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

Public Member Functions
	NewOrderRequest ()

TemplateId::Enum	templateId () const

std::string	toString () const

Public Member Functions inherited from Message
virtual	~Message ()

Public Attributes
UInt32	senderSubId

UInt64	clOrdId

SInt64	stopPx

UInt64	partyIdClientId

UInt64	executingTrader

UInt32	matchInstCrossId

UInt32	expireDate

TradingSessionSubId::Enum	tradingSessionSubId

SelfMatchPreventionInstruction::Enum	selfMatchPreventionInstruction

ApplSeqIndicator::Enum	applSeqIndicator

OrdType::Enum	ordType

PriceValidityCheckType::Enum	priceValidityCheckType

ValueCheckTypeValue::Enum	valueCheckTypeValue

OrderOrigination::Enum	orderOrigination

std::string	partyIdTakeUpTradingFirm

std::string	partyIdOrderOriginationFirm

std::string	partyIdBeneficiary

std::string	account

std::string	partyIdPositionAccount

PositionEffect::Enum	positionEffect

std::string	partyIdLocationId

CustOrderHandlingInst::Enum	custOrderHandlingInst

std::string	complianceText

std::string	freeText1

std::string	freeText2

std::string	freeText3

std::string	fixClOrdId

std::string	partyEndClientIdentification

ExecutingTraderQualifier::Enum	executingTraderQualifier

PartyIdInvestmentDecisionMakerQualifier::Enum	partyIdInvestmentDecisionMakerQualifier

OrderAttributeRiskReduction::Enum	orderAttributeRiskReduction

UInt64	partyIdInvestmentDecisionMaker

OrderAttributeLiquidityProvision::Enum	orderAttributeLiquidityProvision

TradingCapacity::Enum	tradingCapacity

ProductComplex::Enum	productComplex

SInt32	marketSegmentId

SInt64	securityId

SInt64	orderQty

SInt64	price

Side::Enum	side

ExecInst::Enum	execInst

TimeInForce::Enum	timeInForce

UInt16	checkSumCorrection

std::vector< LegOrdGrpElem >	legOrdGrp

Friends
class	Serializer

Detailed Description

Definition at line 37 of file NewOrderRequest.h.

Constructor & Destructor Documentation

NewOrderRequest ( )

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 191 of file NewOrderRequest.h.

Member Data Documentation

std::string account

Account to book trades and keep positions on.

Definition at line 99 of file NewOrderRequest.h.

ApplSeqIndicator::Enum applSeqIndicator

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

Definition at line 75 of file NewOrderRequest.h.

UInt16 checkSumCorrection

CheckSum correction.

Definition at line 179 of file NewOrderRequest.h.

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 47 of file NewOrderRequest.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 117 of file NewOrderRequest.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 113 of file NewOrderRequest.h.

ExecInst::Enum execInst

Instructions for order handling, represented as a bit map.

Definition at line 173 of file NewOrderRequest.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 59 of file NewOrderRequest.h.

ExecutingTraderQualifier::Enum executingTraderQualifier

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

Definition at line 135 of file NewOrderRequest.h.

UInt32 expireDate

Date of order expiry.

Definition at line 65 of file NewOrderRequest.h.

std::string fixClOrdId

User defined client order ID.

Definition at line 129 of file NewOrderRequest.h.

std::string freeText1

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

Definition at line 120 of file NewOrderRequest.h.

std::string freeText2

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

Definition at line 123 of file NewOrderRequest.h.

std::string freeText3

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

Definition at line 126 of file NewOrderRequest.h.

std::vector<LegOrdGrpElem> legOrdGrp

Leg Ord Group.

Definition at line 182 of file NewOrderRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 158 of file NewOrderRequest.h.

UInt32 matchInstCrossId

Self Match Prevention ID.

Definition at line 62 of file NewOrderRequest.h.

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 148 of file NewOrderRequest.h.

OrderAttributeRiskReduction::Enum orderAttributeRiskReduction

Order attribute risk reduction.

Definition at line 141 of file NewOrderRequest.h.

OrderOrigination::Enum orderOrigination

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

Definition at line 87 of file NewOrderRequest.h.

SInt64 orderQty

Total Order Quantity.

Definition at line 164 of file NewOrderRequest.h.

OrdType::Enum ordType

Order type.

Definition at line 78 of file NewOrderRequest.h.

std::string partyEndClientIdentification

End client identifier.

Definition at line 132 of file NewOrderRequest.h.

std::string partyIdBeneficiary

Mandatory final KRX beneficiary account required for orders in KRX products.

Definition at line 96 of file NewOrderRequest.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 54 of file NewOrderRequest.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 145 of file NewOrderRequest.h.

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 138 of file NewOrderRequest.h.

std::string partyIdLocationId

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

Definition at line 109 of file NewOrderRequest.h.

std::string partyIdOrderOriginationFirm

Partner identification at the Korea Exchange is required for orders in KRX products.

Definition at line 93 of file NewOrderRequest.h.

std::string partyIdPositionAccount

Flex Account information.

Definition at line 102 of file NewOrderRequest.h.

std::string partyIdTakeUpTradingFirm

Indicates the name of a member institution to which a give-up is designated.

Definition at line 90 of file NewOrderRequest.h.

PositionEffect::Enum positionEffect

Field is used for Eurex position management purposes and indicates whether the order is submitted to open or close a position.

Definition at line 106 of file NewOrderRequest.h.

SInt64 price

Price.

Definition at line 167 of file NewOrderRequest.h.

PriceValidityCheckType::Enum priceValidityCheckType

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

Definition at line 81 of file NewOrderRequest.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 155 of file NewOrderRequest.h.

SInt64 securityId

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

Definition at line 161 of file NewOrderRequest.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 72 of file NewOrderRequest.h.

UInt32 senderSubId

User ID.

Definition at line 44 of file NewOrderRequest.h.

Side::Enum side

Side of the order.

Definition at line 170 of file NewOrderRequest.h.

SInt64 stopPx

Stop price.

Definition at line 50 of file NewOrderRequest.h.

TimeInForce::Enum timeInForce

Execution and trading restriction parameters supported by Eurex.