OnixS Eurex ETI Handler C++ library  9.21.0
API documentation
ModifyOrderSingleShortRequest Class Reference

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

Public Member Functions

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

Public Attributes

UInt32 senderSubId
 
UInt64 clOrdId
 
UInt64 origClOrdId
 
SInt64 price
 
SInt64 orderQty
 
UInt64 partyIdClientId
 
UInt64 partyIdInvestmentDecisionMaker
 
UInt64 executingTrader
 
UInt32 simpleSecurityId
 
UInt32 matchInstCrossId
 
UInt16 enrichmentRuleId
 
SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction
 
Side::Enum side
 
PriceValidityCheckType::Enum priceValidityCheckType
 
ValueCheckTypeValue::Enum valueCheckTypeValue
 
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
 
TimeInForce::Enum timeInForce
 
ApplSeqIndicator::Enum applSeqIndicator
 
ExecInst::Enum execInst
 
TradingCapacity::Enum tradingCapacity
 
OrderOrigination::Enum orderOrigination
 
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
 
ExecutingTraderQualifier::Enum executingTraderQualifier
 
std::string complianceText
 

Friends

class Serializer
 

Detailed Description

Definition at line 35 of file ModifyOrderSingleShortRequest.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 128 of file ModifyOrderSingleShortRequest.h.

Member Data Documentation

ApplSeqIndicator::Enum applSeqIndicator

Indicates if the order is a Lean Order or a Standard (non lean) Order.

Definition at line 99 of file ModifyOrderSingleShortRequest.h.

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 45 of file ModifyOrderSingleShortRequest.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 119 of file ModifyOrderSingleShortRequest.h.

UInt16 enrichmentRuleId

Identifies an enrichment rule.

Definition at line 77 of file ModifyOrderSingleShortRequest.h.

ExecInst::Enum execInst

Instructions for order handling, represented as a bit map.

Definition at line 102 of file ModifyOrderSingleShortRequest.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 68 of file ModifyOrderSingleShortRequest.h.

ExecutingTraderQualifier::Enum executingTraderQualifier

Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.

Definition at line 115 of file ModifyOrderSingleShortRequest.h.

UInt32 matchInstCrossId

Self Match Prevention ID.

Definition at line 74 of file ModifyOrderSingleShortRequest.h.

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 93 of file ModifyOrderSingleShortRequest.h.

OrderOrigination::Enum orderOrigination

Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.

Definition at line 109 of file ModifyOrderSingleShortRequest.h.

SInt64 orderQty

Total Order Quantity.

Definition at line 55 of file ModifyOrderSingleShortRequest.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 49 of file ModifyOrderSingleShortRequest.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 59 of file ModifyOrderSingleShortRequest.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 63 of file ModifyOrderSingleShortRequest.h.

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 112 of file ModifyOrderSingleShortRequest.h.

SInt64 price

Price.

Definition at line 52 of file ModifyOrderSingleShortRequest.h.

PriceValidityCheckType::Enum priceValidityCheckType

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

Definition at line 87 of file ModifyOrderSingleShortRequest.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 81 of file ModifyOrderSingleShortRequest.h.

UInt32 senderSubId

User ID.

Definition at line 42 of file ModifyOrderSingleShortRequest.h.

Side::Enum side

Side of the order.

Definition at line 84 of file ModifyOrderSingleShortRequest.h.

UInt32 simpleSecurityId

The instrument identifier uniquely identifies an instrument in the core system (simple instrument).

Definition at line 71 of file ModifyOrderSingleShortRequest.h.

TimeInForce::Enum timeInForce

Execution and trading restriction parameters supported by Eurex.

Definition at line 96 of file ModifyOrderSingleShortRequest.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 106 of file ModifyOrderSingleShortRequest.h.

ValueCheckTypeValue::Enum valueCheckTypeValue

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

Definition at line 90 of file ModifyOrderSingleShortRequest.h.


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