Classes
class	FillsGrpElem
class	RBCHeaderElem

Public Types
using	RBCHeader = RBCHeaderElem
using	FillsGrp = std::vector<FillsGrpElem>

Public Member Functions
	OrderExecReportBroadcast ()
TemplateId::Enum	templateId () const override
std::string	toString () const override
Public Member Functions inherited from Message
virtual	~Message ()=default

Public Attributes
RBCHeader	rbcHeader
std::uint64_t	orderId
std::uint64_t	clOrdId
std::uint64_t	origClOrdId
std::int64_t	securityId
std::uint64_t	execId
std::int64_t	price
std::int64_t	stopPx
std::int64_t	leavesQty
std::int64_t	cumQty
std::int64_t	cxlQty
std::int64_t	orderQty
std::uint64_t	partyIdClientId
std::uint64_t	partyIdInvestmentDecisionMaker
std::uint64_t	executingTrader
std::int32_t	marketSegmentId
std::uint32_t	matchInstCrossId
std::uint32_t	expireDate
std::uint32_t	partyIdSessionId
std::uint32_t	partyIdExecutingTrader
ProductComplex::Enum	productComplex
OrdStatus::Enum	ordStatus
ExecType::Enum	execType
Side::Enum	side
OrdType::Enum	ordType
MatchType::Enum	matchType
TradingCapacity::Enum	tradingCapacity
TimeInForce::Enum	timeInForce
ExecInst::Enum	execInst
Triggered::Enum	triggered
TradingSessionSubId::Enum	tradingSessionSubId
ApplSeqIndicator::Enum	applSeqIndicator
SelfMatchPreventionInstruction::Enum	selfMatchPreventionInstruction
CrossMatchInstruction::Enum	crossMatchInstruction
PartyIdInvestmentDecisionMakerQualifier::Enum	partyIdInvestmentDecisionMakerQualifier
ExecutingTraderQualifier::Enum	executingTraderQualifier
CrossedIndicator::Enum	crossedIndicator
CustOrderHandlingInst::Enum	custOrderHandlingInst
OrderOrigination::Enum	orderOrigination
std::string	freeText1
std::string	freeText2
std::string	freeText3
std::string	fixClOrdId
std::string	fixOrigClOrdId
std::string	partyEndClientIdentification
FillsGrp	fillsGrp

Friends
class	Serializer

Detailed Description

Definition at line 36 of file OrderExecReportBroadcast.h.

Member Typedef Documentation

◆ FillsGrp

using FillsGrp = std::vector<FillsGrpElem>

Definition at line 244 of file OrderExecReportBroadcast.h.

◆ RBCHeader

using RBCHeader = RBCHeaderElem

Definition at line 74 of file OrderExecReportBroadcast.h.

Constructor & Destructor Documentation

◆ OrderExecReportBroadcast()

OrderExecReportBroadcast ( )

Initialize default instance.

Member Function Documentation

◆ templateId()

TemplateId::Enum templateId ( ) const

overridevirtual

Returns template ID.

Implements Message.

◆ toString()

std::string toString ( ) const

overridevirtual

Returns string representation.

Implements Message.

◆ Serializer

friend class Serializer

friend

Definition at line 254 of file OrderExecReportBroadcast.h.

Member Data Documentation

◆ applSeqIndicator

ApplSeqIndicator::Enum applSeqIndicator

Indicates if the order is a Lean Order or a Standard (non lean) Order.

Definition at line 173 of file OrderExecReportBroadcast.h.

◆ clOrdId

std::uint64_t clOrdId

Unique participant defined order request identifier.

Definition at line 81 of file OrderExecReportBroadcast.h.

◆ crossedIndicator

CrossedIndicator::Enum crossedIndicator

Indicates SMP involvement.

Definition at line 188 of file OrderExecReportBroadcast.h.

◆ crossMatchInstruction

CrossMatchInstruction::Enum crossMatchInstruction

Instruction defining how to handle self-match prevention when a cross is detected.

Definition at line 179 of file OrderExecReportBroadcast.h.

◆ cumQty

std::int64_t cumQty

Cumulated executed quantity of an order.

