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

Public Member Functions
	NewOrderComplexShortRequest ()

TemplateId::Enum	templateId () const

std::string	toString () const

Public Member Functions inherited from Message
virtual	~Message ()

Public Attributes
UInt32	senderSubId

SInt64	securityId

SInt64	price

SInt64	orderQty

UInt64	clOrdId

UInt64	partyIdClientId

UInt64	partyIdInvestmentDecisionMaker

UInt64	executingTrader

SInt32	marketSegmentId

UInt32	matchInstCrossId

UInt16	enrichmentRuleId

ApplSeqIndicator::Enum	applSeqIndicator

SelfMatchPreventionInstruction::Enum	selfMatchPreventionInstruction

ProductComplex::Enum	productComplex

Side::Enum	side

PriceValidityCheckType::Enum	priceValidityCheckType

ValueCheckTypeValue::Enum	valueCheckTypeValue

OrderAttributeLiquidityProvision::Enum	orderAttributeLiquidityProvision

ExecInst::Enum	execInst

TimeInForce::Enum	timeInForce

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 NewOrderComplexShortRequest.h.

Constructor & Destructor Documentation

NewOrderComplexShortRequest ( )

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 130 of file NewOrderComplexShortRequest.h.

Member Data Documentation

ApplSeqIndicator::Enum applSeqIndicator

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

Definition at line 79 of file NewOrderComplexShortRequest.h.

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 54 of file NewOrderComplexShortRequest.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 121 of file NewOrderComplexShortRequest.h.

UInt16 enrichmentRuleId

Identifies an enrichment rule.

Definition at line 76 of file NewOrderComplexShortRequest.h.

ExecInst::Enum execInst

Instructions for order handling, represented as a bit map.

Definition at line 101 of file NewOrderComplexShortRequest.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 67 of file NewOrderComplexShortRequest.h.

ExecutingTraderQualifier::Enum executingTraderQualifier

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

Definition at line 117 of file NewOrderComplexShortRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 70 of file NewOrderComplexShortRequest.h.

UInt32 matchInstCrossId

Self Match Prevention ID.

Definition at line 73 of file NewOrderComplexShortRequest.h.

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 98 of file NewOrderComplexShortRequest.h.

OrderOrigination::Enum orderOrigination

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

Definition at line 111 of file NewOrderComplexShortRequest.h.

SInt64 orderQty

Total Order Quantity.

Definition at line 51 of file NewOrderComplexShortRequest.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 58 of file NewOrderComplexShortRequest.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 62 of file NewOrderComplexShortRequest.h.

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 114 of file NewOrderComplexShortRequest.h.

SInt64 price

Price.

Definition at line 48 of file NewOrderComplexShortRequest.h.

PriceValidityCheckType::Enum priceValidityCheckType

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

Definition at line 92 of file NewOrderComplexShortRequest.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 86 of file NewOrderComplexShortRequest.h.

SInt64 securityId

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

Definition at line 45 of file NewOrderComplexShortRequest.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 83 of file NewOrderComplexShortRequest.h.

UInt32 senderSubId

User ID.

Definition at line 42 of file NewOrderComplexShortRequest.h.

Side::Enum side

Side of the order.

Definition at line 89 of file NewOrderComplexShortRequest.h.

TimeInForce::Enum timeInForce

Execution and trading restriction parameters supported by Eurex.

Definition at line 104 of file NewOrderComplexShortRequest.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.