biz.onixs.eurex.eti.handler.message

Class ModifyOrderRequest

java.lang.Object

biz.onixs.eurex.eti.handler.message.ModifyOrderRequest

All Implemented Interfaces:

ApplicationMessage, Message

public class ModifyOrderRequest
extends Object
implements ApplicationMessage

Modify Order Request Message

Field Summary

Fields inherited from interface biz.onixs.eurex.eti.handler.message.Message

SInt16NoValue, SInt32NoValue, SInt64NoValue, SInt8NoValue, UInt16NoValue, UInt32NoValue, UInt64NoValue, UInt8NoValue

Constructor Summary

Constructors

Constructor and Description
ModifyOrderRequest() Create new object.

Method Summary

Modifier and Type	Method and Description
void	deserialize(DeserializerHelpers deserializerHelpers) Deserialize message from Eurex ETI binary format.
CharSequence	getAccount() Account to book trades and keep positions on.
ApplSeqIndicator	getApplSeqIndicator() Indicates if the order is a Lean Order or a Standard (non lean) Order.
int	getCheckSumCorrection() CheckSum correction.
long	getClOrdId() Unique participant defined order request identifier.
CharSequence	getComplianceText() 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).
CustOrderHandlingInst	getCustOrderHandlingInst() Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier.
ExecInst	getExecInst() Instructions for order handling, represented as a bit map.
long	getExecutingTrader() Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm within the member or participant of the trading venue who is responsible for the execution of the transaction resulting from the order.
ExecutingTraderQualifier	getExecutingTraderQualifier() Qualifier for field ExecutingTrader.
long	getExpireDate() Date of order expiry.
CharSequence	getFixClOrdId() User defined client order ID.
CharSequence	getFreeText1() First free-format text field for trader-specific or customer-related comments.
CharSequence	getFreeText2() Second free-format text field for trader-specific or customer-related comments.
CharSequence	getFreeText3() Third free-format text field for trader-specific or customer-related comments.
List<LegOrdGrpElem>	getLegOrdGrp() Leg Ord Group.
int	getMarketSegmentId() The product identifier uniquely identifies a Eurex product.
long	getMatchInstCrossId() Self Match Prevention ID.
long	getMsgSeqNum() Message sequence number used by the participant for requests sent to the gateway.
OrderAttributeLiquidityProvision	getOrderAttributeLiquidityProvision() Order attribute liquidity provision.
long	getOrderId() Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.
OrderOrigination	getOrderOrigination() Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
long	getOrderQty() Total Order Quantity.
OrdType	getOrdType() Order type.
long	getOrigClOrdId() ClOrdID (11) of the last successfully processed task (request) referring to the specific order; used for client order ID chaining.
OwnershipIndicator	getOwnershipIndicator() Ownership indicator.
CharSequence	getPartyEndClientIdentification() End client identifier.
CharSequence	getPartyIdBeneficiary() Mandatory final KRX beneficiary account required for orders in KRX products.
long	getPartyIdClientId() Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent account of the member or participant of the trading venue.
long	getPartyIdInvestmentDecisionMaker() Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or the algorithm within the member or participant of the Trading Venue who is responsible for the investment decision.
PartyIdInvestmentDecisionMakerQualifier	getPartyIdInvestmentDecisionMakerQualifier() Party ID investment decision maker qualifier.
CharSequence	getPartyIdLocationId() Country code.
CharSequence	getPartyIdOrderOriginationFirm() Partner identification at the Korea Exchange is required for orders in KRX products.
CharSequence	getPartyIdPositionAccount() Flex Account information.
CharSequence	getPartyIdTakeUpTradingFirm() Indicates the name of a member institution to which a give-up is designated.
PositionEffect	getPositionEffect() Field is used for Eurex position management purposes and indicates whether the order is submitted to open or close a position.
