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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 | |
| SRQSEnterQuoteRequest () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
 Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 35 of file SRQSEnterQuoteRequest.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 152 of file SRQSEnterQuoteRequest.h.
| std::string account |
Account to book trades and keep positions on.
Definition at line 120 of file SRQSEnterQuoteRequest.h.
| SInt64 bidPx |
Bid price/rate.
Definition at line 45 of file SRQSEnterQuoteRequest.h.
| SInt64 bidSize |
Quantity of bid.
Definition at line 54 of file SRQSEnterQuoteRequest.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 140 of file SRQSEnterQuoteRequest.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 127 of file SRQSEnterQuoteRequest.h.
| UInt64 executingTrader |
Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm within the member or participant of the trading venue who is responsible for the execution of the transaction resulting from the order.
Definition at line 70 of file SRQSEnterQuoteRequest.h.
| ExecutingTraderQualifier::Enum executingTraderQualifier |
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Definition at line 88 of file SRQSEnterQuoteRequest.h.
| std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 104 of file SRQSEnterQuoteRequest.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 107 of file SRQSEnterQuoteRequest.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 110 of file SRQSEnterQuoteRequest.h.
| std::string freeText5 |
Text field.
Definition at line 113 of file SRQSEnterQuoteRequest.h.
| SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 79 of file SRQSEnterQuoteRequest.h.
| UInt32 negotiationId |
ID of a SRQS negotiation.
Definition at line 82 of file SRQSEnterQuoteRequest.h.
| SInt64 offerPx |
Offer price/rate.
Definition at line 48 of file SRQSEnterQuoteRequest.h.
| SInt64 offerSize |
Quantity of offer.
Definition at line 57 of file SRQSEnterQuoteRequest.h.
| OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision |
Order attribute liquidity provision.
Definition at line 85 of file SRQSEnterQuoteRequest.h.
| std::string partyExecutingFirm |
Owning business unit name.
Definition at line 98 of file SRQSEnterQuoteRequest.h.
| std::string partyExecutingTrader |
Owning user name.
Definition at line 101 of file SRQSEnterQuoteRequest.h.
| std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 123 of file SRQSEnterQuoteRequest.h.
| UInt64 partyIdClientId |
Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent account of the member or participant of the trading venue.
Definition at line 61 of file SRQSEnterQuoteRequest.h.
| UInt64 partyIdInvestmentDecisionMaker |
Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or the algorithm within the member or participant of the Trading Venue who is responsible for the investment decision.
Definition at line 65 of file SRQSEnterQuoteRequest.h.
| PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier |
Party ID investment decision maker qualifier.
Definition at line 91 of file SRQSEnterQuoteRequest.h.
| std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 136 of file SRQSEnterQuoteRequest.h.
| std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 130 of file SRQSEnterQuoteRequest.h.
| std::string partyIdPositionAccount |
Flex Account information.
Definition at line 133 of file SRQSEnterQuoteRequest.h.
| std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 143 of file SRQSEnterQuoteRequest.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 117 of file SRQSEnterQuoteRequest.h.
| SInt64 quoteRefPrice |
Underlying reference price for an option (for option strategies).
Definition at line 73 of file SRQSEnterQuoteRequest.h.
| UInt32 senderSubId |
User ID.
Definition at line 42 of file SRQSEnterQuoteRequest.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 SRQSEnterQuoteRequest.h.
| SInt64 underlyingDeltaPercentage |
The underlying delta of a Vola-Strategy.
Definition at line 51 of file SRQSEnterQuoteRequest.h.
| UInt64 validUntilTime |
Time until a message is valid.
Definition at line 76 of file SRQSEnterQuoteRequest.h.