OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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SRQSOpenNegotiationRequest Class Reference

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< QuotReqLegsGrpElemquotReqLegsGrp
std::vector< TargetPartiesElemtargetParties

Friends

class Serializer

Detailed Description

Definition at line 38 of file SRQSOpenNegotiationRequest.h.

Constructor & Destructor Documentation

◆ SRQSOpenNegotiationRequest()

Initialize default instance.

Member Function Documentation

◆ templateId()

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

◆ toString()

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

◆ Serializer

friend class Serializer
friend

Definition at line 144 of file SRQSOpenNegotiationRequest.h.

Member Data Documentation

◆ bidPx

SInt64 bidPx

Bid price/rate.

Definition at line 51 of file SRQSOpenNegotiationRequest.h.

◆ bidPxIsLocked

BidPxIsLocked::Enum bidPxIsLocked

BidPx is locked.

Definition at line 96 of file SRQSOpenNegotiationRequest.h.

◆ chargeId

std::string chargeId

Charge ID of Third Party Platform.

Definition at line 129 of file SRQSOpenNegotiationRequest.h.

◆ freeText5

std::string freeText5

Text field.

Definition at line 120 of file SRQSOpenNegotiationRequest.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 69 of file SRQSOpenNegotiationRequest.h.

◆ numberOfRespDisclosureInstruction

NumberOfRespDisclosureInstruction::Enum numberOfRespDisclosureInstruction

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

Definition at line 81 of file SRQSOpenNegotiationRequest.h.

◆ offerPx

SInt64 offerPx

Offer price/rate.

Definition at line 54 of file SRQSOpenNegotiationRequest.h.

◆ offerPxIsLocked

OfferPxIsLocked::Enum offerPxIsLocked

OfferPx is locked.

Definition at line 99 of file SRQSOpenNegotiationRequest.h.

◆ orderQty

SInt64 orderQty

Total Order Quantity.

Definition at line 57 of file SRQSOpenNegotiationRequest.h.

◆ orderQtyIsLocked

OrderQtyIsLocked::Enum orderQtyIsLocked

OrderQty is locked.

Definition at line 105 of file SRQSOpenNegotiationRequest.h.

◆ partyExecutingFirm

std::string partyExecutingFirm

Owning business unit name.

Definition at line 114 of file SRQSOpenNegotiationRequest.h.

◆ partyExecutingTrader

std::string partyExecutingTrader

Owning user name.

Definition at line 117 of file SRQSOpenNegotiationRequest.h.

◆ partyOrderOriginationTrader

std::string partyOrderOriginationTrader

Buy-side user information.

Definition at line 126 of file SRQSOpenNegotiationRequest.h.

◆ productComplex

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 87 of file SRQSOpenNegotiationRequest.h.

◆ quoteCondition

QuoteCondition::Enum quoteCondition

Status of the quote.

Definition at line 111 of file SRQSOpenNegotiationRequest.h.

◆ quoteRefPrice

SInt64 quoteRefPrice

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

Definition at line 60 of file SRQSOpenNegotiationRequest.h.

◆ quoteReqId

std::string quoteReqId

SRQS negotiation report ID.

Definition at line 123 of file SRQSOpenNegotiationRequest.h.

◆ quoteSubType

QuoteSubType::Enum quoteSubType

Sub-type or qualifier of QuoteType.

Definition at line 78 of file SRQSOpenNegotiationRequest.h.

◆ quoteType

QuoteType::Enum quoteType

Quote type.

Definition at line 75 of file SRQSOpenNegotiationRequest.h.

◆ quotReqLegsGrp

std::vector<QuotReqLegsGrpElem> quotReqLegsGrp

Quot Req Legs Group.

Definition at line 132 of file SRQSOpenNegotiationRequest.h.

◆ respondentType

RespondentType::Enum respondentType

Specifies the type of respondents requested.

Definition at line 90 of file SRQSOpenNegotiationRequest.h.

◆ securityId

SInt64 securityId

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

Definition at line 48 of file SRQSOpenNegotiationRequest.h.

◆ securitySubType

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.

◆ senderSubId

UInt32 senderSubId

User ID.

Definition at line 45 of file SRQSOpenNegotiationRequest.h.

◆ showLastDealOnClosure

ShowLastDealOnClosure::Enum showLastDealOnClosure

Instruction to show last deal information after negotiation closure.

Definition at line 93 of file SRQSOpenNegotiationRequest.h.

◆ side

Side::Enum side

Side of the order.

Definition at line 84 of file SRQSOpenNegotiationRequest.h.

◆ sideIsLocked

SideIsLocked::Enum sideIsLocked

Side is locked.

Definition at line 102 of file SRQSOpenNegotiationRequest.h.

◆ targetParties

std::vector<TargetPartiesElem> targetParties

Target Parties.

Definition at line 135 of file SRQSOpenNegotiationRequest.h.

◆ tradeAggregationTransType

TradeAggregationTransType::Enum tradeAggregationTransType

Trade Aggregation Identifier.

Definition at line 108 of file SRQSOpenNegotiationRequest.h.

◆ underlyingDeltaPercentage

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 63 of file SRQSOpenNegotiationRequest.h.

◆ validUntilTime

UInt64 validUntilTime

Time until a message is valid.

Definition at line 66 of file SRQSOpenNegotiationRequest.h.