OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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MassOrder.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 OrderEntryGrpElem
37{
38public:
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61 std::string toString() const;
62
63private:
64 friend class Serializer;
65 OrderEntryGrpElem(const void* data);
66};
67
68ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const OrderEntryGrpElem&);
69
71class ONIXS_EUREX_ETI_EXPORT MassOrder : public Message
72{
73public:
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134 std::string account;
135
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144 std::string partyIdLocationId;
145
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152 std::string complianceText;
153
155 std::string freeText1;
156
158 std::string freeText2;
159
161 std::string freeText3;
162
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167 std::vector<OrderEntryGrpElem> orderEntryGrp;
168
171
173 std::string toString() const;
174
175private:
176 friend class Serializer;
177 MassOrder(const void* data, size_t dataSize, MessageInfo& msgInfo);
178 void nativeSerializeTo(void* nativeMessage);
179};
180
181ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const MassOrder&);
182
183}}} // namespace OnixS::Eurex::Trading
std::string partyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
Definition MassOrder.h:97
std::string toString() const
Returns string representation.
ValueCheckTypeValue::Enum valueCheckTypeValue
Indicator for checking the maximum order/quote value by the exchange.
Definition MassOrder.h:109
std::string account
Account to book trades and keep positions on.
Definition MassOrder.h:134
PriceValidityCheckType::Enum priceValidityCheckType
Indicator how price validity check should be performed by the exchange.
Definition MassOrder.h:106
std::string partyIdBeneficiary
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition MassOrder.h:103
TemplateId::Enum templateId() const
Returns template ID.
TradingSessionSubId::Enum tradingSessionSubId
Marks a a certain order as a closing auction one.
Definition MassOrder.h:118
MassOrder()
Initialize default instance.
std::string partyIdLocationId
Country code. Valid characters: 0x01-0x7E.
Definition MassOrder.h:144
std::vector< OrderEntryGrpElem > orderEntryGrp
Order Entry Group.
Definition MassOrder.h:167
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
Order attribute liquidity provision.
Definition MassOrder.h:112
OrderOrigination::Enum orderOrigination
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
Definition MassOrder.h:125
PositionEffect::Enum positionEffect
Definition MassOrder.h:141
std::string freeText2
Second free-format text field for trader-specific or customer-related comments.
Definition MassOrder.h:158
UInt64 massOrderRequestId
Customer defined mass order identifier.
Definition MassOrder.h:81
OrderAttributeRiskReduction::Enum orderAttributeRiskReduction
Order attribute risk reduction.
Definition MassOrder.h:115
ExecutingTraderQualifier::Enum executingTraderQualifier
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Definition MassOrder.h:131
CustOrderHandlingInst::Enum custOrderHandlingInst
Definition MassOrder.h:148
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
Party ID investment decision maker qualifier.
Definition MassOrder.h:128
std::string partyEndClientIdentification
End client identifier.
Definition MassOrder.h:164
std::string partyIdPositionAccount
Flex Account information.
Definition MassOrder.h:137
std::string partyIdOrderOriginationFirm
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition MassOrder.h:100
std::string freeText1
First free-format text field for trader-specific or customer-related comments.
Definition MassOrder.h:155
TradingCapacity::Enum tradingCapacity
Definition MassOrder.h:122
std::string freeText3
Third free-format text field for trader-specific or customer-related comments.
Definition MassOrder.h:161
Message base class.
Definition Message.h:33
Order Entry Group Element.
Definition MassOrder.h:37
std::string toString() const
Returns string representation.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
Definition MassOrder.h:49
SInt64 orderQty
Total Order Quantity.
Definition MassOrder.h:46
Side::Enum side
Side of the order.
Definition MassOrder.h:55
OrderEntryGrpElem()
Initialize default instance.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
Definition MassOrder.h:52
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
Definition MassOrder.h:58
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
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
This field qualifies an instrument type on Eurex.
Enum
Marks a a certain order as a closing auction one.
Enum
Indicator for checking the maximum order/quote value by the exchange.