32 namespace OnixS {
namespace ICE {
namespace iMpact {
namespace MarketData {
35 struct ONIXS_ICEMDH_EXPORT
Side 49 static Enum deserialize(
const char*);
52 static const char* toString(
Enum);
70 static Enum deserialize(
const char*);
73 static const char* toString(
Enum);
89 UdsOptionsMarkets =
'U',
91 UdsFuturesMarkets =
'D' 95 static Enum deserialize(
const char*);
98 static const char* toString(
Enum);
118 static Enum deserialize(
const char*);
121 static const char* toString(
Enum);
137 static Enum deserialize(
const char*);
140 static const char* toString(
Enum);
158 static Enum deserialize(
const char*);
161 static const char* toString(
Enum);
179 static Enum deserialize(
const char*);
182 static const char* toString(
Enum);
206 static Enum deserialize(
const char*);
209 static const char* toString(
Enum);
227 static Enum deserialize(
const char*);
230 static const char* toString(
Enum);
242 UnderInvestigation =
'1',
244 InvestigationCompleted =
'2' 248 static Enum deserialize(
const char*);
251 static const char* toString(
Enum);
270 GuaranteedCross =
'5',
272 VolatilityContingent =
'6',
274 StockContingent =
'7',
278 OtherClearingVenue =
'A',
304 BilateralOffExchange =
'V',
306 BilateralCrossContra =
'Y',
308 AssetAllocation = 16705,
310 TradeAtMarket = 21314
314 static Enum deserialize(
const char*);
317 static const char* toString(
Enum);
333 isLegDealOutsideIPL = 2,
338 hasNoDirectOutrightOriginator = 4,
344 hasNoDirectOutrightTaker = 16,
347 isOptionStrategyHedge = 32
351 static Enum deserialize(
const char*);
354 static const char* toString(
Enum);
370 static Enum deserialize(
const char*);
373 static const char* toString(
Enum);
399 static Enum deserialize(
const char*);
402 static const char* toString(
Enum);
414 ImplicationDisabled =
'A',
416 TRFMarketUpdate =
'B',
422 static Enum deserialize(
const char*);
425 static const char* toString(
Enum);
445 static Enum deserialize(
const char*);
448 static const char* toString(
Enum);
466 static Enum deserialize(
const char*);
469 static const char* toString(
Enum);
489 static Enum deserialize(
const char*);
492 static const char* toString(
Enum);
504 BiddingTooHigh =
'Y',
510 static Enum deserialize(
const char*);
513 static const char* toString(
Enum);
531 static Enum deserialize(
const char*);
534 static const char* toString(
Enum);
680 RATIOLOCSTRATEGY = 85,
682 INTEREXLOCSTRATEGY = 86,
800 CUSTDAILYOPX16 = 715,
808 static Enum deserialize(
const char*);
811 static const char* toString(
Enum);
825 PasswordExpired =
'3',
831 static Enum deserialize(
const char*);
834 static const char* toString(
Enum);
854 static Enum deserialize(
const char*);
857 static const char* toString(
Enum);
873 static Enum deserialize(
const char*);
876 static const char* toString(
Enum);
896 static Enum deserialize(
const char*);
899 static const char* toString(
Enum);
913 PrivateAndConfidential =
'1',
915 DelayedPublication =
'2',
921 static Enum deserialize(
const char*);
924 static const char* toString(
Enum);
940 static Enum deserialize(
const char*);
943 static const char* toString(
Enum);
953 FuturesRegular =
'1',
955 FuturesFullImplied =
'2',
963 static Enum deserialize(
const char*);
966 static const char* toString(
Enum);
984 static Enum deserialize(
const char*);
987 static const char* toString(
Enum);
1005 static Enum deserialize(
const char*);
1008 static const char* toString(
Enum);
1024 IpeNaturalGasFutures = 3,
1026 IpeGasOilFutures = 4,
1028 IpeBrentFutures = 5,
1030 IpeUkElectricityFuturesPeak = 7,
1032 IpeUkElectricityFuturesBase = 8,
1034 IceWtiCrudeFutures = 9,
1036 GcNewcastleCoalFutures = 10,
1038 IceBrentWtiFuturesSpread = 11,
1040 IceHeatingOilFutures = 13,
1042 IceHeatingOilWtiFuturesCrack = 14,
1044 IceNyhRbobGasolineFutures = 15,
1046 IceNyhRbobGasolineWtiFuturesCrack = 16,
1048 IceRotterdamCoalFutures = 17,
1050 IceRichardsBayCoalFutures = 18,
