OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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NewOrderSingleShortRequest Class Reference

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
SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction
CrossMatchInstruction::Enum crossMatchInstruction
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

Friends

class Serializer

Detailed Description

Definition at line 35 of file NewOrderSingleShortRequest.h.

Constructor & Destructor Documentation

◆ NewOrderSingleShortRequest()

Initialize default instance.

Member Function Documentation

◆ templateId()

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

◆ toString()

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

◆ Serializer

friend class Serializer
friend

Definition at line 128 of file NewOrderSingleShortRequest.h.

Member Data Documentation

◆ applSeqIndicator

ApplSeqIndicator::Enum applSeqIndicator

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

Definition at line 87 of file NewOrderSingleShortRequest.h.

◆ clOrdId

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 51 of file NewOrderSingleShortRequest.h.

◆ complianceText

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 119 of file NewOrderSingleShortRequest.h.

◆ crossMatchInstruction

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 81 of file NewOrderSingleShortRequest.h.

◆ enrichmentRuleId

UInt16 enrichmentRuleId

Identifies an enrichment rule.

Definition at line 73 of file NewOrderSingleShortRequest.h.

◆ execInst

ExecInst::Enum execInst

Instructions for order handling, represented as a bit map.

Definition at line 102 of file NewOrderSingleShortRequest.h.

◆ executingTrader

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 NewOrderSingleShortRequest.h.

◆ executingTraderQualifier

ExecutingTraderQualifier::Enum executingTraderQualifier

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

Definition at line 115 of file NewOrderSingleShortRequest.h.

◆ matchInstCrossId

UInt32 matchInstCrossId

Self Match Prevention ID.

Definition at line 70 of file NewOrderSingleShortRequest.h.

◆ orderAttributeLiquidityProvision

OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision

Order attribute liquidity provision.

Definition at line 96 of file NewOrderSingleShortRequest.h.

◆ orderOrigination

OrderOrigination::Enum orderOrigination

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

Definition at line 109 of file NewOrderSingleShortRequest.h.

◆ orderQty

SInt64 orderQty

Total Order Quantity.

Definition at line 48 of file NewOrderSingleShortRequest.h.

◆ partyIdClientId

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.

◆ partyIdInvestmentDecisionMaker

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 59 of file NewOrderSingleShortRequest.h.

◆ partyIdInvestmentDecisionMakerQualifier

PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier

Party ID investment decision maker qualifier.

Definition at line 112 of file NewOrderSingleShortRequest.h.

◆ price

SInt64 price

Price.

Definition at line 45 of file NewOrderSingleShortRequest.h.

◆ priceValidityCheckType

PriceValidityCheckType::Enum priceValidityCheckType

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

Definition at line 90 of file NewOrderSingleShortRequest.h.

◆ selfMatchPreventionInstruction

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 77 of file NewOrderSingleShortRequest.h.

◆ senderSubId

UInt32 senderSubId

User ID.

Definition at line 42 of file NewOrderSingleShortRequest.h.

◆ side

Side::Enum side

Side of the order.

Definition at line 84 of file NewOrderSingleShortRequest.h.

◆ simpleSecurityId

UInt32 simpleSecurityId

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

Definition at line 67 of file NewOrderSingleShortRequest.h.

◆ timeInForce

TimeInForce::Enum timeInForce

Execution and trading restriction parameters supported by Eurex.

Definition at line 99 of file NewOrderSingleShortRequest.h.

◆ tradingCapacity

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 106 of file NewOrderSingleShortRequest.h.

◆ valueCheckTypeValue

ValueCheckTypeValue::Enum valueCheckTypeValue

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

Definition at line 93 of file NewOrderSingleShortRequest.h.