libjmmcg  release_579_6_g8cffd
A C++ library containing an eclectic mix of useful, advanced components.
Namespaces | Typedefs | Enumerations | Functions | Variables
types.hpp File Reference
#include "../../common/iso_4217_currency_codes.hpp"
#include <array>
#include <iostream>
#include <limits>
Include dependency graph for types.hpp:
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Namespaces

namespace  isimud
 
namespace  isimud::ISIMUD_VER_NAMESPACE
 
namespace  isimud::ISIMUD_VER_NAMESPACE::exchanges
 
namespace  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE
 
namespace  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common
 

Typedefs

using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::DateTime_t = std::uint64_t
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::MsgType_t = std::uint8_t
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Price_t = std::uint64_t
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Quantity_t = std::uint32_t
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SeqNum_t = std::uint32_t
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SPrice_t = std::int64_t
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Account_t = std::array< char, 16 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ClearingAccount_t = std::array< char, 4 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ClearingFirm_t = std::array< char, 4 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ClientOrderID_t = std::array< char, 20 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ContraBroker_t = std::array< char, 4 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Currency_t = exchanges::common::ccy_codes::currency_t
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LogoutReasonText_t = std::array< char, 60 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Password_t = std::array< char, 10 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::PreventParticipantMatch_t = std::array< char, 3 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::RoutingInst_t = std::array< char, 4 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SecurityExchange_t = std::array< char, 4 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SecurityID_t = std::array< char, 16 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SessionSubID_t = std::array< char, 4 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Symbol_t = std::array< char, 8 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SymbolSfx_t = std::array< char, 8 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Text_t = std::array< char, 60 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::TradeReportID_t = std::array< char, 20 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::TradeReportRefID_t = std::array< char, 20 >
 
using isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::UserName_t = std::array< char, 4 >
 

