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
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

(

)

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 134 of file OrderExecNotification.h.

Member Data Documentation

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 54 of file OrderExecNotification.h.

Data applMsgId

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

Definition at line 51 of file OrderExecNotification.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 57 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 113 of file OrderExecNotification.h.

SInt64 cumQty

Cumulated executed quantity of an order.

Definition at line 83 of file OrderExecNotification.h.

SInt64 cxlQty

Total quantity cancelled for this order.

Definition at line 86 of file OrderExecNotification.h.

UInt64 execId

Transaction timestamp.

Definition at line 77 of file OrderExecNotification.h.

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::Enum execType

The reason why this message was generated.

Definition at line 107 of file OrderExecNotification.h.

std::vector<FillsGrpElem> fillsGrp

Fills Group.

Definition at line 119 of file OrderExecNotification.h.

std::string fixClOrdId

User defined client order ID.

Definition at line 116 of file OrderExecNotification.h.

std::vector<InstrmntLegExecGrpElem> instrmntLegExecGrp

Instrmnt Leg Exec Group.

Definition at line 122 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 80 of file OrderExecNotification.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 89 of file OrderExecNotification.h.

UInt32 massOrderReportId

Mass order response identifier generated by the exchange.

Definition at line 92 of file OrderExecNotification.h.

std::vector<OrderEventGrpElem> orderEventGrp

Order Event Group.

Definition at line 125 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 104 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 71 of file OrderExecNotification.h.

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 48 of file OrderExecNotification.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 101 of file OrderExecNotification.h.

SInt64 securityId

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

Definition at line 74 of file OrderExecNotification.h.

Side::Enum side

Side of the order.

Definition at line 98 of file OrderExecNotification.h.

UInt64 trdRegTSTimeOut

Matching engine out timestamp.

Definition at line 45 of file OrderExecNotification.h.

Triggered::Enum triggered

Indicates if an order has been previously triggered.

Definition at line 110 of file OrderExecNotification.h.

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

• include/OnixS/Eurex/Trading/Messages/OrderExecNotification.h