OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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EnterCLIPRequest.h
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1/*
2 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3 *
4 * This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5 * and international copyright treaties.
6 *
7 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
8 * Services Agreement (the Agreement) and Customer end user license agreements granting
9 * a non-assignable, non-transferable and non-exclusive license to use the software
10 * for it's own data processing purposes under the terms defined in the Agreement.
11 *
12 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any
13 * part of this source code or associated reference material to any other location for further
14 * reproduction or redistribution, and any amendments to this copyright notice, are expressly
15 * prohibited.
16 *
17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
18 * the terms of the Agreement is a violation of copyright law.
19 */
20
21#pragma once
22
25#include "OnixS/Eurex/Trading/Export.h"
28
29#include <iosfwd>
30#include <string>
31#include <vector>
32
33namespace OnixS { namespace Eurex { namespace Trading {
34
36class ONIXS_EUREX_ETI_EXPORT CrossRequestSideGrpElem
37{
38public:
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106 std::string account;
107
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112 std::string freeText1;
113
115 std::string freeText2;
116
118 std::string freeText3;
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133 std::string partyIdLocationId;
134
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139 std::string toString() const;
140
141private:
142 friend class Serializer;
143 CrossRequestSideGrpElem(const void* data);
144};
145
146ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const CrossRequestSideGrpElem&);
147
149class ONIXS_EUREX_ETI_EXPORT SideCrossLegGrpElem
150{
151public:
154
157
161
163 std::string legAccount;
164
166 std::string toString() const;
167
168private:
169 friend class Serializer;
170 SideCrossLegGrpElem(const void* data);
171};
172
173ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const SideCrossLegGrpElem&);
174
250
251ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const EnterCLIPRequest&);
252
253}}} // namespace OnixS::Eurex::Trading
std::string partyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
std::string toString() const
Returns string representation.
std::string account
Account to book trades and keep positions on.
std::string partyIdBeneficiary
Mandatory final KRX beneficiary account required for orders in KRX products.
UInt32 matchInstCrossId
Self Match Prevention ID.
SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction
std::string partyIdLocationId
Country code. Valid characters: 0x01-0x7E.
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
Order attribute liquidity provision.
OrderOrigination::Enum orderOrigination
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
std::string freeText2
Second free-format text field for trader-specific or customer-related comments.
OrderAttributeRiskReduction::Enum orderAttributeRiskReduction
Order attribute risk reduction.
InputSource::Enum inputSource
Role on/for a message.
ExecutingTraderQualifier::Enum executingTraderQualifier
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
UInt64 clOrdId
Unique participant defined order request identifier.
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
Party ID investment decision maker qualifier.
std::string partyEndClientIdentification
End client identifier.
std::string partyIdPositionAccount
Flex Account information.
CrossRequestSideGrpElem()
Initialize default instance.
std::string partyIdOrderOriginationFirm
Partner identification at the Korea Exchange is required for orders in KRX products.
std::string freeText1
First free-format text field for trader-specific or customer-related comments.
std::string freeText3
Third free-format text field for trader-specific or customer-related comments.
std::string sideComplianceText
Side compliance text.
CrossMatchInstruction::Enum crossMatchInstruction
std::string rootPartyContraTrader
The identifier of the trader counterparty.
SInt32 crossRequestId
User defined transaction ID.
std::string toString() const
Returns string representation.
ValueCheckTypeValue::Enum valueCheckTypeValue
Indicator for checking the maximum order/quote value by the exchange.
std::vector< CrossRequestSideGrpElem > crossRequestSideGrp
Cross Request Side Group.
PriceValidityCheckType::Enum priceValidityCheckType
Indicator how price validity check should be performed by the exchange.
std::vector< SideCrossLegGrpElem > sideCrossLegGrp
Side Cross Leg Group.
TemplateId::Enum templateId() const
Returns template ID.
CrossType::Enum crossType
Type of cross being submitted to a market.
std::string rootPartyContraFirm
The identifier of the member counterparty institution.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
OrderQtyDisclosureInstruction::Enum orderQtyDisclosureInstruction
Instruction to show total quantity.
EnterCLIPRequest()
Initialize default instance.
PriceDisclosureInstruction::Enum priceDisclosureInstruction
Price disclosure instruction.
CrossRequestType::Enum crossRequestType
Type of the Cross Request.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
SInt32 crossId
User defined CLIP arrangement ID.
CrossPrioritization::Enum crossPrioritization
Prioritization of a cross order.
SideDisclosureInstruction::Enum sideDisclosureInstruction
Instruction to show side.
Message base class.
Definition Message.h:33
SideCrossLegGrpElem()
Initialize default instance.
std::string toString() const
Returns string representation.
LegInputSource::Enum legInputSource
Role on/for a message.
std::string legAccount
Leg-specific account to book trades and keep positions on.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
signed int SInt32
Definition Defines.h:41
unsigned int UInt32
Definition Defines.h:45
signed long long SInt64
Definition Defines.h:42
unsigned long long UInt64
Definition Defines.h:46
Enum
Prioritization of a cross order.
Enum
Type of cross being submitted to a market.
Enum
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Enum
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
Enum
Party ID investment decision maker qualifier.
Enum
Indicator how price validity check should be performed by the exchange.
Enum
Indicator for checking the maximum order/quote value by the exchange.