Public Member Functions | |
| SRQSHitQuoteRequest () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
| Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 62 of file SRQSHitQuoteRequest.h.
Initialize default instance.
|
virtual |
Returns template ID.
Implements Message.
|
virtual |
Returns string representation.
Implements Message.
|
friend |
Definition at line 185 of file SRQSHitQuoteRequest.h.
| 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.
