OnixS Eurex ETI Handler C++ library  9.17.0
API documentation
Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level 1234]
 CAdminListenerAdmin listener
 CAffectedOrderRequestsGrpElemAffected Order Requests Group Element
 CApplIdIdentifier for subscription and retransmission of an ETI data stream
 CApplIdStatusSubscription status
 CApplResendFlagIndicates a retransmission message
 CApplSeqIndicatorIndicates if the order is a Lean Order or a Standard (non lean) Order
 CApplSeqStatusInforms about the availability of the retransmission services for order and quote events (session data and listener data)
 CApplUsageOrdersType of order processing
 CApplUsageQuotesType of quote processing
 CAuditTrailModeAudit trail mode
 CBasketAnonymityUsed to indicate anonymized trades in baskets
 CBasketExecGrpElemBasket Exec Group Element
 CBasketListenerBasket listener
 CBasketRootPartyGrpElemBasket Root Party Group Element
 CBasketSideAllocExtBCGrpElemBasket Side Alloc Ext B C Group Element
 CBasketSideAllocExtGrpElemBasket Side Alloc Ext Group Element
 CBasketSideAllocGrpElemBasket Side Alloc Group Element
 CBasketTradeReportTypeBasket operation
 CBidPxIsLockedBidPx is locked
 CChargeIdDisclosureInstructionInstruction to show Charge ID
 CCLIPListenerCLIP listener
 CCompressionActionCompression action
 CCompressionStatusCompression status
 CConnectionRetriesConnection retries settings
 CCrossedIndicatorIndicates SMP involvement
 CCrossPrioritizationPrioritization of a cross order
 CCrossRequestAckSideGrpElemCross Request Ack Side Group Element
 CCrossRequestSideGrpElemCross Request Side Group Element
 CCrossRequestTypeType of the Cross Request
 CCrossTypeType of cross being submitted to a market
 CCustOrderHandlingInstIdentifies 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
 CDeleteReasonReason for deletion
 CDirectionIndicates message flow direction
 CEffectOnBasketTransaction effect on a basket
 CEnlightRFQAvgRespRateRankingEnlight RFQ Average Response Rate Ranking
 CEnlightRFQAvgRespTimeRankingEnlight RFQ Average Response Time Ranking
 CEnrichmentRulesGrpElemEnrichment Rules Group Element
 CEntryCollects Audit Trail file record fields
 CErrorCodeKnown (selected) error codes
 CEurexVolumeRankingEurex Volume Ranking
 CEventTypeCode to represent the type of event
 CexceptionSTL class
 CExecInstInstructions for order handling, represented as a bit map
 CExecRestatementReasonCode to further qualify the field ExecType (150) of the Execution Report (8) message
 CExecTypeThe reason why this message was generated
 CExecutingTraderQualifierQualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos
 CExerciseStyleType of exercise of an instrument
 CFillLiquidityIndIndicates whether the order added or removed liquidity
 CFillsGrpElemFills Group Element
 CFreeText5DisclosureInstructionInstruction to show FreeText5
 CGatewayStatusStatus of ETI Gateway
 CHandlerEurex ETI Trading Handler
 CHandlerSettingsHandler settings
 CHandlerStateDefines the state that the handler is in
 CHandlerStateListenerStatus Listener
 CHedgeTypeHedging method
 CHedgingInstructionIndication for the hedge transaction
 CHighResolutionTimeMiscellaneous time traits
 CHighResolutionTimeFieldsFields of HighResolutionTime
 CImpliedCheckPriceIndicatorIndicates whether a option strategy synthetic BBO is used for the price improvement check
 CImpliedMarketIndicatorIndicates that an implied market to be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out)
 CInfoListenerInfo listener
 CInputSourceRole on/for a message
 CInstrAttribTypeCode to represent the type of instrument attribute
 CInstrmntLegExecGrpElemInstrmnt Leg Exec Group Element
 CInstrmtLegGrpElemInstrument Leg Group Element
 CInstrmtMatchSideGrpElemInstrument Match Side Group Element
 CInstrumentAttributeGrpElemInstrument Attribute Group Element
 CInstrumentEventGrpElemInstrument Event Group Element
 CInventoryCheckTypeIndicator for checking open orders and quotes
 CLastFragmentIndicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction
 CLastMktLast market
 CLastPxDisclosureInstructionInstruction to show last deal price
 CLastQtyDisclosureInstructionInstruction to show last deal quantity. Can only be set to 1 (Yes) if LastQtyDisclosureInstruction = 1 (Yes)
 CLeavesQtyDisclosureInstructionLeaves quantity disclosure instruction
 CLegInputSourceRole on/for a message
 CLegOrdGrpElemLeg Ord Group Element
 CLegPositionEffectLeg-specific field used for Eurex position management purposes and indicates whether the leg is submitted to open or close a position
 CLegSecurityTypeIndicates type of leg
 CLegSideThe side of the individual leg of a strategy
