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

Public Member Functions
	OrderExecReportBroadcast ()

TemplateId::Enum	templateId () const

std::string	toString () const

Public Member Functions inherited from Message
virtual	~Message ()

Public Attributes
UInt64	trdRegTSTimeOut

UInt32	applSubId

UInt16	partitionId

Data	applMsgId

ApplId::Enum	applId

ApplResendFlag::Enum	applResendFlag

LastFragment::Enum	lastFragment

UInt64	orderId

UInt64	clOrdId

UInt64	origClOrdId

SInt64	securityId

UInt64	execId

UInt64	trdRegTSEntryTime

UInt64	trdRegTSTimePriority

SInt64	price

SInt64	leavesQty

SInt64	cumQty

SInt64	cxlQty

SInt64	orderQty

SInt64	stopPx

SInt32	marketSegmentId

UInt32	massOrderReportId

UInt32	expireDate

UInt32	matchInstCrossId

UInt32	partyIdExecutingUnit

UInt32	partyIdSessionId

UInt32	partyIdExecutingTrader

UInt32	partyIdEnteringTrader

ExecRestatementReason::Enum	execRestatementReason

PartyIdEnteringFirm::Enum	partyIdEnteringFirm

SelfMatchPreventionInstruction::Enum	selfMatchPreventionInstruction

ProductComplex::Enum	productComplex

OrdStatus::Enum	ordStatus

ExecType::Enum	execType

Side::Enum	side

OrdType::Enum	ordType

TradingCapacity::Enum	tradingCapacity

TimeInForce::Enum	timeInForce

ExecInst::Enum	execInst

TradingSessionSubId::Enum	tradingSessionSubId

ApplSeqIndicator::Enum	applSeqIndicator

std::string	account

std::string	partyIdPositionAccount

PositionEffect::Enum	positionEffect

std::string	partyIdTakeUpTradingFirm

std::string	partyIdOrderOriginationFirm

std::string	partyIdBeneficiary

std::string	partyIdLocationId

CustOrderHandlingInst::Enum	custOrderHandlingInst

std::string	complianceText

std::string	freeText1

std::string	freeText2

std::string	freeText3

std::string	fixClOrdId

Triggered::Enum	triggered

CrossedIndicator::Enum	crossedIndicator

std::vector< LegOrdGrpElem >	legOrdGrp

std::vector< FillsGrpElem >	fillsGrp

std::vector< InstrmntLegExecGrpElem >	instrmntLegExecGrp

std::vector< OrderEventGrpElem >	orderEventGrp

Friends
class	Serializer

Detailed Description

Definition at line 39 of file OrderExecReportBroadcast.h.

Constructor & Destructor Documentation

OrderExecReportBroadcast ( )

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 240 of file OrderExecReportBroadcast.h.

Member Data Documentation

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.