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

#include <OrderSource.hpp>

Inheritance diagram for dxfcpp::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) noexcept
	Returns order source for the specified source identifier.

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

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

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 Public Attributes inherited from dxfcpp::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 dxfcpp::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 dxfcpp::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

◆ valueOf() [1/2]

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

inlinestaticnoexcept

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 & dxfcpp::OrderSource::valueOf ( std::int32_t sourceId )

inlinestaticnoexcept

Returns order source for the specified source identifier.

Parameters

sourceId the source identifier.

Returns: order source.

Member Data Documentation

◆ ABE

const OrderSource dxfcpp::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 dxfcpp::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.

◆ AGGREGATE_BID

const OrderSource dxfcpp::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.

◆ BATE

const OrderSource dxfcpp::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 dxfcpp::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 dxfcpp::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 dxfcpp::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 dxfcpp::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 dxfcpp::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 dxfcpp::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 dxfcpp::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 dxfcpp::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 dxfcpp::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 dxfcpp::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

const OrderSource dxfcpp::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.

◆ DEA

const OrderSource dxfcpp::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 dxfcpp::OrderSource::DEFAULT

static

Default source for publishing custom order books.

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

◆ DEX

const OrderSource dxfcpp::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 dxfcpp::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 dxfcpp::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 dxfcpp::OrderSource::ESPD

static

NASDAQ eSpeed.

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

◆ FAIR

const OrderSource dxfcpp::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 dxfcpp::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 dxfcpp::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 dxfcpp::OrderSource::ICE

static

Intercontinental Exchange.

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

◆ iex

const OrderSource dxfcpp::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 dxfcpp::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 dxfcpp::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 dxfcpp::OrderSource::MEMX

static

Members Exchange.

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

◆ memx

const OrderSource dxfcpp::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 dxfcpp::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 dxfcpp::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 dxfcpp::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.

◆ REGIONAL_ASK

const OrderSource dxfcpp::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 dxfcpp::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 dxfcpp::OrderSource::SMFE

static

Small Exchange.

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

◆ smfe

const OrderSource dxfcpp::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 dxfcpp::OrderSource::XEUR

static

Eurex Exchange.

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

◆ xeur

const OrderSource dxfcpp::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 dxfcpp::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

◆ 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

◆ REGIONAL_ASK

◆ REGIONAL_BID

◆ SMFE

◆ smfe

◆ XEUR

◆ xeur

◆ XNFI