SecuritySubType Struct Reference

#include <Enumerations.h>

Public Types
enum	Enum {   NONE = 0, CALL = 1, PUT = 2, FFLY = 3,   CALLFLY = 4, PUTFLY = 5, CALLSPR = 6, PUTSPR = 7,   CALLDIAGSP = 9, PUTDIAGSP = 10, GUT = 11, RATIOCSPR = 12,   RATIOPSPR = 13, IFLY = 14, COMBO = 15, STRANGLE = 16,   CALLLADR = 17, PUTLADR = 18, CALSTRD = 19, REVCON = 21,   STRADDLE = 22, FCONDR = 23, CALLCONDR = 24, PUTCONDR = 25,   BOX = 26, SYN = 33, CALLSPRP = 34, PUTSPRC = 35,   CALL3WAY = 36, PUT3WAY = 37, CALLCALSPR = 38, PUTCALSPR = 39,   ICONDR = 40, JROLL = 41, RATIOCSPRX = 42, RATIOPSPRX = 43,   SPRVSPX = 44, SPRVSCX = 45, CALLCALX = 46, PUTCALX = 47,   CALLLADRX = 48, PUTLADRX = 49, CALLSPRX = 50, PUTSPRX = 51,   STRDX = 53, STRGX = 54, CALLX = 55, PUTX = 56,   CUST = 58, CALSTRDX = 59, CCONDRX = 60, PCONDRX = 61,   CDIAGX = 63, PDIAGX = 64, CFLYX = 65, PFLYX = 66,   GUTX = 67, ICONDRX = 68, IFLYX = 69, FENCECALL = 70,   FENCEPUT = 71, FENCECALLX = 72, FENCEPUTX = 73, RATIOCSPR1 = 74,   RATIOPSPR1 = 75, RATIOCSPR1X = 76, RATIOPSPR1X = 77, RATIOSTRATEGY = 84,   RATIOLOCSTRATEGY = 85, INTEREXLOCSTRATEGY = 86, DISCSPR = 88, LOCSPR = 89,   PLATDIFSPR = 90, PLATTSPR = 91, OILCRACK = 92, BALMOSPR = 93,   RATIOSPR = 94, VOLSPR = 95, HEATRATE = 96, CRACK = 97,   COMBOSPR = 98, SPR = 99, PACK = 100, WHTPACK = 101,   REDPACK = 102, GRNPACK = 103, BLUPACK = 104, GLDPACK = 105,   PURPACK = 106, ORNPACK = 107, PNKPACK = 108, SILPACK = 109,   COPPACK = 110, CALLLOCSPR = 138, PUTLOCSPR = 139, CALLLOCSPRX = 140,   PUTLOCSPRX = 141, FUTBOX = 142, BNDL = 200, BNDLY2 = 201,   BNDLY3 = 202, BNDLY4 = 203, BNDLY5 = 204, BNDLY6 = 205,   BNDLY7 = 206, BNDLY8 = 207, BNDLY9 = 208, BNDLY10 = 209,   LOCBMONTH = 300, LOCBQUARTER = 301, LOCBPERIOD = 302, LOCBYEAR = 303,   BALMO = 400, NEXTDAY = 410, CFD = 411, WKND = 412,   SINGLEDAY = 413, CUSTDAILY = 414, HOURLY = 415, MONTH = 416,   BALWK = 450, KYOTO = 500, CUSTMONTHLY = 550, NEXTWK = 600,   PERIOD = 700, CUSTDAILYCFD = 711, CUSTDAILY7X8 = 712, CUSTDAILY7X16 = 713,   CUSTDAILYOPX16 = 715, QTR = 800, YEAR = 900 }

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

Detailed Description

Definition at line 538 of file Enumerations.h.

Member Enumeration Documentation

enum Enum

Known security sub types.

Enumerator
NONE	None.
CALL	Call.
PUT	Put.
FFLY	Futures Butterfly.
CALLFLY	Call Butterfly.
PUTFLY	Put Butterfly.
CALLSPR	Call Spread.
PUTSPR	Put Spread.
CALLDIAGSP	Diagonal Call Spread.
PUTDIAGSP	Diagonal Put Spread.
GUT	Gut Strangle.
RATIOCSPR	1x2 Call Spread (to the 2).
RATIOPSPR	1x2 Put Spread (to the 2).
IFLY	Iron Butterfly.
COMBO	Cleared Combo.
STRANGLE	Strangle.
CALLLADR	Call Ladder (tree).
PUTLADR	Put Ladder (tree).
CALSTRD	Straddle Spread.
REVCON	Reversal/Conversion (to the Call).
STRADDLE	Straddle.
FCONDR	Futures Condor.
CALLCONDR	Call Condor.
PUTCONDR	Put Condor.
BOX	Box.
SYN	Synthetic Underlying.
CALLSPRP	Call Spread vs Put : 3 way.
PUTSPRC	Put Spread vs Call : 3 way.
CALL3WAY	Straddle vs Call : 3 way.
PUT3WAY	Straddle vs Put : 3 way.
CALLCALSPR	Call Calendar Spread.
PUTCALSPR	Put Calendar Spread.
ICONDR	Iron Condor.
JROLL	Jelly Roll.
RATIOCSPRX	Hedged 1x2 Call Spread (to the 2).
RATIOPSPRX	Hedged 1x2 Put Spread (to the 2).
SPRVSPX	Call Spread versus Sell Put - Hedge.
SPRVSCX	Put Spread versus Sell Call + Hedge.
CALLCALX	Hedged Call Calendar.
PUTCALX	Hedged Put Calendar.
CALLLADRX	Hedged Call Ladder (tree).
PUTLADRX	Hedged Put Ladder (tree).
CALLSPRX	Hedged Call Spread.
PUTSPRX	Hedged Put Spread.
STRDX	Hedged Straddle.
STRGX	Hedged Strangle.
CALLX	Hedged Call.
PUTX	Hedged Put.
CUST	Custom.
CALSTRDX	Hedged Straddle Spread.
CCONDRX	Hedged Call Condor.
PCONDRX	Hedged Put Condor.
CDIAGX	Hedged Diagonal Call Spread.
PDIAGX	Hedged Diagonal Put Spread.
CFLYX	Hedged Call Butterfly.
PFLYX	Hedged Put Butterfly.
GUTX	Hedged Guts Strangle.
ICONDRX	Hedged Iron Condor.
IFLYX	Hedged Iron Butterfly.
FENCECALL	Fence (to the call).
FENCEPUT	Fence (to the put).
FENCECALLX	Hedged Fence (to the call).
FENCEPUTX	Hedged Fence (to the put).
RATIOCSPR1	1x2 Call Spread (to the 1).
RATIOPSPR1	1x2 Put Spread (to the 1).
RATIOCSPR1X	Hedged 1x2 Call Spread (to the 1).
RATIOPSPR1X	Hedged 1x2 Put Spread (to the 1).
RATIOSTRATEGY	Ratio.
RATIOLOCSTRATEGY	Ratio Location.
INTEREXLOCSTRATEGY	Inter-Exchange Location Strategy.
DISCSPR	Discount Spreads.
LOCSPR	Location Spreads.
PLATDIFSPR	Platts Diff Spread.
PLATTSPR	Platts Spread.
OILCRACK	OTC Gas Oil Crack.
BALMOSPR	Balmo over Month.
RATIOSPR	Ratio Spread.
VOLSPR	Volumetric Spread.
HEATRATE	Heat Rate.
CRACK	CRACK Spread.
COMBOSPR	Combo Spread.
SPR	Spread S.
PACK	Pack(no color).
WHTPACK	Pack (White).
REDPACK	Pack (Red).
GRNPACK	Pack (Green).
BLUPACK	Pack (Blue).
GLDPACK	Pack (Gold).
PURPACK	Pack (Purple).
ORNPACK	Pack (Orange).
PNKPACK	Pack (Pink).
SILPACK	Pack (Silver).
COPPACK	Pack (Copper).
CALLLOCSPR	Call Location Spread.
PUTLOCSPR	Put Location Spread.
CALLLOCSPRX	Hedged Call Location Spread.
PUTLOCSPRX	Hedged Put Location Spread.
FUTBOX	Futures Box.
BNDL	Bundle (no color).
BNDLY2	Bundle (2yr).
BNDLY3	Bundle (3yr).
BNDLY4	Bundle (4yr).
BNDLY5	Bundle (5yr).
BNDLY6	Bundle (6yr).
BNDLY7	Bundle (7yr).
BNDLY8	Bundle (8yr).
BNDLY9	Bundle (9yr).
BNDLY10	Bundle (10yr).
LOCBMONTH	Location basket - month.
LOCBQUARTER	Location basket - quarter.
LOCBPERIOD	Location basket - period.
LOCBYEAR	Location basket - year.
BALMO	Balmo.
NEXTDAY	Next Day.
CFD	CFD.
WKND	Weekend.
SINGLEDAY	Single Day.
CUSTDAILY	Custom Daily.
HOURLY	Hourly.
MONTH	Month.
BALWK	Balweek.
KYOTO	Basket.
CUSTMONTHLY	Custom Monthly.
NEXTWK	NextWeek.
PERIOD	Period.
CUSTDAILYCFD	Custom Daily CFD.
CUSTDAILY7X8	Custom Daily 7X8.
CUSTDAILY7X16	Custom Daily 7X16.
CUSTDAILYOPX16	Custom Daily Off-Peak X16.
QTR	Quarter.
YEAR	Year.

Definition at line 541 of file Enumerations.h.

Member Function Documentation

static Enum deserialize ( const char *  )

static

Deserializes constant from string representation.

static const char* toString ( Enum  )

static

Returns string representation.

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

• OnixS/ICE/iMpact/MarketData/Enumerations.h