OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
Loading...
Searching...
No Matches
CrossRequestSideGrpElem Class Reference

Public Member Functions

 CrossRequestSideGrpElem ()
std::string toString () const

Public Attributes

UInt64 clOrdId
UInt64 partyIdClientId
UInt64 partyIdInvestmentDecisionMaker
UInt64 executingTrader
SInt64 maximumPrice
UInt32 matchInstCrossId
InputSource::Enum inputSource
Side::Enum side
SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction
CrossMatchInstruction::Enum crossMatchInstruction
TradingCapacity::Enum tradingCapacity
ExecutingTraderQualifier::Enum executingTraderQualifier
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
OrderAttributeRiskReduction::Enum orderAttributeRiskReduction
OrderOrigination::Enum orderOrigination
PositionEffect::Enum positionEffect
CustOrderHandlingInst::Enum custOrderHandlingInst
std::string account
std::string partyIdPositionAccount
std::string freeText1
std::string freeText2
std::string freeText3
std::string partyIdOrderOriginationFirm
std::string partyIdBeneficiary
std::string partyIdTakeUpTradingFirm
std::string sideComplianceText
std::string partyIdLocationId
std::string partyEndClientIdentification

Friends

class Serializer

Detailed Description

Definition at line 36 of file EnterCLIPRequest.h.

Constructor & Destructor Documentation

◆ CrossRequestSideGrpElem()

Initialize default instance.

Member Function Documentation

◆ toString()

std::string toString ( ) const

Returns string representation.

◆ Serializer

friend class Serializer
friend

Definition at line 142 of file EnterCLIPRequest.h.

Member Data Documentation

◆ account

std::string account

Account to book trades and keep positions on.

Definition at line 106 of file EnterCLIPRequest.h.

◆ clOrdId

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 43 of file EnterCLIPRequest.h.

◆ crossMatchInstruction

CrossMatchInstruction::Enum crossMatchInstruction

Indicate the instruction for SMP. Applicable only when MatchInstCrossID (28744) is set. When CrossMatchInstruction is not set the default value is defined by the exchange.

Definition at line 76 of file EnterCLIPRequest.h.

◆ custOrderHandlingInst

CustOrderHandlingInst::Enum custOrderHandlingInst

Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier. The field is for participant use only. Valid characters: 0x20, 0x22-0x7B, 0x7D, 0x7E.

Definition at line 103 of file EnterCLIPRequest.h.

◆ executingTrader

UInt64 executingTrader

Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm within the member or participant of the trading venue who is responsible for the execution of the transaction resulting from the order.

Definition at line 56 of file EnterCLIPRequest.h.

◆ executingTraderQualifier

ExecutingTraderQualifier::Enum executingTraderQualifier

Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.

Definition at line 83 of file EnterCLIPRequest.h.

◆ freeText1

std::string freeText1

First free-format text field for trader-specific or customer-related comments.

Definition at line 112 of file EnterCLIPRequest.h.

◆ freeText2

std::string freeText2

Second free-format text field for trader-specific or customer-related comments.

Definition at line 115 of file EnterCLIPRequest.h.

◆ freeText3

std::string freeText3

Third free-format text field for trader-specific or customer-related comments.

Definition at line 118 of file EnterCLIPRequest.h.

◆ inputSource

InputSource::Enum inputSource

Role on/for a message.

Definition at line 65 of file EnterCLIPRequest.h.

◆ matchInstCrossId

UInt32 matchInstCrossId

Self Match Prevention ID.

Definition at line 62 of file EnterCLIPRequest.h.

◆ maximumPrice

SInt64 maximumPrice

Maximum Price.

Definition at line 59 of file EnterCLIPRequest.h.

◆ orderAttributeLiquidityProvision

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 86 of file EnterCLIPRequest.h.

◆ orderAttributeRiskReduction

OrderAttributeRiskReduction::Enum orderAttributeRiskReduction

Order attribute risk reduction.

Definition at line 92 of file EnterCLIPRequest.h.

◆ orderOrigination

OrderOrigination::Enum orderOrigination

Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.

Definition at line 95 of file EnterCLIPRequest.h.

◆ partyEndClientIdentification

std::string partyEndClientIdentification

End client identifier.

Definition at line 136 of file EnterCLIPRequest.h.

◆ partyIdBeneficiary

std::string partyIdBeneficiary

Mandatory final KRX beneficiary account required for orders in KRX products.

Definition at line 124 of file EnterCLIPRequest.h.

◆ partyIdClientId

UInt64 partyIdClientId

Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent account of the member or participant of the trading venue.

Definition at line 47 of file EnterCLIPRequest.h.

◆ partyIdInvestmentDecisionMaker

UInt64 partyIdInvestmentDecisionMaker

Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or the algorithm within the member or participant of the Trading Venue who is responsible for the investment decision.

Definition at line 51 of file EnterCLIPRequest.h.

◆ partyIdInvestmentDecisionMakerQualifier

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 89 of file EnterCLIPRequest.h.

◆ partyIdLocationId

std::string partyIdLocationId

Country code. Valid characters: 0x01-0x7E.

Definition at line 133 of file EnterCLIPRequest.h.

◆ partyIdOrderOriginationFirm

std::string partyIdOrderOriginationFirm

Partner identification at the Korea Exchange is required for orders in KRX products.

Definition at line 121 of file EnterCLIPRequest.h.

◆ partyIdPositionAccount

std::string partyIdPositionAccount

Flex Account information.

Definition at line 109 of file EnterCLIPRequest.h.

◆ partyIdTakeUpTradingFirm

std::string partyIdTakeUpTradingFirm

Indicates the name of a member institution to which a give-up is designated.

Definition at line 127 of file EnterCLIPRequest.h.

◆ positionEffect

PositionEffect::Enum positionEffect

Field is used for Eurex position management purposes and indicates whether the order is submitted to open or close a position.

Definition at line 99 of file EnterCLIPRequest.h.

◆ selfMatchPreventionInstruction

SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction

Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfMatchPreventionInstruction is 100 (Reject cross on business unit level).

Definition at line 72 of file EnterCLIPRequest.h.

◆ side

Side::Enum side

Side of the order.

Definition at line 68 of file EnterCLIPRequest.h.

◆ sideComplianceText

std::string sideComplianceText

Side compliance text.

Definition at line 130 of file EnterCLIPRequest.h.

◆ tradingCapacity

TradingCapacity::Enum tradingCapacity

This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as a market maker.

Definition at line 80 of file EnterCLIPRequest.h.