TT CORE SDK 2.0.1.1
TT CORE SDK documentation
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CxlRejReason.h
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1/***************************************************************************
2*
3* Unpublished Work Copyright (c) 2019-2020
4* Trading Technologies International, Inc.
5* All Rights Reserved Worldwide
6*
7* * * * S T R I C T L Y P R O P R I E T A R Y * * *
8*
9* WARNING: This program (or document) is unpublished, proprietary property
10* of Trading Technologies International, Inc. and is to be maintained in
11* strict confidence. Unauthorized reproduction, distribution or disclosure
12* of this program (or document), or any program (or document) derived from
13* it is prohibited by State and Federal law, and by local law outside of
14* the U.S.
15*
16****************************************************************************
17*
18* This file is auto generated - do not modify by hand.
19* Run the auto generation against the message template files.
20* Generated from messaging\order\enums.proto
21* Package tt.messaging.order.enums
22*
23***************************************************************************/
24#pragma once
25
26namespace ttsdk
27{
28 enum class CxlRejReason
29 {
30 NotSet = -1,
31 Unknown = 0,
32 TooLateToCancel = 1,
33 UnknownOrder = 2,
34 Broker = 3,
35 OrderAlreadyInPendingCancelOrPendingReplaceStatus = 4,
36 UnableToProcessOrderMassCancelRequest = 5,
37 Origordmodtime = 6,
38 DuplicateClordid = 7,
39 Other = 8,
40 InvalidPriceIncrement = 9,
41 PriceExceedsCurrentPrice = 10,
42 PriceExceedsCurrentPriceBand = 11,
43 UnableToReduceForInternalization = 12,
44 UnsupportedOrderCharacteristic = 13,
45 IncorrectQuantity = 14,
46 IncorrectAllocatedQuantity = 15,
47 UnknownAccount = 16,
48 ExchangeClosed = 17,
49 OrderExceedsLimit = 18,
50 StaleOrder = 19,
51 MessagePending = 20,
52 RoutingError = 21,
53 OrderRetransmitted = 22,
54 InvalidInvestorId = 23,
55 SurveillenceOption = 24,
56 OrderNotInBookLongEnough = 25,
57 CannotForceDeleteUnknownOrder = 26,
58 MarketClosed = 27,
59 FixFieldMissingOrIncorrect = 28,
60 RequiredFieldMissing = 29,
61 FixFieldIncorrect = 30,
62 PriceMustBeGreaterThanZero = 31,
63 InvalidOrderQualifier = 32,
64 UserNotAuthorized = 33,
65 MarketOrdersNotSupportedByOpposite = 34,
66 InvalidExpireDate = 35,
67 OrderNotInBook = 36,
68 OrderNotInBook2 = 37,
69 DisclosedQtyCannotBeGreater = 38,
70 UnknownContract = 39,
71 CancelWithDifferentSenderCompId = 40,
72 ClordidDifferentThanCorrelationclordid = 41,
73 ClordidDifferentThanOriginalclordid = 42,
74 DifferentSide = 43,
75 DifferentGroup = 44,
76 DifferentSecurityType = 45,
77 DifferentAccount = 46,
78 DifferentQty = 47,
79 CancelWithDifferentTraderId = 48,
80 StopPriceMustBeGreater = 49,
81 StopPriceMustBeSmaller = 50,
82 SellStopPriceMustBeBelowLtp = 51,
83 BuyStopPriceMustBeAboveLtp = 52,
84 DifferentProduct = 53,
85 DifferentInflightFillMitigation = 54,
86 ModifyWithDifferentSenderCompId = 55,
87 ModifyWithDifferentTraderId = 56,
88 OrderQtyOutsideAllowableRange = 57,
89 InvalidOrderTypeForPcp = 58,
90 OrderPriceOutsideLimits = 59,
91 OrderPriceOutsideBands = 60,
92 InvalidOrderTypeForGroup = 61,
93 InstrumentCrossRequestInProgress = 62,
94 OrderQtyTooLow = 63,
95 OrderRejected = 64,
96 MarketInNoCancel = 65,
97 InvalidOrderTypeForReservedMarket = 66,
98 OrderSessionDateInPast = 67,
99 DisclosedQtyCannotBeSmaller = 68,
100 MarketMakerProtectionHasTripped = 69,
101 EngineDidNotRespond = 70,
102 ContractNotGtcGtdEligible = 71,
103 ContractPastExpiration = 72,
104 MaxContractWorkingQtyExceeded = 73,
105 ModifyWithDifferentSide = 74,
106 ContractNotGtcGtdEligible2 = 75,
107 NoTradingCalendarForExpireDate = 76,
108 ExpireDateBeyondInstrumentExpiration = 77,
109 ExpireDateBeyondLegInstrumentExpiration = 78,
110 TechnicalErrorFunctionNotPerformed = 79,
111 EuronextUnknownOrder = 80,
112 EuronextOther = 81,
113 CompIdProblem = 82,
114 LogonProblem = 83,
115 NoRouterForSecurityGroup = 84,
116 RouterNotAvailableOrConnected = 85,
117 InvalidPrice = 86,
118 InvalidOrdqty = 87,
119 InvalidOrdtype = 88,
120 InvalidSide = 89,
121 FullyFilled = 90,
122 PendingReplace = 91,
123 PendingCancel = 92,
124 CleanupPendingAction = 93,
125 PendingOrderRejectedDueToResend = 94,
126 StagedOrderCancelRejectedByClaimant = 95,
127 StagedOrderReplaceRejectedByClaimant = 96,
128 StaleStagedOrderReplaceAcceptedByClaimant = 97,
129 StagedOrderNewPendingRequestArrived = 98,
130 AotcProcessingAlreadyInProgress = 99,
131 AotcCrossesOrderInSameAccount = 100,
132 AotcCrossesOrderThatCannotBeCancelled = 101,
133 LbmSendFailure = 102,
134 NoPriceSubForDeviationCalc = 103,
135 ServerOverload = 104,
136 PendingNew = 105,
137 OrderExceedsThrottleLimit = 106,
138 TtsmpChangeNotSupported = 107,
139 InvalidSecurityId = 109,
140 UnknownMarketSegmentId = 110,
141 FieldMissingOrIncorrect = 111,
142 };
143
144 inline const char* ToString(const CxlRejReason value)
145 {
146 switch (value)
147 {
148 case CxlRejReason::NotSet:
149 return "NotSet";
150 case CxlRejReason::Unknown:
151 return "Unknown";
152 case CxlRejReason::TooLateToCancel:
153 return "TooLateToCancel";
154 case CxlRejReason::UnknownOrder:
155 return "UnknownOrder";
156 case CxlRejReason::Broker:
157 return "Broker";
158 case CxlRejReason::OrderAlreadyInPendingCancelOrPendingReplaceStatus:
159 return "OrderAlreadyInPendingCancelOrPendingReplaceStatus";
160 case CxlRejReason::UnableToProcessOrderMassCancelRequest:
161 return "UnableToProcessOrderMassCancelRequest";
162 case CxlRejReason::Origordmodtime:
163 return "Origordmodtime";
164 case CxlRejReason::DuplicateClordid:
165 return "DuplicateClordid";
166 case CxlRejReason::Other:
167 return "Other";
168 case CxlRejReason::InvalidPriceIncrement:
169 return "InvalidPriceIncrement";
170 case CxlRejReason::PriceExceedsCurrentPrice:
171 return "PriceExceedsCurrentPrice";
172 case CxlRejReason::PriceExceedsCurrentPriceBand:
173 return "PriceExceedsCurrentPriceBand";
174 case CxlRejReason::UnableToReduceForInternalization:
175 return "UnableToReduceForInternalization";
176 case CxlRejReason::UnsupportedOrderCharacteristic:
177 return "UnsupportedOrderCharacteristic";
178 case CxlRejReason::IncorrectQuantity:
179 return "IncorrectQuantity";
180 case CxlRejReason::IncorrectAllocatedQuantity:
181 return "IncorrectAllocatedQuantity";
182 case CxlRejReason::UnknownAccount:
183 return "UnknownAccount";
184 case CxlRejReason::ExchangeClosed:
185 return "ExchangeClosed";
186 case CxlRejReason::OrderExceedsLimit:
187 return "OrderExceedsLimit";
188 case CxlRejReason::StaleOrder:
189 return "StaleOrder";
190 case CxlRejReason::MessagePending:
191 return "MessagePending";
192 case CxlRejReason::RoutingError:
193 return "RoutingError";
194 case CxlRejReason::OrderRetransmitted:
195 return "OrderRetransmitted";
196 case CxlRejReason::InvalidInvestorId:
197 return "InvalidInvestorId";
198 case CxlRejReason::SurveillenceOption:
199 return "SurveillenceOption";
200 case CxlRejReason::OrderNotInBookLongEnough:
201 return "OrderNotInBookLongEnough";
202 case CxlRejReason::CannotForceDeleteUnknownOrder:
203 return "CannotForceDeleteUnknownOrder";
204 case CxlRejReason::MarketClosed:
205 return "MarketClosed";
206 case CxlRejReason::FixFieldMissingOrIncorrect:
207 return "FixFieldMissingOrIncorrect";
208 case CxlRejReason::RequiredFieldMissing:
209 return "RequiredFieldMissing";
210 case CxlRejReason::FixFieldIncorrect:
211 return "FixFieldIncorrect";
212 case CxlRejReason::PriceMustBeGreaterThanZero:
213 return "PriceMustBeGreaterThanZero";
214 case CxlRejReason::InvalidOrderQualifier:
215 return "InvalidOrderQualifier";
216 case CxlRejReason::UserNotAuthorized:
217 return "UserNotAuthorized";
218 case CxlRejReason::MarketOrdersNotSupportedByOpposite:
219 return "MarketOrdersNotSupportedByOpposite";
220 case CxlRejReason::InvalidExpireDate:
221 return "InvalidExpireDate";
222 case CxlRejReason::OrderNotInBook:
223 return "OrderNotInBook";
224 case CxlRejReason::OrderNotInBook2:
225 return "OrderNotInBook2";
226 case CxlRejReason::DisclosedQtyCannotBeGreater:
227 return "DisclosedQtyCannotBeGreater";
228 case CxlRejReason::UnknownContract:
229 return "UnknownContract";
230 case CxlRejReason::CancelWithDifferentSenderCompId:
231 return "CancelWithDifferentSenderCompId";
232 case CxlRejReason::ClordidDifferentThanCorrelationclordid:
233 return "ClordidDifferentThanCorrelationclordid";
234 case CxlRejReason::ClordidDifferentThanOriginalclordid:
235 return "ClordidDifferentThanOriginalclordid";
236 case CxlRejReason::DifferentSide:
237 return "DifferentSide";
238 case CxlRejReason::DifferentGroup:
239 return "DifferentGroup";
240 case CxlRejReason::DifferentSecurityType:
241 return "DifferentSecurityType";
242 case CxlRejReason::DifferentAccount:
243 return "DifferentAccount";
244 case CxlRejReason::DifferentQty:
245 return "DifferentQty";
246 case CxlRejReason::CancelWithDifferentTraderId:
247 return "CancelWithDifferentTraderId";
248 case CxlRejReason::StopPriceMustBeGreater:
249 return "StopPriceMustBeGreater";
250 case CxlRejReason::StopPriceMustBeSmaller:
251 return "StopPriceMustBeSmaller";
252 case CxlRejReason::SellStopPriceMustBeBelowLtp:
253 return "SellStopPriceMustBeBelowLtp";
