OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
SRQSOpenNegotiationRequesterNotification Class Reference

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

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< QuotReqLegsGrpElemquotReqLegsGrp
 
std::vector< TargetPartiesElemtargetParties
 

Friends

class Serializer
 

Detailed Description

Definition at line 39 of file SRQSOpenNegotiationRequesterNotification.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 178 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 46 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 67 of file SRQSOpenNegotiationRequesterNotification.h.

BidPxIsLocked::Enum bidPxIsLocked

BidPx is locked.

Definition at line 127 of file SRQSOpenNegotiationRequesterNotification.h.

std::string chargeId

Charge ID of Third Party Platform.

Definition at line 163 of file SRQSOpenNegotiationRequesterNotification.h.

UInt64 expireTime

Time a message expires.

Definition at line 88 of file SRQSOpenNegotiationRequesterNotification.h.

std::string firmNegotiationId

User defined ID of a SRQS negotiation.

Definition at line 154 of file SRQSOpenNegotiationRequesterNotification.h.

std::string freeText5

Text field.

Definition at line 157 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 58 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 lastPx

Price of this leg fill.

Definition at line 76 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 lastQty

Quantity executed in this leg fill.

Definition at line 79 of file SRQSOpenNegotiationRequesterNotification.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 97 of file SRQSOpenNegotiationRequesterNotification.h.

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 94 of file SRQSOpenNegotiationRequesterNotification.h.

NumberOfRespDisclosureInstruction::Enum numberOfRespDisclosureInstruction

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

Definition at line 118 of file SRQSOpenNegotiationRequesterNotification.h.

UInt32 numberOfRespondents

Total number of Respondents in a SRQS event.

Definition at line 103 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 offerPx

Offer price/rate.

Definition at line 70 of file SRQSOpenNegotiationRequesterNotification.h.

OfferPxIsLocked::Enum offerPxIsLocked

OfferPx is locked.

Definition at line 130 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 orderQty

Total Order Quantity.

Definition at line 73 of file SRQSOpenNegotiationRequesterNotification.h.

OrderQtyIsLocked::Enum orderQtyIsLocked

OrderQty is locked.

Definition at line 136 of file SRQSOpenNegotiationRequesterNotification.h.

std::string partyEnteringTrader

The entering user.

Definition at line 151 of file SRQSOpenNegotiationRequesterNotification.h.

std::string partyExecutingFirm

Owning business unit name.

Definition at line 145 of file SRQSOpenNegotiationRequesterNotification.h.

std::string partyExecutingTrader

Owning user name.

Definition at line 148 of file SRQSOpenNegotiationRequesterNotification.h.

std::string partyOrderOriginationTrader

Buy-side user information.

Definition at line 160 of file SRQSOpenNegotiationRequesterNotification.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 115 of file SRQSOpenNegotiationRequesterNotification.h.

QuoteCondition::Enum quoteCondition

Status of the quote.

Definition at line 142 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 quoteRefPrice

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

Definition at line 82 of file SRQSOpenNegotiationRequesterNotification.h.

QuoteSubType::Enum quoteSubType

Sub-type or qualifier of QuoteType.

Definition at line 109 of file SRQSOpenNegotiationRequesterNotification.h.

QuoteType::Enum quoteType

Quote type.

Definition at line 106 of file SRQSOpenNegotiationRequesterNotification.h.

std::vector<QuotReqLegsGrpElem> quotReqLegsGrp

Quot Req Legs Group.

Definition at line 166 of file SRQSOpenNegotiationRequesterNotification.h.

RespondentType::Enum respondentType

Specifies the type of respondents requested.

Definition at line 121 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 securityId

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

Definition at line 64 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 100 of file SRQSOpenNegotiationRequesterNotification.h.

ShowLastDealOnClosure::Enum showLastDealOnClosure

Instruction to show last deal information after negotiation closure.

Definition at line 124 of file SRQSOpenNegotiationRequesterNotification.h.

Side::Enum side

Side of the order.

Definition at line 112 of file SRQSOpenNegotiationRequesterNotification.h.

SideIsLocked::Enum sideIsLocked

Side is locked.

Definition at line 133 of file SRQSOpenNegotiationRequesterNotification.h.

std::vector<TargetPartiesElem> targetParties

Target Parties.

Definition at line 169 of file SRQSOpenNegotiationRequesterNotification.h.

TradeAggregationTransType::Enum tradeAggregationTransType

Trade Aggregation Identifier.

Definition at line 139 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 tradeToRequestRatio

Ratio indicating amount of Trades to RFQ requested.

Definition at line 91 of file SRQSOpenNegotiationRequesterNotification.h.

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 61 of file SRQSOpenNegotiationRequesterNotification.h.

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 85 of file SRQSOpenNegotiationRequesterNotification.h.


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