OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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NewOrderComplexShortRequest Class Reference

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
CrossMatchInstruction::Enum crossMatchInstruction
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()

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

◆ toString()

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

◆ Serializer

friend class Serializer
friend

Definition at line 134 of file NewOrderComplexShortRequest.h.

Member Data Documentation

◆ applSeqIndicator

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.

◆ clOrdId

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 54 of file NewOrderComplexShortRequest.h.

◆ complianceText

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 125 of file NewOrderComplexShortRequest.h.

◆ crossMatchInstruction

CrossMatchInstruction::Enum crossMatchInstruction

Indicate the instruction for SMP. Applicable only when MatchInstCrossID (28744) is set. When CrossMatchInstruction is not set the default value is defined by the exchange.

Definition at line 87 of file NewOrderComplexShortRequest.h.

◆ enrichmentRuleId

UInt16 enrichmentRuleId

Identifies an enrichment rule.

Definition at line 76 of file NewOrderComplexShortRequest.h.

◆ execInst

ExecInst::Enum execInst

Instructions for order handling, represented as a bit map.

Definition at line 105 of file NewOrderComplexShortRequest.h.

◆ executingTrader

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

ExecutingTraderQualifier::Enum executingTraderQualifier

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

Definition at line 121 of file NewOrderComplexShortRequest.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 70 of file NewOrderComplexShortRequest.h.

◆ matchInstCrossId

UInt32 matchInstCrossId

Self Match Prevention ID.

Definition at line 73 of file NewOrderComplexShortRequest.h.

◆ orderAttributeLiquidityProvision

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 102 of file NewOrderComplexShortRequest.h.

◆ orderOrigination

OrderOrigination::Enum orderOrigination

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

Definition at line 115 of file NewOrderComplexShortRequest.h.

◆ orderQty

SInt64 orderQty

Total Order Quantity.

Definition at line 51 of file NewOrderComplexShortRequest.h.

◆ partyIdClientId

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.

◆ partyIdInvestmentDecisionMaker

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

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 118 of file NewOrderComplexShortRequest.h.

◆ price

SInt64 price

Price.

Definition at line 48 of file NewOrderComplexShortRequest.h.

◆ priceValidityCheckType

PriceValidityCheckType::Enum priceValidityCheckType

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

Definition at line 96 of file NewOrderComplexShortRequest.h.

◆ productComplex

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 90 of file NewOrderComplexShortRequest.h.

◆ securityId

SInt64 securityId

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

Definition at line 45 of file NewOrderComplexShortRequest.h.

◆ selfMatchPreventionInstruction

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.

◆ senderSubId

UInt32 senderSubId

User ID.

Definition at line 42 of file NewOrderComplexShortRequest.h.

◆ side

Side::Enum side

Side of the order.

Definition at line 93 of file NewOrderComplexShortRequest.h.

◆ timeInForce

TimeInForce::Enum timeInForce

Execution and trading restriction parameters supported by Eurex.

Definition at line 108 of file NewOrderComplexShortRequest.h.

◆ tradingCapacity

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 112 of file NewOrderComplexShortRequest.h.

◆ valueCheckTypeValue

ValueCheckTypeValue::Enum valueCheckTypeValue

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

Definition at line 99 of file NewOrderComplexShortRequest.h.