EPAM B2BITS C++ Mit MarketData handler  1.25.0
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Jse::Itch Namespace Reference

Classes

struct  MessageHeader
 
struct  LoginRequestMessage
 
struct  LoginResponseMessage
 
struct  LogoutRequestMessage
 
struct  ReplayRequestMessage
 
struct  ReplayResponseMessage
 
struct  SnapshotRequestMessage
 
struct  SnapshotResponseMessage
 
struct  SnapshotCompleteMessage
 
struct  TimeMessage
 
struct  SystemEventMessage
 
struct  SymbolDirectoryMessage
 
struct  SymbolStatusMessage
 
struct  AddOrderMessage
 
struct  OrderDeletedMessage
 
struct  OrderModifiedMessage
 
struct  OrderBookClearMessage
 
struct  OrderExecutedMessage
 
struct  OrderExecutedWithPriceMessage
 
struct  TradeMessage
 
struct  AuctionTradeMessage
 
struct  OffBookTradeMessage
 
struct  TradeBreakMessage
 
struct  RecoveryTradeMessage
 
struct  AuctionInfoMessage
 
struct  StatisticsMessage
 
union  AnyMessage
 
struct  UnitHeader
 
struct  SingleMessageUnit
 
union  AnySingleMessageUnit
 

Typedefs

typedef Byte MessageType
 
typedef Byte LoginStatus
 
typedef Byte ReplayStatus
 
typedef UInt8 SnapshotType
 
typedef Byte SnapshotStatus
 
typedef Byte TradingStatus
 
typedef Byte SystemEventCode
 
typedef Byte SymbolStatus
 
typedef UInt8 SessionChangeReason
 
typedef UInt8 BookType
 
typedef Byte OrderSide
 
typedef BitField OrderFlags
 
typedef Byte Printable
 
typedef Byte AuctionType
 
typedef Byte TradeType
 
typedef Byte ActionType
 
typedef Byte ImbalanceDirection
 
typedef Byte StatisticType
 
typedef Byte OpenCloseIndicator
 
typedef BitField SubBook
 
typedef SingleMessageUnit
< LoginRequestMessage
LoginRequestUnit
 
typedef SingleMessageUnit
< LoginResponseMessage
LoginResponseUnit
 
typedef SingleMessageUnit
< LogoutRequestMessage
LogoutRequestUnit
 
typedef SingleMessageUnit
< ReplayRequestMessage
ReplayRequestUnit
 
typedef SingleMessageUnit
< ReplayResponseMessage
ReplayResponseUnit
 
typedef SingleMessageUnit
< SnapshotRequestMessage
SnapshotRequestUnit
 
typedef SingleMessageUnit
< SnapshotResponseMessage
SnapshotResponseUnit
 
typedef SingleMessageUnit
< SnapshotCompleteMessage
SnapshotCompleteUnit
 

Functions

template<typename MESSAGE >
void constructMessage (MESSAGE &message)
 
template<typename MESSAGE >
const MESSAGE * castMessage (const MessageHeader *messageHeader)
 
template<int COUNT>
void setAlpha (Byte(&alpha)[COUNT], const char *str, size_t length)
 
template<int COUNT>
void setAlpha (Byte(&alpha)[COUNT], const char *str)
 
template<int COUNT>
size_t getAlphaLength (const Byte(&alpha)[COUNT])
 
void setPrice (Price &price, double value)
 
double getPrice (Price price)
 
std::ostream & operator<< (std::ostream &stream, const LoginRequestMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const LoginResponseMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const LogoutRequestMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const ReplayRequestMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const ReplayResponseMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const SnapshotRequestMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const SnapshotResponseMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const SnapshotCompleteMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const TimeMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const SystemEventMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const SymbolDirectoryMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const SymbolStatusMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const AddOrderMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const OrderDeletedMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const OrderModifiedMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const OrderBookClearMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const OrderExecutedMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const OrderExecutedWithPriceMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const TradeMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const AuctionTradeMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const OffBookTradeMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const TradeBreakMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const RecoveryTradeMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const AuctionInfoMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const StatisticsMessage &message)
 
std::ostream & operator<< (std::ostream &stream, const MessageHeader &messageHeader)
 
template<typename MESSAGE >
std::string getMessageString (const MESSAGE &message)
 
void constructUnit (UnitHeader &unitHeader)
 
template<typename MESSAGE >
void constructUnit (SingleMessageUnit< MESSAGE > &unit)
 
const MessageHeadergetFirstMessage (const UnitHeader *unitHeader)
 
const MessageHeadergetNextMessage (const UnitHeader *unitHeader, const MessageHeader *messageHeader)
 
const MessageHeadergetSingleMessage (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 MessageType mtLoginRequest = 0x01
 
const MessageType mtLoginResponse = 0x02
 
const MessageType mtReplayRequest = 0x03
 
const MessageType mtReplayResponse = 0x04
 
const MessageType mtLogoutRequest = 0x05
 
const MessageType mtSnapshotRequest = 0x81
 
const MessageType mtSnapshotResponse = 0x82
 
const MessageType mtSnapshotComplete = 0x83
 
const MessageType mtTime = 'T'
 
const MessageType mtSystemEvent = 'S'
 
const MessageType mtSymbolDirectory = 'R'
 
const MessageType mtSymbolStatus = 'H'
 
const MessageType mtAddOrder = 'A'
 
const MessageType mtOrderDeleted = 'D'
 
const MessageType mtOrderModified = 'U'
 
const MessageType mtOrderBookClear = 'y'
 
const MessageType mtOrderExecuted = 'E'
 
const MessageType mtOrderExecutedWithPrice = 'C'
 
const MessageType mtTrade = 'P'
 
const MessageType mtAuctionTrade = 'Q'
 
const MessageType mtOffBookTrade = 'x'
 
const MessageType mtTradeBreak = 'B'
 
const MessageType mtRecoveryTrade = 'v'
 
const MessageType mtAuctionInfo = 'I'
 
const MessageType mtStatistics = 'w'
 
const LoginStatus lsLoginAccepted = 'A'
 
const LoginStatus lsCompIDInactive = 'a'
 
const LoginStatus lsLoginLimitReached = 'b'
 
const LoginStatus lsServiceUnavailable = 'c'
 
const LoginStatus lsConcurrentLimitReached = 'd'
 
const LoginStatus lsFailed = 'e'
 
const ReplayStatus rsRequestAccepted = 'A'
 
const ReplayStatus rsRequestLimitReached = 'D'
 
const ReplayStatus rsInvalidMarketDataGroup = 'I'
 
const ReplayStatus rsOutOfRange = 'O'
 
const ReplayStatus rsReplayUnavailable = 'U'
 
const ReplayStatus rsConcurrentLimitReached = 'c'
 
const ReplayStatus rsUnsupportedMmessageType = 'd'
 
const ReplayStatus rsFailed = 'e'
 
const SnapshotType stOrderBook = 0
 
const SnapshotType stInstrumentStatus = 1
 
const SnapshotType stInstrument = 2
 
const SnapshotType stTrades = 3
 
const SnapshotType stStatistics = 4
 
const SnapshotStatus ssRequestAccepted = 'A'
 
const SnapshotStatus ssOutOfRange = 'O'
 
const SnapshotStatus ssSnapshotUnavailable = 'U'
 
const SnapshotStatus ssItemInvalid = 'a'
 
const SnapshotStatus ssRequestLimitReached = 'b'
 
const SnapshotStatus ssConcurrentLimitReached = 'c'
 
const SnapshotStatus ssUnsupportedMessageType = 'd'
 
const SnapshotStatus ssFailed = 'e'
 
const TradingStatus tsHalt = 'H'
 
const TradingStatus tsContinuousTrading = 'T'
 
const TradingStatus tsOpeningAuctionCall = 'a'
 
const TradingStatus tsPostClose = 'b'
 
const TradingStatus tsMarketClose = 'c'
 
const TradingStatus tsClosingAuctionCall = 'd'
 
const TradingStatus tsVolatilityAuctionCall = 'e'
 
const TradingStatus tsReOpeningAuctionCall = 'f'
 
const TradingStatus tsPause = 'l'
 
const TradingStatus tsFuturesCloseOut = 'p'
 
const TradingStatus tsIntraDayAuctionCall = 'u'
 
const TradingStatus tsEndOfTradeReporting = 'v'
 
const TradingStatus tsNoActiveSession = 'w'
 
const TradingStatus tsEndOfPostClose = 'x'
 
const TradingStatus tsStartOfTrading = 'y'
 
const SystemEventCode secEndOfDay = 'C'
 
const SystemEventCode secStartOfDay = 'O'
 
const SymbolStatus ssActive = ' '
 
const SymbolStatus ssSuspended = 'S'
 
const SessionChangeReason scrScheduledTransition = 0
 
const SessionChangeReason scrExtendedByMarketOps = 1
 
const SessionChangeReason scrShortenedByMarketOps = 2
 
const SessionChangeReason scrMarketOrderImbalance = 3
 
const SessionChangeReason scrPriceOutsideRange = 4
 
const SessionChangeReason scrCircuitBreakerTripped = 5
 
const SessionChangeReason scrUnavailable = 9
 
const BookType btOnBook = 1
 
const BookType btOffBook = 2
 
const OrderSide sBuyOrder = 'B'
 
const OrderSide sSellOrder = 'S'
 
const OrderFlags ofPriorityRetained = 0x01
 
const OrderFlags ofMarketOrder = 0x10
 
const Printable pNonPrintable = 'N'
 
const Printable pPrintable = 'Y'
 
const AuctionType atClosingAuction = 'C'
 
const AuctionType atOpeningAuction = 'O'
 
const AuctionType atVolatility = 'A'
 
const AuctionType atReOpeningAuction = 'E'
 
const AuctionType atIntraDayAuction = 'K'
 
const AuctionType atFuturesCloseoutAuction = 'L'
 
const TradeType ttOnBookTrade = 'T'
 
const TradeType ttOffBookTrade = 'N'
 
const ActionType atCancelledTrade = 'C'
 
const ActionType atTrade = 'N'
 
const ImbalanceDirection idInsufficientOrders = 'O'
 
const StatisticType stOpeningPrice = 'O'
 
const StatisticType stClosingPrice = 'C'
 
const OpenCloseIndicator ociUt = 'A'
 
const OpenCloseIndicator ociAt = 'B'
 
const OpenCloseIndicator ociMidOfBbo = 'C'
 
const OpenCloseIndicator ociLastAt = 'D'
 
const OpenCloseIndicator ociLastUt = 'E'
 
const OpenCloseIndicator ociLastManual = 'F'
 
const OpenCloseIndicator ociLastVwap = 'H'
 
const OpenCloseIndicator ociPreviousClose = 'I'
 
const OpenCloseIndicator ociZero = 'J'
 
const OpenCloseIndicator ociBestBid = 'U'
 
const OpenCloseIndicator ociBestOffer = 'V'
 
const SubBook sbOnBook = 0x01
 
const SubBook sbOffBook = 0x02
 
const SubBook sbAll = 0x03
 

Typedef Documentation

Function Documentation

template<typename MESSAGE >
const MESSAGE* Jse::Itch::castMessage ( const MessageHeader *  messageHeader)
inline
template<typename MESSAGE >
void Jse::Itch::constructMessage ( MESSAGE &  message)
inline
void Jse::Itch::constructUnit ( UnitHeader &  unitHeader)
inline
template<typename MESSAGE >
void Jse::Itch::constructUnit ( SingleMessageUnit< MESSAGE > &  unit)
inline
template<int COUNT>
size_t Jse::Itch::getAlphaLength ( const Byte(&)  alpha[COUNT])
inline
const MessageHeader* Jse::Itch::getFirstMessage ( const UnitHeader *  unitHeader)
inline
template<typename MESSAGE >
std::string Jse::Itch::getMessageString ( const MESSAGE &  message)
inline
const MessageHeader* Jse::Itch::getNextMessage ( const UnitHeader *  unitHeader,
const MessageHeader *  messageHeader 
)
inline
double Jse::Itch::getPrice ( Price  price)
inline
const MessageHeader* Jse::Itch::getSingleMessage ( const UnitHeader *  unitHeader)
inline
template<typename UNIT >
std::string Jse::Itch::getUnitString ( const UNIT &  unit)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const UnitHeader &  unitHeader 
)
inline
template<typename MESSAGE >
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const SingleMessageUnit< MESSAGE > &  unit 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const LoginRequestMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const LoginResponseMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const LogoutRequestMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const ReplayRequestMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const ReplayResponseMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const SnapshotRequestMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const SnapshotResponseMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const SnapshotCompleteMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const TimeMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const SystemEventMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const SymbolDirectoryMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const SymbolStatusMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const AddOrderMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const OrderDeletedMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const OrderModifiedMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const OrderBookClearMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const OrderExecutedMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const OrderExecutedWithPriceMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const TradeMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const AuctionTradeMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const OffBookTradeMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const TradeBreakMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const RecoveryTradeMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const AuctionInfoMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const StatisticsMessage &  message 
)
inline
std::ostream& Jse::Itch::operator<< ( std::ostream &  stream,
const MessageHeader &  messageHeader 
)
inline
template<int COUNT>
void Jse::Itch::setAlpha ( Byte(&)  alpha[COUNT],
const char *  str,
size_t  length 
)
inline
template<int COUNT>
void Jse::Itch::setAlpha ( Byte(&)  alpha[COUNT],
const char *  str 
)
inline
void Jse::Itch::setPrice ( Price price,
double  value 
)
inline

