com.marketfactory.api Namespace Reference

Classes
class	AcceptOrder
class	APIFeed
	A market-data and trading feed. More...
class	APIMarket
	An exchange-specific market. More...
class	BuildInfo
class	CancelQuote
class	DateRollover
class	DropCopy
	Trading Event: A copy of a trade match on behalf of another client. More...
class	EventReport
class	FeedMarketID
	Struct that contains a (market, feed) pair. More...
class	HighResolutionDateTime
class	IdAllocator
class	IDNamePair
class	JsonFromClient
class	JsonFromServer
class	KeyValuePair
class	Level
class	LockResponse
class	LogFormatter
class	Logger
class	MarketView
	A container for a market-data update for a single market. More...
class	MassQuoteAck
class	MDElementEnum
class	MDEntry
	A market data entry, which indicates how to update a book. More...
class	MDUpdateActionEnum
class	MFAdmin
	An API admin which contains a MFClient for function forwarding. More...
interface	MFAdminHandler
	An interface for callbacks of an administrator. More...
class	MFBaseClient
	An API client, which processes a single network connection. More...
interface	MFBaseHandler
class	MFClient
class	MFDecimal
	A thin immutable wrapper for a floating point number. More...
struct	MFFloat
	A thin wrapper for a fixed-precision floating point number. More...
interface	MFHandler
	An interface for callbacks of a market-data client. More...
class	MFMarketMaker
	A maker API client, which processes a single network connection. More...
interface	MFMarketMakerHandler
class	MFMassQuote
class	MFQuote
class	MFUtil
	A utility class, which provides some convenience methods. More...
class	NewOrder
	Trading Event: An order hitting a quote. More...
class	OrderCanceled
	Trading Event: Indicates that an order was canceled, either by the user, or by the exchange. More...
class	OrderCancelRejected
	Trading Event: Rejection of a request to cancel an order. More...
class	OrderDone
	Trading Event: Indicates the completion and final removal of an order. More...
class	OrderParameters
	Reusable order parameters holder. More...
class	OrderParametersBuilder
	Order parameters builder builds an OrderParameters object. Use the 'Add' methods to add key/value pairs representing the order parameters; and build the OrderParameters with Build(). Use this mechanism when you want to reuse the same set of parameters for multiple orders. More...
class	OrderReceived
	Trading Event: Acknowledgement that an order has been received. More...
class	OrderRejected
	Trading Event: Rejection of a request to place an order. More...
class	OrderSubmitted
	Trading Event: Acknowledgement that an order was placed succesfully. More...
class	OrderTimeout
class	QuoteRequest
	A request to stream quotes. More...
class	RejectOrder
class	RejectQuoteRequest
	Market maker rejects quote request. More...
class	ReplayDone
	Replay notification sent to client after the replay request has been processed. More...
class	RiskLimitStatus
	Status of supplied group limit. More...
class	RiskResponse
	Enumerates which risk data succeeded and which failed. More...
class	RiskUsageStatus
	Status of supplied user state. More...
class	SideEnum
class	Subscription
	Description of a subcription. More...
class	SubscriptionEvent
	An event that provides updates on the status of each subscription. More...
class	TextWriter
class	TradeCapture
	Trading Event: A trade match for an existing order. More...
class	TradeCaptureAck
	Trading Event: trade acknowledgement was rejected. More...
class	Version

