developers:websocket:messages

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developers:websocket:messages [2025/03/15 15:02] – chaddevelopers:websocket:messages [2025/03/15 15:06] (current) – chad
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 +
 +===== Enum Types =====
 +
 +This section contains all the enum types used in the T4 Protocol messages.
 +
 +==== ActivationType ====
 +
 +The ''ActivationType'' enum defines possible activation types for orders.
 +
 +^ Value ^ Description ^
 +| ACTIVATION_TYPE_IMMEDIATE | Immediate activation |
 +| ACTIVATION_TYPE_HOLD | Hold for manual activation |
 +| ACTIVATION_TYPE_TRIGGERED | Triggered activation |
 +| ACTIVATION_TYPE_AT_OR_AFTER_TIME | Activate at or after specified time |
 +| ACTIVATION_TYPE_AT_OR_ABOVE_TRADE_TICKS | Activate at or above trade price in ticks |
 +| ACTIVATION_TYPE_AT_OR_BELOW_TRADE_TICKS | Activate at or below trade price in ticks |
 +| ACTIVATION_TYPE_ON_MARKET_MODE | Activate on specific market mode |
 +| ACTIVATION_TYPE_TRIGGERED_AT_OR_AFTER_TIME | Trigger activation at or after specified time |
 +| ACTIVATION_TYPE_TRIGGERED_AT_OR_ABOVE_TRADE_TICKS | Trigger activation at or above trade price in ticks |
 +| ACTIVATION_TYPE_TRIGGERED_AT_OR_BELOW_TRADE_TICKS | Trigger activation at or below trade price in ticks |
 +| ACTIVATION_TYPE_TRIGGERED_ON_MARKET_MODE | Trigger activation on specific market mode |
 +| ACTIVATION_TYPE_QUEUE | Queue activation |
 +| ACTIVATION_TYPE_TRIGGERED_QUEUE | Triggered queue activation |
 +| ACTIVATION_TYPE_PIT_FILLED_QUEUE | Pit filled queue activation |
 +| ACTIVATION_TYPE_AT_OR_ABOVE_TICKS | Activate at or above price in ticks |
 +| ACTIVATION_TYPE_AT_OR_BELOW_TICKS | Activate at or below price in ticks |
 +| ACTIVATION_TYPE_TRIGGERED_AT_OR_ABOVE_TICKS | Trigger activation at or above price in ticks |
 +| ACTIVATION_TYPE_TRIGGERED_AT_OR_BELOW_TICKS | Trigger activation at or below price in ticks |
 +| ACTIVATION_TYPE_MARKET_ON_CLOSE | Market on close activation |
 +| ACTIVATION_TYPE_UNDEFINED | Undefined activation type |
 +
 +==== AccountCode ====
 +
 +The ''AccountCode'' enum defines possible account codes.
 +
 +^ Value ^ Description ^
 +| ACCOUNT_CODE_UNDEFINED | Undefined account code |
 +| ACCOUNT_CODE_NONE | No account code |
 +| ACCOUNT_CODE_GIVE_UP_TO_SINGLE_FIRM | Give up to single firm |
 +| ACCOUNT_CODE_GIVE_UP_TO_MULTIPLE_FIRMS | Give up to multiple firms |
 +| ACCOUNT_CODE_MARKET_MAKER | Market maker account |
 +| ACCOUNT_CODE_AGENT_A1 | Agent A1 account |
 +| ACCOUNT_CODE_GIVE_UP_G1 | Give up G1 account |
 +| ACCOUNT_CODE_GIVE_UP_G2 | Give up G2 account |
 +| ACCOUNT_CODE_MARKET_MAKER_M1 | Market maker M1 account |
 +| ACCOUNT_CODE_MARKET_MAKER_M2 | Market maker M2 account |
 +| ACCOUNT_CODE_PROPRIETARY_P1 | Proprietary P1 account |
 +| ACCOUNT_CODE_PROPRIETARY_P2 | Proprietary P2 account |
 +| ACCOUNT_CODE_SEGREGATED | Segregated account |
 +| ACCOUNT_CODE_NON_SEGREGATED | Non-segregated account |
 +| ACCOUNT_CODE_HOUSE | House account |
 +| ACCOUNT_CODE_LOCAL | Local account |
 +| ACCOUNT_CODE_DEFAULT | Default account |
 +| ACCOUNT_CODE_ALLOCATED | Allocated account |
 +| ACCOUNT_CODE_SPLIT | Split account |
 +| ACCOUNT_CODE_UNASSIGNED | Unassigned account |
 +| ACCOUNT_CODE_GAS_ASSOCIATE | Gas associate account |
 +| ACCOUNT_CODE_CUSTOMER | Customer account |
 +| ACCOUNT_CODE_US_CUSTOMER_FUTURES | US customer futures account |
 +| ACCOUNT_CODE_US_CUSTOMER_SWAPS | US customer swaps account |
 +| ACCOUNT_CODE_US_CUSTOMER_FBOT | US customer FBOT account |
 +| ACCOUNT_CODE_FIRM | Firm account |
 +| ACCOUNT_CODE_MEMBER_CUSTOMER_SEGREGATED_ACCOUNT | Member customer segregated account |
 +| ACCOUNT_CODE_MEMBER_HOUSE_ACCOUNT | Member house account |
 +| ACCOUNT_CODE_MEMBER_SIPC_PROTECTED_ACCOUNT | Member SIPC protected account |
 +| ACCOUNT_CODE_USER_PROXY_FOR_TRADER_CUSTOMER_SEGREGATED_ACCOUNT | User proxy for trader customer segregated account |
 +| ACCOUNT_CODE_USER_PROXY_FOR_TRADER_HOUSE_ACCOUNT | User proxy for trader house account |
 +| ACCOUNT_CODE_USER_PROXY_FOR_TRADER_SIPC_PROTECTED_ACCOUNT | User proxy for trader SIPC protected account |
 +| ACCOUNT_CODE_NON_MEMBER_HOUSE_ACCOUNT | Non-member house account |
 +| ACCOUNT_CODE_NON_MEMBER_SIPC_PROTECTED_ACCOUNT | Non-member SIPC protected account |
 +| ACCOUNT_CODE_CUSTOMER_FLOOR_BROKER_WORKSTATION | Customer floor broker workstation account |
 +| ACCOUNT_CODE_AGENT_A2 | Agent A2 account |
 +| ACCOUNT_CODE_AGENT_A3 | Agent A3 account |
 +| ACCOUNT_CODE_AGENT_A4 | Agent A4 account |
 +| ACCOUNT_CODE_AGENT_A5 | Agent A5 account |
 +| ACCOUNT_CODE_AGENT_A6 | Agent A6 account |
 +| ACCOUNT_CODE_AGENT_A7 | Agent A7 account |
 +| ACCOUNT_CODE_AGENT_A8 | Agent A8 account |
 +| ACCOUNT_CODE_AGENT_A9 | Agent A9 account |
 +| ACCOUNT_CODE_CLIENT_SEGREGATED_E | Client segregated E account |
 +| ACCOUNT_CODE_CLIENT_SEGREGATED_K | Client segregated K account |
 +| ACCOUNT_CODE_CLIENT_SEGREGATED_R | Client segregated R account |
 +| ACCOUNT_CODE_SEGREGATED_T | Segregated T account |
 +| ACCOUNT_CODE_INDIRECT_CLEARING_GROSS_ISOC_CASS | Indirect clearing gross ISOC CASS account |
 +| ACCOUNT_CODE_INDIRECT_CLEARING_GROSS_ISOC_TTFCA | Indirect clearing gross ISOC TTFCA account |
 +| ACCOUNT_CODE_INDIRECT_CLEARING_GROSS_CASS | Indirect clearing gross CASS account |
 +| ACCOUNT_CODE_INDIRECT_CLEARING_GROSS_TTFCA | Indirect clearing gross TTFCA account |
 +| ACCOUNT_CODE_INDIRECT_CLEARING_NET_CASS | Indirect clearing net CASS account |
 +| ACCOUNT_CODE_INDIRECT_CLEARING_NETS_TTFCA | Indirect clearing nets TTFCA account |
 +| ACCOUNT_CODE_RO | RO account |
 +| ACCOUNT_CODE_LIQUIDITY_PROVIDER | Liquidity provider account |
 +| ACCOUNT_CODE_RELATED_PARTY | Related party account |
 +| ACCOUNT_CODE_STRUCTURED_PRODUCT_MARKET_MAKER | Structured product market maker account |
 +| ACCOUNT_CODE_OMEGA_CLIENT | Omega client account |
 +| ACCOUNT_CODE_CERES_CLIENT | Ceres client account |
 +
 +==== AccountEnabled ====
 +
 +The ''AccountEnabled'' enum defines possible account enabled states.
 +
 +^ Value ^ Description ^
 +| ACCOUNT_ENABLED_DISABLED | Account is disabled |
 +| ACCOUNT_ENABLED_ENABLED | Account is enabled |
 +| ACCOUNT_ENABLED_BACK_OFFICE_ONLY | Account is for back office use only |
 +| ACCOUNT_ENABLED_PIT_TRADE_ONLY | Account is for pit trading only |
 +
 +==== AccountMarginType ====
 +
 +The ''AccountMarginType'' enum defines possible account margin types.
 +
 +^ Value ^ Description ^
 +| ACCOUNT_MARGIN_TYPE_SPEC | Speculative margin type |
 +| ACCOUNT_MARGIN_TYPE_HEDGE_OR_MEMBER | Hedge or member margin type |
 +| ACCOUNT_MARGIN_TYPE_FIRM_OR_ACCOUNT | Firm or account margin type |
 +
 +==== AccountMode ====
 +
 +The ''AccountMode'' enum defines possible account modes.
 +
 +^ Value ^ Description ^
 +| ACCOUNT_MODE_BY_MARKET | Account mode by market |
 +| ACCOUNT_MODE_BY_CONTRACT | Account mode by contract |
 +| ACCOUNT_MODE_BY_ACCOUNT | Account mode by account |
 +| ACCOUNT_MODE_BY_ACCOUNT_DAY | Account mode by account day |
 +| ACCOUNT_MODE_BY_PORTFOLIO | Account mode by portfolio |
 +| ACCOUNT_MODE_T500 | T500 account mode |
 +| ACCOUNT_MODE_T500_DEMO | T500 demo account mode |
 +| ACCOUNT_MODE_AUTO_LIQ | Auto-liquidation account mode |
 +| ACCOUNT_MODE_UNKNOWN | Unknown account mode |
 +
 +==== AccountStatus ====
 +
 +The ''AccountStatus'' enum defines possible account statuses.
 +
 +^ Value ^ Description ^
 +| ACCOUNT_STATUS_UNKNOWN | Unknown status |
 +| ACCOUNT_STATUS_BLOCKED | Account is blocked |
 +| ACCOUNT_STATUS_OK | Account is OK |
 +| ACCOUNT_STATUS_UNRESTRICTED | Account is unrestricted |
 +| ACCOUNT_STATUS_DELETED | Account is deleted |
 +| ACCOUNT_STATUS_DISABLED | Account is disabled |
 +| ACCOUNT_STATUS_OUTSIDE_ACTIVE_TIME | Account is outside active time |
 +| ACCOUNT_STATUS_NOT_ACCESSIBLE | Account is not accessible |
 +| ACCOUNT_STATUS_PIT_TRADE_ONLY | Account is for pit trading only |
 +| ACCOUNT_STATUS_LOSS_LIMIT_EXCEEDED | Account has exceeded loss limit |
 +
 +==== AccountSubscribeType ====
 +
 +The ''AccountSubscribeType'' enum defines possible account subscription types.
 +
 +^ Value ^ Description ^
 +| ACCOUNT_SUBSCRIBE_TYPE_NONE | No subscription |
 +| ACCOUNT_SUBSCRIBE_TYPE_ALL_UPDATES | Subscribe to all updates |
 +
 +==== ApplicationType ====
 +
 +The ''ApplicationType'' enum defines possible application types.
 +
 +^ Value ^ Description ^
 +| APPLICATION_TYPE_MANUAL | Manual application type |
 +| APPLICATION_TYPE_ATS | Automated Trading System application type |
 +| APPLICATION_TYPE_PROFESSIONAL | Professional application type |
 +| APPLICATION_TYPE_NON_PROFESSIONAL | Non-professional application type |
 +| APPLICATION_TYPE_TRADE_DESK | Trade desk application type |
 +| APPLICATION_TYPE_WALLBOARD | Wallboard application type |
 +| APPLICATION_TYPE_SUB_VENDOR | Sub-vendor application type |
 +| APPLICATION_TYPE_ATS_DISPLAY | ATS display application type |
 +| APPLICATION_TYPE_FINANCIAL_PROFESSIONAL | Financial professional application type |
 +
 +==== AvgPriceIndicatorType ====
 +
 +The ''AvgPriceIndicatorType'' enum defines possible average price indicator types.
 +
 +^ Value ^ Description ^
 +| AVG_PRICE_INDICATOR_TYPE_NONE | No average price indicator |
 +| AVG_PRICE_INDICATOR_TYPE_AVERAGE_PRICE_GROUP | Average price group indicator |
 +| AVG_PRICE_INDICATOR_TYPE_NOTIONAL_VALUE_AVERAGE | Notional value average indicator |
 +
 +==== BidOffer ====
 +
 +The ''BidOffer'' enum defines possible bid/offer values.
 +
 +^ Value ^ Description ^
 +| BID_OFFER_UNDEFINED | Undefined |
 +| BID_OFFER_BID | Bid side |
 +| BID_OFFER_OFFER | Offer side |
 +
 +==== BillingFee ====
 +
 +The ''BillingFee'' enum defines possible billing fee types.
 +
 +^ Value ^ Description ^
 +| BILLING_FEE_UNDEFINED | Undefined billing fee |
 +| BILLING_FEE_CUSTOMER | Customer billing fee |
 +| BILLING_FEE_EQUITY_MEMBER | Equity member billing fee |
 +| BILLING_FEE_FIRM_106HJ | Firm 106HJ billing fee |
 +| BILLING_FEE_LESSEE_106F_EMPLOYEE | Lessee 106F employee billing fee |
 +| BILLING_FEE_CBOE_MEMBER | CBOE member billing fee |
 +
 +==== BuySell ====
 +
 +The ''BuySell'' enum defines possible buy/sell values.
 +
 +^ Value ^ Description ^
 +| BUY_SELL_UNDEFINED | Undefined |
 +| BUY_SELL_BUY | Buy side |
 +| BUY_SELL_SELL | Sell side |
 +
 +==== CTI ====
 +
 +The ''CTI'' enum defines possible Customer Type Indicator values.
 +
 +^ Value ^ Description ^
 +| CTI_UNDEFINED | Undefined CTI |
 +| CTI_MEMBER | Member CTI |
 +| CTI_PROPRIETARY | Proprietary CTI |
 +| CTI_BROKER_MEMBER | Broker member CTI |
 +| CTI_BROKER_CUSTOMER | Broker customer CTI |
 +| CTI_NONE | No CTI |
 +
 +==== ClearingTradePriceType ====
 +
 +The ''ClearingTradePriceType'' enum defines possible clearing trade price types.
 +
 +^ Value ^ Description ^
 +| CLEARING_TRADE_PRICE_TYPE_EXECUTION_PRICE | Execution price |
 +| CLEARING_TRADE_PRICE_TYPE_ALTERNATE_CLEARING_PRICE | Alternate clearing price |
 +
 +==== ContractRiskStatus ====
 +
 +The ''ContractRiskStatus'' enum defines possible contract risk statuses.
 +
 +^ Value ^ Description ^
 +| CONTRACT_RISK_STATUS_NONE | No risk status |
 +| CONTRACT_RISK_STATUS_DAY_TRADING | Day trading risk status |
 +| CONTRACT_RISK_STATUS_ALERTING | Alerting risk status |
 +| CONTRACT_RISK_STATUS_LIQUIDATION | Liquidation risk status |
 +| CONTRACT_RISK_STATUS_LIQUIDATION_WAITING | Liquidation waiting risk status |
 +| CONTRACT_RISK_STATUS_BLOCK_EXPIRATION_LIQUIDATION | Block expiration liquidation risk status |
 +| CONTRACT_RISK_STATUS_PRICE_LIMIT_LIQUIDATION | Price limit liquidation risk status |
 +
 +==== ContractType ====
 +
 +The ''ContractType'' enum defines possible contract types.
 +
 +^ Value ^ Description ^
 +| CONTRACT_TYPE_UNKNOWN | Unknown contract type |
 +| CONTRACT_TYPE_OPTION | Option contract |
 +| CONTRACT_TYPE_OPTION_CALL | Call option contract |
 +| CONTRACT_TYPE_OPTION_PUT | Put option contract |
 +| CONTRACT_TYPE_STOCK | Stock contract |
 +| CONTRACT_TYPE_FUTURE | Future contract |
 +| CONTRACT_TYPE_INDEX | Index contract |
 +| CONTRACT_TYPE_SYNTHETIC | Synthetic contract |
 +| CONTRACT_TYPE_BINARY_OPTION | Binary option contract |
 +| CONTRACT_TYPE_UDS | User-defined strategy contract |
 +| CONTRACT_TYPE_FX_SPOT | FX spot contract |
 +| CONTRACT_TYPE_ANY | Any contract type |
 +
 +==== CustOrderHandlingInstType ====
 +
 +The ''CustOrderHandlingInstType'' enum defines possible customer order handling instruction types.
 +
 +^ Value ^ Description ^
 +| CUST_ORDER_HANDLING_INST_TYPE_NONE | No instruction |
 +| CUST_ORDER_HANDLING_INST_TYPE_DESK | Desk instruction |
 +| CUST_ORDER_HANDLING_INST_TYPE_ELECTRONIC | Electronic instruction |
 +| CUST_ORDER_HANDLING_INST_TYPE_VENDOR_PROVIDED_PLATFORM | Vendor-provided platform instruction |
 +| CUST_ORDER_HANDLING_INST_TYPE_SPONSORED_ACCESS_VIA_API_OR_FIX | Sponsored access via API or FIX instruction |
 +| CUST_ORDER_HANDLING_INST_TYPE_PREMIUM_ALGO_TRADING_PROVIDER | Premium algorithmic trading provider instruction |
 +| CUST_ORDER_HANDLING_INST_TYPE_OTHER | Other instruction |
 +
 +==== DepthBuffer ====
 +
 +The ''DepthBuffer'' enum defines possible depth buffer types.
