Identifies source of Order, AnalyticOrder, OtcMarketsOrder and SpreadOrder events. More...

#include <OrderSource.hpp>

Inheritance diagram for OrderSource:

Static Public Member Functions
static bool	isSpecialSourceId (std::int32_t sourceId) noexcept
	Determines whether specified source identifier refers to special order source.

static const OrderSource &	valueOf (std::int32_t sourceId)
	Returns order source for the specified source identifier.

static const OrderSource &	valueOf (const std::string &name)
	Returns order source for the specified source name.

Static Public Member Functions inherited from IndexedEventSource
static void	freeGraal (void *graalNative)
	Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).

static IndexedEventSource	fromGraal (void *graalNative)
	Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.

Static Public Attributes
static const OrderSource	COMPOSITE_BID
	Bid side of a composite Quote.

static const OrderSource	COMPOSITE_ASK
	Ask side of a composite Quote.

static const OrderSource	REGIONAL_BID
	Bid side of a regional Quote.

static const OrderSource	REGIONAL_ASK
	Ask side of a regional Quote.

static const OrderSource	AGGREGATE_BID
	Bid side of an aggregate order book (futures depth and NASDAQ Level II).

static const OrderSource	AGGREGATE_ASK
	Ask side of an aggregate order book (futures depth and NASDAQ Level II).

static const OrderSource	DEFAULT
	Default source for publishing custom order books.

static const OrderSource	NTV
	NASDAQ Total View.

static const OrderSource	ntv
	NASDAQ Total View.

static const OrderSource	NFX
	NASDAQ Futures Exchange.

static const OrderSource	ESPD
	NASDAQ eSpeed.

static const OrderSource	XNFI
	NASDAQ Fixed Income.

static const OrderSource	ICE
	Intercontinental Exchange.

static const OrderSource	ISE
	International Securities Exchange.

static const OrderSource	DEA
	Direct-Edge EDGA Exchange.

static const OrderSource	DEX
	Direct-Edge EDGX Exchange.

static const OrderSource	dex
	Direct-Edge EDGX Exchange.

static const OrderSource	BYX
	Bats BYX Exchange.

static const OrderSource	BZX
	Bats BZX Exchange.

static const OrderSource	bzx
	Bats BZX Exchange.

static const OrderSource	BATE
	Bats Europe BXE Exchange.

static const OrderSource	CHIX
	Bats Europe CXE Exchange.

static const OrderSource	CEUX
	Bats Europe DXE Exchange.

static const OrderSource	BXTR
	Bats Europe TRF.

static const OrderSource	IST
	Borsa Istanbul Exchange.

static const OrderSource	BI20
	Borsa Istanbul Exchange.

static const OrderSource	ABE
	ABE (abe.io) exchange.

static const OrderSource	FAIR
	FAIR (FairX) exchange.

static const OrderSource	GLBX
	CME Globex.

static const OrderSource	glbx
	CME Globex.

static const OrderSource	ERIS
	Eris Exchange group of companies.

static const OrderSource	XEUR
	Eurex Exchange.

static const OrderSource	xeur
	Eurex Exchange.

static const OrderSource	CFE
	CBOE Futures Exchange.

static const OrderSource	C2OX
	CBOE Options C2 Exchange.

static const OrderSource	SMFE
	Small Exchange.

static const OrderSource	smfe
	Small Exchange.

static const OrderSource	iex
	Investors exchange.

static const OrderSource	MEMX
	Members Exchange.

static const OrderSource	memx
	Members Exchange.

static const OrderSource	OCEA
	Blue Ocean Technologies Alternative Trading System.

static const OrderSource	pink
	Pink Sheets.

static const OrderSource	ARCA
	NYSE Arca traded securities.

static const OrderSource	arca
	NYSE Arca traded securities.

Static Public Attributes inherited from IndexedEventSource
static const IndexedEventSource	DEFAULT {0, "DEFAULT"}
	The default source with zero identifier for all events that do not support multiple sources.

Additional Inherited Members
Public Member Functions inherited from IndexedEventSource
	IndexedEventSource (std::int32_t id, std::string name) noexcept
	Creates the new IndexedEvent's source by id and name.

std::int32_t	id () const noexcept
	Returns the source identifier.

const std::string &	name () const noexcept
	Returns the string representation of the object.

std::string	toString () const noexcept
	Returns the string representation of the object.

