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.

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.

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.

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.