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OnixS Eurex ETI Handler C++ library
9.21.0
API documentation
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OnixS Eurex ETI Handler C++ library
9.21.0
API documentation
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| CAdminListener | Admin listener |
| CAffectedOrderRequestsGrpElem | Affected Order Requests Group Element |
| CApplId | Identifier for subscription and retransmission of an ETI data stream |
| CApplIdStatus | Subscription status |
| CApplResendFlag | Indicates a retransmission message |
| CApplSeqIndicator | Indicates if the order is a Lean Order or a Standard (non lean) Order |
| CApplSeqStatus | |
| CApplUsageOrders | Type of order processing |
| CApplUsageQuotes | Type of quote processing |
| CAuditTrailMode | Audit trail mode |
| CBasketAnonymity | Used to indicate anonymized trades in baskets |
| CBasketExecGrpElem | Basket Exec Group Element |
| CBasketListener | Basket listener |
| CBasketRootPartyGrpElem | Basket Root Party Group Element |
| CBasketSideAllocExtBCGrpElem | Basket Side Alloc Ext B C Group Element |
| CBasketSideAllocExtGrpElem | Basket Side Alloc Ext Group Element |
| CBasketSideAllocGrpElem | Basket Side Alloc Group Element |
| CBasketTradeReportType | Basket operation |
| CBidPxIsLocked | BidPx is locked |
| CChargeIdDisclosureInstruction | Instruction to show Charge ID |
| CCLIPListener | CLIP listener |
| CConnectionRetries | Connection retries settings |
| CConnectionState | Defines the state that the Handler's connection is in |
| CConnectionStateChange | Defines the interface through which the Handler notifies subscribers about Handler state change events |
| CConnectionStateListener | Provides events representing changes in the Handler's connection state |
| CCrossedIndicator | Indicates SMP involvement |
| CCrossPrioritization | Prioritization of a cross order |
| CCrossRequestAckSideGrpElem | Cross Request Ack Side Group Element |
| CCrossRequestSideGrpElem | Cross Request Side Group Element |
| CCrossRequestType | Type of the Cross Request |
| CCrossType | Type of cross being submitted to a market |
| CCustOrderHandlingInst | |
| CDeleteReason | Reason for deletion |
| CDirection | Indicates message flow direction |
| CEffectOnBasket | Transaction effect on a basket |
| CEnlightRFQAvgRespRateRanking | Enlight RFQ Average Response Rate Ranking |
| CEnlightRFQAvgRespTimeRanking | Enlight RFQ Average Response Time Ranking |
| CEnrichmentRulesGrpElem | Enrichment Rules Group Element |
| CEntry | Collects Audit Trail file record fields |
| CErrorCode | Known (selected) error codes |
| CErrorListener | |
| CEurexVolumeRanking | Eurex Volume Ranking |
| CEventType | Code to represent the type of event |
| ►Cexception | STL class |
| CExecInst | Instructions for order handling, represented as a bit map |
| CExecRestatementReason | Code to further qualify the field ExecType (150) of the Execution Report (8) message |
| CExecType | The reason why this message was generated |
| CExecutingTraderQualifier | Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos |
| CExerciseStyle | Type of exercise of an instrument |
| CFillLiquidityInd | Indicates whether the order added or removed liquidity |
| CFillsGrpElem | Fills Group Element |
| CFreeText5DisclosureInstruction | Instruction to show FreeText5 |
| CGatewayStatus | Status of ETI Gateway |
| CHandler | Eurex ETI Trading Handler |
| CHandlerSettings | Handler settings |
| CHandlerState | Defines the state that the handler is in |
| CHandlerStateListener | Status Listener |
| CHedgeType | Hedging method |
| CHedgingInstruction | Indication for the hedge transaction |
| CHighResolutionTime | Miscellaneous time traits |
| CHighResolutionTimeFields | Fields of HighResolutionTime |
