OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
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< QuotReqLegsGrpElemquotReqLegsGrp
 
std::vector< TargetPartiesElemtargetParties
 

Friends

class Serializer
 

Detailed Description

Definition at line 39 of file SRQSOpenNegotiationRequest.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 145 of file SRQSOpenNegotiationRequest.h.

Member Data Documentation

SInt64 bidPx

Bid price/rate.

Definition at line 52 of file SRQSOpenNegotiationRequest.h.

BidPxIsLocked::Enum bidPxIsLocked

BidPx is locked.

Definition at line 97 of file SRQSOpenNegotiationRequest.h.

std::string chargeId

Charge ID of Third Party Platform.

Definition at line 130 of file SRQSOpenNegotiationRequest.h.

std::string freeText5

Text field.

Definition at line 121 of file SRQSOpenNegotiationRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 70 of file SRQSOpenNegotiationRequest.h.

NumberOfRespDisclosureInstruction::Enum numberOfRespDisclosureInstruction

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

Definition at line 82 of file SRQSOpenNegotiationRequest.h.

SInt64 offerPx

Offer price/rate.

Definition at line 55 of file SRQSOpenNegotiationRequest.h.

OfferPxIsLocked::Enum offerPxIsLocked

OfferPx is locked.

Definition at line 100 of file SRQSOpenNegotiationRequest.h.

SInt64 orderQty

Total Order Quantity.

Definition at line 58 of file SRQSOpenNegotiationRequest.h.

OrderQtyIsLocked::Enum orderQtyIsLocked

OrderQty is locked.

Definition at line 106 of file SRQSOpenNegotiationRequest.h.

std::string partyExecutingFirm

Owning business unit name.

Definition at line 115 of file SRQSOpenNegotiationRequest.h.

std::string partyExecutingTrader

Owning user name.

Definition at line 118 of file SRQSOpenNegotiationRequest.h.

std::string partyOrderOriginationTrader

Buy-side user information.

Definition at line 127 of file SRQSOpenNegotiationRequest.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 88 of file SRQSOpenNegotiationRequest.h.

QuoteCondition::Enum quoteCondition

Status of the quote.

Definition at line 112 of file SRQSOpenNegotiationRequest.h.

SInt64 quoteRefPrice

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

Definition at line 61 of file SRQSOpenNegotiationRequest.h.

std::string quoteReqId

SRQS negotiation report ID.

Definition at line 124 of file SRQSOpenNegotiationRequest.h.

QuoteSubType::Enum quoteSubType

Sub-type or qualifier of QuoteType.

Definition at line 79 of file SRQSOpenNegotiationRequest.h.

QuoteType::Enum quoteType

Quote type.

Definition at line 76 of file SRQSOpenNegotiationRequest.h.

std::vector<QuotReqLegsGrpElem> quotReqLegsGrp

Quot Req Legs Group.

Definition at line 133 of file SRQSOpenNegotiationRequest.h.

RespondentType::Enum respondentType

Specifies the type of respondents requested.

Definition at line 91 of file SRQSOpenNegotiationRequest.h.

SInt64 securityId

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

Definition at line 49 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 73 of file SRQSOpenNegotiationRequest.h.

UInt32 senderSubId

User ID.

Definition at line 46 of file SRQSOpenNegotiationRequest.h.

ShowLastDealOnClosure::Enum showLastDealOnClosure

Instruction to show last deal information after negotiation closure.

Definition at line 94 of file SRQSOpenNegotiationRequest.h.

Side::Enum side

Side of the order.

Definition at line 85 of file SRQSOpenNegotiationRequest.h.

SideIsLocked::Enum sideIsLocked

Side is locked.

Definition at line 103 of file SRQSOpenNegotiationRequest.h.

std::vector<TargetPartiesElem> targetParties

Target Parties.

Definition at line 136 of file SRQSOpenNegotiationRequest.h.

TradeAggregationTransType::Enum tradeAggregationTransType

Trade Aggregation Identifier.

Definition at line 109 of file SRQSOpenNegotiationRequest.h.

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 64 of file SRQSOpenNegotiationRequest.h.

UInt64 validUntilTime

Time until a message is valid.

Definition at line 67 of file SRQSOpenNegotiationRequest.h.


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