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

#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 ()

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 compressionId
UInt64 rootPartyIdClientId
UInt64 executingTrader
UInt64 rootPartyIdInvestmentDecisionMaker
UInt64 basketTrdMatchId
SInt64 sideLastPx
SInt64 sideLastQty
SInt64 relatedClosePrice
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
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


class Serializer

Detailed Description

Definition at line 36 of file TESTradeBroadcast.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 268 of file TESTradeBroadcast.h.

Member Data Documentation

std::string account

Account to book trades and keep positions on.

Definition at line 211 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 256 of file TESTradeBroadcast.h.

UInt32 basketProfileId

ID of the Basket profile.

Definition at line 151 of file TESTradeBroadcast.h.

std::string basketSideTradeReportId

User defined Basket trade ID.

Definition at line 259 of file TESTradeBroadcast.h.

UInt64 basketTrdMatchId

System defined Basket ID.

Definition at line 94 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.

UInt64 compressionId

Compression ID.

Definition at line 82 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 217 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 88 of file TESTradeBroadcast.h.

ExecutingTraderQualifier::Enum executingTraderQualifier

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

Definition at line 196 of file TESTradeBroadcast.h.

std::string freeText1

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

Definition at line 220 of file TESTradeBroadcast.h.

std::string freeText2

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

Definition at line 223 of file TESTradeBroadcast.h.

std::string freeText3

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

Definition at line 226 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 109 of file TESTradeBroadcast.h.

MultilegPriceModel::Enum multilegPriceModel

Price decomposition method for legs of a complex instrument.

Definition at line 187 of file TESTradeBroadcast.h.

MultiLegReportingType::Enum multiLegReportingType

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

Definition at line 181 of file TESTradeBroadcast.h.

UInt32 negotiationId

ID of a SRQS negotiation.

Definition at line 145 of file TESTradeBroadcast.h.

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 190 of file TESTradeBroadcast.h.

OrderAttributeRiskReduction::Enum orderAttributeRiskReduction

Order attribute risk reduction.

Definition at line 193 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 202 of file TESTradeBroadcast.h.

UInt32 origTradeId

Original trade identifier in case of trade reversals.

Definition at line 124 of file TESTradeBroadcast.h.

UInt32 packageId

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

Definition at line 106 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 184 of file TESTradeBroadcast.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 160 of file TESTradeBroadcast.h.

std::string regulatoryTradeId

TVTIC - Trading Venue Transaction Identification Code.

Definition at line 253 of file TESTradeBroadcast.h.

SInt64 relatedClosePrice

User defined index price.

Definition at line 103 of file TESTradeBroadcast.h.

RelatedProductComplex::Enum relatedProductComplex

Instrument type of the original Eurex strategy.

Definition at line 163 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 139 of file TESTradeBroadcast.h.

ReversalIndicator::Enum reversalIndicator

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

Definition at line 205 of file TESTradeBroadcast.h.

std::string rootPartyClearingFirm

Clearing Member Short Name.

Definition at line 235 of file TESTradeBroadcast.h.

std::string rootPartyClearingOrganization

Clearing House Short Name.

Definition at line 238 of file TESTradeBroadcast.h.

std::string rootPartyExecutingFirm

Participant Short Name.

Definition at line 229 of file TESTradeBroadcast.h.

std::string rootPartyExecutingTrader

Owning User Short Name.

Definition at line 232 of file TESTradeBroadcast.h.

std::string rootPartyIdBeneficiary

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

Definition at line 241 of file TESTradeBroadcast.h.

UInt32 rootPartyIdClearingUnit

Clearing Business Unit ID.

Definition at line 133 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 85 of file TESTradeBroadcast.h.

UInt32 rootPartyIdExecutingTrader

Owning User ID.

Definition at line 130 of file TESTradeBroadcast.h.

UInt32 rootPartyIdExecutingUnit

Owning Business Unit.

Definition at line 127 of file TESTradeBroadcast.h.

std::string rootPartyIdExecutionVenue

Root party ID execution venue.

Definition at line 250 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 91 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 199 of file TESTradeBroadcast.h.

std::string rootPartyIdOrderOriginationFirm

KRX Member ID.

Definition at line 247 of file TESTradeBroadcast.h.

std::string rootPartyIdPositionAccount

Flex Account information.

Definition at line 214 of file TESTradeBroadcast.h.

UInt32 rootPartyIdSessionId

Identification of the technical session.

Definition at line 121 of file TESTradeBroadcast.h.

std::string rootPartyIdTakeUpTradingFirm

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

Definition at line 244 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 154 of file TESTradeBroadcast.h.

Side::Enum side

Side of the order.

Definition at line 166 of file TESTradeBroadcast.h.

SInt64 sideLastPx

Fill price for the original Eurex strategy.

Definition at line 97 of file TESTradeBroadcast.h.

SInt64 sideLastQty

Fill quantity for the original Eurex strategy.

Definition at line 100 of file TESTradeBroadcast.h.

UInt32 sideTradeId

Private trade identifier of an order or quote match event.

Definition at line 118 of file TESTradeBroadcast.h.

UInt32 srqsRelatedTradeId

Trade ID out of a SRQS Negotiation Event.

Definition at line 148 of file TESTradeBroadcast.h.

UInt32 strategyLinkId

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

Definition at line 136 of file TESTradeBroadcast.h.

SInt32 totNumTradeReports

Number of leg executions of the original strategy order.

Definition at line 142 of file TESTradeBroadcast.h.

TradeAggregationTransType::Enum tradeAggregationTransType

Trade Aggregation Identifier.

Definition at line 208 of file TESTradeBroadcast.h.

UInt32 tradeDate

Trade date.

Definition at line 115 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 112 of file TESTradeBroadcast.h.

TradePublishIndicator::Enum tradePublishIndicator

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

Definition at line 178 of file TESTradeBroadcast.h.

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 172 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 169 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 175 of file TESTradeBroadcast.h.

TrdType::Enum trdType

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

Definition at line 157 of file TESTradeBroadcast.h.

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