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OnixS Eurex ETI Handler C++ library
9.19.0
API documentation
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OnixS Eurex ETI Handler C++ library
9.19.0
API documentation
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#include <OnixS/Eurex/Trading/Messages/TESApproveBroadcast.h>
Public Member Functions | |
| TESApproveBroadcast () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
 Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 38 of file TESApproveBroadcast.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 252 of file TESApproveBroadcast.h.
| std::string account |
Account to book trades and keep positions on.
Definition at line 198 of file TESApproveBroadcast.h.
| UInt32 allocId |
Unique identifier for a TES Trade side.
Definition at line 105 of file TESApproveBroadcast.h.
| SInt64 allocQty |
Quantity of the particular trade side in the TES trade.
Definition at line 69 of file TESApproveBroadcast.h.
| ApplId::Enum applId |
Identifier for subscription and retransmission of an ETI data stream.
Definition at line 57 of file TESApproveBroadcast.h.
| ApplResendFlag::Enum applResendFlag |
Indicates a retransmission message.
Definition at line 54 of file TESApproveBroadcast.h.
| UInt64 applSeqNum |
Message sequence number assigned to a non-order related Eurex ETI data stream.
Definition at line 45 of file TESApproveBroadcast.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 48 of file TESApproveBroadcast.h.
| UInt32 autoApprovalRuleId |
Auto Approval rule id - only in case of erroneous Auto Approval processing.
Definition at line 126 of file TESApproveBroadcast.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 216 of file TESApproveBroadcast.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 213 of file TESApproveBroadcast.h.
| std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 186 of file TESApproveBroadcast.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 189 of file TESApproveBroadcast.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 192 of file TESApproveBroadcast.h.
| HedgeType::Enum hedgeType |
Hedging method.
Definition at line 156 of file TESApproveBroadcast.h.
| std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp |
Instrument Attribute Group.
Definition at line 240 of file TESApproveBroadcast.h.
| std::vector<InstrumentEventGrpElem> instrumentEventGrp |
Instrument Event Group.
Definition at line 237 of file TESApproveBroadcast.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 60 of file TESApproveBroadcast.h.
| SInt64 lastPx |
Price of this leg fill.
Definition at line 66 of file TESApproveBroadcast.h.
| SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 96 of file TESApproveBroadcast.h.
| MessageEventSource::Enum messageEventSource |
Receiver of a message.
Definition at line 159 of file TESApproveBroadcast.h.
| UInt32 negotiationId |
ID of a SRQS negotiation.
Definition at line 120 of file TESApproveBroadcast.h.
| UInt32 packageId |
Identifier for a Trade Entry Service trade, i.e TES trade ID.
Definition at line 99 of file TESApproveBroadcast.h.
| UInt16 partitionId |
Is required to define the scope of a Retransmission Request.
Definition at line 51 of file TESApproveBroadcast.h.
| std::string partyEnteringTrader |
The entering user.
Definition at line 174 of file TESApproveBroadcast.h.
| std::string partyExecutingFirm |
Owning business unit name.
Definition at line 165 of file TESApproveBroadcast.h.
| std::string partyExecutingTrader |
Owning user name.
Definition at line 168 of file TESApproveBroadcast.h.
| std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 207 of file TESApproveBroadcast.h.
| PartyIdEnteringFirm::Enum partyIdEnteringFirm |
Entering Business Unit.
Definition at line 171 of file TESApproveBroadcast.h.
| std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 210 of file TESApproveBroadcast.h.
| std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 204 of file TESApproveBroadcast.h.
| std::string partyIdPositionAccount |
Flex Account information.
Definition at line 201 of file TESApproveBroadcast.h.
| PartyIdSettlementLocation::Enum partyIdSettlementLocation |
Settlement institution.
Definition at line 150 of file TESApproveBroadcast.h.
| std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 195 of file TESApproveBroadcast.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 177 of file TESApproveBroadcast.h.
| ProductComplex::Enum productComplex |
This field qualifies an instrument type on Eurex.
Definition at line 138 of file TESApproveBroadcast.h.
| SInt64 relatedClosePrice |
User defined index price.
