Namespaces |
namespace | FIELD |
namespace | TYPE |
Classes |
class | Acceptor |
| Base for classes which act as an acceptor for incoming connections. More...
|
class | Application |
| This interface must be implemented to define what your FIX application does. More...
|
class | SynchronizedApplication |
| This is a special implementation of the Application interface that takes in another Application interface and synchronizes all of its callbacks. More...
|
class | NullApplication |
| An empty implementation of an Application. More...
|
class | CallStack |
| Keeps track of callstacks for multiple threads. More...
|
class | DatabaseConnectionID |
class | DatabaseConnectionPool |
class | DataDictionary |
| Represents a data dictionary for a version of FIX. More...
|
class | DataDictionaryProvider |
| Queries for DataDictionary based on appropriate version of FIX. More...
|
class | Dictionary |
| For storage and retrieval of key/value pairs. More...
|
class | DOMAttributes |
| Interface that represents attribute from underlying XML parser. More...
|
class | DOMNode |
| Interface that represents node from underlying XML parser. More...
|
class | DOMDocument |
| Interface that represents document of underlying XML parser. More...
|
class | Event |
| Portable implementation of an event/conditional mutex. More...
|
struct | Exception |
| Base QuickFIX exception type. More...
|
struct | DataDictionaryNotFound |
| DataDictionary not found for BeginString or ApplVerID. More...
|
struct | FieldNotFound |
| Field not found inside a message. More...
|
struct | FieldConvertError |
| Unable to convert field into its native format. More...
|
struct | MessageParseError |
| Unable to parse message. More...
|
struct | InvalidMessage |
| Not a recognizable message. More...
|
struct | ConfigError |
| Application is not configured correctly More...
|
struct | RuntimeError |
| Application encountered serious error during runtime More...
|
struct | InvalidTagNumber |
| Tag number does not exist in specification. More...
|
struct | RequiredTagMissing |
| Required field is not in message. More...
|
struct | TagNotDefinedForMessage |
| Field does not belong to message. More...
|
struct | NoTagValue |
| Field exists in message without a value. More...
|
struct | IncorrectTagValue |
| Field has a value that is out of range. More...
|
struct | IncorrectDataFormat |
| Field has a badly formatted value. More...
|
struct | IncorrectMessageStructure |
| Message is not structured correctly. More...
|
struct | DuplicateFieldNumber |
| Field shows up twice in the message. More...
|
struct | InvalidMessageType |
| Not a known message type. More...
|
struct | UnsupportedMessageType |
| Message type not supported by application. More...
|
struct | UnsupportedVersion |
| Version of FIX is not supported. More...
|
struct | TagOutOfOrder |
| Tag is not in the correct order. More...
|
struct | RepeatedTag |
| Repeated tag not part of repeating group. More...
|
struct | RepeatingGroupCountMismatch |
| Repeated group count not equal to actual count. More...
|
struct | DoNotSend |
| Indicates user does not want to send a message. More...
|
struct | RejectLogon |
| User wants to reject permission to logon. More...
|
struct | SessionNotFound |
| Session cannot be found for specified action. More...
|
struct | IOException |
| IO Error. More...
|
struct | SocketException |
| Socket Error. More...
|
struct | SocketSendFailed |
| Socket send operation failed. More...
|
struct | SocketRecvFailed |
| Socket recv operation failed. More...
|
struct | SocketCloseFailed |
| Socket close operation failed. More...
|
class | FieldBase |
| Base representation of all Field classes. More...
|
class | StringField |
| MSC doesn't support partial template specialization so we have this. More...
|
class | CharField |
| Field that contains a character value. More...
|
class | DoubleField |
| Field that contains a double value. More...
|
class | IntField |
| Field that contains an integer value. More...
|
class | BoolField |
| Field that contains a boolean value. More...
|
class | UtcTimeStampField |
| Field that contains a UTC time stamp value. More...
|
class | UtcDateField |
| Field that contains a UTC date value. More...
|
class | UtcTimeOnlyField |
| Field that contains a UTC time value. More...
|
class | CheckSumField |
| Field that contains a checksum value. More...
|
struct | EmptyConvertor |
| Empty convertor is a no-op. More...
|
struct | IntConvertor |
| Converts integer to/from a string. More...
|
struct | CheckSumConvertor |
| Converts checksum to/from a string. More...
|
struct | DoubleConvertor |
| Converts double to/from a string. More...
|
struct | CharConvertor |
| Converts character to/from a string. More...
|
struct | BoolConvertor |
| Converts boolean to/from a string. More...
|
struct | UtcTimeStampConvertor |
| Converts a UtcTimeStamp to/from a string. More...
|
struct | UtcTimeOnlyConvertor |
| Converts a UtcTimeOnly to/from a string. More...
|
struct | UtcDateConvertor |
| Converts a UtcDate to/from a string. More...
|
class | FieldMap |
| Stores and organizes a collection of Fields. More...
|
struct | DateTime |
| Date and Time stored as a Julian day number and number of milliseconds since midnight. More...
|
class | UtcTimeStamp |
| Date and Time represented in UTC. More...
|
class | LocalTimeStamp |
| Date and Time represented in local time. More...
|
class | UtcTimeOnly |
| Time only represented in UTC. More...
|
class | LocalTimeOnly |
| Time only represented in local time. More...
|
class | UtcDate |
| Date only represented in UTC. More...
|
class | LocalDate |
| Date only represented in local time. More...
|
class | FileLogFactory |
| Creates a file based implementation of Log. More...
|
class | FileLog |
| File based implementation of Log. More...
|
class | FileStoreFactory |
| Creates a file based implementation of MessageStore. More...
|
class | FileStore |
| File based implementation of MessageStore. More...
|
class | Group |
| Base class for all FIX repeating groups. More...
|
class | HttpConnection |
| Encapsulates a HTTP socket file descriptor. More...
|
class | HttpMessage |
| HTTP Message that implemented GET functionality. More...
|
class | HttpParser |
| Parses HTTP messages off an input stream. More...
|
class | HttpServer |
| Basic HTTP Server. More...
|
class | Initiator |
| Base for classes which act as an initiator for establishing connections. More...
|
class | LIBXML_DOMAttributes |
| XML attribute as represented by libxml. More...
|
class | LIBXML_DOMNode |
| XML node as represented by libxml. More...
|
class | LIBXML_DOMDocument |
| XML document as represented by libxml. More...
|
class | LogFactory |
| This interface must be implemented to create a Log. More...
|
class | ScreenLogFactory |
| Creates a screen based implementation of Log. More...
|
class | Log |
| This interface must be implemented to log messages and events. More...
|
class | NullLog |
| Null implementation of Log. More...
|
class | ScreenLog |
| Screen based implementation of Log. More...
|
class | Message |
| Base class for all FIX messages. More...
|
class | MessageCracker |
| Takes in a generic Message and produces an object that represents its specific version and message type. More...
|
struct | header_order |
| Sorts fields in correct header order. More...
|
struct | trailer_order |
| Sorts fields in correct trailer order. More...
|
struct | group_order |
| Sorts fields in correct group order. More...
|
struct | message_order |
| Sorts fields in header, normal, or trailer order. More...
|
class | MessageStoreFactory |
| This interface must be implemented to create a MessageStore. More...
|
class | MemoryStoreFactory |
| Creates a memory based implementation of MessageStore. More...
|
class | MessageStore |
| This interface must be implemented to store and retrieve messages and sequence numbers. More...
|
class | MemoryStore |
| Memory based implementation of MessageStore. More...
|
class | MessageStoreFactoryExceptionWrapper |
class | MessageStoreExceptionWrapper |
class | MSXML_DOMAttributes |
| XML attribute as represented by msxml. More...
|
class | MSXML_DOMNode |
| XML node as represented by msxml. More...
|
class | MSXML_DOMDocument |
| XML document as represented by msxml. More...
|
class | Mutex |
| Portable implementation of a mutex. More...
|
class | Locker |
| Locks/Unlocks a mutex using RAII. More...
|
class | ReverseLocker |
| Does the opposite of the Locker to ensure mutex ends up in a locked state. More...
|
class | NullStoreFactory |
| Null implementation of MessageStore. More...
|
class | NullStore |
| Null implementation of MessageStore. More...
|
class | Parser |
| Parses FIX messages off an input stream. More...
|
class | Queue |
| A thread safe monitored queue. More...
|
class | Responder |
| Interface implements sending on and disconnecting a transport. More...
|
class | Session |
| Maintains the state and implements the logic of a FIX session. More...
|
class | SessionFactory |
| Responsible for creating Session objects. More...
|
class | SessionID |
| Unique session id consists of BeginString, SenderCompID and TargetCompID. More...
|
class | SessionSettings |
| Container for setting dictionaries mapped to sessions. More...
|
class | SessionState |
| Maintains all of state for the Session class. More...
|
class | Settings |
| Internal representation of QuickFIX configuration settings. More...
|
class | SocketAcceptor |
| Socket implementation of Acceptor. More...
|
class | SocketConnection |
| Encapsulates a socket file descriptor (single-threaded). More...
|
class | ConnectorWrapper |
| Handles events from SocketMonitor for client connections. More...
|
class | SocketConnector |
| Connects sockets to remote ports and addresses. More...
|
class | SocketInitiator |
| Socket implementation of Initiator. More...
|
class | SocketMonitor |
| Monitors events on a collection of sockets. More...
|
class | ServerWrapper |
| Handles events from SocketMonitor for server connections. More...
|
struct | SocketInfo |
| Information about listening socket. More...
|
class | SocketServer |
| Listens for and accepts incoming socket connections on a port. More...
|
class | ThreadedSocketAcceptor |
| Threaded Socket implementation of Acceptor. More...
|
class | ThreadedSocketConnection |
| Encapsulates a socket file descriptor (multi-threaded). More...
|
class | ThreadedSocketInitiator |
| Threaded Socket implementation of Initiator. More...
|
class | TimeRange |
| Keeps track of when session is active. More...
|
Typedefs |
typedef std::auto_ptr
< DOMAttributes > | DOMAttributesPtr |
typedef std::auto_ptr< DOMNode > | DOMNodePtr |
typedef std::auto_ptr
< DOMDocument > | DOMDocumentPtr |
typedef DoubleField | PriceField |
typedef DoubleField | AmtField |
typedef DoubleField | QtyField |
typedef StringField | CurrencyField |
typedef StringField | MultipleValueStringField |
typedef StringField | MultipleStringValueField |
typedef StringField | MultipleCharValueField |
typedef StringField | ExchangeField |
typedef StringField | LocalMktDateField |
typedef StringField | DataField |
typedef DoubleField | FloatField |
typedef DoubleField | PriceOffsetField |
typedef StringField | MonthField |
typedef StringField | MonthYearField |
typedef StringField | DayOfMonthField |
typedef UtcDateField | UtcDateOnlyField |
typedef IntField | LengthField |
typedef IntField | NumInGroupField |
typedef IntField | SeqNumField |
typedef DoubleField | PercentageField |
typedef StringField | CountryField |
typedef StringField | TzTimeOnlyField |
typedef StringField | TzTimeStampField |
typedef EmptyConvertor | StringConvertor |
typedef UtcDateConvertor | UtcDateOnlyConvertor |
typedef StringConvertor | STRING_CONVERTOR |
typedef CharConvertor | CHAR_CONVERTOR |
typedef DoubleConvertor | PRICE_CONVERTOR |
typedef IntConvertor | INT_CONVERTOR |
typedef DoubleConvertor | AMT_CONVERTOR |
typedef DoubleConvertor | QTY_CONVERTOR |
typedef StringConvertor | CURRENCY_CONVERTOR |
typedef StringConvertor | MULTIPLEVALUESTRING_CONVERTOR |
typedef StringConvertor | MULTIPLESTRINGVALUE_CONVERTOR |
typedef StringConvertor | MULTIPLECHARVALUE_CONVERTOR |
typedef StringConvertor | EXCHANGE_CONVERTOR |
typedef UtcTimeStampConvertor | UTCTIMESTAMP_CONVERTOR |
typedef BoolConvertor | BOOLEAN_CONVERTOR |
typedef StringConvertor | LOCALMKTDATE_CONVERTOR |
typedef StringConvertor | DATA_CONVERTOR |
typedef DoubleConvertor | FLOAT_CONVERTOR |
typedef DoubleConvertor | PRICEOFFSET_CONVERTOR |
typedef StringConvertor | MONTHYEAR_CONVERTOR |
typedef StringConvertor | DAYOFMONTH_CONVERTOR |
typedef UtcDateConvertor | UTCDATE_CONVERTOR |
typedef UtcTimeOnlyConvertor | UTCTIMEONLY_CONVERTOR |
typedef IntConvertor | NUMINGROUP_CONVERTOR |
typedef DoubleConvertor | PERCENTAGE_CONVERTOR |
typedef IntConvertor | SEQNUM_CONVERTOR |
typedef IntConvertor | LENGTH_CONVERTOR |
typedef StringConvertor | COUNTRY_CONVERTOR |
typedef StringConvertor | TZTIMEONLY_CONVERTOR |
typedef StringConvertor | TZTIMESTAMP_CONVERTOR |
typedef StringConvertor | XMLDATA_CONVERTOR |
typedef StringConvertor | LANGUAGE_CONVERTOR |
typedef CheckSumConvertor | CHECKSUM_CONVERTOR |
typedef UtcDate | UtcDateOnly |
typedef std::string | STRING |
typedef char | CHAR |
typedef double | PRICE |
typedef int | INT |
typedef double | AMT |
typedef double | QTY |
typedef std::string | CURRENCY |
typedef std::string | MULTIPLEVALUESTRING |
typedef std::string | MULTIPLESTRINGVALUE |
typedef std::string | MULTIPLECHARVALUE |
typedef std::string | EXCHANGE |
typedef UtcTimeStamp | UTCTIMESTAMP |
typedef bool | BOOLEAN |
typedef std::string | LOCALMKTDATE |
typedef std::string | DATA |
typedef double | FLOAT |
typedef double | PRICEOFFSET |
typedef std::string | MONTHYEAR |
typedef std::string | DAYOFMONTH |
typedef UtcDate | UTCDATE |
typedef UtcDateOnly | UTCDATEONLY |
typedef UtcTimeOnly | UTCTIMEONLY |
typedef int | NUMINGROUP |
typedef double | PERCENTAGE |
typedef int | SEQNUM |
typedef int | LENGTH |
typedef std::string | COUNTRY |
typedef std::string | TZTIMEONLY |
typedef std::string | TZTIMESTAMP |
typedef std::string | XMLDATA |
typedef std::string | LANGUAGE |
typedef FieldMap | Header |
typedef FieldMap | Trailer |
typedef std::less< int > | normal_order |
typedef void *( | THREAD_START_ROUTINE )(void *) |
typedef pthread_t | thread_id |
Functions |
std::ostream & | operator<< (std::ostream &ostream, const CallStack::Method &method) |
bool | operator== (const CallStack::Method &rhs, const CallStack::Method &lhs) |
bool | operator< (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs) |
bool | operator== (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs) |
bool | operator!= (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs) |
std::ostream & | operator<< (std::ostream &stream, const FieldBase &field) |
bool | operator< (const StringField &lhs, const char *rhs) |
bool | operator< (const char *lhs, const StringField &rhs) |
bool | operator> (const StringField &lhs, const char *rhs) |
bool | operator> (const char *lhs, const StringField &rhs) |
bool | operator== (const StringField &lhs, const char *rhs) |
bool | operator== (const char *lhs, const StringField &rhs) |
bool | operator!= (const StringField &lhs, const char *rhs) |
bool | operator!= (const char *lhs, const StringField &rhs) |
bool | operator<= (const StringField &lhs, const char *rhs) |
bool | operator<= (const char *lhs, const StringField &rhs) |
bool | operator>= (const StringField &lhs, const char *rhs) |
bool | operator>= (const char *lhs, const StringField &rhs) |
bool | operator< (const StringField &lhs, const std::string &rhs) |
bool | operator< (const std::string &lhs, const StringField &rhs) |
bool | operator> (const StringField &lhs, const std::string &rhs) |
bool | operator> (const std::string &lhs, const StringField &rhs) |
bool | operator== (const StringField &lhs, const std::string &rhs) |
bool | operator== (const std::string &lhs, const StringField &rhs) |
bool | operator!= (const StringField &lhs, const std::string &rhs) |
bool | operator!= (const std::string &lhs, const StringField &rhs) |
bool | operator<= (const StringField &lhs, const std::string &rhs) |
bool | operator<= (const std::string &lhs, const StringField &rhs) |
bool | operator>= (const StringField &lhs, const std::string &rhs) |
bool | operator>= (const std::string &lhs, const StringField &rhs) |
template<class T > |
char * | integer_to_string (char *buf, const size_t len, T t) |
template<class T > |
char * | integer_to_string_padded (char *buf, const size_t len, T t, const size_t width=0, const char paddingChar= '0') |
bool | operator== (const DateTime &lhs, const DateTime &rhs) |
bool | operator!= (const DateTime &lhs, const DateTime &rhs) |
bool | operator< (const DateTime &lhs, const DateTime &rhs) |
bool | operator> (const DateTime &lhs, const DateTime &rhs) |
bool | operator<= (const DateTime &lhs, const DateTime &rhs) |
bool | operator>= (const DateTime &lhs, const DateTime &rhs) |
int | operator- (const DateTime &lhs, const DateTime &rhs) |
| Calculate the difference between two DateTime values and return the result as a number of seconds.
|
| DEFINE_STRING (RelatedPartyID) |
| DEFINE_INT (MaxPriceLevels) |
| DEFINE_DATA (DerivativeEncodedIssuer) |
| DEFINE_NUMINGROUP (NoCompIDs) |
| DEFINE_STRING (SettlInstRefID) |
| DEFINE_STRING (NestedPartyID) |
| DEFINE_PERCENTAGE (DetachmentPoint) |
| DEFINE_BOOLEAN (LateIndicator) |
| DEFINE_DATA (RiskEncodedSecurityDesc) |
| DEFINE_STRING (RelationshipRiskSecuritySubType) |
| DEFINE_STRING (SecurityListID) |
| DEFINE_INT (DerivativeFlowScheduleType) |
| DEFINE_LENGTH (EncodedSymbolLen) |
| DEFINE_BOOLEAN (FlexibleIndicator) |
| DEFINE_NUMINGROUP (NoExecInstRules) |
| DEFINE_UTCTIMESTAMP (SideTrdRegTimestamp) |
| DEFINE_INT (DeliveryForm) |
| DEFINE_INT (ExecRestatementReason) |
| DEFINE_PERCENTAGE (MidYield) |
| DEFINE_FLOAT (ContractMultiplier) |
| DEFINE_CHAR (PartyAltIDSource) |
| DEFINE_AMT (CcyAmt) |
| DEFINE_INT (AllocIntermedReqType) |
| DEFINE_NUMINGROUP (NoNested2PartyIDs) |
| DEFINE_STRING (UnderlyingIssuer) |
| DEFINE_QTY (LegOrderQty) |
| DEFINE_QTY (MinTradeVol) |
| DEFINE_AMT (SettlCurrAmt) |
| DEFINE_INT (DerivativeInstrumentPartyRole) |
| DEFINE_INT (YieldRedemptionPriceType) |
| DEFINE_STRING (NewsRefID) |
| DEFINE_INT (SecurityListTypeSource) |
| DEFINE_STRING (ApplReqID) |
| DEFINE_STRING (DerivativeFuturesValuationMethod) |
| DEFINE_STRING (NoLegSecurityAltID) |
| DEFINE_STRING (DerivativeSecurityType) |
| DEFINE_INT (CollInquiryQualifier) |
| DEFINE_DATA (RawData) |
| DEFINE_STRING (CashSettlAgentContactPhone) |
| DEFINE_STRING (CreditRating) |
| DEFINE_INT (ContingencyType) |
| DEFINE_CURRENCY (StrikeCurrency) |
| DEFINE_QTY (TradeVolume) |
| DEFINE_STRING (SideTrdRegTimestampSrc) |
| DEFINE_LOCALMKTDATE (DeliveryDate) |
| DEFINE_CHAR (EmailType) |
| DEFINE_DATA (EncodedListExecInst) |
| DEFINE_UTCTIMESTAMP (ContraTradeTime) |
| DEFINE_INT (MaturityMonthYearIncrement) |
| DEFINE_CHAR (RootPartyIDSource) |
| DEFINE_LOCALMKTDATE (UnderlyingCouponPaymentDate) |
| DEFINE_PERCENTAGE (BidYield) |
| DEFINE_CHAR (IOIQltyInd) |
| DEFINE_STRING (Issuer) |
| DEFINE_STRING (CardNumber) |
| DEFINE_NUMINGROUP (NoRelatedPartyIDs) |
| DEFINE_NUMINGROUP (NoLegStipulations) |
| DEFINE_EXCHANGE (LegSecurityExchange) |
| DEFINE_QTY (CashOrderQty) |
| DEFINE_AMT (AccruedInterestAmt) |
| DEFINE_STRING (MDEntrySeller) |
| DEFINE_PRICE (LegPrice) |
| DEFINE_TZTIMEONLY (RelationshipRiskMaturityTime) |
| DEFINE_STRING (DeliverToCompID) |
| DEFINE_STRING (TargetLocationID) |
| DEFINE_PRICEOFFSET (OfferForwardPoints2) |
| DEFINE_QTY (RatioQty) |
| DEFINE_INT (MultiLegRptTypeReq) |
| DEFINE_STRING (AllocAccount) |
| DEFINE_QTY (TotalVolumeTraded) |
| DEFINE_NUMINGROUP (LinesOfText) |
| DEFINE_INT (AccountType) |
| DEFINE_INT (MDEntryPositionNo) |
| DEFINE_INT (HaltReasonInt) |
| DEFINE_LOCALMKTDATE (FutSettDate) |
| DEFINE_STRING (SecurityDesc) |
| DEFINE_QTY (MinQty) |
| DEFINE_CURRENCY (SettlCurrency) |
| DEFINE_FLOAT (PegOffsetValue) |
| DEFINE_STRING (DerivativeSecurityAltIDSource) |
| DEFINE_NUMINGROUP (NoSettlPartySubIDs) |
| DEFINE_STRING (AllocReportID) |
| DEFINE_STRING (LegCFICode) |
| DEFINE_LOCALMKTDATE (LegFutSettDate) |
| DEFINE_STRING (LegBenchmarkCurveName) |
| DEFINE_STRING (ClearingFeeIndicator) |
| DEFINE_STRING (BrokerOfCredit) |
| DEFINE_STRING (SecurityListRefID) |
| DEFINE_TZTIMEONLY (UnderlyingLegMaturityTime) |
| DEFINE_INT (NestedPartySubIDType) |
| DEFINE_INT (BidType) |
| DEFINE_STRING (MDEntryRefID) |
| DEFINE_QTY (UnderlyingUnitOfMeasureQty) |
| DEFINE_LOCALMKTDATE (UnderlyingLegMaturityDate) |
| DEFINE_PRICE (StartTickPriceRange) |
| DEFINE_MONTHYEAR (LegContractSettlMonth) |
| DEFINE_STRING (UnderlyingSecurityDesc) |
| DEFINE_STRING (CashDistribPayRef) |
| DEFINE_INT (QuotePriceType) |
| DEFINE_DATA (EncodedAllocText) |
| DEFINE_MONTHYEAR (UnderlyingMaturityMonthYear) |
| DEFINE_PERCENTAGE (RiskWarningLevelPercent) |
| DEFINE_PERCENTAGE (UnderlyingOriginalNotionalPercentageOutstanding) |
| DEFINE_INT (MultilegPriceMethod) |
| DEFINE_INT (TotNoFills) |
| DEFINE_STRING (DerivativeSettleOnOpenFlag) |
| DEFINE_INT (UnderlyingRepurchaseTerm) |
| DEFINE_STRING (RiskWarningLevelName) |
| DEFINE_COUNTRY (DerivativeCountryOfIssue) |
| DEFINE_INT (ListMethod) |
| DEFINE_STRING (UnderlyingCPProgram) |
| DEFINE_FLOAT (PriceDelta) |
| DEFINE_SEQNUM (RefSeqNum) |
| DEFINE_BOOLEAN (AutoAcceptIndicator) |
| DEFINE_BOOLEAN (MDImplicitDelete) |
| DEFINE_NUMINGROUP (NoStipulations) |
| DEFINE_LOCALMKTDATE (ClearingBusinessDate) |
| DEFINE_NUMINGROUP (NoRelationshipRiskLimits) |
| DEFINE_STRING (LocationID) |
| DEFINE_CURRENCY (Currency) |
| DEFINE_INT (RoutingType) |
| DEFINE_PRICE (UnderlyingStrikePrice) |
| DEFINE_CHAR (BidTradeType) |
| DEFINE_INT (RelationshipRiskInstrumentOperator) |
| DEFINE_PERCENTAGE (UnderlyingAttachmentPoint) |
| DEFINE_INT (TotNoRejQuotes) |
| DEFINE_STRING (OrdStatusReqID) |
| DEFINE_STRING (SenderCompID) |
| DEFINE_INT (OrdRejReason) |
| DEFINE_INT (MaturityMonthYearIncrementUnits) |
| DEFINE_CHAR (DisplayWhen) |
| DEFINE_INT (ApplQueueAction) |
| DEFINE_CHAR (RegistTransType) |
| DEFINE_STRING (PaymentRemitterID) |
| DEFINE_INT (PriceType) |
| DEFINE_STRING (MarketReqID) |
| DEFINE_NUMINGROUP (NoNestedInstrAttrib) |
| DEFINE_STRING (SecuritySubType) |
| DEFINE_STRING (ClOrdID) |
| DEFINE_DAYOFMONTH (MaturityDay) |
| DEFINE_STRING (UnderlyingSeniority) |
| DEFINE_STRING (MarketSegmentDesc) |
| DEFINE_NUMINGROUP (NoMarketSegments) |
| DEFINE_INT (SettlObligMode) |
| DEFINE_CHAR (SecurityUpdateAction) |
| DEFINE_INT (NetworkRequestType) |
| DEFINE_PERCENTAGE (LiquidityPctLow) |
| DEFINE_INT (PartyRole) |
| DEFINE_FLOAT (LegRatioQty) |
| DEFINE_FLOAT (SettlCurrFxRate) |
| DEFINE_INT (RelatedPartyRole) |
| DEFINE_INT (LegContractMultiplierUnit) |
| DEFINE_DATA (SecureData) |
| DEFINE_STRING (SenderLocationID) |
| DEFINE_PRICE (FirstPx) |
| DEFINE_DATA (EncodedLegIssuer) |
| DEFINE_CHAR (AssignmentMethod) |
| DEFINE_STRING (RoutingID) |
| DEFINE_STRING (RelationshipRiskSecurityAltID) |
| DEFINE_STRING (RelatedPartyAltID) |
| DEFINE_INT (StrategyParameterType) |
| DEFINE_INT (EncryptMethod) |
| DEFINE_STRING (UnderlyingStateOrProvinceOfIssue) |
| DEFINE_SEQNUM (ApplNewSeqNum) |
| DEFINE_LENGTH (DerivativeEncodedSecurityDescLen) |
| DEFINE_CURRENCY (TradingCurrency) |
| DEFINE_PRICE (SecondaryHighLimitPrice) |
| DEFINE_PRICE (OrderAvgPx) |
| DEFINE_STRING (PosAmtType) |
| DEFINE_BOOLEAN (ResetSeqNumFlag) |
| DEFINE_NUMINGROUP (NoHops) |
| DEFINE_INT (CollInquiryResult) |
| DEFINE_LOCALMKTDATE (StartDate) |
| DEFINE_INT (CollAsgnRespType) |
| DEFINE_QTY (OrderBookingQty) |
| DEFINE_NUMINGROUP (NoQuoteQualifiers) |
| DEFINE_BOOLEAN (UnsolicitedIndicator) |
| DEFINE_STRING (RefCstmApplVerID) |
| DEFINE_STRING (SideExecID) |
| DEFINE_STRING (RejectText) |
| DEFINE_STRING (ExchangeSpecialInstructions) |
| DEFINE_STRING (TradeID) |
| DEFINE_PRICE (RndPx) |
| DEFINE_INT (QuoteEntryRejectReason) |
| DEFINE_CHAR (OrderCapacity) |
| DEFINE_INT (SideLastQty) |
| DEFINE_STRING (DerivativeUnitOfMeasure) |
| DEFINE_NUMINGROUP (NoLegAllocs) |
| DEFINE_INT (QuoteAckStatus) |
| DEFINE_STRING (SecondaryFirmTradeID) |
| DEFINE_INT (UserRequestType) |
| DEFINE_INT (SecondaryTrdType) |
| DEFINE_INT (TradeReportTransType) |
| DEFINE_CHAR (AdvSide) |
| DEFINE_STRING (RelatedContextPartySubID) |
| DEFINE_STRING (DerivativeSecuritySubType) |
| DEFINE_STRING (TriggerTradingSessionSubID) |
| DEFINE_STRING (TradeLinkID) |
| DEFINE_PRICE (LegBenchmarkPrice) |
| DEFINE_SEQNUM (HopRefID) |
| DEFINE_STRING (Designation) |
| DEFINE_STRING (TradeRequestID) |
| DEFINE_INT (RelationshipRiskLimitType) |
| DEFINE_STRING (RiskSecurityIDSource) |
| DEFINE_INT (LegFlowScheduleType) |
| DEFINE_STRING (LegPriceUnitOfMeasure) |
| DEFINE_CHAR (Nested4PartyIDSource) |
| DEFINE_INT (CoveredOrUncovered) |
| DEFINE_INT (AcctIDSource) |
| DEFINE_PRICE (MktOfferPx) |
| DEFINE_NUMINGROUP (NoCapacities) |
| DEFINE_INT (TradeRequestType) |
| DEFINE_NUMINGROUP (NoNestedPartyIDs) |
| DEFINE_INT (TradSesStatus) |
| DEFINE_PERCENTAGE (UnderlyingNotionalPercentageOutstanding) |
| DEFINE_SEQNUM (ApplLastSeqNum) |
| DEFINE_INT (PegPriceType) |
| DEFINE_STRING (StrategyParameterName) |
| DEFINE_INT (StreamAsgnRejReason) |
| DEFINE_QTY (MatchIncrement) |
| DEFINE_INT (Nested3PartyRole) |
| DEFINE_PRICE (UnderlyingPx) |
| DEFINE_PRICEOFFSET (PriceImprovement) |
| DEFINE_STRING (ValuationMethod) |
| DEFINE_STRING (DerivativeSecurityID) |
| DEFINE_NUMINGROUP (NoExpiration) |
| DEFINE_STRING (TargetCompID) |
| DEFINE_STRING (MDEntryBuyer) |
| DEFINE_PERCENTAGE (RelationshipRiskCouponRate) |
| DEFINE_NUMINGROUP (NoDerivativeInstrumentPartySubIDs) |
| DEFINE_NUMINGROUP (NoMaturityRules) |
| DEFINE_STRING (QuoteMsgID) |
| DEFINE_CHAR (TriggerType) |
| DEFINE_CHAR (PriceProtectionScope) |
| DEFINE_INT (TotNumAssignmentReports) |
| DEFINE_STRING (ContraLegRefID) |
| DEFINE_INT (TradeReportRejectReason) |
| DEFINE_STRING (TradeReportRefID) |
| DEFINE_INT (SecurityListType) |
| DEFINE_STRING (DerivativeSecurityIDSource) |
| DEFINE_QTY (AssignmentUnit) |
| DEFINE_STRING (TradeReportID) |
| DEFINE_INT (NoRpts) |
| DEFINE_INT (LegBenchmarkPriceType) |
| DEFINE_LENGTH (EncodedSubjectLen) |
| DEFINE_XMLDATA (SecurityXML) |
| DEFINE_STRING (LegReportID) |
| DEFINE_INT (Nested3PartySubIDType) |
| DEFINE_STRING (BenchmarkSecurityIDSource) |
| DEFINE_INT (QuoteRejectReason) |
| DEFINE_INT (HeartBtInt) |
| DEFINE_PRICEOFFSET (BidForwardPoints) |
| DEFINE_BOOLEAN (PossResend) |
| DEFINE_STRING (Symbol) |
| DEFINE_DATA (EncodedUnderlyingSecurityDesc) |
| DEFINE_INT (RelatedPartyAltSubIDType) |
| DEFINE_STRING (MarketReportID) |
| DEFINE_PRICE (DiscretionPrice) |
| DEFINE_FLOAT (ContAmtValue) |
| DEFINE_INT (QuantityType) |
| DEFINE_INT (ComplexEventPriceBoundaryMethod) |
| DEFINE_INT (ImpliedMarketIndicator) |
| DEFINE_STRING (AllocClearingFeeIndicator) |
| DEFINE_INT (QuoteRequestType) |
| DEFINE_INT (SecurityRequestResult) |
| DEFINE_MULTIPLECHARVALUE (OrderRestrictions) |
| DEFINE_NUMINGROUP (NoSideTrdRegTS) |
| DEFINE_STRING (Text) |
| DEFINE_LENGTH (EncodedTextLen) |
| DEFINE_CHAR (ListExecInstType) |
| DEFINE_STRING (SecondaryOrderID) |
| DEFINE_STRING (ExecBroker) |
| DEFINE_LENGTH (RelationshipRiskEncodedSecurityDescLen) |
| DEFINE_LENGTH (SecurityXMLLen) |
| DEFINE_SEQNUM (ApplSeqNum) |
| DEFINE_QTY (MaxTradeVol) |
| DEFINE_PRICEOFFSET (OfferSwapPoints) |
| DEFINE_INT (SettlPartySubIDType) |
| DEFINE_INT (DistribPaymentMethod) |
| DEFINE_INT (TotalAffectedOrders) |
| DEFINE_FLOAT (StrikeIncrement) |
| DEFINE_INT (OrderHandlingInstSource) |
| DEFINE_BOOLEAN (CopyMsgIndicator) |
| DEFINE_NUMINGROUP (NoDlvyInst) |
| DEFINE_STRING (QuoteEntryID) |
| DEFINE_INT (AffirmStatus) |
| DEFINE_STRING (MailingInst) |
| DEFINE_QTY (OfferSize) |
| DEFINE_STRING (LegSecurityType) |
| DEFINE_STRING (RiskLimitPlatform) |
| DEFINE_INT (OrigCustOrderCapacity) |
| DEFINE_INT (AllocMethod) |
| DEFINE_LOCALMKTDATE (QuantityDate) |
| DEFINE_FLOAT (TargetStrategyPerformance) |
| DEFINE_LOCALMKTDATE (CardExpDate) |
| DEFINE_STRING (ConfirmID) |
| DEFINE_STRING (StandInstDbName) |
| DEFINE_QTY (DayOrderQty) |
| DEFINE_PRICE (HighLimitPrice) |
| DEFINE_STRING (FirmTradeID) |
| DEFINE_STRING (SecondaryIndividualAllocID) |
| DEFINE_STRING (AgreementDesc) |
| DEFINE_CHAR (MassCancelResponse) |
| DEFINE_CURRENCY (LegSettlCurrency) |
| DEFINE_AMT (Commission) |
| DEFINE_INT (StreamAsgnReqType) |
| DEFINE_PRICEOFFSET (BidSwapPoints) |
| DEFINE_NUMINGROUP (NoSettlPartyIDs) |
| DEFINE_STRING (SymbolSfx) |
| DEFINE_STRING (BusinessRejectRefID) |
| DEFINE_PRICE (Price2) |
| DEFINE_INT (FillLiquidityInd) |
| DEFINE_STRING (MassActionReportID) |
| DEFINE_STRING (DerivativeIssuer) |
| DEFINE_CHAR (ExDestinationIDSource) |
| DEFINE_STRING (CollRespID) |
| DEFINE_INT (SecurityListRequestType) |
| DEFINE_DATA (EncodedLegSecurityDesc) |
| DEFINE_INT (RelatedContextPartyRole) |
| DEFINE_STRING (UnderlyingSettlementStatus) |
| DEFINE_STRING (SecurityAltID) |
| DEFINE_STRING (RegistRefID) |
| DEFINE_BOOLEAN (RelationshipRiskFlexibleIndicator) |
| DEFINE_STRING (DerivativePriceQuoteMethod) |
| DEFINE_STRING (RelationshipRiskProductComplex) |
| DEFINE_INT (OrderDelay) |
| DEFINE_NUMINGROUP (NoNotAffectedOrders) |
| DEFINE_STRING (Nested3PartyID) |
| DEFINE_INT (CollAsgnReason) |
| DEFINE_UTCTIMEONLY (TotalVolumeTradedTime) |
| DEFINE_EXCHANGE (SecurityExchange) |
| DEFINE_INT (SettlPriceType) |
| DEFINE_QTY (UnitOfMeasureQty) |
| DEFINE_STRING (UserRequestID) |
| DEFINE_PRICE (LastParPx) |
| DEFINE_MONTHYEAR (EndMaturityMonthYear) |
| DEFINE_CHAR (DealingCapacity) |
| DEFINE_PRICE (PrevClosePx) |
| DEFINE_STRING (TradeInputDevice) |
| DEFINE_QTY (DayCumQty) |
| DEFINE_STRING (SecuritySettlAgentAcctNum) |
| DEFINE_CURRENCY (LegCurrency) |
| DEFINE_DATA (EncryptedNewPassword) |
| DEFINE_AMT (DerivativeMinPriceIncrementAmount) |
| DEFINE_NUMINGROUP (NoNested3PartySubIDs) |
| DEFINE_STRING (RefSubID) |
| DEFINE_INT (SettlPartyRole) |
| DEFINE_STRING (CashDistribAgentName) |
| DEFINE_FLOAT (LegContractMultiplier) |
| DEFINE_INT (ProgPeriodInterval) |
| DEFINE_CHAR (LegSettlType) |
| DEFINE_STRING (OnBehalfOfLocationID) |
| DEFINE_STRING (OnBehalfOfSubID) |
| DEFINE_STRING (RelationshipRiskLimitPlatform) |
| DEFINE_STRING (RelatedPartySubID) |
| DEFINE_UTCTIMEONLY (ComplexEventEndTime) |
| DEFINE_INT (RateSourceType) |
| DEFINE_STRING (DerivativeStateOrProvinceOfIssue) |
| DEFINE_STRING (TradeLegRefID) |
| DEFINE_UTCTIMESTAMP (RelSymTransactTime) |
| DEFINE_NUMINGROUP (NoComplexEventTimes) |
| DEFINE_QTY (LegCalculatedCcyLastQty) |
| DEFINE_CHAR (Nested3PartyIDSource) |
| DEFINE_LOCALMKTDATE (DatedDate) |
| DEFINE_STRING (SettlInstID) |
| DEFINE_AMT (OpenInterest) |
| DEFINE_FLOAT (UnderlyingContractMultiplier) |
| DEFINE_INT (TotQuoteEntries) |
| DEFINE_STRING (PartyAltSubID) |
| DEFINE_INT (TotNoCxldQuotes) |
| DEFINE_BOOLEAN (AggregatedBook) |
| DEFINE_STRING (PaymentRef) |
| DEFINE_LOCALMKTDATE (PaymentDate) |
| DEFINE_PERCENTAGE (OrderPercent) |
| DEFINE_INT (PosQtyStatus) |
| DEFINE_STRING (RiskRestructuringType) |
| DEFINE_NUMINGROUP (NoNested4PartySubIDs) |
| DEFINE_BOOLEAN (PrivateQuote) |
| DEFINE_STRING (SecondaryTradeID) |
| DEFINE_STRING (SecuritySettlAgentContactPhone) |
| DEFINE_LENGTH (EncodedMktSegmDescLen) |
| DEFINE_CURRENCY (SideCurrency) |
| DEFINE_QTY (LegQty) |
| DEFINE_STRING (MsgType) |
| DEFINE_NUMINGROUP (NoTradingSessions) |
| DEFINE_STRING (IOIid) |
| DEFINE_CHAR (MultiLegReportingType) |
| DEFINE_STRING (IDSource) |
| DEFINE_STRING (LegStipulationType) |
| DEFINE_INT (DerivativeContractMultiplierUnit) |
| DEFINE_STRING (MarketSegmentID) |
| DEFINE_CHAR (OrdStatus) |
| DEFINE_LOCALMKTDATE (MaturityDate) |
| DEFINE_INT (ApplTotalMessageCount) |
| DEFINE_STRING (InstrumentPartySubID) |
| DEFINE_INT (CustomerOrFirm) |
| DEFINE_INT (AdjustmentType) |
| DEFINE_NUMINGROUP (NoPartyAltSubIDs) |
| DEFINE_STRING (UnderlyingInstrumentPartyID) |
| DEFINE_CHAR (AsOfIndicator) |
| DEFINE_STRING (QuoteStatusReqID) |
| DEFINE_CHAR (LegPositionEffect) |
| DEFINE_PRICE (MDEntryPx) |
| DEFINE_INT (MassActionScope) |
| DEFINE_BOOLEAN (ReportedPxDiff) |
| DEFINE_LOCALMKTDATE (UnderlyingSettlementDate) |
| DEFINE_NUMINGROUP (NoNestedPartySubIDs) |
| DEFINE_STRING (AllocReportRefID) |
| DEFINE_AMT (Concession) |
| DEFINE_DATA (EncodedSecurityDesc) |
| DEFINE_STRING (ExecRefID) |
| DEFINE_CHAR (VenueType) |
| DEFINE_INT (MassActionType) |
| DEFINE_INT (PosMaintResult) |
| DEFINE_STRING (IOIShares) |
| DEFINE_STRING (BenchmarkSecurityID) |
| DEFINE_QTY (LegLastQty) |
| DEFINE_CURRENCY (AllocSettlCurrency) |
| DEFINE_COUNTRY (LegCountryOfIssue) |
| DEFINE_DATA (DerivativeSecurityXML) |
| DEFINE_STRING (StrikeRuleID) |
| DEFINE_STRING (RefCompID) |
| DEFINE_FLOAT (SettlCurrOfferFxRate) |
| DEFINE_PERCENTAGE (OfferYield) |
| DEFINE_STRING (RelatedContextPartyID) |
| DEFINE_CHAR (TargetPartyIDSource) |
| DEFINE_LENGTH (EncryptedNewPasswordLen) |
| DEFINE_NUMINGROUP (NoPositions) |
| DEFINE_AMT (TotalAccruedInterestAmt) |
| DEFINE_CHAR (UnderlyingOptAttribute) |
| DEFINE_STRING (DerivativeInstrAttribValue) |
| DEFINE_CHAR (InstrumentPartyIDSource) |
| DEFINE_INT (PegOffsetType) |
| DEFINE_INT (MassCancelRejectReason) |
| DEFINE_INT (ResponseTransportType) |
| DEFINE_STRING (LegSecurityIDSource) |
| DEFINE_PRICE (BasisFeaturePrice) |
| DEFINE_LOCALMKTDATE (CouponPaymentDate) |
| DEFINE_INT (TradSesStatusRejReason) |
| DEFINE_PERCENTAGE (UnderlyingDetachmentPoint) |
| DEFINE_STRING (MaturityRuleID) |
| DEFINE_INT (UnderlyingRepoCollateralSecurityType) |
| DEFINE_NUMINGROUP (NoTimeInForceRules) |
| DEFINE_NUMINGROUP (NoRootPartySubIDs) |
| DEFINE_QTY (DisplayMinIncr) |
| DEFINE_INT (TrdRegTimestampType) |
| DEFINE_INT (LegProduct) |
| DEFINE_STRING (ApplVerID) |
| DEFINE_CHAR (HandlInst) |
| DEFINE_CHAR (ListUpdateAction) |
| DEFINE_STRING (NestedInstrAttribValue) |
| DEFINE_STRING (TradingSessionSubID) |
| DEFINE_STRING (RFQReqID) |
| DEFINE_EXCHANGE (RelationshipRiskSecurityExchange) |
| DEFINE_STRING (UnderlyingLegSymbolSfx) |
| DEFINE_INT (LiquidityNumSecurities) |
| DEFINE_NUMINGROUP (NoMsgTypes) |
| DEFINE_UTCTIMESTAMP (TradSesStartTime) |
| DEFINE_CHAR (MDEntryType) |
| DEFINE_CURRENCY (AgreementCurrency) |
| DEFINE_INT (PegMoveType) |
| DEFINE_STRING (AsgnReqID) |
| DEFINE_PRICEOFFSET (PegDifference) |
| DEFINE_PRICEOFFSET (Spread) |
| DEFINE_LENGTH (EncodedAllocTextLen) |
| DEFINE_PERCENTAGE (OutsideIndexPct) |
| DEFINE_BOOLEAN (DerivFlexProductEligibilityIndicator) |
| DEFINE_INT (AvgPxIndicator) |
| DEFINE_NUMINGROUP (NoIOIQualifiers) |
| DEFINE_CHAR (CancellationRights) |
| DEFINE_INT (ListSeqNo) |
| DEFINE_STRING (CardIssNum) |
| DEFINE_STRING (RiskCFICode) |
| DEFINE_DATA (EncodedMktSegmDesc) |
| DEFINE_INT (DerivativeEventType) |
| DEFINE_MONTHYEAR (DerivativeMaturityMonthYear) |
| DEFINE_STRING (SideTradeReportID) |
| DEFINE_NUMINGROUP (NoQuoteSets) |
| DEFINE_STRING (RelationshipRiskSecurityDesc) |
| DEFINE_INT (Nested4PartySubIDType) |
| DEFINE_PRICE (FillPx) |
| DEFINE_INT (StrikeExerciseStyle) |
| DEFINE_STRING (DeskID) |
| DEFINE_PERCENTAGE (CrossPercent) |
| DEFINE_MONTHYEAR (MaturityMonthYear) |
| DEFINE_PRICE (ComplexEventPrice) |
| DEFINE_NUMINGROUP (NoNewsRefIDs) |
| DEFINE_AMT (UnderlyingCapValue) |
| DEFINE_STRING (CPRegType) |
| DEFINE_STRING (CashDistribAgentCode) |
| DEFINE_CHAR (ExecPriceType) |
| DEFINE_STRING (LegAllocID) |
| DEFINE_UTCTIMEONLY (MDEntryTime) |
| DEFINE_INT (TotalNumSecurities) |
| DEFINE_INT (AllocSettlInstType) |
| DEFINE_STRING (TargetPartyID) |
| DEFINE_CURRENCY (DerivativeStrikeCurrency) |
| DEFINE_INT (StatsType) |
| DEFINE_INT (ApplExtID) |
| DEFINE_INT (SettlementCycleNo) |
| DEFINE_CURRENCY (UnderlyingStrikeCurrency) |
| DEFINE_INT (TradSesMode) |
| DEFINE_CHAR (SettlInstSource) |
| DEFINE_INT (PartyAltSubIDType) |
| DEFINE_STRING (UnderlyingLegSecurityDesc) |
| DEFINE_NUMINGROUP (NoDerivativeInstrumentParties) |
| DEFINE_UTCTIMESTAMP (DerivativeEventTime) |
| DEFINE_PRICE (TickIncrement) |
| DEFINE_STRING (UndlyInstrumentPartyID) |
| DEFINE_NUMINGROUP (NoUndlyInstrumentParties) |
| DEFINE_INT (ExpType) |
| DEFINE_STRING (SecondaryClOrdID) |
| DEFINE_CHAR (SettlInstTransType) |
| DEFINE_STRING (SideComplianceID) |
| DEFINE_INT (TradeRequestResult) |
| DEFINE_STRING (OrigPosReqRefID) |
| DEFINE_STRING (OrigCrossID) |
| DEFINE_STRING (TradeInputSource) |
| DEFINE_QTY (OrderQty2) |
| DEFINE_BOOLEAN (TestMessageIndicator) |
| DEFINE_STRING (ContextPartySubID) |
| DEFINE_LOCALMKTDATE (DerivativeEventDate) |
| DEFINE_AMT (SideGrossTradeAmt) |
| DEFINE_PRICE (PeggedPrice) |
| DEFINE_INT (ExpirationCycle) |
| DEFINE_INT (AllocCancReplaceReason) |
| DEFINE_INT (CxlRejReason) |
| DEFINE_STRING (BeginString) |
| DEFINE_STRING (DeliverToSubID) |
| DEFINE_NUMINGROUP (NoRelatedPartyAltIDs) |
| DEFINE_STRING (RiskProductComplex) |
| DEFINE_QTY (LegPriceUnitOfMeasureQty) |
| DEFINE_NUMINGROUP (NoCollInquiryQualifier) |
| DEFINE_PRICE (OfferPx) |
| DEFINE_UTCDATEONLY (TotalVolumeTradedDate) |
| DEFINE_NUMINGROUP (NoContAmts) |
| DEFINE_QTY (MinOfferSize) |
| DEFINE_PRICE (AvgParPx) |
| DEFINE_FLOAT (LegFactor) |
| DEFINE_INT (RespondentType) |
| DEFINE_QTY (DisplayLowQty) |
| DEFINE_CHAR (DKReason) |
| DEFINE_PRICE (BenchmarkPrice) |
| DEFINE_STRING (ListID) |
| DEFINE_STRING (LegSecurityAltID) |
| DEFINE_CHAR (PositionEffect) |
| DEFINE_INT (RelatedPartySubIDType) |
| DEFINE_CHAR (TriggerAction) |
| DEFINE_STRING (RefOrderID) |
| DEFINE_INT (ClearingInstruction) |
| DEFINE_STRING (SettlInstCode) |
| DEFINE_INT (NumDaysInterest) |
| DEFINE_MULTIPLECHARVALUE (OpenCloseSettlFlag) |
| DEFINE_NUMINGROUP (NoComplexEventDates) |
| DEFINE_LENGTH (DerivativeEncodedIssuerLen) |
| DEFINE_FLOAT (StrikeMultiplier) |
