TT CORE SDK 2.1.1.1
TT CORE SDK documentation
RejectCode.h
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1/***************************************************************************
2*
3* Unpublished Work Copyright (c) 2019-2020
4* Trading Technologies International, Inc.
5* All Rights Reserved Worldwide
6*
7* * * * S T R I C T L Y P R O P R I E T A R Y * * *
8*
9* WARNING: This program (or document) is unpublished, proprietary property
10* of Trading Technologies International, Inc. and is to be maintained in
11* strict confidence. Unauthorized reproduction, distribution or disclosure
12* of this program (or document), or any program (or document) derived from
13* it is prohibited by State and Federal law, and by local law outside of
14* the U.S.
15*
16****************************************************************************
17*
18* This file is auto generated - do not modify by hand.
19* Run the auto generation against the message template files.
20* Generated from messaging\order\reject_reason.proto
21* Package tt.messaging.order
22*
23***************************************************************************/
24#pragma once
25
26namespace ttsdk
27{
28 enum class RejectCode
29 {
30 NotSet = -1,
31 Invalid = 0,
32 UnknownOrder = 1,
33 UnknownProduct = 2,
34 UnknownInstrument = 3,
35 InvalidQty = 4,
36 NotAllowed = 5,
37 NoConnection = 6,
38 DuplicateOrder = 7,
39 NoLimit = 8,
40 ExceedsMaxOrderSize = 9,
41 ExceedsMaxProductPosition = 10,
42 ExceedsMaxInstrumentPosition = 11,
43 ExceedsCreditLimit = 12,
44 IncorrectInstrumentType = 13,
45 ExceedsLongShort = 14,
46 TifForbidden = 15,
47 DeleteForbidden = 16,
48 SubmitForbidden = 17,
49 GtcGtdForbidden = 18,
50 MarketOrderForbidden = 19,
51 AlgoOrderForbidden = 20,
52 WholesaleOrderForbidden = 21,
53 OutrightForbidden = 22,
54 SpreadForbidden = 23,
55 TradingDisabled = 24,
56 ExceedsPriceReasonability = 25,
57 AseOrderForbidden = 26,
58 UnsupportedSecurityType = 27,
59 InvalidPrice = 28,
60 ManualFillSubmitForbidden = 29,
61 MalformedRequest = 30,
62 MobileForbidden = 31,
63 UnsupportedMarket = 32,
64 CrossedOrder = 33,
65 UnsupportedRequest = 34,
66 ExceedsReserveQty = 35,
67 NotTradableInstrument = 36,
68 CrossedOrderNoTtint = 37,
69 CrossedOrderMultiLeg = 38,
70 ChildOrderQtyChangeForbidden = 39,
71 LbmSendFailure = 40,
72 IncorrectBrokerId = 41,
73 InvalidCounterpartyId = 42,
74 SubmitStagedForbidden = 43,
75 ClaimStagedForbidden = 44,
76 CancelReplaceStagedForbidden = 45,
77 StagedChildForbidden = 46,
78 StagedAlreadyInPending = 47,
79 RfqDisabled = 48,
80 PositionNotOffSetting = 49,
81 ProductMarginNotSet = 50,
82 DuplicateQuote = 51,
83 InterproductForbidden = 52,
84 TradingDisabledAutoLiquidate = 53,
85 ExceedsMaxFamilyPosition = 54,
86 StagedOrderCancelRejectedByClaimant = 55,
87 StagedOrderReplaceRejectedByClaimant = 56,
88 StaleStagedOrderReplaceAcceptedByClaimant = 57,
89 StagedOrderNewPendingRequestArrived = 58,
90 PreventDuplicateOrder = 59,
91 TooLateToAmend = 60,
92 ModifyForbidden = 61,
93 TradingDisabledMic = 62,
94 ReviewStatusInvalidTransition = 63,
95 StagedOrderCancelRejectedChildNosUnacked = 64,
96 ClearingAccountModifyForbidden = 65,
97 OtdRequestTimedOut = 66,
98 TtMarginOverrideNotEnabled = 67,
99 ExceedsSpanCreditLimit = 68,
100 FailedToFindStagedOrder = 69,
101 DifferentLockAttributeOnParticipatingOrders = 70,
102 DifferentPriceOnParticipatingOrders = 71,
103 DifferentAccountOnParticipatingOrders = 72,
104 FailedToFindFill = 73,
105 MissingStagedAccountId = 74,
106 InvalidInstrument = 75,
107 SideMismatch = 76,
108 InvalidFillAssignment = 77,
109 FailedToFindChildOrder = 78,
110 OtdRequestRejected = 79,
111 ReviewOfuOnActiveStagedOrder = 80,
112 FillAlreadyAttachedToStagedOrder = 81,
113 RecordNotAFill = 82,
114 FillAttachmentAlreadyInProgress = 83,
115 OrderUpdateForbidden = 84,
116 FillDetachmentAlreadyInProgress = 85,
117 FillAlreadyDetachedFromStagedOrder = 86,
118 };
119
120 inline const char* ToString(const RejectCode value)
121 {
122 switch (value)
123 {
124 case RejectCode::NotSet:
125 return "NotSet";
126 case RejectCode::Invalid:
127 return "Invalid";
128 case RejectCode::UnknownOrder:
129 return "UnknownOrder";
130 case RejectCode::UnknownProduct:
131 return "UnknownProduct";
132 case RejectCode::UnknownInstrument:
133 return "UnknownInstrument";
134 case RejectCode::InvalidQty:
135 return "InvalidQty";
136 case RejectCode::NotAllowed:
137 return "NotAllowed";
138 case RejectCode::NoConnection:
139 return "NoConnection";
140 case RejectCode::DuplicateOrder:
141 return "DuplicateOrder";
142 case RejectCode::NoLimit:
143 return "NoLimit";
144 case RejectCode::ExceedsMaxOrderSize:
145 return "ExceedsMaxOrderSize";
146 case RejectCode::ExceedsMaxProductPosition:
147 return "ExceedsMaxProductPosition";
148 case RejectCode::ExceedsMaxInstrumentPosition:
149 return "ExceedsMaxInstrumentPosition";
150 case RejectCode::ExceedsCreditLimit:
151 return "ExceedsCreditLimit";
152 case RejectCode::IncorrectInstrumentType:
153 return "IncorrectInstrumentType";
154 case RejectCode::ExceedsLongShort:
155 return "ExceedsLongShort";
156 case RejectCode::TifForbidden:
157 return "TifForbidden";
158 case RejectCode::DeleteForbidden:
159 return "DeleteForbidden";
160 case RejectCode::SubmitForbidden:
161 return "SubmitForbidden";
162 case RejectCode::GtcGtdForbidden:
163 return "GtcGtdForbidden";
164 case RejectCode::MarketOrderForbidden:
165 return "MarketOrderForbidden";
166 case RejectCode::AlgoOrderForbidden:
167 return "AlgoOrderForbidden";
168 case RejectCode::WholesaleOrderForbidden:
169 return "WholesaleOrderForbidden";
170 case RejectCode::OutrightForbidden:
171 return "OutrightForbidden";
172 case RejectCode::SpreadForbidden:
173 return "SpreadForbidden";
174 case RejectCode::TradingDisabled:
175 return "TradingDisabled";
176 case RejectCode::ExceedsPriceReasonability:
177 return "ExceedsPriceReasonability";
178 case RejectCode::AseOrderForbidden:
179 return "AseOrderForbidden";
180 case RejectCode::UnsupportedSecurityType:
181 return "UnsupportedSecurityType";
182 case RejectCode::InvalidPrice:
183 return "InvalidPrice";
184 case RejectCode::ManualFillSubmitForbidden:
185 return "ManualFillSubmitForbidden";
186 case RejectCode::MalformedRequest:
187 return "MalformedRequest";
188 case RejectCode::MobileForbidden:
189 return "MobileForbidden";
190 case RejectCode::UnsupportedMarket:
191 return "UnsupportedMarket";
192 case RejectCode::CrossedOrder:
193 return "CrossedOrder";
194 case RejectCode::UnsupportedRequest:
195 return "UnsupportedRequest";
196 case RejectCode::ExceedsReserveQty:
197 return "ExceedsReserveQty";
198 case RejectCode::NotTradableInstrument:
199 return "NotTradableInstrument";
200 case RejectCode::CrossedOrderNoTtint:
201 return "CrossedOrderNoTtint";
202 case RejectCode::CrossedOrderMultiLeg:
203 return "CrossedOrderMultiLeg";
204 case RejectCode::ChildOrderQtyChangeForbidden:
205 return "ChildOrderQtyChangeForbidden";
206 case RejectCode::LbmSendFailure:
207 return "LbmSendFailure";
208 case RejectCode::IncorrectBrokerId:
209 return "IncorrectBrokerId";
210 case RejectCode::InvalidCounterpartyId:
211 return "InvalidCounterpartyId";
212 case RejectCode::SubmitStagedForbidden:
213 return "SubmitStagedForbidden";
214 case RejectCode::ClaimStagedForbidden:
215 return "ClaimStagedForbidden";
216 case RejectCode::CancelReplaceStagedForbidden:
217 return "CancelReplaceStagedForbidden";
218 case RejectCode::StagedChildForbidden:
219 return "StagedChildForbidden";
220 case RejectCode::StagedAlreadyInPending:
221 return "StagedAlreadyInPending";
222 case RejectCode::RfqDisabled:
223 return "RfqDisabled";
224 case RejectCode::PositionNotOffSetting:
225 return "PositionNotOffSetting";
226 case RejectCode::ProductMarginNotSet:
227 return "ProductMarginNotSet";
228 case RejectCode::DuplicateQuote:
229 return "DuplicateQuote";
230 case RejectCode::InterproductForbidden:
231 return "InterproductForbidden";
232 case RejectCode::TradingDisabledAutoLiquidate:
233 return "TradingDisabledAutoLiquidate";
234 case RejectCode::ExceedsMaxFamilyPosition:
235 return "ExceedsMaxFamilyPosition";
236 case RejectCode::StagedOrderCancelRejectedByClaimant:
237 return "StagedOrderCancelRejectedByClaimant";
238 case RejectCode::StagedOrderReplaceRejectedByClaimant:
239 return "StagedOrderReplaceRejectedByClaimant";
240 case RejectCode::StaleStagedOrderReplaceAcceptedByClaimant:
241 return "StaleStagedOrderReplaceAcceptedByClaimant";
242 case RejectCode::StagedOrderNewPendingRequestArrived:
243 return "StagedOrderNewPendingRequestArrived";
244 case RejectCode::PreventDuplicateOrder:
245 return "PreventDuplicateOrder";
246 case RejectCode::TooLateToAmend:
247 return "TooLateToAmend";
248 case RejectCode::ModifyForbidden:
249 return "ModifyForbidden";
250 case RejectCode::TradingDisabledMic:
251 return "TradingDisabledMic";
252 case RejectCode::ReviewStatusInvalidTransition:
253 return "ReviewStatusInvalidTransition";
254 case RejectCode::StagedOrderCancelRejectedChildNosUnacked:
255 return "StagedOrderCancelRejectedChildNosUnacked";
256 case RejectCode::ClearingAccountModifyForbidden:
257 return "ClearingAccountModifyForbidden";
258 case RejectCode::OtdRequestTimedOut:
259 return "OtdRequestTimedOut";
260 case RejectCode::TtMarginOverrideNotEnabled:
261 return "TtMarginOverrideNotEnabled";
262 case RejectCode::ExceedsSpanCreditLimit:
263 return "ExceedsSpanCreditLimit";
264 case RejectCode::FailedToFindStagedOrder:
265 return "FailedToFindStagedOrder";
266 case RejectCode::DifferentLockAttributeOnParticipatingOrders:
267 return "DifferentLockAttributeOnParticipatingOrders";
268 case RejectCode::DifferentPriceOnParticipatingOrders:
269 return "DifferentPriceOnParticipatingOrders";
270 case RejectCode::DifferentAccountOnParticipatingOrders:
271 return "DifferentAccountOnParticipatingOrders";
272 case RejectCode::FailedToFindFill:
273 return "FailedToFindFill";
274 case RejectCode::MissingStagedAccountId:
275 return "MissingStagedAccountId";
276 case RejectCode::InvalidInstrument:
277 return "InvalidInstrument";
278 case RejectCode::SideMismatch:
279 return "SideMismatch";
280 case RejectCode::InvalidFillAssignment:
281 return "InvalidFillAssignment";
282 case RejectCode::FailedToFindChildOrder:
283 return "FailedToFindChildOrder";
284 case RejectCode::OtdRequestRejected:
285 return "OtdRequestRejected";
286 case RejectCode::ReviewOfuOnActiveStagedOrder:
287 return "ReviewOfuOnActiveStagedOrder";
288 case RejectCode::FillAlreadyAttachedToStagedOrder:
289 return "FillAlreadyAttachedToStagedOrder";
290 case RejectCode::RecordNotAFill:
291 return "RecordNotAFill";
292 case RejectCode::FillAttachmentAlreadyInProgress:
293 return "FillAttachmentAlreadyInProgress";
294 case RejectCode::OrderUpdateForbidden:
295 return "OrderUpdateForbidden";
296 case RejectCode::FillDetachmentAlreadyInProgress:
297 return "FillDetachmentAlreadyInProgress";
298 case RejectCode::FillAlreadyDetachedFromStagedOrder:
299 return "FillAlreadyDetachedFromStagedOrder";
300 default:
301 return "Unknown";
302 }
303 }
304}
ttsdk::CxlRejReason::StaleStagedOrderReplaceAcceptedByClaimant
@ StaleStagedOrderReplaceAcceptedByClaimant
Definition CxlRejReason.h:128
ttsdk::RejectCode::StagedOrderCancelRejectedByClaimant
@ StagedOrderCancelRejectedByClaimant
Definition RejectCode.h:86
ttsdk::RejectCode::ReviewStatusInvalidTransition
@ ReviewStatusInvalidTransition
Definition RejectCode.h:94
ttsdk::RejectCode::ClearingAccountModifyForbidden
@ ClearingAccountModifyForbidden
Definition RejectCode.h:96
ttsdk::RejectCode::StaleStagedOrderReplaceAcceptedByClaimant
@ StaleStagedOrderReplaceAcceptedByClaimant
Definition RejectCode.h:88
ttsdk::RejectCode::DifferentPriceOnParticipatingOrders
@ DifferentPriceOnParticipatingOrders
Definition RejectCode.h:102
ttsdk::RejectCode::FillAttachmentAlreadyInProgress
@ FillAttachmentAlreadyInProgress
Definition RejectCode.h:114
ttsdk::RejectCode::FillAlreadyAttachedToStagedOrder
@ FillAlreadyAttachedToStagedOrder
Definition RejectCode.h:112
ttsdk::RejectCode::DifferentLockAttributeOnParticipatingOrders
@ DifferentLockAttributeOnParticipatingOrders
Definition RejectCode.h:101
ttsdk::RejectCode::FillDetachmentAlreadyInProgress
@ FillDetachmentAlreadyInProgress
Definition RejectCode.h:116
ttsdk::RejectCode::StagedOrderNewPendingRequestArrived
@ StagedOrderNewPendingRequestArrived
Definition RejectCode.h:89
ttsdk::RejectCode::DifferentAccountOnParticipatingOrders
@ DifferentAccountOnParticipatingOrders
Definition RejectCode.h:103
ttsdk::RejectCode::StagedOrderCancelRejectedChildNosUnacked
@ StagedOrderCancelRejectedChildNosUnacked
Definition RejectCode.h:95
ttsdk::RejectCode::FillAlreadyDetachedFromStagedOrder
@ FillAlreadyDetachedFromStagedOrder
Definition RejectCode.h:117
ttsdk::RejectCode::StagedOrderReplaceRejectedByClaimant
@ StagedOrderReplaceRejectedByClaimant
Definition RejectCode.h:87
ttsdk::ToString
const char * ToString(const AccountConnectionStatus::ConnectionStatus status)
Definition connection.h:50
ttsdk::NotSet
@ NotSet
Definition environment.h:7
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