OnixS C++ CME iLink 3 Binary Order Entry Handler 1.19.0
API Documentation
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Fields.h
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1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
26
28
30typedef Char CHAR;
31
32
36typedef
39
40
44typedef
47
48
52typedef
55
56
60typedef
63
64
68typedef
71
72
76typedef
79
80
84typedef
87
88
92typedef
95
96
100typedef
103
104
108typedef
111
112
116typedef
119
120
124typedef
127
128
132typedef
135
136
140typedef
143
144
146typedef Int32 Int32;
147
148
152typedef
155
156
161
162
166typedef
169
170
174typedef
177
178
182typedef
185
186
190typedef
193
194
198typedef
201
202
206typedef
209
210
214typedef
217
218
222typedef
225
226
230typedef
233
234
238typedef
241
242
246typedef
249
250
254typedef
257
258
262typedef
265
266
270typedef
273
274
278typedef
281
282
286typedef
289
290
294typedef
297
298
302typedef
305
306
311
312
315
316
319
320
325
326
331
332
334typedef UInt8 UInt8;
335
336
361
364{
365 typedef UInt8 Base;
366
367 enum Enum
368 {
370 False = 0,
371
374 };
375
378 static
379 std::string
380 toString(
381 Enum);
382};
383
386{
387 typedef UInt8 Base;
388
389 enum Enum
390 {
392 False = 0,
393
396 };
397
400 static
401 std::string
402 toString(
403 Enum);
404};
405
408{
409 typedef UInt8 Base;
410
411 enum Enum
412 {
415
418 };
419
422 static
423 std::string
424 toString(
425 Enum);
426};
427
432{
433 typedef Char Base;
434
435 enum Enum
436 {
438 GiveUp = 'G',
439
442 };
443
446 static
447 std::string
448 toString(
449 Enum);
450};
451
454{
455 typedef UInt8 Base;
456
457 enum Enum
458 {
460 Cross = 3,
461
463 RCross = 20,
464
467 };
468
471 static
472 std::string
473 toString(
474 Enum);
475};
476
481{
482 typedef Char Base;
483
484 enum Enum
485 {
488
491
494
497
500
503 };
504
507 static
508 std::string
509 toString(
510 Enum);
511};
512
540
545{
546 typedef Char Base;
547
574
577 static
578 std::string
579 toString(
580 Enum);
581};
582
585{
586 typedef UInt8 Base;
587
588 enum Enum
589 {
592
595 };
596
599 static
600 std::string
601 toString(
602 Enum);
603};
604
609{
610 typedef Char Base;
611
612 enum Enum
613 {
616
619 };
620
623 static
624 std::string
625 toString(
626 Enum);
627};
628
680
683{
684 typedef CHAR Base;
685
686 enum Enum
687 {
690
693 };
694
697 static
698 std::string
699 toString(
700 Enum);
701};
702
705{
706 typedef UInt8 Base;
707
716
719 static
720 std::string
721 toString(
722 Enum);
723};
724
727{
728 typedef UInt8 Base;
729
730 enum Enum
731 {
734
737 };
738
741 static
742 std::string
743 toString(
744 Enum);
745};
746
749{
750 typedef UInt8 Base;
751
752 enum Enum
753 {
756
759 };
760
763 static
764 std::string
765 toString(
766 Enum);
767};
768
771{
772 typedef CHAR Base;
773
774 enum Enum
775 {
777 Add = 'A',
778
780 Delete = 'D'
781 };
782
785 static
786 std::string
787 toString(
788 Enum);
789};
790
793{
794 typedef UInt8 Base;
795
796 enum Enum
797 {
800
803 };
804
807 static
808 std::string
809 toString(
810 Enum);
811};
812
815{
816 typedef UInt8 Base;
817
818 enum Enum
819 {
822
825 };
826
829 static
830 std::string
831 toString(
832 Enum);
833};
834
839{
840 typedef Char Base;
841
842 enum Enum
843 {
845 Limit = '2',
846
849 };
850
853 static
854 std::string
855 toString(
856 Enum);
857};
858
861{
862 typedef UInt8 Base;
863
864 enum Enum
865 {
868
871 };
872
875 static
876 std::string
877 toString(
878 Enum);
879};
880
883{
884 typedef UInt8 Base;
885
886 enum Enum
887 {
890
892 All = 7,
893
896
899
902 };
903
906 static
907 std::string
908 toString(
909 Enum);
910};
911
914{
915 typedef UInt8 Base;
916
917 enum Enum
918 {
920 Day = 0,
921
924
927 };
928
931 static
932 std::string
933 toString(
934 Enum);
935};
936
939{
940 typedef UInt8 Base;
941
942 enum Enum
943 {
946
949 };
950
953 static
954 std::string
955 toString(
956 Enum);
957};
958
961{
962 typedef UInt8 Base;
963
964 enum Enum
965 {
968
971 };
972
975 static
976 std::string
977 toString(
978 Enum);
979};
980
983{
984 typedef UInt8 Base;
985
986 enum Enum
987 {
990
993
996
999 };
1000
1003 static
1004 std::string
1005 toString(
1006 Enum);
1007};
1008
1011{
1012 typedef UInt8 Base;
1013
1014 enum Enum
1015 {
1017 Day = 0,
1018
1020 GTC = 1,
1021
1023 GTD = 6,
1024
1026 GFS = 99
1027 };
1028
1031 static
1032 std::string
1033 toString(
1034 Enum);
1035};
1036
1039{
1040 typedef UInt8 Base;
1041
1042 enum Enum
1043 {
1046
1049 };
1050
1053 static
1054 std::string
1055 toString(
1056 Enum);
1057};
1058
1061{
1062 typedef UInt8 Base;
1063
1064 enum Enum
1065 {
1068
1071 };
1072
1075 static
1076 std::string
1077 toString(
1078 Enum);
1079};
1080
1083{
1084 typedef CHAR Base;
1085
1086 enum Enum
1087 {
1090
1093 };
1094
1097 static
1098 std::string
1099 toString(
1100 Enum);
1101};
1102
1105{
1106 typedef UInt8 Base;
1107
1108 enum Enum
1109 {
1112
1115 };
1116
1119 static
1120 std::string
1121 toString(
1122 Enum);
1123};
1124
1127{
1128 typedef CHAR Base;
1129
1130 enum Enum
1131 {
1133 New = '0',
1134
1137
1139 Filled = '2',
1140
1143
1146
1149
1152
1154 Expired = 'C',
1155
1158
1161 };
1162
1165 static
1166 std::string
1167 toString(
1168 Enum);
1169};
1170
1175{
1176 typedef Char Base;
1177
1178 enum Enum
1179 {
1182
1184 Limit = '2',
1185
1188
1191 };
1192
1195 static
1196 std::string
1197 toString(
1198 Enum);
1199};
1200
1203{
1204 typedef CHAR Base;
1205
1206 enum Enum
1207 {
1210
1212 Limit = '2',
1213
1216
1219
1222 };
1223
1226 static
1227 std::string
1228 toString(
1229 Enum);
1230};
1231
1234{
1235 typedef UInt16 Base;
1236
1237 enum Enum
1238 {
1241
1244
1247
1250
1253 };
1254
1257 static
1258 std::string
1259 toString(
1260 Enum);
1261};
1262
1265{
1266 typedef UInt8 Base;
1267
1268 enum Enum
1269 {
1272
1275 };
1276
1279 static
1280 std::string
1281 toString(
1282 Enum);
1283};
1284
1287{
1288 typedef UInt8 Base;
1289
1307
1310 static
1311 std::string
1312 toString(
