Enums¶

All enums have been auto-generated. This adds some convenience:

Conversion to string representation.
Validation when converting from integer represenation (e.g. reading from a byte stream).

ConnectionStatus¶

struct roq::ConnectionStatus¶

Enumeration of exchange connectivity status as seen from a gateway.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator DISCONNECTED¶

enumerator CONNECTING¶

enumerator LOGIN_SENT¶

enumerator DOWNLOADING¶

enumerator READY¶

enumerator LOGGED_OUT¶

Error¶

struct roq::Error¶

Enumeration of error types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator UNKNOWN¶

enumerator NOT_SUPPORTED¶: Request type not supported.

enumerator INVALID_ACCOUNT¶

enumerator INVALID_ORDER_ID¶

enumerator INVALID_EXCHANGE¶

enumerator INVALID_SYMBOL¶

enumerator INVALID_SIDE¶

enumerator INVALID_POSITION_EFFECT¶

enumerator INVALID_QUANTITY¶

enumerator INVALID_MAX_SHOW_QUANTITY¶

enumerator INVALID_ORDER_TYPE¶

enumerator INVALID_TIME_IN_FORCE¶

enumerator INVALID_EXECUTION_INSTRUCTION¶

enumerator INVALID_ORDER_TEMPLATE¶

enumerator INVALID_PRICE¶

enumerator INVALID_STOP_PRICE¶

enumerator INVALID_ROUTING_ID¶

enumerator INVALID_REQUEST_VERSION¶

enumerator INVALID_REQUEST_ID¶

enumerator INVALID_REQUEST_TYPE¶

enumerator INVALID_REQUEST_STATUS¶

enumerator INVALID_REQUEST_ARGS¶: Request arguments did not meet validation rules.

enumerator UNKNOWN_EXTERNAL_ORDER_ID¶: An external order identifier has not yet been received.

enumerator NOT_AUTHORIZED¶: User is not authorized.

enumerator REQUEST_RATE_LIMIT_REACHED¶: Request rate limit has been reached.

enumerator GATEWAY_NOT_READY¶: Gateway not ready (could be disconnected or currently downloading)

enumerator NETWORK_ERROR¶: Network disconnect event (unknown request/order status)

enumerator TIMEOUT¶: Response has not been received (unknown request/order status)

enumerator PARSE_ERROR¶: Message parse error (unknown request/order status)

enumerator MODIFY_HAS_NO_EFFECT¶: Modify request has no effect on order.

enumerator TOO_LATE_TO_MODIFY_OR_CANCEL¶: Too late to modify or cancel (order has been filled or is already canceled)

enumerator CONDITIONAL_REQUEST_HAS_FAILED¶: Happens when gateway detects chain failure.

enumerator UNKNOWN_ORDER_ID¶

enumerator INSUFFICIENT_FUNDS¶: Insufficient funds for order action.

ExecutionInstruction¶

struct roq::ExecutionInstruction¶

Enumeration of execution types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator PARTICIPATE_DO_NOT_INITIATE¶: Cancel if order would have executed on placement (i.e. not as maker)

enumerator CANCEL_IF_NOT_BEST¶: Cancel if order can not be placed at best price.

enumerator DO_NOT_INCREASE¶: Order may only reduce net position, order quantity can automatically be reduced by exchange.

enumerator DO_NOT_REDUCE¶: Order can not be partially filled, aka. all-or-none (AON) orders.

OptionType¶

struct roq::OptionType¶

Enumeration of option types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator CALL¶

enumerator PUT¶

OrderStatus¶

struct roq::OrderStatus¶

Last known order status received from exchange.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator SENT¶: Order has been sent to exchange (no response has been received yet)

enumerator ACCEPTED¶: Order has been accepted by exchange and is not yet been activated.

enumerator SUSPENDED¶: Order has been suspended and requires external action to re-activate.

enumerator WORKING¶: Order is working and has not yet been completely filled.

enumerator STOPPED¶: Order has guaranteed fill at as of yet unknown price.

enumerator COMPLETED¶: Order has been completely filled.

enumerator EXPIRED¶: Order has expired.

enumerator CANCELED¶: Order has been canceled.

enumerator REJECTED¶: Order has been rejected.

OrderType¶

struct roq::OrderType¶

Enumeration of order types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator MARKET¶

enumerator LIMIT¶

OrderUpdateAction¶

struct roq::OrderUpdateAction¶

Enumeration of order update action types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator NEW¶

enumerator MODIFY¶

enumerator REMOVE¶

Origin¶

struct roq::Origin¶

Enumeration of origin types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator CLIENT¶

enumerator GATEWAY¶

enumerator BROKER¶

enumerator EXCHANGE¶

PositionEffect¶

struct roq::PositionEffect¶

Enumeration of position effect types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator OPEN¶

enumerator CLOSE¶

Priority¶

struct roq::Priority¶

Enumeration of priority.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator PRIMARY¶: Primary.