| DEFINE_INT (DiscretionMoveType) |
| DEFINE_INT (ListNoOrds) |
| DEFINE_CHAR (RelatedPartyIDSource) |
| DEFINE_STRING (PegSymbol) |
| DEFINE_PRICE (DayAvgPx) |
| DEFINE_STRING (Headline) |
| DEFINE_STRING (NestedPartySubID) |
| DEFINE_STRING (CardIssNo) |
| DEFINE_CHAR (OptAttribute) |
| DEFINE_PRICEOFFSET (LastForwardPoints2) |
| DEFINE_INT (MDUpdateType) |
| DEFINE_CHAR (TickDirection) |
| DEFINE_LOCALMKTDATE (LegRedemptionDate) |
| DEFINE_PRICE (StrikePrice) |
| DEFINE_DATA (EncodedIssuer) |
| DEFINE_STRING (YieldType) |
| DEFINE_PRICE (TradingReferencePrice) |
| DEFINE_FLOAT (MDEntrySpotRate) |
| DEFINE_PERCENTAGE (ParticipationRate) |
| DEFINE_INT (PegScope) |
| DEFINE_AMT (InterestAtMaturity) |
| DEFINE_STRING (LegIndividualAllocID) |
| DEFINE_AMT (AllowableOneSidednessValue) |
| DEFINE_STRING (CashSettlAgentName) |
| DEFINE_QTY (ContraTradeQty) |
| DEFINE_TZTIMEONLY (LegMaturityTime) |
| DEFINE_INT (SettlDeliveryType) |
| DEFINE_INT (SecondaryPriceLimitType) |
| DEFINE_PRICE (MidPx) |
| DEFINE_PRICE (AvgPx) |
| DEFINE_INT (DiscretionLimitType) |
| DEFINE_UTCTIMESTAMP (StrikeTime) |
| DEFINE_STRING (SettlSessSubID) |
| DEFINE_STRING (MailingDtls) |
| DEFINE_STRING (BidID) |
| DEFINE_INT (PartyDetailsRequestResult) |
| DEFINE_CHAR (ExerciseMethod) |
| DEFINE_CURRENCY (CommCurrency) |
| DEFINE_NUMINGROUP (NoSettlOblig) |
| DEFINE_FLOAT (MaxPriceVariation) |
| DEFINE_BOOLEAN (WorkingIndicator) |
| DEFINE_STRING (CashSettlAgentAcctName) |
| DEFINE_QTY (SellVolume) |
| DEFINE_INT (SideMultiLegReportingType) |
| DEFINE_STRING (DerivativeEventText) |
| DEFINE_STRING (PegSecurityDesc) |
| DEFINE_STRING (AllocCustomerCapacity) |
| DEFINE_INT (ConfirmRejReason) |
| DEFINE_CHAR (BidRequestTransType) |
| DEFINE_STRING (CashDistribAgentAcctNumber) |
| DEFINE_MULTIPLECHARVALUE (LegExecInst) |
| DEFINE_PRICE (CapPrice) |
| DEFINE_INT (LegRepurchaseTerm) |
| DEFINE_STRING (RegistAcctType) |
| DEFINE_INT (MassActionRejectReason) |
| DEFINE_INT (DerivativePutOrCall) |
| DEFINE_MONTHYEAR (StartMaturityMonthYear) |
| DEFINE_INT (CollApplType) |
| DEFINE_NUMINGROUP (NoUnderlyingAmounts) |
| DEFINE_INT (ConfirmType) |
| DEFINE_MONTHYEAR (LegMaturityMonthYear) |
| DEFINE_STRING (RelatdSym) |
| DEFINE_AMT (RiskLimitAmount) |
| DEFINE_STRING (UnderlyingLegSecuritySubType) |
| DEFINE_NUMINGROUP (NoUnderlyingSecurityAltID) |
| DEFINE_STRING (RelationshipRiskCFICode) |
| DEFINE_NUMINGROUP (NoRelatedPartySubIDs) |
| DEFINE_STRING (RiskSymbolSfx) |
| DEFINE_INT (MDQuoteType) |
| DEFINE_INT (QtyType) |
| DEFINE_INT (QuoteRespType) |
| DEFINE_BOOLEAN (IOINaturalFlag) |
| DEFINE_STRING (BenchmarkCurvePoint) |
| DEFINE_CHAR (TradSesUpdateAction) |
| DEFINE_AMT (UnderlyingCashAmount) |
| DEFINE_STRING (CollAsgnID) |
| DEFINE_STRING (ExchangeRule) |
| DEFINE_DATA (EncodedHeadline) |
| DEFINE_STRING (RegistID) |
| DEFINE_STRING (CrossID) |
| DEFINE_NUMINGROUP (NoExecs) |
| DEFINE_STRING (DerivativeSecurityGroup) |
| DEFINE_QTY (SecondaryDisplayQty) |
| DEFINE_STRING (RefMsgType) |
| DEFINE_STRING (StandInstDbID) |
| DEFINE_LENGTH (EncodedLegSecurityDescLen) |
| DEFINE_PRICE (DerivativeEventPx) |
| DEFINE_CHAR (SettlObligSource) |
| DEFINE_INT (TrdSubType) |
| DEFINE_LENGTH (EncodedUnderlyingIssuerLen) |
| DEFINE_CHAR (ExecTransType) |
| DEFINE_SEQNUM (BeginSeqNo) |
| DEFINE_CHAR (DayBookingInst) |
| DEFINE_INT (FlowScheduleType) |
| DEFINE_INT (MDOriginType) |
| DEFINE_INT (CollInquiryStatus) |
| DEFINE_NUMINGROUP (NoInstrAttrib) |
| DEFINE_STRING (RegistEmail) |
| DEFINE_STRING (StreamAsgnReqID) |
| DEFINE_INT (CPProgram) |
| DEFINE_STRING (ConfirmReqID) |
| DEFINE_STRING (AltMDSourceID) |
| DEFINE_NUMINGROUP (NoOrders) |
| DEFINE_STRING (CashDistribAgentAcctName) |
| DEFINE_NUMINGROUP (NoContextPartySubIDs) |
| DEFINE_CHAR (UndlyInstrumentPartyIDSource) |
| DEFINE_STRING (UnderlyingSettlMethod) |
| DEFINE_NUMINGROUP (NoMDEntryTypes) |
| DEFINE_PRICEOFFSET (MDEntryForwardPoints) |
| DEFINE_INT (PosReqType) |
| DEFINE_INT (MassStatusReqType) |
| DEFINE_LOCALMKTDATE (TradeOriginationDate) |
| DEFINE_PRICE (SettlPrice) |
| DEFINE_STRING (SecuritySettlAgentAcctName) |
| DEFINE_FLOAT (RiskInstrumentMultiplier) |
| DEFINE_NUMINGROUP (NoDerivativeEvents) |
| DEFINE_PRICE (UnderlyingEndPrice) |
| DEFINE_CHAR (SubscriptionRequestType) |
| DEFINE_INT (TotalNumSecurityTypes) |
| DEFINE_INT (NewsCategory) |
| DEFINE_INT (UnderlyingLegPutOrCall) |
| DEFINE_STRING (URLLink) |
| DEFINE_NUMINGROUP (NoInstrumentPartySubIDs) |
| DEFINE_AMT (UnderlyingCurrentValue) |
| DEFINE_LOCALMKTDATE (InterestAccrualDate) |
| DEFINE_LOCALMKTDATE (FutSettDate2) |
| DEFINE_NUMINGROUP (NoClearingInstructions) |
| DEFINE_CURRENCY (UnderlyingCurrency) |
| DEFINE_LOCALMKTDATE (LegInterestAccrualDate) |
| DEFINE_STRING (NewPassword) |
| DEFINE_LOCALMKTDATE (RedemptionDate) |
| DEFINE_SEQNUM (RefApplLastSeqNum) |
| DEFINE_AMT (StartCash) |
| DEFINE_LENGTH (MaxMessageSize) |
| DEFINE_PRICEOFFSET (OfferForwardPoints) |
| DEFINE_STRING (IOIQty) |
| DEFINE_QTY (LastQty) |
| DEFINE_INT (ApplResponseError) |
| DEFINE_STRING (UnderlyingLegSecurityType) |
| DEFINE_STRING (DerivativePriceUnitOfMeasure) |
| DEFINE_CHAR (TriggerPriceDirection) |
| DEFINE_STRING (PositionCurrency) |
| DEFINE_STRING (MessageEventSource) |
| DEFINE_STRING (CollInquiryID) |
| DEFINE_AMT (UnderlyingStartValue) |
| DEFINE_INT (LastLiquidityInd) |
| DEFINE_STRING (SecurityID) |
| DEFINE_NUMINGROUP (NoMDEntries) |
| DEFINE_NUMINGROUP (NoPartyListResponseTypes) |
| DEFINE_INT (StrikePriceDeterminationMethod) |
| DEFINE_LOCALMKTDATE (EndDate) |
| DEFINE_AMT (CashOutstanding) |
| DEFINE_STRING (MDReqID) |
| DEFINE_STRING (IOIRefID) |
| DEFINE_NUMINGROUP (NoContextPartyIDs) |
| DEFINE_INT (TargetStrategy) |
| DEFINE_STRING (ConfirmRefID) |
| DEFINE_INT (SellerDays) |
| DEFINE_BOOLEAN (DueToRelated) |
| DEFINE_PRICE (SecondaryTradingReferencePrice) |
| DEFINE_NUMINGROUP (NoMDFeedTypes) |
| DEFINE_INT (UnderlyingInstrumentPartySubIDType) |
| DEFINE_UTCTIMESTAMP (TradSesCloseTime) |
| DEFINE_MONTHYEAR (ContractSettlMonth) |
| DEFINE_PRICE (DerivativeStrikePrice) |
| DEFINE_STRING (TriggerSecurityDesc) |
| DEFINE_STRING (UnderlyingCashType) |
| DEFINE_NUMINGROUP (NoMiscFees) |
| DEFINE_INT (CustOrderCapacity) |
| DEFINE_EXCHANGE (RiskSecurityExchange) |
| DEFINE_CURRENCY (LegAllocSettlCurrency) |
| DEFINE_QTY (UnderlyingAdjustedQuantity) |
| DEFINE_CHAR (OwnershipType) |
| DEFINE_QTY (MaxShow) |
| DEFINE_STRING (LegSecurityID) |
| DEFINE_DATA (EncodedSymbol) |
| DEFINE_STRING (DerivativeSecurityDesc) |
| DEFINE_STRING (UnitOfMeasure) |
| DEFINE_INT (SecDefStatus) |
| DEFINE_QTY (Quantity) |
| DEFINE_STRING (NewsID) |
| DEFINE_INT (UndlyInstrumentPartySubIDType) |
| DEFINE_STRING (SettleOnOpenFlag) |
| DEFINE_UTCTIMESTAMP (LastUpdateTime) |
| DEFINE_PERCENTAGE (RepurchaseRate) |
| DEFINE_INT (RepurchaseTerm) |
| DEFINE_INT (NestedPartyRole) |
| DEFINE_STRING (SecondaryExecID) |
| DEFINE_STRING (Pool) |
| DEFINE_NUMINGROUP (NoTickRules) |
| DEFINE_FLOAT (Volatility) |
| DEFINE_PERCENTAGE (PctAtRisk) |
| DEFINE_EXCHANGE (UnderlyingSecurityExchange) |
| DEFINE_PRICE (LegStrikePrice) |
| DEFINE_CHAR (SettlmntTyp) |
| DEFINE_INT (TradePublishIndicator) |
| DEFINE_INT (ApplResponseType) |
| DEFINE_INT (MDSubBookType) |
| DEFINE_STRING (Username) |
| DEFINE_INT (StandInstDbType) |
| DEFINE_CHAR (RelatedContextPartyIDSource) |
| DEFINE_INT (QuoteEntryStatus) |
| DEFINE_CHAR (TriggerPriceType) |
| DEFINE_INT (SideTrdSubTyp) |
| DEFINE_STRING (UnderlyingTradingSessionSubID) |
| DEFINE_INT (SettlInstReqRejCode) |
| DEFINE_PRICE (MktBidPx) |
| DEFINE_STRING (UnderlyingLegSymbol) |
| DEFINE_FLOAT (StrikeValue) |
| DEFINE_CHAR (Urgency) |
| DEFINE_STRING (AllocID) |
| DEFINE_NUMINGROUP (NoPartyList) |
| DEFINE_AMT (UnderlyingDeliveryAmount) |
| DEFINE_INT (SideQty) |
| DEFINE_INT (CollAsgnTransType) |
| DEFINE_PRICEOFFSET (ThresholdAmount) |
| DEFINE_QTY (DefBidSize) |
| DEFINE_STRING (LegStateOrProvinceOfIssue) |
| DEFINE_INT (PaymentMethod) |
| DEFINE_PERCENTAGE (RiskCouponRate) |
| DEFINE_CHAR (UnderlyingLegOptAttribute) |
| DEFINE_FLOAT (LegVolatility) |
| DEFINE_INT (DerivativeInstrAttribType) |
| DEFINE_QTY (DerivativeUnitOfMeasureQty) |
| DEFINE_NUMINGROUP (NoStatsIndicators) |
| DEFINE_CHAR (TriggerPriceTypeScope) |
| DEFINE_STRING (LastNetworkResponseID) |
| DEFINE_INT (UnderlyingSettlPriceType) |
| DEFINE_STRING (ApplReportID) |
| DEFINE_INT (PegLimitType) |
| DEFINE_STRING (ExecID) |
| DEFINE_CHAR (Side) |
| DEFINE_PRICE (UnderlyingLastPx) |
| DEFINE_INT (MarketDepth) |
| DEFINE_PRICEOFFSET (DiscretionOffset) |
| DEFINE_INT (ContAmtType) |
| DEFINE_CURRENCY (MiscFeeCurr) |
| DEFINE_NUMINGROUP (NoRiskLimits) |
| DEFINE_PERCENTAGE (AttachmentPoint) |
| DEFINE_CHAR (OrderCategory) |
| DEFINE_STRING (AdvTransType) |
| DEFINE_PERCENTAGE (WtAverageLiquidity) |
| DEFINE_UTCTIMESTAMP (QuoteSetValidUntilTime) |
| DEFINE_NUMINGROUP (NoNested4PartyIDs) |
| DEFINE_INT (LegPutOrCall) |
| DEFINE_STRING (UserStatusText) |
| DEFINE_STRING (Nested2PartySubID) |
| DEFINE_PERCENTAGE (EFPTrackingError) |
| DEFINE_INT (SideLiquidityInd) |
| DEFINE_FLOAT (DerivativeMinPriceIncrement) |
| DEFINE_BOOLEAN (PublishTrdIndicator) |
| DEFINE_COUNTRY (InvestorCountryOfResidence) |
| DEFINE_STRING (SideReasonCd) |
| DEFINE_FLOAT (MinPriceIncrement) |
| DEFINE_STRING (SecuritySettlAgentContactName) |
| DEFINE_INT (SecurityResponseType) |
| DEFINE_STRING (LegBenchmarkCurvePoint) |
| DEFINE_STRING (ClearingFirm) |
| DEFINE_STRING (RelationshipRiskSecurityIDSource) |
| DEFINE_INT (SessionStatus) |
| DEFINE_STRING (TriggerSecurityID) |
| DEFINE_INT (TotNoAllocs) |
| DEFINE_NUMINGROUP (NoAltMDSource) |
| DEFINE_INT (AllocAccountType) |
| DEFINE_PRICE (LastPx) |
| DEFINE_CHAR (AllocTransType) |
| DEFINE_INT (TotNoQuoteEntries) |
| DEFINE_QTY (MinBidSize) |
| DEFINE_STRING (SettlBrkrCode) |
| DEFINE_STRING (CardHolderName) |
| DEFINE_INT (ExpirationQtyType) |
| DEFINE_LENGTH (EncodedUnderlyingSecurityDescLen) |
| DEFINE_STRING (QuoteReqID) |
| DEFINE_NUMINGROUP (NoRelatedPartyAltSubIDs) |
| DEFINE_INT (RiskProduct) |
| DEFINE_STRING (RiskSecurityAltIDSource) |
| DEFINE_STRING (PriceUnitOfMeasure) |
| DEFINE_TZTIMESTAMP (TZTransactTime) |
| DEFINE_INT (AllocHandlInst) |
| DEFINE_CHAR (UnderlyingInstrumentPartyIDSource) |
| DEFINE_FLOAT (CurrencyRatio) |
| DEFINE_QTY (RefreshQty) |
| DEFINE_INT (TradeRequestStatus) |
| DEFINE_BOOLEAN (TrdRepIndicator) |
| DEFINE_AMT (MiscFeeAmt) |
| DEFINE_UTCTIMESTAMP (TradSesOpenTime) |
| DEFINE_CHAR (PreallocMethod) |
| DEFINE_INT (TaxAdvantageType) |
| DEFINE_STRING (MessageEncoding) |
| DEFINE_INT (RiskPutOrCall) |
| DEFINE_STRING (RiskSecurityGroup) |
| DEFINE_NUMINGROUP (NoPartySubIDs) |
| DEFINE_STRING (SettlInstReqID) |
| DEFINE_INT (LegRepoCollateralSecurityType) |
| DEFINE_STRING (AffectedSecondaryOrderID) |
| DEFINE_STRING (RiskSymbol) |
| DEFINE_TZTIMEONLY (DerivativeMaturityTime) |
| DEFINE_UTCTIMESTAMP (ExpireTime) |
| DEFINE_FLOAT (UnderlyingFactor) |
| DEFINE_UTCTIMESTAMP (OrigOrdModTime) |
| DEFINE_NUMINGROUP (NoTrdRepIndicators) |
| DEFINE_LOCALMKTDATE (DerivativeMaturityDate) |
| DEFINE_STRING (DerivativeCFICode) |
| DEFINE_INT (Nested2PartySubIDType) |
| DEFINE_STRING (LegIOIQty) |
| DEFINE_LOCALMKTDATE (ExpireDate) |
| DEFINE_STRING (RiskSecurityType) |
| DEFINE_NUMINGROUP (NoMatchRules) |
| DEFINE_SEQNUM (ApplEndSeqNum) |
| DEFINE_PRICE (EventPx) |
| DEFINE_STRING (AsgnRptID) |
| DEFINE_CHAR (TimeInForce) |
| DEFINE_PRICE (LowPx) |
| DEFINE_CHAR (IOIQualifier) |
| DEFINE_STRING (WaveNo) |
| DEFINE_STRING (RiskSeniority) |
| DEFINE_INT (StrikePriceBoundaryMethod) |
| DEFINE_LOCALMKTDATE (DerivativeIssueDate) |
| DEFINE_STRING (MiscFeeType) |
| DEFINE_STRING (QuoteID) |
| DEFINE_BOOLEAN (RiskFlexibleIndicator) |
| DEFINE_STRING (DerivativeInstrumentPartyIDSource) |
| DEFINE_STRING (SettlObligID) |
| DEFINE_STRING (InstrAttribValue) |
| DEFINE_AMT (LiquidityValue) |
| DEFINE_STRING (SecurityIDSource) |
| DEFINE_INT (NewsRefType) |
| DEFINE_NUMINGROUP (NoOfLegUnderlyings) |
| DEFINE_DATA (DerivativeEncodedSecurityDesc) |
| DEFINE_CHAR (TriggerOrderType) |
| DEFINE_PRICE (UnderlyingDirtyPrice) |
| DEFINE_INT (CrossType) |
| DEFINE_INT (RepoCollateralSecurityType) |
| DEFINE_STRING (Password) |
| DEFINE_MULTIPLEVALUESTRING (OpenCloseSettleFlag) |
| DEFINE_STRING (Subject) |
| DEFINE_STRING (RefApplReqID) |
| DEFINE_AMT (UnderlyingEndValue) |
| DEFINE_SEQNUM (NewSeqNo) |
| DEFINE_CHAR (OrigTradeHandlingInstr) |
| DEFINE_QTY (DisplayHighQty) |
| DEFINE_INT (MDBookType) |
| DEFINE_AMT (MarginExcess) |
| DEFINE_CHAR (BasisPxType) |
| DEFINE_STRING (DlvyInst) |
| DEFINE_STRING (ComplianceID) |
| DEFINE_STRING (EmailThreadID) |
| DEFINE_CURRENCY (ContAmtCurr) |
| DEFINE_STRING (RelationshipRiskSecurityGroup) |
| DEFINE_INT (ComplexEventType) |
| DEFINE_INT (MassActionResponse) |
| DEFINE_LOCALMKTDATE (UnderlyingIssueDate) |
| DEFINE_INT (SecurityRequestType) |
| DEFINE_AMT (AllocInterestAtMaturity) |
| DEFINE_INT (ListRejectReason) |
| DEFINE_STRING (DeskType) |
| DEFINE_STRING (SecondaryTradeReportID) |
| DEFINE_STRING (SettlType) |
| DEFINE_CHAR (OpenClose) |
| DEFINE_INT (ContractMultiplierUnit) |
| DEFINE_PRICE (SecondaryLowLimitPrice) |
| DEFINE_QTY (ExpQty) |
| DEFINE_STRING (NetworkRequestID) |
| DEFINE_INT (TrdType) |
| DEFINE_NUMINGROUP (NoUnderlyings) |
| DEFINE_EXCHANGE (MDMkt) |
| DEFINE_EXCHANGE (LastMkt) |
| DEFINE_STRING (RestructuringType) |
| DEFINE_NUMINGROUP (NoStrikeRules) |
| DEFINE_STRING (ListName) |
| DEFINE_INT (ProgRptReqs) |
| DEFINE_STRING (TradingSessionID) |
| DEFINE_INT (ListOrderStatus) |
| DEFINE_CHAR (RegistStatus) |
| DEFINE_AMT (PosAmt) |
| DEFINE_INT (UnderlyingPriceDeterminationMethod) |
| DEFINE_NUMINGROUP (NoUnderlyingStips) |
| DEFINE_UTCTIMESTAMP (TradSesPreCloseTime) |
| DEFINE_CHAR (MassCancelRequestType) |
| DEFINE_STRING (UnderlyingLegSecurityAltIDSource) |
| DEFINE_STRING (SettlPartyID) |
| DEFINE_NUMINGROUP (NoAffectedOrders) |
| DEFINE_STRING (CashSettlAgentAcctNum) |
| DEFINE_MONTHYEAR (UnderlyingLegMaturityMonthYear) |
| DEFINE_INT (DerivativeSecurityListRequestType) |
| DEFINE_NUMINGROUP (NoLotTypeRules) |
| DEFINE_INT (NoDates) |
| DEFINE_CHAR (CxlRejResponseTo) |
| DEFINE_UTCTIMESTAMP (EffectiveTime) |
| DEFINE_AMT (GrossTradeAmt) |
| DEFINE_STRING (ContextPartyID) |
| DEFINE_STRING (SecurityListDesc) |
| DEFINE_STRING (NotAffectedOrderID) |
| DEFINE_FLOAT (DerivativeStrikeValue) |
| DEFINE_NUMINGROUP (NoPosAmt) |
| DEFINE_STRING (LegCreditRating) |
| DEFINE_STRING (RelationshipRiskInstrumentSettlType) |
| DEFINE_PRICEOFFSET (BidForwardPoints2) |
| DEFINE_LOCALMKTDATE (SettlDate) |
| DEFINE_STRING (ClientID) |
| DEFINE_INT (QuoteCancelType) |
| DEFINE_STRING (StipulationType) |
| DEFINE_AMT (OutMainCntryUIndex) |
| DEFINE_CHAR (LegSettlmntTyp) |
| DEFINE_NUMINGROUP (NoRelationshipRiskInstruments) |
| DEFINE_INT (DerivativeNTPositionLimit) |
| DEFINE_STRING (PriceQuoteMethod) |
| DEFINE_PRICE (LowLimitPrice) |
| DEFINE_STRING (LegUnitOfMeasure) |
| DEFINE_INT (SessionRejectReason) |
| DEFINE_STRING (PartyDetailsListReportID) |
| DEFINE_INT (DeliveryType) |
| DEFINE_PRICE (AllocPrice) |
| DEFINE_NUMINGROUP (NoBidComponents) |
| DEFINE_CHAR (QuoteQualifier) |
| DEFINE_MULTIPLECHARVALUE (Scope) |
| DEFINE_NUMINGROUP (NoSecurityAltID) |
| DEFINE_STRING (RootPartySubID) |
| DEFINE_STRING (DeliverToLocationID) |
| DEFINE_CHAR (DeleteReason) |
| DEFINE_PRICE (BidSpotRate) |
| DEFINE_STRING (Nested4PartyID) |
| DEFINE_BOOLEAN (InViewOfCommon) |
| DEFINE_PRICE (UnderlyingSettlPrice) |
| DEFINE_STRING (RegistRejReasonText) |
| DEFINE_NUMINGROUP (NoSides) |
| DEFINE_STRING (LegAllocAccount) |
| DEFINE_NUMINGROUP (NoRelationshipRiskWarningLevels) |
| DEFINE_INT (RelationshipRiskProduct) |
| DEFINE_STRING (LegSecurityDesc) |
| DEFINE_STRING (ClOrdLinkID) |
| DEFINE_UTCTIMESTAMP (OrigSendingTime) |
| DEFINE_LENGTH (EncodedLegIssuerLen) |
| DEFINE_STRING (OrderID) |
| DEFINE_STRING (SecurityType) |
| DEFINE_CHAR (RoundingDirection) |
| DEFINE_STRING (FillExecID) |
| DEFINE_NUMINGROUP (NoEvents) |
| DEFINE_QTY (RoundLot) |
| DEFINE_QTY (MDEntrySize) |
| DEFINE_LENGTH (EncodedIssuerLen) |
| DEFINE_QTY (DerivativePriceUnitOfMeasureQty) |
| DEFINE_STRING (TimeUnit) |
| DEFINE_INT (TotNoOrders) |
| DEFINE_STRING (PartyAltID) |
| DEFINE_INT (LegSwapType) |
| DEFINE_CHAR (IOITransType) |
| DEFINE_LENGTH (RawDataLength) |
| DEFINE_STRING (UnderlyingSecurityType) |
| DEFINE_STRING (UnderlyingLegSecurityAltID) |
| DEFINE_INT (SecurityReportID) |
| DEFINE_INT (TotNumReports) |
| DEFINE_INT (TotalNumPosReports) |
| DEFINE_STRING (SecurityReqID) |
| DEFINE_INT (PosReqResult) |
| DEFINE_PRICEOFFSET (LegOfferForwardPoints) |
| DEFINE_CURRENCY (AllowableOneSidednessCurr) |
| DEFINE_STRING (AffectedOrderID) |
| DEFINE_COUNTRY (UnderlyingCountryOfIssue) |
| DEFINE_PERCENTAGE (UnderlyingRepurchaseRate) |
| DEFINE_SEQNUM (LastMsgSeqNumProcessed) |
| DEFINE_STRING (UnderlyingCFICode) |
| DEFINE_CHAR (DerivativeOptAttribute) |
| DEFINE_STRING (PegSecurityID) |
| DEFINE_STRING (HostCrossID) |
| DEFINE_CHAR (ExecInstValue) |
| DEFINE_AMT (DerivativeOptPayAmount) |
| DEFINE_PERCENTAGE (UnderlyingCouponRate) |
| DEFINE_CHAR (SettlInstMode) |
| DEFINE_STRING (SecurityAltIDSource) |
| DEFINE_BOOLEAN (PreviouslyReported) |
| DEFINE_CHAR (ContextPartyIDSource) |
| DEFINE_STRING (RptSys) |
| DEFINE_NUMINGROUP (NoNested2PartySubIDs) |
| DEFINE_STRING (RefAllocID) |
| DEFINE_QTY (DefOfferSize) |
| DEFINE_STRING (ProductComplex) |
| DEFINE_MULTIPLESTRINGVALUE (CustOrderHandlingInst) |
| DEFINE_INT (MDPriceLevel) |
| DEFINE_FLOAT (LegOptionRatio) |
| DEFINE_STRING (SecurityStatus) |
| DEFINE_STRING (LegRefID) |
| DEFINE_PERCENTAGE (DividendYield) |
| DEFINE_INT (DerivativeInstrumentPartySubIDType) |
| DEFINE_PRICE (EndStrikePxRange) |
| DEFINE_QTY (DisplayQty) |
| DEFINE_STRING (LegSecuritySubType) |
| DEFINE_CHAR (ProcessCode) |
| DEFINE_MULTIPLECHARVALUE (ExecInst) |
| DEFINE_UTCTIMESTAMP (TradSesEndTime) |
| DEFINE_UTCTIMESTAMP (OrigTime) |
| DEFINE_UTCTIMESTAMP (ExecValuationPoint) |
| DEFINE_CHAR (ExecType) |
| DEFINE_NUMINGROUP (NoRelatedContextPartySubIDs) |
| DEFINE_INT (Nested4PartyRole) |
| DEFINE_INT (MultilegModel) |
