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trader

Framework to build trading applications

Summary

Members Descriptions
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  
namespace std  
namespace trader  
namespace trader::BittrexApi  
namespace trader::BittrexDatabase  
namespace trader::CryptowatchApi  
namespace trader::CryptowatchDatabase  
namespace trader::ExchangeratelabApi  
namespace trader::FybApi  
namespace trader::FybDatabase  
namespace trader::GenericDatabase  
namespace trader::Interface  
namespace trader::KrakenApi  
namespace trader::KrakenDatabase  
struct trader::CryptowatchApi::AllowanceIntrospector::DataObject::AllowanceObject  
struct trader::BittrexProcessingConnection::BittrexMarketData In-memory cache of marketdata.
struct trader::BittrexApi::OrderBookBoth::DataObject::ResultObject::BuyArray  
struct trader::BittrexConfig::DataArray  
struct trader::FybConfig::DataArray  
struct trader::FybApi::Trades::DataArray  
struct trader::FybApi::TradesParams::DataObject  
struct trader::FybApi::WithdrawParams::DataObject  
struct trader::BittrexApi::Balance::DataObject  
struct trader::KrakenApi::AccountBalance::DataObject  
struct trader::KrakenApi::AssetInfo::DataObject  
struct trader::CryptowatchApi::Allowance::DataObject  
struct trader::KrakenApi::AssetInfoParams::DataObject  
struct trader::KrakenApi::AssetPairs::DataObject  
struct trader::KrakenApi::AssetPairsParams::DataObject  
struct trader::KrakenApi::ErrorIntrospector::DataObject  
struct trader::CryptowatchApi::AllowanceIntrospector::DataObject  
struct trader::KrakenApi::OHLCData::DataObject  
struct trader::KrakenApi::OHLCDataParams::DataObject  
struct trader::KrakenApi::OrderBook::DataObject  
struct trader::KrakenApi::OrderBookParams::DataObject  
struct trader::KrakenApi::RecentSpread::DataObject  
struct trader::KrakenApi::RecentSpreadParams::DataObject  
struct trader::KrakenApi::RecentTrades::DataObject  
struct trader::BittrexApi::BalanceParams::DataObject  
struct trader::KrakenApi::RecentTradesParams::DataObject  
struct trader::KrakenApi::ServerTime::DataObject  
struct trader::KrakenApi::StandardOrder::DataObject  
struct trader::CryptowatchApi::AssetList::DataObject  
struct trader::KrakenApi::StandardOrderParams::DataObject  
struct trader::KrakenApi::TickerInformation::DataObject  
struct trader::KrakenApi::TickerInformationParams::DataObject  
struct trader::KrakenConfig::DataObject  
struct trader::BittrexApi::History::DataObject  
struct trader::BittrexApi::HistoryParams::DataObject  
struct trader::ExchangeratelabApi::SingleExchangeRate::DataObject  
struct trader::ExchangeratelabConfig::DataObject  
struct trader::BittrexApi::Markets::DataObject  
struct trader::FybApi::AccountInfo::DataObject  
struct trader::FybApi::CancelOrderParams::DataObject  
struct trader::FybApi::ErrorMessage::DataObject  
struct trader::FybApi::ErrorNumber::DataObject  
struct trader::BittrexApi::OrderBook::DataObject  
struct trader::FybApi::ErrorNumberAndMessage::DataObject  
struct trader::FybApi::OrderBook::DataObject  
struct trader::BittrexApi::OrderBookBoth::DataObject  
struct trader::FybApi::OrderHistory::DataObject  
struct trader::FybApi::OrderHistoryParams::DataObject  
struct trader::FybApi::OrderParams::DataObject  
struct trader::FybApi::OrderStatus::DataObject  
struct trader::FybApi::PendingOrders::DataObject  
struct trader::BittrexApi::OrderBookParams::DataObject  
struct trader::FybApi::Ticker::DataObject  
struct trader::BittrexApi::ResultIntrospector::DataObject  
struct trader::FybApi::TickerDetailed::DataObject  
struct trader::KrakenApi::StandardOrder::DataObject::ResultObject::DescrObject  
struct trader::BittrexProcessingConnection::MarketDataRequestRetrievalData A market data request retrieval data.
struct trader::Interface::AffectedOrdGrpObject::NoAffectedOrders  
struct trader::Interface::AllocAckGrpObject::NoAllocs  
struct trader::Interface::AllocGrpObject::NoAllocs  
struct trader::Interface::PreAllocGrpObject::NoAllocs  
struct trader::Interface::PreAllocMlegGrpObject::NoAllocs  
struct trader::Interface::TrdAllocGrpObject::NoAllocs  
struct trader::Interface::MDRjctGrpObject::NoAltMDSource  
struct trader::Interface::ApplIDRequestGrpObject::NoApplIDs  
struct trader::Interface::ApplIDRequestAckGrpObject::NoApplIDs  
struct trader::Interface::ApplIDReportGrpObject::NoApplIDs  
struct trader::Interface::StrmAsgnRptGrpObject::NoAsgnReqs  
struct trader::Interface::StrmAsgnReqGrpObject::NoAsgnReqs  
struct trader::Interface::BidCompReqGrpObject::NoBidComponents  
struct trader::Interface::BidCompRspGrpObject::NoBidComponents  
struct trader::Interface::BidDescReqGrpObject::NoBidDescriptors  
struct trader::Interface::CpctyConfGrpObject::NoCapacities  
struct trader::Interface::ClrInstGrpObject::NoClearingInstructions  
struct trader::Interface::CollInqQualGrpObject::NoCollInquiryQualifier  
struct trader::Interface::CompIDReqGrpObject::NoCompIDs  
struct trader::Interface::CompIDStatGrpObject::NoCompIDs  
struct trader::Interface::ComplexEventDatesObject::NoComplexEventDates  
struct trader::Interface::ComplexEventsObject::NoComplexEvents  
struct trader::Interface::ComplexEventTimesObject::NoComplexEventTimes  
struct trader::Interface::ContAmtGrpObject::NoContAmts  
struct trader::Interface::ContraGrpObject::NoContraBrokers  
struct trader::Interface::TrdCapDtGrpObject::NoDates  
