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

Public Member Functions

 TESUploadBroadcast ()
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 transBkdTime
UInt64 transactTime
SInt64 underlyingPx
SInt64 relatedClosePrice
SInt64 relatedTradeQuantity
SInt64 relatedPx
SInt64 underlyingQty
SInt32 marketSegmentId
UInt32 packageId
UInt32 tesExecId
UInt32 underlyingSettlementDate
UInt32 underlyingMaturityDate
UInt32 relatedTradeId
SInt32 relatedMarketSegmentId
TrdType::Enum trdType
ProductComplex::Enum productComplex
TradeReportType::Enum tradeReportType
TrdRptStatus::Enum trdRptStatus
TradePublishIndicator::Enum tradePublishIndicator
TradePlatform::Enum tradePlatform
HedgeType::Enum hedgeType
PartyIdSettlementLocation::Enum partyIdSettlementLocation
SwapClearer::Enum swapClearer
MessageEventSource::Enum messageEventSource
std::string tradeReportId
std::string rootPartyExecutingFirm
std::string rootPartyExecutingTrader
std::string underlyingSecurityId
std::string underlyingSecurityDesc
std::string underlyingCurrency
std::string underlyingIssuer
std::vector< SideAllocExtGrpElem > sideAllocExtGrp
std::vector< TrdInstrmntLegGrpElem > trdInstrmntLegGrp
std::vector< InstrumentEventGrpElem > instrumentEventGrp
std::vector< InstrumentAttributeGrpElem > instrumentAttributeGrp
std::vector< UnderlyingStipGrpElem > underlyingStipGrp

Friends

class Serializer

Detailed Description

Definition at line 149 of file TESUploadBroadcast.h.

Constructor & Destructor Documentation

◆ TESUploadBroadcast()

TESUploadBroadcast ( )

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 296 of file TESUploadBroadcast.h.

Member Data Documentation

◆ applId

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 169 of file TESUploadBroadcast.h.

◆ applResendFlag

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 166 of file TESUploadBroadcast.h.

◆ applSeqNum

UInt64 applSeqNum

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

Definition at line 156 of file TESUploadBroadcast.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 160 of file TESUploadBroadcast.h.

◆ hedgeType

HedgeType::Enum hedgeType

Hedging method.

Definition at line 242 of file TESUploadBroadcast.h.

◆ instrumentAttributeGrp

std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp

Instrument Attribute Group.

Definition at line 284 of file TESUploadBroadcast.h.

◆ instrumentEventGrp

std::vector<InstrumentEventGrpElem> instrumentEventGrp

Instrument Event Group.

Definition at line 281 of file TESUploadBroadcast.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 173 of file TESUploadBroadcast.h.

◆ lastPx

SInt64 lastPx

Price of this leg fill.

Definition at line 179 of file TESUploadBroadcast.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 203 of file TESUploadBroadcast.h.

◆ messageEventSource

MessageEventSource::Enum messageEventSource

Receiver of a message.

Definition at line 251 of file TESUploadBroadcast.h.

◆ packageId

UInt32 packageId

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

Definition at line 206 of file TESUploadBroadcast.h.

◆ partitionId

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 163 of file TESUploadBroadcast.h.

◆ partyIdSettlementLocation

PartyIdSettlementLocation::Enum partyIdSettlementLocation

Settlement institution.

Definition at line 245 of file TESUploadBroadcast.h.

◆ productComplex

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 227 of file TESUploadBroadcast.h.

◆ relatedClosePrice

SInt64 relatedClosePrice

User defined index price.

Definition at line 191 of file TESUploadBroadcast.h.

◆ relatedMarketSegmentId

SInt32 relatedMarketSegmentId

Identifies a related product.

Definition at line 221 of file TESUploadBroadcast.h.

◆ relatedPx

SInt64 relatedPx

Price of the related instrument.

Definition at line 197 of file TESUploadBroadcast.h.

