SRQSQuoteEntryGrpElem Class Reference

Public Member Functions
	SRQSQuoteEntryGrpElem ()
std::string	toString () const

Public Attributes
UInt64	transactTime
UInt64	expireTime
UInt64	quoteId
UInt64	secondaryQuoteId
SInt64	bidPx
SInt64	bidSize
SInt64	offerPx
SInt64	offerSize
SInt64	underlyingPx
SInt64	underlyingDeltaPercentage
SInt64	quoteRefPrice
UInt32	partyIdExecutingTrader
UInt32	negotiationId
QuotingStatus::Enum	quotingStatus
std::string	firmNegotiationId
std::string	partyExecutingFirm
std::string	partyExecutingTrader
std::string	partyEnteringTrader

Friends
class	Serializer

Detailed Description

Definition at line 36 of file SRQSQuoteSnapshotNotification.h.

Constructor & Destructor Documentation

SRQSQuoteEntryGrpElem

(

)

Initialize default instance.

Member Function Documentation

std::string toString

(

)

const

Returns string representation.

Friends And Related Function Documentation

friend class Serializer

friend

Definition at line 100 of file SRQSQuoteSnapshotNotification.h.

Member Data Documentation

SInt64 bidPx

Bid price/rate.

Definition at line 55 of file SRQSQuoteSnapshotNotification.h.

SInt64 bidSize

Quantity of bid.

Definition at line 58 of file SRQSQuoteSnapshotNotification.h.

UInt64 expireTime

Time a message expires.

Definition at line 46 of file SRQSQuoteSnapshotNotification.h.

std::string firmNegotiationId

User defined ID of a SRQS negotiation.

Definition at line 85 of file SRQSQuoteSnapshotNotification.h.

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 79 of file SRQSQuoteSnapshotNotification.h.

SInt64 offerPx

Offer price/rate.

Definition at line 61 of file SRQSQuoteSnapshotNotification.h.

SInt64 offerSize

Quantity of offer.

Definition at line 64 of file SRQSQuoteSnapshotNotification.h.

std::string partyEnteringTrader

The entering user.

Definition at line 94 of file SRQSQuoteSnapshotNotification.h.

std::string partyExecutingFirm

Owning business unit name.

Definition at line 88 of file SRQSQuoteSnapshotNotification.h.

std::string partyExecutingTrader

Owning user name.

Definition at line 91 of file SRQSQuoteSnapshotNotification.h.

UInt32 partyIdExecutingTrader

Owning User ID.

Definition at line 76 of file SRQSQuoteSnapshotNotification.h.

UInt64 quoteId

Customer defined mass quote identifier.

Definition at line 49 of file SRQSQuoteSnapshotNotification.h.

SInt64 quoteRefPrice

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

Definition at line 73 of file SRQSQuoteSnapshotNotification.h.

QuotingStatus::Enum quotingStatus

Quoting status for the executing party.

Definition at line 82 of file SRQSQuoteSnapshotNotification.h.

UInt64 secondaryQuoteId

Identifier of the replaced quote.

Definition at line 52 of file SRQSQuoteSnapshotNotification.h.

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 43 of file SRQSQuoteSnapshotNotification.h.

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 70 of file SRQSQuoteSnapshotNotification.h.

SInt64 underlyingPx

Underlying price associate with a derivative instrument.

Definition at line 67 of file SRQSQuoteSnapshotNotification.h.