|
| 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
} |
| |
|
| 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) |
| |
