OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
Loading...
Searching...
No Matches
ModifyOrderResponse Class Reference

Public Member Functions

 ModifyOrderResponse ()
TemplateId::Enum templateId () const
std::string toString () const
Public Member Functions inherited from Message
virtual ~Message ()

Public Attributes

UInt64 trdRegTSTimeIn
UInt64 trdRegTSTimeOut
UInt16 partitionId
ApplId::Enum applId
Data applMsgId
LastFragment::Enum lastFragment
UInt64 orderId
UInt64 clOrdId
UInt64 origClOrdId
SInt64 securityId
UInt64 execId
SInt64 leavesQty
SInt64 cumQty
SInt64 cxlQty
UInt64 trdRegTSTimePriority
OrdStatus::Enum ordStatus
ExecType::Enum execType
ExecRestatementReason::Enum execRestatementReason
CrossedIndicator::Enum crossedIndicator
ProductComplex::Enum productComplex
Triggered::Enum triggered
TransactionDelayIndicator::Enum transactionDelayIndicator
std::vector< OrderEventGrpElemorderEventGrp

Friends

class Serializer

Detailed Description

Definition at line 37 of file ModifyOrderResponse.h.

Constructor & Destructor Documentation

◆ ModifyOrderResponse()

Initialize default instance.

Member Function Documentation

◆ templateId()

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

◆ toString()

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

◆ Serializer

friend class Serializer
friend

Definition at line 121 of file ModifyOrderResponse.h.

Member Data Documentation

◆ applId

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 53 of file ModifyOrderResponse.h.

◆ applMsgId

Data applMsgId

Message key assigned to a order/quote event related Eurex ETI data stream.

Definition at line 56 of file ModifyOrderResponse.h.

◆ clOrdId

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 66 of file ModifyOrderResponse.h.

◆ crossedIndicator

CrossedIndicator::Enum crossedIndicator

Indicates SMP involvement.

Definition at line 100 of file ModifyOrderResponse.h.

◆ cumQty

SInt64 cumQty

Cumulated executed quantity of an order.

Definition at line 82 of file ModifyOrderResponse.h.

◆ cxlQty

SInt64 cxlQty

Total quantity cancelled for this order.

Definition at line 85 of file ModifyOrderResponse.h.

◆ execId

UInt64 execId

Transaction timestamp.

Definition at line 76 of file ModifyOrderResponse.h.

◆ execRestatementReason

ExecRestatementReason::Enum execRestatementReason

Code to further qualify the field ExecType (150) of the Execution Report (8) message.

Definition at line 97 of file ModifyOrderResponse.h.

◆ execType

ExecType::Enum execType

The reason why this message was generated.

Definition at line 94 of file ModifyOrderResponse.h.

◆ lastFragment

LastFragment::Enum lastFragment

Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.

Definition at line 60 of file ModifyOrderResponse.h.

◆ leavesQty

SInt64 leavesQty

Remaining quantity of an order.

Definition at line 79 of file ModifyOrderResponse.h.

◆ orderEventGrp

std::vector<OrderEventGrpElem> orderEventGrp

Order Event Group.

Definition at line 112 of file ModifyOrderResponse.h.

◆ orderId

UInt64 orderId

Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.

Definition at line 63 of file ModifyOrderResponse.h.

◆ ordStatus

OrdStatus::Enum ordStatus

Conveys the current status of an order.

Definition at line 91 of file ModifyOrderResponse.h.

◆ origClOrdId

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 70 of file ModifyOrderResponse.h.

◆ partitionId

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 50 of file ModifyOrderResponse.h.

◆ productComplex

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 103 of file ModifyOrderResponse.h.

◆ securityId

SInt64 securityId

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

Definition at line 73 of file ModifyOrderResponse.h.

◆ transactionDelayIndicator

TransactionDelayIndicator::Enum transactionDelayIndicator

Indicator for a delayed transaction.

Definition at line 109 of file ModifyOrderResponse.h.

◆ trdRegTSTimeIn

UInt64 trdRegTSTimeIn

Matching engine in timestamp.

Definition at line 44 of file ModifyOrderResponse.h.

◆ trdRegTSTimeOut

UInt64 trdRegTSTimeOut

Matching engine out timestamp.

Definition at line 47 of file ModifyOrderResponse.h.

◆ trdRegTSTimePriority

UInt64 trdRegTSTimePriority

Priority timestamp.

Definition at line 88 of file ModifyOrderResponse.h.

◆ triggered

Triggered::Enum triggered

Indicates if an order has been previously triggered.

Definition at line 106 of file ModifyOrderResponse.h.