#include <OnixS/Eurex/Trading/Messages/ModifyOrderSingleRequest.h>
Public Member Functions | |
| ModifyOrderSingleRequest () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
| Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 35 of file ModifyOrderSingleRequest.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 197 of file ModifyOrderSingleRequest.h.
| std::string account |
Account to book trades and keep positions on.
Definition at line 152 of file ModifyOrderSingleRequest.h.
| ApplSeqIndicator::Enum applSeqIndicator |
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Definition at line 109 of file ModifyOrderSingleRequest.h.
| UInt64 clOrdId |
Unique participant defined order request identifier.
Definition at line 48 of file ModifyOrderSingleRequest.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 173 of file ModifyOrderSingleRequest.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 97 of file ModifyOrderSingleRequest.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 169 of file ModifyOrderSingleRequest.h.
| ExecInst::Enum execInst |
Instructions for order handling, represented as a bit map.
Definition at line 133 of file ModifyOrderSingleRequest.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 77 of file ModifyOrderSingleRequest.h.
| ExecutingTraderQualifier::Enum executingTraderQualifier |
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Definition at line 149 of file ModifyOrderSingleRequest.h.
| UInt32 expireDate |
Date of order expiry.
Definition at line 80 of file ModifyOrderSingleRequest.h.
| std::string fixClOrdId |
User defined client order ID.
Definition at line 185 of file ModifyOrderSingleRequest.h.
| std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 176 of file ModifyOrderSingleRequest.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 179 of file ModifyOrderSingleRequest.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 182 of file ModifyOrderSingleRequest.h.
| SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 83 of file ModifyOrderSingleRequest.h.
| UInt32 matchInstCrossId |
Self Match Prevention ID.
Definition at line 86 of file ModifyOrderSingleRequest.h.
| OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision |
Order attribute liquidity provision.
Definition at line 127 of file ModifyOrderSingleRequest.h.
| UInt64 orderId |
Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.
Definition at line 45 of file ModifyOrderSingleRequest.h.
| OrderOrigination::Enum orderOrigination |
Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
Definition at line 143 of file ModifyOrderSingleRequest.h.
| SInt64 orderQty |
Total Order Quantity.
Definition at line 61 of file ModifyOrderSingleRequest.h.
| OrdType::Enum ordType |
Order type.
Definition at line 118 of file ModifyOrderSingleRequest.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 52 of file ModifyOrderSingleRequest.h.
| OwnershipIndicator::Enum ownershipIndicator |
Ownership indicator.
Definition at line 162 of file ModifyOrderSingleRequest.h.
| std::string partyEndClientIdentification |
End client identifier.
Definition at line 188 of file ModifyOrderSingleRequest.h.
| std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 106 of file ModifyOrderSingleRequest.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 68 of file ModifyOrderSingleRequest.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 72 of file ModifyOrderSingleRequest.h.
| PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier |
Party ID investment decision maker qualifier.
Definition at line 146 of file ModifyOrderSingleRequest.h.
| std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 165 of file ModifyOrderSingleRequest.h.
| std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 103 of file ModifyOrderSingleRequest.h.
| std::string partyIdPositionAccount |
Flex Account information.
Definition at line 155 of file ModifyOrderSingleRequest.h.
| std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 100 of file ModifyOrderSingleRequest.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 159 of file ModifyOrderSingleRequest.h.
| SInt64 price |
Price.
Definition at line 58 of file ModifyOrderSingleRequest.h.
| PriceValidityCheckType::Enum priceValidityCheckType |
Indicator how price validity check should be performed by the exchange.
Definition at line 121 of file ModifyOrderSingleRequest.h.
| ProductComplex::Enum productComplex |
This field qualifies an instrument type on Eurex.
Definition at line 112 of file ModifyOrderSingleRequest.h.
| SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 55 of file ModifyOrderSingleRequest.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 93 of file ModifyOrderSingleRequest.h.
| UInt32 senderSubId |
User ID.
Definition at line 42 of file ModifyOrderSingleRequest.h.
| Side::Enum side |
Side of the order.
Definition at line 115 of file ModifyOrderSingleRequest.h.
| SInt64 stopPx |
Stop price.
Definition at line 64 of file ModifyOrderSingleRequest.h.
| UInt32 targetPartyIdSessionId |
Owning Session ID.
Definition at line 89 of file ModifyOrderSingleRequest.h.
| TimeInForce::Enum timeInForce |
Execution and trading restriction parameters supported by Eurex.
Definition at line 130 of file ModifyOrderSingleRequest.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 140 of file ModifyOrderSingleRequest.h.
| TradingSessionSubId::Enum tradingSessionSubId |
Marks a a certain order as a closing auction one.
Definition at line 136 of file ModifyOrderSingleRequest.h.
| ValueCheckTypeValue::Enum valueCheckTypeValue |
Indicator for checking the maximum order/quote value by the exchange.
Definition at line 124 of file ModifyOrderSingleRequest.h.
