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).

BufferCapacity

enum class roq::BufferCapacity : uint8_t

Buffer capacity.

Values:

enumerator UNDEFINED

enumerator EMPTY

Buffer is empty.

enumerator LOW_WATER_MARK

Buffer has reached the low water mark (from above)

enumerator HIGH_WATER_MARK

Buffer has reached the high water mark (from below)

enumerator FULL

Buffer is full.

ConnectionStatus

enum class roq::ConnectionStatus : uint8_t

Enumeration of exchange connectivity status as seen from a gateway.

Values:

enumerator UNDEFINED

enumerator DISCONNECTED

enumerator CONNECTING

enumerator LOGIN_SENT

enumerator DOWNLOADING

enumerator READY

enumerator LOGGED_OUT

Decimals

enum class roq::Decimals : uint8_t

Enumeration of decimal digits.

Values:

enumerator UNDEFINED

enumerator _0

enumerator _1

enumerator _2

enumerator _3

enumerator _4

enumerator _5

enumerator _6

enumerator _7

enumerator _8

enumerator _9

enumerator _10

enumerator _11

enumerator _12

enumerator _13

enumerator _14

enumerator _15

Encoding

enum class roq::Encoding : uint32_t

Enumeration of message encoding types (informational, only)

Values:

enumerator UNDEFINED

enumerator FIX

FIX.

enumerator JSON

JSON.

enumerator SBE

SBE.

enumerator FBS

FlatBuffers.

Error

enum class roq::Error : uint8_t

Enumeration of error types.

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

enum class roq::ExecutionInstruction : uint32_t

Enumeration of execution types.

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.

Liquidity

enum class roq::Liquidity : uint8_t

Enumeration of liquidity type.

Values:

enumerator UNDEFINED

enumerator MAKER

enumerator TAKER

OptionType

enum class roq::OptionType : uint8_t

Enumeration of option types.

Values:

enumerator UNDEFINED

enumerator CALL

enumerator PUT

OrderStatus

enum class roq::OrderStatus : uint8_t

Last known order status received from exchange.

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

enum class roq::OrderType : uint8_t

Enumeration of order types.

Values:

enumerator UNDEFINED

enumerator MARKET

enumerator LIMIT

Origin

enum class roq::Origin : uint8_t

Enumeration of origin types.

Values:

enumerator UNDEFINED

enumerator CLIENT

enumerator GATEWAY

enumerator BROKER

enumerator EXCHANGE

PositionEffect

enum class roq::PositionEffect : uint8_t

Enumeration of position effect types.

Values:

enumerator UNDEFINED

enumerator OPEN

enumerator CLOSE

Priority

enum class roq::Priority : uint8_t

Enumeration of priority.

Values:

enumerator UNDEFINED

enumerator PRIMARY

Primary.

enumerator SECONDARY

Secondary.

Protocol

enum class roq::Protocol : uint8_t

Enumeration of protocol types (layer 7)

Values:

enumerator UNDEFINED

enumerator FIX

FIX.

enumerator WS

Web-Socket.

enumerator HTTP

HTTP (REST)

enumerator SBE

Simple Binary Encoding.

enumerator ROQ

UDP messaging.

RateLimitType

enum class roq::RateLimitType : uint8_t

Rate limit type.

Values:

enumerator UNDEFINED

enumerator ORDER_ACTION

Any order action: create, modify, cancel, etc.

enumerator CREATE_ORDER

Only create order.

RequestIdType

enum class roq::RequestIdType : uint8_t

Request identifier.

Values:

enumerator UNDEFINED

enumerator BASE64

enumerator BASE32

enumerator SIMPLE

enumerator UUID

RequestStatus

enum class roq::RequestStatus : uint8_t

Enumeration of request status types.

Values:

enumerator UNDEFINED

enumerator FORWARDED

enumerator ACCEPTED

enumerator REJECTED

enumerator DISCONNECTED

enumerator TIMEOUT

enumerator FAILED

Generic failure.

enumerator ERROR

Generic error, possibly parse error.

RequestType

enum class roq::RequestType : uint8_t

Enumeration of request types.

Values:

enumerator UNDEFINED

enumerator CREATE_ORDER

enumerator MODIFY_ORDER

enumerator CANCEL_ORDER

SecurityType

enum class roq::SecurityType : uint8_t

Enumeration of security/instrument types.

Values:

enumerator UNDEFINED

enumerator SPOT

enumerator FUTURES

enumerator OPTION

enumerator SWAP

Side

enum class roq::Side : uint8_t

Enumeration of the side of a trade.

Values:

enumerator UNDEFINED

enumerator BUY

enumerator SELL

StatisticsType

enum class roq::StatisticsType : uint8_t

Enumeration of a statistics type.

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

SupportType

enum class roq::SupportType : uint64_t

Enumeration of support types.

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

enum class roq::TimeInForce : uint8_t

Order life-time, aka time in force.

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

enum class roq::TradingStatus : uint8_t

Enumeration of the tradig status of a symbol.

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.

Transport

enum class roq::Transport : uint8_t

Enumeration of transport types (layer 4)

Values:

enumerator UNDEFINED

enumerator TCP

TCP.

enumerator UDP

UDP.

UpdateAction

enum class roq::UpdateAction : uint8_t

Enumeration of update actions.

Values:

enumerator UNDEFINED

enumerator NEW

New.

enumerator CHANGE

Change.

enumerator DELETE

Delete.

UpdateType

enum class roq::UpdateType : uint8_t

Enumeration of update types.

Values:

enumerator UNDEFINED

enumerator SNAPSHOT

Full snapshot.

enumerator INCREMENTAL

Incremental change.

enumerator STALE

Stale awaiting full snapshot.