Enumerations
enum	APIResult : sbyte {   OK = ((sbyte)0),   COULD_NOT_CONNECT = ((sbyte)10),   TIMEOUT = ((sbyte)11),   BUFFER_FULL = ((sbyte)12),   COULD_NOT_OPEN = ((sbyte)14),   SOCKERR_DNS = ((sbyte)101),   SOCKERR_CREATE = ((sbyte)102),   SOCKERR_CONNECT = ((sbyte)103),   SOCKERR_CLOSED = ((sbyte)104),   SOCKERR_READING = ((sbyte)105),   SOCKERR_WRITING = ((sbyte)106),   NOT_CONNECTED = ((sbyte)20),   NOT_RUNNING = ((sbyte)21),   IS_CONNECTED = ((sbyte)22),   IS_RUNNING = ((sbyte)23),   IS_STOPPING = ((sbyte)24),   EXCEPTION_THROWN = ((sbyte)25),   PROTOCOL_ERROR = ((sbyte)30),   INCOMPATIBLE_PROTOCOL = ((sbyte)31),   INVALID_USER = ((sbyte)32),   INVALID_PASSWORD = ((sbyte)33),   USER_ALREADY_CONNECTED = ((sbyte)34),   COULD_NOT_LOGIN = ((sbyte)35),   INVALID_FEED = ((sbyte)40),   INVALID_MARKET = ((sbyte)41),   INVALID_ORDERID = ((sbyte)42),   INVALID_BATCHID = ((sbyte)43),   INVALID_CLIENT_ORDERID = ((sbyte)44),   DUPLICATE_CLIENT_ORDERID = ((sbyte)45),   INVALID_MARKETDATA_FEED = ((sbyte)46),   INVALID_TRADING_FEED = ((sbyte)47),   USER_LOCKED = ((sbyte)48),   SYSTEM_LOCKED = ((sbyte)49),   ADMIN_HANDLER_FAULT = ((sbyte)50),   INVALID_PARAMETER = ((sbyte)-4),   NOT_IMPLEMENTED = ((sbyte)-3),   NOT_APPLICABLE = ((sbyte)-2),   _INVALID = ((sbyte)-1) }
	Result/error codes provided by the API methods. More...
enum	APITest : sbyte {   NONE = ((sbyte)0),   INVOKE_EVENT_REPORT = ((sbyte)1),   FORCE_LOCAL_DISCONNECT = ((sbyte)2),   FORCE_REMOTE_DISCONNECT = ((sbyte)3),   TEST_FULL_BUFFER = ((sbyte)4),   FORCE_DISCONNECT_FEEDS = ((sbyte)5),   EXTRA_TEST2 = ((sbyte)6),   EXTRA_TEST3 = ((sbyte)7),   EXTRA_TEST4 = ((sbyte)8),   EXTRA_TEST5 = ((sbyte)9),   _INVALID = ((sbyte)-1) }
	Various tests that can be invoked client-side to test out the API. More...
enum	APIType : sbyte {   MARKETDATA = ((sbyte)0),   TRADING = ((sbyte)1),   DROPCOPY = ((sbyte)2),   MARKET_MAKER_PRICING = ((sbyte)3),   MARKET_MAKER_TRADING = ((sbyte)4),   _INVALID = ((sbyte)-1) }
	Many of the calls pertain to either market-data or trading; this enum allows us to specify that. More...
enum	CancelReason : sbyte {   CANCEL_REQUESTED = ((sbyte)1),   BY_EXCHANGE = ((sbyte)2),   ORDER_MODIFIED = ((sbyte)3),   BY_ADMIN = ((sbyte)4),   _INVALID = ((sbyte)-1) }
	The reason that an order was canceled. More...
enum	CancelRejectReason : sbyte {   TOO_LATE_TO_CANCEL = ((sbyte)0),   UNKNOWN_ORDER = ((sbyte)1),   DUPLICATE_CLORDID_RECEIVED = ((sbyte)6),   INVALID_CANCEL = ((sbyte)11),   OTHER = ((sbyte)12),   ORDER_NOT_ACTIVE = ((sbyte)13),   INVALID_FEED = ((sbyte)14),   INVALID_MARKET = ((sbyte)15),   NOT_IMPLEMENTED = ((sbyte)100),   FEED_DOWN = ((sbyte)22),   TOO_MANY_ORDER_SUBMITS = ((sbyte)28),   RESEND_REQUESTED = ((sbyte)29),   LOCKED_USER = ((sbyte)31),   EXCEEDS_NOP_LIMIT = ((sbyte)32),   EXCEEDS_DSL_LIMIT = ((sbyte)33),   EXCEEDS_POSITION_LIMIT = ((sbyte)34),   EXCEEDS_PENDING_LIMIT = ((sbyte)35),   EXCEEDS_SINGLE_LIMIT = ((sbyte)36),   TRADE_LIMIT_RESTRICTION = ((sbyte)40),   NOT_APPLICABLE = ((sbyte)-2),   _INVALID = ((sbyte)-1) }
enum	CcyType : sbyte {   MARKET = ((sbyte)0),   BASE = ((sbyte)1),   COUNTER = ((sbyte)2),   _INVALID = ((sbyte)-1) }
