Public Types
enum	Enum { Regular = ' ', IceEfrp = '2', IceBlk = '3', Basis = '4', GuaranteedCross = '5', VolatilityContingent = '6', StockContingent = '7', CxcEfp = '9', OtherClearingVenue = 'A', N2ex = 'D', Efp = 'E', Eex = 'G', EfpEfsContra = 'F', Efm = 'I', Efr = 'J', Block = 'K', NgEfpEfs = 'O', Eoo = 'Q', Efs = 'S', Contra = 'T', Cpblk = 'U', BilateralOffExchange = 'V', BilateralCrossContra = 'Y', AssetAllocation = 16705, TradeAtMarket = 21314 }

Static Public Member Functions
static Enum	deserialize (const char *)

static const char *	toString (Enum)

Detailed Description

Definition at line 255 of file Enumerations.h.

Member Enumeration Documentation

enum Enum

Known types of block trade.

Enumerator
Regular	Regular trade is an order book trade. When someone sends a buy order and a sell order with a matching price, that is a regular trade.
IceEfrp	ICE EFRP.
IceBlk	ICE BLK.
Basis	Basis Trade.
GuaranteedCross	Guaranteed Cross.
VolatilityContingent	Volatility Contingent Trade.
StockContingent	Stock Contingent Trade.
CxcEfp	CCX EFP Trade.
OtherClearingVenue	Other Clearing Venue.
N2ex	N2EX Trade.
Efp	EFP Trade.
Eex	EEX Trade.
EfpEfsContra	EFP/EFS Contra Trade.
Efm	EFM Trade.
Efr	EFR Trade.
Block	Block Trade.
NgEfpEfs	NG EFP/EFS Trade.
Eoo	EOO Trade (for US Futures Options only).
Efs	EFS Trade.
Contra	Contra Trade.
Cpblk	CPBLK Trade.
BilateralOffExchange	Bilateral Off-Exchange Trade.
BilateralCrossContra	Bilateral Cross Contra Trade.
AssetAllocation	Asset Allocation.
TradeAtMarket	Trade at Market (TAM/SBK).

Definition at line 258 of file Enumerations.h.

static Enum deserialize ( const char * )

static

Deserializes constant from string representation.

static const char* toString ( Enum )

static

Returns string representation.

The documentation for this struct was generated from the following file: