ttsdk Namespace Reference

Classes
class	Account
class	AccountCollection
class	UserParamDefinition
class	ExportValueDefinition
class	AlgoDefinition
struct	AccountConnectionStatus
class	CustomerProfile
class	CustomerProfileCollection
class	ExecutionReport
	Outbound order message receipt. More...
struct	ExportValues
struct	ExtendedRejectionInformation
class	Fill
	an interface around the fill execution report More...
class	HistoricalFillCollection
class	IFillDownloadCallbackHandler
class	InstrumentLeg
class	Instrument
class	InstrumentResult
class	InstrumentSearchResults
struct	OrderProfile
	Definition of an order to provide when submitting. More...
struct	OrderPrcQtyProfile
	Definition of an order price/qty change. More...
class	IOrderEventHandler
	Interface for listening to order events. More...
class	Order
	an interface to interact with the order. More...
class	IOrderBookEventHandler
	Interface for listening to order and position events. There is one OrderBookEventHandler set in the SDK. All order events will go to this handler unless a specific handler is set for specific orders on an order by order basis. More...
struct	Position
struct	PositionReserveBucket
struct	PriceSnap
struct	TimeSales
	Time and Sales update data. More...
class	IPriceEventHandler
	Interface for listening to price subscription events. More...
class	ITimeSalesEventHandler
	Interface for listening to time and sales subscription events. More...
class	RejectResponse
struct	TTSDKOptions
class	ISDKAlgoManager
	Interface for listening to sdk algo events. More...
class	SDKAlgo
	an interface to interact with the sdk managed algo. More...
class	SDKAlgoRequest
	Inbound SDK algo request message data. More...
class	shared_base
class	shared_ptr
class	IEventHandler
struct	UserParameter

Typedefs
using	AccountPtr = shared_ptr<const Account>
using	AccountCollectionPtr = shared_ptr<const AccountCollection>
using	UserParamDefinitionPtr = shared_ptr<const UserParamDefinition>
using	ExportValueDefinitionPtr = shared_ptr<const ExportValueDefinition>
using	AlgoDefinitionPtr = shared_ptr<const AlgoDefinition>
using	CustomerProfilePtr = shared_ptr<const CustomerProfile>
using	CustomerProfileCollectionPtr = shared_ptr<const CustomerProfileCollection>
using	ExecutionReportPtr = shared_ptr<const ExecutionReport>
using	FillPtr = shared_ptr<const Fill>
using	HistoricalFillCollectionPtr = shared_ptr<const HistoricalFillCollection>
using	IFillDownloadCallbackHandlerPtr = IFillDownloadCallbackHandler*
using	InstrumentLegPtr = shared_ptr<const InstrumentLeg>
using	InstrumentPtr = shared_ptr<const Instrument>
using	InstrumentResultPtr = shared_ptr<const InstrumentResult>
using	InstrumentSearchResultsPtr = shared_ptr<InstrumentSearchResults>
using	OrderPtr = shared_ptr<Order>
using	IOrderEventHandlerPtr = IOrderEventHandler*
using	IOrderBookEventHandlerPtr = IOrderBookEventHandler*
using	IPriceEventHandlerPtr = IPriceEventHandler*
using	ITimeSalesEventHandlerPtr = ITimeSalesEventHandler*
using	RejectResponsePtr = shared_ptr<const RejectResponse>
using	SDKAlgoPtr = shared_ptr<SDKAlgo>
using	ISDKAlgoManagerPtr = ISDKAlgoManager*
using	SDKAlgoRequestPtr = shared_ptr<const SDKAlgoRequest>
using	IEventHandlerPtr = IEventHandler*

Enumerations
enum class	AlgoResponseCode {   Ok = 0 , UnknownSymbol = 1 , QtyNotSet = 2 , PriceNotSet = 3 ,   TypeNotSet = 4 , TIFNotSet = 5 , SideNotSet = 6 , AccountNotSet = 7 ,   MissingParameters = 8 , InvalidParameters = 9 , UnknownOrder = 10 , DuplicateOrder = 11 ,   RiskRejectReceived = 12 , InvalidAlgoInstrument = 13 , RoutingError = 14 , AlgoNotWorking = 15 ,   InvalidPrice = 16 , InvalidQty = 17 , UserNotAuthorized = 18 , PendingAction = 19 ,   NotSupportedAction = 20 , InvalidRequest = 21 , PriceSubFailed = 22 , Other = 23 ,   AlgoRecoveryDisabled = 24 }
enum class	AlgoType {   NotSet = -1 , Adl = 0 , Sse = 1 , CustomLibrary = 2 ,   Vendor = 3 , TtCoreSdk = 4 , Liquidate = 5 , AutoLiquidate = 6 ,   Aggregator = 7 , Autospreader = 8 , OrderCrossPrevention = 9 , Sniper = 10 ,   Unknown = 11 , Sdk = 12 , TtPremiumOrder = 13 }
enum class	CrossingOrderPreventionActionType {   NotSet = -2 , Unknown = -1 , CrossingOrderPreventionNone = 0 , CrossingOrderPreventionHeld = 1 ,   CrossingOrderPreventionCancel = 2 , CrossingOrderPreventionFill = 3 , CrossingOrderPreventionReducedOrder = 4 , CrossingOrderPreventionReducedChange = 5 ,   CrossingOrderPreventionReleasedOrder = 6 , CrossingOrderPreventionReplacedOrder = 7 , CrossingOrderPreventionNoActionOnOrder = 8 , CrossingOrderPreventionCancelReplace = 9 ,   CrossingOrderPreventionHeldChange = 10 , CrossingOrderPreventionSplit = 11 , CrossingOrderPreventionReducedBySplit = 12 , CrossingOrderPreventionPartialRelease = 13 ,   CrossingOrderPreventionReleaseDisclosedQty = 14 , CrossingOrderPreventionCancelReplaceNoReplaceNeeded = 15 }
enum class	CurrencyCode {   NotSet = -1 , INVALID = 0 , AED = 1 , AFN = 2 ,   ALL = 3 , AMD = 4 , ANG = 5 , AOA = 6 ,   ARS = 7 , AUD = 8 , AWG = 9 , AZN = 10 ,   BAM = 11 , BBD = 12 , BDT = 13 , BGN = 14 ,   BHD = 15 , BIF = 16 , BMD = 17 , BND = 18 ,   BOB = 19 , BOV = 20 , BRL = 21 , BSD = 22 ,   BTN = 23 , BWP = 24 , BYR = 25 , BZD = 26 ,   CAD = 27 , CDF = 28 , CHE = 29 , CHF = 30 ,   CHW = 31 , CLF = 32 , CLP = 33 , CNY = 34 ,   COP = 35 , COU = 36 , CRC = 37 , CUC = 38 ,   CUP = 39 , CVE = 40 , CZK = 41 , DJF = 42 ,   DKK = 43 , DOP = 44 , DZD = 45 , EGP = 46 ,   ERN = 47 , ETB = 48 , EUR = 49 , FJD = 50 ,   FKP = 51 , GBP = 52 , GEL = 53 , GHS = 54 ,   GIP = 55 , GMD = 56 , GNF = 57 , GTQ = 58 ,   GYD = 59 , HKD = 60 , HNL = 61 , HRK = 62 ,   HTG = 63 , HUF = 64 , IDR = 65 , ILS = 66 ,   INR = 67 , IQD = 68 , IRR = 69 , ISK = 70 ,   JMD = 71 , JOD = 72 , JPY = 73 , KES = 74 ,   KGS = 75 , KHR = 76 , KMF = 77 , KPW = 78 ,   KRW = 79 , KWD = 80 , KYD = 81 , KZT = 82 ,   LAK = 83 , LBP = 84 , LKR = 85 , LRD = 86 ,   LSL = 87 , LTL = 88 , LVL = 89 , LYD = 90 ,   MAD = 91 , MDL = 92 , MGA = 93 , MKD = 94 ,   MMK = 95 , MNT = 96 , MOP = 97 , MRO = 98 ,   MUR = 99 , MVR = 100 , MWK = 101 , MXN = 102 ,   MXV = 103 , MYR = 104 , MZN = 105 , NAD = 106 ,   NGN = 107 , NIO = 108 , NOK = 109 , NPR = 110 ,   NZD = 111 , OMR = 112 , PAB = 113 , PEN = 114 ,   PGK = 115 , PHP = 116 , PKR = 117 , PLN = 118 ,   PYG = 119 , QAR = 120 , RON = 121 , RSD = 122 ,   RUB = 123 , RWF = 124 , SAR = 125 , SBD = 126 ,   SCR = 127 , SDG = 128 , SEK = 129 , SGD = 130 ,   SHP = 131 , SLL = 132 , SOS = 133 , SRD = 134 ,   SSP = 135 , STD = 136 , SVC = 137 , SYP = 138 ,   SZL = 139 , THB = 140 , TJS = 141 , TMT = 142 ,   TND = 143 , TOP = 144 , TRY = 145 , TTD = 146 ,   TWD = 147 , TZS = 148 , UAH = 149 , UGX = 150 ,   USD = 151 , USN = 152 , USS = 153 , UYI = 154 ,   UYU = 155 , UZS = 156 , VEF = 157 , VND = 158 ,   VUV = 159 , WST = 160 , XAF = 161 , XAG = 162 ,   XAU = 163 , XBA = 164 , XBB = 165 , XBC = 166 ,   XBD = 167 , XCD = 168 , XDR = 169 , XOF = 170 ,   XPD = 171 , XPF = 172 , XPT = 173 , XSU = 174 ,   XUA = 176 , YER = 178 , ZAR = 179 , ZMK = 180 ,   ZWL = 181 , RMB = 200 , CNH = 201 , GBX = 202 ,   BTC = 203 , USDC = 204 , USDT = 205 , BAT = 206 ,   BCH = 207 , CVC = 208 , DAI = 209 , DNT = 210 ,   EOS = 211 , ETC = 212 , ETH = 213 , GNT = 214 ,   LOOM = 215 , LTC = 216 , MANA = 217 , MKR = 218 ,   REP = 219 , XLM = 220 , XRP = 221 , ZEC = 222 ,   ZIL = 223 , ZRX = 224 , FLEX = 225 , USDTDOT = 226 ,   DOTF = 227 , TUSD = 228 , DFNF = 229 , USDTDFN = 230 ,   LIBF = 231 , USDTLIB = 232 , NANO = 1001 , ADA = 1002 ,   DASH = 1003 , GNO = 1004 , XTZ = 1005 , MLN = 1006 ,   DOGE = 1007 , TRX = 1008 , XMR = 1009 , ATOM = 1010 ,   QTUM = 1011 , BNT = 1012 , KNC = 1013 , LPT = 1014 ,   LSK = 1015 , NMR = 1016 , OMG = 1017 , SC = 1018 ,   STORJ = 1019 , ADX = 1020 , BLZ = 1021 , BTT = 1022 ,   CELR = 1023 , DENT = 1024 , ENJ = 1025 , FET = 1026 ,   ICX = 1027 , KEY = 1028 , LINK = 1029 , LRC = 1030 ,   POWR = 1031 , REN = 1032 , REQ = 1033 , RLC = 1034 ,   WAVES = 1035 , MATIC = 1036 , ANT = 1037 , UST = 1038 ,   WBTC = 1039 , ANKR = 1040 , OCEAN = 1041 , QNT = 1042 ,   SNX = 1043 , FTM = 1044 , ALGO = 1045 , CHZ = 1046 ,   BAND = 1047 , ARPA = 1048 , KAVA = 1049 , PAXG = 1050 ,   OXT = 1051 , OGN = 1052 , COTI = 1053 , CTSI = 1054 ,   SOL = 1055 , CHR = 1056 , COMP = 1057 , BAL = 1058 ,   YFI = 1059 , RUNE = 1060 , UMA = 1061 , REPV2 = 1062 ,   LUNA = 1063 , SRM = 1064 , DOT = 1065 , SAND = 1066 ,   CRV = 1067 , IDEX = 1068 , SUSHI = 1069 , KSM = 1070 ,   EGLD = 1071 , UNI = 1072 , AVAX = 1073 , GHST = 1074 ,   RARI = 1075 , GST = 1076 , POLS = 1077 , SCRT = 1078 ,   AAVE = 1079 , ALPHA = 1080 , NEARM = 1081 , FIL = 1082 ,   INJ = 1083 , AUDIO = 1084 , KP3R = 1085 , AXS = 1086 ,   UNFI = 1087 , KEEP = 1088 , TBTC = 1089 , API3 = 1090 ,   BADGER = 1091 , FARM = 1092 , GRT = 1093 , _1INCH = 1094 ,   ROOK = 1095 , FIDA = 1096 , BOND = 1097 , ETH2 = 1098 ,   TRU = 1099 , FLOW = 1100 , PERP = 1101 , FXS = 1102 ,   KIN = 1103 , RAY = 1104 , PHA = 1105 , TVK = 1106 ,   FIS = 1107 , EWT = 1108 , POND = 1109 , ALICE = 1110 ,   OXY = 1111 , SUPER = 1112 , ICP = 1113 , ALCX = 1114 ,   TLM = 1115 , MIR = 1116 , SHIB = 1117 , FORTH = 1118 ,   STEP = 1119 , MASK = 1120 , GTC = 1121 , MINA = 1122 ,   CQT = 1123 , KAR = 1124 , C98 = 1125 , ACH = 1126 ,   TRIBE = 1127 , MNGO = 1128 , YGG = 1129 , BIT = 1130 ,   MOVR = 1131 , RAD = 1132 , ATLAS = 1133 , POLIS = 1134 ,   SDN = 1135 , AGLD = 1136 , DYDX = 1137 , GALA = 1138 ,   LDO = 1139 , CFG = 1140 , MXC = 1141 , JASMY = 1142 ,   RARE = 1143 , SPELL = 1144 , TOKE = 1145 , WOO = 1146 ,   MSOL = 1147 , BNC = 1148 , LCX = 1149 , IMX = 1150 ,   SAMO = 1151 , ENS = 1152 , CVX = 1153 , PLAD = 1154 ,   BOBA = 1155 , MC = 1156 , RNDR = 1157 , KILT = 1158 ,   BICO = 1159 , SGB = 1160 , KINT = 1161 , GLMR = 1162 ,   GARI = 1163 , ASTR = 1164 , ACA = 1165 , ORCA = 1166 ,   SBR = 1167 , AKT = 1168 , AIR = 1169 , PSTAKE = 1170 ,   XRT = 1171 , T = 1172 , MULTI = 1173 , APE = 1174 ,   SYN = 1175 , GMT = 1176 , STG = 1177 , RBC = 1178 ,   NYM = 1179 , XCN = 1180 , MV = 1181 , LUNA2 = 1182 ,   RPL = 1183 , TEER = 1184 , INTR = 1185 , CSM = 1186 ,   JUNO = 1187 , ETHW = 1188 , BSX = 1189 , NODL = 1190 ,   PARA = 1191 , GALX = 1192 , APT = 1193 , EST = 1194 }
enum class	CxlRejReason {   NotSet = -1 , Unknown = 0 , TooLateToCancel = 1 , UnknownOrder = 2 ,   Broker = 3 , OrderAlreadyInPendingCancelOrPendingReplaceStatus = 4 , UnableToProcessOrderMassCancelRequest = 5 , Origordmodtime = 6 ,   DuplicateClordid = 7 , Other = 8 , InvalidPriceIncrement = 9 , PriceExceedsCurrentPrice = 10 ,   PriceExceedsCurrentPriceBand = 11 , UnableToReduceForInternalization = 12 , UnsupportedOrderCharacteristic = 13 , IncorrectQuantity = 14 ,   IncorrectAllocatedQuantity = 15 , UnknownAccount = 16 , ExchangeClosed = 17 , OrderExceedsLimit = 18 ,   StaleOrder = 19 , MessagePending = 20 , RoutingError = 21 , OrderRetransmitted = 22 ,   InvalidInvestorId = 23 , SurveillenceOption = 24 , OrderNotInBookLongEnough = 25 , CannotForceDeleteUnknownOrder = 26 ,   MarketClosed = 27 , FixFieldMissingOrIncorrect = 28 , RequiredFieldMissing = 29 , FixFieldIncorrect = 30 ,   PriceMustBeGreaterThanZero = 31 , InvalidOrderQualifier = 32 , UserNotAuthorized = 33 , MarketOrdersNotSupportedByOpposite = 34 ,   InvalidExpireDate = 35 , OrderNotInBook = 36 , OrderNotInBook2 = 37 , DisclosedQtyCannotBeGreater = 38 ,   UnknownContract = 39 , CancelWithDifferentSenderCompId = 40 , ClordidDifferentThanCorrelationclordid = 41 , ClordidDifferentThanOriginalclordid = 42 ,   DifferentSide = 43 , DifferentGroup = 44 , DifferentSecurityType = 45 , DifferentAccount = 46 ,   DifferentQty = 47 , CancelWithDifferentTraderId = 48 , StopPriceMustBeGreater = 49 , StopPriceMustBeSmaller = 50 ,   SellStopPriceMustBeBelowLtp = 51 , BuyStopPriceMustBeAboveLtp = 52 , DifferentProduct = 53 , DifferentInflightFillMitigation = 54 ,   ModifyWithDifferentSenderCompId = 55 , ModifyWithDifferentTraderId = 56 , OrderQtyOutsideAllowableRange = 57 , InvalidOrderTypeForPcp = 58 ,   OrderPriceOutsideLimits = 59 , OrderPriceOutsideBands = 60 , InvalidOrderTypeForGroup = 61 , InstrumentCrossRequestInProgress = 62 ,   OrderQtyTooLow = 63 , OrderRejected = 64 , MarketInNoCancel = 65 , InvalidOrderTypeForReservedMarket = 66 ,   OrderSessionDateInPast = 67 , DisclosedQtyCannotBeSmaller = 68 , MarketMakerProtectionHasTripped = 69 , EngineDidNotRespond = 70 ,   ContractNotGtcGtdEligible = 71 , ContractPastExpiration = 72 , MaxContractWorkingQtyExceeded = 73 , ModifyWithDifferentSide = 74 ,   ContractNotGtcGtdEligible2 = 75 , NoTradingCalendarForExpireDate = 76 , ExpireDateBeyondInstrumentExpiration = 77 , ExpireDateBeyondLegInstrumentExpiration = 78 ,   TechnicalErrorFunctionNotPerformed = 79 , EuronextUnknownOrder = 80 , EuronextOther = 81 , CompIdProblem = 82 ,   LogonProblem = 83 , NoRouterForSecurityGroup = 84 , RouterNotAvailableOrConnected = 85 , InvalidPrice = 86 ,   InvalidOrdqty = 87 , InvalidOrdtype = 88 , InvalidSide = 89 , FullyFilled = 90 ,   PendingReplace = 91 , PendingCancel = 92 , CleanupPendingAction = 93 , PendingOrderRejectedDueToResend = 94 ,   StagedOrderCancelRejectedByClaimant = 95 , StagedOrderReplaceRejectedByClaimant = 96 , StaleStagedOrderReplaceAcceptedByClaimant = 97 , StagedOrderNewPendingRequestArrived = 98 ,   AotcProcessingAlreadyInProgress = 99 , AotcCrossesOrderInSameAccount = 100 , AotcCrossesOrderThatCannotBeCancelled = 101 , LbmSendFailure = 102 ,   NoPriceSubForDeviationCalc = 103 , ServerOverload = 104 , PendingNew = 105 , OrderExceedsThrottleLimit = 106 ,   TtsmpChangeNotSupported = 107 , InvalidSecurityId = 109 , UnknownMarketSegmentId = 110 , FieldMissingOrIncorrect = 111 }
enum class	ExchSupportedOTCTypes {   NotSet = -2 , Unknown = -1 , ExchSupportedOtcNone = 0 , ExchSupportedOtcBlock = 6 ,   ExchSupportedOtcCross = 7 , ExchSupportedOtcCommitted = 22 , ExchSupportedOtcBasis = 23 , ExchSupportedOtcGcross = 24 ,   ExchSupportedOtcAssetalloc = 25 , ExchSupportedOtcProf = 26 , ExchSupportedOtcOnesided = 27 , ExchSupportedOtcCombination = 28 ,   ExchSupportedOtcAgainstactual = 29 , ExchSupportedOtcVola = 30 , ExchSupportedOtcEfp = 31 , ExchSupportedOtcEfpi = 32 ,   ExchSupportedOtcEfpfi = 33 , ExchSupportedOtcEfs = 34 , ExchSupportedOtcFlexfut = 35 , ExchSupportedOtcFlexopt = 36 ,   ExchSupportedOtcOther = 50 }
enum class	ExecType {   NotSet = -1 , Unknown = 0 , New = 1 , DoneForDay = 2 ,   Canceled = 3 , Replaced = 4 , PendingCancel = 5 , Stopped = 6 ,   Rejected = 7 , Suspended = 8 , PendingNew = 9 , Calculated = 10 ,   Expired = 11 , Restated = 12 , PendingReplace = 13 , Trade = 14 ,   TradeCorrect = 15 , TradeCancel = 16 , OrderStatus = 17 , TradeInAClearingHold = 18 ,   TradeHasBeenReleasedToClearing = 19 , TriggeredOrActivatedBySystem = 20 , PositionReserveCancelReject = 21 , PositionReserveReplaceReject = 22 ,   AlgoMessage = 23 , ExpiredOrderbook = 24 , SquareOff = 25 , ObpStateChange = 26 ,   StageOrderApprovalOfPendingAccepted = 27 , StageOrderRejectionOfPendingAccepted = 28 , Ordertag = 29 , CancelledByStp = 30 ,   OrderCancelledDueToCodMechanism = 31 , OrderCancelledDueToPotentialTradeOutsideFspLimits = 32 , OrderCancelledDueToMarketMakerProtection = 33 , OrderCancelledByClearingRiskManager = 34 ,   OrderCancelledDueToTradePriceValidation = 35 , EliminatedByCorporateEvent = 36 , CancelledByMemberRiskManager = 37 , OrderCancelledByMarketOperations = 38 ,   CancelledDueToKillCommand = 39 , RemainingQuantityKilled = 40 , BeginningOfPakoPeriod = 41 , RfqPartiallyOrFullyMatchedWithOtherCounterparts = 42 }
enum class	ImpliedsSource {   NotSet = -2 , Unknown = -1 , Noimplieds = 0 , Exchange = 1 ,   Calculated = 2 }
enum class	MarketId {   NotSet = -1 , ASE = 0 , XETRA = 1 , EUREX = 2 ,   NYSELIFFE = 3 , LSE = 4 , OM = 5 , CBOT = 6 ,   CME = 7 , CFFE = 8 , SEHK = 9 , ENXTFUT = 10 ,   ENXTOPT = 11 , SYCOM = 12 , NQLX = 13 , EPEX = 14 ,   GARBAN = 15 , LIFFEEO = 16 , SGXGIFT = 17 , ISE = 18 ,   INSTINET = 19 , NASDAQ = 20 , BTECFUTURES = 21 , BTEC = 22 ,   ISLAND = 23 , ASX = 24 , EUREXUS = 25 , CBOE = 26 ,   ARCHIPELAGO = 28 , IB = 29 , EURONEXT = 30 , ICE = 32 ,   COREEX = 43 , NYMEX = 61 , HOTSPOT = 62 , MONTREAL = 63 ,   SGX = 64 , IDEM = 65 , MEFF = 66 , TFX = 67 ,   TOCOM = 68 , TSE = 69 , HKFE = 70 , OSE = 71 ,   MEXDER = 72 , KRX = 73 , CCX = 74 , ECX = 75 ,   CCFE = 76 , NSE = 77 , LME = 79 , FXMS = 80 ,   USFE = 81 , DME = 82 , EBS = 83 , SSE = 85 ,   MCX = 86 , SIMEX = 87 , TMX = 89 , BVMF = 90 ,   MX = 91 , ICEL = 92 , CFE = 93 , ERIS = 94 ,   NASDAQOMXEU = 95 , AGGREGATOR = 96 , TTEX = 97 , ESPEED = 98 ,   NFI = 98 , KCG = 99 , EEX = 100 , CMEMDP = 101 ,   NFX = 102 , NLX = 103 , NORDIC = 104 , GMEX = 105 ,   NDAQEU = 106 , HKEX = 107 , FEX = 108 , ASX2 = 111 ,   OTCME = 112 , OTDGCX = 113 , DGCX = 114 , FIXGW2 = 115 ,   FIXGW3 = 116 , FIXGW4 = 117 , FIXGW5 = 118 , FIXGW6 = 119 ,   FIXGW7 = 120 , FIXGW8 = 121 , FIXGW9 = 122 , DIRECTMATCH = 123 ,   FENICS = 124 , NODAL = 125 , BIST = 126 , TFEX = 127 ,   GDAX = 128 , SAFEX = 129 , WSE = 130 , CURVEGLOBAL = 131 ,   COINFLOOREX = 132 , KRAKEN = 133 , BITMEX = 134 , MOEX = 136 ,   TAIFEX = 137 , ATHEX = 138 , COINFLOORUK = 139 , INE = 140 ,   DCE = 141 , ZCE = 142 , SHFE = 143 , JUMP = 145 ,   GRAYSTONE = 146 , CHFFE = 147 , BITSO = 148 , DERIBIT = 149 ,   MYSTEEL = 150 , XBTG = 151 , CMEBTEC = 152 , TADAWUL = 153 ,   CEDX = 154 , JPX = 155 , OPRA = 156 , LMENTP = 157 ,   NASDAQNED = 158 , BINANCE = 159 , BINANCEUS = 160 , BITFINEX = 161 ,   BITSTAMP = 162 , BITTREX = 163 , ERISX = 164 , FTX = 165 ,   FTXUS = 166 , GEMINI = 167 , LMAX = 168 , OKX = 169 ,   OSL = 170 , POLONIEX = 171 , ALAMEDARESEARCH = 172 , B2C2 = 173 ,   CUMBERLAND = 174 , DVCHAIN = 175 , FLOWTRADERS = 176 , GALAXYDIGITAL = 177 ,   GENESIS = 178 , HEHMEYER = 179 , JANESTREET = 180 , WINTERMUTE = 181 ,   NZX = 182 , CMEDELAYED = 183 , KUCOIN = 184 , HUOBI = 185 ,   CBOEDSPOT = 186 , CBOEDDER = 187 , BINANCEFUTURES = 188 , COINBASEPRIME = 189 ,   NORDPOOL = 190 , FMX = 191 , GFOX = 192 , DEALERWEB = 193 ,   CMEBTECSTREAM = 194 , BYBIT = 195 , ABAXX = 196 , COINBASEDERIVS = 197 ,   CBOEFXSWNY = 198 , CBOEFXSWLN = 199 , CBOEFXFANY = 200 , CBOEFXFALN = 201 ,   TTFXLN = 202 , TTFXNY = 203 , TTFXSG = 204 , EBSMNY = 205 ,   EBSMLN = 206 , EBSDNY = 207 , EBSDLN = 208 , EBSDTY = 209 ,   EBSDSWNY = 210 , EBSDSWLN = 211 , EBSDSWTY = 212 , EBSDFANY = 213 ,   EBSDFALN = 214 , EBSDFATY = 215 , MIAXFUTCH = 216 , MIAXFUTNY = 217 ,   BSE = 218 , EEXGASSPOT = 220 , FMXUSTF = 221 , SIMULATORCME = 222 ,   SIMULATORICE = 223 , _24X = 224 , _24XSWNY = 225 , _24XSWLN = 226 ,   _24XFANY = 227 , _24XFALN = 228 , GSX = 229 , GSX1 = 230 ,   GSX2 = 231 , GSX3 = 232 , GSX4 = 233 , GSX5 = 234 ,   GSX6 = 235 , GSX7 = 236 , GSX8 = 237 , GSX9 = 238 ,   GSX10 = 239 , ICEBONDPOINT = 240 , UBSBONDPORT = 241 , TRADEWEBDIRECT = 242 ,   ICETMC = 243 , TRUMIDANONYMOUS = 244 , MARKETAXESSORDERSTAGING = 245 , TRADEWEBORDERSTAGING = 246 ,   BBGORDERSTAGING = 247 , TRADEWEBAIPRICE = 248 , TRADEWEBINVENTORYSERVICE = 249 , MARKETAXESSCOMPOSITEPRICEPLUS = 250 ,   ICECEPPRICE = 251 , FINRATRACE = 253 , TRUMIDATTRIBUTEDTRADING = 254 , BBGBPIPE = 255 ,   BBGORDERROUTING = 256 , PME = 600 , DV = 601 , TT = 602 ,   NZXDEV = 801 , EUREXDEV = 802 , LSEDEV = 804 , CMEUC = 807 ,   SGXGIFTDEV = 817 , BTECDEV = 822 , BITMEXDEV = 823 , ASXDEV = 824 ,   EURONEXTDEV = 830 , ICEDEV = 832 , ASEDEV = 833 , BISTDEV = 834 ,   CLEARPORTDEV = 835 , CMEDEV = 836 , DGCXDEV = 837 , DIRECTMATCHDEV = 838 ,   EEXDEV = 839 , ERISDEV = 840 , ESPEEDDEV = 841 , NFIDEV = 841 ,   FENICSDEV = 842 , FEXDEV = 843 , GDAXDEV = 844 , HKEXDEV = 845 ,   IDEMDEV = 846 , ISEDEV = 847 , KRXDEV = 848 , MCXDEV = 849 ,   MEXDERDEV = 850 , NDAQEUDEV = 851 , NFXDEV = 852 , NODALDEV = 853 ,   NSEDEV = 854 , SAFEXDEV = 855 , SEHKDEV = 856 , TFEXDEV = 857 ,   TSEDEV = 858 , WSEDEV = 859 , CURVEGLOBALDEV = 860 , COINFLOOREXDEV = 861 ,   KRAKENDEV = 862 , SGXDEV = 864 , MEFFDEV = 866 , TFXDEV = 867 ,   TOCOMDEV = 868 , OSEDEV = 871 , LMEDEV = 879 , BVMFDEV = 890 ,   MXDEV = 891 , ICELDEV = 892 , CFEDEV = 893 , KCGDEV = 899 ,   NLXDEV = 903 , ASX2DEV = 911 , MOEXDEV = 912 , TAIFEXDEV = 913 ,   ATHEXDEV = 914 , COINFLOORUKDEV = 915 , INEDEV = 916 , DCEDEV = 917 ,   ZCEDEV = 918 , SHFEDEV = 919 , JUMPDEV = 921 , GRAYSTONEDEV = 922 ,   CHFFEDEV = 923 , DERIBITDEV = 924 , TFEXDEV2 = 925 , MYSTEELDEV = 926 ,   CBOEDEV = 927 , CEDXDEV = 928 , JPXDEV = 929 , ALGO = 1001 ,   BANKALGO = 1004 , SDKALGO = 1005 , INVALID = 134217726 }
enum class	MultiLegReportingType {   NotSet = -1 , Unknown = 0 , SingleSecurity = 1 , IndividualLegOfAMultiLegSecurity = 2 ,   MultiLegSecurity = 3 }
enum class	OrderRejectReason {   NotSet = -1 , Unknown = 0 , Broker = 1 , UnknownSymbol = 2 ,   InvalidInvestorId = 3 , UnsupportedOrderCharacteristic = 4 , SurveillenceOption = 5 , IncorrectQuantity = 6 ,   IncorrectAllocatedQuantity = 7 , UnknownAccount = 8 , ExchangeClosed = 9 , OrderExceedsLimit = 10 ,   TooLateToEnter = 11 , UnknownOrder = 12 , DuplicateOrder = 13 , DuplicateOfAVerballyCommunicatedOrder = 14 ,   StaleOrder = 15 , TradeAlongRequired = 16 , Other = 17 , InvalidPriceIncrement = 18 ,   PriceExceedsCurrentPriceBand = 19 , MessagePending = 20 , RoutingError = 21 , OrderRetransmitted = 22 ,   TooLateToCancel = 23 , OrderAlreadyInPendingCancelOrPendingReplaceStatus = 24 , UnableToProcessOrderMassCancelRequest = 25 , Origordmodtime = 26 ,   DuplicateClordid = 27 , PriceExceedsCurrentPrice = 28 , UnableToReduceForInternalization = 29 , OrderExceedsThrottleLimit = 30 ,   CannotForceDeleteUnknownOrder = 31 , MarketClosed = 32 , FixFieldMissingOrIncorrect = 33 , RequiredFieldMissing = 34 ,   FixFieldIncorrect = 35 , PriceMustBeGreaterThanZero = 36 , InvalidOrderQualifier = 37 , UserNotAuthorized = 38 ,   MarketOrdersNotSupportedByOpposite = 39 , InvalidExpireDate = 40 , OrderNotInBook = 41 , OrderNotInBook2 = 42 ,   DisclosedQtyCannotBeGreater = 43 , UnknownContract = 44 , CancelWithDifferentSenderCompId = 45 , ClordidDifferentThanCorrelationclordid = 46 ,   ClordidDifferentThanOriginalclordid = 47 , DifferentSide = 48 , DifferentGroup = 49 , DifferentSecurityType = 50 ,   DifferentAccount = 51 , DifferentQty = 52 , CancelWithDifferentTraderId = 53 , StopPriceMustBeGreater = 54 ,   StopPriceMustBeSmaller = 55 , SellStopPriceMustBeBelowLtp = 56 , BuyStopPriceMustBeAboveLtp = 57 , DifferentProduct = 58 ,   DifferentInflightFillMitigation = 59 , ModifyWithDifferentSenderCompId = 60 , ModifyWithDifferentTraderId = 61 , OrderQtyOutsideAllowableRange = 62 ,   InvalidOrderTypeForPcp = 63 , OrderPriceOutsideLimits = 64 , OrderPriceOutsideBands = 65 , InvalidOrderTypeForGroup = 66 ,   InstrumentCrossRequestInProgress = 67 , OrderQtyTooLow = 68 , OrderRejected = 69 , MarketInNoCancel = 70 ,   InvalidOrderTypeForReservedMarket = 71 , OrderSessionDateInPast = 72 , DisclosedQtyCannotBeSmaller = 73 , MarketMakerProtectionHasTripped = 74 ,   EngineDidNotRespond = 75 , ContractNotGtcGtdEligible = 76 , ContractPastExpiration = 77 , MaxContractWorkingQtyExceeded = 78 ,   ModifyWithDifferentSide = 79 , ContractNotGtcGtdEligible2 = 80 , NoTradingCalendarForExpireDate = 81 , ExpireDateBeyondInstrumentExpiration = 82 ,   ExpireDateBeyondLegInstrumentExpiration = 83 , TechnicalErrorFunctionNotPerformed = 84 , DuplicateQuote = 85 , PendingReplace = 91 ,   PendingCancel = 92 , CleanupPendingAction = 93 , PendingOrderRejectedDueToResend = 94 , OrderStagedOrderCancelRejectedByClaimant = 95 ,   OrderStagedOrderReplaceRejectedByClaimant = 96 , OrderStaleStagedOrderReplaceAcceptedByClaimant = 97 , InvalidRequest = 98 , BeforeSendHandlerReject = 99 ,   ActionNotSupported = 100 , SendError = 101 , AotcCrossesOrderInSameAccount = 102 , PreventDuplicateOrder = 103 ,   NoPriceSubForDeviationCalc = 104 , ServerOverload = 105 , PendingNew = 106 , ReviewStatusInvalidTransition = 107 ,   OrderTimedOut = 108 , InvalidSecurityId = 109 , UnknownMarketSegmentId = 110 , FieldMissingOrIncorrect = 111 ,   ApiNotReady = 200 }
enum class	OrderSide {   NotSet = 0 , Buy = 1 , Sell = 2 , BuyMinus = 3 ,   SellPlus = 4 , SellShort = 5 , SellShortExempt = 6 , Undisclosed = 7 ,   Cross = 8 , CrossShort = 9 , CrossShortExempt = 10 , AsDefined = 11 ,   Opposite = 12 , Subscribe = 13 , Redeem = 14 , Lend = 15 ,   Borrow = 16 , Invalid = 17 , Held = 18 }
enum class	OrderType {   NotSet = 0 , Market = 1 , Limit = 2 , Stop = 3 ,   StopLimit = 4 , MarketWithLeftOverAsLimit = 20 , MarketLimitMarketLeftOverAsLimit = 21 , StopMarketToLimit = 30 ,   IfTouchedMarket = 31 , IfTouchedLimit = 32 , IfTouchedMarketToLimit = 33 , LimitPostOnly = 37 ,   MarketCloseToday = 38 , LimitCloseToday = 39 , LimitReduceOnly = 40 , MarketReduceOnly = 41 ,   UserDefinedBlock = 42 , Pegged = 43 , Stripblock = 44 , PreviouslyQuoted = 45 ,   Unknown = 100 }
enum class	OrdStatus {   NotSet = 0 , New = 1 , PartiallyFilled = 2 , Filled = 3 ,   DoneForDay = 4 , Canceled = 5 , PendingCancel = 6 , Stopped = 7 ,   Rejected = 8 , Suspended = 9 , PendingNew = 10 , Calculated = 11 ,   Expired = 12 , AcceptedForBidding = 13 , PendingReplace = 14 , Unknown = 16 ,   Inactive = 17 , Planned = 18 }
enum class	PriceDisplayType {   NotSet = -2 , Unknown = -1 , TtPriceDisplayNormal = 0 , TtPriceDisplay32 = 1 ,   TtPriceDisplayYield1 = 2 , TtPriceDisplayYield2 = 3 , TtPriceDisplayDiscount = 4 , TtPriceDisplayDecimal = 5 ,   TtPriceDisplayBasis = 6 , TtPriceDisplayRoll = 7 , TtPriceDisplaySpread = 8 , TtPriceDisplay512th = 9 ,   TtPriceDisplayHalves = 10 , TtPriceDisplayFourths = 11 , TtPriceDisplayModifiedFourths = 12 , TtPriceDisplayEighths = 13 ,   TtPriceDisplayModifiedDecimalFourths = 14 , TtPriceDisplayThirtySeconds = 15 , TtPriceDisplaySixtyFourths = 16 , TtPriceDisplayHalfThirtySeconds = 17 ,   TtPriceDisplayQuarterThirtySeconds = 18 , TtPriceDisplayHalfSixtyFourths = 19 , TtPriceDisplayFives = 20 , TtPriceDisplayHalfPoints = 21 ,   TtPriceDisplayFiveOneThousandths = 22 , TtPriceDisplayOneHundredths = 23 , TtPriceDisplayTenths = 24 , TtPriceDisplayTenHundredths = 25 ,   TtPriceDisplayNoDecimals = 26 , TtPriceDisplayModifiedOneFortieths = 27 , TtPriceDisplayEighthThirtySecondsNotImplemented = 28 , TtPriceDisplayIslandNotImplemented = 29 ,   TtPriceDisplayBtec164 = 30 , TtPriceDisplayBtec28 = 31 , TtPriceDisplayBtec28Of132 = 32 , TtPriceDisplayBtec18Of132 = 33 ,   TtPriceDisplayBtec1100And18 = 34 , TtPriceDisplayBtecNormal = 35 , TtPriceDisplayBtec14Of164 = 36 , TtPriceDisplayBtecWhole18Of132 = 37 ,   TtPriceDisplayQuarterThirtySeconds4x = 38 , TtPriceDisplayQuarterThirtySeconds2x = 39 , TtPriceDisplayBtecYield = 40 , TtPriceDisplayHalves2x = 41 ,   TtPriceDisplayNormal2x = 42 , TtPriceDisplayNormal5x = 43 , TtPriceDisplayNormal100x = 44 , TtPriceDisplayFiveOneThousandths2x = 45 ,   TtPriceDisplayFiveOneThousandths5x = 46 , TtPriceDisplayFiveOneThousandths10x = 47 , TtPriceDisplayTenHundredths2x = 48 , TtPriceDisplayTenHundredths5x = 49 ,   TtPriceDisplayTenHundredths10x = 50 , TtPriceDisplayQuarterOneHundredths = 51 , TtPriceDisplayNormal10x = 52 , TtPriceDisplayNormal50x = 53 ,   TtPriceDisplayNormal500x = 54 , TtPriceDisplayNormal25x = 55 , TtPriceDisplayBtecInverted = 56 , TtPriceDisplay18Of132 = 57 ,   TtPriceDisplay116Of132 = 58 }
enum class	ProductType {   NotSet = 0 , AssetBackedSecurities = 1 , AmendedRestated = 2 , OtherAnticipationNotes = 3 ,   BankersAcceptance = 4 , BankNotes = 5 , BillOfExchanges = 6 , BradyBond = 7 ,   BridgeLoan = 8 , BuySellback = 9 , ConvertibleBond = 10 , CertificateOfDeposit = 11 ,   CallLoans = 12 , CorpMortgageBackedSecurities = 13 , CollateralizedMortgageObligation = 14 , CertificateOfObligation = 15 ,   CertificateOfParticipation = 16 , CorporateBond = 17 , CommercialPaper = 18 , CorporatePrivatePlacement = 19 ,   CommonStock = 20 , Defaulted = 21 , DebtorInPossession = 22 , DepositNotes = 23 ,   DualCurrency = 24 , EuroCertificateOfDeposit = 25 , EuroCorporateBond = 26 , EuroCommercialPaper = 27 ,   EuroSovereigns = 28 , EuroSupranationalCoupons = 29 , FederalAgencyCoupon = 30 , FederalAgencyDiscountNote = 31 ,   ForeignExchangeContract = 32 , Forward = 33 , Future = 34 , GeneralObligationBonds = 35 ,   IoetteMortgage = 36 , LetterOfCredit = 37 , LiquidityNote = 38 , Matured = 39 ,   MortgageBackedSecurities = 40 , MutualFund = 41 , MortgageInterestOnly = 42 , MultilegInstrument = 43 ,   MortgagePrincipalOnly = 44 , MortgagePrivatePlacement = 45 , MiscellaneousPassThrough = 46 , MandatoryTender = 47 ,   MediumTermNotes = 48 , NoSecurityType = 49 , Overnight = 50 , Option = 51 ,   PrivateExportFunding = 52 , Pfandbriefe = 53 , PromissoryNote = 54 , PreferredStock = 55 ,   PlazosFijos = 56 , RevenueAnticipationNote = 57 , Replaced = 58 , Repurchase = 59 ,   Retired = 60 , RevenueBonds = 61 , RevolverLoan = 62 , RevolverTermLoan = 63 ,   SecuritiesLoan = 64 , SecuritiesPledge = 65 , SpecialAssessment = 66 , SpecialObligation = 67 ,   SpecialTax = 68 , ShortTermLoanNote = 69 , StructuredNotes = 70 , UsdSupranationalCoupons = 71 ,   SwingLineFacility = 72 , TaxAnticipationNote = 73 , TaxAllocation = 74 , ToBeAnnounced = 75 ,   UsTreasuryBillTbill = 76 , UsTreasuryBond = 77 , PrincipalStripOfACallableBondOrNote = 78 , TimeDeposit = 79 ,   TaxExemptCommercialPaper = 80 , TermLoan = 81 , InterestStripFromAnyBondOrNote = 82 , TreasuryInflationProtectedSecurities = 83 ,   UsTreasuryNoteTnote = 84 , PrincipalStripFromANonCallableBondOrNote = 85 , TaxRevenueAnticipationNote = 86 , UsTreasuryNoteUst = 87 ,   UsTreasuryBillUstb = 88 , VariableRateDemandNote = 89 , Warrant = 90 , Withdrawn = 91 ,   WildcardEntryForUseOnSecurityDefinitionRequest = 92 , ExtendedCommNote = 93 , IndexedLinked = 94 , YankeeCorporateBond = 95 ,   YankeeCertificateOfDeposit = 96 , OptionsOnPhysical = 97 , OptionsOnFutures = 98 , Cash = 99 ,   OptionsOnCombo = 100 , InterestRateSwap = 101 , BankDepositoryNote = 102 , CanadianMoneyMarkets = 103 ,   CanadianTreasuryNotes = 104 , CanadianTreasuryBills = 105 , CreditDefaultSwap = 106 , CanadianMortgageBonds = 107 ,   EuroCorporateFloatingRateNotes = 108 , UsCorporateFloatingRateNotes = 109 , CanadianProvincialBonds = 110 , SecuredLiquidityNote = 111 ,   TreasuryBill = 112 , TermLiquidityNote = 113 , TaxableMunicipalCp = 114 , NonDeliverableForward = 115 ,   FxSpot = 116 , FxForward = 117 , FxSwap = 118 , Index = 119 ,   OptionsOnEquities = 120 , Fixing = 121 , OptionStrategy = 200 , Emission = 201 ,   Spot = 202 , Currencies = 203 , Aggregator = 300 , Synthetic = 1000 ,   Invalid = 134217726 }
enum class	ProfitLossCalculationType {   DirectBidOrAskPrice , OpeningPrice , ClosingPrice , SettlementPrice ,   RiskWaterfall , Last , Midpoint }
enum class	RejectCode {   NotSet = -1 , Invalid = 0 , UnknownOrder = 1 , UnknownProduct = 2 ,   UnknownInstrument = 3 , InvalidQty = 4 , NotAllowed = 5 , NoConnection = 6 ,   DuplicateOrder = 7 , NoLimit = 8 , ExceedsMaxOrderSize = 9 , ExceedsMaxProductPosition = 10 ,   ExceedsMaxInstrumentPosition = 11 , ExceedsCreditLimit = 12 , IncorrectInstrumentType = 13 , ExceedsLongShort = 14 ,   TifForbidden = 15 , DeleteForbidden = 16 , SubmitForbidden = 17 , GtcGtdForbidden = 18 ,   MarketOrderForbidden = 19 , AlgoOrderForbidden = 20 , WholesaleOrderForbidden = 21 , OutrightForbidden = 22 ,   SpreadForbidden = 23 , TradingDisabled = 24 , ExceedsPriceReasonability = 25 , AseOrderForbidden = 26 ,   UnsupportedSecurityType = 27 , InvalidPrice = 28 , ManualFillSubmitForbidden = 29 , MalformedRequest = 30 ,   MobileForbidden = 31 , UnsupportedMarket = 32 , CrossedOrder = 33 , UnsupportedRequest = 34 ,   ExceedsReserveQty = 35 , NotTradableInstrument = 36 , CrossedOrderNoTtint = 37 , CrossedOrderMultiLeg = 38 ,   ChildOrderQtyChangeForbidden = 39 , LbmSendFailure = 40 , IncorrectBrokerId = 41 , InvalidCounterpartyId = 42 ,   SubmitStagedForbidden = 43 , ClaimStagedForbidden = 44 , CancelReplaceStagedForbidden = 45 , StagedChildForbidden = 46 ,   StagedAlreadyInPending = 47 , RfqDisabled = 48 , PositionNotOffSetting = 49 , ProductMarginNotSet = 50 ,   DuplicateQuote = 51 , InterproductForbidden = 52 , TradingDisabledAutoLiquidate = 53 , ExceedsMaxFamilyPosition = 54 ,   StagedOrderCancelRejectedByClaimant = 55 , StagedOrderReplaceRejectedByClaimant = 56 , StaleStagedOrderReplaceAcceptedByClaimant = 57 , StagedOrderNewPendingRequestArrived = 58 ,   PreventDuplicateOrder = 59 , TooLateToAmend = 60 , ModifyForbidden = 61 , TradingDisabledMic = 62 ,   ReviewStatusInvalidTransition = 63 , StagedOrderCancelRejectedChildNosUnacked = 64 , ClearingAccountModifyForbidden = 65 , OtdRequestTimedOut = 66 ,   TtMarginOverrideNotEnabled = 67 , ExceedsSpanCreditLimit = 68 , FailedToFindStagedOrder = 69 , DifferentLockAttributeOnParticipatingOrders = 70 ,   DifferentPriceOnParticipatingOrders = 71 , DifferentAccountOnParticipatingOrders = 72 , FailedToFindFill = 73 , MissingStagedAccountId = 74 ,   InvalidInstrument = 75 , SideMismatch = 76 , InvalidFillAssignment = 77 , FailedToFindChildOrder = 78 ,   OtdRequestRejected = 79 , ReviewOfuOnActiveStagedOrder = 80 , FillAlreadyAttachedToStagedOrder = 81 , RecordNotAFill = 82 ,   FillAttachmentAlreadyInProgress = 83 , OrderUpdateForbidden = 84 }
enum class	RiskSide { NotSet = 0 , Buy = 1 , Sell = 2 }
enum class	SODPriceType {   NotSet = -2 , Unknown = -1 , None = 0 , Settle = 1 ,   UserSet = 2 }
enum class	SynthStatus {   NotSet = -2 , Unknown = -1 , Starting = 0 , Waiting = 1 ,   PendingTrigger = 2 , Working = 3 , Paused = 4 , Held = 5 ,   Failed = 6 , Canceled = 7 , Recovering = 8 , Finished = 9 ,   Pausing = 10 , Stopping = 11 , Resuming = 12 , RecoveryFailed = 13 ,   Expired = 14 , Holding = 15 , Unmanaged = 16 , PendingCleanup = 17 }
enum class	TimeInForce {   NotSet = -1 , Unknown = 0 , Day = 1 , GoodTillCancel = 2 ,   AtTheOpening = 3 , ImmediateOrCancel = 4 , FillOrKill = 5 , GoodTillCrossing = 6 ,   GoodTillDate = 7 , AtTheClose = 8 , GoodThroughCrossing = 9 , AtCrossing = 10 ,   Auction = 13 , GoodInSession = 14 , DayPlus = 15 , GoodTillCancelPlus = 16 ,   GoodTillDatePlus = 17 , GoodTillTime = 18 , ClosingPriceCross = 19 , ImmediateOrCancelPlus = 20 ,   FillOrKillPlus = 21 , MorningAtTheClose = 22 , AfternoonAtTheClose = 23 }
enum class	TradeIndicator {   NotSet = -2 , Unknown = -1 , New = 0 , Bust = 1 ,   Correct = 2 , Cross = 3 , Open = 4 , Close = 5 ,   NonRegularSettle = 6 , InterMktSweep = 7 , OutOfSequence = 8 , ExchGenPrice = 9 ,   Block = 10 , ExtendedHours = 11 , AvgPrice = 12 , PriceVariation = 13 ,   StockOption = 14 , ReOpen = 15 , BunchedSold = 16 , CapElection = 17 ,   AutoExecution = 18 , Regular = 19 , None = 20 }
enum class	TradeQualifier {   Regular = 0 , ImpliedTrade = 1 , LegTrade = 12 , Auction = 20 ,   Unknown = 255 }
enum class	TradeType {   NotSet = 0 , Take = 16 , Hit = 32 , Rest = 64 ,   Unknown = 255 }
enum class	TradingStatus {   NotSet = -1 , Halted = 0 , Suspended = 1 , Reserved = 2 ,   Mktclose = 3 , Mktopen = 4 , Lateopen = 5 , Auction = 6 ,   Preopen = 7 , Slowbid = 8 , Slowask = 9 , Slowbidask = 10 ,   Gapslowbidask = 11 , Securitydeleted = 12 , Shorestriction = 13 , Quotingonly = 14 ,   Opendelayimbalance = 15 , Openingrotation = 16 , Fastmarket = 17 , Precspa = 18 ,   Cspa = 19 , Adjust = 20 , Adjuston = 21 , Purgeorders = 22 ,   Sysmaintain = 23 , Clclose = 24 , Clstart = 25 , Openalloc = 26 ,   Preopenalloc = 27 , Premktact = 28 , Shohaltrestriction = 29 , Filter = 30 ,   Shoquotingrestriction = 31 , Closesessionroll = 32 , Volatilitypause = 33 , Shovolatilitypause = 34 ,   Auctionopen = 35 , Auctionintra = 36 , Auctionclose = 37 , Atlast = 38 ,   Auctionvola = 39 , Precautionaryhalt = 40 , Luld = 41 , Auctionexp = 42 ,   Auctionvol = 43 , Mwcbhalt1 = 44 , Mwcbhalt2 = 45 , Mwcbhalt3 = 46 ,   Crossing = 47 , Shopremktactrestriction = 48 , Shosuspendedrestriction = 49 , Haltorderallowed = 50 ,   Precross = 51 , Nocancel = 52 , Postclose = 53 , Openingiop = 54 ,   Sessionclose = 55 , Impliedstart = 56 , Impliedend = 57 , Uncrosscall = 58 ,   Preopennottrading = 59 , Auctionsurplus = 60 , Unknown = 61 , Shocloserestriction = 62 ,   Pretrading = 63 , Posttrading = 64 , None = 65 }
enum	UserDataType {   UserDataTypeDouble , UserDataTypePrice , UserDataTypeInteger , UserDataTypeUnsignedInteger ,   UserDataTypeBool , UserDataTypeString , UserDataTypeTimestamp , UserDataTypeEmpty }
enum	ExportValueType {   ExportValueTypeDouble , ExportValueTypeInteger , ExportValueTypeeBool , ExportValueTypeString ,   ExportValueTypeTimestamp , ExportValueTypeEmpty }
enum class	UserDisconnectAction {   NotSet = -2 , Unknown = -1 , Leave = 0 , Pause = 1 ,   Cancel = 2 }
enum	Environment {   NotSet , ProdLive , ProdSim , UatCert ,   StageCert , StageSim , DevCert , DevSim ,   DevPerf }
enum class	PriceEventType { DIRECT , CALCULATED_IMPLIEDS , SIMULATED , UNKNOWN }
enum class	SubscriptionError {   UNKNOWN_CLIENT , DUPLICATE_SUBSCRIPTION , INVALID_INSTRUMENT , INVALID_INSTRUMENT_SYMBOL ,   PARTYID_NOT_SUPPORTED , INSTRUMENT_ID_MISMATCH , INACTIVE_INSTRUMENT , DUPLICATE_SUBSCRIPTION_ID ,   UNKNOWN_SUBSCRIPTION_ID , INVALID_SUBSCRIPTION_PARAMETERS , NOT_PERMISSIONED , NOT_INITIALIZED ,   INVALID_CONFIGURATION , NOTTRADABLE_INSTRUMENT , NO_CONNECTIVITY , EXCEEDED_MAX_SUBS_ALLOWED ,   NOT_SUPPORTED , PRODUCT_INFO_NOT_AVAILABLE , UNKNOWN , PRICE_STREAM_INVALID ,   PRICE_STREAM_CONFIG_AMBIGUOUS , NONE }
enum	LogLevel {   LogDebug = 0 , LogInfo = 10 , LogWarning = 20 , LogError = 30 ,   LogCritical = 40 , LogSearch = 50 , LogAlways = 100 }

Functions
const char *	ToString (const AccountConnectionStatus::ConnectionStatus status)
const char *	ToString (const AlgoResponseCode value)
const char *	ToString (const AlgoType value)
const char *	ToString (const CrossingOrderPreventionActionType value)
const char *	ToString (const CurrencyCode value)
const char *	ToString (const CxlRejReason value)
const char *	ToString (const ExchSupportedOTCTypes value)
const char *	ToString (const ExecType value)
const char *	ToString (const ImpliedsSource value)
const char *	ToString (const MarketId value)
const char *	ToTTName (const MarketId value)
const char *	ToString (const MultiLegReportingType value)
const char *	ToString (const OrderRejectReason value)
const char *	ToString (const OrderSide value)
const char *	ToString (const OrderType value)
const char *	ToString (const OrdStatus value)
const char *	ToString (const PriceDisplayType value)
const char *	ToString (const ProductType value)
const char *	ToString (const ProfitLossCalculationType value)
const char *	ToString (const RejectCode value)
const char *	ToString (const RiskSide value)
RiskSide	ToRiskSide (const OrderSide value)
const char *	ToString (const SODPriceType value)
const char *	ToString (const SynthStatus value)
const char *	ToString (const TimeInForce value)
const char *	ToString (const TradeIndicator value)
const char *	ToString (const TradeQualifier value)
const char *	ToString (const TradeType value)
const char *	ToString (const TradingStatus value)
const char *	ToString (const UserDataType value)
const char *	ToString (const ExportValueType value)
const char *	ToString (const UserDisconnectAction value)
template<typename T>
bool	operator== (const shared_ptr< T > &p, std::nullptr_t)
template<class T>
bool	operator!= (const shared_ptr< T > &p, std::nullptr_t)
template<class T>
bool	operator== (shared_ptr< T > &a, shared_ptr< T > &b)
template<class T>
bool	operator!= (shared_ptr< T > &a, shared_ptr< T > &b)
bool	Initialize (const TTSDKOptions &options, IEventHandlerPtr sdkEventObserver, IOrderBookEventHandlerPtr orderHandler, ISDKAlgoManagerPtr algoManager=nullptr) noexcept
	Initialize the TT CoreSDK shared library.
void	Shutdown () noexcept
	Shutdown the TT CoreSDK shared library.
const char *	Version () noexcept
	Returns the version of the SDK.
void	TTLogInfo (const char *format,...) __attribute__((format(printf
void void	TTLogWarning (const char *format,...) __attribute__((format(printf
void void void	TTLogError (const char *format,...) __attribute__((format(printf
void void void void	TTLog (const LogLevel level, const char *category, const char *msg)
AccountCollectionPtr	GetAccounts ()
	Returns the user accounts.
CustomerProfileCollectionPtr	GetCustomerProfiles ()
	Returns the CustomerProfiles.
InstrumentPtr	GetInstrument (const uint64_t instrumentId, Instrument::ResponseCode &code)
	Gets the instrument definition (active only).
InstrumentPtr	GetInstrument (const MarketId market, const char *product, const ProductType type, const char *alias, Instrument::ResponseCode &code)
	Gets the instrument definition (active only).
InstrumentSearchResultsPtr	SearchInstruments (const char *query, const char *markets, Instrument::ResponseCode &code)
	Searches for instrument (active only).
AlgoDefinitionPtr	GetAlgoDefinition (const char *algoName, AlgoDefinition::ResponseCode &code)
	Gets the algo definition (active only).
OrderPtr	CreateOrderFromPriceSub (uint64_t priceSubscriptionId)
	Create orders for exchange or synthetic (ASE/AGG) instruments.
OrderPtr	CreateOrder (InstrumentPtr instrument)
OrderPtr	CreateOrder (uint64_t instrumentId)
OrderPtr	CreateAlgoOrder (AlgoDefinitionPtr algo, InstrumentPtr instrument)
	Create order for an ADL Algo (akin to launching an algo in the gui).
OrderPtr	CreateAlgoOrder (AlgoDefinitionPtr algo, uint64_t instrumentId=0)
bool	DownloadFills (IFillDownloadCallbackHandlerPtr obj, const uint64_t accountId=0, const ttsdk::MarketId marketId=ttsdk::MarketId::INVALID, const uint64_t minTimestamp=0, const uint64_t maxTimestamp=0, const char *orderId=nullptr)
uint64_t	SubscribePrices (InstrumentPtr instrument, const uint16_t depth, const bool implieds, const bool allowTTImplieds, const bool includeSimPrices, IPriceEventHandlerPtr listener, const uint64_t accountId=0) noexcept
uint64_t	SubscribePrices (uint64_t instrumentId, const uint16_t depth, const bool implieds, const bool allowTTImplieds, const bool includeSimPrices, IPriceEventHandlerPtr listener, const uint64_t accountId=0) noexcept
void	UnsubscribePrices (const uint64_t subscriptionId) noexcept
uint64_t	SubscribeTimeAndSales (InstrumentPtr instrument, const bool includeSimPrices, ITimeSalesEventHandlerPtr listener, const uint64_t accountId=0) noexcept
uint64_t	SubscribeTimeAndSales (uint64_t instrumentId, const bool includeSimPrices, ITimeSalesEventHandlerPtr listener, const uint64_t accountId=0) noexcept
void	UnsubscribeTimeAndSales (const uint64_t subscriptionId) noexcept
void	StartAccount (const uint64_t accountId)
	starts orders,fills and positions for the given account.
bool	ReserveRisk (InstrumentPtr instrument, const uint64_t accountId, const RiskSide side, const double quantity, const double maxClipSize) noexcept
	Reserves a quantity of risk for the given instrumentId/accountId/side to be used to by this app to avoid the quantity checks in bouncer when an order is sent. maxClipSize indicates the max lot size for orders sent. This value can not exceed any max order qty values defined in TT Setup.
bool	ReleaseRisk (InstrumentPtr instrument, const uint64_t accountId, const RiskSide side) noexcept
	Releases the previously allocated quantity of risk for the given instrumentId/accountId/side.
PositionReserveBucket	GetRiskBucket (InstrumentPtr instrument, const uint64_t accountId) noexcept
	Returns the current position reserve bucket for the instrument and account.
const char *const	GetExchAssocId () noexcept

Typedef Documentation

AccountCollectionPtr

using ttsdk::AccountCollectionPtr = shared_ptr<const AccountCollection>

Definition at line 56 of file account.h.

AccountPtr

using ttsdk::AccountPtr = shared_ptr<const Account>

Definition at line 39 of file account.h.

AlgoDefinitionPtr

using ttsdk::AlgoDefinitionPtr = shared_ptr<const AlgoDefinition>

Definition at line 100 of file algo_definition.h.

CustomerProfileCollectionPtr

using ttsdk::CustomerProfileCollectionPtr = shared_ptr<const CustomerProfileCollection>

Definition at line 64 of file customer_profile.h.

CustomerProfilePtr

using ttsdk::CustomerProfilePtr = shared_ptr<const CustomerProfile>

Definition at line 41 of file customer_profile.h.

ExecutionReportPtr

using ttsdk::ExecutionReportPtr = shared_ptr<const ExecutionReport>

Definition at line 148 of file execution_report.h.

ExportValueDefinitionPtr

using ttsdk::ExportValueDefinitionPtr = shared_ptr<const ExportValueDefinition>

Definition at line 63 of file algo_definition.h.

FillPtr

using ttsdk::FillPtr = shared_ptr<const Fill>

Definition at line 46 of file fill.h.

HistoricalFillCollectionPtr

using ttsdk::HistoricalFillCollectionPtr = shared_ptr<const HistoricalFillCollection>

Definition at line 56 of file fill.h.

IEventHandlerPtr

using ttsdk::IEventHandlerPtr = IEventHandler*

Definition at line 77 of file tt_cplus_sdk.h.

IFillDownloadCallbackHandlerPtr

using ttsdk::IFillDownloadCallbackHandlerPtr = IFillDownloadCallbackHandler*

Definition at line 72 of file fill.h.

InstrumentLegPtr

using ttsdk::InstrumentLegPtr = shared_ptr<const InstrumentLeg>

Definition at line 51 of file instrument.h.

InstrumentPtr

using ttsdk::InstrumentPtr = shared_ptr<const Instrument>

Definition at line 171 of file instrument.h.

InstrumentResultPtr

using ttsdk::InstrumentResultPtr = shared_ptr<const InstrumentResult>

Definition at line 43 of file instrument_search.h.

InstrumentSearchResultsPtr

using ttsdk::InstrumentSearchResultsPtr = shared_ptr<InstrumentSearchResults>

Definition at line 56 of file instrument_search.h.

IOrderBookEventHandlerPtr

using ttsdk::IOrderBookEventHandlerPtr = IOrderBookEventHandler*

Definition at line 276 of file order.h.

IOrderEventHandlerPtr

using ttsdk::IOrderEventHandlerPtr = IOrderEventHandler*

Definition at line 191 of file order.h.

IPriceEventHandlerPtr

using ttsdk::IPriceEventHandlerPtr = IPriceEventHandler*

Definition at line 207 of file prices.h.

ISDKAlgoManagerPtr

using ttsdk::ISDKAlgoManagerPtr = ISDKAlgoManager*

Definition at line 103 of file sdkalgo.h.

ITimeSalesEventHandlerPtr

using ttsdk::ITimeSalesEventHandlerPtr = ITimeSalesEventHandler*

Definition at line 231 of file prices.h.

OrderPtr

typedef shared_ptr< Order > ttsdk::OrderPtr = shared_ptr<Order>

Definition at line 127 of file order.h.

RejectResponsePtr

using ttsdk::RejectResponsePtr = shared_ptr<const RejectResponse>

Definition at line 73 of file reject_response.h.

SDKAlgoPtr

using ttsdk::SDKAlgoPtr = shared_ptr<SDKAlgo>

Definition at line 36 of file sdkalgo.h.

SDKAlgoRequestPtr

using ttsdk::SDKAlgoRequestPtr = shared_ptr<const SDKAlgoRequest>

Definition at line 77 of file sdkalgo_request.h.

UserParamDefinitionPtr

using ttsdk::UserParamDefinitionPtr = shared_ptr<const UserParamDefinition>

Definition at line 44 of file algo_definition.h.

Enumeration Type Documentation

AlgoResponseCode

enum class ttsdk::AlgoResponseCode

strong

Enumerator
Ok
UnknownSymbol
QtyNotSet
PriceNotSet
TypeNotSet
TIFNotSet
SideNotSet
AccountNotSet
MissingParameters
InvalidParameters
UnknownOrder
DuplicateOrder
RiskRejectReceived
InvalidAlgoInstrument
RoutingError
AlgoNotWorking
InvalidPrice
InvalidQty
UserNotAuthorized
PendingAction
NotSupportedAction
InvalidRequest
PriceSubFailed
Other
AlgoRecoveryDisabled

Definition at line 22 of file AlgoResponseCode.h.

AlgoType

enum class ttsdk::AlgoType

strong

Enumerator
NotSet
Adl
Sse
CustomLibrary
Vendor
TtCoreSdk
Liquidate
AutoLiquidate
Aggregator
Autospreader
OrderCrossPrevention
Sniper
Unknown
Sdk
TtPremiumOrder

Definition at line 28 of file AlgoType.h.

CrossingOrderPreventionActionType

enum class ttsdk::CrossingOrderPreventionActionType

strong

Enumerator
NotSet
Unknown
CrossingOrderPreventionNone
CrossingOrderPreventionHeld
CrossingOrderPreventionCancel
CrossingOrderPreventionFill
CrossingOrderPreventionReducedOrder
CrossingOrderPreventionReducedChange
CrossingOrderPreventionReleasedOrder
CrossingOrderPreventionReplacedOrder
CrossingOrderPreventionNoActionOnOrder
CrossingOrderPreventionCancelReplace
CrossingOrderPreventionHeldChange
CrossingOrderPreventionSplit
CrossingOrderPreventionReducedBySplit
CrossingOrderPreventionPartialRelease
CrossingOrderPreventionReleaseDisclosedQty
CrossingOrderPreventionCancelReplaceNoReplaceNeeded

Definition at line 28 of file CrossingOrderPreventionActionType.h.

CurrencyCode

enum class ttsdk::CurrencyCode

strong

Enumerator
NotSet
INVALID
AED
AFN
ALL
AMD
ANG
AOA
ARS
AUD
AWG
AZN
BAM
BBD
BDT
BGN
BHD
BIF
BMD
BND
BOB
BOV
BRL
BSD
BTN
BWP
BYR
BZD
CAD
CDF
CHE
CHF
CHW
CLF
CLP
CNY
COP
COU
CRC
CUC
CUP
CVE
CZK
DJF
DKK
DOP
DZD
EGP
ERN
ETB
EUR
FJD
FKP
GBP
GEL
GHS
GIP
GMD
GNF
GTQ
GYD
HKD
HNL
HRK
HTG
HUF
IDR
ILS
INR
IQD
IRR
ISK
JMD
JOD
JPY
KES
KGS
KHR
KMF
KPW
KRW
KWD
KYD
KZT
LAK
LBP
LKR
LRD
LSL
LTL
LVL
LYD
MAD
MDL
MGA
MKD
MMK
MNT
MOP
MRO
MUR
MVR
MWK
MXN
MXV
MYR
MZN
NAD
NGN
NIO
NOK
NPR
NZD
OMR
PAB
PEN
PGK
PHP
PKR
PLN
PYG
QAR
RON
RSD
RUB
RWF
SAR
SBD
SCR
SDG
SEK
SGD
SHP
SLL
SOS
SRD
SSP
STD
SVC
SYP
SZL
THB
TJS
TMT
TND
TOP
TRY
TTD
TWD
TZS
UAH
UGX
USD
USN
USS
UYI
UYU
UZS
VEF
VND
VUV
WST
XAF
XAG
XAU
XBA
XBB
XBC
XBD
XCD
XDR
XOF
XPD
XPF
XPT
XSU
XUA
YER
ZAR
ZMK
ZWL
RMB
CNH
GBX
BTC
USDC
USDT
BAT
BCH
CVC
DAI
DNT
EOS
ETC
ETH
GNT
LOOM
LTC
MANA
MKR
REP
XLM
XRP
ZEC
ZIL
ZRX
FLEX
USDTDOT
DOTF
TUSD
DFNF
USDTDFN
LIBF
USDTLIB
NANO
ADA
DASH
GNO
XTZ
MLN
DOGE
TRX
XMR
ATOM
QTUM
BNT
KNC
LPT
LSK
NMR
OMG
SC
STORJ
ADX
BLZ
BTT
CELR
DENT
ENJ
FET
ICX
KEY
LINK
LRC
POWR
REN
REQ
RLC
WAVES
MATIC
ANT
UST
WBTC
ANKR
OCEAN
QNT
SNX
FTM
ALGO
CHZ
BAND
ARPA
KAVA
PAXG
OXT
OGN
COTI
CTSI
SOL
CHR
COMP
BAL
YFI
RUNE
UMA
REPV2
LUNA
SRM
DOT
SAND
CRV
IDEX
SUSHI
KSM
EGLD
UNI
AVAX
GHST
RARI
GST
POLS
SCRT
AAVE
ALPHA
NEARM
FIL
INJ
AUDIO
KP3R
AXS
UNFI
KEEP
TBTC
API3
BADGER
FARM
GRT
_1INCH
ROOK
FIDA
BOND
ETH2
TRU
FLOW
PERP
FXS
KIN
RAY
PHA
TVK
FIS
EWT
POND
ALICE
OXY
SUPER
ICP
ALCX
TLM
MIR
SHIB
FORTH
STEP
MASK
GTC
MINA
CQT
KAR
C98
ACH
TRIBE
MNGO
YGG
BIT
MOVR
RAD
ATLAS
POLIS
SDN
AGLD
DYDX
GALA
LDO
CFG
MXC
JASMY
RARE
SPELL
TOKE
WOO
MSOL
BNC
LCX
IMX
SAMO
ENS
CVX
PLAD
BOBA
MC
RNDR
KILT
BICO
SGB
KINT
GLMR
GARI
ASTR
ACA
ORCA
SBR
AKT
AIR
PSTAKE
XRT
T
MULTI
APE
SYN
GMT
STG
RBC
NYM
XCN
MV
LUNA2
RPL
TEER
INTR
CSM
JUNO
ETHW
BSX
NODL
PARA
GALX
APT
EST

Definition at line 28 of file CurrencyCode.h.

CxlRejReason

enum class ttsdk::CxlRejReason

strong

Enumerator
NotSet
Unknown
TooLateToCancel
UnknownOrder
Broker
OrderAlreadyInPendingCancelOrPendingReplaceStatus
UnableToProcessOrderMassCancelRequest
Origordmodtime
DuplicateClordid
Other
InvalidPriceIncrement
PriceExceedsCurrentPrice
PriceExceedsCurrentPriceBand
UnableToReduceForInternalization
UnsupportedOrderCharacteristic
IncorrectQuantity
IncorrectAllocatedQuantity
UnknownAccount
ExchangeClosed
OrderExceedsLimit
StaleOrder
MessagePending
RoutingError
OrderRetransmitted
InvalidInvestorId
SurveillenceOption
OrderNotInBookLongEnough
CannotForceDeleteUnknownOrder
MarketClosed
FixFieldMissingOrIncorrect
RequiredFieldMissing
FixFieldIncorrect
PriceMustBeGreaterThanZero
InvalidOrderQualifier
UserNotAuthorized
MarketOrdersNotSupportedByOpposite
InvalidExpireDate
OrderNotInBook
OrderNotInBook2
DisclosedQtyCannotBeGreater
UnknownContract
CancelWithDifferentSenderCompId
ClordidDifferentThanCorrelationclordid
ClordidDifferentThanOriginalclordid
DifferentSide
DifferentGroup
DifferentSecurityType
DifferentAccount
DifferentQty
CancelWithDifferentTraderId
StopPriceMustBeGreater
StopPriceMustBeSmaller
SellStopPriceMustBeBelowLtp
BuyStopPriceMustBeAboveLtp
DifferentProduct
DifferentInflightFillMitigation
ModifyWithDifferentSenderCompId
ModifyWithDifferentTraderId
OrderQtyOutsideAllowableRange
InvalidOrderTypeForPcp
OrderPriceOutsideLimits
OrderPriceOutsideBands
InvalidOrderTypeForGroup
InstrumentCrossRequestInProgress
OrderQtyTooLow
OrderRejected
MarketInNoCancel
InvalidOrderTypeForReservedMarket
OrderSessionDateInPast
DisclosedQtyCannotBeSmaller
MarketMakerProtectionHasTripped
EngineDidNotRespond
ContractNotGtcGtdEligible
ContractPastExpiration
MaxContractWorkingQtyExceeded
ModifyWithDifferentSide
ContractNotGtcGtdEligible2
NoTradingCalendarForExpireDate
ExpireDateBeyondInstrumentExpiration
ExpireDateBeyondLegInstrumentExpiration
TechnicalErrorFunctionNotPerformed
EuronextUnknownOrder
EuronextOther
CompIdProblem
LogonProblem
NoRouterForSecurityGroup
RouterNotAvailableOrConnected
InvalidPrice
InvalidOrdqty
InvalidOrdtype
InvalidSide
FullyFilled
PendingReplace
PendingCancel
CleanupPendingAction
PendingOrderRejectedDueToResend
StagedOrderCancelRejectedByClaimant
StagedOrderReplaceRejectedByClaimant
StaleStagedOrderReplaceAcceptedByClaimant
StagedOrderNewPendingRequestArrived
AotcProcessingAlreadyInProgress
AotcCrossesOrderInSameAccount
AotcCrossesOrderThatCannotBeCancelled
LbmSendFailure
NoPriceSubForDeviationCalc
ServerOverload
PendingNew
OrderExceedsThrottleLimit
TtsmpChangeNotSupported
InvalidSecurityId
UnknownMarketSegmentId
FieldMissingOrIncorrect

Definition at line 28 of file CxlRejReason.h.

Environment

enum ttsdk::Environment

Enumerator
NotSet
ProdLive
ProdSim
UatCert
StageCert
StageSim
DevCert
DevSim
DevPerf

Definition at line 5 of file environment.h.

ExchSupportedOTCTypes

enum class ttsdk::ExchSupportedOTCTypes

strong

Enumerator
NotSet
Unknown
ExchSupportedOtcNone
ExchSupportedOtcBlock
ExchSupportedOtcCross
ExchSupportedOtcCommitted
ExchSupportedOtcBasis
ExchSupportedOtcGcross
ExchSupportedOtcAssetalloc
ExchSupportedOtcProf
ExchSupportedOtcOnesided
ExchSupportedOtcCombination
ExchSupportedOtcAgainstactual
ExchSupportedOtcVola
ExchSupportedOtcEfp
ExchSupportedOtcEfpi
ExchSupportedOtcEfpfi
ExchSupportedOtcEfs
ExchSupportedOtcFlexfut
ExchSupportedOtcFlexopt
ExchSupportedOtcOther

Definition at line 28 of file ExchSupportedOTCTypes.h.

ExecType

enum class ttsdk::ExecType

strong

Enumerator
NotSet
Unknown
New
DoneForDay
Canceled
Replaced
PendingCancel
Stopped
Rejected
Suspended
PendingNew
Calculated
Expired
Restated
PendingReplace
Trade
TradeCorrect
TradeCancel
OrderStatus
TradeInAClearingHold
TradeHasBeenReleasedToClearing
TriggeredOrActivatedBySystem
PositionReserveCancelReject
PositionReserveReplaceReject
AlgoMessage
ExpiredOrderbook
SquareOff
ObpStateChange
StageOrderApprovalOfPendingAccepted
StageOrderRejectionOfPendingAccepted
Ordertag
CancelledByStp
OrderCancelledDueToCodMechanism
OrderCancelledDueToPotentialTradeOutsideFspLimits
OrderCancelledDueToMarketMakerProtection
OrderCancelledByClearingRiskManager
OrderCancelledDueToTradePriceValidation
EliminatedByCorporateEvent
CancelledByMemberRiskManager
OrderCancelledByMarketOperations
CancelledDueToKillCommand
RemainingQuantityKilled
BeginningOfPakoPeriod
RfqPartiallyOrFullyMatchedWithOtherCounterparts

Definition at line 28 of file ExecType.h.

ExportValueType

enum ttsdk::ExportValueType

Enumerator
ExportValueTypeDouble
ExportValueTypeInteger
ExportValueTypeeBool
ExportValueTypeString
ExportValueTypeTimestamp
ExportValueTypeEmpty

Definition at line 56 of file UserDataType.h.

ImpliedsSource

enum class ttsdk::ImpliedsSource

strong

Enumerator
NotSet
Unknown
Noimplieds
Exchange
Calculated

Definition at line 28 of file ImpliedsSource.h.

LogLevel

enum ttsdk::LogLevel

Enumerator
LogDebug
LogInfo
LogWarning
LogError
LogCritical
LogSearch
LogAlways

Definition at line 102 of file tt_cplus_sdk.h.

MarketId

enum class ttsdk::MarketId

strong

Enumerator
NotSet
ASE
XETRA
EUREX
NYSELIFFE
LSE
OM
CBOT
CME
CFFE
SEHK
ENXTFUT
ENXTOPT
SYCOM
NQLX
EPEX
GARBAN
LIFFEEO
SGXGIFT
ISE
INSTINET
NASDAQ
BTECFUTURES
BTEC
ISLAND
ASX
EUREXUS
CBOE
ARCHIPELAGO
IB
EURONEXT
ICE
COREEX
NYMEX
HOTSPOT
MONTREAL
SGX
IDEM
MEFF
TFX
TOCOM
TSE
HKFE
OSE
MEXDER
KRX
CCX
ECX
CCFE
NSE
LME
FXMS
USFE
DME
EBS
SSE
MCX
SIMEX
TMX
BVMF
MX
ICEL
CFE
ERIS
NASDAQOMXEU
AGGREGATOR
TTEX
ESPEED
NFI
KCG
EEX
CMEMDP
NFX
NLX
NORDIC
GMEX
NDAQEU
HKEX
FEX
ASX2
OTCME
OTDGCX
DGCX
FIXGW2
FIXGW3
FIXGW4
FIXGW5
FIXGW6
FIXGW7
FIXGW8
FIXGW9
DIRECTMATCH
FENICS
NODAL
BIST
TFEX
GDAX
SAFEX
WSE
CURVEGLOBAL
COINFLOOREX
KRAKEN
BITMEX
MOEX
TAIFEX
ATHEX
COINFLOORUK
INE
DCE
ZCE
SHFE
JUMP
GRAYSTONE
CHFFE
BITSO
DERIBIT
MYSTEEL
XBTG
CMEBTEC
TADAWUL
CEDX
JPX
OPRA
LMENTP
NASDAQNED
BINANCE
BINANCEUS
BITFINEX
BITSTAMP
BITTREX
ERISX
FTX
FTXUS
GEMINI
LMAX
OKX
OSL
POLONIEX
ALAMEDARESEARCH
B2C2
CUMBERLAND
DVCHAIN
FLOWTRADERS
GALAXYDIGITAL
GENESIS
HEHMEYER
JANESTREET
WINTERMUTE
NZX
CMEDELAYED
KUCOIN
HUOBI
CBOEDSPOT
CBOEDDER
BINANCEFUTURES
COINBASEPRIME
NORDPOOL
FMX
GFOX
DEALERWEB
CMEBTECSTREAM
BYBIT
ABAXX
COINBASEDERIVS
CBOEFXSWNY
CBOEFXSWLN
CBOEFXFANY
CBOEFXFALN
TTFXLN
TTFXNY
TTFXSG
EBSMNY
EBSMLN
EBSDNY
EBSDLN
EBSDTY
EBSDSWNY
EBSDSWLN
EBSDSWTY
EBSDFANY
EBSDFALN
EBSDFATY
MIAXFUTCH
MIAXFUTNY
BSE
EEXGASSPOT
FMXUSTF
SIMULATORCME
SIMULATORICE
_24X
_24XSWNY
_24XSWLN
_24XFANY
_24XFALN
GSX
GSX1
GSX2
GSX3
GSX4
GSX5
GSX6
GSX7
GSX8
GSX9
GSX10
ICEBONDPOINT
UBSBONDPORT
TRADEWEBDIRECT
ICETMC
TRUMIDANONYMOUS
MARKETAXESSORDERSTAGING
TRADEWEBORDERSTAGING
BBGORDERSTAGING
TRADEWEBAIPRICE
TRADEWEBINVENTORYSERVICE
MARKETAXESSCOMPOSITEPRICEPLUS
ICECEPPRICE
FINRATRACE
TRUMIDATTRIBUTEDTRADING
BBGBPIPE
BBGORDERROUTING
PME
DV
TT
NZXDEV
EUREXDEV
LSEDEV
CMEUC
SGXGIFTDEV
BTECDEV
BITMEXDEV
ASXDEV
EURONEXTDEV
ICEDEV
ASEDEV
BISTDEV
CLEARPORTDEV
CMEDEV
DGCXDEV
DIRECTMATCHDEV
EEXDEV
ERISDEV
ESPEEDDEV
NFIDEV
FENICSDEV
FEXDEV
GDAXDEV
HKEXDEV
IDEMDEV
ISEDEV
KRXDEV
MCXDEV
MEXDERDEV
NDAQEUDEV
NFXDEV
NODALDEV
NSEDEV
SAFEXDEV
SEHKDEV
TFEXDEV
TSEDEV
WSEDEV
CURVEGLOBALDEV
COINFLOOREXDEV
KRAKENDEV
SGXDEV
MEFFDEV
TFXDEV
TOCOMDEV
OSEDEV
LMEDEV
BVMFDEV
MXDEV
ICELDEV
CFEDEV
KCGDEV
NLXDEV
ASX2DEV
MOEXDEV
TAIFEXDEV
ATHEXDEV
COINFLOORUKDEV
INEDEV
DCEDEV
ZCEDEV
SHFEDEV
JUMPDEV
GRAYSTONEDEV
CHFFEDEV
DERIBITDEV
TFEXDEV2
MYSTEELDEV
CBOEDEV
CEDXDEV
JPXDEV
ALGO
BANKALGO
SDKALGO
INVALID

Definition at line 28 of file MarketId.h.

MultiLegReportingType

enum class ttsdk::MultiLegReportingType

strong

Enumerator
NotSet
Unknown
SingleSecurity
IndividualLegOfAMultiLegSecurity
MultiLegSecurity

Definition at line 28 of file MultiLegReportingType.h.

OrderRejectReason

enum class ttsdk::OrderRejectReason

strong

Enumerator
NotSet
Unknown
Broker
UnknownSymbol
InvalidInvestorId
UnsupportedOrderCharacteristic
SurveillenceOption
IncorrectQuantity
IncorrectAllocatedQuantity
UnknownAccount
ExchangeClosed
OrderExceedsLimit
TooLateToEnter
UnknownOrder
DuplicateOrder
DuplicateOfAVerballyCommunicatedOrder
StaleOrder
TradeAlongRequired
Other
InvalidPriceIncrement
PriceExceedsCurrentPriceBand
MessagePending
RoutingError
OrderRetransmitted
TooLateToCancel
OrderAlreadyInPendingCancelOrPendingReplaceStatus
UnableToProcessOrderMassCancelRequest
Origordmodtime
DuplicateClordid
PriceExceedsCurrentPrice
UnableToReduceForInternalization
OrderExceedsThrottleLimit
CannotForceDeleteUnknownOrder
MarketClosed
FixFieldMissingOrIncorrect
RequiredFieldMissing
FixFieldIncorrect
PriceMustBeGreaterThanZero
InvalidOrderQualifier
UserNotAuthorized
MarketOrdersNotSupportedByOpposite
InvalidExpireDate
OrderNotInBook
OrderNotInBook2
DisclosedQtyCannotBeGreater
UnknownContract
CancelWithDifferentSenderCompId
ClordidDifferentThanCorrelationclordid
ClordidDifferentThanOriginalclordid
DifferentSide
DifferentGroup
DifferentSecurityType
DifferentAccount
DifferentQty
CancelWithDifferentTraderId
StopPriceMustBeGreater
StopPriceMustBeSmaller
SellStopPriceMustBeBelowLtp
BuyStopPriceMustBeAboveLtp
DifferentProduct
DifferentInflightFillMitigation
ModifyWithDifferentSenderCompId
ModifyWithDifferentTraderId
OrderQtyOutsideAllowableRange
InvalidOrderTypeForPcp
OrderPriceOutsideLimits
OrderPriceOutsideBands
InvalidOrderTypeForGroup
InstrumentCrossRequestInProgress
OrderQtyTooLow
OrderRejected
MarketInNoCancel
InvalidOrderTypeForReservedMarket
OrderSessionDateInPast
DisclosedQtyCannotBeSmaller
MarketMakerProtectionHasTripped
EngineDidNotRespond
ContractNotGtcGtdEligible
ContractPastExpiration
MaxContractWorkingQtyExceeded
ModifyWithDifferentSide
ContractNotGtcGtdEligible2
NoTradingCalendarForExpireDate
ExpireDateBeyondInstrumentExpiration
ExpireDateBeyondLegInstrumentExpiration
TechnicalErrorFunctionNotPerformed
DuplicateQuote
PendingReplace
PendingCancel
CleanupPendingAction
PendingOrderRejectedDueToResend
OrderStagedOrderCancelRejectedByClaimant
OrderStagedOrderReplaceRejectedByClaimant
OrderStaleStagedOrderReplaceAcceptedByClaimant
InvalidRequest
BeforeSendHandlerReject
ActionNotSupported
SendError
AotcCrossesOrderInSameAccount
PreventDuplicateOrder
NoPriceSubForDeviationCalc
ServerOverload
PendingNew
ReviewStatusInvalidTransition
OrderTimedOut
InvalidSecurityId
UnknownMarketSegmentId
FieldMissingOrIncorrect
ApiNotReady

Definition at line 28 of file OrderRejectReason.h.

OrderSide

enum class ttsdk::OrderSide

strong

Enumerator
NotSet
Buy
Sell
BuyMinus
SellPlus
SellShort
SellShortExempt
Undisclosed
Cross
CrossShort
CrossShortExempt
AsDefined
Opposite
Subscribe
Redeem
Lend
Borrow
Invalid
Held

Definition at line 28 of file OrderSide.h.

OrderType

enum class ttsdk::OrderType

strong

Enumerator
NotSet
Market
Limit
Stop
StopLimit
MarketWithLeftOverAsLimit
MarketLimitMarketLeftOverAsLimit
StopMarketToLimit
IfTouchedMarket
IfTouchedLimit
IfTouchedMarketToLimit
LimitPostOnly
MarketCloseToday
LimitCloseToday
LimitReduceOnly
MarketReduceOnly
UserDefinedBlock
Pegged
Stripblock
PreviouslyQuoted
Unknown

Definition at line 28 of file OrderType.h.

OrdStatus

enum class ttsdk::OrdStatus

strong

Enumerator
NotSet
New
PartiallyFilled
Filled
DoneForDay
Canceled
PendingCancel
Stopped
Rejected
Suspended
PendingNew
Calculated
Expired
AcceptedForBidding
PendingReplace
Unknown
Inactive
Planned

Definition at line 28 of file OrdStatus.h.

PriceDisplayType

enum class ttsdk::PriceDisplayType

strong

Enumerator
NotSet
Unknown
TtPriceDisplayNormal
TtPriceDisplay32
TtPriceDisplayYield1
TtPriceDisplayYield2
TtPriceDisplayDiscount
TtPriceDisplayDecimal
TtPriceDisplayBasis
TtPriceDisplayRoll
TtPriceDisplaySpread
TtPriceDisplay512th
TtPriceDisplayHalves
TtPriceDisplayFourths
TtPriceDisplayModifiedFourths
TtPriceDisplayEighths
TtPriceDisplayModifiedDecimalFourths
TtPriceDisplayThirtySeconds
TtPriceDisplaySixtyFourths
TtPriceDisplayHalfThirtySeconds
TtPriceDisplayQuarterThirtySeconds
TtPriceDisplayHalfSixtyFourths
TtPriceDisplayFives
TtPriceDisplayHalfPoints
TtPriceDisplayFiveOneThousandths
TtPriceDisplayOneHundredths
TtPriceDisplayTenths
TtPriceDisplayTenHundredths
TtPriceDisplayNoDecimals
TtPriceDisplayModifiedOneFortieths
TtPriceDisplayEighthThirtySecondsNotImplemented
TtPriceDisplayIslandNotImplemented
TtPriceDisplayBtec164
TtPriceDisplayBtec28
TtPriceDisplayBtec28Of132
TtPriceDisplayBtec18Of132
TtPriceDisplayBtec1100And18
TtPriceDisplayBtecNormal
TtPriceDisplayBtec14Of164
TtPriceDisplayBtecWhole18Of132
TtPriceDisplayQuarterThirtySeconds4x
TtPriceDisplayQuarterThirtySeconds2x
TtPriceDisplayBtecYield
TtPriceDisplayHalves2x
TtPriceDisplayNormal2x
TtPriceDisplayNormal5x
TtPriceDisplayNormal100x
TtPriceDisplayFiveOneThousandths2x
TtPriceDisplayFiveOneThousandths5x
TtPriceDisplayFiveOneThousandths10x
TtPriceDisplayTenHundredths2x
TtPriceDisplayTenHundredths5x
TtPriceDisplayTenHundredths10x
TtPriceDisplayQuarterOneHundredths
TtPriceDisplayNormal10x
TtPriceDisplayNormal50x
TtPriceDisplayNormal500x
TtPriceDisplayNormal25x
TtPriceDisplayBtecInverted
TtPriceDisplay18Of132
TtPriceDisplay116Of132

Definition at line 28 of file PriceDisplayType.h.

PriceEventType

enum class ttsdk::PriceEventType

strong

Enumerator
DIRECT
CALCULATED_IMPLIEDS
SIMULATED
UNKNOWN

Definition at line 32 of file prices.h.

ProductType

enum class ttsdk::ProductType

strong

Enumerator
NotSet
AssetBackedSecurities
AmendedRestated
OtherAnticipationNotes
BankersAcceptance
BankNotes
BillOfExchanges
BradyBond
BridgeLoan
BuySellback
ConvertibleBond
CertificateOfDeposit
CallLoans
CorpMortgageBackedSecurities
CollateralizedMortgageObligation
CertificateOfObligation
CertificateOfParticipation
CorporateBond
CommercialPaper
CorporatePrivatePlacement
CommonStock
Defaulted
DebtorInPossession
DepositNotes
DualCurrency
EuroCertificateOfDeposit
EuroCorporateBond
EuroCommercialPaper
EuroSovereigns
EuroSupranationalCoupons
FederalAgencyCoupon
FederalAgencyDiscountNote
ForeignExchangeContract
Forward
Future
GeneralObligationBonds
IoetteMortgage
LetterOfCredit
LiquidityNote
Matured
MortgageBackedSecurities
MutualFund
MortgageInterestOnly
MultilegInstrument
MortgagePrincipalOnly
MortgagePrivatePlacement
MiscellaneousPassThrough
MandatoryTender
MediumTermNotes
NoSecurityType
Overnight
Option
PrivateExportFunding
Pfandbriefe
PromissoryNote
PreferredStock
PlazosFijos
RevenueAnticipationNote
Replaced
Repurchase
Retired
RevenueBonds
RevolverLoan
RevolverTermLoan
SecuritiesLoan
SecuritiesPledge
SpecialAssessment
SpecialObligation
SpecialTax
ShortTermLoanNote
StructuredNotes
UsdSupranationalCoupons
SwingLineFacility
TaxAnticipationNote
TaxAllocation
ToBeAnnounced
UsTreasuryBillTbill
UsTreasuryBond
PrincipalStripOfACallableBondOrNote
TimeDeposit
TaxExemptCommercialPaper
TermLoan
InterestStripFromAnyBondOrNote
TreasuryInflationProtectedSecurities
UsTreasuryNoteTnote
PrincipalStripFromANonCallableBondOrNote
TaxRevenueAnticipationNote
UsTreasuryNoteUst
UsTreasuryBillUstb
VariableRateDemandNote
Warrant
Withdrawn
WildcardEntryForUseOnSecurityDefinitionRequest
ExtendedCommNote
IndexedLinked
YankeeCorporateBond
YankeeCertificateOfDeposit
OptionsOnPhysical
OptionsOnFutures
Cash
OptionsOnCombo
InterestRateSwap
BankDepositoryNote
CanadianMoneyMarkets
CanadianTreasuryNotes
CanadianTreasuryBills
CreditDefaultSwap
CanadianMortgageBonds
EuroCorporateFloatingRateNotes
UsCorporateFloatingRateNotes
CanadianProvincialBonds
SecuredLiquidityNote
TreasuryBill
TermLiquidityNote
TaxableMunicipalCp
NonDeliverableForward
FxSpot
FxForward
FxSwap
Index
OptionsOnEquities
Fixing
OptionStrategy
Emission
Spot
Currencies
Aggregator
Synthetic
Invalid

Definition at line 28 of file ProductType.h.

ProfitLossCalculationType

enum class ttsdk::ProfitLossCalculationType

strong

Enumerator
DirectBidOrAskPrice
OpeningPrice
ClosingPrice
SettlementPrice
RiskWaterfall
Last
Midpoint

Definition at line 21 of file ProfitLossCalculationType.h.

RejectCode

enum class ttsdk::RejectCode

strong

Enumerator
NotSet
Invalid
UnknownOrder
UnknownProduct
UnknownInstrument
InvalidQty
NotAllowed
NoConnection
DuplicateOrder
NoLimit
ExceedsMaxOrderSize
ExceedsMaxProductPosition
ExceedsMaxInstrumentPosition
ExceedsCreditLimit
IncorrectInstrumentType
ExceedsLongShort
TifForbidden
DeleteForbidden
SubmitForbidden
GtcGtdForbidden
MarketOrderForbidden
AlgoOrderForbidden
WholesaleOrderForbidden
OutrightForbidden
SpreadForbidden
TradingDisabled
ExceedsPriceReasonability
AseOrderForbidden
UnsupportedSecurityType
InvalidPrice
ManualFillSubmitForbidden
MalformedRequest
MobileForbidden
UnsupportedMarket
CrossedOrder
UnsupportedRequest
ExceedsReserveQty
NotTradableInstrument
CrossedOrderNoTtint
CrossedOrderMultiLeg
ChildOrderQtyChangeForbidden
LbmSendFailure
IncorrectBrokerId
InvalidCounterpartyId
SubmitStagedForbidden
ClaimStagedForbidden
CancelReplaceStagedForbidden
StagedChildForbidden
StagedAlreadyInPending
RfqDisabled
PositionNotOffSetting
ProductMarginNotSet
DuplicateQuote
InterproductForbidden
TradingDisabledAutoLiquidate
ExceedsMaxFamilyPosition
StagedOrderCancelRejectedByClaimant
StagedOrderReplaceRejectedByClaimant
StaleStagedOrderReplaceAcceptedByClaimant
StagedOrderNewPendingRequestArrived
PreventDuplicateOrder
TooLateToAmend
ModifyForbidden
TradingDisabledMic
ReviewStatusInvalidTransition
StagedOrderCancelRejectedChildNosUnacked
ClearingAccountModifyForbidden
OtdRequestTimedOut
TtMarginOverrideNotEnabled
ExceedsSpanCreditLimit
FailedToFindStagedOrder
DifferentLockAttributeOnParticipatingOrders
DifferentPriceOnParticipatingOrders
DifferentAccountOnParticipatingOrders
FailedToFindFill
MissingStagedAccountId
InvalidInstrument
SideMismatch
InvalidFillAssignment
FailedToFindChildOrder
OtdRequestRejected
ReviewOfuOnActiveStagedOrder
FillAlreadyAttachedToStagedOrder
RecordNotAFill
FillAttachmentAlreadyInProgress
OrderUpdateForbidden

Definition at line 28 of file RejectCode.h.

RiskSide

enum class ttsdk::RiskSide

strong

Enumerator
NotSet
Buy
Sell

Definition at line 22 of file RiskSide.h.

SODPriceType

enum class ttsdk::SODPriceType

strong

Enumerator
NotSet
Unknown
None
Settle
UserSet

Definition at line 28 of file SODPriceType.h.

SubscriptionError

enum class ttsdk::SubscriptionError

strong

Enumerator
UNKNOWN_CLIENT
DUPLICATE_SUBSCRIPTION
INVALID_INSTRUMENT
INVALID_INSTRUMENT_SYMBOL
PARTYID_NOT_SUPPORTED
INSTRUMENT_ID_MISMATCH
INACTIVE_INSTRUMENT
DUPLICATE_SUBSCRIPTION_ID
UNKNOWN_SUBSCRIPTION_ID
INVALID_SUBSCRIPTION_PARAMETERS
NOT_PERMISSIONED
NOT_INITIALIZED
INVALID_CONFIGURATION
NOTTRADABLE_INSTRUMENT
NO_CONNECTIVITY
EXCEEDED_MAX_SUBS_ALLOWED
NOT_SUPPORTED
PRODUCT_INFO_NOT_AVAILABLE
UNKNOWN
PRICE_STREAM_INVALID
PRICE_STREAM_CONFIG_AMBIGUOUS
NONE

Definition at line 157 of file prices.h.

SynthStatus

enum class ttsdk::SynthStatus

strong

Enumerator
NotSet
Unknown
Starting
Waiting
PendingTrigger
Working
Paused
Held
Failed
Canceled
Recovering
Finished
Pausing
Stopping
Resuming
RecoveryFailed
Expired
Holding
Unmanaged
PendingCleanup

Definition at line 28 of file SynthStatus.h.

TimeInForce

enum class ttsdk::TimeInForce

strong

Enumerator
NotSet
Unknown
Day
GoodTillCancel
AtTheOpening
ImmediateOrCancel
FillOrKill
GoodTillCrossing
GoodTillDate
AtTheClose
GoodThroughCrossing
AtCrossing
Auction
GoodInSession
DayPlus
GoodTillCancelPlus
GoodTillDatePlus
GoodTillTime
ClosingPriceCross
ImmediateOrCancelPlus
FillOrKillPlus
MorningAtTheClose
AfternoonAtTheClose

Definition at line 28 of file TimeInForce.h.

TradeIndicator

enum class ttsdk::TradeIndicator

strong

Enumerator
NotSet
Unknown
New
Bust
Correct
Cross
Open
Close
NonRegularSettle
InterMktSweep
OutOfSequence
ExchGenPrice
Block
ExtendedHours
AvgPrice
PriceVariation
StockOption
ReOpen
BunchedSold
CapElection
AutoExecution
Regular
None

Definition at line 28 of file TradeIndicator.h.

TradeQualifier

enum class ttsdk::TradeQualifier

strong

Enumerator
Regular
ImpliedTrade
LegTrade
Auction
Unknown

Definition at line 21 of file TradeQualifier.h.