RequestStatus¶

struct roq::RequestStatus¶

Enumeration of request status types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator FORWARDED¶

enumerator ACCEPTED¶

enumerator REJECTED¶

enumerator DISCONNECTED¶

enumerator TIMEOUT¶

enumerator FAILED¶: Generic failure.

RequestType¶

struct roq::RequestType¶

Enumeration of request types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator CREATE_ORDER¶

enumerator MODIFY_ORDER¶

enumerator CANCEL_ORDER¶

SecurityType¶

struct roq::SecurityType¶

Enumeration of security/instrument types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator SPOT¶

enumerator FUTURES¶

enumerator OPTION¶

Side¶

struct roq::Side¶

Enumeration of the side of a trade.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator BUY¶

enumerator SELL¶

StatisticsType¶

struct roq::StatisticsType¶

Enumeration of a statistics type.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator OPEN_PRICE¶

enumerator SETTLEMENT_PRICE¶

enumerator CLOSE_PRICE¶

enumerator OPEN_INTEREST¶

enumerator PRE_OPEN_INTEREST¶

enumerator PRE_SETTLEMENT_PRICE¶

enumerator PRE_CLOSE_PRICE¶

enumerator HIGHEST_TRADED_PRICE¶

enumerator LOWEST_TRADED_PRICE¶

enumerator UPPER_LIMIT_PRICE¶

enumerator LOWER_LIMIT_PRICE¶

enumerator INDEX_VALUE¶

enumerator MARGIN_RATE¶

enumerator FUNDING_RATE¶

enumerator FUNDING_RATE_PREDICTION¶

enumerator TRADE_VOLUME¶

StreamType¶

struct roq::StreamType¶

Enumeration of stream types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator FIX¶: FIX.

enumerator WEB_SOCKET¶: Web-Socket.

enumerator REST¶: REST.

SupportType¶

struct roq::SupportType¶

Enumeration of support types.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator REFERENCE_DATA¶: Reference data.

enumerator MARKET_STATUS¶: Market status.

enumerator TOP_OF_BOOK¶: Top of book.

enumerator MARKET_BY_PRICE¶: Market by price.

enumerator MARKET_BY_ORDER¶: Market by order.

enumerator TRADE_SUMMARY¶: Trade summary.

enumerator STATISTICS¶: Statistics.

enumerator CREATE_ORDER¶: Create order.

enumerator MODIFY_ORDER¶: Modify order.

enumerator CANCEL_ORDER¶: Cancel order.

enumerator ORDER_ACK¶: Order ack.

enumerator ORDER¶: Order.

enumerator ORDER_STATE¶: Order.

enumerator TRADE¶: Trade.

enumerator POSITION¶: Position.

enumerator FUNDS¶: Funds.

TimeInForce¶

struct roq::TimeInForce¶

Order life-time, aka time in force.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator GFD¶: Good for day, aka DAY.

enumerator GTC¶: Good till canceled.

enumerator OPG¶: At the open.

enumerator IOC¶: Immediate or cancel.

enumerator FOK¶: Fill or kill.

enumerator GTX¶: Good till crossing.

enumerator GTD¶: Good till date.

enumerator AT_THE_CLOSE¶: At the close.

enumerator GOOD_THROUGH_CROSSING¶: Good through crossing.

enumerator AT_CROSSING¶: At crossing.

enumerator GOOD_FOR_TIME¶: Good for time.

enumerator GFA¶: Good for auction.

enumerator GFM¶: Good for this month.

TradingStatus¶

struct roq::TradingStatus¶

Enumeration of the tradig status of a symbol.

Public Types

enum type_t¶

helper

Values:

enumerator UNDEFINED¶

enumerator START_OF_DAY¶: No matching, no order actions.

enumerator PRE_OPEN¶: No matching, all order actions.

enumerator PRE_OPEN_NO_CANCEL¶: No matching, only new orders.

enumerator PRE_OPEN_FREEZE¶: Matching, no order actions.

enumerator OPEN¶: Matching, all order actions.

enumerator FAST_MARKET¶: Same as Open, some settings could be relaxed by the exchange.

enumerator HALT¶: No matching, only order cancellation.

enumerator CLOSE_NOT_FINAL¶: Same as Close, state required to support mid-session PreOpen.

enumerator PRE_CLOSE¶: No matching, all order actions.

enumerator PRE_CLOSE_NO_CANCEL¶: No matching, only new orders.

enumerator PRE_CLOSE_FREEZE¶: Matching, no order actions.

enumerator CLOSE¶: No matching, no order actions, good-for-day orders automatically canceled.

enumerator POST_CLOSE¶: No matching, all order actions (only with next-trading-day validity)

enumerator END_OF_DAY¶: No matching, no order actions.