OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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Enumerations.h
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1
5/*
6 * Copyright (c) Onix Solutions Limited. All rights reserved.
7 *
8 * This software owned by Onix Solutions Limited and is protected by copyright law
9 * and international copyright treaties.
10 *
11 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
12 * Services Agreement (the Agreement) and Customer end user license agreements granting
13 * a non-assignable, non-transferable and non-exclusive license to use the software
14 * for it's own data processing purposes under the terms defined in the Agreement.
15 *
16 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
17 * of this source code or associated reference material to any other location for further reproduction
18 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
19 *
20 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
21 * the terms of the Agreement is a violation of copyright law.
22 */
23
24#pragma once
25
26#include "Export.h"
27#include "Types.h"
28
29#include <ostream>
30#include <string>
31
32namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
33
35struct ONIXS_ICEMDH_EXPORT Side
36{
38 enum Enum
39 {
41 Undefined = ' ',
43 Bid = '1',
45 Offer = '2'
46 };
47
49 static Enum deserialize(const char*);
50
52 static const char* toString(Enum);
53};
54
56struct ONIXS_ICEMDH_EXPORT AggressorSide
57{
59 enum Enum
60 {
64 Buy = '1',
66 Sell = '2'
67 };
68
70 static Enum deserialize(const char*);
71
73 static const char* toString(Enum);
74};
75
77struct ONIXS_ICEMDH_EXPORT SecurityType
78{
80 enum Enum
81 {
83 Undefined = ' ',
85 Futures = 'F',
87 Options = 'O',
92 };
93
95 static Enum deserialize(const char*);
96
98 static const char* toString(Enum);
99};
100
102struct ONIXS_ICEMDH_EXPORT BookDepth
103{
105 enum Enum
106 {
108 FOD = 0,
114 TOB = 3
115 };
116
118 static Enum deserialize(const char*);
119
121 static const char* toString(Enum);
122};
123
125struct ONIXS_ICEMDH_EXPORT MarketSubType
126{
128 enum Enum
129 {
134 };
135
137 static Enum deserialize(const char*);
138
140 static const char* toString(Enum);
141};
142
144struct ONIXS_ICEMDH_EXPORT SettlementType
145{
147 enum Enum
148 {
155 };
156
158 static Enum deserialize(const char*);
159
161 static const char* toString(Enum);
162};
163
165struct ONIXS_ICEMDH_EXPORT OptionType
166{
168 enum Enum
169 {
173 Call = 'C',
175 Put = 'P'
176 };
177
179 static Enum deserialize(const char*);
180
182 static const char* toString(Enum);
183};
184
186struct ONIXS_ICEMDH_EXPORT OptionsStyle
187{
189 enum Enum
190 {
194 American = 'A',
196 European = 'E',
198 None = '0',
200 Asian = '3',
203 };
204
206 static Enum deserialize(const char*);
207
209 static const char* toString(Enum);
210};
211
213struct ONIXS_ICEMDH_EXPORT OptionsExpirationType
214{
216 enum Enum
217 {
221 Monthly = 'M',
223 Daily = 'D'
224 };
225
227 static Enum deserialize(const char*);
228
230 static const char* toString(Enum);
231};
232
234struct ONIXS_ICEMDH_EXPORT TradeInvestigationStatus
235{
246
248 static Enum deserialize(const char*);
249
251 static const char* toString(Enum);
252};
253
255struct ONIXS_ICEMDH_EXPORT OffMarketTradeType
256{
258 enum Enum
259 {
262 Regular = ' ',
264 IceEfrp = '2',
266 IceBlk = '3',
268 Basis = '4',
276 CxcEfp = '9',
280 N2ex = 'D',
282 Efp = 'E',
284 Eex = 'G',
288 Efm = 'I',
290 Efr = 'J',
292 Block = 'K',
294 NgEfpEfs = 'O',
296 Eoo = 'Q',
298 Efs = 'S',
300 Contra = 'T',
302 Cpblk = 'U',
311 };
312
314 static Enum deserialize(const char*);
315
317 static const char* toString(Enum);
318};
319
321struct ONIXS_ICEMDH_EXPORT TradeExtraFlags
322{
349
351 static Enum deserialize(const char*);
352
354 static const char* toString(Enum);
355};
356
358struct ONIXS_ICEMDH_EXPORT AddModifyOrderExtraFlags
359{
361 enum Enum
362 {
364 None = 0,
367 };
368
370 static Enum deserialize(const char*);
371
373 static const char* toString(Enum);
374};
375
377struct ONIXS_ICEMDH_EXPORT TradingStatus
378{
380 enum Enum
381 {
385 Open = 'O',
387 Close = 'C',
389 Expired = 'E',
391 PreOpen = '1',
393 PreClose = '2',
396 };
397
399 static Enum deserialize(const char*);
400
402 static const char* toString(Enum);
403};
404
406struct ONIXS_ICEMDH_EXPORT MarketEventType
407{
420
422 static Enum deserialize(const char*);
423
425 static const char* toString(Enum);
426};
427
429struct ONIXS_ICEMDH_EXPORT MarkerIndexPricesStatus
430{
432 enum Enum
433 {
437 Current = 'C',
439 Default = 'D',
441 Final = 'F'
442 };
443
445 static Enum deserialize(const char*);
446
448 static const char* toString(Enum);
449};
450
452struct ONIXS_ICEMDH_EXPORT StartOrEnd
453{
455 enum Enum
456 {
460 Start = 'S',
462 End = 'E'
463 };
464
466 static Enum deserialize(const char*);
467
469 static const char* toString(Enum);
470};
471
473struct ONIXS_ICEMDH_EXPORT EventCode
474{
476 enum Enum
477 {
486 };
487
489 static Enum deserialize(const char*);
490
492 static const char* toString(Enum);
493};
494
496struct ONIXS_ICEMDH_EXPORT IPLBoundViolation
497{
499 enum Enum
500 {
507 };
508
510 static Enum deserialize(const char*);
511
513 static const char* toString(Enum);
514};
515
517struct ONIXS_ICEMDH_EXPORT SystemPricedLegType
518{
520 enum Enum
521 {
527 Leg = 'S'
528 };
529
531 static Enum deserialize(const char*);
532
534 static const char* toString(Enum);
535};
536
538struct ONIXS_ICEMDH_EXPORT SecuritySubType
539{
541 enum Enum
542 {
544 NONE = 0,
546 CALL = 1,
548 PUT = 2,
550 FFLY = 3,
564 GUT = 11,
570 IFLY = 14,
572 COMBO = 15,
582 REVCON = 21,
586 FCONDR = 23,
592 BOX = 26,
594 SYN = 33,
608 ICONDR = 40,
610 JROLL = 41,
632 STRDX = 53,
634 STRGX = 54,
636 CALLX = 55,
638 PUTX = 56,
640 CUST = 58,
648 CDIAGX = 63,
650 PDIAGX = 64,
652 CFLYX = 65,
654 PFLYX = 66,
656 GUTX = 67,
660 IFLYX = 69,
686 LOCSPR = 89,
698 VOLSPR = 95,
702 CRACK = 97,
706 SPR = 99,
708 PACK = 100,
710 WHTPACK = 101,
712 REDPACK = 102,
714 GRNPACK = 103,
716 BLUPACK = 104,
718 GLDPACK = 105,
720 PURPACK = 106,
722 ORNPACK = 107,
724 PNKPACK = 108,
726 SILPACK = 109,
728 COPPACK = 110,
738 FUTBOX = 142,
740 BNDL = 200,
742 BNDLY2 = 201,
744 BNDLY3 = 202,
746 BNDLY4 = 203,
748 BNDLY5 = 204,
750 BNDLY6 = 205,
752 BNDLY7 = 206,
754 BNDLY8 = 207,
756 BNDLY9 = 208,
758 BNDLY10 = 209,
766 LOCBYEAR = 303,
768 BALMO = 400,
770 NEXTDAY = 410,
772 CFD = 411,
774 WKND = 412,
780 HOURLY = 415,
782 MONTH = 416,
784 BALWK = 450,
786 KYOTO = 500,
790 NEXTWK = 600,
792 PERIOD = 700,
802 QTR = 800,
804 YEAR = 900
805 };
806
808 static Enum deserialize(const char*);
809
811 static const char* toString(Enum);
812};
813
815struct ONIXS_ICEMDH_EXPORT LoginResult
816{
818 enum Enum
819 {
821 Success = '0',
827 Other = 'X'
828 };
829
831 static Enum deserialize(const char*);
832
834 static const char* toString(Enum);
835};
836
838struct ONIXS_ICEMDH_EXPORT ExchangeSilo
839{
841 enum Enum
842 {
846 ICE = '0',
848 Endex = '1',
850 LIFFE = '2'
851 };
852
854 static Enum deserialize(const char*);
855
857 static const char* toString(Enum);
858};
