Summary
Members
define CODEGEN_DEBUG
public int main(int argc,char ** argv)
public int main(int argc,char ** argv)
public int main(int argc,char ** argv)
public int main(int argc,char ** argv)
namespace Poco::Data
Summary
class Poco::Data::TypeHandler< trader::BittrexDatabase::Market_List::Record >
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class Poco::Data::TypeHandler< trader::BittrexDatabase::Market_List::RecordWithId >
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class Poco::Data::TypeHandler< trader::BittrexDatabase::Trade_History::Record >
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class Poco::Data::TypeHandler< trader::BittrexDatabase::Trade_History::RecordWithId >
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class Poco::Data::TypeHandler< trader::CryptowatchDatabase::Api_Cost::Record >
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class Poco::Data::TypeHandler< trader::CryptowatchDatabase::Api_Cost::RecordWithId >
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class Poco::Data::TypeHandler< trader::FybDatabase::Account_Balance::Record >
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class Poco::Data::TypeHandler< trader::FybDatabase::Account_Balance::RecordWithId >
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class Poco::Data::TypeHandler< trader::FybDatabase::Account_Info::Record >
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class Poco::Data::TypeHandler< trader::FybDatabase::Account_Info::RecordWithId >
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Members
class Poco::Data::TypeHandler< trader::FybDatabase::My_Pending_Buy_Orders::Record >
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class Poco::Data::TypeHandler< trader::FybDatabase::My_Pending_Buy_Orders::RecordWithId >
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class Poco::Data::TypeHandler< trader::FybDatabase::My_Pending_Sell_Orders::Record >
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class Poco::Data::TypeHandler< trader::FybDatabase::My_Pending_Sell_Orders::RecordWithId >
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class Poco::Data::TypeHandler< trader::FybDatabase::My_Trade_History::Record >
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class Poco::Data::TypeHandler< trader::FybDatabase::My_Trade_History::RecordWithId >
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class Poco::Data::TypeHandler< trader::FybDatabase::Order_Book_Asks::Record >
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Members
class Poco::Data::TypeHandler< trader::FybDatabase::Order_Book_Asks::RecordWithId >
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class Poco::Data::TypeHandler< trader::FybDatabase::Order_Book_Bids::Record >
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class Poco::Data::TypeHandler< trader::FybDatabase::Order_Book_Bids::RecordWithId >
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class Poco::Data::TypeHandler< trader::FybDatabase::Ticker_Detailed::Record >
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class Poco::Data::TypeHandler< trader::FybDatabase::Ticker_Detailed::RecordWithId >
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class Poco::Data::TypeHandler< trader::FybDatabase::Trade_History::Record >
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class Poco::Data::TypeHandler< trader::FybDatabase::Trade_History::RecordWithId >
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Members
class Poco::Data::TypeHandler< trader::GenericDatabase::Market_List::Record >
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class Poco::Data::TypeHandler< trader::GenericDatabase::Market_List::RecordWithId >
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class Poco::Data::TypeHandler< trader::GenericDatabase::Trade_History::Record >
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class Poco::Data::TypeHandler< trader::GenericDatabase::Trade_History::RecordWithId >
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class Poco::Data::TypeHandler< trader::KrakenDatabase::Asset_Info::Record >
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Members
class Poco::Data::TypeHandler< trader::KrakenDatabase::Asset_Info::RecordWithId >
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Members
namespace std
Summary
| Members | Descriptions |
|---|---|
public inline ostringstream & cendl(ostringstream & os) |
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public inline std::ostringstream & dot(std::ostringstream & os) |
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public inline std::ostringstream & operator<<(std::ostringstream & os,std::ostringstream &(*)(std::ostringstream &) _Pfn) |
Members
public inline ostringstream & cendl(ostringstream & os)
public inline std::ostringstream & dot(std::ostringstream & os)
public inline std::ostringstream & operator<<(std::ostringstream & os,std::ostringstream &(*)(std::ostringstream &) _Pfn)
namespace trader
Summary
| Members | Descriptions |
|---|---|
public const char * getCppType(const string & dbType) |
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public const char * getCppDefaultVal(const string & dbType) |
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public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const char * text) |
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public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,string & str) |
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public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const string & str) |
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public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const Int32 & num) |
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public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,ApiFileOutputStream](#classtrader_1_1ApiFileOutputStream) &(*)([ApiFileOutputStream &) _Pfn) |
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public inline ApiFileOutputStream & endl(ApiFileOutputStream & os) |
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public inline ApiFileOutputStream & cendl(ApiFileOutputStream & os) |
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public inline ApiStreamBuffer & operator<<(ApiStreamBuffer & os,const char * text) |
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public inline ApiStreamBuffer & operator<<(ApiStreamBuffer & os,string & str) |
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public inline ApiStreamBuffer & operator<<(ApiStreamBuffer & os,const string & str) |
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public inline ApiStreamBuffer & operator<<(ApiStreamBuffer & os,ApiStreamBuffer](#classtrader_1_1ApiStreamBuffer) &(*)([ApiStreamBuffer &) _Pfn) |
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public inline ApiStreamBuffer & endl(ApiStreamBuffer & os) |
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public inline ApiStreamBuffer & cendl(ApiStreamBuffer & os) |
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public inline ApiStreamBuffer & dot(ApiStreamBuffer & os) |
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public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const tabs & obj) |
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public inline ApiStreamBuffer & operator<<(ApiStreamBuffer & os,const tabs & obj) |
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public inline std::ostringstream & operator<<(std::ostringstream & os,const tabs & obj) |
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public inline std::ostream & operator<<(ostream & os,const tabs & obj) |
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public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const clean_name & obj) |
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public inline std::ostringstream & operator<<(std::ostringstream & os,const clean_name & obj) |
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public template<> inline basic_ostream< char, _Traits > & operator<<(basic_ostream< char, _Traits > & _Ostr,const clean_name & obj) |
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public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const var_name & obj) |
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public inline std::ostringstream & operator<<(std::ostringstream & os,const var_name & obj) |
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public template<> inline basic_ostream< char, _Traits > & operator<<(basic_ostream< char, _Traits > & _Ostr,const var_name & obj) |
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public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const type_name & obj) |
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public inline std::ostringstream & operator<<(std::ostringstream & os,const type_name & obj) |
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public template<> inline basic_ostream< char, _Traits > & operator<<(basic_ostream< char, _Traits > & _Ostr,const type_name & obj) |
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public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const comment & obj) |
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public inline expansionstringstream & operator<<(expansionstringstream & os,const char * text) |
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public inline expansionstringstream & dot(expansionstringstream & os) |
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public inline expansionstringstream & operator<<(expansionstringstream & os,string & str) |
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public inline expansionstringstream & operator<<(expansionstringstream & os,const string & str) |
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public inline expansionstringstream & operator<<(expansionstringstream & os,expansionstringstream::Type type) |
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public inline expansionstringstream & operator<<(expansionstringstream & os,expansionstringstream](#classtrader_1_1expansionstringstream) &(*)([expansionstringstream &) _Pfn) |
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public inline void getAPIName(string name,const string & apiFile,string & apiName) |
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public inline void startHeader(ApiFileOutputStream & stream,Int32 num,...) |
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public inline void startCpp(ApiFileOutputStream & stream,Int32 num,...) |
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public inline void construct(ApiFileOutputStream & cpp,const string & className,Int32 num,...) |
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public inline void construct_header(ApiFileOutputStream & stream,const string & className,Int32 num,...) |
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public inline void construct_ex(ApiFileOutputStream & cpp,const string & className,Int32 numParams,Int32 numInitializer,Int32 numStatements,...) |
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public inline std::string & replace(std::string & str,const char * from,const char * to) |
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public const char * getCppType(const string & jsonType,JSON::Object::Ptr obj) |
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public const char * getJsonLibType(const string & jsonType,JSON::Object::Ptr obj) |
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public bool useIsSet(const string & jsonType,JSON::Object::Ptr obj) |
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public std::string getCppDefaultVal(const string & jsonType,JSON::Object::Ptr obj) |
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public bool isArray(const string & jsonType) |
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public bool isObject(const string & jsonType) |
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public bool isMap(const string & jsonType) |
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public string getHMAC2(string keyParam,string message) |
Gets hmac 2. |
public std::string GetUniqueResponseId() |
Gets unique response identifier. |
public template<> void findMissing(std::vector< RECORDTYPE > & orders,std::vector< RECORDTYPE > & records,std::vector< RECORDTYPE > & missingRecords,bool ascending) |
Searches for the first missing. |
public std::string signature(const std::string & path,const std::string & nonce,const std::string & postdata,const std::string & secret) |
Signatures the given file. |
public inline std::string create_nonce() |
Creates the nonce. |
public inline std::vector< unsigned char > sha256(const std::string & data) |
Sha 256. |
public inline std::vector< unsigned char > b64_decode(const std::string & data) |
## helper function to decode a base64 string to a vector of bytes: |
public inline std::string b64_encode(const std::vector< unsigned char > & data) |
## helper function to encode a vector of bytes to a base64 string: |
public inline std::vector< unsigned char > hmac_sha512(const std::vector< unsigned char > & data,const std::vector< unsigned char > & key) |
## helper function to hash with HMAC algorithm: |
public TEST_F(BittrexTests,GetMarkets) |
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public TEST_F(BittrexTests,GetBalance) |
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public TEST_F(BittrexTests,GetMarketHistory) |
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public TEST_F(BittrexTests,GetOrderBook) |
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public void setup(trader::ApplicationHelper * pApp) |
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public void destroy(trader::ApplicationHelper * pApp) |
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public TEST_F(ConnectionTests,StartSingleConnection) |
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public TEST_F(FybTests,GetTickerDetailedData) |
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public TEST_F(FybTests,GetAccountInfo) |
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public TEST_F(FybTests,GetTrades) |
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public TEST_F(SampleAppTests,InitApp) |
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public TEST_F(SampleAppTests,RunApp) |
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public TEST_F(SampleAppTests,SetupApp) |
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public TEST_F(SampleAppTests,StartApp) |
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class trader::Api |
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class trader::ApiFileOutputStream |
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class trader::ApiStreamBuffer |
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class trader::Bittrex |
A bittrex. |
class trader::BittrexApp |
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class trader::BittrexConfig |
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class trader::BittrexConnection |
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class trader::BittrexProcessingConnection |
A bittrex processing connection. |
class trader::BittrexTests |
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class trader::clean_name |
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class trader::CodeGenApp |
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class trader::comment |
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class trader::ConnectionApp |
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class trader::ConnectionTests |
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class trader::Cryptowatch |
A cryptowatch. |
class trader::CryptowatchConnection |
A cryptowatch connection. |
class trader::DatabaseSchema |
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class trader::Exchangeratelab |
An exchangeratelab. |
class trader::ExchangeratelabConfig |
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class trader::ExchangeratelabConnection |
An exchangeratelab connection. |
class trader::expansionstringstream |
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class trader::FixSpec |
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class trader::Fyb |
A fyb. |
class trader::FybApp |
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class trader::FybConfig |
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class trader::FybConnection |
A fyb connection. |
class trader::FybTests |
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class trader::Graph |
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class trader::HyperSchema |
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class trader::JsonSchema |
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class trader::Kraken |
A kraken. |
class trader::KrakenConfig |
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class trader::KrakenConnection |
A kraken connection. |
class trader::SampleApp |
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class trader::SampleAppTests |
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class trader::ScopedClass |
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class trader::ScopedNamespace |
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class trader::ScopedStream |
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class trader::ScopedStruct |
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class trader::tabs |
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class trader::temp_name |
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class trader::type_name |
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class trader::var_name |
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struct trader::Config |
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struct trader::EndPoint |
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struct trader::ObjectSchemaDefinition |
Members
public const char * getCppType(const string & dbType)
public const char * getCppDefaultVal(const string & dbType)
public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const char * text)
public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,string & str)
public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const string & str)
public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const Int32 & num)
public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,ApiFileOutputStream](#classtrader_1_1ApiFileOutputStream) &(*)([ApiFileOutputStream &) _Pfn)
public inline ApiFileOutputStream & endl(ApiFileOutputStream & os)
public inline ApiFileOutputStream & cendl(ApiFileOutputStream & os)
public inline ApiStreamBuffer & operator<<(ApiStreamBuffer & os,const char * text)
public inline ApiStreamBuffer & operator<<(ApiStreamBuffer & os,string & str)
public inline ApiStreamBuffer & operator<<(ApiStreamBuffer & os,const string & str)
public inline ApiStreamBuffer & operator<<(ApiStreamBuffer & os,ApiStreamBuffer](#classtrader_1_1ApiStreamBuffer) &(*)([ApiStreamBuffer &) _Pfn)
public inline ApiStreamBuffer & endl(ApiStreamBuffer & os)
public inline ApiStreamBuffer & cendl(ApiStreamBuffer & os)
public inline ApiStreamBuffer & dot(ApiStreamBuffer & os)
public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const tabs & obj)
public inline ApiStreamBuffer & operator<<(ApiStreamBuffer & os,const tabs & obj)
public inline std::ostringstream & operator<<(std::ostringstream & os,const tabs & obj)
public inline std::ostream & operator<<(ostream & os,const tabs & obj)
public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const clean_name & obj)
public inline std::ostringstream & operator<<(std::ostringstream & os,const clean_name & obj)
public template<>
inline basic_ostream< char, _Traits > & operator<<(basic_ostream< char, _Traits > & _Ostr,const clean_name & obj)
public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const var_name & obj)
public inline std::ostringstream & operator<<(std::ostringstream & os,const var_name & obj)
public template<>
inline basic_ostream< char, _Traits > & operator<<(basic_ostream< char, _Traits > & _Ostr,const var_name & obj)
public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const type_name & obj)
public inline std::ostringstream & operator<<(std::ostringstream & os,const type_name & obj)
public template<>
inline basic_ostream< char, _Traits > & operator<<(basic_ostream< char, _Traits > & _Ostr,const type_name & obj)
public inline ApiFileOutputStream & operator<<(ApiFileOutputStream & os,const comment & obj)
public inline expansionstringstream & operator<<(expansionstringstream & os,const char * text)
public inline expansionstringstream & dot(expansionstringstream & os)
public inline expansionstringstream & operator<<(expansionstringstream & os,string & str)
public inline expansionstringstream & operator<<(expansionstringstream & os,const string & str)
public inline expansionstringstream & operator<<(expansionstringstream & os,expansionstringstream::Type type)
public inline expansionstringstream & operator<<(expansionstringstream & os,expansionstringstream](#classtrader_1_1expansionstringstream) &(*)([expansionstringstream &) _Pfn)
public inline void getAPIName(string name,const string & apiFile,string & apiName)
public inline void startHeader(ApiFileOutputStream & stream,Int32 num,...)
public inline void startCpp(ApiFileOutputStream & stream,Int32 num,...)
public inline void construct(ApiFileOutputStream & cpp,const string & className,Int32 num,...)
public inline void construct_header(ApiFileOutputStream & stream,const string & className,Int32 num,...)
public inline void construct_ex(ApiFileOutputStream & cpp,const string & className,Int32 numParams,Int32 numInitializer,Int32 numStatements,...)
public inline std::string & replace(std::string & str,const char * from,const char * to)
public const char * getCppType(const string & jsonType,JSON::Object::Ptr obj)
public const char * getJsonLibType(const string & jsonType,JSON::Object::Ptr obj)
public bool useIsSet(const string & jsonType,JSON::Object::Ptr obj)
public std::string getCppDefaultVal(const string & jsonType,JSON::Object::Ptr obj)
public bool isArray(const string & jsonType)
public bool isObject(const string & jsonType)
public bool isMap(const string & jsonType)
public string getHMAC2(string keyParam,string message)
Gets hmac 2.
Parameters
-
keyParamThe key parameter. -
messageThe message.
Returns
The hmac 2.
public std::string GetUniqueResponseId()
Gets unique response identifier.
Returns
The unique response identifier.
public template<>
void findMissing(std::vector< RECORDTYPE > & orders,std::vector< RECORDTYPE > & records,std::vector< RECORDTYPE > & missingRecords,bool ascending)
Searches for the first missing.
Parameters
RECORDTYPEType of the recordtype.
Parameters
-
orders[in,out] The orders. -
records[in,out] The records. -
missingRecords[in,out] The missing records. -
ascending(Optional) True to ascending.
public std::string signature(const std::string & path,const std::string & nonce,const std::string & postdata,const std::string & secret)
Signatures the given file.
Parameters
-
pathFull pathname of the file. -
nonceThe nonce. -
postdataThe postdata. -
secretThe secret.
Returns
A std::string.
public inline std::string create_nonce()
Creates the nonce.
Exceptions
std::runtime_errorRaised when a runtime error condition occurs.
Returns
The new nonce.
public inline std::vector< unsigned char > sha256(const std::string & data)
Sha 256.
Parameters
dataThe data.
Returns
A std::vector
public inline std::vector< unsigned char > b64_decode(const std::string & data)
##
helper function to decode a base64 string to a vector of bytes:
Exceptions
std::runtime_errorRaised when a runtime error condition occurs.
Parameters
dataThe data.
Returns
A std::vector
public inline std::string b64_encode(const std::vector< unsigned char > & data)
##
helper function to encode a vector of bytes to a base64 string:
Parameters
dataThe data.
Returns
A std::string.
public inline std::vector< unsigned char > hmac_sha512(const std::vector< unsigned char > & data,const std::vector< unsigned char > & key)
##
helper function to hash with HMAC algorithm:
Parameters
-
dataThe data. -
keyThe key.
Returns
A std::vector
public TEST_F(BittrexTests,GetMarkets)
public TEST_F(BittrexTests,GetBalance)
public TEST_F(BittrexTests,GetMarketHistory)
public TEST_F(BittrexTests,GetOrderBook)
public void setup(trader::ApplicationHelper * pApp)
public void destroy(trader::ApplicationHelper * pApp)
public TEST_F(ConnectionTests,StartSingleConnection)
public TEST_F(FybTests,GetTickerDetailedData)
public TEST_F(FybTests,GetAccountInfo)
public TEST_F(FybTests,GetTrades)
public TEST_F(SampleAppTests,InitApp)
public TEST_F(SampleAppTests,RunApp)
public TEST_F(SampleAppTests,SetupApp)
public TEST_F(SampleAppTests,StartApp)
class trader::Api
Summary
| Members | Descriptions |
|---|---|
public inline virtual ~Api() |
Finalizes an instance of the API class. |
public Poco::Dynamic::Var invoke(const std::string & httpMethod,Poco::URI & uri) |
Executes the given operation on a different thread, and waits for the result. |
public inline virtual void setParams(const std::string &) |
Sets the parameters. |
Members
public inline virtual ~Api()
Finalizes an instance of the API class.
public Poco::Dynamic::Var invoke(const std::string & httpMethod,Poco::URI & uri)
Executes the given operation on a different thread, and waits for the result.
Parameters
-
httpMethodThe HTTP method. -
uri[in,out] URI of the document.
Returns
A Poco::Dynamic::Var.
public inline virtual void setParams(const std::string &)
Sets the parameters.
Parameters
parameter1The first parameter.
class trader::ApiFileOutputStream
Summary
| Members | Descriptions |
|---|---|
public Int32 indentation |
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public Poco::FileOutputStream stream |
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public ostringstream tempStream |
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public inline ApiFileOutputStream & operator++() |
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public inline ApiFileOutputStream & operator--() |
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public inline ApiFileOutputStream(const string & path,ios::openmode mode) |
Members
public Int32 indentation
public Poco::FileOutputStream stream
public ostringstream tempStream
public inline ApiFileOutputStream & operator++()
public inline ApiFileOutputStream & operator--()
public inline ApiFileOutputStream(const string & path,ios::openmode mode)
class trader::ApiStreamBuffer
Summary
| Members | Descriptions |
|---|---|
public Int32 indentation |
|
public ostringstream tempStream |
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public inline ApiStreamBuffer & operator++() |
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public inline ApiStreamBuffer & operator--() |
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public inline ApiStreamBuffer(ApiFileOutputStream & fileStream) |
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public inline ApiStreamBuffer & dot(ApiStreamBuffer & os) |
|
public inline std::string str() |
Members
public Int32 indentation
public ostringstream tempStream
public inline ApiStreamBuffer & operator++()
public inline ApiStreamBuffer & operator--()
public inline ApiStreamBuffer(ApiFileOutputStream & fileStream)
public inline ApiStreamBuffer & dot(ApiStreamBuffer & os)
public inline std::string str()
class trader::Bittrex
class trader::Bittrex
: public trader::Api
A bittrex.
Summary
| Members | Descriptions |
|---|---|
public BittrexApi::EndPoints api |
The API. |
public Poco::AutoPtr< BittrexDatabase::Tables > dataBase |
The data base. |
public Bittrex() |
Initializes a new instance of the Bittrex class. |
public void run() |
Runs this object. |
public ~Bittrex() |
Finalizes an instance of the Bittrex class. |
public virtual Poco::Dynamic::Var invoke(const std::string & httpMethod,Poco::URI & uri) |
Executes the given operation on a different thread, and waits for the result. |
public virtual void setParams(const std::string &) |
Sets the parameters. |
protected Poco::UInt32 configurationIdx |
Zero-based index of the configuration. |
protected Bittrex(const Bittrex &) |
Initializes a new instance of the Bittrex class. |
protected Bittrex & operator=(const Bittrex &) |
Assignment operator. |
Members
public BittrexApi::EndPoints api
The API.
public Poco::AutoPtr< BittrexDatabase::Tables > dataBase
The data base.
public Bittrex()
Initializes a new instance of the Bittrex class.
public void run()
Runs this object.
public ~Bittrex()
Finalizes an instance of the Bittrex class.
public virtual Poco::Dynamic::Var invoke(const std::string & httpMethod,Poco::URI & uri)
Executes the given operation on a different thread, and waits for the result.
Parameters
-
httpMethodThe HTTP method. -
uri[in,out] URI of the document.
Returns
A Poco::Dynamic::Var.
Exceptions
ApplicationExceptionThrown when an Application error condition occurs.
Parameters
-
httpMethodThe HTTP method. -
uri[in,out] URI of the document.
Returns
A Dynamic::Var.
public virtual void setParams(const std::string &)
Sets the parameters.
Parameters
parameter1The first parameter.
Exceptions
Poco::NotFoundExceptionThrown when the requested element is not present.
Parameters
paramStringThe parameter string.
protected Poco::UInt32 configurationIdx
Zero-based index of the configuration.
protected Bittrex(const Bittrex &)
Initializes a new instance of the Bittrex class.
Parameters
parameter1The first parameter.
protected Bittrex & operator=(const Bittrex &)
Assignment operator.
Parameters
parameter1The first parameter.
Returns
A shallow copy of this object.
class trader::BittrexApp
class trader::BittrexApp
: public ApplicationHelper
Summary
| Members | Descriptions |
|---|---|
protected int main(const std::vector< std::string > & args) |
Members
protected int main(const std::vector< std::string > & args)
class trader::BittrexConfig
class trader::BittrexConfig
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Data data |
|
public BittrexConfig() |
|
public ~BittrexConfig() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
|
typedef Data |
Members
public Data data
public BittrexConfig()
public ~BittrexConfig()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
typedef Data
class trader::BittrexConnection
class trader::BittrexConnection
: public trader::Interface::CallConnection
: public Runnable
Summary
| Members | Descriptions |
|---|---|
public BufferedConnection< BittrexProcessingConnection > processingConnection |
|
public bool stop |
|
public inline BittrexConnection(const std::string & _connectionid,Bittrex * _exchange) |
|
public inline void ProcessMessage(Poco::AutoPtr< Interface::IMessageData > _messageData) |
|
public inline void SetReceivingConnection(Poco::AutoPtr< Interface::Connection > _connection) |
|
public void run() |
Runs this object. |
public virtual void DoOperation(Poco::Int32 operation) |
Executes the operation operation. |
Members
public BufferedConnection< BittrexProcessingConnection > processingConnection
public bool stop
public inline BittrexConnection(const std::string & _connectionid,Bittrex * _exchange)
public inline void ProcessMessage(Poco::AutoPtr< Interface::IMessageData > _messageData)
public inline void SetReceivingConnection(Poco::AutoPtr< Interface::Connection > _connection)
public void run()
Runs this object.
public virtual void DoOperation(Poco::Int32 operation)
Executes the operation operation.
Parameters
_operationThe operation.
class trader::BittrexProcessingConnection
class trader::BittrexProcessingConnection
: public trader::Interface::MessageReceivingConnection
A bittrex processing connection.
Summary
| Members | Descriptions |
|---|---|
public Bittrex * exchange |
|
public std::string connectionId |
|
public SymIDMap marketToTradeHistoryMap |
The market to trade history map. |
public MarketDataUpdateMap marketDataUpdateMap |
The market data update map. |
public inline BittrexProcessingConnection() |
|
public void SecurityListRequest(Poco::AutoPtr< Interface::SecurityListRequestData > securityListRequestData) |
[Client-Side] Get a list of securities that can be traded on the exchange. |
public void MarketDataRequest(Poco::AutoPtr< Interface::MarketDataRequestData > marketDataRequestData) |
[Client-Side] Subscribes the current session to a Market Data - Snapshot/Full Refresh followed by zero or more Market Data - Incremental Refresh messages. |
public void NewOrderSingle(Poco::AutoPtr< Interface::NewOrderSingleData > newOrderSingleData) |
[Client-Side] Submit a new order to exchange |
public void OrderCancelRequest(Poco::AutoPtr< Interface::OrderCancelRequestData > orderCancelRequestData) |
TODO: Documentation. |
public void TradeCaptureReportRequest(Poco::AutoPtr< Interface::TradeCaptureReportRequestData > tradeCaptureReportRequestData) |
TODO: Documentation. |
public inline void SetConnectionId(const std::string & _connectionId) |
Sets connection identifier. |
public inline void SetExchange(Bittrex * _exchange) |
Sets an exchange. |
public void RunMore() |
Executes the more operation. |
typedef SymIDMap |
Defines an alias representing the symbol identifier map. |
typedef MarketDataUpdateMap |
Defines an alias representing the market data update map. |
Members
public Bittrex * exchange
public std::string connectionId
public SymIDMap marketToTradeHistoryMap
The market to trade history map.
public MarketDataUpdateMap marketDataUpdateMap
The market data update map.
public inline BittrexProcessingConnection()
public void SecurityListRequest(Poco::AutoPtr< Interface::SecurityListRequestData > securityListRequestData)
[Client-Side] Get a list of securities that can be traded on the exchange.
Security list request.
Parameters
-
securityListRequestDataRequest Data -
securityListRequestData.SecurityReqIDUnique identifier of this request.
Parameters
securityListRequestDataInformation describing the security list request.
public void MarketDataRequest(Poco::AutoPtr< Interface::MarketDataRequestData > marketDataRequestData)
[Client-Side] Subscribes the current session to a Market Data - Snapshot/Full Refresh followed by zero or more Market Data - Incremental Refresh messages.
Market data request.
Parameters
-
marketDataRequestDataMarket Data Request Params -
marketDataRequestData.MDReqIDUnique identifier of the market data request.Uniqueness must be guaranteed by the institution for the duration of the connection to the market data channel. -
marketDataRequestData.SubscriptionRequestTypeIndicates what type of response is expected. Valid Value: 1 = Snapshot + Updates(Subscribe) -
marketDataRequestData.MarketDepthDepth of the book to receive snapshot and updates for.
Valid Value: 0 = Full Book, 1 = Top of Book
Parameters
-
marketDataRequestData.NoMDEntryTypesNumber of MDEntryType fields requested -
marketDataRequestData.MDEntryTypeType of market data entry to receive snapshots and updates for.
Valid values : 0 = Bid 1 = Offer 2 = Trade Q = Auction Clearing Price
Parameters
-
marketDataRequestData.NoRelatedSymNumber of symbols requested. -
marketDataRequestData.SymbolMarket data symbol requested. Valid Values : See Security List for a list of supported symbols.
Parameters
marketDataRequestDataInformation describing the market data request.
public void NewOrderSingle(Poco::AutoPtr< Interface::NewOrderSingleData > newOrderSingleData)
[Client-Side] Submit a new order to exchange
Creates a new order single.
Parameters
-
newOrderSingleDataNew Order Single Data Params -
newOrderSingleData.ClOrdIDUnique identifier of the order as assigned by the institution. Uniqueness must be guaranteed by the institution for the duration of the connection to the order entry channel. -
newOrderSingleData.ExecInst[Optional]Specifies that an order should be Maker-or-Cancel, TimeInForce must be 1 (Good Till Cancel) Valid Value: 6 = Participate don’t initiate (maker-or-cancel) -
newOrderSingleData.OrderQtyDecimal amount of security to purchase. Full quantity will be visible on the book. -
newOrderSingleData.OrdTypeOrder Type, Valid Value: 2 = Limit -
newOrderSingleData.Price[Optional]Decimal amount of USD to spend per Security.
Price is required when OrdTyp is 2 = Limit.
Parameters
-
newOrderSingleData.SideSide of the order. Valid Value: 1 = Buy, 2 = Sell -
newOrderSingleData.SymbolMarket data symbol requested. Valid Values : See Security List for a list of supported symbols. -
newOrderSingleData.TimeInForceSpecifies how long the order remains in effect. Use 7 (At the close) for Auction orders Valid Values : 1 = Good Till Cancel (GTC) 3 = Immediate Or Cancel (IOC) -
newOrderSingleData.TransactTimeTime of order creation(expressed in UTC).
Parameters
newOrderSingleDataInformation describing the new order single.
public void OrderCancelRequest(Poco::AutoPtr< Interface::OrderCancelRequestData > orderCancelRequestData)
TODO: Documentation.
Order cancel request.
Parameters
orderCancelRequestDataInformation describing the order cancel request.
public void TradeCaptureReportRequest(Poco::AutoPtr< Interface::TradeCaptureReportRequestData > tradeCaptureReportRequestData)
TODO: Documentation.
Parameters
tradeCaptureReportRequestDataInformation describing the trade capture report request.
public inline void SetConnectionId(const std::string & _connectionId)
Sets connection identifier.
Parameters
_connectionIdIdentifier for the connection.
public inline void SetExchange(Bittrex * _exchange)
Sets an exchange.
Parameters
_exchange[in,out] If non-null, the exchange.
public void RunMore()
Executes the more operation.
typedef SymIDMap
Defines an alias representing the symbol identifier map.
typedef MarketDataUpdateMap
Defines an alias representing the market data update map.
class trader::BittrexTests
class trader::BittrexTests
: public Test
Summary
| Members | Descriptions |
|---|---|
protected Bittrex * bittrex |
|
protected std::vector< string > marketNames |
|
protected std::random_device rd |
|
protected std::mt19937 * gen |
|
protected inline virtual void SetUp() |
|
protected inline virtual void TearDown() |
Members
protected Bittrex * bittrex
protected std::vector< string > marketNames
protected std::random_device rd
protected std::mt19937 * gen
protected inline virtual void SetUp()
protected inline virtual void TearDown()
class trader::clean_name
Summary
| Members | Descriptions |
|---|---|
public inline explicit clean_name(std::string & str) |
|
public inline explicit clean_name(const char * str) |
|
public inline string getstr() const |
Members
public inline explicit clean_name(std::string & str)
public inline explicit clean_name(const char * str)
public inline string getstr() const
class trader::CodeGenApp
class trader::CodeGenApp
: public Application
Summary
| Members | Descriptions |
|---|---|
public CodeGenApp() |
|
protected void defineOptions(OptionSet & options) |
|
protected void handleHelp(const string & name,const string & value) |
|
protected void handleInputDir(const string & name,const string & value) |
|
protected void handleInputFile(const string & name,const string & value) |
|
protected void handleOutputDir(const string & name,const string & value) |
|
protected void handleNamespace(const string & name,const string & value) |
|
protected void handleType(const string & name,const string & value) |
|
protected void displayHelp() |
|
protected void processDirectory(const string & root,std::function< void(const string &) > func) |
|
protected int main(const std::vector< string > & args) |
Members
public CodeGenApp()
protected void defineOptions(OptionSet & options)
protected void handleHelp(const string & name,const string & value)
protected void handleInputDir(const string & name,const string & value)
protected void handleInputFile(const string & name,const string & value)
protected void handleOutputDir(const string & name,const string & value)
protected void handleNamespace(const string & name,const string & value)
protected void handleType(const string & name,const string & value)
protected void displayHelp()
protected void processDirectory(const string & root,std::function< void(const string &) > func)
protected int main(const std::vector< string > & args)
class trader::comment
Summary
| Members | Descriptions |
|---|---|
public inline explicit comment(std::string & str) |
|
public inline explicit comment(const std::string & str) |
|
public inline explicit comment(const char * str) |
|
public inline string getstr() const |
Members
public inline explicit comment(std::string & str)
public inline explicit comment(const std::string & str)
public inline explicit comment(const char * str)
public inline string getstr() const
class trader::ConnectionApp
class trader::ConnectionApp
: public ApplicationHelper
: public ConnectionHelper
Summary
| Members | Descriptions |
|---|---|
protected int main(const std::vector< std::string > & args) |
Members
protected int main(const std::vector< std::string > & args)
class trader::ConnectionTests
class trader::ConnectionTests
: public Test
Summary
| Members | Descriptions |
|---|---|
protected inline virtual void SetUp() |
|
protected inline virtual void TearDown() |
Members
protected inline virtual void SetUp()
protected inline virtual void TearDown()
class trader::Cryptowatch
class trader::Cryptowatch
: public trader::Api
A cryptowatch.
Summary
| Members | Descriptions |
|---|---|
public CryptowatchApi::EndPoints api |
The API. |
public Poco::AutoPtr< CryptowatchDatabase::Tables > dataBase |
The data base. |
public Cryptowatch() |
Initializes a new instance of the Cryptowatch class. |
public ~Cryptowatch() |
Finalizes an instance of the Cryptowatch class. |
public virtual Poco::Dynamic::Var invoke(const std::string & httpMethod,Poco::URI & uri) |
Executes the given operation on a different thread, and waits for the result. |
protected Cryptowatch(const Cryptowatch &) |
Initializes a new instance of the Cryptowatch class. |
protected Cryptowatch & operator=(const Cryptowatch &) |
Assignment operator. |
Members
public CryptowatchApi::EndPoints api
The API.
public Poco::AutoPtr< CryptowatchDatabase::Tables > dataBase
The data base.
public Cryptowatch()
Initializes a new instance of the Cryptowatch class.
public ~Cryptowatch()
Finalizes an instance of the Cryptowatch class.
public virtual Poco::Dynamic::Var invoke(const std::string & httpMethod,Poco::URI & uri)
Executes the given operation on a different thread, and waits for the result.
Parameters
-
httpMethodThe HTTP method. -
uri[in,out] URI of the document.
Returns
A Poco::Dynamic::Var.
Exceptions
-
TimeoutExceptionThrown when a Timeout error condition occurs. -
ApplicationExceptionThrown when an Application error condition occurs.
Parameters
-
httpMethodThe HTTP method. -
uri[in,out] URI of the document.
Returns
A Dynamic::Var.
protected Cryptowatch(const Cryptowatch &)
Initializes a new instance of the Cryptowatch class.
Parameters
parameter1The first parameter.
protected Cryptowatch & operator=(const Cryptowatch &)
Assignment operator.
Parameters
parameter1The first parameter.
Returns
A shallow copy of this object.
class trader::CryptowatchConnection
class trader::CryptowatchConnection
: public trader::Interface::CallConnection
: public Runnable
A cryptowatch connection.
Summary
| Members | Descriptions |
|---|---|
public inline CryptowatchConnection(const std::string & connectionid,Cryptowatch * _exchange) |
Initializes a new instance of the CryptowatchConnection class. |
public inline void run() |
Runs this object. |
Members
public inline CryptowatchConnection(const std::string & connectionid,Cryptowatch * _exchange)
Initializes a new instance of the CryptowatchConnection class.
Parameters
-
connectionidThe connectionid. -
_exchange[in,out] If non-null, the exchange.
public inline void run()
Runs this object.
class trader::DatabaseSchema
class trader::DatabaseSchema
: public SingletonHolder< DatabaseSchema >
Summary
| Members | Descriptions |
|---|---|
public void process(const string & _namespace,const string & _inputDir,const string & outputdirectory) |
|
public void generateInsertAndDeleteUnchanged(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields) |
|
public void generateInsert(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields) |
|
public void generateClear(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields,string & name) |
|
public void generateInit(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields,string & name) |
|
public void generateInsertOnce(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields) |
|
public void generateInsertUnique(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields) |
|
public void generateInsertMultiple(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields) |
|
public void generateDeleteMultiple(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields) |
|
public void generateInsertUniqueMultiple(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields) |
|
public void generateGetLatest(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields) |
|
public void generateGetAll(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields) |
Members
public void process(const string & _namespace,const string & _inputDir,const string & outputdirectory)
public void generateInsertAndDeleteUnchanged(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields)
public void generateInsert(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields)
public void generateClear(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields,string & name)
public void generateInit(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields,string & name)
public void generateInsertOnce(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields)
public void generateInsertUnique(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields)
public void generateInsertMultiple(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields)
public void generateDeleteMultiple(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields)
public void generateInsertUniqueMultiple(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields)
public void generateGetLatest(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields)
public void generateGetAll(ApiFileOutputStream & cpp,ostringstream & nameStream,string & apiName,ostringstream & keyStream,JSON::Object::Ptr table,JSON::Array::Ptr fields)
class trader::Exchangeratelab
class trader::Exchangeratelab
: public trader::Api
An exchangeratelab.
Summary
| Members | Descriptions |
|---|---|
public ExchangeratelabApi::EndPoints api |
The API. |
public Exchangeratelab() |
Initializes a new instance of the Exchangeratelab class. |
public ~Exchangeratelab() |
Finalizes an instance of the Exchangeratelab class. |
public virtual Poco::Dynamic::Var invoke(const std::string & httpMethod,Poco::URI & uri) |
Executes the given operation on a different thread, and waits for the result. |
protected Exchangeratelab(const Exchangeratelab &) |
Initializes a new instance of the Exchangeratelab class. |
protected Exchangeratelab & operator=(const Exchangeratelab &) |
Assignment operator. |
Members
public ExchangeratelabApi::EndPoints api
The API.
public Exchangeratelab()
Initializes a new instance of the Exchangeratelab class.
public ~Exchangeratelab()
Finalizes an instance of the Exchangeratelab class.
public virtual Poco::Dynamic::Var invoke(const std::string & httpMethod,Poco::URI & uri)
Executes the given operation on a different thread, and waits for the result.
Parameters
-
httpMethodThe HTTP method. -
uri[in,out] URI of the document.
Returns
A Poco::Dynamic::Var.
Exceptions
ApplicationExceptionThrown when an Application error condition occurs.
Parameters
-
httpMethodThe HTTP method. -
uri[in,out] URI of the document.
Returns
A Dynamic::Var.
protected Exchangeratelab(const Exchangeratelab &)
Initializes a new instance of the Exchangeratelab class.
Parameters
parameter1The first parameter.
protected Exchangeratelab & operator=(const Exchangeratelab &)
Assignment operator.
Parameters
parameter1The first parameter.
Returns
A shallow copy of this object.
class trader::ExchangeratelabConfig
class trader::ExchangeratelabConfig
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public ExchangeratelabConfig() |
|
public ~ExchangeratelabConfig() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public ExchangeratelabConfig()
public ~ExchangeratelabConfig()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::ExchangeratelabConnection
class trader::ExchangeratelabConnection
: public trader::Interface::CallConnection
: public Runnable
An exchangeratelab connection.
Summary
| Members | Descriptions |
|---|---|
public inline ExchangeratelabConnection(const std::string & connectionid,Exchangeratelab * _exchange) |
Initializes a new instance of the ExchangeratelabConnection class. |
public inline void run() |
Runs this object. |
Members
public inline ExchangeratelabConnection(const std::string & connectionid,Exchangeratelab * _exchange)
Initializes a new instance of the ExchangeratelabConnection class.
Parameters
-
connectionidThe connectionid. -
_exchange[in,out] If non-null, the exchange.
public inline void run()
Runs this object.
class trader::expansionstringstream
Summary
| Members | Descriptions |
|---|---|
public ostringstream varNameStream |
|
public ostringstream typeNameStream |
|
public ostringstream prefixStream |
|
public vector< TypePair > typeStack |
|
public inline expansionstringstream() |
|
public inline expansionstringstream(const expansionstringstream & other) |
|
public inline const char * getTypeString(Type type) |
|
public inline void updateStack(const char * text) |
|
public inline std::string prefix_str() |
|
public inline std::string var_name_str() |
|
public inline std::string type_name_str() |
|
public inline std::string debug_str() |
|
public inline std::string debug_str_2() |
|
public inline std::string debug_stack_str() |
|
public inline bool wasPreviousPrevious(Type type) |
|
public inline bool wasPrevious(Type type) |
|
public inline bool has(Type type) |
|
enum Type |
Members
public ostringstream varNameStream
public ostringstream typeNameStream
public ostringstream prefixStream
public vector< TypePair > typeStack
public inline expansionstringstream()
public inline expansionstringstream(const expansionstringstream & other)
public inline const char * getTypeString(Type type)
public inline void updateStack(const char * text)
public inline std::string prefix_str()
public inline std::string var_name_str()
public inline std::string type_name_str()
public inline std::string debug_str()
public inline std::string debug_str_2()
public inline std::string debug_stack_str()
public inline bool wasPreviousPrevious(Type type)
public inline bool wasPrevious(Type type)
public inline bool has(Type type)
enum Type
| Values | Descriptions |
|---|---|
| ARRAY | |
| OBJECT | |
| MAP | |
| VAR | |
| NUM_TYPES |
class trader::FixSpec
class trader::FixSpec
: public SingletonHolder< FixSpec >
Summary
| Members | Descriptions |
|---|---|
public TypenameToTypeMap typenameToTypeMap |
|
public void process(const string & _namespace,const string & _inputDir,const string & outputdirectory) |
|
public const char * getCppType(const string & dbName,const string & dbType) |
|
public string getDefaultType(const string & dbName,InterfaceType interfaceType) |
|
enum InterfaceType |
|
typedef TypenameToTypeMap |
Members
public TypenameToTypeMap typenameToTypeMap
public void process(const string & _namespace,const string & _inputDir,const string & outputdirectory)
public const char * getCppType(const string & dbName,const string & dbType)
public string getDefaultType(const string & dbName,InterfaceType interfaceType)
enum InterfaceType
| Values | Descriptions |
|---|---|
| InterfaceType_STRING | |
| InterfaceType_DOUBLE | |
| InterfaceType_FLOAT | |
| InterfaceType_INTEGER | |
| InterfaceType_BOOL | |
| InterfaceType_ENUM | |
| NUM_InterfaceType |
typedef TypenameToTypeMap
class trader::Fyb
class trader::Fyb
: public trader::Api
A fyb.
Summary
| Members | Descriptions |
|---|---|
public FybApi::EndPoints api |
The API. |
public Fyb() |
Initializes a new instance of the Fyb class. |
public ~Fyb() |
Finalizes an instance of the Fyb class. |
public virtual Poco::Dynamic::Var invoke(const std::string & httpMethod,Poco::URI & uri) |
Executes the given operation on a different thread, and waits for the result. |
public virtual void setParams(const std::string &) |
Sets the parameters. |
public void run() |
Runs this object. |
public void execute(Poco::Timer & timer) |
Executes the given timer. |
public void executeTradeHistory(Poco::Timer & timer) |
Executes the trade history operation. |
public void executeOrderBook(Poco::Timer & timer) |
Executes the order book operation. |
public void executePendingOrders(Poco::Timer & timer) |
Executes the pending orders operation. |
public void executeOrderHistory(Poco::Timer & timer) |
Executes the order history operation. |
protected std::string _uri |
_URI of the document |
protected Fyb(const Fyb &) |
Initializes a new instance of the Fyb class. |
protected Fyb & operator=(const Fyb &) |
Assignment operator. |
Members
public FybApi::EndPoints api
The API.
public Fyb()
Initializes a new instance of the Fyb class.
public ~Fyb()
Finalizes an instance of the Fyb class.
public virtual Poco::Dynamic::Var invoke(const std::string & httpMethod,Poco::URI & uri)
Executes the given operation on a different thread, and waits for the result.
Parameters
-
httpMethodThe HTTP method. -
uri[in,out] URI of the document.
Returns
A Poco::Dynamic::Var.
Exceptions
-
TimeoutExceptionThrown when a Timeout error condition occurs. -
ApplicationExceptionThrown when an Application error condition occurs.
Parameters
-
httpMethodThe HTTP method. -
uri[in,out] URI of the document.
Returns
A Dynamic::Var.
public virtual void setParams(const std::string &)
Sets the parameters.
Parameters
parameter1The first parameter.
Exceptions
Poco::NotFoundExceptionThrown when the requested element is not present.
Parameters
paramStringThe parameter string.
public void run()
Runs this object.
public void execute(Poco::Timer & timer)
Executes the given timer.
Parameters
timer[in,out] The timer.
public void executeTradeHistory(Poco::Timer & timer)
Executes the trade history operation.
Parameters
timer[in,out] The timer.
public void executeOrderBook(Poco::Timer & timer)
Executes the order book operation.
Parameters
timer[in,out] The timer.
public void executePendingOrders(Poco::Timer & timer)
Executes the pending orders operation.
Parameters
timer[in,out] The timer.
public void executeOrderHistory(Poco::Timer & timer)
Executes the order history operation.
Parameters
timer[in,out] The timer.
protected std::string _uri
_URI of the document
protected Fyb(const Fyb &)
Initializes a new instance of the Fyb class.
Parameters
parameter1The first parameter.
protected Fyb & operator=(const Fyb &)
Assignment operator.
Parameters
parameter1The first parameter.
Returns
A shallow copy of this object.
class trader::FybApp
class trader::FybApp
: public ApplicationHelper
Summary
| Members | Descriptions |
|---|---|
protected int main(const std::vector< std::string > & args) |
Members
protected int main(const std::vector< std::string > & args)
class trader::FybConfig
class trader::FybConfig
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Data data |
|
public FybConfig() |
|
public ~FybConfig() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
|
typedef Data |
Members
public Data data
public FybConfig()
public ~FybConfig()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
typedef Data
class trader::FybConnection
class trader::FybConnection
: public trader::Interface::CallConnection
: public Runnable
A fyb connection.
Summary
| Members | Descriptions |
|---|---|
public inline FybConnection(const std::string & connectionid,Fyb * _exchange) |
Initializes a new instance of the FybConnection class. |
public inline void run() |
Runs this object. |
Members
public inline FybConnection(const std::string & connectionid,Fyb * _exchange)
Initializes a new instance of the FybConnection class.
Parameters
-
connectionidThe connectionid. -
_exchange[in,out] If non-null, the exchange.
public inline void run()
Runs this object.
class trader::FybTests
class trader::FybTests
: public Test
Summary
| Members | Descriptions |
|---|---|
protected Fyb * fyb |
|
protected std::vector< string > marketNames |
|
protected std::random_device rd |
|
protected std::mt19937 * gen |
|
protected inline virtual void SetUp() |
|
protected inline virtual void TearDown() |
Members
protected Fyb * fyb
protected std::vector< string > marketNames
protected std::random_device rd
protected std::mt19937 * gen
protected inline virtual void SetUp()
protected inline virtual void TearDown()
class trader::Graph
Summary
| Members | Descriptions |
|---|---|
public void addEdge(Vertex v,Vertex w) |
|
public void addVertex(Vertex v) |
|
public void topologicalSort(std::stack< Vertex > & Stack) |
|
public bool findCycles(std::vector< Vertex > & traversedVertices) |
Members
public void addEdge(Vertex v,Vertex w)
public void addVertex(Vertex v)
public void topologicalSort(std::stack< Vertex > & Stack)
public bool findCycles(std::vector< Vertex > & traversedVertices)
class trader::HyperSchema
class trader::HyperSchema
: public SingletonHolder< HyperSchema >
Summary
| Members | Descriptions |
|---|---|
public void process(const string & _namespace,const string & _inputDir,const string & outputdirectory) |
Members
public void process(const string & _namespace,const string & _inputDir,const string & outputdirectory)
class trader::JsonSchema
class trader::JsonSchema
: public SingletonHolder< JsonSchema >
Summary
| Members | Descriptions |
|---|---|
public void process(const string & _namespace,const string & _inputDir,const string & outputdirectory) |
Members
public void process(const string & _namespace,const string & _inputDir,const string & outputdirectory)
class trader::Kraken
class trader::Kraken
: public trader::Api
A kraken.
Summary
| Members | Descriptions |
|---|---|
public KrakenApi::EndPoints api |
The API. |
public Kraken() |
Initializes a new instance of the Kraken class. |
public ~Kraken() |
Finalizes an instance of the Kraken class. |
public virtual Poco::Dynamic::Var invoke(const std::string & httpMethod,Poco::URI & uri) |
Executes the given operation on a different thread, and waits for the result. |
public void run() |
Runs this object. |
public void execute(Poco::Timer & timer) |
Executes the given timer. |
protected std::string _uri |
_URI of the document |
protected Kraken(const Kraken &) |
Initializes a new instance of the Kraken class. |
protected Kraken & operator=(const Kraken &) |
Assignment operator. |
Members
public KrakenApi::EndPoints api
The API.
public Kraken()
Initializes a new instance of the Kraken class.
public ~Kraken()
Finalizes an instance of the Kraken class.
public virtual Poco::Dynamic::Var invoke(const std::string & httpMethod,Poco::URI & uri)
Executes the given operation on a different thread, and waits for the result.
Parameters
-
httpMethodThe HTTP method. -
uri[in,out] URI of the document.
Returns
A Poco::Dynamic::Var.
Exceptions
-
TimeoutExceptionThrown when a Timeout error condition occurs. -
ApplicationExceptionThrown when an Application error condition occurs.
Parameters
-
httpMethodThe HTTP method. -
uri[in,out] URI of the document.
Returns
A Dynamic::Var.
public void run()
Runs this object.
public void execute(Poco::Timer & timer)
Executes the given timer.
Parameters
timer[in,out] The timer.
protected std::string _uri
_URI of the document
protected Kraken(const Kraken &)
Initializes a new instance of the Kraken class.
Parameters
parameter1The first parameter.
protected Kraken & operator=(const Kraken &)
Assignment operator.
Parameters
parameter1The first parameter.
Returns
A shallow copy of this object.
class trader::KrakenConfig
class trader::KrakenConfig
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public KrakenConfig() |
|
public ~KrakenConfig() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public KrakenConfig()
public ~KrakenConfig()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenConnection
class trader::KrakenConnection
: public trader::Interface::CallConnection
: public Runnable
A kraken connection.
Summary
| Members | Descriptions |
|---|---|
public inline KrakenConnection(const std::string & connectionid,Kraken * _exchange) |
Initializes a new instance of the KrakenConnection class. |
public inline void run() |
Runs this object. |
Members
public inline KrakenConnection(const std::string & connectionid,Kraken * _exchange)
Initializes a new instance of the KrakenConnection class.
Parameters
-
connectionidThe connectionid. -
_exchange[in,out] If non-null, the exchange.
public inline void run()
Runs this object.
class trader::SampleApp
class trader::SampleApp
: public ApplicationHelper
Summary
| Members | Descriptions |
|---|---|
protected int main(const std::vector< std::string > & args) |
Members
protected int main(const std::vector< std::string > & args)
class trader::SampleAppTests
class trader::SampleAppTests
: public Test
Summary
| Members | Descriptions |
|---|---|
protected inline virtual void SetUp() |
|
protected inline virtual void TearDown() |
Members
protected inline virtual void SetUp()
protected inline virtual void TearDown()
class trader::ScopedClass
Summary
| Members | Descriptions |
|---|---|
public template<> inline ScopedClass(StreamType & stream,const string & className,T... args) |
|
public inline ~ScopedClass() |
Members
public template<>
inline ScopedClass(StreamType & stream,const string & className,T... args)
public inline ~ScopedClass()
class trader::ScopedNamespace
Summary
| Members | Descriptions |
|---|---|
public inline ScopedNamespace(ApiFileOutputStream & stream,string & nameSpace) |
|
public inline ~ScopedNamespace() |
Members
public inline ScopedNamespace(ApiFileOutputStream & stream,string & nameSpace)
public inline ~ScopedNamespace()
class trader::ScopedStream
Summary
| Members | Descriptions |
|---|---|
public IndentType _indent |
|
public StreamType & _stream |
|
public bool _brackets |
|
public inline ScopedStream(StreamType & stream,bool brackets,IndentType indent) |
|
public inline ~ScopedStream() |
|
enum IndentType |
Members
public IndentType _indent
public StreamType & _stream
public bool _brackets
public inline ScopedStream(StreamType & stream,bool brackets,IndentType indent)
public inline ~ScopedStream()
enum IndentType
| Values | Descriptions |
|---|---|
| INC | |
| DEC |
class trader::ScopedStruct
Summary
| Members | Descriptions |
|---|---|
public template<> inline ScopedStruct(StreamType & stream,const string & className,T... args) |
|
public inline ~ScopedStruct() |
Members
public template<>
inline ScopedStruct(StreamType & stream,const string & className,T... args)
public inline ~ScopedStruct()
class trader::tabs
Summary
| Members | Descriptions |
|---|---|
public inline explicit tabs(size_t n) |
|
public inline size_t getn() const |
Members
public inline explicit tabs(size_t n)
public inline size_t getn() const
class trader::temp_name
Summary
| Members | Descriptions |
|---|---|
public inline explicit temp_name(size_t n) |
|
public inline size_t getn() const |
Members
public inline explicit temp_name(size_t n)
public inline size_t getn() const
class trader::type_name
Summary
| Members | Descriptions |
|---|---|
public inline explicit type_name(std::string & str) |
|
public inline explicit type_name(const std::string & str) |
|
public inline explicit type_name(const char * str) |
|
public inline string getstr() const |
Members
public inline explicit type_name(std::string & str)
public inline explicit type_name(const std::string & str)
public inline explicit type_name(const char * str)
public inline string getstr() const
class trader::var_name
Summary
| Members | Descriptions |
|---|---|
public inline explicit var_name(std::string & str) |
|
public inline explicit var_name(const std::string & str) |
|
public inline explicit var_name(const char * str) |
|
public inline string getstr() const |
Members
public inline explicit var_name(std::string & str)
public inline explicit var_name(const std::string & str)
public inline explicit var_name(const char * str)
public inline string getstr() const
struct trader::Config
Summary
| Members | Descriptions |
|---|---|
public string baseUrl |
|
public string outputDir |
|
public string nameSpace |
|
public string apiName |
|
public string headerFileName |
|
public string cppFileName |
|
public bool useConfig |
|
public SchemaDefMap schemaDefinitions |
|
public inline void read(JSON::Object::Ptr obj) |
|
public inline Config() |
|
typedef SchemaDefMap |
Members
public string baseUrl
public string outputDir
public string nameSpace
public string apiName
public string headerFileName
public string cppFileName
public bool useConfig
public SchemaDefMap schemaDefinitions
public inline void read(JSON::Object::Ptr obj)
public inline Config()
typedef SchemaDefMap
struct trader::EndPoint
Summary
| Members | Descriptions |
|---|---|
public string url |
|
public Method method |
|
public string description |
|
public string name |
|
public vector< string > responseSchemaNames |
|
public string inputSchemaName |
|
public Config & _config |
|
public inline EndPoint(Config & config) |
|
public void read(JSON::Object::Ptr obj) |
|
public void writeHeader(ApiFileOutputStream & header) |
|
public void writeResponseSchema(ApiFileOutputStream & cpp,UInt32 idx) |
|
public void writeCpp(ApiFileOutputStream & cpp) |
|
enum Method |
Members
public string url
public Method method
public string description
public string name
public vector< string > responseSchemaNames
public string inputSchemaName
public Config & _config
public inline EndPoint(Config & config)
public void read(JSON::Object::Ptr obj)
public void writeHeader(ApiFileOutputStream & header)
public void writeResponseSchema(ApiFileOutputStream & cpp,UInt32 idx)
public void writeCpp(ApiFileOutputStream & cpp)
enum Method
| Values | Descriptions |
|---|---|
| POST | |
| GET |
struct trader::ObjectSchemaDefinition
Summary
| Members | Descriptions |
|---|---|
public ObjectSchemaDefinition(const string & _name) |
|
public const string & getName() |
|
public void read(JSON::Object::Ptr obj) |
|
public void writeCpp(ApiFileOutputStream & cpp) |
|
public void writeHeader(ApiFileOutputStream & cpp) |
|
public void writeRestEncodedParams(ApiFileOutputStream & cpp) |
Members
public ObjectSchemaDefinition(const string & _name)
public const string & getName()
public void read(JSON::Object::Ptr obj)
public void writeCpp(ApiFileOutputStream & cpp)
public void writeHeader(ApiFileOutputStream & cpp)
public void writeRestEncodedParams(ApiFileOutputStream & cpp)
namespace trader::BittrexApi
Summary
| Members | Descriptions |
|---|---|
class trader::BittrexApi::Balance |
|
class trader::BittrexApi::BalanceParams |
|
class trader::BittrexApi::EndPoints |
|
class trader::BittrexApi::History |
|
class trader::BittrexApi::HistoryParams |
|
class trader::BittrexApi::Markets |
|
class trader::BittrexApi::OrderBook |
|
class trader::BittrexApi::OrderBookBoth |
|
class trader::BittrexApi::OrderBookParams |
|
class trader::BittrexApi::ResultIntrospector |
class trader::BittrexApi::Balance
class trader::BittrexApi::Balance
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public Balance() |
|
public ~Balance() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public Balance()
public ~Balance()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::BittrexApi::BalanceParams
class trader::BittrexApi::BalanceParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public BalanceParams() |
|
public ~BalanceParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public BalanceParams()
public ~BalanceParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::BittrexApi::EndPoints
Summary
| Members | Descriptions |
|---|---|
public BittrexConfig config |
|
public Poco::AutoPtr< trader::App > _app |
|
public Api * _api |
|
public std::string _uri |
|
public EndPoints(Poco::AutoPtr< trader::App > app,Api * api) |
|
public ~EndPoints() |
|
public Poco::AutoPtr< Markets > GetMarkets() |
|
public Poco::AutoPtr< Balance > GetBalance(Poco::AutoPtr< BalanceParams > balanceParams) |
|
public Poco::AutoPtr< History > GetMarketHistory(Poco::AutoPtr< HistoryParams > historyParams) |
|
public Poco::AutoPtr< OrderBook > GetOrderBook(Poco::AutoPtr< OrderBookParams > orderBookParams) |
|
public Poco::AutoPtr< OrderBookBoth > GetBothOrderBooks(Poco::AutoPtr< OrderBookParams > orderBookParams) |
Members
public BittrexConfig config
public Poco::AutoPtr< trader::App > _app
public Api * _api
public std::string _uri
public EndPoints(Poco::AutoPtr< trader::App > app,Api * api)
public ~EndPoints()
public Poco::AutoPtr< Markets > GetMarkets()
public Poco::AutoPtr< Balance > GetBalance(Poco::AutoPtr< BalanceParams > balanceParams)
public Poco::AutoPtr< History > GetMarketHistory(Poco::AutoPtr< HistoryParams > historyParams)
public Poco::AutoPtr< OrderBook > GetOrderBook(Poco::AutoPtr< OrderBookParams > orderBookParams)
public Poco::AutoPtr< OrderBookBoth > GetBothOrderBooks(Poco::AutoPtr< OrderBookParams > orderBookParams)
class trader::BittrexApi::History
class trader::BittrexApi::History
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public History() |
|
public ~History() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public History()
public ~History()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::BittrexApi::HistoryParams
class trader::BittrexApi::HistoryParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public HistoryParams() |
|
public ~HistoryParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public HistoryParams()
public ~HistoryParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::BittrexApi::Markets
class trader::BittrexApi::Markets
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public Markets() |
|
public ~Markets() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public Markets()
public ~Markets()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::BittrexApi::OrderBook
class trader::BittrexApi::OrderBook
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public OrderBook() |
|
public ~OrderBook() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public OrderBook()
public ~OrderBook()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::BittrexApi::OrderBookBoth
class trader::BittrexApi::OrderBookBoth
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public OrderBookBoth() |
|
public ~OrderBookBoth() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public OrderBookBoth()
public ~OrderBookBoth()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::BittrexApi::OrderBookParams
class trader::BittrexApi::OrderBookParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public OrderBookParams() |
|
public ~OrderBookParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public OrderBookParams()
public ~OrderBookParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::BittrexApi::ResultIntrospector
class trader::BittrexApi::ResultIntrospector
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public ResultIntrospector() |
|
public ~ResultIntrospector() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public ResultIntrospector()
public ~ResultIntrospector()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
namespace trader::BittrexDatabase
Summary
| Members | Descriptions |
|---|---|
class trader::BittrexDatabase::Market_List |
|
class trader::BittrexDatabase::Tables |
|
class trader::BittrexDatabase::Trade_History |
class trader::BittrexDatabase::Market_List
class trader::BittrexDatabase::Market_List
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public std::string tableName |
|
public Market_List(Poco::Data::Session * _db,std::string _suffix) |
|
public ~Market_List() |
|
public void init() |
|
public void clear() |
|
public void insert(Market_List::Record & record) |
|
public void insertOnce(Market_List::Record & record) |
|
public void insertMultiple(std::vector< Market_List::Record > & records) |
|
public void insertMultiple(std::vector< Market_List::RecordWithId > & records) |
|
public void insertMultipleUnique(std::vector< Market_List::Record > & records) |
|
public void deleteMultiple(std::vector< Market_List::RecordWithId > & records) |
|
public void insertAndDeleteUnchanged(Market_List::Record & record) |
|
public void insertUnique(Market_List::Record & record) |
|
public void getLatest(Market_List::RecordWithId & rec) |
|
public std::size_t getAll(std::vector< Market_List::RecordWithId > & records,std::string condition) |
Members
public Poco::Data::Session * db
public std::string tableName
public Market_List(Poco::Data::Session * _db,std::string _suffix)
public ~Market_List()
public void init()
public void clear()
public void insert(Market_List::Record & record)
public void insertOnce(Market_List::Record & record)
public void insertMultiple(std::vector< Market_List::Record > & records)
public void insertMultiple(std::vector< Market_List::RecordWithId > & records)
public void insertMultipleUnique(std::vector< Market_List::Record > & records)
public void deleteMultiple(std::vector< Market_List::RecordWithId > & records)
public void insertAndDeleteUnchanged(Market_List::Record & record)
public void insertUnique(Market_List::Record & record)
public void getLatest(Market_List::RecordWithId & rec)
public std::size_t getAll(std::vector< Market_List::RecordWithId > & records,std::string condition)
class trader::BittrexDatabase::Tables
class trader::BittrexDatabase::Tables
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public Poco::AutoPtr< Trade_History > trade_HistoryTable |
|
public Poco::AutoPtr< Market_List > market_ListTable |
|
public Tables(Poco::Data::Session * _db) |
|
public ~Tables() |
|
public void init() |
|
public void clear() |
Members
public Poco::Data::Session * db
public Poco::AutoPtr< Trade_History > trade_HistoryTable
public Poco::AutoPtr< Market_List > market_ListTable
public Tables(Poco::Data::Session * _db)
public ~Tables()
public void init()
public void clear()
class trader::BittrexDatabase::Trade_History
class trader::BittrexDatabase::Trade_History
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public std::string tableName |
|
public Trade_History(Poco::Data::Session * _db,std::string _suffix) |
|
public ~Trade_History() |
|
public void init() |
|
public void clear() |
|
public void insert(Trade_History::Record & record) |
|
public void insertOnce(Trade_History::Record & record) |
|
public void insertMultiple(std::vector< Trade_History::Record > & records) |
|
public void insertMultiple(std::vector< Trade_History::RecordWithId > & records) |
|
public void insertMultipleUnique(std::vector< Trade_History::Record > & records) |
|
public void deleteMultiple(std::vector< Trade_History::RecordWithId > & records) |
|
public void insertAndDeleteUnchanged(Trade_History::Record & record) |
|
public void insertUnique(Trade_History::Record & record) |
|
public void getLatest(Trade_History::RecordWithId & rec) |
|
public std::size_t getAll(std::vector< Trade_History::RecordWithId > & records,std::string condition) |
Members
public Poco::Data::Session * db
public std::string tableName
public Trade_History(Poco::Data::Session * _db,std::string _suffix)
public ~Trade_History()
public void init()
public void clear()
public void insert(Trade_History::Record & record)
public void insertOnce(Trade_History::Record & record)
public void insertMultiple(std::vector< Trade_History::Record > & records)
public void insertMultiple(std::vector< Trade_History::RecordWithId > & records)
public void insertMultipleUnique(std::vector< Trade_History::Record > & records)
public void deleteMultiple(std::vector< Trade_History::RecordWithId > & records)
public void insertAndDeleteUnchanged(Trade_History::Record & record)
public void insertUnique(Trade_History::Record & record)
public void getLatest(Trade_History::RecordWithId & rec)
public std::size_t getAll(std::vector< Trade_History::RecordWithId > & records,std::string condition)
namespace trader::CryptowatchApi
Summary
| Members | Descriptions |
|---|---|
class trader::CryptowatchApi::Allowance |
|
class trader::CryptowatchApi::AllowanceIntrospector |
|
class trader::CryptowatchApi::AssetList |
|
class trader::CryptowatchApi::EndPoints |
class trader::CryptowatchApi::Allowance
class trader::CryptowatchApi::Allowance
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public Allowance() |
|
public ~Allowance() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public Allowance()
public ~Allowance()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::CryptowatchApi::AllowanceIntrospector
class trader::CryptowatchApi::AllowanceIntrospector
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public AllowanceIntrospector() |
|
public ~AllowanceIntrospector() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public AllowanceIntrospector()
public ~AllowanceIntrospector()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::CryptowatchApi::AssetList
class trader::CryptowatchApi::AssetList
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public AssetList() |
|
public ~AssetList() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public AssetList()
public ~AssetList()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::CryptowatchApi::EndPoints
Summary
| Members | Descriptions |
|---|---|
public Poco::AutoPtr< trader::App > _app |
|
public Api * _api |
|
public std::string _uri |
|
public EndPoints(Poco::AutoPtr< trader::App > app,Api * api) |
|
public ~EndPoints() |
|
public Poco::AutoPtr< AssetList > GetAssetList() |
|
public Poco::AutoPtr< Allowance > GetAllowance() |
Members
public Poco::AutoPtr< trader::App > _app
public Api * _api
public std::string _uri
public EndPoints(Poco::AutoPtr< trader::App > app,Api * api)
public ~EndPoints()
public Poco::AutoPtr< AssetList > GetAssetList()
public Poco::AutoPtr< Allowance > GetAllowance()
namespace trader::CryptowatchDatabase
Summary
| Members | Descriptions |
|---|---|
class trader::CryptowatchDatabase::Api_Cost |
|
class trader::CryptowatchDatabase::Tables |
class trader::CryptowatchDatabase::Api_Cost
class trader::CryptowatchDatabase::Api_Cost
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public std::string tableName |
|
public Api_Cost(Poco::Data::Session * _db,std::string _suffix) |
|
public ~Api_Cost() |
|
public void init() |
|
public void clear() |
|
public void insert(Api_Cost::Record & record) |
|
public void insertOnce(Api_Cost::Record & record) |
|
public void insertMultiple(std::vector< Api_Cost::Record > & records) |
|
public void insertMultiple(std::vector< Api_Cost::RecordWithId > & records) |
|
public void insertMultipleUnique(std::vector< Api_Cost::Record > & records) |
|
public void deleteMultiple(std::vector< Api_Cost::RecordWithId > & records) |
|
public void insertAndDeleteUnchanged(Api_Cost::Record & record) |
|
public void insertUnique(Api_Cost::Record & record) |
|
public void getLatest(Api_Cost::RecordWithId & rec) |
|
public std::size_t getAll(std::vector< Api_Cost::RecordWithId > & records,std::string condition) |
Members
public Poco::Data::Session * db
public std::string tableName
public Api_Cost(Poco::Data::Session * _db,std::string _suffix)
public ~Api_Cost()
public void init()
public void clear()
public void insert(Api_Cost::Record & record)
public void insertOnce(Api_Cost::Record & record)
public void insertMultiple(std::vector< Api_Cost::Record > & records)
public void insertMultiple(std::vector< Api_Cost::RecordWithId > & records)
public void insertMultipleUnique(std::vector< Api_Cost::Record > & records)
public void deleteMultiple(std::vector< Api_Cost::RecordWithId > & records)
public void insertAndDeleteUnchanged(Api_Cost::Record & record)
public void insertUnique(Api_Cost::Record & record)
public void getLatest(Api_Cost::RecordWithId & rec)
public std::size_t getAll(std::vector< Api_Cost::RecordWithId > & records,std::string condition)
class trader::CryptowatchDatabase::Tables
class trader::CryptowatchDatabase::Tables
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public Poco::AutoPtr< Api_Cost > api_CostTable |
|
public Tables(Poco::Data::Session * _db) |
|
public ~Tables() |
|
public void init() |
|
public void clear() |
Members
public Poco::Data::Session * db
public Poco::AutoPtr< Api_Cost > api_CostTable
public Tables(Poco::Data::Session * _db)
public ~Tables()
public void init()
public void clear()
namespace trader::ExchangeratelabApi
Summary
| Members | Descriptions |
|---|---|
class trader::ExchangeratelabApi::EndPoints |
|
class trader::ExchangeratelabApi::SingleExchangeRate |
class trader::ExchangeratelabApi::EndPoints
Summary
| Members | Descriptions |
|---|---|
public ExchangeratelabConfig config |
|
public Poco::AutoPtr< trader::App > _app |
|
public Api * _api |
|
public std::string _uri |
|
public EndPoints(Poco::AutoPtr< trader::App > app,Api * api) |
|
public ~EndPoints() |
|
public Poco::AutoPtr< SingleExchangeRate > GetUSDToSGD() |
Members
public ExchangeratelabConfig config
public Poco::AutoPtr< trader::App > _app
public Api * _api
public std::string _uri
public EndPoints(Poco::AutoPtr< trader::App > app,Api * api)
public ~EndPoints()
public Poco::AutoPtr< SingleExchangeRate > GetUSDToSGD()
class trader::ExchangeratelabApi::SingleExchangeRate
class trader::ExchangeratelabApi::SingleExchangeRate
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public SingleExchangeRate() |
|
public ~SingleExchangeRate() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public SingleExchangeRate()
public ~SingleExchangeRate()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
namespace trader::FybApi
Summary
| Members | Descriptions |
|---|---|
class trader::FybApi::AccountInfo |
|
class trader::FybApi::CancelOrderParams |
|
class trader::FybApi::EndPoints |
|
class trader::FybApi::ErrorMessage |
|
class trader::FybApi::ErrorNumber |
|
class trader::FybApi::ErrorNumberAndMessage |
|
class trader::FybApi::OrderBook |
|
class trader::FybApi::OrderHistory |
|
class trader::FybApi::OrderHistoryParams |
|
class trader::FybApi::OrderParams |
|
class trader::FybApi::OrderStatus |
|
class trader::FybApi::PendingOrders |
|
class trader::FybApi::Ticker |
|
class trader::FybApi::TickerDetailed |
|
class trader::FybApi::Trades |
|
class trader::FybApi::TradesParams |
|
class trader::FybApi::WithdrawParams |
class trader::FybApi::AccountInfo
class trader::FybApi::AccountInfo
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public AccountInfo() |
|
public ~AccountInfo() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public AccountInfo()
public ~AccountInfo()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::FybApi::CancelOrderParams
class trader::FybApi::CancelOrderParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public CancelOrderParams() |
|
public ~CancelOrderParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public CancelOrderParams()
public ~CancelOrderParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::FybApi::EndPoints
Summary
| Members | Descriptions |
|---|---|
public FybConfig config |
|
public Poco::AutoPtr< trader::App > _app |
|
public Api * _api |
|
public std::string _uri |
|
public EndPoints(Poco::AutoPtr< trader::App > app,Api * api) |
|
public ~EndPoints() |
|
public Poco::AutoPtr< Ticker > GetTicker() |
|
public Poco::AutoPtr< TickerDetailed > GetTickerDetailed() |
|
public Poco::AutoPtr< OrderBook > GetOrderBook() |
|
public Poco::AutoPtr< Trades > GetTrades(Poco::AutoPtr< TradesParams > tradesParams) |
|
public Poco::AutoPtr< ErrorMessage > Test() |
|
public Poco::AutoPtr< AccountInfo > GetAccountInfo() |
|
public Poco::AutoPtr< PendingOrders > GetPendingOrders() |
|
public Poco::AutoPtr< OrderHistory > GetOrderHistory(Poco::AutoPtr< OrderHistoryParams > orderHistoryParams) |
|
public Poco::AutoPtr< OrderStatus > PlaceOrder(Poco::AutoPtr< OrderParams > orderParams) |
|
public Poco::AutoPtr< ErrorNumber > CancelOrder(Poco::AutoPtr< CancelOrderParams > cancelOrderParams) |
|
public Poco::AutoPtr< ErrorNumberAndMessage > Withdraw(Poco::AutoPtr< WithdrawParams > withdrawParams) |
Members
public FybConfig config
public Poco::AutoPtr< trader::App > _app
public Api * _api
public std::string _uri
public EndPoints(Poco::AutoPtr< trader::App > app,Api * api)
public ~EndPoints()
public Poco::AutoPtr< Ticker > GetTicker()
public Poco::AutoPtr< TickerDetailed > GetTickerDetailed()
public Poco::AutoPtr< OrderBook > GetOrderBook()
public Poco::AutoPtr< Trades > GetTrades(Poco::AutoPtr< TradesParams > tradesParams)
public Poco::AutoPtr< ErrorMessage > Test()
public Poco::AutoPtr< AccountInfo > GetAccountInfo()
public Poco::AutoPtr< PendingOrders > GetPendingOrders()
public Poco::AutoPtr< OrderHistory > GetOrderHistory(Poco::AutoPtr< OrderHistoryParams > orderHistoryParams)
public Poco::AutoPtr< OrderStatus > PlaceOrder(Poco::AutoPtr< OrderParams > orderParams)
public Poco::AutoPtr< ErrorNumber > CancelOrder(Poco::AutoPtr< CancelOrderParams > cancelOrderParams)
public Poco::AutoPtr< ErrorNumberAndMessage > Withdraw(Poco::AutoPtr< WithdrawParams > withdrawParams)
class trader::FybApi::ErrorMessage
class trader::FybApi::ErrorMessage
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public ErrorMessage() |
|
public ~ErrorMessage() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public ErrorMessage()
public ~ErrorMessage()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::FybApi::ErrorNumber
class trader::FybApi::ErrorNumber
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public ErrorNumber() |
|
public ~ErrorNumber() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public ErrorNumber()
public ~ErrorNumber()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::FybApi::ErrorNumberAndMessage
class trader::FybApi::ErrorNumberAndMessage
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public ErrorNumberAndMessage() |
|
public ~ErrorNumberAndMessage() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public ErrorNumberAndMessage()
public ~ErrorNumberAndMessage()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::FybApi::OrderBook
class trader::FybApi::OrderBook
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public OrderBook() |
|
public ~OrderBook() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public OrderBook()
public ~OrderBook()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::FybApi::OrderHistory
class trader::FybApi::OrderHistory
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public OrderHistory() |
|
public ~OrderHistory() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public OrderHistory()
public ~OrderHistory()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::FybApi::OrderHistoryParams
class trader::FybApi::OrderHistoryParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public OrderHistoryParams() |
|
public ~OrderHistoryParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public OrderHistoryParams()
public ~OrderHistoryParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::FybApi::OrderParams
class trader::FybApi::OrderParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public OrderParams() |
|
public ~OrderParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public OrderParams()
public ~OrderParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::FybApi::OrderStatus
class trader::FybApi::OrderStatus
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public OrderStatus() |
|
public ~OrderStatus() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public OrderStatus()
public ~OrderStatus()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::FybApi::PendingOrders
class trader::FybApi::PendingOrders
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public PendingOrders() |
|
public ~PendingOrders() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public PendingOrders()
public ~PendingOrders()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::FybApi::Ticker
class trader::FybApi::Ticker
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public Ticker() |
|
public ~Ticker() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public Ticker()
public ~Ticker()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::FybApi::TickerDetailed
class trader::FybApi::TickerDetailed
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public TickerDetailed() |
|
public ~TickerDetailed() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public TickerDetailed()
public ~TickerDetailed()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::FybApi::Trades
class trader::FybApi::Trades
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Data data |
|
public Trades() |
|
public ~Trades() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
|
typedef Data |
Members
public Data data
public Trades()
public ~Trades()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
typedef Data
class trader::FybApi::TradesParams
class trader::FybApi::TradesParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public TradesParams() |
|
public ~TradesParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public TradesParams()
public ~TradesParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::FybApi::WithdrawParams
class trader::FybApi::WithdrawParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public WithdrawParams() |
|
public ~WithdrawParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public WithdrawParams()
public ~WithdrawParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
namespace trader::FybDatabase
Summary
| Members | Descriptions |
|---|---|
class trader::FybDatabase::Account_Balance |
|
class trader::FybDatabase::Account_Info |
|
class trader::FybDatabase::My_Pending_Buy_Orders |
|
class trader::FybDatabase::My_Pending_Sell_Orders |
|
class trader::FybDatabase::My_Trade_History |
|
class trader::FybDatabase::Order_Book_Asks |
|
class trader::FybDatabase::Order_Book_Bids |
|
class trader::FybDatabase::Tables |
|
class trader::FybDatabase::Ticker_Detailed |
|
class trader::FybDatabase::Trade_History |
class trader::FybDatabase::Account_Balance
class trader::FybDatabase::Account_Balance
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public std::string tableName |
|
public Account_Balance(Poco::Data::Session * _db,std::string _suffix) |
|
public ~Account_Balance() |
|
public void init() |
|
public void clear() |
|
public void insert(Account_Balance::Record & record) |
|
public void insertOnce(Account_Balance::Record & record) |
|
public void insertMultiple(std::vector< Account_Balance::Record > & records) |
|
public void insertMultiple(std::vector< Account_Balance::RecordWithId > & records) |
|
public void insertMultipleUnique(std::vector< Account_Balance::Record > & records) |
|
public void deleteMultiple(std::vector< Account_Balance::RecordWithId > & records) |
|
public void insertAndDeleteUnchanged(Account_Balance::Record & record) |
|
public void insertUnique(Account_Balance::Record & record) |
|
public void getLatest(Account_Balance::RecordWithId & rec) |
|
public std::size_t getAll(std::vector< Account_Balance::RecordWithId > & records,std::string condition) |
Members
public Poco::Data::Session * db
public std::string tableName
public Account_Balance(Poco::Data::Session * _db,std::string _suffix)
public ~Account_Balance()
public void init()
public void clear()
public void insert(Account_Balance::Record & record)
public void insertOnce(Account_Balance::Record & record)
public void insertMultiple(std::vector< Account_Balance::Record > & records)
public void insertMultiple(std::vector< Account_Balance::RecordWithId > & records)
public void insertMultipleUnique(std::vector< Account_Balance::Record > & records)
public void deleteMultiple(std::vector< Account_Balance::RecordWithId > & records)
public void insertAndDeleteUnchanged(Account_Balance::Record & record)
public void insertUnique(Account_Balance::Record & record)
public void getLatest(Account_Balance::RecordWithId & rec)
public std::size_t getAll(std::vector< Account_Balance::RecordWithId > & records,std::string condition)
class trader::FybDatabase::Account_Info
class trader::FybDatabase::Account_Info
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public std::string tableName |
|
public Account_Info(Poco::Data::Session * _db,std::string _suffix) |
|
public ~Account_Info() |
|
public void init() |
|
public void clear() |
|
public void insert(Account_Info::Record & record) |
|
public void insertOnce(Account_Info::Record & record) |
|
public void insertMultiple(std::vector< Account_Info::Record > & records) |
|
public void insertMultiple(std::vector< Account_Info::RecordWithId > & records) |
|
public void insertMultipleUnique(std::vector< Account_Info::Record > & records) |
|
public void deleteMultiple(std::vector< Account_Info::RecordWithId > & records) |
|
public void insertAndDeleteUnchanged(Account_Info::Record & record) |
|
public void insertUnique(Account_Info::Record & record) |
|
public void getLatest(Account_Info::RecordWithId & rec) |
|
public std::size_t getAll(std::vector< Account_Info::RecordWithId > & records,std::string condition) |
Members
public Poco::Data::Session * db
public std::string tableName
public Account_Info(Poco::Data::Session * _db,std::string _suffix)
public ~Account_Info()
public void init()
public void clear()
public void insert(Account_Info::Record & record)
public void insertOnce(Account_Info::Record & record)
public void insertMultiple(std::vector< Account_Info::Record > & records)
public void insertMultiple(std::vector< Account_Info::RecordWithId > & records)
public void insertMultipleUnique(std::vector< Account_Info::Record > & records)
public void deleteMultiple(std::vector< Account_Info::RecordWithId > & records)
public void insertAndDeleteUnchanged(Account_Info::Record & record)
public void insertUnique(Account_Info::Record & record)
public void getLatest(Account_Info::RecordWithId & rec)
public std::size_t getAll(std::vector< Account_Info::RecordWithId > & records,std::string condition)
class trader::FybDatabase::My_Pending_Buy_Orders
class trader::FybDatabase::My_Pending_Buy_Orders
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public std::string tableName |
|
public My_Pending_Buy_Orders(Poco::Data::Session * _db,std::string _suffix) |
|
public ~My_Pending_Buy_Orders() |
|
public void init() |
|
public void clear() |
|
public void insert(My_Pending_Buy_Orders::Record & record) |
|
public void insertOnce(My_Pending_Buy_Orders::Record & record) |
|
public void insertMultiple(std::vector< My_Pending_Buy_Orders::Record > & records) |
|
public void insertMultiple(std::vector< My_Pending_Buy_Orders::RecordWithId > & records) |
|
public void insertMultipleUnique(std::vector< My_Pending_Buy_Orders::Record > & records) |
|
public void deleteMultiple(std::vector< My_Pending_Buy_Orders::RecordWithId > & records) |
|
public void insertAndDeleteUnchanged(My_Pending_Buy_Orders::Record & record) |
|
public void insertUnique(My_Pending_Buy_Orders::Record & record) |
|
public void getLatest(My_Pending_Buy_Orders::RecordWithId & rec) |
|
public std::size_t getAll(std::vector< My_Pending_Buy_Orders::RecordWithId > & records,std::string condition) |
Members
public Poco::Data::Session * db
public std::string tableName
public My_Pending_Buy_Orders(Poco::Data::Session * _db,std::string _suffix)
public ~My_Pending_Buy_Orders()
public void init()
public void clear()
public void insert(My_Pending_Buy_Orders::Record & record)
public void insertOnce(My_Pending_Buy_Orders::Record & record)
public void insertMultiple(std::vector< My_Pending_Buy_Orders::Record > & records)
public void insertMultiple(std::vector< My_Pending_Buy_Orders::RecordWithId > & records)
public void insertMultipleUnique(std::vector< My_Pending_Buy_Orders::Record > & records)
public void deleteMultiple(std::vector< My_Pending_Buy_Orders::RecordWithId > & records)
public void insertAndDeleteUnchanged(My_Pending_Buy_Orders::Record & record)
public void insertUnique(My_Pending_Buy_Orders::Record & record)
public void getLatest(My_Pending_Buy_Orders::RecordWithId & rec)
public std::size_t getAll(std::vector< My_Pending_Buy_Orders::RecordWithId > & records,std::string condition)
class trader::FybDatabase::My_Pending_Sell_Orders
class trader::FybDatabase::My_Pending_Sell_Orders
: public RefCountedObject
Summary
Members
public Poco::Data::Session * db
public std::string tableName
public My_Pending_Sell_Orders(Poco::Data::Session * _db,std::string _suffix)
public ~My_Pending_Sell_Orders()
public void init()
public void clear()
public void insert(My_Pending_Sell_Orders::Record & record)
public void insertOnce(My_Pending_Sell_Orders::Record & record)
public void insertMultiple(std::vector< My_Pending_Sell_Orders::Record > & records)
public void insertMultiple(std::vector< My_Pending_Sell_Orders::RecordWithId > & records)
public void insertMultipleUnique(std::vector< My_Pending_Sell_Orders::Record > & records)
public void deleteMultiple(std::vector< My_Pending_Sell_Orders::RecordWithId > & records)
public void insertAndDeleteUnchanged(My_Pending_Sell_Orders::Record & record)
public void insertUnique(My_Pending_Sell_Orders::Record & record)
public void getLatest(My_Pending_Sell_Orders::RecordWithId & rec)
public std::size_t getAll(std::vector< My_Pending_Sell_Orders::RecordWithId > & records,std::string condition)
class trader::FybDatabase::My_Trade_History
class trader::FybDatabase::My_Trade_History
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public std::string tableName |
|
public My_Trade_History(Poco::Data::Session * _db,std::string _suffix) |
|
public ~My_Trade_History() |
|
public void init() |
|
public void clear() |
|
public void insert(My_Trade_History::Record & record) |
|
public void insertOnce(My_Trade_History::Record & record) |
|
public void insertMultiple(std::vector< My_Trade_History::Record > & records) |
|
public void insertMultiple(std::vector< My_Trade_History::RecordWithId > & records) |
|
public void insertMultipleUnique(std::vector< My_Trade_History::Record > & records) |
|
public void deleteMultiple(std::vector< My_Trade_History::RecordWithId > & records) |
|
public void insertAndDeleteUnchanged(My_Trade_History::Record & record) |
|
public void insertUnique(My_Trade_History::Record & record) |
|
public void getLatest(My_Trade_History::RecordWithId & rec) |
|
public std::size_t getAll(std::vector< My_Trade_History::RecordWithId > & records,std::string condition) |
Members
public Poco::Data::Session * db
public std::string tableName
public My_Trade_History(Poco::Data::Session * _db,std::string _suffix)
public ~My_Trade_History()
public void init()
public void clear()
public void insert(My_Trade_History::Record & record)
public void insertOnce(My_Trade_History::Record & record)
public void insertMultiple(std::vector< My_Trade_History::Record > & records)
public void insertMultiple(std::vector< My_Trade_History::RecordWithId > & records)
public void insertMultipleUnique(std::vector< My_Trade_History::Record > & records)
public void deleteMultiple(std::vector< My_Trade_History::RecordWithId > & records)
public void insertAndDeleteUnchanged(My_Trade_History::Record & record)
public void insertUnique(My_Trade_History::Record & record)
public void getLatest(My_Trade_History::RecordWithId & rec)
public std::size_t getAll(std::vector< My_Trade_History::RecordWithId > & records,std::string condition)
class trader::FybDatabase::Order_Book_Asks
class trader::FybDatabase::Order_Book_Asks
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public std::string tableName |
|
public Order_Book_Asks(Poco::Data::Session * _db,std::string _suffix) |
|
public ~Order_Book_Asks() |
|
public void init() |
|
public void clear() |
|
public void insert(Order_Book_Asks::Record & record) |
|
public void insertOnce(Order_Book_Asks::Record & record) |
|
public void insertMultiple(std::vector< Order_Book_Asks::Record > & records) |
|
public void insertMultiple(std::vector< Order_Book_Asks::RecordWithId > & records) |
|
public void insertMultipleUnique(std::vector< Order_Book_Asks::Record > & records) |
|
public void deleteMultiple(std::vector< Order_Book_Asks::RecordWithId > & records) |
|
public void insertAndDeleteUnchanged(Order_Book_Asks::Record & record) |
|
public void insertUnique(Order_Book_Asks::Record & record) |
|
public void getLatest(Order_Book_Asks::RecordWithId & rec) |
|
public std::size_t getAll(std::vector< Order_Book_Asks::RecordWithId > & records,std::string condition) |
Members
public Poco::Data::Session * db
public std::string tableName
public Order_Book_Asks(Poco::Data::Session * _db,std::string _suffix)
public ~Order_Book_Asks()
public void init()
public void clear()
public void insert(Order_Book_Asks::Record & record)
public void insertOnce(Order_Book_Asks::Record & record)
public void insertMultiple(std::vector< Order_Book_Asks::Record > & records)
public void insertMultiple(std::vector< Order_Book_Asks::RecordWithId > & records)
public void insertMultipleUnique(std::vector< Order_Book_Asks::Record > & records)
public void deleteMultiple(std::vector< Order_Book_Asks::RecordWithId > & records)
public void insertAndDeleteUnchanged(Order_Book_Asks::Record & record)
public void insertUnique(Order_Book_Asks::Record & record)
public void getLatest(Order_Book_Asks::RecordWithId & rec)
public std::size_t getAll(std::vector< Order_Book_Asks::RecordWithId > & records,std::string condition)
class trader::FybDatabase::Order_Book_Bids
class trader::FybDatabase::Order_Book_Bids
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public std::string tableName |
|
public Order_Book_Bids(Poco::Data::Session * _db,std::string _suffix) |
|
public ~Order_Book_Bids() |
|
public void init() |
|
public void clear() |
|
public void insert(Order_Book_Bids::Record & record) |
|
public void insertOnce(Order_Book_Bids::Record & record) |
|
public void insertMultiple(std::vector< Order_Book_Bids::Record > & records) |
|
public void insertMultiple(std::vector< Order_Book_Bids::RecordWithId > & records) |
|
public void insertMultipleUnique(std::vector< Order_Book_Bids::Record > & records) |
|
public void deleteMultiple(std::vector< Order_Book_Bids::RecordWithId > & records) |
|
public void insertAndDeleteUnchanged(Order_Book_Bids::Record & record) |
|
public void insertUnique(Order_Book_Bids::Record & record) |
|
public void getLatest(Order_Book_Bids::RecordWithId & rec) |
|
public std::size_t getAll(std::vector< Order_Book_Bids::RecordWithId > & records,std::string condition) |
Members
public Poco::Data::Session * db
public std::string tableName
public Order_Book_Bids(Poco::Data::Session * _db,std::string _suffix)
public ~Order_Book_Bids()
public void init()
public void clear()
public void insert(Order_Book_Bids::Record & record)
public void insertOnce(Order_Book_Bids::Record & record)
public void insertMultiple(std::vector< Order_Book_Bids::Record > & records)
public void insertMultiple(std::vector< Order_Book_Bids::RecordWithId > & records)
public void insertMultipleUnique(std::vector< Order_Book_Bids::Record > & records)
public void deleteMultiple(std::vector< Order_Book_Bids::RecordWithId > & records)
public void insertAndDeleteUnchanged(Order_Book_Bids::Record & record)
public void insertUnique(Order_Book_Bids::Record & record)
public void getLatest(Order_Book_Bids::RecordWithId & rec)
public std::size_t getAll(std::vector< Order_Book_Bids::RecordWithId > & records,std::string condition)
class trader::FybDatabase::Tables
class trader::FybDatabase::Tables
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public Poco::AutoPtr< Ticker_Detailed > ticker_DetailedTable |
|
public Poco::AutoPtr< Account_Balance > account_BalanceTable |
|
public Poco::AutoPtr< Account_Info > account_InfoTable |
|
public Poco::AutoPtr< Trade_History > trade_HistoryTable |
|
public Poco::AutoPtr< Order_Book_Asks > order_Book_AsksTable |
|
public Poco::AutoPtr< Order_Book_Bids > order_Book_BidsTable |
|
public Poco::AutoPtr< My_Pending_Sell_Orders > my_Pending_Sell_OrdersTable |
|
public Poco::AutoPtr< My_Pending_Buy_Orders > my_Pending_Buy_OrdersTable |
|
public Poco::AutoPtr< My_Trade_History > my_Trade_HistoryTable |
|
public Tables(Poco::Data::Session * _db) |
|
public ~Tables() |
|
public void init() |
|
public void clear() |
Members
public Poco::Data::Session * db
public Poco::AutoPtr< Ticker_Detailed > ticker_DetailedTable
public Poco::AutoPtr< Account_Balance > account_BalanceTable
public Poco::AutoPtr< Account_Info > account_InfoTable
public Poco::AutoPtr< Trade_History > trade_HistoryTable
public Poco::AutoPtr< Order_Book_Asks > order_Book_AsksTable
public Poco::AutoPtr< Order_Book_Bids > order_Book_BidsTable
public Poco::AutoPtr< My_Pending_Sell_Orders > my_Pending_Sell_OrdersTable
public Poco::AutoPtr< My_Pending_Buy_Orders > my_Pending_Buy_OrdersTable
public Poco::AutoPtr< My_Trade_History > my_Trade_HistoryTable
public Tables(Poco::Data::Session * _db)
public ~Tables()
public void init()
public void clear()
class trader::FybDatabase::Ticker_Detailed
class trader::FybDatabase::Ticker_Detailed
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public std::string tableName |
|
public Ticker_Detailed(Poco::Data::Session * _db,std::string _suffix) |
|
public ~Ticker_Detailed() |
|
public void init() |
|
public void clear() |
|
public void insert(Ticker_Detailed::Record & record) |
|
public void insertOnce(Ticker_Detailed::Record & record) |
|
public void insertMultiple(std::vector< Ticker_Detailed::Record > & records) |
|
public void insertMultiple(std::vector< Ticker_Detailed::RecordWithId > & records) |
|
public void insertMultipleUnique(std::vector< Ticker_Detailed::Record > & records) |
|
public void deleteMultiple(std::vector< Ticker_Detailed::RecordWithId > & records) |
|
public void insertAndDeleteUnchanged(Ticker_Detailed::Record & record) |
|
public void insertUnique(Ticker_Detailed::Record & record) |
|
public void getLatest(Ticker_Detailed::RecordWithId & rec) |
|
public std::size_t getAll(std::vector< Ticker_Detailed::RecordWithId > & records,std::string condition) |
Members
public Poco::Data::Session * db
public std::string tableName
public Ticker_Detailed(Poco::Data::Session * _db,std::string _suffix)
public ~Ticker_Detailed()
public void init()
public void clear()
public void insert(Ticker_Detailed::Record & record)
public void insertOnce(Ticker_Detailed::Record & record)
public void insertMultiple(std::vector< Ticker_Detailed::Record > & records)
public void insertMultiple(std::vector< Ticker_Detailed::RecordWithId > & records)
public void insertMultipleUnique(std::vector< Ticker_Detailed::Record > & records)
public void deleteMultiple(std::vector< Ticker_Detailed::RecordWithId > & records)
public void insertAndDeleteUnchanged(Ticker_Detailed::Record & record)
public void insertUnique(Ticker_Detailed::Record & record)
public void getLatest(Ticker_Detailed::RecordWithId & rec)
public std::size_t getAll(std::vector< Ticker_Detailed::RecordWithId > & records,std::string condition)
class trader::FybDatabase::Trade_History
class trader::FybDatabase::Trade_History
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public std::string tableName |
|
public Trade_History(Poco::Data::Session * _db,std::string _suffix) |
|
public ~Trade_History() |
|
public void init() |
|
public void clear() |
|
public void insert(Trade_History::Record & record) |
|
public void insertOnce(Trade_History::Record & record) |
|
public void insertMultiple(std::vector< Trade_History::Record > & records) |
|
public void insertMultiple(std::vector< Trade_History::RecordWithId > & records) |
|
public void insertMultipleUnique(std::vector< Trade_History::Record > & records) |
|
public void deleteMultiple(std::vector< Trade_History::RecordWithId > & records) |
|
public void insertAndDeleteUnchanged(Trade_History::Record & record) |
|
public void insertUnique(Trade_History::Record & record) |
|
public void getLatest(Trade_History::RecordWithId & rec) |
|
public std::size_t getAll(std::vector< Trade_History::RecordWithId > & records,std::string condition) |
Members
public Poco::Data::Session * db
public std::string tableName
public Trade_History(Poco::Data::Session * _db,std::string _suffix)
public ~Trade_History()
public void init()
public void clear()
public void insert(Trade_History::Record & record)
public void insertOnce(Trade_History::Record & record)
public void insertMultiple(std::vector< Trade_History::Record > & records)
public void insertMultiple(std::vector< Trade_History::RecordWithId > & records)
public void insertMultipleUnique(std::vector< Trade_History::Record > & records)
public void deleteMultiple(std::vector< Trade_History::RecordWithId > & records)
public void insertAndDeleteUnchanged(Trade_History::Record & record)
public void insertUnique(Trade_History::Record & record)
public void getLatest(Trade_History::RecordWithId & rec)
public std::size_t getAll(std::vector< Trade_History::RecordWithId > & records,std::string condition)
namespace trader::GenericDatabase
Summary
| Members | Descriptions |
|---|---|
class trader::GenericDatabase::Market_List |
|
class trader::GenericDatabase::Tables |
|
class trader::GenericDatabase::Trade_History |
class trader::GenericDatabase::Market_List
class trader::GenericDatabase::Market_List
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public std::string tableName |
|
public Market_List(Poco::Data::Session * _db,std::string _suffix) |
|
public ~Market_List() |
|
public void init() |
|
public void clear() |
|
public void insert(Market_List::Record & record) |
|
public void insertOnce(Market_List::Record & record) |
|
public void insertMultiple(std::vector< Market_List::Record > & records) |
|
public void insertMultiple(std::vector< Market_List::RecordWithId > & records) |
|
public void insertMultipleUnique(std::vector< Market_List::Record > & records) |
|
public void deleteMultiple(std::vector< Market_List::RecordWithId > & records) |
|
public void insertAndDeleteUnchanged(Market_List::Record & record) |
|
public void insertUnique(Market_List::Record & record) |
|
public void getLatest(Market_List::RecordWithId & rec) |
|
public std::size_t getAll(std::vector< Market_List::RecordWithId > & records,std::string condition) |
Members
public Poco::Data::Session * db
public std::string tableName
public Market_List(Poco::Data::Session * _db,std::string _suffix)
public ~Market_List()
public void init()
public void clear()
public void insert(Market_List::Record & record)
public void insertOnce(Market_List::Record & record)
public void insertMultiple(std::vector< Market_List::Record > & records)
public void insertMultiple(std::vector< Market_List::RecordWithId > & records)
public void insertMultipleUnique(std::vector< Market_List::Record > & records)
public void deleteMultiple(std::vector< Market_List::RecordWithId > & records)
public void insertAndDeleteUnchanged(Market_List::Record & record)
public void insertUnique(Market_List::Record & record)
public void getLatest(Market_List::RecordWithId & rec)
public std::size_t getAll(std::vector< Market_List::RecordWithId > & records,std::string condition)
class trader::GenericDatabase::Tables
class trader::GenericDatabase::Tables
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public Poco::AutoPtr< Trade_History > trade_HistoryTable |
|
public Poco::AutoPtr< Market_List > market_ListTable |
|
public Tables(Poco::Data::Session * _db) |
|
public ~Tables() |
|
public void init() |
|
public void clear() |
Members
public Poco::Data::Session * db
public Poco::AutoPtr< Trade_History > trade_HistoryTable
public Poco::AutoPtr< Market_List > market_ListTable
public Tables(Poco::Data::Session * _db)
public ~Tables()
public void init()
public void clear()
class trader::GenericDatabase::Trade_History
class trader::GenericDatabase::Trade_History
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public std::string tableName |
|
public Trade_History(Poco::Data::Session * _db,std::string _suffix) |
|
public ~Trade_History() |
|
public void init() |
|
public void clear() |
|
public void insert(Trade_History::Record & record) |
|
public void insertOnce(Trade_History::Record & record) |
|
public void insertMultiple(std::vector< Trade_History::Record > & records) |
