| Class | Description |
|---|---|
| AllocationInstructionDecoder |
AllocationInstruction
|
| AllocationInstructionDecoder.NoAllocsDecoder | |
| AllocationInstructionDecoder.NoExecsDecoder | |
| AllocationInstructionEncoder |
AllocationInstruction
|
| AllocationInstructionEncoder.NoAllocsEncoder | |
| AllocationInstructionEncoder.NoExecsEncoder | |
| AllocationReportDecoder |
AllocationReport
|
| AllocationReportEncoder |
AllocationReport
|
| BusinessMessageRejectDecoder |
Reject message due to a application-level rule violation
|
| BusinessMessageRejectEncoder |
Reject message due to a application-level rule violation
|
| CustodianInfoDecoder |
Custodian information is required for Going Private offer
|
| CustodianInfoEncoder |
Custodian information is required for Going Private offer
|
| DeltaInMillisDecoder |
Interval time expressed in milliseconds
|
| DeltaInMillisEncoder |
Interval time expressed in milliseconds
|
| DeltaInNanosDecoder |
Interval time expressed in nanoseconds
|
| DeltaInNanosEncoder |
Interval time expressed in nanoseconds
|
| DeskIDEncodingDecoder |
Identifies the trading desk.
|
| DeskIDEncodingEncoder |
Identifies the trading desk.
|
| EstablishAckDecoder |
Establish Acknowledge message
|
| EstablishAckEncoder |
Establish Acknowledge message
|
| EstablishDecoder |
Establish message
|
| EstablishEncoder |
Establish message
|
| EstablishRejectDecoder |
Establish Reject message
|
| EstablishRejectEncoder |
Establish Reject message
|
| ExecutionReport_CancelDecoder |
Execution Report Message for Canceled Order State message
|
| ExecutionReport_CancelDecoder.NoMetricsDecoder | |
| ExecutionReport_CancelEncoder |
Execution Report Message for Canceled Order State message
|
| ExecutionReport_CancelEncoder.NoMetricsEncoder | |
| ExecutionReport_ForwardDecoder |
Execution Report Message for Forward related events message
|
| ExecutionReport_ForwardEncoder |
Execution Report Message for Forward related events message
|
| ExecutionReport_ModifyDecoder |
Execution Report Message for Modified Order State message
|
| ExecutionReport_ModifyDecoder.NoMetricsDecoder | |
| ExecutionReport_ModifyEncoder |
Execution Report Message for Modified Order State message
|
| ExecutionReport_ModifyEncoder.NoMetricsEncoder | |
| ExecutionReport_NewDecoder |
Execution Report Message for New/Restated Order State message
|
| ExecutionReport_NewDecoder.NoMetricsDecoder | |
| ExecutionReport_NewEncoder |
Execution Report Message for New/Restated Order State message
|
| ExecutionReport_NewEncoder.NoMetricsEncoder | |
| ExecutionReport_RejectDecoder |
Execution Report Message for Reject Event message
|
| ExecutionReport_RejectEncoder |
Execution Report Message for Reject Event message
|
| ExecutionReport_Trade_Uint64Decoder |
Execution Report Message for Trade/Trade Bust Event message
|
| ExecutionReport_Trade_Uint64Decoder.NoMetricsDecoder | |
| ExecutionReport_Trade_Uint64Encoder |
Execution Report Message for Trade/Trade Bust Event message
|
| ExecutionReport_Trade_Uint64Encoder.NoMetricsEncoder | |
| ExecutionReport_TradeDecoder |
Execution Report Message for Trade/Trade Bust Event message
|
| ExecutionReport_TradeDecoder.NoMetricsDecoder | |
| ExecutionReport_TradeEncoder |
Execution Report Message for Trade/Trade Bust Event message
|
| ExecutionReport_TradeEncoder.NoMetricsEncoder | |
| FinishedReceivingDecoder |
FinishedReceiving message
|
| FinishedReceivingEncoder |
FinishedReceiving message
|
| FinishedSendingDecoder |
FinishedSending message
|
| FinishedSendingEncoder |
FinishedSending message
|
| GroupSizeEncodingDecoder |
Repeating group dimensions
|
| GroupSizeEncodingEncoder |
Repeating group dimensions
|
| MemoEncodingDecoder |
Free UTF-8 format text field.
|
| MemoEncodingEncoder |
Free UTF-8 format text field.
|
| MessageHeaderDecoder |
Message identifiers and length of message root
|
| MessageHeaderEncoder |
Message identifiers and length of message root
|
| NegotiateDecoder |
Negotiate message
|
| NegotiateEncoder |
Negotiate message
|
| NegotiateRejectDecoder |
Negotiate Reject message
|
| NegotiateRejectEncoder |
Negotiate Reject message
|
| NegotiateResponseDecoder |
Negotiate Response message
|
| NegotiateResponseEncoder |
Negotiate Response message
|
| NewOrderCrossDecoder |
New Order Cross message
|
| NewOrderCrossDecoder.NoSidesDecoder | |
| NewOrderCrossEncoder |
New Order Cross message
|
| NewOrderCrossEncoder.NoSidesEncoder | |
| NewOrderSingle_Uint64Decoder |
New Order Single message
|
| NewOrderSingle_Uint64Encoder |
New Order Single message
|
| NewOrderSingleDecoder |
New Order Single message
|
| NewOrderSingleEncoder |
New Order Single message
|
| NotAppliedDecoder |
NotApplied message
|
| NotAppliedEncoder |
NotApplied message
|
| OrderCancelReplaceRequest_Uint64Decoder |
Order Cancel Replace Request message
|
| OrderCancelReplaceRequest_Uint64Encoder |
Order Cancel Replace Request message
|
| OrderCancelReplaceRequestDecoder |
Order Cancel Replace Request message
|
| OrderCancelReplaceRequestEncoder |
Order Cancel Replace Request message
|
| OrderCancelRequestDecoder |
Order Cancel Request message
|
| OrderCancelRequestEncoder |
Order Cancel Request message
|
| OrderMassActionReportDecoder |
Order Mass Action Report message
|
| OrderMassActionReportEncoder |
Order Mass Action Report message
|
| OrderMassActionRequestDecoder |
Order Mass Action Request message
|
| OrderMassActionRequestEncoder |
Order Mass Action Request message
|
| PercentageDecoder |
Percentage
|
| PercentageEncoder |
Percentage
|
| PositionMaintenanceCancelRequestDecoder |
PositionMaintenanceCancelRequest message
|
| PositionMaintenanceCancelRequestEncoder |
PositionMaintenanceCancelRequest message
|
| PositionMaintenanceReportDecoder |
PositionMaintenanceReport
|
| PositionMaintenanceReportDecoder.NoPositionsDecoder | |
| PositionMaintenanceReportEncoder |
PositionMaintenanceReport
|
| PositionMaintenanceReportEncoder.NoPositionsEncoder | |
| PositionMaintenanceRequestDecoder |
PositionMaintenanceCancelRequest message
|
| PositionMaintenanceRequestDecoder.NoPositionsDecoder | |
| PositionMaintenanceRequestEncoder |
PositionMaintenanceCancelRequest message
|
| PositionMaintenanceRequestEncoder.NoPositionsEncoder | |
| PriceDecoder |
Mandatory price
|
| PriceEncoder |
Mandatory price
|
| PriceOptionalDecoder |
Optional price
|
| PriceOptionalEncoder |
Optional price
|
| QuoteCancelDecoder |
QuoteCancel message
|
| QuoteCancelEncoder |
QuoteCancel message
|
| QuoteDecoder |
Quote message
|
| QuoteEncoder |
Quote message
|
| QuoteRequestDecoder |
QuoteRequest message
|
| QuoteRequestDecoder.NoSidesDecoder | |
| QuoteRequestEncoder |
QuoteRequest message
|
| QuoteRequestEncoder.NoSidesEncoder | |
| QuoteRequestRejectDecoder |
QuoteRequestReject message
|
| QuoteRequestRejectEncoder |
QuoteRequestReject message
|
| QuoteStatusReportDecoder |
QuoteStatusReport message
|
| QuoteStatusReportEncoder |
QuoteStatusReport message
|
| RatioQtyDecoder |
Ratio of quantity relative to the whole thing
|
| RatioQtyEncoder |
Ratio of quantity relative to the whole thing
|
| RetransmissionDecoder |
Retransmission message
|
| RetransmissionEncoder |
Retransmission message
|
| RetransmitRejectDecoder |
RetransmitReject message
|
| RetransmitRejectEncoder |
RetransmitReject message
|
| RetransmitRequestDecoder |
RetransmitRequest message
|
| RetransmitRequestEncoder |
RetransmitRequest message
|
| SecurityDefinitionRequestDecoder |
Security Definition Request message
|
| SecurityDefinitionRequestDecoder.NoLegsDecoder | |
| SecurityDefinitionRequestEncoder |
Security Definition Request message
|
| SecurityDefinitionRequestEncoder.NoLegsEncoder | |
| SecurityDefinitionResponseDecoder |
Security Definition message
|
| SecurityDefinitionResponseEncoder |
Security Definition message
|
| SequenceDecoder |
Sequence message
|
| SequenceEncoder |
Sequence message
|
| SimpleModifyOrderDecoder |
Simple Order Modify message
|
| SimpleModifyOrderEncoder |
Simple Order Modify message
|
| SimpleNewOrderDecoder |
Simple Order New message
|
| SimpleNewOrderEncoder |
Simple Order New message
|
| TerminateDecoder |
Terminate message
|
| TerminateEncoder |
Terminate message
|
| TextEncodingDecoder |
Free ASCII format text string.
|
| TextEncodingEncoder |
Free ASCII format text string.
|
| UTCTimestampNanosDecoder |
UTC timestamp with nanosecond precision
|
| UTCTimestampNanosEncoder |
UTC timestamp with nanosecond precision
|
| Enum | Description |
|---|---|
| AccountType | |
| Bool | |
| CancelOnDisconnectType | |
| EstablishRejectCode | |
| ExecRestatementReason | |
| ExecType | |
| ExecuteUnderlyingTrade | |
| FlowType | |
| MassActionRejectReason | |
| MassActionResponse | |
| MassActionScope | |
| MassActionType | |
| MessageType | |
| MetaAttribute |
Meta attribute enum for selecting a particular meta attribute value.
|
| MetricType | |
| MultiLegReportingType | |
| NegotiationRejectCode | |
| OrderCategory | |
| OrdStatus | |
| OrdType | |
| RetransmitRejectCode | |
| RoutingInstruction | |
| SecurityResponseType | |
| SettlType | |
| Side | |
| TerminationCode | |
| TimeInForce |
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