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OnixS Eurex ETI Handler C++ library
9.19.0
API documentation
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OnixS Eurex ETI Handler C++ library
9.19.0
API documentation
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#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 () |
Friends | |
| class | Serializer |
Definition at line 38 of file SRQSDealNotification.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 159 of file SRQSDealNotification.h.
| 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.