Public Member Functions | |
| ModifyOrderComplexRequest () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
| Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 60 of file ModifyOrderComplexRequest.h.
Initialize default instance.
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virtual |
Returns template ID.
Implements Message.
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virtual |
Returns string representation.
Implements Message.
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friend |
Definition at line 212 of file ModifyOrderComplexRequest.h.
| ApplSeqIndicator::Enum applSeqIndicator |
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Definition at line 123 of file ModifyOrderComplexRequest.h.
| UInt64 clOrdId |
Unique participant defined order request identifier.
Definition at line 73 of file ModifyOrderComplexRequest.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 182 of file ModifyOrderComplexRequest.h.
| 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 131 of file ModifyOrderComplexRequest.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 178 of file ModifyOrderComplexRequest.h.
| ExecInst::Enum execInst |
Instructions for order handling, represented as a bit map.
Definition at line 152 of file ModifyOrderComplexRequest.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 99 of file ModifyOrderComplexRequest.h.
| ExecutingTraderQualifier::Enum executingTraderQualifier |
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Definition at line 171 of file ModifyOrderComplexRequest.h.
| UInt32 expireDate |
Date of order expiry.
Definition at line 105 of file ModifyOrderComplexRequest.h.
| std::string fixClOrdId |
User defined client order ID.
Definition at line 197 of file ModifyOrderComplexRequest.h.
| std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 188 of file ModifyOrderComplexRequest.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 191 of file ModifyOrderComplexRequest.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 194 of file ModifyOrderComplexRequest.h.
| std::vector<LegOrdGrpElem> legOrdGrp |
Leg Ord Group.
Definition at line 203 of file ModifyOrderComplexRequest.h.
| SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 102 of file ModifyOrderComplexRequest.h.
| UInt32 matchInstCrossId |
Self Match Prevention ID.
Definition at line 108 of file ModifyOrderComplexRequest.h.
| OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision |
Order attribute liquidity provision.
Definition at line 149 of file ModifyOrderComplexRequest.h.
| UInt64 orderId |
Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.
Definition at line 70 of file ModifyOrderComplexRequest.h.
| OrderOrigination::Enum orderOrigination |
Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
Definition at line 165 of file ModifyOrderComplexRequest.h.
| SInt64 orderQty |
Total Order Quantity.
Definition at line 86 of file ModifyOrderComplexRequest.h.
| OrdType::Enum ordType |
Order type.
Definition at line 140 of file ModifyOrderComplexRequest.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 77 of file ModifyOrderComplexRequest.h.
| OwnershipIndicator::Enum ownershipIndicator |
Ownership indicator.
Definition at line 162 of file ModifyOrderComplexRequest.h.
| std::string partyEndClientIdentification |
End client identifier.
Definition at line 200 of file ModifyOrderComplexRequest.h.
| std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 120 of file ModifyOrderComplexRequest.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 90 of file ModifyOrderComplexRequest.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 94 of file ModifyOrderComplexRequest.h.
| PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier |
Party ID investment decision maker qualifier.
Definition at line 168 of file ModifyOrderComplexRequest.h.
| std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 174 of file ModifyOrderComplexRequest.h.
| std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 117 of file ModifyOrderComplexRequest.h.
| std::string partyIdPositionAccount |
Flex Account information.
Definition at line 185 of file ModifyOrderComplexRequest.h.
| std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 114 of file ModifyOrderComplexRequest.h.
| SInt64 price |
Price.
Definition at line 83 of file ModifyOrderComplexRequest.h.
| PriceValidityCheckType::Enum priceValidityCheckType |
Indicator how price validity check should be performed by the exchange.
Definition at line 143 of file ModifyOrderComplexRequest.h.
| ProductComplex::Enum productComplex |
This field qualifies an instrument type on Eurex.
Definition at line 134 of file ModifyOrderComplexRequest.h.
| SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 80 of file ModifyOrderComplexRequest.h.
| 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 127 of file ModifyOrderComplexRequest.h.
| UInt32 senderSubId |
User ID.
Definition at line 67 of file ModifyOrderComplexRequest.h.
| Side::Enum side |
Side of the order.
Definition at line 137 of file ModifyOrderComplexRequest.h.
| UInt32 targetPartyIdSessionId |
Owning Session ID.
Definition at line 111 of file ModifyOrderComplexRequest.h.
| TimeInForce::Enum timeInForce |
Execution and trading restriction parameters supported by Eurex.
Definition at line 155 of file ModifyOrderComplexRequest.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 159 of file ModifyOrderComplexRequest.h.
| ValueCheckTypeValue::Enum valueCheckTypeValue |
Indicator for checking the maximum order/quote value by the exchange.
Definition at line 146 of file ModifyOrderComplexRequest.h.
