OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.10.0
API documentation
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, 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 529 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 Butterlfy.

PFLYX 

Hedged Put Butterlfy.

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).

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 532 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.


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