22 #include "OnixS/Eurex/Trading/Export.h" 230 std::string toString ()
const;
233 friend class Serializer;
235 void nativeSerializeTo (
void* nativeMessage);
PartyIdEnteringFirm::Enum partyIdEnteringFirm
Entering Business Unit.
Enum
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Order Exec Report Broadcast Message.
Enum
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Enum
Indicates a retransmission message.
std::vector< InstrmntLegExecGrpElem > instrmntLegExecGrp
Instrmnt Leg Exec Group.
CustOrderHandlingInst::Enum custOrderHandlingInst
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
Enum
Entering Business Unit.
UInt64 trdRegTSTimePriority
Priority timestamp.
UInt16 partitionId
Is required to define the scope of a Retransmission Request.
Enum
Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfM...
std::string partyIdLocationId
Country code. Valid characters: 0x01-0x7E.
UInt64 orderId
Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order...
unsigned long long UInt64
ExecInst::Enum execInst
Instructions for order handling, represented as a bit map.
std::vector< FillsGrpElem > fillsGrp
Fills Group.
UInt64 origClOrdId
ClOrdID (11) of the last successfully processed task (request) referring to the specific order; used ...
Enum
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
Enum
The reason why this message was generated.
Enum
This field qualifies an instrument type on Eurex.
Enum
Instructions for order handling, represented as a bit map.
CrossedIndicator::Enum crossedIndicator
Indicates SMP involvement.
UInt32 partyIdSessionId
Identification of a Trading Session provided by Eurex to a certain business unit. ...
TimeInForce::Enum timeInForce
Execution and trading restriction parameters supported by Eurex.
UInt32 partyIdExecutingUnit
Owning Business Unit.
UInt64 clOrdId
Unique participant defined order request identifier.
std::vector< OrderEventGrpElem > orderEventGrp
Order Event Group.
SInt64 cxlQty
Total quantity cancelled for this order.
std::vector< UInt8 > Data
std::string freeText3
Third free-format text field for trader-specific or customer-related comments.
SInt64 leavesQty
Remaining quantity of an order.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
std::string freeText1
First free-format text field for trader-specific or customer-related comments.
Enum
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
Enum
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
std::string partyIdPositionAccount
Flex Account information.
SInt64 cumQty
Cumulated executed quantity of an order.
Enum
Indicates if an order has been previously triggered.
UInt32 applSubId
Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to t...
Data applMsgId
Message key assigned to a order/quote event related Eurex ETI data stream.
OrdStatus::Enum ordStatus
Conveys the current status of an order.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
UInt64 trdRegTSTimeOut
Matching engine out timestamp.
Triggered::Enum triggered
Indicates if an order has been previously triggered.
UInt32 partyIdEnteringTrader
Entering User ID.
Side::Enum side
Side of the order.
std::string complianceText
This field is used to provide additional regulatory information (according to respective rules and re...
std::string freeText2
Second free-format text field for trader-specific or customer-related comments.
ExecRestatementReason::Enum execRestatementReason
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
UInt32 partyIdExecutingTrader
Owning User ID.
TradingSessionSubId::Enum tradingSessionSubId
Marks a a certain order as a closing auction one.
UInt64 trdRegTSEntryTime
The entry timestamp is the time of the creation of the order.
PositionEffect::Enum positionEffect
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
Enum
Identifier for subscription and retransmission of an ETI data stream.
UInt32 massOrderReportId
Mass order response identifier generated by the exchange.
std::string account
Account to book trades and keep positions on.
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
SInt64 orderQty
Total Order Quantity.
OrdType::Enum ordType
Order type.
UInt32 expireDate
Date of order expiry.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
std::vector< LegOrdGrpElem > legOrdGrp
Leg Ord Group.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
std::string partyIdBeneficiary
Mandatory final KRX beneficiary account required for orders in KRX products.
Enum
Conveys the current status of an order.
SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction
Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfM...
Enum
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
Enum
Indicates SMP involvement.
ExecType::Enum execType
The reason why this message was generated.
UInt32 matchInstCrossId
Self Match Prevention ID.
UInt64 execId
Transaction timestamp.
std::string partyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
Enum
Marks a a certain order as a closing auction one.
ApplSeqIndicator::Enum applSeqIndicator
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Enum
Execution and trading restriction parameters supported by Eurex.
TradingCapacity::Enum tradingCapacity
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
std::string partyIdOrderOriginationFirm
Partner identification at the Korea Exchange is required for orders in KRX products.
std::string fixClOrdId
User defined client order ID.