196 KnockedOutAndSuspended = 8,
235 BothImpliedInAndImpliedOut = 1,
260 AuctionClearingPrice = 4,
367 LiquidityImprovementCross
370 static std::string toString (
Enum value);
416 ScheduledIntradayAuction = 4,
425 ContinuousAuctionIssuer = 7,
428 ContinuousAuctionSpecialist
459 OpeningAuctionFreeze = 6,
465 IntradayAuctionFreeze = 8,
468 CircuitBreakerAuction = 9,
471 CircuitBreakerAuctionFreeze = 10,
477 ClosingAuctionFreeze = 12,
483 IPOAuctionFreeze = 14,
511 PriceVolatilityAuctionIsExtended = 1,
514 PriceVolatilityAuctionIsExtendedAgain = 2,
539 OfficialClosingPrice = 16,
542 LastAuctionPrice = 32,
545 OutOfSequenceETH = 64,
548 PreviousClosingPrice = 128,
557 TradingOnTermsOfIssue = 1024,
560 SpecialAuction = 2048,
576 return (value_ & value) != 0;
632 std::string toString()
const;
683 struct ONIXS_EUREX_EMDI_API
Side 726 SimpleInstrument = 1,
729 StandardOptionStrategy = 2,
732 NonStandardOptionStrategy = 3,
735 VolatilityStrategy = 4,
741 InterProductSpread = 6,
744 StandardFuturesStrategy = 7,
785 IPSImpliedVolumeWithoutQuantityRestriction = 0,
788 IPSImpliedVolumeWithQuantityRestriction = 1,
835 IndividualLegOfMultiLegSecurity = 2,
892 static std::string toString (
Enum value);
904 static std::string toString (
Enum value);
916 static std::string toString (
Enum value);
928 static std::string toString (
Enum value);
940 static std::string toString (
Enum value);
951 static std::string toString (
Enum value);
963 static std::string toString (
Enum value);
977 PreviousClosingPrice = 101,
978 OpeningAuction = 200,
979 IntradayAuction = 201,
980 CircuitBreakerAuction = 202,
981 ClosingAuction = 203,
985 static std::string toString (
Enum value);
1014 OrderBookMaintenance = 1,
1015 OrderBookExecution = 2,
1020 CrossTradeAnnouncement = 7,
1022 MarketSegmentSnapshot = 9,
1023 SingleInstrumentSnapshot = 10,
1024 OrderBookSnapshot = 11,
1037 IntradayAuction = 3,
1038 CircuitBreakerAuction = 4,
1042 static std::string toString (
Enum value);
1050 ConfirmedTradeReport = 3,
1055 static std::string toString (
Enum value);
1066 static std::string toString (
Enum value);
1075 SimpleInstrument = 1,
1076 StandardOptionStrategy = 2,
1077 NonStandardOptionStrategy = 3,
1078 VolatilityStrategy = 4,
1080 InterProductSpread = 6,
1081 StandardFuturesStrategy = 7,
1086 static std::string toString (
Enum value);
1097 static std::string toString (
Enum value);
1109 PendingDeletion = 11,
1112 static std::string toString (
Enum value);
1122 MarketImbalanceBuy = 7,
1123 MarketImbalanceSell = 8,
1128 OpeningAuction = 204,
1129 OpeningAuctionFreeze = 205,
1130 IntradayAuction = 206,
1131 IntradayAuctionFreeze = 207,
1132 CircuitBreakerAuction = 208,
1133 CircuitBreakerAuctionFreeze = 209,
1134 ClosingAuction = 210,
1135 ClosingAuctionFreeze = 211,
1137 IPOAuctionFreeze = 213,
1144 static std::string toString (
Enum value);
1157 static std::string toString (
Enum value);
1169 static std::string toString (
Enum value);
1181 static std::string toString (
Enum value);
1191 OutOfSequence = 107,
1192 MidpointPrice = 155,
1193 TradingOnTermsOfIssue = 156,
1194 SpetialAuction = 596,
1198 static std::string toString (
Enum value);
1210 static std::string toString (
Enum value);
1223 static std::string toString (
Enum value);
1238 static std::string toString (
Enum value);
1253 static std::string toString (
Enum value);
1267 PriceVolatilityAuctionIsExtended = 10,
1270 static std::string toString (
Enum value);
1283 static std::string toString(
Enum value);
1293 PriceVolatilityAuctionIsExtended = 10,
1296 PriceVolatilityAuctionIsExtendedAgain = 11,
1299 static std::string toString (
Enum value);
1312 static std::string toString (
Enum value);
1322 AlgorithmicTrade = 1,
1325 static std::string toString(
Enum value);
1341 static std::string toString(
Enum value);
1351 LegSecurityMultiLeg = 0,
1354 LegSecurityUnderlyingLeg = 1
1357 static std::string toString(
Enum value);
1370 static std::string toString(
Enum value);
1380 SimpleInstrument = 1,
1383 StandardOptionStrategy = 2,
1386 NonStandardOptionStrategy = 3,
1389 VolatilityStrategy = 4,
1395 InterProductSpread = 6,
1398 StandardFuturesStrategy = 7,
1407 static std::string toString(
Enum value);
1429 KnockOutRevoked = 7,
1435 PendingDeletion = 11,
1438 KnockedOutAndSuspended = 12
1441 static std::string toString(
Enum value);
1454 MarketImbalanceBuy = 7,
1457 MarketImbalanceSell = 8,
1472 OpeningAuction = 204,
1475 OpeningAuctionFreeze = 205,
1478 IntradayAuction = 206,
1481 IntradayAuctionFreeze = 207,
1484 CircuitBreakerAuction = 208,
1487 CircuitBreakerAuctionFreeze = 209,
1490 ClosingAuction = 210,
1493 ClosingAuctionFreeze = 211,
1499 IPOAuctionFreeze = 213,
1514 static std::string toString(
Enum value);
1530 static std::string toString(
Enum value);
1540 PriceVolatilityAuctionIsExtended = 10,
1543 PriceVolatilityAuctionIsExtendedAgain = 11
1546 static std::string toString(
Enum value);
1559 static std::string toString(
Enum value);
1576 static std::string toString(
Enum value);
unsigned int SequenceNumber
Alias for sequence numbers.
bool containHighPrice() 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.
bool containMidpointPrice() const
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.