Constants

EXCH_EVENT = 2147483648

Indicates that it is a valid event to be handled by the exchange processor at the exchange timestamp.

LOCAL_EVENT = 1073741824

Indicates that it is a valid event to be handled by the local processor at the local timestamp.

BUY_EVENT = 536870912

Indicates a buy, with specific meaning that can vary depending on the situation. For example, when combined with a depth event, it means a bid-side event, while when combined with a trade event, it means that the trade initiator is a buyer.

SELL_EVENT = 268435456

Indicates a sell, with specific meaning that can vary depending on the situation. For example, when combined with a depth event, it means an ask-side event, while when combined with a trade event, it means that the trade initiator is a seller.

MARKET = 1

MARKET

LIMIT = 0

LIMIT

BUY = 1

In the market depth event, this indicates the bid side; in the market trade event, it indicates that the trade initiator is a buyer.

SELL = -1

In the market depth event, this indicates the ask side; in the market trade event, it indicates that the trade initiator is a seller.

NONE = 0

NONE

NEW = 1

NEW

EXPIRED = 2

EXPIRED

FILLED = 3

FILLED

PARTIALLY_FILLED = 5

PARTIALLY_FILLED

CANCELED = 4

CANCELED

REJECTED = 6

REJECTED

GTC = 0

Good ‘till cancel

GTX = 1

Post only

FOK = 2

Fill or kill

IOC = 3

Immediate or cancel

ALL_ASSETS = -1

Indicates all assets.

DEPTH_EVENT = 1

Indicates that the market depth is changed.

TRADE_EVENT = 2

Indicates that a trade occurs in the market.

DEPTH_CLEAR_EVENT = 3

Indicates that the market depth is cleared.

DEPTH_SNAPSHOT_EVENT = 4

Indicates that the market depth snapshot is received.

UNTIL_END_OF_DATA = 9223372036854775807

Indicates that one should continue until the end of the data.