254 case CxlRejReason::BuyStopPriceMustBeAboveLtp:
255 return "BuyStopPriceMustBeAboveLtp";
256 case CxlRejReason::DifferentProduct:
257 return "DifferentProduct";
258 case CxlRejReason::DifferentInflightFillMitigation:
259 return "DifferentInflightFillMitigation";
260 case CxlRejReason::ModifyWithDifferentSenderCompId:
261 return "ModifyWithDifferentSenderCompId";
262 case CxlRejReason::ModifyWithDifferentTraderId:
263 return "ModifyWithDifferentTraderId";
264 case CxlRejReason::OrderQtyOutsideAllowableRange:
265 return "OrderQtyOutsideAllowableRange";
266 case CxlRejReason::InvalidOrderTypeForPcp:
267 return "InvalidOrderTypeForPcp";
268 case CxlRejReason::OrderPriceOutsideLimits:
269 return "OrderPriceOutsideLimits";
270 case CxlRejReason::OrderPriceOutsideBands:
271 return "OrderPriceOutsideBands";
272 case CxlRejReason::InvalidOrderTypeForGroup:
273 return "InvalidOrderTypeForGroup";
274 case CxlRejReason::InstrumentCrossRequestInProgress:
275 return "InstrumentCrossRequestInProgress";
276 case CxlRejReason::OrderQtyTooLow:
277 return "OrderQtyTooLow";
278 case CxlRejReason::OrderRejected:
279 return "OrderRejected";
280 case CxlRejReason::MarketInNoCancel:
281 return "MarketInNoCancel";
282 case CxlRejReason::InvalidOrderTypeForReservedMarket:
283 return "InvalidOrderTypeForReservedMarket";
284 case CxlRejReason::OrderSessionDateInPast:
285 return "OrderSessionDateInPast";
286 case CxlRejReason::DisclosedQtyCannotBeSmaller:
287 return "DisclosedQtyCannotBeSmaller";
288 case CxlRejReason::MarketMakerProtectionHasTripped:
289 return "MarketMakerProtectionHasTripped";
290 case CxlRejReason::EngineDidNotRespond:
291 return "EngineDidNotRespond";
292 case CxlRejReason::ContractNotGtcGtdEligible:
293 return "ContractNotGtcGtdEligible";
294 case CxlRejReason::ContractPastExpiration:
295 return "ContractPastExpiration";
296 case CxlRejReason::MaxContractWorkingQtyExceeded:
297 return "MaxContractWorkingQtyExceeded";
298 case CxlRejReason::ModifyWithDifferentSide:
299 return "ModifyWithDifferentSide";
300 case CxlRejReason::ContractNotGtcGtdEligible2:
301 return "ContractNotGtcGtdEligible2";
302 case CxlRejReason::NoTradingCalendarForExpireDate:
303 return "NoTradingCalendarForExpireDate";
304 case CxlRejReason::ExpireDateBeyondInstrumentExpiration:
305 return "ExpireDateBeyondInstrumentExpiration";
306 case CxlRejReason::ExpireDateBeyondLegInstrumentExpiration:
307 return "ExpireDateBeyondLegInstrumentExpiration";
308 case CxlRejReason::TechnicalErrorFunctionNotPerformed:
309 return "TechnicalErrorFunctionNotPerformed";
310 case CxlRejReason::EuronextUnknownOrder:
311 return "EuronextUnknownOrder";
312 case CxlRejReason::EuronextOther:
313 return "EuronextOther";
314 case CxlRejReason::CompIdProblem:
315 return "CompIdProblem";
316 case CxlRejReason::LogonProblem:
317 return "LogonProblem";
318 case CxlRejReason::NoRouterForSecurityGroup:
319 return "NoRouterForSecurityGroup";
320 case CxlRejReason::RouterNotAvailableOrConnected:
321 return "RouterNotAvailableOrConnected";
322 case CxlRejReason::InvalidPrice:
323 return "InvalidPrice";
324 case CxlRejReason::InvalidOrdqty:
325 return "InvalidOrdqty";
326 case CxlRejReason::InvalidOrdtype:
327 return "InvalidOrdtype";
328 case CxlRejReason::InvalidSide:
329 return "InvalidSide";
330 case CxlRejReason::FullyFilled:
331 return "FullyFilled";
332 case CxlRejReason::PendingReplace:
333 return "PendingReplace";
334 case CxlRejReason::PendingCancel:
335 return "PendingCancel";
336 case CxlRejReason::CleanupPendingAction:
337 return "CleanupPendingAction";
338 case CxlRejReason::PendingOrderRejectedDueToResend:
339 return "PendingOrderRejectedDueToResend";
340 case CxlRejReason::StagedOrderCancelRejectedByClaimant:
341 return "StagedOrderCancelRejectedByClaimant";
342 case CxlRejReason::StagedOrderReplaceRejectedByClaimant:
343 return "StagedOrderReplaceRejectedByClaimant";
344 case CxlRejReason::StaleStagedOrderReplaceAcceptedByClaimant:
345 return "StaleStagedOrderReplaceAcceptedByClaimant";
346 case CxlRejReason::StagedOrderNewPendingRequestArrived:
347 return "StagedOrderNewPendingRequestArrived";
348 case CxlRejReason::AotcProcessingAlreadyInProgress:
349 return "AotcProcessingAlreadyInProgress";
350 case CxlRejReason::AotcCrossesOrderInSameAccount:
351 return "AotcCrossesOrderInSameAccount";
352 case CxlRejReason::AotcCrossesOrderThatCannotBeCancelled:
353 return "AotcCrossesOrderThatCannotBeCancelled";
354 case CxlRejReason::LbmSendFailure:
355 return "LbmSendFailure";
356 case CxlRejReason::NoPriceSubForDeviationCalc:
357 return "NoPriceSubForDeviationCalc";
358 case CxlRejReason::ServerOverload:
359 return "ServerOverload";
360 case CxlRejReason::PendingNew:
361 return "PendingNew";
362 case CxlRejReason::OrderExceedsThrottleLimit:
363 return "OrderExceedsThrottleLimit";
364 case CxlRejReason::TtsmpChangeNotSupported:
365 return "TtsmpChangeNotSupported";
366 case CxlRejReason::InvalidSecurityId:
367 return "InvalidSecurityId";
368 case CxlRejReason::UnknownMarketSegmentId:
369 return "UnknownMarketSegmentId";
370 case CxlRejReason::FieldMissingOrIncorrect:
371 return "FieldMissingOrIncorrect";
372 default:
373 return "Unknown";
374 }
375 }
376}
ttsdk::CxlRejReason::ExpireDateBeyondInstrumentExpiration
@ ExpireDateBeyondInstrumentExpiration
ttsdk::CxlRejReason::StaleStagedOrderReplaceAcceptedByClaimant
@ StaleStagedOrderReplaceAcceptedByClaimant
ttsdk::CxlRejReason::ClordidDifferentThanCorrelationclordid
@ ClordidDifferentThanCorrelationclordid
ttsdk::CxlRejReason::OrderAlreadyInPendingCancelOrPendingReplaceStatus
@ OrderAlreadyInPendingCancelOrPendingReplaceStatus
ttsdk::CxlRejReason::AotcCrossesOrderThatCannotBeCancelled
@ AotcCrossesOrderThatCannotBeCancelled
ttsdk::CxlRejReason::ExpireDateBeyondLegInstrumentExpiration
@ ExpireDateBeyondLegInstrumentExpiration
ttsdk::CxlRejReason::StagedOrderReplaceRejectedByClaimant
@ StagedOrderReplaceRejectedByClaimant
ttsdk::CxlRejReason::UnableToProcessOrderMassCancelRequest
@ UnableToProcessOrderMassCancelRequest
ttsdk::ToString
const char * ToString(const AccountConnectionStatus::ConnectionStatus status)
Definition connection.h:50
ttsdk::NotSet
@ NotSet
Definition environment.h:7