OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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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< QuotReqLegsGrpElemquotReqLegsGrp
std::vector< TargetPartiesElemtargetParties

Friends

class Serializer

Detailed Description

Definition at line 38 of file SRQSOpenNegotiationRequesterNotification.h.

Constructor & Destructor Documentation

◆ SRQSOpenNegotiationRequesterNotification()

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 179 of file SRQSOpenNegotiationRequesterNotification.h.

Member Data Documentation

◆ applId

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 55 of file SRQSOpenNegotiationRequesterNotification.h.

◆ applResendFlag

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 52 of file SRQSOpenNegotiationRequesterNotification.h.

◆ applSeqNum

UInt64 applSeqNum

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

Definition at line 45 of file SRQSOpenNegotiationRequesterNotification.h.

◆ applSubId

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.

◆ bidPx

SInt64 bidPx

Bid price/rate.

Definition at line 68 of file SRQSOpenNegotiationRequesterNotification.h.

◆ bidPxIsLocked

BidPxIsLocked::Enum bidPxIsLocked

BidPx is locked.

Definition at line 128 of file SRQSOpenNegotiationRequesterNotification.h.

◆ chargeId

std::string chargeId

Charge ID of Third Party Platform.

Definition at line 164 of file SRQSOpenNegotiationRequesterNotification.h.

◆ expireTime

UInt64 expireTime

Time a message expires.

Definition at line 89 of file SRQSOpenNegotiationRequesterNotification.h.

◆ firmNegotiationId

std::string firmNegotiationId

User defined ID of a SRQS negotiation.

Definition at line 155 of file SRQSOpenNegotiationRequesterNotification.h.

◆ freeText5

std::string freeText5

Text field.

Definition at line 158 of file SRQSOpenNegotiationRequesterNotification.h.

◆ lastFragment

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.

◆ lastPx

SInt64 lastPx

Price of this leg fill.

Definition at line 77 of file SRQSOpenNegotiationRequesterNotification.h.

◆ lastQty

SInt64 lastQty

Quantity executed in this leg fill.

Definition at line 80 of file SRQSOpenNegotiationRequesterNotification.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 98 of file SRQSOpenNegotiationRequesterNotification.h.

◆ negotiationId

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 95 of file SRQSOpenNegotiationRequesterNotification.h.

◆ numberOfRespDisclosureInstruction

NumberOfRespDisclosureInstruction::Enum numberOfRespDisclosureInstruction

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

Definition at line 119 of file SRQSOpenNegotiationRequesterNotification.h.

◆ numberOfRespondents

UInt32 numberOfRespondents

Total number of Respondents in a SRQS event.

Definition at line 104 of file SRQSOpenNegotiationRequesterNotification.h.

◆ offerPx

SInt64 offerPx

Offer price/rate.

Definition at line 71 of file SRQSOpenNegotiationRequesterNotification.h.

◆ offerPxIsLocked

OfferPxIsLocked::Enum offerPxIsLocked

OfferPx is locked.

Definition at line 131 of file SRQSOpenNegotiationRequesterNotification.h.

◆ orderQty

SInt64 orderQty

Total Order Quantity.

Definition at line 74 of file SRQSOpenNegotiationRequesterNotification.h.

◆ orderQtyIsLocked

OrderQtyIsLocked::Enum orderQtyIsLocked

OrderQty is locked.

Definition at line 137 of file SRQSOpenNegotiationRequesterNotification.h.

◆ partyEnteringTrader

std::string partyEnteringTrader

The entering user.

Definition at line 152 of file SRQSOpenNegotiationRequesterNotification.h.

◆ partyExecutingFirm

std::string partyExecutingFirm

Owning business unit name.

Definition at line 146 of file SRQSOpenNegotiationRequesterNotification.h.

◆ partyExecutingTrader

std::string partyExecutingTrader

Owning user name.

Definition at line 149 of file SRQSOpenNegotiationRequesterNotification.h.

◆ partyOrderOriginationTrader

std::string partyOrderOriginationTrader

Buy-side user information.

Definition at line 161 of file SRQSOpenNegotiationRequesterNotification.h.

◆ productComplex

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 116 of file SRQSOpenNegotiationRequesterNotification.h.

◆ quoteCondition

QuoteCondition::Enum quoteCondition

Status of the quote.

Definition at line 143 of file SRQSOpenNegotiationRequesterNotification.h.

◆ quoteRefPrice

SInt64 quoteRefPrice

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

Definition at line 83 of file SRQSOpenNegotiationRequesterNotification.h.

◆ quoteSubType

QuoteSubType::Enum quoteSubType

Sub-type or qualifier of QuoteType.

Definition at line 110 of file SRQSOpenNegotiationRequesterNotification.h.

◆ quoteType

QuoteType::Enum quoteType

Quote type.

Definition at line 107 of file SRQSOpenNegotiationRequesterNotification.h.

◆ quotReqLegsGrp

std::vector<QuotReqLegsGrpElem> quotReqLegsGrp

Quot Req Legs Group.

Definition at line 167 of file SRQSOpenNegotiationRequesterNotification.h.

◆ respondentType

RespondentType::Enum respondentType

Specifies the type of respondents requested.

Definition at line 122 of file SRQSOpenNegotiationRequesterNotification.h.

◆ securityId

SInt64 securityId

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

Definition at line 65 of file SRQSOpenNegotiationRequesterNotification.h.

◆ securitySubType

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

ShowLastDealOnClosure::Enum showLastDealOnClosure

Instruction to show last deal information after negotiation closure.

Definition at line 125 of file SRQSOpenNegotiationRequesterNotification.h.

◆ side

Side::Enum side

Side of the order.

Definition at line 113 of file SRQSOpenNegotiationRequesterNotification.h.

◆ sideIsLocked

SideIsLocked::Enum sideIsLocked

Side is locked.

Definition at line 134 of file SRQSOpenNegotiationRequesterNotification.h.

◆ targetParties

std::vector<TargetPartiesElem> targetParties

Target Parties.

Definition at line 170 of file SRQSOpenNegotiationRequesterNotification.h.

◆ tradeAggregationTransType

TradeAggregationTransType::Enum tradeAggregationTransType

Trade Aggregation Identifier.

Definition at line 140 of file SRQSOpenNegotiationRequesterNotification.h.

◆ tradeToRequestRatio

SInt64 tradeToRequestRatio

Ratio indicating amount of Trades to RFQ requested.

Definition at line 92 of file SRQSOpenNegotiationRequesterNotification.h.

◆ transactTime

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 62 of file SRQSOpenNegotiationRequesterNotification.h.

◆ underlyingDeltaPercentage

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 86 of file SRQSOpenNegotiationRequesterNotification.h.