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

Public Member Functions

 TESTradeBroadcast ()
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 lastQty
SInt64 clearingTradePrice
SInt64 clearingTradeQty
UInt64 transactTime
SInt64 relatedSecurityId
UInt64 rootPartyIdClientId
UInt64 executingTrader
UInt64 rootPartyIdInvestmentDecisionMaker
UInt64 basketTrdMatchId
UInt64 origBasketTrdMatchId
SInt64 sideLastPx
SInt64 sideLastQty
SInt64 relatedClosePrice
UInt32 tesExecId
UInt32 packageId
SInt32 marketSegmentId
UInt32 tradeId
UInt32 tradeDate
UInt32 sideTradeId
UInt32 rootPartyIdSessionId
UInt32 origTradeId
UInt32 rootPartyIdExecutingUnit
UInt32 rootPartyIdExecutingTrader
UInt32 rootPartyIdClearingUnit
UInt32 strategyLinkId
SInt32 relatedSymbol
SInt32 totNumTradeReports
UInt32 negotiationId
UInt32 srqsRelatedTradeId
UInt32 basketProfileId
SInt32 securitySubType
TrdType::Enum trdType
ProductComplex::Enum productComplex
RelatedProductComplex::Enum relatedProductComplex
Side::Enum side
TradingCapacity::Enum tradingCapacity
TradeReportType::Enum tradeReportType
TransferReason::Enum transferReason
TradePublishIndicator::Enum tradePublishIndicator
OptionalEarlyTerminationIndicator::Enum optionalEarlyTerminationIndicator
MultiLegReportingType::Enum multiLegReportingType
PositionEffect::Enum positionEffect
MultilegPriceModel::Enum multilegPriceModel
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
OrderAttributeRiskReduction::Enum orderAttributeRiskReduction
ExecutingTraderQualifier::Enum executingTraderQualifier
RootPartyIdInvestmentDecisionMakerQualifier::Enum rootPartyIdInvestmentDecisionMakerQualifier
OrderOrigination::Enum orderOrigination
ReversalIndicator::Enum reversalIndicator
TradeAggregationTransType::Enum tradeAggregationTransType
std::string account
std::string rootPartyIdPositionAccount
CustOrderHandlingInst::Enum custOrderHandlingInst
std::string freeText1
std::string freeText2
std::string freeText3
std::string rootPartyExecutingFirm
std::string rootPartyExecutingTrader
std::string rootPartyClearingFirm
std::string rootPartyClearingOrganization
std::string rootPartyIdBeneficiary
std::string rootPartyIdTakeUpTradingFirm
std::string rootPartyIdOrderOriginationFirm
std::string rootPartyIdExecutionVenue
std::string regulatoryTradeId
std::string basketPartyContraFirm
std::string basketSideTradeReportId
std::string feeIdntCode

Friends

class Serializer

Detailed Description

Definition at line 35 of file TESTradeBroadcast.h.

Constructor & Destructor Documentation

◆ TESTradeBroadcast()

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 286 of file TESTradeBroadcast.h.

Member Data Documentation

◆ account

std::string account

Account to book trades and keep positions on.

Definition at line 225 of file TESTradeBroadcast.h.

◆ applId

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 55 of file TESTradeBroadcast.h.

◆ applResendFlag

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 52 of file TESTradeBroadcast.h.

◆ applSeqNum

UInt64 applSeqNum

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

Definition at line 42 of file TESTradeBroadcast.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 46 of file TESTradeBroadcast.h.

◆ basketPartyContraFirm

std::string basketPartyContraFirm

The identifier of the basket member counterparty institution.

Definition at line 271 of file TESTradeBroadcast.h.

◆ basketProfileId

UInt32 basketProfileId

ID of the Basket profile.

Definition at line 159 of file TESTradeBroadcast.h.

◆ basketSideTradeReportId

std::string basketSideTradeReportId

User defined Basket trade ID.

Definition at line 274 of file TESTradeBroadcast.h.

◆ basketTrdMatchId

UInt64 basketTrdMatchId

System defined Basket ID.

Definition at line 96 of file TESTradeBroadcast.h.

◆ clearingTradePrice

SInt64 clearingTradePrice

Final trade price.

Definition at line 71 of file TESTradeBroadcast.h.

◆ clearingTradeQty

SInt64 clearingTradeQty

Final traded quantity.

Definition at line 74 of file TESTradeBroadcast.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 232 of file TESTradeBroadcast.h.

◆ executingTrader

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 89 of file TESTradeBroadcast.h.

◆ executingTraderQualifier

ExecutingTraderQualifier::Enum executingTraderQualifier

Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.

Definition at line 209 of file TESTradeBroadcast.h.

◆ feeIdntCode

std::string feeIdntCode

This field indicates the Fee Code associated with the transaction.

Definition at line 277 of file TESTradeBroadcast.h.

◆ freeText1

std::string freeText1

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

Definition at line 235 of file TESTradeBroadcast.h.

◆ freeText2

std::string freeText2

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

Definition at line 238 of file TESTradeBroadcast.h.

◆ freeText3

std::string freeText3

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

Definition at line 241 of file TESTradeBroadcast.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 59 of file TESTradeBroadcast.h.

◆ lastPx

SInt64 lastPx

Price of this leg fill.

Definition at line 65 of file TESTradeBroadcast.h.

◆ lastQty

SInt64 lastQty

Quantity executed in this leg fill.

Definition at line 68 of file TESTradeBroadcast.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 117 of file TESTradeBroadcast.h.

◆ multilegPriceModel

MultilegPriceModel::Enum multilegPriceModel

Price decomposition method for legs of a complex instrument.

Definition at line 200 of file TESTradeBroadcast.h.

◆ multiLegReportingType

MultiLegReportingType::Enum multiLegReportingType

Indicates if the trade resulted from a single order or a multi leg order.

Definition at line 193 of file TESTradeBroadcast.h.

◆ negotiationId

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 153 of file TESTradeBroadcast.h.

◆ optionalEarlyTerminationIndicator

OptionalEarlyTerminationIndicator::Enum optionalEarlyTerminationIndicator

Indicates whether the counterparties have the right for early termination.

Definition at line 190 of file TESTradeBroadcast.h.

◆ orderAttributeLiquidityProvision

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 203 of file TESTradeBroadcast.h.

◆ orderAttributeRiskReduction

OrderAttributeRiskReduction::Enum orderAttributeRiskReduction

Order attribute risk reduction.

Definition at line 206 of file TESTradeBroadcast.h.

◆ orderOrigination

OrderOrigination::Enum orderOrigination

Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.

Definition at line 216 of file TESTradeBroadcast.h.

◆ origBasketTrdMatchId

UInt64 origBasketTrdMatchId

System defined Original Basket ID.

Definition at line 99 of file TESTradeBroadcast.h.

◆ origTradeId

UInt32 origTradeId

Original trade identifier in case of trade reversals.

Definition at line 132 of file TESTradeBroadcast.h.

◆ packageId

UInt32 packageId

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

Definition at line 114 of file TESTradeBroadcast.h.

◆ partitionId

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 49 of file TESTradeBroadcast.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 197 of file TESTradeBroadcast.h.

◆ productComplex

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 168 of file TESTradeBroadcast.h.

◆ regulatoryTradeId

std::string regulatoryTradeId

TVTIC - Trading Venue Transaction Identification Code.

Definition at line 268 of file TESTradeBroadcast.h.

◆ relatedClosePrice

SInt64 relatedClosePrice

User defined index price.

Definition at line 108 of file TESTradeBroadcast.h.

◆ relatedProductComplex

RelatedProductComplex::Enum relatedProductComplex

Instrument type of the original Eurex strategy.

Definition at line 171 of file TESTradeBroadcast.h.

◆ relatedSecurityId

SInt64 relatedSecurityId

Instrument identifier of the originating Eurex strategy.

Definition at line 80 of file TESTradeBroadcast.h.

◆ relatedSymbol

SInt32 relatedSymbol

Product identifier of the original Eurex strategy.

Definition at line 147 of file TESTradeBroadcast.h.

◆ reversalIndicator

ReversalIndicator::Enum reversalIndicator

Indicator whether the reversal of the TES trade is electronically requested or not.

Definition at line 219 of file TESTradeBroadcast.h.

◆ rootPartyClearingFirm

std::string rootPartyClearingFirm

Clearing Member Short Name.

Definition at line 250 of file TESTradeBroadcast.h.

◆ rootPartyClearingOrganization

std::string rootPartyClearingOrganization

Clearing House Short Name.

Definition at line 253 of file TESTradeBroadcast.h.

◆ rootPartyExecutingFirm

std::string rootPartyExecutingFirm

Participant Short Name.

Definition at line 244 of file TESTradeBroadcast.h.

◆ rootPartyExecutingTrader

std::string rootPartyExecutingTrader

Owning User Short Name.

Definition at line 247 of file TESTradeBroadcast.h.

◆ rootPartyIdBeneficiary

std::string rootPartyIdBeneficiary

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

Definition at line 256 of file TESTradeBroadcast.h.

◆ rootPartyIdClearingUnit

UInt32 rootPartyIdClearingUnit

Clearing Business Unit ID.

Definition at line 141 of file TESTradeBroadcast.h.

◆ rootPartyIdClientId

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 84 of file TESTradeBroadcast.h.

◆ rootPartyIdExecutingTrader

UInt32 rootPartyIdExecutingTrader

Owning User ID.

Definition at line 138 of file TESTradeBroadcast.h.

◆ rootPartyIdExecutingUnit

UInt32 rootPartyIdExecutingUnit

Owning Business Unit.

Definition at line 135 of file TESTradeBroadcast.h.

◆ rootPartyIdExecutionVenue

std::string rootPartyIdExecutionVenue

Root party ID execution venue.

Definition at line 265 of file TESTradeBroadcast.h.

◆ rootPartyIdInvestmentDecisionMaker

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 93 of file TESTradeBroadcast.h.

◆ rootPartyIdInvestmentDecisionMakerQualifier

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 213 of file TESTradeBroadcast.h.

◆ rootPartyIdOrderOriginationFirm

std::string rootPartyIdOrderOriginationFirm

KRX Member ID.

Definition at line 262 of file TESTradeBroadcast.h.

◆ rootPartyIdPositionAccount

std::string rootPartyIdPositionAccount

Flex Account information.

Definition at line 228 of file TESTradeBroadcast.h.

◆ rootPartyIdSessionId

UInt32 rootPartyIdSessionId

Identification of the technical session.

Definition at line 129 of file TESTradeBroadcast.h.

◆ rootPartyIdTakeUpTradingFirm

std::string rootPartyIdTakeUpTradingFirm

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

Definition at line 259 of file TESTradeBroadcast.h.

◆ securityId

SInt64 securityId

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

Definition at line 62 of file TESTradeBroadcast.h.

◆ securitySubType

SInt32 securitySubType

This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy.

Definition at line 162 of file TESTradeBroadcast.h.

◆ side

Side::Enum side

Side of the order.

Definition at line 174 of file TESTradeBroadcast.h.

◆ sideLastPx

SInt64 sideLastPx

Fill price for the original Eurex strategy.

Definition at line 102 of file TESTradeBroadcast.h.

◆ sideLastQty

SInt64 sideLastQty

Fill quantity for the original Eurex strategy.

Definition at line 105 of file TESTradeBroadcast.h.

◆ sideTradeId

UInt32 sideTradeId

Private trade identifier of an order or quote match event.

Definition at line 126 of file TESTradeBroadcast.h.

◆ srqsRelatedTradeId

UInt32 srqsRelatedTradeId

Trade ID out of a SRQS Negotiation Event.

Definition at line 156 of file TESTradeBroadcast.h.

◆ strategyLinkId

UInt32 strategyLinkId

Identifier that links all trades resulting from a match step of a strategy order.

Definition at line 144 of file TESTradeBroadcast.h.

◆ tesExecId

UInt32 tesExecId

System transaction identifier for a Trade Entry Service transaction.

Definition at line 111 of file TESTradeBroadcast.h.

◆ totNumTradeReports

SInt32 totNumTradeReports

Number of leg executions of the original strategy order.

Definition at line 150 of file TESTradeBroadcast.h.

◆ tradeAggregationTransType

TradeAggregationTransType::Enum tradeAggregationTransType

Trade Aggregation Identifier.

Definition at line 222 of file TESTradeBroadcast.h.

◆ tradeDate

UInt32 tradeDate

Trade date.

Definition at line 123 of file TESTradeBroadcast.h.

◆ tradeId

UInt32 tradeId

Uniquely identifies all order leg allocations referring to the same matching event, simple instrument and price.

Definition at line 120 of file TESTradeBroadcast.h.

◆ tradePublishIndicator

TradePublishIndicator::Enum tradePublishIndicator

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

Definition at line 187 of file TESTradeBroadcast.h.

◆ tradeReportType

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 181 of file TESTradeBroadcast.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 178 of file TESTradeBroadcast.h.

◆ transactTime

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 77 of file TESTradeBroadcast.h.

◆ transferReason

TransferReason::Enum transferReason

Identifies the role for which the trade notification is received.

Definition at line 184 of file TESTradeBroadcast.h.

◆ trdType

TrdType::Enum trdType

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

Definition at line 165 of file TESTradeBroadcast.h.