struct trader::Interface::DerivativeEventsGrpObject::NoDerivativeEvents  
struct trader::Interface::DerivativeInstrumentAttributeObject::NoDerivativeInstrAttrib  
struct trader::Interface::DerivativeInstrumentPartiesObject::NoDerivativeInstrumentParties  
struct trader::Interface::DerivativeInstrumentPartySubIDsGrpObject::NoDerivativeInstrumentPartySubIDs  
struct trader::Interface::DerivativeSecurityAltIDGrpObject::NoDerivativeSecurityAltID  
struct trader::Interface::RgstDistInstGrpObject::NoDistribInsts  
struct trader::Interface::DlvyInstGrpObject::NoDlvyInst  
struct trader::Interface::EvntGrpObject::NoEvents  
struct trader::Interface::ExecInstRulesObject::NoExecInstRules  
struct trader::Interface::ExecAllocGrpObject::NoExecs  
struct trader::Interface::ExecCollGrpObject::NoExecs  
struct trader::Interface::ExpirationQtyObject::NoExpiration  
struct trader::Interface::FillsGrpObject::NoFills  
struct trader::Interface::HopGrpObject::NoHops  
struct trader::Interface::AttrbGrpObject::NoInstrAttrib  
struct trader::Interface::InstrumentPartiesObject::NoInstrumentParties  
struct trader::Interface::InstrumentPtysSubGrpObject::NoInstrumentPartySubIDs  
struct trader::Interface::IOIQualGrpObject::NoIOIQualifiers  
struct trader::Interface::LegPreAllocGrpObject::NoLegAllocs  
struct trader::Interface::InstrmtLegIOIGrpObject::NoLegs  
struct trader::Interface::LegOrdGrpObject::NoLegs  
struct trader::Interface::InstrmtLegExecGrpObject::NoLegs  
struct trader::Interface::InstrmtLegGrpObject::NoLegs  
struct trader::Interface::InstrmtLegSecListGrpObject::NoLegs  
struct trader::Interface::LegQuotGrpObject::NoLegs  
struct trader::Interface::LegQuotStatGrpObject::NoLegs  
struct trader::Interface::QuotReqLegsGrpObject::NoLegs  
struct trader::Interface::TrdInstrmtLegGrpObject::NoLegs  
struct trader::Interface::SecLstUpdRelSymsLegGrpObject::NoLegs  
struct trader::Interface::LegSecAltIDGrpObject::NoLegSecurityAltID  
struct trader::Interface::LegStipulationsObject::NoLegStipulations  
struct trader::Interface::LinesOfTextGrpObject::NoLinesOfText  
struct trader::Interface::LotTypeRulesObject::NoLotTypeRules  
struct trader::Interface::MarketSegmentGrpObject::NoMarketSegments  
struct trader::Interface::MatchRulesObject::NoMatchRules  
struct trader::Interface::MaturityRulesObject::NoMaturityRules  
struct trader::Interface::MDIncGrpObject::NoMDEntries  
struct trader::Interface::MDFullGrpObject::NoMDEntries  
struct trader::Interface::MDReqGrpObject::NoMDEntryTypes  
struct trader::Interface::MarketDataFeedTypesObject::NoMDFeedTypes  
struct trader::Interface::MiscFeesGrpObject::NoMiscFees  
struct trader::Interface::MsgTypeGrpObject::NoMsgTypes  
struct trader::Interface::NestedParties2Object::NoNested2PartyIDs  
struct trader::Interface::NstdPtys2SubGrpObject::NoNested2PartySubIDs  
struct trader::Interface::NestedParties3Object::NoNested3PartyIDs  
struct trader::Interface::NstdPtys3SubGrpObject::NoNested3PartySubIDs  
struct trader::Interface::NestedParties4Object::NoNested4PartyIDs  
struct trader::Interface::NstdPtys4SubGrpObject::NoNested4PartySubIDs  
struct trader::Interface::NestedInstrumentAttributeObject::NoNestedInstrAttrib  
struct trader::Interface::NestedPartiesObject::NoNestedPartyIDs  
struct trader::Interface::NstdPtysSubGrpObject::NoNestedPartySubIDs  
struct trader::Interface::NewsRefGrpObject::NoNewsRefIDs  
struct trader::Interface::NotAffectedOrdersGrpObject::NoNotAffectedOrders  
struct trader::Interface::TradeCapLegUnderlyingsGrpObject::NoOfLegUnderlyings  
struct trader::Interface::SecSizesGrpObject::NoOfSecSizes  
struct trader::Interface::OrdAllocGrpObject::NoOrders  
struct trader::Interface::OrdListStatGrpObject::NoOrders  
struct trader::Interface::ListOrdGrpObject::NoOrders  
struct trader::Interface::OrdTypeRulesObject::NoOrdTypeRules  
struct trader::Interface::PartiesObject::NoPartyIDs  
struct trader::Interface::PtysSubGrpObject::NoPartySubIDs  
struct trader::Interface::PositionAmountDataObject::NoPosAmt  
struct trader::Interface::PositionQtyObject::NoPositions  
struct trader::Interface::QuotCxlEntriesGrpObject::NoQuoteEntries  
struct trader::Interface::QuotEntryGrpObject::NoQuoteEntries  
struct trader::Interface::QuotEntryAckGrpObject::NoQuoteEntries  
struct trader::Interface::QuotQualGrpObject::NoQuoteQualifiers  
struct trader::Interface::QuotSetAckGrpObject::NoQuoteSets  
struct trader::Interface::QuotSetGrpObject::NoQuoteSets  
struct trader::Interface::RateSourceObject::NoRateSources  
struct trader::Interface::RgstDtlsGrpObject::NoRegistDtls  
struct trader::Interface::InstrmtGrpObject::NoRelatedSym  
struct trader::Interface::InstrmtMDReqGrpObject::NoRelatedSym  
struct trader::Interface::QuotReqGrpObject::NoRelatedSym  
struct trader::Interface::QuotReqRjctGrpObject::NoRelatedSym  
struct trader::Interface::RelSymDerivSecGrpObject::NoRelatedSym  
struct trader::Interface::RFQReqGrpObject::NoRelatedSym  
struct trader::Interface::SecListGrpObject::NoRelatedSym  
struct trader::Interface::SecLstUpdRelSymGrpObject::NoRelatedSym  
struct trader::Interface::RelSymDerivSecUpdGrpObject::NoRelatedSym  
struct trader::Interface::StrmAsgnReqInstrmtGrpObject::NoRelatedSym  
struct trader::Interface::StrmAsgnRptInstrmtGrpObject::NoRelatedSym  
struct trader::Interface::RootPartiesObject::NoRootPartyIDs  
