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

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 massOrderReportId
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
std::string feeIdntCode

Friends

class Serializer

Detailed Description

Definition at line 35 of file TradeBroadcast.h.

Constructor & Destructor Documentation

◆ TradeBroadcast()

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 277 of file TradeBroadcast.h.

Member Data Documentation

◆ account

std::string account

Account to book trades and keep positions on.

Definition at line 215 of file TradeBroadcast.h.

◆ applId

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 55 of file TradeBroadcast.h.

◆ applResendFlag

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 52 of file TradeBroadcast.h.

◆ applSeqNum

UInt64 applSeqNum

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

Definition at line 42 of file TradeBroadcast.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 TradeBroadcast.h.

◆ clearingTradePrice

SInt64 clearingTradePrice

Final trade price.

Definition at line 83 of file TradeBroadcast.h.

◆ clearingTradeQty

SInt64 clearingTradeQty

Final traded quantity.

Definition at line 86 of file TradeBroadcast.h.

◆ clOrdId

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 95 of file TradeBroadcast.h.

◆ cumQty

SInt64 cumQty

Cumulated executed quantity of an order.

Definition at line 101 of file TradeBroadcast.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 226 of file TradeBroadcast.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 110 of file TradeBroadcast.h.

◆ executingTraderQualifier

ExecutingTraderQualifier::Enum executingTraderQualifier

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

Definition at line 208 of file TradeBroadcast.h.

◆ feeIdntCode

std::string feeIdntCode

This field indicates the Fee Code associated with the transaction.

Definition at line 268 of file TradeBroadcast.h.

◆ freeText1

std::string freeText1

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

Definition at line 229 of file TradeBroadcast.h.

◆ freeText2

std::string freeText2

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

Definition at line 232 of file TradeBroadcast.h.

◆ freeText3

std::string freeText3

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

Definition at line 235 of file TradeBroadcast.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 TradeBroadcast.h.

◆ lastPx

SInt64 lastPx

Price of this leg fill.

Definition at line 71 of file TradeBroadcast.h.

◆ lastQty

SInt64 lastQty

Quantity executed in this leg fill.

Definition at line 74 of file TradeBroadcast.h.

◆ leavesQty

SInt64 leavesQty

Remaining quantity of an order.

Definition at line 98 of file TradeBroadcast.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 141 of file TradeBroadcast.h.

◆ massOrderReportId

UInt32 massOrderReportId

Mass order response identifier generated by the exchange.

Definition at line 126 of file TradeBroadcast.h.

◆ matchDate

UInt32 matchDate

Business day of the match event.

Definition at line 150 of file TradeBroadcast.h.

◆ matchSubType

MatchSubType::Enum matchSubType

Indicates the auction type the trade originates from.

Definition at line 186 of file TradeBroadcast.h.

◆ matchType

MatchType::Enum matchType

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

Definition at line 183 of file TradeBroadcast.h.

◆ multiLegReportingType

MultiLegReportingType::Enum multiLegReportingType

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

Definition at line 165 of file TradeBroadcast.h.

◆ orderAttributeLiquidityProvision

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 202 of file TradeBroadcast.h.

◆ orderAttributeRiskReduction

OrderAttributeRiskReduction::Enum orderAttributeRiskReduction

Order attribute risk reduction.

Definition at line 205 of file TradeBroadcast.h.

◆ orderCategory

OrderCategory::Enum orderCategory

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

Definition at line 238 of file TradeBroadcast.h.

◆ orderId

UInt64 orderId

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

Definition at line 92 of file TradeBroadcast.h.

◆ orderOrigination

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 TradeBroadcast.h.

◆ orderSide

OrderSide::Enum orderSide

Side of the order in the original Eurex strategy.

Definition at line 247 of file TradeBroadcast.h.

◆ ordType

OrdType::Enum ordType

Order type.

Definition at line 241 of file TradeBroadcast.h.

◆ origTradeId

UInt32 origTradeId

Original trade identifier in case of trade reversals.

Definition at line 123 of file TradeBroadcast.h.

◆ partitionId

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 49 of file TradeBroadcast.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 222 of file TradeBroadcast.h.

◆ price

SInt64 price

Price.

Definition at line 68 of file TradeBroadcast.h.

◆ regulatoryTradeId

std::string regulatoryTradeId

TVTIC - Trading Venue Transaction Identification Code.

Definition at line 262 of file TradeBroadcast.h.

◆ relatedProductComplex

RelatedProductComplex::Enum relatedProductComplex

Instrument type of the original Eurex strategy.

Definition at line 244 of file TradeBroadcast.h.

◆ relatedSecurityId

SInt64 relatedSecurityId

Instrument identifier of the originating Eurex strategy.

Definition at line 65 of file TradeBroadcast.h.

◆ relatedSymbol

SInt32 relatedSymbol

Product identifier of the original Eurex strategy.

Definition at line 144 of file TradeBroadcast.h.

◆ rootPartyClearingFirm

std::string rootPartyClearingFirm

Clearing Member Short Name.

Definition at line 259 of file TradeBroadcast.h.

◆ rootPartyClearingOrganization

std::string rootPartyClearingOrganization

Clearing House Short Name.

Definition at line 250 of file TradeBroadcast.h.

◆ rootPartyExecutingFirm

std::string rootPartyExecutingFirm

Participant Short Name.

Definition at line 253 of file TradeBroadcast.h.

◆ rootPartyExecutingTrader

std::string rootPartyExecutingTrader

Owning User Short Name.

Definition at line 256 of file TradeBroadcast.h.

◆ rootPartyIdBeneficiary

std::string rootPartyIdBeneficiary

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

Definition at line 174 of file TradeBroadcast.h.

◆ rootPartyIdClearingUnit

UInt32 rootPartyIdClearingUnit

Clearing Business Unit ID.

Definition at line 138 of file TradeBroadcast.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 105 of file TradeBroadcast.h.

◆ rootPartyIdExecutingTrader

UInt32 rootPartyIdExecutingTrader

Owning User ID.

Definition at line 135 of file TradeBroadcast.h.

◆ rootPartyIdExecutingUnit

UInt32 rootPartyIdExecutingUnit

Owning Business Unit.

Definition at line 129 of file TradeBroadcast.h.

◆ rootPartyIdExecutionVenue

std::string rootPartyIdExecutionVenue

Root party ID execution venue.

Definition at line 265 of file TradeBroadcast.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 114 of file TradeBroadcast.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 212 of file TradeBroadcast.h.

◆ rootPartyIdOrderOriginationFirm

std::string rootPartyIdOrderOriginationFirm

KRX Member ID.

Definition at line 180 of file TradeBroadcast.h.

◆ rootPartyIdPositionAccount

std::string rootPartyIdPositionAccount

Flex Account information.

Definition at line 218 of file TradeBroadcast.h.

◆ rootPartyIdSessionId

UInt32 rootPartyIdSessionId

Identification of the technical session.

Definition at line 132 of file TradeBroadcast.h.

◆ rootPartyIdTakeUpTradingFirm

std::string rootPartyIdTakeUpTradingFirm

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

Definition at line 177 of file TradeBroadcast.h.

◆ securityId

SInt64 securityId

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

Definition at line 62 of file TradeBroadcast.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 TradeBroadcast.h.

◆ side

Side::Enum side

Side of the order.

Definition at line 189 of file TradeBroadcast.h.

◆ sideLastPx

SInt64 sideLastPx

Fill price for the original Eurex strategy.

Definition at line 77 of file TradeBroadcast.h.

◆ sideLastQty

SInt64 sideLastQty

Fill quantity for the original Eurex strategy.

Definition at line 80 of file TradeBroadcast.h.

◆ sideLiquidityInd

SideLiquidityInd::Enum sideLiquidityInd

Order initiator is passive or aggressor.

Definition at line 192 of file TradeBroadcast.h.

◆ sideTradeId

UInt32 sideTradeId

Private trade identifier of an order or quote match event.

Definition at line 147 of file TradeBroadcast.h.

◆ strategyLinkId

UInt32 strategyLinkId

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

Definition at line 156 of file TradeBroadcast.h.

◆ totNumTradeReports

SInt32 totNumTradeReports

Number of leg executions of the original strategy order.

Definition at line 159 of file TradeBroadcast.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 TradeBroadcast.h.

◆ tradeReportType

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 168 of file TradeBroadcast.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 196 of file TradeBroadcast.h.

◆ transactTime

UInt64 transactTime

Timestamp of the match event (trade).

Definition at line 89 of file TradeBroadcast.h.

◆ transferReason

TransferReason::Enum transferReason

Identifies the role for which the trade notification is received.

Definition at line 171 of file TradeBroadcast.h.

◆ trdMatchId

UInt32 trdMatchId

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

Definition at line 153 of file TradeBroadcast.h.

◆ underlyingPx

SInt64 underlyingPx

Underlying price associate with a derivative instrument.

Definition at line 117 of file TradeBroadcast.h.