OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
Enumerations.h
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19 
20 #pragma once
21 
22 #include "OnixS/Eurex/Trading/Export.h"
23 
24 #include <string>
25 
26 namespace OnixS {
27 namespace Eurex {
28 namespace Trading {
29 
30 /// Identifier for subscription and retransmission of an ETI data stream.
31 struct ONIXS_EUREX_ETI_EXPORT ApplId
32 {
33  /// \copydoc ApplId
34  enum Enum
35  {
36  NoValue = 0xFF, ///< No value.
37  Trade = 1, ///< Trade.
38  News = 2, ///< News.
39  ServiceAvailability = 3, ///< Service Availability.
40  SessionData = 4, ///< Session Data.
41  ListenerData = 5, ///< Listener Data.
42  RiskControl = 6, ///< Risk Control.
43  TESMaintenance = 7, ///< TES Maintenance.
44  TESTrade = 8, ///< TES Trade.
45  SRQSMaintenance = 9, ///< SRQS Maintenance.
46  ServiceAvailabilityMarket = 10, ///< Service Availability Market.
47  };
48 };
49 
50 /// Returns string representation.
51 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ApplId::Enum);
52 
53 /// Subscription status.
54 struct ONIXS_EUREX_ETI_EXPORT ApplIdStatus
55 {
56  /// \copydoc ApplIdStatus
57  enum Enum
58  {
59  NoValue = 0xFF, ///< No value.
60  OutboundConversionError = 105, ///< Error converting response or broadcast.
61  };
62 };
63 
64 /// Returns string representation.
65 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ApplIdStatus::Enum);
66 
67 /// Indicates a retransmission message.
68 struct ONIXS_EUREX_ETI_EXPORT ApplResendFlag
69 {
70  /// \copydoc ApplResendFlag
71  enum Enum
72  {
73  NoValue = 0xFF, ///< No value.
74  False = 0, ///< False.
75  True = 1, ///< True.
76  };
77 };
78 
79 /// Returns string representation.
80 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ApplResendFlag::Enum);
81 
82 /// Indicates if the order is a Lean Order or a Standard (non lean) Order.
83 struct ONIXS_EUREX_ETI_EXPORT ApplSeqIndicator
84 {
85  /// \copydoc ApplSeqIndicator
86  enum Enum
87  {
88  NoValue = 0xFF, ///< No value.
89  NoRecoveryRequired = 0, ///< No Recovery Required.
90  RecoveryRequired = 1, ///< Recovery Required.
91  };
92 };
93 
94 /// Returns string representation.
95 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ApplSeqIndicator::Enum);
96 
97 /// Informs about the availability of the retransmission services for order and quote events (session data and listener data).
98 struct ONIXS_EUREX_ETI_EXPORT ApplSeqStatus
99 {
100  /// \copydoc ApplSeqStatus
101  enum Enum
102  {
103  NoValue = 0xFF, ///< No value.
104  Unavailable = 0, ///< Unavailable.
105  Available = 1, ///< Available.
106  };
107 };
108 
109 /// Returns string representation.
110 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ApplSeqStatus::Enum);
111 
112 /// Type of order processing.
113 struct ONIXS_EUREX_ETI_EXPORT ApplUsageOrders
114 {
115  /// \copydoc ApplUsageOrders
116  enum Enum
117  {
118  NoValue = 0x00, ///< No value.
119  Automated = 'A', ///< Automated.
120  Manual = 'M', ///< Manual.
121  AutoSelect = 'B', ///< Both (Automated and Manual).
122  None = 'N', ///< None.
123  };
124 };
125 
126 /// Returns string representation.
127 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ApplUsageOrders::Enum);
128 
129 /// Type of quote processing.
130 struct ONIXS_EUREX_ETI_EXPORT ApplUsageQuotes
131 {
132  /// \copydoc ApplUsageQuotes
133  enum Enum
134  {
135  NoValue = 0x00, ///< No value.
136  Automated = 'A', ///< Automated.
137  Manual = 'M', ///< Manual.
138  AutoSelect = 'B', ///< Both (Automated and Manual).
139  None = 'N', ///< None.
140  };
141 };
142 
143 /// Returns string representation.
144 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ApplUsageQuotes::Enum);
145 
146 /// Basket operation.
147 struct ONIXS_EUREX_ETI_EXPORT BasketTradeReportType
148 {
149  /// \copydoc BasketTradeReportType
150  enum Enum
151  {
152  NoValue = 0xFF, ///< No value.
153  Submit = 0, ///< Submit.
154  Addendum = 4, ///< Addendum.
155  NoWasSubstitue = 5, ///< No/Was (Substitute).
156  };
157 };
158 
159 /// Returns string representation.
160 ONIXS_EUREX_ETI_EXPORT std::string enumToString (BasketTradeReportType::Enum);
161 
162 /// BidPx is locked.
163 struct ONIXS_EUREX_ETI_EXPORT BidPxIsLocked
164 {
165  /// \copydoc BidPxIsLocked
166  enum Enum
167  {
168  NoValue = 0xFF, ///< No value.
169  No = 0, ///< No.
170  Yes = 1, ///< Yes.
171  };
172 };
173 
174 /// Returns string representation.
175 ONIXS_EUREX_ETI_EXPORT std::string enumToString (BidPxIsLocked::Enum);
176 
177 /// Instruction to show Charge ID.
178 struct ONIXS_EUREX_ETI_EXPORT ChargeIdDisclosureInstruction
179 {
180  /// \copydoc ChargeIdDisclosureInstruction
181  enum Enum
182  {
183  NoValue = 0xFF, ///< No value.
184  No = 0, ///< No.
185  Yes = 1, ///< Yes.
186  };
187 };
188 
189 /// Returns string representation.
190 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ChargeIdDisclosureInstruction::Enum);
191 
192 /// Compression action.
193 struct ONIXS_EUREX_ETI_EXPORT CompressionAction
194 {
195  /// \copydoc CompressionAction
196  enum Enum
197  {
198  NoValue = 0xFF, ///< No value.
199  StartCompression = 1, ///< Start Compression.
200  CommitCompression = 2, ///< Commit Compression.
201  CancelCompression = 3, ///< Cancel Compression.
202  };
203 };
204 
205 /// Returns string representation.
206 ONIXS_EUREX_ETI_EXPORT std::string enumToString (CompressionAction::Enum);
207 
208 /// Compression status.
209 struct ONIXS_EUREX_ETI_EXPORT CompressionStatus
210 {
211  /// \copydoc CompressionStatus
212  enum Enum
213  {
214  NoValue = 0xFF, ///< No value.
215  Open = 1, ///< Open.
216  Executed = 2, ///< Executed.
217  CancelledByUser = 3, ///< Cancelled by service provider.
218  CancelledBySystem = 4, ///< Cancelled by System.
219  };
220 };
221 
222 /// Returns string representation.
223 ONIXS_EUREX_ETI_EXPORT std::string enumToString (CompressionStatus::Enum);
224 
225 /// Indicates SMP involvement.
226 struct ONIXS_EUREX_ETI_EXPORT CrossedIndicator
227 {
228  /// \copydoc CrossedIndicator
229  enum Enum
230  {
231  NoValue = 0xFF, ///< No value.
232  NoCrossing = 0, ///< No crossing (Order not subject to crossing).
233  CrossRejected = 1, ///< Cross rejected (Order subject to crossing and match prevented).
234  };
235 };
236 
237 /// Returns string representation.
238 ONIXS_EUREX_ETI_EXPORT std::string enumToString (CrossedIndicator::Enum);
239 
240 /// Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier. The field is for participant use only. Valid characters: 0x20, 0x22-0x7B, 0x7D, 0x7E.
241 struct ONIXS_EUREX_ETI_EXPORT CustOrderHandlingInst
242 {
243  /// \copydoc CustOrderHandlingInst
244  enum Enum
245  {
246  NoValue = 0x00, ///< No value.
247  W = 'W', ///< Desk.
248  Y = 'Y', ///< Electronic.
249  C = 'C', ///< Vendor-provided Platform billed by Executing Broker.
250  G = 'G', ///< Sponsored Access via Exchange API or FIX provided by Executing Broker.
251  H = 'H', ///< Premium Algorithmic Trading Provider billed by Executing Broker.
252  D = 'D', ///< Other, including Other-provided Screen.
253  };
254 };
255 
256 /// Returns string representation.
257 ONIXS_EUREX_ETI_EXPORT std::string enumToString (CustOrderHandlingInst::Enum);
258 
259 /// Reason for deletion.
260 struct ONIXS_EUREX_ETI_EXPORT DeleteReason
261 {
262  /// \copydoc DeleteReason
263  enum Enum
264  {
265  NoValue = 0xFF, ///< No value.
266  NoSpecialReason = 100, ///< Deletion via the TES Delete Request.
267  TASChange = 101, ///< Automatic deletion due to TES Activity State Change.
268  IntradayExpiration = 102, ///< Automatic deletion due to instrument expiration.
269  RiskEvent = 103, ///< Deletion caused by Clearing/Risk stop.
270  StopTrading = 104, ///< Deletion caused by Trading stop.
271  InstrumentDeletion = 105, ///< Deletion of Instrument.
272  InstrumentSuspension = 106, ///< Suspension of Instrument.
273  PreTradeRiskEvent = 107, ///< Deletion caused by a pre-trade risk event.
274  AmendmentReset = 108, ///< Basket amendment cancelled.
275  AmendmentUserCancelled = 109, ///< Amendment cancelled by user action.
276  CompressionCancelledByUser = 110, ///< Compression cancelled by service provider.
277  CompressionCancelledBySystem = 111, ///< Compression cancelled by system.
278  };
279 };
280 
281 /// Returns string representation.
282 ONIXS_EUREX_ETI_EXPORT std::string enumToString (DeleteReason::Enum);
283 
284 /// Transaction effect on a basket.
285 struct ONIXS_EUREX_ETI_EXPORT EffectOnBasket
286 {
287  /// \copydoc EffectOnBasket
288  enum Enum
289  {
290  NoValue = 0xFF, ///< No value.
291  AddVolume = 1, ///< Add volume.
292  RemoveVolume = 2, ///< Remove volume.
293  };
294 };
295 
296 /// Returns string representation.
297 ONIXS_EUREX_ETI_EXPORT std::string enumToString (EffectOnBasket::Enum);
298 
299 /// Enlight RFQ Average Response Rate Ranking.
300 struct ONIXS_EUREX_ETI_EXPORT EnlightRFQAvgRespRateRanking
301 {
302  /// \copydoc EnlightRFQAvgRespRateRanking
303  enum Enum
304  {
305  NoValue = 0xFF, ///< No value.
306  Low = 1, ///< Low.
307  Medium = 2, ///< Medium.
308  High = 3, ///< High.
309  };
310 };
311 
312 /// Returns string representation.
313 ONIXS_EUREX_ETI_EXPORT std::string enumToString (EnlightRFQAvgRespRateRanking::Enum);
314 
315 /// Enlight RFQ Average Response Time Ranking.
316 struct ONIXS_EUREX_ETI_EXPORT EnlightRFQAvgRespTimeRanking
317 {
318  /// \copydoc EnlightRFQAvgRespTimeRanking
319  enum Enum
320  {
321  NoValue = 0xFF, ///< No value.
322  Low = 1, ///< Low.
323  Medium = 2, ///< Medium.
324  High = 3, ///< High.
325  };
326 };
327 
328 /// Returns string representation.
329 ONIXS_EUREX_ETI_EXPORT std::string enumToString (EnlightRFQAvgRespTimeRanking::Enum);
330 
331 /// Eurex Volume Ranking.
332 struct ONIXS_EUREX_ETI_EXPORT EurexVolumeRanking
333 {
334  /// \copydoc EurexVolumeRanking
335  enum Enum
336  {
337  NoValue = 0xFF, ///< No value.
338  Low = 1, ///< Low.
339  Medium = 2, ///< Medium.
340  High = 3, ///< High.
341  };
342 };
343 
344 /// Returns string representation.
345 ONIXS_EUREX_ETI_EXPORT std::string enumToString (EurexVolumeRanking::Enum);
346 
347 /// Code to represent the type of event.
348 struct ONIXS_EUREX_ETI_EXPORT EventType
349 {
350  /// \copydoc EventType
351  enum Enum
352  {
353  NoValue = 0xFF, ///< No value.
354  SwapStartDate = 8, ///< Swap Start Date.
355  SwapEndDate = 9, ///< Swap End Date.
356  };
357 };
358 
359 /// Returns string representation.
360 ONIXS_EUREX_ETI_EXPORT std::string enumToString (EventType::Enum);
361 
362 /// Instructions for order handling, represented as a bit map.
363 struct ONIXS_EUREX_ETI_EXPORT ExecInst
364 {
365  /// \copydoc ExecInst
366  enum Enum
367  {
368  NoValue = 0xFF, ///< No value.
369  H = 1, ///< Persistent Order (FIX value 'H').
370  Q = 2, ///< Non-persistent Order (FIX value 'Q').
371  HQ = 3, ///< Persistent and non-persistent orders affected (FIX value 'H Q').
372  H6 = 5, ///< Persistent and Book or Cancel order (FIX value 'H 6').
373  Q6 = 6, ///< Non-persistent and Book or Cancel order (FIX value 'Q 6').
374  };
375 };
376 
377 /// Returns string representation.
378 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ExecInst::Enum);
379 
380 /// Code to further qualify the field ExecType (150) of the Execution Report (8) message.
381 struct ONIXS_EUREX_ETI_EXPORT ExecRestatementReason
382 {
383  /// \copydoc ExecRestatementReason
384  enum Enum
385  {
386  NoValue = 0xFF, ///< No value.
387  OrderBookRestatement = 1, ///< Order book restatement.
388  OrderAdded = 101, ///< Order add accepted.
389  OrderModified = 102, ///< Order modify accepted.
390  OrderCancelled = 103, ///< Order delete accepted.
391  IOCOrderCancelled = 105, ///< IOC Order accepted.
392  BookOrderExecuted = 108, ///< Book Order executed.
393  ChangedToIOC = 114, ///< Order has been changed to IOC.
394  InstrumentStateChange = 122, ///< Instrument State Change.
395  MarketOrderTriggered = 135, ///< Market Order triggered and executed.
396  CAOOrderActivated = 149, ///< Closing Auction Order has been activated.
397  CAOOrderInactivated = 150, ///< Closing Auction Order has been inactivated.
398  OAOOrderActivated = 151, ///< Opening Auction Order has been activated.
399  OAOOrderInactivated = 152, ///< Opening Auction Order has been inactivated.
400  AAOOrderActivated = 153, ///< Any Auction Order has been activated.
401  AAOOrderInactivated = 154, ///< Any Auction Order has been inactivated.
402  OCOOrderTriggered = 164, ///< One-cancels-the-other Order has been triggered.
403  StopOrderTriggered = 172, ///< Stop Order has been triggered.
404  OwnershipChanged = 181, ///< Ownership Changed.
405  OrderCancellationPending = 197, ///< Pending order deletion.
406  PendingCancellationExecuted = 199, ///< Pending order cancellation processed (end of FREEZE state).
407  BOCOrderCancelled = 212, ///< Book or Cancel Order accepted.
408  PanicCancel = 261, ///< Panic Cancel.
409  MarketOrderUncrossing = 302, ///< Market Order uncrossing.
410  CLIPExecution = 340, ///< CLIP execution after improvement period.
411  CLIPArrangementTimeOut = 343, ///< CLIP Request deleted by arrangement time out.
412  CLIPArrangementValidation = 344, ///< CLIP Request deleted by arrangement validation.
413  };
414 };
415 
416 /// Returns string representation.
417 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ExecRestatementReason::Enum);
418 
419 /// The reason why this message was generated.
420 struct ONIXS_EUREX_ETI_EXPORT ExecType
421 {
422  /// \copydoc ExecType
423  enum Enum
424  {
425  NoValue = 0x00, ///< No value.
426  New = '0', ///< New.
427  Canceled = '4', ///< Cancelled.
428  Replaced = '5', ///< Replaced.
429  PendingCancelE = '6', ///< Pending Cancel (e.g. result of Order Cancel Request).
430  Suspended = '9', ///< Suspended.
431  Restated = 'D', ///< Restated.
432  Triggered = 'L', ///< Triggered.
433  Trade = 'F', ///< Trade.
434  };
435 };
436 
437 /// Returns string representation.
438 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ExecType::Enum);
439 
440 /// Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
441 struct ONIXS_EUREX_ETI_EXPORT ExecutingTraderQualifier
442 {
443  /// \copydoc ExecutingTraderQualifier
444  enum Enum
445  {
446  NoValue = 0xFF, ///< No value.
447  Algo = 22, ///< Algo.
448  Human = 24, ///< Human/Natural person.
449  };
450 };
451 
452 /// Returns string representation.
453 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ExecutingTraderQualifier::Enum);
454 
455 /// Type of exercise of an instrument.
456 struct ONIXS_EUREX_ETI_EXPORT ExerciseStyle
457 {
458  /// \copydoc ExerciseStyle
459  enum Enum
460  {
461  NoValue = 0xFF, ///< No value.
462  European = 0, ///< European.
463  American = 1, ///< American.
464  };
465 };
466 
467 /// Returns string representation.
468 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ExerciseStyle::Enum);
469 
470 /// Indicates whether the order added or removed liquidity.
471 struct ONIXS_EUREX_ETI_EXPORT FillLiquidityInd
472 {
473  /// \copydoc FillLiquidityInd
474  enum Enum
475  {
476  NoValue = 0xFF, ///< No value.
477  AddedLiquidity = 1, ///< Added Liquidity.
478  RemovedLiquidity = 2, ///< Removed Liquidity.
479  Auction = 4, ///< Auction.
480  TriggeredStopOrder = 5, ///< Triggered Stop Order.
481  TriggeredOCOOrder = 6, ///< Triggered OCO Order.
482  TriggeredMarketOrder = 7, ///< Triggered Market Order.
483  };
484 };
485 
486 /// Returns string representation.
487 ONIXS_EUREX_ETI_EXPORT std::string enumToString (FillLiquidityInd::Enum);
488 
489 /// Instruction to show FreeText5.
490 struct ONIXS_EUREX_ETI_EXPORT FreeText5DisclosureInstruction
491 {
492  /// \copydoc FreeText5DisclosureInstruction
493  enum Enum
494  {
495  NoValue = 0xFF, ///< No value.
496  No = 0, ///< No.
497  Yes = 1, ///< Yes.
498  };
499 };
500 
501 /// Returns string representation.
502 ONIXS_EUREX_ETI_EXPORT std::string enumToString (FreeText5DisclosureInstruction::Enum);
503 
504 /// Status of ETI Gateway.
505 struct ONIXS_EUREX_ETI_EXPORT GatewayStatus
506 {
507  /// \copydoc GatewayStatus
508  enum Enum
509  {
510  NoValue = 0xFF, ///< No value.
511  Standby = 0, ///< Standby.
512  Active = 1, ///< Active.
513  };
514 };
515 
516 /// Returns string representation.
517 ONIXS_EUREX_ETI_EXPORT std::string enumToString (GatewayStatus::Enum);
518 
519 /// Hedging method.
520 struct ONIXS_EUREX_ETI_EXPORT HedgeType
521 {
522  /// \copydoc HedgeType
523  enum Enum
524  {
525  NoValue = 0xFF, ///< No value.
526  DurationHedge = 0, ///< Duration Hedge.
527  NominalHedge = 1, ///< Nominal Hedge.
528  PriceFactorHedge = 2, ///< Price Factor Hedge.
529  };
530 };
531 
532 /// Returns string representation.
533 ONIXS_EUREX_ETI_EXPORT std::string enumToString (HedgeType::Enum);
534 
535 /// Indication for the hedge transaction.
536 struct ONIXS_EUREX_ETI_EXPORT HedgingInstruction
537 {
538  /// \copydoc HedgingInstruction
539  enum Enum
540  {
541  NoValue = 0xFF, ///< No value.
542  OnClose = 1, ///< Execute hedge transaction in the closing auction of the underlying.
543  };
544 };
545 
546 /// Returns string representation.
547 ONIXS_EUREX_ETI_EXPORT std::string enumToString (HedgingInstruction::Enum);
548 
549 /// Indicates that an implied market to be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out).
550 struct ONIXS_EUREX_ETI_EXPORT ImpliedMarketIndicator
551 {
552  /// \copydoc ImpliedMarketIndicator
553  enum Enum
554  {
555  NoValue = 0xFF, ///< No value.
556  NotImplied = 0, ///< Not implied.
557  ImpliedInOut = 3, ///< Both Implied-in and Implied-out.
558  };
559 };
560 
561 /// Returns string representation.
562 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ImpliedMarketIndicator::Enum);
563 
564 /// Role on/for a message.
565 struct ONIXS_EUREX_ETI_EXPORT InputSource
566 {
567  /// \copydoc InputSource
568  enum Enum
569  {
570  NoValue = 0xFF, ///< No value.
571  ClientBroker = 1, ///< Client Broker.
572  ProprietaryBroker = 2, ///< Proprietary Broker.
573  };
574 };
575 
576 /// Returns string representation.
577 ONIXS_EUREX_ETI_EXPORT std::string enumToString (InputSource::Enum);
578 
579 /// Code to represent the type of instrument attribute.
580 struct ONIXS_EUREX_ETI_EXPORT InstrAttribType
581 {
582  /// \copydoc InstrAttribType
583  enum Enum
584  {
585  NoValue = 0xFF, ///< No value.
586  VariableRate = 5, ///< Variable rate.
587  CouponRate = 100, ///< Coupon rate.
588  OffsetToTheVariableCouponRate = 101, ///< Offset to the variable coupon rate.
589  SwapCustomer1 = 102, ///< Swap Customer 1.
590  SwapCustomer2 = 103, ///< Swap Customer 2.
591  CashBasketReference = 104, ///< Cash Basket Reference.
592  };
593 };
594 
595 /// Returns string representation.
596 ONIXS_EUREX_ETI_EXPORT std::string enumToString (InstrAttribType::Enum);
597 
598 /// Indicator for checking open orders and quotes.
599 struct ONIXS_EUREX_ETI_EXPORT InventoryCheckType
600 {
601  /// \copydoc InventoryCheckType
602  enum Enum
603  {
604  NoValue = 0xFF, ///< No value.
605  DoNotCheck = 0, ///< Do not check.
606  Check = 1, ///< Check.
607  };
608 };
609 
610 /// Returns string representation.
611 ONIXS_EUREX_ETI_EXPORT std::string enumToString (InventoryCheckType::Enum);
612 
613 /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.
614 struct ONIXS_EUREX_ETI_EXPORT LastFragment
615 {
616  /// \copydoc LastFragment
617  enum Enum
618  {
619  NoValue = 0xFF, ///< No value.
620  NotLastMessage = 0, ///< Not Last Message.
621  LastMessage = 1, ///< Last Message.
622  };
623 };
624 
625 /// Returns string representation.
626 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LastFragment::Enum);
627 
628 /// Last market.
629 struct ONIXS_EUREX_ETI_EXPORT LastMkt
630 {
631  /// \copydoc LastMkt
632  enum Enum
633  {
634  NoValue = 0xFF, ///< No value.
635  XEUR = 1, ///< XEUR.
636  XEEE = 2, ///< XEEE.
637  NODX = 12, ///< NODX.
638  };
639 };
640 
641 /// Returns string representation.
642 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LastMkt::Enum);
643 
644 /// Instruction to show last deal price.
645 struct ONIXS_EUREX_ETI_EXPORT LastPxDisclosureInstruction
646 {
647  /// \copydoc LastPxDisclosureInstruction
648  enum Enum
649  {
650  NoValue = 0xFF, ///< No value.
651  No = 0, ///< No.
652  Yes = 1, ///< Yes.
653  };
654 };
655 
656 /// Returns string representation.
657 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LastPxDisclosureInstruction::Enum);
658 
659 /// Instruction to show last deal quantity. Can only be set to 1 (Yes) if LastQtyDisclosureInstruction = 1 (Yes).
660 struct ONIXS_EUREX_ETI_EXPORT LastQtyDisclosureInstruction
661 {
662  /// \copydoc LastQtyDisclosureInstruction
663  enum Enum
664  {
665  NoValue = 0xFF, ///< No value.
666  No = 0, ///< No.
667  Yes = 1, ///< Yes.
668  };
669 };
670 
671 /// Returns string representation.
672 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LastQtyDisclosureInstruction::Enum);
673 
674 /// Leaves quantity disclosure instruction.
675 struct ONIXS_EUREX_ETI_EXPORT LeavesQtyDisclosureInstruction
676 {
677  /// \copydoc LeavesQtyDisclosureInstruction
678  enum Enum
679  {
680  NoValue = 0xFF, ///< No value.
681  No = 0, ///< No.
682  Yes = 1, ///< Yes.
683  };
684 };
685 
686 /// Returns string representation.
687 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LeavesQtyDisclosureInstruction::Enum);
688 
689 /// Role on/for a message.
690 struct ONIXS_EUREX_ETI_EXPORT LegInputSource
691 {
692  /// \copydoc LegInputSource
693  enum Enum
694  {
695  NoValue = 0xFF, ///< No value.
696  ClientBroker = 1, ///< Client Broker.
697  ProprietaryBroker = 2, ///< Proprietary Broker.
698  };
699 };
700 
701 /// Returns string representation.
702 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LegInputSource::Enum);
703 
704 /// Leg-specific field used for Eurex position management purposes and indicates whether the leg is submitted to open or close a position.
705 struct ONIXS_EUREX_ETI_EXPORT LegPositionEffect
706 {
707  /// \copydoc LegPositionEffect
708  enum Enum
709  {
710  NoValue = 0x00, ///< No value.
711  Close = 'C', ///< Close.
712  Open = 'O', ///< Open.
713  };
714 };
715 
716 /// Returns string representation.
717 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LegPositionEffect::Enum);
718 
719 /// Indicates type of leg.
720 struct ONIXS_EUREX_ETI_EXPORT LegSecurityType
721 {
722  /// \copydoc LegSecurityType
723  enum Enum
724  {
725  NoValue = 0xFF, ///< No value.
726  MultilegInstrument = 1, ///< Multileg Instrument.
727  UnderlyingLeg = 2, ///< Underlying Leg.
728  };
729 };
730 
731 /// Returns string representation.
732 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LegSecurityType::Enum);
733 
734 /// The side of the individual leg of a strategy.
735 struct ONIXS_EUREX_ETI_EXPORT LegSide
736 {
737  /// \copydoc LegSide
738  enum Enum
739  {
740  NoValue = 0xFF, ///< No value.
741  Buy = 1, ///< Buy.
742  Sell = 2, ///< Sell.
743  };
744 };
745 
746 /// Returns string representation.
747 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LegSide::Enum);
748 
749 /// List update action.
750 struct ONIXS_EUREX_ETI_EXPORT ListUpdateAction
751 {
752  /// \copydoc ListUpdateAction
753  enum Enum
754  {
755  NoValue = 0x00, ///< No value.
756  Add = 'A', ///< Add (Invocation).
757  Delete = 'D', ///< Delete (Release).
758  };
759 };
760 
761 /// Returns string representation.
762 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ListUpdateAction::Enum);
763 
764 /// Type of market data.
765 struct ONIXS_EUREX_ETI_EXPORT MDBookType
766 {
767  /// \copydoc MDBookType
768  enum Enum
769  {
770  NoValue = 0xFF, ///< No value.
771  TopOfBook = 1, ///< Top of book.
772  PriceDepth = 2, ///< Price depth (aggregated).
773  };
774 };
775 
776 /// Returns string representation.
777 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MDBookType::Enum);
778 
779 /// Sub-type (qualifier) of market data.
780 struct ONIXS_EUREX_ETI_EXPORT MDSubBookType
781 {
782  /// \copydoc MDSubBookType
783  enum Enum
784  {
785  NoValue = 0xFF, ///< No value.
786  Implied = 1, ///< Implied.
787  VolumeWeightedAverage = 2, ///< Volume Weighted Average.
788  };
789 };
790 
791 /// Returns string representation.
792 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MDSubBookType::Enum);
793 
794 /// Market ID.
795 struct ONIXS_EUREX_ETI_EXPORT MarketId
796 {
797  /// \copydoc MarketId
798  enum Enum
799  {
800  NoValue = 0xFF, ///< No value.
801  XEUR = 1, ///< XEUR.
802  XEEE = 2, ///< XEEE.
803  NODX = 12, ///< NODX.
804  };
805 };
806 
807 /// Returns string representation.
808 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MarketId::Enum);
809 
810 /// Reason for mass cancellation.
811 struct ONIXS_EUREX_ETI_EXPORT MassActionReason
812 {
813  /// \copydoc MassActionReason
814  enum Enum
815  {
816  NoValue = 0xFF, ///< No value.
817  NoSpecialReason = 0, ///< No special reason.
818  StopTrading = 1, ///< Trading was stopped.
819  Emergency = 2, ///< Emergency.
820  MarketMakerProtection = 3, ///< Market Maker Protection.
821  SessionLoss = 6, ///< Session loss or logout.
822  DuplicateSessionLogin = 7, ///< Duplicate Session Login.
823  ClearingRiskControl = 8, ///< Clearing Risk Control.
824  InternalConnectionLoss = 100, ///< Internal connection loss.
825  ProductStateHalt = 105, ///< Product State Halt.
826  ProductStateHoliday = 106, ///< Product State Holiday.
827  InstrumentSuspended = 107, ///< Instrument Suspended.
828  ComplexInstrumentDeletion = 109, ///< Complex Instrument Deletion.
829  VolatilityInterruption = 110, ///< Volatility Interruption.
830  ProductTemporarilyNotTradeable = 111, ///< Product temporarily not tradeable.
831  MemberDisable = 117, ///< Member has been disabled.
832  };
833 };
834 
835 /// Returns string representation.
836 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MassActionReason::Enum);
837 
838 /// Restriction for MassActionType (1373) = Release_quotes (2).
839 struct ONIXS_EUREX_ETI_EXPORT MassActionSubType
840 {
841  /// \copydoc MassActionSubType
842  enum Enum
843  {
844  NoValue = 0xFF, ///< No value.
845  BookOrCancel = 1, ///< Book or cancel.
846  };
847 };
848 
849 /// Returns string representation.
850 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MassActionSubType::Enum);
851 
852 /// Specifies the type of action requested.
853 struct ONIXS_EUREX_ETI_EXPORT MassActionType
854 {
855  /// \copydoc MassActionType
856  enum Enum
857  {
858  NoValue = 0xFF, ///< No value.
859  SuspendQuotes = 1, ///< Suspend quotes.
860  ReleaseQuotes = 2, ///< Release quotes from suspension.
861  };
862 };
863 
864 /// Returns string representation.
865 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MassActionType::Enum);
866 
867 /// Indicates the auction type the trade originates from.
