OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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ModifyOrderNRResponse.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.
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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.
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17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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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 OrderEventGrpElem
37{
38public:
41
44
47
50
53
55 std::string toString() const;
56
57private:
58 friend class Serializer;
59 OrderEventGrpElem(const void* data);
60};
61
62ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const OrderEventGrpElem&);
63
141
142ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const ModifyOrderNRResponse&);
143
144}}} // namespace OnixS::Eurex::Trading
Message base class.
Definition Message.h:33
Triggered::Enum triggered
Indicates if an order has been previously triggered.
SInt64 leavesQty
Remaining quantity of an order.
std::string toString() const
Returns string representation.
SInt64 cxlQty
Total quantity cancelled for this order.
OrdStatus::Enum ordStatus
Conveys the current status of an order.
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.
TransactionDelayIndicator::Enum transactionDelayIndicator
Indicator for a delayed transaction.
std::vector< OrderEventGrpElem > orderEventGrp
Order Event Group.
ExecRestatementReason::Enum execRestatementReason
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
ExecType::Enum execType
The reason why this message was generated.
UInt64 clOrdId
Unique participant defined order request identifier.
UInt64 trdRegTSTimeIn
Matching engine in timestamp.
SInt64 cumQty
Cumulated executed quantity of an order.
UInt64 trdRegTSTimeOut
Matching engine out timestamp.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
ModifyOrderNRResponse()
Initialize default instance.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
CrossedIndicator::Enum crossedIndicator
Indicates SMP involvement.
SInt64 orderEventPx
Price level for the order event.
std::string toString() const
Returns string representation.
OrderEventGrpElem()
Initialize default instance.
UInt32 orderEventMatchId
Unique identifier for each price level (match step) of an order event.
OrderEventReason::Enum orderEventReason
Action that caused the event to occur.
SInt64 orderEventQty
Quantity for the order event.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
unsigned int UInt32
Definition Defines.h:45
signed long long SInt64
Definition Defines.h:42
unsigned long long UInt64
Definition Defines.h:46
Enum
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
Enum
The reason why this message was generated.
Enum
Conveys the current status of an order.
Enum
Action that caused the event to occur.
Enum
This field qualifies an instrument type on Eurex.
Enum
Indicator for a delayed transaction.
Enum
Indicates if an order has been previously triggered.