RT::IExchange Class Reference

represents available ExDestination (TradingVenue) properties and features More...

Public Types
enum	Feature { enIfDone, enTrailInTicks, enWorseFillInTicks, enAnyInstrument, enAccountUpdate, enPositionUpdate, enCancelOrdersEOD, enNeedExchIdForCancel, enIFMEnabled, enOCO, enQuoteRequest, enMaxShow, enMaxFloor, enGiveUpFirm, enAdditionalFields }
	Represents Order specific features supported by Exchange/TradingVenue.
Public Member Functions
virtual const char *	name () const =0
	Name.
virtual bool	is_available () const =0
	Exchange connection status.
virtual IArray< TimeInForce > &	tifs () const =0
	supported TimeInForce values
virtual IArray< OrderType > &	order_types () const =0
	supported OrderTypes
virtual IArray< const char * > &	destinations () const =0
	available destinations
virtual IArray< const char * > &	subdestinations () const =0
	available secondary destinations
virtual IArray< Feature > &	features () const =0
	supported features
virtual IArray< const char * > &	ExecInstr () const =0
	Exchange specific options.
virtual IArray< const char * > &	HandlInst () const =0
virtual IArray< const char * > &	DisplayIndicator () const =0
virtual IArray< const char * > &	BatsRoutingInst () const =0

Detailed Description

represents available ExDestination (TradingVenue) properties and features

The documentation for this class was generated from the following file: