OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
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
287
288
291
292
297
298
303
304
309
310
312typedef UInt8 UInt8;
313
314
339
342{
343 typedef UInt8 Base;
344
345 enum Enum
346 {
348 False = 0,
349
352 };
353
356 static
357 std::string
358 toString(
359 Enum);
360};
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 {
393
396 };
397
400 static
401 std::string
402 toString(
403 Enum);
404};
405
410{
411 typedef Char Base;
412
413 enum Enum
414 {
416 GiveUp = 'G',
417
420 };
421
424 static
425 std::string
426 toString(
427 Enum);
428};
429
434{
435 typedef Char Base;
436
437 enum Enum
438 {
441
444
447
450
453
456 };
457
460 static
461 std::string
462 toString(
463 Enum);
464};
465
493
498{
499 typedef Char Base;
500
527
530 static
531 std::string
532 toString(
533 Enum);
534};
535
538{
539 typedef UInt8 Base;
540
541 enum Enum
542 {
545
548 };
549
552 static
553 std::string
554 toString(
555 Enum);
556};
557
562{
563 typedef Char Base;
564
565 enum Enum
566 {
569
572 };
573
576 static
577 std::string
578 toString(
579 Enum);
580};
581
633
636{
637 typedef CHAR Base;
638
639 enum Enum
640 {
643
646 };
647
650 static
651 std::string
652 toString(
653 Enum);
654};
655
658{
659 typedef UInt8 Base;
660
669
672 static
673 std::string
674 toString(
675 Enum);
676};
677
680{
681 typedef UInt8 Base;
682
683 enum Enum
684 {
687
690 };
691
694 static
695 std::string
696 toString(
697 Enum);
698};
699
702{
703 typedef UInt8 Base;
704
705 enum Enum
706 {
709
712 };
713
716 static
717 std::string
718 toString(
719 Enum);
720};
721
724{
725 typedef CHAR Base;
726
727 enum Enum
728 {
730 Add = 'A',
731
733 Delete = 'D'
734 };
735
738 static
739 std::string
740 toString(
741 Enum);
742};
743
746{
747 typedef UInt8 Base;
748
749 enum Enum
750 {
753
756 };
757
760 static
761 std::string
762 toString(
763 Enum);
764};
765
768{
769 typedef UInt8 Base;
770
771 enum Enum
772 {
775
778 };
779
782 static
783 std::string
784 toString(
785 Enum);
786};
787
792{
793 typedef Char Base;
794
795 enum Enum
796 {
798 Limit = '2',
799
802 };
803
806 static
807 std::string
808 toString(
809 Enum);
810};
811
814{
815 typedef UInt8 Base;
816
817 enum Enum
818 {
821
824 };
825
828 static
829 std::string
830 toString(
831 Enum);
832};
833
836{
837 typedef UInt8 Base;
838
839 enum Enum
840 {
843
845 All = 7,
846
849
852
855 };
856
859 static
860 std::string
861 toString(
862 Enum);
863};
864
867{
868 typedef UInt8 Base;
869
870 enum Enum
871 {
873 Day = 0,
874
877
880 };
881
884 static
885 std::string
886 toString(
887 Enum);
888};
889
892{
893 typedef UInt8 Base;
894
895 enum Enum
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 {
921
924 };
925
928 static
929 std::string
930 toString(
931 Enum);
932};
933
936{
937 typedef UInt8 Base;
938
939 enum Enum
940 {
943
946
949
952 };
953
956 static
957 std::string
958 toString(
959 Enum);
960};
961
964{
965 typedef UInt8 Base;
966
967 enum Enum
968 {
970 Day = 0,
971
973 GTC = 1,
974
976 GTD = 6,
977
979 GFS = 99
980 };
981
984 static
985 std::string
986 toString(
987 Enum);
988};
989
992{
993 typedef UInt8 Base;
994
995 enum Enum
