OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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OrderExecNotification.h
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1/*
2 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3 *
4 * This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5 * and international copyright treaties.
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12 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any
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14 * reproduction or redistribution, and any amendments to this copyright notice, are expressly
15 * prohibited.
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17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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20
21#pragma once
22
25#include "OnixS/Eurex/Trading/Export.h"
30
31#include <iosfwd>
32#include <string>
33#include <vector>
34
35namespace OnixS { namespace Eurex { namespace Trading {
36
138
139ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const OrderExecNotification&);
140
141}}} // namespace OnixS::Eurex::Trading
Message base class.
Definition Message.h:33
Triggered::Enum triggered
Indicates if an order has been previously triggered.
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
SInt64 leavesQty
Remaining quantity of an order.
std::vector< FillsGrpElem > fillsGrp
Fills Group.
std::string toString() const
Returns string representation.
SInt64 cxlQty
Total quantity cancelled for this order.
UInt16 partitionId
Is required to define the scope of a Retransmission Request.
OrdStatus::Enum ordStatus
Conveys the current status of an order.
UInt64 orderId
Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.
TemplateId::Enum templateId() const
Returns template ID.
UInt32 massOrderReportId
Mass order response identifier generated by the exchange.
Data applMsgId
Message key assigned to a order/quote event related Eurex ETI data stream.
std::vector< OrderEventGrpElem > orderEventGrp
Order Event Group.
ExecRestatementReason::Enum execRestatementReason
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
ExecType::Enum execType
The reason why this message was generated.
UInt64 clOrdId
Unique participant defined order request identifier.
SInt64 cumQty
Cumulated executed quantity of an order.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
OrderExecNotification()
Initialize default instance.
UInt64 trdRegTSTimeOut
Matching engine out timestamp.
std::string fixClOrdId
User defined client order ID.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
std::vector< InstrmntLegExecGrpElem > instrmntLegExecGrp
Instrmnt Leg Exec Group.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
CrossedIndicator::Enum crossedIndicator
Indicates SMP involvement.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
signed int SInt32
Definition Defines.h:41
unsigned int UInt32
Definition Defines.h:45
std::vector< UInt8 > Data
Definition Defines.h:59
signed long long SInt64
Definition Defines.h:42
unsigned long long UInt64
Definition Defines.h:46
unsigned short UInt16
Definition Defines.h:44
Enum
Identifier for subscription and retransmission of an ETI data stream.
Enum
Indicates a retransmission message.
Enum
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
Enum
The reason why this message was generated.
Enum
Conveys the current status of an order.
Enum
This field qualifies an instrument type on Eurex.
Enum
Indicates if an order has been previously triggered.