OnixS Eurex ETI Handler C++ library  9.25.0
API documentation
NewOrderComplexShortRequest.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 /// New Order Complex Short Request Message.
35 class ONIXS_EUREX_ETI_EXPORT NewOrderComplexShortRequest : public Message
36 {
37 public:
38  /// Initialize default instance.
40 
41  /// User ID.
43 
44  /// The instrument identifier uniquely identifies an instrument in the core system.
46 
47  /// Price.
49 
50  /// Total Order Quantity.
52 
53  /// Unique participant defined order request identifier.
55 
56  /// Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent account of
57  /// the member or participant of the trading venue.
59 
60  /// Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or the
61  /// algorithm within the member or participant of the Trading Venue who is responsible for the investment decision.
63 
64  /// Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm within the
65  /// member or participant of the trading venue who is responsible for the execution of the transaction resulting
66  /// from the order.
68 
69  /// The product identifier uniquely identifies a Eurex product.
71 
72  /// Self Match Prevention ID.
74 
75  /// Identifies an enrichment rule.
77 
78  /// Indicates if the order is a Lean Order or a Standard (non lean) Order.
80 
81  /// Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for
82  /// SelfMatchPreventionInstruction is 100 (Reject cross on business unit level).
84 
85  /// Indicate the instruction for SMP. Applicable only when MatchInstCrossID (28744) is set. When
86  /// CrossMatchInstruction is not set the default value is defined by the exchange.
88 
89  /// This field qualifies an instrument type on Eurex.
91 
92  /// Side of the order.
94 
95  /// Indicator how price validity check should be performed by the exchange.
97 
98  /// Indicator for checking the maximum order/quote value by the exchange.
100 
101  /// Order attribute liquidity provision.
103 
104  /// Instructions for order handling, represented as a bit map.
106 
107  /// Execution and trading restriction parameters supported by Eurex.
109 
110  /// This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as
111  /// a market maker.
113 
114  /// Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
116 
117  /// Party ID investment decision maker qualifier.
119 
120  /// Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
122 
123  /// This field is used to provide additional regulatory information (according to respective rules and regs,
124  /// circulars and bilateral coordination between participant and Trading Surveillance Office).
125  std::string complianceText;
126 
127  /// Returns template ID.
128  TemplateId::Enum templateId() const;
129 
130  /// Returns string representation.
131  std::string toString() const;
132 
133 private:
134  friend class Serializer;
135  NewOrderComplexShortRequest(const void* data, size_t dataSize, MessageInfo& msgInfo);
136  void nativeSerializeTo(void* nativeMessage);
137 };
138 
139 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const NewOrderComplexShortRequest&);
140 
141 }}} // namespace OnixS::Eurex::Trading
Enum
Party ID investment decision maker qualifier.
Enum
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Definition: Enumerations.h:94
ApplSeqIndicator::Enum applSeqIndicator
Indicates if the order is a Lean Order or a Standard (non lean) Order.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
TimeInForce::Enum timeInForce
Execution and trading restriction parameters supported by Eurex.
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.
OrderOrigination::Enum orderOrigination
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.
signed int SInt32
Definition: Defines.h:41
Enum
This field qualifies an instrument type on Eurex.
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 ...
SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction
ExecInst::Enum execInst
Instructions for order handling, represented as a bit map.
unsigned int UInt32
Definition: Defines.h:45
signed long long SInt64
Definition: Defines.h:42
PriceValidityCheckType::Enum priceValidityCheckType
Indicator how price validity check should be performed by the exchange.
Enum
Indicator for checking the maximum order/quote value by the exchange.
UInt64 clOrdId
Unique participant defined order request identifier.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
unsigned short UInt16
Definition: Defines.h:44
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
Order attribute liquidity provision.
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
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
Party ID investment decision maker qualifier.
ExecutingTraderQualifier::Enum executingTraderQualifier
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...