|
public void insertMultiple(std::vector< Trade_History::RecordWithId > & records) |
|
public void insertMultipleUnique(std::vector< Trade_History::Record > & records) |
|
public void deleteMultiple(std::vector< Trade_History::RecordWithId > & records) |
|
public void insertAndDeleteUnchanged(Trade_History::Record & record) |
|
public void insertUnique(Trade_History::Record & record) |
|
public void getLatest(Trade_History::RecordWithId & rec) |
|
public std::size_t getAll(std::vector< Trade_History::RecordWithId > & records,std::string condition) |
Members
public Poco::Data::Session * db
public std::string tableName
public Trade_History(Poco::Data::Session * _db,std::string _suffix)
public ~Trade_History()
public void init()
public void clear()
public void insert(Trade_History::Record & record)
public void insertOnce(Trade_History::Record & record)
public void insertMultiple(std::vector< Trade_History::Record > & records)
public void insertMultiple(std::vector< Trade_History::RecordWithId > & records)
public void insertMultipleUnique(std::vector< Trade_History::Record > & records)
public void deleteMultiple(std::vector< Trade_History::RecordWithId > & records)
public void insertAndDeleteUnchanged(Trade_History::Record & record)
public void insertUnique(Trade_History::Record & record)
public void getLatest(Trade_History::RecordWithId & rec)
public std::size_t getAll(std::vector< Trade_History::RecordWithId > & records,std::string condition)
namespace trader::Interface
Summary
Members
enum AdvSide
| Values | Descriptions |
|---|---|
| AdvSide_BUY | |
| AdvSide_SELL | |
| AdvSide_TRADE | |
| AdvSide_CROSS | |
| NUM_AdvSide | |
| AdvSide_UNSET |
enum AdvTransType
| Values | Descriptions |
|---|---|
| AdvTransType_NEW | |
| AdvTransType_CANCEL | |
| AdvTransType_REPLACE | |
| NUM_AdvTransType | |
| AdvTransType_UNSET |
enum CommType
| Values | Descriptions |
|---|---|
| CommType_PER_UNIT | |
| CommType_PERCENT | |
| CommType_ABSOLUTE | |
| CommType_PERCENTAGE_WAIVED_4 | |
| CommType_PERCENTAGE_WAIVED_5 | |
| CommType_POINTS_PER_BOND_OR_CONTRACT | |
| NUM_CommType | |
| CommType_UNSET |
enum ExecInst
| Values | Descriptions |
|---|---|
| ExecInst_STAY_ON_OFFER_SIDE | |
| ExecInst_NOT_HELD | |
| ExecInst_WORK | |
| ExecInst_GO_ALONG | |
| ExecInst_OVER_THE_DAY | |
| ExecInst_HELD | |
| ExecInst_PARTICIPATE_DONT_INITIATE | |
| ExecInst_STRICT_SCALE | |
| ExecInst_TRY_TO_SCALE | |
| ExecInst_STAY_ON_BID_SIDE | |
| ExecInst_NO_CROSS | |
| ExecInst_OK_TO_CROSS | |
| ExecInst_CALL_FIRST | |
| ExecInst_PERCENT_OF_VOLUME | |
| ExecInst_DO_NOT_INCREASE | |
| ExecInst_DO_NOT_REDUCE | |
| ExecInst_ALL_OR_NONE | |
| ExecInst_REINSTATE_ON_SYSTEM_FAILURE | |
| ExecInst_INSTITUTIONS_ONLY | |
| ExecInst_REINSTATE_ON_TRADING_HALT | |
| ExecInst_CANCEL_ON_TRADING_HALT | |
| ExecInst_LAST_PEG | |
| ExecInst_MID_PRICE_PEG | |
| ExecInst_NON_NEGOTIABLE | |
| ExecInst_OPENING_PEG | |
| ExecInst_MARKET_PEG | |
| ExecInst_CANCEL_ON_SYSTEM_FAILURE | |
| ExecInst_PRIMARY_PEG | |
| ExecInst_SUSPEND | |
| ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER | |
| ExecInst_CUSTOMER_DISPLAY_INSTRUCTION | |
| ExecInst_NETTING | |
| ExecInst_PEG_TO_VWAP | |
| ExecInst_TRADE_ALONG | |
| ExecInst_TRY_TO_STOP | |
| ExecInst_CANCEL_IF_NOT_BEST | |
| ExecInst_TRAILING_STOP_PEG | |
| ExecInst_STRICT_LIMIT | |
| ExecInst_IGNORE_PRICE_VALIDITY_CHECKS | |
| ExecInst_PEG_TO_LIMIT_PRICE | |
| ExecInst_WORK_TO_TARGET_STRATEGY | |
| ExecInst_INTERMARKET_SWEEP | |
| ExecInst_EXTERNAL_ROUTING_ALLOWED | |
| ExecInst_EXTERNAL_ROUTING_NOT_ALLOWED | |
| ExecInst_IMBALANCE_ONLY | |
| ExecInst_SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE | |
| ExecInst_BEST_EXECUTION | |
| ExecInst_SUSPEND_ON_SYSTEM_FAILURE | |
| ExecInst_SUSPEND_ON_TRADING_HALT | |
| ExecInst_REINSTATE_ON_CONNECTION_LOSS | |
| ExecInst_CANCEL_ON_CONNECTION_LOSS | |
| ExecInst_SUSPEND_ON_CONNECTION_LOSS | |
| ExecInst_RELEASE_FROM_SUSPENSION | |
| ExecInst_EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED | |
| ExecInst_EXECUTE_AS_DURATION_NEUTRAL | |
| ExecInst_EXECUTE_AS_FX_NEUTRAL | |
| NUM_ExecInst | |
| ExecInst_UNSET |
enum HandlInst
| Values | Descriptions |
|---|---|
| HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION | |
| HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK | |
| HandlInst_MANUAL_ORDER_BEST_EXECUTION | |
| NUM_HandlInst | |
| HandlInst_UNSET |
enum SecurityIDSource
| Values | Descriptions |
|---|---|
| SecurityIDSource_CUSIP | |
| SecurityIDSource_SEDOL | |
| SecurityIDSource_QUIK | |
| SecurityIDSource_ISIN_NUMBER | |
| SecurityIDSource_RIC_CODE | |
| SecurityIDSource_ISO_CURRENCY_CODE | |
| SecurityIDSource_ISO_COUNTRY_CODE | |
| SecurityIDSource_EXCHANGE_SYMBOL | |
| SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION | |
| SecurityIDSource_BLOOMBERG_SYMBOL | |
| SecurityIDSource_WERTPAPIER | |
| SecurityIDSource_DUTCH | |
| SecurityIDSource_VALOREN | |
| SecurityIDSource_SICOVAM | |
| SecurityIDSource_BELGIAN | |
| SecurityIDSource_COMMON | |
| SecurityIDSource_CLEARING_HOUSE | |
| SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION | |
| SecurityIDSource_OPTION_PRICE_REPORTING_AUTHORITY | |
| SecurityIDSource_ISDA_FPML_PRODUCT_URL | |
| SecurityIDSource_LETTER_OF_CREDIT | |
| SecurityIDSource_MARKETPLACE_ASSIGNED_IDENTIFIER | |
| NUM_SecurityIDSource | |
| SecurityIDSource_UNSET |
enum IOIQltyInd
| Values | Descriptions |
|---|---|
| IOIQltyInd_HIGH | |
| IOIQltyInd_LOW | |
| IOIQltyInd_MEDIUM | |
| NUM_IOIQltyInd | |
| IOIQltyInd_UNSET |
enum IOIQty
| Values | Descriptions |
|---|---|
| IOIQty_SMALL | |
| IOIQty_MEDIUM | |
| IOIQty_LARGE | |
| IOIQty_UNDISCLOSED_QUANTITY | |
| NUM_IOIQty | |
| IOIQty_UNSET |
enum IOITransType
| Values | Descriptions |
|---|---|
| IOITransType_NEW | |
| IOITransType_CANCEL | |
| IOITransType_REPLACE | |
| NUM_IOITransType | |
| IOITransType_UNSET |
enum LastCapacity
| Values | Descriptions |
|---|---|
| LastCapacity_AGENT | |
| LastCapacity_CROSS_AS_AGENT | |
| LastCapacity_CROSS_AS_PRINCIPAL | |
| LastCapacity_PRINCIPAL | |
| NUM_LastCapacity | |
| LastCapacity_UNSET |
enum MsgType
| Values | Descriptions |
|---|---|
| MsgType_HEARTBEAT | |
| MsgType_TESTREQUEST | |
| MsgType_RESENDREQUEST | |
| MsgType_REJECT | |
| MsgType_SEQUENCERESET | |
| MsgType_LOGOUT | |
| MsgType_IOI | |
| MsgType_ADVERTISEMENT | |
| MsgType_EXECUTIONREPORT | |
| MsgType_ORDERCANCELREJECT | |
| MsgType_LOGON | |
| MsgType_DERIVATIVESECURITYLIST | |
| MsgType_NEWORDERMULTILEG | |
| MsgType_MULTILEGORDERCANCELREPLACE | |
| MsgType_TRADECAPTUREREPORTREQUEST | |
| MsgType_TRADECAPTUREREPORT | |
| MsgType_ORDERMASSSTATUSREQUEST | |
| MsgType_QUOTEREQUESTREJECT | |
| MsgType_RFQREQUEST | |
| MsgType_QUOTESTATUSREPORT | |
| MsgType_QUOTERESPONSE | |
| MsgType_CONFIRMATION | |
| MsgType_POSITIONMAINTENANCEREQUEST | |
| MsgType_POSITIONMAINTENANCEREPORT | |
| MsgType_REQUESTFORPOSITIONS | |
| MsgType_REQUESTFORPOSITIONSACK | |
| MsgType_POSITIONREPORT | |
| MsgType_TRADECAPTUREREPORTREQUESTACK | |
| MsgType_TRADECAPTUREREPORTACK | |
| MsgType_ALLOCATIONREPORT | |
| MsgType_ALLOCATIONREPORTACK | |
| MsgType_CONFIRMATIONACK | |
| MsgType_SETTLEMENTINSTRUCTIONREQUEST | |
| MsgType_ASSIGNMENTREPORT | |
| MsgType_COLLATERALREQUEST | |
| MsgType_COLLATERALASSIGNMENT | |
| MsgType_COLLATERALRESPONSE | |
| MsgType_NEWS | |
| MsgType_COLLATERALREPORT | |
| MsgType_COLLATERALINQUIRY | |
| MsgType_NETWORKCOUNTERPARTYSYSTEMSTATUSREQUEST | |
| MsgType_NETWORKCOUNTERPARTYSYSTEMSTATUSRESPONSE | |
| MsgType_USERREQUEST | |
| MsgType_USERRESPONSE | |
| MsgType_COLLATERALINQUIRYACK | |
| MsgType_CONFIRMATIONREQUEST | |
| MsgType_TRADINGSESSIONLISTREQUEST | |
| MsgType_TRADINGSESSIONLIST | |
| MsgType_SECURITYLISTUPDATEREPORT | |
| MsgType_ADJUSTEDPOSITIONREPORT | |
| MsgType_ALLOCATIONINSTRUCTIONALERT | |
| MsgType_EXECUTIONACKNOWLEDGEMENT | |
| MsgType_CONTRARYINTENTIONREPORT | |
| MsgType_SECURITYDEFINITIONUPDATEREPORT | |
| MsgType_SETTLEMENTOBLIGATIONREPORT | |
| MsgType_DERIVATIVESECURITYLISTUPDATEREPORT | |
| MsgType_TRADINGSESSIONLISTUPDATEREPORT | |
| MsgType_MARKETDEFINITIONREQUEST | |
| MsgType_MARKETDEFINITION | |
| MsgType_MARKETDEFINITIONUPDATEREPORT | |
| MsgType_APPLICATIONMESSAGEREQUEST | |
| MsgType_APPLICATIONMESSAGEREQUESTACK | |
| MsgType_APPLICATIONMESSAGEREPORT | |
| MsgType_ORDERMASSACTIONREPORT | |
| MsgType_EMAIL | |
| MsgType_ORDERMASSACTIONREQUEST | |
| MsgType_USERNOTIFICATION | |
| MsgType_STREAMASSIGNMENTREQUEST | |
| MsgType_STREAMASSIGNMENTREPORT | |
| MsgType_STREAMASSIGNMENTREPORTACK | |
| MsgType_NEWORDERSINGLE | |
| MsgType_NEWORDERLIST | |
| MsgType_ORDERCANCELREQUEST | |
| MsgType_ORDERCANCELREPLACEREQUEST | |
| MsgType_ORDERSTATUSREQUEST | |
| MsgType_ALLOCATIONINSTRUCTION | |
| MsgType_LISTCANCELREQUEST | |
| MsgType_LISTEXECUTE | |
| MsgType_LISTSTATUSREQUEST | |
| MsgType_LISTSTATUS | |
| MsgType_ALLOCATIONINSTRUCTIONACK | |
| MsgType_DONTKNOWTRADE | |
| MsgType_QUOTEREQUEST | |
| MsgType_QUOTE | |
| MsgType_SETTLEMENTINSTRUCTIONS | |
| MsgType_MARKETDATAREQUEST | |
| MsgType_MARKETDATASNAPSHOTFULLREFRESH | |
| MsgType_MARKETDATAINCREMENTALREFRESH | |
| MsgType_MARKETDATAREQUESTREJECT | |
| MsgType_QUOTECANCEL | |
| MsgType_QUOTESTATUSREQUEST | |
| MsgType_MASSQUOTEACKNOWLEDGEMENT | |
| MsgType_SECURITYDEFINITIONREQUEST | |
| MsgType_SECURITYDEFINITION | |
| MsgType_SECURITYSTATUSREQUEST | |
| MsgType_SECURITYSTATUS | |
| MsgType_TRADINGSESSIONSTATUSREQUEST | |
| MsgType_TRADINGSESSIONSTATUS | |
| MsgType_MASSQUOTE | |
| MsgType_BUSINESSMESSAGEREJECT | |
| MsgType_BIDREQUEST | |
| MsgType_BIDRESPONSE | |
| MsgType_LISTSTRIKEPRICE | |
| MsgType_XMLNONFIX | |
| MsgType_REGISTRATIONINSTRUCTIONS | |
| MsgType_REGISTRATIONINSTRUCTIONSRESPONSE | |
| MsgType_ORDERMASSCANCELREQUEST | |
| MsgType_ORDERMASSCANCELREPORT | |
| MsgType_NEWORDERCROSS | |
| MsgType_CROSSORDERCANCELREPLACEREQUEST | |
| MsgType_CROSSORDERCANCELREQUEST | |
| MsgType_SECURITYTYPEREQUEST | |
| MsgType_SECURITYTYPES | |
| MsgType_SECURITYLISTREQUEST | |
| MsgType_SECURITYLIST | |
| MsgType_DERIVATIVESECURITYLISTREQUEST | |
| NUM_MsgType | |
| MsgType_UNSET |
enum OrdStatus
| Values | Descriptions |
|---|---|
| OrdStatus_NEW | |
| OrdStatus_PARTIALLY_FILLED | |
| OrdStatus_FILLED | |
| OrdStatus_DONE_FOR_DAY | |
| OrdStatus_CANCELED | |
| OrdStatus_REPLACED | |
| OrdStatus_PENDING_CANCEL | |
| OrdStatus_STOPPED | |
| OrdStatus_REJECTED | |
| OrdStatus_SUSPENDED | |
| OrdStatus_PENDING_NEW | |
| OrdStatus_CALCULATED | |
| OrdStatus_EXPIRED | |
| OrdStatus_ACCEPTED_FOR_BIDDING | |
| OrdStatus_PENDING_REPLACE | |
| NUM_OrdStatus | |
| OrdStatus_UNSET |
enum OrdType
| Values | Descriptions |
|---|---|
| OrdType_MARKET | |
| OrdType_LIMIT | |
| OrdType_STOP | |
| OrdType_STOP_LIMIT | |
| OrdType_MARKET_ON_CLOSE | |
| OrdType_WITH_OR_WITHOUT | |
| OrdType_LIMIT_OR_BETTER | |
| OrdType_LIMIT_WITH_OR_WITHOUT | |
| OrdType_ON_BASIS | |
| OrdType_ON_CLOSE | |
| OrdType_LIMIT_ON_CLOSE | |
| OrdType_FOREX_MARKET | |
| OrdType_PREVIOUSLY_QUOTED | |
| OrdType_PREVIOUSLY_INDICATED | |
| OrdType_FOREX_LIMIT | |
| OrdType_FOREX_SWAP | |
| OrdType_FOREX_PREVIOUSLY_QUOTED | |
| OrdType_FUNARI | |
| OrdType_MARKET_IF_TOUCHED | |
| OrdType_MARKET_WITH_LEFT_OVER_AS_LIMIT | |
| OrdType_PREVIOUS_FUND_VALUATION_POINT | |
| OrdType_NEXT_FUND_VALUATION_POINT | |
| OrdType_PEGGED | |
| OrdType_COUNTER_ORDER_SELECTION | |
| NUM_OrdType | |
| OrdType_UNSET |
enum PossDupFlag
| Values | Descriptions |
|---|---|
| PossDupFlag_NO | |
| PossDupFlag_YES | |
| NUM_PossDupFlag | |
| PossDupFlag_UNSET |
enum Side
| Values | Descriptions |
|---|---|
| Side_BUY | |
| Side_SELL | |
| Side_BUY_MINUS | |
| Side_SELL_PLUS | |
| Side_SELL_SHORT | |
| Side_SELL_SHORT_EXEMPT | |
| Side_UNDISCLOSED | |
| Side_CROSS | |
| Side_CROSS_SHORT | |
| Side_CROSS_SHORT_EXEMPT | |
| Side_AS_DEFINED | |
| Side_OPPOSITE | |
| Side_SUBSCRIBE | |
| Side_REDEEM | |
| Side_LEND | |
| Side_BORROW | |
| NUM_Side | |
| Side_UNSET |
enum TimeInForce
| Values | Descriptions |
|---|---|
| TimeInForce_DAY | |
| TimeInForce_GOOD_TILL_CANCEL | |
| TimeInForce_AT_THE_OPENING | |
| TimeInForce_IMMEDIATE_OR_CANCEL | |
| TimeInForce_FILL_OR_KILL | |
| TimeInForce_GOOD_TILL_CROSSING | |
| TimeInForce_GOOD_TILL_DATE | |
| TimeInForce_AT_THE_CLOSE | |
| TimeInForce_GOOD_THROUGH_CROSSING | |
| TimeInForce_AT_CROSSING | |
| NUM_TimeInForce | |
| TimeInForce_UNSET |
enum Urgency
| Values | Descriptions |
|---|---|
| Urgency_NORMAL | |
| Urgency_FLASH | |
| Urgency_BACKGROUND | |
| NUM_Urgency | |
| Urgency_UNSET |
enum SettlType
| Values | Descriptions |
|---|---|
| SettlType_REGULAR | |
| SettlType_CASH | |
| SettlType_NEXT_DAY | |
| SettlType_T_PLUS_2 | |
| SettlType_T_PLUS_3 | |
| SettlType_T_PLUS_4 | |
| SettlType_FUTURE | |
| SettlType_WHEN_AND_IF_ISSUED | |
| SettlType_SELLERS_OPTION | |
| SettlType_T_PLUS_5 | |
| SettlType_BROKEN_DATE | |
| SettlType_FX_SPOT_NEXT_SETTLEMENT | |
| NUM_SettlType | |
| SettlType_UNSET |
enum SymbolSfx
| Values | Descriptions |
|---|---|
| SymbolSfx_EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE | |
| SymbolSfx_WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN | |
| NUM_SymbolSfx | |
| SymbolSfx_UNSET |
enum AllocTransType
| Values | Descriptions |
|---|---|
| AllocTransType_NEW | |
| AllocTransType_REPLACE | |
| AllocTransType_CANCEL | |
| AllocTransType_PRELIMINARY | |
| AllocTransType_CALCULATED | |
| AllocTransType_CALCULATED_WITHOUT_PRELIMINARY | |
| AllocTransType_REVERSAL | |
| NUM_AllocTransType | |
| AllocTransType_UNSET |
enum PositionEffect
| Values | Descriptions |
|---|---|
| PositionEffect_CLOSE | |
| PositionEffect_FIFO | |
| PositionEffect_OPEN | |
| PositionEffect_ROLLED | |
| PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN | |
| PositionEffect_DEFAULT | |
| NUM_PositionEffect | |
| PositionEffect_UNSET |
enum ProcessCode
| Values | Descriptions |
|---|---|
| ProcessCode_REGULAR | |
| ProcessCode_SOFT_DOLLAR | |
| ProcessCode_STEP_IN | |
| ProcessCode_STEP_OUT | |
| ProcessCode_SOFT_DOLLAR_STEP_IN | |
| ProcessCode_SOFT_DOLLAR_STEP_OUT | |
| ProcessCode_PLAN_SPONSOR | |
| NUM_ProcessCode | |
| ProcessCode_UNSET |
enum AllocStatus
| Values | Descriptions |
|---|---|
| AllocStatus_ACCEPTED | |
| AllocStatus_BLOCK_LEVEL_REJECT | |
| AllocStatus_ACCOUNT_LEVEL_REJECT | |
| AllocStatus_RECEIVED | |
| AllocStatus_INCOMPLETE | |
| AllocStatus_REJECTED_BY_INTERMEDIARY | |
| AllocStatus_ALLOCATION_PENDING | |
| AllocStatus_REVERSED | |
| NUM_AllocStatus | |
| AllocStatus_UNSET |
enum AllocRejCode
| Values | Descriptions |
|---|---|
| AllocRejCode_UNKNOWN_ACCOUNT | |
| AllocRejCode_INCORRECT_QUANTITY | |
| AllocRejCode_INCORRECT_AVERAGEG_PRICE | |
| AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC | |
| AllocRejCode_COMMISSION_DIFFERENCE | |
| AllocRejCode_UNKNOWN_ORDERID | |
| AllocRejCode_UNKNOWN_LISTID | |
| AllocRejCode_OTHER_7 | |
| AllocRejCode_INCORRECT_ALLOCATED_QUANTITY | |
| AllocRejCode_CALCULATION_DIFFERENCE | |
| AllocRejCode_UNKNOWN_OR_STALE_EXECID | |
| AllocRejCode_MISMATCHED_DATA | |
| AllocRejCode_UNKNOWN_CLORDID | |
| AllocRejCode_WAREHOUSE_REQUEST_REJECTED | |
| AllocRejCode_OTHER_99 | |
| NUM_AllocRejCode | |
| AllocRejCode_UNSET |
enum EmailType
| Values | Descriptions |
|---|---|
| EmailType_NEW | |
| EmailType_REPLY | |
| EmailType_ADMIN_REPLY | |
| NUM_EmailType | |
| EmailType_UNSET |
enum PossResend
| Values | Descriptions |
|---|---|
| PossResend_NO | |
| PossResend_YES | |
| NUM_PossResend | |
| PossResend_UNSET |
enum EncryptMethod
| Values | Descriptions |
|---|---|
| EncryptMethod_NONE | |
| EncryptMethod_PKCS_1 | |
| EncryptMethod_DES | |
| EncryptMethod_PKCS_3 | |
| EncryptMethod_PGP_4 | |
| EncryptMethod_PGP_5 | |
| EncryptMethod_PEM | |
| NUM_EncryptMethod | |
| EncryptMethod_UNSET |
enum CxlRejReason
| Values | Descriptions |
|---|---|
| CxlRejReason_TOO_LATE_TO_CANCEL | |
| CxlRejReason_UNKNOWN_ORDER | |
| CxlRejReason_BROKER | |
| CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS | |
| CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST | |
| CxlRejReason_ORIGORDMODTIME | |
| CxlRejReason_DUPLICATE_CLORDID | |
| CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE | |
| CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND | |
| CxlRejReason_INVALID_PRICE_INCREMENT | |
| CxlRejReason_OTHER | |
| NUM_CxlRejReason | |
| CxlRejReason_UNSET |
enum OrdRejReason
| Values | Descriptions |
|---|---|
| OrdRejReason_BROKER | |
| OrdRejReason_UNKNOWN_SYMBOL | |
| OrdRejReason_EXCHANGE_CLOSED | |
| OrdRejReason_ORDER_EXCEEDS_LIMIT | |
| OrdRejReason_TOO_LATE_TO_ENTER | |
| OrdRejReason_UNKNOWN_ORDER | |
| OrdRejReason_DUPLICATE_ORDER | |
| OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER | |
| OrdRejReason_STALE_ORDER | |
| OrdRejReason_TRADE_ALONG_REQUIRED | |
| OrdRejReason_INVALID_INVESTOR_ID | |
| OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC | |
| OrdRejReason_SURVEILLENCE_OPTION | |
| OrdRejReason_INCORRECT_QUANTITY | |
| OrdRejReason_INCORRECT_ALLOCATED_QUANTITY | |
| OrdRejReason_UNKNOWN_ACCOUNT | |
| OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND | |
| OrdRejReason_INVALID_PRICE_INCREMENT | |
| OrdRejReason_OTHER | |
| NUM_OrdRejReason | |
| OrdRejReason_UNSET |
enum IOIQualifier
| Values | Descriptions |
|---|---|
| IOIQualifier_ALL_OR_NONE | |
| IOIQualifier_MARKET_ON_CLOSE | |
| IOIQualifier_AT_THE_CLOSE | |
| IOIQualifier_VWAP | |
| IOIQualifier_IN_TOUCH_WITH | |
| IOIQualifier_LIMIT | |
| IOIQualifier_MORE_BEHIND | |
| IOIQualifier_AT_THE_OPEN | |
| IOIQualifier_TAKING_A_POSITION | |
| IOIQualifier_AT_THE_MARKET | |
| IOIQualifier_READY_TO_TRADE | |
| IOIQualifier_PORTFOLIO_SHOWN | |
| IOIQualifier_THROUGH_THE_DAY | |
| IOIQualifier_VERSUS | |
| IOIQualifier_INDICATION | |
| IOIQualifier_CROSSING_OPPORTUNITY | |
| IOIQualifier_AT_THE_MIDPOINT | |
| IOIQualifier_PRE_OPEN | |
| NUM_IOIQualifier | |
| IOIQualifier_UNSET |
enum ReportToExch
| Values | Descriptions |
|---|---|
| ReportToExch_NO | |
| ReportToExch_YES | |
| NUM_ReportToExch | |
| ReportToExch_UNSET |
enum LocateReqd
| Values | Descriptions |
|---|---|
| LocateReqd_NO | |
| LocateReqd_YES | |
| NUM_LocateReqd | |
| LocateReqd_UNSET |
enum ForexReq
| Values | Descriptions |
|---|---|
| ForexReq_NO | |
| ForexReq_YES | |
| NUM_ForexReq | |
| ForexReq_UNSET |
enum GapFillFlag
| Values | Descriptions |
|---|---|
| GapFillFlag_NO | |
| GapFillFlag_YES | |
| NUM_GapFillFlag | |
| GapFillFlag_UNSET |
enum DKReason
| Values | Descriptions |
|---|---|
| DKReason_UNKNOWN_SYMBOL | |
| DKReason_WRONG_SIDE | |
| DKReason_QUANTITY_EXCEEDS_ORDER | |
| DKReason_NO_MATCHING_ORDER | |
| DKReason_PRICE_EXCEEDS_LIMIT | |
| DKReason_CALCULATION_DIFFERENCE | |
| DKReason_OTHER | |
| NUM_DKReason | |
| DKReason_UNSET |
enum IOINaturalFlag
| Values | Descriptions |
|---|---|
| IOINaturalFlag_NO | |
| IOINaturalFlag_YES | |
| NUM_IOINaturalFlag | |
| IOINaturalFlag_UNSET |
enum MiscFeeType
| Values | Descriptions |
|---|---|
| MiscFeeType_REGULATORY | |
| MiscFeeType_TAX | |
| MiscFeeType_LOCAL_COMMISSION | |
| MiscFeeType_EXCHANGE_FEES | |
| MiscFeeType_STAMP | |
| MiscFeeType_LEVY | |
| MiscFeeType_OTHER | |
| MiscFeeType_MARKUP | |
| MiscFeeType_CONSUMPTION_TAX | |
| MiscFeeType_PER_TRANSACTION | |
| MiscFeeType_CONVERSION | |
| MiscFeeType_AGENT | |
| MiscFeeType_TRANSFER_FEE | |
| MiscFeeType_SECURITY_LENDING | |
| NUM_MiscFeeType | |
| MiscFeeType_UNSET |
enum ResetSeqNumFlag
| Values | Descriptions |
|---|---|
| ResetSeqNumFlag_NO | |
| ResetSeqNumFlag_YES | |
| NUM_ResetSeqNumFlag | |
| ResetSeqNumFlag_UNSET |
enum ExecType
| Values | Descriptions |
|---|---|
| ExecType_NEW | |
| ExecType_DONE_FOR_DAY | |
| ExecType_CANCELED | |
| ExecType_REPLACED | |
| ExecType_PENDING_CANCEL | |
| ExecType_STOPPED | |
| ExecType_REJECTED | |
| ExecType_SUSPENDED | |
| ExecType_PENDING_NEW | |
| ExecType_CALCULATED | |
| ExecType_EXPIRED | |
| ExecType_RESTATED | |
| ExecType_PENDING_REPLACE | |
| ExecType_TRADE | |
| ExecType_TRADE_CORRECT | |
| ExecType_TRADE_CANCEL | |
| ExecType_ORDER_STATUS | |
| ExecType_TRADE_IN_A_CLEARING_HOLD | |
| ExecType_TRADE_HAS_BEEN_RELEASED_TO_CLEARING | |
| ExecType_TRIGGERED_OR_ACTIVATED_BY_SYSTEM | |
| NUM_ExecType | |
| ExecType_UNSET |
enum SettlCurrFxRateCalc
| Values | Descriptions |
|---|---|
| SettlCurrFxRateCalc_MULTIPLY | |
| SettlCurrFxRateCalc_DIVIDE | |
| NUM_SettlCurrFxRateCalc | |
| SettlCurrFxRateCalc_UNSET |
enum SettlInstMode
| Values | Descriptions |
|---|---|
| SettlInstMode_DEFAULT | |
| SettlInstMode_STANDING_INSTRUCTIONS_PROVIDED | |
| SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING | |
| SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_STANDING | |
| SettlInstMode_SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT | |
| SettlInstMode_REQUEST_REJECT | |
| NUM_SettlInstMode | |
| SettlInstMode_UNSET |
enum SettlInstTransType
| Values | Descriptions |
|---|---|
| SettlInstTransType_NEW | |
| SettlInstTransType_CANCEL | |
| SettlInstTransType_REPLACE | |
| SettlInstTransType_RESTATE | |
| NUM_SettlInstTransType | |
| SettlInstTransType_UNSET |
enum SettlInstSource
| Values | Descriptions |
|---|---|
| SettlInstSource_BROKERS_INSTRUCTIONS | |
| SettlInstSource_INSTITUTIONS_INSTRUCTIONS | |
| SettlInstSource_INVESTOR | |
| NUM_SettlInstSource | |
| SettlInstSource_UNSET |
enum SecurityType
| Values | Descriptions |
|---|---|
| SecurityType_US_TREASURY_NOTE_UST | |
| SecurityType_US_TREASURY_BILL_USTB | |
| SecurityType_EURO_SUPRANATIONAL_COUPONS | |
| SecurityType_FEDERAL_AGENCY_COUPON | |
| SecurityType_FEDERAL_AGENCY_DISCOUNT_NOTE | |
| SecurityType_PRIVATE_EXPORT_FUNDING | |
| SecurityType_USD_SUPRANATIONAL_COUPONS | |
| SecurityType_CORPORATE_BOND | |
| SecurityType_CORPORATE_PRIVATE_PLACEMENT | |
| SecurityType_CONVERTIBLE_BOND | |
| SecurityType_DUAL_CURRENCY | |
| SecurityType_EURO_CORPORATE_BOND | |
| SecurityType_EURO_CORPORATE_FLOATING_RATE_NOTES | |
| SecurityType_US_CORPORATE_FLOATING_RATE_NOTES | |
| SecurityType_INDEXED_LINKED | |
| SecurityType_STRUCTURED_NOTES | |
| SecurityType_YANKEE_CORPORATE_BOND | |
| SecurityType_FOREIGN_EXCHANGE_CONTRACT | |
| SecurityType_CREDIT_DEFAULT_SWAP | |
| SecurityType_FUTURE | |
| SecurityType_OPTION | |
| SecurityType_OPTIONS_ON_FUTURES | |
| SecurityType_OPTIONS_ON_PHYSICAL | |
| SecurityType_INTEREST_RATE_SWAP | |
| SecurityType_OPTIONS_ON_COMBO | |
| SecurityType_COMMON_STOCK | |
| SecurityType_PREFERRED_STOCK | |
| SecurityType_REPURCHASE | |
| SecurityType_FORWARD | |
| SecurityType_BUY_SELLBACK | |
| SecurityType_SECURITIES_LOAN | |
| SecurityType_SECURITIES_PLEDGE | |
| SecurityType_BRADY_BOND | |
| SecurityType_CANADIAN_TREASURY_NOTES | |
| SecurityType_CANADIAN_TREASURY_BILLS | |
| SecurityType_EURO_SOVEREIGNS | |
| SecurityType_CANADIAN_PROVINCIAL_BONDS | |
| SecurityType_TREASURY_BILL | |
| SecurityType_US_TREASURY_BOND | |
| SecurityType_INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE | |
| SecurityType_US_TREASURY_BILL_TBILL | |
| SecurityType_TREASURY_INFLATION_PROTECTED_SECURITIES | |
| SecurityType_PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE | |
| SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE | |
| SecurityType_US_TREASURY_NOTE_TNOTE | |
| SecurityType_TERM_LOAN | |
| SecurityType_REVOLVER_LOAN | |
| SecurityType_REVOLVER_TERM_LOAN | |
| SecurityType_BRIDGE_LOAN | |
| SecurityType_LETTER_OF_CREDIT | |
| SecurityType_SWING_LINE_FACILITY | |
| SecurityType_DEBTOR_IN_POSSESSION | |
| SecurityType_DEFAULTED | |
| SecurityType_WITHDRAWN | |
| SecurityType_REPLACED | |
| SecurityType_MATURED | |
| SecurityType_AMENDED_RESTATED | |
| SecurityType_RETIRED | |
| SecurityType_BANKERS_ACCEPTANCE | |
| SecurityType_BANK_DEPOSITORY_NOTE | |
| SecurityType_BANK_NOTES | |
| SecurityType_BILL_OF_EXCHANGES | |
| SecurityType_CANADIAN_MONEY_MARKETS | |
| SecurityType_CERTIFICATE_OF_DEPOSIT | |
| SecurityType_CALL_LOANS | |
| SecurityType_COMMERCIAL_PAPER | |
| SecurityType_DEPOSIT_NOTES | |
| SecurityType_EURO_CERTIFICATE_OF_DEPOSIT | |
| SecurityType_EURO_COMMERCIAL_PAPER | |
| SecurityType_LIQUIDITY_NOTE | |
| SecurityType_MEDIUM_TERM_NOTES | |
| SecurityType_OVERNIGHT | |
| SecurityType_PROMISSORY_NOTE | |
| SecurityType_SHORT_TERM_LOAN_NOTE | |
| SecurityType_PLAZOS_FIJOS | |
| SecurityType_SECURED_LIQUIDITY_NOTE | |
| SecurityType_TIME_DEPOSIT | |
| SecurityType_TERM_LIQUIDITY_NOTE | |
| SecurityType_EXTENDED_COMM_NOTE | |
| SecurityType_YANKEE_CERTIFICATE_OF_DEPOSIT | |
| SecurityType_ASSET_BACKED_SECURITIES | |
| SecurityType_CANADIAN_MORTGAGE_BONDS | |
| SecurityType_CORP_MORTGAGE_BACKED_SECURITIES | |
| SecurityType_COLLATERALIZED_MORTGAGE_OBLIGATION | |
| SecurityType_IOETTE_MORTGAGE | |
| SecurityType_MORTGAGE_BACKED_SECURITIES | |
| SecurityType_MORTGAGE_INTEREST_ONLY | |
| SecurityType_MORTGAGE_PRINCIPAL_ONLY | |
| SecurityType_MORTGAGE_PRIVATE_PLACEMENT | |
| SecurityType_MISCELLANEOUS_PASS_THROUGH | |
| SecurityType_PFANDBRIEFE | |
| SecurityType_TO_BE_ANNOUNCED | |
| SecurityType_OTHER_ANTICIPATION_NOTES | |
| SecurityType_CERTIFICATE_OF_OBLIGATION | |
| SecurityType_CERTIFICATE_OF_PARTICIPATION | |
| SecurityType_GENERAL_OBLIGATION_BONDS | |
| SecurityType_MANDATORY_TENDER | |
| SecurityType_REVENUE_ANTICIPATION_NOTE | |
| SecurityType_REVENUE_BONDS | |
| SecurityType_SPECIAL_ASSESSMENT | |
| SecurityType_SPECIAL_OBLIGATION | |
| SecurityType_SPECIAL_TAX | |
| SecurityType_TAX_ANTICIPATION_NOTE | |
| SecurityType_TAX_ALLOCATION | |
| SecurityType_TAX_EXEMPT_COMMERCIAL_PAPER | |
| SecurityType_TAXABLE_MUNICIPAL_CP | |
| SecurityType_TAX_REVENUE_ANTICIPATION_NOTE | |
| SecurityType_VARIABLE_RATE_DEMAND_NOTE | |
| SecurityType_WARRANT | |
| SecurityType_MUTUAL_FUND | |
| SecurityType_MULTILEG_INSTRUMENT | |
| SecurityType_NO_SECURITY_TYPE | |
| SecurityType_WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST | |
| SecurityType_CASH | |
| SecurityType_NON_DELIVERABLE_FORWARD | |
| SecurityType_FX_SPOT | |
| SecurityType_FX_FORWARD | |
| SecurityType_FX_SWAP | |
| NUM_SecurityType | |
| SecurityType_UNSET |
enum StandInstDbType
| Values | Descriptions |
|---|---|
| StandInstDbType_OTHER | |
| StandInstDbType_DTC_SID | |
| StandInstDbType_THOMSON_ALERT | |
| StandInstDbType_A_GLOBAL_CUSTODIAN | |
| StandInstDbType_ACCOUNTNET | |
| NUM_StandInstDbType | |
| StandInstDbType_UNSET |
enum SettlDeliveryType
| Values | Descriptions |
|---|---|
| SettlDeliveryType_VERSUS_PAYMENT_DELIVER | |
| SettlDeliveryType_FREE_DELIVER | |
| SettlDeliveryType_TRI_PARTY | |
| SettlDeliveryType_HOLD_IN_CUSTODY | |
| NUM_SettlDeliveryType | |
| SettlDeliveryType_UNSET |
enum AllocLinkType
| Values | Descriptions |
|---|---|
| AllocLinkType_FX_NETTING | |
| AllocLinkType_FX_SWAP | |
| NUM_AllocLinkType | |
| AllocLinkType_UNSET |
enum PutOrCall
| Values | Descriptions |
|---|---|
| PutOrCall_PUT | |
| PutOrCall_CALL | |
| NUM_PutOrCall | |
| PutOrCall_UNSET |
enum CoveredOrUncovered
| Values | Descriptions |
|---|---|
| CoveredOrUncovered_COVERED | |
| CoveredOrUncovered_UNCOVERED | |
| NUM_CoveredOrUncovered | |
| CoveredOrUncovered_UNSET |
enum NotifyBrokerOfCredit
| Values | Descriptions |
|---|---|
| NotifyBrokerOfCredit_NO | |
| NotifyBrokerOfCredit_YES | |
| NUM_NotifyBrokerOfCredit | |
| NotifyBrokerOfCredit_UNSET |
enum AllocHandlInst
| Values | Descriptions |
|---|---|
| AllocHandlInst_MATCH | |
| AllocHandlInst_FORWARD | |
| AllocHandlInst_FORWARD_AND_MATCH | |
| NUM_AllocHandlInst | |
| AllocHandlInst_UNSET |
enum RoutingType
| Values | Descriptions |
|---|---|
| RoutingType_TARGET_FIRM | |
| RoutingType_TARGET_LIST | |
| RoutingType_BLOCK_FIRM | |
| RoutingType_BLOCK_LIST | |
| NUM_RoutingType | |
| RoutingType_UNSET |
enum BenchmarkCurveName
| Values | Descriptions |
|---|---|
| BenchmarkCurveName_EONIA | |
| BenchmarkCurveName_EUREPO | |
| BenchmarkCurveName_EURIBOR | |
| BenchmarkCurveName_FUTURESWAP | |
| BenchmarkCurveName_LIBID | |
| BenchmarkCurveName_LIBOR | |
| BenchmarkCurveName_MUNIAAA | |
| BenchmarkCurveName_OTHER | |
| BenchmarkCurveName_PFANDBRIEFE | |
| BenchmarkCurveName_SONIA | |
| BenchmarkCurveName_SWAP | |
| BenchmarkCurveName_TREASURY | |
| NUM_BenchmarkCurveName | |
| BenchmarkCurveName_UNSET |
enum StipulationType
| Values | Descriptions |
|---|---|
| StipulationType_ALTERNATIVE_MINIMUM_TAX | |
| StipulationType_AUTO_REINVESTMENT_AT_RATE_OR_BETTER | |
| StipulationType_BANK_QUALIFIED | |
| StipulationType_BARGAIN_CONDITIONS | |
| StipulationType_COUPON_RANGE | |
| StipulationType_ISO_CURRENCY_CODE | |
| StipulationType_CUSTOM_START_END_DATE | |
| StipulationType_GEOGRAPHICS_AND_RANGE | |
| StipulationType_VALUATION_DISCOUNT | |
| StipulationType_INSURED | |
| StipulationType_YEAR_OR_YEAR_MONTH_OF_ISSUE | |
| StipulationType_ISSUERS_TICKER | |
| StipulationType_ISSUE_SIZE_RANGE | |
| StipulationType_LOOKBACK_DAYS | |
| StipulationType_EXPLICIT_LOT_IDENTIFIER | |
| StipulationType_LOT_VARIANCE | |
| StipulationType_MATURITY_YEAR_AND_MONTH | |
| StipulationType_MATURITY_RANGE | |
| StipulationType_MAXIMUM_SUBSTITUTIONS | |
| StipulationType_MINIMUM_DENOMINATION | |
| StipulationType_MINIMUM_INCREMENT | |
| StipulationType_MINIMUM_QUANTITY | |
| StipulationType_PAYMENT_FREQUENCY_CALENDAR | |
| StipulationType_NUMBER_OF_PIECES | |
| StipulationType_POOLS_MAXIMUM | |
| StipulationType_POOLS_PER_LOT | |
| StipulationType_POOLS_PER_MILLION | |
| StipulationType_POOLS_PER_TRADE | |
| StipulationType_PRICE_RANGE | |
| StipulationType_PRICING_FREQUENCY | |
| StipulationType_PRODUCTION_YEAR | |
| StipulationType_CALL_PROTECTION | |
| StipulationType_PURPOSE | |
| StipulationType_BENCHMARK_PRICE_SOURCE | |
| StipulationType_RATING_SOURCE_AND_RANGE | |
| StipulationType_TYPE_OF_REDEMPTION | |
| StipulationType_RESTRICTED | |
| StipulationType_MARKET_SECTOR | |
| StipulationType_SECURITY_TYPE_INCLUDED_OR_EXCLUDED | |
| StipulationType_STRUCTURE | |
| StipulationType_SUBSTITUTIONS_FREQUENCY | |
| StipulationType_SUBSTITUTIONS_LEFT | |
| StipulationType_FREEFORM_TEXT | |
| StipulationType_TRADE_VARIANCE | |
| StipulationType_WEIGHTED_AVERAGE_COUPON | |
| StipulationType_WEIGHTED_AVERAGE_LIFE_COUPON | |
| StipulationType_WEIGHTED_AVERAGE_LOAN_AGE | |
| StipulationType_WEIGHTED_AVERAGE_MATURITY | |
| StipulationType_WHOLE_POOL | |
| StipulationType_YIELD_RANGE | |
| StipulationType_AVERAGE_FICO_SCORE | |
| StipulationType_AVERAGE_LOAN_SIZE | |
| StipulationType_MAXIMUM_LOAN_BALANCE | |
| StipulationType_POOL_IDENTIFIER | |
| StipulationType_TYPE_OF_ROLL_TRADE | |
| StipulationType_REFERENCE_TO_ROLLING_OR_CLOSING_TRADE | |
| StipulationType_PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE | |
| StipulationType_INTEREST_OF_ROLLING_OR_CLOSING_TRADE | |
| StipulationType_AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET | |
| StipulationType_BROKERS_SALES_CREDIT | |
| StipulationType_OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS | |
| StipulationType_OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS | |
| StipulationType_THE_MINIMUM_RESIDUAL_OFFER_QUANTITY | |
| StipulationType_MAXIMUM_ORDER_SIZE | |
| StipulationType_ORDER_QUANTITY_INCREMENT | |
| StipulationType_PRIMARY_OR_SECONDARY_MARKET_INDICATOR | |
| StipulationType_BROKER_SALES_CREDIT_OVERRIDE | |
| StipulationType_TRADERS_CREDIT | |
| StipulationType_DISCOUNT_RATE | |
| StipulationType_YIELD_TO_MATURITY | |
| StipulationType_ABSOLUTE_PREPAYMENT_SPEED | |
| StipulationType_CONSTANT_PREPAYMENT_PENALTY | |
| StipulationType_CONSTANT_PREPAYMENT_RATE | |
| StipulationType_CONSTANT_PREPAYMENT_YIELD | |
| StipulationType_FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE | |
| StipulationType_PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE | |
| StipulationType_MONTHLY_PREPAYMENT_RATE | |
| StipulationType_PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE | |
| StipulationType_PERCENT_OF_BMA_PREPAYMENT_CURVE | |
| StipulationType_SINGLE_MONTHLY_MORTALITY | |
| NUM_StipulationType | |
| StipulationType_UNSET |
enum YieldType
| Values | Descriptions |
|---|---|
| YieldType_AFTER_TAX_YIELD | |
| YieldType_ANNUAL_YIELD | |
| YieldType_YIELD_AT_ISSUE | |
| YieldType_YIELD_TO_AVG_MATURITY | |
| YieldType_BOOK_YIELD | |
| YieldType_YIELD_TO_NEXT_CALL | |
| YieldType_YIELD_CHANGE_SINCE_CLOSE | |
| YieldType_CLOSING_YIELD | |
| YieldType_COMPOUND_YIELD | |
| YieldType_CURRENT_YIELD | |
| YieldType_GVNT_EQUIVALENT_YIELD | |
| YieldType_TRUE_GROSS_YIELD | |
| YieldType_YIELD_WITH_INFLATION_ASSUMPTION | |
| YieldType_INVERSE_FLOATER_BOND_YIELD | |
| YieldType_MOST_RECENT_CLOSING_YIELD | |
| YieldType_CLOSING_YIELD_MOST_RECENT_MONTH | |
| YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER | |
| YieldType_CLOSING_YIELD_MOST_RECENT_YEAR | |
| YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE | |
| YieldType_MARK_TO_MARKET_YIELD | |
| YieldType_YIELD_TO_MATURITY | |
| YieldType_YIELD_TO_NEXT_REFUND | |
| YieldType_OPEN_AVERAGE_YIELD | |
| YieldType_PREVIOUS_CLOSE_YIELD | |
| YieldType_PROCEEDS_YIELD | |
| YieldType_YIELD_TO_NEXT_PUT | |
| YieldType_SEMI_ANNUAL_YIELD | |
| YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE | |
| YieldType_SIMPLE_YIELD | |
| YieldType_TAX_EQUIVALENT_YIELD | |
| YieldType_YIELD_TO_TENDER_DATE | |
| YieldType_TRUE_YIELD | |
| YieldType_YIELD_VALUE_OF_1_32 | |
| YieldType_YIELD_TO_WORST | |
| NUM_YieldType | |
| YieldType_UNSET |
enum TradedFlatSwitch
| Values | Descriptions |
|---|---|
| TradedFlatSwitch_NO | |
| TradedFlatSwitch_YES | |
| NUM_TradedFlatSwitch | |
| TradedFlatSwitch_UNSET |
enum SubscriptionRequestType
| Values | Descriptions |
|---|---|
| SubscriptionRequestType_SNAPSHOT | |
| SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES | |
| SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST | |
| NUM_SubscriptionRequestType | |
| SubscriptionRequestType_UNSET |
enum MDUpdateType
| Values | Descriptions |
|---|---|
| MDUpdateType_FULL_REFRESH | |
| MDUpdateType_INCREMENTAL_REFRESH | |
| NUM_MDUpdateType | |
| MDUpdateType_UNSET |
enum AggregatedBook
| Values | Descriptions |
|---|---|
| AggregatedBook_YES | |
| AggregatedBook_NO | |
| NUM_AggregatedBook | |
| AggregatedBook_UNSET |
enum MDEntryType
| Values | Descriptions |
|---|---|
| MDEntryType_BID | |
| MDEntryType_OFFER | |
| MDEntryType_TRADE | |
| MDEntryType_INDEX_VALUE | |
| MDEntryType_OPENING_PRICE | |
| MDEntryType_CLOSING_PRICE | |
| MDEntryType_SETTLEMENT_PRICE | |
| MDEntryType_TRADING_SESSION_HIGH_PRICE | |
| MDEntryType_TRADING_SESSION_LOW_PRICE | |
| MDEntryType_TRADING_SESSION_VWAP_PRICE | |
| MDEntryType_IMBALANCE | |
| MDEntryType_TRADE_VOLUME | |
| MDEntryType_OPEN_INTEREST | |
| MDEntryType_COMPOSITE_UNDERLYING_PRICE | |
| MDEntryType_SIMULATED_SELL_PRICE | |
| MDEntryType_SIMULATED_BUY_PRICE | |
| MDEntryType_MARGIN_RATE | |
| MDEntryType_MID_PRICE | |
| MDEntryType_EMPTY_BOOK | |
| MDEntryType_SETTLE_HIGH_PRICE | |
| MDEntryType_SETTLE_LOW_PRICE | |
| MDEntryType_PRIOR_SETTLE_PRICE | |
| MDEntryType_SESSION_HIGH_BID | |
| MDEntryType_SESSION_LOW_OFFER | |
| MDEntryType_EARLY_PRICES | |
| MDEntryType_AUCTION_CLEARING_PRICE | |
| MDEntryType_SWAP_VALUE_FACTOR | |
| MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS | |
| MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS | |
| MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS | |
| MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS | |
| MDEntryType_RECOVERY_RATE | |
| MDEntryType_RECOVERY_RATE_FOR_LONG | |
| MDEntryType_RECOVERY_RATE_FOR_SHORT | |
| MDEntryType_FIXING_PRICE | |
| MDEntryType_CASH_RATE | |
| NUM_MDEntryType | |
| MDEntryType_UNSET |
enum TickDirection
| Values | Descriptions |
|---|---|
| TickDirection_PLUS_TICK | |
| TickDirection_ZERO_PLUS_TICK | |
| TickDirection_MINUS_TICK | |
| TickDirection_ZERO_MINUS_TICK | |
| NUM_TickDirection | |
| TickDirection_UNSET |
enum QuoteCondition
| Values | Descriptions |
|---|---|
| QuoteCondition_OPEN_ACTIVE | |
| QuoteCondition_CLOSED_INACTIVE | |
| QuoteCondition_EXCHANGE_BEST | |
| QuoteCondition_CONSOLIDATED_BEST | |
| QuoteCondition_LOCKED | |
| QuoteCondition_CROSSED | |
| QuoteCondition_DEPTH | |
| QuoteCondition_FAST_TRADING | |
| QuoteCondition_NON_FIRM | |
| QuoteCondition_MANUAL_SLOW_QUOTE | |
| QuoteCondition_OUTRIGHT_PRICE | |
| QuoteCondition_IMPLIED_PRICE | |
| QuoteCondition_DEPTH_ON_OFFER | |
| QuoteCondition_DEPTH_ON_BID | |
| QuoteCondition_CLOSING | |
| QuoteCondition_NEWS_DISSEMINATION | |
| QuoteCondition_TRADING_RANGE | |
| QuoteCondition_ORDER_INFLUX | |
| QuoteCondition_DUE_TO_RELATED | |
| QuoteCondition_NEWS_PENDING | |
| QuoteCondition_ADDITIONAL_INFO | |
| QuoteCondition_ADDITIONAL_INFO_DUE_TO_RELATED | |
| QuoteCondition_RESUME | |
| QuoteCondition_VIEW_OF_COMMON | |
| QuoteCondition_VOLUME_ALERT | |
| QuoteCondition_ORDER_IMBALANCE | |
| QuoteCondition_EQUIPMENT_CHANGEOVER | |
| QuoteCondition_NO_OPEN | |
| QuoteCondition_REGULAR_ETH | |
| QuoteCondition_AUTOMATIC_EXECUTION | |
| QuoteCondition_AUTOMATIC_EXECUTION_ETH | |
| QuoteCondition_FAST_MARKET_ETH | |
| QuoteCondition_INACTIVE_ETH | |
| QuoteCondition_ROTATION | |
| QuoteCondition_ROTATION_ETH | |
| QuoteCondition_HALT | |
| QuoteCondition_HALT_ETH | |
| QuoteCondition_DUE_TO_NEWS_DISSEMINATION | |
| QuoteCondition_DUE_TO_NEWS_PENDING | |
| QuoteCondition_TRADING_RESUME | |
| QuoteCondition_OUT_OF_SEQUENCE | |
| QuoteCondition_BID_SPECIALIST | |
| QuoteCondition_OFFER_SPECIALIST | |
| QuoteCondition_BID_OFFER_SPECIALIST | |
| QuoteCondition_END_OF_DAY_SAM | |
| QuoteCondition_FORBIDDEN_SAM | |
| QuoteCondition_FROZEN_SAM | |
| QuoteCondition_PREOPENING_SAM | |
| QuoteCondition_OPENING_SAM | |
| QuoteCondition_OPEN_SAM | |
| QuoteCondition_SURVEILLANCE_SAM | |
| QuoteCondition_SUSPENDED_SAM | |
| QuoteCondition_RESERVED_SAM | |
| QuoteCondition_NO_ACTIVE_SAM | |
| QuoteCondition_RESTRICTED | |
| QuoteCondition_REST_OF_BOOK_VWAP | |
| QuoteCondition_BETTER_PRICES_IN_CONDITIONAL_ORDERS | |
| QuoteCondition_MEDIAN_PRICE | |
| QuoteCondition_FULL_CURVE | |
| QuoteCondition_FLAT_CURVE | |
| NUM_QuoteCondition | |
| QuoteCondition_UNSET |
enum TradeCondition
| Values | Descriptions |
|---|---|
| TradeCondition_CASH | |
| TradeCondition_AVERAGE_PRICE_TRADE | |
| TradeCondition_CASH_TRADE | |
| TradeCondition_NEXT_DAY | |
| TradeCondition_OPENING_REOPENING_TRADE_DETAIL | |
| TradeCondition_INTRADAY_TRADE_DETAIL | |
| TradeCondition_RULE_127_TRADE | |
| TradeCondition_RULE_155_TRADE | |
| TradeCondition_SOLD_LAST | |
| TradeCondition_NEXT_DAY_TRADE | |
| TradeCondition_OPENED | |
| TradeCondition_SELLER | |
| TradeCondition_SOLD | |
| TradeCondition_STOPPED_STOCK | |
| TradeCondition_IMBALANCE_MORE_BUYERS | |
| TradeCondition_IMBALANCE_MORE_SELLERS | |
| TradeCondition_OPENING_PRICE | |
| TradeCondition_BARGAIN_CONDITION | |
| TradeCondition_CONVERTED_PRICE_INDICATOR | |
| TradeCondition_EXCHANGE_LAST | |
| TradeCondition_FINAL_PRICE_OF_SESSION | |
| TradeCondition_EX_PIT | |
| TradeCondition_CROSSED_X | |
| TradeCondition_TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE | |
| TradeCondition_TRADES_RESULTING_FROM_INTERMARKET_SWEEP | |
| TradeCondition_VOLUME_ONLY | |
| TradeCondition_DIRECT_PLUS | |
| TradeCondition_ACQUISITION | |
| TradeCondition_BUNCHED | |
| TradeCondition_DISTRIBUTION | |
| TradeCondition_BUNCHED_SALE | |
| TradeCondition_SPLIT_TRADE | |
| TradeCondition_CANCEL_STOPPED | |
| TradeCondition_CANCEL_ETH | |
| TradeCondition_CANCEL_STOPPED_ETH | |
| TradeCondition_OUT_OF_SEQUENCE_ETH | |
| TradeCondition_CANCEL_LAST_ETH | |
| TradeCondition_SOLD_LAST_SALE_ETH | |
| TradeCondition_CANCEL_LAST | |
| TradeCondition_SOLD_LAST_SALE | |
| TradeCondition_CANCEL_OPEN | |
| TradeCondition_CANCEL_OPEN_ETH | |
| TradeCondition_OPENED_SALE_ETH | |
| TradeCondition_CANCEL_ONLY | |
| TradeCondition_CANCEL_ONLY_ETH | |
| TradeCondition_LATE_OPEN_ETH | |
| TradeCondition_AUTO_EXECUTION_ETH | |
| TradeCondition_REOPEN | |
| TradeCondition_REOPEN_ETH | |
| TradeCondition_ADJUSTED | |
| TradeCondition_ADJUSTED_ETH | |
| TradeCondition_SPREAD | |
| TradeCondition_SPREAD_ETH | |
| TradeCondition_STRADDLE | |
| TradeCondition_STRADDLE_ETH | |
| TradeCondition_STOPPED | |
| TradeCondition_STOPPED_ETH | |
| TradeCondition_REGULAR_ETH | |
| TradeCondition_COMBO | |
| TradeCondition_COMBO_ETH | |
| TradeCondition_OFFICIAL_CLOSING_PRICE | |
| TradeCondition_PRIOR_REFERENCE_PRICE | |
| TradeCondition_CANCEL | |
| TradeCondition_STOPPED_SOLD_LAST | |
| TradeCondition_STOPPED_OUT_OF_SEQUENCE | |
| TradeCondition_OFFICAL_CLOSING_PRICE | |
| TradeCondition_CROSSED_AO | |
| TradeCondition_FAST_MARKET | |
| TradeCondition_AUTOMATIC_EXECUTION | |
| TradeCondition_FORM_T | |
| TradeCondition_BASKET_INDEX | |
| TradeCondition_BURST_BASKET | |
| TradeCondition_OUTSIDE_SPREAD | |
| TradeCondition_IMPLIED_TRADE | |
| TradeCondition_MARKETPLACE_ENTERED_TRADE | |
| TradeCondition_MULT_ASSET_CLASS_MULTILEG_TRADE | |
| TradeCondition_MULTILEG_TO_MULTILEG_TRADE | |
| NUM_TradeCondition | |
| TradeCondition_UNSET |
enum MDUpdateAction
| Values | Descriptions |
|---|---|
| MDUpdateAction_NEW | |
| MDUpdateAction_CHANGE | |
| MDUpdateAction_DELETE | |
| MDUpdateAction_DELETE_THRU | |
| MDUpdateAction_DELETE_FROM | |
| MDUpdateAction_OVERLAY | |
| NUM_MDUpdateAction | |
| MDUpdateAction_UNSET |
enum MDReqRejReason
| Values | Descriptions |
|---|---|
| MDReqRejReason_UNKNOWN_SYMBOL | |
| MDReqRejReason_DUPLICATE_MDREQID | |
| MDReqRejReason_INSUFFICIENT_BANDWIDTH | |
| MDReqRejReason_INSUFFICIENT_PERMISSIONS | |
| MDReqRejReason_UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE | |
| MDReqRejReason_UNSUPPORTED_MARKETDEPTH | |
| MDReqRejReason_UNSUPPORTED_MDUPDATETYPE | |
| MDReqRejReason_UNSUPPORTED_AGGREGATEDBOOK | |
| MDReqRejReason_UNSUPPORTED_MDENTRYTYPE | |
| MDReqRejReason_UNSUPPORTED_TRADINGSESSIONID | |
| MDReqRejReason_UNSUPPORTED_SCOPE | |
| MDReqRejReason_UNSUPPORTED_OPENCLOSESETTLEFLAG | |
| MDReqRejReason_UNSUPPORTED_MDIMPLICITDELETE | |
| MDReqRejReason_INSUFFICIENT_CREDIT | |
| NUM_MDReqRejReason | |
| MDReqRejReason_UNSET |
enum DeleteReason
| Values | Descriptions |
|---|---|
| DeleteReason_CANCELLATION | |
| DeleteReason_ERROR | |
| NUM_DeleteReason | |
| DeleteReason_UNSET |
enum OpenCloseSettlFlag
| Values | Descriptions |
|---|---|
| OpenCloseSettlFlag_DAILY_OPEN | |
| OpenCloseSettlFlag_SESSION_OPEN | |
| OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY | |
| OpenCloseSettlFlag_EXPECTED_ENTRY | |
| OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY | |
| OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE | |
| NUM_OpenCloseSettlFlag | |
| OpenCloseSettlFlag_UNSET |
enum FinancialStatus
| Values | Descriptions |
|---|---|
| FinancialStatus_BANKRUPT | |
| FinancialStatus_PENDING_DELISTING | |
| FinancialStatus_RESTRICTED | |
| NUM_FinancialStatus | |
| FinancialStatus_UNSET |
enum CorporateAction
| Values | Descriptions |
|---|---|
| CorporateAction_EX_DIVIDEND | |
| CorporateAction_EX_DISTRIBUTION | |
| CorporateAction_EX_RIGHTS | |
| CorporateAction_NEW | |
| CorporateAction_EX_INTEREST | |
| CorporateAction_CASH_DIVIDEND | |
| CorporateAction_STOCK_DIVIDEND | |
| CorporateAction_NON_INTEGER_STOCK_SPLIT | |
| CorporateAction_REVERSE_STOCK_SPLIT | |
| CorporateAction_STANDARD_INTEGER_STOCK_SPLIT | |
| CorporateAction_POSITION_CONSOLIDATION | |
| CorporateAction_LIQUIDATION_REORGANIZATION | |
| CorporateAction_MERGER_REORGANIZATION | |
| CorporateAction_RIGHTS_OFFERING | |
| CorporateAction_SHAREHOLDER_MEETING | |
| CorporateAction_SPINOFF | |
| CorporateAction_TENDER_OFFER | |
| CorporateAction_WARRANT | |
| CorporateAction_SPECIAL_ACTION | |
| CorporateAction_SYMBOL_CONVERSION | |
| CorporateAction_CUSIP | |
| CorporateAction_LEAP_ROLLOVER | |
| CorporateAction_SUCCESSION_EVENT | |
| NUM_CorporateAction | |
| CorporateAction_UNSET |
enum QuoteStatus
| Values | Descriptions |
|---|---|
| QuoteStatus_ACCEPTED | |
| QuoteStatus_CANCEL_FOR_SYMBOL | |
| QuoteStatus_CANCELED_FOR_SECURITY_TYPE | |
| QuoteStatus_CANCELED_FOR_UNDERLYING | |
| QuoteStatus_CANCELED_ALL | |
| QuoteStatus_REJECTED | |
| QuoteStatus_REMOVED_FROM_MARKET | |
| QuoteStatus_EXPIRED | |
| QuoteStatus_QUERY | |
| QuoteStatus_QUOTE_NOT_FOUND | |
| QuoteStatus_PENDING | |
| QuoteStatus_PASS | |
| QuoteStatus_LOCKED_MARKET_WARNING | |
| QuoteStatus_CROSS_MARKET_WARNING | |
| QuoteStatus_CANCELED_DUE_TO_LOCK_MARKET | |
| QuoteStatus_CANCELED_DUE_TO_CROSS_MARKET | |
| QuoteStatus_ACTIVE | |
| QuoteStatus_CANCELED | |
| QuoteStatus_UNSOLICITED_QUOTE_REPLENISHMENT | |
| QuoteStatus_PENDING_END_TRADE | |
| QuoteStatus_TOO_LATE_TO_END | |
| NUM_QuoteStatus | |
| QuoteStatus_UNSET |
enum QuoteCancelType
| Values | Descriptions |
|---|---|
| QuoteCancelType_CANCEL_FOR_ONE_OR_MORE_SECURITIES | |
| QuoteCancelType_CANCEL_FOR_SECURITY_TYPE | |
| QuoteCancelType_CANCEL_FOR_UNDERLYING_SECURITY | |
| QuoteCancelType_CANCEL_ALL_QUOTES | |
| QuoteCancelType_CANCEL_QUOTE_SPECIFIED_IN_QUOTEID | |
| QuoteCancelType_CANCEL_BY_QUOTETYPE | |
| QuoteCancelType_CANCEL_FOR_SECURITY_ISSUER | |
| QuoteCancelType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY | |
| NUM_QuoteCancelType | |
| QuoteCancelType_UNSET |
enum QuoteRejectReason
| Values | Descriptions |
|---|---|
| QuoteRejectReason_UNKNOWN_SYMBOL | |
| QuoteRejectReason_EXCHANGE | |
| QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT | |
| QuoteRejectReason_TOO_LATE_TO_ENTER | |
| QuoteRejectReason_UNKNOWN_QUOTE | |
| QuoteRejectReason_DUPLICATE_QUOTE | |
| QuoteRejectReason_INVALID_BID_ASK_SPREAD | |
| QuoteRejectReason_INVALID_PRICE | |
| QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY | |
| QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND | |
| QuoteRejectReason_QUOTE_LOCKED | |
| QuoteRejectReason_OTHER | |
| QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER | |
| QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY | |
| NUM_QuoteRejectReason | |
| QuoteRejectReason_UNSET |
enum QuoteResponseLevel
| Values | Descriptions |
|---|---|
| QuoteResponseLevel_NO_ACKNOWLEDGEMENT | |
| QuoteResponseLevel_ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES | |
| QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGE | |
| QuoteResponseLevel_SUMMARY_ACKNOWLEDGEMENT | |
| NUM_QuoteResponseLevel | |
| QuoteResponseLevel_UNSET |
enum QuoteRequestType
| Values | Descriptions |
|---|---|
| QuoteRequestType_MANUAL | |
| QuoteRequestType_AUTOMATIC | |
| NUM_QuoteRequestType | |
| QuoteRequestType_UNSET |
enum SecurityRequestType
| Values | Descriptions |
|---|---|
| SecurityRequestType_REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS | |
| SecurityRequestType_REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED | |
| SecurityRequestType_REQUEST_LIST_SECURITY_TYPES | |
| SecurityRequestType_REQUEST_LIST_SECURITIES | |
| SecurityRequestType_SYMBOL | |
| SecurityRequestType_SECURITYTYPE_AND_OR_CFICODE | |
| SecurityRequestType_PRODUCT | |
| SecurityRequestType_TRADINGSESSIONID | |
| SecurityRequestType_ALL_SECURITIES | |
| SecurityRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID | |
| NUM_SecurityRequestType | |
| SecurityRequestType_UNSET |
enum SecurityResponseType
| Values | Descriptions |
|---|---|
| SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS | |
| SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE | |
| SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST | |
| SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST | |
| SecurityResponseType_REJECT_SECURITY_PROPOSAL | |
| SecurityResponseType_CANNOT_MATCH_SELECTION_CRITERIA | |
| NUM_SecurityResponseType | |
| SecurityResponseType_UNSET |
enum UnsolicitedIndicator
| Values | Descriptions |
|---|---|
| UnsolicitedIndicator_NO | |
| UnsolicitedIndicator_YES | |
| NUM_UnsolicitedIndicator | |
| UnsolicitedIndicator_UNSET |
enum SecurityTradingStatus
| Values | Descriptions |
|---|---|
| SecurityTradingStatus_OPENING_DELAY | |
| SecurityTradingStatus_TRADING_HALT | |
| SecurityTradingStatus_RESUME | |
| SecurityTradingStatus_NO_OPEN | |
| SecurityTradingStatus_PRICE_INDICATION | |
| SecurityTradingStatus_TRADING_RANGE_INDICATION | |
| SecurityTradingStatus_MARKET_IMBALANCE_BUY | |
| SecurityTradingStatus_MARKET_IMBALANCE_SELL | |
| SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_BUY | |
| SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_SELL | |
| SecurityTradingStatus_NO_MARKET_IMBALANCE | |
| SecurityTradingStatus_NO_MARKET_ON_CLOSE_IMBALANCE | |
| SecurityTradingStatus_ITS_PRE_OPENING | |
| SecurityTradingStatus_NEW_PRICE_INDICATION | |
| SecurityTradingStatus_TRADE_DISSEMINATION_TIME | |
| SecurityTradingStatus_READY_TO_TRADE | |
| SecurityTradingStatus_NOT_AVAILABLE_FOR_TRADING | |
| SecurityTradingStatus_NOT_TRADED_ON_THIS_MARKET | |
| SecurityTradingStatus_UNKNOWN_OR_INVALID | |
| SecurityTradingStatus_PRE_OPEN | |
| SecurityTradingStatus_OPENING_ROTATION | |
| SecurityTradingStatus_FAST_MARKET | |
| SecurityTradingStatus_PRE_CROSS | |
| SecurityTradingStatus_CROSS | |
| SecurityTradingStatus_POST_CLOSE | |
| NUM_SecurityTradingStatus | |
| SecurityTradingStatus_UNSET |
enum HaltReasonInt
| Values | Descriptions |
|---|---|
| HaltReasonInt_NEWS_DISSEMINATION | |
| HaltReasonInt_ORDER_INFLUX | |
| HaltReasonInt_ORDER_IMBALANCE | |
| HaltReasonInt_ADDITIONAL_INFORMATION | |
| HaltReasonInt_NEWS_PENDING | |
| HaltReasonInt_EQUIPMENT_CHANGEOVER | |
| NUM_HaltReasonInt | |
| HaltReasonInt_UNSET |
enum InViewOfCommon
| Values | Descriptions |
|---|---|
| InViewOfCommon_NO | |
| InViewOfCommon_YES | |
| NUM_InViewOfCommon | |
| InViewOfCommon_UNSET |
enum DueToRelated
| Values | Descriptions |
|---|---|
| DueToRelated_NO | |
| DueToRelated_YES | |
| NUM_DueToRelated | |
| DueToRelated_UNSET |
enum Adjustment
| Values | Descriptions |
|---|---|
| Adjustment_CANCEL | |
| Adjustment_ERROR | |
| Adjustment_CORRECTION | |
| NUM_Adjustment | |
| Adjustment_UNSET |
enum TradingSessionID
| Values | Descriptions |
|---|---|
| TradingSessionID_DAY | |
| TradingSessionID_HALFDAY | |
| TradingSessionID_MORNING | |
| TradingSessionID_AFTERNOON | |
| TradingSessionID_EVENING | |
| TradingSessionID_AFTER_HOURS | |
| NUM_TradingSessionID | |
| TradingSessionID_UNSET |
enum TradSesMethod
| Values | Descriptions |
|---|---|
| TradSesMethod_ELECTRONIC | |
| TradSesMethod_OPEN_OUTCRY | |
| TradSesMethod_TWO_PARTY | |
| NUM_TradSesMethod | |
| TradSesMethod_UNSET |
enum TradSesMode
| Values | Descriptions |
|---|---|
| TradSesMode_TESTING | |
| TradSesMode_SIMULATED | |
| TradSesMode_PRODUCTION | |
| NUM_TradSesMode | |
| TradSesMode_UNSET |
enum TradSesStatus
| Values | Descriptions |
|---|---|
| TradSesStatus_UNKNOWN | |
| TradSesStatus_HALTED | |
| TradSesStatus_OPEN | |
| TradSesStatus_CLOSED | |
| TradSesStatus_PRE_OPEN | |
| TradSesStatus_PRE_CLOSE | |
| TradSesStatus_REQUEST_REJECTED | |
| NUM_TradSesStatus | |
| TradSesStatus_UNSET |
enum SessionRejectReason
| Values | Descriptions |
|---|---|
| SessionRejectReason_INVALID_TAG_NUMBER | |
| SessionRejectReason_REQUIRED_TAG_MISSING | |
| SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE | |
| SessionRejectReason_UNDEFINED_TAG | |
| SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE | |
| SessionRejectReason_VALUE_IS_INCORRECT | |
| SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE | |
| SessionRejectReason_DECRYPTION_PROBLEM | |
| SessionRejectReason_SIGNATURE_PROBLEM | |
| SessionRejectReason_COMPID_PROBLEM | |
| SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM | |
| SessionRejectReason_INVALID_MSGTYPE | |
| SessionRejectReason_XML_VALIDATION_ERROR | |
| SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE | |
| SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER | |
| SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER | |
| SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP | |
| SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER | |
| SessionRejectReason_INVALID_UNSUPPORTED_APPLICATION_VERSION | |
| SessionRejectReason_OTHER | |
| NUM_SessionRejectReason | |
| SessionRejectReason_UNSET |
enum BidRequestTransType
| Values | Descriptions |
|---|---|
| BidRequestTransType_CANCEL | |
| BidRequestTransType_NO | |
| NUM_BidRequestTransType | |
| BidRequestTransType_UNSET |
enum SolicitedFlag
| Values | Descriptions |
|---|---|
| SolicitedFlag_NO | |
| SolicitedFlag_YES | |
| NUM_SolicitedFlag | |
| SolicitedFlag_UNSET |
enum ExecRestatementReason
| Values | Descriptions |
|---|---|
| ExecRestatementReason_GT_CORPORATE_ACTION | |
| ExecRestatementReason_GT_RENEWAL | |
| ExecRestatementReason_VERBAL_CHANGE | |
| ExecRestatementReason_REPRICING_OF_ORDER | |
| ExecRestatementReason_BROKER_OPTION | |
| ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY | |
| ExecRestatementReason_CANCEL_ON_TRADING_HALT | |
| ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE | |
| ExecRestatementReason_MARKET | |
| ExecRestatementReason_CANCELED_NOT_BEST | |
| ExecRestatementReason_WAREHOUSE_RECAP | |
| ExecRestatementReason_PEG_REFRESH | |
| ExecRestatementReason_OTHER | |
| NUM_ExecRestatementReason | |
| ExecRestatementReason_UNSET |
enum BusinessRejectReason
| Values | Descriptions |
|---|---|
| BusinessRejectReason_OTHER | |
| BusinessRejectReason_UNKNOWN_ID | |
| BusinessRejectReason_UNKNOWN_SECURITY | |
| BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE | |
| BusinessRejectReason_APPLICATION_NOT_AVAILABLE | |
| BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING | |
| BusinessRejectReason_NOT_AUTHORIZED | |
| BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME | |
| BusinessRejectReason_INVALID_PRICE_INCREMENT | |
| NUM_BusinessRejectReason | |
| BusinessRejectReason_UNSET |
enum MsgDirection
| Values | Descriptions |
|---|---|
| MsgDirection_RECEIVE | |
| MsgDirection_SEND | |
| NUM_MsgDirection | |
| MsgDirection_UNSET |
enum DiscretionInst
| Values | Descriptions |
|---|---|
| DiscretionInst_RELATED_TO_DISPLAYED_PRICE | |
| DiscretionInst_RELATED_TO_MARKET_PRICE | |
| DiscretionInst_RELATED_TO_PRIMARY_PRICE | |
| DiscretionInst_RELATED_TO_LOCAL_PRIMARY_PRICE | |
| DiscretionInst_RELATED_TO_MIDPOINT_PRICE | |
| DiscretionInst_RELATED_TO_LAST_TRADE_PRICE | |
| DiscretionInst_RELATED_TO_VWAP | |
| DiscretionInst_AVERAGE_PRICE_GUARANTEE | |
| NUM_DiscretionInst | |
| DiscretionInst_UNSET |
enum BidType
| Values | Descriptions |
|---|---|
| BidType_NON_DISCLOSED_STYLE | |
| BidType_DISCLOSED_SYTLE | |
| BidType_NO_BIDDING_PROCESS | |
| NUM_BidType | |
| BidType_UNSET |
enum BidDescriptorType
| Values | Descriptions |
|---|---|
| BidDescriptorType_SECTOR | |
| BidDescriptorType_COUNTRY | |
| BidDescriptorType_INDEX | |
| NUM_BidDescriptorType | |
| BidDescriptorType_UNSET |
enum SideValueInd
| Values | Descriptions |
|---|---|
| SideValueInd_SIDE_VALUE_1 | |
| SideValueInd_SIDE_VALUE_2 | |
| NUM_SideValueInd | |
| SideValueInd_UNSET |
enum LiquidityIndType
| Values | Descriptions |
|---|---|
| LiquidityIndType_5_DAY_MOVING_AVERAGE | |
| LiquidityIndType_20_DAY_MOVING_AVERAGE | |
| LiquidityIndType_NORMAL_MARKET_SIZE | |
| LiquidityIndType_OTHER | |
| NUM_LiquidityIndType | |
| LiquidityIndType_UNSET |
enum ExchangeForPhysical
| Values | Descriptions |
|---|---|
| ExchangeForPhysical_NO | |
| ExchangeForPhysical_YES | |
| NUM_ExchangeForPhysical | |
| ExchangeForPhysical_UNSET |
enum ProgRptReqs
| Values | Descriptions |
|---|---|
| ProgRptReqs_BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST | |
| ProgRptReqs_SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD | |
| ProgRptReqs_REAL_TIME_EXECUTION_REPORTS | |
| NUM_ProgRptReqs | |
| ProgRptReqs_UNSET |
enum IncTaxInd
| Values | Descriptions |
|---|---|
| IncTaxInd_NET | |
| IncTaxInd_GROSS | |
| NUM_IncTaxInd | |
| IncTaxInd_UNSET |
enum BidTradeType
| Values | Descriptions |
|---|---|
| BidTradeType_AGENCY | |
| BidTradeType_VWAP_GUARANTEE | |
| BidTradeType_GUARANTEED_CLOSE | |
| BidTradeType_RISK_TRADE | |
| NUM_BidTradeType | |
| BidTradeType_UNSET |
enum BasisPxType
| Values | Descriptions |
|---|---|
| BasisPxType_CLOSING_PRICE_AT_MORNING_SESSION | |
| BasisPxType_CLOSING_PRICE | |
| BasisPxType_CURRENT_PRICE | |
| BasisPxType_SQ | |
| BasisPxType_VWAP_THROUGH_A_DAY | |
| BasisPxType_VWAP_THROUGH_A_MORNING_SESSION | |
| BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION | |
| BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI | |
| BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI | |
| BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI | |
| BasisPxType_STRIKE | |
| BasisPxType_OPEN | |
| BasisPxType_OTHERS | |
| NUM_BasisPxType | |
| BasisPxType_UNSET |
enum PriceType
| Values | Descriptions |
|---|---|
| PriceType_PERCENTAGE | |
| PriceType_PER_UNIT | |
| PriceType_FIXED_AMOUNT | |
| PriceType_DISCOUNT | |
| PriceType_PREMIUM | |
| PriceType_SPREAD | |
| PriceType_TED_PRICE | |
| PriceType_TED_YIELD | |
| PriceType_YIELD | |
| PriceType_FIXED_CABINET_TRADE_PRICE | |
| PriceType_VARIABLE_CABINET_TRADE_PRICE | |
| PriceType_PRODUCT_TICKS_IN_HALFS | |
| PriceType_PRODUCT_TICKS_IN_FOURTHS | |
| PriceType_PRODUCT_TICKS_IN_EIGHTS | |
| PriceType_PRODUCT_TICKS_IN_SIXTEENTHS | |
| PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS | |
| PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS | |
| PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS | |
| NUM_PriceType | |
| PriceType_UNSET |
enum GTBookingInst
| Values | Descriptions |
|---|---|
| GTBookingInst_BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION | |
| GTBookingInst_ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES | |
| GTBookingInst_ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE | |
| NUM_GTBookingInst | |
| GTBookingInst_UNSET |
enum ListStatusType
| Values | Descriptions |
|---|---|
| ListStatusType_ACK | |
| ListStatusType_RESPONSE | |
| ListStatusType_TIMED | |
| ListStatusType_EXEC_STARTED | |
| ListStatusType_ALL_DONE | |
| ListStatusType_ALERT | |
| NUM_ListStatusType | |
| ListStatusType_UNSET |
enum NetGrossInd
| Values | Descriptions |
|---|---|
| NetGrossInd_NET | |
| NetGrossInd_GROSS | |
| NUM_NetGrossInd | |
| NetGrossInd_UNSET |
enum ListOrderStatus
| Values | Descriptions |
|---|---|
| ListOrderStatus_IN_BIDDING_PROCESS | |
| ListOrderStatus_RECEIVED_FOR_EXECUTION | |
| ListOrderStatus_EXECUTING | |
| ListOrderStatus_CANCELLING | |
| ListOrderStatus_ALERT | |
| ListOrderStatus_ALL_DONE | |
| ListOrderStatus_REJECT | |
| NUM_ListOrderStatus | |
| ListOrderStatus_UNSET |
enum ListExecInstType
| Values | Descriptions |
|---|---|
| ListExecInstType_IMMEDIATE | |
| ListExecInstType_WAIT_FOR_EXECUT_INSTRUCTION | |
| ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3 | |
| ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4 | |
| ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5 | |
| NUM_ListExecInstType | |
| ListExecInstType_UNSET |
enum CxlRejResponseTo
| Values | Descriptions |
|---|---|
| CxlRejResponseTo_ORDER_CANCEL_REQUEST | |
| CxlRejResponseTo_ORDER_CANCEL_REPLACE_REQUEST | |
| NUM_CxlRejResponseTo | |
| CxlRejResponseTo_UNSET |
enum MultiLegReportingType
| Values | Descriptions |
|---|---|
| MultiLegReportingType_SINGLE_SECURITY | |
| MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY | |
| MultiLegReportingType_MULTI_LEG_SECURITY | |
| NUM_MultiLegReportingType | |
| MultiLegReportingType_UNSET |
enum PartyIDSource
| Values | Descriptions |
|---|---|
| PartyIDSource_UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER | |
| PartyIDSource_US_SOCIAL_SECURITY_NUMBER | |
| PartyIDSource_US_EMPLOYER_OR_TAX_ID_NUMBER | |
| PartyIDSource_AUSTRALIAN_BUSINESS_NUMBER | |
| PartyIDSource_AUSTRALIAN_TAX_FILE_NUMBER | |
| PartyIDSource_KOREAN_INVESTOR_ID | |
| PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID | |
| PartyIDSource_TAIWANESE_TRADING_ACCT | |
| PartyIDSource_MALAYSIAN_CENTRAL_DEPOSITORY | |
| PartyIDSource_CHINESE_INVESTOR_ID | |
| PartyIDSource_DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT | |
| PartyIDSource_BIC | |
| PartyIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER | |
| PartyIDSource_PROPRIETARY | |
| PartyIDSource_ISO_COUNTRY_CODE | |
| PartyIDSource_SETTLEMENT_ENTITY_LOCATION | |
| PartyIDSource_MIC | |
| PartyIDSource_CSD_PARTICIPANT_MEMBER_CODE | |
| NUM_PartyIDSource | |
| PartyIDSource_UNSET |
enum PartyRole
| Values | Descriptions |
|---|---|
| PartyRole_EXECUTING_FIRM | |
| PartyRole_BROKER_OF_CREDIT | |
| PartyRole_CLIENT_ID | |
| PartyRole_CLEARING_FIRM | |
| PartyRole_INVESTOR_ID | |
| PartyRole_INTRODUCING_FIRM | |
| PartyRole_ENTERING_FIRM | |
| PartyRole_LOCATE | |
| PartyRole_FUND_MANAGER_CLIENT_ID | |
| PartyRole_SETTLEMENT_LOCATION | |
| PartyRole_ORDER_ORIGINATION_TRADER | |
| PartyRole_EXECUTING_TRADER | |
| PartyRole_ORDER_ORIGINATION_FIRM | |
| PartyRole_GIVEUP_CLEARING_FIRM | |
| PartyRole_CORRESPONDANT_CLEARING_FIRM | |
| PartyRole_EXECUTING_SYSTEM | |
| PartyRole_CONTRA_FIRM | |
| PartyRole_CONTRA_CLEARING_FIRM | |
| PartyRole_SPONSORING_FIRM | |
| PartyRole_UNDERLYING_CONTRA_FIRM | |
| PartyRole_CLEARING_ORGANIZATION | |
| PartyRole_EXCHANGE | |
| PartyRole_CUSTOMER_ACCOUNT | |
| PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION | |
| PartyRole_CORRESPONDENT_BROKER | |
| PartyRole_BUYER_SELLER | |
| PartyRole_CUSTODIAN | |
| PartyRole_INTERMEDIARY | |
| PartyRole_AGENT | |
| PartyRole_SUB_CUSTODIAN | |
| PartyRole_BENEFICIARY | |
| PartyRole_INTERESTED_PARTY | |
| PartyRole_REGULATORY_BODY | |
| PartyRole_LIQUIDITY_PROVIDER | |
| PartyRole_ENTERING_TRADER | |
| PartyRole_CONTRA_TRADER | |
| PartyRole_POSITION_ACCOUNT | |
| PartyRole_CONTRA_INVESTOR_ID | |
| PartyRole_TRANSFER_TO_FIRM | |
| PartyRole_CONTRA_POSITION_ACCOUNT | |
| PartyRole_CONTRA_EXCHANGE | |
| PartyRole_INTERNAL_CARRY_ACCOUNT | |
| PartyRole_ORDER_ENTRY_OPERATOR_ID | |
| PartyRole_SECONDARY_ACCOUNT_NUMBER | |
| PartyRole_FOREIGN_FIRM | |
| PartyRole_THIRD_PARTY_ALLOCATION_FIRM | |
| PartyRole_CLAIMING_ACCOUNT | |
| PartyRole_ASSET_MANAGER | |
| PartyRole_PLEDGOR_ACCOUNT | |
| PartyRole_PLEDGEE_ACCOUNT | |
| PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT | |
| PartyRole_TRADER_MNEMONIC | |
| PartyRole_SENDER_LOCATION | |
| PartyRole_SESSION_ID | |
| PartyRole_ACCEPTABLE_COUNTERPARTY | |
| PartyRole_UNACCEPTABLE_COUNTERPARTY | |
| PartyRole_ENTERING_UNIT | |
| PartyRole_EXECUTING_UNIT | |
| PartyRole_INTRODUCING_BROKER | |
| PartyRole_QUOTE_ORIGINATOR | |
| PartyRole_REPORT_ORIGINATOR | |
| PartyRole_SYSTEMATIC_INTERNALISER | |
| PartyRole_MULTILATERAL_TRADING_FACILITY | |
| PartyRole_REGULATED_MARKET | |
| PartyRole_MARKET_MAKER | |
| PartyRole_INVESTMENT_FIRM | |
| PartyRole_HOST_COMPETENT_AUTHORITY | |
| PartyRole_HOME_COMPETENT_AUTHORITY | |
| PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY | |
| PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION | |
| PartyRole_REPORTING_INTERMEDIARY | |
| PartyRole_EXECUTION_VENUE | |
| PartyRole_MARKET_DATA_ENTRY_ORIGINATOR | |
| PartyRole_LOCATION_ID | |
| PartyRole_DESK_ID | |
| PartyRole_MARKET_DATA_MARKET | |
| PartyRole_ALLOCATION_ENTITY | |
| PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES | |
| PartyRole_STEP_OUT_FIRM | |
| PartyRole_BROKERCLEARINGID | |
| PartyRole_CENTRAL_REGISTRATION_DEPOSITORY | |
| PartyRole_CLEARING_ACCOUNT | |
| PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY | |
| PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY | |
| NUM_PartyRole | |
| PartyRole_UNSET |
enum Product
| Values | Descriptions |
|---|---|
| Product_AGENCY | |
| Product_COMMODITY | |
| Product_CORPORATE | |
| Product_CURRENCY | |
| Product_EQUITY | |
| Product_GOVERNMENT | |
| Product_INDEX | |
| Product_LOAN | |
| Product_MONEYMARKET | |
| Product_MORTGAGE | |
| Product_MUNICIPAL | |
| Product_OTHER | |
| Product_FINANCING | |
| NUM_Product | |
| Product_UNSET |
enum TestMessageIndicator
| Values | Descriptions |
|---|---|
| TestMessageIndicator_NO | |
| TestMessageIndicator_YES | |
| NUM_TestMessageIndicator | |
| TestMessageIndicator_UNSET |
enum RoundingDirection
| Values | Descriptions |
|---|---|
| RoundingDirection_ROUND_TO_NEAREST | |
| RoundingDirection_ROUND_DOWN | |
| RoundingDirection_ROUND_UP | |
| NUM_RoundingDirection | |
| RoundingDirection_UNSET |
enum DistribPaymentMethod
| Values | Descriptions |
|---|---|
| DistribPaymentMethod_CREST | |
| DistribPaymentMethod_NSCC | |
| DistribPaymentMethod_EUROCLEAR | |
| DistribPaymentMethod_CLEARSTREAM | |
| DistribPaymentMethod_CHEQUE | |
| DistribPaymentMethod_TELEGRAPHIC_TRANSFER | |
| DistribPaymentMethod_FED_WIRE | |
| DistribPaymentMethod_DIRECT_CREDIT | |
| DistribPaymentMethod_ACH_CREDIT | |
| DistribPaymentMethod_BPAY | |
| DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS | |
| DistribPaymentMethod_REINVEST_IN_FUND | |
| NUM_DistribPaymentMethod | |
| DistribPaymentMethod_UNSET |
enum CancellationRights
| Values | Descriptions |
|---|---|
| CancellationRights_YES | |
| CancellationRights_NO_N | |
| CancellationRights_NO_M | |
| CancellationRights_NO_O | |
| NUM_CancellationRights | |
| CancellationRights_UNSET |
enum MoneyLaunderingStatus
| Values | Descriptions |
|---|---|
| MoneyLaunderingStatus_PASSED | |
| MoneyLaunderingStatus_NOT_CHECKED | |
| MoneyLaunderingStatus_EXEMPT_1 | |
| MoneyLaunderingStatus_EXEMPT_2 | |
| MoneyLaunderingStatus_EXEMPT_3 | |
| NUM_MoneyLaunderingStatus | |
| MoneyLaunderingStatus_UNSET |
enum ExecPriceType
| Values | Descriptions |
|---|---|
| ExecPriceType_BID_PRICE | |
| ExecPriceType_CREATION_PRICE | |
| ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT | |
| ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT | |
| ExecPriceType_OFFER_PRICE | |
| ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT | |
| ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT | |
| ExecPriceType_SINGLE_PRICE | |
| NUM_ExecPriceType | |
| ExecPriceType_UNSET |
enum TradeReportTransType
| Values | Descriptions |
|---|---|
| TradeReportTransType_NEW | |
| TradeReportTransType_CANCEL | |
| TradeReportTransType_REPLACE | |
| TradeReportTransType_RELEASE | |
| TradeReportTransType_REVERSE | |
| TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE | |
| NUM_TradeReportTransType | |
| TradeReportTransType_UNSET |
enum PaymentMethod
| Values | Descriptions |
|---|---|
| PaymentMethod_CREST | |
| PaymentMethod_NSCC | |
| PaymentMethod_EUROCLEAR | |
| PaymentMethod_CLEARSTREAM | |
| PaymentMethod_CHEQUE | |
| PaymentMethod_TELEGRAPHIC_TRANSFER | |
| PaymentMethod_FED_WIRE | |
| PaymentMethod_DEBIT_CARD | |
| PaymentMethod_DIRECT_DEBIT | |
| PaymentMethod_DIRECT_CREDIT | |
| PaymentMethod_CREDIT_CARD | |
| PaymentMethod_ACH_DEBIT | |
| PaymentMethod_ACH_CREDIT | |
| PaymentMethod_BPAY | |
| PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM | |
| NUM_PaymentMethod | |
| PaymentMethod_UNSET |
enum TaxAdvantageType
| Values | Descriptions |
|---|---|
| TaxAdvantageType_NONE_NOT_APPLICABLE | |
| TaxAdvantageType_MAXI_ISA | |
| TaxAdvantageType_TESSA | |
| TaxAdvantageType_MINI_CASH_ISA | |
| TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA | |
| TaxAdvantageType_MINI_INSURANCE_ISA | |
| TaxAdvantageType_CURRENT_YEAR_PAYMENT | |
| TaxAdvantageType_PRIOR_YEAR_PAYMENT | |
| TaxAdvantageType_ASSET_TRANSFER | |
| TaxAdvantageType_EMPLOYEE_9 | |
| TaxAdvantageType_EMPLOYEE_10 | |
| TaxAdvantageType_EMPLOYER_11 | |
| TaxAdvantageType_EMPLOYER_12 | |
| TaxAdvantageType_NON_FUND_PROTOTYPE_IRA | |
| TaxAdvantageType_NON_FUND_QUALIFIED_PLAN | |
| TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN | |
| TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_16 | |
| TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_17 | |
| TaxAdvantageType_KEOGH | |
| TaxAdvantageType_PROFIT_SHARING_PLAN | |
| TaxAdvantageType_401 | |
| TaxAdvantageType_SELF_DIRECTED_IRA | |
| TaxAdvantageType_403 | |
| TaxAdvantageType_457 | |
| TaxAdvantageType_ROTH_IRA_24 | |
| TaxAdvantageType_ROTH_IRA_25 | |
| TaxAdvantageType_ROTH_CONVERSION_IRA_26 | |
| TaxAdvantageType_ROTH_CONVERSION_IRA_27 | |
| TaxAdvantageType_EDUCATION_IRA_28 | |
| TaxAdvantageType_EDUCATION_IRA_29 | |
| TaxAdvantageType_OTHER | |
| NUM_TaxAdvantageType | |
| TaxAdvantageType_UNSET |
enum FundRenewWaiv
| Values | Descriptions |
|---|---|
| FundRenewWaiv_NO | |
| FundRenewWaiv_YES | |
| NUM_FundRenewWaiv | |
| FundRenewWaiv_UNSET |
enum RegistStatus
| Values | Descriptions |
|---|---|
| RegistStatus_ACCEPTED | |
| RegistStatus_REJECTED | |
| RegistStatus_HELD | |
| RegistStatus_REMINDER | |
| NUM_RegistStatus | |
| RegistStatus_UNSET |
enum RegistRejReasonCode
| Values | Descriptions |
|---|---|
| RegistRejReasonCode_INVALID_UNACCEPTABLE_ACCOUNT_TYPE | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_OWNERSHIP_TYPE | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETAILS | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_SEQ_NO | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DETAILS | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DETAILS | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID | |
| RegistRejReasonCode_INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_DATE_OF_BIRTH | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE | |
| RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM | |
| RegistRejReasonCode_OTHER | |
| NUM_RegistRejReasonCode | |
| RegistRejReasonCode_UNSET |
enum RegistTransType
| Values | Descriptions |
|---|---|
| RegistTransType_NEW | |
| RegistTransType_CANCEL | |
| RegistTransType_REPLACE | |
| NUM_RegistTransType | |
| RegistTransType_UNSET |
enum OwnershipType
| Values | Descriptions |
|---|---|
| OwnershipType_JOINT_INVESTORS | |
| OwnershipType_TENANTS_IN_COMMON | |
| OwnershipType_JOINT_TRUSTEES | |
| NUM_OwnershipType | |
| OwnershipType_UNSET |
enum ContAmtType
| Values | Descriptions |
|---|---|
| ContAmtType_COMMISSION_AMOUNT | |
| ContAmtType_COMMISSION_PERCENT | |
| ContAmtType_INITIAL_CHARGE_AMOUNT | |
| ContAmtType_INITIAL_CHARGE_PERCENT | |
| ContAmtType_DISCOUNT_AMOUNT | |
| ContAmtType_DISCOUNT_PERCENT | |
| ContAmtType_DILUTION_LEVY_AMOUNT | |
| ContAmtType_DILUTION_LEVY_PERCENT | |
| ContAmtType_EXIT_CHARGE_AMOUNT | |
| ContAmtType_EXIT_CHARGE_PERCENT | |
| ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT | |
| ContAmtType_PROJECTED_FUND_VALUE | |
| ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13 | |
| ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14 | |
| ContAmtType_NET_SETTLEMENT_AMOUNT | |
| NUM_ContAmtType | |
| ContAmtType_UNSET |
enum OwnerType
| Values | Descriptions |
|---|---|
| OwnerType_INDIVIDUAL_INVESTOR | |
| OwnerType_PUBLIC_COMPANY | |
| OwnerType_PRIVATE_COMPANY | |
| OwnerType_INDIVIDUAL_TRUSTEE | |
| OwnerType_COMPANY_TRUSTEE | |
| OwnerType_PENSION_PLAN | |
| OwnerType_CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT | |
| OwnerType_TRUSTS | |
| OwnerType_FIDUCIARIES | |
| OwnerType_NETWORKING_SUB_ACCOUNT | |
| OwnerType_NON_PROFIT_ORGANIZATION | |
| OwnerType_CORPORATE_BODY | |
| OwnerType_NOMINEE | |
| NUM_OwnerType | |
| OwnerType_UNSET |
enum OrderCapacity
| Values | Descriptions |
|---|---|
| OrderCapacity_AGENCY | |
| OrderCapacity_PROPRIETARY | |
| OrderCapacity_INDIVIDUAL | |
| OrderCapacity_PRINCIPAL | |
| OrderCapacity_RISKLESS_PRINCIPAL | |
| OrderCapacity_AGENT_FOR_OTHER_MEMBER | |
| NUM_OrderCapacity | |
| OrderCapacity_UNSET |
enum OrderRestrictions
| Values | Descriptions |
|---|---|
| OrderRestrictions_PROGRAM_TRADE | |
| OrderRestrictions_INDEX_ARBITRAGE | |
| OrderRestrictions_NON_INDEX_ARBITRAGE | |
| OrderRestrictions_COMPETING_MARKET_MAKER | |
| OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY | |
| OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY | |
| OrderRestrictions_FOREIGN_ENTITY | |
| OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT | |
| OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE | |
| OrderRestrictions_RISKLESS_ARBITRAGE | |
| OrderRestrictions_ISSUER_HOLDING | |
| OrderRestrictions_ISSUE_PRICE_STABILIZATION | |
| OrderRestrictions_NON_ALGORITHMIC | |
| OrderRestrictions_ALGORITHMIC | |
| OrderRestrictions_CROSS | |
| NUM_OrderRestrictions | |
| OrderRestrictions_UNSET |
enum MassCancelRequestType
| Values | Descriptions |
|---|---|
| MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY | |
| MassCancelRequestType_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY | |
| MassCancelRequestType_CANCEL_ORDERS_FOR_A_PRODUCT | |
| MassCancelRequestType_CANCEL_ORDERS_FOR_A_CFICODE | |
| MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITYTYPE | |
| MassCancelRequestType_CANCEL_ORDERS_FOR_A_TRADING_SESSION | |
| MassCancelRequestType_CANCEL_ALL_ORDERS | |
| MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET | |
| MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT | |
| MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY_GROUP | |
| MassCancelRequestType_CANCEL_FOR_SECURITY_ISSUER | |
| MassCancelRequestType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY | |
| NUM_MassCancelRequestType | |
| MassCancelRequestType_UNSET |
enum MassCancelResponse
| Values | Descriptions |
|---|---|
| MassCancelResponse_CANCEL_REQUEST_REJECTED | |
| MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY | |
| MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY | |
| MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT | |
| MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE | |
| MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE | |
| MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION | |
| MassCancelResponse_CANCEL_ALL_ORDERS | |
| MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET | |
| MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT | |
| MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP | |
| MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER | |
| MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY | |
| NUM_MassCancelResponse | |
| MassCancelResponse_UNSET |
enum MassCancelRejectReason
| Values | Descriptions |
|---|---|
| MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED | |
| MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY | |
| MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY | |
| MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT | |
| MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE | |
| MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE | |
| MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION | |
| MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET | |
| MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT | |
| MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP | |
| MassCancelRejectReason_OTHER | |
| MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER | |
| MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY | |
| NUM_MassCancelRejectReason | |
| MassCancelRejectReason_UNSET |
enum QuoteType
| Values | Descriptions |
|---|---|
| QuoteType_INDICATIVE | |
| QuoteType_TRADEABLE | |
| QuoteType_RESTRICTED_TRADEABLE | |
| QuoteType_COUNTER | |
| NUM_QuoteType | |
| QuoteType_UNSET |
enum CashMargin
| Values | Descriptions |
|---|---|
| CashMargin_CASH | |
| CashMargin_MARGIN_OPEN | |
| CashMargin_MARGIN_CLOSE | |
| NUM_CashMargin | |
| CashMargin_UNSET |
enum Scope
| Values | Descriptions |
|---|---|
| Scope_LOCAL_MARKET | |
| Scope_NATIONAL | |
| Scope_GLOBAL | |
| NUM_Scope | |
| Scope_UNSET |
enum MDImplicitDelete
| Values | Descriptions |
|---|---|
| MDImplicitDelete_NO | |
| MDImplicitDelete_YES | |
| NUM_MDImplicitDelete | |
| MDImplicitDelete_UNSET |
enum CrossType
| Values | Descriptions |
|---|---|
| CrossType_CROSS_AON | |
| CrossType_CROSS_IOC | |
| CrossType_CROSS_ONE_SIDE | |
| CrossType_CROSS_SAME_PRICE | |
| NUM_CrossType | |
| CrossType_UNSET |
enum CrossPrioritization
| Values | Descriptions |
|---|---|
| CrossPrioritization_NONE | |
| CrossPrioritization_BUY_SIDE_IS_PRIORITIZED | |
| CrossPrioritization_SELL_SIDE_IS_PRIORITIZED | |
| NUM_CrossPrioritization | |
| CrossPrioritization_UNSET |
enum NoSides
| Values | Descriptions |
|---|---|
| NoSides_ONE_SIDE | |
| NoSides_BOTH_SIDES | |
| NUM_NoSides | |
| NoSides_UNSET |
enum SecurityListRequestType
| Values | Descriptions |
|---|---|
| SecurityListRequestType_SYMBOL | |
| SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE | |
| SecurityListRequestType_PRODUCT | |
| SecurityListRequestType_TRADINGSESSIONID | |
| SecurityListRequestType_ALL_SECURITIES | |
| SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID | |
| NUM_SecurityListRequestType | |
| SecurityListRequestType_UNSET |
enum SecurityRequestResult
| Values | Descriptions |
|---|---|
| SecurityRequestResult_VALID_REQUEST | |
| SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST | |
| SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA | |
| SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA | |
| SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE | |
| SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED | |
| NUM_SecurityRequestResult | |
| SecurityRequestResult_UNSET |
enum MultiLegRptTypeReq
| Values | Descriptions |
|---|---|
| MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY | |
| MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY | |
| MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY | |
| NUM_MultiLegRptTypeReq | |
| MultiLegRptTypeReq_UNSET |
enum TradSesStatusRejReason
| Values | Descriptions |
|---|---|
| TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID | |
| TradSesStatusRejReason_OTHER | |
| NUM_TradSesStatusRejReason | |
| TradSesStatusRejReason_UNSET |
enum TradeRequestType
| Values | Descriptions |
|---|---|
| TradeRequestType_ALL_TRADES | |
| TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST | |
| TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA | |
| TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA | |
| TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA | |
| NUM_TradeRequestType | |
| TradeRequestType_UNSET |
enum PreviouslyReported
| Values | Descriptions |
|---|---|
| PreviouslyReported_NO | |
| PreviouslyReported_YES | |
| NUM_PreviouslyReported | |
| PreviouslyReported_UNSET |
enum MatchStatus
| Values | Descriptions |
|---|---|
| MatchStatus_COMPARED_MATCHED_OR_AFFIRMED | |
| MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRMED | |
| MatchStatus_ADVISORY_OR_ALERT | |
| NUM_MatchStatus | |
| MatchStatus_UNSET |
enum MatchType
| Values | Descriptions |
|---|---|
| MatchType_ONE_PARTY_TRADE_REPORT | |
| MatchType_TWO_PARTY_TRADE_REPORT | |
| MatchType_CONFIRMED_TRADE_REPORT | |
| MatchType_AUTO_MATCH | |
| MatchType_CROSS_AUCTION | |
| MatchType_COUNTER_ORDER_SELECTION | |
| MatchType_CALL_AUCTION | |
| MatchType_ISSUING_BUY_BACK_AUCTION | |
| MatchType_ACT_ACCEPTED_TRADE | |
| MatchType_ACT_DEFAULT_TRADE | |
| MatchType_ACT_DEFAULT_AFTER_M2 | |
| MatchType_ACT_M6_MATCH | |
| MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME | |
| MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES | |
| MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME | |
| MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES | |
| MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME | |
| MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS | |
| MatchType_SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED | |
| MatchType_SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED | |
| MatchType_SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED | |
| MatchType_SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED | |
| MatchType_SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED | |
| MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH | |
| MatchType_SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH | |
| MatchType_OCS_LOCKED_IN_NON_ACT | |
| NUM_MatchType | |
| MatchType_UNSET |
enum OddLot
| Values | Descriptions |
|---|---|
| OddLot_NO | |
| OddLot_YES | |
| NUM_OddLot | |
| OddLot_UNSET |
enum ClearingInstruction
| Values | Descriptions |
|---|---|
| ClearingInstruction_PROCESS_NORMALLY | |
| ClearingInstruction_EXCLUDE_FROM_ALL_NETTING | |
| ClearingInstruction_BILATERAL_NETTING_ONLY | |
| ClearingInstruction_EX_CLEARING | |
| ClearingInstruction_SPECIAL_TRADE | |
| ClearingInstruction_MULTILATERAL_NETTING | |
| ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY | |
| ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY | |
| ClearingInstruction_MANUAL_MODE | |
| ClearingInstruction_AUTOMATIC_POSTING_MODE | |
| ClearingInstruction_AUTOMATIC_GIVE_UP_MODE | |
| ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR | |
| ClearingInstruction_CUSTOMER_TRADE | |
| ClearingInstruction_SELF_CLEARING | |
| NUM_ClearingInstruction | |
| ClearingInstruction_UNSET |
enum AccountType
| Values | Descriptions |
|---|---|
| AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS | |
| AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS | |
| AccountType_HOUSE_TRADER | |
| AccountType_FLOOR_TRADER | |
| AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED | |
| AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED | |
| AccountType_JOINT_BACK_OFFICE_ACCOUNT | |
| NUM_AccountType | |
| AccountType_UNSET |
enum CustOrderCapacity
| Values | Descriptions |
|---|---|
| CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT | |
| CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT | |
| CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER | |
| CustOrderCapacity_ALL_OTHER | |
| NUM_CustOrderCapacity | |
| CustOrderCapacity_UNSET |
enum MassStatusReqType
| Values | Descriptions |
|---|---|
| MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY | |
| MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY | |
| MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT | |
| MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE | |
| MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE | |
| MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION | |
| MassStatusReqType_STATUS_FOR_ALL_ORDERS | |
| MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID | |
| MassStatusReqType_STATUS_FOR_SECURITY_ISSUER | |
| MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY | |
| NUM_MassStatusReqType | |
| MassStatusReqType_UNSET |
enum DayBookingInst
| Values | Descriptions |
|---|---|
| DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR | |
| DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING | |
| DayBookingInst_ACCUMULATE | |
| NUM_DayBookingInst | |
| DayBookingInst_UNSET |
enum BookingUnit
| Values | Descriptions |
|---|---|
| BookingUnit_EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT | |
| BookingUnit_AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER | |
| BookingUnit_AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE | |
| NUM_BookingUnit | |
| BookingUnit_UNSET |
enum PreallocMethod
| Values | Descriptions |
|---|---|
| PreallocMethod_PRO_RATA | |
| PreallocMethod_DO_NOT_PRO_RATA | |
| NUM_PreallocMethod | |
| PreallocMethod_UNSET |
enum TradingSessionSubID
| Values | Descriptions |
|---|---|
| TradingSessionSubID_PRE_TRADING | |
| TradingSessionSubID_OPENING_OR_OPENING_AUCTION | |
| TradingSessionSubID_3 | |
| TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION | |
| TradingSessionSubID_POST_TRADING | |
| TradingSessionSubID_INTRADAY_AUCTION | |
| TradingSessionSubID_QUIESCENT | |
| NUM_TradingSessionSubID | |
| TradingSessionSubID_UNSET |
enum AllocType
| Values | Descriptions |
|---|---|
| AllocType_CALCULATED | |
| AllocType_PRELIMINARY | |
| AllocType_SELLSIDE_CALCULATED_USING_PRELIMINARY | |
| AllocType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY | |
| AllocType_READY_TO_BOOK | |
| AllocType_BUYSIDE_READY_TO_BOOK | |
| AllocType_WAREHOUSE_INSTRUCTION | |
| AllocType_REQUEST_TO_INTERMEDIARY | |
| AllocType_ACCEPT | |
| AllocType_REJECT | |
| AllocType_ACCEPT_PENDING | |
| AllocType_INCOMPLETE_GROUP | |
| AllocType_COMPLETE_GROUP | |
| AllocType_REVERSAL_PENDING | |
| NUM_AllocType | |
| AllocType_UNSET |
enum ClearingFeeIndicator
| Values | Descriptions |
|---|---|
| ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT | |
| ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT | |
| ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT | |
| ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT | |
| ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT | |
| ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT | |
| ClearingFeeIndicator_CBOE_MEMBER | |
| ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER | |
| ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER | |
| ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS | |
| ClearingFeeIndicator_106H_AND_106J_FIRMS | |
| ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS | |
| ClearingFeeIndicator_LESSEE_106F_EMPLOYEES | |
| ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES | |
| NUM_ClearingFeeIndicator | |
| ClearingFeeIndicator_UNSET |
enum WorkingIndicator
| Values | Descriptions |
|---|---|
| WorkingIndicator_NO | |
| WorkingIndicator_YES | |
| NUM_WorkingIndicator | |
| WorkingIndicator_UNSET |
enum PriorityIndicator
| Values | Descriptions |
|---|---|
| PriorityIndicator_PRIORITY_UNCHANGED | |
| PriorityIndicator_LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE | |
| NUM_PriorityIndicator | |
| PriorityIndicator_UNSET |
enum LegalConfirm
| Values | Descriptions |
|---|---|
| LegalConfirm_NO | |
| LegalConfirm_YES | |
| NUM_LegalConfirm | |
| LegalConfirm_UNSET |
enum QuoteRequestRejectReason
| Values | Descriptions |
|---|---|
| QuoteRequestRejectReason_UNKNOWN_SYMBOL | |
| QuoteRequestRejectReason_EXCHANGE | |
| QuoteRequestRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT | |
| QuoteRequestRejectReason_TOO_LATE_TO_ENTER | |
| QuoteRequestRejectReason_INVALID_PRICE | |
| QuoteRequestRejectReason_NOT_AUTHORIZED_TO_REQUEST_QUOTE | |
| QuoteRequestRejectReason_NO_MATCH_FOR_INQUIRY | |
| QuoteRequestRejectReason_NO_MARKET_FOR_INSTRUMENT | |
| QuoteRequestRejectReason_NO_INVENTORY | |
| QuoteRequestRejectReason_PASS | |
| QuoteRequestRejectReason_INSUFFICIENT_CREDIT | |
| QuoteRequestRejectReason_OTHER | |
| NUM_QuoteRequestRejectReason | |
| QuoteRequestRejectReason_UNSET |
enum AcctIDSource
| Values | Descriptions |
|---|---|
| AcctIDSource_BIC | |
| AcctIDSource_SID_CODE | |
| AcctIDSource_TFM | |
| AcctIDSource_OMGEO | |
| AcctIDSource_DTCC_CODE | |
| AcctIDSource_OTHER | |
| NUM_AcctIDSource | |
| AcctIDSource_UNSET |
enum ConfirmStatus
| Values | Descriptions |
|---|---|
| ConfirmStatus_RECEIVED | |
| ConfirmStatus_MISMATCHED_ACCOUNT | |
| ConfirmStatus_MISSING_SETTLEMENT_INSTRUCTIONS | |
| ConfirmStatus_CONFIRMED | |
| ConfirmStatus_REQUEST_REJECTED | |
| NUM_ConfirmStatus | |
| ConfirmStatus_UNSET |
enum ConfirmTransType
| Values | Descriptions |
|---|---|
| ConfirmTransType_NEW | |
| ConfirmTransType_REPLACE | |
| ConfirmTransType_CANCEL | |
| NUM_ConfirmTransType | |
| ConfirmTransType_UNSET |
enum DeliveryForm
| Values | Descriptions |
|---|---|
| DeliveryForm_BOOK_ENTRY | |
| DeliveryForm_BEARER | |
| NUM_DeliveryForm | |
| DeliveryForm_UNSET |
enum LegSwapType
| Values | Descriptions |
|---|---|
| LegSwapType_PAR_FOR_PAR | |
| LegSwapType_MODIFIED_DURATION | |
| LegSwapType_RISK | |
| LegSwapType_PROCEEDS | |
| NUM_LegSwapType | |
| LegSwapType_UNSET |
enum QuotePriceType
| Values | Descriptions |
|---|---|
| QuotePriceType_PERCENT | |
| QuotePriceType_PER_SHARE | |
| QuotePriceType_FIXED_AMOUNT | |
| QuotePriceType_DISCOUNT | |
| QuotePriceType_PREMIUM | |
| QuotePriceType_SPREAD | |
| QuotePriceType_TED_PRICE | |
| QuotePriceType_TED_YIELD | |
| QuotePriceType_YIELD_SPREAD | |
| QuotePriceType_YIELD | |
| NUM_QuotePriceType | |
| QuotePriceType_UNSET |
enum QuoteRespType
| Values | Descriptions |
|---|---|
| QuoteRespType_HIT_LIFT | |
| QuoteRespType_COUNTER | |
| QuoteRespType_EXPIRED | |
| QuoteRespType_COVER | |
| QuoteRespType_DONE_AWAY | |
| QuoteRespType_PASS | |
| QuoteRespType_END_TRADE | |
| QuoteRespType_TIMED_OUT | |
| NUM_QuoteRespType | |
| QuoteRespType_UNSET |
enum PosType
| Values | Descriptions |
|---|---|
| PosType_ALLOCATION_TRADE_QTY | |
| PosType_OPTION_ASSIGNMENT | |
| PosType_AS_OF_TRADE_QTY | |
| PosType_DELIVERY_QTY | |
| PosType_ELECTRONIC_TRADE_QTY | |
| PosType_OPTION_EXERCISE_QTY | |
| PosType_END_OF_DAY_QTY | |
| PosType_INTRA_SPREAD_QTY | |
| PosType_INTER_SPREAD_QTY | |
| PosType_ADJUSTMENT_QTY | |
| PosType_PIT_TRADE_QTY | |
| PosType_START_OF_DAY_QTY | |
| PosType_INTEGRAL_SPLIT | |
| PosType_TRANSACTION_FROM_ASSIGNMENT | |
| PosType_TOTAL_TRANSACTION_QTY | |
| PosType_TRANSACTION_QUANTITY | |
| PosType_TRANSFER_TRADE_QTY | |
| PosType_TRANSACTION_FROM_EXERCISE | |
| PosType_CROSS_MARGIN_QTY | |
| PosType_RECEIVE_QUANTITY | |
| PosType_CORPORATE_ACTION_ADJUSTMENT | |
| PosType_DELIVERY_NOTICE_QTY | |
| PosType_EXCHANGE_FOR_PHYSICAL_QTY | |
| PosType_PRIVATELY_NEGOTIATED_TRADE_QTY | |
| PosType_NET_DELTA_QTY | |
| PosType_CREDIT_EVENT_ADJUSTMENT | |
| PosType_SUCCESSION_EVENT_ADJUSTMENT | |
| NUM_PosType | |
| PosType_UNSET |
enum PosQtyStatus
| Values | Descriptions |
|---|---|
| PosQtyStatus_SUBMITTED | |
| PosQtyStatus_ACCEPTED | |
| PosQtyStatus_REJECTED | |
| NUM_PosQtyStatus | |
| PosQtyStatus_UNSET |
enum PosAmtType
| Values | Descriptions |
|---|---|
| PosAmtType_CASH_AMOUNT | |
| PosAmtType_CASH_RESIDUAL_AMOUNT | |
| PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT | |
| PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT | |
| PosAmtType_PREMIUM_AMOUNT | |
| PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT | |
| PosAmtType_TRADE_VARIATION_AMOUNT | |
| PosAmtType_VALUE_ADJUSTED_AMOUNT | |
| PosAmtType_SETTLEMENT_VALUE | |
| PosAmtType_INITIAL_TRADE_COUPON_AMOUNT | |
| PosAmtType_ACCRUED_COUPON_AMOUNT | |
| PosAmtType_COUPON_AMOUNT | |
| PosAmtType_INCREMENTAL_ACCRUED_COUPON | |
| PosAmtType_COLLATERALIZED_MARK_TO_MARKET | |
| PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET | |
| PosAmtType_COMPENSATION_AMOUNT | |
| PosAmtType_TOTAL_BANKED_AMOUNT | |
| PosAmtType_TOTAL_COLLATERALIZED_AMOUNT | |
| NUM_PosAmtType | |
| PosAmtType_UNSET |
enum PosTransType
| Values | Descriptions |
|---|---|
| PosTransType_EXERCISE | |
| PosTransType_DO_NOT_EXERCISE | |
| PosTransType_POSITION_ADJUSTMENT | |
| PosTransType_POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION | |
| PosTransType_PLEDGE | |
| PosTransType_LARGE_TRADER_SUBMISSION | |
| NUM_PosTransType | |
| PosTransType_UNSET |
enum PosMaintAction
| Values | Descriptions |
|---|---|
| PosMaintAction_NEW | |
| PosMaintAction_REPLACE | |
| PosMaintAction_CANCEL | |
| PosMaintAction_REVERSE | |
| NUM_PosMaintAction | |
| PosMaintAction_UNSET |
enum SettlSessID
| Values | Descriptions |
|---|---|
| SettlSessID_INTRADAY | |
| SettlSessID_REGULAR_TRADING_HOURS | |
| SettlSessID_ELECTRONIC_TRADING_HOURS | |
| SettlSessID_END_OF_DAY | |
| NUM_SettlSessID | |
| SettlSessID_UNSET |
enum AdjustmentType
| Values | Descriptions |
|---|---|
| AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION | |
| AdjustmentType_DELTA_PLUS | |
| AdjustmentType_DELTA_MINUS | |
| AdjustmentType_FINAL | |
| NUM_AdjustmentType | |
| AdjustmentType_UNSET |
enum PosMaintStatus
| Values | Descriptions |
|---|---|
| PosMaintStatus_ACCEPTED | |
| PosMaintStatus_ACCEPTED_WITH_WARNINGS | |
| PosMaintStatus_REJECTED | |
| PosMaintStatus_COMPLETED | |
| PosMaintStatus_COMPLETED_WITH_WARNINGS | |
| NUM_PosMaintStatus | |
| PosMaintStatus_UNSET |
enum PosMaintResult
| Values | Descriptions |
|---|---|
| PosMaintResult_SUCCESSFUL_COMPLETION | |
| PosMaintResult_REJECTED | |
| PosMaintResult_OTHER | |
| NUM_PosMaintResult | |
| PosMaintResult_UNSET |
enum PosReqType
| Values | Descriptions |
|---|---|
| PosReqType_POSITIONS | |
| PosReqType_TRADES | |
| PosReqType_EXERCISES | |
| PosReqType_ASSIGNMENTS | |
| PosReqType_SETTLEMENT_ACTIVITY | |
| PosReqType_BACKOUT_MESSAGE | |
| PosReqType_DELTA_POSITIONS | |
| NUM_PosReqType | |
| PosReqType_UNSET |
enum ResponseTransportType
| Values | Descriptions |
|---|---|
| ResponseTransportType_INBAND | |
| ResponseTransportType_OUT_OF_BAND | |
| NUM_ResponseTransportType | |
| ResponseTransportType_UNSET |
enum PosReqResult
| Values | Descriptions |
|---|---|
| PosReqResult_VALID_REQUEST | |
| PosReqResult_INVALID_OR_UNSUPPORTED_REQUEST | |
| PosReqResult_NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA | |
| PosReqResult_NOT_AUTHORIZED_TO_REQUEST_POSITIONS | |
| PosReqResult_REQUEST_FOR_POSITION_NOT_SUPPORTED | |
| PosReqResult_OTHER | |
| NUM_PosReqResult | |
| PosReqResult_UNSET |
enum PosReqStatus
| Values | Descriptions |
|---|---|
| PosReqStatus_COMPLETED | |
| PosReqStatus_COMPLETED_WITH_WARNINGS | |
| PosReqStatus_REJECTED | |
| NUM_PosReqStatus | |
| PosReqStatus_UNSET |
enum SettlPriceType
| Values | Descriptions |
|---|---|
| SettlPriceType_FINAL | |
| SettlPriceType_THEORETICAL | |
| NUM_SettlPriceType | |
| SettlPriceType_UNSET |
enum AssignmentMethod
| Values | Descriptions |
|---|---|
| AssignmentMethod_PRO_RATA | |
| AssignmentMethod_RANDOM | |
| NUM_AssignmentMethod | |
| AssignmentMethod_UNSET |
enum ExerciseMethod
| Values | Descriptions |
|---|---|
| ExerciseMethod_AUTOMATIC | |
| ExerciseMethod_MANUAL | |
| NUM_ExerciseMethod | |
| ExerciseMethod_UNSET |
enum TradeRequestResult
| Values | Descriptions |
|---|---|
| TradeRequestResult_SUCCESSFUL | |
| TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT | |
| TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED | |
| TradeRequestResult_INVALID_PARTIES | |
| TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED | |
| TradeRequestResult_INVALID_DESTINATION_REQUESTED | |
| TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED | |
| TradeRequestResult_NOT_AUTHORIZED | |
| TradeRequestResult_OTHER | |
| NUM_TradeRequestResult | |
| TradeRequestResult_UNSET |
enum TradeRequestStatus
| Values | Descriptions |
|---|---|
| TradeRequestStatus_ACCEPTED | |
| TradeRequestStatus_COMPLETED | |
| TradeRequestStatus_REJECTED | |
| NUM_TradeRequestStatus | |
| TradeRequestStatus_UNSET |
enum TradeReportRejectReason
| Values | Descriptions |
|---|---|
| TradeReportRejectReason_SUCCESSFUL | |
| TradeReportRejectReason_INVALID_PARTY_ONFORMATION | |
| TradeReportRejectReason_UNKNOWN_INSTRUMENT | |
| TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES | |
| TradeReportRejectReason_INVALID_TRADE_TYPE | |
| TradeReportRejectReason_OTHER | |
| NUM_TradeReportRejectReason | |
| TradeReportRejectReason_UNSET |
enum SideMultiLegReportingType
| Values | Descriptions |
|---|---|
| SideMultiLegReportingType_SINGLE_SECURITY | |
| SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY | |
| SideMultiLegReportingType_MULTILEG_SECURITY | |
| NUM_SideMultiLegReportingType | |
| SideMultiLegReportingType_UNSET |
enum TrdRegTimestampType
| Values | Descriptions |
|---|---|
| TrdRegTimestampType_EXECUTION_TIME | |
| TrdRegTimestampType_TIME_IN | |
| TrdRegTimestampType_TIME_OUT | |
| TrdRegTimestampType_BROKER_RECEIPT | |
| TrdRegTimestampType_BROKER_EXECUTION | |
| TrdRegTimestampType_DESK_RECEIPT | |
| TrdRegTimestampType_SUBMISSION_TO_CLEARING | |
| NUM_TrdRegTimestampType | |
| TrdRegTimestampType_UNSET |
enum ConfirmType
| Values | Descriptions |
|---|---|
| ConfirmType_STATUS | |
| ConfirmType_CONFIRMATION | |
| ConfirmType_CONFIRMATION_REQUEST_REJECTED | |
| NUM_ConfirmType | |
| ConfirmType_UNSET |
enum ConfirmRejReason
| Values | Descriptions |
|---|---|
| ConfirmRejReason_MISMATCHED_ACCOUNT | |
| ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS | |
| ConfirmRejReason_OTHER | |
| NUM_ConfirmRejReason | |
| ConfirmRejReason_UNSET |
enum BookingType
| Values | Descriptions |
|---|---|
| BookingType_REGULAR_BOOKING | |
| BookingType_CFD | |
| BookingType_TOTAL_RETURN_SWAP | |
| NUM_BookingType | |
| BookingType_UNSET |
enum AllocSettlInstType
| Values | Descriptions |
|---|---|
| AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS | |
| AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED | |
| AllocSettlInstType_FULL_DETAILS_PROVIDED | |
| AllocSettlInstType_SSI_DB_IDS_PROVIDED | |
| AllocSettlInstType_PHONE_FOR_INSTRUCTIONS | |
| NUM_AllocSettlInstType | |
| AllocSettlInstType_UNSET |
enum DlvyInstType
| Values | Descriptions |
|---|---|
| DlvyInstType_CASH | |
| DlvyInstType_SECURITIES | |
| NUM_DlvyInstType | |
| DlvyInstType_UNSET |
enum TerminationType
| Values | Descriptions |
|---|---|
| TerminationType_OVERNIGHT | |
| TerminationType_TERM | |
| TerminationType_FLEXIBLE | |
| TerminationType_OPEN | |
| NUM_TerminationType | |
| TerminationType_UNSET |
enum SettlInstReqRejCode
| Values | Descriptions |
|---|---|
| SettlInstReqRejCode_UNABLE_TO_PROCESS_REQUEST | |
| SettlInstReqRejCode_UNKNOWN_ACCOUNT | |
| SettlInstReqRejCode_NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND | |
| SettlInstReqRejCode_OTHER | |
| NUM_SettlInstReqRejCode | |
| SettlInstReqRejCode_UNSET |
enum AllocReportType
| Values | Descriptions |
|---|---|
| AllocReportType_PRELIMINARY_REQUEST_TO_INTERMEDIARY | |
| AllocReportType_SELLSIDE_CALCULATED_USING_PRELIMINARY | |
| AllocReportType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY | |
| AllocReportType_WAREHOUSE_RECAP | |
| AllocReportType_REQUEST_TO_INTERMEDIARY | |
| AllocReportType_ACCEPT | |
| AllocReportType_REJECT | |
| AllocReportType_ACCEPT_PENDING | |
| AllocReportType_COMPLETE | |
| AllocReportType_REVERSE_PENDING | |
| NUM_AllocReportType | |
| AllocReportType_UNSET |
enum AllocCancReplaceReason
| Values | Descriptions |
|---|---|
| AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT | |
| AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS | |
| AllocCancReplaceReason_OTHER | |
| NUM_AllocCancReplaceReason | |
| AllocCancReplaceReason_UNSET |
enum AllocAccountType
| Values | Descriptions |
|---|---|
| AllocAccountType_ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS | |
| AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS | |
| AllocAccountType_HOUSE_TRADER | |
| AllocAccountType_FLOOR_TRADER | |
| AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED | |
| AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED | |
| AllocAccountType_JOINT_BACK_OFFICE_ACCOUNT | |
| NUM_AllocAccountType | |
| AllocAccountType_UNSET |
enum PartySubIDType
| Values | Descriptions |
|---|---|
| PartySubIDType_FIRM | |
| PartySubIDType_PERSON | |
| PartySubIDType_SYSTEM | |
| PartySubIDType_APPLICATION | |
| PartySubIDType_FULL_LEGAL_NAME_OF_FIRM | |
| PartySubIDType_POSTAL_ADDRESS | |
| PartySubIDType_PHONE_NUMBER | |
| PartySubIDType_EMAIL_ADDRESS | |
| PartySubIDType_CONTACT_NAME | |
| PartySubIDType_SECURITIES_ACCOUNT_NUMBER | |
| PartySubIDType_REGISTRATION_NUMBER | |
| PartySubIDType_REGISTERED_ADDRESS_12 | |
| PartySubIDType_REGULATORY_STATUS | |
| PartySubIDType_REGISTRATION_NAME | |
| PartySubIDType_CASH_ACCOUNT_NUMBER | |
| PartySubIDType_BIC | |
| PartySubIDType_CSD_PARTICIPANT_MEMBER_CODE | |
| PartySubIDType_REGISTERED_ADDRESS_18 | |
| PartySubIDType_FUND_ACCOUNT_NAME | |
| PartySubIDType_TELEX_NUMBER | |
| PartySubIDType_FAX_NUMBER | |
| PartySubIDType_SECURITIES_ACCOUNT_NAME | |
| PartySubIDType_CASH_ACCOUNT_NAME | |
| PartySubIDType_DEPARTMENT | |
| PartySubIDType_LOCATION_DESK | |
| PartySubIDType_POSITION_ACCOUNT_TYPE | |
| PartySubIDType_SECURITY_LOCATE_ID | |
| PartySubIDType_MARKET_MAKER | |
| PartySubIDType_ELIGIBLE_COUNTERPARTY | |
| PartySubIDType_PROFESSIONAL_CLIENT | |
| PartySubIDType_LOCATION | |
| PartySubIDType_EXECUTION_VENUE | |
| PartySubIDType_CURRENCY_DELIVERY_IDENTIFIER | |
| NUM_PartySubIDType | |
| PartySubIDType_UNSET |
enum AllocIntermedReqType
| Values | Descriptions |
|---|---|
| AllocIntermedReqType_PENDING_ACCEPT | |
| AllocIntermedReqType_PENDING_RELEASE | |
| AllocIntermedReqType_PENDING_REVERSAL | |
| AllocIntermedReqType_ACCEPT | |
| AllocIntermedReqType_BLOCK_LEVEL_REJECT | |
| AllocIntermedReqType_ACCOUNT_LEVEL_REJECT | |
| NUM_AllocIntermedReqType | |
| AllocIntermedReqType_UNSET |
enum ApplQueueResolution
| Values | Descriptions |
|---|---|
| ApplQueueResolution_NO_ACTION_TAKEN | |
| ApplQueueResolution_QUEUE_FLUSHED | |
| ApplQueueResolution_OVERLAY_LAST | |
| ApplQueueResolution_END_SESSION | |
| NUM_ApplQueueResolution | |
| ApplQueueResolution_UNSET |
enum ApplQueueAction
| Values | Descriptions |
|---|---|
| ApplQueueAction_NO_ACTION_TAKEN | |
| ApplQueueAction_QUEUE_FLUSHED | |
| ApplQueueAction_OVERLAY_LAST | |
| ApplQueueAction_END_SESSION | |
| NUM_ApplQueueAction | |
| ApplQueueAction_UNSET |
enum AvgPxIndicator
| Values | Descriptions |
|---|---|
| AvgPxIndicator_NO_AVERAGE_PRICING | |
| AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID | |
| AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID | |
| NUM_AvgPxIndicator | |
| AvgPxIndicator_UNSET |
enum TradeAllocIndicator
| Values | Descriptions |
|---|---|
| TradeAllocIndicator_ALLOCATION_NOT_REQUIRED | |
| TradeAllocIndicator_ALLOCATION_REQUIRED | |
| TradeAllocIndicator_USE_ALLOCATION_PROVIDED_WITH_THE_TRADE | |
| TradeAllocIndicator_ALLOCATION_GIVE_UP_EXECUTOR | |
| TradeAllocIndicator_ALLOCATION_FROM_EXECUTOR | |
| TradeAllocIndicator_ALLOCATION_TO_CLAIM_ACCOUNT | |
| NUM_TradeAllocIndicator | |
| TradeAllocIndicator_UNSET |
enum ExpirationCycle
| Values | Descriptions |
|---|---|
| ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE | |
| ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN | |
| ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE | |
| NUM_ExpirationCycle | |
| ExpirationCycle_UNSET |
enum TrdType
| Values | Descriptions |
|---|---|
| TrdType_REGULAR_TRADE | |
| TrdType_BLOCK_TRADE_1 | |
| TrdType_EFP | |
| TrdType_TRANSFER | |
| TrdType_LATE_TRADE | |
| TrdType_T_TRADE | |
| TrdType_WEIGHTED_AVERAGE_PRICE_TRADE | |
| TrdType_BUNCHED_TRADE | |
| TrdType_LATE_BUNCHED_TRADE | |
| TrdType_PRIOR_REFERENCE_PRICE_TRADE | |
| TrdType_AFTER_HOURS_TRADE | |
| TrdType_EXCHANGE_FOR_RISK | |
| TrdType_EXCHANGE_FOR_SWAP | |
| TrdType_EXCHANGE_OF_FUTURES_FOR | |
| TrdType_EXCHANGE_OF_OPTIONS_FOR_OPTIONS | |
| TrdType_TRADING_AT_SETTLEMENT | |
| TrdType_ALL_OR_NONE | |
| TrdType_FUTURES_LARGE_ORDER_EXECUTION | |
| TrdType_EXCHANGE_OF_FUTURES_FOR_FUTURES | |
| TrdType_OPTION_INTERIM_TRADE | |
| TrdType_OPTION_CABINET_TRADE | |
| TrdType_PRIVATELY_NEGOTIATED_TRADES | |
| TrdType_SUBSTITUTION_OF_FUTURES_FOR_FORWARDS | |
| TrdType_NON_STANDARD_SETTLEMENT | |
| TrdType_DERIVATIVE_RELATED_TRANSACTION | |
| TrdType_PORTFOLIO_TRADE | |
| TrdType_VOLUME_WEIGHTED_AVERAGE_TRADE | |
| TrdType_EXCHANGE_GRANTED_TRADE | |
| TrdType_REPURCHASE_AGREEMENT | |
| TrdType_OTC | |
| TrdType_EXCHANGE_BASIS_FACILITY | |
| TrdType_ERROR_TRADE | |
| TrdType_SPECIAL_CUM_DIVIDEND | |
| TrdType_SPECIAL_EX_DIVIDEND | |
| TrdType_SPECIAL_CUM_COUPON | |
| TrdType_SPECIAL_EX_COUPON | |
| TrdType_CASH_SETTLEMENT | |
| TrdType_SPECIAL_PRICE | |
| TrdType_GUARANTEED_DELIVERY | |
| TrdType_SPECIAL_CUM_RIGHTS | |
| TrdType_SPECIAL_EX_RIGHTS | |
| TrdType_SPECIAL_CUM_CAPITAL_REPAYMENTS | |
| TrdType_SPECIAL_EX_CAPITAL_REPAYMENTS | |
| TrdType_SPECIAL_CUM_BONUS | |
| TrdType_SPECIAL_EX_BONUS | |
| TrdType_BLOCK_TRADE_38 | |
| TrdType_WORKED_PRINCIPAL_TRADE | |
| TrdType_BLOCK_TRADES | |
| TrdType_NAME_CHANGE | |
| TrdType_PORTFOLIO_TRANSFER | |
| TrdType_PROROGATION_BUY | |
| TrdType_PROROGATION_SELL | |
| TrdType_OPTION_EXERCISE | |
| TrdType_DELTA_NEUTRAL_TRANSACTION | |
| TrdType_FINANCING_TRANSACTION | |
| NUM_TrdType | |
| TrdType_UNSET |
enum TrdSubType
| Values | Descriptions |
|---|---|
| TrdSubType_CMTA | |
| TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT | |
| TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT | |
| TrdSubType_REJECT_FOR_SUBMITTING_SIDE | |
| TrdSubType_ADVISORY_FOR_CONTRA_SIDE | |
| TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION | |
| TrdSubType_ONSET_DUE_TO_AN_ALLOCATION | |
| TrdSubType_DIFFERENTIAL_SPREAD | |
| TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT | |
| TrdSubType_TRANSACTION_FROM_EXERCISE | |
| TrdSubType_TRANSACTION_FROM_ASSIGNMENT | |
| TrdSubType_ACATS | |
| TrdSubType_OFF_HOURS_TRADE | |
| TrdSubType_ON_HOURS_TRADE | |
| TrdSubType_OTC_QUOTE | |
| TrdSubType_CONVERTED_SWAP | |
| TrdSubType_AI | |
| TrdSubType_B | |
| TrdSubType_K | |
| TrdSubType_LC | |
| TrdSubType_M | |
| TrdSubType_N | |
| TrdSubType_NM | |
| TrdSubType_NR | |
| TrdSubType_P | |
| TrdSubType_PA | |
| TrdSubType_PC | |
| TrdSubType_PN | |
| TrdSubType_R | |
| TrdSubType_RO | |
| TrdSubType_RT | |
| TrdSubType_SW | |
| TrdSubType_T | |
| TrdSubType_WN | |
| TrdSubType_WT | |
| TrdSubType_CROSSED_TRADE | |
| TrdSubType_INTERIM_PROTECTED_TRADE | |
| TrdSubType_LARGE_IN_SCALE | |
| NUM_TrdSubType | |
| TrdSubType_UNSET |
enum PegMoveType
| Values | Descriptions |
|---|---|
| PegMoveType_FLOATING | |
| PegMoveType_FIXED | |
| NUM_PegMoveType | |
| PegMoveType_UNSET |
enum PegOffsetType
| Values | Descriptions |
|---|---|
| PegOffsetType_PRICE | |
| PegOffsetType_BASIS_POINTS | |
| PegOffsetType_TICKS | |
| PegOffsetType_PRICE_TIER | |
| NUM_PegOffsetType | |
| PegOffsetType_UNSET |
enum PegLimitType
| Values | Descriptions |
|---|---|
| PegLimitType_OR_BETTER | |
| PegLimitType_STRICT | |
| PegLimitType_OR_WORSE | |
| NUM_PegLimitType | |
| PegLimitType_UNSET |
enum PegRoundDirection
| Values | Descriptions |
|---|---|
| PegRoundDirection_MORE_AGGRESSIVE | |
| PegRoundDirection_MORE_PASSIVE | |
| NUM_PegRoundDirection | |
| PegRoundDirection_UNSET |
enum PegScope
| Values | Descriptions |
|---|---|
| PegScope_LOCAL | |
| PegScope_NATIONAL | |
| PegScope_GLOBAL | |
| PegScope_NATIONAL_EXCLUDING_LOCAL | |
| NUM_PegScope | |
| PegScope_UNSET |
enum DiscretionMoveType
| Values | Descriptions |
|---|---|
| DiscretionMoveType_FLOATING | |
| DiscretionMoveType_FIXED | |
| NUM_DiscretionMoveType | |
| DiscretionMoveType_UNSET |
enum DiscretionOffsetType
| Values | Descriptions |
|---|---|
| DiscretionOffsetType_PRICE | |
| DiscretionOffsetType_BASIS_POINTS | |
| DiscretionOffsetType_TICKS | |
| DiscretionOffsetType_PRICE_TIER | |
| NUM_DiscretionOffsetType | |
| DiscretionOffsetType_UNSET |
enum DiscretionLimitType
| Values | Descriptions |
|---|---|
| DiscretionLimitType_OR_BETTER | |
| DiscretionLimitType_STRICT | |
| DiscretionLimitType_OR_WORSE | |
| NUM_DiscretionLimitType | |
| DiscretionLimitType_UNSET |
enum DiscretionRoundDirection
| Values | Descriptions |
|---|---|
| DiscretionRoundDirection_MORE_AGGRESSIVE | |
| DiscretionRoundDirection_MORE_PASSIVE | |
| NUM_DiscretionRoundDirection | |
| DiscretionRoundDirection_UNSET |
enum DiscretionScope
| Values | Descriptions |
|---|---|
| DiscretionScope_LOCAL | |
| DiscretionScope_NATIONAL | |
| DiscretionScope_GLOBAL | |
| DiscretionScope_NATIONAL_EXCLUDING_LOCAL | |
| NUM_DiscretionScope | |
| DiscretionScope_UNSET |
enum TargetStrategy
| Values | Descriptions |
|---|---|
| TargetStrategy_VWAP | |
| TargetStrategy_PARTICIPATE | |
| TargetStrategy_MININIZE_MARKET_IMPACT | |
| NUM_TargetStrategy | |
| TargetStrategy_UNSET |
enum LastLiquidityInd
| Values | Descriptions |
|---|---|
| LastLiquidityInd_ADDED_LIQUIDITY | |
| LastLiquidityInd_REMOVED_LIQUIDITY | |
| LastLiquidityInd_LIQUIDITY_ROUTED_OUT | |
| LastLiquidityInd_AUCTION | |
| NUM_LastLiquidityInd | |
| LastLiquidityInd_UNSET |
enum PublishTrdIndicator
| Values | Descriptions |
|---|---|
| PublishTrdIndicator_NO | |
| PublishTrdIndicator_YES | |
| NUM_PublishTrdIndicator | |
| PublishTrdIndicator_UNSET |
enum ShortSaleReason
| Values | Descriptions |
|---|---|
| ShortSaleReason_DEALER_SOLD_SHORT | |
| ShortSaleReason_DEALER_SOLD_SHORT_EXEMPT | |
| ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT | |
| ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT_EXEMPT | |
| ShortSaleReason_QUALIFIED_SERVICE_REPRESENTATIVE | |
| ShortSaleReason_QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT | |
| NUM_ShortSaleReason | |
| ShortSaleReason_UNSET |
enum QtyType
| Values | Descriptions |
|---|---|
| QtyType_UNITS | |
| QtyType_CONTRACTS | |
| QtyType_UNITS_OF_MEASURE_PER_TIME_UNIT | |
| NUM_QtyType | |
| QtyType_UNSET |
enum TradeReportType
| Values | Descriptions |
|---|---|
| TradeReportType_SUBMIT | |
| TradeReportType_ALLEGED_1 | |
| TradeReportType_ACCEPT | |
| TradeReportType_DECLINE | |
| TradeReportType_ADDENDUM | |
| TradeReportType_NO_WAS | |
| TradeReportType_TRADE_REPORT_CANCEL | |
| TradeReportType_7 | |
| TradeReportType_DEFAULTED | |
| TradeReportType_INVALID_CMTA | |
| TradeReportType_PENDED | |
| TradeReportType_ALLEGED_NEW | |
| TradeReportType_ALLEGED_ADDENDUM | |
| TradeReportType_ALLEGED_NO_WAS | |
| TradeReportType_ALLEGED_TRADE_REPORT_CANCEL | |
| TradeReportType_ALLEGED_15 | |
| NUM_TradeReportType | |
| TradeReportType_UNSET |
enum AllocNoOrdersType
| Values | Descriptions |
|---|---|
| AllocNoOrdersType_NOT_SPECIFIED | |
| AllocNoOrdersType_EXPLICIT_LIST_PROVIDED | |
| NUM_AllocNoOrdersType | |
| AllocNoOrdersType_UNSET |
enum EventType
| Values | Descriptions |
|---|---|
| EventType_PUT | |
| EventType_CALL | |
| EventType_TENDER | |
| EventType_SINKING_FUND_CALL | |
| EventType_ACTIVATION | |
| EventType_INACTIVIATION | |
| EventType_LAST_ELIGIBLE_TRADE_DATE | |
| EventType_SWAP_START_DATE | |
| EventType_SWAP_END_DATE | |
| EventType_SWAP_ROLL_DATE | |
| EventType_SWAP_NEXT_START_DATE | |
| EventType_SWAP_NEXT_ROLL_DATE | |
| EventType_FIRST_DELIVERY_DATE | |
| EventType_LAST_DELIVERY_DATE | |
| EventType_INITIAL_INVENTORY_DUE_DATE | |
| EventType_FINAL_INVENTORY_DUE_DATE | |
| EventType_FIRST_INTENT_DATE | |
| EventType_LAST_INTENT_DATE | |
| EventType_POSITION_REMOVAL_DATE | |
| EventType_OTHER | |
| NUM_EventType | |
| EventType_UNSET |
enum InstrAttribType
| Values | Descriptions |
|---|---|
| InstrAttribType_FLAT | |
| InstrAttribType_ZERO_COUPON | |
| InstrAttribType_INTEREST_BEARING | |
| InstrAttribType_NO_PERIODIC_PAYMENTS | |
| InstrAttribType_VARIABLE_RATE | |
| InstrAttribType_LESS_FEE_FOR_PUT | |
| InstrAttribType_STEPPED_COUPON | |
| InstrAttribType_COUPON_PERIOD | |
| InstrAttribType_WHEN_AND_IF_ISSUED | |
| InstrAttribType_ORIGINAL_ISSUE_DISCOUNT | |
| InstrAttribType_CALLABLE_PUTTABLE | |
| InstrAttribType_ESCROWED_TO_MATURITY | |
| InstrAttribType_ESCROWED_TO_REDEMPTION_DATE | |
| InstrAttribType_PRE_REFUNDED | |
| InstrAttribType_IN_DEFAULT | |
| InstrAttribType_UNRATED | |
| InstrAttribType_TAXABLE | |
| InstrAttribType_INDEXED | |
| InstrAttribType_SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX | |
| InstrAttribType_ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE | |
| InstrAttribType_CALLABLE_BELOW_MATURITY_VALUE | |
| InstrAttribType_CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED | |
| InstrAttribType_PRICE_TICK_RULES_FOR_SECURITY | |
| InstrAttribType_TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY | |
| InstrAttribType_INSTRUMENT_DENOMINATOR | |
| InstrAttribType_INSTRUMENT_NUMERATOR | |
| InstrAttribType_INSTRUMENT_PRICE_PRECISION | |
| InstrAttribType_INSTRUMENT_STRIKE_PRICE | |
| InstrAttribType_TRADEABLE_INDICATOR | |
| InstrAttribType_TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE | |
| NUM_InstrAttribType | |
| InstrAttribType_UNSET |
enum CPProgram
| Values | Descriptions |
|---|---|
| CPProgram_3 | |
| CPProgram_4 | |
| CPProgram_OTHER | |
| NUM_CPProgram | |
| CPProgram_UNSET |
enum MiscFeeBasis
| Values | Descriptions |
|---|---|
| MiscFeeBasis_ABSOLUTE | |
| MiscFeeBasis_PER_UNIT | |
| MiscFeeBasis_PERCENTAGE | |
| NUM_MiscFeeBasis | |
| MiscFeeBasis_UNSET |
enum LastFragment
| Values | Descriptions |
|---|---|
| LastFragment_NO | |
| LastFragment_YES | |
| NUM_LastFragment | |
| LastFragment_UNSET |
enum CollAsgnReason
| Values | Descriptions |
|---|---|
| CollAsgnReason_INITIAL | |
| CollAsgnReason_SCHEDULED | |
| CollAsgnReason_TIME_WARNING | |
| CollAsgnReason_MARGIN_DEFICIENCY | |
| CollAsgnReason_MARGIN_EXCESS | |
| CollAsgnReason_FORWARD_COLLATERAL_DEMAND | |
| CollAsgnReason_EVENT_OF_DEFAULT | |
| CollAsgnReason_ADVERSE_TAX_EVENT | |
| NUM_CollAsgnReason | |
| CollAsgnReason_UNSET |
enum CollInquiryQualifier
| Values | Descriptions |
|---|---|
| CollInquiryQualifier_TRADE_DATE | |
| CollInquiryQualifier_GC_INSTRUMENT | |
| CollInquiryQualifier_COLLATERAL_INSTRUMENT | |
| CollInquiryQualifier_SUBSTITUTION_ELIGIBLE | |
| CollInquiryQualifier_NOT_ASSIGNED | |
| CollInquiryQualifier_PARTIALLY_ASSIGNED | |
| CollInquiryQualifier_FULLY_ASSIGNED | |
| CollInquiryQualifier_OUTSTANDING_TRADES | |
| NUM_CollInquiryQualifier | |
| CollInquiryQualifier_UNSET |
enum CollAsgnTransType
| Values | Descriptions |
|---|---|
| CollAsgnTransType_NEW | |
| CollAsgnTransType_REPLACE | |
| CollAsgnTransType_CANCEL | |
| CollAsgnTransType_RELEASE | |
| CollAsgnTransType_REVERSE | |
| NUM_CollAsgnTransType | |
| CollAsgnTransType_UNSET |
enum CollAsgnRespType
| Values | Descriptions |
|---|---|
| CollAsgnRespType_RECEIVED | |
| CollAsgnRespType_ACCEPTED | |
| CollAsgnRespType_DECLINED | |
| CollAsgnRespType_REJECTED | |
| NUM_CollAsgnRespType | |
| CollAsgnRespType_UNSET |
enum CollAsgnRejectReason
| Values | Descriptions |
|---|---|
| CollAsgnRejectReason_UNKNOWN_DEAL | |
| CollAsgnRejectReason_UNKNOWN_OR_INVALID_INSTRUMENT | |
| CollAsgnRejectReason_UNAUTHORIZED_TRANSACTION | |
| CollAsgnRejectReason_INSUFFICIENT_COLLATERAL | |
| CollAsgnRejectReason_INVALID_TYPE_OF_COLLATERAL | |
| CollAsgnRejectReason_EXCESSIVE_SUBSTITUTION | |
| CollAsgnRejectReason_OTHER | |
| NUM_CollAsgnRejectReason | |
| CollAsgnRejectReason_UNSET |
enum CollStatus
| Values | Descriptions |
|---|---|
| CollStatus_UNASSIGNED | |
| CollStatus_PARTIALLY_ASSIGNED | |
| CollStatus_ASSIGNMENT_PROPOSED | |
| CollStatus_ASSIGNED | |
| CollStatus_CHALLENGED | |
| NUM_CollStatus | |
| CollStatus_UNSET |
enum LastRptRequested
| Values | Descriptions |
|---|---|
| LastRptRequested_NO | |
| LastRptRequested_YES | |
| NUM_LastRptRequested | |
| LastRptRequested_UNSET |
enum DeliveryType
| Values | Descriptions |
|---|---|
| DeliveryType_VERSUS_PAYMENT_DELIVER | |
| DeliveryType_FREE_DELIVER | |
| DeliveryType_TRI_PARTY | |
| DeliveryType_HOLD_IN_CUSTODY | |
| NUM_DeliveryType | |
| DeliveryType_UNSET |
enum UserRequestType
| Values | Descriptions |
|---|---|
| UserRequestType_LOG_ON_USER | |
| UserRequestType_LOG_OFF_USER | |
| UserRequestType_CHANGE_PASSWORD_FOR_USER | |
| UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS | |
| NUM_UserRequestType | |
| UserRequestType_UNSET |
enum UserStatus
| Values | Descriptions |
|---|---|
| UserStatus_LOGGED_IN | |
| UserStatus_NOT_LOGGED_IN | |
| UserStatus_USER_NOT_RECOGNISED | |
| UserStatus_PASSWORD_INCORRECT | |
| UserStatus_PASSWORD_CHANGED | |
| UserStatus_OTHER | |
| UserStatus_FORCED_USER_LOGOUT_BY_EXCHANGE | |
| UserStatus_SESSION_SHUTDOWN_WARNING | |
| NUM_UserStatus | |
| UserStatus_UNSET |
enum StatusValue
| Values | Descriptions |
|---|---|
| StatusValue_CONNECTED | |
| StatusValue_NOT_CONNECTED_2 | |
| StatusValue_NOT_CONNECTED_3 | |
| StatusValue_IN_PROCESS | |
| NUM_StatusValue | |
| StatusValue_UNSET |
enum NetworkRequestType
| Values | Descriptions |
|---|---|
| NetworkRequestType_SNAPSHOT | |
| NetworkRequestType_SUBSCRIBE | |
| NetworkRequestType_STOP_SUBSCRIBING | |
| NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED | |
| NUM_NetworkRequestType | |
| NetworkRequestType_UNSET |
enum NetworkStatusResponseType
| Values | Descriptions |
|---|---|
| NetworkStatusResponseType_FULL | |
| NetworkStatusResponseType_INCREMENTAL_UPDATE | |
| NUM_NetworkStatusResponseType | |
| NetworkStatusResponseType_UNSET |
enum TrdRptStatus
| Values | Descriptions |
|---|---|
| TrdRptStatus_ACCEPTED | |
| TrdRptStatus_REJECTED | |
| TrdRptStatus_ACCEPTED_WITH_ERRORS | |
| NUM_TrdRptStatus | |
| TrdRptStatus_UNSET |
enum AffirmStatus
| Values | Descriptions |
|---|---|
| AffirmStatus_RECEIVED | |
| AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED | |
| AffirmStatus_AFFIRMED | |
| NUM_AffirmStatus | |
| AffirmStatus_UNSET |
enum CollAction
| Values | Descriptions |
|---|---|
| CollAction_RETAIN | |
| CollAction_ADD | |
| CollAction_REMOVE | |
| NUM_CollAction | |
| CollAction_UNSET |
enum CollInquiryStatus
| Values | Descriptions |
|---|---|
| CollInquiryStatus_ACCEPTED | |
| CollInquiryStatus_ACCEPTED_WITH_WARNINGS | |
| CollInquiryStatus_COMPLETED | |
| CollInquiryStatus_COMPLETED_WITH_WARNINGS | |
| CollInquiryStatus_REJECTED | |
| NUM_CollInquiryStatus | |
| CollInquiryStatus_UNSET |
enum CollInquiryResult
| Values | Descriptions |
|---|---|
| CollInquiryResult_SUCCESSFUL | |
| CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT | |
| CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE | |
| CollInquiryResult_INVALID_PARTIES | |
| CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED | |
| CollInquiryResult_INVALID_DESTINATION_REQUESTED | |
| CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED | |
| CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED | |
| CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED | |
| CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY | |
| CollInquiryResult_OTHER | |
| NUM_CollInquiryResult | |
| CollInquiryResult_UNSET |
enum StrategyParameterType
| Values | Descriptions |
|---|---|
| StrategyParameterType_INT | |
| StrategyParameterType_LENGTH | |
| StrategyParameterType_NUMINGROUP | |
| StrategyParameterType_SEQNUM | |
| StrategyParameterType_TAGNUM | |
| StrategyParameterType_FLOAT | |
| StrategyParameterType_QTY | |
| StrategyParameterType_PRICE | |
| StrategyParameterType_PRICEOFFSET | |
| StrategyParameterType_AMT | |
| StrategyParameterType_PERCENTAGE | |
| StrategyParameterType_CHAR | |
| StrategyParameterType_BOOLEAN | |
| StrategyParameterType_STRING | |
| StrategyParameterType_MULTIPLECHARVALUE | |
| StrategyParameterType_CURRENCY | |
| StrategyParameterType_EXCHANGE | |
| StrategyParameterType_MONTHYEAR | |
| StrategyParameterType_UTCTIMESTAMP | |
| StrategyParameterType_UTCTIMEONLY | |
| StrategyParameterType_LOCALMKTDATE | |
| StrategyParameterType_UTCDATEONLY | |
| StrategyParameterType_DATA | |
| StrategyParameterType_MULTIPLESTRINGVALUE | |
| StrategyParameterType_COUNTRY | |
| StrategyParameterType_LANGUAGE | |
| StrategyParameterType_TZTIMEONLY | |
| StrategyParameterType_TZTIMESTAMP | |
| StrategyParameterType_TENOR | |
| NUM_StrategyParameterType | |
| StrategyParameterType_UNSET |
enum SecurityStatus
| Values | Descriptions |
|---|---|
| SecurityStatus_ACTIVE | |
| SecurityStatus_INACTIVE | |
| NUM_SecurityStatus | |
| SecurityStatus_UNSET |
enum UnderlyingCashType
| Values | Descriptions |
|---|---|
| UnderlyingCashType_FIXED | |
| UnderlyingCashType_DIFF | |
| NUM_UnderlyingCashType | |
| UnderlyingCashType_UNSET |
enum UnderlyingSettlementType
| Values | Descriptions |
|---|---|
| UnderlyingSettlementType_T_PLUS_1 | |
| UnderlyingSettlementType_T_PLUS_3 | |
| UnderlyingSettlementType_T_PLUS_4 | |
| NUM_UnderlyingSettlementType | |
| UnderlyingSettlementType_UNSET |
enum SecurityUpdateAction
| Values | Descriptions |
|---|---|
| SecurityUpdateAction_ADD | |
| SecurityUpdateAction_DELETE | |
| SecurityUpdateAction_MODIFY | |
| NUM_SecurityUpdateAction | |
| SecurityUpdateAction_UNSET |
enum ExpirationQtyType
| Values | Descriptions |
|---|---|
| ExpirationQtyType_AUTO_EXERCISE | |
| ExpirationQtyType_NON_AUTO_EXERCISE | |
| ExpirationQtyType_FINAL_WILL_BE_EXERCISED | |
| ExpirationQtyType_CONTRARY_INTENTION | |
| ExpirationQtyType_DIFFERENCE | |
| NUM_ExpirationQtyType | |
| ExpirationQtyType_UNSET |
enum IndividualAllocType
| Values | Descriptions |
|---|---|
| IndividualAllocType_SUB_ALLOCATE | |
| IndividualAllocType_THIRD_PARTY_ALLOCATION | |
| NUM_IndividualAllocType | |
| IndividualAllocType_UNSET |
enum UnitOfMeasure
| Values | Descriptions |
|---|---|
| UnitOfMeasure_BILLION_CUBIC_FEET | |
| UnitOfMeasure_MILLION_BARRELS | |
| UnitOfMeasure_ONE_MILLION_BTU | |
| UnitOfMeasure_MEGAWATT_HOURS | |
| UnitOfMeasure_BARRELS | |
| UnitOfMeasure_BUSHELS | |
| UnitOfMeasure_POUNDS | |
| UnitOfMeasure_GALLONS | |
| UnitOfMeasure_TROY_OUNCES | |
| UnitOfMeasure_METRIC_TONS | |
| UnitOfMeasure_TONS | |
| UnitOfMeasure_US_DOLLARS | |
| UnitOfMeasure_ALLOWANCES | |
| NUM_UnitOfMeasure | |
| UnitOfMeasure_UNSET |
enum TimeUnit
| Values | Descriptions |
|---|---|
| TimeUnit_HOUR | |
| TimeUnit_MINUTE | |
| TimeUnit_SECOND | |
| TimeUnit_DAY | |
| TimeUnit_WEEK | |
| TimeUnit_MONTH | |
| TimeUnit_YEAR | |
| NUM_TimeUnit | |
| TimeUnit_UNSET |
enum AllocMethod
| Values | Descriptions |
|---|---|
| AllocMethod_AUTOMATIC | |
| AllocMethod_GUARANTOR | |
| AllocMethod_MANUAL | |
| NUM_AllocMethod | |
| AllocMethod_UNSET |
enum AsOfIndicator
| Values | Descriptions |
|---|---|
| AsOfIndicator_FALSE | |
| AsOfIndicator_TRUE | |
| NUM_AsOfIndicator | |
| AsOfIndicator_UNSET |
enum MDBookType
| Values | Descriptions |
|---|---|
| MDBookType_TOP_OF_BOOK | |
| MDBookType_PRICE_DEPTH | |
| MDBookType_ORDER_DEPTH | |
| NUM_MDBookType | |
| MDBookType_UNSET |
enum MDOriginType
| Values | Descriptions |
|---|---|
| MDOriginType_BOOK | |
| MDOriginType_OFF_BOOK | |
| MDOriginType_CROSS | |
| NUM_MDOriginType | |
| MDOriginType_UNSET |
enum CustOrderHandlingInst
| Values | Descriptions |
|---|---|
| CustOrderHandlingInst_ADD_ON_ORDER | |
| CustOrderHandlingInst_ALL_OR_NONE | |
| CustOrderHandlingInst_CASH_NOT_HELD | |
| CustOrderHandlingInst_DIRECTED_ORDER | |
| CustOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION | |
| CustOrderHandlingInst_FILL_OR_KILL | |
| CustOrderHandlingInst_IMBALANCE_ONLY | |
| CustOrderHandlingInst_IMMEDIATE_OR_CANCEL | |
| CustOrderHandlingInst_LIMIT_ON_OPEN | |
| CustOrderHandlingInst_LIMIT_ON_CLOSE | |
| CustOrderHandlingInst_MARKET_AT_OPEN | |
| CustOrderHandlingInst_MARKET_AT_CLOSE | |
| CustOrderHandlingInst_MARKET_ON_OPEN | |
| CustOrderHandlingInst_MARKET_ON_CLOSE | |
| CustOrderHandlingInst_MINIMUM_QUANTITY | |
| CustOrderHandlingInst_NOT_HELD | |
| CustOrderHandlingInst_OVER_THE_DAY | |
| CustOrderHandlingInst_PEGGED | |
| CustOrderHandlingInst_RESERVE_SIZE_ORDER | |
| CustOrderHandlingInst_STOP_STOCK_TRANSACTION | |
| CustOrderHandlingInst_SCALE | |
| CustOrderHandlingInst_TIME_ORDER | |
| CustOrderHandlingInst_TRAILING_STOP | |
| CustOrderHandlingInst_WORK | |
| NUM_CustOrderHandlingInst | |
| CustOrderHandlingInst_UNSET |
enum OrderHandlingInstSource
| Values | Descriptions |
|---|---|
| OrderHandlingInstSource_NASD_OATS | |
| NUM_OrderHandlingInstSource | |
| OrderHandlingInstSource_UNSET |
enum DeskType
| Values | Descriptions |
|---|---|
| DeskType_AGENCY | |
| DeskType_ARBITRAGE | |
| DeskType_DERIVATIVES | |
| DeskType_INTERNATIONAL | |
| DeskType_INSTITUTIONAL | |
| DeskType_OTHER | |
| DeskType_PREFERRED_TRADING | |
| DeskType_PROPRIETARY | |
| DeskType_PROGRAM_TRADING | |
| DeskType_SALES | |
| DeskType_TRADING | |
| NUM_DeskType | |
| DeskType_UNSET |
enum DeskTypeSource
| Values | Descriptions |
|---|---|
| DeskTypeSource_NASD_OATS | |
| NUM_DeskTypeSource | |
| DeskTypeSource_UNSET |
enum DeskOrderHandlingInst
| Values | Descriptions |
|---|---|
| DeskOrderHandlingInst_ADD_ON_ORDER | |
| DeskOrderHandlingInst_ALL_OR_NONE | |
| DeskOrderHandlingInst_CASH_NOT_HELD | |
| DeskOrderHandlingInst_DIRECTED_ORDER | |
| DeskOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION | |
| DeskOrderHandlingInst_FILL_OR_KILL | |
| DeskOrderHandlingInst_IMBALANCE_ONLY | |
| DeskOrderHandlingInst_IMMEDIATE_OR_CANCEL | |
| DeskOrderHandlingInst_LIMIT_ON_OPEN | |
| DeskOrderHandlingInst_LIMIT_ON_CLOSE | |
| DeskOrderHandlingInst_MARKET_AT_OPEN | |
| DeskOrderHandlingInst_MARKET_AT_CLOSE | |
| DeskOrderHandlingInst_MARKET_ON_OPEN | |
| DeskOrderHandlingInst_MARKET_ON_CLOSE | |
| DeskOrderHandlingInst_MINIMUM_QUANTITY | |
| DeskOrderHandlingInst_NOT_HELD | |
| DeskOrderHandlingInst_OVER_THE_DAY | |
| DeskOrderHandlingInst_PEGGED | |
| DeskOrderHandlingInst_RESERVE_SIZE_ORDER | |
| DeskOrderHandlingInst_STOP_STOCK_TRANSACTION | |
| DeskOrderHandlingInst_SCALE | |
| DeskOrderHandlingInst_TIME_ORDER | |
| DeskOrderHandlingInst_TRAILING_STOP | |
| DeskOrderHandlingInst_WORK | |
| NUM_DeskOrderHandlingInst | |
| DeskOrderHandlingInst_UNSET |
enum ExecAckStatus
| Values | Descriptions |
|---|---|
| ExecAckStatus_RECEIVED_NOT_YET_PROCESSED | |
| ExecAckStatus_ACCEPTED | |
| ExecAckStatus_DONT_KNOW | |
| NUM_ExecAckStatus | |
| ExecAckStatus_UNSET |
enum CollApplType
| Values | Descriptions |
|---|---|
| CollApplType_SPECIFIC_DEPOSIT | |
| CollApplType_GENERAL | |
| NUM_CollApplType | |
| CollApplType_UNSET |
enum UnderlyingFXRateCalc
| Values | Descriptions |
|---|---|
| UnderlyingFXRateCalc_DIVIDE | |
| UnderlyingFXRateCalc_MULTIPLY | |
| NUM_UnderlyingFXRateCalc | |
| UnderlyingFXRateCalc_UNSET |
enum AllocPositionEffect
| Values | Descriptions |
|---|---|
| AllocPositionEffect_OPEN | |
| AllocPositionEffect_CLOSE | |
| AllocPositionEffect_ROLLED | |
| AllocPositionEffect_FIFO | |
| NUM_AllocPositionEffect | |
| AllocPositionEffect_UNSET |
enum DealingCapacity
| Values | Descriptions |
|---|---|
| DealingCapacity_AGENT | |
| DealingCapacity_PRINCIPAL | |
| DealingCapacity_RISKLESS_PRINCIPAL | |
| NUM_DealingCapacity | |
| DealingCapacity_UNSET |
enum InstrmtAssignmentMethod
| Values | Descriptions |
|---|---|
| InstrmtAssignmentMethod_PRO_RATA | |
| InstrmtAssignmentMethod_RANDOM | |
| NUM_InstrmtAssignmentMethod | |
| InstrmtAssignmentMethod_UNSET |
enum AggressorIndicator
| Values | Descriptions |
|---|---|
| AggressorIndicator_YES | |
| AggressorIndicator_NO | |
| NUM_AggressorIndicator | |
| AggressorIndicator_UNSET |
enum MDQuoteType
| Values | Descriptions |
|---|---|
| MDQuoteType_INDICATIVE | |
| MDQuoteType_TRADEABLE | |
| MDQuoteType_RESTRICTED_TRADEABLE | |
| MDQuoteType_COUNTER | |
| MDQuoteType_INDICATIVE_AND_TRADEABLE | |
| NUM_MDQuoteType | |
| MDQuoteType_UNSET |
enum RefOrderIDSource
| Values | Descriptions |
|---|---|
| RefOrderIDSource_SECONDARYORDERID | |
| RefOrderIDSource_ORDERID | |
| RefOrderIDSource_MDENTRYID | |
| RefOrderIDSource_QUOTEENTRYID | |
| RefOrderIDSource_ORIGINAL_ORDER_ID | |
| NUM_RefOrderIDSource | |
| RefOrderIDSource_UNSET |
enum DisplayWhen
| Values | Descriptions |
|---|---|
| DisplayWhen_IMMEDIATE | |
| DisplayWhen_EXHAUST | |
| NUM_DisplayWhen | |
| DisplayWhen_UNSET |
enum DisplayMethod
| Values | Descriptions |
|---|---|
| DisplayMethod_INITIAL | |
| DisplayMethod_NEW | |
| DisplayMethod_RANDOM | |
| DisplayMethod_UNDISCLOSED | |
| NUM_DisplayMethod | |
| DisplayMethod_UNSET |
enum PriceProtectionScope
| Values | Descriptions |
|---|---|
| PriceProtectionScope_NONE | |
| PriceProtectionScope_LOCAL | |
| PriceProtectionScope_NATIONAL | |
| PriceProtectionScope_GLOBAL | |
| NUM_PriceProtectionScope | |
| PriceProtectionScope_UNSET |
enum LotType
| Values | Descriptions |
|---|---|
| LotType_ODD_LOT | |
| LotType_ROUND_LOT | |
| LotType_BLOCK_LOT | |
| LotType_ROUND_LOT_BASED_UPON_UNITOFMEASURE | |
| NUM_LotType | |
| LotType_UNSET |
enum PegPriceType
| Values | Descriptions |
|---|---|
| PegPriceType_LAST_PEG | |
| PegPriceType_MID_PRICE_PEG | |
| PegPriceType_OPENING_PEG | |
| PegPriceType_MARKET_PEG | |
| PegPriceType_PRIMARY_PEG | |
| PegPriceType_PEG_TO_VWAP | |
| PegPriceType_TRAILING_STOP_PEG | |
| PegPriceType_PEG_TO_LIMIT_PRICE | |
| NUM_PegPriceType | |
| PegPriceType_UNSET |
enum TriggerType
| Values | Descriptions |
|---|---|
| TriggerType_PARTIAL_EXECUTION | |
| TriggerType_SPECIFIED_TRADING_SESSION | |
| TriggerType_NEXT_AUCTION | |
| TriggerType_PRICE_MOVEMENT | |
| NUM_TriggerType | |
| TriggerType_UNSET |
enum TriggerAction
| Values | Descriptions |
|---|---|
| TriggerAction_ACTIVATE | |
| TriggerAction_MODIFY | |
| TriggerAction_CANCEL | |
| NUM_TriggerAction | |
| TriggerAction_UNSET |
enum TriggerPriceType
| Values | Descriptions |
|---|---|
| TriggerPriceType_BEST_OFFER | |
| TriggerPriceType_LAST_TRADE | |
| TriggerPriceType_BEST_BID | |
| TriggerPriceType_BEST_BID_OR_LAST_TRADE | |
| TriggerPriceType_BEST_OFFER_OR_LAST_TRADE | |
| TriggerPriceType_BEST_MID | |
| NUM_TriggerPriceType | |
| TriggerPriceType_UNSET |
enum TriggerPriceTypeScope
| Values | Descriptions |
|---|---|
| TriggerPriceTypeScope_NONE | |
| TriggerPriceTypeScope_LOCAL | |
| TriggerPriceTypeScope_NATIONAL | |
| TriggerPriceTypeScope_GLOBAL | |
| NUM_TriggerPriceTypeScope | |
| TriggerPriceTypeScope_UNSET |
enum TriggerPriceDirection
| Values | Descriptions |
|---|---|
| TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE | |
| TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE | |
| NUM_TriggerPriceDirection | |
| TriggerPriceDirection_UNSET |
enum TriggerOrderType
| Values | Descriptions |
|---|---|
| TriggerOrderType_MARKET | |
| TriggerOrderType_LIMIT | |
| NUM_TriggerOrderType | |
| TriggerOrderType_UNSET |
enum OrderCategory
| Values | Descriptions |
|---|---|
| OrderCategory_ORDER | |
| OrderCategory_QUOTE | |
| OrderCategory_PRIVATELY_NEGOTIATED_TRADE | |
| OrderCategory_MULTILEG_ORDER | |
| OrderCategory_LINKED_ORDER | |
| OrderCategory_QUOTE_REQUEST | |
| OrderCategory_IMPLIED_ORDER | |
| OrderCategory_CROSS_ORDER | |
| OrderCategory_STREAMING_PRICE | |
| NUM_OrderCategory | |
| OrderCategory_UNSET |
enum TradeHandlingInstr
| Values | Descriptions |
|---|---|
| TradeHandlingInstr_TRADE_CONFIRMATION | |
| TradeHandlingInstr_TWO_PARTY_REPORT | |
| TradeHandlingInstr_ONE_PARTY_REPORT_FOR_MATCHING | |
| TradeHandlingInstr_ONE_PARTY_REPORT_FOR_PASS_THROUGH | |
| TradeHandlingInstr_AUTOMATED_FLOOR_ORDER_ROUTING | |
| TradeHandlingInstr_TWO_PARTY_REPORT_FOR_CLAIM | |
| NUM_TradeHandlingInstr | |
| TradeHandlingInstr_UNSET |
enum ApplVerID
| Values | Descriptions |
|---|---|
| ApplVerID_FIX27 | |
| ApplVerID_FIX30 | |
| ApplVerID_FIX40 | |
| ApplVerID_FIX41 | |
| ApplVerID_FIX42 | |
| ApplVerID_FIX43 | |
| ApplVerID_FIX44 | |
| ApplVerID_FIX50 | |
| ApplVerID_FIX50SP1 | |
| ApplVerID_FIX50SP2 | |
| NUM_ApplVerID | |
| ApplVerID_UNSET |
enum ExDestinationIDSource
| Values | Descriptions |
|---|---|
| ExDestinationIDSource_BIC | |
| ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER | |
| ExDestinationIDSource_PROPRIETARY | |
| ExDestinationIDSource_ISO_COUNTRY_CODE | |
| ExDestinationIDSource_MIC | |
| NUM_ExDestinationIDSource | |
| ExDestinationIDSource_UNSET |
enum ImpliedMarketIndicator
| Values | Descriptions |
|---|---|
| ImpliedMarketIndicator_NOT_IMPLIED | |
| ImpliedMarketIndicator_IMPLIED_IN | |
| ImpliedMarketIndicator_IMPLIED_OUT | |
| ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT | |
| NUM_ImpliedMarketIndicator | |
| ImpliedMarketIndicator_UNSET |
enum SettlObligMode
| Values | Descriptions |
|---|---|
| SettlObligMode_PRELIMINARY | |
| SettlObligMode_FINAL | |
| NUM_SettlObligMode | |
| SettlObligMode_UNSET |
enum SettlObligTransType
| Values | Descriptions |
|---|---|
| SettlObligTransType_CANCEL | |
| SettlObligTransType_NEW | |
| SettlObligTransType_REPLACE | |
| SettlObligTransType_RESTATE | |
| NUM_SettlObligTransType | |
| SettlObligTransType_UNSET |
enum SettlObligSource
| Values | Descriptions |
|---|---|
| SettlObligSource_INSTRUCTIONS_OF_BROKER | |
| SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION | |
| SettlObligSource_INVESTOR | |
| NUM_SettlObligSource | |
| SettlObligSource_UNSET |
enum QuoteEntryStatus
| Values | Descriptions |
|---|---|
| QuoteEntryStatus_ACCEPTED | |
| QuoteEntryStatus_REJECTED | |
| QuoteEntryStatus_REMOVED_FROM_MARKET | |
| QuoteEntryStatus_EXPIRED | |
| QuoteEntryStatus_LOCKED_MARKET_WARNING | |
| QuoteEntryStatus_CROSS_MARKET_WARNING | |
| QuoteEntryStatus_CANCELED_DUE_TO_LOCK_MARKET | |
| QuoteEntryStatus_CANCELED_DUE_TO_CROSS_MARKET | |
| QuoteEntryStatus_ACTIVE | |
| NUM_QuoteEntryStatus | |
| QuoteEntryStatus_UNSET |
enum PrivateQuote
| Values | Descriptions |
|---|---|
| PrivateQuote_YES | |
| PrivateQuote_NO | |
| NUM_PrivateQuote | |
| PrivateQuote_UNSET |
enum RespondentType
| Values | Descriptions |
|---|---|
| RespondentType_ALL_MARKET_PARTICIPANTS | |
| RespondentType_SPECIFIED_MARKET_PARTICIPANTS | |
| RespondentType_ALL_MARKET_MAKERS | |
| RespondentType_PRIMARY_MARKET_MAKER | |
| NUM_RespondentType | |
| RespondentType_UNSET |
enum SecurityTradingEvent
| Values | Descriptions |
|---|---|
| SecurityTradingEvent_ORDER_IMBALANCE_AUCTION_IS_EXTENDED | |
| SecurityTradingEvent_TRADING_RESUMES | |
| SecurityTradingEvent_PRICE_VOLATILITY_INTERRUPTION | |
| SecurityTradingEvent_CHANGE_OF_TRADING_SESSION | |
| SecurityTradingEvent_CHANGE_OF_TRADING_SUBSESSION | |
| SecurityTradingEvent_CHANGE_OF_SECURITY_TRADING_STATUS | |
| SecurityTradingEvent_CHANGE_OF_BOOK_TYPE | |
| SecurityTradingEvent_CHANGE_OF_MARKET_DEPTH | |
| NUM_SecurityTradingEvent | |
| SecurityTradingEvent_UNSET |
enum StatsType
| Values | Descriptions |
|---|---|
| StatsType_EXCHANGE_LAST | |
| StatsType_HIGH | |
| StatsType_AVERAGE_PRICE | |
| StatsType_TURNOVER | |
| NUM_StatsType | |
| StatsType_UNSET |
enum MDSecSizeType
| Values | Descriptions |
|---|---|
| MDSecSizeType_CUSTOMER | |
| NUM_MDSecSizeType | |
| MDSecSizeType_UNSET |
enum SettlMethod
| Values | Descriptions |
|---|---|
| SettlMethod_CASH_SETTLEMENT_REQUIRED | |
| SettlMethod_PHYSICAL_SETTLEMENT_REQUIRED | |
| NUM_SettlMethod | |
| SettlMethod_UNSET |
enum ExerciseStyle
| Values | Descriptions |
|---|---|
| ExerciseStyle_EUROPEAN | |
| ExerciseStyle_AMERICAN | |
| ExerciseStyle_BERMUDA | |
| NUM_ExerciseStyle | |
| ExerciseStyle_UNSET |
enum PriceQuoteMethod
| Values | Descriptions |
|---|---|
| PriceQuoteMethod_STANDARD_MONEY_PER_UNIT_OF_A_PHYSICAL | |
| PriceQuoteMethod_INDEX | |
| PriceQuoteMethod_INTEREST_RATE_INDEX | |
| PriceQuoteMethod_PERCENT_OF_PAR | |
| NUM_PriceQuoteMethod | |
| PriceQuoteMethod_UNSET |
enum ValuationMethod
| Values | Descriptions |
|---|---|
| ValuationMethod_PREMIUM_STYLE | |
| ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET | |
| ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT | |
| ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON | |
| ValuationMethod_CDS_IN_DELIVERY | |
| NUM_ValuationMethod | |
| ValuationMethod_UNSET |
enum ListMethod
| Values | Descriptions |
|---|---|
| ListMethod_PRE_LISTED_ONLY | |
| ListMethod_USER_REQUESTED | |
| NUM_ListMethod | |
| ListMethod_UNSET |
enum TickRuleType
| Values | Descriptions |
|---|---|
| TickRuleType_REGULAR | |
| TickRuleType_VARIABLE | |
| TickRuleType_FIXED | |
| TickRuleType_TRADED_AS_A_SPREAD_LEG | |
| TickRuleType_SETTLED_AS_A_SPREAD_LEG | |
| NUM_TickRuleType | |
| TickRuleType_UNSET |
enum MaturityMonthYearIncrementUnits
| Values | Descriptions |
|---|---|
| MaturityMonthYearIncrementUnits_MONTHS | |
| MaturityMonthYearIncrementUnits_DAYS | |
| MaturityMonthYearIncrementUnits_WEEKS | |
| MaturityMonthYearIncrementUnits_YEARS | |
| NUM_MaturityMonthYearIncrementUnits | |
| MaturityMonthYearIncrementUnits_UNSET |
enum MaturityMonthYearFormat
| Values | Descriptions |
|---|---|
| MaturityMonthYearFormat_YEARMONTH_ONLY | |
| MaturityMonthYearFormat_YEARMONTHDAY | |
| MaturityMonthYearFormat_YEARMONTHWEEK | |
| NUM_MaturityMonthYearFormat | |
| MaturityMonthYearFormat_UNSET |
enum PriceLimitType
| Values | Descriptions |
|---|---|
| PriceLimitType_PRICE | |
| PriceLimitType_TICKS | |
| PriceLimitType_PERCENTAGE | |
| NUM_PriceLimitType | |
| PriceLimitType_UNSET |
enum ApplReqType
| Values | Descriptions |
|---|---|
| ApplReqType_RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS | |
| ApplReqType_SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS | |
| ApplReqType_REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS | |
| ApplReqType_REQUEST_VALID_SET_OF_APPLICATIONS | |
| ApplReqType_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS | |
| ApplReqType_CANCEL_RETRANSMISSION | |
| ApplReqType_CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS | |
| NUM_ApplReqType | |
| ApplReqType_UNSET |
enum ApplResponseType
| Values | Descriptions |
|---|---|
| ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED | |
| ApplResponseType_APPLICATION_DOES_NOT_EXIST | |
| ApplResponseType_MESSAGES_NOT_AVAILABLE | |
| NUM_ApplResponseType | |
| ApplResponseType_UNSET |
enum ApplResponseError
| Values | Descriptions |
|---|---|
| ApplResponseError_APPLICATION_DOES_NOT_EXIST | |
| ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE | |
| ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION | |
| NUM_ApplResponseError | |
| ApplResponseError_UNSET |
enum TradSesEvent
| Values | Descriptions |
|---|---|
| TradSesEvent_TRADING_RESUMES | |
| TradSesEvent_CHANGE_OF_TRADING_SESSION | |
| TradSesEvent_CHANGE_OF_TRADING_SUBSESSION | |
| TradSesEvent_CHANGE_OF_TRADING_STATUS | |
| NUM_TradSesEvent | |
| TradSesEvent_UNSET |
enum MassActionType
| Values | Descriptions |
|---|---|
| MassActionType_SUSPEND_ORDERS | |
| MassActionType_RELEASE_ORDERS_FROM_SUSPENSION | |
| MassActionType_CANCEL_ORDERS | |
| NUM_MassActionType | |
| MassActionType_UNSET |
enum MassActionScope
| Values | Descriptions |
|---|---|
| MassActionScope_ALL_ORDERS_FOR_A_SECURITY | |
| MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY | |
| MassActionScope_ALL_ORDERS_FOR_A_PRODUCT | |
| MassActionScope_ALL_ORDERS_FOR_A_CFICODE | |
| MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE | |
| MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION | |
| MassActionScope_ALL_ORDERS | |
| MassActionScope_ALL_ORDERS_FOR_A_MARKET | |
| MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT | |
| MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP | |
| MassActionScope_CANCEL_FOR_SECURITY_ISSUER | |
| MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY | |
| NUM_MassActionScope | |
| MassActionScope_UNSET |
enum MassActionResponse
| Values | Descriptions |
|---|---|
| MassActionResponse_REJECTED | |
| MassActionResponse_ACCEPTED | |
| NUM_MassActionResponse | |
| MassActionResponse_UNSET |
enum MassActionRejectReason
| Values | Descriptions |
|---|---|
| MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED | |
| MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY | |
| MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY | |
| MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT | |
| MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE | |
| MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE | |
| MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION | |
| MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET | |
| MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT | |
| MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP | |
| MassActionRejectReason_OTHER | |
| MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER | |
| MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY | |
| NUM_MassActionRejectReason | |
| MassActionRejectReason_UNSET |
enum MultilegModel
| Values | Descriptions |
|---|---|
| MultilegModel_PREDEFINED_MULTILEG_SECURITY | |
| MultilegModel_USER_DEFINED_MULTLEG_SECURITY | |
| MultilegModel_USER_DEFINED_NON_SECURITIZED_MULTILEG | |
| NUM_MultilegModel | |
| MultilegModel_UNSET |
enum MultilegPriceMethod
| Values | Descriptions |
|---|---|
| MultilegPriceMethod_NET_PRICE | |
| MultilegPriceMethod_REVERSED_NET_PRICE | |
| MultilegPriceMethod_YIELD_DIFFERENCE | |
| MultilegPriceMethod_INDIVIDUAL | |
| MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE | |
| MultilegPriceMethod_MULTIPLIED_PRICE | |
| NUM_MultilegPriceMethod | |
| MultilegPriceMethod_UNSET |
enum ContingencyType
| Values | Descriptions |
|---|---|
| ContingencyType_ONE_CANCELS_THE_OTHER | |
| ContingencyType_ONE_TRIGGERS_THE_OTHER | |
| ContingencyType_ONE_UPDATES_THE_OTHER_3 | |
| ContingencyType_ONE_UPDATES_THE_OTHER_4 | |
| NUM_ContingencyType | |
| ContingencyType_UNSET |
enum ListRejectReason
| Values | Descriptions |
|---|---|
| ListRejectReason_BROKER | |
| ListRejectReason_EXCHANGE_CLOSED | |
| ListRejectReason_TOO_LATE_TO_ENTER | |
| ListRejectReason_UNKNOWN_ORDER | |
| ListRejectReason_DUPLICATE_ORDER | |
| ListRejectReason_UNSUPPORTED_ORDER_CHARACTERISTIC | |
| ListRejectReason_OTHER | |
| NUM_ListRejectReason | |
| ListRejectReason_UNSET |
enum TradePublishIndicator
| Values | Descriptions |
|---|---|
| TradePublishIndicator_DO_NOT_PUBLISH_TRADE | |
| TradePublishIndicator_PUBLISH_TRADE | |
| TradePublishIndicator_DEFERRED_PUBLICATION | |
| NUM_TradePublishIndicator | |
| TradePublishIndicator_UNSET |
enum MarketUpdateAction
| Values | Descriptions |
|---|---|
| MarketUpdateAction_ADD | |
| MarketUpdateAction_DELETE | |
| MarketUpdateAction_MODIFY | |
| NUM_MarketUpdateAction | |
| MarketUpdateAction_UNSET |
enum SessionStatus
| Values | Descriptions |
|---|---|
| SessionStatus_SESSION_ACTIVE | |
| SessionStatus_SESSION_PASSWORD_CHANGED | |
| SessionStatus_SESSION_PASSWORD_DUE_TO_EXPIRE | |
| SessionStatus_NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY | |
| SessionStatus_SESSION_LOGOUT_COMPLETE | |
| SessionStatus_INVALID_USERNAME_OR_PASSWORD | |
| SessionStatus_ACCOUNT_LOCKED | |
| SessionStatus_LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME | |
| SessionStatus_PASSWORD_EXPIRED | |
| NUM_SessionStatus | |
| SessionStatus_UNSET |
enum ApplReportType
| Values | Descriptions |
|---|---|
| ApplReportType_RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM | |
| ApplReportType_REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM | |
| ApplReportType_HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID | |
| ApplReportType_APPLICATION_MESSAGE_RE_SEND_COMPLETED | |
| NUM_ApplReportType | |
| ApplReportType_UNSET |
enum OrderDelayUnit
| Values | Descriptions |
|---|---|
| OrderDelayUnit_SECONDS | |
| OrderDelayUnit_TENTHS_OF_A_SECOND | |
| OrderDelayUnit_HUNDREDTHS_OF_A_SECOND | |
| OrderDelayUnit_MILLISECONDS | |
| OrderDelayUnit_MICROSECONDS | |
| OrderDelayUnit_NANOSECONDS | |
| OrderDelayUnit_MINUTES | |
| OrderDelayUnit_HOURS | |
| OrderDelayUnit_DAYS | |
| OrderDelayUnit_WEEKS | |
| OrderDelayUnit_MONTHS | |
| OrderDelayUnit_YEARS | |
| NUM_OrderDelayUnit | |
| OrderDelayUnit_UNSET |
enum VenueType
| Values | Descriptions |
|---|---|
| VenueType_ELECTRONIC | |
| VenueType_PIT | |
| VenueType_EX_PIT | |
| NUM_VenueType | |
| VenueType_UNSET |
enum RefOrdIDReason
| Values | Descriptions |
|---|---|
| RefOrdIDReason_GTC_FROM_PREVIOUS_DAY | |
| RefOrdIDReason_PARTIAL_FILL_REMAINING | |
| RefOrdIDReason_ORDER_CHANGED | |
| NUM_RefOrdIDReason | |
| RefOrdIDReason_UNSET |
enum OrigCustOrderCapacity
| Values | Descriptions |
|---|---|
| OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT | |
| OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT | |
| OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER | |
| OrigCustOrderCapacity_ALL_OTHER | |
| NUM_OrigCustOrderCapacity | |
| OrigCustOrderCapacity_UNSET |
enum ModelType
| Values | Descriptions |
|---|---|
| ModelType_UTILITY_PROVIDED_STANDARD_MODEL | |
| ModelType_PROPRIETARY | |
| NUM_ModelType | |
| ModelType_UNSET |
enum ContractMultiplierUnit
| Values | Descriptions |
|---|---|
| ContractMultiplierUnit_SHARES | |
| ContractMultiplierUnit_HOURS | |
| ContractMultiplierUnit_DAYS | |
| NUM_ContractMultiplierUnit | |
| ContractMultiplierUnit_UNSET |
enum FlowScheduleType
| Values | Descriptions |
|---|---|
| FlowScheduleType_NERC_EASTERN_OFF_PEAK | |
| FlowScheduleType_NERC_WESTERN_OFF_PEAK | |
| FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH | |
| FlowScheduleType_NERC_EASTERN_PEAK | |
| FlowScheduleType_NERC_WESTERN_PEAK | |
| NUM_FlowScheduleType | |
| FlowScheduleType_UNSET |
enum RateSource
| Values | Descriptions |
|---|---|
| RateSource_BLOOMBERG | |
| RateSource_REUTERS | |
| RateSource_TELERATE | |
| RateSource_OTHER | |
| NUM_RateSource | |
| RateSource_UNSET |
enum RateSourceType
| Values | Descriptions |
|---|---|
| RateSourceType_PRIMARY | |
| RateSourceType_SECONDARY | |
| NUM_RateSourceType | |
| RateSourceType_UNSET |
enum RestructuringType
| Values | Descriptions |
|---|---|
| RestructuringType_FULL_RESTRUCTURING | |
| RestructuringType_MODIFIED_RESTRUCTURING | |
| RestructuringType_MODIFIED_MOD_RESTRUCTURING | |
| RestructuringType_NO_RESTRUCTURING_SPECIFIED | |
| NUM_RestructuringType | |
| RestructuringType_UNSET |
enum Seniority
| Values | Descriptions |
|---|---|
| Seniority_SENIOR_SECURED | |
| Seniority_SENIOR | |
| Seniority_SUBORDINATED | |
| NUM_Seniority | |
| Seniority_UNSET |
enum SecurityListType
| Values | Descriptions |
|---|---|
| SecurityListType_INDUSTRY_CLASSIFICATION | |
| SecurityListType_TRADING_LIST | |
| SecurityListType_MARKET | |
| SecurityListType_NEWSPAPER_LIST | |
| NUM_SecurityListType | |
| SecurityListType_UNSET |
enum SecurityListTypeSource
| Values | Descriptions |
|---|---|
| SecurityListTypeSource_ICB | |
| SecurityListTypeSource_NAICS | |
| SecurityListTypeSource_GICS | |
| NUM_SecurityListTypeSource | |
| SecurityListTypeSource_UNSET |
enum NewsCategory
| Values | Descriptions |
|---|---|
| NewsCategory_COMPANY_NEWS | |
| NewsCategory_MARKETPLACE_NEWS | |
| NewsCategory_FINANCIAL_MARKET_NEWS | |
| NewsCategory_TECHNICAL_NEWS | |
| NewsCategory_OTHER_NEWS | |
| NUM_NewsCategory | |
| NewsCategory_UNSET |
enum NewsRefType
| Values | Descriptions |
|---|---|
| NewsRefType_REPLACEMENT | |
| NewsRefType_OTHER_LANGUAGE | |
| NewsRefType_COMPLIMENTARY | |
| NUM_NewsRefType | |
| NewsRefType_UNSET |
enum StrikePriceDeterminationMethod
| Values | Descriptions |
|---|---|
| StrikePriceDeterminationMethod_FIXED_STRIKE | |
| StrikePriceDeterminationMethod_STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE | |
| StrikePriceDeterminationMethod_STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION | |
| StrikePriceDeterminationMethod_STRIKE_SET_TO_OPTIMAL_VALUE | |
| NUM_StrikePriceDeterminationMethod | |
| StrikePriceDeterminationMethod_UNSET |
enum StrikePriceBoundaryMethod
| Values | Descriptions |
|---|---|
| StrikePriceBoundaryMethod_LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY | |
| StrikePriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY | |
| StrikePriceBoundaryMethod_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY | |
| StrikePriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY | |
| StrikePriceBoundaryMethod_GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY | |
| NUM_StrikePriceBoundaryMethod | |
| StrikePriceBoundaryMethod_UNSET |
enum UnderlyingPriceDeterminationMethod
| Values | Descriptions |
|---|---|
| UnderlyingPriceDeterminationMethod_REGULAR | |
| UnderlyingPriceDeterminationMethod_SPECIAL_REFERENCE | |
| UnderlyingPriceDeterminationMethod_OPTIMAL_VALUE | |
| UnderlyingPriceDeterminationMethod_AVERAGE_VALUE | |
| NUM_UnderlyingPriceDeterminationMethod | |
| UnderlyingPriceDeterminationMethod_UNSET |
enum OptPayoutType
| Values | Descriptions |
|---|---|
| OptPayoutType_VANILLA | |
| OptPayoutType_CAPPED | |
| OptPayoutType_BINARY | |
| NUM_OptPayoutType | |
| OptPayoutType_UNSET |
enum ComplexEventType
| Values | Descriptions |
|---|---|
| ComplexEventType_CAPPED | |
| ComplexEventType_TRIGGER | |
| ComplexEventType_KNOCK_IN_UP | |
| ComplexEventType_KOCK_IN_DOWN | |
| ComplexEventType_KNOCK_OUT_UP | |
| ComplexEventType_KNOCK_OUT_DOWN | |
| ComplexEventType_UNDERLYING | |
| ComplexEventType_RESET_BARRIER | |
| ComplexEventType_ROLLING_BARRIER | |
| NUM_ComplexEventType | |
| ComplexEventType_UNSET |
enum ComplexEventPriceBoundaryMethod
| Values | Descriptions |
|---|---|
| ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE | |
| ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE | |
| ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE | |
| ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE | |
| ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE | |
| NUM_ComplexEventPriceBoundaryMethod | |
| ComplexEventPriceBoundaryMethod_UNSET |
enum ComplexEventPriceTimeType
| Values | Descriptions |
|---|---|
| ComplexEventPriceTimeType_EXPIRATION | |
| ComplexEventPriceTimeType_IMMEDIATE | |
| ComplexEventPriceTimeType_SPECIFIED_DATE_TIME | |
| NUM_ComplexEventPriceTimeType | |
| ComplexEventPriceTimeType_UNSET |
enum ComplexEventCondition
| Values | Descriptions |
|---|---|
| ComplexEventCondition_AND | |
| ComplexEventCondition_OR | |
| NUM_ComplexEventCondition | |
| ComplexEventCondition_UNSET |
enum StreamAsgnReqType
| Values | Descriptions |
|---|---|
| StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER | |
| StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER | |
| NUM_StreamAsgnReqType | |
| StreamAsgnReqType_UNSET |
enum StreamAsgnRejReason
| Values | Descriptions |
|---|---|
| StreamAsgnRejReason_UNKNOWN_CLIENT | |
| StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE | |
| StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR | |
| StreamAsgnRejReason_NO_AVAILABLE_STREAM | |
| StreamAsgnRejReason_OTHER | |
| NUM_StreamAsgnRejReason | |
| StreamAsgnRejReason_UNSET |
enum StreamAsgnAckType
| Values | Descriptions |
|---|---|
| StreamAsgnAckType_ASSIGNMENT_ACCEPTED | |
| StreamAsgnAckType_ASSIGNMENT_REJECTED | |
| NUM_StreamAsgnAckType | |
| StreamAsgnAckType_UNSET |
enum StreamAsgnType
| Values | Descriptions |
|---|---|
| StreamAsgnType_ASSIGNMENT | |
| StreamAsgnType_REJECTED | |
| StreamAsgnType_TERMINATE_UNASSIGN | |
| NUM_StreamAsgnType | |
| StreamAsgnType_UNSET |
enum MESSAGES
| Values | Descriptions |
|---|---|
| IOI_TYPE | |
| Advertisement_TYPE | |
| ExecutionReport_TYPE | |
| OrderCancelReject_TYPE | |
| News_TYPE | |
| Email_TYPE | |
| NewOrderSingle_TYPE | |
| NewOrderList_TYPE | |
| OrderCancelRequest_TYPE | |
| OrderCancelReplaceRequest_TYPE | |
| OrderStatusRequest_TYPE | |
| AllocationInstruction_TYPE | |
| ListCancelRequest_TYPE | |
| ListExecute_TYPE | |
| ListStatusRequest_TYPE | |
| ListStatus_TYPE | |
| AllocationInstructionAck_TYPE | |
| DontKnowTrade_TYPE | |
| QuoteRequest_TYPE | |
| Quote_TYPE | |
| SettlementInstructions_TYPE | |
| MarketDataRequest_TYPE | |
| MarketDataSnapshotFullRefresh_TYPE | |
| MarketDataIncrementalRefresh_TYPE | |
| MarketDataRequestReject_TYPE | |
| QuoteCancel_TYPE | |
| QuoteStatusRequest_TYPE | |
| MassQuoteAcknowledgement_TYPE | |
| SecurityDefinitionRequest_TYPE | |
| SecurityDefinition_TYPE | |
| SecurityStatusRequest_TYPE | |
| SecurityStatus_TYPE | |
| TradingSessionStatusRequest_TYPE | |
| TradingSessionStatus_TYPE | |
| MassQuote_TYPE | |
| BusinessMessageReject_TYPE | |
| BidRequest_TYPE | |
| BidResponse_TYPE | |
| ListStrikePrice_TYPE | |
| RegistrationInstructions_TYPE | |
| RegistrationInstructionsResponse_TYPE | |
| OrderMassCancelRequest_TYPE | |
| OrderMassCancelReport_TYPE | |
| NewOrderCross_TYPE | |
| CrossOrderCancelReplaceRequest_TYPE | |
| CrossOrderCancelRequest_TYPE | |
| SecurityTypeRequest_TYPE | |
| SecurityTypes_TYPE | |
| SecurityListRequest_TYPE | |
| SecurityList_TYPE | |
| DerivativeSecurityListRequest_TYPE | |
| DerivativeSecurityList_TYPE | |
| NewOrderMultileg_TYPE | |
| MultilegOrderCancelReplace_TYPE | |
| TradeCaptureReportRequest_TYPE | |
| TradeCaptureReport_TYPE | |
| OrderMassStatusRequest_TYPE | |
| QuoteRequestReject_TYPE | |
| RFQRequest_TYPE | |
| QuoteStatusReport_TYPE | |
| QuoteResponse_TYPE | |
| Confirmation_TYPE | |
| PositionMaintenanceRequest_TYPE | |
| PositionMaintenanceReport_TYPE | |
| RequestForPositions_TYPE | |
| RequestForPositionsAck_TYPE | |
| PositionReport_TYPE | |
| TradeCaptureReportRequestAck_TYPE | |
| TradeCaptureReportAck_TYPE | |
| AllocationReport_TYPE | |
| AllocationReportAck_TYPE | |
| ConfirmationAck_TYPE | |
| SettlementInstructionRequest_TYPE | |
| AssignmentReport_TYPE | |
| CollateralRequest_TYPE | |
| CollateralAssignment_TYPE | |
| CollateralResponse_TYPE | |
| CollateralReport_TYPE | |
| CollateralInquiry_TYPE | |
| NetworkCounterpartySystemStatusRequest_TYPE | |
| NetworkCounterpartySystemStatusResponse_TYPE | |
| UserRequest_TYPE | |
| UserResponse_TYPE | |
| CollateralInquiryAck_TYPE | |
| ConfirmationRequest_TYPE | |
| ContraryIntentionReport_TYPE | |
| SecurityDefinitionUpdateReport_TYPE | |
| SecurityListUpdateReport_TYPE | |
| AdjustedPositionReport_TYPE | |
| AllocationInstructionAlert_TYPE | |
| ExecutionAcknowledgement_TYPE | |
| TradingSessionList_TYPE | |
| TradingSessionListRequest_TYPE | |
| SettlementObligationReport_TYPE | |
| DerivativeSecurityListUpdateReport_TYPE | |
| TradingSessionListUpdateReport_TYPE | |
| MarketDefinitionRequest_TYPE | |
| MarketDefinition_TYPE | |
| MarketDefinitionUpdateReport_TYPE | |
| ApplicationMessageRequest_TYPE | |
| ApplicationMessageRequestAck_TYPE | |
| ApplicationMessageReport_TYPE | |
| OrderMassActionReport_TYPE | |
| OrderMassActionRequest_TYPE | |
| UserNotification_TYPE | |
| StreamAssignmentRequest_TYPE | |
| StreamAssignmentReport_TYPE | |
| StreamAssignmentReportACK_TYPE | |
| NUM_MESSAGES |
class trader::Interface::CallConnection
class trader::Interface::CallConnection
: public trader::Interface::Connection
Summary
| Members | Descriptions |
|---|---|
public inline virtual void IOI(Poco::AutoPtr< IOIData > iOIData) |
|
public inline virtual void Advertisement(Poco::AutoPtr< AdvertisementData > advertisementData) |
|
public inline virtual void ExecutionReport(Poco::AutoPtr< ExecutionReportData > executionReportData) |
|
public inline virtual void OrderCancelReject(Poco::AutoPtr< OrderCancelRejectData > orderCancelRejectData) |
|
public inline virtual void News(Poco::AutoPtr< NewsData > newsData) |
|
public inline virtual void Email(Poco::AutoPtr< EmailData > emailData) |
|
public inline virtual void NewOrderSingle(Poco::AutoPtr< NewOrderSingleData > newOrderSingleData) |
|
public inline virtual void NewOrderList(Poco::AutoPtr< NewOrderListData > newOrderListData) |
|
public inline virtual void OrderCancelRequest(Poco::AutoPtr< OrderCancelRequestData > orderCancelRequestData) |
|
public inline virtual void OrderCancelReplaceRequest(Poco::AutoPtr< OrderCancelReplaceRequestData > orderCancelReplaceRequestData) |
|
public inline virtual void OrderStatusRequest(Poco::AutoPtr< OrderStatusRequestData > orderStatusRequestData) |
|
public inline virtual void AllocationInstruction(Poco::AutoPtr< AllocationInstructionData > allocationInstructionData) |
|
public inline virtual void ListCancelRequest(Poco::AutoPtr< ListCancelRequestData > listCancelRequestData) |
|
public inline virtual void ListExecute(Poco::AutoPtr< ListExecuteData > listExecuteData) |
|
public inline virtual void ListStatusRequest(Poco::AutoPtr< ListStatusRequestData > listStatusRequestData) |
|
public inline virtual void ListStatus(Poco::AutoPtr< ListStatusData > listStatusData) |
|
public inline virtual void AllocationInstructionAck(Poco::AutoPtr< AllocationInstructionAckData > allocationInstructionAckData) |
|
public inline virtual void DontKnowTrade(Poco::AutoPtr< DontKnowTradeData > dontKnowTradeData) |
|
public inline virtual void QuoteRequest(Poco::AutoPtr< QuoteRequestData > quoteRequestData) |
|
public inline virtual void Quote(Poco::AutoPtr< QuoteData > quoteData) |
|
public inline virtual void SettlementInstructions(Poco::AutoPtr< SettlementInstructionsData > settlementInstructionsData) |
|
public inline virtual void MarketDataRequest(Poco::AutoPtr< MarketDataRequestData > marketDataRequestData) |
|
public inline virtual void MarketDataSnapshotFullRefresh(Poco::AutoPtr< MarketDataSnapshotFullRefreshData > marketDataSnapshotFullRefreshData) |
|
public inline virtual void MarketDataIncrementalRefresh(Poco::AutoPtr< MarketDataIncrementalRefreshData > marketDataIncrementalRefreshData) |
|
public inline virtual void MarketDataRequestReject(Poco::AutoPtr< MarketDataRequestRejectData > marketDataRequestRejectData) |
|
public inline virtual void QuoteCancel(Poco::AutoPtr< QuoteCancelData > quoteCancelData) |
|
public inline virtual void QuoteStatusRequest(Poco::AutoPtr< QuoteStatusRequestData > quoteStatusRequestData) |
|
public inline virtual void MassQuoteAcknowledgement(Poco::AutoPtr< MassQuoteAcknowledgementData > massQuoteAcknowledgementData) |
|
public inline virtual void SecurityDefinitionRequest(Poco::AutoPtr< SecurityDefinitionRequestData > securityDefinitionRequestData) |
|
public inline virtual void SecurityDefinition(Poco::AutoPtr< SecurityDefinitionData > securityDefinitionData) |
|
public inline virtual void SecurityStatusRequest(Poco::AutoPtr< SecurityStatusRequestData > securityStatusRequestData) |
|
public inline virtual void SecurityStatus(Poco::AutoPtr< SecurityStatusData > securityStatusData) |
|
public inline virtual void TradingSessionStatusRequest(Poco::AutoPtr< TradingSessionStatusRequestData > tradingSessionStatusRequestData) |
|
public inline virtual void TradingSessionStatus(Poco::AutoPtr< TradingSessionStatusData > tradingSessionStatusData) |
|
public inline virtual void MassQuote(Poco::AutoPtr< MassQuoteData > massQuoteData) |
|
public inline virtual void BusinessMessageReject(Poco::AutoPtr< BusinessMessageRejectData > businessMessageRejectData) |
|
public inline virtual void BidRequest(Poco::AutoPtr< BidRequestData > bidRequestData) |
|
public inline virtual void BidResponse(Poco::AutoPtr< BidResponseData > bidResponseData) |
|
public inline virtual void ListStrikePrice(Poco::AutoPtr< ListStrikePriceData > listStrikePriceData) |
|
public inline virtual void RegistrationInstructions(Poco::AutoPtr< RegistrationInstructionsData > registrationInstructionsData) |
|
public inline virtual void RegistrationInstructionsResponse(Poco::AutoPtr< RegistrationInstructionsResponseData > registrationInstructionsResponseData) |
|
public inline virtual void OrderMassCancelRequest(Poco::AutoPtr< OrderMassCancelRequestData > orderMassCancelRequestData) |
|
public inline virtual void OrderMassCancelReport(Poco::AutoPtr< OrderMassCancelReportData > orderMassCancelReportData) |
|
public inline virtual void NewOrderCross(Poco::AutoPtr< NewOrderCrossData > newOrderCrossData) |
|
public inline virtual void CrossOrderCancelReplaceRequest(Poco::AutoPtr< CrossOrderCancelReplaceRequestData > crossOrderCancelReplaceRequestData) |
|
public inline virtual void CrossOrderCancelRequest(Poco::AutoPtr< CrossOrderCancelRequestData > crossOrderCancelRequestData) |
|
public inline virtual void SecurityTypeRequest(Poco::AutoPtr< SecurityTypeRequestData > securityTypeRequestData) |
|
public inline virtual void SecurityTypes(Poco::AutoPtr< SecurityTypesData > securityTypesData) |
|
public inline virtual void SecurityListRequest(Poco::AutoPtr< SecurityListRequestData > securityListRequestData) |
|
public inline virtual void SecurityList(Poco::AutoPtr< SecurityListData > securityListData) |
|
public inline virtual void DerivativeSecurityListRequest(Poco::AutoPtr< DerivativeSecurityListRequestData > derivativeSecurityListRequestData) |
|
public inline virtual void DerivativeSecurityList(Poco::AutoPtr< DerivativeSecurityListData > derivativeSecurityListData) |
|
public inline virtual void NewOrderMultileg(Poco::AutoPtr< NewOrderMultilegData > newOrderMultilegData) |
|
public inline virtual void MultilegOrderCancelReplace(Poco::AutoPtr< MultilegOrderCancelReplaceData > multilegOrderCancelReplaceData) |
|
public inline virtual void TradeCaptureReportRequest(Poco::AutoPtr< TradeCaptureReportRequestData > tradeCaptureReportRequestData) |
|
public inline virtual void TradeCaptureReport(Poco::AutoPtr< TradeCaptureReportData > tradeCaptureReportData) |
|
public inline virtual void OrderMassStatusRequest(Poco::AutoPtr< OrderMassStatusRequestData > orderMassStatusRequestData) |
|
public inline virtual void QuoteRequestReject(Poco::AutoPtr< QuoteRequestRejectData > quoteRequestRejectData) |
|
public inline virtual void RFQRequest(Poco::AutoPtr< RFQRequestData > rFQRequestData) |
|
public inline virtual void QuoteStatusReport(Poco::AutoPtr< QuoteStatusReportData > quoteStatusReportData) |
|
public inline virtual void QuoteResponse(Poco::AutoPtr< QuoteResponseData > quoteResponseData) |
|
public inline virtual void Confirmation(Poco::AutoPtr< ConfirmationData > confirmationData) |
|
public inline virtual void PositionMaintenanceRequest(Poco::AutoPtr< PositionMaintenanceRequestData > positionMaintenanceRequestData) |
|
public inline virtual void PositionMaintenanceReport(Poco::AutoPtr< PositionMaintenanceReportData > positionMaintenanceReportData) |
|
public inline virtual void RequestForPositions(Poco::AutoPtr< RequestForPositionsData > requestForPositionsData) |
|
public inline virtual void RequestForPositionsAck(Poco::AutoPtr< RequestForPositionsAckData > requestForPositionsAckData) |
|
public inline virtual void PositionReport(Poco::AutoPtr< PositionReportData > positionReportData) |
|
public inline virtual void TradeCaptureReportRequestAck(Poco::AutoPtr< TradeCaptureReportRequestAckData > tradeCaptureReportRequestAckData) |
|
public inline virtual void TradeCaptureReportAck(Poco::AutoPtr< TradeCaptureReportAckData > tradeCaptureReportAckData) |
|
public inline virtual void AllocationReport(Poco::AutoPtr< AllocationReportData > allocationReportData) |
|
public inline virtual void AllocationReportAck(Poco::AutoPtr< AllocationReportAckData > allocationReportAckData) |
|
public inline virtual void ConfirmationAck(Poco::AutoPtr< ConfirmationAckData > confirmationAckData) |
|
public inline virtual void SettlementInstructionRequest(Poco::AutoPtr< SettlementInstructionRequestData > settlementInstructionRequestData) |
|
public inline virtual void AssignmentReport(Poco::AutoPtr< AssignmentReportData > assignmentReportData) |
|
public inline virtual void CollateralRequest(Poco::AutoPtr< CollateralRequestData > collateralRequestData) |
|
public inline virtual void CollateralAssignment(Poco::AutoPtr< CollateralAssignmentData > collateralAssignmentData) |
|
public inline virtual void CollateralResponse(Poco::AutoPtr< CollateralResponseData > collateralResponseData) |
|
public inline virtual void CollateralReport(Poco::AutoPtr< CollateralReportData > collateralReportData) |
|
public inline virtual void CollateralInquiry(Poco::AutoPtr< CollateralInquiryData > collateralInquiryData) |
|
public inline virtual void NetworkCounterpartySystemStatusRequest(Poco::AutoPtr< NetworkCounterpartySystemStatusRequestData > networkCounterpartySystemStatusRequestData) |
|
public inline virtual void NetworkCounterpartySystemStatusResponse(Poco::AutoPtr< NetworkCounterpartySystemStatusResponseData > networkCounterpartySystemStatusResponseData) |
|
public inline virtual void UserRequest(Poco::AutoPtr< UserRequestData > userRequestData) |
|
public inline virtual void UserResponse(Poco::AutoPtr< UserResponseData > userResponseData) |
|
public inline virtual void CollateralInquiryAck(Poco::AutoPtr< CollateralInquiryAckData > collateralInquiryAckData) |
|
public inline virtual void ConfirmationRequest(Poco::AutoPtr< ConfirmationRequestData > confirmationRequestData) |
|
public inline virtual void ContraryIntentionReport(Poco::AutoPtr< ContraryIntentionReportData > contraryIntentionReportData) |
|
public inline virtual void SecurityDefinitionUpdateReport(Poco::AutoPtr< SecurityDefinitionUpdateReportData > securityDefinitionUpdateReportData) |
|
public inline virtual void SecurityListUpdateReport(Poco::AutoPtr< SecurityListUpdateReportData > securityListUpdateReportData) |
|
public inline virtual void AdjustedPositionReport(Poco::AutoPtr< AdjustedPositionReportData > adjustedPositionReportData) |
|
public inline virtual void AllocationInstructionAlert(Poco::AutoPtr< AllocationInstructionAlertData > allocationInstructionAlertData) |
|
public inline virtual void ExecutionAcknowledgement(Poco::AutoPtr< ExecutionAcknowledgementData > executionAcknowledgementData) |
|
public inline virtual void TradingSessionList(Poco::AutoPtr< TradingSessionListData > tradingSessionListData) |
|
public inline virtual void TradingSessionListRequest(Poco::AutoPtr< TradingSessionListRequestData > tradingSessionListRequestData) |
|
public inline virtual void SettlementObligationReport(Poco::AutoPtr< SettlementObligationReportData > settlementObligationReportData) |
|
public inline virtual void DerivativeSecurityListUpdateReport(Poco::AutoPtr< DerivativeSecurityListUpdateReportData > derivativeSecurityListUpdateReportData) |
|
public inline virtual void TradingSessionListUpdateReport(Poco::AutoPtr< TradingSessionListUpdateReportData > tradingSessionListUpdateReportData) |
|
public inline virtual void MarketDefinitionRequest(Poco::AutoPtr< MarketDefinitionRequestData > marketDefinitionRequestData) |
|
public inline virtual void MarketDefinition(Poco::AutoPtr< MarketDefinitionData > marketDefinitionData) |
|
public inline virtual void MarketDefinitionUpdateReport(Poco::AutoPtr< MarketDefinitionUpdateReportData > marketDefinitionUpdateReportData) |
|
public inline virtual void ApplicationMessageRequest(Poco::AutoPtr< ApplicationMessageRequestData > applicationMessageRequestData) |
|
public inline virtual void ApplicationMessageRequestAck(Poco::AutoPtr< ApplicationMessageRequestAckData > applicationMessageRequestAckData) |
|
public inline virtual void ApplicationMessageReport(Poco::AutoPtr< ApplicationMessageReportData > applicationMessageReportData) |
|
public inline virtual void OrderMassActionReport(Poco::AutoPtr< OrderMassActionReportData > orderMassActionReportData) |
|
public inline virtual void OrderMassActionRequest(Poco::AutoPtr< OrderMassActionRequestData > orderMassActionRequestData) |
|
public inline virtual void UserNotification(Poco::AutoPtr< UserNotificationData > userNotificationData) |
|
public inline virtual void StreamAssignmentRequest(Poco::AutoPtr< StreamAssignmentRequestData > streamAssignmentRequestData) |
|
public inline virtual void StreamAssignmentReport(Poco::AutoPtr< StreamAssignmentReportData > streamAssignmentReportData) |
|
public inline virtual void StreamAssignmentReportACK(Poco::AutoPtr< StreamAssignmentReportACKData > streamAssignmentReportACKData) |
|
public inline virtual void ProcessMessage(Poco::AutoPtr< IMessageData > _messageData) |
|
public inline virtual void DoOperation(Poco::Int32 operation) |
Members
public inline virtual void IOI(Poco::AutoPtr< IOIData > iOIData)
public inline virtual void Advertisement(Poco::AutoPtr< AdvertisementData > advertisementData)
public inline virtual void ExecutionReport(Poco::AutoPtr< ExecutionReportData > executionReportData)
public inline virtual void OrderCancelReject(Poco::AutoPtr< OrderCancelRejectData > orderCancelRejectData)
public inline virtual void News(Poco::AutoPtr< NewsData > newsData)
public inline virtual void Email(Poco::AutoPtr< EmailData > emailData)
public inline virtual void NewOrderSingle(Poco::AutoPtr< NewOrderSingleData > newOrderSingleData)
public inline virtual void NewOrderList(Poco::AutoPtr< NewOrderListData > newOrderListData)
public inline virtual void OrderCancelRequest(Poco::AutoPtr< OrderCancelRequestData > orderCancelRequestData)
public inline virtual void OrderCancelReplaceRequest(Poco::AutoPtr< OrderCancelReplaceRequestData > orderCancelReplaceRequestData)
public inline virtual void OrderStatusRequest(Poco::AutoPtr< OrderStatusRequestData > orderStatusRequestData)
public inline virtual void AllocationInstruction(Poco::AutoPtr< AllocationInstructionData > allocationInstructionData)
public inline virtual void ListCancelRequest(Poco::AutoPtr< ListCancelRequestData > listCancelRequestData)
public inline virtual void ListExecute(Poco::AutoPtr< ListExecuteData > listExecuteData)
public inline virtual void ListStatusRequest(Poco::AutoPtr< ListStatusRequestData > listStatusRequestData)
public inline virtual void ListStatus(Poco::AutoPtr< ListStatusData > listStatusData)
public inline virtual void AllocationInstructionAck(Poco::AutoPtr< AllocationInstructionAckData > allocationInstructionAckData)
public inline virtual void DontKnowTrade(Poco::AutoPtr< DontKnowTradeData > dontKnowTradeData)
public inline virtual void QuoteRequest(Poco::AutoPtr< QuoteRequestData > quoteRequestData)
public inline virtual void Quote(Poco::AutoPtr< QuoteData > quoteData)
public inline virtual void SettlementInstructions(Poco::AutoPtr< SettlementInstructionsData > settlementInstructionsData)
public inline virtual void MarketDataRequest(Poco::AutoPtr< MarketDataRequestData > marketDataRequestData)
public inline virtual void MarketDataSnapshotFullRefresh(Poco::AutoPtr< MarketDataSnapshotFullRefreshData > marketDataSnapshotFullRefreshData)
public inline virtual void MarketDataIncrementalRefresh(Poco::AutoPtr< MarketDataIncrementalRefreshData > marketDataIncrementalRefreshData)
public inline virtual void MarketDataRequestReject(Poco::AutoPtr< MarketDataRequestRejectData > marketDataRequestRejectData)
public inline virtual void QuoteCancel(Poco::AutoPtr< QuoteCancelData > quoteCancelData)
public inline virtual void QuoteStatusRequest(Poco::AutoPtr< QuoteStatusRequestData > quoteStatusRequestData)
public inline virtual void MassQuoteAcknowledgement(Poco::AutoPtr< MassQuoteAcknowledgementData > massQuoteAcknowledgementData)
public inline virtual void SecurityDefinitionRequest(Poco::AutoPtr< SecurityDefinitionRequestData > securityDefinitionRequestData)
public inline virtual void SecurityDefinition(Poco::AutoPtr< SecurityDefinitionData > securityDefinitionData)
public inline virtual void SecurityStatusRequest(Poco::AutoPtr< SecurityStatusRequestData > securityStatusRequestData)
public inline virtual void SecurityStatus(Poco::AutoPtr< SecurityStatusData > securityStatusData)
public inline virtual void TradingSessionStatusRequest(Poco::AutoPtr< TradingSessionStatusRequestData > tradingSessionStatusRequestData)
public inline virtual void TradingSessionStatus(Poco::AutoPtr< TradingSessionStatusData > tradingSessionStatusData)
public inline virtual void MassQuote(Poco::AutoPtr< MassQuoteData > massQuoteData)
public inline virtual void BusinessMessageReject(Poco::AutoPtr< BusinessMessageRejectData > businessMessageRejectData)
public inline virtual void BidRequest(Poco::AutoPtr< BidRequestData > bidRequestData)
public inline virtual void BidResponse(Poco::AutoPtr< BidResponseData > bidResponseData)
public inline virtual void ListStrikePrice(Poco::AutoPtr< ListStrikePriceData > listStrikePriceData)
public inline virtual void RegistrationInstructions(Poco::AutoPtr< RegistrationInstructionsData > registrationInstructionsData)
public inline virtual void RegistrationInstructionsResponse(Poco::AutoPtr< RegistrationInstructionsResponseData > registrationInstructionsResponseData)
public inline virtual void OrderMassCancelRequest(Poco::AutoPtr< OrderMassCancelRequestData > orderMassCancelRequestData)
public inline virtual void OrderMassCancelReport(Poco::AutoPtr< OrderMassCancelReportData > orderMassCancelReportData)
public inline virtual void NewOrderCross(Poco::AutoPtr< NewOrderCrossData > newOrderCrossData)
public inline virtual void CrossOrderCancelReplaceRequest(Poco::AutoPtr< CrossOrderCancelReplaceRequestData > crossOrderCancelReplaceRequestData)
public inline virtual void CrossOrderCancelRequest(Poco::AutoPtr< CrossOrderCancelRequestData > crossOrderCancelRequestData)
public inline virtual void SecurityTypeRequest(Poco::AutoPtr< SecurityTypeRequestData > securityTypeRequestData)
public inline virtual void SecurityTypes(Poco::AutoPtr< SecurityTypesData > securityTypesData)
public inline virtual void SecurityListRequest(Poco::AutoPtr< SecurityListRequestData > securityListRequestData)
public inline virtual void SecurityList(Poco::AutoPtr< SecurityListData > securityListData)
public inline virtual void DerivativeSecurityListRequest(Poco::AutoPtr< DerivativeSecurityListRequestData > derivativeSecurityListRequestData)
public inline virtual void DerivativeSecurityList(Poco::AutoPtr< DerivativeSecurityListData > derivativeSecurityListData)
public inline virtual void NewOrderMultileg(Poco::AutoPtr< NewOrderMultilegData > newOrderMultilegData)
public inline virtual void MultilegOrderCancelReplace(Poco::AutoPtr< MultilegOrderCancelReplaceData > multilegOrderCancelReplaceData)
public inline virtual void TradeCaptureReportRequest(Poco::AutoPtr< TradeCaptureReportRequestData > tradeCaptureReportRequestData)
public inline virtual void TradeCaptureReport(Poco::AutoPtr< TradeCaptureReportData > tradeCaptureReportData)
public inline virtual void OrderMassStatusRequest(Poco::AutoPtr< OrderMassStatusRequestData > orderMassStatusRequestData)
public inline virtual void QuoteRequestReject(Poco::AutoPtr< QuoteRequestRejectData > quoteRequestRejectData)
public inline virtual void RFQRequest(Poco::AutoPtr< RFQRequestData > rFQRequestData)
public inline virtual void QuoteStatusReport(Poco::AutoPtr< QuoteStatusReportData > quoteStatusReportData)
public inline virtual void QuoteResponse(Poco::AutoPtr< QuoteResponseData > quoteResponseData)
public inline virtual void Confirmation(Poco::AutoPtr< ConfirmationData > confirmationData)
public inline virtual void PositionMaintenanceRequest(Poco::AutoPtr< PositionMaintenanceRequestData > positionMaintenanceRequestData)
public inline virtual void PositionMaintenanceReport(Poco::AutoPtr< PositionMaintenanceReportData > positionMaintenanceReportData)
public inline virtual void RequestForPositions(Poco::AutoPtr< RequestForPositionsData > requestForPositionsData)
public inline virtual void RequestForPositionsAck(Poco::AutoPtr< RequestForPositionsAckData > requestForPositionsAckData)
public inline virtual void PositionReport(Poco::AutoPtr< PositionReportData > positionReportData)
public inline virtual void TradeCaptureReportRequestAck(Poco::AutoPtr< TradeCaptureReportRequestAckData > tradeCaptureReportRequestAckData)
public inline virtual void TradeCaptureReportAck(Poco::AutoPtr< TradeCaptureReportAckData > tradeCaptureReportAckData)
public inline virtual void AllocationReport(Poco::AutoPtr< AllocationReportData > allocationReportData)
public inline virtual void AllocationReportAck(Poco::AutoPtr< AllocationReportAckData > allocationReportAckData)
public inline virtual void ConfirmationAck(Poco::AutoPtr< ConfirmationAckData > confirmationAckData)
public inline virtual void SettlementInstructionRequest(Poco::AutoPtr< SettlementInstructionRequestData > settlementInstructionRequestData)
public inline virtual void AssignmentReport(Poco::AutoPtr< AssignmentReportData > assignmentReportData)
public inline virtual void CollateralRequest(Poco::AutoPtr< CollateralRequestData > collateralRequestData)
public inline virtual void CollateralAssignment(Poco::AutoPtr< CollateralAssignmentData > collateralAssignmentData)
public inline virtual void CollateralResponse(Poco::AutoPtr< CollateralResponseData > collateralResponseData)
public inline virtual void CollateralReport(Poco::AutoPtr< CollateralReportData > collateralReportData)
public inline virtual void CollateralInquiry(Poco::AutoPtr< CollateralInquiryData > collateralInquiryData)
public inline virtual void NetworkCounterpartySystemStatusRequest(Poco::AutoPtr< NetworkCounterpartySystemStatusRequestData > networkCounterpartySystemStatusRequestData)
public inline virtual void NetworkCounterpartySystemStatusResponse(Poco::AutoPtr< NetworkCounterpartySystemStatusResponseData > networkCounterpartySystemStatusResponseData)
public inline virtual void UserRequest(Poco::AutoPtr< UserRequestData > userRequestData)
public inline virtual void UserResponse(Poco::AutoPtr< UserResponseData > userResponseData)
public inline virtual void CollateralInquiryAck(Poco::AutoPtr< CollateralInquiryAckData > collateralInquiryAckData)
public inline virtual void ConfirmationRequest(Poco::AutoPtr< ConfirmationRequestData > confirmationRequestData)
public inline virtual void ContraryIntentionReport(Poco::AutoPtr< ContraryIntentionReportData > contraryIntentionReportData)
public inline virtual void SecurityDefinitionUpdateReport(Poco::AutoPtr< SecurityDefinitionUpdateReportData > securityDefinitionUpdateReportData)
public inline virtual void SecurityListUpdateReport(Poco::AutoPtr< SecurityListUpdateReportData > securityListUpdateReportData)
public inline virtual void AdjustedPositionReport(Poco::AutoPtr< AdjustedPositionReportData > adjustedPositionReportData)
public inline virtual void AllocationInstructionAlert(Poco::AutoPtr< AllocationInstructionAlertData > allocationInstructionAlertData)
public inline virtual void ExecutionAcknowledgement(Poco::AutoPtr< ExecutionAcknowledgementData > executionAcknowledgementData)
public inline virtual void TradingSessionList(Poco::AutoPtr< TradingSessionListData > tradingSessionListData)
public inline virtual void TradingSessionListRequest(Poco::AutoPtr< TradingSessionListRequestData > tradingSessionListRequestData)
public inline virtual void SettlementObligationReport(Poco::AutoPtr< SettlementObligationReportData > settlementObligationReportData)
public inline virtual void DerivativeSecurityListUpdateReport(Poco::AutoPtr< DerivativeSecurityListUpdateReportData > derivativeSecurityListUpdateReportData)
public inline virtual void TradingSessionListUpdateReport(Poco::AutoPtr< TradingSessionListUpdateReportData > tradingSessionListUpdateReportData)
public inline virtual void MarketDefinitionRequest(Poco::AutoPtr< MarketDefinitionRequestData > marketDefinitionRequestData)
public inline virtual void MarketDefinition(Poco::AutoPtr< MarketDefinitionData > marketDefinitionData)
public inline virtual void MarketDefinitionUpdateReport(Poco::AutoPtr< MarketDefinitionUpdateReportData > marketDefinitionUpdateReportData)
public inline virtual void ApplicationMessageRequest(Poco::AutoPtr< ApplicationMessageRequestData > applicationMessageRequestData)
public inline virtual void ApplicationMessageRequestAck(Poco::AutoPtr< ApplicationMessageRequestAckData > applicationMessageRequestAckData)
public inline virtual void ApplicationMessageReport(Poco::AutoPtr< ApplicationMessageReportData > applicationMessageReportData)
public inline virtual void OrderMassActionReport(Poco::AutoPtr< OrderMassActionReportData > orderMassActionReportData)
public inline virtual void OrderMassActionRequest(Poco::AutoPtr< OrderMassActionRequestData > orderMassActionRequestData)
public inline virtual void UserNotification(Poco::AutoPtr< UserNotificationData > userNotificationData)
public inline virtual void StreamAssignmentRequest(Poco::AutoPtr< StreamAssignmentRequestData > streamAssignmentRequestData)
public inline virtual void StreamAssignmentReport(Poco::AutoPtr< StreamAssignmentReportData > streamAssignmentReportData)
public inline virtual void StreamAssignmentReportACK(Poco::AutoPtr< StreamAssignmentReportACKData > streamAssignmentReportACKData)
public inline virtual void ProcessMessage(Poco::AutoPtr< IMessageData > _messageData)
public inline virtual void DoOperation(Poco::Int32 operation)
class trader::Interface::Connection
class trader::Interface::Connection
: public trader::Interface::IConnection
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::AutoPtr< Connection > receivingConnection |
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public std::string name |
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public inline virtual void SetReceivingConnection(Poco::AutoPtr< Connection > _connection) |
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public inline virtual void SetName(const std::string & _name) |
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public inline virtual const std::string & GetName() const |
Members
public Poco::AutoPtr< Connection > receivingConnection
public std::string name
public inline virtual void SetReceivingConnection(Poco::AutoPtr< Connection > _connection)
public inline virtual void SetName(const std::string & _name)
public inline virtual const std::string & GetName() const
class trader::Interface::IConnection
Summary
| Members | Descriptions |
|---|---|
public void IOI(Poco::AutoPtr< IOIData > iOIData) |
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public void Advertisement(Poco::AutoPtr< AdvertisementData > advertisementData) |
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public void ExecutionReport(Poco::AutoPtr< ExecutionReportData > executionReportData) |
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public void OrderCancelReject(Poco::AutoPtr< OrderCancelRejectData > orderCancelRejectData) |
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public void News(Poco::AutoPtr< NewsData > newsData) |
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public void Email(Poco::AutoPtr< EmailData > emailData) |
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public void NewOrderSingle(Poco::AutoPtr< NewOrderSingleData > newOrderSingleData) |
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public void NewOrderList(Poco::AutoPtr< NewOrderListData > newOrderListData) |
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public void OrderCancelRequest(Poco::AutoPtr< OrderCancelRequestData > orderCancelRequestData) |
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public void OrderCancelReplaceRequest(Poco::AutoPtr< OrderCancelReplaceRequestData > orderCancelReplaceRequestData) |
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public void OrderStatusRequest(Poco::AutoPtr< OrderStatusRequestData > orderStatusRequestData) |
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public void AllocationInstruction(Poco::AutoPtr< AllocationInstructionData > allocationInstructionData) |
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public void ListCancelRequest(Poco::AutoPtr< ListCancelRequestData > listCancelRequestData) |
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public void ListExecute(Poco::AutoPtr< ListExecuteData > listExecuteData) |
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public void ListStatusRequest(Poco::AutoPtr< ListStatusRequestData > listStatusRequestData) |
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public void ListStatus(Poco::AutoPtr< ListStatusData > listStatusData) |
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public void AllocationInstructionAck(Poco::AutoPtr< AllocationInstructionAckData > allocationInstructionAckData) |
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public void DontKnowTrade(Poco::AutoPtr< DontKnowTradeData > dontKnowTradeData) |
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public void QuoteRequest(Poco::AutoPtr< QuoteRequestData > quoteRequestData) |
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public void Quote(Poco::AutoPtr< QuoteData > quoteData) |
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public void SettlementInstructions(Poco::AutoPtr< SettlementInstructionsData > settlementInstructionsData) |
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public void MarketDataRequest(Poco::AutoPtr< MarketDataRequestData > marketDataRequestData) |
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public void MarketDataSnapshotFullRefresh(Poco::AutoPtr< MarketDataSnapshotFullRefreshData > marketDataSnapshotFullRefreshData) |
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public void MarketDataIncrementalRefresh(Poco::AutoPtr< MarketDataIncrementalRefreshData > marketDataIncrementalRefreshData) |
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public void MarketDataRequestReject(Poco::AutoPtr< MarketDataRequestRejectData > marketDataRequestRejectData) |
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public void QuoteCancel(Poco::AutoPtr< QuoteCancelData > quoteCancelData) |
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public void QuoteStatusRequest(Poco::AutoPtr< QuoteStatusRequestData > quoteStatusRequestData) |
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public void MassQuoteAcknowledgement(Poco::AutoPtr< MassQuoteAcknowledgementData > massQuoteAcknowledgementData) |
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public void SecurityDefinitionRequest(Poco::AutoPtr< SecurityDefinitionRequestData > securityDefinitionRequestData) |
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public void SecurityDefinition(Poco::AutoPtr< SecurityDefinitionData > securityDefinitionData) |
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public void SecurityStatusRequest(Poco::AutoPtr< SecurityStatusRequestData > securityStatusRequestData) |
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public void SecurityStatus(Poco::AutoPtr< SecurityStatusData > securityStatusData) |
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public void TradingSessionStatusRequest(Poco::AutoPtr< TradingSessionStatusRequestData > tradingSessionStatusRequestData) |
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public void TradingSessionStatus(Poco::AutoPtr< TradingSessionStatusData > tradingSessionStatusData) |
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public void MassQuote(Poco::AutoPtr< MassQuoteData > massQuoteData) |
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public void BusinessMessageReject(Poco::AutoPtr< BusinessMessageRejectData > businessMessageRejectData) |
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public void BidRequest(Poco::AutoPtr< BidRequestData > bidRequestData) |
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public void BidResponse(Poco::AutoPtr< BidResponseData > bidResponseData) |
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public void ListStrikePrice(Poco::AutoPtr< ListStrikePriceData > listStrikePriceData) |
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public void RegistrationInstructions(Poco::AutoPtr< RegistrationInstructionsData > registrationInstructionsData) |
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public void RegistrationInstructionsResponse(Poco::AutoPtr< RegistrationInstructionsResponseData > registrationInstructionsResponseData) |
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public void OrderMassCancelRequest(Poco::AutoPtr< OrderMassCancelRequestData > orderMassCancelRequestData) |
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public void OrderMassCancelReport(Poco::AutoPtr< OrderMassCancelReportData > orderMassCancelReportData) |
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public void NewOrderCross(Poco::AutoPtr< NewOrderCrossData > newOrderCrossData) |
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public void CrossOrderCancelReplaceRequest(Poco::AutoPtr< CrossOrderCancelReplaceRequestData > crossOrderCancelReplaceRequestData) |
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public void CrossOrderCancelRequest(Poco::AutoPtr< CrossOrderCancelRequestData > crossOrderCancelRequestData) |
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public void SecurityTypeRequest(Poco::AutoPtr< SecurityTypeRequestData > securityTypeRequestData) |
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public void SecurityTypes(Poco::AutoPtr< SecurityTypesData > securityTypesData) |
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public void SecurityListRequest(Poco::AutoPtr< SecurityListRequestData > securityListRequestData) |
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public void SecurityList(Poco::AutoPtr< SecurityListData > securityListData) |
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public void DerivativeSecurityListRequest(Poco::AutoPtr< DerivativeSecurityListRequestData > derivativeSecurityListRequestData) |
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public void DerivativeSecurityList(Poco::AutoPtr< DerivativeSecurityListData > derivativeSecurityListData) |
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public void NewOrderMultileg(Poco::AutoPtr< NewOrderMultilegData > newOrderMultilegData) |
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public void MultilegOrderCancelReplace(Poco::AutoPtr< MultilegOrderCancelReplaceData > multilegOrderCancelReplaceData) |
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public void TradeCaptureReportRequest(Poco::AutoPtr< TradeCaptureReportRequestData > tradeCaptureReportRequestData) |
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public void TradeCaptureReport(Poco::AutoPtr< TradeCaptureReportData > tradeCaptureReportData) |
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public void OrderMassStatusRequest(Poco::AutoPtr< OrderMassStatusRequestData > orderMassStatusRequestData) |
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public void QuoteRequestReject(Poco::AutoPtr< QuoteRequestRejectData > quoteRequestRejectData) |
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public void RFQRequest(Poco::AutoPtr< RFQRequestData > rFQRequestData) |
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public void QuoteStatusReport(Poco::AutoPtr< QuoteStatusReportData > quoteStatusReportData) |
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public void QuoteResponse(Poco::AutoPtr< QuoteResponseData > quoteResponseData) |
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public void Confirmation(Poco::AutoPtr< ConfirmationData > confirmationData) |
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public void PositionMaintenanceRequest(Poco::AutoPtr< PositionMaintenanceRequestData > positionMaintenanceRequestData) |
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public void PositionMaintenanceReport(Poco::AutoPtr< PositionMaintenanceReportData > positionMaintenanceReportData) |
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public void RequestForPositions(Poco::AutoPtr< RequestForPositionsData > requestForPositionsData) |
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public void RequestForPositionsAck(Poco::AutoPtr< RequestForPositionsAckData > requestForPositionsAckData) |
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public void PositionReport(Poco::AutoPtr< PositionReportData > positionReportData) |
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public void TradeCaptureReportRequestAck(Poco::AutoPtr< TradeCaptureReportRequestAckData > tradeCaptureReportRequestAckData) |
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public void TradeCaptureReportAck(Poco::AutoPtr< TradeCaptureReportAckData > tradeCaptureReportAckData) |
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public void AllocationReport(Poco::AutoPtr< AllocationReportData > allocationReportData) |
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public void AllocationReportAck(Poco::AutoPtr< AllocationReportAckData > allocationReportAckData) |
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public void ConfirmationAck(Poco::AutoPtr< ConfirmationAckData > confirmationAckData) |
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public void SettlementInstructionRequest(Poco::AutoPtr< SettlementInstructionRequestData > settlementInstructionRequestData) |
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public void AssignmentReport(Poco::AutoPtr< AssignmentReportData > assignmentReportData) |
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public void CollateralRequest(Poco::AutoPtr< CollateralRequestData > collateralRequestData) |
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public void CollateralAssignment(Poco::AutoPtr< CollateralAssignmentData > collateralAssignmentData) |
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public void CollateralResponse(Poco::AutoPtr< CollateralResponseData > collateralResponseData) |
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public void CollateralReport(Poco::AutoPtr< CollateralReportData > collateralReportData) |
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public void CollateralInquiry(Poco::AutoPtr< CollateralInquiryData > collateralInquiryData) |
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public void NetworkCounterpartySystemStatusRequest(Poco::AutoPtr< NetworkCounterpartySystemStatusRequestData > networkCounterpartySystemStatusRequestData) |
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public void NetworkCounterpartySystemStatusResponse(Poco::AutoPtr< NetworkCounterpartySystemStatusResponseData > networkCounterpartySystemStatusResponseData) |
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public void UserRequest(Poco::AutoPtr< UserRequestData > userRequestData) |
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public void UserResponse(Poco::AutoPtr< UserResponseData > userResponseData) |
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public void CollateralInquiryAck(Poco::AutoPtr< CollateralInquiryAckData > collateralInquiryAckData) |
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public void ConfirmationRequest(Poco::AutoPtr< ConfirmationRequestData > confirmationRequestData) |
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public void ContraryIntentionReport(Poco::AutoPtr< ContraryIntentionReportData > contraryIntentionReportData) |
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public void SecurityDefinitionUpdateReport(Poco::AutoPtr< SecurityDefinitionUpdateReportData > securityDefinitionUpdateReportData) |
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public void SecurityListUpdateReport(Poco::AutoPtr< SecurityListUpdateReportData > securityListUpdateReportData) |
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public void AdjustedPositionReport(Poco::AutoPtr< AdjustedPositionReportData > adjustedPositionReportData) |
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public void AllocationInstructionAlert(Poco::AutoPtr< AllocationInstructionAlertData > allocationInstructionAlertData) |
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public void ExecutionAcknowledgement(Poco::AutoPtr< ExecutionAcknowledgementData > executionAcknowledgementData) |
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public void TradingSessionList(Poco::AutoPtr< TradingSessionListData > tradingSessionListData) |
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public void TradingSessionListRequest(Poco::AutoPtr< TradingSessionListRequestData > tradingSessionListRequestData) |
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public void SettlementObligationReport(Poco::AutoPtr< SettlementObligationReportData > settlementObligationReportData) |
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public void DerivativeSecurityListUpdateReport(Poco::AutoPtr< DerivativeSecurityListUpdateReportData > derivativeSecurityListUpdateReportData) |
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public void TradingSessionListUpdateReport(Poco::AutoPtr< TradingSessionListUpdateReportData > tradingSessionListUpdateReportData) |
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public void MarketDefinitionRequest(Poco::AutoPtr< MarketDefinitionRequestData > marketDefinitionRequestData) |
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public void MarketDefinition(Poco::AutoPtr< MarketDefinitionData > marketDefinitionData) |
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public void MarketDefinitionUpdateReport(Poco::AutoPtr< MarketDefinitionUpdateReportData > marketDefinitionUpdateReportData) |
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public void ApplicationMessageRequest(Poco::AutoPtr< ApplicationMessageRequestData > applicationMessageRequestData) |
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public void ApplicationMessageRequestAck(Poco::AutoPtr< ApplicationMessageRequestAckData > applicationMessageRequestAckData) |
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public void ApplicationMessageReport(Poco::AutoPtr< ApplicationMessageReportData > applicationMessageReportData) |
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public void OrderMassActionReport(Poco::AutoPtr< OrderMassActionReportData > orderMassActionReportData) |
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public void OrderMassActionRequest(Poco::AutoPtr< OrderMassActionRequestData > orderMassActionRequestData) |
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public void UserNotification(Poco::AutoPtr< UserNotificationData > userNotificationData) |
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public void StreamAssignmentRequest(Poco::AutoPtr< StreamAssignmentRequestData > streamAssignmentRequestData) |
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public void StreamAssignmentReport(Poco::AutoPtr< StreamAssignmentReportData > streamAssignmentReportData) |
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public void StreamAssignmentReportACK(Poco::AutoPtr< StreamAssignmentReportACKData > streamAssignmentReportACKData) |
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public void ProcessMessage(Poco::AutoPtr< IMessageData > _messageData) |
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public void DoOperation(Poco::Int32 operation) |
Members
public void IOI(Poco::AutoPtr< IOIData > iOIData)
public void Advertisement(Poco::AutoPtr< AdvertisementData > advertisementData)
public void ExecutionReport(Poco::AutoPtr< ExecutionReportData > executionReportData)
public void OrderCancelReject(Poco::AutoPtr< OrderCancelRejectData > orderCancelRejectData)
public void News(Poco::AutoPtr< NewsData > newsData)
public void Email(Poco::AutoPtr< EmailData > emailData)
public void NewOrderSingle(Poco::AutoPtr< NewOrderSingleData > newOrderSingleData)
public void NewOrderList(Poco::AutoPtr< NewOrderListData > newOrderListData)
public void OrderCancelRequest(Poco::AutoPtr< OrderCancelRequestData > orderCancelRequestData)
public void OrderCancelReplaceRequest(Poco::AutoPtr< OrderCancelReplaceRequestData > orderCancelReplaceRequestData)
public void OrderStatusRequest(Poco::AutoPtr< OrderStatusRequestData > orderStatusRequestData)
public void AllocationInstruction(Poco::AutoPtr< AllocationInstructionData > allocationInstructionData)
public void ListCancelRequest(Poco::AutoPtr< ListCancelRequestData > listCancelRequestData)
public void ListExecute(Poco::AutoPtr< ListExecuteData > listExecuteData)
public void ListStatusRequest(Poco::AutoPtr< ListStatusRequestData > listStatusRequestData)
public void ListStatus(Poco::AutoPtr< ListStatusData > listStatusData)
public void AllocationInstructionAck(Poco::AutoPtr< AllocationInstructionAckData > allocationInstructionAckData)
public void DontKnowTrade(Poco::AutoPtr< DontKnowTradeData > dontKnowTradeData)
public void QuoteRequest(Poco::AutoPtr< QuoteRequestData > quoteRequestData)
public void Quote(Poco::AutoPtr< QuoteData > quoteData)
public void SettlementInstructions(Poco::AutoPtr< SettlementInstructionsData > settlementInstructionsData)
public void MarketDataRequest(Poco::AutoPtr< MarketDataRequestData > marketDataRequestData)
public void MarketDataSnapshotFullRefresh(Poco::AutoPtr< MarketDataSnapshotFullRefreshData > marketDataSnapshotFullRefreshData)
public void MarketDataIncrementalRefresh(Poco::AutoPtr< MarketDataIncrementalRefreshData > marketDataIncrementalRefreshData)
public void MarketDataRequestReject(Poco::AutoPtr< MarketDataRequestRejectData > marketDataRequestRejectData)
public void QuoteCancel(Poco::AutoPtr< QuoteCancelData > quoteCancelData)
public void QuoteStatusRequest(Poco::AutoPtr< QuoteStatusRequestData > quoteStatusRequestData)
public void MassQuoteAcknowledgement(Poco::AutoPtr< MassQuoteAcknowledgementData > massQuoteAcknowledgementData)
public void SecurityDefinitionRequest(Poco::AutoPtr< SecurityDefinitionRequestData > securityDefinitionRequestData)
public void SecurityDefinition(Poco::AutoPtr< SecurityDefinitionData > securityDefinitionData)
public void SecurityStatusRequest(Poco::AutoPtr< SecurityStatusRequestData > securityStatusRequestData)
public void SecurityStatus(Poco::AutoPtr< SecurityStatusData > securityStatusData)
public void TradingSessionStatusRequest(Poco::AutoPtr< TradingSessionStatusRequestData > tradingSessionStatusRequestData)
public void TradingSessionStatus(Poco::AutoPtr< TradingSessionStatusData > tradingSessionStatusData)
public void MassQuote(Poco::AutoPtr< MassQuoteData > massQuoteData)
public void BusinessMessageReject(Poco::AutoPtr< BusinessMessageRejectData > businessMessageRejectData)
public void BidRequest(Poco::AutoPtr< BidRequestData > bidRequestData)
public void BidResponse(Poco::AutoPtr< BidResponseData > bidResponseData)
public void ListStrikePrice(Poco::AutoPtr< ListStrikePriceData > listStrikePriceData)
public void RegistrationInstructions(Poco::AutoPtr< RegistrationInstructionsData > registrationInstructionsData)
public void RegistrationInstructionsResponse(Poco::AutoPtr< RegistrationInstructionsResponseData > registrationInstructionsResponseData)
public void OrderMassCancelRequest(Poco::AutoPtr< OrderMassCancelRequestData > orderMassCancelRequestData)
public void OrderMassCancelReport(Poco::AutoPtr< OrderMassCancelReportData > orderMassCancelReportData)
public void NewOrderCross(Poco::AutoPtr< NewOrderCrossData > newOrderCrossData)
public void CrossOrderCancelReplaceRequest(Poco::AutoPtr< CrossOrderCancelReplaceRequestData > crossOrderCancelReplaceRequestData)
public void CrossOrderCancelRequest(Poco::AutoPtr< CrossOrderCancelRequestData > crossOrderCancelRequestData)
public void SecurityTypeRequest(Poco::AutoPtr< SecurityTypeRequestData > securityTypeRequestData)
public void SecurityTypes(Poco::AutoPtr< SecurityTypesData > securityTypesData)
public void SecurityListRequest(Poco::AutoPtr< SecurityListRequestData > securityListRequestData)
public void SecurityList(Poco::AutoPtr< SecurityListData > securityListData)
public void DerivativeSecurityListRequest(Poco::AutoPtr< DerivativeSecurityListRequestData > derivativeSecurityListRequestData)
public void DerivativeSecurityList(Poco::AutoPtr< DerivativeSecurityListData > derivativeSecurityListData)
public void NewOrderMultileg(Poco::AutoPtr< NewOrderMultilegData > newOrderMultilegData)
public void MultilegOrderCancelReplace(Poco::AutoPtr< MultilegOrderCancelReplaceData > multilegOrderCancelReplaceData)
public void TradeCaptureReportRequest(Poco::AutoPtr< TradeCaptureReportRequestData > tradeCaptureReportRequestData)
public void TradeCaptureReport(Poco::AutoPtr< TradeCaptureReportData > tradeCaptureReportData)
public void OrderMassStatusRequest(Poco::AutoPtr< OrderMassStatusRequestData > orderMassStatusRequestData)
public void QuoteRequestReject(Poco::AutoPtr< QuoteRequestRejectData > quoteRequestRejectData)
public void RFQRequest(Poco::AutoPtr< RFQRequestData > rFQRequestData)
public void QuoteStatusReport(Poco::AutoPtr< QuoteStatusReportData > quoteStatusReportData)
public void QuoteResponse(Poco::AutoPtr< QuoteResponseData > quoteResponseData)
public void Confirmation(Poco::AutoPtr< ConfirmationData > confirmationData)
public void PositionMaintenanceRequest(Poco::AutoPtr< PositionMaintenanceRequestData > positionMaintenanceRequestData)
public void PositionMaintenanceReport(Poco::AutoPtr< PositionMaintenanceReportData > positionMaintenanceReportData)
public void RequestForPositions(Poco::AutoPtr< RequestForPositionsData > requestForPositionsData)
public void RequestForPositionsAck(Poco::AutoPtr< RequestForPositionsAckData > requestForPositionsAckData)
public void PositionReport(Poco::AutoPtr< PositionReportData > positionReportData)
public void TradeCaptureReportRequestAck(Poco::AutoPtr< TradeCaptureReportRequestAckData > tradeCaptureReportRequestAckData)
public void TradeCaptureReportAck(Poco::AutoPtr< TradeCaptureReportAckData > tradeCaptureReportAckData)
public void AllocationReport(Poco::AutoPtr< AllocationReportData > allocationReportData)
public void AllocationReportAck(Poco::AutoPtr< AllocationReportAckData > allocationReportAckData)
public void ConfirmationAck(Poco::AutoPtr< ConfirmationAckData > confirmationAckData)
public void SettlementInstructionRequest(Poco::AutoPtr< SettlementInstructionRequestData > settlementInstructionRequestData)
public void AssignmentReport(Poco::AutoPtr< AssignmentReportData > assignmentReportData)
public void CollateralRequest(Poco::AutoPtr< CollateralRequestData > collateralRequestData)
public void CollateralAssignment(Poco::AutoPtr< CollateralAssignmentData > collateralAssignmentData)
public void CollateralResponse(Poco::AutoPtr< CollateralResponseData > collateralResponseData)
public void CollateralReport(Poco::AutoPtr< CollateralReportData > collateralReportData)
public void CollateralInquiry(Poco::AutoPtr< CollateralInquiryData > collateralInquiryData)
public void NetworkCounterpartySystemStatusRequest(Poco::AutoPtr< NetworkCounterpartySystemStatusRequestData > networkCounterpartySystemStatusRequestData)
public void NetworkCounterpartySystemStatusResponse(Poco::AutoPtr< NetworkCounterpartySystemStatusResponseData > networkCounterpartySystemStatusResponseData)
public void UserRequest(Poco::AutoPtr< UserRequestData > userRequestData)
public void UserResponse(Poco::AutoPtr< UserResponseData > userResponseData)
public void CollateralInquiryAck(Poco::AutoPtr< CollateralInquiryAckData > collateralInquiryAckData)
public void ConfirmationRequest(Poco::AutoPtr< ConfirmationRequestData > confirmationRequestData)
public void ContraryIntentionReport(Poco::AutoPtr< ContraryIntentionReportData > contraryIntentionReportData)
public void SecurityDefinitionUpdateReport(Poco::AutoPtr< SecurityDefinitionUpdateReportData > securityDefinitionUpdateReportData)
public void SecurityListUpdateReport(Poco::AutoPtr< SecurityListUpdateReportData > securityListUpdateReportData)
public void AdjustedPositionReport(Poco::AutoPtr< AdjustedPositionReportData > adjustedPositionReportData)
public void AllocationInstructionAlert(Poco::AutoPtr< AllocationInstructionAlertData > allocationInstructionAlertData)
public void ExecutionAcknowledgement(Poco::AutoPtr< ExecutionAcknowledgementData > executionAcknowledgementData)
public void TradingSessionList(Poco::AutoPtr< TradingSessionListData > tradingSessionListData)
public void TradingSessionListRequest(Poco::AutoPtr< TradingSessionListRequestData > tradingSessionListRequestData)
public void SettlementObligationReport(Poco::AutoPtr< SettlementObligationReportData > settlementObligationReportData)
public void DerivativeSecurityListUpdateReport(Poco::AutoPtr< DerivativeSecurityListUpdateReportData > derivativeSecurityListUpdateReportData)
public void TradingSessionListUpdateReport(Poco::AutoPtr< TradingSessionListUpdateReportData > tradingSessionListUpdateReportData)
public void MarketDefinitionRequest(Poco::AutoPtr< MarketDefinitionRequestData > marketDefinitionRequestData)
public void MarketDefinition(Poco::AutoPtr< MarketDefinitionData > marketDefinitionData)
public void MarketDefinitionUpdateReport(Poco::AutoPtr< MarketDefinitionUpdateReportData > marketDefinitionUpdateReportData)
public void ApplicationMessageRequest(Poco::AutoPtr< ApplicationMessageRequestData > applicationMessageRequestData)
public void ApplicationMessageRequestAck(Poco::AutoPtr< ApplicationMessageRequestAckData > applicationMessageRequestAckData)
public void ApplicationMessageReport(Poco::AutoPtr< ApplicationMessageReportData > applicationMessageReportData)
public void OrderMassActionReport(Poco::AutoPtr< OrderMassActionReportData > orderMassActionReportData)
public void OrderMassActionRequest(Poco::AutoPtr< OrderMassActionRequestData > orderMassActionRequestData)
public void UserNotification(Poco::AutoPtr< UserNotificationData > userNotificationData)
public void StreamAssignmentRequest(Poco::AutoPtr< StreamAssignmentRequestData > streamAssignmentRequestData)
public void StreamAssignmentReport(Poco::AutoPtr< StreamAssignmentReportData > streamAssignmentReportData)
public void StreamAssignmentReportACK(Poco::AutoPtr< StreamAssignmentReportACKData > streamAssignmentReportACKData)
public void ProcessMessage(Poco::AutoPtr< IMessageData > _messageData)
public void DoOperation(Poco::Int32 operation)
class trader::Interface::IMessageData
class trader::Interface::IMessageData
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public std::string sourceConnection |
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public MessageId messageId |
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public enum MESSAGES GetType() |
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public inline MessageId getUniqueMessageId() |
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public inline void setSourceConnection(const std::string & _sourceConnection) |
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public inline const std::string & getSourceConnection() const |
Members
public std::string sourceConnection
public MessageId messageId
public enum MESSAGES GetType()
public inline MessageId getUniqueMessageId()
public inline void setSourceConnection(const std::string & _sourceConnection)
public inline const std::string & getSourceConnection() const
class trader::Interface::MessageReceivingConnection
class trader::Interface::MessageReceivingConnection
: public trader::Interface::Connection
Summary
| Members | Descriptions |
|---|---|
public inline virtual void ProcessMessage(Poco::AutoPtr< IMessageData > _messageData) |
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public inline virtual void IOI(Poco::AutoPtr< IOIData > iOIData) |
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public inline virtual void Advertisement(Poco::AutoPtr< AdvertisementData > advertisementData) |
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public inline virtual void ExecutionReport(Poco::AutoPtr< ExecutionReportData > executionReportData) |
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public inline virtual void OrderCancelReject(Poco::AutoPtr< OrderCancelRejectData > orderCancelRejectData) |
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public inline virtual void News(Poco::AutoPtr< NewsData > newsData) |
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public inline virtual void Email(Poco::AutoPtr< EmailData > emailData) |
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public inline virtual void NewOrderSingle(Poco::AutoPtr< NewOrderSingleData > newOrderSingleData) |
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public inline virtual void NewOrderList(Poco::AutoPtr< NewOrderListData > newOrderListData) |
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public inline virtual void OrderCancelRequest(Poco::AutoPtr< OrderCancelRequestData > orderCancelRequestData) |
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public inline virtual void OrderCancelReplaceRequest(Poco::AutoPtr< OrderCancelReplaceRequestData > orderCancelReplaceRequestData) |
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public inline virtual void OrderStatusRequest(Poco::AutoPtr< OrderStatusRequestData > orderStatusRequestData) |
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public inline virtual void AllocationInstruction(Poco::AutoPtr< AllocationInstructionData > allocationInstructionData) |
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public inline virtual void ListCancelRequest(Poco::AutoPtr< ListCancelRequestData > listCancelRequestData) |
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public inline virtual void ListExecute(Poco::AutoPtr< ListExecuteData > listExecuteData) |
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public inline virtual void ListStatusRequest(Poco::AutoPtr< ListStatusRequestData > listStatusRequestData) |
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public inline virtual void ListStatus(Poco::AutoPtr< ListStatusData > listStatusData) |
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public inline virtual void AllocationInstructionAck(Poco::AutoPtr< AllocationInstructionAckData > allocationInstructionAckData) |
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public inline virtual void DontKnowTrade(Poco::AutoPtr< DontKnowTradeData > dontKnowTradeData) |
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public inline virtual void QuoteRequest(Poco::AutoPtr< QuoteRequestData > quoteRequestData) |
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public inline virtual void Quote(Poco::AutoPtr< QuoteData > quoteData) |
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public inline virtual void SettlementInstructions(Poco::AutoPtr< SettlementInstructionsData > settlementInstructionsData) |
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public inline virtual void MarketDataRequest(Poco::AutoPtr< MarketDataRequestData > marketDataRequestData) |
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public inline virtual void MarketDataSnapshotFullRefresh(Poco::AutoPtr< MarketDataSnapshotFullRefreshData > marketDataSnapshotFullRefreshData) |
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public inline virtual void MarketDataIncrementalRefresh(Poco::AutoPtr< MarketDataIncrementalRefreshData > marketDataIncrementalRefreshData) |
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public inline virtual void MarketDataRequestReject(Poco::AutoPtr< MarketDataRequestRejectData > marketDataRequestRejectData) |
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public inline virtual void QuoteCancel(Poco::AutoPtr< QuoteCancelData > quoteCancelData) |
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public inline virtual void QuoteStatusRequest(Poco::AutoPtr< QuoteStatusRequestData > quoteStatusRequestData) |
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public inline virtual void MassQuoteAcknowledgement(Poco::AutoPtr< MassQuoteAcknowledgementData > massQuoteAcknowledgementData) |
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public inline virtual void SecurityDefinitionRequest(Poco::AutoPtr< SecurityDefinitionRequestData > securityDefinitionRequestData) |
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public inline virtual void SecurityDefinition(Poco::AutoPtr< SecurityDefinitionData > securityDefinitionData) |
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public inline virtual void SecurityStatusRequest(Poco::AutoPtr< SecurityStatusRequestData > securityStatusRequestData) |
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public inline virtual void SecurityStatus(Poco::AutoPtr< SecurityStatusData > securityStatusData) |
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public inline virtual void TradingSessionStatusRequest(Poco::AutoPtr< TradingSessionStatusRequestData > tradingSessionStatusRequestData) |
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public inline virtual void TradingSessionStatus(Poco::AutoPtr< TradingSessionStatusData > tradingSessionStatusData) |
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public inline virtual void MassQuote(Poco::AutoPtr< MassQuoteData > massQuoteData) |
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public inline virtual void BusinessMessageReject(Poco::AutoPtr< BusinessMessageRejectData > businessMessageRejectData) |
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public inline virtual void BidRequest(Poco::AutoPtr< BidRequestData > bidRequestData) |
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public inline virtual void BidResponse(Poco::AutoPtr< BidResponseData > bidResponseData) |
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public inline virtual void ListStrikePrice(Poco::AutoPtr< ListStrikePriceData > listStrikePriceData) |
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public inline virtual void RegistrationInstructions(Poco::AutoPtr< RegistrationInstructionsData > registrationInstructionsData) |
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public inline virtual void RegistrationInstructionsResponse(Poco::AutoPtr< RegistrationInstructionsResponseData > registrationInstructionsResponseData) |
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public inline virtual void OrderMassCancelRequest(Poco::AutoPtr< OrderMassCancelRequestData > orderMassCancelRequestData) |
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public inline virtual void OrderMassCancelReport(Poco::AutoPtr< OrderMassCancelReportData > orderMassCancelReportData) |
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public inline virtual void NewOrderCross(Poco::AutoPtr< NewOrderCrossData > newOrderCrossData) |
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public inline virtual void CrossOrderCancelReplaceRequest(Poco::AutoPtr< CrossOrderCancelReplaceRequestData > crossOrderCancelReplaceRequestData) |
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public inline virtual void CrossOrderCancelRequest(Poco::AutoPtr< CrossOrderCancelRequestData > crossOrderCancelRequestData) |
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public inline virtual void SecurityTypeRequest(Poco::AutoPtr< SecurityTypeRequestData > securityTypeRequestData) |
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public inline virtual void SecurityTypes(Poco::AutoPtr< SecurityTypesData > securityTypesData) |
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public inline virtual void SecurityListRequest(Poco::AutoPtr< SecurityListRequestData > securityListRequestData) |
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public inline virtual void SecurityList(Poco::AutoPtr< SecurityListData > securityListData) |
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public inline virtual void DerivativeSecurityListRequest(Poco::AutoPtr< DerivativeSecurityListRequestData > derivativeSecurityListRequestData) |
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public inline virtual void DerivativeSecurityList(Poco::AutoPtr< DerivativeSecurityListData > derivativeSecurityListData) |
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public inline virtual void NewOrderMultileg(Poco::AutoPtr< NewOrderMultilegData > newOrderMultilegData) |
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public inline virtual void MultilegOrderCancelReplace(Poco::AutoPtr< MultilegOrderCancelReplaceData > multilegOrderCancelReplaceData) |
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public inline virtual void TradeCaptureReportRequest(Poco::AutoPtr< TradeCaptureReportRequestData > tradeCaptureReportRequestData) |
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public inline virtual void TradeCaptureReport(Poco::AutoPtr< TradeCaptureReportData > tradeCaptureReportData) |
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public inline virtual void OrderMassStatusRequest(Poco::AutoPtr< OrderMassStatusRequestData > orderMassStatusRequestData) |
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public inline virtual void QuoteRequestReject(Poco::AutoPtr< QuoteRequestRejectData > quoteRequestRejectData) |
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public inline virtual void RFQRequest(Poco::AutoPtr< RFQRequestData > rFQRequestData) |
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public inline virtual void QuoteStatusReport(Poco::AutoPtr< QuoteStatusReportData > quoteStatusReportData) |
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public inline virtual void QuoteResponse(Poco::AutoPtr< QuoteResponseData > quoteResponseData) |
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public inline virtual void Confirmation(Poco::AutoPtr< ConfirmationData > confirmationData) |
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public inline virtual void PositionMaintenanceRequest(Poco::AutoPtr< PositionMaintenanceRequestData > positionMaintenanceRequestData) |
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public inline virtual void PositionMaintenanceReport(Poco::AutoPtr< PositionMaintenanceReportData > positionMaintenanceReportData) |
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public inline virtual void RequestForPositions(Poco::AutoPtr< RequestForPositionsData > requestForPositionsData) |
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public inline virtual void RequestForPositionsAck(Poco::AutoPtr< RequestForPositionsAckData > requestForPositionsAckData) |
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public inline virtual void PositionReport(Poco::AutoPtr< PositionReportData > positionReportData) |
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public inline virtual void TradeCaptureReportRequestAck(Poco::AutoPtr< TradeCaptureReportRequestAckData > tradeCaptureReportRequestAckData) |
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public inline virtual void TradeCaptureReportAck(Poco::AutoPtr< TradeCaptureReportAckData > tradeCaptureReportAckData) |
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public inline virtual void AllocationReport(Poco::AutoPtr< AllocationReportData > allocationReportData) |
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public inline virtual void AllocationReportAck(Poco::AutoPtr< AllocationReportAckData > allocationReportAckData) |
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public inline virtual void ConfirmationAck(Poco::AutoPtr< ConfirmationAckData > confirmationAckData) |
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public inline virtual void SettlementInstructionRequest(Poco::AutoPtr< SettlementInstructionRequestData > settlementInstructionRequestData) |
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public inline virtual void AssignmentReport(Poco::AutoPtr< AssignmentReportData > assignmentReportData) |
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public inline virtual void CollateralRequest(Poco::AutoPtr< CollateralRequestData > collateralRequestData) |
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public inline virtual void CollateralAssignment(Poco::AutoPtr< CollateralAssignmentData > collateralAssignmentData) |
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public inline virtual void CollateralResponse(Poco::AutoPtr< CollateralResponseData > collateralResponseData) |
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public inline virtual void CollateralReport(Poco::AutoPtr< CollateralReportData > collateralReportData) |
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public inline virtual void CollateralInquiry(Poco::AutoPtr< CollateralInquiryData > collateralInquiryData) |
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public inline virtual void NetworkCounterpartySystemStatusRequest(Poco::AutoPtr< NetworkCounterpartySystemStatusRequestData > networkCounterpartySystemStatusRequestData) |
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public inline virtual void NetworkCounterpartySystemStatusResponse(Poco::AutoPtr< NetworkCounterpartySystemStatusResponseData > networkCounterpartySystemStatusResponseData) |
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public inline virtual void UserRequest(Poco::AutoPtr< UserRequestData > userRequestData) |
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public inline virtual void UserResponse(Poco::AutoPtr< UserResponseData > userResponseData) |
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public inline virtual void CollateralInquiryAck(Poco::AutoPtr< CollateralInquiryAckData > collateralInquiryAckData) |
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public inline virtual void ConfirmationRequest(Poco::AutoPtr< ConfirmationRequestData > confirmationRequestData) |
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public inline virtual void ContraryIntentionReport(Poco::AutoPtr< ContraryIntentionReportData > contraryIntentionReportData) |
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public inline virtual void SecurityDefinitionUpdateReport(Poco::AutoPtr< SecurityDefinitionUpdateReportData > securityDefinitionUpdateReportData) |
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public inline virtual void SecurityListUpdateReport(Poco::AutoPtr< SecurityListUpdateReportData > securityListUpdateReportData) |
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public inline virtual void AdjustedPositionReport(Poco::AutoPtr< AdjustedPositionReportData > adjustedPositionReportData) |
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public inline virtual void AllocationInstructionAlert(Poco::AutoPtr< AllocationInstructionAlertData > allocationInstructionAlertData) |
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public inline virtual void ExecutionAcknowledgement(Poco::AutoPtr< ExecutionAcknowledgementData > executionAcknowledgementData) |
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public inline virtual void TradingSessionList(Poco::AutoPtr< TradingSessionListData > tradingSessionListData) |
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public inline virtual void TradingSessionListRequest(Poco::AutoPtr< TradingSessionListRequestData > tradingSessionListRequestData) |
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public inline virtual void SettlementObligationReport(Poco::AutoPtr< SettlementObligationReportData > settlementObligationReportData) |
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public inline virtual void DerivativeSecurityListUpdateReport(Poco::AutoPtr< DerivativeSecurityListUpdateReportData > derivativeSecurityListUpdateReportData) |
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public inline virtual void TradingSessionListUpdateReport(Poco::AutoPtr< TradingSessionListUpdateReportData > tradingSessionListUpdateReportData) |
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public inline virtual void MarketDefinitionRequest(Poco::AutoPtr< MarketDefinitionRequestData > marketDefinitionRequestData) |
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public inline virtual void MarketDefinition(Poco::AutoPtr< MarketDefinitionData > marketDefinitionData) |
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public inline virtual void MarketDefinitionUpdateReport(Poco::AutoPtr< MarketDefinitionUpdateReportData > marketDefinitionUpdateReportData) |
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public inline virtual void ApplicationMessageRequest(Poco::AutoPtr< ApplicationMessageRequestData > applicationMessageRequestData) |
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public inline virtual void ApplicationMessageRequestAck(Poco::AutoPtr< ApplicationMessageRequestAckData > applicationMessageRequestAckData) |
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public inline virtual void ApplicationMessageReport(Poco::AutoPtr< ApplicationMessageReportData > applicationMessageReportData) |
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public inline virtual void OrderMassActionReport(Poco::AutoPtr< OrderMassActionReportData > orderMassActionReportData) |
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public inline virtual void OrderMassActionRequest(Poco::AutoPtr< OrderMassActionRequestData > orderMassActionRequestData) |
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public inline virtual void UserNotification(Poco::AutoPtr< UserNotificationData > userNotificationData) |
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public inline virtual void StreamAssignmentRequest(Poco::AutoPtr< StreamAssignmentRequestData > streamAssignmentRequestData) |
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public inline virtual void StreamAssignmentReport(Poco::AutoPtr< StreamAssignmentReportData > streamAssignmentReportData) |
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public inline virtual void StreamAssignmentReportACK(Poco::AutoPtr< StreamAssignmentReportACKData > streamAssignmentReportACKData) |
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public inline virtual void DoOperation(Poco::Int32 operation) |
Members
public inline virtual void ProcessMessage(Poco::AutoPtr< IMessageData > _messageData)
public inline virtual void IOI(Poco::AutoPtr< IOIData > iOIData)
public inline virtual void Advertisement(Poco::AutoPtr< AdvertisementData > advertisementData)
public inline virtual void ExecutionReport(Poco::AutoPtr< ExecutionReportData > executionReportData)
public inline virtual void OrderCancelReject(Poco::AutoPtr< OrderCancelRejectData > orderCancelRejectData)
public inline virtual void News(Poco::AutoPtr< NewsData > newsData)
public inline virtual void Email(Poco::AutoPtr< EmailData > emailData)
public inline virtual void NewOrderSingle(Poco::AutoPtr< NewOrderSingleData > newOrderSingleData)
public inline virtual void NewOrderList(Poco::AutoPtr< NewOrderListData > newOrderListData)
public inline virtual void OrderCancelRequest(Poco::AutoPtr< OrderCancelRequestData > orderCancelRequestData)
public inline virtual void OrderCancelReplaceRequest(Poco::AutoPtr< OrderCancelReplaceRequestData > orderCancelReplaceRequestData)
public inline virtual void OrderStatusRequest(Poco::AutoPtr< OrderStatusRequestData > orderStatusRequestData)
public inline virtual void AllocationInstruction(Poco::AutoPtr< AllocationInstructionData > allocationInstructionData)
public inline virtual void ListCancelRequest(Poco::AutoPtr< ListCancelRequestData > listCancelRequestData)
public inline virtual void ListExecute(Poco::AutoPtr< ListExecuteData > listExecuteData)
public inline virtual void ListStatusRequest(Poco::AutoPtr< ListStatusRequestData > listStatusRequestData)
public inline virtual void ListStatus(Poco::AutoPtr< ListStatusData > listStatusData)
public inline virtual void AllocationInstructionAck(Poco::AutoPtr< AllocationInstructionAckData > allocationInstructionAckData)
public inline virtual void DontKnowTrade(Poco::AutoPtr< DontKnowTradeData > dontKnowTradeData)
public inline virtual void QuoteRequest(Poco::AutoPtr< QuoteRequestData > quoteRequestData)
public inline virtual void Quote(Poco::AutoPtr< QuoteData > quoteData)
public inline virtual void SettlementInstructions(Poco::AutoPtr< SettlementInstructionsData > settlementInstructionsData)
public inline virtual void MarketDataRequest(Poco::AutoPtr< MarketDataRequestData > marketDataRequestData)
public inline virtual void MarketDataSnapshotFullRefresh(Poco::AutoPtr< MarketDataSnapshotFullRefreshData > marketDataSnapshotFullRefreshData)
public inline virtual void MarketDataIncrementalRefresh(Poco::AutoPtr< MarketDataIncrementalRefreshData > marketDataIncrementalRefreshData)
public inline virtual void MarketDataRequestReject(Poco::AutoPtr< MarketDataRequestRejectData > marketDataRequestRejectData)
public inline virtual void QuoteCancel(Poco::AutoPtr< QuoteCancelData > quoteCancelData)
public inline virtual void QuoteStatusRequest(Poco::AutoPtr< QuoteStatusRequestData > quoteStatusRequestData)
public inline virtual void MassQuoteAcknowledgement(Poco::AutoPtr< MassQuoteAcknowledgementData > massQuoteAcknowledgementData)
public inline virtual void SecurityDefinitionRequest(Poco::AutoPtr< SecurityDefinitionRequestData > securityDefinitionRequestData)
public inline virtual void SecurityDefinition(Poco::AutoPtr< SecurityDefinitionData > securityDefinitionData)
public inline virtual void SecurityStatusRequest(Poco::AutoPtr< SecurityStatusRequestData > securityStatusRequestData)
public inline virtual void SecurityStatus(Poco::AutoPtr< SecurityStatusData > securityStatusData)
public inline virtual void TradingSessionStatusRequest(Poco::AutoPtr< TradingSessionStatusRequestData > tradingSessionStatusRequestData)
public inline virtual void TradingSessionStatus(Poco::AutoPtr< TradingSessionStatusData > tradingSessionStatusData)
public inline virtual void MassQuote(Poco::AutoPtr< MassQuoteData > massQuoteData)
public inline virtual void BusinessMessageReject(Poco::AutoPtr< BusinessMessageRejectData > businessMessageRejectData)
public inline virtual void BidRequest(Poco::AutoPtr< BidRequestData > bidRequestData)
public inline virtual void BidResponse(Poco::AutoPtr< BidResponseData > bidResponseData)
public inline virtual void ListStrikePrice(Poco::AutoPtr< ListStrikePriceData > listStrikePriceData)
public inline virtual void RegistrationInstructions(Poco::AutoPtr< RegistrationInstructionsData > registrationInstructionsData)
public inline virtual void RegistrationInstructionsResponse(Poco::AutoPtr< RegistrationInstructionsResponseData > registrationInstructionsResponseData)
public inline virtual void OrderMassCancelRequest(Poco::AutoPtr< OrderMassCancelRequestData > orderMassCancelRequestData)
public inline virtual void OrderMassCancelReport(Poco::AutoPtr< OrderMassCancelReportData > orderMassCancelReportData)
public inline virtual void NewOrderCross(Poco::AutoPtr< NewOrderCrossData > newOrderCrossData)
public inline virtual void CrossOrderCancelReplaceRequest(Poco::AutoPtr< CrossOrderCancelReplaceRequestData > crossOrderCancelReplaceRequestData)
public inline virtual void CrossOrderCancelRequest(Poco::AutoPtr< CrossOrderCancelRequestData > crossOrderCancelRequestData)
public inline virtual void SecurityTypeRequest(Poco::AutoPtr< SecurityTypeRequestData > securityTypeRequestData)
public inline virtual void SecurityTypes(Poco::AutoPtr< SecurityTypesData > securityTypesData)
public inline virtual void SecurityListRequest(Poco::AutoPtr< SecurityListRequestData > securityListRequestData)
public inline virtual void SecurityList(Poco::AutoPtr< SecurityListData > securityListData)
public inline virtual void DerivativeSecurityListRequest(Poco::AutoPtr< DerivativeSecurityListRequestData > derivativeSecurityListRequestData)
public inline virtual void DerivativeSecurityList(Poco::AutoPtr< DerivativeSecurityListData > derivativeSecurityListData)
public inline virtual void NewOrderMultileg(Poco::AutoPtr< NewOrderMultilegData > newOrderMultilegData)
public inline virtual void MultilegOrderCancelReplace(Poco::AutoPtr< MultilegOrderCancelReplaceData > multilegOrderCancelReplaceData)
public inline virtual void TradeCaptureReportRequest(Poco::AutoPtr< TradeCaptureReportRequestData > tradeCaptureReportRequestData)
public inline virtual void TradeCaptureReport(Poco::AutoPtr< TradeCaptureReportData > tradeCaptureReportData)
public inline virtual void OrderMassStatusRequest(Poco::AutoPtr< OrderMassStatusRequestData > orderMassStatusRequestData)
public inline virtual void QuoteRequestReject(Poco::AutoPtr< QuoteRequestRejectData > quoteRequestRejectData)
public inline virtual void RFQRequest(Poco::AutoPtr< RFQRequestData > rFQRequestData)
public inline virtual void QuoteStatusReport(Poco::AutoPtr< QuoteStatusReportData > quoteStatusReportData)
public inline virtual void QuoteResponse(Poco::AutoPtr< QuoteResponseData > quoteResponseData)
public inline virtual void Confirmation(Poco::AutoPtr< ConfirmationData > confirmationData)
public inline virtual void PositionMaintenanceRequest(Poco::AutoPtr< PositionMaintenanceRequestData > positionMaintenanceRequestData)
public inline virtual void PositionMaintenanceReport(Poco::AutoPtr< PositionMaintenanceReportData > positionMaintenanceReportData)
public inline virtual void RequestForPositions(Poco::AutoPtr< RequestForPositionsData > requestForPositionsData)
public inline virtual void RequestForPositionsAck(Poco::AutoPtr< RequestForPositionsAckData > requestForPositionsAckData)
public inline virtual void PositionReport(Poco::AutoPtr< PositionReportData > positionReportData)
public inline virtual void TradeCaptureReportRequestAck(Poco::AutoPtr< TradeCaptureReportRequestAckData > tradeCaptureReportRequestAckData)
public inline virtual void TradeCaptureReportAck(Poco::AutoPtr< TradeCaptureReportAckData > tradeCaptureReportAckData)
public inline virtual void AllocationReport(Poco::AutoPtr< AllocationReportData > allocationReportData)
public inline virtual void AllocationReportAck(Poco::AutoPtr< AllocationReportAckData > allocationReportAckData)
public inline virtual void ConfirmationAck(Poco::AutoPtr< ConfirmationAckData > confirmationAckData)
public inline virtual void SettlementInstructionRequest(Poco::AutoPtr< SettlementInstructionRequestData > settlementInstructionRequestData)
public inline virtual void AssignmentReport(Poco::AutoPtr< AssignmentReportData > assignmentReportData)
public inline virtual void CollateralRequest(Poco::AutoPtr< CollateralRequestData > collateralRequestData)
public inline virtual void CollateralAssignment(Poco::AutoPtr< CollateralAssignmentData > collateralAssignmentData)
public inline virtual void CollateralResponse(Poco::AutoPtr< CollateralResponseData > collateralResponseData)
public inline virtual void CollateralReport(Poco::AutoPtr< CollateralReportData > collateralReportData)
public inline virtual void CollateralInquiry(Poco::AutoPtr< CollateralInquiryData > collateralInquiryData)
public inline virtual void NetworkCounterpartySystemStatusRequest(Poco::AutoPtr< NetworkCounterpartySystemStatusRequestData > networkCounterpartySystemStatusRequestData)
public inline virtual void NetworkCounterpartySystemStatusResponse(Poco::AutoPtr< NetworkCounterpartySystemStatusResponseData > networkCounterpartySystemStatusResponseData)
public inline virtual void UserRequest(Poco::AutoPtr< UserRequestData > userRequestData)
public inline virtual void UserResponse(Poco::AutoPtr< UserResponseData > userResponseData)
public inline virtual void CollateralInquiryAck(Poco::AutoPtr< CollateralInquiryAckData > collateralInquiryAckData)
public inline virtual void ConfirmationRequest(Poco::AutoPtr< ConfirmationRequestData > confirmationRequestData)
public inline virtual void ContraryIntentionReport(Poco::AutoPtr< ContraryIntentionReportData > contraryIntentionReportData)
public inline virtual void SecurityDefinitionUpdateReport(Poco::AutoPtr< SecurityDefinitionUpdateReportData > securityDefinitionUpdateReportData)
public inline virtual void SecurityListUpdateReport(Poco::AutoPtr< SecurityListUpdateReportData > securityListUpdateReportData)
public inline virtual void AdjustedPositionReport(Poco::AutoPtr< AdjustedPositionReportData > adjustedPositionReportData)
public inline virtual void AllocationInstructionAlert(Poco::AutoPtr< AllocationInstructionAlertData > allocationInstructionAlertData)
public inline virtual void ExecutionAcknowledgement(Poco::AutoPtr< ExecutionAcknowledgementData > executionAcknowledgementData)
public inline virtual void TradingSessionList(Poco::AutoPtr< TradingSessionListData > tradingSessionListData)
public inline virtual void TradingSessionListRequest(Poco::AutoPtr< TradingSessionListRequestData > tradingSessionListRequestData)
public inline virtual void SettlementObligationReport(Poco::AutoPtr< SettlementObligationReportData > settlementObligationReportData)
public inline virtual void DerivativeSecurityListUpdateReport(Poco::AutoPtr< DerivativeSecurityListUpdateReportData > derivativeSecurityListUpdateReportData)
public inline virtual void TradingSessionListUpdateReport(Poco::AutoPtr< TradingSessionListUpdateReportData > tradingSessionListUpdateReportData)
public inline virtual void MarketDefinitionRequest(Poco::AutoPtr< MarketDefinitionRequestData > marketDefinitionRequestData)
public inline virtual void MarketDefinition(Poco::AutoPtr< MarketDefinitionData > marketDefinitionData)
public inline virtual void MarketDefinitionUpdateReport(Poco::AutoPtr< MarketDefinitionUpdateReportData > marketDefinitionUpdateReportData)
public inline virtual void ApplicationMessageRequest(Poco::AutoPtr< ApplicationMessageRequestData > applicationMessageRequestData)
public inline virtual void ApplicationMessageRequestAck(Poco::AutoPtr< ApplicationMessageRequestAckData > applicationMessageRequestAckData)
public inline virtual void ApplicationMessageReport(Poco::AutoPtr< ApplicationMessageReportData > applicationMessageReportData)
public inline virtual void OrderMassActionReport(Poco::AutoPtr< OrderMassActionReportData > orderMassActionReportData)
public inline virtual void OrderMassActionRequest(Poco::AutoPtr< OrderMassActionRequestData > orderMassActionRequestData)
public inline virtual void UserNotification(Poco::AutoPtr< UserNotificationData > userNotificationData)
public inline virtual void StreamAssignmentRequest(Poco::AutoPtr< StreamAssignmentRequestData > streamAssignmentRequestData)
public inline virtual void StreamAssignmentReport(Poco::AutoPtr< StreamAssignmentReportData > streamAssignmentReportData)
public inline virtual void StreamAssignmentReportACK(Poco::AutoPtr< StreamAssignmentReportACKData > streamAssignmentReportACKData)
public inline virtual void DoOperation(Poco::Int32 operation)
struct trader::Interface::AdjustedPositionReportData
struct trader::Interface::AdjustedPositionReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public PosMaintRptID posMaintRptID |
|
public PosReqType posReqType |
|
public ClearingBusinessDate clearingBusinessDate |
|
public SettlSessID settlSessID |
|
public PosMaintRptRefID posMaintRptRefID |
|
public PartiesObject parties |
|
public PositionQtyObject positionQty |
|
public InstrmtGrpObject instrmtGrp |
|
public SettlPrice settlPrice |
|
public PriorSettlPrice priorSettlPrice |
|
public inline virtual enum MESSAGES GetType() |
Members
public PosMaintRptID posMaintRptID
public PosReqType posReqType
public ClearingBusinessDate clearingBusinessDate
public SettlSessID settlSessID
public PosMaintRptRefID posMaintRptRefID
public PartiesObject parties
public PositionQtyObject positionQty
public InstrmtGrpObject instrmtGrp
public SettlPrice settlPrice
public PriorSettlPrice priorSettlPrice
public inline virtual enum MESSAGES GetType()
struct trader::Interface::AdvertisementData
struct trader::Interface::AdvertisementData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public AdvId advId |
|
public AdvTransType advTransType |
|
public AdvRefID advRefID |
|
public InstrumentObject instrument |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public AdvSide advSide |
|
public Quantity quantity |
|
public QtyType qtyType |
|
public Price price |
|
public Currency currency |
|
public TradeDate tradeDate |
|
public TransactTime transactTime |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public URLLink uRLLink |
|
public LastMkt lastMkt |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public inline virtual enum MESSAGES GetType() |
Members
public AdvId advId
public AdvTransType advTransType
public AdvRefID advRefID
public InstrumentObject instrument
public InstrmtLegGrpObject instrmtLegGrp
public UndInstrmtGrpObject undInstrmtGrp
public AdvSide advSide
public Quantity quantity
public QtyType qtyType
public Price price
public Currency currency
public TradeDate tradeDate
public TransactTime transactTime
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public URLLink uRLLink
public LastMkt lastMkt
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public inline virtual enum MESSAGES GetType()
struct trader::Interface::AffectedOrdGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoAffectedOrdersArray noAffectedOrders |
|
public inline AffectedOrdGrpObject() |
|
typedef NoAffectedOrdersArray |
Members
public NoAffectedOrdersArray noAffectedOrders
public inline AffectedOrdGrpObject()
typedef NoAffectedOrdersArray
struct trader::Interface::AllocAckGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoAllocsArray noAllocs |
|
public inline AllocAckGrpObject() |
|
typedef NoAllocsArray |
Members
public NoAllocsArray noAllocs
public inline AllocAckGrpObject()
typedef NoAllocsArray
struct trader::Interface::AllocationInstructionAckData
struct trader::Interface::AllocationInstructionAckData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public AllocID allocID |
|
public PartiesObject parties |
|
public SecondaryAllocID secondaryAllocID |
|
public TradeDate tradeDate |
|
public TransactTime transactTime |
|
public AllocStatus allocStatus |
|
public AllocRejCode allocRejCode |
|
public AllocType allocType |
|
public AllocIntermedReqType allocIntermedReqType |
|
public MatchStatus matchStatus |
|
public Product product |
|
public SecurityType securityType |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public AllocAckGrpObject allocAckGrp |
|
public inline virtual enum MESSAGES GetType() |
Members
public AllocID allocID
public PartiesObject parties
public SecondaryAllocID secondaryAllocID
public TradeDate tradeDate
public TransactTime transactTime
public AllocStatus allocStatus
public AllocRejCode allocRejCode
public AllocType allocType
public AllocIntermedReqType allocIntermedReqType
public MatchStatus matchStatus
public Product product
public SecurityType securityType
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public AllocAckGrpObject allocAckGrp
public inline virtual enum MESSAGES GetType()
struct trader::Interface::AllocationInstructionAlertData
struct trader::Interface::AllocationInstructionAlertData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public AllocID allocID |
|
public AllocTransType allocTransType |
|
public AllocType allocType |
|
public SecondaryAllocID secondaryAllocID |
|
public RefAllocID refAllocID |
|
public AllocCancReplaceReason allocCancReplaceReason |
|
public AllocIntermedReqType allocIntermedReqType |
|
public AllocLinkID allocLinkID |
|
public AllocLinkType allocLinkType |
|
public BookingRefID bookingRefID |
|
public AllocNoOrdersType allocNoOrdersType |
|
public OrdAllocGrpObject ordAllocGrp |
|
public ExecAllocGrpObject execAllocGrp |
|
public PreviouslyReported previouslyReported |
|
public ReversalIndicator reversalIndicator |
|
public MatchType matchType |
|
public Side side |
|
public InstrumentObject instrument |
|
public InstrumentExtensionObject instrumentExtension |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public Quantity quantity |
|
public QtyType qtyType |
|
public LastMkt lastMkt |
|
public TradeOriginationDate tradeOriginationDate |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public PriceType priceType |
|
public AvgPx avgPx |
|
public AvgParPx avgParPx |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public Currency currency |
|
public AvgPxPrecision avgPxPrecision |
|
public PartiesObject parties |
|
public TradeDate tradeDate |
|
public TransactTime transactTime |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public BookingType bookingType |
|
public GrossTradeAmt grossTradeAmt |
|
public Concession concession |
|
public TotalTakedown totalTakedown |
|
public NetMoney netMoney |
|
public PositionEffect positionEffect |
|
public AutoAcceptIndicator autoAcceptIndicator |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public NumDaysInterest numDaysInterest |
|
public AccruedInterestRate accruedInterestRate |
|
public AccruedInterestAmt accruedInterestAmt |
|
public TotalAccruedInterestAmt totalAccruedInterestAmt |
|
public InterestAtMaturity interestAtMaturity |
|
public EndAccruedInterestAmt endAccruedInterestAmt |
|
public StartCash startCash |
|
public EndCash endCash |
|
public LegalConfirm legalConfirm |
|
public StipulationsObject stipulations |
|
public YieldDataObject yieldData |
|
public PositionAmountDataObject positionAmountData |
|
public TotNoAllocs totNoAllocs |
|
public LastFragment lastFragment |
|
public AllocGrpObject allocGrp |
|
public AvgPxIndicator avgPxIndicator |
|
public ClearingBusinessDate clearingBusinessDate |
|
public TrdType trdType |
|
public TrdSubType trdSubType |
|
public CustOrderCapacity custOrderCapacity |
|
public TradeInputSource tradeInputSource |
|
public MultiLegReportingType multiLegReportingType |
|
public MessageEventSource messageEventSource |
|
public RndPx rndPx |
|
public inline virtual enum MESSAGES GetType() |
Members
public AllocID allocID
public AllocTransType allocTransType
public AllocType allocType
public SecondaryAllocID secondaryAllocID
public RefAllocID refAllocID
public AllocCancReplaceReason allocCancReplaceReason
public AllocIntermedReqType allocIntermedReqType
public AllocLinkID allocLinkID
public AllocLinkType allocLinkType
public BookingRefID bookingRefID
public AllocNoOrdersType allocNoOrdersType
public OrdAllocGrpObject ordAllocGrp
public ExecAllocGrpObject execAllocGrp
public PreviouslyReported previouslyReported
public ReversalIndicator reversalIndicator
public MatchType matchType
public Side side
public InstrumentObject instrument
public InstrumentExtensionObject instrumentExtension
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public Quantity quantity
public QtyType qtyType
public LastMkt lastMkt
public TradeOriginationDate tradeOriginationDate
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public PriceType priceType
public AvgPx avgPx
public AvgParPx avgParPx
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public Currency currency
public AvgPxPrecision avgPxPrecision
public PartiesObject parties
public TradeDate tradeDate
public TransactTime transactTime
public SettlType settlType
public SettlDate settlDate
public BookingType bookingType
public GrossTradeAmt grossTradeAmt
public Concession concession
public TotalTakedown totalTakedown
public NetMoney netMoney
public PositionEffect positionEffect
public AutoAcceptIndicator autoAcceptIndicator
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public NumDaysInterest numDaysInterest
public AccruedInterestRate accruedInterestRate
public AccruedInterestAmt accruedInterestAmt
public TotalAccruedInterestAmt totalAccruedInterestAmt
public InterestAtMaturity interestAtMaturity
public EndAccruedInterestAmt endAccruedInterestAmt
public StartCash startCash
public EndCash endCash
public LegalConfirm legalConfirm
public StipulationsObject stipulations
public YieldDataObject yieldData
public PositionAmountDataObject positionAmountData
public TotNoAllocs totNoAllocs
public LastFragment lastFragment
public AllocGrpObject allocGrp
public AvgPxIndicator avgPxIndicator
public ClearingBusinessDate clearingBusinessDate
public TrdType trdType
public TrdSubType trdSubType
public CustOrderCapacity custOrderCapacity
public TradeInputSource tradeInputSource
public MultiLegReportingType multiLegReportingType
public MessageEventSource messageEventSource
public RndPx rndPx
public inline virtual enum MESSAGES GetType()
struct trader::Interface::AllocationInstructionData
struct trader::Interface::AllocationInstructionData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public AllocID allocID |
|
public AllocTransType allocTransType |
|
public AllocType allocType |
|
public SecondaryAllocID secondaryAllocID |
|
public RefAllocID refAllocID |
|
public AllocCancReplaceReason allocCancReplaceReason |
|
public AllocIntermedReqType allocIntermedReqType |
|
public AllocLinkID allocLinkID |
|
public AllocLinkType allocLinkType |
|
public BookingRefID bookingRefID |
|
public AllocNoOrdersType allocNoOrdersType |
|
public OrdAllocGrpObject ordAllocGrp |
|
public ExecAllocGrpObject execAllocGrp |
|
public PreviouslyReported previouslyReported |
|
public ReversalIndicator reversalIndicator |
|
public MatchType matchType |
|
public Side side |
|
public InstrumentObject instrument |
|
public InstrumentExtensionObject instrumentExtension |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public Quantity quantity |
|
public QtyType qtyType |
|
public LastMkt lastMkt |
|
public TradeOriginationDate tradeOriginationDate |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public PriceType priceType |
|
public AvgPx avgPx |
|
public AvgParPx avgParPx |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public Currency currency |
|
public AvgPxPrecision avgPxPrecision |
|
public PartiesObject parties |
|
public TradeDate tradeDate |
|
public TransactTime transactTime |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public BookingType bookingType |
|
public GrossTradeAmt grossTradeAmt |
|
public Concession concession |
|
public TotalTakedown totalTakedown |
|
public NetMoney netMoney |
|
public PositionEffect positionEffect |
|
public AutoAcceptIndicator autoAcceptIndicator |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public NumDaysInterest numDaysInterest |
|
public AccruedInterestRate accruedInterestRate |
|
public AccruedInterestAmt accruedInterestAmt |
|
public TotalAccruedInterestAmt totalAccruedInterestAmt |
|
public InterestAtMaturity interestAtMaturity |
|
public EndAccruedInterestAmt endAccruedInterestAmt |
|
public StartCash startCash |
|
public EndCash endCash |
|
public LegalConfirm legalConfirm |
|
public StipulationsObject stipulations |
|
public YieldDataObject yieldData |
|
public PositionAmountDataObject positionAmountData |
|
public TotNoAllocs totNoAllocs |
|
public LastFragment lastFragment |
|
public AllocGrpObject allocGrp |
|
public AvgPxIndicator avgPxIndicator |
|
public ClearingBusinessDate clearingBusinessDate |
|
public TrdType trdType |
|
public TrdSubType trdSubType |
|
public CustOrderCapacity custOrderCapacity |
|
public TradeInputSource tradeInputSource |
|
public MultiLegReportingType multiLegReportingType |
|
public MessageEventSource messageEventSource |
|
public RndPx rndPx |
|
public RateSourceObject rateSource |
|
public inline virtual enum MESSAGES GetType() |
Members
public AllocID allocID
public AllocTransType allocTransType
public AllocType allocType
public SecondaryAllocID secondaryAllocID
public RefAllocID refAllocID
public AllocCancReplaceReason allocCancReplaceReason
public AllocIntermedReqType allocIntermedReqType
public AllocLinkID allocLinkID
public AllocLinkType allocLinkType
public BookingRefID bookingRefID
public AllocNoOrdersType allocNoOrdersType
public OrdAllocGrpObject ordAllocGrp
public ExecAllocGrpObject execAllocGrp
public PreviouslyReported previouslyReported
public ReversalIndicator reversalIndicator
public MatchType matchType
public Side side
public InstrumentObject instrument
public InstrumentExtensionObject instrumentExtension
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public Quantity quantity
public QtyType qtyType
public LastMkt lastMkt
public TradeOriginationDate tradeOriginationDate
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public PriceType priceType
public AvgPx avgPx
public AvgParPx avgParPx
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public Currency currency
public AvgPxPrecision avgPxPrecision
public PartiesObject parties
public TradeDate tradeDate
public TransactTime transactTime
public SettlType settlType
public SettlDate settlDate
public BookingType bookingType
public GrossTradeAmt grossTradeAmt
public Concession concession
public TotalTakedown totalTakedown
public NetMoney netMoney
public PositionEffect positionEffect
public AutoAcceptIndicator autoAcceptIndicator
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public NumDaysInterest numDaysInterest
public AccruedInterestRate accruedInterestRate
public AccruedInterestAmt accruedInterestAmt
public TotalAccruedInterestAmt totalAccruedInterestAmt
public InterestAtMaturity interestAtMaturity
public EndAccruedInterestAmt endAccruedInterestAmt
public StartCash startCash
public EndCash endCash
public LegalConfirm legalConfirm
public StipulationsObject stipulations
public YieldDataObject yieldData
public PositionAmountDataObject positionAmountData
public TotNoAllocs totNoAllocs
public LastFragment lastFragment
public AllocGrpObject allocGrp
public AvgPxIndicator avgPxIndicator
public ClearingBusinessDate clearingBusinessDate
public TrdType trdType
public TrdSubType trdSubType
public CustOrderCapacity custOrderCapacity
public TradeInputSource tradeInputSource
public MultiLegReportingType multiLegReportingType
public MessageEventSource messageEventSource
public RndPx rndPx
public RateSourceObject rateSource
public inline virtual enum MESSAGES GetType()
struct trader::Interface::AllocationReportAckData
struct trader::Interface::AllocationReportAckData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public AllocReportID allocReportID |
|
public AllocID allocID |
|
public ClearingBusinessDate clearingBusinessDate |
|
public AvgPxIndicator avgPxIndicator |
|
public Quantity quantity |
|
public AllocTransType allocTransType |
|
public PartiesObject parties |
|
public SecondaryAllocID secondaryAllocID |
|
public TradeDate tradeDate |
|
public TransactTime transactTime |
|
public AllocStatus allocStatus |
|
public AllocRejCode allocRejCode |
|
public AllocReportType allocReportType |
|
public AllocIntermedReqType allocIntermedReqType |
|
public MatchStatus matchStatus |
|
public Product product |
|
public SecurityType securityType |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public AllocAckGrpObject allocAckGrp |
|
public inline virtual enum MESSAGES GetType() |
Members
public AllocReportID allocReportID
public AllocID allocID
public ClearingBusinessDate clearingBusinessDate
public AvgPxIndicator avgPxIndicator
public Quantity quantity
public AllocTransType allocTransType
public PartiesObject parties
public SecondaryAllocID secondaryAllocID
public TradeDate tradeDate
public TransactTime transactTime
public AllocStatus allocStatus
public AllocRejCode allocRejCode
public AllocReportType allocReportType
public AllocIntermedReqType allocIntermedReqType
public MatchStatus matchStatus
public Product product
public SecurityType securityType
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public AllocAckGrpObject allocAckGrp
public inline virtual enum MESSAGES GetType()
struct trader::Interface::AllocationReportData
struct trader::Interface::AllocationReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public AllocReportID allocReportID |
|
public AllocID allocID |
|
public AllocTransType allocTransType |
|
public AllocReportRefID allocReportRefID |
|
public AllocCancReplaceReason allocCancReplaceReason |
|
public SecondaryAllocID secondaryAllocID |
|
public AllocReportType allocReportType |
|
public AllocStatus allocStatus |
|
public AllocRejCode allocRejCode |
|
public RefAllocID refAllocID |
|
public AllocIntermedReqType allocIntermedReqType |
|
public AllocLinkID allocLinkID |
|
public AllocLinkType allocLinkType |
|
public BookingRefID bookingRefID |
|
public ClearingBusinessDate clearingBusinessDate |
|
public TrdType trdType |
|
public TrdSubType trdSubType |
|
public MultiLegReportingType multiLegReportingType |
|
public CustOrderCapacity custOrderCapacity |
|
public TradeInputSource tradeInputSource |
|
public RndPx rndPx |
|
public MessageEventSource messageEventSource |
|
public TradeInputDevice tradeInputDevice |
|
public AvgPxIndicator avgPxIndicator |
|
public AllocNoOrdersType allocNoOrdersType |
|
public OrdAllocGrpObject ordAllocGrp |
|
public ExecAllocGrpObject execAllocGrp |
|
public PreviouslyReported previouslyReported |
|
public ReversalIndicator reversalIndicator |
|
public MatchType matchType |
|
public Side side |
|
public InstrumentObject instrument |
|
public InstrumentExtensionObject instrumentExtension |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public Quantity quantity |
|
public QtyType qtyType |
|
public LastMkt lastMkt |
|
public TradeOriginationDate tradeOriginationDate |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public PriceType priceType |
|
public AvgPx avgPx |
|
public AvgParPx avgParPx |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public Currency currency |
|
public AvgPxPrecision avgPxPrecision |
|
public PartiesObject parties |
|
public TradeDate tradeDate |
|
public TransactTime transactTime |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public BookingType bookingType |
|
public GrossTradeAmt grossTradeAmt |
|
public Concession concession |
|
public TotalTakedown totalTakedown |
|
public NetMoney netMoney |
|
public PositionEffect positionEffect |
|
public AutoAcceptIndicator autoAcceptIndicator |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public NumDaysInterest numDaysInterest |
|
public AccruedInterestRate accruedInterestRate |
|
public AccruedInterestAmt accruedInterestAmt |
|
public TotalAccruedInterestAmt totalAccruedInterestAmt |
|
public InterestAtMaturity interestAtMaturity |
|
public EndAccruedInterestAmt endAccruedInterestAmt |
|
public StartCash startCash |
|
public EndCash endCash |
|
public LegalConfirm legalConfirm |
|
public StipulationsObject stipulations |
|
public YieldDataObject yieldData |
|
public PositionAmountDataObject positionAmountData |
|
public TotNoAllocs totNoAllocs |
|
public LastFragment lastFragment |
|
public AllocGrpObject allocGrp |
|
public RateSourceObject rateSource |
|
public inline virtual enum MESSAGES GetType() |
Members
public AllocReportID allocReportID
public AllocID allocID
public AllocTransType allocTransType
public AllocReportRefID allocReportRefID
public AllocCancReplaceReason allocCancReplaceReason
public SecondaryAllocID secondaryAllocID
public AllocReportType allocReportType
public AllocStatus allocStatus
public AllocRejCode allocRejCode
public RefAllocID refAllocID
public AllocIntermedReqType allocIntermedReqType
public AllocLinkID allocLinkID
public AllocLinkType allocLinkType
public BookingRefID bookingRefID
public ClearingBusinessDate clearingBusinessDate
public TrdType trdType
public TrdSubType trdSubType
public MultiLegReportingType multiLegReportingType
public CustOrderCapacity custOrderCapacity
public TradeInputSource tradeInputSource
public RndPx rndPx
public MessageEventSource messageEventSource
public TradeInputDevice tradeInputDevice
public AvgPxIndicator avgPxIndicator
public AllocNoOrdersType allocNoOrdersType
public OrdAllocGrpObject ordAllocGrp
public ExecAllocGrpObject execAllocGrp
public PreviouslyReported previouslyReported
public ReversalIndicator reversalIndicator
public MatchType matchType
public Side side
public InstrumentObject instrument
public InstrumentExtensionObject instrumentExtension
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public Quantity quantity
public QtyType qtyType
public LastMkt lastMkt
public TradeOriginationDate tradeOriginationDate
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public PriceType priceType
public AvgPx avgPx
public AvgParPx avgParPx
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public Currency currency
public AvgPxPrecision avgPxPrecision
public PartiesObject parties
public TradeDate tradeDate
public TransactTime transactTime
public SettlType settlType
public SettlDate settlDate
public BookingType bookingType
public GrossTradeAmt grossTradeAmt
public Concession concession
public TotalTakedown totalTakedown
public NetMoney netMoney
public PositionEffect positionEffect
public AutoAcceptIndicator autoAcceptIndicator
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public NumDaysInterest numDaysInterest
public AccruedInterestRate accruedInterestRate
public AccruedInterestAmt accruedInterestAmt
public TotalAccruedInterestAmt totalAccruedInterestAmt
public InterestAtMaturity interestAtMaturity
public EndAccruedInterestAmt endAccruedInterestAmt
public StartCash startCash
public EndCash endCash
public LegalConfirm legalConfirm
public StipulationsObject stipulations
public YieldDataObject yieldData
public PositionAmountDataObject positionAmountData
public TotNoAllocs totNoAllocs
public LastFragment lastFragment
public AllocGrpObject allocGrp
public RateSourceObject rateSource
public inline virtual enum MESSAGES GetType()
struct trader::Interface::AllocGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoAllocsArray noAllocs |
|
public inline AllocGrpObject() |
|
typedef NoAllocsArray |
Members
public NoAllocsArray noAllocs
public inline AllocGrpObject()
typedef NoAllocsArray
struct trader::Interface::ApplicationMessageReportData
struct trader::Interface::ApplicationMessageReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplReportID applReportID |
|
public ApplReportType applReportType |
|
public ApplIDReportGrpObject applIDReportGrp |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public ApplReqID applReqID |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplReportID applReportID
public ApplReportType applReportType
public ApplIDReportGrpObject applIDReportGrp
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public ApplReqID applReqID
public inline virtual enum MESSAGES GetType()
struct trader::Interface::ApplicationMessageRequestAckData
struct trader::Interface::ApplicationMessageRequestAckData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplResponseID applResponseID |
|
public ApplReqID applReqID |
|
public ApplReqType applReqType |
|
public ApplResponseType applResponseType |
|
public ApplTotalMessageCount applTotalMessageCount |
|
public ApplIDRequestAckGrpObject applIDRequestAckGrp |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public PartiesObject parties |
|
public inline ApplicationMessageRequestAckData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplResponseID applResponseID
public ApplReqID applReqID
public ApplReqType applReqType
public ApplResponseType applResponseType
public ApplTotalMessageCount applTotalMessageCount
public ApplIDRequestAckGrpObject applIDRequestAckGrp
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public PartiesObject parties
public inline ApplicationMessageRequestAckData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::ApplicationMessageRequestData
struct trader::Interface::ApplicationMessageRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplReqID applReqID |
|
public ApplReqType applReqType |
|
public ApplIDRequestGrpObject applIDRequestGrp |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public PartiesObject parties |
|
public inline ApplicationMessageRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplReqID applReqID
public ApplReqType applReqType
public ApplIDRequestGrpObject applIDRequestGrp
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public PartiesObject parties
public inline ApplicationMessageRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::ApplicationSequenceControlObject
Summary
| Members | Descriptions |
|---|---|
public ApplID applID |
|
public ApplSeqNum applSeqNum |
|
public ApplLastSeqNum applLastSeqNum |
|
public ApplResendFlag applResendFlag |
|
public inline ApplicationSequenceControlObject() |
Members
public ApplID applID
public ApplSeqNum applSeqNum
public ApplLastSeqNum applLastSeqNum
public ApplResendFlag applResendFlag
public inline ApplicationSequenceControlObject()
struct trader::Interface::ApplIDReportGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoApplIDsArray noApplIDs |
|
public inline ApplIDReportGrpObject() |
|
typedef NoApplIDsArray |
Members
public NoApplIDsArray noApplIDs
public inline ApplIDReportGrpObject()
typedef NoApplIDsArray
struct trader::Interface::ApplIDRequestAckGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoApplIDsArray noApplIDs |
|
public inline ApplIDRequestAckGrpObject() |
|
typedef NoApplIDsArray |
Members
public NoApplIDsArray noApplIDs
public inline ApplIDRequestAckGrpObject()
typedef NoApplIDsArray
struct trader::Interface::ApplIDRequestGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoApplIDsArray noApplIDs |
|
public inline ApplIDRequestGrpObject() |
|
typedef NoApplIDsArray |
Members
public NoApplIDsArray noApplIDs
public inline ApplIDRequestGrpObject()
typedef NoApplIDsArray
struct trader::Interface::AssignmentReportData
struct trader::Interface::AssignmentReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public AsgnRptID asgnRptID |
|
public TotNumAssignmentReports totNumAssignmentReports |
|
public LastRptRequested lastRptRequested |
|
public PartiesObject parties |
|
public Account account |
|
public AccountType accountType |
|
public InstrumentObject instrument |
|
public Currency currency |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public PositionQtyObject positionQty |
|
public PositionAmountDataObject positionAmountData |
|
public ThresholdAmount thresholdAmount |
|
public SettlPrice settlPrice |
|
public SettlPriceType settlPriceType |
|
public UnderlyingSettlPrice underlyingSettlPrice |
|
public PriorSettlPrice priorSettlPrice |
|
public ExpireDate expireDate |
|
public AssignmentMethod assignmentMethod |
|
public AssignmentUnit assignmentUnit |
|
public OpenInterest openInterest |
|
public ExerciseMethod exerciseMethod |
|
public SettlSessID settlSessID |
|
public SettlSessSubID settlSessSubID |
|
public ClearingBusinessDate clearingBusinessDate |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public PosReqID posReqID |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public AsgnRptID asgnRptID
public TotNumAssignmentReports totNumAssignmentReports
public LastRptRequested lastRptRequested
public PartiesObject parties
public Account account
public AccountType accountType
public InstrumentObject instrument
public Currency currency
public InstrmtLegGrpObject instrmtLegGrp
public UndInstrmtGrpObject undInstrmtGrp
public PositionQtyObject positionQty
public PositionAmountDataObject positionAmountData
public ThresholdAmount thresholdAmount
public SettlPrice settlPrice
public SettlPriceType settlPriceType
public UnderlyingSettlPrice underlyingSettlPrice
public PriorSettlPrice priorSettlPrice
public ExpireDate expireDate
public AssignmentMethod assignmentMethod
public AssignmentUnit assignmentUnit
public OpenInterest openInterest
public ExerciseMethod exerciseMethod
public SettlSessID settlSessID
public SettlSessSubID settlSessSubID
public ClearingBusinessDate clearingBusinessDate
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public PosReqID posReqID
public inline virtual enum MESSAGES GetType()
struct trader::Interface::AttrbGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoInstrAttribArray noInstrAttrib |
|
public inline AttrbGrpObject() |
|
typedef NoInstrAttribArray |
Members
public NoInstrAttribArray noInstrAttrib
public inline AttrbGrpObject()
typedef NoInstrAttribArray
struct trader::Interface::BaseTradingRulesObject
Summary
| Members | Descriptions |
|---|---|
public TickRulesObject tickRules |
|
public LotTypeRulesObject lotTypeRules |
|
public PriceLimitsObject priceLimits |
|
public ExpirationCycle expirationCycle |
|
public MinTradeVol minTradeVol |
|
public MaxTradeVol maxTradeVol |
|
public MaxPriceVariation maxPriceVariation |
|
public ImpliedMarketIndicator impliedMarketIndicator |
|
public TradingCurrency tradingCurrency |
|
public RoundLot roundLot |
|
public MultilegModel multilegModel |
|
public MultilegPriceMethod multilegPriceMethod |
|
public PriceType priceType |
|
public inline BaseTradingRulesObject() |
Members
public TickRulesObject tickRules
public LotTypeRulesObject lotTypeRules
public PriceLimitsObject priceLimits
public ExpirationCycle expirationCycle
public MinTradeVol minTradeVol
public MaxTradeVol maxTradeVol
public MaxPriceVariation maxPriceVariation
public ImpliedMarketIndicator impliedMarketIndicator
public TradingCurrency tradingCurrency
public RoundLot roundLot
public MultilegModel multilegModel
public MultilegPriceMethod multilegPriceMethod
public PriceType priceType
public inline BaseTradingRulesObject()
struct trader::Interface::BidCompReqGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoBidComponentsArray noBidComponents |
|
public inline BidCompReqGrpObject() |
|
typedef NoBidComponentsArray |
Members
public NoBidComponentsArray noBidComponents
public inline BidCompReqGrpObject()
typedef NoBidComponentsArray
struct trader::Interface::BidCompRspGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoBidComponentsArray noBidComponents |
|
public inline BidCompRspGrpObject() |
|
typedef NoBidComponentsArray |
Members
public NoBidComponentsArray noBidComponents
public inline BidCompRspGrpObject()
typedef NoBidComponentsArray
struct trader::Interface::BidDescReqGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoBidDescriptorsArray noBidDescriptors |
|
public inline BidDescReqGrpObject() |
|
typedef NoBidDescriptorsArray |
Members
public NoBidDescriptorsArray noBidDescriptors
public inline BidDescReqGrpObject()
typedef NoBidDescriptorsArray
struct trader::Interface::BidRequestData
struct trader::Interface::BidRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public BidID bidID |
|
public ClientBidID clientBidID |
|
public BidRequestTransType bidRequestTransType |
|
public ListName listName |
|
public TotNoRelatedSym totNoRelatedSym |
|
public BidType bidType |
|
public NumTickets numTickets |
|
public Currency currency |
|
public SideValue1 sideValue1 |
|
public SideValue2 sideValue2 |
|
public BidDescReqGrpObject bidDescReqGrp |
|
public BidCompReqGrpObject bidCompReqGrp |
|
public LiquidityIndType liquidityIndType |
|
public WtAverageLiquidity wtAverageLiquidity |
|
public ExchangeForPhysical exchangeForPhysical |
|
public OutMainCntryUIndex outMainCntryUIndex |
|
public CrossPercent crossPercent |
|
public ProgRptReqs progRptReqs |
|
public ProgPeriodInterval progPeriodInterval |
|
public IncTaxInd incTaxInd |
|
public ForexReq forexReq |
|
public NumBidders numBidders |
|
public TradeDate tradeDate |
|
public BidTradeType bidTradeType |
|
public BasisPxType basisPxType |
|
public StrikeTime strikeTime |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline BidRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public BidID bidID
public ClientBidID clientBidID
public BidRequestTransType bidRequestTransType
public ListName listName
public TotNoRelatedSym totNoRelatedSym
public BidType bidType
public NumTickets numTickets
public Currency currency
public SideValue1 sideValue1
public SideValue2 sideValue2
public BidDescReqGrpObject bidDescReqGrp
public BidCompReqGrpObject bidCompReqGrp
public LiquidityIndType liquidityIndType
public WtAverageLiquidity wtAverageLiquidity
public ExchangeForPhysical exchangeForPhysical
public OutMainCntryUIndex outMainCntryUIndex
public CrossPercent crossPercent
public ProgRptReqs progRptReqs
public ProgPeriodInterval progPeriodInterval
public IncTaxInd incTaxInd
public ForexReq forexReq
public NumBidders numBidders
public TradeDate tradeDate
public BidTradeType bidTradeType
public BasisPxType basisPxType
public StrikeTime strikeTime
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline BidRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::BidResponseData
struct trader::Interface::BidResponseData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public BidID bidID |
|
public ClientBidID clientBidID |
|
public BidCompRspGrpObject bidCompRspGrp |
|
public inline virtual enum MESSAGES GetType() |
Members
public BidID bidID
public ClientBidID clientBidID
public BidCompRspGrpObject bidCompRspGrp
public inline virtual enum MESSAGES GetType()
struct trader::Interface::BusinessMessageRejectData
struct trader::Interface::BusinessMessageRejectData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public RefSeqNum refSeqNum |
|
public RefMsgType refMsgType |
|
public RefApplVerID refApplVerID |
|
public RefApplExtID refApplExtID |
|
public RefCstmApplVerID refCstmApplVerID |
|
public BusinessRejectRefID businessRejectRefID |
|
public BusinessRejectReason businessRejectReason |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public RefSeqNum refSeqNum
public RefMsgType refMsgType
public RefApplVerID refApplVerID
public RefApplExtID refApplExtID
public RefCstmApplVerID refCstmApplVerID
public BusinessRejectRefID businessRejectRefID
public BusinessRejectReason businessRejectReason
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::ClrInstGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoClearingInstructionsArray noClearingInstructions |
|
public inline ClrInstGrpObject() |
|
typedef NoClearingInstructionsArray |
Members
public NoClearingInstructionsArray noClearingInstructions
public inline ClrInstGrpObject()
typedef NoClearingInstructionsArray
struct trader::Interface::CollateralAssignmentData
struct trader::Interface::CollateralAssignmentData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public CollAsgnID collAsgnID |
|
public CollReqID collReqID |
|
public CollAsgnReason collAsgnReason |
|
public CollAsgnTransType collAsgnTransType |
|
public CollAsgnRefID collAsgnRefID |
|
public TransactTime transactTime |
|
public ExpireTime expireTime |
|
public PartiesObject parties |
|
public Account account |
|
public AccountType accountType |
|
public ClOrdID clOrdID |
|
public OrderID orderID |
|
public SecondaryOrderID secondaryOrderID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ExecCollGrpObject execCollGrp |
|
public TrdCollGrpObject trdCollGrp |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public SettlDate settlDate |
|
public Quantity quantity |
|
public QtyType qtyType |
|
public Currency currency |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public UndInstrmtCollGrpObject undInstrmtCollGrp |
|
public MarginExcess marginExcess |
|
public TotalNetValue totalNetValue |
|
public CashOutstanding cashOutstanding |
|
public TrdRegTimestampsObject trdRegTimestamps |
|
public Side side |
|
public MiscFeesGrpObject miscFeesGrp |
|
public Price price |
|
public PriceType priceType |
|
public AccruedInterestAmt accruedInterestAmt |
|
public EndAccruedInterestAmt endAccruedInterestAmt |
|
public StartCash startCash |
|
public EndCash endCash |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public StipulationsObject stipulations |
|
public SettlInstructionsDataObject settlInstructionsData |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public SettlSessID settlSessID |
|
public SettlSessSubID settlSessSubID |
|
public ClearingBusinessDate clearingBusinessDate |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public CollAsgnID collAsgnID
public CollReqID collReqID
public CollAsgnReason collAsgnReason
public CollAsgnTransType collAsgnTransType
public CollAsgnRefID collAsgnRefID
public TransactTime transactTime
public ExpireTime expireTime
public PartiesObject parties
public Account account
public AccountType accountType
public ClOrdID clOrdID
public OrderID orderID
public SecondaryOrderID secondaryOrderID
public SecondaryClOrdID secondaryClOrdID
public ExecCollGrpObject execCollGrp
public TrdCollGrpObject trdCollGrp
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public SettlDate settlDate
public Quantity quantity
public QtyType qtyType
public Currency currency
public InstrmtLegGrpObject instrmtLegGrp
public UndInstrmtCollGrpObject undInstrmtCollGrp
public MarginExcess marginExcess
public TotalNetValue totalNetValue
public CashOutstanding cashOutstanding
public TrdRegTimestampsObject trdRegTimestamps
public Side side
public MiscFeesGrpObject miscFeesGrp
public Price price
public PriceType priceType
public AccruedInterestAmt accruedInterestAmt
public EndAccruedInterestAmt endAccruedInterestAmt
public StartCash startCash
public EndCash endCash
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public StipulationsObject stipulations
public SettlInstructionsDataObject settlInstructionsData
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public SettlSessID settlSessID
public SettlSessSubID settlSessSubID
public ClearingBusinessDate clearingBusinessDate
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::CollateralInquiryAckData
struct trader::Interface::CollateralInquiryAckData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public CollInquiryID collInquiryID |
|
public CollInquiryStatus collInquiryStatus |
|
public CollInquiryResult collInquiryResult |
|
public CollInqQualGrpObject collInqQualGrp |
|
public TotNumReports totNumReports |
|
public PartiesObject parties |
|
public Account account |
|
public AccountType accountType |
|
public ClOrdID clOrdID |
|
public OrderID orderID |
|
public SecondaryOrderID secondaryOrderID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ExecCollGrpObject execCollGrp |
|
public TrdCollGrpObject trdCollGrp |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public SettlDate settlDate |
|
public Quantity quantity |
|
public QtyType qtyType |
|
public Currency currency |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public SettlSessID settlSessID |
|
public SettlSessSubID settlSessSubID |
|
public ClearingBusinessDate clearingBusinessDate |
|
public ResponseTransportType responseTransportType |
|
public ResponseDestination responseDestination |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public CollInquiryID collInquiryID
public CollInquiryStatus collInquiryStatus
public CollInquiryResult collInquiryResult
public CollInqQualGrpObject collInqQualGrp
public TotNumReports totNumReports
public PartiesObject parties
public Account account
public AccountType accountType
public ClOrdID clOrdID
public OrderID orderID
public SecondaryOrderID secondaryOrderID
public SecondaryClOrdID secondaryClOrdID
public ExecCollGrpObject execCollGrp
public TrdCollGrpObject trdCollGrp
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public SettlDate settlDate
public Quantity quantity
public QtyType qtyType
public Currency currency
public InstrmtLegGrpObject instrmtLegGrp
public UndInstrmtGrpObject undInstrmtGrp
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public SettlSessID settlSessID
public SettlSessSubID settlSessSubID
public ClearingBusinessDate clearingBusinessDate
public ResponseTransportType responseTransportType
public ResponseDestination responseDestination
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::CollateralInquiryData
struct trader::Interface::CollateralInquiryData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public CollInquiryID collInquiryID |
|
public CollInqQualGrpObject collInqQualGrp |
|
public SubscriptionRequestType subscriptionRequestType |
|
public ResponseTransportType responseTransportType |
|
public ResponseDestination responseDestination |
|
public PartiesObject parties |
|
public Account account |
|
public AccountType accountType |
|
public ClOrdID clOrdID |
|
public OrderID orderID |
|
public SecondaryOrderID secondaryOrderID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ExecCollGrpObject execCollGrp |
|
public TrdCollGrpObject trdCollGrp |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public SettlDate settlDate |
|
public Quantity quantity |
|
public QtyType qtyType |
|
public Currency currency |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public MarginExcess marginExcess |
|
public TotalNetValue totalNetValue |
|
public CashOutstanding cashOutstanding |
|
public TrdRegTimestampsObject trdRegTimestamps |
|
public Side side |
|
public Price price |
|
public PriceType priceType |
|
public AccruedInterestAmt accruedInterestAmt |
|
public EndAccruedInterestAmt endAccruedInterestAmt |
|
public StartCash startCash |
|
public EndCash endCash |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public StipulationsObject stipulations |
|
public SettlInstructionsDataObject settlInstructionsData |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public SettlSessID settlSessID |
|
public SettlSessSubID settlSessSubID |
|
public ClearingBusinessDate clearingBusinessDate |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public CollInquiryID collInquiryID
public CollInqQualGrpObject collInqQualGrp
public SubscriptionRequestType subscriptionRequestType
public ResponseTransportType responseTransportType
public ResponseDestination responseDestination
public PartiesObject parties
public Account account
public AccountType accountType
public ClOrdID clOrdID
public OrderID orderID
public SecondaryOrderID secondaryOrderID
public SecondaryClOrdID secondaryClOrdID
public ExecCollGrpObject execCollGrp
public TrdCollGrpObject trdCollGrp
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public SettlDate settlDate
public Quantity quantity
public QtyType qtyType
public Currency currency
public InstrmtLegGrpObject instrmtLegGrp
public UndInstrmtGrpObject undInstrmtGrp
public MarginExcess marginExcess
public TotalNetValue totalNetValue
public CashOutstanding cashOutstanding
public TrdRegTimestampsObject trdRegTimestamps
public Side side
public Price price
public PriceType priceType
public AccruedInterestAmt accruedInterestAmt
public EndAccruedInterestAmt endAccruedInterestAmt
public StartCash startCash
public EndCash endCash
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public StipulationsObject stipulations
public SettlInstructionsDataObject settlInstructionsData
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public SettlSessID settlSessID
public SettlSessSubID settlSessSubID
public ClearingBusinessDate clearingBusinessDate
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::CollateralReportData
struct trader::Interface::CollateralReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public CollRptID collRptID |
|
public CollInquiryID collInquiryID |
|
public TransactTime transactTime |
|
public CollApplType collApplType |
|
public FinancialStatus financialStatus |
|
public CollStatus collStatus |
|
public TotNumReports totNumReports |
|
public LastRptRequested lastRptRequested |
|
public PartiesObject parties |
|
public Account account |
|
public AccountType accountType |
|
public ClOrdID clOrdID |
|
public OrderID orderID |
|
public SecondaryOrderID secondaryOrderID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ExecCollGrpObject execCollGrp |
|
public TrdCollGrpObject trdCollGrp |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public SettlDate settlDate |
|
public Quantity quantity |
|
public QtyType qtyType |
|
public Currency currency |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public MarginExcess marginExcess |
|
public TotalNetValue totalNetValue |
|
public CashOutstanding cashOutstanding |
|
public TrdRegTimestampsObject trdRegTimestamps |
|
public Side side |
|
public MiscFeesGrpObject miscFeesGrp |
|
public Price price |
|
public PriceType priceType |
|
public AccruedInterestAmt accruedInterestAmt |
|
public EndAccruedInterestAmt endAccruedInterestAmt |
|
public StartCash startCash |
|
public EndCash endCash |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public StipulationsObject stipulations |
|
public SettlInstructionsDataObject settlInstructionsData |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public SettlSessID settlSessID |
|
public SettlSessSubID settlSessSubID |
|
public ClearingBusinessDate clearingBusinessDate |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public CollRptID collRptID
public CollInquiryID collInquiryID
public TransactTime transactTime
public CollApplType collApplType
public FinancialStatus financialStatus
public CollStatus collStatus
public TotNumReports totNumReports
public LastRptRequested lastRptRequested
public PartiesObject parties
public Account account
public AccountType accountType
public ClOrdID clOrdID
public OrderID orderID
public SecondaryOrderID secondaryOrderID
public SecondaryClOrdID secondaryClOrdID
public ExecCollGrpObject execCollGrp
public TrdCollGrpObject trdCollGrp
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public SettlDate settlDate
public Quantity quantity
public QtyType qtyType
public Currency currency
public InstrmtLegGrpObject instrmtLegGrp
public UndInstrmtGrpObject undInstrmtGrp
public MarginExcess marginExcess
public TotalNetValue totalNetValue
public CashOutstanding cashOutstanding
public TrdRegTimestampsObject trdRegTimestamps
public Side side
public MiscFeesGrpObject miscFeesGrp
public Price price
public PriceType priceType
public AccruedInterestAmt accruedInterestAmt
public EndAccruedInterestAmt endAccruedInterestAmt
public StartCash startCash
public EndCash endCash
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public StipulationsObject stipulations
public SettlInstructionsDataObject settlInstructionsData
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public SettlSessID settlSessID
public SettlSessSubID settlSessSubID
public ClearingBusinessDate clearingBusinessDate
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::CollateralRequestData
struct trader::Interface::CollateralRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public CollReqID collReqID |
|
public CollAsgnReason collAsgnReason |
|
public TransactTime transactTime |
|
public ExpireTime expireTime |
|
public PartiesObject parties |
|
public Account account |
|
public AccountType accountType |
|
public ClOrdID clOrdID |
|
public OrderID orderID |
|
public SecondaryOrderID secondaryOrderID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ExecCollGrpObject execCollGrp |
|
public TrdCollGrpObject trdCollGrp |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public SettlDate settlDate |
|
public Quantity quantity |
|
public QtyType qtyType |
|
public Currency currency |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public UndInstrmtCollGrpObject undInstrmtCollGrp |
|
public MarginExcess marginExcess |
|
public TotalNetValue totalNetValue |
|
public CashOutstanding cashOutstanding |
|
public TrdRegTimestampsObject trdRegTimestamps |
|
public Side side |
|
public MiscFeesGrpObject miscFeesGrp |
|
public Price price |
|
public PriceType priceType |
|
public AccruedInterestAmt accruedInterestAmt |
|
public EndAccruedInterestAmt endAccruedInterestAmt |
|
public StartCash startCash |
|
public EndCash endCash |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public StipulationsObject stipulations |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public SettlSessID settlSessID |
|
public SettlSessSubID settlSessSubID |
|
public ClearingBusinessDate clearingBusinessDate |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline CollateralRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public CollReqID collReqID
public CollAsgnReason collAsgnReason
public TransactTime transactTime
public ExpireTime expireTime
public PartiesObject parties
public Account account
public AccountType accountType
public ClOrdID clOrdID
public OrderID orderID
public SecondaryOrderID secondaryOrderID
public SecondaryClOrdID secondaryClOrdID
public ExecCollGrpObject execCollGrp
public TrdCollGrpObject trdCollGrp
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public SettlDate settlDate
public Quantity quantity
public QtyType qtyType
public Currency currency
public InstrmtLegGrpObject instrmtLegGrp
public UndInstrmtCollGrpObject undInstrmtCollGrp
public MarginExcess marginExcess
public TotalNetValue totalNetValue
public CashOutstanding cashOutstanding
public TrdRegTimestampsObject trdRegTimestamps
public Side side
public MiscFeesGrpObject miscFeesGrp
public Price price
public PriceType priceType
public AccruedInterestAmt accruedInterestAmt
public EndAccruedInterestAmt endAccruedInterestAmt
public StartCash startCash
public EndCash endCash
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public StipulationsObject stipulations
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public SettlSessID settlSessID
public SettlSessSubID settlSessSubID
public ClearingBusinessDate clearingBusinessDate
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline CollateralRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::CollateralResponseData
struct trader::Interface::CollateralResponseData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public CollRespID collRespID |
|
public CollAsgnID collAsgnID |
|
public CollReqID collReqID |
|
public CollAsgnReason collAsgnReason |
|
public CollAsgnTransType collAsgnTransType |
|
public CollAsgnRespType collAsgnRespType |
|
public CollAsgnRejectReason collAsgnRejectReason |
|
public TransactTime transactTime |
|
public CollApplType collApplType |
|
public FinancialStatus financialStatus |
|
public ClearingBusinessDate clearingBusinessDate |
|
public PartiesObject parties |
|
public Account account |
|
public AccountType accountType |
|
public ClOrdID clOrdID |
|
public OrderID orderID |
|
public SecondaryOrderID secondaryOrderID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ExecCollGrpObject execCollGrp |
|
public TrdCollGrpObject trdCollGrp |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public SettlDate settlDate |
|
public Quantity quantity |
|
public QtyType qtyType |
|
public Currency currency |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public UndInstrmtCollGrpObject undInstrmtCollGrp |
|
public MarginExcess marginExcess |
|
public TotalNetValue totalNetValue |
|
public CashOutstanding cashOutstanding |
|
public TrdRegTimestampsObject trdRegTimestamps |
|
public Side side |
|
public MiscFeesGrpObject miscFeesGrp |
|
public Price price |
|
public PriceType priceType |
|
public AccruedInterestAmt accruedInterestAmt |
|
public EndAccruedInterestAmt endAccruedInterestAmt |
|
public StartCash startCash |
|
public EndCash endCash |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public StipulationsObject stipulations |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public CollRespID collRespID
public CollAsgnID collAsgnID
public CollReqID collReqID
public CollAsgnReason collAsgnReason
public CollAsgnTransType collAsgnTransType
public CollAsgnRespType collAsgnRespType
public CollAsgnRejectReason collAsgnRejectReason
public TransactTime transactTime
public CollApplType collApplType
public FinancialStatus financialStatus
public ClearingBusinessDate clearingBusinessDate
public PartiesObject parties
public Account account
public AccountType accountType
public ClOrdID clOrdID
public OrderID orderID
public SecondaryOrderID secondaryOrderID
public SecondaryClOrdID secondaryClOrdID
public ExecCollGrpObject execCollGrp
public TrdCollGrpObject trdCollGrp
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public SettlDate settlDate
public Quantity quantity
public QtyType qtyType
public Currency currency
public InstrmtLegGrpObject instrmtLegGrp
public UndInstrmtCollGrpObject undInstrmtCollGrp
public MarginExcess marginExcess
public TotalNetValue totalNetValue
public CashOutstanding cashOutstanding
public TrdRegTimestampsObject trdRegTimestamps
public Side side
public MiscFeesGrpObject miscFeesGrp
public Price price
public PriceType priceType
public AccruedInterestAmt accruedInterestAmt
public EndAccruedInterestAmt endAccruedInterestAmt
public StartCash startCash
public EndCash endCash
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public StipulationsObject stipulations
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::CollInqQualGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoCollInquiryQualifierArray noCollInquiryQualifier |
|
public inline CollInqQualGrpObject() |
|
typedef NoCollInquiryQualifierArray |
Members
public NoCollInquiryQualifierArray noCollInquiryQualifier
public inline CollInqQualGrpObject()
typedef NoCollInquiryQualifierArray
struct trader::Interface::CommissionDataObject
Summary
| Members | Descriptions |
|---|---|
public Commission commission |
|
public CommType commType |
|
public CommCurrency commCurrency |
|
public FundRenewWaiv fundRenewWaiv |
|
public inline CommissionDataObject() |
Members
public Commission commission
public CommType commType
public CommCurrency commCurrency
public FundRenewWaiv fundRenewWaiv
public inline CommissionDataObject()
struct trader::Interface::CompIDReqGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoCompIDsArray noCompIDs |
|
public inline CompIDReqGrpObject() |
|
typedef NoCompIDsArray |
Members
public NoCompIDsArray noCompIDs
public inline CompIDReqGrpObject()
typedef NoCompIDsArray
struct trader::Interface::CompIDStatGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoCompIDsArray noCompIDs |
|
public inline CompIDStatGrpObject() |
|
typedef NoCompIDsArray |
Members
public NoCompIDsArray noCompIDs
public inline CompIDStatGrpObject()
typedef NoCompIDsArray
struct trader::Interface::ComplexEventDatesObject
Summary
| Members | Descriptions |
|---|---|
public NoComplexEventDatesArray noComplexEventDates |
|
public inline ComplexEventDatesObject() |
|
typedef NoComplexEventDatesArray |
Members
public NoComplexEventDatesArray noComplexEventDates
public inline ComplexEventDatesObject()
typedef NoComplexEventDatesArray
struct trader::Interface::ComplexEventsObject
Summary
| Members | Descriptions |
|---|---|
public NoComplexEventsArray noComplexEvents |
|
public inline ComplexEventsObject() |
|
typedef NoComplexEventsArray |
Members
public NoComplexEventsArray noComplexEvents
public inline ComplexEventsObject()
typedef NoComplexEventsArray
struct trader::Interface::ComplexEventTimesObject
Summary
| Members | Descriptions |
|---|---|
public NoComplexEventTimesArray noComplexEventTimes |
|
public inline ComplexEventTimesObject() |
|
typedef NoComplexEventTimesArray |
Members
public NoComplexEventTimesArray noComplexEventTimes
public inline ComplexEventTimesObject()
typedef NoComplexEventTimesArray
struct trader::Interface::ConfirmationAckData
struct trader::Interface::ConfirmationAckData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ConfirmID confirmID |
|
public TradeDate tradeDate |
|
public TransactTime transactTime |
|
public AffirmStatus affirmStatus |
|
public ConfirmRejReason confirmRejReason |
|
public MatchStatus matchStatus |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public ConfirmID confirmID
public TradeDate tradeDate
public TransactTime transactTime
public AffirmStatus affirmStatus
public ConfirmRejReason confirmRejReason
public MatchStatus matchStatus
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::ConfirmationData
struct trader::Interface::ConfirmationData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ConfirmID confirmID |
|
public ConfirmRefID confirmRefID |
|
public ConfirmReqID confirmReqID |
|
public ConfirmTransType confirmTransType |
|
public ConfirmType confirmType |
|
public CopyMsgIndicator copyMsgIndicator |
|
public LegalConfirm legalConfirm |
|
public ConfirmStatus confirmStatus |
|
public PartiesObject parties |
|
public OrdAllocGrpObject ordAllocGrp |
|
public AllocID allocID |
|
public SecondaryAllocID secondaryAllocID |
|
public IndividualAllocID individualAllocID |
|
public TransactTime transactTime |
|
public TradeDate tradeDate |
|
public TrdRegTimestampsObject trdRegTimestamps |
|
public InstrumentObject instrument |
|
public InstrumentExtensionObject instrumentExtension |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public YieldDataObject yieldData |
|
public AllocQty allocQty |
|
public QtyType qtyType |
|
public Side side |
|
public Currency currency |
|
public LastMkt lastMkt |
|
public CpctyConfGrpObject cpctyConfGrp |
|
public AllocAccount allocAccount |
|
public AllocAcctIDSource allocAcctIDSource |
|
public AllocAccountType allocAccountType |
|
public AvgPx avgPx |
|
public AvgPxPrecision avgPxPrecision |
|
public PriceType priceType |
|
public AvgParPx avgParPx |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public ReportedPx reportedPx |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public ProcessCode processCode |
|
public GrossTradeAmt grossTradeAmt |
|
public NumDaysInterest numDaysInterest |
|
public ExDate exDate |
|
public AccruedInterestRate accruedInterestRate |
|
public AccruedInterestAmt accruedInterestAmt |
|
public InterestAtMaturity interestAtMaturity |
|
public EndAccruedInterestAmt endAccruedInterestAmt |
|
public StartCash startCash |
|
public EndCash endCash |
|
public Concession concession |
|
public TotalTakedown totalTakedown |
|
public NetMoney netMoney |
|
public MaturityNetMoney maturityNetMoney |
|
public SettlCurrAmt settlCurrAmt |
|
public SettlCurrency settlCurrency |
|
public SettlCurrFxRate settlCurrFxRate |
|
public SettlCurrFxRateCalc settlCurrFxRateCalc |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public SettlInstructionsDataObject settlInstructionsData |
|
public CommissionDataObject commissionData |
|
public SharedCommission sharedCommission |
|
public StipulationsObject stipulations |
|
public MiscFeesGrpObject miscFeesGrp |
|
public inline virtual enum MESSAGES GetType() |
Members
public ConfirmID confirmID
public ConfirmRefID confirmRefID
public ConfirmReqID confirmReqID
public ConfirmTransType confirmTransType
public ConfirmType confirmType
public CopyMsgIndicator copyMsgIndicator
public LegalConfirm legalConfirm
public ConfirmStatus confirmStatus
public PartiesObject parties
public OrdAllocGrpObject ordAllocGrp
public AllocID allocID
public SecondaryAllocID secondaryAllocID
public IndividualAllocID individualAllocID
public TransactTime transactTime
public TradeDate tradeDate
public TrdRegTimestampsObject trdRegTimestamps
public InstrumentObject instrument
public InstrumentExtensionObject instrumentExtension
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public YieldDataObject yieldData
public AllocQty allocQty
public QtyType qtyType
public Side side
public Currency currency
public LastMkt lastMkt
public CpctyConfGrpObject cpctyConfGrp
public AllocAccount allocAccount
public AllocAcctIDSource allocAcctIDSource
public AllocAccountType allocAccountType
public AvgPx avgPx
public AvgPxPrecision avgPxPrecision
public PriceType priceType
public AvgParPx avgParPx
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public ReportedPx reportedPx
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public ProcessCode processCode
public GrossTradeAmt grossTradeAmt
public NumDaysInterest numDaysInterest
public ExDate exDate
public AccruedInterestRate accruedInterestRate
public AccruedInterestAmt accruedInterestAmt
public InterestAtMaturity interestAtMaturity
public EndAccruedInterestAmt endAccruedInterestAmt
public StartCash startCash
public EndCash endCash
public Concession concession
public TotalTakedown totalTakedown
public NetMoney netMoney
public MaturityNetMoney maturityNetMoney
public SettlCurrAmt settlCurrAmt
public SettlCurrency settlCurrency
public SettlCurrFxRate settlCurrFxRate
public SettlCurrFxRateCalc settlCurrFxRateCalc
public SettlType settlType
public SettlDate settlDate
public SettlInstructionsDataObject settlInstructionsData
public CommissionDataObject commissionData
public SharedCommission sharedCommission
public StipulationsObject stipulations
public MiscFeesGrpObject miscFeesGrp
public inline virtual enum MESSAGES GetType()
struct trader::Interface::ConfirmationRequestData
struct trader::Interface::ConfirmationRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ConfirmReqID confirmReqID |
|
public ConfirmType confirmType |
|
public OrdAllocGrpObject ordAllocGrp |
|
public AllocID allocID |
|
public SecondaryAllocID secondaryAllocID |
|
public IndividualAllocID individualAllocID |
|
public TransactTime transactTime |
|
public AllocAccount allocAccount |
|
public AllocAcctIDSource allocAcctIDSource |
|
public AllocAccountType allocAccountType |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline ConfirmationRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public ConfirmReqID confirmReqID
public ConfirmType confirmType
public OrdAllocGrpObject ordAllocGrp
public AllocID allocID
public SecondaryAllocID secondaryAllocID
public IndividualAllocID individualAllocID
public TransactTime transactTime
public AllocAccount allocAccount
public AllocAcctIDSource allocAcctIDSource
public AllocAccountType allocAccountType
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline ConfirmationRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::ContAmtGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoContAmtsArray noContAmts |
|
public inline ContAmtGrpObject() |
|
typedef NoContAmtsArray |
Members
public NoContAmtsArray noContAmts
public inline ContAmtGrpObject()
typedef NoContAmtsArray
struct trader::Interface::ContraGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoContraBrokersArray noContraBrokers |
|
public inline ContraGrpObject() |
|
typedef NoContraBrokersArray |
Members
public NoContraBrokersArray noContraBrokers
public inline ContraGrpObject()
typedef NoContraBrokersArray
struct trader::Interface::ContraryIntentionReportData
struct trader::Interface::ContraryIntentionReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public ContIntRptID contIntRptID |
|
public TransactTime transactTime |
|
public LateIndicator lateIndicator |
|
public InputSource inputSource |
|
public ClearingBusinessDate clearingBusinessDate |
|
public PartiesObject parties |
|
public ExpirationQtyObject expirationQty |
|
public InstrumentObject instrument |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public ContIntRptID contIntRptID
public TransactTime transactTime
public LateIndicator lateIndicator
public InputSource inputSource
public ClearingBusinessDate clearingBusinessDate
public PartiesObject parties
public ExpirationQtyObject expirationQty
public InstrumentObject instrument
public UndInstrmtGrpObject undInstrmtGrp
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::CpctyConfGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoCapacitiesArray noCapacities |
|
public inline CpctyConfGrpObject() |
|
typedef NoCapacitiesArray |
Members
public NoCapacitiesArray noCapacities
public inline CpctyConfGrpObject()
typedef NoCapacitiesArray
struct trader::Interface::CrossOrderCancelReplaceRequestData
struct trader::Interface::CrossOrderCancelReplaceRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public OrderID orderID |
|
public CrossID crossID |
|
public OrigCrossID origCrossID |
|
public HostCrossID hostCrossID |
|
public CrossType crossType |
|
public CrossPrioritization crossPrioritization |
|
public RootPartiesObject rootParties |
|
public SideCrossOrdModGrpObject sideCrossOrdModGrp |
|
public InstrumentObject instrument |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public HandlInst handlInst |
|
public ExecInst execInst |
|
public MinQty minQty |
|
public MatchIncrement matchIncrement |
|
public MaxPriceLevels maxPriceLevels |
|
public DisplayInstructionObject displayInstruction |
|
public MaxFloor maxFloor |
|
public ExDestination exDestination |
|
public ExDestinationIDSource exDestinationIDSource |
|
public TrdgSesGrpObject trdgSesGrp |
|
public ProcessCode processCode |
|
public PrevClosePx prevClosePx |
|
public LocateReqd locateReqd |
|
public TransactTime transactTime |
|
public TransBkdTime transBkdTime |
|
public StipulationsObject stipulations |
|
public OrdType ordType |
|
public PriceType priceType |
|
public Price price |
|
public PriceProtectionScope priceProtectionScope |
|
public StopPx stopPx |
|
public TriggeringInstructionObject triggeringInstruction |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public YieldDataObject yieldData |
|
public Currency currency |
|
public ComplianceID complianceID |
|
public IOIID iOIID |
|
public QuoteID quoteID |
|
public TimeInForce timeInForce |
|
public EffectiveTime effectiveTime |
|
public ExpireDate expireDate |
|
public ExpireTime expireTime |
|
public GTBookingInst gTBookingInst |
|
public MaxShow maxShow |
|
public PegInstructionsObject pegInstructions |
|
public DiscretionInstructionsObject discretionInstructions |
|
public TargetStrategy targetStrategy |
|
public StrategyParametersGrpObject strategyParametersGrp |
|
public TargetStrategyParameters targetStrategyParameters |
|
public ParticipationRate participationRate |
|
public CancellationRights cancellationRights |
|
public MoneyLaunderingStatus moneyLaunderingStatus |
|
public RegistID registID |
|
public Designation designation |
|
public inline CrossOrderCancelReplaceRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public OrderID orderID
public CrossID crossID
public OrigCrossID origCrossID
public HostCrossID hostCrossID
public CrossType crossType
public CrossPrioritization crossPrioritization
public RootPartiesObject rootParties
public SideCrossOrdModGrpObject sideCrossOrdModGrp
public InstrumentObject instrument
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public SettlType settlType
public SettlDate settlDate
public HandlInst handlInst
public ExecInst execInst
public MinQty minQty
public MatchIncrement matchIncrement
public MaxPriceLevels maxPriceLevels
public DisplayInstructionObject displayInstruction
public MaxFloor maxFloor
public ExDestination exDestination
public ExDestinationIDSource exDestinationIDSource
public TrdgSesGrpObject trdgSesGrp
public ProcessCode processCode
public PrevClosePx prevClosePx
public LocateReqd locateReqd
public TransactTime transactTime
public TransBkdTime transBkdTime
public StipulationsObject stipulations
public OrdType ordType
public PriceType priceType
public Price price
public PriceProtectionScope priceProtectionScope
public StopPx stopPx
public TriggeringInstructionObject triggeringInstruction
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public YieldDataObject yieldData
public Currency currency
public ComplianceID complianceID
public IOIID iOIID
public QuoteID quoteID
public TimeInForce timeInForce
public EffectiveTime effectiveTime
public ExpireDate expireDate
public ExpireTime expireTime
public GTBookingInst gTBookingInst
public MaxShow maxShow
public PegInstructionsObject pegInstructions
public DiscretionInstructionsObject discretionInstructions
public TargetStrategy targetStrategy
public StrategyParametersGrpObject strategyParametersGrp
public TargetStrategyParameters targetStrategyParameters
public ParticipationRate participationRate
public CancellationRights cancellationRights
public MoneyLaunderingStatus moneyLaunderingStatus
public RegistID registID
public Designation designation
public inline CrossOrderCancelReplaceRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::CrossOrderCancelRequestData
struct trader::Interface::CrossOrderCancelRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public OrderID orderID |
|
public CrossID crossID |
|
public OrigCrossID origCrossID |
|
public HostCrossID hostCrossID |
|
public CrossType crossType |
|
public CrossPrioritization crossPrioritization |
|
public RootPartiesObject rootParties |
|
public SideCrossOrdCxlGrpObject sideCrossOrdCxlGrp |
|
public InstrumentObject instrument |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public TransactTime transactTime |
|
public inline CrossOrderCancelRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public OrderID orderID
public CrossID crossID
public OrigCrossID origCrossID
public HostCrossID hostCrossID
public CrossType crossType
public CrossPrioritization crossPrioritization
public RootPartiesObject rootParties
public SideCrossOrdCxlGrpObject sideCrossOrdCxlGrp
public InstrumentObject instrument
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public TransactTime transactTime
public inline CrossOrderCancelRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::DerivativeEventsGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoDerivativeEventsArray noDerivativeEvents |
|
public inline DerivativeEventsGrpObject() |
|
typedef NoDerivativeEventsArray |
Members
public NoDerivativeEventsArray noDerivativeEvents
public inline DerivativeEventsGrpObject()
typedef NoDerivativeEventsArray
struct trader::Interface::DerivativeInstrumentAttributeObject
Summary
| Members | Descriptions |
|---|---|
public NoDerivativeInstrAttribArray noDerivativeInstrAttrib |
|
public inline DerivativeInstrumentAttributeObject() |
|
typedef NoDerivativeInstrAttribArray |
Members
public NoDerivativeInstrAttribArray noDerivativeInstrAttrib
public inline DerivativeInstrumentAttributeObject()
typedef NoDerivativeInstrAttribArray
struct trader::Interface::DerivativeInstrumentObject
Summary
| Members | Descriptions |
|---|---|
public DerivativeSymbol derivativeSymbol |
|
public DerivativeSymbolSfx derivativeSymbolSfx |
|
public DerivativeSecurityID derivativeSecurityID |
|
public DerivativeSecurityIDSource derivativeSecurityIDSource |
|
public DerivativeSecurityAltIDGrpObject derivativeSecurityAltIDGrp |
|
public DerivativeProduct derivativeProduct |
|
public DerivativeProductComplex derivativeProductComplex |
|
public DerivFlexProductEligibilityIndicator derivFlexProductEligibilityIndicator |
|
public DerivativeSecurityGroup derivativeSecurityGroup |
|
public DerivativeCFICode derivativeCFICode |
|
public DerivativeSecurityType derivativeSecurityType |
|
public DerivativeSecuritySubType derivativeSecuritySubType |
|
public DerivativeMaturityMonthYear derivativeMaturityMonthYear |
|
public DerivativeMaturityDate derivativeMaturityDate |
|
public DerivativeMaturityTime derivativeMaturityTime |
|
public DerivativeSettleOnOpenFlag derivativeSettleOnOpenFlag |
|
public DerivativeInstrmtAssignmentMethod derivativeInstrmtAssignmentMethod |
|
public DerivativeSecurityStatus derivativeSecurityStatus |
|
public DerivativeIssueDate derivativeIssueDate |
|
public DerivativeInstrRegistry derivativeInstrRegistry |
|
public DerivativeCountryOfIssue derivativeCountryOfIssue |
|
public DerivativeStateOrProvinceOfIssue derivativeStateOrProvinceOfIssue |
|
public DerivativeLocaleOfIssue derivativeLocaleOfIssue |
|
public DerivativeStrikePrice derivativeStrikePrice |
|
public DerivativeStrikeCurrency derivativeStrikeCurrency |
|
public DerivativeStrikeMultiplier derivativeStrikeMultiplier |
|
public DerivativeStrikeValue derivativeStrikeValue |
|
public DerivativeOptAttribute derivativeOptAttribute |
|
public DerivativeContractMultiplier derivativeContractMultiplier |
|
public DerivativeMinPriceIncrement derivativeMinPriceIncrement |
|
public DerivativeMinPriceIncrementAmount derivativeMinPriceIncrementAmount |
|
public DerivativeUnitOfMeasure derivativeUnitOfMeasure |
|
public DerivativeUnitOfMeasureQty derivativeUnitOfMeasureQty |
|
public DerivativePriceUnitOfMeasure derivativePriceUnitOfMeasure |
|
public DerivativePriceUnitOfMeasureQty derivativePriceUnitOfMeasureQty |
|
public DerivativeSettlMethod derivativeSettlMethod |
|
public DerivativePriceQuoteMethod derivativePriceQuoteMethod |
|
public DerivativeValuationMethod derivativeValuationMethod |
|
public DerivativeListMethod derivativeListMethod |
|
public DerivativeCapPrice derivativeCapPrice |
|
public DerivativeFloorPrice derivativeFloorPrice |
|
public DerivativePutOrCall derivativePutOrCall |
|
public DerivativeExerciseStyle derivativeExerciseStyle |
|
public DerivativeOptPayAmount derivativeOptPayAmount |
|
public DerivativeTimeUnit derivativeTimeUnit |
|
public DerivativeSecurityExchange derivativeSecurityExchange |
|
public DerivativePositionLimit derivativePositionLimit |
|
public DerivativeNTPositionLimit derivativeNTPositionLimit |
|
public DerivativeIssuer derivativeIssuer |
|
public DerivativeEncodedIssuerLen derivativeEncodedIssuerLen |
|
public DerivativeEncodedIssuer derivativeEncodedIssuer |
|
public DerivativeSecurityDesc derivativeSecurityDesc |
|
public DerivativeEncodedSecurityDescLen derivativeEncodedSecurityDescLen |
|
public DerivativeEncodedSecurityDesc derivativeEncodedSecurityDesc |
|
public DerivativeSecurityXMLObject derivativeSecurityXML |
|
public DerivativeContractSettlMonth derivativeContractSettlMonth |
|
public DerivativeEventsGrpObject derivativeEventsGrp |
|
public DerivativeInstrumentPartiesObject derivativeInstrumentParties |
|
public DerivativeContractMultiplierUnit derivativeContractMultiplierUnit |
|
public DerivativeFlowScheduleType derivativeFlowScheduleType |
|
public inline DerivativeInstrumentObject() |
Members
public DerivativeSymbol derivativeSymbol
public DerivativeSymbolSfx derivativeSymbolSfx
public DerivativeSecurityID derivativeSecurityID
public DerivativeSecurityIDSource derivativeSecurityIDSource
public DerivativeSecurityAltIDGrpObject derivativeSecurityAltIDGrp
public DerivativeProduct derivativeProduct
public DerivativeProductComplex derivativeProductComplex
public DerivFlexProductEligibilityIndicator derivFlexProductEligibilityIndicator
public DerivativeSecurityGroup derivativeSecurityGroup
public DerivativeCFICode derivativeCFICode
public DerivativeSecurityType derivativeSecurityType
public DerivativeSecuritySubType derivativeSecuritySubType
public DerivativeMaturityMonthYear derivativeMaturityMonthYear
public DerivativeMaturityDate derivativeMaturityDate
public DerivativeMaturityTime derivativeMaturityTime
public DerivativeSettleOnOpenFlag derivativeSettleOnOpenFlag
public DerivativeInstrmtAssignmentMethod derivativeInstrmtAssignmentMethod
public DerivativeSecurityStatus derivativeSecurityStatus
public DerivativeIssueDate derivativeIssueDate
public DerivativeInstrRegistry derivativeInstrRegistry
public DerivativeCountryOfIssue derivativeCountryOfIssue
public DerivativeStateOrProvinceOfIssue derivativeStateOrProvinceOfIssue
public DerivativeLocaleOfIssue derivativeLocaleOfIssue
public DerivativeStrikePrice derivativeStrikePrice
public DerivativeStrikeCurrency derivativeStrikeCurrency
public DerivativeStrikeMultiplier derivativeStrikeMultiplier
public DerivativeStrikeValue derivativeStrikeValue
public DerivativeOptAttribute derivativeOptAttribute
public DerivativeContractMultiplier derivativeContractMultiplier
public DerivativeMinPriceIncrement derivativeMinPriceIncrement
public DerivativeMinPriceIncrementAmount derivativeMinPriceIncrementAmount
public DerivativeUnitOfMeasure derivativeUnitOfMeasure
public DerivativeUnitOfMeasureQty derivativeUnitOfMeasureQty
public DerivativePriceUnitOfMeasure derivativePriceUnitOfMeasure
public DerivativePriceUnitOfMeasureQty derivativePriceUnitOfMeasureQty
public DerivativeSettlMethod derivativeSettlMethod
public DerivativePriceQuoteMethod derivativePriceQuoteMethod
public DerivativeValuationMethod derivativeValuationMethod
public DerivativeListMethod derivativeListMethod
public DerivativeCapPrice derivativeCapPrice
public DerivativeFloorPrice derivativeFloorPrice
public DerivativePutOrCall derivativePutOrCall
public DerivativeExerciseStyle derivativeExerciseStyle
public DerivativeOptPayAmount derivativeOptPayAmount
public DerivativeTimeUnit derivativeTimeUnit
public DerivativeSecurityExchange derivativeSecurityExchange
public DerivativePositionLimit derivativePositionLimit
public DerivativeNTPositionLimit derivativeNTPositionLimit
public DerivativeIssuer derivativeIssuer
public DerivativeEncodedIssuerLen derivativeEncodedIssuerLen
public DerivativeEncodedIssuer derivativeEncodedIssuer
public DerivativeSecurityDesc derivativeSecurityDesc
public DerivativeEncodedSecurityDescLen derivativeEncodedSecurityDescLen
public DerivativeEncodedSecurityDesc derivativeEncodedSecurityDesc
public DerivativeSecurityXMLObject derivativeSecurityXML
public DerivativeContractSettlMonth derivativeContractSettlMonth
public DerivativeEventsGrpObject derivativeEventsGrp
public DerivativeInstrumentPartiesObject derivativeInstrumentParties
public DerivativeContractMultiplierUnit derivativeContractMultiplierUnit
public DerivativeFlowScheduleType derivativeFlowScheduleType
public inline DerivativeInstrumentObject()
struct trader::Interface::DerivativeInstrumentPartiesObject
Summary
| Members | Descriptions |
|---|---|
public NoDerivativeInstrumentPartiesArray noDerivativeInstrumentParties |
|
public inline DerivativeInstrumentPartiesObject() |
|
typedef NoDerivativeInstrumentPartiesArray |
Members
public NoDerivativeInstrumentPartiesArray noDerivativeInstrumentParties
public inline DerivativeInstrumentPartiesObject()
typedef NoDerivativeInstrumentPartiesArray
struct trader::Interface::DerivativeInstrumentPartySubIDsGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoDerivativeInstrumentPartySubIDsArray noDerivativeInstrumentPartySubIDs |
|
public inline DerivativeInstrumentPartySubIDsGrpObject() |
|
typedef NoDerivativeInstrumentPartySubIDsArray |
Members
public NoDerivativeInstrumentPartySubIDsArray noDerivativeInstrumentPartySubIDs
public inline DerivativeInstrumentPartySubIDsGrpObject()
typedef NoDerivativeInstrumentPartySubIDsArray
struct trader::Interface::DerivativeSecurityAltIDGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoDerivativeSecurityAltIDArray noDerivativeSecurityAltID |
|
public inline DerivativeSecurityAltIDGrpObject() |
|
typedef NoDerivativeSecurityAltIDArray |
Members
public NoDerivativeSecurityAltIDArray noDerivativeSecurityAltID
public inline DerivativeSecurityAltIDGrpObject()
typedef NoDerivativeSecurityAltIDArray
struct trader::Interface::DerivativeSecurityDefinitionObject
Summary
| Members | Descriptions |
|---|---|
public DerivativeInstrumentObject derivativeInstrument |
|
public DerivativeInstrumentAttributeObject derivativeInstrumentAttribute |
|
public MarketSegmentGrpObject marketSegmentGrp |
|
public inline DerivativeSecurityDefinitionObject() |
Members
public DerivativeInstrumentObject derivativeInstrument
public DerivativeInstrumentAttributeObject derivativeInstrumentAttribute
public MarketSegmentGrpObject marketSegmentGrp
public inline DerivativeSecurityDefinitionObject()
struct trader::Interface::DerivativeSecurityListData
struct trader::Interface::DerivativeSecurityListData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public SecurityReqID securityReqID |
|
public SecurityResponseID securityResponseID |
|
public SecurityRequestResult securityRequestResult |
|
public UnderlyingInstrumentObject underlyingInstrument |
|
public DerivativeSecurityDefinitionObject derivativeSecurityDefinition |
|
public TotNoRelatedSym totNoRelatedSym |
|
public LastFragment lastFragment |
|
public RelSymDerivSecGrpObject relSymDerivSecGrp |
|
public SecurityReportID securityReportID |
|
public ClearingBusinessDate clearingBusinessDate |
|
public TransactTime transactTime |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public SecurityReqID securityReqID
public SecurityResponseID securityResponseID
public SecurityRequestResult securityRequestResult
public UnderlyingInstrumentObject underlyingInstrument
public DerivativeSecurityDefinitionObject derivativeSecurityDefinition
public TotNoRelatedSym totNoRelatedSym
public LastFragment lastFragment
public RelSymDerivSecGrpObject relSymDerivSecGrp
public SecurityReportID securityReportID
public ClearingBusinessDate clearingBusinessDate
public TransactTime transactTime
public inline virtual enum MESSAGES GetType()
struct trader::Interface::DerivativeSecurityListRequestData
struct trader::Interface::DerivativeSecurityListRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public SecurityReqID securityReqID |
|
public SecurityListRequestType securityListRequestType |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public UnderlyingInstrumentObject underlyingInstrument |
|
public DerivativeInstrumentObject derivativeInstrument |
|
public SecuritySubType securitySubType |
|
public Currency currency |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public SubscriptionRequestType subscriptionRequestType |
|
public inline DerivativeSecurityListRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public SecurityReqID securityReqID
public SecurityListRequestType securityListRequestType
public MarketID marketID
public MarketSegmentID marketSegmentID
public UnderlyingInstrumentObject underlyingInstrument
public DerivativeInstrumentObject derivativeInstrument
public SecuritySubType securitySubType
public Currency currency
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public SubscriptionRequestType subscriptionRequestType
public inline DerivativeSecurityListRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::DerivativeSecurityListUpdateReportData
struct trader::Interface::DerivativeSecurityListUpdateReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public SecurityReqID securityReqID |
|
public SecurityResponseID securityResponseID |
|
public SecurityRequestResult securityRequestResult |
|
public SecurityUpdateAction securityUpdateAction |
|
public UnderlyingInstrumentObject underlyingInstrument |
|
public DerivativeSecurityDefinitionObject derivativeSecurityDefinition |
|
public TotNoRelatedSym totNoRelatedSym |
|
public LastFragment lastFragment |
|
public RelSymDerivSecUpdGrpObject relSymDerivSecUpdGrp |
|
public TransactTime transactTime |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public SecurityReqID securityReqID
public SecurityResponseID securityResponseID
public SecurityRequestResult securityRequestResult
public SecurityUpdateAction securityUpdateAction
public UnderlyingInstrumentObject underlyingInstrument
public DerivativeSecurityDefinitionObject derivativeSecurityDefinition
public TotNoRelatedSym totNoRelatedSym
public LastFragment lastFragment
public RelSymDerivSecUpdGrpObject relSymDerivSecUpdGrp
public TransactTime transactTime
public inline virtual enum MESSAGES GetType()
struct trader::Interface::DerivativeSecurityXMLObject
Summary
| Members | Descriptions |
|---|---|
public DerivativeSecurityXMLLen derivativeSecurityXMLLen |
|
public DerivativeSecurityXML derivativeSecurityXML |
|
public DerivativeSecurityXMLSchema derivativeSecurityXMLSchema |
|
public inline DerivativeSecurityXMLObject() |
Members
public DerivativeSecurityXMLLen derivativeSecurityXMLLen
public DerivativeSecurityXML derivativeSecurityXML
public DerivativeSecurityXMLSchema derivativeSecurityXMLSchema
public inline DerivativeSecurityXMLObject()
struct trader::Interface::DiscretionInstructionsObject
Summary
| Members | Descriptions |
|---|---|
public DiscretionInst discretionInst |
|
public DiscretionOffsetValue discretionOffsetValue |
|
public DiscretionMoveType discretionMoveType |
|
public DiscretionOffsetType discretionOffsetType |
|
public DiscretionLimitType discretionLimitType |
|
public DiscretionRoundDirection discretionRoundDirection |
|
public DiscretionScope discretionScope |
|
public inline DiscretionInstructionsObject() |
Members
public DiscretionInst discretionInst
public DiscretionOffsetValue discretionOffsetValue
public DiscretionMoveType discretionMoveType
public DiscretionOffsetType discretionOffsetType
public DiscretionLimitType discretionLimitType
public DiscretionRoundDirection discretionRoundDirection
public DiscretionScope discretionScope
public inline DiscretionInstructionsObject()
struct trader::Interface::DisplayInstructionObject
Summary
| Members | Descriptions |
|---|---|
public DisplayQty displayQty |
|
public SecondaryDisplayQty secondaryDisplayQty |
|
public DisplayWhen displayWhen |
|
public DisplayMethod displayMethod |
|
public DisplayLowQty displayLowQty |
|
public DisplayHighQty displayHighQty |
|
public DisplayMinIncr displayMinIncr |
|
public RefreshQty refreshQty |
|
public inline DisplayInstructionObject() |
Members
public DisplayQty displayQty
public SecondaryDisplayQty secondaryDisplayQty
public DisplayWhen displayWhen
public DisplayMethod displayMethod
public DisplayLowQty displayLowQty
public DisplayHighQty displayHighQty
public DisplayMinIncr displayMinIncr
public RefreshQty refreshQty
public inline DisplayInstructionObject()
struct trader::Interface::DlvyInstGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoDlvyInstArray noDlvyInst |
|
public inline DlvyInstGrpObject() |
|
typedef NoDlvyInstArray |
Members
public NoDlvyInstArray noDlvyInst
public inline DlvyInstGrpObject()
typedef NoDlvyInstArray
struct trader::Interface::DontKnowTradeData
struct trader::Interface::DontKnowTradeData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public OrderID orderID |
|
public SecondaryOrderID secondaryOrderID |
|
public ExecID execID |
|
public DKReason dKReason |
|
public InstrumentObject instrument |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public Side side |
|
public OrderQtyDataObject orderQtyData |
|
public LastQty lastQty |
|
public LastPx lastPx |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public OrderID orderID
public SecondaryOrderID secondaryOrderID
public ExecID execID
public DKReason dKReason
public InstrumentObject instrument
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public Side side
public OrderQtyDataObject orderQtyData
public LastQty lastQty
public LastPx lastPx
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::EmailData
struct trader::Interface::EmailData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public EmailThreadID emailThreadID |
|
public EmailType emailType |
|
public OrigTime origTime |
|
public Subject subject |
|
public EncodedSubjectLen encodedSubjectLen |
|
public EncodedSubject encodedSubject |
|
public RoutingGrpObject routingGrp |
|
public InstrmtGrpObject instrmtGrp |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public OrderID orderID |
|
public ClOrdID clOrdID |
|
public LinesOfTextGrpObject linesOfTextGrp |
|
public RawDataLength rawDataLength |
|
public RawData rawData |
|
public inline virtual enum MESSAGES GetType() |
Members
public EmailThreadID emailThreadID
public EmailType emailType
public OrigTime origTime
public Subject subject
public EncodedSubjectLen encodedSubjectLen
public EncodedSubject encodedSubject
public RoutingGrpObject routingGrp
public InstrmtGrpObject instrmtGrp
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public OrderID orderID
public ClOrdID clOrdID
public LinesOfTextGrpObject linesOfTextGrp
public RawDataLength rawDataLength
public RawData rawData
public inline virtual enum MESSAGES GetType()
struct trader::Interface::EvntGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoEventsArray noEvents |
|
public inline EvntGrpObject() |
|
typedef NoEventsArray |
Members
public NoEventsArray noEvents
public inline EvntGrpObject()
typedef NoEventsArray
struct trader::Interface::ExecAllocGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoExecsArray noExecs |
|
public inline ExecAllocGrpObject() |
|
typedef NoExecsArray |
Members
public NoExecsArray noExecs
public inline ExecAllocGrpObject()
typedef NoExecsArray
struct trader::Interface::ExecCollGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoExecsArray noExecs |
|
public inline ExecCollGrpObject() |
|
typedef NoExecsArray |
Members
public NoExecsArray noExecs
public inline ExecCollGrpObject()
typedef NoExecsArray
struct trader::Interface::ExecInstRulesObject
Summary
| Members | Descriptions |
|---|---|
public NoExecInstRulesArray noExecInstRules |
|
public inline ExecInstRulesObject() |
|
typedef NoExecInstRulesArray |
Members
public NoExecInstRulesArray noExecInstRules
public inline ExecInstRulesObject()
typedef NoExecInstRulesArray
struct trader::Interface::ExecutionAcknowledgementData
struct trader::Interface::ExecutionAcknowledgementData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public OrderID orderID |
|
public SecondaryOrderID secondaryOrderID |
|
public ClOrdID clOrdID |
|
public ExecAckStatus execAckStatus |
|
public ExecID execID |
|
public DKReason dKReason |
|
public InstrumentObject instrument |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public Side side |
|
public OrderQtyDataObject orderQtyData |
|
public LastQty lastQty |
|
public LastPx lastPx |
|
public PriceType priceType |
|
public LastParPx lastParPx |
|
public CumQty cumQty |
|
public AvgPx avgPx |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public OrderID orderID
public SecondaryOrderID secondaryOrderID
public ClOrdID clOrdID
public ExecAckStatus execAckStatus
public ExecID execID
public DKReason dKReason
public InstrumentObject instrument
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public Side side
public OrderQtyDataObject orderQtyData
public LastQty lastQty
public LastPx lastPx
public PriceType priceType
public LastParPx lastParPx
public CumQty cumQty
public AvgPx avgPx
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::ExecutionReportData
struct trader::Interface::ExecutionReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public OrderID orderID |
|
public SecondaryOrderID secondaryOrderID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public SecondaryExecID secondaryExecID |
|
public ClOrdID clOrdID |
|
public OrigClOrdID origClOrdID |
|
public ClOrdLinkID clOrdLinkID |
|
public QuoteRespID quoteRespID |
|
public OrdStatusReqID ordStatusReqID |
|
public MassStatusReqID massStatusReqID |
|
public HostCrossID hostCrossID |
|
public TotNumReports totNumReports |
|
public LastRptRequested lastRptRequested |
|
public PartiesObject parties |
|
public TradeOriginationDate tradeOriginationDate |
|
public ContraGrpObject contraGrp |
|
public ListID listID |
|
public CrossID crossID |
|
public OrigCrossID origCrossID |
|
public CrossType crossType |
|
public TrdMatchID trdMatchID |
|
public ExecID execID |
|
public ExecRefID execRefID |
|
public ExecType execType |
|
public OrdStatus ordStatus |
|
public WorkingIndicator workingIndicator |
|
public OrdRejReason ordRejReason |
|
public ExecRestatementReason execRestatementReason |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public DayBookingInst dayBookingInst |
|
public BookingUnit bookingUnit |
|
public PreallocMethod preallocMethod |
|
public AllocID allocID |
|
public PreAllocGrpObject preAllocGrp |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public MatchType matchType |
|
public OrderCategory orderCategory |
|
public CashMargin cashMargin |
|
public ClearingFeeIndicator clearingFeeIndicator |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public Side side |
|
public StipulationsObject stipulations |
|
public QtyType qtyType |
|
public OrderQtyDataObject orderQtyData |
|
public LotType lotType |
|
public OrdType ordType |
|
public PriceType priceType |
|
public Price price |
|
public PriceProtectionScope priceProtectionScope |
|
public StopPx stopPx |
|
public TriggeringInstructionObject triggeringInstruction |
|
public PegInstructionsObject pegInstructions |
|
public DiscretionInstructionsObject discretionInstructions |
|
public PeggedPrice peggedPrice |
|
public PeggedRefPrice peggedRefPrice |
|
public DiscretionPrice discretionPrice |
|
public TargetStrategy targetStrategy |
|
public StrategyParametersGrpObject strategyParametersGrp |
|
public TargetStrategyParameters targetStrategyParameters |
|
public ParticipationRate participationRate |
|
public TargetStrategyPerformance targetStrategyPerformance |
|
public Currency currency |
|
public ComplianceID complianceID |
|
public SolicitedFlag solicitedFlag |
|
public TimeInForce timeInForce |
|
public EffectiveTime effectiveTime |
|
public ExpireDate expireDate |
|
public ExpireTime expireTime |
|
public ExecInst execInst |
|
public AggressorIndicator aggressorIndicator |
|
public OrderCapacity orderCapacity |
|
public OrderRestrictions orderRestrictions |
|
public PreTradeAnonymity preTradeAnonymity |
|
public CustOrderCapacity custOrderCapacity |
|
public LastQty lastQty |
|
public CalculatedCcyLastQty calculatedCcyLastQty |
|
public LastSwapPoints lastSwapPoints |
|
public UnderlyingLastQty underlyingLastQty |
|
public LastPx lastPx |
|
public UnderlyingLastPx underlyingLastPx |
|
public LastParPx lastParPx |
|
public LastSpotRate lastSpotRate |
|
public LastForwardPoints lastForwardPoints |
|
public LastMkt lastMkt |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public TimeBracket timeBracket |
|
public LastCapacity lastCapacity |
|
public LeavesQty leavesQty |
|
public CumQty cumQty |
|
public AvgPx avgPx |
|
public DayOrderQty dayOrderQty |
|
public DayCumQty dayCumQty |
|
public DayAvgPx dayAvgPx |
|
public TotNoFills totNoFills |
|
public LastFragment lastFragment |
|
public FillsGrpObject fillsGrp |
|
public GTBookingInst gTBookingInst |
|
public TradeDate tradeDate |
|
public TransactTime transactTime |
|
public ReportToExch reportToExch |
|
public CommissionDataObject commissionData |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public YieldDataObject yieldData |
|
public GrossTradeAmt grossTradeAmt |
|
public NumDaysInterest numDaysInterest |
|
public ExDate exDate |
|
public AccruedInterestRate accruedInterestRate |
|
public AccruedInterestAmt accruedInterestAmt |
|
public InterestAtMaturity interestAtMaturity |
|
public EndAccruedInterestAmt endAccruedInterestAmt |
|
public StartCash startCash |
|
public EndCash endCash |
|
public TradedFlatSwitch tradedFlatSwitch |
|
public BasisFeatureDate basisFeatureDate |
|
public BasisFeaturePrice basisFeaturePrice |
|
public Concession concession |
|
public TotalTakedown totalTakedown |
|
public NetMoney netMoney |
|
public SettlCurrAmt settlCurrAmt |
|
public SettlCurrency settlCurrency |
|
public SettlCurrFxRate settlCurrFxRate |
|
public SettlCurrFxRateCalc settlCurrFxRateCalc |
|
public HandlInst handlInst |
|
public MinQty minQty |
|
public MatchIncrement matchIncrement |
|
public MaxPriceLevels maxPriceLevels |
|
public DisplayInstructionObject displayInstruction |
|
public MaxFloor maxFloor |
|
public PositionEffect positionEffect |
|
public MaxShow maxShow |
|
public BookingType bookingType |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public SettlDate2 settlDate2 |
|
public OrderQty2 orderQty2 |
|
public LastForwardPoints2 lastForwardPoints2 |
|
public MultiLegReportingType multiLegReportingType |
|
public CancellationRights cancellationRights |
|
public MoneyLaunderingStatus moneyLaunderingStatus |
|
public RegistID registID |
|
public Designation designation |
|
public TransBkdTime transBkdTime |
|
public ExecValuationPoint execValuationPoint |
|
public ExecPriceType execPriceType |
|
public ExecPriceAdjustment execPriceAdjustment |
|
public PriorityIndicator priorityIndicator |
|
public PriceImprovement priceImprovement |
|
public LastLiquidityInd lastLiquidityInd |
|
public ContAmtGrpObject contAmtGrp |
|
public InstrmtLegExecGrpObject instrmtLegExecGrp |
|
public CopyMsgIndicator copyMsgIndicator |
|
public MiscFeesGrpObject miscFeesGrp |
|
public DividendYield dividendYield |
|
public ManualOrderIndicator manualOrderIndicator |
|
public CustDirectedOrder custDirectedOrder |
|
public ReceivedDeptID receivedDeptID |
|
public CustOrderHandlingInst custOrderHandlingInst |
|
public OrderHandlingInstSource orderHandlingInstSource |
|
public TrdRegTimestampsObject trdRegTimestamps |
|
public Volatility volatility |
|
public TimeToExpiration timeToExpiration |
|
public RiskFreeRate riskFreeRate |
|
public PriceDelta priceDelta |
|
public RateSourceObject rateSource |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public OrderID orderID
public SecondaryOrderID secondaryOrderID
public SecondaryClOrdID secondaryClOrdID
public SecondaryExecID secondaryExecID
public ClOrdID clOrdID
public OrigClOrdID origClOrdID
public ClOrdLinkID clOrdLinkID
public QuoteRespID quoteRespID
public OrdStatusReqID ordStatusReqID
public MassStatusReqID massStatusReqID
public HostCrossID hostCrossID
public TotNumReports totNumReports
public LastRptRequested lastRptRequested
public PartiesObject parties
public TradeOriginationDate tradeOriginationDate
public ContraGrpObject contraGrp
public ListID listID
public CrossID crossID
public OrigCrossID origCrossID
public CrossType crossType
public TrdMatchID trdMatchID
public ExecID execID
public ExecRefID execRefID
public ExecType execType
public OrdStatus ordStatus
public WorkingIndicator workingIndicator
public OrdRejReason ordRejReason
public ExecRestatementReason execRestatementReason
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public DayBookingInst dayBookingInst
public BookingUnit bookingUnit
public PreallocMethod preallocMethod
public AllocID allocID
public PreAllocGrpObject preAllocGrp
public SettlType settlType
public SettlDate settlDate
public MatchType matchType
public OrderCategory orderCategory
public CashMargin cashMargin
public ClearingFeeIndicator clearingFeeIndicator
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public Side side
public StipulationsObject stipulations
public QtyType qtyType
public OrderQtyDataObject orderQtyData
public LotType lotType
public OrdType ordType
public PriceType priceType
public Price price
public PriceProtectionScope priceProtectionScope
public StopPx stopPx
public TriggeringInstructionObject triggeringInstruction
public PegInstructionsObject pegInstructions
public DiscretionInstructionsObject discretionInstructions
public PeggedPrice peggedPrice
public PeggedRefPrice peggedRefPrice
public DiscretionPrice discretionPrice
public TargetStrategy targetStrategy
public StrategyParametersGrpObject strategyParametersGrp
public TargetStrategyParameters targetStrategyParameters
public ParticipationRate participationRate
public TargetStrategyPerformance targetStrategyPerformance
public Currency currency
public ComplianceID complianceID
public SolicitedFlag solicitedFlag
public TimeInForce timeInForce
public EffectiveTime effectiveTime
public ExpireDate expireDate
public ExpireTime expireTime
public ExecInst execInst
public AggressorIndicator aggressorIndicator
public OrderCapacity orderCapacity
public OrderRestrictions orderRestrictions
public PreTradeAnonymity preTradeAnonymity
public CustOrderCapacity custOrderCapacity
public LastQty lastQty
public CalculatedCcyLastQty calculatedCcyLastQty
public LastSwapPoints lastSwapPoints
public UnderlyingLastQty underlyingLastQty
public LastPx lastPx
public UnderlyingLastPx underlyingLastPx
public LastParPx lastParPx
public LastSpotRate lastSpotRate
public LastForwardPoints lastForwardPoints
public LastMkt lastMkt
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public TimeBracket timeBracket
public LastCapacity lastCapacity
public LeavesQty leavesQty
public CumQty cumQty
public AvgPx avgPx
public DayOrderQty dayOrderQty
public DayCumQty dayCumQty
public DayAvgPx dayAvgPx
public TotNoFills totNoFills
public LastFragment lastFragment
public FillsGrpObject fillsGrp
public GTBookingInst gTBookingInst
public TradeDate tradeDate
public TransactTime transactTime
public ReportToExch reportToExch
public CommissionDataObject commissionData
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public YieldDataObject yieldData
public GrossTradeAmt grossTradeAmt
public NumDaysInterest numDaysInterest
public ExDate exDate
public AccruedInterestRate accruedInterestRate
public AccruedInterestAmt accruedInterestAmt
public InterestAtMaturity interestAtMaturity
public EndAccruedInterestAmt endAccruedInterestAmt
public StartCash startCash
public EndCash endCash
public TradedFlatSwitch tradedFlatSwitch
public BasisFeatureDate basisFeatureDate
public BasisFeaturePrice basisFeaturePrice
public Concession concession
public TotalTakedown totalTakedown
public NetMoney netMoney
public SettlCurrAmt settlCurrAmt
public SettlCurrency settlCurrency
public SettlCurrFxRate settlCurrFxRate
public SettlCurrFxRateCalc settlCurrFxRateCalc
public HandlInst handlInst
public MinQty minQty
public MatchIncrement matchIncrement
public MaxPriceLevels maxPriceLevels
public DisplayInstructionObject displayInstruction
public MaxFloor maxFloor
public PositionEffect positionEffect
public MaxShow maxShow
public BookingType bookingType
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public SettlDate2 settlDate2
public OrderQty2 orderQty2
public LastForwardPoints2 lastForwardPoints2
public MultiLegReportingType multiLegReportingType
public CancellationRights cancellationRights
public MoneyLaunderingStatus moneyLaunderingStatus
public RegistID registID
public Designation designation
public TransBkdTime transBkdTime
public ExecValuationPoint execValuationPoint
public ExecPriceType execPriceType
public ExecPriceAdjustment execPriceAdjustment
public PriorityIndicator priorityIndicator
public PriceImprovement priceImprovement
public LastLiquidityInd lastLiquidityInd
public ContAmtGrpObject contAmtGrp
public InstrmtLegExecGrpObject instrmtLegExecGrp
public CopyMsgIndicator copyMsgIndicator
public MiscFeesGrpObject miscFeesGrp
public DividendYield dividendYield
public ManualOrderIndicator manualOrderIndicator
public CustDirectedOrder custDirectedOrder
public ReceivedDeptID receivedDeptID
public CustOrderHandlingInst custOrderHandlingInst
public OrderHandlingInstSource orderHandlingInstSource
public TrdRegTimestampsObject trdRegTimestamps
public Volatility volatility
public TimeToExpiration timeToExpiration
public RiskFreeRate riskFreeRate
public PriceDelta priceDelta
public RateSourceObject rateSource
public inline virtual enum MESSAGES GetType()
struct trader::Interface::ExpirationQtyObject
Summary
| Members | Descriptions |
|---|---|
public NoExpirationArray noExpiration |
|
public inline ExpirationQtyObject() |
|
typedef NoExpirationArray |
Members
public NoExpirationArray noExpiration
public inline ExpirationQtyObject()
typedef NoExpirationArray
struct trader::Interface::FillsGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoFillsArray noFills |
|
public inline FillsGrpObject() |
|
typedef NoFillsArray |
Members
public NoFillsArray noFills
public inline FillsGrpObject()
typedef NoFillsArray
struct trader::Interface::FinancingDetailsObject
Summary
| Members | Descriptions |
|---|---|
public AgreementDesc agreementDesc |
|
public AgreementID agreementID |
|
public AgreementDate agreementDate |
|
public AgreementCurrency agreementCurrency |
|
public TerminationType terminationType |
|
public StartDate startDate |
|
public EndDate endDate |
|
public DeliveryType deliveryType |
|
public MarginRatio marginRatio |
|
public inline FinancingDetailsObject() |
Members
public AgreementDesc agreementDesc
public AgreementID agreementID
public AgreementDate agreementDate
public AgreementCurrency agreementCurrency
public TerminationType terminationType
public StartDate startDate
public EndDate endDate
public DeliveryType deliveryType
public MarginRatio marginRatio
public inline FinancingDetailsObject()
struct trader::Interface::HopGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoHopsArray noHops |
|
public inline HopGrpObject() |
|
typedef NoHopsArray |
Members
public NoHopsArray noHops
public inline HopGrpObject()
typedef NoHopsArray
struct trader::Interface::InstrmtGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoRelatedSymArray noRelatedSym |
|
public inline InstrmtGrpObject() |
|
typedef NoRelatedSymArray |
Members
public NoRelatedSymArray noRelatedSym
public inline InstrmtGrpObject()
typedef NoRelatedSymArray
struct trader::Interface::InstrmtLegExecGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoLegsArray noLegs |
|
public inline InstrmtLegExecGrpObject() |
|
typedef NoLegsArray |
Members
public NoLegsArray noLegs
public inline InstrmtLegExecGrpObject()
typedef NoLegsArray
struct trader::Interface::InstrmtLegGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoLegsArray noLegs |
|
public inline InstrmtLegGrpObject() |
|
typedef NoLegsArray |
Members
public NoLegsArray noLegs
public inline InstrmtLegGrpObject()
typedef NoLegsArray
struct trader::Interface::InstrmtLegIOIGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoLegsArray noLegs |
|
public inline InstrmtLegIOIGrpObject() |
|
typedef NoLegsArray |
Members
public NoLegsArray noLegs
public inline InstrmtLegIOIGrpObject()
typedef NoLegsArray
struct trader::Interface::InstrmtLegSecListGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoLegsArray noLegs |
|
public inline InstrmtLegSecListGrpObject() |
|
typedef NoLegsArray |
Members
public NoLegsArray noLegs
public inline InstrmtLegSecListGrpObject()
typedef NoLegsArray
struct trader::Interface::InstrmtMDReqGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoRelatedSymArray noRelatedSym |
|
public inline InstrmtMDReqGrpObject() |
|
typedef NoRelatedSymArray |
Members
public NoRelatedSymArray noRelatedSym
public inline InstrmtMDReqGrpObject()
typedef NoRelatedSymArray
struct trader::Interface::InstrmtStrkPxGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoStrikesArray noStrikes |
|
public inline InstrmtStrkPxGrpObject() |
|
typedef NoStrikesArray |
Members
public NoStrikesArray noStrikes
public inline InstrmtStrkPxGrpObject()
typedef NoStrikesArray
struct trader::Interface::InstrumentExtensionObject
Summary
| Members | Descriptions |
|---|---|
public DeliveryForm deliveryForm |
|
public PctAtRisk pctAtRisk |
|
public AttrbGrpObject attrbGrp |
|
public inline InstrumentExtensionObject() |
Members
public DeliveryForm deliveryForm
public PctAtRisk pctAtRisk
public AttrbGrpObject attrbGrp
public inline InstrumentExtensionObject()
struct trader::Interface::InstrumentLegObject
Summary
| Members | Descriptions |
|---|---|
public LegSymbol legSymbol |
|
public LegSymbolSfx legSymbolSfx |
|
public LegSecurityID legSecurityID |
|
public LegSecurityIDSource legSecurityIDSource |
|
public LegSecAltIDGrpObject legSecAltIDGrp |
|
public LegProduct legProduct |
|
public LegCFICode legCFICode |
|
public LegSecurityType legSecurityType |
|
public LegSecuritySubType legSecuritySubType |
|
public LegMaturityMonthYear legMaturityMonthYear |
|
public LegMaturityDate legMaturityDate |
|
public LegMaturityTime legMaturityTime |
|
public LegCouponPaymentDate legCouponPaymentDate |
|
public LegIssueDate legIssueDate |
|
public LegRepoCollateralSecurityType legRepoCollateralSecurityType |
|
public LegRepurchaseTerm legRepurchaseTerm |
|
public LegRepurchaseRate legRepurchaseRate |
|
public LegFactor legFactor |
|
public LegCreditRating legCreditRating |
|
public LegInstrRegistry legInstrRegistry |
|
public LegCountryOfIssue legCountryOfIssue |
|
public LegStateOrProvinceOfIssue legStateOrProvinceOfIssue |
|
public LegLocaleOfIssue legLocaleOfIssue |
|
public LegRedemptionDate legRedemptionDate |
|
public LegStrikePrice legStrikePrice |
|
public LegStrikeCurrency legStrikeCurrency |
|
public LegOptAttribute legOptAttribute |
|
public LegContractMultiplier legContractMultiplier |
|
public LegUnitOfMeasure legUnitOfMeasure |
|
public LegUnitOfMeasureQty legUnitOfMeasureQty |
|
public LegPriceUnitOfMeasure legPriceUnitOfMeasure |
|
public LegPriceUnitOfMeasureQty legPriceUnitOfMeasureQty |
|
public LegTimeUnit legTimeUnit |
|
public LegExerciseStyle legExerciseStyle |
|
public LegCouponRate legCouponRate |
|
public LegSecurityExchange legSecurityExchange |
|
public LegIssuer legIssuer |
|
public EncodedLegIssuerLen encodedLegIssuerLen |
|
public EncodedLegIssuer encodedLegIssuer |
|
public LegSecurityDesc legSecurityDesc |
|
public EncodedLegSecurityDescLen encodedLegSecurityDescLen |
|
public EncodedLegSecurityDesc encodedLegSecurityDesc |
|
public LegRatioQty legRatioQty |
|
public LegSide legSide |
|
public LegCurrency legCurrency |
|
public LegPool legPool |
|
public LegDatedDate legDatedDate |
|
public LegContractSettlMonth legContractSettlMonth |
|
public LegInterestAccrualDate legInterestAccrualDate |
|
public LegPutOrCall legPutOrCall |
|
public LegOptionRatio legOptionRatio |
|
public LegContractMultiplierUnit legContractMultiplierUnit |
|
public LegFlowScheduleType legFlowScheduleType |
|
public inline InstrumentLegObject() |
Members
public LegSymbol legSymbol
public LegSymbolSfx legSymbolSfx
public LegSecurityID legSecurityID
public LegSecurityIDSource legSecurityIDSource
public LegSecAltIDGrpObject legSecAltIDGrp
public LegProduct legProduct
public LegCFICode legCFICode
public LegSecurityType legSecurityType
public LegSecuritySubType legSecuritySubType
public LegMaturityMonthYear legMaturityMonthYear
public LegMaturityDate legMaturityDate
public LegMaturityTime legMaturityTime
public LegCouponPaymentDate legCouponPaymentDate
public LegIssueDate legIssueDate
public LegRepoCollateralSecurityType legRepoCollateralSecurityType
public LegRepurchaseTerm legRepurchaseTerm
public LegRepurchaseRate legRepurchaseRate
public LegFactor legFactor
public LegCreditRating legCreditRating
public LegInstrRegistry legInstrRegistry
public LegCountryOfIssue legCountryOfIssue
public LegStateOrProvinceOfIssue legStateOrProvinceOfIssue
public LegLocaleOfIssue legLocaleOfIssue
public LegRedemptionDate legRedemptionDate
public LegStrikePrice legStrikePrice
public LegStrikeCurrency legStrikeCurrency
public LegOptAttribute legOptAttribute
public LegContractMultiplier legContractMultiplier
public LegUnitOfMeasure legUnitOfMeasure
public LegUnitOfMeasureQty legUnitOfMeasureQty
public LegPriceUnitOfMeasure legPriceUnitOfMeasure
public LegPriceUnitOfMeasureQty legPriceUnitOfMeasureQty
public LegTimeUnit legTimeUnit
public LegExerciseStyle legExerciseStyle
public LegCouponRate legCouponRate
public LegSecurityExchange legSecurityExchange
public LegIssuer legIssuer
public EncodedLegIssuerLen encodedLegIssuerLen
public EncodedLegIssuer encodedLegIssuer
public LegSecurityDesc legSecurityDesc
public EncodedLegSecurityDescLen encodedLegSecurityDescLen
public EncodedLegSecurityDesc encodedLegSecurityDesc
public LegRatioQty legRatioQty
public LegSide legSide
public LegCurrency legCurrency
public LegPool legPool
public LegDatedDate legDatedDate
public LegContractSettlMonth legContractSettlMonth
public LegInterestAccrualDate legInterestAccrualDate
public LegPutOrCall legPutOrCall
public LegOptionRatio legOptionRatio
public LegContractMultiplierUnit legContractMultiplierUnit
public LegFlowScheduleType legFlowScheduleType
public inline InstrumentLegObject()
struct trader::Interface::InstrumentObject
Summary
| Members | Descriptions |
|---|---|
public Symbol symbol |
|
public SymbolSfx symbolSfx |
|
public SecurityID securityID |
|
public SecurityIDSource securityIDSource |
|
public SecAltIDGrpObject secAltIDGrp |
|
public Product product |
|
public ProductComplex productComplex |
|
public SecurityGroup securityGroup |
|
public CFICode cFICode |
|
public SecurityType securityType |
|
public SecuritySubType securitySubType |
|
public MaturityMonthYear maturityMonthYear |
|
public MaturityDate maturityDate |
|
public MaturityTime maturityTime |
|
public SettleOnOpenFlag settleOnOpenFlag |
|
public InstrmtAssignmentMethod instrmtAssignmentMethod |
|
public SecurityStatus securityStatus |
|
public CouponPaymentDate couponPaymentDate |
|
public IssueDate issueDate |
|
public RepoCollateralSecurityType repoCollateralSecurityType |
|
public RepurchaseTerm repurchaseTerm |
|
public RepurchaseRate repurchaseRate |
|
public Factor factor |
|
public CreditRating creditRating |
|
public InstrRegistry instrRegistry |
|
public CountryOfIssue countryOfIssue |
|
public StateOrProvinceOfIssue stateOrProvinceOfIssue |
|
public LocaleOfIssue localeOfIssue |
|
public RedemptionDate redemptionDate |
|
public StrikePrice strikePrice |
|
public StrikeCurrency strikeCurrency |
|
public StrikeMultiplier strikeMultiplier |
|
public StrikeValue strikeValue |
|
public OptAttribute optAttribute |
|
public ContractMultiplier contractMultiplier |
|
public MinPriceIncrement minPriceIncrement |
|
public MinPriceIncrementAmount minPriceIncrementAmount |
|
public UnitOfMeasure unitOfMeasure |
|
public UnitOfMeasureQty unitOfMeasureQty |
|
public PriceUnitOfMeasure priceUnitOfMeasure |
|
public PriceUnitOfMeasureQty priceUnitOfMeasureQty |
|
public SettlMethod settlMethod |
|
public ExerciseStyle exerciseStyle |
|
public OptPayoutAmount optPayoutAmount |
|
public PriceQuoteMethod priceQuoteMethod |
|
public ValuationMethod valuationMethod |
|
public ListMethod listMethod |
|
public CapPrice capPrice |
|
public FloorPrice floorPrice |
|
public PutOrCall putOrCall |
|
public FlexibleIndicator flexibleIndicator |
|
public FlexProductEligibilityIndicator flexProductEligibilityIndicator |
|
public TimeUnit timeUnit |
|
public CouponRate couponRate |
|
public SecurityExchange securityExchange |
|
public PositionLimit positionLimit |
|
public NTPositionLimit nTPositionLimit |
|
public Issuer issuer |
|
public EncodedIssuerLen encodedIssuerLen |
|
public EncodedIssuer encodedIssuer |
|
public SecurityDesc securityDesc |
|
public EncodedSecurityDescLen encodedSecurityDescLen |
|
public EncodedSecurityDesc encodedSecurityDesc |
|
public SecurityXMLObject securityXML |
|
public Pool pool |
|
public ContractSettlMonth contractSettlMonth |
|
public CPProgram cPProgram |
|
public CPRegType cPRegType |
|
public EvntGrpObject evntGrp |
|
public DatedDate datedDate |
|
public InterestAccrualDate interestAccrualDate |
|
public InstrumentPartiesObject instrumentParties |
|
public ContractMultiplierUnit contractMultiplierUnit |
|
public FlowScheduleType flowScheduleType |
|
public RestructuringType restructuringType |
|
public Seniority seniority |
|
public NotionalPercentageOutstanding notionalPercentageOutstanding |
|
public OriginalNotionalPercentageOutstanding originalNotionalPercentageOutstanding |
|
public AttachmentPoint attachmentPoint |
|
public DetachmentPoint detachmentPoint |
|
public StrikePriceDeterminationMethod strikePriceDeterminationMethod |
|
public StrikePriceBoundaryMethod strikePriceBoundaryMethod |
|
public StrikePriceBoundaryPrecision strikePriceBoundaryPrecision |
|
public UnderlyingPriceDeterminationMethod underlyingPriceDeterminationMethod |
|
public OptPayoutType optPayoutType |
|
public ComplexEventsObject complexEvents |
|
public inline InstrumentObject() |
Members
public Symbol symbol
public SymbolSfx symbolSfx
public SecurityID securityID
public SecurityIDSource securityIDSource
public SecAltIDGrpObject secAltIDGrp
public Product product
public ProductComplex productComplex
public SecurityGroup securityGroup
public CFICode cFICode
public SecurityType securityType
public SecuritySubType securitySubType
public MaturityMonthYear maturityMonthYear
public MaturityDate maturityDate
public MaturityTime maturityTime
public SettleOnOpenFlag settleOnOpenFlag
public InstrmtAssignmentMethod instrmtAssignmentMethod
public SecurityStatus securityStatus
public CouponPaymentDate couponPaymentDate
public IssueDate issueDate
public RepoCollateralSecurityType repoCollateralSecurityType
public RepurchaseTerm repurchaseTerm
public RepurchaseRate repurchaseRate
public Factor factor
public CreditRating creditRating
public InstrRegistry instrRegistry
public CountryOfIssue countryOfIssue
public StateOrProvinceOfIssue stateOrProvinceOfIssue
public LocaleOfIssue localeOfIssue
public RedemptionDate redemptionDate
public StrikePrice strikePrice
public StrikeCurrency strikeCurrency
public StrikeMultiplier strikeMultiplier
public StrikeValue strikeValue
public OptAttribute optAttribute
public ContractMultiplier contractMultiplier
public MinPriceIncrement minPriceIncrement
public MinPriceIncrementAmount minPriceIncrementAmount
public UnitOfMeasure unitOfMeasure
public UnitOfMeasureQty unitOfMeasureQty
public PriceUnitOfMeasure priceUnitOfMeasure
public PriceUnitOfMeasureQty priceUnitOfMeasureQty
public SettlMethod settlMethod
public ExerciseStyle exerciseStyle
public OptPayoutAmount optPayoutAmount
public PriceQuoteMethod priceQuoteMethod
public ValuationMethod valuationMethod
public ListMethod listMethod
public CapPrice capPrice
public FloorPrice floorPrice
public PutOrCall putOrCall
public FlexibleIndicator flexibleIndicator
public FlexProductEligibilityIndicator flexProductEligibilityIndicator
public TimeUnit timeUnit
public CouponRate couponRate
public SecurityExchange securityExchange
public PositionLimit positionLimit
public NTPositionLimit nTPositionLimit
public Issuer issuer
public EncodedIssuerLen encodedIssuerLen
public EncodedIssuer encodedIssuer
public SecurityDesc securityDesc
public EncodedSecurityDescLen encodedSecurityDescLen
public EncodedSecurityDesc encodedSecurityDesc
public SecurityXMLObject securityXML
public Pool pool
public ContractSettlMonth contractSettlMonth
public CPProgram cPProgram
public CPRegType cPRegType
public EvntGrpObject evntGrp
public DatedDate datedDate
public InterestAccrualDate interestAccrualDate
public InstrumentPartiesObject instrumentParties
public ContractMultiplierUnit contractMultiplierUnit
public FlowScheduleType flowScheduleType
public RestructuringType restructuringType
public Seniority seniority
public NotionalPercentageOutstanding notionalPercentageOutstanding
public OriginalNotionalPercentageOutstanding originalNotionalPercentageOutstanding
public AttachmentPoint attachmentPoint
public DetachmentPoint detachmentPoint
public StrikePriceDeterminationMethod strikePriceDeterminationMethod
public StrikePriceBoundaryMethod strikePriceBoundaryMethod
public StrikePriceBoundaryPrecision strikePriceBoundaryPrecision
public UnderlyingPriceDeterminationMethod underlyingPriceDeterminationMethod
public OptPayoutType optPayoutType
public ComplexEventsObject complexEvents
public inline InstrumentObject()
struct trader::Interface::InstrumentPartiesObject
Summary
| Members | Descriptions |
|---|---|
public NoInstrumentPartiesArray noInstrumentParties |
|
public inline InstrumentPartiesObject() |
|
typedef NoInstrumentPartiesArray |
Members
public NoInstrumentPartiesArray noInstrumentParties
public inline InstrumentPartiesObject()
typedef NoInstrumentPartiesArray
struct trader::Interface::InstrumentPtysSubGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoInstrumentPartySubIDsArray noInstrumentPartySubIDs |
|
public inline InstrumentPtysSubGrpObject() |
|
typedef NoInstrumentPartySubIDsArray |
Members
public NoInstrumentPartySubIDsArray noInstrumentPartySubIDs
public inline InstrumentPtysSubGrpObject()
typedef NoInstrumentPartySubIDsArray
struct trader::Interface::IOIData
struct trader::Interface::IOIData
: public trader::Interface::IMessageData
Summary
Members
public ApplicationSequenceControlObject applicationSequenceControl
public IOIID iOIID
public IOITransType iOITransType
public IOIRefID iOIRefID
public InstrumentObject instrument
public PartiesObject parties
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public Side side
public QtyType qtyType
public OrderQtyDataObject orderQtyData
public IOIQty iOIQty
public Currency currency
public StipulationsObject stipulations
public InstrmtLegIOIGrpObject instrmtLegIOIGrp
public PriceType priceType
public Price price
public ValidUntilTime validUntilTime
public IOIQltyInd iOIQltyInd
public IOINaturalFlag iOINaturalFlag
public IOIQualGrpObject iOIQualGrp
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public TransactTime transactTime
public URLLink uRLLink
public RoutingGrpObject routingGrp
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public YieldDataObject yieldData
public inline virtual enum MESSAGES GetType()
struct trader::Interface::IOIQualGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoIOIQualifiersArray noIOIQualifiers |
|
public inline IOIQualGrpObject() |
|
typedef NoIOIQualifiersArray |
Members
public NoIOIQualifiersArray noIOIQualifiers
public inline IOIQualGrpObject()
typedef NoIOIQualifiersArray
struct trader::Interface::LegBenchmarkCurveDataObject
Summary
| Members | Descriptions |
|---|---|
public LegBenchmarkCurveCurrency legBenchmarkCurveCurrency |
|
public LegBenchmarkCurveName legBenchmarkCurveName |
|
public LegBenchmarkCurvePoint legBenchmarkCurvePoint |
|
public LegBenchmarkPrice legBenchmarkPrice |
|
public LegBenchmarkPriceType legBenchmarkPriceType |
|
public inline LegBenchmarkCurveDataObject() |
Members
public LegBenchmarkCurveCurrency legBenchmarkCurveCurrency
public LegBenchmarkCurveName legBenchmarkCurveName
public LegBenchmarkCurvePoint legBenchmarkCurvePoint
public LegBenchmarkPrice legBenchmarkPrice
public LegBenchmarkPriceType legBenchmarkPriceType
public inline LegBenchmarkCurveDataObject()
struct trader::Interface::LegOrdGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoLegsArray noLegs |
|
public inline LegOrdGrpObject() |
|
typedef NoLegsArray |
Members
public NoLegsArray noLegs
public inline LegOrdGrpObject()
typedef NoLegsArray
struct trader::Interface::LegPreAllocGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoLegAllocsArray noLegAllocs |
|
public inline LegPreAllocGrpObject() |
|
typedef NoLegAllocsArray |
Members
public NoLegAllocsArray noLegAllocs
public inline LegPreAllocGrpObject()
typedef NoLegAllocsArray
struct trader::Interface::LegQuotGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoLegsArray noLegs |
|
public inline LegQuotGrpObject() |
|
typedef NoLegsArray |
Members
public NoLegsArray noLegs
public inline LegQuotGrpObject()
typedef NoLegsArray
struct trader::Interface::LegQuotStatGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoLegsArray noLegs |
|
public inline LegQuotStatGrpObject() |
|
typedef NoLegsArray |
Members
public NoLegsArray noLegs
public inline LegQuotStatGrpObject()
typedef NoLegsArray
struct trader::Interface::LegSecAltIDGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoLegSecurityAltIDArray noLegSecurityAltID |
|
public inline LegSecAltIDGrpObject() |
|
typedef NoLegSecurityAltIDArray |
Members
public NoLegSecurityAltIDArray noLegSecurityAltID
public inline LegSecAltIDGrpObject()
typedef NoLegSecurityAltIDArray
struct trader::Interface::LegStipulationsObject
Summary
| Members | Descriptions |
|---|---|
public NoLegStipulationsArray noLegStipulations |
|
public inline LegStipulationsObject() |
|
typedef NoLegStipulationsArray |
Members
public NoLegStipulationsArray noLegStipulations
public inline LegStipulationsObject()
typedef NoLegStipulationsArray
struct trader::Interface::LinesOfTextGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoLinesOfTextArray noLinesOfText |
|
public inline LinesOfTextGrpObject() |
|
typedef NoLinesOfTextArray |
Members
public NoLinesOfTextArray noLinesOfText
public inline LinesOfTextGrpObject()
typedef NoLinesOfTextArray
struct trader::Interface::ListCancelRequestData
struct trader::Interface::ListCancelRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ListID listID |
|
public PartiesObject parties |
|
public TransactTime transactTime |
|
public TradeOriginationDate tradeOriginationDate |
|
public TradeDate tradeDate |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline ListCancelRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public ListID listID
public PartiesObject parties
public TransactTime transactTime
public TradeOriginationDate tradeOriginationDate
public TradeDate tradeDate
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline ListCancelRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::ListExecuteData
struct trader::Interface::ListExecuteData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ListID listID |
|
public ClientBidID clientBidID |
|
public BidID bidID |
|
public TransactTime transactTime |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public ListID listID
public ClientBidID clientBidID
public BidID bidID
public TransactTime transactTime
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::ListOrdGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoOrdersArray noOrders |
|
public inline ListOrdGrpObject() |
|
typedef NoOrdersArray |
Members
public NoOrdersArray noOrders
public inline ListOrdGrpObject()
typedef NoOrdersArray
struct trader::Interface::ListStatusData
struct trader::Interface::ListStatusData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ListID listID |
|
public ListStatusType listStatusType |
|
public NoRpts noRpts |
|
public ListOrderStatus listOrderStatus |
|
public ContingencyType contingencyType |
|
public ListRejectReason listRejectReason |
|
public RptSeq rptSeq |
|
public ListStatusText listStatusText |
|
public EncodedListStatusTextLen encodedListStatusTextLen |
|
public EncodedListStatusText encodedListStatusText |
|
public TransactTime transactTime |
|
public TotNoOrders totNoOrders |
|
public LastFragment lastFragment |
|
public OrdListStatGrpObject ordListStatGrp |
|
public inline virtual enum MESSAGES GetType() |
Members
public ListID listID
public ListStatusType listStatusType
public NoRpts noRpts
public ListOrderStatus listOrderStatus
public ContingencyType contingencyType
public ListRejectReason listRejectReason
public RptSeq rptSeq
public ListStatusText listStatusText
public EncodedListStatusTextLen encodedListStatusTextLen
public EncodedListStatusText encodedListStatusText
public TransactTime transactTime
public TotNoOrders totNoOrders
public LastFragment lastFragment
public OrdListStatGrpObject ordListStatGrp
public inline virtual enum MESSAGES GetType()
struct trader::Interface::ListStatusRequestData
struct trader::Interface::ListStatusRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ListID listID |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline ListStatusRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public ListID listID
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline ListStatusRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::ListStrikePriceData
struct trader::Interface::ListStrikePriceData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ListID listID |
|
public TotNoStrikes totNoStrikes |
|
public LastFragment lastFragment |
|
public InstrmtStrkPxGrpObject instrmtStrkPxGrp |
|
public inline virtual enum MESSAGES GetType() |
Members
public ListID listID
public TotNoStrikes totNoStrikes
public LastFragment lastFragment
public InstrmtStrkPxGrpObject instrmtStrkPxGrp
public inline virtual enum MESSAGES GetType()
struct trader::Interface::LotTypeRulesObject
Summary
| Members | Descriptions |
|---|---|
public NoLotTypeRulesArray noLotTypeRules |
|
public inline LotTypeRulesObject() |
|
typedef NoLotTypeRulesArray |
Members
public NoLotTypeRulesArray noLotTypeRules
public inline LotTypeRulesObject()
typedef NoLotTypeRulesArray
struct trader::Interface::MarketDataFeedTypesObject
Summary
| Members | Descriptions |
|---|---|
public NoMDFeedTypesArray noMDFeedTypes |
|
public inline MarketDataFeedTypesObject() |
|
typedef NoMDFeedTypesArray |
Members
public NoMDFeedTypesArray noMDFeedTypes
public inline MarketDataFeedTypesObject()
typedef NoMDFeedTypesArray
struct trader::Interface::MarketDataIncrementalRefreshData
struct trader::Interface::MarketDataIncrementalRefreshData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public MDBookType mDBookType |
|
public MDFeedType mDFeedType |
|
public TradeDate tradeDate |
|
public MDReqID mDReqID |
|
public MDIncGrpObject mDIncGrp |
|
public ApplQueueDepth applQueueDepth |
|
public ApplQueueResolution applQueueResolution |
|
public RoutingGrpObject routingGrp |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public MDBookType mDBookType
public MDFeedType mDFeedType
public TradeDate tradeDate
public MDReqID mDReqID
public MDIncGrpObject mDIncGrp
public ApplQueueDepth applQueueDepth
public ApplQueueResolution applQueueResolution
public RoutingGrpObject routingGrp
public inline virtual enum MESSAGES GetType()
struct trader::Interface::MarketDataRequestData
struct trader::Interface::MarketDataRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public MDReqID mDReqID |
|
public SubscriptionRequestType subscriptionRequestType |
|
public PartiesObject parties |
|
public MarketDepth marketDepth |
|
public MDUpdateType mDUpdateType |
|
public AggregatedBook aggregatedBook |
|
public OpenCloseSettlFlag openCloseSettlFlag |
|
public Scope scope |
|
public MDImplicitDelete mDImplicitDelete |
|
public MDReqGrpObject mDReqGrp |
|
public InstrmtMDReqGrpObject instrmtMDReqGrp |
|
public TrdgSesGrpObject trdgSesGrp |
|
public ApplQueueAction applQueueAction |
|
public ApplQueueMax applQueueMax |
|
public MDQuoteType mDQuoteType |
|
public inline MarketDataRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public MDReqID mDReqID
public SubscriptionRequestType subscriptionRequestType
public PartiesObject parties
public MarketDepth marketDepth
public MDUpdateType mDUpdateType
public AggregatedBook aggregatedBook
public OpenCloseSettlFlag openCloseSettlFlag
public Scope scope
public MDImplicitDelete mDImplicitDelete
public MDReqGrpObject mDReqGrp
public InstrmtMDReqGrpObject instrmtMDReqGrp
public TrdgSesGrpObject trdgSesGrp
public ApplQueueAction applQueueAction
public ApplQueueMax applQueueMax
public MDQuoteType mDQuoteType
public inline MarketDataRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::MarketDataRequestRejectData
struct trader::Interface::MarketDataRequestRejectData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public MDReqID mDReqID |
|
public PartiesObject parties |
|
public MDReqRejReason mDReqRejReason |
|
public MDRjctGrpObject mDRjctGrp |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline MarketDataRequestRejectData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public MDReqID mDReqID
public PartiesObject parties
public MDReqRejReason mDReqRejReason
public MDRjctGrpObject mDRjctGrp
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline MarketDataRequestRejectData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::MarketDataSnapshotFullRefreshData
struct trader::Interface::MarketDataSnapshotFullRefreshData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public TotNumReports totNumReports |
|
public MDReportID mDReportID |
|
public ClearingBusinessDate clearingBusinessDate |
|
public MDBookType mDBookType |
|
public MDSubBookType mDSubBookType |
|
public MarketDepth marketDepth |
|
public MDFeedType mDFeedType |
|
public RefreshIndicator refreshIndicator |
|
public TradeDate tradeDate |
|
public MDReqID mDReqID |
|
public InstrumentObject instrument |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public FinancialStatus financialStatus |
|
public CorporateAction corporateAction |
|
public NetChgPrevDay netChgPrevDay |
|
public MDFullGrpObject mDFullGrp |
|
public ApplQueueDepth applQueueDepth |
|
public ApplQueueResolution applQueueResolution |
|
public RoutingGrpObject routingGrp |
|
public MDStreamID mDStreamID |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public TotNumReports totNumReports
public MDReportID mDReportID
public ClearingBusinessDate clearingBusinessDate
public MDBookType mDBookType
public MDSubBookType mDSubBookType
public MarketDepth marketDepth
public MDFeedType mDFeedType
public RefreshIndicator refreshIndicator
public TradeDate tradeDate
public MDReqID mDReqID
public InstrumentObject instrument
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public FinancialStatus financialStatus
public CorporateAction corporateAction
public NetChgPrevDay netChgPrevDay
public MDFullGrpObject mDFullGrp
public ApplQueueDepth applQueueDepth
public ApplQueueResolution applQueueResolution
public RoutingGrpObject routingGrp
public MDStreamID mDStreamID
public inline virtual enum MESSAGES GetType()
struct trader::Interface::MarketDefinitionData
struct trader::Interface::MarketDefinitionData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public MarketReportID marketReportID |
|
public MarketReqID marketReqID |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public MarketSegmentDesc marketSegmentDesc |
|
public EncodedMktSegmDescLen encodedMktSegmDescLen |
|
public EncodedMktSegmDesc encodedMktSegmDesc |
|
public ParentMktSegmID parentMktSegmID |
|
public Currency currency |
|
public BaseTradingRulesObject baseTradingRules |
|
public OrdTypeRulesObject ordTypeRules |
|
public TimeInForceRulesObject timeInForceRules |
|
public ExecInstRulesObject execInstRules |
|
public TransactTime transactTime |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public MarketReportID marketReportID
public MarketReqID marketReqID
public MarketID marketID
public MarketSegmentID marketSegmentID
public MarketSegmentDesc marketSegmentDesc
public EncodedMktSegmDescLen encodedMktSegmDescLen
public EncodedMktSegmDesc encodedMktSegmDesc
public ParentMktSegmID parentMktSegmID
public Currency currency
public BaseTradingRulesObject baseTradingRules
public OrdTypeRulesObject ordTypeRules
public TimeInForceRulesObject timeInForceRules
public ExecInstRulesObject execInstRules
public TransactTime transactTime
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::MarketDefinitionRequestData
struct trader::Interface::MarketDefinitionRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public MarketReqID marketReqID |
|
public SubscriptionRequestType subscriptionRequestType |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public ParentMktSegmID parentMktSegmID |
|
public inline MarketDefinitionRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public MarketReqID marketReqID
public SubscriptionRequestType subscriptionRequestType
public MarketID marketID
public MarketSegmentID marketSegmentID
public ParentMktSegmID parentMktSegmID
public inline MarketDefinitionRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::MarketDefinitionUpdateReportData
struct trader::Interface::MarketDefinitionUpdateReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public MarketReportID marketReportID |
|
public MarketReqID marketReqID |
|
public MarketUpdateAction marketUpdateAction |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public MarketSegmentDesc marketSegmentDesc |
|
public EncodedMktSegmDescLen encodedMktSegmDescLen |
|
public EncodedMktSegmDesc encodedMktSegmDesc |
|
public ParentMktSegmID parentMktSegmID |
|
public Currency currency |
|
public BaseTradingRulesObject baseTradingRules |
|
public OrdTypeRulesObject ordTypeRules |
|
public TimeInForceRulesObject timeInForceRules |
|
public ExecInstRulesObject execInstRules |
|
public TransactTime transactTime |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public MarketReportID marketReportID
public MarketReqID marketReqID
public MarketUpdateAction marketUpdateAction
public MarketID marketID
public MarketSegmentID marketSegmentID
public MarketSegmentDesc marketSegmentDesc
public EncodedMktSegmDescLen encodedMktSegmDescLen
public EncodedMktSegmDesc encodedMktSegmDesc
public ParentMktSegmID parentMktSegmID
public Currency currency
public BaseTradingRulesObject baseTradingRules
public OrdTypeRulesObject ordTypeRules
public TimeInForceRulesObject timeInForceRules
public ExecInstRulesObject execInstRules
public TransactTime transactTime
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::MarketSegmentGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoMarketSegmentsArray noMarketSegments |
|
public inline MarketSegmentGrpObject() |
|
typedef NoMarketSegmentsArray |
Members
public NoMarketSegmentsArray noMarketSegments
public inline MarketSegmentGrpObject()
typedef NoMarketSegmentsArray
struct trader::Interface::MassQuoteAcknowledgementData
struct trader::Interface::MassQuoteAcknowledgementData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public QuoteReqID quoteReqID |
|
public QuoteID quoteID |
|
public QuoteStatus quoteStatus |
|
public QuoteRejectReason quoteRejectReason |
|
public QuoteResponseLevel quoteResponseLevel |
|
public QuoteType quoteType |
|
public QuoteCancelType quoteCancelType |
|
public PartiesObject parties |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public QuotSetAckGrpObject quotSetAckGrp |
|
public TargetPartiesObject targetParties |
|
public inline virtual enum MESSAGES GetType() |
Members
public QuoteReqID quoteReqID
public QuoteID quoteID
public QuoteStatus quoteStatus
public QuoteRejectReason quoteRejectReason
public QuoteResponseLevel quoteResponseLevel
public QuoteType quoteType
public QuoteCancelType quoteCancelType
public PartiesObject parties
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public QuotSetAckGrpObject quotSetAckGrp
public TargetPartiesObject targetParties
public inline virtual enum MESSAGES GetType()
struct trader::Interface::MassQuoteData
struct trader::Interface::MassQuoteData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public QuoteReqID quoteReqID |
|
public QuoteID quoteID |
|
public QuoteType quoteType |
|
public QuoteResponseLevel quoteResponseLevel |
|
public PartiesObject parties |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public DefBidSize defBidSize |
|
public DefOfferSize defOfferSize |
|
public QuotSetGrpObject quotSetGrp |
|
public inline virtual enum MESSAGES GetType() |
Members
public QuoteReqID quoteReqID
public QuoteID quoteID
public QuoteType quoteType
public QuoteResponseLevel quoteResponseLevel
public PartiesObject parties
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public DefBidSize defBidSize
public DefOfferSize defOfferSize
public QuotSetGrpObject quotSetGrp
public inline virtual enum MESSAGES GetType()
struct trader::Interface::MatchRulesObject
Summary
| Members | Descriptions |
|---|---|
public NoMatchRulesArray noMatchRules |
|
public inline MatchRulesObject() |
|
typedef NoMatchRulesArray |
Members
public NoMatchRulesArray noMatchRules
public inline MatchRulesObject()
typedef NoMatchRulesArray
struct trader::Interface::MaturityRulesObject
Summary
| Members | Descriptions |
|---|---|
public NoMaturityRulesArray noMaturityRules |
|
public inline MaturityRulesObject() |
|
typedef NoMaturityRulesArray |
Members
public NoMaturityRulesArray noMaturityRules
public inline MaturityRulesObject()
typedef NoMaturityRulesArray
struct trader::Interface::MDFullGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoMDEntriesArray noMDEntries |
|
public inline MDFullGrpObject() |
|
typedef NoMDEntriesArray |
Members
public NoMDEntriesArray noMDEntries
public inline MDFullGrpObject()
typedef NoMDEntriesArray
struct trader::Interface::MDIncGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoMDEntriesArray noMDEntries |
|
public inline MDIncGrpObject() |
|
typedef NoMDEntriesArray |
Members
public NoMDEntriesArray noMDEntries
public inline MDIncGrpObject()
typedef NoMDEntriesArray
struct trader::Interface::MDReqGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoMDEntryTypesArray noMDEntryTypes |
|
public inline MDReqGrpObject() |
|
typedef NoMDEntryTypesArray |
Members
public NoMDEntryTypesArray noMDEntryTypes
public inline MDReqGrpObject()
typedef NoMDEntryTypesArray
struct trader::Interface::MDRjctGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoAltMDSourceArray noAltMDSource |
|
public inline MDRjctGrpObject() |
|
typedef NoAltMDSourceArray |
Members
public NoAltMDSourceArray noAltMDSource
public inline MDRjctGrpObject()
typedef NoAltMDSourceArray
struct trader::Interface::MiscFeesGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoMiscFeesArray noMiscFees |
|
public inline MiscFeesGrpObject() |
|
typedef NoMiscFeesArray |
Members
public NoMiscFeesArray noMiscFees
public inline MiscFeesGrpObject()
typedef NoMiscFeesArray
struct trader::Interface::MsgTypeGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoMsgTypesArray noMsgTypes |
|
public inline MsgTypeGrpObject() |
|
typedef NoMsgTypesArray |
Members
public NoMsgTypesArray noMsgTypes
public inline MsgTypeGrpObject()
typedef NoMsgTypesArray
struct trader::Interface::MultilegOrderCancelReplaceData
struct trader::Interface::MultilegOrderCancelReplaceData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public OrderID orderID |
|
public OrigClOrdID origClOrdID |
|
public ClOrdID clOrdID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ClOrdLinkID clOrdLinkID |
|
public OrigOrdModTime origOrdModTime |
|
public PartiesObject parties |
|
public TradeOriginationDate tradeOriginationDate |
|
public TradeDate tradeDate |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public DayBookingInst dayBookingInst |
|
public BookingUnit bookingUnit |
|
public PreallocMethod preallocMethod |
|
public AllocID allocID |
|
public PreAllocMlegGrpObject preAllocMlegGrp |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public CashMargin cashMargin |
|
public ClearingFeeIndicator clearingFeeIndicator |
|
public HandlInst handlInst |
|
public ExecInst execInst |
|
public MinQty minQty |
|
public MatchIncrement matchIncrement |
|
public MaxPriceLevels maxPriceLevels |
|
public DisplayInstructionObject displayInstruction |
|
public MaxFloor maxFloor |
|
public ExDestination exDestination |
|
public ExDestinationIDSource exDestinationIDSource |
|
public TrdgSesGrpObject trdgSesGrp |
|
public ProcessCode processCode |
|
public Side side |
|
public InstrumentObject instrument |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public PrevClosePx prevClosePx |
|
public SwapPoints swapPoints |
|
public LegOrdGrpObject legOrdGrp |
|
public LocateReqd locateReqd |
|
public TransactTime transactTime |
|
public QtyType qtyType |
|
public OrderQtyDataObject orderQtyData |
|
public OrdType ordType |
|
public MultilegModel multilegModel |
|
public MultilegPriceMethod multilegPriceMethod |
|
public PriceType priceType |
|
public Price price |
|
public PriceProtectionScope priceProtectionScope |
|
public StopPx stopPx |
|
public TriggeringInstructionObject triggeringInstruction |
|
public Currency currency |
|
public ComplianceID complianceID |
|
public SolicitedFlag solicitedFlag |
|
public IOIID iOIID |
|
public QuoteID quoteID |
|
public TimeInForce timeInForce |
|
public EffectiveTime effectiveTime |
|
public ExpireDate expireDate |
|
public ExpireTime expireTime |
|
public GTBookingInst gTBookingInst |
|
public CommissionDataObject commissionData |
|
public OrderCapacity orderCapacity |
|
public OrderRestrictions orderRestrictions |
|
public PreTradeAnonymity preTradeAnonymity |
|
public CustOrderCapacity custOrderCapacity |
|
public ForexReq forexReq |
|
public SettlCurrency settlCurrency |
|
public BookingType bookingType |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public PositionEffect positionEffect |
|
public CoveredOrUncovered coveredOrUncovered |
|
public MaxShow maxShow |
|
public PegInstructionsObject pegInstructions |
|
public DiscretionInstructionsObject discretionInstructions |
|
public TargetStrategy targetStrategy |
|
public StrategyParametersGrpObject strategyParametersGrp |
|
public TargetStrategyParameters targetStrategyParameters |
|
public RiskFreeRate riskFreeRate |
|
public ParticipationRate participationRate |
|
public CancellationRights cancellationRights |
|
public MoneyLaunderingStatus moneyLaunderingStatus |
|
public RegistID registID |
|
public Designation designation |
|
public MultiLegRptTypeReq multiLegRptTypeReq |
|
public inline virtual enum MESSAGES GetType() |
Members
public OrderID orderID
public OrigClOrdID origClOrdID
public ClOrdID clOrdID
public SecondaryClOrdID secondaryClOrdID
public ClOrdLinkID clOrdLinkID
public OrigOrdModTime origOrdModTime
public PartiesObject parties
public TradeOriginationDate tradeOriginationDate
public TradeDate tradeDate
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public DayBookingInst dayBookingInst
public BookingUnit bookingUnit
public PreallocMethod preallocMethod
public AllocID allocID
public PreAllocMlegGrpObject preAllocMlegGrp
public SettlType settlType
public SettlDate settlDate
public CashMargin cashMargin
public ClearingFeeIndicator clearingFeeIndicator
public HandlInst handlInst
public ExecInst execInst
public MinQty minQty
public MatchIncrement matchIncrement
public MaxPriceLevels maxPriceLevels
public DisplayInstructionObject displayInstruction
public MaxFloor maxFloor
public ExDestination exDestination
public ExDestinationIDSource exDestinationIDSource
public TrdgSesGrpObject trdgSesGrp
public ProcessCode processCode
public Side side
public InstrumentObject instrument
public UndInstrmtGrpObject undInstrmtGrp
public PrevClosePx prevClosePx
public SwapPoints swapPoints
public LegOrdGrpObject legOrdGrp
public LocateReqd locateReqd
public TransactTime transactTime
public QtyType qtyType
public OrderQtyDataObject orderQtyData
public OrdType ordType
public MultilegModel multilegModel
public MultilegPriceMethod multilegPriceMethod
public PriceType priceType
public Price price
public PriceProtectionScope priceProtectionScope
public StopPx stopPx
public TriggeringInstructionObject triggeringInstruction
public Currency currency
public ComplianceID complianceID
public SolicitedFlag solicitedFlag
public IOIID iOIID
public QuoteID quoteID
public TimeInForce timeInForce
public EffectiveTime effectiveTime
public ExpireDate expireDate
public ExpireTime expireTime
public GTBookingInst gTBookingInst
public CommissionDataObject commissionData
public OrderCapacity orderCapacity
public OrderRestrictions orderRestrictions
public PreTradeAnonymity preTradeAnonymity
public CustOrderCapacity custOrderCapacity
public ForexReq forexReq
public SettlCurrency settlCurrency
public BookingType bookingType
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public PositionEffect positionEffect
public CoveredOrUncovered coveredOrUncovered
public MaxShow maxShow
public PegInstructionsObject pegInstructions
public DiscretionInstructionsObject discretionInstructions
public TargetStrategy targetStrategy
public StrategyParametersGrpObject strategyParametersGrp
public TargetStrategyParameters targetStrategyParameters
public RiskFreeRate riskFreeRate
public ParticipationRate participationRate
public CancellationRights cancellationRights
public MoneyLaunderingStatus moneyLaunderingStatus
public RegistID registID
public Designation designation
public MultiLegRptTypeReq multiLegRptTypeReq
public inline virtual enum MESSAGES GetType()
struct trader::Interface::NestedInstrumentAttributeObject
Summary
| Members | Descriptions |
|---|---|
public NoNestedInstrAttribArray noNestedInstrAttrib |
|
public inline NestedInstrumentAttributeObject() |
|
typedef NoNestedInstrAttribArray |
Members
public NoNestedInstrAttribArray noNestedInstrAttrib
public inline NestedInstrumentAttributeObject()
typedef NoNestedInstrAttribArray
struct trader::Interface::NestedParties2Object
Summary
| Members | Descriptions |
|---|---|
public NoNested2PartyIDsArray noNested2PartyIDs |
|
public inline NestedParties2Object() |
|
typedef NoNested2PartyIDsArray |
Members
public NoNested2PartyIDsArray noNested2PartyIDs
public inline NestedParties2Object()
typedef NoNested2PartyIDsArray
struct trader::Interface::NestedParties3Object
Summary
| Members | Descriptions |
|---|---|
public NoNested3PartyIDsArray noNested3PartyIDs |
|
public inline NestedParties3Object() |
|
typedef NoNested3PartyIDsArray |
Members
public NoNested3PartyIDsArray noNested3PartyIDs
public inline NestedParties3Object()
typedef NoNested3PartyIDsArray
struct trader::Interface::NestedParties4Object
Summary
| Members | Descriptions |
|---|---|
public NoNested4PartyIDsArray noNested4PartyIDs |
|
public inline NestedParties4Object() |
|
typedef NoNested4PartyIDsArray |
Members
public NoNested4PartyIDsArray noNested4PartyIDs
public inline NestedParties4Object()
typedef NoNested4PartyIDsArray
struct trader::Interface::NestedPartiesObject
Summary
| Members | Descriptions |
|---|---|
public NoNestedPartyIDsArray noNestedPartyIDs |
|
public inline NestedPartiesObject() |
|
typedef NoNestedPartyIDsArray |
Members
public NoNestedPartyIDsArray noNestedPartyIDs
public inline NestedPartiesObject()
typedef NoNestedPartyIDsArray
struct trader::Interface::NetworkCounterpartySystemStatusRequestData
struct trader::Interface::NetworkCounterpartySystemStatusRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public NetworkRequestType networkRequestType |
|
public NetworkRequestID networkRequestID |
|
public CompIDReqGrpObject compIDReqGrp |
|
public inline NetworkCounterpartySystemStatusRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public NetworkRequestType networkRequestType
public NetworkRequestID networkRequestID
public CompIDReqGrpObject compIDReqGrp
public inline NetworkCounterpartySystemStatusRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::NetworkCounterpartySystemStatusResponseData
struct trader::Interface::NetworkCounterpartySystemStatusResponseData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public NetworkStatusResponseType networkStatusResponseType |
|
public NetworkRequestID networkRequestID |
|
public NetworkResponseID networkResponseID |
|
public LastNetworkResponseID lastNetworkResponseID |
|
public CompIDStatGrpObject compIDStatGrp |
|
public inline virtual enum MESSAGES GetType() |
Members
public NetworkStatusResponseType networkStatusResponseType
public NetworkRequestID networkRequestID
public NetworkResponseID networkResponseID
public LastNetworkResponseID lastNetworkResponseID
public CompIDStatGrpObject compIDStatGrp
public inline virtual enum MESSAGES GetType()
struct trader::Interface::NewOrderCrossData
struct trader::Interface::NewOrderCrossData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public CrossID crossID |
|
public CrossType crossType |
|
public CrossPrioritization crossPrioritization |
|
public RootPartiesObject rootParties |
|
public SideCrossOrdModGrpObject sideCrossOrdModGrp |
|
public InstrumentObject instrument |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public HandlInst handlInst |
|
public ExecInst execInst |
|
public MinQty minQty |
|
public MatchIncrement matchIncrement |
|
public MaxPriceLevels maxPriceLevels |
|
public DisplayInstructionObject displayInstruction |
|
public MaxFloor maxFloor |
|
public ExDestination exDestination |
|
public ExDestinationIDSource exDestinationIDSource |
|
public TrdgSesGrpObject trdgSesGrp |
|
public ProcessCode processCode |
|
public PrevClosePx prevClosePx |
|
public LocateReqd locateReqd |
|
public TransactTime transactTime |
|
public TransBkdTime transBkdTime |
|
public StipulationsObject stipulations |
|
public OrdType ordType |
|
public PriceType priceType |
|
public Price price |
|
public PriceProtectionScope priceProtectionScope |
|
public StopPx stopPx |
|
public TriggeringInstructionObject triggeringInstruction |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public YieldDataObject yieldData |
|
public Currency currency |
|
public ComplianceID complianceID |
|
public IOIID iOIID |
|
public QuoteID quoteID |
|
public TimeInForce timeInForce |
|
public EffectiveTime effectiveTime |
|
public ExpireDate expireDate |
|
public ExpireTime expireTime |
|
public GTBookingInst gTBookingInst |
|
public MaxShow maxShow |
|
public PegInstructionsObject pegInstructions |
|
public DiscretionInstructionsObject discretionInstructions |
|
public TargetStrategy targetStrategy |
|
public StrategyParametersGrpObject strategyParametersGrp |
|
public TargetStrategyParameters targetStrategyParameters |
|
public ParticipationRate participationRate |
|
public CancellationRights cancellationRights |
|
public MoneyLaunderingStatus moneyLaunderingStatus |
|
public RegistID registID |
|
public Designation designation |
|
public inline virtual enum MESSAGES GetType() |
Members
public CrossID crossID
public CrossType crossType
public CrossPrioritization crossPrioritization
public RootPartiesObject rootParties
public SideCrossOrdModGrpObject sideCrossOrdModGrp
public InstrumentObject instrument
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public SettlType settlType
public SettlDate settlDate
public HandlInst handlInst
public ExecInst execInst
public MinQty minQty
public MatchIncrement matchIncrement
public MaxPriceLevels maxPriceLevels
public DisplayInstructionObject displayInstruction
public MaxFloor maxFloor
public ExDestination exDestination
public ExDestinationIDSource exDestinationIDSource
public TrdgSesGrpObject trdgSesGrp
public ProcessCode processCode
public PrevClosePx prevClosePx
public LocateReqd locateReqd
public TransactTime transactTime
public TransBkdTime transBkdTime
public StipulationsObject stipulations
public OrdType ordType
public PriceType priceType
public Price price
public PriceProtectionScope priceProtectionScope
public StopPx stopPx
public TriggeringInstructionObject triggeringInstruction
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public YieldDataObject yieldData
public Currency currency
public ComplianceID complianceID
public IOIID iOIID
public QuoteID quoteID
public TimeInForce timeInForce
public EffectiveTime effectiveTime
public ExpireDate expireDate
public ExpireTime expireTime
public GTBookingInst gTBookingInst
public MaxShow maxShow
public PegInstructionsObject pegInstructions
public DiscretionInstructionsObject discretionInstructions
public TargetStrategy targetStrategy
public StrategyParametersGrpObject strategyParametersGrp
public TargetStrategyParameters targetStrategyParameters
public ParticipationRate participationRate
public CancellationRights cancellationRights
public MoneyLaunderingStatus moneyLaunderingStatus
public RegistID registID
public Designation designation
public inline virtual enum MESSAGES GetType()
struct trader::Interface::NewOrderListData
struct trader::Interface::NewOrderListData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ListID listID |
|
public BidID bidID |
|
public ClientBidID clientBidID |
|
public ProgRptReqs progRptReqs |
|
public BidType bidType |
|
public ProgPeriodInterval progPeriodInterval |
|
public CancellationRights cancellationRights |
|
public MoneyLaunderingStatus moneyLaunderingStatus |
|
public RegistID registID |
|
public ListExecInstType listExecInstType |
|
public ListExecInst listExecInst |
|
public ContingencyType contingencyType |
|
public EncodedListExecInstLen encodedListExecInstLen |
|
public EncodedListExecInst encodedListExecInst |
|
public AllowableOneSidednessPct allowableOneSidednessPct |
|
public AllowableOneSidednessValue allowableOneSidednessValue |
|
public AllowableOneSidednessCurr allowableOneSidednessCurr |
|
public TotNoOrders totNoOrders |
|
public LastFragment lastFragment |
|
public RootPartiesObject rootParties |
|
public ListOrdGrpObject listOrdGrp |
|
public inline virtual enum MESSAGES GetType() |
Members
public ListID listID
public BidID bidID
public ClientBidID clientBidID
public ProgRptReqs progRptReqs
public BidType bidType
public ProgPeriodInterval progPeriodInterval
public CancellationRights cancellationRights
public MoneyLaunderingStatus moneyLaunderingStatus
public RegistID registID
public ListExecInstType listExecInstType
public ListExecInst listExecInst
public ContingencyType contingencyType
public EncodedListExecInstLen encodedListExecInstLen
public EncodedListExecInst encodedListExecInst
public AllowableOneSidednessPct allowableOneSidednessPct
public AllowableOneSidednessValue allowableOneSidednessValue
public AllowableOneSidednessCurr allowableOneSidednessCurr
public TotNoOrders totNoOrders
public LastFragment lastFragment
public RootPartiesObject rootParties
public ListOrdGrpObject listOrdGrp
public inline virtual enum MESSAGES GetType()
struct trader::Interface::NewOrderMultilegData
struct trader::Interface::NewOrderMultilegData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ClOrdID clOrdID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ClOrdLinkID clOrdLinkID |
|
public PartiesObject parties |
|
public TradeOriginationDate tradeOriginationDate |
|
public TradeDate tradeDate |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public DayBookingInst dayBookingInst |
|
public BookingUnit bookingUnit |
|
public PreallocMethod preallocMethod |
|
public AllocID allocID |
|
public PreAllocMlegGrpObject preAllocMlegGrp |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public CashMargin cashMargin |
|
public ClearingFeeIndicator clearingFeeIndicator |
|
public HandlInst handlInst |
|
public ExecInst execInst |
|
public MinQty minQty |
|
public MatchIncrement matchIncrement |
|
public MaxPriceLevels maxPriceLevels |
|
public DisplayInstructionObject displayInstruction |
|
public MaxFloor maxFloor |
|
public ExDestination exDestination |
|
public ExDestinationIDSource exDestinationIDSource |
|
public TrdgSesGrpObject trdgSesGrp |
|
public ProcessCode processCode |
|
public Side side |
|
public InstrumentObject instrument |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public PrevClosePx prevClosePx |
|
public SwapPoints swapPoints |
|
public LegOrdGrpObject legOrdGrp |
|
public LocateReqd locateReqd |
|
public TransactTime transactTime |
|
public QtyType qtyType |
|
public OrderQtyDataObject orderQtyData |
|
public OrdType ordType |
|
public MultilegModel multilegModel |
|
public MultilegPriceMethod multilegPriceMethod |
|
public PriceType priceType |
|
public Price price |
|
public PriceProtectionScope priceProtectionScope |
|
public StopPx stopPx |
|
public TriggeringInstructionObject triggeringInstruction |
|
public Currency currency |
|
public ComplianceID complianceID |
|
public SolicitedFlag solicitedFlag |
|
public IOIID iOIID |
|
public QuoteID quoteID |
|
public RefOrderID refOrderID |
|
public RefOrderIDSource refOrderIDSource |
|
public TimeInForce timeInForce |
|
public EffectiveTime effectiveTime |
|
public ExpireDate expireDate |
|
public ExpireTime expireTime |
|
public GTBookingInst gTBookingInst |
|
public CommissionDataObject commissionData |
|
public OrderCapacity orderCapacity |
|
public OrderRestrictions orderRestrictions |
|
public PreTradeAnonymity preTradeAnonymity |
|
public CustOrderCapacity custOrderCapacity |
|
public ForexReq forexReq |
|
public SettlCurrency settlCurrency |
|
public BookingType bookingType |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public PositionEffect positionEffect |
|
public CoveredOrUncovered coveredOrUncovered |
|
public MaxShow maxShow |
|
public PegInstructionsObject pegInstructions |
|
public DiscretionInstructionsObject discretionInstructions |
|
public TargetStrategy targetStrategy |
|
public StrategyParametersGrpObject strategyParametersGrp |
|
public TargetStrategyParameters targetStrategyParameters |
|
public RiskFreeRate riskFreeRate |
|
public ParticipationRate participationRate |
|
public CancellationRights cancellationRights |
|
public MoneyLaunderingStatus moneyLaunderingStatus |
|
public RegistID registID |
|
public Designation designation |
|
public MultiLegRptTypeReq multiLegRptTypeReq |
|
public inline virtual enum MESSAGES GetType() |
Members
public ClOrdID clOrdID
public SecondaryClOrdID secondaryClOrdID
public ClOrdLinkID clOrdLinkID
public PartiesObject parties
public TradeOriginationDate tradeOriginationDate
public TradeDate tradeDate
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public DayBookingInst dayBookingInst
public BookingUnit bookingUnit
public PreallocMethod preallocMethod
public AllocID allocID
public PreAllocMlegGrpObject preAllocMlegGrp
public SettlType settlType
public SettlDate settlDate
public CashMargin cashMargin
public ClearingFeeIndicator clearingFeeIndicator
public HandlInst handlInst
public ExecInst execInst
public MinQty minQty
public MatchIncrement matchIncrement
public MaxPriceLevels maxPriceLevels
public DisplayInstructionObject displayInstruction
public MaxFloor maxFloor
public ExDestination exDestination
public ExDestinationIDSource exDestinationIDSource
public TrdgSesGrpObject trdgSesGrp
public ProcessCode processCode
public Side side
public InstrumentObject instrument
public UndInstrmtGrpObject undInstrmtGrp
public PrevClosePx prevClosePx
public SwapPoints swapPoints
public LegOrdGrpObject legOrdGrp
public LocateReqd locateReqd
public TransactTime transactTime
public QtyType qtyType
public OrderQtyDataObject orderQtyData
public OrdType ordType
public MultilegModel multilegModel
public MultilegPriceMethod multilegPriceMethod
public PriceType priceType
public Price price
public PriceProtectionScope priceProtectionScope
public StopPx stopPx
public TriggeringInstructionObject triggeringInstruction
public Currency currency
public ComplianceID complianceID
public SolicitedFlag solicitedFlag
public IOIID iOIID
public QuoteID quoteID
public RefOrderID refOrderID
public RefOrderIDSource refOrderIDSource
public TimeInForce timeInForce
public EffectiveTime effectiveTime
public ExpireDate expireDate
public ExpireTime expireTime
public GTBookingInst gTBookingInst
public CommissionDataObject commissionData
public OrderCapacity orderCapacity
public OrderRestrictions orderRestrictions
public PreTradeAnonymity preTradeAnonymity
public CustOrderCapacity custOrderCapacity
public ForexReq forexReq
public SettlCurrency settlCurrency
public BookingType bookingType
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public PositionEffect positionEffect
public CoveredOrUncovered coveredOrUncovered
public MaxShow maxShow
public PegInstructionsObject pegInstructions
public DiscretionInstructionsObject discretionInstructions
public TargetStrategy targetStrategy
public StrategyParametersGrpObject strategyParametersGrp
public TargetStrategyParameters targetStrategyParameters
public RiskFreeRate riskFreeRate
public ParticipationRate participationRate
public CancellationRights cancellationRights
public MoneyLaunderingStatus moneyLaunderingStatus
public RegistID registID
public Designation designation
public MultiLegRptTypeReq multiLegRptTypeReq
public inline virtual enum MESSAGES GetType()
struct trader::Interface::NewOrderSingleData
struct trader::Interface::NewOrderSingleData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ClOrdID clOrdID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ClOrdLinkID clOrdLinkID |
|
public PartiesObject parties |
|
public TradeOriginationDate tradeOriginationDate |
|
public TradeDate tradeDate |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public DayBookingInst dayBookingInst |
|
public BookingUnit bookingUnit |
|
public PreallocMethod preallocMethod |
|
public AllocID allocID |
|
public PreAllocGrpObject preAllocGrp |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public CashMargin cashMargin |
|
public ClearingFeeIndicator clearingFeeIndicator |
|
public HandlInst handlInst |
|
public ExecInst execInst |
|
public MinQty minQty |
|
public MatchIncrement matchIncrement |
|
public MaxPriceLevels maxPriceLevels |
|
public DisplayInstructionObject displayInstruction |
|
public MaxFloor maxFloor |
|
public ExDestination exDestination |
|
public ExDestinationIDSource exDestinationIDSource |
|
public TrdgSesGrpObject trdgSesGrp |
|
public ProcessCode processCode |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public PrevClosePx prevClosePx |
|
public Side side |
|
public LocateReqd locateReqd |
|
public TransactTime transactTime |
|
public StipulationsObject stipulations |
|
public QtyType qtyType |
|
public OrderQtyDataObject orderQtyData |
|
public OrdType ordType |
|
public PriceType priceType |
|
public Price price |
|
public PriceProtectionScope priceProtectionScope |
|
public StopPx stopPx |
|
public TriggeringInstructionObject triggeringInstruction |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public YieldDataObject yieldData |
|
public Currency currency |
|
public ComplianceID complianceID |
|
public SolicitedFlag solicitedFlag |
|
public IOIID iOIID |
|
public QuoteID quoteID |
|
public TimeInForce timeInForce |
|
public EffectiveTime effectiveTime |
|
public ExpireDate expireDate |
|
public ExpireTime expireTime |
|
public GTBookingInst gTBookingInst |
|
public CommissionDataObject commissionData |
|
public OrderCapacity orderCapacity |
|
public OrderRestrictions orderRestrictions |
|
public PreTradeAnonymity preTradeAnonymity |
|
public CustOrderCapacity custOrderCapacity |
|
public ForexReq forexReq |
|
public SettlCurrency settlCurrency |
|
public BookingType bookingType |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public SettlDate2 settlDate2 |
|
public OrderQty2 orderQty2 |
|
public Price2 price2 |
|
public PositionEffect positionEffect |
|
public CoveredOrUncovered coveredOrUncovered |
|
public MaxShow maxShow |
|
public PegInstructionsObject pegInstructions |
|
public DiscretionInstructionsObject discretionInstructions |
|
public TargetStrategy targetStrategy |
|
public StrategyParametersGrpObject strategyParametersGrp |
|
public TargetStrategyParameters targetStrategyParameters |
|
public ParticipationRate participationRate |
|
public CancellationRights cancellationRights |
|
public MoneyLaunderingStatus moneyLaunderingStatus |
|
public RegistID registID |
|
public Designation designation |
|
public ManualOrderIndicator manualOrderIndicator |
|
public CustDirectedOrder custDirectedOrder |
|
public ReceivedDeptID receivedDeptID |
|
public CustOrderHandlingInst custOrderHandlingInst |
|
public OrderHandlingInstSource orderHandlingInstSource |
|
public TrdRegTimestampsObject trdRegTimestamps |
|
public RefOrderID refOrderID |
|
public RefOrderIDSource refOrderIDSource |
|
public inline virtual enum MESSAGES GetType() |
Members
public ClOrdID clOrdID
public SecondaryClOrdID secondaryClOrdID
public ClOrdLinkID clOrdLinkID
public PartiesObject parties
public TradeOriginationDate tradeOriginationDate
public TradeDate tradeDate
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public DayBookingInst dayBookingInst
public BookingUnit bookingUnit
public PreallocMethod preallocMethod
public AllocID allocID
public PreAllocGrpObject preAllocGrp
public SettlType settlType
public SettlDate settlDate
public CashMargin cashMargin
public ClearingFeeIndicator clearingFeeIndicator
public HandlInst handlInst
public ExecInst execInst
public MinQty minQty
public MatchIncrement matchIncrement
public MaxPriceLevels maxPriceLevels
public DisplayInstructionObject displayInstruction
public MaxFloor maxFloor
public ExDestination exDestination
public ExDestinationIDSource exDestinationIDSource
public TrdgSesGrpObject trdgSesGrp
public ProcessCode processCode
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public PrevClosePx prevClosePx
public Side side
public LocateReqd locateReqd
public TransactTime transactTime
public StipulationsObject stipulations
public QtyType qtyType
public OrderQtyDataObject orderQtyData
public OrdType ordType
public PriceType priceType
public Price price
public PriceProtectionScope priceProtectionScope
public StopPx stopPx
public TriggeringInstructionObject triggeringInstruction
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public YieldDataObject yieldData
public Currency currency
public ComplianceID complianceID
public SolicitedFlag solicitedFlag
public IOIID iOIID
public QuoteID quoteID
public TimeInForce timeInForce
public EffectiveTime effectiveTime
public ExpireDate expireDate
public ExpireTime expireTime
public GTBookingInst gTBookingInst
public CommissionDataObject commissionData
public OrderCapacity orderCapacity
public OrderRestrictions orderRestrictions
public PreTradeAnonymity preTradeAnonymity
public CustOrderCapacity custOrderCapacity
public ForexReq forexReq
public SettlCurrency settlCurrency
public BookingType bookingType
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public SettlDate2 settlDate2
public OrderQty2 orderQty2
public Price2 price2
public PositionEffect positionEffect
public CoveredOrUncovered coveredOrUncovered
public MaxShow maxShow
public PegInstructionsObject pegInstructions
public DiscretionInstructionsObject discretionInstructions
public TargetStrategy targetStrategy
public StrategyParametersGrpObject strategyParametersGrp
public TargetStrategyParameters targetStrategyParameters
public ParticipationRate participationRate
public CancellationRights cancellationRights
public MoneyLaunderingStatus moneyLaunderingStatus
public RegistID registID
public Designation designation
public ManualOrderIndicator manualOrderIndicator
public CustDirectedOrder custDirectedOrder
public ReceivedDeptID receivedDeptID
public CustOrderHandlingInst custOrderHandlingInst
public OrderHandlingInstSource orderHandlingInstSource
public TrdRegTimestampsObject trdRegTimestamps
public RefOrderID refOrderID
public RefOrderIDSource refOrderIDSource
public inline virtual enum MESSAGES GetType()
struct trader::Interface::NewsData
struct trader::Interface::NewsData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public OrigTime origTime |
|
public Urgency urgency |
|
public Headline headline |
|
public EncodedHeadlineLen encodedHeadlineLen |
|
public EncodedHeadline encodedHeadline |
|
public RoutingGrpObject routingGrp |
|
public InstrmtGrpObject instrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public LinesOfTextGrpObject linesOfTextGrp |
|
public URLLink uRLLink |
|
public RawDataLength rawDataLength |
|
public RawData rawData |
|
public NewsID newsID |
|
public NewsRefGrpObject newsRefGrp |
|
public NewsCategory newsCategory |
|
public LanguageCode languageCode |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public OrigTime origTime
public Urgency urgency
public Headline headline
public EncodedHeadlineLen encodedHeadlineLen
public EncodedHeadline encodedHeadline
public RoutingGrpObject routingGrp
public InstrmtGrpObject instrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public UndInstrmtGrpObject undInstrmtGrp
public LinesOfTextGrpObject linesOfTextGrp
public URLLink uRLLink
public RawDataLength rawDataLength
public RawData rawData
public NewsID newsID
public NewsRefGrpObject newsRefGrp
public NewsCategory newsCategory
public LanguageCode languageCode
public MarketID marketID
public MarketSegmentID marketSegmentID
public inline virtual enum MESSAGES GetType()
struct trader::Interface::NewsRefGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoNewsRefIDsArray noNewsRefIDs |
|
public inline NewsRefGrpObject() |
|
typedef NoNewsRefIDsArray |
Members
public NoNewsRefIDsArray noNewsRefIDs
public inline NewsRefGrpObject()
typedef NoNewsRefIDsArray
struct trader::Interface::NotAffectedOrdersGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoNotAffectedOrdersArray noNotAffectedOrders |
|
public inline NotAffectedOrdersGrpObject() |
|
typedef NoNotAffectedOrdersArray |
Members
public NoNotAffectedOrdersArray noNotAffectedOrders
public inline NotAffectedOrdersGrpObject()
typedef NoNotAffectedOrdersArray
struct trader::Interface::NstdPtys2SubGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoNested2PartySubIDsArray noNested2PartySubIDs |
|
public inline NstdPtys2SubGrpObject() |
|
typedef NoNested2PartySubIDsArray |
Members
public NoNested2PartySubIDsArray noNested2PartySubIDs
public inline NstdPtys2SubGrpObject()
typedef NoNested2PartySubIDsArray
struct trader::Interface::NstdPtys3SubGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoNested3PartySubIDsArray noNested3PartySubIDs |
|
public inline NstdPtys3SubGrpObject() |
|
typedef NoNested3PartySubIDsArray |
Members
public NoNested3PartySubIDsArray noNested3PartySubIDs
public inline NstdPtys3SubGrpObject()
typedef NoNested3PartySubIDsArray
struct trader::Interface::NstdPtys4SubGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoNested4PartySubIDsArray noNested4PartySubIDs |
|
public inline NstdPtys4SubGrpObject() |
|
typedef NoNested4PartySubIDsArray |
Members
public NoNested4PartySubIDsArray noNested4PartySubIDs
public inline NstdPtys4SubGrpObject()
typedef NoNested4PartySubIDsArray
struct trader::Interface::NstdPtysSubGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoNestedPartySubIDsArray noNestedPartySubIDs |
|
public inline NstdPtysSubGrpObject() |
|
typedef NoNestedPartySubIDsArray |
Members
public NoNestedPartySubIDsArray noNestedPartySubIDs
public inline NstdPtysSubGrpObject()
typedef NoNestedPartySubIDsArray
struct trader::Interface::OrdAllocGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoOrdersArray noOrders |
|
public inline OrdAllocGrpObject() |
|
typedef NoOrdersArray |
Members
public NoOrdersArray noOrders
public inline OrdAllocGrpObject()
typedef NoOrdersArray
struct trader::Interface::OrderCancelRejectData
struct trader::Interface::OrderCancelRejectData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public OrderID orderID |
|
public SecondaryOrderID secondaryOrderID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ClOrdID clOrdID |
|
public ClOrdLinkID clOrdLinkID |
|
public OrigClOrdID origClOrdID |
|
public OrdStatus ordStatus |
|
public WorkingIndicator workingIndicator |
|
public OrigOrdModTime origOrdModTime |
|
public ListID listID |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public TradeOriginationDate tradeOriginationDate |
|
public TradeDate tradeDate |
|
public TransactTime transactTime |
|
public CxlRejResponseTo cxlRejResponseTo |
|
public CxlRejReason cxlRejReason |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public OrderID orderID
public SecondaryOrderID secondaryOrderID
public SecondaryClOrdID secondaryClOrdID
public ClOrdID clOrdID
public ClOrdLinkID clOrdLinkID
public OrigClOrdID origClOrdID
public OrdStatus ordStatus
public WorkingIndicator workingIndicator
public OrigOrdModTime origOrdModTime
public ListID listID
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public TradeOriginationDate tradeOriginationDate
public TradeDate tradeDate
public TransactTime transactTime
public CxlRejResponseTo cxlRejResponseTo
public CxlRejReason cxlRejReason
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::OrderCancelReplaceRequestData
struct trader::Interface::OrderCancelReplaceRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public OrderID orderID |
|
public PartiesObject parties |
|
public TradeOriginationDate tradeOriginationDate |
|
public TradeDate tradeDate |
|
public OrigClOrdID origClOrdID |
|
public ClOrdID clOrdID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ClOrdLinkID clOrdLinkID |
|
public ListID listID |
|
public OrigOrdModTime origOrdModTime |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public DayBookingInst dayBookingInst |
|
public BookingUnit bookingUnit |
|
public PreallocMethod preallocMethod |
|
public AllocID allocID |
|
public PreAllocGrpObject preAllocGrp |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public CashMargin cashMargin |
|
public ClearingFeeIndicator clearingFeeIndicator |
|
public HandlInst handlInst |
|
public ExecInst execInst |
|
public MinQty minQty |
|
public MatchIncrement matchIncrement |
|
public MaxPriceLevels maxPriceLevels |
|
public DisplayInstructionObject displayInstruction |
|
public MaxFloor maxFloor |
|
public ExDestination exDestination |
|
public ExDestinationIDSource exDestinationIDSource |
|
public TrdgSesGrpObject trdgSesGrp |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public Side side |
|
public TransactTime transactTime |
|
public QtyType qtyType |
|
public OrderQtyDataObject orderQtyData |
|
public OrdType ordType |
|
public PriceType priceType |
|
public Price price |
|
public PriceProtectionScope priceProtectionScope |
|
public StopPx stopPx |
|
public TriggeringInstructionObject triggeringInstruction |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public YieldDataObject yieldData |
|
public PegInstructionsObject pegInstructions |
|
public DiscretionInstructionsObject discretionInstructions |
|
public TargetStrategy targetStrategy |
|
public StrategyParametersGrpObject strategyParametersGrp |
|
public TargetStrategyParameters targetStrategyParameters |
|
public ParticipationRate participationRate |
|
public ComplianceID complianceID |
|
public SolicitedFlag solicitedFlag |
|
public Currency currency |
|
public TimeInForce timeInForce |
|
public EffectiveTime effectiveTime |
|
public ExpireDate expireDate |
|
public ExpireTime expireTime |
|
public GTBookingInst gTBookingInst |
|
public CommissionDataObject commissionData |
|
public OrderCapacity orderCapacity |
|
public OrderRestrictions orderRestrictions |
|
public PreTradeAnonymity preTradeAnonymity |
|
public CustOrderCapacity custOrderCapacity |
|
public ForexReq forexReq |
|
public SettlCurrency settlCurrency |
|
public BookingType bookingType |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public SettlDate2 settlDate2 |
|
public OrderQty2 orderQty2 |
|
public Price2 price2 |
|
public PositionEffect positionEffect |
|
public CoveredOrUncovered coveredOrUncovered |
|
public MaxShow maxShow |
|
public LocateReqd locateReqd |
|
public CancellationRights cancellationRights |
|
public MoneyLaunderingStatus moneyLaunderingStatus |
|
public RegistID registID |
|
public Designation designation |
|
public ManualOrderIndicator manualOrderIndicator |
|
public CustDirectedOrder custDirectedOrder |
|
public ReceivedDeptID receivedDeptID |
|
public CustOrderHandlingInst custOrderHandlingInst |
|
public OrderHandlingInstSource orderHandlingInstSource |
|
public TrdRegTimestampsObject trdRegTimestamps |
|
public inline OrderCancelReplaceRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public OrderID orderID
public PartiesObject parties
public TradeOriginationDate tradeOriginationDate
public TradeDate tradeDate
public OrigClOrdID origClOrdID
public ClOrdID clOrdID
public SecondaryClOrdID secondaryClOrdID
public ClOrdLinkID clOrdLinkID
public ListID listID
public OrigOrdModTime origOrdModTime
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public DayBookingInst dayBookingInst
public BookingUnit bookingUnit
public PreallocMethod preallocMethod
public AllocID allocID
public PreAllocGrpObject preAllocGrp
public SettlType settlType
public SettlDate settlDate
public CashMargin cashMargin
public ClearingFeeIndicator clearingFeeIndicator
public HandlInst handlInst
public ExecInst execInst
public MinQty minQty
public MatchIncrement matchIncrement
public MaxPriceLevels maxPriceLevels
public DisplayInstructionObject displayInstruction
public MaxFloor maxFloor
public ExDestination exDestination
public ExDestinationIDSource exDestinationIDSource
public TrdgSesGrpObject trdgSesGrp
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public Side side
public TransactTime transactTime
public QtyType qtyType
public OrderQtyDataObject orderQtyData
public OrdType ordType
public PriceType priceType
public Price price
public PriceProtectionScope priceProtectionScope
public StopPx stopPx
public TriggeringInstructionObject triggeringInstruction
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public YieldDataObject yieldData
public PegInstructionsObject pegInstructions
public DiscretionInstructionsObject discretionInstructions
public TargetStrategy targetStrategy
public StrategyParametersGrpObject strategyParametersGrp
public TargetStrategyParameters targetStrategyParameters
public ParticipationRate participationRate
public ComplianceID complianceID
public SolicitedFlag solicitedFlag
public Currency currency
public TimeInForce timeInForce
public EffectiveTime effectiveTime
public ExpireDate expireDate
public ExpireTime expireTime
public GTBookingInst gTBookingInst
public CommissionDataObject commissionData
public OrderCapacity orderCapacity
public OrderRestrictions orderRestrictions
public PreTradeAnonymity preTradeAnonymity
public CustOrderCapacity custOrderCapacity
public ForexReq forexReq
public SettlCurrency settlCurrency
public BookingType bookingType
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public SettlDate2 settlDate2
public OrderQty2 orderQty2
public Price2 price2
public PositionEffect positionEffect
public CoveredOrUncovered coveredOrUncovered
public MaxShow maxShow
public LocateReqd locateReqd
public CancellationRights cancellationRights
public MoneyLaunderingStatus moneyLaunderingStatus
public RegistID registID
public Designation designation
public ManualOrderIndicator manualOrderIndicator
public CustDirectedOrder custDirectedOrder
public ReceivedDeptID receivedDeptID
public CustOrderHandlingInst custOrderHandlingInst
public OrderHandlingInstSource orderHandlingInstSource
public TrdRegTimestampsObject trdRegTimestamps
public inline OrderCancelReplaceRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::OrderCancelRequestData
struct trader::Interface::OrderCancelRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public OrigClOrdID origClOrdID |
|
public OrderID orderID |
|
public ClOrdID clOrdID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ClOrdLinkID clOrdLinkID |
|
public ListID listID |
|
public OrigOrdModTime origOrdModTime |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public PartiesObject parties |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public Side side |
|
public TransactTime transactTime |
|
public OrderQtyDataObject orderQtyData |
|
public ComplianceID complianceID |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline OrderCancelRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public OrigClOrdID origClOrdID
public OrderID orderID
public ClOrdID clOrdID
public SecondaryClOrdID secondaryClOrdID
public ClOrdLinkID clOrdLinkID
public ListID listID
public OrigOrdModTime origOrdModTime
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public PartiesObject parties
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public Side side
public TransactTime transactTime
public OrderQtyDataObject orderQtyData
public ComplianceID complianceID
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline OrderCancelRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::OrderMassActionReportData
struct trader::Interface::OrderMassActionReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ClOrdID clOrdID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public MassActionReportID massActionReportID |
|
public MassActionType massActionType |
|
public MassActionScope massActionScope |
|
public MassActionResponse massActionResponse |
|
public MassActionRejectReason massActionRejectReason |
|
public TotalAffectedOrders totalAffectedOrders |
|
public AffectedOrdGrpObject affectedOrdGrp |
|
public NotAffectedOrdersGrpObject notAffectedOrdersGrp |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public PartiesObject parties |
|
public InstrumentObject instrument |
|
public UnderlyingInstrumentObject underlyingInstrument |
|
public Side side |
|
public TransactTime transactTime |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public TargetPartiesObject targetParties |
|
public inline virtual enum MESSAGES GetType() |
Members
public ClOrdID clOrdID
public SecondaryClOrdID secondaryClOrdID
public MassActionReportID massActionReportID
public MassActionType massActionType
public MassActionScope massActionScope
public MassActionResponse massActionResponse
public MassActionRejectReason massActionRejectReason
public TotalAffectedOrders totalAffectedOrders
public AffectedOrdGrpObject affectedOrdGrp
public NotAffectedOrdersGrpObject notAffectedOrdersGrp
public MarketID marketID
public MarketSegmentID marketSegmentID
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public PartiesObject parties
public InstrumentObject instrument
public UnderlyingInstrumentObject underlyingInstrument
public Side side
public TransactTime transactTime
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public TargetPartiesObject targetParties
public inline virtual enum MESSAGES GetType()
struct trader::Interface::OrderMassActionRequestData
struct trader::Interface::OrderMassActionRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ClOrdID clOrdID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public MassActionType massActionType |
|
public MassActionScope massActionScope |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public PartiesObject parties |
|
public InstrumentObject instrument |
|
public UnderlyingInstrumentObject underlyingInstrument |
|
public Side side |
|
public TransactTime transactTime |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public TargetPartiesObject targetParties |
|
public inline OrderMassActionRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public ClOrdID clOrdID
public SecondaryClOrdID secondaryClOrdID
public MassActionType massActionType
public MassActionScope massActionScope
public MarketID marketID
public MarketSegmentID marketSegmentID
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public PartiesObject parties
public InstrumentObject instrument
public UnderlyingInstrumentObject underlyingInstrument
public Side side
public TransactTime transactTime
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public TargetPartiesObject targetParties
public inline OrderMassActionRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::OrderMassCancelReportData
struct trader::Interface::OrderMassCancelReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ClOrdID clOrdID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public OrderID orderID |
|
public MassActionReportID massActionReportID |
|
public SecondaryOrderID secondaryOrderID |
|
public MassCancelRequestType massCancelRequestType |
|
public MassCancelResponse massCancelResponse |
|
public MassCancelRejectReason massCancelRejectReason |
|
public TotalAffectedOrders totalAffectedOrders |
|
public AffectedOrdGrpObject affectedOrdGrp |
|
public NotAffectedOrdersGrpObject notAffectedOrdersGrp |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public PartiesObject parties |
|
public InstrumentObject instrument |
|
public UnderlyingInstrumentObject underlyingInstrument |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public Side side |
|
public TransactTime transactTime |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public TargetPartiesObject targetParties |
|
public inline virtual enum MESSAGES GetType() |
Members
public ClOrdID clOrdID
public SecondaryClOrdID secondaryClOrdID
public OrderID orderID
public MassActionReportID massActionReportID
public SecondaryOrderID secondaryOrderID
public MassCancelRequestType massCancelRequestType
public MassCancelResponse massCancelResponse
public MassCancelRejectReason massCancelRejectReason
public TotalAffectedOrders totalAffectedOrders
public AffectedOrdGrpObject affectedOrdGrp
public NotAffectedOrdersGrpObject notAffectedOrdersGrp
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public PartiesObject parties
public InstrumentObject instrument
public UnderlyingInstrumentObject underlyingInstrument
public MarketID marketID
public MarketSegmentID marketSegmentID
public Side side
public TransactTime transactTime
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public TargetPartiesObject targetParties
public inline virtual enum MESSAGES GetType()
struct trader::Interface::OrderMassCancelRequestData
struct trader::Interface::OrderMassCancelRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ClOrdID clOrdID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public MassCancelRequestType massCancelRequestType |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public PartiesObject parties |
|
public InstrumentObject instrument |
|
public UnderlyingInstrumentObject underlyingInstrument |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public Side side |
|
public TransactTime transactTime |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public TargetPartiesObject targetParties |
|
public inline OrderMassCancelRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public ClOrdID clOrdID
public SecondaryClOrdID secondaryClOrdID
public MassCancelRequestType massCancelRequestType
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public PartiesObject parties
public InstrumentObject instrument
public UnderlyingInstrumentObject underlyingInstrument
public MarketID marketID
public MarketSegmentID marketSegmentID
public Side side
public TransactTime transactTime
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public TargetPartiesObject targetParties
public inline OrderMassCancelRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::OrderMassStatusRequestData
struct trader::Interface::OrderMassStatusRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public MassStatusReqID massStatusReqID |
|
public MassStatusReqType massStatusReqType |
|
public PartiesObject parties |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public InstrumentObject instrument |
|
public UnderlyingInstrumentObject underlyingInstrument |
|
public Side side |
|
public TargetPartiesObject targetParties |
|
public inline OrderMassStatusRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public MassStatusReqID massStatusReqID
public MassStatusReqType massStatusReqType
public PartiesObject parties
public Account account
public AcctIDSource acctIDSource
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public InstrumentObject instrument
public UnderlyingInstrumentObject underlyingInstrument
public Side side
public TargetPartiesObject targetParties
public inline OrderMassStatusRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::OrderQtyDataObject
Summary
| Members | Descriptions |
|---|---|
public OrderQty orderQty |
|
public CashOrderQty cashOrderQty |
|
public OrderPercent orderPercent |
|
public RoundingDirection roundingDirection |
|
public RoundingModulus roundingModulus |
|
public inline OrderQtyDataObject() |
Members
public OrderQty orderQty
public CashOrderQty cashOrderQty
public OrderPercent orderPercent
public RoundingDirection roundingDirection
public RoundingModulus roundingModulus
public inline OrderQtyDataObject()
struct trader::Interface::OrderStatusRequestData
struct trader::Interface::OrderStatusRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public OrderID orderID |
|
public ClOrdID clOrdID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ClOrdLinkID clOrdLinkID |
|
public PartiesObject parties |
|
public OrdStatusReqID ordStatusReqID |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public Side side |
|
public inline OrderStatusRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public OrderID orderID
public ClOrdID clOrdID
public SecondaryClOrdID secondaryClOrdID
public ClOrdLinkID clOrdLinkID
public PartiesObject parties
public OrdStatusReqID ordStatusReqID
public Account account
public AcctIDSource acctIDSource
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public Side side
public inline OrderStatusRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::OrdListStatGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoOrdersArray noOrders |
|
public inline OrdListStatGrpObject() |
|
typedef NoOrdersArray |
Members
public NoOrdersArray noOrders
public inline OrdListStatGrpObject()
typedef NoOrdersArray
struct trader::Interface::OrdTypeRulesObject
Summary
| Members | Descriptions |
|---|---|
public NoOrdTypeRulesArray noOrdTypeRules |
|
public inline OrdTypeRulesObject() |
|
typedef NoOrdTypeRulesArray |
Members
public NoOrdTypeRulesArray noOrdTypeRules
public inline OrdTypeRulesObject()
typedef NoOrdTypeRulesArray
struct trader::Interface::PartiesObject
Summary
| Members | Descriptions |
|---|---|
public NoPartyIDsArray noPartyIDs |
|
public inline PartiesObject() |
|
typedef NoPartyIDsArray |
Members
public NoPartyIDsArray noPartyIDs
public inline PartiesObject()
typedef NoPartyIDsArray
struct trader::Interface::PegInstructionsObject
Summary
| Members | Descriptions |
|---|---|
public PegOffsetValue pegOffsetValue |
|
public PegPriceType pegPriceType |
|
public PegMoveType pegMoveType |
|
public PegOffsetType pegOffsetType |
|
public PegLimitType pegLimitType |
|
public PegRoundDirection pegRoundDirection |
|
public PegScope pegScope |
|
public PegSecurityIDSource pegSecurityIDSource |
|
public PegSecurityID pegSecurityID |
|
public PegSymbol pegSymbol |
|
public PegSecurityDesc pegSecurityDesc |
|
public inline PegInstructionsObject() |
Members
public PegOffsetValue pegOffsetValue
public PegPriceType pegPriceType
public PegMoveType pegMoveType
public PegOffsetType pegOffsetType
public PegLimitType pegLimitType
public PegRoundDirection pegRoundDirection
public PegScope pegScope
public PegSecurityIDSource pegSecurityIDSource
public PegSecurityID pegSecurityID
public PegSymbol pegSymbol
public PegSecurityDesc pegSecurityDesc
public inline PegInstructionsObject()
struct trader::Interface::PositionAmountDataObject
Summary
| Members | Descriptions |
|---|---|
public NoPosAmtArray noPosAmt |
|
public inline PositionAmountDataObject() |
|
typedef NoPosAmtArray |
Members
public NoPosAmtArray noPosAmt
public inline PositionAmountDataObject()
typedef NoPosAmtArray
struct trader::Interface::PositionMaintenanceReportData
struct trader::Interface::PositionMaintenanceReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public PosMaintRptID posMaintRptID |
|
public PosTransType posTransType |
|
public PosReqID posReqID |
|
public PosMaintAction posMaintAction |
|
public OrigPosReqRefID origPosReqRefID |
|
public PosMaintStatus posMaintStatus |
|
public PosMaintResult posMaintResult |
|
public ClearingBusinessDate clearingBusinessDate |
|
public SettlSessID settlSessID |
|
public SettlSessSubID settlSessSubID |
|
public PartiesObject parties |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public PosMaintRptRefID posMaintRptRefID |
|
public InstrumentObject instrument |
|
public Currency currency |
|
public SettlCurrency settlCurrency |
|
public ContraryInstructionIndicator contraryInstructionIndicator |
|
public PriorSpreadIndicator priorSpreadIndicator |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public TrdgSesGrpObject trdgSesGrp |
|
public TransactTime transactTime |
|
public PositionQtyObject positionQty |
|
public PositionAmountDataObject positionAmountData |
|
public AdjustmentType adjustmentType |
|
public ThresholdAmount thresholdAmount |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public PosMaintRptID posMaintRptID
public PosTransType posTransType
public PosReqID posReqID
public PosMaintAction posMaintAction
public OrigPosReqRefID origPosReqRefID
public PosMaintStatus posMaintStatus
public PosMaintResult posMaintResult
public ClearingBusinessDate clearingBusinessDate
public SettlSessID settlSessID
public SettlSessSubID settlSessSubID
public PartiesObject parties
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public PosMaintRptRefID posMaintRptRefID
public InstrumentObject instrument
public Currency currency
public SettlCurrency settlCurrency
public ContraryInstructionIndicator contraryInstructionIndicator
public PriorSpreadIndicator priorSpreadIndicator
public InstrmtLegGrpObject instrmtLegGrp
public UndInstrmtGrpObject undInstrmtGrp
public TrdgSesGrpObject trdgSesGrp
public TransactTime transactTime
public PositionQtyObject positionQty
public PositionAmountDataObject positionAmountData
public AdjustmentType adjustmentType
public ThresholdAmount thresholdAmount
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::PositionMaintenanceRequestData
struct trader::Interface::PositionMaintenanceRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public PosReqID posReqID |
|
public PosTransType posTransType |
|
public PosMaintAction posMaintAction |
|
public OrigPosReqRefID origPosReqRefID |
|
public PosMaintRptRefID posMaintRptRefID |
|
public ClearingBusinessDate clearingBusinessDate |
|
public SettlSessID settlSessID |
|
public SettlSessSubID settlSessSubID |
|
public PartiesObject parties |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public InstrumentObject instrument |
|
public Currency currency |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public TrdgSesGrpObject trdgSesGrp |
|
public TransactTime transactTime |
|
public PositionQtyObject positionQty |
|
public PositionAmountDataObject positionAmountData |
|
public AdjustmentType adjustmentType |
|
public ContraryInstructionIndicator contraryInstructionIndicator |
|
public PriorSpreadIndicator priorSpreadIndicator |
|
public ThresholdAmount thresholdAmount |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public SettlCurrency settlCurrency |
|
public inline PositionMaintenanceRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public PosReqID posReqID
public PosTransType posTransType
public PosMaintAction posMaintAction
public OrigPosReqRefID origPosReqRefID
public PosMaintRptRefID posMaintRptRefID
public ClearingBusinessDate clearingBusinessDate
public SettlSessID settlSessID
public SettlSessSubID settlSessSubID
public PartiesObject parties
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public InstrumentObject instrument
public Currency currency
public InstrmtLegGrpObject instrmtLegGrp
public UndInstrmtGrpObject undInstrmtGrp
public TrdgSesGrpObject trdgSesGrp
public TransactTime transactTime
public PositionQtyObject positionQty
public PositionAmountDataObject positionAmountData
public AdjustmentType adjustmentType
public ContraryInstructionIndicator contraryInstructionIndicator
public PriorSpreadIndicator priorSpreadIndicator
public ThresholdAmount thresholdAmount
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public SettlCurrency settlCurrency
public inline PositionMaintenanceRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::PositionQtyObject
Summary
| Members | Descriptions |
|---|---|
public NoPositionsArray noPositions |
|
public inline PositionQtyObject() |
|
typedef NoPositionsArray |
Members
public NoPositionsArray noPositions
public inline PositionQtyObject()
typedef NoPositionsArray
struct trader::Interface::PositionReportData
struct trader::Interface::PositionReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public PosMaintRptID posMaintRptID |
|
public PosReqID posReqID |
|
public PosReqType posReqType |
|
public SubscriptionRequestType subscriptionRequestType |
|
public TotalNumPosReports totalNumPosReports |
|
public PosReqResult posReqResult |
|
public UnsolicitedIndicator unsolicitedIndicator |
|
public ClearingBusinessDate clearingBusinessDate |
|
public SettlSessID settlSessID |
|
public SettlSessSubID settlSessSubID |
|
public PriceType priceType |
|
public SettlCurrency settlCurrency |
|
public MessageEventSource messageEventSource |
|
public PartiesObject parties |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public InstrumentObject instrument |
|
public Currency currency |
|
public SettlPrice settlPrice |
|
public SettlPriceType settlPriceType |
|
public PriorSettlPrice priorSettlPrice |
|
public MatchStatus matchStatus |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public PosUndInstrmtGrpObject posUndInstrmtGrp |
|
public PositionQtyObject positionQty |
|
public PositionAmountDataObject positionAmountData |
|
public RegistStatus registStatus |
|
public DeliveryDate deliveryDate |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public ModelType modelType |
|
public PriceDelta priceDelta |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public PosMaintRptID posMaintRptID
public PosReqID posReqID
public PosReqType posReqType
public SubscriptionRequestType subscriptionRequestType
public TotalNumPosReports totalNumPosReports
public PosReqResult posReqResult
public UnsolicitedIndicator unsolicitedIndicator
public ClearingBusinessDate clearingBusinessDate
public SettlSessID settlSessID
public SettlSessSubID settlSessSubID
public PriceType priceType
public SettlCurrency settlCurrency
public MessageEventSource messageEventSource
public PartiesObject parties
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public InstrumentObject instrument
public Currency currency
public SettlPrice settlPrice
public SettlPriceType settlPriceType
public PriorSettlPrice priorSettlPrice
public MatchStatus matchStatus
public InstrmtLegGrpObject instrmtLegGrp
public PosUndInstrmtGrpObject posUndInstrmtGrp
public PositionQtyObject positionQty
public PositionAmountDataObject positionAmountData
public RegistStatus registStatus
public DeliveryDate deliveryDate
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public ModelType modelType
public PriceDelta priceDelta
public inline virtual enum MESSAGES GetType()
struct trader::Interface::PosUndInstrmtGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoUnderlyingsArray noUnderlyings |
|
public inline PosUndInstrmtGrpObject() |
|
typedef NoUnderlyingsArray |
Members
public NoUnderlyingsArray noUnderlyings
public inline PosUndInstrmtGrpObject()
typedef NoUnderlyingsArray
struct trader::Interface::PreAllocGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoAllocsArray noAllocs |
|
public inline PreAllocGrpObject() |
|
typedef NoAllocsArray |
Members
public NoAllocsArray noAllocs
public inline PreAllocGrpObject()
typedef NoAllocsArray
struct trader::Interface::PreAllocMlegGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoAllocsArray noAllocs |
|
public inline PreAllocMlegGrpObject() |
|
typedef NoAllocsArray |
Members
public NoAllocsArray noAllocs
public inline PreAllocMlegGrpObject()
typedef NoAllocsArray
struct trader::Interface::PriceLimitsObject
Summary
| Members | Descriptions |
|---|---|
public PriceLimitType priceLimitType |
|
public LowLimitPrice lowLimitPrice |
|
public HighLimitPrice highLimitPrice |
|
public TradingReferencePrice tradingReferencePrice |
|
public inline PriceLimitsObject() |
Members
public PriceLimitType priceLimitType
public LowLimitPrice lowLimitPrice
public HighLimitPrice highLimitPrice
public TradingReferencePrice tradingReferencePrice
public inline PriceLimitsObject()
struct trader::Interface::PtysSubGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoPartySubIDsArray noPartySubIDs |
|
public inline PtysSubGrpObject() |
|
typedef NoPartySubIDsArray |
Members
public NoPartySubIDsArray noPartySubIDs
public inline PtysSubGrpObject()
typedef NoPartySubIDsArray
struct trader::Interface::QuotCxlEntriesGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoQuoteEntriesArray noQuoteEntries |
|
public inline QuotCxlEntriesGrpObject() |
|
typedef NoQuoteEntriesArray |
Members
public NoQuoteEntriesArray noQuoteEntries
public inline QuotCxlEntriesGrpObject()
typedef NoQuoteEntriesArray
struct trader::Interface::QuoteCancelData
struct trader::Interface::QuoteCancelData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public QuoteReqID quoteReqID |
|
public QuoteID quoteID |
|
public QuoteMsgID quoteMsgID |
|
public QuoteCancelType quoteCancelType |
|
public QuoteResponseLevel quoteResponseLevel |
|
public PartiesObject parties |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public QuotCxlEntriesGrpObject quotCxlEntriesGrp |
|
public QuoteType quoteType |
|
public TargetPartiesObject targetParties |
|
public inline virtual enum MESSAGES GetType() |
Members
public QuoteReqID quoteReqID
public QuoteID quoteID
public QuoteMsgID quoteMsgID
public QuoteCancelType quoteCancelType
public QuoteResponseLevel quoteResponseLevel
public PartiesObject parties
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public QuotCxlEntriesGrpObject quotCxlEntriesGrp
public QuoteType quoteType
public TargetPartiesObject targetParties
public inline virtual enum MESSAGES GetType()
struct trader::Interface::QuoteData
struct trader::Interface::QuoteData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public QuoteReqID quoteReqID |
|
public QuoteID quoteID |
|
public QuoteMsgID quoteMsgID |
|
public QuoteRespID quoteRespID |
|
public QuoteType quoteType |
|
public PrivateQuote privateQuote |
|
public QuotQualGrpObject quotQualGrp |
|
public QuoteResponseLevel quoteResponseLevel |
|
public PartiesObject parties |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public Side side |
|
public OrderQtyDataObject orderQtyData |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public SettlDate2 settlDate2 |
|
public OrderQty2 orderQty2 |
|
public Currency currency |
|
public StipulationsObject stipulations |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public LegQuotGrpObject legQuotGrp |
|
public BidPx bidPx |
|
public OfferPx offerPx |
|
public MktBidPx mktBidPx |
|
public MktOfferPx mktOfferPx |
|
public MinBidSize minBidSize |
|
public BidSize bidSize |
|
public MinOfferSize minOfferSize |
|
public OfferSize offerSize |
|
public MinQty minQty |
|
public ValidUntilTime validUntilTime |
|
public BidSpotRate bidSpotRate |
|
public OfferSpotRate offerSpotRate |
|
public BidForwardPoints bidForwardPoints |
|
public OfferForwardPoints offerForwardPoints |
|
public BidSwapPoints bidSwapPoints |
|
public OfferSwapPoints offerSwapPoints |
|
public MidPx midPx |
|
public BidYield bidYield |
|
public MidYield midYield |
|
public OfferYield offerYield |
|
public TransactTime transactTime |
|
public OrdType ordType |
|
public BidForwardPoints2 bidForwardPoints2 |
|
public OfferForwardPoints2 offerForwardPoints2 |
|
public SettlCurrBidFxRate settlCurrBidFxRate |
|
public SettlCurrOfferFxRate settlCurrOfferFxRate |
|
public SettlCurrFxRateCalc settlCurrFxRateCalc |
|
public CommType commType |
|
public Commission commission |
|
public CustOrderCapacity custOrderCapacity |
|
public ExDestination exDestination |
|
public ExDestinationIDSource exDestinationIDSource |
|
public OrderCapacity orderCapacity |
|
public PriceType priceType |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public YieldDataObject yieldData |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public BookingType bookingType |
|
public OrderRestrictions orderRestrictions |
|
public SettlCurrency settlCurrency |
|
public RateSourceObject rateSource |
|
public inline virtual enum MESSAGES GetType() |
Members
public QuoteReqID quoteReqID
public QuoteID quoteID
public QuoteMsgID quoteMsgID
public QuoteRespID quoteRespID
public QuoteType quoteType
public PrivateQuote privateQuote
public QuotQualGrpObject quotQualGrp
public QuoteResponseLevel quoteResponseLevel
public PartiesObject parties
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public Side side
public OrderQtyDataObject orderQtyData
public SettlType settlType
public SettlDate settlDate
public SettlDate2 settlDate2
public OrderQty2 orderQty2
public Currency currency
public StipulationsObject stipulations
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public LegQuotGrpObject legQuotGrp
public BidPx bidPx
public OfferPx offerPx
public MktBidPx mktBidPx
public MktOfferPx mktOfferPx
public MinBidSize minBidSize
public BidSize bidSize
public MinOfferSize minOfferSize
public OfferSize offerSize
public MinQty minQty
public ValidUntilTime validUntilTime
public BidSpotRate bidSpotRate
public OfferSpotRate offerSpotRate
public BidForwardPoints bidForwardPoints
public OfferForwardPoints offerForwardPoints
public BidSwapPoints bidSwapPoints
public OfferSwapPoints offerSwapPoints
public MidPx midPx
public BidYield bidYield
public MidYield midYield
public OfferYield offerYield
public TransactTime transactTime
public OrdType ordType
public BidForwardPoints2 bidForwardPoints2
public OfferForwardPoints2 offerForwardPoints2
public SettlCurrBidFxRate settlCurrBidFxRate
public SettlCurrOfferFxRate settlCurrOfferFxRate
public SettlCurrFxRateCalc settlCurrFxRateCalc
public CommType commType
public Commission commission
public CustOrderCapacity custOrderCapacity
public ExDestination exDestination
public ExDestinationIDSource exDestinationIDSource
public OrderCapacity orderCapacity
public PriceType priceType
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public YieldDataObject yieldData
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public BookingType bookingType
public OrderRestrictions orderRestrictions
public SettlCurrency settlCurrency
public RateSourceObject rateSource
public inline virtual enum MESSAGES GetType()
struct trader::Interface::QuotEntryAckGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoQuoteEntriesArray noQuoteEntries |
|
public inline QuotEntryAckGrpObject() |
|
typedef NoQuoteEntriesArray |
Members
public NoQuoteEntriesArray noQuoteEntries
public inline QuotEntryAckGrpObject()
typedef NoQuoteEntriesArray
struct trader::Interface::QuotEntryGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoQuoteEntriesArray noQuoteEntries |
|
public inline QuotEntryGrpObject() |
|
typedef NoQuoteEntriesArray |
Members
public NoQuoteEntriesArray noQuoteEntries
public inline QuotEntryGrpObject()
typedef NoQuoteEntriesArray
struct trader::Interface::QuoteRequestData
struct trader::Interface::QuoteRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public QuoteReqID quoteReqID |
|
public RFQReqID rFQReqID |
|
public ClOrdID clOrdID |
|
public OrderCapacity orderCapacity |
|
public PrivateQuote privateQuote |
|
public RespondentType respondentType |
|
public PreTradeAnonymity preTradeAnonymity |
|
public RootPartiesObject rootParties |
|
public QuotReqGrpObject quotReqGrp |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public BookingType bookingType |
|
public OrderRestrictions orderRestrictions |
|
public inline QuoteRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public QuoteReqID quoteReqID
public RFQReqID rFQReqID
public ClOrdID clOrdID
public OrderCapacity orderCapacity
public PrivateQuote privateQuote
public RespondentType respondentType
public PreTradeAnonymity preTradeAnonymity
public RootPartiesObject rootParties
public QuotReqGrpObject quotReqGrp
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public BookingType bookingType
public OrderRestrictions orderRestrictions
public inline QuoteRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::QuoteRequestRejectData
struct trader::Interface::QuoteRequestRejectData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public QuoteReqID quoteReqID |
|
public RFQReqID rFQReqID |
|
public QuoteRequestRejectReason quoteRequestRejectReason |
|
public PrivateQuote privateQuote |
|
public RespondentType respondentType |
|
public PreTradeAnonymity preTradeAnonymity |
|
public RootPartiesObject rootParties |
|
public QuotReqRjctGrpObject quotReqRjctGrp |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline QuoteRequestRejectData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public QuoteReqID quoteReqID
public RFQReqID rFQReqID
public QuoteRequestRejectReason quoteRequestRejectReason
public PrivateQuote privateQuote
public RespondentType respondentType
public PreTradeAnonymity preTradeAnonymity
public RootPartiesObject rootParties
public QuotReqRjctGrpObject quotReqRjctGrp
