FixMessages::SG_FIX44::DiscretionInst Namespace Reference

Variables
static const char	RELATED_TO_DISPLAYED_PRICE = '0'
	Related to displayed price = 0.
static const char	RELATED_TO_LAST_TRADE_PRICE = '5'
	Related to last trade price = 5.
static const char	RELATED_TO_LOCAL_PRIMARY_PRICE = '3'
	Related to local primary price = 3.
static const char	RELATED_TO_MARKET_PRICE = '1'
	Related to market price = 1.
static const char	RELATED_TO_MIDPOINT_PRICE = '4'
	Related to midpoint price = 4.
static const char	RELATED_TO_PRIMARY_PRICE = '2'
	Related to primary price = 2.
static const char	RELATED_TO_VWAP = '6'
	Related to VWAP = 6.

Variable Documentation

RELATED_TO_DISPLAYED_PRICE

const char FixMessages::SG_FIX44::DiscretionInst::RELATED_TO_DISPLAYED_PRICE = '0'

static

Related to displayed price = 0.

RELATED_TO_LAST_TRADE_PRICE

const char FixMessages::SG_FIX44::DiscretionInst::RELATED_TO_LAST_TRADE_PRICE = '5'

static

Related to last trade price = 5.

RELATED_TO_LOCAL_PRIMARY_PRICE

const char FixMessages::SG_FIX44::DiscretionInst::RELATED_TO_LOCAL_PRIMARY_PRICE = '3'

static

Related to local primary price = 3.

RELATED_TO_MARKET_PRICE

const char FixMessages::SG_FIX44::DiscretionInst::RELATED_TO_MARKET_PRICE = '1'

static

Related to market price = 1.

RELATED_TO_MIDPOINT_PRICE

const char FixMessages::SG_FIX44::DiscretionInst::RELATED_TO_MIDPOINT_PRICE = '4'

static

Related to midpoint price = 4.

RELATED_TO_PRIMARY_PRICE

const char FixMessages::SG_FIX44::DiscretionInst::RELATED_TO_PRIMARY_PRICE = '2'

static

Related to primary price = 2.

RELATED_TO_VWAP

const char FixMessages::SG_FIX44::DiscretionInst::RELATED_TO_VWAP = '6'

static

Related to VWAP = 6.