msg-type.h

/**
MIT License

Copyright (c) 2021 Safe Online World Ltd.

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.
*/
// 4:50 PM 11/27/2021
// by rajib chy
#ifdef _MSC_VER
#pragma once
#endif//_MSC_VER
#if !defined(_msg_type_h)
#define _msg_type_h

namespace sow_itch {

	// System Event Message Section 4.1
	// Start of System hours. This message indicates that
	// NASDAQ is open and ready to start accepting orders.
	const char msg_type_system_event_accept_order[] = "S";

	// System Event Message Section 4.1
	// Start of Messages. Outside oftime stamp messages,
	// the start of day message is the first message sent in any trading day.
	const char msg_type_system_event_start_message[] = "O";
	
	// System Event Message Section 4.1
	// Start of Market hours. This message is intended to indicate
	// that Market Hours orders are available for execution.
	const char msg_type_system_event_start_market_hour[] = "M";
	
	// System Event Message Section 4.1
	// End of System hours. It indicates that Nasdaq is now closed and
	// will not accept any new orders today. It is still possible to
	// receive Broken Trade messages and Order Delete messages after the End of Day
	const char msg_type_system_event_end_of_hour[] = "E";
	
	// System Event Message Section 4.1
	// End of Messages. This is always the last message sent in any trading day
	const char msg_type_system_event_end_of_message[] = "C";
	
	// Stock Directory Message. Section 4.2.1
	// At the start of each trading day, Nasdaq disseminates stock directory messages for all active symbols in the Nasdaq execution system.
	const char msg_type_stock_directory[] = "R";
	
	// Stock Trading Action Message. Section 4.2.2
	// Nasdaq uses this administrative message to indicate the current trading status of a security to the trading community.
	const char msg_type_stock_trading_action[] = "H";
	
	// Reg SHO Short Sale Price Test Restricted Indicator. Section 4.2.3
	// In February 2011, the Securities and Exchange Commission (SEC) implemented changes to Rule 201 of the 
	// Regulation SHO (Reg SHO). For details, please referto SEC Release Number 34-61595. In association with 
	// the Reg SHO rule change, Nasdaq will introduce the following Reg SHO Short Sale Price Test Restricted 
	// Indicator message format
	const char msg_type_short_sale_indicator[] = "Y";
	
	// Market Participant Position message. Section 4.2.4
	// At the start of each trading day, Nasdaq disseminates a spin of market participant position messages. The 
	// message provides the Primary MarketMaker status, Market Maker mode and Market Participant state for 
	// each Nasdaq market participant firm registered in an issue. Market participant firms may use these fields to 
	// comply with certain market place rules.
	const char msg_type_market_position[] = "L";
	
	// Market wide circuit breaker Decline Level Message. Section 4.2.5.1
	// Informs data recipients what the daily MWCB breach points are set to for the current trading day
	const char msg_type_circuit_breaker_decline[] = "V";
	
	// Market Wide Circuit Breaker Status message. Section 4.2.5.2
	// Informs data recipients when a MWCB has breached one of the established levels
	const char msg_type_circuit_breaker_status[] = "W";
	
	// IPO Quoting Period Update Message. Section 4.2.6
	// Indicates the anticipated IPO quotation release time of a security
	const char msg_type_ipo_quoting_period[] = "K";
	
	// Limit Up-Limit Down( LULD ) Auction Collar. Section 4.2.7
	// Indicates the auction collar thre sholds within which a paused security can reopen following a LULD Trading Pause
	const char msg_type_limit_up_down[] = "J";
	
	// Operational Halt. Section 4.2.8
	// The Exchange uses this message to indicate the current Operational Status of
	// a security to the trading community. An Operational Halt means that there has been
	// an interruption of service on the identified security impacting only the designated Market
	// Center. These Halts differ from the "Stock Trading Action" message types since an
	// Operational Halt is specific to the exchange for which it is declared, and does not
	// interrupt the ability of the trading community to trade the identified instrument
	// on any other market place.
	const char msg_type_operational_halt[] = "h";
	
	// Add Order-No MPID Attribution. Section 4.3.1
	// An Add Order Message indicates that a new order has been accepted by the Nasdaq system and was added to the 
	// displayable book. The message includes a day unique Order Reference Number used by Nasdaq to track the order.
	const char msg_type_add_order[] = "A";
	
