OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
NewOrderSingleRequest Class Reference

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

Public Member Functions

 NewOrderSingleRequest ()
TemplateId::Enum templateId () const
std::string toString () const
- Public Member Functions inherited from Message
virtual ~Message ()

Public Attributes

UInt32 senderSubId
SInt64 price
SInt64 orderQty
SInt64 stopPx
UInt64 clOrdId
UInt64 partyIdClientId
UInt64 partyIdInvestmentDecisionMaker
UInt64 executingTrader
UInt32 expireDate
SInt32 marketSegmentId
UInt32 simpleSecurityId
UInt32 matchInstCrossId
std::string partyIdTakeUpTradingFirm
std::string partyIdOrderOriginationFirm
std::string partyIdBeneficiary
ApplSeqIndicator::Enum applSeqIndicator
Side::Enum side
OrdType::Enum ordType
PriceValidityCheckType::Enum priceValidityCheckType
ValueCheckTypeValue::Enum valueCheckTypeValue
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
OrderAttributeRiskReduction::Enum orderAttributeRiskReduction
TimeInForce::Enum timeInForce
ExecInst::Enum execInst
TradingSessionSubId::Enum tradingSessionSubId
TradingCapacity::Enum tradingCapacity
OrderOrigination::Enum orderOrigination
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
ExecutingTraderQualifier::Enum executingTraderQualifier
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


class Serializer

Detailed Description

Definition at line 36 of file NewOrderSingleRequest.h.

Constructor & Destructor Documentation

Initialize default instance.

Member Function Documentation

TemplateId::Enum templateId ( ) const

Returns template ID.

Implements Message.

std::string toString ( ) const

Returns string representation.

Implements Message.

Friends And Related Function Documentation

friend class Serializer

Definition at line 166 of file NewOrderSingleRequest.h.

Member Data Documentation

std::string account

Account to book trades and keep positions on.

Definition at line 130 of file NewOrderSingleRequest.h.

ApplSeqIndicator::Enum applSeqIndicator

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

Definition at line 88 of file NewOrderSingleRequest.h.

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 55 of file NewOrderSingleRequest.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 145 of file NewOrderSingleRequest.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 142 of file NewOrderSingleRequest.h.

ExecInst::Enum execInst

Instructions for order handling, represented as a bit map.

Definition at line 112 of file NewOrderSingleRequest.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 64 of file NewOrderSingleRequest.h.

ExecutingTraderQualifier::Enum executingTraderQualifier

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

Definition at line 127 of file NewOrderSingleRequest.h.

UInt32 expireDate

Date of order expiry.

Definition at line 67 of file NewOrderSingleRequest.h.

std::string fixClOrdId

User defined client order ID.

Definition at line 157 of file NewOrderSingleRequest.h.

std::string freeText1

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

Definition at line 148 of file NewOrderSingleRequest.h.

std::string freeText2

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

Definition at line 151 of file NewOrderSingleRequest.h.

std::string freeText3

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

Definition at line 154 of file NewOrderSingleRequest.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 70 of file NewOrderSingleRequest.h.

UInt32 matchInstCrossId

Self Match Prevention ID.

Definition at line 76 of file NewOrderSingleRequest.h.

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 103 of file NewOrderSingleRequest.h.

OrderAttributeRiskReduction::Enum orderAttributeRiskReduction

Order attribute risk reduction.

Definition at line 106 of file NewOrderSingleRequest.h.

OrderOrigination::Enum orderOrigination

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

Definition at line 121 of file NewOrderSingleRequest.h.

SInt64 orderQty

Total Order Quantity.

Definition at line 49 of file NewOrderSingleRequest.h.

OrdType::Enum ordType

Order type.

Definition at line 94 of file NewOrderSingleRequest.h.

std::string partyIdBeneficiary

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

Definition at line 85 of file NewOrderSingleRequest.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 58 of file NewOrderSingleRequest.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 61 of file NewOrderSingleRequest.h.

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 124 of file NewOrderSingleRequest.h.

std::string partyIdLocationId

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

Definition at line 139 of file NewOrderSingleRequest.h.

std::string partyIdOrderOriginationFirm

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

Definition at line 82 of file NewOrderSingleRequest.h.

std::string partyIdPositionAccount

Flex Account information.

Definition at line 133 of file NewOrderSingleRequest.h.

std::string partyIdTakeUpTradingFirm

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

Definition at line 79 of file NewOrderSingleRequest.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 136 of file NewOrderSingleRequest.h.

SInt64 price


Definition at line 46 of file NewOrderSingleRequest.h.

PriceValidityCheckType::Enum priceValidityCheckType

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

Definition at line 97 of file NewOrderSingleRequest.h.

UInt32 senderSubId

User ID.

Definition at line 43 of file NewOrderSingleRequest.h.

Side::Enum side

Side of the order.

Definition at line 91 of file NewOrderSingleRequest.h.

UInt32 simpleSecurityId

The instrument identifier uniquely identifies an instrument in the core system (simple instrument).

Definition at line 73 of file NewOrderSingleRequest.h.

SInt64 stopPx

Stop price.

Definition at line 52 of file NewOrderSingleRequest.h.

TimeInForce::Enum timeInForce

Execution and trading restriction parameters supported by Eurex.

Definition at line 109 of file NewOrderSingleRequest.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 118 of file NewOrderSingleRequest.h.

TradingSessionSubId::Enum tradingSessionSubId

Marks a a certain order as a closing auction one.

Definition at line 115 of file NewOrderSingleRequest.h.

ValueCheckTypeValue::Enum valueCheckTypeValue

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

Definition at line 100 of file NewOrderSingleRequest.h.

The documentation for this class was generated from the following file: