Definition at line 1119 of file Enumerations.h.
◆ Enum
Indicates the auction type the trade originates from.
Enumerator |
---|
NoValue | 0xFF | No value.
|
OpeningAuction | 1 | Opening auction.
|
ClosingAuction | 2 | Closing auction.
|
IntradayAuction | 3 | Intraday auction.
|
CircuitBreakerAuction | 4 | Circuit Breaker auction.
|
OutsideBBO | 6 | CLIP matching outside BBO.
|
Definition at line 1122 of file Enumerations.h.