	// Add Order with MPID Attribution. Section 4.3.2
	// This message will be generated for attributed
	// orders and quotations accepted by the Nasdaq system
	const char msg_type_add_order_accepted[] = "F";
	
	// Order Executed Message. Section 4.4.1
	// This message is sent when ever an orderon the book is executed in whole or in part. Itis possible to receive several 
	// Order Executed Messages for the same order reference number if that order is executed in several parts. The 
	// multiple Order Executed Messages on the same order are cumulative
	const char msg_type_multiple_order_executed[] = "E";
	
	// Order Executed With Price Message. Section 4.4.2
	// This message issent whenever an order on the book is executed in whole or in part at a price different from the 
	// initial display price. Since the execution price is different than the display price of the original Add Order, Nasdaq
	// includes a price field within this execution message.
	const char msg_type_order_executed_with_price[] = "C";
	
	// Order Cancel Message. Section 4.4.3
	// This message is sent whenever an order on the book is modified as a result of a partial cancellation
	const char msg_type_order_cancel[] = "X";

	// Order Delete Message. Section 4.4.4
	// This message is sent when ever an orderon the book is being cancelled. All remaining shares are no longer accessible
	// so the order must be removed fromthe book.
	const char msg_type_order_delete[] = "D";

	// Order Replace Message. Section 4.4.5
	// This message is sent whenever an order on the book has been cancel replaced. All remaining shares from the
	// original order are no longer accessible, and must be removed. The new order details are provided for the
	// replacement, along with a new order reference number which will be used henceforth. Since the side, stock
	// symbol and attribution( if any ) can not be changed by an Order Replace event, these fields are not included in the
	// message. Firms should retain the side, stock symbol and MPID from the original Add Order message.
	const char msg_type_order_replace[] = "U";
	
	// Trade Message( Non- Cross ). Section  4.5.1
	// The Trade Message is designed to provide execution details for normal match events involving non - displayable
	// order types. (Note: There is a separate message for Nasdaq cross events.)
	const char msg_type_trade_non_cross[] = "P";

	// Cross Trade Message. Section 4.5.2
	// Cross Trade message indicates that Nasdaq has completed its cross processfor a specific security. Nasdaq sends out 
	// a Cross Trade message for all active issues in the system following the Opening, Closing and EMC cross events. Firms 
	// may use the Cross Trade message to determine when the cross for each security has been completed. (Note: For 
	// the halted / paused securities, firms should use the Trading Action message to determine when an issue has been 
	// released for trading.)
	const char msg_type_trade_cross[] = "Q";

	// Broken Trade / Order Execution Message. Section 4.5.3
	// The Broken Trade Message is sent whenever an execution on Nasdaq is broken. An execution may be broken if it is 
	// found to be "clearly erroneous" pursuantto Nasdaq’s Clearly Erroneous Policy.A trade break is final; once a trade is 
	// broken, it cannot be reinstated.
	const char msg_type_broken_trade[] = "B";

	// Net Order Imbalance Indicator (NOII) Message. Section 4.6
	// Nasdaq begins disseminating Net Order Imbalance Indicators (NOII) at 9:25 a.m. for the Opening Cross and  3:50 p.m. for the Closing Cross.
	const char msg_type_order_noii[] = "I";
	
	// Retail Price Improvement Indicator(RPII). Section 4.7
	// Identifies a retail interest indication of the Bid, Ask or both the Bid and Ask for Nasdaq-listed securities.
	const char msg_type_rpii[] = "N";
  	// session event
  	const char msg_type_login_request[] = "L"; // to server
	const char msg_type_login_accepted[] = "A"; // from server
	const char msg_type_login_rejected[] = "J"; // from server
	const char msg_type_logout_request[] = "O"; // to server
	const char msg_type_sequenced_data[] = "S"; // from server
	const char msg_type_server_heartbeat[] = "H"; // from server
	const char msg_type_end_of_session[] = "Z"; // from server
	const char msg_type_unsequenced_data[] = "U"; // from server
	const char msg_type_client_heartbeat[] = "R"; // to server

}
#endif //!_msg_type_h