long	getPrice() Price.
PriceValidityCheckType	getPriceValidityCheckType() Indicator how price validity check should be performed by the exchange.
ProductComplex	getProductComplex() This field qualifies an instrument type on Eurex.
long	getSecurityId() The instrument identifier uniquely identifies an instrument in the core system.
SelfMatchPreventionInstruction	getSelfMatchPreventionInstruction() Indicate the instruction for SMP.
long	getSenderSubId() User ID.
Side	getSide() Side of the order.
long	getStopPx() Stop price.
long	getTargetPartyIdSessionId() Owning Session ID.
TemplateId	getTemplateId() Returns message TemplateID.
TimeInForce	getTimeInForce() Execution and trading restriction parameters supported by Eurex.
TradingCapacity	getTradingCapacity() This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as a market maker.
TradingSessionSubId	getTradingSessionSubId() Marks a a certain order as a closing auction one.
ValueCheckTypeValue	getValueCheckTypeValue() Indicator for checking the maximum order/quote value by the exchange.
void	notify(MessageListener listener) Notify message listener.
void	serialize(SerializerHelpers serializerHelpers) Serialize message to Eurex ETI binary format.
ModifyOrderRequest	setAccount(CharSequence value)
ModifyOrderRequest	setApplSeqIndicator(ApplSeqIndicator value)
ModifyOrderRequest	setCheckSumCorrection(int value)
ModifyOrderRequest	setClOrdId(long value)
ModifyOrderRequest	setComplianceText(CharSequence value)
ModifyOrderRequest	setCustOrderHandlingInst(CustOrderHandlingInst value)
ModifyOrderRequest	setExecInst(ExecInst value)
ModifyOrderRequest	setExecutingTrader(long value)
ModifyOrderRequest	setExecutingTraderQualifier(ExecutingTraderQualifier value)
ModifyOrderRequest	setExpireDate(long value)
ModifyOrderRequest	setFixClOrdId(CharSequence value)
ModifyOrderRequest	setFreeText1(CharSequence value)
ModifyOrderRequest	setFreeText2(CharSequence value)
ModifyOrderRequest	setFreeText3(CharSequence value)
ModifyOrderRequest	setLegOrdGrp(List<LegOrdGrpElem> value)
ModifyOrderRequest	setMarketSegmentId(int value)
ModifyOrderRequest	setMatchInstCrossId(long value)
void	setMsgSeqNum(long value) Set message sequence number.
ModifyOrderRequest	setOrderAttributeLiquidityProvision(OrderAttributeLiquidityProvision value)
ModifyOrderRequest	setOrderId(long value)
ModifyOrderRequest	setOrderOrigination(OrderOrigination value)
ModifyOrderRequest	setOrderQty(long value)
ModifyOrderRequest	setOrdType(OrdType value)
ModifyOrderRequest	setOrigClOrdId(long value)
ModifyOrderRequest	setOwnershipIndicator(OwnershipIndicator value)
ModifyOrderRequest	setPartyEndClientIdentification(CharSequence value)
ModifyOrderRequest	setPartyIdBeneficiary(CharSequence value)
ModifyOrderRequest	setPartyIdClientId(long value)
ModifyOrderRequest	setPartyIdInvestmentDecisionMaker(long value)
ModifyOrderRequest	setPartyIdInvestmentDecisionMakerQualifier(PartyIdInvestmentDecisionMakerQualifier value)
ModifyOrderRequest	setPartyIdLocationId(CharSequence value)
ModifyOrderRequest	setPartyIdOrderOriginationFirm(CharSequence value)
ModifyOrderRequest	setPartyIdPositionAccount(CharSequence value)
ModifyOrderRequest	setPartyIdTakeUpTradingFirm(CharSequence value)
ModifyOrderRequest	setPositionEffect(PositionEffect value)
ModifyOrderRequest	setPrice(long value)
ModifyOrderRequest	setPriceValidityCheckType(PriceValidityCheckType value)
ModifyOrderRequest	setProductComplex(ProductComplex value)
ModifyOrderRequest	setSecurityId(long value)
ModifyOrderRequest	setSelfMatchPreventionInstruction(SelfMatchPreventionInstruction value)
ModifyOrderRequest	setSenderSubId(long value)
ModifyOrderRequest	setSide(Side value)
ModifyOrderRequest	setStopPx(long value)
ModifyOrderRequest	setTargetPartyIdSessionId(long value)
ModifyOrderRequest	setTimeInForce(TimeInForce value)
ModifyOrderRequest	setTradingCapacity(TradingCapacity value)
ModifyOrderRequest	setTradingSessionSubId(TradingSessionSubId value)
ModifyOrderRequest	setValueCheckTypeValue(ValueCheckTypeValue value)
String	toString() Returns a string representation.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

