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 37 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 164 of file SRQSDealNotification.h.
| std::string account |
Account to book trades and keep positions on.
Definition at line 129 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 44 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 149 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 136 of file SRQSDealNotification.h.
| std::string firmNegotiationId |
User defined ID of a SRQS negotiation.
Definition at line 110 of file SRQSDealNotification.h.
| std::string firmTradeId |
User defined deal ID.
Definition at line 107 of file SRQSDealNotification.h.
| std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 113 of file SRQSDealNotification.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 116 of file SRQSDealNotification.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 119 of file SRQSDealNotification.h.
| std::string freeText5 |
Text field.
Definition at line 122 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 58 of file SRQSDealNotification.h.
| SInt64 lastPx |
Price of this leg fill.
Definition at line 70 of file SRQSDealNotification.h.
| SInt64 lastQty |
Quantity executed in this leg fill.
Definition at line 73 of file SRQSDealNotification.h.
| MessageEventSource::Enum messageEventSource |
Receiver of a message.
Definition at line 91 of file SRQSDealNotification.h.
| UInt32 negotiationId |
ID of a SRQS negotiation.
Definition at line 76 of file SRQSDealNotification.h.
| std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 132 of file SRQSDealNotification.h.
| std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 145 of file SRQSDealNotification.h.
| std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 139 of file SRQSDealNotification.h.
| std::string partyIdPositionAccount |
Flex Account information.
Definition at line 142 of file SRQSDealNotification.h.
| std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 152 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 126 of file SRQSDealNotification.h.
| RequestingPartySubIdType::Enum requestingPartySubIdType |
Party type initiating SRQS deal deletion.
Definition at line 82 of file SRQSDealNotification.h.
| std::string rootPartyEnteringTrader |
Entering trader name of the requester.
Definition at line 104 of file SRQSDealNotification.h.
| std::string rootPartyExecutingFirm |
Participant Short Name.
Definition at line 98 of file SRQSDealNotification.h.
| std::string rootPartyExecutingTrader |
Owning User Short Name.
Definition at line 101 of file SRQSDealNotification.h.
| std::vector<SRQSTargetPartyTrdGrpElem> sRQSTargetPartyTrdGrp |
SRQS Target Party Trd Group.
Definition at line 155 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 79 of file SRQSDealNotification.h.
| TradeRequestResult::Enum tradeRequestResult |
Trade request transaction type.
Definition at line 88 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 95 of file SRQSDealNotification.h.
| UInt64 transactTime |
Timestamp of the match event (trade).
Definition at line 61 of file SRQSDealNotification.h.
| TrdRptStatus::Enum trdRptStatus |
SRQS deal status.
Definition at line 85 of file SRQSDealNotification.h.
| SInt64 underlyingPriceStipValue |
Value of stipulation.
Definition at line 64 of file SRQSDealNotification.h.
| SInt64 underlyingPx |
Underlying price associate with a derivative instrument.
Definition at line 67 of file SRQSDealNotification.h.
