MessageType Struct Reference

Message Type. More...

Public Types
enum	Enum {   OptionTrade = ' C', FuturesTrade = 'FC', StrategyTrade = 'SC', OptionRequestForQuote = ' D',   FuturesRequestForQuote = 'FD', StrategyRequestForQuote = 'SD', OptionQuote = ' F', FuturesQuote = 'FF',   StrategyQuote = 'SF', OptionMarketDepth = ' H', FuturesMarketDepth = 'FH', StrategyMarketDepth = 'SH',   OptionTradeCancellation = ' I', FuturesTradeCancellation = 'FI', StrategyTradeCancellation = 'SI', OptionInstrumentKeys = ' J',   FuturesInstrumentKeys = 'FJ', StrategyInstrumentKeys = 'SJ', OptionSummary = ' N', FutureOptionsSummary = 'BN',   FuturesSummary = 'FN', StrategySummary = 'SN', BeginningOfOptionsSummary = ' Q', BeginningOfFuturesOptionsSummary = 'BQ',   BeginningOfFuturesSummary = 'FQ', BeginningOfStrategySummary = 'SQ', InstrumentScheduleNoticeOption = ' E', InstrumentScheduleNoticeFuturesOption = 'BE',   InstrumentScheduleNoticeFuture = 'FE', InstrumentScheduleNoticeStrategy = 'SE', GroupStatus = 'RG', GroupStatusStrategies = 'SG',   GroupStatusScheduleNotice = 'CG', Bulletins = ' L', ConnectionMessage = 'SR', EndOfSales = ' S',   EndOfTransmission = ' U', CircuitAssurance = ' V', GapSequence = ' W' }
	Message Type. More...

Detailed Description

Message Type.

Member Enumeration Documentation

enum Enum

Message Type.

Enumerator
OptionTrade	Option Trade ('C ').
FuturesTrade	Futures Trade ('CF').
StrategyTrade	Strategy Trade ('CS').
OptionRequestForQuote	Option Request for Quote ('D ').
FuturesRequestForQuote	Futures Request for Quote ('DF').
StrategyRequestForQuote	Strategy Request for Quote ('DS').
OptionQuote	Option Quote ('F ').
FuturesQuote	Futures Quote ('FF').
StrategyQuote	Strategy Quote ('FS').
OptionMarketDepth	Option Market Depth ('H ').
FuturesMarketDepth	Futures Market Depth ('HF').
StrategyMarketDepth	Strategy Market Depth ('HS').
OptionTradeCancellation	Option Trade Cancellation ('I ').
FuturesTradeCancellation	Futures Trade Cancellation ('IF').
StrategyTradeCancellation	Strategy Trade Cancellation ('IS').
OptionInstrumentKeys	Option Instrument Keys ('J ').
FuturesInstrumentKeys	Futures Instrument Keys ('JF').
StrategyInstrumentKeys	Strategy Instrument Keys ('JS').
OptionSummary	Option Summary ('N ').
FutureOptionsSummary	Future Options Summary ('NB').
FuturesSummary	Futures Summary ('NF').
StrategySummary	Strategy Summary ('NS').
BeginningOfOptionsSummary	Beginning of Options Summary ('Q ').
BeginningOfFuturesOptionsSummary	Beginning of Futures Options Summary ('QB').
BeginningOfFuturesSummary	Beginning of Futures Summary ('QF').
BeginningOfStrategySummary	Beginning of Strategy Summary ('QS').
InstrumentScheduleNoticeOption	Instrument Schedule Notice Option ('E ').
InstrumentScheduleNoticeFuturesOption	Instrument Schedule Notice Futures Option ('EB').
InstrumentScheduleNoticeFuture	Instrument Schedule Notice Future ('EF').
InstrumentScheduleNoticeStrategy	Instrument Schedule Notice Strategy ('ES').
GroupStatus	Group Status ('GR').
GroupStatusStrategies	Group Status Strategies ('GS').
GroupStatusScheduleNotice	Group Status Schedule Notice ('GC').
Bulletins	Bulletins ('L ').
ConnectionMessage	Connection message ('RS').
EndOfSales	End of Sales ('S ').
EndOfTransmission	End of Transmission ('U ').
CircuitAssurance	Circuit Assurance ('V ').
GapSequence	Gap Sequence ('W ').