OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
NewOrderComplexRequest Class Reference

#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
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::vector< LegOrdGrpElemlegOrdGrp


class Serializer

Detailed Description

Definition at line 38 of file NewOrderComplexRequest.h.

Constructor & Destructor Documentation

Initialize default instance.

Member Function Documentation

TemplateId::Enum templateId ( ) const

Returns template ID.

Implements Message.

std::string toString ( ) const

Returns string representation.

Implements Message.

Friends And Related Function Documentation

friend class Serializer

Definition at line 162 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 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 132 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 135 of file NewOrderComplexRequest.h.

ExecInst::Enum execInst

Instructions for order handling, represented as a bit map.

Definition at line 111 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 126 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 150 of file NewOrderComplexRequest.h.

std::string freeText1

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

Definition at line 141 of file NewOrderComplexRequest.h.

std::string freeText2

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

Definition at line 144 of file NewOrderComplexRequest.h.

std::string freeText3

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

Definition at line 147 of file NewOrderComplexRequest.h.

std::vector<LegOrdGrpElem> legOrdGrp

Leg Ord Group.

Definition at line 153 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 105 of file NewOrderComplexRequest.h.

OrderAttributeRiskReduction::Enum orderAttributeRiskReduction

Order attribute risk reduction.

Definition at line 108 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 120 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 96 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 123 of file NewOrderComplexRequest.h.

std::string partyIdLocationId

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

Definition at line 129 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 138 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


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 99 of file NewOrderComplexRequest.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 90 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.

UInt32 senderSubId

User ID.

Definition at line 45 of file NewOrderComplexRequest.h.

Side::Enum side

Side of the order.

Definition at line 93 of file NewOrderComplexRequest.h.

TimeInForce::Enum timeInForce

Execution and trading restriction parameters supported by Eurex.

Definition at line 114 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 117 of file NewOrderComplexRequest.h.

ValueCheckTypeValue::Enum valueCheckTypeValue

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

Definition at line 102 of file NewOrderComplexRequest.h.

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