1313 Enum);
1314};
1315
1318{
1319 typedef UInt8 Base;
1320
1335
1338 static
1339 std::string
1340 toString(
1341 Enum);
1342};
1343
1346{
1347 typedef UInt8 Base;
1348
1349 enum Enum
1350 {
1353 };
1354
1357 static
1358 std::string
1359 toString(
1360 Enum);
1361};
1362
1365{
1366 typedef UInt8 Base;
1367
1368 enum Enum
1369 {
1371 Buy = 1,
1372
1374 Sell = 2,
1375
1378 };
1379
1382 static
1383 std::string
1384 toString(
1385 Enum);
1386};
1387
1390{
1391 typedef UInt8 Base;
1392
1407
1410 static
1411 std::string
1412 toString(
1413 Enum);
1414};
1415
1418{
1419 typedef UInt8 Base;
1420
1429
1432 static
1433 std::string
1434 toString(
1435 Enum);
1436};
1437
1442{
1443 typedef Char Base;
1444
1445 enum Enum
1446 {
1449
1452 };
1453
1456 static
1457 std::string
1458 toString(
1459 Enum);
1460};
1461
1464{
1465 typedef UInt8 Base;
1466
1478
1481 static
1482 std::string
1483 toString(
1484 Enum);
1485};
1486
1489{
1490 typedef UInt8 Base;
1491
1506
1509 static
1510 std::string
1511 toString(
1512 Enum);
1513};
1514
1517{
1518 typedef UInt8 Base;
1519
1520 enum Enum
1521 {
1523 Buy = 1,
1524
1527 };
1528
1531 static
1532 std::string
1533 toString(
1534 Enum);
1535};
1536
1539{
1540 typedef UInt8 Base;
1541
1542 enum Enum
1543 {
1545 Buy = 1,
1546
1549 };
1550
1553 static
1554 std::string
1555 toString(
1556 Enum);
1557};
1558
1561{
1562 typedef UInt8 Base;
1563
1564 enum Enum
1565 {
1567 Buy = 1,
1568
1570 Sell = 2,
1571
1574 };
1575
1578 static
1579 std::string
1580 toString(
1581 Enum);
1582};
1583
1586{
1587 typedef UInt8 Base;
1588
1589 enum Enum
1590 {
1592 Day = 0,
1593
1596 };
1597
1600 static
1601 std::string
1602 toString(
1603 Enum);
1604};
1605
1608{
1609 typedef UInt8 Base;
1610
1622
1625 static
1626 std::string
1627 toString(
1628 Enum);
1629};
1630
1633{
1634 typedef UInt8 Base;
1635
1636 enum Enum
1637 {
1639 Day = 0,
1640
1643
1646
1649
1652
1655 };
1656
1659 static
1660 std::string
1661 toString(
1662 Enum);
1663};
1664
1667{
1668 typedef UInt8 Base;
1669
1670 enum Enum
1671 {
1674
1677
1680
1683 };
1684
1687 static
1688 std::string
1689 toString(
1690 Enum);
1691};
1692
1695{
1696public:
1699 typedef UInt8 Bits;
1700
1701 enum
1702 {
1703 Size = sizeof(Bits)
1704 };
1705
1708
1711 struct MemberTraits
1712 {
1713 enum { Count = 1 };
1714
1715 typedef Bits FirstArgType;
1716 };
1717
1720 bool aon() const noexcept
1721 {
1722 return 0 != (bits_ & 0x1);
1723 }
1724
1726 ThisType& setAon(bool value) noexcept
1727 {
1728 if (value) bits_ |= 0x1; else bits_ &= ~0x1;
1729 return *this;
1730 }
1731
1734 bool ob() const noexcept
1735 {
1736 return 0 != (bits_ & 0x2);
1737 }
1738
1740 ThisType& setOb(bool value) noexcept
1741 {
1742 if (value) bits_ |= 0x2; else bits_ &= ~0x2;
1743 return *this;
1744 }
1745
1748 bool nh() const noexcept
1749 {
1750 return 0 != (bits_ & 0x4);
1751 }
1752
1754 ThisType& setNh(bool value) noexcept
1755 {
1756 if (value) bits_ |= 0x4; else bits_ &= ~0x4;
1757 return *this;
1758 }
1759
1762 bool reserved1() const noexcept
1763 {
1764 return 0 != (bits_ & 0x8);
1765 }
1766
1768 ThisType& setReserved1(bool value) noexcept
1769 {
1770 if (value) bits_ |= 0x8; else bits_ &= ~0x8;
1771 return *this;
1772 }
1773
1776 bool reserved2() const noexcept
1777 {
1778 return 0 != (bits_ & 0x10);
1779 }
1780
1782 ThisType& setReserved2(bool value) noexcept
1783 {
1784 if (value) bits_ |= 0x10; else bits_ &= ~0x10;
1785 return *this;
1786 }
1787
1790 bool reserved3() const noexcept
1791 {
1792 return 0 != (bits_ & 0x20);
1793 }
1794
1796 ThisType& setReserved3(bool value) noexcept
1797 {
1798 if (value) bits_ |= 0x20; else bits_ &= ~0x20;
1799 return *this;
1800 }
1801
1804 bool reserved4() const noexcept
1805 {
1806 return 0 != (bits_ & 0x40);
1807 }
1808
1810 ThisType& setReserved4(bool value) noexcept
1811 {
1812 if (value) bits_ |= 0x40; else bits_ &= ~0x40;
1813 return *this;
1814 }
1815
1818 bool reserved5() const noexcept
1819 {
1820 return 0 != (bits_ & 0x80);
1821 }
1822
1824 ThisType& setReserved5(bool value) noexcept
1825 {
1826 if (value) bits_ |= 0x80; else bits_ &= ~0x80;
1827 return *this;
1828 }
1829
1831 Bits bits() const noexcept
1832 {
1833 return bits_;
1834 }
1835
1837 explicit
1838 ExecInst(Bits bits = 0) noexcept
1839 : bits_(bits)
1840 {
1841 }
1842
1845 std::string
1846 toString() const;
1847
1850 bool operator!=(const ExecInst& other) const noexcept
1851 {
1852 return !(*this == other);
1853 }
1854
1857 bool operator==(const ExecInst& other) const noexcept
1858 {
1859 return this->bits_ == other.bits_;
1860 }
1861
1862private:
1863 Bits bits_;
1864};
1865
1866
1868typedef
1871
1872
1874typedef
1877
1878
1880typedef
1883
1884
1886typedef
1889
1890
1892typedef
1895
1896
1898typedef
1901
1902
1904typedef
1907
1908
1910typedef
1913
1914
1915
1917inline
1921{
1922 return Timestamp(TimeSpan(days, 0, 0, 0, 0).ticks());
1923}
1924
1925inline
1928timestampToLocalMktDate(const Timestamp& timestamp) noexcept
1929{
1930 return static_cast<LocalMktDate>(TimeSpan(timestamp.sinceEpoch()).days());
1931}
1932
#define ONIXS_ILINK3_MESSAGING_NAMESPACE_END
Definition ABI.h:144
#define ONIXS_ILINK3_LTWT_STRUCT
Definition ABI.h:88
#define ONIXS_ILINK3_MESSAGING_NAMESPACE_BEGIN
Definition ABI.h:140
#define ONIXS_ILINK3_NODISCARD
Definition Compiler.h:147
Days days() const noexcept
Definition Time.h:223
The time point without the time-zone information.
Definition Time.h:468
IntegralConstant< Char, '4'> ExecTypeCxl
Exec Type Cxl.
Definition Fields.h:102
IntegralConstant< Char, '0'> CrossPrioritization
Cross Prioritization.
Definition Fields.h:46
IntegralConstant< Char, '6'> ExecTypePendCxl
Pending Cancel Type.
Definition Fields.h:126
IntegralConstant< Char, 'E'> PendModStatus
Pending Replace Status.
Definition Fields.h:256
UInt16 LocalMktDate
Type alias for the LocalMktDate.
Definition Fields.h:160
IntegralConstant< Char, 'U'> OrdStatusCxrRej
OrdStatusCxrRej.
