OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
ModifyOrderResponse Class Reference

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

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 38 of file ModifyOrderResponse.h.

Constructor & Destructor Documentation

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 120 of file ModifyOrderResponse.h.

Member Data Documentation

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 54 of file ModifyOrderResponse.h.

Data applMsgId

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

Definition at line 57 of file ModifyOrderResponse.h.

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 66 of file ModifyOrderResponse.h.

CrossedIndicator::Enum crossedIndicator

Indicates SMP involvement.

Definition at line 99 of file ModifyOrderResponse.h.

SInt64 cumQty

Cumulated executed quantity of an order.

Definition at line 81 of file ModifyOrderResponse.h.

SInt64 cxlQty

Total quantity cancelled for this order.

Definition at line 84 of file ModifyOrderResponse.h.

UInt64 execId

Transaction timestamp.

Definition at line 75 of file ModifyOrderResponse.h.

ExecRestatementReason::Enum execRestatementReason

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

Definition at line 96 of file ModifyOrderResponse.h.

ExecType::Enum execType

The reason why this message was generated.

Definition at line 93 of file ModifyOrderResponse.h.

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.

SInt64 leavesQty

Remaining quantity of an order.

Definition at line 78 of file ModifyOrderResponse.h.

std::vector<OrderEventGrpElem> orderEventGrp

Order Event Group.

Definition at line 111 of file ModifyOrderResponse.h.

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::Enum ordStatus

Conveys the current status of an order.

Definition at line 90 of file ModifyOrderResponse.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 69 of file ModifyOrderResponse.h.

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 51 of file ModifyOrderResponse.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 102 of file ModifyOrderResponse.h.

SInt64 securityId

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

Definition at line 72 of file ModifyOrderResponse.h.

TransactionDelayIndicator::Enum transactionDelayIndicator

Indicator for a delayed transaction.

Definition at line 108 of file ModifyOrderResponse.h.

UInt64 trdRegTSTimeIn

Matching engine in timestamp.

Definition at line 45 of file ModifyOrderResponse.h.

UInt64 trdRegTSTimeOut

Matching engine out timestamp.

Definition at line 48 of file ModifyOrderResponse.h.

UInt64 trdRegTSTimePriority

Priority timestamp.

Definition at line 87 of file ModifyOrderResponse.h.

Triggered::Enum triggered

Indicates if an order has been previously triggered.

Definition at line 105 of file ModifyOrderResponse.h.


The documentation for this class was generated from the following file: