Public Member Functions | |
| NewOrderSingleRequest () | |
| 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 NewOrderSingleRequest.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 187 of file NewOrderSingleRequest.h.
| std::string account |
Account to book trades and keep positions on.
Definition at line 145 of file NewOrderSingleRequest.h.
| ApplSeqIndicator::Enum applSeqIndicator |
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Definition at line 99 of file NewOrderSingleRequest.h.
| UInt64 clOrdId |
Unique participant defined order request identifier.
Definition at line 54 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 163 of file NewOrderSingleRequest.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 87 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 159 of file NewOrderSingleRequest.h.
| ExecInst::Enum execInst |
Instructions for order handling, represented as a bit map.
Definition at line 126 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 70 of file NewOrderSingleRequest.h.
| ExecutingTraderQualifier::Enum executingTraderQualifier |
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Definition at line 142 of file NewOrderSingleRequest.h.
| UInt32 expireDate |
Date of order expiry.
Definition at line 73 of file NewOrderSingleRequest.h.
| std::string fixClOrdId |
User defined client order ID.
Definition at line 175 of file NewOrderSingleRequest.h.
| std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 166 of file NewOrderSingleRequest.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 169 of file NewOrderSingleRequest.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 172 of file NewOrderSingleRequest.h.
| SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 76 of file NewOrderSingleRequest.h.
| UInt32 matchInstCrossId |
Self Match Prevention ID.
Definition at line 79 of file NewOrderSingleRequest.h.
| OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision |
Order attribute liquidity provision.
Definition at line 117 of file NewOrderSingleRequest.h.
| OrderAttributeRiskReduction::Enum orderAttributeRiskReduction |
Order attribute risk reduction.
Definition at line 120 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 136 of file NewOrderSingleRequest.h.
| SInt64 orderQty |
Total Order Quantity.
Definition at line 48 of file NewOrderSingleRequest.h.
| OrdType::Enum ordType |
Order type.
Definition at line 108 of file NewOrderSingleRequest.h.
| std::string partyEndClientIdentification |
End client identifier.
Definition at line 178 of file NewOrderSingleRequest.h.
| std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 96 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 61 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 65 of file NewOrderSingleRequest.h.
| PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier |
Party ID investment decision maker qualifier.
Definition at line 139 of file NewOrderSingleRequest.h.
| std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 155 of file NewOrderSingleRequest.h.
| std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 93 of file NewOrderSingleRequest.h.
| std::string partyIdPositionAccount |
Flex Account information.
Definition at line 148 of file NewOrderSingleRequest.h.
| std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 90 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 152 of file NewOrderSingleRequest.h.
| SInt64 price |
Price.
Definition at line 45 of file NewOrderSingleRequest.h.
| PriceValidityCheckType::Enum priceValidityCheckType |
Indicator how price validity check should be performed by the exchange.
Definition at line 111 of file NewOrderSingleRequest.h.
| ProductComplex::Enum productComplex |
This field qualifies an instrument type on Eurex.
Definition at line 102 of file NewOrderSingleRequest.h.
| SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 57 of file NewOrderSingleRequest.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 83 of file NewOrderSingleRequest.h.
| UInt32 senderSubId |
User ID.
Definition at line 42 of file NewOrderSingleRequest.h.
| Side::Enum side |
Side of the order.
Definition at line 105 of file NewOrderSingleRequest.h.
| SInt64 stopPx |
Stop price.
Definition at line 51 of file NewOrderSingleRequest.h.
| TimeInForce::Enum timeInForce |
Execution and trading restriction parameters supported by Eurex.
Definition at line 123 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 133 of file NewOrderSingleRequest.h.
| TradingSessionSubId::Enum tradingSessionSubId |
Marks a a certain order as a closing auction one.
Definition at line 129 of file NewOrderSingleRequest.h.
| ValueCheckTypeValue::Enum valueCheckTypeValue |
Indicator for checking the maximum order/quote value by the exchange.
Definition at line 114 of file NewOrderSingleRequest.h.
