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OnixS Eurex ETI Handler C++ library
9.19.0
API documentation
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OnixS Eurex ETI Handler C++ library
9.19.0
API documentation
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#include <OnixS/Eurex/Trading/Messages/ModifyOrderRequest.h>
Public Member Functions | |
| ModifyOrderRequest () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
 Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 38 of file ModifyOrderRequest.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 192 of file ModifyOrderRequest.h.
| std::string account |
Account to book trades and keep positions on.
Definition at line 105 of file ModifyOrderRequest.h.
| ApplSeqIndicator::Enum applSeqIndicator |
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Definition at line 81 of file ModifyOrderRequest.h.
| UInt16 checkSumCorrection |
CheckSum correction.
Definition at line 180 of file ModifyOrderRequest.h.
| UInt64 clOrdId |
Unique participant defined order request identifier.
Definition at line 51 of file ModifyOrderRequest.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 120 of file ModifyOrderRequest.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 117 of file ModifyOrderRequest.h.
| ExecInst::Enum execInst |
Instructions for order handling, represented as a bit map.
Definition at line 174 of file ModifyOrderRequest.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 63 of file ModifyOrderRequest.h.
| ExecutingTraderQualifier::Enum executingTraderQualifier |
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Definition at line 138 of file ModifyOrderRequest.h.
| UInt32 expireDate |
Date of order expiry.
Definition at line 69 of file ModifyOrderRequest.h.
| std::string fixClOrdId |
User defined client order ID.
Definition at line 132 of file ModifyOrderRequest.h.
| std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 123 of file ModifyOrderRequest.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 126 of file ModifyOrderRequest.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 129 of file ModifyOrderRequest.h.
| std::vector<LegOrdGrpElem> legOrdGrp |
Leg Ord Group.
Definition at line 183 of file ModifyOrderRequest.h.
| SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 159 of file ModifyOrderRequest.h.
| UInt32 matchInstCrossId |
Self Match Prevention ID.
Definition at line 66 of file ModifyOrderRequest.h.
| OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision |
Order attribute liquidity provision.
Definition at line 147 of file ModifyOrderRequest.h.
| UInt64 orderId |
Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.
Definition at line 48 of file ModifyOrderRequest.h.
| OrderOrigination::Enum orderOrigination |
Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
Definition at line 93 of file ModifyOrderRequest.h.
| SInt64 orderQty |
Total Order Quantity.
Definition at line 165 of file ModifyOrderRequest.h.
| OrdType::Enum ordType |
Order type.
Definition at line 84 of file ModifyOrderRequest.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 54 of file ModifyOrderRequest.h.
| OwnershipIndicator::Enum ownershipIndicator |
Ownership indicator.
Definition at line 78 of file ModifyOrderRequest.h.
| std::string partyEndClientIdentification |
End client identifier.
Definition at line 135 of file ModifyOrderRequest.h.
| std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 102 of file ModifyOrderRequest.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 60 of file ModifyOrderRequest.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 144 of file ModifyOrderRequest.h.
| PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier |
Party ID investment decision maker qualifier.
Definition at line 141 of file ModifyOrderRequest.h.
| std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 114 of file ModifyOrderRequest.h.
| std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 99 of file ModifyOrderRequest.h.
| std::string partyIdPositionAccount |
Flex Account information.
Definition at line 108 of file ModifyOrderRequest.h.
| std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 96 of file ModifyOrderRequest.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 111 of file ModifyOrderRequest.h.
| SInt64 price |
Price.
Definition at line 168 of file ModifyOrderRequest.h.
| PriceValidityCheckType::Enum priceValidityCheckType |
Indicator how price validity check should be performed by the exchange.
Definition at line 87 of file ModifyOrderRequest.h.
| ProductComplex::Enum productComplex |
This field qualifies an instrument type on Eurex.
Definition at line 153 of file ModifyOrderRequest.h.
| SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 162 of file ModifyOrderRequest.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 156 of file ModifyOrderRequest.h.
| UInt32 senderSubId |
User ID.
Definition at line 45 of file ModifyOrderRequest.h.
| Side::Enum side |
Side of the order.
Definition at line 171 of file ModifyOrderRequest.h.
| SInt64 stopPx |
Stop price.
Definition at line 57 of file ModifyOrderRequest.h.
| UInt32 targetPartyIdSessionId |
Owning Session ID.
Definition at line 72 of file ModifyOrderRequest.h.
| TimeInForce::Enum timeInForce |
Execution and trading restriction parameters supported by Eurex.
Definition at line 177 of file ModifyOrderRequest.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 150 of file ModifyOrderRequest.h.
| TradingSessionSubId::Enum tradingSessionSubId |
Marks a a certain order as a closing auction one.
Definition at line 75 of file ModifyOrderRequest.h.
| ValueCheckTypeValue::Enum valueCheckTypeValue |
Indicator for checking the maximum order/quote value by the exchange.
Definition at line 90 of file ModifyOrderRequest.h.