OnixS SGX Derivatives Handler for C++  2.17.0.0
Classes | Enumerations | Functions
Enumerations

Classes

struct  ErrorSeverity
 Severity of the error. More...
 
struct  ErrorCode
 Handler error code. More...
 
struct  AccountType
 Type of login. More...
 
struct  EventSource
 
struct  SeriesStatus
 The actual status of the series. More...
 
struct  UnderlyingStatus
 The actual status of the series. More...
 
struct  DerivateLevel
 The derivate level of the instrument. More...
 
struct  LotType
 Specifies the lot type per block size. More...
 
struct  RankingRule
 This identifies how the instrument is ranked. More...
 
struct  Side
 Specifies what quotation side is requested. More...
 
struct  PriceOption
 Price level information validity. More...
 
struct  PriceDepthOperator
 Operation for distributed price depth items. More...
 
struct  HiddenQuantity
 Order quantity available but not shown. More...
 
struct  TrendIndicator
 Trend indicator for the latest price compared to the previous one. More...
 
struct  EditedPriceInfoReason
 Reason why the Edited Price Information broadcast was distributed. More...
 
struct  OrderType
 The following order types are available: More...
 
struct  OrderCondition
 Validity of Order. More...
 
struct  StopCondition
 Stop condition. More...
 
struct  StopOrderValidity
 Stop. More...
 
struct  Attention
 The field big_attention gives information about the trade. More...
 
struct  OrderStatus
 Order status. More...
 
struct  OrderState
 Order state. More...
 
struct  PriceDepthOption
 Option to query 5 or 10 price levels. More...
 
struct  DatabaseEvent
 Database event. More...
 
struct  HandlerState
 Status of the Handler. More...
 
struct  MarketType
 Defines the type of market. More...
 
struct  GroupType
 Type of group. More...
 
struct  OptionType
 Option type. More...
 
struct  UnderlyingType
 What type of underlying is it. More...
 
struct  CurrencyUnit
 Specifies the currency unit the instrument is traded in. More...
 
struct  PriceUnit
 The price unit for the underlying can be one of the following: More...
 
struct  ExerciseLimitUnit
 What type is the Exercise Limit Unit? More...
 
struct  FixedIncomeType
 Type of fixed income security. More...
 
struct  OptionStyle
 Defines the style of the option. More...
 
struct  RepoType
 Defines the type of the REPO (Repurchase agreement). More...
 
struct  KnockVariant
 Knock in/out variant. More...
 
struct  OptionBinaryVariant
 Defines the Option Binary Variants. More...
 
struct  OptionVariant
 Defines the option variant. More...
 
struct  ForwardStyle
 Defines if this an Series Group where corresponding Series Series are forward styled. More...
 
struct  SwapStyle
 Defines if this an Series Group where corresponding Series Series are swap styled. More...
 
struct  HiddenVolumeMethod
 Hidden Volume Method. More...
 
struct  PublicOrderInfo
 Public Order Info. More...
 
struct  CollateralType
 Defines the type of collateral. More...
 
struct  OrderChangeReason
 Defines why the order was changed. More...
 
struct  DealSource
 Refers to where the deal is created. More...
 
struct  WeekDays
 Week day flags. More...
 
struct  ActionOddLot
 Odd Lot, Action. More...
 
struct  SettlementPriceType
 Settlement Price Type. More...
 
struct  ExchangeOrderType
 This is bit-coded field for exchange specific order types and attributes. More...
 
struct  OpenCloseRequest
 Describes how the requested position account should be updated. More...
 
struct  TradeState
 In what state is the trade? More...
 
struct  TradeType
 What type of trade is it? More...
 
struct  LegalEventType
 Type, Legal Event. More...
 
struct  CommissionFormat
 Commission Format. More...
 
struct  PremiumUnit
 Premium Unit. More...
 
struct  TradeAccountType
 The account type for a trade. More...
 
struct  OpenClose
 Define the position update for the account. More...
 

