|
| enum | ChannelDataEventType { cdeFeedConnected,
cdeFeedDisconnected,
cdeFeedFail,
cdeUdpPacketProcessed
} |
| | Channel data event type. More...
|
| |
| enum | ChannelDataControlCode { cdccContinue
} |
| |
| 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
} |
| |
| enum | SemanticType {
SemanticType::ST_X,
SemanticType::ST_0,
SemanticType::ST_A,
SemanticType::ST_5,
SemanticType::ST_f,
SemanticType::ST_R,
SemanticType::ST_W,
SemanticType::ST_d
} |
| |
| enum | AggressorFlag : uint8_t { AggressorFlag::NotAggressor = 0,
AggressorFlag::Aggressor = 1,
AggressorFlag::NullValue = 255
} |
| |
| enum | AggressorSide : uint8_t { AggressorSide::NoAggressor = 0,
AggressorSide::Buy = 1,
AggressorSide::Sell = 2,
AggressorSide::NullValue = 255
} |
| |
| enum | EventType : uint8_t { EventType::Activation = 5,
EventType::LastEligibleTradeDate = 7
} |
| |
| enum | HaltReason : uint8_t {
HaltReason::GroupSchedule = 0,
HaltReason::SurveillanceIntervention = 1,
HaltReason::MarketEvent = 2,
HaltReason::InstrumentActivation = 3,
HaltReason::InstrumentExpiration = 4,
HaltReason::Unknown = 5,
HaltReason::RecoveryInProcess = 6,
HaltReason::TradeDateRoll = 7
} |
| |
| enum | LegSide : uint8_t { LegSide::BuySide = 1,
LegSide::SellSide = 2
} |
| |
| enum | MDEntryType : char {
MDEntryType::Bid = '0',
MDEntryType::Offer = '1',
MDEntryType::Trade = '2',
MDEntryType::OpenPrice = '4',
MDEntryType::SettlementPrice = '6',
MDEntryType::TradingSessionHighPrice = '7',
MDEntryType::TradingSessionLowPrice = '8',
MDEntryType::VWAP = '9',
MDEntryType::ClearedVolume = 'B',
MDEntryType::OpenInterest = 'C',
MDEntryType::ImpliedBid = 'E',
MDEntryType::ImpliedOffer = 'F',
MDEntryType::BookReset = 'J',
MDEntryType::SessionHighBid = 'N',
MDEntryType::SessionLowOffer = 'O',
MDEntryType::FixingPrice = 'W',
MDEntryType::ElectronicVolume = 'e',
MDEntryType::ThresholdLimitsandPriceBandVariation = 'g',
MDEntryType::MarketBestOffer = 'w',
MDEntryType::MarketBestBid = 'x'
} |
| |
| enum | MDEntryTypeBook : char {
MDEntryTypeBook::Bid = '0',
MDEntryTypeBook::Offer = '1',
MDEntryTypeBook::ImpliedBid = 'E',
MDEntryTypeBook::ImpliedOffer = 'F',
MDEntryTypeBook::BookReset = 'J',
MDEntryTypeBook::MarketBestOffer = 'w',
MDEntryTypeBook::MarketBestBid = 'x'
} |
| |
| enum | MDEntryTypeDailyStatistics : char { MDEntryTypeDailyStatistics::SettlementPrice = '6',
MDEntryTypeDailyStatistics::ClearedVolume = 'B',
MDEntryTypeDailyStatistics::OpenInterest = 'C',
MDEntryTypeDailyStatistics::FixingPrice = 'W'
} |
| |
| enum | MDEntryTypeStatistics : char {
MDEntryTypeStatistics::OpenPrice = '4',
MDEntryTypeStatistics::HighTrade = '7',
MDEntryTypeStatistics::LowTrade = '8',
MDEntryTypeStatistics::VWAP = '9',
MDEntryTypeStatistics::HighestBid = 'N',
MDEntryTypeStatistics::LowestOffer = 'O'
} |
| |
| enum | MDUpdateAction : uint8_t {
MDUpdateAction::New = 0,
MDUpdateAction::Change = 1,
MDUpdateAction::Delete = 2,
MDUpdateAction::DeleteThru = 3,
MDUpdateAction::DeleteFrom = 4,
MDUpdateAction::Overlay = 5
} |
| |
| enum | MoneyOrPar : uint8_t { MoneyOrPar::Money = 1,
MoneyOrPar::Par = 2,
MoneyOrPar::NullValue = 255
} |
| |
| enum | OpenCloseSettlFlag : uint8_t {
OpenCloseSettlFlag::DailyOpenPrice = 0,
OpenCloseSettlFlag::IndicativeOpeningPrice = 5,
OpenCloseSettlFlag::IntradayVWAP = 100,
OpenCloseSettlFlag::RepoAverage8_30AM = 101,
OpenCloseSettlFlag::RepoAverage10AM = 102,
OpenCloseSettlFlag::PrevSessionRepoAverage10AM = 103,
OpenCloseSettlFlag::NullValue = 255
} |
| |
| enum | OrderUpdateAction : uint8_t { OrderUpdateAction::New = 0,
OrderUpdateAction::Update = 1,
OrderUpdateAction::Delete = 2
} |
| |
| enum | PriceSource : uint8_t {
PriceSource::MarketPlaceAssistant = 0,
PriceSource::Globex = 1,
PriceSource::Refinitiv = 2,
PriceSource::ICAP = 3,
PriceSource::NullValue = 255
} |
| |
| enum | PutOrCall : uint8_t { PutOrCall::Put = 0,
PutOrCall::Call = 1
} |
| |
| enum | RepoSubType : uint8_t { RepoSubType::Special = 0,
RepoSubType::GC = 1,
RepoSubType::GCForDBV = 2
