OnixS Thomson Reuters Matching API (MAPI) Market Data Handler for C++  1.6.0.0
Public Types | List of all members
ActivityType Struct Reference

Public Types

enum  Enum {
  Undefined = 0, Type1 = 1, Type2 = 2, Type3 = 3,
  Type4 = 4, Type5 = 5, Type6 = 6, Type7 = 7,
  Type8 = 8, Type9 = 9, Type10 = 10, Type11 = 11,
  Type12 = 12, Type13 = 13, Type14 = 14, Type15 = 15,
  Type16 = 16, Type17 = 17, Type18 = 18, Type19 = 19,
  Type20 = 20, Type21 = 21, Type22 = 22, Type23 = 23,
  Type24 = 24, Type25 = 25, Type26 = 26, Type27 = 27,
  Type28 = 28, Type29 = 29, Type30 = 30, Type31 = 31,
  Type32 = 32, Type33 = 33, Type34 = 34, Type35 = 35,
  Type36 = 36, Type37 = 37, Type38 = 38, Type39 = 39,
  Type40 = 40, Type41 = 41, Type42 = 42, Type43 = 43,
  Type44 = 44, Type45 = 45, Type46 = 46, Type47 = 47,
  Type48 = 48, Type49 = 49, Type50 = 50, Type51 = 51,
  Type52 = 52, Type53 = 53, Type54 = 54, Type55 = 55,
  Type56 = 56, Type57 = 57, Type58 = 58, Type59 = 59,
  Type60 = 60, Type61 = 61, Type62 = 62, Type63 = 63,
  Type64 = 64, Type65 = 65, Type66 = 66, Type67 = 67,
  Type68 = 68
}
 

Member Enumeration Documentation

enum Enum

Enumerator
Undefined 

Undefined.

Type1 

" " trade price, no tick

Type2 

#20DE# trade price, up tick or zero up tick

Type3 

#20FE# trade price, down tick or zero down tick

Type4 

" S" settlement price

Type5 

"OB" first half of open range, bid price

Type6 

"OA" first half of open range, ask price

Type7 

"OT" first half of open range, trade price

Type8 

"OH" first half of open range, high price

Type9 

"OL" first half of open range, low price

Type10 

"CB" first half of closing range, bid price

Type11 

"CA" first half of closing range, ask price

Type12 

"CT" first half of closing range, trade price

Type13 

"CH" first half of closing range, high price

Type14 

"CL" first half of closing range, low price

Type15 

"CN" first half of closing range, nominal price

Type16 

" B" bid price

Type17 

"PS" previous settlement price

Type18 

" A" ask price

Type19 

"IO" indication of opening price for GLOBEX trading

Type20 

"RB" 1st half of resumption range, bid price

Type21 

"RA" 1st half of resumption range, ask price

Type22 

"RT" 1st half of resumption range, trade price

Type23 

"RH" 1st half of resumption range, high price

Type24 

"RL" 1st half of resumption range, low price

Type25 

" N" nominal price

Type26 

#42DE# bid price, up or zero up tick

Type27 

#42FE# bid price, down or zero down tick

Type28 

" k" kerb, or dopo chiusura, price for Italian equities

Type29 

" c" official closing price or chiusura, for Italian equities

Type30 

" K" kassakurs price, for German equities

Type31 

" b" dealt rate at the bid price

Type32 

" s" dealt rate at the sell price

Type33 

#42DE# bid yield, up or zero up tick

Type34 

#42FE# bid yield, down or zero down tick

Type35 

" B" bid yield, no tick

Type36 

#20DE# trade yield, up tick or zero up tick

Type37 

#20FE# trade yield, down tick or zero down tick

Type38 

" " trade yield, no tick

Type39 

" H" trade resulting from "hitting" the bid price

Type40 

" T" trade resulting from "taking" the ask price

Type41 

" M" mid price

Type42 

" H" high price

Type43 

" L" low price

Type44 

"* " indicative price

Type45 

"C " flagged closing price

Type46 

"kT" cabinet trade

Type47 

"kB" cabinet bid

Type48 

"kA" cabinet ask

Type49 

"NT" nominal trade

Type50 

"NB" nominal bid

Type51 

"NA" nominal ask

Type52 

"rf" reference price (for spreads)

Type53 

"IB" implied bid

Type54 

"IA" implied ask

Type55 

" *" Price Reject Status

Type56 

" *" Zaraba closing price for Japanese stock exchanges

Type57 

" E" Closing tone price for Japanese stock exchanges

Type58 

" #" Temporary stoppage, Itayose, Suspension or system stoppage for Japanese stock exchanges

Type59 

"SB" Special Bid tone price for Japanese stock exchanges

Type60 

"SA" Special Ask tone price for Japanese stock exchanges

Type61 

#4DDE# mid price, up or zero up tick

Type62 

#4DFE# mid price, down or zero down tick

Type63 

"AP" Auction Price

Type64 

"X " CROSS

Type65 

"IX" INTENT_CROSS

Type66 

"BT" Block Trade

Type67 

"BS" Block Trade with special settlement

Type68 

"XT" Cross Trade