SRQSHitQuoteRequest Class Reference

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

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

Public Attributes
UInt32	senderSubId
UInt64	validUntilTime
SInt64	underlyingQty
SInt64	underlyingPriceStipValue
UInt64	partyIdClientId
UInt64	partyIdInvestmentDecisionMaker
UInt64	executingTrader
SInt32	marketSegmentId
UInt32	negotiationId
OrderAttributeLiquidityProvision::Enum	orderAttributeLiquidityProvision
ExecutingTraderQualifier::Enum	executingTraderQualifier
PartyIdInvestmentDecisionMakerQualifier::Enum	partyIdInvestmentDecisionMakerQualifier
TradingCapacity::Enum	tradingCapacity
TradePublishIndicator::Enum	tradePublishIndicator
OrderOrigination::Enum	orderOrigination
HedgingInstruction::Enum	hedgingInstruction
std::string	partyExecutingFirm
std::string	partyExecutingTrader
std::string	firmTradeId
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
std::string	partyEndClientIdentification
std::vector< SRQSHitQuoteGrpElem >	sRQSHitQuoteGrp

Friends
class	Serializer

Detailed Description

Definition at line 62 of file SRQSHitQuoteRequest.h.

Constructor & Destructor Documentation

SRQSHitQuoteRequest

(

)

Initialize default instance.

Member Function Documentation

TemplateId::Enum templateId ( ) const

virtual

Returns template ID.

Implements Message.

std::string toString ( ) const

virtual

Returns string representation.

Implements Message.

Friends And Related Function Documentation

friend class Serializer

friend

Definition at line 185 of file SRQSHitQuoteRequest.h.

Member Data Documentation

std::string account

Account to book trades and keep positions on.

Definition at line 147 of file SRQSHitQuoteRequest.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 167 of file SRQSHitQuoteRequest.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 154 of file SRQSHitQuoteRequest.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 91 of file SRQSHitQuoteRequest.h.

ExecutingTraderQualifier::Enum executingTraderQualifier

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

Definition at line 103 of file SRQSHitQuoteRequest.h.

std::string firmTradeId

User defined deal ID.

Definition at line 128 of file SRQSHitQuoteRequest.h.

std::string freeText1

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

Definition at line 131 of file SRQSHitQuoteRequest.h.

std::string freeText2

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

Definition at line 134 of file SRQSHitQuoteRequest.h.

std::string freeText3

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

Definition at line 137 of file SRQSHitQuoteRequest.h.

std::string freeText5

Text field.

Definition at line 140 of file SRQSHitQuoteRequest.h.

HedgingInstruction::Enum hedgingInstruction

Indication for the hedge transaction.

Definition at line 119 of file SRQSHitQuoteRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 94 of file SRQSHitQuoteRequest.h.

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 97 of file SRQSHitQuoteRequest.h.

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 100 of file SRQSHitQuoteRequest.h.

OrderOrigination::Enum orderOrigination

Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.

Definition at line 116 of file SRQSHitQuoteRequest.h.

std::string partyEndClientIdentification

End client identifier.

Definition at line 173 of file SRQSHitQuoteRequest.h.

std::string partyExecutingFirm

Owning business unit name.

Definition at line 122 of file SRQSHitQuoteRequest.h.

std::string partyExecutingTrader

Owning user name.

Definition at line 125 of file SRQSHitQuoteRequest.h.

std::string partyIdBeneficiary

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

Definition at line 150 of file SRQSHitQuoteRequest.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 82 of file SRQSHitQuoteRequest.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 86 of file SRQSHitQuoteRequest.h.

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 106 of file SRQSHitQuoteRequest.h.

std::string partyIdLocationId

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

Definition at line 163 of file SRQSHitQuoteRequest.h.

std::string partyIdOrderOriginationFirm

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

Definition at line 157 of file SRQSHitQuoteRequest.h.

std::string partyIdPositionAccount

Flex Account information.

Definition at line 160 of file SRQSHitQuoteRequest.h.

std::string partyIdTakeUpTradingFirm

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

Definition at line 170 of file SRQSHitQuoteRequest.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 144 of file SRQSHitQuoteRequest.h.

UInt32 senderSubId

User ID.

Definition at line 69 of file SRQSHitQuoteRequest.h.

std::vector<SRQSHitQuoteGrpElem> sRQSHitQuoteGrp

SRQS Hit Quote Group.

Definition at line 176 of file SRQSHitQuoteRequest.h.

TradePublishIndicator::Enum tradePublishIndicator

Indicates if a trade should be reported via the market reporting service.

Definition at line 113 of file SRQSHitQuoteRequest.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 110 of file SRQSHitQuoteRequest.h.

SInt64 underlyingPriceStipValue

Value of stipulation.

Definition at line 78 of file SRQSHitQuoteRequest.h.

SInt64 underlyingQty

Nominal value.

Definition at line 75 of file SRQSHitQuoteRequest.h.

UInt64 validUntilTime

Time until a message is valid.

Definition at line 72 of file SRQSHitQuoteRequest.h.

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

• include/OnixS/Eurex/Trading/Messages/SRQSHitQuoteRequest.h