 +
 +^ Value ^ Description ^
 +| DEPTH_BUFFER_NO_SUBSCRIPTION | No subscription |
 +| DEPTH_BUFFER_SLOW_TRADE | Slow trade buffer |
 +| DEPTH_BUFFER_SMART_TRADE | Smart trade buffer |
 +| DEPTH_BUFFER_SLOW_SMART | Slow smart buffer |
 +| DEPTH_BUFFER_SMART | Smart buffer |
 +| DEPTH_BUFFER_FAST_SMART | Fast smart buffer |
 +| DEPTH_BUFFER_ALL | All buffer types |
 +| DEPTH_BUFFER_FAST_TRADE | Fast trade buffer |
 +| DEPTH_BUFFER_TRADE_ONLY | Trade-only buffer |
 +
 +==== DepthLevels ====
 +
 +The ''DepthLevels'' enum defines possible depth level values.
 +
 +^ Value ^ Description ^
 +| DEPTH_LEVELS_UNDEFINED | Undefined depth levels |
 +| DEPTH_LEVELS_BEST_ONLY | Best price only |
 +| DEPTH_LEVELS_NORMAL | Normal depth levels (10) |
 +| DEPTH_LEVELS_ALL | All depth levels (255) |
 +
 +==== LoginResult ====
 +
 +The ''LoginResult'' enum defines possible login result values.
 +
 +^ Value ^ Description ^
 +| LOGIN_RESULT_SUCCESS | Login successful |
 +| LOGIN_RESULT_FAILED | Login failed |
 +| LOGIN_RESULT_APPLICATION_NOT_VALID | Application not valid |
 +| LOGIN_RESULT_FIRM_NOT_ALLOWED | Firm not allowed |
 +| LOGIN_RESULT_USER_NOT_ALLOWED | User not allowed |
 +| LOGIN_RESULT_INCORRECT_VERSION | Incorrect version |
 +| LOGIN_RESULT_LOGGED_IN_ELSEWHERE | User already logged in elsewhere |
 +| LOGIN_RESULT_LOGOUT | Logout |
 +| LOGIN_RESULT_UNEXPECTED_DISCONNECT | Unexpected disconnect |
 +| LOGIN_RESULT_UNAUTHORIZED | Unauthorized |
 +| LOGIN_RESULT_UNEXPECTED_ERROR | Unexpected error |
 +| LOGIN_RESULT_ROLE_NOT_SUPPORTED | Role not supported |
 +| LOGIN_RESULT_API_MESSAGE_BACKLOG | API message backlog |
 +| LOGIN_RESULT_SERVER_MESSAGE_BACKLOG | Server message backlog |
 +| LOGIN_RESULT_PASSWORD_EXPIRED | Password expired |
 +| LOGIN_RESULT_PASSWORD_CHANGE_FAILED | Password change failed |
 +| LOGIN_RESULT_PASSWORD_ALREADY_USED | Password already used |
 +| LOGIN_RESULT_LOCKED_OUT | Account locked out |
 +| LOGIN_RESULT_ADDITIONAL_USERS_NOT_ALLOWED | Additional users not allowed |
 +| LOGIN_RESULT_MARKET_DATA_NOT_SETUP | Market data not set up |
 +| LOGIN_RESULT_TWO_FACTOR_NOT_SETUP | Two-factor authentication not set up |
 +| LOGIN_RESULT_TWO_FACTOR_FAILED | Two-factor authentication failed |
 +| LOGIN_RESULT_FIX_SESSION_ERROR | FIX session error |
 +| LOGIN_RESULT_TWO_FACTOR_REQUIRED | Two-factor authentication required |
 +| LOGIN_RESULT_USER_EXISTS | User already exists |
 +| LOGIN_RESULT_UNKNOWN | Unknown error |
 +
 +==== MarketDataType ====
 +
 +The ''MarketDataType'' enum defines possible market data types.
 +
 +^ Value ^ Description ^
 +| MARKET_DATA_TYPE_NONE | No market data |
 +| MARKET_DATA_TYPE_TOB | Top-of-book market data |
 +| MARKET_DATA_TYPE_DEPTH | Depth market data |
 +| MARKET_DATA_TYPE_E_MINI | E-mini market data |
 +| MARKET_DATA_TYPE_DELAYED | Delayed market data |
 +| MARKET_DATA_TYPE_NOT_SET | Market data type not set |
 +
 +==== MarketFlags2 ====
 +
 +The ''MarketFlags2'' enum defines possible market flags.
 +
 +^ Value ^ Description ^
 +| MARKET_FLAGS2_UNDEFINED | Undefined flags |
 +| MARKET_FLAGS2_FAST | Fast market |
 +| MARKET_FLAGS2_PRICE_LIMITS_ENABLED | Price limits enabled |
 +| MARKET_FLAGS2_NO_CANCEL | No cancellations allowed |
 +| MARKET_FLAGS2_IMPLIED_OFF | Implied prices turned off |
 +| MARKET_FLAGS2_NEW_PRICE_INDICATION | New price indication |
 +| MARKET_FLAGS2_NOT_AVAILABLE_FOR_TRADING | Not available for trading |
 +| MARKET_FLAGS2_POST_CLOSE | Post-close session |
 +| MARKET_FLAGS2_GROUP_SCHEDULE | Group schedule |
 +| MARKET_FLAGS2_INSTRUMENT_ACTIVATION | Instrument activation |
 +| MARKET_FLAGS2_INSTRUMENT_EXPIRATION | Instrument expiration |
 +| MARKET_FLAGS2_MARKET_EVENT | Market event |
 +| MARKET_FLAGS2_RECOVERY_IN_PROCESS | Recovery in process |
 +| MARKET_FLAGS2_SURVEILLANCE_INTERVENTION | Surveillance intervention |
 +
 +==== MarketMode ====
 +
 +The ''MarketMode'' enum defines possible market modes.
 +
 +^ Value ^ Description ^
 +| MARKET_MODE_UNDEFINED | Undefined mode |
 +| MARKET_MODE_PRE_OPEN | Pre-open mode |
 +| MARKET_MODE_OPEN | Open mode |
 +| MARKET_MODE_RESTRICTED_OPEN | Restricted open mode |
 +| MARKET_MODE_PRE_CLOSED | Pre-closed mode |
 +| MARKET_MODE_CLOSED | Closed mode |
 +| MARKET_MODE_SUSPENDED | Suspended mode |
 +| MARKET_MODE_HALTED | Halted mode |
 +| MARKET_MODE_FAILED | Failed mode |
 +| MARKET_MODE_PRE_CROSS | Pre-cross mode |
 +| MARKET_MODE_CROSS | Cross mode |
 +| MARKET_MODE_EXPIRED | Expired mode |
 +| MARKET_MODE_REJECTED | Rejected mode |
 +| MARKET_MODE_UNAVAILABLE | Unavailable mode |
 +| MARKET_MODE_NO_PERMISSION | No permission mode |
 +
 +==== MasterType ====
 +
 +The ''MasterType'' enum defines possible master types.
 +
 +^ Value ^ Description ^
 +| MASTER_TYPE_MASTER | Master order |
 +| MASTER_TYPE_CHILD | Child order |
 +
 +==== OpenClose ====
 +
 +The ''OpenClose'' enum defines possible open/close values.
 +
 +^ Value ^ Description ^
 +| OPEN_CLOSE_OPEN | Open position |
 +| OPEN_CLOSE_CLOSE | Close position |
 +| OPEN_CLOSE_UNDEFINED | Undefined |
 +
 +==== OrderChange ====
 +
 +The ''OrderChange'' enum defines possible order change types.
 +
 +^ Value ^ Description ^
 +| ORDER_CHANGE_NONE | No change |
 +| ORDER_CHANGE_FAILED | Change failed |
 +| ORDER_CHANGE_SUBMISSION_RISK_SUCCESS | Submission risk check succeeded |
 +| ORDER_CHANGE_SUBMISSION_RISK_REJECTED | Submission risk check rejected |
 +| ORDER_CHANGE_SUBMISSION_SENT | Submission sent |
 +| ORDER_CHANGE_SUBMISSION_FAILED | Submission failed |
 +| ORDER_CHANGE_SUBMISSION_SUCCESS | Submission succeeded |
 +| ORDER_CHANGE_SUBMISSION_REJECTED | Submission rejected |
 +| ORDER_CHANGE_REVISION_RISK_SUCCESS | Revision risk check succeeded |
 +| ORDER_CHANGE_REVISION_RISK_FAILED | Revision risk check failed |
 +| ORDER_CHANGE_REVISION_SENT | Revision sent |
 +| ORDER_CHANGE_REVISION_FAILED | Revision failed |
 +| ORDER_CHANGE_REVISION_SUCCESS | Revision succeeded |
 +| ORDER_CHANGE_REVISION_REJECTED | Revision rejected |
 +| ORDER_CHANGE_PULL_RISK_SUCCESS | Pull risk check succeeded |
 +| ORDER_CHANGE_PULL_RISK_FAILED | Pull risk check failed |
 +| ORDER_CHANGE_PULL_SENT | Pull sent |
 +| ORDER_CHANGE_PULL_FAILED | Pull failed |
 +| ORDER_CHANGE_PULL_SUCCESS | Pull succeeded |
 +| ORDER_CHANGE_PULL_REJECTED | Pull rejected |
 +| ORDER_CHANGE_TRADE | Trade |
 +| ORDER_CHANGE_TRADE_COMPLETED | Trade completed |
 +| ORDER_CHANGE_TRADE_BUSTED | Trade busted |
 +| ORDER_CHANGE_HANDOVER | Handover |
 +| ORDER_CHANGE_STATUS_REQUEST_RISK_SUCCESS | Status request risk check succeeded |
 +| ORDER_CHANGE_STATUS_REQUEST_RISK_FAILED | Status request risk check failed |
 +| ORDER_CHANGE_STATUS_REQUEST_SENT | Status request sent |
 +| ORDER_CHANGE_STATUS_REQUEST_FAILED | Status request failed |
 +| ORDER_CHANGE_STATUS_REQUEST_SUCCESS | Status request succeeded |
 +| ORDER_CHANGE_STATUS_REQUEST_REJECTED | Status request rejected |
 +| ORDER_CHANGE_ROLLOVER | Rollover |
 +| ORDER_CHANGE_TAG_SUCCESS | Tag update succeeded |
 +| ORDER_CHANGE_TAG_FAILED | Tag update failed |
 +| ORDER_CHANGE_ADD_PIT_TRADE_SUCCESS | Add pit trade succeeded |
 +| ORDER_CHANGE_ADD_PIT_TRADE_FAILED | Add pit trade failed |
 +| ORDER_CHANGE_ADD_PIT_TRADE_REJECTED | Add pit trade rejected |
 +
 +==== OrderLink ====
 +
 +The ''OrderLink'' enum defines possible order linking types.
 +
 +^ Value ^ Description ^
 +| ORDER_LINK_NONE | No linking |
 +| ORDER_LINK_OCO | One-cancels-other linking |
 +| ORDER_LINK_AUTO_OCO | Automatic one-cancels-other linking |
 +| ORDER_LINK_SPARK | Spark linking |
 +| ORDER_LINK_CLIENT_SYNTHETIC | Client synthetic linking |
 +| ORDER_LINK_SPARK2 | Spark2 linking |
 +| ORDER_LINK_CHAIN2 | Chain2 linking |
 +| ORDER_LINK_AUTO_OCO_P | Automatic one-cancels-other price linking |
 +| ORDER_LINK_AUTO_OCO_M | Automatic one-cancels-other market linking |
 +| ORDER_LINK_AUTO_OCO_MP | Automatic one-cancels-other market price linking |
 +
 +==== OrderSource ====
 +
 +The ''OrderSource'' enum defines possible order sources.
