OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
Enumerations.h
Go to the documentation of this file.
1 /**
2  * \file
3  * \brief Declare ICE iMpact enumerations
4  */
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 
32 namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
33 
34 /// Trading side constants.
35 struct ONIXS_ICEMDH_EXPORT Side
36 {
37  /// \copydoc Side
38  enum Enum
39  {
40  /// Undefined.
41  Undefined = ' ',
42  /// Bid side.
43  Bid = '1',
44  /// Offer side.
45  Offer = '2'
46  };
47 
48  /// Deserializes constant from string representation.
49  static Enum deserialize(const char*);
50 
51  /// Returns string representation.
52  static const char* toString(Enum);
53 };
54 
55 /// Aggressor side constants.
56 struct ONIXS_ICEMDH_EXPORT AggressorSide
57 {
58  /// \copydoc AggressorSide
59  enum Enum
60  {
61  /// No aggressor.
62  NoAggressor = ' ',
63  /// Buy side.
64  Buy = '1',
65  /// Sell side.
66  Sell = '2'
67  };
68 
69  /// Deserializes constant from string representation.
70  static Enum deserialize(const char*);
71 
72  /// Returns string representation.
73  static const char* toString(Enum);
74 };
75 
76 /// Security type constants.
77 struct ONIXS_ICEMDH_EXPORT SecurityType
78 {
79  /// \copydoc SecurityType
80  enum Enum
81  {
82  /// Undefined.
83  Undefined = ' ',
84  /// Futures/OTC.
85  Futures = 'F',
86  /// Options.
87  Options = 'O',
88  /// UDS Options markets.
89  UdsOptionsMarkets = 'U',
90  /// UDS Futures markets.
91  UdsFuturesMarkets = 'D'
92  };
93 
94  /// Deserializes constant from string representation.
95  static Enum deserialize(const char*);
96 
97  /// Returns string representation.
98  static const char* toString(Enum);
99 };
100 
101 /// Depth of order book constants.
102 struct ONIXS_ICEMDH_EXPORT BookDepth
103 {
104  /// \copydoc BookDepth
105  enum Enum
106  {
107  /// Full Order Depth.
108  FOD = 0,
109  /// Top 5 Price Level.
110  TOP5PL = 1,
111  /// Top 10 Price Level.
112  TOP10PL = 2,
113  /// Top Of Book (Options Only).
114  TOB = 3
115  };
116 
117  /// Deserializes constant from string representation.
118  static Enum deserialize(const char*);
119 
120  /// Returns string representation.
121  static const char* toString(Enum);
122 };
123 
124 /// Market sub-type constants.
125 struct ONIXS_ICEMDH_EXPORT MarketSubType
126 {
127  /// \copydoc MarketSubType
128  enum Enum
129  {
130  /// The enhanced implication technology is disabled.
131  NonImplied = 0,
132  /// The enhanced implication technology is activated.
133  FullImplied = 1
134  };
135 
136  /// Deserializes constant from string representation.
137  static Enum deserialize(const char*);
138 
139  /// Returns string representation.
140  static const char* toString(Enum);
141 };
142 
143 /// Settlement type constants.
144 struct ONIXS_ICEMDH_EXPORT SettlementType
145 {
146  /// \copydoc SettlementType
147  enum Enum
148  {
149  /// Undefined.
150  Undefined = ' ',
151  /// Financial.
152  Financial = '0',
153  /// Physical.
154  Physical = '1'
155  };
156 
157  /// Deserializes constant from string representation.
158  static Enum deserialize(const char*);
159 
160  /// Returns string representation.
161  static const char* toString(Enum);
162 };
163 
164 /// Option type constants.
165 struct ONIXS_ICEMDH_EXPORT OptionType
166 {
167  /// \copydoc OptionType
168  enum Enum
169  {
170  /// Undefined.
171  Undefined = ' ',
172  /// Call.
173  Call = 'C',
174  /// Put.
175  Put = 'P'
176  };
177 
178  /// Deserializes constant from string representation.
179  static Enum deserialize(const char*);
180 
181  /// Returns string representation.
182  static const char* toString(Enum);
183 };
184 
185 /// Option settlement type constants.
186 struct ONIXS_ICEMDH_EXPORT OptionsStyle
187 {
188  /// \copydoc OptionsStyle
189  enum Enum
190  {
191  /// Undefined.
192  Undefined = ' ',
193  /// American.
194  American = 'A',
195  /// European.
196  European = 'E',
197  /// None.
198  None = '0',
199  /// Asian.
200  Asian = '3',
201  /// One time.
202  OneTime = '4'
203  };
204 
205  /// Deserializes constant from string representation.
206  static Enum deserialize(const char*);
207 
208  /// Returns string representation.
209  static const char* toString(Enum);
210 };
211 
212 /// Option expiration type constants.
213 struct ONIXS_ICEMDH_EXPORT OptionsExpirationType
214 {
215  /// \copydoc OptionsExpirationType
216  enum Enum
217  {
218  /// Undefined.
219  Undefined = ' ',
220  /// Monthly.
221  Monthly = 'M',
222  /// Daily.
223  Daily = 'D'
224  };
225 
226  /// Deserializes constant from string representation.
227  static Enum deserialize(const char*);
228 
229  /// Returns string representation.
230  static const char* toString(Enum);
231 };
232 
233 /// Defines known trade investigation statuses.
234 struct ONIXS_ICEMDH_EXPORT TradeInvestigationStatus
235 {
236  /// \copydoc TradeInvestigationStatus
237  enum Enum
238  {
239  /// Investigation status is not defined yet.
240  Undefined = ' ',
241  /// Trade is under investigation.
242  UnderInvestigation = '1',
243  /// Trade investigation is completed.
244  InvestigationCompleted = '2'
245  };
246 
247  /// Deserializes constant from string representation.
248  static Enum deserialize(const char*);
249 
250  /// Returns string representation.
251  static const char* toString(Enum);
252 };
253 
254 /// Known types of block trade.
255 struct ONIXS_ICEMDH_EXPORT OffMarketTradeType
256 {
257  /// \copydoc OffMarketTradeType
258  enum Enum
259  {
260  /// Regular trade is an order book trade. When someone sends a buy order
261  /// and a sell order with a matching price, that is a regular trade.
262  Regular = ' ',
263  /// ICE EFRP.
264  IceEfrp = '2',
265  /// ICE BLK.
266  IceBlk = '3',
267  /// Basis Trade.
268  Basis = '4',
269  /// Guaranteed Cross.
270  GuaranteedCross = '5',
271  /// Volatility Contingent Trade.
272  VolatilityContingent = '6',
273  /// Stock Contingent Trade.
274  StockContingent = '7',
275  /// CCX EFP Trade.
276  CxcEfp = '9',
277  /// Other Clearing Venue.
278  OtherClearingVenue = 'A',
279  /// N2EX Trade.
280  N2ex = 'D',
281  /// EFP Trade.
282  Efp = 'E',
283  /// EEX Trade.
284  Eex = 'G',
285  /// EFP/EFS Contra Trade.
286  EfpEfsContra = 'F',
287  /// EFM Trade.
288  Efm = 'I',
289  /// EFR Trade.
290  Efr = 'J',
291  /// Block Trade.
292  Block = 'K',
293  /// NG EFP/EFS Trade.
294  NgEfpEfs = 'O',
295  /// EOO Trade (for US Futures Options only).
296  Eoo = 'Q',
297  /// EFS Trade.
298  Efs = 'S',
299  /// Contra Trade.
300  Contra = 'T',
301  /// CPBLK Trade.
302  Cpblk = 'U',
303  /// Bilateral Off-Exchange Trade.
304  BilateralOffExchange = 'V',
305  /// Bilateral Cross Contra Trade.
306  BilateralCrossContra = 'Y',
307  /// Asset Allocation (AA).
308  AssetAllocation = 16705
309  };
310 
311  /// Deserializes constant from string representation.
312  static Enum deserialize(const char*);
313 
314  /// Returns string representation.
315  static const char* toString(Enum);
316 };
317 
318 /// Extra flags for trade message.
319 struct ONIXS_ICEMDH_EXPORT TradeExtraFlags
320 {
321  /// \copydoc TradeExtraFlags
322  enum Enum
323  {
324  /// No special flags.
325  None = 0,
326  /// Indicates this is a RFC Crossing Deal.
327  isRfcCrossing = 1,
328  /// Indicates the deal is outside of IPL (when IPL is enabled) if set to
329  /// 1. When set to 1, such deal should not be included in market stats.
330  /// This could only happen in leg markets due to implied orders.
331  isLegDealOutsideIPL = 2,
332  /// This trade has no outright originator order in the same market. The
333  /// originator side is either implied or from a different market. This
334  /// field should not be used to determine how market statistics are
335  /// calculated.
336  hasNoDirectOutrightOriginator = 4,
337  /// Indicates if the trade is a system priced leg from a composite
338  /// strategy.
339  isVerticalSplit = 8,
340  /// Indicates that this trade has no outright taker order in the same
341  /// market. The taker side is either implied or from a different market.
342  hasNoDirectOutrightTaker = 16
343  };
344 
345  /// Deserializes constant from string representation.
346  static Enum deserialize(const char*);
347 
348  /// Returns string representation.
349  static const char* toString(Enum);
350 };
351 
352 /// Extra flags for Add/Modify Order message.
353 struct ONIXS_ICEMDH_EXPORT AddModifyOrderExtraFlags
354 {
355  /// \copydoc AddModifyOrderExtraFlags
356  enum Enum
357  {
358  /// No special flags.
359  None = 0,
360  /// Indicate this is to Modify existing order.
361  isModifyOrder = 1
362  };
363 
364  /// Deserializes constant from string representation.
365  static Enum deserialize(const char*);
366 
367  /// Returns string representation.
368  static const char* toString(Enum);
369 };
370 
371 /// Known trading statuses.
372 struct ONIXS_ICEMDH_EXPORT TradingStatus
373 {
374  /// \copydoc TradingStatus
375  enum Enum
376  {
377  /// Trading status is not defined.
378  Undefined = ' ',
379  /// Trading is open.
380  Open = 'O',
381  /// Trading is closed.
382  Close = 'C',
383  /// Trading is expired (only used for product/market definition messages).
384  Expired = 'E',
385  /// Trading is about to be opened.
386  PreOpen = '1',
387  /// Trading is about to be closed.
388  PreClose = '2',
389  /// Trading is suspended.
390  Suspended = 'S'
391  };
392 
393  /// Deserializes constant from string representation.
394  static Enum deserialize(const char*);
395 
396  /// Returns string representation.
397  static const char* toString(Enum);
398 };
399 
400 /// Known market event types.
401 struct ONIXS_ICEMDH_EXPORT MarketEventType
402 {
403  /// \copydoc MarketEventType
404  enum Enum
405  {
406  /// Market event type is not defined.
407  Undefined = ' ',
408  /// Implication Disabled for the Market.
409  ImplicationDisabled = 'A'
410  };
411 
412  /// Deserializes constant from string representation.
413  static Enum deserialize(const char*);
414 
415  /// Returns string representation.
416  static const char* toString(Enum);
417 };
418 
419 /// Known marker index prices statuses.
420 struct ONIXS_ICEMDH_EXPORT MarkerIndexPricesStatus
421 {
422  /// \copydoc MarkerIndexPricesStatus
423  enum Enum
424  {
425  /// For non-Endex Spot markets.
426  Undefined = ' ',
427  /// Current.
428  Current = 'C',
429  /// Default.
430  Default = 'D',
431  /// Final.
432  Final = 'F'
433  };
434 
435  /// Deserializes constant from string representation.
436  static Enum deserialize(const char*);
437 
438  /// Returns string representation.
439  static const char* toString(Enum);
440 };
441 
442 /// Known message bundle markers.
443 struct ONIXS_ICEMDH_EXPORT StartOrEnd
444 {
445  /// \copydoc StartOrEnd
446  enum Enum
447  {
448  /// Undefined.
449  Undefined = ' ',
450  /// Start of a message bundle.
451  Start = 'S',
452  /// End of a message bundle.
453  End = 'E'
454  };
455 
456  /// Deserializes constant from string representation.
457  static Enum deserialize(const char*);
458 
459  /// Returns string representation.
460  static const char* toString(Enum);
461 };
462 
463 /// Known event codes.
464 struct ONIXS_ICEMDH_EXPORT EventCode
465 {
466  /// \copydoc EventCode
467  enum Enum
468  {
469  /// Undefined.
470  Undefined = ' ',
471  /// Normal trade.
472  NormalTrade = '0',
473  /// Cancelled trade.
475  /// Adjusted trade.
476  AdjustedTrade = '2'
477  };
478 
479  /// Deserializes constant from string representation.
480  static Enum deserialize(const char*);
481 
482  /// Returns string representation.
483  static const char* toString(Enum);
484 };
485 
486 /// Known IPL bound violation types.
487 struct ONIXS_ICEMDH_EXPORT IPLBoundViolation
488 {
489  /// \copydoc IPLBoundViolation
490  enum Enum
491  {
492  /// N/A when end of hold.
493  Undefined = ' ',
494  /// IPL Upper bound violation (Bidding too high).
495  BiddingTooHigh = 'Y',
496  /// IPL Lower bound violation (Asking too low).
497  AskingTooLow = 'N'
498  };
499 
500  /// Deserializes constant from string representation.
501  static Enum deserialize(const char*);
502 
503  /// Returns string representation.
504  static const char* toString(Enum);
505 };
506 
507 /// Known types of system priced legs.
508 struct ONIXS_ICEMDH_EXPORT SystemPricedLegType
509 {
510  /// \copydoc SystemPricedLegType
511  enum Enum
512  {
513  /// Undefined type.
514  Undefined = ' ',
515  /// Identifies system priced crack spread leg.
516  SpreadLeg = 'C',
517  /// Identifies system priced leg.
518  Leg = 'S'
519  };
520 
521  /// Deserializes constant from string representation.
522  static Enum deserialize(const char*);
523 
524  /// Returns string representation.
525  static const char* toString(Enum);
526 };
527 
528 /// Known security sub types.
529 struct ONIXS_ICEMDH_EXPORT SecuritySubType
530 {
531  /// \copydoc SecuritySubType
532  enum Enum
533  {
534  /// None.
535  NONE = 0,
536  /// Call.
537  CALL = 1,
538  /// Put.
539  PUT = 2,
540  /// Futures Butterfly.
541  FFLY = 3,
542  /// Call Butterfly.
543  CALLFLY = 4,
544  /// Put Butterfly.
545  PUTFLY = 5,
546  /// Call Spread.
547  CALLSPR = 6,
548  /// Put Spread.
549  PUTSPR = 7,
550  /// Diagonal Call Spread.
551  CALLDIAGSP = 9,
552  /// Diagonal Put Spread.
553  PUTDIAGSP = 10,
554  /// Gut Strangle.
555  GUT = 11,
556  /// 1x2 Call Spread (to the 2).
557  RATIOCSPR = 12,
558  /// 1x2 Put Spread (to the 2).
559  RATIOPSPR = 13,
560  /// Iron Butterfly.
561  IFLY = 14,
562  /// Cleared Combo.
563  COMBO = 15,
564  /// Strangle.
565  STRANGLE = 16,
566  /// Call Ladder (tree).
567  CALLLADR = 17,
568  /// Put Ladder (tree).
569  PUTLADR = 18,
570  /// Straddle Spread.
571  CALSTRD = 19,
572  /// Reversal/Conversion (to the Call).
573  REVCON = 21,
574  /// Straddle.
575  STRADDLE = 22,
576  /// Futures Condor.
577  FCONDR = 23,
578  /// Call Condor.
579  CALLCONDR = 24,
580  /// Put Condor.
581  PUTCONDR = 25,
582  /// Box.
583  BOX = 26,
584  /// Synthetic Underlying.
585  SYN = 33,
586  /// Call Spread vs Put : 3 way.
587  CALLSPRP = 34,
588  /// Put Spread vs Call : 3 way.
589  PUTSPRC = 35,
590  /// Straddle vs Call : 3 way.
591  CALL3WAY = 36,
592  /// Straddle vs Put : 3 way.
593  PUT3WAY = 37,
594  /// Call Calendar Spread.
595  CALLCALSPR = 38,
596  /// Put Calendar Spread.
597  PUTCALSPR = 39,
598  /// Iron Condor.
599  ICONDR = 40,
600  /// Jelly Roll.
601  JROLL = 41,
602  /// Hedged 1x2 Call Spread (to the 2).
603  RATIOCSPRX = 42,
604  /// Hedged 1x2 Put Spread (to the 2).
605  RATIOPSPRX = 43,
606  /// Call Spread versus Sell Put - Hedge.
607  SPRVSPX = 44,
608  /// Put Spread versus Sell Call + Hedge.
609  SPRVSCX = 45,
610  /// Hedged Call Calendar.
611  CALLCALX = 46,
612  /// Hedged Put Calendar.
613  PUTCALX = 47,
614  /// Hedged Call Ladder (tree).
615  CALLLADRX = 48,
616  /// Hedged Put Ladder (tree).
617  PUTLADRX = 49,
618  /// Hedged Call Spread.
619  CALLSPRX = 50,
620  /// Hedged Put Spread.
621  PUTSPRX = 51,
622  /// Hedged Straddle.
623  STRDX = 53,
624  /// Hedged Strangle.
625  STRGX = 54,
626  /// Hedged Call.
627  CALLX = 55,
628  /// Hedged Put.
629  PUTX = 56,
630  /// Custom.
631  CUST = 58,
632  /// Hedged Straddle Spread.
633  CALSTRDX = 59,
634  /// Hedged Call Condor.
635  CCONDRX = 60,
636  /// Hedged Put Condor.
637  PCONDRX = 61,
638  /// Hedged Diagonal Call Spread.
639  CDIAGX = 63,
640  /// Hedged Diagonal Put Spread.
641  PDIAGX = 64,
642  /// Hedged Call Butterlfy.
643  CFLYX = 65,
644  /// Hedged Put Butterlfy.
645  PFLYX = 66,
646  /// Hedged Guts Strangle.
647  GUTX = 67,
648  /// Hedged Iron Condor.
649  ICONDRX = 68,
650  /// Hedged Iron Butterfly.
651  IFLYX = 69,
652  /// Fence (to the call).
653  FENCECALL = 70,
654  /// Fence (to the put).
655  FENCEPUT = 71,
656  /// Hedged Fence (to the call).
657  FENCECALLX = 72,
658  /// Hedged Fence (to the put).
659  FENCEPUTX = 73,
660  /// 1x2 Call Spread (to the 1).
661  RATIOCSPR1 = 74,
662  /// 1x2 Put Spread (to the 1).
663  RATIOPSPR1 = 75,
664  /// Hedged 1x2 Call Spread (to the 1).
665  RATIOCSPR1X = 76,
666  /// Hedged 1x2 Put Spread (to the 1).
667  RATIOPSPR1X = 77,
668  /// Inter-Exchange Location Strategy.
669  INTEREXLOCSTRATEGY = 86,
670  /// Discount Spreads.
671  DISCSPR = 88,
672  /// Location Spreads.
673  LOCSPR = 89,
674  /// Platts Diff Spread.
675  PLATDIFSPR = 90,
676  /// Platts Spread.
677  PLATTSPR = 91,
678  /// OTC Gas Oil Crack.
679  OILCRACK = 92,
680  /// Balmo over Month.
681  BALMOSPR = 93,
682  /// Ratio Spread.
683  RATIOSPR = 94,
684  /// Volumetric Spread.
685  VOLSPR = 95,
686  /// Heat Rate.
687  HEATRATE = 96,
688  /// CRACK Spread.
689  CRACK = 97,
690  /// Combo Spread.
691  COMBOSPR = 98,
692  /// Spread S.
693  SPR = 99,
694  /// Pack(no color).
695  PACK = 100,
696  /// Pack (White).
697  WHTPACK = 101,
698  /// Pack (Red).
699  REDPACK = 102,
700  /// Pack (Green).
701  GRNPACK = 103,
702  /// Pack (Blue).
703  BLUPACK = 104,
704  /// Pack (Gold).
705  GLDPACK = 105,
706  /// Pack (Purple).
707  PURPACK = 106,
708  /// Pack (Orange).
709  ORNPACK = 107,
710  /// Pack (Pink).
711  PNKPACK = 108,
712  /// Pack (Silver).
713  SILPACK = 109,
714  /// Pack (Copper).
715  COPPACK = 110,
716  /// Call Location Spread.
717  CALLLOCSPR = 138,
718  /// Put Location Spread.
719  PUTLOCSPR = 139,
720  /// Hedged Call Location Spread.
721  CALLLOCSPRX = 140,
722  /// Hedged Put Location Spread.
723  PUTLOCSPRX = 141,
724  /// Futures Box.
725  FUTBOX = 142,
726  /// Bundle (no color).
727  BNDL = 200,
728  /// Bundle (2yr).
729  BNDLY2 = 201,
730  /// Bundle (3yr).
731  BNDLY3 = 202,
732  /// Bundle (4yr).
733  BNDLY4 = 203,
734  /// Bundle (5yr).
735  BNDLY5 = 204,
736  /// Bundle (6yr).
737  BNDLY6 = 205,
738  /// Bundle (7yr).
739  BNDLY7 = 206,
740  /// Bundle (8yr).
741  BNDLY8 = 207,
742  /// Bundle (9yr).
743  BNDLY9 = 208,
744  /// Bundle (10yr).
745  BNDLY10 = 209,
746  /// Location basket - month.
747  LOCBMONTH = 300,
748  /// Location basket - quarter.
749  LOCBQUARTER = 301,
750  /// Location basket - period.
751  LOCBPERIOD = 302,
752  /// Location basket - year.
753  LOCBYEAR = 303,
754  /// Balmo.
755  BALMO = 400,
756  /// Next Day.
757  NEXTDAY = 410,
758  /// CFD.
759  CFD = 411,
760  /// Weekend.
761  WKND = 412,
762  /// Single Day.
763  SINGLEDAY = 413,
764  /// Custom Daily.
765  CUSTDAILY = 414,
766  /// Hourly.
767  HOURLY = 415,
768  /// Month.
769  MONTH = 416,
770  /// Balweek.
771  BALWK = 450,
772  /// Basket.
773  KYOTO = 500,
774  /// Custom Monthly.
775  CUSTMONTHLY = 550,
776  /// NextWeek.
777  NEXTWK = 600,
778  /// Period.
779  PERIOD = 700,
780  /// Custom Daily CFD.
781  CUSTDAILYCFD = 711,
782  /// Custom Daily 7X8.
783  CUSTDAILY7X8 = 712,
784  /// Custom Daily 7X16.
785  CUSTDAILY7X16 = 713,
786  /// Custom Daily Off-Peak X16.
787  CUSTDAILYOPX16 = 715,
788  /// Quarter.
789  QTR = 800,
790  /// Year.
791  YEAR = 900
792  };
793 
794  /// Deserializes constant from string representation.
795  static Enum deserialize(const char*);
796 
797  /// Returns string representation.
798  static const char* toString(Enum);
799 };
800 
801 /// Login result code.
802 struct ONIXS_ICEMDH_EXPORT LoginResult
803 {
804  /// \copydoc LoginResult
805  enum Enum
806  {
807  /// Success.
808  Success = '0',
809  /// Invalid Login.
810  InvalidLogin = '1',
811  /// Password Expired.
812  PasswordExpired = '3',
813  /// Other.
814  Other = 'X'
815  };
816 
817  /// Deserializes constant from string representation.
818  static Enum deserialize(const char*);
819 
820  /// Returns string representation.
821  static const char* toString(Enum);
822 };
823 
824 /// Exchange silo code for the market.
825 struct ONIXS_ICEMDH_EXPORT ExchangeSilo
826 {
827  /// \copydoc ExchangeSilo
828  enum Enum
829  {
830  /// Undefined.
831  Undefined = ' ',
832  /// ICE.
833  ICE = '0',
834  /// Endex.
835  Endex = '1',
836  /// Liffe.
837  LIFFE = '2'
838  };
839 
840  /// Deserializes constant from string representation.
841  static Enum deserialize(const char*);
842 
843  /// Returns string representation.
844  static const char* toString(Enum);
845 };
846 
847 /// Indicates Strategy Publication Preference.
848 struct ONIXS_ICEMDH_EXPORT StrategyPreference
849 {
850  /// \copydoc StrategyPreference
851  enum Enum
852  {
853  /// Legacy Strategy Information (Default if not sent).
854  Legacy = '0',
855  /// New Strategy Information.
