196 KnockedOutAndSuspended = 8,
235 BothImpliedInAndImpliedOut = 1,
260 AuctionClearingPrice = 4,
367 LiquidityImprovementCross
370 static std::string toString (
Enum value);
419 ScheduledIntradayAuction = 4,
428 ContinuousAuctionIssuer = 7,
431 ContinuousAuctionSpecialist
462 OpeningAuctionFreeze = 6,
468 IntradayAuctionFreeze = 8,
471 CircuitBreakerAuction = 9,
474 CircuitBreakerAuctionFreeze = 10,
480 ClosingAuctionFreeze = 12,
486 IPOAuctionFreeze = 14,
504 CircuitBreakerAuctionTriggeredByStaticLimitBreachFreeze
520 PriceVolatilityAuctionIsExtended = 1,
523 PriceVolatilityAuctionIsExtendedAgain = 2,
548 OfficialClosingPrice = 16,
551 LastAuctionPrice = 32,
554 OutOfSequenceETH = 64,
557 PreviousClosingPrice = 128,
563 TradingOnTermsOfIssue = 512,
566 SpecialAuction = 1024,
585 return (value_ & value) != 0;
641 std::string toString()
const;
692 struct ONIXS_EUREX_EMDI_API
Side 735 SimpleInstrument = 1,
738 StandardOptionStrategy = 2,
741 NonStandardOptionStrategy = 3,
744 VolatilityStrategy = 4,
750 InterProductSpread = 6,
753 StandardFuturesStrategy = 7,
765 CommodityStrips = 11,
768 ScaledSimpleInstrument = 12,
771 NonStandardVolatilityStrategy = 13
803 IPSImpliedVolumeWithoutQuantityRestriction = 0,
806 IPSImpliedVolumeWithQuantityRestriction = 1,
853 IndividualLegOfMultiLegSecurity = 2,
926 static std::string toString (
Enum value);
938 static std::string toString (
Enum value);
950 static std::string toString (
Enum value);
962 static std::string toString (
Enum value);
974 static std::string toString (
Enum value);
985 static std::string toString (
Enum value);
997 static std::string toString (
Enum value);
1011 PreviousClosingPrice = 101,
1012 OpeningAuction = 200,
1013 IntradayAuction = 201,
1014 CircuitBreakerAuction = 202,
1015 ClosingAuction = 203,
1019 static std::string toString (
Enum value);
1027 ScopeDefinition = 0,
1048 OrderBookMaintenance = 1,
1049 OrderBookExecution = 2,
1054 CrossTradeAnnouncement = 7,
1056 MarketSegmentSnapshot = 9,
1057 SingleInstrumentSnapshot = 10,
1058 OrderBookSnapshot = 11,
1062 ComplexInstrument = 14,
1063 TesTradeReport = 15,
1065 FlexibleInstrument = 17,
1076 IntradayAuction = 3,
1077 CircuitBreakerAuction = 4,
1081 static std::string toString (
Enum value);
1092 LiquidityImprovementCross = 13,
1093 ContinuousAuction = 14
1096 static std::string toString (
Enum value);
1107 static std::string toString (
Enum value);
1116 SimpleInstrument = 1,
1117 StandardOptionStrategy = 2,
1118 NonStandardOptionStrategy = 3,
1119 VolatilityStrategy = 4,
1121 InterProductSpread = 6,
1122 StandardFuturesStrategy = 7,
1125 FlexibleInstrument = 10,
1126 CommodityStrip = 11,
1127 ScaledSimpleInstrument = 12,
1128 NonStandardVolatilityStrategy = 13
1131 static std::string toString (
Enum value);
1142 static std::string toString (
Enum value);
1154 KnockOutRevoked = 7,
1156 PendingDeletion = 11,
1157 KnockedOutAndSuspended = 12,
1160 static std::string toString (
Enum value);
1170 MarketImbalanceBuy = 7,
1171 MarketImbalanceSell = 8,
1176 OpeningAuction = 204,
1177 OpeningAuctionFreeze = 205,
1178 IntradayAuction = 206,
1179 IntradayAuctionFreeze = 207,
1180 CircuitBreakerAuction = 208,
1181 CircuitBreakerAuctionFreeze = 209,
1182 ClosingAuction = 210,
1183 ClosingAuctionFreeze = 211,
1185 IPOAuctionFreeze = 213,
1190 CircuitBreakerAuctionTriggeredByStaticLimitBreach = 220,
1191 CircuitBreakerAuctionTriggeredByStaticLimitBreachFreeze = 221
1194 static std::string toString (
Enum value);
1207 static std::string toString (
Enum value);
1219 static std::string toString (
Enum value);
1231 static std::string toString (
Enum value);
1241 OutOfSequence = 107,
1242 MidpointPrice = 155,
1243 TradingOnTermsOfIssue = 156,
1244 SpetialAuction = 596,
1249 static std::string toString (
Enum value);
1261 static std::string toString (
Enum value);
1274 static std::string toString (
Enum value);
1289 static std::string toString (
Enum value);
1304 static std::string toString (
Enum value);
1318 PriceVolatilityAuctionIsExtended = 10,
1321 static std::string toString (
Enum value);
1334 static std::string toString(
Enum value);
1344 PriceVolatilityAuctionIsExtended = 10,
1347 PriceVolatilityAuctionIsExtendedAgain = 11,
1350 static std::string toString (
Enum value);
1363 static std::string toString (
Enum value);
1373 AlgorithmicTrade = 1,
1376 static std::string toString(
Enum value);
1392 static std::string toString(
Enum value);
1402 LegSecurityMultiLeg = 0,
1405 LegSecurityUnderlyingLeg = 1
1408 static std::string toString(
Enum value);
1421 static std::string toString(
Enum value);
1443 KnockOutRevoked = 7,
1449 PendingDeletion = 11,
1452 KnockedOutAndSuspended = 12
1455 static std::string toString(
Enum value);
1468 MarketImbalanceBuy = 7,
1471 MarketImbalanceSell = 8,
1486 OpeningAuction = 204,
1489 OpeningAuctionFreeze = 205,
1492 IntradayAuction = 206,
1495 IntradayAuctionFreeze = 207,
1498 CircuitBreakerAuction = 208,
1501 CircuitBreakerAuctionFreeze = 209,
1504 ClosingAuction = 210,
1507 ClosingAuctionFreeze = 211,
1513 IPOAuctionFreeze = 213,
1528 static std::string toString(
Enum value);
1544 static std::string toString(
Enum value);
1554 PriceVolatilityAuctionIsExtended = 10,
1557 PriceVolatilityAuctionIsExtendedAgain = 11
1560 static std::string toString(
Enum value);
1573 static std::string toString(
Enum value);
1590 static std::string toString(
Enum value);
1606 static std::string toString(
Enum value);
1622 static std::string toString(
Enum value);
1638 static std::string toString(
Enum value);
1649 ExchangeForPhysical = 2,
1651 PortfolioCompressionTrade = 50,
1653 ExchangeBasisFacility = 55,
1656 EFPIndexFuturesTrade = 1002,
1657 BlockTradeAtMarket = 1004,
1658 XetraEurexEnlightTriggeredTrade = 1006,
1659 BlockQTPIPTrade = 1007,
1660 TradeAtMarket = 1017
1663 static std::string toString(
Enum value);
1679 MultiLegSecurity = 3,
1682 static std::string toString(
Enum value);
1698 static std::string toString(
Enum value);
1714 static std::string toString(
Enum value);
1736 static std::string toString(
Enum value);
1759 static std::string toString(
Enum value);
1781 static std::string toString(
Enum value);
unsigned int SequenceNumber
Alias for sequence numbers.
bool containHighPrice() const
bool containRetail() const
bool containOutOfSequenceETH() const
Exposes list of available trade session statuses.
UInt32 PartitionId
Alias for Partition ID type.
Exposes list of available sold out indicators.
UInt32 MarketDepth
Alias for Market depth type.
UInt32 senderCompID
Unique id for a sender.
bool containSpecialAuction() const
Timestamp packetReceptionTime
Time when the packet was received by Handler from UDP, in system ticks,.
Exposes list of available book types.
Indicator for stressed market conditions.
Exposes list of available security trading statuses.
bool containOpeningPrice() const
Exposes list of available origin types.
UInt32 performanceIndicator
bool containPreviousClosingPrice() const
Exposes list of available update actions.
bool containLowPrice() const
Exposes list of available market segment statuses.
bool containOfficialClosingPrice() const
Origin is unknown or lost.
Exposes list of available trade types.
Exposes list of available security statuses.
Exposes list of available trade conditions.
UInt64 sendingTime
Time when market data feed handler writes packet on the wire.
Exposes list of available trading session IDs.
Timestamp originalPacketReceptionTime
SequenceNumber packetSeqNum
Packet sequence number.
const MarketSegmentId UndefinedMarketSegmentId
Int64 SecurityId
Alias for Security Id type.
std::string MarketSegment
Alias for Market Segment type (Product name).
Exposes list of available instrument types for tick rule.
Feed roles (primary, secondary).
NetFeedRole::Enum Origin
An origin of the packet.
char Base
Integral base type of enumeration.
Represents timestamp without time-zone information.
Exposes list of available sub book types.
bool containExchangeLast() const
bool containTradingOnTermsOfIssue() const
Exchange for Physical Fin trade.
Feed types based on type of market data service.
bool contain(TradeCondition::Enum value) const
Exposes list of available trading session sub IDs.
bool containTradeAtClose() const
MarketSegmentId marketSegmentId
bool isLastInPacket
Indicates whether a message is last in the packet.
char Base
Integral base type of enumeration.
Exposes list of available entry types.
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Market recovery for MBP (Market By Price) books.
bool containLastAuctionPrice() const
SequenceNumber packetMessageSeqNum
Packet message number.
Exposes list of available aggressor sides.
UInt64 Quantity
Alias for Quantity type.
Indicates whether a synthetic match is occurred.
TradeConditionSet(UInt64 value)
Exposes list of leg sides.
bool containVolumeOnly() const
Volatility auction trade.
Enum
List of known feed roles.
Enum
Feed types based on type of market data service.