Definition Fields.h:208
IntegralConstant< Char, '2'> CxrRejRsp
Cancel Replace Reject.
Definition Fields.h:70
IntegralConstant< Char, 'U'> OrdStatusCxlRej
OrdStatusCxrRej.
Definition Fields.h:200
IntegralConstant< Char, '0'> OrdStatusNew
Order status of New.
Definition Fields.h:224
LocalMktDate timestampToLocalMktDate(const Timestamp &timestamp) noexcept
Definition Fields.h:1928
IntegralConstant< Char, '5'> ModifyStatus
ModifyStatus.
Definition Fields.h:176
IntegralConstant< UInt8, 3 > QuoteCxTypeByGroup
Quote Cancel by a list of Security Groups.
Definition Fields.h:264
IntegralConstant< Char, 'F'> ExecTypeTrade
Execution type for trade.
Definition Fields.h:142
IntegralConstant< UInt8, 255 > NullEnumNULL
Null value for an optional EnumNULL field.
Definition Fields.h:1888
IntegralConstant< UInt8, 100 > QuoteCxTypeBySet
Quote Cancel Type by Set.
Definition Fields.h:280
IntegralConstant< Char, '8'> OrdStatusRej
Order Status Reject.
Definition Fields.h:240
IntegralConstant< Int32, 2147483647 > NullInt32
Null value for an optional Int32 field.
Definition Fields.h:1870
IntegralConstant< Char, '8'> ExecTypRej
Exec Type Reject.
Definition Fields.h:86
IntegralConstant< Char, 'C'> PartyIDSource
PartyIDSource.
Definition Fields.h:248
IntegralConstant< Char, 0 > NullCharNULL
Null value for an optional CharNULL field.
Definition Fields.h:1882
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Null value for an optional UInt64 field.
Definition Fields.h:1906
IntegralConstant< Char, '8'> LegSecIDSource
Leg security ID source in UDS creation.
Definition Fields.h:154
IntegralConstant< UInt16, 65535 > NullLocalMktDate
Null value for an optional LocalMktDate field.
Definition Fields.h:1876
IntegralConstant< Char, 'C'> ExecTypeExp
Exec Type Exp.
Definition Fields.h:110
IntegralConstant< UInt8, 255 > NullUInt8
Null value for an optional UInt8 field.
Definition Fields.h:1912
char Char
Character type alias.
Definition String.h:30
IntegralConstant< UInt8, 1 > NoPtyUpd
NoPtyUpd.
Definition Fields.h:184
Char CharNULL
Char with null value.
Definition Fields.h:310
IntegralConstant< Char, '3'> MassAction
Mass action type to represent mass cancel.
Definition Fields.h:168
IntegralConstant< Char, 'E'> ExecTypePendModify
Pending Replace.
Definition Fields.h:134
IntegralConstant< Char, '2'> CrossOrderType
Cross order type supports only limit order.
Definition Fields.h:38
IntegralConstant< Char, '3'> CrossType
Cross Type.
Definition Fields.h:54
IntegralConstant< Char, '8'> SecurityIDSource
SecurityIDSource.
Definition Fields.h:288
Timestamp localMktDateToTimestamp(LocalMktDate days) noexcept
Converts days since epoch to Timestamp value.
Definition Fields.h:1920
IntegralConstant< UInt8, 1 > QuoteCxTypeByInstr
Quote Cancel Type by Instrument.
Definition Fields.h:272
IntegralConstant< Char, '4'> OrdStatusCxl
Ord Status Cxl.
Definition Fields.h:192
IntegralConstant< Char, '0'> ExecTypNew
ExecTypNew.
Definition Fields.h:78
IntegralConstant< Char, '1'> SecurityReqType
Security request type for UDS creation.
Definition Fields.h:296
UInt8 EnumNULL
Type alias for the EnumNULL.
Definition Fields.h:314
IntegralConstant< UInt32, 4294967295 > NullUInt32
Null value for an optional UInt32 field.
