Public Member Functions | |
| NewOrderShortRequest () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
| Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 35 of file NewOrderShortRequest.h.
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 137 of file NewOrderShortRequest.h.
| 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 128 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.
| 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 104 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 122 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 107 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 113 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 116 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 110 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 119 of file NewOrderShortRequest.h.
| TimeInForce::Enum timeInForce |
Execution and trading restriction parameters supported by Eurex.
Definition at line 125 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.
Definition at line 70 of file NewOrderShortRequest.h.
| ValueCheckTypeValue::Enum valueCheckTypeValue |
Indicator for checking the maximum order/quote value by the exchange.
Definition at line 66 of file NewOrderShortRequest.h.
