TradingState Struct Reference

Trading State. More...

Public Member Functions
std::string	toString () const
	String representation.
	TradingState (TradingStateId id)
	Constructor. More...

Public Attributes
TradingStateId	id
	Trading State Number. More...
std::string	name
	Trading State Name. More...
uint16	issDefWarningInterval
	Warning Interval, Default for ISS. More...
uint16	issDefNumOfWarnings
	Number of Warnings, Default for ISS. More...
uint16	stateTypeNumber
	State Type Number. More...
bool	continuesMatching
	Matching, Open. More...
bool	tradingEnd
	End of Trading. More...
bool	priceQuotationRequired
	Price, Quotation Required. More...
bool	marketOrdersAllowed
	Market Orders, Allowed. More...
bool	fillOrKillAllowed
	Fill or Kill Allowed. More...
bool	fillAndKillAllowed
	Fill and Kill Allowed. More...
bool	editedObChangesAvail
	Edited Price Information Available. More...
bool	obChangesAvail
	Order Book Changes Available. More...
bool	endOfClearingDay
	End of Clearing Day. More...
bool	oddLotAllwd
	Odd Lot, Allowed. More...
ActionOddLot::Enum	actionOddLot
	Odd Lot, Action. More...
uint8	statePriority
	State Priority. More...

Detailed Description

Trading State.

Constructor & Destructor Documentation

TradingState ( TradingStateId  id )

explicit

Constructor.

Parameters

id	Trading State ID.

Member Data Documentation

ActionOddLot::Enum actionOddLot

Odd Lot, Action.

Action to take for existing odd lot orders when entering the state.

bool continuesMatching

Matching, Open.

Automatic matching open in the state.

bool editedObChangesAvail

Edited Price Information Available.

Price Information broadcasts available during the state.

bool endOfClearingDay

End of Clearing Day.

Indicates if this state is the start for trading on T+1 basis, implying that such trades will be subject to After Business processing the following clearing day.

bool fillAndKillAllowed

Fill and Kill Allowed.

Fill and Kill allowed during the state.

bool fillOrKillAllowed

Fill or Kill Allowed.

Fill or Kill allowed during the state.

TradingStateId id

Trading State Number.

The binary representation of the Trading State or Instrument Session State. Available values can be fetched by means of the Query Trading State.

Value 0 is distributed when an Instrument Session State ends.

uint16 issDefNumOfWarnings

Number of Warnings, Default for ISS.

The default number of warnings if using the state as an Instrument Session State.

uint16 issDefWarningInterval

Warning Interval, Default for ISS.

The default warning interval in seconds when using the state as an Instrument Session State.

bool marketOrdersAllowed

Market Orders, Allowed.

Are market orders allowed during the state.

std::string name

Trading State Name.

The ASCII representation of the trading state.

bool obChangesAvail

Order Book Changes Available.

Order book changes available during the state.

bool oddLotAllwd

Odd Lot, Allowed.

Is odd lot orders allowed during the state?

bool priceQuotationRequired

Price, Quotation Required.

Price Quotation supervision enabled during the state.

uint8 statePriority

State Priority.

The priority of the State, either the Trading Session State or Instrument Session State.

The State Priority is a number between 1 - 255. 0 (zero) is for internal usage only.

A higher priority has a higher number.

uint16 stateTypeNumber

State Type Number.

Numeric identification of the State Type.

bool tradingEnd

End of Trading.

Indicates if this state is the end of the trading day.