 CListUpdateActionList update action
 CLogLevelLog level
 CLogonInitial logon message parameters
 CLogSettingsLogging options
 CMarketIdMarket ID
 CMassActionReasonReason for mass cancellation
 CMassActionSubTypeRestriction for MassActionType (1373) = Release_quotes (2)
 CMassActionTypeSpecifies the type of action requested
 CMatchingEngineStatusInforms if trading is active for grouping of Eurex products
 CMatchSubTypeIndicates the auction type the trade originates from
 CMatchTypeThe point in the matching process at which this trade was matched
 CMDBookTypeType of market data
 CMDSubBookTypeSub-type (qualifier) of market data
 CMessageMessage base class
 CMessageEventSourceReceiver of a message
 CMessageInfoMessage info
 CMMParameterGrpElemMM Parameter Group Element
 CMultilegModelSpecifies if a strategy is temporarily (user-defined) or permanently (predefined) available
 CMultilegPriceModelPrice decomposition method for legs of a complex instrument
 CMultiLegReportingTypeIndicates if the trade resulted from a single order or a multi leg order
 CNewsRtmServiceStatusState of the News Retransmission Service
 CNotAffectedOrdersGrpElemNot Affected Orders Group Element
 CNotAffectedSecuritiesGrpElemNot Affected Securities Group Element
 CNumberOfRespDisclosureInstructionInstruction to show total number of Respondents in a SRQS event
 COfferPxIsLockedOfferPx is locked
 COrderAttributeLiquidityProvisionOrder attribute liquidity provision
 COrderAttributeRiskReductionOrder attribute risk reduction
 COrderBookItemGrpElemOrder Book Item Group Element
 COrderCategoryIndicates if the trade notification results from an order or quote
 COrderEntryGrpElemOrder Entry Group Element
 COrderEventGrpElemOrder Event Group Element
 COrderEventReasonAction that caused the event to occur
 COrderHandlingListenerOrder Handling listener
 COrderOriginationOrder origination, MiFID field - to indicate order received from a direct access or sponsored access customer
 COrderQtyDisclosureInstructionInstruction to show total quantity
 COrderQtyIsLockedOrderQty is locked
 COrderRoutingIndicatorIndicates if the participant application is an order routing system
 COrderSideSide of the order in the original Eurex strategy
 COrdStatusConveys the current status of an order
 COrdTypeOrder type
 COwnershipIndicatorOwnership indicator
 CPartyActionTypeParty action type
 CPartyDetailRoleQualifierParty detail role qualifier
 CPartyDetailsGrpElemParty Details Group Element
 CPartyDetailStatusParty detail status
 CPartyDetailStatusInformationReason for a responder reject
 CPartyIdEnteringFirmEntering Business Unit
 CPartyIdInvestmentDecisionMakerQualifierParty ID investment decision maker qualifier
 CPartyIdOriginationMarketParty ID origination market
 CPartyIdSettlementLocationSettlement institution
 CPartyOrderOriginationDisclosureInstructionInstruction to show buy-side user information
 CPartySubIdTypeParty sub-type
 CPositionEffectField is used for Eurex position management purposes and indicates whether the order is submitted to open or close a position
 CPriceDisclosureInstructionPrice disclosure instruction
 CPriceValidityCheckTypeIndicator how price validity check should be performed by the exchange
 CProductComplexThis field qualifies an instrument type on Eurex
 CPutOrCallIndicates whether an option contract is a put or call
 CQuoteAndCrossRequestListenerQuote And Cross Request listener
 CQuoteCancelReasonReason for quote cancellation
 CQuoteConditionStatus of the quote
 CQuoteEntryAckGrpElemQuote Entry Ack Group Element
 CQuoteEntryGrpElemQuote Entry Group Element
 CQuoteEntryRejectReasonReason code indicating why the quote entry has been rejected
 CQuoteEntryStatusIdentifies the status of an individual quote
 CQuoteEventGrpElemQuote Event Group Element
 CQuoteEventLiquidityIndIndicates whether the quote added or removed liquidity
 CQuoteEventReasonAdditional information why quote side was removed
 CQuoteEventSideSide of the quote
 CQuoteEventTypeConveys the quote event type
 CQuoteHandlingListenerQuote Handling listener
 CQuoteInstructionQuoting instruction
 CQuoteLegExecGrpElemQuote Leg Exec Group Element
 CQuoteSizeTypeIdentifies the quoting model
 CQuoteSubTypeSub-type or qualifier of QuoteType
 CQuoteTypeQuote type
 CQuotingStatusQuoting status for the executing party
 CQuotReqLegsGrpElemQuot Req Legs Group Element
 CRefApplIdReference to the unique application identifier
 CRelatedProductComplexInstrument type of the original Eurex strategy
 CRequestingPartyIdEnteringFirmRequesting party ID entering firm
 CRequestingPartyIdExecutingSystemSystem ID (1 = Eurex Clearing)