ModifyOrderRequest

public ModifyOrderRequest()

Create new object.

Method Detail

toString

public String toString()

Returns a string representation.

Overrides:

toString in class Object

getTemplateId

public TemplateId getTemplateId()

Returns message TemplateID.

Specified by:

getTemplateId in interface Message

serialize

public void serialize(SerializerHelpers serializerHelpers)
               throws IOException

Serialize message to Eurex ETI binary format.

Specified by:

serialize in interface Message

Throws:

IOException

deserialize

public void deserialize(DeserializerHelpers deserializerHelpers)
                 throws IOException

Deserialize message from Eurex ETI binary format.

Specified by:

deserialize in interface Message

Throws:

IOException

notify

public void notify(MessageListener listener)

Notify message listener.

Specified by:

notify in interface Message

getMsgSeqNum

public long getMsgSeqNum()

Message sequence number used by the participant for requests sent to the gateway.

Specified by:

getMsgSeqNum in interface Message

setMsgSeqNum

public void setMsgSeqNum(long value)

Description copied from interface: Message

Set message sequence number.

Specified by:

setMsgSeqNum in interface Message

getSenderSubId

public long getSenderSubId()

User ID.

setSenderSubId

public ModifyOrderRequest setSenderSubId(long value)

getOrderId

public long getOrderId()

Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.

setOrderId

public ModifyOrderRequest setOrderId(long value)

getClOrdId

public long getClOrdId()

Unique participant defined order request identifier.

setClOrdId

public ModifyOrderRequest setClOrdId(long value)

getOrigClOrdId

public long getOrigClOrdId()

ClOrdID (11) of the last successfully processed task (request) referring to the specific order; used for client order ID chaining.

setOrigClOrdId

public ModifyOrderRequest setOrigClOrdId(long value)

getStopPx

public long getStopPx()

Stop price.

setStopPx

public ModifyOrderRequest setStopPx(long value)

getPartyIdClientId

public long getPartyIdClientId()

Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent account of the member or participant of the trading venue.

setPartyIdClientId

public ModifyOrderRequest setPartyIdClientId(long value)

getExecutingTrader

public long getExecutingTrader()

Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm within the member or participant of the trading venue who is responsible for the execution of the transaction resulting from the order.

setExecutingTrader

public ModifyOrderRequest setExecutingTrader(long value)

getMatchInstCrossId

public long getMatchInstCrossId()

Self Match Prevention ID.

setMatchInstCrossId

public ModifyOrderRequest setMatchInstCrossId(long value)

getExpireDate

public long getExpireDate()

Date of order expiry.

setExpireDate

public ModifyOrderRequest setExpireDate(long value)

getTargetPartyIdSessionId

public long getTargetPartyIdSessionId()

Owning Session ID.

setTargetPartyIdSessionId

public ModifyOrderRequest setTargetPartyIdSessionId(long value)

getTradingSessionSubId

public TradingSessionSubId getTradingSessionSubId()

Marks a a certain order as a closing auction one.

setTradingSessionSubId

public ModifyOrderRequest setTradingSessionSubId(TradingSessionSubId value)

getOwnershipIndicator

public OwnershipIndicator getOwnershipIndicator()