| CImpliedCheckPriceIndicator | Indicates whether a option strategy synthetic BBO is used for the price improvement check |
| CImpliedMarketIndicator | |
| CInfoListener | Info listener |
| CInputSource | Role on/for a message |
| CInstrAttribType | Code to represent the type of instrument attribute |
| CInstrmntLegExecGrpElem | Instrmnt Leg Exec Group Element |
| CInstrmtLegGrpElem | Instrument Leg Group Element |
| CInstrmtMatchSideGrpElem | Instrument Match Side Group Element |
| CInstrumentAttributeGrpElem | Instrument Attribute Group Element |
| CInstrumentEventGrpElem | Instrument Event Group Element |
| CInventoryCheckType | Indicator for checking open orders and quotes |
| CLastFragment | |
| CLastMkt | Last market |
| CLastPxDisclosureInstruction | Instruction to show last deal price |
| CLastQtyDisclosureInstruction | Instruction to show last deal quantity. Can only be set to 1 (Yes) if LastQtyDisclosureInstruction = 1 (Yes) |
| CLeavesQtyDisclosureInstruction | Leaves quantity disclosure instruction |
| CLegInputSource | Role on/for a message |
| CLegOrdGrpElem | Leg Ord Group Element |
| CLegPositionEffect | |
| CLegSecurityType | Indicates type of leg |
| CLegSide | The side of the individual leg of a strategy |
| CListUpdateAction | List update action |
| CLogLevel | Log level |
| CLogon | Initial logon message parameters |
| CLogSettings | Logging options |
| CMarketId | Market ID |
| CMassActionReason | Reason for mass cancellation |
| CMassActionSubType | Restriction for MassActionType (1373) = Release_quotes (2) |
| CMassActionType | Specifies the type of action requested |
| CMatchingEngineStatus | Informs if trading is active for grouping of Eurex products |
| CMatchSubType | Indicates the auction type the trade originates from |
| CMatchType | The point in the matching process at which this trade was matched |
| CMDBookType | Type of market data |
| CMDSubBookType | Sub-type (qualifier) of market data |
| ►CMessage | Message base class |
| CMessageEventSource | Receiver of a message |
| CMessageInfo | Message info |
| CMMParameterGrpElem | MM Parameter Group Element |
| CMMRiskLimitActionType | Action for reaching risk limit |
| CMultilegModel | Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available |
| CMultilegPriceModel | Price decomposition method for legs of a complex instrument |
| CMultiLegReportingType | Indicates if the trade resulted from a single order or a multi leg order |
| CNewBasketInstrmtMatchSideGrpElem | New Basket Instrument Match Side Group Element |
| CNewBasketSideAllocGrpElem | New Basket Side Alloc Group Element |
| CNewsRtmServiceStatus | State of the News Retransmission Service |
| CNotAffectedOrdersGrpElem | Not Affected Orders Group Element |
| CNotAffectedSecuritiesGrpElem | Not Affected Securities Group Element |
| CNumberOfRespDisclosureInstruction | Instruction to show total number of Respondents in a SRQS event |
| COfferPxIsLocked | OfferPx is locked |
| COldBasketInstrmtMatchSideGrpElem | Old Basket Instrument Match Side Group Element |
| COldBasketSideAllocGrpElem | Old Basket Side Alloc Group Element |
| COptionalEarlyTerminationIndicator | Indicates whether the counterparties have the right for early termination |
| COrderAttributeLiquidityProvision | Order attribute liquidity provision |
| COrderAttributeRiskReduction | Order attribute risk reduction |
| COrderBookItemGrpElem | Order Book Item Group Element |
| COrderCategory | Indicates if the trade notification results from an order or quote |
| COrderEntryGrpElem | Order Entry Group Element |
| COrderEventGrpElem | Order Event Group Element |
| COrderEventReason | Action that caused the event to occur |
| COrderHandlingListener | Order Handling listener |
| COrderOrigination | Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer |
| COrderQtyDisclosureInstruction | Instruction to show total quantity |
| COrderQtyIsLocked | OrderQty is locked |
| COrderRoutingIndicator | Indicates if the participant application is an order routing system |
| COrderSide | Side of the order in the original Eurex strategy |
| COrdStatus | Conveys the current status of an order |
| COrdType | Order type |
| COwnershipIndicator | Ownership indicator |
| CPartyActionType | Party action type |
| CPartyDetailRoleQualifier | Party detail role qualifier |
| CPartyDetailsGrpElem | Party Details Group Element |
| CPartyDetailStatus | Party detail status |
| CPartyDetailStatusInformation | Reason for a responder reject |
| CPartyIdEnteringFirm | Entering Business Unit |
| CPartyIdInvestmentDecisionMakerQualifier | Party ID investment decision maker qualifier |
| CPartyIdOriginationMarket | Party ID origination market |
| CPartyIdSettlementLocation | Settlement institution |
| CPartyOrderOriginationDisclosureInstruction | Instruction to show buy-side user information |
| CPartySubIdType | Party sub-type |
| CPositionEffect | |
| CPriceDisclosureInstruction | Price disclosure instruction |
| CPriceValidityCheckType | Indicator how price validity check should be performed by the exchange |
| CProductComplex | This field qualifies an instrument type on Eurex |
| CPutOrCall | Indicates whether an option contract is a put or call |
| CQuoteAndCrossRequestListener | Quote And Cross Request listener |
| CQuoteCancelReason | Reason for quote cancellation |
| CQuoteCondition | Status of the quote |
| CQuoteEntryAckGrpElem | Quote Entry Ack Group Element |
| CQuoteEntryGrpElem | Quote Entry Group Element |
| CQuoteEntryRejectReason | Reason code indicating why the quote entry has been rejected |
| CQuoteEntryStatus | Identifies the status of an individual quote |
| CQuoteEventGrpElem | Quote Event Group Element |
| CQuoteEventLiquidityInd | Indicates whether the quote added or removed liquidity |
| CQuoteEventReason | Additional information why quote side was removed |
| CQuoteEventSide | Side of the quote |
| CQuoteEventType | Conveys the quote event type |
| CQuoteHandlingListener | Quote Handling listener |
| CQuoteInstruction | Quoting instruction |
| CQuoteLegExecGrpElem | Quote Leg Exec Group Element |
| CQuoteSizeType | Identifies the quoting model |
| CQuoteSubType | Sub-type or qualifier of QuoteType |
| CQuoteType | Quote type |
| CQuotingStatus | Quoting status for the executing party |
| CQuotReqLegsGrpElem | Quot Req Legs Group Element |
| CReader | |
| CRefApplId | Reference to the unique application identifier |
| CRelatedProductComplex | Instrument type of the original Eurex strategy |
| CRequestingPartyIdEnteringFirm | Requesting party ID entering firm |
| CRequestingPartyIdExecutingSystem | System ID (1 = Eurex Clearing) |
| CRequestingPartySubIdType | Party type initiating SRQS deal deletion |
| CRespondentType | Specifies the type of respondents requested |
| CReversalCancellationReason | Reversal cancellation reason |
| CReversalIndicator | Indicator whether the reversal of the TES trade is electronically requested or not |
| CRiskControlRtmServiceStatus | State of the Risk Control Retransmission Service |
| CRiskLimitAction | Risk limit action |
| CRiskLimitPlatform | Scope for Pre-Trade risk limits |
| CRiskLimitQtyGrpElem | Risk Limit Qty Group Element |
| CRiskLimitRequestingPartyRole | Requesting party role for a pre-trade risk limit |
| CRiskLimitResult | Risk Limit Result for failed events |
| CRiskLimitsRptGrpElem | Risk Limits Rpt Group Element |
| CRiskLimitType | Type of risk limits |
| CRiskLimitViolationIndicator | Indicator for a pre-trade risk limit violation |
| CRootPartyIdInvestmentDecisionMakerQualifier | |
| CRootPartySubIdType | RootParty sub-type |
| CRRAUpdateBasePartyAckGrpElem | RRA Update Base Party Ack Group Element |
| CRRAUpdateBasePartyGrpElem | RRA Update Base Party Group Element |
| CSecondaryGatewayStatus | Status of Secondary ETI Gateway |
| CSelectiveRequestForQuoteRtmServiceStatus | State of the Selective Service for Quote Retransmission Service |
| CSelectiveRequestForQuoteServiceStatus | State of the selective service for quote service |
| CSelfMatchPreventionInstruction | |
| CSessionListener | Session Listener |
| CSessionMode | Type of Eurex ETI session |
| CSessionRejectReason | Error code |
| CSessionsGrpElem | Sessions Group Element |
| CSessionStatus | Status of an ETI session |
| CSessionSubMode | Session sub mode |
| CSettlMethod | Settlement method for a contract or instrument |
| CShowLastDealOnClosure | Instruction to show last deal information after negotiation closure |
| CSide | Side of the order |
| CSideAllocExtGrpElem | Side Alloc Ext Group Element |
| CSideAllocGrpBCElem | Side Alloc Group B C Element |
| CSideAllocGrpElem | Side Alloc Group Element |
| CSideCrossLegGrpElem | Side Cross Leg Group Element |
| CSideDisclosureInstruction | Instruction to show side |
| CSideIsLocked | Side is locked |
| CSideLiquidityInd | Order initiator is passive or aggressor |
| CSideTrdSubTyp | Sub-type of a trade type |
| CSkipValidations | Indicator to skip validations |
| CSmartPartyDetailGrpElem | Smart Party Detail Group Element |
| CSRQSHitQuoteGrpElem | SRQS Hit Quote Group Element |
| CSRQSListener | SRQS listener |
| CSRQSQuoteGrpElem | SRQS Quote Group Element |
| CSRQSTargetPartyTrdGrpElem | SRQS Target Party Trd Group Element |
| CStrategyCreationListener | Strategy Creation listener |
| CSwapClearer | Swap clearer for EFS Trades only |
| CT7EntryServiceRtmStatus | Informs if Trade Entry Retransmission Service is active for grouping of Eurex products |
| CT7EntryServiceStatus | Informs if Trade Entry Service is active for grouping of Eurex products |
| CTargetPartiesElem | Target Parties Element |
| CTemplateId | Template IDs |
| CTESListener | TES listener |
| CTimeInForce | Execution and trading restriction parameters supported by Eurex |
| CTradeAggregationTransType | Trade Aggregation Identifier |
| CTradeAllocStatus | Status of an allocation in a Trade Entry Service trade |
| CTradeManagerStatus | Informs if trade broadcast dissemination is active for a grouping of Eurex products |
| CTradePlatform | Indicates trade platform. Can only be used for EEX |
| CTradePublishIndicator | Indicates if a trade should be reported via the market reporting service |
| CTradeReportType | Identifies the type of trade notification |
| CTradeRequestResult | Trade request transaction type |
| CTradeToQuoteRatioRanking | Trade to Quote Ratio (TQR) Ranking |
| CTradingCapacity | |
| CTradingSessionSubId | Marks a a certain order as a closing auction one |
| CTradSesEvent | Trading session event type |
| CTradSesMode | Trading session mode |
| CTransactionDelayIndicator | Indicator for a delayed transaction |
| CTransferReason | Identifies the role for which the trade notification is received |
| CTrdClearingPriceLegGrpElem | Trd Clearing Price Leg Group Element |
| CTrdInstrmntLegGrpElem | Trd Instrmnt Leg Group Element |
| CTrdRptStatus | SRQS deal status |
| CTrdType | Indicates if a trade should be reported via the market reporting service |
| CTriggered | Indicates if an order has been previously triggered |
| CUnderlyingStipGrpElem | Underlying Stip Group Element |
| CUserStatus | User status |
| CValueCheckTypeMinLotSize | |
| CValueCheckTypeQuantity | Indicator for checking the maximum order or quote quantity by the exchange |
| CValueCheckTypeValue | Indicator for checking the maximum order/quote value by the exchange |
| CWarningCode | Known (selected) warning codes |
| CWarningListener |