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

#include <OnixS/Eurex/Trading/Messages/TESBroadcast.h>

Public Member Functions

 TESBroadcast ()
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
UInt64 transactTime
SInt64 underlyingPx
UInt64 transBkdTime
SInt64 relatedClosePrice
SInt64 relatedTradeQuantity
SInt64 underlyingQty
UInt64 compressionId
SInt32 marketSegmentId
UInt32 packageId
UInt32 tesExecId
UInt32 underlyingSettlementDate
UInt32 underlyingMaturityDate
UInt32 relatedTradeId
SInt32 relatedMarketSegmentId
UInt32 autoApprovalRuleId
TrdType::Enum trdType
TradeReportType::Enum tradeReportType
TrdRptStatus::Enum trdRptStatus
ProductComplex::Enum productComplex
TradePublishIndicator::Enum tradePublishIndicator
PartyIdSettlementLocation::Enum partyIdSettlementLocation
HedgeType::Enum hedgeType
SwapClearer::Enum swapClearer
MessageEventSource::Enum messageEventSource
std::string tradeReportText
std::string tradeReportId
std::string rootPartyExecutingFirm
std::string rootPartyExecutingTrader
std::string underlyingSecurityId
std::string underlyingSecurityDesc
std::string underlyingCurrency
std::string underlyingIssuer
std::string varText
std::vector< SideAllocGrpBCElemsideAllocGrpBC
std::vector< TrdInstrmntLegGrpElemtrdInstrmntLegGrp
std::vector< InstrumentEventGrpEleminstrumentEventGrp
std::vector< TrdClearingPriceLegGrpElemtrdClearingPriceLegGrp
std::vector< InstrumentAttributeGrpEleminstrumentAttributeGrp
std::vector< UnderlyingStipGrpElemunderlyingStipGrp


class Serializer

Detailed Description

Definition at line 102 of file TESBroadcast.h.

Constructor & Destructor Documentation

Initialize default instance.

Member Function Documentation

TemplateId::Enum templateId ( ) const

Returns template ID.

Implements Message.

std::string toString ( ) const

Returns string representation.

Implements Message.

Friends And Related Function Documentation

friend class Serializer

Definition at line 256 of file TESBroadcast.h.

Member Data Documentation

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 121 of file TESBroadcast.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 118 of file TESBroadcast.h.

UInt64 applSeqNum

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

Definition at line 109 of file TESBroadcast.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 112 of file TESBroadcast.h.

UInt32 autoApprovalRuleId

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

Definition at line 175 of file TESBroadcast.h.

UInt64 compressionId

Compression ID.

Definition at line 151 of file TESBroadcast.h.

HedgeType::Enum hedgeType

Hedging method.

Definition at line 196 of file TESBroadcast.h.

std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp

Instrument Attribute Group.

Definition at line 244 of file TESBroadcast.h.

std::vector<InstrumentEventGrpElem> instrumentEventGrp

Instrument Event Group.

Definition at line 238 of file TESBroadcast.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 124 of file TESBroadcast.h.

SInt64 lastPx

Price of this leg fill.

Definition at line 130 of file TESBroadcast.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 154 of file TESBroadcast.h.

MessageEventSource::Enum messageEventSource

Receiver of a message.

Definition at line 202 of file TESBroadcast.h.

UInt32 packageId

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

Definition at line 157 of file TESBroadcast.h.

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 115 of file TESBroadcast.h.

PartyIdSettlementLocation::Enum partyIdSettlementLocation

Settlement institution.

Definition at line 193 of file TESBroadcast.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 187 of file TESBroadcast.h.

SInt64 relatedClosePrice

User defined index price.

Definition at line 142 of file TESBroadcast.h.

SInt32 relatedMarketSegmentId

Identifies a related product.

Definition at line 172 of file TESBroadcast.h.

UInt32 relatedTradeId

Identifier of a related trade.

Definition at line 169 of file TESBroadcast.h.

SInt64 relatedTradeQuantity

Quantity of the related trade.

Definition at line 145 of file TESBroadcast.h.

std::string rootPartyExecutingFirm

Participant Short Name.

Definition at line 211 of file TESBroadcast.h.

std::string rootPartyExecutingTrader

Owning User Short Name.

Definition at line 214 of file TESBroadcast.h.

SInt64 securityId

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

Definition at line 127 of file TESBroadcast.h.

std::vector<SideAllocGrpBCElem> sideAllocGrpBC

Side Alloc Group B C.

Definition at line 232 of file TESBroadcast.h.

SwapClearer::Enum swapClearer

Swap clearer for EFS Trades only.

Definition at line 199 of file TESBroadcast.h.

UInt32 tesExecId

System transaction identifier for a Trade Entry Service transaction.

Definition at line 160 of file TESBroadcast.h.

TradePublishIndicator::Enum tradePublishIndicator

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

Definition at line 190 of file TESBroadcast.h.

std::string tradeReportId

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

Definition at line 208 of file TESBroadcast.h.

std::string tradeReportText

User defined text field.

Definition at line 205 of file TESBroadcast.h.

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 181 of file TESBroadcast.h.

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 133 of file TESBroadcast.h.

UInt64 transBkdTime

Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System.

Definition at line 139 of file TESBroadcast.h.

std::vector<TrdClearingPriceLegGrpElem> trdClearingPriceLegGrp

Trd Clearing Price Leg Group.

Definition at line 241 of file TESBroadcast.h.

std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp

Trd Instrmnt Leg Group.

Definition at line 235 of file TESBroadcast.h.

TrdRptStatus::Enum trdRptStatus

SRQS deal status.

Definition at line 184 of file TESBroadcast.h.

TrdType::Enum trdType

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

Definition at line 178 of file TESBroadcast.h.

std::string underlyingCurrency

Underlying security's currency.

Definition at line 223 of file TESBroadcast.h.

std::string underlyingIssuer

The issuer or name of the underlying security.

Definition at line 226 of file TESBroadcast.h.

UInt32 underlyingMaturityDate

Underlying security's maturity date.

Definition at line 166 of file TESBroadcast.h.

SInt64 underlyingPx

Underlying price associate with a derivative instrument.

Definition at line 136 of file TESBroadcast.h.

SInt64 underlyingQty

Nominal value.

Definition at line 148 of file TESBroadcast.h.

std::string underlyingSecurityDesc

Description of the Underlying security.

Definition at line 220 of file TESBroadcast.h.

std::string underlyingSecurityId

Underlying security's ID.

Definition at line 217 of file TESBroadcast.h.

UInt32 underlyingSettlementDate

Date the underlying instrument will settle.

Definition at line 163 of file TESBroadcast.h.

std::vector<UnderlyingStipGrpElem> underlyingStipGrp

Underlying Stip Group.

Definition at line 247 of file TESBroadcast.h.

std::string varText


Definition at line 229 of file TESBroadcast.h.

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