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

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
UInt32 massOrderReportId
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< FillsGrpElem > fillsGrp
std::vector< InstrmntLegExecGrpElem > instrmntLegExecGrp
std::vector< OrderEventGrpElem > orderEventGrp

Friends

class Serializer

Detailed Description

Definition at line 38 of file OrderExecNotification.h.

Constructor & Destructor Documentation

◆ OrderExecNotification()

OrderExecNotification ( )

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 134 of file OrderExecNotification.h.

Member Data Documentation

◆ applId

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 54 of file OrderExecNotification.h.

◆ applMsgId

Data applMsgId

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

Definition at line 51 of file OrderExecNotification.h.

◆ applResendFlag

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 57 of file OrderExecNotification.h.

◆ clOrdId

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 67 of file OrderExecNotification.h.

◆ crossedIndicator

CrossedIndicator::Enum crossedIndicator

Indicates SMP involvement.

Definition at line 113 of file OrderExecNotification.h.

◆ cumQty

SInt64 cumQty

Cumulated executed quantity of an order.

Definition at line 83 of file OrderExecNotification.h.

◆ cxlQty

SInt64 cxlQty

Total quantity cancelled for this order.

Definition at line 86 of file OrderExecNotification.h.

◆ execId

UInt64 execId

Transaction timestamp.

Definition at line 77 of file OrderExecNotification.h.

◆ execRestatementReason

ExecRestatementReason::Enum execRestatementReason

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

Definition at line 95 of file OrderExecNotification.h.

◆ execType

ExecType::Enum execType

The reason why this message was generated.

Definition at line 107 of file OrderExecNotification.h.

◆ fillsGrp

std::vector<FillsGrpElem> fillsGrp

Fills Group.

Definition at line 119 of file OrderExecNotification.h.

◆ fixClOrdId

std::string fixClOrdId

User defined client order ID.

Definition at line 116 of file OrderExecNotification.h.

◆ instrmntLegExecGrp

std::vector<InstrmntLegExecGrpElem> instrmntLegExecGrp

Instrmnt Leg Exec Group.

Definition at line 122 of file OrderExecNotification.h.

◆ lastFragment

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.

◆ leavesQty

SInt64 leavesQty

Remaining quantity of an order.

Definition at line 80 of file OrderExecNotification.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 89 of file OrderExecNotification.h.

◆ massOrderReportId

UInt32 massOrderReportId

Mass order response identifier generated by the exchange.

Definition at line 92 of file OrderExecNotification.h.

◆ orderEventGrp

std::vector<OrderEventGrpElem> orderEventGrp

Order Event Group.

Definition at line 125 of file OrderExecNotification.h.

◆ orderId

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

OrdStatus::Enum ordStatus

Conveys the current status of an order.

Definition at line 104 of file OrderExecNotification.h.

◆ origClOrdId

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 71 of file OrderExecNotification.h.

◆ partitionId

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 48 of file OrderExecNotification.h.

◆ productComplex

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 101 of file OrderExecNotification.h.

◆ securityId

SInt64 securityId

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

Definition at line 74 of file OrderExecNotification.h.

◆ side

Side::Enum side

Side of the order.

Definition at line 98 of file OrderExecNotification.h.

◆ trdRegTSTimeOut

UInt64 trdRegTSTimeOut

Matching engine out timestamp.

Definition at line 45 of file OrderExecNotification.h.

◆ triggered

Triggered::Enum triggered

Indicates if an order has been previously triggered.

Definition at line 110 of file OrderExecNotification.h.