868 struct ONIXS_EUREX_ETI_EXPORT MatchSubType
869 {
870  /// \copydoc MatchSubType
871  enum Enum
872  {
873  NoValue = 0xFF, ///< No value.
874  OpeningAuction = 1, ///< Opening auction.
875  ClosingAuction = 2, ///< Closing auction.
876  IntradayAuction = 3, ///< Intraday auction.
877  CircuitBreakerAuction = 4, ///< Circuit Breaker auction.
878  OutsideBBO = 6, ///< CLIP matching outside BBO.
879  };
880 };
881 
882 /// Returns string representation.
883 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MatchSubType::Enum);
884 
885 /// The point in the matching process at which this trade was matched.
886 struct ONIXS_EUREX_ETI_EXPORT MatchType
887 {
888  /// \copydoc MatchType
889  enum Enum
890  {
891  NoValue = 0xFF, ///< No value.
892  ConfirmedTradeReport = 3, ///< Confirmed Trade Report (reporting from recognized markets).
893  AutoMatchIncoming = 4, ///< Auto-match incoming order.
894  CrossAuction = 5, ///< Cross Auction.
895  CallAuction = 7, ///< Call Auction.
896  AutoMatchResting = 11, ///< Auto match resting order.
897  LiquidityImprovementCross = 13, ///< Liquidity Improvement Cross.
898  };
899 };
900 
901 /// Returns string representation.
902 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MatchType::Enum);
903 
904 /// Informs if trading is active for grouping of Eurex products.
905 struct ONIXS_EUREX_ETI_EXPORT MatchingEngineStatus
906 {
907  /// \copydoc MatchingEngineStatus
908  enum Enum
909  {
910  NoValue = 0xFF, ///< No value.
911  Unavailable = 0, ///< Unavailable.
912  Available = 1, ///< Available.
913  };
914 };
915 
916 /// Returns string representation.
917 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MatchingEngineStatus::Enum);
918 
919 /// Receiver of a message.
920 struct ONIXS_EUREX_ETI_EXPORT MessageEventSource
921 {
922  /// \copydoc MessageEventSource
923  enum Enum
924  {
925  NoValue = 0x00, ///< No value.
926  BroadcastToInitiator = 'I', ///< Broadcast to initiator.
927  BroadcastToApprover = 'A', ///< Broadcast to approver.
928  BroadcastToRequester = 'R', ///< Broadcast to requestor.
929  BroadcastToQuoteSubmitter = 'Q', ///< Broadcast to quote submitter.
930  };
931 };
932 
933 /// Returns string representation.
934 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MessageEventSource::Enum);
935 
936 /// Indicates if the trade resulted from a single order or a multi leg order.
937 struct ONIXS_EUREX_ETI_EXPORT MultiLegReportingType
938 {
939  /// \copydoc MultiLegReportingType
940  enum Enum
941  {
942  NoValue = 0xFF, ///< No value.
943  SingleSecurity = 1, ///< Single instrument.
944  IndividualLegOfAMultilegSecurity = 2, ///< Complex instrument.
945  };
946 };
947 
948 /// Returns string representation.
949 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MultiLegReportingType::Enum);
950 
951 /// Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available.
952 struct ONIXS_EUREX_ETI_EXPORT MultilegModel
953 {
954  /// \copydoc MultilegModel
955  enum Enum
956  {
957  NoValue = 0xFF, ///< No value.
958  PredefinedMultilegSecurity = 0, ///< Predefined Multileg Security.
959  UserDefinedMultleg = 1, ///< User-defined Multleg Security.
960  };
961 };
962 
963 /// Returns string representation.
964 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MultilegModel::Enum);
965 
966 /// Price decomposition method for legs of a complex instrument.
967 struct ONIXS_EUREX_ETI_EXPORT MultilegPriceModel
968 {
969  /// \copydoc MultilegPriceModel
970  enum Enum
971  {
972  NoValue = 0xFF, ///< No value.
973  Standard = 0, ///< leg level prices provided by system.
974  UserDefined = 1, ///< leg level prices provided by user.
975  };
976 };
977 
978 /// Returns string representation.
979 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MultilegPriceModel::Enum);
980 
981 /// State of the News Retransmission Service.
982 struct ONIXS_EUREX_ETI_EXPORT NewsRtmServiceStatus
983 {
984  /// \copydoc NewsRtmServiceStatus
985  enum Enum
986  {
987  NoValue = 0xFF, ///< No value.
988  Unavailable = 0, ///< Unavailable.
989  Available = 1, ///< Available.
990  };
991 };
992 
993 /// Returns string representation.
994 ONIXS_EUREX_ETI_EXPORT std::string enumToString (NewsRtmServiceStatus::Enum);
995 
996 /// Instruction to show total number of Respondents in a SRQS event.
997 struct ONIXS_EUREX_ETI_EXPORT NumberOfRespDisclosureInstruction
998 {
999  /// \copydoc NumberOfRespDisclosureInstruction
1000  enum Enum
1001  {
1002  NoValue = 0xFF, ///< No value.
1003  No = 0, ///< No.
1004  Yes = 1, ///< Yes.
1005  };
1006 };
1007 
1008 /// Returns string representation.
1009 ONIXS_EUREX_ETI_EXPORT std::string enumToString (NumberOfRespDisclosureInstruction::Enum);
1010 
1011 /// OfferPx is locked.
1012 struct ONIXS_EUREX_ETI_EXPORT OfferPxIsLocked
1013 {
1014  /// \copydoc OfferPxIsLocked
1015  enum Enum
1016  {
1017  NoValue = 0xFF, ///< No value.
1018  No = 0, ///< No.
1019  Yes = 1, ///< Yes.
1020  };
1021 };
1022 
1023 /// Returns string representation.
1024 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OfferPxIsLocked::Enum);
1025 
1026 /// Conveys the current status of an order.
1027 struct ONIXS_EUREX_ETI_EXPORT OrdStatus
1028 {
1029  /// \copydoc OrdStatus
1030  enum Enum
1031  {
1032  NoValue = 0x00, ///< No value.
1033  New = '0', ///< New.
1034  PartiallyFilled = '1', ///< Partially filled.
1035  Filled = '2', ///< Filled.
1036  Canceled = '4', ///< Cancelled.
1037  PendingCancel = '6', ///< Pending Cancel (i.e. result of Order Cancel Request).
1038  Suspended = '9', ///< Suspended.
1039  };
1040 };
1041 
1042 /// Returns string representation.
1043 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrdStatus::Enum);
1044 
1045 /// Order type.
1046 struct ONIXS_EUREX_ETI_EXPORT OrdType
1047 {
1048  /// \copydoc OrdType
1049  enum Enum
1050  {
1051  NoValue = 0xFF, ///< No value.
1052  Market = 1, ///< Market.
1053  Limit = 2, ///< Limit.
1054  Stop = 3, ///< Stop.
1055  StopLimit = 4, ///< Stop Limit.
1056  };
1057 };
1058 
1059 /// Returns string representation.
1060 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrdType::Enum);
1061 
1062 /// Order attribute liquidity provision.
1063 struct ONIXS_EUREX_ETI_EXPORT OrderAttributeLiquidityProvision
1064 {
1065  /// \copydoc OrderAttributeLiquidityProvision
1066  enum Enum
1067  {
1068  NoValue = 0xFF, ///< No value.
1069  Y = 1, ///< Liquidity provision.
1070  N = 0, ///< No liquidity provision.
1071  };
1072 };
1073 
1074 /// Returns string representation.
1075 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderAttributeLiquidityProvision::Enum);
1076 
1077 /// Order attribute risk reduction.
1078 struct ONIXS_EUREX_ETI_EXPORT OrderAttributeRiskReduction
1079 {
1080  /// \copydoc OrderAttributeRiskReduction
1081  enum Enum
1082  {
1083  NoValue = 0xFF, ///< No value.
1084  Y = 1, ///< Risk reduction.
1085  N = 0, ///< No risk reduction.
1086  };
1087 };
1088 
1089 /// Returns string representation.
1090 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderAttributeRiskReduction::Enum);
1091 
1092 /// Indicates if the trade notification results from an order or quote.
1093 struct ONIXS_EUREX_ETI_EXPORT OrderCategory
1094 {
1095  /// \copydoc OrderCategory
1096  enum Enum
1097  {
1098  NoValue = 0x00, ///< No value.
1099  Order = '1', ///< Order.
1100  Quote = '2', ///< Quote.
1101  };
1102 };
1103 
1104 /// Returns string representation.
1105 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderCategory::Enum);
1106 
1107 /// Action that caused the event to occur.
1108 struct ONIXS_EUREX_ETI_EXPORT OrderEventReason
1109 {
1110  /// \copydoc OrderEventReason
1111  enum Enum
1112  {
1113  NoValue = 0xFF, ///< No value.
1114  SMP = 100, ///< SMP event.
1115  };
1116 };
1117 
1118 /// Returns string representation.
1119 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderEventReason::Enum);
1120 
1121 /// Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
1122 struct ONIXS_EUREX_ETI_EXPORT OrderOrigination
1123 {
1124  /// \copydoc OrderOrigination
1125  enum Enum
1126  {
1127  NoValue = 0xFF, ///< No value.
1128  DirectAccessOrSponsoredAccessCustomer = 5, ///< Order received from a direct access customer.
1129  };
1130 };
1131 
1132 /// Returns string representation.
1133 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderOrigination::Enum);
1134 
1135 /// Instruction to show total quantity.
1136 struct ONIXS_EUREX_ETI_EXPORT OrderQtyDisclosureInstruction
1137 {
1138  /// \copydoc OrderQtyDisclosureInstruction
1139  enum Enum
1140  {
1141  NoValue = 0xFF, ///< No value.
1142  No = 0, ///< No.
1143  Yes = 1, ///< Yes.
1144  };
1145 };
1146 
1147 /// Returns string representation.
1148 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderQtyDisclosureInstruction::Enum);
1149 
1150 /// OrderQty is locked.
1151 struct ONIXS_EUREX_ETI_EXPORT OrderQtyIsLocked
1152 {
1153  /// \copydoc OrderQtyIsLocked
1154  enum Enum
1155  {
1156  NoValue = 0xFF, ///< No value.
1157  No = 0, ///< No.
1158  Yes = 1, ///< Yes.
1159  };
1160 };
1161 
1162 /// Returns string representation.
1163 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderQtyIsLocked::Enum);
1164 
1165 /// Indicates if the participant application is an order routing system.
1166 struct ONIXS_EUREX_ETI_EXPORT OrderRoutingIndicator
1167 {
1168  /// \copydoc OrderRoutingIndicator
1169  enum Enum
1170  {
1171  NoValue = 0x00, ///< No value.
1172  Yes = 'Y', ///< Yes.
1173  No = 'N', ///< No.
1174  };
1175 };
1176 
1177 /// Returns string representation.
1178 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderRoutingIndicator::Enum);
1179 
1180 /// Side of the order in the original Eurex strategy.
1181 struct ONIXS_EUREX_ETI_EXPORT OrderSide
1182 {
1183  /// \copydoc OrderSide
1184  enum Enum
1185  {
1186  NoValue = 0xFF, ///< No value.
1187  Buy = 1, ///< Buy.
1188  Sell = 2, ///< Sell.
1189  };
1190 };
1191 
1192 /// Returns string representation.
1193 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderSide::Enum);
1194 
1195 /// Ownership indicator.
1196 struct ONIXS_EUREX_ETI_EXPORT OwnershipIndicator
1197 {
1198  /// \copydoc OwnershipIndicator
1199  enum Enum
1200  {
1201  NoValue = 0xFF, ///< No value.
1202  NoChangeOfOwnership = 0, ///< Do not change ownership.
1203  ChangeToExecutingTrader = 1, ///< Change ownership to executing party (User ID).
1204  };
1205 };
1206 
1207 /// Returns string representation.
1208 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OwnershipIndicator::Enum);
1209 
1210 /// Party action type.
1211 struct ONIXS_EUREX_ETI_EXPORT PartyActionType
1212 {
1213  /// \copydoc PartyActionType
1214  enum Enum
1215  {
1216  NoValue = 0xFF, ///< No value.
1217  HaltTrading = 1, ///< Halt trading.
1218  Reinstate = 2, ///< Reinstate.
1219  };
1220 };
1221 
1222 /// Returns string representation.
1223 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyActionType::Enum);
1224 
1225 /// Party detail role qualifier.
1226 struct ONIXS_EUREX_ETI_EXPORT PartyDetailRoleQualifier
1227 {
1228  /// \copydoc PartyDetailRoleQualifier
1229  enum Enum
1230  {
1231  NoValue = 0xFF, ///< No value.
1232  Trader = 10, ///< Trader.
1233  HeadTrader = 11, ///< Head Trader.
1234  Supervisor = 12, ///< Supervisor.
1235  };
1236 };
1237 
1238 /// Returns string representation.
1239 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyDetailRoleQualifier::Enum);
1240 
1241 /// Party detail status.
1242 struct ONIXS_EUREX_ETI_EXPORT PartyDetailStatus
1243 {
1244  /// \copydoc PartyDetailStatus
1245  enum Enum
1246  {
1247  NoValue = 0xFF, ///< No value.
1248  Active = 0, ///< Active.
1249  Suspend = 1, ///< Suspend.
1250  Rejected = 2, ///< Rejected.
1251  };
1252 };
1253 
1254 /// Returns string representation.
1255 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyDetailStatus::Enum);
1256 
1257 /// Reason for a responder reject.
1258 struct ONIXS_EUREX_ETI_EXPORT PartyDetailStatusInformation
1259 {
1260  /// \copydoc PartyDetailStatusInformation
1261  enum Enum
1262  {
1263  NoValue = 0xFF, ///< No value.
1264  TRRTHRESHOLDTOOBIG = 1, ///< High TRR (TradeToRequestRatio) threshold.
1265  BLOCKALLANONYMOUS = 2, ///< Anonymous negotiation blocked by responder.
1266  };
1267 };
1268 
1269 /// Returns string representation.
1270 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyDetailStatusInformation::Enum);
1271 
1272 /// Entering Business Unit.
1273 struct ONIXS_EUREX_ETI_EXPORT PartyIdEnteringFirm
1274 {
1275  /// \copydoc PartyIdEnteringFirm
1276  enum Enum
1277  {
1278  NoValue = 0xFF, ///< No value.
1279  Participant = 1, ///< Participant.
1280  MarketSupervision = 2, ///< Market Supervision.
1281  };
1282 };
1283 
1284 /// Returns string representation.
1285 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyIdEnteringFirm::Enum);
1286 
1287 /// Party ID origination market.
1288 struct ONIXS_EUREX_ETI_EXPORT PartyIdOriginationMarket
1289 {
1290  /// \copydoc PartyIdOriginationMarket
1291  enum Enum
1292  {
1293  NoValue = 0xFF, ///< No value.
1294  XKFE = 1, ///< Korea Exchange.
1295  };
1296 };
1297 
1298 /// Returns string representation.
1299 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyIdOriginationMarket::Enum);
1300 
1301 /// Settlement institution.
1302 struct ONIXS_EUREX_ETI_EXPORT PartyIdSettlementLocation
1303 {
1304  /// \copydoc PartyIdSettlementLocation
1305  enum Enum
1306  {
1307  NoValue = 0xFF, ///< No value.
1308  ClearstremBankingFrankfurt = 1, ///< Clearstrem Banking Frankfurt.
1309  ClearstremBankingLuxemburg = 2, ///< Clearstrem Banking Luxemburg.
1310  CLSGroup = 3, ///< CLS Group.
1311  Euroclear = 4, ///< Euroclear.
1312  };
1313 };
1314 
1315 /// Returns string representation.
1316 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyIdSettlementLocation::Enum);
1317 
1318 /// Party ID investment decision maker qualifier.
1319 struct ONIXS_EUREX_ETI_EXPORT PartyIdInvestmentDecisionMakerQualifier
1320 {
1321  /// \copydoc PartyIdInvestmentDecisionMakerQualifier
1322  enum Enum
1323  {
1324  NoValue = 0xFF, ///< No value.
1325  Algo = 22, ///< Algo.
1326  Human = 24, ///< Human/Natural person.
1327  };
1328 };
1329 
1330 /// Returns string representation.
1331 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyIdInvestmentDecisionMakerQualifier::Enum);
1332 
1333 /// Instruction to show buy-side user information.
1334 struct ONIXS_EUREX_ETI_EXPORT PartyOrderOriginationDisclosureInstruction
1335 {
1336  /// \copydoc PartyOrderOriginationDisclosureInstruction
1337  enum Enum
1338  {
1339  NoValue = 0xFF, ///< No value.
1340  No = 0, ///< No.
1341  Yes = 1, ///< Yes.
1342  };
1343 };
1344 
1345 /// Returns string representation.
1346 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyOrderOriginationDisclosureInstruction::Enum);
1347 
1348 /// Party sub-type.
1349 struct ONIXS_EUREX_ETI_EXPORT PartySubIdType
1350 {
1351  /// \copydoc PartySubIdType
1352  enum Enum
1353  {
1354  NoValue = 0xFF, ///< No value.
1355  Buyer = 14001, ///< Buyer.
1356  Seller = 14002, ///< Seller.
1357  };
1358 };
1359 
1360 /// Returns string representation.
1361 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartySubIdType::Enum);
1362 
1363 /// Field is used for Eurex position management purposes and indicates whether the order is submitted to open or close a position.
1364 struct ONIXS_EUREX_ETI_EXPORT PositionEffect
1365 {
1366  /// \copydoc PositionEffect
1367  enum Enum
1368  {
1369  NoValue = 0x00, ///< No value.
1370  Close = 'C', ///< Close.
1371  Open = 'O', ///< Open.
1372  };
1373 };
1374 
1375 /// Returns string representation.
1376 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PositionEffect::Enum);
1377 
1378 /// Price disclosure instruction.
1379 struct ONIXS_EUREX_ETI_EXPORT PriceDisclosureInstruction
1380 {
1381  /// \copydoc PriceDisclosureInstruction
1382  enum Enum
1383  {
1384  NoValue = 0xFF, ///< No value.
1385  No = 0, ///< No.
1386  Yes = 1, ///< Yes.
1387  };
1388 };
1389 
1390 /// Returns string representation.
1391 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PriceDisclosureInstruction::Enum);
1392 
1393 /// Indicator how price validity check should be performed by the exchange.
1394 struct ONIXS_EUREX_ETI_EXPORT PriceValidityCheckType
1395 {
1396  /// \copydoc PriceValidityCheckType
1397  enum Enum
1398  {
1399  NoValue = 0xFF, ///< No value.
1400  None = 0, ///< None.
1401  Optional = 1, ///< Optional.
1402  Mandatory = 2, ///< Mandatory.
1403  };
1404 };
1405 
1406 /// Returns string representation.
1407 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PriceValidityCheckType::Enum);
1408 
1409 /// This field qualifies an instrument type on Eurex.
1410 struct ONIXS_EUREX_ETI_EXPORT ProductComplex
1411 {
1412  /// \copydoc ProductComplex
1413  enum Enum
1414  {
1415  NoValue = 0xFF, ///< No value.
1416  SimpleInstrument = 1, ///< Simple instrument.
1417  StandardOptionStrategy = 2, ///< Standard Option Strategy.
1418  NonStandardOptionStrategy = 3, ///< Non-Standard Option Strategy.
1419  VolatilityStrategy = 4, ///< Volatility Strategy.
1420  FuturesSpread = 5, ///< Futures Spread.
1421  InterProductSpread = 6, ///< Inter-Product Spread.
1422  StandardFutureStrategy = 7, ///< Standard Future Strategy.
1423  PackAndBundle = 8, ///< Pack and Bundle.
1424  Strip = 9, ///< Strip.
1425  FlexibleSimpleInstrument = 10, ///< Flexible Simple Instrument.
1426  CommodityStrip = 11, ///< Commodity Strip.
1427  };
1428 };
1429 
1430 /// Returns string representation.
1431 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ProductComplex::Enum);
1432 
1433 /// Indicates whether an option contract is a put or call.
1434 struct ONIXS_EUREX_ETI_EXPORT PutOrCall
1435 {
1436  /// \copydoc PutOrCall
1437  enum Enum
1438  {
1439  NoValue = 0xFF, ///< No value.
1440  Put = 0, ///< Put.
1441  Call = 1, ///< Call.
1442  };
1443 };
1444 
1445 /// Returns string representation.
1446 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PutOrCall::Enum);
1447 
1448 /// Reason for quote cancellation.
1449 struct ONIXS_EUREX_ETI_EXPORT QuoteCancelReason
1450 {
1451  /// \copydoc QuoteCancelReason
1452  enum Enum
1453  {
1454  NoValue = 0xFF, ///< No value.
1455  Expired = 5, ///< Expired.
1456  };
1457 };
1458 
1459 /// Returns string representation.
1460 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteCancelReason::Enum);
1461 
1462 /// Status of the quote.
1463 struct ONIXS_EUREX_ETI_EXPORT QuoteCondition
1464 {
1465  /// \copydoc QuoteCondition
1466  enum Enum
1467  {
1468  NoValue = 0x00, ///< No value.
1469  Active = 'A', ///< Active.
1470  Closed = 'B', ///< Closed.
1471  Suspended = 'z', ///< Suspended.
1472  Expired = '8', ///< Expired.
1473  };
1474 };
1475 
1476 /// Returns string representation.
1477 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteCondition::Enum);
1478 
1479 /// Reason code indicating why the quote entry has been rejected.
1480 struct ONIXS_EUREX_ETI_EXPORT QuoteEntryRejectReason
1481 {
1482  /// \copydoc QuoteEntryRejectReason
1483  enum Enum
1484  {
1485  NoValue = 0xFF, ///< No value.
1486  UnknownSecurity = 1, ///< Unknown security.
1487  DuplicateQuote = 6, ///< Duplicate quote.
1488  InvalidPrice = 8, ///< Invalid price.
1489  NoReferencePriceAvailable = 16, ///< Reference price not available.
1490  NoSingleSidedQuotes = 100, ///< Single sided quotes not allowed.
1491  InvalidQuotingModel = 103, ///< Invalid usage of quoting model.
1492  InvalidSize = 106, ///< Invalid size.
1493  InvalidUnderlyingPrice = 107, ///< Invalid underlying price.
1494  BidPriceNotReasonable = 108, ///< Bid price not reasonable.
1495  AskPriceNotReasonable = 109, ///< Ask price not reasonable.
1496  BidPriceExceedsRange = 110, ///< Bid price exceeds extended price range.
1497  AskPriceExceedsRange = 111, ///< Ask price exceeds extended price range.
1498  InstrumentStateFreeze = 115, ///< Instrument state freeze.
1499  DeletionAlreadyPending = 116, ///< Deletion already pending.
1500  EntitlementNotAssignedForUnderlying = 119, ///< Entitlement not assigned for underlying.
1501  CurrentlyNotTradeableOnBook = 124, ///< Instrument is currently not tradeable on book.
1502  QuantityLimitExceeded = 125, ///< Quantity exceeds trader specific limit.
1503  ValueLimitExceeded = 126, ///< Value exceeds trader specific limit.
1504  InvalidQuoteSpread = 127, ///< Invalid quote spread.
1505  BookOrCancel = 128, ///< Book-or-Cancel quote type.
1506  CantProcInCurrInstrState = 131, ///< Instrument state does not allow processing.
1507  InvalidQuoteType = 134, ///< Invalid quote type.
1508  TradingIndicationRunningForTrader = 143, ///< Trading indication running for trader.
1509  OnBookTradingDisabledForInstrumentType = 144, ///< On-Book trading disabled for instrument type.
1510  LiquidityProviderProtectionBidSideCancelled = 147, ///< Liquidity provider protection bid side cancelled.
1511  LiquidityProviderProtectionAskSideCancelled = 148, ///< Liquidity provider protection ask side cancelled.
1512  OutsideQuotingPeriod = 155, ///< Quote entry outside quoting period not allowed.
1513  MatchPriceNotOnPriceStep = 156, ///< Match price resulting from entry of the matching quote is not a valid price step.
1514  QuantityLimitExceedsTSL = 161, ///< Quantity exceeds transaction size limit.
1515  TooManyOrdersAndQuotesInOrderBook = 163, ///< Too many orders and quotes in order book.
1516  ContractCannotBeTradedDueToInsufficientEligibility = 166, ///< Contract cannot be traded due to insufficient eligibility.
1517  UnderlyingPriceTimeout = 167, ///< the VF underlying price timed out, rejection of quote.
1518  BUSuspendARPLevel3SoftBreach = 168, ///< the BU is suspended due to an ARP level 3 soft breach.
1519  };
1520 };
1521 
1522 /// Returns string representation.
1523 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteEntryRejectReason::Enum);
1524 
1525 /// Identifies the status of an individual quote.
1526 struct ONIXS_EUREX_ETI_EXPORT QuoteEntryStatus
1527 {
1528  /// \copydoc QuoteEntryStatus
1529  enum Enum
1530  {
1531  NoValue = 0xFF, ///< No value.
1532  Accepted = 0, ///< Accepted with warning.
1533  Rejected = 5, ///< Rejected.
1534  RemovedAndRejected = 6, ///< Removed from Market.
1535  Pending = 10, ///< Pending.
1536  };
1537 };
1538 
1539 /// Returns string representation.
1540 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteEntryStatus::Enum);
1541 
1542 /// Indicates whether the quote added or removed liquidity.
1543 struct ONIXS_EUREX_ETI_EXPORT QuoteEventLiquidityInd
1544 {
1545  /// \copydoc QuoteEventLiquidityInd
1546  enum Enum
1547  {
1548  NoValue = 0xFF, ///< No value.
1549  AddedLiquidity = 1, ///< Added Liquidity.
1550  RemovedLiquidity = 2, ///< Removed Liquidity.
1551  Auction = 4, ///< Auction.
1552  };
1553 };
1554 
1555 /// Returns string representation.
1556 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteEventLiquidityInd::Enum);
1557 
1558 /// Additional information why quote side was removed.
1559 struct ONIXS_EUREX_ETI_EXPORT QuoteEventReason
1560 {
1561  /// \copydoc QuoteEventReason
1562  enum Enum
1563  {
1564  NoValue = 0xFF, ///< No value.
1565  PendingCancellationExecuted = 14, ///< Pending Cancellation Executed.
1566  InvalidPrice = 15, ///< Invalid Price.
1567  CrossRejected = 16, ///< Quote subject to crossing and match prevented.
1568  BookOrCancel = 17, ///< Quote deleted due to Book-or-Cancel quote type.
1569  PLP = 18, ///< Quote deleted due to passive liquidity protection.
1570  };
1571 };
1572 
1573 /// Returns string representation.
1574 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteEventReason::Enum);
1575 
1576 /// Side of the quote.
1577 struct ONIXS_EUREX_ETI_EXPORT QuoteEventSide
1578 {
1579  /// \copydoc QuoteEventSide
1580  enum Enum
1581  {
1582  NoValue = 0xFF, ///< No value.
1583  Buy = 1, ///< Buy.
1584  Sell = 2, ///< Sell.
1585  };
1586 };
1587 
1588 /// Returns string representation.
1589 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteEventSide::Enum);
1590 
1591 /// Conveys the quote event type.
1592 struct ONIXS_EUREX_ETI_EXPORT QuoteEventType
1593 {
1594  /// \copydoc QuoteEventType
1595  enum Enum
1596  {
1597  NoValue = 0xFF, ///< No value.
1598  ModifiedQuoteSide = 2, ///< Modified side.
1599  RemovedQuoteSide = 3, ///< Removed Quote Side.
1600  PartiallyFilled = 4, ///< Partially Filled.
1601  Filled = 5, ///< Filled.
1602  RemovedQuantity = 6, ///< Quantity removed.
1603  };
1604 };
1605 
1606 /// Returns string representation.
1607 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteEventType::Enum);
1608 
1609 /// Quoting instruction.
1610 struct ONIXS_EUREX_ETI_EXPORT QuoteInstruction
1611 {
1612  /// \copydoc QuoteInstruction
1613  enum Enum
1614  {
1615  NoValue = 0xFF, ///< No value.
1616  DoNotQuote = 0, ///< Do not re-quote.
1617  Quote = 1, ///< (Re-)Quote.
1618  };
1619 };
1620 
1621 /// Returns string representation.
1622 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteInstruction::Enum);
1623 
1624 /// Identifies the quoting model.
1625 struct ONIXS_EUREX_ETI_EXPORT QuoteSizeType
1626 {
1627  /// \copydoc QuoteSizeType
1628  enum Enum
1629  {
1630  NoValue = 0xFF, ///< No value.
1631  TotalSize = 1, ///< Total Size (Quote Modification).
1632  OpenSize = 2, ///< Open Size(Quote Entry).
1633  };
1634 };
1635 
1636 /// Returns string representation.
1637 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteSizeType::Enum);
1638 
1639 /// Sub-type or qualifier of QuoteType.
1640 struct ONIXS_EUREX_ETI_EXPORT QuoteSubType
1641 {
1642  /// \copydoc QuoteSubType
1643  enum Enum
1644  {
1645  NoValue = 0xFF, ///< No value.
1646  WorkingDelta = 1, ///< Working Delta.
1647  BasisTrade = 2, ///< Basis Trade.
1648  Regular = 3, ///< Regular LDS Negotiation.
1649  NegotiateUnderlyingOutsideExchange = 4, ///< Negotiate the underlying outside the exchange.
1650  VolaStrategyFix = 5, ///< Option Volatility Strategy with fixed Underlying price and delta.
1651  VolaStrategyNegotiateUnderlying = 6, ///< Option Volatility Strategy - Underlying price is negotiated on exchange.
1652  };
1653 };
1654 
1655 /// Returns string representation.
1656 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteSubType::Enum);
1657 
1658 /// Quote type.
1659 struct ONIXS_EUREX_ETI_EXPORT QuoteType
1660 {
1661  /// \copydoc QuoteType
1662  enum Enum
1663  {
1664  NoValue = 0xFF, ///< No value.
1665  Indicative = 0, ///< Indicative.
1666  Tradeable = 1, ///< Tradeable.
1667  TradeableBOC = 100, ///< Tradeable(BOC).
1668  };
1669 };
1670 
1671 /// Returns string representation.
1672 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteType::Enum);
1673 
1674 /// Quoting status for the executing party.
1675 struct ONIXS_EUREX_ETI_EXPORT QuotingStatus
1676 {
1677  /// \copydoc QuotingStatus
1678  enum Enum
1679  {
1680  NoValue = 0xFF, ///< No value.
1681  OpenActive = 1, ///< Open/Active.
1682  OpenIdle = 2, ///< Open/Working.
1683  ClosedInactive = 3, ///< Closed/Inactive.
1684  };
1685 };
1686 
1687 /// Returns string representation.
1688 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuotingStatus::Enum);
1689 
1690 /// Reference to the unique application identifier.
1691 struct ONIXS_EUREX_ETI_EXPORT RefApplId
1692 {
1693  /// \copydoc RefApplId
1694  enum Enum
1695  {
1696  NoValue = 0xFF, ///< No value.
1697  Trade = 1, ///< Trade.
1698  News = 2, ///< News.
1699  ServiceAvailability = 3, ///< Service Availability.
1700  SessionData = 4, ///< Session Data.
1701  ListenerData = 5, ///< Listener Data.
1702  RiskControl = 6, ///< Risk Control.
1703  TESMaintenance = 7, ///< TES Maintenance.
1704  TESTrade = 8, ///< TES Trade.
1705  SRQSMaintenance = 9, ///< SRQS Maintenance.
1706  ServiceAvailabilityMarket = 10, ///< Service Availability Market.
1707  };
1708 };
1709 
1710 /// Returns string representation.
1711 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RefApplId::Enum);
1712 
1713 /// Instrument type of the original Eurex strategy.
1714 struct ONIXS_EUREX_ETI_EXPORT RelatedProductComplex
1715 {
1716  /// \copydoc RelatedProductComplex
1717  enum Enum
1718  {
1719  NoValue = 0xFF, ///< No value.
1720  StandardOptionStrategy = 2, ///< Standard Option Strategy.
1721  NonStandardOptionStrategy = 3, ///< Non-Standard Option Strategy.
1722  VolatilityStrategy = 4, ///< Volatility Strategy.
1723  FuturesSpread = 5, ///< Futures Spread.
1724  InterProductSpread = 6, ///< Inter-Product Spread.
1725  StandardFutureStrategy = 7, ///< Standard Future Strategy.
1726  PackAndBundle = 8, ///< Pack and Bundle.
1727  Strip = 9, ///< Strip.
1728  CommodityStrip = 11, ///< Commodity Strip.
1729  };
1730 };
1731 
1732 /// Returns string representation.
1733 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RelatedProductComplex::Enum);
1734 
1735 /// Requesting party ID entering firm.
1736 struct ONIXS_EUREX_ETI_EXPORT RequestingPartyIdEnteringFirm
1737 {
1738  /// \copydoc RequestingPartyIdEnteringFirm
1739  enum Enum
1740  {
1741  NoValue = 0xFF, ///< No value.
1742  Participant = 1, ///< Participant.
1743  MarketSupervision = 2, ///< Market Supervision.
1744  };
1745 };
1746 
1747 /// Returns string representation.
1748 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RequestingPartyIdEnteringFirm::Enum);
1749 
1750 /// System ID (1 = Eurex Clearing).
1751 struct ONIXS_EUREX_ETI_EXPORT RequestingPartyIdExecutingSystem
1752 {
1753  /// \copydoc RequestingPartyIdExecutingSystem
1754  enum Enum
1755  {
1756  NoValue = 0xFF, ///< No value.
1757  EurexClearing = 1, ///< Eurex Clearing.
1758  T7 = 2, ///< T7 trading system.
1759  };
1760 };
1761 
1762 /// Returns string representation.
1763 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RequestingPartyIdExecutingSystem::Enum);
1764 
1765 /// Party type initiating SRQS deal deletion.
1766 struct ONIXS_EUREX_ETI_EXPORT RequestingPartySubIdType
1767 {
1768  /// \copydoc RequestingPartySubIdType
1769  enum Enum
1770  {
1771  NoValue = 0xFF, ///< No value.
1772  Requester = 5000, ///< Requester.
1773  Responder = 5001, ///< Responder.
1774  Both = 5002, ///< Both (Requester and Responder).
1775  System = 5003, ///< System.
1776  };
1777 };
1778 
1779 /// Returns string representation.
1780 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RequestingPartySubIdType::Enum);
1781 
1782 /// Specifies the type of respondents requested.
1783 struct ONIXS_EUREX_ETI_EXPORT RespondentType
1784 {
1785  /// \copydoc RespondentType
1786  enum Enum
1787  {
1788  NoValue = 0xFF, ///< No value.
1789  AllMarketParticipants = 1, ///< Respondents are known during a negotiation.
1790  Anonymous = 102, ///< Respondents are anonymized after negotiation start, Requester will remain anonymous from start.
1791  };
1792 };
1793 
1794 /// Returns string representation.
1795 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RespondentType::Enum);
1796 
1797 /// Reversal cancellation reason.
1798 struct ONIXS_EUREX_ETI_EXPORT ReversalCancellationReason
1799 {
1800  /// \copydoc ReversalCancellationReason
1801  enum Enum
1802  {
1803  NoValue = 0xFF, ///< No value.
1804  TASChange = 1, ///< TES Activity State Change.
1805  IntradayExpiration = 2, ///< Instrument Expiration.
1806  InstrumentDeletion = 3, ///< Instrument Deletion.
1807  InstrumentSuspension = 4, ///< Instrument Suspension.
1808  };
1809 };
1810 
1811 /// Returns string representation.
1812 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ReversalCancellationReason::Enum);
1813 
1814 /// Indicator whether the reversal of the TES trade is electronically requested or not.
1815 struct ONIXS_EUREX_ETI_EXPORT ReversalIndicator
1816 {
1817  /// \copydoc ReversalIndicator
1818  enum Enum
1819  {
1820  NoValue = 0xFF, ///< No value.
1821  No = 0, ///< No.
1822  Yes = 1, ///< Yes.
1823  };
1824 };
1825 
1826 /// Returns string representation.
1827 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ReversalIndicator::Enum);
1828 
1829 /// State of the Risk Control Retransmission Service.
1830 struct ONIXS_EUREX_ETI_EXPORT RiskControlRtmServiceStatus
1831 {
1832  /// \copydoc RiskControlRtmServiceStatus
1833  enum Enum
1834  {
1835  NoValue = 0xFF, ///< No value.
1836  Unavailable = 0, ///< Unavailable.
1837  Available = 1, ///< Available.
1838  };
1839 };
1840 
1841 /// Returns string representation.
1842 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RiskControlRtmServiceStatus::Enum);
1843 
1844 /// Risk limit action.
1845 struct ONIXS_EUREX_ETI_EXPORT RiskLimitAction
1846 {
1847  /// \copydoc RiskLimitAction
1848  enum Enum
1849  {
1850  NoValue = 0xFF, ///< No value.
1851  QueueInbound = 0, ///< Queue Inbound.
1852  Reject = 2, ///< Reject.
1853  Warning = 4, ///< Warning.
1854  };
1855 };
1856 
1857 /// Returns string representation.
1858 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RiskLimitAction::Enum);
1859 
1860 /// Scope for Pre-Trade risk limits.
1861 struct ONIXS_EUREX_ETI_EXPORT RiskLimitPlatform
1862 {
1863  /// \copydoc RiskLimitPlatform
1864  enum Enum
1865  {
1866  NoValue = 0xFF, ///< No value.
1867  OnBook = 0, ///< On-Book.
1868  OffBook = 1, ///< Off-Book(TES).
1869  };
1870 };
1871 
1872 /// Returns string representation.
1873 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RiskLimitPlatform::Enum);
1874 
1875 /// Requesting party role for a pre-trade risk limit.
1876 struct ONIXS_EUREX_ETI_EXPORT RiskLimitRequestingPartyRole
1877 {
1878  /// \copydoc RiskLimitRequestingPartyRole
1879  enum Enum
1880  {
1881  NoValue = 0xFF, ///< No value.
1882  ClearingFirm = 4, ///< requested by Clearing firm.
1883  Exchange = 22, ///< requested by Exchange.
1884  ExecutingUnit = 59, ///< requested by Executing firm.
1885  };
1886 };
1887 
1888 /// Returns string representation.
1889 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RiskLimitRequestingPartyRole::Enum);
1890 
1891 /// Type of risk limits.
1892 struct ONIXS_EUREX_ETI_EXPORT RiskLimitType
1893 {
1894  /// \copydoc RiskLimitType
1895  enum Enum
1896  {
1897  NoValue = 0xFF, ///< No value.
1898  LongLimit = 4, ///< Long limit.
1899  ShortLimit = 5, ///< Short limit.
1900  };
1901 };
1902 
1903 /// Returns string representation.
1904 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RiskLimitType::Enum);
1905 
1906 /// Indicator for a pre-trade risk limit violation.
1907 struct ONIXS_EUREX_ETI_EXPORT RiskLimitViolationIndicator
1908 {
1909  /// \copydoc RiskLimitViolationIndicator
1910  enum Enum
1911  {
1912  NoValue = 0xFF, ///< No value.
1913  No = 0, ///< No.
1914  Yes = 1, ///< Yes.
1915  };
1916 };
1917 
1918 /// Returns string representation.
1919 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RiskLimitViolationIndicator::Enum);
1920 
1921 /// Qualifier for field PartyIdInvestmentDecisionMaker. Members/participants will have the possibility to specify an Investment qualifier value to distinguish between natural persons and Algos.
1922 struct ONIXS_EUREX_ETI_EXPORT RootPartyIdInvestmentDecisionMakerQualifier
1923 {
1924  /// \copydoc RootPartyIdInvestmentDecisionMakerQualifier
1925  enum Enum
1926  {
1927  NoValue = 0xFF, ///< No value.
1928  Algo = 22, ///< Algo.
1929  Human = 24, ///< Human/Natural person.
1930  };
1931 };
1932 
1933 /// Returns string representation.
1934 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RootPartyIdInvestmentDecisionMakerQualifier::Enum);
1935 
1936 /// RootParty sub-type.
1937 struct ONIXS_EUREX_ETI_EXPORT RootPartySubIdType
1938 {
1939  /// \copydoc RootPartySubIdType
1940  enum Enum
1941  {
1942  NoValue = 0xFF, ///< No value.
1943  Buyer = 4001, ///< Buyer.
1944  Seller = 4002, ///< Seller.
1945  Broker = 4003, ///< Broker.
1946  };
1947 };
1948 
1949 /// Returns string representation.
1950 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RootPartySubIdType::Enum);
1951 
1952 /// Status of Secondary ETI Gateway.
1953 struct ONIXS_EUREX_ETI_EXPORT SecondaryGatewayStatus
1954 {
1955  /// \copydoc SecondaryGatewayStatus
1956  enum Enum
1957  {
1958  NoValue = 0xFF, ///< No value.
1959  Standby = 0, ///< Standby.
1960  Active = 1, ///< Active.
1961  };
1962 };
1963 
1964 /// Returns string representation.
1965 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SecondaryGatewayStatus::Enum);
1966 
1967 /// State of the Selective Service for Quote Retransmission Service.
1968 struct ONIXS_EUREX_ETI_EXPORT SelectiveRequestForQuoteRtmServiceStatus
1969 {
1970  /// \copydoc SelectiveRequestForQuoteRtmServiceStatus
1971  enum Enum
1972  {
1973  NoValue = 0xFF, ///< No value.
1974  Unavailable = 0, ///< Unavailable.
1975  Available = 1, ///< Available.
1976  };
1977 };
1978 
1979 /// Returns string representation.
1980 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SelectiveRequestForQuoteRtmServiceStatus::Enum);
1981 
1982 /// State of the selective service for quote service.
1983 struct ONIXS_EUREX_ETI_EXPORT SelectiveRequestForQuoteServiceStatus
1984 {
1985  /// \copydoc SelectiveRequestForQuoteServiceStatus
1986  enum Enum
1987  {
1988  NoValue = 0xFF, ///< No value.
1989  Unavailable = 0, ///< Unavailable.
1990  Available = 1, ///< Available.
1991  };
1992 };
1993 
1994 /// Returns string representation.
1995 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SelectiveRequestForQuoteServiceStatus::Enum);
1996 
1997 /// Type of Eurex ETI session.
1998 struct ONIXS_EUREX_ETI_EXPORT SessionMode
1999 {
2000  /// \copydoc SessionMode
2001  enum Enum
2002  {
2003  NoValue = 0xFF, ///< No value.
2004  ETIHF = 1, ///< ETI HF.
2005  ETILF = 2, ///< ETI LF.
2006  GUI = 3, ///< GUI.
2007  FIXLF = 4, ///< FIX LF.
2008  };
2009 };
2010 
2011 /// Returns string representation.
2012 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SessionMode::Enum);
2013 
2014 /// Error code.
2015 struct ONIXS_EUREX_ETI_EXPORT SessionRejectReason
2016 {
2017  /// \copydoc SessionRejectReason
2018  enum Enum
2019  {
2020  NoValue = 0xFF, ///< No value.
2021  RequiredTagMissing = 1, ///< Required Tag Missing.
2022  ValueIsIncorrect = 5, ///< Value is incorrect (out of range) for this tag.
2023  DecryptionProblem = 7, ///< Decryption problem.
2024  InvalidMsgID = 11, ///< Invalid TemplateID.
2025  IncorrectNumInGroupCount = 16, ///< Incorrect NumInGroup count for repeating group.
2026  Other = 99, ///< Other.
2027  ThrottleLimitExceeded = 100, ///< Throttle limit exceeded.
2028  ExposureLimitExceeded = 101, ///< Stale request was not forwarded to T7.
2029  ServiceTemporarilyNotAvailable = 102, ///< Service temporarily not available.
2030  ServiceNotAvailable = 103, ///< Service not available.
2031  OutboundConversionError = 105, ///< Error converting response or broadcast.
2032  HeartbeatViolation = 152, ///< Heartbeat violation error.
2033  InternalTechnicalError = 200, ///< Internal technical error.
2034  ValidationError = 210, ///< Validation Error.
2035  UserAlreadyLoggedIn = 211, ///< User already logged in.
2036  GatewayIsStandby = 216, ///< Gateway is standby.
2037  SessionLoginLimitReached = 217, ///< Session login limit (per time interval) reached.
2038  UserEntitlementDataTimeout = 223, ///< User Entitlement Data time out.
2039  PSGatewaySessionLimitReached = 224, ///< Session limit reached (per PS Gateway and Business Unit).
2040  UserLoginLimitReached = 225, ///< User login tries limit (per time interval) reached.
2041  OutstandingLoginsBuLimitReached = 226, ///< Limit of outstanding session/user logins reached (per Business Unit).
2042  OutstandingLoginsSessionLimitReached = 227, ///< Limit of outstanding session/user logins reached (per Session).
2043  OrderNotFound = 10000, ///< Order not found.
2044  PriceNotReasonable = 10001, ///< Price not reasonable.
2045  ClientOrderIDNotUnique = 10002, ///< Duplicate Order (ClOrdID).
2046  QuoteActivationInProgress = 10003, ///< another quote activation request is pending for the same Product / Instrument Type / SessionID.
2047  StopBidPriceNotReasonable = 10006, ///< Stop buy price not reasonable.
2048  StopAskPriceNotReasonable = 10007, ///< Stop sell price not reasonable.
2049  OrderNotExecutableWithinValidity = 10008, ///< GFD order is not executable on current business day.
2050  CreateCIThrottleExceeded = 10010, ///< Throttle limit for creation of complex instrument exceeded.
2051  TransactionNotAllowedInCurrentState = 10011, ///< Order maintenance not allowed in current state.
2052  RequiredMinLotSizeNotReached = 10013, ///< Required min lot size not reached.
2053  };
2054 };
2055 
2056 /// Returns string representation.
2057 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SessionRejectReason::Enum);
2058 
2059 /// Status of an ETI session.
2060 struct ONIXS_EUREX_ETI_EXPORT SessionStatus
2061 {
2062  /// \copydoc SessionStatus
2063  enum Enum
2064  {
2065  NoValue = 0xFF, ///< No value.
2066  Active = 0, ///< Session active.
2067  Logout = 4, ///< Session logout complete.
2068  };
2069 };
2070 
2071 /// Returns string representation.
