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
 

Friends

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
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 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

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: