OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.15.1
API documentation
Enumerations.h
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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.
308  AssetAllocation = 16705,
309  /// Trade at Market (TAM/SBK).
310  TradeAtMarket = 21314
311  };
312 
313  /// Deserializes constant from string representation.
314  static Enum deserialize(const char*);
315 
316  /// Returns string representation.
317  static const char* toString(Enum);
318 };
319 
320 /// Extra flags for trade message.
321 struct ONIXS_ICEMDH_EXPORT TradeExtraFlags
322 {
323  /// \copydoc TradeExtraFlags
324  enum Enum
325  {
326  /// No special flags.
327  None = 0,
328  /// Indicates this is a RFC Crossing Deal.
329  isRfcCrossing = 1,
330  /// Indicates the deal is outside of IPL (when IPL is enabled) if set to
331  /// 1. When set to 1, such deal should not be included in market stats.
332  /// This could only happen in leg markets due to implied orders.
333  isLegDealOutsideIPL = 2,
334  /// This trade has no outright originator order in the same market. The
335  /// originator side is either implied or from a different market. This
336  /// field should not be used to determine how market statistics are
337  /// calculated.
338  hasNoDirectOutrightOriginator = 4,
339  /// Indicates if the trade is a system priced leg from a composite
340  /// strategy.
341  isVerticalSplit = 8,
342  /// Indicates that this trade has no outright taker order in the same
343  /// market. The taker side is either implied or from a different market.
344  hasNoDirectOutrightTaker = 16
345  };
346 
347  /// Deserializes constant from string representation.
348  static Enum deserialize(const char*);
349 
350  /// Returns string representation.
351  static const char* toString(Enum);
352 };
353 
354 /// Extra flags for Add/Modify Order message.
355 struct ONIXS_ICEMDH_EXPORT AddModifyOrderExtraFlags
356 {
357  /// \copydoc AddModifyOrderExtraFlags
358  enum Enum
359  {
360  /// No special flags.
361  None = 0,
362  /// Indicate this is to Modify existing order.
363  isModifyOrder = 1
364  };
365 
366  /// Deserializes constant from string representation.
367  static Enum deserialize(const char*);
368 
369  /// Returns string representation.
370  static const char* toString(Enum);
371 };
372 
373 /// Known trading statuses.
374 struct ONIXS_ICEMDH_EXPORT TradingStatus
375 {
376  /// \copydoc TradingStatus
377  enum Enum
378  {
379  /// Trading status is not defined.
380  Undefined = ' ',
381  /// Trading is open.
382  Open = 'O',
383  /// Trading is closed.
384  Close = 'C',
385  /// Trading is expired (only used for product/market definition messages).
386  Expired = 'E',
387  /// Trading is about to be opened.
388  PreOpen = '1',
389  /// Trading is about to be closed.
390  PreClose = '2',
391  /// Trading is suspended.
392  Suspended = 'S'
393  };
394 
395  /// Deserializes constant from string representation.
396  static Enum deserialize(const char*);
397 
398  /// Returns string representation.
399  static const char* toString(Enum);
400 };
401 
402 /// Known market event types.
403 struct ONIXS_ICEMDH_EXPORT MarketEventType
404 {
405  /// \copydoc MarketEventType
406  enum Enum
407  {
408  /// Market event type is not defined.
409  Undefined = ' ',
410  /// Implication Disabled for the Market.
411  ImplicationDisabled = 'A',
412  /// TRF Market Update.
413  TRFMarketUpdate = 'B'
414  };
415 
416  /// Deserializes constant from string representation.
417  static Enum deserialize(const char*);
418 
419  /// Returns string representation.
420  static const char* toString(Enum);
421 };
422 
423 /// Known marker index prices statuses.
424 struct ONIXS_ICEMDH_EXPORT MarkerIndexPricesStatus
425 {
426  /// \copydoc MarkerIndexPricesStatus
427  enum Enum
428  {
429  /// For non-Endex Spot markets.
430  Undefined = ' ',
431  /// Current.
432  Current = 'C',
433  /// Default.
434  Default = 'D',
435  /// Final.
436  Final = 'F'
437  };
438 
439  /// Deserializes constant from string representation.
440  static Enum deserialize(const char*);
441 
442  /// Returns string representation.
443  static const char* toString(Enum);
444 };
445 
446 /// Known message bundle markers.
447 struct ONIXS_ICEMDH_EXPORT StartOrEnd
448 {
449  /// \copydoc StartOrEnd
450  enum Enum
451  {
452  /// Undefined.
453  Undefined = ' ',
454  /// Start of a message bundle.
455  Start = 'S',
456  /// End of a message bundle.
457  End = 'E'
458  };
459 
460  /// Deserializes constant from string representation.
461  static Enum deserialize(const char*);
462 
463  /// Returns string representation.
464  static const char* toString(Enum);
465 };
466 
467 /// Known event codes.
468 struct ONIXS_ICEMDH_EXPORT EventCode
469 {
470  /// \copydoc EventCode
471  enum Enum
472  {
473  /// Undefined.
474  Undefined = ' ',
475  /// Normal trade.
476  NormalTrade = '0',
477  /// Cancelled trade.
479  /// Adjusted trade.
480  AdjustedTrade = '2'
481  };
482 
483  /// Deserializes constant from string representation.
484  static Enum deserialize(const char*);
485 
486  /// Returns string representation.
487  static const char* toString(Enum);
488 };
489 
490 /// Known IPL bound violation types.
491 struct ONIXS_ICEMDH_EXPORT IPLBoundViolation
492 {
493  /// \copydoc IPLBoundViolation
494  enum Enum
495  {
496  /// N/A when end of hold.
497  Undefined = ' ',
498  /// IPL Upper bound violation (Bidding too high).
499  BiddingTooHigh = 'Y',
500  /// IPL Lower bound violation (Asking too low).
501  AskingTooLow = 'N'
502  };
503 
504  /// Deserializes constant from string representation.
505  static Enum deserialize(const char*);
506 
507  /// Returns string representation.
508  static const char* toString(Enum);
509 };
510 
511 /// Known types of system priced legs.
512 struct ONIXS_ICEMDH_EXPORT SystemPricedLegType
513 {
514  /// \copydoc SystemPricedLegType
515  enum Enum
516  {
517  /// Undefined type.
518  Undefined = ' ',
519  /// Identifies system priced crack spread leg.
520  SpreadLeg = 'C',
521  /// Identifies system priced leg.
522  Leg = 'S'
523  };
524 
525  /// Deserializes constant from string representation.
526  static Enum deserialize(const char*);
527 
528  /// Returns string representation.
529  static const char* toString(Enum);
530 };
531 
532 /// Known security sub types.
533 struct ONIXS_ICEMDH_EXPORT SecuritySubType
534 {
535  /// \copydoc SecuritySubType
536  enum Enum
537  {
538  /// None.
539  NONE = 0,
540  /// Call.
541  CALL = 1,
542  /// Put.
543  PUT = 2,
544  /// Futures Butterfly.
545  FFLY = 3,
546  /// Call Butterfly.
547  CALLFLY = 4,
548  /// Put Butterfly.
549  PUTFLY = 5,
550  /// Call Spread.
551  CALLSPR = 6,
552  /// Put Spread.
553  PUTSPR = 7,
554  /// Diagonal Call Spread.
555  CALLDIAGSP = 9,
556  /// Diagonal Put Spread.
557  PUTDIAGSP = 10,
558  /// Gut Strangle.
559  GUT = 11,
560  /// 1x2 Call Spread (to the 2).
561  RATIOCSPR = 12,
562  /// 1x2 Put Spread (to the 2).
563  RATIOPSPR = 13,
564  /// Iron Butterfly.
565  IFLY = 14,
566  /// Cleared Combo.
567  COMBO = 15,
568  /// Strangle.
569  STRANGLE = 16,
570  /// Call Ladder (tree).
571  CALLLADR = 17,
572  /// Put Ladder (tree).
573  PUTLADR = 18,
574  /// Straddle Spread.
575  CALSTRD = 19,
576  /// Reversal/Conversion (to the Call).
577  REVCON = 21,
578  /// Straddle.
579  STRADDLE = 22,
580  /// Futures Condor.
581  FCONDR = 23,
582  /// Call Condor.
583  CALLCONDR = 24,
584  /// Put Condor.
585  PUTCONDR = 25,
586  /// Box.
587  BOX = 26,
588  /// Synthetic Underlying.
589  SYN = 33,
590  /// Call Spread vs Put : 3 way.
591  CALLSPRP = 34,
592  /// Put Spread vs Call : 3 way.
593  PUTSPRC = 35,
594  /// Straddle vs Call : 3 way.
595  CALL3WAY = 36,
596  /// Straddle vs Put : 3 way.
597  PUT3WAY = 37,
598  /// Call Calendar Spread.
599  CALLCALSPR = 38,
600  /// Put Calendar Spread.
601  PUTCALSPR = 39,
602  /// Iron Condor.
603  ICONDR = 40,
604  /// Jelly Roll.
605  JROLL = 41,
606  /// Hedged 1x2 Call Spread (to the 2).
607  RATIOCSPRX = 42,
608  /// Hedged 1x2 Put Spread (to the 2).
609  RATIOPSPRX = 43,
610  /// Call Spread versus Sell Put - Hedge.
611  SPRVSPX = 44,
612  /// Put Spread versus Sell Call + Hedge.
613  SPRVSCX = 45,
614  /// Hedged Call Calendar.
615  CALLCALX = 46,
616  /// Hedged Put Calendar.
617  PUTCALX = 47,
618  /// Hedged Call Ladder (tree).
619  CALLLADRX = 48,
620  /// Hedged Put Ladder (tree).
621  PUTLADRX = 49,
622  /// Hedged Call Spread.
623  CALLSPRX = 50,
624  /// Hedged Put Spread.
625  PUTSPRX = 51,
626  /// Hedged Straddle.
627  STRDX = 53,
628  /// Hedged Strangle.
629  STRGX = 54,
630  /// Hedged Call.
631  CALLX = 55,
632  /// Hedged Put.
633  PUTX = 56,
634  /// Custom.
635  CUST = 58,
636  /// Hedged Straddle Spread.
637  CALSTRDX = 59,
638  /// Hedged Call Condor.
639  CCONDRX = 60,
640  /// Hedged Put Condor.
641  PCONDRX = 61,
642  /// Hedged Diagonal Call Spread.
643  CDIAGX = 63,
644  /// Hedged Diagonal Put Spread.
645  PDIAGX = 64,
646  /// Hedged Call Butterlfy.
647  CFLYX = 65,
648  /// Hedged Put Butterlfy.
649  PFLYX = 66,
650  /// Hedged Guts Strangle.
651  GUTX = 67,
652  /// Hedged Iron Condor.
653  ICONDRX = 68,
654  /// Hedged Iron Butterfly.
655  IFLYX = 69,
656  /// Fence (to the call).
657  FENCECALL = 70,
658  /// Fence (to the put).
659  FENCEPUT = 71,
660  /// Hedged Fence (to the call).
661  FENCECALLX = 72,
662  /// Hedged Fence (to the put).
663  FENCEPUTX = 73,
664  /// 1x2 Call Spread (to the 1).
665  RATIOCSPR1 = 74,
666  /// 1x2 Put Spread (to the 1).
667  RATIOPSPR1 = 75,
668  /// Hedged 1x2 Call Spread (to the 1).
669  RATIOCSPR1X = 76,
670  /// Hedged 1x2 Put Spread (to the 1).
671  RATIOPSPR1X = 77,
672  /// Ratio.
673  RATIOSTRATEGY = 84,
674  /// Ratio Location.
675  RATIOLOCSTRATEGY = 85,
676  /// Inter-Exchange Location Strategy.
677  INTEREXLOCSTRATEGY = 86,
678  /// Discount Spreads.
679  DISCSPR = 88,
680  /// Location Spreads.
681  LOCSPR = 89,
682  /// Platts Diff Spread.
683  PLATDIFSPR = 90,
684  /// Platts Spread.
685  PLATTSPR = 91,
686  /// OTC Gas Oil Crack.
687  OILCRACK = 92,
688  /// Balmo over Month.
689  BALMOSPR = 93,
690  /// Ratio Spread.
691  RATIOSPR = 94,
692  /// Volumetric Spread.
693  VOLSPR = 95,
694  /// Heat Rate.
695  HEATRATE = 96,
696  /// CRACK Spread.
697  CRACK = 97,
698  /// Combo Spread.
699  COMBOSPR = 98,
700  /// Spread S.
701  SPR = 99,
702  /// Pack(no color).
703  PACK = 100,
704  /// Pack (White).
705  WHTPACK = 101,
706  /// Pack (Red).
707  REDPACK = 102,
708  /// Pack (Green).
709  GRNPACK = 103,
710  /// Pack (Blue).
711  BLUPACK = 104,
712  /// Pack (Gold).
713  GLDPACK = 105,
714  /// Pack (Purple).
715  PURPACK = 106,
716  /// Pack (Orange).
717  ORNPACK = 107,
718  /// Pack (Pink).
719  PNKPACK = 108,
720  /// Pack (Silver).
721  SILPACK = 109,
722  /// Pack (Copper).
723  COPPACK = 110,
724  /// Call Location Spread.
725  CALLLOCSPR = 138,
726  /// Put Location Spread.
727  PUTLOCSPR = 139,
728  /// Hedged Call Location Spread.
729  CALLLOCSPRX = 140,
730  /// Hedged Put Location Spread.
731  PUTLOCSPRX = 141,
732  /// Futures Box.
733  FUTBOX = 142,
734  /// Bundle (no color).
735  BNDL = 200,
736  /// Bundle (2yr).
737  BNDLY2 = 201,
738  /// Bundle (3yr).
739  BNDLY3 = 202,
740  /// Bundle (4yr).
741  BNDLY4 = 203,
742  /// Bundle (5yr).
743  BNDLY5 = 204,
744  /// Bundle (6yr).
745  BNDLY6 = 205,
746  /// Bundle (7yr).
747  BNDLY7 = 206,
748  /// Bundle (8yr).
749  BNDLY8 = 207,
750  /// Bundle (9yr).
751  BNDLY9 = 208,
752  /// Bundle (10yr).
753  BNDLY10 = 209,
754  /// Location basket - month.
755  LOCBMONTH = 300,
756  /// Location basket - quarter.
757  LOCBQUARTER = 301,
758  /// Location basket - period.
759  LOCBPERIOD = 302,
760  /// Location basket - year.
761  LOCBYEAR = 303,
762  /// Balmo.
763  BALMO = 400,
764  /// Next Day.
765  NEXTDAY = 410,
766  /// CFD.
767  CFD = 411,
768  /// Weekend.
769  WKND = 412,
770  /// Single Day.
771  SINGLEDAY = 413,
772  /// Custom Daily.
773  CUSTDAILY = 414,
774  /// Hourly.
775  HOURLY = 415,
776  /// Month.
777  MONTH = 416,
778  /// Balweek.
779  BALWK = 450,
780  /// Basket.
781  KYOTO = 500,
782  /// Custom Monthly.
783  CUSTMONTHLY = 550,
784  /// NextWeek.
785  NEXTWK = 600,
786  /// Period.
787  PERIOD = 700,
788  /// Custom Daily CFD.
789  CUSTDAILYCFD = 711,
790  /// Custom Daily 7X8.
791  CUSTDAILY7X8 = 712,
792  /// Custom Daily 7X16.
793  CUSTDAILY7X16 = 713,
794  /// Custom Daily Off-Peak X16.
795  CUSTDAILYOPX16 = 715,
796  /// Quarter.
797  QTR = 800,
798  /// Year.
799  YEAR = 900
800  };
801 
802  /// Deserializes constant from string representation.
803  static Enum deserialize(const char*);
804 
805  /// Returns string representation.
806  static const char* toString(Enum);
807 };
808 
809 /// Login result code.
810 struct ONIXS_ICEMDH_EXPORT LoginResult
811 {
812  /// \copydoc LoginResult
813  enum Enum
814  {
815  /// Success.
816  Success = '0',
817  /// Invalid Login.
818  InvalidLogin = '1',
819  /// Password Expired.
820  PasswordExpired = '3',
821  /// Other.
822  Other = 'X'
823  };
824 
825  /// Deserializes constant from string representation.
826  static Enum deserialize(const char*);
827 
828  /// Returns string representation.
829  static const char* toString(Enum);
830 };
831 
832 /// Exchange silo code for the market.
833 struct ONIXS_ICEMDH_EXPORT ExchangeSilo
834 {
835  /// \copydoc ExchangeSilo
836  enum Enum
837  {
838  /// Undefined.
839  Undefined = ' ',
840  /// ICE.
841  ICE = '0',
842  /// Endex.
843  Endex = '1',
844  /// Liffe.
845  LIFFE = '2'
846  };
847 
848  /// Deserializes constant from string representation.
849  static Enum deserialize(const char*);
850 
851  /// Returns string representation.
852  static const char* toString(Enum);
853 };
854 
855 /// Indicates Strategy Publication Preference.
856 struct ONIXS_ICEMDH_EXPORT StrategyPreference
857 {
858  /// \copydoc StrategyPreference
859  enum Enum
860  {
861  /// Legacy Strategy Information (Default if not sent).
862  Legacy = '0',
863  /// New Strategy Information.
864  New = '1'
865  };
866 
867  /// Deserializes constant from string representation.
868  static Enum deserialize(const char*);
869 
870  /// Returns string representation.
871  static const char* toString(Enum);
872 };
873 
874 /// Fixing Transition Status.
875 struct ONIXS_ICEMDH_EXPORT FixingTransitionStatus
876 {
877  /// \copydoc FixingTransitionStatus
878  enum Enum
879  {
880  /// Undefined.
881  Undefined = ' ',
882  /// Closed.
883  Closed = 'C',
884  /// Preopen.
885  Preopen = 'P',
886  /// Lockdown.
887  Lockdown = 'L'
888  };
889 
890  /// Deserializes constant from string representation.
891  static Enum deserialize(const char*);
892 
893  /// Returns string representation.
894  static const char* toString(Enum);
895 };
896 
897 /// Block Type.
898 struct ONIXS_ICEMDH_EXPORT BlockType
899 {
900  /// \copydoc BlockType
901  enum Enum
902  {
903  /// Undefined.
904  Undefined = ' ',
905  /// Regular.
906  Regular = '0',
907  /// Private and Confidential.
908  PrivateAndConfidential = '1',
909  /// Delayed Publication.
910  DelayedPublication = '2',
911  /// Large In Scale (LIS).
912  LargeInScale = '3'
913  };
914 
915  /// Deserializes constant from string representation.
916  static Enum deserialize(const char*);
917 
918  /// Returns string representation.
919  static const char* toString(Enum);
920 };
921 
922 /// Market Transparency Type.
923 struct ONIXS_ICEMDH_EXPORT MarketTransparencyType
924 {
925  /// \copydoc MarketTransparencyType
926  enum Enum
927  {
928  /// ICE market.
929  ICE = 0,
930  /// Platts market.
931  Platts = 1
932  };
933 
934  /// Deserializes constant from string representation.
935  static Enum deserialize(const char*);
936 
937  /// Returns string representation.
938  static const char* toString(Enum);
939 };
940 
941 /// Multicast Channel Group Type.
942 struct ONIXS_ICEMDH_EXPORT MulticastChannelGroupType
943 {
944  /// \copydoc MulticastChannelGroupType
945  enum Enum
946  {
947  /// Futures Regular.
948  FuturesRegular = '1',
949  /// Futures Full Implied.
950  FuturesFullImplied = '2',
951  /// Options TOB.
952  OptionsTOB = '3',
953  /// Options Top10PL.
954  OptionsTop10PL = '4'
955  };
956 
957  /// Deserializes constant from string representation.
958  static Enum deserialize(const char*);
959 
960  /// Returns string representation.
961  static const char* toString(Enum);
962 };
963 
964 }}}} // namespace MarketData, iMpact, ICE, OnixS
Exchange silo code for the market.
Definition: Enumerations.h:833
Indicates Strategy Publication Preference.
Definition: Enumerations.h:856
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:450
Enum
Extra flags for Add/Modify Order message.
Definition: Enumerations.h:358
Enum
Known types of system priced legs.
Definition: Enumerations.h:515
Known IPL bound violation types.
Definition: Enumerations.h:491
Extra flags for Add/Modify Order message.
Definition: Enumerations.h:355
Enum
Exchange silo code for the market.
Definition: Enumerations.h:836
Known types of system priced legs.
Definition: Enumerations.h:512
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:859
Option settlement type constants.
Definition: Enumerations.h:186
Enum
Known IPL bound violation types.
Definition: Enumerations.h:494
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:447
Depth of order book constants.
Definition: Enumerations.h:102