22 #include "OnixS/Eurex/Trading/Export.h" 189 std::string toString ()
const;
192 friend class Serializer;
194 void nativeSerializeTo (
void* nativeMessage);
UInt64 origClOrdId
ClOrdID (11) of the last successfully processed task (request) referring to the specific order; used ...
Enum
Party ID investment decision maker qualifier.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
Enum
Indicates if the order is a Lean Order or a Standard (non lean) Order.
std::string fixClOrdId
User defined client order ID.
std::string freeText1
First free-format text field for trader-specific or customer-related comments.
UInt16 checkSumCorrection
CheckSum correction.
TradingSessionSubId::Enum tradingSessionSubId
Marks a a certain order as a closing auction one.
Side::Enum side
Side of the order.
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
Party ID investment decision maker qualifier.
Enum
Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfM...
Enum
Order attribute liquidity provision.
UInt32 targetPartyIdSessionId
Owning Session ID.
unsigned long long UInt64
Enum
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.
std::vector< LegOrdGrpElem > legOrdGrp
Leg Ord Group.
std::string partyEndClientIdentification
End client identifier.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
CustOrderHandlingInst::Enum custOrderHandlingInst
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
Enum
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
OrderOrigination::Enum orderOrigination
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
Enum
This field qualifies an instrument type on Eurex.
TradingCapacity::Enum tradingCapacity
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
UInt32 senderSubId
User ID.
std::string account
Account to book trades and keep positions on.
Enum
Instructions for order handling, represented as a bit map.
std::string freeText3
Third free-format text field for trader-specific or customer-related comments.
PriceValidityCheckType::Enum priceValidityCheckType
Indicator how price validity check should be performed by the exchange.
Enum
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
UInt64 partyIdClientId
Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent ...
SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction
Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfM...
OrdType::Enum ordType
Order type.
Enum
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
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.
SInt64 orderQty
Total Order Quantity.
ApplSeqIndicator::Enum applSeqIndicator
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Modify Order Request Message.
OwnershipIndicator::Enum ownershipIndicator
Ownership indicator.
UInt64 executingTrader
Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm withi...
std::string partyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
Enum
Indicator for checking the maximum order/quote value by the exchange.
ValueCheckTypeValue::Enum valueCheckTypeValue
Indicator for checking the maximum order/quote value by the exchange.
UInt64 partyIdInvestmentDecisionMaker
Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or...
std::string complianceText
This field is used to provide additional regulatory information (according to respective rules and re...
UInt32 matchInstCrossId
Self Match Prevention ID.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
TimeInForce::Enum timeInForce
Execution and trading restriction parameters supported by Eurex.
UInt64 clOrdId
Unique participant defined order request identifier.
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
Order attribute liquidity provision.
PositionEffect::Enum positionEffect
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
std::string partyIdPositionAccount
Flex Account information.
Enum
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
std::string partyIdOrderOriginationFirm
Partner identification at the Korea Exchange is required for orders in KRX products.
UInt32 expireDate
Date of order expiry.
UInt64 orderId
Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order...
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.
Enum
Marks a a certain order as a closing auction one.
Enum
Execution and trading restriction parameters supported by Eurex.
Enum
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...