2072 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SessionStatus::Enum);
2073 
2074 /// Session sub mode.
2075 struct ONIXS_EUREX_ETI_EXPORT SessionSubMode
2076 {
2077  /// \copydoc SessionSubMode
2078  enum Enum
2079  {
2080  NoValue = 0xFF, ///< No value.
2081  RegularTradingSession = 0, ///< Regular Trading Session.
2082  RegularBackOfficeSession = 2, ///< Regular Back Office Session.
2083  };
2084 };
2085 
2086 /// Returns string representation.
2087 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SessionSubMode::Enum);
2088 
2089 /// Settlement method for a contract or instrument.
2090 struct ONIXS_EUREX_ETI_EXPORT SettlMethod
2091 {
2092  /// \copydoc SettlMethod
2093  enum Enum
2094  {
2095  NoValue = 0x00, ///< No value.
2096  CashSettlement = 'C', ///< Cash Settlement.
2097  PhysicalSettlement = 'P', ///< Physical Settlement.
2098  };
2099 };
2100 
2101 /// Returns string representation.
2102 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SettlMethod::Enum);
2103 
2104 /// Instruction to show last deal information after negotiation closure.
2105 struct ONIXS_EUREX_ETI_EXPORT ShowLastDealOnClosure
2106 {
2107  /// \copydoc ShowLastDealOnClosure
2108  enum Enum
2109  {
2110  NoValue = 0xFF, ///< No value.
2111  No = 0, ///< No.
2112  Yes = 1, ///< Yes.
2113  };
2114 };
2115 
2116 /// Returns string representation.
2117 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ShowLastDealOnClosure::Enum);
2118 
2119 /// Side of the order.
2120 struct ONIXS_EUREX_ETI_EXPORT Side
2121 {
2122  /// \copydoc Side
2123  enum Enum
2124  {
2125  NoValue = 0xFF, ///< No value.
2126  Buy = 1, ///< Buy.
2127  Sell = 2, ///< Sell.
2128  };
2129 };
2130 
2131 /// Returns string representation.
2132 ONIXS_EUREX_ETI_EXPORT std::string enumToString (Side::Enum);
2133 
2134 /// Instruction to show side.
2135 struct ONIXS_EUREX_ETI_EXPORT SideDisclosureInstruction
2136 {
2137  /// \copydoc SideDisclosureInstruction
2138  enum Enum
2139  {
2140  NoValue = 0xFF, ///< No value.
2141  No = 0, ///< No.
2142  Yes = 1, ///< Yes.
2143  };
2144 };
2145 
2146 /// Returns string representation.
2147 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SideDisclosureInstruction::Enum);
2148 
2149 /// Side is locked.
2150 struct ONIXS_EUREX_ETI_EXPORT SideIsLocked
2151 {
2152  /// \copydoc SideIsLocked
2153  enum Enum
2154  {
2155  NoValue = 0xFF, ///< No value.
2156  No = 0, ///< No.
2157  Yes = 1, ///< Yes.
2158  };
2159 };
2160 
2161 /// Returns string representation.
2162 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SideIsLocked::Enum);
2163 
2164 /// Order initiator is passive or aggressor.
2165 struct ONIXS_EUREX_ETI_EXPORT SideLiquidityInd
2166 {
2167  /// \copydoc SideLiquidityInd
2168  enum Enum
2169  {
2170  NoValue = 0xFF, ///< No value.
2171  AddedLiquidity = 1, ///< Added liquidity (passive).
2172  RemovedLiquidity = 2, ///< Removed liquidity (aggressive, includes triggered orders).
2173  Auction = 4, ///< Auction (includes VDO matching at midpoint).
2174  };
2175 };
2176 
2177 /// Returns string representation.
2178 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SideLiquidityInd::Enum);
2179 
2180 /// Sub-type of a trade type.
2181 struct ONIXS_EUREX_ETI_EXPORT SideTrdSubTyp
2182 {
2183  /// \copydoc SideTrdSubTyp
2184  enum Enum
2185  {
2186  NoValue = 0xFF, ///< No value.
2187  BlockTrade = 2001, ///< Block Trade.
2188  TradeAtMarket = 2004, ///< Trade at Market.
2189  };
2190 };
2191 
2192 /// Returns string representation.
2193 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SideTrdSubTyp::Enum);
2194 
2195 /// Indicator to skip validations.
2196 struct ONIXS_EUREX_ETI_EXPORT SkipValidations
2197 {
2198  /// \copydoc SkipValidations
2199  enum Enum
2200  {
2201  NoValue = 0xFF, ///< No value.
2202  False = 0, ///< False.
2203  True = 1, ///< True.
2204  };
2205 };
2206 
2207 /// Returns string representation.
2208 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SkipValidations::Enum);
2209 
2210 /// Swap clearer for EFS Trades only.
2211 struct ONIXS_EUREX_ETI_EXPORT SwapClearer
2212 {
2213  /// \copydoc SwapClearer
2214  enum Enum
2215  {
2216  NoValue = 0xFF, ///< No value.
2217  ECAG = 0, ///< Eurex Clearing.
2218  NONECAG = 1, ///< Non-Eurex Clearing.
2219  };
2220 };
2221 
2222 /// Returns string representation.
2223 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SwapClearer::Enum);
2224 
2225 /// Informs if Trade Entry Retransmission Service is active for grouping of Eurex products.
2226 struct ONIXS_EUREX_ETI_EXPORT T7EntryServiceRtmStatus
2227 {
2228  /// \copydoc T7EntryServiceRtmStatus
2229  enum Enum
2230  {
2231  NoValue = 0xFF, ///< No value.
2232  Unavailable = 0, ///< Unavailable.
2233  Available = 1, ///< Available.
2234  };
2235 };
2236 
2237 /// Returns string representation.
2238 ONIXS_EUREX_ETI_EXPORT std::string enumToString (T7EntryServiceRtmStatus::Enum);
2239 
2240 /// Informs if Trade Entry Service is active for grouping of Eurex products.
2241 struct ONIXS_EUREX_ETI_EXPORT T7EntryServiceStatus
2242 {
2243  /// \copydoc T7EntryServiceStatus
2244  enum Enum
2245  {
2246  NoValue = 0xFF, ///< No value.
2247  Unavailable = 0, ///< Unavailable.
2248  Available = 1, ///< Available.
2249  };
2250 };
2251 
2252 /// Returns string representation.
2253 ONIXS_EUREX_ETI_EXPORT std::string enumToString (T7EntryServiceStatus::Enum);
2254 
2255 /// Execution and trading restriction parameters supported by Eurex.
2256 struct ONIXS_EUREX_ETI_EXPORT TimeInForce
2257 {
2258  /// \copydoc TimeInForce
2259  enum Enum
2260  {
2261  NoValue = 0xFF, ///< No value.
2262  Day = 0, ///< Day (GFD).
2263  GTC = 1, ///< Good Till Cancelled (GTC) - Standard Orders only.
2264  IOC = 3, ///< Immediate or Cancel (IOC).
2265  GTD = 6, ///< Good Till Date (GTD) - Standard Orders only.
2266  };
2267 };
2268 
2269 /// Returns string representation.
2270 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TimeInForce::Enum);
2271 
2272 /// Trading session event type.
2273 struct ONIXS_EUREX_ETI_EXPORT TradSesEvent
2274 {
2275  /// \copydoc TradSesEvent
2276  enum Enum
2277  {
2278  NoValue = 0xFF, ///< No value.
2279  StartOfService = 101, ///< Start of Service.
2280  MarketReset = 102, ///< Market Reset.
2281  EndOfRestatement = 103, ///< End of Restatement.
2282  EndOfDayService = 104, ///< End of Service.
2283  ServiceResumed = 105, ///< Service Resumed.
2284  };
2285 };
2286 
2287 /// Returns string representation.
2288 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradSesEvent::Enum);
2289 
2290 /// Trading session mode.
2291 struct ONIXS_EUREX_ETI_EXPORT TradSesMode
2292 {
2293  /// \copydoc TradSesMode
2294  enum Enum
2295  {
2296  NoValue = 0xFF, ///< No value.
2297  Testing = 1, ///< Development.
2298  Simulated = 2, ///< Simulation.
2299  Production = 3, ///< Production.
2300  Acceptance = 4, ///< Acceptance.
2301  DisasterRecovery = 5, ///< Disaster Recovery.
2302  };
2303 };
2304 
2305 /// Returns string representation.
2306 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradSesMode::Enum);
2307 
2308 /// Trade Aggregation Identifier.
2309 struct ONIXS_EUREX_ETI_EXPORT TradeAggregationTransType
2310 {
2311  /// \copydoc TradeAggregationTransType
2312  enum Enum
2313  {
2314  NoValue = 0xFF, ///< No value.
2315  New = 0, ///< New.
2316  };
2317 };
2318 
2319 /// Returns string representation.
2320 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradeAggregationTransType::Enum);
2321 
2322 /// Status of an allocation in a Trade Entry Service trade.
2323 struct ONIXS_EUREX_ETI_EXPORT TradeAllocStatus
2324 {
2325  /// \copydoc TradeAllocStatus
2326  enum Enum
2327  {
2328  NoValue = 0xFF, ///< No value.
2329  Pending = 1, ///< Pending.
2330  Approved = 2, ///< Approved.
2331  AutoApproved = 3, ///< Auto Approved.
2332  Uploaded = 4, ///< Uploaded.
2333  Canceled = 5, ///< Canceled.
2334  PendingExecution = 6, ///< Pending Execution.
2335  PendingReversal = 7, ///< Pending Reversal.
2336  ApprovedReversal = 8, ///< Side Approved Reversal.
2337  Reversed = 9, ///< Reversed.
2338  CancelledReversal = 10, ///< Cancelled Reversal.
2339  };
2340 };
2341 
2342 /// Returns string representation.
2343 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradeAllocStatus::Enum);
2344 
2345 /// Informs if trade broadcast dissemination is active for a grouping of Eurex products.
2346 struct ONIXS_EUREX_ETI_EXPORT TradeManagerStatus
2347 {
2348  /// \copydoc TradeManagerStatus
2349  enum Enum
2350  {
2351  NoValue = 0xFF, ///< No value.
2352  Unavailable = 0, ///< Unavailable.
2353  Available = 1, ///< Available.
2354  };
2355 };
2356 
2357 /// Returns string representation.
2358 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradeManagerStatus::Enum);
2359 
2360 /// Indicates trade platform. Can only be used for EEX.
2361 struct ONIXS_EUREX_ETI_EXPORT TradePlatform
2362 {
2363  /// \copydoc TradePlatform
2364  enum Enum
2365  {
2366  NoValue = 0xFF, ///< No value.
2367  OffBook = 0, ///< Off-Book.
2368  OnBook = 1, ///< On-Book.
2369  };
2370 };
2371 
2372 /// Returns string representation.
2373 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradePlatform::Enum);
2374 
2375 /// Indicates if a trade should be reported via the market reporting service.
2376 struct ONIXS_EUREX_ETI_EXPORT TradePublishIndicator
2377 {
2378  /// \copydoc TradePublishIndicator
2379  enum Enum
2380  {
2381  NoValue = 0xFF, ///< No value.
2382  DoNotPublishTrade = 0, ///< Do Not Publish Trade.
2383  PublishTrade = 1, ///< Publish Trade.
2384  DeferredPublication = 2, ///< Deferred publication to market.
2385  Published = 3, ///< Published to market.
2386  };
2387 };
2388 
2389 /// Returns string representation.
2390 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradePublishIndicator::Enum);
2391 
2392 /// Identifies the type of trade notification.
2393 struct ONIXS_EUREX_ETI_EXPORT TradeReportType
2394 {
2395  /// \copydoc TradeReportType
2396  enum Enum
2397  {
2398  NoValue = 0xFF, ///< No value.
2399  Submit = 0, ///< Submit.
2400  Alleged = 1, ///< Alleged.
2401  Accept = 2, ///< Accept.
2402  Decline = 3, ///< Decline.
2403  NoWasReplaced = 5, ///< No/Was (Replaced).
2404  TradeReportCancel = 6, ///< Trade Report Cancel.
2405  TradeBreak = 7, ///< (Locked-In) Trade Break.
2406  AllegedNew = 11, ///< Alleged New.
2407  AllegedNoWas = 13, ///< Alleged No/Was.
2408  };
2409 };
2410 
2411 /// Returns string representation.
2412 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradeReportType::Enum);
2413 
2414 /// Trade request transaction type.
2415 struct ONIXS_EUREX_ETI_EXPORT TradeRequestResult
2416 {
2417  /// \copydoc TradeRequestResult
2418  enum Enum
2419  {
2420  NoValue = 0xFF, ///< No value.
2421  CancelPending = 100, ///< Deal cancellation pending.
2422  CancelDeclined = 101, ///< Deal cancellation declined.
2423  CancelApproved = 102, ///< Deal cancellation approved.
2424  };
2425 };
2426 
2427 /// Returns string representation.
2428 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradeRequestResult::Enum);
2429 
2430 /// Trade to Quote Ratio (TQR) Ranking.
2431 struct ONIXS_EUREX_ETI_EXPORT TradeToQuoteRatioRanking
2432 {
2433  /// \copydoc TradeToQuoteRatioRanking
2434  enum Enum
2435  {
2436  NoValue = 0xFF, ///< No value.
2437  Low = 1, ///< Low.
2438  Medium = 2, ///< Medium.
2439  High = 3, ///< High.
2440  };
2441 };
2442 
2443 /// Returns string representation.
2444 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradeToQuoteRatioRanking::Enum);
2445 
2446 /// This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as a market maker.
2447 struct ONIXS_EUREX_ETI_EXPORT TradingCapacity
2448 {
2449  /// \copydoc TradingCapacity
2450  enum Enum
2451  {
2452  NoValue = 0xFF, ///< No value.
2453  Customer = 1, ///< Customer (Agency).
2454  Principal = 5, ///< Principal (Proprietary).
2455  MarketMaker = 6, ///< Market Maker.
2456  };
2457 };
2458 
2459 /// Returns string representation.
2460 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradingCapacity::Enum);
2461 
2462 /// Marks a a certain order as a closing auction one.
2463 struct ONIXS_EUREX_ETI_EXPORT TradingSessionSubId
2464 {
2465  /// \copydoc TradingSessionSubId
2466  enum Enum
2467  {
2468  NoValue = 0xFF, ///< No value.
2469  OpeningAuction = 2, ///< Opening or opening auction.
2470  ClosingAuction = 4, ///< Closing or closing auction.
2471  AnyAuction = 8, ///< Any auction.
2472  };
2473 };
2474 
2475 /// Returns string representation.
2476 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradingSessionSubId::Enum);
2477 
2478 /// Indicator for a delayed transaction.
2479 struct ONIXS_EUREX_ETI_EXPORT TransactionDelayIndicator
2480 {
2481  /// \copydoc TransactionDelayIndicator
2482  enum Enum
2483  {
2484  NoValue = 0xFF, ///< No value.
2485  NotDelayed = 0, ///< Transaction not delayed.
2486  Delayed = 1, ///< Transaction delayed.
2487  };
2488 };
2489 
2490 /// Returns string representation.
2491 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TransactionDelayIndicator::Enum);
2492 
2493 /// Identifies the role for which the trade notification is received.
