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
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 35 of file SRQSQuoteNotification.h.

Constructor & Destructor Documentation

SRQSQuoteNotification

(

)

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 162 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 49 of file SRQSQuoteNotification.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 46 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 43 of file SRQSQuoteNotification.h.

SInt64 bidPx

Bid price/rate.

Definition at line 65 of file SRQSQuoteNotification.h.

SInt64 bidSize

Quantity of bid.

Definition at line 68 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 150 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 137 of file SRQSQuoteNotification.h.

UInt64 expireTime

Time a message expires.

Definition at line 83 of file SRQSQuoteNotification.h.

std::string freeText1

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

Definition at line 114 of file SRQSQuoteNotification.h.

std::string freeText2

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

Definition at line 117 of file SRQSQuoteNotification.h.

std::string freeText3

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

Definition at line 120 of file SRQSQuoteNotification.h.

std::string freeText5

Text field.

Definition at line 123 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 53 of file SRQSQuoteNotification.h.

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 86 of file SRQSQuoteNotification.h.

SInt64 offerPx

Offer price/rate.

Definition at line 71 of file SRQSQuoteNotification.h.

SInt64 offerSize

Quantity of offer.

Definition at line 74 of file SRQSQuoteNotification.h.

std::string partyEnteringTrader

The entering user.

Definition at line 108 of file SRQSQuoteNotification.h.

std::string partyExecutingFirm

Owning business unit name.

Definition at line 102 of file SRQSQuoteNotification.h.

std::string partyExecutingTrader

Owning user name.

Definition at line 105 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 99 of file SRQSQuoteNotification.h.

std::string partyIdLocationId

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

Definition at line 146 of file SRQSQuoteNotification.h.

std::string partyIdOrderOriginationFirm

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

Definition at line 140 of file SRQSQuoteNotification.h.

std::string partyIdPositionAccount

Flex Account information.

Definition at line 143 of file SRQSQuoteNotification.h.

std::string partyIdTakeUpTradingFirm

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

Definition at line 153 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 96 of file SRQSQuoteNotification.h.

UInt64 quoteId

Customer defined mass quote identifier.

Definition at line 59 of file SRQSQuoteNotification.h.

SInt64 quoteRefPrice

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

Definition at line 80 of file SRQSQuoteNotification.h.

std::string quoteReqId

SRQS negotiation report ID.

Definition at line 111 of file SRQSQuoteNotification.h.

QuotingStatus::Enum quotingStatus

Quoting status for the executing party.

Definition at line 89 of file SRQSQuoteNotification.h.

UInt64 secondaryQuoteId

Identifier of the replaced quote.

Definition at line 62 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 93 of file SRQSQuoteNotification.h.

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 56 of file SRQSQuoteNotification.h.

SInt64 underlyingDeltaPercentage

The underlying delta of a Vola-Strategy.

Definition at line 77 of file SRQSQuoteNotification.h.

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

• include/OnixS/Eurex/Trading/Messages/SRQSQuoteNotification.h