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

Public Member Functions

 SRQSNegotiationRequesterNotification ()
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
UInt64 trdRegTSExecutionTime
SInt64 quoteRefPrice
SInt64 underlyingDeltaPercentage
SInt64 bidPx
SInt64 offerPx
SInt64 orderQty
SInt64 lastPx
SInt64 leavesQty
SInt64 lastQty
UInt64 effectiveTime
UInt64 lastUpdateTime
SInt64 tradeToRequestRatio
UInt32 negotiationId
UInt32 numberOfRespondents
QuoteType::Enum quoteType
QuoteSubType::Enum quoteSubType
RespondentType::Enum respondentType
NumberOfRespDisclosureInstruction::Enum numberOfRespDisclosureInstruction
Side::Enum side
ShowLastDealOnClosure::Enum showLastDealOnClosure
TradeAggregationTransType::Enum tradeAggregationTransType
QuoteCondition::Enum quoteCondition
std::string partyExecutingFirm
std::string partyExecutingTrader
std::string partyEnteringTrader
std::string firmNegotiationId
std::string freeText5
std::string partyOrderOriginationTrader
std::string chargeId
std::vector< TargetPartiesElemtargetParties

Friends

class Serializer

Detailed Description

Definition at line 95 of file SRQSNegotiationRequesterNotification.h.

Constructor & Destructor Documentation

◆ SRQSNegotiationRequesterNotification()

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 218 of file SRQSNegotiationRequesterNotification.h.

Member Data Documentation

◆ applId

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 112 of file SRQSNegotiationRequesterNotification.h.

◆ applResendFlag

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 109 of file SRQSNegotiationRequesterNotification.h.

◆ applSeqNum

UInt64 applSeqNum

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

Definition at line 102 of file SRQSNegotiationRequesterNotification.h.

◆ applSubId

UInt32 applSubId

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

Definition at line 106 of file SRQSNegotiationRequesterNotification.h.

◆ bidPx

SInt64 bidPx

Bid price/rate.

Definition at line 131 of file SRQSNegotiationRequesterNotification.h.

◆ chargeId

std::string chargeId

Charge ID of Third Party Platform.

Definition at line 206 of file SRQSNegotiationRequesterNotification.h.

◆ effectiveTime

UInt64 effectiveTime

Time an SRQS STP deal is executed.

Definition at line 149 of file SRQSNegotiationRequesterNotification.h.

◆ firmNegotiationId

std::string firmNegotiationId

User defined ID of a SRQS negotiation.

Definition at line 197 of file SRQSNegotiationRequesterNotification.h.

◆ freeText5

std::string freeText5

Text field.

Definition at line 200 of file SRQSNegotiationRequesterNotification.h.

◆ lastFragment

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 116 of file SRQSNegotiationRequesterNotification.h.

◆ lastPx

SInt64 lastPx

Price of this leg fill.

Definition at line 140 of file SRQSNegotiationRequesterNotification.h.

◆ lastQty

SInt64 lastQty

Quantity executed in this leg fill.

Definition at line 146 of file SRQSNegotiationRequesterNotification.h.

◆ lastUpdateTime

UInt64 lastUpdateTime

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

Definition at line 152 of file SRQSNegotiationRequesterNotification.h.

◆ leavesQty

SInt64 leavesQty

Remaining quantity of an order.

Definition at line 143 of file SRQSNegotiationRequesterNotification.h.

◆ negotiationId

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 158 of file SRQSNegotiationRequesterNotification.h.

◆ numberOfRespDisclosureInstruction

NumberOfRespDisclosureInstruction::Enum numberOfRespDisclosureInstruction

Instruction to show total number of Respondents in a SRQS event.

Definition at line 173 of file SRQSNegotiationRequesterNotification.h.

◆ numberOfRespondents

UInt32 numberOfRespondents

Total number of Respondents in a SRQS event.

Definition at line 161 of file SRQSNegotiationRequesterNotification.h.

◆ offerPx

SInt64 offerPx

Offer price/rate.

Definition at line 134 of file SRQSNegotiationRequesterNotification.h.

◆ orderQty

SInt64 orderQty

Total Order Quantity.

Definition at line 137 of file SRQSNegotiationRequesterNotification.h.

◆ partyEnteringTrader

std::string partyEnteringTrader

The entering user.

Definition at line 194 of file SRQSNegotiationRequesterNotification.h.

◆ partyExecutingFirm

std::string partyExecutingFirm

Owning business unit name.

Definition at line 188 of file SRQSNegotiationRequesterNotification.h.

◆ partyExecutingTrader

std::string partyExecutingTrader

Owning user name.

Definition at line 191 of file SRQSNegotiationRequesterNotification.h.

◆ partyOrderOriginationTrader

std::string partyOrderOriginationTrader

Buy-side user information.

Definition at line 203 of file SRQSNegotiationRequesterNotification.h.

◆ quoteCondition

QuoteCondition::Enum quoteCondition

Status of the quote.

Definition at line 185 of file SRQSNegotiationRequesterNotification.h.

◆ quoteRefPrice

SInt64 quoteRefPrice

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

Definition at line 125 of file SRQSNegotiationRequesterNotification.h.

◆ quoteSubType

QuoteSubType::Enum quoteSubType

Sub-type or qualifier of QuoteType.

Definition at line 167 of file SRQSNegotiationRequesterNotification.h.

◆ quoteType

QuoteType::Enum quoteType

Quote type.

Definition at line 164 of file SRQSNegotiationRequesterNotification.h.

◆ respondentType

RespondentType::Enum respondentType

Specifies the type of respondents requested.

Definition at line 170 of file SRQSNegotiationRequesterNotification.h.

◆ showLastDealOnClosure

ShowLastDealOnClosure::Enum showLastDealOnClosure

Instruction to show last deal information after negotiation closure.

Definition at line 179 of file SRQSNegotiationRequesterNotification.h.

◆ side

Side::Enum side

Side of the order.

Definition at line 176 of file SRQSNegotiationRequesterNotification.h.

◆ targetParties

std::vector<TargetPartiesElem> targetParties

Target Parties.

Definition at line 209 of file SRQSNegotiationRequesterNotification.h.

◆ tradeAggregationTransType

TradeAggregationTransType::Enum tradeAggregationTransType

Trade Aggregation Identifier.

Definition at line 182 of file SRQSNegotiationRequesterNotification.h.

◆ tradeToRequestRatio

SInt64 tradeToRequestRatio

Ratio indicating amount of Trades to RFQ requested.

Definition at line 155 of file SRQSNegotiationRequesterNotification.h.

◆ transactTime

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 119 of file SRQSNegotiationRequesterNotification.h.

◆ trdRegTSExecutionTime

UInt64 trdRegTSExecutionTime

Time of the last SRQS Deal.

Definition at line 122 of file SRQSNegotiationRequesterNotification.h.

◆ underlyingDeltaPercentage

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 128 of file SRQSNegotiationRequesterNotification.h.