OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
DeleteOrderBroadcast Class Reference

#include <OnixS/Eurex/Trading/Messages/DeleteOrderBroadcast.h>

Public Member Functions

 DeleteOrderBroadcast ()
 
TemplateId::Enum templateId () const
 
std::string toString () const
 
- Public Member Functions inherited from Message
virtual ~Message ()
 

Public Attributes

UInt64 trdRegTSTimeOut
 
UInt32 applSubId
 
UInt16 partitionId
 
Data applMsgId
 
ApplId::Enum applId
 
ApplResendFlag::Enum applResendFlag
 
LastFragment::Enum lastFragment
 
UInt64 orderId
 
UInt64 clOrdId
 
UInt64 origClOrdId
 
SInt64 securityId
 
UInt64 execId
 
SInt64 cumQty
 
SInt64 cxlQty
 
SInt32 marketSegmentId
 
UInt32 partyIdEnteringTrader
 
UInt32 partyIdSessionId
 
ExecRestatementReason::Enum execRestatementReason
 
PartyIdEnteringFirm::Enum partyIdEnteringFirm
 
OrdStatus::Enum ordStatus
 
ExecType::Enum execType
 
ProductComplex::Enum productComplex
 
Side::Enum side
 
std::string fixClOrdId
 

Friends

class Serializer
 

Detailed Description

Definition at line 36 of file DeleteOrderBroadcast.h.

Constructor & Destructor Documentation

Initialize default instance.

Member Function Documentation

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

Friends And Related Function Documentation

friend class Serializer
friend

Definition at line 121 of file DeleteOrderBroadcast.h.

Member Data Documentation

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 55 of file DeleteOrderBroadcast.h.

Data applMsgId

Message key assigned to a order/quote event related Eurex ETI data stream.

Definition at line 52 of file DeleteOrderBroadcast.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 58 of file DeleteOrderBroadcast.h.

UInt32 applSubId

Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to the related subscription.

Definition at line 46 of file DeleteOrderBroadcast.h.

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 67 of file DeleteOrderBroadcast.h.

SInt64 cumQty

Cumulated executed quantity of an order.

Definition at line 79 of file DeleteOrderBroadcast.h.

SInt64 cxlQty

Total quantity cancelled for this order.

Definition at line 82 of file DeleteOrderBroadcast.h.

UInt64 execId

Transaction timestamp.

Definition at line 76 of file DeleteOrderBroadcast.h.

ExecRestatementReason::Enum execRestatementReason

Code to further qualify the field ExecType (150) of the Execution Report (8) message.

Definition at line 94 of file DeleteOrderBroadcast.h.

ExecType::Enum execType

The reason why this message was generated.

Definition at line 103 of file DeleteOrderBroadcast.h.

std::string fixClOrdId

User defined client order ID.

Definition at line 112 of file DeleteOrderBroadcast.h.

LastFragment::Enum lastFragment

Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.

Definition at line 61 of file DeleteOrderBroadcast.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 85 of file DeleteOrderBroadcast.h.

UInt64 orderId

Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.

Definition at line 64 of file DeleteOrderBroadcast.h.

OrdStatus::Enum ordStatus

Conveys the current status of an order.

Definition at line 100 of file DeleteOrderBroadcast.h.

UInt64 origClOrdId

ClOrdID (11) of the last successfully processed task (request) referring to the specific order; used for client order ID chaining.

Definition at line 70 of file DeleteOrderBroadcast.h.

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 49 of file DeleteOrderBroadcast.h.

PartyIdEnteringFirm::Enum partyIdEnteringFirm

Entering Business Unit.

Definition at line 97 of file DeleteOrderBroadcast.h.

UInt32 partyIdEnteringTrader

Entering User ID.

Definition at line 88 of file DeleteOrderBroadcast.h.

UInt32 partyIdSessionId

Identification of a Trading Session provided by Eurex to a certain business unit.

Definition at line 91 of file DeleteOrderBroadcast.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 106 of file DeleteOrderBroadcast.h.

SInt64 securityId

The instrument identifier uniquely identifies an instrument in the core system.

Definition at line 73 of file DeleteOrderBroadcast.h.

Side::Enum side

Side of the order.

Definition at line 109 of file DeleteOrderBroadcast.h.

UInt64 trdRegTSTimeOut

Matching engine out timestamp.

Definition at line 43 of file DeleteOrderBroadcast.h.


The documentation for this class was generated from the following file: