Public Types | |
| enum | Enum |
Definition at line 1870 of file Enumerations.h.
| enum Enum |
Reason code indicating why the quote entry has been rejected.
| Enumerator | ||
|---|---|---|
| NoValue | 0xFF | No value. |
| UnknownSecurity | 1 | Unknown security. |
| DuplicateQuote | 6 | Duplicate quote. |
| InvalidPrice | 8 | Invalid price. |
| NoReferencePriceAvailable | 16 | Reference price not available. |
| NoSingleSidedQuotes | 100 | Single sided quotes not allowed. |
| InvalidQuotingModel | 103 | Invalid usage of quoting model. |
| InvalidSize | 106 | Invalid size. |
| InvalidUnderlyingPrice | 107 | Invalid underlying price. |
| BidPriceNotReasonable | 108 | Bid price not reasonable. |
| AskPriceNotReasonable | 109 | Ask price not reasonable. |
| BidPriceExceedsRange | 110 | Bid price exceeds extended price range. |
| AskPriceExceedsRange | 111 | Ask price exceeds extended price range. |
| InstrumentStateFreeze | 115 | Instrument state freeze. |
| DeletionAlreadyPending | 116 | Deletion already pending. |
| EntitlementNotAssignedForUnderlying | 119 | Entitlement not assigned for underlying. |
| CurrentlyNotTradeableOnBook | 124 | Instrument is currently not tradeable on book. |
| QuantityLimitExceeded | 125 | Quantity exceeds trader specific limit. |
| ValueLimitExceeded | 126 | Value exceeds trader specific limit. |
| InvalidQuoteSpread | 127 | Invalid quote spread. |
| BookOrCancel | 128 | Book-or-Cancel quote type. |
| CantProcInCurrInstrState | 131 | Instrument state does not allow processing. |
| InvalidQuoteType | 134 | Invalid quote type. |
| TradingIndicationRunningForTrader | 143 | Trading indication running for trader. |
| OnBookTradingDisabledForInstrumentType | 144 | On-Book trading disabled for instrument type. |
| LiquidityProviderProtectionBidSideCancelled | 147 | Liquidity provider protection bid side cancelled. |
| LiquidityProviderProtectionAskSideCancelled | 148 | Liquidity provider protection ask side cancelled. |
| OutsideQuotingPeriod | 155 | Quote entry outside quoting period not allowed. |
| MatchPriceNotOnPriceStep | 156 | Match price resulting from entry of the matching quote is not a valid price step. |
| QuantityLimitExceedsTSL | 161 | Quantity exceeds transaction size limit. |
| TooManyOrdersAndQuotesInOrderBook | 163 | Too many orders and quotes in order book. |
| ContractCannotBeTradedDueToInsufficientEligibility | 166 | Contract cannot be traded due to insufficient eligibility. |
| UnderlyingPriceTimeout | 167 | the VF underlying price timed out, rejection of quote. |
| BUSuspendARPLevel3SoftBreach | 168 | the BU is suspended due to an ARP level 3 soft breach. |
| NoClearingProductAssignment | 169 | incoming quote pair rejected due to no clearing product assignment. |
| ValueLimitExceededProduct | 170 | Value exceeds Product specific limit. |
Definition at line 1873 of file Enumerations.h.