1052 IceRotterdamRichardsBayCoalFuturesSpread = 19,
1066 CanadianOilseeds = 36,
1068 ForeignExchange = 39,
1070 FinancialIndexData = 40,
1076 DutchTtfGasFutures = 48,
1078 GermanNaturalGasFutures = 50,
1080 EuropeanGasSpreads = 51,
1082 HeatingOilBrentFuturesCrack = 58,
1084 NyhRbobGasolineBrentFuturesCrack = 59,
1090 NyhRbobGasolineHeatingOilSpread = 66,
1092 PhysicalEnvironmental = 69,
1094 HeatingOilLsGasoilFuturesSpread = 70,
1096 LsGasoilBrentFuturesCrack = 71,
1098 NyhRbobGasolineLsGasoilFuturesSpread = 72,
1102 BelgianPowerFutures = 98,
1104 DutchPowerFutures = 99,
1106 GcNewcastleFobIndoSubBitCoalFutures = 100,
1108 RichardsBayGcNewcastleCoalFuturesSpread = 101,
1112 EuropeanPowerSpreads = 111,
1114 DutchTtfGasSpot = 114,
1118 FinancialOlefins = 124,
1120 FinancialMonomers = 125,
1122 EndexSpotMarketIndices = 127,
1124 InterestRateFutures = 131,
1126 SingaporeEnergy = 133,
1128 SingaporeFinancials = 134,
1130 ItalianNaturalGasFutures = 136,
1134 EuFinancialPowerSpreads = 142,
1136 EuFinancialPowerFutures = 143,
1138 EuropeanGasFutures = 146,
1142 UkSparkSpread = 149,
1146 FinancialUsLng = 157,
1148 IceRotterdamNewcastleCoalFuturesSpread = 160,
1152 PermianWtiFutures = 168,
1154 EndexEquityIndices = 170,
1156 EndexSingleStockOptions = 171,
1158 IfusIceIndices = 172,
1162 PermianBrentFuturesSpread = 179,
1164 PermianWtiFuturesSpread = 180,
1166 DubaiCrudeFutures = 184,
1168 LsGasoilPermianWtiFuturesCrack = 188,
1170 HeatingOilPermianWtiFuturesCrack = 189,
1172 NyhRbobGasolinePermianWtiFuturesCrack = 190,
1178 MurbanBrentSpread = 195,
1186 LiffeSwapnotes = 203,
1188 LiffeCommodities = 205,
1190 IfusEquityIndices = 207,
1192 LiffeThreeMonthEuroAndEonia = 209,
1194 LiffeEquityDerivativesNonUsBased = 211,
1196 LiffeIndexOptions = 213,
1198 LiffeIndexFuturesUsRestricted = 214,
1200 LiffeIndexFuturesNonUsRestricted = 215,
1202 MurbanWtiSpread = 216,
1204 MurbanPermianWtiSpread = 217,
1206 LsGasoilMurbanCrack = 218,
1208 OilAmericasWtiSpread = 221,
1210 UkEmissionsAllowances = 224,
1212 EuEmissionsAllowances = 226,
1214 OilAbuDhabiBrentSpread = 228,
1216 MurbanDubaiSpread = 230,
1218 OilAbuDhabiDubaiSpread = 231,
1220 EnvironmentalIndexFutures = 234,
1222 CarbonOffsetFutures = 235,
1224 MurbanOilAbuDhabiSpread = 236,
1226 IfusSofrFutures = 243,
1228 NgxPhysicalGas = 314,
1230 NgxFinancialPower = 315,
1234 NgxPhysicalEnvironmental = 323,
1248 static Enum deserialize(
const char*);
1251 static const char* toString(
Enum);
Enum
Multicast Channel Group Type.
Exchange silo code for the market.
Known marker index prices statuses.
Market sub-type constants.
Market Transparency Type.
Indicates Strategy Publication Preference.
Known security sub types.
Enum
Depth of order book constants.
Defines known trade investigation statuses.
Enum
Known message bundle markers.
Enum
Market Transparency Type.
Enum
Known types of system priced legs.
Enum
Known types of block trade.
Known IPL bound violation types.
Enum
Known marker index prices statuses.
Enum
Known trading statuses.
Known market event types.
Enum
Known security sub types.
Multicast Channel Group Type.
Enum
Exchange silo code for the market.
Enum
Market sub-type constants.
Known types of system priced legs.
Enum
Settlement type constants.
Enum
Option type constants.
Enum
Defines known trade investigation statuses.
Enum
Fixing Transition Status.
Fixing Transition Status.
Enum
Indicates Strategy Publication Preference.
Enum
Known market event types.
Known types of block trade.
Enum
Aggressor side constants.
Option settlement type constants.
Enum
Known IPL bound violation types.
Settlement type constants.
Aggressor side constants.
This class represents the Cancelled Trade Message.
Enum
Security type constants.
Option expiration type constants.
Enum
Option expiration type constants.
Enum
Trading side constants.
Enum
Option settlement type constants.
Known message bundle markers.
Depth of order book constants.