24#include <OnixS/Eurex/DropCopy/Export.h>
442struct ONIXS_EUREX_EDCI_EXPORT
Side
std::ostream & operator<<(std::ostream &, ApplId::Enum)
Make it printable using C++ I/O streams.
std::string enumToString(ApplId::Enum)
Returns string representation.
Identifier for subscription and retransmission of an ETI data stream.
Enum
Identifier for subscription and retransmission of an ETI data stream.
@ OrderDropCopy
OrderDropCopy Data.
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Enum
Indicates if the order is a Lean Order or a Standard (non lean) Order.
@ RecoveryRequired
Recovery Required.
@ NoRecoveryRequired
No Recovery Required.
Instruction defining how to handle self-match prevention when a cross is detected.
Enum
Instruction defining how to handle self-match prevention when a cross is detected.
@ CancelAggressive
Cancel incoming order.
@ CancelAggressiveAndPassive
Reduce/Cancel both incoming and resting order.
@ CancelPassive
Cancel resting order.
Indicates SMP involvement.
Enum
Indicates SMP involvement.
@ CrossRejected
Cross rejected (Order subject to crossing and match prevented).
@ NoCrossing
No crossing (Order not subject to crossing).
@ G
Sponsored Access via Exchange API or FIX provided by Executing Broker.
@ H
Premium Algorithmic Trading Provider billed by Executing Broker.
@ C
Vendor-provided Platform billed by Executing Broker.
@ D
Other, including Other-provided Screen.
Instructions for order handling, represented as a bit map.
Enum
Instructions for order handling, represented as a bit map.
@ H
Persistent Order (FIX value 'H').
@ Q6
Non-persistent and Book or Cancel order (FIX value 'Q 6').
@ Q
Non-persistent Order (FIX value 'Q').
@ H6
Persistent and Book or Cancel order (FIX value 'H 6').
The reason why this message was generated.
Enum
The reason why this message was generated.
@ PendingCancelE
Pending Cancel (e.g. result of Order Cancel Request).
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Enum
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
@ Human
Human/Natural person.
@ LastMessage
Last Message.
@ NotLastMessage
Not Last Message.
The point in the matching process at which this trade was matched.
Enum
The point in the matching process at which this trade was matched.
@ CallAuction
Call Auction.
@ CrossAuction
Cross Auction.
@ LiquidityImprovementCross
Liquidity Improvement Cross.
@ AutoMatchResting
Auto match resting order.
@ AutoMatchIncoming
Auto-match incoming order.
Conveys the current status of an order.
Enum
Conveys the current status of an order.
@ PartiallyFilled
Partially filled.
@ PendingCancel
Pending Cancel (i.e. result of Order Cancel Request).
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
Enum
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
@ SponsoredAccessCustomer
Order received from a sponsored access customer.
@ DirectAccessCustomer
Order received from a direct access customer.
Qualifier indicating whether the investment decision maker is a human or an algorithm.
Enum
Qualifier indicating whether the investment decision maker is a human or an algorithm.
@ Human
Human/Natural person.
This field qualifies an instrument type on Eurex.
Enum
This field qualifies an instrument type on Eurex.
@ SimpleInstrument
Simple instrument.
@ StandardOptionStrategy
Standard Option Strategy.
@ PackAndBundle
Pack and Bundle.
@ FuturesSpread
Futures Spread.
@ StandardFutureStrategy
Standard Future Strategy.
@ VolatilityStrategy
Volatility Strategy.
@ NonStandardOptionStrategy
Non-Standard Option Strategy.
@ TotalReturnFutureStrategy
Total Return Future Strategy.
@ NonStandardVolatilityStrategy
Non-Standard Volatility Strategy.
@ InterProductSpread
Inter-Product Spread.
Instruction defining how self-match prevention should be applied.
Enum
Instruction defining how self-match prevention should be applied.
@ CrossRejectedMarket
Reject cross on market level.
@ CrossRejectedBU
Reject cross on business unit level.
Type of Eurex ETI session.
Enum
Type of Eurex ETI session.
@ DecryptionProblem
Decoding problem.
@ RequiredTagMissing
Required Tag Missing.
@ InternalTechnicalError
Internal technical error.
@ SessionLoginLimitReached
Session login limit (per time interval) reached.
@ HeartbeatViolation
Heartbeat violation error.
@ OutstandingLoginsSessionLimitReached
Limit of outstanding session/user logins reached (per Session).
@ ExposureLimitExceeded
Stale request was not forwarded to T7.
@ IncorrectNumInGroupCount
Incorrect NumInGroup count for repeating group.
@ PasswordTimestampNotInGracePeriod
Password timestamp not in grace period.
@ OutboundConversionError
Error converting response or broadcast.
@ InvalidMsgID
Invalid TemplateID.
@ ValidationError
Validation Error.
@ OutstandingLoginsBuLimitReached
@ ServiceNotAvailable
Service not available.
@ ValueIsIncorrect
Value is incorrect (out of range) for this tag.
Status of an ETI session.
Enum
Status of an ETI session.
@ Logout
Session logout complete.
@ SessionListNotification
Session List Notification.
@ ForcedLogoutNotification
Forced Logout Notification.
@ PartitionListNotification
Partition List Notification.
@ LogonResponse
Logon Response.
@ HeartbeatNotification
Heartbeat Notification.
@ LogoutResponse
Logout Response.
@ SessionStatusBroadcast
Session Status Broadcast.
@ LogonRequest
Logon Request.
@ DeleteOrderBroadcast
Delete Order Broadcast.
@ OrderExecReportBroadcast
Order Exec Report Broadcast.
@ LogoutRequest
Logout Request.
Execution and trading restriction parameters supported by Eurex.
Enum
Execution and trading restriction parameters supported by Eurex.
@ GTC
Good Till Cancelled (GTC) - Standard Orders only.
@ IOC
Immediate or Cancel (IOC).
@ GTD
Good Till Date (GTD) - Standard Orders only.
Trading session event type.
Enum
Trading session event type.
@ EndOfDayService
End of Service.
@ EndOfOrderBookSynch
End of Order book synchronization.
@ StartOfOrderBookSynch
Start of Order book synchronization.
@ OrderBookReset
Order book reset.
@ EndOfRestatement
End of Restatement.
Enum
Trading session mode.
@ DisasterRecovery
Disaster Recovery.
@ Customer
Customer (Agency).
@ Principal
Principal (Proprietary).
@ MarketMaker
Market Maker.
Marks a a certain order as a closing auction one.
Enum
Marks a a certain order as a closing auction one.
@ ClosingAuction
Closing or closing auction.
@ OpeningAuction
Opening or opening auction.
Indicates if an order has been previously triggered.
Enum
Indicates if an order has been previously triggered.
@ NotTriggered
Not triggered.
@ TriggeredStop
Triggered Stop.
@ TriggeredOCO
Triggered OCO.