Known types of block trade. More...
Public Types | |
| enum | Enum { Regular = ' ', IceEfrp = '2', IceBlk = '3', Basis = '4', GuaranteedCross = '5', VolatilityContingent = '6', StockContingent = '7', CxcEfp = '9', OtherClearingVenue = 'A', N2ex = 'D', Efp = 'E', Eex = 'G', EfpEfsContra = 'F', Efm = 'I', Efr = 'J', Block = 'K', NgEfpEfs = 'O', Eoo = 'Q', Efs = 'S', Contra = 'T', Cpblk = 'U', BilateralOffExchange = 'V', BilateralCrossContra = 'Y', AssetAllocation = 16705 } |
| Known types of block trade. More... | |
Static Public Member Functions | |
| static Enum | deserialize (const char *) |
| Deserializes constant from string representation. | |
| static const char * | toString (Enum) |
| Returns string representation. | |
Known types of block trade.
| enum Enum |
Known types of block trade.
| Enumerator | |
|---|---|
| Regular |
Regular trade is an order book trade. When someone sends a buy order and a sell order with a matching price, that is a regular trade. |
| IceEfrp |
ICE EFRP. |
| IceBlk |
ICE BLK. |
| Basis |
Basis Trade. |
| GuaranteedCross |
Guaranteed Cross. |
| VolatilityContingent |
Volatility Contingent Trade. |
| StockContingent |
Stock Contingent Trade. |
| CxcEfp |
CCX EFP Trade. |
| OtherClearingVenue |
Other Clearing Venue. |
| N2ex |
N2EX Trade. |
| Efp |
EFP Trade. |
| Eex |
EEX Trade. |
| EfpEfsContra |
EFP/EFS Contra Trade. |
| Efm |
EFM Trade. |
| Efr |
EFR Trade. |
| Block |
Block Trade. |
| NgEfpEfs |
NG EFP/EFS Trade. |
| Eoo |
EOO Trade (for US Futures Options only). |
| Efs |
EFS Trade. |
| Contra |
Contra Trade. |
| Cpblk |
CPBLK Trade. |
| BilateralOffExchange |
Bilateral Off-Exchange Trade. |
| BilateralCrossContra |
Bilateral Cross Contra Trade. |
| AssetAllocation |
Asset Allocation (AA). |