FixMessages::SG_FIX44::TrdRegPublicationReason Namespace Reference

Variables
static const int	DEFERRAL_ILLIQUID_INSTRUMENT = 7
	Deferral due to "Illiquid Instrument" = 7.
static const int	DEFERRAL_LARGE_IN_SCALE = 6
	Deferral due to "Large in Scale" = 6.
static const int	DEFERRAL_SIZE_SPECIFIC = 8
	Deferral due to "Size Specific" = 8.
static const int	EXEMPTED_DUE_TO_ESCB_POLICY_TRANSACTION = 12
	Exempted due to European System of Central Banks (ESCB) policy transaction = 12.
static const int	EXEMPTED_DUE_TO_SECURITIES_FINANCING_TRANSACTION = 11
	Exempted due to securities financing transaction = 11.
static const int	NO_PRECEDING_ORDER_PRICE_DEPENDS_ON_REFERENCE_PRICE_FOR_ILLIQUID_INSTRUMENT = 1
	No preceding order in book as transaction price depends on system-set reference price for an illiquid instrument = 1.
static const int	NO_PRECEDING_ORDER_PRICE_DIFFERS_FROM_MARKET_PRICE = 2
	No preceding order in book as transaction price is for transaction subject to conditions other than current market price = 2.
static const int	NO_PRECEDING_ORDER_PRICE_SET_WITHIN_AVG_SPREAD = 0
	No preceding order in book as transaction price set within average spread of a liquid instrument = 0.
static const int	NO_PUBLIC_PRICE_AS_REFERENCE_PRICE_WAS_USED_FOR_MATCHING_ORDERS = 3
	No public price for preceding order as public reference price was used for matching orders = 3.
static const int	NO_PUBLIC_PRICE_OR_SIZE_QUOTED_LARGE_IN_SCALE = 9
	No public price and/or size quoted as transaction is "large in scale" = 9.
static const int	NO_PUBLIC_PRICE_OR_SIZE_QUOTED_ORDER_BEING_HIDDEN = 10
	No public price and/or size quoted due to order being hidden = 10.
static const int	NO_PUBLIC_PRICE_QUOTED_AS_INSTRUMENT_IS_ILLIQUID = 4
	No public price quoted as instrument is illiquid = 4.
static const int	NO_PUBLIC_PRICE_QUOTED_DUE_TO_SIZE = 5
	No public price quoted due to "Size" = 5.

Variable Documentation

DEFERRAL_ILLIQUID_INSTRUMENT

const int FixMessages::SG_FIX44::TrdRegPublicationReason::DEFERRAL_ILLIQUID_INSTRUMENT = 7

static

Deferral due to "Illiquid Instrument" = 7.

DEFERRAL_LARGE_IN_SCALE

const int FixMessages::SG_FIX44::TrdRegPublicationReason::DEFERRAL_LARGE_IN_SCALE = 6

static

Deferral due to "Large in Scale" = 6.

DEFERRAL_SIZE_SPECIFIC

const int FixMessages::SG_FIX44::TrdRegPublicationReason::DEFERRAL_SIZE_SPECIFIC = 8

static

Deferral due to "Size Specific" = 8.

EXEMPTED_DUE_TO_ESCB_POLICY_TRANSACTION

const int FixMessages::SG_FIX44::TrdRegPublicationReason::EXEMPTED_DUE_TO_ESCB_POLICY_TRANSACTION = 12

static

Exempted due to European System of Central Banks (ESCB) policy transaction = 12.

EXEMPTED_DUE_TO_SECURITIES_FINANCING_TRANSACTION

const int FixMessages::SG_FIX44::TrdRegPublicationReason::EXEMPTED_DUE_TO_SECURITIES_FINANCING_TRANSACTION = 11

static

Exempted due to securities financing transaction = 11.

NO_PRECEDING_ORDER_PRICE_DEPENDS_ON_REFERENCE_PRICE_FOR_ILLIQUID_INSTRUMENT

const int FixMessages::SG_FIX44::TrdRegPublicationReason::NO_PRECEDING_ORDER_PRICE_DEPENDS_ON_REFERENCE_PRICE_FOR_ILLIQUID_INSTRUMENT = 1

static

No preceding order in book as transaction price depends on system-set reference price for an illiquid instrument = 1.

NO_PRECEDING_ORDER_PRICE_DIFFERS_FROM_MARKET_PRICE

const int FixMessages::SG_FIX44::TrdRegPublicationReason::NO_PRECEDING_ORDER_PRICE_DIFFERS_FROM_MARKET_PRICE = 2

static

No preceding order in book as transaction price is for transaction subject to conditions other than current market price = 2.

NO_PRECEDING_ORDER_PRICE_SET_WITHIN_AVG_SPREAD

const int FixMessages::SG_FIX44::TrdRegPublicationReason::NO_PRECEDING_ORDER_PRICE_SET_WITHIN_AVG_SPREAD = 0

static

No preceding order in book as transaction price set within average spread of a liquid instrument = 0.

NO_PUBLIC_PRICE_AS_REFERENCE_PRICE_WAS_USED_FOR_MATCHING_ORDERS

const int FixMessages::SG_FIX44::TrdRegPublicationReason::NO_PUBLIC_PRICE_AS_REFERENCE_PRICE_WAS_USED_FOR_MATCHING_ORDERS = 3

static

No public price for preceding order as public reference price was used for matching orders = 3.

NO_PUBLIC_PRICE_OR_SIZE_QUOTED_LARGE_IN_SCALE

const int FixMessages::SG_FIX44::TrdRegPublicationReason::NO_PUBLIC_PRICE_OR_SIZE_QUOTED_LARGE_IN_SCALE = 9

static

No public price and/or size quoted as transaction is "large in scale" = 9.

NO_PUBLIC_PRICE_OR_SIZE_QUOTED_ORDER_BEING_HIDDEN

const int FixMessages::SG_FIX44::TrdRegPublicationReason::NO_PUBLIC_PRICE_OR_SIZE_QUOTED_ORDER_BEING_HIDDEN = 10

static

No public price and/or size quoted due to order being hidden = 10.

NO_PUBLIC_PRICE_QUOTED_AS_INSTRUMENT_IS_ILLIQUID

const int FixMessages::SG_FIX44::TrdRegPublicationReason::NO_PUBLIC_PRICE_QUOTED_AS_INSTRUMENT_IS_ILLIQUID = 4

static

No public price quoted as instrument is illiquid = 4.

NO_PUBLIC_PRICE_QUOTED_DUE_TO_SIZE

const int FixMessages::SG_FIX44::TrdRegPublicationReason::NO_PUBLIC_PRICE_QUOTED_DUE_TO_SIZE = 5

static

No public price quoted due to "Size" = 5.