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

#include <OnixS/Eurex/Trading/Messages/TradeBroadcast.h>

Public Member Functions

 TradeBroadcast ()
 
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 relatedSecurityId
 
SInt64 price
 
SInt64 lastPx
 
SInt64 lastQty
 
SInt64 sideLastPx
 
SInt64 sideLastQty
 
SInt64 clearingTradePrice
 
SInt64 clearingTradeQty
 
UInt64 transactTime
 
UInt64 orderId
 
UInt64 clOrdId
 
SInt64 leavesQty
 
SInt64 cumQty
 
UInt64 rootPartyIdClientId
 
UInt64 executingTrader
 
UInt64 rootPartyIdInvestmentDecisionMaker
 
SInt64 underlyingPx
 
UInt32 tradeId
 
UInt32 origTradeId
 
UInt32 rootPartyIdExecutingUnit
 
UInt32 rootPartyIdSessionId
 
UInt32 rootPartyIdExecutingTrader
 
UInt32 rootPartyIdClearingUnit
 
SInt32 marketSegmentId
 
SInt32 relatedSymbol
 
UInt32 sideTradeId
 
UInt32 matchDate
 
UInt32 trdMatchId
 
UInt32 strategyLinkId
 
SInt32 totNumTradeReports
 
SInt32 securitySubType
 
MultiLegReportingType::Enum multiLegReportingType
 
TradeReportType::Enum tradeReportType
 
TransferReason::Enum transferReason
 
std::string rootPartyIdBeneficiary
 
std::string rootPartyIdTakeUpTradingFirm
 
std::string rootPartyIdOrderOriginationFirm
 
MatchType::Enum matchType
 
MatchSubType::Enum matchSubType
 
Side::Enum side
 
SideLiquidityInd::Enum sideLiquidityInd
 
TradingCapacity::Enum tradingCapacity
 
OrderOrigination::Enum orderOrigination
 
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
 
OrderAttributeRiskReduction::Enum orderAttributeRiskReduction
 
ExecutingTraderQualifier::Enum executingTraderQualifier
 
RootPartyIdInvestmentDecisionMakerQualifier::Enum rootPartyIdInvestmentDecisionMakerQualifier
 
std::string account
 
std::string rootPartyIdPositionAccount
 
PositionEffect::Enum positionEffect
 
CustOrderHandlingInst::Enum custOrderHandlingInst
 
std::string freeText1
 
std::string freeText2
 
std::string freeText3
 
OrderCategory::Enum orderCategory
 
OrdType::Enum ordType
 
RelatedProductComplex::Enum relatedProductComplex
 
OrderSide::Enum orderSide
 
std::string rootPartyClearingOrganization
 
std::string rootPartyExecutingFirm
 
std::string rootPartyExecutingTrader
 
std::string rootPartyClearingFirm
 
std::string regulatoryTradeId
 
std::string rootPartyIdExecutionVenue
 

Friends

class Serializer
 

Detailed Description

Definition at line 36 of file TradeBroadcast.h.

Constructor & Destructor Documentation

Initialize default instance.

Member Function Documentation

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

Friends And Related Function Documentation

friend class Serializer
friend

Definition at line 262 of file TradeBroadcast.h.

Member Data Documentation

std::string account

Account to book trades and keep positions on.

Definition at line 205 of file TradeBroadcast.h.

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 55 of file TradeBroadcast.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 52 of file TradeBroadcast.h.

UInt64 applSeqNum

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

Definition at line 43 of file TradeBroadcast.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 TradeBroadcast.h.

SInt64 clearingTradePrice

Final trade price.

Definition at line 82 of file TradeBroadcast.h.

SInt64 clearingTradeQty

Final traded quantity.

Definition at line 85 of file TradeBroadcast.h.

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 94 of file TradeBroadcast.h.

SInt64 cumQty

Cumulated executed quantity of an order.

Definition at line 100 of file TradeBroadcast.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 TradeBroadcast.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 106 of file TradeBroadcast.h.

ExecutingTraderQualifier::Enum executingTraderQualifier

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

Definition at line 199 of file TradeBroadcast.h.

std::string freeText1

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

Definition at line 217 of file TradeBroadcast.h.

std::string freeText2

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

Definition at line 220 of file TradeBroadcast.h.

std::string freeText3

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

Definition at line 223 of file TradeBroadcast.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 TradeBroadcast.h.

SInt64 lastPx

Price of this leg fill.

Definition at line 70 of file TradeBroadcast.h.

SInt64 lastQty

Quantity executed in this leg fill.

Definition at line 73 of file TradeBroadcast.h.

SInt64 leavesQty

Remaining quantity of an order.

Definition at line 97 of file TradeBroadcast.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 133 of file TradeBroadcast.h.

UInt32 matchDate

Business day of the match event.

Definition at line 142 of file TradeBroadcast.h.

MatchSubType::Enum matchSubType

Indicates the auction type the trade originates from.

Definition at line 178 of file TradeBroadcast.h.

MatchType::Enum matchType

The point in the matching process at which this trade was matched.

