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 35 of file DeleteOrderBroadcast.h.

Constructor & Destructor Documentation

DeleteOrderBroadcast

(

)

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 123 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 68 of file DeleteOrderBroadcast.h.

SInt64 cumQty

Cumulated executed quantity of an order.

Definition at line 81 of file DeleteOrderBroadcast.h.

SInt64 cxlQty

Total quantity cancelled for this order.

Definition at line 84 of file DeleteOrderBroadcast.h.

UInt64 execId

Transaction timestamp.

Definition at line 78 of file DeleteOrderBroadcast.h.

ExecRestatementReason::Enum execRestatementReason

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

Definition at line 96 of file DeleteOrderBroadcast.h.

ExecType::Enum execType

The reason why this message was generated.

Definition at line 105 of file DeleteOrderBroadcast.h.

std::string fixClOrdId

User defined client order ID.

Definition at line 114 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 62 of file DeleteOrderBroadcast.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 87 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 65 of file DeleteOrderBroadcast.h.

OrdStatus::Enum ordStatus

Conveys the current status of an order.

Definition at line 102 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 72 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 99 of file DeleteOrderBroadcast.h.

UInt32 partyIdEnteringTrader

Entering User ID.

Definition at line 90 of file DeleteOrderBroadcast.h.

UInt32 partyIdSessionId

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

Definition at line 93 of file DeleteOrderBroadcast.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 108 of file DeleteOrderBroadcast.h.

SInt64 securityId

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

Definition at line 75 of file DeleteOrderBroadcast.h.

Side::Enum side

Side of the order.

Definition at line 111 of file DeleteOrderBroadcast.h.

UInt64 trdRegTSTimeOut

Matching engine out timestamp.

Definition at line 42 of file DeleteOrderBroadcast.h.

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

• include/OnixS/Eurex/Trading/Messages/DeleteOrderBroadcast.h