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packet-batsboe.h
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packet-batsboe.h
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#ifndef __PACKET_BATSBOE_H__
#define __PACKET_BATSBOE_H__
static const gint MESSAGE_HEADER_LEN = 10;
static const gint LOGIN_REQUEST_MIN_LEN = 118;
static const gint LOGIN_REQUEST_V2_MIN_LEN = 29;
static const gint LOGIN_RESPONSE_MIN_LEN = 165;
static const gint REPLAY_COMPLETE_LEN = 10;
static const gint ORDER_CANCELLED_MIN_LEN = 47;
static const value_string boeMessageTypeStrings[] = {
{ 0x01, "Login Request" },
{ 0x02, "Logout Request" },
{ 0x03, "Client Heartbeat" },
{ 0x04, "New Order" },
{ 0x05, "Cancel Order" },
{ 0x06, "Modify Order" },
{ 0x07, "Login Response" },
{ 0x08, "Logout" },
{ 0x09, "Server Heartbeat" },
{ 0x13, "Replay Complete" },
{ 0x0A, "Order Acknowledgement" },
{ 0x0B, "Order Rejected" },
{ 0x0C, "Order Modified" },
{ 0x0D, "Order Restated" },
{ 0x0E, "User Modify Rejected" },
{ 0x0F, "Order Cancelled" },
{ 0x10, "Cancel Rejected" },
{ 0x11, "Order Execution" },
{ 0x12, "Trade Cancel or Correct" },
{ 0x13, "Replay Complete" },
{ 0x14, "Bulk Order" },
{ 0x15, "Bulk Order Acknowledgement" },
{ 0x1C, "Bulk Order Extended" },
{ 0x1D, "Bulk Order Acknowledgement Extended" },
{ 0x24, "Login Response V2" },
{ 0x25, "Order Acknowledgment V2" },
{ 0x26, "Order Rejected V2" },
{ 0x27, "Order Modified V2" },
{ 0x28, "Order Restated V2" },
{ 0x29, "User Modify Rejected V2" },
{ 0x2A, "Order Cancelled V2" },
{ 0x2B, "Cancel Rejected V2" },
{ 0x2C, "Order Execution V2" },
{ 0x2D, "Trade Cancel or Correct V2" },
{ 0x37, "Login Request V2" },
{ 0x38, "New Order V2" },
{ 0x39, "Cancel Order V2" },
{ 0x3A, "Modify Order V2" },
{ 0, NULL },
};
static const value_string boe_param_group_strings[] = {
{ 0x80, "Unit Sequences Parameter Group" },
{ 0x81, "Return Bitfields Parameter Group" },
{ 0, NULL },
};
static const value_string boeNoUnspecifiedUnitReplayStrings[] = {
{ 0x00, "False (Replay Unspecified Units)" },
{ 0x01, "True (Suppress Unspecified Units Replay)" },
{ 0, NULL },
};
static const value_string boeLoginResponseStatusStrings[] = {
{ 'A', "Login Accepted" },
{ 'N', "Not Authorized" },
{ 'D', "Session is Disabled" },
{ 'B', "Session is in Use" },
{ 'S', "Invalid Session" },
{ 'Q', "Sequence Ahead in Login Message" },
{ 'I', "Invalid Unit Given in Login Message" },
{ 'F', "Invalid Return Bitfield in Login Message" },
{ 'M', "Invalid Login Request Message Structure" },
{ 0, NULL },
};
static const value_string boeCancelReasonStrings[] = {
{ 'A', "Admin" },
{ 'D', "Duplicate ClOrdID" },
{ 'L', "Price Exceeds Cross Range" },
{ 'N', "Ran Out of Liquidity to Execute Against" },
{ 'R', "Routing Unavailable" },
{ 'U', "User Requested" },
{ 'V', "Would Wash" },
{ 'X', "Order Expired" },
{ 'Z', "Unforeseen Reason" },
{ 'u', "User Requested (delayed due to order being route pending)" },
{ 0, NULL },
};
static const value_string boeAttributedQuoteStrings[] = {
{ 'N', "Not Attributed" },
{ 'Y', "Attributed" },
{ 'R', "Attributed (Retail - RTAL)"},
{ 0, NULL },
};
static const value_string boeSideStrings[] = {
{ '1', "Buy" },
{ '2', "Sell" },
{ '5', "Sell Short" },
{ '6', "Sell Short Exempt" },
{ 0, NULL },
};
