API  Version 2.0.1
Low-Latency HFT API
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apiDataTypes.h
1 #ifndef API_DATA_TYPES
2 #define API_DATA_TYPES
3 #include <sharedDefines.h>
4 #include <string>
5 namespace API2
6 {
7  namespace DATA_TYPES
8  {
9 
14  typedef SIGNED_LONG PRICE;
15 
20  typedef SIGNED_LONG QTY;
21 
26  typedef SIGNED_LONG VOLUME;
27 
32  typedef SIGNED_LONG SYMBOL_ID;
33 
34 
39  typedef UNSIGNED_LONG CLORDER_ID;
40 
45  typedef UNSIGNED_LONG EXCHANGE_TIME;
46 
51  typedef UNSIGNED_LONG STRATEGY_ID;
52 
57  typedef UNSIGNED_LONG CLIENT_ID;
58 
63  typedef UNSIGNED_SHORT DEPTH_POSITION;
64 
69  typedef UNSIGNED_LONG EXCHANGE_TIME;
70 
75  typedef UNSIGNED_LONG SEQUENCE_NUMBER;
76 
81  typedef SIGNED_LONG TRADER_ID;
82 
87  typedef UNSIGNED_LONG ERROR_CODE;
88 
93  typedef UNSIGNED_INTEGER EXPIRY_DATE;
94 
99  typedef UNSIGNED_CHARACTER ENUM;
100 
105  typedef UNSIGNED_CHARACTER SETTLEMENT_PERIOD;
106 
111  typedef UNSIGNED_SHORT OrderStatus;
112 
117  typedef UNSIGNED_SHORT StrategyComment;
118 
123  typedef UNSIGNED_SHORT ResponseType;
124 
129  typedef UNSIGNED_SHORT RiskStatus;
130 
135  typedef UNSIGNED_SHORT ResponseCategory;
136 
137 
142  typedef UNSIGNED_SHORT OrderMode;
143 
148  typedef UNSIGNED_SHORT ExchangeId;
149 
154  typedef UNSIGNED_SHORT SecurityType;
155 
160  typedef UNSIGNED_SHORT OrderType;
161 
166  typedef UNSIGNED_SHORT OrderValidity;
167 
172  typedef UNSIGNED_SHORT ProductType;
173 
178  typedef UNSIGNED_SHORT OptionMode;
179 
184  typedef UNSIGNED_SHORT OptionAttribute;
185 
190  typedef UNSIGNED_SHORT InstrumentType;
191 
196  typedef UNSIGNED_SHORT TransactionType;
197 
202  typedef UNSIGNED_SHORT CommandCategory;
203 
208  typedef std::string String;
209 
210  }
211 }
212 #endif