#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 () |
Friends | |
class | Serializer |
Definition at line 40 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 233 of file OrderExecReportBroadcast.h.
std::string account |
Account to book trades and keep positions on.
Definition at line 170 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 167 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 71 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 194 of file OrderExecReportBroadcast.h.
CrossedIndicator::Enum crossedIndicator |
Indicates SMP involvement.
Definition at line 212 of file OrderExecReportBroadcast.h.
SInt64 cumQty |
Cumulated executed quantity of an order.
Definition at line 95 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 191 of file OrderExecReportBroadcast.h.
SInt64 cxlQty |
Total quantity cancelled for this order.
Definition at line 98 of file OrderExecReportBroadcast.h.
UInt64 execId |
Transaction timestamp.
Definition at line 80 of file OrderExecReportBroadcast.h.
ExecInst::Enum execInst |
Instructions for order handling, represented as a bit map.
Definition at line 161 of file OrderExecReportBroadcast.h.
ExecRestatementReason::Enum execRestatementReason |
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
Definition at line 131 of file OrderExecReportBroadcast.h.
ExecType::Enum execType |
The reason why this message was generated.
Definition at line 146 of file OrderExecReportBroadcast.h.
UInt32 expireDate |
Date of order expiry.
Definition at line 113 of file OrderExecReportBroadcast.h.
std::vector<FillsGrpElem> fillsGrp |
Fills Group.
Definition at line 218 of file OrderExecReportBroadcast.h.
std::string fixClOrdId |
User defined client order ID.
Definition at line 206 of file OrderExecReportBroadcast.h.
std::string freeText1 |
First free-format text field for trader-specific or customer-related comments.
Definition at line 197 of file OrderExecReportBroadcast.h.
std::string freeText2 |
Second free-format text field for trader-specific or customer-related comments.
Definition at line 200 of file OrderExecReportBroadcast.h.
std::string freeText3 |
Third free-format text field for trader-specific or customer-related comments.
Definition at line 203 of file OrderExecReportBroadcast.h.
std::vector<InstrmntLegExecGrpElem> instrmntLegExecGrp |
Instrmnt Leg Exec Group.
Definition at line 221 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 65 of file OrderExecReportBroadcast.h.
SInt64 leavesQty |
Remaining quantity of an order.
Definition at line 92 of file OrderExecReportBroadcast.h.
std::vector<LegOrdGrpElem> legOrdGrp |
Leg Ord Group.
Definition at line 215 of file OrderExecReportBroadcast.h.
SInt32 marketSegmentId |
The product identifier uniquely identifies a Eurex product.
Definition at line 107 of file OrderExecReportBroadcast.h.
UInt32 massOrderReportId |
Mass order response identifier generated by the exchange.
Definition at line 110 of file OrderExecReportBroadcast.h.
UInt32 matchInstCrossId |
Self Match Prevention ID.
Definition at line 116 of file OrderExecReportBroadcast.h.
std::vector<OrderEventGrpElem> orderEventGrp |
Order Event Group.
Definition at line 224 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 68 of file OrderExecReportBroadcast.h.
SInt64 orderQty |
Total Order Quantity.
Definition at line 101 of file OrderExecReportBroadcast.h.
OrdStatus::Enum ordStatus |
Conveys the current status of an order.
Definition at line 143 of file OrderExecReportBroadcast.h.
OrdType::Enum ordType |
Order type.
Definition at line 152 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 74 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 185 of file OrderExecReportBroadcast.h.
PartyIdEnteringFirm::Enum partyIdEnteringFirm |
Entering Business Unit.
Definition at line 134 of file OrderExecReportBroadcast.h.
UInt32 partyIdEnteringTrader |
Entering User ID.
Definition at line 128 of file OrderExecReportBroadcast.h.
UInt32 partyIdExecutingTrader |
Owning User ID.
Definition at line 125 of file OrderExecReportBroadcast.h.
UInt32 partyIdExecutingUnit |
Owning Business Unit.
Definition at line 119 of file OrderExecReportBroadcast.h.
std::string partyIdLocationId |
Country code. Valid characters: 0x01-0x7E.
Definition at line 188 of file OrderExecReportBroadcast.h.
std::string partyIdOrderOriginationFirm |
Partner identification at the Korea Exchange is required for orders in KRX products.
Definition at line 182 of file OrderExecReportBroadcast.h.
std::string partyIdPositionAccount |
Flex Account information.
Definition at line 173 of file OrderExecReportBroadcast.h.
UInt32 partyIdSessionId |
Identification of a Trading Session provided by Eurex to a certain business unit.
Definition at line 122 of file OrderExecReportBroadcast.h.
std::string partyIdTakeUpTradingFirm |
Indicates the name of a member institution to which a give-up is designated.
Definition at line 179 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 176 of file OrderExecReportBroadcast.h.
SInt64 price |
Price.
Definition at line 89 of file OrderExecReportBroadcast.h.
ProductComplex::Enum productComplex |
This field qualifies an instrument type on Eurex.
Definition at line 140 of file OrderExecReportBroadcast.h.
SInt64 securityId |
The instrument identifier uniquely identifies an instrument in the core system.
Definition at line 77 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 137 of file OrderExecReportBroadcast.h.
Side::Enum side |
Side of the order.
Definition at line 149 of file OrderExecReportBroadcast.h.
SInt64 stopPx |
Stop price.
Definition at line 104 of file OrderExecReportBroadcast.h.
TimeInForce::Enum timeInForce |
Execution and trading restriction parameters supported by Eurex.
Definition at line 158 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 155 of file OrderExecReportBroadcast.h.
TradingSessionSubId::Enum tradingSessionSubId |
Marks a a certain order as a closing auction one.
Definition at line 164 of file OrderExecReportBroadcast.h.
UInt64 trdRegTSEntryTime |
The entry timestamp is the time of the creation of the order.
Definition at line 83 of file OrderExecReportBroadcast.h.
UInt64 trdRegTSTimeOut |
Matching engine out timestamp.
Definition at line 47 of file OrderExecReportBroadcast.h.
UInt64 trdRegTSTimePriority |
Priority timestamp.
Definition at line 86 of file OrderExecReportBroadcast.h.
Triggered::Enum triggered |
Indicates if an order has been previously triggered.
Definition at line 209 of file OrderExecReportBroadcast.h.