MatchSubType Struct Reference

Public Types
enum	Enum {   NoValue = 0xFF, OpeningAuction = 1, ClosingAuction = 2, IntradayAuction = 3,   CircuitBreakerAuction = 4, OutsideBBO = 6 }

Detailed Description

Definition at line 1119 of file Enumerations.h.

Member Enumeration Documentation

enum Enum

Indicates the auction type the trade originates from.

Enumerator
NoValue	No value.
OpeningAuction	Opening auction.
ClosingAuction	Closing auction.
IntradayAuction	Intraday auction.
CircuitBreakerAuction	Circuit Breaker auction.
OutsideBBO	CLIP matching outside BBO.

Definition at line 1122 of file Enumerations.h.