Lse::Gtp Namespace Reference

Classes
struct	AddOrderIncremental
struct	AddOrderMBO
struct	AddOrderMBP
struct	AddOrderShortMBO
struct	AddOrderShortMBP
struct	Announcements
union	AnyMessage
union	AnySingleMessageUnit
class	Application
class	ApplicationListener
struct	ApplicationOptions
class	ConnectionManager
class	ConnectionManagerListener
struct	decimal
struct	DeleteOrder
struct	FixedString
struct	FTSEIndicesUpdate
struct	IndicativeQuoteInformation
struct	InstrumentDirectory
struct	InstrumentDirectoryDerivatives
struct	InstrumentDirectoryEquities
struct	InstrumentDirectoryFixedIncome
struct	InstrumentDirectoryStrategies
struct	InstrumentStatus
struct	LoginRequest
struct	LoginResponse
struct	MessageHeader
struct	MiFIDTrade
struct	MiFIDTradeCross
struct	MiFIDTradeReport
struct	ModifyOrder
struct	OrderBookClear
struct	PerformanceIndicator
struct	RecoveryRequest
struct	RecoveryResponse
struct	ReplayRecoveryComplete
struct	ReplayRequest
struct	ReplayResponse
class	Service
struct	ServiceConnectionStatistics
struct	ServiceDateStatistics
class	ServiceListener
struct	ServiceOptions
struct	SingleMessageUnit
struct	SIQuote
struct	Statistics
struct	StatisticsSnapshot
struct	StatisticsUpdate
struct	SystemEvent
class	TcpConnection
struct	TOB
struct	Trade
struct	TradeCross
struct	TradeSummary
class	UdpConnection
class	UdpConnectionListener
struct	UnitHeader

Typedefs
typedef Byte	MessageType
using	Price = decimal< std::int64_t, 8 >
using	Size = decimal< std::uint64_t, 8 >
using	Price4 = decimal< std::int64_t, 4 >
using	Size4 = decimal< std::uint64_t, 4 >
using	UInt8 = std::uint8_t
using	UInt16 = std::uint16_t
using	UInt32 = std::uint32_t
using	UInt64 = std::uint64_t
using	Byte = unsigned char
using	DateTime = FixedString< 27 >
using	MiFIDDecimal = FixedString< 20 >
using	UDT = std::uint64_t
using	BitField = std::uint8_t
using	Time = FixedString< 6 >
using	Date = FixedString< 8 >
using	GroupIDType = FixedString< 6 >
using	InstrumentIDType = UInt64
typedef SingleMessageUnit< LoginRequest >	LoginRequestUnit
typedef SingleMessageUnit< LoginResponse >	LoginResponseUnit
typedef SingleMessageUnit< ReplayRequest >	ReplayRequestUnit
typedef SingleMessageUnit< ReplayResponse >	ReplayResponseUnit
typedef SingleMessageUnit< RecoveryRequest >	RecoveryRequestUnit
typedef SingleMessageUnit< RecoveryResponse >	RecoveryResponseUnit
typedef SingleMessageUnit< ReplayRecoveryComplete >	ReplayRecoveryCompleteUnit

Enumerations
enum	ConnectionManagerType { cmtAsio, cmtMyricomDBL }
enum	ChannelStatus { csReady, csDisabled, csActive, csInactive }
enum	ResetReason { rrConnect, rrDate, rrSequenceNumber }
enum	RequestType { rtRecovery, rtReplay }
enum	SourceVenue : UInt16 {   SourceVenue::LondonStock = 1, SourceVenue::BICashFixed = 2, SourceVenue::BIDerivatives = 3, SourceVenue::TurquoiseLit = 5,   SourceVenue::TurquoisePlato = 6, SourceVenue::BITAH = 8, SourceVenue::EuroTLX = 10, SourceVenue::TRADEcho = 11,   SourceVenue::TurquoiseAuctions = 12, SourceVenue::Reserved = 13 }
enum	LoginRequestStatus : Byte {   LoginRequestStatus::LoginAccepted = 'A', LoginRequestStatus::CompIDInactive = 'a', LoginRequestStatus::LoginLimitReached = 'b', LoginRequestStatus::ServiceUnavailable = 'c',   LoginRequestStatus::MaximumConnectionsLimitReached = 'd', LoginRequestStatus::Failed = 'e', LoginRequestStatus::InvalidCompIDOrIP = 'f' }
enum	ReplayRequestStatus : Byte {   ReplayRequestStatus::RequestAccepted = 'A', ReplayRequestStatus::RequestLimitReached = 'D', ReplayRequestStatus::OutOfRange = 'O', ReplayRequestStatus::ReplayUnavailable = 'U',   ReplayRequestStatus::ConcurrentLimitReached = 'c', ReplayRequestStatus::Failed = 'e' }
enum	RequestLevel : UInt8 { RequestLevel::Instrument = 0, RequestLevel::Group = 1, RequestLevel::MulticastChannel = 2 }
enum	RecoveryType : UInt8 {   RecoveryType::InstrumentDirectory = 0, RecoveryType::Orderbook = 1, RecoveryType::AllTrades = 2, RecoveryType::Statistics = 3,   RecoveryType::InstrumentStatus = 4, RecoveryType::Announcements = 5, RecoveryType::SystemEvent = 6, RecoveryType::RecoveryTypesQuantity }
enum	RecoveryRequestStatus : Byte {   RecoveryRequestStatus::RequestAccepted = 'A', RecoveryRequestStatus::OutOfRange = 'O', RecoveryRequestStatus::InvalidGroupOrInstrument = 'a', RecoveryRequestStatus::RequestLimitReached = 'b',   RecoveryRequestStatus::ConcurrentLimitReached = 'c', RecoveryRequestStatus::InvalidRecoveryTypeOrRequestLevel = 'd', RecoveryRequestStatus::Failed = 'e' }
enum	AuctionType : Byte {   AuctionType::ClosingAuction = 'C', AuctionType::OpeningAuction = 'O', AuctionType::AESP = 'A', AuctionType::EDSP = 'B',   AuctionType::OPA = 'P', AuctionType::ResumeAuction = 'E', AuctionType::PeriodicAuction = 'F', AuctionType::IntradayLevel1Auction = 'G',   AuctionType::FrequentLitAuctions = 'L' }
enum	AuctionInfo : Byte {   AuctionInfo::BuyImbalance = 'B', AuctionInfo::NoImbalance = 'N', AuctionInfo::InsufficientOrders = 'O', AuctionInfo::SellImbalance = 'S',   AuctionInfo::CallMarket = 'M' }
enum	ImbalanceDirection : Byte { ImbalanceDirection::BuyImbalance = 'B', ImbalanceDirection::NoImbalance = 'N', ImbalanceDirection::InsufficientOrders = 'O', ImbalanceDirection::SellImbalance = 'S' }
enum	StatisticType : UInt16 {   StatisticType::IndicativeAuctionUncrossingData = 1, StatisticType::OfficialOpeningPrice = 2, StatisticType::OfficialClosingPrice = 3, StatisticType::TradeHighOnBook = 4,   StatisticType::TradeLowOnBook = 5, StatisticType::TradeHighAllTrades = 6, StatisticType::TradeLowAllTrades = 7, StatisticType::TradeHighAllTrades52 = 8,   StatisticType::TradeLowAllTrades52 = 9, StatisticType::BestClosingBid = 10, StatisticType::BestClosingAsk = 11, StatisticType::TradeHighOffBook = 12,   StatisticType::TradeLowOffBook = 13, StatisticType::OpenInterest = 14, StatisticType::Volatility = 15, StatisticType::StaticReferencePrice = 16,   StatisticType::DynamicReferencePrice = 17, StatisticType::PBBOMPWFMCsPassed = 18, StatisticType::PBBOMOWFMCsFailed = 19 }
enum	OrderType : UInt8 {   OrderType::LimitOrder = 0, OrderType::MarketOrder = 1, OrderType::ImpliedOrder = 2, OrderType::NamedLimit = 3,   OrderType::NamedMarket = 4, OrderType::ExecutableQuotes = 5 }
enum	TradeType : UInt8 {   TradeType::RegularTrade = 0, TradeType::AuctionTradeBulk = 1, TradeType::AuctionTradeIndividual = 2, TradeType::LateTrade = 5,   TradeType::TradeCancellation = 9, TradeType::StrategyVsStrategy = 10, TradeType::TradeCorrection = 11, TradeType::RFQTrade = 22,   TradeType::RFQTradeCancellation = 23, TradeType::RFQTradeCorrection = 24 }
enum	CrossType : UInt8 {   CrossType::InternalCross = 5, CrossType::InternalBTF = 6, CrossType::CommittedCross = 7, CrossType::CommittedBTF = 8,   CrossType::EG1 = 9, CrossType::EG2 = 10, CrossType::ExchangeForPhysical = 11, CrossType::BasisTrade = 12 }
enum	IndexStatus : Byte {   IndexStatus::Empty = ' ', IndexStatus::Normal = 'N', IndexStatus::Indicative = 'I', IndexStatus::Held = 'H',   IndexStatus::Closed = 'C', IndexStatus::PartCalculatedValue = 'K', IndexStatus::PreMarket = 'P' }
enum	SettlementSystem : UInt8 {   SettlementSystem::RRG = 1, SettlementSystem::ExpressI = 2, SettlementSystem::ExpressII = 3, SettlementSystem::ClearStream = 4,   SettlementSystem::UndefinedValue = 5, SettlementSystem::T2S = 6 }
enum	UnderlyingDeliveryType : Byte { UnderlyingDeliveryType::Cash = 'C', UnderlyingDeliveryType::Physical = 'P' }
enum	CorporateActionLevel : UInt8 {   CorporateActionLevel::Empty = 0, CorporateActionLevel::X = 1, CorporateActionLevel::Y = 2, CorporateActionLevel::Z = 3,   CorporateActionLevel::R = 5, CorporateActionLevel::S = 6, CorporateActionLevel::G = 7, CorporateActionLevel::U = 8,   CorporateActionLevel::V = 9 }
enum	AnnouncementType : Byte {   AnnouncementType::Regular = '0', AnnouncementType::HighPriority = '1', AnnouncementType::LowPriority = '2', AnnouncementType::StressedMarketConditionStart = '3',   AnnouncementType::StressedMarketConditionEnd = '4', AnnouncementType::StressedMarketObligationsStart = '5', AnnouncementType::StressedMarketObligationsEnd = '6' }
enum	DirtyCleanPrice : UInt8 { DirtyCleanPrice::Unspecified = 0, DirtyCleanPrice::SECCO = 1, DirtyCleanPrice::TELQUEL = 2 }
enum	StrategyPricing : Byte { StrategyPricing::SameAsLegs = 'L', StrategyPricing::Notional = 'N' }
enum	SessionChangeReason : UInt8 {   SessionChangeReason::ScheduledTransition = 0, SessionChangeReason::ExtendedByMarketOps = 1, SessionChangeReason::ShortenedByMarketOps = 2, SessionChangeReason::MarketOrderImbalance = 3,   SessionChangeReason::PriceOutsideRange = 4, SessionChangeReason::CircuitBreakerTripped = 5, SessionChangeReason::SpecialistNotPresent = 6, SessionChangeReason::Unavailable = 9 }
enum	OrderBookType : UInt8 {   OrderBookType::AllBooks = 0, OrderBookType::FirmQuote = 1, OrderBookType::OffBook = 2, OrderBookType::Electronic = 3,   OrderBookType::PrivateRFQ = 4 }
enum	UnderlyingType : UInt8 {   UnderlyingType::NotCodified = 0, UnderlyingType::Share = 1, UnderlyingType::ForeignCurrency = 2, UnderlyingType::Indices = 3,   UnderlyingType::Commodity = 4, UnderlyingType::ForeignIndices = 5, UnderlyingType::Future = 6, UnderlyingType::ForeignShare = 7,   UnderlyingType::Basket = 8, UnderlyingType::ExchangeRate = 9 }
enum	OptionStyle : Byte { OptionStyle::European = 'E', OptionStyle::American = 'A', OptionStyle::Periodic = 'P' }
enum	EventCode : Byte { EventCode::EndOfDay = 'C', EventCode::StartOfDay = 'O', EventCode::StartOfOpen = 'T', EventCode::StartOfPreClose = 'P' }
enum	VenueType : UInt8 { VenueType::Unspecified = 0, VenueType::MTF = 1, VenueType::OTF = 2, VenueType::RegulatedMarket = 3 }
enum	GenericBitfield : Byte {   GenericBitfield::Bit0 = Byte(1) << 0, GenericBitfield::Bit1 = Byte(1) << 1, GenericBitfield::Bit2 = Byte(1) << 2, GenericBitfield::Bit3 = Byte(1) << 3,   GenericBitfield::Bit4 = Byte(1) << 4, GenericBitfield::Bit5 = Byte(1) << 5, GenericBitfield::Bit6 = Byte(1) << 6, GenericBitfield::Bit7 = Byte(1) << 7 }
enum	AllowedBookTypes : Byte {   AllowedBookTypes::All = Byte(1) << 0, AllowedBookTypes::FirmQuoteBook = Byte(1) << 1, AllowedBookTypes::OffBook = Byte(1) << 2, AllowedBookTypes::Electronic = Byte(1) << 3,   AllowedBookTypes::PrivateRFQ = Byte(1) << 4 }
enum	TradeFlags : Byte { TradeFlags::TradeCancellation = Byte(1) << 0, TradeFlags::TradeCorrection = Byte(1) << 1, TradeFlags::PendingPrice = Byte(1) << 2 }
enum	AnnouncementsFlags : Byte { AnnouncementsFlags::ContinueMarker = Byte(1) << 0 }
enum	LseTradingStatus : Byte {   LseTradingStatus::Halt = 'H', LseTradingStatus::HaltMatchingPartitionSuspended = 'J', LseTradingStatus::HaltSystemSuspended = 'K', LseTradingStatus::RegularTradingStartTradeReporting = 'T',   LseTradingStatus::HaltRegulatory = 'P', LseTradingStatus::EndTradeReporting = 't', LseTradingStatus::OpeningAuctionCall = 'a', LseTradingStatus::PostClose = 'b',   LseTradingStatus::Closed = 'c', LseTradingStatus::ClosingAuctionCall = 'd', LseTradingStatus::AESPAuctionCall = 'e', LseTradingStatus::ResumeAuction = 'f',   LseTradingStatus::PreMandatory = 'm', LseTradingStatus::Mandatory = 'n', LseTradingStatus::PostMandatory = 'o', LseTradingStatus::EDSPAuctionCall = 'q',   LseTradingStatus::PeriodicAuctionCall = 'r', LseTradingStatus::IntradayLevel1AuctionCall = 'G', LseTradingStatus::Inactive = '1', LseTradingStatus::Suspended = '2',   LseTradingStatus::NoActiveSession = 'w', LseTradingStatus::EndOfPostClose = 'x', LseTradingStatus::ClosingPriceCrossingsession = 'u', LseTradingStatus::EmptyTradingStatus = 0 }

Functions
char	v_ (char v)
template<typename T >
std::enable_if<(sizeof(T) > 1), T >::type	v_ (T v)
template<typename T >
std::enable_if< sizeof(T)==1, int >::type	v_ (T v)
template<typename T >
std::enable_if<!std::is_enum< T >::value, std::ostream & >::type	ts_ (std::ostream &os, T v)
template<typename T >
std::enable_if< std::is_enum< T >::value, std::ostream & >::type	ts_ (std::ostream &os, T v)
template<typename M , int E>
std::ostream &	ts_ (std::ostream &os, decimal< M, E > v)
template<std::size_t S>
std::ostream &	ts_ (std::ostream &os, FixedString< S > v)
template<typename T >
void	ts_ (std::ostream &os, const char *name, T v, const char *delim)
void	ts_ (std::ostream &os, const char *name, const MessageHeader &hdr, const char *delim)
template<typename MESSAGE >
const MESSAGE *	castMessage (const MessageHeader *messageHeader)
std::ostream &	operator<< (std::ostream &stream, const MessageHeader &messageHeader)
template<std::size_t COUNT>
void	setAlpha (FixedString< COUNT >(&alpha), const char *str, size_t length)
template<std::size_t COUNT>
void	setAlpha (FixedString< COUNT >(&alpha), const char *str)
template<std::size_t COUNT>
size_t	getAlphaSize (const FixedString< COUNT >(&alpha))
template<typename MESSAGE >
void	constructMessage (MESSAGE &message)
template<typename MESSAGE >
std::string	getMessageString (const MESSAGE &message)
template<std::size_t COUNT>
size_t	getAlphaLength (const FixedString< COUNT > &alpha)
void	constructUnit (UnitHeader &unitHeader)
template<typename MESSAGE >
void	constructUnit (SingleMessageUnit< MESSAGE > &unit)
const MessageHeader *	getFirstMessage (const UnitHeader *unitHeader)
const MessageHeader *	getNextMessage (const UnitHeader *unitHeader, const MessageHeader *messageHeader)
const MessageHeader *	getSingleMessage (const UnitHeader *unitHeader)
std::ostream &	operator<< (std::ostream &stream, const UnitHeader &unitHeader)
template<typename MESSAGE >
std::ostream &	operator<< (std::ostream &stream, const SingleMessageUnit< MESSAGE > &unit)
template<typename UNIT >
std::string	getUnitString (const UNIT &unit)

