#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 () |
Friends | |
class | Serializer |
Definition at line 38 of file NewOrderComplexRequest.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 168 of file NewOrderComplexRequest.h.
ApplSeqIndicator::Enum applSeqIndicator |
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Definition at line 87 of file NewOrderComplexRequest.h.
UInt64 clOrdId |
Unique participant defined order request identifier.
Definition at line 48 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 135 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 138 of file NewOrderComplexRequest.h.
ExecInst::Enum execInst |
Instructions for order handling, represented as a bit map.
Definition at line 114 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 66 of file NewOrderComplexRequest.h.
ExecutingTraderQualifier::Enum executingTraderQualifier |
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Definition at line 129 of file NewOrderComplexRequest.h.
UInt32 expireDate |
Date of order expiry.
Definition at line 72 of file NewOrderComplexRequest.h.
std::string fixClOrdId |
User defined client order ID.
Definition at line 153 of file NewOrderComplexRequest.h.
std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 144 of file NewOrderComplexRequest.h.
std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 147 of file NewOrderComplexRequest.h.
std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 150 of file NewOrderComplexRequest.h.
std::vector<LegOrdGrpElem> legOrdGrp |
Leg Ord Group.
Definition at line 159 of file NewOrderComplexRequest.h.
SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 69 of file NewOrderComplexRequest.h.
UInt32 matchInstCrossId |
Self Match Prevention ID.
Definition at line 75 of file NewOrderComplexRequest.h.
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision |
Order attribute liquidity provision.
Definition at line 108 of file NewOrderComplexRequest.h.
OrderAttributeRiskReduction::Enum orderAttributeRiskReduction |
Order attribute risk reduction.
Definition at line 111 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 123 of file NewOrderComplexRequest.h.
SInt64 orderQty |
Total Order Quantity.
Definition at line 57 of file NewOrderComplexRequest.h.
OrdType::Enum ordType |
Order type.
Definition at line 99 of file NewOrderComplexRequest.h.
std::string partyEndClientIdentification |
End client identifier.
Definition at line 156 of file NewOrderComplexRequest.h.
std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 84 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 63 of file NewOrderComplexRequest.h.
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier |
Party ID investment decision maker qualifier.
Definition at line 126 of file NewOrderComplexRequest.h.
std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 132 of file NewOrderComplexRequest.h.
std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 81 of file NewOrderComplexRequest.h.
std::string partyIdPositionAccount |
Flex Account information.
Definition at line 141 of file NewOrderComplexRequest.h.
std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 78 of file NewOrderComplexRequest.h.
SInt64 price |
Price.
Definition at line 54 of file NewOrderComplexRequest.h.
PriceValidityCheckType::Enum priceValidityCheckType |
Indicator how price validity check should be performed by the exchange.
Definition at line 102 of file NewOrderComplexRequest.h.
ProductComplex::Enum productComplex |
This field qualifies an instrument type on Eurex.
Definition at line 93 of file NewOrderComplexRequest.h.
SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 51 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 90 of file NewOrderComplexRequest.h.
UInt32 senderSubId |
User ID.
Definition at line 45 of file NewOrderComplexRequest.h.
Side::Enum side |
Side of the order.
Definition at line 96 of file NewOrderComplexRequest.h.
TimeInForce::Enum timeInForce |
Execution and trading restriction parameters supported by Eurex.
Definition at line 117 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.
Definition at line 120 of file NewOrderComplexRequest.h.
ValueCheckTypeValue::Enum valueCheckTypeValue |
Indicator for checking the maximum order/quote value by the exchange.
Definition at line 105 of file NewOrderComplexRequest.h.