TradeExtraFlags Struct Reference

Extra flags for trade message. More...

Public Types
enum	Enum {   None = 0, isRfcCrossing = 1, isLegDealOutsideIPL = 2, isImplied = 4,   isVerticalSplit = 8 }
	Extra flags for trade message. More...

Static Public Member Functions
static Enum	deserialize (const char *)
	Deserializes constant from string representation.
static const char *	toString (Enum)
	Returns string representation.

Detailed Description

Extra flags for trade message.

Member Enumeration Documentation

enum Enum

Extra flags for trade message.

Enumerator
None	No special flags.
isRfcCrossing	Indicates this is a RFC Crossing Deal.
isLegDealOutsideIPL	Indicates the deal is outside of IPL (when IPL is enabled) if set to. When set to 1, such deal should not be included in market stats. This could only happen in leg markets due to implied orders.
isImplied	Indicate that the originator side of the deal resulted from implied order if set to 1. This field should not be used to determine how market statistics are calculated.
isVerticalSplit	Indicates if the trade is a system priced leg from a composite strategy.