OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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TESApproveBroadcast Class Reference

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 relatedSecurityId
SInt64 relatedPx
SInt64 underlyingQty
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 37 of file TESApproveBroadcast.h.

Constructor & Destructor Documentation

◆ TESApproveBroadcast()

Initialize default instance.

Member Function Documentation

◆ templateId()

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

◆ toString()

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

◆ Serializer

friend class Serializer
friend

Definition at line 257 of file TESApproveBroadcast.h.

Member Data Documentation

◆ account

std::string account

Account to book trades and keep positions on.

Definition at line 201 of file TESApproveBroadcast.h.

◆ allocId

UInt32 allocId

Unique identifier for a TES Trade side.

Definition at line 106 of file TESApproveBroadcast.h.

◆ allocQty

SInt64 allocQty

Quantity of the particular trade side in the TES trade.

Definition at line 70 of file TESApproveBroadcast.h.

◆ applId

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 57 of file TESApproveBroadcast.h.

◆ applResendFlag

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 54 of file TESApproveBroadcast.h.

◆ applSeqNum

UInt64 applSeqNum

Message sequence number assigned to a non-order related Eurex ETI data stream.

Definition at line 44 of file TESApproveBroadcast.h.

◆ applSubId

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.

◆ autoApprovalRuleId

UInt32 autoApprovalRuleId

Auto Approval rule id - only in case of erroneous Auto Approval processing.

Definition at line 127 of file TESApproveBroadcast.h.

◆ complianceText

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

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.

◆ freeText1

std::string freeText1

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

Definition at line 189 of file TESApproveBroadcast.h.

◆ freeText2

std::string freeText2

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

Definition at line 192 of file TESApproveBroadcast.h.

◆ freeText3

std::string freeText3

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

Definition at line 195 of file TESApproveBroadcast.h.

◆ hedgeType

HedgeType::Enum hedgeType

Hedging method.

Definition at line 158 of file TESApproveBroadcast.h.

◆ instrumentAttributeGrp

std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp

Instrument Attribute Group.

Definition at line 245 of file TESApproveBroadcast.h.

◆ instrumentEventGrp

std::vector<InstrumentEventGrpElem> instrumentEventGrp

Instrument Event Group.

Definition at line 242 of file TESApproveBroadcast.h.

◆ lastFragment

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.

◆ lastPx

SInt64 lastPx

Price of this leg fill.

Definition at line 67 of file TESApproveBroadcast.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 97 of file TESApproveBroadcast.h.

◆ messageEventSource

MessageEventSource::Enum messageEventSource

Receiver of a message.

Definition at line 161 of file TESApproveBroadcast.h.

◆ negotiationId

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 121 of file TESApproveBroadcast.h.

◆ packageId

UInt32 packageId

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

Definition at line 100 of file TESApproveBroadcast.h.

◆ partitionId

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 51 of file TESApproveBroadcast.h.

◆ partyEnteringTrader

std::string partyEnteringTrader

The entering user.

Definition at line 176 of file TESApproveBroadcast.h.

◆ partyExecutingFirm

std::string partyExecutingFirm

Owning business unit name.

Definition at line 167 of file TESApproveBroadcast.h.

◆ partyExecutingTrader

std::string partyExecutingTrader

Owning user name.

Definition at line 170 of file TESApproveBroadcast.h.

◆ partyIdBeneficiary

std::string partyIdBeneficiary

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

Definition at line 210 of file TESApproveBroadcast.h.

◆ partyIdEnteringFirm

PartyIdEnteringFirm::Enum partyIdEnteringFirm

Entering Business Unit.

Definition at line 173 of file TESApproveBroadcast.h.

◆ partyIdLocationId

std::string partyIdLocationId

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

Definition at line 213 of file TESApproveBroadcast.h.

◆ partyIdOrderOriginationFirm

std::string partyIdOrderOriginationFirm

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

Definition at line 207 of file TESApproveBroadcast.h.

◆ partyIdPositionAccount

std::string partyIdPositionAccount

Flex Account information.

Definition at line 204 of file TESApproveBroadcast.h.

◆ partyIdSettlementLocation

PartyIdSettlementLocation::Enum partyIdSettlementLocation

Settlement institution.

Definition at line 152 of file TESApproveBroadcast.h.

◆ partyIdTakeUpTradingFirm

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

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

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 139 of file TESApproveBroadcast.h.

