OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
TESApproveBroadcast Class Reference

#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 ()
 

Public Attributes

UInt64 applSeqNum
 
UInt32 applSubId
 
UInt16 partitionId
 
ApplResendFlag::Enum applResendFlag
 
ApplId::Enum applId
 
LastFragment::Enum lastFragment
 
SInt64 securityId
 
SInt64 lastPx
 
SInt64 allocQty
 
UInt64 transactTime
 
SInt64 underlyingPx
 
UInt64 transBkdTime
 
SInt64 relatedClosePrice
 
SInt64 relatedTradeQuantity
 
SInt64 underlyingQty
 
UInt64 compressionId
 
SInt32 marketSegmentId
 
UInt32 packageId
 
UInt32 tesExecId
 
UInt32 allocId
 
UInt32 underlyingSettlementDate
 
UInt32 underlyingMaturityDate
 
UInt32 relatedTradeId
 
SInt32 relatedMarketSegmentId
 
UInt32 negotiationId
 
UInt32 tesEnrichmentRuleId
 
UInt32 autoApprovalRuleId
 
TrdType::Enum trdType
 
Side::Enum side
 
TradePublishIndicator::Enum tradePublishIndicator
 
ProductComplex::Enum productComplex
 
TradeReportType::Enum tradeReportType
 
TrdRptStatus::Enum trdRptStatus
 
TradingCapacity::Enum tradingCapacity
 
PartyIdSettlementLocation::Enum partyIdSettlementLocation
 
TradeAllocStatus::Enum tradeAllocStatus
 
HedgeType::Enum hedgeType
 
MessageEventSource::Enum messageEventSource
 
std::string tradeReportId
 
std::string partyExecutingFirm
 
std::string partyExecutingTrader
 
PartyIdEnteringFirm::Enum partyIdEnteringFirm
 
std::string partyEnteringTrader
 
PositionEffect::Enum positionEffect
 
std::string rootPartyExecutingFirm
 
std::string rootPartyExecutingTrader
 
std::string freeText1
 
std::string freeText2
 
std::string freeText3
 
std::string partyIdTakeUpTradingFirm
 
std::string account
 
std::string partyIdPositionAccount
 
std::string partyIdOrderOriginationFirm
 
std::string partyIdBeneficiary
 
std::string partyIdLocationId
 
CustOrderHandlingInst::Enum custOrderHandlingInst
 
std::string complianceText
 
std::string underlyingSecurityId
 
std::string underlyingSecurityDesc
 
std::string underlyingCurrency
 
std::string underlyingIssuer
 
std::string varText
 
std::vector< TrdInstrmntLegGrpElemtrdInstrmntLegGrp
 
std::vector< InstrumentEventGrpEleminstrumentEventGrp
 
std::vector< InstrumentAttributeGrpEleminstrumentAttributeGrp
 
std::vector< UnderlyingStipGrpElemunderlyingStipGrp
 

Friends

class Serializer
 

Detailed Description

Definition at line 38 of file TESApproveBroadcast.h.

Constructor & Destructor Documentation

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 249 of file TESApproveBroadcast.h.

Member Data Documentation

std::string account

Account to book trades and keep positions on.

Definition at line 195 of file TESApproveBroadcast.h.

UInt32 allocId

Unique identifier for a TES Trade side.

Definition at line 102 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 123 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 213 of file TESApproveBroadcast.h.

UInt64 compressionId

Compression ID.

Definition at line 90 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 210 of file TESApproveBroadcast.h.

std::string freeText1

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

Definition at line 183 of file TESApproveBroadcast.h.

std::string freeText2

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

Definition at line 186 of file TESApproveBroadcast.h.

std::string freeText3

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

Definition at line 189 of file TESApproveBroadcast.h.

HedgeType::Enum hedgeType

Hedging method.

Definition at line 153 of file TESApproveBroadcast.h.

std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp

Instrument Attribute Group.

Definition at line 237 of file TESApproveBroadcast.h.

std::vector<InstrumentEventGrpElem> instrumentEventGrp

Instrument Event Group.

Definition at line 234 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 93 of file TESApproveBroadcast.h.

MessageEventSource::Enum messageEventSource

Receiver of a message.

Definition at line 156 of file TESApproveBroadcast.h.

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 117 of file TESApproveBroadcast.h.

UInt32 packageId

Identifier for a Trade Entry Service trade, i.e TES trade ID.

Definition at line 96 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 171 of file TESApproveBroadcast.h.

std::string partyExecutingFirm

Owning business unit name.

Definition at line 162 of file TESApproveBroadcast.h.

std::string partyExecutingTrader

Owning user name.

Definition at line 165 of file TESApproveBroadcast.h.

std::string partyIdBeneficiary

Mandatory final KRX beneficiary account required for orders in KRX products.

Definition at line 204 of file TESApproveBroadcast.h.

PartyIdEnteringFirm::Enum partyIdEnteringFirm

Entering Business Unit.

Definition at line 168 of file TESApproveBroadcast.h.

std::string partyIdLocationId

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

Definition at line 207 of file TESApproveBroadcast.h.

std::string partyIdOrderOriginationFirm

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

Definition at line 201 of file TESApproveBroadcast.h.

std::string partyIdPositionAccount

Flex Account information.

Definition at line 198 of file TESApproveBroadcast.h.

PartyIdSettlementLocation::Enum partyIdSettlementLocation

Settlement institution.

Definition at line 147 of file TESApproveBroadcast.h.

std::string partyIdTakeUpTradingFirm

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

Definition at line 192 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 174 of file TESApproveBroadcast.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 135 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 114 of file TESApproveBroadcast.h.

UInt32 relatedTradeId

Identifier of a related trade.

Definition at line 111 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 177 of file TESApproveBroadcast.h.

std::string rootPartyExecutingTrader

Owning User Short Name.

Definition at line 180 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 129 of file TESApproveBroadcast.h.

UInt32 tesEnrichmentRuleId

Enrichment Rule ID for TES trades (to be used only in case of Auto Approval).

Definition at line 120 of file TESApproveBroadcast.h.

UInt32 tesExecId

System transaction identifier for a Trade Entry Service transaction.

Definition at line 99 of file TESApproveBroadcast.h.

TradeAllocStatus::Enum tradeAllocStatus

Status of an allocation in a Trade Entry Service trade.

Definition at line 150 of file TESApproveBroadcast.h.

TradePublishIndicator::Enum tradePublishIndicator

Indicates if a trade should be reported via the market reporting service.

Definition at line 132 of file TESApproveBroadcast.h.

std::string tradeReportId

User defined transaction ID. Part of the TES response and TES broadcast.

Definition at line 159 of file TESApproveBroadcast.h.

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 138 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 144 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 231 of file TESApproveBroadcast.h.

TrdRptStatus::Enum trdRptStatus

SRQS deal status.

Definition at line 141 of file TESApproveBroadcast.h.

TrdType::Enum trdType

Indicates if a trade should be reported via the market reporting service.

Definition at line 126 of file TESApproveBroadcast.h.

std::string underlyingCurrency

Underlying security's currency.

Definition at line 222 of file TESApproveBroadcast.h.

std::string underlyingIssuer

The issuer or name of the underlying security.

Definition at line 225 of file TESApproveBroadcast.h.

UInt32 underlyingMaturityDate

Underlying security's maturity date.

Definition at line 108 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 87 of file TESApproveBroadcast.h.

std::string underlyingSecurityDesc

Description of the Underlying security.

Definition at line 219 of file TESApproveBroadcast.h.

std::string underlyingSecurityId

Underlying security's ID.

Definition at line 216 of file TESApproveBroadcast.h.

UInt32 underlyingSettlementDate

Date the underlying instrument will settle.

Definition at line 105 of file TESApproveBroadcast.h.

std::vector<UnderlyingStipGrpElem> underlyingStipGrp

Underlying Stip Group.

Definition at line 240 of file TESApproveBroadcast.h.

std::string varText

Text.

Definition at line 228 of file TESApproveBroadcast.h.


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