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OnixS Eurex ETI Handler C++ library
9.19.0
API documentation
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OnixS Eurex ETI Handler C++ library
9.19.0
API documentation
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All application messages between the participant and the Eurex ETI follow FIX V5.0 SP2 semantics including all officially approved extension packs.
Unfortunately, ETI and FIX messages have different names. To identify name of ETI message please see tables below.
| ETI Message | Handler's Message | Template ID (28500) | FIX Message | MsgType (35) |
| User Logon | OnixS::Eurex::Trading::UserLoginRequest | 10018 | UserRequest | BE |
| User Logon Response | OnixS::Eurex::Trading::UserLoginResponse | 10019 | UserResponse | BF |
| User Logout | OnixS::Eurex::Trading::UserLogoutRequest | 10029 | UserRequest | BE |
| User Logout Response | OnixS::Eurex::Trading::UserLogoutResponse | 10024 | UserResponse | BF |
| Subscribe | OnixS::Eurex::Trading::SubscribeRequest | 10025 | ApplicationMessageRequest | BW |
| Subscribe Response | OnixS::Eurex::Trading::SubscribeResponse | 10005 | ApplicationMessageRequestAck | BX |
| Unsubscribe | OnixS::Eurex::Trading::UnsubscribeRequest | 10006 | ApplicationMessageRequest | BW |
| Unsubscribe Response | OnixS::Eurex::Trading::UnsubscribeResponse | 10007 | ApplicationMessageRequestAck | BX |
| Retransmit | OnixS::Eurex::Trading::RetransmitRequest | 10008 | ApplicationMessageRequest | BW |
| Retransmit Response | OnixS::Eurex::Trading::RetransmitResponse | 10009 | ApplicationMessageRequestAck | BX |
| Retransmit (Order/Quote Event) | OnixS::Eurex::Trading::RetransmitMEMessageRequest | 10026 | ApplicationMessageRequest | BW |
| Retransmit Response (Order/Quote Event) | OnixS::Eurex::Trading::RetransmitMEMessageResponse | 10027 | ApplicationMessageRequestAck | BX |
| Reject | OnixS::Eurex::Trading::Reject | 10010 | Reject | 3 |
| Session List Inquire | OnixS::Eurex::Trading::InquireSessionListRequest | 10035 | SessionDetailsListRequest | U5 |
| Session List Inquire Response | OnixS::Eurex::Trading::InquireSessionListResponse | 10036 | SessionDetailsListResponse | U6 |
| Trade Enrichment List Inquire | OnixS::Eurex::Trading::InquireEnrichmentRuleIdListRequest | 10040 | TradeEnrichmentListRequest | U7 |
| Trade Enrichment List Response | OnixS::Eurex::Trading::InquireEnrichmentRuleIdListResponse | 10041 | TradeEnrichmentListReport | U9 |
| User List Inquire | OnixS::Eurex::Trading::InquireUserRequest | 10038 | PartyDetailListRequest | CF |
| User List Inquire Response | OnixS::Eurex::Trading::InquireUserResponse | 10039 | PartyDetailListReport | CG |
| ETI Message | Handler's Message | Template ID (28500) | FIX Message | MsgType (35) |
| Create Strategy | OnixS::Eurex::Trading::AddComplexInstrumentRequest | 10301 | SecurityDefinitionRequest | c |
| Create Strategy Response | OnixS::Eurex::Trading::AddComplexInstrumentResponse | 10302 | SecurityDefinition | d |
| ETI Message | Handler's Message | Template ID (28500) | FIX Message | MsgType (35) |
| New Order Single | OnixS::Eurex::Trading::NewOrderSingleRequest | 10100 | NewOrderSingle | D |
| New Order Single (short layout) | OnixS::Eurex::Trading::NewOrderSingleShortRequest | 10125 | NewOrderSingle | D |
| New Order Multi Leg | OnixS::Eurex::Trading::NewOrderComplexRequest | 10113 | NewOrderMultileg | AB |
| New Order Response (Standard Order) | OnixS::Eurex::Trading::NewOrderResponse | 10101 | ExecutionReport | 8 |
| New Order Response (Lean Order) | OnixS::Eurex::Trading::NewOrderNRResponse | 10102 | ExecutionReport | 8 |
| Immediate Execution Response | OnixS::Eurex::Trading::OrderExecResponse | 10103 | ExecutionReport | 8 |
| Book Order Execution | OnixS::Eurex::Trading::OrderExecNotification | 10104 | ExecutionReport | 8 |
| Replace Order Single | OnixS::Eurex::Trading::ModifyOrderSingleRequest | 10106 | OrderCancelReplaceRequest | G |
| Replace Order Single (short layout) | OnixS::Eurex::Trading::ModifyOrderSingleShortRequest | 10126 | OrderCancelReplaceRequest | G |
| Replace Order Multi Leg | OnixS::Eurex::Trading::ModifyOrderComplexRequest | 10114 | MultilegOrderCancelReplace | AC |
| Replace Order Response (Standard Order) | OnixS::Eurex::Trading::ModifyOrderResponse | 10107 | ExecutionReport | 8 |
| Replace Order Response (Lean Order) | OnixS::Eurex::Trading::ModifyOrderNRResponse | 10108 | ExecutionReport | 8 |
| Cancel Order Single | OnixS::Eurex::Trading::DeleteOrderSingleRequest | 10109 | OrderCancelRequest | F |
| Cancel Order Multi Leg | OnixS::Eurex::Trading::DeleteOrderComplexRequest | 10123 | OrderCancelRequest | F |
| Cancel Order Response (Standard Order) | OnixS::Eurex::Trading::DeleteOrderResponse | 10110 | ExecutionReport | 8 |
| Cancel Order Response (Lean Order) | OnixS::Eurex::Trading::DeleteOrderNRResponse | 10111 | ExecutionReport | 8 |
| Cancel Order Notification | OnixS::Eurex::Trading::DeleteOrderBroadcast | 10112 | ExecutionReport | 8 |
| Order Mass Cancellation Request | OnixS::Eurex::Trading::DeleteAllOrderRequest | 10120 | OrderMassActionRequest | CA |
| Order Mass Cancellation Response | OnixS::Eurex::Trading::DeleteAllOrderResponse | 10121 | OrderMassActionReport | BZ |
| Order Mass Cancellation Response No Hits | OnixS::Eurex::Trading::DeleteAllOrderNRResponse | 10124 | OrderMassActionReport | BZ |
| Order Mass Cancellation Notification | OnixS::Eurex::Trading::DeleteAllOrderBroadcast | 10122 | OrderMassActionReport | BZ |
| Extended Order Information | OnixS::Eurex::Trading::OrderExecReportBroadcast | 10117 | ExecutionReport | 8 |
| ETI Message | Handler's Message | Template ID (28500) | FIX Message | MsgType (35) |
| Quote Request | OnixS::Eurex::Trading::RFQRequest | 10401 | QuoteRequest | R |
| Quote Request Response | OnixS::Eurex::Trading::RFQResponse | 10402 | RequestAcknowledge | U1 |
| Cross Request | OnixS::Eurex::Trading::CrossRequest | 10118 | CrossRequest | U16 |
| Cross Request Response | OnixS::Eurex::Trading::CrossRequestResponse | 10119 | RequestAcknowledge | U1 |
| ETI Message | Handler's Message | Template ID (28500) | FIX Message | MsgType (35) |
| Mass Quote | OnixS::Eurex::Trading::MassQuoteRequest | 10405 | MassQuote | i |
| Mass Quote Response | OnixS::Eurex::Trading::MassQuoteResponse | 10406 | MassQuoteAcknowledgement | b |
| Quote Execution Notification | OnixS::Eurex::Trading::QuoteExecutionReport | 10407 | QuoteExecutionReport | U8 |
| Quote Mass Cancellation Request | OnixS::Eurex::Trading::DeleteAllQuoteRequest | 10408 | OrderMassActionRequest | CA |
| Quote Mass Cancellation Response | OnixS::Eurex::Trading::DeleteAllQuoteResponse | 10409 | OrderMassActionReport | BZ |
| Quote Mass Cancellation Notification | OnixS::Eurex::Trading::DeleteAllQuoteBroadcast | 10410 | OrderMassActionReport | BZ |
| Quote Activation Request | OnixS::Eurex::Trading::QuoteActivationRequest | 10403 | OrderMassActionRequest | CA |
| Quote Activation Response | OnixS::Eurex::Trading::QuoteActivationResponse | 10404 | OrderMassActionReport | BZ |
| Quote Activation Notification | OnixS::Eurex::Trading::QuoteActivationNotification | 10411 | OrderMassActionReport | BZ |
| Inquire Market Maker Parameters | OnixS::Eurex::Trading::InquireMMParameterRequest | 10305 | MMParameterRequest | U17 |
| Inquire Market Maker Parameters Response | OnixS::Eurex::Trading::InquireMMParameterResponse | 10306 | MMParameterResponse | U18 |
| Market Maker Parameter Definition | OnixS::Eurex::Trading::MMParameterDefinitionRequest | 10303 | MMParameterDefinitionRequest | U14 |
| Market Maker Parameter Definition Response | OnixS::Eurex::Trading::MMParameterDefinitionResponse | 10304 | RequestAcknowledge | U1 |
| ETI Message | Handler's Message | Template ID (28500) | FIX Message | MsgType (35) |
| TES Broadcast | OnixS::Eurex::Trading::TESBroadcast | 10604 | TradeCaptureReport | AE |
| Delete TES Trade Broadcast | OnixS::Eurex::Trading::TESDeleteBroadcast | 10606 | TradeCaptureReport | AE |
| Approve TES Trade Broadcast | OnixS::Eurex::Trading::TESApproveBroadcast | 10607 | TradeCaptureReport | AE |
| TES Execution Broadcast | OnixS::Eurex::Trading::TESExecutionBroadcast | 10610 | TradeCaptureReport | AE |
| TES Response | OnixS::Eurex::Trading::TESResponse | 10611 | TradeCaptureReportAck | AR |
| TES Trade Broadcast | OnixS::Eurex::Trading::TESTradeBroadcast | 10614 | TradeCaptureReport | AE |
| TES Trade Upload Broadcast | OnixS::Eurex::Trading::TESUploadBroadcast | 10613 | TradeCaptureReport | AE |
| TES Status Broadcast | OnixS::Eurex::Trading::TESTradingSessionStatusBroadcast | 10615 | TradeCaptureReport | AE |
| ETI Message | Handler's Message | Template ID (28500) | FIX Message | MsgType (35) |
| Trade Notification | OnixS::Eurex::Trading::TradeBroadcast | 10500 | TradeCaptureReport | AE |
| Trade Notification Status | OnixS::Eurex::Trading::TMTradingSessionStatusBroadcast | 10501 | TradingSessionStatus | h |
| Service Availability | OnixS::Eurex::Trading::ServiceAvailabilityBroadcast | 10030 | UserNotification | CB |
| News | OnixS::Eurex::Trading::NewsBroadcast | 10031 | News | B |
| Entitlement Notification | OnixS::Eurex::Trading::PartyEntitlementsUpdateReport | 10034 | PartyEntitlementsUpdateReport | CZ |
| Risk Notification | OnixS::Eurex::Trading::RiskNotificationBroadcast | 10033 | PartyRiskLimitsUpdateReport | CR |
| Trading Session Event | OnixS::Eurex::Trading::TradingSessionStatusBroadcast | 10307 | TradingSessionStatus | h |
| Mass Cancellation Event | OnixS::Eurex::Trading::DeleteAllOrderQuoteEventBroadcast | 10308 | OrderMassActionReport | BZ |
| Gap Fill | OnixS::Eurex::Trading::BroadcastErrorNotification | 10032 | ApplicationMessageReport | BY |
| Legal Notification | OnixS::Eurex::Trading::LegalNotificationBroadcast | 10037 | UserNotification | CB |