OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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ModifyOrderSingleRequest Class Reference

Public Member Functions

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

Public Attributes

UInt32 senderSubId
UInt64 orderId
UInt64 clOrdId
UInt64 origClOrdId
SInt64 securityId
SInt64 price
SInt64 orderQty
SInt64 stopPx
UInt64 partyIdClientId
UInt64 partyIdInvestmentDecisionMaker
UInt64 executingTrader
UInt32 expireDate
SInt32 marketSegmentId
UInt32 matchInstCrossId
UInt32 targetPartyIdSessionId
SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction
CrossMatchInstruction::Enum crossMatchInstruction
std::string partyIdTakeUpTradingFirm
std::string partyIdOrderOriginationFirm
std::string partyIdBeneficiary
ApplSeqIndicator::Enum applSeqIndicator
ProductComplex::Enum productComplex
Side::Enum side
OrdType::Enum ordType
PriceValidityCheckType::Enum priceValidityCheckType
ValueCheckTypeValue::Enum valueCheckTypeValue
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
TimeInForce::Enum timeInForce
ExecInst::Enum execInst
TradingSessionSubId::Enum tradingSessionSubId
TradingCapacity::Enum tradingCapacity
OrderOrigination::Enum orderOrigination
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
ExecutingTraderQualifier::Enum executingTraderQualifier
std::string account
std::string partyIdPositionAccount
PositionEffect::Enum positionEffect
OwnershipIndicator::Enum ownershipIndicator
std::string partyIdLocationId
CustOrderHandlingInst::Enum custOrderHandlingInst
std::string complianceText
std::string freeText1
std::string freeText2
std::string freeText3
std::string fixClOrdId
std::string partyEndClientIdentification

Friends

class Serializer

Detailed Description

Definition at line 35 of file ModifyOrderSingleRequest.h.

Constructor & Destructor Documentation

◆ ModifyOrderSingleRequest()

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 197 of file ModifyOrderSingleRequest.h.

Member Data Documentation

◆ account

std::string account

Account to book trades and keep positions on.

Definition at line 152 of file ModifyOrderSingleRequest.h.

◆ applSeqIndicator

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.

◆ clOrdId

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 48 of file ModifyOrderSingleRequest.h.

◆ complianceText

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

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

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

ExecInst::Enum execInst

Instructions for order handling, represented as a bit map.

Definition at line 133 of file ModifyOrderSingleRequest.h.

◆ executingTrader

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

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.

◆ expireDate

UInt32 expireDate

Date of order expiry.

Definition at line 80 of file ModifyOrderSingleRequest.h.

◆ fixClOrdId

std::string fixClOrdId

User defined client order ID.

Definition at line 185 of file ModifyOrderSingleRequest.h.

◆ freeText1

std::string freeText1

First free-format text field for trader-specific or customer-related comments.

Definition at line 176 of file ModifyOrderSingleRequest.h.

◆ freeText2

std::string freeText2

Second free-format text field for trader-specific or customer-related comments.

Definition at line 179 of file ModifyOrderSingleRequest.h.

◆ freeText3

std::string freeText3

Third free-format text field for trader-specific or customer-related comments.

Definition at line 182 of file ModifyOrderSingleRequest.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 83 of file ModifyOrderSingleRequest.h.

◆ matchInstCrossId

UInt32 matchInstCrossId

Self Match Prevention ID.

Definition at line 86 of file ModifyOrderSingleRequest.h.

◆ orderAttributeLiquidityProvision

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 127 of file ModifyOrderSingleRequest.h.

◆ orderId

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

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.

◆ orderQty

SInt64 orderQty

Total Order Quantity.

Definition at line 61 of file ModifyOrderSingleRequest.h.

◆ ordType

OrdType::Enum ordType

Order type.

Definition at line 118 of file ModifyOrderSingleRequest.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 52 of file ModifyOrderSingleRequest.h.

◆ ownershipIndicator

OwnershipIndicator::Enum ownershipIndicator

Ownership indicator.

Definition at line 162 of file ModifyOrderSingleRequest.h.

◆ partyEndClientIdentification

std::string partyEndClientIdentification

End client identifier.

Definition at line 188 of file ModifyOrderSingleRequest.h.

◆ partyIdBeneficiary

std::string partyIdBeneficiary

Mandatory final KRX beneficiary account required for orders in KRX products.

Definition at line 106 of file ModifyOrderSingleRequest.h.

◆ partyIdClientId

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.

◆ partyIdInvestmentDecisionMaker

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

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 146 of file ModifyOrderSingleRequest.h.

◆ partyIdLocationId

std::string partyIdLocationId

Country code. Valid characters: 0x01-0x7E.

Definition at line 165 of file ModifyOrderSingleRequest.h.

◆ partyIdOrderOriginationFirm

std::string partyIdOrderOriginationFirm

Partner identification at the Korea Exchange is required for orders in KRX products.

Definition at line 103 of file ModifyOrderSingleRequest.h.

◆ partyIdPositionAccount

std::string partyIdPositionAccount

Flex Account information.

Definition at line 155 of file ModifyOrderSingleRequest.h.

◆ partyIdTakeUpTradingFirm

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

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.

◆ price

SInt64 price

Price.

Definition at line 58 of file ModifyOrderSingleRequest.h.

◆ priceValidityCheckType

PriceValidityCheckType::Enum priceValidityCheckType

Indicator how price validity check should be performed by the exchange.

Definition at line 121 of file ModifyOrderSingleRequest.h.

◆ productComplex

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 112 of file ModifyOrderSingleRequest.h.

◆ securityId

SInt64 securityId

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

Definition at line 55 of file ModifyOrderSingleRequest.h.

◆ selfMatchPreventionInstruction

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.

◆ senderSubId

UInt32 senderSubId

User ID.

Definition at line 42 of file ModifyOrderSingleRequest.h.

◆ side

Side::Enum side

Side of the order.

Definition at line 115 of file ModifyOrderSingleRequest.h.

◆ stopPx

SInt64 stopPx

Stop price.

Definition at line 64 of file ModifyOrderSingleRequest.h.

◆ targetPartyIdSessionId

UInt32 targetPartyIdSessionId

Owning Session ID.

Definition at line 89 of file ModifyOrderSingleRequest.h.

◆ timeInForce

TimeInForce::Enum timeInForce

Execution and trading restriction parameters supported by Eurex.

Definition at line 130 of file ModifyOrderSingleRequest.h.

◆ tradingCapacity

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

TradingSessionSubId::Enum tradingSessionSubId

Marks a a certain order as a closing auction one.

Definition at line 136 of file ModifyOrderSingleRequest.h.

◆ valueCheckTypeValue

ValueCheckTypeValue::Enum valueCheckTypeValue

Indicator for checking the maximum order/quote value by the exchange.

Definition at line 124 of file ModifyOrderSingleRequest.h.