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

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

Public Member Functions

 SRQSDealNotification ()
 
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 underlyingPriceStipValue
 
SInt64 underlyingPx
 
SInt64 lastPx
 
SInt64 lastQty
 
UInt32 negotiationId
 
UInt32 tradeId
 
RequestingPartySubIdType::Enum requestingPartySubIdType
 
TrdRptStatus::Enum trdRptStatus
 
TradeRequestResult::Enum tradeRequestResult
 
MessageEventSource::Enum messageEventSource
 
TradingCapacity::Enum tradingCapacity
 
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< SRQSTargetPartyTrdGrpElemsRQSTargetPartyTrdGrp
 

Friends

class Serializer
 

Detailed Description

Definition at line 38 of file SRQSDealNotification.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 159 of file SRQSDealNotification.h.

Member Data Documentation

std::string account

Account to book trades and keep positions on.

Definition at line 126 of file SRQSDealNotification.h.

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 54 of file SRQSDealNotification.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 51 of file SRQSDealNotification.h.

UInt64 applSeqNum

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

Definition at line 45 of file SRQSDealNotification.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 48 of file SRQSDealNotification.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 144 of file SRQSDealNotification.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 132 of file SRQSDealNotification.h.

std::string firmNegotiationId

User defined ID of a SRQS negotiation.

Definition at line 108 of file SRQSDealNotification.h.

std::string firmTradeId

User defined deal ID.

Definition at line 105 of file SRQSDealNotification.h.

std::string freeText1

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

Definition at line 111 of file SRQSDealNotification.h.

std::string freeText2

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

Definition at line 114 of file SRQSDealNotification.h.

std::string freeText3

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

Definition at line 117 of file SRQSDealNotification.h.

std::string freeText5

Text field.

Definition at line 120 of file SRQSDealNotification.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 57 of file SRQSDealNotification.h.

SInt64 lastPx

Price of this leg fill.

Definition at line 69 of file SRQSDealNotification.h.

SInt64 lastQty

Quantity executed in this leg fill.

Definition at line 72 of file SRQSDealNotification.h.

MessageEventSource::Enum messageEventSource

Receiver of a message.

Definition at line 90 of file SRQSDealNotification.h.

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 75 of file SRQSDealNotification.h.

std::string partyIdBeneficiary

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

Definition at line 129 of file SRQSDealNotification.h.

std::string partyIdLocationId

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

Definition at line 141 of file SRQSDealNotification.h.

std::string partyIdOrderOriginationFirm

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

Definition at line 135 of file SRQSDealNotification.h.

std::string partyIdPositionAccount

Flex Account information.

Definition at line 138 of file SRQSDealNotification.h.

std::string partyIdTakeUpTradingFirm

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

Definition at line 147 of file SRQSDealNotification.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 123 of file SRQSDealNotification.h.

RequestingPartySubIdType::Enum requestingPartySubIdType

Party type initiating SRQS deal deletion.

Definition at line 81 of file SRQSDealNotification.h.

std::string rootPartyEnteringTrader

Entering trader name of the requester.

Definition at line 102 of file SRQSDealNotification.h.

std::string rootPartyExecutingFirm

Participant Short Name.

Definition at line 96 of file SRQSDealNotification.h.

std::string rootPartyExecutingTrader

Owning User Short Name.

Definition at line 99 of file SRQSDealNotification.h.

std::vector<SRQSTargetPartyTrdGrpElem> sRQSTargetPartyTrdGrp

SRQS Target Party Trd Group.

Definition at line 150 of file SRQSDealNotification.h.

UInt32 tradeId

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

Definition at line 78 of file SRQSDealNotification.h.

TradeRequestResult::Enum tradeRequestResult

Trade request transaction type.

Definition at line 87 of file SRQSDealNotification.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 93 of file SRQSDealNotification.h.

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 60 of file SRQSDealNotification.h.

TrdRptStatus::Enum trdRptStatus

SRQS deal status.

Definition at line 84 of file SRQSDealNotification.h.

SInt64 underlyingPriceStipValue

Value of stipulation.

Definition at line 63 of file SRQSDealNotification.h.

SInt64 underlyingPx

Underlying price associate with a derivative instrument.

Definition at line 66 of file SRQSDealNotification.h.


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