Ownership indicator.

setOwnershipIndicator

public ModifyOrderRequest setOwnershipIndicator(OwnershipIndicator value)

getApplSeqIndicator

public ApplSeqIndicator getApplSeqIndicator()

Indicates if the order is a Lean Order or a Standard (non lean) Order.

setApplSeqIndicator

public ModifyOrderRequest setApplSeqIndicator(ApplSeqIndicator value)

getOrdType

public OrdType getOrdType()

Order type.

setOrdType

public ModifyOrderRequest setOrdType(OrdType value)

getPriceValidityCheckType

public PriceValidityCheckType getPriceValidityCheckType()

Indicator how price validity check should be performed by the exchange.

setPriceValidityCheckType

public ModifyOrderRequest setPriceValidityCheckType(PriceValidityCheckType value)

getValueCheckTypeValue

public ValueCheckTypeValue getValueCheckTypeValue()

Indicator for checking the maximum order/quote value by the exchange.

setValueCheckTypeValue

public ModifyOrderRequest setValueCheckTypeValue(ValueCheckTypeValue value)

getOrderOrigination

public OrderOrigination getOrderOrigination()

Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.

setOrderOrigination

public ModifyOrderRequest setOrderOrigination(OrderOrigination value)

getPartyIdTakeUpTradingFirm

public CharSequence getPartyIdTakeUpTradingFirm()

Indicates the name of a member institution to which a give-up is designated.

setPartyIdTakeUpTradingFirm

public ModifyOrderRequest setPartyIdTakeUpTradingFirm(CharSequence value)

getPartyIdOrderOriginationFirm

public CharSequence getPartyIdOrderOriginationFirm()

Partner identification at the Korea Exchange is required for orders in KRX products.

setPartyIdOrderOriginationFirm

public ModifyOrderRequest setPartyIdOrderOriginationFirm(CharSequence value)

getPartyIdBeneficiary

public CharSequence getPartyIdBeneficiary()

Mandatory final KRX beneficiary account required for orders in KRX products.

setPartyIdBeneficiary

public ModifyOrderRequest setPartyIdBeneficiary(CharSequence value)

getAccount

public CharSequence getAccount()

Account to book trades and keep positions on.

setAccount

public ModifyOrderRequest setAccount(CharSequence value)

getPartyIdPositionAccount

public CharSequence getPartyIdPositionAccount()

Flex Account information.

setPartyIdPositionAccount

public ModifyOrderRequest setPartyIdPositionAccount(CharSequence value)

getPositionEffect

public PositionEffect getPositionEffect()

Field is used for Eurex position management purposes and indicates whether the order is submitted to open or close a position.

setPositionEffect

public ModifyOrderRequest setPositionEffect(PositionEffect value)

getPartyIdLocationId

public CharSequence getPartyIdLocationId()

Country code. Valid characters: 0x01-0x7E.

setPartyIdLocationId

public ModifyOrderRequest setPartyIdLocationId(CharSequence value)

getCustOrderHandlingInst

public CustOrderHandlingInst getCustOrderHandlingInst()

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.

setCustOrderHandlingInst

public ModifyOrderRequest setCustOrderHandlingInst(CustOrderHandlingInst value)

getComplianceText

public CharSequence getComplianceText()

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).

setComplianceText

public ModifyOrderRequest setComplianceText(CharSequence value)

getFreeText1

public CharSequence getFreeText1()

First free-format text field for trader-specific or customer-related comments.

setFreeText1

public ModifyOrderRequest setFreeText1(CharSequence value)

getFreeText2

public CharSequence getFreeText2()

Second free-format text field for trader-specific or customer-related comments.

setFreeText2

public ModifyOrderRequest setFreeText2(CharSequence value)

getFreeText3

public CharSequence getFreeText3()

Third free-format text field for trader-specific or customer-related comments.

