| Code | Comment |
|---|---|
| Unknown | Unknown class |
| Market | Symbol is a Market symbol |
| ManagedFund | Symbol is a Managed Fund |
| 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 |
| 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 |
| 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 |
| Code | Comment |
|---|---|
| None | No order side |
| Bid | Bid or Buy |
| Ask | Ask or Sell |
| 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 |
| 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 |
| Code | Comment |
|---|---|
| None | No priority |
| Low | Low priority |
| Normal | Medium priority |
| High | High priority |
| Critical | Critical priority |
| Code | Comment |
|---|---|
| None | No trend is applicable |
| Up | Price has increased from the previous price |
| Down | Price has decreased from the previous price |
| Code | Comment |
|---|---|
| Call | Is a Call |
| Put | Is a Put |
| Code | Comment |
|---|---|
| Unknown | The exercise type is unknown |
| European | European Exercise Style |
| American | American Exercise Style |
| Asian | Asian Exercise Style |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |