#include <OnixS/Eurex/Trading/Enumerations.h>
|
| enum | Enum {
NoValue = 0xFF,
OrderBookRestatement = 1,
OrderAdded = 101,
OrderModified = 102,
OrderCancelled = 103,
IOCOrderCancelled = 105,
FOKOrderCancelled = 107,
BookOrderExecuted = 108,
ChangedToIOC = 114,
MemberDisable = 117,
InstrumentStateChange = 122,
MarketOrderTriggered = 135,
CAOOrderActivated = 149,
CAOOrderInactivated = 150,
OAOOrderActivated = 151,
OAOOrderInactivated = 152,
AAOOrderActivated = 153,
AAOOrderInactivated = 154,
OCOOrderTriggered = 164,
StopOrderTriggered = 172,
OwnershipChanged = 181,
OrderCancellationPending = 197,
PendingCancellationExecuted = 199,
BOCOrderCancelled = 212,
PanicCancel = 261,
MarketOrderUncrossing = 302,
CLIPExecution = 340,
CLIPArrangementTimeOut = 343,
CLIPArrangementValidation = 344,
CrossOrderAdded = 346,
CrossOrderCancelled = 347
} |
| |
Definition at line 478 of file Enumerations.h.
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
| Enumerator |
|---|
| NoValue |
No value.
|
| OrderBookRestatement |
Order book restatement.
|
| OrderAdded |
Order add accepted.
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| OrderModified |
Order modify accepted.
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| OrderCancelled |
Order delete accepted.
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| IOCOrderCancelled |
IOC Order accepted.
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| FOKOrderCancelled |
FOK Order accepted.
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| BookOrderExecuted |
Book Order executed.
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| ChangedToIOC |
Order has been changed to IOC.
|
| MemberDisable |
Member has been disabled.
|
| InstrumentStateChange |
Instrument State Change.
|
| MarketOrderTriggered |
Market Order triggered and executed.
|
| CAOOrderActivated |
Closing Auction Order has been activated.
|
| CAOOrderInactivated |
Closing Auction Order has been inactivated.
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| OAOOrderActivated |
Opening Auction Order has been activated.
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| OAOOrderInactivated |
Opening Auction Order has been inactivated.
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| AAOOrderActivated |
Any Auction Order has been activated.
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| AAOOrderInactivated |
Any Auction Order has been inactivated.
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| OCOOrderTriggered |
One-cancels-the-other Order has been triggered.
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| StopOrderTriggered |
Stop Order has been triggered.
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| OwnershipChanged |
Ownership Changed.
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| OrderCancellationPending |
Pending order deletion.
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| PendingCancellationExecuted |
Pending order cancellation processed (end of FREEZE state).
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| BOCOrderCancelled |
Book or Cancel Order accepted.
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| PanicCancel |
Panic Cancel.
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| MarketOrderUncrossing |
Market Order uncrossing.
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| CLIPExecution |
CLIP execution after improvement period.
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| CLIPArrangementTimeOut |
CLIP Request deleted by arrangement time out.
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| CLIPArrangementValidation |
CLIP Request deleted by arrangement validation.
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| CrossOrderAdded |
Cross order added.
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| CrossOrderCancelled |
Cross order cancelled.
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Definition at line 481 of file Enumerations.h.
The documentation for this struct was generated from the following file:
