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OnixS Eurex ETI Handler C++ library
9.25.0
API documentation
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OnixS Eurex ETI Handler C++ library
9.25.0
API documentation
|
Public Member Functions | |
| SRQSCreateDealNotification () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
 Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 109 of file SRQSCreateDealNotification.h.
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 263 of file SRQSCreateDealNotification.h.
| std::string account |
Account to book trades and keep positions on.
Definition at line 225 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 116 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 245 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 232 of file SRQSCreateDealNotification.h.
| UInt64 expireTime |
Time a message expires.
Definition at line 145 of file SRQSCreateDealNotification.h.
| std::string firmNegotiationId |
User defined ID of a SRQS negotiation.
Definition at line 206 of file SRQSCreateDealNotification.h.
| std::string firmTradeId |
User defined deal ID.
Definition at line 203 of file SRQSCreateDealNotification.h.
| std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 209 of file SRQSCreateDealNotification.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 212 of file SRQSCreateDealNotification.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 215 of file SRQSCreateDealNotification.h.
| std::string freeText5 |
Text field.
Definition at line 218 of file SRQSCreateDealNotification.h.
| HedgingInstruction::Enum hedgingInstruction |
Indication for the hedge transaction.
Definition at line 191 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 130 of file SRQSCreateDealNotification.h.
| SInt64 lastPx |
Price of this leg fill.
Definition at line 136 of file SRQSCreateDealNotification.h.
| SInt64 lastQty |
Quantity executed in this leg fill.
Definition at line 139 of file SRQSCreateDealNotification.h.
| MessageEventSource::Enum messageEventSource |
Receiver of a message.
Definition at line 178 of file SRQSCreateDealNotification.h.
| UInt32 negotiationId |
ID of a SRQS negotiation.
Definition at line 163 of file SRQSCreateDealNotification.h.
| std::vector<OrderBookItemGrpElem> orderBookItemGrp |
Order Book Item Group.
Definition at line 251 of file SRQSCreateDealNotification.h.
| UInt32 origTradeId |
Original trade identifier in case of trade reversals.
Definition at line 169 of file SRQSCreateDealNotification.h.
| std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 228 of file SRQSCreateDealNotification.h.
| std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 241 of file SRQSCreateDealNotification.h.
| std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 235 of file SRQSCreateDealNotification.h.
| std::string partyIdPositionAccount |
Flex Account information.
Definition at line 238 of file SRQSCreateDealNotification.h.
| 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::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.
| std::string rootPartyEnteringTrader |
Entering trader name of the requester.
Definition at line 200 of file SRQSCreateDealNotification.h.
| std::string rootPartyExecutingFirm |
Participant Short Name.
Definition at line 194 of file SRQSCreateDealNotification.h.
| std::string rootPartyExecutingTrader |
Owning User Short Name.
Definition at line 197 of file SRQSCreateDealNotification.h.
| SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 142 of file SRQSCreateDealNotification.h.
| Side::Enum side |
Side of the order.
Definition at line 181 of file SRQSCreateDealNotification.h.
| std::vector<SRQSTargetPartyTrdGrpElem> sRQSTargetPartyTrdGrp |
SRQS Target Party Trd Group.
Definition at line 254 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 166 of file SRQSCreateDealNotification.h.
| TradePublishIndicator::Enum tradePublishIndicator |
Indicates if a trade should be reported via the market reporting service.
Definition at line 188 of file SRQSCreateDealNotification.h.
| TradeReportType::Enum tradeReportType |
Identifies the type of trade notification.
Definition at line 175 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 185 of file SRQSCreateDealNotification.h.
| UInt64 transactTime |
Timestamp of the match event (trade).
Definition at line 133 of file SRQSCreateDealNotification.h.
| TrdRptStatus::Enum trdRptStatus |
SRQS deal status.
Definition at line 172 of file SRQSCreateDealNotification.h.
| SInt64 underlyingDeltaPercentage |
The underlying delta of a Vola-Strategy.
Definition at line 151 of file SRQSCreateDealNotification.h.
| SInt64 underlyingEffectiveDeltaPercentage |
The effective underlying delta of a Vola-Strategy.
Definition at line 154 of file SRQSCreateDealNotification.h.
| SInt64 underlyingPriceStipValue |
Value of stipulation.
Definition at line 160 of file SRQSCreateDealNotification.h.
| SInt64 underlyingPx |
Underlying price associate with a derivative instrument.
Definition at line 148 of file SRQSCreateDealNotification.h.
| SInt64 underlyingQty |
Nominal value.
Definition at line 157 of file SRQSCreateDealNotification.h.