Definition at line 103 of file OrderExecReportBroadcast.h.

◆ custOrderHandlingInst

CustOrderHandlingInst::Enum custOrderHandlingInst

Identifies 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.

Definition at line 192 of file OrderExecReportBroadcast.h.

◆ cxlQty

std::int64_t cxlQty

Total quantity cancelled for this order.

Definition at line 106 of file OrderExecReportBroadcast.h.

◆ execId

std::uint64_t execId

Transaction timestamp.

Definition at line 91 of file OrderExecReportBroadcast.h.

◆ execInst

ExecInst::Enum execInst

Instructions for order handling, represented as a bit map.

Definition at line 164 of file OrderExecReportBroadcast.h.

◆ execType

ExecType::Enum execType

The reason why this message was generated.

Definition at line 145 of file OrderExecReportBroadcast.h.

◆ executingTrader

std::uint64_t executingTrader

Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm within the member or participant of the trading venue who is responsible for the execution of the transaction resulting from the order.

Definition at line 121 of file OrderExecReportBroadcast.h.

◆ executingTraderQualifier

ExecutingTraderQualifier::Enum executingTraderQualifier

Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.

Definition at line 185 of file OrderExecReportBroadcast.h.

◆ expireDate

std::uint32_t expireDate

Date of order expiry.

Definition at line 130 of file OrderExecReportBroadcast.h.

◆ fillsGrp

FillsGrp fillsGrp

Definition at line 245 of file OrderExecReportBroadcast.h.

◆ fixClOrdId

std::string fixClOrdId

User defined client order ID for orders entered via the FIX interface.

Definition at line 207 of file OrderExecReportBroadcast.h.

◆ fixOrigClOrdId

std::string fixOrigClOrdId

FIXClOrdID of the last successfully processed request referring to the specific order.

Definition at line 210 of file OrderExecReportBroadcast.h.

◆ freeText1

std::string freeText1

First free-format text field for trader-specific or customer-related comments.

Definition at line 198 of file OrderExecReportBroadcast.h.

◆ freeText2

std::string freeText2

Second free-format text field for trader-specific or customer-related comments.

Definition at line 201 of file OrderExecReportBroadcast.h.

◆ freeText3

std::string freeText3

Third free-format text field for trader-specific or customer-related comments.

Definition at line 204 of file OrderExecReportBroadcast.h.

◆ leavesQty

std::int64_t leavesQty

Remaining quantity of an order.

Definition at line 100 of file OrderExecReportBroadcast.h.

◆ marketSegmentId

std::int32_t marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 124 of file OrderExecReportBroadcast.h.

◆ matchInstCrossId

std::uint32_t matchInstCrossId

Self Match Prevention ID.

Definition at line 127 of file OrderExecReportBroadcast.h.

◆ matchType

MatchType::Enum matchType

The point in the matching process at which this trade was matched.

Definition at line 154 of file OrderExecReportBroadcast.h.

◆ orderId

std::uint64_t orderId

Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.

Definition at line 78 of file OrderExecReportBroadcast.h.

◆ orderOrigination

OrderOrigination::Enum orderOrigination

Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.

Definition at line 195 of file OrderExecReportBroadcast.h.

◆ orderQty

std::int64_t orderQty

Total Order Quantity.

Definition at line 109 of file OrderExecReportBroadcast.h.

◆ ordStatus

OrdStatus::Enum ordStatus

Conveys the current status of an order.

Definition at line 142 of file OrderExecReportBroadcast.h.

◆ ordType

OrdType::Enum ordType

Order type.

Definition at line 151 of file OrderExecReportBroadcast.h.

◆ origClOrdId

std::uint64_t origClOrdId

ClOrdID (11) of the last successfully processed task (request) referring to the specific order; used for client order ID chaining.

Definition at line 85 of file OrderExecReportBroadcast.h.

◆ partyEndClientIdentification

std::string partyEndClientIdentification

End client identifier.

Definition at line 213 of file OrderExecReportBroadcast.h.

◆ partyIdClientId

std::uint64_t partyIdClientId

Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent account of the member or participant of the trading venue.

Definition at line 113 of file OrderExecReportBroadcast.h.