|
| using | CrossType_t = std::uint8_t |
| |
| using | MsgType_t = char |
| |
| using | SeqNum_t = std::int32_t |
| |
| using | Price_t = std::int64_t |
| |
| using | SecurityID_t = std::int32_t |
| |
| using | TransactTime_t = std::uint64_t |
| |
| using | Account_t = std::array< char, 10 > |
| |
| using | ClientOrderID_t = std::array< char, 20 > |
| |
| using | CommonSymbol_t = std::array< char, 8 > |
| |
| using | Counterparty_t = std::array< char, 11 > |
| |
| using | CrossID_t = std::array< char, 20 > |
| |
| using | ExecutionID_t = std::array< char, 12 > |
| |
| using | ExecutionReportRefID_t = std::array< char, 12 > |
| |
| using | ExpireDateTime_t = std::uint32_t |
| |
| using | OrderID_t = std::array< char, 12 > |
| |
| using | Password_t = std::array< char, 25 > |
| |
| using | PasswordExpiryDayCount_t = std::array< char, 30 > |
| |
| using | PublicOrderID_t = std::array< char, 12 > |
| |
| using | Reason_t = std::array< char, 20 > |
| |
| using | RejectReason_t = std::array< char, 30 > |
| |
| using | Segment_t = std::array< char, 4 > |
| |
| using | TraderID_t = std::array< char, 11 > |
| |
| using | UserName_t = std::array< char, 25 > |
| |
| using | ReservedField2_t = std::array< char, 2 > |
| |
| using | ReservedField3_t = std::array< char, 3 > |
| |
| using | ReservedField4_t = std::array< char, 4 > |
| |
| using | ReservedField6_t = std::array< char, 6 > |
| |
| using | ReservedField9_t = std::array< char, 9 > |
| |
| using | ReservedField10_t = std::array< char, 10 > |
| |
| using | ReservedField12_t = std::array< char, 12 > |
| |
| using | ReservedField20_t = std::array< char, 20 > |
| |
|
| enum class | AdminMsgType : MsgType_t {
LogonRequest ='A'
, LogonReply ='B'
, LogoutRequest ='5'
, Heartbeat ='0'
,
MissedMessageRequest ='M'
, MissedMessageRequestAck ='N'
, MissedMessageReport ='P'
, Reject ='3'
,
SystemStatus ='n'
, MatchAll =std::numeric_limits<MsgType_t>::max()-1
, Exit =std::numeric_limits<MsgType_t>::max()
} |
| |
| enum class | ClientMsgType : MsgType_t {
NewOrder ='D'
, OrderCancelRequest ='F'
, OrderMassCancelRequest ='q'
, OrderCancelReplaceRequest ='G'
,
NewQuote ='S'
, NewOrderCrossMessage ='C'
, CrossOrderCancelRequest ='H'
, MatchAll =std::numeric_limits<MsgType_t>::max()-1
,
Exit =std::numeric_limits<MsgType_t>::max()
} |
| |
| enum class | ServerMsgType : MsgType_t {
ExecutionReport ='8'
, OrderCancelReject ='9'
, OrderMassCancelReport ='r'
, BusinessMessageReject ='j'
,
MatchAll =std::numeric_limits<MsgType_t>::max()-1
, Exit =std::numeric_limits<MsgType_t>::max()
} |
| |
| enum class | ClearingAccount : std::uint8_t { Client =1u
, House =3u
} |
| |
| enum class | Capacity : std::uint8_t { RisklessPrincipal =1u
, Principal =2u
, Agency =3u
, CFDGiveUp =4u
} |
| |
| enum class | AutoCancel : std::uint8_t { DoNotCancel =0u
, Cancel =1u
} |
| |
| enum class | OrderType : std::uint8_t {
Market =1u
, Limit =2u
, Stop =3u
, StopLimit =4u
,
Pegged =50u
, PeggedLimitOrder =51u
} |
| |
| enum class | Anonymity : std::uint8_t { Anonymous =0u
, Named =1u
} |
| |
| enum class | TIF : std::uint8_t {
