Re-exports§
Macros§
- fix_
format - Creates a
FixStringusing interpolation of runtime expressions, replacing invalid characters by?.
Structs§
- Date
Time - ISO 8601 combined date and time with time zone.
- Decimal
Decimalrepresents a 128 bit representation of a fixed-precision decimal number. The finite set of values of typeDecimalare of the form m / 10e, where m is an integer such that -296 < m < 296, and e is an integer between 0 and 28 inclusive.- Delayed
Format - A temporary object which can be used as an argument to
format!or others. This is normally constructed viaformatmethods of each date and time type. - FixStr
- FixString
- FixString
Error - Naive
Date - ISO 8601 calendar date without timezone. Allows for every proleptic Gregorian date from Jan 1, 262145 BCE to Dec 31, 262143 CE. Also supports the conversion from ISO 8601 ordinal and week date.
- Naive
Date Time - ISO 8601 combined date and time without timezone.
- Naive
Time - ISO 8601 time without timezone. Allows for the nanosecond precision and optional leap second representation.
- Strftime
Items - Parsing iterator for
strftime-like format strings. - Utc
- The UTC time zone. This is the most efficient time zone when you don’t need the local time. It is also used as an offset (which is also a dummy type).
- UtcTime
Only - UtcTimestamp
Enums§
- Account
Type - Acct
IdSource - Adjustment
- Adjustment
Type - AdvSide
- AdvTrans
Type - Affirm
Status - Alloc
Account Type - Alloc
Canc Replace Reason - Alloc
Handl Inst - Alloc
Intermed ReqType - Alloc
Link Type - Alloc
Method - Alloc
NoOrders Type - Alloc
Position Effect - Alloc
RejCode - Alloc
Report Type - Alloc
Settl Inst Type - Alloc
Status - Alloc
Trans Type - Alloc
Type - Appl
Queue Action - Appl
Queue Resolution - Appl
Report Type - Appl
ReqType - Appl
Response Error - Appl
Response Type - Appl
VerId - AsOf
Indicator - Assignment
Method - AvgPx
Indicator - Basis
PxType - Benchmark
Curve Name - BidDescriptor
Type - BidRequest
Trans Type - BidTrade
Type - BidType
- Booking
Type - Booking
Unit - Business
Reject Reason - Cancellation
Rights - Cash
Margin - Clearing
FeeIndicator - Clearing
Instruction - Coll
Action - Coll
Appl Type - Coll
Asgn Reason - Coll
Asgn Reject Reason - Coll
Asgn Resp Type - Coll
Asgn Trans Type - Coll
Inquiry Qualifier - Coll
Inquiry Result - Coll
Inquiry Status - Coll
Status - Comm
Type - Complex
Event Condition - Complex
Event Price Boundary Method - Complex
Event Price Time Type - Complex
Event Type - Confirm
RejReason - Confirm
Status - Confirm
Trans Type - Confirm
Type - Cont
AmtType - Contingency
Type - Contract
Multiplier Unit - Corporate
Action - Covered
OrUncovered - CpProgram
- Cross
Prioritization - Cross
Type - Cust
Order Capacity - Cust
Order Handling Inst - CxlRej
Reason - CxlRej
Response To - DayBooking
Inst - Dealing
Capacity - Default
Appl VerId - Delete
Reason - Delivery
Form - Delivery
Type - Desk
Order Handling Inst - Desk
Type - Desk
Type Source - Discretion
Inst - Discretion
Limit Type - Discretion
Move Type - Discretion
Offset Type - Discretion
Round Direction - Discretion
Scope - Display
Method - Display
When - Distrib
Payment Method - DkReason
- Dlvy
Inst Type - Email
Type - Encrypt
Method - Event
Type - ExDestination
IdSource - Exec
AckStatus - Exec
Inst - Exec
Price Type - Exec
Restatement Reason - Exec
Type - Exercise
Method - Exercise
Style - Expiration
Cycle - Expiration
QtyType - Financial
Status - Flow
Schedule Type - Fund
Renew Waiv - GtBooking
Inst - Halt
Reason Int - Handl
Inst - Implied
Market Indicator - IncTax
Ind - Individual
Alloc Type - Instr
Attrib Type - Instrmt
Assignment Method - IoiQlty
Ind - IoiQty
- IoiQualifier
- IoiTrans
Type - Last
Capacity - Last
Liquidity Ind - LegSwap
Type - Liquidity
IndType - List
Exec Inst Type - List
Method - List
Order Status - List
Reject Reason - List
Status Type - LotType
- Market
Update Action - Mass
Action Reject Reason - Mass
Action Response - Mass
Action Scope - Mass
Action Type - Mass
Cancel Reject Reason - Mass
Cancel Request Type - Mass
Cancel Response - Mass
Status ReqType - Match
Status - Match
Type - Maturity
Month Year Format - Maturity
Month Year Increment Units - MdBook
Type - MdEntry
Type - MdOrigin
Type - MdQuote
Type - MdReq
RejReason - MdSec
Size Type - MdUpdate
Action - MdUpdate
Type - Misc
FeeBasis - Misc
FeeType - Model
Type - Money
Laundering Status - MsgDirection
- MsgType
- Multi
LegReporting Type - Multi
LegRpt Type Req - Multileg
Model - Multileg
Price Method - NetGross
Ind - Network
Request Type - Network
Status Response Type - News
Category - News
RefType - NoSides
- Open
Close Settl Flag - OptPayout
Type - OrdRej
Reason - OrdStatus
- OrdType
- Order
Capacity - Order
Category - Order
Delay Unit - Order
Handling Inst Source - Order
Restrictions - Orig
Cust Order Capacity - Owner
Type - Ownership
Type - Party
IdSource - Party
Role - Party
SubId Type - Payment
Method - PegLimit
Type - PegMove
Type - PegOffset
Type - PegPrice
Type - PegRound
Direction - PegScope
- PosAmt
Type - PosMaint
Action - PosMaint
Result - PosMaint
Status - PosQty
Status - PosReq
Result - PosReq
Status - PosReq
Type - PosTrans
Type - PosType
- Position
Effect - Prealloc
Method - Price
Limit Type - Price
Protection Scope - Price
Quote Method - Price
Type - Priority
Indicator - Process
Code - Product
- Prog
RptReqs - PutOr
Call - QtyType
- Quote
Cancel Type - Quote
Condition - Quote
Entry Status - Quote
Price Type - Quote
Reject Reason - Quote
Request Reject Reason - Quote
Request Type - Quote
Resp Type - Quote
Response Level - Quote
Status - Quote
Type - Rate
Source - Rate
Source Type - RefOrd
IdReason - RefOrder
IdSource - Regist
RejReason Code - Regist
Status - Regist
Trans Type - Respondent
Type - Response
Transport Type - Restructuring
Type - Rounding
Direction - Routing
Type - Scope
- Security
IdSource - Security
List Request Type - Security
List Type - Security
List Type Source - Security
Request Result - Security
Request Type - Security
Response Type - Security
Status - Security
Trading Event - Security
Trading Status - Security
Type - Security
Update Action - Seniority
- Session
Reject Reason - Session
Status - Settl
Curr FxRate Calc - Settl
Delivery Type - Settl
Inst Mode - Settl
Inst ReqRej Code - Settl
Inst Source - Settl
Inst Trans Type - Settl
Method - Settl
Oblig Mode - Settl
Oblig Source - Settl
Oblig Trans Type - Settl
Price Type - Settl
Sess Id - Settl
Type - Short
Sale Reason - Side
- Side
Multi LegReporting Type - Side
Value Ind - Stand
Inst DbType - Stats
Type - Status
Value - Stipulation
Type - Strategy
Parameter Type - Stream
Asgn AckType - Stream
Asgn RejReason - Stream
Asgn ReqType - Stream
Asgn Type - Strike
Price Boundary Method - Strike
Price Determination Method - Subscription
Request Type - Symbol
Sfx - Target
Strategy - TaxAdvantage
Type - Termination
Type - Tick
Direction - Tick
Rule Type - Time
InForce - Time
Precision - Time
Unit - Trad
SesEvent - Trad
SesMethod - Trad
SesMode - Trad
SesStatus - Trad
SesStatus RejReason - Trade
Alloc Indicator - Trade
Condition - Trade
Handling Instr - Trade
Publish Indicator - Trade
Report Reject Reason - Trade
Report Trans Type - Trade
Report Type - Trade
Request Result - Trade
Request Status - Trade
Request Type - Trading
Session Id - Trading
Session SubId - TrdReg
Timestamp Type - TrdRpt
Status - TrdSub
Type - TrdType
- Trigger
Action - Trigger
Order Type - Trigger
Price Direction - Trigger
Price Type - Trigger
Price Type Scope - Trigger
Type - Underlying
Cash Type - Underlying
FxRate Calc - Underlying
Price Determination Method - Underlying
Settlement Type - Unit
OfMeasure - Urgency
- User
Request Type - User
Status - Valuation
Method - Venue
Type - Yield
Type
Traits§
- Time
Zone - The time zone.
- ToFix
String