SRQSOpenNegotiationRequest Class Reference

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

Public Member Functions
	SRQSOpenNegotiationRequest ()
TemplateId::Enum	templateId () const
std::string	toString () const
Public Member Functions inherited from Message
virtual	~Message ()

Public Attributes
UInt32	senderSubId
SInt64	securityId
SInt64	bidPx
SInt64	offerPx
SInt64	orderQty
SInt64	quoteRefPrice
SInt64	underlyingDeltaPercentage
UInt64	validUntilTime
SInt32	marketSegmentId
SInt32	securitySubType
QuoteType::Enum	quoteType
QuoteSubType::Enum	quoteSubType
NumberOfRespDisclosureInstruction::Enum	numberOfRespDisclosureInstruction
Side::Enum	side
ProductComplex::Enum	productComplex
RespondentType::Enum	respondentType
ShowLastDealOnClosure::Enum	showLastDealOnClosure
BidPxIsLocked::Enum	bidPxIsLocked
OfferPxIsLocked::Enum	offerPxIsLocked
SideIsLocked::Enum	sideIsLocked
OrderQtyIsLocked::Enum	orderQtyIsLocked
TradeAggregationTransType::Enum	tradeAggregationTransType
QuoteCondition::Enum	quoteCondition
std::string	partyExecutingFirm
std::string	partyExecutingTrader
std::string	freeText5
std::string	quoteReqId
std::string	partyOrderOriginationTrader
std::string	chargeId
std::vector< QuotReqLegsGrpElem >	quotReqLegsGrp
std::vector< TargetPartiesElem >	targetParties

Friends
class	Serializer

Detailed Description

Definition at line 38 of file SRQSOpenNegotiationRequest.h.

Constructor & Destructor Documentation

SRQSOpenNegotiationRequest

(

)

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 144 of file SRQSOpenNegotiationRequest.h.

Member Data Documentation

SInt64 bidPx

Bid price/rate.

Definition at line 51 of file SRQSOpenNegotiationRequest.h.

BidPxIsLocked::Enum bidPxIsLocked

BidPx is locked.

Definition at line 96 of file SRQSOpenNegotiationRequest.h.

std::string chargeId

Charge ID of Third Party Platform.

Definition at line 129 of file SRQSOpenNegotiationRequest.h.

std::string freeText5

Text field.

Definition at line 120 of file SRQSOpenNegotiationRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 69 of file SRQSOpenNegotiationRequest.h.

NumberOfRespDisclosureInstruction::Enum numberOfRespDisclosureInstruction

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

Definition at line 81 of file SRQSOpenNegotiationRequest.h.

SInt64 offerPx

Offer price/rate.

Definition at line 54 of file SRQSOpenNegotiationRequest.h.

OfferPxIsLocked::Enum offerPxIsLocked

OfferPx is locked.

Definition at line 99 of file SRQSOpenNegotiationRequest.h.

SInt64 orderQty

Total Order Quantity.

Definition at line 57 of file SRQSOpenNegotiationRequest.h.

OrderQtyIsLocked::Enum orderQtyIsLocked

OrderQty is locked.

Definition at line 105 of file SRQSOpenNegotiationRequest.h.

std::string partyExecutingFirm

Owning business unit name.

Definition at line 114 of file SRQSOpenNegotiationRequest.h.

std::string partyExecutingTrader

Owning user name.

Definition at line 117 of file SRQSOpenNegotiationRequest.h.

std::string partyOrderOriginationTrader

Buy-side user information.

Definition at line 126 of file SRQSOpenNegotiationRequest.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 87 of file SRQSOpenNegotiationRequest.h.

QuoteCondition::Enum quoteCondition

Status of the quote.

Definition at line 111 of file SRQSOpenNegotiationRequest.h.

SInt64 quoteRefPrice

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

Definition at line 60 of file SRQSOpenNegotiationRequest.h.

std::string quoteReqId

SRQS negotiation report ID.

Definition at line 123 of file SRQSOpenNegotiationRequest.h.

QuoteSubType::Enum quoteSubType

Sub-type or qualifier of QuoteType.

Definition at line 78 of file SRQSOpenNegotiationRequest.h.

QuoteType::Enum quoteType

Quote type.

Definition at line 75 of file SRQSOpenNegotiationRequest.h.

std::vector<QuotReqLegsGrpElem> quotReqLegsGrp

Quot Req Legs Group.

Definition at line 132 of file SRQSOpenNegotiationRequest.h.

RespondentType::Enum respondentType

Specifies the type of respondents requested.

Definition at line 90 of file SRQSOpenNegotiationRequest.h.

SInt64 securityId

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

Definition at line 48 of file SRQSOpenNegotiationRequest.h.

SInt32 securitySubType

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

Definition at line 72 of file SRQSOpenNegotiationRequest.h.

UInt32 senderSubId

User ID.

Definition at line 45 of file SRQSOpenNegotiationRequest.h.

ShowLastDealOnClosure::Enum showLastDealOnClosure

Instruction to show last deal information after negotiation closure.

Definition at line 93 of file SRQSOpenNegotiationRequest.h.

Side::Enum side

Side of the order.

Definition at line 84 of file SRQSOpenNegotiationRequest.h.

SideIsLocked::Enum sideIsLocked

Side is locked.

Definition at line 102 of file SRQSOpenNegotiationRequest.h.

std::vector<TargetPartiesElem> targetParties

Target Parties.

Definition at line 135 of file SRQSOpenNegotiationRequest.h.

TradeAggregationTransType::Enum tradeAggregationTransType

Trade Aggregation Identifier.

Definition at line 108 of file SRQSOpenNegotiationRequest.h.

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 63 of file SRQSOpenNegotiationRequest.h.

UInt64 validUntilTime

Time until a message is valid.

Definition at line 66 of file SRQSOpenNegotiationRequest.h.

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

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