22 #include "OnixS/Eurex/Trading/Export.h" 50 std::string toString ()
const;
53 friend class Serializer;
196 std::string toString ()
const;
199 friend class Serializer;
201 void nativeSerializeTo (
void* nativeMessage);
Enum
Party ID investment decision maker qualifier.
UInt64 origClOrdId
ClOrdID (11) of the last successfully processed task (request) referring to the specific order; used ...
Enum
Indicates if the order is a Lean Order or a Standard (non lean) Order.
std::vector< LegOrdGrpElem > legOrdGrp
Leg Ord Group.
UInt64 orderId
Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order...
std::string freeText2
Second free-format text field for trader-specific or customer-related comments.
OrdType::Enum ordType
Order type.
ExecInst::Enum execInst
Instructions for order handling, represented as a bit map.
TimeInForce::Enum timeInForce
Execution and trading restriction parameters supported by Eurex.
std::string legAccount
Leg-specific account to book trades and keep positions on.
LegPositionEffect::Enum legPositionEffect
Leg-specific field used for Eurex position management purposes and indicates whether the leg is submi...
UInt64 partyIdClientId
Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent ...
Enum
Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfM...
Enum
Order attribute liquidity provision.
std::string partyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
UInt32 targetPartyIdSessionId
Owning Session ID.
unsigned long long UInt64
Enum
Indicator how price validity check should be performed by the exchange.
SInt64 orderQty
Total Order Quantity.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
TradingCapacity::Enum tradingCapacity
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
UInt64 clOrdId
Unique participant defined order request identifier.
OwnershipIndicator::Enum ownershipIndicator
Ownership indicator.
Enum
This field qualifies an instrument type on Eurex.
Enum
Instructions for order handling, represented as a bit map.
UInt64 executingTrader
Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm withi...
Enum
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
ValueCheckTypeValue::Enum valueCheckTypeValue
Indicator for checking the maximum order/quote value by the exchange.
std::string partyEndClientIdentification
End client identifier.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
Side::Enum side
Side of the order.
Enum
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
UInt32 senderSubId
User ID.
std::string partyIdBeneficiary
Mandatory final KRX beneficiary account required for orders in KRX products.
std::string fixClOrdId
User defined client order ID.
std::string partyIdOrderOriginationFirm
Partner identification at the Korea Exchange is required for orders in KRX products.
Enum
Indicator for checking the maximum order/quote value by the exchange.
SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction
Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfM...
UInt32 matchInstCrossId
Self Match Prevention ID.
OrderOrigination::Enum orderOrigination
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
PriceValidityCheckType::Enum priceValidityCheckType
Indicator how price validity check should be performed by the exchange.
std::string complianceText
This field is used to provide additional regulatory information (according to respective rules and re...
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
ExecutingTraderQualifier::Enum executingTraderQualifier
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...
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.
Enum
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
Modify Order Complex Request Message.
std::string freeText3
Third free-format text field for trader-specific or customer-related comments.
std::string freeText1
First free-format text field for trader-specific or customer-related comments.
UInt64 partyIdInvestmentDecisionMaker
Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or...
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
Party ID investment decision maker qualifier.
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
Order attribute liquidity provision.
CustOrderHandlingInst::Enum custOrderHandlingInst
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
Enum
Execution and trading restriction parameters supported by Eurex.
Enum
Leg-specific field used for Eurex position management purposes and indicates whether the leg is submi...
Enum
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...
UInt32 expireDate
Date of order expiry.
std::string partyIdPositionAccount
Flex Account information.