API Documentation

NxST_TRADEREPORTREASON(11) - Trade Report Reasons


#define Value Comments
InitialRefresh 0 Comes directly at midnight, has data for sessions that begin prior evening (futures, indexes, etc)
PostInsert 1 Comes directly after an insert
PostCancel 2 Comes directly after a cancel
PostCorrection 3 Comes directly after a correction
SyncRefresh 4 Very rare -- pushed out when a tape has to be resynchronized
Final 5 Comes right after midnight, and for the previous nxSessionDate
CorrectedFinal 6 Comes right after midnight, if there was a correction, and for the previous nxSessionDate

You may use code from a helper header file

You may use the code below in your own program



// example
switch (ixMap)
{
   case nxST_TRADEREPORTREASON::InitialRefresh: break;
   case nxST_TRADEREPORTREASON::PostInsert:     break;
   case nxST_TRADEREPORTREASON::PostCancel:     break;
   case nxST_TRADEREPORTREASON::PostCorrection: break;
   case nxST_TRADEREPORTREASON::SyncRefresh:    break;
   case nxST_TRADEREPORTREASON::Final:          break;
   case nxST_TRADEREPORTREASON::CorrectedFinal: break;
}