Variables
const UInt64	defaultInstrument = 0
const GroupIDType	defaultGroupID = { ' ', ' ', ' ', ' ', ' ', ' ' }
const std::string	strDefaultGroupID = ""
const MessageType	mtIncorrectMessageType = 0x0
const MessageType	mtLoginRequest = 0x01
const MessageType	mtLoginResponse = 0x02
const MessageType	mtReplayRequest = 0x03
const MessageType	mtReplayResponse = 0x04
const MessageType	mtAddOrderMBO = 'A'
const MessageType	mtDeleteOrder = 'D'
const MessageType	mtAddOrderIncremental = 'F'
const MessageType	mtSIQuote = 'G'
const MessageType	mtInstrumentStatus = 'H'
const MessageType	mtTrade = 'P'
const MessageType	mtMiFIDTrade = 'Q'
const MessageType	mtInstrumentDirectoryEquities = 'R'
const MessageType	mtSystemEvent = 'S'
const MessageType	mtMiFIDTradeReport = 'T'
const MessageType	mtModifyOrder = 'U'
const MessageType	mtMiFIDTradeCross = 'V'
const MessageType	mtTradeSummary = 'W'
const MessageType	mtAddOrderShortMBO = 0x65
const MessageType	mtAddOrderMBP = 0x66
const MessageType	mtAddOrderShortMBP = 0x67
const MessageType	mtTOB = 0x69
const MessageType	mtStatisticsUpdate = 0x6A
const MessageType	mtStatisticsSnapshot = 0x6B
const MessageType	mtFTSEIndicesUpdate = 0x6C
const MessageType	mtInstrumentDirectoryFixedIncome = 0x6E
const MessageType	mtInstrumentDirectoryStrategies = 0x6F
const MessageType	mtInstrumentDirectory = 0x70
const MessageType	mtTradeCross = 0x71
const MessageType	mtAnnouncements = 0x75
const MessageType	mtInstrumentDirectoryDerivatives = 0x76
const MessageType	mtStatistics = 0x77
const MessageType	mtOrderBookClear = 0x79
const MessageType	mtIndicativeQuoteInformation = 0x80
const MessageType	mtRecoveryRequest = 0x81
const MessageType	mtRecoveryResponse = 0x82
const MessageType	mtReplayRecoveryComplete = 0x83

