OnixS Eurex ETI Handler C++ library  9.25.0
API documentation
NewOrderSingleShortRequest.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 Single Short Request Message.
35 class ONIXS_EUREX_ETI_EXPORT NewOrderSingleShortRequest : public Message
36 {
37 public:
38  /// Initialize default instance.
40 
41  /// User ID.
43 
44  /// Price.
46 
47  /// Total Order Quantity.
49 
50  /// Unique participant defined order request identifier.
52 
53  /// Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent account of
54  /// the member or participant of the trading venue.
56 
57  /// Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or the
58  /// algorithm within the member or participant of the Trading Venue who is responsible for the investment decision.
60 
61  /// Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm within the
62  /// member or participant of the trading venue who is responsible for the execution of the transaction resulting
63  /// from the order.
65 
66  /// The instrument identifier uniquely identifies an instrument in the core system (simple instrument).
68 
69  /// Self Match Prevention ID.
71 
72  /// Identifies an enrichment rule.
74 
75  /// Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for
76  /// SelfMatchPreventionInstruction is 100 (Reject cross on business unit level).
78 
79  /// Indicate the instruction for SMP. Applicable only when MatchInstCrossID (28744) is set. When
80  /// CrossMatchInstruction is not set the default value is defined by the exchange.
82 
83  /// Side of the order.
85 
86  /// Indicates if the order is a Lean Order or a Standard (non lean) Order.
88 
89  /// Indicator how price validity check should be performed by the exchange.
91 
92  /// Indicator for checking the maximum order/quote value by the exchange.
94 
95  /// Order attribute liquidity provision.
97 
98  /// Execution and trading restriction parameters supported by Eurex.
100 
101  /// Instructions for order handling, represented as a bit map.
103 
104  /// This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as
105  /// a market maker.
107 
108  /// Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
110 
111  /// Party ID investment decision maker qualifier.
113 
114  /// Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
116 
117  /// This field is used to provide additional regulatory information (according to respective rules and regs,
118  /// circulars and bilateral coordination between participant and Trading Surveillance Office).
119  std::string complianceText;
120 
121  /// Returns template ID.
122  TemplateId::Enum templateId() const;
123 
124  /// Returns string representation.
125  std::string toString() const;
126 
127 private:
128  friend class Serializer;
129  NewOrderSingleShortRequest(const void* data, size_t dataSize, MessageInfo& msgInfo);
130  void nativeSerializeTo(void* nativeMessage);
131 };
132 
133 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const NewOrderSingleShortRequest&);
134 
135 }}} // 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
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
Party ID investment decision maker qualifier.
Enum
Side of the order.
OrderOrigination::Enum orderOrigination
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
unsigned long long UInt64
Definition: Defines.h:46
Enum
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
TimeInForce::Enum timeInForce
Execution and trading restriction parameters supported by Eurex.
Message base class.
Definition: Message.h:32
Enum
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
ExecutingTraderQualifier::Enum executingTraderQualifier
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...
ValueCheckTypeValue::Enum valueCheckTypeValue
Indicator for checking the maximum order/quote value by the exchange.
UInt32 simpleSecurityId
The instrument identifier uniquely identifies an instrument in the core system (simple instrument)...
UInt16 enrichmentRuleId
Identifies an enrichment rule.
unsigned int UInt32
Definition: Defines.h:45
signed long long SInt64
Definition: Defines.h:42
Enum
Indicator for checking the maximum order/quote value by the exchange.
ExecInst::Enum execInst
Instructions for order handling, represented as a bit map.
SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
unsigned short UInt16
Definition: Defines.h:44
UInt64 clOrdId
Unique participant defined order request identifier.
PriceValidityCheckType::Enum priceValidityCheckType
Indicator how price validity check should be performed by the exchange.
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
ApplSeqIndicator::Enum applSeqIndicator
Indicates if the order is a Lean Order or a Standard (non lean) Order.
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
Order attribute liquidity provision.