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OnixS Eurex ETI Handler C++ library
9.19.0
API documentation
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OnixS Eurex ETI Handler C++ library
9.19.0
API documentation
|
#include <OnixS/Eurex/Trading/Messages/TESTradeBroadcast.h>
Public Member Functions | |
| TESTradeBroadcast () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
 Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 36 of file TESTradeBroadcast.h.
Initialize default instance.
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virtual |
Returns template ID.
Implements Message.
|
virtual |
Returns string representation.
Implements Message.
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friend |
Definition at line 268 of file TESTradeBroadcast.h.
| std::string account |
Account to book trades and keep positions on.
Definition at line 208 of file TESTradeBroadcast.h.
| ApplId::Enum applId |
Identifier for subscription and retransmission of an ETI data stream.
Definition at line 55 of file TESTradeBroadcast.h.
| ApplResendFlag::Enum applResendFlag |
Indicates a retransmission message.
Definition at line 52 of file TESTradeBroadcast.h.
| UInt64 applSeqNum |
Message sequence number assigned to a non-order related Eurex ETI data stream.
Definition at line 43 of file TESTradeBroadcast.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 46 of file TESTradeBroadcast.h.
| std::string basketPartyContraFirm |
The identifier of the basket member counterparty institution.
Definition at line 253 of file TESTradeBroadcast.h.
| UInt32 basketProfileId |
ID of the Basket profile.
Definition at line 148 of file TESTradeBroadcast.h.
| std::string basketSideTradeReportId |
User defined Basket trade ID.
Definition at line 256 of file TESTradeBroadcast.h.
| UInt64 basketTrdMatchId |
System defined Basket ID.
Definition at line 91 of file TESTradeBroadcast.h.
| SInt64 clearingTradePrice |
Final trade price.
Definition at line 70 of file TESTradeBroadcast.h.
| SInt64 clearingTradeQty |
Final traded quantity.
Definition at line 73 of file TESTradeBroadcast.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 214 of file TESTradeBroadcast.h.
| UInt64 executingTrader |
Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm within the member or participant of the trading venue who is responsible for the execution of the transaction resulting from the order.
Definition at line 85 of file TESTradeBroadcast.h.
| ExecutingTraderQualifier::Enum executingTraderQualifier |
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Definition at line 193 of file TESTradeBroadcast.h.
| std::string feeIdntCode |
This field indicates the Fee Code associated with the transaction.
Definition at line 259 of file TESTradeBroadcast.h.
| std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 217 of file TESTradeBroadcast.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 220 of file TESTradeBroadcast.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 223 of file TESTradeBroadcast.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 58 of file TESTradeBroadcast.h.
| SInt64 lastPx |
Price of this leg fill.
Definition at line 64 of file TESTradeBroadcast.h.
| SInt64 lastQty |
Quantity executed in this leg fill.
Definition at line 67 of file TESTradeBroadcast.h.
| SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 106 of file TESTradeBroadcast.h.
| MultilegPriceModel::Enum multilegPriceModel |
Price decomposition method for legs of a complex instrument.
Definition at line 184 of file TESTradeBroadcast.h.
| MultiLegReportingType::Enum multiLegReportingType |
Indicates if the trade resulted from a single order or a multi leg order.
Definition at line 178 of file TESTradeBroadcast.h.
| UInt32 negotiationId |
ID of a SRQS negotiation.
Definition at line 142 of file TESTradeBroadcast.h.
| OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision |
Order attribute liquidity provision.
Definition at line 187 of file TESTradeBroadcast.h.
| OrderAttributeRiskReduction::Enum orderAttributeRiskReduction |
Order attribute risk reduction.
Definition at line 190 of file TESTradeBroadcast.h.
| OrderOrigination::Enum orderOrigination |
Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
Definition at line 199 of file TESTradeBroadcast.h.
| UInt32 origTradeId |
Original trade identifier in case of trade reversals.
Definition at line 121 of file TESTradeBroadcast.h.
| UInt32 packageId |
Identifier for a Trade Entry Service trade, i.e TES trade ID.
Definition at line 103 of file TESTradeBroadcast.h.
| UInt16 partitionId |
Is required to define the scope of a Retransmission Request.
Definition at line 49 of file TESTradeBroadcast.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 181 of file TESTradeBroadcast.h.
| ProductComplex::Enum productComplex |
This field qualifies an instrument type on Eurex.
Definition at line 157 of file TESTradeBroadcast.h.
| std::string regulatoryTradeId |
TVTIC - Trading Venue Transaction Identification Code.
Definition at line 250 of file TESTradeBroadcast.h.
| SInt64 relatedClosePrice |
User defined index price.
Definition at line 100 of file TESTradeBroadcast.h.
| RelatedProductComplex::Enum relatedProductComplex |
Instrument type of the original Eurex strategy.
Definition at line 160 of file TESTradeBroadcast.h.
| SInt64 relatedSecurityId |
Instrument identifier of the originating Eurex strategy.
Definition at line 79 of file TESTradeBroadcast.h.
| SInt32 relatedSymbol |
Product identifier of the original Eurex strategy.
Definition at line 136 of file TESTradeBroadcast.h.
| ReversalIndicator::Enum reversalIndicator |
Indicator whether the reversal of the TES trade is electronically requested or not.
Definition at line 202 of file TESTradeBroadcast.h.
| std::string rootPartyClearingFirm |
Clearing Member Short Name.
Definition at line 232 of file TESTradeBroadcast.h.
| std::string rootPartyClearingOrganization |
Clearing House Short Name.
Definition at line 235 of file TESTradeBroadcast.h.
| std::string rootPartyExecutingFirm |
Participant Short Name.
Definition at line 226 of file TESTradeBroadcast.h.
| std::string rootPartyExecutingTrader |
Owning User Short Name.
Definition at line 229 of file TESTradeBroadcast.h.
| std::string rootPartyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 238 of file TESTradeBroadcast.h.
| UInt32 rootPartyIdClearingUnit |
Clearing Business Unit ID.
Definition at line 130 of file TESTradeBroadcast.h.
| UInt64 rootPartyIdClientId |
Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent account of the member or participant of the trading venue.
Definition at line 82 of file TESTradeBroadcast.h.
| UInt32 rootPartyIdExecutingTrader |
Owning User ID.
Definition at line 127 of file TESTradeBroadcast.h.
| UInt32 rootPartyIdExecutingUnit |
Owning Business Unit.
Definition at line 124 of file TESTradeBroadcast.h.
| std::string rootPartyIdExecutionVenue |
Root party ID execution venue.
Definition at line 247 of file TESTradeBroadcast.h.
| UInt64 rootPartyIdInvestmentDecisionMaker |
Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or the algorithm within the member or participant of the Trading Venue who is responsible for the investment decision.
Definition at line 88 of file TESTradeBroadcast.h.
| RootPartyIdInvestmentDecisionMakerQualifier::Enum rootPartyIdInvestmentDecisionMakerQualifier |
Qualifier for field PartyIdInvestmentDecisionMaker. Members/participants will have the possibility to specify an Investment qualifier value to distinguish between natural persons and Algos.
Definition at line 196 of file TESTradeBroadcast.h.
| std::string rootPartyIdOrderOriginationFirm |
KRX Member ID.
Definition at line 244 of file TESTradeBroadcast.h.
| std::string rootPartyIdPositionAccount |
Flex Account information.
Definition at line 211 of file TESTradeBroadcast.h.
| UInt32 rootPartyIdSessionId |
Identification of the technical session.
Definition at line 118 of file TESTradeBroadcast.h.
| std::string rootPartyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 241 of file TESTradeBroadcast.h.
| SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 61 of file TESTradeBroadcast.h.
| SInt32 securitySubType |
This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy.
Definition at line 151 of file TESTradeBroadcast.h.
| Side::Enum side |
Side of the order.
Definition at line 163 of file TESTradeBroadcast.h.
| SInt64 sideLastPx |
Fill price for the original Eurex strategy.
Definition at line 94 of file TESTradeBroadcast.h.
| SInt64 sideLastQty |
Fill quantity for the original Eurex strategy.
Definition at line 97 of file TESTradeBroadcast.h.
| UInt32 sideTradeId |
Private trade identifier of an order or quote match event.
Definition at line 115 of file TESTradeBroadcast.h.
| UInt32 srqsRelatedTradeId |
Trade ID out of a SRQS Negotiation Event.
Definition at line 145 of file TESTradeBroadcast.h.
| UInt32 strategyLinkId |
Identifier that links all trades resulting from a match step of a strategy order.
Definition at line 133 of file TESTradeBroadcast.h.
| SInt32 totNumTradeReports |
Number of leg executions of the original strategy order.
Definition at line 139 of file TESTradeBroadcast.h.
| TradeAggregationTransType::Enum tradeAggregationTransType |
Trade Aggregation Identifier.
Definition at line 205 of file TESTradeBroadcast.h.
| UInt32 tradeDate |
Trade date.
Definition at line 112 of file TESTradeBroadcast.h.
| UInt32 tradeId |
Uniquely identifies all order leg allocations referring to the same matching event, simple instrument and price.
Definition at line 109 of file TESTradeBroadcast.h.
| TradePublishIndicator::Enum tradePublishIndicator |
Indicates if a trade should be reported via the market reporting service.
Definition at line 175 of file TESTradeBroadcast.h.
| TradeReportType::Enum tradeReportType |
Identifies the type of trade notification.
Definition at line 169 of file TESTradeBroadcast.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 166 of file TESTradeBroadcast.h.
| UInt64 transactTime |
Timestamp of the match event (trade).
Definition at line 76 of file TESTradeBroadcast.h.
| TransferReason::Enum transferReason |
Identifies the role for which the trade notification is received.
Definition at line 172 of file TESTradeBroadcast.h.
| TrdType::Enum trdType |
Indicates if a trade should be reported via the market reporting service.
Definition at line 154 of file TESTradeBroadcast.h.