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SpiderStream updates 20260705 from hotfix/atlas_061826 a3c64be22d #49

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Merged
Pranav-Raman-SR merged 1 commit into from
Jul 6, 2026
Merged

SpiderStream updates 20260705 from hotfix/atlas_061826 a3c64be22d #49

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13 changes: 4 additions & 9 deletions cpp/include/SpiderRock/DataFeed/Enums.h
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Original file line number Diff line number Diff line change
Expand Up @@ -530,8 +530,7 @@ namespace SpiderRock
NXOS=33,
NXP=34,
ICEFEC=35,
ICEFEF=36,
TMX=37
ICEFEF=36
};

enum class OptPriceInc : Enum
Expand Down Expand Up @@ -711,8 +710,7 @@ namespace SpiderRock
NXLS=28,
NXML=29,
NXOS=30,
NXP=31,
XTSE=32
NXP=31
};

enum class ProductClass : Enum
Expand Down Expand Up @@ -1029,9 +1027,7 @@ namespace SpiderRock
EUREX=40,
CEDX=41,
ICEFEC=42,
ICEFEF=43,
TSX=44,
TMX=45
ICEFEF=43
};

enum class TimeInForce : Enum
Expand Down Expand Up @@ -1154,8 +1150,7 @@ namespace SpiderRock
EU_ES=73,
EU_CZ=74,
EU_HU=75,
EU_PL=76,
CA=77
EU_PL=76
};

enum class UnderlierMode : Enum
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8 changes: 4 additions & 4 deletions csharp/SpiderRock.DataFeed/Enums.Auto.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -50,15 +50,15 @@ public enum NoticeShape : byte { None=0,Single=1,MLeg=2 };
public enum OTCPrimaryMarket : byte { None=0,OTCLink=1,OTCBB=2,OTCLinkBB=3,GreyMarket=4,OTCBonds=5 };
public enum OTCTier : byte { None=0,OtcNoTier=1,OTCQXUSPrem=2,OTCQXUS=3,OTCQXIntPrem=4,OTCQXInt=5,OTCQB=6,OTCBBOnly=7,PinkCurr=8,PinkLim=9,PinkNoInfo=10,Grey=11,Expert=12,OTCBonds=13 };
[System.Flags] public enum OpraMktType : byte { None=0,Rotation=1,TradingHalted=2,CustInterest=4,QuoteNotFirm=8,Indicative=16,AutoEligible=32 };
public enum OptExch : byte { None=0,AMEX=1,BOX=2,CBOE=3,ISE=4,NYSE=5,PHLX=6,NSDQ=7,BATS=8,C2=9,NQBX=10,MIAX=11,GMNI=12,CME=13,CBOT=14,NYMEX=15,COMEX=16,ICE=17,EDGO=18,MCRY=19,MPRL=20,SDRK=21,DQTE=22,EMLD=23,CFE=24,MEMX=25,SPHR=26,EUREX=27,CEDX=28,NXAM=29,NXBR=30,NXLS=31,NXML=32,NXOS=33,NXP=34,ICEFEC=35,ICEFEF=36,TMX=37 };
public enum OptExch : byte { None=0,AMEX=1,BOX=2,CBOE=3,ISE=4,NYSE=5,PHLX=6,NSDQ=7,BATS=8,C2=9,NQBX=10,MIAX=11,GMNI=12,CME=13,CBOT=14,NYMEX=15,COMEX=16,ICE=17,EDGO=18,MCRY=19,MPRL=20,SDRK=21,DQTE=22,EMLD=23,CFE=24,MEMX=25,SPHR=26,EUREX=27,CEDX=28,NXAM=29,NXBR=30,NXLS=31,NXML=32,NXOS=33,NXP=34,ICEFEC=35,ICEFEF=36 };
public enum OptPriceInc : byte { None=0,PartPenny=1,PartNickle=2,FullPenny=3 };
public enum OptionType : byte { None=0,Equity=1,Index=2,Future=3,Binary=4,Warrant=5,Flex=6,MapError=99 };
public enum PositionType : byte { None=0,Opening=1,Closing=2,Auto=3 };
public enum PriceFormat : byte { None=0,N0=1,N1=2,N2=3,N3=4,N4=5,N5=6,N6=7,N7=8,F4=9,F8=10,Q8=11,F16=12,F32=13,H32=14,Q32=15,F64=16,H64=17,FullPenny=18,PartPenny=19,PartNickle=20,V1=21,V2=22,V3=23,V4=24,V5=25,V6=26,V7=27,V8=28,V9=29,V10=30,V11=31,V12=32,V13=33,V14=34,V15=35,V16=36,A0=37,A1=38,A2=39,A3=40,A4=41,A5=42,A6=43,A7=44,E32=45,EU2A=46,EU2B=47,EU2C=48,EU2D=49,EU2E=50,EU2F=51,EU3A=52,EU3B=53,EU3C=54,EU3D=55,EU3E=56,EU3F=57,EU3G=58,EU3H=59,EU3I=60,EU3J=61,EU4A=62,EU4B=63,EU4C=64,EU5A=65,EU5B=66,NMS_Penny=67,NMS_Nickle=68,NMS_HalfPenny=69,EQT=70,EU2G=71,EU4D=72,EU5C=73,EU5D=74,EU7A=75,EU10A=76,EU12A=77,EU14A=78,EU15A=79,EU16A=80,EU17A=81,EU18A=82,EU19A=83,EU19B=84,EU19C=85,V17=86,V18=87 };
public enum PriceQuoteType : byte { None=0,Price=1,Vol=2 };
public enum PricingModel : byte { None=0,Equity=1,FutureApprox=2,FutureExact=3,NormalApprox=4,NormalExact=5 };
public enum PricingSource : byte { None=0,Native=1,SyntheticExpiry=2 };
public enum PrimaryExchange : byte { None=0,NYSE=1,NYSEArca=2,NYSEMkt=3,NASDAQ=4,NASDAQBOS=5,BATS=6,PHLX=7,IEXG=8,CSE=9,NSE=10,FINRA=11,PORTAL=12,OTC=13,CME=14,CBOT=15,NYMEX=16,COMEX=17,ICE=18,EUREX=19,XETRA=20,CDEX=21,BXE=22,CXE=23,DXE=24,LSE=25,NXAM=26,NXBR=27,NXLS=28,NXML=29,NXOS=30,NXP=31,XTSE=32 };
public enum PrimaryExchange : byte { None=0,NYSE=1,NYSEArca=2,NYSEMkt=3,NASDAQ=4,NASDAQBOS=5,BATS=6,PHLX=7,IEXG=8,CSE=9,NSE=10,FINRA=11,PORTAL=12,OTC=13,CME=14,CBOT=15,NYMEX=16,COMEX=17,ICE=18,EUREX=19,XETRA=20,CDEX=21,BXE=22,CXE=23,DXE=24,LSE=25,NXAM=26,NXBR=27,NXLS=28,NXML=29,NXOS=30,NXP=31 };
public enum ProductClass : byte { None=0,Equity=1,Index=2,Future=3,Option=4,Spread=5 };
public enum ProductIndexType : byte { None=0,NextDay=1,FirstOfMonth=2,VWA=3,Russel=4 };
public enum ProductTerm : byte { None=0,Month=1,Day=2,Week=3,BalanceOfMonth=4,Quarter=5,Season=6,BalanceOfWeek=7,CalendarYear=8,Variable=9,Custom=10,SameDay=11,NextDay=12,Weekly=13,Pack=14,Bundle=15,IRSAndCDSTenor=16,Year=17 };
Expand All @@ -73,13 +73,13 @@ public enum StkPrintType : byte { None=0,RegularSequence=1,OutOfSequence=2,Volum