2494 struct ONIXS_EUREX_ETI_EXPORT TransferReason
2495 {
2496  /// \copydoc TransferReason
2497  enum Enum
2498  {
2499  NoValue = 0xFF, ///< No value.
2500  Owner = 1, ///< Owner.
2501  Clearer = 2, ///< Clearer.
2502  };
2503 };
2504 
2505 /// Returns string representation.
2506 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TransferReason::Enum);
2507 
2508 /// SRQS deal status.
2509 struct ONIXS_EUREX_ETI_EXPORT TrdRptStatus
2510 {
2511  /// \copydoc TrdRptStatus
2512  enum Enum
2513  {
2514  NoValue = 0xFF, ///< No value.
2515  Accepted = 0, ///< Accepted.
2516  Rejected = 1, ///< Rejected.
2517  Cancelled = 2, ///< Cancelled.
2518  PendingNew = 4, ///< Pending new.
2519  PendingCancel = 5, ///< Pending Cancel.
2520  Terminated = 7, ///< Terminated.
2521  DeemedVerified = 9, ///< Deemed verified.
2522  };
2523 };
2524 
2525 /// Returns string representation.
2526 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TrdRptStatus::Enum);
2527 
2528 /// Indicates if a trade should be reported via the market reporting service.
2529 struct ONIXS_EUREX_ETI_EXPORT TrdType
2530 {
2531  /// \copydoc TrdType
2532  enum Enum
2533  {
2534  NoValue = 0xFF, ///< No value.
2535  BlockTrade = 1, ///< Block Trade.
2536  ExchangeForSwap = 12, ///< Exchange for Swap.
2537  Compression = 50, ///< Compression.
2538  VolaTrade = 1000, ///< Vola Trade.
2539  EFPFinTrade = 1001, ///< EFP-Fin Trade.
2540  EFPIndexFuturesTrade = 1002, ///< EFP-Index Futures Trade.
2541  TradeAtMarket = 1004, ///< Trade at Market.
2542  Enlight = 1006, ///< Eurex/Xetra Enlight triggered trade.
2543  BLOCKQTPIP = 1007, ///< QTPIP BLOCK TRADE.
2544  BTRF = 1010, ///< Basket of Equity Total Return Futures.
2545  EBB = 1011, ///< Equity Bespoke Baskets.
2546  };
2547 };
2548 
2549 /// Returns string representation.
2550 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TrdType::Enum);
2551 
2552 /// Indicates if an order has been previously triggered.
2553 struct ONIXS_EUREX_ETI_EXPORT Triggered
2554 {
2555  /// \copydoc Triggered
2556  enum Enum
2557  {
2558  NoValue = 0xFF, ///< No value.
2559  NotTriggered = 0, ///< Not Triggered.
2560  TriggeredStop = 1, ///< Triggered Stop.
2561  TriggeredOCO = 2, ///< Triggered OCO.
2562  };
2563 };
2564 
2565 /// Returns string representation.
2566 ONIXS_EUREX_ETI_EXPORT std::string enumToString (Triggered::Enum);
2567 
2568 /// User status.
2569 struct ONIXS_EUREX_ETI_EXPORT UserStatus
2570 {
2571  /// \copydoc UserStatus
2572  enum Enum
2573  {
2574  NoValue = 0xFF, ///< No value.
2575  UserForcedLogout = 7, ///< Forced user logout by exchange.
2576  UserStopped = 10, ///< Admission to trading suspended .
2577  UserReleased = 11, ///< Suspension revoked.
2578  };
2579 };
2580 
2581 /// Returns string representation.
2582 ONIXS_EUREX_ETI_EXPORT std::string enumToString (UserStatus::Enum);
2583 
2584 /// Indicator for checking the Minimum Lot Size by the exchange. Only used for EEX. Mandatory if TrdRptStatus=4 (Pending_New).
2585 struct ONIXS_EUREX_ETI_EXPORT ValueCheckTypeMinLotSize
2586 {
2587  /// \copydoc ValueCheckTypeMinLotSize
2588  enum Enum
2589  {
2590  NoValue = 0xFF, ///< No value.
2591  DoNotCheck = 0, ///< Do not check.
2592  Check = 1, ///< Check.
2593  };
2594 };
2595 
2596 /// Returns string representation.
2597 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ValueCheckTypeMinLotSize::Enum);
2598 
2599 /// Indicator for checking the maximum order or quote quantity by the exchange.
2600 struct ONIXS_EUREX_ETI_EXPORT ValueCheckTypeQuantity
2601 {
2602  /// \copydoc ValueCheckTypeQuantity
2603  enum Enum
2604  {
2605  NoValue = 0xFF, ///< No value.
2606  DoNotCheck = 0, ///< Do not check.
2607  Check = 1, ///< Check.
2608  };
2609 };
2610 
2611 /// Returns string representation.
2612 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ValueCheckTypeQuantity::Enum);
2613 
2614 /// Indicator for checking the maximum order/quote value by the exchange.
2615 struct ONIXS_EUREX_ETI_EXPORT ValueCheckTypeValue
2616 {
2617  /// \copydoc ValueCheckTypeValue
2618  enum Enum
2619  {
2620  NoValue = 0xFF, ///< No value.
2621  DoNotCheck = 0, ///< Do not check.
2622  Check = 1, ///< Check.
2623  };
2624 };
2625 
2626 /// Returns string representation.
2627 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ValueCheckTypeValue::Enum);
2628 
2629 /// Template IDs.
2630 struct ONIXS_EUREX_ETI_EXPORT TemplateId
2631 {
2632  /// \copydoc TemplateId
2633  enum Enum
2634  {
2635  Unknown = 0, ///< Unknown.
2636  AddComplexInstrumentRequest = 10301, ///< Add Complex Instrument Request.
2637  AddComplexInstrumentResponse = 10302, ///< Add Complex Instrument Response.
2638  AddFlexibleInstrumentRequest = 10309, ///< Add Flexible Instrument Request.
2639  AddFlexibleInstrumentResponse = 10310, ///< Add Flexible Instrument Response.
2640  AmendBasketTradeRequest = 10629, ///< Amend Basket Trade Request.
2641  ApproveBasketTradeRequest = 10623, ///< Approve Basket Trade Request.
2642  ApproveReverseTESTradeRequest = 10631, ///< Approve Reverse TES Trade Request.
2643  ApproveTESTradeRequest = 10603, ///< Approve TES Trade Request.
2644  BasketApproveBroadcast = 10627, ///< Basket Approve Broadcast.
2645  BasketBroadcast = 10625, ///< Basket Broadcast.
2646  BasketDeleteBroadcast = 10626, ///< Basket Delete Broadcast.
2647  BasketExecutionBroadcast = 10628, ///< Basket Execution Broadcast.
2648  BasketResponse = 10624, ///< Basket Response.
2649  BroadcastErrorNotification = 10032, ///< Broadcast Error Notification.
2650  CLIPDeletionNotification = 10134, ///< CLIP Deletion Notification.
2651  CLIPExecutionNotification = 10135, ///< CLIP Execution Notification.
2652  CLIPResponse = 10133, ///< CLIP Response.
2653  CrossRequest = 10118, ///< Cross Request.
2654  CrossRequestResponse = 10119, ///< Cross Request Response.
2655  DeleteAllOrderBroadcast = 10122, ///< Delete All Order Broadcast.
2656  DeleteAllOrderNRResponse = 10124, ///< Delete All Order NR Response.
2657  DeleteAllOrderQuoteEventBroadcast = 10308, ///< Delete All Order Quote Event Broadcast.
2658  DeleteAllOrderRequest = 10120, ///< Delete All Order Request.
2659  DeleteAllOrderResponse = 10121, ///< Delete All Order Response.
2660  DeleteAllQuoteBroadcast = 10410, ///< Delete All Quote Broadcast.
2661  DeleteAllQuoteRequest = 10408, ///< Delete All Quote Request.
2662  DeleteAllQuoteResponse = 10409, ///< Delete All Quote Response.
2663  DeleteBasketTradeRequest = 10622, ///< Delete Basket Trade Request.
2664  DeleteCLIPRequest = 10132, ///< Delete CLIP Request.
2665  DeleteOrderBroadcast = 10112, ///< Delete Order Broadcast.
2666  DeleteOrderComplexRequest = 10123, ///< Delete Order Complex Request.
2667  DeleteOrderNRResponse = 10111, ///< Delete Order NR Response.
2668  DeleteOrderResponse = 10110, ///< Delete Order Response.
2669  DeleteOrderSingleRequest = 10109, ///< Delete Order Single Request.
2670  DeleteTESTradeRequest = 10602, ///< Delete TES Trade Request.
2671  EnterBasketTradeRequest = 10620, ///< Enter Basket Trade Request.
2672  EnterCLIPRequest = 10131, ///< Enter CLIP Request.
2673  EnterTESTradeRequest = 10600, ///< Enter TES Trade Request.
2674  ForcedLogoutNotification = 10012, ///< Forced Logout Notification.
2675  ForcedUserLogoutNotification = 10043, ///< Forced User Logout Notification.
2676  Heartbeat = 10011, ///< Heartbeat.
2677  HeartbeatNotification = 10023, ///< Heartbeat Notification.
2678  InquireEnrichmentRuleIdListRequest = 10040, ///< Inquire Enrichment Rule Id List Request.
2679  InquireEnrichmentRuleIdListResponse = 10041, ///< Inquire Enrichment Rule Id List Response.
2680  InquireMMParameterRequest = 10305, ///< Inquire MM Parameter Request.
2681  InquireMMParameterResponse = 10306, ///< Inquire MM Parameter Response.
2682  InquirePreTradeRiskLimitsRequest = 10311, ///< Inquire Pre Trade Risk Limits Request.
2683  InquireSessionListRequest = 10035, ///< Inquire Session List Request.
2684  InquireSessionListResponse = 10036, ///< Inquire Session List Response.
2685  InquireUserRequest = 10038, ///< Inquire User Request.
2686  InquireUserResponse = 10039, ///< Inquire User Response.
2687  LegalNotificationBroadcast = 10037, ///< Legal Notification Broadcast.
2688  LogonRequest = 10000, ///< Logon Request.
2689  LogonResponse = 10001, ///< Logon Response.
2690  LogoutRequest = 10002, ///< Logout Request.
2691  LogoutResponse = 10003, ///< Logout Response.
2692  MMParameterDefinitionRequest = 10303, ///< MM Parameter Definition Request.
2693  MMParameterDefinitionResponse = 10304, ///< MM Parameter Definition Response.
2694  MassQuoteRequest = 10405, ///< Mass Quote Request.
2695  MassQuoteResponse = 10406, ///< Mass Quote Response.
2696  ModifyBasketTradeRequest = 10621, ///< Modify Basket Trade Request.
2697  ModifyOrderComplexRequest = 10114, ///< Modify Order Complex Request.
2698  ModifyOrderComplexShortRequest = 10130, ///< Modify Order Complex Short Request.
2699  ModifyOrderNRResponse = 10108, ///< Modify Order NR Response.
2700  ModifyOrderResponse = 10107, ///< Modify Order Response.
2701  ModifyOrderSingleRequest = 10106, ///< Modify Order Single Request.
2702  ModifyOrderSingleShortRequest = 10126, ///< Modify Order Single Short Request.
2703  ModifyTESTradeRequest = 10601, ///< Modify TES Trade Request.
2704  NewOrderComplexRequest = 10113, ///< New Order Complex Request.
2705  NewOrderComplexShortRequest = 10129, ///< New Order Complex Short Request.
2706  NewOrderNRResponse = 10102, ///< New Order NR Response.
2707  NewOrderResponse = 10101, ///< New Order Response.
2708  NewOrderSingleRequest = 10100, ///< New Order Single Request.
2709  NewOrderSingleShortRequest = 10125, ///< New Order Single Short Request.
2710  NewsBroadcast = 10031, ///< News Broadcast.
2711  OrderExecNotification = 10104, ///< Order Exec Notification.
2712  OrderExecReportBroadcast = 10117, ///< Order Exec Report Broadcast.
2713  OrderExecResponse = 10103, ///< Order Exec Response.
2714  PartyActionReport = 10042, ///< Party Action Report.
2715  PartyEntitlementsUpdateReport = 10034, ///< Party Entitlements Update Report.
2716  PingRequest = 10320, ///< Ping Request.
2717  PingResponse = 10321, ///< Ping Response.
2718  PreTradeRiskLimitResponse = 10313, ///< Pre Trade Risk Limit Response.
2719  PreTradeRiskLimitsDefinitionRequest = 10312, ///< Pre Trade Risk Limits Definition Request.
2720  QuoteActivationNotification = 10411, ///< Quote Activation Notification.
2721  QuoteActivationRequest = 10403, ///< Quote Activation Request.
2722  QuoteActivationResponse = 10404, ///< Quote Activation Response.
2723  QuoteExecutionReport = 10407, ///< Quote Execution Report.
2724  RFQRequest = 10401, ///< RFQ Request.
2725  RFQResponse = 10402, ///< RFQ Response.
2726  Reject = 10010, ///< Reject.
2727  RetransmitMEMessageRequest = 10026, ///< Retransmit ME Message Request.
2728  RetransmitMEMessageResponse = 10027, ///< Retransmit ME Message Response.
2729  RetransmitRequest = 10008, ///< Retransmit Request.
2730  RetransmitResponse = 10009, ///< Retransmit Response.
2731  ReverseTESTradeRequest = 10630, ///< Reverse TES Trade Request.
2732  RiskNotificationBroadcast = 10033, ///< Risk Notification Broadcast.
2733  SRQSCreateDealNotification = 10708, ///< SRQS Create Deal Notification.
2734  SRQSDealNotification = 10709, ///< SRQS Deal Notification.
2735  SRQSDealResponse = 10705, ///< SRQS Deal Response.
2736  SRQSEnterQuoteRequest = 10702, ///< SRQS Enter Quote Request.
2737  SRQSHitQuoteRequest = 10704, ///< SRQS Hit Quote Request.
2738  SRQSInquireSmartRespondentRequest = 10718, ///< SRQS Inquire Smart Respondent Request.
2739  SRQSInquireSmartRespondentResponse = 10719, ///< SRQS Inquire Smart Respondent Response.
2740  SRQSNegotiationNotification = 10713, ///< SRQS Negotiation Notification.
2741  SRQSNegotiationRequesterNotification = 10712, ///< SRQS Negotiation Requester Notification.
2742  SRQSNegotiationStatusNotification = 10715, ///< SRQS Negotiation Status Notification.
2743  SRQSOpenNegotiationNotification = 10711, ///< SRQS Open Negotiation Notification.
2744  SRQSOpenNegotiationRequest = 10700, ///< SRQS Open Negotiation Request.
2745  SRQSOpenNegotiationRequesterNotification = 10710, ///< SRQS Open Negotiation Requester Notification.
2746  SRQSQuoteNotification = 10707, ///< SRQS Quote Notification.
2747  SRQSQuoteResponse = 10703, ///< SRQS Quote Response.
2748  SRQSQuoteSnapshotNotification = 10723, ///< SRQS Quote Snapshot Notification.
2749  SRQSQuoteSnapshotRequest = 10720, ///< SRQS Quote Snapshot Request.
2750  SRQSQuotingStatusRequest = 10717, ///< SRQS Quoting Status Request.
2751  SRQSResponse = 10722, ///< SRQS Response.
2752  SRQSStatusBroadcast = 10714, ///< SRQS Status Broadcast.
2753  SRQSUpdateDealStatusRequest = 10706, ///< SRQS Update Deal Status Request.
2754  SRQSUpdateNegotiationRequest = 10701, ///< SRQS Update Negotiation Request.
2755  ServiceAvailabilityBroadcast = 10030, ///< Service Availability Broadcast.
2756  ServiceAvailabilityMarketBroadcast = 10044, ///< Service Availability Market Broadcast.
2757  StatusBroadcast = 10045, ///< Status Broadcast.
2758  SubscribeRequest = 10025, ///< Subscribe Request.
2759  SubscribeResponse = 10005, ///< Subscribe Response.
2760  TESApproveBroadcast = 10607, ///< TES Approve Broadcast.
2761  TESBroadcast = 10604, ///< TES Broadcast.
2762  TESCompressionRunStatusBroadcast = 10618, ///< TES Compression Run Status Broadcast.
2763  TESCompressionRunStatusRequest = 10616, ///< TES Compression Run Status Request.
2764  TESCompressionRunStatusResponse = 10617, ///< TES Compression Run Status Response.
2765  TESDeleteBroadcast = 10606, ///< TES Delete Broadcast.
2766  TESExecutionBroadcast = 10610, ///< TES Execution Broadcast.
2767  TESResponse = 10611, ///< TES Response.
2768  TESReversalBroadcast = 10632, ///< TES Reversal Broadcast.
2769  TESTradeBroadcast = 10614, ///< TES Trade Broadcast.
2770  TESTradingSessionStatusBroadcast = 10615, ///< TES Trading Session Status Broadcast.
2771  TESUploadBroadcast = 10613, ///< TES Upload Broadcast.
2772  TMTradingSessionStatusBroadcast = 10501, ///< TM Trading Session Status Broadcast.
2773  ThrottleUpdateNotification = 10028, ///< Throttle Update Notification.
2774  TradeBroadcast = 10500, ///< Trade Broadcast.
2775  TradingSessionStatusBroadcast = 10307, ///< Trading Session Status Broadcast.
2776  UnsubscribeRequest = 10006, ///< Unsubscribe Request.
2777  UnsubscribeResponse = 10007, ///< Unsubscribe Response.
2778  UploadTESTradeRequest = 10612, ///< Upload TES Trade Request.
2779  UserLoginRequest = 10018, ///< User Login Request.
2780  UserLoginResponse = 10019, ///< User Login Response.
2781  UserLogoutRequest = 10029, ///< User Logout Request.
2782  UserLogoutResponse = 10024, ///< User Logout Response.
2783  };
2784 };
2785 
2786 /// Returns string representation.