struct trader::Interface::RootSubPartiesObject::NoRootPartySubIDs  
struct trader::Interface::RoutingGrpObject::NoRoutingIDs  
struct trader::Interface::SecAltIDGrpObject::NoSecurityAltID  
struct trader::Interface::SecTypesGrpObject::NoSecurityTypes  
struct trader::Interface::SettlDetailsObject::NoSettlDetails  
struct trader::Interface::SettlInstGrpObject::NoSettlInst  
struct trader::Interface::SettlObligationInstructionsObject::NoSettlOblig  
struct trader::Interface::SettlPartiesObject::NoSettlPartyIDs  
struct trader::Interface::SettlPtysSubGrpObject::NoSettlPartySubIDs  
struct trader::Interface::SideCrossOrdCxlGrpObject::NoSides  
struct trader::Interface::SideCrossOrdModGrpObject::NoSides  
struct trader::Interface::TrdCapRptSideGrpObject::NoSides  
struct trader::Interface::TrdCapRptAckSideGrpObject::NoSides  
struct trader::Interface::SideTrdRegTSObject::NoSideTrdRegTS  
struct trader::Interface::StatsIndGrpObject::NoStatsIndicators  
struct trader::Interface::StipulationsObject::NoStipulations  
struct trader::Interface::StrategyParametersGrpObject::NoStrategyParameters  
struct trader::Interface::StrikeRulesObject::NoStrikeRules  
struct trader::Interface::InstrmtStrkPxGrpObject::NoStrikes  
struct trader::Interface::TargetPartiesObject::NoTargetPartyIDs  
struct trader::Interface::TickRulesObject::NoTickRules  
struct trader::Interface::TimeInForceRulesObject::NoTimeInForceRules  
struct trader::Interface::TrdCollGrpObject::NoTrades  
struct trader::Interface::TradingSessionRulesGrpObject::NoTradingSessionRules  
struct trader::Interface::TrdgSesGrpObject::NoTradingSessions  
struct trader::Interface::TrdSessLstGrpObject::NoTradingSessions  
struct trader::Interface::TrdRegTimestampsObject::NoTrdRegTimestamps  
struct trader::Interface::TrdRepIndicatorsGrpObject::NoTrdRepIndicators  
struct trader::Interface::UnderlyingAmountObject::NoUnderlyingAmounts  
struct trader::Interface::UnderlyingLegSecurityAltIDGrpObject::NoUnderlyingLegSecurityAltID  
struct trader::Interface::PosUndInstrmtGrpObject::NoUnderlyings  
struct trader::Interface::UndInstrmtGrpObject::NoUnderlyings  
struct trader::Interface::UndInstrmtCollGrpObject::NoUnderlyings  
struct trader::Interface::UndSecAltIDGrpObject::NoUnderlyingSecurityAltID  
struct trader::Interface::UnderlyingStipulationsObject::NoUnderlyingStips  
struct trader::Interface::UndlyInstrumentPartiesObject::NoUndlyInstrumentParties  
struct trader::Interface::UndlyInstrumentPtysSubGrpObject::NoUndlyInstrumentPartySubIDs  
struct trader::Interface::UsernameGrpObject::NoUsernames  
struct trader::FybApi::PendingOrders::DataObject::OrdersArray  
struct trader::FybApi::OrderHistory::DataObject::OrdersArray  
struct trader::ExchangeratelabApi::SingleExchangeRate::DataObject::RateObject  
struct trader::FybDatabase::Ticker_Detailed::Record  
struct trader::BittrexDatabase::Market_List::Record  
struct trader::FybDatabase::Trade_History::Record  
struct trader::FybDatabase::Order_Book_Bids::Record  
struct trader::FybDatabase::Order_Book_Asks::Record  
struct trader::FybDatabase::My_Pending_Sell_Orders::Record  
struct trader::CryptowatchDatabase::Api_Cost::Record  
struct trader::GenericDatabase::Trade_History::Record  
struct trader::FybDatabase::My_Pending_Buy_Orders::Record  
struct trader::FybDatabase::Account_Info::Record  
struct trader::GenericDatabase::Market_List::Record  
struct trader::BittrexDatabase::Trade_History::Record  
struct trader::FybDatabase::My_Trade_History::Record  
struct trader::KrakenDatabase::Asset_Info::Record  
struct trader::FybDatabase::Account_Balance::Record  
struct trader::FybDatabase::Ticker_Detailed::RecordWithId  
struct trader::BittrexDatabase::Trade_History::RecordWithId  
struct trader::FybDatabase::Account_Balance::RecordWithId  
struct trader::BittrexDatabase::Market_List::RecordWithId  
struct trader::FybDatabase::Trade_History::RecordWithId  
struct trader::FybDatabase::Order_Book_Asks::RecordWithId  
struct trader::FybDatabase::My_Pending_Sell_Orders::RecordWithId  
struct trader::FybDatabase::Order_Book_Bids::RecordWithId  
struct trader::CryptowatchDatabase::Api_Cost::RecordWithId  
struct trader::FybDatabase::My_Pending_Buy_Orders::RecordWithId  
struct trader::FybDatabase::Account_Info::RecordWithId  
struct trader::KrakenDatabase::Asset_Info::RecordWithId  
struct trader::FybDatabase::My_Trade_History::RecordWithId  
struct trader::GenericDatabase::Trade_History::RecordWithId  
struct trader::GenericDatabase::Market_List::RecordWithId  
struct trader::BittrexApi::Balance::DataObject::ResultArray  
struct trader::BittrexApi::Markets::DataObject::ResultArray  
struct trader::BittrexApi::History::DataObject::ResultArray  
struct trader::BittrexApi::OrderBook::DataObject::ResultArray  
struct trader::CryptowatchApi::AssetList::DataObject::ResultArray  
struct trader::KrakenApi::OrderBook::DataObject::ResultMap  
struct trader::KrakenApi::AssetPairs::DataObject::ResultMap  
struct trader::KrakenApi::TickerInformation::DataObject::ResultMap  
struct trader::KrakenApi::AssetInfo::DataObject::ResultMap  
struct trader::BittrexApi::OrderBookBoth::DataObject::ResultObject  
struct trader::KrakenApi::ServerTime::DataObject::ResultObject  
struct trader::KrakenApi::StandardOrder::DataObject::ResultObject  
struct trader::BittrexApi::OrderBookBoth::DataObject::ResultObject::SellArray  
struct trader::expansionstringstream::TypePair  