public enum SurfaceResult : byte { None=0,OK=1,EOD=2,Init=3,Cache=4,PrevDay=5,NullExpIdx=6,NoStrikes=7,NoBaseCurve=8,BadBootAtm=9,NoGoodStrikes=10,BadAtmVol=11,Bootstrap=12,NoUPrc=13,NoIVols=14,NoModelPts=15,ZeroYears=16,NoSimpleVol=17,OptMktNotOpn=18,NoBaseSurface=19,UPrcOffCnt=20,SkewKnotCnt=21,Exception=22,AxisError=23,CAskFit1Err=24,CAskFit2Err=25,PAskFit1Err=26,PAskFit2Err=27,CBidFit1Err=28,CBidFit2Err=29,PBidFit1Err=30,PBidFit2Err=31,CobsSampleErr=32,NoPrcFit=33,NumStrikes=34,CMidFitErr=35,PMidFitErr=36,StrikeCount=37,VolKnotCnt=38,InterpError=39,NoAtmStrike=40,CobsConvexFitErr=41,CobsMidFitErr=42,ProxyError=43,NoOptExp=44,Expired=45,NoUnderlier=46,NoBaseUnderlier=47,InvalidUPrc=48,ZeroUPrc=49,WideUMkt=50,StalePrcFit=51,NoPrcCurves=52,PriceError=53,ConvergeFail=54 };
public enum SymbolType : byte { None=0,Equity=1,ADR=2,ETF=3,CashIndex=4,MutualFund=5,ShortETF=6,Future=7,Bond=8,DepReceipts=9,PreferredSec=10,PreferenceShare=11,StructuredProd=12,StapledSec=13,TradeableRights=14,Unit=15,Warrant=16,WhenIssued=17,ForeignIssue=18 };
public enum SysEnvironment : byte { None=0,Neptune=1,Pluto=2,V7_Stable=3,V7_Latest=4,Saturn=5,Venus=6,Mars=7,SysTest=8,V7_Current=9 };
public enum TickerSrc : byte { None=0,SR=1,NMS=2,CME=3,ICE=4,CFE=5,CBOT=6,TD=7,NYMEX=8,COMEX=9,RUT=10,CBOE=11,ISE=12,ARCA=13,NYSE=14,OTC=15,TST1=16,TST2=17,TST3=18,TST=19,USR1=20,USR2=21,USR3=22,NSDQ=23,MFQS=24,PHLX=25,MIAX=26,TSE=27,DJI=28,CBX=29,BXE=30,SCE=31,CXE=32,DXE=33,NXAM=34,NXBR=35,NXLS=36,NXML=37,NXOS=38,NXP=39,EUREX=40,CEDX=41,ICEFEC=42,ICEFEF=43,TSX=44,TMX=45 };
public enum TickerSrc : byte { None=0,SR=1,NMS=2,CME=3,ICE=4,CFE=5,CBOT=6,TD=7,NYMEX=8,COMEX=9,RUT=10,CBOE=11,ISE=12,ARCA=13,NYSE=14,OTC=15,TST1=16,TST2=17,TST3=18,TST=19,USR1=20,USR2=21,USR3=22,NSDQ=23,MFQS=24,PHLX=25,MIAX=26,TSE=27,DJI=28,CBX=29,BXE=30,SCE=31,CXE=32,DXE=33,NXAM=34,NXBR=35,NXLS=36,NXML=37,NXOS=38,NXP=39,EUREX=40,CEDX=41,ICEFEC=42,ICEFEF=43 };
public enum TimeInForce : byte { None=0,Day=1,IOC=2,GTD=3,ExtDay=4,Week=5,ExtWeek=6 };
public enum TimeMetric : byte { None=0,D252=1,D365=2,SPX=3,WK1=4,WK2=5,WK3=6,WK4=7 };
public enum TkDefSource : byte { None=0,Vendor=1,OTC=2,SR=3,Exchange=4 };
public enum TkStatusFlag : byte { None=0,Active=1,Delisted=2 };
public enum TradeableStatus : byte { None=0,OK=1,SurfaceErr=2,LowCCnt=3,LowPCnt=4,FitPrcErr=5,BidAskMiss=6,LowCounter=7,DefaultSkew=8,SessionMiss=9,BaseErr=10,SwitchDelay=11,WideMktV=12,WideMktP=13,WideUMkt=14,UWidthEma=15,CCntEma=16,PCntEma=17,VWidthEma=18,PWidthEma=19,Closed=20 };
public enum TradingPeriod : byte { None=0,NMS=1,NMS_EXT=2,NMS_GTH=3,CME_ES=10,CME_GRAIN=11,CME_TRSY=12,CME_ENGY=13,CME_METAL=14,CME_FX=15,CME_COMD=16,CME_CRYP=17,CME_DAIRY=18,CME_EQBTIC=19,CME_NKBTIC=20,CME_WEATHER=21,CME_TACO=22,CME_TPXBTIC=23,CME_FTSE=24,CME_BMD=25,CME_BOVESPA=26,CME_EQTMAC=27,CME_TAM=28,CME_OTHER=29,CFE=30,CFE_VX=31,ICE_US=32,ICE_EU=35,SCE=50,EU_ERX=51,EU_CBOE=52,EU_NXAM=53,EU_NXBR=54,EU_NXLS=55,EU_NXML=56,EU_NXOS=57,EU_NXP=58,EU_AT=59,EU_BE=60,EU_CH=61,EU_DE=62,EU_DK=63,EU_FI=64,EU_FR=65,EU_GB=66,EU_IE=67,EU_IT=68,EU_NL=69,EU_NO=70,EU_PT=71,EU_SE=72,EU_ES=73,EU_CZ=74,EU_HU=75,EU_PL=76,CA=77 };
public enum TradingPeriod : byte { None=0,NMS=1,NMS_EXT=2,NMS_GTH=3,CME_ES=10,CME_GRAIN=11,CME_TRSY=12,CME_ENGY=13,CME_METAL=14,CME_FX=15,CME_COMD=16,CME_CRYP=17,CME_DAIRY=18,CME_EQBTIC=19,CME_NKBTIC=20,CME_WEATHER=21,CME_TACO=22,CME_TPXBTIC=23,CME_FTSE=24,CME_BMD=25,CME_BOVESPA=26,CME_EQTMAC=27,CME_TAM=28,CME_OTHER=29,CFE=30,CFE_VX=31,ICE_US=32,ICE_EU=35,SCE=50,EU_ERX=51,EU_CBOE=52,EU_NXAM=53,EU_NXBR=54,EU_NXLS=55,EU_NXML=56,EU_NXOS=57,EU_NXP=58,EU_AT=59,EU_BE=60,EU_CH=61,EU_DE=62,EU_DK=63,EU_FI=64,EU_FR=65,EU_GB=66,EU_IE=67,EU_IT=68,EU_NL=69,EU_NO=70,EU_PT=71,EU_SE=72,EU_ES=73,EU_CZ=74,EU_HU=75,EU_PL=76 };
public enum UnderlierMode : byte { None=0,Actual=1,FrontMonth=2,UPrcAdj=3 };
public enum UpdateType : byte { None=0,PrcChange=1,SizeOnly=2,PrevPeriod=3 };
public enum VolumeTier : byte { None=0,Top50=1 };
Expand Down
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