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OnixS Eurex ETI Handler C++ library
9.22.0
API documentation
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OnixS Eurex ETI Handler C++ library
9.22.0
API documentation
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#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 () |
Friends | |
| class | Serializer |
Definition at line 101 of file TESBroadcast.h.
| TESBroadcast | ( | ) |
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 260 of file TESBroadcast.h.
| 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 108 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 179 of file TESBroadcast.h.
| HedgeType::Enum hedgeType |
Hedging method.
Definition at line 200 of file TESBroadcast.h.
| std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp |
Instrument Attribute Group.
Definition at line 248 of file TESBroadcast.h.
| std::vector<InstrumentEventGrpElem> instrumentEventGrp |
Instrument Event Group.
Definition at line 242 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 125 of file TESBroadcast.h.
| SInt64 lastPx |
Price of this leg fill.
Definition at line 131 of file TESBroadcast.h.
| SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 158 of file TESBroadcast.h.
| MessageEventSource::Enum messageEventSource |
Receiver of a message.
Definition at line 206 of file TESBroadcast.h.
| UInt32 packageId |
Identifier for a Trade Entry Service trade, i.e TES trade ID.
Definition at line 161 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 197 of file TESBroadcast.h.
| ProductComplex::Enum productComplex |
This field qualifies an instrument type on Eurex.
Definition at line 191 of file TESBroadcast.h.
| SInt64 relatedClosePrice |
User defined index price.
Definition at line 143 of file TESBroadcast.h.
| SInt32 relatedMarketSegmentId |
Identifies a related product.
Definition at line 176 of file TESBroadcast.h.
| SInt64 relatedPx |
Price of the related instrument.
Definition at line 152 of file TESBroadcast.h.
| SInt64 relatedSecurityId |
Instrument identifier of the originating Eurex strategy.
Definition at line 149 of file TESBroadcast.h.
| UInt32 relatedTradeId |
Identifier of a related trade.
Definition at line 173 of file TESBroadcast.h.
| SInt64 relatedTradeQuantity |
Quantity of the related trade.
Definition at line 146 of file TESBroadcast.h.
| std::string rootPartyExecutingFirm |
Participant Short Name.
Definition at line 215 of file TESBroadcast.h.
| std::string rootPartyExecutingTrader |
Owning User Short Name.
Definition at line 218 of file TESBroadcast.h.
| SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 128 of file TESBroadcast.h.
| std::vector<SideAllocGrpBCElem> sideAllocGrpBC |
Side Alloc Group BC.
Definition at line 236 of file TESBroadcast.h.
| SwapClearer::Enum swapClearer |
Swap clearer for EFS Trades only.
Definition at line 203 of file TESBroadcast.h.
| UInt32 tesExecId |
System transaction identifier for a Trade Entry Service transaction.
Definition at line 164 of file TESBroadcast.h.
| TradePublishIndicator::Enum tradePublishIndicator |
Indicates if a trade should be reported via the market reporting service.
Definition at line 194 of file TESBroadcast.h.
| std::string tradeReportId |
User defined transaction ID. Part of the TES response and TES broadcast.
Definition at line 212 of file TESBroadcast.h.
| std::string tradeReportText |
User defined text field.
Definition at line 209 of file TESBroadcast.h.
| TradeReportType::Enum tradeReportType |
Identifies the type of trade notification.
Definition at line 185 of file TESBroadcast.h.
| UInt64 transactTime |
Timestamp of the match event (trade).
Definition at line 134 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 140 of file TESBroadcast.h.
| std::vector<TrdClearingPriceLegGrpElem> trdClearingPriceLegGrp |
Trd Clearing Price Leg Group.
Definition at line 245 of file TESBroadcast.h.
| std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp |
Trd Instrmnt Leg Group.
Definition at line 239 of file TESBroadcast.h.
| TrdRptStatus::Enum trdRptStatus |
SRQS deal status.
Definition at line 188 of file TESBroadcast.h.
| TrdType::Enum trdType |
Indicates if a trade should be reported via the market reporting service.
Definition at line 182 of file TESBroadcast.h.
| std::string underlyingCurrency |
Underlying security's currency.
Definition at line 227 of file TESBroadcast.h.
| std::string underlyingIssuer |
The issuer or name of the underlying security.
Definition at line 230 of file TESBroadcast.h.
| UInt32 underlyingMaturityDate |
Underlying security's maturity date.
Definition at line 170 of file TESBroadcast.h.
| SInt64 underlyingPx |
Underlying price associate with a derivative instrument.
Definition at line 137 of file TESBroadcast.h.
| SInt64 underlyingQty |
Nominal value.
Definition at line 155 of file TESBroadcast.h.
| std::string underlyingSecurityDesc |
Description of the Underlying security.
Definition at line 224 of file TESBroadcast.h.
| std::string underlyingSecurityId |
Underlying security's ID.
Definition at line 221 of file TESBroadcast.h.
| UInt32 underlyingSettlementDate |
Date the underlying instrument will settle.
Definition at line 167 of file TESBroadcast.h.
| std::vector<UnderlyingStipGrpElem> underlyingStipGrp |
Underlying Stip Group.
Definition at line 251 of file TESBroadcast.h.
| std::string varText |
Text.
Definition at line 233 of file TESBroadcast.h.