Definition at line 175 of file TradeBroadcast.h.

MultiLegReportingType::Enum multiLegReportingType

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

Definition at line 157 of file TradeBroadcast.h.

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 193 of file TradeBroadcast.h.

OrderAttributeRiskReduction::Enum orderAttributeRiskReduction

Order attribute risk reduction.

Definition at line 196 of file TradeBroadcast.h.

OrderCategory::Enum orderCategory

Indicates if the trade notification results from an order or quote.

Definition at line 226 of file TradeBroadcast.h.

UInt64 orderId

Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.

Definition at line 91 of file TradeBroadcast.h.

OrderOrigination::Enum orderOrigination

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

Definition at line 190 of file TradeBroadcast.h.

OrderSide::Enum orderSide

Side of the order in the original Eurex strategy.

Definition at line 235 of file TradeBroadcast.h.

OrdType::Enum ordType

Order type.

Definition at line 229 of file TradeBroadcast.h.

UInt32 origTradeId

Original trade identifier in case of trade reversals.

Definition at line 118 of file TradeBroadcast.h.

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 49 of file TradeBroadcast.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 211 of file TradeBroadcast.h.

SInt64 price

Price.

Definition at line 67 of file TradeBroadcast.h.

std::string regulatoryTradeId

TVTIC - Trading Venue Transaction Identification Code.

Definition at line 250 of file TradeBroadcast.h.

RelatedProductComplex::Enum relatedProductComplex

Instrument type of the original Eurex strategy.

Definition at line 232 of file TradeBroadcast.h.

SInt64 relatedSecurityId

Instrument identifier of the originating Eurex strategy.

Definition at line 64 of file TradeBroadcast.h.

SInt32 relatedSymbol

Product identifier of the original Eurex strategy.

Definition at line 136 of file TradeBroadcast.h.

std::string rootPartyClearingFirm

Clearing Member Short Name.

Definition at line 247 of file TradeBroadcast.h.

std::string rootPartyClearingOrganization

Clearing House Short Name.

Definition at line 238 of file TradeBroadcast.h.

std::string rootPartyExecutingFirm

Participant Short Name.

Definition at line 241 of file TradeBroadcast.h.

std::string rootPartyExecutingTrader

Owning User Short Name.

Definition at line 244 of file TradeBroadcast.h.

std::string rootPartyIdBeneficiary

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

Definition at line 166 of file TradeBroadcast.h.

UInt32 rootPartyIdClearingUnit

Clearing Business Unit ID.

Definition at line 130 of file TradeBroadcast.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 103 of file TradeBroadcast.h.

UInt32 rootPartyIdExecutingTrader

Owning User ID.

Definition at line 127 of file TradeBroadcast.h.

UInt32 rootPartyIdExecutingUnit

Owning Business Unit.

Definition at line 121 of file TradeBroadcast.h.

std::string rootPartyIdExecutionVenue

Root party ID execution venue.

Definition at line 253 of file TradeBroadcast.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 109 of file TradeBroadcast.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 202 of file TradeBroadcast.h.

std::string rootPartyIdOrderOriginationFirm

KRX Member ID.

Definition at line 172 of file TradeBroadcast.h.

std::string rootPartyIdPositionAccount

Flex Account information.

Definition at line 208 of file TradeBroadcast.h.

UInt32 rootPartyIdSessionId

Identification of the technical session.

Definition at line 124 of file TradeBroadcast.h.

std::string rootPartyIdTakeUpTradingFirm

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

Definition at line 169 of file TradeBroadcast.h.

SInt64 securityId

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

Definition at line 61 of file TradeBroadcast.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 TradeBroadcast.h.

Side::Enum side

Side of the order.

Definition at line 181 of file TradeBroadcast.h.

SInt64 sideLastPx

Fill price for the original Eurex strategy.

Definition at line 76 of file TradeBroadcast.h.

SInt64 sideLastQty

Fill quantity for the original Eurex strategy.

Definition at line 79 of file TradeBroadcast.h.

SideLiquidityInd::Enum sideLiquidityInd

Order initiator is passive or aggressor.

Definition at line 184 of file TradeBroadcast.h.

UInt32 sideTradeId

Private trade identifier of an order or quote match event.

Definition at line 139 of file TradeBroadcast.h.

UInt32 strategyLinkId

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

Definition at line 148 of file TradeBroadcast.h.

SInt32 totNumTradeReports

Number of leg executions of the original strategy order.

Definition at line 151 of file TradeBroadcast.h.

UInt32 tradeId

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

Definition at line 115 of file TradeBroadcast.h.

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 160 of file TradeBroadcast.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 187 of file TradeBroadcast.h.

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 88 of file TradeBroadcast.h.

TransferReason::Enum transferReason

Identifies the role for which the trade notification is received.

Definition at line 163 of file TradeBroadcast.h.

UInt32 trdMatchId

Unique identifier for each price level of a match event (used for public trade reporting).

Definition at line 145 of file TradeBroadcast.h.

SInt64 underlyingPx

Underlying price associate with a derivative instrument.

Definition at line 112 of file TradeBroadcast.h.


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