Definition at line 81 of file TESApproveBroadcast.h.
| SInt32 relatedMarketSegmentId |
Identifies a related product.
Definition at line 117 of file TESApproveBroadcast.h.
| SInt64 relatedPx |
Price of the related instrument.
Definition at line 90 of file TESApproveBroadcast.h.
| SInt64 relatedSecurityId |
Instrument identifier of the originating Eurex strategy.
Definition at line 87 of file TESApproveBroadcast.h.
| UInt32 relatedTradeId |
Identifier of a related trade.
Definition at line 114 of file TESApproveBroadcast.h.
| SInt64 relatedTradeQuantity |
Quantity of the related trade.
Definition at line 84 of file TESApproveBroadcast.h.
| std::string rootPartyExecutingFirm |
Participant Short Name.
Definition at line 180 of file TESApproveBroadcast.h.
| std::string rootPartyExecutingTrader |
Owning User Short Name.
Definition at line 183 of file TESApproveBroadcast.h.
| SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 63 of file TESApproveBroadcast.h.
| Side::Enum side |
Side of the order.
Definition at line 132 of file TESApproveBroadcast.h.
| UInt32 tesEnrichmentRuleId |
Enrichment Rule ID for TES trades (to be used only in case of Auto Approval).
Definition at line 123 of file TESApproveBroadcast.h.
| UInt32 tesExecId |
System transaction identifier for a Trade Entry Service transaction.
Definition at line 102 of file TESApproveBroadcast.h.
| TradeAllocStatus::Enum tradeAllocStatus |
Status of an allocation in a Trade Entry Service trade.
Definition at line 153 of file TESApproveBroadcast.h.
| TradePublishIndicator::Enum tradePublishIndicator |
Indicates if a trade should be reported via the market reporting service.
Definition at line 135 of file TESApproveBroadcast.h.
| std::string tradeReportId |
User defined transaction ID. Part of the TES response and TES broadcast.
Definition at line 162 of file TESApproveBroadcast.h.
| TradeReportType::Enum tradeReportType |
Identifies the type of trade notification.
Definition at line 141 of file TESApproveBroadcast.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 147 of file TESApproveBroadcast.h.
| UInt64 transactTime |
Timestamp of the match event (trade).
Definition at line 72 of file TESApproveBroadcast.h.
| UInt64 transBkdTime |
Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System.
Definition at line 78 of file TESApproveBroadcast.h.
| std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp |
Trd Instrmnt Leg Group.
Definition at line 234 of file TESApproveBroadcast.h.
| TrdRptStatus::Enum trdRptStatus |
SRQS deal status.
Definition at line 144 of file TESApproveBroadcast.h.
| TrdType::Enum trdType |
Indicates if a trade should be reported via the market reporting service.
Definition at line 129 of file TESApproveBroadcast.h.
| std::string underlyingCurrency |
Underlying security's currency.
Definition at line 225 of file TESApproveBroadcast.h.
| std::string underlyingIssuer |
The issuer or name of the underlying security.
Definition at line 228 of file TESApproveBroadcast.h.
| UInt32 underlyingMaturityDate |
Underlying security's maturity date.
Definition at line 111 of file TESApproveBroadcast.h.
| SInt64 underlyingPx |
Underlying price associate with a derivative instrument.
Definition at line 75 of file TESApproveBroadcast.h.
| SInt64 underlyingQty |
Nominal value.
Definition at line 93 of file TESApproveBroadcast.h.
| std::string underlyingSecurityDesc |
Description of the Underlying security.
Definition at line 222 of file TESApproveBroadcast.h.
| std::string underlyingSecurityId |
Underlying security's ID.
Definition at line 219 of file TESApproveBroadcast.h.
| UInt32 underlyingSettlementDate |
Date the underlying instrument will settle.
Definition at line 108 of file TESApproveBroadcast.h.
| std::vector<UnderlyingStipGrpElem> underlyingStipGrp |
Underlying Stip Group.
Definition at line 243 of file TESApproveBroadcast.h.
| std::string varText |
Text.
Definition at line 231 of file TESApproveBroadcast.h.