static const value_string boeExecInstStrings[] = {
{ 'P', "Market Peg" },
{ 'R', "Primary Peg" },
{ 'M', "Midpoint" },
{ 'm', "Midpoint No Lock" },
{ 'L', "Alternate Midpoint" },
{ 'c', "BATS Market on Close" },
{ 'u', "BATS + DRT (US) or BATS + External Dark Only (Europe)" },
{ 'v', "Force DRT (US) or BATS + External Dark + Lit (Europe)" },
{ 'w', "Do Not DRT (US) or BATS + External Lit Only (Europe)" },
{ 'f', "Intermarket Sweep" },
{ '\0', "No Special Handling" },
{ 0, NULL },
};
static const value_string boeExtExecInstStrings[] = {
{ 'N', "None" },
{ 'R', "Retail Order" },
{ 'P', "Retail Order - Price Improving Only" },
{ 'T', "Retail Price Improving Order" },
{ 0, NULL },
};
static const value_string boeOrdTypeStrings[] = {
{ '1', "Market" },
{ '2', "Limit" },
{ 'P', "Pegged" },
{ 0, NULL },
};
static const value_string boePartyRoleStrings[] = {
{ '1', "Executing Firm" },
{ '2', "Entering Firm" },
{ '3', "Contra Firm" },
{ 0, NULL },
};
static const value_string boeTimeInForceStrings[] = {
{ '0', "Day" },
{ '1', "GTC (treated as Day)" },
{ '2', "At the Open" },
{ '3', "IOC (Immediate or Cancel)" },
{ '5', "GTX (Expires at end of day, US) or Market on Close (Europe)" },
{ '6', "GTD (Good until date)" },
{ '7', "At the Close" },
{ 'B', "Limit on Close" },
{ 'R', "RHO (Regular Hours Only)" },
{ 0, NULL },
};
static const value_string boeIdSourceStrings[] = {
{ '2', "SEDOL" },
{ '4', "ISIN" },
{ '5', "RIC" },
{ 0, NULL },
};
static const value_string boeCapacityStrings[] = {
{ 'A', "Agency" },
{ 'P', "Principal" },
{ 'R', "Riskless" },
{ 'C', "Customer" },
{ 'M', "Market Maker" },
{ 'F', "Firm" },
{ 0, NULL },
};
static const value_string boeCrossFlagStrings[] = {
{ 'F', "Match Only at Participant Level" },
{ 'M', "Match Only at Trading Firm Level" },
{ 0, NULL },
};
static const value_string boeDisplayIndicatorStrings[] = {
{ 'X', "Displayed" },
{ 'I', "Invisible" },
{ 'V', "Default" },
{ 'S', "Display Price Sliding" },
{ 'L', "Display Price Sliding Reject on Cross" },
{ 'R', "Reject" },
{ 'N', "No Rescrape at Limit" },
{ 0, NULL },
};
static const value_string boePutOrCallStrings[] = {
{ '0', "Put" },
{ '1', "Call" },
{ 0, NULL },
};
static const value_string boeOpenCloseStrings[] = {
{ 'O', "Open" },
{ 'C', "Close" },
{ 0, NULL },
};
static const value_string boeBaseLiquidityIndicatorStrings[] = {
{ 'A', "Added" },
{ 'R', "Removed" },
{ 'X', "Routed" },
{ 'C', "Auction" },
{ 'W', "Wait" },
};
static const value_string boeLocateReqdStrings[] = {
{ 'N', "Client Affirms Ability to Borrow" },
{ 'Y', "Client Does Not Affirm Ability to Borrow" },
};
static const value_string boeCancelOrigOnRejectStrings[] = {
{ 'N', "Leave Original Order Alone" },
{ 'Y', "Cancel Original Order if Modification Fails" },
};
static const value_string boeOrderRejectReasonStrings[] = {
{ 'A', "Admin" },
{ 'D', "Duplicate ClOrdID" },
{ 'H', "Halted" },
{ 'I', "Incorrect Data Center" },
{ 'K', "Order Rate Threshold Exceeded" },
{ 'L', "Price Exceeds Cross Range" },
{ 'N', "Ran Out of Liquidity to Execute Against" },
{ 'O', "ClOrdID Doesn't Match a Known Order" },
{ 'P', "Can't Modify an Order That is Pending Fill" },
{ 'Q', "Waiting for First Trade" },
{ 'R', "Routing Unavailable" },
{ 'U', "User Requested" },
{ 'V', "Would Wash" },
{ 'W', "Add Liquidity Only Order Would Remove" },
{ 'X', "Order Expired" },
{ 'Y', "Symbol Not Supported" },
{ 'Z', "Unforeseen Reason" },
{ 'm', "Market Access Risk Limit Exceeded" },
{ 'o', "Max Open Order Count Exceeded" },
{ 'r', "Reserve Reload" },
{ 'y', "Order Received by BATS During Replay" },
{ 0x00, "No Reject Reason" },
};
static const value_string boeModifyRejectReasonStrings[] = {
{ 'A', "Admin" },
{ 'D', "Duplicate ClOrdID" },
{ 'H', "Halted" },
{ 'I', "Incorrect Data Center" },
{ 'K', "Order Rate Threshold Exceeded" },
{ 'L', "Price Exceeds Cross Range" },
{ 'N', "Ran Out of Liquidity to Execute Against" },
{ 'O', "ClOrdID Doesn't Match a Known Order" },
{ 'P', "Can't Modify an Order That is Pending Fill" },
{ 'Q', "Waiting for First Trade" },
{ 'R', "Routing Unavailable" },
{ 'U', "User Requested" },
{ 'V', "Would Wash" },
{ 'W', "Add Liquidity Only Order Would Remove" },
{ 'X', "Order Expired" },
{ 'Y', "Symbol Not Supported" },
{ 'Z', "Unforeseen Reason" },
{ 'r', "Reserve Reload" },
{ 'y', "Order Received by BATS During Replay" },
};
static const value_string boeRestatementReasonStrings[] = {
{ 'R', "Reroute" },
{ 'A', "Entering Trading at Last Phase" },
{ 'X', "Locked in Cross" },
{ 'W', "Wash" },
{ 'L', "Reload" },
};
static const value_string boeSubLiquidityIndicatorStrings[] = {
{ '\0', "No Additional Information" },
{ 'D', "BATS Dark Pool Execution" },
{ 'M', "BATS Dark Self Cross Execution" },
{ 'T', "Removed Liquidty From BATS Dark Pool by IOC Order" },
{ 'I', "Trade Added Hidden Liquidity That Was Price Improved" },
{ 'H', "Trade Added Hidden Liquidity" },
{ 'S', "Execution from Order that set the NBBO" },
};
static const value_string boeCancelRejectReasonStrings[] = {
{ 'A', "Admin" },
{ 'I', "Incorrect Data Center" },
{ 'J', "Too Late to Cancel" },
{ 'P', "Can't Modify an Order that is Pending Fill" },
{ 'O', "ClOrdID Doesn't Match a Known Order" },
{ 'b', "Broker Option" },
{ 'y', "Cancel Received by BATS During Replay" },
};
typedef enum bit_formatting_type_ {
bft_short_price,
bft_long_price,
bft_base36,
bft_default,
} bit_formatting_type;
typedef struct bit_type_definition_ {
const gchar *name;
int *hfindex;
gint length;
bit_formatting_type type;
} bit_type_definition;
static bit_type_definition return_bits_1[] = {
{ "Side", &hf_batsboe_side, 1, bft_default },
{ "PegDifference", &hf_batsboe_peg_difference, 8, bft_default },
{ "Price", &hf_batsboe_price, 8, bft_long_price },
{ "ExecInst", &hf_batsboe_exec_inst, 1, bft_default },
{ "OrdType", &hf_batsboe_ord_type, 1, bft_default },
{ "TimeInForce", &hf_batsboe_time_in_force, 1, bft_default },
{ "MinQty", &hf_batsboe_min_qty, 4, bft_default },
{ "MaxRemovePct", &hf_batsboe_max_remove_pct, 1, bft_default },
};
static bit_type_definition return_bits_2[] = {
{ "Symbol", &hf_batsboe_symbol, 8, bft_default },
{ "SymbolSfx", &hf_batsboe_symbol_sfx, 8, bft_default },
{ "Currency", &hf_batsboe_currency, 3, bft_default },
{ "IDSource", &hf_batsboe_idsource, 1, bft_default },
{ "SecurityID", &hf_batsboe_security_id, 16, bft_default },
{ "SecurityExchange", &hf_batsboe_security_exchange, 4, bft_default },
{ "Capacity", &hf_batsboe_capacity, 1, bft_default },
{ "CrossFlag", &hf_batsboe_cross_flag, 1, bft_default },
};
static bit_type_definition return_bits_3[] = {
