OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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OrderExecReportBroadcast.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.
6 *
7 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
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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"
31
32#include <iosfwd>
33#include <string>
34#include <vector>
35
36namespace OnixS { namespace Eurex { namespace Trading {
37
39class ONIXS_EUREX_ETI_EXPORT OrderExecReportBroadcast : public Message
40{
41public:
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174 std::string account;
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193 std::string partyIdLocationId;
194
198
201 std::string complianceText;
202
204 std::string freeText1;
205
207 std::string freeText2;
208
210 std::string freeText3;
211
213 std::string fixClOrdId;
214
217
220
222 std::vector<LegOrdGrpElem> legOrdGrp;
223
225 std::vector<FillsGrpElem> fillsGrp;
226
228 std::vector<InstrmntLegExecGrpElem> instrmntLegExecGrp;
229
231 std::vector<OrderEventGrpElem> orderEventGrp;
232
235
237 std::string toString() const;
238
239private:
240 friend class Serializer;
241 OrderExecReportBroadcast(const void* data, size_t dataSize, MessageInfo& msgInfo);
242 void nativeSerializeTo(void* nativeMessage);
243};
244
245ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const OrderExecReportBroadcast&);
246
247}}} // namespace OnixS::Eurex::Trading
Message base class.
Definition Message.h:33
Triggered::Enum triggered
Indicates if an order has been previously triggered.
std::string partyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
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.
OrderExecReportBroadcast()
Initialize default instance.
SInt64 cxlQty
Total quantity cancelled for this order.
std::string account
Account to book trades and keep positions on.
std::string partyIdBeneficiary
Mandatory final KRX beneficiary account required for orders in KRX products.
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 partyIdSessionId
Identification of a Trading Session provided by Eurex to a certain business unit.
UInt32 massOrderReportId
Mass order response identifier generated by the exchange.
SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction
TradingSessionSubId::Enum tradingSessionSubId
Marks a a certain order as a closing auction one.
std::string partyIdLocationId
Country code. Valid characters: 0x01-0x7E.
UInt64 trdRegTSEntryTime
The entry timestamp is the time of the creation of the order.
Data applMsgId
Message key assigned to a order/quote event related Eurex ETI data stream.
ApplSeqIndicator::Enum applSeqIndicator
Indicates if the order is a Lean Order or a Standard (non lean) Order.
std::vector< OrderEventGrpElem > orderEventGrp
Order Event Group.
std::string freeText2
Second free-format text field for trader-specific or customer-related comments.
ExecInst::Enum execInst
Instructions for order handling, represented as a bit map.
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.
std::vector< LegOrdGrpElem > legOrdGrp
Leg Ord Group.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
UInt64 trdRegTSTimeOut
Matching engine out timestamp.
std::string fixClOrdId
User defined client order ID.
std::string partyIdPositionAccount
Flex Account information.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
PartyIdEnteringFirm::Enum partyIdEnteringFirm
Entering Business Unit.
TimeInForce::Enum timeInForce
Execution and trading restriction parameters supported by Eurex.
std::string partyIdOrderOriginationFirm
Partner identification at the Korea Exchange is required for orders in KRX products.
std::string freeText1
First free-format text field for trader-specific or customer-related comments.
std::string freeText3
Third free-format text field for trader-specific or customer-related comments.
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
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Enum
Instructions for order handling, represented as a bit map.
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
Execution and trading restriction parameters supported by Eurex.
Enum
Marks a a certain order as a closing auction one.
Enum
Indicates if an order has been previously triggered.