996 {
999
1002 };
1003
1006 static
1007 std::string
1008 toString(
1009 Enum);
1010};
1011
1014{
1015 typedef UInt8 Base;
1016
1017 enum Enum
1018 {
1021
1024 };
1025
1028 static
1029 std::string
1030 toString(
1031 Enum);
1032};
1033
1036{
1037 typedef CHAR Base;
1038
1039 enum Enum
1040 {
1043
1046 };
1047
1050 static
1051 std::string
1052 toString(
1053 Enum);
1054};
1055
1058{
1059 typedef UInt8 Base;
1060
1061 enum Enum
1062 {
1065
1068 };
1069
1072 static
1073 std::string
1074 toString(
1075 Enum);
1076};
1077
1080{
1081 typedef CHAR Base;
1082
1083 enum Enum
1084 {
1086 New = '0',
1087
1090
1092 Filled = '2',
1093
1096
1099
1102
1105
1107 Expired = 'C',
1108
1111
1114 };
1115
1118 static
1119 std::string
1120 toString(
1121 Enum);
1122};
1123
1128{
1129 typedef Char Base;
1130
1131 enum Enum
1132 {
1135
1137 Limit = '2',
1138
1141
1144 };
1145
1148 static
1149 std::string
1150 toString(
1151 Enum);
1152};
1153
1156{
1157 typedef CHAR Base;
1158
1159 enum Enum
1160 {
1163
1165 Limit = '2',
1166
1169
1172
1175 };
1176
1179 static
1180 std::string
1181 toString(
1182 Enum);
1183};
1184
1189{
1190 typedef UInt16 Base;
1191
1192 enum Enum
1193 {
1196
1199
1202
1205
1208 };
1209
1212 static
1213 std::string
1214 toString(
1215 Enum);
1216};
1217
1220{
1221 typedef UInt8 Base;
1222
1223 enum Enum
1224 {
1227
1230 };
1231
1234 static
1235 std::string
1236 toString(
1237 Enum);
1238};
1239
1242{
1243 typedef UInt8 Base;
1244
1262
1265 static
1266 std::string
1267 toString(
1268 Enum);
1269};
1270
1273{
1274 typedef UInt8 Base;
1275
1290
1293 static
1294 std::string
1295 toString(
1296 Enum);
1297};
1298
1301{
1302 typedef UInt8 Base;
1303
1304 enum Enum
1305 {
1308 };
1309
1312 static
1313 std::string
1314 toString(
1315 Enum);
1316};
1317
1320{
1321 typedef UInt8 Base;
1322
1323 enum Enum
1324 {
1326 Buy = 1,
1327
1329 Sell = 2,
1330
1333 };
1334
1337 static
1338 std::string
1339 toString(
1340 Enum);
1341};
1342
1345{
1346 typedef UInt8 Base;
1347
1362
1365 static
1366 std::string
1367 toString(
1368 Enum);
1369};
1370
1373{
1374 typedef UInt8 Base;
1375
1384
1387 static
1388 std::string
1389 toString(
1390 Enum);
1391};
1392
1397{
1398 typedef Char Base;
1399
1400 enum Enum
1401 {
1404
1407 };
1408
1411 static
1412 std::string
1413 toString(
1414 Enum);
1415};
1416
1419{
1420 typedef UInt8 Base;
1421
1433
1436 static
1437 std::string
1438 toString(
1439 Enum);
1440};
1441
1444{
1445 typedef UInt8 Base;
1446
1461
1464 static
1465 std::string
1466 toString(
1467 Enum);
1468};
1469
1472{
1473 typedef UInt8 Base;
1474
1475 enum Enum
1476 {
1478 Buy = 1,
1479
1482 };
1483
1486 static
1487 std::string
1488 toString(
1489 Enum);
1490};
1491
1494{
1495 typedef UInt8 Base;
1496
1497 enum Enum
1498 {
1500 Buy = 1,
1501
1503 Sell = 2,
1504
1507 };
1508
1511 static
1512 std::string
1513 toString(
1514 Enum);
1515};
1516
1519{
1520 typedef UInt8 Base;
1521
1522 enum Enum
1523 {
1525 Day = 0,
1526
1529 };
1530
1533 static
1534 std::string
1535 toString(
1536 Enum);
1537};
1538
1541{
1542 typedef UInt8 Base;
1543
1555
1558 static
1559 std::string
1560 toString(
1561 Enum);
1562};
1563
1566{
1567 typedef UInt8 Base;
1568
1569 enum Enum
1570 {
1572 Day = 0,
1573
1576
1579
1582
1585
1588 };
1589
1592 static
1593 std::string
1594 toString(
1595 Enum);
1596};
1597
1600{
1601 typedef UInt8 Base;
1602
1603 enum Enum
1604 {
1607
1610
1613
1616 };
1617
1620 static
1621 std::string
1622 toString(
1623 Enum);
1624};
1625
1628{
1629public:
1632 typedef UInt8 Bits;
1633
1634 enum
1635 {
1636 Size = sizeof(Bits)
1637 };
1638
1641
1644 struct MemberTraits
1645 {
1646 enum { Count = 1 };
1647
1648 typedef Bits FirstArgType;
1649 };
1650
1653 bool aon() const
1655 {
1656 return 0 != (bits_ & 0x1);
1657 }
1658
1660 ThisType& aon(bool value)
1662 {
1663 if (value) bits_ |= 0x1; else bits_ &= ~0x1;
1664 return *this;
1665 }
1666
1669 bool ob() const
1671 {
1672 return 0 != (bits_ & 0x2);
1673 }
1674
1676 ThisType& ob(bool value)
1678 {
1679 if (value) bits_ |= 0x2; else bits_ &= ~0x2;
1680 return *this;
1681 }
1682
1685 bool nh() const
1687 {
1688 return 0 != (bits_ & 0x4);
1689 }
1690
1692 ThisType& nh(bool value)
1694 {
1695 if (value) bits_ |= 0x4; else bits_ &= ~0x4;
1696 return *this;
1697 }
1698
1701 bool reserved1() const
1703 {
1704 return 0 != (bits_ & 0x8);
1705 }
1706
1708 ThisType& reserved1(bool value)
1710 {
1711 if (value) bits_ |= 0x8; else bits_ &= ~0x8;
1712 return *this;
1713 }
1714
1717 bool reserved2() const
1719 {
1720 return 0 != (bits_ & 0x10);
1721 }
1722
1724 ThisType& reserved2(bool value)
1726 {
1727 if (value) bits_ |= 0x10; else bits_ &= ~0x10;
1728 return *this;
1729 }
1730
1733 bool reserved3() const
1735 {
1736 return 0 != (bits_ & 0x20);
1737 }
1738
1740 ThisType& reserved3(bool value)
1742 {
1743 if (value) bits_ |= 0x20; else bits_ &= ~0x20;
1744 return *this;
1745 }
1746
1749 bool reserved4() const
1751 {
1752 return 0 != (bits_ & 0x40);
1753 }
1754
1756 ThisType& reserved4(bool value)
1758 {
1759 if (value) bits_ |= 0x40; else bits_ &= ~0x40;
1760 return *this;
1761 }
1762
1765 bool reserved5() const
1767 {
1768 return 0 != (bits_ & 0x80);
1769 }
1770
1772 ThisType& reserved5(bool value)
1774 {
1775 if (value) bits_ |= 0x80; else bits_ &= ~0x80;
1776 return *this;
1777 }
1778
1780 Bits bits() const
1782 {
1783 return bits_;
1784 }
1785
1787 explicit
1790 : bits_(bits)
1791 {
1792 }
1793
1796 std::string
1797 toString() const;
1798
1801 bool operator!=(const ExecInst& other) const
1803 {
1804 return !(*this == other);
1805 }
1806
1809 bool operator==(const ExecInst& other) const
1811 {
1812 return this->bits_ == other.bits_;
1813 }
1814
1815private:
1816 Bits bits_;
1817};
1818
1819
1821typedef
1824
1825
1827typedef
1830
1831
1833typedef
1836
1837
1839typedef
1842
1843
1845typedef
1848
1849
1851typedef
1854
1855
1857typedef
1860
1861
1863typedef
1866
1867
1868
1870inline
1874{
1875 return Timestamp(TimeSpan(days, 0, 0, 0, 0).ticks());
1876}
1877
1878inline
1882{
1883 return static_cast<LocalMktDate>(TimeSpan(timestamp.sinceEpoch()).days());
1884}
1885
#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:185
#define ONIXS_ILINK3_NOTHROW
Definition Compiler.h:176
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:1881
IntegralConstant< Char, '5'> ModifyStatus
ModifyStatus.
Definition Fields.h:176
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:1841
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:1823
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:1835
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Null value for an optional UInt64 field.
Definition Fields.h:1859
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:1829
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:1865
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:286
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:264
Timestamp localMktDateToTimestamp(LocalMktDate days) noexcept
Converts days since epoch to Timestamp value.
Definition Fields.h:1873
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:272
UInt8 EnumNULL
Type alias for the EnumNULL.
Definition Fields.h:290
IntegralConstant< UInt32, 4294967295 > NullUInt32
Null value for an optional UInt32 field.
Definition Fields.h:1853
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:280
IntegralConstant< UInt16, 65535 > NullUInt16
Null value for an optional UInt16 field.
Definition Fields.h:1847
@ TradeispartofanAveragePriceGroupIdentifiedbytheAvgPxGrpID
Trade is part of an Average Price Group Identified by the AvgPxGrp ID.
Definition Fields.h:326
@ TradeispartofaNotionalValueAveragePriceGroup
Trade is part of a Notional Value Average Price Group.
Definition Fields.h:329
@ NoAveragePricing
No Average Pricing.
Definition Fields.h:323
@ Otherprovidedscreen
Other provided screen.
Definition Fields.h:443
@ MemberTradingForAnotherMemberOrNonMember
Member trading for another member or non member.
Definition Fields.h:480
@ MemberTradingForTheirOwnAccount
Member trading for their own account.
Definition Fields.h:474
@ MemberFirmTradingForItsProprietaryAccount
Member firm trading for its proprietary account.
Definition Fields.h:477
@ NoMatchingExecutionReport
No Matching Execution Report.
Definition Fields.h:522
@ NoMatchingOrder
No Matching Order.
Definition Fields.h:513
@ QuantityExceedsOrder
Quantity Exceeds Order.
Definition Fields.h:510
@ CalculationDifference
Calculation Difference.
Definition Fields.h:519
@ PriceExceedsLimit
Price Exceeds Limit.
Definition Fields.h:516
bool aon() const noexcept
Indicates whether AON bit is set.
Definition Fields.h:1653
ThisType & reserved1(bool value) noexcept
Modifies Reserved1 bit.
Definition Fields.h:1708
bool reserved4() const noexcept
Indicates whether Reserved4 bit is set.
Definition Fields.h:1749
ExecInst(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:1788
bool reserved1() const noexcept
Indicates whether Reserved1 bit is set.
Definition Fields.h:1701
bool reserved5() const noexcept
Indicates whether Reserved5 bit is set.
Definition Fields.h:1765
bool operator!=(const ExecInst &other) const noexcept
Compares encoded data.
Definition Fields.h:1801
bool reserved3() const noexcept
Indicates whether Reserved3 bit is set.
Definition Fields.h:1733
ThisType & aon(bool value) noexcept
Modifies AON bit.
Definition Fields.h:1660
ThisType & reserved2(bool value) noexcept
Modifies Reserved2 bit.
Definition Fields.h:1724
bool ob() const noexcept
Indicates whether OB bit is set.
Definition Fields.h:1669
ThisType & ob(bool value) noexcept
Modifies OB bit.
Definition Fields.h:1676
ThisType & nh(bool value) noexcept
Modifies NH bit.
Definition Fields.h:1692
ThisType & reserved5(bool value) noexcept
Modifies Reserved5 bit.
Definition Fields.h:1772
ThisType & reserved3(bool value) noexcept
Modifies Reserved3 bit.
Definition Fields.h:1740
ThisType & reserved4(bool value) noexcept
Modifies Reserved4 bit.
Definition Fields.h:1756
bool nh() const noexcept
Indicates whether NH bit is set.
Definition Fields.h:1685
bool reserved2() const noexcept
Indicates whether Reserved2 bit is set.
Definition Fields.h:1717
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:1632
ExecInst ThisType
This type alias.
Definition Fields.h:1640
bool operator==(const ExecInst &other) const noexcept
Compares encoded data.
Definition Fields.h:1809
@ CancelUponContractExpiration
Cancel Upon Contract Expiration.
Definition Fields.h:620
@ Cancelduetovolquotedoptionorderrestedqtylessthanminordersize
Cancel due to min qty violation.
Definition Fields.h:614
@ CancelFromFirmsoft
Cancel From Firmsoft.
Definition Fields.h:605
@ CancelOnDisconnect
Cancel On Disconnect.
Definition Fields.h:596
@ MarketExchangeOption
Market Exchange Option.
Definition Fields.h:590
@ SelfMatchPreventionOldestOrderCancelled
Self Match Prevention Oldest Order Cancelled.
Definition Fields.h:599
@ CancelFromRiskManagementAPI
Cancel From Risk Management API .
Definition Fields.h:608
@ SelfMatchPreventionNewestOrderCancelled
Self Match Prevention Newest Order Cancelled.
Definition Fields.h:611
@ CancelOnGlobexCreditControlsViolation
Cancel On Globex Credit Controls Violation.
Definition Fields.h:602
@ CancelledNotBest
Cancelled Not Best.
Definition Fields.h:593
@ Expirationatgivendate
Expiration at given date .
Definition Fields.h:667
@ ExpireOnTradingSessionClose
Expire On Trading Session Close.
Definition Fields.h:664
@ MarketwithProtection
Market with Protection.
Definition Fields.h:1162
@ MarketWithLeftoverAsLimit
Market With Leftover As Limit.
Definition Fields.h:1174
@ StopwithProtection
Stop with Protection.
Definition Fields.h:1168
@ MarketWithProtection
Market With Protection.
Definition Fields.h:1134
@ MarketWithLeftoverAsLimit
Market With Leftover As Limit.
Definition Fields.h:1143
@ CancelperInstrument
Cancel per Instrument.
Definition Fields.h:1248
@ CancelperInstrumentgroup
Cancel per Instrument group.
Definition Fields.h:1251
@ CancelperInstrument
Cancel per Instrument.
Definition Fields.h:1279
@ CancelperInstrumentgroup
Cancel per Instrument group.
Definition Fields.h:1282
@ CancelperQuoteSet
Cancel per Quote Set.
Definition Fields.h:1288
@ DataTemporarilyUnavailable
Data Temporarily Unavailable.
Definition Fields.h:1360
@ NotAuthorizedtoRetrieveData
Not Authorized to Retrieve Data.
Definition Fields.h:1357
@ NoDataFoundThatMatchedSelectionCriteria
No Data Found That Matched Selection Criteria.
Definition Fields.h:1354
@ TradeClearingatExecutionPrice
Trade Clearing at Execution Price.
Definition Fields.h:1379
@ TradeClearingatAlternateClearingPrice
Trade Clearing at Alternate Clearing Price.
Definition Fields.h:1382
@ AcceptSecurityProposalasis
Accept Security Proposal as is.
Definition Fields.h:1425
@ RejectSecurityProposal
Reject Security Proposal.
Definition Fields.h:1431
@ AcceptSecurityproposalwithrevisionsasindicatedinthemessage
Accept Security proposal with revisions as indicated in the message.
Definition Fields.h:1428
@ UndisclosedSellInformationNotAvailableUNDI
Undisclosed Sell Information Not Available UNDI.
Definition Fields.h:1459
@ ShortSaleWithExemptionSSEX
Short Sale With Exemption SSEX.
Definition Fields.h:1456
@ ShortSaleWithNoExemptionSESH
Short Sale With No Exemption SESH.
Definition Fields.h:1453
@ OutofOrderMessageDelayed
Out of Order Message Delayed.
Definition Fields.h:1550
@ CompleteMessageDelayed
Complete Message Delayed.
Definition Fields.h:1553
@ SplitMessageDelayed
Split Message Delayed.
Definition Fields.h:1547