Enumerations

enum  Enum { Warning, Error }
 
enum  Enum {
  UnknownError = 1, ConfigurationError, UserCallbackException, IncorrectLoginType,
  RuntimeError, InvalidArgument, InvalidOperation, SystemError,
  OutOfMemory, GeneralOmexApiError, UnknownSeries, InvalidSubscription,
  ApplicationError, PasswordExpiredError, PasswordWillExpireSoon
}
 
enum  Enum {
  Undefined = 0, HighFrequencyMarketData = 0x1, NormalMarketData = 0x2, NormalTrading = 0x4,
  TerminalTrading = 0x8
}
 
enum  Enum { Realtime, SnapshotOrHistory }
 
enum  Enum {
  Undefined = 0, Active = 1, Suspended = 2, Issued = 3,
  Delisted = 4
}
 
enum  Enum { Undefined = 0, Active = 1, Delisted = 2 }
 
enum  Enum { Spot = 0, DerivateBasedOnSpot = 1, DerivativeBasedOnInstrumentLevel1 = 2 }
 
enum  Enum { Odd = 1, Round = 2, Block = 3, AllOrNone = 4 }
 
enum  Enum {
  Undefined = 0, Rule1 = 1, Rule2 = 2, Rule3 = 3,
  Rule4 = 4, Rule5 = 5, Rule6 = 6, Rule7 = 7,
  Rule8 = 8, Rule11 = 11, Rule12 = 12
}
 
enum  Enum { BidAndAsk = 0, Bid = 1, Ask = 2 }
 
enum  Enum { PriceOnly = 0, VolumeIsValid = 0x1, NumberOfOrdersIsValid = 0x2 }
 
enum  Enum { Undefined = 0, Add = 1, Replace = 2, Delete = 3 }
 
enum  Enum { Yes = 1, No = 2, Off = 3 }
 
enum  Enum {
  Undefined, None = ' ', Up = '+', Down = '-',
  Same = '='
}
 
enum  Enum {
  None = 0, Refresh = 1, Deal = 2, Correction = 3,
  Delete = 4, Exclude = 5, Include = 6, Reset = 7
}
 
enum  Enum {
  Undefined = 0, Limit = 1, Market = 2, MarketToLimit = 3,
  Passive = 4, OnlyBest = 8, Best = 16, OddLot = 32,
  Imbalance = 64, PassiveToAggressive = 128, Force = 1 << 16, ShortSell = 2 << 16,
  MarketBid = 4 << 16, PriceStabilization = 8 << 16, OverrideCrossing = 16 << 16, AlwaysInactive = 128 << 16,
  SessionState = 256 << 16
}
 
enum  Enum {
  Bouncing = 0x0, RestOfDay = 0x100, Unlimited = 0x200, Minutes = 0x300,
  Hours = 0x400, Days = 0x500, CurrentMax = 0x600
}
 
enum  Enum {
  Undefined = 0, BestBidGreatEqualStopPrice = 1, BestBidLowEqualStopPrice = 2, BestOfferGreatEqualStopPrice = 3,
  BestOfferLowEqualStopPrice = 4, LastTradedPriceGreatEqualStopPrice = 5, LastTradedPriceLowEqualStopPrice = 6
}
 
enum  Enum { Undefined = 0, RestOfDay = 1, GTC = 2 }
 
enum  Enum {
  Undefined = 0, Resent = 1, ErrorLog = 2, DatePhase = 4,
  TradePrevBusinessDate = 16, Aggressive = 32, CloneFromSplit = 256, ReveresesOldTrade = 512,
  DealRectified = 1024, PurePositionTransfer = 16384, AutoNetting = 32768, RctDeal = 131072,
  DealCancelled = 262144, ForceFlag = 1048576, Day2Correction = 8388608, Day2GiveUp = 16777216,
  LongPosAdjustment = 33554432, ExcludedFromStat = 536870912
}
 
enum  Enum {
  Undefined = 0, AllExpired = 1, AllExecuted = 2, PartiallyExecutedRemainingExpired = 3,
  AllPlaced = 4, PartiallyExecutedRemainingPlaced = 6, CBNotExecuted = 17, CBPartiallyExecuted = 19,
  CBAllPlaced = 20, CBPartiallyExecutedRemainingPlaced = 22
}
 
enum  Enum {
  Undefined = 0, Preliminary = 1, Accepted = 2, Rejected = 3,
  PreliminaryEnter = 4, PreliminaryAlter = 5, PreliminaryDelete = 6, OrderAltered = 7,
  OrderDeleted = 8, Deleted = 9, Valid = 10, Inactive = 11
}
 
enum  Enum { PriceDepth5 = 5, PriceDepth10 = 10 }
 
enum  Enum { Undefined = 0, Add = 1, Remove = 2, Update = 3 }
 
enum  Enum {
  Disconnected, LoginInProgress, SnapshotInProgress, Ready,
  Error, Reconnecting
}
 
enum  Enum {
  Generic = 0, Stock = 1, FixedIncome = 2, Currency = 3,
  PowerAndEnergy = 4, Commodity = 5, Payment = 6, Index = 7,
  General = 8
}
 