Definition Fields.h:1900
IntegralConstant< Char, '1'> CxlRejRsp
Cancel Reject.
Definition Fields.h:62
IntegralConstant< Char, '5'> ExecTypeModify
ExecType Modify.
Definition Fields.h:118
IntegralConstant< Char, 'C'> OrdStatusExp
Order Status Exp.
Definition Fields.h:216
IntegralConstant< Char, '6'> OrdStatusPendCxl
Pending Cancel Status.
Definition Fields.h:232
IntegralConstant< Char, 'I'> ExecTypStatus
ExecTypStatus.
Definition Fields.h:94
IntegralConstant< Char, 'Y'> UDI
UDI.
Definition Fields.h:304
IntegralConstant< UInt16, 65535 > NullUInt16
Null value for an optional UInt16 field.
Definition Fields.h:1894
@ TradeispartofanAveragePriceGroupIdentifiedbytheAvgPxGrpID
Trade is part of an Average Price Group Identified by the AvgPxGrp ID.
Definition Fields.h:348
@ TradeispartofaNotionalValueAveragePriceGroup
Trade is part of a Notional Value Average Price Group.
Definition Fields.h:351
@ NoAveragePricing
No Average Pricing.
Definition Fields.h:345
@ Cross
Default product configuration.
Definition Fields.h:460
@ Otherprovidedscreen
Other provided screen.
Definition Fields.h:490
@ Memberfirmtradingforitsproprietaryaccount
Member firm trading for its proprietary account.
Definition Fields.h:524
@ Membertradingfortheirownaccount
Member trading for their own account.
Definition Fields.h:521
@ Membertradingforanothermemberornonmember
Member trading for another member or non member.
Definition Fields.h:527
@ NoMatchingExecutionReport
No Matching Execution Report.
Definition Fields.h:569
@ NoMatchingOrder
No Matching Order.
Definition Fields.h:560
@ QuantityExceedsOrder
Quantity Exceeds Order.
Definition Fields.h:557
@ CalculationDifference
Calculation Difference.
Definition Fields.h:566
@ PriceExceedsLimit
Price Exceeds Limit.
Definition Fields.h:563
bool aon() const noexcept
Indicates whether AON bit is set.
Definition Fields.h:1720
ThisType & setReserved4(bool value) noexcept
Modifies Reserved4 bit.
Definition Fields.h:1810
bool reserved4() const noexcept
Indicates whether Reserved4 bit is set.
Definition Fields.h:1804
ThisType & setReserved2(bool value) noexcept
Modifies Reserved2 bit.
Definition Fields.h:1782
ExecInst(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:1838
ThisType & setOb(bool value) noexcept
Modifies OB bit.
Definition Fields.h:1740
ThisType & setNh(bool value) noexcept
Modifies NH bit.
Definition Fields.h:1754
bool reserved1() const noexcept
Indicates whether Reserved1 bit is set.
Definition Fields.h:1762
ThisType & setReserved5(bool value) noexcept
Modifies Reserved5 bit.
Definition Fields.h:1824
bool reserved5() const noexcept
Indicates whether Reserved5 bit is set.
Definition Fields.h:1818
ThisType & setReserved1(bool value) noexcept
Modifies Reserved1 bit.
Definition Fields.h:1768
bool operator!=(const ExecInst &other) const noexcept
Compares encoded data.
Definition Fields.h:1850
bool reserved3() const noexcept
Indicates whether Reserved3 bit is set.
Definition Fields.h:1790
bool ob() const noexcept
Indicates whether OB bit is set.
Definition Fields.h:1734
ThisType & setReserved3(bool value) noexcept
Modifies Reserved3 bit.
Definition Fields.h:1796
bool nh() const noexcept
Indicates whether NH bit is set.
Definition Fields.h:1748
bool reserved2() const noexcept
Indicates whether Reserved2 bit is set.
Definition Fields.h:1776
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:1699
ThisType & setAon(bool value) noexcept
Modifies AON bit.
Definition Fields.h:1726
ExecInst ThisType
This type alias.
