Public Member Functions | |
| NewOrderRequest () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
| Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 37 of file NewOrderRequest.h.
| NewOrderRequest | ( | ) |
Initialize default instance.
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virtual |
Returns template ID.
Implements Message.
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virtual |
Returns string representation.
Implements Message.
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friend |
Definition at line 195 of file NewOrderRequest.h.
| std::string account |
Account to book trades and keep positions on.
Definition at line 103 of file NewOrderRequest.h.
| ApplSeqIndicator::Enum applSeqIndicator |
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Definition at line 79 of file NewOrderRequest.h.
| UInt16 checkSumCorrection |
CheckSum correction.
Definition at line 183 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 121 of file NewOrderRequest.h.
| 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 76 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 117 of file NewOrderRequest.h.
| ExecInst::Enum execInst |
Instructions for order handling, represented as a bit map.
Definition at line 177 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 139 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 133 of file NewOrderRequest.h.
| std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 124 of file NewOrderRequest.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 127 of file NewOrderRequest.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 130 of file NewOrderRequest.h.
| std::vector<LegOrdGrpElem> legOrdGrp |
Leg Ord Group.
Definition at line 186 of file NewOrderRequest.h.
| SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 162 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 152 of file NewOrderRequest.h.
| OrderAttributeRiskReduction::Enum orderAttributeRiskReduction |
Order attribute risk reduction.
Definition at line 145 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 91 of file NewOrderRequest.h.
| SInt64 orderQty |
Total Order Quantity.
Definition at line 168 of file NewOrderRequest.h.
| OrdType::Enum ordType |
Order type.
Definition at line 82 of file NewOrderRequest.h.
| std::string partyEndClientIdentification |
End client identifier.
Definition at line 136 of file NewOrderRequest.h.
| std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 100 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 149 of file NewOrderRequest.h.
| PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier |
Party ID investment decision maker qualifier.
Definition at line 142 of file NewOrderRequest.h.
| std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 113 of file NewOrderRequest.h.
| std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 97 of file NewOrderRequest.h.
| std::string partyIdPositionAccount |
Flex Account information.
Definition at line 106 of file NewOrderRequest.h.
| std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 94 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 110 of file NewOrderRequest.h.
| SInt64 price |
Price.
Definition at line 171 of file NewOrderRequest.h.
| PriceValidityCheckType::Enum priceValidityCheckType |
Indicator how price validity check should be performed by the exchange.
Definition at line 85 of file NewOrderRequest.h.
| ProductComplex::Enum productComplex |
This field qualifies an instrument type on Eurex.
Definition at line 159 of file NewOrderRequest.h.
| SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 165 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 174 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.
Definition at line 180 of file NewOrderRequest.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 156 of file NewOrderRequest.h.
| TradingSessionSubId::Enum tradingSessionSubId |
Marks a a certain order as a closing auction one.
Definition at line 68 of file NewOrderRequest.h.
| ValueCheckTypeValue::Enum valueCheckTypeValue |
Indicator for checking the maximum order/quote value by the exchange.
Definition at line 88 of file NewOrderRequest.h.
