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	AddAttributedOrderMessage

struct	OrderDeletedMessage

struct	OrderModifiedMessage

struct	OrderBookClearMessage

struct	OrderExecutedMessage

struct	OrderExecutedWithPriceMessage

struct	TradeMessage

struct	AuctionTradeMessage

struct	AuctionInfoMessage

struct	StatisticsMessage

struct	TopOfBookMessage

union	AnyMessage

struct	UnitHeader

struct	SingleMessageUnit

union	AnySingleMessageUnit

Typedefs
typedef Byte	MessageType

typedef Byte	LoginStatus

typedef Byte	ReplayStatus

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 UInt8	CrossType

typedef Byte	ActionType

typedef Byte	StatisticType

typedef Byte	OpenCloseIndicator

typedef UInt8	SubBook

typedef BitField	FirmQuote

typedef BitField	OffBookFlags

typedef BitField	PTModFlags

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 AddAttributedOrderMessage &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 AuctionInfoMessage &message)

std::ostream &	operator<< (std::ostream &stream, const StatisticsMessage &message)

std::ostream &	operator<< (std::ostream &stream, const TopOfBookMessage &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 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 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	mtAddAttributedOrder = 'F'

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	mtAuctionInfo = 'I'

const MessageType	mtStatistics = 'w'

const MessageType	mtTopOfBookMessage = 'q'

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 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	tsSuspended = '0'

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	tsPreMandatory = 'm'

const TradingStatus	tsMandatory = 'n'

const TradingStatus	tsPostMandatory = 'o'

const TradingStatus	tsEDSPAuctionCall = 'q'

const TradingStatus	tsPeriodicAuctionCall = 'r'

const TradingStatus	tsEndTradeReporting = 't'

const TradingStatus	tsClosingPriceCrossing = 'u'

const TradingStatus	tsClosingPricePublication = 'v'

const TradingStatus	tsNoActiveSession = 'w'

const TradingStatus	tsEndOfPostClose = 'x'

const TradingStatus	tsScheduledLevel1OnlyAuction = 'G'

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	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	atEDSPAuction = 'B'

const AuctionType	atPeriodicAuction = 'F'

const AuctionType	atScheduledLevel1OnlyAuction = 'G'

const TradeType	ttOnBookTrade = 'T'

const TradeType	ttOffBookTrade = 'N'

const CrossType	ctNA = 0

const CrossType	ctInternalCross = 5

const CrossType	ctInternalBTF = 6

const CrossType	ctCommittedCross = 7

const CrossType	ctCommittedBTF = 8

const ActionType	atCancelledTrade = 'C'

const ActionType	atTrade = 'N'

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	ociPreviousClose = 'I'

const SubBook	sbRegularTrades = 0

const SubBook	sbRFQTrades = 11

const BitField	fqNo = 0x00

const BitField	fqYes = 0x20

const OffBookFlags	obLateTrade = 0x01

const OffBookFlags	ofBargainConditionIndicator = 0x20

Typedef Documentation

typedef Byte Lse::Itch::ActionType

typedef Byte Lse::Itch::AuctionType

typedef UInt8 Lse::Itch::BookType

typedef UInt8 Lse::Itch::CrossType

typedef BitField Lse::Itch::FirmQuote

typedef SingleMessageUnit<LoginRequestMessage> Lse::Itch::LoginRequestUnit

typedef SingleMessageUnit<LoginResponseMessage> Lse::Itch::LoginResponseUnit

typedef Byte Lse::Itch::LoginStatus

typedef SingleMessageUnit<LogoutRequestMessage> Lse::Itch::LogoutRequestUnit

typedef Byte Lse::Itch::MessageType

typedef BitField Lse::Itch::OffBookFlags

typedef Byte Lse::Itch::OpenCloseIndicator

typedef BitField Lse::Itch::OrderFlags

typedef Byte Lse::Itch::OrderSide

typedef Byte Lse::Itch::Printable

typedef BitField Lse::Itch::PTModFlags

typedef SingleMessageUnit<ReplayRequestMessage> Lse::Itch::ReplayRequestUnit

typedef SingleMessageUnit<ReplayResponseMessage> Lse::Itch::ReplayResponseUnit

typedef Byte Lse::Itch::ReplayStatus

typedef UInt8 Lse::Itch::SessionChangeReason

typedef SingleMessageUnit<SnapshotCompleteMessage> Lse::Itch::SnapshotCompleteUnit

typedef SingleMessageUnit<SnapshotRequestMessage> Lse::Itch::SnapshotRequestUnit

typedef SingleMessageUnit<SnapshotResponseMessage> Lse::Itch::SnapshotResponseUnit

