OnixS Eurex ETI Handler C++ library  9.19.0
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 /// Used to indicate anonymized trades in baskets.
147 struct ONIXS_EUREX_ETI_EXPORT BasketAnonymity
148 {
149  /// \copydoc BasketAnonymity
150  enum Enum
151  {
152  NoValue = 0xFF, ///< No value.
153  No = 0, ///< No.
154  Yes = 1, ///< Yes.
155  };
156 };
157 
158 /// Returns string representation.
159 ONIXS_EUREX_ETI_EXPORT std::string enumToString (BasketAnonymity::Enum);
160 
161 /// Basket operation.
162 struct ONIXS_EUREX_ETI_EXPORT BasketTradeReportType
163 {
164  /// \copydoc BasketTradeReportType
165  enum Enum
166  {
167  NoValue = 0xFF, ///< No value.
168  Submit = 0, ///< Submit.
169  Addendum = 4, ///< Addendum.
170  NoWasSubstitue = 5, ///< No/Was (Substitute).
171  };
172 };
173 
174 /// Returns string representation.
175 ONIXS_EUREX_ETI_EXPORT std::string enumToString (BasketTradeReportType::Enum);
176 
177 /// BidPx is locked.
178 struct ONIXS_EUREX_ETI_EXPORT BidPxIsLocked
179 {
180  /// \copydoc BidPxIsLocked
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 (BidPxIsLocked::Enum);
191 
192 /// Instruction to show Charge ID.
193 struct ONIXS_EUREX_ETI_EXPORT ChargeIdDisclosureInstruction
194 {
195  /// \copydoc ChargeIdDisclosureInstruction
196  enum Enum
197  {
198  NoValue = 0xFF, ///< No value.
199  No = 0, ///< No.
200  Yes = 1, ///< Yes.
201  };
202 };
203 
204 /// Returns string representation.
205 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ChargeIdDisclosureInstruction::Enum);
206 
207 /// Prioritization of a cross order.
208 struct ONIXS_EUREX_ETI_EXPORT CrossPrioritization
209 {
210  /// \copydoc CrossPrioritization
211  enum Enum
212  {
213  NoValue = 0xFF, ///< No value.
214  BuySide = 1, ///< Buy side is prioritized.
215  SellSide = 2, ///< Sell side is prioritized.
216  };
217 };
218 
219 /// Returns string representation.
220 ONIXS_EUREX_ETI_EXPORT std::string enumToString (CrossPrioritization::Enum);
221 
222 /// Type of the Cross Request.
223 struct ONIXS_EUREX_ETI_EXPORT CrossRequestType
224 {
225  /// \copydoc CrossRequestType
226  enum Enum
227  {
228  NoValue = 0xFF, ///< No value.
229  Cross = 1, ///< Cross Announcement.
230  Clip = 2, ///< Liquidity Improvement Cross.
231  };
232 };
233 
234 /// Returns string representation.
235 ONIXS_EUREX_ETI_EXPORT std::string enumToString (CrossRequestType::Enum);
236 
237 /// Type of cross being submitted to a market.
238 struct ONIXS_EUREX_ETI_EXPORT CrossType
239 {
240  /// \copydoc CrossType
241  enum Enum
242  {
243  NoValue = 0xFF, ///< No value.
244  CrossIOC = 2, ///< Immediate-or-cancel-cross.
245  CrossOneSide = 3, ///< One sided cross - unfilled quantity remains active after crossing. Only applicable for CrossRequestType(28771) = 1(Cross Announcement).
246  };
247 };
248 
249 /// Returns string representation.
250 ONIXS_EUREX_ETI_EXPORT std::string enumToString (CrossType::Enum);
251 
252 /// Indicates SMP involvement.
253 struct ONIXS_EUREX_ETI_EXPORT CrossedIndicator
254 {
255  /// \copydoc CrossedIndicator
256  enum Enum
257  {
258  NoValue = 0xFF, ///< No value.
259  NoCrossing = 0, ///< No crossing (Order not subject to crossing).
260  CrossRejected = 1, ///< Cross rejected (Order subject to crossing and match prevented).
261  };
262 };
263 
264 /// Returns string representation.
265 ONIXS_EUREX_ETI_EXPORT std::string enumToString (CrossedIndicator::Enum);
266 
267 /// 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.
268 struct ONIXS_EUREX_ETI_EXPORT CustOrderHandlingInst
269 {
270  /// \copydoc CustOrderHandlingInst
271  enum Enum
272  {
273  NoValue = 0x00, ///< No value.
274  W = 'W', ///< Desk.
275  Y = 'Y', ///< Electronic.
276  C = 'C', ///< Vendor-provided Platform billed by Executing Broker.
277  G = 'G', ///< Sponsored Access via Exchange API or FIX provided by Executing Broker.
278  H = 'H', ///< Premium Algorithmic Trading Provider billed by Executing Broker.
279  D = 'D', ///< Other, including Other-provided Screen.
280  };
281 };
282 
283 /// Returns string representation.
284 ONIXS_EUREX_ETI_EXPORT std::string enumToString (CustOrderHandlingInst::Enum);
285 
286 /// Reason for deletion.
287 struct ONIXS_EUREX_ETI_EXPORT DeleteReason
288 {
289  /// \copydoc DeleteReason
290  enum Enum
291  {
292  NoValue = 0xFF, ///< No value.
293  NoSpecialReason = 100, ///< Deletion via the TES Delete Request.
294  TASChange = 101, ///< Automatic deletion due to TES Activity State Change.
295  IntradayExpiration = 102, ///< Automatic deletion due to instrument expiration.
296  RiskEvent = 103, ///< Deletion caused by Clearing/Risk stop.
297  StopTrading = 104, ///< Deletion caused by Trading stop.
298  InstrumentDeletion = 105, ///< Deletion of Instrument.
299  InstrumentSuspension = 106, ///< Suspension of Instrument.
300  PreTradeRiskEvent = 107, ///< Deletion caused by a pre-trade risk event.
301  AmendmentReset = 108, ///< Basket amendment cancelled.
302  AmendmentUserCancelled = 109, ///< Amendment cancelled by user action.
303  };
304 };
305 
306 /// Returns string representation.
307 ONIXS_EUREX_ETI_EXPORT std::string enumToString (DeleteReason::Enum);
308 
309 /// Transaction effect on a basket.
310 struct ONIXS_EUREX_ETI_EXPORT EffectOnBasket
311 {
312  /// \copydoc EffectOnBasket
313  enum Enum
314  {
315  NoValue = 0xFF, ///< No value.
316  AddVolume = 1, ///< Add volume.
317  RemoveVolume = 2, ///< Remove volume.
318  };
319 };
320 
321 /// Returns string representation.
322 ONIXS_EUREX_ETI_EXPORT std::string enumToString (EffectOnBasket::Enum);
323 
324 /// Enlight RFQ Average Response Rate Ranking.
325 struct ONIXS_EUREX_ETI_EXPORT EnlightRFQAvgRespRateRanking
326 {
327  /// \copydoc EnlightRFQAvgRespRateRanking
328  enum Enum
329  {
330  NoValue = 0xFF, ///< No value.
331  Low = 1, ///< Low.
332  Medium = 2, ///< Medium.
333  High = 3, ///< High.
334  };
335 };
336 
337 /// Returns string representation.
338 ONIXS_EUREX_ETI_EXPORT std::string enumToString (EnlightRFQAvgRespRateRanking::Enum);
339 
340 /// Enlight RFQ Average Response Time Ranking.
341 struct ONIXS_EUREX_ETI_EXPORT EnlightRFQAvgRespTimeRanking
342 {
343  /// \copydoc EnlightRFQAvgRespTimeRanking
344  enum Enum
345  {
346  NoValue = 0xFF, ///< No value.
347  Low = 1, ///< Low.
348  Medium = 2, ///< Medium.
349  High = 3, ///< High.
350  };
351 };
352 
353 /// Returns string representation.
354 ONIXS_EUREX_ETI_EXPORT std::string enumToString (EnlightRFQAvgRespTimeRanking::Enum);
355 
356 /// Eurex Volume Ranking.
357 struct ONIXS_EUREX_ETI_EXPORT EurexVolumeRanking
358 {
359  /// \copydoc EurexVolumeRanking
360  enum Enum
361  {
362  NoValue = 0xFF, ///< No value.
363  Low = 1, ///< Low.
364  Medium = 2, ///< Medium.
365  High = 3, ///< High.
366  };
367 };
368 
369 /// Returns string representation.
370 ONIXS_EUREX_ETI_EXPORT std::string enumToString (EurexVolumeRanking::Enum);
371 
372 /// Code to represent the type of event.
373 struct ONIXS_EUREX_ETI_EXPORT EventType
374 {
375  /// \copydoc EventType
376  enum Enum
377  {
378  NoValue = 0xFF, ///< No value.
379  SwapStartDate = 8, ///< Swap Start Date.
380  SwapEndDate = 9, ///< Swap End Date.
381  };
382 };
383 
384 /// Returns string representation.
385 ONIXS_EUREX_ETI_EXPORT std::string enumToString (EventType::Enum);
386 
387 /// Instructions for order handling, represented as a bit map.
388 struct ONIXS_EUREX_ETI_EXPORT ExecInst
389 {
390  /// \copydoc ExecInst
391  enum Enum
392  {
393  NoValue = 0xFF, ///< No value.
394  H = 1, ///< Persistent Order (FIX value 'H').
395  Q = 2, ///< Non-persistent Order (FIX value 'Q').
396  HQ = 3, ///< Persistent and non-persistent orders affected (FIX value 'H Q').
397  H6 = 5, ///< Persistent and Book or Cancel order (FIX value 'H 6').
398  Q6 = 6, ///< Non-persistent and Book or Cancel order (FIX value 'Q 6').
399  };
400 };
401 
402 /// Returns string representation.
403 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ExecInst::Enum);
404 
405 /// Code to further qualify the field ExecType (150) of the Execution Report (8) message.
406 struct ONIXS_EUREX_ETI_EXPORT ExecRestatementReason
407 {
408  /// \copydoc ExecRestatementReason
409  enum Enum
410  {
411  NoValue = 0xFF, ///< No value.
412  OrderBookRestatement = 1, ///< Order book restatement.
413  OrderAdded = 101, ///< Order add accepted.
414  OrderModified = 102, ///< Order modify accepted.
415  OrderCancelled = 103, ///< Order delete accepted.
416  IOCOrderCancelled = 105, ///< IOC Order accepted.
417  FOKOrderCancelled = 107, ///< FOK Order accepted.
418  BookOrderExecuted = 108, ///< Book Order executed.
419  ChangedToIOC = 114, ///< Order has been changed to IOC.
420  MemberDisable = 117, ///< Member has been disabled.
421  InstrumentStateChange = 122, ///< Instrument State Change.
422  MarketOrderTriggered = 135, ///< Market Order triggered and executed.
423  CAOOrderActivated = 149, ///< Closing Auction Order has been activated.
424  CAOOrderInactivated = 150, ///< Closing Auction Order has been inactivated.
425  OAOOrderActivated = 151, ///< Opening Auction Order has been activated.
426  OAOOrderInactivated = 152, ///< Opening Auction Order has been inactivated.
427  AAOOrderActivated = 153, ///< Any Auction Order has been activated.
428  AAOOrderInactivated = 154, ///< Any Auction Order has been inactivated.
429  OCOOrderTriggered = 164, ///< One-cancels-the-other Order has been triggered.
430  StopOrderTriggered = 172, ///< Stop Order has been triggered.
431  OwnershipChanged = 181, ///< Ownership Changed.
432  OrderCancellationPending = 197, ///< Pending order deletion.
433  PendingCancellationExecuted = 199, ///< Pending order cancellation processed (end of FREEZE state).
434  BOCOrderCancelled = 212, ///< Book or Cancel Order accepted.
435  PanicCancel = 261, ///< Panic Cancel.
436  MarketOrderUncrossing = 302, ///< Market Order uncrossing.
437  CLIPExecution = 340, ///< CLIP execution after improvement period.
438  CLIPArrangementTimeOut = 343, ///< CLIP Request deleted by arrangement time out.
439  CLIPArrangementValidation = 344, ///< CLIP Request deleted by arrangement validation.
440  CrossOrderAdded = 346, ///< Cross order added.
441  CrossOrderCancelled = 347, ///< Cross order cancelled.
442  };
443 };
444 
445 /// Returns string representation.
446 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ExecRestatementReason::Enum);
447 
448 /// The reason why this message was generated.
449 struct ONIXS_EUREX_ETI_EXPORT ExecType
450 {
451  /// \copydoc ExecType
452  enum Enum
453  {
454  NoValue = 0x00, ///< No value.
455  New = '0', ///< New.
456  Canceled = '4', ///< Cancelled.
457  Replaced = '5', ///< Replaced.
458  PendingCancelE = '6', ///< Pending Cancel (e.g. result of Order Cancel Request).
459  Suspended = '9', ///< Suspended.
460  Restated = 'D', ///< Restated.
461  Triggered = 'L', ///< Triggered.
462  Trade = 'F', ///< Trade.
463  };
464 };
465 
466 /// Returns string representation.
467 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ExecType::Enum);
468 
469 /// Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
470 struct ONIXS_EUREX_ETI_EXPORT ExecutingTraderQualifier
471 {
472  /// \copydoc ExecutingTraderQualifier
473  enum Enum
474  {
475  NoValue = 0xFF, ///< No value.
476  Algo = 22, ///< Algo.
477  Human = 24, ///< Human/Natural person.
478  };
479 };
480 
481 /// Returns string representation.
482 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ExecutingTraderQualifier::Enum);
483 
484 /// Type of exercise of an instrument.
485 struct ONIXS_EUREX_ETI_EXPORT ExerciseStyle
486 {
487  /// \copydoc ExerciseStyle
488  enum Enum
489  {
490  NoValue = 0xFF, ///< No value.
491  European = 0, ///< European.
492  American = 1, ///< American.
493  };
494 };
495 
496 /// Returns string representation.
497 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ExerciseStyle::Enum);
498 
499 /// Indicates whether the order added or removed liquidity.
500 struct ONIXS_EUREX_ETI_EXPORT FillLiquidityInd
501 {
502  /// \copydoc FillLiquidityInd
503  enum Enum
504  {
505  NoValue = 0xFF, ///< No value.
506  AddedLiquidity = 1, ///< Added Liquidity.
507  RemovedLiquidity = 2, ///< Removed Liquidity.
508  Auction = 4, ///< Auction.
509  TriggeredStopOrder = 5, ///< Triggered Stop Order.
510  TriggeredOCOOrder = 6, ///< Triggered OCO Order.
511  TriggeredMarketOrder = 7, ///< Triggered Market Order.
512  };
513 };
514 
515 /// Returns string representation.
516 ONIXS_EUREX_ETI_EXPORT std::string enumToString (FillLiquidityInd::Enum);
517 
518 /// Instruction to show FreeText5.
519 struct ONIXS_EUREX_ETI_EXPORT FreeText5DisclosureInstruction
520 {
521  /// \copydoc FreeText5DisclosureInstruction
522  enum Enum
523  {
524  NoValue = 0xFF, ///< No value.
525  No = 0, ///< No.
526  Yes = 1, ///< Yes.
527  };
528 };
529 
530 /// Returns string representation.
531 ONIXS_EUREX_ETI_EXPORT std::string enumToString (FreeText5DisclosureInstruction::Enum);
532 
533 /// Status of ETI Gateway.
534 struct ONIXS_EUREX_ETI_EXPORT GatewayStatus
535 {
536  /// \copydoc GatewayStatus
537  enum Enum
538  {
539  NoValue = 0xFF, ///< No value.
540  Standby = 0, ///< Standby.
541  Active = 1, ///< Active.
542  };
543 };
544 
545 /// Returns string representation.
546 ONIXS_EUREX_ETI_EXPORT std::string enumToString (GatewayStatus::Enum);
547 
548 /// Hedging method.
549 struct ONIXS_EUREX_ETI_EXPORT HedgeType
550 {
551  /// \copydoc HedgeType
552  enum Enum
553  {
554  NoValue = 0xFF, ///< No value.
555  DurationHedge = 0, ///< Duration Hedge.
556  NominalHedge = 1, ///< Nominal Hedge.
557  PriceFactorHedge = 2, ///< Price Factor Hedge.
558  };
559 };
560 
561 /// Returns string representation.
562 ONIXS_EUREX_ETI_EXPORT std::string enumToString (HedgeType::Enum);
563 
564 /// Indication for the hedge transaction.
565 struct ONIXS_EUREX_ETI_EXPORT HedgingInstruction
566 {
567  /// \copydoc HedgingInstruction
568  enum Enum
569  {
570  NoValue = 0xFF, ///< No value.
571  OnClose = 1, ///< Execute hedge transaction in the closing auction of the underlying.
572  };
573 };
574 
575 /// Returns string representation.
576 ONIXS_EUREX_ETI_EXPORT std::string enumToString (HedgingInstruction::Enum);
577 
578 /// Indicates whether a option strategy synthetic BBO is used for the price improvement check.
579 struct ONIXS_EUREX_ETI_EXPORT ImpliedCheckPriceIndicator
580 {
581  /// \copydoc ImpliedCheckPriceIndicator
582  enum Enum
583  {
584  NoValue = 0xFF, ///< No value.
585  No = 0, ///< No.
586  Yes = 1, ///< Yes.
587  };
588 };
589 
590 /// Returns string representation.
591 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ImpliedCheckPriceIndicator::Enum);
592 
593 /// 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).
594 struct ONIXS_EUREX_ETI_EXPORT ImpliedMarketIndicator
595 {
596  /// \copydoc ImpliedMarketIndicator
597  enum Enum
598  {
599  NoValue = 0xFF, ///< No value.
600  NotImplied = 0, ///< Not implied.
601  ImpliedInOut = 3, ///< Both Implied-in and Implied-out.
602  };
603 };
604 
605 /// Returns string representation.
606 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ImpliedMarketIndicator::Enum);
607 
608 /// Role on/for a message.
609 struct ONIXS_EUREX_ETI_EXPORT InputSource
610 {
611  /// \copydoc InputSource
612  enum Enum
613  {
614  NoValue = 0xFF, ///< No value.
615  ClientBroker = 1, ///< Client Broker.
616  ProprietaryBroker = 2, ///< Proprietary Broker.
617  };
618 };
619 
620 /// Returns string representation.
621 ONIXS_EUREX_ETI_EXPORT std::string enumToString (InputSource::Enum);
622 
623 /// Code to represent the type of instrument attribute.
624 struct ONIXS_EUREX_ETI_EXPORT InstrAttribType
625 {
626  /// \copydoc InstrAttribType
627  enum Enum
628  {
629  NoValue = 0xFF, ///< No value.
630  VariableRate = 5, ///< Variable rate.
631  CouponRate = 100, ///< Coupon rate.
632  OffsetToTheVariableCouponRate = 101, ///< Offset to the variable coupon rate.
633  SwapCustomer1 = 102, ///< Swap Customer 1.
634  SwapCustomer2 = 103, ///< Swap Customer 2.
635  CashBasketReference = 104, ///< Cash Basket Reference.
636  };
637 };
638 
639 /// Returns string representation.
640 ONIXS_EUREX_ETI_EXPORT std::string enumToString (InstrAttribType::Enum);
641 
642 /// Indicator for checking open orders and quotes.
643 struct ONIXS_EUREX_ETI_EXPORT InventoryCheckType
644 {
645  /// \copydoc InventoryCheckType
646  enum Enum
647  {
648  NoValue = 0xFF, ///< No value.
649  DoNotCheck = 0, ///< Do not check.
650  Check = 1, ///< Check.
651  };
652 };
653 
654 /// Returns string representation.
655 ONIXS_EUREX_ETI_EXPORT std::string enumToString (InventoryCheckType::Enum);
656 
657 /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.
658 struct ONIXS_EUREX_ETI_EXPORT LastFragment
659 {
660  /// \copydoc LastFragment
661  enum Enum
662  {
663  NoValue = 0xFF, ///< No value.
664  NotLastMessage = 0, ///< Not Last Message.
665  LastMessage = 1, ///< Last Message.
666  };
667 };
668 
669 /// Returns string representation.
670 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LastFragment::Enum);
671 
672 /// Last market.
673 struct ONIXS_EUREX_ETI_EXPORT LastMkt
674 {
675  /// \copydoc LastMkt
676  enum Enum
677  {
678  NoValue = 0xFF, ///< No value.
679  XEUR = 1, ///< XEUR.
680  XEEE = 2, ///< XEEE.
681  NODX = 12, ///< NODX.
682  };
683 };
684 
685 /// Returns string representation.
686 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LastMkt::Enum);
687 
688 /// Instruction to show last deal price.
689 struct ONIXS_EUREX_ETI_EXPORT LastPxDisclosureInstruction
690 {
691  /// \copydoc LastPxDisclosureInstruction
692  enum Enum
693  {
694  NoValue = 0xFF, ///< No value.
695  No = 0, ///< No.
696  Yes = 1, ///< Yes.
697  };
698 };
699 
700 /// Returns string representation.
701 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LastPxDisclosureInstruction::Enum);
702 
703 /// Instruction to show last deal quantity. Can only be set to 1 (Yes) if LastQtyDisclosureInstruction = 1 (Yes).
704 struct ONIXS_EUREX_ETI_EXPORT LastQtyDisclosureInstruction
705 {
706  /// \copydoc LastQtyDisclosureInstruction
707  enum Enum
708  {
709  NoValue = 0xFF, ///< No value.
710  No = 0, ///< No.
711  Yes = 1, ///< Yes.
712  };
713 };
714 
715 /// Returns string representation.
716 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LastQtyDisclosureInstruction::Enum);
717 
718 /// Leaves quantity disclosure instruction.
719 struct ONIXS_EUREX_ETI_EXPORT LeavesQtyDisclosureInstruction
720 {
721  /// \copydoc LeavesQtyDisclosureInstruction
722  enum Enum
723  {
724  NoValue = 0xFF, ///< No value.
725  No = 0, ///< No.
726  Yes = 1, ///< Yes.
727  };
728 };
729 
730 /// Returns string representation.
731 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LeavesQtyDisclosureInstruction::Enum);
732 
733 /// Role on/for a message.
734 struct ONIXS_EUREX_ETI_EXPORT LegInputSource
735 {
736  /// \copydoc LegInputSource
737  enum Enum
738  {
739  NoValue = 0xFF, ///< No value.
740  ClientBroker = 1, ///< Client Broker.
741  ProprietaryBroker = 2, ///< Proprietary Broker.
742  BuySide = 3, ///< Buy side.
743  SellSide = 4, ///< Sell side.
744  };
745 };
746 
747 /// Returns string representation.
748 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LegInputSource::Enum);
749 
750 /// Leg-specific field used for Eurex position management purposes and indicates whether the leg is submitted to open or close a position.
751 struct ONIXS_EUREX_ETI_EXPORT LegPositionEffect
752 {
753  /// \copydoc LegPositionEffect
754  enum Enum
755  {
756  NoValue = 0x00, ///< No value.
757  Close = 'C', ///< Close.
758  Open = 'O', ///< Open.
759  };
760 };
761 
762 /// Returns string representation.
763 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LegPositionEffect::Enum);
764 
765 /// Indicates type of leg.
766 struct ONIXS_EUREX_ETI_EXPORT LegSecurityType
767 {
768  /// \copydoc LegSecurityType
769  enum Enum
770  {
771  NoValue = 0xFF, ///< No value.
772  MultilegInstrument = 1, ///< Multileg Instrument.
773  UnderlyingLeg = 2, ///< Underlying Leg.
774  };
775 };
776 
777 /// Returns string representation.
778 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LegSecurityType::Enum);
779 
780 /// The side of the individual leg of a strategy.
781 struct ONIXS_EUREX_ETI_EXPORT LegSide
782 {
783  /// \copydoc LegSide
784  enum Enum
785  {
786  NoValue = 0xFF, ///< No value.
787  Buy = 1, ///< Buy.
788  Sell = 2, ///< Sell.
789  };
790 };
791 
792 /// Returns string representation.
793 ONIXS_EUREX_ETI_EXPORT std::string enumToString (LegSide::Enum);
794 
795 /// List update action.
796 struct ONIXS_EUREX_ETI_EXPORT ListUpdateAction
797 {
798  /// \copydoc ListUpdateAction
799  enum Enum
800  {
801  NoValue = 0x00, ///< No value.
802  Add = 'A', ///< Add (Invocation).
803  Delete = 'D', ///< Delete (Release).
804  };
805 };
806 
807 /// Returns string representation.
808 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ListUpdateAction::Enum);
809 
810 /// Type of market data.
811 struct ONIXS_EUREX_ETI_EXPORT MDBookType
812 {
813  /// \copydoc MDBookType
814  enum Enum
815  {
816  NoValue = 0xFF, ///< No value.
817  TopOfBook = 1, ///< Top of book.
818  PriceDepth = 2, ///< Price depth (aggregated).
819  };
820 };
821 
822 /// Returns string representation.
823 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MDBookType::Enum);
824 
825 /// Sub-type (qualifier) of market data.
826 struct ONIXS_EUREX_ETI_EXPORT MDSubBookType
827 {
828  /// \copydoc MDSubBookType
829  enum Enum
830  {
831  NoValue = 0xFF, ///< No value.
832  Implied = 1, ///< Implied.
833  VolumeWeightedAverage = 2, ///< Volume Weighted Average.
834  };
835 };
836 
837 /// Returns string representation.
838 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MDSubBookType::Enum);
839 
840 /// Market ID.
841 struct ONIXS_EUREX_ETI_EXPORT MarketId
842 {
843  /// \copydoc MarketId
844  enum Enum
845  {
846  NoValue = 0xFF, ///< No value.
847  XEUR = 1, ///< XEUR.
848  XEEE = 2, ///< XEEE.
849  NODX = 12, ///< NODX.
850  };
851 };
852 
853 /// Returns string representation.
854 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MarketId::Enum);
855 
856 /// Reason for mass cancellation.
857 struct ONIXS_EUREX_ETI_EXPORT MassActionReason
858 {
859  /// \copydoc MassActionReason
860  enum Enum
861  {
862  NoValue = 0xFF, ///< No value.
863  NoSpecialReason = 0, ///< No special reason.
864  StopTrading = 1, ///< Trading was stopped.
865  Emergency = 2, ///< Emergency.
866  MarketMakerProtection = 3, ///< Market Maker Protection.
867  SessionLoss = 6, ///< Session loss or logout.
868  DuplicateSessionLogin = 7, ///< Duplicate Session Login.
869  ClearingRiskControl = 8, ///< Clearing Risk Control.
870  InternalConnectionLoss = 100, ///< Internal connection loss.
871  ProductStateHalt = 105, ///< Product State Halt.
872  ProductStateHoliday = 106, ///< Product State Holiday.
873  InstrumentSuspended = 107, ///< Instrument Suspended.
874  ComplexInstrumentDeletion = 109, ///< Complex Instrument Deletion.
875  VolatilityInterruption = 110, ///< Volatility Interruption.
876  ProductTemporarilyNotTradeable = 111, ///< Product temporarily not tradeable.
877  MemberDisable = 117, ///< Member has been disabled.
878  ScaledSimpleInstrumentDeletion = 121, ///< Scaled Simple Instrument Deletion.
879  };
880 };
881 
882 /// Returns string representation.
883 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MassActionReason::Enum);
884 
885 /// Restriction for MassActionType (1373) = Release_quotes (2).
886 struct ONIXS_EUREX_ETI_EXPORT MassActionSubType
887 {
888  /// \copydoc MassActionSubType
889  enum Enum
890  {
891  NoValue = 0xFF, ///< No value.
892  BookOrCancel = 1, ///< Book or cancel.
893  };
894 };
895 
896 /// Returns string representation.
897 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MassActionSubType::Enum);
898 
899 /// Specifies the type of action requested.
900 struct ONIXS_EUREX_ETI_EXPORT MassActionType
901 {
902  /// \copydoc MassActionType
903  enum Enum
904  {
905  NoValue = 0xFF, ///< No value.
906  SuspendQuotes = 1, ///< Suspend quotes.
907  ReleaseQuotes = 2, ///< Release quotes from suspension.
908  SuspendDeleteQuotes = 3, ///< Suspend and delete Quotes.
909  };
910 };
911 
912 /// Returns string representation.
913 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MassActionType::Enum);
914 
915 /// Indicates the auction type the trade originates from.
916 struct ONIXS_EUREX_ETI_EXPORT MatchSubType
917 {
918  /// \copydoc MatchSubType
919  enum Enum
920  {
921  NoValue = 0xFF, ///< No value.
922  OpeningAuction = 1, ///< Opening auction.
923  ClosingAuction = 2, ///< Closing auction.
924  IntradayAuction = 3, ///< Intraday auction.
925  CircuitBreakerAuction = 4, ///< Circuit Breaker auction.
926  OutsideBBO = 6, ///< CLIP matching outside BBO.
927  };
928 };
929 
930 /// Returns string representation.
931 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MatchSubType::Enum);
932 
933 /// The point in the matching process at which this trade was matched.
934 struct ONIXS_EUREX_ETI_EXPORT MatchType
935 {
936  /// \copydoc MatchType
937  enum Enum
938  {
939  NoValue = 0xFF, ///< No value.
940  ConfirmedTradeReport = 3, ///< Confirmed Trade Report (reporting from recognized markets).
941  AutoMatchIncoming = 4, ///< Auto-match incoming order.
942  CrossAuction = 5, ///< Cross Auction.
943  CallAuction = 7, ///< Call Auction.
944  AutoMatchResting = 11, ///< Auto match resting order.
945  LiquidityImprovementCross = 13, ///< Liquidity Improvement Cross.
946  };
947 };
948 
949 /// Returns string representation.
950 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MatchType::Enum);
951 
952 /// Informs if trading is active for grouping of Eurex products.
953 struct ONIXS_EUREX_ETI_EXPORT MatchingEngineStatus
954 {
955  /// \copydoc MatchingEngineStatus
956  enum Enum
957  {
958  NoValue = 0xFF, ///< No value.
959  Unavailable = 0, ///< Unavailable.
960  Available = 1, ///< Available.
961  };
962 };
963 
964 /// Returns string representation.
965 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MatchingEngineStatus::Enum);
966 
967 /// Receiver of a message.
968 struct ONIXS_EUREX_ETI_EXPORT MessageEventSource
969 {
970  /// \copydoc MessageEventSource
971  enum Enum
972  {
973  NoValue = 0x00, ///< No value.
974  BroadcastToInitiator = 'I', ///< Broadcast to initiator.
975  BroadcastToApprover = 'A', ///< Broadcast to approver.
976  BroadcastToRequester = 'R', ///< Broadcast to requester.
977  BroadcastToQuoteSubmitter = 'Q', ///< Broadcast to quote submitter.
978  };
979 };
980 
981 /// Returns string representation.
982 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MessageEventSource::Enum);
983 
984 /// Indicates if the trade resulted from a single order or a multi leg order.
985 struct ONIXS_EUREX_ETI_EXPORT MultiLegReportingType
986 {
987  /// \copydoc MultiLegReportingType
988  enum Enum
989  {
990  NoValue = 0xFF, ///< No value.
991  SingleSecurity = 1, ///< Single instrument.
992  IndividualLegOfAMultilegSecurity = 2, ///< Complex instrument.
993  };
994 };
995 
996 /// Returns string representation.
997 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MultiLegReportingType::Enum);
998 
999 /// Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available.
1000 struct ONIXS_EUREX_ETI_EXPORT MultilegModel
1001 {
1002  /// \copydoc MultilegModel
1003  enum Enum
1004  {
1005  NoValue = 0xFF, ///< No value.
1006  PredefinedMultilegSecurity = 0, ///< Predefined Multileg Security.
1007  UserDefinedMultleg = 1, ///< User-defined Multleg Security.
1008  };
1009 };
1010 
1011 /// Returns string representation.
1012 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MultilegModel::Enum);
1013 
1014 /// Price decomposition method for legs of a complex instrument.
1015 struct ONIXS_EUREX_ETI_EXPORT MultilegPriceModel
1016 {
1017  /// \copydoc MultilegPriceModel
1018  enum Enum
1019  {
1020  NoValue = 0xFF, ///< No value.
1021  Standard = 0, ///< leg level prices provided by system.
1022  UserDefined = 1, ///< leg level prices provided by user.
1023  };
1024 };
1025 
1026 /// Returns string representation.
1027 ONIXS_EUREX_ETI_EXPORT std::string enumToString (MultilegPriceModel::Enum);
1028 
1029 /// State of the News Retransmission Service.
1030 struct ONIXS_EUREX_ETI_EXPORT NewsRtmServiceStatus
1031 {
1032  /// \copydoc NewsRtmServiceStatus
1033  enum Enum
1034  {
1035  NoValue = 0xFF, ///< No value.
1036  Unavailable = 0, ///< Unavailable.
1037  Available = 1, ///< Available.
1038  };
1039 };
1040 
1041 /// Returns string representation.
1042 ONIXS_EUREX_ETI_EXPORT std::string enumToString (NewsRtmServiceStatus::Enum);
1043 
1044 /// Instruction to show total number of Respondents in a SRQS event.
1045 struct ONIXS_EUREX_ETI_EXPORT NumberOfRespDisclosureInstruction
1046 {
1047  /// \copydoc NumberOfRespDisclosureInstruction
1048  enum Enum
1049  {
1050  NoValue = 0xFF, ///< No value.
1051  No = 0, ///< No.
1052  Yes = 1, ///< Yes.
1053  };
1054 };
1055 
1056 /// Returns string representation.
1057 ONIXS_EUREX_ETI_EXPORT std::string enumToString (NumberOfRespDisclosureInstruction::Enum);
1058 
1059 /// OfferPx is locked.
1060 struct ONIXS_EUREX_ETI_EXPORT OfferPxIsLocked
1061 {
1062  /// \copydoc OfferPxIsLocked
1063  enum Enum
1064  {
1065  NoValue = 0xFF, ///< No value.
1066  No = 0, ///< No.
1067  Yes = 1, ///< Yes.
1068  };
1069 };
1070 
1071 /// Returns string representation.
1072 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OfferPxIsLocked::Enum);
1073 
1074 /// Conveys the current status of an order.
1075 struct ONIXS_EUREX_ETI_EXPORT OrdStatus
1076 {
1077  /// \copydoc OrdStatus
1078  enum Enum
1079  {
1080  NoValue = 0x00, ///< No value.
1081  New = '0', ///< New.
1082  PartiallyFilled = '1', ///< Partially filled.
1083  Filled = '2', ///< Filled.
1084  Canceled = '4', ///< Cancelled.
1085  PendingCancel = '6', ///< Pending Cancel (i.e. result of Order Cancel Request).
1086  Suspended = '9', ///< Suspended.
1087  };
1088 };
1089 
1090 /// Returns string representation.
1091 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrdStatus::Enum);
1092 
1093 /// Order type.
1094 struct ONIXS_EUREX_ETI_EXPORT OrdType
1095 {
1096  /// \copydoc OrdType
1097  enum Enum
1098  {
1099  NoValue = 0xFF, ///< No value.
1100  Market = 1, ///< Market.
1101  Limit = 2, ///< Limit.
1102  Stop = 3, ///< Stop.
1103  StopLimit = 4, ///< Stop Limit.
1104  };
1105 };
1106 
1107 /// Returns string representation.
1108 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrdType::Enum);
1109 
1110 /// Order attribute liquidity provision.
1111 struct ONIXS_EUREX_ETI_EXPORT OrderAttributeLiquidityProvision
1112 {
1113  /// \copydoc OrderAttributeLiquidityProvision
1114  enum Enum
1115  {
1116  NoValue = 0xFF, ///< No value.
1117  Y = 1, ///< Liquidity provision.
1118  N = 0, ///< No liquidity provision.
1119  };
1120 };
1121 
1122 /// Returns string representation.
1123 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderAttributeLiquidityProvision::Enum);
1124 
1125 /// Order attribute risk reduction.
1126 struct ONIXS_EUREX_ETI_EXPORT OrderAttributeRiskReduction
1127 {
1128  /// \copydoc OrderAttributeRiskReduction
1129  enum Enum
1130  {
1131  NoValue = 0xFF, ///< No value.
1132  Y = 1, ///< Risk reduction.
1133  N = 0, ///< No risk reduction.
1134  };
1135 };
1136 
1137 /// Returns string representation.
1138 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderAttributeRiskReduction::Enum);
1139 
1140 /// Indicates if the trade notification results from an order or quote.
1141 struct ONIXS_EUREX_ETI_EXPORT OrderCategory
1142 {
1143  /// \copydoc OrderCategory
1144  enum Enum
1145  {
1146  NoValue = 0x00, ///< No value.
1147  Order = '1', ///< Order.
1148  Quote = '2', ///< Quote.
1149  };
1150 };
1151 
1152 /// Returns string representation.
1153 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderCategory::Enum);
1154 
1155 /// Action that caused the event to occur.
1156 struct ONIXS_EUREX_ETI_EXPORT OrderEventReason
1157 {
1158  /// \copydoc OrderEventReason
1159  enum Enum
1160  {
1161  NoValue = 0xFF, ///< No value.
1162  SMP = 100, ///< SMP event.
1163  };
1164 };
1165 
1166 /// Returns string representation.
1167 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderEventReason::Enum);
1168 
1169 /// Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
1170 struct ONIXS_EUREX_ETI_EXPORT OrderOrigination
1171 {
1172  /// \copydoc OrderOrigination
1173  enum Enum
1174  {
1175  NoValue = 0xFF, ///< No value.
1176  DirectAccessOrSponsoredAccessCustomer = 5, ///< Order received from a direct access customer.
1177  };
1178 };
1179 
1180 /// Returns string representation.
1181 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderOrigination::Enum);
1182 
1183 /// Instruction to show total quantity.
1184 struct ONIXS_EUREX_ETI_EXPORT OrderQtyDisclosureInstruction
1185 {
1186  /// \copydoc OrderQtyDisclosureInstruction
1187  enum Enum
1188  {
1189  NoValue = 0xFF, ///< No value.
1190  No = 0, ///< No.
1191  Yes = 1, ///< Yes.
1192  };
1193 };
1194 
1195 /// Returns string representation.
1196 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderQtyDisclosureInstruction::Enum);
1197 
1198 /// OrderQty is locked.
1199 struct ONIXS_EUREX_ETI_EXPORT OrderQtyIsLocked
1200 {
1201  /// \copydoc OrderQtyIsLocked
1202  enum Enum
1203  {
1204  NoValue = 0xFF, ///< No value.
1205  No = 0, ///< No.
1206  Yes = 1, ///< Yes.
1207  };
1208 };
1209 
1210 /// Returns string representation.
1211 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderQtyIsLocked::Enum);
1212 
1213 /// Indicates if the participant application is an order routing system.
1214 struct ONIXS_EUREX_ETI_EXPORT OrderRoutingIndicator
1215 {
1216  /// \copydoc OrderRoutingIndicator
1217  enum Enum
1218  {
1219  NoValue = 0x00, ///< No value.
1220  Yes = 'Y', ///< Yes.
1221  No = 'N', ///< No.
1222  };
1223 };
1224 
1225 /// Returns string representation.
1226 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderRoutingIndicator::Enum);
1227 
1228 /// Side of the order in the original Eurex strategy.
1229 struct ONIXS_EUREX_ETI_EXPORT OrderSide
1230 {
1231  /// \copydoc OrderSide
1232  enum Enum
1233  {
1234  NoValue = 0xFF, ///< No value.
1235  Buy = 1, ///< Buy.
1236  Sell = 2, ///< Sell.
1237  };
1238 };
1239 
1240 /// Returns string representation.
1241 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OrderSide::Enum);
1242 
1243 /// Ownership indicator.
1244 struct ONIXS_EUREX_ETI_EXPORT OwnershipIndicator
1245 {
1246  /// \copydoc OwnershipIndicator
1247  enum Enum
1248  {
1249  NoValue = 0xFF, ///< No value.
1250  NoChangeOfOwnership = 0, ///< Do not change ownership.
1251  ChangeToExecutingTrader = 1, ///< Change ownership to executing party (User ID).
1252  };
1253 };
1254 
1255 /// Returns string representation.
1256 ONIXS_EUREX_ETI_EXPORT std::string enumToString (OwnershipIndicator::Enum);
1257 
1258 /// Party action type.
1259 struct ONIXS_EUREX_ETI_EXPORT PartyActionType
1260 {
1261  /// \copydoc PartyActionType
1262  enum Enum
1263  {
1264  NoValue = 0xFF, ///< No value.
1265  HaltTrading = 1, ///< Halt trading.
1266  Reinstate = 2, ///< Reinstate.
1267  };
1268 };
1269 
1270 /// Returns string representation.
1271 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyActionType::Enum);
1272 
1273 /// Party detail role qualifier.
1274 struct ONIXS_EUREX_ETI_EXPORT PartyDetailRoleQualifier
1275 {
1276  /// \copydoc PartyDetailRoleQualifier
1277  enum Enum
1278  {
1279  NoValue = 0xFF, ///< No value.
1280  Trader = 10, ///< Trader.
1281  HeadTrader = 11, ///< Head Trader.
1282  Supervisor = 12, ///< Supervisor.
1283  };
1284 };
1285 
1286 /// Returns string representation.
1287 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyDetailRoleQualifier::Enum);
1288 
1289 /// Party detail status.
1290 struct ONIXS_EUREX_ETI_EXPORT PartyDetailStatus
1291 {
1292  /// \copydoc PartyDetailStatus
1293  enum Enum
1294  {
1295  NoValue = 0xFF, ///< No value.
1296  Active = 0, ///< Active.
1297  Suspend = 1, ///< Suspend.
1298  Rejected = 2, ///< Rejected.
1299  };
1300 };
1301 
1302 /// Returns string representation.
1303 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyDetailStatus::Enum);
1304 
1305 /// Reason for a responder reject.
1306 struct ONIXS_EUREX_ETI_EXPORT PartyDetailStatusInformation
1307 {
1308  /// \copydoc PartyDetailStatusInformation
1309  enum Enum
1310  {
1311  NoValue = 0xFF, ///< No value.
1312  TRRTHRESHOLDTOOBIG = 1, ///< High TRR (TradeToRequestRatio) threshold.
1313  BLOCKALLANONYMOUS = 2, ///< Anonymous negotiation blocked by responder.
1314  };
1315 };
1316 
1317 /// Returns string representation.
1318 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyDetailStatusInformation::Enum);
1319 
1320 /// Entering Business Unit.
1321 struct ONIXS_EUREX_ETI_EXPORT PartyIdEnteringFirm
1322 {
1323  /// \copydoc PartyIdEnteringFirm
1324  enum Enum
1325  {
1326  NoValue = 0xFF, ///< No value.
1327  Participant = 1, ///< Participant.
1328  MarketSupervision = 2, ///< Market Supervision.
1329  };
1330 };
1331 
1332 /// Returns string representation.
1333 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyIdEnteringFirm::Enum);
1334 
1335 /// Party ID origination market.
1336 struct ONIXS_EUREX_ETI_EXPORT PartyIdOriginationMarket
1337 {
1338  /// \copydoc PartyIdOriginationMarket
1339  enum Enum
1340  {
1341  NoValue = 0xFF, ///< No value.
1342  XKFE = 1, ///< Korea Exchange.
1343  };
1344 };
1345 
1346 /// Returns string representation.
1347 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyIdOriginationMarket::Enum);
1348 
1349 /// Settlement institution.
1350 struct ONIXS_EUREX_ETI_EXPORT PartyIdSettlementLocation
1351 {
1352  /// \copydoc PartyIdSettlementLocation
1353  enum Enum
1354  {
1355  NoValue = 0xFF, ///< No value.
1356  ClearstremBankingFrankfurt = 1, ///< Clearstrem Banking Frankfurt.
1357  ClearstremBankingLuxemburg = 2, ///< Clearstrem Banking Luxemburg.
1358  CLSGroup = 3, ///< CLS Group.
1359  Euroclear = 4, ///< Euroclear.
1360  };
1361 };
1362 
1363 /// Returns string representation.
1364 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyIdSettlementLocation::Enum);
1365 
1366 /// Party ID investment decision maker qualifier.
1367 struct ONIXS_EUREX_ETI_EXPORT PartyIdInvestmentDecisionMakerQualifier
1368 {
1369  /// \copydoc PartyIdInvestmentDecisionMakerQualifier
1370  enum Enum
1371  {
1372  NoValue = 0xFF, ///< No value.
1373  Algo = 22, ///< Algo.
1374  Human = 24, ///< Human/Natural person.
1375  };
1376 };
1377 
1378 /// Returns string representation.
1379 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyIdInvestmentDecisionMakerQualifier::Enum);
1380 
1381 /// Instruction to show buy-side user information.
1382 struct ONIXS_EUREX_ETI_EXPORT PartyOrderOriginationDisclosureInstruction
1383 {
1384  /// \copydoc PartyOrderOriginationDisclosureInstruction
1385  enum Enum
1386  {
1387  NoValue = 0xFF, ///< No value.
1388  No = 0, ///< No.
1389  Yes = 1, ///< Yes.
1390  };
1391 };
1392 
1393 /// Returns string representation.
1394 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartyOrderOriginationDisclosureInstruction::Enum);
1395 
1396 /// Party sub-type.
1397 struct ONIXS_EUREX_ETI_EXPORT PartySubIdType
1398 {
1399  /// \copydoc PartySubIdType
1400  enum Enum
1401  {
1402  NoValue = 0xFF, ///< No value.
1403  Buyer = 14001, ///< Buyer.
1404  Seller = 14002, ///< Seller.
1405  };
1406 };
1407 
1408 /// Returns string representation.
1409 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PartySubIdType::Enum);
1410 
1411 /// Field is used for Eurex position management purposes and indicates whether the order is submitted to open or close a position.
1412 struct ONIXS_EUREX_ETI_EXPORT PositionEffect
1413 {
1414  /// \copydoc PositionEffect
1415  enum Enum
1416  {
1417  NoValue = 0x00, ///< No value.
1418  Close = 'C', ///< Close.
1419  Open = 'O', ///< Open.
1420  };
1421 };
1422 
1423 /// Returns string representation.
1424 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PositionEffect::Enum);
1425 
1426 /// Price disclosure instruction.
1427 struct ONIXS_EUREX_ETI_EXPORT PriceDisclosureInstruction
1428 {
1429  /// \copydoc PriceDisclosureInstruction
1430  enum Enum
1431  {
1432  NoValue = 0xFF, ///< No value.
1433  No = 0, ///< No.
1434  Yes = 1, ///< Yes.
1435  };
1436 };
1437 
1438 /// Returns string representation.
1439 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PriceDisclosureInstruction::Enum);
1440 
1441 /// Indicator how price validity check should be performed by the exchange.
1442 struct ONIXS_EUREX_ETI_EXPORT PriceValidityCheckType
1443 {
1444  /// \copydoc PriceValidityCheckType
1445  enum Enum
1446  {
1447  NoValue = 0xFF, ///< No value.
1448  None = 0, ///< None.
1449  Optional = 1, ///< Optional.
1450  Mandatory = 2, ///< Mandatory.
1451  };
1452 };
1453 
1454 /// Returns string representation.
1455 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PriceValidityCheckType::Enum);
1456 
1457 /// This field qualifies an instrument type on Eurex.
1458 struct ONIXS_EUREX_ETI_EXPORT ProductComplex
1459 {
1460  /// \copydoc ProductComplex
1461  enum Enum
1462  {
1463  NoValue = 0xFF, ///< No value.
1464  SimpleInstrument = 1, ///< Simple instrument.
1465  StandardOptionStrategy = 2, ///< Standard Option Strategy.
1466  NonStandardOptionStrategy = 3, ///< Non-Standard Option Strategy.
1467  VolatilityStrategy = 4, ///< Volatility Strategy.
1468  FuturesSpread = 5, ///< Futures Spread.
1469  InterProductSpread = 6, ///< Inter-Product Spread.
1470  StandardFutureStrategy = 7, ///< Standard Future Strategy.
1471  PackAndBundle = 8, ///< Pack and Bundle.
1472  Strip = 9, ///< Strip.
1473  FlexibleSimpleInstrument = 10, ///< Flexible Simple Instrument.
1474  CommodityStrip = 11, ///< Commodity Strip.
1475  ScaledSimpleInstrument = 12, ///< Scaled Simple Instrument.
1476  NonStandardVolatilityStrategy = 13, ///< Non-Standard Volatility Strategy.
1477  };
1478 };
1479 
1480 /// Returns string representation.
1481 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ProductComplex::Enum);
1482 
1483 /// Indicates whether an option contract is a put or call.
1484 struct ONIXS_EUREX_ETI_EXPORT PutOrCall
1485 {
1486  /// \copydoc PutOrCall
1487  enum Enum
1488  {
1489  NoValue = 0xFF, ///< No value.
1490  Put = 0, ///< Put.
1491  Call = 1, ///< Call.
1492  };
1493 };
1494 
1495 /// Returns string representation.
1496 ONIXS_EUREX_ETI_EXPORT std::string enumToString (PutOrCall::Enum);
1497 
1498 /// Reason for quote cancellation.
1499 struct ONIXS_EUREX_ETI_EXPORT QuoteCancelReason
1500 {
1501  /// \copydoc QuoteCancelReason
1502  enum Enum
1503  {
1504  NoValue = 0xFF, ///< No value.
1505  Expired = 5, ///< Expired.
1506  };
1507 };
1508 
1509 /// Returns string representation.
1510 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteCancelReason::Enum);
1511 
1512 /// Status of the quote.
1513 struct ONIXS_EUREX_ETI_EXPORT QuoteCondition
1514 {
1515  /// \copydoc QuoteCondition
1516  enum Enum
1517  {
1518  NoValue = 0x00, ///< No value.
1519  Active = 'A', ///< Active.
1520  Closed = 'B', ///< Closed.
1521  Suspended = 'z', ///< Suspended.
1522  Expired = '8', ///< Expired.
1523  };
1524 };
1525 
1526 /// Returns string representation.
1527 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteCondition::Enum);
1528 
1529 /// Reason code indicating why the quote entry has been rejected.
1530 struct ONIXS_EUREX_ETI_EXPORT QuoteEntryRejectReason
1531 {
1532  /// \copydoc QuoteEntryRejectReason
1533  enum Enum
1534  {
1535  NoValue = 0xFF, ///< No value.
1536  UnknownSecurity = 1, ///< Unknown security.
1537  DuplicateQuote = 6, ///< Duplicate quote.
1538  InvalidPrice = 8, ///< Invalid price.
1539  NoReferencePriceAvailable = 16, ///< Reference price not available.
1540  NoSingleSidedQuotes = 100, ///< Single sided quotes not allowed.
1541  InvalidQuotingModel = 103, ///< Invalid usage of quoting model.
1542  InvalidSize = 106, ///< Invalid size.
1543  InvalidUnderlyingPrice = 107, ///< Invalid underlying price.
1544  BidPriceNotReasonable = 108, ///< Bid price not reasonable.
1545  AskPriceNotReasonable = 109, ///< Ask price not reasonable.
1546  BidPriceExceedsRange = 110, ///< Bid price exceeds extended price range.
1547  AskPriceExceedsRange = 111, ///< Ask price exceeds extended price range.
1548  InstrumentStateFreeze = 115, ///< Instrument state freeze.
1549  DeletionAlreadyPending = 116, ///< Deletion already pending.
1550  EntitlementNotAssignedForUnderlying = 119, ///< Entitlement not assigned for underlying.
1551  CurrentlyNotTradeableOnBook = 124, ///< Instrument is currently not tradeable on book.
1552  QuantityLimitExceeded = 125, ///< Quantity exceeds trader specific limit.
1553  ValueLimitExceeded = 126, ///< Value exceeds trader specific limit.
1554  InvalidQuoteSpread = 127, ///< Invalid quote spread.
1555  BookOrCancel = 128, ///< Book-or-Cancel quote type.
1556  CantProcInCurrInstrState = 131, ///< Instrument state does not allow processing.
1557  InvalidQuoteType = 134, ///< Invalid quote type.
1558  TradingIndicationRunningForTrader = 143, ///< Trading indication running for trader.
1559  OnBookTradingDisabledForInstrumentType = 144, ///< On-Book trading disabled for instrument type.
1560  LiquidityProviderProtectionBidSideCancelled = 147, ///< Liquidity provider protection bid side cancelled.
1561  LiquidityProviderProtectionAskSideCancelled = 148, ///< Liquidity provider protection ask side cancelled.
1562  OutsideQuotingPeriod = 155, ///< Quote entry outside quoting period not allowed.
1563  MatchPriceNotOnPriceStep = 156, ///< Match price resulting from entry of the matching quote is not a valid price step.
1564  QuantityLimitExceedsTSL = 161, ///< Quantity exceeds transaction size limit.
1565  TooManyOrdersAndQuotesInOrderBook = 163, ///< Too many orders and quotes in order book.
1566  ContractCannotBeTradedDueToInsufficientEligibility = 166, ///< Contract cannot be traded due to insufficient eligibility.
1567  UnderlyingPriceTimeout = 167, ///< the VF underlying price timed out, rejection of quote.
1568  BUSuspendARPLevel3SoftBreach = 168, ///< the BU is suspended due to an ARP level 3 soft breach.
1569  NoClearingProductAssignment = 169, ///< incoming quote pair rejected due to no clearing product assignment.
1570  };
1571 };
1572 
1573 /// Returns string representation.
1574 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteEntryRejectReason::Enum);
1575 
1576 /// Identifies the status of an individual quote.
1577 struct ONIXS_EUREX_ETI_EXPORT QuoteEntryStatus
1578 {
1579  /// \copydoc QuoteEntryStatus
1580  enum Enum
1581  {
1582  NoValue = 0xFF, ///< No value.
1583  Accepted = 0, ///< Accepted with warning.
1584  Rejected = 5, ///< Rejected.
1585  RemovedAndRejected = 6, ///< Removed from Market.
1586  Pending = 10, ///< Pending.
1587  };
1588 };
1589 
1590 /// Returns string representation.
1591 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteEntryStatus::Enum);
1592 
1593 /// Indicates whether the quote added or removed liquidity.
1594 struct ONIXS_EUREX_ETI_EXPORT QuoteEventLiquidityInd
1595 {
1596  /// \copydoc QuoteEventLiquidityInd
1597  enum Enum
1598  {
1599  NoValue = 0xFF, ///< No value.
1600  AddedLiquidity = 1, ///< Added Liquidity.
1601  RemovedLiquidity = 2, ///< Removed Liquidity.
1602  Auction = 4, ///< Auction.
1603  };
1604 };
1605 
1606 /// Returns string representation.
1607 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteEventLiquidityInd::Enum);
1608 
1609 /// Additional information why quote side was removed.
1610 struct ONIXS_EUREX_ETI_EXPORT QuoteEventReason
1611 {
1612  /// \copydoc QuoteEventReason
1613  enum Enum
1614  {
1615  NoValue = 0xFF, ///< No value.
1616  PendingCancellationExecuted = 14, ///< Pending Cancellation Executed.
1617  InvalidPrice = 15, ///< Invalid Price.
1618  CrossRejected = 16, ///< Quote subject to crossing and match prevented.
1619  BookOrCancel = 17, ///< Quote deleted due to Book-or-Cancel quote type.
1620  PLP = 18, ///< Quote deleted due to passive liquidity protection.
1621  };
1622 };
1623 
1624 /// Returns string representation.
1625 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteEventReason::Enum);
1626 
1627 /// Side of the quote.
1628 struct ONIXS_EUREX_ETI_EXPORT QuoteEventSide
1629 {
1630  /// \copydoc QuoteEventSide
1631  enum Enum
1632  {
1633  NoValue = 0xFF, ///< No value.
1634  Buy = 1, ///< Buy.
1635  Sell = 2, ///< Sell.
1636  };
1637 };
1638 
1639 /// Returns string representation.
1640 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteEventSide::Enum);
1641 
1642 /// Conveys the quote event type.
1643 struct ONIXS_EUREX_ETI_EXPORT QuoteEventType
1644 {
1645  /// \copydoc QuoteEventType
1646  enum Enum
1647  {
1648  NoValue = 0xFF, ///< No value.
1649  ModifiedQuoteSide = 2, ///< Modified side.
1650  RemovedQuoteSide = 3, ///< Removed Quote Side.
1651  PartiallyFilled = 4, ///< Partially Filled.
1652  Filled = 5, ///< Filled.
1653  RemovedQuantity = 6, ///< Quantity removed.
1654  };
1655 };
1656 
1657 /// Returns string representation.
1658 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteEventType::Enum);
1659 
1660 /// Quoting instruction.
1661 struct ONIXS_EUREX_ETI_EXPORT QuoteInstruction
1662 {
1663  /// \copydoc QuoteInstruction
1664  enum Enum
1665  {
1666  NoValue = 0xFF, ///< No value.
1667  DoNotQuote = 0, ///< Do not re-quote.
1668  Quote = 1, ///< (Re-)Quote.
1669  };
1670 };
1671 
1672 /// Returns string representation.
1673 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteInstruction::Enum);
1674 
1675 /// Identifies the quoting model.
1676 struct ONIXS_EUREX_ETI_EXPORT QuoteSizeType
1677 {
1678  /// \copydoc QuoteSizeType
1679  enum Enum
1680  {
1681  NoValue = 0xFF, ///< No value.
1682  TotalSize = 1, ///< Total Size (Quote Modification).
1683  OpenSize = 2, ///< Open Size(Quote Entry).
1684  };
1685 };
1686 
1687 /// Returns string representation.
1688 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteSizeType::Enum);
1689 
1690 /// Sub-type or qualifier of QuoteType.
1691 struct ONIXS_EUREX_ETI_EXPORT QuoteSubType
1692 {
1693  /// \copydoc QuoteSubType
1694  enum Enum
1695  {
1696  NoValue = 0xFF, ///< No value.
1697  WorkingDelta = 1, ///< Working Delta.
1698  BasisTrade = 2, ///< Basis Trade.
1699  Regular = 3, ///< Regular LDS Negotiation.
1700  NegotiateUnderlyingOutsideExchange = 4, ///< Negotiate the underlying outside the exchange.
1701  VolaStrategyFix = 5, ///< Option Volatility Strategy with fixed Underlying price and delta.
1702  VolaStrategyNegotiateUnderlying = 6, ///< Option Volatility Strategy - Underlying price is negotiated on exchange.
1703  };
1704 };
1705 
1706 /// Returns string representation.
1707 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteSubType::Enum);
1708 
1709 /// Quote type.
1710 struct ONIXS_EUREX_ETI_EXPORT QuoteType
1711 {
1712  /// \copydoc QuoteType
1713  enum Enum
1714  {
1715  NoValue = 0xFF, ///< No value.
1716  Indicative = 0, ///< Indicative (for Continuous Auction Issuer trading model and Eurex/Xetra EnLight only).
1717  Tradeable = 1, ///< Tradeable.
1718  TradeableBOC = 100, ///< Tradeable(BOC).
1719  };
1720 };
1721 
1722 /// Returns string representation.
1723 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuoteType::Enum);
1724 
1725 /// Quoting status for the executing party.
1726 struct ONIXS_EUREX_ETI_EXPORT QuotingStatus
1727 {
1728  /// \copydoc QuotingStatus
1729  enum Enum
1730  {
1731  NoValue = 0xFF, ///< No value.
1732  OpenActive = 1, ///< Open/Active.
1733  OpenIdle = 2, ///< Open/Working.
1734  ClosedInactive = 3, ///< Closed/Inactive.
1735  };
1736 };
1737 
1738 /// Returns string representation.
1739 ONIXS_EUREX_ETI_EXPORT std::string enumToString (QuotingStatus::Enum);
1740 
1741 /// Reference to the unique application identifier.
1742 struct ONIXS_EUREX_ETI_EXPORT RefApplId
1743 {
1744  /// \copydoc RefApplId
1745  enum Enum
1746  {
1747  NoValue = 0xFF, ///< No value.
1748  Trade = 1, ///< Trade.
1749  News = 2, ///< News.
1750  ServiceAvailability = 3, ///< Service Availability.
1751  SessionData = 4, ///< Session Data.
1752  ListenerData = 5, ///< Listener Data.
1753  RiskControl = 6, ///< Risk Control.
1754  TESMaintenance = 7, ///< TES Maintenance.
1755  TESTrade = 8, ///< TES Trade.
1756  SRQSMaintenance = 9, ///< SRQS Maintenance.
1757  ServiceAvailabilityMarket = 10, ///< Service Availability Market.
1758  };
1759 };
1760 
1761 /// Returns string representation.
1762 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RefApplId::Enum);
1763 
1764 /// Instrument type of the original Eurex strategy.
1765 struct ONIXS_EUREX_ETI_EXPORT RelatedProductComplex
1766 {
1767  /// \copydoc RelatedProductComplex
1768  enum Enum
1769  {
1770  NoValue = 0xFF, ///< No value.
1771  StandardOptionStrategy = 2, ///< Standard Option Strategy.
1772  NonStandardOptionStrategy = 3, ///< Non-Standard Option Strategy.
1773  VolatilityStrategy = 4, ///< Volatility Strategy.
1774  FuturesSpread = 5, ///< Futures Spread.
1775  InterProductSpread = 6, ///< Inter-Product Spread.
1776  StandardFutureStrategy = 7, ///< Standard Future Strategy.
1777  PackAndBundle = 8, ///< Pack and Bundle.
1778  Strip = 9, ///< Strip.
1779  CommodityStrip = 11, ///< Commodity Strip.
1780  ScaledSimpleInstrument = 12, ///< Scaled Simple Instrument.
1781  NonStandardVolatilityStrategy = 13, ///< Non-Standard Volatility Strategy.
1782  };
1783 };
1784 
1785 /// Returns string representation.
1786 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RelatedProductComplex::Enum);
1787 
1788 /// Requesting party ID entering firm.
1789 struct ONIXS_EUREX_ETI_EXPORT RequestingPartyIdEnteringFirm
1790 {
1791  /// \copydoc RequestingPartyIdEnteringFirm
1792  enum Enum
1793  {
1794  NoValue = 0xFF, ///< No value.
1795  Participant = 1, ///< Participant.
1796  MarketSupervision = 2, ///< Market Supervision.
1797  };
1798 };
1799 
1800 /// Returns string representation.
1801 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RequestingPartyIdEnteringFirm::Enum);
1802 
1803 /// System ID (1 = Eurex Clearing).
1804 struct ONIXS_EUREX_ETI_EXPORT RequestingPartyIdExecutingSystem
1805 {
1806  /// \copydoc RequestingPartyIdExecutingSystem
1807  enum Enum
1808  {
1809  NoValue = 0xFF, ///< No value.
1810  EurexClearing = 1, ///< Eurex Clearing.
1811  T7 = 2, ///< T7 trading system.
1812  };
1813 };
1814 
1815 /// Returns string representation.
1816 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RequestingPartyIdExecutingSystem::Enum);
1817 
1818 /// Party type initiating SRQS deal deletion.
1819 struct ONIXS_EUREX_ETI_EXPORT RequestingPartySubIdType
1820 {
1821  /// \copydoc RequestingPartySubIdType
1822  enum Enum
1823  {
1824  NoValue = 0xFF, ///< No value.
1825  Requester = 5000, ///< Requester.
1826  Responder = 5001, ///< Responder.
1827  Both = 5002, ///< Both (Requester and Responder).
1828  System = 5003, ///< System.
1829  };
1830 };
1831 
1832 /// Returns string representation.
1833 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RequestingPartySubIdType::Enum);
1834 
1835 /// Specifies the type of respondents requested.
1836 struct ONIXS_EUREX_ETI_EXPORT RespondentType
1837 {
1838  /// \copydoc RespondentType
1839  enum Enum
1840  {
1841  NoValue = 0xFF, ///< No value.
1842  AllMarketParticipants = 1, ///< Respondents are known during a negotiation.
1843  Anonymous = 102, ///< Respondents are anonymized after negotiation start, Requester will remain anonymous from start.
1844  };
1845 };
1846 
1847 /// Returns string representation.
1848 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RespondentType::Enum);
1849 
1850 /// Reversal cancellation reason.
1851 struct ONIXS_EUREX_ETI_EXPORT ReversalCancellationReason
1852 {
1853  /// \copydoc ReversalCancellationReason
1854  enum Enum
1855  {
1856  NoValue = 0xFF, ///< No value.
1857  TASChange = 1, ///< TES Activity State Change.
1858  IntradayExpiration = 2, ///< Instrument Expiration.
1859  InstrumentDeletion = 3, ///< Instrument Deletion.
1860  InstrumentSuspension = 4, ///< Instrument Suspension.
1861  };
1862 };
1863 
1864 /// Returns string representation.
1865 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ReversalCancellationReason::Enum);
1866 
1867 /// Indicator whether the reversal of the TES trade is electronically requested or not.
1868 struct ONIXS_EUREX_ETI_EXPORT ReversalIndicator
1869 {
1870  /// \copydoc ReversalIndicator
1871  enum Enum
1872  {
1873  NoValue = 0xFF, ///< No value.
1874  No = 0, ///< No.
1875  Yes = 1, ///< Yes.
1876  };
1877 };
1878 
1879 /// Returns string representation.
1880 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ReversalIndicator::Enum);
1881 
1882 /// State of the Risk Control Retransmission Service.
1883 struct ONIXS_EUREX_ETI_EXPORT RiskControlRtmServiceStatus
1884 {
1885  /// \copydoc RiskControlRtmServiceStatus
1886  enum Enum
1887  {
1888  NoValue = 0xFF, ///< No value.
1889  Unavailable = 0, ///< Unavailable.
1890  Available = 1, ///< Available.
1891  };
1892 };
1893 
1894 /// Returns string representation.
1895 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RiskControlRtmServiceStatus::Enum);
1896 
1897 /// Risk limit action.
1898 struct ONIXS_EUREX_ETI_EXPORT RiskLimitAction
1899 {
1900  /// \copydoc RiskLimitAction
1901  enum Enum
1902  {
1903  NoValue = 0xFF, ///< No value.
1904  QueueInbound = 0, ///< Queue Inbound.
1905  Reject = 2, ///< Reject.
1906  Warning = 4, ///< Warning.
1907  };
1908 };
1909 
1910 /// Returns string representation.
1911 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RiskLimitAction::Enum);
1912 
1913 /// Scope for Pre-Trade risk limits.
1914 struct ONIXS_EUREX_ETI_EXPORT RiskLimitPlatform
1915 {
1916  /// \copydoc RiskLimitPlatform
1917  enum Enum
1918  {
1919  NoValue = 0xFF, ///< No value.
1920  OnBook = 0, ///< On-Book.
1921  OffBook = 1, ///< Off-Book(TES).
1922  };
1923 };
1924 
1925 /// Returns string representation.
1926 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RiskLimitPlatform::Enum);
1927 
1928 /// Requesting party role for a pre-trade risk limit.
1929 struct ONIXS_EUREX_ETI_EXPORT RiskLimitRequestingPartyRole
1930 {
1931  /// \copydoc RiskLimitRequestingPartyRole
1932  enum Enum
1933  {
1934  NoValue = 0xFF, ///< No value.
1935  ClearingFirm = 4, ///< requested by Clearing firm.
1936  Exchange = 22, ///< requested by Exchange.
1937  ExecutingUnit = 59, ///< requested by Executing firm.
1938  };
1939 };
1940 
1941 /// Returns string representation.
1942 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RiskLimitRequestingPartyRole::Enum);
1943 
1944 /// Risk Limit Result for failed events.
1945 struct ONIXS_EUREX_ETI_EXPORT RiskLimitResult
1946 {
1947  /// \copydoc RiskLimitResult
1948  enum Enum
1949  {
1950  NoValue = 0xFF, ///< No value.
1951  DisabledForBu = 10580, ///< Margin Based Risk Limits not enabled for business unit.
1952  LowRRAEventID = 10581, ///< Received Remaining Risk Allowance event ID is lower than lowest entry in Temporary Transaction List.
1953  HighRRAEventID = 10582, ///< Received Remaining Risk Allowance event ID exceeds last entry in Temporary Transaction List.
1954  };
1955 };
1956 
1957 /// Returns string representation.
1958 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RiskLimitResult::Enum);
1959 
1960 /// Type of risk limits.
1961 struct ONIXS_EUREX_ETI_EXPORT RiskLimitType
1962 {
1963  /// \copydoc RiskLimitType
1964  enum Enum
1965  {
1966  NoValue = 0xFF, ///< No value.
1967  LongLimit = 4, ///< Long limit.
1968  ShortLimit = 5, ///< Short limit.
1969  };
1970 };
1971 
1972 /// Returns string representation.
1973 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RiskLimitType::Enum);
1974 
1975 /// Indicator for a pre-trade risk limit violation.
1976 struct ONIXS_EUREX_ETI_EXPORT RiskLimitViolationIndicator
1977 {
1978  /// \copydoc RiskLimitViolationIndicator
1979  enum Enum
1980  {
1981  NoValue = 0xFF, ///< No value.
1982  No = 0, ///< No.
1983  Yes = 1, ///< Yes.
1984  };
1985 };
1986 
1987 /// Returns string representation.
1988 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RiskLimitViolationIndicator::Enum);
1989 
1990 /// Qualifier for field PartyIdInvestmentDecisionMaker. Members/participants will have the possibility to specify an Investment qualifier value to distinguish between natural persons and Algos.
1991 struct ONIXS_EUREX_ETI_EXPORT RootPartyIdInvestmentDecisionMakerQualifier
1992 {
1993  /// \copydoc RootPartyIdInvestmentDecisionMakerQualifier
1994  enum Enum
1995  {
1996  NoValue = 0xFF, ///< No value.
1997  Algo = 22, ///< Algo.
1998  Human = 24, ///< Human/Natural person.
1999  };
2000 };
2001 
2002 /// Returns string representation.
2003 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RootPartyIdInvestmentDecisionMakerQualifier::Enum);
2004 
2005 /// RootParty sub-type.
2006 struct ONIXS_EUREX_ETI_EXPORT RootPartySubIdType
2007 {
2008  /// \copydoc RootPartySubIdType
2009  enum Enum
2010  {
2011  NoValue = 0xFF, ///< No value.
2012  Buyer = 4001, ///< Buyer.
2013  Seller = 4002, ///< Seller.
2014  Broker = 4003, ///< Broker.
2015  };
2016 };
2017 
2018 /// Returns string representation.
2019 ONIXS_EUREX_ETI_EXPORT std::string enumToString (RootPartySubIdType::Enum);
2020 
2021 /// Status of Secondary ETI Gateway.
2022 struct ONIXS_EUREX_ETI_EXPORT SecondaryGatewayStatus
2023 {
2024  /// \copydoc SecondaryGatewayStatus
2025  enum Enum
2026  {
2027  NoValue = 0xFF, ///< No value.
2028  Standby = 0, ///< Standby.
2029  Active = 1, ///< Active.
2030  };
2031 };
2032 
2033 /// Returns string representation.
2034 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SecondaryGatewayStatus::Enum);
2035 
2036 /// State of the Selective Service for Quote Retransmission Service.
2037 struct ONIXS_EUREX_ETI_EXPORT SelectiveRequestForQuoteRtmServiceStatus
2038 {
2039  /// \copydoc SelectiveRequestForQuoteRtmServiceStatus
2040  enum Enum
2041  {
2042  NoValue = 0xFF, ///< No value.
2043  Unavailable = 0, ///< Unavailable.
2044  Available = 1, ///< Available.
2045  };
2046 };
2047 
2048 /// Returns string representation.
2049 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SelectiveRequestForQuoteRtmServiceStatus::Enum);
2050 
2051 /// State of the selective service for quote service.
2052 struct ONIXS_EUREX_ETI_EXPORT SelectiveRequestForQuoteServiceStatus
2053 {
2054  /// \copydoc SelectiveRequestForQuoteServiceStatus
2055  enum Enum
2056  {
2057  NoValue = 0xFF, ///< No value.
2058  Unavailable = 0, ///< Unavailable.
2059  Available = 1, ///< Available.
2060  };
2061 };
2062 
2063 /// Returns string representation.
2064 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SelectiveRequestForQuoteServiceStatus::Enum);
2065 
2066 /// Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfMatchPreventionInstruction is 100 (Reject cross on business unit level).
2067 struct ONIXS_EUREX_ETI_EXPORT SelfMatchPreventionInstruction
2068 {
2069  /// \copydoc SelfMatchPreventionInstruction
2070  enum Enum
2071  {
2072  NoValue = 0xFF, ///< No value.
2073  CrossRejectedBU = 100, ///< Reject cross on business unit level.
2074  CrossRejectedMarket = 101, ///< Reject cross on market level.
2075  };
2076 };
2077 
2078 /// Returns string representation.
2079 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SelfMatchPreventionInstruction::Enum);
2080 
2081 /// Type of Eurex ETI session.
