Public Member Functions | |
| SRQSQuoteNotification () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
| Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 35 of file SRQSQuoteNotification.h.
Initialize default instance.
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virtual |
Returns template ID.
Implements Message.
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virtual |
Returns string representation.
Implements Message.
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friend |
Definition at line 165 of file SRQSQuoteNotification.h.
| std::string account |
Account to book trades and keep positions on.
Definition at line 133 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 153 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 140 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 117 of file SRQSQuoteNotification.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 120 of file SRQSQuoteNotification.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 123 of file SRQSQuoteNotification.h.
| std::string freeText5 |
Text field.
Definition at line 126 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.
| MessageEventSource::Enum messageEventSource |
Receiver of a message.
Definition at line 92 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 111 of file SRQSQuoteNotification.h.
| std::string partyExecutingFirm |
Owning business unit name.
Definition at line 105 of file SRQSQuoteNotification.h.
| std::string partyExecutingTrader |
Owning user name.
Definition at line 108 of file SRQSQuoteNotification.h.
| std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 136 of file SRQSQuoteNotification.h.
| UInt32 partyIdExecutingTrader |
Owning User ID.
Definition at line 102 of file SRQSQuoteNotification.h.
| std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 149 of file SRQSQuoteNotification.h.
| std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 143 of file SRQSQuoteNotification.h.
| std::string partyIdPositionAccount |
Flex Account information.
Definition at line 146 of file SRQSQuoteNotification.h.
| std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 156 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 130 of file SRQSQuoteNotification.h.
| QuoteCancelReason::Enum quoteCancelReason |
Reason for quote cancellation.
Definition at line 99 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 114 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 96 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.
