35struct ONIXS_ICEMDH_EXPORT
Side
Aggressor side constants.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Aggressor side constants.
@ NoAggressor
No aggressor.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
@ PrivateAndConfidential
Private and Confidential.
@ LargeInScale
Large In Scale (LIS).
@ DelayedPublication
Delayed Publication.
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.
@ TOP10PL
Top 10 Price Level.
@ TOP5PL
Top 5 Price Level.
@ TOB
Top Of Book (Options Only).
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
@ AdjustedTrade
Adjusted trade.
@ CancelledTrade
Cancelled trade.
@ NormalTrade
Normal trade.
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.
Fixing Transition Status.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Fixing Transition Status.
Known IPL bound violation types.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Known IPL bound violation types.
@ BiddingTooHigh
IPL Upper bound violation (Bidding too high).
@ Undefined
N/A when end of hold.
@ 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.
@ Start
IPL/TPL Hold Start.
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.
@ PhysicalEnvironmental
Physical Environmental.
@ SingaporeFinancials
Singapore Financials.
@ NgxFinancialPower
NGX Financial Power.
@ EndexSingleStockOptions
Endex Single Stock Options.
@ MurbanPermianWtiSpread
Murban/Permian WTI Spread.
@ IpeUkElectricityFuturesPeak
IPE UK Electricity Futures Peak.
@ EuropeanPowerSpreads
European Power Spreads.
@ IfusIceIndices
IFUS ICE Indices.
@ MurbanWtiSpread
Murban/WTI Spread.
@ LiffeEquityDerivativesNonUsBased
Liffe Equity Derivatives - Non-US Based.
@ ForeignExchange
Foreign Exchange.
@ DutchTtfGasFutures
Dutch TTF Gas Futures.
@ EndexEquityIndices
Endex Equity Indices.
@ EuropeanGasFutures
European Gas Futures.
@ LiffeThreeMonthEuroAndEonia
Liffe Three Month Euro and EONIA.
@ IceRotterdamNewcastleCoalFuturesSpread
ICE Rotterdam/Newcastle Coal Futures Spread.
@ IpeBrentFutures
IPE Brent Futures.
@ EuFinancialPowerFutures
EU Financial Power Futures.
@ FinancialOlefins
Financial Olefins.
@ NgxPhysicalGas
NGX Physical Gas.
@ IpeGasOilFutures
IPE Gas Oil Futures.
@ LsGasoilBrentFuturesCrack
LS Gasoil/Brent Futures Crack.
@ EuropeanGasSpreads
European Gas Spreads.
@ CarbonOffsetFutures
Carbon Offset Futures.
@ UkOcmGasSpot
UK OCM Gas Spot.
@ FinancialNgl
Financial NGL.
@ IceHeatingOilWtiFuturesCrack
ICE Heating Oil/WTI Futures Crack.
@ OilAbuDhabiDubaiSpread
Oil Abu Dhabi/Dubai Spread.
@ OilAmericas
Oil Americas.
@ DubaiCrudeFutures
Dubai Crude Futures.
@ FinancialPower
Financial Power.
@ NyhRbobGasolineHeatingOilSpread
NYH (RBOB) Gasoline/Heating Oil Spread.
@ RichardsBayGcNewcastleCoalFuturesSpread
Richards Bay/gC Newcastle Coal Futures Spread.
@ MurbanDubaiSpread
Murban/Dubai Spread.
@ SofrFutures
SOFR Futures.
@ IceRotterdamCoalFutures
ICE Rotterdam Coal Futures.
@ LiffeCommodities
Liffe Commodities.
@ NyhRbobGasolinePermianWtiFuturesCrack
NYH (RBOB) Gasoline/Permian WTI Futures Crack.
@ IceRotterdamRichardsBayCoalFuturesSpread
ICE Rotterdam/Richards Bay Coal Futures Spread.
@ DutchPowerFutures
Dutch Power Futures.
@ OilAbuDhabi
Oil Abu Dhabi.
@ LiffeIndexFuturesUsRestricted
Liffe Index Futures - US Restricted.
@ EuFinancialPowerSpreads
EU Financial Power Spreads.
@ DailyMetals
Daily Metals.
@ IceRichardsBayCoalFutures
ICE Richards Bay Coal Futures.
@ LiffeIndexFuturesNonUsRestricted
Liffe Index Futures - Non-US Restricted.
@ EnvironmentalIndexFutures
Environmental Index Futures.
@ IfusSofrFutures
IFUS SOFR Futures.
@ LiffeSwapnotes
Liffe Swapnotes.
@ MurbanOilAbuDhabiSpread
Murban/Oil Abu Dhabi Spread.
@ IfusEquityIndices
IFUS Equity Indices.
@ NyhRbobGasolineLsGasoilFuturesSpread
NYH (RBOB) Gasoline/LS Gasoil Futures Spread.
@ SingaporeEnergy
Singapore Energy.
@ MurbanCrude
Murban Crude.
@ IceNyhRbobGasolineWtiFuturesCrack
ICE NYH (RBOB) Gasoline/WTI Futures Crack.
@ UkSparkSpread
UK Spark Spread.
@ HeatingOilLsGasoilFuturesSpread
Heating Oil/LS Gasoil Futures Spread.
@ IpeUkElectricityFuturesBase
IPE UK Electricity Futures Base.
@ HeatingOilBrentFuturesCrack
Heating Oil/Brent Futures Crack.
@ BelgianPowerFutures
Belgian Power Futures.
@ SilverFixing
Silver Fixing.
@ IpeNaturalGasFutures
IPE Natural Gas Futures.
@ PermianBrentFuturesSpread
Permian/Brent Futures Spread.
@ IceWtiCrudeFutures
ICE WTI Crude Futures.
@ FinancialIndexData
Financial Index Data.
@ NgxPhysicalEnvironmental
NGX Physical Environmental.
@ GcNewcastleFobIndoSubBitCoalFutures
gC Newcastle/FOB Indo sub-bit Coal Futures.
@ EndexSpotMarketIndices
Endex Spot Market Indices.
@ TestLiffeuk2
TEST LIFFEUK2.
@ HeatingOilPermianWtiFuturesCrack
Heating Oil/Permian WTI Futures Crack.
@ OilAmericasWtiSpread
Oil Americas/WTI Spread.
@ DutchTtfGasSpot
Dutch TTF Gas Spot.
@ UkEmissionsAllowances
UK Emissions Allowances.
@ FinancialLng
Financial LNG.
@ GermanNaturalGasFutures
German Natural Gas Futures.
@ IceHeatingOilFutures
ICE Heating Oil Futures.
@ IceNyhRbobGasolineFutures
ICE NYH (RBOB) Gasoline Futures.
@ PermianWtiFuturesSpread
Permian/WTI Futures Spread.
@ LiffeIndexOptions
Liffe Index Options.
@ CanadianOilseeds
Canadian Oilseeds.
@ UsDollarIndex
US Dollar Index.
@ FinancialUsLng
Financial US LNG.
@ TestLiffeuk1
TEST LIFFEUK1.
@ PermianWtiFutures
Permian WTI Futures.
@ GcNewcastleCoalFutures
gC Newcastle Coal Futures.
@ NyhRbobGasolineBrentFuturesCrack
NYH (RBOB) Gasoline/Brent Futures Crack.
@ LsGasoilPermianWtiFuturesCrack
LS Gasoil/Permian WTI Futures Crack.
@ LsGasoilMurbanCrack
LS Gasoil/Murban Crack.
@ ItalianNaturalGasFutures
Italian Natural Gas Futures.
@ FinancialGas
Financial Gas.
@ IceBrentWtiFuturesSpread
ICE Brent-WTI Futures Spread.
@ OilAbuDhabiBrentSpread
Oil Abu Dhabi/Brent Spread.
@ FinancialMonomers
Financial Monomers.
@ InterestRateFutures
Interest Rate Futures.
@ MurbanBrentSpread
Murban/Brent Spread.
@ EuEmissionsAllowances
EU Emissions Allowances.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
@ InvalidLogin
Invalid Login.
@ PasswordExpired
Password Expired.
Known marker index prices statuses.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Known marker index prices statuses.
@ Undefined
For non-Endex Spot markets.
Known market event types.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Known market event types.
@ TRFMarketUpdate
TRF Market Update.
@ Undefined
Market event type is not defined.
@ ImplicationDisabled
Implication Disabled for the Market.
@ TPLHoldExit
TPL Hold Exit.
Market sub-type constants.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Market sub-type constants.
@ NonImplied
The enhanced implication technology is disabled.
@ FullImplied
The enhanced implication technology is activated.
Market Transparency Type.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Market Transparency Type.
Multicast Channel Group Type.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Multicast Channel Group Type.
@ FuturesFullImplied
Futures Full Implied.
@ FuturesRegular
Futures Regular.
@ OptionsTop10PL
Options Top10PL.
Known types of block trade.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Known types of block trade.
@ AssetAllocation
Asset Allocation.
@ StockContingent
Stock Contingent Trade.
@ GuaranteedCross
Guaranteed Cross.
@ TradeAtMarket
Trade at Market (TAM/SBK).
@ EfpEfsContra
EFP/EFS Contra Trade.
@ NgEfpEfs
NG EFP/EFS Trade.
@ Eoo
EOO Trade (for US Futures Options only).
@ OtherClearingVenue
Other Clearing Venue.
@ 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.
Enum
Option type constants.
Option expiration type constants.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Option expiration type constants.
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.
Known security sub types.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Known security sub types.