2082 struct ONIXS_EUREX_ETI_EXPORT SessionMode
2083 {
2084  /// \copydoc SessionMode
2085  enum Enum
2086  {
2087  NoValue = 0xFF, ///< No value.
2088  ETIHF = 1, ///< ETI HF.
2089  ETILF = 2, ///< ETI LF.
2090  GUI = 3, ///< GUI.
2091  FIXLF = 4, ///< FIX LF.
2092  };
2093 };
2094 
2095 /// Returns string representation.
2096 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SessionMode::Enum);
2097 
2098 /// Error code.
2099 struct ONIXS_EUREX_ETI_EXPORT SessionRejectReason
2100 {
2101  /// \copydoc SessionRejectReason
2102  enum Enum
2103  {
2104  NoValue = 0xFF, ///< No value.
2105  RequiredTagMissing = 1, ///< Required Tag Missing.
2106  ValueIsIncorrect = 5, ///< Value is incorrect (out of range) for this tag.
2107  DecryptionProblem = 7, ///< Decryption problem.
2108  InvalidMsgID = 11, ///< Invalid TemplateID.
2109  IncorrectNumInGroupCount = 16, ///< Incorrect NumInGroup count for repeating group.
2110  Other = 99, ///< Other.
2111  ThrottleLimitExceeded = 100, ///< Throttle limit exceeded.
2112  ExposureLimitExceeded = 101, ///< Stale request was not forwarded to T7.
2113  ServiceTemporarilyNotAvailable = 102, ///< Service temporarily not available.
2114  ServiceNotAvailable = 103, ///< Service not available.
2115  OutboundConversionError = 105, ///< Error converting response or broadcast.
2116  HeartbeatViolation = 152, ///< Heartbeat violation error.
2117  InternalTechnicalError = 200, ///< Internal technical error.
2118  ValidationError = 210, ///< Validation Error.
2119  UserAlreadyLoggedIn = 211, ///< User already logged in.
2120  GatewayIsStandby = 216, ///< Gateway is standby.
2121  SessionLoginLimitReached = 217, ///< Session login limit (per time interval) reached.
2122  UserEntitlementDataTimeout = 223, ///< User Entitlement Data time out.
2123  PSGatewaySessionLimitReached = 224, ///< Session limit reached (per PS Gateway and Business Unit).
2124  UserLoginLimitReached = 225, ///< User login tries limit (per time interval) reached.
2125  OutstandingLoginsBuLimitReached = 226, ///< Limit of outstanding session/user logins reached (per Business Unit).
2126  OutstandingLoginsSessionLimitReached = 227, ///< Limit of outstanding session/user logins reached (per Session).
2127  PasswordTimestampNotInGracePeriod = 228, ///< Password timestamp not in grace period.
2128  OrderNotFound = 10000, ///< Order not found.
2129  PriceNotReasonable = 10001, ///< Price not reasonable.
2130  ClientOrderIDNotUnique = 10002, ///< Duplicate Order (ClOrdID).
2131  QuoteActivationInProgress = 10003, ///< another quote activation request is pending for the same Product / Instrument Type / SessionID.
2132  StopBidPriceNotReasonable = 10006, ///< Stop buy price not reasonable.
2133  StopAskPriceNotReasonable = 10007, ///< Stop sell price not reasonable.
2134  OrderNotExecutableWithinValidity = 10008, ///< GFD order is not executable on current business day.
2135  CreateCIThrottleExceeded = 10010, ///< Throttle limit for creation of complex instrument exceeded.
2136  TransactionNotAllowedInCurrentState = 10011, ///< Order maintenance not allowed in current state.
2137  RequiredMinLotSizeNotReached = 10013, ///< Required min lot size not reached.
2138  };
2139 };
2140 
2141 /// Returns string representation.
2142 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SessionRejectReason::Enum);
2143 
2144 /// Status of an ETI session.
2145 struct ONIXS_EUREX_ETI_EXPORT SessionStatus
2146 {
2147  /// \copydoc SessionStatus
2148  enum Enum
2149  {
2150  NoValue = 0xFF, ///< No value.
2151  Active = 0, ///< Session active.
2152  Logout = 4, ///< Session logout complete.
2153  };
2154 };
2155 
2156 /// Returns string representation.
2157 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SessionStatus::Enum);
2158 
2159 /// Session sub mode.
2160 struct ONIXS_EUREX_ETI_EXPORT SessionSubMode
2161 {
2162  /// \copydoc SessionSubMode
2163  enum Enum
2164  {
2165  NoValue = 0xFF, ///< No value.
2166  RegularTradingSession = 0, ///< Regular Trading Session.
2167  RegularBackOfficeSession = 2, ///< Regular Back Office Session.
2168  };
2169 };
2170 
2171 /// Returns string representation.
2172 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SessionSubMode::Enum);
2173 
2174 /// Settlement method for a contract or instrument.
2175 struct ONIXS_EUREX_ETI_EXPORT SettlMethod
2176 {
2177  /// \copydoc SettlMethod
2178  enum Enum
2179  {
2180  NoValue = 0x00, ///< No value.
2181  CashSettlement = 'C', ///< Cash Settlement.
2182  PhysicalSettlement = 'P', ///< Physical Settlement.
2183  };
2184 };
2185 
2186 /// Returns string representation.
2187 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SettlMethod::Enum);
2188 
2189 /// Instruction to show last deal information after negotiation closure.
2190 struct ONIXS_EUREX_ETI_EXPORT ShowLastDealOnClosure
2191 {
2192  /// \copydoc ShowLastDealOnClosure
2193  enum Enum
2194  {
2195  NoValue = 0xFF, ///< No value.
2196  No = 0, ///< No.
2197  Yes = 1, ///< Yes.
2198  };
2199 };
2200 
2201 /// Returns string representation.
2202 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ShowLastDealOnClosure::Enum);
2203 
2204 /// Side of the order.
2205 struct ONIXS_EUREX_ETI_EXPORT Side
2206 {
2207  /// \copydoc Side
2208  enum Enum
2209  {
2210  NoValue = 0xFF, ///< No value.
2211  Buy = 1, ///< Buy.
2212  Sell = 2, ///< Sell.
2213  };
2214 };
2215 
2216 /// Returns string representation.
2217 ONIXS_EUREX_ETI_EXPORT std::string enumToString (Side::Enum);
2218 
2219 /// Instruction to show side.
2220 struct ONIXS_EUREX_ETI_EXPORT SideDisclosureInstruction
2221 {
2222  /// \copydoc SideDisclosureInstruction
2223  enum Enum
2224  {
2225  NoValue = 0xFF, ///< No value.
2226  No = 0, ///< No.
2227  Yes = 1, ///< Yes.
2228  };
2229 };
2230 
2231 /// Returns string representation.
2232 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SideDisclosureInstruction::Enum);
2233 
2234 /// Side is locked.
2235 struct ONIXS_EUREX_ETI_EXPORT SideIsLocked
2236 {
2237  /// \copydoc SideIsLocked
2238  enum Enum
2239  {
2240  NoValue = 0xFF, ///< No value.
2241  No = 0, ///< No.
2242  Yes = 1, ///< Yes.
2243  };
2244 };
2245 
2246 /// Returns string representation.
2247 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SideIsLocked::Enum);
2248 
2249 /// Order initiator is passive or aggressor.
2250 struct ONIXS_EUREX_ETI_EXPORT SideLiquidityInd
2251 {
2252  /// \copydoc SideLiquidityInd
2253  enum Enum
2254  {
2255  NoValue = 0xFF, ///< No value.
2256  AddedLiquidity = 1, ///< Added liquidity (passive).
2257  RemovedLiquidity = 2, ///< Removed liquidity (aggressive, includes triggered orders).
2258  Auction = 4, ///< Auction.
2259  };
2260 };
2261 
2262 /// Returns string representation.
2263 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SideLiquidityInd::Enum);
2264 
2265 /// Sub-type of a trade type.
2266 struct ONIXS_EUREX_ETI_EXPORT SideTrdSubTyp
2267 {
2268  /// \copydoc SideTrdSubTyp
2269  enum Enum
2270  {
2271  NoValue = 0xFF, ///< No value.
2272  BlockTrade = 2001, ///< Block Trade.
2273  TradeAtMarket = 2004, ///< Trade at Market.
2274  };
2275 };
2276 
2277 /// Returns string representation.
2278 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SideTrdSubTyp::Enum);
2279 
2280 /// Indicator to skip validations.
2281 struct ONIXS_EUREX_ETI_EXPORT SkipValidations
2282 {
2283  /// \copydoc SkipValidations
2284  enum Enum
2285  {
2286  NoValue = 0xFF, ///< No value.
2287  False = 0, ///< False.
2288  True = 1, ///< True.
2289  };
2290 };
2291 
2292 /// Returns string representation.
2293 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SkipValidations::Enum);
2294 
2295 /// Swap clearer for EFS Trades only.
2296 struct ONIXS_EUREX_ETI_EXPORT SwapClearer
2297 {
2298  /// \copydoc SwapClearer
2299  enum Enum
2300  {
2301  NoValue = 0xFF, ///< No value.
2302  ECAG = 0, ///< Eurex Clearing.
2303  NONECAG = 1, ///< Non-Eurex Clearing.
2304  };
2305 };
2306 
2307 /// Returns string representation.
2308 ONIXS_EUREX_ETI_EXPORT std::string enumToString (SwapClearer::Enum);
2309 
2310 /// Informs if Trade Entry Retransmission Service is active for grouping of Eurex products.
2311 struct ONIXS_EUREX_ETI_EXPORT T7EntryServiceRtmStatus
2312 {
2313  /// \copydoc T7EntryServiceRtmStatus
2314  enum Enum
2315  {
2316  NoValue = 0xFF, ///< No value.
2317  Unavailable = 0, ///< Unavailable.
2318  Available = 1, ///< Available.
2319  };
2320 };
2321 
2322 /// Returns string representation.
2323 ONIXS_EUREX_ETI_EXPORT std::string enumToString (T7EntryServiceRtmStatus::Enum);
2324 
2325 /// Informs if Trade Entry Service is active for grouping of Eurex products.
2326 struct ONIXS_EUREX_ETI_EXPORT T7EntryServiceStatus
2327 {
2328  /// \copydoc T7EntryServiceStatus
2329  enum Enum
2330  {
2331  NoValue = 0xFF, ///< No value.
2332  Unavailable = 0, ///< Unavailable.
2333  Available = 1, ///< Available.
2334  };
2335 };
2336 
2337 /// Returns string representation.
2338 ONIXS_EUREX_ETI_EXPORT std::string enumToString (T7EntryServiceStatus::Enum);
2339 
2340 /// Execution and trading restriction parameters supported by Eurex.
2341 struct ONIXS_EUREX_ETI_EXPORT TimeInForce
2342 {
2343  /// \copydoc TimeInForce
2344  enum Enum
2345  {
2346  NoValue = 0xFF, ///< No value.
2347  Day = 0, ///< Day (GFD).
2348  GTC = 1, ///< Good Till Cancelled (GTC) - Standard Orders only.
2349  IOC = 3, ///< Immediate or Cancel (IOC).
2350  FOK = 4, ///< Fill Or Kill (FOK).
2351  GTD = 6, ///< Good Till Date (GTD) - Standard Orders only.
2352  };
2353 };
2354 
2355 /// Returns string representation.
2356 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TimeInForce::Enum);
2357 
2358 /// Trading session event type.
2359 struct ONIXS_EUREX_ETI_EXPORT TradSesEvent
2360 {
2361  /// \copydoc TradSesEvent
2362  enum Enum
2363  {
2364  NoValue = 0xFF, ///< No value.
2365  StartOfService = 101, ///< Start of Service.
2366  MarketReset = 102, ///< Market Reset.
2367  EndOfRestatement = 103, ///< End of Restatement.
2368  EndOfDayService = 104, ///< End of Service.
2369  ServiceResumed = 105, ///< Service Resumed.
2370  };
2371 };
2372 
2373 /// Returns string representation.
2374 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradSesEvent::Enum);
2375 
2376 /// Trading session mode.
2377 struct ONIXS_EUREX_ETI_EXPORT TradSesMode
2378 {
2379  /// \copydoc TradSesMode
2380  enum Enum
2381  {
2382  NoValue = 0xFF, ///< No value.
2383  Testing = 1, ///< Development.
2384  Simulated = 2, ///< Simulation.
2385  Production = 3, ///< Production.
2386  Acceptance = 4, ///< Acceptance.
2387  DisasterRecovery = 5, ///< Disaster Recovery.
2388  };
2389 };
2390 
2391 /// Returns string representation.
2392 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradSesMode::Enum);
2393 
2394 /// Trade Aggregation Identifier.
2395 struct ONIXS_EUREX_ETI_EXPORT TradeAggregationTransType
2396 {
2397  /// \copydoc TradeAggregationTransType
2398  enum Enum
2399  {
2400  NoValue = 0xFF, ///< No value.
2401  New = 0, ///< New.
2402  };
2403 };
2404 
2405 /// Returns string representation.
2406 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradeAggregationTransType::Enum);
2407 
2408 /// Status of an allocation in a Trade Entry Service trade.
2409 struct ONIXS_EUREX_ETI_EXPORT TradeAllocStatus
2410 {
2411  /// \copydoc TradeAllocStatus
2412  enum Enum
2413  {
2414  NoValue = 0xFF, ///< No value.
2415  Pending = 1, ///< Pending.
2416  Approved = 2, ///< Approved.
2417  AutoApproved = 3, ///< Auto Approved.
2418  Uploaded = 4, ///< Uploaded.
2419  Canceled = 5, ///< Canceled.
2420  PendingReversal = 7, ///< Pending Reversal.
2421  ApprovedReversal = 8, ///< Side Approved Reversal.
2422  Reversed = 9, ///< Reversed.
2423  CancelledReversal = 10, ///< Cancelled Reversal.
2424  };
2425 };
2426 
2427 /// Returns string representation.
2428 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradeAllocStatus::Enum);
2429 
2430 /// Informs if trade broadcast dissemination is active for a grouping of Eurex products.
2431 struct ONIXS_EUREX_ETI_EXPORT TradeManagerStatus
2432 {
2433  /// \copydoc TradeManagerStatus
2434  enum Enum
2435  {
2436  NoValue = 0xFF, ///< No value.
2437  Unavailable = 0, ///< Unavailable.
2438  Available = 1, ///< Available.
2439  };
2440 };
2441 
2442 /// Returns string representation.
2443 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradeManagerStatus::Enum);
2444 
2445 /// Indicates trade platform. Can only be used for EEX.
2446 struct ONIXS_EUREX_ETI_EXPORT TradePlatform
2447 {
2448  /// \copydoc TradePlatform
2449  enum Enum
2450  {
2451  NoValue = 0xFF, ///< No value.
2452  OffBook = 0, ///< Off-Book.
2453  OnBook = 1, ///< On-Book.
2454  };
2455 };
2456 
2457 /// Returns string representation.
