SRQSOpenNegotiationRequesterNotification Class Reference

Public Member Functions
	SRQSOpenNegotiationRequesterNotification ()
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
SInt64	securityId
SInt64	bidPx
SInt64	offerPx
SInt64	orderQty
SInt64	lastPx
SInt64	lastQty
SInt64	quoteRefPrice
SInt64	underlyingDeltaPercentage
UInt64	expireTime
SInt64	tradeToRequestRatio
UInt32	negotiationId
SInt32	marketSegmentId
SInt32	securitySubType
UInt32	numberOfRespondents
QuoteType::Enum	quoteType
QuoteSubType::Enum	quoteSubType
Side::Enum	side
ProductComplex::Enum	productComplex
NumberOfRespDisclosureInstruction::Enum	numberOfRespDisclosureInstruction
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	partyEnteringTrader
std::string	firmNegotiationId
std::string	freeText5
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 SRQSOpenNegotiationRequesterNotification.h.

Constructor & Destructor Documentation

SRQSOpenNegotiationRequesterNotification

(

)

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 179 of file SRQSOpenNegotiationRequesterNotification.h.

Member Data Documentation

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 55 of file SRQSOpenNegotiationRequesterNotification.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 52 of file SRQSOpenNegotiationRequesterNotification.h.

UInt64 applSeqNum

Message sequence number assigned to a non-order related Eurex ETI data stream.

Definition at line 45 of file SRQSOpenNegotiationRequesterNotification.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 49 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 bidPx

Bid price/rate.

Definition at line 68 of file SRQSOpenNegotiationRequesterNotification.h.

BidPxIsLocked::Enum bidPxIsLocked

BidPx is locked.

Definition at line 128 of file SRQSOpenNegotiationRequesterNotification.h.

std::string chargeId

Charge ID of Third Party Platform.

Definition at line 164 of file SRQSOpenNegotiationRequesterNotification.h.

UInt64 expireTime

Time a message expires.

Definition at line 89 of file SRQSOpenNegotiationRequesterNotification.h.

std::string firmNegotiationId

User defined ID of a SRQS negotiation.

Definition at line 155 of file SRQSOpenNegotiationRequesterNotification.h.

std::string freeText5

Text field.

Definition at line 158 of file SRQSOpenNegotiationRequesterNotification.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 59 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 lastPx

Price of this leg fill.

Definition at line 77 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 lastQty

Quantity executed in this leg fill.

Definition at line 80 of file SRQSOpenNegotiationRequesterNotification.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 98 of file SRQSOpenNegotiationRequesterNotification.h.

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 95 of file SRQSOpenNegotiationRequesterNotification.h.

NumberOfRespDisclosureInstruction::Enum numberOfRespDisclosureInstruction

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

Definition at line 119 of file SRQSOpenNegotiationRequesterNotification.h.

UInt32 numberOfRespondents

Total number of Respondents in a SRQS event.

Definition at line 104 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 offerPx

Offer price/rate.

Definition at line 71 of file SRQSOpenNegotiationRequesterNotification.h.

OfferPxIsLocked::Enum offerPxIsLocked

OfferPx is locked.

Definition at line 131 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 orderQty

Total Order Quantity.

Definition at line 74 of file SRQSOpenNegotiationRequesterNotification.h.

OrderQtyIsLocked::Enum orderQtyIsLocked

OrderQty is locked.

Definition at line 137 of file SRQSOpenNegotiationRequesterNotification.h.

std::string partyEnteringTrader

The entering user.

Definition at line 152 of file SRQSOpenNegotiationRequesterNotification.h.

std::string partyExecutingFirm

Owning business unit name.

Definition at line 146 of file SRQSOpenNegotiationRequesterNotification.h.

std::string partyExecutingTrader

Owning user name.

Definition at line 149 of file SRQSOpenNegotiationRequesterNotification.h.

std::string partyOrderOriginationTrader

Buy-side user information.

Definition at line 161 of file SRQSOpenNegotiationRequesterNotification.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 116 of file SRQSOpenNegotiationRequesterNotification.h.

QuoteCondition::Enum quoteCondition

Status of the quote.

Definition at line 143 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 quoteRefPrice

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

Definition at line 83 of file SRQSOpenNegotiationRequesterNotification.h.

QuoteSubType::Enum quoteSubType

Sub-type or qualifier of QuoteType.

Definition at line 110 of file SRQSOpenNegotiationRequesterNotification.h.

QuoteType::Enum quoteType

Quote type.

Definition at line 107 of file SRQSOpenNegotiationRequesterNotification.h.

std::vector<QuotReqLegsGrpElem> quotReqLegsGrp

Quot Req Legs Group.

Definition at line 167 of file SRQSOpenNegotiationRequesterNotification.h.

RespondentType::Enum respondentType

Specifies the type of respondents requested.

Definition at line 122 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 securityId

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

Definition at line 65 of file SRQSOpenNegotiationRequesterNotification.h.

SInt32 securitySubType

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

Definition at line 101 of file SRQSOpenNegotiationRequesterNotification.h.

ShowLastDealOnClosure::Enum showLastDealOnClosure

Instruction to show last deal information after negotiation closure.

Definition at line 125 of file SRQSOpenNegotiationRequesterNotification.h.

Side::Enum side

Side of the order.

Definition at line 113 of file SRQSOpenNegotiationRequesterNotification.h.

SideIsLocked::Enum sideIsLocked

Side is locked.

Definition at line 134 of file SRQSOpenNegotiationRequesterNotification.h.

std::vector<TargetPartiesElem> targetParties

Target Parties.

Definition at line 170 of file SRQSOpenNegotiationRequesterNotification.h.

TradeAggregationTransType::Enum tradeAggregationTransType

Trade Aggregation Identifier.

Definition at line 140 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 tradeToRequestRatio

Ratio indicating amount of Trades to RFQ requested.

Definition at line 92 of file SRQSOpenNegotiationRequesterNotification.h.

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 62 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 86 of file SRQSOpenNegotiationRequesterNotification.h.