Public Member Functions | |
| OrderExecReportBroadcast () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
| Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 39 of file OrderExecReportBroadcast.h.
Initialize default instance.
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virtual |
Returns template ID.
Implements Message.
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virtual |
Returns string representation.
Implements Message.
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friend |
Definition at line 240 of file OrderExecReportBroadcast.h.
| std::string account |
Account to book trades and keep positions on.
Definition at line 174 of file OrderExecReportBroadcast.h.
| ApplId::Enum applId |
Identifier for subscription and retransmission of an ETI data stream.
Definition at line 59 of file OrderExecReportBroadcast.h.
| Data applMsgId |
Message key assigned to a order/quote event related Eurex ETI data stream.
Definition at line 56 of file OrderExecReportBroadcast.h.
| ApplResendFlag::Enum applResendFlag |
Indicates a retransmission message.
Definition at line 62 of file OrderExecReportBroadcast.h.
| ApplSeqIndicator::Enum applSeqIndicator |
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Definition at line 171 of file OrderExecReportBroadcast.h.
| UInt32 applSubId |
Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to the related subscription.
Definition at line 50 of file OrderExecReportBroadcast.h.
| UInt64 clOrdId |
Unique participant defined order request identifier.
Definition at line 72 of file OrderExecReportBroadcast.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 201 of file OrderExecReportBroadcast.h.
| CrossedIndicator::Enum crossedIndicator |
Indicates SMP involvement.
Definition at line 219 of file OrderExecReportBroadcast.h.
| SInt64 cumQty |
Cumulated executed quantity of an order.
Definition at line 97 of file OrderExecReportBroadcast.h.
| CustOrderHandlingInst::Enum custOrderHandlingInst |
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier. The field is for participant use only. Valid characters: 0x20, 0x22-0x7B, 0x7D, 0x7E.
Definition at line 197 of file OrderExecReportBroadcast.h.
| SInt64 cxlQty |
Total quantity cancelled for this order.
Definition at line 100 of file OrderExecReportBroadcast.h.
| UInt64 execId |
Transaction timestamp.
Definition at line 82 of file OrderExecReportBroadcast.h.
| ExecInst::Enum execInst |
Instructions for order handling, represented as a bit map.
Definition at line 165 of file OrderExecReportBroadcast.h.
| ExecRestatementReason::Enum execRestatementReason |
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
Definition at line 133 of file OrderExecReportBroadcast.h.
| ExecType::Enum execType |
The reason why this message was generated.
Definition at line 149 of file OrderExecReportBroadcast.h.
| UInt32 expireDate |
Date of order expiry.
Definition at line 115 of file OrderExecReportBroadcast.h.
| std::vector<FillsGrpElem> fillsGrp |
Fills Group.
Definition at line 225 of file OrderExecReportBroadcast.h.
| std::string fixClOrdId |
User defined client order ID.
Definition at line 213 of file OrderExecReportBroadcast.h.
| std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 204 of file OrderExecReportBroadcast.h.
| std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 207 of file OrderExecReportBroadcast.h.
| std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 210 of file OrderExecReportBroadcast.h.
| std::vector<InstrmntLegExecGrpElem> instrmntLegExecGrp |
Instrmnt Leg Exec Group.
Definition at line 228 of file OrderExecReportBroadcast.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 66 of file OrderExecReportBroadcast.h.
| SInt64 leavesQty |
Remaining quantity of an order.
Definition at line 94 of file OrderExecReportBroadcast.h.
| std::vector<LegOrdGrpElem> legOrdGrp |
Leg Ord Group.
Definition at line 222 of file OrderExecReportBroadcast.h.
| SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 109 of file OrderExecReportBroadcast.h.
| UInt32 massOrderReportId |
Mass order response identifier generated by the exchange.
Definition at line 112 of file OrderExecReportBroadcast.h.
| UInt32 matchInstCrossId |
Self Match Prevention ID.
Definition at line 118 of file OrderExecReportBroadcast.h.
| std::vector<OrderEventGrpElem> orderEventGrp |
Order Event Group.
Definition at line 231 of file OrderExecReportBroadcast.h.
| UInt64 orderId |
Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.
Definition at line 69 of file OrderExecReportBroadcast.h.
| SInt64 orderQty |
Total Order Quantity.
Definition at line 103 of file OrderExecReportBroadcast.h.
| OrdStatus::Enum ordStatus |
Conveys the current status of an order.
Definition at line 146 of file OrderExecReportBroadcast.h.
| OrdType::Enum ordType |
Order type.
Definition at line 155 of file OrderExecReportBroadcast.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 76 of file OrderExecReportBroadcast.h.
| UInt16 partitionId |
Is required to define the scope of a Retransmission Request.
Definition at line 53 of file OrderExecReportBroadcast.h.
| std::string partyIdBeneficiary |
Mandatory final KRX beneficiary account required for orders in KRX products.
Definition at line 190 of file OrderExecReportBroadcast.h.
| PartyIdEnteringFirm::Enum partyIdEnteringFirm |
Entering Business Unit.
Definition at line 136 of file OrderExecReportBroadcast.h.
| UInt32 partyIdEnteringTrader |
Entering User ID.
Definition at line 130 of file OrderExecReportBroadcast.h.
| UInt32 partyIdExecutingTrader |
Owning User ID.
Definition at line 127 of file OrderExecReportBroadcast.h.
| UInt32 partyIdExecutingUnit |
Owning Business Unit.
Definition at line 121 of file OrderExecReportBroadcast.h.
| std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 193 of file OrderExecReportBroadcast.h.
| std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 187 of file OrderExecReportBroadcast.h.
| std::string partyIdPositionAccount |
Flex Account information.
Definition at line 177 of file OrderExecReportBroadcast.h.
| UInt32 partyIdSessionId |
Identification of a Trading Session provided by Eurex to a certain business unit.
Definition at line 124 of file OrderExecReportBroadcast.h.
| std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 184 of file OrderExecReportBroadcast.h.
| PositionEffect::Enum positionEffect |
Field is used for Eurex position management purposes and indicates whether the order is submitted to open or close a position.
Definition at line 181 of file OrderExecReportBroadcast.h.
| SInt64 price |
Price.
Definition at line 91 of file OrderExecReportBroadcast.h.
| ProductComplex::Enum productComplex |
This field qualifies an instrument type on Eurex.
Definition at line 143 of file OrderExecReportBroadcast.h.
| SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 79 of file OrderExecReportBroadcast.h.
| 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 140 of file OrderExecReportBroadcast.h.
| Side::Enum side |
Side of the order.
Definition at line 152 of file OrderExecReportBroadcast.h.
| SInt64 stopPx |
Stop price.
Definition at line 106 of file OrderExecReportBroadcast.h.
| TimeInForce::Enum timeInForce |
Execution and trading restriction parameters supported by Eurex.
Definition at line 162 of file OrderExecReportBroadcast.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 159 of file OrderExecReportBroadcast.h.
| TradingSessionSubId::Enum tradingSessionSubId |
Marks a a certain order as a closing auction one.
Definition at line 168 of file OrderExecReportBroadcast.h.
| UInt64 trdRegTSEntryTime |
The entry timestamp is the time of the creation of the order.
Definition at line 85 of file OrderExecReportBroadcast.h.
| UInt64 trdRegTSTimeOut |
Matching engine out timestamp.
Definition at line 46 of file OrderExecReportBroadcast.h.
| UInt64 trdRegTSTimePriority |
Priority timestamp.
Definition at line 88 of file OrderExecReportBroadcast.h.
| Triggered::Enum triggered |
Indicates if an order has been previously triggered.
Definition at line 216 of file OrderExecReportBroadcast.h.