 CRequestingPartySubIdTypeParty type initiating SRQS deal deletion
 CRespondentTypeSpecifies the type of respondents requested
 CReversalCancellationReasonReversal cancellation reason
 CReversalIndicatorIndicator whether the reversal of the TES trade is electronically requested or not
 CRiskControlRtmServiceStatusState of the Risk Control Retransmission Service
 CRiskLimitActionRisk limit action
 CRiskLimitPlatformScope for Pre-Trade risk limits
 CRiskLimitQtyGrpElemRisk Limit Qty Group Element
 CRiskLimitRequestingPartyRoleRequesting party role for a pre-trade risk limit
 CRiskLimitResultRisk Limit Result for failed events
 CRiskLimitsRptGrpElemRisk Limits Rpt Group Element
 CRiskLimitTypeType of risk limits
 CRiskLimitViolationIndicatorIndicator for a pre-trade risk limit violation
 CRootPartyIdInvestmentDecisionMakerQualifierQualifier for field PartyIdInvestmentDecisionMaker. Members/participants will have the possibility to specify an Investment qualifier value to distinguish between natural persons and Algos
 CRootPartySubIdTypeRootParty sub-type
 CRRAUpdateBasePartyAckGrpElemRRA Update Base Party Ack Group Element
 CRRAUpdateBasePartyGrpElemRRA Update Base Party Group Element
 CSecondaryGatewayStatusStatus of Secondary ETI Gateway
 CSelectiveRequestForQuoteRtmServiceStatusState of the Selective Service for Quote Retransmission Service
 CSelectiveRequestForQuoteServiceStatusState of the selective service for quote service
 CSessionListenerSession Listener
 CSessionModeType of Eurex ETI session
 CSessionRejectReasonError code
 CSessionsGrpElemSessions Group Element
 CSessionStatusStatus of an ETI session
 CSessionSubModeSession sub mode
 CSettlMethodSettlement method for a contract or instrument
 CShowLastDealOnClosureInstruction to show last deal information after negotiation closure
 CSideSide of the order
 CSideAllocExtGrpElemSide Alloc Ext Group Element
 CSideAllocGrpBCElemSide Alloc Group B C Element
 CSideAllocGrpElemSide Alloc Group Element
 CSideCrossLegGrpElemSide Cross Leg Group Element
 CSideDisclosureInstructionInstruction to show side
 CSideIsLockedSide is locked
 CSideLiquidityIndOrder initiator is passive or aggressor
 CSideTrdSubTypSub-type of a trade type
 CSkipValidationsIndicator to skip validations
 CSmartPartyDetailGrpElemSmart Party Detail Group Element
 CSRQSHitQuoteGrpElemSRQS Hit Quote Group Element
 CSRQSListenerSRQS listener
 CSRQSQuoteGrpElemSRQS Quote Group Element
 CSRQSTargetPartyTrdGrpElemSRQS Target Party Trd Group Element
 CStrategyCreationListenerStrategy Creation listener
 CSwapClearerSwap clearer for EFS Trades only
 CT7EntryServiceRtmStatusInforms if Trade Entry Retransmission Service is active for grouping of Eurex products
 CT7EntryServiceStatusInforms if Trade Entry Service is active for grouping of Eurex products
 CTargetPartiesElemTarget Parties Element
 CTemplateIdTemplate IDs
 CTESListenerTES listener
 CTimeInForceExecution and trading restriction parameters supported by Eurex
 CTradeAggregationTransTypeTrade Aggregation Identifier
 CTradeAllocStatusStatus of an allocation in a Trade Entry Service trade
 CTradeManagerStatusInforms if trade broadcast dissemination is active for a grouping of Eurex products
 CTradePlatformIndicates trade platform. Can only be used for EEX
 CTradePublishIndicatorIndicates if a trade should be reported via the market reporting service
 CTradeReportTypeIdentifies the type of trade notification
 CTradeRequestResultTrade request transaction type
 CTradeToQuoteRatioRankingTrade to Quote Ratio (TQR) Ranking
 CTradingCapacityThis field designates if the trader is acting in the capacity of agent, trading for its own account or acting as a market maker
 CTradingSessionSubIdMarks a a certain order as a closing auction one
 CTradSesEventTrading session event type
 CTradSesModeTrading session mode
 CTransactionDelayIndicatorIndicator for a delayed transaction
 CTransferReasonIdentifies the role for which the trade notification is received
 CTrdClearingPriceLegGrpElemTrd Clearing Price Leg Group Element
 CTrdInstrmntLegGrpElemTrd Instrmnt Leg Group Element
 CTrdRptStatusSRQS deal status
 CTrdTypeIndicates if a trade should be reported via the market reporting service
 CTriggeredIndicates if an order has been previously triggered
 CUnderlyingStipGrpElemUnderlying Stip Group Element
 CUserStatusUser status
 CValueCheckTypeMinLotSizeIndicator for checking the Minimum Lot Size by the exchange. Only used for EEX. Mandatory if TrdRptStatus=4 (Pending_New)
 CValueCheckTypeQuantityIndicator for checking the maximum order or quote quantity by the exchange
 CValueCheckTypeValueIndicator for checking the maximum order/quote value by the exchange