Typedef Documentation

BitField

using Lse::Gtp::BitField = typedef std::uint8_t

Byte

using Lse::Gtp::Byte = typedef unsigned char

Date

using Lse::Gtp::Date = typedef FixedString<8>

DateTime

using Lse::Gtp::DateTime = typedef FixedString<27>

GroupIDType

using Lse::Gtp::GroupIDType = typedef FixedString<6>

InstrumentIDType

using Lse::Gtp::InstrumentIDType = typedef UInt64

LoginRequestUnit

typedef SingleMessageUnit<LoginRequest> Lse::Gtp::LoginRequestUnit

LoginResponseUnit

typedef SingleMessageUnit<LoginResponse> Lse::Gtp::LoginResponseUnit

MessageType

typedef Byte Lse::Gtp::MessageType

MiFIDDecimal

using Lse::Gtp::MiFIDDecimal = typedef FixedString<20>

Price

using Lse::Gtp::Price = typedef decimal<std::int64_t, 8>

Price4

using Lse::Gtp::Price4 = typedef decimal<std::int64_t, 4>

RecoveryRequestUnit

typedef SingleMessageUnit<RecoveryRequest> Lse::Gtp::RecoveryRequestUnit

RecoveryResponseUnit

typedef SingleMessageUnit<RecoveryResponse> Lse::Gtp::RecoveryResponseUnit

ReplayRecoveryCompleteUnit

typedef SingleMessageUnit<ReplayRecoveryComplete> Lse::Gtp::ReplayRecoveryCompleteUnit

ReplayRequestUnit

typedef SingleMessageUnit<ReplayRequest> Lse::Gtp::ReplayRequestUnit

ReplayResponseUnit

typedef SingleMessageUnit<ReplayResponse> Lse::Gtp::ReplayResponseUnit

Size

using Lse::Gtp::Size = typedef decimal<std::uint64_t, 8>

Size4

using Lse::Gtp::Size4 = typedef decimal<std::uint64_t, 4>

Time

using Lse::Gtp::Time = typedef FixedString<6>

UDT

using Lse::Gtp::UDT = typedef std::uint64_t

UInt16

using Lse::Gtp::UInt16 = typedef std::uint16_t

UInt32

using Lse::Gtp::UInt32 = typedef std::uint32_t

UInt64

using Lse::Gtp::UInt64 = typedef std::uint64_t

UInt8

using Lse::Gtp::UInt8 = typedef std::uint8_t

Enumeration Type Documentation

AllowedBookTypes

enum Lse::Gtp::AllowedBookTypes : Byte

strong

Enumerator
All
FirmQuoteBook
OffBook
Electronic
PrivateRFQ

AnnouncementsFlags

enum Lse::Gtp::AnnouncementsFlags : Byte

strong

Enumerator
ContinueMarker

AnnouncementType

enum Lse::Gtp::AnnouncementType : Byte

strong

Enumerator
Regular
HighPriority
LowPriority
StressedMarketConditionStart
StressedMarketConditionEnd
StressedMarketObligationsStart
StressedMarketObligationsEnd

AuctionInfo

enum Lse::Gtp::AuctionInfo : Byte

strong

Enumerator
BuyImbalance
NoImbalance
InsufficientOrders
SellImbalance
CallMarket

AuctionType

enum Lse::Gtp::AuctionType : Byte

strong

Enumerator
ClosingAuction
OpeningAuction
AESP
EDSP
OPA
ResumeAuction
PeriodicAuction
IntradayLevel1Auction
FrequentLitAuctions

ChannelStatus

enum Lse::Gtp::ChannelStatus

Enumerator
csReady
csDisabled
csActive
csInactive

ConnectionManagerType

enum Lse::Gtp::ConnectionManagerType

Enumerator
cmtAsio
cmtMyricomDBL

CorporateActionLevel

enum Lse::Gtp::CorporateActionLevel : UInt8

strong

Enumerator
Empty
X
Y
Z
R
S
G
U
V

CrossType

enum Lse::Gtp::CrossType : UInt8

strong

Enumerator
InternalCross
InternalBTF
CommittedCross
CommittedBTF
EG1
EG2
ExchangeForPhysical
BasisTrade

