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OnixS Eurex ETI Handler C++ library
9.25.0
API documentation
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OnixS Eurex ETI Handler C++ library
9.25.0
API documentation
|
Public Member Functions | |
| TradeBroadcast () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
 Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 35 of file TradeBroadcast.h.
| TradeBroadcast | ( | ) |
Initialize default instance.
|
virtual |
Returns template ID.
Implements Message.
|
virtual |
Returns string representation.
Implements Message.
|
friend |
Definition at line 277 of file TradeBroadcast.h.
| std::string account |
Account to book trades and keep positions on.
Definition at line 215 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 42 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 83 of file TradeBroadcast.h.
| SInt64 clearingTradeQty |
Final traded quantity.
Definition at line 86 of file TradeBroadcast.h.
| UInt64 clOrdId |
Unique participant defined order request identifier.
Definition at line 95 of file TradeBroadcast.h.
| SInt64 cumQty |
Cumulated executed quantity of an order.
Definition at line 101 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 226 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 110 of file TradeBroadcast.h.
| 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.
| std::string feeIdntCode |
This field indicates the Fee Code associated with the transaction.
Definition at line 268 of file TradeBroadcast.h.
| std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 229 of file TradeBroadcast.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 232 of file TradeBroadcast.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 235 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 59 of file TradeBroadcast.h.
| SInt64 lastPx |
Price of this leg fill.
Definition at line 71 of file TradeBroadcast.h.
| SInt64 lastQty |
Quantity executed in this leg fill.
Definition at line 74 of file TradeBroadcast.h.
| SInt64 leavesQty |
Remaining quantity of an order.
Definition at line 98 of file TradeBroadcast.h.
| SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 141 of file TradeBroadcast.h.
| UInt32 massOrderReportId |
Mass order response identifier generated by the exchange.
Definition at line 126 of file TradeBroadcast.h.
| UInt32 matchDate |
Business day of the match event.
Definition at line 150 of file TradeBroadcast.h.
| MatchSubType::Enum matchSubType |
Indicates the auction type the trade originates from.
Definition at line 186 of file TradeBroadcast.h.
| MatchType::Enum matchType |
The point in the matching process at which this trade was matched.
Definition at line 183 of file TradeBroadcast.h.
| 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::Enum orderAttributeLiquidityProvision |
Order attribute liquidity provision.
Definition at line 202 of file TradeBroadcast.h.
| OrderAttributeRiskReduction::Enum orderAttributeRiskReduction |
Order attribute risk reduction.
Definition at line 205 of file TradeBroadcast.h.
| OrderCategory::Enum orderCategory |
Indicates if the trade notification results from an order or quote.
Definition at line 238 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 92 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 199 of file TradeBroadcast.h.
| OrderSide::Enum orderSide |
Side of the order in the original Eurex strategy.
Definition at line 247 of file TradeBroadcast.h.
| OrdType::Enum ordType |
Order type.
Definition at line 241 of file TradeBroadcast.h.
| UInt32 origTradeId |
Original trade identifier in case of trade reversals.
Definition at line 123 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 222 of file TradeBroadcast.h.
| SInt64 price |
Price.
Definition at line 68 of file TradeBroadcast.h.
| std::string regulatoryTradeId |
TVTIC - Trading Venue Transaction Identification Code.
Definition at line 262 of file TradeBroadcast.h.
| RelatedProductComplex::Enum relatedProductComplex |
Instrument type of the original Eurex strategy.
Definition at line 244 of file TradeBroadcast.h.
| SInt64 relatedSecurityId |
Instrument identifier of the originating Eurex strategy.
Definition at line 65 of file TradeBroadcast.h.
| SInt32 relatedSymbol |
Product identifier of the original Eurex strategy.
Definition at line 144 of file TradeBroadcast.h.
| std::string rootPartyClearingFirm |
Clearing Member Short Name.
Definition at line 259 of file TradeBroadcast.h.
| std::string rootPartyClearingOrganization |
Clearing House Short Name.
Definition at line 250 of file TradeBroadcast.h.
| std::string rootPartyExecutingFirm |
Participant Short Name.
Definition at line 253 of file TradeBroadcast.h.
| std::string rootPartyExecutingTrader |
Owning User Short Name.
Definition at line 256 of file TradeBroadcast.h.
| std::string rootPartyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 174 of file TradeBroadcast.h.
| UInt32 rootPartyIdClearingUnit |
Clearing Business Unit ID.
Definition at line 138 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 105 of file TradeBroadcast.h.
| UInt32 rootPartyIdExecutingTrader |
Owning User ID.
Definition at line 135 of file TradeBroadcast.h.
| UInt32 rootPartyIdExecutingUnit |
Owning Business Unit.
Definition at line 129 of file TradeBroadcast.h.
| std::string rootPartyIdExecutionVenue |
Root party ID execution venue.
Definition at line 265 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 114 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 212 of file TradeBroadcast.h.
| std::string rootPartyIdOrderOriginationFirm |
KRX Member ID.
Definition at line 180 of file TradeBroadcast.h.
| std::string rootPartyIdPositionAccount |
Flex Account information.
Definition at line 218 of file TradeBroadcast.h.
| UInt32 rootPartyIdSessionId |
Identification of the technical session.
Definition at line 132 of file TradeBroadcast.h.
| 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.
| SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 62 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 162 of file TradeBroadcast.h.
| Side::Enum side |
Side of the order.
Definition at line 189 of file TradeBroadcast.h.
| SInt64 sideLastPx |
Fill price for the original Eurex strategy.
Definition at line 77 of file TradeBroadcast.h.
| SInt64 sideLastQty |
Fill quantity for the original Eurex strategy.
Definition at line 80 of file TradeBroadcast.h.
| SideLiquidityInd::Enum sideLiquidityInd |
Order initiator is passive or aggressor.
Definition at line 192 of file TradeBroadcast.h.
| UInt32 sideTradeId |
Private trade identifier of an order or quote match event.
Definition at line 147 of file TradeBroadcast.h.
| UInt32 strategyLinkId |
Identifier that links all trades resulting from a match step of a strategy order.
Definition at line 156 of file TradeBroadcast.h.
| SInt32 totNumTradeReports |
Number of leg executions of the original strategy order.
Definition at line 159 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 120 of file TradeBroadcast.h.
| TradeReportType::Enum tradeReportType |
Identifies the type of trade notification.
Definition at line 168 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 196 of file TradeBroadcast.h.
| UInt64 transactTime |
Timestamp of the match event (trade).
Definition at line 89 of file TradeBroadcast.h.
| TransferReason::Enum transferReason |
Identifies the role for which the trade notification is received.
Definition at line 171 of file TradeBroadcast.h.
| 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.
| SInt64 underlyingPx |
Underlying price associate with a derivative instrument.
Definition at line 117 of file TradeBroadcast.h.