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

Members Descriptions
class Poco::Data::TypeHandler< trader::BittrexDatabase::Market_List::Record >  
class Poco::Data::TypeHandler< trader::BittrexDatabase::Market_List::RecordWithId >  
class Poco::Data::TypeHandler< trader::BittrexDatabase::Trade_History::Record >  
class Poco::Data::TypeHandler< trader::BittrexDatabase::Trade_History::RecordWithId >  
class Poco::Data::TypeHandler< trader::CryptowatchDatabase::Api_Cost::Record >  
class Poco::Data::TypeHandler< trader::CryptowatchDatabase::Api_Cost::RecordWithId >  
class Poco::Data::TypeHandler< trader::FybDatabase::Account_Balance::Record >  
class Poco::Data::TypeHandler< trader::FybDatabase::Account_Balance::RecordWithId >  
class Poco::Data::TypeHandler< trader::FybDatabase::Account_Info::Record >  
class Poco::Data::TypeHandler< trader::FybDatabase::Account_Info::RecordWithId >  
class Poco::Data::TypeHandler< trader::FybDatabase::My_Pending_Buy_Orders::Record >  
class Poco::Data::TypeHandler< trader::FybDatabase::My_Pending_Buy_Orders::RecordWithId >  
class Poco::Data::TypeHandler< trader::FybDatabase::My_Pending_Sell_Orders::Record >  
class Poco::Data::TypeHandler< trader::FybDatabase::My_Pending_Sell_Orders::RecordWithId >  
class Poco::Data::TypeHandler< trader::FybDatabase::My_Trade_History::Record >  
class Poco::Data::TypeHandler< trader::FybDatabase::My_Trade_History::RecordWithId >  
class Poco::Data::TypeHandler< trader::FybDatabase::Order_Book_Asks::Record >  
class Poco::Data::TypeHandler< trader::FybDatabase::Order_Book_Asks::RecordWithId >  
class Poco::Data::TypeHandler< trader::FybDatabase::Order_Book_Bids::Record >  
class Poco::Data::TypeHandler< trader::FybDatabase::Order_Book_Bids::RecordWithId >  
class Poco::Data::TypeHandler< trader::FybDatabase::Ticker_Detailed::Record >  
class Poco::Data::TypeHandler< trader::FybDatabase::Ticker_Detailed::RecordWithId >  
class Poco::Data::TypeHandler< trader::FybDatabase::Trade_History::Record >  
class Poco::Data::TypeHandler< trader::FybDatabase::Trade_History::RecordWithId >  
class Poco::Data::TypeHandler< trader::GenericDatabase::Market_List::Record >  
class Poco::Data::TypeHandler< trader::GenericDatabase::Market_List::RecordWithId >  
class Poco::Data::TypeHandler< trader::GenericDatabase::Trade_History::Record >  
class Poco::Data::TypeHandler< trader::GenericDatabase::Trade_History::RecordWithId >  
class Poco::Data::TypeHandler< trader::KrakenDatabase::Asset_Info::Record >  
class Poco::Data::TypeHandler< trader::KrakenDatabase::Asset_Info::RecordWithId >  

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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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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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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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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class Poco::Data::TypeHandler< trader::KrakenDatabase::Asset_Info::RecordWithId >

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namespace std

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Members Descriptions
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)  

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)  
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.
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)  
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  
class trader::ApiFileOutputStream  
class trader::ApiStreamBuffer  
class trader::Bittrex A bittrex.
class trader::BittrexApp  
class trader::BittrexConfig  
class trader::BittrexConnection  
class trader::BittrexProcessingConnection A bittrex processing connection.
class trader::BittrexTests  
class trader::clean_name  
class trader::CodeGenApp  
class trader::comment  
class trader::ConnectionApp  
class trader::ConnectionTests  
class trader::Cryptowatch A cryptowatch.
class trader::CryptowatchConnection A cryptowatch connection.
class trader::DatabaseSchema  
class trader::Exchangeratelab An exchangeratelab.
class trader::ExchangeratelabConfig  
class trader::ExchangeratelabConnection An exchangeratelab connection.
class trader::expansionstringstream  
class trader::FixSpec  
class trader::Fyb A fyb.
class trader::FybApp  
class trader::FybConfig  
class trader::FybConnection A fyb connection.
class trader::FybTests  
class trader::Graph  
class trader::HyperSchema  
class trader::JsonSchema  
class trader::Kraken A kraken.
class trader::KrakenConfig  
class trader::KrakenConnection A kraken connection.
class trader::SampleApp  
class trader::SampleAppTests  
class trader::ScopedClass  
class trader::ScopedNamespace  
class trader::ScopedStream  
class trader::ScopedStruct  
class trader::tabs  
class trader::temp_name  
class trader::type_name  
class trader::var_name  
struct trader::Config  
struct trader::EndPoint  
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

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

Parameters

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

Returns

A std::string.

public inline std::string create_nonce()

Creates the nonce.

Exceptions

Returns

The new nonce.

public inline std::vector< unsigned char > sha256(const std::string & data)

Sha 256.

Parameters

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

Parameters

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

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

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

Returns

A Poco::Dynamic::Var.

public inline virtual void setParams(const std::string &)

Sets the parameters.

Parameters

class trader::ApiFileOutputStream

Summary

Members Descriptions
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)  

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  
public inline ApiStreamBuffer & operator++()  
public inline ApiStreamBuffer & operator--()  
public inline ApiStreamBuffer(ApiFileOutputStream & fileStream)  
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

Returns

A Poco::Dynamic::Var.

Exceptions

Parameters

Returns

A Dynamic::Var.

public virtual void setParams(const std::string &)

Sets the parameters.

Parameters

Exceptions

Parameters

protected Poco::UInt32 configurationIdx

Zero-based index of the configuration.

protected Bittrex(const Bittrex &)

Initializes a new instance of the Bittrex class.

Parameters

protected Bittrex & operator=(const Bittrex &)

Assignment operator.

Parameters

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

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

Parameters

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

Valid Value: 0 = Full Book, 1 = Top of Book

Parameters

Valid values : 0 = Bid 1 = Offer 2 = Trade Q = Auction Clearing Price

Parameters

Parameters

public void NewOrderSingle(Poco::AutoPtr< Interface::NewOrderSingleData > newOrderSingleData)

[Client-Side] Submit a new order to exchange

Creates a new order single.

Parameters

Price is required when OrdTyp is 2 = Limit.

Parameters

Parameters

public void OrderCancelRequest(Poco::AutoPtr< Interface::OrderCancelRequestData > orderCancelRequestData)

TODO: Documentation.

Order cancel request.

Parameters

public void TradeCaptureReportRequest(Poco::AutoPtr< Interface::TradeCaptureReportRequestData > tradeCaptureReportRequestData)

TODO: Documentation.

Parameters

public inline void SetConnectionId(const std::string & _connectionId)

Sets connection identifier.

Parameters

public inline void SetExchange(Bittrex * _exchange)

Sets an exchange.

Parameters

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

Returns

A Poco::Dynamic::Var.

Exceptions

Parameters

Returns

A Dynamic::Var.

protected Cryptowatch(const Cryptowatch &)

Initializes a new instance of the Cryptowatch class.

Parameters

protected Cryptowatch & operator=(const Cryptowatch &)

Assignment operator.

Parameters

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

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

Returns

A Poco::Dynamic::Var.

Exceptions

Parameters

Returns

A Dynamic::Var.

protected Exchangeratelab(const Exchangeratelab &)

Initializes a new instance of the Exchangeratelab class.

Parameters

protected Exchangeratelab & operator=(const Exchangeratelab &)

Assignment operator.

Parameters

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

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

Returns

A Poco::Dynamic::Var.

Exceptions

Parameters

Returns

A Dynamic::Var.

public virtual void setParams(const std::string &)

Sets the parameters.

Parameters

Exceptions

Parameters

public void run()

Runs this object.

public void execute(Poco::Timer & timer)

Executes the given timer.

Parameters

public void executeTradeHistory(Poco::Timer & timer)

Executes the trade history operation.

Parameters

public void executeOrderBook(Poco::Timer & timer)

Executes the order book operation.

Parameters

public void executePendingOrders(Poco::Timer & timer)

Executes the pending orders operation.

Parameters

public void executeOrderHistory(Poco::Timer & timer)

Executes the order history operation.

Parameters

protected std::string _uri

_URI of the document

protected Fyb(const Fyb &)

Initializes a new instance of the Fyb class.

Parameters

protected Fyb & operator=(const Fyb &)

Assignment operator.

Parameters

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

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

Returns

A Poco::Dynamic::Var.

Exceptions

Parameters

Returns

A Dynamic::Var.

public void run()

Runs this object.

public void execute(Poco::Timer & timer)

Executes the given timer.

Parameters

protected std::string _uri

_URI of the document

protected Kraken(const Kraken &)

Initializes a new instance of the Kraken class.

Parameters

protected Kraken & operator=(const Kraken &)

Assignment operator.

Parameters

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

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 Descriptions
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)  

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 Descriptions
enum AdvSide  
enum AdvTransType  
enum CommType  
enum ExecInst  
enum HandlInst  
enum SecurityIDSource  
enum IOIQltyInd  
enum IOIQty  
enum IOITransType  
enum LastCapacity  
enum MsgType  
enum OrdStatus  
enum OrdType  
enum PossDupFlag  
enum Side  
enum TimeInForce  
enum Urgency  
enum SettlType  
enum SymbolSfx  
enum AllocTransType  
enum PositionEffect  
enum ProcessCode  
enum AllocStatus  
enum AllocRejCode  
enum EmailType  
enum PossResend  
enum EncryptMethod  
enum CxlRejReason  
enum OrdRejReason  
enum IOIQualifier  
enum ReportToExch  
enum LocateReqd  
enum ForexReq  
enum GapFillFlag  
enum DKReason  
enum IOINaturalFlag  
enum MiscFeeType  
enum ResetSeqNumFlag  
enum ExecType  
enum SettlCurrFxRateCalc  
enum SettlInstMode  
enum SettlInstTransType  
enum SettlInstSource  
enum SecurityType  
enum StandInstDbType  
enum SettlDeliveryType  
enum AllocLinkType  
enum PutOrCall  
enum CoveredOrUncovered  
enum NotifyBrokerOfCredit  
enum AllocHandlInst  
enum RoutingType  
enum BenchmarkCurveName  
enum StipulationType  
enum YieldType  
enum TradedFlatSwitch  
enum SubscriptionRequestType  
enum MDUpdateType  
enum AggregatedBook  
enum MDEntryType  
enum TickDirection  
enum QuoteCondition  
enum TradeCondition  
enum MDUpdateAction  
enum MDReqRejReason  
enum DeleteReason  
enum OpenCloseSettlFlag  
enum FinancialStatus  
enum CorporateAction  
enum QuoteStatus  
enum QuoteCancelType  
enum QuoteRejectReason  
enum QuoteResponseLevel  
enum QuoteRequestType  
enum SecurityRequestType  
enum SecurityResponseType  
enum UnsolicitedIndicator  
enum SecurityTradingStatus  
enum HaltReasonInt  
enum InViewOfCommon  
enum DueToRelated  
enum Adjustment  
enum TradingSessionID  
enum TradSesMethod  
enum TradSesMode  
enum TradSesStatus  
enum SessionRejectReason  
enum BidRequestTransType  
enum SolicitedFlag  
enum ExecRestatementReason  
enum BusinessRejectReason  
enum MsgDirection  
enum DiscretionInst  
enum BidType  
enum BidDescriptorType  
enum SideValueInd  
enum LiquidityIndType  
enum ExchangeForPhysical  
enum ProgRptReqs  
enum IncTaxInd  
enum BidTradeType  
enum BasisPxType  
enum PriceType  
enum GTBookingInst  
enum ListStatusType  
enum NetGrossInd  
enum ListOrderStatus  
enum ListExecInstType  
enum CxlRejResponseTo  
enum MultiLegReportingType  
enum PartyIDSource  
enum PartyRole  
enum Product  
enum TestMessageIndicator  
enum RoundingDirection  
enum DistribPaymentMethod  
enum CancellationRights  
enum MoneyLaunderingStatus  
enum ExecPriceType  
enum TradeReportTransType  
enum PaymentMethod  
enum TaxAdvantageType  
enum FundRenewWaiv  
enum RegistStatus  
enum RegistRejReasonCode  
enum RegistTransType  
enum OwnershipType  
enum ContAmtType  
enum OwnerType  
enum OrderCapacity  
enum OrderRestrictions  
enum MassCancelRequestType  
enum MassCancelResponse  
enum MassCancelRejectReason  
enum QuoteType  
enum CashMargin  
enum Scope  
enum MDImplicitDelete  
enum CrossType  
enum CrossPrioritization  
enum NoSides  
enum SecurityListRequestType  
enum SecurityRequestResult  
enum MultiLegRptTypeReq  
enum TradSesStatusRejReason  
enum TradeRequestType  
enum PreviouslyReported  
enum MatchStatus  
enum MatchType  
enum OddLot  
enum ClearingInstruction  
enum AccountType  
enum CustOrderCapacity  
enum MassStatusReqType  
enum DayBookingInst  
enum BookingUnit  
enum PreallocMethod  
enum TradingSessionSubID  
enum AllocType  
enum ClearingFeeIndicator  
enum WorkingIndicator  
enum PriorityIndicator  
enum LegalConfirm  
enum QuoteRequestRejectReason  
enum AcctIDSource  
enum ConfirmStatus  
enum ConfirmTransType  
enum DeliveryForm  
enum LegSwapType  
enum QuotePriceType  
enum QuoteRespType  
enum PosType  
enum PosQtyStatus  
enum PosAmtType  
enum PosTransType  
enum PosMaintAction  
enum SettlSessID  
enum AdjustmentType  
enum PosMaintStatus  
enum PosMaintResult  
enum PosReqType  
enum ResponseTransportType  
enum PosReqResult  
enum PosReqStatus  
enum SettlPriceType  
enum AssignmentMethod  
enum ExerciseMethod  
enum TradeRequestResult  
enum TradeRequestStatus  
enum TradeReportRejectReason  
enum SideMultiLegReportingType  
enum TrdRegTimestampType  
enum ConfirmType  
enum ConfirmRejReason  
enum BookingType  
enum AllocSettlInstType  
enum DlvyInstType  
enum TerminationType  
enum SettlInstReqRejCode  
enum AllocReportType  
enum AllocCancReplaceReason  
enum AllocAccountType  
enum PartySubIDType  
enum AllocIntermedReqType  
enum ApplQueueResolution  
enum ApplQueueAction  
enum AvgPxIndicator  
enum TradeAllocIndicator  
enum ExpirationCycle  
enum TrdType  
enum TrdSubType  
enum PegMoveType  
enum PegOffsetType  
enum PegLimitType  
enum PegRoundDirection  
enum PegScope  
enum DiscretionMoveType  
enum DiscretionOffsetType  
enum DiscretionLimitType  
enum DiscretionRoundDirection  
enum DiscretionScope  
enum TargetStrategy  
enum LastLiquidityInd  
enum PublishTrdIndicator  
enum ShortSaleReason  
enum QtyType  
enum TradeReportType  
enum AllocNoOrdersType  
enum EventType  
enum InstrAttribType  
enum CPProgram  
enum MiscFeeBasis  
enum LastFragment  
enum CollAsgnReason  
enum CollInquiryQualifier  
enum CollAsgnTransType  
enum CollAsgnRespType  
enum CollAsgnRejectReason  
enum CollStatus  
enum LastRptRequested  
enum DeliveryType  
enum UserRequestType  
enum UserStatus  
enum StatusValue  
enum NetworkRequestType  
enum NetworkStatusResponseType  
enum TrdRptStatus  
enum AffirmStatus  
enum CollAction  
enum CollInquiryStatus  
enum CollInquiryResult  
enum StrategyParameterType  
enum SecurityStatus  
enum UnderlyingCashType  
enum UnderlyingSettlementType  
enum SecurityUpdateAction  
enum ExpirationQtyType  
enum IndividualAllocType  
enum UnitOfMeasure  
enum TimeUnit  
enum AllocMethod  
enum AsOfIndicator  
enum MDBookType  
enum MDOriginType  
enum CustOrderHandlingInst  
enum OrderHandlingInstSource  
enum DeskType  
enum DeskTypeSource  
enum DeskOrderHandlingInst  
enum ExecAckStatus  
enum CollApplType  
enum UnderlyingFXRateCalc  
enum AllocPositionEffect  
enum DealingCapacity  
enum InstrmtAssignmentMethod  
enum AggressorIndicator  
enum MDQuoteType  
enum RefOrderIDSource  
enum DisplayWhen  
enum DisplayMethod  
enum PriceProtectionScope  
enum LotType  
enum PegPriceType  
enum TriggerType  
enum TriggerAction  
enum TriggerPriceType  
enum TriggerPriceTypeScope  
enum TriggerPriceDirection  
enum TriggerOrderType  
enum OrderCategory  
enum TradeHandlingInstr  
enum ApplVerID  
enum ExDestinationIDSource  
enum ImpliedMarketIndicator  
enum SettlObligMode  
enum SettlObligTransType  
enum SettlObligSource  
enum QuoteEntryStatus  
enum PrivateQuote  
enum RespondentType  
enum SecurityTradingEvent  
enum StatsType  
enum MDSecSizeType  
enum SettlMethod  
enum ExerciseStyle  
enum PriceQuoteMethod  
enum ValuationMethod  
enum ListMethod  
enum TickRuleType  
enum MaturityMonthYearIncrementUnits  
enum MaturityMonthYearFormat  
enum PriceLimitType  
enum ApplReqType  
enum ApplResponseType  
enum ApplResponseError  
enum TradSesEvent  
enum MassActionType  
enum MassActionScope  
enum MassActionResponse  
enum MassActionRejectReason  
enum MultilegModel  
enum MultilegPriceMethod  
enum ContingencyType  
enum ListRejectReason  
enum TradePublishIndicator  
enum MarketUpdateAction  
enum SessionStatus  
enum ApplReportType  
enum OrderDelayUnit  
enum VenueType  
enum RefOrdIDReason  
enum OrigCustOrderCapacity  
enum ModelType  
enum ContractMultiplierUnit  
enum FlowScheduleType  
enum RateSource  
enum RateSourceType  
enum RestructuringType  
enum Seniority  
enum SecurityListType  
enum SecurityListTypeSource  
enum NewsCategory  
enum NewsRefType  
enum StrikePriceDeterminationMethod  
enum StrikePriceBoundaryMethod  
enum UnderlyingPriceDeterminationMethod  
enum OptPayoutType  
enum ComplexEventType  
enum ComplexEventPriceBoundaryMethod  
enum ComplexEventPriceTimeType  
enum ComplexEventCondition  
enum StreamAsgnReqType  
enum StreamAsgnRejReason  
enum StreamAsgnAckType  
enum StreamAsgnType  
enum MESSAGES  
class trader::Interface::CallConnection  
class trader::Interface::Connection  
class trader::Interface::IConnection  
class trader::Interface::IMessageData  
class trader::Interface::MessageReceivingConnection  
struct trader::Interface::AdjustedPositionReportData  
struct trader::Interface::AdvertisementData  
struct trader::Interface::AffectedOrdGrpObject  
struct trader::Interface::AllocAckGrpObject  
struct trader::Interface::AllocationInstructionAckData  
struct trader::Interface::AllocationInstructionAlertData  
struct trader::Interface::AllocationInstructionData  
struct trader::Interface::AllocationReportAckData  
struct trader::Interface::AllocationReportData  
struct trader::Interface::AllocGrpObject  
struct trader::Interface::ApplicationMessageReportData  
struct trader::Interface::ApplicationMessageRequestAckData  
struct trader::Interface::ApplicationMessageRequestData  
struct trader::Interface::ApplicationSequenceControlObject  
struct trader::Interface::ApplIDReportGrpObject  
struct trader::Interface::ApplIDRequestAckGrpObject  
struct trader::Interface::ApplIDRequestGrpObject  
struct trader::Interface::AssignmentReportData  
struct trader::Interface::AttrbGrpObject  
struct trader::Interface::BaseTradingRulesObject  
struct trader::Interface::BidCompReqGrpObject  
struct trader::Interface::BidCompRspGrpObject  
struct trader::Interface::BidDescReqGrpObject  
struct trader::Interface::BidRequestData  
struct trader::Interface::BidResponseData  
struct trader::Interface::BusinessMessageRejectData  
struct trader::Interface::ClrInstGrpObject  
struct trader::Interface::CollateralAssignmentData  
struct trader::Interface::CollateralInquiryAckData  
struct trader::Interface::CollateralInquiryData  
struct trader::Interface::CollateralReportData  
struct trader::Interface::CollateralRequestData  
struct trader::Interface::CollateralResponseData  
struct trader::Interface::CollInqQualGrpObject  
struct trader::Interface::CommissionDataObject  
struct trader::Interface::CompIDReqGrpObject  
struct trader::Interface::CompIDStatGrpObject  
struct trader::Interface::ComplexEventDatesObject  
struct trader::Interface::ComplexEventsObject  
struct trader::Interface::ComplexEventTimesObject  
struct trader::Interface::ConfirmationAckData  
struct trader::Interface::ConfirmationData  
struct trader::Interface::ConfirmationRequestData  
struct trader::Interface::ContAmtGrpObject  
struct trader::Interface::ContraGrpObject  
struct trader::Interface::ContraryIntentionReportData  
struct trader::Interface::CpctyConfGrpObject  
struct trader::Interface::CrossOrderCancelReplaceRequestData  
struct trader::Interface::CrossOrderCancelRequestData  
struct trader::Interface::DerivativeEventsGrpObject  
struct trader::Interface::DerivativeInstrumentAttributeObject  
struct trader::Interface::DerivativeInstrumentObject  
struct trader::Interface::DerivativeInstrumentPartiesObject  
struct trader::Interface::DerivativeInstrumentPartySubIDsGrpObject  
struct trader::Interface::DerivativeSecurityAltIDGrpObject  
struct trader::Interface::DerivativeSecurityDefinitionObject  
struct trader::Interface::DerivativeSecurityListData  
struct trader::Interface::DerivativeSecurityListRequestData  
struct trader::Interface::DerivativeSecurityListUpdateReportData  
struct trader::Interface::DerivativeSecurityXMLObject  
struct trader::Interface::DiscretionInstructionsObject  
struct trader::Interface::DisplayInstructionObject  
struct trader::Interface::DlvyInstGrpObject  
struct trader::Interface::DontKnowTradeData  
struct trader::Interface::EmailData  
struct trader::Interface::EvntGrpObject  
struct trader::Interface::ExecAllocGrpObject  
struct trader::Interface::ExecCollGrpObject  
struct trader::Interface::ExecInstRulesObject  
struct trader::Interface::ExecutionAcknowledgementData  
struct trader::Interface::ExecutionReportData  
struct trader::Interface::ExpirationQtyObject  
struct trader::Interface::FillsGrpObject  
struct trader::Interface::FinancingDetailsObject  
struct trader::Interface::HopGrpObject  
struct trader::Interface::InstrmtGrpObject  
struct trader::Interface::InstrmtLegExecGrpObject  
struct trader::Interface::InstrmtLegGrpObject  
struct trader::Interface::InstrmtLegIOIGrpObject  
struct trader::Interface::InstrmtLegSecListGrpObject  
struct trader::Interface::InstrmtMDReqGrpObject  
struct trader::Interface::InstrmtStrkPxGrpObject  
struct trader::Interface::InstrumentExtensionObject  
struct trader::Interface::InstrumentLegObject  
struct trader::Interface::InstrumentObject  
struct trader::Interface::InstrumentPartiesObject  
struct trader::Interface::InstrumentPtysSubGrpObject  
struct trader::Interface::IOIData  
struct trader::Interface::IOIQualGrpObject  
struct trader::Interface::LegBenchmarkCurveDataObject  
struct trader::Interface::LegOrdGrpObject  
struct trader::Interface::LegPreAllocGrpObject  
struct trader::Interface::LegQuotGrpObject  
struct trader::Interface::LegQuotStatGrpObject  
struct trader::Interface::LegSecAltIDGrpObject  
struct trader::Interface::LegStipulationsObject  
struct trader::Interface::LinesOfTextGrpObject  
struct trader::Interface::ListCancelRequestData  
struct trader::Interface::ListExecuteData  
struct trader::Interface::ListOrdGrpObject  
struct trader::Interface::ListStatusData  
struct trader::Interface::ListStatusRequestData  
struct trader::Interface::ListStrikePriceData  
struct trader::Interface::LotTypeRulesObject  
struct trader::Interface::MarketDataFeedTypesObject  
struct trader::Interface::MarketDataIncrementalRefreshData  
struct trader::Interface::MarketDataRequestData  
struct trader::Interface::MarketDataRequestRejectData  
struct trader::Interface::MarketDataSnapshotFullRefreshData  
struct trader::Interface::MarketDefinitionData  
struct trader::Interface::MarketDefinitionRequestData  
struct trader::Interface::MarketDefinitionUpdateReportData  
struct trader::Interface::MarketSegmentGrpObject  
struct trader::Interface::MassQuoteAcknowledgementData  
struct trader::Interface::MassQuoteData  
struct trader::Interface::MatchRulesObject  
struct trader::Interface::MaturityRulesObject  
struct trader::Interface::MDFullGrpObject  
struct trader::Interface::MDIncGrpObject  
struct trader::Interface::MDReqGrpObject  
struct trader::Interface::MDRjctGrpObject  
struct trader::Interface::MiscFeesGrpObject  
struct trader::Interface::MsgTypeGrpObject  
struct trader::Interface::MultilegOrderCancelReplaceData  
struct trader::Interface::NestedInstrumentAttributeObject  
struct trader::Interface::NestedParties2Object  
struct trader::Interface::NestedParties3Object  
struct trader::Interface::NestedParties4Object  
struct trader::Interface::NestedPartiesObject  
struct trader::Interface::NetworkCounterpartySystemStatusRequestData  
struct trader::Interface::NetworkCounterpartySystemStatusResponseData  
struct trader::Interface::NewOrderCrossData  
struct trader::Interface::NewOrderListData  
struct trader::Interface::NewOrderMultilegData  
struct trader::Interface::NewOrderSingleData  
struct trader::Interface::NewsData  
struct trader::Interface::NewsRefGrpObject  
struct trader::Interface::NotAffectedOrdersGrpObject  
struct trader::Interface::NstdPtys2SubGrpObject  
struct trader::Interface::NstdPtys3SubGrpObject  
struct trader::Interface::NstdPtys4SubGrpObject  
struct trader::Interface::NstdPtysSubGrpObject  
struct trader::Interface::OrdAllocGrpObject  
struct trader::Interface::OrderCancelRejectData  
struct trader::Interface::OrderCancelReplaceRequestData  
struct trader::Interface::OrderCancelRequestData  
struct trader::Interface::OrderMassActionReportData  
struct trader::Interface::OrderMassActionRequestData  
struct trader::Interface::OrderMassCancelReportData  
struct trader::Interface::OrderMassCancelRequestData  
struct trader::Interface::OrderMassStatusRequestData  
struct trader::Interface::OrderQtyDataObject  
struct trader::Interface::OrderStatusRequestData  
struct trader::Interface::OrdListStatGrpObject  
struct trader::Interface::OrdTypeRulesObject  
struct trader::Interface::PartiesObject  
struct trader::Interface::PegInstructionsObject  
struct trader::Interface::PositionAmountDataObject  
struct trader::Interface::PositionMaintenanceReportData  
struct trader::Interface::PositionMaintenanceRequestData  
struct trader::Interface::PositionQtyObject  
struct trader::Interface::PositionReportData  
struct trader::Interface::PosUndInstrmtGrpObject  
struct trader::Interface::PreAllocGrpObject  
struct trader::Interface::PreAllocMlegGrpObject  
struct trader::Interface::PriceLimitsObject  
struct trader::Interface::PtysSubGrpObject  
struct trader::Interface::QuotCxlEntriesGrpObject  
struct trader::Interface::QuoteCancelData  
struct trader::Interface::QuoteData  
struct trader::Interface::QuotEntryAckGrpObject  
struct trader::Interface::QuotEntryGrpObject  
struct trader::Interface::QuoteRequestData  
struct trader::Interface::QuoteRequestRejectData  
struct trader::Interface::QuoteResponseData  
struct trader::Interface::QuoteStatusReportData  
struct trader::Interface::QuoteStatusRequestData  
struct trader::Interface::QuotQualGrpObject  
struct trader::Interface::QuotReqGrpObject  
struct trader::Interface::QuotReqLegsGrpObject  
struct trader::Interface::QuotReqRjctGrpObject  
struct trader::Interface::QuotSetAckGrpObject  
struct trader::Interface::QuotSetGrpObject  
struct trader::Interface::RateSourceObject  
struct trader::Interface::RegistrationInstructionsData  
struct trader::Interface::RegistrationInstructionsResponseData  
struct trader::Interface::RelSymDerivSecGrpObject  
struct trader::Interface::RelSymDerivSecUpdGrpObject  
struct trader::Interface::RequestForPositionsAckData  
struct trader::Interface::RequestForPositionsData  
struct trader::Interface::RFQReqGrpObject  
struct trader::Interface::RFQRequestData  
struct trader::Interface::RgstDistInstGrpObject  
struct trader::Interface::RgstDtlsGrpObject  
struct trader::Interface::RootPartiesObject  
struct trader::Interface::RootSubPartiesObject  
struct trader::Interface::RoutingGrpObject  
struct trader::Interface::SecAltIDGrpObject  
struct trader::Interface::SecListGrpObject  
struct trader::Interface::SecLstUpdRelSymGrpObject  
struct trader::Interface::SecLstUpdRelSymsLegGrpObject  
struct trader::Interface::SecondaryPriceLimitsObject  
struct trader::Interface::SecSizesGrpObject  
struct trader::Interface::SecTypesGrpObject  
struct trader::Interface::SecurityDefinitionData  
struct trader::Interface::SecurityDefinitionRequestData  
struct trader::Interface::SecurityDefinitionUpdateReportData  
struct trader::Interface::SecurityListData  
struct trader::Interface::SecurityListRequestData  
struct trader::Interface::SecurityListUpdateReportData  
struct trader::Interface::SecurityStatusData  
struct trader::Interface::SecurityStatusRequestData  
struct trader::Interface::SecurityTradingRulesObject  
struct trader::Interface::SecurityTypeRequestData  
struct trader::Interface::SecurityTypesData  
struct trader::Interface::SecurityXMLObject  
struct trader::Interface::SettlDetailsObject  
struct trader::Interface::SettlementInstructionRequestData  
struct trader::Interface::SettlementInstructionsData  
struct trader::Interface::SettlementObligationReportData  
struct trader::Interface::SettlInstGrpObject  
struct trader::Interface::SettlInstructionsDataObject  
struct trader::Interface::SettlObligationInstructionsObject  
struct trader::Interface::SettlPartiesObject  
struct trader::Interface::SettlPtysSubGrpObject  
struct trader::Interface::SideCrossOrdCxlGrpObject  
struct trader::Interface::SideCrossOrdModGrpObject  
struct trader::Interface::SideTrdRegTSObject  
struct trader::Interface::SpreadOrBenchmarkCurveDataObject  
struct trader::Interface::StatsIndGrpObject  
struct trader::Interface::StipulationsObject  
struct trader::Interface::StrategyParametersGrpObject  
struct trader::Interface::StreamAssignmentReportACKData  
struct trader::Interface::StreamAssignmentReportData  
struct trader::Interface::StreamAssignmentRequestData  
struct trader::Interface::StrikeRulesObject  
struct trader::Interface::StrmAsgnReqGrpObject  
struct trader::Interface::StrmAsgnReqInstrmtGrpObject  
struct trader::Interface::StrmAsgnRptGrpObject  
struct trader::Interface::StrmAsgnRptInstrmtGrpObject  
struct trader::Interface::TargetPartiesObject  
struct trader::Interface::TickRulesObject  
struct trader::Interface::TimeInForceRulesObject  
struct trader::Interface::TradeCapLegUnderlyingsGrpObject  
struct trader::Interface::TradeCaptureReportAckData  
struct trader::Interface::TradeCaptureReportData  
struct trader::Interface::TradeCaptureReportRequestAckData  
struct trader::Interface::TradeCaptureReportRequestData  
struct trader::Interface::TradeReportOrderDetailObject  
struct trader::Interface::TradingSessionListData  
struct trader::Interface::TradingSessionListRequestData  
struct trader::Interface::TradingSessionListUpdateReportData  
struct trader::Interface::TradingSessionRulesGrpObject  
struct trader::Interface::TradingSessionRulesObject  
struct trader::Interface::TradingSessionStatusData  
struct trader::Interface::TradingSessionStatusRequestData  
struct trader::Interface::TrdAllocGrpObject  
struct trader::Interface::TrdCapDtGrpObject  
struct trader::Interface::TrdCapRptAckSideGrpObject  
struct trader::Interface::TrdCapRptSideGrpObject  
struct trader::Interface::TrdCollGrpObject  
struct trader::Interface::TrdgSesGrpObject  
struct trader::Interface::TrdInstrmtLegGrpObject  
struct trader::Interface::TrdRegTimestampsObject  
struct trader::Interface::TrdRepIndicatorsGrpObject  
struct trader::Interface::TrdSessLstGrpObject  
struct trader::Interface::TriggeringInstructionObject  
struct trader::Interface::UnderlyingAmountObject  
struct trader::Interface::UnderlyingInstrumentObject  
struct trader::Interface::UnderlyingLegInstrumentObject  
struct trader::Interface::UnderlyingLegSecurityAltIDGrpObject  
struct trader::Interface::UnderlyingStipulationsObject  
struct trader::Interface::UndInstrmtCollGrpObject  
struct trader::Interface::UndInstrmtGrpObject  
struct trader::Interface::UndlyInstrumentPartiesObject  
struct trader::Interface::UndlyInstrumentPtysSubGrpObject  
struct trader::Interface::UndSecAltIDGrpObject  
struct trader::Interface::UsernameGrpObject  
struct trader::Interface::UserNotificationData  
struct trader::Interface::UserRequestData  
struct trader::Interface::UserResponseData  
struct trader::Interface::YieldDataObject  

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  
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  

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)  
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)  

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  
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  

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)  
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)  

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 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 Descriptions
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()  

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 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 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

Members Descriptions
class trader::KrakenApi::AccountBalance  
class trader::KrakenApi::AssetInfo  
class trader::KrakenApi::AssetInfoParams  
class trader::KrakenApi::AssetPairs  
class trader::KrakenApi::AssetPairsParams  
class trader::KrakenApi::EndPoints  
class trader::KrakenApi::ErrorIntrospector  
class trader::KrakenApi::OHLCData  
class trader::KrakenApi::OHLCDataParams  
class trader::KrakenApi::OrderBook  
class trader::KrakenApi::OrderBookParams  
class trader::KrakenApi::RecentSpread  
class trader::KrakenApi::RecentSpreadParams  
class trader::KrakenApi::RecentTrades  
class trader::KrakenApi::RecentTradesParams  
class trader::KrakenApi::ServerTime  
class trader::KrakenApi::StandardOrder  
class trader::KrakenApi::StandardOrderParams  
class trader::KrakenApi::TickerInformation  
class trader::KrakenApi::TickerInformationParams  

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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