DirtyCleanPrice

enum Lse::Gtp::DirtyCleanPrice : UInt8

strong

Enumerator
Unspecified
SECCO
TELQUEL

EventCode

enum Lse::Gtp::EventCode : Byte

strong

Enumerator
EndOfDay
StartOfDay
StartOfOpen
StartOfPreClose

GenericBitfield

enum Lse::Gtp::GenericBitfield : Byte

strong

Enumerator
Bit0
Bit1
Bit2
Bit3
Bit4
Bit5
Bit6
Bit7

ImbalanceDirection

enum Lse::Gtp::ImbalanceDirection : Byte

strong

Enumerator
BuyImbalance
NoImbalance
InsufficientOrders
SellImbalance

IndexStatus

enum Lse::Gtp::IndexStatus : Byte

strong

Enumerator
Empty
Normal
Indicative
Held
Closed
PartCalculatedValue
PreMarket

LoginRequestStatus

enum Lse::Gtp::LoginRequestStatus : Byte

strong

Enumerator
LoginAccepted
CompIDInactive
LoginLimitReached
ServiceUnavailable
MaximumConnectionsLimitReached
Failed
InvalidCompIDOrIP

LseTradingStatus

enum Lse::Gtp::LseTradingStatus : Byte

strong

Enumerator
Halt
HaltMatchingPartitionSuspended
HaltSystemSuspended
RegularTradingStartTradeReporting
HaltRegulatory
EndTradeReporting
OpeningAuctionCall
PostClose
Closed
ClosingAuctionCall
AESPAuctionCall
ResumeAuction
PreMandatory
Mandatory
PostMandatory
EDSPAuctionCall
PeriodicAuctionCall
IntradayLevel1AuctionCall
Inactive
Suspended
NoActiveSession
EndOfPostClose
ClosingPriceCrossingsession
EmptyTradingStatus

OptionStyle

enum Lse::Gtp::OptionStyle : Byte

strong

Enumerator
European
American
Periodic

OrderBookType

enum Lse::Gtp::OrderBookType : UInt8

strong

Enumerator
AllBooks
FirmQuote
OffBook
Electronic
PrivateRFQ

OrderType

enum Lse::Gtp::OrderType : UInt8

strong

Enumerator
LimitOrder
MarketOrder
ImpliedOrder
NamedLimit
NamedMarket
ExecutableQuotes

RecoveryRequestStatus

enum Lse::Gtp::RecoveryRequestStatus : Byte

strong

Enumerator
RequestAccepted
OutOfRange
InvalidGroupOrInstrument
RequestLimitReached
ConcurrentLimitReached
InvalidRecoveryTypeOrRequestLevel
Failed

RecoveryType

enum Lse::Gtp::RecoveryType : UInt8

strong

Enumerator
InstrumentDirectory
Orderbook
AllTrades
Statistics
InstrumentStatus
Announcements
SystemEvent
RecoveryTypesQuantity

ReplayRequestStatus

enum Lse::Gtp::ReplayRequestStatus : Byte

strong

Enumerator
RequestAccepted
RequestLimitReached
OutOfRange
ReplayUnavailable
ConcurrentLimitReached
Failed

RequestLevel

enum Lse::Gtp::RequestLevel : UInt8

strong

Enumerator
Instrument
Group
MulticastChannel

RequestType

enum Lse::Gtp::RequestType

Enumerator
rtRecovery
rtReplay

ResetReason

enum Lse::Gtp::ResetReason

Enumerator
rrConnect
rrDate
rrSequenceNumber

SessionChangeReason

enum Lse::Gtp::SessionChangeReason : UInt8

strong

Enumerator
ScheduledTransition
ExtendedByMarketOps
ShortenedByMarketOps
MarketOrderImbalance
PriceOutsideRange
CircuitBreakerTripped
SpecialistNotPresent
Unavailable

SettlementSystem

enum Lse::Gtp::SettlementSystem : UInt8

strong

Enumerator
RRG
ExpressI
ExpressII
ClearStream
UndefinedValue
T2S

SourceVenue

enum Lse::Gtp::SourceVenue : UInt16

strong

Enumerator
LondonStock
BICashFixed
BIDerivatives
TurquoiseLit
TurquoisePlato
BITAH
EuroTLX
TRADEcho
TurquoiseAuctions
Reserved

StatisticType

enum Lse::Gtp::StatisticType : UInt16

strong

Enumerator
IndicativeAuctionUncrossingData
OfficialOpeningPrice
OfficialClosingPrice
TradeHighOnBook
TradeLowOnBook
TradeHighAllTrades
TradeLowAllTrades
TradeHighAllTrades52
TradeLowAllTrades52
BestClosingBid
BestClosingAsk
TradeHighOffBook
TradeLowOffBook
OpenInterest
Volatility
StaticReferencePrice
DynamicReferencePrice
PBBOMPWFMCsPassed
PBBOMOWFMCsFailed

StrategyPricing

enum Lse::Gtp::StrategyPricing : Byte

strong

Enumerator
SameAsLegs
Notional

TradeFlags

enum Lse::Gtp::TradeFlags : Byte

strong

Enumerator
TradeCancellation
TradeCorrection
PendingPrice

TradeType

enum Lse::Gtp::TradeType : UInt8

strong

Enumerator
RegularTrade
AuctionTradeBulk
AuctionTradeIndividual
LateTrade
TradeCancellation
StrategyVsStrategy
TradeCorrection
RFQTrade
RFQTradeCancellation
RFQTradeCorrection

UnderlyingDeliveryType

enum Lse::Gtp::UnderlyingDeliveryType : Byte

strong

Enumerator
Cash
Physical

UnderlyingType

enum Lse::Gtp::UnderlyingType : UInt8

strong

Enumerator
NotCodified
Share
ForeignCurrency
Indices
Commodity
ForeignIndices
Future
ForeignShare
Basket
ExchangeRate

VenueType

enum Lse::Gtp::VenueType : UInt8

strong

Enumerator
Unspecified
MTF
OTF
RegulatedMarket

Function Documentation

castMessage()

template<typename MESSAGE >

const MESSAGE* Lse::Gtp::castMessage ( const MessageHeader *  messageHeader )

inline

constructMessage()

template<typename MESSAGE >

void Lse::Gtp::constructMessage ( MESSAGE &  message )

inline

constructUnit() [1/2]

template<typename MESSAGE >

void Lse::Gtp::constructUnit ( SingleMessageUnit< MESSAGE > &  unit )

inline

constructUnit() [2/2]

void Lse::Gtp::constructUnit ( UnitHeader &  unitHeader )

inline

getAlphaLength()

template<std::size_t COUNT>

size_t Lse::Gtp::getAlphaLength ( const FixedString< COUNT > &  alpha )

inline

getAlphaSize()

template<std::size_t COUNT>

size_t Lse::Gtp::getAlphaSize ( const FixedString< COUNT > &  alpha )

inline

getFirstMessage()

const MessageHeader* Lse::Gtp::getFirstMessage ( const UnitHeader *  unitHeader )

inline

getMessageString()

template<typename MESSAGE >

std::string Lse::Gtp::getMessageString ( const MESSAGE &  message )

inline

getNextMessage()

const MessageHeader* Lse::Gtp::getNextMessage ( const UnitHeader *  unitHeader, const MessageHeader *  messageHeader  )

inline

getSingleMessage()

const MessageHeader* Lse::Gtp::getSingleMessage ( const UnitHeader *  unitHeader )

inline

getUnitString()

template<typename UNIT >

std::string Lse::Gtp::getUnitString ( const UNIT &  unit )

inline

operator<<() [1/3]

std::ostream & Lse::Gtp::operator<< ( std::ostream &  stream, const MessageHeader &  messageHeader  )

inline

operator<<() [2/3]

template<typename MESSAGE >

std::ostream& Lse::Gtp::operator<< ( std::ostream &  stream, const SingleMessageUnit< MESSAGE > &  unit  )

inline

operator<<() [3/3]

std::ostream& Lse::Gtp::operator<< ( std::ostream &  stream, const UnitHeader &  unitHeader  )

inline

setAlpha() [1/2]

template<std::size_t COUNT>

void Lse::Gtp::setAlpha ( FixedString< COUNT > &  alpha, const char *  str  )

inline

setAlpha() [2/2]

template<std::size_t COUNT>

void Lse::Gtp::setAlpha ( FixedString< COUNT > &  alpha, const char *  str, size_t  length  )

inline

ts_() [1/6]

void Lse::Gtp::ts_ ( std::ostream &  os, const char *  name, const MessageHeader &  hdr, const char *  delim  )

inline

ts_() [2/6]

template<typename T >

void Lse::Gtp::ts_ ( std::ostream &  os, const char *  name, T  v, const char *  delim  )

inline

ts_() [3/6]

template<typename M , int E>

std::ostream& Lse::Gtp::ts_ ( std::ostream &  os, decimal< M, E >  v  )

inline

ts_() [4/6]

template<std::size_t S>

std::ostream& Lse::Gtp::ts_ ( std::ostream &  os, FixedString< S >  v  )

inline

ts_() [5/6]

template<typename T >

std::enable_if<!std::is_enum<T>::value, std::ostream&>::type Lse::Gtp::ts_ ( std::ostream &  os, T  v  )

