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OnixS Eurex ETI Handler C++ library
9.25.0
API documentation
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OnixS Eurex ETI Handler C++ library
9.25.0
API documentation
|
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 37 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 257 of file TESApproveBroadcast.h.
| std::string account |
Account to book trades and keep positions on.
Definition at line 201 of file TESApproveBroadcast.h.
| UInt32 allocId |
Unique identifier for a TES Trade side.
Definition at line 106 of file TESApproveBroadcast.h.
| SInt64 allocQty |
Quantity of the particular trade side in the TES trade.
Definition at line 70 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 44 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 127 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 221 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 217 of file TESApproveBroadcast.h.
| std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 189 of file TESApproveBroadcast.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 192 of file TESApproveBroadcast.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 195 of file TESApproveBroadcast.h.
| HedgeType::Enum hedgeType |
Hedging method.
Definition at line 158 of file TESApproveBroadcast.h.
| std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp |
Instrument Attribute Group.
Definition at line 245 of file TESApproveBroadcast.h.
| std::vector<InstrumentEventGrpElem> instrumentEventGrp |
Instrument Event Group.
Definition at line 242 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 61 of file TESApproveBroadcast.h.
| SInt64 lastPx |
Price of this leg fill.
Definition at line 67 of file TESApproveBroadcast.h.
| SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 97 of file TESApproveBroadcast.h.
| MessageEventSource::Enum messageEventSource |
Receiver of a message.
Definition at line 161 of file TESApproveBroadcast.h.
| UInt32 negotiationId |
ID of a SRQS negotiation.
Definition at line 121 of file TESApproveBroadcast.h.
| UInt32 packageId |
Identifier for a Trade Entry Service trade, i.e TES trade ID.
Definition at line 100 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 176 of file TESApproveBroadcast.h.
| std::string partyExecutingFirm |
Owning business unit name.
Definition at line 167 of file TESApproveBroadcast.h.
| std::string partyExecutingTrader |
Owning user name.
Definition at line 170 of file TESApproveBroadcast.h.
| std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 210 of file TESApproveBroadcast.h.
| PartyIdEnteringFirm::Enum partyIdEnteringFirm |
Entering Business Unit.
Definition at line 173 of file TESApproveBroadcast.h.
| std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 213 of file TESApproveBroadcast.h.
| std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 207 of file TESApproveBroadcast.h.
| std::string partyIdPositionAccount |
Flex Account information.
Definition at line 204 of file TESApproveBroadcast.h.
| PartyIdSettlementLocation::Enum partyIdSettlementLocation |
Settlement institution.
Definition at line 152 of file TESApproveBroadcast.h.
| std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 198 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 180 of file TESApproveBroadcast.h.
| ProductComplex::Enum productComplex |
This field qualifies an instrument type on Eurex.
Definition at line 139 of file TESApproveBroadcast.h.
| SInt64 relatedClosePrice |
User defined index price.
Definition at line 82 of file TESApproveBroadcast.h.
| SInt32 relatedMarketSegmentId |
Identifies a related product.
Definition at line 118 of file TESApproveBroadcast.h.
| SInt64 relatedPx |
Price of the related instrument.
Definition at line 91 of file TESApproveBroadcast.h.
| SInt64 relatedSecurityId |
Instrument identifier of the originating Eurex strategy.
Definition at line 88 of file TESApproveBroadcast.h.
| UInt32 relatedTradeId |
Identifier of a related trade.
Definition at line 115 of file TESApproveBroadcast.h.
| SInt64 relatedTradeQuantity |
Quantity of the related trade.
Definition at line 85 of file TESApproveBroadcast.h.
| std::string rootPartyExecutingFirm |
Participant Short Name.
Definition at line 183 of file TESApproveBroadcast.h.
| std::string rootPartyExecutingTrader |
Owning User Short Name.
Definition at line 186 of file TESApproveBroadcast.h.
| SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 64 of file TESApproveBroadcast.h.
| Side::Enum side |
Side of the order.
Definition at line 133 of file TESApproveBroadcast.h.
| UInt32 tesEnrichmentRuleId |
Enrichment Rule ID for TES trades (to be used only in case of Auto Approval).
Definition at line 124 of file TESApproveBroadcast.h.
| UInt32 tesExecId |
System transaction identifier for a Trade Entry Service transaction.
Definition at line 103 of file TESApproveBroadcast.h.
| TradeAllocStatus::Enum tradeAllocStatus |
Status of an allocation in a Trade Entry Service trade.
Definition at line 155 of file TESApproveBroadcast.h.
| TradePublishIndicator::Enum tradePublishIndicator |
Indicates if a trade should be reported via the market reporting service.
Definition at line 136 of file TESApproveBroadcast.h.
| std::string tradeReportId |
User defined transaction ID. Part of the TES response and TES broadcast.
Definition at line 164 of file TESApproveBroadcast.h.
| TradeReportType::Enum tradeReportType |
Identifies the type of trade notification.
Definition at line 142 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 149 of file TESApproveBroadcast.h.
| UInt64 transactTime |
Timestamp of the match event (trade).
Definition at line 73 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 79 of file TESApproveBroadcast.h.
| std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp |
Trd Instrmnt Leg Group.
Definition at line 239 of file TESApproveBroadcast.h.
| TrdRptStatus::Enum trdRptStatus |
SRQS deal status.
Definition at line 145 of file TESApproveBroadcast.h.
| TrdType::Enum trdType |
Indicates if a trade should be reported via the market reporting service.
Definition at line 130 of file TESApproveBroadcast.h.
| std::string underlyingCurrency |
Underlying security's currency.
Definition at line 230 of file TESApproveBroadcast.h.
| std::string underlyingIssuer |
The issuer or name of the underlying security.
Definition at line 233 of file TESApproveBroadcast.h.
| UInt32 underlyingMaturityDate |
Underlying security's maturity date.
Definition at line 112 of file TESApproveBroadcast.h.
| SInt64 underlyingPx |
Underlying price associate with a derivative instrument.
Definition at line 76 of file TESApproveBroadcast.h.
| SInt64 underlyingQty |
Nominal value.
Definition at line 94 of file TESApproveBroadcast.h.
| std::string underlyingSecurityDesc |
Description of the Underlying security.
Definition at line 227 of file TESApproveBroadcast.h.
| std::string underlyingSecurityId |
Underlying security's ID.
Definition at line 224 of file TESApproveBroadcast.h.
| UInt32 underlyingSettlementDate |
Date the underlying instrument will settle.
Definition at line 109 of file TESApproveBroadcast.h.
| std::vector<UnderlyingStipGrpElem> underlyingStipGrp |
Underlying Stip Group.
Definition at line 248 of file TESApproveBroadcast.h.
| std::string varText |
Text.
Definition at line 236 of file TESApproveBroadcast.h.