roq-fix¶
Struct¶
Enum¶
- AccountType
- BusinessRejectReason
- CxlRejReason
CxlRejReasonUNDEFINEDUNKNOWNTOO_LATE_TO_CANCELUNKNOWN_ORDERBROKER_EXCHANGE_OPTIONORDER_ALREADY_PENDING_CANCEL_OR_REPLACEUNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUESTORIG_ORD_MOD_TIME_NOT_MATCHING_TRANSACT_TIMEDUPLICATE_CL_ORD_IDPRICE_EXCEEDS_CURRENT_PRICEPRICE_EXCEEDS_CURRENT_PRICE_BANDINVALID_PRICE_INCREMENTOTHER
- CxlRejResponseTo
- EncryptMethod
- ExecType
ExecTypeUNDEFINEDUNKNOWNNEWPARTIAL_FILLFILLDONE_FOR_DAYCANCELEDREPLACEDPENDING_CANCELSTOPPEDREJECTEDSUSPENDEDPENDING_NEWCALCULATEDEXPIREDRESTATEDPENDING_REPLACETRADETRADE_CORRECTTRADE_CANCELORDER_STATUSTRADE_IN_A_CLEARING_HOLDTRADE_HAS_BEEN_RELEASED_TO_CLEARINGTRIGGERED_OR_ACTIVATED_BY_SYSTEM
- HandlInst
- LastLiquidityInd
- MassCancelRejectReason
MassCancelRejectReasonUNDEFINEDUNKNOWNMASS_CANCEL_NOT_SUPPORTEDINVALID_OR_UNKNOWN_SECURITYINVALID_OR_UNKNOWN_UNDERLYING_SECURITYINVALID_OR_UNKNOWN_PRODUCTINVALID_OR_UNKNOWN_CFI_CODEINVALID_OR_UNKNOWN_SECURITY_TYPEINVALID_OR_UNKNOWN_TRADING_SESSIONINVALID_OR_UNKNOWN_MARKETINVALID_OR_UNKNOWN_MARKET_SEGMENTINVALID_OR_UNKNOWN_SECURITY_GROUPINVALID_OR_UNKNOWN_SECURITY_ISSUERINVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITYOTHER
- MassCancelRequestType
MassCancelRequestTypeUNDEFINEDUNKNOWNCANCEL_ORDERS_FOR_SECURITYCANCEL_ORDERS_FOR_UNDERLYING_SECURITYCANCEL_ORDERS_FOR_PRODUCTCANCEL_ORDERS_FOR_CFI_CODECANCEL_ORDERS_FOR_SECURITY_TYPECANCEL_ORDERS_FOR_TRADING_SESSIONCANCEL_ALL_ORDERSCANCEL_FOR_MARKETCANCEL_FOR_MARKET_SEGMENTCANCEL_FOR_SECURITY_GROUPCANCEL_FOR_SECURITY_ISSUERCANCEL_FOR_UNDERLYING_SECURITY
- MassCancelResponse
MassCancelResponseUNDEFINEDUNKNOWNCANCEL_REQUEST_REJECTEDCANCEL_ORDERS_FOR_SECURITYCANCEL_ORDERS_FOR_UNDERLYING_SECURITYCANCEL_ORDERS_FOR_PRODUCTCANCEL_ORDERS_FOR_CFI_CODECANCEL_ORDERS_FOR_SECURITY_TYPECANCEL_ORDERS_FOR_TRADING_SESSIONCANCEL_ALL_ORDERSCANCEL_FOR_MARKETCANCEL_FOR_MARKET_SEGMENTCANCEL_FOR_SECURITY_GROUPCANCEL_FOR_SECURITY_ISSUERCANCEL_FOR_UNDERLYING_SECURITY
- MassStatusReqType
- MDEntryType
MDEntryTypeUNDEFINEDUNKNOWNBIDOFFERTRADEINDEX_VALUEOPENING_PRICECLOSING_PRICESETTLEMENT_PRICETRADING_SESSION_HIGH_PRICETRADING_SESSION_LOW_PRICETRADING_SESSION_VWAP_PRICEIMBALANCETRADE_VOLUMEOPEN_INTERESTCOMPOSITE_UNDERLYING_PRICESIMULATED_SELL_PRICESIMULATED_BUY_PRICEMARGIN_RATEMID_PRICEEMPTY_BOOKSETTLE_HIGH_PRICESETTLE_LOW_PRICEPRIOR_SETTLE_PRICESESSION_HIGH_BIDSESSION_LOW_OFFERSESSION_EARLY_PRICESAUCTION_CLEARING_PRICEDAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONSSWAP_VALUE_FACTORCUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONSDAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONSCUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONSFIXING_PRICECASH_RATERECOVERY_RATERECOVERY_RATE_FOR_LONGRECOVERY_RATE_FOR_SHORT
- MDReqRejReason
MDReqRejReasonUNDEFINEDUNKNOWNUNKNOWN_SYMBOLDUPLICATE_MD_REQ_IDINSUFFICIENT_BANDWIDTHINSUFFICIENT_PERMISSIONSUNSUPPORTED_SUBSCRIPTION_REQUEST_TYPEUNSUPPORTED_MARKET_DEPTHUNSUPPORTED_MD_UPDATE_TYPEUNSUPPORTED_AGGREGATED_BOOKUNSUPPORTED_MD_ENTRY_TYPEUNSUPPORTED_TRADING_SESSION_IDUNSUPPORTED_SCOPEUNSUPPORTED_OPEN_CLOSE_SETTLE_FLAGUNSUPPORTED_MD_IMPLICIT_DELETEINSUFFICIENT_CREDIT
- MDUpdateAction
- MDUpdateType
- OrdRejReason
OrdRejReasonUNDEFINEDUNKNOWNBROKER_EXCHANGE_OPTIONUNKNOWN_SYMBOLEXCHANGE_CLOSEDORDER_EXCEEDS_LIMITTOO_LATE_TO_ENTERUNKNOWN_ORDERDUPLICATE_ORDERDUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDERSTALE_ORDERTRADER_ALONG_REQUIREDINVALID_INVESTOR_IDUNSUPPORTED_ORDER_CHARACTERISTICSURVEILLENCE_OPTIONINCORRECT_QUANTITYINCORRECT_ALLOCATED_QUANTITYUNKNOWN_ACCOUNTPRICE_EXCEEDS_CURRENT_PRICE_BANDINVALID_PRICE_INCREMENTOTHER
- OrdStatus
- OrdType
OrdTypeUNDEFINEDUNKNOWNMARKETLIMITSTOP_STOP_LOSSSTOP_LIMITMARKET_ON_CLOSEWITH_OR_WITHOUTLIMIT_OR_BETTERLIMIT_WITH_OR_WITHOUTON_BASISON_CLOSELIMIT_ON_CLOSEFOREX_MARKETPREVIOUSLY_QUOTEDPREVIOUSLY_INDICATEDFOREX_LIMITFOREX_SWAPFOREX_PREVIOUSLY_QUOTEDFUNARIMARKET_IF_TOUCHEDMARKET_WITH_LEFT_OVER_AS_LIMITPREVIOUS_FUND_VALUATION_POINTNEXT_FUND_VALUATION_POINTPEGGEDCOUNTER_ORDER_SELECTION
- PositionEffect
- PosReqResult
- PosReqStatus
- PosReqType
- SecurityListRequestType
- SecurityRequestResult
- SecurityRequestType
- SecurityResponseType
- SecurityTradingStatus
SecurityTradingStatusUNDEFINEDUNKNOWNOPENING_DELAYTRADING_HALTRESUMENO_OPEN_NO_RESUMEPRICE_INDICATIONTRADING_RANGE_INDICATIONMARKET_IMBALANCE_BUYMARKET_IMBALANCE_SELLMARKET_ON_CLOSE_IMBALANCE_BUYMARKET_ON_CLOSE_IMBALANCE_SELLNOT_ASSIGNEDNO_MARKET_IMBALANCENO_MARKET_ON_CLOSE_IMBALANCEITS_PRE_OPENINGNEW_PRICE_INDICATIONTRADE_DISSEMINATION_TIMEREADY_TO_TRADENOT_AVAILABLE_FOR_TRADINGNOT_TRADED_ON_THIS_MARKETUNKNOWN_OR_INVALIDPRE_OPENOPENING_ROTATIONFAST_MARKETPRE_CROSSCROSSPOST_CLOSE
- SessionRejectReason
SessionRejectReasonUNDEFINEDUNKNOWNINVALID_TAG_NUMBERREQUIRED_TAG_MISSINGTAG_NOT_DEFINED_FOR_THIS_MESSAGEUNDEFINED_TAGTAG_SPECIFIED_WITHOUT_A_VALUEVALUE_IS_INCORRECT_FOR_THIS_TAGINCORRECT_DATA_FORMAT_FOR_VALUEDECRYPTION_PROBLEMSIGNATURE_PROBLEMCOMP_ID_PROBLEMSENDING_TIME_ACCURACY_PROBLEMINVALID_MSG_TYPEXML_VALIDATION_ERRORTAG_APPEARS_MORE_THAN_ONCETAG_SPECIFIED_OUT_OF_REQUIRED_ORDERREPEATING_GROUP_FIELDS_OUT_OF_ORDERINCORRECT_NUM_IN_GROUP_COUNT_FOR_REPEATING_GROUPNON_DATA_VALUE_INCLUDES_FIELD_DELIMITERINVALID_OR_UNSUPPORTED_APPLICATION_VERSIONOTHER
- SettlPriceType
- Side
- SubscriptionRequestType
- TimeInForce
- TradeRequestType
- TradSesStatus
- TradSesStatusRejReason
- UserRequestType
- UserStatus