31 IntegralConstant<Char, '\x0'>
463 RequestToIntermediary =
'8' 485 RequestToIntermediary =
'8' 532 RejectedByIntermediary =
'5' 603 QuoteRequestReject =
'3' 647 TransactionQuantity =
'T',
653 OptionExerciseQty =
'E',
684 AllOrdersForATradingSession = 6
706 ReleaseOrdersFromSuspension = 2,
712 CancelAndSuspendOrders = 4
759 MassActionNotSupported = 0,
762 InvalidOrUnknownMarketSegment = 8,
787 AcceptSecurityProposalAsIs = 1,
790 RejectSecurityProposal = 5,
793 AcceptSecurityAsProposalWithRevisions = 2
846 NoUnderlyingTrade =
'0',
849 UnderlyingOpposingTrade =
'1' 874 AutomaticExercise = 105,
877 ExerciseNotAutomatic = 106
924 BuyersDiscretion =
'0',
927 SellersDiscretion =
'8',
955 CancelAggressorOrder = 1,
958 CancelRestingOrder = 2,
1017 NegotiateResponse = 1,
1020 NegotiateReject = 2,
1029 EstablishReject = 5,
1038 RetransmitRequest = 10,
1041 Retransmission = 11,
1044 RetransmitReject = 12,
1050 BusinessMessageReject = 14,
1053 SimpleNewOrder = 15,
1056 SimpleModifyOrder = 16,
1059 NewOrderSingle = 17,
1062 OrderCancelReplaceRequest = 18,
1065 OrderCancelRequest = 19,
1071 ExecutionReportNew = 21,
1074 ExecutionReportModify = 22,
1077 ExecutionReportCancel = 23,
1080 ExecutionReportTrade = 24,
1083 ExecutionReportReject = 25,
1086 ExecutionReportForward = 26,
1089 SecurityDefinitionRequest = 27,
1092 SecurityDefinitionResponse = 28,
1095 OrderMassActionRequest = 29,
1098 OrderMassActionReport = 30,
1104 QuoteStatusReport = 32,
1113 QuoteRequestReject = 35,
1116 PositionMaintenanceCancelRequest = 36,
1119 PositionMaintenanceRequest = 37,
1122 PositionMaintenanceReport = 38,
1125 AllocationInstruction = 39,
1128 AllocationReport = 40
1187 FlowtypeNotSupported = 2,
1190 AlreadyNegotiated = 3,
1196 InvalidSessionid = 5,
1199 InvalidSessionverid = 6,
1202 InvalidTimestamp = 7,
1208 NegotiateNotAllowed = 20,
1211 DuplicateSessionConnection = 21,
1214 AuthenticationInProgress = 22,
1217 ProtocolVersionNotSupported = 23
1248 AlreadyEstablished = 3,
1254 InvalidSessionid = 5,
1257 InvalidSessionverid = 6,
1260 InvalidTimestamp = 7,
1263 InvalidKeepaliveInterval = 8,
1266 InvalidNextseqno = 9,
1269 EstablishAttemptsExceeded = 10,
1272 EstablishNotAllowed = 20,
1275 DuplicateSessionConnection = 21,
1278 AuthenticationInProgress = 22,
1281 ProtocolVersionNotSupported = 23
1318 NegotiationInProgress = 5,
1321 EstablishInProgress = 6,
1324 KeepaliveIntervalLapsed = 10,
1327 InvalidSessionid = 11,
1330 InvalidSessionverid = 12,
1333 InvalidTimestamp = 13,
1336 InvalidNextseqno = 14,
1339 UnrecognizedMessage = 15,
1348 TerminateNotAllowed = 20,
1351 TerminateInProgress = 21,
1354 ProtocolVersionNotSupported = 23,
1357 BackupTakeoverInProgress = 30
1385 RequestLimitExceeded = 2,
1388 RetransmitInProgress = 3,
1391 InvalidTimestamp = 4,
1394 InvalidFromseqno = 5,
1400 ThrottleReject = 10,
1425 DoNotCancelOnDisconnectOrTerminate = 0,
1428 CancelOnDisconnectOnly = 1,
1431 CancelOnTerminateOnly = 2,
1434 CancelOnDisconnectOrTerminate = 3
1484 GoodTillCancel =
'1',
1487 ImmediateOrCancel =
'3',
1499 GoodForAuction =
'A' 1524 ImmediateOrCancel =
'3',
1561 MarketWithLeftoverAsLimit =
'K',
1567 PeggedMidpoint =
'P' 1614 RetailLiquidityTaker = 1,
1623 BrokerOnlyRemoval = 4
1673 PartiallyFilled =
'1',
1694 PreviousFinalState =
'Z' 1716 CancelOrderDueToOperationalError = 203
1738 OrderMassActionFromClientRequest = 202,
1741 MassCancelOrderDueToOperationalErrorRequest = 207
1766 CancelOnHardDisconnection = 100,
1769 CancelOnTerminate = 101,
1772 CancelOnDisconnectAndTerminate = 102,
1775 SelfTradingPrevention = 103,
1778 CancelFromFirmsoft = 105,
1781 CancelRestingOrderOnSelfTrade = 107,
1784 MarketMakerProtection = 200,
1787 RiskManagementCancellation = 201,
1790 OrderMassActionFromClientRequest = 202,
1793 CancelOrderDueToOperationalError = 203,
1796 OrderCancelledDueToOperationalError = 204,
1799 CancelOrderFirmsoftDueToOperationalError = 205,
1802 OrderCancelledFirmsoftDueToOperationalError = 206,
1805 MassCancelOrderDueToOperationalErrorRequest = 207,
1808 MassCancelOrderDueToOperationalErrorEffective = 208,
1811 CancelOnMidpointBrokerOnlyRemoval = 209,
1814 CancelRemainingFromSweepCross = 210,
1817 MassCancelOnBehalf = 211,
1820 MassCancelOnBehalfDueToOperationalErrorEffective = 212
1842 SingleSecurity =
'1',
1845 IndividuallegOfMultilegSecurity =
'2',
1848 MultilegSecurity =
'3' 1870 ResultOfOptionsExercise =
'B',
1873 ResultOfAssignmentFromAnOptionsExercise =
'C',
1876 ResultOfAutomaticOptionsExercise =
'D',
1879 ResultOfMidpointOrder =
'E',
1882 ResultOfBlockBookTrade =
'F',
1885 ResultOfTradeAtClose =
'G',
1888 ResultOfTradeAtAverage =
'H' 1910 RemoveAccountInformation = 38,
1991 ExchangeSymbol =
'8' 2013 StructuredTransaction = 1001,
2016 OperationalError = 1002,
2041 RegularDaySession = 1,
2044 NonRegularSession = 6
2081 FinalClosingCall = 101
2115 UnknownOrInvalid = 20,
2121 FinalClosingCall = 101,
2149 CrossExecutedAgainstBookFromClient = 4
2172 BuySideIsPrioritized = 1,
2175 SellSideIsPrioritized = 2
Used to communicate a reason for a solicited cancel.
UInt32 RejReasonOptional
Optional code to identify reason for order rejection.
The time point without the time-zone information.
Identifier for the instrument group phase.
Enum
Specifies how long the order remains in effect.
#define ONIXS_B3_BOE_MESSAGING_NAMESPACE_END
Enum
Type of cross being submitted to a market.
Identifies the type of quote cancel.
Enum
Status of Position Maintenance Request.
UInt16 LocalMktDate
Local calendar date: days since Unix epoch (January 1st, 1970).
UInt64 BusinessRejectRefID
Value of business-level identification field on the message being referenced.
Enum
Identifies the code of reject establishment.
#define ONIXS_B3_BOE_LTWT_STRUCT
UInt64 ClOrdIDOptional
Optional unique identifier of the order as assigned by the market participant.
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for t...
Timestamp localMktDateToTimestamp(LocalMktDate days) noexcept
Converts days since epoch to Timestamp value.
Identifies the type of request that this cancel reject is in response to.
IntegralConstant< UInt64, 0ULL > NullPosMaintRptIDOptional
Null value for an optional PosMaintRptIDOptional field.
UInt16 DaysToSettlementOptional
Optional deadline for completing the forward deal.
UInt64 MassActionReportID
Unique ID of Order Mass Action Report as assigned by the matching engine.
Enum
Indicates that message may contain information that has been sent under another sequence number...
UInt64 ExecID
Unique identifier of execution message as assigned by exchange.
UInt32 SessionIDOptional
Optional client connection identification on the gateway assigned by B3.
UInt8 Uint8EnumEncoding
Type used to encode enum with zero nullValue.
Maintenance Action to be performed.
UInt64 OrderIDOptional
Optional exchange-generated order identifier.
#define ONIXS_B3_BOE_NOTHROW
Indicates how the orders being booked and allocated by an Allocation Instruction. ...
Identifier for Trading Session.
Specifies if a simultaneous trade of the underlying is to be performed.
UInt64 SecurityReqRespID
Unique ID of a Security Definition Request/Response.
Specifies the type of action requested.
UInt16 DaysToSettlement
Deadline for completing the forward deal.
UInt8 MarketSegmentID
Identifies the market segment.
Unit of time used for measurement.
UInt64 CrossID
Identifier for a cross order.
Identifies the code of reject establishment.
Enum
Indicates how the orders being booked and allocated by an Allocation Instruction. ...
UInt64 CrossIDOptional
Identifier for a cross order.
Identifier for the instrument status.
Describes the specific type or purpose of an Allocation Report message.
Enum
Specifies the type of action requested.
Identifies the code of reject retransmission.
UInt8 MarketSegmentIDOptional
Optional identifier of the market segment.
Identifies status of allocation.
UInt64 PosReqIDOptional
Optional unique identifier for the position maintenance request.
Enum
Specifies if a simultaneous trade of the underlying is to be performed.
LocalMktDate timestampToLocalMktDate(const Timestamp ×tamp) noexcept
IntegralConstant< UInt32, 0 > NullSeqNumOptional
Null value for an optional SeqNumOptional field.
Indicates which order should be canceled due to self-trade prevention.
Status of Position Maintenance Request.
Enum
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for t...
Enum
Identifies the code of termination.
Specifies the scope of the action.
Enum
Maintenance Action to be performed.
IntegralConstant< Int16,-32768 > NullInt16
Null value for an optional Int16 field.
Enum
Identifies status of allocation.
IntegralConstant< UInt16, 65535 > NullDaysToSettlementOptional
Null value for an optional DaysToSettlementOptional field.
Enum
Identifies allocation transaction type.
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Null value for an optional UInt64 field.
UInt32 RejReason
Code to identify reason for order rejection.
Specifies how long the order remains in effect.
Enum
Type of Security Definition message response.
Enum
Defines message type.
IntegralConstant< UInt16, 65535 > NullUInt16
Null value for an optional UInt16 field.
UInt32 AccountOptional
Optional account mnemonic.
IntegralConstant< UInt64, 0ULL > NullOrderIDOptional
Null value for an optional OrderIDOptional field.
UInt64 PosMaintRptID
Unique identifier for this position maintenance report message.
UInt32 Firm
Identification of the broker firm.
Enum
Identifies the code of reject negotiation.
Indicates who in the contract has control over evoking settlement.
UInt64 MassActionReportIDOptional
Optional unique ID of Order Mass Action Report as assigned by the matching engine.
Enum
Used to communicate a reason for a solicited cancel.
UInt64 SecurityIDOptional
Optional security identification as defined by exchange.
Enum
Describes the specific type or purpose of an Allocation Report message.
UInt64 SecurityID
Security identification as defined by exchange.
UInt64 PosMaintRptIDOptional
Optional unique identifier for this position maintenance report message.
UInt32 SessionID
Client connection identification on the gateway assigned by B3.
IntegralConstant< UInt8, 0 > NullUint8EnumEncoding
Null value for an optional Uint8EnumEncoding field.
Enum
Indicates reason of cancelation, if available.
Enum
Describes the specific type or purpose of an Allocation message.
Enum
Used to indicate what an Execution Report represents.
UInt64 QuoteReqID
Unique identifier for quote request.
UInt8 OrdTagID
Identifies the order tag identification.
UInt64 QuoteIDOptional
Optional unique identifier for quote.
#define ONIXS_B3_BOE_NODISCARD
Enum
Used to identify the type of quantity.
Identifies the status of the quote acknowledgement.
IntegralConstant< UInt64, 0ULL > NullBusinessRejectRefID
Null value for an optional BusinessRejectRefID field.
Identifies the type of position transaction.
IntegralConstant< UInt64, 0ULL > NullCrossIDOptional
Null value for an optional CrossIDOptional field.
Enum
Unit of time used for measurement.
IntegralConstant< UInt32, 0 > NullFirmOptional
Null value for an optional FirmOptional field.
Identifies current status of order.
Enum
Identifier for the instrument status.
Indicates reason of cancelation, if available.
UInt32 FirmOptional
Optional identification of the broker firm.
IntegralConstant< UInt8, 0 > NullOrdTagID
Null value for an optional OrdTagID field.
IntegralConstant< UInt32, 0 > NullTradeIDOptional
Null value for an optional TradeIDOptional field.
Enum
Identifies the type of position transaction.
IntegralConstant< UInt64, 0ULL > NullClOrdIDOptional
Null value for an optional ClOrdIDOptional field.
IntegralConstant< UInt16, 0 > NullUint16EnumEncoding
Null value for an optional Uint16EnumEncoding field.
Indicates that message may contain information that has been sent under another sequence number...
UInt32 SeqNumOptional
Optional sequence number of a given SessionID/SessionVerID.
IntegralConstant< UInt64, 0ULL > NullQuoteIDOptional
Null value for an optional QuoteIDOptional field.
Specifies the action taken by matching engine when it receives the Order Mass Action Request...
UInt16 LocalMktDateOptional
Local calendar date: days since Unix epoch (January 1st, 1970).
Enum
Type of Account associated with an order.
#define ONIXS_B3_BOE_MESSAGING_NAMESPACE_BEGIN
UInt64 QuoteReqIDOptional
Optional unique identifier for quote request.
Int32 StrategyIDOptional
Optional unique identification of a client-assigned strategy.
IntegralConstant< Int32,-2147483647-1 > NullInt32
Null value for an optional Int32 field.
Used to identify the type of quantity.
UInt64 ExecIDOptional
Optional unique identifier of execution message as assigned by exchange.
IntegralConstant< UInt64, 0ULL > NullSecurityIDOptional
Null value for an optional SecurityIDOptional field.
UInt64 SessionVerID
Session version identification: unique identification of a sequence of messages to be transmitted to ...
Enum
Identifies the code of reject retransmission.
IntegralConstant< UInt64, 0ULL > NullExecIDOptional
Null value for an optional ExecIDOptional field.
Enum
Identifier for the instrument group phase.
Criteria used to initiate cancel on disconnect mechanism by the gateway.
IntegralConstant< Char, '\x0'> NullChar
Null value for an optional Char field.
UInt64 SessionVerIDOptional
Optional session version identification: unique identification of a sequence of messages to be transm...
IntegralConstant< UInt64, 0ULL > NullSessionVerIDOptional
Null value for an optional SessionVerIDOptional field.
Indicates cross order purpose.
IntegralConstant< Int32, 0 > NullStrategyIDOptional
Null value for an optional StrategyIDOptional field.
Used to indicate what an Execution Report represents.
UInt32 Account
Account mnemonic.
Enum
Indicates additional order instruction.
IntegralConstant< UInt64, 0ULL > NullQuantityOptional
Null value for an optional QuantityOptional field.
Enum
Defines the type of interest behind a trade i.e. why a trade occurred.
IntegralConstant< UInt32, 4294967295 > NullUInt32
Null value for an optional UInt32 field.
Enum
Identifies current status of order.
Identifies allocation transaction type.
Enum
Reason Order Mass Action Request was rejected.
Defines the type of interest behind a trade i.e.
IntegralConstant< UInt32, 0 > NullSessionIDOptional
Null value for an optional SessionIDOptional field.
Type of cross being submitted to a market.
Enum
Identifies the type of request that this cancel reject is in response to.
Identifies the type of request that a Quote Status Report is in response to.
Enum
Identifies the type of request that a Quote Status Report is in response to.
Enum
Identifies the class of the SecurityID.
Enum
Specifies the scope of the action. All Day and MOC orders will be cancelled. GTC, GTD and MOA orders ...
char Char
Character type alias.
Enum
Specifies the action taken by matching engine when it receives the Order Mass Action Request...
Enum
Identifier for Trading Session.
Enum
Indicates if one side or the other of a cross order should be prioritized.
Describes the specific type or purpose of an Allocation message.
Enum
Identifies the type of quote cancel.
IntegralConstant< Int8,-128 > NullInt8
Null value for an optional Int8 field.
Enum
Specifies how long the order remains in effect.
UInt64 AllocID
Unique identifier for this allocation instruction message.
IntegralConstant< UInt64, 0ULL > NullPosReqIDOptional
Null value for an optional PosReqIDOptional field.
Type of message flow from client to server or from server to client.
Identifies the code of reject negotiation.
Type of Security Definition message response.
UInt64 Quantity
Quantity in order/trade.
IntegralConstant< UInt16, 0 > NullLocalMktDateOptional
Null value for an optional LocalMktDateOptional field.
IntegralConstant< UInt8, 255 > NullUInt8
Null value for an optional UInt8 field.
Indicates additional order instruction.
UInt8 TotNoRelatedSym
Number of leg fill notice messages sent with spread summary.
UInt64 ClOrdID
Unique identifier of the order as assigned by the market participant.
UInt32 TradeIDOptional
Optional unique identification assigned to the trade entity once it is received or matched by the exc...
Enum
Identifies the status of the quote acknowledgement.
UInt64 PosReqID
Unique identifier for the position maintenance request.
Specifies how long the order remains in effect.
UInt64 QuoteID
Unique identifier for quote.
IntegralConstant< UInt32, 0 > NullAccountOptional
Null value for an optional AccountOptional field.
IntegralConstant< UInt32, 0 > NullRejReasonOptional
Null value for an optional RejReasonOptional field.
Enum
Indicates who in the contract has control over evoking settlement.
UInt64 QuantityOptional
Optional quantity in order/trade.
Enum
Criteria used to initiate cancel on disconnect mechanism by the gateway.
IntegralConstant< UInt8, 0 > NullMarketSegmentIDOptional
Null value for an optional MarketSegmentIDOptional field.
UInt32 SeqNum
Sequence number of a given SessionID/SessionVerID.
IntegralConstant< Int64,-9223372036854775807LL-1 > NullInt64
Null value for an optional Int64 field.
Reason Order Mass Action Request was rejected.
UInt16 Uint16EnumEncoding
Type used to encode enum with zero nullValue.
Enum
Indicates which order should be canceled due to self-trade prevention.
Indicates if one side or the other of a cross order should be prioritized.
UInt64 OrderID
Exchange-generated order identifier.
IntegralConstant< UInt8, 0 > NullTotNoRelatedSym
Null value for an optional TotNoRelatedSym field.
UInt32 TradeID
The unique identification assigned to the trade entity once it is received or matched by the exchange...
Enum
Type of message flow from client to server or from server to client.
Type of Account associated with an order.
UInt32 MessageCounter
Counter of related messages.
Enum
Indicates cross order purpose.
UInt64 AllocReportID
Unique identifier for this allocation report message.
IntegralConstant< UInt64, 0ULL > NullMassActionReportIDOptional
Null value for an optional MassActionReportIDOptional field.
IntegralConstant< UInt64, 0ULL > NullQuoteReqIDOptional
Null value for an optional QuoteReqIDOptional field.
Identifies the code of termination.
Identifies the class of the SecurityID.