OnixS Eurex ETI Handler C++ library  9.22.0
API documentation
NewOrderResponse.h
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20 
21 #pragma once
22 
25 #include "OnixS/Eurex/Trading/Export.h"
29 
30 #include <iosfwd>
31 #include <string>
32 #include <vector>
33 
34 namespace OnixS { namespace Eurex { namespace Trading {
35 
36 /// New Order Response Message.
37 class ONIXS_EUREX_ETI_EXPORT NewOrderResponse : public Message
38 {
39 public:
40  /// Initialize default instance.
42 
43  /// Matching engine in timestamp.
45 
46  /// Matching engine out timestamp.
48 
49  /// Is required to define the scope of a Retransmission Request.
51 
52  /// Identifier for subscription and retransmission of an ETI data stream.
54 
55  /// Message key assigned to a order/quote event related Eurex ETI data stream.
57 
58  /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated
59  /// transaction.
61 
62  /// Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.
64 
65  /// Unique participant defined order request identifier.
67 
68  /// The instrument identifier uniquely identifies an instrument in the core system.
70 
71  /// Transaction timestamp.
73 
74  /// Remaining quantity of an order.
76 
77  /// Total quantity cancelled for this order.
79 
80  /// The entry timestamp is the time of the creation of the order.
82 
83  /// Priority timestamp.
85 
86  /// Conveys the current status of an order.
88 
89  /// The reason why this message was generated.
91 
92  /// Code to further qualify the field ExecType (150) of the Execution Report (8) message.
94 
95  /// Indicates SMP involvement.
97 
98  /// This field qualifies an instrument type on Eurex.
100 
101  /// Indicates if an order has been previously triggered.
103 
104  /// Indicator for a delayed transaction.
106 
107  /// Order Event Group.
108  std::vector<OrderEventGrpElem> orderEventGrp;
109 
110  /// Returns template ID.
111  TemplateId::Enum templateId() const;
112 
113  /// Returns string representation.
114  std::string toString() const;
115 
116 private:
117  friend class Serializer;
118  NewOrderResponse(const void* data, size_t dataSize, MessageInfo& msgInfo);
119  void nativeSerializeTo(void* nativeMessage);
120 };
121 
122 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const NewOrderResponse&);
123 
124 }}}
CrossedIndicator::Enum crossedIndicator
Indicates SMP involvement.
SInt64 leavesQty
Remaining quantity of an order.
TransactionDelayIndicator::Enum transactionDelayIndicator
Indicator for a delayed transaction.
ExecRestatementReason::Enum execRestatementReason
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
Data applMsgId
Message key assigned to a order/quote event related Eurex ETI data stream.
unsigned long long UInt64
Definition: Defines.h:46
Enum
Indicator for a delayed transaction.
UInt16 partitionId
Is required to define the scope of a Retransmission Request.
Enum
The reason why this message was generated.
Definition: Enumerations.h:527
Enum
This field qualifies an instrument type on Eurex.
UInt64 trdRegTSEntryTime
The entry timestamp is the time of the creation of the order.
SInt64 cxlQty
Total quantity cancelled for this order.
Message base class.
Definition: Message.h:32
std::vector< OrderEventGrpElem > orderEventGrp
Order Event Group.
std::vector< UInt8 > Data
Definition: Defines.h:59
Enum
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
Definition: Enumerations.h:481
UInt64 orderId
Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order...
Enum
Indicates if an order has been previously triggered.
UInt64 trdRegTSTimeOut
Matching engine out timestamp.
signed long long SInt64
Definition: Defines.h:42
UInt64 trdRegTSTimePriority
Priority timestamp.
std::ostream & operator<<(std::ostream &, ConnectionState::Enum)
Make it printable using C++ I/O streams.
New Order Response Message.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
Enum
Identifier for subscription and retransmission of an ETI data stream.
Definition: Enumerations.h:33
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
ExecType::Enum execType
The reason why this message was generated.
UInt64 clOrdId
Unique participant defined order request identifier.
UInt64 trdRegTSTimeIn
Matching engine in timestamp.
Enum
Conveys the current status of an order.
Enum
Indicates SMP involvement.
Definition: Enumerations.h:300
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
unsigned short UInt16
Definition: Defines.h:44
UInt64 execId
Transaction timestamp.
Triggered::Enum triggered
Indicates if an order has been previously triggered.
OrdStatus::Enum ordStatus
Conveys the current status of an order.