OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
InternalDefines.h
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19 
20 #pragma once
21 
22 #include <limits>
23 
24 #include <fast/Defines.h>
25 
28 
29 
30 namespace OnixS {
31 namespace Eurex {
32 namespace MarketData {
33 namespace Implementation {
34 
37 
39 
41 
42 
43  //Emdi
44  const TemplateId DepthSnapshotTemplateId = 93;
45  const TemplateId DepthIncrementalTemplateId = 94;
46  const TemplateId QuoteRequestTemplateId = 95;
47  const TemplateId CrossRequestTemplateId = 96;
48  const TemplateId ProductStateChangeTemplateId = 97;
49  const TemplateId InstrumentStateChangeTemplateId = 98;
50  const TemplateId MassInstrumentStateChangeTemplateId = 99;
51  const TemplateId FlexibleInstrumentTemplateId = 100;
52  const TemplateId TopOfBookImpliedTemplateId = 512;
53  const TemplateId ComplexInstrumentTemplateId = 124;
54 
55  //Mdi
56  const TemplateId MdiDepthSnapshotTemplateId = 101;
57  const TemplateId MdiDepthIncrementalTemplateId = 102;
58  const TemplateId MdiQuoteRequestTemplateId = 106;
59  const TemplateId MdiCrossRequestTemplateId = 107;
60  const TemplateId MdiProductStateChangeTemplateId = 108;
61  const TemplateId MdiInstrumentStateChangeTemplateId = 103;
63  const TemplateId MdiFlexibleInstrumentTemplateId = 110;
64  const TemplateId MdiTopOfBookImpliedTemplateId = 513;
65  const TemplateId MdiComplexInstrumentTemplateId = 105;
66 
67  // Rdi
68  const TemplateId ProductSnapshotTemplateId = 122;
69  const TemplateId InstrumentSnapshotTemplateId = 123;
70  const TemplateId InstrumentIncrementalTemplateId = 121;
71  const TemplateId VarianceFuturesStatusTemplateId = 162;
72  const TemplateId TotalReturnFuturesStatusTemplateId = 514;
73  const TemplateId TradeAtReferencePriceStatusTemplateId = 515;
74  const TemplateId MarketDataReportTemplateId = 125;
75 
76 
77  // common
78  const TemplateId BeaconTemplateId = 109;
79  const TemplateId ResetTemplateId = 120;
80 
81 
84 
87 
88 }}}}
89 
const TemplateId MdiMassInstrumentStateChangeTemplateId
unsigned int SequenceNumber
Alias for sequence numbers.
const TemplateId TradeAtReferencePriceStatusTemplateId
unsigned int UInt32
Definition: Numeric.h:41
Definition: Defines.h:30
Int64 SecurityId
Alias for Security Id type.
Definition: Defines.h:51
OnixS::FIX::Core::FAST::TemplateId TemplateId