856  New = '1'
857  };
858 
859  /// Deserializes constant from string representation.
860  static Enum deserialize(const char*);
861 
862  /// Returns string representation.
863  static const char* toString(Enum);
864 };
865 
866 /// Fixing Transition Status.
867 struct ONIXS_ICEMDH_EXPORT FixingTransitionStatus
868 {
869  /// \copydoc FixingTransitionStatus
870  enum Enum
871  {
872  /// Undefined.
873  Undefined = ' ',
874  /// Closed.
875  Closed = 'C',
876  /// Preopen.
877  Preopen = 'P',
878  /// Lockdown.
879  Lockdown = 'L'
880  };
881 
882  /// Deserializes constant from string representation.
883  static Enum deserialize(const char*);
884 
885  /// Returns string representation.
886  static const char* toString(Enum);
887 };
888 
889 /// Block Type.
890 struct ONIXS_ICEMDH_EXPORT BlockType
891 {
892  /// \copydoc BlockType
893  enum Enum
894  {
895  /// Undefined.
896  Undefined = ' ',
897  /// Regular.
898  Regular = '0',
899  /// Private and Confidential.
900  PrivateAndConfidential = '1',
901  /// Delayed Publication.
902  DelayedPublication = '2',
903  /// Large In Scale (LIS).
904  LargeInScale = '3'
905  };
906 
907  /// Deserializes constant from string representation.
908  static Enum deserialize(const char*);
909 
910  /// Returns string representation.
911  static const char* toString(Enum);
912 };
913 
914 /// Market Transparency Type.
915 struct ONIXS_ICEMDH_EXPORT MarketTransparencyType
916 {
917  /// \copydoc MarketTransparencyType
918  enum Enum
919  {
920  /// ICE market.
921  ICE = 0,
922  /// Platts market.
923  Platts = 1
924  };
925 
926  /// Deserializes constant from string representation.
927  static Enum deserialize(const char*);
928 
929  /// Returns string representation.
930  static const char* toString(Enum);
931 };
932 
933 /// Multicast Channel Group Type.
934 struct ONIXS_ICEMDH_EXPORT MulticastChannelGroupType
935 {
936  /// \copydoc MulticastChannelGroupType
937  enum Enum
938  {
939  /// Futures Regular.
940  FuturesRegular = '1',
941  /// Futures Full Implied.
942  FuturesFullImplied = '2',
943  /// Options TOB.
944  OptionsTOB = '3',
945  /// Options Top10PL.
946  OptionsTop10PL = '4'
947  };
948 
949  /// Deserializes constant from string representation.
950  static Enum deserialize(const char*);
951 
952  /// Returns string representation.
953  static const char* toString(Enum);
954 };
955 
956 }}}} // namespace MarketData, iMpact, ICE, OnixS
Exchange silo code for the market.
Definition: Enumerations.h:825
Indicates Strategy Publication Preference.
Definition: Enumerations.h:848
Enum
Depth of order book constants.
Definition: Enumerations.h:105
Defines known trade investigation statuses.
Definition: Enumerations.h:234
Enum
Known message bundle markers.
Definition: Enumerations.h:446
Enum
Extra flags for Add/Modify Order message.
Definition: Enumerations.h:356
Enum
Known types of system priced legs.
Definition: Enumerations.h:511
Known IPL bound violation types.
Definition: Enumerations.h:487
Extra flags for Add/Modify Order message.
Definition: Enumerations.h:353
Enum
Exchange silo code for the market.
Definition: Enumerations.h:828
Known types of system priced legs.
Definition: Enumerations.h:508
Trading side constants.
Definition: Enumerations.h:35
Enum
Defines known trade investigation statuses.
Definition: Enumerations.h:237
Enum
Indicates Strategy Publication Preference.
Definition: Enumerations.h:851
Option settlement type constants.
Definition: Enumerations.h:186
Enum
Known IPL bound violation types.
Definition: Enumerations.h:490
This class represents the Cancelled Trade Message.
Enum
Trading side constants.
Definition: Enumerations.h:38
Enum
Option settlement type constants.
Definition: Enumerations.h:189
Known message bundle markers.
Definition: Enumerations.h:443
Depth of order book constants.
Definition: Enumerations.h:102