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< QuotReqLegsGrpElem >	quotReqLegsGrp

Friends
class	Serializer

Detailed Description

Definition at line 68 of file SRQSOpenNegotiationNotification.h.

Constructor & Destructor Documentation

SRQSOpenNegotiationNotification

(

)

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 203 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 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.

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

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