Enumeration values

SymbolClass

Code Comment
Unknown Unknown class
Market Symbol is a Market symbol
ManagedFund Symbol is a Managed Fund

OrderType

Code Comment
Unknown Order Type is unknown
Limit Order is a Limit Order
Market Order is a Market Order
MarketToLimit Order is a Market-to-Limit Order
Sweep Order is a Sweep Order
Best Order is a Best Order

OrderResult

Code Comment
Success Order was validated/submitted successfully
Incomplete Order was incomplete (required fields missing)
Invalid Order was complete, but invalid
Rejected Order was valid, but rejected due to market rules or conditions
Error A system error occurred trying to process the Order
Unknown Result is unknown

OrderValidity

Code Comment
Unknown Order Validity is Unknown
UntilCancel Valid until cancelled, or until ExpiryDate if specified
FillAndKill Valid only when placed, filling as much as possible and cancelling the remainder
FillOrKill Valid only when placed, filling completely or cancelling
AllOrNone Valid until the Order is filled completely in one go, or until ExpiryDate if specified

OrderSide

Code Comment
None No order side
Bid Bid or Buy
Ask Ask or Sell

InstanceStatus

Code Comment
Initialising Instance is being initialised with data
Active Instance is currently active and able to provide notifications, subscriptions and queries
Closed Instance is currently active and able to provide notifications, subscriptions and queries, but the system is outside normal hours of operation
Impaired Instance source is unexpectedly offline and no longer providing notifications, subscriptions and queries
Inactive Instance source is offline and no longer providing notifications, but still allows subscriptions and queries
Expired Instance has been expired

OrderActionType

Flag Code Meaning
0x00 None No actions are allowed
0x01 Trade Order can trade if the Security is in a TradingState with TradingActionType = Match
0x02 Amend Order can be amended
0x04 Cancel Order can be cancelled
0x08 Move Order can be moved
0x0F All Trade & Amend & Cancel & Move

NewsPriority

Code Comment
None No priority
Low Low priority
Normal Medium priority
High High priority
Critical Critical priority

TrendType

Code Comment
None No trend is applicable
Up Price has increased from the previous price
Down Price has decreased from the previous price

DerivativeSide

Code Comment
Call Is a Call
Put Is a Put

ExerciseType

Code Comment
Unknown The exercise type is unknown
European European Exercise Style
American American Exercise Style
Asian Asian Exercise Style

DepthDirection

Code Comment
BidBelowAsk Depth is sorted such that bid orders are less than ask orders. This is the default for price-quoted assets
AskBelowBid Depth is sorted such that ask orders are less than bid orders. This is for yield-quoted assets

AssetDataType

Flag Code Meaning
0x00 None No data is available
0x01 Asset Asset data is available
0x02 Trades Trades feed is available
0x04 DepthFull Full market depth feed is available
0x08 DepthShort Short market depth feed is available
0x0B Depth DepthFull & DepthShort
0x0F All Asset & Trades & Depth

TradeFlags

Flag Code Meaning
0x00 None No Flags
0x01 OffMarket Trade is Off Market
0x02 Cancel Trade is a cancellation
0x04 PlaceHolder Trade is a Placeholder

TradeStatistic

Flag Code Meaning
0x00 None Trade affects no statistics
0x01 Price Trade affects the Open/High/Low/Last prices
0x02 Volume Trade affects the Volume and Number of Trades
0x04 VWAP Trade affects the VWAP (Volume Weighted Average Price)
0x07 All Price & Volume & VWAP

TradingStateReason

Code Comment
Unknown The reason for this state is unknown
Normal This state is part of normal operations
Suspend This state represents a suspension
TradingHalt This state represents trading halt
NewsRelease This state represents a pending news release

TradingActionType

Flag Code Meaning
0x00 None No actions are allowed
0x01 OrderPlace Orders may be added
0x02 OrderAmend Orders may be amended
0x04 OrderCancel Orders may be cancelled
0x08 Match Orders will be matched and trades occur
0x10 ReportCancel Trades may be reported or cancelled
0x03 OrderPlaceAmend OrderPlace & OrderAmend
0x07 OrdersOnly OrderPlace & OrderAmend & OrderCancel
0x1F All OrdersOnly & Match & ReportCancel

StopLossReference

Code Comment
None No reference price (unknown/unspecified)
Last Reference against the last price
BestBid Reference against the best bid
BestAsk Reference against the best ask