SRQSNegotiationNotification Class Reference

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

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

Public Attributes
UInt64	applSeqNum
UInt32	applSubId
ApplResendFlag::Enum	applResendFlag
ApplId::Enum	applId
LastFragment::Enum	lastFragment
UInt64	transactTime
SInt64	quoteRefPrice
SInt64	underlyingDeltaPercentage
SInt64	bidPx
SInt64	offerPx
SInt64	lastPx
SInt64	leavesQty
SInt64	lastQty
UInt64	effectiveTime
UInt64	lastUpdateTime
SInt64	tradeToQuoteRatio
UInt32	negotiationId
UInt32	numberOfRespondents
UInt16	tradeToQuoteRatioPosition
QuoteType::Enum	quoteType
QuoteSubType::Enum	quoteSubType
QuoteInstruction::Enum	quoteInstruction
Side::Enum	side
TradeAggregationTransType::Enum	tradeAggregationTransType
QuoteCondition::Enum	quoteCondition
std::string	partyExecutingFirm
std::string	partyExecutingTrader
std::string	partyEnteringTrader
std::string	targetPartyExecutingFirm
std::string	targetPartyExecutingTrader
std::string	firmNegotiationId
std::string	freeText5
std::string	partyOrderOriginationTrader
std::string	chargeId

Friends
class	Serializer

Detailed Description

Definition at line 35 of file SRQSNegotiationNotification.h.

Constructor & Destructor Documentation

SRQSNegotiationNotification

(

)

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 152 of file SRQSNegotiationNotification.h.

Member Data Documentation

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 52 of file SRQSNegotiationNotification.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 49 of file SRQSNegotiationNotification.h.

UInt64 applSeqNum

Message sequence number assigned to a non-order related Eurex ETI data stream.

Definition at line 42 of file SRQSNegotiationNotification.h.

UInt32 applSubId

Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to the related subscription.

Definition at line 46 of file SRQSNegotiationNotification.h.

SInt64 bidPx

Bid price/rate.

Definition at line 68 of file SRQSNegotiationNotification.h.

std::string chargeId

Charge ID of Third Party Platform.

Definition at line 143 of file SRQSNegotiationNotification.h.

UInt64 effectiveTime

Time an SRQS STP deal is executed.

Definition at line 83 of file SRQSNegotiationNotification.h.

std::string firmNegotiationId

User defined ID of a SRQS negotiation.

Definition at line 134 of file SRQSNegotiationNotification.h.

std::string freeText5

Text field.

Definition at line 137 of file SRQSNegotiationNotification.h.

LastFragment::Enum lastFragment

Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.

Definition at line 56 of file SRQSNegotiationNotification.h.

SInt64 lastPx

Price of this leg fill.

Definition at line 74 of file SRQSNegotiationNotification.h.

SInt64 lastQty

Quantity executed in this leg fill.

Definition at line 80 of file SRQSNegotiationNotification.h.

UInt64 lastUpdateTime

Timestamp of last update to data item (or creation if no updates made since creation).

Definition at line 86 of file SRQSNegotiationNotification.h.

SInt64 leavesQty

Remaining quantity of an order.

Definition at line 77 of file SRQSNegotiationNotification.h.

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 92 of file SRQSNegotiationNotification.h.

UInt32 numberOfRespondents

Total number of Respondents in a SRQS event.

Definition at line 95 of file SRQSNegotiationNotification.h.

SInt64 offerPx

Offer price/rate.

Definition at line 71 of file SRQSNegotiationNotification.h.

std::string partyEnteringTrader

The entering user.

Definition at line 125 of file SRQSNegotiationNotification.h.

std::string partyExecutingFirm

Owning business unit name.

Definition at line 119 of file SRQSNegotiationNotification.h.

std::string partyExecutingTrader

Owning user name.

Definition at line 122 of file SRQSNegotiationNotification.h.

std::string partyOrderOriginationTrader

Buy-side user information.

Definition at line 140 of file SRQSNegotiationNotification.h.

QuoteCondition::Enum quoteCondition

Status of the quote.

Definition at line 116 of file SRQSNegotiationNotification.h.

QuoteInstruction::Enum quoteInstruction

Quoting instruction.

Definition at line 107 of file SRQSNegotiationNotification.h.

SInt64 quoteRefPrice

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

Definition at line 62 of file SRQSNegotiationNotification.h.

QuoteSubType::Enum quoteSubType

Sub-type or qualifier of QuoteType.

Definition at line 104 of file SRQSNegotiationNotification.h.

QuoteType::Enum quoteType

Quote type.

Definition at line 101 of file SRQSNegotiationNotification.h.

Side::Enum side

Side of the order.

Definition at line 110 of file SRQSNegotiationNotification.h.

std::string targetPartyExecutingFirm

Name of the target business unit.

Definition at line 128 of file SRQSNegotiationNotification.h.

std::string targetPartyExecutingTrader

Name of the target trader name.

Definition at line 131 of file SRQSNegotiationNotification.h.

TradeAggregationTransType::Enum tradeAggregationTransType

Trade Aggregation Identifier.

Definition at line 113 of file SRQSNegotiationNotification.h.

SInt64 tradeToQuoteRatio

Ratio of Trades to Quotes.

Definition at line 89 of file SRQSNegotiationNotification.h.

UInt16 tradeToQuoteRatioPosition

Ranking position of Ratio of Trades to Quotes.

Definition at line 98 of file SRQSNegotiationNotification.h.

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 59 of file SRQSNegotiationNotification.h.

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 65 of file SRQSNegotiationNotification.h.

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

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