OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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SRQSEnterQuoteRequest Class Reference

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

Friends

class Serializer

Detailed Description

Definition at line 35 of file SRQSEnterQuoteRequest.h.

Constructor & Destructor Documentation

◆ SRQSEnterQuoteRequest()

Initialize default instance.

Member Function Documentation

◆ templateId()

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

◆ toString()

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

◆ Serializer

friend class Serializer
friend

Definition at line 152 of file SRQSEnterQuoteRequest.h.

Member Data Documentation

◆ account

std::string account

Account to book trades and keep positions on.

Definition at line 120 of file SRQSEnterQuoteRequest.h.

◆ bidPx

SInt64 bidPx

Bid price/rate.

Definition at line 45 of file SRQSEnterQuoteRequest.h.

◆ bidSize

SInt64 bidSize

Quantity of bid.

Definition at line 54 of file SRQSEnterQuoteRequest.h.

◆ complianceText

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

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.

◆ executingTrader

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

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.

◆ freeText1

std::string freeText1

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

Definition at line 104 of file SRQSEnterQuoteRequest.h.

◆ freeText2

std::string freeText2

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

Definition at line 107 of file SRQSEnterQuoteRequest.h.

◆ freeText3

std::string freeText3

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

Definition at line 110 of file SRQSEnterQuoteRequest.h.

◆ freeText5

std::string freeText5

Text field.

Definition at line 113 of file SRQSEnterQuoteRequest.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 79 of file SRQSEnterQuoteRequest.h.

◆ negotiationId

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 82 of file SRQSEnterQuoteRequest.h.

◆ offerPx

SInt64 offerPx

Offer price/rate.

Definition at line 48 of file SRQSEnterQuoteRequest.h.

◆ offerSize

SInt64 offerSize

Quantity of offer.

Definition at line 57 of file SRQSEnterQuoteRequest.h.

◆ orderAttributeLiquidityProvision

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 85 of file SRQSEnterQuoteRequest.h.

◆ partyExecutingFirm

std::string partyExecutingFirm

Owning business unit name.

Definition at line 98 of file SRQSEnterQuoteRequest.h.

◆ partyExecutingTrader

std::string partyExecutingTrader

Owning user name.

Definition at line 101 of file SRQSEnterQuoteRequest.h.

◆ partyIdBeneficiary

std::string partyIdBeneficiary

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

Definition at line 123 of file SRQSEnterQuoteRequest.h.

◆ partyIdClientId

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.

◆ partyIdInvestmentDecisionMaker

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

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 91 of file SRQSEnterQuoteRequest.h.

◆ partyIdLocationId

std::string partyIdLocationId

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

Definition at line 136 of file SRQSEnterQuoteRequest.h.

◆ partyIdOrderOriginationFirm

std::string partyIdOrderOriginationFirm

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

Definition at line 130 of file SRQSEnterQuoteRequest.h.

◆ partyIdPositionAccount

std::string partyIdPositionAccount

Flex Account information.

Definition at line 133 of file SRQSEnterQuoteRequest.h.

◆ partyIdTakeUpTradingFirm

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

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.

◆ quoteRefPrice

SInt64 quoteRefPrice

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

Definition at line 73 of file SRQSEnterQuoteRequest.h.

◆ senderSubId

UInt32 senderSubId

User ID.

Definition at line 42 of file SRQSEnterQuoteRequest.h.

◆ tradingCapacity

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.

◆ underlyingDeltaPercentage

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 51 of file SRQSEnterQuoteRequest.h.

◆ validUntilTime

UInt64 validUntilTime

Time until a message is valid.

Definition at line 76 of file SRQSEnterQuoteRequest.h.