OnixS Eurex ETI Handler C++ library  9.25.0
API documentation
ModifyOrderSingleShortRequest.h
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20 
21 #pragma once
22 
25 #include "OnixS/Eurex/Trading/Export.h"
28 
29 #include <iosfwd>
30 #include <string>
31 
32 namespace OnixS { namespace Eurex { namespace Trading {
33 
34 /// Modify Order Single Short Request Message.
35 class ONIXS_EUREX_ETI_EXPORT ModifyOrderSingleShortRequest : public Message
36 {
37 public:
38  /// Initialize default instance.
40 
41  /// User ID.
43 
44  /// Unique participant defined order request identifier.
46 
47  /// ClOrdID (11) of the last successfully processed task (request) referring to the specific order; used for client
48  /// order ID chaining.
50 
51  /// Price.
53 
54  /// Total Order Quantity.
56 
57  /// Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent account of
58  /// the member or participant of the trading venue.
60 
61  /// Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or the
62  /// algorithm within the member or participant of the Trading Venue who is responsible for the investment decision.
64 
65  /// Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm within the
66  /// member or participant of the trading venue who is responsible for the execution of the transaction resulting
67  /// from the order.
69 
70  /// The instrument identifier uniquely identifies an instrument in the core system (simple instrument).
72 
73  /// Self Match Prevention ID.
75 
76  /// Identifies an enrichment rule.
78 
79  /// Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for
80  /// SelfMatchPreventionInstruction is 100 (Reject cross on business unit level).
82 
83  /// Indicate the instruction for SMP. Applicable only when MatchInstCrossID (28744) is set. When
84  /// CrossMatchInstruction is not set the default value is defined by the exchange.
86 
87  /// Side of the order.
89 
90  /// Indicator how price validity check should be performed by the exchange.
92 
93  /// Indicator for checking the maximum order/quote value by the exchange.
95 
96  /// Order attribute liquidity provision.
98 
99  /// Execution and trading restriction parameters supported by Eurex.
101 
102  /// Indicates if the order is a Lean Order or a Standard (non lean) Order.
104 
105  /// Instructions for order handling, represented as a bit map.
107 
108  /// This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as
109  /// a market maker.
111 
112  /// Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
114 
115  /// Party ID investment decision maker qualifier.
117 
118  /// Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
120 
121  /// This field is used to provide additional regulatory information (according to respective rules and regs,
122  /// circulars and bilateral coordination between participant and Trading Surveillance Office).
123  std::string complianceText;
124 
125  /// Returns template ID.
126  TemplateId::Enum templateId() const;
127 
128  /// Returns string representation.
129  std::string toString() const;
130 
131 private:
132  friend class Serializer;
133  ModifyOrderSingleShortRequest(const void* data, size_t dataSize, MessageInfo& msgInfo);
134  void nativeSerializeTo(void* nativeMessage);
135 };
136 
137 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const ModifyOrderSingleShortRequest&);
138 
139 }}} // namespace OnixS::Eurex::Trading
Enum
Party ID investment decision maker qualifier.
OrderOrigination::Enum orderOrigination
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
Enum
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Definition: Enumerations.h:94
ExecutingTraderQualifier::Enum executingTraderQualifier
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...
Enum
Side of the order.
unsigned long long UInt64
Definition: Defines.h:46
Enum
Indicator how price validity check should be performed by the exchange.
PriceValidityCheckType::Enum priceValidityCheckType
Indicator how price validity check should be performed by the exchange.
Enum
Instructions for order handling, represented as a bit map.
Definition: Enumerations.h:480
Message base class.
Definition: Message.h:32
Enum
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
ApplSeqIndicator::Enum applSeqIndicator
Indicates if the order is a Lean Order or a Standard (non lean) Order.
UInt32 simpleSecurityId
The instrument identifier uniquely identifies an instrument in the core system (simple instrument)...
TimeInForce::Enum timeInForce
Execution and trading restriction parameters supported by Eurex.
UInt64 clOrdId
Unique participant defined order request identifier.
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
Party ID investment decision maker qualifier.
unsigned int UInt32
Definition: Defines.h:45
signed long long SInt64
Definition: Defines.h:42
ExecInst::Enum execInst
Instructions for order handling, represented as a bit map.
Enum
Indicator for checking the maximum order/quote value by the exchange.
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
Order attribute liquidity provision.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
ValueCheckTypeValue::Enum valueCheckTypeValue
Indicator for checking the maximum order/quote value by the exchange.
unsigned short UInt16
Definition: Defines.h:44
Enum
Execution and trading restriction parameters supported by Eurex.
Enum
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...
Definition: Enumerations.h:571
SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction