#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 |
Definition at line 36 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 157 of file SRQSQuoteNotification.h.
std::string account |
Account to book trades and keep positions on.
Definition at line 127 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 64 of file SRQSQuoteNotification.h.
SInt64 bidSize |
Quantity of bid.
Definition at line 67 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 145 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 133 of file SRQSQuoteNotification.h.
UInt64 expireTime |
Time a message expires.
Definition at line 82 of file SRQSQuoteNotification.h.
std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 112 of file SRQSQuoteNotification.h.
std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 115 of file SRQSQuoteNotification.h.
std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 118 of file SRQSQuoteNotification.h.
std::string freeText5 |
Text field.
Definition at line 121 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 52 of file SRQSQuoteNotification.h.
UInt32 negotiationId |
ID of a SRQS negotiation.
Definition at line 85 of file SRQSQuoteNotification.h.
SInt64 offerPx |
Offer price/rate.
Definition at line 70 of file SRQSQuoteNotification.h.
SInt64 offerSize |
Quantity of offer.
Definition at line 73 of file SRQSQuoteNotification.h.
std::string partyEnteringTrader |
The entering user.
Definition at line 106 of file SRQSQuoteNotification.h.
std::string partyExecutingFirm |
Owning business unit name.
Definition at line 100 of file SRQSQuoteNotification.h.
std::string partyExecutingTrader |
Owning user name.
Definition at line 103 of file SRQSQuoteNotification.h.
std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 130 of file SRQSQuoteNotification.h.
UInt32 partyIdExecutingTrader |
Owning User ID.
Definition at line 97 of file SRQSQuoteNotification.h.
std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 142 of file SRQSQuoteNotification.h.
std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 136 of file SRQSQuoteNotification.h.
std::string partyIdPositionAccount |
Flex Account information.
Definition at line 139 of file SRQSQuoteNotification.h.
std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 148 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 124 of file SRQSQuoteNotification.h.
QuoteCancelReason::Enum quoteCancelReason |
Reason for quote cancellation.
Definition at line 94 of file SRQSQuoteNotification.h.
UInt64 quoteId |
Customer defined mass quote identifier.
Definition at line 58 of file SRQSQuoteNotification.h.
SInt64 quoteRefPrice |
Underlying reference price for an option (for option strategies).
Definition at line 79 of file SRQSQuoteNotification.h.
std::string quoteReqId |
SRQS negotiation report ID.
Definition at line 109 of file SRQSQuoteNotification.h.
QuotingStatus::Enum quotingStatus |
Quoting status for the executing party.
Definition at line 88 of file SRQSQuoteNotification.h.
UInt64 secondaryQuoteId |
Identifier of the replaced quote.
Definition at line 61 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 91 of file SRQSQuoteNotification.h.
UInt64 transactTime |
Timestamp of the match event (trade).
Definition at line 55 of file SRQSQuoteNotification.h.
SInt64 underlyingDeltaPercentage |
The underlying delta of a Vola-Strategy.
Definition at line 76 of file SRQSQuoteNotification.h.