OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  8.1.0
API documentation
EOBILayouts.h File Reference

Go to the source code of this file.

Classes

struct  InstrmtLegGrpSeqT
 
struct  MDInstrumentEntryGrpSeqT
 
struct  MDTradeEntryGrpSeqT
 
struct  MessageHeaderCompT
 
struct  OrderDetailsCompT
 
struct  SecMassStatGrpSeqT
 
struct  AddComplexInstrumentT
 
struct  AuctionBBOT
 
struct  AuctionClearingPriceT
 
struct  CrossRequestT
 
struct  ExecutionSummaryT
 
struct  FullOrderExecutionT
 
struct  HeartbeatT
 
struct  InstrumentStateChangeT
 
struct  InstrumentSummaryT
 
struct  MassInstrumentStateChangeT
 
struct  OrderAddT
 
struct  OrderDeleteT
 
struct  OrderMassDeleteT
 
struct  OrderModifyT
 
struct  OrderModifySamePrioT
 
struct  PacketHeaderT
 
struct  PartialOrderExecutionT
 
struct  ProductStateChangeT
 
struct  ProductSummaryT
 
struct  QuoteRequestT
 
struct  SnapshotOrderT
 
struct  TopOfBookT
 
struct  TradeReportT
 
struct  TradeReversalT
 

Macros

#define __EOBI_EOBI_LAYOUTS__
 
#define EOBI_INTERFACE_VERSION   "8.0"
 
#define EOBI_BUILD_NUMBER   "80.3.34.ga-80003034-1"
 
#define NO_VALUE_SLONG   ((int64_t) 0x8000000000000000L)
 
#define NO_VALUE_ULONG   ((uint64_t) 0xffffffffffffffffUL)
 
#define NO_VALUE_SINT   ((int32_t) 0x80000000)
 
#define NO_VALUE_UINT   ((uint32_t) 0xffffffff)
 
#define NO_VALUE_SSHORT   ((int16_t) 0x8000)
 
#define NO_VALUE_USHORT   ((uint16_t) 0xffff)
 
#define NO_VALUE_SCHAR   ((int8_t) 0x80)
 
#define NO_VALUE_UCHAR   ((uint8_t) 0xff)
 
#define NO_VALUE_STR   0
 
#define NO_VALUE_DATA_16   {0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0}
 
#define TID_ADD_COMPLEX_INSTRUMENT   13400
 
#define TID_AUCTION_BBO   13500
 
#define TID_AUCTION_CLEARING_PRICE   13501
 
#define TID_CROSS_REQUEST   13502
 
#define TID_EXECUTION_SUMMARY   13202
 
#define TID_FULL_ORDER_EXECUTION   13104
 
#define TID_HEARTBEAT   13001
 
#define TID_INSTRUMENT_STATE_CHANGE   13301
 
#define TID_INSTRUMENT_SUMMARY   13601
 
#define TID_MASS_INSTRUMENT_STATE_CHANGE   13302
 
#define TID_ORDER_ADD   13100
 
#define TID_ORDER_DELETE   13102
 
#define TID_ORDER_MASS_DELETE   13103
 
#define TID_ORDER_MODIFY   13101
 
#define TID_ORDER_MODIFY_SAME_PRIO   13106
 
#define TID_PACKET_HEADER   13000
 
#define TID_PARTIAL_ORDER_EXECUTION   13105
 
#define TID_PRODUCT_STATE_CHANGE   13300
 
#define TID_PRODUCT_SUMMARY   13600
 
#define TID_QUOTE_REQUEST   13503
 
#define TID_SNAPSHOT_ORDER   13602
 
#define TID_TOP_OF_BOOK   13504
 
#define TID_TRADE_REPORT   13201
 
#define TID_TRADE_REVERSAL   13200
 
#define MAX_ADD_COMPLEX_INSTRUMENT_INSTRMT_LEG_GRP   20
 
#define MAX_INSTRUMENT_SUMMARY_MD_INSTRUMENT_ENTRY_GRP   15
 
#define MAX_MASS_INSTRUMENT_STATE_CHANGE_SEC_MASS_STAT_GRP   24
 
#define MAX_TRADE_REVERSAL_MD_TRADE_ENTRY_GRP   15
 
#define ENUM_AGGRESSOR_SIDE_BUY   1
 
#define ENUM_AGGRESSOR_SIDE_SELL   2
 
#define ENUM_ALGORITHMIC_TRADE_INDICATOR_ALGORITHMIC_TRADE   1
 
#define ENUM_APPL_SEQ_RESET_INDICATOR_NO_RESET   0
 
#define ENUM_APPL_SEQ_RESET_INDICATOR_RESET   1
 
#define ENUM_BID_ORD_TYPE_MARKET   1
 
#define ENUM_COMPLETION_INDICATOR_INCOMPLETE   0
 
#define ENUM_COMPLETION_INDICATOR_COMPLETE   1
 
#define ENUM_CROSS_REQUEST_TYPE_CROSS_ANNOUNCEMENT   1
 
#define ENUM_CROSS_REQUEST_TYPE_LIQUIDITY_IMPROVEMENT_CROSS   2
 
#define ENUM_FAST_MARKET_INDICATOR_NO   0
 
#define ENUM_FAST_MARKET_INDICATOR_YES   1
 
#define LEN_FUNC_CATEGORY   100
 
#define ENUM_FUNC_CATEGORY_GENERAL   "General "
 
#define ENUM_FUNC_CATEGORY_ORDER_DATA   "Order Data "
 
#define ENUM_FUNC_CATEGORY_TRADE_DATA   "Trade Data "
 
#define ENUM_FUNC_CATEGORY_STATE_CHANGE   "State Change "
 
#define ENUM_FUNC_CATEGORY_REFERENCE_DATA   "Reference Data "
 
#define ENUM_FUNC_CATEGORY_SNAPSHOT   "Snapshot "
 
#define ENUM_IMPLIED_MARKET_INDICATOR_NOT_IMPLIED   0
 
#define ENUM_IMPLIED_MARKET_INDICATOR_IMPLIED_IN_OUT   3
 
#define ENUM_INPUT_SOURCE_CLIP_CLIENT_BROKER   1
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_SIMPLE_INSTRUMENT   1
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_STANDARD_OPTION_STRATEGY   2
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_NON_STANDARD_OPTION_STRATEGY   3
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_VOLATILITY_STRATEGY   4
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_FUTURES_SPREAD   5
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_INTER_PRODUCT_SPREAD   6
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_STANDARD_FUTURES_STRATEGY   7
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_PACK_AND_BUNDLE   8
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_STRIP   9
 
#define ENUM_LAST_FRAGMENT_N   0
 
#define ENUM_LAST_FRAGMENT_Y   1
 
#define LEN_LEG_SECURITY_ID_SOURCE   1
 
#define ENUM_LEG_SECURITY_ID_SOURCE_MARKETPLACE   "M"
 
#define ENUM_LEG_SECURITY_ID_SOURCE_MARKETPLACE_CHAR   'M'
 
#define ENUM_LEG_SECURITY_TYPE_LEG_SECURITY_MULTI_LEG   1
 
#define ENUM_LEG_SECURITY_TYPE_LEG_SECURITY_UNDERLYING_LEG   2
 
#define ENUM_LEG_SIDE_BUY   1
 
#define ENUM_LEG_SIDE_SELL   2
 
#define ENUM_MD_ENTRY_TYPE_TRADE   2
 
#define ENUM_MD_ENTRY_TYPE_OPENING_PRICE   4
 
#define ENUM_MD_ENTRY_TYPE_CLOSING_PRICE   5
 
#define ENUM_MD_ENTRY_TYPE_HIGH_PRICE   7
 
#define ENUM_MD_ENTRY_TYPE_LOW_PRICE   8
 
#define ENUM_MD_ENTRY_TYPE_TRADE_VOLUME   66
 
#define ENUM_MD_ENTRY_TYPE_PREVIOUS_CLOSING_PRICE   101
 
#define ENUM_MD_ENTRY_TYPE_OPENING_AUCTION   200
 
#define ENUM_MD_ENTRY_TYPE_INTRADAY_AUCTION   201
 
#define ENUM_MD_ENTRY_TYPE_CIRCUIT_BREAKER_AUCTION   202
 
#define ENUM_MD_ENTRY_TYPE_CLOSING_AUCTION   203
 
#define ENUM_MD_ENTRY_TYPE_IPO_AUCTION   204
 
#define ENUM_MD_REPORT_EVENT_SCOPE_DEFINITION   0
 
#define ENUM_MD_UPDATE_ACTION_NEW   0
 
#define ENUM_MD_UPDATE_ACTION_CHANGE   1
 
#define ENUM_MD_UPDATE_ACTION_DELETE   2
 
#define ENUM_MD_UPDATE_ACTION_OVERLAY   5
 
#define ENUM_MARKET_CONDITION_NORMAL   0
 
#define ENUM_MARKET_CONDITION_STRESSED   1
 
#define ENUM_MARKET_DATA_TYPE_ORDER_BOOK_MAINTENANCE   1
 
#define ENUM_MARKET_DATA_TYPE_ORDER_BOOK_EXECUTION   2
 
#define ENUM_MARKET_DATA_TYPE_TRADE_REVERSAL   3
 
#define ENUM_MARKET_DATA_TYPE_TRADE_REPORT   4
 
#define ENUM_MARKET_DATA_TYPE_AUCTION_BBO   5
 
#define ENUM_MARKET_DATA_TYPE_AUCTION_CLEARING_PRICE   6
 
#define ENUM_MARKET_DATA_TYPE_CROSS_TRADE_ANNOUNCEMENT   7
 
#define ENUM_MARKET_DATA_TYPE_QUOTE_REQUEST   8
 
#define ENUM_MARKET_DATA_TYPE_MARKET_SEGMENT_SNAPSHOT   9
 
#define ENUM_MARKET_DATA_TYPE_SINGLE_INSTRUMENT_SNAPSHOT   10
 
#define ENUM_MARKET_DATA_TYPE_ORDER_BOOK_SNAPSHOT   11
 
#define ENUM_MARKET_DATA_TYPE_MATCH_EVENT   12
 
#define ENUM_MARKET_DATA_TYPE_TOP_OF_BOOK   13
 
#define ENUM_MASS_MARKET_CONDITION_NORMAL   0
 
#define ENUM_MASS_MARKET_CONDITION_STRESSED   1
 
#define ENUM_MASS_SOLD_OUT_INDICATOR_SOLD_OUT   1
 
#define ENUM_MATCH_SUB_TYPE_OPENING_AUCTION   1
 
#define ENUM_MATCH_SUB_TYPE_CLOSING_AUCTION   2
 
#define ENUM_MATCH_SUB_TYPE_INTRADAY_AUCTION   3
 
#define ENUM_MATCH_SUB_TYPE_CIRCUIT_BREAKER_AUCTION   4
 
#define ENUM_MATCH_SUB_TYPE_IPO_AUCTION   5
 
#define ENUM_MATCH_TYPE_CONFIRMED_TRADE_REPORT   3
 
#define ENUM_MATCH_TYPE_CROSS_AUCTION   5
 
#define ENUM_MATCH_TYPE_CALL_AUCTION   7
 
#define ENUM_MATCH_TYPE_LIQUIDITY_IMPROVEMENT_CROSS   13
 
#define ENUM_MATCH_TYPE_CONTINUOUS_AUCTION   14
 
#define LEN_MSG_TYPE   3
 
#define ENUM_MSG_TYPE_MARKET_DATA_REPORT   "U20"
 
#define ENUM_MSG_TYPE_HEARTBEAT   "0 "
 
#define ENUM_MSG_TYPE_MARKET_DATA_ORDER   "U21"
 
#define ENUM_MSG_TYPE_MARKET_DATA_TRADE   "U22"
 
#define ENUM_MSG_TYPE_TRADING_SESSION_STATUS   "h "
 
#define ENUM_MSG_TYPE_SECURITY_STATUS   "f "
 
#define ENUM_MSG_TYPE_SECURITY_MASS_STATUS   "CO "
 
#define ENUM_MSG_TYPE_SECURITY_DEFINITION_UPDATE_REPORT   "BP "
 
#define ENUM_MSG_TYPE_MARKET_DATA_INSTRUMENT   "U23"
 
#define ENUM_NO_MARKET_SEGMENTS_ONE   1
 
#define ENUM_OFFER_ORD_TYPE_MARKET   1
 
#define ENUM_ORD_TYPE_MARKET   1
 
#define LEN_PAD1   1
 
#define LEN_PAD2   2
 
#define LEN_PAD3   3
 
#define LEN_PAD4   4
 
#define LEN_PAD5   5
 
#define LEN_PAD6   6
 
#define LEN_PAD7   7
 
#define ENUM_POTENTIAL_SECURITY_TRADING_EVENT_NONE   0
 
#define ENUM_POTENTIAL_SECURITY_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED   10
 
#define ENUM_PRODUCT_COMPLEX_STANDARD_OPTION_STRATEGY   2
 
#define ENUM_PRODUCT_COMPLEX_NON_STANDARD_OPTION_STRATEGY   3
 
#define ENUM_PRODUCT_COMPLEX_VOLATILITY_STRATEGY   4
 
#define ENUM_PRODUCT_COMPLEX_FUTURES_SPREAD   5
 
#define ENUM_PRODUCT_COMPLEX_INTER_PRODUCT_SPREAD   6
 
#define ENUM_PRODUCT_COMPLEX_STANDARD_FUTURES_STRATEGY   7
 
#define ENUM_PRODUCT_COMPLEX_PACK_AND_BUNDLE   8
 
#define ENUM_PRODUCT_COMPLEX_STRIP   9
 
#define LEN_SECURITY_ID_SOURCE   1
 
#define ENUM_SECURITY_ID_SOURCE_MARKETPLACE   "M"
 
#define ENUM_SECURITY_ID_SOURCE_MARKETPLACE_CHAR   'M'
 
#define ENUM_SECURITY_MASS_STATUS_ACTIVE   1
 
#define ENUM_SECURITY_MASS_STATUS_INACTIVE   2
 
#define ENUM_SECURITY_MASS_STATUS_EXPIRED   4
 
#define ENUM_SECURITY_MASS_STATUS_KNOCKED_OUT   6
 
#define ENUM_SECURITY_MASS_STATUS_KNOCK_OUT_REVOKED   7
 
#define ENUM_SECURITY_MASS_STATUS_SUSPENDED   9
 
#define ENUM_SECURITY_MASS_STATUS_PENDING_DELETION   11
 
#define ENUM_SECURITY_MASS_STATUS_KNOCKED_OUT_AND_SUSPENDED   12
 
#define ENUM_SECURITY_MASS_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED   10
 
#define ENUM_SECURITY_MASS_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED_AGAIN   11
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_TRADING_HALT   2
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_MARKET_IMBALANCE_BUY   7
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_MARKET_IMBALANCE_SELL   8
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_CLOSED   200
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_RESTRICTED   201
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_BOOK   202
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_CONTINUOUS   203
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_OPENING_AUCTION   204
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_OPENING_AUCTION_FREEZE   205
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_INTRADAY_AUCTION   206
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_INTRADAY_AUCTION_FREEZE   207
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION   208
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION_FREEZE   209
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_CLOSING_AUCTION   210
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_CLOSING_AUCTION_FREEZE   211
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_IPO_AUCTION   212
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_IPO_AUCTION_FREEZE   213
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_PRE_CALL   214
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_CALL   215
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_FREEZE   216
 
#define ENUM_SECURITY_STATUS_ACTIVE   1
 
#define ENUM_SECURITY_STATUS_INACTIVE   2
 
#define ENUM_SECURITY_STATUS_EXPIRED   4
 
#define ENUM_SECURITY_STATUS_KNOCKED_OUT   6
 
#define ENUM_SECURITY_STATUS_KNOCK_OUT_REVOKED   7
 
#define ENUM_SECURITY_STATUS_SUSPENDED   9
 
#define ENUM_SECURITY_STATUS_PENDING_DELETION   11
 
#define ENUM_SECURITY_STATUS_KNOCKED_OUT_AND_SUSPENDED   12
 
#define ENUM_SECURITY_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED   10
 
#define ENUM_SECURITY_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED_AGAIN   11
 
#define ENUM_SECURITY_TRADING_STATUS_TRADING_HALT   2
 
#define ENUM_SECURITY_TRADING_STATUS_MARKET_IMBALANCE_BUY   7
 
#define ENUM_SECURITY_TRADING_STATUS_MARKET_IMBALANCE_SELL   8
 
#define ENUM_SECURITY_TRADING_STATUS_CLOSED   200
 
#define ENUM_SECURITY_TRADING_STATUS_RESTRICTED   201
 
#define ENUM_SECURITY_TRADING_STATUS_BOOK   202
 
#define ENUM_SECURITY_TRADING_STATUS_CONTINUOUS   203
 
#define ENUM_SECURITY_TRADING_STATUS_OPENING_AUCTION   204
 
#define ENUM_SECURITY_TRADING_STATUS_OPENING_AUCTION_FREEZE   205
 
#define ENUM_SECURITY_TRADING_STATUS_INTRADAY_AUCTION   206
 
#define ENUM_SECURITY_TRADING_STATUS_INTRADAY_AUCTION_FREEZE   207
 
#define ENUM_SECURITY_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION   208
 
#define ENUM_SECURITY_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION_FREEZE   209
 
#define ENUM_SECURITY_TRADING_STATUS_CLOSING_AUCTION   210
 
#define ENUM_SECURITY_TRADING_STATUS_CLOSING_AUCTION_FREEZE   211
 
#define ENUM_SECURITY_TRADING_STATUS_IPO_AUCTION   212
 
#define ENUM_SECURITY_TRADING_STATUS_IPO_AUCTION_FREEZE   213
 
#define ENUM_SECURITY_TRADING_STATUS_PRE_CALL   214
 
#define ENUM_SECURITY_TRADING_STATUS_CALL   215
 
#define ENUM_SECURITY_TRADING_STATUS_FREEZE   216
 
#define LEN_SECURITY_TYPE   4
 
#define ENUM_SECURITY_TYPE_OPTION   "OPT "
 
#define ENUM_SECURITY_TYPE_FUTURE   "FUT "
 
#define ENUM_SECURITY_TYPE_MULTI_LEG   "MLEG"
 
#define LEN_SECURITY_UPDATE_ACTION   1
 
#define ENUM_SECURITY_UPDATE_ACTION_ADD   "A"
 
#define ENUM_SECURITY_UPDATE_ACTION_ADD_CHAR   'A'
 
#define ENUM_SIDE_BUY   1
 
#define ENUM_SIDE_SELL   2
 
#define ENUM_SOLD_OUT_INDICATOR_SOLD_OUT   1
 
#define ENUM_TRAD_SES_EVENT_TBD   0
 
#define ENUM_TRAD_SES_EVENT_STATUS_CHANGE   3
 
#define ENUM_TRAD_SES_STATUS_HALTED   1
 
#define ENUM_TRAD_SES_STATUS_OPEN   2
 
#define ENUM_TRAD_SES_STATUS_CLOSED   3
 
#define ENUM_TRADE_CONDITION_IMPLIED_TRADE   1
 
#define ENUM_TRADE_CONDITION_OUT_OF_SEQUENCE   107
 
#define ENUM_TRADE_CONDITION_SYSTEMATIC_INTERNALIZER   153
 
#define ENUM_TRADE_CONDITION_MIDPOINT_PRICE   155
 
#define ENUM_TRADE_CONDITION_TRADING_ON_TERMS_OF_ISSUE   156
 
#define ENUM_TRADE_CONDITION_SPECIAL_AUCTION   596
 
#define ENUM_TRADING_SESSIONID_DAY   1
 
#define ENUM_TRADING_SESSIONID_MORNING   3
 
#define ENUM_TRADING_SESSIONID_EVENING   5
 
#define ENUM_TRADING_SESSIONID_AFTER_HOURS   6
 
#define ENUM_TRADING_SESSIONID_HOLIDAY   7
 
#define ENUM_TRADING_SESSION_SUBID_PRE_TRADING   1
 
#define ENUM_TRADING_SESSION_SUBID_CONTINUOUS   3
 
#define ENUM_TRADING_SESSION_SUBID_CLOSING   4
 
#define ENUM_TRADING_SESSION_SUBID_POST_TRADING   5
 
#define ENUM_TRADING_SESSION_SUBID_QUIESCENT   7
 
#define BYTE_ARRAY_OF_0_16   {0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0}
 
#define TID_ADDCOMPLEXINSTRUMENT   13400
 
#define TID_AUCTIONBBO   13500
 
#define TID_AUCTIONCLEARINGPRICE   13501
 
#define TID_CROSSREQUEST   13502
 
#define TID_EXECUTIONSUMMARY   13202
 
#define TID_FULLORDEREXECUTION   13104
 
#define TID_HEARTBEAT   13001
 
#define TID_INSTRUMENTSTATECHANGE   13301
 
#define TID_INSTRUMENTSUMMARY   13601
 
#define TID_MASSINSTRUMENTSTATECHANGE   13302
 
#define TID_ORDERADD   13100
 
#define TID_ORDERDELETE   13102
 
#define TID_ORDERMASSDELETE   13103
 
#define TID_ORDERMODIFY   13101
 
#define TID_ORDERMODIFYSAMEPRIO   13106
 
#define TID_PACKETHEADER   13000
 
#define TID_PARTIALORDEREXECUTION   13105
 
#define TID_PRODUCTSTATECHANGE   13300
 
#define TID_PRODUCTSUMMARY   13600
 
#define TID_QUOTEREQUEST   13503
 
#define TID_SNAPSHOTORDER   13602
 
#define TID_TOPOFBOOK   13504
 
#define TID_TRADEREPORT   13201
 
#define TID_TRADEREVERSAL   13200
 
#define MAX_ADDCOMPLEXINSTRUMENT_INSTRMTLEGGRP   20
 
#define MAX_INSTRUMENTSUMMARY_MDINSTRUMENTENTRYGRP   15
 
#define MAX_MASSINSTRUMENTSTATECHANGE_SECMASSSTATGRP   24
 
#define MAX_TRADEREVERSAL_MDTRADEENTRYGRP   15
 
#define ENUM_AGGRESSORSIDE_BUY   1
 
#define ENUM_AGGRESSORSIDE_SELL   2
 
#define ENUM_ALGORITHMICTRADEINDICATOR_ALGORITHMICTRADE   1
 
#define ENUM_APPLSEQRESETINDICATOR_NORESET   0
 
#define ENUM_APPLSEQRESETINDICATOR_RESET   1
 
#define ENUM_BIDORDTYPE_MARKET   1
 
#define ENUM_COMPLETIONINDICATOR_INCOMPLETE   0
 
#define ENUM_COMPLETIONINDICATOR_COMPLETE   1
 
#define ENUM_CROSSREQUESTTYPE_CROSSANNOUNCEMENT   1
 
#define ENUM_CROSSREQUESTTYPE_LIQUIDITYIMPROVEMENTCROSS   2
 
#define ENUM_FASTMARKETINDICATOR_NO   0
 
#define ENUM_FASTMARKETINDICATOR_YES   1
 
#define LEN_FUNCCATEGORY   100
 
#define ENUM_FUNCCATEGORY_GENERAL   "General "
 
#define ENUM_FUNCCATEGORY_ORDERDATA   "Order Data "
 
#define ENUM_FUNCCATEGORY_TRADEDATA   "Trade Data "
 
#define ENUM_FUNCCATEGORY_STATECHANGE   "State Change "
 
#define ENUM_FUNCCATEGORY_REFERENCEDATA   "Reference Data "
 
#define ENUM_FUNCCATEGORY_SNAPSHOT   "Snapshot "
 
#define ENUM_IMPLIEDMARKETINDICATOR_NOTIMPLIED   0
 
#define ENUM_IMPLIEDMARKETINDICATOR_IMPLIEDINOUT   3
 
#define ENUM_INPUTSOURCE_CLIPCLIENTBROKER   1
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_SIMPLEINSTRUMENT   1
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_STANDARDOPTIONSTRATEGY   2
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_NONSTANDARDOPTIONSTRATEGY   3
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_VOLATILITYSTRATEGY   4
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_FUTURESSPREAD   5
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_INTERPRODUCTSPREAD   6
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_STANDARDFUTURESSTRATEGY   7
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_PACKANDBUNDLE   8
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_STRIP   9
 
#define ENUM_LASTFRAGMENT_N   0
 
#define ENUM_LASTFRAGMENT_Y   1
 
#define LEN_LEGSECURITYIDSOURCE   1
 
#define ENUM_LEGSECURITYIDSOURCE_MARKETPLACE   "M"
 
#define ENUM_LEGSECURITYTYPE_LEGSECURITYMULTILEG   1
 
#define ENUM_LEGSECURITYTYPE_LEGSECURITYUNDERLYINGLEG   2
 
#define ENUM_LEGSIDE_BUY   1
 
#define ENUM_LEGSIDE_SELL   2
 
#define ENUM_MDENTRYTYPE_TRADE   2
 
#define ENUM_MDENTRYTYPE_OPENINGPRICE   4
 
#define ENUM_MDENTRYTYPE_CLOSINGPRICE   5
 
#define ENUM_MDENTRYTYPE_HIGHPRICE   7
 
#define ENUM_MDENTRYTYPE_LOWPRICE   8
 
#define ENUM_MDENTRYTYPE_TRADEVOLUME   66
 
#define ENUM_MDENTRYTYPE_PREVIOUSCLOSINGPRICE   101
 
#define ENUM_MDENTRYTYPE_OPENINGAUCTION   200
 
#define ENUM_MDENTRYTYPE_INTRADAYAUCTION   201
 
#define ENUM_MDENTRYTYPE_CIRCUITBREAKERAUCTION   202
 
#define ENUM_MDENTRYTYPE_CLOSINGAUCTION   203
 
#define ENUM_MDENTRYTYPE_IPOAUCTION   204
 
#define ENUM_MDREPORTEVENT_SCOPEDEFINITION   0
 
#define ENUM_MDUPDATEACTION_NEW   0
 
#define ENUM_MDUPDATEACTION_CHANGE   1
 
#define ENUM_MDUPDATEACTION_DELETE   2
 
#define ENUM_MDUPDATEACTION_OVERLAY   5
 
#define ENUM_MARKETCONDITION_NORMAL   0
 
#define ENUM_MARKETCONDITION_STRESSED   1
 
#define ENUM_MARKETDATATYPE_ORDERBOOKMAINTENANCE   1
 
#define ENUM_MARKETDATATYPE_ORDERBOOKEXECUTION   2
 
#define ENUM_MARKETDATATYPE_TRADEREVERSAL   3
 
#define ENUM_MARKETDATATYPE_TRADEREPORT   4
 
#define ENUM_MARKETDATATYPE_AUCTIONBBO   5
 
#define ENUM_MARKETDATATYPE_AUCTIONCLEARINGPRICE   6
 
#define ENUM_MARKETDATATYPE_CROSSTRADEANNOUNCEMENT   7
 
#define ENUM_MARKETDATATYPE_QUOTEREQUEST   8
 
#define ENUM_MARKETDATATYPE_MARKETSEGMENTSNAPSHOT   9
 
#define ENUM_MARKETDATATYPE_SINGLEINSTRUMENTSNAPSHOT   10
 
#define ENUM_MARKETDATATYPE_ORDERBOOKSNAPSHOT   11
 
#define ENUM_MARKETDATATYPE_MATCHEVENT   12
 
#define ENUM_MARKETDATATYPE_TOPOFBOOK   13
 
#define ENUM_MASSMARKETCONDITION_NORMAL   0
 
#define ENUM_MASSMARKETCONDITION_STRESSED   1
 
#define ENUM_MASSSOLDOUTINDICATOR_SOLDOUT   1
 
#define ENUM_MATCHSUBTYPE_OPENINGAUCTION   1
 
#define ENUM_MATCHSUBTYPE_CLOSINGAUCTION   2
 
#define ENUM_MATCHSUBTYPE_INTRADAYAUCTION   3
 
#define ENUM_MATCHSUBTYPE_CIRCUITBREAKERAUCTION   4
 
#define ENUM_MATCHSUBTYPE_IPOAUCTION   5
 
#define ENUM_MATCHTYPE_CONFIRMEDTRADEREPORT   3
 
#define ENUM_MATCHTYPE_CROSSAUCTION   5
 
#define ENUM_MATCHTYPE_CALLAUCTION   7
 
#define ENUM_MATCHTYPE_LIQUIDITYIMPROVEMENTCROSS   13
 
#define ENUM_MATCHTYPE_CONTINUOUSAUCTION   14
 
#define LEN_MSGTYPE   3
 
#define ENUM_MSGTYPE_MARKETDATAREPORT   "U20"
 
#define ENUM_MSGTYPE_HEARTBEAT   "0 "
 
#define ENUM_MSGTYPE_MARKETDATAORDER   "U21"
 
#define ENUM_MSGTYPE_MARKETDATATRADE   "U22"
 
#define ENUM_MSGTYPE_TRADINGSESSIONSTATUS   "h "
 
#define ENUM_MSGTYPE_SECURITYSTATUS   "f "
 
#define ENUM_MSGTYPE_SECURITYMASSSTATUS   "CO "
 
#define ENUM_MSGTYPE_SECURITYDEFINITIONUPDATEREPORT   "BP "
 
#define ENUM_MSGTYPE_MARKETDATAINSTRUMENT   "U23"
 
#define ENUM_NOMARKETSEGMENTS_ONE   1
 
#define ENUM_OFFERORDTYPE_MARKET   1
 
#define ENUM_ORDTYPE_MARKET   1
 
#define LEN_PAD1   1
 
#define LEN_PAD2   2
 
#define LEN_PAD3   3
 
#define LEN_PAD4   4
 
#define LEN_PAD5   5
 
#define LEN_PAD6   6
 
#define LEN_PAD7   7
 
#define ENUM_POTENTIALSECURITYTRADINGEVENT_NONE   0
 
#define ENUM_POTENTIALSECURITYTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDED   10
 
#define ENUM_PRODUCTCOMPLEX_STANDARDOPTIONSTRATEGY   2
 
#define ENUM_PRODUCTCOMPLEX_NONSTANDARDOPTIONSTRATEGY   3
 
#define ENUM_PRODUCTCOMPLEX_VOLATILITYSTRATEGY   4
 
#define ENUM_PRODUCTCOMPLEX_FUTURESSPREAD   5
 
#define ENUM_PRODUCTCOMPLEX_INTERPRODUCTSPREAD   6
 
#define ENUM_PRODUCTCOMPLEX_STANDARDFUTURESSTRATEGY   7
 
#define ENUM_PRODUCTCOMPLEX_PACKANDBUNDLE   8
 
#define ENUM_PRODUCTCOMPLEX_STRIP   9
 
#define LEN_SECURITYIDSOURCE   1
 
#define ENUM_SECURITYIDSOURCE_MARKETPLACE   "M"
 
#define ENUM_SECURITYMASSSTATUS_ACTIVE   1
 
#define ENUM_SECURITYMASSSTATUS_INACTIVE   2
 
#define ENUM_SECURITYMASSSTATUS_EXPIRED   4
 
#define ENUM_SECURITYMASSSTATUS_KNOCKEDOUT   6
 
#define ENUM_SECURITYMASSSTATUS_KNOCKOUTREVOKED   7
 
#define ENUM_SECURITYMASSSTATUS_SUSPENDED   9
 
#define ENUM_SECURITYMASSSTATUS_PENDINGDELETION   11
 
#define ENUM_SECURITYMASSSTATUS_KNOCKEDOUTANDSUSPENDED   12
 
#define ENUM_SECURITYMASSTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDED   10
 
#define ENUM_SECURITYMASSTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDEDAGAIN   11
 
#define ENUM_SECURITYMASSTRADINGSTATUS_TRADINGHALT   2
 
#define ENUM_SECURITYMASSTRADINGSTATUS_MARKETIMBALANCEBUY   7
 
#define ENUM_SECURITYMASSTRADINGSTATUS_MARKETIMBALANCESELL   8
 
#define ENUM_SECURITYMASSTRADINGSTATUS_CLOSED   200
 
#define ENUM_SECURITYMASSTRADINGSTATUS_RESTRICTED   201
 
#define ENUM_SECURITYMASSTRADINGSTATUS_BOOK   202
 
#define ENUM_SECURITYMASSTRADINGSTATUS_CONTINUOUS   203
 
#define ENUM_SECURITYMASSTRADINGSTATUS_OPENINGAUCTION   204
 
#define ENUM_SECURITYMASSTRADINGSTATUS_OPENINGAUCTIONFREEZE   205
 
#define ENUM_SECURITYMASSTRADINGSTATUS_INTRADAYAUCTION   206
 
#define ENUM_SECURITYMASSTRADINGSTATUS_INTRADAYAUCTIONFREEZE   207
 
#define ENUM_SECURITYMASSTRADINGSTATUS_CIRCUITBREAKERAUCTION   208
 
#define ENUM_SECURITYMASSTRADINGSTATUS_CIRCUITBREAKERAUCTIONFREEZE   209
 
#define ENUM_SECURITYMASSTRADINGSTATUS_CLOSINGAUCTION   210
 
#define ENUM_SECURITYMASSTRADINGSTATUS_CLOSINGAUCTIONFREEZE   211
 
#define ENUM_SECURITYMASSTRADINGSTATUS_IPOAUCTION   212
 
#define ENUM_SECURITYMASSTRADINGSTATUS_IPOAUCTIONFREEZE   213
 
#define ENUM_SECURITYMASSTRADINGSTATUS_PRECALL   214
 
#define ENUM_SECURITYMASSTRADINGSTATUS_CALL   215
 
#define ENUM_SECURITYMASSTRADINGSTATUS_FREEZE   216
 
#define ENUM_SECURITYSTATUS_ACTIVE   1
 
#define ENUM_SECURITYSTATUS_INACTIVE   2
 
#define ENUM_SECURITYSTATUS_EXPIRED   4
 
#define ENUM_SECURITYSTATUS_KNOCKEDOUT   6
 
#define ENUM_SECURITYSTATUS_KNOCKOUTREVOKED   7
 
#define ENUM_SECURITYSTATUS_SUSPENDED   9
 
#define ENUM_SECURITYSTATUS_PENDINGDELETION   11
 
#define ENUM_SECURITYSTATUS_KNOCKEDOUTANDSUSPENDED   12
 
#define ENUM_SECURITYTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDED   10
 
#define ENUM_SECURITYTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDEDAGAIN   11
 
#define ENUM_SECURITYTRADINGSTATUS_TRADINGHALT   2
 
#define ENUM_SECURITYTRADINGSTATUS_MARKETIMBALANCEBUY   7
 
#define ENUM_SECURITYTRADINGSTATUS_MARKETIMBALANCESELL   8
 
#define ENUM_SECURITYTRADINGSTATUS_CLOSED   200
 
#define ENUM_SECURITYTRADINGSTATUS_RESTRICTED   201
 
#define ENUM_SECURITYTRADINGSTATUS_BOOK   202
 
#define ENUM_SECURITYTRADINGSTATUS_CONTINUOUS   203
 
#define ENUM_SECURITYTRADINGSTATUS_OPENINGAUCTION   204
 
#define ENUM_SECURITYTRADINGSTATUS_OPENINGAUCTIONFREEZE   205
 
#define ENUM_SECURITYTRADINGSTATUS_INTRADAYAUCTION   206
 
#define ENUM_SECURITYTRADINGSTATUS_INTRADAYAUCTIONFREEZE   207
 
#define ENUM_SECURITYTRADINGSTATUS_CIRCUITBREAKERAUCTION   208
 
#define ENUM_SECURITYTRADINGSTATUS_CIRCUITBREAKERAUCTIONFREEZE   209
 
#define ENUM_SECURITYTRADINGSTATUS_CLOSINGAUCTION   210
 
#define ENUM_SECURITYTRADINGSTATUS_CLOSINGAUCTIONFREEZE   211
 
#define ENUM_SECURITYTRADINGSTATUS_IPOAUCTION   212
 
#define ENUM_SECURITYTRADINGSTATUS_IPOAUCTIONFREEZE   213
 
#define ENUM_SECURITYTRADINGSTATUS_PRECALL   214
 
#define ENUM_SECURITYTRADINGSTATUS_CALL   215
 
#define ENUM_SECURITYTRADINGSTATUS_FREEZE   216
 
#define LEN_SECURITYTYPE   4
 
#define ENUM_SECURITYTYPE_OPTION   "OPT "
 
#define ENUM_SECURITYTYPE_FUTURE   "FUT "
 
#define ENUM_SECURITYTYPE_MULTILEG   "MLEG"
 
#define LEN_SECURITYUPDATEACTION   1
 
#define ENUM_SECURITYUPDATEACTION_ADD   "A"
 
#define ENUM_SIDE_BUY   1
 
#define ENUM_SIDE_SELL   2
 
#define ENUM_SOLDOUTINDICATOR_SOLDOUT   1
 
#define ENUM_TRADSESEVENT_TBD   0
 
#define ENUM_TRADSESEVENT_STATUSCHANGE   3
 
#define ENUM_TRADSESSTATUS_HALTED   1
 
#define ENUM_TRADSESSTATUS_OPEN   2
 
#define ENUM_TRADSESSTATUS_CLOSED   3
 
#define ENUM_TRADECONDITION_IMPLIEDTRADE   1
 
#define ENUM_TRADECONDITION_OUTOFSEQUENCE   107
 
#define ENUM_TRADECONDITION_SYSTEMATICINTERNALIZER   153
 
#define ENUM_TRADECONDITION_MIDPOINTPRICE   155
 
#define ENUM_TRADECONDITION_TRADINGONTERMSOFISSUE   156
 
#define ENUM_TRADECONDITION_SPECIALAUCTION   596
 
#define ENUM_TRADINGSESSIONID_DAY   1
 
#define ENUM_TRADINGSESSIONID_MORNING   3
 
#define ENUM_TRADINGSESSIONID_EVENING   5
 
#define ENUM_TRADINGSESSIONID_AFTERHOURS   6
 
#define ENUM_TRADINGSESSIONID_HOLIDAY   7
 
#define ENUM_TRADINGSESSIONSUBID_PRETRADING   1
 
#define ENUM_TRADINGSESSIONSUBID_CONTINUOUS   3
 
#define ENUM_TRADINGSESSIONSUBID_CLOSING   4
 
#define ENUM_TRADINGSESSIONSUBID_POSTTRADING   5
 
#define ENUM_TRADINGSESSIONSUBID_QUIESCENT   7
 
#define EOBI_INTERFACE_VERSION   "8.0"
 
#define EOBI_BUILD_NUMBER   "80.3.34.ga-80003034-1"
 
#define NO_VALUE_SLONG   ((int64_t) 0x8000000000000000L)
 
#define NO_VALUE_ULONG   ((uint64_t) 0xffffffffffffffffUL)
 
#define NO_VALUE_SINT   ((int32_t) 0x80000000)
 
#define NO_VALUE_UINT   ((uint32_t) 0xffffffff)
 
#define NO_VALUE_SSHORT   ((int16_t) 0x8000)
 
#define NO_VALUE_USHORT   ((uint16_t) 0xffff)
 
#define NO_VALUE_SCHAR   ((int8_t) 0x80)
 
#define NO_VALUE_UCHAR   ((uint8_t) 0xff)
 
#define NO_VALUE_STR   0
 
#define NO_VALUE_DATA_16   {0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0}
 
#define TID_ADD_COMPLEX_INSTRUMENT   13400
 
#define TID_AUCTION_BBO   13500
 
#define TID_AUCTION_CLEARING_PRICE   13501
 
#define TID_CROSS_REQUEST   13502
 
#define TID_EXECUTION_SUMMARY   13202
 
#define TID_FULL_ORDER_EXECUTION   13104
 
#define TID_HEARTBEAT   13001
 
#define TID_INSTRUMENT_STATE_CHANGE   13301
 
#define TID_INSTRUMENT_SUMMARY   13601
 
#define TID_MASS_INSTRUMENT_STATE_CHANGE   13302
 
#define TID_ORDER_ADD   13100
 
#define TID_ORDER_DELETE   13102
 
#define TID_ORDER_MASS_DELETE   13103
 
#define TID_ORDER_MODIFY   13101
 
#define TID_ORDER_MODIFY_SAME_PRIO   13106
 
#define TID_PACKET_HEADER   13000
 
#define TID_PARTIAL_ORDER_EXECUTION   13105
 
#define TID_PRODUCT_STATE_CHANGE   13300
 
#define TID_PRODUCT_SUMMARY   13600
 
#define TID_QUOTE_REQUEST   13503
 
#define TID_SNAPSHOT_ORDER   13602
 
#define TID_TOP_OF_BOOK   13504
 
#define TID_TRADE_REPORT   13201
 
#define TID_TRADE_REVERSAL   13200
 
#define MAX_ADD_COMPLEX_INSTRUMENT_INSTRMT_LEG_GRP   20
 
#define MAX_INSTRUMENT_SUMMARY_MD_INSTRUMENT_ENTRY_GRP   15
 
#define MAX_MASS_INSTRUMENT_STATE_CHANGE_SEC_MASS_STAT_GRP   24
 
#define MAX_TRADE_REVERSAL_MD_TRADE_ENTRY_GRP   15
 
#define ENUM_AGGRESSOR_SIDE_BUY   1
 
#define ENUM_AGGRESSOR_SIDE_SELL   2
 
#define ENUM_ALGORITHMIC_TRADE_INDICATOR_ALGORITHMIC_TRADE   1
 
#define ENUM_APPL_SEQ_RESET_INDICATOR_NO_RESET   0
 
#define ENUM_APPL_SEQ_RESET_INDICATOR_RESET   1
 
#define ENUM_BID_ORD_TYPE_MARKET   1
 
#define ENUM_COMPLETION_INDICATOR_INCOMPLETE   0
 
#define ENUM_COMPLETION_INDICATOR_COMPLETE   1
 
#define ENUM_CROSS_REQUEST_TYPE_CROSS_ANNOUNCEMENT   1
 
#define ENUM_CROSS_REQUEST_TYPE_LIQUIDITY_IMPROVEMENT_CROSS   2
 
#define ENUM_FAST_MARKET_INDICATOR_NO   0
 
#define ENUM_FAST_MARKET_INDICATOR_YES   1
 
#define LEN_FUNC_CATEGORY   100
 
#define ENUM_FUNC_CATEGORY_GENERAL   "General "
 
#define ENUM_FUNC_CATEGORY_ORDER_DATA   "Order Data "
 
#define ENUM_FUNC_CATEGORY_TRADE_DATA   "Trade Data "
 
#define ENUM_FUNC_CATEGORY_STATE_CHANGE   "State Change "
 
#define ENUM_FUNC_CATEGORY_REFERENCE_DATA   "Reference Data "
 
#define ENUM_FUNC_CATEGORY_SNAPSHOT   "Snapshot "
 
#define ENUM_IMPLIED_MARKET_INDICATOR_NOT_IMPLIED   0
 
#define ENUM_IMPLIED_MARKET_INDICATOR_IMPLIED_IN_OUT   3
 
#define ENUM_INPUT_SOURCE_CLIP_CLIENT_BROKER   1
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_SIMPLE_INSTRUMENT   1
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_STANDARD_OPTION_STRATEGY   2
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_NON_STANDARD_OPTION_STRATEGY   3
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_VOLATILITY_STRATEGY   4
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_FUTURES_SPREAD   5
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_INTER_PRODUCT_SPREAD   6
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_STANDARD_FUTURES_STRATEGY   7
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_PACK_AND_BUNDLE   8
 
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_STRIP   9
 
#define ENUM_LAST_FRAGMENT_N   0
 
#define ENUM_LAST_FRAGMENT_Y   1
 
#define LEN_LEG_SECURITY_ID_SOURCE   1
 
#define ENUM_LEG_SECURITY_ID_SOURCE_MARKETPLACE   "M"
 
#define ENUM_LEG_SECURITY_ID_SOURCE_MARKETPLACE_CHAR   'M'
 
#define ENUM_LEG_SECURITY_TYPE_LEG_SECURITY_MULTI_LEG   1
 
#define ENUM_LEG_SECURITY_TYPE_LEG_SECURITY_UNDERLYING_LEG   2
 
#define ENUM_LEG_SIDE_BUY   1
 
#define ENUM_LEG_SIDE_SELL   2
 
#define ENUM_MD_ENTRY_TYPE_TRADE   2
 
#define ENUM_MD_ENTRY_TYPE_OPENING_PRICE   4
 
#define ENUM_MD_ENTRY_TYPE_CLOSING_PRICE   5
 
#define ENUM_MD_ENTRY_TYPE_HIGH_PRICE   7
 
#define ENUM_MD_ENTRY_TYPE_LOW_PRICE   8
 
#define ENUM_MD_ENTRY_TYPE_TRADE_VOLUME   66
 
#define ENUM_MD_ENTRY_TYPE_PREVIOUS_CLOSING_PRICE   101
 
#define ENUM_MD_ENTRY_TYPE_OPENING_AUCTION   200
 
#define ENUM_MD_ENTRY_TYPE_INTRADAY_AUCTION   201
 
#define ENUM_MD_ENTRY_TYPE_CIRCUIT_BREAKER_AUCTION   202
 
#define ENUM_MD_ENTRY_TYPE_CLOSING_AUCTION   203
 
#define ENUM_MD_ENTRY_TYPE_IPO_AUCTION   204
 
#define ENUM_MD_REPORT_EVENT_SCOPE_DEFINITION   0
 
#define ENUM_MD_UPDATE_ACTION_NEW   0
 
#define ENUM_MD_UPDATE_ACTION_CHANGE   1
 
#define ENUM_MD_UPDATE_ACTION_DELETE   2
 
#define ENUM_MD_UPDATE_ACTION_OVERLAY   5
 
#define ENUM_MARKET_CONDITION_NORMAL   0
 
#define ENUM_MARKET_CONDITION_STRESSED   1
 
#define ENUM_MARKET_DATA_TYPE_ORDER_BOOK_MAINTENANCE   1
 
#define ENUM_MARKET_DATA_TYPE_ORDER_BOOK_EXECUTION   2
 
#define ENUM_MARKET_DATA_TYPE_TRADE_REVERSAL   3
 
#define ENUM_MARKET_DATA_TYPE_TRADE_REPORT   4
 
#define ENUM_MARKET_DATA_TYPE_AUCTION_BBO   5
 
#define ENUM_MARKET_DATA_TYPE_AUCTION_CLEARING_PRICE   6
 
#define ENUM_MARKET_DATA_TYPE_CROSS_TRADE_ANNOUNCEMENT   7
 
#define ENUM_MARKET_DATA_TYPE_QUOTE_REQUEST   8
 
#define ENUM_MARKET_DATA_TYPE_MARKET_SEGMENT_SNAPSHOT   9
 
#define ENUM_MARKET_DATA_TYPE_SINGLE_INSTRUMENT_SNAPSHOT   10
 
#define ENUM_MARKET_DATA_TYPE_ORDER_BOOK_SNAPSHOT   11
 
#define ENUM_MARKET_DATA_TYPE_MATCH_EVENT   12
 
#define ENUM_MARKET_DATA_TYPE_TOP_OF_BOOK   13
 
#define ENUM_MASS_MARKET_CONDITION_NORMAL   0
 
#define ENUM_MASS_MARKET_CONDITION_STRESSED   1
 
#define ENUM_MASS_SOLD_OUT_INDICATOR_SOLD_OUT   1
 
#define ENUM_MATCH_SUB_TYPE_OPENING_AUCTION   1
 
#define ENUM_MATCH_SUB_TYPE_CLOSING_AUCTION   2
 
#define ENUM_MATCH_SUB_TYPE_INTRADAY_AUCTION   3
 
#define ENUM_MATCH_SUB_TYPE_CIRCUIT_BREAKER_AUCTION   4
 
#define ENUM_MATCH_SUB_TYPE_IPO_AUCTION   5
 
#define ENUM_MATCH_TYPE_CONFIRMED_TRADE_REPORT   3
 
#define ENUM_MATCH_TYPE_CROSS_AUCTION   5
 
#define ENUM_MATCH_TYPE_CALL_AUCTION   7
 
#define ENUM_MATCH_TYPE_LIQUIDITY_IMPROVEMENT_CROSS   13
 
#define ENUM_MATCH_TYPE_CONTINUOUS_AUCTION   14
 
#define LEN_MSG_TYPE   3
 
#define ENUM_MSG_TYPE_MARKET_DATA_REPORT   "U20"
 
#define ENUM_MSG_TYPE_HEARTBEAT   "0 "
 
#define ENUM_MSG_TYPE_MARKET_DATA_ORDER   "U21"
 
#define ENUM_MSG_TYPE_MARKET_DATA_TRADE   "U22"
 
#define ENUM_MSG_TYPE_TRADING_SESSION_STATUS   "h "
 
#define ENUM_MSG_TYPE_SECURITY_STATUS   "f "
 
#define ENUM_MSG_TYPE_SECURITY_MASS_STATUS   "CO "
 
#define ENUM_MSG_TYPE_SECURITY_DEFINITION_UPDATE_REPORT   "BP "
 
#define ENUM_MSG_TYPE_MARKET_DATA_INSTRUMENT   "U23"
 
#define ENUM_NO_MARKET_SEGMENTS_ONE   1
 
#define ENUM_OFFER_ORD_TYPE_MARKET   1
 
#define ENUM_ORD_TYPE_MARKET   1
 
#define LEN_PAD1   1
 
#define LEN_PAD2   2
 
#define LEN_PAD3   3
 
#define LEN_PAD4   4
 
#define LEN_PAD5   5
 
#define LEN_PAD6   6
 
#define LEN_PAD7   7
 
#define ENUM_POTENTIAL_SECURITY_TRADING_EVENT_NONE   0
 
#define ENUM_POTENTIAL_SECURITY_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED   10
 
#define ENUM_PRODUCT_COMPLEX_STANDARD_OPTION_STRATEGY   2
 
#define ENUM_PRODUCT_COMPLEX_NON_STANDARD_OPTION_STRATEGY   3
 
#define ENUM_PRODUCT_COMPLEX_VOLATILITY_STRATEGY   4
 
#define ENUM_PRODUCT_COMPLEX_FUTURES_SPREAD   5
 
#define ENUM_PRODUCT_COMPLEX_INTER_PRODUCT_SPREAD   6
 
#define ENUM_PRODUCT_COMPLEX_STANDARD_FUTURES_STRATEGY   7
 
#define ENUM_PRODUCT_COMPLEX_PACK_AND_BUNDLE   8
 
#define ENUM_PRODUCT_COMPLEX_STRIP   9
 
#define LEN_SECURITY_ID_SOURCE   1
 
#define ENUM_SECURITY_ID_SOURCE_MARKETPLACE   "M"
 
#define ENUM_SECURITY_ID_SOURCE_MARKETPLACE_CHAR   'M'
 
#define ENUM_SECURITY_MASS_STATUS_ACTIVE   1
 
#define ENUM_SECURITY_MASS_STATUS_INACTIVE   2
 
#define ENUM_SECURITY_MASS_STATUS_EXPIRED   4
 
#define ENUM_SECURITY_MASS_STATUS_KNOCKED_OUT   6
 
#define ENUM_SECURITY_MASS_STATUS_KNOCK_OUT_REVOKED   7
 
#define ENUM_SECURITY_MASS_STATUS_SUSPENDED   9
 
#define ENUM_SECURITY_MASS_STATUS_PENDING_DELETION   11
 
#define ENUM_SECURITY_MASS_STATUS_KNOCKED_OUT_AND_SUSPENDED   12
 
#define ENUM_SECURITY_MASS_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED   10
 
#define ENUM_SECURITY_MASS_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED_AGAIN   11
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_TRADING_HALT   2
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_MARKET_IMBALANCE_BUY   7
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_MARKET_IMBALANCE_SELL   8
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_CLOSED   200
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_RESTRICTED   201
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_BOOK   202
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_CONTINUOUS   203
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_OPENING_AUCTION   204
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_OPENING_AUCTION_FREEZE   205
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_INTRADAY_AUCTION   206
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_INTRADAY_AUCTION_FREEZE   207
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION   208
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION_FREEZE   209
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_CLOSING_AUCTION   210
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_CLOSING_AUCTION_FREEZE   211
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_IPO_AUCTION   212
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_IPO_AUCTION_FREEZE   213
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_PRE_CALL   214
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_CALL   215
 
#define ENUM_SECURITY_MASS_TRADING_STATUS_FREEZE   216
 
#define ENUM_SECURITY_STATUS_ACTIVE   1
 
#define ENUM_SECURITY_STATUS_INACTIVE   2
 
#define ENUM_SECURITY_STATUS_EXPIRED   4
 
#define ENUM_SECURITY_STATUS_KNOCKED_OUT   6
 
#define ENUM_SECURITY_STATUS_KNOCK_OUT_REVOKED   7
 
#define ENUM_SECURITY_STATUS_SUSPENDED   9
 
#define ENUM_SECURITY_STATUS_PENDING_DELETION   11
 
#define ENUM_SECURITY_STATUS_KNOCKED_OUT_AND_SUSPENDED   12
 
#define ENUM_SECURITY_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED   10
 
#define ENUM_SECURITY_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED_AGAIN   11
 
#define ENUM_SECURITY_TRADING_STATUS_TRADING_HALT   2
 
#define ENUM_SECURITY_TRADING_STATUS_MARKET_IMBALANCE_BUY   7
 
#define ENUM_SECURITY_TRADING_STATUS_MARKET_IMBALANCE_SELL   8
 
#define ENUM_SECURITY_TRADING_STATUS_CLOSED   200
 
#define ENUM_SECURITY_TRADING_STATUS_RESTRICTED   201
 
#define ENUM_SECURITY_TRADING_STATUS_BOOK   202
 
#define ENUM_SECURITY_TRADING_STATUS_CONTINUOUS   203
 
#define ENUM_SECURITY_TRADING_STATUS_OPENING_AUCTION   204
 
#define ENUM_SECURITY_TRADING_STATUS_OPENING_AUCTION_FREEZE   205
 
#define ENUM_SECURITY_TRADING_STATUS_INTRADAY_AUCTION   206
 
#define ENUM_SECURITY_TRADING_STATUS_INTRADAY_AUCTION_FREEZE   207
 
#define ENUM_SECURITY_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION   208
 
#define ENUM_SECURITY_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION_FREEZE   209
 
#define ENUM_SECURITY_TRADING_STATUS_CLOSING_AUCTION   210
 
#define ENUM_SECURITY_TRADING_STATUS_CLOSING_AUCTION_FREEZE   211
 
#define ENUM_SECURITY_TRADING_STATUS_IPO_AUCTION   212
 
#define ENUM_SECURITY_TRADING_STATUS_IPO_AUCTION_FREEZE   213
 
#define ENUM_SECURITY_TRADING_STATUS_PRE_CALL   214
 
#define ENUM_SECURITY_TRADING_STATUS_CALL   215
 
#define ENUM_SECURITY_TRADING_STATUS_FREEZE   216
 
#define LEN_SECURITY_TYPE   4
 
#define ENUM_SECURITY_TYPE_OPTION   "OPT "
 
#define ENUM_SECURITY_TYPE_FUTURE   "FUT "
 
#define ENUM_SECURITY_TYPE_MULTI_LEG   "MLEG"
 
#define LEN_SECURITY_UPDATE_ACTION   1
 
#define ENUM_SECURITY_UPDATE_ACTION_ADD   "A"
 
#define ENUM_SECURITY_UPDATE_ACTION_ADD_CHAR   'A'
 
#define ENUM_SIDE_BUY   1
 
#define ENUM_SIDE_SELL   2
 
#define ENUM_SOLD_OUT_INDICATOR_SOLD_OUT   1
 
#define ENUM_TRAD_SES_EVENT_TBD   0
 
#define ENUM_TRAD_SES_EVENT_STATUS_CHANGE   3
 
#define ENUM_TRAD_SES_STATUS_HALTED   1
 
#define ENUM_TRAD_SES_STATUS_OPEN   2
 
#define ENUM_TRAD_SES_STATUS_CLOSED   3
 
#define ENUM_TRADE_CONDITION_IMPLIED_TRADE   1
 
#define ENUM_TRADE_CONDITION_OUT_OF_SEQUENCE   107
 
#define ENUM_TRADE_CONDITION_SYSTEMATIC_INTERNALIZER   153
 
#define ENUM_TRADE_CONDITION_MIDPOINT_PRICE   155
 
#define ENUM_TRADE_CONDITION_TRADING_ON_TERMS_OF_ISSUE   156
 
#define ENUM_TRADE_CONDITION_SPECIAL_AUCTION   596
 
#define ENUM_TRADING_SESSIONID_DAY   1
 
#define ENUM_TRADING_SESSIONID_MORNING   3
 
#define ENUM_TRADING_SESSIONID_EVENING   5
 
#define ENUM_TRADING_SESSIONID_AFTER_HOURS   6
 
#define ENUM_TRADING_SESSIONID_HOLIDAY   7
 
#define ENUM_TRADING_SESSION_SUBID_PRE_TRADING   1
 
#define ENUM_TRADING_SESSION_SUBID_CONTINUOUS   3
 
#define ENUM_TRADING_SESSION_SUBID_CLOSING   4
 
#define ENUM_TRADING_SESSION_SUBID_POST_TRADING   5
 
#define ENUM_TRADING_SESSION_SUBID_QUIESCENT   7
 
#define BYTE_ARRAY_OF_0_16   {0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0}
 
#define TID_ADDCOMPLEXINSTRUMENT   13400
 
#define TID_AUCTIONBBO   13500
 
#define TID_AUCTIONCLEARINGPRICE   13501
 
#define TID_CROSSREQUEST   13502
 
#define TID_EXECUTIONSUMMARY   13202
 
#define TID_FULLORDEREXECUTION   13104
 
#define TID_HEARTBEAT   13001
 
#define TID_INSTRUMENTSTATECHANGE   13301
 
#define TID_INSTRUMENTSUMMARY   13601
 
#define TID_MASSINSTRUMENTSTATECHANGE   13302
 
#define TID_ORDERADD   13100
 
#define TID_ORDERDELETE   13102
 
#define TID_ORDERMASSDELETE   13103
 
#define TID_ORDERMODIFY   13101
 
#define TID_ORDERMODIFYSAMEPRIO   13106
 
#define TID_PACKETHEADER   13000
 
#define TID_PARTIALORDEREXECUTION   13105
 
#define TID_PRODUCTSTATECHANGE   13300
 
#define TID_PRODUCTSUMMARY   13600
 
#define TID_QUOTEREQUEST   13503
 
#define TID_SNAPSHOTORDER   13602
 
#define TID_TOPOFBOOK   13504
 
#define TID_TRADEREPORT   13201
 
#define TID_TRADEREVERSAL   13200
 
#define MAX_ADDCOMPLEXINSTRUMENT_INSTRMTLEGGRP   20
 
#define MAX_INSTRUMENTSUMMARY_MDINSTRUMENTENTRYGRP   15
 
#define MAX_MASSINSTRUMENTSTATECHANGE_SECMASSSTATGRP   24
 
#define MAX_TRADEREVERSAL_MDTRADEENTRYGRP   15
 
#define ENUM_AGGRESSORSIDE_BUY   1
 
#define ENUM_AGGRESSORSIDE_SELL   2
 
#define ENUM_ALGORITHMICTRADEINDICATOR_ALGORITHMICTRADE   1
 
#define ENUM_APPLSEQRESETINDICATOR_NORESET   0
 
#define ENUM_APPLSEQRESETINDICATOR_RESET   1
 
#define ENUM_BIDORDTYPE_MARKET   1
 
#define ENUM_COMPLETIONINDICATOR_INCOMPLETE   0
 
#define ENUM_COMPLETIONINDICATOR_COMPLETE   1
 
#define ENUM_CROSSREQUESTTYPE_CROSSANNOUNCEMENT   1
 
#define ENUM_CROSSREQUESTTYPE_LIQUIDITYIMPROVEMENTCROSS   2
 
#define ENUM_FASTMARKETINDICATOR_NO   0
 
#define ENUM_FASTMARKETINDICATOR_YES   1
 
#define LEN_FUNCCATEGORY   100
 
#define ENUM_FUNCCATEGORY_GENERAL   "General "
 
#define ENUM_FUNCCATEGORY_ORDERDATA   "Order Data "
 
#define ENUM_FUNCCATEGORY_TRADEDATA   "Trade Data "
 
#define ENUM_FUNCCATEGORY_STATECHANGE   "State Change "
 
#define ENUM_FUNCCATEGORY_REFERENCEDATA   "Reference Data "
 
#define ENUM_FUNCCATEGORY_SNAPSHOT   "Snapshot "
 
#define ENUM_IMPLIEDMARKETINDICATOR_NOTIMPLIED   0
 
#define ENUM_IMPLIEDMARKETINDICATOR_IMPLIEDINOUT   3
 
#define ENUM_INPUTSOURCE_CLIPCLIENTBROKER   1
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_SIMPLEINSTRUMENT   1
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_STANDARDOPTIONSTRATEGY   2
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_NONSTANDARDOPTIONSTRATEGY   3
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_VOLATILITYSTRATEGY   4
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_FUTURESSPREAD   5
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_INTERPRODUCTSPREAD   6
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_STANDARDFUTURESSTRATEGY   7
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_PACKANDBUNDLE   8
 
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_STRIP   9
 
#define ENUM_LASTFRAGMENT_N   0
 
#define ENUM_LASTFRAGMENT_Y   1
 
#define LEN_LEGSECURITYIDSOURCE   1
 
#define ENUM_LEGSECURITYIDSOURCE_MARKETPLACE   "M"
 
#define ENUM_LEGSECURITYTYPE_LEGSECURITYMULTILEG   1
 
#define ENUM_LEGSECURITYTYPE_LEGSECURITYUNDERLYINGLEG   2
 
#define ENUM_LEGSIDE_BUY   1
 
#define ENUM_LEGSIDE_SELL   2
 
#define ENUM_MDENTRYTYPE_TRADE   2
 
#define ENUM_MDENTRYTYPE_OPENINGPRICE   4
 
#define ENUM_MDENTRYTYPE_CLOSINGPRICE   5
 
#define ENUM_MDENTRYTYPE_HIGHPRICE   7
 
#define ENUM_MDENTRYTYPE_LOWPRICE   8
 
#define ENUM_MDENTRYTYPE_TRADEVOLUME   66
 
#define ENUM_MDENTRYTYPE_PREVIOUSCLOSINGPRICE   101
 
#define ENUM_MDENTRYTYPE_OPENINGAUCTION   200
 
#define ENUM_MDENTRYTYPE_INTRADAYAUCTION   201
 
#define ENUM_MDENTRYTYPE_CIRCUITBREAKERAUCTION   202
 
#define ENUM_MDENTRYTYPE_CLOSINGAUCTION   203
 
#define ENUM_MDENTRYTYPE_IPOAUCTION   204
 
#define ENUM_MDREPORTEVENT_SCOPEDEFINITION   0
 
#define ENUM_MDUPDATEACTION_NEW   0
 
#define ENUM_MDUPDATEACTION_CHANGE   1
 
#define ENUM_MDUPDATEACTION_DELETE   2
 
#define ENUM_MDUPDATEACTION_OVERLAY   5
 
#define ENUM_MARKETCONDITION_NORMAL   0
 
#define ENUM_MARKETCONDITION_STRESSED   1
 
#define ENUM_MARKETDATATYPE_ORDERBOOKMAINTENANCE   1
 
#define ENUM_MARKETDATATYPE_ORDERBOOKEXECUTION   2
 
#define ENUM_MARKETDATATYPE_TRADEREVERSAL   3
 
#define ENUM_MARKETDATATYPE_TRADEREPORT   4
 
#define ENUM_MARKETDATATYPE_AUCTIONBBO   5
 
#define ENUM_MARKETDATATYPE_AUCTIONCLEARINGPRICE   6
 
#define ENUM_MARKETDATATYPE_CROSSTRADEANNOUNCEMENT   7
 
#define ENUM_MARKETDATATYPE_QUOTEREQUEST   8
 
#define ENUM_MARKETDATATYPE_MARKETSEGMENTSNAPSHOT   9
 
#define ENUM_MARKETDATATYPE_SINGLEINSTRUMENTSNAPSHOT   10
 
#define ENUM_MARKETDATATYPE_ORDERBOOKSNAPSHOT   11
 
#define ENUM_MARKETDATATYPE_MATCHEVENT   12
 
#define ENUM_MARKETDATATYPE_TOPOFBOOK   13
 
#define ENUM_MASSMARKETCONDITION_NORMAL   0
 
#define ENUM_MASSMARKETCONDITION_STRESSED   1
 
#define ENUM_MASSSOLDOUTINDICATOR_SOLDOUT   1
 
#define ENUM_MATCHSUBTYPE_OPENINGAUCTION   1
 
#define ENUM_MATCHSUBTYPE_CLOSINGAUCTION   2
 
#define ENUM_MATCHSUBTYPE_INTRADAYAUCTION   3
 
#define ENUM_MATCHSUBTYPE_CIRCUITBREAKERAUCTION   4
 
#define ENUM_MATCHSUBTYPE_IPOAUCTION   5
 
#define ENUM_MATCHTYPE_CONFIRMEDTRADEREPORT   3
 
#define ENUM_MATCHTYPE_CROSSAUCTION   5
 
#define ENUM_MATCHTYPE_CALLAUCTION   7
 
#define ENUM_MATCHTYPE_LIQUIDITYIMPROVEMENTCROSS   13
 
#define ENUM_MATCHTYPE_CONTINUOUSAUCTION   14
 
#define LEN_MSGTYPE   3
 
#define ENUM_MSGTYPE_MARKETDATAREPORT   "U20"
 
#define ENUM_MSGTYPE_HEARTBEAT   "0 "
 
#define ENUM_MSGTYPE_MARKETDATAORDER   "U21"
 
#define ENUM_MSGTYPE_MARKETDATATRADE   "U22"
 
#define ENUM_MSGTYPE_TRADINGSESSIONSTATUS   "h "
 
#define ENUM_MSGTYPE_SECURITYSTATUS   "f "
 
#define ENUM_MSGTYPE_SECURITYMASSSTATUS   "CO "
 
#define ENUM_MSGTYPE_SECURITYDEFINITIONUPDATEREPORT   "BP "
 
#define ENUM_MSGTYPE_MARKETDATAINSTRUMENT   "U23"
 
#define ENUM_NOMARKETSEGMENTS_ONE   1
 
#define ENUM_OFFERORDTYPE_MARKET   1
 
#define ENUM_ORDTYPE_MARKET   1
 
#define LEN_PAD1   1
 
#define LEN_PAD2   2
 
#define LEN_PAD3   3
 
#define LEN_PAD4   4
 
#define LEN_PAD5   5
 
#define LEN_PAD6   6
 
#define LEN_PAD7   7
 
#define ENUM_POTENTIALSECURITYTRADINGEVENT_NONE   0
 
#define ENUM_POTENTIALSECURITYTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDED   10
 
#define ENUM_PRODUCTCOMPLEX_STANDARDOPTIONSTRATEGY   2
 
#define ENUM_PRODUCTCOMPLEX_NONSTANDARDOPTIONSTRATEGY   3
 
#define ENUM_PRODUCTCOMPLEX_VOLATILITYSTRATEGY   4
 
#define ENUM_PRODUCTCOMPLEX_FUTURESSPREAD   5
 
#define ENUM_PRODUCTCOMPLEX_INTERPRODUCTSPREAD   6
 
#define ENUM_PRODUCTCOMPLEX_STANDARDFUTURESSTRATEGY   7
 
#define ENUM_PRODUCTCOMPLEX_PACKANDBUNDLE   8
 
#define ENUM_PRODUCTCOMPLEX_STRIP   9
 
#define LEN_SECURITYIDSOURCE   1
 
#define ENUM_SECURITYIDSOURCE_MARKETPLACE   "M"
 
#define ENUM_SECURITYMASSSTATUS_ACTIVE   1
 
#define ENUM_SECURITYMASSSTATUS_INACTIVE   2
 
#define ENUM_SECURITYMASSSTATUS_EXPIRED   4
 
#define ENUM_SECURITYMASSSTATUS_KNOCKEDOUT   6
 
#define ENUM_SECURITYMASSSTATUS_KNOCKOUTREVOKED   7
 
#define ENUM_SECURITYMASSSTATUS_SUSPENDED   9
 
#define ENUM_SECURITYMASSSTATUS_PENDINGDELETION   11
 
#define ENUM_SECURITYMASSSTATUS_KNOCKEDOUTANDSUSPENDED   12
 
#define ENUM_SECURITYMASSTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDED   10
 
#define ENUM_SECURITYMASSTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDEDAGAIN   11
 
#define ENUM_SECURITYMASSTRADINGSTATUS_TRADINGHALT   2
 
#define ENUM_SECURITYMASSTRADINGSTATUS_MARKETIMBALANCEBUY   7
 
#define ENUM_SECURITYMASSTRADINGSTATUS_MARKETIMBALANCESELL   8
 
#define ENUM_SECURITYMASSTRADINGSTATUS_CLOSED   200
 
#define ENUM_SECURITYMASSTRADINGSTATUS_RESTRICTED   201
 
#define ENUM_SECURITYMASSTRADINGSTATUS_BOOK   202
 
#define ENUM_SECURITYMASSTRADINGSTATUS_CONTINUOUS   203
 
#define ENUM_SECURITYMASSTRADINGSTATUS_OPENINGAUCTION   204
 
#define ENUM_SECURITYMASSTRADINGSTATUS_OPENINGAUCTIONFREEZE   205
 
#define ENUM_SECURITYMASSTRADINGSTATUS_INTRADAYAUCTION   206
 
#define ENUM_SECURITYMASSTRADINGSTATUS_INTRADAYAUCTIONFREEZE   207
 
#define ENUM_SECURITYMASSTRADINGSTATUS_CIRCUITBREAKERAUCTION   208
 
#define ENUM_SECURITYMASSTRADINGSTATUS_CIRCUITBREAKERAUCTIONFREEZE   209
 
#define ENUM_SECURITYMASSTRADINGSTATUS_CLOSINGAUCTION   210
 
#define ENUM_SECURITYMASSTRADINGSTATUS_CLOSINGAUCTIONFREEZE   211
 
#define ENUM_SECURITYMASSTRADINGSTATUS_IPOAUCTION   212
 
#define ENUM_SECURITYMASSTRADINGSTATUS_IPOAUCTIONFREEZE   213
 
#define ENUM_SECURITYMASSTRADINGSTATUS_PRECALL   214
 
#define ENUM_SECURITYMASSTRADINGSTATUS_CALL   215
 
#define ENUM_SECURITYMASSTRADINGSTATUS_FREEZE   216
 
#define ENUM_SECURITYSTATUS_ACTIVE   1
 
#define ENUM_SECURITYSTATUS_INACTIVE   2
 
#define ENUM_SECURITYSTATUS_EXPIRED   4
 
#define ENUM_SECURITYSTATUS_KNOCKEDOUT   6
 
#define ENUM_SECURITYSTATUS_KNOCKOUTREVOKED   7
 
#define ENUM_SECURITYSTATUS_SUSPENDED   9
 
#define ENUM_SECURITYSTATUS_PENDINGDELETION   11
 
#define ENUM_SECURITYSTATUS_KNOCKEDOUTANDSUSPENDED   12
 
#define ENUM_SECURITYTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDED   10
 
#define ENUM_SECURITYTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDEDAGAIN   11
 
#define ENUM_SECURITYTRADINGSTATUS_TRADINGHALT   2
 
#define ENUM_SECURITYTRADINGSTATUS_MARKETIMBALANCEBUY   7
 
#define ENUM_SECURITYTRADINGSTATUS_MARKETIMBALANCESELL   8
 
#define ENUM_SECURITYTRADINGSTATUS_CLOSED   200
 
#define ENUM_SECURITYTRADINGSTATUS_RESTRICTED   201
 
#define ENUM_SECURITYTRADINGSTATUS_BOOK   202
 
#define ENUM_SECURITYTRADINGSTATUS_CONTINUOUS   203
 
#define ENUM_SECURITYTRADINGSTATUS_OPENINGAUCTION   204
 
#define ENUM_SECURITYTRADINGSTATUS_OPENINGAUCTIONFREEZE   205
 
#define ENUM_SECURITYTRADINGSTATUS_INTRADAYAUCTION   206
 
#define ENUM_SECURITYTRADINGSTATUS_INTRADAYAUCTIONFREEZE   207
 
#define ENUM_SECURITYTRADINGSTATUS_CIRCUITBREAKERAUCTION   208
 
#define ENUM_SECURITYTRADINGSTATUS_CIRCUITBREAKERAUCTIONFREEZE   209
 
#define ENUM_SECURITYTRADINGSTATUS_CLOSINGAUCTION   210
 
#define ENUM_SECURITYTRADINGSTATUS_CLOSINGAUCTIONFREEZE   211
 
#define ENUM_SECURITYTRADINGSTATUS_IPOAUCTION   212
 
#define ENUM_SECURITYTRADINGSTATUS_IPOAUCTIONFREEZE   213
 
#define ENUM_SECURITYTRADINGSTATUS_PRECALL   214
 
#define ENUM_SECURITYTRADINGSTATUS_CALL   215
 
#define ENUM_SECURITYTRADINGSTATUS_FREEZE   216
 
#define LEN_SECURITYTYPE   4
 
#define ENUM_SECURITYTYPE_OPTION   "OPT "
 
#define ENUM_SECURITYTYPE_FUTURE   "FUT "
 
#define ENUM_SECURITYTYPE_MULTILEG   "MLEG"
 
#define LEN_SECURITYUPDATEACTION   1
 
#define ENUM_SECURITYUPDATEACTION_ADD   "A"
 
#define ENUM_SIDE_BUY   1
 
#define ENUM_SIDE_SELL   2
 
#define ENUM_SOLDOUTINDICATOR_SOLDOUT   1
 
#define ENUM_TRADSESEVENT_TBD   0
 
#define ENUM_TRADSESEVENT_STATUSCHANGE   3
 
#define ENUM_TRADSESSTATUS_HALTED   1
 
#define ENUM_TRADSESSTATUS_OPEN   2
 
#define ENUM_TRADSESSTATUS_CLOSED   3
 
#define ENUM_TRADECONDITION_IMPLIEDTRADE   1
 
#define ENUM_TRADECONDITION_OUTOFSEQUENCE   107
 
#define ENUM_TRADECONDITION_SYSTEMATICINTERNALIZER   153
 
#define ENUM_TRADECONDITION_MIDPOINTPRICE   155
 
#define ENUM_TRADECONDITION_TRADINGONTERMSOFISSUE   156
 
#define ENUM_TRADECONDITION_SPECIALAUCTION   596
 
#define ENUM_TRADINGSESSIONID_DAY   1
 
#define ENUM_TRADINGSESSIONID_MORNING   3
 
#define ENUM_TRADINGSESSIONID_EVENING   5
 
#define ENUM_TRADINGSESSIONID_AFTERHOURS   6
 
#define ENUM_TRADINGSESSIONID_HOLIDAY   7
 
#define ENUM_TRADINGSESSIONSUBID_PRETRADING   1
 
#define ENUM_TRADINGSESSIONSUBID_CONTINUOUS   3
 
#define ENUM_TRADINGSESSIONSUBID_CLOSING   4
 
#define ENUM_TRADINGSESSIONSUBID_POSTTRADING   5
 
#define ENUM_TRADINGSESSIONSUBID_QUIESCENT   7
 

Typedefs

typedef OnixS::Eurex::MarketData::Int8 int8_t
 
typedef OnixS::Eurex::MarketData::Int16 int16_t
 
typedef OnixS::Eurex::MarketData::Int32 int32_t
 
typedef OnixS::Eurex::MarketData::Int64 int64_t
 
typedef OnixS::Eurex::MarketData::UInt8 uint8_t
 
typedef OnixS::Eurex::MarketData::UInt16 uint16_t
 
typedef OnixS::Eurex::MarketData::UInt32 uint32_t
 
typedef OnixS::Eurex::MarketData::UInt64 uint64_t
 

Variables

const int EOBI_EOBI_TID_MIN = 13000
 
const int EOBI_EOBI_TID_MAX = 13602
 

Macro Definition Documentation

#define __EOBI_EOBI_LAYOUTS__

Definition at line 41 of file MessageDataStructures.h.

#define BYTE_ARRAY_OF_0_16   {0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0}

Definition at line 905 of file EOBILayouts.h.

#define BYTE_ARRAY_OF_0_16   {0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0}
#define ENUM_AGGRESSOR_SIDE_BUY   1

Definition at line 121 of file EOBILayouts.h.

#define ENUM_AGGRESSOR_SIDE_BUY   1
#define ENUM_AGGRESSOR_SIDE_SELL   2

Definition at line 122 of file EOBILayouts.h.

#define ENUM_AGGRESSOR_SIDE_SELL   2
#define ENUM_AGGRESSORSIDE_BUY   1
#define ENUM_AGGRESSORSIDE_BUY   1

Definition at line 937 of file EOBILayouts.h.

#define ENUM_AGGRESSORSIDE_SELL   2
#define ENUM_AGGRESSORSIDE_SELL   2

Definition at line 938 of file EOBILayouts.h.

#define ENUM_ALGORITHMIC_TRADE_INDICATOR_ALGORITHMIC_TRADE   1

Definition at line 125 of file EOBILayouts.h.

#define ENUM_ALGORITHMIC_TRADE_INDICATOR_ALGORITHMIC_TRADE   1
#define ENUM_ALGORITHMICTRADEINDICATOR_ALGORITHMICTRADE   1
#define ENUM_ALGORITHMICTRADEINDICATOR_ALGORITHMICTRADE   1

Definition at line 939 of file EOBILayouts.h.

#define ENUM_APPL_SEQ_RESET_INDICATOR_NO_RESET   0

Definition at line 128 of file EOBILayouts.h.

#define ENUM_APPL_SEQ_RESET_INDICATOR_NO_RESET   0
#define ENUM_APPL_SEQ_RESET_INDICATOR_RESET   1

Definition at line 129 of file EOBILayouts.h.

#define ENUM_APPL_SEQ_RESET_INDICATOR_RESET   1
#define ENUM_APPLSEQRESETINDICATOR_NORESET   0
#define ENUM_APPLSEQRESETINDICATOR_NORESET   0

Definition at line 940 of file EOBILayouts.h.

#define ENUM_APPLSEQRESETINDICATOR_RESET   1
#define ENUM_APPLSEQRESETINDICATOR_RESET   1

Definition at line 941 of file EOBILayouts.h.

#define ENUM_BID_ORD_TYPE_MARKET   1

Definition at line 132 of file EOBILayouts.h.

#define ENUM_BID_ORD_TYPE_MARKET   1
#define ENUM_BIDORDTYPE_MARKET   1
#define ENUM_BIDORDTYPE_MARKET   1

Definition at line 942 of file EOBILayouts.h.

#define ENUM_COMPLETION_INDICATOR_COMPLETE   1

Definition at line 136 of file EOBILayouts.h.

#define ENUM_COMPLETION_INDICATOR_COMPLETE   1
#define ENUM_COMPLETION_INDICATOR_INCOMPLETE   0

Definition at line 135 of file EOBILayouts.h.

#define ENUM_COMPLETION_INDICATOR_INCOMPLETE   0
#define ENUM_COMPLETIONINDICATOR_COMPLETE   1
#define ENUM_COMPLETIONINDICATOR_COMPLETE   1

Definition at line 944 of file EOBILayouts.h.

#define ENUM_COMPLETIONINDICATOR_INCOMPLETE   0
#define ENUM_COMPLETIONINDICATOR_INCOMPLETE   0

Definition at line 943 of file EOBILayouts.h.

#define ENUM_CROSS_REQUEST_TYPE_CROSS_ANNOUNCEMENT   1

Definition at line 139 of file EOBILayouts.h.

#define ENUM_CROSS_REQUEST_TYPE_CROSS_ANNOUNCEMENT   1
#define ENUM_CROSS_REQUEST_TYPE_LIQUIDITY_IMPROVEMENT_CROSS   2

Definition at line 140 of file EOBILayouts.h.

#define ENUM_CROSS_REQUEST_TYPE_LIQUIDITY_IMPROVEMENT_CROSS   2
#define ENUM_CROSSREQUESTTYPE_CROSSANNOUNCEMENT   1
#define ENUM_CROSSREQUESTTYPE_CROSSANNOUNCEMENT   1

Definition at line 945 of file EOBILayouts.h.

#define ENUM_CROSSREQUESTTYPE_LIQUIDITYIMPROVEMENTCROSS   2
#define ENUM_CROSSREQUESTTYPE_LIQUIDITYIMPROVEMENTCROSS   2

Definition at line 946 of file EOBILayouts.h.

#define ENUM_FAST_MARKET_INDICATOR_NO   0

Definition at line 143 of file EOBILayouts.h.

#define ENUM_FAST_MARKET_INDICATOR_NO   0
#define ENUM_FAST_MARKET_INDICATOR_YES   1

Definition at line 144 of file EOBILayouts.h.

#define ENUM_FAST_MARKET_INDICATOR_YES   1
#define ENUM_FASTMARKETINDICATOR_NO   0
#define ENUM_FASTMARKETINDICATOR_NO   0

Definition at line 947 of file EOBILayouts.h.

#define ENUM_FASTMARKETINDICATOR_YES   1
#define ENUM_FASTMARKETINDICATOR_YES   1

Definition at line 948 of file EOBILayouts.h.

#define ENUM_FUNC_CATEGORY_GENERAL   "General "

Definition at line 148 of file EOBILayouts.h.

#define ENUM_FUNC_CATEGORY_GENERAL   "General "
#define ENUM_FUNC_CATEGORY_ORDER_DATA   "Order Data "

Definition at line 149 of file EOBILayouts.h.

#define ENUM_FUNC_CATEGORY_ORDER_DATA   "Order Data "
#define ENUM_FUNC_CATEGORY_REFERENCE_DATA   "Reference Data "

Definition at line 152 of file EOBILayouts.h.

#define ENUM_FUNC_CATEGORY_REFERENCE_DATA   "Reference Data "
#define ENUM_FUNC_CATEGORY_SNAPSHOT   "Snapshot "

Definition at line 153 of file EOBILayouts.h.

#define ENUM_FUNC_CATEGORY_SNAPSHOT   "Snapshot "
#define ENUM_FUNC_CATEGORY_STATE_CHANGE   "State Change "

Definition at line 151 of file EOBILayouts.h.

#define ENUM_FUNC_CATEGORY_STATE_CHANGE   "State Change "
#define ENUM_FUNC_CATEGORY_TRADE_DATA   "Trade Data "

Definition at line 150 of file EOBILayouts.h.

#define ENUM_FUNC_CATEGORY_TRADE_DATA   "Trade Data "
#define ENUM_FUNCCATEGORY_GENERAL   "General "
#define ENUM_FUNCCATEGORY_GENERAL   "General "

Definition at line 950 of file EOBILayouts.h.

#define ENUM_FUNCCATEGORY_ORDERDATA   "Order Data "
#define ENUM_FUNCCATEGORY_ORDERDATA   "Order Data "

Definition at line 951 of file EOBILayouts.h.

#define ENUM_FUNCCATEGORY_REFERENCEDATA   "Reference Data "
#define ENUM_FUNCCATEGORY_REFERENCEDATA   "Reference Data "

Definition at line 954 of file EOBILayouts.h.

#define ENUM_FUNCCATEGORY_SNAPSHOT   "Snapshot "
#define ENUM_FUNCCATEGORY_SNAPSHOT   "Snapshot "

Definition at line 955 of file EOBILayouts.h.

#define ENUM_FUNCCATEGORY_STATECHANGE   "State Change "
#define ENUM_FUNCCATEGORY_STATECHANGE   "State Change "

Definition at line 953 of file EOBILayouts.h.

#define ENUM_FUNCCATEGORY_TRADEDATA   "Trade Data "
#define ENUM_FUNCCATEGORY_TRADEDATA   "Trade Data "

Definition at line 952 of file EOBILayouts.h.

#define ENUM_IMPLIED_MARKET_INDICATOR_IMPLIED_IN_OUT   3

Definition at line 157 of file EOBILayouts.h.

#define ENUM_IMPLIED_MARKET_INDICATOR_IMPLIED_IN_OUT   3
#define ENUM_IMPLIED_MARKET_INDICATOR_NOT_IMPLIED   0

Definition at line 156 of file EOBILayouts.h.

#define ENUM_IMPLIED_MARKET_INDICATOR_NOT_IMPLIED   0
#define ENUM_IMPLIEDMARKETINDICATOR_IMPLIEDINOUT   3
#define ENUM_IMPLIEDMARKETINDICATOR_IMPLIEDINOUT   3

Definition at line 957 of file EOBILayouts.h.

#define ENUM_IMPLIEDMARKETINDICATOR_NOTIMPLIED   0
#define ENUM_IMPLIEDMARKETINDICATOR_NOTIMPLIED   0

Definition at line 956 of file EOBILayouts.h.

#define ENUM_INPUT_SOURCE_CLIP_CLIENT_BROKER   1

Definition at line 160 of file EOBILayouts.h.

#define ENUM_INPUT_SOURCE_CLIP_CLIENT_BROKER   1
#define ENUM_INPUTSOURCE_CLIPCLIENTBROKER   1
#define ENUM_INPUTSOURCE_CLIPCLIENTBROKER   1

Definition at line 958 of file EOBILayouts.h.

#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_FUTURES_SPREAD   5

Definition at line 167 of file EOBILayouts.h.

#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_FUTURES_SPREAD   5
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_INTER_PRODUCT_SPREAD   6

Definition at line 168 of file EOBILayouts.h.

#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_INTER_PRODUCT_SPREAD   6
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_NON_STANDARD_OPTION_STRATEGY   3

Definition at line 165 of file EOBILayouts.h.

#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_NON_STANDARD_OPTION_STRATEGY   3
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_PACK_AND_BUNDLE   8

Definition at line 170 of file EOBILayouts.h.

#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_PACK_AND_BUNDLE   8
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_SIMPLE_INSTRUMENT   1
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_SIMPLE_INSTRUMENT   1

Definition at line 163 of file EOBILayouts.h.

#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_STANDARD_FUTURES_STRATEGY   7

Definition at line 169 of file EOBILayouts.h.

#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_STANDARD_FUTURES_STRATEGY   7
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_STANDARD_OPTION_STRATEGY   2
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_STANDARD_OPTION_STRATEGY   2

Definition at line 164 of file EOBILayouts.h.

#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_STRIP   9

Definition at line 171 of file EOBILayouts.h.

#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_STRIP   9
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_VOLATILITY_STRATEGY   4
#define ENUM_INSTRUMENT_SCOPE_PRODUCT_COMPLEX_VOLATILITY_STRATEGY   4

Definition at line 166 of file EOBILayouts.h.

#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_FUTURESSPREAD   5
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_FUTURESSPREAD   5

Definition at line 963 of file EOBILayouts.h.

#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_INTERPRODUCTSPREAD   6
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_INTERPRODUCTSPREAD   6

Definition at line 964 of file EOBILayouts.h.

#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_NONSTANDARDOPTIONSTRATEGY   3
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_NONSTANDARDOPTIONSTRATEGY   3

Definition at line 961 of file EOBILayouts.h.

#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_PACKANDBUNDLE   8
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_PACKANDBUNDLE   8

Definition at line 966 of file EOBILayouts.h.

#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_SIMPLEINSTRUMENT   1
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_SIMPLEINSTRUMENT   1

Definition at line 959 of file EOBILayouts.h.

#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_STANDARDFUTURESSTRATEGY   7
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_STANDARDFUTURESSTRATEGY   7

Definition at line 965 of file EOBILayouts.h.

#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_STANDARDOPTIONSTRATEGY   2
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_STANDARDOPTIONSTRATEGY   2

Definition at line 960 of file EOBILayouts.h.

#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_STRIP   9
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_STRIP   9

Definition at line 967 of file EOBILayouts.h.

#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_VOLATILITYSTRATEGY   4
#define ENUM_INSTRUMENTSCOPEPRODUCTCOMPLEX_VOLATILITYSTRATEGY   4

Definition at line 962 of file EOBILayouts.h.

#define ENUM_LAST_FRAGMENT_N   0

Definition at line 174 of file EOBILayouts.h.

#define ENUM_LAST_FRAGMENT_N   0
#define ENUM_LAST_FRAGMENT_Y   1

Definition at line 175 of file EOBILayouts.h.

#define ENUM_LAST_FRAGMENT_Y   1
#define ENUM_LASTFRAGMENT_N   0
#define ENUM_LASTFRAGMENT_N   0

Definition at line 968 of file EOBILayouts.h.

#define ENUM_LASTFRAGMENT_Y   1
#define ENUM_LASTFRAGMENT_Y   1

Definition at line 969 of file EOBILayouts.h.

#define ENUM_LEG_SECURITY_ID_SOURCE_MARKETPLACE   "M"

Definition at line 179 of file EOBILayouts.h.

#define ENUM_LEG_SECURITY_ID_SOURCE_MARKETPLACE   "M"
#define ENUM_LEG_SECURITY_ID_SOURCE_MARKETPLACE_CHAR   'M'

Definition at line 180 of file EOBILayouts.h.

#define ENUM_LEG_SECURITY_ID_SOURCE_MARKETPLACE_CHAR   'M'
#define ENUM_LEG_SECURITY_TYPE_LEG_SECURITY_MULTI_LEG   1

Definition at line 183 of file EOBILayouts.h.

#define ENUM_LEG_SECURITY_TYPE_LEG_SECURITY_MULTI_LEG   1
#define ENUM_LEG_SECURITY_TYPE_LEG_SECURITY_UNDERLYING_LEG   2

Definition at line 184 of file EOBILayouts.h.

#define ENUM_LEG_SECURITY_TYPE_LEG_SECURITY_UNDERLYING_LEG   2
#define ENUM_LEG_SIDE_BUY   1

Definition at line 187 of file EOBILayouts.h.

#define ENUM_LEG_SIDE_BUY   1
#define ENUM_LEG_SIDE_SELL   2

Definition at line 188 of file EOBILayouts.h.

#define ENUM_LEG_SIDE_SELL   2
#define ENUM_LEGSECURITYIDSOURCE_MARKETPLACE   "M"
#define ENUM_LEGSECURITYIDSOURCE_MARKETPLACE   "M"

Definition at line 971 of file EOBILayouts.h.

#define ENUM_LEGSECURITYTYPE_LEGSECURITYMULTILEG   1
#define ENUM_LEGSECURITYTYPE_LEGSECURITYMULTILEG   1

Definition at line 972 of file EOBILayouts.h.

#define ENUM_LEGSECURITYTYPE_LEGSECURITYUNDERLYINGLEG   2
#define ENUM_LEGSECURITYTYPE_LEGSECURITYUNDERLYINGLEG   2

Definition at line 973 of file EOBILayouts.h.

#define ENUM_LEGSIDE_BUY   1
#define ENUM_LEGSIDE_BUY   1

Definition at line 974 of file EOBILayouts.h.

#define ENUM_LEGSIDE_SELL   2
#define ENUM_LEGSIDE_SELL   2

Definition at line 975 of file EOBILayouts.h.

#define ENUM_MARKET_CONDITION_NORMAL   0

Definition at line 214 of file EOBILayouts.h.

#define ENUM_MARKET_CONDITION_NORMAL   0
#define ENUM_MARKET_CONDITION_STRESSED   1

Definition at line 215 of file EOBILayouts.h.

#define ENUM_MARKET_CONDITION_STRESSED   1
#define ENUM_MARKET_DATA_TYPE_AUCTION_BBO   5

Definition at line 222 of file EOBILayouts.h.

#define ENUM_MARKET_DATA_TYPE_AUCTION_BBO   5
#define ENUM_MARKET_DATA_TYPE_AUCTION_CLEARING_PRICE   6

Definition at line 223 of file EOBILayouts.h.

#define ENUM_MARKET_DATA_TYPE_AUCTION_CLEARING_PRICE   6
#define ENUM_MARKET_DATA_TYPE_CROSS_TRADE_ANNOUNCEMENT   7

Definition at line 224 of file EOBILayouts.h.

#define ENUM_MARKET_DATA_TYPE_CROSS_TRADE_ANNOUNCEMENT   7
#define ENUM_MARKET_DATA_TYPE_MARKET_SEGMENT_SNAPSHOT   9

Definition at line 226 of file EOBILayouts.h.

#define ENUM_MARKET_DATA_TYPE_MARKET_SEGMENT_SNAPSHOT   9
#define ENUM_MARKET_DATA_TYPE_MATCH_EVENT   12

Definition at line 229 of file EOBILayouts.h.

#define ENUM_MARKET_DATA_TYPE_MATCH_EVENT   12
#define ENUM_MARKET_DATA_TYPE_ORDER_BOOK_EXECUTION   2

Definition at line 219 of file EOBILayouts.h.

#define ENUM_MARKET_DATA_TYPE_ORDER_BOOK_EXECUTION   2
#define ENUM_MARKET_DATA_TYPE_ORDER_BOOK_MAINTENANCE   1

Definition at line 218 of file EOBILayouts.h.

#define ENUM_MARKET_DATA_TYPE_ORDER_BOOK_MAINTENANCE   1
#define ENUM_MARKET_DATA_TYPE_ORDER_BOOK_SNAPSHOT   11

Definition at line 228 of file EOBILayouts.h.

#define ENUM_MARKET_DATA_TYPE_ORDER_BOOK_SNAPSHOT   11
#define ENUM_MARKET_DATA_TYPE_QUOTE_REQUEST   8

Definition at line 225 of file EOBILayouts.h.

#define ENUM_MARKET_DATA_TYPE_QUOTE_REQUEST   8
#define ENUM_MARKET_DATA_TYPE_SINGLE_INSTRUMENT_SNAPSHOT   10

Definition at line 227 of file EOBILayouts.h.

#define ENUM_MARKET_DATA_TYPE_SINGLE_INSTRUMENT_SNAPSHOT   10
#define ENUM_MARKET_DATA_TYPE_TOP_OF_BOOK   13

Definition at line 230 of file EOBILayouts.h.

#define ENUM_MARKET_DATA_TYPE_TOP_OF_BOOK   13
#define ENUM_MARKET_DATA_TYPE_TRADE_REPORT   4

Definition at line 221 of file EOBILayouts.h.

#define ENUM_MARKET_DATA_TYPE_TRADE_REPORT   4
#define ENUM_MARKET_DATA_TYPE_TRADE_REVERSAL   3

Definition at line 220 of file EOBILayouts.h.

#define ENUM_MARKET_DATA_TYPE_TRADE_REVERSAL   3
#define ENUM_MARKETCONDITION_NORMAL   0
#define ENUM_MARKETCONDITION_NORMAL   0

Definition at line 993 of file EOBILayouts.h.

#define ENUM_MARKETCONDITION_STRESSED   1
#define ENUM_MARKETCONDITION_STRESSED   1

Definition at line 994 of file EOBILayouts.h.

#define ENUM_MARKETDATATYPE_AUCTIONBBO   5
#define ENUM_MARKETDATATYPE_AUCTIONBBO   5

Definition at line 999 of file EOBILayouts.h.

#define ENUM_MARKETDATATYPE_AUCTIONCLEARINGPRICE   6
#define ENUM_MARKETDATATYPE_AUCTIONCLEARINGPRICE   6

Definition at line 1000 of file EOBILayouts.h.

#define ENUM_MARKETDATATYPE_CROSSTRADEANNOUNCEMENT   7
#define ENUM_MARKETDATATYPE_CROSSTRADEANNOUNCEMENT   7

Definition at line 1001 of file EOBILayouts.h.

#define ENUM_MARKETDATATYPE_MARKETSEGMENTSNAPSHOT   9
#define ENUM_MARKETDATATYPE_MARKETSEGMENTSNAPSHOT   9

Definition at line 1003 of file EOBILayouts.h.

#define ENUM_MARKETDATATYPE_MATCHEVENT   12
#define ENUM_MARKETDATATYPE_MATCHEVENT   12

Definition at line 1006 of file EOBILayouts.h.

#define ENUM_MARKETDATATYPE_ORDERBOOKEXECUTION   2
#define ENUM_MARKETDATATYPE_ORDERBOOKEXECUTION   2

Definition at line 996 of file EOBILayouts.h.

#define ENUM_MARKETDATATYPE_ORDERBOOKMAINTENANCE   1

Definition at line 995 of file EOBILayouts.h.

#define ENUM_MARKETDATATYPE_ORDERBOOKMAINTENANCE   1
#define ENUM_MARKETDATATYPE_ORDERBOOKSNAPSHOT   11
#define ENUM_MARKETDATATYPE_ORDERBOOKSNAPSHOT   11

Definition at line 1005 of file EOBILayouts.h.

#define ENUM_MARKETDATATYPE_QUOTEREQUEST   8
#define ENUM_MARKETDATATYPE_QUOTEREQUEST   8

Definition at line 1002 of file EOBILayouts.h.

#define ENUM_MARKETDATATYPE_SINGLEINSTRUMENTSNAPSHOT   10

Definition at line 1004 of file EOBILayouts.h.

#define ENUM_MARKETDATATYPE_SINGLEINSTRUMENTSNAPSHOT   10
#define ENUM_MARKETDATATYPE_TOPOFBOOK   13
#define ENUM_MARKETDATATYPE_TOPOFBOOK   13

Definition at line 1007 of file EOBILayouts.h.

#define ENUM_MARKETDATATYPE_TRADEREPORT   4

Definition at line 998 of file EOBILayouts.h.

#define ENUM_MARKETDATATYPE_TRADEREPORT   4
#define ENUM_MARKETDATATYPE_TRADEREVERSAL   3
#define ENUM_MARKETDATATYPE_TRADEREVERSAL   3

Definition at line 997 of file EOBILayouts.h.

#define ENUM_MASS_MARKET_CONDITION_NORMAL   0

Definition at line 233 of file EOBILayouts.h.

#define ENUM_MASS_MARKET_CONDITION_NORMAL   0
#define ENUM_MASS_MARKET_CONDITION_STRESSED   1

Definition at line 234 of file EOBILayouts.h.

#define ENUM_MASS_MARKET_CONDITION_STRESSED   1
#define ENUM_MASS_SOLD_OUT_INDICATOR_SOLD_OUT   1

Definition at line 237 of file EOBILayouts.h.

#define ENUM_MASS_SOLD_OUT_INDICATOR_SOLD_OUT   1
#define ENUM_MASSMARKETCONDITION_NORMAL   0

Definition at line 1008 of file EOBILayouts.h.

#define ENUM_MASSMARKETCONDITION_NORMAL   0
#define ENUM_MASSMARKETCONDITION_STRESSED   1
#define ENUM_MASSMARKETCONDITION_STRESSED   1

Definition at line 1009 of file EOBILayouts.h.

#define ENUM_MASSSOLDOUTINDICATOR_SOLDOUT   1
#define ENUM_MASSSOLDOUTINDICATOR_SOLDOUT   1

Definition at line 1010 of file EOBILayouts.h.

#define ENUM_MATCH_SUB_TYPE_CIRCUIT_BREAKER_AUCTION   4

Definition at line 243 of file EOBILayouts.h.

#define ENUM_MATCH_SUB_TYPE_CIRCUIT_BREAKER_AUCTION   4
#define ENUM_MATCH_SUB_TYPE_CLOSING_AUCTION   2

Definition at line 241 of file EOBILayouts.h.

#define ENUM_MATCH_SUB_TYPE_CLOSING_AUCTION   2
#define ENUM_MATCH_SUB_TYPE_INTRADAY_AUCTION   3

Definition at line 242 of file EOBILayouts.h.

#define ENUM_MATCH_SUB_TYPE_INTRADAY_AUCTION   3
#define ENUM_MATCH_SUB_TYPE_IPO_AUCTION   5

Definition at line 244 of file EOBILayouts.h.

#define ENUM_MATCH_SUB_TYPE_IPO_AUCTION   5
#define ENUM_MATCH_SUB_TYPE_OPENING_AUCTION   1

Definition at line 240 of file EOBILayouts.h.

#define ENUM_MATCH_SUB_TYPE_OPENING_AUCTION   1
#define ENUM_MATCH_TYPE_CALL_AUCTION   7

Definition at line 249 of file EOBILayouts.h.

#define ENUM_MATCH_TYPE_CALL_AUCTION   7
#define ENUM_MATCH_TYPE_CONFIRMED_TRADE_REPORT   3

Definition at line 247 of file EOBILayouts.h.

#define ENUM_MATCH_TYPE_CONFIRMED_TRADE_REPORT   3
#define ENUM_MATCH_TYPE_CONTINUOUS_AUCTION   14

Definition at line 251 of file EOBILayouts.h.

#define ENUM_MATCH_TYPE_CONTINUOUS_AUCTION   14
#define ENUM_MATCH_TYPE_CROSS_AUCTION   5

Definition at line 248 of file EOBILayouts.h.

#define ENUM_MATCH_TYPE_CROSS_AUCTION   5
#define ENUM_MATCH_TYPE_LIQUIDITY_IMPROVEMENT_CROSS   13

Definition at line 250 of file EOBILayouts.h.

#define ENUM_MATCH_TYPE_LIQUIDITY_IMPROVEMENT_CROSS   13
#define ENUM_MATCHSUBTYPE_CIRCUITBREAKERAUCTION   4
#define ENUM_MATCHSUBTYPE_CIRCUITBREAKERAUCTION   4

Definition at line 1014 of file EOBILayouts.h.

#define ENUM_MATCHSUBTYPE_CLOSINGAUCTION   2
#define ENUM_MATCHSUBTYPE_CLOSINGAUCTION   2

Definition at line 1012 of file EOBILayouts.h.

#define ENUM_MATCHSUBTYPE_INTRADAYAUCTION   3
#define ENUM_MATCHSUBTYPE_INTRADAYAUCTION   3

Definition at line 1013 of file EOBILayouts.h.

#define ENUM_MATCHSUBTYPE_IPOAUCTION   5
#define ENUM_MATCHSUBTYPE_IPOAUCTION   5

Definition at line 1015 of file EOBILayouts.h.

#define ENUM_MATCHSUBTYPE_OPENINGAUCTION   1

Definition at line 1011 of file EOBILayouts.h.

#define ENUM_MATCHSUBTYPE_OPENINGAUCTION   1
#define ENUM_MATCHTYPE_CALLAUCTION   7
#define ENUM_MATCHTYPE_CALLAUCTION   7

Definition at line 1018 of file EOBILayouts.h.

#define ENUM_MATCHTYPE_CONFIRMEDTRADEREPORT   3

Definition at line 1016 of file EOBILayouts.h.

#define ENUM_MATCHTYPE_CONFIRMEDTRADEREPORT   3
#define ENUM_MATCHTYPE_CONTINUOUSAUCTION   14
#define ENUM_MATCHTYPE_CONTINUOUSAUCTION   14

Definition at line 1020 of file EOBILayouts.h.

#define ENUM_MATCHTYPE_CROSSAUCTION   5
#define ENUM_MATCHTYPE_CROSSAUCTION   5

Definition at line 1017 of file EOBILayouts.h.

#define ENUM_MATCHTYPE_LIQUIDITYIMPROVEMENTCROSS   13

Definition at line 1019 of file EOBILayouts.h.

#define ENUM_MATCHTYPE_LIQUIDITYIMPROVEMENTCROSS   13
#define ENUM_MD_ENTRY_TYPE_CIRCUIT_BREAKER_AUCTION   202

Definition at line 200 of file EOBILayouts.h.

#define ENUM_MD_ENTRY_TYPE_CIRCUIT_BREAKER_AUCTION   202
#define ENUM_MD_ENTRY_TYPE_CLOSING_AUCTION   203

Definition at line 201 of file EOBILayouts.h.

#define ENUM_MD_ENTRY_TYPE_CLOSING_AUCTION   203
#define ENUM_MD_ENTRY_TYPE_CLOSING_PRICE   5

Definition at line 193 of file EOBILayouts.h.

#define ENUM_MD_ENTRY_TYPE_CLOSING_PRICE   5
#define ENUM_MD_ENTRY_TYPE_HIGH_PRICE   7

Definition at line 194 of file EOBILayouts.h.

#define ENUM_MD_ENTRY_TYPE_HIGH_PRICE   7
#define ENUM_MD_ENTRY_TYPE_INTRADAY_AUCTION   201

Definition at line 199 of file EOBILayouts.h.

#define ENUM_MD_ENTRY_TYPE_INTRADAY_AUCTION   201
#define ENUM_MD_ENTRY_TYPE_IPO_AUCTION   204

Definition at line 202 of file EOBILayouts.h.

#define ENUM_MD_ENTRY_TYPE_IPO_AUCTION   204
#define ENUM_MD_ENTRY_TYPE_LOW_PRICE   8

Definition at line 195 of file EOBILayouts.h.

#define ENUM_MD_ENTRY_TYPE_LOW_PRICE   8
#define ENUM_MD_ENTRY_TYPE_OPENING_AUCTION   200

Definition at line 198 of file EOBILayouts.h.

#define ENUM_MD_ENTRY_TYPE_OPENING_AUCTION   200
#define ENUM_MD_ENTRY_TYPE_OPENING_PRICE   4

Definition at line 192 of file EOBILayouts.h.

#define ENUM_MD_ENTRY_TYPE_OPENING_PRICE   4
#define ENUM_MD_ENTRY_TYPE_PREVIOUS_CLOSING_PRICE   101

Definition at line 197 of file EOBILayouts.h.

#define ENUM_MD_ENTRY_TYPE_PREVIOUS_CLOSING_PRICE   101
#define ENUM_MD_ENTRY_TYPE_TRADE   2

Definition at line 191 of file EOBILayouts.h.

#define ENUM_MD_ENTRY_TYPE_TRADE   2
#define ENUM_MD_ENTRY_TYPE_TRADE_VOLUME   66

Definition at line 196 of file EOBILayouts.h.

#define ENUM_MD_ENTRY_TYPE_TRADE_VOLUME   66
#define ENUM_MD_REPORT_EVENT_SCOPE_DEFINITION   0

Definition at line 205 of file EOBILayouts.h.

#define ENUM_MD_REPORT_EVENT_SCOPE_DEFINITION   0
#define ENUM_MD_UPDATE_ACTION_CHANGE   1

Definition at line 209 of file EOBILayouts.h.

#define ENUM_MD_UPDATE_ACTION_CHANGE   1
#define ENUM_MD_UPDATE_ACTION_DELETE   2

Definition at line 210 of file EOBILayouts.h.

#define ENUM_MD_UPDATE_ACTION_DELETE   2
#define ENUM_MD_UPDATE_ACTION_NEW   0

Definition at line 208 of file EOBILayouts.h.

#define ENUM_MD_UPDATE_ACTION_NEW   0
#define ENUM_MD_UPDATE_ACTION_OVERLAY   5

Definition at line 211 of file EOBILayouts.h.

#define ENUM_MD_UPDATE_ACTION_OVERLAY   5
#define ENUM_MDENTRYTYPE_CIRCUITBREAKERAUCTION   202
#define ENUM_MDENTRYTYPE_CIRCUITBREAKERAUCTION   202

Definition at line 985 of file EOBILayouts.h.

#define ENUM_MDENTRYTYPE_CLOSINGAUCTION   203
#define ENUM_MDENTRYTYPE_CLOSINGAUCTION   203

Definition at line 986 of file EOBILayouts.h.

#define ENUM_MDENTRYTYPE_CLOSINGPRICE   5
#define ENUM_MDENTRYTYPE_CLOSINGPRICE   5

Definition at line 978 of file EOBILayouts.h.

#define ENUM_MDENTRYTYPE_HIGHPRICE   7
#define ENUM_MDENTRYTYPE_HIGHPRICE   7

Definition at line 979 of file EOBILayouts.h.

#define ENUM_MDENTRYTYPE_INTRADAYAUCTION   201
#define ENUM_MDENTRYTYPE_INTRADAYAUCTION   201

Definition at line 984 of file EOBILayouts.h.

#define ENUM_MDENTRYTYPE_IPOAUCTION   204
#define ENUM_MDENTRYTYPE_IPOAUCTION   204

Definition at line 987 of file EOBILayouts.h.

#define ENUM_MDENTRYTYPE_LOWPRICE   8
#define ENUM_MDENTRYTYPE_LOWPRICE   8

Definition at line 980 of file EOBILayouts.h.

#define ENUM_MDENTRYTYPE_OPENINGAUCTION   200
#define ENUM_MDENTRYTYPE_OPENINGAUCTION   200

Definition at line 983 of file EOBILayouts.h.

#define ENUM_MDENTRYTYPE_OPENINGPRICE   4
#define ENUM_MDENTRYTYPE_OPENINGPRICE   4

Definition at line 977 of file EOBILayouts.h.

#define ENUM_MDENTRYTYPE_PREVIOUSCLOSINGPRICE   101

Definition at line 982 of file EOBILayouts.h.

#define ENUM_MDENTRYTYPE_PREVIOUSCLOSINGPRICE   101
#define ENUM_MDENTRYTYPE_TRADE   2
#define ENUM_MDENTRYTYPE_TRADE   2

Definition at line 976 of file EOBILayouts.h.

#define ENUM_MDENTRYTYPE_TRADEVOLUME   66
#define ENUM_MDENTRYTYPE_TRADEVOLUME   66

Definition at line 981 of file EOBILayouts.h.

#define ENUM_MDREPORTEVENT_SCOPEDEFINITION   0
#define ENUM_MDREPORTEVENT_SCOPEDEFINITION   0

Definition at line 988 of file EOBILayouts.h.

#define ENUM_MDUPDATEACTION_CHANGE   1
#define ENUM_MDUPDATEACTION_CHANGE   1

Definition at line 990 of file EOBILayouts.h.

#define ENUM_MDUPDATEACTION_DELETE   2
#define ENUM_MDUPDATEACTION_DELETE   2

Definition at line 991 of file EOBILayouts.h.

#define ENUM_MDUPDATEACTION_NEW   0
#define ENUM_MDUPDATEACTION_NEW   0

Definition at line 989 of file EOBILayouts.h.

#define ENUM_MDUPDATEACTION_OVERLAY   5

Definition at line 992 of file EOBILayouts.h.

#define ENUM_MDUPDATEACTION_OVERLAY   5
#define ENUM_MSG_TYPE_HEARTBEAT   "0 "
#define ENUM_MSG_TYPE_HEARTBEAT   "0 "

Definition at line 256 of file EOBILayouts.h.

#define ENUM_MSG_TYPE_MARKET_DATA_INSTRUMENT   "U23"
#define ENUM_MSG_TYPE_MARKET_DATA_INSTRUMENT   "U23"

Definition at line 263 of file EOBILayouts.h.

#define ENUM_MSG_TYPE_MARKET_DATA_ORDER   "U21"
#define ENUM_MSG_TYPE_MARKET_DATA_ORDER   "U21"

Definition at line 257 of file EOBILayouts.h.

#define ENUM_MSG_TYPE_MARKET_DATA_REPORT   "U20"
#define ENUM_MSG_TYPE_MARKET_DATA_REPORT   "U20"

Definition at line 255 of file EOBILayouts.h.

#define ENUM_MSG_TYPE_MARKET_DATA_TRADE   "U22"
#define ENUM_MSG_TYPE_MARKET_DATA_TRADE   "U22"

Definition at line 258 of file EOBILayouts.h.

#define ENUM_MSG_TYPE_SECURITY_DEFINITION_UPDATE_REPORT   "BP "
#define ENUM_MSG_TYPE_SECURITY_DEFINITION_UPDATE_REPORT   "BP "

Definition at line 262 of file EOBILayouts.h.

#define ENUM_MSG_TYPE_SECURITY_MASS_STATUS   "CO "
#define ENUM_MSG_TYPE_SECURITY_MASS_STATUS   "CO "

Definition at line 261 of file EOBILayouts.h.

#define ENUM_MSG_TYPE_SECURITY_STATUS   "f "
#define ENUM_MSG_TYPE_SECURITY_STATUS   "f "

Definition at line 260 of file EOBILayouts.h.

#define ENUM_MSG_TYPE_TRADING_SESSION_STATUS   "h "
#define ENUM_MSG_TYPE_TRADING_SESSION_STATUS   "h "

Definition at line 259 of file EOBILayouts.h.

#define ENUM_MSGTYPE_HEARTBEAT   "0 "
#define ENUM_MSGTYPE_HEARTBEAT   "0 "

Definition at line 1023 of file EOBILayouts.h.

#define ENUM_MSGTYPE_MARKETDATAINSTRUMENT   "U23"
#define ENUM_MSGTYPE_MARKETDATAINSTRUMENT   "U23"

Definition at line 1030 of file EOBILayouts.h.

#define ENUM_MSGTYPE_MARKETDATAORDER   "U21"
#define ENUM_MSGTYPE_MARKETDATAORDER   "U21"

Definition at line 1024 of file EOBILayouts.h.

#define ENUM_MSGTYPE_MARKETDATAREPORT   "U20"
#define ENUM_MSGTYPE_MARKETDATAREPORT   "U20"

Definition at line 1022 of file EOBILayouts.h.

#define ENUM_MSGTYPE_MARKETDATATRADE   "U22"
#define ENUM_MSGTYPE_MARKETDATATRADE   "U22"

Definition at line 1025 of file EOBILayouts.h.

#define ENUM_MSGTYPE_SECURITYDEFINITIONUPDATEREPORT   "BP "
#define ENUM_MSGTYPE_SECURITYDEFINITIONUPDATEREPORT   "BP "

Definition at line 1029 of file EOBILayouts.h.

#define ENUM_MSGTYPE_SECURITYMASSSTATUS   "CO "
#define ENUM_MSGTYPE_SECURITYMASSSTATUS   "CO "

Definition at line 1028 of file EOBILayouts.h.

#define ENUM_MSGTYPE_SECURITYSTATUS   "f "

Definition at line 1027 of file EOBILayouts.h.

#define ENUM_MSGTYPE_SECURITYSTATUS   "f "
#define ENUM_MSGTYPE_TRADINGSESSIONSTATUS   "h "
#define ENUM_MSGTYPE_TRADINGSESSIONSTATUS   "h "

Definition at line 1026 of file EOBILayouts.h.

#define ENUM_NO_MARKET_SEGMENTS_ONE   1
#define ENUM_NO_MARKET_SEGMENTS_ONE   1

Definition at line 266 of file EOBILayouts.h.

#define ENUM_NOMARKETSEGMENTS_ONE   1
#define ENUM_NOMARKETSEGMENTS_ONE   1

Definition at line 1031 of file EOBILayouts.h.

#define ENUM_OFFER_ORD_TYPE_MARKET   1
#define ENUM_OFFER_ORD_TYPE_MARKET   1

Definition at line 269 of file EOBILayouts.h.

#define ENUM_OFFERORDTYPE_MARKET   1

Definition at line 1032 of file EOBILayouts.h.

#define ENUM_OFFERORDTYPE_MARKET   1
#define ENUM_ORD_TYPE_MARKET   1
#define ENUM_ORD_TYPE_MARKET   1

Definition at line 272 of file EOBILayouts.h.

#define ENUM_ORDTYPE_MARKET   1
#define ENUM_ORDTYPE_MARKET   1

Definition at line 1033 of file EOBILayouts.h.

#define ENUM_POTENTIAL_SECURITY_TRADING_EVENT_NONE   0
#define ENUM_POTENTIAL_SECURITY_TRADING_EVENT_NONE   0

Definition at line 296 of file EOBILayouts.h.

#define ENUM_POTENTIAL_SECURITY_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED   10
#define ENUM_POTENTIAL_SECURITY_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED   10

Definition at line 297 of file EOBILayouts.h.

#define ENUM_POTENTIALSECURITYTRADINGEVENT_NONE   0
#define ENUM_POTENTIALSECURITYTRADINGEVENT_NONE   0

Definition at line 1041 of file EOBILayouts.h.

#define ENUM_POTENTIALSECURITYTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDED   10
#define ENUM_POTENTIALSECURITYTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDED   10

Definition at line 1042 of file EOBILayouts.h.

#define ENUM_PRODUCT_COMPLEX_FUTURES_SPREAD   5
#define ENUM_PRODUCT_COMPLEX_FUTURES_SPREAD   5

Definition at line 303 of file EOBILayouts.h.

#define ENUM_PRODUCT_COMPLEX_INTER_PRODUCT_SPREAD   6
#define ENUM_PRODUCT_COMPLEX_INTER_PRODUCT_SPREAD   6

Definition at line 304 of file EOBILayouts.h.

#define ENUM_PRODUCT_COMPLEX_NON_STANDARD_OPTION_STRATEGY   3
#define ENUM_PRODUCT_COMPLEX_NON_STANDARD_OPTION_STRATEGY   3

Definition at line 301 of file EOBILayouts.h.

#define ENUM_PRODUCT_COMPLEX_PACK_AND_BUNDLE   8
#define ENUM_PRODUCT_COMPLEX_PACK_AND_BUNDLE   8

Definition at line 306 of file EOBILayouts.h.

#define ENUM_PRODUCT_COMPLEX_STANDARD_FUTURES_STRATEGY   7

Definition at line 305 of file EOBILayouts.h.

#define ENUM_PRODUCT_COMPLEX_STANDARD_FUTURES_STRATEGY   7
#define ENUM_PRODUCT_COMPLEX_STANDARD_OPTION_STRATEGY   2
#define ENUM_PRODUCT_COMPLEX_STANDARD_OPTION_STRATEGY   2

Definition at line 300 of file EOBILayouts.h.

#define ENUM_PRODUCT_COMPLEX_STRIP   9
#define ENUM_PRODUCT_COMPLEX_STRIP   9

Definition at line 307 of file EOBILayouts.h.

#define ENUM_PRODUCT_COMPLEX_VOLATILITY_STRATEGY   4
#define ENUM_PRODUCT_COMPLEX_VOLATILITY_STRATEGY   4

Definition at line 302 of file EOBILayouts.h.

#define ENUM_PRODUCTCOMPLEX_FUTURESSPREAD   5
#define ENUM_PRODUCTCOMPLEX_FUTURESSPREAD   5

Definition at line 1046 of file EOBILayouts.h.

#define ENUM_PRODUCTCOMPLEX_INTERPRODUCTSPREAD   6
#define ENUM_PRODUCTCOMPLEX_INTERPRODUCTSPREAD   6

Definition at line 1047 of file EOBILayouts.h.

#define ENUM_PRODUCTCOMPLEX_NONSTANDARDOPTIONSTRATEGY   3
#define ENUM_PRODUCTCOMPLEX_NONSTANDARDOPTIONSTRATEGY   3

Definition at line 1044 of file EOBILayouts.h.

#define ENUM_PRODUCTCOMPLEX_PACKANDBUNDLE   8
#define ENUM_PRODUCTCOMPLEX_PACKANDBUNDLE   8

Definition at line 1049 of file EOBILayouts.h.

#define ENUM_PRODUCTCOMPLEX_STANDARDFUTURESSTRATEGY   7
#define ENUM_PRODUCTCOMPLEX_STANDARDFUTURESSTRATEGY   7

Definition at line 1048 of file EOBILayouts.h.

#define ENUM_PRODUCTCOMPLEX_STANDARDOPTIONSTRATEGY   2

Definition at line 1043 of file EOBILayouts.h.

#define ENUM_PRODUCTCOMPLEX_STANDARDOPTIONSTRATEGY   2
#define ENUM_PRODUCTCOMPLEX_STRIP   9
#define ENUM_PRODUCTCOMPLEX_STRIP   9

Definition at line 1050 of file EOBILayouts.h.

#define ENUM_PRODUCTCOMPLEX_VOLATILITYSTRATEGY   4
#define ENUM_PRODUCTCOMPLEX_VOLATILITYSTRATEGY   4

Definition at line 1045 of file EOBILayouts.h.

#define ENUM_SECURITY_ID_SOURCE_MARKETPLACE   "M"
#define ENUM_SECURITY_ID_SOURCE_MARKETPLACE   "M"

Definition at line 311 of file EOBILayouts.h.

#define ENUM_SECURITY_ID_SOURCE_MARKETPLACE_CHAR   'M'
#define ENUM_SECURITY_ID_SOURCE_MARKETPLACE_CHAR   'M'

Definition at line 312 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_STATUS_ACTIVE   1
#define ENUM_SECURITY_MASS_STATUS_ACTIVE   1

Definition at line 315 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_STATUS_EXPIRED   4

Definition at line 317 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_STATUS_EXPIRED   4
#define ENUM_SECURITY_MASS_STATUS_INACTIVE   2
#define ENUM_SECURITY_MASS_STATUS_INACTIVE   2

Definition at line 316 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_STATUS_KNOCK_OUT_REVOKED   7

Definition at line 319 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_STATUS_KNOCK_OUT_REVOKED   7
#define ENUM_SECURITY_MASS_STATUS_KNOCKED_OUT   6
#define ENUM_SECURITY_MASS_STATUS_KNOCKED_OUT   6

Definition at line 318 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_STATUS_KNOCKED_OUT_AND_SUSPENDED   12

Definition at line 322 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_STATUS_KNOCKED_OUT_AND_SUSPENDED   12
#define ENUM_SECURITY_MASS_STATUS_PENDING_DELETION   11
#define ENUM_SECURITY_MASS_STATUS_PENDING_DELETION   11

Definition at line 321 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_STATUS_SUSPENDED   9

Definition at line 320 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_STATUS_SUSPENDED   9
#define ENUM_SECURITY_MASS_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED   10

Definition at line 325 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED   10
#define ENUM_SECURITY_MASS_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED_AGAIN   11

Definition at line 326 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED_AGAIN   11
#define ENUM_SECURITY_MASS_TRADING_STATUS_BOOK   202

Definition at line 334 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_BOOK   202
#define ENUM_SECURITY_MASS_TRADING_STATUS_CALL   215

Definition at line 347 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_CALL   215
#define ENUM_SECURITY_MASS_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION   208

Definition at line 340 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION   208
#define ENUM_SECURITY_MASS_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION_FREEZE   209

Definition at line 341 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION_FREEZE   209
#define ENUM_SECURITY_MASS_TRADING_STATUS_CLOSED   200

Definition at line 332 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_CLOSED   200
#define ENUM_SECURITY_MASS_TRADING_STATUS_CLOSING_AUCTION   210

Definition at line 342 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_CLOSING_AUCTION   210
#define ENUM_SECURITY_MASS_TRADING_STATUS_CLOSING_AUCTION_FREEZE   211
#define ENUM_SECURITY_MASS_TRADING_STATUS_CLOSING_AUCTION_FREEZE   211

Definition at line 343 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_CONTINUOUS   203

Definition at line 335 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_CONTINUOUS   203
#define ENUM_SECURITY_MASS_TRADING_STATUS_FREEZE   216

Definition at line 348 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_FREEZE   216
#define ENUM_SECURITY_MASS_TRADING_STATUS_INTRADAY_AUCTION   206

Definition at line 338 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_INTRADAY_AUCTION   206
#define ENUM_SECURITY_MASS_TRADING_STATUS_INTRADAY_AUCTION_FREEZE   207
#define ENUM_SECURITY_MASS_TRADING_STATUS_INTRADAY_AUCTION_FREEZE   207

Definition at line 339 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_IPO_AUCTION   212

Definition at line 344 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_IPO_AUCTION   212
#define ENUM_SECURITY_MASS_TRADING_STATUS_IPO_AUCTION_FREEZE   213
#define ENUM_SECURITY_MASS_TRADING_STATUS_IPO_AUCTION_FREEZE   213

Definition at line 345 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_MARKET_IMBALANCE_BUY   7

Definition at line 330 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_MARKET_IMBALANCE_BUY   7
#define ENUM_SECURITY_MASS_TRADING_STATUS_MARKET_IMBALANCE_SELL   8

Definition at line 331 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_MARKET_IMBALANCE_SELL   8
#define ENUM_SECURITY_MASS_TRADING_STATUS_OPENING_AUCTION   204

Definition at line 336 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_OPENING_AUCTION   204
#define ENUM_SECURITY_MASS_TRADING_STATUS_OPENING_AUCTION_FREEZE   205
#define ENUM_SECURITY_MASS_TRADING_STATUS_OPENING_AUCTION_FREEZE   205

Definition at line 337 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_PRE_CALL   214

Definition at line 346 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_PRE_CALL   214
#define ENUM_SECURITY_MASS_TRADING_STATUS_RESTRICTED   201
#define ENUM_SECURITY_MASS_TRADING_STATUS_RESTRICTED   201

Definition at line 333 of file EOBILayouts.h.

#define ENUM_SECURITY_MASS_TRADING_STATUS_TRADING_HALT   2
#define ENUM_SECURITY_MASS_TRADING_STATUS_TRADING_HALT   2

Definition at line 329 of file EOBILayouts.h.

#define ENUM_SECURITY_STATUS_ACTIVE   1

Definition at line 351 of file EOBILayouts.h.

#define ENUM_SECURITY_STATUS_ACTIVE   1
#define ENUM_SECURITY_STATUS_EXPIRED   4

Definition at line 353 of file EOBILayouts.h.

#define ENUM_SECURITY_STATUS_EXPIRED   4
#define ENUM_SECURITY_STATUS_INACTIVE   2
#define ENUM_SECURITY_STATUS_INACTIVE   2

Definition at line 352 of file EOBILayouts.h.

#define ENUM_SECURITY_STATUS_KNOCK_OUT_REVOKED   7

Definition at line 355 of file EOBILayouts.h.

#define ENUM_SECURITY_STATUS_KNOCK_OUT_REVOKED   7
#define ENUM_SECURITY_STATUS_KNOCKED_OUT   6

Definition at line 354 of file EOBILayouts.h.

#define ENUM_SECURITY_STATUS_KNOCKED_OUT   6
#define ENUM_SECURITY_STATUS_KNOCKED_OUT_AND_SUSPENDED   12

Definition at line 358 of file EOBILayouts.h.

#define ENUM_SECURITY_STATUS_KNOCKED_OUT_AND_SUSPENDED   12
#define ENUM_SECURITY_STATUS_PENDING_DELETION   11

Definition at line 357 of file EOBILayouts.h.

#define ENUM_SECURITY_STATUS_PENDING_DELETION   11
#define ENUM_SECURITY_STATUS_SUSPENDED   9

Definition at line 356 of file EOBILayouts.h.

#define ENUM_SECURITY_STATUS_SUSPENDED   9
#define ENUM_SECURITY_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED   10

Definition at line 361 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED   10
#define ENUM_SECURITY_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED_AGAIN   11

Definition at line 362 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_EVENT_PRICE_VOLATILITY_AUCTION_IS_EXTENDED_AGAIN   11
#define ENUM_SECURITY_TRADING_STATUS_BOOK   202

Definition at line 370 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_BOOK   202
#define ENUM_SECURITY_TRADING_STATUS_CALL   215
#define ENUM_SECURITY_TRADING_STATUS_CALL   215

Definition at line 383 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION   208
#define ENUM_SECURITY_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION   208

Definition at line 376 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION_FREEZE   209
#define ENUM_SECURITY_TRADING_STATUS_CIRCUIT_BREAKER_AUCTION_FREEZE   209

Definition at line 377 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_CLOSED   200

Definition at line 368 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_CLOSED   200
#define ENUM_SECURITY_TRADING_STATUS_CLOSING_AUCTION   210
#define ENUM_SECURITY_TRADING_STATUS_CLOSING_AUCTION   210

Definition at line 378 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_CLOSING_AUCTION_FREEZE   211

Definition at line 379 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_CLOSING_AUCTION_FREEZE   211
#define ENUM_SECURITY_TRADING_STATUS_CONTINUOUS   203
#define ENUM_SECURITY_TRADING_STATUS_CONTINUOUS   203

Definition at line 371 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_FREEZE   216
#define ENUM_SECURITY_TRADING_STATUS_FREEZE   216

Definition at line 384 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_INTRADAY_AUCTION   206

Definition at line 374 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_INTRADAY_AUCTION   206
#define ENUM_SECURITY_TRADING_STATUS_INTRADAY_AUCTION_FREEZE   207

Definition at line 375 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_INTRADAY_AUCTION_FREEZE   207
#define ENUM_SECURITY_TRADING_STATUS_IPO_AUCTION   212

Definition at line 380 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_IPO_AUCTION   212
#define ENUM_SECURITY_TRADING_STATUS_IPO_AUCTION_FREEZE   213

Definition at line 381 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_IPO_AUCTION_FREEZE   213
#define ENUM_SECURITY_TRADING_STATUS_MARKET_IMBALANCE_BUY   7

Definition at line 366 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_MARKET_IMBALANCE_BUY   7
#define ENUM_SECURITY_TRADING_STATUS_MARKET_IMBALANCE_SELL   8

Definition at line 367 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_MARKET_IMBALANCE_SELL   8
#define ENUM_SECURITY_TRADING_STATUS_OPENING_AUCTION   204

Definition at line 372 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_OPENING_AUCTION   204
#define ENUM_SECURITY_TRADING_STATUS_OPENING_AUCTION_FREEZE   205
#define ENUM_SECURITY_TRADING_STATUS_OPENING_AUCTION_FREEZE   205

Definition at line 373 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_PRE_CALL   214
#define ENUM_SECURITY_TRADING_STATUS_PRE_CALL   214

Definition at line 382 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_RESTRICTED   201
#define ENUM_SECURITY_TRADING_STATUS_RESTRICTED   201

Definition at line 369 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_TRADING_HALT   2

Definition at line 365 of file EOBILayouts.h.

#define ENUM_SECURITY_TRADING_STATUS_TRADING_HALT   2
#define ENUM_SECURITY_TYPE_FUTURE   "FUT "

Definition at line 389 of file EOBILayouts.h.

#define ENUM_SECURITY_TYPE_FUTURE   "FUT "
#define ENUM_SECURITY_TYPE_MULTI_LEG   "MLEG"

Definition at line 390 of file EOBILayouts.h.

#define ENUM_SECURITY_TYPE_MULTI_LEG   "MLEG"
#define ENUM_SECURITY_TYPE_OPTION   "OPT "

Definition at line 388 of file EOBILayouts.h.

#define ENUM_SECURITY_TYPE_OPTION   "OPT "
#define ENUM_SECURITY_UPDATE_ACTION_ADD   "A"

Definition at line 394 of file EOBILayouts.h.

#define ENUM_SECURITY_UPDATE_ACTION_ADD   "A"
#define ENUM_SECURITY_UPDATE_ACTION_ADD_CHAR   'A'

Definition at line 395 of file EOBILayouts.h.

#define ENUM_SECURITY_UPDATE_ACTION_ADD_CHAR   'A'
#define ENUM_SECURITYIDSOURCE_MARKETPLACE   "M"
#define ENUM_SECURITYIDSOURCE_MARKETPLACE   "M"

Definition at line 1052 of file EOBILayouts.h.

#define ENUM_SECURITYMASSSTATUS_ACTIVE   1
#define ENUM_SECURITYMASSSTATUS_ACTIVE   1

Definition at line 1053 of file EOBILayouts.h.

#define ENUM_SECURITYMASSSTATUS_EXPIRED   4
#define ENUM_SECURITYMASSSTATUS_EXPIRED   4

Definition at line 1055 of file EOBILayouts.h.

#define ENUM_SECURITYMASSSTATUS_INACTIVE   2
#define ENUM_SECURITYMASSSTATUS_INACTIVE   2

Definition at line 1054 of file EOBILayouts.h.

#define ENUM_SECURITYMASSSTATUS_KNOCKEDOUT   6

Definition at line 1056 of file EOBILayouts.h.

#define ENUM_SECURITYMASSSTATUS_KNOCKEDOUT   6
#define ENUM_SECURITYMASSSTATUS_KNOCKEDOUTANDSUSPENDED   12

Definition at line 1060 of file EOBILayouts.h.

#define ENUM_SECURITYMASSSTATUS_KNOCKEDOUTANDSUSPENDED   12
#define ENUM_SECURITYMASSSTATUS_KNOCKOUTREVOKED   7
#define ENUM_SECURITYMASSSTATUS_KNOCKOUTREVOKED   7

Definition at line 1057 of file EOBILayouts.h.

#define ENUM_SECURITYMASSSTATUS_PENDINGDELETION   11

Definition at line 1059 of file EOBILayouts.h.

#define ENUM_SECURITYMASSSTATUS_PENDINGDELETION   11
#define ENUM_SECURITYMASSSTATUS_SUSPENDED   9

Definition at line 1058 of file EOBILayouts.h.

#define ENUM_SECURITYMASSSTATUS_SUSPENDED   9
#define ENUM_SECURITYMASSTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDED   10
#define ENUM_SECURITYMASSTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDED   10

Definition at line 1061 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDEDAGAIN   11

Definition at line 1062 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDEDAGAIN   11
#define ENUM_SECURITYMASSTRADINGSTATUS_BOOK   202
#define ENUM_SECURITYMASSTRADINGSTATUS_BOOK   202

Definition at line 1068 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_CALL   215
#define ENUM_SECURITYMASSTRADINGSTATUS_CALL   215

Definition at line 1081 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_CIRCUITBREAKERAUCTION   208
#define ENUM_SECURITYMASSTRADINGSTATUS_CIRCUITBREAKERAUCTION   208

Definition at line 1074 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_CIRCUITBREAKERAUCTIONFREEZE   209
#define ENUM_SECURITYMASSTRADINGSTATUS_CIRCUITBREAKERAUCTIONFREEZE   209

Definition at line 1075 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_CLOSED   200
#define ENUM_SECURITYMASSTRADINGSTATUS_CLOSED   200

Definition at line 1066 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_CLOSINGAUCTION   210
#define ENUM_SECURITYMASSTRADINGSTATUS_CLOSINGAUCTION   210

Definition at line 1076 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_CLOSINGAUCTIONFREEZE   211
#define ENUM_SECURITYMASSTRADINGSTATUS_CLOSINGAUCTIONFREEZE   211

Definition at line 1077 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_CONTINUOUS   203
#define ENUM_SECURITYMASSTRADINGSTATUS_CONTINUOUS   203

Definition at line 1069 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_FREEZE   216
#define ENUM_SECURITYMASSTRADINGSTATUS_FREEZE   216

Definition at line 1082 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_INTRADAYAUCTION   206

Definition at line 1072 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_INTRADAYAUCTION   206
#define ENUM_SECURITYMASSTRADINGSTATUS_INTRADAYAUCTIONFREEZE   207

Definition at line 1073 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_INTRADAYAUCTIONFREEZE   207
#define ENUM_SECURITYMASSTRADINGSTATUS_IPOAUCTION   212
#define ENUM_SECURITYMASSTRADINGSTATUS_IPOAUCTION   212

Definition at line 1078 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_IPOAUCTIONFREEZE   213

Definition at line 1079 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_IPOAUCTIONFREEZE   213
#define ENUM_SECURITYMASSTRADINGSTATUS_MARKETIMBALANCEBUY   7

Definition at line 1064 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_MARKETIMBALANCEBUY   7
#define ENUM_SECURITYMASSTRADINGSTATUS_MARKETIMBALANCESELL   8

Definition at line 1065 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_MARKETIMBALANCESELL   8
#define ENUM_SECURITYMASSTRADINGSTATUS_OPENINGAUCTION   204
#define ENUM_SECURITYMASSTRADINGSTATUS_OPENINGAUCTION   204

Definition at line 1070 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_OPENINGAUCTIONFREEZE   205
#define ENUM_SECURITYMASSTRADINGSTATUS_OPENINGAUCTIONFREEZE   205

Definition at line 1071 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_PRECALL   214
#define ENUM_SECURITYMASSTRADINGSTATUS_PRECALL   214

Definition at line 1080 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_RESTRICTED   201

Definition at line 1067 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_RESTRICTED   201
#define ENUM_SECURITYMASSTRADINGSTATUS_TRADINGHALT   2

Definition at line 1063 of file EOBILayouts.h.

#define ENUM_SECURITYMASSTRADINGSTATUS_TRADINGHALT   2
#define ENUM_SECURITYSTATUS_ACTIVE   1

Definition at line 1083 of file EOBILayouts.h.

#define ENUM_SECURITYSTATUS_ACTIVE   1
#define ENUM_SECURITYSTATUS_EXPIRED   4
#define ENUM_SECURITYSTATUS_EXPIRED   4

Definition at line 1085 of file EOBILayouts.h.

#define ENUM_SECURITYSTATUS_INACTIVE   2

Definition at line 1084 of file EOBILayouts.h.

#define ENUM_SECURITYSTATUS_INACTIVE   2
#define ENUM_SECURITYSTATUS_KNOCKEDOUT   6
#define ENUM_SECURITYSTATUS_KNOCKEDOUT   6

Definition at line 1086 of file EOBILayouts.h.

#define ENUM_SECURITYSTATUS_KNOCKEDOUTANDSUSPENDED   12
#define ENUM_SECURITYSTATUS_KNOCKEDOUTANDSUSPENDED   12

Definition at line 1090 of file EOBILayouts.h.

#define ENUM_SECURITYSTATUS_KNOCKOUTREVOKED   7
#define ENUM_SECURITYSTATUS_KNOCKOUTREVOKED   7

Definition at line 1087 of file EOBILayouts.h.

#define ENUM_SECURITYSTATUS_PENDINGDELETION   11

Definition at line 1089 of file EOBILayouts.h.

#define ENUM_SECURITYSTATUS_PENDINGDELETION   11
#define ENUM_SECURITYSTATUS_SUSPENDED   9

Definition at line 1088 of file EOBILayouts.h.

#define ENUM_SECURITYSTATUS_SUSPENDED   9
#define ENUM_SECURITYTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDED   10
#define ENUM_SECURITYTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDED   10

Definition at line 1091 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDEDAGAIN   11

Definition at line 1092 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGEVENT_PRICEVOLATILITYAUCTIONISEXTENDEDAGAIN   11
#define ENUM_SECURITYTRADINGSTATUS_BOOK   202
#define ENUM_SECURITYTRADINGSTATUS_BOOK   202

Definition at line 1098 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_CALL   215
#define ENUM_SECURITYTRADINGSTATUS_CALL   215

Definition at line 1111 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_CIRCUITBREAKERAUCTION   208

Definition at line 1104 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_CIRCUITBREAKERAUCTION   208
#define ENUM_SECURITYTRADINGSTATUS_CIRCUITBREAKERAUCTIONFREEZE   209
#define ENUM_SECURITYTRADINGSTATUS_CIRCUITBREAKERAUCTIONFREEZE   209

Definition at line 1105 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_CLOSED   200
#define ENUM_SECURITYTRADINGSTATUS_CLOSED   200

Definition at line 1096 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_CLOSINGAUCTION   210
#define ENUM_SECURITYTRADINGSTATUS_CLOSINGAUCTION   210

Definition at line 1106 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_CLOSINGAUCTIONFREEZE   211
#define ENUM_SECURITYTRADINGSTATUS_CLOSINGAUCTIONFREEZE   211

Definition at line 1107 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_CONTINUOUS   203
#define ENUM_SECURITYTRADINGSTATUS_CONTINUOUS   203

Definition at line 1099 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_FREEZE   216

Definition at line 1112 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_FREEZE   216
#define ENUM_SECURITYTRADINGSTATUS_INTRADAYAUCTION   206
#define ENUM_SECURITYTRADINGSTATUS_INTRADAYAUCTION   206

Definition at line 1102 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_INTRADAYAUCTIONFREEZE   207

Definition at line 1103 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_INTRADAYAUCTIONFREEZE   207
#define ENUM_SECURITYTRADINGSTATUS_IPOAUCTION   212

Definition at line 1108 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_IPOAUCTION   212
#define ENUM_SECURITYTRADINGSTATUS_IPOAUCTIONFREEZE   213

Definition at line 1109 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_IPOAUCTIONFREEZE   213
#define ENUM_SECURITYTRADINGSTATUS_MARKETIMBALANCEBUY   7
#define ENUM_SECURITYTRADINGSTATUS_MARKETIMBALANCEBUY   7

Definition at line 1094 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_MARKETIMBALANCESELL   8

Definition at line 1095 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_MARKETIMBALANCESELL   8
#define ENUM_SECURITYTRADINGSTATUS_OPENINGAUCTION   204
#define ENUM_SECURITYTRADINGSTATUS_OPENINGAUCTION   204

Definition at line 1100 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_OPENINGAUCTIONFREEZE   205

Definition at line 1101 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_OPENINGAUCTIONFREEZE   205
#define ENUM_SECURITYTRADINGSTATUS_PRECALL   214
#define ENUM_SECURITYTRADINGSTATUS_PRECALL   214

Definition at line 1110 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_RESTRICTED   201

Definition at line 1097 of file EOBILayouts.h.

#define ENUM_SECURITYTRADINGSTATUS_RESTRICTED   201
#define ENUM_SECURITYTRADINGSTATUS_TRADINGHALT   2
#define ENUM_SECURITYTRADINGSTATUS_TRADINGHALT   2

Definition at line 1093 of file EOBILayouts.h.

#define ENUM_SECURITYTYPE_FUTURE   "FUT "
#define ENUM_SECURITYTYPE_FUTURE   "FUT "

Definition at line 1115 of file EOBILayouts.h.

#define ENUM_SECURITYTYPE_MULTILEG   "MLEG"
#define ENUM_SECURITYTYPE_MULTILEG   "MLEG"

Definition at line 1116 of file EOBILayouts.h.

#define ENUM_SECURITYTYPE_OPTION   "OPT "

Definition at line 1114 of file EOBILayouts.h.

#define ENUM_SECURITYTYPE_OPTION   "OPT "
#define ENUM_SECURITYUPDATEACTION_ADD   "A"
#define ENUM_SECURITYUPDATEACTION_ADD   "A"

Definition at line 1118 of file EOBILayouts.h.

#define ENUM_SIDE_BUY   1

Definition at line 1119 of file EOBILayouts.h.

#define ENUM_SIDE_BUY   1
#define ENUM_SIDE_BUY   1
#define ENUM_SIDE_BUY   1

Definition at line 1119 of file EOBILayouts.h.

#define ENUM_SIDE_SELL   2

Definition at line 1120 of file EOBILayouts.h.

#define ENUM_SIDE_SELL   2
#define ENUM_SIDE_SELL   2
#define ENUM_SIDE_SELL   2

Definition at line 1120 of file EOBILayouts.h.

#define ENUM_SOLD_OUT_INDICATOR_SOLD_OUT   1

Definition at line 402 of file EOBILayouts.h.

#define ENUM_SOLD_OUT_INDICATOR_SOLD_OUT   1
#define ENUM_SOLDOUTINDICATOR_SOLDOUT   1
#define ENUM_SOLDOUTINDICATOR_SOLDOUT   1

Definition at line 1121 of file EOBILayouts.h.

#define ENUM_TRAD_SES_EVENT_STATUS_CHANGE   3

Definition at line 406 of file EOBILayouts.h.

#define ENUM_TRAD_SES_EVENT_STATUS_CHANGE   3
#define ENUM_TRAD_SES_EVENT_TBD   0
#define ENUM_TRAD_SES_EVENT_TBD   0

Definition at line 405 of file EOBILayouts.h.

#define ENUM_TRAD_SES_STATUS_CLOSED   3
#define ENUM_TRAD_SES_STATUS_CLOSED   3

Definition at line 411 of file EOBILayouts.h.

#define ENUM_TRAD_SES_STATUS_HALTED   1

Definition at line 409 of file EOBILayouts.h.

#define ENUM_TRAD_SES_STATUS_HALTED   1
#define ENUM_TRAD_SES_STATUS_OPEN   2

Definition at line 410 of file EOBILayouts.h.

#define ENUM_TRAD_SES_STATUS_OPEN   2
#define ENUM_TRADE_CONDITION_IMPLIED_TRADE   1

Definition at line 414 of file EOBILayouts.h.

#define ENUM_TRADE_CONDITION_IMPLIED_TRADE   1
#define ENUM_TRADE_CONDITION_MIDPOINT_PRICE   155

Definition at line 417 of file EOBILayouts.h.

#define ENUM_TRADE_CONDITION_MIDPOINT_PRICE   155
#define ENUM_TRADE_CONDITION_OUT_OF_SEQUENCE   107

Definition at line 415 of file EOBILayouts.h.

#define ENUM_TRADE_CONDITION_OUT_OF_SEQUENCE   107
#define ENUM_TRADE_CONDITION_SPECIAL_AUCTION   596

Definition at line 419 of file EOBILayouts.h.

#define ENUM_TRADE_CONDITION_SPECIAL_AUCTION   596
#define ENUM_TRADE_CONDITION_SYSTEMATIC_INTERNALIZER   153

Definition at line 416 of file EOBILayouts.h.

#define ENUM_TRADE_CONDITION_SYSTEMATIC_INTERNALIZER   153
#define ENUM_TRADE_CONDITION_TRADING_ON_TERMS_OF_ISSUE   156

Definition at line 418 of file EOBILayouts.h.

#define ENUM_TRADE_CONDITION_TRADING_ON_TERMS_OF_ISSUE   156
#define ENUM_TRADECONDITION_IMPLIEDTRADE   1
#define ENUM_TRADECONDITION_IMPLIEDTRADE   1

Definition at line 1127 of file EOBILayouts.h.

#define ENUM_TRADECONDITION_MIDPOINTPRICE   155
#define ENUM_TRADECONDITION_MIDPOINTPRICE   155

Definition at line 1130 of file EOBILayouts.h.

#define ENUM_TRADECONDITION_OUTOFSEQUENCE   107

Definition at line 1128 of file EOBILayouts.h.

#define ENUM_TRADECONDITION_OUTOFSEQUENCE   107
#define ENUM_TRADECONDITION_SPECIALAUCTION   596

Definition at line 1132 of file EOBILayouts.h.

#define ENUM_TRADECONDITION_SPECIALAUCTION   596
#define ENUM_TRADECONDITION_SYSTEMATICINTERNALIZER   153
#define ENUM_TRADECONDITION_SYSTEMATICINTERNALIZER   153

Definition at line 1129 of file EOBILayouts.h.

#define ENUM_TRADECONDITION_TRADINGONTERMSOFISSUE   156
#define ENUM_TRADECONDITION_TRADINGONTERMSOFISSUE   156

Definition at line 1131 of file EOBILayouts.h.

#define ENUM_TRADING_SESSION_SUBID_CLOSING   4
#define ENUM_TRADING_SESSION_SUBID_CLOSING   4

Definition at line 431 of file EOBILayouts.h.

#define ENUM_TRADING_SESSION_SUBID_CONTINUOUS   3

Definition at line 430 of file EOBILayouts.h.

#define ENUM_TRADING_SESSION_SUBID_CONTINUOUS   3
#define ENUM_TRADING_SESSION_SUBID_POST_TRADING   5

Definition at line 432 of file EOBILayouts.h.

#define ENUM_TRADING_SESSION_SUBID_POST_TRADING   5
#define ENUM_TRADING_SESSION_SUBID_PRE_TRADING   1

Definition at line 429 of file EOBILayouts.h.

#define ENUM_TRADING_SESSION_SUBID_PRE_TRADING   1
#define ENUM_TRADING_SESSION_SUBID_QUIESCENT   7

Definition at line 433 of file EOBILayouts.h.

#define ENUM_TRADING_SESSION_SUBID_QUIESCENT   7
#define ENUM_TRADING_SESSIONID_AFTER_HOURS   6

Definition at line 425 of file EOBILayouts.h.

#define ENUM_TRADING_SESSIONID_AFTER_HOURS   6
#define ENUM_TRADING_SESSIONID_DAY   1

Definition at line 422 of file EOBILayouts.h.

#define ENUM_TRADING_SESSIONID_DAY   1
#define ENUM_TRADING_SESSIONID_EVENING   5
#define ENUM_TRADING_SESSIONID_EVENING   5

Definition at line 424 of file EOBILayouts.h.

#define ENUM_TRADING_SESSIONID_HOLIDAY   7

Definition at line 426 of file EOBILayouts.h.

#define ENUM_TRADING_SESSIONID_HOLIDAY   7
#define ENUM_TRADING_SESSIONID_MORNING   3

Definition at line 423 of file EOBILayouts.h.

#define ENUM_TRADING_SESSIONID_MORNING   3
#define ENUM_TRADINGSESSIONID_AFTERHOURS   6
#define ENUM_TRADINGSESSIONID_AFTERHOURS   6

Definition at line 1136 of file EOBILayouts.h.

#define ENUM_TRADINGSESSIONID_DAY   1

Definition at line 1133 of file EOBILayouts.h.

#define ENUM_TRADINGSESSIONID_DAY   1
#define ENUM_TRADINGSESSIONID_EVENING   5
#define ENUM_TRADINGSESSIONID_EVENING   5

Definition at line 1135 of file EOBILayouts.h.

#define ENUM_TRADINGSESSIONID_HOLIDAY   7

Definition at line 1137 of file EOBILayouts.h.

#define ENUM_TRADINGSESSIONID_HOLIDAY   7
#define ENUM_TRADINGSESSIONID_MORNING   3
#define ENUM_TRADINGSESSIONID_MORNING   3

Definition at line 1134 of file EOBILayouts.h.

#define ENUM_TRADINGSESSIONSUBID_CLOSING   4
#define ENUM_TRADINGSESSIONSUBID_CLOSING   4

Definition at line 1140 of file EOBILayouts.h.

#define ENUM_TRADINGSESSIONSUBID_CONTINUOUS   3
#define ENUM_TRADINGSESSIONSUBID_CONTINUOUS   3

Definition at line 1139 of file EOBILayouts.h.

#define ENUM_TRADINGSESSIONSUBID_POSTTRADING   5

Definition at line 1141 of file EOBILayouts.h.

#define ENUM_TRADINGSESSIONSUBID_POSTTRADING   5
#define ENUM_TRADINGSESSIONSUBID_PRETRADING   1
#define ENUM_TRADINGSESSIONSUBID_PRETRADING   1

Definition at line 1138 of file EOBILayouts.h.

#define ENUM_TRADINGSESSIONSUBID_QUIESCENT   7

Definition at line 1142 of file EOBILayouts.h.

#define ENUM_TRADINGSESSIONSUBID_QUIESCENT   7
#define ENUM_TRADSESEVENT_STATUSCHANGE   3

Definition at line 1123 of file EOBILayouts.h.

#define ENUM_TRADSESEVENT_STATUSCHANGE   3
#define ENUM_TRADSESEVENT_TBD   0

Definition at line 1122 of file EOBILayouts.h.

#define ENUM_TRADSESEVENT_TBD   0
#define ENUM_TRADSESSTATUS_CLOSED   3
#define ENUM_TRADSESSTATUS_CLOSED   3

Definition at line 1126 of file EOBILayouts.h.

#define ENUM_TRADSESSTATUS_HALTED   1

Definition at line 1124 of file EOBILayouts.h.

#define ENUM_TRADSESSTATUS_HALTED   1
#define ENUM_TRADSESSTATUS_OPEN   2

Definition at line 1125 of file EOBILayouts.h.

#define ENUM_TRADSESSTATUS_OPEN   2
#define EOBI_BUILD_NUMBER   "80.3.34.ga-80003034-1"

Definition at line 61 of file EOBILayouts.h.

#define EOBI_BUILD_NUMBER   "80.3.34.ga-80003034-1"
#define EOBI_INTERFACE_VERSION   "8.0"

Definition at line 60 of file EOBILayouts.h.

#define EOBI_INTERFACE_VERSION   "8.0"
#define LEN_FUNC_CATEGORY   100

Definition at line 147 of file EOBILayouts.h.

#define LEN_FUNC_CATEGORY   100
#define LEN_FUNCCATEGORY   100
#define LEN_FUNCCATEGORY   100

Definition at line 949 of file EOBILayouts.h.

#define LEN_LEG_SECURITY_ID_SOURCE   1

Definition at line 178 of file EOBILayouts.h.

#define LEN_LEG_SECURITY_ID_SOURCE   1
#define LEN_LEGSECURITYIDSOURCE   1

Definition at line 970 of file EOBILayouts.h.

#define LEN_LEGSECURITYIDSOURCE   1
#define LEN_MSG_TYPE   3

Definition at line 254 of file EOBILayouts.h.

#define LEN_MSG_TYPE   3
#define LEN_MSGTYPE   3
#define LEN_MSGTYPE   3

Definition at line 1021 of file EOBILayouts.h.

#define LEN_PAD1   1

Definition at line 1034 of file EOBILayouts.h.

#define LEN_PAD1   1
#define LEN_PAD1   1

Definition at line 1034 of file EOBILayouts.h.

#define LEN_PAD1   1
#define LEN_PAD2   2
#define LEN_PAD2   2

Definition at line 1035 of file EOBILayouts.h.

#define LEN_PAD2   2

Definition at line 1035 of file EOBILayouts.h.

#define LEN_PAD2   2
#define LEN_PAD3   3
#define LEN_PAD3   3

Definition at line 1036 of file EOBILayouts.h.

#define LEN_PAD3   3
#define LEN_PAD3   3

Definition at line 1036 of file EOBILayouts.h.

#define LEN_PAD4   4

Definition at line 1037 of file EOBILayouts.h.

#define LEN_PAD4   4
#define LEN_PAD4   4

Definition at line 1037 of file EOBILayouts.h.

#define LEN_PAD4   4
#define LEN_PAD5   5
#define LEN_PAD5   5

Definition at line 1038 of file EOBILayouts.h.

#define LEN_PAD5   5
#define LEN_PAD5   5

Definition at line 1038 of file EOBILayouts.h.

#define LEN_PAD6   6
#define LEN_PAD6   6

Definition at line 1039 of file EOBILayouts.h.

#define LEN_PAD6   6

Definition at line 1039 of file EOBILayouts.h.

#define LEN_PAD6   6
#define LEN_PAD7   7
#define LEN_PAD7   7

Definition at line 1040 of file EOBILayouts.h.

#define LEN_PAD7   7
#define LEN_PAD7   7

Definition at line 1040 of file EOBILayouts.h.

#define LEN_SECURITY_ID_SOURCE   1
#define LEN_SECURITY_ID_SOURCE   1

Definition at line 310 of file EOBILayouts.h.

#define LEN_SECURITY_TYPE   4

Definition at line 387 of file EOBILayouts.h.

#define LEN_SECURITY_TYPE   4
#define LEN_SECURITY_UPDATE_ACTION   1
#define LEN_SECURITY_UPDATE_ACTION   1

Definition at line 393 of file EOBILayouts.h.

#define LEN_SECURITYIDSOURCE   1

Definition at line 1051 of file EOBILayouts.h.

#define LEN_SECURITYIDSOURCE   1
#define LEN_SECURITYTYPE   4
#define LEN_SECURITYTYPE   4

Definition at line 1113 of file EOBILayouts.h.

#define LEN_SECURITYUPDATEACTION   1
#define LEN_SECURITYUPDATEACTION   1

Definition at line 1117 of file EOBILayouts.h.

#define MAX_ADD_COMPLEX_INSTRUMENT_INSTRMT_LEG_GRP   20

Definition at line 111 of file EOBILayouts.h.

#define MAX_ADD_COMPLEX_INSTRUMENT_INSTRMT_LEG_GRP   20
#define MAX_ADDCOMPLEXINSTRUMENT_INSTRMTLEGGRP   20
#define MAX_ADDCOMPLEXINSTRUMENT_INSTRMTLEGGRP   20

Definition at line 932 of file EOBILayouts.h.

#define MAX_INSTRUMENT_SUMMARY_MD_INSTRUMENT_ENTRY_GRP   15
#define MAX_INSTRUMENT_SUMMARY_MD_INSTRUMENT_ENTRY_GRP   15

Definition at line 112 of file EOBILayouts.h.

#define MAX_INSTRUMENTSUMMARY_MDINSTRUMENTENTRYGRP   15

Definition at line 933 of file EOBILayouts.h.

#define MAX_INSTRUMENTSUMMARY_MDINSTRUMENTENTRYGRP   15
#define MAX_MASS_INSTRUMENT_STATE_CHANGE_SEC_MASS_STAT_GRP   24

Definition at line 113 of file EOBILayouts.h.

#define MAX_MASS_INSTRUMENT_STATE_CHANGE_SEC_MASS_STAT_GRP   24
#define MAX_MASSINSTRUMENTSTATECHANGE_SECMASSSTATGRP   24

Definition at line 934 of file EOBILayouts.h.

#define MAX_MASSINSTRUMENTSTATECHANGE_SECMASSSTATGRP   24
#define MAX_TRADE_REVERSAL_MD_TRADE_ENTRY_GRP   15
#define MAX_TRADE_REVERSAL_MD_TRADE_ENTRY_GRP   15

Definition at line 114 of file EOBILayouts.h.

#define MAX_TRADEREVERSAL_MDTRADEENTRYGRP   15

Definition at line 935 of file EOBILayouts.h.

#define MAX_TRADEREVERSAL_MDTRADEENTRYGRP   15
#define NO_VALUE_DATA_16   {0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0}
#define NO_VALUE_DATA_16   {0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0}

Definition at line 75 of file EOBILayouts.h.

#define NO_VALUE_SCHAR   ((int8_t) 0x80)
#define NO_VALUE_SCHAR   ((int8_t) 0x80)

Definition at line 72 of file EOBILayouts.h.

#define NO_VALUE_SINT   ((int32_t) 0x80000000)
#define NO_VALUE_SINT   ((int32_t) 0x80000000)

Definition at line 68 of file EOBILayouts.h.

#define NO_VALUE_SLONG   ((int64_t) 0x8000000000000000L)
#define NO_VALUE_SLONG   ((int64_t) 0x8000000000000000L)

Definition at line 66 of file EOBILayouts.h.

#define NO_VALUE_SSHORT   ((int16_t) 0x8000)
#define NO_VALUE_SSHORT   ((int16_t) 0x8000)

Definition at line 70 of file EOBILayouts.h.

#define NO_VALUE_STR   0

Definition at line 74 of file EOBILayouts.h.

#define NO_VALUE_STR   0
#define NO_VALUE_UCHAR   ((uint8_t) 0xff)
#define NO_VALUE_UCHAR   ((uint8_t) 0xff)

Definition at line 73 of file EOBILayouts.h.

#define NO_VALUE_UINT   ((uint32_t) 0xffffffff)
#define NO_VALUE_UINT   ((uint32_t) 0xffffffff)

Definition at line 69 of file EOBILayouts.h.

#define NO_VALUE_ULONG   ((uint64_t) 0xffffffffffffffffUL)

Definition at line 67 of file EOBILayouts.h.

#define NO_VALUE_ULONG   ((uint64_t) 0xffffffffffffffffUL)
#define NO_VALUE_USHORT   ((uint16_t) 0xffff)

Definition at line 71 of file EOBILayouts.h.

#define NO_VALUE_USHORT   ((uint16_t) 0xffff)
#define TID_ADD_COMPLEX_INSTRUMENT   13400

Definition at line 80 of file EOBILayouts.h.

#define TID_ADD_COMPLEX_INSTRUMENT   13400
#define TID_ADDCOMPLEXINSTRUMENT   13400

Definition at line 907 of file EOBILayouts.h.

#define TID_ADDCOMPLEXINSTRUMENT   13400
#define TID_AUCTION_BBO   13500
#define TID_AUCTION_BBO   13500

Definition at line 81 of file EOBILayouts.h.

#define TID_AUCTION_CLEARING_PRICE   13501

Definition at line 82 of file EOBILayouts.h.

#define TID_AUCTION_CLEARING_PRICE   13501
#define TID_AUCTIONBBO   13500
#define TID_AUCTIONBBO   13500

Definition at line 908 of file EOBILayouts.h.

#define TID_AUCTIONCLEARINGPRICE   13501

Definition at line 909 of file EOBILayouts.h.

#define TID_AUCTIONCLEARINGPRICE   13501
#define TID_CROSS_REQUEST   13502
#define TID_CROSS_REQUEST   13502

Definition at line 83 of file EOBILayouts.h.

#define TID_CROSSREQUEST   13502

Definition at line 910 of file EOBILayouts.h.

#define TID_CROSSREQUEST   13502
#define TID_EXECUTION_SUMMARY   13202

Definition at line 84 of file EOBILayouts.h.

#define TID_EXECUTION_SUMMARY   13202
#define TID_EXECUTIONSUMMARY   13202

Definition at line 911 of file EOBILayouts.h.

#define TID_EXECUTIONSUMMARY   13202
#define TID_FULL_ORDER_EXECUTION   13104
#define TID_FULL_ORDER_EXECUTION   13104

Definition at line 85 of file EOBILayouts.h.

#define TID_FULLORDEREXECUTION   13104

Definition at line 912 of file EOBILayouts.h.

#define TID_FULLORDEREXECUTION   13104
#define TID_HEARTBEAT   13001
#define TID_HEARTBEAT   13001

Definition at line 913 of file EOBILayouts.h.

#define TID_HEARTBEAT   13001
#define TID_HEARTBEAT   13001

Definition at line 913 of file EOBILayouts.h.

#define TID_INSTRUMENT_STATE_CHANGE   13301
#define TID_INSTRUMENT_STATE_CHANGE   13301

Definition at line 87 of file EOBILayouts.h.

#define TID_INSTRUMENT_SUMMARY   13601

Definition at line 88 of file EOBILayouts.h.

#define TID_INSTRUMENT_SUMMARY   13601
#define TID_INSTRUMENTSTATECHANGE   13301
#define TID_INSTRUMENTSTATECHANGE   13301

Definition at line 914 of file EOBILayouts.h.

#define TID_INSTRUMENTSUMMARY   13601
#define TID_INSTRUMENTSUMMARY   13601

Definition at line 915 of file EOBILayouts.h.

#define TID_MASS_INSTRUMENT_STATE_CHANGE   13302

Definition at line 89 of file EOBILayouts.h.

#define TID_MASS_INSTRUMENT_STATE_CHANGE   13302
#define TID_MASSINSTRUMENTSTATECHANGE   13302
#define TID_MASSINSTRUMENTSTATECHANGE   13302

Definition at line 916 of file EOBILayouts.h.

#define TID_ORDER_ADD   13100

Definition at line 90 of file EOBILayouts.h.

#define TID_ORDER_ADD   13100
#define TID_ORDER_DELETE   13102
#define TID_ORDER_DELETE   13102

Definition at line 91 of file EOBILayouts.h.

#define TID_ORDER_MASS_DELETE   13103

Definition at line 92 of file EOBILayouts.h.

#define TID_ORDER_MASS_DELETE   13103
#define TID_ORDER_MODIFY   13101
#define TID_ORDER_MODIFY   13101

Definition at line 93 of file EOBILayouts.h.

#define TID_ORDER_MODIFY_SAME_PRIO   13106

Definition at line 94 of file EOBILayouts.h.

#define TID_ORDER_MODIFY_SAME_PRIO   13106
#define TID_ORDERADD   13100
#define TID_ORDERADD   13100

Definition at line 917 of file EOBILayouts.h.

#define TID_ORDERDELETE   13102
#define TID_ORDERDELETE   13102

Definition at line 918 of file EOBILayouts.h.

#define TID_ORDERMASSDELETE   13103

Definition at line 919 of file EOBILayouts.h.

#define TID_ORDERMASSDELETE   13103
#define TID_ORDERMODIFY   13101
#define TID_ORDERMODIFY   13101

Definition at line 920 of file EOBILayouts.h.

#define TID_ORDERMODIFYSAMEPRIO   13106
#define TID_ORDERMODIFYSAMEPRIO   13106

Definition at line 921 of file EOBILayouts.h.

#define TID_PACKET_HEADER   13000

Definition at line 95 of file EOBILayouts.h.

#define TID_PACKET_HEADER   13000
#define TID_PACKETHEADER   13000
#define TID_PACKETHEADER   13000

Definition at line 922 of file EOBILayouts.h.

#define TID_PARTIAL_ORDER_EXECUTION   13105

Definition at line 96 of file EOBILayouts.h.

#define TID_PARTIAL_ORDER_EXECUTION   13105
#define TID_PARTIALORDEREXECUTION   13105

Definition at line 923 of file EOBILayouts.h.

#define TID_PARTIALORDEREXECUTION   13105
#define TID_PRODUCT_STATE_CHANGE   13300
#define TID_PRODUCT_STATE_CHANGE   13300

Definition at line 97 of file EOBILayouts.h.

#define TID_PRODUCT_SUMMARY   13600

Definition at line 98 of file EOBILayouts.h.

#define TID_PRODUCT_SUMMARY   13600
#define TID_PRODUCTSTATECHANGE   13300
#define TID_PRODUCTSTATECHANGE   13300

Definition at line 924 of file EOBILayouts.h.

#define TID_PRODUCTSUMMARY   13600
#define TID_PRODUCTSUMMARY   13600

Definition at line 925 of file EOBILayouts.h.

#define TID_QUOTE_REQUEST   13503

Definition at line 99 of file EOBILayouts.h.

#define TID_QUOTE_REQUEST   13503
#define TID_QUOTEREQUEST   13503
#define TID_QUOTEREQUEST   13503

Definition at line 926 of file EOBILayouts.h.

#define TID_SNAPSHOT_ORDER   13602

Definition at line 100 of file EOBILayouts.h.

#define TID_SNAPSHOT_ORDER   13602
#define TID_SNAPSHOTORDER   13602

Definition at line 927 of file EOBILayouts.h.

#define TID_SNAPSHOTORDER   13602
#define TID_TOP_OF_BOOK   13504
#define TID_TOP_OF_BOOK   13504

Definition at line 101 of file EOBILayouts.h.

#define TID_TOPOFBOOK   13504

Definition at line 928 of file EOBILayouts.h.

#define TID_TOPOFBOOK   13504
#define TID_TRADE_REPORT   13201

Definition at line 102 of file EOBILayouts.h.

#define TID_TRADE_REPORT   13201
#define TID_TRADE_REVERSAL   13200

Definition at line 103 of file EOBILayouts.h.

#define TID_TRADE_REVERSAL   13200
#define TID_TRADEREPORT   13201
#define TID_TRADEREPORT   13201

Definition at line 929 of file EOBILayouts.h.

#define TID_TRADEREVERSAL   13200

Definition at line 930 of file EOBILayouts.h.

#define TID_TRADEREVERSAL   13200

Typedef Documentation

Definition at line 45 of file EOBILayouts.h.

Definition at line 46 of file EOBILayouts.h.

typedef OnixS::Eurex::MarketData::Int64 int64_t

Definition at line 47 of file EOBILayouts.h.

Definition at line 44 of file EOBILayouts.h.

Definition at line 49 of file EOBILayouts.h.

Definition at line 50 of file EOBILayouts.h.

typedef OnixS::Eurex::MarketData::UInt64 uint64_t

Definition at line 51 of file EOBILayouts.h.

Definition at line 48 of file EOBILayouts.h.

Variable Documentation

const int EOBI_EOBI_TID_MAX = 13602

Definition at line 106 of file EOBILayouts.h.

const int EOBI_EOBI_TID_MIN = 13000

Definition at line 105 of file EOBILayouts.h.