@ PUTCALSPR
Put Calendar Spread.
@ SYN
Synthetic Underlying.
@ CUSTMONTHLY
Custom Monthly.
@ PDIAGX
Hedged Diagonal Put Spread.
@ CALLLADRX
Hedged Call Ladder (tree).
@ LOCSPR
Location Spreads.
@ CUSTDAILY7X8
Custom Daily 7X8.
@ PUTLOCSPR
Put Location Spread.
@ CALLSPRX
Hedged Call Spread.
@ ICONDRX
Hedged Iron Condor.
@ PUTCALX
Hedged Put Calendar.
@ CCONDRX
Hedged Call Condor.
@ PUTSPRX
Hedged Put Spread.
@ CALLLOCSPR
Call Location Spread.
@ REVCON
Reversal/Conversion (to the Call).
@ RATIOCSPRX
Hedged 1x2 Call Spread (to the 2).
@ CALLDIAGSP
Diagonal Call Spread.
@ RATIOCSPR1X
Hedged 1x2 Call Spread (to the 1).
@ CALSTRD
Straddle Spread.
@ IFLYX
Hedged Iron Butterfly.
@ RATIOPSPR
1x2 Put Spread (to the 2).
@ PUTLOCSPRX
Hedged Put Location Spread.
@ CUSTDAILYOPX16
Custom Daily Off-Peak X16.
@ RATIOLOCSTRATEGY
Ratio Location.
@ CALLSPRP
Call Spread vs Put : 3 way.
@ PUTLADR
Put Ladder (tree).
@ LOCBMONTH
Location basket - month.
@ RATIOPSPR1X
Hedged 1x2 Put Spread (to the 1).
@ FENCECALL
Fence (to the call).
@ PUTSPRC
Put Spread vs Call : 3 way.
@ CALLLOCSPRX
Hedged Call Location Spread.
@ RATIOCSPR1
1x2 Call Spread (to the 1).
@ PLATDIFSPR
Platts Diff Spread.
@ GUTX
Hedged Guts Strangle.
@ CALLCALSPR
Call Calendar Spread.
@ PCONDRX
Hedged Put Condor.
@ LOCBQUARTER
Location basket - quarter.
@ SPRVSCX
Put Spread versus Sell Call + Hedge.
@ PUTLADRX
Hedged Put Ladder (tree).
@ LOCBYEAR
Location basket - year.
@ FENCEPUTX
Hedged Fence (to the put).
@ RATIOCSPR
1x2 Call Spread (to the 2).
@ CUSTDAILYCFD
Custom Daily CFD.
@ RATIOPSPR1
1x2 Put Spread (to the 1).
@ LOCBPERIOD
Location basket - period.
@ PUT3WAY
Straddle vs Put : 3 way.
@ CDIAGX
Hedged Diagonal Call Spread.
@ FENCECALLX
Hedged Fence (to the call).
@ OILCRACK
OTC Gas Oil Crack.
@ CALSTRDX
Hedged Straddle Spread.
@ BALMOSPR
Balmo over Month.
@ DISCSPR
Discount Spreads.
@ CALLLADR
Call Ladder (tree).
@ VOLSPR
Volumetric Spread.
@ PFLYX
Hedged Put Butterfly.
@ SPRVSPX
Call Spread versus Sell Put - Hedge.
@ CALLCALX
Hedged Call Calendar.
@ FENCEPUT
Fence (to the put).
@ CUSTDAILY7X16
Custom Daily 7X16.
@ INTEREXLOCSTRATEGY
Inter-Exchange Location Strategy.
@ CFLYX
Hedged Call Butterfly.
@ CALL3WAY
Straddle vs Call : 3 way.
@ RATIOPSPRX
Hedged 1x2 Put Spread (to the 2).
@ PUTDIAGSP
Diagonal Put Spread.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Security type constants.
@ UdsFuturesMarkets
UDS Futures markets.
@ UdsOptionsMarkets
UDS Options markets.
Settlement type constants.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Settlement type constants.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Trading side constants.
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.
@ End
End of a message bundle.
@ Start
Start of a message bundle.
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).
@ New
New Strategy Information.
Known types of system priced legs.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Known types of system priced legs.
@ Undefined
Undefined type.
@ Leg
Identifies system priced leg.
@ SpreadLeg
Identifies system priced crack spread leg.
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.
@ UnderInvestigation
Trade is under investigation.
static Enum deserialize(const char *)
Deserializes constant from string representation.
static const char * toString(Enum)
Returns string representation.
Enum
Known trading statuses.
@ Suspended
Trading is suspended.
@ Undefined
Trading status is not defined.
@ PreOpen
Trading is about to be opened.
@ Close
Trading is closed.
@ PreClose
Trading is about to be closed.
@ Expired
Trading is expired (only used for product/market definition messages).