|
| enum | instr_state : uint8_t { instr_state::DELETED = 1,
instr_state::INACTIVE = 2,
instr_state::ACTIVE = 4
} |
| |
| enum | rounding { rounding::NONE,
rounding::UP,
rounding::DOWN,
rounding::NEAREST
} |
| |
| enum | time_in_force {
time_in_force::DAY = 1,
time_in_force::GOOD_TILL_CANCEL = 2,
time_in_force::AT_THE_OPENING = 3,
time_in_force::IMMEDIATE_OR_CANCEL = 4,
time_in_force::FILL_OR_KILL = 5,
time_in_force::GOOD_TILL_CROSSING = 6,
time_in_force::GOOD_TILL_DATE = 7,
time_in_force::AT_THE_CLOSE = 8,
time_in_force::GOOD_THROUGH_CROSSING = 9,
time_in_force::AT_CROSSING = 10,
time_in_force::GOOD_IN_SESSION = 14
} |
| |
| enum | order_type {
order_type::MARKET = 1,
order_type::LIMIT = 2,
order_type::STOP = 3,
order_type::STOP_LIMIT = 4,
order_type::MLM = 21
} |
| |
| enum | order_side { order_side::BUY = 1,
order_side::SELL = 2
} |
| |
| enum | market : uint32_t {
market::SYNTHETIC = 0,
market::XETRA = 1,
market::EUREX = 2,
market::NYSE_LIFFE = 3,
market::LSE = 4,
market::OM = 5,
market::CBOT = 6,
market::CME = 7,
market::CFFE = 8,
market::SEHK = 9,
market::ENXTFUT = 10,
market::ENXTOPT = 11,
market::SYCOM = 12,
market::NQLX = 13,
market::GARBAN = 15,
market::LIFFE_EO = 16,
market::ISE = 18,
market::INSTINET = 19,
market::NASDAQ = 20,
market::BTECFUTURES = 21,
market::BTEC = 22,
market::ISLAND = 23,
market::SFE = 24,
market::EUREXUS = 25,
market::CBOE = 26,
market::ASX = 27,
market::ARCHIPELAGO = 28,
market::IB = 29,
market::EURONEXT = 30,
market::ICE = 32,
market::COREEX = 43,
market::NYMEX = 61,
market::HOTSPOT = 62,
market::MONTREAL = 63,
market::SGX = 64,
market::IDEM = 65,
market::MEFF = 66,
market::TFX = 67,
market::TOCOM = 68,
market::TSE = 69,
market::HKEX = 70,
market::OSE = 71,
market::MEXDER = 72,
market::KRX = 73,
market::CCX = 74,
market::ECX = 75,
market::CCFE = 76,
market::NSE = 77,
market::LME = 79,
market::FXMS = 80,
market::USFE = 81,
market::DME = 82,
market::EBS = 83,
market::SSE = 85,
market::MCX = 86,
market::SIMEX = 87,
market::TMX = 89,
market::BVMF = 90,
market::MX = 91,
market::NYSE_LIFFE_US = 92,
market::CFE = 93,
market::ERIS_GOVEX = 94,
market::NASDAQ_OMX_EU = 95,
market::AGGREGATOR = 96,
market::TTEX = 97,
market::ESPEED = 98,
market::KCG = 99,
market::EEX = 100,
market::NFX = 102,
market::NLX = 103,
market::NORDIC = 104,
market::SYNTHETIC_INSTR = 1000,
market::ALGO_INSTR = 1001,
market::DEBESYS = 1002,
market::AGGREGATOR_INSTR = 1003,
market::BANK_ALGO = 1004,
market::ALGO_BACKTESTING = 2002,
market::INVALID = 134217726
} |
| |
| enum | market_state {
market_state::INVALID = 0,
market_state::UNKNOWN,
market_state::HALTED,
market_state::SUSPENDED,
market_state::RESERVED,
market_state::CLOSE,
market_state::OPEN,
market_state::LATE_OPEN,
market_state::AUCTION,
market_state::PRE_OPEN,
market_state::OPENING_ROTATION,
market_state::FAST_MARKET,
market_state::FILTER,
market_state::CLOSE_SESSION_ROLL,
market_state::CROSSING,
market_state::PRE_CROSS,
market_state::NO_CANCEL,
market_state::POST_CLOSE,
market_state::OPENING_IOP,
market_state::SESSION_CLOSE,
market_state::IMPLIED_START,
market_state::IMPLIED_END,
market_state::PRE_TRADING,
market_state::POST_TRADING,
market_state::NON_TRADABLE,
market_state::FREEZE,
market_state::EXPIRED,
market_state::OPENING_AUCTION,
market_state::CLOSING_AUCTION,
market_state::LEVEL,
market_state::CIRCUIT_BREAKER,
market_state::FEED_DOWN,
market_state::PRICE_DISCOVERY
} |
| | Market State. More...
