OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
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::vector< SRQSHitQuoteGrpElemsRQSHitQuoteGrp


class Serializer

Detailed Description

Definition at line 63 of file SRQSHitQuoteRequest.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 175 of file SRQSHitQuoteRequest.h.

Member Data Documentation

std::string account

Account to book trades and keep positions on.

Definition at line 142 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 160 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 148 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 88 of file SRQSHitQuoteRequest.h.

ExecutingTraderQualifier::Enum executingTraderQualifier

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

Definition at line 100 of file SRQSHitQuoteRequest.h.

std::string firmTradeId

User defined deal ID.

Definition at line 124 of file SRQSHitQuoteRequest.h.

std::string freeText1

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

Definition at line 127 of file SRQSHitQuoteRequest.h.

std::string freeText2

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

Definition at line 130 of file SRQSHitQuoteRequest.h.

std::string freeText3

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

Definition at line 133 of file SRQSHitQuoteRequest.h.

std::string freeText5

Text field.

Definition at line 136 of file SRQSHitQuoteRequest.h.

HedgingInstruction::Enum hedgingInstruction

Indication for the hedge transaction.

Definition at line 115 of file SRQSHitQuoteRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 91 of file SRQSHitQuoteRequest.h.

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 94 of file SRQSHitQuoteRequest.h.

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 97 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 112 of file SRQSHitQuoteRequest.h.

std::string partyExecutingFirm

Owning business unit name.

Definition at line 118 of file SRQSHitQuoteRequest.h.

std::string partyExecutingTrader

Owning user name.

Definition at line 121 of file SRQSHitQuoteRequest.h.

std::string partyIdBeneficiary

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

Definition at line 145 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 85 of file SRQSHitQuoteRequest.h.

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 103 of file SRQSHitQuoteRequest.h.

std::string partyIdLocationId

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

Definition at line 157 of file SRQSHitQuoteRequest.h.

std::string partyIdOrderOriginationFirm

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

Definition at line 151 of file SRQSHitQuoteRequest.h.

std::string partyIdPositionAccount

Flex Account information.

Definition at line 154 of file SRQSHitQuoteRequest.h.

std::string partyIdTakeUpTradingFirm

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

Definition at line 163 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 139 of file SRQSHitQuoteRequest.h.

UInt32 senderSubId

User ID.

Definition at line 70 of file SRQSHitQuoteRequest.h.

std::vector<SRQSHitQuoteGrpElem> sRQSHitQuoteGrp

SRQS Hit Quote Group.

Definition at line 166 of file SRQSHitQuoteRequest.h.

TradePublishIndicator::Enum tradePublishIndicator

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

Definition at line 109 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 106 of file SRQSHitQuoteRequest.h.

SInt64 underlyingPriceStipValue

Value of stipulation.

Definition at line 79 of file SRQSHitQuoteRequest.h.

SInt64 underlyingQty

Nominal value.

Definition at line 76 of file SRQSHitQuoteRequest.h.

UInt64 validUntilTime

Time until a message is valid.

Definition at line 73 of file SRQSHitQuoteRequest.h.

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