OnixS Eurex ETI Handler C++ library  9.22.0
API documentation
Public Types | List of all members
QuoteEntryRejectReason Struct Reference

#include <OnixS/Eurex/Trading/Enumerations.h>

Public Types

enum  Enum {
  NoValue = 0xFF, UnknownSecurity = 1, DuplicateQuote = 6, InvalidPrice = 8,
  NoReferencePriceAvailable = 16, NoSingleSidedQuotes = 100, InvalidQuotingModel = 103, InvalidSize = 106,
  InvalidUnderlyingPrice = 107, BidPriceNotReasonable = 108, AskPriceNotReasonable = 109, BidPriceExceedsRange = 110,
  AskPriceExceedsRange = 111, InstrumentStateFreeze = 115, DeletionAlreadyPending = 116, EntitlementNotAssignedForUnderlying = 119,
  CurrentlyNotTradeableOnBook = 124, QuantityLimitExceeded = 125, ValueLimitExceeded = 126, InvalidQuoteSpread = 127,
  BookOrCancel = 128, CantProcInCurrInstrState = 131, InvalidQuoteType = 134, TradingIndicationRunningForTrader = 143,
  OnBookTradingDisabledForInstrumentType = 144, LiquidityProviderProtectionBidSideCancelled = 147, LiquidityProviderProtectionAskSideCancelled = 148, OutsideQuotingPeriod = 155,
  MatchPriceNotOnPriceStep, QuantityLimitExceedsTSL = 161, TooManyOrdersAndQuotesInOrderBook = 163, ContractCannotBeTradedDueToInsufficientEligibility,
  UnderlyingPriceTimeout = 167, BUSuspendARPLevel3SoftBreach = 168, NoClearingProductAssignment = 169
}
 

Detailed Description

Definition at line 1849 of file Enumerations.h.

Member Enumeration Documentation

enum Enum

Reason code indicating why the quote entry has been rejected.

Enumerator
NoValue 

No value.

UnknownSecurity 

Unknown security.

DuplicateQuote 

Duplicate quote.

InvalidPrice 

Invalid price.

NoReferencePriceAvailable 

Reference price not available.

NoSingleSidedQuotes 

Single sided quotes not allowed.

InvalidQuotingModel 

Invalid usage of quoting model.

InvalidSize 

Invalid size.

InvalidUnderlyingPrice 

Invalid underlying price.

BidPriceNotReasonable 

Bid price not reasonable.

AskPriceNotReasonable 

Ask price not reasonable.

BidPriceExceedsRange 

Bid price exceeds extended price range.

AskPriceExceedsRange 

Ask price exceeds extended price range.

InstrumentStateFreeze 

Instrument state freeze.

DeletionAlreadyPending 

Deletion already pending.

EntitlementNotAssignedForUnderlying 

Entitlement not assigned for underlying.

CurrentlyNotTradeableOnBook 

Instrument is currently not tradeable on book.

QuantityLimitExceeded 

Quantity exceeds trader specific limit.

ValueLimitExceeded 

Value exceeds trader specific limit.

InvalidQuoteSpread 

Invalid quote spread.

BookOrCancel 

Book-or-Cancel quote type.

CantProcInCurrInstrState 

Instrument state does not allow processing.

InvalidQuoteType 

Invalid quote type.

TradingIndicationRunningForTrader 

Trading indication running for trader.

OnBookTradingDisabledForInstrumentType 

On-Book trading disabled for instrument type.

LiquidityProviderProtectionBidSideCancelled 

Liquidity provider protection bid side cancelled.

LiquidityProviderProtectionAskSideCancelled 

Liquidity provider protection ask side cancelled.

OutsideQuotingPeriod 

Quote entry outside quoting period not allowed.

MatchPriceNotOnPriceStep 

Match price resulting from entry of the matching quote is not a valid price step.

QuantityLimitExceedsTSL 

Quantity exceeds transaction size limit.

TooManyOrdersAndQuotesInOrderBook 

Too many orders and quotes in order book.

ContractCannotBeTradedDueToInsufficientEligibility 

Contract cannot be traded due to insufficient eligibility.

UnderlyingPriceTimeout 

the VF underlying price timed out, rejection of quote.

BUSuspendARPLevel3SoftBreach 

the BU is suspended due to an ARP level 3 soft breach.

NoClearingProductAssignment 

incoming quote pair rejected due to no clearing product assignment.

Definition at line 1852 of file Enumerations.h.

The documentation for this struct was generated from the following file: