|
| using | DateTime_t = std::uint64_t |
| |
| using | MsgType_t = std::uint8_t |
| |
| using | Price_t = std::uint64_t |
| |
| using | Quantity_t = std::uint32_t |
| |
| using | SeqNum_t = std::uint32_t |
| |
| using | SPrice_t = std::int64_t |
| |
| using | Account_t = std::array< char, 16 > |
| |
| using | ClearingAccount_t = std::array< char, 4 > |
| |
| using | ClearingFirm_t = std::array< char, 4 > |
| |
| using | ClientOrderID_t = std::array< char, 20 > |
| |
| using | ContraBroker_t = std::array< char, 4 > |
| |
| using | Currency_t = exchanges::common::ccy_codes::currency_t |
| |
| using | LogoutReasonText_t = std::array< char, 60 > |
| |
| using | Password_t = std::array< char, 10 > |
| |
| using | PreventParticipantMatch_t = std::array< char, 3 > |
| |
| using | RoutingInst_t = std::array< char, 4 > |
| |
| using | SecurityExchange_t = std::array< char, 4 > |
| |
| using | SecurityID_t = std::array< char, 16 > |
| |
| using | SessionSubID_t = std::array< char, 4 > |
| |
| using | Symbol_t = std::array< char, 8 > |
| |
| using | SymbolSfx_t = std::array< char, 8 > |
| |
| using | Text_t = std::array< char, 60 > |
| |
| using | TradeReportID_t = std::array< char, 20 > |
| |
| using | TradeReportRefID_t = std::array< char, 20 > |
| |
| using | UserName_t = std::array< char, 4 > |
| |
|
| enum class | MsgType : MsgType_t {
LogoutRequest =0x02
, ClientHeartbeat =0x03
, Logout =0x08
, ServerHeartbeat =0x09
,
ReplayComplete =0x13
, NewOrder =0x04
, CancelOrder =0x05
, ModifyOrder =0x06
,
OrderAcknowledgement =0x0A
, OrderRejected =0x0B
, OrderModified =0x0C
, OrderRestated =0x0D
,
UserModifyRejected =0x0E
, OrderCancelled =0x0F
, CancelRejected =0x10
, OrderExecution =0x11
,
TradeCancelOrCorrect =0x12
, MatchAll =std::numeric_limits<MsgType_t>::max()-1
, Exit =std::numeric_limits<MsgType_t>::max()
} |
| |
| enum class | LoginResponseStatus : char {
LoginAccepted ='A'
, NotAuthorized ='N'
, SessionDisabled ='D'
, SessionInUse ='B'
,
InvalidSession ='S'
, SequenceAheadInLoginMessage ='Q'
, InvalidUnitGivenInLoginMessage ='I'
, InvalidReturnBitfieldInLoginMessage ='F'
,
InvalidLoginRequestMessageStructure ='M'
} |
| |
| enum class | LogoutReason : char { UserRequested ='U'
, EndofDay ='E'
, Administrative ='A'
, ProtocolViolation ='!'
} |
| |
| enum class | Side : char { Buy ='1'
, Sell ='2'
, Sell_short ='5'
, Sell_short_exempt ='6'
} |
| |
| enum class | ExecInst : char {
NoSpecialHandling ='\0'
, MarketPeg ='P'
, PrimaryPeg ='R'
, Midpoint ='M'
,
AlternateMidpoint ='L'
, ExternalDarkOnly ='u'
, ExternalDarkLit ='v'
, ExternalLitOnly ='w'
} |
| |
| enum class | OrdType : char { Market ='1'
, Limit ='2'
, Pegged ='P'
} |
| |
| enum class | TIF : char {
Day ='0'
, GTC ='1'
, ATO ='2'
, IOC ='3'
,
GTD ='6'
, ATC ='7'
} |
| |
| enum class | IDSource : char { ISIN ='4'
, RIC ='5'
} |
| |
| enum class | Capacity : char { Agency ='A'
, Principal ='P'
, Riskless ='R'
} |
| |
| enum class | DisplayIndicator : char { DisplayedOrder ='X'
, Invisible ='I'
} |
| |
| enum class | BookingType : char { RegularBooking ='0'
, CFD ='1'
} |
| |
| enum class | CancelOrigOnReject : char { LeaveOriginal ='N'
, CancelOriginal ='Y'
} |
| |
| enum class | PreviouslyReported : char { TradeWillPrint ='N'
, TradeWillNotPrint ='Y'
} |
| |
| enum class | TransactionCategory : char {
RegularTrade ='P'
, SpecialPrice ='F'
, DarkTrade ='D'
, TechnicalTrade ='T'
,
GiveUpGiveinTtrade ='G'
} |
| |
| enum class | TradeReportTransType : std::uint8_t { New =0
, Cancel =1
, Replace =2
, Release =3
} |
| |
| enum class | VenueType : char { OffBook ='X'
} |
| |
| enum class | TradingSessionSubId : std::uint8_t {
ScheduledOpeningAuction =2
, ScheduledClosingAuction =4
, ScheduledIntradayAuction =6
, UnscheduledAuction =9
,
ContinuousTrading =3
, PostTrading =5
, OutOfMainSessionTrading =10
} |
| |
| enum class | MatchType : std::uint8_t { OffExchange =1
, OnExchange =3
, SystematicInternalizer =9
} |
| |
| enum class | SecondaryTrdType : std::uint8_t { BenchmarkTrade =58
} |
| |
| enum class | TradePriceCondition : std::uint8_t { CumDividend =0
, ExDividend =2
} |
| |
| enum class | TradePublishIndicator : std::uint8_t { PublishTrade =1
, DeferredPublication =2
} |
| |
| enum class | ExecutionMethod : char { Automated ='A'
, Manual ='M'
, Unspecified ='U'
} |
| |
| enum class | BaseLiquidityIndicator : char { AddedLiquidity ='A'
, RemovedLiquidity ='R'
, RoutedAnotherMarket ='X'
, AuctionTrade ='C'
} |
| |
| enum class | SubLiquidityIndicator : char {
DarkPoolExecution ='D'
, AddedRPILiquidity ='E'
, RemovedLiquidity ='T'
, AddedHiddenLiquidityPriceImproved ='I'
,
AddedHiddenLiquidity ='H'
, ExecutionFromOrderJoinedNBBO ='J'
, AddedLiquidityHiddenPortionIceberg ='K'
, ExecutionFromOrderSetNBBO ='S'
,
AddedVisibleLiquidityPriceImproved ='V'
} |
| |
| enum class | CCP : char {
EuropeanMultilateralClearingFacility ='E'
, LCHClearnet ='L'
, SIXXXClear ='X'
, EuroCCP ='C'
,
NoneClearingSuppressed ='N'
} |
| |
| enum class | OrderRejectReason : char {
Admin ='A'
, CapacityUndefined ='C'
, DuplicateClOrdID ='D'
, Halted ='H'
,
IncorrectDataCenter ='I'
, TooLateToCancel ='J'
, OrderRateThresholdExceeded ='K'
, PriceExceedsCrossRange ='L'
,
MaxSizeExceeded ='M'
, NoLiquidityToExecuteAgainst ='N'
, ClOrdIDNotMatchKnownOrder ='O'
, CantModifyOrderInPendingFill ='P'
,
AwaitingFirstTrade ='Q'
, RoutingUnavailable ='R'
, RoutingOrderWouldTradeOnAwayDestination ='T'
, UserRequested ='U'
,
WouldWash ='V'
, AddLiquidityOnlyOrderWouldRemove ='W'
, OrderExpired ='X'
, SymbolNotSupported ='Y'
,
UnforeseenReason ='Z'
, BrokerOption ='b'
, LargeinScale ='l'
, ReserveReload ='r'
,
MarketAccessRiskLimitExceeded ='m'
, MaxOpenOrdersCountExceeded ='o'
, CrossedMarket ='x'
, OrderReceivedByBATSDuringReplay ='y'
} |
| |
| enum class | RestatementReason : char {
RepricingofPegOrder ='P'
, Reroute ='R'
, LockedInCross ='X'
, Wash ='W'
,
Reload ='L'
, LiquidityUpdated ='Q'
} |
| |
| enum class | Reason : char {
Admin ='A'
, DuplicateTradeReportID ='D'
, MarketAccessRiskLimitExceeded ='m'
, SymbolNotSupported ='Y'
,
UnforseenReason ='Z'
} |
| |
| enum class | AttributedQuote : char { DoNotAttributeFirmMPID ='N'
, AttributeFirmMPID ='Y'
} |
| |
|
| template<class MsgT , MsgT Msg> |
| class isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Header | __attribute__ ((packed)) |
| |
| template<class MsgT , MsgT Msg> |
| isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LogonRequest Header | __attribute__ ((packed)) |
| |
| template<class MsgT , MsgT Msg> |
| isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LogonReply Header | __attribute__ ((packed)) |
| |
| template<class SrcMsgDetails , class DestMsgDetails > |
| std::ostream & | operator<< (std::ostream &os, client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails > const &ec) noexcept(false) |
| |
| template<class SrcMsgDetails , class DestMsgDetails > |
| std::ostream & | operator<< (std::ostream &os, exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails > const &ec) noexcept(false) |
| |
| template<class SrcMsgDetails > |
| std::ostream & | operator<< (std::ostream &os, simulator_responses< SrcMsgDetails > const &ec) noexcept(false) |
| |
| template<class Ret > |
| constexpr Ret | convert (FIX::common::field_str_const_range_t const &)=delete |
| |
| template<> |
| constexpr OrdType | convert< OrdType > (FIX::common::field_str_const_range_t const &a) |
| |
| template<> |
| constexpr TIF | convert< TIF > (FIX::common::field_str_const_range_t const &a) |
| |
| template<> |
| constexpr Side | convert< Side > (FIX::common::field_str_const_range_t const &a) |
| |
| template<> |
| SecurityID_t | convert< SecurityID_t > (FIX::common::field_str_const_range_t const &a) |
| |
| template<> |
| Price_t | convert< Price_t > (FIX::common::field_str_const_range_t const &a) |
| |
| template<> |
| Quantity_t | convert< Quantity_t > (FIX::common::field_str_const_range_t const &a) |
| |
| std::ostream & | operator<< (std::ostream &os, MsgType m) |
| |
| std::ostream & | operator<< (std::ostream &os, LoginResponseStatus m) |
| |
| std::ostream & | operator<< (std::ostream &os, LogoutReason m) |
| |
| std::ostream & | operator<< (std::ostream &os, Side v) |
| |
| std::istream & | operator>> (std::istream &os, Side &v) |
| |
| std::ostream & | operator<< (std::ostream &os, OrdType v) |
| |
| std::istream & | operator>> (std::istream &os, OrdType &v) |
| |
| std::ostream & | operator<< (std::ostream &os, TIF v) |
| |
| std::istream & | operator>> (std::istream &os, TIF &v) |
| |
| std::ostream & | operator<< (std::ostream &os, OrderRejectReason m) |
| |
From <a href="http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Binary_Order_Entry_Specification.pdf>"BATS Chi-X Europe Binary Order Entry Specification", Version 1.44, 27 November, 2014
1.9.2