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3* Unpublished Work Copyright (c) 2019-2020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9* WARNING: This program (or document) is unpublished, proprietary property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