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline QuoteRequestRejectData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::QuoteResponseData
struct trader::Interface::QuoteResponseData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public QuoteRespID quoteRespID |
|
public QuoteID quoteID |
|
public QuoteMsgID quoteMsgID |
|
public QuoteRespType quoteRespType |
|
public ClOrdID clOrdID |
|
public OrderCapacity orderCapacity |
|
public OrderRestrictions orderRestrictions |
|
public IOIID iOIID |
|
public QuoteType quoteType |
|
public PreTradeAnonymity preTradeAnonymity |
|
public QuotQualGrpObject quotQualGrp |
|
public PartiesObject parties |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public Side side |
|
public OrderQtyDataObject orderQtyData |
|
public MinQty minQty |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public SettlDate2 settlDate2 |
|
public OrderQty2 orderQty2 |
|
public Currency currency |
|
public StipulationsObject stipulations |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public LegQuotGrpObject legQuotGrp |
|
public BidPx bidPx |
|
public OfferPx offerPx |
|
public MktBidPx mktBidPx |
|
public MktOfferPx mktOfferPx |
|
public MinBidSize minBidSize |
|
public BidSize bidSize |
|
public MinOfferSize minOfferSize |
|
public OfferSize offerSize |
|
public ValidUntilTime validUntilTime |
|
public BidSpotRate bidSpotRate |
|
public OfferSpotRate offerSpotRate |
|
public BidForwardPoints bidForwardPoints |
|
public OfferForwardPoints offerForwardPoints |
|
public MidPx midPx |
|
public BidYield bidYield |
|
public MidYield midYield |
|
public OfferYield offerYield |
|
public TransactTime transactTime |
|
public OrdType ordType |
|
public BidForwardPoints2 bidForwardPoints2 |
|
public OfferForwardPoints2 offerForwardPoints2 |
|
public SettlCurrBidFxRate settlCurrBidFxRate |
|
public SettlCurrOfferFxRate settlCurrOfferFxRate |
|
public SettlCurrFxRateCalc settlCurrFxRateCalc |
|
public Commission commission |
|
public CommType commType |
|
public CustOrderCapacity custOrderCapacity |
|
public ExDestination exDestination |
|
public ExDestinationIDSource exDestinationIDSource |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public Price price |
|
public PriceType priceType |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public YieldDataObject yieldData |
|
public inline virtual enum MESSAGES GetType() |
Members
public QuoteRespID quoteRespID
public QuoteID quoteID
public QuoteMsgID quoteMsgID
public QuoteRespType quoteRespType
public ClOrdID clOrdID
public OrderCapacity orderCapacity
public OrderRestrictions orderRestrictions
public IOIID iOIID
public QuoteType quoteType
public PreTradeAnonymity preTradeAnonymity
public QuotQualGrpObject quotQualGrp
public PartiesObject parties
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public Side side
public OrderQtyDataObject orderQtyData
public MinQty minQty
public SettlType settlType
public SettlDate settlDate
public SettlDate2 settlDate2
public OrderQty2 orderQty2
public Currency currency
public StipulationsObject stipulations
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public LegQuotGrpObject legQuotGrp
public BidPx bidPx
public OfferPx offerPx
public MktBidPx mktBidPx
public MktOfferPx mktOfferPx
public MinBidSize minBidSize
public BidSize bidSize
public MinOfferSize minOfferSize
public OfferSize offerSize
public ValidUntilTime validUntilTime
public BidSpotRate bidSpotRate
public OfferSpotRate offerSpotRate
public BidForwardPoints bidForwardPoints
public OfferForwardPoints offerForwardPoints
public MidPx midPx
public BidYield bidYield
public MidYield midYield
public OfferYield offerYield
public TransactTime transactTime
public OrdType ordType
public BidForwardPoints2 bidForwardPoints2
public OfferForwardPoints2 offerForwardPoints2
public SettlCurrBidFxRate settlCurrBidFxRate
public SettlCurrOfferFxRate settlCurrOfferFxRate
public SettlCurrFxRateCalc settlCurrFxRateCalc
public Commission commission
public CommType commType
public CustOrderCapacity custOrderCapacity
public ExDestination exDestination
public ExDestinationIDSource exDestinationIDSource
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public Price price
public PriceType priceType
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public YieldDataObject yieldData
public inline virtual enum MESSAGES GetType()
struct trader::Interface::QuoteStatusReportData
struct trader::Interface::QuoteStatusReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public QuoteStatusReqID quoteStatusReqID |
|
public QuoteReqID quoteReqID |
|
public QuoteID quoteID |
|
public QuoteMsgID quoteMsgID |
|
public QuoteRespID quoteRespID |
|
public QuoteType quoteType |
|
public QuoteCancelType quoteCancelType |
|
public PartiesObject parties |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public Side side |
|
public OrderQtyDataObject orderQtyData |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public SettlDate2 settlDate2 |
|
public OrderQty2 orderQty2 |
|
public Currency currency |
|
public StipulationsObject stipulations |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public LegQuotStatGrpObject legQuotStatGrp |
|
public QuotQualGrpObject quotQualGrp |
|
public ExpireTime expireTime |
|
public Price price |
|
public PriceType priceType |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public YieldDataObject yieldData |
|
public BidPx bidPx |
|
public OfferPx offerPx |
|
public MktBidPx mktBidPx |
|
public MktOfferPx mktOfferPx |
|
public MinBidSize minBidSize |
|
public BidSize bidSize |
|
public MinOfferSize minOfferSize |
|
public OfferSize offerSize |
|
public MinQty minQty |
|
public ValidUntilTime validUntilTime |
|
public BidSpotRate bidSpotRate |
|
public OfferSpotRate offerSpotRate |
|
public BidForwardPoints bidForwardPoints |
|
public OfferForwardPoints offerForwardPoints |
|
public MidPx midPx |
|
public BidYield bidYield |
|
public MidYield midYield |
|
public OfferYield offerYield |
|
public TransactTime transactTime |
|
public OrdType ordType |
|
public BidForwardPoints2 bidForwardPoints2 |
|
public OfferForwardPoints2 offerForwardPoints2 |
|
public SettlCurrBidFxRate settlCurrBidFxRate |
|
public SettlCurrOfferFxRate settlCurrOfferFxRate |
|
public SettlCurrFxRateCalc settlCurrFxRateCalc |
|
public CommType commType |
|
public Commission commission |
|
public CustOrderCapacity custOrderCapacity |
|
public ExDestination exDestination |
|
public ExDestinationIDSource exDestinationIDSource |
|
public QuoteStatus quoteStatus |
|
public QuoteRejectReason quoteRejectReason |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public BookingType bookingType |
|
public OrderCapacity orderCapacity |
|
public OrderRestrictions orderRestrictions |
|
public TargetPartiesObject targetParties |
|
public inline virtual enum MESSAGES GetType() |
Members
public QuoteStatusReqID quoteStatusReqID
public QuoteReqID quoteReqID
public QuoteID quoteID
public QuoteMsgID quoteMsgID
public QuoteRespID quoteRespID
public QuoteType quoteType
public QuoteCancelType quoteCancelType
public PartiesObject parties
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public Side side
public OrderQtyDataObject orderQtyData
public SettlType settlType
public SettlDate settlDate
public SettlDate2 settlDate2
public OrderQty2 orderQty2
public Currency currency
public StipulationsObject stipulations
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public LegQuotStatGrpObject legQuotStatGrp
public QuotQualGrpObject quotQualGrp
public ExpireTime expireTime
public Price price
public PriceType priceType
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public YieldDataObject yieldData
public BidPx bidPx
public OfferPx offerPx
public MktBidPx mktBidPx
public MktOfferPx mktOfferPx
public MinBidSize minBidSize
public BidSize bidSize
public MinOfferSize minOfferSize
public OfferSize offerSize
public MinQty minQty
public ValidUntilTime validUntilTime
public BidSpotRate bidSpotRate
public OfferSpotRate offerSpotRate
public BidForwardPoints bidForwardPoints
public OfferForwardPoints offerForwardPoints
public MidPx midPx
public BidYield bidYield
public MidYield midYield
public OfferYield offerYield
public TransactTime transactTime
public OrdType ordType
public BidForwardPoints2 bidForwardPoints2
public OfferForwardPoints2 offerForwardPoints2
public SettlCurrBidFxRate settlCurrBidFxRate
public SettlCurrOfferFxRate settlCurrOfferFxRate
public SettlCurrFxRateCalc settlCurrFxRateCalc
public CommType commType
public Commission commission
public CustOrderCapacity custOrderCapacity
public ExDestination exDestination
public ExDestinationIDSource exDestinationIDSource
public QuoteStatus quoteStatus
public QuoteRejectReason quoteRejectReason
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public BookingType bookingType
public OrderCapacity orderCapacity
public OrderRestrictions orderRestrictions
public TargetPartiesObject targetParties
public inline virtual enum MESSAGES GetType()
struct trader::Interface::QuoteStatusRequestData
struct trader::Interface::QuoteStatusRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public QuoteStatusReqID quoteStatusReqID |
|
public QuoteID quoteID |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public PartiesObject parties |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public SubscriptionRequestType subscriptionRequestType |
|
public TargetPartiesObject targetParties |
|
public inline QuoteStatusRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public QuoteStatusReqID quoteStatusReqID
public QuoteID quoteID
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public PartiesObject parties
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public SubscriptionRequestType subscriptionRequestType
public TargetPartiesObject targetParties
public inline QuoteStatusRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::QuotQualGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoQuoteQualifiersArray noQuoteQualifiers |
|
public inline QuotQualGrpObject() |
|
typedef NoQuoteQualifiersArray |
Members
public NoQuoteQualifiersArray noQuoteQualifiers
public inline QuotQualGrpObject()
typedef NoQuoteQualifiersArray
struct trader::Interface::QuotReqGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoRelatedSymArray noRelatedSym |
|
public inline QuotReqGrpObject() |
|
typedef NoRelatedSymArray |
Members
public NoRelatedSymArray noRelatedSym
public inline QuotReqGrpObject()
typedef NoRelatedSymArray
struct trader::Interface::QuotReqLegsGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoLegsArray noLegs |
|
public inline QuotReqLegsGrpObject() |
|
typedef NoLegsArray |
Members
public NoLegsArray noLegs
public inline QuotReqLegsGrpObject()
typedef NoLegsArray
struct trader::Interface::QuotReqRjctGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoRelatedSymArray noRelatedSym |
|
public inline QuotReqRjctGrpObject() |
|
typedef NoRelatedSymArray |
Members
public NoRelatedSymArray noRelatedSym
public inline QuotReqRjctGrpObject()
typedef NoRelatedSymArray
struct trader::Interface::QuotSetAckGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoQuoteSetsArray noQuoteSets |
|
public inline QuotSetAckGrpObject() |
|
typedef NoQuoteSetsArray |
Members
public NoQuoteSetsArray noQuoteSets
public inline QuotSetAckGrpObject()
typedef NoQuoteSetsArray
struct trader::Interface::QuotSetGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoQuoteSetsArray noQuoteSets |
|
public inline QuotSetGrpObject() |
|
typedef NoQuoteSetsArray |
Members
public NoQuoteSetsArray noQuoteSets
public inline QuotSetGrpObject()
typedef NoQuoteSetsArray
struct trader::Interface::RateSourceObject
Summary
| Members | Descriptions |
|---|---|
public NoRateSourcesArray noRateSources |
|
public inline RateSourceObject() |
|
typedef NoRateSourcesArray |
Members
public NoRateSourcesArray noRateSources
public inline RateSourceObject()
typedef NoRateSourcesArray
struct trader::Interface::RegistrationInstructionsData
struct trader::Interface::RegistrationInstructionsData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public RegistID registID |
|
public RegistTransType registTransType |
|
public RegistRefID registRefID |
|
public ClOrdID clOrdID |
|
public PartiesObject parties |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public RegistAcctType registAcctType |
|
public TaxAdvantageType taxAdvantageType |
|
public OwnershipType ownershipType |
|
public RgstDtlsGrpObject rgstDtlsGrp |
|
public RgstDistInstGrpObject rgstDistInstGrp |
|
public inline virtual enum MESSAGES GetType() |
Members
public RegistID registID
public RegistTransType registTransType
public RegistRefID registRefID
public ClOrdID clOrdID
public PartiesObject parties
public Account account
public AcctIDSource acctIDSource
public RegistAcctType registAcctType
public TaxAdvantageType taxAdvantageType
public OwnershipType ownershipType
public RgstDtlsGrpObject rgstDtlsGrp
public RgstDistInstGrpObject rgstDistInstGrp
public inline virtual enum MESSAGES GetType()
struct trader::Interface::RegistrationInstructionsResponseData
struct trader::Interface::RegistrationInstructionsResponseData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public RegistID registID |
|
public RegistTransType registTransType |
|
public RegistRefID registRefID |
|
public ClOrdID clOrdID |
|
public PartiesObject parties |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public RegistStatus registStatus |
|
public RegistRejReasonCode registRejReasonCode |
|
public RegistRejReasonText registRejReasonText |
|
public inline virtual enum MESSAGES GetType() |
Members
public RegistID registID
public RegistTransType registTransType
public RegistRefID registRefID
public ClOrdID clOrdID
public PartiesObject parties
public Account account
public AcctIDSource acctIDSource
public RegistStatus registStatus
public RegistRejReasonCode registRejReasonCode
public RegistRejReasonText registRejReasonText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::RelSymDerivSecGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoRelatedSymArray noRelatedSym |
|
public inline RelSymDerivSecGrpObject() |
|
typedef NoRelatedSymArray |
Members
public NoRelatedSymArray noRelatedSym
public inline RelSymDerivSecGrpObject()
typedef NoRelatedSymArray
struct trader::Interface::RelSymDerivSecUpdGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoRelatedSymArray noRelatedSym |
|
public inline RelSymDerivSecUpdGrpObject() |
|
typedef NoRelatedSymArray |
Members
public NoRelatedSymArray noRelatedSym
public inline RelSymDerivSecUpdGrpObject()
typedef NoRelatedSymArray
struct trader::Interface::RequestForPositionsAckData
struct trader::Interface::RequestForPositionsAckData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public PosMaintRptID posMaintRptID |
|
public PosReqID posReqID |
|
public TotalNumPosReports totalNumPosReports |
|
public UnsolicitedIndicator unsolicitedIndicator |
|
public PosReqResult posReqResult |
|
public PosReqStatus posReqStatus |
|
public PosReqType posReqType |
|
public MatchStatus matchStatus |
|
public ClearingBusinessDate clearingBusinessDate |
|
public SubscriptionRequestType subscriptionRequestType |
|
public SettlSessID settlSessID |
|
public SettlSessSubID settlSessSubID |
|
public SettlCurrency settlCurrency |
|
public PartiesObject parties |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public InstrumentObject instrument |
|
public Currency currency |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public ResponseTransportType responseTransportType |
|
public ResponseDestination responseDestination |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline RequestForPositionsAckData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public PosMaintRptID posMaintRptID
public PosReqID posReqID
public TotalNumPosReports totalNumPosReports
public UnsolicitedIndicator unsolicitedIndicator
public PosReqResult posReqResult
public PosReqStatus posReqStatus
public PosReqType posReqType
public MatchStatus matchStatus
public ClearingBusinessDate clearingBusinessDate
public SubscriptionRequestType subscriptionRequestType
public SettlSessID settlSessID
public SettlSessSubID settlSessSubID
public SettlCurrency settlCurrency
public PartiesObject parties
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public InstrumentObject instrument
public Currency currency
public InstrmtLegGrpObject instrmtLegGrp
public UndInstrmtGrpObject undInstrmtGrp
public ResponseTransportType responseTransportType
public ResponseDestination responseDestination
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline RequestForPositionsAckData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::RequestForPositionsData
struct trader::Interface::RequestForPositionsData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public PosReqID posReqID |
|
public PosReqType posReqType |
|
public MatchStatus matchStatus |
|
public SubscriptionRequestType subscriptionRequestType |
|
public SettlCurrency settlCurrency |
|
public PartiesObject parties |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public InstrumentObject instrument |
|
public Currency currency |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public ClearingBusinessDate clearingBusinessDate |
|
public SettlSessID settlSessID |
|
public SettlSessSubID settlSessSubID |
|
public TrdgSesGrpObject trdgSesGrp |
|
public TransactTime transactTime |
|
public ResponseTransportType responseTransportType |
|
public ResponseDestination responseDestination |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline RequestForPositionsData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public PosReqID posReqID
public PosReqType posReqType
public MatchStatus matchStatus
public SubscriptionRequestType subscriptionRequestType
public SettlCurrency settlCurrency
public PartiesObject parties
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public InstrumentObject instrument
public Currency currency
public InstrmtLegGrpObject instrmtLegGrp
public UndInstrmtGrpObject undInstrmtGrp
public ClearingBusinessDate clearingBusinessDate
public SettlSessID settlSessID
public SettlSessSubID settlSessSubID
public TrdgSesGrpObject trdgSesGrp
public TransactTime transactTime
public ResponseTransportType responseTransportType
public ResponseDestination responseDestination
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline RequestForPositionsData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::RFQReqGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoRelatedSymArray noRelatedSym |
|
public inline RFQReqGrpObject() |
|
typedef NoRelatedSymArray |
Members
public NoRelatedSymArray noRelatedSym
public inline RFQReqGrpObject()
typedef NoRelatedSymArray
struct trader::Interface::RFQRequestData
struct trader::Interface::RFQRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public RFQReqID rFQReqID |
|
public PartiesObject parties |
|
public RFQReqGrpObject rFQReqGrp |
|
public SubscriptionRequestType subscriptionRequestType |
|
public PrivateQuote privateQuote |
|
public inline RFQRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public RFQReqID rFQReqID
public PartiesObject parties
public RFQReqGrpObject rFQReqGrp
public SubscriptionRequestType subscriptionRequestType
public PrivateQuote privateQuote
public inline RFQRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::RgstDistInstGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoDistribInstsArray noDistribInsts |
|
public inline RgstDistInstGrpObject() |
|
typedef NoDistribInstsArray |
Members
public NoDistribInstsArray noDistribInsts
public inline RgstDistInstGrpObject()
typedef NoDistribInstsArray
struct trader::Interface::RgstDtlsGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoRegistDtlsArray noRegistDtls |
|
public inline RgstDtlsGrpObject() |
|
typedef NoRegistDtlsArray |
Members
public NoRegistDtlsArray noRegistDtls
public inline RgstDtlsGrpObject()
typedef NoRegistDtlsArray
struct trader::Interface::RootPartiesObject
Summary
| Members | Descriptions |
|---|---|
public NoRootPartyIDsArray noRootPartyIDs |
|
public inline RootPartiesObject() |
|
typedef NoRootPartyIDsArray |
Members
public NoRootPartyIDsArray noRootPartyIDs
public inline RootPartiesObject()
typedef NoRootPartyIDsArray
struct trader::Interface::RootSubPartiesObject
Summary
| Members | Descriptions |
|---|---|
public NoRootPartySubIDsArray noRootPartySubIDs |
|
public inline RootSubPartiesObject() |
|
typedef NoRootPartySubIDsArray |
Members
public NoRootPartySubIDsArray noRootPartySubIDs
public inline RootSubPartiesObject()
typedef NoRootPartySubIDsArray
struct trader::Interface::RoutingGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoRoutingIDsArray noRoutingIDs |
|
public inline RoutingGrpObject() |
|
typedef NoRoutingIDsArray |
Members
public NoRoutingIDsArray noRoutingIDs
public inline RoutingGrpObject()
typedef NoRoutingIDsArray
struct trader::Interface::SecAltIDGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoSecurityAltIDArray noSecurityAltID |
|
public inline SecAltIDGrpObject() |
|
typedef NoSecurityAltIDArray |
Members
public NoSecurityAltIDArray noSecurityAltID
public inline SecAltIDGrpObject()
typedef NoSecurityAltIDArray
struct trader::Interface::SecListGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoRelatedSymArray noRelatedSym |
|
public inline SecListGrpObject() |
|
typedef NoRelatedSymArray |
Members
public NoRelatedSymArray noRelatedSym
public inline SecListGrpObject()
typedef NoRelatedSymArray
struct trader::Interface::SecLstUpdRelSymGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoRelatedSymArray noRelatedSym |
|
public inline SecLstUpdRelSymGrpObject() |
|
typedef NoRelatedSymArray |
Members
public NoRelatedSymArray noRelatedSym
public inline SecLstUpdRelSymGrpObject()
typedef NoRelatedSymArray
struct trader::Interface::SecLstUpdRelSymsLegGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoLegsArray noLegs |
|
public inline SecLstUpdRelSymsLegGrpObject() |
|
typedef NoLegsArray |
Members
public NoLegsArray noLegs
public inline SecLstUpdRelSymsLegGrpObject()
typedef NoLegsArray
struct trader::Interface::SecondaryPriceLimitsObject
Summary
| Members | Descriptions |
|---|---|
public SecondaryPriceLimitType secondaryPriceLimitType |
|
public SecondaryLowLimitPrice secondaryLowLimitPrice |
|
public SecondaryHighLimitPrice secondaryHighLimitPrice |
|
public SecondaryTradingReferencePrice secondaryTradingReferencePrice |
|
public inline SecondaryPriceLimitsObject() |
Members
public SecondaryPriceLimitType secondaryPriceLimitType
public SecondaryLowLimitPrice secondaryLowLimitPrice
public SecondaryHighLimitPrice secondaryHighLimitPrice
public SecondaryTradingReferencePrice secondaryTradingReferencePrice
public inline SecondaryPriceLimitsObject()
struct trader::Interface::SecSizesGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoOfSecSizesArray noOfSecSizes |
|
public inline SecSizesGrpObject() |
|
typedef NoOfSecSizesArray |
Members
public NoOfSecSizesArray noOfSecSizes
public inline SecSizesGrpObject()
typedef NoOfSecSizesArray
struct trader::Interface::SecTypesGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoSecurityTypesArray noSecurityTypes |
|
public inline SecTypesGrpObject() |
|
typedef NoSecurityTypesArray |
Members
public NoSecurityTypesArray noSecurityTypes
public inline SecTypesGrpObject()
typedef NoSecurityTypesArray
struct trader::Interface::SecurityDefinitionData
struct trader::Interface::SecurityDefinitionData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public SecurityReportID securityReportID |
|
public ClearingBusinessDate clearingBusinessDate |
|
public SecurityReqID securityReqID |
|
public SecurityResponseID securityResponseID |
|
public SecurityResponseType securityResponseType |
|
public CorporateAction corporateAction |
|
public InstrumentObject instrument |
|
public InstrumentExtensionObject instrumentExtension |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public Currency currency |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public StipulationsObject stipulations |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public YieldDataObject yieldData |
|
public MarketSegmentGrpObject marketSegmentGrp |
|
public TransactTime transactTime |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public SecurityReportID securityReportID
public ClearingBusinessDate clearingBusinessDate
public SecurityReqID securityReqID
public SecurityResponseID securityResponseID
public SecurityResponseType securityResponseType
public CorporateAction corporateAction
public InstrumentObject instrument
public InstrumentExtensionObject instrumentExtension
public UndInstrmtGrpObject undInstrmtGrp
public Currency currency
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public StipulationsObject stipulations
public InstrmtLegGrpObject instrmtLegGrp
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public YieldDataObject yieldData
public MarketSegmentGrpObject marketSegmentGrp
public TransactTime transactTime
public inline virtual enum MESSAGES GetType()
struct trader::Interface::SecurityDefinitionRequestData
struct trader::Interface::SecurityDefinitionRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public SecurityReqID securityReqID |
|
public SecurityRequestType securityRequestType |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public InstrumentObject instrument |
|
public InstrumentExtensionObject instrumentExtension |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public Currency currency |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public StipulationsObject stipulations |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public YieldDataObject yieldData |
|
public ExpirationCycle expirationCycle |
|
public SubscriptionRequestType subscriptionRequestType |
|
public inline SecurityDefinitionRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public SecurityReqID securityReqID
public SecurityRequestType securityRequestType
public MarketID marketID
public MarketSegmentID marketSegmentID
public InstrumentObject instrument
public InstrumentExtensionObject instrumentExtension
public UndInstrmtGrpObject undInstrmtGrp
public Currency currency
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public StipulationsObject stipulations
public InstrmtLegGrpObject instrmtLegGrp
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public YieldDataObject yieldData
public ExpirationCycle expirationCycle
public SubscriptionRequestType subscriptionRequestType
public inline SecurityDefinitionRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::SecurityDefinitionUpdateReportData
struct trader::Interface::SecurityDefinitionUpdateReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public SecurityReportID securityReportID |
|
public SecurityReqID securityReqID |
|
public SecurityResponseID securityResponseID |
|
public SecurityResponseType securityResponseType |
|
public ClearingBusinessDate clearingBusinessDate |
|
public SecurityUpdateAction securityUpdateAction |
|
public CorporateAction corporateAction |
|
public InstrumentObject instrument |
|
public InstrumentExtensionObject instrumentExtension |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public Currency currency |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public StipulationsObject stipulations |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public YieldDataObject yieldData |
|
public MarketSegmentGrpObject marketSegmentGrp |
|
public TransactTime transactTime |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public SecurityReportID securityReportID
public SecurityReqID securityReqID
public SecurityResponseID securityResponseID
public SecurityResponseType securityResponseType
public ClearingBusinessDate clearingBusinessDate
public SecurityUpdateAction securityUpdateAction
public CorporateAction corporateAction
public InstrumentObject instrument
public InstrumentExtensionObject instrumentExtension
public UndInstrmtGrpObject undInstrmtGrp
public Currency currency
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public StipulationsObject stipulations
public InstrmtLegGrpObject instrmtLegGrp
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public YieldDataObject yieldData
public MarketSegmentGrpObject marketSegmentGrp
public TransactTime transactTime
public inline virtual enum MESSAGES GetType()
struct trader::Interface::SecurityListData
struct trader::Interface::SecurityListData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public SecurityReportID securityReportID |
|
public ClearingBusinessDate clearingBusinessDate |
|
public SecurityReqID securityReqID |
|
public SecurityResponseID securityResponseID |
|
public SecurityRequestResult securityRequestResult |
|
public TotNoRelatedSym totNoRelatedSym |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public LastFragment lastFragment |
|
public SecListGrpObject secListGrp |
|
public SecurityListID securityListID |
|
public SecurityListRefID securityListRefID |
|
public SecurityListDesc securityListDesc |
|
public EncodedSecurityListDescLen encodedSecurityListDescLen |
|
public EncodedSecurityListDesc encodedSecurityListDesc |
|
public SecurityListType securityListType |
|
public SecurityListTypeSource securityListTypeSource |
|
public TransactTime transactTime |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public SecurityReportID securityReportID
public ClearingBusinessDate clearingBusinessDate
public SecurityReqID securityReqID
public SecurityResponseID securityResponseID
public SecurityRequestResult securityRequestResult
public TotNoRelatedSym totNoRelatedSym
public MarketID marketID
public MarketSegmentID marketSegmentID
public LastFragment lastFragment
public SecListGrpObject secListGrp
public SecurityListID securityListID
public SecurityListRefID securityListRefID
public SecurityListDesc securityListDesc
public EncodedSecurityListDescLen encodedSecurityListDescLen
public EncodedSecurityListDesc encodedSecurityListDesc
public SecurityListType securityListType
public SecurityListTypeSource securityListTypeSource
public TransactTime transactTime
public inline virtual enum MESSAGES GetType()
struct trader::Interface::SecurityListRequestData
struct trader::Interface::SecurityListRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public SecurityReqID securityReqID |
|
public SecurityListRequestType securityListRequestType |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public InstrumentObject instrument |
|
public InstrumentExtensionObject instrumentExtension |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public Currency currency |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public SubscriptionRequestType subscriptionRequestType |
|
public SecurityListID securityListID |
|
public SecurityListType securityListType |
|
public SecurityListTypeSource securityListTypeSource |
|
public inline SecurityListRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public SecurityReqID securityReqID
public SecurityListRequestType securityListRequestType
public MarketID marketID
public MarketSegmentID marketSegmentID
public InstrumentObject instrument
public InstrumentExtensionObject instrumentExtension
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public Currency currency
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public SubscriptionRequestType subscriptionRequestType
public SecurityListID securityListID
public SecurityListType securityListType
public SecurityListTypeSource securityListTypeSource
public inline SecurityListRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::SecurityListUpdateReportData
struct trader::Interface::SecurityListUpdateReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public SecurityReportID securityReportID |
|
public SecurityReqID securityReqID |
|
public SecurityResponseID securityResponseID |
|
public SecurityRequestResult securityRequestResult |
|
public TotNoRelatedSym totNoRelatedSym |
|
public ClearingBusinessDate clearingBusinessDate |
|
public SecurityUpdateAction securityUpdateAction |
|
public CorporateAction corporateAction |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public LastFragment lastFragment |
|
public SecLstUpdRelSymGrpObject secLstUpdRelSymGrp |
|
public SecurityListID securityListID |
|
public SecurityListRefID securityListRefID |
|
public SecurityListDesc securityListDesc |
|
public EncodedSecurityListDescLen encodedSecurityListDescLen |
|
public EncodedSecurityListDesc encodedSecurityListDesc |
|
public SecurityListType securityListType |
|
public SecurityListTypeSource securityListTypeSource |
|
public TransactTime transactTime |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public SecurityReportID securityReportID
public SecurityReqID securityReqID
public SecurityResponseID securityResponseID
public SecurityRequestResult securityRequestResult
public TotNoRelatedSym totNoRelatedSym
public ClearingBusinessDate clearingBusinessDate
public SecurityUpdateAction securityUpdateAction
public CorporateAction corporateAction
public MarketID marketID
public MarketSegmentID marketSegmentID
public LastFragment lastFragment
public SecLstUpdRelSymGrpObject secLstUpdRelSymGrp
public SecurityListID securityListID
public SecurityListRefID securityListRefID
public SecurityListDesc securityListDesc
public EncodedSecurityListDescLen encodedSecurityListDescLen
public EncodedSecurityListDesc encodedSecurityListDesc
public SecurityListType securityListType
public SecurityListTypeSource securityListTypeSource
public TransactTime transactTime
public inline virtual enum MESSAGES GetType()
struct trader::Interface::SecurityStatusData
struct trader::Interface::SecurityStatusData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public SecurityStatusReqID securityStatusReqID |
|
public InstrumentObject instrument |
|
public InstrumentExtensionObject instrumentExtension |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public Currency currency |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public UnsolicitedIndicator unsolicitedIndicator |
|
public SecurityTradingStatus securityTradingStatus |
|
public SecurityTradingEvent securityTradingEvent |
|
public FinancialStatus financialStatus |
|
public CorporateAction corporateAction |
|
public HaltReasonInt haltReasonInt |
|
public InViewOfCommon inViewOfCommon |
|
public DueToRelated dueToRelated |
|
public MDBookType mDBookType |
|
public MarketDepth marketDepth |
|
public BuyVolume buyVolume |
|
public SellVolume sellVolume |
|
public HighPx highPx |
|
public LowPx lowPx |
|
public LastPx lastPx |
|
public TransactTime transactTime |
|
public Adjustment adjustment |
|
public FirstPx firstPx |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public SecurityStatusReqID securityStatusReqID
public InstrumentObject instrument
public InstrumentExtensionObject instrumentExtension
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public Currency currency
public MarketID marketID
public MarketSegmentID marketSegmentID
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public UnsolicitedIndicator unsolicitedIndicator
public SecurityTradingStatus securityTradingStatus
public SecurityTradingEvent securityTradingEvent
public FinancialStatus financialStatus
public CorporateAction corporateAction
public HaltReasonInt haltReasonInt
public InViewOfCommon inViewOfCommon
public DueToRelated dueToRelated
public MDBookType mDBookType
public MarketDepth marketDepth
public BuyVolume buyVolume
public SellVolume sellVolume
public HighPx highPx
public LowPx lowPx
public LastPx lastPx
public TransactTime transactTime
public Adjustment adjustment
public FirstPx firstPx
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::SecurityStatusRequestData
struct trader::Interface::SecurityStatusRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public SecurityStatusReqID securityStatusReqID |
|
public InstrumentObject instrument |
|
public InstrumentExtensionObject instrumentExtension |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public Currency currency |
|
public SubscriptionRequestType subscriptionRequestType |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public inline SecurityStatusRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public SecurityStatusReqID securityStatusReqID
public InstrumentObject instrument
public InstrumentExtensionObject instrumentExtension
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public Currency currency
public SubscriptionRequestType subscriptionRequestType
public MarketID marketID
public MarketSegmentID marketSegmentID
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public inline SecurityStatusRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::SecurityTradingRulesObject
Summary
| Members | Descriptions |
|---|---|
public BaseTradingRulesObject baseTradingRules |
|
public TradingSessionRulesGrpObject tradingSessionRulesGrp |
|
public NestedInstrumentAttributeObject nestedInstrumentAttribute |
|
public inline SecurityTradingRulesObject() |
Members
public BaseTradingRulesObject baseTradingRules
public TradingSessionRulesGrpObject tradingSessionRulesGrp
public NestedInstrumentAttributeObject nestedInstrumentAttribute
public inline SecurityTradingRulesObject()
struct trader::Interface::SecurityTypeRequestData
struct trader::Interface::SecurityTypeRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public SecurityReqID securityReqID |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public Product product |
|
public SecurityType securityType |
|
public SecuritySubType securitySubType |
|
public inline SecurityTypeRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public SecurityReqID securityReqID
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public MarketID marketID
public MarketSegmentID marketSegmentID
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public Product product
public SecurityType securityType
public SecuritySubType securitySubType
public inline SecurityTypeRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::SecurityTypesData
struct trader::Interface::SecurityTypesData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public SecurityReqID securityReqID |
|
public SecurityResponseID securityResponseID |
|
public SecurityResponseType securityResponseType |
|
public TotNoSecurityTypes totNoSecurityTypes |
|
public LastFragment lastFragment |
|
public SecTypesGrpObject secTypesGrp |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public SubscriptionRequestType subscriptionRequestType |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public SecurityReqID securityReqID
public SecurityResponseID securityResponseID
public SecurityResponseType securityResponseType
public TotNoSecurityTypes totNoSecurityTypes
public LastFragment lastFragment
public SecTypesGrpObject secTypesGrp
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public MarketID marketID
public MarketSegmentID marketSegmentID
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public SubscriptionRequestType subscriptionRequestType
public inline virtual enum MESSAGES GetType()
struct trader::Interface::SecurityXMLObject
Summary
| Members | Descriptions |
|---|---|
public SecurityXMLLen securityXMLLen |
|
public SecurityXML securityXML |
|
public SecurityXMLSchema securityXMLSchema |
|
public inline SecurityXMLObject() |
Members
public SecurityXMLLen securityXMLLen
public SecurityXML securityXML
public SecurityXMLSchema securityXMLSchema
public inline SecurityXMLObject()
struct trader::Interface::SettlDetailsObject
Summary
| Members | Descriptions |
|---|---|
public NoSettlDetailsArray noSettlDetails |
|
public inline SettlDetailsObject() |
|
typedef NoSettlDetailsArray |
Members
public NoSettlDetailsArray noSettlDetails
public inline SettlDetailsObject()
typedef NoSettlDetailsArray
struct trader::Interface::SettlementInstructionRequestData
struct trader::Interface::SettlementInstructionRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public SettlInstReqID settlInstReqID |
|
public TransactTime transactTime |
|
public PartiesObject parties |
|
public AllocAccount allocAccount |
|
public AllocAcctIDSource allocAcctIDSource |
|
public Side side |
|
public Product product |
|
public SecurityType securityType |
|
public CFICode cFICode |
|
public SettlCurrency settlCurrency |
|
public EffectiveTime effectiveTime |
|
public ExpireTime expireTime |
|
public LastUpdateTime lastUpdateTime |
|
public StandInstDbType standInstDbType |
|
public StandInstDbName standInstDbName |
|
public StandInstDbID standInstDbID |
|
public inline SettlementInstructionRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public SettlInstReqID settlInstReqID
public TransactTime transactTime
public PartiesObject parties
public AllocAccount allocAccount
public AllocAcctIDSource allocAcctIDSource
public Side side
public Product product
public SecurityType securityType
public CFICode cFICode
public SettlCurrency settlCurrency
public EffectiveTime effectiveTime
public ExpireTime expireTime
public LastUpdateTime lastUpdateTime
public StandInstDbType standInstDbType
public StandInstDbName standInstDbName
public StandInstDbID standInstDbID
public inline SettlementInstructionRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::SettlementInstructionsData
struct trader::Interface::SettlementInstructionsData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public SettlInstMsgID settlInstMsgID |
|
public SettlInstReqID settlInstReqID |
|
public SettlInstMode settlInstMode |
|
public SettlInstReqRejCode settlInstReqRejCode |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public ClOrdID clOrdID |
|
public TransactTime transactTime |
|
public SettlInstGrpObject settlInstGrp |
|
public inline virtual enum MESSAGES GetType() |
Members
public SettlInstMsgID settlInstMsgID
public SettlInstReqID settlInstReqID
public SettlInstMode settlInstMode
public SettlInstReqRejCode settlInstReqRejCode
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public ClOrdID clOrdID
public TransactTime transactTime
public SettlInstGrpObject settlInstGrp
public inline virtual enum MESSAGES GetType()
struct trader::Interface::SettlementObligationReportData
struct trader::Interface::SettlementObligationReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public ClearingBusinessDate clearingBusinessDate |
|
public SettlementCycleNo settlementCycleNo |
|
public SettlObligMsgID settlObligMsgID |
|
public SettlObligMode settlObligMode |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public TransactTime transactTime |
|
public SettlObligationInstructionsObject settlObligationInstructions |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public ClearingBusinessDate clearingBusinessDate
public SettlementCycleNo settlementCycleNo
public SettlObligMsgID settlObligMsgID
public SettlObligMode settlObligMode
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public TransactTime transactTime
public SettlObligationInstructionsObject settlObligationInstructions
public inline virtual enum MESSAGES GetType()
struct trader::Interface::SettlInstGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoSettlInstArray noSettlInst |
|
public inline SettlInstGrpObject() |
|
typedef NoSettlInstArray |
Members
public NoSettlInstArray noSettlInst
public inline SettlInstGrpObject()
typedef NoSettlInstArray
struct trader::Interface::SettlInstructionsDataObject
Summary
| Members | Descriptions |
|---|---|
public SettlDeliveryType settlDeliveryType |
|
public StandInstDbType standInstDbType |
|
public StandInstDbName standInstDbName |
|
public StandInstDbID standInstDbID |
|
public DlvyInstGrpObject dlvyInstGrp |
|
public inline SettlInstructionsDataObject() |
Members
public SettlDeliveryType settlDeliveryType
public StandInstDbType standInstDbType
public StandInstDbName standInstDbName
public StandInstDbID standInstDbID
public DlvyInstGrpObject dlvyInstGrp
public inline SettlInstructionsDataObject()
struct trader::Interface::SettlObligationInstructionsObject
Summary
| Members | Descriptions |
|---|---|
public NoSettlObligArray noSettlOblig |
|
public inline SettlObligationInstructionsObject() |
|
typedef NoSettlObligArray |
Members
public NoSettlObligArray noSettlOblig
public inline SettlObligationInstructionsObject()
typedef NoSettlObligArray
struct trader::Interface::SettlPartiesObject
Summary
| Members | Descriptions |
|---|---|
public NoSettlPartyIDsArray noSettlPartyIDs |
|
public inline SettlPartiesObject() |
|
typedef NoSettlPartyIDsArray |
Members
public NoSettlPartyIDsArray noSettlPartyIDs
public inline SettlPartiesObject()
typedef NoSettlPartyIDsArray
struct trader::Interface::SettlPtysSubGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoSettlPartySubIDsArray noSettlPartySubIDs |
|
public inline SettlPtysSubGrpObject() |
|
typedef NoSettlPartySubIDsArray |
Members
public NoSettlPartySubIDsArray noSettlPartySubIDs
public inline SettlPtysSubGrpObject()
typedef NoSettlPartySubIDsArray
struct trader::Interface::SideCrossOrdCxlGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoSidesArray noSides |
|
public inline SideCrossOrdCxlGrpObject() |
|
typedef NoSidesArray |
Members
public NoSidesArray noSides
public inline SideCrossOrdCxlGrpObject()
typedef NoSidesArray
struct trader::Interface::SideCrossOrdModGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoSidesArray noSides |
|
public inline SideCrossOrdModGrpObject() |
|
typedef NoSidesArray |
Members
public NoSidesArray noSides
public inline SideCrossOrdModGrpObject()
typedef NoSidesArray
struct trader::Interface::SideTrdRegTSObject
Summary
| Members | Descriptions |
|---|---|
public NoSideTrdRegTSArray noSideTrdRegTS |
|
public inline SideTrdRegTSObject() |
|
typedef NoSideTrdRegTSArray |
Members
public NoSideTrdRegTSArray noSideTrdRegTS
public inline SideTrdRegTSObject()
typedef NoSideTrdRegTSArray
struct trader::Interface::SpreadOrBenchmarkCurveDataObject
Summary
| Members | Descriptions |
|---|---|
public Spread spread |
|
public BenchmarkCurveCurrency benchmarkCurveCurrency |
|
public BenchmarkCurveName benchmarkCurveName |
|
public BenchmarkCurvePoint benchmarkCurvePoint |
|
public BenchmarkPrice benchmarkPrice |
|
public BenchmarkPriceType benchmarkPriceType |
|
public BenchmarkSecurityID benchmarkSecurityID |
|
public BenchmarkSecurityIDSource benchmarkSecurityIDSource |
|
public inline SpreadOrBenchmarkCurveDataObject() |
Members
public Spread spread
public BenchmarkCurveCurrency benchmarkCurveCurrency
public BenchmarkCurveName benchmarkCurveName
public BenchmarkCurvePoint benchmarkCurvePoint
public BenchmarkPrice benchmarkPrice
public BenchmarkPriceType benchmarkPriceType
public BenchmarkSecurityID benchmarkSecurityID
public BenchmarkSecurityIDSource benchmarkSecurityIDSource
public inline SpreadOrBenchmarkCurveDataObject()
struct trader::Interface::StatsIndGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoStatsIndicatorsArray noStatsIndicators |
|
public inline StatsIndGrpObject() |
|
typedef NoStatsIndicatorsArray |
Members
public NoStatsIndicatorsArray noStatsIndicators
public inline StatsIndGrpObject()
typedef NoStatsIndicatorsArray
struct trader::Interface::StipulationsObject
Summary
| Members | Descriptions |
|---|---|
public NoStipulationsArray noStipulations |
|
public inline StipulationsObject() |
|
typedef NoStipulationsArray |
Members
public NoStipulationsArray noStipulations
public inline StipulationsObject()
typedef NoStipulationsArray
struct trader::Interface::StrategyParametersGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoStrategyParametersArray noStrategyParameters |
|
public inline StrategyParametersGrpObject() |
|
typedef NoStrategyParametersArray |
Members
public NoStrategyParametersArray noStrategyParameters
public inline StrategyParametersGrpObject()
typedef NoStrategyParametersArray
struct trader::Interface::StreamAssignmentReportACKData
struct trader::Interface::StreamAssignmentReportACKData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public StreamAsgnAckType streamAsgnAckType |
|
public StreamAsgnRptID streamAsgnRptID |
|
public StreamAsgnRejReason streamAsgnRejReason |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public StreamAsgnAckType streamAsgnAckType
public StreamAsgnRptID streamAsgnRptID
public StreamAsgnRejReason streamAsgnRejReason
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::StreamAssignmentReportData
struct trader::Interface::StreamAssignmentReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public StreamAsgnRptID streamAsgnRptID |
|
public StreamAsgnReqType streamAsgnReqType |
|
public StreamAsgnReqID streamAsgnReqID |
|
public StrmAsgnRptGrpObject strmAsgnRptGrp |
|
public inline virtual enum MESSAGES GetType() |
Members
public StreamAsgnRptID streamAsgnRptID
public StreamAsgnReqType streamAsgnReqType
public StreamAsgnReqID streamAsgnReqID
public StrmAsgnRptGrpObject strmAsgnRptGrp
public inline virtual enum MESSAGES GetType()
struct trader::Interface::StreamAssignmentRequestData
struct trader::Interface::StreamAssignmentRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public StreamAsgnReqID streamAsgnReqID |
|
public StreamAsgnReqType streamAsgnReqType |
|
public StrmAsgnReqGrpObject strmAsgnReqGrp |
|
public inline StreamAssignmentRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public StreamAsgnReqID streamAsgnReqID
public StreamAsgnReqType streamAsgnReqType
public StrmAsgnReqGrpObject strmAsgnReqGrp
public inline StreamAssignmentRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::StrikeRulesObject
Summary
| Members | Descriptions |
|---|---|
public NoStrikeRulesArray noStrikeRules |
|
public inline StrikeRulesObject() |
|
typedef NoStrikeRulesArray |
Members
public NoStrikeRulesArray noStrikeRules
public inline StrikeRulesObject()
typedef NoStrikeRulesArray
struct trader::Interface::StrmAsgnReqGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoAsgnReqsArray noAsgnReqs |
|
public inline StrmAsgnReqGrpObject() |
|
typedef NoAsgnReqsArray |
Members
public NoAsgnReqsArray noAsgnReqs
public inline StrmAsgnReqGrpObject()
typedef NoAsgnReqsArray
struct trader::Interface::StrmAsgnReqInstrmtGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoRelatedSymArray noRelatedSym |
|
public inline StrmAsgnReqInstrmtGrpObject() |
|
typedef NoRelatedSymArray |
Members
public NoRelatedSymArray noRelatedSym
public inline StrmAsgnReqInstrmtGrpObject()
typedef NoRelatedSymArray
struct trader::Interface::StrmAsgnRptGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoAsgnReqsArray noAsgnReqs |
|
public inline StrmAsgnRptGrpObject() |
|
typedef NoAsgnReqsArray |
Members
public NoAsgnReqsArray noAsgnReqs
public inline StrmAsgnRptGrpObject()
typedef NoAsgnReqsArray
struct trader::Interface::StrmAsgnRptInstrmtGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoRelatedSymArray noRelatedSym |
|
public inline StrmAsgnRptInstrmtGrpObject() |
|
typedef NoRelatedSymArray |
Members
public NoRelatedSymArray noRelatedSym
public inline StrmAsgnRptInstrmtGrpObject()
typedef NoRelatedSymArray
struct trader::Interface::TargetPartiesObject
Summary
| Members | Descriptions |
|---|---|
public NoTargetPartyIDsArray noTargetPartyIDs |
|
public inline TargetPartiesObject() |
|
typedef NoTargetPartyIDsArray |
Members
public NoTargetPartyIDsArray noTargetPartyIDs
public inline TargetPartiesObject()
typedef NoTargetPartyIDsArray
struct trader::Interface::TickRulesObject
Summary
| Members | Descriptions |
|---|---|
public NoTickRulesArray noTickRules |
|
public inline TickRulesObject() |
|
typedef NoTickRulesArray |
Members
public NoTickRulesArray noTickRules
public inline TickRulesObject()
typedef NoTickRulesArray
struct trader::Interface::TimeInForceRulesObject
Summary
| Members | Descriptions |
|---|---|
public NoTimeInForceRulesArray noTimeInForceRules |
|
public inline TimeInForceRulesObject() |
|
typedef NoTimeInForceRulesArray |
Members
public NoTimeInForceRulesArray noTimeInForceRules
public inline TimeInForceRulesObject()
typedef NoTimeInForceRulesArray
struct trader::Interface::TradeCapLegUnderlyingsGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoOfLegUnderlyingsArray noOfLegUnderlyings |
|
public inline TradeCapLegUnderlyingsGrpObject() |
|
typedef NoOfLegUnderlyingsArray |
Members
public NoOfLegUnderlyingsArray noOfLegUnderlyings
public inline TradeCapLegUnderlyingsGrpObject()
typedef NoOfLegUnderlyingsArray
struct trader::Interface::TradeCaptureReportAckData
struct trader::Interface::TradeCaptureReportAckData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public TradeReportID tradeReportID |
|
public TradeID tradeID |
|
public SecondaryTradeID secondaryTradeID |
|
public FirmTradeID firmTradeID |
|
public SecondaryFirmTradeID secondaryFirmTradeID |
|
public TradeReportTransType tradeReportTransType |
|
public TradeReportType tradeReportType |
|
public TrdType trdType |
|
public TrdSubType trdSubType |
|
public SecondaryTrdType secondaryTrdType |
|
public TradeHandlingInstr tradeHandlingInstr |
|
public OrigTradeHandlingInstr origTradeHandlingInstr |
|
public OrigTradeDate origTradeDate |
|
public OrigTradeID origTradeID |
|
public OrigSecondaryTradeID origSecondaryTradeID |
|
public TransferReason transferReason |
|
public RootPartiesObject rootParties |
|
public ExecType execType |
|
public TradeReportRefID tradeReportRefID |
|
public SecondaryTradeReportRefID secondaryTradeReportRefID |
|
public TrdRptStatus trdRptStatus |
|
public TradeReportRejectReason tradeReportRejectReason |
|
public SecondaryTradeReportID secondaryTradeReportID |
|
public SubscriptionRequestType subscriptionRequestType |
|
public TradeLinkID tradeLinkID |
|
public TrdMatchID trdMatchID |
|
public ExecID execID |
|
public SecondaryExecID secondaryExecID |
|
public ExecRestatementReason execRestatementReason |
|
public PreviouslyReported previouslyReported |
|
public PriceType priceType |
|
public UnderlyingTradingSessionID underlyingTradingSessionID |
|
public UnderlyingTradingSessionSubID underlyingTradingSessionSubID |
|
public SettlSessID settlSessID |
|
public SettlSessSubID settlSessSubID |
|
public QtyType qtyType |
|
public LastQty lastQty |
|
public LastPx lastPx |
|
public InstrumentObject instrument |
|
public LastParPx lastParPx |
|
public CalculatedCcyLastQty calculatedCcyLastQty |
|
public LastSwapPoints lastSwapPoints |
|
public Currency currency |
|
public SettlCurrency settlCurrency |
|
public LastSpotRate lastSpotRate |
|
public LastForwardPoints lastForwardPoints |
|
public LastMkt lastMkt |
|
public TradeDate tradeDate |
|
public ClearingBusinessDate clearingBusinessDate |
|
public AvgPx avgPx |
|
public AvgPxIndicator avgPxIndicator |
|
public MultiLegReportingType multiLegReportingType |
|
public TradeLegRefID tradeLegRefID |
|
public TransactTime transactTime |
|
public SettlType settlType |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public MatchStatus matchStatus |
|
public MatchType matchType |
|
public CopyMsgIndicator copyMsgIndicator |
|
public TrdRepIndicatorsGrpObject trdRepIndicatorsGrp |
|
public PublishTrdIndicator publishTrdIndicator |
|
public TradePublishIndicator tradePublishIndicator |
|
public ShortSaleReason shortSaleReason |
|
public TrdInstrmtLegGrpObject trdInstrmtLegGrp |
|
public TrdRegTimestampsObject trdRegTimestamps |
|
public ResponseTransportType responseTransportType |
|
public ResponseDestination responseDestination |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public AsOfIndicator asOfIndicator |
|
public ClearingFeeIndicator clearingFeeIndicator |
|
public PositionAmountDataObject positionAmountData |
|
public TierCode tierCode |
|
public MessageEventSource messageEventSource |
|
public LastUpdateTime lastUpdateTime |
|
public RndPx rndPx |
|
public TrdCapRptAckSideGrpObject trdCapRptAckSideGrp |
|
public RptSys rptSys |
|
public GrossTradeAmt grossTradeAmt |
|
public SettlDate settlDate |
|
public FeeMultiplier feeMultiplier |
|
public VenueType venueType |
|
public MarketSegmentID marketSegmentID |
|
public MarketID marketID |
|
public inline virtual enum MESSAGES GetType() |
Members
public TradeReportID tradeReportID
public TradeID tradeID
public SecondaryTradeID secondaryTradeID
public FirmTradeID firmTradeID
public SecondaryFirmTradeID secondaryFirmTradeID
public TradeReportTransType tradeReportTransType
public TradeReportType tradeReportType
public TrdType trdType
public TrdSubType trdSubType
public SecondaryTrdType secondaryTrdType
public TradeHandlingInstr tradeHandlingInstr
public OrigTradeHandlingInstr origTradeHandlingInstr
public OrigTradeDate origTradeDate
public OrigTradeID origTradeID
public OrigSecondaryTradeID origSecondaryTradeID
public TransferReason transferReason
public RootPartiesObject rootParties
public ExecType execType
public TradeReportRefID tradeReportRefID
public SecondaryTradeReportRefID secondaryTradeReportRefID
public TrdRptStatus trdRptStatus
public TradeReportRejectReason tradeReportRejectReason
public SecondaryTradeReportID secondaryTradeReportID
public SubscriptionRequestType subscriptionRequestType
public TradeLinkID tradeLinkID
public TrdMatchID trdMatchID
public ExecID execID
public SecondaryExecID secondaryExecID
public ExecRestatementReason execRestatementReason
public PreviouslyReported previouslyReported
public PriceType priceType
public UnderlyingTradingSessionID underlyingTradingSessionID
public UnderlyingTradingSessionSubID underlyingTradingSessionSubID
public SettlSessID settlSessID
public SettlSessSubID settlSessSubID
public QtyType qtyType
public LastQty lastQty
public LastPx lastPx
public InstrumentObject instrument
public LastParPx lastParPx
public CalculatedCcyLastQty calculatedCcyLastQty
public LastSwapPoints lastSwapPoints
public Currency currency
public SettlCurrency settlCurrency
public LastSpotRate lastSpotRate
public LastForwardPoints lastForwardPoints
public LastMkt lastMkt
public TradeDate tradeDate
public ClearingBusinessDate clearingBusinessDate
public AvgPx avgPx
public AvgPxIndicator avgPxIndicator
public MultiLegReportingType multiLegReportingType
public TradeLegRefID tradeLegRefID
public TransactTime transactTime
public SettlType settlType
public UndInstrmtGrpObject undInstrmtGrp
public MatchStatus matchStatus
public MatchType matchType
public CopyMsgIndicator copyMsgIndicator
public TrdRepIndicatorsGrpObject trdRepIndicatorsGrp
public PublishTrdIndicator publishTrdIndicator
public TradePublishIndicator tradePublishIndicator
public ShortSaleReason shortSaleReason
public TrdInstrmtLegGrpObject trdInstrmtLegGrp
public TrdRegTimestampsObject trdRegTimestamps
public ResponseTransportType responseTransportType
public ResponseDestination responseDestination
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public AsOfIndicator asOfIndicator
public ClearingFeeIndicator clearingFeeIndicator
public PositionAmountDataObject positionAmountData
public TierCode tierCode
public MessageEventSource messageEventSource
public LastUpdateTime lastUpdateTime
public RndPx rndPx
public TrdCapRptAckSideGrpObject trdCapRptAckSideGrp
public RptSys rptSys
public GrossTradeAmt grossTradeAmt
public SettlDate settlDate
public FeeMultiplier feeMultiplier
public VenueType venueType
public MarketSegmentID marketSegmentID
public MarketID marketID
public inline virtual enum MESSAGES GetType()
struct trader::Interface::TradeCaptureReportData
struct trader::Interface::TradeCaptureReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public TradeReportID tradeReportID |
|
public TradeID tradeID |
|
public SecondaryTradeID secondaryTradeID |
|
public FirmTradeID firmTradeID |
|
public SecondaryFirmTradeID secondaryFirmTradeID |
|
public TradeReportTransType tradeReportTransType |
|
public TradeReportType tradeReportType |
|
public TrdRptStatus trdRptStatus |
|
public TradeRequestID tradeRequestID |
|
public TrdType trdType |
|
public TrdSubType trdSubType |
|
public SecondaryTrdType secondaryTrdType |
|
public TradeHandlingInstr tradeHandlingInstr |
|
public OrigTradeHandlingInstr origTradeHandlingInstr |
|
public OrigTradeDate origTradeDate |
|
public OrigTradeID origTradeID |
|
public OrigSecondaryTradeID origSecondaryTradeID |
|
public TransferReason transferReason |
|
public ExecType execType |
|
public TotNumTradeReports totNumTradeReports |
|
public LastRptRequested lastRptRequested |
|
public UnsolicitedIndicator unsolicitedIndicator |
|
public SubscriptionRequestType subscriptionRequestType |
|
public TradeReportRefID tradeReportRefID |
|
public SecondaryTradeReportRefID secondaryTradeReportRefID |
|
public SecondaryTradeReportID secondaryTradeReportID |
|
public TradeLinkID tradeLinkID |
|
public TrdMatchID trdMatchID |
|
public ExecID execID |
|
public SecondaryExecID secondaryExecID |
|
public ExecRestatementReason execRestatementReason |
|
public PreviouslyReported previouslyReported |
|
public PriceType priceType |
|
public RootPartiesObject rootParties |
|
public AsOfIndicator asOfIndicator |
|
public SettlSessID settlSessID |
|
public SettlSessSubID settlSessSubID |
|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public QtyType qtyType |
|
public YieldDataObject yieldData |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public UnderlyingTradingSessionID underlyingTradingSessionID |
|
public UnderlyingTradingSessionSubID underlyingTradingSessionSubID |
|
public LastQty lastQty |
|
public LastPx lastPx |
|
public CalculatedCcyLastQty calculatedCcyLastQty |
|
public Currency currency |
|
public SettlCurrency settlCurrency |
|
public LastParPx lastParPx |
|
public LastSpotRate lastSpotRate |
|
public LastForwardPoints lastForwardPoints |
|
public LastSwapPoints lastSwapPoints |
|
public LastMkt lastMkt |
|
public TradeDate tradeDate |
|
public ClearingBusinessDate clearingBusinessDate |
|
public AvgPx avgPx |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public AvgPxIndicator avgPxIndicator |
|
public PositionAmountDataObject positionAmountData |
|
public MultiLegReportingType multiLegReportingType |
|
public TradeLegRefID tradeLegRefID |
|
public TrdInstrmtLegGrpObject trdInstrmtLegGrp |
|
public TransactTime transactTime |
|
public TrdRegTimestampsObject trdRegTimestamps |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public UnderlyingSettlementDate underlyingSettlementDate |
|
public MatchStatus matchStatus |
|
public MatchType matchType |
|
public TrdCapRptSideGrpObject trdCapRptSideGrp |
|
public Volatility volatility |
|
public DividendYield dividendYield |
|
public RiskFreeRate riskFreeRate |
|
public CurrencyRatio currencyRatio |
|
public CopyMsgIndicator copyMsgIndicator |
|
public TrdRepIndicatorsGrpObject trdRepIndicatorsGrp |
|
public PublishTrdIndicator publishTrdIndicator |
|
public TradePublishIndicator tradePublishIndicator |
|
public ShortSaleReason shortSaleReason |
|
public TierCode tierCode |
|
public MessageEventSource messageEventSource |
|
public LastUpdateTime lastUpdateTime |
|
public RndPx rndPx |
|
public TZTransactTime tZTransactTime |
|
public ReportedPxDiff reportedPxDiff |
|
public GrossTradeAmt grossTradeAmt |
|
public RejectText rejectText |
|
public FeeMultiplier feeMultiplier |
|
public VenueType venueType |
|
public MarketSegmentID marketSegmentID |
|
public MarketID marketID |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public TradeReportID tradeReportID
public TradeID tradeID
public SecondaryTradeID secondaryTradeID
public FirmTradeID firmTradeID
public SecondaryFirmTradeID secondaryFirmTradeID
public TradeReportTransType tradeReportTransType
public TradeReportType tradeReportType
public TrdRptStatus trdRptStatus
public TradeRequestID tradeRequestID
public TrdType trdType
public TrdSubType trdSubType
public SecondaryTrdType secondaryTrdType
public TradeHandlingInstr tradeHandlingInstr
public OrigTradeHandlingInstr origTradeHandlingInstr
public OrigTradeDate origTradeDate
public OrigTradeID origTradeID
public OrigSecondaryTradeID origSecondaryTradeID
public TransferReason transferReason
public ExecType execType
public TotNumTradeReports totNumTradeReports
public LastRptRequested lastRptRequested
public UnsolicitedIndicator unsolicitedIndicator
public SubscriptionRequestType subscriptionRequestType
public TradeReportRefID tradeReportRefID
public SecondaryTradeReportRefID secondaryTradeReportRefID
public SecondaryTradeReportID secondaryTradeReportID
public TradeLinkID tradeLinkID
public TrdMatchID trdMatchID
public ExecID execID
public SecondaryExecID secondaryExecID
public ExecRestatementReason execRestatementReason
public PreviouslyReported previouslyReported
public PriceType priceType
public RootPartiesObject rootParties
public AsOfIndicator asOfIndicator
public SettlSessID settlSessID
public SettlSessSubID settlSessSubID
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public QtyType qtyType
public YieldDataObject yieldData
public UndInstrmtGrpObject undInstrmtGrp
public UnderlyingTradingSessionID underlyingTradingSessionID
public UnderlyingTradingSessionSubID underlyingTradingSessionSubID
public LastQty lastQty
public LastPx lastPx
public CalculatedCcyLastQty calculatedCcyLastQty
public Currency currency
public SettlCurrency settlCurrency
public LastParPx lastParPx
public LastSpotRate lastSpotRate
public LastForwardPoints lastForwardPoints
public LastSwapPoints lastSwapPoints
public LastMkt lastMkt
public TradeDate tradeDate
public ClearingBusinessDate clearingBusinessDate
public AvgPx avgPx
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public AvgPxIndicator avgPxIndicator
public PositionAmountDataObject positionAmountData
public MultiLegReportingType multiLegReportingType
public TradeLegRefID tradeLegRefID
public TrdInstrmtLegGrpObject trdInstrmtLegGrp
public TransactTime transactTime
public TrdRegTimestampsObject trdRegTimestamps
public SettlType settlType
public SettlDate settlDate
public UnderlyingSettlementDate underlyingSettlementDate
public MatchStatus matchStatus
public MatchType matchType
public TrdCapRptSideGrpObject trdCapRptSideGrp
public Volatility volatility
public DividendYield dividendYield
public RiskFreeRate riskFreeRate
public CurrencyRatio currencyRatio
public CopyMsgIndicator copyMsgIndicator
public TrdRepIndicatorsGrpObject trdRepIndicatorsGrp
public PublishTrdIndicator publishTrdIndicator
public TradePublishIndicator tradePublishIndicator
public ShortSaleReason shortSaleReason
public TierCode tierCode
public MessageEventSource messageEventSource
public LastUpdateTime lastUpdateTime
public RndPx rndPx
public TZTransactTime tZTransactTime
public ReportedPxDiff reportedPxDiff
public GrossTradeAmt grossTradeAmt
public RejectText rejectText
public FeeMultiplier feeMultiplier
public VenueType venueType
public MarketSegmentID marketSegmentID
public MarketID marketID
public inline virtual enum MESSAGES GetType()
struct trader::Interface::TradeCaptureReportRequestAckData
struct trader::Interface::TradeCaptureReportRequestAckData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public TradeRequestID tradeRequestID |
|
public TradeID tradeID |
|
public SecondaryTradeID secondaryTradeID |
|
public FirmTradeID firmTradeID |
|
public SecondaryFirmTradeID secondaryFirmTradeID |
|
public TradeRequestType tradeRequestType |
|
public SubscriptionRequestType subscriptionRequestType |
|
public TotNumTradeReports totNumTradeReports |
|
public TradeRequestResult tradeRequestResult |
|
public TradeRequestStatus tradeRequestStatus |
|
public InstrumentObject instrument |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public MultiLegReportingType multiLegReportingType |
|
public ResponseTransportType responseTransportType |
|
public ResponseDestination responseDestination |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public MessageEventSource messageEventSource |
|
public inline TradeCaptureReportRequestAckData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public TradeRequestID tradeRequestID
public TradeID tradeID
public SecondaryTradeID secondaryTradeID
public FirmTradeID firmTradeID
public SecondaryFirmTradeID secondaryFirmTradeID
public TradeRequestType tradeRequestType
public SubscriptionRequestType subscriptionRequestType
public TotNumTradeReports totNumTradeReports
public TradeRequestResult tradeRequestResult
public TradeRequestStatus tradeRequestStatus
public InstrumentObject instrument
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public MultiLegReportingType multiLegReportingType
public ResponseTransportType responseTransportType
public ResponseDestination responseDestination
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public MessageEventSource messageEventSource
public inline TradeCaptureReportRequestAckData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::TradeCaptureReportRequestData
struct trader::Interface::TradeCaptureReportRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public TradeRequestID tradeRequestID |
|
public TradeID tradeID |
|
public SecondaryTradeID secondaryTradeID |
|
public FirmTradeID firmTradeID |
|
public SecondaryFirmTradeID secondaryFirmTradeID |
|
public TradeRequestType tradeRequestType |
|
public SubscriptionRequestType subscriptionRequestType |
|
public TradeReportID tradeReportID |
|
public SecondaryTradeReportID secondaryTradeReportID |
|
public ExecID execID |
|
public ExecType execType |
|
public OrderID orderID |
|
public ClOrdID clOrdID |
|
public MatchStatus matchStatus |
|
public TrdType trdType |
|
public TrdSubType trdSubType |
|
public TradeHandlingInstr tradeHandlingInstr |
|
public TransferReason transferReason |
|
public SecondaryTrdType secondaryTrdType |
|
public TradeLinkID tradeLinkID |
|
public TrdMatchID trdMatchID |
|
public PartiesObject parties |
|
public InstrumentObject instrument |
|
public InstrumentExtensionObject instrumentExtension |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public TrdCapDtGrpObject trdCapDtGrp |
|
public ClearingBusinessDate clearingBusinessDate |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public TimeBracket timeBracket |
|
public Side side |
|
public MultiLegReportingType multiLegReportingType |
|
public TradeInputSource tradeInputSource |
|
public TradeInputDevice tradeInputDevice |
|
public ResponseTransportType responseTransportType |
|
public ResponseDestination responseDestination |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public MessageEventSource messageEventSource |
|
public inline TradeCaptureReportRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public TradeRequestID tradeRequestID
public TradeID tradeID
public SecondaryTradeID secondaryTradeID
public FirmTradeID firmTradeID
public SecondaryFirmTradeID secondaryFirmTradeID
public TradeRequestType tradeRequestType
public SubscriptionRequestType subscriptionRequestType
public TradeReportID tradeReportID
public SecondaryTradeReportID secondaryTradeReportID
public ExecID execID
public ExecType execType
public OrderID orderID
public ClOrdID clOrdID
public MatchStatus matchStatus
public TrdType trdType
public TrdSubType trdSubType
public TradeHandlingInstr tradeHandlingInstr
public TransferReason transferReason
public SecondaryTrdType secondaryTrdType
public TradeLinkID tradeLinkID
public TrdMatchID trdMatchID
public PartiesObject parties
public InstrumentObject instrument
public InstrumentExtensionObject instrumentExtension
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public TrdCapDtGrpObject trdCapDtGrp
public ClearingBusinessDate clearingBusinessDate
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public TimeBracket timeBracket
public Side side
public MultiLegReportingType multiLegReportingType
public TradeInputSource tradeInputSource
public TradeInputDevice tradeInputDevice
public ResponseTransportType responseTransportType
public ResponseDestination responseDestination
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public MessageEventSource messageEventSource
public inline TradeCaptureReportRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::TradeReportOrderDetailObject
Summary
| Members | Descriptions |
|---|---|
public OrderID orderID |
|
public SecondaryOrderID secondaryOrderID |
|
public ClOrdID clOrdID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ListID listID |
|
public RefOrderID refOrderID |
|
public RefOrderIDSource refOrderIDSource |
|
public RefOrdIDReason refOrdIDReason |
|
public OrdType ordType |
|
public Price price |
|
public StopPx stopPx |
|
public ExecInst execInst |
|
public OrdStatus ordStatus |
|
public OrderQtyDataObject orderQtyData |
|
public LeavesQty leavesQty |
|
public CumQty cumQty |
|
public TimeInForce timeInForce |
|
public ExpireTime expireTime |
|
public DisplayInstructionObject displayInstruction |
|
public OrderCapacity orderCapacity |
|
public OrderRestrictions orderRestrictions |
|
public OrigCustOrderCapacity origCustOrderCapacity |
|
public OrderInputDevice orderInputDevice |
|
public LotType lotType |
|
public TransBkdTime transBkdTime |
|
public OrigOrdModTime origOrdModTime |
|
public BookingType bookingType |
|
public inline TradeReportOrderDetailObject() |
Members
public OrderID orderID
public SecondaryOrderID secondaryOrderID
public ClOrdID clOrdID
public SecondaryClOrdID secondaryClOrdID
public ListID listID
public RefOrderID refOrderID
public RefOrderIDSource refOrderIDSource
public RefOrdIDReason refOrdIDReason
public OrdType ordType
public Price price
public StopPx stopPx
public ExecInst execInst
public OrdStatus ordStatus
public OrderQtyDataObject orderQtyData
public LeavesQty leavesQty
public CumQty cumQty
public TimeInForce timeInForce
public ExpireTime expireTime
public DisplayInstructionObject displayInstruction
public OrderCapacity orderCapacity
public OrderRestrictions orderRestrictions
public OrigCustOrderCapacity origCustOrderCapacity
public OrderInputDevice orderInputDevice
public LotType lotType
public TransBkdTime transBkdTime
public OrigOrdModTime origOrdModTime
public BookingType bookingType
public inline TradeReportOrderDetailObject()
struct trader::Interface::TradingSessionListData
struct trader::Interface::TradingSessionListData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public TradSesReqID tradSesReqID |
|
public TrdSessLstGrpObject trdSessLstGrp |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public TradSesReqID tradSesReqID
public TrdSessLstGrpObject trdSessLstGrp
public inline virtual enum MESSAGES GetType()
struct trader::Interface::TradingSessionListRequestData
struct trader::Interface::TradingSessionListRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public TradSesReqID tradSesReqID |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public SecurityExchange securityExchange |
|
public TradSesMethod tradSesMethod |
|
public TradSesMode tradSesMode |
|
public SubscriptionRequestType subscriptionRequestType |
|
public inline TradingSessionListRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public TradSesReqID tradSesReqID
public MarketID marketID
public MarketSegmentID marketSegmentID
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public SecurityExchange securityExchange
public TradSesMethod tradSesMethod
public TradSesMode tradSesMode
public SubscriptionRequestType subscriptionRequestType
public inline TradingSessionListRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::TradingSessionListUpdateReportData
struct trader::Interface::TradingSessionListUpdateReportData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public TradSesReqID tradSesReqID |
|
public TrdSessLstGrpObject trdSessLstGrp |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public TradSesReqID tradSesReqID
public TrdSessLstGrpObject trdSessLstGrp
public inline virtual enum MESSAGES GetType()
struct trader::Interface::TradingSessionRulesGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoTradingSessionRulesArray noTradingSessionRules |
|
public inline TradingSessionRulesGrpObject() |
|
typedef NoTradingSessionRulesArray |
Members
public NoTradingSessionRulesArray noTradingSessionRules
public inline TradingSessionRulesGrpObject()
typedef NoTradingSessionRulesArray
struct trader::Interface::TradingSessionRulesObject
Summary
| Members | Descriptions |
|---|---|
public OrdTypeRulesObject ordTypeRules |
|
public TimeInForceRulesObject timeInForceRules |
|
public ExecInstRulesObject execInstRules |
|
public MatchRulesObject matchRules |
|
public MarketDataFeedTypesObject marketDataFeedTypes |
|
public inline TradingSessionRulesObject() |
Members
public OrdTypeRulesObject ordTypeRules
public TimeInForceRulesObject timeInForceRules
public ExecInstRulesObject execInstRules
public MatchRulesObject matchRules
public MarketDataFeedTypesObject marketDataFeedTypes
public inline TradingSessionRulesObject()
struct trader::Interface::TradingSessionStatusData
struct trader::Interface::TradingSessionStatusData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public ApplicationSequenceControlObject applicationSequenceControl |
|
public TradSesReqID tradSesReqID |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public TradSesMethod tradSesMethod |
|
public TradSesMode tradSesMode |
|
public UnsolicitedIndicator unsolicitedIndicator |
|
public TradSesStatus tradSesStatus |
|
public TradSesEvent tradSesEvent |
|
public TradSesStatusRejReason tradSesStatusRejReason |
|
public TradSesStartTime tradSesStartTime |
|
public TradSesOpenTime tradSesOpenTime |
|
public TradSesPreCloseTime tradSesPreCloseTime |
|
public TradSesCloseTime tradSesCloseTime |
|
public TradSesEndTime tradSesEndTime |
|
public TotalVolumeTraded totalVolumeTraded |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public InstrumentObject instrument |
|
public inline virtual enum MESSAGES GetType() |
Members
public ApplicationSequenceControlObject applicationSequenceControl
public TradSesReqID tradSesReqID
public MarketID marketID
public MarketSegmentID marketSegmentID
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public TradSesMethod tradSesMethod
public TradSesMode tradSesMode
public UnsolicitedIndicator unsolicitedIndicator
public TradSesStatus tradSesStatus
public TradSesEvent tradSesEvent
public TradSesStatusRejReason tradSesStatusRejReason
public TradSesStartTime tradSesStartTime
public TradSesOpenTime tradSesOpenTime
public TradSesPreCloseTime tradSesPreCloseTime
public TradSesCloseTime tradSesCloseTime
public TradSesEndTime tradSesEndTime
public TotalVolumeTraded totalVolumeTraded
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public InstrumentObject instrument
public inline virtual enum MESSAGES GetType()
struct trader::Interface::TradingSessionStatusRequestData
struct trader::Interface::TradingSessionStatusRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public TradSesReqID tradSesReqID |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public TradSesMethod tradSesMethod |
|
public TradSesMode tradSesMode |
|
public SubscriptionRequestType subscriptionRequestType |
|
public SecurityExchange securityExchange |
|
public inline TradingSessionStatusRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public TradSesReqID tradSesReqID
public MarketID marketID
public MarketSegmentID marketSegmentID
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public TradSesMethod tradSesMethod
public TradSesMode tradSesMode
public SubscriptionRequestType subscriptionRequestType
public SecurityExchange securityExchange
public inline TradingSessionStatusRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::TrdAllocGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoAllocsArray noAllocs |
|
public inline TrdAllocGrpObject() |
|
typedef NoAllocsArray |
Members
public NoAllocsArray noAllocs
public inline TrdAllocGrpObject()
typedef NoAllocsArray
struct trader::Interface::TrdCapDtGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoDatesArray noDates |
|
public inline TrdCapDtGrpObject() |
|
typedef NoDatesArray |
Members
public NoDatesArray noDates
public inline TrdCapDtGrpObject()
typedef NoDatesArray
struct trader::Interface::TrdCapRptAckSideGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoSidesArray noSides |
|
public inline TrdCapRptAckSideGrpObject() |
|
typedef NoSidesArray |
Members
public NoSidesArray noSides
public inline TrdCapRptAckSideGrpObject()
typedef NoSidesArray
struct trader::Interface::TrdCapRptSideGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoSidesArray noSides |
|
public inline TrdCapRptSideGrpObject() |
|
typedef NoSidesArray |
Members
public NoSidesArray noSides
public inline TrdCapRptSideGrpObject()
typedef NoSidesArray
struct trader::Interface::TrdCollGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoTradesArray noTrades |
|
public inline TrdCollGrpObject() |
|
typedef NoTradesArray |
Members
public NoTradesArray noTrades
public inline TrdCollGrpObject()
typedef NoTradesArray
struct trader::Interface::TrdgSesGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoTradingSessionsArray noTradingSessions |
|
public inline TrdgSesGrpObject() |
|
typedef NoTradingSessionsArray |
Members
public NoTradingSessionsArray noTradingSessions
public inline TrdgSesGrpObject()
typedef NoTradingSessionsArray
struct trader::Interface::TrdInstrmtLegGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoLegsArray noLegs |
|
public inline TrdInstrmtLegGrpObject() |
|
typedef NoLegsArray |
Members
public NoLegsArray noLegs
public inline TrdInstrmtLegGrpObject()
typedef NoLegsArray
struct trader::Interface::TrdRegTimestampsObject
Summary
| Members | Descriptions |
|---|---|
public NoTrdRegTimestampsArray noTrdRegTimestamps |
|
public inline TrdRegTimestampsObject() |
|
typedef NoTrdRegTimestampsArray |
Members
public NoTrdRegTimestampsArray noTrdRegTimestamps
public inline TrdRegTimestampsObject()
typedef NoTrdRegTimestampsArray
struct trader::Interface::TrdRepIndicatorsGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoTrdRepIndicatorsArray noTrdRepIndicators |
|
public inline TrdRepIndicatorsGrpObject() |
|
typedef NoTrdRepIndicatorsArray |
Members
public NoTrdRepIndicatorsArray noTrdRepIndicators
public inline TrdRepIndicatorsGrpObject()
typedef NoTrdRepIndicatorsArray
struct trader::Interface::TrdSessLstGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoTradingSessionsArray noTradingSessions |
|
public inline TrdSessLstGrpObject() |
|
typedef NoTradingSessionsArray |
Members
public NoTradingSessionsArray noTradingSessions
public inline TrdSessLstGrpObject()
typedef NoTradingSessionsArray
struct trader::Interface::TriggeringInstructionObject
Summary
| Members | Descriptions |
|---|---|
public TriggerType triggerType |
|
public TriggerAction triggerAction |
|
public TriggerPrice triggerPrice |
|
public TriggerSymbol triggerSymbol |
|
public TriggerSecurityID triggerSecurityID |
|
public TriggerSecurityIDSource triggerSecurityIDSource |
|
public TriggerSecurityDesc triggerSecurityDesc |
|
public TriggerPriceType triggerPriceType |
|
public TriggerPriceTypeScope triggerPriceTypeScope |
|
public TriggerPriceDirection triggerPriceDirection |
|
public TriggerNewPrice triggerNewPrice |
|
public TriggerOrderType triggerOrderType |
|
public TriggerNewQty triggerNewQty |
|
public TriggerTradingSessionID triggerTradingSessionID |
|
public TriggerTradingSessionSubID triggerTradingSessionSubID |
|
public inline TriggeringInstructionObject() |
Members
public TriggerType triggerType
public TriggerAction triggerAction
public TriggerPrice triggerPrice
public TriggerSymbol triggerSymbol
public TriggerSecurityID triggerSecurityID
public TriggerSecurityIDSource triggerSecurityIDSource
public TriggerSecurityDesc triggerSecurityDesc
public TriggerPriceType triggerPriceType
public TriggerPriceTypeScope triggerPriceTypeScope
public TriggerPriceDirection triggerPriceDirection
public TriggerNewPrice triggerNewPrice
public TriggerOrderType triggerOrderType
public TriggerNewQty triggerNewQty
public TriggerTradingSessionID triggerTradingSessionID
public TriggerTradingSessionSubID triggerTradingSessionSubID
public inline TriggeringInstructionObject()
struct trader::Interface::UnderlyingAmountObject
Summary
| Members | Descriptions |
|---|---|
public NoUnderlyingAmountsArray noUnderlyingAmounts |
|
public inline UnderlyingAmountObject() |
|
typedef NoUnderlyingAmountsArray |
Members
public NoUnderlyingAmountsArray noUnderlyingAmounts
public inline UnderlyingAmountObject()
typedef NoUnderlyingAmountsArray
struct trader::Interface::UnderlyingInstrumentObject
Summary
| Members | Descriptions |
|---|---|
public UnderlyingSymbol underlyingSymbol |
|
public UnderlyingSymbolSfx underlyingSymbolSfx |
|
public UnderlyingSecurityID underlyingSecurityID |
|
public UnderlyingSecurityIDSource underlyingSecurityIDSource |
|
public UndSecAltIDGrpObject undSecAltIDGrp |
|
public UnderlyingProduct underlyingProduct |
|
public UnderlyingCFICode underlyingCFICode |
|
public UnderlyingSecurityType underlyingSecurityType |
|
public UnderlyingSecuritySubType underlyingSecuritySubType |
|
public UnderlyingMaturityMonthYear underlyingMaturityMonthYear |
|
public UnderlyingMaturityDate underlyingMaturityDate |
|
public UnderlyingMaturityTime underlyingMaturityTime |
|
public UnderlyingCouponPaymentDate underlyingCouponPaymentDate |
|
public UnderlyingIssueDate underlyingIssueDate |
|
public UnderlyingRepoCollateralSecurityType underlyingRepoCollateralSecurityType |
|
public UnderlyingRepurchaseTerm underlyingRepurchaseTerm |
|
public UnderlyingRepurchaseRate underlyingRepurchaseRate |
|
public UnderlyingFactor underlyingFactor |
|
public UnderlyingCreditRating underlyingCreditRating |
|
public UnderlyingInstrRegistry underlyingInstrRegistry |
|
public UnderlyingCountryOfIssue underlyingCountryOfIssue |
|
public UnderlyingStateOrProvinceOfIssue underlyingStateOrProvinceOfIssue |
|
public UnderlyingLocaleOfIssue underlyingLocaleOfIssue |
|
public UnderlyingRedemptionDate underlyingRedemptionDate |
|
public UnderlyingStrikePrice underlyingStrikePrice |
|
public UnderlyingStrikeCurrency underlyingStrikeCurrency |
|
public UnderlyingOptAttribute underlyingOptAttribute |
|
public UnderlyingContractMultiplier underlyingContractMultiplier |
|
public UnderlyingUnitOfMeasure underlyingUnitOfMeasure |
|
public UnderlyingUnitOfMeasureQty underlyingUnitOfMeasureQty |
|
public UnderlyingPriceUnitOfMeasure underlyingPriceUnitOfMeasure |
|
public UnderlyingPriceUnitOfMeasureQty underlyingPriceUnitOfMeasureQty |
|
public UnderlyingTimeUnit underlyingTimeUnit |
|
public UnderlyingExerciseStyle underlyingExerciseStyle |
|
public UnderlyingCouponRate underlyingCouponRate |
|
public UnderlyingSecurityExchange underlyingSecurityExchange |
|
public UnderlyingIssuer underlyingIssuer |
|
public EncodedUnderlyingIssuerLen encodedUnderlyingIssuerLen |
|
public EncodedUnderlyingIssuer encodedUnderlyingIssuer |
|
public UnderlyingSecurityDesc underlyingSecurityDesc |
|
public EncodedUnderlyingSecurityDescLen encodedUnderlyingSecurityDescLen |
|
public EncodedUnderlyingSecurityDesc encodedUnderlyingSecurityDesc |
|
public UnderlyingCPProgram underlyingCPProgram |
|
public UnderlyingCPRegType underlyingCPRegType |
|
public UnderlyingAllocationPercent underlyingAllocationPercent |
|
public UnderlyingCurrency underlyingCurrency |
|
public UnderlyingQty underlyingQty |
|
public UnderlyingSettlementType underlyingSettlementType |
|
public UnderlyingCashAmount underlyingCashAmount |
|
public UnderlyingCashType underlyingCashType |
|
public UnderlyingPx underlyingPx |
|
public UnderlyingDirtyPrice underlyingDirtyPrice |
|
public UnderlyingEndPrice underlyingEndPrice |
|
public UnderlyingStartValue underlyingStartValue |
|
public UnderlyingCurrentValue underlyingCurrentValue |
|
public UnderlyingEndValue underlyingEndValue |
|
public UnderlyingStipulationsObject underlyingStipulations |
|
public UnderlyingAdjustedQuantity underlyingAdjustedQuantity |
|
public UnderlyingFXRate underlyingFXRate |
|
public UnderlyingFXRateCalc underlyingFXRateCalc |
|
public UnderlyingCapValue underlyingCapValue |
|
public UndlyInstrumentPartiesObject undlyInstrumentParties |
|
public UnderlyingSettlMethod underlyingSettlMethod |
|
public UnderlyingPutOrCall underlyingPutOrCall |
|
public UnderlyingContractMultiplierUnit underlyingContractMultiplierUnit |
|
public UnderlyingFlowScheduleType underlyingFlowScheduleType |
|
public UnderlyingRestructuringType underlyingRestructuringType |
|
public UnderlyingSeniority underlyingSeniority |
|
public UnderlyingNotionalPercentageOutstanding underlyingNotionalPercentageOutstanding |
|
public UnderlyingOriginalNotionalPercentageOutstanding underlyingOriginalNotionalPercentageOutstanding |
|
public UnderlyingAttachmentPoint underlyingAttachmentPoint |
|
public UnderlyingDetachmentPoint underlyingDetachmentPoint |
|
public inline UnderlyingInstrumentObject() |
Members
public UnderlyingSymbol underlyingSymbol
public UnderlyingSymbolSfx underlyingSymbolSfx
public UnderlyingSecurityID underlyingSecurityID
public UnderlyingSecurityIDSource underlyingSecurityIDSource
public UndSecAltIDGrpObject undSecAltIDGrp
public UnderlyingProduct underlyingProduct
public UnderlyingCFICode underlyingCFICode
public UnderlyingSecurityType underlyingSecurityType
public UnderlyingSecuritySubType underlyingSecuritySubType
public UnderlyingMaturityMonthYear underlyingMaturityMonthYear
public UnderlyingMaturityDate underlyingMaturityDate
public UnderlyingMaturityTime underlyingMaturityTime
public UnderlyingCouponPaymentDate underlyingCouponPaymentDate
public UnderlyingIssueDate underlyingIssueDate
public UnderlyingRepoCollateralSecurityType underlyingRepoCollateralSecurityType
public UnderlyingRepurchaseTerm underlyingRepurchaseTerm
public UnderlyingRepurchaseRate underlyingRepurchaseRate
public UnderlyingFactor underlyingFactor
public UnderlyingCreditRating underlyingCreditRating
public UnderlyingInstrRegistry underlyingInstrRegistry
public UnderlyingCountryOfIssue underlyingCountryOfIssue
public UnderlyingStateOrProvinceOfIssue underlyingStateOrProvinceOfIssue
public UnderlyingLocaleOfIssue underlyingLocaleOfIssue
public UnderlyingRedemptionDate underlyingRedemptionDate
public UnderlyingStrikePrice underlyingStrikePrice
public UnderlyingStrikeCurrency underlyingStrikeCurrency
public UnderlyingOptAttribute underlyingOptAttribute
public UnderlyingContractMultiplier underlyingContractMultiplier
public UnderlyingUnitOfMeasure underlyingUnitOfMeasure
public UnderlyingUnitOfMeasureQty underlyingUnitOfMeasureQty
public UnderlyingPriceUnitOfMeasure underlyingPriceUnitOfMeasure
public UnderlyingPriceUnitOfMeasureQty underlyingPriceUnitOfMeasureQty
public UnderlyingTimeUnit underlyingTimeUnit
public UnderlyingExerciseStyle underlyingExerciseStyle
public UnderlyingCouponRate underlyingCouponRate
public UnderlyingSecurityExchange underlyingSecurityExchange
public UnderlyingIssuer underlyingIssuer
public EncodedUnderlyingIssuerLen encodedUnderlyingIssuerLen
public EncodedUnderlyingIssuer encodedUnderlyingIssuer
public UnderlyingSecurityDesc underlyingSecurityDesc
public EncodedUnderlyingSecurityDescLen encodedUnderlyingSecurityDescLen
public EncodedUnderlyingSecurityDesc encodedUnderlyingSecurityDesc
public UnderlyingCPProgram underlyingCPProgram
public UnderlyingCPRegType underlyingCPRegType
public UnderlyingAllocationPercent underlyingAllocationPercent
public UnderlyingCurrency underlyingCurrency
public UnderlyingQty underlyingQty
public UnderlyingSettlementType underlyingSettlementType
public UnderlyingCashAmount underlyingCashAmount
public UnderlyingCashType underlyingCashType
public UnderlyingPx underlyingPx
public UnderlyingDirtyPrice underlyingDirtyPrice
public UnderlyingEndPrice underlyingEndPrice
public UnderlyingStartValue underlyingStartValue
public UnderlyingCurrentValue underlyingCurrentValue
public UnderlyingEndValue underlyingEndValue
public UnderlyingStipulationsObject underlyingStipulations
public UnderlyingAdjustedQuantity underlyingAdjustedQuantity
public UnderlyingFXRate underlyingFXRate
public UnderlyingFXRateCalc underlyingFXRateCalc
public UnderlyingCapValue underlyingCapValue
public UndlyInstrumentPartiesObject undlyInstrumentParties
public UnderlyingSettlMethod underlyingSettlMethod
public UnderlyingPutOrCall underlyingPutOrCall
public UnderlyingContractMultiplierUnit underlyingContractMultiplierUnit
public UnderlyingFlowScheduleType underlyingFlowScheduleType
public UnderlyingRestructuringType underlyingRestructuringType
public UnderlyingSeniority underlyingSeniority
public UnderlyingNotionalPercentageOutstanding underlyingNotionalPercentageOutstanding
public UnderlyingOriginalNotionalPercentageOutstanding underlyingOriginalNotionalPercentageOutstanding
public UnderlyingAttachmentPoint underlyingAttachmentPoint
public UnderlyingDetachmentPoint underlyingDetachmentPoint
public inline UnderlyingInstrumentObject()
struct trader::Interface::UnderlyingLegInstrumentObject
Summary
| Members | Descriptions |
|---|---|
public UnderlyingLegSymbol underlyingLegSymbol |
|
public UnderlyingLegSymbolSfx underlyingLegSymbolSfx |
|
public UnderlyingLegSecurityID underlyingLegSecurityID |
|
public UnderlyingLegSecurityIDSource underlyingLegSecurityIDSource |
|
public UnderlyingLegSecurityAltIDGrpObject underlyingLegSecurityAltIDGrp |
|
public UnderlyingLegCFICode underlyingLegCFICode |
|
public UnderlyingLegSecurityType underlyingLegSecurityType |
|
public UnderlyingLegSecuritySubType underlyingLegSecuritySubType |
|
public UnderlyingLegMaturityMonthYear underlyingLegMaturityMonthYear |
|
public UnderlyingLegMaturityDate underlyingLegMaturityDate |
|
public UnderlyingLegMaturityTime underlyingLegMaturityTime |
|
public UnderlyingLegStrikePrice underlyingLegStrikePrice |
|
public UnderlyingLegOptAttribute underlyingLegOptAttribute |
|
public UnderlyingLegPutOrCall underlyingLegPutOrCall |
|
public UnderlyingLegSecurityExchange underlyingLegSecurityExchange |
|
public UnderlyingLegSecurityDesc underlyingLegSecurityDesc |
|
public inline UnderlyingLegInstrumentObject() |
Members
public UnderlyingLegSymbol underlyingLegSymbol
public UnderlyingLegSymbolSfx underlyingLegSymbolSfx
public UnderlyingLegSecurityID underlyingLegSecurityID
public UnderlyingLegSecurityIDSource underlyingLegSecurityIDSource
public UnderlyingLegSecurityAltIDGrpObject underlyingLegSecurityAltIDGrp
public UnderlyingLegCFICode underlyingLegCFICode
public UnderlyingLegSecurityType underlyingLegSecurityType
public UnderlyingLegSecuritySubType underlyingLegSecuritySubType
public UnderlyingLegMaturityMonthYear underlyingLegMaturityMonthYear
public UnderlyingLegMaturityDate underlyingLegMaturityDate
public UnderlyingLegMaturityTime underlyingLegMaturityTime
public UnderlyingLegStrikePrice underlyingLegStrikePrice
public UnderlyingLegOptAttribute underlyingLegOptAttribute
public UnderlyingLegPutOrCall underlyingLegPutOrCall
public UnderlyingLegSecurityExchange underlyingLegSecurityExchange
public UnderlyingLegSecurityDesc underlyingLegSecurityDesc
public inline UnderlyingLegInstrumentObject()
struct trader::Interface::UnderlyingLegSecurityAltIDGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoUnderlyingLegSecurityAltIDArray noUnderlyingLegSecurityAltID |
|
public inline UnderlyingLegSecurityAltIDGrpObject() |
|
typedef NoUnderlyingLegSecurityAltIDArray |
Members
public NoUnderlyingLegSecurityAltIDArray noUnderlyingLegSecurityAltID
public inline UnderlyingLegSecurityAltIDGrpObject()
typedef NoUnderlyingLegSecurityAltIDArray
struct trader::Interface::UnderlyingStipulationsObject
Summary
| Members | Descriptions |
|---|---|
public NoUnderlyingStipsArray noUnderlyingStips |
|
public inline UnderlyingStipulationsObject() |
|
typedef NoUnderlyingStipsArray |
Members
public NoUnderlyingStipsArray noUnderlyingStips
public inline UnderlyingStipulationsObject()
typedef NoUnderlyingStipsArray
struct trader::Interface::UndInstrmtCollGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoUnderlyingsArray noUnderlyings |
|
public inline UndInstrmtCollGrpObject() |
|
typedef NoUnderlyingsArray |
Members
public NoUnderlyingsArray noUnderlyings
public inline UndInstrmtCollGrpObject()
typedef NoUnderlyingsArray
struct trader::Interface::UndInstrmtGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoUnderlyingsArray noUnderlyings |
|
public inline UndInstrmtGrpObject() |
|
typedef NoUnderlyingsArray |
Members
public NoUnderlyingsArray noUnderlyings
public inline UndInstrmtGrpObject()
typedef NoUnderlyingsArray
struct trader::Interface::UndlyInstrumentPartiesObject
Summary
| Members | Descriptions |
|---|---|
public NoUndlyInstrumentPartiesArray noUndlyInstrumentParties |
|
public inline UndlyInstrumentPartiesObject() |
|
typedef NoUndlyInstrumentPartiesArray |
Members
public NoUndlyInstrumentPartiesArray noUndlyInstrumentParties
public inline UndlyInstrumentPartiesObject()
typedef NoUndlyInstrumentPartiesArray
struct trader::Interface::UndlyInstrumentPtysSubGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoUndlyInstrumentPartySubIDsArray noUndlyInstrumentPartySubIDs |
|
public inline UndlyInstrumentPtysSubGrpObject() |
|
typedef NoUndlyInstrumentPartySubIDsArray |
Members
public NoUndlyInstrumentPartySubIDsArray noUndlyInstrumentPartySubIDs
public inline UndlyInstrumentPtysSubGrpObject()
typedef NoUndlyInstrumentPartySubIDsArray
struct trader::Interface::UndSecAltIDGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoUnderlyingSecurityAltIDArray noUnderlyingSecurityAltID |
|
public inline UndSecAltIDGrpObject() |
|
typedef NoUnderlyingSecurityAltIDArray |
Members
public NoUnderlyingSecurityAltIDArray noUnderlyingSecurityAltID
public inline UndSecAltIDGrpObject()
typedef NoUnderlyingSecurityAltIDArray
struct trader::Interface::UsernameGrpObject
Summary
| Members | Descriptions |
|---|---|
public NoUsernamesArray noUsernames |
|
public inline UsernameGrpObject() |
|
typedef NoUsernamesArray |
Members
public NoUsernamesArray noUsernames
public inline UsernameGrpObject()
typedef NoUsernamesArray
struct trader::Interface::UserNotificationData
struct trader::Interface::UserNotificationData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public UsernameGrpObject usernameGrp |
|
public UserStatus userStatus |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline virtual enum MESSAGES GetType() |
Members
public UsernameGrpObject usernameGrp
public UserStatus userStatus
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::UserRequestData
struct trader::Interface::UserRequestData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public UserRequestID userRequestID |
|
public UserRequestType userRequestType |
|
public Username username |
|
public Password password |
|
public NewPassword newPassword |
|
public EncryptedPasswordMethod encryptedPasswordMethod |
|
public EncryptedPasswordLen encryptedPasswordLen |
|
public EncryptedPassword encryptedPassword |
|
public EncryptedNewPasswordLen encryptedNewPasswordLen |
|
public EncryptedNewPassword encryptedNewPassword |
|
public RawDataLength rawDataLength |
|
public RawData rawData |
|
public inline UserRequestData() |
|
public inline virtual enum MESSAGES GetType() |
Members
public UserRequestID userRequestID
public UserRequestType userRequestType
public Username username
public Password password
public NewPassword newPassword
public EncryptedPasswordMethod encryptedPasswordMethod
public EncryptedPasswordLen encryptedPasswordLen
public EncryptedPassword encryptedPassword
public EncryptedNewPasswordLen encryptedNewPasswordLen
public EncryptedNewPassword encryptedNewPassword
public RawDataLength rawDataLength
public RawData rawData
public inline UserRequestData()
public inline virtual enum MESSAGES GetType()
struct trader::Interface::UserResponseData
struct trader::Interface::UserResponseData
: public trader::Interface::IMessageData
Summary
| Members | Descriptions |
|---|---|
public UserRequestID userRequestID |
|
public Username username |
|
public UserStatus userStatus |
|
public UserStatusText userStatusText |
|
public inline virtual enum MESSAGES GetType() |
Members
public UserRequestID userRequestID
public Username username
public UserStatus userStatus
public UserStatusText userStatusText
public inline virtual enum MESSAGES GetType()
struct trader::Interface::YieldDataObject
Summary
| Members | Descriptions |
|---|---|
public YieldType yieldType |
|
public Yield yield |
|
public YieldCalcDate yieldCalcDate |
|
public YieldRedemptionDate yieldRedemptionDate |
|
public YieldRedemptionPrice yieldRedemptionPrice |
|
public YieldRedemptionPriceType yieldRedemptionPriceType |
|
public inline YieldDataObject() |
Members
public YieldType yieldType
public Yield yield
public YieldCalcDate yieldCalcDate
public YieldRedemptionDate yieldRedemptionDate
public YieldRedemptionPrice yieldRedemptionPrice
public YieldRedemptionPriceType yieldRedemptionPriceType
public inline YieldDataObject()
namespace trader::KrakenApi
Summary
class trader::KrakenApi::AccountBalance
class trader::KrakenApi::AccountBalance
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public AccountBalance() |
|
public ~AccountBalance() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public AccountBalance()
public ~AccountBalance()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::AssetInfo
class trader::KrakenApi::AssetInfo
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public AssetInfo() |
|
public ~AssetInfo() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public AssetInfo()
public ~AssetInfo()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::AssetInfoParams
class trader::KrakenApi::AssetInfoParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public AssetInfoParams() |
|
public ~AssetInfoParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public AssetInfoParams()
public ~AssetInfoParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::AssetPairs
class trader::KrakenApi::AssetPairs
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public AssetPairs() |
|
public ~AssetPairs() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public AssetPairs()
public ~AssetPairs()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::AssetPairsParams
class trader::KrakenApi::AssetPairsParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public AssetPairsParams() |
|
public ~AssetPairsParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public AssetPairsParams()
public ~AssetPairsParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::EndPoints
Summary
| Members | Descriptions |
|---|---|
public KrakenConfig config |
|
public Poco::AutoPtr< trader::App > _app |
|
public Api * _api |
|
public std::string _uri |
|
public EndPoints(Poco::AutoPtr< trader::App > app,Api * api) |
|
public ~EndPoints() |
|
public Poco::AutoPtr< ServerTime > GetServerTime() |
|
public Poco::AutoPtr< AssetInfo > GetAssetInfo(Poco::AutoPtr< AssetInfoParams > assetInfoParams) |
|
public Poco::AutoPtr< AssetPairs > GetAssetPairs(Poco::AutoPtr< AssetPairsParams > assetPairsParams) |
|
public Poco::AutoPtr< TickerInformation > GetTickerInformation(Poco::AutoPtr< TickerInformationParams > tickerInformationParams) |
|
public Poco::AutoPtr< OHLCData > GetOHLCData(Poco::AutoPtr< OHLCDataParams > oHLCDataParams) |
|
public Poco::AutoPtr< AccountBalance > GetAccountBalance() |
|
public Poco::AutoPtr< OrderBook > GetOrderBook(Poco::AutoPtr< OrderBookParams > orderBookParams) |
|
public Poco::AutoPtr< RecentTrades > GetRecentTrades(Poco::AutoPtr< RecentTradesParams > recentTradesParams) |
|
public Poco::AutoPtr< RecentSpread > GetRecentSpread(Poco::AutoPtr< RecentSpreadParams > recentSpreadParams) |
|
public Poco::AutoPtr< StandardOrder > AddStandardOrder(Poco::AutoPtr< StandardOrderParams > standardOrderParams) |
Members
public KrakenConfig config
public Poco::AutoPtr< trader::App > _app
public Api * _api
public std::string _uri
public EndPoints(Poco::AutoPtr< trader::App > app,Api * api)
public ~EndPoints()
public Poco::AutoPtr< ServerTime > GetServerTime()
public Poco::AutoPtr< AssetInfo > GetAssetInfo(Poco::AutoPtr< AssetInfoParams > assetInfoParams)
public Poco::AutoPtr< AssetPairs > GetAssetPairs(Poco::AutoPtr< AssetPairsParams > assetPairsParams)
public Poco::AutoPtr< TickerInformation > GetTickerInformation(Poco::AutoPtr< TickerInformationParams > tickerInformationParams)
public Poco::AutoPtr< OHLCData > GetOHLCData(Poco::AutoPtr< OHLCDataParams > oHLCDataParams)
public Poco::AutoPtr< AccountBalance > GetAccountBalance()
public Poco::AutoPtr< OrderBook > GetOrderBook(Poco::AutoPtr< OrderBookParams > orderBookParams)
public Poco::AutoPtr< RecentTrades > GetRecentTrades(Poco::AutoPtr< RecentTradesParams > recentTradesParams)
public Poco::AutoPtr< RecentSpread > GetRecentSpread(Poco::AutoPtr< RecentSpreadParams > recentSpreadParams)
public Poco::AutoPtr< StandardOrder > AddStandardOrder(Poco::AutoPtr< StandardOrderParams > standardOrderParams)
class trader::KrakenApi::ErrorIntrospector
class trader::KrakenApi::ErrorIntrospector
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public ErrorIntrospector() |
|
public ~ErrorIntrospector() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public ErrorIntrospector()
public ~ErrorIntrospector()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::OHLCData
class trader::KrakenApi::OHLCData
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public OHLCData() |
|
public ~OHLCData() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public OHLCData()
public ~OHLCData()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::OHLCDataParams
class trader::KrakenApi::OHLCDataParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public OHLCDataParams() |
|
public ~OHLCDataParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public OHLCDataParams()
public ~OHLCDataParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::OrderBook
class trader::KrakenApi::OrderBook
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public OrderBook() |
|
public ~OrderBook() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public OrderBook()
public ~OrderBook()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::OrderBookParams
class trader::KrakenApi::OrderBookParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public OrderBookParams() |
|
public ~OrderBookParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public OrderBookParams()
public ~OrderBookParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::RecentSpread
class trader::KrakenApi::RecentSpread
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public RecentSpread() |
|
public ~RecentSpread() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public RecentSpread()
public ~RecentSpread()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::RecentSpreadParams
class trader::KrakenApi::RecentSpreadParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public RecentSpreadParams() |
|
public ~RecentSpreadParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public RecentSpreadParams()
public ~RecentSpreadParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::RecentTrades
class trader::KrakenApi::RecentTrades
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public RecentTrades() |
|
public ~RecentTrades() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public RecentTrades()
public ~RecentTrades()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::RecentTradesParams
class trader::KrakenApi::RecentTradesParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public RecentTradesParams() |
|
public ~RecentTradesParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public RecentTradesParams()
public ~RecentTradesParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::ServerTime
class trader::KrakenApi::ServerTime
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public ServerTime() |
|
public ~ServerTime() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public ServerTime()
public ~ServerTime()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::StandardOrder
class trader::KrakenApi::StandardOrder
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public StandardOrder() |
|
public ~StandardOrder() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public StandardOrder()
public ~StandardOrder()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::StandardOrderParams
class trader::KrakenApi::StandardOrderParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public StandardOrderParams() |
|
public ~StandardOrderParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public StandardOrderParams()
public ~StandardOrderParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::TickerInformation
class trader::KrakenApi::TickerInformation
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public TickerInformation() |
|
public ~TickerInformation() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public TickerInformation()
public ~TickerInformation()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
class trader::KrakenApi::TickerInformationParams
class trader::KrakenApi::TickerInformationParams
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public DataObject dataObject |
|
public TickerInformationParams() |
|
public ~TickerInformationParams() |
|
public void readFile(const std::string & _fileName) |
|
public void read(Poco::Dynamic::Var val) |
Members
public DataObject dataObject
public TickerInformationParams()
public ~TickerInformationParams()
public void readFile(const std::string & _fileName)
public void read(Poco::Dynamic::Var val)
namespace trader::KrakenDatabase
Summary
| Members | Descriptions |
|---|---|
class trader::KrakenDatabase::Asset_Info |
|
class trader::KrakenDatabase::Tables |
class trader::KrakenDatabase::Asset_Info
class trader::KrakenDatabase::Asset_Info
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public std::string tableName |
|
public Asset_Info(Poco::Data::Session * _db,std::string _suffix) |
|
public ~Asset_Info() |
|
public void init() |
|
public void clear() |
|
public void insert(Asset_Info::Record & record) |
|
public void insertOnce(Asset_Info::Record & record) |
|
public void insertMultiple(std::vector< Asset_Info::Record > & records) |
|
public void insertMultiple(std::vector< Asset_Info::RecordWithId > & records) |
|
public void insertMultipleUnique(std::vector< Asset_Info::Record > & records) |
|
public void deleteMultiple(std::vector< Asset_Info::RecordWithId > & records) |
|
public void insertAndDeleteUnchanged(Asset_Info::Record & record) |
|
public void insertUnique(Asset_Info::Record & record) |
|
public void getLatest(Asset_Info::RecordWithId & rec) |
|
public std::size_t getAll(std::vector< Asset_Info::RecordWithId > & records,std::string condition) |
Members
public Poco::Data::Session * db
public std::string tableName
public Asset_Info(Poco::Data::Session * _db,std::string _suffix)
public ~Asset_Info()
public void init()
public void clear()
public void insert(Asset_Info::Record & record)
public void insertOnce(Asset_Info::Record & record)
public void insertMultiple(std::vector< Asset_Info::Record > & records)
public void insertMultiple(std::vector< Asset_Info::RecordWithId > & records)
public void insertMultipleUnique(std::vector< Asset_Info::Record > & records)
public void deleteMultiple(std::vector< Asset_Info::RecordWithId > & records)
public void insertAndDeleteUnchanged(Asset_Info::Record & record)
public void insertUnique(Asset_Info::Record & record)
public void getLatest(Asset_Info::RecordWithId & rec)
public std::size_t getAll(std::vector< Asset_Info::RecordWithId > & records,std::string condition)
class trader::KrakenDatabase::Tables
class trader::KrakenDatabase::Tables
: public RefCountedObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Data::Session * db |
|
public Poco::AutoPtr< Asset_Info > asset_InfoTable |
|
public Tables(Poco::Data::Session * _db) |
|
public ~Tables() |
|
public void init() |
|
public void clear() |
Members
public Poco::Data::Session * db
public Poco::AutoPtr< Asset_Info > asset_InfoTable
public Tables(Poco::Data::Session * _db)
public ~Tables()
public void init()
public void clear()
struct trader::CryptowatchApi::AllowanceIntrospector::DataObject::AllowanceObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Int64 cost |
|
public Poco::Int64 remaining |
|
public inline void SetCost(Poco::Int64 val) |
|
public inline bool isSetCost() |
|
public inline void SetRemaining(Poco::Int64 val) |
|
public inline bool isSetRemaining() |
|
public inline AllowanceObject() |
Members
public Poco::Int64 cost
public Poco::Int64 remaining
public inline void SetCost(Poco::Int64 val)
public inline bool isSetCost()
public inline void SetRemaining(Poco::Int64 val)
public inline bool isSetRemaining()
public inline AllowanceObject()
struct trader::BittrexProcessingConnection::BittrexMarketData
In-memory cache of marketdata.