typedef Byte Lse::Itch::SnapshotStatus

typedef Byte Lse::Itch::StatisticType

typedef UInt8 Lse::Itch::SubBook

typedef Byte Lse::Itch::SymbolStatus

typedef Byte Lse::Itch::SystemEventCode

typedef Byte Lse::Itch::TradeType

typedef Byte Lse::Itch::TradingStatus

Function Documentation

template<typename MESSAGE >

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

inline

template<typename MESSAGE >

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

inline

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

inline

template<typename MESSAGE >

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

inline

template<int COUNT>

size_t Lse::Itch::getAlphaLength ( const Byte(&) alpha[COUNT] )

inline

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

inline

template<typename MESSAGE >

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

inline

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

inline

double Lse::Itch::getPrice ( Price price )

inline

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

inline

template<typename UNIT >

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

inline

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

inline

template<typename MESSAGE >

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

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const LoginRequestMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const LoginResponseMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const LogoutRequestMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const ReplayRequestMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const ReplayResponseMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const SnapshotRequestMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const SnapshotResponseMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const SnapshotCompleteMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const TimeMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const SystemEventMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const SymbolDirectoryMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const SymbolStatusMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const AddOrderMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const AddAttributedOrderMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const OrderDeletedMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const OrderModifiedMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const OrderBookClearMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const OrderExecutedMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const OrderExecutedWithPriceMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const TradeMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const AuctionTradeMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const AuctionInfoMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const StatisticsMessage &	message
	)

inline

std::ostream& Lse::Itch::operator<<	(	std::ostream &	stream,
		const TopOfBookMessage &	message
	)

inline

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

inline

template<int COUNT>

void Lse::Itch::setAlpha	(	Byte(&)	alpha[COUNT],
		const char *	str,
		size_t	length
	)

inline

template<int COUNT>

void Lse::Itch::setAlpha	(	Byte(&)	alpha[COUNT],
		const char *	str
	)

inline

void Lse::Itch::setPrice	(	Price &	price,
		double	value
	)

inline

Variable Documentation

const ActionType Lse::Itch::atCancelledTrade = 'C'

const AuctionType Lse::Itch::atClosingAuction = 'C'

const AuctionType Lse::Itch::atEDSPAuction = 'B'

const AuctionType Lse::Itch::atOpeningAuction = 'O'

const AuctionType Lse::Itch::atPeriodicAuction = 'F'

const AuctionType Lse::Itch::atReOpeningAuction = 'E'

const AuctionType Lse::Itch::atScheduledLevel1OnlyAuction = 'G'

const ActionType Lse::Itch::atTrade = 'N'

const AuctionType Lse::Itch::atVolatility = 'A'

const BookType Lse::Itch::btOffBook = 2

const BookType Lse::Itch::btOnBook = 1

const CrossType Lse::Itch::ctCommittedBTF = 8

const CrossType Lse::Itch::ctCommittedCross = 7

const CrossType Lse::Itch::ctInternalBTF = 6

const CrossType Lse::Itch::ctInternalCross = 5

const CrossType Lse::Itch::ctNA = 0

const BitField Lse::Itch::fqNo = 0x00

const BitField Lse::Itch::fqYes = 0x20

const LoginStatus Lse::Itch::lsCompIDInactive = 'a'

const LoginStatus Lse::Itch::lsConcurrentLimitReached = 'd'

const LoginStatus Lse::Itch::lsFailed = 'e'

const LoginStatus Lse::Itch::lsLoginAccepted = 'A'

const LoginStatus Lse::Itch::lsLoginLimitReached = 'b'

const LoginStatus Lse::Itch::lsServiceUnavailable = 'c'

const MessageType Lse::Itch::mtAddAttributedOrder = 'F'

const MessageType Lse::Itch::mtAddOrder = 'A'

const MessageType Lse::Itch::mtAuctionInfo = 'I'

const MessageType Lse::Itch::mtAuctionTrade = 'Q'

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

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

const MessageType Lse::Itch::mtLogoutRequest = 0x05

const MessageType Lse::Itch::mtOrderBookClear = 'y'

const MessageType Lse::Itch::mtOrderDeleted = 'D'

const MessageType Lse::Itch::mtOrderExecuted = 'E'

const MessageType Lse::Itch::mtOrderExecutedWithPrice = 'C'

const MessageType Lse::Itch::mtOrderModified = 'U'

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

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

const MessageType Lse::Itch::mtSnapshotComplete = 0x83

const MessageType Lse::Itch::mtSnapshotRequest = 0x81

const MessageType Lse::Itch::mtSnapshotResponse = 0x82

const MessageType Lse::Itch::mtStatistics = 'w'

const MessageType Lse::Itch::mtSymbolDirectory = 'R'

const MessageType Lse::Itch::mtSymbolStatus = 'H'

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

const MessageType Lse::Itch::mtTime = 'T'

const MessageType Lse::Itch::mtTopOfBookMessage = 'q'

