OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
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ValuesEnums.h
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1#pragma once
2
3/*
4* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
5*
6* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
7* and international copyright treaties.
8*
9* Access to and use of the software is governed by the terms of the applicable OnixS Software
10* Services Agreement (the Agreement) and Customer end user license agreements granting
11* a non-assignable, non-transferable and non-exclusive license to use the software
12* for it's own data processing purposes under the terms defined in the Agreement.
13*
14* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
15* of this source code or associated reference material to any other location for further reproduction
16* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
17*
18* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
19* the terms of the Agreement is a violation of copyright law.
20*/
21
22#include <string>
23
25
26namespace OnixS
27{
28namespace CME
29{
30namespace iLink3
31{
32
33template <typename ErrorCodesType>
34typename ErrorCodesType::Enum valueToErrorCode(unsigned short value) ONIXS_ILINK3_NOTHROW
35{
36 return value < ErrorCodesType::NotSet ? static_cast<typename ErrorCodesType::Enum>(value) : ErrorCodesType::NotSet;
37}
38
43{
44 enum Enum
45 {
47 NotSet = 255,
48
50 Other = 0,
51
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168 };
169
171
172 ONIXS_ILINK3_EXPORTED static const char* toString(unsigned short value) ONIXS_ILINK3_NOTHROW;
173
178};
179
225
264
311
313{
314
319{
321 ONIXS_ILINK3_EXPORTED static const char* toString(unsigned short value) ONIXS_ILINK3_NOTHROW;
322};
323
324}
325
326
327namespace BrokerTec
328{
329
334{
336 ONIXS_ILINK3_EXPORTED static const char* toString(unsigned short value) ONIXS_ILINK3_NOTHROW;
337};
338
339}
340
341namespace Ebs
342{
343
348{
350 ONIXS_ILINK3_EXPORTED static const char* toString(unsigned short value) ONIXS_ILINK3_NOTHROW;
351};
352
353}
354
355
356
357
358
359}
360}
361}
#define ONIXS_ILINK3_EXPORTED
Definition Compiler.h:175
#define ONIXS_ILINK3_NOTHROW
Definition Compiler.h:176
ErrorCodesType::Enum valueToErrorCode(unsigned short value) noexcept
Definition ValuesEnums.h:34
The Establishment Reject message error codes.
static const char * toString(unsigned short value) noexcept
Code to identify reason for a Business Message Reject message.
Definition ValuesEnums.h:43
static const char * toString(unsigned short value) noexcept
static BusinessRejectReason::Enum toRejectReason(unsigned short value) noexcept
static const char * toString(Enum type) noexcept
@ RepeatingGroupEntryAppearsMoreThanOnce
Same repeating group entry appears more than once.
@ PartyDetailsListRequestCannotContainBothRequestingPartyIdAndPartyId
Party Details List Request cannot contain both RequestingPartyID and PartyID.
@ TechnicalErrorInRegisteringPartyDetails
Technical Error in Registering Party Details.
@ NotAuthorizedToTradeInterestRateSwapFutures
Not Authorized to trade Interest Rate Swap Futures.
Definition ValuesEnums.h:89
@ CannotHaveMoreThanOneInFlightPartyDetailsListRequestInProgress
Cannot Have More Than One In - Flight Party Details List Request in Progress.
@ RejectedDueToKillSwitch
Rejected due to Kill Switch.
Definition ValuesEnums.h:77
@ OrderStatusNotFound
Order Status Not Found.
@ DecodingError
Incoming message could not be decoded.
Definition ValuesEnums.h:98
@ NewOrderCrossDoesNotContainBuySideFollowedBySellSide
New Order Cross Does Not Contain Buy Side Followed by Sell Side.
@ AnotherMessageSent
Another Message Sent in Between Party Details Definition Request and Business Message when using On -...
@ PartyDetailsListReqIdDoesNotMatch
Message Rejected Since PartyDetailsListReqID Does Not Match with Immediately Preceding Party Details ...
@ RejectedDueToCrossVenueRisk
Rejected due to Cross Venue Risk.
@ CorrespondingBusinessMessageBeingRejected
Party Details Definition Request sent to MSGW Being Rejected Due to Corresponding Business Message Be...
@ DuplicateOrderThresholdExceeded
Duplicate Order Threshold Exceeded.
@ UnknownId
Unknown ID (unknown PartyDetailsListReqID being referenced in business message)
Definition ValuesEnums.h:53
@ BuySideFirmIdDoesNotMatchSellSideFirmId
Buy Side Firm ID Does Not Match Sell Side Firm ID in New Order Cross.
@ RejectedDueToGlobexCreditControls
Rejected due to Globex Credit Controls.
Definition ValuesEnums.h:83
@ ThrottleLimitExceeded
Throttle Limit Exceeded (volume controls)
Definition ValuesEnums.h:68
@ InvalidPartyDetailsListReqID
Invalid PartyDetailsListReqID(reusing already existing PartyDetailsListReqID while creating Party Det...
Definition ValuesEnums.h:95
@ MassOrderStatusCannotBeCompleted
Mass Order Status Cannot be Completed.
@ OnDemandMessageRejectedDueToPrecedingPartyDetailsDefinitionRequestBeingRejected
On - Demand Message Rejected Due to Preceding Party Details Definition Request Being Rejected.
@ ExceededMaximumNumberOfAllowableRequestingPartyIDsInPartyDetailsListRequest
Exceeded Maximum Number of Allowable RequestingPartyID's in Party Details List Request.
@ OrderStatusNotAvailable
Order Status Not Available.
@ NotAuthorizedToTradeDeliverableSwapFutures
Not Authorized to trade Deliverable Swap Futures.
Definition ValuesEnums.h:86
@ AnotherMessageWasSentInBetweenOnDemandMessage
Party Details Definition Request Being Rejected Since Another Message was sent in Between On - Demand...
@ CannotHaveMoreThanOneInFlightMassOrderStatusRequestInProgress
Cannot Have More Than One In - Flight Mass Order Status Request in Progress.
@ MissingRequestingPartyIdAndPartyId
Party Details List Request is Missing Requesting Party ID and Party ID.
@ MessageTypeNotSupportedOnBackupInstance
Message Type Not Supported on Backup Instance.
@ RejectedDueToInlineCreditControls
Rejected due to Inline Credit Controls.
Definition ValuesEnums.h:92
@ ExceededMaximumNumberOfInFlightOrderStatusRequests
Exceeded Maximum Number of In - Flight Order Status Requests.
@ RequiredFieldMissing
Required Field Missing.
Definition ValuesEnums.h:62
@ RejectedDueToRiskManagementAPI
Rejected due to Risk Management API.
Definition ValuesEnums.h:80
@ ExceededMaximumNumberOfPartyDetailsDefinitionRequests
Exceeded maximum number of allowable Party Details Definition Requests.
@ ValueIsIncorrect
Value is incorrect(out of range) for this tag (for example using a value outside defined range of int...
Definition ValuesEnums.h:71
@ IncorrectDataFormat
Incorrect data format for value (for example using ASCII character outside 32 - 126 in string field)
Definition ValuesEnums.h:74
@ UnsupportedMessageType
Unsupported Message Type (for example using messages specific to cash markets for futures)
Definition ValuesEnums.h:59
The Establishment Reject message error codes.
static const char * toString(unsigned short value) noexcept
The Establishment Reject message error codes.
static const char * toString(Enum value) noexcept
static EstablishmentRejectErrorCode::Enum toErrorCode(unsigned short value) noexcept
@ InvalidTradingSystemName
contains non-prinatable ASCII character
@ InvalidTimestamp
Timestamp is not greater than the one last used or value sent by the client is out of acceptable rang...
@ SessionBlocked
session and firm are not authorized for this port
@ InvalidSession
contains non-printable ASCII character
@ DesignatedBackup
Using Designated backup before designated primary not allowed.
@ HMACNotAuthenticated
failed authentication because identity is not recognized
@ RequiredKeepAliveIntervalMissing
null value in KeepAliveInterval field
@ InvalidAccessKeyID
contains non-printable ASCII character
@ RequiredHMACSignatureMissing
empty bytes in HMACSignature field
@ InvalidTradingSystemVersion
contains non-prinatable ASCII character
@ SplitMessageQueue
Reached threshold of messages queued due to split message penalty.
@ InvalidKeepAliveInterval
value is out of acceptable range (MIN, MAX)
@ HMACNotAvailable
HMAC component is not responding (5sec)
@ RequiredAccessKeyIDMissing
empty bytes in AccessKeyID field
@ RequiredSessionMissing
empty bytes in Session field
@ RequiredTradingSystemNameMissing
empty bytes in TradingSystemName
@ RequiredTradingSystemVendorMissing
empty bytes in TradingSystemVendor
@ InvalidFirm
contains non-printable ASCII character
@ SplitMessageRejected
Messages queued due to split message penalty being rejected because of logout or disconnect.
@ VolumeControls
exceeding TPS limit as defined for volume controls (reject action)
@ RequiredRequestTimestampMissing
null value in RequestTimestamp field
@ InvalidTradingSystemVendor
contains non-prinatable ASCII character
@ InvalidUUID
UUID is not greater than the one last used or value sent by the client is out of acceptable range (MI...
@ RequiredNextSeqNoMissing
empty bytes in NextSeqNo field
@ RequiredTradingSystemVersionMissing
empty bytes in TradingSystemVersion
The Establishment Reject message error codes.
static const char * toString(unsigned short value) noexcept
The Negotiation Reject message error codes.
static const char * toString(Enum value) noexcept
@ InvalidTimestamp
Timestamp is not greater than the one last used or value sent by the client is out of acceptable rang...
@ SessionBlocked
session and firm are not authorized for this port
@ InvalidSession
contains non-printable ASCII character
@ DesignatedBackup
Using Designated backup before designated primary not allowed.
@ HMACNotAuthenticated
failed authentication because identity is not recognized
@ InvalidAccessKeyID
contains non-printable ASCII character
@ RequiredHMACSignatureMissing
empty bytes in HMACSignature field
@ SplitMessageQueue
Reached threshold of messages queued due to split message penalty.
@ RequiredFirmMissing
empty bytes in Firm field
@ HMACNotAvailable
HMAC component is not responding (5 sec)
@ RequiredAccessKeyIDMissing
empty bytes in AccessKeyID field
@ RequiredSessionMissing
empty bytes in Session field
@ RequiredUUIDMisssing
null value in UUID field
@ InvalidFirm
contains non-printable ASCII character
@ SplitMessageRejected
Messages queued due to split message penalty being rejected because of logout or disconnect.
@ VolumeControls
exceeding TPS limit as defined for volume controls (reject action)
@ RequiredRequestTimestampMissing
null value in RequestTimestamp field
@ NegotiateNotAllowed
Not allowed to negotiate on backup when established on primary.
@ InvalidUUID
UUID is not greater than the one last used or value sent by the client is out of acceptable range (MI...
static NegotiationRejectErrorCode::Enum toErrorCode(unsigned short value) noexcept
The Terminate message error codes.
static const char * toString(Enum value) noexcept
static TerminateErrorCode::Enum toErrorCode(unsigned short value) noexcept
@ TerminateInProgress
Previous Terminate still being processed; Wait for Terminate or timeout.
@ NegotiationInProgress
Previous Negotiate still being processed; Wait for NegotiationResponse or timeout.
@ InvalidTimestamp
Timestamp value does not match with RequestTimestamp sent by CME or value sent by the client is out o...
@ InvalidLastSeqNo
value is lower than the last one used for the same UUID or value sent by the client is out of accepta...
@ DecodingError
Incoming message could not be decoded.
@ NonNegotiate
Establish message received when not Negotiated: Established.
@ EstablishInProgress
Previous Establish still being processed; Wait for EstablishmentAck or timeout.
@ CMEAdministeredPortClosure
due to invalid number of Negotiate: Establish attempts being exceeded
@ KeepAliveIntervalLapsed
KeepAliveInterval has lapsed without any response so terminating session.
@ InvalidNextSeqNo
value is not greater than the one last used for same UUID or value sent by the client is out of accep...
@ NotEstablished
Sending any message (except Negotiate) when session has not been established.
@ AlreadyNegotiated
NegotiationResponse was already sent; Negotiate was redundant.
@ RequiredKeepAliveIntervalLapsedMissing
null value in KeepAliveIntervalLapsed field
@ InvalidSOFH
Invalid message length or invalid encoding type specified.
@ Other
any other error condition not mentioned above
@ Finished
session is being terminated without finalization
@ InvalidMsgSeqNo
value is lower than the last one used for the same UUID or value is not initialized to 1 at the begin...
@ RequiredUUIDMisssing
null value in UUID field
@ VolumeControls
exceeding TPS limit as defined for volume controls (logout action)
@ AlreadyEstablished
EstablishmentAck was already sent; Establish was redundant.
@ RequiredCodeMisssing
null value in Code field
@ RequiredRequestTimestampMissing
null value in RequestTimestamp field
@ Unnegotiated
Sending any message when session has not been Negotiated.
@ InvalidUUID
UUID value does not match current UUID or value sent by the client is out of acceptable range (MIN,...
@ RequiredNextSeqNoMissing
null value in NextSeqNo field
@ DisconnectFromPrimary
Backup session will be terminated as well.