OnixS Eurex ETI Handler C++ library  9.10.1
API documentation
SRQSQuoteNotification Class Reference

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

Public Member Functions

 SRQSQuoteNotification ()
 
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
 
UInt64 quoteId
 
UInt64 secondaryQuoteId
 
SInt64 bidPx
 
SInt64 bidSize
 
SInt64 offerPx
 
SInt64 offerSize
 
SInt64 underlyingDeltaPercentage
 
SInt64 quoteRefPrice
 
UInt64 expireTime
 
UInt32 negotiationId
 
QuotingStatus::Enum quotingStatus
 
TradingCapacity::Enum tradingCapacity
 
QuoteCancelReason::Enum quoteCancelReason
 
UInt32 partyIdExecutingTrader
 
std::string partyExecutingFirm
 
std::string partyExecutingTrader
 
std::string partyEnteringTrader
 
std::string quoteReqId
 
std::string freeText1
 
std::string freeText2
 
std::string freeText3
 
std::string freeText5
 
PositionEffect::Enum positionEffect
 
std::string account
 
std::string partyIdBeneficiary
 
CustOrderHandlingInst::Enum custOrderHandlingInst
 
std::string partyIdOrderOriginationFirm
 
std::string partyIdPositionAccount
 
std::string partyIdLocationId
 
std::string complianceText
 
std::string partyIdTakeUpTradingFirm
 

Friends

class Serializer
 

Detailed Description

Definition at line 36 of file SRQSQuoteNotification.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 160 of file SRQSQuoteNotification.h.

Member Data Documentation

std::string account

Account to book trades and keep positions on.

Definition at line 130 of file SRQSQuoteNotification.h.

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 52 of file SRQSQuoteNotification.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 49 of file SRQSQuoteNotification.h.

UInt64 applSeqNum

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

Definition at line 43 of file SRQSQuoteNotification.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 46 of file SRQSQuoteNotification.h.

SInt64 bidPx

Bid price/rate.

Definition at line 67 of file SRQSQuoteNotification.h.

SInt64 bidSize

Quantity of bid.

Definition at line 70 of file SRQSQuoteNotification.h.

std::string complianceText

This field is used to provide additional regulatory information (according to respective rules and regs, circulars and bilateral coordination between participant and Trading Surveillance Office).

Definition at line 148 of file SRQSQuoteNotification.h.

CustOrderHandlingInst::Enum custOrderHandlingInst

Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier. The field is for participant use only. Valid characters: 0x20, 0x22-0x7B, 0x7D, 0x7E.

Definition at line 136 of file SRQSQuoteNotification.h.

UInt64 expireTime

Time a message expires.

Definition at line 85 of file SRQSQuoteNotification.h.

std::string freeText1

First free-format text field for trader-specific or customer-related comments.

Definition at line 115 of file SRQSQuoteNotification.h.

std::string freeText2

Second free-format text field for trader-specific or customer-related comments.

Definition at line 118 of file SRQSQuoteNotification.h.

std::string freeText3

Third free-format text field for trader-specific or customer-related comments.

Definition at line 121 of file SRQSQuoteNotification.h.

std::string freeText5

Text field.

Definition at line 124 of file SRQSQuoteNotification.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 55 of file SRQSQuoteNotification.h.

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 88 of file SRQSQuoteNotification.h.

SInt64 offerPx

Offer price/rate.

Definition at line 73 of file SRQSQuoteNotification.h.

SInt64 offerSize

Quantity of offer.

Definition at line 76 of file SRQSQuoteNotification.h.

std::string partyEnteringTrader

The entering user.

Definition at line 109 of file SRQSQuoteNotification.h.

std::string partyExecutingFirm

Owning business unit name.

Definition at line 103 of file SRQSQuoteNotification.h.

std::string partyExecutingTrader

Owning user name.

Definition at line 106 of file SRQSQuoteNotification.h.

std::string partyIdBeneficiary

Mandatory final KRX beneficiary account required for orders in KRX products.

Definition at line 133 of file SRQSQuoteNotification.h.

UInt32 partyIdExecutingTrader

Owning User ID.

Definition at line 100 of file SRQSQuoteNotification.h.

std::string partyIdLocationId

Country code. Valid characters: 0x01-0x7E.

Definition at line 145 of file SRQSQuoteNotification.h.

std::string partyIdOrderOriginationFirm

Partner identification at the Korea Exchange is required for orders in KRX products.

Definition at line 139 of file SRQSQuoteNotification.h.

std::string partyIdPositionAccount

Flex Account information.

Definition at line 142 of file SRQSQuoteNotification.h.

std::string partyIdTakeUpTradingFirm

Indicates the name of a member institution to which a give-up is designated.

Definition at line 151 of file SRQSQuoteNotification.h.

PositionEffect::Enum positionEffect

Field is used for Eurex position management purposes and indicates whether the order is submitted to open or close a position.

Definition at line 127 of file SRQSQuoteNotification.h.

QuoteCancelReason::Enum quoteCancelReason

Reason for quote cancellation.

Definition at line 97 of file SRQSQuoteNotification.h.

UInt64 quoteId

Customer defined mass quote identifier.

Definition at line 61 of file SRQSQuoteNotification.h.

SInt64 quoteRefPrice

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

Definition at line 82 of file SRQSQuoteNotification.h.

std::string quoteReqId

SRQS negotiation report ID.

Definition at line 112 of file SRQSQuoteNotification.h.

QuotingStatus::Enum quotingStatus

Quoting status for the executing party.

Definition at line 91 of file SRQSQuoteNotification.h.

UInt64 secondaryQuoteId

Identifier of the replaced quote.

Definition at line 64 of file SRQSQuoteNotification.h.

TradingCapacity::Enum tradingCapacity

This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as a market maker.

Definition at line 94 of file SRQSQuoteNotification.h.

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 58 of file SRQSQuoteNotification.h.

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 79 of file SRQSQuoteNotification.h.


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