Public Member Functions | |
| MassOrder () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
| Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 71 of file MassOrder.h.
| MassOrder | ( | ) |
Initialize default instance.
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virtual |
Returns template ID.
Implements Message.
|
virtual |
Returns string representation.
Implements Message.
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friend |
Definition at line 176 of file MassOrder.h.
| std::string account |
Account to book trades and keep positions on.
Definition at line 134 of file MassOrder.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 152 of file MassOrder.h.
| 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 148 of file MassOrder.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 94 of file MassOrder.h.
| ExecutingTraderQualifier::Enum executingTraderQualifier |
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Definition at line 131 of file MassOrder.h.
| std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 155 of file MassOrder.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 158 of file MassOrder.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 161 of file MassOrder.h.
| UInt64 massOrderRequestId |
Customer defined mass order identifier.
Definition at line 81 of file MassOrder.h.
| OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision |
Order attribute liquidity provision.
Definition at line 112 of file MassOrder.h.
| OrderAttributeRiskReduction::Enum orderAttributeRiskReduction |
Order attribute risk reduction.
Definition at line 115 of file MassOrder.h.
| std::vector<OrderEntryGrpElem> orderEntryGrp |
Order Entry Group.
Definition at line 167 of file MassOrder.h.
| OrderOrigination::Enum orderOrigination |
Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
Definition at line 125 of file MassOrder.h.
| std::string partyEndClientIdentification |
End client identifier.
Definition at line 164 of file MassOrder.h.
| std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 103 of file MassOrder.h.
| 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 85 of file MassOrder.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 89 of file MassOrder.h.
| PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier |
Party ID investment decision maker qualifier.
Definition at line 128 of file MassOrder.h.
| std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 144 of file MassOrder.h.
| std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 100 of file MassOrder.h.
| std::string partyIdPositionAccount |
Flex Account information.
Definition at line 137 of file MassOrder.h.
| std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 97 of file MassOrder.h.
| 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 141 of file MassOrder.h.
| PriceValidityCheckType::Enum priceValidityCheckType |
Indicator how price validity check should be performed by the exchange.
Definition at line 106 of file MassOrder.h.
| UInt32 senderSubId |
User ID.
Definition at line 78 of file MassOrder.h.
| 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 122 of file MassOrder.h.
| TradingSessionSubId::Enum tradingSessionSubId |
Marks a a certain order as a closing auction one.
Definition at line 118 of file MassOrder.h.
| ValueCheckTypeValue::Enum valueCheckTypeValue |
Indicator for checking the maximum order/quote value by the exchange.
Definition at line 109 of file MassOrder.h.