Variable Documentation

const ActionType Jse::Itch::atCancelledTrade = 'C'
const AuctionType Jse::Itch::atClosingAuction = 'C'
const AuctionType Jse::Itch::atFuturesCloseoutAuction = 'L'
const AuctionType Jse::Itch::atIntraDayAuction = 'K'
const AuctionType Jse::Itch::atOpeningAuction = 'O'
const AuctionType Jse::Itch::atReOpeningAuction = 'E'
const ActionType Jse::Itch::atTrade = 'N'
const AuctionType Jse::Itch::atVolatility = 'A'
const BookType Jse::Itch::btOffBook = 2
const BookType Jse::Itch::btOnBook = 1
const ImbalanceDirection Jse::Itch::idInsufficientOrders = 'O'
const LoginStatus Jse::Itch::lsCompIDInactive = 'a'
const LoginStatus Jse::Itch::lsConcurrentLimitReached = 'd'
const LoginStatus Jse::Itch::lsFailed = 'e'
const LoginStatus Jse::Itch::lsLoginAccepted = 'A'
const LoginStatus Jse::Itch::lsLoginLimitReached = 'b'
const LoginStatus Jse::Itch::lsServiceUnavailable = 'c'
const MessageType Jse::Itch::mtAddOrder = 'A'
const MessageType Jse::Itch::mtAuctionInfo = 'I'
const MessageType Jse::Itch::mtAuctionTrade = 'Q'
const MessageType Jse::Itch::mtLoginRequest = 0x01
const MessageType Jse::Itch::mtLoginResponse = 0x02
const MessageType Jse::Itch::mtLogoutRequest = 0x05
const MessageType Jse::Itch::mtOffBookTrade = 'x'
const MessageType Jse::Itch::mtOrderBookClear = 'y'
const MessageType Jse::Itch::mtOrderDeleted = 'D'
const MessageType Jse::Itch::mtOrderExecuted = 'E'
const MessageType Jse::Itch::mtOrderExecutedWithPrice = 'C'
const MessageType Jse::Itch::mtOrderModified = 'U'
const MessageType Jse::Itch::mtRecoveryTrade = 'v'
const MessageType Jse::Itch::mtReplayRequest = 0x03
const MessageType Jse::Itch::mtReplayResponse = 0x04
const MessageType Jse::Itch::mtSnapshotComplete = 0x83
const MessageType Jse::Itch::mtSnapshotRequest = 0x81
const MessageType Jse::Itch::mtSnapshotResponse = 0x82
const MessageType Jse::Itch::mtStatistics = 'w'
const MessageType Jse::Itch::mtSymbolDirectory = 'R'
const MessageType Jse::Itch::mtSymbolStatus = 'H'
const MessageType Jse::Itch::mtSystemEvent = 'S'
const MessageType Jse::Itch::mtTime = 'T'
const MessageType Jse::Itch::mtTrade = 'P'
const MessageType Jse::Itch::mtTradeBreak = 'B'
const OpenCloseIndicator Jse::Itch::ociAt = 'B'
const OpenCloseIndicator Jse::Itch::ociBestBid = 'U'
const OpenCloseIndicator Jse::Itch::ociBestOffer = 'V'
const OpenCloseIndicator Jse::Itch::ociLastAt = 'D'
const OpenCloseIndicator Jse::Itch::ociLastManual = 'F'
const OpenCloseIndicator Jse::Itch::ociLastUt = 'E'
const OpenCloseIndicator Jse::Itch::ociLastVwap = 'H'
const OpenCloseIndicator Jse::Itch::ociMidOfBbo = 'C'
const OpenCloseIndicator Jse::Itch::ociPreviousClose = 'I'
const OpenCloseIndicator Jse::Itch::ociUt = 'A'
const OpenCloseIndicator Jse::Itch::ociZero = 'J'
const OrderFlags Jse::Itch::ofMarketOrder = 0x10
const OrderFlags Jse::Itch::ofPriorityRetained = 0x01
const Printable Jse::Itch::pNonPrintable = 'N'
const Printable Jse::Itch::pPrintable = 'Y'