Day =0u
, GTC =1u
, IOC =3u
, FOK =4u
,
OPG =5u
, GTD =6u
, GTT =8u
, GFA1 =9u
,
ATC =10u
, CPX =12u
, GFA2 =50u
, GFX =51u
,
GFS =52u
} |
| |
| enum class | Side : std::uint8_t { Buy =1u
, Sell =2u
} |
| |
| enum class | PassiveOnlyOrder : std::uint8_t {
NoConstraint =0u
, AcceptOrderIfSettingNewBBOJoiningExistingBBO =1u
, AcceptOrderIfAtBBOInOneVisiblePricePoint =2u
, AcceptOrderIfAtBBOInTwoVisiblePricePoints =3u
,
NotMatchWithVisibleContraOrder =99u
, AcceptOrderIfSettingNewVisibleBBO =100u
} |
| |
| enum class | OrderSubType : std::uint8_t {
Order =0u
, Quote =3u
, PeggedOrder =5u
, PeggedMid =50u
,
Random =51u
, PeggedOffer =52u
} |
| |
| enum class | AppID : std::uint8_t { Partition1 =1u
, Partition2 =2u
, Partition3 =3u
} |
| |
| enum class | MESQualifier : std::int8_t { NonMES =0
, MES =1
} |
| |
| enum class | OrderSource : std::int8_t {
MarketParticipantDealsOnOwnAccount =1
, InstitutionalClientMarketParticipant =3
, RetailClientOrdersRouterDifferentMarketParticipant =7
, InstitutionalClientOrdersRouterDifferentMarketParticipant =8
,
RetailClientMarketParticipant =9
} |
| |
| enum class | RestatementReason : std::uint8_t {
GTRenewalRestatement =1u
, OrderRePriced =3u
, MarketOption =8u
, PartialDeclineOrderQty =51u
,
OrderReplenishment =100u
} |
| |
| enum class | ExecType : char {
New ='0'
, Cancelled ='4'
, Replaced ='5'
, Rejected ='8'
,
Suspended ='9'
, Expired ='C'
, Restated ='D'
, Trade ='F'
,
TradeCorrect ='G'
, TradeCancel ='H'
, Triggered ='L'
} |
| |
| enum class | OrderStatus : std::uint8_t {
New =0u
, Partiallyfilled =1u
, Filled =2u
, Cancelled =4u
,
Expired =6u
, Rejected =8u
, Suspended =9u
} |
| |
| enum class | Container : std::uint8_t {
None =0u
, OrderBook =1u
, MarketOrderContainer =3u
, ParkedOrderQueue =5u
,
StopOrderQueue =6u
, PeggedOrderContainer =7u
, PeggedOrder =20u
, EODVolumeAuctionUncross =21u
} |
| |
| enum class | TradeLiquidityIndicator : char { AddedLiquidity ='A'
, RemovedLiquidity ='R'
, Auction ='C'
} |
| |
| enum class | PriceDifferential : char {
Aggressive ='A'
, NewVisibleBBO ='B'
, JoinVisibleBBO ='1'
, JoiningSetting2ndBestVisiblePrice ='2'
,
JoiningSetting3rdBestVisiblePrice ='3'
, JoiningSetting4thBestVisiblePrice ='4'
, JoiningSetting5thBestVisiblePrice ='5'
, JoiningSetting6thBestVisiblePrice ='6'
,
JoiningSetting7thBestVisiblePrice ='7'
, JoiningSetting8thBestVisiblePrice ='8'
, JoiningSetting9thBestVisiblePriceOrWorsePricePoint ='9'
, Passive ='P'
} |
| |
| enum class | TypeOfTrade : std::uint8_t { Visible =0u
, Hidden =1u
, NotSpecified =2u
} |
| |
| enum class | MassCancelRequestType : std::uint8_t {
AllFirmOrdersInstrument =3u
, AllFirmOrdersOfSegment =4u
, AllOrdersSubmittedByTrader =7u
, AllFirmOrders =8u
,
AllOrdersOfInstrument =9u
, AllOrdersOfSegment =15u
} |
| |
| enum class | AppStatus : std::uint8_t { RecoveryServiceResumed =1u
, RecoveryServiceNotAvailable =2u
, PartitionSuspended =3u
} |
| |
| enum class | MassCancelResponse : std::uint8_t { Rejected =0u
, Accepted =7u
} |
| |
| enum class | TargetBook : std::int8_t { LitOrderBook =0
, DarkMidpointOrderBook =1
} |
| |
| enum class | ExecInstruction : std::int8_t { Default =0
, TurquoiseUncross =1
, ContinuousOnly =2
, ContinuousAndTurquoiseUncross =5
} |
| |
| enum class | PegPriceType : std::int8_t { MidPoint =0
} |
| |
| enum class | OrderBook : std::int8_t { Regular =1
} |
| |
| enum class | ExecutionInstruction : std::int8_t { DoNotExcludeHiddenOrders =0
, ExcludeHiddenOrders =1
, IncludeInEODVolumeAuctionUncross =2
} |
| |
| enum class | Status : std::uint8_t { AllMessagesTransmitted =0u
, MessageLimitReached =1u
, ServiceUnavailable =2u
} |
| |
| enum class | CrossType : std::uint8_t { InternalCross =5
} |
| |
| enum class | IsMarketOpsRequest : std::uint8_t { No =0u
, Yes =1u
} |
| |
|
| template<class Ret > |
| Ret | convert (FIX::common::field_str_const_range_t const &) __attribute__((pure))=delete |
| |
| template<> |
| constexpr OrderType | convert< OrderType > (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<class MsgT , class RefData > |
| constexpr SecurityID_t | convert_SecurityID_t (MsgT const &msg, RefData const &ref_data) |
| |
| template<> |
| Price_t | convert< Price_t > (FIX::common::field_str_const_range_t const &a) |
| |
| std::ostream & | operator<< (std::ostream &is, ref_data::security_id_key const &sik) noexcept(false) |
| |
| std::ostream & | operator<< (std::ostream &is, ref_data const &rd) noexcept(false) |
| |
| 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) |
| |
| class isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Header | __attribute__ ((packed)) |
| |
| std::ostream & | operator<< (std::ostream &os, AdminMsgType v) noexcept(false) |
| |
| std::ostream & | operator<< (std::ostream &os, ClientMsgType v) noexcept(false) |
| |
| std::ostream & | operator<< (std::ostream &os, ServerMsgType v) noexcept(false) |
| |
| std::ostream & | operator<< (std::ostream &os, ClearingAccount v) |
| |
| std::ostream & | operator<< (std::ostream &os, Capacity v) |
| |
| std::ostream & | operator<< (std::ostream &os, AutoCancel v) |
| |
| std::ostream & | operator<< (std::ostream &os, OrderType v) |
| |
| std::istream & | operator>> (std::istream &os, OrderType &v) |
| |
| std::ostream & | operator<< (std::ostream &os, Anonymity v) |
| |
| std::ostream & | operator<< (std::ostream &os, TIF v) |
| |
| std::istream & | operator>> (std::istream &os, TIF &v) |
| |
| std::ostream & | operator<< (std::ostream &os, Side v) |
| |
| std::istream & | operator>> (std::istream &os, Side &v) |
| |
| std::ostream & | operator<< (std::ostream &os, PassiveOnlyOrder v) |
| |
| std::ostream & | operator<< (std::ostream &os, OrderSubType v) |
| |
| std::ostream & | operator<< (std::ostream &os, AppID v) |
| |
| std::ostream & | operator<< (std::ostream &os, MESQualifier v) |
| |
| std::ostream & | operator<< (std::ostream &os, OrderSource v) |
| |
| std::ostream & | operator<< (std::ostream &os, RestatementReason v) |
| |
| std::ostream & | operator<< (std::ostream &os, ExecType v) |
| |
| std::ostream & | operator<< (std::ostream &os, OrderStatus v) |
| |
1.9.2