OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
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Enumerations.cpp
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/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Access to and use of the software is governed by the terms of the applicable ONIXS Software
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* Services Agreement (the Agreement) and Customer end user license agreements granting
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* a non-assignable, non-transferable and non-exclusive license to use the software
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* for it's own data processing purposes under the terms defined in the Agreement.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* of this source code or associated reference material to any other location for further reproduction
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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#include <sstream>
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#include <
OnixS/SgxTitan/MarketData/Itch/Enumerations.h
>
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#include <util/Converter.h>
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#include <util/String.h>
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#include "
SerializationUtils.h
"
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#include "NamespaceHelper.h"
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ONIXS_HANDLER_NAMESPACE_BEGIN
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ONIXS_ENUM_TO_STR_BEGIN
(
MessageType
)
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ONIXS_ENUM_TO_STR_ENTRY
(Seconds)
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ONIXS_ENUM_TO_STR_ENTRY
(OrderBookDirectory)
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ONIXS_ENUM_TO_STR_ENTRY
(CombinationOrderBookLeg)
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ONIXS_ENUM_TO_STR_ENTRY
(TickSizeTableEntry)
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ONIXS_ENUM_TO_STR_ENTRY
(SystemEvent)
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ONIXS_ENUM_TO_STR_ENTRY
(OrderBookState)
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ONIXS_ENUM_TO_STR_ENTRY
(AddOrder)
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ONIXS_ENUM_TO_STR_ENTRY
(OrderExecuted)
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ONIXS_ENUM_TO_STR_ENTRY
(OrderExecutedWithPrice)
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ONIXS_ENUM_TO_STR_ENTRY
(OrderReplace)
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ONIXS_ENUM_TO_STR_ENTRY
(OrderDelete)
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ONIXS_ENUM_TO_STR_ENTRY
(Trade)
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ONIXS_ENUM_TO_STR_ENTRY
(EquilibriumPriceUpdate)
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ONIXS_ENUM_TO_STR_END
(
MessageType
);
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ONIXS_ENUM_TO_STR_BEGIN
(
FinancialProduct
)
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ONIXS_ENUM_TO_STR_ENTRY
(Option)
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ONIXS_ENUM_TO_STR_ENTRY
(Forward)
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ONIXS_ENUM_TO_STR_ENTRY
(Future)
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ONIXS_ENUM_TO_STR_ENTRY
(FRA)
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ONIXS_ENUM_TO_STR_ENTRY
(Cash)
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ONIXS_ENUM_TO_STR_ENTRY
(Payment)
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ONIXS_ENUM_TO_STR_ENTRY
(ExchangeRate)
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ONIXS_ENUM_TO_STR_ENTRY
(InterestRateSwap)
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ONIXS_ENUM_TO_STR_ENTRY
(REPO)
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ONIXS_ENUM_TO_STR_ENTRY
(SyntheticBoxLegOrReference)
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ONIXS_ENUM_TO_STR_ENTRY
(StandardCombination)
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ONIXS_ENUM_TO_STR_ENTRY
(Guarantee)
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ONIXS_ENUM_TO_STR_ENTRY
(OtcGeneral)
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ONIXS_ENUM_TO_STR_ENTRY
(EquityWarrant)
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ONIXS_ENUM_TO_STR_ENTRY
(SecurityLending)
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ONIXS_ENUM_TO_STR_END
(
FinancialProduct
);
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ONIXS_ENUM_TO_STR_BEGIN
(
LegSide
)
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ONIXS_ENUM_TO_STR_ENTRY
(AsDefined)
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ONIXS_ENUM_TO_STR_ENTRY
(Opposite)
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ONIXS_ENUM_TO_STR_END
(
LegSide
);
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ONIXS_ENUM_TO_STR_BEGIN
(
EventCode
)
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ONIXS_ENUM_TO_STR_ENTRY
(StartOfMessages)
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ONIXS_ENUM_TO_STR_ENTRY
(EndOfMessages)
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ONIXS_ENUM_TO_STR_END
(
EventCode
);
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ONIXS_ENUM_TO_STR_BEGIN
(
Side
)
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ONIXS_ENUM_TO_STR_ENTRY
(Buy)
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ONIXS_ENUM_TO_STR_ENTRY
(Sell)
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ONIXS_ENUM_TO_STR_END
(
Side
);
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ONIXS_ENUM_TO_STR_BEGIN
(
TradeSide
)
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ONIXS_ENUM_TO_STR_ENTRY
(AnonymousMarkets)
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ONIXS_ENUM_TO_STR_ENTRY
(Buy)
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ONIXS_ENUM_TO_STR_ENTRY
(Sell)
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ONIXS_ENUM_TO_STR_END
(
TradeSide
);
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ONIXS_ENUM_TO_STR_BEGIN
(
LotType
)
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ONIXS_ENUM_TO_STR_ENTRY
(RoundLot)
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ONIXS_ENUM_TO_STR_END
(
LotType
);
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ONIXS_ENUM_TO_STR_BEGIN
(
PutOrCall
)
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ONIXS_ENUM_TO_STR_ENTRY
(Undefined)
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ONIXS_ENUM_TO_STR_ENTRY
(Call)
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ONIXS_ENUM_TO_STR_ENTRY
(Put)
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ONIXS_ENUM_TO_STR_END
(
PutOrCall
);
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ONIXS_ENUM_TO_STR_BEGIN
(
OccurredAtCross
)
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ONIXS_ENUM_TO_STR_ENTRY
(Yes)
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ONIXS_ENUM_TO_STR_ENTRY
(No)
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ONIXS_ENUM_TO_STR_END
(
OccurredAtCross
);
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ONIXS_ENUM_TO_STR_BEGIN
(
Printable
)
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ONIXS_ENUM_TO_STR_ENTRY
(Yes)
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ONIXS_ENUM_TO_STR_ENTRY
(No)
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ONIXS_ENUM_TO_STR_END
(
Printable
);
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ONIXS_HANDLER_NAMESPACE_END
OnixS::SgxTitan::MarketData::Itch::OccurredAtCross
OccurredAtCross.
Definition:
Enumerations.h:329
OnixS::SgxTitan::MarketData::Itch::Printable
Printable.
Definition:
Enumerations.h:357
OnixS::SgxTitan::MarketData::Itch::PutOrCall
PutOrCall.
Definition:
Enumerations.h:298
OnixS::SgxTitan::MarketData::Itch::LotType
LotType.
Definition:
Enumerations.h:273
ONIXS_ENUM_TO_STR_END
#define ONIXS_ENUM_TO_STR_END(Enumeration)
Definition:
SerializationUtils.h:154
OnixS::SgxTitan::MarketData::Itch::EventCode
EventCode.
Definition:
Enumerations.h:186
Enumerations.h
ONIXS_ENUM_TO_STR_BEGIN
#define ONIXS_ENUM_TO_STR_BEGIN(Enumeration)
Definition:
SerializationUtils.h:128
OnixS::SgxTitan::MarketData::Itch::MessageType
MessageType.
Definition:
Enumerations.h:30
SerializationUtils.h
OnixS::SgxTitan::MarketData::Itch::TradeSide
TradeSide.
Definition:
Enumerations.h:242
OnixS::SgxTitan::MarketData::Itch::LegSide
LegSide.
Definition:
Enumerations.h:158
ONIXS_ENUM_TO_STR_ENTRY
#define ONIXS_ENUM_TO_STR_ENTRY(Value)
Definition:
SerializationUtils.h:142
OnixS::SgxTitan::MarketData::Itch::FinancialProduct
FinancialProduct.
Definition:
Enumerations.h:91
OnixS::SgxTitan::MarketData::Itch::Side
Side.
Definition:
Enumerations.h:214