enum  Enum {
  Undefined = 0, Option = 1, Forward = 2, Futures = 3,
  FRA = 4, Cash = 5, Payment = 6, ExchangeRate = 7,
  InterestRateSwap = 8, REPO = 9, SyntheticBoxLegOrReference = 10, StandardCombination = 11,
  Guarantee = 12, OTCGeneral = 13, EquityWarrant = 14, SecurityLending = 15
}
 
enum  Enum { Undefined = 0, Call = 1, Put = 2 }
 
enum  Enum {
  Undefined = 0, Stock = 1, Currency = 2, InterestRate = 3,
  Energy = 4, SoftAndAgrics = 5, Metal = 6, StockIndex = 7,
  CurrencyIndex = 8, InterestRateIndex = 9, EnergyIndex = 10, SoftsAndAgricsIndex = 11,
  MetalIndex = 12
}
 
enum  Enum { Undefined = 0, PrimaryUnit = 1, SecondaryUnit = 2, TertiaryUnit = 3 }
 
enum  Enum {
  Undefined = 0, Price = 1, Yield = 2, Points = 3,
  YieldDiff = 4, ImmIndex = 5, BasisPoints = 6, InvertedYield = 7,
  PercentageOfNominal = 8, DirtyPrice = 9, WorldscalePoint = 10
}
 
enum  Enum { Undefined = 0, AbsoluteValue = 1, Percentage = 2 }
 
enum  Enum { Undefined = 0, Bill = 1, Bond = 2, IndexLinkedBonds = 3 }
 
enum  Enum {
  Undefined = 0, American = 1, European = 2, Asian = 3,
  Bermudan = 4, KnockIn = 5, KnockOut = 6, Binary = 7,
  Ratchet = 8
}
 
enum  Enum {
  Undefined = 0, GC = 1, GCF = 2, Special = 3,
  SecurityLending = 4, IR_Swap = 5
}
 
enum  Enum { Undefined = 0, Down = 1, Up = 2 }
 
enum  Enum { Undefined = 0, CashOrNothing = 1, AssetOrNothing = 2 }
 
enum  Enum { Undefined = 0, Normal = 1, Cap = 2, Floor = 3 }
 
enum  Enum { Undefined = 0, Normal = 1, CfD = 2 }
 
enum  Enum {
  Undefined = 0, FixedFixed = 1, FixedFloat = 2, FloatFloat = 3,
  TomNext = 4, Generic = 5
}
 
enum  Enum { NoHiddenUsed = 0, Normal = 1, Additional = 2 }
 
enum  Enum {
  Undefined = 0, WithoutIdentity = 1, WithIdentity = 2, QueryWithoutIdentity = 3,
  QueryWithIdentity = 4
}
 
enum  Enum {
  Undefined = 0, CashCollateral = 1, Guarantee = 2, MemberDeposit = 3,
  Certificate = 4, FixedIncome = 5, Equity = 6
}
 
enum  Enum {
  Undefined = 0, Delete = 1, Stopped = 2, Deal = 3,
  Inactive = 4, Change = 5, Add = 6, ModMkt = 7,
  ModPrice = 8, SystemDelete = 9, ProxyDelete = 10, Recalculated = 11,
  ActivatedStop = 12, HvRecalc = 13, LimitChangeDel = 15, SystemDelDay = 19,
  IssDel = 20, IssInactivate = 21, InactivatePurge = 23, Reload = 30,
  ReloadIntraday = 31, AuctionDelete = 34, LimitChangeInactivate = 35, LimitChangeActivate = 36,
  ActivateSso = 37, InactivateSso = 38, DeleteCrossingOrder = 43
}
 
enum  Enum {
  Undefined = 0, Auto = 1, Manually = 2, DealOutsideDifferent = 3,
  DealOutsideDifferentOm = 4, DealOutsideSame = 5, DealOutsideSameOm = 6, AutoCombo = 7,
  SwapBox = 8, AutoInternal = 9, SwapBoxInternal = 10, AfterOutsideDiff = 11,
  AfterOutsideDiffOm = 12, AfterOutsideSame = 13, AfterOutsideSameOm = 14, InternallyBasis = 15,
  ManualReversing = 16, BasisTrade = 17, Correction = 18, InternallyCreated = 19,
  OpenAllocation = 20, Pqr = 21, PqrPackage = 22, InternalCombo = 23,
  InternalTM = 24, InternalAverage = 25, InternalStrip = 26, DeltaHedge = 27,
  InternalBundle = 28, BulletinBoardTrade = 32, BulletinBoardTradeStdCombo = 33, BulletinBoardTradeNonStdCombo = 34,
  BulletinBoardTradeNonStdComboE = 35, TailorMadeCombination = 36, NonStdCombo = 37, BlockTradeFacility = 38,
  OutsideCombo = 39, ExternalVendor = 40, NoPrice = 41, PriorityCrossing = 42,
  ComboVsOutright = 43, AveragePriceTrade = 128, IntermediateAveragePriceTrade = 129, GiveUp = 130,
  TransferWithPrice = 131, TransferMisclear = 132, EFP = 133, Spread = 134,
  APS = 135, AdjustWithoutPrice = 136, AdjustWithPrice = 137, CTrade = 138
}
 
enum  Enum {
  Undefined = 0, Monday = 0x01, Tuesday = 0x02, Wednesday = 0x04,
  Thursday = 0x08, Friday = 0x10, Saturday = 0x20, Sunday = 0x40
}
 
enum  Enum { Undefined = 0, NoAction = 1, Delete = 2 }
 
enum  Enum {
  Undefined = 0, Both = 1, UsedForNetChangeCalculation = 2, ForSeriesGeneration = 3,
  IndicativeFinal = 8
}
 
enum  Enum {
  Undefined = 0, Force = 1, ShortSell = 2, MarketBid = 4,
  PriceStabilization = 8, OverrideCrs = 16, AlwaysInactive = 128, SessionState = 256
}
 
enum  Enum {
  Default = 0, Open = 1, Close = 2, MandatoryClose = 3,
  SetToDefault = 4
}
 
enum  Enum {
  Undefined = 0, Active = 1, Rectified = 2, Deleted = 3,
  Transferred = 4
}
 
enum  Enum {
  Undefined = 0, Standard = 1, Transitory = 2, Overtaking = 3,
  Reversing = 4, Transfer = 5, Exercise = 6, Assign = 7,
  Closing = 8, Issue = 9, NewContract = 10, Delivery = 11,
  DummyTrade = 12, Alias = 13, Offsetting = 14, Superseding = 15,
  StateChange = 16, GiveUp = 17, TakeUp = 18
}
 
enum  Enum {
  None = 0, Holding = 1, HoldingIndirectly = 2, Pending = 3,
  Active = 4, Completed = 5, Rejected = 6, BusinessCompleted = 7,
  Delivered = 8, Rectified = 9, Deleted = 10, PendingRectify = 11,
  Expired = 12, PendingAuthorize = 13
}
 
enum  Enum { Undefined = 0, Decimal = 1, BasisPoint = 2, AbsoluteValue = 3 }
 
enum  Enum {
  Undefined = 0, Price = 1, Yield = 2, Points = 3,
  YieldDiff = 4, IMMIndex = 5, BasisPoints = 6, InvertedYield = 7,
  PercentageOfNominal = 8, DirtyPrice = 9, WorldscalePoint = 10
}
 
enum  Enum { Undefined = 0, Customer = 1, Firm = 2, MarketMaker = 3 }
 
enum  Enum { Undefined = 0, Open = 1, Close = 2 }
 

Functions

AccountType::Enum operator| (AccountType::Enum a, AccountType::Enum b)
 Typed logical operator.
 
OrderType::Enum operator| (OrderType::Enum a, OrderType::Enum b)
 Typed logical operator.
 

Detailed Description

Enumeration Type Documentation

enum Enum
Enumerator
Warning 

Some errors, but handler can continue work.

Error 

Handler can not continue work.

enum Enum
Enumerator
ConfigurationError 

Error in configuration settings.

UserCallbackException 

Error in user code handling a callback.

IncorrectLoginType 

Operation is not allowed for given login type.

RuntimeError 

Error data was received or some object become to an invalid state.

InvalidArgument 

Invalid argument provided.

InvalidOperation 

Operation can not be executed in given object state.

SystemError 

System-level error, like socket or file access error.

OutOfMemory 

Out of memory.

GeneralOmexApiError 

Error during call of omex API.

UnknownSeries 

Unknown series in broadcast.

ApplicationError 

General application-level error.

PasswordExpiredError 

Password has expired.

PasswordWillExpireSoon 

Password will expire in some days.

enum Enum
Enumerator
Undefined 

Undefined.

Active 

(both expired and not expired)

Suspended 

Temporarily stopped.

Issued 

Temporarily stopped.

Delisted 

Delisted.

enum Enum
Enumerator
Spot 

Spot.

DerivateBasedOnSpot 

Derivate based on spot.

DerivativeBasedOnInstrumentLevel1 

Derivative based on instrument level 1.

enum Enum
Enumerator
Odd 

Odd Lot.

Round 

Round Lot.

Block 

Block Lot.

AllOrNone 

All or None Lot.

Used to define which multiple of the order quantity that is allowed for All or None orders. In order transactions an All or None order is sent with block size = 0.

enum Enum
Enumerator
Undefined 

Undefined rule.

Rule1 
  1. Price2. Time
Rule2 
  1. Inverted Price2. Time
Rule3 
  1. Price2. Traders before MM
  2. Time
Rule4 
  1. Inverted Price2. Traders before MM
  2. Time
Rule5 
  1. Price2. MM before Traders
  2. Time
Rule6 
  1. Inverted Price2. MM before Traders
  2. Time
Rule7 
  1. Price2. Baits before Normal Orders
  2. Time
Rule8 
  1. Inverted Price2. Baits before Normal Orders
  2. Time
Rule11 
  1. Price2. Own Orders
  2. Time
Rule12 
  1. Inverted Price2. Own Orders
  2. Time
enum Enum
Enumerator
Undefined 

Undefined.

Add 

A price depth item should be added.

Replace 

A price depth item should replace an existing one.

Delete 

One or several price depth items should be deleted.

enum Enum
Enumerator
Off 

The hidden volume indication is not enabled by the exchange.

enum Enum
Enumerator
Undefined 

The value is undefined.

enum Enum
Enumerator
None 

Void and not used.

Refresh 

Sent due to refresh of data.

Deal 

Sent due to execution of deal.

Correction 

Sent due to correction of data.

Delete 

Sent due to deletion of deal.

Exclude 

Sent due to exclusion of deal in trade statistics.

Include 

Sent due to re-inclusion of deal in trade statistics.

Reset 

Sent due to reset of trade statistics.

enum Enum
Enumerator
Undefined 

Undefined.

Limit 

Limit order.

Market 

Market order.

MarketToLimit 

This is a market order that is converted to a limit order when a price has been assigned.

Passive 

Passive order.

OnlyBest 

Only best order.

Best 

Best order.

OddLot 

Odd lot order.

Imbalance 

Imbalance order.

PassiveToAggressive 

Passive to aggressive order.

Force 

Force.

ShortSell 

Short Sell.

MarketBid 

Market Bid.

PriceStabilization 

Price Stabilization.

OverrideCrossing 

Override Crossing.

AlwaysInactive 

Always Inactive.

SessionState 

Sleeping order on entry.

enum Enum
Enumerator
Bouncing 

The order will not be stored in the order book after the completion of order transaction,.

if the order is not fully matched. Validity time in order be set to zero.

RestOfDay 

The order will be stored in the order book for the remainder of the business day.

Validity time in order should be set to zero.

Unlimited 

The order will be stored in the order book until the instrument expires.

Validity time in order should be set to zero.

Minutes 

The order will be stored in the order book for the number of minutes specified in validity time.

Hours 

The order will be stored in the order book for the number of hours specified in validity time.

Days 

The order will be stored in the order book for the number of days specified in validity time.

CurrentMax 

The order will be stored in the order book for the maximum amount of time allowed for the instrument.

Validity time in order should be set to zero.

enum Enum
Enumerator
Undefined 

Undefined.

BestBidGreatEqualStopPrice 

Best Bid >= Stop Price.

BestBidLowEqualStopPrice 

Best Bid <= Stop Price.

BestOfferGreatEqualStopPrice 

Best Offer >= Stop Price.

BestOfferLowEqualStopPrice 

Best Offer <= Stop Price.

LastTradedPriceGreatEqualStopPrice 

Last Traded Price >= Stop Price.

LastTradedPriceLowEqualStopPrice 

Last Traded Price <= Stop Price.

enum Enum
Enumerator
RestOfDay 

Day lifetime.

GTC 

Good-till-cancel Stop Order.

enum Enum
Enumerator
Resent 

The trade might have been subject to a retransition from the matching system to deal capture.

ErrorLog 

The trade has an entry in the error log, retrievable with CQ22 with error identity as trade number.

DatePhase 

The trade date and the business date are not the same, menaing trades are created later than 24:00.

Or in other words; as_of and created times contains a business_date that does not correspond to the site's date.

TradePrevBusinessDate 

The trade was made the previous business date for clearing next day.

Aggressive 

The trade is created from an aggressive order that is, the trade (part of a deal) is the part created by an incoming order (as opposed to the part - one or more - that was already stored in the order book).

CloneFromSplit 

The trade is a clone created in a split.

ReveresesOldTrade 

The trade reverses a trade from previous date.

DealRectified 

The trade is created or nullified in a deal rectification.

PurePositionTransfer 

The trade represents a pure position transfer operation.

AutoNetting 

The trade results from an auto-netting operation.

RctDeal 

The overtaking trade is created by a rectify deal operation.

DealCancelled 

The trade is created by a cancel/annul deal operation.

ForceFlag 

Force Order flag from Marketplace.

Day2Correction 

Trade created during correction of an old deal or position closeout/reinstatement for an historical date.

Day2GiveUp 

Trade created due to give-up of an old trade.

LongPosAdjustment 

Trade created due to a long position adjustment.

ExcludedFromStat 

Trade belongs to a deal that has been excluded from trade statistics.

enum Enum
Enumerator
Undefined 

Order status is undefined.

AllExpired 

No part of the order placed in the Order book and no part closed.

AllExecuted 

The whole order closed.

PartiallyExecutedRemainingExpired 

The order partially closed and nothing placed in the Order Book.

AllPlaced 

The whole order placed in the Order Book.

PartiallyExecutedRemainingPlaced 

The order partially placed in the Order Book and partially closed.

CBNotExecuted 

Circuit breaker started, no part of the order placed in the Order Book and no part closed.

CBPartiallyExecuted 

Circuit breaker started, the order partially closed and nothing placed in the OrderBook.

CBAllPlaced 

Circuit breaker started, whole order order numberin Order Book.

CBPartiallyExecutedRemainingPlaced 

Circuit breaker started, the order order number partially placed in the Order Book and partially closed.

enum Enum
Enumerator
Undefined 

Undefined.

Preliminary 

Preliminary.

Accepted 

Accepted.

Rejected 

Rejected.

PreliminaryEnter 

PreliminaryEnter.

PreliminaryAlter 

PreliminaryAlter.

PreliminaryDelete 

PreliminaryDelete.

OrderAltered 

OrderAltered.

OrderDeleted 

OrderDeleted.

Deleted 

Deleted.

Valid 

Active (valid) order.

Inactive 

Inactive order.

enum Enum
Enumerator
PriceDepth5 

Depth of 5 levels.

PriceDepth10 

Depth of 10 levels.

enum Enum
Enumerator
Undefined 

Undefined.

Add 

Add.

Remove 

Remove.

Update 

Update.

enum Enum
Enumerator
Disconnected 

Disconnected.

LoginInProgress 

Login in progress.

SnapshotInProgress 

Snapshot in progress.

Ready 

Handler ready.

Error 

Handler in error state (user needs to call Handler::restartAsync or Handler::logoutAsync or just destroy handler)

Reconnecting 

Handler tries to reconnect (please see Settings::connectionRetries)

enum Enum
Enumerator
Undefined 

Udnefined.

PrimaryUnit 

Primary Unit.

SecondaryUnit 

Secondary Unit.

TertiaryUnit 

Tertiary Unit.

enum Enum
Enumerator
Undefined 

Undefined.

Price 

Price.

Yield 

Yield.

Points 

Points.

YieldDiff 

Yield Diff.

ImmIndex 

IMM Index.

BasisPoints 

Basis Points.

InvertedYield 

Inverted Yield.

PercentageOfNominal 

Percentage of Nominal.

DirtyPrice 

Dirty Price.

WorldscalePoint 

Worldscale.

enum Enum
Enumerator
Undefined 

Udnefined.

AbsoluteValue 

Absolute Value.

Percentage 

Percentage (%)

enum Enum
Enumerator
Undefined 

Undefined.

Bill 

Bill.

Bond 

Bond.

IndexLinkedBonds 

Index linked bonds.

enum Enum
Enumerator
CashOrNothing 

Pays out a predefined cash amount in case the option is in the money.

Otherwise (out of the money), no money at all is paid out.

AssetOrNothing 

Two different assets with corresponding dependencies on strike price determine whether a predefined amount of cash shall be paid out.

There exists four different types of Asset-or-Nothing options: Call, Put, Downup and Up-down.

enum Enum
Enumerator
WithoutIdentity 

The order information is distributed with broadcast BO2 and the answer of query MQ7 is without identity.

WithIdentity 

The order information is distributed with broadcast BO1 and the answer of query MQ7 is with identity.

QueryWithoutIdentity 

The answer of MQ7 is without identity. No BO2 generated.

QueryWithIdentity 

The answer of MQ7 is with identity. No BO1 generated.

enum Enum
Enumerator
Undefined 

Undefined.

CashCollateral 

Cash Collateral.

Guarantee 

Guarantee.

MemberDeposit 

Member Deposit.

Certificate 

Certificate.

FixedIncome 

Fixed Income.

Equity 

Equity.

enum Enum
Enumerator
Undefined 

Undefined.

Delete 

Order deleted.

Stopped 

Order book stopped.

Deal 

Deal.

Inactive 

Order inactivated.

Change 

Order altered.

Add 

Order added or activated.

ModMkt 

Market order converted. Modified to EP during auction if an auction (market) order is modified during auction.

ModPrice 

Order price changed. Modified to EP at open if an auction (market) order is modified at open.

SystemDelete 

Order deleted by central system. Deleted by system if the order is deleted by the central system.

ProxyDelete 

Order deleted by proxy. Deleted by proxy if the order is deleted by proxy transaction.

Recalculated 

Bait order recalculated.

ActivatedStop 

Stop order activated.

HvRecalc 

Hidden volume order recalculated.

LimitChangeDel 

Order deleted due to changed price limits. Order deleted due to new price limits and the order premium is outside the new limits.

SystemDelDay 

Order deleted by central system. Order removed by remove day orders flag.

IssDel 

Deleted by system due to Instrument Session change.

IssInactivate 

Inactivated by system due to Instrument Session change.

InactivatePurge 

Inactivated due to Purge.

Reload 

Order reload at normal system start.

ReloadIntraday 

Order reload at intraday Market Place restart.

AuctionDelete 

Market (Auction) order deleted during auction.

LimitChangeInactivate 

Order inactivated due to changed price limits. Order inactivated due to new price limits and the order premium is outside the new limits.

LimitChangeActivate 

Order activated due to changed price limits. Order activated due to new price limits and the order premium is inside the new limits.

ActivateSso 

Order activated due to new session state.

InactivateSso 

Order inactivated due to new session state.

DeleteCrossingOrder 

Crossing order deleted.

enum Enum
Enumerator
Undefined 

Undefined.

Auto 

Matched by system, automatically.

Manually 

Matched by system, manually.

DealOutsideDifferent 

Matched outside exchange, different brokers.

DealOutsideDifferentOm 

Matched outside exchange, different brokers, reg. by exchange.

DealOutsideSame 

Matched outside exchange, one broker.

DealOutsideSameOm 

Matched outside exchange, different brokers, reg. by exchange.

AutoCombo 

Combination order matched against another combination order when matched by the Exchange, electronically.

SwapBox 

Deal in a Swap Box instrument.

AutoInternal 

Matched electronically, member internal.

SwapBoxInternal 

Deal in a Swap Box instrument, member internal.

AfterOutsideDiff 

After market closure, outside system, different brokers.

AfterOutsideDiffOm 

After market closure, outside system, different brokers, registered by the exchange.

AfterOutsideSame 

After market closure, outside system, one broker.

AfterOutsideSameOm 

After market closure, outside system, one broker, registered by the exchange.

InternallyBasis 

Internally created basis trade.

ManualReversing 

Reversing deal made by the exchange manually.

BasisTrade 

Basis trade.

Correction 

Correction of trade.

InternallyCreated 

Internally created.

OpenAllocation 

Deal made at the end of an auction.

Pqr 

Private request for quote.

PqrPackage 

Package private request for quote.

InternalCombo 

Internally from combo.

InternalTM 

Internally from TM.

InternalAverage 

Internally from average.

InternalStrip 

Internally from strip.

DeltaHedge 

Delta hedge.

InternalBundle 

CL bundle deal.

BulletinBoardTrade 

Trade from Bulletin Board.

BulletinBoardTradeStdCombo 

Trade from Bulletin Board, standard combo.

BulletinBoardTradeNonStdCombo 

Trade from Bulletin Board, non-standard combo.

BulletinBoardTradeNonStdComboE 

Trade from Bulletin Board, non-standard combo.

TailorMadeCombination 

Tailor-made combination.

NonStdCombo 

Non-standard combination.

BlockTradeFacility 

Outside the Exchange, block trade facility.

OutsideCombo 

Matched outside the Exchange, combinations.

ExternalVendor 

Outside the Exchange, block trade facility.

NoPrice 

No Deal Price.

PriorityCrossing 

Priority crossing.

ComboVsOutright 

Combination matched outright legs.

AveragePriceTrade 

Trade resulting from an Average Price Trade transaction.

IntermediateAveragePriceTrade 

Intermediate trade created in an Average Price Trade transaction.

GiveUp 

Trade resulting from a giveup transaction.

TransferWithPrice 

Trade transfer.

TransferMisclear 

Misclear.

EFP 

Exchange for physical (EFP).

Spread 

Spread trade.

APS 

Average price system (APS).

AdjustWithoutPrice 

Adjustment without price.

AdjustWithPrice 

Adjustment with price.

CTrade 

Deal executed at CTrade.

enum Enum
Enumerator
Undefined 

Undefined.

Monday 

Monday.

Tuesday 

Tuesday.

Wednesday 

Wednesday.

Thursday 

Thursday.

Friday 

Friday.

Saturday 

Saturday.

Sunday 

Sunday.

enum Enum
Enumerator
Undefined 

Undefined.

NoAction 

NoAction.

Delete 

Delete.

enum Enum
Enumerator
Undefined 

Undefined.

Both 

Both.

UsedForNetChangeCalculation 

Used for Net Change Calculation.

ForSeriesGeneration 

For Series Generation.

IndicativeFinal 

Indicative final.

enum Enum
Enumerator
Undefined 

Undefined.

Force 

Force.

ShortSell 

Short sell order condition (exchange specific).

MarketBid 

Market bid order condition (exchange specific).

PriceStabilization 

Price stabilization order condition (exchange specific).

OverrideCrs 

Override crossing condition (exchange specific).

AlwaysInactive 

Always centrally inactive order, not possible to activate. Only valid for transactions to enter inactive orders (exchange specific).

SessionState 

Sleeping order on entry. When the active Session State is changed to the one given in the order, the order is triggered and entered into the order book.

enum Enum
Enumerator
Default 

Default for the account.

Open 

Open.

Close 

Close/net.

MandatoryClose 

Mandatory close.

SetToDefault 

Set to default to the account (valid only for alter order).

enum Enum
Enumerator
Undefined 

Undefined.

Active 

The trade is active.

Rectified 

The trade has been rectified.

Deleted 

The trade has been deleted.

Transferred 

The trade has been transferred.

enum Enum
Enumerator
Undefined 

Undefined.

Standard 

The trade is a normally registered trade.

Transitory 

The trade is placed on a transitory account.

Overtaking 

The trade is a result of a rectify operation.

Reversing 

The trade is a result of a rectify operation.

Transfer 

The trade is a result of a transfer from a daily account.

Exercise 

The trade is an exercising part in an exercise operation.

Assign 

The trade is an assign part in an exercise operation.

Closing 

The trade is a result of a closing series operation.

Issue 

Issue.

NewContract 

The trade is a result where delivery is new contract.

Delivery 

Delivery.

DummyTrade 

Dummy Trade.

Alias 

Alias.

Offsetting 

Offsetting.

Superseding 

Superseding.

StateChange 

State change.

GiveUp 

Give Up.

TakeUp 

Take Up.

enum Enum
Enumerator
None 

None.

Holding 

Object is holding and awaits countersign.

HoldingIndirectly 

Object is awaiting a holding object.

Pending 

Object is awaiting a later operation.

Active 

Object has been confirmed, if it was originally holding.

Completed 

A pending object has been completed.

Rejected 

Object has been rejected.

BusinessCompleted 

Realtime events done. This value is logically between Active and Completed.

Delivered 

Object has been completed due to delivery.

Rectified 

Rectified.

Deleted 

Deleted.

PendingRectify 

Pending rectify.

Expired 

Expired.

PendingAuthorize 

Pending Authorize.

enum Enum
Enumerator
Undefined 

Undefined.

Decimal 

Decimal.

BasisPoint 

Basis Point.

AbsoluteValue 

Absolute Value.

enum Enum
Enumerator
Undefined 

Undefined.

Price 

Price.

Yield 

Yield.

Points 

Points.

YieldDiff 

Yield Diff.

IMMIndex 

IMM Index.

BasisPoints 

Basis Points.

InvertedYield 

Inverted Yield.

PercentageOfNominal 

Percentage of Nominal.

DirtyPrice 

Dirty Price.

WorldscalePoint 

Worldscale Point.

enum Enum
Enumerator
Undefined 

Undefined.

Customer 

Customer.

Firm 

Firm.

MarketMaker 

Market Maker.

enum Enum
Enumerator
Undefined 

Undefined.

Open 

Open.

Close 

Close.