const ReplayStatus Jse::Itch::rsConcurrentLimitReached = 'c'
const ReplayStatus Jse::Itch::rsFailed = 'e'
const ReplayStatus Jse::Itch::rsInvalidMarketDataGroup = 'I'
const ReplayStatus Jse::Itch::rsOutOfRange = 'O'
const ReplayStatus Jse::Itch::rsReplayUnavailable = 'U'
const ReplayStatus Jse::Itch::rsRequestAccepted = 'A'
const ReplayStatus Jse::Itch::rsRequestLimitReached = 'D'
const ReplayStatus Jse::Itch::rsUnsupportedMmessageType = 'd'
const SubBook Jse::Itch::sbAll = 0x03
const SubBook Jse::Itch::sbOffBook = 0x02
const SubBook Jse::Itch::sbOnBook = 0x01
const OrderSide Jse::Itch::sBuyOrder = 'B'
const SessionChangeReason Jse::Itch::scrCircuitBreakerTripped = 5
const SessionChangeReason Jse::Itch::scrExtendedByMarketOps = 1
const SessionChangeReason Jse::Itch::scrMarketOrderImbalance = 3
const SessionChangeReason Jse::Itch::scrPriceOutsideRange = 4
const SessionChangeReason Jse::Itch::scrScheduledTransition = 0
const SessionChangeReason Jse::Itch::scrShortenedByMarketOps = 2
const SessionChangeReason Jse::Itch::scrUnavailable = 9
const SystemEventCode Jse::Itch::secEndOfDay = 'C'
const SystemEventCode Jse::Itch::secStartOfDay = 'O'
const SymbolStatus Jse::Itch::ssActive = ' '
const SnapshotStatus Jse::Itch::ssConcurrentLimitReached = 'c'
const OrderSide Jse::Itch::sSellOrder = 'S'
const SnapshotStatus Jse::Itch::ssFailed = 'e'
const SnapshotStatus Jse::Itch::ssItemInvalid = 'a'
const SnapshotStatus Jse::Itch::ssOutOfRange = 'O'
const SnapshotStatus Jse::Itch::ssRequestAccepted = 'A'
const SnapshotStatus Jse::Itch::ssRequestLimitReached = 'b'
const SnapshotStatus Jse::Itch::ssSnapshotUnavailable = 'U'
const SymbolStatus Jse::Itch::ssSuspended = 'S'
const SnapshotStatus Jse::Itch::ssUnsupportedMessageType = 'd'
const StatisticType Jse::Itch::stClosingPrice = 'C'
const SnapshotType Jse::Itch::stInstrument = 2
const SnapshotType Jse::Itch::stInstrumentStatus = 1
const StatisticType Jse::Itch::stOpeningPrice = 'O'
const SnapshotType Jse::Itch::stOrderBook = 0
const SnapshotType Jse::Itch::stStatistics = 4
const SnapshotType Jse::Itch::stTrades = 3
const TradingStatus Jse::Itch::tsClosingAuctionCall = 'd'
const TradingStatus Jse::Itch::tsContinuousTrading = 'T'
const TradingStatus Jse::Itch::tsEndOfPostClose = 'x'
const TradingStatus Jse::Itch::tsEndOfTradeReporting = 'v'
const TradingStatus Jse::Itch::tsFuturesCloseOut = 'p'
const TradingStatus Jse::Itch::tsHalt = 'H'
const TradingStatus Jse::Itch::tsIntraDayAuctionCall = 'u'
const TradingStatus Jse::Itch::tsMarketClose = 'c'
const TradingStatus Jse::Itch::tsNoActiveSession = 'w'
const TradingStatus Jse::Itch::tsOpeningAuctionCall = 'a'
const TradingStatus Jse::Itch::tsPause = 'l'
const TradingStatus Jse::Itch::tsPostClose = 'b'
const TradingStatus Jse::Itch::tsReOpeningAuctionCall = 'f'
const TradingStatus Jse::Itch::tsStartOfTrading = 'y'
const TradingStatus Jse::Itch::tsVolatilityAuctionCall = 'e'
const TradeType Jse::Itch::ttOffBookTrade = 'N'
const TradeType Jse::Itch::ttOnBookTrade = 'T'