OnixS Eurex ETI Handler C++ library  9.22.0
API documentation
UploadTESTradeRequest Class Reference

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

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

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 163 of file UploadTESTradeRequest.h.

Member Data Documentation

HedgeType::Enum hedgeType

Hedging method.

Definition at line 111 of file UploadTESTradeRequest.h.

std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp

Instrument Attribute Group.

Definition at line 151 of file UploadTESTradeRequest.h.

std::vector<InstrumentEventGrpElem> instrumentEventGrp

Instrument Event Group.

Definition at line 148 of file UploadTESTradeRequest.h.

SInt64 lastPx

Price of this leg fill.

Definition at line 51 of file UploadTESTradeRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 75 of file UploadTESTradeRequest.h.

PartyIdSettlementLocation::Enum partyIdSettlementLocation

Settlement institution.

Definition at line 114 of file UploadTESTradeRequest.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 93 of file UploadTESTradeRequest.h.

SInt64 relatedClosePrice

User defined index price.

Definition at line 60 of file UploadTESTradeRequest.h.

SInt32 relatedMarketSegmentId

Identifies a related product.

Definition at line 87 of file UploadTESTradeRequest.h.

SInt64 relatedPx

Price of the related instrument.

Definition at line 69 of file UploadTESTradeRequest.h.

SInt64 relatedSecurityId

Instrument identifier of the originating Eurex strategy.

Definition at line 66 of file UploadTESTradeRequest.h.

UInt32 relatedTradeId

Identifier of a related trade.

Definition at line 84 of file UploadTESTradeRequest.h.

SInt64 relatedTradeQuantity

Quantity of the related trade.

Definition at line 63 of file UploadTESTradeRequest.h.

SInt64 securityId

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

Definition at line 48 of file UploadTESTradeRequest.h.

UInt32 senderSubId

User ID.

Definition at line 45 of file UploadTESTradeRequest.h.

std::vector<SideAllocExtGrpElem> sideAllocExtGrp

Side Alloc Ext Group.

Definition at line 142 of file UploadTESTradeRequest.h.

SkipValidations::Enum skipValidations

Indicator to skip validations.

Definition at line 102 of file UploadTESTradeRequest.h.

SwapClearer::Enum swapClearer

Swap clearer for EFS Trades only.

Definition at line 139 of file UploadTESTradeRequest.h.

TradePlatform::Enum tradePlatform

Indicates trade platform. Can only be used for EEX.

Definition at line 108 of file UploadTESTradeRequest.h.

TradePublishIndicator::Enum tradePublishIndicator

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

Definition at line 99 of file UploadTESTradeRequest.h.

std::string tradeReportId

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

Definition at line 121 of file UploadTESTradeRequest.h.

std::string tradeReportText

User defined text field.

Definition at line 124 of file UploadTESTradeRequest.h.

TradeReportType::Enum tradeReportType

Identifies the type of trade notification.

Definition at line 96 of file UploadTESTradeRequest.h.

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.

std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp

Trd Instrmnt Leg Group.

Definition at line 145 of file UploadTESTradeRequest.h.

TrdRptStatus::Enum trdRptStatus

SRQS deal status.

Definition at line 105 of file UploadTESTradeRequest.h.

TrdType::Enum trdType

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

Definition at line 90 of file UploadTESTradeRequest.h.

std::string underlyingCurrency

Underlying security's currency.

Definition at line 133 of file UploadTESTradeRequest.h.

std::string underlyingIssuer

The issuer or name of the underlying security.

Definition at line 136 of file UploadTESTradeRequest.h.

UInt32 underlyingMaturityDate

Underlying security's maturity date.

Definition at line 81 of file UploadTESTradeRequest.h.

SInt64 underlyingPx

Underlying price associate with a derivative instrument.

Definition at line 57 of file UploadTESTradeRequest.h.

SInt64 underlyingQty

Nominal value.

Definition at line 72 of file UploadTESTradeRequest.h.

std::string underlyingSecurityDesc

Description of the Underlying security.

Definition at line 130 of file UploadTESTradeRequest.h.

std::string underlyingSecurityId

Underlying security's ID.

Definition at line 127 of file UploadTESTradeRequest.h.

UInt32 underlyingSettlementDate

Date the underlying instrument will settle.

Definition at line 78 of file UploadTESTradeRequest.h.

std::vector<UnderlyingStipGrpElem> underlyingStipGrp

Underlying Stip Group.

Definition at line 154 of file UploadTESTradeRequest.h.

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.


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