enum	ConnectionResponse : sbyte {   SUCCESS = ((sbyte)0),   FAILED_INVALID_USER = ((sbyte)1),   FAILED_INVALID_PASSWORD = ((sbyte)2),   FAILED_USER_ALREADY_CONNECTED = ((sbyte)3),   FAILED_OTHER = ((sbyte)4),   FAILED_INCOMPATIBLE_PROTOCOL = ((sbyte)5),   FAILED_USER_LOCKED = ((sbyte)7),   FAILED_SYSTEM_LOCKED = ((sbyte)8),   _INVALID = ((sbyte)-1) }
enum	ExchEventType : sbyte {   CREDITAVAILABLE = ((sbyte)1),   CREDITLOW = ((sbyte)2),   CREDITEXHAUSTED = ((sbyte)3),   TRADEDATEROLLOVER = ((sbyte)4),   VALUEDATEROLLOVER = ((sbyte)5),   TRADING_OPEN = ((sbyte)6),   TRADING_CLOSED = ((sbyte)7),   ERROR = ((sbyte)10),   PRE_OPEN = ((sbyte)11),   NO_CANCEL = ((sbyte)12),   _INVALID = ((sbyte)-1) }
enum	FeedFlag : sbyte {   MARKET_DATA = ((sbyte)1),   TRADING = ((sbyte)2),   BATCHING = ((sbyte)3),   DROPCOPY = ((sbyte)4),   GTC = ((sbyte)5),   IOC = ((sbyte)6),   FOK = ((sbyte)7),   AGGREGATE = ((sbyte)8),   MARKET_MAKING = ((sbyte)9),   _INVALID = ((sbyte)-1) }
	Values for the bit mask used to identify the flags for APIFeed. More...
enum	InstrumentType : sbyte {   SPOT = ((sbyte)1),   FUTURE = ((sbyte)2),   FORWARD = ((sbyte)3),   NDF = ((sbyte)4),   SWAP = ((sbyte)5),   _INVALID = ((sbyte)-1) }
	Type of market instrument. More...
enum	LockStatus : sbyte {   SUCCESS = ((sbyte)1),   ERROR = ((sbyte)2),   _INVALID = ((sbyte)-1) }
enum	MatchStatus : sbyte {   PENDING = ((sbyte)3),   DONE = ((sbyte)0),   ERROR = ((sbyte)4),   _INVALID = ((sbyte)-1) }
enum	MDElement : sbyte {   LEVEL = ((sbyte)1),   AMOUNT_CONS = ((sbyte)2),   SPREAD_CONS = ((sbyte)3),   LOCAL_BEST = ((sbyte)4),   EXCHANGE_BEST = ((sbyte)5),   LAST_TRADE = ((sbyte)6),   LAST_TRADE_NO_SIDE = ((sbyte)7),   WORST_TRADE = ((sbyte)8),   LEVEL_QUOTE = ((sbyte)9),   LEVEL_QUOTE_AMT_TIER = ((sbyte)10),   QUOTE = ((sbyte)11),   QUOTE_AMT_TIER = ((sbyte)12),   ORDER = ((sbyte)13),   _INVALID = ((sbyte)-1) }
enum	MDSource : sbyte {   MARKET_DATA = ((sbyte)1),   OBSCURE = ((sbyte)2),   ENHANCEMENT = ((sbyte)4),   MF_BOOK = ((sbyte)8),   _INVALID = ((sbyte)-1) }
	Values for the bit mask used to identify the source of an MDEntry. More...
enum	MDUpdateAction : sbyte {   NEW = ((sbyte)0),   CHANGE = ((sbyte)1),   DELETE = ((sbyte)2),   _INVALID = ((sbyte)-1) }
enum	OrderParams {   OrderOriginationTrader,   MiFIDAlgorithmicOrderFlag }
enum	OrderStatus : sbyte {   PARTIALLY_FILLED = ((sbyte)1),   FILLED = ((sbyte)2),   ACCEPTED = ((sbyte)3),   _INVALID = ((sbyte)-1) }
	The status of an order. More...
enum	OrderType : sbyte {   MARKET = ((sbyte)1),   LIMIT = ((sbyte)2),   STOP = ((sbyte)3),   STOPLIMIT = ((sbyte)4),   MARKETLIMIT = ((sbyte)5),   PREVIOUSLY_QUOTED = ((sbyte)6),   VWAP_SWEEP = ((sbyte)7),   PREVIOUSLY_QUOTED_AMT_TIER = ((sbyte)8),   _INVALID = ((sbyte)-1) }
enum	QuoteCancelType : sbyte {   CANCEL_FOR_SYMBOL = ((sbyte)1),   CANCEL_ALL_QUOTES = ((sbyte)4),   CANCEL_QUOTE_SPECIFIED_IN_QUOTE_ID = ((sbyte)5),   _INVALID = ((sbyte)-1) }
enum	QuoteRequestRejectReason : sbyte {   OTHER = ((sbyte)1),   UNKNOWN_SYMBOL = ((sbyte)2),   NOT_ALLOWED = ((sbyte)3),   PASS = ((sbyte)4),   EXCEEDS_LIMIT = ((sbyte)5),   NOT_AVAILABLE = ((sbyte)6),   INVALID_SETTLDATE = ((sbyte)7),   INVALID_AMOUNT = ((sbyte)8),   _INVALID = ((sbyte)-1) }
