148 NotEnabledForQuotes =
'F',
154 MessageRateThreshold =
'K',
157 InvalidQuoteCnt =
'L',
160 SymbolsNotOnSameMatchingEngine =
'M',
163 InvalidManualOrderIndicator =
'O',
166 InvalidQuoteUpdateID =
'Q',
169 FuturesRootDoesNotMatchAcrossQuotes =
'R',
172 SymbolNotFound =
'S',
175 InvalidWashPreventType =
'W',
181 InvalidCapacity =
'c',
187 RiskManagementEFIDorCustomGroupIDlevel =
'f',
190 InvalidCtiCode =
'i',
193 InvalidWashMethod =
'm',
196 ExceedesMaxNotionalValuePerOrder =
'n',
199 InvalidOpenOrClose =
'o',
211 SymbolRangeUnreachable =
'u',
214 ExceedesMaxSizePerOrder =
'x',
217 QuoteReceivedByCfeDuringReplay =
'y',
220 InvalidSizeModifier =
'z',
323 AddedLiquidity =
'A',
326 RemovedLiquidity =
'R',
355 LeaveOriginalOrderAlone =
'N',
358 CancelOriginalOrderIfModificationFails =
'Y',
456 VendorProvidedPlatform =
'C',
459 SponsoredAccessViaExchangeApiOrFix =
'G',
462 PremiumAlgorithmicTradingProvider =
'H',
523 SimpleInstrumentExecution =
'1',
526 SimpleInstrumentExecutionThatIsPartOfSpreadExecution =
'2',
529 SpreadInstrumentExecution =
'3',
651 ModifiedLossOfPriority =
'L',
654 ModifiedRetainsPriority =
'R',
657 NoChangeMatchesExistingQuote =
'N',
660 NewQuoteButMayRemoveLiquidity =
'D',
672 RejectedCantPost =
'P',
675 RiskManagementEFIDorCustomGroupIdLevel =
'f',
678 RejectedSymbolNotFound =
'S',
681 RejectedInvalidPrice =
'p',
684 RiskManagementProductRootLevel =
's',
687 RiskManagementConfigurationIsInsuffcient =
'n',
690 RejectedOtherReason =
'u' 751 RejectedExceedsFirmResetLimit =
'F',
754 RejectedExceedsCustomGroupIdlimit =
'C',
757 RejectedEmptyResetRiskField =
'E',
760 RejectedIncorrectDataCenter =
'I',
763 RejectedExceedsProductLevelResetLimit =
'S',
766 RejectedInvalidRiskRoot =
'U',
769 RejectedInvalidEFIDorClearingFirm =
'c',
772 RejectedInReplay =
'y' 856 NoAdditionalInformation = 0,
859 CarriedOrderIndicator =
'C',
862 QualifyingMarketTurnerOrder =
'U' 929 InvalidMessage =
'M',
932 InvalidSession =
'S',
947 Administrative =
'A',
948 ProtocolViolation =
'!',
UInt8 Base
Integral type used as basement for constants.
A Cancel Rejected message is sent in response to a Cancel Order message to indicate that the cancella...
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
Modified messages are sent in response to a Modify Order to indicate that the order has been successf...
Is sent in response to a New Order Option US Futures message.
Used to provide notification that a trade has been cancelled (busted) or corrected (price change only...
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.
UInt8 Base
Integral type used as basement for constants.
New Order Option US Futures V1.
Order Acknowledgement messages are sent in response to a New Order message.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
A Variance Quote Restatement is sent post-settlement time for each VA and VAO execution during the as...
Indicates that a requested complex strategy has been rejected.
A Variance Restatement is sent post-settlement time for each VA and VAO execution during the associat...
void toStr(std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
Serializes fixed-point decimal into a string.
Modify Rejected messages are sent in response to a Modify Order for an order which cannot be modified...
A Mass Cancel Rejected message is sent in response to a Mass Cancel Order message to indicate that th...
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
Execution source code provided during order entry to describe broker service.
#define ONIXS_CBOE_CFE_BOE_DECLARE_T0_STR_FUNCTIONS(Type)
Response to a Reset Risk request.
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.
UInt8 Base
Integral type used as basement for constants.
Used to provide notification that a trade has been cancelled.
A Mass Cancel Acknowledgment is an unsequenced message sent when a Cancel Order or Purge Orders messa...
Quote Restated messages are sent to inform the TPH that an order has been asynchronously modified for...
A Purge Acknowledgment is an unsequenced message sent when a Purge Orders message requesting an order...
UInt8 Base
Integral type used as basement for constants.
A TAS Quote Restatement is sent post-settlement time for each TAS (VXT, VXMT) quote execution during ...
Quote Update Acknowledgment messages are sent in response to a Quote Update message.
A Quote Cancelled message will be sent to indicate an unsolicited cancellation of a quote entered wit...
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
Indicates acceptance of a complex strategy.
UInt8 Base
Integral type used as basement for constants.
A TAS Restatement is sent post-settlement time for each TAS execution during the associated business ...
An Order Execution is sent for each fill on an order.
UInt8 Base
Integral type used as basement for constants.
UInt8 Base
Integral type used as basement for constants.
Is sent for each fill on an order.
Indicates status of client position in a trade resulting from the order.
UInt8 Base
Integral type used as basement for constants.
A Purge Rejected message is sent in response to a Purge Orders message to indicate that the mass canc...
Quote Update Rejected messages are sent in response to a Quote Update message when the entire quote b...
A Quote Execution message is used to indicate an execution has occurred on a resting quote...