|
| |
| enum | product_type_id {
product_type_id::NONE = 0,
product_type_id::ASSET_BACKED_SECURITIES = 1,
product_type_id::AMENDED_RESTATED = 2,
product_type_id::OTHER_ANTICIPATION_NOTES = 3,
product_type_id::BANKERS_ACCEPTANCE = 4,
product_type_id::BANK_NOTES = 5,
product_type_id::BILL_OF_EXCHANGES = 6,
product_type_id::BRADY_BOND = 7,
product_type_id::BRIDGE_LOAN = 8,
product_type_id::BUY_SELLBACK = 9,
product_type_id::CONVERTIBLE_BOND = 10,
product_type_id::CERTIFICATE_OF_DEPOSIT = 11,
product_type_id::CALL_LOANS = 12,
product_type_id::CORP_MORTGAGE_BACKED_SECURITIES = 13,
product_type_id::COLLATERALIZED_MORTGAGE_OBLIGATION = 14,
product_type_id::CERTIFICATE_OF_OBLIGATION = 15,
product_type_id::CERTIFICATE_OF_PARTICIPATION = 16,
product_type_id::CORPORATE_BOND = 17,
product_type_id::COMMERCIAL_PAPER = 18,
product_type_id::CORPORATE_PRIVATE_PLACEMENT = 19,
product_type_id::COMMON_STOCK = 20,
product_type_id::DEFAULTED = 21,
product_type_id::DEBTOR_IN_POSSESSION = 22,
product_type_id::DEPOSIT_NOTES = 23,
product_type_id::DUAL_CURRENCY = 24,
product_type_id::EURO_CERTIFICATE_OF_DEPOSIT = 25,
product_type_id::EURO_CORPORATE_BOND = 26,
product_type_id::EURO_COMMERCIAL_PAPER = 27,
product_type_id::EURO_SOVEREIGNS = 28,
product_type_id::EURO_SUPRANATIONAL_COUPONS = 29,
product_type_id::FEDERAL_AGENCY_COUPON = 30,
product_type_id::FEDERAL_AGENCY_DISCOUNT_NOTE = 31,
product_type_id::FOREIGN_EXCHANGE_CONTRACT = 32,
product_type_id::FORWARD = 33,
product_type_id::FUTURE = 34,
product_type_id::GENERAL_OBLIGATION_BONDS = 35,
product_type_id::IOETTE_MORTGAGE = 36,
product_type_id::LETTER_OF_CREDIT = 37,
product_type_id::LIQUIDITY_NOTE = 38,
product_type_id::MATURED = 39,
product_type_id::MORTGAGE_BACKED_SECURITIES = 40,
product_type_id::MUTUAL_FUND = 41,
product_type_id::MORTGAGE_INTEREST_ONLY = 42,
product_type_id::MULTILEG_INSTRUMENT = 43,
product_type_id::MORTGAGE_PRINCIPAL_ONLY = 44,
product_type_id::MORTGAGE_PRIVATE_PLACEMENT = 45,
product_type_id::MISCELLANEOUS_PASS_THROUGH = 46,
product_type_id::MANDATORY_TENDER = 47,
product_type_id::MEDIUM_TERM_NOTES = 48,
product_type_id::NO_SECURITY_TYPE = 49,
product_type_id::OVERNIGHT = 50,
product_type_id::OPTION = 51,
product_type_id::PRIVATE_EXPORT_FUNDING = 52,
product_type_id::PFANDBRIEFE = 53,
product_type_id::PROMISSORY_NOTE = 54,
product_type_id::PREFERRED_STOCK = 55,
product_type_id::PLAZOS_FIJOS = 56,
product_type_id::REVENUE_ANTICIPATION_NOTE = 57,
product_type_id::REPLACED = 58,
product_type_id::REPURCHASE = 59,
product_type_id::RETIRED = 60,
product_type_id::REVENUE_BONDS = 61,
product_type_id::REVOLVER_LOAN = 62,
product_type_id::REVOLVER_TERM_LOAN = 63,
product_type_id::SECURITIES_LOAN = 64,
product_type_id::SECURITIES_PLEDGE = 65,
product_type_id::SPECIAL_ASSESSMENT = 66,
product_type_id::SPECIAL_OBLIGATION = 67,
product_type_id::SPECIAL_TAX = 68,
product_type_id::SHORT_TERM_LOAN_NOTE = 69,
product_type_id::STRUCTURED_NOTES = 70,
product_type_id::USD_SUPRANATIONAL_COUPONS = 71,
product_type_id::SWING_LINE_FACILITY = 72,
product_type_id::TAX_ANTICIPATION_NOTE = 73,
product_type_id::TAX_ALLOCATION = 74,
product_type_id::TO_BE_ANNOUNCED = 75,
product_type_id::US_TREASURY_BILL_TBILL = 76,
product_type_id::US_TREASURY_BOND = 77,
product_type_id::PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE = 78,
product_type_id::TIME_DEPOSIT = 79,
product_type_id::TAX_EXEMPT_COMMERCIAL_PAPER = 80,
product_type_id::TERM_LOAN = 81,
product_type_id::INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE = 82,
product_type_id::TREASURY_INFLATION_PROTECTED_SECURITIES = 83,
product_type_id::US_TREASURY_NOTE_TNOTE = 84,
product_type_id::PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE = 85,
product_type_id::TAX_REVENUE_ANTICIPATION_NOTE = 86,
product_type_id::US_TREASURY_NOTE_UST = 87,
product_type_id::US_TREASURY_BILL_USTB = 88,
product_type_id::VARIABLE_RATE_DEMAND_NOTE = 89,
product_type_id::WARRANT = 90,
product_type_id::WITHDRAWN = 91,
product_type_id::WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST = 92,
product_type_id::EXTENDED_COMM_NOTE = 93,
product_type_id::INDEXED_LINKED = 94,
product_type_id::YANKEE_CORPORATE_BOND = 95,
product_type_id::YANKEE_CERTIFICATE_OF_DEPOSIT = 96,
product_type_id::OPTIONS_ON_PHYSICAL = 97,
product_type_id::OPTIONS_ON_FUTURES = 98,
product_type_id::CASH = 99,
product_type_id::OPTIONS_ON_COMBO = 100,
product_type_id::INTEREST_RATE_SWAP = 101,
product_type_id::BANK_DEPOSITORY_NOTE = 102,
product_type_id::CANADIAN_MONEY_MARKETS = 103,
product_type_id::CANADIAN_TREASURY_NOTES = 104,
product_type_id::CANADIAN_TREASURY_BILLS = 105,
product_type_id::CREDIT_DEFAULT_SWAP = 106,
product_type_id::CANADIAN_MORTGAGE_BONDS = 107,
product_type_id::EURO_CORPORATE_FLOATING_RATE_NOTES = 108,
product_type_id::US_CORPORATE_FLOATING_RATE_NOTES = 109,
product_type_id::CANADIAN_PROVINCIAL_BONDS = 110,
product_type_id::SECURED_LIQUIDITY_NOTE = 111,
product_type_id::TREASURY_BILL = 112,
product_type_id::TERM_LIQUIDITY_NOTE = 113,
product_type_id::TAXABLE_MUNICIPAL_CP = 114,
product_type_id::NON_DELIVERABLE_FORWARD = 115,
product_type_id::FX_SPOT = 116,
product_type_id::FX_FORWARD = 117,
product_type_id::FX_SWAP = 118,
product_type_id::OPTION_STRATEGY = 200,
product_type_id::EMISSION = 201,
product_type_id::SPOT = 202,
product_type_id::INVALID = 134217726
} |
| | Product Type identifiers. More...
|
| |
| enum | currency_code {
currency_code::AED = 1,
currency_code::AFN = 2,
currency_code::ALL = 3,
currency_code::AMD = 4,
currency_code::ANG = 5,
currency_code::AOA = 6,
currency_code::ARS = 7,
currency_code::AUD = 8,
currency_code::AWG = 9,
currency_code::AZN = 10,
currency_code::BAM = 11,
currency_code::BBD = 12,
currency_code::BDT = 13,
currency_code::BGN = 14,
currency_code::BHD = 15,
currency_code::BIF = 16,
currency_code::BMD = 17,
currency_code::BND = 18,
currency_code::BOB = 19,
currency_code::BOV = 20,
currency_code::BRL = 21,
currency_code::BSD = 22,
currency_code::BTN = 23,
currency_code::BWP = 24,
currency_code::BYR = 25,
currency_code::BZD = 26,
currency_code::CAD = 27,
currency_code::CDF = 28,
currency_code::CHE = 29,
currency_code::CHF = 30,
currency_code::CHW = 31,
currency_code::CLF = 32,
currency_code::CLP = 33,
currency_code::CNY = 34,
currency_code::COP = 35,
currency_code::COU = 36,
currency_code::CRC = 37,
currency_code::CUC = 38,
currency_code::CUP = 39,
currency_code::CVE = 40,
currency_code::CZK = 41,
currency_code::DJF = 42,
currency_code::DKK = 43,
currency_code::DOP = 44,
currency_code::DZD = 45,
currency_code::EGP = 46,
currency_code::ERN = 47,
currency_code::ETB = 48,
currency_code::EUR = 49,
currency_code::FJD = 50,
currency_code::FKP = 51,
currency_code::GBP = 52,
currency_code::GEL = 53,
