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

Public Member Functions
	ModifyOrderComplexRequest ()

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

SInt64	price

SInt64	orderQty

UInt64	partyIdClientId

UInt64	partyIdInvestmentDecisionMaker

UInt64	executingTrader

SInt32	marketSegmentId

UInt32	expireDate

UInt32	matchInstCrossId

UInt32	targetPartyIdSessionId

std::string	partyIdTakeUpTradingFirm

std::string	partyIdOrderOriginationFirm

std::string	partyIdBeneficiary

ApplSeqIndicator::Enum	applSeqIndicator

SelfMatchPreventionInstruction::Enum	selfMatchPreventionInstruction

ProductComplex::Enum	productComplex

Side::Enum	side

OrdType::Enum	ordType

PriceValidityCheckType::Enum	priceValidityCheckType

ValueCheckTypeValue::Enum	valueCheckTypeValue

OrderAttributeLiquidityProvision::Enum	orderAttributeLiquidityProvision

ExecInst::Enum	execInst

TimeInForce::Enum	timeInForce

TradingCapacity::Enum	tradingCapacity

OwnershipIndicator::Enum	ownershipIndicator

OrderOrigination::Enum	orderOrigination

PartyIdInvestmentDecisionMakerQualifier::Enum	partyIdInvestmentDecisionMakerQualifier

ExecutingTraderQualifier::Enum	executingTraderQualifier

std::string	partyIdLocationId

CustOrderHandlingInst::Enum	custOrderHandlingInst

std::string	complianceText

std::string	partyIdPositionAccount

std::string	freeText1

std::string	freeText2

std::string	freeText3

std::string	fixClOrdId

std::string	partyEndClientIdentification

std::vector< LegOrdGrpElem >	legOrdGrp

Friends
class	Serializer

Detailed Description

Definition at line 60 of file ModifyOrderComplexRequest.h.

Constructor & Destructor Documentation

ModifyOrderComplexRequest ( )

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 199 of file ModifyOrderComplexRequest.h.

Member Data Documentation

ApplSeqIndicator::Enum applSeqIndicator

Indicates if the order is a Lean Order or a Standard (non lean) Order.

Definition at line 118 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 169 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 166 of file ModifyOrderComplexRequest.h.

ExecInst::Enum execInst

Instructions for order handling, represented as a bit map.

Definition at line 142 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 94 of file ModifyOrderComplexRequest.h.

ExecutingTraderQualifier::Enum executingTraderQualifier

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

Definition at line 160 of file ModifyOrderComplexRequest.h.

UInt32 expireDate

Date of order expiry.

Definition at line 100 of file ModifyOrderComplexRequest.h.

std::string fixClOrdId

User defined client order ID.

Definition at line 184 of file ModifyOrderComplexRequest.h.

std::string freeText1

First free-format text field for trader-specific or customer-related comments.

Definition at line 175 of file ModifyOrderComplexRequest.h.

std::string freeText2

Second free-format text field for trader-specific or customer-related comments.

Definition at line 178 of file ModifyOrderComplexRequest.h.

std::string freeText3

Third free-format text field for trader-specific or customer-related comments.

Definition at line 181 of file ModifyOrderComplexRequest.h.

std::vector<LegOrdGrpElem> legOrdGrp

Leg Ord Group.

Definition at line 190 of file ModifyOrderComplexRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 97 of file ModifyOrderComplexRequest.h.

UInt32 matchInstCrossId

Self Match Prevention ID.

Definition at line 103 of file ModifyOrderComplexRequest.h.

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 139 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 154 of file ModifyOrderComplexRequest.h.

SInt64 orderQty

Total Order Quantity.

Definition at line 85 of file ModifyOrderComplexRequest.h.

OrdType::Enum ordType

Order type.

Definition at line 130 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 76 of file ModifyOrderComplexRequest.h.

OwnershipIndicator::Enum ownershipIndicator

Ownership indicator.

Definition at line 151 of file ModifyOrderComplexRequest.h.

std::string partyEndClientIdentification

End client identifier.

Definition at line 187 of file ModifyOrderComplexRequest.h.

std::string partyIdBeneficiary

Mandatory final KRX beneficiary account required for orders in KRX products.

Definition at line 115 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 88 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 91 of file ModifyOrderComplexRequest.h.

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 157 of file ModifyOrderComplexRequest.h.

std::string partyIdLocationId

Country code. Valid characters: 0x01-0x7E.

Definition at line 163 of file ModifyOrderComplexRequest.h.

std::string partyIdOrderOriginationFirm

Partner identification at the Korea Exchange is required for orders in KRX products.

Definition at line 112 of file ModifyOrderComplexRequest.h.

std::string partyIdPositionAccount

Flex Account information.

Definition at line 172 of file ModifyOrderComplexRequest.h.

std::string partyIdTakeUpTradingFirm

Indicates the name of a member institution to which a give-up is designated.

Definition at line 109 of file ModifyOrderComplexRequest.h.

SInt64 price

Price.

Definition at line 82 of file ModifyOrderComplexRequest.h.

PriceValidityCheckType::Enum priceValidityCheckType

Indicator how price validity check should be performed by the exchange.

Definition at line 133 of file ModifyOrderComplexRequest.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 124 of file ModifyOrderComplexRequest.h.

SInt64 securityId

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

Definition at line 79 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 121 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 127 of file ModifyOrderComplexRequest.h.

UInt32 targetPartyIdSessionId

Owning Session ID.

Definition at line 106 of file ModifyOrderComplexRequest.h.

TimeInForce::Enum timeInForce

Execution and trading restriction parameters supported by Eurex.