Summary
| Members | Descriptions |
|---|---|
public MarketDataMap marketDataMap |
The market data map. |
public Poco::Int32 lastCachedId |
Identifier for the last cached. |
public inline BittrexMarketData() |
Initializes a new instance of the bittrexconnection class. |
typedef MarketDataMap |
Defines an alias representing the market data map. |
Members
public MarketDataMap marketDataMap
The market data map.
public Poco::Int32 lastCachedId
Identifier for the last cached.
public inline BittrexMarketData()
Initializes a new instance of the bittrexconnection class.
typedef MarketDataMap
Defines an alias representing the market data map.
struct trader::BittrexApi::OrderBookBoth::DataObject::ResultObject::BuyArray
Summary
| Members | Descriptions |
|---|---|
public double quantity |
|
public double rate |
|
public inline void SetQuantity(double val) |
|
public inline bool isSetQuantity() |
|
public inline void SetRate(double val) |
|
public inline bool isSetRate() |
|
public inline BuyArray() |
Members
public double quantity
public double rate
public inline void SetQuantity(double val)
public inline bool isSetQuantity()
public inline void SetRate(double val)
public inline bool isSetRate()
public inline BuyArray()
struct trader::BittrexConfig::DataArray
Summary
| Members | Descriptions |
|---|---|
public std::string api_key |
|
public std::string api_secret |
|
public std::string name |
|
public bool read_info |
|
public bool read_infoSet |
|
public Poco::Int32 requests_per_minute |
|
public bool trade_limit |
|
public bool trade_limitSet |
|
public bool trade_market |
|
public bool trade_marketSet |
|
public bool withdraw |
|
public bool withdrawSet |
|
public inline void SetApi_key(std::string val) |
|
public inline bool isSetApi_key() |
|
public inline void SetApi_secret(std::string val) |
|
public inline bool isSetApi_secret() |
|
public inline void SetName(std::string val) |
|
public inline bool isSetName() |
|
public inline void SetRead_info(bool val) |
|
public inline bool isSetRead_info() |
|
public inline void SetRequests_per_minute(Poco::Int32 val) |
|
public inline bool isSetRequests_per_minute() |
|
public inline void SetTrade_limit(bool val) |
|
public inline bool isSetTrade_limit() |
|
public inline void SetTrade_market(bool val) |
|
public inline bool isSetTrade_market() |
|
public inline void SetWithdraw(bool val) |
|
public inline bool isSetWithdraw() |
|
public inline DataArray() |
Members
public std::string api_key
public std::string api_secret
public std::string name
public bool read_info
public bool read_infoSet
public Poco::Int32 requests_per_minute
public bool trade_limit
public bool trade_limitSet
public bool trade_market
public bool trade_marketSet
public bool withdraw
public bool withdrawSet
public inline void SetApi_key(std::string val)
public inline bool isSetApi_key()
public inline void SetApi_secret(std::string val)
public inline bool isSetApi_secret()
public inline void SetName(std::string val)
public inline bool isSetName()
public inline void SetRead_info(bool val)
public inline bool isSetRead_info()
public inline void SetRequests_per_minute(Poco::Int32 val)
public inline bool isSetRequests_per_minute()
public inline void SetTrade_limit(bool val)
public inline bool isSetTrade_limit()
public inline void SetTrade_market(bool val)
public inline bool isSetTrade_market()
public inline void SetWithdraw(bool val)
public inline bool isSetWithdraw()
public inline DataArray()
struct trader::FybConfig::DataArray
Summary
| Members | Descriptions |
|---|---|
public std::string consumer_key |
|
public std::string consumer_secret |
|
public std::string name |
|
public bool read |
|
public bool readSet |
|
public bool trade |
|
public bool tradeSet |
|
public bool withdraw |
|
public bool withdrawSet |
|
public inline void SetConsumer_key(std::string val) |
|
public inline bool isSetConsumer_key() |
|
public inline void SetConsumer_secret(std::string val) |
|
public inline bool isSetConsumer_secret() |
|
public inline void SetName(std::string val) |
|
public inline bool isSetName() |
|
public inline void SetRead(bool val) |
|
public inline bool isSetRead() |
|
public inline void SetTrade(bool val) |
|
public inline bool isSetTrade() |
|
public inline void SetWithdraw(bool val) |
|
public inline bool isSetWithdraw() |
|
public inline DataArray() |
Members
public std::string consumer_key
public std::string consumer_secret
public std::string name
public bool read
public bool readSet
public bool trade
public bool tradeSet
public bool withdraw
public bool withdrawSet
public inline void SetConsumer_key(std::string val)
public inline bool isSetConsumer_key()
public inline void SetConsumer_secret(std::string val)
public inline bool isSetConsumer_secret()
public inline void SetName(std::string val)
public inline bool isSetName()
public inline void SetRead(bool val)
public inline bool isSetRead()
public inline void SetTrade(bool val)
public inline bool isSetTrade()
public inline void SetWithdraw(bool val)
public inline bool isSetWithdraw()
public inline DataArray()
struct trader::FybApi::Trades::DataArray
Summary
| Members | Descriptions |
|---|---|
public double amount |
|
public std::time_t date |
|
public double price |
|
public Poco::Int32 tid |
|
public inline void SetAmount(double val) |
|
public inline bool isSetAmount() |
|
public inline void SetDate(std::time_t val) |
|
public inline bool isSetDate() |
|
public inline void SetPrice(double val) |
|
public inline bool isSetPrice() |
|
public inline void SetTid(Poco::Int32 val) |
|
public inline bool isSetTid() |
|
public inline DataArray() |
Members
public double amount
public std::time_t date
public double price
public Poco::Int32 tid
public inline void SetAmount(double val)
public inline bool isSetAmount()
public inline void SetDate(std::time_t val)
public inline bool isSetDate()
public inline void SetPrice(double val)
public inline bool isSetPrice()
public inline void SetTid(Poco::Int32 val)
public inline bool isSetTid()
public inline DataArray()
struct trader::FybApi::TradesParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 since |
|
public inline void SetSince(Poco::Int32 val) |
|
public inline bool isSetSince() |
|
public inline DataObject() |
Members
public Poco::Int32 since
public inline void SetSince(Poco::Int32 val)
public inline bool isSetSince()
public inline DataObject()
struct trader::FybApi::WithdrawParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public double amount |
|
public std::string destination |
|
public std::string type |
|
public inline void SetAmount(double val) |
|
public inline bool isSetAmount() |
|
public inline void SetDestination(std::string val) |
|
public inline bool isSetDestination() |
|
public inline void SetType(std::string val) |
|
public inline bool isSetType() |
|
public inline DataObject() |
Members
public double amount
public std::string destination
public std::string type
public inline void SetAmount(double val)
public inline bool isSetAmount()
public inline void SetDestination(std::string val)
public inline bool isSetDestination()
public inline void SetType(std::string val)
public inline bool isSetType()
public inline DataObject()
struct trader::BittrexApi::Balance::DataObject
Summary
| Members | Descriptions |
|---|---|
public Result result |
|
public inline DataObject() |
|
typedef Result |
Members
public Result result
public inline DataObject()
typedef Result
struct trader::KrakenApi::AccountBalance::DataObject
Summary
| Members | Descriptions |
|---|---|
public Result result |
|
public inline DataObject() |
|
typedef ResultMap |
|
typedef Result |
Members
public Result result
public inline DataObject()
typedef ResultMap
typedef Result
struct trader::KrakenApi::AssetInfo::DataObject
Summary
| Members | Descriptions |
|---|---|
public Result result |
|
public inline DataObject() |
|
typedef Result |
Members
public Result result
public inline DataObject()
typedef Result
struct trader::CryptowatchApi::Allowance::DataObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Int64 cost |
|
public Poco::Int64 remaining |
|
public inline void SetCost(Poco::Int64 val) |
|
public inline bool isSetCost() |
|
public inline void SetRemaining(Poco::Int64 val) |
|
public inline bool isSetRemaining() |
|
public inline DataObject() |
Members
public Poco::Int64 cost
public Poco::Int64 remaining
public inline void SetCost(Poco::Int64 val)
public inline bool isSetCost()
public inline void SetRemaining(Poco::Int64 val)
public inline bool isSetRemaining()
public inline DataObject()
struct trader::KrakenApi::AssetInfoParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public std::string aclass |
|
public std::string asset |
|
public std::string info |
|
public inline void SetAclass(std::string val) |
|
public inline bool isSetAclass() |
|
public inline void SetAsset(std::string val) |
|
public inline bool isSetAsset() |
|
public inline void SetInfo(std::string val) |
|
public inline bool isSetInfo() |
|
public inline DataObject() |
Members
public std::string aclass
public std::string asset
public std::string info
public inline void SetAclass(std::string val)
public inline bool isSetAclass()
public inline void SetAsset(std::string val)
public inline bool isSetAsset()
public inline void SetInfo(std::string val)
public inline bool isSetInfo()
public inline DataObject()
struct trader::KrakenApi::AssetPairs::DataObject
Summary
| Members | Descriptions |
|---|---|
public Result result |
|
public inline DataObject() |
|
typedef Result |
Members
public Result result
public inline DataObject()
typedef Result
struct trader::KrakenApi::AssetPairsParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public std::string info |
|
public std::string pair |
|
public inline void SetInfo(std::string val) |
|
public inline bool isSetInfo() |
|
public inline void SetPair(std::string val) |
|
public inline bool isSetPair() |
|
public inline DataObject() |
Members
public std::string info
public std::string pair
public inline void SetInfo(std::string val)
public inline bool isSetInfo()
public inline void SetPair(std::string val)
public inline bool isSetPair()
public inline DataObject()
struct trader::KrakenApi::ErrorIntrospector::DataObject
Summary
| Members | Descriptions |
|---|---|
public Error error |
|
public inline DataObject() |
|
typedef ErrorArray |
|
typedef Error |
Members
public Error error
public inline DataObject()
typedef ErrorArray
typedef Error
struct trader::CryptowatchApi::AllowanceIntrospector::DataObject
Summary
| Members | Descriptions |
|---|---|
public AllowanceObject allowanceObject |
|
public inline DataObject() |
Members
public AllowanceObject allowanceObject
public inline DataObject()
struct trader::KrakenApi::OHLCData::DataObject
Summary
| Members | Descriptions |
|---|---|
public Result result |
|
public Poco::Int32 last |
|
public inline void SetLast(Poco::Int32 val) |
|
public inline bool isSetLast() |
|
public inline DataObject() |
|
typedef ResultMapArrayArray |
|
typedef ResultMapArray |
|
typedef ResultMap |
|
typedef Result |
Members
public Result result
public Poco::Int32 last
public inline void SetLast(Poco::Int32 val)
public inline bool isSetLast()
public inline DataObject()
typedef ResultMapArrayArray
typedef ResultMapArray
typedef ResultMap
typedef Result
struct trader::KrakenApi::OHLCDataParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public double interval |
|
public std::string pair |
|
public double since |
|
public inline void SetInterval(double val) |
|
public inline bool isSetInterval() |
|
public inline void SetPair(std::string val) |
|
public inline bool isSetPair() |
|
public inline void SetSince(double val) |
|
public inline bool isSetSince() |
|
public inline DataObject() |
Members
public double interval
public std::string pair
public double since
public inline void SetInterval(double val)
public inline bool isSetInterval()
public inline void SetPair(std::string val)
public inline bool isSetPair()
public inline void SetSince(double val)
public inline bool isSetSince()
public inline DataObject()
struct trader::KrakenApi::OrderBook::DataObject
Summary
| Members | Descriptions |
|---|---|
public Result result |
|
public inline DataObject() |
|
typedef Result |
Members
public Result result
public inline DataObject()
typedef Result
struct trader::KrakenApi::OrderBookParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 count |
|
public std::string pair |
|
public inline void SetCount(Poco::Int32 val) |
|
public inline bool isSetCount() |
|
public inline void SetPair(std::string val) |
|
public inline bool isSetPair() |
|
public inline DataObject() |
Members
public Poco::Int32 count
public std::string pair
public inline void SetCount(Poco::Int32 val)
public inline bool isSetCount()
public inline void SetPair(std::string val)
public inline bool isSetPair()
public inline DataObject()
struct trader::KrakenApi::RecentSpread::DataObject
Summary
| Members | Descriptions |
|---|---|
public Result result |
|
public Poco::Int32 last |
|
public inline void SetLast(Poco::Int32 val) |
|
public inline bool isSetLast() |
|
public inline DataObject() |
|
typedef ResultMapArrayArray |
|
typedef ResultMapArray |
|
typedef ResultMap |
|
typedef Result |
Members
public Result result
public Poco::Int32 last
public inline void SetLast(Poco::Int32 val)
public inline bool isSetLast()
public inline DataObject()
typedef ResultMapArrayArray
typedef ResultMapArray
typedef ResultMap
typedef Result
struct trader::KrakenApi::RecentSpreadParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public std::string pair |
|
public Poco::Int32 since |
|
public inline void SetPair(std::string val) |
|
public inline bool isSetPair() |
|
public inline void SetSince(Poco::Int32 val) |
|
public inline bool isSetSince() |
|
public inline DataObject() |
Members
public std::string pair
public Poco::Int32 since
public inline void SetPair(std::string val)
public inline bool isSetPair()
public inline void SetSince(Poco::Int32 val)
public inline bool isSetSince()
public inline DataObject()
struct trader::KrakenApi::RecentTrades::DataObject
Summary
| Members | Descriptions |
|---|---|
public Result result |
|
public std::string last |
|
public inline void SetLast(std::string val) |
|
public inline bool isSetLast() |
|
public inline DataObject() |
|
typedef ResultMapArrayArray |
|
typedef ResultMapArray |
|
typedef ResultMap |
|
typedef Result |
Members
public Result result
public std::string last
public inline void SetLast(std::string val)
public inline bool isSetLast()
public inline DataObject()
typedef ResultMapArrayArray
typedef ResultMapArray
typedef ResultMap
typedef Result
struct trader::BittrexApi::BalanceParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public std::string currency |
|
public inline void SetCurrency(std::string val) |
|
public inline bool isSetCurrency() |
|
public inline DataObject() |
Members
public std::string currency
public inline void SetCurrency(std::string val)
public inline bool isSetCurrency()
public inline DataObject()
struct trader::KrakenApi::RecentTradesParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public std::string pair |
|
public Poco::Int32 since |
|
public inline void SetPair(std::string val) |
|
public inline bool isSetPair() |
|
public inline void SetSince(Poco::Int32 val) |
|
public inline bool isSetSince() |
|
public inline DataObject() |
Members
public std::string pair
public Poco::Int32 since
public inline void SetPair(std::string val)
public inline bool isSetPair()
public inline void SetSince(Poco::Int32 val)
public inline bool isSetSince()
public inline DataObject()
struct trader::KrakenApi::ServerTime::DataObject
Summary
| Members | Descriptions |
|---|---|
public ResultObject resultObject |
|
public inline DataObject() |
Members
public ResultObject resultObject
public inline DataObject()
struct trader::KrakenApi::StandardOrder::DataObject
Summary
| Members | Descriptions |
|---|---|
public ResultObject resultObject |
|
public inline DataObject() |
Members
public ResultObject resultObject
public inline DataObject()
struct trader::CryptowatchApi::AssetList::DataObject
Summary
| Members | Descriptions |
|---|---|
public Result result |
|
public inline DataObject() |
|
typedef Result |
Members
public Result result
public inline DataObject()
typedef Result
struct trader::KrakenApi::StandardOrderParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public std::string expiretm |
|
public Poco::Int32 leverage |
|
public std::string oflags |
|
public std::string ordertype |
|
public std::string pair |
|
public std::string price |
|
public std::string price2 |
|
public std::string starttm |
|
public std::string type |
|
public Poco::Int32 userref |
|
public bool validate |
|
public bool validateSet |
|
public double volume |
|
public inline void SetExpiretm(std::string val) |
|
public inline bool isSetExpiretm() |
|
public inline void SetLeverage(Poco::Int32 val) |
|
public inline bool isSetLeverage() |
|
public inline void SetOflags(std::string val) |
|
public inline bool isSetOflags() |
|
public inline void SetOrdertype(std::string val) |
|
public inline bool isSetOrdertype() |
|
public inline void SetPair(std::string val) |
|
public inline bool isSetPair() |
|
public inline void SetPrice(std::string val) |
|
public inline bool isSetPrice() |
|
public inline void SetPrice2(std::string val) |
|
public inline bool isSetPrice2() |
|
public inline void SetStarttm(std::string val) |
|
public inline bool isSetStarttm() |
|
public inline void SetType(std::string val) |
|
public inline bool isSetType() |
|
public inline void SetUserref(Poco::Int32 val) |
|
public inline bool isSetUserref() |
|
public inline void SetValidate(bool val) |
|
public inline bool isSetValidate() |
|
public inline void SetVolume(double val) |
|
public inline bool isSetVolume() |
|
public inline DataObject() |
Members
public std::string expiretm
public Poco::Int32 leverage
public std::string oflags
public std::string ordertype
public std::string pair
public std::string price
public std::string price2
public std::string starttm
public std::string type
public Poco::Int32 userref
public bool validate
public bool validateSet
public double volume
public inline void SetExpiretm(std::string val)
public inline bool isSetExpiretm()
public inline void SetLeverage(Poco::Int32 val)
public inline bool isSetLeverage()
public inline void SetOflags(std::string val)
public inline bool isSetOflags()
public inline void SetOrdertype(std::string val)
public inline bool isSetOrdertype()
public inline void SetPair(std::string val)
public inline bool isSetPair()
public inline void SetPrice(std::string val)
public inline bool isSetPrice()
public inline void SetPrice2(std::string val)
public inline bool isSetPrice2()
public inline void SetStarttm(std::string val)
public inline bool isSetStarttm()
public inline void SetType(std::string val)
public inline bool isSetType()
public inline void SetUserref(Poco::Int32 val)
public inline bool isSetUserref()
public inline void SetValidate(bool val)
public inline bool isSetValidate()
public inline void SetVolume(double val)
public inline bool isSetVolume()
public inline DataObject()
struct trader::KrakenApi::TickerInformation::DataObject
Summary
| Members | Descriptions |
|---|---|
public Result result |
|
public inline DataObject() |
|
typedef Result |
Members
public Result result
public inline DataObject()
typedef Result
struct trader::KrakenApi::TickerInformationParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public std::string pair |
|
public inline void SetPair(std::string val) |
|
public inline bool isSetPair() |
|
public inline DataObject() |
Members
public std::string pair
public inline void SetPair(std::string val)
public inline bool isSetPair()
public inline DataObject()
struct trader::KrakenConfig::DataObject
Summary
| Members | Descriptions |
|---|---|
public std::string api_key |
|
public std::string private_key |
|
public inline void SetApi_key(std::string val) |
|
public inline bool isSetApi_key() |
|
public inline void SetPrivate_key(std::string val) |
|
public inline bool isSetPrivate_key() |
|
public inline DataObject() |
Members
public std::string api_key
public std::string private_key
public inline void SetApi_key(std::string val)
public inline bool isSetApi_key()
public inline void SetPrivate_key(std::string val)
public inline bool isSetPrivate_key()
public inline DataObject()
struct trader::BittrexApi::History::DataObject
Summary
| Members | Descriptions |
|---|---|
public Result result |
|
public inline DataObject() |
|
typedef Result |
Members
public Result result
public inline DataObject()
typedef Result
struct trader::BittrexApi::HistoryParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public std::string market |
|
public inline void SetMarket(std::string val) |
|
public inline bool isSetMarket() |
|
public inline DataObject() |
Members
public std::string market
public inline void SetMarket(std::string val)
public inline bool isSetMarket()
public inline DataObject()
struct trader::ExchangeratelabApi::SingleExchangeRate::DataObject
Summary
| Members | Descriptions |
|---|---|
public std::string baseCurrency |
|
public Poco::Int32 executionTime |
|
public std::string licenseMessage |
|
public RateObject rateObject |
|
public std::time_t timeStamp |
|
public inline void SetBaseCurrency(std::string val) |
|
public inline bool isSetBaseCurrency() |
|
public inline void SetExecutionTime(Poco::Int32 val) |
|
public inline bool isSetExecutionTime() |
|
public inline void SetLicenseMessage(std::string val) |
|
public inline bool isSetLicenseMessage() |
|
public inline void SetTimeStamp(std::time_t val) |
|
public inline bool isSetTimeStamp() |
|
public inline DataObject() |
Members
public std::string baseCurrency
public Poco::Int32 executionTime
public std::string licenseMessage
public RateObject rateObject
public std::time_t timeStamp
public inline void SetBaseCurrency(std::string val)
public inline bool isSetBaseCurrency()
public inline void SetExecutionTime(Poco::Int32 val)
public inline bool isSetExecutionTime()
public inline void SetLicenseMessage(std::string val)
public inline bool isSetLicenseMessage()
public inline void SetTimeStamp(std::time_t val)
public inline bool isSetTimeStamp()
public inline DataObject()
struct trader::ExchangeratelabConfig::DataObject
Summary
| Members | Descriptions |
|---|---|
public std::string api_key |
|
public inline void SetApi_key(std::string val) |
|
public inline bool isSetApi_key() |
|
public inline DataObject() |
Members
public std::string api_key
public inline void SetApi_key(std::string val)
public inline bool isSetApi_key()
public inline DataObject()
struct trader::BittrexApi::Markets::DataObject
Summary
| Members | Descriptions |
|---|---|
public Result result |
|
public inline DataObject() |
|
typedef Result |
Members
public Result result
public inline DataObject()
typedef Result
struct trader::FybApi::AccountInfo::DataObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 accNo |
|
public double btcBal |
|
public std::string btcDeposit |
|
public std::string email |
|
public Poco::Int32 error |
|
public double sgdBal |
|
public inline void SetAccNo(Poco::Int32 val) |
|
public inline bool isSetAccNo() |
|
public inline void SetBtcBal(double val) |
|
public inline bool isSetBtcBal() |
|
public inline void SetBtcDeposit(std::string val) |
|
public inline bool isSetBtcDeposit() |
|
public inline void SetEmail(std::string val) |
|
public inline bool isSetEmail() |
|
public inline void SetError(Poco::Int32 val) |
|
public inline bool isSetError() |
|
public inline void SetSgdBal(double val) |
|
public inline bool isSetSgdBal() |
|
public inline DataObject() |
Members
public Poco::Int32 accNo
public double btcBal
public std::string btcDeposit
public std::string email
public Poco::Int32 error
public double sgdBal
public inline void SetAccNo(Poco::Int32 val)
public inline bool isSetAccNo()
public inline void SetBtcBal(double val)
public inline bool isSetBtcBal()
public inline void SetBtcDeposit(std::string val)
public inline bool isSetBtcDeposit()
public inline void SetEmail(std::string val)
public inline bool isSetEmail()
public inline void SetError(Poco::Int32 val)
public inline bool isSetError()
public inline void SetSgdBal(double val)
public inline bool isSetSgdBal()
public inline DataObject()
struct trader::FybApi::CancelOrderParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 orderNo |
|
public inline void SetOrderNo(Poco::Int32 val) |
|
public inline bool isSetOrderNo() |
|
public inline DataObject() |
Members
public Poco::Int32 orderNo
public inline void SetOrderNo(Poco::Int32 val)
public inline bool isSetOrderNo()
public inline DataObject()
struct trader::FybApi::ErrorMessage::DataObject
Summary
| Members | Descriptions |
|---|---|
public std::string error |
|
public inline void SetError(std::string val) |
|
public inline bool isSetError() |
|
public inline DataObject() |
Members
public std::string error
public inline void SetError(std::string val)
public inline bool isSetError()
public inline DataObject()
struct trader::FybApi::ErrorNumber::DataObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 error |
|
public inline void SetError(Poco::Int32 val) |
|
public inline bool isSetError() |
|
public inline DataObject() |
Members
public Poco::Int32 error
public inline void SetError(Poco::Int32 val)
public inline bool isSetError()
public inline DataObject()
struct trader::BittrexApi::OrderBook::DataObject
Summary
| Members | Descriptions |
|---|---|
public Result result |
|
public inline DataObject() |
|
typedef Result |
Members
public Result result
public inline DataObject()
typedef Result
struct trader::FybApi::ErrorNumberAndMessage::DataObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 error |
|
public std::string msg |
|
public inline void SetError(Poco::Int32 val) |
|
public inline bool isSetError() |
|
public inline void SetMsg(std::string val) |
|
public inline bool isSetMsg() |
|
public inline DataObject() |
Members
public Poco::Int32 error
public std::string msg
public inline void SetError(Poco::Int32 val)
public inline bool isSetError()
public inline void SetMsg(std::string val)
public inline bool isSetMsg()
public inline DataObject()
struct trader::FybApi::OrderBook::DataObject
Summary
| Members | Descriptions |
|---|---|
public Asks asks |
|
public Bids bids |
|
public inline DataObject() |
|
typedef AsksArrayArray |
|
typedef AsksArray |
|
typedef Asks |
|
typedef BidsArrayArray |
|
typedef BidsArray |
|
typedef Bids |
Members
public Asks asks
public Bids bids
public inline DataObject()
typedef AsksArrayArray
typedef AsksArray
typedef Asks
typedef BidsArrayArray
typedef BidsArray
typedef Bids
struct trader::BittrexApi::OrderBookBoth::DataObject
Summary
| Members | Descriptions |
|---|---|
public ResultObject resultObject |
|
public inline DataObject() |
Members
public ResultObject resultObject
public inline DataObject()
struct trader::FybApi::OrderHistory::DataObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 error |
|
public Orders orders |
|
public inline void SetError(Poco::Int32 val) |
|
public inline bool isSetError() |
|
public inline DataObject() |
|
typedef Orders |
Members
public Poco::Int32 error
public Orders orders
public inline void SetError(Poco::Int32 val)
public inline bool isSetError()
public inline DataObject()
typedef Orders
struct trader::FybApi::OrderHistoryParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 limit |
|
public inline void SetLimit(Poco::Int32 val) |
|
public inline bool isSetLimit() |
|
public inline DataObject() |
Members
public Poco::Int32 limit
public inline void SetLimit(Poco::Int32 val)
public inline bool isSetLimit()
public inline DataObject()
struct trader::FybApi::OrderParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public double price |
|
public double qty |
|
public char type |
|
public inline void SetPrice(double val) |
|
public inline bool isSetPrice() |
|
public inline void SetQty(double val) |
|
public inline bool isSetQty() |
|
public inline void SetType(char val) |
|
public inline bool isSetType() |
|
public inline DataObject() |
Members
public double price
public double qty
public char type
public inline void SetPrice(double val)
public inline bool isSetPrice()
public inline void SetQty(double val)
public inline bool isSetQty()
public inline void SetType(char val)
public inline bool isSetType()
public inline DataObject()
struct trader::FybApi::OrderStatus::DataObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 error |
|
public std::string msg |
|
public std::string pending_oid |
|
public inline void SetError(Poco::Int32 val) |
|
public inline bool isSetError() |
|
public inline void SetMsg(std::string val) |
|
public inline bool isSetMsg() |
|
public inline void SetPending_oid(std::string val) |
|
public inline bool isSetPending_oid() |
|
public inline DataObject() |
Members
public Poco::Int32 error
public std::string msg
public std::string pending_oid
public inline void SetError(Poco::Int32 val)
public inline bool isSetError()
public inline void SetMsg(std::string val)
public inline bool isSetMsg()
public inline void SetPending_oid(std::string val)
public inline bool isSetPending_oid()
public inline DataObject()
struct trader::FybApi::PendingOrders::DataObject
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 error |
|
public Orders orders |
|
public inline void SetError(Poco::Int32 val) |
|
public inline bool isSetError() |
|
public inline DataObject() |
|
typedef Orders |
Members
public Poco::Int32 error
public Orders orders
public inline void SetError(Poco::Int32 val)
public inline bool isSetError()
public inline DataObject()
typedef Orders
struct trader::BittrexApi::OrderBookParams::DataObject
Summary
| Members | Descriptions |
|---|---|
public std::string market |
|
public std::string type |
|
public inline void SetMarket(std::string val) |
|
public inline bool isSetMarket() |
|
public inline void SetType(std::string val) |
|
public inline bool isSetType() |
|
public inline DataObject() |
Members
public std::string market
public std::string type
public inline void SetMarket(std::string val)
public inline bool isSetMarket()
public inline void SetType(std::string val)
public inline bool isSetType()
public inline DataObject()
struct trader::FybApi::Ticker::DataObject
Summary
| Members | Descriptions |
|---|---|
public double ask |
|
public double bid |
|
public inline void SetAsk(double val) |
|
public inline bool isSetAsk() |
|
public inline void SetBid(double val) |
|
public inline bool isSetBid() |
|
public inline DataObject() |
Members
public double ask
public double bid
public inline void SetAsk(double val)
public inline bool isSetAsk()
public inline void SetBid(double val)
public inline bool isSetBid()
public inline DataObject()
struct trader::BittrexApi::ResultIntrospector::DataObject
Summary
| Members | Descriptions |
|---|---|
public std::string message |
|
public bool success |
|
public bool successSet |
|
public inline void SetMessage(std::string val) |
|
public inline bool isSetMessage() |
|
public inline void SetSuccess(bool val) |
|
public inline bool isSetSuccess() |
|
public inline DataObject() |
Members
public std::string message
public bool success
public bool successSet
public inline void SetMessage(std::string val)
public inline bool isSetMessage()
public inline void SetSuccess(bool val)
public inline bool isSetSuccess()
public inline DataObject()
struct trader::FybApi::TickerDetailed::DataObject
Summary
| Members | Descriptions |
|---|---|
public double ask |
|
public double bid |
|
public double last |
|
public double vol |
|
public inline void SetAsk(double val) |
|
public inline bool isSetAsk() |
|
public inline void SetBid(double val) |
|
public inline bool isSetBid() |
|
public inline void SetLast(double val) |
|
public inline bool isSetLast() |
|
public inline void SetVol(double val) |
|
public inline bool isSetVol() |
|
public inline DataObject() |
Members
public double ask
public double bid
public double last
public double vol
public inline void SetAsk(double val)
public inline bool isSetAsk()
public inline void SetBid(double val)
public inline bool isSetBid()
public inline void SetLast(double val)
public inline bool isSetLast()
public inline void SetVol(double val)
public inline bool isSetVol()
public inline DataObject()
struct trader::KrakenApi::StandardOrder::DataObject::ResultObject::DescrObject
Summary
| Members | Descriptions |
|---|---|
public std::string close |
|
public std::string order |
|
public inline void SetClose(std::string val) |
|
public inline bool isSetClose() |
|
public inline void SetOrder(std::string val) |
|
public inline bool isSetOrder() |
|
public inline DescrObject() |
Members
public std::string close
public std::string order
public inline void SetClose(std::string val)
public inline bool isSetClose()
public inline void SetOrder(std::string val)
public inline bool isSetOrder()
public inline DescrObject()
struct trader::BittrexProcessingConnection::MarketDataRequestRetrievalData
A market data request retrieval data.
Summary
| Members | Descriptions |
|---|---|
public Poco::AutoPtr< Interface::MarketDataRequestData > marketRequestData |
Information describing the market request. |
public LastCacheIdMap lastCacheIdMap |
The last cache identifier map. |
typedef LastCacheIdMap |
The id of the last marketData entry that was sent to the requester. |
Members
public Poco::AutoPtr< Interface::MarketDataRequestData > marketRequestData
Information describing the market request.
public LastCacheIdMap lastCacheIdMap
The last cache identifier map.
typedef LastCacheIdMap
The id of the last marketData entry that was sent to the requester.
struct trader::Interface::AffectedOrdGrpObject::NoAffectedOrders
Summary
| Members | Descriptions |
|---|---|
public OrigClOrdID origClOrdID |
|
public AffectedOrderID affectedOrderID |
|
public AffectedSecondaryOrderID affectedSecondaryOrderID |
|
public inline NoAffectedOrders() |
Members
public OrigClOrdID origClOrdID
public AffectedOrderID affectedOrderID
public AffectedSecondaryOrderID affectedSecondaryOrderID
public inline NoAffectedOrders()
struct trader::Interface::AllocAckGrpObject::NoAllocs
Summary
| Members | Descriptions |
|---|---|
public AllocAccount allocAccount |
|
public AllocAcctIDSource allocAcctIDSource |
|
public AllocPrice allocPrice |
|
public AllocPositionEffect allocPositionEffect |
|
public IndividualAllocID individualAllocID |
|
public IndividualAllocRejCode individualAllocRejCode |
|
public NestedPartiesObject nestedParties |
|
public AllocText allocText |
|
public EncodedAllocTextLen encodedAllocTextLen |
|
public EncodedAllocText encodedAllocText |
|
public SecondaryIndividualAllocID secondaryIndividualAllocID |
|
public AllocCustomerCapacity allocCustomerCapacity |
|
public IndividualAllocType individualAllocType |
|
public AllocQty allocQty |
|
public inline NoAllocs() |
Members
public AllocAccount allocAccount
public AllocAcctIDSource allocAcctIDSource
public AllocPrice allocPrice
public AllocPositionEffect allocPositionEffect
public IndividualAllocID individualAllocID
public IndividualAllocRejCode individualAllocRejCode
public NestedPartiesObject nestedParties
public AllocText allocText
public EncodedAllocTextLen encodedAllocTextLen
public EncodedAllocText encodedAllocText
public SecondaryIndividualAllocID secondaryIndividualAllocID
public AllocCustomerCapacity allocCustomerCapacity
public IndividualAllocType individualAllocType
public AllocQty allocQty
public inline NoAllocs()
struct trader::Interface::AllocGrpObject::NoAllocs
Summary
| Members | Descriptions |
|---|---|
public AllocAccount allocAccount |
|
public AllocAcctIDSource allocAcctIDSource |
|
public MatchStatus matchStatus |
|
public AllocPrice allocPrice |
|
public AllocQty allocQty |
|
public IndividualAllocID individualAllocID |
|
public ProcessCode processCode |
|
public SecondaryIndividualAllocID secondaryIndividualAllocID |
|
public AllocMethod allocMethod |
|
public AllocCustomerCapacity allocCustomerCapacity |
|
public AllocPositionEffect allocPositionEffect |
|
public IndividualAllocType individualAllocType |
|
public NestedPartiesObject nestedParties |
|
public NotifyBrokerOfCredit notifyBrokerOfCredit |
|
public AllocHandlInst allocHandlInst |
|
public AllocText allocText |
|
public EncodedAllocTextLen encodedAllocTextLen |
|
public EncodedAllocText encodedAllocText |
|
public CommissionDataObject commissionData |
|
public AllocAvgPx allocAvgPx |
|
public AllocNetMoney allocNetMoney |
|
public SettlCurrAmt settlCurrAmt |
|
public AllocSettlCurrAmt allocSettlCurrAmt |
|
public SettlCurrency settlCurrency |
|
public AllocSettlCurrency allocSettlCurrency |
|
public SettlCurrFxRate settlCurrFxRate |
|
public SettlCurrFxRateCalc settlCurrFxRateCalc |
|
public AllocAccruedInterestAmt allocAccruedInterestAmt |
|
public AllocInterestAtMaturity allocInterestAtMaturity |
|
public MiscFeesGrpObject miscFeesGrp |
|
public ClrInstGrpObject clrInstGrp |
|
public ClearingFeeIndicator clearingFeeIndicator |
|
public AllocSettlInstType allocSettlInstType |
|
public SettlInstructionsDataObject settlInstructionsData |
|
public inline NoAllocs() |
Members
public AllocAccount allocAccount
public AllocAcctIDSource allocAcctIDSource
public MatchStatus matchStatus
public AllocPrice allocPrice
public AllocQty allocQty
public IndividualAllocID individualAllocID
public ProcessCode processCode
public SecondaryIndividualAllocID secondaryIndividualAllocID
public AllocMethod allocMethod
public AllocCustomerCapacity allocCustomerCapacity
public AllocPositionEffect allocPositionEffect
public IndividualAllocType individualAllocType
public NestedPartiesObject nestedParties
public NotifyBrokerOfCredit notifyBrokerOfCredit
public AllocHandlInst allocHandlInst
public AllocText allocText
public EncodedAllocTextLen encodedAllocTextLen
public EncodedAllocText encodedAllocText
public CommissionDataObject commissionData
public AllocAvgPx allocAvgPx
public AllocNetMoney allocNetMoney
public SettlCurrAmt settlCurrAmt
public AllocSettlCurrAmt allocSettlCurrAmt
public SettlCurrency settlCurrency
public AllocSettlCurrency allocSettlCurrency
public SettlCurrFxRate settlCurrFxRate
public SettlCurrFxRateCalc settlCurrFxRateCalc
public AllocAccruedInterestAmt allocAccruedInterestAmt
public AllocInterestAtMaturity allocInterestAtMaturity
public MiscFeesGrpObject miscFeesGrp
public ClrInstGrpObject clrInstGrp
public ClearingFeeIndicator clearingFeeIndicator
public AllocSettlInstType allocSettlInstType
public SettlInstructionsDataObject settlInstructionsData
public inline NoAllocs()
struct trader::Interface::PreAllocGrpObject::NoAllocs
Summary
| Members | Descriptions |
|---|---|
public AllocAccount allocAccount |
|
public AllocAcctIDSource allocAcctIDSource |
|
public AllocSettlCurrency allocSettlCurrency |
|
public IndividualAllocID individualAllocID |
|
public NestedPartiesObject nestedParties |
|
public AllocQty allocQty |
|
public inline NoAllocs() |
Members
public AllocAccount allocAccount
public AllocAcctIDSource allocAcctIDSource
public AllocSettlCurrency allocSettlCurrency
public IndividualAllocID individualAllocID
public NestedPartiesObject nestedParties
public AllocQty allocQty
public inline NoAllocs()
struct trader::Interface::PreAllocMlegGrpObject::NoAllocs
Summary
| Members | Descriptions |
|---|---|
public AllocAccount allocAccount |
|
public AllocAcctIDSource allocAcctIDSource |
|
public AllocSettlCurrency allocSettlCurrency |
|
public IndividualAllocID individualAllocID |
|
public NestedParties3Object nestedParties3 |
|
public AllocQty allocQty |
|
public inline NoAllocs() |
Members
public AllocAccount allocAccount
public AllocAcctIDSource allocAcctIDSource
public AllocSettlCurrency allocSettlCurrency
public IndividualAllocID individualAllocID
public NestedParties3Object nestedParties3
public AllocQty allocQty
public inline NoAllocs()
struct trader::Interface::TrdAllocGrpObject::NoAllocs
Summary
| Members | Descriptions |
|---|---|
public AllocAccount allocAccount |
|
public AllocAcctIDSource allocAcctIDSource |
|
public AllocSettlCurrency allocSettlCurrency |
|
public IndividualAllocID individualAllocID |
|
public NestedParties2Object nestedParties2 |
|
public AllocQty allocQty |
|
public AllocCustomerCapacity allocCustomerCapacity |
|
public AllocMethod allocMethod |
|
public SecondaryIndividualAllocID secondaryIndividualAllocID |
|
public AllocClearingFeeIndicator allocClearingFeeIndicator |
|
public inline NoAllocs() |
Members
public AllocAccount allocAccount
public AllocAcctIDSource allocAcctIDSource
public AllocSettlCurrency allocSettlCurrency
public IndividualAllocID individualAllocID
public NestedParties2Object nestedParties2
public AllocQty allocQty
public AllocCustomerCapacity allocCustomerCapacity
public AllocMethod allocMethod
public SecondaryIndividualAllocID secondaryIndividualAllocID
public AllocClearingFeeIndicator allocClearingFeeIndicator
public inline NoAllocs()
struct trader::Interface::MDRjctGrpObject::NoAltMDSource
Summary
| Members | Descriptions |
|---|---|
public AltMDSourceID altMDSourceID |
|
public inline NoAltMDSource() |
Members
public AltMDSourceID altMDSourceID
public inline NoAltMDSource()
struct trader::Interface::ApplIDRequestGrpObject::NoApplIDs
Summary
| Members | Descriptions |
|---|---|
public RefApplID refApplID |
|
public ApplBegSeqNum applBegSeqNum |
|
public ApplEndSeqNum applEndSeqNum |
|
public NestedPartiesObject nestedParties |
|
public RefApplReqID refApplReqID |
|
public inline NoApplIDs() |
Members
public RefApplID refApplID
public ApplBegSeqNum applBegSeqNum
public ApplEndSeqNum applEndSeqNum
public NestedPartiesObject nestedParties
public RefApplReqID refApplReqID
public inline NoApplIDs()
struct trader::Interface::ApplIDRequestAckGrpObject::NoApplIDs
Summary
| Members | Descriptions |
|---|---|
public RefApplID refApplID |
|
public ApplBegSeqNum applBegSeqNum |
|
public ApplEndSeqNum applEndSeqNum |
|
public RefApplLastSeqNum refApplLastSeqNum |
|
public ApplResponseError applResponseError |
|
public NestedPartiesObject nestedParties |
|
public RefApplReqID refApplReqID |
|
public inline NoApplIDs() |
Members
public RefApplID refApplID
public ApplBegSeqNum applBegSeqNum
public ApplEndSeqNum applEndSeqNum
public RefApplLastSeqNum refApplLastSeqNum
public ApplResponseError applResponseError
public NestedPartiesObject nestedParties
public RefApplReqID refApplReqID
public inline NoApplIDs()
struct trader::Interface::ApplIDReportGrpObject::NoApplIDs
Summary
| Members | Descriptions |
|---|---|
public RefApplID refApplID |
|
public ApplNewSeqNum applNewSeqNum |
|
public RefApplLastSeqNum refApplLastSeqNum |
|
public inline NoApplIDs() |
Members
public RefApplID refApplID
public ApplNewSeqNum applNewSeqNum
public RefApplLastSeqNum refApplLastSeqNum
public inline NoApplIDs()
struct trader::Interface::StrmAsgnRptGrpObject::NoAsgnReqs
Summary
| Members | Descriptions |
|---|---|
public PartiesObject parties |
|
public StrmAsgnRptInstrmtGrpObject strmAsgnRptInstrmtGrp |
|
public inline NoAsgnReqs() |
Members
public PartiesObject parties
public StrmAsgnRptInstrmtGrpObject strmAsgnRptInstrmtGrp
public inline NoAsgnReqs()
struct trader::Interface::StrmAsgnReqGrpObject::NoAsgnReqs
Summary
| Members | Descriptions |
|---|---|
public PartiesObject parties |
|
public StrmAsgnReqInstrmtGrpObject strmAsgnReqInstrmtGrp |
|
public inline NoAsgnReqs() |
Members
public PartiesObject parties
public StrmAsgnReqInstrmtGrpObject strmAsgnReqInstrmtGrp
public inline NoAsgnReqs()
struct trader::Interface::BidCompReqGrpObject::NoBidComponents
Summary
| Members | Descriptions |
|---|---|
public ListID listID |
|
public Side side |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public NetGrossInd netGrossInd |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public inline NoBidComponents() |
Members
public ListID listID
public Side side
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public NetGrossInd netGrossInd
public SettlType settlType
public SettlDate settlDate
public Account account
public AcctIDSource acctIDSource
public inline NoBidComponents()
struct trader::Interface::BidCompRspGrpObject::NoBidComponents
Summary
| Members | Descriptions |
|---|---|
public CommissionDataObject commissionData |
|
public ListID listID |
|
public Country country |
|
public Side side |
|
public Price price |
|
public PriceType priceType |
|
public FairValue fairValue |
|
public NetGrossInd netGrossInd |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline NoBidComponents() |
Members
public CommissionDataObject commissionData
public ListID listID
public Country country
public Side side
public Price price
public PriceType priceType
public FairValue fairValue
public NetGrossInd netGrossInd
public SettlType settlType
public SettlDate settlDate
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline NoBidComponents()
struct trader::Interface::BidDescReqGrpObject::NoBidDescriptors
Summary
| Members | Descriptions |
|---|---|
public BidDescriptorType bidDescriptorType |
|
public BidDescriptor bidDescriptor |
|
public SideValueInd sideValueInd |
|
public LiquidityValue liquidityValue |
|
public LiquidityNumSecurities liquidityNumSecurities |
|
public LiquidityPctLow liquidityPctLow |
|
public LiquidityPctHigh liquidityPctHigh |
|
public EFPTrackingError eFPTrackingError |
|
public FairValue fairValue |
|
public OutsideIndexPct outsideIndexPct |
|
public ValueOfFutures valueOfFutures |
|
public inline NoBidDescriptors() |
Members
public BidDescriptorType bidDescriptorType
public BidDescriptor bidDescriptor
public SideValueInd sideValueInd
public LiquidityValue liquidityValue
public LiquidityNumSecurities liquidityNumSecurities
public LiquidityPctLow liquidityPctLow
public LiquidityPctHigh liquidityPctHigh
public EFPTrackingError eFPTrackingError
public FairValue fairValue
public OutsideIndexPct outsideIndexPct
public ValueOfFutures valueOfFutures
public inline NoBidDescriptors()
struct trader::Interface::CpctyConfGrpObject::NoCapacities
Summary
| Members | Descriptions |
|---|---|
public OrderCapacity orderCapacity |
|
public OrderRestrictions orderRestrictions |
|
public OrderCapacityQty orderCapacityQty |
|
public inline NoCapacities() |
Members
public OrderCapacity orderCapacity
public OrderRestrictions orderRestrictions
public OrderCapacityQty orderCapacityQty
public inline NoCapacities()
struct trader::Interface::ClrInstGrpObject::NoClearingInstructions
Summary
| Members | Descriptions |
|---|---|
public ClearingInstruction clearingInstruction |
|
public inline NoClearingInstructions() |
Members
public ClearingInstruction clearingInstruction
public inline NoClearingInstructions()
struct trader::Interface::CollInqQualGrpObject::NoCollInquiryQualifier
Summary
| Members | Descriptions |
|---|---|
public CollInquiryQualifier collInquiryQualifier |
|
public inline NoCollInquiryQualifier() |
Members
public CollInquiryQualifier collInquiryQualifier
public inline NoCollInquiryQualifier()
struct trader::Interface::CompIDReqGrpObject::NoCompIDs
Summary
| Members | Descriptions |
|---|---|
public RefCompID refCompID |
|
public RefSubID refSubID |
|
public LocationID locationID |
|
public DeskID deskID |
|
public inline NoCompIDs() |
Members
public RefCompID refCompID
public RefSubID refSubID
public LocationID locationID
public DeskID deskID
public inline NoCompIDs()
struct trader::Interface::CompIDStatGrpObject::NoCompIDs
Summary
| Members | Descriptions |
|---|---|
public RefCompID refCompID |
|
public RefSubID refSubID |
|
public LocationID locationID |
|
public DeskID deskID |
|
public StatusValue statusValue |
|
public StatusText statusText |
|
public inline NoCompIDs() |
Members
public RefCompID refCompID
public RefSubID refSubID
public LocationID locationID
public DeskID deskID
public StatusValue statusValue
public StatusText statusText
public inline NoCompIDs()
struct trader::Interface::ComplexEventDatesObject::NoComplexEventDates
Summary
| Members | Descriptions |
|---|---|
public ComplexEventStartDate complexEventStartDate |
|
public ComplexEventEndDate complexEventEndDate |
|
public ComplexEventTimesObject complexEventTimes |
|
public inline NoComplexEventDates() |
Members
public ComplexEventStartDate complexEventStartDate
public ComplexEventEndDate complexEventEndDate
public ComplexEventTimesObject complexEventTimes
public inline NoComplexEventDates()
struct trader::Interface::ComplexEventsObject::NoComplexEvents
Summary
| Members | Descriptions |
|---|---|
public ComplexEventType complexEventType |
|
public ComplexOptPayoutAmount complexOptPayoutAmount |
|
public ComplexEventPrice complexEventPrice |
|
public ComplexEventPriceBoundaryMethod complexEventPriceBoundaryMethod |
|
public ComplexEventPriceBoundaryPrecision complexEventPriceBoundaryPrecision |
|
public ComplexEventPriceTimeType complexEventPriceTimeType |
|
public ComplexEventCondition complexEventCondition |
|
public ComplexEventDatesObject complexEventDates |
|
public inline NoComplexEvents() |
Members
public ComplexEventType complexEventType
public ComplexOptPayoutAmount complexOptPayoutAmount
public ComplexEventPrice complexEventPrice
public ComplexEventPriceBoundaryMethod complexEventPriceBoundaryMethod
public ComplexEventPriceBoundaryPrecision complexEventPriceBoundaryPrecision
public ComplexEventPriceTimeType complexEventPriceTimeType
public ComplexEventCondition complexEventCondition
public ComplexEventDatesObject complexEventDates
public inline NoComplexEvents()
struct trader::Interface::ComplexEventTimesObject::NoComplexEventTimes
Summary
| Members | Descriptions |
|---|---|
public ComplexEventStartTime complexEventStartTime |
|
public ComplexEventEndTime complexEventEndTime |
|
public inline NoComplexEventTimes() |
Members
public ComplexEventStartTime complexEventStartTime
public ComplexEventEndTime complexEventEndTime
public inline NoComplexEventTimes()
struct trader::Interface::ContAmtGrpObject::NoContAmts
Summary
| Members | Descriptions |
|---|---|
public ContAmtType contAmtType |
|
public ContAmtValue contAmtValue |
|
public ContAmtCurr contAmtCurr |
|
public inline NoContAmts() |
Members
public ContAmtType contAmtType
public ContAmtValue contAmtValue
public ContAmtCurr contAmtCurr
public inline NoContAmts()
struct trader::Interface::ContraGrpObject::NoContraBrokers
Summary
| Members | Descriptions |
|---|---|
public ContraBroker contraBroker |
|
public ContraTrader contraTrader |
|
public ContraTradeQty contraTradeQty |
|
public ContraTradeTime contraTradeTime |
|
public ContraLegRefID contraLegRefID |
|
public inline NoContraBrokers() |
Members
public ContraBroker contraBroker
public ContraTrader contraTrader
public ContraTradeQty contraTradeQty
public ContraTradeTime contraTradeTime
public ContraLegRefID contraLegRefID
public inline NoContraBrokers()
struct trader::Interface::TrdCapDtGrpObject::NoDates
Summary
| Members | Descriptions |
|---|---|
public TradeDate tradeDate |
|
public LastUpdateTime lastUpdateTime |
|
public TransactTime transactTime |
|
public inline NoDates() |
Members
public TradeDate tradeDate
public LastUpdateTime lastUpdateTime
public TransactTime transactTime
public inline NoDates()
struct trader::Interface::DerivativeEventsGrpObject::NoDerivativeEvents
Summary
| Members | Descriptions |
|---|---|
public DerivativeEventType derivativeEventType |
|
public DerivativeEventDate derivativeEventDate |
|
public DerivativeEventTime derivativeEventTime |
|
public DerivativeEventPx derivativeEventPx |
|
public DerivativeEventText derivativeEventText |
|
public inline NoDerivativeEvents() |
Members
public DerivativeEventType derivativeEventType
public DerivativeEventDate derivativeEventDate
public DerivativeEventTime derivativeEventTime
public DerivativeEventPx derivativeEventPx
public DerivativeEventText derivativeEventText
public inline NoDerivativeEvents()
struct trader::Interface::DerivativeInstrumentAttributeObject::NoDerivativeInstrAttrib
Summary
| Members | Descriptions |
|---|---|
public DerivativeInstrAttribType derivativeInstrAttribType |
|
public DerivativeInstrAttribValue derivativeInstrAttribValue |
|
public inline NoDerivativeInstrAttrib() |
Members
public DerivativeInstrAttribType derivativeInstrAttribType
public DerivativeInstrAttribValue derivativeInstrAttribValue
public inline NoDerivativeInstrAttrib()
struct trader::Interface::DerivativeInstrumentPartiesObject::NoDerivativeInstrumentParties
Summary
| Members | Descriptions |
|---|---|
public DerivativeInstrumentPartyID derivativeInstrumentPartyID |
|
public DerivativeInstrumentPartyIDSource derivativeInstrumentPartyIDSource |
|
public DerivativeInstrumentPartyRole derivativeInstrumentPartyRole |
|
public DerivativeInstrumentPartySubIDsGrpObject derivativeInstrumentPartySubIDsGrp |
|
public inline NoDerivativeInstrumentParties() |
Members
public DerivativeInstrumentPartyID derivativeInstrumentPartyID
public DerivativeInstrumentPartyIDSource derivativeInstrumentPartyIDSource
public DerivativeInstrumentPartyRole derivativeInstrumentPartyRole
public DerivativeInstrumentPartySubIDsGrpObject derivativeInstrumentPartySubIDsGrp
public inline NoDerivativeInstrumentParties()
struct trader::Interface::DerivativeInstrumentPartySubIDsGrpObject::NoDerivativeInstrumentPartySubIDs
Summary
| Members | Descriptions |
|---|---|
public DerivativeInstrumentPartySubID derivativeInstrumentPartySubID |
|
public DerivativeInstrumentPartySubIDType derivativeInstrumentPartySubIDType |
|
public inline NoDerivativeInstrumentPartySubIDs() |
Members
public DerivativeInstrumentPartySubID derivativeInstrumentPartySubID
public DerivativeInstrumentPartySubIDType derivativeInstrumentPartySubIDType
public inline NoDerivativeInstrumentPartySubIDs()
struct trader::Interface::DerivativeSecurityAltIDGrpObject::NoDerivativeSecurityAltID
Summary
| Members | Descriptions |
|---|---|
public DerivativeSecurityAltID derivativeSecurityAltID |
|
public DerivativeSecurityAltIDSource derivativeSecurityAltIDSource |
|
public inline NoDerivativeSecurityAltID() |
Members
public DerivativeSecurityAltID derivativeSecurityAltID
public DerivativeSecurityAltIDSource derivativeSecurityAltIDSource
public inline NoDerivativeSecurityAltID()
struct trader::Interface::RgstDistInstGrpObject::NoDistribInsts
Summary
| Members | Descriptions |
|---|---|
public DistribPaymentMethod distribPaymentMethod |
|
public DistribPercentage distribPercentage |
|
public CashDistribCurr cashDistribCurr |
|
public CashDistribAgentName cashDistribAgentName |
|
public CashDistribAgentCode cashDistribAgentCode |
|
public CashDistribAgentAcctNumber cashDistribAgentAcctNumber |
|
public CashDistribPayRef cashDistribPayRef |
|
public CashDistribAgentAcctName cashDistribAgentAcctName |
|
public inline NoDistribInsts() |
Members
public DistribPaymentMethod distribPaymentMethod
public DistribPercentage distribPercentage
public CashDistribCurr cashDistribCurr
public CashDistribAgentName cashDistribAgentName
public CashDistribAgentCode cashDistribAgentCode
public CashDistribAgentAcctNumber cashDistribAgentAcctNumber
public CashDistribPayRef cashDistribPayRef
public CashDistribAgentAcctName cashDistribAgentAcctName
public inline NoDistribInsts()
struct trader::Interface::DlvyInstGrpObject::NoDlvyInst
Summary
| Members | Descriptions |
|---|---|
public SettlInstSource settlInstSource |
|
public DlvyInstType dlvyInstType |
|
public SettlPartiesObject settlParties |
|
public inline NoDlvyInst() |
Members
public SettlInstSource settlInstSource
public DlvyInstType dlvyInstType
public SettlPartiesObject settlParties
public inline NoDlvyInst()
struct trader::Interface::EvntGrpObject::NoEvents
Summary
| Members | Descriptions |
|---|---|
public EventType eventType |
|
public EventDate eventDate |
|
public EventTime eventTime |
|
public EventPx eventPx |
|
public EventText eventText |
|
public inline NoEvents() |
Members
public EventType eventType
public EventDate eventDate
public EventTime eventTime
public EventPx eventPx
public EventText eventText
public inline NoEvents()
struct trader::Interface::ExecInstRulesObject::NoExecInstRules
Summary
| Members | Descriptions |
|---|---|
public ExecInstValue execInstValue |
|
public inline NoExecInstRules() |
Members
public ExecInstValue execInstValue
public inline NoExecInstRules()
struct trader::Interface::ExecAllocGrpObject::NoExecs
Summary
| Members | Descriptions |
|---|---|
public LastQty lastQty |
|
public ExecID execID |
|
public SecondaryExecID secondaryExecID |
|
public LastPx lastPx |
|
public LastParPx lastParPx |
|
public LastCapacity lastCapacity |
|
public TradeID tradeID |
|
public FirmTradeID firmTradeID |
|
public inline NoExecs() |
Members
public LastQty lastQty
public ExecID execID
public SecondaryExecID secondaryExecID
public LastPx lastPx
public LastParPx lastParPx
public LastCapacity lastCapacity
public TradeID tradeID
public FirmTradeID firmTradeID
public inline NoExecs()
struct trader::Interface::ExecCollGrpObject::NoExecs
Summary
| Members | Descriptions |
|---|---|
public ExecID execID |
|
public inline NoExecs() |
Members
public ExecID execID
public inline NoExecs()
struct trader::Interface::ExpirationQtyObject::NoExpiration
Summary
| Members | Descriptions |
|---|---|
public ExpirationQtyType expirationQtyType |
|
public ExpQty expQty |
|
public inline NoExpiration() |
Members
public ExpirationQtyType expirationQtyType
public ExpQty expQty
public inline NoExpiration()
struct trader::Interface::FillsGrpObject::NoFills
Summary
| Members | Descriptions |
|---|---|
public FillExecID fillExecID |
|
public FillPx fillPx |
|
public FillQty fillQty |
|
public NestedParties4Object nestedParties4 |
|
public FillLiquidityInd fillLiquidityInd |
|
public inline NoFills() |
Members
public FillExecID fillExecID
public FillPx fillPx
public FillQty fillQty
public NestedParties4Object nestedParties4
public FillLiquidityInd fillLiquidityInd
public inline NoFills()
struct trader::Interface::HopGrpObject::NoHops
Summary
| Members | Descriptions |
|---|---|
public HopCompID hopCompID |
|
public HopSendingTime hopSendingTime |
|
public HopRefID hopRefID |
|
public inline NoHops() |
Members
public HopCompID hopCompID
public HopSendingTime hopSendingTime
public HopRefID hopRefID
public inline NoHops()
struct trader::Interface::AttrbGrpObject::NoInstrAttrib
Summary
| Members | Descriptions |
|---|---|
public InstrAttribType instrAttribType |
|
public InstrAttribValue instrAttribValue |
|
public inline NoInstrAttrib() |
Members
public InstrAttribType instrAttribType
public InstrAttribValue instrAttribValue
public inline NoInstrAttrib()
struct trader::Interface::InstrumentPartiesObject::NoInstrumentParties
Summary
| Members | Descriptions |
|---|---|
public InstrumentPartyID instrumentPartyID |
|
public InstrumentPartyIDSource instrumentPartyIDSource |
|
public InstrumentPartyRole instrumentPartyRole |
|
public InstrumentPtysSubGrpObject instrumentPtysSubGrp |
|
public inline NoInstrumentParties() |
Members
public InstrumentPartyID instrumentPartyID
public InstrumentPartyIDSource instrumentPartyIDSource
public InstrumentPartyRole instrumentPartyRole
public InstrumentPtysSubGrpObject instrumentPtysSubGrp
public inline NoInstrumentParties()
struct trader::Interface::InstrumentPtysSubGrpObject::NoInstrumentPartySubIDs
Summary
| Members | Descriptions |
|---|---|
public InstrumentPartySubID instrumentPartySubID |
|
public InstrumentPartySubIDType instrumentPartySubIDType |
|
public inline NoInstrumentPartySubIDs() |
Members
public InstrumentPartySubID instrumentPartySubID
public InstrumentPartySubIDType instrumentPartySubIDType
public inline NoInstrumentPartySubIDs()
struct trader::Interface::IOIQualGrpObject::NoIOIQualifiers
Summary
| Members | Descriptions |
|---|---|
public IOIQualifier iOIQualifier |
|
public inline NoIOIQualifiers() |
Members
public IOIQualifier iOIQualifier
public inline NoIOIQualifiers()
struct trader::Interface::LegPreAllocGrpObject::NoLegAllocs
Summary
| Members | Descriptions |
|---|---|
public LegAllocAccount legAllocAccount |
|
public LegIndividualAllocID legIndividualAllocID |
|
public NestedParties2Object nestedParties2 |
|
public LegAllocQty legAllocQty |
|
public LegAllocAcctIDSource legAllocAcctIDSource |
|
public LegAllocSettlCurrency legAllocSettlCurrency |
|
public inline NoLegAllocs() |
Members
public LegAllocAccount legAllocAccount
public LegIndividualAllocID legIndividualAllocID
public NestedParties2Object nestedParties2
public LegAllocQty legAllocQty
public LegAllocAcctIDSource legAllocAcctIDSource
public LegAllocSettlCurrency legAllocSettlCurrency
public inline NoLegAllocs()
struct trader::Interface::InstrmtLegIOIGrpObject::NoLegs
Summary
| Members | Descriptions |
|---|---|
public InstrumentLegObject instrumentLeg |
|
public LegIOIQty legIOIQty |
|
public LegStipulationsObject legStipulations |
|
public inline NoLegs() |
Members
public InstrumentLegObject instrumentLeg
public LegIOIQty legIOIQty
public LegStipulationsObject legStipulations
public inline NoLegs()
struct trader::Interface::LegOrdGrpObject::NoLegs
Summary
| Members | Descriptions |
|---|---|
public InstrumentLegObject instrumentLeg |
|
public LegQty legQty |
|
public LegSwapType legSwapType |
|
public LegStipulationsObject legStipulations |
|
public LegAllocID legAllocID |
|
public LegPreAllocGrpObject legPreAllocGrp |
|
public LegPositionEffect legPositionEffect |
|
public LegCoveredOrUncovered legCoveredOrUncovered |
|
public NestedPartiesObject nestedParties |
|
public LegRefID legRefID |
|
public LegSettlType legSettlType |
|
public LegSettlDate legSettlDate |
|
public LegSettlCurrency legSettlCurrency |
|
public LegOrderQty legOrderQty |
|
public LegVolatility legVolatility |
|
public LegDividendYield legDividendYield |
|
public LegCurrencyRatio legCurrencyRatio |
|
public LegExecInst legExecInst |
|
public inline NoLegs() |
Members
public InstrumentLegObject instrumentLeg
public LegQty legQty
public LegSwapType legSwapType
public LegStipulationsObject legStipulations
public LegAllocID legAllocID
public LegPreAllocGrpObject legPreAllocGrp
public LegPositionEffect legPositionEffect
public LegCoveredOrUncovered legCoveredOrUncovered
public NestedPartiesObject nestedParties
public LegRefID legRefID
public LegSettlType legSettlType
public LegSettlDate legSettlDate
public LegSettlCurrency legSettlCurrency
public LegOrderQty legOrderQty
public LegVolatility legVolatility
public LegDividendYield legDividendYield
public LegCurrencyRatio legCurrencyRatio
public LegExecInst legExecInst
public inline NoLegs()
struct trader::Interface::InstrmtLegExecGrpObject::NoLegs
Summary
| Members | Descriptions |
|---|---|
public InstrumentLegObject instrumentLeg |
|
public LegQty legQty |
|
public LegOrderQty legOrderQty |
|
public LegSwapType legSwapType |
|
public LegStipulationsObject legStipulations |
|
public LegAllocID legAllocID |
|
public LegPreAllocGrpObject legPreAllocGrp |
|
public LegPositionEffect legPositionEffect |
|
public LegCoveredOrUncovered legCoveredOrUncovered |
|
public NestedParties3Object nestedParties3 |
|
public LegRefID legRefID |
|
public LegSettlType legSettlType |
|
public LegSettlDate legSettlDate |
|
public LegLastPx legLastPx |
|
public LegSettlCurrency legSettlCurrency |
|
public LegLastForwardPoints legLastForwardPoints |
|
public LegCalculatedCcyLastQty legCalculatedCcyLastQty |
|
public LegGrossTradeAmt legGrossTradeAmt |
|
public LegVolatility legVolatility |
|
public LegDividendYield legDividendYield |
|
public LegCurrencyRatio legCurrencyRatio |
|
public LegExecInst legExecInst |
|
public LegLastQty legLastQty |
|
public inline NoLegs() |
Members
public InstrumentLegObject instrumentLeg
public LegQty legQty
public LegOrderQty legOrderQty
public LegSwapType legSwapType
public LegStipulationsObject legStipulations
public LegAllocID legAllocID
public LegPreAllocGrpObject legPreAllocGrp
public LegPositionEffect legPositionEffect
public LegCoveredOrUncovered legCoveredOrUncovered
public NestedParties3Object nestedParties3
public LegRefID legRefID
public LegSettlType legSettlType
public LegSettlDate legSettlDate
public LegLastPx legLastPx
public LegSettlCurrency legSettlCurrency
public LegLastForwardPoints legLastForwardPoints
public LegCalculatedCcyLastQty legCalculatedCcyLastQty
public LegGrossTradeAmt legGrossTradeAmt
public LegVolatility legVolatility
public LegDividendYield legDividendYield
public LegCurrencyRatio legCurrencyRatio
public LegExecInst legExecInst
public LegLastQty legLastQty
public inline NoLegs()
struct trader::Interface::InstrmtLegGrpObject::NoLegs
Summary
| Members | Descriptions |
|---|---|
public InstrumentLegObject instrumentLeg |
|
public inline NoLegs() |
Members
public InstrumentLegObject instrumentLeg
public inline NoLegs()
struct trader::Interface::InstrmtLegSecListGrpObject::NoLegs
Summary
| Members | Descriptions |
|---|---|
public InstrumentLegObject instrumentLeg |
|
public LegSwapType legSwapType |
|
public LegSettlType legSettlType |
|
public LegStipulationsObject legStipulations |
|
public LegBenchmarkCurveDataObject legBenchmarkCurveData |
|
public inline NoLegs() |
Members
public InstrumentLegObject instrumentLeg
public LegSwapType legSwapType
public LegSettlType legSettlType
public LegStipulationsObject legStipulations
public LegBenchmarkCurveDataObject legBenchmarkCurveData
public inline NoLegs()
struct trader::Interface::LegQuotGrpObject::NoLegs
Summary
| Members | Descriptions |
|---|---|
public InstrumentLegObject instrumentLeg |
|
public LegQty legQty |
|
public LegOrderQty legOrderQty |
|
public LegSwapType legSwapType |
|
public LegSettlType legSettlType |
|
public LegSettlDate legSettlDate |
|
public LegStipulationsObject legStipulations |
|
public NestedPartiesObject nestedParties |
|
public LegPriceType legPriceType |
|
public LegBidPx legBidPx |
|
public LegOfferPx legOfferPx |
|
public LegBenchmarkCurveDataObject legBenchmarkCurveData |
|
public LegRefID legRefID |
|
public LegBidForwardPoints legBidForwardPoints |
|
public LegOfferForwardPoints legOfferForwardPoints |
|
public inline NoLegs() |
Members
public InstrumentLegObject instrumentLeg
public LegQty legQty
public LegOrderQty legOrderQty
public LegSwapType legSwapType
public LegSettlType legSettlType
public LegSettlDate legSettlDate
public LegStipulationsObject legStipulations
public NestedPartiesObject nestedParties
public LegPriceType legPriceType
public LegBidPx legBidPx
public LegOfferPx legOfferPx
public LegBenchmarkCurveDataObject legBenchmarkCurveData
public LegRefID legRefID
public LegBidForwardPoints legBidForwardPoints
public LegOfferForwardPoints legOfferForwardPoints
public inline NoLegs()
struct trader::Interface::LegQuotStatGrpObject::NoLegs
Summary
| Members | Descriptions |
|---|---|
public InstrumentLegObject instrumentLeg |
|
public LegQty legQty |
|
public LegOrderQty legOrderQty |
|
public LegSwapType legSwapType |
|
public LegSettlType legSettlType |
|
public LegSettlDate legSettlDate |
|
public LegStipulationsObject legStipulations |
|
public NestedPartiesObject nestedParties |
|
public inline NoLegs() |
Members
public InstrumentLegObject instrumentLeg
public LegQty legQty
public LegOrderQty legOrderQty
public LegSwapType legSwapType
public LegSettlType legSettlType
public LegSettlDate legSettlDate
public LegStipulationsObject legStipulations
public NestedPartiesObject nestedParties
public inline NoLegs()
struct trader::Interface::QuotReqLegsGrpObject::NoLegs
Summary
| Members | Descriptions |
|---|---|
public InstrumentLegObject instrumentLeg |
|
public LegQty legQty |
|
public LegOrderQty legOrderQty |
|
public LegSwapType legSwapType |
|
public LegSettlType legSettlType |
|
public LegSettlDate legSettlDate |
|
public LegStipulationsObject legStipulations |
|
public NestedPartiesObject nestedParties |
|
public LegBenchmarkCurveDataObject legBenchmarkCurveData |
|
public LegRefID legRefID |
|
public inline NoLegs() |
Members
public InstrumentLegObject instrumentLeg
public LegQty legQty
public LegOrderQty legOrderQty
public LegSwapType legSwapType
public LegSettlType legSettlType
public LegSettlDate legSettlDate
public LegStipulationsObject legStipulations
public NestedPartiesObject nestedParties
public LegBenchmarkCurveDataObject legBenchmarkCurveData
public LegRefID legRefID
public inline NoLegs()
struct trader::Interface::TrdInstrmtLegGrpObject::NoLegs
Summary
| Members | Descriptions |
|---|---|
public InstrumentLegObject instrumentLeg |
|
public LegQty legQty |
|
public LegSwapType legSwapType |
|
public LegReportID legReportID |
|
public LegNumber legNumber |
|
public LegStipulationsObject legStipulations |
|
public LegPositionEffect legPositionEffect |
|
public LegCoveredOrUncovered legCoveredOrUncovered |
|
public NestedPartiesObject nestedParties |
|
public LegRefID legRefID |
|
public LegSettlType legSettlType |
|
public LegSettlDate legSettlDate |
|
public LegLastPx legLastPx |
|
public LegSettlCurrency legSettlCurrency |
|
public LegLastForwardPoints legLastForwardPoints |
|
public LegCalculatedCcyLastQty legCalculatedCcyLastQty |
|
public LegGrossTradeAmt legGrossTradeAmt |
|
public LegVolatility legVolatility |
|
public LegDividendYield legDividendYield |
|
public LegCurrencyRatio legCurrencyRatio |
|
public LegExecInst legExecInst |
|
public LegLastQty legLastQty |
|
public TradeCapLegUnderlyingsGrpObject tradeCapLegUnderlyingsGrp |
|
public inline NoLegs() |
Members
public InstrumentLegObject instrumentLeg
public LegQty legQty
public LegSwapType legSwapType
public LegReportID legReportID
public LegNumber legNumber
public LegStipulationsObject legStipulations
public LegPositionEffect legPositionEffect
public LegCoveredOrUncovered legCoveredOrUncovered
public NestedPartiesObject nestedParties
public LegRefID legRefID
public LegSettlType legSettlType
public LegSettlDate legSettlDate
public LegLastPx legLastPx
public LegSettlCurrency legSettlCurrency
public LegLastForwardPoints legLastForwardPoints
public LegCalculatedCcyLastQty legCalculatedCcyLastQty
public LegGrossTradeAmt legGrossTradeAmt
public LegVolatility legVolatility
public LegDividendYield legDividendYield
public LegCurrencyRatio legCurrencyRatio
public LegExecInst legExecInst
public LegLastQty legLastQty
public TradeCapLegUnderlyingsGrpObject tradeCapLegUnderlyingsGrp
public inline NoLegs()
struct trader::Interface::SecLstUpdRelSymsLegGrpObject::NoLegs
Summary
| Members | Descriptions |
|---|---|
public InstrumentLegObject instrumentLeg |
|
public LegSwapType legSwapType |
|
public LegSettlType legSettlType |
|
public LegStipulationsObject legStipulations |
|
public LegBenchmarkCurveDataObject legBenchmarkCurveData |
|
public inline NoLegs() |
Members
public InstrumentLegObject instrumentLeg
public LegSwapType legSwapType
public LegSettlType legSettlType
public LegStipulationsObject legStipulations
public LegBenchmarkCurveDataObject legBenchmarkCurveData
public inline NoLegs()
struct trader::Interface::LegSecAltIDGrpObject::NoLegSecurityAltID
Summary
| Members | Descriptions |
|---|---|
public LegSecurityAltID legSecurityAltID |
|
public LegSecurityAltIDSource legSecurityAltIDSource |
|
public inline NoLegSecurityAltID() |
Members
public LegSecurityAltID legSecurityAltID
public LegSecurityAltIDSource legSecurityAltIDSource
public inline NoLegSecurityAltID()
struct trader::Interface::LegStipulationsObject::NoLegStipulations
Summary
| Members | Descriptions |
|---|---|
public LegStipulationType legStipulationType |
|
public LegStipulationValue legStipulationValue |
|
public inline NoLegStipulations() |
Members
public LegStipulationType legStipulationType
public LegStipulationValue legStipulationValue
public inline NoLegStipulations()
struct trader::Interface::LinesOfTextGrpObject::NoLinesOfText
Summary
| Members | Descriptions |
|---|---|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline NoLinesOfText() |
Members
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline NoLinesOfText()
struct trader::Interface::LotTypeRulesObject::NoLotTypeRules
Summary
| Members | Descriptions |
|---|---|
public LotType lotType |
|
public MinLotSize minLotSize |
|
public inline NoLotTypeRules() |
Members
public LotType lotType
public MinLotSize minLotSize
public inline NoLotTypeRules()
struct trader::Interface::MarketSegmentGrpObject::NoMarketSegments
Summary
| Members | Descriptions |
|---|---|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public SecurityTradingRulesObject securityTradingRules |
|
public StrikeRulesObject strikeRules |
|
public inline NoMarketSegments() |
Members
public MarketID marketID
public MarketSegmentID marketSegmentID
public SecurityTradingRulesObject securityTradingRules
public StrikeRulesObject strikeRules
public inline NoMarketSegments()
struct trader::Interface::MatchRulesObject::NoMatchRules
Summary
| Members | Descriptions |
|---|---|
public MatchAlgorithm matchAlgorithm |
|
public MatchType matchType |
|
public inline NoMatchRules() |
Members
public MatchAlgorithm matchAlgorithm
public MatchType matchType
public inline NoMatchRules()
struct trader::Interface::MaturityRulesObject::NoMaturityRules
Summary
| Members | Descriptions |
|---|---|
public MaturityRuleID maturityRuleID |
|
public MaturityMonthYearFormat maturityMonthYearFormat |
|
public MaturityMonthYearIncrementUnits maturityMonthYearIncrementUnits |
|
public StartMaturityMonthYear startMaturityMonthYear |
|
public EndMaturityMonthYear endMaturityMonthYear |
|
public MaturityMonthYearIncrement maturityMonthYearIncrement |
|
public inline NoMaturityRules() |
Members
public MaturityRuleID maturityRuleID
public MaturityMonthYearFormat maturityMonthYearFormat
public MaturityMonthYearIncrementUnits maturityMonthYearIncrementUnits
public StartMaturityMonthYear startMaturityMonthYear
public EndMaturityMonthYear endMaturityMonthYear
public MaturityMonthYearIncrement maturityMonthYearIncrement
public inline NoMaturityRules()
struct trader::Interface::MDIncGrpObject::NoMDEntries
Summary
| Members | Descriptions |
|---|---|
public MDUpdateAction mDUpdateAction |
|
public DeleteReason deleteReason |
|
public MDSubBookType mDSubBookType |
|
public MarketDepth marketDepth |
|
public MDEntryType mDEntryType |
|
public MDEntryID mDEntryID |
|
public MDEntryRefID mDEntryRefID |
|
public InstrumentObject instrument |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public FinancialStatus financialStatus |
|
public CorporateAction corporateAction |
|
public MDEntryPx mDEntryPx |
|
public PriceType priceType |
|
public YieldDataObject yieldData |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public OrdType ordType |
|
public Currency currency |
|
public MDEntrySize mDEntrySize |
|
public SecSizesGrpObject secSizesGrp |
|
public LotType lotType |
|
public MDEntryDate mDEntryDate |
|
public MDEntryTime mDEntryTime |
|
public TickDirection tickDirection |
|
public MDMkt mDMkt |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public SecurityTradingStatus securityTradingStatus |
|
public HaltReasonInt haltReasonInt |
|
public QuoteCondition quoteCondition |
|
public TradeCondition tradeCondition |
|
public TrdType trdType |
|
public MatchType matchType |
|
public MDEntryOriginator mDEntryOriginator |
|
public LocationID locationID |
|
public DeskID deskID |
|
public OpenCloseSettlFlag openCloseSettlFlag |
|
public TimeInForce timeInForce |
|
public ExpireDate expireDate |
|
public ExpireTime expireTime |
|
public MinQty minQty |
|
public ExecInst execInst |
|
public SellerDays sellerDays |
|
public OrderID orderID |
|
public SecondaryOrderID secondaryOrderID |
|
public QuoteEntryID quoteEntryID |
|
public TradeID tradeID |
|
public MDEntryBuyer mDEntryBuyer |
|
public MDEntrySeller mDEntrySeller |
|
public NumberOfOrders numberOfOrders |
|
public MDEntryPositionNo mDEntryPositionNo |
|
public Scope scope |
|
public PriceDelta priceDelta |
|
public NetChgPrevDay netChgPrevDay |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public MDPriceLevel mDPriceLevel |
|
public OrderCapacity orderCapacity |
|
public MDOriginType mDOriginType |
|
public HighPx highPx |
|
public LowPx lowPx |
|
public TradeVolume tradeVolume |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public TransBkdTime transBkdTime |
|
public TransactTime transactTime |
|
public MDQuoteType mDQuoteType |
|
public RptSeq rptSeq |
|
public DealingCapacity dealingCapacity |
|
public MDEntrySpotRate mDEntrySpotRate |
|
public MDEntryForwardPoints mDEntryForwardPoints |
|
public StatsIndGrpObject statsIndGrp |
|
public PartiesObject parties |
|
public SettlCurrency settlCurrency |
|
public RateSourceObject rateSource |
|
public FirstPx firstPx |
|
public LastPx lastPx |
|
public MDStreamID mDStreamID |
|
public inline NoMDEntries() |
Members
public MDUpdateAction mDUpdateAction
public DeleteReason deleteReason
public MDSubBookType mDSubBookType
public MarketDepth marketDepth
public MDEntryType mDEntryType
public MDEntryID mDEntryID
public MDEntryRefID mDEntryRefID
public InstrumentObject instrument
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public FinancialStatus financialStatus
public CorporateAction corporateAction
public MDEntryPx mDEntryPx
public PriceType priceType
public YieldDataObject yieldData
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public OrdType ordType
public Currency currency
public MDEntrySize mDEntrySize
public SecSizesGrpObject secSizesGrp
public LotType lotType
public MDEntryDate mDEntryDate
public MDEntryTime mDEntryTime
public TickDirection tickDirection
public MDMkt mDMkt
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public SecurityTradingStatus securityTradingStatus
public HaltReasonInt haltReasonInt
public QuoteCondition quoteCondition
public TradeCondition tradeCondition
public TrdType trdType
public MatchType matchType
public MDEntryOriginator mDEntryOriginator
public LocationID locationID
public DeskID deskID
public OpenCloseSettlFlag openCloseSettlFlag
public TimeInForce timeInForce
public ExpireDate expireDate
public ExpireTime expireTime
public MinQty minQty
public ExecInst execInst
public SellerDays sellerDays
public OrderID orderID
public SecondaryOrderID secondaryOrderID
public QuoteEntryID quoteEntryID
public TradeID tradeID
public MDEntryBuyer mDEntryBuyer
public MDEntrySeller mDEntrySeller
public NumberOfOrders numberOfOrders
public MDEntryPositionNo mDEntryPositionNo
public Scope scope
public PriceDelta priceDelta
public NetChgPrevDay netChgPrevDay
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public MDPriceLevel mDPriceLevel
public OrderCapacity orderCapacity
public MDOriginType mDOriginType
public HighPx highPx
public LowPx lowPx
public TradeVolume tradeVolume
public SettlType settlType
public SettlDate settlDate
public TransBkdTime transBkdTime
public TransactTime transactTime
public MDQuoteType mDQuoteType
public RptSeq rptSeq
public DealingCapacity dealingCapacity
public MDEntrySpotRate mDEntrySpotRate
public MDEntryForwardPoints mDEntryForwardPoints
public StatsIndGrpObject statsIndGrp
public PartiesObject parties
public SettlCurrency settlCurrency
public RateSourceObject rateSource
public FirstPx firstPx
public LastPx lastPx
public MDStreamID mDStreamID
public inline NoMDEntries()
struct trader::Interface::MDFullGrpObject::NoMDEntries
Summary
| Members | Descriptions |
|---|---|
public MDEntryType mDEntryType |
|
public MDEntryID mDEntryID |
|
public MDEntryPx mDEntryPx |
|
public PriceType priceType |
|
public YieldDataObject yieldData |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public OrdType ordType |
|
public Currency currency |
|
public MDEntrySize mDEntrySize |
|
public SecSizesGrpObject secSizesGrp |
|
public LotType lotType |
|
public MDEntryDate mDEntryDate |
|
public MDEntryTime mDEntryTime |
|
public TickDirection tickDirection |
|
public MDMkt mDMkt |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public SecurityTradingStatus securityTradingStatus |
|
public HaltReasonInt haltReasonInt |
|
public QuoteCondition quoteCondition |
|
public TradeCondition tradeCondition |
|
public MDEntryOriginator mDEntryOriginator |
|
public LocationID locationID |
|
public DeskID deskID |
|
public OpenCloseSettlFlag openCloseSettlFlag |
|
public TimeInForce timeInForce |
|
public ExpireDate expireDate |
|
public ExpireTime expireTime |
|
public MinQty minQty |
|
public ExecInst execInst |
|
public SellerDays sellerDays |
|
public OrderID orderID |
|
public SecondaryOrderID secondaryOrderID |
|
public QuoteEntryID quoteEntryID |
|
public MDEntryBuyer mDEntryBuyer |
|
public MDEntrySeller mDEntrySeller |
|
public NumberOfOrders numberOfOrders |
|
public MDEntryPositionNo mDEntryPositionNo |
|
public Scope scope |
|
public PriceDelta priceDelta |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public MDPriceLevel mDPriceLevel |
|
public OrderCapacity orderCapacity |
|
public MDOriginType mDOriginType |
|
public HighPx highPx |
|
public LowPx lowPx |
|
public TradeVolume tradeVolume |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public MDQuoteType mDQuoteType |
|
public RptSeq rptSeq |
|
public DealingCapacity dealingCapacity |
|
public MDEntrySpotRate mDEntrySpotRate |
|
public MDEntryForwardPoints mDEntryForwardPoints |
|
public PartiesObject parties |
|
public SettlCurrency settlCurrency |
|
public RateSourceObject rateSource |
|
public TrdType trdType |
|
public FirstPx firstPx |
|
public LastPx lastPx |
|
public inline NoMDEntries() |
Members
public MDEntryType mDEntryType
public MDEntryID mDEntryID
public MDEntryPx mDEntryPx
public PriceType priceType
public YieldDataObject yieldData
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public OrdType ordType
public Currency currency
public MDEntrySize mDEntrySize
public SecSizesGrpObject secSizesGrp
public LotType lotType
public MDEntryDate mDEntryDate
public MDEntryTime mDEntryTime
public TickDirection tickDirection
public MDMkt mDMkt
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public SecurityTradingStatus securityTradingStatus
public HaltReasonInt haltReasonInt
public QuoteCondition quoteCondition
public TradeCondition tradeCondition
public MDEntryOriginator mDEntryOriginator
public LocationID locationID
public DeskID deskID
public OpenCloseSettlFlag openCloseSettlFlag
public TimeInForce timeInForce
public ExpireDate expireDate
public ExpireTime expireTime
public MinQty minQty
public ExecInst execInst
public SellerDays sellerDays
public OrderID orderID
public SecondaryOrderID secondaryOrderID
public QuoteEntryID quoteEntryID
public MDEntryBuyer mDEntryBuyer
public MDEntrySeller mDEntrySeller
public NumberOfOrders numberOfOrders
public MDEntryPositionNo mDEntryPositionNo
public Scope scope
public PriceDelta priceDelta
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public MDPriceLevel mDPriceLevel
public OrderCapacity orderCapacity
public MDOriginType mDOriginType
public HighPx highPx
public LowPx lowPx
public TradeVolume tradeVolume
public SettlType settlType
public SettlDate settlDate
public MDQuoteType mDQuoteType
public RptSeq rptSeq
public DealingCapacity dealingCapacity
public MDEntrySpotRate mDEntrySpotRate
public MDEntryForwardPoints mDEntryForwardPoints
public PartiesObject parties
public SettlCurrency settlCurrency
public RateSourceObject rateSource
public TrdType trdType
public FirstPx firstPx
public LastPx lastPx
public inline NoMDEntries()
struct trader::Interface::MDReqGrpObject::NoMDEntryTypes
Summary
| Members | Descriptions |
|---|---|
public MDEntryType mDEntryType |
|
public inline NoMDEntryTypes() |
Members
public MDEntryType mDEntryType
public inline NoMDEntryTypes()
struct trader::Interface::MarketDataFeedTypesObject::NoMDFeedTypes
Summary
| Members | Descriptions |
|---|---|
public MDFeedType mDFeedType |
|
public MarketDepth marketDepth |
|
public MDBookType mDBookType |
|
public inline NoMDFeedTypes() |
Members
public MDFeedType mDFeedType
public MarketDepth marketDepth
public MDBookType mDBookType
public inline NoMDFeedTypes()
struct trader::Interface::MiscFeesGrpObject::NoMiscFees
Summary
| Members | Descriptions |
|---|---|
public MiscFeeAmt miscFeeAmt |
|
public MiscFeeCurr miscFeeCurr |
|
public MiscFeeType miscFeeType |
|
public MiscFeeBasis miscFeeBasis |
|
public inline NoMiscFees() |
Members
public MiscFeeAmt miscFeeAmt
public MiscFeeCurr miscFeeCurr
public MiscFeeType miscFeeType
public MiscFeeBasis miscFeeBasis
public inline NoMiscFees()
struct trader::Interface::MsgTypeGrpObject::NoMsgTypes
Summary
| Members | Descriptions |
|---|---|
public RefMsgType refMsgType |
|
public MsgDirection msgDirection |
|
public RefApplVerID refApplVerID |
|
public RefApplExtID refApplExtID |
|
public RefCstmApplVerID refCstmApplVerID |
|
public DefaultVerIndicator defaultVerIndicator |
|
public inline NoMsgTypes() |
Members
public RefMsgType refMsgType
public MsgDirection msgDirection
public RefApplVerID refApplVerID
public RefApplExtID refApplExtID
public RefCstmApplVerID refCstmApplVerID
public DefaultVerIndicator defaultVerIndicator
public inline NoMsgTypes()
struct trader::Interface::NestedParties2Object::NoNested2PartyIDs
Summary
| Members | Descriptions |
|---|---|
public Nested2PartyID nested2PartyID |
|
public Nested2PartyIDSource nested2PartyIDSource |
|
public Nested2PartyRole nested2PartyRole |
|
public NstdPtys2SubGrpObject nstdPtys2SubGrp |
|
public inline NoNested2PartyIDs() |
Members
public Nested2PartyID nested2PartyID
public Nested2PartyIDSource nested2PartyIDSource
public Nested2PartyRole nested2PartyRole
public NstdPtys2SubGrpObject nstdPtys2SubGrp
public inline NoNested2PartyIDs()
struct trader::Interface::NstdPtys2SubGrpObject::NoNested2PartySubIDs
Summary
| Members | Descriptions |
|---|---|
public Nested2PartySubID nested2PartySubID |
|
public Nested2PartySubIDType nested2PartySubIDType |
|
public inline NoNested2PartySubIDs() |
Members
public Nested2PartySubID nested2PartySubID
public Nested2PartySubIDType nested2PartySubIDType
public inline NoNested2PartySubIDs()
struct trader::Interface::NestedParties3Object::NoNested3PartyIDs
Summary
| Members | Descriptions |
|---|---|
public Nested3PartyID nested3PartyID |
|
public Nested3PartyIDSource nested3PartyIDSource |
|
public Nested3PartyRole nested3PartyRole |
|
public NstdPtys3SubGrpObject nstdPtys3SubGrp |
|
public inline NoNested3PartyIDs() |
Members
public Nested3PartyID nested3PartyID
public Nested3PartyIDSource nested3PartyIDSource
public Nested3PartyRole nested3PartyRole
public NstdPtys3SubGrpObject nstdPtys3SubGrp
public inline NoNested3PartyIDs()
struct trader::Interface::NstdPtys3SubGrpObject::NoNested3PartySubIDs
Summary
| Members | Descriptions |
|---|---|
public Nested3PartySubID nested3PartySubID |
|
public Nested3PartySubIDType nested3PartySubIDType |
|
public inline NoNested3PartySubIDs() |
Members
public Nested3PartySubID nested3PartySubID
public Nested3PartySubIDType nested3PartySubIDType
public inline NoNested3PartySubIDs()
struct trader::Interface::NestedParties4Object::NoNested4PartyIDs
Summary
| Members | Descriptions |
|---|---|
public Nested4PartyID nested4PartyID |
|
public Nested4PartyIDSource nested4PartyIDSource |
|
public Nested4PartyRole nested4PartyRole |
|
public NstdPtys4SubGrpObject nstdPtys4SubGrp |
|
public inline NoNested4PartyIDs() |
Members
public Nested4PartyID nested4PartyID
public Nested4PartyIDSource nested4PartyIDSource
public Nested4PartyRole nested4PartyRole
public NstdPtys4SubGrpObject nstdPtys4SubGrp
public inline NoNested4PartyIDs()
struct trader::Interface::NstdPtys4SubGrpObject::NoNested4PartySubIDs
Summary
| Members | Descriptions |
|---|---|
public Nested4PartySubID nested4PartySubID |
|
public Nested4PartySubIDType nested4PartySubIDType |
|
public inline NoNested4PartySubIDs() |
Members
public Nested4PartySubID nested4PartySubID
public Nested4PartySubIDType nested4PartySubIDType
public inline NoNested4PartySubIDs()
struct trader::Interface::NestedInstrumentAttributeObject::NoNestedInstrAttrib
Summary
| Members | Descriptions |
|---|---|
public NestedInstrAttribType nestedInstrAttribType |
|
public NestedInstrAttribValue nestedInstrAttribValue |
|
public inline NoNestedInstrAttrib() |
Members
public NestedInstrAttribType nestedInstrAttribType
public NestedInstrAttribValue nestedInstrAttribValue
public inline NoNestedInstrAttrib()
struct trader::Interface::NestedPartiesObject::NoNestedPartyIDs
Summary
| Members | Descriptions |
|---|---|
public NestedPartyID nestedPartyID |
|
public NestedPartyIDSource nestedPartyIDSource |
|
public NestedPartyRole nestedPartyRole |
|
public NstdPtysSubGrpObject nstdPtysSubGrp |
|
public inline NoNestedPartyIDs() |
Members
public NestedPartyID nestedPartyID
public NestedPartyIDSource nestedPartyIDSource
public NestedPartyRole nestedPartyRole
public NstdPtysSubGrpObject nstdPtysSubGrp
public inline NoNestedPartyIDs()
struct trader::Interface::NstdPtysSubGrpObject::NoNestedPartySubIDs
Summary
| Members | Descriptions |
|---|---|
public NestedPartySubID nestedPartySubID |
|
public NestedPartySubIDType nestedPartySubIDType |
|
public inline NoNestedPartySubIDs() |
Members
public NestedPartySubID nestedPartySubID
public NestedPartySubIDType nestedPartySubIDType
public inline NoNestedPartySubIDs()
struct trader::Interface::NewsRefGrpObject::NoNewsRefIDs
Summary
| Members | Descriptions |
|---|---|
public NewsRefID newsRefID |
|
public NewsRefType newsRefType |
|
public inline NoNewsRefIDs() |
Members
public NewsRefID newsRefID
public NewsRefType newsRefType
public inline NoNewsRefIDs()
struct trader::Interface::NotAffectedOrdersGrpObject::NoNotAffectedOrders
Summary
| Members | Descriptions |
|---|---|
public NotAffOrigClOrdID notAffOrigClOrdID |
|
public NotAffectedOrderID notAffectedOrderID |
|
public inline NoNotAffectedOrders() |
Members
public NotAffOrigClOrdID notAffOrigClOrdID
public NotAffectedOrderID notAffectedOrderID
public inline NoNotAffectedOrders()
struct trader::Interface::TradeCapLegUnderlyingsGrpObject::NoOfLegUnderlyings
Summary
| Members | Descriptions |
|---|---|
public UnderlyingLegInstrumentObject underlyingLegInstrument |
|
public inline NoOfLegUnderlyings() |
Members
public UnderlyingLegInstrumentObject underlyingLegInstrument
public inline NoOfLegUnderlyings()
struct trader::Interface::SecSizesGrpObject::NoOfSecSizes
Summary
| Members | Descriptions |
|---|---|
public MDSecSizeType mDSecSizeType |
|
public MDSecSize mDSecSize |
|
public inline NoOfSecSizes() |
Members
public MDSecSizeType mDSecSizeType
public MDSecSize mDSecSize
public inline NoOfSecSizes()
struct trader::Interface::OrdAllocGrpObject::NoOrders
Summary
| Members | Descriptions |
|---|---|
public ClOrdID clOrdID |
|
public OrderID orderID |
|
public SecondaryOrderID secondaryOrderID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ListID listID |
|
public NestedParties2Object nestedParties2 |
|
public OrderQty orderQty |
|
public OrderAvgPx orderAvgPx |
|
public OrderBookingQty orderBookingQty |
|
public inline NoOrders() |
Members
public ClOrdID clOrdID
public OrderID orderID
public SecondaryOrderID secondaryOrderID
public SecondaryClOrdID secondaryClOrdID
public ListID listID
public NestedParties2Object nestedParties2
public OrderQty orderQty
public OrderAvgPx orderAvgPx
public OrderBookingQty orderBookingQty
public inline NoOrders()
struct trader::Interface::OrdListStatGrpObject::NoOrders
Summary
| Members | Descriptions |
|---|---|
public ClOrdID clOrdID |
|
public OrderID orderID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public CumQty cumQty |
|
public OrdStatus ordStatus |
|
public WorkingIndicator workingIndicator |
|
public LeavesQty leavesQty |
|
public CxlQty cxlQty |
|
public AvgPx avgPx |
|
public OrdRejReason ordRejReason |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline NoOrders() |
Members
public ClOrdID clOrdID
public OrderID orderID
public SecondaryClOrdID secondaryClOrdID
public CumQty cumQty
public OrdStatus ordStatus
public WorkingIndicator workingIndicator
public LeavesQty leavesQty
public CxlQty cxlQty
public AvgPx avgPx
public OrdRejReason ordRejReason
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline NoOrders()
struct trader::Interface::ListOrdGrpObject::NoOrders
Summary
| Members | Descriptions |
|---|---|
public ClOrdID clOrdID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ListSeqNo listSeqNo |
|
public ClOrdLinkID clOrdLinkID |
|
public SettlInstMode settlInstMode |
|
public PartiesObject parties |
|
public TradeOriginationDate tradeOriginationDate |
|
public TradeDate tradeDate |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public DayBookingInst dayBookingInst |
|
public BookingUnit bookingUnit |
|
public AllocID allocID |
|
public PreallocMethod preallocMethod |
|
public PreAllocGrpObject preAllocGrp |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public CashMargin cashMargin |
|
public ClearingFeeIndicator clearingFeeIndicator |
|
public HandlInst handlInst |
|
public ExecInst execInst |
|
public MinQty minQty |
|
public MatchIncrement matchIncrement |
|
public MaxPriceLevels maxPriceLevels |
|
public DisplayInstructionObject displayInstruction |
|
public MaxFloor maxFloor |
|
public ExDestination exDestination |
|
public ExDestinationIDSource exDestinationIDSource |
|
public TrdgSesGrpObject trdgSesGrp |
|
public ProcessCode processCode |
|
public InstrumentObject instrument |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public PrevClosePx prevClosePx |
|
public Side side |
|
public SideValueInd sideValueInd |
|
public LocateReqd locateReqd |
|
public TransactTime transactTime |
|
public StipulationsObject stipulations |
|
public QtyType qtyType |
|
public OrderQtyDataObject orderQtyData |
|
public OrdType ordType |
|
public PriceType priceType |
|
public Price price |
|
public PriceProtectionScope priceProtectionScope |
|
public StopPx stopPx |
|
public TriggeringInstructionObject triggeringInstruction |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public YieldDataObject yieldData |
|
public Currency currency |
|
public ComplianceID complianceID |
|
public SolicitedFlag solicitedFlag |
|
public IOIID iOIID |
|
public QuoteID quoteID |
|
public RefOrderID refOrderID |
|
public RefOrderIDSource refOrderIDSource |
|
public TimeInForce timeInForce |
|
public EffectiveTime effectiveTime |
|
public ExpireDate expireDate |
|
public ExpireTime expireTime |
|
public GTBookingInst gTBookingInst |
|
public CommissionDataObject commissionData |
|
public OrderCapacity orderCapacity |
|
public OrderRestrictions orderRestrictions |
|
public PreTradeAnonymity preTradeAnonymity |
|
public CustOrderCapacity custOrderCapacity |
|
public ForexReq forexReq |
|
public SettlCurrency settlCurrency |
|
public BookingType bookingType |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public SettlDate2 settlDate2 |
|
public OrderQty2 orderQty2 |
|
public Price2 price2 |
|
public PositionEffect positionEffect |
|
public CoveredOrUncovered coveredOrUncovered |
|
public MaxShow maxShow |
|
public PegInstructionsObject pegInstructions |
|
public DiscretionInstructionsObject discretionInstructions |
|
public TargetStrategy targetStrategy |
|
public StrategyParametersGrpObject strategyParametersGrp |
|
public TargetStrategyParameters targetStrategyParameters |
|
public ParticipationRate participationRate |
|
public Designation designation |
|
public inline NoOrders() |
Members
public ClOrdID clOrdID
public SecondaryClOrdID secondaryClOrdID
public ListSeqNo listSeqNo
public ClOrdLinkID clOrdLinkID
public SettlInstMode settlInstMode
public PartiesObject parties
public TradeOriginationDate tradeOriginationDate
public TradeDate tradeDate
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public DayBookingInst dayBookingInst
public BookingUnit bookingUnit
public AllocID allocID
public PreallocMethod preallocMethod
public PreAllocGrpObject preAllocGrp
public SettlType settlType
public SettlDate settlDate
public CashMargin cashMargin
public ClearingFeeIndicator clearingFeeIndicator
public HandlInst handlInst
public ExecInst execInst
public MinQty minQty
public MatchIncrement matchIncrement
public MaxPriceLevels maxPriceLevels
public DisplayInstructionObject displayInstruction
public MaxFloor maxFloor
public ExDestination exDestination
public ExDestinationIDSource exDestinationIDSource
public TrdgSesGrpObject trdgSesGrp
public ProcessCode processCode
public InstrumentObject instrument
public UndInstrmtGrpObject undInstrmtGrp
public PrevClosePx prevClosePx
public Side side
public SideValueInd sideValueInd
public LocateReqd locateReqd
public TransactTime transactTime
public StipulationsObject stipulations
public QtyType qtyType
public OrderQtyDataObject orderQtyData
public OrdType ordType
public PriceType priceType
public Price price
public PriceProtectionScope priceProtectionScope
public StopPx stopPx
public TriggeringInstructionObject triggeringInstruction
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public YieldDataObject yieldData
public Currency currency
public ComplianceID complianceID
public SolicitedFlag solicitedFlag
public IOIID iOIID
public QuoteID quoteID
public RefOrderID refOrderID
public RefOrderIDSource refOrderIDSource
public TimeInForce timeInForce
public EffectiveTime effectiveTime
public ExpireDate expireDate
public ExpireTime expireTime
public GTBookingInst gTBookingInst
public CommissionDataObject commissionData
public OrderCapacity orderCapacity
public OrderRestrictions orderRestrictions
public PreTradeAnonymity preTradeAnonymity
public CustOrderCapacity custOrderCapacity
public ForexReq forexReq
public SettlCurrency settlCurrency
public BookingType bookingType
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public SettlDate2 settlDate2
public OrderQty2 orderQty2
public Price2 price2
public PositionEffect positionEffect
public CoveredOrUncovered coveredOrUncovered
public MaxShow maxShow
public PegInstructionsObject pegInstructions
public DiscretionInstructionsObject discretionInstructions
public TargetStrategy targetStrategy
public StrategyParametersGrpObject strategyParametersGrp
public TargetStrategyParameters targetStrategyParameters
public ParticipationRate participationRate
public Designation designation
public inline NoOrders()
struct trader::Interface::OrdTypeRulesObject::NoOrdTypeRules
Summary
| Members | Descriptions |
|---|---|
public OrdType ordType |
|
public inline NoOrdTypeRules() |
Members
public OrdType ordType
public inline NoOrdTypeRules()
struct trader::Interface::PartiesObject::NoPartyIDs
Summary
| Members | Descriptions |
