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. | |
enum Enum |
Enumerator | |
---|---|
Warning |
Some errors, but handler can continue work. |
Error |
Handler can not continue work. |
enum Enum |
enum Enum |
enum Enum |
enum Enum |
enum Enum |
enum Enum |
enum Enum |
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 |
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 | |
LastTradedPriceLowEqualStopPrice |
enum Enum |
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 |
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 |
enum Enum |
enum Enum |
enum Enum |
enum Enum |
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 |
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 |
enum Enum |
enum Enum |
enum Enum |
enum Enum |
enum Enum |
enum Enum |
Enumerator | |
---|---|
Undefined |
Undefined. |
Customer |
Customer. |
Firm |
Firm. |
MarketMaker |
Market Maker. |