OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
SRQSOpenNegotiationNotification Class Reference

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

Public Member Functions

 SRQSOpenNegotiationNotification ()
 
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 negotiationStartTime
 
SInt64 securityId
 
SInt64 bidPx
 
SInt64 offerPx
 
SInt64 leavesQty
 
SInt64 lastQty
 
SInt64 lastPx
 
SInt64 quoteRefPrice
 
SInt64 underlyingDeltaPercentage
 
UInt64 expireTime
 
SInt64 tradeToRequestRatio
 
SInt64 tradeToQuoteRatio
 
UInt32 negotiationId
 
SInt32 marketSegmentId
 
SInt32 securitySubType
 
UInt32 numberOfRespondents
 
UInt16 tradeToQuoteRatioPosition
 
QuoteType::Enum quoteType
 
QuoteSubType::Enum quoteSubType
 
Side::Enum side
 
ProductComplex::Enum productComplex
 
RespondentType::Enum respondentType
 
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
 
std::vector< QuotReqLegsGrpElemquotReqLegsGrp
 

Friends

class Serializer
 

Detailed Description

Definition at line 69 of file SRQSOpenNegotiationNotification.h.

Constructor & Destructor Documentation

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 202 of file SRQSOpenNegotiationNotification.h.

Member Data Documentation

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 85 of file SRQSOpenNegotiationNotification.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 82 of file SRQSOpenNegotiationNotification.h.

UInt64 applSeqNum

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

Definition at line 76 of file SRQSOpenNegotiationNotification.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 79 of file SRQSOpenNegotiationNotification.h.

SInt64 bidPx

Bid price/rate.

Definition at line 100 of file SRQSOpenNegotiationNotification.h.

std::string chargeId

Charge ID of Third Party Platform.

Definition at line 190 of file SRQSOpenNegotiationNotification.h.

UInt64 expireTime

Time a message expires.

Definition at line 121 of file SRQSOpenNegotiationNotification.h.

std::string firmNegotiationId

User defined ID of a SRQS negotiation.

Definition at line 181 of file SRQSOpenNegotiationNotification.h.

std::string freeText5

Text field.

Definition at line 184 of file SRQSOpenNegotiationNotification.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 88 of file SRQSOpenNegotiationNotification.h.

SInt64 lastPx

Price of this leg fill.

Definition at line 112 of file SRQSOpenNegotiationNotification.h.

SInt64 lastQty

Quantity executed in this leg fill.

Definition at line 109 of file SRQSOpenNegotiationNotification.h.

SInt64 leavesQty

Remaining quantity of an order.

Definition at line 106 of file SRQSOpenNegotiationNotification.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 133 of file SRQSOpenNegotiationNotification.h.

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 130 of file SRQSOpenNegotiationNotification.h.

UInt64 negotiationStartTime

Start time of SRQS negotiation.

Definition at line 94 of file SRQSOpenNegotiationNotification.h.

UInt32 numberOfRespondents

Total number of Respondents in a SRQS event.

Definition at line 139 of file SRQSOpenNegotiationNotification.h.

SInt64 offerPx

Offer price/rate.

Definition at line 103 of file SRQSOpenNegotiationNotification.h.

std::string partyEnteringTrader

The entering user.

Definition at line 172 of file SRQSOpenNegotiationNotification.h.

std::string partyExecutingFirm

Owning business unit name.

Definition at line 166 of file SRQSOpenNegotiationNotification.h.

std::string partyExecutingTrader

Owning user name.

Definition at line 169 of file SRQSOpenNegotiationNotification.h.

std::string partyOrderOriginationTrader

Buy-side user information.

Definition at line 187 of file SRQSOpenNegotiationNotification.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 154 of file SRQSOpenNegotiationNotification.h.

QuoteCondition::Enum quoteCondition

Status of the quote.

Definition at line 163 of file SRQSOpenNegotiationNotification.h.

SInt64 quoteRefPrice

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

Definition at line 115 of file SRQSOpenNegotiationNotification.h.

QuoteSubType::Enum quoteSubType

Sub-type or qualifier of QuoteType.

Definition at line 148 of file SRQSOpenNegotiationNotification.h.

QuoteType::Enum quoteType

Quote type.

Definition at line 145 of file SRQSOpenNegotiationNotification.h.

std::vector<QuotReqLegsGrpElem> quotReqLegsGrp

Quot Req Legs Group.

Definition at line 193 of file SRQSOpenNegotiationNotification.h.

RespondentType::Enum respondentType

Specifies the type of respondents requested.

Definition at line 157 of file SRQSOpenNegotiationNotification.h.

SInt64 securityId

The instrument identifier uniquely identifies an instrument in the core system.

Definition at line 97 of file SRQSOpenNegotiationNotification.h.

SInt32 securitySubType

This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy.

Definition at line 136 of file SRQSOpenNegotiationNotification.h.

Side::Enum side

Side of the order.

Definition at line 151 of file SRQSOpenNegotiationNotification.h.

std::string targetPartyExecutingFirm

Name of the target business unit.

Definition at line 175 of file SRQSOpenNegotiationNotification.h.

std::string targetPartyExecutingTrader

Name of the target trader name.

Definition at line 178 of file SRQSOpenNegotiationNotification.h.

TradeAggregationTransType::Enum tradeAggregationTransType

Trade Aggregation Identifier.

Definition at line 160 of file SRQSOpenNegotiationNotification.h.

SInt64 tradeToQuoteRatio

Ratio of Trades to Quotes.

Definition at line 127 of file SRQSOpenNegotiationNotification.h.

UInt16 tradeToQuoteRatioPosition

Ranking position of Ratio of Trades to Quotes.

Definition at line 142 of file SRQSOpenNegotiationNotification.h.

SInt64 tradeToRequestRatio

Ratio indicating amount of Trades to RFQ requested.

Definition at line 124 of file SRQSOpenNegotiationNotification.h.

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 91 of file SRQSOpenNegotiationNotification.h.

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 118 of file SRQSOpenNegotiationNotification.h.


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