Enumerations

enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::MsgType : MsgType_t {
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LogoutRequest =0x02 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ClientHeartbeat =0x03 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Logout =0x08 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ServerHeartbeat =0x09 ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ReplayComplete =0x13 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::NewOrder =0x04 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::CancelOrder =0x05 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ModifyOrder =0x06 ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderAcknowledgement =0x0A , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderRejected =0x0B , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderModified =0x0C , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderRestated =0x0D ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::UserModifyRejected =0x0E , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderCancelled =0x0F , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::CancelRejected =0x10 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderExecution =0x11 ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::TradeCancelOrCorrect =0x12 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::MatchAll =std::numeric_limits<MsgType_t>::max()-1 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Exit =std::numeric_limits<MsgType_t>::max()
}
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LoginResponseStatus : char {
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LoginAccepted ='A' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::NotAuthorized ='N' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SessionDisabled ='D' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SessionInUse ='B' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::InvalidSession ='S' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SequenceAheadInLoginMessage ='Q' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::InvalidUnitGivenInLoginMessage ='I' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::InvalidReturnBitfieldInLoginMessage ='F' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::InvalidLoginRequestMessageStructure ='M'
}
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LogoutReason : char { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::UserRequested ='U' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::EndofDay ='E' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Administrative ='A' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ProtocolViolation ='!' }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Side : char { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Buy ='1' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Sell ='2' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Sell_short ='5' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Sell_short_exempt ='6' }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ExecInst : char {
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::NoSpecialHandling ='\0' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::MarketPeg ='P' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::PrimaryPeg ='R' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Midpoint ='M' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::AlternateMidpoint ='L' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ExternalDarkOnly ='u' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ExternalDarkLit ='v' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ExternalLitOnly ='w'
}
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrdType : char { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Market ='1' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Limit ='2' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Pegged ='P' }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::TIF : char {
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Day ='0' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::GTC ='1' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ATO ='2' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::IOC ='3' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::GTD ='6' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ATC ='7'
}
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::IDSource : char { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ISIN ='4' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::RIC ='5' }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Capacity : char { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Agency ='A' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Principal ='P' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Riskless ='R' }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::DisplayIndicator : char { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::DisplayedOrder ='X' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Invisible ='I' }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::BookingType : char { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::RegularBooking ='0' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::CFD ='1' }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::CancelOrigOnReject : char { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LeaveOriginal ='N' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::CancelOriginal ='Y' }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::PreviouslyReported : char { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::TradeWillPrint ='N' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::TradeWillNotPrint ='Y' }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::TransactionCategory : char {
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::RegularTrade ='P' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SpecialPrice ='F' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::DarkTrade ='D' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::TechnicalTrade ='T' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::GiveUpGiveinTtrade ='G'
}
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::TradeReportTransType : std::uint8_t { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::New =0 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Cancel =1 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Replace =2 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Release =3 }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::VenueType : char { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OffBook ='X' }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::TradingSessionSubId : std::uint8_t {
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ScheduledOpeningAuction =2 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ScheduledClosingAuction =4 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ScheduledIntradayAuction =6 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::UnscheduledAuction =9 ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ContinuousTrading =3 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::PostTrading =5 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OutOfMainSessionTrading =10
}
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::MatchType : std::uint8_t { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OffExchange =1 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OnExchange =3 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SystematicInternalizer =9 }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SecondaryTrdType : std::uint8_t { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::BenchmarkTrade =58 }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::TradePriceCondition : std::uint8_t { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::CumDividend =0 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ExDividend =2 }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::TradePublishIndicator : std::uint8_t { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::PublishTrade =1 , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::DeferredPublication =2 }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ExecutionMethod : char { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Automated ='A' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Manual ='M' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Unspecified ='U' }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::BaseLiquidityIndicator : char { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::AddedLiquidity ='A' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::RemovedLiquidity ='R' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::RoutedAnotherMarket ='X' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::AuctionTrade ='C' }
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SubLiquidityIndicator : char {
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::DarkPoolExecution ='D' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::AddedRPILiquidity ='E' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::RemovedLiquidity ='T' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::AddedHiddenLiquidityPriceImproved ='I' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::AddedHiddenLiquidity ='H' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ExecutionFromOrderJoinedNBBO ='J' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::AddedLiquidityHiddenPortionIceberg ='K' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ExecutionFromOrderSetNBBO ='S' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::AddedVisibleLiquidityPriceImproved ='V'
}
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::CCP : char {
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::EuropeanMultilateralClearingFacility ='E' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LCHClearnet ='L' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SIXXXClear ='X' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::EuroCCP ='C' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::NoneClearingSuppressed ='N'
}
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderRejectReason : char {
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Admin ='A' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::CapacityUndefined ='C' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::DuplicateClOrdID ='D' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Halted ='H' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::IncorrectDataCenter ='I' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::TooLateToCancel ='J' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderRateThresholdExceeded ='K' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::PriceExceedsCrossRange ='L' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::MaxSizeExceeded ='M' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::NoLiquidityToExecuteAgainst ='N' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ClOrdIDNotMatchKnownOrder ='O' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::CantModifyOrderInPendingFill ='P' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::AwaitingFirstTrade ='Q' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::RoutingUnavailable ='R' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::RoutingOrderWouldTradeOnAwayDestination ='T' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::UserRequested ='U' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::WouldWash ='V' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::AddLiquidityOnlyOrderWouldRemove ='W' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderExpired ='X' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SymbolNotSupported ='Y' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::UnforeseenReason ='Z' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::BrokerOption ='b' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LargeinScale ='l' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ReserveReload ='r' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::MarketAccessRiskLimitExceeded ='m' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::MaxOpenOrdersCountExceeded ='o' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::CrossedMarket ='x' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderReceivedByBATSDuringReplay ='y'
}
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::RestatementReason : char {
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::RepricingofPegOrder ='P' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Reroute ='R' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LockedInCross ='X' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Wash ='W' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Reload ='L' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LiquidityUpdated ='Q'
}
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Reason : char {
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Admin ='A' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::DuplicateTradeReportID ='D' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::MarketAccessRiskLimitExceeded ='m' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::SymbolNotSupported ='Y' ,
  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::UnforseenReason ='Z'
}
 
enum class  isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::AttributedQuote : char { isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::DoNotAttributeFirmMPID ='N' , isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::AttributeFirmMPID ='Y' }
 

Functions

std::ostream & isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::operator<< (std::ostream &os, MsgType m)
 
std::ostream & isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::operator<< (std::ostream &os, LoginResponseStatus m)
 
std::ostream & isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::operator<< (std::ostream &os, LogoutReason m)
 
std::ostream & isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::operator<< (std::ostream &os, Side v)
 
std::istream & isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::operator>> (std::istream &os, Side &v)
 
std::ostream & isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::operator<< (std::ostream &os, OrdType v)
 
std::istream & isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::operator>> (std::istream &os, OrdType &v)
 
std::ostream & isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::operator<< (std::ostream &os, TIF v)
 
std::istream & isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::operator>> (std::istream &os, TIF &v)
 
std::ostream & isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::operator<< (std::ostream &os, OrderRejectReason m)
 

Variables

constexpr Price_t isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::implied_decimal_places =10000
 The number of implied decimal-places for MIT use. More...