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

Public Member Functions
	NewOrderShortRequest ()

TemplateId::Enum	templateId () const

std::string	toString () const

Public Member Functions inherited from Message
virtual	~Message ()

Public Attributes
UInt32	senderSubId

UInt64	clOrdId

UInt64	partyIdClientId

UInt64	executingTrader

UInt32	matchInstCrossId

ApplSeqIndicator::Enum	applSeqIndicator

PriceValidityCheckType::Enum	priceValidityCheckType

ValueCheckTypeValue::Enum	valueCheckTypeValue

TradingCapacity::Enum	tradingCapacity

OrderOrigination::Enum	orderOrigination

ExecutingTraderQualifier::Enum	executingTraderQualifier

PartyIdInvestmentDecisionMakerQualifier::Enum	partyIdInvestmentDecisionMakerQualifier

std::string	complianceText

UInt64	partyIdInvestmentDecisionMaker

UInt16	enrichmentRuleId

OrderAttributeLiquidityProvision::Enum	orderAttributeLiquidityProvision

ProductComplex::Enum	productComplex

SelfMatchPreventionInstruction::Enum	selfMatchPreventionInstruction

SInt32	marketSegmentId

SInt64	securityId

SInt64	orderQty

SInt64	price

Side::Enum	side

ExecInst::Enum	execInst

TimeInForce::Enum	timeInForce

UInt16	checkSumCorrection

Friends
class	Serializer

Detailed Description

Definition at line 35 of file NewOrderShortRequest.h.

Constructor & Destructor Documentation

NewOrderShortRequest ( )

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 133 of file NewOrderShortRequest.h.

Member Data Documentation

ApplSeqIndicator::Enum applSeqIndicator

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

Definition at line 60 of file NewOrderShortRequest.h.

UInt16 checkSumCorrection

CheckSum correction.

Definition at line 124 of file NewOrderShortRequest.h.

UInt64 clOrdId

Unique participant defined order request identifier.

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

UInt16 enrichmentRuleId

Identifies an enrichment rule.

Definition at line 90 of file NewOrderShortRequest.h.

ExecInst::Enum execInst

Instructions for order handling, represented as a bit map.

Definition at line 118 of file NewOrderShortRequest.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 54 of file NewOrderShortRequest.h.

ExecutingTraderQualifier::Enum executingTraderQualifier

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

Definition at line 76 of file NewOrderShortRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 103 of file NewOrderShortRequest.h.

UInt32 matchInstCrossId

Self Match Prevention ID.

Definition at line 57 of file NewOrderShortRequest.h.

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 93 of file NewOrderShortRequest.h.

OrderOrigination::Enum orderOrigination

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

Definition at line 73 of file NewOrderShortRequest.h.

SInt64 orderQty

Total Order Quantity.

Definition at line 109 of file NewOrderShortRequest.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 49 of file NewOrderShortRequest.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 87 of file NewOrderShortRequest.h.

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 79 of file NewOrderShortRequest.h.

SInt64 price

Price.

Definition at line 112 of file NewOrderShortRequest.h.

PriceValidityCheckType::Enum priceValidityCheckType

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

Definition at line 63 of file NewOrderShortRequest.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 96 of file NewOrderShortRequest.h.

SInt64 securityId

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

Definition at line 106 of file NewOrderShortRequest.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 100 of file NewOrderShortRequest.h.

UInt32 senderSubId

User ID.

Definition at line 42 of file NewOrderShortRequest.h.

Side::Enum side

Side of the order.

Definition at line 115 of file NewOrderShortRequest.h.

TimeInForce::Enum timeInForce

Execution and trading restriction parameters supported by Eurex.

Definition at line 121 of file NewOrderShortRequest.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.