2787 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TemplateId::Enum);
2788 
2789 }
2790 }
2791 }
Reason for quote cancellation.
Enum
Price decomposition method for legs of a complex instrument.
Definition: Enumerations.h:970
Enum
Indicates if the participant application is an order routing system.
RFQ Response Message.
Definition: RFQResponse.h:36
Enum
Party ID investment decision maker qualifier.
Conveys the quote event type.
Enum
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Definition: Enumerations.h:86
Indicator for checking the Minimum Lot Size by the exchange. Only used for EEX. Mandatory if TrdRptSt...
Enum
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Definition: Enumerations.h:617
Enum
Indicates a retransmission message.
Definition: Enumerations.h:71
Indicates whether an option contract is a put or call.
Execution and trading restriction parameters supported by Eurex.
Enum
Instruction to show buy-side user information.
Qualifier for field PartyIdInvestmentDecisionMaker. Members/participants will have the possibility to...
Enum
Indication for the hedge transaction.
Definition: Enumerations.h:539
Swap clearer for EFS Trades only.
Indicates if the participant application is an order routing system.
Indicates the auction type the trade originates from.
Definition: Enumerations.h:868
Indicator for a pre-trade risk limit violation.
Enum
Side of the order in the original Eurex strategy.
Identifies the status of an individual quote.
Enum
Indicator whether the reversal of the TES trade is electronically requested or not.
Enum
State of the Risk Control Retransmission Service.
Instrument type of the original Eurex strategy.
State of the selective service for quote service.
Enum
Leaves quantity disclosure instruction.
Definition: Enumerations.h:678
Enum
Reference to the unique application identifier.
Enum
Informs if Trade Entry Service is active for grouping of Eurex products.
Enum
Side of the order.
Indicator for checking the maximum order or quote quantity by the exchange.
Indicator to skip validations.
Settlement method for a contract or instrument.
Enum
The point in the matching process at which this trade was matched.
Definition: Enumerations.h:889
Enum
Indicator how price validity check should be performed by the exchange.
Enum
Specifies the type of respondents requested.
Enum
Indicates if a trade should be reported via the market reporting service.
Trading session event type.
Enlight RFQ Average Response Rate Ranking.
Definition: Enumerations.h:300
Enum
Indicates whether an option contract is a put or call.
Enum
The side of the individual leg of a strategy.
Definition: Enumerations.h:738
Type of exercise of an instrument.
Definition: Enumerations.h:456
Informs if Trade Entry Retransmission Service is active for grouping of Eurex products.
Trade request transaction type.
Instructions for order handling, represented as a bit map.
Definition: Enumerations.h:363
Enum
Instruction to show total quantity.
Enum
Sub-type (qualifier) of market data.
Definition: Enumerations.h:783
Enum
Qualifier for field PartyIdInvestmentDecisionMaker. Members/participants will have the possibility to...
Enum
Informs if Trade Entry Retransmission Service is active for grouping of Eurex products.
Enum
Indicator for a delayed transaction.
Enum
Scope for Pre-Trade risk limits.
Enum
Informs if trading is active for grouping of Eurex products.
Definition: Enumerations.h:908
Enum
Role on/for a message.
Definition: Enumerations.h:568
Reason for mass cancellation.
Definition: Enumerations.h:811
Action that caused the event to occur.
State of the Selective Service for Quote Retransmission Service.
Enum
Indicates that an implied market to be created for either the legs of a multi-leg instrument (Implied...
Definition: Enumerations.h:553
Informs if trading is active for grouping of Eurex products.
Definition: Enumerations.h:905
Enum
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
Enum
The reason why this message was generated.
Definition: Enumerations.h:423
Enum
Indicator for a pre-trade risk limit violation.
RFQ Request Message.
Definition: RFQRequest.h:36
Enum
Trade to Quote Ratio (TQR) Ranking.
Enlight RFQ Average Response Time Ranking.
Definition: Enumerations.h:316
Enum
Code to represent the type of instrument attribute.
Definition: Enumerations.h:583
Mass Quote Request Message.
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Definition: Enumerations.h:614
Enum
This field qualifies an instrument type on Eurex.
Enum
State of the Selective Service for Quote Retransmission Service.
Enum
Instructions for order handling, represented as a bit map.
Definition: Enumerations.h:366
Enum
Swap clearer for EFS Trades only.
Enum
Requesting party role for a pre-trade risk limit.
Leaves quantity disclosure instruction.
Definition: Enumerations.h:675
Enum
Indicates if a trade should be reported via the market reporting service.
Enum
Identifies the status of an individual quote.
Enum
State of the News Retransmission Service.
Definition: Enumerations.h:985
Enum
Instruction to show last deal quantity. Can only be set to 1 (Yes) if LastQtyDisclosureInstruction = ...
Definition: Enumerations.h:663
Enum
Status of an allocation in a Trade Entry Service trade.
Reason code indicating why the quote entry has been rejected.
Enum
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
Specifies the type of action requested.
Definition: Enumerations.h:853
Ping Response Message.
Definition: PingResponse.h:36
Reject Message.
Definition: Reject.h:36
Leg-specific field used for Eurex position management purposes and indicates whether the leg is submi...
Definition: Enumerations.h:705
Enum
Settlement method for a contract or instrument.
Enum
Status of an ETI session.
Enum
Instruction to show last deal price.
Definition: Enumerations.h:648
Enum
Informs about the availability of the retransmission services for order and quote events (session dat...
Definition: Enumerations.h:101
std::string enumToString(ApplId::Enum)
Returns string representation.
Enum
Indicator for checking open orders and quotes.
Definition: Enumerations.h:602
Enum
Party type initiating SRQS deal deletion.
State of the News Retransmission Service.
Definition: Enumerations.h:982
Indicates if an order has been previously triggered.
Side of the order in the original Eurex strategy.
Enum
Restriction for MassActionType (1373) = Release_quotes (2).
Definition: Enumerations.h:842
Status of an allocation in a Trade Entry Service trade.
Party type initiating SRQS deal deletion.
Enum
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
Definition: Enumerations.h:244
Enum
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
Definition: Enumerations.h:384
State of the Risk Control Retransmission Service.
CLIP Response Message.
Definition: CLIPResponse.h:63
Enum
Indicates if an order has been previously triggered.
Sub-type of a trade type.
Indicates if the trade resulted from a single order or a multi leg order.
Definition: Enumerations.h:937
Enum
Indicator for checking the Minimum Lot Size by the exchange. Only used for EEX. Mandatory if TrdRptSt...
Enum
Indicates whether the quote added or removed liquidity.
Instruction to show last deal information after negotiation closure.
Party ID investment decision maker qualifier.
Sub-type (qualifier) of market data.
Definition: Enumerations.h:780
Enum
Specifies the type of action requested.
Definition: Enumerations.h:856
Indicates if the trade notification results from an order or quote.
Enum
Identifies the quoting model.
Instruction to show buy-side user information.
User Login Request Message.
Indicates if a trade should be reported via the market reporting service.
Indicator for checking the maximum order/quote value by the exchange.
Code to represent the type of instrument attribute.
Definition: Enumerations.h:580
Identifies the type of trade notification.
Trade to Quote Ratio (TQR) Ranking.
Indicates whether the order added or removed liquidity.
Definition: Enumerations.h:471
TES Response Message.
Definition: TESResponse.h:36
Instruction to show total number of Respondents in a SRQS event.
Definition: Enumerations.h:997
Enum
Transaction effect on a basket.
Definition: Enumerations.h:288
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
Definition: Enumerations.h:381
Enum
Instruction to show last deal information after negotiation closure.
Enum
Indicates if the trade notification results from an order or quote.
Requesting party role for a pre-trade risk limit.
Side of the order.
Enum
Indicator for checking the maximum order/quote value by the exchange.
Indicator for checking open orders and quotes.
Definition: Enumerations.h:599
Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available...
Definition: Enumerations.h:952
Enum
State of the selective service for quote service.
Informs if trade broadcast dissemination is active for a grouping of Eurex products.
Enum
Instruction to show total number of Respondents in a SRQS event.
Type of quote processing.
Definition: Enumerations.h:130
Enum
Type of quote processing.
Definition: Enumerations.h:133
Indicates whether the quote added or removed liquidity.
Marks a a certain order as a closing auction one.
New Order Response Message.
Enum
Trading session event type.
Indicator whether the reversal of the TES trade is electronically requested or not.
Enum
Reason code indicating why the quote entry has been rejected.
Enum
Identifier for subscription and retransmission of an ETI data stream.
Definition: Enumerations.h:34
The reason why this message was generated.
Definition: Enumerations.h:420
Instruction to show last deal quantity. Can only be set to 1 (Yes) if LastQtyDisclosureInstruction = ...
Definition: Enumerations.h:660
Code to represent the type of event.
Definition: Enumerations.h:348
Role on/for a message.
Definition: Enumerations.h:565
Enum
Code to represent the type of event.
Definition: Enumerations.h:351
Instruction to show total quantity.
Ping Request Message.
Definition: PingRequest.h:36
Specifies the type of respondents requested.
Enum
Reason for quote cancellation.
Additional information why quote side was removed.
Indicates trade platform. Can only be used for EEX.
Informs if Trade Entry Service is active for grouping of Eurex products.
Reference to the unique application identifier.
Enum
Additional information why quote side was removed.
Indicator for a delayed transaction.
Enum
Sub-type of a trade type.
News Broadcast Message.
Definition: NewsBroadcast.h:36
Sub-type or qualifier of QuoteType.
Enum
Indicates trade platform. Can only be used for EEX.
Enum
Reason for mass cancellation.
Definition: Enumerations.h:814
Order initiator is passive or aggressor.
Enum
Indicator to skip validations.
Enum
Trade request transaction type.
Identifies the quoting model.
Indicates that an implied market to be created for either the legs of a multi-leg instrument (Implied...
Definition: Enumerations.h:550
Enum
Order initiator is passive or aggressor.
Enum
Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available...
Definition: Enumerations.h:955
The side of the individual leg of a strategy.
Definition: Enumerations.h:735
Enum
Indicates if the trade resulted from a single order or a multi leg order.
Definition: Enumerations.h:940
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
Indicates SMP involvement.
Definition: Enumerations.h:226
Enum
Type of order processing.
Definition: Enumerations.h:116
Cross Request Message.
Definition: CrossRequest.h:36
Enum
Indicator for checking the maximum order or quote quantity by the exchange.
Indicates a retransmission message.
Definition: Enumerations.h:68
New Order NR Response Message.
Enum
Informs if trade broadcast dissemination is active for a grouping of Eurex products.
Instruction to show last deal price.
Definition: Enumerations.h:645
Enum
Conveys the current status of an order.
Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier...
Definition: Enumerations.h:241
Indication for the hedge transaction.
Definition: Enumerations.h:536
Enum
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
Status of an ETI session.
Enum
Indicates SMP involvement.
Definition: Enumerations.h:229
Informs about the availability of the retransmission services for order and quote events (session dat...
Definition: Enumerations.h:98
Enum
Identifies the role for which the trade notification is received.
Enum
Type of exercise of an instrument.
Definition: Enumerations.h:459
Enum
Identifies the type of trade notification.
Enum
Enlight RFQ Average Response Rate Ranking.
Definition: Enumerations.h:303
Enum
Indicates whether the order added or removed liquidity.
Definition: Enumerations.h:474
Price decomposition method for legs of a complex instrument.
Definition: Enumerations.h:967
This field designates if the trader is acting in the capacity of agent, trading for its own account o...
Enum
Status of Secondary ETI Gateway.
The point in the matching process at which this trade was matched.
Definition: Enumerations.h:886
Enum
Enlight RFQ Average Response Time Ranking.
Definition: Enumerations.h:319
Restriction for MassActionType (1373) = Release_quotes (2).
Definition: Enumerations.h:839
Conveys the current status of an order.
Quoting status for the executing party.
Transaction effect on a basket.
Definition: Enumerations.h:285
Enum
Instrument type of the original Eurex strategy.
Type of order processing.
Definition: Enumerations.h:113
Indicates if a trade should be reported via the market reporting service.
Identifies the role for which the trade notification is received.
Enum
Sub-type or qualifier of QuoteType.
Enum
Marks a a certain order as a closing auction one.
Indicator how price validity check should be performed by the exchange.
Indicates if the order is a Lean Order or a Standard (non lean) Order.
Definition: Enumerations.h:83
Identifier for subscription and retransmission of an ETI data stream.
Definition: Enumerations.h:31
Enum
Execution and trading restriction parameters supported by Eurex.
Enum
Leg-specific field used for Eurex position management purposes and indicates whether the leg is submi...
Definition: Enumerations.h:708
Enum
Indicates the auction type the trade originates from.
Definition: Enumerations.h:871
SRQS Deal Response Message.
This field qualifies an instrument type on Eurex.
Scope for Pre-Trade risk limits.
Enum
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...
Definition: Enumerations.h:444
Enum
Conveys the quote event type.
Enum
Type of Eurex ETI session.
Field is used for Eurex position management purposes and indicates whether the order is submitted to ...
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...
Definition: Enumerations.h:441
Enum
Quoting status for the executing party.
Status of Secondary ETI Gateway.
Type of Eurex ETI session.
SRQS Hit Quote Request Message.
Enum
Action that caused the event to occur.