|---|---|
public PartyID partyID |
|
public PartyIDSource partyIDSource |
|
public PartyRole partyRole |
|
public PtysSubGrpObject ptysSubGrp |
|
public inline NoPartyIDs() |
Members
public PartyID partyID
public PartyIDSource partyIDSource
public PartyRole partyRole
public PtysSubGrpObject ptysSubGrp
public inline NoPartyIDs()
struct trader::Interface::PtysSubGrpObject::NoPartySubIDs
Summary
| Members | Descriptions |
|---|---|
public PartySubID partySubID |
|
public PartySubIDType partySubIDType |
|
public inline NoPartySubIDs() |
Members
public PartySubID partySubID
public PartySubIDType partySubIDType
public inline NoPartySubIDs()
struct trader::Interface::PositionAmountDataObject::NoPosAmt
Summary
| Members | Descriptions |
|---|---|
public PosAmtType posAmtType |
|
public PosAmt posAmt |
|
public PositionCurrency positionCurrency |
|
public inline NoPosAmt() |
Members
public PosAmtType posAmtType
public PosAmt posAmt
public PositionCurrency positionCurrency
public inline NoPosAmt()
struct trader::Interface::PositionQtyObject::NoPositions
Summary
| Members | Descriptions |
|---|---|
public PosType posType |
|
public LongQty longQty |
|
public ShortQty shortQty |
|
public PosQtyStatus posQtyStatus |
|
public QuantityDate quantityDate |
|
public NestedPartiesObject nestedParties |
|
public inline NoPositions() |
Members
public PosType posType
public LongQty longQty
public ShortQty shortQty
public PosQtyStatus posQtyStatus
public QuantityDate quantityDate
public NestedPartiesObject nestedParties
public inline NoPositions()
struct trader::Interface::QuotCxlEntriesGrpObject::NoQuoteEntries
Summary
| Members | Descriptions |
|---|---|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public inline NoQuoteEntries() |
Members
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public inline NoQuoteEntries()
struct trader::Interface::QuotEntryGrpObject::NoQuoteEntries
Summary
| Members | Descriptions |
|---|---|
public QuoteEntryID quoteEntryID |
|
public InstrumentObject instrument |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public BidPx bidPx |
|
public OfferPx offerPx |
|
public BidSize bidSize |
|
public OfferSize offerSize |
|
public ValidUntilTime validUntilTime |
|
public BidSpotRate bidSpotRate |
|
public OfferSpotRate offerSpotRate |
|
public BidForwardPoints bidForwardPoints |
|
public OfferForwardPoints offerForwardPoints |
|
public MidPx midPx |
|
public BidYield bidYield |
|
public MidYield midYield |
|
public OfferYield offerYield |
|
public TransactTime transactTime |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public SettlDate settlDate |
|
public OrdType ordType |
|
public SettlDate2 settlDate2 |
|
public OrderQty2 orderQty2 |
|
public BidForwardPoints2 bidForwardPoints2 |
|
public OfferForwardPoints2 offerForwardPoints2 |
|
public Currency currency |
|
public BookingType bookingType |
|
public OrderCapacity orderCapacity |
|
public OrderRestrictions orderRestrictions |
|
public inline NoQuoteEntries() |
Members
public QuoteEntryID quoteEntryID
public InstrumentObject instrument
public InstrmtLegGrpObject instrmtLegGrp
public BidPx bidPx
public OfferPx offerPx
public BidSize bidSize
public OfferSize offerSize
public ValidUntilTime validUntilTime
public BidSpotRate bidSpotRate
public OfferSpotRate offerSpotRate
public BidForwardPoints bidForwardPoints
public OfferForwardPoints offerForwardPoints
public MidPx midPx
public BidYield bidYield
public MidYield midYield
public OfferYield offerYield
public TransactTime transactTime
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public SettlDate settlDate
public OrdType ordType
public SettlDate2 settlDate2
public OrderQty2 orderQty2
public BidForwardPoints2 bidForwardPoints2
public OfferForwardPoints2 offerForwardPoints2
public Currency currency
public BookingType bookingType
public OrderCapacity orderCapacity
public OrderRestrictions orderRestrictions
public inline NoQuoteEntries()
struct trader::Interface::QuotEntryAckGrpObject::NoQuoteEntries
Summary
| Members | Descriptions |
|---|---|
public QuoteEntryID quoteEntryID |
|
public InstrumentObject instrument |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public BidPx bidPx |
|
public OfferPx offerPx |
|
public BidSize bidSize |
|
public OfferSize offerSize |
|
public ValidUntilTime validUntilTime |
|
public BidSpotRate bidSpotRate |
|
public OfferSpotRate offerSpotRate |
|
public BidForwardPoints bidForwardPoints |
|
public OfferForwardPoints offerForwardPoints |
|
public MidPx midPx |
|
public BidYield bidYield |
|
public MidYield midYield |
|
public OfferYield offerYield |
|
public TransactTime transactTime |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public SettlDate settlDate |
|
public OrdType ordType |
|
public SettlDate2 settlDate2 |
|
public OrderQty2 orderQty2 |
|
public BidForwardPoints2 bidForwardPoints2 |
|
public OfferForwardPoints2 offerForwardPoints2 |
|
public Currency currency |
|
public QuoteEntryStatus quoteEntryStatus |
|
public QuoteEntryRejectReason quoteEntryRejectReason |
|
public BookingType bookingType |
|
public OrderCapacity orderCapacity |
|
public OrderRestrictions orderRestrictions |
|
public inline NoQuoteEntries() |
Members
public QuoteEntryID quoteEntryID
public InstrumentObject instrument
public InstrmtLegGrpObject instrmtLegGrp
public BidPx bidPx
public OfferPx offerPx
public BidSize bidSize
public OfferSize offerSize
public ValidUntilTime validUntilTime
public BidSpotRate bidSpotRate
public OfferSpotRate offerSpotRate
public BidForwardPoints bidForwardPoints
public OfferForwardPoints offerForwardPoints
public MidPx midPx
public BidYield bidYield
public MidYield midYield
public OfferYield offerYield
public TransactTime transactTime
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public SettlDate settlDate
public OrdType ordType
public SettlDate2 settlDate2
public OrderQty2 orderQty2
public BidForwardPoints2 bidForwardPoints2
public OfferForwardPoints2 offerForwardPoints2
public Currency currency
public QuoteEntryStatus quoteEntryStatus
public QuoteEntryRejectReason quoteEntryRejectReason
public BookingType bookingType
public OrderCapacity orderCapacity
public OrderRestrictions orderRestrictions
public inline NoQuoteEntries()
struct trader::Interface::QuotQualGrpObject::NoQuoteQualifiers
Summary
| Members | Descriptions |
|---|---|
public QuoteQualifier quoteQualifier |
|
public inline NoQuoteQualifiers() |
Members
public QuoteQualifier quoteQualifier
public inline NoQuoteQualifiers()
struct trader::Interface::QuotSetAckGrpObject::NoQuoteSets
Summary
| Members | Descriptions |
|---|---|
public QuoteSetID quoteSetID |
|
public UnderlyingInstrumentObject underlyingInstrument |
|
public TotNoQuoteEntries totNoQuoteEntries |
|
public TotNoCxldQuotes totNoCxldQuotes |
|
public TotNoAccQuotes totNoAccQuotes |
|
public TotNoRejQuotes totNoRejQuotes |
|
public LastFragment lastFragment |
|
public QuotEntryAckGrpObject quotEntryAckGrp |
|
public QuoteSetValidUntilTime quoteSetValidUntilTime |
|
public inline NoQuoteSets() |
Members
public QuoteSetID quoteSetID
public UnderlyingInstrumentObject underlyingInstrument
public TotNoQuoteEntries totNoQuoteEntries
public TotNoCxldQuotes totNoCxldQuotes
public TotNoAccQuotes totNoAccQuotes
public TotNoRejQuotes totNoRejQuotes
public LastFragment lastFragment
public QuotEntryAckGrpObject quotEntryAckGrp
public QuoteSetValidUntilTime quoteSetValidUntilTime
public inline NoQuoteSets()
struct trader::Interface::QuotSetGrpObject::NoQuoteSets
Summary
| Members | Descriptions |
|---|---|
public QuoteSetID quoteSetID |
|
public UnderlyingInstrumentObject underlyingInstrument |
|
public QuoteSetValidUntilTime quoteSetValidUntilTime |
|
public TotNoQuoteEntries totNoQuoteEntries |
|
public LastFragment lastFragment |
|
public QuotEntryGrpObject quotEntryGrp |
|
public inline NoQuoteSets() |
Members
public QuoteSetID quoteSetID
public UnderlyingInstrumentObject underlyingInstrument
public QuoteSetValidUntilTime quoteSetValidUntilTime
public TotNoQuoteEntries totNoQuoteEntries
public LastFragment lastFragment
public QuotEntryGrpObject quotEntryGrp
public inline NoQuoteSets()
struct trader::Interface::RateSourceObject::NoRateSources
Summary
| Members | Descriptions |
|---|---|
public RateSource rateSource |
|
public RateSourceType rateSourceType |
|
public ReferencePage referencePage |
|
public inline NoRateSources() |
Members
public RateSource rateSource
public RateSourceType rateSourceType
public ReferencePage referencePage
public inline NoRateSources()
struct trader::Interface::RgstDtlsGrpObject::NoRegistDtls
Summary
| Members | Descriptions |
|---|---|
public RegistDtls registDtls |
|
public RegistEmail registEmail |
|
public MailingDtls mailingDtls |
|
public MailingInst mailingInst |
|
public NestedPartiesObject nestedParties |
|
public OwnerType ownerType |
|
public DateOfBirth dateOfBirth |
|
public InvestorCountryOfResidence investorCountryOfResidence |
|
public inline NoRegistDtls() |
Members
public RegistDtls registDtls
public RegistEmail registEmail
public MailingDtls mailingDtls
public MailingInst mailingInst
public NestedPartiesObject nestedParties
public OwnerType ownerType
public DateOfBirth dateOfBirth
public InvestorCountryOfResidence investorCountryOfResidence
public inline NoRegistDtls()
struct trader::Interface::InstrmtGrpObject::NoRelatedSym
Summary
| Members | Descriptions |
|---|---|
public InstrumentObject instrument |
|
public inline NoRelatedSym() |
Members
public InstrumentObject instrument
public inline NoRelatedSym()
struct trader::Interface::InstrmtMDReqGrpObject::NoRelatedSym
Summary
| Members | Descriptions |
|---|---|
public InstrumentObject instrument |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public Currency currency |
|
public QuoteType quoteType |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public MDEntrySize mDEntrySize |
|
public MDStreamID mDStreamID |
|
public inline NoRelatedSym() |
Members
public InstrumentObject instrument
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public Currency currency
public QuoteType quoteType
public SettlType settlType
public SettlDate settlDate
public MDEntrySize mDEntrySize
public MDStreamID mDStreamID
public inline NoRelatedSym()
struct trader::Interface::QuotReqGrpObject::NoRelatedSym
Summary
| Members | Descriptions |
|---|---|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public PrevClosePx prevClosePx |
|
public QuoteRequestType quoteRequestType |
|
public QuoteType quoteType |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public TradeOriginationDate tradeOriginationDate |
|
public Side side |
|
public QtyType qtyType |
|
public OrderQtyDataObject orderQtyData |
|
public MinQty minQty |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public SettlDate2 settlDate2 |
|
public OrderQty2 orderQty2 |
|
public Currency currency |
|
public StipulationsObject stipulations |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public QuotReqLegsGrpObject quotReqLegsGrp |
|
public QuotQualGrpObject quotQualGrp |
|
public QuotePriceType quotePriceType |
|
public OrdType ordType |
|
public ValidUntilTime validUntilTime |
|
public ExpireTime expireTime |
|
public TransactTime transactTime |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public PriceType priceType |
|
public Price price |
|
public Price2 price2 |
|
public YieldDataObject yieldData |
|
public PartiesObject parties |
|
public SettlCurrency settlCurrency |
|
public RateSourceObject rateSource |
|
public inline NoRelatedSym() |
Members
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public PrevClosePx prevClosePx
public QuoteRequestType quoteRequestType
public QuoteType quoteType
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public TradeOriginationDate tradeOriginationDate
public Side side
public QtyType qtyType
public OrderQtyDataObject orderQtyData
public MinQty minQty
public SettlType settlType
public SettlDate settlDate
public SettlDate2 settlDate2
public OrderQty2 orderQty2
public Currency currency
public StipulationsObject stipulations
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public QuotReqLegsGrpObject quotReqLegsGrp
public QuotQualGrpObject quotQualGrp
public QuotePriceType quotePriceType
public OrdType ordType
public ValidUntilTime validUntilTime
public ExpireTime expireTime
public TransactTime transactTime
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public PriceType priceType
public Price price
public Price2 price2
public YieldDataObject yieldData
public PartiesObject parties
public SettlCurrency settlCurrency
public RateSourceObject rateSource
public inline NoRelatedSym()
struct trader::Interface::QuotReqRjctGrpObject::NoRelatedSym
Summary
| Members | Descriptions |
|---|---|
public InstrumentObject instrument |
|
public FinancingDetailsObject financingDetails |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public PrevClosePx prevClosePx |
|
public QuoteRequestType quoteRequestType |
|
public QuoteType quoteType |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public TradeOriginationDate tradeOriginationDate |
|
public Side side |
|
public QtyType qtyType |
|
public OrderQtyDataObject orderQtyData |
|
public SettlType settlType |
|
public SettlDate settlDate |
|
public SettlDate2 settlDate2 |
|
public OrderQty2 orderQty2 |
|
public Currency currency |
|
public StipulationsObject stipulations |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public QuotReqLegsGrpObject quotReqLegsGrp |
|
public QuotQualGrpObject quotQualGrp |
|
public QuotePriceType quotePriceType |
|
public OrdType ordType |
|
public ExpireTime expireTime |
|
public TransactTime transactTime |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public PriceType priceType |
|
public Price price |
|
public Price2 price2 |
|
public YieldDataObject yieldData |
|
public PartiesObject parties |
|
public inline NoRelatedSym() |
Members
public InstrumentObject instrument
public FinancingDetailsObject financingDetails
public UndInstrmtGrpObject undInstrmtGrp
public PrevClosePx prevClosePx
public QuoteRequestType quoteRequestType
public QuoteType quoteType
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public TradeOriginationDate tradeOriginationDate
public Side side
public QtyType qtyType
public OrderQtyDataObject orderQtyData
public SettlType settlType
public SettlDate settlDate
public SettlDate2 settlDate2
public OrderQty2 orderQty2
public Currency currency
public StipulationsObject stipulations
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public QuotReqLegsGrpObject quotReqLegsGrp
public QuotQualGrpObject quotQualGrp
public QuotePriceType quotePriceType
public OrdType ordType
public ExpireTime expireTime
public TransactTime transactTime
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public PriceType priceType
public Price price
public Price2 price2
public YieldDataObject yieldData
public PartiesObject parties
public inline NoRelatedSym()
struct trader::Interface::RelSymDerivSecGrpObject::NoRelatedSym
Summary
| Members | Descriptions |
|---|---|
public InstrumentObject instrument |
|
public SecondaryPriceLimitsObject secondaryPriceLimits |
|
public Currency currency |
|
public CorporateAction corporateAction |
|
public InstrumentExtensionObject instrumentExtension |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public RelSymTransactTime relSymTransactTime |
|
public inline NoRelatedSym() |
Members
public InstrumentObject instrument
public SecondaryPriceLimitsObject secondaryPriceLimits
public Currency currency
public CorporateAction corporateAction
public InstrumentExtensionObject instrumentExtension
public InstrmtLegGrpObject instrmtLegGrp
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public RelSymTransactTime relSymTransactTime
public inline NoRelatedSym()
struct trader::Interface::RFQReqGrpObject::NoRelatedSym
Summary
| Members | Descriptions |
|---|---|
public InstrumentObject instrument |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public PrevClosePx prevClosePx |
|
public QuoteRequestType quoteRequestType |
|
public QuoteType quoteType |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public inline NoRelatedSym() |
Members
public InstrumentObject instrument
public UndInstrmtGrpObject undInstrmtGrp
public InstrmtLegGrpObject instrmtLegGrp
public PrevClosePx prevClosePx
public QuoteRequestType quoteRequestType
public QuoteType quoteType
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public inline NoRelatedSym()
struct trader::Interface::SecListGrpObject::NoRelatedSym
Summary
| Members | Descriptions |
|---|---|
public InstrumentObject instrument |
|
public InstrumentExtensionObject instrumentExtension |
|
public FinancingDetailsObject financingDetails |
|
public SecurityTradingRulesObject securityTradingRules |
|
public StrikeRulesObject strikeRules |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public Currency currency |
|
public StipulationsObject stipulations |
|
public InstrmtLegSecListGrpObject instrmtLegSecListGrp |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public YieldDataObject yieldData |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public RelSymTransactTime relSymTransactTime |
|
public inline NoRelatedSym() |
Members
public InstrumentObject instrument
public InstrumentExtensionObject instrumentExtension
public FinancingDetailsObject financingDetails
public SecurityTradingRulesObject securityTradingRules
public StrikeRulesObject strikeRules
public UndInstrmtGrpObject undInstrmtGrp
public Currency currency
public StipulationsObject stipulations
public InstrmtLegSecListGrpObject instrmtLegSecListGrp
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public YieldDataObject yieldData
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public RelSymTransactTime relSymTransactTime
public inline NoRelatedSym()
struct trader::Interface::SecLstUpdRelSymGrpObject::NoRelatedSym
Summary
| Members | Descriptions |
|---|---|
public ListUpdateAction listUpdateAction |
|
public InstrumentObject instrument |
|
public InstrumentExtensionObject instrumentExtension |
|
public FinancingDetailsObject financingDetails |
|
public SecurityTradingRulesObject securityTradingRules |
|
public StrikeRulesObject strikeRules |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public Currency currency |
|
public StipulationsObject stipulations |
|
public SecLstUpdRelSymsLegGrpObject secLstUpdRelSymsLegGrp |
|
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData |
|
public YieldDataObject yieldData |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public RelSymTransactTime relSymTransactTime |
|
public inline NoRelatedSym() |
Members
public ListUpdateAction listUpdateAction
public InstrumentObject instrument
public InstrumentExtensionObject instrumentExtension
public FinancingDetailsObject financingDetails
public SecurityTradingRulesObject securityTradingRules
public StrikeRulesObject strikeRules
public UndInstrmtGrpObject undInstrmtGrp
public Currency currency
public StipulationsObject stipulations
public SecLstUpdRelSymsLegGrpObject secLstUpdRelSymsLegGrp
public SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
public YieldDataObject yieldData
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public RelSymTransactTime relSymTransactTime
public inline NoRelatedSym()
struct trader::Interface::RelSymDerivSecUpdGrpObject::NoRelatedSym
Summary
| Members | Descriptions |
|---|---|
public ListUpdateAction listUpdateAction |
|
public CorporateAction corporateAction |
|
public InstrumentObject instrument |
|
public InstrumentExtensionObject instrumentExtension |
|
public SecondaryPriceLimitsObject secondaryPriceLimits |
|
public Currency currency |
|
public InstrmtLegGrpObject instrmtLegGrp |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public RelSymTransactTime relSymTransactTime |
|
public inline NoRelatedSym() |
Members
public ListUpdateAction listUpdateAction
public CorporateAction corporateAction
public InstrumentObject instrument
public InstrumentExtensionObject instrumentExtension
public SecondaryPriceLimitsObject secondaryPriceLimits
public Currency currency
public InstrmtLegGrpObject instrmtLegGrp
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public RelSymTransactTime relSymTransactTime
public inline NoRelatedSym()
struct trader::Interface::StrmAsgnReqInstrmtGrpObject::NoRelatedSym
Summary
| Members | Descriptions |
|---|---|
public InstrumentObject instrument |
|
public SettlType settlType |
|
public MDEntrySize mDEntrySize |
|
public MDStreamID mDStreamID |
|
public inline NoRelatedSym() |
Members
public InstrumentObject instrument
public SettlType settlType
public MDEntrySize mDEntrySize
public MDStreamID mDStreamID
public inline NoRelatedSym()
struct trader::Interface::StrmAsgnRptInstrmtGrpObject::NoRelatedSym
Summary
| Members | Descriptions |
|---|---|
public InstrumentObject instrument |
|
public SettlType settlType |
|
public StreamAsgnType streamAsgnType |
|
public MDStreamID mDStreamID |
|
public StreamAsgnRejReason streamAsgnRejReason |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline NoRelatedSym() |
Members
public InstrumentObject instrument
public SettlType settlType
public StreamAsgnType streamAsgnType
public MDStreamID mDStreamID
public StreamAsgnRejReason streamAsgnRejReason
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline NoRelatedSym()
struct trader::Interface::RootPartiesObject::NoRootPartyIDs
Summary
| Members | Descriptions |
|---|---|
public RootPartyID rootPartyID |
|
public RootPartyIDSource rootPartyIDSource |
|
public RootPartyRole rootPartyRole |
|
public RootSubPartiesObject rootSubParties |
|
public inline NoRootPartyIDs() |
Members
public RootPartyID rootPartyID
public RootPartyIDSource rootPartyIDSource
public RootPartyRole rootPartyRole
public RootSubPartiesObject rootSubParties
public inline NoRootPartyIDs()
struct trader::Interface::RootSubPartiesObject::NoRootPartySubIDs
Summary
| Members | Descriptions |
|---|---|
public RootPartySubID rootPartySubID |
|
public RootPartySubIDType rootPartySubIDType |
|
public inline NoRootPartySubIDs() |
Members
public RootPartySubID rootPartySubID
public RootPartySubIDType rootPartySubIDType
public inline NoRootPartySubIDs()
struct trader::Interface::RoutingGrpObject::NoRoutingIDs
Summary
| Members | Descriptions |
|---|---|
public RoutingType routingType |
|
public RoutingID routingID |
|
public inline NoRoutingIDs() |
Members
public RoutingType routingType
public RoutingID routingID
public inline NoRoutingIDs()
struct trader::Interface::SecAltIDGrpObject::NoSecurityAltID
Summary
| Members | Descriptions |
|---|---|
public SecurityAltID securityAltID |
|
public SecurityAltIDSource securityAltIDSource |
|
public inline NoSecurityAltID() |
Members
public SecurityAltID securityAltID
public SecurityAltIDSource securityAltIDSource
public inline NoSecurityAltID()
struct trader::Interface::SecTypesGrpObject::NoSecurityTypes
Summary
| Members | Descriptions |
|---|---|
public SecurityType securityType |
|
public SecuritySubType securitySubType |
|
public Product product |
|
public CFICode cFICode |
|
public TransactTime transactTime |
|
public inline NoSecurityTypes() |
Members
public SecurityType securityType
public SecuritySubType securitySubType
public Product product
public CFICode cFICode
public TransactTime transactTime
public inline NoSecurityTypes()
struct trader::Interface::SettlDetailsObject::NoSettlDetails
Summary
| Members | Descriptions |
|---|---|
public SettlObligSource settlObligSource |
|
public SettlPartiesObject settlParties |
|
public inline NoSettlDetails() |
Members
public SettlObligSource settlObligSource
public SettlPartiesObject settlParties
public inline NoSettlDetails()
struct trader::Interface::SettlInstGrpObject::NoSettlInst
Summary
| Members | Descriptions |
|---|---|
public SettlInstID settlInstID |
|
public SettlInstTransType settlInstTransType |
|
public SettlInstRefID settlInstRefID |
|
public PartiesObject parties |
|
public Side side |
|
public Product product |
|
public SecurityType securityType |
|
public CFICode cFICode |
|
public SettlCurrency settlCurrency |
|
public EffectiveTime effectiveTime |
|
public ExpireTime expireTime |
|
public LastUpdateTime lastUpdateTime |
|
public SettlInstructionsDataObject settlInstructionsData |
|
public PaymentMethod paymentMethod |
|
public PaymentRef paymentRef |
|
public CardHolderName cardHolderName |
|
public CardNumber cardNumber |
|
public CardStartDate cardStartDate |
|
public CardExpDate cardExpDate |
|
public CardIssNum cardIssNum |
|
public PaymentDate paymentDate |
|
public PaymentRemitterID paymentRemitterID |
|
public inline NoSettlInst() |
Members
public SettlInstID settlInstID
public SettlInstTransType settlInstTransType
public SettlInstRefID settlInstRefID
public PartiesObject parties
public Side side
public Product product
public SecurityType securityType
public CFICode cFICode
public SettlCurrency settlCurrency
public EffectiveTime effectiveTime
public ExpireTime expireTime
public LastUpdateTime lastUpdateTime
public SettlInstructionsDataObject settlInstructionsData
public PaymentMethod paymentMethod
public PaymentRef paymentRef
public CardHolderName cardHolderName
public CardNumber cardNumber
public CardStartDate cardStartDate
public CardExpDate cardExpDate
public CardIssNum cardIssNum
public PaymentDate paymentDate
public PaymentRemitterID paymentRemitterID
public inline NoSettlInst()
struct trader::Interface::SettlObligationInstructionsObject::NoSettlOblig
Summary
| Members | Descriptions |
|---|---|
public NetGrossInd netGrossInd |
|
public SettlObligID settlObligID |
|
public SettlObligTransType settlObligTransType |
|
public SettlObligRefID settlObligRefID |
|
public CcyAmt ccyAmt |
|
public SettlCurrAmt settlCurrAmt |
|
public Currency currency |
|
public SettlCurrency settlCurrency |
|
public SettlCurrFxRate settlCurrFxRate |
|
public SettlDate settlDate |
|
public InstrumentObject instrument |
|
public PartiesObject parties |
|
public EffectiveTime effectiveTime |
|
public ExpireTime expireTime |
|
public LastUpdateTime lastUpdateTime |
|
public SettlDetailsObject settlDetails |
|
public inline NoSettlOblig() |
Members
public NetGrossInd netGrossInd
public SettlObligID settlObligID
public SettlObligTransType settlObligTransType
public SettlObligRefID settlObligRefID
public CcyAmt ccyAmt
public SettlCurrAmt settlCurrAmt
public Currency currency
public SettlCurrency settlCurrency
public SettlCurrFxRate settlCurrFxRate
public SettlDate settlDate
public InstrumentObject instrument
public PartiesObject parties
public EffectiveTime effectiveTime
public ExpireTime expireTime
public LastUpdateTime lastUpdateTime
public SettlDetailsObject settlDetails
public inline NoSettlOblig()
struct trader::Interface::SettlPartiesObject::NoSettlPartyIDs
Summary
| Members | Descriptions |
|---|---|
public SettlPartyID settlPartyID |
|
public SettlPartyIDSource settlPartyIDSource |
|
public SettlPartyRole settlPartyRole |
|
public SettlPtysSubGrpObject settlPtysSubGrp |
|
public inline NoSettlPartyIDs() |
Members
public SettlPartyID settlPartyID
public SettlPartyIDSource settlPartyIDSource
public SettlPartyRole settlPartyRole
public SettlPtysSubGrpObject settlPtysSubGrp
public inline NoSettlPartyIDs()
struct trader::Interface::SettlPtysSubGrpObject::NoSettlPartySubIDs
Summary
| Members | Descriptions |
|---|---|
public SettlPartySubID settlPartySubID |
|
public SettlPartySubIDType settlPartySubIDType |
|
public inline NoSettlPartySubIDs() |
Members
public SettlPartySubID settlPartySubID
public SettlPartySubIDType settlPartySubIDType
public inline NoSettlPartySubIDs()
struct trader::Interface::SideCrossOrdCxlGrpObject::NoSides
Summary
| Members | Descriptions |
|---|---|
public Side side |
|
public OrigClOrdID origClOrdID |
|
public ClOrdID clOrdID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ClOrdLinkID clOrdLinkID |
|
public OrigOrdModTime origOrdModTime |
|
public PartiesObject parties |
|
public TradeOriginationDate tradeOriginationDate |
|
public TradeDate tradeDate |
|
public OrderQtyDataObject orderQtyData |
|
public ComplianceID complianceID |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline NoSides() |
Members
public Side side
public OrigClOrdID origClOrdID
public ClOrdID clOrdID
public SecondaryClOrdID secondaryClOrdID
public ClOrdLinkID clOrdLinkID
public OrigOrdModTime origOrdModTime
public PartiesObject parties
public TradeOriginationDate tradeOriginationDate
public TradeDate tradeDate
public OrderQtyDataObject orderQtyData
public ComplianceID complianceID
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline NoSides()
struct trader::Interface::SideCrossOrdModGrpObject::NoSides
Summary
| Members | Descriptions |
|---|---|
public Side side |
|
public OrigClOrdID origClOrdID |
|
public ClOrdID clOrdID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public ClOrdLinkID clOrdLinkID |
|
public PartiesObject parties |
|
public TradeOriginationDate tradeOriginationDate |
|
public TradeDate tradeDate |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public DayBookingInst dayBookingInst |
|
public BookingUnit bookingUnit |
|
public PreallocMethod preallocMethod |
|
public AllocID allocID |
|
public PreAllocGrpObject preAllocGrp |
|
public QtyType qtyType |
|
public OrderQtyDataObject orderQtyData |
|
public CommissionDataObject commissionData |
|
public OrderCapacity orderCapacity |
|
public OrderRestrictions orderRestrictions |
|
public PreTradeAnonymity preTradeAnonymity |
|
public CustOrderCapacity custOrderCapacity |
|
public ForexReq forexReq |
|
public SettlCurrency settlCurrency |
|
public BookingType bookingType |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public PositionEffect positionEffect |
|
public CoveredOrUncovered coveredOrUncovered |
|
public CashMargin cashMargin |
|
public ClearingFeeIndicator clearingFeeIndicator |
|
public SolicitedFlag solicitedFlag |
|
public SideComplianceID sideComplianceID |
|
public SideTimeInForce sideTimeInForce |
|
public inline NoSides() |
Members
public Side side
public OrigClOrdID origClOrdID
public ClOrdID clOrdID
public SecondaryClOrdID secondaryClOrdID
public ClOrdLinkID clOrdLinkID
public PartiesObject parties
public TradeOriginationDate tradeOriginationDate
public TradeDate tradeDate
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public DayBookingInst dayBookingInst
public BookingUnit bookingUnit
public PreallocMethod preallocMethod
public AllocID allocID
public PreAllocGrpObject preAllocGrp
public QtyType qtyType
public OrderQtyDataObject orderQtyData
public CommissionDataObject commissionData
public OrderCapacity orderCapacity
public OrderRestrictions orderRestrictions
public PreTradeAnonymity preTradeAnonymity
public CustOrderCapacity custOrderCapacity
public ForexReq forexReq
public SettlCurrency settlCurrency
public BookingType bookingType
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public PositionEffect positionEffect
public CoveredOrUncovered coveredOrUncovered
public CashMargin cashMargin
public ClearingFeeIndicator clearingFeeIndicator
public SolicitedFlag solicitedFlag
public SideComplianceID sideComplianceID
public SideTimeInForce sideTimeInForce
public inline NoSides()
struct trader::Interface::TrdCapRptSideGrpObject::NoSides
Summary
| Members | Descriptions |
|---|---|
public Side side |
|
public SideLastQty sideLastQty |
|
public SideTradeReportID sideTradeReportID |
|
public SideFillStationCd sideFillStationCd |
|
public SideReasonCd sideReasonCd |
|
public RptSeq rptSeq |
|
public SideTrdSubTyp sideTrdSubTyp |
|
public NetGrossInd netGrossInd |
|
public SideCurrency sideCurrency |
|
public SideSettlCurrency sideSettlCurrency |
|
public PartiesObject parties |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public ProcessCode processCode |
|
public OddLot oddLot |
|
public ClrInstGrpObject clrInstGrp |
|
public TradeInputSource tradeInputSource |
|
public TradeInputDevice tradeInputDevice |
|
public ComplianceID complianceID |
|
public SolicitedFlag solicitedFlag |
|
public CustOrderCapacity custOrderCapacity |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public TimeBracket timeBracket |
|
public CommissionDataObject commissionData |
|
public NumDaysInterest numDaysInterest |
|
public ExDate exDate |
|
public AccruedInterestRate accruedInterestRate |
|
public AccruedInterestAmt accruedInterestAmt |
|
public InterestAtMaturity interestAtMaturity |
|
public EndAccruedInterestAmt endAccruedInterestAmt |
|
public StartCash startCash |
|
public EndCash endCash |
|
public Concession concession |
|
public TotalTakedown totalTakedown |
|
public NetMoney netMoney |
|
public SettlCurrAmt settlCurrAmt |
|
public SettlCurrFxRate settlCurrFxRate |
|
public SettlCurrFxRateCalc settlCurrFxRateCalc |
|
public PositionEffect positionEffect |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public SideMultiLegReportingType sideMultiLegReportingType |
|
public ContAmtGrpObject contAmtGrp |
|
public StipulationsObject stipulations |
|
public MiscFeesGrpObject miscFeesGrp |
|
public ExchangeRule exchangeRule |
|
public TradeAllocIndicator tradeAllocIndicator |
|
public PreallocMethod preallocMethod |
|
public AllocID allocID |
|
public TrdAllocGrpObject trdAllocGrp |
|
public SideTrdRegTSObject sideTrdRegTS |
|
public SettlDetailsObject settlDetails |
|
public SideGrossTradeAmt sideGrossTradeAmt |
|
public AggressorIndicator aggressorIndicator |
|
public ExchangeSpecialInstructions exchangeSpecialInstructions |
|
public OrderCategory orderCategory |
|
public TradeReportOrderDetailObject tradeReportOrderDetail |
|
public SideExecID sideExecID |
|
public OrderDelay orderDelay |
|
public OrderDelayUnit orderDelayUnit |
|
public SideLiquidityInd sideLiquidityInd |
|
public inline NoSides() |
Members
public Side side
public SideLastQty sideLastQty
public SideTradeReportID sideTradeReportID
public SideFillStationCd sideFillStationCd
public SideReasonCd sideReasonCd
public RptSeq rptSeq
public SideTrdSubTyp sideTrdSubTyp
public NetGrossInd netGrossInd
public SideCurrency sideCurrency
public SideSettlCurrency sideSettlCurrency
public PartiesObject parties
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public ProcessCode processCode
public OddLot oddLot
public ClrInstGrpObject clrInstGrp
public TradeInputSource tradeInputSource
public TradeInputDevice tradeInputDevice
public ComplianceID complianceID
public SolicitedFlag solicitedFlag
public CustOrderCapacity custOrderCapacity
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public TimeBracket timeBracket
public CommissionDataObject commissionData
public NumDaysInterest numDaysInterest
public ExDate exDate
public AccruedInterestRate accruedInterestRate
public AccruedInterestAmt accruedInterestAmt
public InterestAtMaturity interestAtMaturity
public EndAccruedInterestAmt endAccruedInterestAmt
public StartCash startCash
public EndCash endCash
public Concession concession
public TotalTakedown totalTakedown
public NetMoney netMoney
public SettlCurrAmt settlCurrAmt
public SettlCurrFxRate settlCurrFxRate
public SettlCurrFxRateCalc settlCurrFxRateCalc
public PositionEffect positionEffect
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public SideMultiLegReportingType sideMultiLegReportingType
public ContAmtGrpObject contAmtGrp
public StipulationsObject stipulations
public MiscFeesGrpObject miscFeesGrp
public ExchangeRule exchangeRule
public TradeAllocIndicator tradeAllocIndicator
public PreallocMethod preallocMethod
public AllocID allocID
public TrdAllocGrpObject trdAllocGrp
public SideTrdRegTSObject sideTrdRegTS
public SettlDetailsObject settlDetails
public SideGrossTradeAmt sideGrossTradeAmt
public AggressorIndicator aggressorIndicator
public ExchangeSpecialInstructions exchangeSpecialInstructions
public OrderCategory orderCategory
public TradeReportOrderDetailObject tradeReportOrderDetail
public SideExecID sideExecID
public OrderDelay orderDelay
public OrderDelayUnit orderDelayUnit
public SideLiquidityInd sideLiquidityInd
public inline NoSides()
struct trader::Interface::TrdCapRptAckSideGrpObject::NoSides
Summary
| Members | Descriptions |
|---|---|
public Side side |
|
public PartiesObject parties |
|
public Account account |
|
public AcctIDSource acctIDSource |
|
public AccountType accountType |
|
public ProcessCode processCode |
|
public OddLot oddLot |
|
public ClrInstGrpObject clrInstGrp |
|
public TradeInputSource tradeInputSource |
|
public TradeInputDevice tradeInputDevice |
|
public ComplianceID complianceID |
|
public SolicitedFlag solicitedFlag |
|
public CustOrderCapacity custOrderCapacity |
|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public TimeBracket timeBracket |
|
public NetGrossInd netGrossInd |
|
public SideCurrency sideCurrency |
|
public SideSettlCurrency sideSettlCurrency |
|
public CommissionDataObject commissionData |
|
public NumDaysInterest numDaysInterest |
|
public ExDate exDate |
|
public AccruedInterestRate accruedInterestRate |
|
public AccruedInterestAmt accruedInterestAmt |
|
public InterestAtMaturity interestAtMaturity |
|
public EndAccruedInterestAmt endAccruedInterestAmt |
|
public StartCash startCash |
|
public EndCash endCash |
|
public Concession concession |
|
public TotalTakedown totalTakedown |
|
public NetMoney netMoney |
|
public SettlCurrAmt settlCurrAmt |
|
public SettlCurrFxRate settlCurrFxRate |
|
public SettlCurrFxRateCalc settlCurrFxRateCalc |
|
public PositionEffect positionEffect |
|
public SideMultiLegReportingType sideMultiLegReportingType |
|
public ContAmtGrpObject contAmtGrp |
|
public StipulationsObject stipulations |
|
public MiscFeesGrpObject miscFeesGrp |
|
public ExchangeRule exchangeRule |
|
public SettlDetailsObject settlDetails |
|
public TradeAllocIndicator tradeAllocIndicator |
|
public PreallocMethod preallocMethod |
|
public AllocID allocID |
|
public TrdAllocGrpObject trdAllocGrp |
|
public SideGrossTradeAmt sideGrossTradeAmt |
|
public AggressorIndicator aggressorIndicator |
|
public SideLastQty sideLastQty |
|
public SideTradeReportID sideTradeReportID |
|
public SideFillStationCd sideFillStationCd |
|
public SideReasonCd sideReasonCd |
|
public RptSeq rptSeq |
|
public SideTrdSubTyp sideTrdSubTyp |
|
public SideTrdRegTSObject sideTrdRegTS |
|
public SideExecID sideExecID |
|
public OrderDelay orderDelay |
|
public OrderDelayUnit orderDelayUnit |
|
public OrderCategory orderCategory |
|
public TradeReportOrderDetailObject tradeReportOrderDetail |
|
public inline NoSides() |
Members
public Side side
public PartiesObject parties
public Account account
public AcctIDSource acctIDSource
public AccountType accountType
public ProcessCode processCode
public OddLot oddLot
public ClrInstGrpObject clrInstGrp
public TradeInputSource tradeInputSource
public TradeInputDevice tradeInputDevice
public ComplianceID complianceID
public SolicitedFlag solicitedFlag
public CustOrderCapacity custOrderCapacity
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public TimeBracket timeBracket
public NetGrossInd netGrossInd
public SideCurrency sideCurrency
public SideSettlCurrency sideSettlCurrency
public CommissionDataObject commissionData
public NumDaysInterest numDaysInterest
public ExDate exDate
public AccruedInterestRate accruedInterestRate
public AccruedInterestAmt accruedInterestAmt
public InterestAtMaturity interestAtMaturity
public EndAccruedInterestAmt endAccruedInterestAmt
public StartCash startCash
public EndCash endCash
public Concession concession
public TotalTakedown totalTakedown
public NetMoney netMoney
public SettlCurrAmt settlCurrAmt
public SettlCurrFxRate settlCurrFxRate
public SettlCurrFxRateCalc settlCurrFxRateCalc
public PositionEffect positionEffect
public SideMultiLegReportingType sideMultiLegReportingType
public ContAmtGrpObject contAmtGrp
public StipulationsObject stipulations
public MiscFeesGrpObject miscFeesGrp
public ExchangeRule exchangeRule
public SettlDetailsObject settlDetails
public TradeAllocIndicator tradeAllocIndicator
public PreallocMethod preallocMethod
public AllocID allocID
public TrdAllocGrpObject trdAllocGrp
public SideGrossTradeAmt sideGrossTradeAmt
public AggressorIndicator aggressorIndicator
public SideLastQty sideLastQty
public SideTradeReportID sideTradeReportID
public SideFillStationCd sideFillStationCd
public SideReasonCd sideReasonCd
public RptSeq rptSeq
public SideTrdSubTyp sideTrdSubTyp
public SideTrdRegTSObject sideTrdRegTS
public SideExecID sideExecID
public OrderDelay orderDelay
public OrderDelayUnit orderDelayUnit
public OrderCategory orderCategory
public TradeReportOrderDetailObject tradeReportOrderDetail
public inline NoSides()
struct trader::Interface::SideTrdRegTSObject::NoSideTrdRegTS
Summary
| Members | Descriptions |
|---|---|
public SideTrdRegTimestamp sideTrdRegTimestamp |
|
public SideTrdRegTimestampType sideTrdRegTimestampType |
|
public SideTrdRegTimestampSrc sideTrdRegTimestampSrc |
|
public inline NoSideTrdRegTS() |
Members
public SideTrdRegTimestamp sideTrdRegTimestamp
public SideTrdRegTimestampType sideTrdRegTimestampType
public SideTrdRegTimestampSrc sideTrdRegTimestampSrc
public inline NoSideTrdRegTS()
struct trader::Interface::StatsIndGrpObject::NoStatsIndicators
Summary
| Members | Descriptions |
|---|---|
public StatsType statsType |
|
public inline NoStatsIndicators() |
Members
public StatsType statsType
public inline NoStatsIndicators()
struct trader::Interface::StipulationsObject::NoStipulations
Summary
| Members | Descriptions |
|---|---|
public StipulationType stipulationType |
|
public StipulationValue stipulationValue |
|
public inline NoStipulations() |
Members
public StipulationType stipulationType
public StipulationValue stipulationValue
public inline NoStipulations()
struct trader::Interface::StrategyParametersGrpObject::NoStrategyParameters
Summary
| Members | Descriptions |
|---|---|
public StrategyParameterName strategyParameterName |
|
public StrategyParameterType strategyParameterType |
|
public StrategyParameterValue strategyParameterValue |
|
public inline NoStrategyParameters() |
Members
public StrategyParameterName strategyParameterName
public StrategyParameterType strategyParameterType
public StrategyParameterValue strategyParameterValue
public inline NoStrategyParameters()
struct trader::Interface::StrikeRulesObject::NoStrikeRules
Summary
| Members | Descriptions |
|---|---|
public StrikeRuleID strikeRuleID |
|
public StartStrikePxRange startStrikePxRange |
|
public EndStrikePxRange endStrikePxRange |
|
public StrikeIncrement strikeIncrement |
|
public StrikeExerciseStyle strikeExerciseStyle |
|
public MaturityRulesObject maturityRules |
|
public inline NoStrikeRules() |
Members
public StrikeRuleID strikeRuleID
public StartStrikePxRange startStrikePxRange
public EndStrikePxRange endStrikePxRange
public StrikeIncrement strikeIncrement
public StrikeExerciseStyle strikeExerciseStyle
public MaturityRulesObject maturityRules
public inline NoStrikeRules()
struct trader::Interface::InstrmtStrkPxGrpObject::NoStrikes
Summary
| Members | Descriptions |
|---|---|
public InstrumentObject instrument |
|
public UndInstrmtGrpObject undInstrmtGrp |
|
public PrevClosePx prevClosePx |
|
public ClOrdID clOrdID |
|
public SecondaryClOrdID secondaryClOrdID |
|
public Side side |
|
public Price price |
|
public Currency currency |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public inline NoStrikes() |
Members
public InstrumentObject instrument
public UndInstrmtGrpObject undInstrmtGrp
public PrevClosePx prevClosePx
public ClOrdID clOrdID
public SecondaryClOrdID secondaryClOrdID
public Side side
public Price price
public Currency currency
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public inline NoStrikes()
struct trader::Interface::TargetPartiesObject::NoTargetPartyIDs
Summary
| Members | Descriptions |
|---|---|
public TargetPartyID targetPartyID |
|
public TargetPartyIDSource targetPartyIDSource |
|
public TargetPartyRole targetPartyRole |
|
public inline NoTargetPartyIDs() |
Members
public TargetPartyID targetPartyID
public TargetPartyIDSource targetPartyIDSource
public TargetPartyRole targetPartyRole
public inline NoTargetPartyIDs()
struct trader::Interface::TickRulesObject::NoTickRules
Summary
| Members | Descriptions |
|---|---|
public StartTickPriceRange startTickPriceRange |
|
public EndTickPriceRange endTickPriceRange |
|
public TickIncrement tickIncrement |
|
public TickRuleType tickRuleType |
|
public inline NoTickRules() |
Members
public StartTickPriceRange startTickPriceRange
public EndTickPriceRange endTickPriceRange
public TickIncrement tickIncrement
public TickRuleType tickRuleType
public inline NoTickRules()
struct trader::Interface::TimeInForceRulesObject::NoTimeInForceRules
Summary
| Members | Descriptions |
|---|---|
public TimeInForce timeInForce |
|
public inline NoTimeInForceRules() |
Members
public TimeInForce timeInForce
public inline NoTimeInForceRules()
struct trader::Interface::TrdCollGrpObject::NoTrades
Summary
| Members | Descriptions |
|---|---|
public TradeReportID tradeReportID |
|
public SecondaryTradeReportID secondaryTradeReportID |
|
public inline NoTrades() |
Members
public TradeReportID tradeReportID
public SecondaryTradeReportID secondaryTradeReportID
public inline NoTrades()
struct trader::Interface::TradingSessionRulesGrpObject::NoTradingSessionRules
Summary
| Members | Descriptions |
|---|---|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public TradingSessionRulesObject tradingSessionRules |
|
public inline NoTradingSessionRules() |
Members
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public TradingSessionRulesObject tradingSessionRules
public inline NoTradingSessionRules()
struct trader::Interface::TrdgSesGrpObject::NoTradingSessions
Summary
| Members | Descriptions |
|---|---|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public inline NoTradingSessions() |
Members
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public inline NoTradingSessions()
struct trader::Interface::TrdSessLstGrpObject::NoTradingSessions
Summary
| Members | Descriptions |
|---|---|
public TradingSessionID tradingSessionID |
|
public TradingSessionSubID tradingSessionSubID |
|
public SecurityExchange securityExchange |
|
public MarketID marketID |
|
public MarketSegmentID marketSegmentID |
|
public TradingSessionDesc tradingSessionDesc |
|
public TradSesMethod tradSesMethod |
|
public TradSesMode tradSesMode |
|
public UnsolicitedIndicator unsolicitedIndicator |
|
public TradSesStatus tradSesStatus |
|
public TradSesStatusRejReason tradSesStatusRejReason |
|
public TradSesStartTime tradSesStartTime |
|
public TradSesOpenTime tradSesOpenTime |
|
public TradSesPreCloseTime tradSesPreCloseTime |
|
public TradSesCloseTime tradSesCloseTime |
|
public TradSesEndTime tradSesEndTime |
|
public TotalVolumeTraded totalVolumeTraded |
|
public TradingSessionRulesObject tradingSessionRules |
|
public Text text |
|
public EncodedTextLen encodedTextLen |
|
public EncodedText encodedText |
|
public TransactTime transactTime |
|
public TradSesUpdateAction tradSesUpdateAction |
|
public inline NoTradingSessions() |
Members
public TradingSessionID tradingSessionID
public TradingSessionSubID tradingSessionSubID
public SecurityExchange securityExchange
public MarketID marketID
public MarketSegmentID marketSegmentID
public TradingSessionDesc tradingSessionDesc
public TradSesMethod tradSesMethod
public TradSesMode tradSesMode
public UnsolicitedIndicator unsolicitedIndicator
public TradSesStatus tradSesStatus
public TradSesStatusRejReason tradSesStatusRejReason
public TradSesStartTime tradSesStartTime
public TradSesOpenTime tradSesOpenTime
public TradSesPreCloseTime tradSesPreCloseTime
public TradSesCloseTime tradSesCloseTime
public TradSesEndTime tradSesEndTime
public TotalVolumeTraded totalVolumeTraded
public TradingSessionRulesObject tradingSessionRules
public Text text
public EncodedTextLen encodedTextLen
public EncodedText encodedText
public TransactTime transactTime
public TradSesUpdateAction tradSesUpdateAction
public inline NoTradingSessions()
struct trader::Interface::TrdRegTimestampsObject::NoTrdRegTimestamps
Summary
| Members | Descriptions |
|---|---|
public TrdRegTimestamp trdRegTimestamp |
|
public TrdRegTimestampType trdRegTimestampType |
|
public TrdRegTimestampOrigin trdRegTimestampOrigin |
|
public DeskType deskType |
|
public DeskTypeSource deskTypeSource |
|
public DeskOrderHandlingInst deskOrderHandlingInst |
|
public inline NoTrdRegTimestamps() |
Members
public TrdRegTimestamp trdRegTimestamp
public TrdRegTimestampType trdRegTimestampType
public TrdRegTimestampOrigin trdRegTimestampOrigin
public DeskType deskType
public DeskTypeSource deskTypeSource
public DeskOrderHandlingInst deskOrderHandlingInst
public inline NoTrdRegTimestamps()
struct trader::Interface::TrdRepIndicatorsGrpObject::NoTrdRepIndicators
Summary
| Members | Descriptions |
|---|---|
public TrdRepPartyRole trdRepPartyRole |
|
public TrdRepIndicator trdRepIndicator |
|
public inline NoTrdRepIndicators() |
Members
public TrdRepPartyRole trdRepPartyRole
public TrdRepIndicator trdRepIndicator
public inline NoTrdRepIndicators()
struct trader::Interface::UnderlyingAmountObject::NoUnderlyingAmounts
Summary
| Members | Descriptions |
|---|---|
public UnderlyingPayAmount underlyingPayAmount |
|
public UnderlyingCollectAmount underlyingCollectAmount |
|
public UnderlyingSettlementDate underlyingSettlementDate |
|
public UnderlyingSettlementStatus underlyingSettlementStatus |
|
public inline NoUnderlyingAmounts() |
Members
public UnderlyingPayAmount underlyingPayAmount
public UnderlyingCollectAmount underlyingCollectAmount
public UnderlyingSettlementDate underlyingSettlementDate
public UnderlyingSettlementStatus underlyingSettlementStatus
public inline NoUnderlyingAmounts()
struct trader::Interface::UnderlyingLegSecurityAltIDGrpObject::NoUnderlyingLegSecurityAltID
Summary
| Members | Descriptions |
|---|---|
public UnderlyingLegSecurityAltID underlyingLegSecurityAltID |
|
public UnderlyingLegSecurityAltIDSource underlyingLegSecurityAltIDSource |
|
public inline NoUnderlyingLegSecurityAltID() |
Members
public UnderlyingLegSecurityAltID underlyingLegSecurityAltID
public UnderlyingLegSecurityAltIDSource underlyingLegSecurityAltIDSource
public inline NoUnderlyingLegSecurityAltID()
struct trader::Interface::PosUndInstrmtGrpObject::NoUnderlyings
Summary
| Members | Descriptions |
|---|---|
public UnderlyingInstrumentObject underlyingInstrument |
|
public UnderlyingSettlPrice underlyingSettlPrice |
|
public UnderlyingSettlPriceType underlyingSettlPriceType |
|
public UnderlyingDeliveryAmount underlyingDeliveryAmount |
|
public UnderlyingAmountObject underlyingAmount |
|
public inline NoUnderlyings() |
Members
public UnderlyingInstrumentObject underlyingInstrument
public UnderlyingSettlPrice underlyingSettlPrice
public UnderlyingSettlPriceType underlyingSettlPriceType
public UnderlyingDeliveryAmount underlyingDeliveryAmount
public UnderlyingAmountObject underlyingAmount
public inline NoUnderlyings()
struct trader::Interface::UndInstrmtGrpObject::NoUnderlyings
Summary
| Members | Descriptions |
|---|---|
public UnderlyingInstrumentObject underlyingInstrument |
|
public inline NoUnderlyings() |
Members
public UnderlyingInstrumentObject underlyingInstrument
public inline NoUnderlyings()
struct trader::Interface::UndInstrmtCollGrpObject::NoUnderlyings
Summary
| Members | Descriptions |
|---|---|
public UnderlyingInstrumentObject underlyingInstrument |
|
public CollAction collAction |
|
public inline NoUnderlyings() |
Members
public UnderlyingInstrumentObject underlyingInstrument
public CollAction collAction
public inline NoUnderlyings()
struct trader::Interface::UndSecAltIDGrpObject::NoUnderlyingSecurityAltID
Summary
| Members | Descriptions |
|---|---|
public UnderlyingSecurityAltID underlyingSecurityAltID |
|
public UnderlyingSecurityAltIDSource underlyingSecurityAltIDSource |
|
public inline NoUnderlyingSecurityAltID() |
Members
public UnderlyingSecurityAltID underlyingSecurityAltID
public UnderlyingSecurityAltIDSource underlyingSecurityAltIDSource
public inline NoUnderlyingSecurityAltID()
struct trader::Interface::UnderlyingStipulationsObject::NoUnderlyingStips
Summary
| Members | Descriptions |
|---|---|
public UnderlyingStipType underlyingStipType |
|
public UnderlyingStipValue underlyingStipValue |
|
public inline NoUnderlyingStips() |
Members
public UnderlyingStipType underlyingStipType
public UnderlyingStipValue underlyingStipValue
public inline NoUnderlyingStips()
struct trader::Interface::UndlyInstrumentPartiesObject::NoUndlyInstrumentParties
Summary
| Members | Descriptions |
|---|---|
public UnderlyingInstrumentPartyID underlyingInstrumentPartyID |
|
public UnderlyingInstrumentPartyIDSource underlyingInstrumentPartyIDSource |
|
public UnderlyingInstrumentPartyRole underlyingInstrumentPartyRole |
|
public UndlyInstrumentPtysSubGrpObject undlyInstrumentPtysSubGrp |
|
public inline NoUndlyInstrumentParties() |
Members
public UnderlyingInstrumentPartyID underlyingInstrumentPartyID
public UnderlyingInstrumentPartyIDSource underlyingInstrumentPartyIDSource
public UnderlyingInstrumentPartyRole underlyingInstrumentPartyRole
public UndlyInstrumentPtysSubGrpObject undlyInstrumentPtysSubGrp
public inline NoUndlyInstrumentParties()
struct trader::Interface::UndlyInstrumentPtysSubGrpObject::NoUndlyInstrumentPartySubIDs
Summary
| Members | Descriptions |
|---|---|
public UnderlyingInstrumentPartySubID underlyingInstrumentPartySubID |
|
public UnderlyingInstrumentPartySubIDType underlyingInstrumentPartySubIDType |
|
public inline NoUndlyInstrumentPartySubIDs() |
Members
public UnderlyingInstrumentPartySubID underlyingInstrumentPartySubID
public UnderlyingInstrumentPartySubIDType underlyingInstrumentPartySubIDType
public inline NoUndlyInstrumentPartySubIDs()
struct trader::Interface::UsernameGrpObject::NoUsernames
Summary
| Members | Descriptions |
|---|---|
public Username username |
|
public inline NoUsernames() |
Members
public Username username
public inline NoUsernames()
struct trader::FybApi::PendingOrders::DataObject::OrdersArray
Summary
| Members | Descriptions |
|---|---|
public std::time_t date |
|
public double price |
|
public double qty |
|
public Poco::Int32 ticket |
|
public char type |
|
public inline void SetDate(std::time_t val) |
|
public inline bool isSetDate() |
|
public inline void SetPrice(double val) |
|
public inline bool isSetPrice() |
|
public inline void SetQty(double val) |
|
public inline bool isSetQty() |
|
public inline void SetTicket(Poco::Int32 val) |
|
public inline bool isSetTicket() |
|
public inline void SetType(char val) |
|
public inline bool isSetType() |
|
public inline OrdersArray() |
Members
public std::time_t date
public double price
public double qty
public Poco::Int32 ticket
public char type
public inline void SetDate(std::time_t val)
public inline bool isSetDate()
public inline void SetPrice(double val)
public inline bool isSetPrice()
public inline void SetQty(double val)
public inline bool isSetQty()
public inline void SetTicket(Poco::Int32 val)
public inline bool isSetTicket()
public inline void SetType(char val)
public inline bool isSetType()
public inline OrdersArray()
struct trader::FybApi::OrderHistory::DataObject::OrdersArray
Summary
| Members | Descriptions |
|---|---|
public std::time_t date_created |
|
public std::time_t date_executed |
|
public std::string price |
|
public std::string qty |
|
public std::string status |
|
public Poco::Int32 ticket |
|
public char type |
|
public inline void SetDate_created(std::time_t val) |
|
public inline bool isSetDate_created() |
|
public inline void SetDate_executed(std::time_t val) |
|
public inline bool isSetDate_executed() |
|
public inline void SetPrice(std::string val) |
|
public inline bool isSetPrice() |
|
public inline void SetQty(std::string val) |
|
public inline bool isSetQty() |
|
public inline void SetStatus(std::string val) |
|
public inline bool isSetStatus() |
|
public inline void SetTicket(Poco::Int32 val) |
|
public inline bool isSetTicket() |
|
public inline void SetType(char val) |
|
public inline bool isSetType() |
|
public inline OrdersArray() |
Members
public std::time_t date_created
public std::time_t date_executed
public std::string price
public std::string qty
public std::string status
public Poco::Int32 ticket
public char type
public inline void SetDate_created(std::time_t val)
public inline bool isSetDate_created()
public inline void SetDate_executed(std::time_t val)
public inline bool isSetDate_executed()
public inline void SetPrice(std::string val)
public inline bool isSetPrice()
public inline void SetQty(std::string val)
public inline bool isSetQty()
public inline void SetStatus(std::string val)
public inline bool isSetStatus()
public inline void SetTicket(Poco::Int32 val)
public inline bool isSetTicket()
public inline void SetType(char val)
public inline bool isSetType()
public inline OrdersArray()
struct trader::ExchangeratelabApi::SingleExchangeRate::DataObject::RateObject
Summary
| Members | Descriptions |
|---|---|
public double rate |
|
public std::string to |
|
public inline void SetRate(double val) |
|
public inline bool isSetRate() |
|
public inline void SetTo(std::string val) |
|
public inline bool isSetTo() |
|
public inline RateObject() |
Members
public double rate
public std::string to
public inline void SetRate(double val)
public inline bool isSetRate()
public inline void SetTo(std::string val)
public inline bool isSetTo()
public inline RateObject()
struct trader::FybDatabase::Ticker_Detailed::Record
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 timeStamp |
|
public double ask |
|
public double bid |
|
public double last |
|
public double vol |
|
public inline bool isSetTimeStamp() |
|
public inline bool isSetAsk() |
|
public inline bool isSetBid() |
|
public inline bool isSetLast() |
|
public inline bool isSetVol() |
|
public inline Record() |
Members
public Poco::Int32 timeStamp
public double ask
public double bid
public double last
public double vol
public inline bool isSetTimeStamp()
public inline bool isSetAsk()
public inline bool isSetBid()
public inline bool isSetLast()
public inline bool isSetVol()
public inline Record()
struct trader::BittrexDatabase::Market_List::Record
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 created |
|
public std::string marketName |
|
public std::string marketCurrency |
|
public std::string baseCurrency |
|
public std::string marketCurrencyLong |
|
public double baseCurrencyLong |
|
public double minTradeSize |
|
public inline bool isSetCreated() |
|
public inline bool isSetMarketName() |
|
public inline bool isSetMarketCurrency() |
|
public inline bool isSetBaseCurrency() |
|
public inline bool isSetMarketCurrencyLong() |
|
public inline bool isSetBaseCurrencyLong() |
|
public inline bool isSetMinTradeSize() |
|
public inline Record() |
Members
public Poco::Int32 created
public std::string marketName
public std::string marketCurrency
public std::string baseCurrency
public std::string marketCurrencyLong
public double baseCurrencyLong
public double minTradeSize
public inline bool isSetCreated()
public inline bool isSetMarketName()
public inline bool isSetMarketCurrency()
public inline bool isSetBaseCurrency()
public inline bool isSetMarketCurrencyLong()
public inline bool isSetBaseCurrencyLong()
public inline bool isSetMinTradeSize()
public inline Record()
struct trader::FybDatabase::Trade_History::Record
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 tid |
|
public double amt |
|
public double price |
|
public Poco::Int32 date |
|
public inline bool isSetTid() |
|
public inline bool isSetAmt() |
|
public inline bool isSetPrice() |
|
public inline bool isSetDate() |
|
public inline Record() |
Members
public Poco::Int32 tid
public double amt
public double price
public Poco::Int32 date
public inline bool isSetTid()
public inline bool isSetAmt()
public inline bool isSetPrice()
public inline bool isSetDate()
public inline Record()
struct trader::FybDatabase::Order_Book_Bids::Record
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 dateCreated |
|
public Poco::Int32 dateRemoved |
|
public double price |
|
public double volume |
|
public inline bool isSetDateCreated() |
|
public inline bool isSetDateRemoved() |
|
public inline bool isSetPrice() |
|
public inline bool isSetVolume() |
|
public inline Record() |
Members
public Poco::Int32 dateCreated
public Poco::Int32 dateRemoved
public double price
public double volume
public inline bool isSetDateCreated()
public inline bool isSetDateRemoved()
public inline bool isSetPrice()
public inline bool isSetVolume()
public inline Record()
struct trader::FybDatabase::Order_Book_Asks::Record
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 dateCreated |
|
public Poco::Int32 dateRemoved |
|
public double price |
|
public double volume |
|
public inline bool isSetDateCreated() |
|
public inline bool isSetDateRemoved() |
|
public inline bool isSetPrice() |
|
public inline bool isSetVolume() |
|
public inline Record() |
Members
public Poco::Int32 dateCreated
public Poco::Int32 dateRemoved
public double price
public double volume
public inline bool isSetDateCreated()
public inline bool isSetDateRemoved()
public inline bool isSetPrice()
public inline bool isSetVolume()
public inline Record()
struct trader::FybDatabase::My_Pending_Sell_Orders::Record
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 ticket |
|
public double amt |
|
public double price |
|
public Poco::Int32 date |
|
public inline bool isSetTicket() |
|
public inline bool isSetAmt() |
|
public inline bool isSetPrice() |
|
public inline bool isSetDate() |
|
public inline Record() |
Members
public Poco::Int32 ticket
public double amt
public double price
public Poco::Int32 date
public inline bool isSetTicket()
public inline bool isSetAmt()
public inline bool isSetPrice()
public inline bool isSetDate()
public inline Record()
struct trader::CryptowatchDatabase::Api_Cost::Record
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 timeStamp |
|
public std::string method |
|
public double cost |
|
public inline bool isSetTimeStamp() |
|
public inline bool isSetMethod() |
|
public inline bool isSetCost() |
|
public inline Record() |
Members
public Poco::Int32 timeStamp
public std::string method
public double cost
public inline bool isSetTimeStamp()
public inline bool isSetMethod()
public inline bool isSetCost()
public inline Record()
struct trader::GenericDatabase::Trade_History::Record
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 tradeId |
|
public Poco::Int32 timeStamp |
|
public double volume |
|
public double price |
|
public double total |
|
public std::string fillType |
|
public std::string orderType |
|
public inline bool isSetTradeId() |
|
public inline bool isSetTimeStamp() |
|
public inline bool isSetVolume() |
|
public inline bool isSetPrice() |
|
public inline bool isSetTotal() |
|
public inline bool isSetFillType() |
|
public inline bool isSetOrderType() |
|
public inline Record() |
Members
public Poco::Int32 tradeId
public Poco::Int32 timeStamp
public double volume
public double price
public double total
public std::string fillType
public std::string orderType
public inline bool isSetTradeId()
public inline bool isSetTimeStamp()
public inline bool isSetVolume()
public inline bool isSetPrice()
public inline bool isSetTotal()
public inline bool isSetFillType()
public inline bool isSetOrderType()
public inline Record()
struct trader::FybDatabase::My_Pending_Buy_Orders::Record
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 ticket |
|
public double amt |
|
public double price |
|
public Poco::Int32 date |
|
public inline bool isSetTicket() |
|
public inline bool isSetAmt() |
|
public inline bool isSetPrice() |
|
public inline bool isSetDate() |
|
public inline Record() |
Members
public Poco::Int32 ticket
public double amt
public double price
public Poco::Int32 date
public inline bool isSetTicket()
public inline bool isSetAmt()
public inline bool isSetPrice()
public inline bool isSetDate()
public inline Record()
struct trader::FybDatabase::Account_Info::Record
Summary
| Members | Descriptions |
|---|---|
public std::string accNum |
|
public std::string btcAddress |
|
public std::string email |
|
public inline bool isSetAccNum() |
|
public inline bool isSetBtcAddress() |
|
public inline bool isSetEmail() |
|
public inline Record() |
Members
public std::string accNum
public std::string btcAddress
public std::string email
public inline bool isSetAccNum()
public inline bool isSetBtcAddress()
public inline bool isSetEmail()
public inline Record()
struct trader::GenericDatabase::Market_List::Record
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 created |
|
public std::string marketName |
|
public std::string marketCurrency |
|
public std::string baseCurrency |
|
public std::string marketCurrencyLong |
|
public double baseCurrencyLong |
|
public double minTradeSize |
|
public inline bool isSetCreated() |
|
public inline bool isSetMarketName() |
|
public inline bool isSetMarketCurrency() |
|
public inline bool isSetBaseCurrency() |
|
public inline bool isSetMarketCurrencyLong() |
|
public inline bool isSetBaseCurrencyLong() |
|
public inline bool isSetMinTradeSize() |
|
public inline Record() |
Members
public Poco::Int32 created
public std::string marketName
public std::string marketCurrency
public std::string baseCurrency
public std::string marketCurrencyLong
public double baseCurrencyLong
public double minTradeSize
public inline bool isSetCreated()
public inline bool isSetMarketName()
public inline bool isSetMarketCurrency()
public inline bool isSetBaseCurrency()
public inline bool isSetMarketCurrencyLong()
public inline bool isSetBaseCurrencyLong()
public inline bool isSetMinTradeSize()
public inline Record()
struct trader::BittrexDatabase::Trade_History::Record
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 tradeId |
|
public Poco::Int32 timeStamp |
|
public double volume |
|
public double price |
|
public double total |
|
public std::string fillType |
|
public std::string orderType |
|
public inline bool isSetTradeId() |
|
public inline bool isSetTimeStamp() |
|
public inline bool isSetVolume() |
|
public inline bool isSetPrice() |
|
public inline bool isSetTotal() |
|
public inline bool isSetFillType() |
|
public inline bool isSetOrderType() |
|
public inline Record() |
Members
public Poco::Int32 tradeId
public Poco::Int32 timeStamp
public double volume
public double price
public double total
public std::string fillType
public std::string orderType
public inline bool isSetTradeId()
public inline bool isSetTimeStamp()
public inline bool isSetVolume()
public inline bool isSetPrice()
public inline bool isSetTotal()
public inline bool isSetFillType()
public inline bool isSetOrderType()
public inline Record()
struct trader::FybDatabase::My_Trade_History::Record
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 ticket |
|
public Poco::Int32 dateCreated |
|
public Poco::Int32 dateExecuted |
|
public double qty |
|
public double price |
|
public std::string status |
|
public std::string type |
|
public inline bool isSetTicket() |
|
public inline bool isSetDateCreated() |
|
public inline bool isSetDateExecuted() |
|
public inline bool isSetQty() |
|
public inline bool isSetPrice() |
|
public inline bool isSetStatus() |
|
public inline bool isSetType() |
|
public inline Record() |
Members
public Poco::Int32 ticket
public Poco::Int32 dateCreated
public Poco::Int32 dateExecuted
public double qty
public double price
public std::string status
public std::string type
public inline bool isSetTicket()
public inline bool isSetDateCreated()
public inline bool isSetDateExecuted()
public inline bool isSetQty()
public inline bool isSetPrice()
public inline bool isSetStatus()
public inline bool isSetType()
public inline Record()
struct trader::KrakenDatabase::Asset_Info::Record
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 asset_Name |
|
public std::string asset_Class |
|
public std::string alternate_Name |
|
public double decimals |
|
public double display_Decimals |
|
public inline bool isSetAsset_Name() |
|
public inline bool isSetAsset_Class() |
|
public inline bool isSetAlternate_Name() |
|
public inline bool isSetDecimals() |
|
public inline bool isSetDisplay_Decimals() |
|
public inline Record() |
Members
public Poco::Int32 asset_Name
public std::string asset_Class
public std::string alternate_Name
public double decimals
public double display_Decimals
public inline bool isSetAsset_Name()
public inline bool isSetAsset_Class()
public inline bool isSetAlternate_Name()
public inline bool isSetDecimals()
public inline bool isSetDisplay_Decimals()
public inline Record()
struct trader::FybDatabase::Account_Balance::Record
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 timeStamp |
|
public double btcBal |
|
public double sgdBal |
|
public inline bool isSetTimeStamp() |
|
public inline bool isSetBtcBal() |
|
public inline bool isSetSgdBal() |
|
public inline Record() |
Members
public Poco::Int32 timeStamp
public double btcBal
public double sgdBal
public inline bool isSetTimeStamp()
public inline bool isSetBtcBal()
public inline bool isSetSgdBal()
public inline Record()
struct trader::FybDatabase::Ticker_Detailed::RecordWithId
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 timeStamp |
|
public double ask |
|
public double bid |
|
public double last |
|
public double vol |
|
public Poco::Int32 id |
|
public inline bool isSetTimeStamp() |
|
public inline bool isSetAsk() |
|
public inline bool isSetBid() |
|
public inline bool isSetLast() |
|
public inline bool isSetVol() |
|
public inline RecordWithId() |
Members
public Poco::Int32 timeStamp
public double ask
public double bid
public double last
public double vol
public Poco::Int32 id
public inline bool isSetTimeStamp()
public inline bool isSetAsk()
public inline bool isSetBid()
public inline bool isSetLast()
public inline bool isSetVol()
public inline RecordWithId()
struct trader::BittrexDatabase::Trade_History::RecordWithId
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 tradeId |
|
public Poco::Int32 timeStamp |
|
public double volume |
|
public double price |
|
public double total |
|
public std::string fillType |
|
public std::string orderType |
|
public Poco::Int32 id |
|
public inline bool isSetTradeId() |
|
public inline bool isSetTimeStamp() |
|
public inline bool isSetVolume() |
|
public inline bool isSetPrice() |
|
public inline bool isSetTotal() |
|
public inline bool isSetFillType() |
|
public inline bool isSetOrderType() |
|
public inline RecordWithId() |
Members
public Poco::Int32 tradeId
public Poco::Int32 timeStamp
public double volume
public double price
public double total
public std::string fillType
public std::string orderType
public Poco::Int32 id
public inline bool isSetTradeId()
public inline bool isSetTimeStamp()
public inline bool isSetVolume()
public inline bool isSetPrice()
public inline bool isSetTotal()
public inline bool isSetFillType()
public inline bool isSetOrderType()
public inline RecordWithId()
struct trader::FybDatabase::Account_Balance::RecordWithId
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 timeStamp |
|
public double btcBal |
|
public double sgdBal |
|
public Poco::Int32 id |
|
public inline bool isSetTimeStamp() |
|
public inline bool isSetBtcBal() |
|
public inline bool isSetSgdBal() |
|
public inline RecordWithId() |
Members
public Poco::Int32 timeStamp
public double btcBal
public double sgdBal
public Poco::Int32 id
public inline bool isSetTimeStamp()
public inline bool isSetBtcBal()
public inline bool isSetSgdBal()
public inline RecordWithId()
struct trader::BittrexDatabase::Market_List::RecordWithId
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 created |
|
public std::string marketName |
|
public std::string marketCurrency |
|
public std::string baseCurrency |
|
public std::string marketCurrencyLong |
|
public double baseCurrencyLong |
|
public double minTradeSize |
|
public Poco::Int32 id |
|
public inline bool isSetCreated() |
|
public inline bool isSetMarketName() |
|
public inline bool isSetMarketCurrency() |
|
public inline bool isSetBaseCurrency() |
|
public inline bool isSetMarketCurrencyLong() |
|
public inline bool isSetBaseCurrencyLong() |
|
public inline bool isSetMinTradeSize() |
|
public inline RecordWithId() |
Members
public Poco::Int32 created
public std::string marketName
public std::string marketCurrency
public std::string baseCurrency
public std::string marketCurrencyLong
public double baseCurrencyLong
public double minTradeSize
public Poco::Int32 id
public inline bool isSetCreated()
public inline bool isSetMarketName()
public inline bool isSetMarketCurrency()
public inline bool isSetBaseCurrency()
public inline bool isSetMarketCurrencyLong()
public inline bool isSetBaseCurrencyLong()
public inline bool isSetMinTradeSize()
public inline RecordWithId()
struct trader::FybDatabase::Trade_History::RecordWithId
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 tid |
|
public double amt |
|
public double price |
|
public Poco::Int32 date |
|
public Poco::Int32 id |
|
public inline bool isSetTid() |
|
public inline bool isSetAmt() |
|
public inline bool isSetPrice() |
|
public inline bool isSetDate() |
|
public inline RecordWithId() |
Members
public Poco::Int32 tid
public double amt
public double price
public Poco::Int32 date
public Poco::Int32 id
public inline bool isSetTid()
public inline bool isSetAmt()
public inline bool isSetPrice()
public inline bool isSetDate()
public inline RecordWithId()
struct trader::FybDatabase::Order_Book_Asks::RecordWithId
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 dateCreated |
|
public Poco::Int32 dateRemoved |
|
public double price |
|
public double volume |
|
public Poco::Int32 id |
|
public inline bool isSetDateCreated() |
|
public inline bool isSetDateRemoved() |
|
public inline bool isSetPrice() |
|
public inline bool isSetVolume() |
|
public inline RecordWithId() |
Members
public Poco::Int32 dateCreated
public Poco::Int32 dateRemoved
public double price
public double volume
public Poco::Int32 id
public inline bool isSetDateCreated()
public inline bool isSetDateRemoved()
public inline bool isSetPrice()
public inline bool isSetVolume()
public inline RecordWithId()
struct trader::FybDatabase::My_Pending_Sell_Orders::RecordWithId
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 ticket |
|
public double amt |
|
public double price |
|
public Poco::Int32 date |
|
public Poco::Int32 id |
|
public inline bool isSetTicket() |
|
public inline bool isSetAmt() |
|
public inline bool isSetPrice() |
|
public inline bool isSetDate() |
|
public inline RecordWithId() |
Members
public Poco::Int32 ticket
public double amt
public double price
public Poco::Int32 date
public Poco::Int32 id
public inline bool isSetTicket()
public inline bool isSetAmt()
public inline bool isSetPrice()
public inline bool isSetDate()
public inline RecordWithId()
struct trader::FybDatabase::Order_Book_Bids::RecordWithId
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 dateCreated |
|
public Poco::Int32 dateRemoved |
|
public double price |
|
public double volume |
|
public Poco::Int32 id |
|
public inline bool isSetDateCreated() |
|
public inline bool isSetDateRemoved() |
|
public inline bool isSetPrice() |
|
public inline bool isSetVolume() |
|
public inline RecordWithId() |
Members
public Poco::Int32 dateCreated
public Poco::Int32 dateRemoved
public double price
public double volume
public Poco::Int32 id
public inline bool isSetDateCreated()
public inline bool isSetDateRemoved()
public inline bool isSetPrice()
public inline bool isSetVolume()
public inline RecordWithId()
struct trader::CryptowatchDatabase::Api_Cost::RecordWithId
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 timeStamp |
|
public std::string method |
|
public double cost |
|
public Poco::Int32 id |
|
public inline bool isSetTimeStamp() |
|
public inline bool isSetMethod() |
|
public inline bool isSetCost() |
|
public inline RecordWithId() |
Members
public Poco::Int32 timeStamp
public std::string method
public double cost
public Poco::Int32 id
public inline bool isSetTimeStamp()
public inline bool isSetMethod()
public inline bool isSetCost()
public inline RecordWithId()
struct trader::FybDatabase::My_Pending_Buy_Orders::RecordWithId
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 ticket |
|
public double amt |
|
public double price |
|
public Poco::Int32 date |
|
public Poco::Int32 id |
|
public inline bool isSetTicket() |
|
public inline bool isSetAmt() |
|
public inline bool isSetPrice() |
|
public inline bool isSetDate() |
|
public inline RecordWithId() |
Members
public Poco::Int32 ticket
public double amt
public double price
public Poco::Int32 date
public Poco::Int32 id
public inline bool isSetTicket()
public inline bool isSetAmt()
public inline bool isSetPrice()
public inline bool isSetDate()
public inline RecordWithId()
struct trader::FybDatabase::Account_Info::RecordWithId
Summary
| Members | Descriptions |
|---|---|
public std::string accNum |
|
public std::string btcAddress |
|
public std::string email |
|
public Poco::Int32 id |
|
public inline bool isSetAccNum() |
|
public inline bool isSetBtcAddress() |
|
public inline bool isSetEmail() |
|
public inline RecordWithId() |
Members
public std::string accNum
public std::string btcAddress
public std::string email
public Poco::Int32 id
public inline bool isSetAccNum()
public inline bool isSetBtcAddress()
public inline bool isSetEmail()
public inline RecordWithId()
struct trader::KrakenDatabase::Asset_Info::RecordWithId
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 asset_Name |
|
public std::string asset_Class |
|
public std::string alternate_Name |
|
public double decimals |
|
public double display_Decimals |
|
public Poco::Int32 id |
|
public inline bool isSetAsset_Name() |
|
public inline bool isSetAsset_Class() |
|
public inline bool isSetAlternate_Name() |
|
public inline bool isSetDecimals() |
|
public inline bool isSetDisplay_Decimals() |
|
public inline RecordWithId() |
Members
public Poco::Int32 asset_Name
public std::string asset_Class
public std::string alternate_Name
public double decimals
public double display_Decimals
public Poco::Int32 id
public inline bool isSetAsset_Name()
public inline bool isSetAsset_Class()
public inline bool isSetAlternate_Name()
public inline bool isSetDecimals()
public inline bool isSetDisplay_Decimals()
public inline RecordWithId()
struct trader::FybDatabase::My_Trade_History::RecordWithId
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 ticket |
|
public Poco::Int32 dateCreated |
|
public Poco::Int32 dateExecuted |
|
public double qty |
|
public double price |
|
public std::string status |
|
public std::string type |
|
public Poco::Int32 id |
|
public inline bool isSetTicket() |
|
public inline bool isSetDateCreated() |
|
public inline bool isSetDateExecuted() |
|
public inline bool isSetQty() |
|
public inline bool isSetPrice() |
|
public inline bool isSetStatus() |
|
public inline bool isSetType() |
|
public inline RecordWithId() |
Members
public Poco::Int32 ticket
public Poco::Int32 dateCreated
public Poco::Int32 dateExecuted
public double qty
public double price
public std::string status
public std::string type
public Poco::Int32 id
public inline bool isSetTicket()
public inline bool isSetDateCreated()
public inline bool isSetDateExecuted()
public inline bool isSetQty()
public inline bool isSetPrice()
public inline bool isSetStatus()
public inline bool isSetType()
public inline RecordWithId()
struct trader::GenericDatabase::Trade_History::RecordWithId
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 tradeId |
|
public Poco::Int32 timeStamp |
|
public double volume |
|
public double price |
|
public double total |
|
public std::string fillType |
|
public std::string orderType |
|
public Poco::Int32 id |
|
public inline bool isSetTradeId() |
|
public inline bool isSetTimeStamp() |
|
public inline bool isSetVolume() |
|
public inline bool isSetPrice() |
|
public inline bool isSetTotal() |
|
public inline bool isSetFillType() |
|
public inline bool isSetOrderType() |
|
public inline RecordWithId() |
Members
public Poco::Int32 tradeId
public Poco::Int32 timeStamp
public double volume
public double price
public double total
public std::string fillType
public std::string orderType
public Poco::Int32 id
public inline bool isSetTradeId()
public inline bool isSetTimeStamp()
public inline bool isSetVolume()
public inline bool isSetPrice()
public inline bool isSetTotal()
public inline bool isSetFillType()
public inline bool isSetOrderType()
public inline RecordWithId()
struct trader::GenericDatabase::Market_List::RecordWithId
Summary
| Members | Descriptions |
|---|---|
public Poco::Int32 created |
|
public std::string marketName |
|
public std::string marketCurrency |
|
public std::string baseCurrency |
|
public std::string marketCurrencyLong |
|
public double baseCurrencyLong |
|
public double minTradeSize |
|
public Poco::Int32 id |
|
public inline bool isSetCreated() |
|
public inline bool isSetMarketName() |
|
public inline bool isSetMarketCurrency() |
|
public inline bool isSetBaseCurrency() |
|
public inline bool isSetMarketCurrencyLong() |
|
public inline bool isSetBaseCurrencyLong() |
|
public inline bool isSetMinTradeSize() |
|
public inline RecordWithId() |
Members
public Poco::Int32 created
public std::string marketName
public std::string marketCurrency
public std::string baseCurrency
public std::string marketCurrencyLong
public double baseCurrencyLong
public double minTradeSize
public Poco::Int32 id
public inline bool isSetCreated()
public inline bool isSetMarketName()
public inline bool isSetMarketCurrency()
public inline bool isSetBaseCurrency()
public inline bool isSetMarketCurrencyLong()
public inline bool isSetBaseCurrencyLong()
public inline bool isSetMinTradeSize()
public inline RecordWithId()
struct trader::BittrexApi::Balance::DataObject::ResultArray
Summary
| Members | Descriptions |
|---|---|
public double available |
|
public double balance |
|
public std::string cryptoAddress |
|
public std::string currency |
|
public double pending |
|
public bool requested |
|
public bool requestedSet |
|
public std::string uuid |
|
public inline void SetAvailable(double val) |
|
public inline bool isSetAvailable() |
|
public inline void SetBalance(double val) |
|
public inline bool isSetBalance() |
|
public inline void SetCryptoAddress(std::string val) |
|
public inline bool isSetCryptoAddress() |
|
public inline void SetCurrency(std::string val) |
|
public inline bool isSetCurrency() |
|
public inline void SetPending(double val) |
|
public inline bool isSetPending() |
|
public inline void SetRequested(bool val) |
|
public inline bool isSetRequested() |
|
public inline void SetUuid(std::string val) |
|
public inline bool isSetUuid() |
|
public inline ResultArray() |
Members
public double available
public double balance
public std::string cryptoAddress
public std::string currency
public double pending
public bool requested
public bool requestedSet
public std::string uuid
public inline void SetAvailable(double val)
public inline bool isSetAvailable()
public inline void SetBalance(double val)
public inline bool isSetBalance()
public inline void SetCryptoAddress(std::string val)
public inline bool isSetCryptoAddress()
public inline void SetCurrency(std::string val)
public inline bool isSetCurrency()
public inline void SetPending(double val)
public inline bool isSetPending()
public inline void SetRequested(bool val)
public inline bool isSetRequested()
public inline void SetUuid(std::string val)
public inline bool isSetUuid()
public inline ResultArray()
struct trader::BittrexApi::Markets::DataObject::ResultArray
Summary
| Members | Descriptions |
|---|---|
public std::string baseCurrency |
|
public std::string baseCurrencyLong |
|
public FormattedTime created |
|
public bool isActive |
|
public bool isActiveSet |
|
public std::string logoUrl |
|
public std::string marketCurrency |
|
public std::string marketCurrencyLong |
|
public std::string marketName |
|
public Poco::Int32 minTradeSize |
|
public std::string notice |
|
public inline void SetBaseCurrency(std::string val) |
|
public inline bool isSetBaseCurrency() |
|
public inline void SetBaseCurrencyLong(std::string val) |
|
public inline bool isSetBaseCurrencyLong() |
|
public inline void SetCreated(FormattedTime val) |
|
public inline void SetCreated(const std::string & val) |
|
public inline void SetIsActive(bool val) |
|
public inline bool isSetIsActive() |
|
public inline void SetLogoUrl(std::string val) |
|
public inline bool isSetLogoUrl() |
|
public inline void SetMarketCurrency(std::string val) |
|
public inline bool isSetMarketCurrency() |
|
public inline void SetMarketCurrencyLong(std::string val) |
|
public inline bool isSetMarketCurrencyLong() |
|
public inline void SetMarketName(std::string val) |
|
public inline bool isSetMarketName() |
|
public inline void SetMinTradeSize(Poco::Int32 val) |
|
public inline bool isSetMinTradeSize() |
|
public inline void SetNotice(std::string val) |
|
public inline bool isSetNotice() |
|
public inline ResultArray() |
Members
public std::string baseCurrency
public std::string baseCurrencyLong
public FormattedTime created
public bool isActive
public bool isActiveSet
public std::string logoUrl
public std::string marketCurrency
public std::string marketCurrencyLong
public std::string marketName
public Poco::Int32 minTradeSize
public std::string notice
public inline void SetBaseCurrency(std::string val)
public inline bool isSetBaseCurrency()
public inline void SetBaseCurrencyLong(std::string val)
public inline bool isSetBaseCurrencyLong()
public inline void SetCreated(FormattedTime val)
public inline void SetCreated(const std::string & val)
public inline void SetIsActive(bool val)
public inline bool isSetIsActive()
public inline void SetLogoUrl(std::string val)
public inline bool isSetLogoUrl()
public inline void SetMarketCurrency(std::string val)
public inline bool isSetMarketCurrency()
public inline void SetMarketCurrencyLong(std::string val)
public inline bool isSetMarketCurrencyLong()
public inline void SetMarketName(std::string val)
public inline bool isSetMarketName()
public inline void SetMinTradeSize(Poco::Int32 val)
public inline bool isSetMinTradeSize()
public inline void SetNotice(std::string val)
public inline bool isSetNotice()
public inline ResultArray()
struct trader::BittrexApi::History::DataObject::ResultArray
Summary
| Members | Descriptions |
|---|---|
public std::string fillType |
|
public Poco::Int32 id |
|
public std::string orderType |
|
public double price |
|
public double quantity |
|
public FormattedTime timeStamp |
|
public double total |
|
public inline void SetFillType(std::string val) |
|
public inline bool isSetFillType() |
|
public inline void SetId(Poco::Int32 val) |
|
public inline bool isSetId() |
|
public inline void SetOrderType(std::string val) |
|
public inline bool isSetOrderType() |
|
public inline void SetPrice(double val) |
|
public inline bool isSetPrice() |
|
public inline void SetQuantity(double val) |
|
public inline bool isSetQuantity() |
|
public inline void SetTimeStamp(FormattedTime val) |
|
public inline void SetTimeStamp(const std::string & val) |
|
public inline void SetTotal(double val) |
|
public inline bool isSetTotal() |
|
public inline ResultArray() |
Members
public std::string fillType
public Poco::Int32 id
public std::string orderType
public double price
public double quantity
public FormattedTime timeStamp
public double total
public inline void SetFillType(std::string val)
public inline bool isSetFillType()
public inline void SetId(Poco::Int32 val)
public inline bool isSetId()
public inline void SetOrderType(std::string val)
public inline bool isSetOrderType()
public inline void SetPrice(double val)
public inline bool isSetPrice()
public inline void SetQuantity(double val)
public inline bool isSetQuantity()
public inline void SetTimeStamp(FormattedTime val)
public inline void SetTimeStamp(const std::string & val)
public inline void SetTotal(double val)
public inline bool isSetTotal()
public inline ResultArray()
struct trader::BittrexApi::OrderBook::DataObject::ResultArray
Summary
| Members | Descriptions |
|---|---|
public double quantity |
|
public double rate |
|
public inline void SetQuantity(double val) |
|
public inline bool isSetQuantity() |
|
public inline void SetRate(double val) |
|
public inline bool isSetRate() |
|
public inline ResultArray() |
Members
public double quantity
public double rate
public inline void SetQuantity(double val)
public inline bool isSetQuantity()
public inline void SetRate(double val)
public inline bool isSetRate()
public inline ResultArray()
struct trader::CryptowatchApi::AssetList::DataObject::ResultArray
Summary
| Members | Descriptions |
|---|---|
public bool fiat |
|
public bool fiatSet |
|
public std::string id |
|
public std::string name |
|
public std::string route |
|
public inline void SetFiat(bool val) |
|
public inline bool isSetFiat() |
|
public inline void SetId(std::string val) |
|
public inline bool isSetId() |
|
public inline void SetName(std::string val) |
|
public inline bool isSetName() |
|
public inline void SetRoute(std::string val) |
|
public inline bool isSetRoute() |
|
public inline ResultArray() |
Members
public bool fiat
public bool fiatSet
public std::string id
public std::string name
public std::string route
public inline void SetFiat(bool val)
public inline bool isSetFiat()
public inline void SetId(std::string val)
public inline bool isSetId()
public inline void SetName(std::string val)
public inline bool isSetName()
public inline void SetRoute(std::string val)
public inline bool isSetRoute()
public inline ResultArray()
struct trader::KrakenApi::OrderBook::DataObject::ResultMap
Summary
| Members | Descriptions |
|---|---|
public Asks asks |
|
public Bids bids |
|
public inline ResultMap() |
|
typedef AsksArrayArray |
|
typedef AsksArray |
|
typedef Asks |
|
typedef BidsArrayArray |
|
typedef BidsArray |
|
typedef Bids |
Members
public Asks asks
public Bids bids
public inline ResultMap()
typedef AsksArrayArray
typedef AsksArray
typedef Asks
typedef BidsArrayArray
typedef BidsArray
typedef Bids
struct trader::KrakenApi::AssetPairs::DataObject::ResultMap
Summary
| Members | Descriptions |
|---|---|
public std::string aclass_base |
|
public std::string aclass_quote |
|
public std::string altname |
|
public std::string base |
|
public std::string fee_volume_currency |
|
public Fees fees |
|
public Fees_maker fees_maker |
|
public Leverage_buy leverage_buy |
|
public Leverage_sell leverage_sell |
|
public std::string lot |
|
public Poco::Int32 lot_decimals |
|
public Poco::Int32 lot_multiplier |
|
public Poco::Int32 margin_call |
|
public Poco::Int32 margin_stop |
|
public Poco::Int32 pair_decimals |
|
public std::string quote |
|
public inline void SetAclass_base(std::string val) |
|
public inline bool isSetAclass_base() |
|
public inline void SetAclass_quote(std::string val) |
|
public inline bool isSetAclass_quote() |
|
public inline void SetAltname(std::string val) |
|
public inline bool isSetAltname() |
|
public inline void SetBase(std::string val) |
|
public inline bool isSetBase() |
|
public inline void SetFee_volume_currency(std::string val) |
|
public inline bool isSetFee_volume_currency() |
|
public inline void SetLot(std::string val) |
|
public inline bool isSetLot() |
|
public inline void SetLot_decimals(Poco::Int32 val) |
|
public inline bool isSetLot_decimals() |
|
public inline void SetLot_multiplier(Poco::Int32 val) |
|
public inline bool isSetLot_multiplier() |
|
public inline void SetMargin_call(Poco::Int32 val) |
|
public inline bool isSetMargin_call() |
|
public inline void SetMargin_stop(Poco::Int32 val) |
|
public inline bool isSetMargin_stop() |
|
public inline void SetPair_decimals(Poco::Int32 val) |
|
public inline bool isSetPair_decimals() |
|
public inline void SetQuote(std::string val) |
|
public inline bool isSetQuote() |
|
public inline ResultMap() |
|
typedef FeesArrayArray |
|
typedef FeesArray |
|
typedef Fees |
|
typedef Fees_makerArrayArray |
|
typedef Fees_makerArray |
|
typedef Fees_maker |
|
typedef Leverage_buyArray |
|
typedef Leverage_buy |
|
typedef Leverage_sellArray |
|
typedef Leverage_sell |
Members
public std::string aclass_base
public std::string aclass_quote
public std::string altname
public std::string base
public std::string fee_volume_currency
public Fees fees
public Fees_maker fees_maker
public Leverage_buy leverage_buy
public Leverage_sell leverage_sell
public std::string lot
public Poco::Int32 lot_decimals
public Poco::Int32 lot_multiplier
public Poco::Int32 margin_call
public Poco::Int32 margin_stop
public Poco::Int32 pair_decimals
public std::string quote
public inline void SetAclass_base(std::string val)
public inline bool isSetAclass_base()
public inline void SetAclass_quote(std::string val)
public inline bool isSetAclass_quote()
public inline void SetAltname(std::string val)
public inline bool isSetAltname()
public inline void SetBase(std::string val)
public inline bool isSetBase()
public inline void SetFee_volume_currency(std::string val)
public inline bool isSetFee_volume_currency()
public inline void SetLot(std::string val)
public inline bool isSetLot()
public inline void SetLot_decimals(Poco::Int32 val)
public inline bool isSetLot_decimals()
public inline void SetLot_multiplier(Poco::Int32 val)
public inline bool isSetLot_multiplier()
public inline void SetMargin_call(Poco::Int32 val)
public inline bool isSetMargin_call()
public inline void SetMargin_stop(Poco::Int32 val)
public inline bool isSetMargin_stop()
public inline void SetPair_decimals(Poco::Int32 val)
public inline bool isSetPair_decimals()
public inline void SetQuote(std::string val)
public inline bool isSetQuote()
public inline ResultMap()
typedef FeesArrayArray
typedef FeesArray
typedef Fees
typedef Fees_makerArrayArray
typedef Fees_makerArray
typedef Fees_maker
typedef Leverage_buyArray
typedef Leverage_buy
typedef Leverage_sellArray
typedef Leverage_sell
struct trader::KrakenApi::TickerInformation::DataObject::ResultMap
Summary
| Members | Descriptions |
|---|---|
public A a |
|
public B b |
|
public C c |
|
public H h |
|
public L l |
|
public double o |
|
public P p |
|
public T t |
|
public V v |
|
public inline void SetO(double val) |
|
public inline bool isSetO() |
|
public inline ResultMap() |
|
typedef AArray |
|
typedef A |
|
typedef BArray |
|
typedef B |
|
typedef CArray |
|
typedef C |
|
typedef HArray |
|
typedef H |
|
typedef LArray |
|
typedef L |
|
typedef PArray |
|
typedef P |
|
typedef TArray |
|
typedef T |
|
typedef VArray |
|
typedef V |
Members
public A a
public B b
public C c
public H h
public L l
public double o
public P p
public T t
public V v
public inline void SetO(double val)
public inline bool isSetO()
public inline ResultMap()
typedef AArray
typedef A
typedef BArray
typedef B
typedef CArray
typedef C
typedef HArray
typedef H
typedef LArray
typedef L
typedef PArray
typedef P
typedef TArray
typedef T
typedef VArray
typedef V
struct trader::KrakenApi::AssetInfo::DataObject::ResultMap
Summary
| Members | Descriptions |
|---|---|
public std::string aclass |
|
public std::string altname |
|
public Poco::Int32 decimals |
|
public Poco::Int32 display_decimals |
|
public inline void SetAclass(std::string val) |
|
public inline bool isSetAclass() |
|
public inline void SetAltname(std::string val) |
|
public inline bool isSetAltname() |
|
public inline void SetDecimals(Poco::Int32 val) |
|
public inline bool isSetDecimals() |
|
public inline void SetDisplay_decimals(Poco::Int32 val) |
|
public inline bool isSetDisplay_decimals() |
|
public inline ResultMap() |
Members
public std::string aclass
public std::string altname
public Poco::Int32 decimals
public Poco::Int32 display_decimals
public inline void SetAclass(std::string val)
public inline bool isSetAclass()
public inline void SetAltname(std::string val)
public inline bool isSetAltname()
public inline void SetDecimals(Poco::Int32 val)
public inline bool isSetDecimals()
public inline void SetDisplay_decimals(Poco::Int32 val)
public inline bool isSetDisplay_decimals()
public inline ResultMap()
struct trader::BittrexApi::OrderBookBoth::DataObject::ResultObject
Summary
| Members | Descriptions |
|---|---|
public Buy buy |
|
public Sell sell |
|
public inline ResultObject() |
|
typedef Buy |
|
typedef Sell |
Members
public Buy buy
public Sell sell
public inline ResultObject()
typedef Buy
typedef Sell
struct trader::KrakenApi::ServerTime::DataObject::ResultObject
Summary
| Members | Descriptions |
|---|---|
public std::string rfc1123 |
|
public Poco::Int32 unixtime |
|
public inline void SetRfc1123(std::string val) |
|
public inline bool isSetRfc1123() |
|
public inline void SetUnixtime(Poco::Int32 val) |
|
public inline bool isSetUnixtime() |
|
public inline ResultObject() |
Members
public std::string rfc1123
public Poco::Int32 unixtime
public inline void SetRfc1123(std::string val)
public inline bool isSetRfc1123()
public inline void SetUnixtime(Poco::Int32 val)
public inline bool isSetUnixtime()
public inline ResultObject()
struct trader::KrakenApi::StandardOrder::DataObject::ResultObject
Summary
| Members | Descriptions |
|---|---|
public DescrObject descrObject |
|
public Txid txid |
|
public inline ResultObject() |
|
typedef TxidArray |
|
typedef Txid |
Members
public DescrObject descrObject
public Txid txid
public inline ResultObject()
typedef TxidArray
typedef Txid
struct trader::BittrexApi::OrderBookBoth::DataObject::ResultObject::SellArray
Summary
| Members | Descriptions |
|---|---|
public double quantity |
|
public double rate |
|
public inline void SetQuantity(double val) |
|
public inline bool isSetQuantity() |
|
public inline void SetRate(double val) |
|
public inline bool isSetRate() |
|
public inline SellArray() |
Members
public double quantity
public double rate
public inline void SetQuantity(double val)
public inline bool isSetQuantity()
public inline void SetRate(double val)
public inline bool isSetRate()
public inline SellArray()
struct trader::expansionstringstream::TypePair
Summary
| Members | Descriptions |
|---|---|
public Type type |
|
public std::string name |
Members
public Type type
public std::string name
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