OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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TradeExtraFlags Struct Reference

Public Types

enum  Enum

Static Public Member Functions

static Enum deserialize (const char *)
static const char * toString (Enum)

Detailed Description

Definition at line 321 of file Enumerations.h.

Member Enumeration Documentation

◆ Enum

enum Enum

Extra flags for trade message.

Enumerator
None 0 

No special flags.

isRfcCrossing 1 

Indicates this is a RFC Crossing Deal.

isLegDealOutsideIPL 2 

Indicates the deal is outside of IPL (when IPL is enabled) if set to

  1. When set to 1, such deal should not be included in market stats. This could only happen in leg markets due to implied orders.
hasNoDirectOutrightOriginator 4 

This trade has no outright originator order in the same market. The originator side is either implied or from a different market. This field should not be used to determine how market statistics are calculated.

isVerticalSplit 8 

Indicates if the trade is a system priced leg from a composite strategy.

hasNoDirectOutrightTaker 16 

Indicates that this trade has no outright taker order in the same market. The taker side is either implied or from a different market.

isOptionStrategyHedge 32 

Indicates that this future trade is part of an option strategy (hedged).

Definition at line 324 of file Enumerations.h.

Member Function Documentation

◆ deserialize()

Enum deserialize ( const char * )
static

Deserializes constant from string representation.

◆ toString()

const char * toString ( Enum )
static

Returns string representation.