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

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

Public Member Functions

 SRQSEnterQuoteRequest ()
TemplateId::Enum templateId () const
std::string toString () const
- Public Member Functions inherited from Message
virtual ~Message ()

Public Attributes

UInt32 senderSubId
SInt64 bidPx
SInt64 offerPx
SInt64 underlyingDeltaPercentage
SInt64 bidSize
SInt64 offerSize
UInt64 partyIdClientId
UInt64 partyIdInvestmentDecisionMaker
UInt64 executingTrader
SInt64 quoteRefPrice
UInt64 validUntilTime
SInt32 marketSegmentId
UInt32 negotiationId
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
ExecutingTraderQualifier::Enum executingTraderQualifier
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
TradingCapacity::Enum tradingCapacity
std::string partyExecutingFirm
std::string partyExecutingTrader
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


class Serializer

Detailed Description

Definition at line 36 of file SRQSEnterQuoteRequest.h.

Constructor & Destructor Documentation

Initialize default instance.

Member Function Documentation

TemplateId::Enum templateId ( ) const

Returns template ID.

Implements Message.

std::string toString ( ) const

Returns string representation.

Implements Message.

Friends And Related Function Documentation

friend class Serializer

Definition at line 145 of file SRQSEnterQuoteRequest.h.

Member Data Documentation

std::string account

Account to book trades and keep positions on.

Definition at line 115 of file SRQSEnterQuoteRequest.h.

SInt64 bidPx

Bid price/rate.

Definition at line 46 of file SRQSEnterQuoteRequest.h.

SInt64 bidSize

Quantity of bid.

Definition at line 55 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 133 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 121 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 67 of file SRQSEnterQuoteRequest.h.

ExecutingTraderQualifier::Enum executingTraderQualifier

Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.

Definition at line 85 of file SRQSEnterQuoteRequest.h.

std::string freeText1

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

Definition at line 100 of file SRQSEnterQuoteRequest.h.

std::string freeText2

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

Definition at line 103 of file SRQSEnterQuoteRequest.h.

std::string freeText3

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

Definition at line 106 of file SRQSEnterQuoteRequest.h.

std::string freeText5

Text field.

Definition at line 109 of file SRQSEnterQuoteRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 76 of file SRQSEnterQuoteRequest.h.

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 79 of file SRQSEnterQuoteRequest.h.

SInt64 offerPx

Offer price/rate.

Definition at line 49 of file SRQSEnterQuoteRequest.h.

SInt64 offerSize

Quantity of offer.

Definition at line 58 of file SRQSEnterQuoteRequest.h.

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 82 of file SRQSEnterQuoteRequest.h.

std::string partyExecutingFirm

Owning business unit name.

Definition at line 94 of file SRQSEnterQuoteRequest.h.

std::string partyExecutingTrader

Owning user name.

Definition at line 97 of file SRQSEnterQuoteRequest.h.

std::string partyIdBeneficiary

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

Definition at line 118 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 64 of file SRQSEnterQuoteRequest.h.

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 88 of file SRQSEnterQuoteRequest.h.

std::string partyIdLocationId

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

Definition at line 130 of file SRQSEnterQuoteRequest.h.

std::string partyIdOrderOriginationFirm

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

Definition at line 124 of file SRQSEnterQuoteRequest.h.

std::string partyIdPositionAccount

Flex Account information.

Definition at line 127 of file SRQSEnterQuoteRequest.h.

std::string partyIdTakeUpTradingFirm

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

Definition at line 136 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 112 of file SRQSEnterQuoteRequest.h.

SInt64 quoteRefPrice

Underlying reference price for an option (for option strategies).

Definition at line 70 of file SRQSEnterQuoteRequest.h.

UInt32 senderSubId

User ID.

Definition at line 43 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 91 of file SRQSEnterQuoteRequest.h.

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 52 of file SRQSEnterQuoteRequest.h.

UInt64 validUntilTime

Time until a message is valid.

Definition at line 73 of file SRQSEnterQuoteRequest.h.

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