OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
Loading...
Searching...
No Matches
ModifyOrderComplexRequest.h
Go to the documentation of this file.
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 LegOrdGrpElem
37{
38public:
41
43 std::string legAccount;
44
48
50 std::string toString() const;
51
52private:
53 friend class Serializer;
54 LegOrdGrpElem(const void* data);
55};
56
57ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const LegOrdGrpElem&);
58
60class ONIXS_EUREX_ETI_EXPORT ModifyOrderComplexRequest : public Message
61{
62public:
65
68
71
74
78
81
84
87
91
95
100
103
106
109
112
115
118
121
124
128
132
135
138
141
144
147
150
153
156
160
163
166
169
172
174 std::string partyIdLocationId;
175
179
182 std::string complianceText;
183
186
188 std::string freeText1;
189
191 std::string freeText2;
192
194 std::string freeText3;
195
197 std::string fixClOrdId;
198
201
203 std::vector<LegOrdGrpElem> legOrdGrp;
204
207
209 std::string toString() const;
210
211private:
212 friend class Serializer;
213 ModifyOrderComplexRequest(const void* data, size_t dataSize, MessageInfo& msgInfo);
214 void nativeSerializeTo(void* nativeMessage);
215};
216
217ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const ModifyOrderComplexRequest&);
218
219}}} // namespace OnixS::Eurex::Trading
std::string toString() const
Returns string representation.
std::string legAccount
Leg-specific account to book trades and keep positions on.
LegOrdGrpElem()
Initialize default instance.
Message base class.
Definition Message.h:33
ModifyOrderComplexRequest()
Initialize default instance.
std::string partyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
OwnershipIndicator::Enum ownershipIndicator
Ownership indicator.
std::string toString() const
Returns string representation.
ValueCheckTypeValue::Enum valueCheckTypeValue
Indicator for checking the maximum order/quote value by the exchange.
PriceValidityCheckType::Enum priceValidityCheckType
Indicator how price validity check should be performed by the exchange.
std::string partyIdBeneficiary
Mandatory final KRX beneficiary account required for orders in KRX products.
UInt64 orderId
Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.
TemplateId::Enum templateId() const
Returns template ID.
SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction
std::string partyIdLocationId
Country code. Valid characters: 0x01-0x7E.
ApplSeqIndicator::Enum applSeqIndicator
Indicates if the order is a Lean Order or a Standard (non lean) Order.
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.
ExecInst::Enum execInst
Instructions for order handling, represented as a bit map.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
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.
std::vector< LegOrdGrpElem > legOrdGrp
Leg Ord Group.
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
Party ID investment decision maker qualifier.
std::string partyEndClientIdentification
End client identifier.
std::string fixClOrdId
User defined client order ID.
std::string partyIdPositionAccount
Flex Account information.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
TimeInForce::Enum timeInForce
Execution and trading restriction parameters supported by Eurex.
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.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
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
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Enum
Instructions for order handling, represented as a bit map.
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
Execution and trading restriction parameters supported by Eurex.
Enum
Indicator for checking the maximum order/quote value by the exchange.