22 #include "OnixS/Eurex/Trading/Export.h" 127 std::string toString ()
const;
130 friend class Serializer;
132 void nativeSerializeTo (
void* nativeMessage);
Enum
Party ID investment decision maker qualifier.
Enum
Indicates if the order is a Lean Order or a Standard (non lean) Order.
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
Party ID investment decision maker qualifier.
ExecInst::Enum execInst
Instructions for order handling, represented as a bit map.
Enum
Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfM...
ProductComplex::Enum productComplex
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...
Enum
Order attribute liquidity provision.
UInt32 matchInstCrossId
Self Match Prevention ID.
unsigned long long UInt64
Enum
Indicator how price validity check should be performed by the exchange.
SInt64 orderQty
Total Order Quantity.
SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction
Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfM...
Enum
This field qualifies an instrument type on Eurex.
Enum
Instructions for order handling, represented as a bit map.
UInt64 origClOrdId
ClOrdID (11) of the last successfully processed task (request) referring to the specific order; used ...
Side::Enum side
Side of the order.
Enum
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
Order attribute liquidity provision.
UInt64 partyIdInvestmentDecisionMaker
Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or...
PriceValidityCheckType::Enum priceValidityCheckType
Indicator how price validity check should be performed by the exchange.
ValueCheckTypeValue::Enum valueCheckTypeValue
Indicator for checking the maximum order/quote value by the exchange.
UInt64 partyIdClientId
Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent ...
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
Enum
Indicator for checking the maximum order/quote value by the exchange.
std::string complianceText
This field is used to provide additional regulatory information (according to respective rules and re...
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
ApplSeqIndicator::Enum applSeqIndicator
Indicates if the order is a Lean Order or a Standard (non lean) Order.
OrderOrigination::Enum orderOrigination
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
UInt16 checkSumCorrection
CheckSum correction.
UInt64 executingTrader
Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm withi...
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
Modify Order Short Request Message.
UInt64 clOrdId
Unique participant defined order request identifier.
Enum
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
TimeInForce::Enum timeInForce
Execution and trading restriction parameters supported by Eurex.
UInt16 enrichmentRuleId
Identifies an enrichment rule.
Enum
Execution and trading restriction parameters supported by Eurex.
UInt32 senderSubId
User ID.
Enum
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...
ExecutingTraderQualifier::Enum executingTraderQualifier
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...