OnixS NASDAQ OMX Genium INET Handler for C++  0.13.0.0
Public Types | List of all members
BigAttention Struct Reference

Bit field, where one or several of fields below can be set. More...

Public Types

enum  Enum {
  Undefined = 0, TradeDateAndBusinessDateAreNotTheSame = 1 << 1, TradeIsCreatedFromAnAggressiveOrder = 1 << 4, TradeIsDoneBetweenTwoTradersAtTheSameMemberFirm,
  TradeHasEitherInvalidQuantityOrPrice, CCTrade = 1 << 9, Refusal = 1 << 10
}
 Bit field, where one or several of fields below can be set. More...
 

Detailed Description

Bit field, where one or several of fields below can be set.

Member Enumeration Documentation

enum Enum

Bit field, where one or several of fields below can be set.

Enumerator
Undefined 

Undefined.

TradeDateAndBusinessDateAreNotTheSame 

Trade date and business date are not the same.

TradeIsCreatedFromAnAggressiveOrder 

This trade is created from an aggressive order, i.e.

this

TradeIsDoneBetweenTwoTradersAtTheSameMemberFirm 

trade (this part of a deal) is the part created by an incoming order (oppose to the part - one or more - that was already stored in the order book).

This trade is done between two traders at the same member firm.

TradeHasEitherInvalidQuantityOrPrice 

This trade has either invalid quantity or price.

The reason is that the originating swap box or

CCTrade 

swap box deal has terms that make the swap impossible to handle.

The trade must therefore be regarded as merely a confirmation that the deal has been treated and failed. This reversing trade will be followed by an overtaking trade.

Refusal 

This reversing trade is the result of a trade refusal.