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

const OffBookFlags Lse::Itch::obLateTrade = 0x01

const OpenCloseIndicator Lse::Itch::ociAt = 'B'

const OpenCloseIndicator Lse::Itch::ociLastAt = 'D'

const OpenCloseIndicator Lse::Itch::ociLastManual = 'F'

const OpenCloseIndicator Lse::Itch::ociLastUt = 'E'

const OpenCloseIndicator Lse::Itch::ociMidOfBbo = 'C'

const OpenCloseIndicator Lse::Itch::ociPreviousClose = 'I'

const OpenCloseIndicator Lse::Itch::ociUt = 'A'

const OffBookFlags Lse::Itch::ofBargainConditionIndicator = 0x20

const OrderFlags Lse::Itch::ofMarketOrder = 0x10

const OrderFlags Lse::Itch::ofPriorityRetained = 0x01

const Printable Lse::Itch::pNonPrintable = 'N'

const Printable Lse::Itch::pPrintable = 'Y'

const ReplayStatus Lse::Itch::rsConcurrentLimitReached = 'c'

const ReplayStatus Lse::Itch::rsFailed = 'e'

const ReplayStatus Lse::Itch::rsInvalidMarketDataGroup = 'I'

const ReplayStatus Lse::Itch::rsOutOfRange = 'O'

const ReplayStatus Lse::Itch::rsReplayUnavailable = 'U'

const ReplayStatus Lse::Itch::rsRequestAccepted = 'A'

const ReplayStatus Lse::Itch::rsRequestLimitReached = 'D'

const ReplayStatus Lse::Itch::rsUnsupportedMmessageType = 'd'

const SubBook Lse::Itch::sbRegularTrades = 0

const SubBook Lse::Itch::sbRFQTrades = 11

const OrderSide Lse::Itch::sBuyOrder = 'B'

const SessionChangeReason Lse::Itch::scrExtendedByMarketOps = 1

const SessionChangeReason Lse::Itch::scrMarketOrderImbalance = 3

const SessionChangeReason Lse::Itch::scrPriceOutsideRange = 4

const SessionChangeReason Lse::Itch::scrScheduledTransition = 0

const SessionChangeReason Lse::Itch::scrShortenedByMarketOps = 2

const SessionChangeReason Lse::Itch::scrUnavailable = 9

const SystemEventCode Lse::Itch::secEndOfDay = 'C'

const SystemEventCode Lse::Itch::secStartOfDay = 'O'

const SymbolStatus Lse::Itch::ssActive = ' '

const SnapshotStatus Lse::Itch::ssConcurrentLimitReached = 'c'

const OrderSide Lse::Itch::sSellOrder = 'S'

const SnapshotStatus Lse::Itch::ssFailed = 'e'

const SnapshotStatus Lse::Itch::ssItemInvalid = 'a'

const SnapshotStatus Lse::Itch::ssOutOfRange = 'O'

const SnapshotStatus Lse::Itch::ssRequestAccepted = 'A'

const SnapshotStatus Lse::Itch::ssRequestLimitReached = 'b'

const SnapshotStatus Lse::Itch::ssSnapshotUnavailable = 'U'

const SymbolStatus Lse::Itch::ssSuspended = 'S'

const SnapshotStatus Lse::Itch::ssUnsupportedMessageType = 'd'

const StatisticType Lse::Itch::stClosingPrice = 'C'

const StatisticType Lse::Itch::stOpeningPrice = 'O'

const TradingStatus Lse::Itch::tsClosingAuctionCall = 'd'

const TradingStatus Lse::Itch::tsClosingPriceCrossing = 'u'

const TradingStatus Lse::Itch::tsClosingPricePublication = 'v'

const TradingStatus Lse::Itch::tsContinuousTrading = 'T'

const TradingStatus Lse::Itch::tsEDSPAuctionCall = 'q'

const TradingStatus Lse::Itch::tsEndOfPostClose = 'x'

const TradingStatus Lse::Itch::tsEndTradeReporting = 't'

const TradingStatus Lse::Itch::tsHalt = 'H'

const TradingStatus Lse::Itch::tsMandatory = 'n'

const TradingStatus Lse::Itch::tsMarketClose = 'c'

const TradingStatus Lse::Itch::tsNoActiveSession = 'w'

const TradingStatus Lse::Itch::tsOpeningAuctionCall = 'a'

const TradingStatus Lse::Itch::tsPause = 'l'

const TradingStatus Lse::Itch::tsPeriodicAuctionCall = 'r'

const TradingStatus Lse::Itch::tsPostClose = 'b'

const TradingStatus Lse::Itch::tsPostMandatory = 'o'

const TradingStatus Lse::Itch::tsPreMandatory = 'm'

const TradingStatus Lse::Itch::tsReOpeningAuctionCall = 'f'

const TradingStatus Lse::Itch::tsScheduledLevel1OnlyAuction = 'G'

const TradingStatus Lse::Itch::tsSuspended = '0'

const TradingStatus Lse::Itch::tsVolatilityAuctionCall = 'e'

const TradeType Lse::Itch::ttOffBookTrade = 'N'

const TradeType Lse::Itch::ttOnBookTrade = 'T'

Classes

Typedefs

Functions

Variables

Typedef Documentation

Function Documentation

Variable Documentation