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< TargetPartiesElem >	targetParties

Friends
class	Serializer

Detailed Description

Definition at line 95 of file SRQSNegotiationRequesterNotification.h.

Constructor & Destructor Documentation

SRQSNegotiationRequesterNotification

(

)

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 218 of file SRQSNegotiationRequesterNotification.h.

Member Data Documentation

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 112 of file SRQSNegotiationRequesterNotification.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 109 of file SRQSNegotiationRequesterNotification.h.

UInt64 applSeqNum

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

Definition at line 102 of file SRQSNegotiationRequesterNotification.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 106 of file SRQSNegotiationRequesterNotification.h.

SInt64 bidPx

Bid price/rate.

Definition at line 131 of file SRQSNegotiationRequesterNotification.h.

std::string chargeId

Charge ID of Third Party Platform.

Definition at line 206 of file SRQSNegotiationRequesterNotification.h.

UInt64 effectiveTime

Time an SRQS STP deal is executed.

Definition at line 149 of file SRQSNegotiationRequesterNotification.h.

std::string firmNegotiationId

User defined ID of a SRQS negotiation.

Definition at line 197 of file SRQSNegotiationRequesterNotification.h.

std::string freeText5

Text field.

Definition at line 200 of file SRQSNegotiationRequesterNotification.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 116 of file SRQSNegotiationRequesterNotification.h.

SInt64 lastPx

Price of this leg fill.

Definition at line 140 of file SRQSNegotiationRequesterNotification.h.

SInt64 lastQty

Quantity executed in this leg fill.

Definition at line 146 of file SRQSNegotiationRequesterNotification.h.

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.

SInt64 leavesQty

Remaining quantity of an order.

Definition at line 143 of file SRQSNegotiationRequesterNotification.h.

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 158 of file SRQSNegotiationRequesterNotification.h.

NumberOfRespDisclosureInstruction::Enum numberOfRespDisclosureInstruction

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

Definition at line 173 of file SRQSNegotiationRequesterNotification.h.

UInt32 numberOfRespondents

Total number of Respondents in a SRQS event.

Definition at line 161 of file SRQSNegotiationRequesterNotification.h.

SInt64 offerPx

Offer price/rate.

Definition at line 134 of file SRQSNegotiationRequesterNotification.h.

SInt64 orderQty

Total Order Quantity.

Definition at line 137 of file SRQSNegotiationRequesterNotification.h.

std::string partyEnteringTrader

The entering user.

Definition at line 194 of file SRQSNegotiationRequesterNotification.h.

std::string partyExecutingFirm

Owning business unit name.

Definition at line 188 of file SRQSNegotiationRequesterNotification.h.

std::string partyExecutingTrader

Owning user name.

Definition at line 191 of file SRQSNegotiationRequesterNotification.h.

std::string partyOrderOriginationTrader

Buy-side user information.

Definition at line 203 of file SRQSNegotiationRequesterNotification.h.

QuoteCondition::Enum quoteCondition

Status of the quote.

Definition at line 185 of file SRQSNegotiationRequesterNotification.h.

SInt64 quoteRefPrice

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

Definition at line 125 of file SRQSNegotiationRequesterNotification.h.

QuoteSubType::Enum quoteSubType

Sub-type or qualifier of QuoteType.

Definition at line 167 of file SRQSNegotiationRequesterNotification.h.

QuoteType::Enum quoteType

Quote type.

Definition at line 164 of file SRQSNegotiationRequesterNotification.h.

RespondentType::Enum respondentType

Specifies the type of respondents requested.

Definition at line 170 of file SRQSNegotiationRequesterNotification.h.

ShowLastDealOnClosure::Enum showLastDealOnClosure

Instruction to show last deal information after negotiation closure.

Definition at line 179 of file SRQSNegotiationRequesterNotification.h.

Side::Enum side

Side of the order.

Definition at line 176 of file SRQSNegotiationRequesterNotification.h.

std::vector<TargetPartiesElem> targetParties

Target Parties.

Definition at line 209 of file SRQSNegotiationRequesterNotification.h.

TradeAggregationTransType::Enum tradeAggregationTransType

Trade Aggregation Identifier.

Definition at line 182 of file SRQSNegotiationRequesterNotification.h.

SInt64 tradeToRequestRatio

Ratio indicating amount of Trades to RFQ requested.

Definition at line 155 of file SRQSNegotiationRequesterNotification.h.

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 119 of file SRQSNegotiationRequesterNotification.h.

UInt64 trdRegTSExecutionTime

Time of the last SRQS Deal.

Definition at line 122 of file SRQSNegotiationRequesterNotification.h.

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 128 of file SRQSNegotiationRequesterNotification.h.