OnixS Eurex EDCI Handler C++ library 1.0.0
Users' manual and API documentation
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Enumerations.h
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1/*
2 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3 *
4 * This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5 * and international copyright treaties.
6 *
7 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
8 * Services Agreement (the Agreement) and Customer end user license agreements granting
9 * a non-assignable, non-transferable and non-exclusive license to use the software
10 * for it's own data processing purposes under the terms defined in the Agreement.
11 *
12 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any
13 * part of this source code or associated reference material to any other location for further
14 * reproduction or redistribution, and any amendments to this copyright notice, are expressly
15 * prohibited.
16 *
17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
18 * the terms of the Agreement is a violation of copyright law.
19 */
20
21#pragma once
22
23// Project specific includes
24#include <OnixS/Eurex/DropCopy/Export.h>
25
26// Standard includes
27#include <iosfwd>
28#include <string>
29
30namespace OnixS { namespace Eurex { namespace DropCopy {
31
33struct ONIXS_EUREX_EDCI_EXPORT ApplId
34{
36 enum Enum
37 {
38 NoValue = 0xFF,
40 };
41};
42
44ONIXS_EUREX_EDCI_EXPORT std::string enumToString(ApplId::Enum);
45
47ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, ApplId::Enum);
48
50struct ONIXS_EUREX_EDCI_EXPORT ApplSeqIndicator
51{
53 enum Enum
54 {
55 NoValue = 0xFF,
58 };
59};
60
62ONIXS_EUREX_EDCI_EXPORT std::string enumToString(ApplSeqIndicator::Enum);
63
65ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, ApplSeqIndicator::Enum);
66
68struct ONIXS_EUREX_EDCI_EXPORT CrossMatchInstruction
69{
78};
79
81ONIXS_EUREX_EDCI_EXPORT std::string enumToString(CrossMatchInstruction::Enum);
82
84ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, CrossMatchInstruction::Enum);
85
87struct ONIXS_EUREX_EDCI_EXPORT CrossedIndicator
88{
90 enum Enum
91 {
92 NoValue = 0xFF,
95 };
96};
97
99ONIXS_EUREX_EDCI_EXPORT std::string enumToString(CrossedIndicator::Enum);
100
102ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, CrossedIndicator::Enum);
103
106struct ONIXS_EUREX_EDCI_EXPORT CustOrderHandlingInst
107{
109 enum Enum
110 {
111 NoValue = 0x00,
112 W = 'W',
113 Y = 'Y',
114 C = 'C',
115 G = 'G',
116 H = 'H',
117 D = 'D',
118 };
119};
120
122ONIXS_EUREX_EDCI_EXPORT std::string enumToString(CustOrderHandlingInst::Enum);
123
125ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, CustOrderHandlingInst::Enum);
126
128struct ONIXS_EUREX_EDCI_EXPORT ExecInst
129{
131 enum Enum
132 {
133 NoValue = 0xFF,
134 H = 1,
135 Q = 2,
136 H6 = 5,
137 Q6 = 6,
138 };
139};
140
142ONIXS_EUREX_EDCI_EXPORT std::string enumToString(ExecInst::Enum);
143
145ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, ExecInst::Enum);
146
148struct ONIXS_EUREX_EDCI_EXPORT ExecType
149{
151 enum Enum
152 {
153 NoValue = 0x00,
154 New = '0',
155 Canceled = '4',
156 Replaced = '5',
158 Suspended = '9',
159 Restated = 'D',
160 Triggered = 'L',
161 Trade = 'F',
162 };
163};
164
166ONIXS_EUREX_EDCI_EXPORT std::string enumToString(ExecType::Enum);
167
169ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, ExecType::Enum);
170
172struct ONIXS_EUREX_EDCI_EXPORT ExecutingTraderQualifier
173{
175 enum Enum
176 {
177 NoValue = 0xFF,
178 Algo = 22,
179 Human = 24,
180 };
181};
182
184ONIXS_EUREX_EDCI_EXPORT std::string enumToString(ExecutingTraderQualifier::Enum);
185
187ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, ExecutingTraderQualifier::Enum);
188
191struct ONIXS_EUREX_EDCI_EXPORT LastFragment
192{
194 enum Enum
195 {
196 NoValue = 0xFF,
199 };
200};
201
203ONIXS_EUREX_EDCI_EXPORT std::string enumToString(LastFragment::Enum);
204
206ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, LastFragment::Enum);
207
209struct ONIXS_EUREX_EDCI_EXPORT MarketId
210{
212 enum Enum
213 {
214 NoValue = 0xFFFF,
215 XEUR = 1,
216 XEEE = 2,
217 };
218};
219
221ONIXS_EUREX_EDCI_EXPORT std::string enumToString(MarketId::Enum);
222
224ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, MarketId::Enum);
225
227struct ONIXS_EUREX_EDCI_EXPORT MatchType
228{
239};
240
242ONIXS_EUREX_EDCI_EXPORT std::string enumToString(MatchType::Enum);
243
245ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, MatchType::Enum);
246
248struct ONIXS_EUREX_EDCI_EXPORT OrdStatus
249{
251 enum Enum
252 {
253 NoValue = 0x00,
254 New = '0',
256 Filled = '2',
257 Canceled = '4',
259 Suspended = '9',
260 };
261};
262
264ONIXS_EUREX_EDCI_EXPORT std::string enumToString(OrdStatus::Enum);
265
267ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, OrdStatus::Enum);
268
270struct ONIXS_EUREX_EDCI_EXPORT OrdType
271{
273 enum Enum
274 {
275 NoValue = 0xFF,
276 Market = 1,
277 Limit = 2,
278 Stop = 3,
280 };
281};
282
284ONIXS_EUREX_EDCI_EXPORT std::string enumToString(OrdType::Enum);
285
287ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, OrdType::Enum);
288
290struct ONIXS_EUREX_EDCI_EXPORT OrderOrigination
291{
299};
300
302ONIXS_EUREX_EDCI_EXPORT std::string enumToString(OrderOrigination::Enum);
303
305ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, OrderOrigination::Enum);
306
308struct ONIXS_EUREX_EDCI_EXPORT PartyIdInvestmentDecisionMakerQualifier
309{
311 enum Enum
312 {
313 NoValue = 0xFF,
314 Algo = 22,
315 Human = 24,
316 };
317};
318
321
323ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, PartyIdInvestmentDecisionMakerQualifier::Enum);
324
345
347ONIXS_EUREX_EDCI_EXPORT std::string enumToString(ProductComplex::Enum);
348
350ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, ProductComplex::Enum);
351
353struct ONIXS_EUREX_EDCI_EXPORT SelfMatchPreventionInstruction
354{
356 enum Enum
357 {
358 NoValue = 0xFF,
361 };
362};
363
365ONIXS_EUREX_EDCI_EXPORT std::string enumToString(SelfMatchPreventionInstruction::Enum);
366
368ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, SelfMatchPreventionInstruction::Enum);
369
371struct ONIXS_EUREX_EDCI_EXPORT SessionMode
372{
374 enum Enum
375 {
376 NoValue = 0xFF,
377 ETIHF = 1,
378 ETILF = 2,
379 GUI = 3,
380 FIXLF = 4,
381 };
382};
383
385ONIXS_EUREX_EDCI_EXPORT std::string enumToString(SessionMode::Enum);
386
388ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, SessionMode::Enum);
389
416
418ONIXS_EUREX_EDCI_EXPORT std::string enumToString(SessionRejectReason::Enum);
419
421ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, SessionRejectReason::Enum);
422
424struct ONIXS_EUREX_EDCI_EXPORT SessionStatus
425{
427 enum Enum
428 {
429 NoValue = 0xFF,
430 Active = 0,
431 Logout = 4,
432 };
433};
434
436ONIXS_EUREX_EDCI_EXPORT std::string enumToString(SessionStatus::Enum);
437
439ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, SessionStatus::Enum);
440
442struct ONIXS_EUREX_EDCI_EXPORT Side
443{
445 enum Enum
446 {
447 NoValue = 0xFF,
448 Buy = 1,
449 Sell = 2,
450 };
451};
452
454ONIXS_EUREX_EDCI_EXPORT std::string enumToString(Side::Enum);
455
457ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, Side::Enum);
458
460struct ONIXS_EUREX_EDCI_EXPORT TimeInForce
461{
463 enum Enum
464 {
465 NoValue = 0xFF,
466 Day = 0,
467 GTC = 1,
468 IOC = 3,
469 FOK = 4,
470 GTD = 6,
471 };
472};
473
475ONIXS_EUREX_EDCI_EXPORT std::string enumToString(TimeInForce::Enum);
476
478ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, TimeInForce::Enum);
479
481struct ONIXS_EUREX_EDCI_EXPORT TradSesEvent
482{
493};
494
496ONIXS_EUREX_EDCI_EXPORT std::string enumToString(TradSesEvent::Enum);
497
499ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, TradSesEvent::Enum);
500
502struct ONIXS_EUREX_EDCI_EXPORT TradSesMode
503{
514};
515
517ONIXS_EUREX_EDCI_EXPORT std::string enumToString(TradSesMode::Enum);
518
520ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, TradSesMode::Enum);
521
524struct ONIXS_EUREX_EDCI_EXPORT TradingCapacity
525{
527 enum Enum
528 {
529 NoValue = 0xFF,
533 };
534};
535
537ONIXS_EUREX_EDCI_EXPORT std::string enumToString(TradingCapacity::Enum);
538
540ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, TradingCapacity::Enum);
541
543struct ONIXS_EUREX_EDCI_EXPORT TradingSessionSubId
544{
546 enum Enum
547 {
548 NoValue = 0xFF,
552 };
553};
554
556ONIXS_EUREX_EDCI_EXPORT std::string enumToString(TradingSessionSubId::Enum);
557
559ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, TradingSessionSubId::Enum);
560
562struct ONIXS_EUREX_EDCI_EXPORT Triggered
563{
565 enum Enum
566 {
567 NoValue = 0xFF,
571 };
572};
573
575ONIXS_EUREX_EDCI_EXPORT std::string enumToString(Triggered::Enum);
576
578ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, Triggered::Enum);
579
602
604ONIXS_EUREX_EDCI_EXPORT std::string enumToString(TemplateId::Enum);
605
607ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, TemplateId::Enum);
608
609}}} // namespace OnixS::Eurex::DropCopy
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.
@ 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.
@ CancelAggressiveAndPassive
Reduce/Cancel both incoming and resting order.
@ 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.
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.
@ 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.
@ 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.
This field qualifies an instrument type on Eurex.
Enum
This field qualifies an instrument type on Eurex.
@ StandardOptionStrategy
Standard Option Strategy.
@ 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.
@ CrossRejectedBU
Reject cross on business unit level.
Type of Eurex ETI session.
Enum
Type of Eurex ETI session.
@ 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.
@ ValueIsIncorrect
Value is incorrect (out of range) for this tag.
@ Logout
Session logout complete.
@ SessionListNotification
Session List Notification.
@ ForcedLogoutNotification
Forced Logout Notification.
@ PartitionListNotification
Partition List Notification.
@ HeartbeatNotification
Heartbeat Notification.
@ SessionStatusBroadcast
Session Status Broadcast.
@ DeleteOrderBroadcast
Delete Order Broadcast.
@ OrderExecReportBroadcast
Order Exec Report Broadcast.
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.
@ EndOfOrderBookSynch
End of Order book synchronization.
@ StartOfOrderBookSynch
Start of Order book synchronization.
@ EndOfRestatement
End of Restatement.
@ Principal
Principal (Proprietary).
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.