OnixS Eurex ETI Handler C++ library  9.21.0
API documentation
DeleteOrderRequest Class Reference

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

Public Member Functions

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

Public Attributes

UInt32 senderSubId
 
UInt64 orderId
 
UInt64 clOrdId
 
UInt64 origClOrdId
 
SInt64 securityId
 
UInt64 partyIdInvestmentDecisionMaker
 
UInt64 executingTrader
 
SInt32 marketSegmentId
 
UInt32 targetPartyIdSessionId
 
OrderOrigination::Enum orderOrigination
 
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
 
ExecutingTraderQualifier::Enum executingTraderQualifier
 
std::string fixClOrdId
 
std::string complianceText
 

Friends

class Serializer
 

Detailed Description

Definition at line 35 of file DeleteOrderRequest.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 95 of file DeleteOrderRequest.h.

Member Data Documentation

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 48 of file DeleteOrderRequest.h.

std::string complianceText

This field is used to provide additional regulatory information (according to respective rules and regs, circulars and bilateral coordination between participant and Trading Surveillance Office).

Definition at line 86 of file DeleteOrderRequest.h.

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 64 of file DeleteOrderRequest.h.

ExecutingTraderQualifier::Enum executingTraderQualifier

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

Definition at line 79 of file DeleteOrderRequest.h.

std::string fixClOrdId

User defined client order ID.

Definition at line 82 of file DeleteOrderRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 67 of file DeleteOrderRequest.h.

UInt64 orderId

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

Definition at line 45 of file DeleteOrderRequest.h.

OrderOrigination::Enum orderOrigination

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

Definition at line 73 of file DeleteOrderRequest.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 52 of file DeleteOrderRequest.h.

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 59 of file DeleteOrderRequest.h.

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 76 of file DeleteOrderRequest.h.

SInt64 securityId

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

Definition at line 55 of file DeleteOrderRequest.h.

UInt32 senderSubId

User ID.

Definition at line 42 of file DeleteOrderRequest.h.

UInt32 targetPartyIdSessionId

Owning Session ID.

Definition at line 70 of file DeleteOrderRequest.h.


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