#define ONIXS_CBOE_CFE_BOE_DECLARE_T0_STR_FUNCTIONS(Type)
void toStr(std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
Serializes fixed-point decimal into a string.
@ RemovedLiquidity
Removed Liquidity.
@ AddedLiquidity
Added Liquidity.
@ MarketOpening
Market opening / re-opening trade.
UInt8 Base
Integral type used as basement for constants.
@ CancelOriginalOrderIfModificationFails
Cancel original order if modification fails.
@ LeaveOriginalOrderAlone
Leave original order alone.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
@ Cti4
Any transaction not meeting the definition of CTI 1, 2 or 3. (These should be non - TPH customer tran...
@ Cti2
Transactions executed for the proprietary account of a clearing TPH or non - clearing TPH.
UInt8 Base
Integral type used as basement for constants.
Execution source code provided during order entry to describe broker service.
@ PremiumAlgorithmicTradingProvider
@ SponsoredAccessViaExchangeApiOrFix
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
@ Automated
Automated order entry.
@ Manual
Manual order entry.
UInt8 Base
Integral type used as basement for constants.
@ QuoteUpdateOptionUSFutures
@ NewComplexInstrumentAccepted
@ NewOrderOptionUSFutures
@ TradeCancelCorrectOptionUSFutures
@ QuoteUpdateAcknowledgement
@ ResetRiskAcknowledgement
@ VarianceQuoteRestatement
@ NewComplexInstrumentRejected
@ MassCancelAcknowledgement
@ OrderExecutionOptionUSFutures
@ OrderAcknowledgementOptionUSFutures
UInt8 Base
Integral type used as basement for constants.
@ SimpleInstrumentExecutionThatIsPartOfSpreadExecution
Simple instrument execution that is part of a Spread execution.
@ SimpleInstrumentExecution
Simple instrument execution.
@ SpreadInstrumentExecution
Spread instrument execution.
UInt8 Base
Integral type used as basement for constants.
Indicates status of client position in a trade resulting from the order.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
@ LiquidityAvailableExceedsOrderSize
@ RiskManagementEfidLevelOrCustomGroupIdLevel
@ ClOrdIdDoesntMatchKnownOrder
@ RiskManagementConfigurationIsInsufficient
@ OrderRateThresholdExceeded
@ CantModifyAnOrderThatIsPending
@ RiskManagementProductLevel
@ MarketAccessRiskLimitExceeded
@ RanOutOfLiquidityToExecuteAgainst
@ MaxOpenOrdersCountExceeded
@ OnlyCloseTransactionsAccepted
@ OrderReceivedByCfeDuringReplay
UInt8 Base
Integral type used as basement for constants.
@ NotApplicable
Not applicable.
UInt8 Base
Integral type used as basement for constants.
@ ExceedesMaxSizePerOrder
@ SymbolsNotOnSameMatchingEngine
@ RiskManagementEFIDorCustomGroupIDlevel
@ InvalidManualOrderIndicator
@ RiskManagementProductLevel
@ QuoteReceivedByCfeDuringReplay
@ ExceedesMaxNotionalValuePerOrder
@ FuturesRootDoesNotMatchAcrossQuotes
UInt8 Base
Integral type used as basement for constants.
@ NoChangeMatchesExistingQuote
@ RiskManagementConfigurationIsInsuffcient
@ NewQuoteButMayRemoveLiquidity
@ ModifiedRetainsPriority
@ RiskManagementEFIDorCustomGroupIdLevel
@ RiskManagementProductRootLevel
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
@ RejectedInvalidRiskRoot
@ RejectedInvalidEFIDorClearingFirm
@ RejectedExceedsCustomGroupIdlimit
@ RejectedEmptyResetRiskField
@ RejectedExceedsFirmResetLimit
@ RejectedExceedsProductLevelResetLimit
@ RejectedIncorrectDataCenter
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
@ Reduce
Reduce outstanding size of quote by the OrderQty provided.
@ Null
New quote size will be set to value of OrderQty.
UInt8 Base
Integral type used as basement for constants.
@ CarriedOrderIndicator
Carried Order Indicator.
@ QualifyingMarketTurnerOrder
Qualifying Market Turner order.
@ NoAdditionalInformation
No Additional Information.
UInt8 Base
Integral type used as basement for constants.
@ GTC
GTC (Good �till Cancel.Order remains until cancelled or contract expires)
@ IOC
IOC (Portion not filled immediately is cancelled. Market orders are implicitly IOC)
@ FOK
FOK (An IOC where the entire size must be filled, else the order will be cancelled back)
@ Day
Day (Expires at the end of the business day)
@ GTD
GTD (Good ‘till Date-Time Expires at the date-time specified in the ExpireTime field).
UInt8 Base
Integral type used as basement for constants.