2458 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradePlatform::Enum);
2459 
2460 /// Indicates if a trade should be reported via the market reporting service.
2461 struct ONIXS_EUREX_ETI_EXPORT TradePublishIndicator
2462 {
2463  /// \copydoc TradePublishIndicator
2464  enum Enum
2465  {
2466  NoValue = 0xFF, ///< No value.
2467  DoNotPublishTrade = 0, ///< Do not publish trade.
2468  PublishTrade = 1, ///< Publish trade.
2469  DeferredPublication = 2, ///< Deferred publication to market.
2470  Published = 3, ///< Published to market.
2471  };
2472 };
2473 
2474 /// Returns string representation.
2475 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradePublishIndicator::Enum);
2476 
2477 /// Identifies the type of trade notification.
2478 struct ONIXS_EUREX_ETI_EXPORT TradeReportType
2479 {
2480  /// \copydoc TradeReportType
2481  enum Enum
2482  {
2483  NoValue = 0xFF, ///< No value.
2484  Submit = 0, ///< Submit.
2485  Alleged = 1, ///< Alleged.
2486  Accept = 2, ///< Accept.
2487  Decline = 3, ///< Decline.
2488  NoWasReplaced = 5, ///< No/Was (Replaced).
2489  TradeReportCancel = 6, ///< Trade Report Cancel.
2490  TradeBreak = 7, ///< (Locked-In) Trade Break.
2491  AllegedNew = 11, ///< Alleged New.
2492  AllegedNoWas = 13, ///< Alleged No/Was.
2493  };
2494 };
2495 
2496 /// Returns string representation.
2497 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradeReportType::Enum);
2498 
2499 /// Trade request transaction type.
2500 struct ONIXS_EUREX_ETI_EXPORT TradeRequestResult
2501 {
2502  /// \copydoc TradeRequestResult
2503  enum Enum
2504  {
2505  NoValue = 0xFF, ///< No value.
2506  CancelPending = 100, ///< Deal cancellation pending.
2507  CancelDeclined = 101, ///< Deal cancellation declined.
2508  CancelApproved = 102, ///< Deal cancellation approved.
2509  };
2510 };
2511 
2512 /// Returns string representation.
2513 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradeRequestResult::Enum);
2514 
2515 /// Trade to Quote Ratio (TQR) Ranking.
2516 struct ONIXS_EUREX_ETI_EXPORT TradeToQuoteRatioRanking
2517 {
2518  /// \copydoc TradeToQuoteRatioRanking
2519  enum Enum
2520  {
2521  NoValue = 0xFF, ///< No value.
2522  Low = 1, ///< Low.
2523  Medium = 2, ///< Medium.
2524  High = 3, ///< High.
2525  };
2526 };
2527 
2528 /// Returns string representation.
2529 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradeToQuoteRatioRanking::Enum);
2530 
2531 /// This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as a market maker.
2532 struct ONIXS_EUREX_ETI_EXPORT TradingCapacity
2533 {
2534  /// \copydoc TradingCapacity
2535  enum Enum
2536  {
2537  NoValue = 0xFF, ///< No value.
2538  Customer = 1, ///< Customer (Agency).
2539  Principal = 5, ///< Principal (Proprietary).
2540  MarketMaker = 6, ///< Market Maker.
2541  };
2542 };
2543 
2544 /// Returns string representation.
2545 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradingCapacity::Enum);
2546 
2547 /// Marks a a certain order as a closing auction one.
2548 struct ONIXS_EUREX_ETI_EXPORT TradingSessionSubId
2549 {
2550  /// \copydoc TradingSessionSubId
2551  enum Enum
2552  {
2553  NoValue = 0xFF, ///< No value.
2554  OpeningAuction = 2, ///< Opening or opening auction.
2555  ClosingAuction = 4, ///< Closing or closing auction.
2556  AnyAuction = 8, ///< Any auction.
2557  };
2558 };
2559 
2560 /// Returns string representation.
2561 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TradingSessionSubId::Enum);
2562 
2563 /// Indicator for a delayed transaction.
2564 struct ONIXS_EUREX_ETI_EXPORT TransactionDelayIndicator
2565 {
2566  /// \copydoc TransactionDelayIndicator
2567  enum Enum
2568  {
2569  NoValue = 0xFF, ///< No value.
2570  NotDelayed = 0, ///< Transaction not delayed.
2571  Delayed = 1, ///< Transaction delayed.
2572  };
2573 };
2574 
2575 /// Returns string representation.
2576 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TransactionDelayIndicator::Enum);
2577 
2578 /// Identifies the role for which the trade notification is received.
2579 struct ONIXS_EUREX_ETI_EXPORT TransferReason
2580 {
2581  /// \copydoc TransferReason
2582  enum Enum
2583  {
2584  NoValue = 0xFF, ///< No value.
2585  Owner = 1, ///< Owner.
2586  Clearer = 2, ///< Clearer.
2587  };
2588 };
2589 
2590 /// Returns string representation.
2591 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TransferReason::Enum);
2592 
2593 /// SRQS deal status.
2594 struct ONIXS_EUREX_ETI_EXPORT TrdRptStatus
2595 {
2596  /// \copydoc TrdRptStatus
2597  enum Enum
2598  {
2599  NoValue = 0xFF, ///< No value.
2600  Accepted = 0, ///< Accepted.
2601  Rejected = 1, ///< Rejected.
2602  Cancelled = 2, ///< Cancelled.
2603  PendingNew = 4, ///< Pending new.
2604  PendingCancel = 5, ///< Pending Cancel.
2605  Terminated = 7, ///< Terminated.
2606  DeemedVerified = 9, ///< Deemed verified.
2607  };
2608 };
2609 
2610 /// Returns string representation.
2611 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TrdRptStatus::Enum);
2612 
2613 /// Indicates if a trade should be reported via the market reporting service.
2614 struct ONIXS_EUREX_ETI_EXPORT TrdType
2615 {
2616  /// \copydoc TrdType
2617  enum Enum
2618  {
2619  NoValue = 0xFF, ///< No value.
2620  BlockTrade = 1, ///< Block Trade.
2621  ExchangeForSwap = 12, ///< Exchange for Swap.
2622  VolaTrade = 1000, ///< Vola Trade.
2623  EFPFinTrade = 1001, ///< EFP-Fin Trade.
2624  EFPIndexFuturesTrade = 1002, ///< EFP-Index Futures Trade.
2625  TradeAtMarket = 1004, ///< Trade at Market.
2626  Enlight = 1006, ///< Eurex/Xetra Enlight triggered trade.
2627  BLOCKQTPIP = 1007, ///< QTPIP BLOCK TRADE.
2628  BTRF = 1010, ///< Basket of Equity Total Return Futures.
2629  EBB = 1011, ///< Equity Bespoke Baskets.
2630  DeltaNeutralTradeAtMarket = 1017, ///< Delta Neutral Trade at Market.
2631  };
2632 };
2633 
2634 /// Returns string representation.
2635 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TrdType::Enum);
2636 
2637 /// Indicates if an order has been previously triggered.
2638 struct ONIXS_EUREX_ETI_EXPORT Triggered
2639 {
2640  /// \copydoc Triggered
2641  enum Enum
2642  {
2643  NoValue = 0xFF, ///< No value.
2644  NotTriggered = 0, ///< Not Triggered.
2645  TriggeredStop = 1, ///< Triggered Stop.
2646  TriggeredOCO = 2, ///< Triggered OCO.
2647  };
2648 };
2649 
2650 /// Returns string representation.
2651 ONIXS_EUREX_ETI_EXPORT std::string enumToString (Triggered::Enum);
2652 
2653 /// User status.
2654 struct ONIXS_EUREX_ETI_EXPORT UserStatus
2655 {
2656  /// \copydoc UserStatus
2657  enum Enum
2658  {
2659  NoValue = 0xFF, ///< No value.
2660  UserForcedLogout = 7, ///< Forced user logout by exchange.
2661  UserStopped = 10, ///< Admission to trading suspended .
2662  UserReleased = 11, ///< Suspension revoked.
2663  };
2664 };
2665 
2666 /// Returns string representation.
2667 ONIXS_EUREX_ETI_EXPORT std::string enumToString (UserStatus::Enum);
2668 
2669 /// Indicator for checking the Minimum Lot Size by the exchange. Only used for EEX. Mandatory if TrdRptStatus=4 (Pending_New).
2670 struct ONIXS_EUREX_ETI_EXPORT ValueCheckTypeMinLotSize
2671 {
2672  /// \copydoc ValueCheckTypeMinLotSize
2673  enum Enum
2674  {
2675  NoValue = 0xFF, ///< No value.
2676  DoNotCheck = 0, ///< Do not check.
2677  Check = 1, ///< Check.
2678  };
2679 };
2680 
2681 /// Returns string representation.
2682 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ValueCheckTypeMinLotSize::Enum);
2683 
2684 /// Indicator for checking the maximum order or quote quantity by the exchange.
2685 struct ONIXS_EUREX_ETI_EXPORT ValueCheckTypeQuantity
2686 {
2687  /// \copydoc ValueCheckTypeQuantity
2688  enum Enum
2689  {
2690  NoValue = 0xFF, ///< No value.
2691  DoNotCheck = 0, ///< Do not check.
2692  Check = 1, ///< Check.
2693  };
2694 };
2695 
2696 /// Returns string representation.
2697 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ValueCheckTypeQuantity::Enum);
2698 
2699 /// Indicator for checking the maximum order/quote value by the exchange.
2700 struct ONIXS_EUREX_ETI_EXPORT ValueCheckTypeValue
2701 {
2702  /// \copydoc ValueCheckTypeValue
2703  enum Enum
2704  {
2705  NoValue = 0xFF, ///< No value.
2706  DoNotCheck = 0, ///< Do not check.
2707  Check = 1, ///< Check.
2708  };
2709 };
2710 
2711 /// Returns string representation.
2712 ONIXS_EUREX_ETI_EXPORT std::string enumToString (ValueCheckTypeValue::Enum);
2713 
2714 /// Template IDs.
