Public Member Functions | |
| SRQSOpenNegotiationNotification () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
| Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 68 of file SRQSOpenNegotiationNotification.h.
Initialize default instance.
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virtual |
Returns template ID.
Implements Message.
|
virtual |
Returns string representation.
Implements Message.
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friend |
Definition at line 203 of file SRQSOpenNegotiationNotification.h.
| 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 75 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 101 of file SRQSOpenNegotiationNotification.h.
| std::string chargeId |
Charge ID of Third Party Platform.
Definition at line 191 of file SRQSOpenNegotiationNotification.h.
| UInt64 expireTime |
Time a message expires.
Definition at line 122 of file SRQSOpenNegotiationNotification.h.
| std::string firmNegotiationId |
User defined ID of a SRQS negotiation.
Definition at line 182 of file SRQSOpenNegotiationNotification.h.
| std::string freeText5 |
Text field.
Definition at line 185 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 89 of file SRQSOpenNegotiationNotification.h.
| SInt64 lastPx |
Price of this leg fill.
Definition at line 113 of file SRQSOpenNegotiationNotification.h.
| SInt64 lastQty |
Quantity executed in this leg fill.
Definition at line 110 of file SRQSOpenNegotiationNotification.h.
| SInt64 leavesQty |
Remaining quantity of an order.
Definition at line 107 of file SRQSOpenNegotiationNotification.h.
| SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 134 of file SRQSOpenNegotiationNotification.h.
| UInt32 negotiationId |
ID of a SRQS negotiation.
Definition at line 131 of file SRQSOpenNegotiationNotification.h.
| UInt64 negotiationStartTime |
Start time of SRQS negotiation.
Definition at line 95 of file SRQSOpenNegotiationNotification.h.
| UInt32 numberOfRespondents |
Total number of Respondents in a SRQS event.
Definition at line 140 of file SRQSOpenNegotiationNotification.h.
| SInt64 offerPx |
Offer price/rate.
Definition at line 104 of file SRQSOpenNegotiationNotification.h.
| std::string partyEnteringTrader |
The entering user.
Definition at line 173 of file SRQSOpenNegotiationNotification.h.
| std::string partyExecutingFirm |
Owning business unit name.
Definition at line 167 of file SRQSOpenNegotiationNotification.h.
| std::string partyExecutingTrader |
Owning user name.
Definition at line 170 of file SRQSOpenNegotiationNotification.h.
| std::string partyOrderOriginationTrader |
Buy-side user information.
Definition at line 188 of file SRQSOpenNegotiationNotification.h.
| ProductComplex::Enum productComplex |
This field qualifies an instrument type on Eurex.
Definition at line 155 of file SRQSOpenNegotiationNotification.h.
| QuoteCondition::Enum quoteCondition |
Status of the quote.
Definition at line 164 of file SRQSOpenNegotiationNotification.h.
| SInt64 quoteRefPrice |
Underlying reference price for an option (for option strategies).
Definition at line 116 of file SRQSOpenNegotiationNotification.h.
| QuoteSubType::Enum quoteSubType |
Sub-type or qualifier of QuoteType.
Definition at line 149 of file SRQSOpenNegotiationNotification.h.
| QuoteType::Enum quoteType |
Quote type.
Definition at line 146 of file SRQSOpenNegotiationNotification.h.
| std::vector<QuotReqLegsGrpElem> quotReqLegsGrp |
Quot Req Legs Group.
Definition at line 194 of file SRQSOpenNegotiationNotification.h.
| RespondentType::Enum respondentType |
Specifies the type of respondents requested.
Definition at line 158 of file SRQSOpenNegotiationNotification.h.
| SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 98 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 137 of file SRQSOpenNegotiationNotification.h.
| Side::Enum side |
Side of the order.
Definition at line 152 of file SRQSOpenNegotiationNotification.h.
| std::string targetPartyExecutingFirm |
Name of the target business unit.
Definition at line 176 of file SRQSOpenNegotiationNotification.h.
| std::string targetPartyExecutingTrader |
Name of the target trader name.
Definition at line 179 of file SRQSOpenNegotiationNotification.h.
| TradeAggregationTransType::Enum tradeAggregationTransType |
Trade Aggregation Identifier.
Definition at line 161 of file SRQSOpenNegotiationNotification.h.
| SInt64 tradeToQuoteRatio |
Ratio of Trades to Quotes.
Definition at line 128 of file SRQSOpenNegotiationNotification.h.
| UInt16 tradeToQuoteRatioPosition |
Ranking position of Ratio of Trades to Quotes.
Definition at line 143 of file SRQSOpenNegotiationNotification.h.
| SInt64 tradeToRequestRatio |
Ratio indicating amount of Trades to RFQ requested.
Definition at line 125 of file SRQSOpenNegotiationNotification.h.
| UInt64 transactTime |
Timestamp of the match event (trade).
Definition at line 92 of file SRQSOpenNegotiationNotification.h.
| SInt64 underlyingDeltaPercentage |
The underlying delta of a Vola-Strategy.
Definition at line 119 of file SRQSOpenNegotiationNotification.h.
