The New Order Cross message is used to submit orders for wholesale business that has been pre-negotiated outside the market, for designated products. More...
Public Types | |
enum | { MinNoSides = 0, MaxNoSides = 2, MinNoLegs = 0, MaxNoLegs = 32 } |
Constants. More... | |
Public Member Functions | |
NewOrderCross () | |
Constructor. | |
NewOrderCross (const NewOrderCross &) | |
Copy constructor. | |
~NewOrderCross () | |
Destructor. | |
NewOrderCross & | operator= (const NewOrderCross &) |
Assignment. | |
void | crossId (RequestId id) |
Set client's new order cross ID. | |
RequestId | crossId () const |
Get client's new order cross ID. | |
void | wholesaleTradeType (WholesaleTradeType::Enum wholesaleTradeType) |
Set wholesale trade type. | |
WholesaleTradeType::Enum | wholesaleTradeType () const |
Get wholesale trade type. | |
void | clOrdLinkId (ClientOrderId id) |
Set numeric identifier created by the ISV, used to group together the two component legs that make up an Asset Allocation. | |
ClientOrderId | clOrdLinkId () const |
Get numeric identifier created by the ISV, used to group together the two component legs that make up an Asset Allocation. | |
void | price (Price price) |
Set order price in system ticks. | |
Price | price () const |
Get order price in system ticks. | |
void | orderQty (Quantity quantity) |
Set total order quantity. | |
Quantity | orderQty () const |
Get total order quantity. | |
void | securityIdSource (SecurityIdSource::Enum securityIdSource) |
Set security ID source. | |
SecurityIdSource::Enum | securityIdSource () const |
Get security ID source. | |
void | securityId (const String &securityId) |
Set security ID. | |
const String & | securityId () const |
Get security ID. | |
void | matchingCode (const String &matchingCode) |
Set trade match password. | |
const String & | matchingCode () const |
Get trade match password. | |
void | otherParty (const String &partyId) |
Set ITM of the trader for the matching half trade submitted separately. | |
const String & | otherParty () const |
Get ITM of the trader for the matching half trade submitted separately. | |
void | orderCapacity (OrderCapacity::Enum orderCapacity) |
Set ITM role on trade. | |
OrderCapacity::Enum | orderCapacity () const |
Get ITM role on trade. | |
void | otherLegSecurityIdSource (SecurityIdSource::Enum securityIdSource) |
Set the value in OtherLegSecurityID (602). Mandatory if OtherLegSecurityID is specified. | |
SecurityIdSource::Enum | otherLegSecurityIdSource () const |
Get the value in OtherLegSecurityID (602). Mandatory if OtherLegSecurityID is specified. | |
void | otherLegSecurityId (const String &securityId) |
Set the AMR for the other component leg of an Asset Allocation or a Prof Trade / or / ISIN code for the underlying cash leg that is part of a Basis or Against Actuals trade. | |
const String & | otherLegSecurityId () const |
Get the AMR for the other component leg of an Asset Allocation or a Prof Trade / or / ISIN code for the underlying cash leg that is part of a Basis or Against Actuals trade. | |
void | otherLegReferenceNo (const String &reference) |
Set free text field that provides a identifying reference for the cash leg. For basis trades only. | |
const String & | otherLegReferenceNo () const |
Get free text field that provides a identifying reference for the cash leg. For basis trades only. | |
void | otherLegLastPx (CCG::Price price) |
Set underlying cash leg price. For Basis and Against Actual trades only. | |
CCG::Price | otherLegLastPx () const |
Get underlying cash leg price. For Basis and Against Actual trades only. | |
UInt8 | noSides () const |
Get number of sides. | |
void | side (UInt8 index, const NewOrderCrossSideDetail &side) |
Set side. | |
const NewOrderCrossSideDetail & | side (UInt8 index) const |
Get side. | |
void | addSide (const NewOrderCrossSideDetail &side) |
Add new side. | |
void | removeAllSides () |
Remove all sides. | |
UInt8 | noLegs () const |
Get number of legs. | |
void | leg (UInt8 index, const NewOrderCrossLegDetail &leg) |
Set leg. | |
const NewOrderCrossLegDetail & | leg (UInt8 index) const |
Get leg. | |
void | addLeg (const NewOrderCrossLegDetail &leg) |
Add new leg. | |
void | removeAllLegs () |
Remove all legs. | |
std::string | toString () const |
Dump state to string. | |
void | serialize (MessageSerializer &) |
Serialize data (for internal use) |
The New Order Cross message is used to submit orders for wholesale business that has been pre-negotiated outside the market, for designated products.
The following fields are used for Clearing: ClearingInstruction, AccountCode, CustOrderCapacity, ClientInfo, PartyID, PartyRole, PostingAction. There are some fields on the Cross Order that are only applicable to certain Wholesale Trade Types, as follows:
Response: