|
| enum | ChannelDataEventType { cdeFeedConnected,
cdeFeedDisconnected,
cdeFeedFail
} |
| | Channel data event type. More...
|
| |
| enum | ChannelDataControlCode { cdccContinue
} |
| | Channel data control code. More...
|
| |
| enum | InstrumentEventType {
ieSubscribed,
ieUnsubscribed,
ieRecoveryBegin,
ieRecoveryEnd,
ieFullUpdate,
ieStatusUpdate,
ieThresholdLimitsUpdate,
ieTradeUpdate,
ieVolumeUpdate,
iePriceBidUpdate,
iePriceAskUpdate,
ieImpliedPriceBidUpdate,
ieImpliedPriceAskUpdate,
ieUpdateEnd,
ieQuoteRequest,
ieReset
} |
| | Instrument event type. More...
|
| |
| enum | InstrumentRecoveryBeginReason { irbrSequenceStart,
irbrSequenceGap,
irbrSequenceReset
} |
| | Recovery begin reason. More...
|
| |
| enum | InstrumentRecoveryEndReason { irerSnapshotRefresh,
irerNaturalRefresh,
irerSnapshotRecoveryError
} |
| | Recovery end reason. More...
|
| |
| enum | InstrumentControlCode { iccContinue,
iccStartRecovery,
iccStopRecovery
} |
| | Instrument control code. More...
|
| |
| enum | SemanticType {
ST_X,
ST_0,
ST_A,
ST_5,
ST_d,
ST_f,
ST_W,
ST_R
} |
| |
| enum | AggressorSide : uint8_t { NoAggressor = 0,
Buy = 1,
Sell = 2,
NullValue = 255
} |
| |
| enum | EventType : uint8_t { Activation = 5,
LastEligibleTradeDate = 7
} |
| |
| enum | HaltReason : uint8_t {
GroupSchedule = 0,
SurveillanceIntervention = 1,
MarketEvent = 2,
InstrumentActivation = 3,
InstrumentExpiration = 4,
Unknown = 5,
RecoveryInProcess = 6
} |
| |
| enum | LegSide : uint8_t { BuySide = 1,
SellSide = 2
} |
| |
| enum | MDEntryType : char {
Bid = '0',
Offer = '1',
Trade = '2',
OpenPrice = '4',
SettlementPrice = '6',
TradingSessionHighPrice = '7',
TradingSessionLowPrice = '8',
ClearedVolume = 'B',
OpenInterest = 'C',
ImpliedBid = 'E',
ImpliedOffer = 'F',
BookReset = 'J',
SessionHighBid = 'N',
SessionLowOffer = 'O',
FixingPrice = 'W',
ElectronicVolume = 'e',
ThresholdLimitsandPriceBandVariation = 'g'
} |
| |
| enum | MDEntryTypeBook : char {
Bid = '0',
Offer = '1',
ImpliedBid = 'E',
ImpliedOffer = 'F',
BookReset = 'J'
} |
| |
| enum | MDEntryTypeDailyStatistics : char { SettlementPrice = '6',
ClearedVolume = 'B',
OpenInterest = 'C',
FixingPrice = 'W'
} |
| |
| enum | MDEntryTypeStatistics : char {
OpenPrice = '4',
HighTrade = '7',
LowTrade = '8',
HighestBid = 'N',
LowestOffer = 'O'
} |
| |
| enum | MDUpdateAction : uint8_t {
New = 0,
Change = 1,
Delete = 2,
DeleteThru = 3,
DeleteFrom = 4,
Overlay = 5
} |
| |
| enum | OpenCloseSettlFlag : uint8_t { DailyOpenPrice = 0,
IndicativeOpeningPrice = 5,
NullValue = 255
} |
| |
| enum | OrderUpdateAction : uint8_t { New = 0,
Update = 1,
Delete = 2
} |
| |
| enum | PutOrCall : uint8_t { Put = 0,
Call = 1
} |
| |
| enum | SecurityTradingEvent : uint8_t {
NoEvent = 0,
NoCancel = 1,
ResetStatistics = 4,
ImpliedMatchingON = 5,
ImpliedMatchingOFF = 6
} |
| |
| enum | SecurityTradingStatus : uint8_t {
TradingHalt = 2,
Close = 4,
NewPriceIndication = 15,
ReadyToTrade = 17,
NotAvailableForTrading = 18,
UnknownorInvalid = 20,
PreOpen = 21,
PreCross = 24,
Cross = 25,
PostClose = 26,
NoChange = 103,
NullValue = 255
} |
| |
| enum | SecurityUpdateAction : char { Add = 'A',
Delete = 'D',
Modify = 'M'
} |
| |
| enum | InstAttribValue : uint32_t {
ElectronicMatchEligible = (1 << 0),
OrderCrossEligible = (1 << 1),
BlockTradeEligible = (1 << 2),
EFPEligible = (1 << 3),
EBFEligible = (1 << 4),
EFSEligible = (1 << 5),
EFREligible = (1 << 6),
OTCEligible = (1 << 7),
iLinkIndicativeMassQuotingEligible = (1 << 8),
NegativeStrikeEligible = (1 << 9),
NegativePriceOutrightEligible = (1 << 10),
IsFractional = (1 << 11),
VolatilityQuotedOption = (1 << 12),
RFQCrossEligible = (1 << 13),
ZeroPriceOutrightEligible = (1 << 14),
DecayingProductEligibility = (1 << 15),
VariableProductEligibility = (1 << 16),
DailyProductEligibility = (1 << 17),
GTOrdersEligibility = (1 << 18),
ImpliedMatchingEligibility = (1 << 19)
} |
| |
| enum | MatchEventIndicator : uint8_t {
LastTradeMsg = (1 << 0),
LastVolumeMsg = (1 << 1),
LastQuoteMsg = (1 << 2),
LastStatsMsg = (1 << 3),
LastImpliedMsg = (1 << 4),
RecoveryMsg = (1 << 5),
Reserved = (1 << 6),
EndOfEvent = (1 << 7)
} |
| |
| enum | SettlPriceType : uint8_t {
Final = (1 << 0),
Actual = (1 << 1),
Rounded = (1 << 2),
Intraday = (1 << 3),
ReservedBits = (1 << 4),
NullValue = (1 << 7)
} |
| |
| enum | ResolverEventType {
reStarted,
reStopped,
reRecoveryBegin,
reRecoveryEnd,
reCycleBegin,
reCycleEnd,
reInstrumentAdded,
reInstrumentModified,
reInstrumentDeleted
} |
| | Resolver events type. More...
|
| |
| enum | ResolverControlCode { rccContinue
} |
| | Resolver control code. More...
|
| |
| enum | RecoveryType { rtSnapshotRecovery,
rtNaturalSnapshotRecovery,
rtNaturalRecovery
} |
| | Recovery type. More...
|
| |
| enum | SocketType { stSystem,
stAsio,
stMyricomDBL,
stMock
} |
| | Socket type. More...
|
| |
| enum | DataFeedID {
dfiInstrumentDefintionA,
dfiInstrumentDefinitionB,
dfiSnapshotA,
dfiSnapshotB,
dfiIncrementalA,
dfiIncrementalB
} |
| | Data feed ID. More...
|
| |
| enum | ThreadPriority {
tpRealtime,
tpHigh,
tpAboveNormal,
tpNormal,
tpBelowNormal,
tpLowest,
tpIdle
} |
| | Thread priority. More...
|
| |
