TradingStatus¶
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enum class roq::TradingStatus : uint8_t¶
Enumeration of the tradig status of a symbol.
Values:
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enumerator UNDEFINED¶
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enumerator START_OF_DAY¶
No matching, no order actions.
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enumerator PRE_OPEN¶
No matching, all order actions.
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enumerator PRE_OPEN_NO_CANCEL¶
No matching, only new orders.
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enumerator PRE_OPEN_FREEZE¶
Matching, no order actions.
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enumerator OPEN¶
Matching, all order actions.
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enumerator FAST_MARKET¶
Same as Open, some settings could be relaxed by the exchange.
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enumerator HALT¶
No matching, only order cancellation.
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enumerator CLOSE_NOT_FINAL¶
Same as Close, state required to support mid-session PreOpen.
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enumerator PRE_CLOSE¶
No matching, all order actions.
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enumerator PRE_CLOSE_NO_CANCEL¶
No matching, only new orders.
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enumerator PRE_CLOSE_FREEZE¶
Matching, no order actions.
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enumerator CLOSE¶
No matching, no order actions, good-for-day orders automatically canceled.
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enumerator POST_CLOSE¶
No matching, all order actions (only with next-trading-day validity)
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enumerator END_OF_DAY¶
No matching, no order actions.
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enumerator UNDEFINED¶