OnixS MX HSVF Market Data Handler for C++  1.9.2.0
Public Types | Static Public Member Functions
MessageType Struct Reference

Message type. More...

List of all members.

Public Types

enum  Enum {
  OptionTrade = ('C' << CHAR_BIT) + ' ', FutureOptionsTrade = ('C' << CHAR_BIT) + 'B', FuturesTrade = ('C' << CHAR_BIT) + 'F', StrategyTrade = ('C' << CHAR_BIT) + 'S',
  OptionRequestForQuote = ('D' << CHAR_BIT) + ' ', FutureOptionsRequestForQuote = ('D' << CHAR_BIT) + 'B', FuturesRequestForQuote = ('D' << CHAR_BIT) + 'F', StrategyRequestForQuote = ('D' << CHAR_BIT) + 'S',
  OptionQuote = ('F' << CHAR_BIT) + ' ', FutureOptionsQuote = ('F' << CHAR_BIT) + 'B', FuturesQuote = ('F' << CHAR_BIT) + 'F', StrategyQuote = ('F' << CHAR_BIT) + 'S',
  GroupStatus = ('G' << CHAR_BIT) + 'R', GroupStatusStrategies = ('G' << CHAR_BIT) + 'S', OptionMarketDepth = ('H' << CHAR_BIT) + ' ', FutureOptionsMarketDepth = ('H' << CHAR_BIT) + 'B',
  FuturesMarketDepth = ('H' << CHAR_BIT) + 'F', StrategyMarketDepth = ('H' << CHAR_BIT) + 'S', OptionTradeCancellation = ('I' << CHAR_BIT) + ' ', FutureOptionsTradeCancellation = ('I' << CHAR_BIT) + 'B',
  FuturesTradeCancellation = ('I' << CHAR_BIT) + 'F', StrategyTradeCancellation = ('I' << CHAR_BIT) + 'S', OptionInstrumentKeys = ('J' << CHAR_BIT) + ' ', FutureOptionsInstrumentKeys = ('J' << CHAR_BIT) + 'B',
  UnderlyingInstrumentKeys = ('J' << CHAR_BIT) + 'E', FuturesInstrumentKeys = ('J' << CHAR_BIT) + 'F', StrategyInstrumentKeys = ('J' << CHAR_BIT) + 'S', Bulletins = ('L' << CHAR_BIT) + ' ',
  OptionSummary = ('N' << CHAR_BIT) + ' ', FutureOptionsSummary = ('N' << CHAR_BIT) + 'B', FuturesSummary = ('N' << CHAR_BIT) + 'F', StrategySummary = ('N' << CHAR_BIT) + 'S',
  BeginningOfOptionsSummary = ('Q' << CHAR_BIT) + ' ', BeginningOfFutureOptionsSummary = ('Q' << CHAR_BIT) + 'B', BeginningOfFuturesSummary = ('Q' << CHAR_BIT) + 'F', BeginningOfStrategySummary = ('Q' << CHAR_BIT) + 'S',
  ConnectionMessage = ('R' << CHAR_BIT) + 'S', EndOfSales = ('S' << CHAR_BIT) + ' ', EndOfTransmission = ('U' << CHAR_BIT) + ' ', CircuitAssurance = ('V' << CHAR_BIT) + ' ',
  GapSequence = ('W' << CHAR_BIT) + ' '
}

Static Public Member Functions

static const char * toString (Enum)
 Returns string representation.

Detailed Description

Message type.