 +
 +^ Value ^ Description ^
 +| ORDER_SOURCE_UNKNOWN | Unknown source |
 +| ORDER_SOURCE_API | API source |
 +| ORDER_SOURCE_WEB_TRADER | Web trader source |
 +| ORDER_SOURCE_MOBILE | Mobile source |
 +| ORDER_SOURCE_DATA_IMPORT | Data import source |
 +| ORDER_SOURCE_ACCOUNT_HANDLER | Account handler source |
 +| ORDER_SOURCE_STATIC_LADDER | Static ladder source |
 +| ORDER_SOURCE_SCROLLING_LADDER | Scrolling ladder source |
 +| ORDER_SOURCE_CENTERED_LADDER | Centered ladder source |
 +| ORDER_SOURCE_AUTO_RECENTERED_LADDER | Auto-recentered ladder source |
 +| ORDER_SOURCE_DEPTH | Depth source |
 +| ORDER_SOURCE_QUOTEBOARD | Quoteboard source |
 +| ORDER_SOURCE_OPTIONBOARD | Optionboard source |
 +| ORDER_SOURCE_ADV_OPTIONBOARD | Advanced optionboard source |
 +| ORDER_SOURCE_ORDERBOOK | Order book source |
 +| ORDER_SOURCE_SPREAD_MATRIX | Spread matrix source |
 +| ORDER_SOURCE_FIX_API | FIX API source |
 +| ORDER_SOURCE_CLIENT_SPREADER | Client spreader source |
 +| ORDER_SOURCE_ANTS_OPTION_SHEET | ANTS option sheet source |
 +| ORDER_SOURCE_ANTS_OPTION_STRATEGY_SOLVER | ANTS option strategy solver source |
 +| ORDER_SOURCE_JAVA_API | Java API source |
 +| ORDER_SOURCE_ANTS_OPTION_STRATEGIES_WINDOW | ANTS option strategies window source |
 +| ORDER_SOURCE_CHART | Chart source |
 +| ORDER_SOURCE_STP | STP source |
 +| ORDER_SOURCE_T4_ANDROID_SCROLLING_LADDER | T4 Android scrolling ladder source |
 +| ORDER_SOURCE_T4_ANDROID_CENTERED_LADDER | T4 Android centered ladder source |
 +| ORDER_SOURCE_T4_ANDROID_AUTO_RECENTERED_LADDER | T4 Android auto-recentered ladder source |
 +| ORDER_SOURCE_T4_ANDROID_DEPTH | T4 Android depth source |
 +| ORDER_SOURCE_T4_ANDROID_QUOTEBOARD | T4 Android quoteboard source |
 +| ORDER_SOURCE_T4_ANDROID_POSITIONS | T4 Android positions source |
 +| ORDER_SOURCE_T4_ANDROID_ORDERS | T4 Android orders source |
 +| ORDER_SOURCE_T4_ANDROID_CHART | T4 Android chart source |
 +| ORDER_SOURCE_MQ | MQ source |
 +| ORDER_SOURCE_IOS_API | iOS API source |
 +| ORDER_SOURCE_T4_IOS_SCROLLING_LADDER | T4 iOS scrolling ladder source |
 +| ORDER_SOURCE_T4_IOS_CENTERED_LADDER | T4 iOS centered ladder source |
 +| ORDER_SOURCE_T4_IOS_AUTO_RECENTERED_LADDER | T4 iOS auto-recentered ladder source |
 +| ORDER_SOURCE_T4_IOS_DEPTH | T4 iOS depth source |
 +| ORDER_SOURCE_T4_IOS_QUOTEBOARD | T4 iOS quoteboard source |
 +| ORDER_SOURCE_T4_IOS_POSITIONS | T4 iOS positions source |
 +| ORDER_SOURCE_T4_IOS_ORDERS | T4 iOS orders source |
 +| ORDER_SOURCE_T4_IOS_CHART | T4 iOS chart source |
 +| ORDER_SOURCE_KEYBOARD | Keyboard source |
 +| ORDER_SOURCE_HTTP_API | HTTP API source |
 +
 +==== OrderSourceMethod ====
 +
 +The ''OrderSourceMethod'' enum defines possible order source methods.
 +
 +^ Value ^ Description ^
 +| ORDER_SOURCE_METHOD_UNKNOWN | Unknown method |
 +| ORDER_SOURCE_METHOD_CLICK | Click method |
 +| ORDER_SOURCE_METHOD_PROMPT | Prompt method |
 +| ORDER_SOURCE_METHOD_PRICE_CONFIRM | Price confirmation method |
 +| ORDER_SOURCE_METHOD_ORDER_TICKET | Order ticket method |
 +| ORDER_SOURCE_METHOD_KEY_ENTRY | Key entry method |
 +| ORDER_SOURCE_METHOD_ORDER_LOAD_BAR | Order load bar method |
 +| ORDER_SOURCE_METHOD_CONTRACT_TICKET | Contract ticket method |
 +| ORDER_SOURCE_METHOD_QUEUED_ORDER_TICKET | Queued order ticket method |
 +| ORDER_SOURCE_METHOD_CLEARING_HOUSE | Clearing house method |
 +| ORDER_SOURCE_METHOD_ELECTRONIC | Electronic method |
 +| ORDER_SOURCE_METHOD_OFF_FACILITY_SWAP | Off-facility swap method |
 +| ORDER_SOURCE_METHOD_PIT | Pit method |
 +| ORDER_SOURCE_METHOD_REGISTERED_MARKET | Registered market method |
 +| ORDER_SOURCE_METHOD_EX_PIT | Ex-pit method |
 +
 +==== OrderStatus ====
 +
 +The ''OrderStatus'' enum defines possible order statuses.
 +
 +^ Value ^ Description ^
 +| ORDER_STATUS_NONE | No status |
 +| ORDER_STATUS_WORKING | Working order |
 +| ORDER_STATUS_FINISHED | Finished order |
 +| ORDER_STATUS_REJECTED | Rejected order |
 +| ORDER_STATUS_HELD | Held order |
 +| ORDER_STATUS_NO_CHANGE | No change to order status |
 +
 +==== Origin ====
 +
 +The ''Origin'' enum defines possible origin values.
 +
 +^ Value ^ Description ^
 +| ORIGIN_UNDEFINED | Undefined origin |
 +| ORIGIN_CUSTOMER | Customer origin |
 +| ORIGIN_NON_CUSTOMER | Non-customer origin |
 +| ORIGIN_OTHER_MEMBERS | Other members origin |
 +| ORIGIN_FLOOR_BROKERS | Floor brokers origin |
 +| ORIGIN_POSTING_NONE | No posting origin |
 +| ORIGIN_POSTING_MANUAL | Manual posting origin |
 +| ORIGIN_POSTING_AUTOMATIC | Automatic posting origin |
 +| ORIGIN_POSTING_GIVE_UP | Give-up posting origin |
 +| ORIGIN_POSTING_AUTO_AND_ACT_AUTHORISATION | Automatic posting with ACT authorization origin |
 +| ORIGIN_POSTING_MANUAL_AND_ACT_AUTHORISATION | Manual posting with ACT authorization origin |
 +| ORIGIN_PRINCIPAL | Principal origin |
 +| ORIGIN_MARKET_MAKER | Market maker origin |
 +
 +==== PriceType ====
 +The ''PriceType'' enum defines possible price types.