◆ relatedClosePrice

SInt64 relatedClosePrice

User defined index price.

Definition at line 82 of file TESApproveBroadcast.h.

◆ relatedMarketSegmentId

SInt32 relatedMarketSegmentId

Identifies a related product.

Definition at line 118 of file TESApproveBroadcast.h.

◆ relatedPx

SInt64 relatedPx

Price of the related instrument.

Definition at line 91 of file TESApproveBroadcast.h.

◆ relatedSecurityId

SInt64 relatedSecurityId

Instrument identifier of the originating Eurex strategy.

Definition at line 88 of file TESApproveBroadcast.h.

◆ relatedTradeId

UInt32 relatedTradeId

Identifier of a related trade.

Definition at line 115 of file TESApproveBroadcast.h.

◆ relatedTradeQuantity

SInt64 relatedTradeQuantity

Quantity of the related trade.

Definition at line 85 of file TESApproveBroadcast.h.

◆ rootPartyExecutingFirm

std::string rootPartyExecutingFirm

Participant Short Name.

Definition at line 183 of file TESApproveBroadcast.h.

◆ rootPartyExecutingTrader

std::string rootPartyExecutingTrader

Owning User Short Name.

Definition at line 186 of file TESApproveBroadcast.h.

◆ securityId

SInt64 securityId

The instrument identifier uniquely identifies an instrument in the core system.

Definition at line 64 of file TESApproveBroadcast.h.

◆ side

Side::Enum side

Side of the order.

Definition at line 133 of file TESApproveBroadcast.h.

◆ tesEnrichmentRuleId

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.

◆ tesExecId

UInt32 tesExecId

System transaction identifier for a Trade Entry Service transaction.

Definition at line 103 of file TESApproveBroadcast.h.

◆ tradeAllocStatus

TradeAllocStatus::Enum tradeAllocStatus

Status of an allocation in a Trade Entry Service trade.

Definition at line 155 of file TESApproveBroadcast.h.

◆ tradePublishIndicator

TradePublishIndicator::Enum tradePublishIndicator

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

Definition at line 136 of file TESApproveBroadcast.h.

◆ tradeReportId

std::string tradeReportId

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

Definition at line 164 of file TESApproveBroadcast.h.

◆ tradeReportType

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 142 of file TESApproveBroadcast.h.

◆ tradingCapacity

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.

◆ transactTime

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 73 of file TESApproveBroadcast.h.

◆ transBkdTime

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.

◆ trdInstrmntLegGrp

std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp

Trd Instrmnt Leg Group.

Definition at line 239 of file TESApproveBroadcast.h.

◆ trdRptStatus

TrdRptStatus::Enum trdRptStatus

SRQS deal status.

Definition at line 145 of file TESApproveBroadcast.h.

◆ trdType

TrdType::Enum trdType

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

Definition at line 130 of file TESApproveBroadcast.h.

◆ underlyingCurrency

std::string underlyingCurrency

Underlying security's currency.

Definition at line 230 of file TESApproveBroadcast.h.

◆ underlyingIssuer

std::string underlyingIssuer

The issuer or name of the underlying security.

Definition at line 233 of file TESApproveBroadcast.h.

◆ underlyingMaturityDate

UInt32 underlyingMaturityDate

Underlying security's maturity date.

Definition at line 112 of file TESApproveBroadcast.h.

◆ underlyingPx

SInt64 underlyingPx

Underlying price associate with a derivative instrument.

Definition at line 76 of file TESApproveBroadcast.h.

◆ underlyingQty

SInt64 underlyingQty

Nominal value.

Definition at line 94 of file TESApproveBroadcast.h.

◆ underlyingSecurityDesc

std::string underlyingSecurityDesc

Description of the Underlying security.

Definition at line 227 of file TESApproveBroadcast.h.

◆ underlyingSecurityId

std::string underlyingSecurityId

Underlying security's ID.

Definition at line 224 of file TESApproveBroadcast.h.

◆ underlyingSettlementDate

UInt32 underlyingSettlementDate

Date the underlying instrument will settle.

Definition at line 109 of file TESApproveBroadcast.h.

◆ underlyingStipGrp

std::vector<UnderlyingStipGrpElem> underlyingStipGrp

Underlying Stip Group.

Definition at line 248 of file TESApproveBroadcast.h.

◆ varText

std::string varText

Text.

Definition at line 236 of file TESApproveBroadcast.h.