setFreeText3

public ModifyOrderRequest setFreeText3(CharSequence value)

getFixClOrdId

public CharSequence getFixClOrdId()

User defined client order ID.

setFixClOrdId

public ModifyOrderRequest setFixClOrdId(CharSequence value)

getPartyEndClientIdentification

public CharSequence getPartyEndClientIdentification()

End client identifier.

setPartyEndClientIdentification

public ModifyOrderRequest setPartyEndClientIdentification(CharSequence value)

getExecutingTraderQualifier

public ExecutingTraderQualifier getExecutingTraderQualifier()

Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.

setExecutingTraderQualifier

public ModifyOrderRequest setExecutingTraderQualifier(ExecutingTraderQualifier value)

getPartyIdInvestmentDecisionMakerQualifier

public PartyIdInvestmentDecisionMakerQualifier getPartyIdInvestmentDecisionMakerQualifier()

Party ID investment decision maker qualifier.

setPartyIdInvestmentDecisionMakerQualifier

public ModifyOrderRequest setPartyIdInvestmentDecisionMakerQualifier(PartyIdInvestmentDecisionMakerQualifier value)

getPartyIdInvestmentDecisionMaker

public long getPartyIdInvestmentDecisionMaker()

Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or the algorithm within the member or participant of the Trading Venue who is responsible for the investment decision.

setPartyIdInvestmentDecisionMaker

public ModifyOrderRequest setPartyIdInvestmentDecisionMaker(long value)

getOrderAttributeLiquidityProvision

public OrderAttributeLiquidityProvision getOrderAttributeLiquidityProvision()

Order attribute liquidity provision.

setOrderAttributeLiquidityProvision

public ModifyOrderRequest setOrderAttributeLiquidityProvision(OrderAttributeLiquidityProvision value)

getTradingCapacity

public TradingCapacity getTradingCapacity()

This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as a market maker.

setTradingCapacity

public ModifyOrderRequest setTradingCapacity(TradingCapacity value)

getProductComplex

public ProductComplex getProductComplex()

This field qualifies an instrument type on Eurex.

setProductComplex

public ModifyOrderRequest setProductComplex(ProductComplex value)

getSelfMatchPreventionInstruction

public SelfMatchPreventionInstruction getSelfMatchPreventionInstruction()

Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfMatchPreventionInstruction is 100 (Reject cross on business unit level).

setSelfMatchPreventionInstruction

public ModifyOrderRequest setSelfMatchPreventionInstruction(SelfMatchPreventionInstruction value)

getMarketSegmentId

public int getMarketSegmentId()

The product identifier uniquely identifies a Eurex product.

setMarketSegmentId

public ModifyOrderRequest setMarketSegmentId(int value)

getSecurityId

public long getSecurityId()

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

setSecurityId

public ModifyOrderRequest setSecurityId(long value)

getOrderQty

public long getOrderQty()

Total Order Quantity.

setOrderQty

public ModifyOrderRequest setOrderQty(long value)

getPrice

public long getPrice()

Price.

setPrice

public ModifyOrderRequest setPrice(long value)

getSide

public Side getSide()

Side of the order.

setSide

public ModifyOrderRequest setSide(Side value)

getExecInst

public ExecInst getExecInst()

Instructions for order handling, represented as a bit map.

setExecInst

public ModifyOrderRequest setExecInst(ExecInst value)

getTimeInForce

public TimeInForce getTimeInForce()

Execution and trading restriction parameters supported by Eurex.

setTimeInForce

public ModifyOrderRequest setTimeInForce(TimeInForce value)

getCheckSumCorrection

public int getCheckSumCorrection()

CheckSum correction.

setCheckSumCorrection

public ModifyOrderRequest setCheckSumCorrection(int value)

getLegOrdGrp

public List<LegOrdGrpElem> getLegOrdGrp()

Leg Ord Group.

setLegOrdGrp

public ModifyOrderRequest setLegOrdGrp(List<LegOrdGrpElem> value)