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OnixS Euronext CCG Binary Trading Handler for C++
1.16.0.0
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OnixS Euronext CCG Binary Trading Handler for C++
1.16.0.0
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The New Order Cross message is used to submit orders for wholesale business that has been pre-negotiated outside the market, for designated products. More...
Public Types | |
| enum | { MinNoSides = 0, MaxNoSides = 2, MinNoLegs = 0, MaxNoLegs = 32 } |
| Constants. More... | |
Public Member Functions | |
| NewOrderCross () | |
| Constructor. | |
| NewOrderCross (const NewOrderCross &) | |
| Copy constructor. | |
| ~NewOrderCross () | |
| Destructor. | |
| NewOrderCross & | operator= (const NewOrderCross &) |
| Assignment. | |
| void | crossId (RequestId id) |
| Set client's new order cross ID. | |
| RequestId | crossId () const |
| Get client's new order cross ID. | |
| void | wholesaleTradeType (WholesaleTradeType::Enum wholesaleTradeType) |
| Set wholesale trade type. | |
| WholesaleTradeType::Enum | wholesaleTradeType () const |
| Get wholesale trade type. | |
| void | clOrdLinkId (ClientOrderId id) |
| Set numeric identifier created by the ISV, used to group together the two component legs that make up an Asset Allocation. | |
| ClientOrderId | clOrdLinkId () const |
| Get numeric identifier created by the ISV, used to group together the two component legs that make up an Asset Allocation. | |
| void | price (Price price) |
| Set order price in system ticks. | |
| Price | price () const |
| Get order price in system ticks. | |
| void | orderQty (Quantity quantity) |
| Set total order quantity. | |
| Quantity | orderQty () const |
| Get total order quantity. | |
| void | securityIdSource (SecurityIdSource::Enum securityIdSource) |
| Set security ID source. | |
| SecurityIdSource::Enum | securityIdSource () const |
| Get security ID source. | |
| void | securityId (const String &securityId) |
| Set security ID. | |
| const String & | securityId () const |
| Get security ID. | |
| void | matchingCode (const String &matchingCode) |
| Set trade match password. | |
| const String & | matchingCode () const |
| Get trade match password. | |
| void | otherParty (const String &partyId) |
| Set ITM of the trader for the matching half trade submitted separately. | |
| const String & | otherParty () const |
| Get ITM of the trader for the matching half trade submitted separately. | |
| void | orderCapacity (OrderCapacity::Enum orderCapacity) |
| Set ITM role on trade. | |
| OrderCapacity::Enum | orderCapacity () const |
| Get ITM role on trade. | |
| void | otherLegSecurityIdSource (SecurityIdSource::Enum securityIdSource) |
| Set the value in OtherLegSecurityID (602). Mandatory if OtherLegSecurityID is specified. | |
| SecurityIdSource::Enum | otherLegSecurityIdSource () const |
| Get the value in OtherLegSecurityID (602). Mandatory if OtherLegSecurityID is specified. | |
| void | otherLegSecurityId (const String &securityId) |
| Set the AMR for the other component leg of an Asset Allocation or a Prof Trade / or / ISIN code for the underlying cash leg that is part of a Basis or Against Actuals trade. | |
| const String & | otherLegSecurityId () const |
| Get the AMR for the other component leg of an Asset Allocation or a Prof Trade / or / ISIN code for the underlying cash leg that is part of a Basis or Against Actuals trade. | |
| void | otherLegReferenceNo (const String &reference) |
| Set free text field that provides a identifying reference for the cash leg. For basis trades only. | |
| const String & | otherLegReferenceNo () const |
| Get free text field that provides a identifying reference for the cash leg. For basis trades only. | |
| void | otherLegLastPx (CCG::Price price) |
| Set underlying cash leg price. For Basis and Against Actual trades only. | |
| CCG::Price | otherLegLastPx () const |
| Get underlying cash leg price. For Basis and Against Actual trades only. | |
| UInt8 | noSides () const |
| Get number of sides. | |
| void | side (UInt8 index, const NewOrderCrossSideDetail &side) |
| Set side. | |
| const NewOrderCrossSideDetail & | side (UInt8 index) const |
| Get side. | |
| void | addSide (const NewOrderCrossSideDetail &side) |
| Add new side. | |
| void | removeAllSides () |
| Remove all sides. | |
| UInt8 | noLegs () const |
| Get number of legs. | |
| void | leg (UInt8 index, const NewOrderCrossLegDetail &leg) |
| Set leg. | |
| const NewOrderCrossLegDetail & | leg (UInt8 index) const |
| Get leg. | |
| void | addLeg (const NewOrderCrossLegDetail &leg) |
| Add new leg. | |
| void | removeAllLegs () |
| Remove all legs. | |
| std::string | toString () const |
| Dump state to string. | |
| void | serialize (MessageSerializer &) |
| Serialize data (for internal use) | |
The New Order Cross message is used to submit orders for wholesale business that has been pre-negotiated outside the market, for designated products.
The following fields are used for Clearing: ClearingInstruction, AccountCode, CustOrderCapacity, ClientInfo, PartyID, PartyRole, PostingAction. There are some fields on the Cross Order that are only applicable to certain Wholesale Trade Types, as follows:
Response: