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

Public Member Functions
	NewOrderComplexRequest ()

TemplateId::Enum	templateId () const

std::string	toString () const

Public Member Functions inherited from Message
virtual	~Message ()

Public Attributes
UInt32	senderSubId

UInt64	clOrdId

SInt64	securityId

SInt64	price

SInt64	orderQty

UInt64	partyIdClientId

UInt64	partyIdInvestmentDecisionMaker

UInt64	executingTrader

SInt32	marketSegmentId

UInt32	expireDate

UInt32	matchInstCrossId

std::string	partyIdTakeUpTradingFirm

std::string	partyIdOrderOriginationFirm

std::string	partyIdBeneficiary

ApplSeqIndicator::Enum	applSeqIndicator

SelfMatchPreventionInstruction::Enum	selfMatchPreventionInstruction

ProductComplex::Enum	productComplex

Side::Enum	side

OrdType::Enum	ordType

PriceValidityCheckType::Enum	priceValidityCheckType

ValueCheckTypeValue::Enum	valueCheckTypeValue

OrderAttributeLiquidityProvision::Enum	orderAttributeLiquidityProvision

OrderAttributeRiskReduction::Enum	orderAttributeRiskReduction

ExecInst::Enum	execInst

TimeInForce::Enum	timeInForce

TradingCapacity::Enum	tradingCapacity

OrderOrigination::Enum	orderOrigination

PartyIdInvestmentDecisionMakerQualifier::Enum	partyIdInvestmentDecisionMakerQualifier

ExecutingTraderQualifier::Enum	executingTraderQualifier

std::string	partyIdLocationId

std::string	complianceText

CustOrderHandlingInst::Enum	custOrderHandlingInst

std::string	partyIdPositionAccount

std::string	freeText1

std::string	freeText2

std::string	freeText3

std::string	fixClOrdId

std::string	partyEndClientIdentification

std::vector< LegOrdGrpElem >	legOrdGrp

Friends
class	Serializer

Detailed Description

Definition at line 37 of file NewOrderComplexRequest.h.

Constructor & Destructor Documentation

NewOrderComplexRequest ( )

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 175 of file NewOrderComplexRequest.h.

Member Data Documentation

ApplSeqIndicator::Enum applSeqIndicator

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

Definition at line 90 of file NewOrderComplexRequest.h.

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 47 of file NewOrderComplexRequest.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 141 of file NewOrderComplexRequest.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 145 of file NewOrderComplexRequest.h.

ExecInst::Enum execInst

Instructions for order handling, represented as a bit map.

Definition at line 118 of file NewOrderComplexRequest.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 69 of file NewOrderComplexRequest.h.

ExecutingTraderQualifier::Enum executingTraderQualifier

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

Definition at line 134 of file NewOrderComplexRequest.h.

UInt32 expireDate

Date of order expiry.

Definition at line 75 of file NewOrderComplexRequest.h.

std::string fixClOrdId

User defined client order ID.

Definition at line 160 of file NewOrderComplexRequest.h.

std::string freeText1

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

Definition at line 151 of file NewOrderComplexRequest.h.

std::string freeText2

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

Definition at line 154 of file NewOrderComplexRequest.h.

std::string freeText3

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

Definition at line 157 of file NewOrderComplexRequest.h.

std::vector<LegOrdGrpElem> legOrdGrp

Leg Ord Group.

Definition at line 166 of file NewOrderComplexRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 72 of file NewOrderComplexRequest.h.

UInt32 matchInstCrossId

Self Match Prevention ID.

Definition at line 78 of file NewOrderComplexRequest.h.

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 112 of file NewOrderComplexRequest.h.

OrderAttributeRiskReduction::Enum orderAttributeRiskReduction

Order attribute risk reduction.

Definition at line 115 of file NewOrderComplexRequest.h.

OrderOrigination::Enum orderOrigination

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

Definition at line 128 of file NewOrderComplexRequest.h.

SInt64 orderQty

Total Order Quantity.

Definition at line 56 of file NewOrderComplexRequest.h.

OrdType::Enum ordType

Order type.

Definition at line 103 of file NewOrderComplexRequest.h.

std::string partyEndClientIdentification

End client identifier.

Definition at line 163 of file NewOrderComplexRequest.h.

std::string partyIdBeneficiary

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

Definition at line 87 of file NewOrderComplexRequest.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 60 of file NewOrderComplexRequest.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 64 of file NewOrderComplexRequest.h.

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 131 of file NewOrderComplexRequest.h.

std::string partyIdLocationId

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

Definition at line 137 of file NewOrderComplexRequest.h.

std::string partyIdOrderOriginationFirm

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

Definition at line 84 of file NewOrderComplexRequest.h.

std::string partyIdPositionAccount

Flex Account information.

Definition at line 148 of file NewOrderComplexRequest.h.

std::string partyIdTakeUpTradingFirm

Indicates the name of a member institution to which a give-up is designated.

Definition at line 81 of file NewOrderComplexRequest.h.

SInt64 price

Price.

Definition at line 53 of file NewOrderComplexRequest.h.

PriceValidityCheckType::Enum priceValidityCheckType

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

Definition at line 106 of file NewOrderComplexRequest.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 97 of file NewOrderComplexRequest.h.

SInt64 securityId

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

Definition at line 50 of file NewOrderComplexRequest.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 94 of file NewOrderComplexRequest.h.

UInt32 senderSubId

User ID.

Definition at line 44 of file NewOrderComplexRequest.h.

Side::Enum side

Side of the order.

Definition at line 100 of file NewOrderComplexRequest.h.

TimeInForce::Enum timeInForce

Execution and trading restriction parameters supported by Eurex.

Definition at line 121 of file NewOrderComplexRequest.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.