859
861struct ONIXS_ICEMDH_EXPORT StrategyPreference
862{
864 enum Enum
865 {
867 Legacy = '0',
869 New = '1'
870 };
871
873 static Enum deserialize(const char*);
874
876 static const char* toString(Enum);
877};
878
880struct ONIXS_ICEMDH_EXPORT FixingTransitionStatus
881{
883 enum Enum
884 {
888 Closed = 'C',
890 Preopen = 'P',
893 };
894
896 static Enum deserialize(const char*);
897
899 static const char* toString(Enum);
900};
901
903struct ONIXS_ICEMDH_EXPORT BlockType
904{
919
921 static Enum deserialize(const char*);
922
924 static const char* toString(Enum);
925};
926
928struct ONIXS_ICEMDH_EXPORT MarketTransparencyType
929{
931 enum Enum
932 {
934 ICE = 0,
937 };
938
940 static Enum deserialize(const char*);
941
943 static const char* toString(Enum);
944};
945
947struct ONIXS_ICEMDH_EXPORT MulticastChannelGroupType
948{
961
963 static Enum deserialize(const char*);
964
966 static const char* toString(Enum);
967};
968
970struct ONIXS_ICEMDH_EXPORT IplTplHoldType
971{
973 enum Enum
974 {
978 Start = 'S',
980 End = 'E'
981 };
982
984 static Enum deserialize(const char*);
985
987 static const char* toString(Enum);
988};
989
991struct ONIXS_ICEMDH_EXPORT IplTplType
992{
994 enum Enum
995 {
999 IPL = 'I',
1001 TPL = 'T'
1002 };
1003
1005 static Enum deserialize(const char*);
1006
1008 static const char* toString(Enum);
1009};
1010
1012struct ONIXS_ICEMDH_EXPORT KnownMarketTypes
1013{
1015 enum Enum
1016 {
1022 Oil = 2,
1054 Cocoa = 20,
1060 FcojA = 23,
1236 TestIpe = 600,
1245 };
1246
1248 static Enum deserialize(const char*);
1249
1251 static const char* toString(Enum);
1252};
1253
1254}}}} // namespace OnixS::ICE::iMpact::MarketData
Extra flags for Add/Modify Order message.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Extra flags for Add/Modify Order message.
@ isModifyOrder
Indicate this is to Modify existing order.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
@ PrivateAndConfidential
Private and Confidential.
Depth of order book constants.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Depth of order book constants.
@ TOB
Top Of Book (Options Only).
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Exchange silo code for the market.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Exchange silo code for the market.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
@ BiddingTooHigh
IPL Upper bound violation (Bidding too high).
@ AskingTooLow
IPL Lower bound violation (Asking too low).
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
@ EndexSingleStockOptions
Endex Single Stock Options.
@ MurbanPermianWtiSpread
Murban/Permian WTI Spread.
@ IpeUkElectricityFuturesPeak
IPE UK Electricity Futures Peak.
@ LiffeEquityDerivativesNonUsBased
Liffe Equity Derivatives - Non-US Based.
@ LiffeThreeMonthEuroAndEonia
Liffe Three Month Euro and EONIA.
@ IceRotterdamNewcastleCoalFuturesSpread
ICE Rotterdam/Newcastle Coal Futures Spread.
@ EuFinancialPowerFutures
EU Financial Power Futures.
@ LsGasoilBrentFuturesCrack
LS Gasoil/Brent Futures Crack.
@ IceHeatingOilWtiFuturesCrack
ICE Heating Oil/WTI Futures Crack.
@ OilAbuDhabiDubaiSpread
Oil Abu Dhabi/Dubai Spread.
@ NyhRbobGasolineHeatingOilSpread
NYH (RBOB) Gasoline/Heating Oil Spread.
@ RichardsBayGcNewcastleCoalFuturesSpread
Richards Bay/gC Newcastle Coal Futures Spread.
@ IceRotterdamCoalFutures
ICE Rotterdam Coal Futures.
@ NyhRbobGasolinePermianWtiFuturesCrack
NYH (RBOB) Gasoline/Permian WTI Futures Crack.
@ IceRotterdamRichardsBayCoalFuturesSpread
ICE Rotterdam/Richards Bay Coal Futures Spread.