{ "Account", &hf_batsboe_account, 16, bft_default },
{ "ClearingFirm", &hf_batsboe_clearing_firm, 4, bft_default },
{ "ClearingAccount", &hf_batsboe_clearing_account, 4, bft_default },
{ "DisplayIndicator", &hf_batsboe_display_indicator, 1, bft_default },
{ "MaxFloor", &hf_batsboe_max_floor, 4, bft_default },
{ "DiscretionAmount", &hf_batsboe_discretion_amount, 2, bft_default },
{ "OrderQty", &hf_batsboe_order_qty, 4, bft_default },
{ "PreventMatch", &hf_batsboe_prevent_match, 3, bft_default },
};
static bit_type_definition return_bits_4[] = {
{ "MaturityDate", &hf_batsboe_maturity_date, 4, bft_default },
{ "StrikePrice", &hf_batsboe_strike_price, 8, bft_long_price },
{ "PutOrCall", &hf_batsboe_put_or_call, 1, bft_default },
{ "OpenClose", &hf_batsboe_open_close, 1, bft_default },
{ "ClOrdIDBatch", &hf_batsboe_cl_ord_id_batch, 20, bft_default },
{ "CorrectedSize", &hf_batsboe_corrected_size, 4, bft_default },
{ "PartyID", &hf_batsboe_party_id, 4, bft_default },
{ "AccessFee", &hf_batsboe_access_fee, 8, bft_default },
};
static bit_type_definition return_bits_5[] = {
{ "OrigClOrdID", &hf_batsboe_orig_cl_ord_id, 20, bft_default },
{ "LeavesQty", &hf_batsboe_leaves_qty, 4, bft_default },
{ "LastShares", &hf_batsboe_last_shares, 4, bft_default },
{ "LastPx", &hf_batsboe_last_px, 8, bft_long_price },
{ "DisplayPrice", &hf_batsboe_display_price, 8, bft_long_price },
{ "WorkingPrice", &hf_batsboe_working_price, 8, bft_long_price },
{ "BaseLiquidityIndicator", &hf_batsboe_base_liquidity_indicator, 1, bft_default },
{ "ExpireTime", &hf_batsboe_expire_time, 8, bft_default },
};
static bit_type_definition return_bits_6[] = {
{ "SecondaryOrderID", &hf_batsboe_secondary_order_id, 8, bft_base36 },
{ "CCP", &hf_batsboe_ccp, 4, bft_default },
{ "ContraCapacity", &hf_batsboe_contra_capacity, 1, bft_default },
{ "AttributedQuote", &hf_batsboe_attributed_quote, 1, bft_default },
{ "ExtExecInst", &hf_batsboe_ext_exec_inst, 1, bft_default },
{ "BulkOrderIds", &hf_batsboe_bulk_order_ids, 8, bft_base36 },
{ "BulkRejectReasons", &hf_batsboe_bulk_reject_reasons, 1, bft_default },
{ "PartyRole", &hf_batsboe_party_role, 1, bft_default },
};
static bit_type_definition return_bits_7[] = {
{ "SubLiquidityIndicator", &hf_batsboe_sub_liquidity_indicator, 1, bft_default },
{ "TradeReportTypeReturn", &hf_batsboe_trade_report_type_return, 0, bft_default }, //TODO
{ "TradePublishIndReturn", &hf_batsboe_trade_publish_ind_return, 0, bft_default }, //TODO
{ "Text", &hf_batsboe_text, 60, bft_default },
{ "Bid", &hf_batsboe_bid_short_price, 4, bft_default },
{ "Offer", &hf_batsboe_ask_short_price, 4, bft_default },
{ "LargeSize", &hf_batsboe_large_size, 8, bft_default },
{ "<Reserved>", 0, 0, bft_default },
};
static bit_type_definition return_bits_8[] = {
{ "FeeCode", &hf_batsboe_fee_code, 0, bft_default }, //TODO
{ "EchoText", &hf_batsboe_echo_text, 0, bft_default }, //TODO
{ "StopPx", &hf_batsboe_stop_px, 0, bft_default }, //TODO
{ "RoutingInst", &hf_batsboe_routing_inst, 0, bft_default }, //TODO
{ "RoutStrategy", &hf_batsboe_rout_strategy, 0, bft_default }, //TODO
{ "RouteDeliveryMethod", &hf_batsboe_route_delivery_method, 0, bft_default }, //TODO
{ "ExDestination", &hf_batsboe_ex_destination, 0, bft_default }, //TODO
{ "<Reserved>", 0, 0, bft_default },
};
static bit_type_definition *all_return_bits[] = {
return_bits_1, return_bits_2, return_bits_3, return_bits_4, return_bits_5, return_bits_6, return_bits_7, return_bits_8, NULL
};
static bit_type_definition new_order_bits_1[] = {
{ "ClearingFirm", &hf_batsboe_clearing_firm, 4, bft_default },
{ "ClearingAccount", &hf_batsboe_clearing_account, 4, bft_default },
{ "Price", &hf_batsboe_price, 8, bft_long_price },
{ "ExecInst", &hf_batsboe_exec_inst, 1, bft_default },
{ "OrdType", &hf_batsboe_ord_type, 1, bft_default },
{ "TimeInForce", &hf_batsboe_time_in_force, 1, bft_default },
{ "MinQty", &hf_batsboe_min_qty, 4, bft_default },
{ "MaxFloor", &hf_batsboe_max_floor, 4, bft_default },
};
static bit_type_definition new_order_bits_2[] = {
{ "Symbol", &hf_batsboe_symbol, 8, bft_default },
{ "SymbolSfx", &hf_batsboe_symbol_sfx, 8, bft_default },
{ "Currency", &hf_batsboe_currency, 3, bft_default },
{ "IDSource", &hf_batsboe_idsource, 1, bft_default },
{ "SecurityID", &hf_batsboe_security_id, 16, bft_default },
{ "SecurityExchange", &hf_batsboe_security_exchange, 4, bft_default },
{ "Capacity", &hf_batsboe_capacity, 1, bft_default },
{ "RoutingInst", &hf_batsboe_routing_inst, 4, bft_default },
};
static bit_type_definition new_order_bits_3[] = {
{ "Account", &hf_batsboe_account, 16, bft_default },
{ "DisplayIndicator", &hf_batsboe_display_indicator, 1, bft_default },
{ "MaxRemovePct", &hf_batsboe_max_remove_pct, 1, bft_default },
{ "DiscretionAmount", &hf_batsboe_discretion_amount, 2, bft_default },
{ "PegDifference", &hf_batsboe_peg_difference, 8, bft_default },
{ "PreventMatch", &hf_batsboe_prevent_match, 3, bft_default },
{ "LocateReqd", &hf_batsboe_locate_reqd, 1, bft_default },
{ "ExpireTime", &hf_batsboe_expire_time, 8, bft_default },
};
static bit_type_definition new_order_bits_4[] = {
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "RiskReset", &hf_batsboe_risk_reset, 8, bft_default },
{ "OpenClose", &hf_batsboe_open_close, 1, bft_default },
{ "CMTANumber", &hf_batsboe_cmta_number, 4, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
};
static bit_type_definition new_order_bits_5[] = {
{ "CrossFlag", &hf_batsboe_cross_flag, 1, bft_default },
{ "AttributedQuote", &hf_batsboe_attributed_quote, 1, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
};
static bit_type_definition new_order_bits_6[] = {
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
};
static bit_type_definition *new_order_bits[] = {
new_order_bits_1, new_order_bits_2, new_order_bits_3, new_order_bits_4, new_order_bits_5, new_order_bits_6, NULL
};
static bit_type_definition bulk_order_bits_1[] = {
{ "ClearingFirm", &hf_batsboe_clearing_firm, 4, bft_default },
{ "ClearingAccount", &hf_batsboe_clearing_account, 4, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "ExecInst", &hf_batsboe_exec_inst, 1, bft_default },
{ "OrdType", &hf_batsboe_ord_type, 1, bft_default },
{ "TimeInForce", &hf_batsboe_time_in_force, 1, bft_default },
{ "MinQty", &hf_batsboe_min_qty, 4, bft_default },
{ "MaxFloor", &hf_batsboe_max_floor, 4, bft_default },
};
static bit_type_definition bulk_order_bits_2[] = {
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "Capacity", &hf_batsboe_capacity, 1, bft_default },
{ "RoutingInst", &hf_batsboe_routing_inst, 4, bft_default },
};
