DealSource Struct Reference

Refers to where the deal is created during the day. More...

Public Types
enum	Enum {   None = 0, Auto = 1, Manually = 2, OutsideDifferent = 3,   OutsideDifferentOm = 4, OutsideSame = 5, OutsideSameOm = 6, AutoCombo = 7,   SwapBox = 8, AutoInternal = 9, SwapBoxInternal = 10, AfterOutsideDiff = 11,   AfterOutsideDiffOm, AfterOutsideSame = 13, AfterOutsideSameOm = 14, ManualReversing = 16,   BasisTrade = 17, CorrectionOfTrade = 18, InternallyCreated = 19, InternallyBasis = 20,   PrivateQuoteRequest = 21, PqrPackage = 22, InternalCombo = 23, InternalTm = 24,   InternallyAverage = 25, InternallyStrip = 26, DeltaHedge = 27, ClBundleDeal = 28,   FixingTrade = 29, AnonymousWorkup = 30, NegotiationInMiddle = 31, BulletinBoardTrade = 32,   BulletinBoardTradeStdCombo = 33, BulletinBoardTradeNonStdCombo = 34, BulletinBoardTradeNonStdComboE = 35, TailorMadeCombination = 36,   NonStdCombination = 37, BlockTradeFacility = 38, OutsideCombo = 39, NoPrice = 41,   PriorityCrossing = 42, ComboVsOutright = 43, AverageRepo = 59, NegativePrice = 66,   MidMatch = 67, AveragePriceTrade = 128, IntermediateAveragePriceTrade = 129, GiveUp = 130,   TransferWithPrice = 131, Misclear = 132, ExchangeForPhysical = 133, SpreadTrade = 134,   AveragePriceSystem = 135, AdjustmentWithoutPrice = 136, AdjustmentWithPrice = 137, CTrade = 138,   CrossProductNetting = 139 }
	Refers to where the deal is created during the day. More...

Detailed Description

Refers to where the deal is created during the day.

Member Enumeration Documentation

enum Enum

Refers to where the deal is created during the day.

Enumerator
None	Internal use. Trades reported directly to the clearing subsystem.
Auto	Matched by system, automatically.
Manually	Matched by BrokerTec, manually.
OutsideDifferent	Outside BrokerTec, different traders.
OutsideDifferentOm	Outside BrokerTec, different traders, registered by BrokerTec.
OutsideSame	Outside BrokerTec, one trader.
OutsideSameOm	Outside BrokerTec, one trader, registered by BrokerTec.
AutoCombo	Combination order matched against another combination order when matched by BrokerTec,.
SwapBox	electronically. Deal in a Swap Box instrument.
AutoInternal	Matched by BrokerTec, electronically, member internal.
SwapBoxInternal	Deal in a Swap Box instrument, member internal.
AfterOutsideDiff	After market closure, outside system, different brokers.
AfterOutsideDiffOm	After market closure, outside system, different brokers, registered by the exchange.
AfterOutsideSame	After market closure, outside system, one broker.
AfterOutsideSameOm	After market closure, outside system, one broker, registered by the exchange.
ManualReversing	Reversing deal made by the exchange manually.
BasisTrade	Basis trade.
CorrectionOfTrade	Correction of trade.
InternallyCreated	Internally created.
InternallyBasis	Internally created basis trade.
PrivateQuoteRequest	Private request for quote.
PqrPackage	Package private request for quote.
InternalCombo	Internally from combo.
InternalTm	Internally from TM.
InternallyAverage	Internally from average.
InternallyStrip	Internally from strip.
DeltaHedge	Delta hedge.
ClBundleDeal	CL bundle deal.
FixingTrade	Fixing trade.
AnonymousWorkup	Anonymous workup trade.
NegotiationInMiddle	Negotiation in middle trade.
BulletinBoardTrade	Trade from Bulletin Board.
BulletinBoardTradeStdCombo	Trade from Bulletin Board, standard combo.
BulletinBoardTradeNonStdCombo	Trade from Bulletin Board, non-standard combo.
BulletinBoardTradeNonStdComboE	Trade from Bulletin Board, non-standard combo.
TailorMadeCombination	Tailor-made combination.
NonStdCombination	Non-standard combination.
BlockTradeFacility	Outside the Exchange, block trade facility.
OutsideCombo	Matched outside the Exchange, combinations.
NoPrice	No Deal Price.
PriorityCrossing	Priority crossing.
ComboVsOutright	Combination matched outright legs.
AverageRepo	Average repo market trade.
NegativePrice	Negative price.
MidMatch	Mid match.
AveragePriceTrade	Trade created in an Average Price Trade transaction.
IntermediateAveragePriceTrade	Intermediate trade created in an Average Price Trade transaction.
GiveUp	Trade resulting from a giveup transaction.
TransferWithPrice	Trade transfer.
Misclear	Misclear.
ExchangeForPhysical	Exchange for physical (EFP).
SpreadTrade	Spread trade.
AveragePriceSystem	Average price system (APS).
AdjustmentWithoutPrice	Adjustment without price.
AdjustmentWithPrice	Adjustment with price.
CTrade	Deal executed at CTrade.
CrossProductNetting	Cross product netting.