} |
| |
| enum | SecurityAltIDSource : uint8_t { SecurityAltIDSource::CUSIP = 1,
SecurityAltIDSource::ISIN = 4,
SecurityAltIDSource::NullValue = 255
} |
| |
| enum | SecurityTradingEvent : uint8_t {
SecurityTradingEvent::NoEvent = 0,
SecurityTradingEvent::NoCancel = 1,
SecurityTradingEvent::ResetStatistics = 4,
SecurityTradingEvent::ImpliedMatchingON = 5,
SecurityTradingEvent::ImpliedMatchingOFF = 6,
SecurityTradingEvent::EndOfWorkup = 7
} |
| |
| enum | SecurityTradingStatus : uint8_t {
SecurityTradingStatus::TradingHalt = 2,
SecurityTradingStatus::Close = 4,
SecurityTradingStatus::NewPriceIndication = 15,
SecurityTradingStatus::ReadyToTrade = 17,
SecurityTradingStatus::NotAvailableForTrading = 18,
SecurityTradingStatus::UnknownorInvalid = 20,
SecurityTradingStatus::PreOpen = 21,
SecurityTradingStatus::PreCross = 24,
SecurityTradingStatus::Cross = 25,
SecurityTradingStatus::PostClose = 26,
SecurityTradingStatus::NoChange = 103,
SecurityTradingStatus::PrivateWorkup = 201,
SecurityTradingStatus::PublicWorkup = 202,
SecurityTradingStatus::NullValue = 255
} |
| |
| enum | SecurityUpdateAction : char { SecurityUpdateAction::Add = 'A',
SecurityUpdateAction::Delete = 'D',
SecurityUpdateAction::Modify = 'M'
} |
| |
| enum | Side : uint8_t { Side::Buy = 1,
Side::Sell = 2
} |
| |
| enum | WorkupTradingStatus : uint8_t { WorkupTradingStatus::ReadyToTrade = 17,
WorkupTradingStatus::NotAvailableForTrading = 18,
WorkupTradingStatus::PrivateWorkup = 201,
WorkupTradingStatus::PublicWorkup = 202
} |
| |
| enum | InstAttribValue : uint32_t {
InstAttribValue::ElectronicMatchEligible = (1 << 0),
InstAttribValue::OrderCrossEligible = (1 << 1),
InstAttribValue::BlockTradeEligible = (1 << 2),
InstAttribValue::EFPEligible = (1 << 3),
InstAttribValue::EBFEligible = (1 << 4),
InstAttribValue::EFSEligible = (1 << 5),
InstAttribValue::EFREligible = (1 << 6),
InstAttribValue::OTCEligible = (1 << 7),
InstAttribValue::iLinkIndicativeMassQuotingEligible = (1 << 8),
InstAttribValue::NegativeStrikeEligible = (1 << 9),
InstAttribValue::NegativePriceOutrightEligible = (1 << 10),
InstAttribValue::IsFractional = (1 << 11),
InstAttribValue::VolatilityQuotedOption = (1 << 12),
InstAttribValue::RFQCrossEligible = (1 << 13),
InstAttribValue::ZeroPriceOutrightEligible = (1 << 14),
InstAttribValue::DecayingProductEligibility = (1 << 15),
InstAttribValue::VariableProductEligibility = (1 << 16),
InstAttribValue::DailyProductEligibility = (1 << 17),
InstAttribValue::GTOrdersEligibility = (1 << 18),
InstAttribValue::ImpliedMatchingEligibility = (1 << 19),
InstAttribValue::TriangulationEligible = (1 << 20),
InstAttribValue::VariableCabEligible = (1 << 21),
InstAttribValue::InvertedBook = (1 << 22),
InstAttribValue::IsAoNInstrument = (1 << 23),
InstAttribValue::SEFRegulated = (1 << 24),
InstAttribValue::MTFRegulated = (1 << 25),
InstAttribValue::eFIXInstrument = (1 << 26),
InstAttribValue::HedgeInstrument = (1 << 27)
} |
| |
| enum | MatchEventIndicator : uint8_t {
MatchEventIndicator::LastTradeMsg = (1 << 0),
MatchEventIndicator::LastVolumeMsg = (1 << 1),
MatchEventIndicator::LastQuoteMsg = (1 << 2),
MatchEventIndicator::LastStatsMsg = (1 << 3),
MatchEventIndicator::LastImpliedMsg = (1 << 4),
MatchEventIndicator::RecoveryMsg = (1 << 5),
MatchEventIndicator::Reserved = (1 << 6),
MatchEventIndicator::EndOfEvent = (1 << 7)
} |
| |
| enum | SettlPriceType : uint8_t {
SettlPriceType::FinalDaily = (1 << 0),
SettlPriceType::Actual = (1 << 1),
SettlPriceType::Rounded = (1 << 2),
SettlPriceType::Intraday = (1 << 3),
SettlPriceType::ReservedBits = (1 << 4),
SettlPriceType::NullValue = (1 << 7)
} |
| |
| enum | ResolverEventType {
reStarted,
reStopped,
reRecoveryBegin,
reRecoveryEnd,
reCycleBegin,
reCycleEnd,
reInstrumentAdded,
reInstrumentModified,
reInstrumentDeleted
} |
| | Resolver events type. More...
|
| |
| enum | ResolverControlCode { rccContinue
} |
| |
| 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...
|
| |
1.8.5
