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

Public Member Functions

 UploadTESTradeRequest ()
TemplateId::Enum templateId () const
std::string toString () const
Public Member Functions inherited from Message
virtual ~Message ()

Public Attributes

UInt32 senderSubId
SInt64 securityId
SInt64 lastPx
UInt64 transBkdTime
SInt64 underlyingPx
SInt64 relatedClosePrice
SInt64 relatedTradeQuantity
SInt64 relatedSecurityId
SInt64 relatedPx
SInt64 underlyingQty
SInt32 marketSegmentId
UInt32 underlyingSettlementDate
UInt32 underlyingMaturityDate
UInt32 relatedTradeId
SInt32 relatedMarketSegmentId
TrdType::Enum trdType
ProductComplex::Enum productComplex
TradeReportType::Enum tradeReportType
TradePublishIndicator::Enum tradePublishIndicator
SkipValidations::Enum skipValidations
TrdRptStatus::Enum trdRptStatus
TradePlatform::Enum tradePlatform
HedgeType::Enum hedgeType
PartyIdSettlementLocation::Enum partyIdSettlementLocation
ValueCheckTypeMinLotSize::Enum valueCheckTypeMinLotSize
std::string tradeReportId
std::string tradeReportText
std::string underlyingSecurityId
std::string underlyingSecurityDesc
std::string underlyingCurrency
std::string underlyingIssuer
SwapClearer::Enum swapClearer
std::vector< SideAllocExtGrpElemsideAllocExtGrp
std::vector< TrdInstrmntLegGrpElemtrdInstrmntLegGrp
std::vector< InstrumentEventGrpEleminstrumentEventGrp
std::vector< InstrumentAttributeGrpEleminstrumentAttributeGrp
std::vector< UnderlyingStipGrpElemunderlyingStipGrp

Friends

class Serializer

Detailed Description

Definition at line 38 of file UploadTESTradeRequest.h.

Constructor & Destructor Documentation

◆ UploadTESTradeRequest()

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 163 of file UploadTESTradeRequest.h.

Member Data Documentation

◆ hedgeType

HedgeType::Enum hedgeType

Hedging method.

Definition at line 111 of file UploadTESTradeRequest.h.

◆ instrumentAttributeGrp

std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp

Instrument Attribute Group.

Definition at line 151 of file UploadTESTradeRequest.h.

◆ instrumentEventGrp

std::vector<InstrumentEventGrpElem> instrumentEventGrp

Instrument Event Group.

Definition at line 148 of file UploadTESTradeRequest.h.

◆ lastPx

SInt64 lastPx

Price of this leg fill.

Definition at line 51 of file UploadTESTradeRequest.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 75 of file UploadTESTradeRequest.h.

◆ partyIdSettlementLocation

PartyIdSettlementLocation::Enum partyIdSettlementLocation

Settlement institution.

Definition at line 114 of file UploadTESTradeRequest.h.

◆ productComplex

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 93 of file UploadTESTradeRequest.h.

◆ relatedClosePrice

SInt64 relatedClosePrice

User defined index price.

Definition at line 60 of file UploadTESTradeRequest.h.

◆ relatedMarketSegmentId

SInt32 relatedMarketSegmentId

Identifies a related product.

Definition at line 87 of file UploadTESTradeRequest.h.

◆ relatedPx

SInt64 relatedPx

Price of the related instrument.

Definition at line 69 of file UploadTESTradeRequest.h.

◆ relatedSecurityId

SInt64 relatedSecurityId

Instrument identifier of the originating Eurex strategy.

Definition at line 66 of file UploadTESTradeRequest.h.

◆ relatedTradeId

UInt32 relatedTradeId

Identifier of a related trade.

Definition at line 84 of file UploadTESTradeRequest.h.

◆ relatedTradeQuantity

SInt64 relatedTradeQuantity

Quantity of the related trade.

Definition at line 63 of file UploadTESTradeRequest.h.

◆ securityId

SInt64 securityId

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

Definition at line 48 of file UploadTESTradeRequest.h.

◆ senderSubId

UInt32 senderSubId

User ID.

Definition at line 45 of file UploadTESTradeRequest.h.

◆ sideAllocExtGrp

std::vector<SideAllocExtGrpElem> sideAllocExtGrp

Side Alloc Ext Group.

Definition at line 142 of file UploadTESTradeRequest.h.

◆ skipValidations

SkipValidations::Enum skipValidations

Indicator to skip validations.

Definition at line 102 of file UploadTESTradeRequest.h.

◆ swapClearer

SwapClearer::Enum swapClearer

Swap clearer for EFS Trades only.

Definition at line 139 of file UploadTESTradeRequest.h.

◆ tradePlatform

TradePlatform::Enum tradePlatform

Indicates trade platform. Can only be used for EEX.

Definition at line 108 of file UploadTESTradeRequest.h.

◆ tradePublishIndicator

TradePublishIndicator::Enum tradePublishIndicator

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

Definition at line 99 of file UploadTESTradeRequest.h.

◆ tradeReportId

std::string tradeReportId

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

Definition at line 121 of file UploadTESTradeRequest.h.

◆ tradeReportText

std::string tradeReportText

User defined text field.

Definition at line 124 of file UploadTESTradeRequest.h.

◆ tradeReportType

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 96 of file UploadTESTradeRequest.h.

◆ transBkdTime

UInt64 transBkdTime

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

Definition at line 54 of file UploadTESTradeRequest.h.

◆ trdInstrmntLegGrp

std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp

Trd Instrmnt Leg Group.

Definition at line 145 of file UploadTESTradeRequest.h.

◆ trdRptStatus

TrdRptStatus::Enum trdRptStatus

SRQS deal status.

Definition at line 105 of file UploadTESTradeRequest.h.

◆ trdType

TrdType::Enum trdType

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

Definition at line 90 of file UploadTESTradeRequest.h.

◆ underlyingCurrency

std::string underlyingCurrency

Underlying security's currency.

Definition at line 133 of file UploadTESTradeRequest.h.

◆ underlyingIssuer

std::string underlyingIssuer

The issuer or name of the underlying security.

Definition at line 136 of file UploadTESTradeRequest.h.

◆ underlyingMaturityDate

UInt32 underlyingMaturityDate

Underlying security's maturity date.

Definition at line 81 of file UploadTESTradeRequest.h.

◆ underlyingPx

SInt64 underlyingPx

Underlying price associate with a derivative instrument.

Definition at line 57 of file UploadTESTradeRequest.h.

◆ underlyingQty

SInt64 underlyingQty

Nominal value.

Definition at line 72 of file UploadTESTradeRequest.h.

◆ underlyingSecurityDesc

std::string underlyingSecurityDesc

Description of the Underlying security.

Definition at line 130 of file UploadTESTradeRequest.h.

◆ underlyingSecurityId

std::string underlyingSecurityId

Underlying security's ID.

Definition at line 127 of file UploadTESTradeRequest.h.

◆ underlyingSettlementDate

UInt32 underlyingSettlementDate

Date the underlying instrument will settle.

Definition at line 78 of file UploadTESTradeRequest.h.

◆ underlyingStipGrp

std::vector<UnderlyingStipGrpElem> underlyingStipGrp

Underlying Stip Group.

Definition at line 154 of file UploadTESTradeRequest.h.

◆ valueCheckTypeMinLotSize

ValueCheckTypeMinLotSize::Enum valueCheckTypeMinLotSize

Indicator for checking the Minimum Lot Size by the exchange. Only used for EEX. Mandatory if TrdRptStatus=4 (Pending_New).

Definition at line 118 of file UploadTESTradeRequest.h.