OnixS Eurex ETI Handler C++ library  9.10.1
API documentation
OrderExecNotification Class Reference

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

Public Member Functions

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

Public Attributes

UInt64 trdRegTSTimeOut
 
UInt16 partitionId
 
Data applMsgId
 
ApplId::Enum applId
 
ApplResendFlag::Enum applResendFlag
 
LastFragment::Enum lastFragment
 
UInt64 orderId
 
UInt64 clOrdId
 
UInt64 origClOrdId
 
SInt64 securityId
 
UInt64 execId
 
SInt64 leavesQty
 
SInt64 cumQty
 
SInt64 cxlQty
 
SInt32 marketSegmentId
 
ExecRestatementReason::Enum execRestatementReason
 
Side::Enum side
 
ProductComplex::Enum productComplex
 
OrdStatus::Enum ordStatus
 
ExecType::Enum execType
 
Triggered::Enum triggered
 
CrossedIndicator::Enum crossedIndicator
 
std::string fixClOrdId
 
std::vector< FillsGrpElemfillsGrp
 
std::vector< InstrmntLegExecGrpEleminstrmntLegExecGrp
 
std::vector< OrderEventGrpElemorderEventGrp
 

Friends

class Serializer
 

Detailed Description

Definition at line 39 of file OrderExecNotification.h.

Constructor & Destructor Documentation

Initialize default instance.

Member Function Documentation

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

Friends And Related Function Documentation

friend class Serializer
friend

Definition at line 130 of file OrderExecNotification.h.

Member Data Documentation

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 55 of file OrderExecNotification.h.

Data applMsgId

Message key assigned to a order/quote event related Eurex ETI data stream.

Definition at line 52 of file OrderExecNotification.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 58 of file OrderExecNotification.h.

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 67 of file OrderExecNotification.h.

CrossedIndicator::Enum crossedIndicator

Indicates SMP involvement.

Definition at line 109 of file OrderExecNotification.h.

SInt64 cumQty

Cumulated executed quantity of an order.

Definition at line 82 of file OrderExecNotification.h.

SInt64 cxlQty

Total quantity cancelled for this order.

Definition at line 85 of file OrderExecNotification.h.

UInt64 execId

Transaction timestamp.

Definition at line 76 of file OrderExecNotification.h.

ExecRestatementReason::Enum execRestatementReason

Code to further qualify the field ExecType (150) of the Execution Report (8) message.

Definition at line 91 of file OrderExecNotification.h.

ExecType::Enum execType

The reason why this message was generated.

Definition at line 103 of file OrderExecNotification.h.

std::vector<FillsGrpElem> fillsGrp

Fills Group.

Definition at line 115 of file OrderExecNotification.h.

std::string fixClOrdId

User defined client order ID.

Definition at line 112 of file OrderExecNotification.h.

std::vector<InstrmntLegExecGrpElem> instrmntLegExecGrp

Instrmnt Leg Exec Group.

Definition at line 118 of file OrderExecNotification.h.

LastFragment::Enum lastFragment

Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.

Definition at line 61 of file OrderExecNotification.h.

SInt64 leavesQty

Remaining quantity of an order.

Definition at line 79 of file OrderExecNotification.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 88 of file OrderExecNotification.h.

std::vector<OrderEventGrpElem> orderEventGrp

Order Event Group.

Definition at line 121 of file OrderExecNotification.h.

UInt64 orderId

Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.

Definition at line 64 of file OrderExecNotification.h.

OrdStatus::Enum ordStatus

Conveys the current status of an order.

Definition at line 100 of file OrderExecNotification.h.

UInt64 origClOrdId

ClOrdID (11) of the last successfully processed task (request) referring to the specific order; used for client order ID chaining.

Definition at line 70 of file OrderExecNotification.h.

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 49 of file OrderExecNotification.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 97 of file OrderExecNotification.h.

SInt64 securityId

The instrument identifier uniquely identifies an instrument in the core system.

Definition at line 73 of file OrderExecNotification.h.

Side::Enum side

Side of the order.

Definition at line 94 of file OrderExecNotification.h.

UInt64 trdRegTSTimeOut

Matching engine out timestamp.

Definition at line 46 of file OrderExecNotification.h.

Triggered::Enum triggered

Indicates if an order has been previously triggered.

Definition at line 106 of file OrderExecNotification.h.


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