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

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

Public Member Functions

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

Public Attributes

UInt32 senderSubId
SInt64 price
SInt64 orderQty
UInt64 clOrdId
UInt64 partyIdClientId
UInt64 partyIdInvestmentDecisionMaker
UInt64 executingTrader
UInt32 simpleSecurityId
UInt32 matchInstCrossId
UInt16 enrichmentRuleId
Side::Enum side
ApplSeqIndicator::Enum applSeqIndicator
PriceValidityCheckType::Enum priceValidityCheckType
ValueCheckTypeValue::Enum valueCheckTypeValue
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
TimeInForce::Enum timeInForce
ExecInst::Enum execInst
TradingCapacity::Enum tradingCapacity
OrderOrigination::Enum orderOrigination
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
ExecutingTraderQualifier::Enum executingTraderQualifier
std::string complianceText


class Serializer

Detailed Description

Definition at line 36 of file NewOrderSingleShortRequest.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 115 of file NewOrderSingleShortRequest.h.

Member Data Documentation

ApplSeqIndicator::Enum applSeqIndicator

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

Definition at line 76 of file NewOrderSingleShortRequest.h.

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 52 of file NewOrderSingleShortRequest.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 106 of file NewOrderSingleShortRequest.h.

UInt16 enrichmentRuleId

Identifies an enrichment rule.

Definition at line 70 of file NewOrderSingleShortRequest.h.

ExecInst::Enum execInst

Instructions for order handling, represented as a bit map.

Definition at line 91 of file NewOrderSingleShortRequest.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 61 of file NewOrderSingleShortRequest.h.

ExecutingTraderQualifier::Enum executingTraderQualifier

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

Definition at line 103 of file NewOrderSingleShortRequest.h.

UInt32 matchInstCrossId

Self Match Prevention ID.

Definition at line 67 of file NewOrderSingleShortRequest.h.

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 85 of file NewOrderSingleShortRequest.h.

OrderOrigination::Enum orderOrigination

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

Definition at line 97 of file NewOrderSingleShortRequest.h.

SInt64 orderQty

Total Order Quantity.

Definition at line 49 of file NewOrderSingleShortRequest.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 55 of file NewOrderSingleShortRequest.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 58 of file NewOrderSingleShortRequest.h.

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 100 of file NewOrderSingleShortRequest.h.

SInt64 price


Definition at line 46 of file NewOrderSingleShortRequest.h.

PriceValidityCheckType::Enum priceValidityCheckType

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

Definition at line 79 of file NewOrderSingleShortRequest.h.

UInt32 senderSubId

User ID.

Definition at line 43 of file NewOrderSingleShortRequest.h.

Side::Enum side

Side of the order.

Definition at line 73 of file NewOrderSingleShortRequest.h.

UInt32 simpleSecurityId

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

Definition at line 64 of file NewOrderSingleShortRequest.h.

TimeInForce::Enum timeInForce

Execution and trading restriction parameters supported by Eurex.

Definition at line 88 of file NewOrderSingleShortRequest.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 94 of file NewOrderSingleShortRequest.h.

ValueCheckTypeValue::Enum valueCheckTypeValue

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

Definition at line 82 of file NewOrderSingleShortRequest.h.

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