Definition Fields.h:1707
bool operator==(const ExecInst &other) const noexcept
Compares encoded data.
Definition Fields.h:1857
@ CancelUponContractExpiration
Cancel Upon Contract Expiration.
Definition Fields.h:667
@ Cancelduetovolquotedoptionorderrestedqtylessthanminordersize
Cancel due to min qty violation.
Definition Fields.h:661
@ CancelFromFirmsoft
Cancel From Firmsoft.
Definition Fields.h:652
@ CancelOnDisconnect
Cancel On Disconnect.
Definition Fields.h:643
@ MarketExchangeOption
Market Exchange Option.
Definition Fields.h:637
@ SelfMatchPreventionOldestOrderCancelled
Self Match Prevention Oldest Order Cancelled.
Definition Fields.h:646
@ CancelFromRiskManagementAPI
Cancel From Risk Management API .
Definition Fields.h:655
@ SelfMatchPreventionNewestOrderCancelled
Self Match Prevention Newest Order Cancelled.
Definition Fields.h:658
@ CancelOnGlobexCreditControlsViolation
Cancel On Globex Credit Controls Violation.
Definition Fields.h:649
@ CancelledNotBest
Cancelled Not Best.
Definition Fields.h:640
@ Expirationatgivendate
Expiration at given date .
Definition Fields.h:714
@ ExpireOnTradingSessionClose
Expire On Trading Session Close.
Definition Fields.h:711
@ MarketwithProtection
Market with Protection.
Definition Fields.h:1209
@ MarketWithLeftoverAsLimit
Market With Leftover As Limit.
Definition Fields.h:1221
@ StopwithProtection
Stop with Protection.
Definition Fields.h:1215
@ MarketWithProtection
Market With Protection.
Definition Fields.h:1181
@ MarketWithLeftoverAsLimit
Market With Leftover As Limit.
Definition Fields.h:1190
@ CancelperInstrument
Cancel per Instrument.
Definition Fields.h:1293
@ CancelperInstrumentgroup
Cancel per Instrument group.
Definition Fields.h:1296
@ CancelperInstrument
Cancel per Instrument.
Definition Fields.h:1324
@ CancelperInstrumentgroup
Cancel per Instrument group.
Definition Fields.h:1327
@ CancelperQuoteSet
Cancel per Quote Set.
Definition Fields.h:1333
@ DataTemporarilyUnavailable
Data Temporarily Unavailable.
Definition Fields.h:1405
@ NotAuthorizedtoRetrieveData
Not Authorized to Retrieve Data.
Definition Fields.h:1402
@ NoDataFoundThatMatchedSelectionCriteria
No Data Found That Matched Selection Criteria.
Definition Fields.h:1399
@ TradeClearingatExecutionPrice
Trade Clearing at Execution Price.
Definition Fields.h:1424
@ TradeClearingatAlternateClearingPrice
Trade Clearing at Alternate Clearing Price.
Definition Fields.h:1427
@ AcceptSecurityProposalasis
Accept Security Proposal as is.
Definition Fields.h:1470
@ RejectSecurityProposal
Reject Security Proposal.
Definition Fields.h:1476
@ AcceptSecurityproposalwithrevisionsasindicatedinthemessage
Accept Security proposal with revisions as indicated in the message.
Definition Fields.h:1473
@ UndisclosedSellInformationNotAvailableUNDI
Undisclosed Sell Information Not Available UNDI.
Definition Fields.h:1504
@ ShortSaleWithExemptionSSEX
Short Sale With Exemption SSEX.
Definition Fields.h:1501
@ ShortSaleWithNoExemptionSESH
Short Sale With No Exemption SESH.
Definition Fields.h:1498
@ OutofOrderMessageDelayed
Out of Order Message Delayed.
Definition Fields.h:1617
@ CompleteMessageDelayed
Complete Message Delayed.
Definition Fields.h:1620
@ SplitMessageDelayed
Split Message Delayed.
Definition Fields.h:1614