2715 struct ONIXS_EUREX_ETI_EXPORT TemplateId
2716 {
2717  /// \copydoc TemplateId
2718  enum Enum
2719  {
2720  Unknown = 0, ///< Unknown.
2721  AddComplexInstrumentRequest = 10301, ///< Add Complex Instrument Request.
2722  AddComplexInstrumentResponse = 10302, ///< Add Complex Instrument Response.
2723  AddFlexibleInstrumentRequest = 10309, ///< Add Flexible Instrument Request.
2724  AddFlexibleInstrumentResponse = 10310, ///< Add Flexible Instrument Response.
2725  AddScaledSimpleInstrumentRequest = 10327, ///< Add Scaled Simple Instrument Request.
2726  AddScaledSimpleInstrumentResponse = 10328, ///< Add Scaled Simple Instrument Response.
2727  AmendBasketTradeRequest = 10629, ///< Amend Basket Trade Request.
2728  ApproveBasketTradeRequest = 10623, ///< Approve Basket Trade Request.
2729  ApproveReverseTESTradeRequest = 10631, ///< Approve Reverse TES Trade Request.
2730  ApproveTESTradeRequest = 10603, ///< Approve TES Trade Request.
2731  BasketApproveBroadcast = 10627, ///< Basket Approve Broadcast.
2732  BasketBroadcast = 10625, ///< Basket Broadcast.
2733  BasketDeleteBroadcast = 10626, ///< Basket Delete Broadcast.
2734  BasketExecutionBroadcast = 10628, ///< Basket Execution Broadcast.
2735  BasketResponse = 10624, ///< Basket Response.
2736  BroadcastErrorNotification = 10032, ///< Broadcast Error Notification.
2737  CLIPDeletionNotification = 10134, ///< CLIP Deletion Notification.
2738  CLIPExecutionNotification = 10135, ///< CLIP Execution Notification.
2739  CLIPResponse = 10133, ///< CLIP Response.
2740  CrossRequest = 10118, ///< Cross Request.
2741  CrossRequestResponse = 10119, ///< Cross Request Response.
2742  DeleteAllOrderBroadcast = 10122, ///< Delete All Order Broadcast.
2743  DeleteAllOrderNRResponse = 10124, ///< Delete All Order NR Response.
2744  DeleteAllOrderQuoteEventBroadcast = 10308, ///< Delete All Order Quote Event Broadcast.
2745  DeleteAllOrderRequest = 10120, ///< Delete All Order Request.
2746  DeleteAllOrderResponse = 10121, ///< Delete All Order Response.
2747  DeleteAllQuoteBroadcast = 10410, ///< Delete All Quote Broadcast.
2748  DeleteAllQuoteRequest = 10408, ///< Delete All Quote Request.
2749  DeleteAllQuoteResponse = 10409, ///< Delete All Quote Response.
2750  DeleteBasketTradeRequest = 10622, ///< Delete Basket Trade Request.
2751  DeleteCLIPRequest = 10132, ///< Delete CLIP Request.
2752  DeleteOrderBroadcast = 10112, ///< Delete Order Broadcast.
2753  DeleteOrderComplexRequest = 10123, ///< Delete Order Complex Request.
2754  DeleteOrderNRResponse = 10111, ///< Delete Order NR Response.
2755  DeleteOrderRequest = 10142, ///< Delete Order Request.
2756  DeleteOrderResponse = 10110, ///< Delete Order Response.
2757  DeleteOrderSingleRequest = 10109, ///< Delete Order Single Request.
2758  DeleteTESTradeRequest = 10602, ///< Delete TES Trade Request.
2759  EnterBasketTradeRequest = 10620, ///< Enter Basket Trade Request.
2760  EnterCLIPRequest = 10131, ///< Enter CLIP Request.
2761  EnterTESTradeRequest = 10600, ///< Enter TES Trade Request.
2762  ForcedLogoutNotification = 10012, ///< Forced Logout Notification.
2763  ForcedUserLogoutNotification = 10043, ///< Forced User Logout Notification.
2764  Heartbeat = 10011, ///< Heartbeat.
2765  HeartbeatNotification = 10023, ///< Heartbeat Notification.
2766  InquireEnrichmentRuleIdListRequest = 10040, ///< Inquire Enrichment Rule Id List Request.
2767  InquireEnrichmentRuleIdListResponse = 10041, ///< Inquire Enrichment Rule Id List Response.
2768  InquireMMParameterRequest = 10305, ///< Inquire MM Parameter Request.
2769  InquireMMParameterResponse = 10306, ///< Inquire MM Parameter Response.
2770  InquireMarginBasedRiskLimitRequest = 10323, ///< Inquire Margin Based Risk Limit Request.
2771  InquireMarginBasedRiskLimitResponse = 10324, ///< Inquire Margin Based Risk Limit Response.
2772  InquirePreTradeRiskLimitsRequest = 10311, ///< Inquire Pre Trade Risk Limits Request.
2773  InquireSessionListRequest = 10035, ///< Inquire Session List Request.
2774  InquireSessionListResponse = 10036, ///< Inquire Session List Response.
2775  InquireUserRequest = 10038, ///< Inquire User Request.
2776  InquireUserResponse = 10039, ///< Inquire User Response.
2777  LegalNotificationBroadcast = 10037, ///< Legal Notification Broadcast.
2778  LogonRequest = 10000, ///< Logon Request.
2779  LogonRequestEncrypted = 19000, ///< Logon Request Encrypted.
2780  LogonResponse = 10001, ///< Logon Response.
2781  LogoutRequest = 10002, ///< Logout Request.
2782  LogoutResponse = 10003, ///< Logout Response.
2783  MMParameterDefinitionRequest = 10303, ///< MM Parameter Definition Request.
2784  MMParameterDefinitionResponse = 10304, ///< MM Parameter Definition Response.
2785  MassOrder = 10115, ///< Mass Order.
2786  MassOrderAck = 10116, ///< Mass Order Ack.
2787  MassQuoteRequest = 10405, ///< Mass Quote Request.
2788  MassQuoteResponse = 10406, ///< Mass Quote Response.
2789  ModifyBasketTradeRequest = 10621, ///< Modify Basket Trade Request.
2790  ModifyOrderComplexRequest = 10114, ///< Modify Order Complex Request.
2791  ModifyOrderComplexShortRequest = 10130, ///< Modify Order Complex Short Request.
2792  ModifyOrderNRResponse = 10108, ///< Modify Order NR Response.
2793  ModifyOrderRequest = 10140, ///< Modify Order Request.
2794  ModifyOrderResponse = 10107, ///< Modify Order Response.
2795  ModifyOrderShortRequest = 10141, ///< Modify Order Short Request.
2796  ModifyOrderSingleRequest = 10106, ///< Modify Order Single Request.
2797  ModifyOrderSingleShortRequest = 10126, ///< Modify Order Single Short Request.
2798  ModifyTESTradeRequest = 10601, ///< Modify TES Trade Request.
2799  NewOrderComplexRequest = 10113, ///< New Order Complex Request.
2800  NewOrderComplexShortRequest = 10129, ///< New Order Complex Short Request.
2801  NewOrderNRResponse = 10102, ///< New Order NR Response.
2802  NewOrderRequest = 10138, ///< New Order Request.
2803  NewOrderResponse = 10101, ///< New Order Response.
2804  NewOrderShortRequest = 10139, ///< New Order Short Request.
2805  NewOrderSingleRequest = 10100, ///< New Order Single Request.
2806  NewOrderSingleShortRequest = 10125, ///< New Order Single Short Request.
2807  NewsBroadcast = 10031, ///< News Broadcast.
2808  OrderExecNotification = 10104, ///< Order Exec Notification.
2809  OrderExecReportBroadcast = 10117, ///< Order Exec Report Broadcast.
2810  OrderExecResponse = 10103, ///< Order Exec Response.
2811  PartyActionReport = 10042, ///< Party Action Report.
2812  PartyEntitlementsUpdateReport = 10034, ///< Party Entitlements Update Report.
2813  PingRequest = 10320, ///< Ping Request.
2814  PingResponse = 10321, ///< Ping Response.
2815  PreTradeRiskLimitResponse = 10313, ///< Pre Trade Risk Limit Response.
2816  PreTradeRiskLimitsDefinitionRequest = 10312, ///< Pre Trade Risk Limits Definition Request.
2817  QuoteActivationNotification = 10411, ///< Quote Activation Notification.
2818  QuoteActivationRequest = 10403, ///< Quote Activation Request.
2819  QuoteActivationResponse = 10404, ///< Quote Activation Response.
2820  QuoteExecutionReport = 10407, ///< Quote Execution Report.
2821  RFQRequest = 10401, ///< RFQ Request.
2822  RFQResponse = 10402, ///< RFQ Response.
2823  Reject = 10010, ///< Reject.
2824  RetransmitMEMessageRequest = 10026, ///< Retransmit ME Message Request.
2825  RetransmitMEMessageResponse = 10027, ///< Retransmit ME Message Response.
2826  RetransmitRequest = 10008, ///< Retransmit Request.
2827  RetransmitResponse = 10009, ///< Retransmit Response.
2828  ReverseTESTradeRequest = 10630, ///< Reverse TES Trade Request.
2829  RiskNotificationBroadcast = 10033, ///< Risk Notification Broadcast.
2830  SRQSCreateDealNotification = 10708, ///< SRQS Create Deal Notification.
2831  SRQSDealNotification = 10709, ///< SRQS Deal Notification.
2832  SRQSDealResponse = 10705, ///< SRQS Deal Response.
2833  SRQSEnterQuoteRequest = 10702, ///< SRQS Enter Quote Request.
2834  SRQSHitQuoteRequest = 10704, ///< SRQS Hit Quote Request.
2835  SRQSInquireSmartRespondentRequest = 10718, ///< SRQS Inquire Smart Respondent Request.
2836  SRQSInquireSmartRespondentResponse = 10719, ///< SRQS Inquire Smart Respondent Response.
2837  SRQSNegotiationNotification = 10713, ///< SRQS Negotiation Notification.
2838  SRQSNegotiationRequesterNotification = 10712, ///< SRQS Negotiation Requester Notification.
2839  SRQSNegotiationStatusNotification = 10715, ///< SRQS Negotiation Status Notification.
2840  SRQSOpenNegotiationNotification = 10711, ///< SRQS Open Negotiation Notification.
2841  SRQSOpenNegotiationRequest = 10700, ///< SRQS Open Negotiation Request.
2842  SRQSOpenNegotiationRequesterNotification = 10710, ///< SRQS Open Negotiation Requester Notification.
2843  SRQSQuoteNotification = 10707, ///< SRQS Quote Notification.
2844  SRQSQuoteResponse = 10703, ///< SRQS Quote Response.
2845  SRQSQuoteSnapshotNotification = 10723, ///< SRQS Quote Snapshot Notification.
2846  SRQSQuoteSnapshotRequest = 10720, ///< SRQS Quote Snapshot Request.
2847  SRQSQuotingStatusRequest = 10717, ///< SRQS Quoting Status Request.
2848  SRQSResponse = 10722, ///< SRQS Response.
2849  SRQSStatusBroadcast = 10714, ///< SRQS Status Broadcast.
2850  SRQSUpdateDealStatusRequest = 10706, ///< SRQS Update Deal Status Request.
2851  SRQSUpdateNegotiationRequest = 10701, ///< SRQS Update Negotiation Request.
2852  ServiceAvailabilityBroadcast = 10030, ///< Service Availability Broadcast.
2853  ServiceAvailabilityMarketBroadcast = 10044, ///< Service Availability Market Broadcast.
2854  StatusBroadcast = 10045, ///< Status Broadcast.
2855  SubscribeRequest = 10025, ///< Subscribe Request.
2856  SubscribeResponse = 10005, ///< Subscribe Response.
2857  TESApproveBroadcast = 10607, ///< TES Approve Broadcast.
2858  TESBroadcast = 10604, ///< TES Broadcast.
2859  TESDeleteBroadcast = 10606, ///< TES Delete Broadcast.
2860  TESExecutionBroadcast = 10610, ///< TES Execution Broadcast.
2861  TESResponse = 10611, ///< TES Response.
2862  TESReversalBroadcast = 10632, ///< TES Reversal Broadcast.
2863  TESTradeBroadcast = 10614, ///< TES Trade Broadcast.
2864  TESTradingSessionStatusBroadcast = 10615, ///< TES Trading Session Status Broadcast.
2865  TESUploadBroadcast = 10613, ///< TES Upload Broadcast.
2866  TMTradingSessionStatusBroadcast = 10501, ///< TM Trading Session Status Broadcast.
2867  ThrottleUpdateNotification = 10028, ///< Throttle Update Notification.
2868  TradeBroadcast = 10500, ///< Trade Broadcast.
2869  TradingSessionStatusBroadcast = 10307, ///< Trading Session Status Broadcast.
2870  UnsubscribeRequest = 10006, ///< Unsubscribe Request.
2871  UnsubscribeResponse = 10007, ///< Unsubscribe Response.
2872  UpdateRemainingRiskAllowanceBaseRequest = 10325, ///< Update Remaining Risk Allowance Base Request.
2873  UpdateRemainingRiskAllowanceBaseResponse = 10326, ///< Update Remaining Risk Allowance Base Response.
2874  UploadTESTradeRequest = 10612, ///< Upload TES Trade Request.
2875  UserLoginRequest = 10018, ///< User Login Request.
2876  UserLoginRequestEncrypted = 19018, ///< User Login Request Encrypted.
2877  UserLoginResponse = 10019, ///< User Login Response.
2878  UserLogoutRequest = 10029, ///< User Logout Request.
2879  UserLogoutResponse = 10024, ///< User Logout Response.
2880  };
2881 };
2882 
2883 /// Returns string representation.
2884 ONIXS_EUREX_ETI_EXPORT std::string enumToString (TemplateId::Enum);
2885 
2886 }
2887 }
2888 }
Reason for quote cancellation.
Enum
Price decomposition method for legs of a complex instrument.
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
Type of the Cross Request.
Definition: Enumerations.h:223
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:661
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:568
Swap clearer for EFS Trades only.
Indicates if the participant application is an order routing system.
Enum
Used to indicate anonymized trades in baskets.
Definition: Enumerations.h:150
Indicates the auction type the trade originates from.
Definition: Enumerations.h:916
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
Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfM...
Enum
State of the Risk Control Retransmission Service.
Prioritization of a cross order.
Definition: Enumerations.h:208
Instrument type of the original Eurex strategy.
State of the selective service for quote service.
Enum
Leaves quantity disclosure instruction.
Definition: Enumerations.h:722
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.
Mass Order Message.
Definition: MassOrder.h:72
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:937
Enum
Indicator how price validity check should be performed by the exchange.
Enum
Specifies the type of respondents requested.
Enum
Type of the Cross Request.
Definition: Enumerations.h:226
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:325
Enum
Indicates whether an option contract is a put or call.
Enum
The side of the individual leg of a strategy.
Definition: Enumerations.h:784
Type of exercise of an instrument.
Definition: Enumerations.h:485
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:388
New Order Request Message.
Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for SelfM...
Enum
Instruction to show total quantity.
Enum
Sub-type (qualifier) of market data.
Definition: Enumerations.h:829
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:956
Enum
Role on/for a message.
Definition: Enumerations.h:612
Reason for mass cancellation.
Definition: Enumerations.h:857
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:597
Informs if trading is active for grouping of Eurex products.
Definition: Enumerations.h:953
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:452
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:341
Enum
Code to represent the type of instrument attribute.
Definition: Enumerations.h:627
Mass Quote Request Message.
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Definition: Enumerations.h:658
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:391
Enum
Swap clearer for EFS Trades only.
Enum
Requesting party role for a pre-trade risk limit.
Leaves quantity disclosure instruction.
Definition: Enumerations.h:719
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.
Enum
Instruction to show last deal quantity. Can only be set to 1 (Yes) if LastQtyDisclosureInstruction = ...
Definition: Enumerations.h:707
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:900
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:751
Enum
Settlement method for a contract or instrument.
Enum
Status of an ETI session.
Enum
Instruction to show last deal price.
Definition: Enumerations.h:692
Enum
Informs about the availability of the retransmission services for order and quote events (session dat...
Definition: Enumerations.h:101
Enum
Indicator for checking open orders and quotes.
Definition: Enumerations.h:646
Enum
Party type initiating SRQS deal deletion.
State of the News Retransmission Service.
Enum
Risk Limit Result for failed events.
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:889
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:271
Enum
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
Definition: Enumerations.h:409
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:985
Enum
Indicator for checking the Minimum Lot Size by the exchange. Only used for EEX. Mandatory if TrdRptSt...
Indicates whether a option strategy synthetic BBO is used for the price improvement check...
Definition: Enumerations.h:579
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:826
Enum
Specifies the type of action requested.
Definition: Enumerations.h:903
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:624
Identifies the type of trade notification.
Trade to Quote Ratio (TQR) Ranking.
Indicates whether the order added or removed liquidity.
Definition: Enumerations.h:500
TES Response Message.
Definition: TESResponse.h:36
Instruction to show total number of Respondents in a SRQS event.
Enum
Transaction effect on a basket.
Definition: Enumerations.h:313
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
Definition: Enumerations.h:406
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:643
Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available...
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:449
Instruction to show last deal quantity. Can only be set to 1 (Yes) if LastQtyDisclosureInstruction = ...
Definition: Enumerations.h:704
Code to represent the type of event.
Definition: Enumerations.h:373
Role on/for a message.
Definition: Enumerations.h:609
Enum
Code to represent the type of event.
Definition: Enumerations.h:376
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.
Enum
Prioritization of a cross order.
Definition: Enumerations.h:211
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
Mass Order Ack Message.
Definition: MassOrderAck.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:860
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:594
Enum
Order initiator is passive or aggressor.
Enum
Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available...
The side of the individual leg of a strategy.
Definition: Enumerations.h:781
Enum
Indicates if the trade resulted from a single order or a multi leg order.
Definition: Enumerations.h:988
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
Enum
Type of cross being submitted to a market.
Definition: Enumerations.h:241
Indicates SMP involvement.
Definition: Enumerations.h:253
Enum
Indicates whether a option strategy synthetic BBO is used for the price improvement check...
Definition: Enumerations.h:582
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
Used to indicate anonymized trades in baskets.
Definition: Enumerations.h:147
New Order NR Response Message.
std::string enumToString(ConnectionState::Enum)
Returns string representation of ConnectionState value.
Risk Limit Result for failed events.
Enum
Informs if trade broadcast dissemination is active for a grouping of Eurex products.
Instruction to show last deal price.
Definition: Enumerations.h:689
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:268
Indication for the hedge transaction.
Definition: Enumerations.h:565
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:256
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:488
Enum
Identifies the type of trade notification.
Enum
Enlight RFQ Average Response Rate Ranking.
Definition: Enumerations.h:328
Enum
Indicates whether the order added or removed liquidity.
Definition: Enumerations.h:503
Price decomposition method for legs of a complex instrument.
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:934
Enum
Enlight RFQ Average Response Time Ranking.
Definition: Enumerations.h:344
Restriction for MassActionType (1373) = Release_quotes (2).
Definition: Enumerations.h:886
Conveys the current status of an order.
Quoting status for the executing party.
Transaction effect on a basket.
Definition: Enumerations.h:310
Enum
Instrument type of the original Eurex strategy.
Type of order processing.
Definition: Enumerations.h:113
Type of cross being submitted to a market.
Definition: Enumerations.h:238
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:754
Enum
Indicates the auction type the trade originates from.
Definition: Enumerations.h:919
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:473
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:470
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.