@ LiffeIndexFuturesUsRestricted
Liffe Index Futures - US Restricted.
@ EuFinancialPowerSpreads
EU Financial Power Spreads.
@ IceRichardsBayCoalFutures
ICE Richards Bay Coal Futures.
@ LiffeIndexFuturesNonUsRestricted
Liffe Index Futures - Non-US Restricted.
@ EnvironmentalIndexFutures
Environmental Index Futures.
@ MurbanOilAbuDhabiSpread
Murban/Oil Abu Dhabi Spread.
@ NyhRbobGasolineLsGasoilFuturesSpread
NYH (RBOB) Gasoline/LS Gasoil Futures Spread.
@ IceNyhRbobGasolineWtiFuturesCrack
ICE NYH (RBOB) Gasoline/WTI Futures Crack.
@ HeatingOilLsGasoilFuturesSpread
Heating Oil/LS Gasoil Futures Spread.
@ IpeUkElectricityFuturesBase
IPE UK Electricity Futures Base.
@ HeatingOilBrentFuturesCrack
Heating Oil/Brent Futures Crack.
@ PermianBrentFuturesSpread
Permian/Brent Futures Spread.
@ NgxPhysicalEnvironmental
NGX Physical Environmental.
@ GcNewcastleFobIndoSubBitCoalFutures
gC Newcastle/FOB Indo sub-bit Coal Futures.
@ EndexSpotMarketIndices
Endex Spot Market Indices.
@ HeatingOilPermianWtiFuturesCrack
Heating Oil/Permian WTI Futures Crack.
@ GermanNaturalGasFutures
German Natural Gas Futures.
@ IceNyhRbobGasolineFutures
ICE NYH (RBOB) Gasoline Futures.
@ PermianWtiFuturesSpread
Permian/WTI Futures Spread.
@ GcNewcastleCoalFutures
gC Newcastle Coal Futures.
@ NyhRbobGasolineBrentFuturesCrack
NYH (RBOB) Gasoline/Brent Futures Crack.
@ LsGasoilPermianWtiFuturesCrack
LS Gasoil/Permian WTI Futures Crack.
@ ItalianNaturalGasFutures
Italian Natural Gas Futures.
@ IceBrentWtiFuturesSpread
ICE Brent-WTI Futures Spread.
@ OilAbuDhabiBrentSpread
Oil Abu Dhabi/Brent Spread.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
@ Undefined
Market event type is not defined.
@ ImplicationDisabled
Implication Disabled for the Market.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
@ NonImplied
The enhanced implication technology is disabled.
@ FullImplied
The enhanced implication technology is activated.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
@ Eoo
EOO Trade (for US Futures Options only).
@ VolatilityContingent
Volatility Contingent Trade.
@ BilateralCrossContra
Bilateral Cross Contra Trade.
@ BilateralOffExchange
Bilateral Off-Exchange Trade.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Option settlement type constants.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Option settlement type constants.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
@ REVCON
Reversal/Conversion (to the Call).
@ RATIOCSPRX
Hedged 1x2 Call Spread (to the 2).
@ RATIOCSPR1X
Hedged 1x2 Call Spread (to the 1).
@ RATIOPSPR1X
Hedged 1x2 Put Spread (to the 1).
@ CALLLOCSPRX
Hedged Call Location Spread.
@ SPRVSCX
Put Spread versus Sell Call + Hedge.
@ SPRVSPX
Call Spread versus Sell Put - Hedge.
@ INTEREXLOCSTRATEGY
Inter-Exchange Location Strategy.
@ RATIOPSPRX
Hedged 1x2 Put Spread (to the 2).
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Known message bundle markers.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Known message bundle markers.
Indicates Strategy Publication Preference.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Indicates Strategy Publication Preference.
@ Legacy
Legacy Strategy Information (Default if not sent).
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
@ SpreadLeg
Identifies system priced crack spread leg.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
@ isRfcCrossing
Indicates this is a RFC Crossing Deal.
Defines known trade investigation statuses.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Defines known trade investigation statuses.
@ Undefined
Investigation status is not defined yet.
@ InvestigationCompleted
Trade investigation is completed.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
@ Undefined
Trading status is not defined.
@ PreOpen
Trading is about to be opened.
@ PreClose
Trading is about to be closed.
@ Expired
Trading is expired (only used for product/market definition messages).