static bit_type_definition bulk_order_bits_3[] = {
{ "Account", &hf_batsboe_account, 16, bft_default },
{ "DisplayIndicator", &hf_batsboe_display_indicator, 1, bft_default },
{ "MaxRemovePct", &hf_batsboe_max_remove_pct, 1, bft_default },
{ "DiscretionAmount", &hf_batsboe_discretion_amount, 2, bft_default },
{ "PegDifference", &hf_batsboe_peg_difference, 8, bft_default },
{ "PreventMatch", &hf_batsboe_prevent_match, 3, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "ExpireTime", &hf_batsboe_expire_time, 8, bft_default },
};
static bit_type_definition bulk_order_bits_4[] = {
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "RiskReset", &hf_batsboe_risk_reset, 8, bft_default },
{ "OpenClose", &hf_batsboe_open_close, 1, bft_default },
{ "CMTANumber", &hf_batsboe_cmta_number, 4, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
};
static bit_type_definition bulk_order_bits_5[] = {
{ "<Reserved>", 0, 0, bft_default },
{ "AttributedQuote", &hf_batsboe_attributed_quote, 1, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
};
static bit_type_definition bulk_order_bits_6[] = {
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
};
static bit_type_definition *bulk_order_bits[] = {
bulk_order_bits_1, bulk_order_bits_2, bulk_order_bits_3, bulk_order_bits_4, bulk_order_bits_5, bulk_order_bits_6, NULL
};
static bit_type_definition bulk_order_group_bits_1[] = {
{ "BidShortPrice", &hf_batsboe_bid_short_price, 4, bft_short_price },
{ "BidOrderQty", &hf_batsboe_bid_order_qty, 4, bft_default },
{ "BidDiscretionAmount", &hf_batsboe_bid_discretion_amount, 2, bft_default },
{ "BidOpenClose", &hf_batsboe_bid_open_close, 1, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
};
static bit_type_definition bulk_order_group_bits_2[] = {
{ "AskShortPrice", &hf_batsboe_ask_short_price, 4, bft_short_price },
{ "AskOrderQty", &hf_batsboe_ask_order_qty, 4, bft_default },
{ "AskDiscretionAmount", &hf_batsboe_ask_discretion_amount, 2, bft_default },
{ "AskOpenClose", &hf_batsboe_ask_open_close, 1, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
};
static bit_type_definition *bulk_order_group_bits[] = {
bulk_order_group_bits_1, bulk_order_group_bits_2, NULL
};
static bit_type_definition cancel_order_bits_1[] = {
{ "ClearingFirm", &hf_batsboe_clearing_firm, 4, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
};
static bit_type_definition cancel_order_bits_2[] = {
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
};
static bit_type_definition *cancel_order_bits[] = {
cancel_order_bits_1, cancel_order_bits_2, NULL
};
static bit_type_definition modify_order_bits_1[] = {
{ "ClearingFirm", &hf_batsboe_clearing_firm, 4, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "OrderQty", &hf_batsboe_order_qty, 4, bft_default },
{ "Price", &hf_batsboe_price, 8, bft_long_price },
{ "OrdType", &hf_batsboe_ord_type, 1, bft_default },
{ "CancelOrigOnReject", &hf_batsboe_cancel_orig_on_reject, 1, bft_default },
{ "ExecInst", &hf_batsboe_exec_inst, 1, bft_default },
{ "<Reserved>", 0, 0, bft_default },
};
static bit_type_definition modify_order_bits_2[] = {
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
{ "<Reserved>", 0, 0, bft_default },
};
static bit_type_definition *modify_order_bits[] = {
modify_order_bits_1, modify_order_bits_2, NULL
};
#endif