currency_code::GHS = 54,
currency_code::GIP = 55,
currency_code::GMD = 56,
currency_code::GNF = 57,
currency_code::GTQ = 58,
currency_code::GYD = 59,
currency_code::HKD = 60,
currency_code::HNL = 61,
currency_code::HRK = 62,
currency_code::HTG = 63,
currency_code::HUF = 64,
currency_code::IDR = 65,
currency_code::ILS = 66,
currency_code::INR = 67,
currency_code::IQD = 68,
currency_code::IRR = 69,
currency_code::ISK = 70,
currency_code::JMD = 71,
currency_code::JOD = 72,
currency_code::JPY = 73,
currency_code::KES = 74,
currency_code::KGS = 75,
currency_code::KHR = 76,
currency_code::KMF = 77,
currency_code::KPW = 78,
currency_code::KRW = 79,
currency_code::KWD = 80,
currency_code::KYD = 81,
currency_code::KZT = 82,
currency_code::LAK = 83,
currency_code::LBP = 84,
currency_code::LKR = 85,
currency_code::LRD = 86,
currency_code::LSL = 87,
currency_code::LTL = 88,
currency_code::LVL = 89,
currency_code::LYD = 90,
currency_code::MAD = 91,
currency_code::MDL = 92,
currency_code::MGA = 93,
currency_code::MKD = 94,
currency_code::MMK = 95,
currency_code::MNT = 96,
currency_code::MOP = 97,
currency_code::MRO = 98,
currency_code::MUR = 99,
currency_code::MVR = 100,
currency_code::MWK = 101,
currency_code::MXN = 102,
currency_code::MXV = 103,
currency_code::MYR = 104,
currency_code::MZN = 105,
currency_code::NAD = 106,
currency_code::NGN = 107,
currency_code::NIO = 108,
currency_code::NOK = 109,
currency_code::NPR = 110,
currency_code::NZD = 111,
currency_code::OMR = 112,
currency_code::PAB = 113,
currency_code::PEN = 114,
currency_code::PGK = 115,
currency_code::PHP = 116,
currency_code::PKR = 117,
currency_code::PLN = 118,
currency_code::PYG = 119,
currency_code::QAR = 120,
currency_code::RON = 121,
currency_code::RSD = 122,
currency_code::RUB = 123,
currency_code::RWF = 124,
currency_code::SAR = 125,
currency_code::SBD = 126,
currency_code::SCR = 127,
currency_code::SDG = 128,
currency_code::SEK = 129,
currency_code::SGD = 130,
currency_code::SHP = 131,
currency_code::SLL = 132,
currency_code::SOS = 133,
currency_code::SRD = 134,
currency_code::SSP = 135,
currency_code::STD = 136,
currency_code::SVC = 137,
currency_code::SYP = 138,
currency_code::SZL = 139,
currency_code::THB = 140,
currency_code::TJS = 141,
currency_code::TMT = 142,
currency_code::TND = 143,
currency_code::TOP = 144,
currency_code::TRY = 145,
currency_code::TTD = 146,
currency_code::TWD = 147,
currency_code::TZS = 148,
currency_code::UAH = 149,
currency_code::UGX = 150,
currency_code::USD = 151,
currency_code::USN = 152,
currency_code::USS = 153,
currency_code::UYI = 154,
currency_code::UYU = 155,
currency_code::UZS = 156,
currency_code::VEF = 157,
currency_code::VND = 158,
currency_code::VUV = 159,
currency_code::WST = 160,
currency_code::XAF = 161,
currency_code::XAG = 162,
currency_code::XAU = 163,
currency_code::XBA = 164,
currency_code::XBB = 165,
currency_code::XBC = 166,
currency_code::XBD = 167,
currency_code::XCD = 168,
currency_code::XDR = 169,
currency_code::XOF = 170,
currency_code::XPD = 171,
currency_code::XPF = 172,
currency_code::XPT = 173,
currency_code::XSU = 174,
currency_code::XTS = 175,
currency_code::XUA = 176,
currency_code::XXX = 177,
currency_code::YER = 178,
currency_code::ZAR = 179,
currency_code::ZMK = 180,
currency_code::ZWL = 181,
currency_code::RMB = 200,
currency_code::CNH = 201
} |
| | ISO currency codes. More...
|
| |
| enum | exec_type {
exec_type::NEW = 1,
exec_type::DONE_FOR_DAY = 2,
exec_type::CANCELED = 3,
exec_type::REPLACED = 4,
exec_type::PENDING_CANCEL = 5,
exec_type::STOPPED = 6,
exec_type::REJECTED = 7,
exec_type::SUSPENDED = 8,
exec_type::PENDING_NEW = 9,
exec_type::CALCULATED = 10,
exec_type::EXPIRED = 11,
exec_type::RESTATED = 12,
exec_type::PENDING_REPLACE = 13,
exec_type::TRADE = 14,
exec_type::TRADE_CORRECT = 15,
exec_type::TRADE_CANCEL = 16,
exec_type::ORDER_STATUS = 17,
exec_type::TRADE_IN_A_CLEARING_HOLD = 18,
exec_type::TRADE_HAS_BEEN_RELEASED_TO_CLEARING = 19,
exec_type::TRIGGERED_OR_ACTIVATED_BY_SYSTEM = 20,
exec_type::POSITION_RESERVE_CANCEL_REJECT = 21,
exec_type::POSITION_RESERVE_REPLACE_REJECT = 22,
exec_type::ALGO_MESSAGE = 23,
exec_type::EXPIRED_ORDERBOOK = 24,
exec_type::SQUARE_OFF = 25
} |
| |
| enum | order_status {
order_status::NEW = 1,
order_status::PARTIALLY_FILLED = 2,
order_status::FILLED = 3,
order_status::DONE_FOR_DAY = 4,
order_status::CANCELED = 5,
order_status::PENDING_CANCEL = 6,
order_status::STOPPED = 7,
order_status::REJECTED = 8,
order_status::SUSPENDED = 9,
order_status::PENDING_NEW = 10,
order_status::CALCULATED = 11,
order_status::EXPIRED = 12,
order_status::ACCEPTED_FOR_BIDDING = 13,
order_status::PENDING_REPLACE = 14,
order_status::UNKNOWN = 16
} |
| |
| enum | trade_status { trade_status::REGULAR = 0,
trade_status::BUST = 1,
trade_status::CORRECTION = 12,
trade_status::UNKNOWN = 255
} |
| |
| enum | trade_qualifier {
trade_qualifier::REGULAR = 0,
trade_qualifier::IMPLIEDTRADE = 1,
trade_qualifier::LEGTRADE = 12,
trade_qualifier::AUCTION = 20,
trade_qualifier::UNKNOWN = 255
} |
| |
| enum | reject_source {
reject_source::EDGE = 0,
reject_source::RISK = 1,
reject_source::GATEWAY = 2,
reject_source::EXCHANGE = 3,
reject_source::ALGO = 4,
reject_source::ASE = 5
} |
| |
| enum | ord_rej_reason {
ord_rej_reason::BROKER = 1,
ord_rej_reason::UNKNOWN_SYMBOL = 2,
ord_rej_reason::INVALID_INVESTOR_ID = 3,
ord_rej_reason::UNSUPPORTED_ORDER_CHARACTERISTIC = 4,
ord_rej_reason::SURVEILLENCE_OPTION = 5,
ord_rej_reason::INCORRECT_QUANTITY = 6,
ord_rej_reason::INCORRECT_ALLOCATED_QUANTITY = 7,
ord_rej_reason::UNKNOWN_ACCOUNT = 8,
ord_rej_reason::EXCHANGE_CLOSED = 9,
ord_rej_reason::ORDER_EXCEEDS_LIMIT = 10,
ord_rej_reason::TOO_LATE_TO_ENTER = 11,
ord_rej_reason::UNKNOWN_ORDER = 12,
ord_rej_reason::DUPLICATE_ORDER = 13,
ord_rej_reason::DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER = 14,
ord_rej_reason::STALE_ORDER = 15,
ord_rej_reason::TRADE_ALONG_REQUIRED = 16,
ord_rej_reason::OTHER = 17,
ord_rej_reason::INVALID_PRICE_INCREMENT = 18,
ord_rej_reason::PRICE_EXCEEDS_CURRENT_PRICE_BAND = 19,
ord_rej_reason::MESSAGE_PENDING = 20,
ord_rej_reason::ROUTING_ERROR = 21,
ord_rej_reason::ORDER_RETRANSMITTED = 22,
ord_rej_reason::TOO_LATE_TO_CANCEL = 23,
ord_rej_reason::ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS = 24,
ord_rej_reason::UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST = 25,
ord_rej_reason::ORIGORDMODTIME = 26,
ord_rej_reason::DUPLICATE_CLORDID = 27,
ord_rej_reason::PRICE_EXCEEDS_CURRENT_PRICE = 28,
ord_rej_reason::UNABLE_TO_REDUCE_FOR_INTERNALIZATION = 29,
ord_rej_reason::ORDER_EXCEEDS_THROTTLE_LIMIT = 30,
ord_rej_reason::CANNOT_FORCE_DELETE_UNKNOWN_ORDER = 31,
ord_rej_reason::MARKET_CLOSED = 32,
ord_rej_reason::FIX_FIELD_MISSING_OR_INCORRECT = 33,
ord_rej_reason::REQUIRED_FIELD_MISSING = 34,
ord_rej_reason::FIX_FIELD_INCORRECT = 35,
ord_rej_reason::PRICE_MUST_BE_GREATER_THAN_ZERO = 36,
ord_rej_reason::INVALID_ORDER_QUALIFIER = 37,
ord_rej_reason::USER_NOT_AUTHORIZED = 38,
ord_rej_reason::MARKET_ORDERS_NOT_SUPPORTED_BY_OPPOSITE = 39,
ord_rej_reason::INVALID_EXPIRE_DATE = 40,
ord_rej_reason::ORDER_NOT_IN_BOOK = 41,
ord_rej_reason::ORDER_NOT_IN_BOOK2 = 42,
ord_rej_reason::DISCLOSED_QTY_CANNOT_BE_GREATER = 43,
ord_rej_reason::UNKNOWN_CONTRACT = 44,
ord_rej_reason::CANCEL_WITH_DIFFERENT_SENDER_COMP_ID = 45,
ord_rej_reason::CLORDID_DIFFERENT_THAN_CORRELATIONCLORDID = 46,
ord_rej_reason::CLORDID_DIFFERENT_THAN_ORIGINALCLORDID = 47,
ord_rej_reason::DIFFERENT_SIDE = 48,
ord_rej_reason::DIFFERENT_GROUP = 49,
ord_rej_reason::DIFFERENT_SECURITY_TYPE = 50,
ord_rej_reason::DIFFERENT_ACCOUNT = 51,
ord_rej_reason::DIFFERENT_QTY = 52,
ord_rej_reason::CANCEL_WITH_DIFFERENT_TRADER_ID = 53,
ord_rej_reason::STOP_PRICE_MUST_BE_GREATER = 54,
ord_rej_reason::STOP_PRICE_MUST_BE_SMALLER = 55,
ord_rej_reason::SELL_STOP_PRICE_MUST_BE_BELOW_LTP = 56,
ord_rej_reason::BUY_STOP_PRICE_MUST_BE_ABOVE_LTP = 57,
ord_rej_reason::DIFFERENT_PRODUCT = 58,
ord_rej_reason::DIFFERENT_INFLIGHT_FILL_MITIGATION = 59,
ord_rej_reason::MODIFY_WITH_DIFFERENT_SENDER_COMP_ID = 60,
ord_rej_reason::MODIFY_WITH_DIFFERENT_TRADER_ID = 61,
ord_rej_reason::ORDER_QTY_OUTSIDE_ALLOWABLE_RANGE = 62,
ord_rej_reason::INVALID_ORDER_TYPE_FOR_PCP = 63,
ord_rej_reason::ORDER_PRICE_OUTSIDE_LIMITS = 64,
ord_rej_reason::ORDER_PRICE_OUTSIDE_BANDS = 65,
ord_rej_reason::INVALID_ORDER_TYPE_FOR_GROUP = 66,
ord_rej_reason::INSTRUMENT_CROSS_REQUEST_IN_PROGRESS = 67,
ord_rej_reason::ORDER_QTY_TOO_LOW = 68,
ord_rej_reason::ORDER_REJECTED = 69,
ord_rej_reason::MARKET_IN_NO_CANCEL = 70,
ord_rej_reason::INVALID_ORDER_TYPE_FOR_RESERVED_MARKET = 71,
ord_rej_reason::ORDER_SESSION_DATE_IN_PAST = 72,
ord_rej_reason::DISCLOSED_QTY_CANNOT_BE_SMALLER = 73,
ord_rej_reason::MARKET_MAKER_PROTECTION_HAS_TRIPPED = 74,
ord_rej_reason::ENGINE_DID_NOT_RESPOND = 75,
ord_rej_reason::CONTRACT_NOT_GTC_GTD_ELIGIBLE = 76,
ord_rej_reason::CONTRACT_PAST_EXPIRATION = 77,
ord_rej_reason::MAX_CONTRACT_WORKING_QTY_EXCEEDED = 78,
ord_rej_reason::MODIFY_WITH_DIFFERENT_SIDE = 79,
ord_rej_reason::CONTRACT_NOT_GTC_GTD_ELIGIBLE2 = 80,
ord_rej_reason::NO_TRADING_CALENDAR_FOR_EXPIRE_DATE = 81,
ord_rej_reason::EXPIRE_DATE_BEYOND_INSTRUMENT_EXPIRATION = 82,
ord_rej_reason::EXPIRE_DATE_BEYOND_LEG_INSTRUMENT_EXPIRATION = 83,
ord_rej_reason::TECHNICAL_ERROR_FUNCTION_NOT_PERFORMED = 84,
ord_rej_reason::DUPLICATE_QUOTE = 85
} |
| |
| enum | cxl_rej_reason {
cxl_rej_reason::TOO_LATE_TO_CANCEL = 1,
cxl_rej_reason::UNKNOWN_ORDER = 2,
cxl_rej_reason::BROKER = 3,
cxl_rej_reason::ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS = 4,
cxl_rej_reason::UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST = 5,
cxl_rej_reason::ORIGORDMODTIME = 6,
cxl_rej_reason::DUPLICATE_CLORDID = 7,
cxl_rej_reason::OTHER = 8,
cxl_rej_reason::INVALID_PRICE_INCREMENT = 9,
cxl_rej_reason::PRICE_EXCEEDS_CURRENT_PRICE = 10,
cxl_rej_reason::PRICE_EXCEEDS_CURRENT_PRICE_BAND = 11,
cxl_rej_reason::UNABLE_TO_REDUCE_FOR_INTERNALIZATION = 12,
cxl_rej_reason::UNSUPPORTED_ORDER_CHARACTERISTIC = 13,
cxl_rej_reason::INCORRECT_QUANTITY = 14,
cxl_rej_reason::INCORRECT_ALLOCATED_QUANTITY = 15,
cxl_rej_reason::UNKNOWN_ACCOUNT = 16,
cxl_rej_reason::EXCHANGE_CLOSED = 17,
cxl_rej_reason::ORDER_EXCEEDS_LIMIT = 18,
cxl_rej_reason::STALE_ORDER = 19,
cxl_rej_reason::MESSAGE_PENDING = 20,
cxl_rej_reason::ROUTING_ERROR = 21,
cxl_rej_reason::ORDER_RETRANSMITTED = 22,
cxl_rej_reason::INVALID_INVESTOR_ID = 23,
cxl_rej_reason::SURVEILLENCE_OPTION = 24,
cxl_rej_reason::ORDER_NOT_IN_BOOK_LONG_ENOUGH = 25,
cxl_rej_reason::CANNOT_FORCE_DELETE_UNKNOWN_ORDER = 26,
cxl_rej_reason::MARKET_CLOSED = 27,
cxl_rej_reason::FIX_FIELD_MISSING_OR_INCORRECT = 28,
cxl_rej_reason::REQUIRED_FIELD_MISSING = 29,
cxl_rej_reason::FIX_FIELD_INCORRECT = 30,
cxl_rej_reason::PRICE_MUST_BE_GREATER_THAN_ZERO = 31,
cxl_rej_reason::INVALID_ORDER_QUALIFIER = 32,
cxl_rej_reason::USER_NOT_AUTHORIZED = 33,
cxl_rej_reason::MARKET_ORDERS_NOT_SUPPORTED_BY_OPPOSITE = 34,
cxl_rej_reason::INVALID_EXPIRE_DATE = 35,
cxl_rej_reason::ORDER_NOT_IN_BOOK = 36,
cxl_rej_reason::ORDER_NOT_IN_BOOK2 = 37,
cxl_rej_reason::DISCLOSED_QTY_CANNOT_BE_GREATER = 38,
cxl_rej_reason::UNKNOWN_CONTRACT = 39,
cxl_rej_reason::CANCEL_WITH_DIFFERENT_SENDER_COMP_ID = 40,
cxl_rej_reason::CLORDID_DIFFERENT_THAN_CORRELATIONCLORDID = 41,
cxl_rej_reason::CLORDID_DIFFERENT_THAN_ORIGINALCLORDID = 42,
cxl_rej_reason::DIFFERENT_SIDE = 43,
cxl_rej_reason::DIFFERENT_GROUP = 44,
cxl_rej_reason::DIFFERENT_SECURITY_TYPE = 45,
cxl_rej_reason::DIFFERENT_ACCOUNT = 46,
cxl_rej_reason::DIFFERENT_QTY = 47,
cxl_rej_reason::CANCEL_WITH_DIFFERENT_TRADER_ID = 48,
cxl_rej_reason::STOP_PRICE_MUST_BE_GREATER = 49,
cxl_rej_reason::STOP_PRICE_MUST_BE_SMALLER = 50,
cxl_rej_reason::SELL_STOP_PRICE_MUST_BE_BELOW_LTP = 51,
cxl_rej_reason::BUY_STOP_PRICE_MUST_BE_ABOVE_LTP = 52,
cxl_rej_reason::DIFFERENT_PRODUCT = 53,
cxl_rej_reason::DIFFERENT_INFLIGHT_FILL_MITIGATION = 54,
cxl_rej_reason::MODIFY_WITH_DIFFERENT_SENDER_COMP_ID = 55,
cxl_rej_reason::MODIFY_WITH_DIFFERENT_TRADER_ID = 56,
cxl_rej_reason::ORDER_QTY_OUTSIDE_ALLOWABLE_RANGE = 57,
cxl_rej_reason::INVALID_ORDER_TYPE_FOR_PCP = 58,
cxl_rej_reason::ORDER_PRICE_OUTSIDE_LIMITS = 59,
cxl_rej_reason::ORDER_PRICE_OUTSIDE_BANDS = 60,
cxl_rej_reason::INVALID_ORDER_TYPE_FOR_GROUP = 61,
cxl_rej_reason::INSTRUMENT_CROSS_REQUEST_IN_PROGRESS = 62,
cxl_rej_reason::ORDER_QTY_TOO_LOW = 63,
cxl_rej_reason::ORDER_REJECTED = 64,
cxl_rej_reason::MARKET_IN_NO_CANCEL = 65,
cxl_rej_reason::INVALID_ORDER_TYPE_FOR_RESERVED_MARKET = 66,
cxl_rej_reason::ORDER_SESSION_DATE_IN_PAST = 67,
cxl_rej_reason::DISCLOSED_QTY_CANNOT_BE_SMALLER = 68,
cxl_rej_reason::MARKET_MAKER_PROTECTION_HAS_TRIPPED = 69,
cxl_rej_reason::ENGINE_DID_NOT_RESPOND = 70,
cxl_rej_reason::CONTRACT_NOT_GTC_GTD_ELIGIBLE = 71,
cxl_rej_reason::CONTRACT_PAST_EXPIRATION = 72,
cxl_rej_reason::MAX_CONTRACT_WORKING_QTY_EXCEEDED = 73,
cxl_rej_reason::MODIFY_WITH_DIFFERENT_SIDE = 74,
cxl_rej_reason::CONTRACT_NOT_GTC_GTD_ELIGIBLE2 = 75,
cxl_rej_reason::NO_TRADING_CALENDAR_FOR_EXPIRE_DATE = 76,
cxl_rej_reason::EXPIRE_DATE_BEYOND_INSTRUMENT_EXPIRATION = 77,
cxl_rej_reason::EXPIRE_DATE_BEYOND_LEG_INSTRUMENT_EXPIRATION = 78,
cxl_rej_reason::TECHNICAL_ERROR_FUNCTION_NOT_PERFORMED = 79,
cxl_rej_reason::EURONEXT_UNKNOWN_ORDER = 80,
cxl_rej_reason::EURONEXT_OTHER = 81,
cxl_rej_reason::COMP_ID_PROBLEM = 82,
cxl_rej_reason::LOGON_PROBLEM = 83,
cxl_rej_reason::NO_ROUTER_FOR_SECURITY_GROUP = 84,
cxl_rej_reason::ROUTER_NOT_AVAILABLE_OR_CONNECTED = 85,
cxl_rej_reason::INVALID_PRICE = 86,
cxl_rej_reason::INVALID_ORDQTY = 87,
cxl_rej_reason::INVALID_ORDTYPE = 88,
cxl_rej_reason::INVALID_SIDE = 89
} |
| |
| enum | reject_code {
reject_code::INVALID = 0,
reject_code::UNKNOWN_ORDER = 1,
reject_code::UNKNOWN_PRODUCT = 2,
reject_code::UNKNOWN_INSTRUMENT = 3,
reject_code::INVALID_QTY = 4,
reject_code::NOT_ALLOWED = 5,
reject_code::NO_CONNECTION = 6,
reject_code::DUPLICATE_ORDER = 7,
reject_code::NO_LIMIT = 8,
reject_code::EXCEEDS_MAX_ORDER_SIZE = 9,
reject_code::EXCEEDS_MAX_PRODUCT_POSITION = 10,
reject_code::EXCEEDS_MAX_INSTRUMENT_POSITION = 11,
reject_code::EXCEEDS_CREDIT_LIMIT = 12,
reject_code::INCORRECT_INSTRUMENT_TYPE = 13,
reject_code::EXCEEDS_LONG_SHORT = 14,
reject_code::TIF_FORBIDDEN = 15,
reject_code::DELETE_FORBIDDEN = 16,
reject_code::SUBMIT_FORBIDDEN = 17,
reject_code::GTC_GTD_FORBIDDEN = 18,
reject_code::MARKET_ORDER_FORBIDDEN = 19,
reject_code::ALGO_ORDER_FORBIDDEN = 20,
reject_code::WHOLESALE_ORDER_FORBIDDEN = 21,
reject_code::OUTRIGHT_FORBIDDEN = 22,
reject_code::SPREAD_FORBIDDEN = 23,
reject_code::TRADING_DISABLED = 24,
reject_code::EXCEEDS_PRICE_REASONABILITY = 25,
reject_code::ASE_ORDER_FORBIDDEN = 26,
reject_code::UNSUPPORTED_SECURITY_TYPE = 27,
reject_code::INVALID_PRICE = 28,
reject_code::MANUAL_FILL_SUBMIT_FORBIDDEN = 29,
reject_code::MALFORMED_REQUEST = 30,
reject_code::MOBILE_FORBIDDEN = 31,
reject_code::UNSUPPORTED_MARKET = 32,
reject_code::CROSSED_ORDER = 33,
reject_code::UNSUPPORTED_REQUEST = 34,
reject_code::EXCEEDS_RESERVE_QTY = 35,
reject_code::NOT_TRADABLE_INSTRUMENT = 36,
reject_code::CROSSED_ORDER_NO_TTINT = 37,
reject_code::CROSSED_ORDER_MULTI_LEG = 38,
reject_code::CHILD_ORDER_QTY_CHANGE_FORBIDDEN = 39,
reject_code::LBM_SEND_FAILURE = 40,
reject_code::INCORRECT_BROKER_ID = 41,
reject_code::INVALID_COUNTERPARTY_ID = 42,
reject_code::SUBMIT_STAGED_FORBIDDEN = 43,
reject_code::CLAIM_STAGED_FORBIDDEN = 44,
reject_code::CANCEL_REPLACE_STAGED_FORBIDDEN = 45,
reject_code::STAGED_CHILD_FORBIDDEN = 46,
reject_code::STAGED_ALREADY_IN_PENDING = 47,
reject_code::RFQ_DISABLED = 48,
reject_code::POSITION_NOT_OFF_SETTING = 49,
reject_code::PRODUCT_MARGIN_NOT_SET = 50,
reject_code::DUPLICATE_QUOTE = 51
} |
| |
1.8.13