|
| using | ref_data_t = ref_data const & |
| |
| using | CrossType_t = std::uint8_t |
| |
| using | MsgType_t = char |
| |
| 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 | AdminMsgType : MsgType_t {
AdminMsgType::LogonRequest ='A',
AdminMsgType::LogonReply ='B',
AdminMsgType::LogoutRequest ='5',
AdminMsgType::Heartbeat ='0',
AdminMsgType::MissedMessageRequest ='M',
AdminMsgType::MissedMessageRequestAck ='N',
AdminMsgType::MissedMessageReport ='P',
AdminMsgType::Reject ='3',
AdminMsgType::SystemStatus ='n'
} |
| |
| enum | ClientMsgType : MsgType_t {
ClientMsgType::NewOrder ='D',
ClientMsgType::OrderCancelRequest ='F',
ClientMsgType::OrderMassCancelRequest ='q',
ClientMsgType::OrderCancelReplaceRequest ='G',
ClientMsgType::NewQuote ='S',
ClientMsgType::NewOrderCrossMessage ='C',
ClientMsgType::CrossOrderCancelRequest ='H'
} |
| |
| enum | ServerMsgType : MsgType_t { ServerMsgType::ExecutionReport ='8',
ServerMsgType::OrderCancelReject ='9',
ServerMsgType::OrderMassCancelReport ='r',
ServerMsgType::BusinessMessageReject ='j'
} |
| |
| enum | ClearingAccount : std::uint8_t { ClearingAccount::Client =1u,
ClearingAccount::House =3u
} |
| |
| enum | Capacity : std::uint8_t { Capacity::RisklessPrincipal =1u,
Capacity::Principal =2u,
Capacity::Agency =3u,
Capacity::CFDGiveUp =4u
} |
| |
| enum | AutoCancel : std::uint8_t { AutoCancel::DoNotCancel =0u,
AutoCancel::Cancel =1u
} |
| |
| enum | OrderType : std::uint8_t {
OrderType::Market =1u,
OrderType::Limit =2u,
OrderType::Stop =3u,
OrderType::StopLimit =4u,
OrderType::Pegged =50u,
OrderType::PeggedLimitOrder =51u
} |
| |
| enum | Anonymity : std::uint8_t { Anonymity::Anonymous =0u,
Anonymity::Named =1u
} |
| |
| enum | TIF : std::uint8_t {
TIF::Day =0u,
TIF::GTC =1u,
TIF::IOC =3u,
TIF::FOK =4u,
TIF::OPG =5u,
TIF::GTD =6u,
TIF::GTT =8u,
TIF::GFA1 =9u,
TIF::ATC =10u,
TIF::CPX =12u,
TIF::GFA2 =50u,
TIF::GFX =51u,
TIF::GFS =52u
} |
| |
| enum | Side : std::uint8_t { Side::Buy =1u,
Side::Sell =2u
} |
| |
| enum | PassiveOnlyOrder : std::uint8_t {
PassiveOnlyOrder::NoConstraint =0u,
PassiveOnlyOrder::AcceptOrderIfSettingNewBBOJoiningExistingBBO =1u,
PassiveOnlyOrder::AcceptOrderIfAtBBOInOneVisiblePricePoint =2u,
PassiveOnlyOrder::AcceptOrderIfAtBBOInTwoVisiblePricePoints =3u,
PassiveOnlyOrder::NotMatchWithVisibleContraOrder =99u,
PassiveOnlyOrder::AcceptOrderIfSettingNewVisibleBBO =100u
} |
| |
| enum | OrderSubType : std::uint8_t {
OrderSubType::Order =0u,
OrderSubType::Quote =3u,
OrderSubType::PeggedOrder =5u,
OrderSubType::PeggedMid =50u,
OrderSubType::Random =51u,
OrderSubType::PeggedOffer =52u
} |
| |
| enum | AppID : std::uint8_t { AppID::Partition1 =1u,
AppID::Partition2 =2u,
AppID::Partition3 =3u
} |
| |
| enum | MESQualifier : std::int8_t { MESQualifier::NonMES =0,
MESQualifier::MES =1
} |
| |
| enum | OrderSource : std::int8_t {
OrderSource::MarketParticipantDealsOnOwnAccount =1,
OrderSource::InstitutionalClientMarketParticipant =3,
OrderSource::RetailClientOrdersRouterDifferentMarketParticipant =7,
OrderSource::InstitutionalClientOrdersRouterDifferentMarketParticipant =8,
OrderSource::RetailClientMarketParticipant =9
} |
| |
| enum | RestatementReason : std::uint8_t {
RestatementReason::GTRenewalRestatement =1u,
RestatementReason::OrderRePriced =3u,
RestatementReason::MarketOption =8u,
RestatementReason::PartialDeclineOrderQty =51u,
RestatementReason::OrderReplenishment =100u
} |
| |
| enum | ExecType : char {
ExecType::New ='0',
ExecType::Cancelled ='4',
ExecType::Replaced ='5',
ExecType::Rejected ='8',
ExecType::Suspended ='9',
ExecType::Expired ='C',
ExecType::Restated ='D',
ExecType::Trade ='F',
ExecType::TradeCorrect ='G',
ExecType::TradeCancel ='H',
ExecType::Triggered ='L'
} |
| |
| enum | OrderStatus : std::uint8_t {
OrderStatus::New =0u,
OrderStatus::Partiallyfilled =1u,
OrderStatus::Filled =2u,
OrderStatus::Cancelled =4u,
OrderStatus::Expired =6u,
OrderStatus::Rejected =8u,
OrderStatus::Suspended =9u
} |
| |
| enum | Container : std::uint8_t {
Container::None =0u,
Container::OrderBook =1u,
Container::MarketOrderContainer =3u,
Container::ParkedOrderQueue =5u,
Container::StopOrderQueue =6u,
Container::PeggedOrderContainer =7u,
Container::PeggedOrder =20u,
Container::EODVolumeAuctionUncross =21u
} |
| |
| enum | TradeLiquidityIndicator : char { TradeLiquidityIndicator::AddedLiquidity ='A',
TradeLiquidityIndicator::RemovedLiquidity ='R',
TradeLiquidityIndicator::Auction ='C'
} |
| |
| enum | PriceDifferential : char {
PriceDifferential::Aggressive ='A',
PriceDifferential::NewVisibleBBO ='B',
PriceDifferential::JoinVisibleBBO ='1',
PriceDifferential::JoiningSetting2ndBestVisiblePrice ='2',
PriceDifferential::JoiningSetting3rdBestVisiblePrice ='3',
PriceDifferential::JoiningSetting4thBestVisiblePrice ='4',
PriceDifferential::JoiningSetting5thBestVisiblePrice ='5',
PriceDifferential::JoiningSetting6thBestVisiblePrice ='6',
PriceDifferential::JoiningSetting7thBestVisiblePrice ='7',
PriceDifferential::JoiningSetting8thBestVisiblePrice ='8',
PriceDifferential::JoiningSetting9thBestVisiblePriceOrWorsePricePoint ='9',
PriceDifferential::Passive ='P'
} |
| |
| enum | TypeOfTrade : std::uint8_t { TypeOfTrade::Visible =0u,
TypeOfTrade::Hidden =1u,
TypeOfTrade::NotSpecified =2u
} |
| |
| enum | MassCancelRequestType : std::uint8_t {
MassCancelRequestType::AllFirmOrdersInstrument =3u,
MassCancelRequestType::AllFirmOrdersOfSegment =4u,
MassCancelRequestType::AllOrdersSubmittedByTrader =7u,
MassCancelRequestType::AllFirmOrders =8u,
MassCancelRequestType::AllOrdersOfInstrument =9u,
MassCancelRequestType::AllOrdersOfSegment =15u
} |
| |
| enum | AppStatus : std::uint8_t { AppStatus::RecoveryServiceResumed =1u,
AppStatus::RecoveryServiceNotAvailable =2u,
AppStatus::PartitionSuspended =3u
} |
| |
| enum | MassCancelResponse : std::uint8_t { MassCancelResponse::Rejected =0u,
MassCancelResponse::Accepted =7u
} |
| |
| enum | TargetBook : std::int8_t { TargetBook::LitOrderBook =0,
TargetBook::DarkMidpointOrderBook =1
} |
| |
| enum | ExecInstruction : std::int8_t { ExecInstruction::Default =0,
ExecInstruction::TurquoiseUncross =1,
ExecInstruction::ContinuousOnly =2,
ExecInstruction::ContinuousAndTurquoiseUncross =5
} |
| |
| enum | PegPriceType : std::int8_t { PegPriceType::MidPoint =0
} |
| |
| enum | OrderBook : std::int8_t { OrderBook::Regular =1
} |
| |
| enum | ExecutionInstruction : std::int8_t { ExecutionInstruction::DoNotExcludeHiddenOrders =0,
ExecutionInstruction::ExcludeHiddenOrders =1,
ExecutionInstruction::IncludeInEODVolumeAuctionUncross =2
} |
| |
| enum | Status : std::uint8_t { Status::AllMessagesTransmitted =0u,
Status::MessageLimitReached =1u,
Status::ServiceUnavailable =2u
} |
| |
| enum | CrossType : std::uint8_t { CrossType::InternalCross =5
} |
| |
| enum | IsMarketOpsRequest : std::uint8_t { IsMarketOpsRequest::No =0u,
IsMarketOpsRequest::Yes =1u
} |
| |
|
| template<class Ret > |
| Ret | convert (FIX::common::field_str_range_t const &) __attribute__((pure))=delete |
| |
| template<> |
| constexpr OrderType | convert< OrderType > (FIX::common::field_str_range_t const &a) |
| |
| template<> |
| constexpr TIF | convert< TIF > (FIX::common::field_str_range_t const &a) |
| |
| template<> |
| constexpr Side | convert< Side > (FIX::common::field_str_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_range_t const &a) |
| |
| template<> |
| std::int32_t | convert< std::int32_t > (FIX::common::field_str_range_t const &a) |
| |
| template<> |
| std::uint32_t | convert< std::uint32_t > (FIX::common::field_str_range_t const &a) |
| |
| template<> |
| std::uint64_t | convert< std::uint64_t > (FIX::common::field_str_range_t const &a) |
| |
| template<> |
| | LogonRequest::LogonRequest< FIX::v5_0sp2::MsgTypes::LogonRequest > (FIX::v5_0sp2::MsgTypes::LogonRequest const &msg) noexcept(true) |
| |
| template<> |
| constexpr | LogoutRequest::LogoutRequest< FIX::v5_0sp2::MsgTypes::LogoutRequest > (FIX::v5_0sp2::MsgTypes::LogoutRequest const &, Reason_t r) noexcept(true) |
| |
| template<> |
| constexpr | Heartbeat::Heartbeat< FIX::v5_0sp2::MsgTypes::ClientHeartbeat > (FIX::v5_0sp2::MsgTypes::ClientHeartbeat const &) noexcept(true) |
| |
struct
jmmcg::exchanges::MIT::common::Header | __attribute__ ((packed)) |
| |
| template<class RefData , class SrcMsgDetails , class DestMsgDetails , class SktT > |
| std::ostream & | operator<< (std::ostream &os, client_to_exchange_transformations< RefData, SrcMsgDetails, DestMsgDetails, SktT > const &ec) noexcept(false) |
| |
| template<class RefData , class SrcMsgDetails , class DestMsgDetails , class SktT > |
| std::ostream & | operator<< (std::ostream &os, exchange_to_client_transformations< RefData, SrcMsgDetails, DestMsgDetails, SktT > const &ec) noexcept(false) |
| |
| template<class SrcMsgDetails , class SktT > |
| std::ostream & | operator<< (std::ostream &os, simulator_responses< SrcMsgDetails, SktT > const &ec) noexcept(false) |
| |
| std::ostream & | operator<< (std::ostream &is, ref_data::security_id_key const &sik) noexcept(false) |
| |
| std::ostream & | operator<< (std::ostream &is, ref_data_t rd) 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) |
| |
1.8.5 