inline

ts_() [6/6]

template<typename T >

std::enable_if<std::is_enum<T>::value, std::ostream&>::type Lse::Gtp::ts_ ( std::ostream &  os, T  v  )

inline

v_() [1/3]

char Lse::Gtp::v_ ( char  v )

inline

v_() [2/3]

template<typename T >

std::enable_if<(sizeof(T) > 1), T>::type Lse::Gtp::v_ ( T  v )

inline

v_() [3/3]

template<typename T >

std::enable_if<sizeof(T) == 1, int>::type Lse::Gtp::v_ ( T  v )

inline

Variable Documentation

defaultGroupID

const GroupIDType Lse::Gtp::defaultGroupID = { ' ', ' ', ' ', ' ', ' ', ' ' }

defaultInstrument

const UInt64 Lse::Gtp::defaultInstrument = 0

mtAddOrderIncremental

const MessageType Lse::Gtp::mtAddOrderIncremental = 'F'

mtAddOrderMBO

const MessageType Lse::Gtp::mtAddOrderMBO = 'A'

mtAddOrderMBP

const MessageType Lse::Gtp::mtAddOrderMBP = 0x66

mtAddOrderShortMBO

const MessageType Lse::Gtp::mtAddOrderShortMBO = 0x65

mtAddOrderShortMBP

const MessageType Lse::Gtp::mtAddOrderShortMBP = 0x67

mtAnnouncements

const MessageType Lse::Gtp::mtAnnouncements = 0x75

mtDeleteOrder

const MessageType Lse::Gtp::mtDeleteOrder = 'D'

mtFTSEIndicesUpdate

const MessageType Lse::Gtp::mtFTSEIndicesUpdate = 0x6C

mtIncorrectMessageType

const MessageType Lse::Gtp::mtIncorrectMessageType = 0x0

mtIndicativeQuoteInformation

const MessageType Lse::Gtp::mtIndicativeQuoteInformation = 0x80

mtInstrumentDirectory

const MessageType Lse::Gtp::mtInstrumentDirectory = 0x70

mtInstrumentDirectoryDerivatives

const MessageType Lse::Gtp::mtInstrumentDirectoryDerivatives = 0x76

mtInstrumentDirectoryEquities

const MessageType Lse::Gtp::mtInstrumentDirectoryEquities = 'R'

mtInstrumentDirectoryFixedIncome

const MessageType Lse::Gtp::mtInstrumentDirectoryFixedIncome = 0x6E

mtInstrumentDirectoryStrategies

const MessageType Lse::Gtp::mtInstrumentDirectoryStrategies = 0x6F

mtInstrumentStatus

const MessageType Lse::Gtp::mtInstrumentStatus = 'H'

mtLoginRequest

const MessageType Lse::Gtp::mtLoginRequest = 0x01

mtLoginResponse

const MessageType Lse::Gtp::mtLoginResponse = 0x02

mtMiFIDTrade

const MessageType Lse::Gtp::mtMiFIDTrade = 'Q'

mtMiFIDTradeCross

const MessageType Lse::Gtp::mtMiFIDTradeCross = 'V'

mtMiFIDTradeReport

const MessageType Lse::Gtp::mtMiFIDTradeReport = 'T'

mtModifyOrder

const MessageType Lse::Gtp::mtModifyOrder = 'U'

mtOrderBookClear

const MessageType Lse::Gtp::mtOrderBookClear = 0x79

mtRecoveryRequest

const MessageType Lse::Gtp::mtRecoveryRequest = 0x81

mtRecoveryResponse

const MessageType Lse::Gtp::mtRecoveryResponse = 0x82

mtReplayRecoveryComplete

const MessageType Lse::Gtp::mtReplayRecoveryComplete = 0x83

mtReplayRequest

const MessageType Lse::Gtp::mtReplayRequest = 0x03

mtReplayResponse

const MessageType Lse::Gtp::mtReplayResponse = 0x04

mtSIQuote

const MessageType Lse::Gtp::mtSIQuote = 'G'

mtStatistics

const MessageType Lse::Gtp::mtStatistics = 0x77

mtStatisticsSnapshot

const MessageType Lse::Gtp::mtStatisticsSnapshot = 0x6B

mtStatisticsUpdate

const MessageType Lse::Gtp::mtStatisticsUpdate = 0x6A

mtSystemEvent

const MessageType Lse::Gtp::mtSystemEvent = 'S'

mtTOB

const MessageType Lse::Gtp::mtTOB = 0x69

mtTrade

const MessageType Lse::Gtp::mtTrade = 'P'

mtTradeCross

const MessageType Lse::Gtp::mtTradeCross = 0x71

mtTradeSummary

const MessageType Lse::Gtp::mtTradeSummary = 'W'

strDefaultGroupID

const std::string Lse::Gtp::strDefaultGroupID = ""