgingInstruction

HedgingInstruction::Enum hedgingInstruction

Indication for the hedge transaction.

Definition at line 191 of file SRQSCreateDealNotification.h.

◆ lastFragment

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 130 of file SRQSCreateDealNotification.h.

◆ lastPx

SInt64 lastPx

Price of this leg fill.

Definition at line 136 of file SRQSCreateDealNotification.h.

◆ lastQty

SInt64 lastQty

Quantity executed in this leg fill.

Definition at line 139 of file SRQSCreateDealNotification.h.

◆ messageEventSource

MessageEventSource::Enum messageEventSource

Receiver of a message.

Definition at line 178 of file SRQSCreateDealNotification.h.

◆ negotiationId

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 163 of file SRQSCreateDealNotification.h.

◆ orderBookItemGrp

std::vector<OrderBookItemGrpElem> orderBookItemGrp

Order Book Item Group.

Definition at line 251 of file SRQSCreateDealNotification.h.

◆ origTradeId

UInt32 origTradeId

Original trade identifier in case of trade reversals.

Definition at line 169 of file SRQSCreateDealNotification.h.

◆ partyIdBeneficiary

std::string partyIdBeneficiary

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

Definition at line 228 of file SRQSCreateDealNotification.h.

◆ partyIdLocationId

std::string partyIdLocationId

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

Definition at line 241 of file SRQSCreateDealNotification.h.

◆ partyIdOrderOriginationFirm

std::string partyIdOrderOriginationFirm

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

Definition at line 235 of file SRQSCreateDealNotification.h.

◆ partyIdPositionAccount

std::string partyIdPositionAccount

Flex Account information.

Definition at line 238 of file SRQSCreateDealNotification.h.

◆ partyIdTakeUpTradingFirm

std::string partyIdTakeUpTradingFirm

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

Definition at line 248 of file SRQSCreateDealNotification.h.

◆ positionEffect

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 222 of file SRQSCreateDealNotification.h.

◆ rootPartyEnteringTrader

std::string rootPartyEnteringTrader

Entering trader name of the requester.

Definition at line 200 of file SRQSCreateDealNotification.h.

◆ rootPartyExecutingFirm

std::string rootPartyExecutingFirm

Participant Short Name.

Definition at line 194 of file SRQSCreateDealNotification.h.

◆ rootPartyExecutingTrader

std::string rootPartyExecutingTrader

Owning User Short Name.

Definition at line 197 of file SRQSCreateDealNotification.h.

◆ securityId

SInt64 securityId

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

Definition at line 142 of file SRQSCreateDealNotification.h.

◆ side

Side::Enum side

Side of the order.

Definition at line 181 of file SRQSCreateDealNotification.h.

◆ sRQSTargetPartyTrdGrp

std::vector<SRQSTargetPartyTrdGrpElem> sRQSTargetPartyTrdGrp

SRQS Target Party Trd Group.

Definition at line 254 of file SRQSCreateDealNotification.h.

◆ tradeId

UInt32 tradeId

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

Definition at line 166 of file SRQSCreateDealNotification.h.

◆ tradePublishIndicator

TradePublishIndicator::Enum tradePublishIndicator

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

Definition at line 188 of file SRQSCreateDealNotification.h.

◆ tradeReportType

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 175 of file SRQSCreateDealNotification.h.

◆ tradingCapacity

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 185 of file SRQSCreateDealNotification.h.

◆ transactTime

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 133 of file SRQSCreateDealNotification.h.

◆ trdRptStatus

TrdRptStatus::Enum trdRptStatus

SRQS deal status.

Definition at line 172 of file SRQSCreateDealNotification.h.

◆ underlyingDeltaPercentage

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 151 of file SRQSCreateDealNotification.h.

◆ underlyingEffectiveDeltaPercentage

SInt64 underlyingEffectiveDeltaPercentage

The effective underlying delta of a Vola-Strategy.

Definition at line 154 of file SRQSCreateDealNotification.h.

◆ underlyingPriceStipValue

SInt64 underlyingPriceStipValue

Value of stipulation.

Definition at line 160 of file SRQSCreateDealNotification.h.

◆ underlyingPx

SInt64 underlyingPx

Underlying price associate with a derivative instrument.

Definition at line 148 of file SRQSCreateDealNotification.h.

◆ underlyingQty

SInt64 underlyingQty

Nominal value.

Definition at line 157 of file SRQSCreateDealNotification.h.