#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 60 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 228 of file ModifyOrderRequest.h.
| std::string account |
Account to book trades and keep positions on.
Definition at line 131 of file ModifyOrderRequest.h.
| ApplSeqIndicator::Enum applSeqIndicator |
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Definition at line 107 of file ModifyOrderRequest.h.
| UInt16 checkSumCorrection |
CheckSum correction.
Definition at line 216 of file ModifyOrderRequest.h.
| UInt64 clOrdId |
Unique participant defined order request identifier.
Definition at line 73 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 149 of file ModifyOrderRequest.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 192 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 145 of file ModifyOrderRequest.h.
| ExecInst::Enum execInst |
Instructions for order handling, represented as a bit map.
Definition at line 210 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 89 of file ModifyOrderRequest.h.
| ExecutingTraderQualifier::Enum executingTraderQualifier |
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Definition at line 167 of file ModifyOrderRequest.h.
| UInt32 expireDate |
Date of order expiry.
Definition at line 95 of file ModifyOrderRequest.h.
| std::string fixClOrdId |
User defined client order ID.
Definition at line 161 of file ModifyOrderRequest.h.
| std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 152 of file ModifyOrderRequest.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 155 of file ModifyOrderRequest.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 158 of file ModifyOrderRequest.h.
| std::vector<LegOrdGrpElem> legOrdGrp |
Leg Ord Group.
Definition at line 219 of file ModifyOrderRequest.h.
| SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 195 of file ModifyOrderRequest.h.
| UInt32 matchInstCrossId |
Self Match Prevention ID.
Definition at line 92 of file ModifyOrderRequest.h.
| OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision |
Order attribute liquidity provision.
Definition at line 177 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 70 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 119 of file ModifyOrderRequest.h.
| SInt64 orderQty |
Total Order Quantity.
Definition at line 201 of file ModifyOrderRequest.h.
| OrdType::Enum ordType |
Order type.
Definition at line 110 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 77 of file ModifyOrderRequest.h.
| OwnershipIndicator::Enum ownershipIndicator |
Ownership indicator.
Definition at line 104 of file ModifyOrderRequest.h.
| std::string partyEndClientIdentification |
End client identifier.
Definition at line 164 of file ModifyOrderRequest.h.
| std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 128 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 84 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 174 of file ModifyOrderRequest.h.
| PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier |
Party ID investment decision maker qualifier.
Definition at line 170 of file ModifyOrderRequest.h.
| std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 141 of file ModifyOrderRequest.h.
| std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 125 of file ModifyOrderRequest.h.
| std::string partyIdPositionAccount |
Flex Account information.
Definition at line 134 of file ModifyOrderRequest.h.
| std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 122 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 138 of file ModifyOrderRequest.h.
| SInt64 price |
Price.
Definition at line 204 of file ModifyOrderRequest.h.
| PriceValidityCheckType::Enum priceValidityCheckType |
Indicator how price validity check should be performed by the exchange.
Definition at line 113 of file ModifyOrderRequest.h.
| ProductComplex::Enum productComplex |
This field qualifies an instrument type on Eurex.
Definition at line 184 of file ModifyOrderRequest.h.
| SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 198 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 188 of file ModifyOrderRequest.h.
| UInt32 senderSubId |
User ID.
Definition at line 67 of file ModifyOrderRequest.h.
| Side::Enum side |
Side of the order.
Definition at line 207 of file ModifyOrderRequest.h.
| SInt64 stopPx |
Stop price.
Definition at line 80 of file ModifyOrderRequest.h.
| UInt32 targetPartyIdSessionId |
Owning Session ID.
Definition at line 98 of file ModifyOrderRequest.h.
| TimeInForce::Enum timeInForce |
Execution and trading restriction parameters supported by Eurex.
Definition at line 213 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 181 of file ModifyOrderRequest.h.
| TradingSessionSubId::Enum tradingSessionSubId |
Marks a a certain order as a closing auction one.
Definition at line 101 of file ModifyOrderRequest.h.
| ValueCheckTypeValue::Enum valueCheckTypeValue |
Indicator for checking the maximum order/quote value by the exchange.
Definition at line 116 of file ModifyOrderRequest.h.