enum	QuoteStatus : sbyte {   EXPIRED = ((sbyte)1),   REJECTED = ((sbyte)2),   CANCELED = ((sbyte)3),   NOT_APPLICABLE = ((sbyte)-2),   _INVALID = ((sbyte)-1) }
enum	RejectReason : sbyte {   NOT_SUBSCRIBED = ((sbyte)0),   UNKNOWN_SYMBOL = ((sbyte)1),   EXCHANGE_NOT_AVAILABLE = ((sbyte)2),   CREDIT_LOW = ((sbyte)3),   DUPLICATE_ORDER = ((sbyte)6),   INCORRECT_QUANTITY = ((sbyte)13),   INCORRECT_PRICE = ((sbyte)17),   INVALID_ORDER = ((sbyte)18),   INVALID_FEED = ((sbyte)20),   INVALID_MARKET = ((sbyte)21),   FEED_DOWN = ((sbyte)22),   INVALID_ORDER_TYPE = ((sbyte)23),   INVALID_TIME_IN_FORCE = ((sbyte)24),   INVALID_CLORDID = ((sbyte)25),   UNKNOWN_ORDER = ((sbyte)27),   TOO_MANY_ORDER_SUBMITS = ((sbyte)28),   RESEND_REQUESTED = ((sbyte)29),   MARKET_NOT_ACTIVE = ((sbyte)30),   LOCKED_USER = ((sbyte)31),   EXCEEDS_NOP_LIMIT = ((sbyte)32),   EXCEEDS_DSL_LIMIT = ((sbyte)33),   EXCEEDS_POSITION_LIMIT = ((sbyte)34),   EXCEEDS_PENDING_LIMIT = ((sbyte)35),   EXCEEDS_SINGLE_LIMIT = ((sbyte)36),   TRADE_LIMIT_RESTRICTION = ((sbyte)40),   INVALID_MODEL = ((sbyte)45),   INVALID_MIN_AMOUNT = ((sbyte)46),   NOT_APPLICABLE = ((sbyte)-2),   _INVALID = ((sbyte)-1) }
	The reason that the request failed. More...
enum	ReplayStatus : sbyte {   DONE = ((sbyte)1),   REJECTED = ((sbyte)2),   _INVALID = ((sbyte)-1) }
enum	RiskStatus : sbyte {   SUCCESS = ((sbyte)1),   INVALID_PERMISSIONS = ((sbyte)2),   INVALID_GROUP = ((sbyte)3),   INVALID_USER = ((sbyte)4),   INVALID_ADMIN = ((sbyte)5),   INVALID_FEED = ((sbyte)6),   INVALID_MARKET = ((sbyte)7),   INVALID_SETTLDATE = ((sbyte)8),   INVALID_AMOUNT = ((sbyte)9),   INVALID_DROPCOPY_SEQID = ((sbyte)10),   INVALID_DROPCOPY_FEED = ((sbyte)11),   MISSING_RISK_DATA = ((sbyte)20),   _INVALID = ((sbyte)-1) }
enum	Side : sbyte {   BID = ((sbyte)1),   OFR = ((sbyte)2),   BOTH = ((sbyte)3),   MIDPOINT = ((sbyte)4),   _INVALID = ((sbyte)-1) }
enum	StandardTenor : sbyte {   NA = ((sbyte)0),   TOD = ((sbyte)1),   TOM = ((sbyte)2),   ON = ((sbyte)3),   TN = ((sbyte)4),   SP = ((sbyte)5),   SN = ((sbyte)6),   W1 = ((sbyte)7),   W2 = ((sbyte)8),   W3 = ((sbyte)9),   M1 = ((sbyte)10),   M2 = ((sbyte)11),   M3 = ((sbyte)12),   M4 = ((sbyte)13),   M5 = ((sbyte)14),   M6 = ((sbyte)15),   M7 = ((sbyte)16),   M8 = ((sbyte)17),   M9 = ((sbyte)18),   M10 = ((sbyte)19),   M11 = ((sbyte)20),   Y1 = ((sbyte)21),   M15 = ((sbyte)22),   M18 = ((sbyte)23),   M21 = ((sbyte)24),   Y2 = ((sbyte)25),   _INVALID = ((sbyte)-1) }
	Standard length of time used in forwards. More...
enum	SubscriptionStatus : sbyte {   INVALID = ((sbyte)0),   ENABLED = ((sbyte)1),   DISABLED = ((sbyte)2),   ERROR = ((sbyte)3),   _INVALID = ((sbyte)-1) }
enum	TimeInForce : sbyte {   DAY = ((sbyte)0),   GTC = ((sbyte)1),   IOC = ((sbyte)3),   FOK = ((sbyte)4),   _INVALID = ((sbyte)-1) }
enum	TradeStatus : sbyte {   REJECTED = ((sbyte)1),   CANCEL_REQUESTED = ((sbyte)2),   NOT_APPLICABLE = ((sbyte)-2),   _INVALID = ((sbyte)-1) }
enum	UserType : sbyte {   INTERNAL = ((sbyte)0),   REGULAR = ((sbyte)1),   ADMIN = ((sbyte)2),   MONITORED = ((sbyte)3),   MODEL = ((sbyte)4),   MARKET_MAKER = ((sbyte)5),   SUPER = ((sbyte)6),   _INVALID = ((sbyte)-1) }

Enumeration Type Documentation

OrderParams

enum OrderParams

strong

Enumerator
OrderOriginationTrader
MiFIDAlgorithmicOrderFlag

APIResult

enum APIResult : sbyte

strong

Result/error codes provided by the API methods.

Enumerator
OK	Success; no error.
COULD_NOT_CONNECT	Connection failed, server down or invalid host/port.
TIMEOUT	Keepalive messages timed out, connection probably stale.
BUFFER_FULL	Incoming or outgoing buffers full.
COULD_NOT_OPEN	File could not be opened.
SOCKERR_DNS	Error resolving the remote address for connection.
SOCKERR_CREATE	Error creating communication socket.
SOCKERR_CONNECT	Error connecting to the remote port.
SOCKERR_CLOSED	Connection closed unexpectedly.
SOCKERR_READING	Error reading from the remote socket.
SOCKERR_WRITING	Error writing to the remote socket.
NOT_CONNECTED	The dispatcher is not connected.
NOT_RUNNING	The dispatcher is not running.
IS_CONNECTED	The client is already connected.
IS_RUNNING	The dispatcher is already running; only one thread may dispatch on a client instance.
IS_STOPPING	The dispatcher is stopping; no more outgoing messages allowed.
EXCEPTION_THROWN	An exception was raised within a handler function.
PROTOCOL_ERROR	An error occurred while decoding/encoding the network protocol.
INCOMPATIBLE_PROTOCOL	The server protocol version is incompatible with this client's protocol version.
INVALID_USER	The supplied username is invalid.
INVALID_PASSWORD	The supplied password is invalid for the given username.
USER_ALREADY_CONNECTED	The supplied username is already connected to the server via another client.
COULD_NOT_LOGIN	Other error attempting to log in.
INVALID_FEED	The feed ID provided is invalid.
INVALID_MARKET	The feed ID provided is invalid.
INVALID_ORDERID	The order ID provided is invalid.
INVALID_BATCHID	The batch definition ID provided is invalid.
INVALID_CLIENT_ORDERID	The client ID provided is invalid.
DUPLICATE_CLIENT_ORDERID	Another order with the smae client ID is current.
INVALID_MARKETDATA_FEED	The feed does not support market data.
INVALID_TRADING_FEED	The feed does not support trading.
USER_LOCKED	User is prohibited from logging in.
SYSTEM_LOCKED	Server is locked. No users may connect.
ADMIN_HANDLER_FAULT	Admin users must use the api's admin handler, normal users must not.
INVALID_PARAMETER	A provided parameter was invalid.
NOT_IMPLEMENTED	The feature is not implemented.
NOT_APPLICABLE	Null.
_INVALID

APITest

enum APITest : sbyte

strong

Various tests that can be invoked client-side to test out the API.

Enumerator
NONE	No test, default value.
INVOKE_EVENT_REPORT	No longer supported.
FORCE_LOCAL_DISCONNECT	Force a hard socket close/disconnection from the api side. This is used to test failover procedures.
FORCE_REMOTE_DISCONNECT	Force a hard socket close/disconnection from the remote side. This is used to test failover procedures.
TEST_FULL_BUFFER	For internal use only: write too much data for the socket buffer on the server side, to test disconnection on slow consumers.
FORCE_DISCONNECT_FEEDS	(Disconnect the API server from all its feed connections (for testing).
EXTRA_TEST2	(Extra test for future use)
EXTRA_TEST3	(Extra test for future use)
EXTRA_TEST4	(Extra test for future use)
EXTRA_TEST5	(Extra test for future use)
_INVALID

APIType

enum APIType : sbyte

strong

Many of the calls pertain to either market-data or trading; this enum allows us to specify that.

Enumerator
MARKETDATA
TRADING
DROPCOPY
MARKET_MAKER_PRICING
MARKET_MAKER_TRADING
_INVALID

CancelReason

enum CancelReason : sbyte

strong

The reason that an order was canceled.

Enumerator
CANCEL_REQUESTED	The order was cancelled as a result of a user request to cancel it.
BY_EXCHANGE	The order cancellation was initiated by the exchange itself.
ORDER_MODIFIED	The order cancellation was initiated automatically after a modification.
BY_ADMIN	The order cancellation was initiated by an admin.
_INVALID

CancelRejectReason

enum CancelRejectReason : sbyte

strong

Enumerator
TOO_LATE_TO_CANCEL
UNKNOWN_ORDER
DUPLICATE_CLORDID_RECEIVED
INVALID_CANCEL
OTHER
ORDER_NOT_ACTIVE
INVALID_FEED
INVALID_MARKET
NOT_IMPLEMENTED
FEED_DOWN	Your request could not be sent because connection to the feed is down.
TOO_MANY_ORDER_SUBMITS	Order submission threshold has been exceeded.
RESEND_REQUESTED	The exchange requested resend for this order cancel.
LOCKED_USER	Rejected because the user has been locked.
EXCEEDS_NOP_LIMIT	Order would exceed allowed Net Open Position.
EXCEEDS_DSL_LIMIT	Order would exceed allowed Daily Settlement Limit.
EXCEEDS_POSITION_LIMIT	Order would exceed allowed position.
EXCEEDS_PENDING_LIMIT	Order would exceed allowed outstanding position.
EXCEEDS_SINGLE_LIMIT	Order would exceed allowed max amount for a single order.
TRADE_LIMIT_RESTRICTION	Generic rejection based on trade limit rules.
NOT_APPLICABLE
_INVALID

CcyType

enum CcyType : sbyte

strong

Enumerator
MARKET
BASE
COUNTER
_INVALID

ConnectionResponse

enum ConnectionResponse : sbyte

strong

Enumerator
SUCCESS
FAILED_INVALID_USER
FAILED_INVALID_PASSWORD
FAILED_USER_ALREADY_CONNECTED
FAILED_OTHER
FAILED_INCOMPATIBLE_PROTOCOL
FAILED_USER_LOCKED
FAILED_SYSTEM_LOCKED
_INVALID

ExchEventType

enum ExchEventType : sbyte

strong

Enumerator
CREDITAVAILABLE
CREDITLOW
CREDITEXHAUSTED
TRADEDATEROLLOVER
VALUEDATEROLLOVER
TRADING_OPEN
TRADING_CLOSED
ERROR
PRE_OPEN
NO_CANCEL
_INVALID

FeedFlag

enum FeedFlag : sbyte

strong

Values for the bit mask used to identify the flags for APIFeed.

Usage:

(APIFeed.flags & (1 << FeedFlag.DROPCOPY))  
 

Enumerator
MARKET_DATA	The feed supports market data.
TRADING	The feed supports trading.
BATCHING	The feed supports batching.
DROPCOPY	The feed sends drop copy messages.
GTC	The feed supports Good Till Cancel (GTC) orders.
IOC	The feed supports Immediate Or Cancel (IOC) orders.
FOK	The feed supports Fill Or Kill (FOK) orders.
AGGREGATE	The feed sends aggregate market data.
MARKET_MAKING	The feed if for market making only.
_INVALID

InstrumentType

enum InstrumentType : sbyte

strong

Type of market instrument.

Enumerator
SPOT	Spot.
FUTURE	Future.
FORWARD	Regular forward.
NDF	Non deliverable forward.
SWAP	Swap.
_INVALID

LockStatus

enum LockStatus : sbyte

strong

Enumerator
SUCCESS
ERROR
_INVALID

MatchStatus

enum MatchStatus : sbyte

strong

Enumerator
PENDING	The trade capture is pending, awaiting confirmation; the accompanying amount may be reduced on the subsequent DONE. This message is optional. See manual for details.
DONE	The trade capture is confirmed and done, the accompanying amount is final.
ERROR	The trade capture state is unknown; an error has occurred. You need to call the exchange.
_INVALID

MDElement

enum MDElement : sbyte

strong

Enumerator
LEVEL
AMOUNT_CONS
SPREAD_CONS
LOCAL_BEST
EXCHANGE_BEST
LAST_TRADE
LAST_TRADE_NO_SIDE
WORST_TRADE
LEVEL_QUOTE
LEVEL_QUOTE_AMT_TIER
QUOTE
QUOTE_AMT_TIER
ORDER
_INVALID

MDSource

enum MDSource : sbyte

strong

Values for the bit mask used to identify the source of an MDEntry.

Enumerator
MARKET_DATA	Price level created from original market data ('implied')
OBSCURE	Price level created from statistical liquidity profile.
ENHANCEMENT	Price level modified from matching.
MF_BOOK	Price level contained in the internal MF order book.
_INVALID

MDUpdateAction

enum MDUpdateAction : sbyte

strong

Enumerator
NEW
CHANGE
DELETE
_INVALID

OrderStatus

enum OrderStatus : sbyte

strong

The status of an order.

Enumerator
PARTIALLY_FILLED	The IOC order has been partially filled.
FILLED	The IOC order has been completely filled.
ACCEPTED	The GTC order has been accepted.
_INVALID

OrderType

enum OrderType : sbyte

strong

Enumerator
MARKET
LIMIT
STOP
STOPLIMIT
MARKETLIMIT
PREVIOUSLY_QUOTED
VWAP_SWEEP
PREVIOUSLY_QUOTED_AMT_TIER
_INVALID

QuoteCancelType

enum QuoteCancelType : sbyte

strong

Enumerator
CANCEL_FOR_SYMBOL
CANCEL_ALL_QUOTES
CANCEL_QUOTE_SPECIFIED_IN_QUOTE_ID
_INVALID

QuoteRequestRejectReason

enum QuoteRequestRejectReason : sbyte

strong

Enumerator
OTHER
UNKNOWN_SYMBOL
NOT_ALLOWED
PASS
EXCEEDS_LIMIT
NOT_AVAILABLE
INVALID_SETTLDATE
INVALID_AMOUNT
_INVALID

QuoteStatus

enum QuoteStatus : sbyte

strong

Enumerator
EXPIRED
REJECTED
CANCELED
NOT_APPLICABLE
_INVALID

RejectReason

enum RejectReason : sbyte

strong

The reason that the request failed.

Enumerator
NOT_SUBSCRIBED	Rejected because you are not subscribed to the corresponding feed.
UNKNOWN_SYMBOL
EXCHANGE_NOT_AVAILABLE
CREDIT_LOW	Your order was rejected because of insufficient credit.
DUPLICATE_ORDER
INCORRECT_QUANTITY
INCORRECT_PRICE
INVALID_ORDER
INVALID_FEED
INVALID_MARKET
FEED_DOWN	Your request could not be sent because connection to the feed is down.
INVALID_ORDER_TYPE
INVALID_TIME_IN_FORCE
INVALID_CLORDID	The ClOrdID provided does not conform to exchange standards.
UNKNOWN_ORDER
TOO_MANY_ORDER_SUBMITS	Order submission threshold has been exceeded.
RESEND_REQUESTED	The exchange requested resend for this order.
MARKET_NOT_ACTIVE	This market is not active.
LOCKED_USER	Rejected because the user has been locked.
EXCEEDS_NOP_LIMIT	Order would exceed allowed Net Open Position.
EXCEEDS_DSL_LIMIT	Order would exceed allowed Daily Settlement Limit.
EXCEEDS_POSITION_LIMIT	Order would exceed allowed position.
EXCEEDS_PENDING_LIMIT	Order would exceed allowed outstanding position.
EXCEEDS_SINGLE_LIMIT	Order would exceed allowed max amount for a single order.
TRADE_LIMIT_RESTRICTION	Generic rejection based on trade limit rules.
INVALID_MODEL
INVALID_MIN_AMOUNT	Either minimum amount value is invalid or this feed does not support it.
NOT_APPLICABLE
_INVALID

ReplayStatus

enum ReplayStatus : sbyte

strong

Enumerator
DONE	Replay has ended.
REJECTED	Replay request has been rejected. Try again.
_INVALID

RiskStatus

enum RiskStatus : sbyte

strong

Enumerator
SUCCESS
INVALID_PERMISSIONS
INVALID_GROUP
INVALID_USER
INVALID_ADMIN
INVALID_FEED
INVALID_MARKET
INVALID_SETTLDATE
INVALID_AMOUNT
INVALID_DROPCOPY_SEQID
INVALID_DROPCOPY_FEED
MISSING_RISK_DATA
_INVALID

Side

enum Side : sbyte

strong

Enumerator
BID
OFR
BOTH
MIDPOINT
_INVALID

StandardTenor

enum StandardTenor : sbyte

strong

Standard length of time used in forwards.

Enumerator
NA	Not available.
TOD	Today.
TOM	Tomorrow.
ON	Overnight.
TN	Tomorrow next.
SP	Spot.
SN	Spot next.
W1	One week.
W2	Two weeks.
W3	Three weeks.
M1	One month.
M2	Two months.
M3	Three months.
M4	Four months.
M5	Five months.
M6	Six months.
M7	Seven months.
M8	Eight months.
M9	Nine months.
M10	Ten months.
M11	Eleven months.
Y1	One year.
M15	Fifteen months.
M18	Eighteen months.
M21	Twenty-one months.
Y2	Two years.
_INVALID

SubscriptionStatus

enum SubscriptionStatus : sbyte

strong

Enumerator
INVALID
ENABLED	Enabled, no error.
DISABLED	Disabled, no error.
ERROR	Error; disabled (see reason field).
_INVALID

TimeInForce

enum TimeInForce : sbyte

strong

Enumerator
DAY	Day order.
GTC	Good Till Cancel.
IOC	Immediate or Cancel.
FOK	Fill or Kill.
_INVALID

TradeStatus

enum TradeStatus : sbyte

strong

Enumerator
REJECTED
CANCEL_REQUESTED
NOT_APPLICABLE
_INVALID

UserType

enum UserType : sbyte

strong

Enumerator
INTERNAL	If the user is meant for internal use only (APIServer, Rocky /Rocky-pass-through, etc.)
REGULAR	Regular users, that are not monitored.
ADMIN	Admin users can (un)lock clients, send trade limit data, etc.
MONITORED	These users are monitored, they will not be able to connect if no admins are overlooking the system.
MODEL	These users can't log in. They are specified in submitOrder and affect risk checks.
MARKET_MAKER	Users that make markets, receive orders, and do last-look .
SUPER	User that can do anything admin, regular, marketMaking, etc. users can do.
_INVALID