TradeType

enum class ttsdk::TradeType

strong

Enumerator
NotSet
Take
Hit
Rest
Unknown

Definition at line 21 of file TradeType.h.

TradingStatus

enum class ttsdk::TradingStatus

strong

Enumerator
NotSet
Halted
Suspended
Reserved
Mktclose
Mktopen
Lateopen
Auction
Preopen
Slowbid
Slowask
Slowbidask
Gapslowbidask
Securitydeleted
Shorestriction
Quotingonly
Opendelayimbalance
Openingrotation
Fastmarket
Precspa
Cspa
Adjust
Adjuston
Purgeorders
Sysmaintain
Clclose
Clstart
Openalloc
Preopenalloc
Premktact
Shohaltrestriction
Filter
Shoquotingrestriction
Closesessionroll
Volatilitypause
Shovolatilitypause
Auctionopen
Auctionintra
Auctionclose
Atlast
Auctionvola
Precautionaryhalt
Luld
Auctionexp
Auctionvol
Mwcbhalt1
Mwcbhalt2
Mwcbhalt3
Crossing
Shopremktactrestriction
Shosuspendedrestriction
Haltorderallowed
Precross
Nocancel
Postclose
Openingiop
Sessionclose
Impliedstart
Impliedend
Uncrosscall
Preopennottrading
Auctionsurplus
Unknown
Shocloserestriction
Pretrading
Posttrading
None

Definition at line 28 of file TradingStatus.h.

UserDataType

enum ttsdk::UserDataType

Enumerator
UserDataTypeDouble
UserDataTypePrice
UserDataTypeInteger
UserDataTypeUnsignedInteger
UserDataTypeBool
UserDataTypeString
UserDataTypeTimestamp
UserDataTypeEmpty

Definition at line 22 of file UserDataType.h.

UserDisconnectAction

enum class ttsdk::UserDisconnectAction

strong

Enumerator
NotSet
Unknown
Leave
Pause
Cancel

Definition at line 28 of file UserDisconnectAction.h.

Function Documentation

CreateAlgoOrder() [1/2]

OrderPtr ttsdk::CreateAlgoOrder	(	AlgoDefinitionPtr	algo,
		InstrumentPtr	instrument )

Create order for an ADL Algo (akin to launching an algo in the gui).

BETA FEATURE - This is part of the beta support of Algos in the CORE SDK and is subject to change based on user feedback. Please make note of this if you choose to use it.

CreateAlgoOrder() [2/2]

OrderPtr ttsdk::CreateAlgoOrder	(	AlgoDefinitionPtr	algo,
		uint64_t	instrumentId = 0 )

CreateOrder() [1/2]

OrderPtr ttsdk::CreateOrder

(

InstrumentPtr

instrument

)

CreateOrder() [2/2]

OrderPtr ttsdk::CreateOrder

(

uint64_t

instrumentId

)

CreateOrderFromPriceSub()

OrderPtr ttsdk::CreateOrderFromPriceSub

(

uint64_t

priceSubscriptionId

)

Create orders for exchange or synthetic (ASE/AGG) instruments.

DownloadFills()

bool ttsdk::DownloadFills	(	IFillDownloadCallbackHandlerPtr	obj,
		const uint64_t	accountId = 0,
		const ttsdk::MarketId	marketId = ttsdk::MarketId::INVALID,
		const uint64_t	minTimestamp = 0,
		const uint64_t	maxTimestamp = 0,
		const char *	orderId = nullptr )

---

GetAccounts()

AccountCollectionPtr ttsdk::GetAccounts

(

)

Returns the user accounts.

Returns an object through which the user accounts can be iterated and searched

GetAlgoDefinition()

AlgoDefinitionPtr ttsdk::GetAlgoDefinition	(	const char *	algoName,
		AlgoDefinition::ResponseCode &	code )

Gets the algo definition (active only).

Returns an algo definition. Returns nullptr if not found.

GetCustomerProfiles()

CustomerProfileCollectionPtr ttsdk::GetCustomerProfiles

(

)

Returns the CustomerProfiles.

Returns an object containing collection of the CustomerProfile

GetExchAssocId()

const char *const ttsdk::GetExchAssocId ( )

noexcept

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GetInstrument() [1/2]

InstrumentPtr ttsdk::GetInstrument	(	const MarketId	market,
		const char *	product,
		const ProductType	type,
		const char *	alias,
		Instrument::ResponseCode &	code )

Gets the instrument definition (active only).

Returns an instrument for the given market, product, type and alias. Returns nullptr if not found.

GetInstrument() [2/2]

InstrumentPtr ttsdk::GetInstrument	(	const uint64_t	instrumentId,
		Instrument::ResponseCode &	code )

Gets the instrument definition (active only).

Returns an instrument for the given id. Returns nullptr if not found.

GetRiskBucket()

PositionReserveBucket ttsdk::GetRiskBucket ( InstrumentPtr instrument, const uint64_t accountId )

noexcept

Returns the current position reserve bucket for the instrument and account.

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Initialize()

bool ttsdk::Initialize ( const TTSDKOptions & options, IEventHandlerPtr sdkEventObserver, IOrderBookEventHandlerPtr orderHandler, ISDKAlgoManagerPtr algoManager = nullptr )

noexcept

Initialize the TT CoreSDK shared library.

The initialize function is a required call to setup the CoreSDK shared library according to the values within the provided configuration file. Once an application initializes the shared library, all other applications will use the same instance, so any subsequent calls will be a no-op. Note the handler object to receive notifications about sdk events and the order book event handler must have a lifespan that is valid for the life of the SDK (until shutdown is completed).

operator!=() [1/2]

template<class T>

bool ttsdk::operator!= ( const shared_ptr< T > & p, std::nullptr_t  )

inline

Definition at line 165 of file shared_ptr.h.

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operator!=() [2/2]

template<class T>

bool ttsdk::operator!= ( shared_ptr< T > & a, shared_ptr< T > & b )

inline

Definition at line 177 of file shared_ptr.h.

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operator==() [1/2]

template<typename T>

bool ttsdk::operator== ( const shared_ptr< T > & p, std::nullptr_t  )

inline

Definition at line 159 of file shared_ptr.h.

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operator==() [2/2]

template<class T>

bool ttsdk::operator== ( shared_ptr< T > & a, shared_ptr< T > & b )

inline

Definition at line 171 of file shared_ptr.h.

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ReleaseRisk()

bool ttsdk::ReleaseRisk ( InstrumentPtr instrument, const uint64_t accountId, const RiskSide side )

noexcept

Releases the previously allocated quantity of risk for the given instrumentId/accountId/side.

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ReserveRisk()

bool ttsdk::ReserveRisk ( InstrumentPtr instrument, const uint64_t accountId, const RiskSide side, const double quantity, const double maxClipSize )

noexcept

Reserves a quantity of risk for the given instrumentId/accountId/side to be used to by this app to avoid the quantity checks in bouncer when an order is sent. maxClipSize indicates the max lot size for orders sent. This value can not exceed any max order qty values defined in TT Setup.

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SearchInstruments()

InstrumentSearchResultsPtr ttsdk::SearchInstruments	(	const char *	query,
		const char *	markets,
		Instrument::ResponseCode &	code )

Searches for instrument (active only).

Returns a object contains the results of the instrument search. Markets is an comma delimited, no spaces list of market ids within which to search. Pass an empty string if market is not to be specified Max of 100 results are returned.

Shutdown()

void ttsdk::Shutdown ( )

noexcept

Shutdown the TT CoreSDK shared library.

Invoke a graceful shutdown for the library. Note that once called, any subsequent library calls will result in undefined behavior.

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StartAccount()

void ttsdk::StartAccount

(

const uint64_t

accountId

)

starts orders,fills and positions for the given account.

Used in conjunction with the filter_accounts flag in the SDK options, this method starts the order/fill/positions subscriptions for the given account. If filter_accounts is false, this method has not affect.

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SubscribePrices() [1/2]

uint64_t ttsdk::SubscribePrices ( InstrumentPtr instrument, const uint16_t depth, const bool implieds, const bool allowTTImplieds, const bool includeSimPrices, IPriceEventHandlerPtr listener, const uint64_t accountId = 0 )

noexcept

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SubscribePrices() [2/2]

uint64_t ttsdk::SubscribePrices ( uint64_t instrumentId, const uint16_t depth, const bool implieds, const bool allowTTImplieds, const bool includeSimPrices, IPriceEventHandlerPtr listener, const uint64_t accountId = 0 )

noexcept

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SubscribeTimeAndSales() [1/2]

uint64_t ttsdk::SubscribeTimeAndSales ( InstrumentPtr instrument, const bool includeSimPrices, ITimeSalesEventHandlerPtr listener, const uint64_t accountId = 0 )

noexcept

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SubscribeTimeAndSales() [2/2]

uint64_t ttsdk::SubscribeTimeAndSales ( uint64_t instrumentId, const bool includeSimPrices, ITimeSalesEventHandlerPtr listener, const uint64_t accountId = 0 )

noexcept

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ToRiskSide()

RiskSide ttsdk::ToRiskSide ( const OrderSide value )

inline

Definition at line 42 of file RiskSide.h.

ToString() [1/30]

const char * ttsdk::ToString ( const AccountConnectionStatus::ConnectionStatus status )

inline

Definition at line 50 of file connection.h.

ToString() [2/30]

const char * ttsdk::ToString ( const AlgoResponseCode value )

inline

Definition at line 51 of file AlgoResponseCode.h.

ToString() [3/30]

const char * ttsdk::ToString ( const AlgoType value )

inline

Definition at line 47 of file AlgoType.h.

ToString() [4/30]

const char * ttsdk::ToString ( const CrossingOrderPreventionActionType value )

inline

Definition at line 50 of file CrossingOrderPreventionActionType.h.

ToString() [5/30]

const char * ttsdk::ToString ( const CurrencyCode value )

inline

Definition at line 440 of file CurrencyCode.h.

ToString() [6/30]

const char * ttsdk::ToString ( const CxlRejReason value )

inline

Definition at line 144 of file CxlRejReason.h.

ToString() [7/30]

const char * ttsdk::ToString ( const ExchSupportedOTCTypes value )

inline

Definition at line 53 of file ExchSupportedOTCTypes.h.

ToString() [8/30]

const char * ttsdk::ToString ( const ExecType value )

inline

Definition at line 76 of file ExecType.h.

ToString() [9/30]

const char * ttsdk::ToString ( const ExportValueType value )

inline

Definition at line 65 of file UserDataType.h.

ToString() [10/30]

const char * ttsdk::ToString ( const ImpliedsSource value )

inline

Definition at line 37 of file ImpliedsSource.h.

ToString() [11/30]

const char * ttsdk::ToString ( const MarketId value )

inline

Definition at line 333 of file MarketId.h.

ToString() [12/30]

const char * ttsdk::ToString ( const MultiLegReportingType value )

inline

Definition at line 37 of file MultiLegReportingType.h.

ToString() [13/30]

const char * ttsdk::ToString ( const OrderRejectReason value )

inline

Definition at line 141 of file OrderRejectReason.h.

ToString() [14/30]

const char * ttsdk::ToString ( const OrderSide value )

inline

Definition at line 51 of file OrderSide.h.

ToString() [15/30]

const char * ttsdk::ToString ( const OrderType value )

inline

Definition at line 53 of file OrderType.h.

ToString() [16/30]

const char * ttsdk::ToString ( const OrdStatus value )

inline

Definition at line 50 of file OrdStatus.h.

ToString() [17/30]

const char * ttsdk::ToString ( const PriceDisplayType value )

inline

Definition at line 93 of file PriceDisplayType.h.

ToString() [18/30]

const char * ttsdk::ToString ( const ProductType value )

inline

Definition at line 161 of file ProductType.h.

ToString() [19/30]

const char * ttsdk::ToString ( const ProfitLossCalculationType value )

inline

Definition at line 32 of file ProfitLossCalculationType.h.

ToString() [20/30]

const char * ttsdk::ToString ( const RejectCode value )

inline

Definition at line 118 of file RejectCode.h.

ToString() [21/30]

const char * ttsdk::ToString ( const RiskSide value )

inline

Definition at line 29 of file RiskSide.h.

ToString() [22/30]

const char * ttsdk::ToString ( const SODPriceType value )

inline

Definition at line 37 of file SODPriceType.h.

ToString() [23/30]

const char * ttsdk::ToString ( const SynthStatus value )

inline

Definition at line 52 of file SynthStatus.h.

ToString() [24/30]

const char * ttsdk::ToString ( const TimeInForce value )

inline

Definition at line 55 of file TimeInForce.h.

ToString() [25/30]

const char * ttsdk::ToString ( const TradeIndicator value )

inline

Definition at line 55 of file TradeIndicator.h.

ToString() [26/30]

const char * ttsdk::ToString ( const TradeQualifier value )

inline

Definition at line 30 of file TradeQualifier.h.

ToString() [27/30]

const char * ttsdk::ToString ( const TradeType value )

inline

Definition at line 30 of file TradeType.h.

ToString() [28/30]

const char * ttsdk::ToString ( const TradingStatus value )

inline

Definition at line 99 of file TradingStatus.h.

ToString() [29/30]

const char * ttsdk::ToString ( const UserDataType value )

inline

Definition at line 33 of file UserDataType.h.

ToString() [30/30]

const char * ttsdk::ToString ( const UserDisconnectAction value )

inline

Definition at line 37 of file UserDisconnectAction.h.

ToTTName()

const char * ttsdk::ToTTName ( const MarketId value )

inline

Definition at line 935 of file MarketId.h.

TTLog()

void void void void ttsdk::TTLog	(	const LogLevel	level,
		const char *	category,
		const char *	msg )

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TTLogError()

void void void ttsdk::TTLogError	(	const char *	format,
			... )

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TTLogInfo()

void ttsdk::TTLogInfo	(	const char *	format,
			... )

TTLogWarning()

void void ttsdk::TTLogWarning	(	const char *	format,
			... )

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UnsubscribePrices()

void ttsdk::UnsubscribePrices ( const uint64_t subscriptionId )

noexcept

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UnsubscribeTimeAndSales()

void ttsdk::UnsubscribeTimeAndSales ( const uint64_t subscriptionId )

noexcept

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Version()

const char * ttsdk::Version ( )

noexcept

Returns the version of the SDK.

Version is returned as a string in the format of major.minor.build.revision

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