◆ relatedTradeId

UInt32 relatedTradeId

Identifier of a related trade.

Definition at line 218 of file TESUploadBroadcast.h.

◆ relatedTradeQuantity

SInt64 relatedTradeQuantity

Quantity of the related trade.

Definition at line 194 of file TESUploadBroadcast.h.

◆ rootPartyExecutingFirm

std::string rootPartyExecutingFirm

Participant Short Name.

Definition at line 257 of file TESUploadBroadcast.h.

◆ rootPartyExecutingTrader

std::string rootPartyExecutingTrader

Owning User Short Name.

Definition at line 260 of file TESUploadBroadcast.h.

◆ securityId

SInt64 securityId

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

Definition at line 176 of file TESUploadBroadcast.h.

◆ sideAllocExtGrp

std::vector<SideAllocExtGrpElem> sideAllocExtGrp

Side Alloc Ext Group.

Definition at line 275 of file TESUploadBroadcast.h.

◆ swapClearer

SwapClearer::Enum swapClearer

Swap clearer for EFS Trades only.

Definition at line 248 of file TESUploadBroadcast.h.

◆ tesExecId

UInt32 tesExecId

System transaction identifier for a Trade Entry Service transaction.

Definition at line 209 of file TESUploadBroadcast.h.

◆ tradePlatform

TradePlatform::Enum tradePlatform

Indicates trade platform. Can only be used for EEX.

Definition at line 239 of file TESUploadBroadcast.h.

◆ tradePublishIndicator

TradePublishIndicator::Enum tradePublishIndicator

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

Definition at line 236 of file TESUploadBroadcast.h.

◆ tradeReportId

std::string tradeReportId

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

Definition at line 254 of file TESUploadBroadcast.h.

◆ tradeReportType

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 230 of file TESUploadBroadcast.h.

◆ transactTime

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 185 of file TESUploadBroadcast.h.

◆ transBkdTime

UInt64 transBkdTime

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

Definition at line 182 of file TESUploadBroadcast.h.

◆ trdInstrmntLegGrp

std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp

Trd Instrmnt Leg Group.

Definition at line 278 of file TESUploadBroadcast.h.

◆ trdRptStatus

TrdRptStatus::Enum trdRptStatus

SRQS deal status.

Definition at line 233 of file TESUploadBroadcast.h.

◆ trdType

TrdType::Enum trdType

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

Definition at line 224 of file TESUploadBroadcast.h.

◆ underlyingCurrency

std::string underlyingCurrency

Underlying security's currency.

Definition at line 269 of file TESUploadBroadcast.h.

◆ underlyingIssuer

std::string underlyingIssuer

The issuer or name of the underlying security.

Definition at line 272 of file TESUploadBroadcast.h.

◆ underlyingMaturityDate

UInt32 underlyingMaturityDate

Underlying security's maturity date.

Definition at line 215 of file TESUploadBroadcast.h.

◆ underlyingPx

SInt64 underlyingPx

Underlying price associate with a derivative instrument.

Definition at line 188 of file TESUploadBroadcast.h.

◆ underlyingQty

SInt64 underlyingQty

Nominal value.

Definition at line 200 of file TESUploadBroadcast.h.

◆ underlyingSecurityDesc

std::string underlyingSecurityDesc

Description of the Underlying security.

Definition at line 266 of file TESUploadBroadcast.h.

◆ underlyingSecurityId

std::string underlyingSecurityId

Underlying security's ID.

Definition at line 263 of file TESUploadBroadcast.h.

◆ underlyingSettlementDate

UInt32 underlyingSettlementDate

Date the underlying instrument will settle.

Definition at line 212 of file TESUploadBroadcast.h.

◆ underlyingStipGrp

std::vector<UnderlyingStipGrpElem> underlyingStipGrp

Underlying Stip Group.

Definition at line 287 of file TESUploadBroadcast.h.