Detailed Description

Identifies source of Order, AnalyticOrder, OtcMarketsOrder and SpreadOrder events.

There are the following kinds of order sources:

Synthetic sources OrderSource::COMPOSITE_BID, OrderSource::COMPOSITE_ASK, OrderSource::REGIONAL_BID, and OrderSource::REGIONAL_ASK are provided for convenience of a consolidated order book and are automatically generated based on the corresponding Quote events.
Aggregate sources OrderSource::AGGREGATE_BID and OrderSource::AGGREGATE_ASK provide futures depth (aggregated by price level) and NASDAQ Level II (top of book for each market maker). These source cannot be directly published to via dxFeed API.
Publishable sources OrderSource::DEFAULT, OrderSource::NTV, OrderSource::ISE etc support full range of dxFeed API features.

Member Function Documentation

◆ isSpecialSourceId()

static bool OrderSource::isSpecialSourceId ( std::int32_t sourceId )

inlinestaticnoexcept

Determines whether specified source identifier refers to special order source.

Special order sources are used for wrapping non-order events into order events.

Parameters

sourceId the source identifier.

Returns: true if it is a special source identifier

References AGGREGATE_ASK, COMPOSITE_BID, and IndexedEventSource::id().

Referenced by OrderBase::setSource().

◆ valueOf() [1/2]

static const OrderSource & OrderSource::valueOf ( const std::string & name )

inlinestatic

Returns order source for the specified source name.

The name must be either predefined, or contain at most 4 alphanumeric characters.

Parameters

name	the name of the source.

Returns: order source.

◆ valueOf() [2/2]

static const OrderSource & OrderSource::valueOf ( std::int32_t sourceId )

inlinestatic

Returns order source for the specified source identifier.

Parameters

sourceId the source identifier.

Returns: order source.

Member Data Documentation

◆ ABE

const OrderSource OrderSource::ABE

static

ABE (abe.io) exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ AGGREGATE_ASK

const OrderSource OrderSource::AGGREGATE_ASK

static

Ask side of an aggregate order book (futures depth and NASDAQ Level II).

This source cannot be directly published via dxFeed API, but otherwise it is fully operational.

Referenced by isSpecialSourceId().

◆ AGGREGATE_BID

const OrderSource OrderSource::AGGREGATE_BID

static

Bid side of an aggregate order book (futures depth and NASDAQ Level II).

This source cannot be directly published via dxFeed API, but otherwise it is fully operational.

◆ ARCA

const OrderSource OrderSource::ARCA

static

NYSE Arca traded securities.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ arca

const OrderSource OrderSource::arca

static

NYSE Arca traded securities.

Record for price level book.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ BATE

const OrderSource OrderSource::BATE

static

Bats Europe BXE Exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ BI20

const OrderSource OrderSource::BI20

static

Borsa Istanbul Exchange.

Record for particular top 20 order book.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ BXTR

const OrderSource OrderSource::BXTR

static

Bats Europe TRF.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ BYX

const OrderSource OrderSource::BYX

static

Bats BYX Exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ BZX

const OrderSource OrderSource::BZX

static

Bats BZX Exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ bzx

const OrderSource OrderSource::bzx

static

Bats BZX Exchange.

Record for price level book.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ C2OX

const OrderSource OrderSource::C2OX

static

CBOE Options C2 Exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ CEUX

const OrderSource OrderSource::CEUX

static

Bats Europe DXE Exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ CFE

const OrderSource OrderSource::CFE

static

CBOE Futures Exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ CHIX

const OrderSource OrderSource::CHIX

static

Bats Europe CXE Exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ COMPOSITE_ASK

const OrderSource OrderSource::COMPOSITE_ASK

static

Ask side of a composite Quote.

It is a synthetic source. The subscription on composite Quote event is observed when this source is subscribed to.

◆ COMPOSITE_BID

DXFCPP_BEGIN_NAMESPACE const OrderSource OrderSource::COMPOSITE_BID

static

Bid side of a composite Quote.

It is a synthetic source. The subscription on composite Quote event is observed when this source is subscribed to.

Referenced by isSpecialSourceId().

◆ DEA

const OrderSource OrderSource::DEA

static

Direct-Edge EDGA Exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ DEFAULT

const OrderSource OrderSource::DEFAULT

static

Default source for publishing custom order books.

Order, AnalyticOrder, OtcMarketsOrder and SpreadOrder events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ DEX

const OrderSource OrderSource::DEX

static

Direct-Edge EDGX Exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ dex

const OrderSource OrderSource::dex

static

Direct-Edge EDGX Exchange.

Record for price level book.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ ERIS

const OrderSource OrderSource::ERIS

static

Eris Exchange group of companies.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ ESPD

const OrderSource OrderSource::ESPD

static

NASDAQ eSpeed.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ FAIR

const OrderSource OrderSource::FAIR

static

FAIR (FairX) exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ GLBX

const OrderSource OrderSource::GLBX

static

CME Globex.

Order and AnalyticOrder events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ glbx

const OrderSource OrderSource::glbx

static

CME Globex.

Record for price level book.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ ICE

const OrderSource OrderSource::ICE

static

Intercontinental Exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ iex

const OrderSource OrderSource::iex

static

Investors exchange.

Record for price level book.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ ISE

const OrderSource OrderSource::ISE

static

International Securities Exchange.

Order and SpreadOrder events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ IST

const OrderSource OrderSource::IST

static

Borsa Istanbul Exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ MEMX

const OrderSource OrderSource::MEMX

static

Members Exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ memx

const OrderSource OrderSource::memx

static

Members Exchange.

Record for price level book.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ NFX

const OrderSource OrderSource::NFX

static

NASDAQ Futures Exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ NTV

const OrderSource OrderSource::NTV

static

NASDAQ Total View.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ ntv

const OrderSource OrderSource::ntv

static

NASDAQ Total View.

Record for price level book.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ OCEA

const OrderSource OrderSource::OCEA

static

Blue Ocean Technologies Alternative Trading System.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ pink

const OrderSource OrderSource::pink

static

Pink Sheets.

Record for price level book. Pink sheets are listings for stocks that trade over-the-counter (OTC).

Order and OtcMarketsOrder events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ REGIONAL_ASK

const OrderSource OrderSource::REGIONAL_ASK

static

Ask side of a regional Quote.

It is a synthetic source. The subscription on regional Quote event is observed when this source is subscribed to.

◆ REGIONAL_BID

const OrderSource OrderSource::REGIONAL_BID

static

Bid side of a regional Quote.

It is a synthetic source. The subscription on regional Quote event is observed when this source is subscribed to.

◆ SMFE

const OrderSource OrderSource::SMFE

static

Small Exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ smfe

const OrderSource OrderSource::smfe

static

Small Exchange.

Record for price level book.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ XEUR

const OrderSource OrderSource::XEUR

static

Eurex Exchange.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ xeur

const OrderSource OrderSource::xeur

static

Eurex Exchange.

Record for price level book.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

◆ XNFI

const OrderSource OrderSource::XNFI

static

NASDAQ Fixed Income.

Order events are publishable on this source and the corresponding subscription can be observed via DXPublisher.

Static Public Member Functions

Static Public Attributes

Additional Inherited Members

Detailed Description

Member Function Documentation

◆ isSpecialSourceId()

◆ valueOf() [1/2]

◆ valueOf() [2/2]

Member Data Documentation

◆ ABE

◆ AGGREGATE_ASK

◆ AGGREGATE_BID

◆ ARCA

◆ arca

◆ BATE

◆ BI20

◆ BXTR

◆ BYX

◆ BZX

◆ bzx

◆ C2OX

◆ CEUX

◆ CFE

◆ CHIX

◆ COMPOSITE_ASK

◆ COMPOSITE_BID

◆ DEA

◆ DEFAULT

◆ DEX

◆ dex

◆ ERIS

◆ ESPD

◆ FAIR

◆ GLBX

◆ glbx

◆ ICE

◆ iex

◆ ISE

◆ IST

◆ MEMX

◆ memx

◆ NFX

◆ NTV

◆ ntv

◆ OCEA

◆ pink

◆ REGIONAL_ASK

◆ REGIONAL_BID

◆ SMFE

◆ smfe

◆ XEUR

◆ xeur

◆ XNFI