 +^ Value ^ Description ^
 +| PRICE_TYPE_MARKET | Market price type |
 +| PRICE_TYPE_LIMIT | Limit price type |
 +| PRICE_TYPE_STOP_MARKET | Stop market price type |
 +| PRICE_TYPE_STOP_LIMIT | Stop limit price type |
 +| PRICE_TYPE_OVERNIGHT_POSITION | Overnight position price type |
 +| PRICE_TYPE_PIT | Pit price type |
 +| PRICE_TYPE_MARKET_IF_TOUCHED | Market-if-touched price type |
 +| PRICE_TYPE_STOP_SAME_LIMIT | Stop same limit price type |
 +| PRICE_TYPE_JOIN | Join price type |
 +| PRICE_TYPE_HIT | Hit price type |
 +| PRICE_TYPE_BACK_OFFICE_POSITION | Back office position price type |
 +| PRICE_TYPE_SYNTHETIC_MARKET | Synthetic market price type |
 +| PRICE_TYPE_SYNTHETIC_LIMIT | Synthetic limit price type |
 +| PRICE_TYPE_SYNTHETIC_STOP_MARKET | Synthetic stop market price type |
 +| PRICE_TYPE_SYNTHETIC_STOP_LIMIT | Synthetic stop limit price type |
 +| PRICE_TYPE_RFQ | Request for quote price type |
 +| PRICE_TYPE_FLATTEN | Flatten price type |
 +| PRICE_TYPE_IMPORT | Import price type |
 +| PRICE_TYPE_OPTIONS_SETTLEMENT | Options settlement price type |
 +| PRICE_TYPE_UNDEFINED | Undefined price type |
 +==== PrimaryUserType ====
 +The ''PrimaryUserType'' enum defines possible primary user types.
 +^ Value ^ Description ^
 +| PRIMARY_USER_TYPE_PRIMARY | Primary user |
 +| PRIMARY_USER_TYPE_SECONDARY | Secondary user |
 +| PRIMARY_USER_TYPE_SECONDARY_APPLIED | Secondary user, applied |
 +| PRIMARY_USER_TYPE_SECONDARY_NOT_APPLIED | Secondary user, not applied |
 +==== ResponsePending ====
 +The ''ResponsePending'' enum defines possible response pending types.
 +^ Value ^ Description ^
 +| RESPONSE_PENDING_NONE | No response pending |
 +| RESPONSE_PENDING_SUBMISSION | Submission response pending |
 +| RESPONSE_PENDING_REVISION | Revision response pending |
 +| RESPONSE_PENDING_PULL | Pull response pending |
 +| RESPONSE_PENDING_STATUS | Status response pending |
 +| RESPONSE_PENDING_NO_CHANGE | No change response pending |
 +==== StrategyType ====
 +The ''StrategyType'' enum defines possible strategy types.
 +^ Value ^ Description ^
 +| STRATEGY_TYPE_NONE | No strategy |
 +| STRATEGY_TYPE_CALENDAR_SPREAD | Calendar spread strategy |
 +| STRATEGY_TYPE_RT_CALENDAR_SPREAD | Real-time calendar spread strategy |
 +| STRATEGY_TYPE_INTER_CONTRACT_SPREAD | Inter-contract spread strategy |
 +| STRATEGY_TYPE_BUTTERFLY | Butterfly strategy |
 +| STRATEGY_TYPE_CONDOR | Condor strategy |
 +| STRATEGY_TYPE_DOUBLE_BUTTERFLY | Double butterfly strategy |
 +| STRATEGY_TYPE_HORIZONTAL | Horizontal strategy |
 +| STRATEGY_TYPE_BUNDLE | Bundle strategy |
 +| STRATEGY_TYPE_MONTH_VS_PACK | Month vs. pack strategy |
 +| STRATEGY_TYPE_PACK | Pack strategy |
 +| STRATEGY_TYPE_PACK_SPREAD | Pack spread strategy |
 +| STRATEGY_TYPE_PACK_BUTTERFLY | Pack butterfly strategy |
 +| STRATEGY_TYPE_BUNDLE_SPREAD | Bundle spread strategy |
 +| STRATEGY_TYPE_STRIP | Strip strategy |
 +| STRATEGY_TYPE_CRACK | Crack strategy |
 +| STRATEGY_TYPE_TREASURY_SPREAD | Treasury spread strategy |
 +| STRATEGY_TYPE_CRUSH | Crush strategy |
 +| STRATEGY_TYPE_THREE_WAY | Three-way strategy |
 +| STRATEGY_TYPE_THREE_WAY_STRADDLE_VS_CALL | Three-way straddle vs. call strategy |
 +| STRATEGY_TYPE_THREE_WAY_STRADDLE_VS_PUT | Three-way straddle vs. put strategy |
 +| STRATEGY_TYPE_BOX | Box strategy |
 +| STRATEGY_TYPE_XMAS_TREE | Christmas tree strategy |
 +| STRATEGY_TYPE_CONDITIONAL_CURVE | Conditional curve strategy |
 +| STRATEGY_TYPE_DOUBLE | Double strategy |
 +| STRATEGY_TYPE_HORIZONTAL_STRADDLE | Horizontal straddle strategy |
 +| STRATEGY_TYPE_IRON_CONDOR | Iron condor strategy |
 +| STRATEGY_TYPE_RATIO_1X2 | 1x2 ratio strategy |
 +| STRATEGY_TYPE_RATIO_1X3 | 1x3 ratio strategy |
 +| STRATEGY_TYPE_RATIO_2X3 | 2x3 ratio strategy |
 +| STRATEGY_TYPE_RISK_REVERSAL | Risk reversal strategy |
 +| STRATEGY_TYPE_STRADDLE_STRIP | Straddle strip strategy |
 +| STRATEGY_TYPE_STRADDLE | Straddle strategy |
 +| STRATEGY_TYPE_STRANGLE | Strangle strategy |
 +| STRATEGY_TYPE_VERTICAL | Vertical strategy |
 +| STRATEGY_TYPE_JELLY_ROLL | Jelly roll strategy |
 +| STRATEGY_TYPE_IRON_BUTTERFLY | Iron butterfly strategy |
 +| STRATEGY_TYPE_GUTS | Guts strategy |
 +| STRATEGY_TYPE_GENERIC | Generic strategy |
 +| STRATEGY_TYPE_DIAGONAL | Diagonal strategy |
 +| STRATEGY_TYPE_COVERED_THREE_WAY | Covered three-way strategy |
 +| STRATEGY_TYPE_COVERED_THREE_WAY_STRADDLE_VS_CALL | Covered three-way straddle vs. call strategy |
 +| STRATEGY_TYPE_COVERED_THREE_WAY_STRADDLE_VS_PUT | Covered three-way straddle vs. put strategy |
 +| STRATEGY_TYPE_COVERED_BOX | Covered box strategy |
 +| STRATEGY_TYPE_COVERED_XMAS_TREE | Covered Christmas tree strategy |
 +| STRATEGY_TYPE_COVERED_CONDITIONAL_CURVE | Covered conditional curve strategy |
 +| STRATEGY_TYPE_COVERED_DOUBLE | Covered double strategy |
 +| STRATEGY_TYPE_COVERED_HORIZONTAL_STRADDLE | Covered horizontal straddle strategy |
 +| STRATEGY_TYPE_COVERED_IRON_CONDOR | Covered iron condor strategy |
 +| STRATEGY_TYPE_COVERED_RATIO_1X2 | Covered 1x2 ratio strategy |
 +| STRATEGY_TYPE_COVERED_RATIO_1X3 | Covered 1x3 ratio strategy |
 +| STRATEGY_TYPE_COVERED_RATIO_2X3 | Covered 2x3 ratio strategy |
 +| STRATEGY_TYPE_COVERED_RISK_REVERSAL | Covered risk reversal strategy |
 +| STRATEGY_TYPE_COVERED_STRADDLE_STRIP | Covered straddle strip strategy |
 +| STRATEGY_TYPE_COVERED_STRADDLE | Covered straddle strategy |
 +| STRATEGY_TYPE_COVERED_STRANGLE | Covered strangle strategy |
 +| STRATEGY_TYPE_COVERED_VERTICAL | Covered vertical strategy |
 +| STRATEGY_TYPE_COVERED_JELLY_ROLL | Covered jelly roll strategy |
 +| STRATEGY_TYPE_COVERED_IRON_BUTTERFLY | Covered iron butterfly strategy |
 +| STRATEGY_TYPE_COVERED_GUTS | Covered guts strategy |
 +| STRATEGY_TYPE_COVERED_GENERIC | Covered generic strategy |
 +| STRATEGY_TYPE_COVERED_DIAGONAL | Covered diagonal strategy |
 +| STRATEGY_TYPE_COVERED_BUTTERFLY | Covered butterfly strategy |
 +| STRATEGY_TYPE_COVERED_CONDOR | Covered condor strategy |
 +| STRATEGY_TYPE_COVERED_HORIZONTAL | Covered horizontal strategy |
 +| STRATEGY_TYPE_COVERED_STRIP | Covered strip strategy |
 +| STRATEGY_TYPE_COVERED_OPTION | Covered option strategy |
 +| STRATEGY_TYPE_BALANCED_STRIP | Balanced strip strategy |
 +| STRATEGY_TYPE_UNBALANCED_STRIP | Unbalanced strip strategy |
 +| STRATEGY_TYPE_INTER_CONTRACT_STRIP | Inter-contract strip strategy |
 +| STRATEGY_TYPE_INVOICE_SWAP | Invoice swap strategy |
 +| STRATEGY_TYPE_INTEREST_RATE_SWAP | Interest rate swap strategy |
 +| STRATEGY_TYPE_AVERAGE_PRICE_STRIP | Average price strip strategy |
 +| STRATEGY_TYPE_TREASURY_TAIL | Treasury tail strategy |
 +| STRATEGY_TYPE_AVERAGE_PRICE_STRIP_SPREAD | Average price strip spread strategy |
 +| STRATEGY_TYPE_INVOICE_SWAP_CALENDAR | Invoice swap calendar strategy |
 +| STRATEGY_TYPE_INVOICE_SWAP_SWITCHES | Invoice swap switches strategy |
 +| STRATEGY_TYPE_VOLATILITY_QUOTED_OPTION | Volatility-quoted option strategy |
 +| STRATEGY_TYPE_FX_SPOT | FX spot strategy |
 +| STRATEGY_TYPE_AVERAGE_PRICE_BUNDLE | Average price bundle strategy |
 +| STRATEGY_TYPE_FIXED_PRICE_RATIO_SPREAD | Fixed price ratio spread strategy |
 +| STRATEGY_TYPE_SA_CBOT_SOYBEAN_SPREAD | SA CBOT soybean spread strategy |
 +| STRATEGY_TYPE_BALANCED_STRIP_BUTTERFLY | Balanced strip butterfly strategy |
 +| STRATEGY_TYPE_ANY | Any strategy type |
 +==== TimeType ====
 +The ''TimeType'' enum defines possible time in force types.
 +^ Value ^ Description ^
 +| TIME_TYPE_NORMAL | Normal time type (day order) |
 +| TIME_TYPE_IMMEDIATE_AND_CANCEL | Immediate-and-cancel time type (IOC) |
 +| TIME_TYPE_GOOD_TILL_CANCELLED | Good-till-cancelled time type (GTC) |
 +| TIME_TYPE_COMPLETE_VOLUME | Complete volume time type (fill or kill) |
 +| TIME_TYPE_MARKET_ON_OPEN | Market-on-open time type |
 +| TIME_TYPE_MARKET_ON_CLOSE | Market-on-close time type |
 +| TIME_TYPE_UNDEFINED | Undefined time type |
 +==== UDSStatus ====
 +The ''UDSStatus'' enum defines possible user-defined strategy statuses.
 +^ Value ^ Description ^
 +| UDS_STATUS_UNKNOWN | Unknown status |
 +| UDS_STATUS_Success | Success status |
 +| UDS_STATUS_FAILED | Failed status |
 +| UDS_STATUS_ALREADY_EXISTS | Already exists status |
 +==== MarketByOrderUpdate.UpdateType ====
 +The ''UpdateType'' enum defines possible market-by-order update types.
 +^ Value ^ Description ^
 +| UPDATE_TYPE_ADD_OR_UPDATE | Add or update an order |
 +| UPDATE_TYPE_DELETE | Delete an order |
 +| UPDATE_TYPE_CLEAR | Clear all orders |
  
  
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  • Last modified: 2025/03/15 15:02
  • by chad