mkt_common_defs.h File Reference

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Typedefs
typedef ShortStr < ACCOUNT_ID_MAX_LEN >	AccountIDStr
typedef ShortStr< ACCOUNT_MAX_LEN >	AccountTagStr
typedef ShortStr < MAX_CLEARING_TAG_LEN >	ClearingTag
typedef ShortStr < CLIENTID_MAX_LEN >	ClientIDTagStr
typedef ShortStr< COMPID_MAX_LEN >	CompIDStr
typedef ShortStr< COMPID_MAX_LEN >	CompIDTagStr
typedef ShortStr < MAX_ENRICH_TAG_LEN >	EnrichTag
typedef ShortStr< EQ_MPID_MAX_LEN >	EqMPIDStr
typedef ShortStr < EXCHANGEID_MAX_LEN >	ExchangeIDStr
typedef ShortStr< MAX_EXCHID_LEN >	ExchIDStr
typedef ShortStr < MAX_DESTINATION_CODE_LENGTH >	ExDestKey
typedef ShortStr< MAX_EXDEST_LEN >	ExDestStr
typedef ShortStr< FIRMID_MAX_LEN >	FirmIDStr
typedef ShortStr < OPT_MATURITY_LEN+CALLPUT_LEN+MAX_STRIKE_LEN >	OptionParamsStr
typedef ShortStrRefCtor	OrderIDRefStr
typedef ShortStr < MAX_ORDER_KEY_LEN >	OrderIDStr
typedef ShortStr < SECURITY_MAX_LEN >	SecurityStr
typedef ShortStr < MAX_STRATEGY_ALIAS_LEN >	StrategyAliasStr
typedef ShortStr < MAX_ORDER_KEY_LEN >	StreetOrderIDStr
typedef ShortStr< TAG6606_MAX_LEN >	Tag6606Str
typedef ShortStr< UNDERLYING_LEN >	UnderlyingStr

Variables
static const int	ACCOUNT_ID_MAX_LEN = 20
static const int	ACCOUNT_MAX_LEN = 30
static const int	CALLPUT_LEN = 1
static const int	CLIENTID_MAX_LEN = 30
static const int	COMPID_MAX_LEN = 20
static const int	EQ_MPID_MAX_LEN = 4
static const int	EXCHANGEID_MAX_LEN = 10
static const int	FIRMID_MAX_LEN = 9
static const int	INSTR_CLASS_LEN = 2
static const int	MAX_CLEARING_TAG_LEN = 20
static const int	MAX_DESTINATION_CODE_LENGTH = 10
static const int	MAX_DESTINATION_COUNT = 32
static const int	MAX_ENRICH_TAG_LEN = 20
static const int	MAX_EXCHID_LEN = 6
static const int	MAX_EXDEST_LEN = 6
static const int	MAX_ORDER_KEY_LEN = 32
static const int	MAX_STRATEGY_ALIAS_LEN = 64
static const int	MAX_STRIKE_LEN = 11
static const int	MAX_SYMBOL_LEN = 10
static const int	MAX_SYMBOL_SFX_LEN = 10
static const int	OPT_MATURITY_LEN = 8
static const int	ROOT_SYMBOL_MAX_LEN = 8
static const int	SECURITY_MAX_LEN = 32
static const int	TAG6606_MAX_LEN = COMPID_MAX_LEN
static const int	UNDERLYING_LEN = 8

Typedef Documentation

typedef ShortStr<ACCOUNT_ID_MAX_LEN> AccountIDStr

typedef ShortStr<ACCOUNT_MAX_LEN> AccountTagStr

typedef ShortStr<MAX_CLEARING_TAG_LEN> ClearingTag

typedef ShortStr<CLIENTID_MAX_LEN> ClientIDTagStr

typedef ShortStr<COMPID_MAX_LEN> CompIDStr

typedef ShortStr<COMPID_MAX_LEN> CompIDTagStr

typedef ShortStr<MAX_ENRICH_TAG_LEN> EnrichTag

typedef ShortStr<EQ_MPID_MAX_LEN> EqMPIDStr

typedef ShortStr<EXCHANGEID_MAX_LEN> ExchangeIDStr

typedef ShortStr<MAX_EXCHID_LEN> ExchIDStr

typedef ShortStr<MAX_DESTINATION_CODE_LENGTH> ExDestKey

typedef ShortStr<MAX_EXDEST_LEN> ExDestStr

typedef ShortStr<FIRMID_MAX_LEN> FirmIDStr

typedef ShortStr<OPT_MATURITY_LEN+CALLPUT_LEN+MAX_STRIKE_LEN> OptionParamsStr

typedef ShortStrRefCtor OrderIDRefStr

typedef ShortStr<MAX_ORDER_KEY_LEN> OrderIDStr

typedef ShortStr<SECURITY_MAX_LEN> SecurityStr

typedef ShortStr<MAX_STRATEGY_ALIAS_LEN> StrategyAliasStr

typedef ShortStr<MAX_ORDER_KEY_LEN> StreetOrderIDStr

typedef ShortStr<TAG6606_MAX_LEN> Tag6606Str

typedef ShortStr<UNDERLYING_LEN> UnderlyingStr

Variable Documentation

const int ACCOUNT_ID_MAX_LEN = 20

static

const int ACCOUNT_MAX_LEN = 30

static

const int CALLPUT_LEN = 1

static

const int CLIENTID_MAX_LEN = 30

static

const int COMPID_MAX_LEN = 20

static

const int EQ_MPID_MAX_LEN = 4

static

const int EXCHANGEID_MAX_LEN = 10

static

const int FIRMID_MAX_LEN = 9

static

const int INSTR_CLASS_LEN = 2

static

const int MAX_CLEARING_TAG_LEN = 20

static

const int MAX_DESTINATION_CODE_LENGTH = 10

static

const int MAX_DESTINATION_COUNT = 32

static

const int MAX_ENRICH_TAG_LEN = 20

static

const int MAX_EXCHID_LEN = 6

static

const int MAX_EXDEST_LEN = 6

static

const int MAX_ORDER_KEY_LEN = 32

static

const int MAX_STRATEGY_ALIAS_LEN = 64

static

const int MAX_STRIKE_LEN = 11

static

const int MAX_SYMBOL_LEN = 10

static

const int MAX_SYMBOL_SFX_LEN = 10

static

const int OPT_MATURITY_LEN = 8

static

const int ROOT_SYMBOL_MAX_LEN = 8

static

const int SECURITY_MAX_LEN = 32

static

const int TAG6606_MAX_LEN = COMPID_MAX_LEN

static

const int UNDERLYING_LEN = 8

static