| DEFINE_STRING (SecurityGroup) |
| DEFINE_INT (EventType) |
| DEFINE_INT (TradeAllocIndicator) |
| DEFINE_LOCALMKTDATE (YieldCalcDate) |
| DEFINE_AMT (ValueOfFutures) |
| DEFINE_CHAR (LegSide) |
| DEFINE_INT (UserStatus) |
| DEFINE_AMT (SideValue1) |
| DEFINE_QTY (CxlQty) |
| DEFINE_STRING (SecurityResponseID) |
| DEFINE_STRING (InstrRegistry) |
| DEFINE_STRING (StreamAsgnRptID) |
| DEFINE_INT (OrderDelayUnit) |
| DEFINE_FLOAT (LegCurrencyRatio) |
| DEFINE_PRICE (EndTickPriceRange) |
| DEFINE_STRING (CollReqID) |
| DEFINE_STRING (LegPool) |
| DEFINE_QTY (ShortQty) |
| DEFINE_AMT (SideValue2) |
| DEFINE_BOOLEAN (TradedFlatSwitch) |
| DEFINE_STRING (MassStatusReqID) |
| DEFINE_UTCTIMESTAMP (ComplexEventEndDate) |
| DEFINE_EXCHANGE (MarketID) |
| DEFINE_LOCALMKTDATE (OrigTradeDate) |
| DEFINE_BOOLEAN (PreTradeAnonymity) |
| DEFINE_INT (TrdRptStatus) |
| DEFINE_PERCENTAGE (DistribPercentage) |
| DEFINE_INT (QuoteStatus) |
| DEFINE_STRING (ClearingAccount) |
| DEFINE_STRING (TrdMatchID) |
| DEFINE_STRING (OrderInputDevice) |
| DEFINE_BOOLEAN (SolicitedFlag) |
| DEFINE_UTCTIMESTAMP (TransactTime) |
| DEFINE_INT (RiskLimitType) |
| DEFINE_INT (UnderlyingFlowScheduleType) |
| DEFINE_STRING (UnderlyingStipValue) |
| DEFINE_SEQNUM (NextExpectedMsgSeqNum) |
| DEFINE_CURRENCY (BenchmarkCurveCurrency) |
| DEFINE_STRING (CFICode) |
| DEFINE_FLOAT (Factor) |
| DEFINE_QTY (LastShares) |
| DEFINE_INT (RequestedPartyRole) |
| DEFINE_UTCTIMESTAMP (EventTime) |
| DEFINE_INT (RootPartySubIDType) |
| DEFINE_INT (ShortSaleReason) |
| DEFINE_DATA (XmlData) |
| DEFINE_STRING (RelationshipRiskSeniority) |
| DEFINE_NUMINGROUP (NoTargetPartyIDs) |
| DEFINE_NUMINGROUP (NoRootPartyIDs) |
| DEFINE_LOCALMKTDATE (EventDate) |
| DEFINE_INT (PegRoundDirection) |
| DEFINE_LOCALMKTDATE (LegSettlDate) |
| DEFINE_INT (ModelType) |
| DEFINE_BOOLEAN (DefaultVerIndicator) |
| DEFINE_STRING (FuturesValuationMethod) |
| DEFINE_CHAR (SettlMethod) |
| DEFINE_FLOAT (UnderlyingFXRate) |
| DEFINE_INT (ConfirmStatus) |
| DEFINE_BOOLEAN (LocateReqd) |
| DEFINE_STRING (PosMaintRptID) |
| DEFINE_INT (Adjustment) |
| DEFINE_INT (StreamAsgnType) |
| DEFINE_BOOLEAN (LastRptRequested) |
| DEFINE_STRING (LocaleOfIssue) |
| DEFINE_STRING (SenderSubID) |
| DEFINE_PRICE (HighPx) |
| DEFINE_AMT (AllocSettlCurrAmt) |
| DEFINE_PERCENTAGE (ComplexEventPriceBoundaryPrecision) |
| DEFINE_INT (InstrumentPartyRole) |
| DEFINE_PRICE (YieldRedemptionPrice) |
| DEFINE_QTY (CumQty) |
| DEFINE_STRING (OrigClOrdID) |
| DEFINE_STRING (SettlSessID) |
| DEFINE_STRING (ParentMktSegmID) |
| DEFINE_INT (TradeReportType) |
| DEFINE_INT (AvgPrxPrecision) |
| DEFINE_NUMINGROUP (NoLegs) |
| DEFINE_STRING (UnderlyingSymbol) |
| DEFINE_INT (ExerciseStyle) |
| DEFINE_CHAR (HaltReasonChar) |
| DEFINE_EXCHANGE (ExDestination) |
| DEFINE_NUMINGROUP (NoPartyRelationships) |
| DEFINE_CHAR (DerivativeInstrmtAssignmentMethod) |
| DEFINE_STRING (UnderlyingIDSource) |
| DEFINE_STRING (AdvId) |
| DEFINE_UTCTIMESTAMP (TransBkdTime) |
| DEFINE_PRICE (LegLastPx) |
| DEFINE_NUMINGROUP (NoRiskWarningLevels) |
| DEFINE_INT (AllocReportType) |
| DEFINE_STRING (RegistDtls) |
| DEFINE_INT (AllocType) |
| DEFINE_INT (QuoteRequestRejectReason) |
| DEFINE_STRING (UnderlyingUnitOfMeasure) |
| DEFINE_STRING (IndividualAllocID) |
| DEFINE_PRICE (LegOfferPx) |
| DEFINE_INT (LiquidityIndType) |
| DEFINE_UTCTIMESTAMP (HopSendingTime) |
| DEFINE_AMT (RelationshipRiskLimitAmount) |
| DEFINE_BOOLEAN (ApplResendFlag) |
| DEFINE_PRICE (DerivativeCapPrice) |
| DEFINE_STRING (RiskSecurityID) |
| DEFINE_AMT (ComplexOptPayoutAmount) |
| DEFINE_LANGUAGE (LanguageCode) |
| DEFINE_STRING (SettlObligRefID) |
| DEFINE_STRING (OrigTradeID) |
| DEFINE_AMT (UnderlyingCollectAmount) |
| DEFINE_INT (StatusValue) |
| DEFINE_PRICE (OfferSpotRate) |
| DEFINE_STRING (PosType) |
| DEFINE_LOCALMKTDATE (UnderlyingRedemptionDate) |
| DEFINE_STRING (SettlDepositoryCode) |
| DEFINE_INT (StreamAsgnAckType) |
| DEFINE_PRICE (FloorPrice) |
| DEFINE_TZTIMEONLY (RiskMaturityTime) |
| DEFINE_QTY (UnderlyingPriceUnitOfMeasureQty) |
| DEFINE_FLOAT (FeeMultiplier) |
| DEFINE_TZTIMEONLY (UnderlyingMaturityTime) |
| DEFINE_STRING (ApplID) |
| DEFINE_AMT (LegGrossTradeAmt) |
| DEFINE_UTCDATEONLY (MDEntryDate) |
| DEFINE_CURRENCY (LegBenchmarkCurveCurrency) |
| DEFINE_INT (RiskInstrumentOperator) |
| DEFINE_AMT (OptPayoutAmount) |
| DEFINE_INT (MiscFeeBasis) |
| DEFINE_UTCTIMESTAMP (ValidUntilTime) |
| DEFINE_CHAR (OrdType) |
| DEFINE_STRING (AdvRefID) |
| DEFINE_STRING (HopCompID) |
| DEFINE_STRING (PosMaintRptRefID) |
| DEFINE_STRING (LegStipulationValue) |
| DEFINE_STRING (MatchType) |
| DEFINE_INT (OptPayoutType) |
| DEFINE_STRING (UnderlyingPriceUnitOfMeasure) |
| DEFINE_CHAR (MarketUpdateAction) |
| DEFINE_INT (CollAsgnRejectReason) |
| DEFINE_PRICE (PeggedRefPrice) |
| DEFINE_INT (IndividualAllocType) |
| DEFINE_AMT (EndCash) |
| DEFINE_STRING (EventText) |
| DEFINE_LOCALMKTDATE (ExDate) |
| DEFINE_CHAR (NestedPartyIDSource) |
| DEFINE_INT (GTBookingInst) |
| DEFINE_STRING (DerivativeValuationMethod) |
| DEFINE_INT (NumberOfOrders) |
| DEFINE_INT (TrdRepPartyRole) |
| DEFINE_PRICE (TriggerPrice) |
| DEFINE_INT (MDReportID) |
| DEFINE_STRING (SecondaryAllocID) |
| DEFINE_QTY (LeavesQty) |
| DEFINE_LOCALMKTDATE (CardStartDate) |
| DEFINE_INT (LegCoveredOrUncovered) |
| DEFINE_INT (PutOrCall) |
| DEFINE_STRING (MatchAlgorithm) |
| DEFINE_QTY (CalculatedCcyLastQty) |
| DEFINE_CHAR (FundRenewWaiv) |
| DEFINE_STRING (SecuritySettlAgentName) |
| DEFINE_STRING (BidDescriptor) |
| DEFINE_STRING (RelationshipRiskSecurityAltIDSource) |
| DEFINE_STRING (MDStreamID) |
| DEFINE_NUMINGROUP (NoAsgnReqs) |
| DEFINE_PERCENTAGE (NotionalPercentageOutstanding) |
| DEFINE_NUMINGROUP (NoSettlInst) |
| DEFINE_STRING (SettlInstMsgID) |
| DEFINE_BOOLEAN (ForexReq) |
| DEFINE_STRING (TradSesReqID) |
| DEFINE_PRICE (UnderlyingLegStrikePrice) |
| DEFINE_INT (TickRuleType) |
| DEFINE_CHAR (InstrmtAssignmentMethod) |
| DEFINE_INT (DiscretionOffsetType) |
| DEFINE_INT (ConfirmTransType) |
| DEFINE_AMT (TotalTakedown) |
| DEFINE_STRING (ResponseDestination) |
| DEFINE_INT (MDSecSizeType) |
| DEFINE_INT (InstrumentPartySubIDType) |
| DEFINE_STRING (LegTimeUnit) |
| DEFINE_STRING (TransferReason) |
| DEFINE_INT (ApplQueueMax) |
| DEFINE_FLOAT (DiscretionOffsetValue) |
| DEFINE_STRING (BookingRefID) |
| DEFINE_PRICE (LegBidPx) |
| DEFINE_INT (ContextPartyRole) |
| DEFINE_INT (TradSesEvent) |
| DEFINE_INT (DerivativeProduct) |
| DEFINE_INT (RootPartyRole) |
| DEFINE_CHAR (DlvyInstType) |
| DEFINE_NUMINGROUP (NoLinesOfText) |
| DEFINE_STRING (PosReqID) |
| DEFINE_STRING (LegSecurityAltIDSource) |
| DEFINE_DATA (EncodedSubject) |
| DEFINE_STRING (ContraBroker) |
| DEFINE_MULTIPLESTRINGVALUE (TradeCondition) |
| DEFINE_STRING (PartyID) |
| DEFINE_STRING (MDEntryID) |
| DEFINE_STRING (UnderlyingLegSecurityExchange) |
| DEFINE_INT (PriceLimitType) |
| DEFINE_STRING (TriggerSecurityIDSource) |
| DEFINE_NUMINGROUP (NoUndlyInstrumentPartySubIDs) |
| DEFINE_STRING (ClientBidID) |
| DEFINE_PRICEOFFSET (NetChgPrevDay) |
| DEFINE_STRING (DefaultApplVerID) |
| DEFINE_STRING (IOIID) |
| DEFINE_PRICEOFFSET (SpreadToBenchmark) |
| DEFINE_CHAR (CommType) |
| DEFINE_INT (RegistRejReasonCode) |
| DEFINE_DATA (RelationshipRiskEncodedSecurityDesc) |
| DEFINE_STRING (RelationshipRiskRestructuringType) |
| DEFINE_UTCTIMESTAMP (SideTimeInForce) |
| DEFINE_UTCTIMESTAMP (TrdRegTimestamp) |
| DEFINE_MULTIPLECHARVALUE (FinancialStatus) |
| DEFINE_NUMINGROUP (NoTrades) |
| DEFINE_BOOLEAN (LastFragment) |
| DEFINE_STRING (PartySubID) |
| DEFINE_QTY (AllocQty) |
| DEFINE_BOOLEAN (NotifyBrokerOfCredit) |
| DEFINE_INT (SideTrdRegTimestampType) |
| DEFINE_LOCALMKTDATE (AgreementDate) |
| DEFINE_INT (PartySubIDType) |
| DEFINE_AMT (TotalNetValue) |
| DEFINE_INT (AllocNoOrdersType) |
| DEFINE_STRING (AllocLinkID) |
| DEFINE_FLOAT (RoundingModulus) |
| DEFINE_STRING (OnBehalfOfCompID) |
| DEFINE_STRING (UnderlyingSecurityID) |
| DEFINE_STRING (SettlObligMsgID) |
| DEFINE_INT (PositionLimit) |
| DEFINE_AMT (SharedCommission) |
| DEFINE_PERCENTAGE (AllowableOneSidednessPct) |
| DEFINE_STRING (AllocText) |
| DEFINE_SEQNUM (EndSeqNo) |
| DEFINE_NUMINGROUP (NoPartyIDs) |
| DEFINE_NUMINGROUP (NoContraBrokers) |
| DEFINE_INT (AllocLinkType) |
| DEFINE_PERCENTAGE (UnderlyingAllocationPercent) |
| DEFINE_AMT (AllocAccruedInterestAmt) |
| DEFINE_STRING (RiskSecuritySubType) |
| DEFINE_DATA (EncodedSecurityListDesc) |
| DEFINE_LENGTH (EncryptedPasswordLen) |
| DEFINE_PERCENTAGE (LegDividendYield) |
| DEFINE_BOOLEAN (RefreshIndicator) |
| DEFINE_CURRENCY (SideSettlCurrency) |
| DEFINE_INT (UnderlyingSettlementType) |
| DEFINE_QTY (OrderCapacityQty) |
| DEFINE_QTY (LongQty) |
| DEFINE_NUMINGROUP (NoPartyAltIDs) |
| DEFINE_CHAR (DerivativeSettlMethod) |
| DEFINE_STRING (TriggerTradingSessionID) |
| DEFINE_CHAR (DisplayMethod) |
| DEFINE_INT (RptSeq) |
| DEFINE_STRING (MDEntryOriginator) |
| DEFINE_STRING (LegInstrRegistry) |
| DEFINE_QTY (FillQty) |
| DEFINE_STRING (PegSecurityIDSource) |
| DEFINE_TZTIMEONLY (MaturityTime) |
| DEFINE_STRING (MDFeedType) |
| DEFINE_INT (CollStatus) |
| DEFINE_STRING (UnderlyingSecuritySubType) |
| DEFINE_STRING (CstmApplVerID) |
| DEFINE_INT (DefaultApplExtID) |
| DEFINE_NUMINGROUP (NoDerivativeSecurityAltID) |
| DEFINE_INT (SideValueInd) |
| DEFINE_DATA (EncodedText) |
| DEFINE_STRING (Account) |
| DEFINE_PRICE (TriggerNewPrice) |
| DEFINE_INT (UndlyInstrumentPartyRole) |
| DEFINE_CHAR (MsgDirection) |
| DEFINE_LOCALMKTDATE (LegMaturityDate) |
| DEFINE_INT (UnderlyingContractMultiplierUnit) |
| DEFINE_STRING (InputSource) |
| DEFINE_CHAR (MDUpdateAction) |
| DEFINE_CHAR (MatchStatus) |
| DEFINE_INT (RateSource) |
| DEFINE_CHAR (AllocPositionEffect) |
| DEFINE_CHAR (PartyIDSource) |
| DEFINE_DATA (EncodedUnderlyingIssuer) |
| DEFINE_NUMINGROUP (NoRequestedPartyRoles) |
| DEFINE_DATA (EncryptedPassword) |
| DEFINE_QTY (TriggerNewQty) |
| DEFINE_PRICEOFFSET (LegLastForwardPoints) |
| DEFINE_INT (TotNumTradeReports) |
| DEFINE_STRING (RefApplVerID) |
| DEFINE_PRICE (LastSpotRate) |
| DEFINE_PRICE (Price) |
| DEFINE_STRING (UnderlyingSecurityIDSource) |
| DEFINE_INT (TotNoSecurityTypes) |
| DEFINE_FLOAT (RelationshipRiskInstrumentMultiplier) |
| DEFINE_NUMINGROUP (NoRiskInstruments) |
| DEFINE_PRICE (ReportedPx) |
| DEFINE_STRING (LegSymbol) |
| DEFINE_STRING (LegIssuer) |
| DEFINE_STRING (RegistDetls) |
| DEFINE_STRING (UnderlyingLegSecurityID) |
| DEFINE_QTY (MinLotSize) |
| DEFINE_INT (NumTickets) |
| DEFINE_STRING (LegLocaleOfIssue) |
| DEFINE_BOOLEAN (ExchangeForPhysical) |
| DEFINE_INT (SecurityTradingEvent) |
| DEFINE_AMT (MinPriceIncrementAmount) |
| DEFINE_AMT (UnderlyingPayAmount) |
| DEFINE_STRING (SettlPartySubID) |
| DEFINE_AMT (AllocNetMoney) |
| DEFINE_DAYOFMONTH (UnderlyingMaturityDay) |
| DEFINE_STRING (NetworkResponseID) |
| DEFINE_INT (NumBidders) |
| DEFINE_INT (AllocAcctIDSource) |
| DEFINE_PRICE (AllocAvgPx) |
| DEFINE_STRING (SecuritySettlAgentCode) |
| DEFINE_NUMINGROUP (NoDistribInsts) |
| DEFINE_BOOLEAN (CustDirectedOrder) |
| DEFINE_AMT (FairValue) |
| DEFINE_NUMINGROUP (NoStrikes) |
| DEFINE_LENGTH (EncodedSecurityListDescLen) |
| DEFINE_INT (LegExerciseStyle) |
| DEFINE_STRING (DerivativeSymbolSfx) |
| DEFINE_INT (NestedInstrAttribType) |
| DEFINE_STRING (ContraTrader) |
| DEFINE_STRING (RiskInstrumentSettlType) |
| DEFINE_QTY (MDSecSize) |
| DEFINE_NUMINGROUP (NoOfSecSizes) |
| DEFINE_INT (CollAction) |
| DEFINE_QTY (UnderlyingLastQty) |
| DEFINE_BOOLEAN (PossDupFlag) |
| DEFINE_INT (ListStatusType) |
| DEFINE_STRING (SideFillStationCd) |
| DEFINE_STRING (StatusText) |
| DEFINE_LOCALMKTDATE (BasisFeatureDate) |
| DEFINE_LENGTH (XmlDataLen) |
| DEFINE_LOCALMKTDATE (UnderlyingMaturityDate) |
| DEFINE_BOOLEAN (GapFillFlag) |
| DEFINE_INT (RefApplExtID) |
| DEFINE_STRING (RefApplID) |
| DEFINE_NUMINGROUP (NoTradingSessionRules) |
| DEFINE_PRICEOFFSET (SwapPoints) |
| DEFINE_STRING (TargetStrategyParameters) |
| DEFINE_PRICEOFFSET (LastForwardPoints) |
| DEFINE_LOCALMKTDATE (YieldRedemptionDate) |
| DEFINE_STRING (RelationshipRiskSecurityID) |
| DEFINE_NUMINGROUP (NoSettlDetails) |
| DEFINE_CHAR (TradeHandlingInstr) |
| DEFINE_STRING (CashSettlAgentCode) |
| DEFINE_INT (LegPriceType) |
| DEFINE_LENGTH (EncodedListExecInstLen) |
| DEFINE_INT (TradSesMethod) |
| DEFINE_CURRENCY (RiskLimitCurrency) |
| DEFINE_STRING (PartyDetailsListRequestID) |
| DEFINE_STRING (AgreementID) |
| DEFINE_CURRENCY (CashDistribCurr) |
| DEFINE_PRICE (BidPx) |
| DEFINE_CHAR (TradeType) |
| DEFINE_LENGTH (EncodedSecurityDescLen) |
| DEFINE_INT (ComplexEventCondition) |
| DEFINE_INT (EncryptedPasswordMethod) |
| DEFINE_STRING (DerivativeSecurityAltID) |
| DEFINE_INT (TotNoAccQuotes) |
| DEFINE_STRING (TimeBracket) |
| DEFINE_NUMINGROUP (NoAllocs) |
| DEFINE_INT (UnderlyingProduct) |
| DEFINE_STRING (BenchmarkCurveName) |
| DEFINE_STRING (UnderlyingSymbolSfx) |
| DEFINE_PERCENTAGE (StrikePriceBoundaryPrecision) |
| DEFINE_STRING (QuoteSetID) |
| DEFINE_CHAR (CashMargin) |
| DEFINE_CHAR (SettlObligTransType) |
| DEFINE_INT (LegNumber) |
| DEFINE_MULTIPLESTRINGVALUE (DeskOrderHandlingInst) |
| DEFINE_CHAR (SettlPartyIDSource) |
| DEFINE_PRICE (PriorSettlPrice) |
| DEFINE_STRING (RelationshipRiskSecurityType) |
| DEFINE_STRING (NotAffOrigClOrdID) |
| DEFINE_STRING (TradingSessionDesc) |
| DEFINE_PRICE (DerivativeFloorPrice) |
| DEFINE_STRING (DerivativeSymbol) |
| DEFINE_FLOAT (RiskFreeRate) |
| DEFINE_INT (PosTransType) |
| DEFINE_SEQNUM (MsgSeqNum) |
| DEFINE_DATA (Signature) |
| DEFINE_STRING (Seniority) |
| DEFINE_NUMINGROUP (NoRateSources) |
| DEFINE_QTY (PriceUnitOfMeasureQty) |
| DEFINE_STRING (CollAsgnRefID) |
| DEFINE_QTY (BuyVolume) |
| DEFINE_CHAR (SettlCurrFxRateCalc) |
| DEFINE_INT (PosMaintStatus) |
| DEFINE_BOOLEAN (PriorSpreadIndicator) |
| DEFINE_CHAR (Benchmark) |
| DEFINE_INT (MaturityMonthYearFormat) |
| DEFINE_STRING (UnderlyingTradingSessionID) |
| DEFINE_INT (TotNoRelatedSym) |
| DEFINE_STRING (StateOrProvinceOfIssue) |
| DEFINE_STRING (RelatedPartyAltSubID) |
| DEFINE_STRING (DerivativeInstrRegistry) |
| DEFINE_PRICEOFFSET (LegBidForwardPoints) |
| DEFINE_BOOLEAN (ManualOrderIndicator) |
| DEFINE_AMT (NetMoney) |
| DEFINE_BOOLEAN (LegalConfirm) |
| DEFINE_COUNTRY (CountryOfIssue) |
| DEFINE_INT (ApplReportType) |
| DEFINE_STRING (RootPartyID) |
| DEFINE_QTY (UnderlyingQty) |
| DEFINE_INT (ApplQueueDepth) |
| DEFINE_PRICE (StopPx) |
| DEFINE_BOOLEAN (ReportToExch) |
| DEFINE_BOOLEAN (ContraryInstructionIndicator) |
| DEFINE_LENGTH (EncodedListStatusTextLen) |
| DEFINE_STRING (DerivativeSecurityXMLSchema) |
| DEFINE_NUMINGROUP (NoRelatedSym) |
| DEFINE_INT (AllocRejCode) |
| DEFINE_STRING (UnderlyingSecurityAltID) |
| DEFINE_NUMINGROUP (NoRelationshipRiskSecurityAltID) |
| DEFINE_INT (RefOrdIDReason) |
| DEFINE_STRING (DerivativeInstrumentPartyID) |
| DEFINE_STRING (SecurityXMLSchema) |
| DEFINE_CHAR (RefOrderIDSource) |
| DEFINE_INT (NTPositionLimit) |
| DEFINE_AMT (EndAccruedInterestAmt) |
| DEFINE_PERCENTAGE (AccruedInterestRate) |
| DEFINE_CHAR (LastCapacity) |
| DEFINE_CURRENCY (RelationshipRiskLimitCurrency) |
| DEFINE_STRING (UnderlyingInstrumentPartySubID) |
| DEFINE_NUMINGROUP (NoFills) |
| DEFINE_NUMINGROUP (NoOrdTypeRules) |
| DEFINE_STRING (InstrumentPartyID) |
| DEFINE_PERCENTAGE (MarginRatio) |
| DEFINE_INT (RefTagID) |
| DEFINE_NUMINGROUP (NoRoutingIDs) |
| DEFINE_PERCENTAGE (CouponRate) |
| DEFINE_NUMINGROUP (NoApplIDs) |
| DEFINE_MONTHYEAR (DerivativeContractSettlMonth) |
| DEFINE_INT (InstrAttribType) |
| DEFINE_INT (Product) |
| DEFINE_QTY (AllocShares) |
| DEFINE_NUMINGROUP (NoQuoteEntries) |
| DEFINE_STRING (RelationshipRiskWarningLevelName) |
| DEFINE_STRING (DefaultCstmApplVerID) |
| DEFINE_INT (DerivativeListMethod) |
| DEFINE_LENGTH (DerivativeSecurityXMLLen) |
| DEFINE_LOCALMKTDATE (LegDatedDate) |
| DEFINE_CHAR (Nested2PartyIDSource) |
| DEFINE_STRING (UnderlyingInstrRegistry) |
| DEFINE_LOCALMKTDATE (IssueDate) |
| DEFINE_INT (SecurityTradingStatus) |
| DEFINE_CHAR (LegOptAttribute) |
| DEFINE_QTY (MaxFloor) |
| DEFINE_STRING (DerivativeLocaleOfIssue) |
| DEFINE_AMT (OptPayAmount) |
| DEFINE_STRING (UnderlyingStipType) |
| DEFINE_CHAR (Rule80A) |
| DEFINE_INT (TotNoStrikes) |
| DEFINE_MULTIPLECHARVALUE (CorporateAction) |
| DEFINE_INT (TerminationType) |
| DEFINE_PERCENTAGE (LegCouponRate) |
| DEFINE_INT (PosMaintAction) |
| DEFINE_NUMINGROUP (NoSecurityTypes) |
| DEFINE_INT (ComplexEventPriceTimeType) |
| DEFINE_PRICEOFFSET (LastSwapPoints) |
| DEFINE_CHAR (UnderlyingFXRateCalc) |
| DEFINE_STRING (ListStatusText) |
| DEFINE_BOOLEAN (OddLot) |
| DEFINE_CHAR (BookingUnit) |
| DEFINE_STRING (LegAllocAcctIDSource) |
| DEFINE_UTCTIMESTAMP (OnBehalfOfSendingTime) |
| DEFINE_INT (AllocStatus) |
| DEFINE_STRING (ReferencePage) |
| DEFINE_CHAR (DerivativeExerciseStyle) |
| DEFINE_SEQNUM (ApplBegSeqNum) |
| DEFINE_STRING (CollRptID) |
| DEFINE_INT (IncTaxInd) |
| DEFINE_NUMINGROUP (NoBidDescriptors) |
| DEFINE_LOCALMKTDATE (LegCouponPaymentDate) |
| DEFINE_INT (TotNoPartyList) |
| DEFINE_INT (PartyListResponseType) |
| DEFINE_NUMINGROUP (NoUnderlyingLegSecurityAltID) |
| DEFINE_BOOLEAN (ReversalIndicator) |
| DEFINE_CHECKSUM (CheckSum) |
| DEFINE_STRING (TargetSubID) |
| DEFINE_INT (PosReqStatus) |
| DEFINE_INT (PriorityIndicator) |
| DEFINE_INT (ContextPartySubIDType) |
| DEFINE_STRING (UnderlyingLegCFICode) |
| DEFINE_STRING (DerivativeTimeUnit) |
| DEFINE_NUMINGROUP (NoNested3PartyIDs) |
| DEFINE_PERCENTAGE (LiquidityPctHigh) |
| DEFINE_CHAR (MoneyLaunderingStatus) |
| DEFINE_STRING (Nested4PartySubID) |
| DEFINE_EXCHANGE (DerivativeSecurityExchange) |
| DEFINE_CHAR (LotType) |
| DEFINE_STRING (ContIntRptID) |
| DEFINE_MULTIPLESTRINGVALUE (QuoteCondition) |
| DEFINE_UTCTIMEONLY (ComplexEventStartTime) |
| DEFINE_NUMINGROUP (NoComplexEvents) |
| DEFINE_FLOAT (DerivativeContractMultiplier) |
| DEFINE_STRING (DerivativeSecurityStatus) |
| DEFINE_STRING (DerivativeProductComplex) |
| DEFINE_STRING (TriggerSymbol) |
| DEFINE_STRING (UnderlyingLocaleOfIssue) |
| DEFINE_UTCTIMESTAMP (SendingTime) |
| DEFINE_MONTHYEAR (RelationshipRiskMaturityMonthYear) |
| DEFINE_CHAR (RelatedPartyAltIDSource) |
| DEFINE_UTCTIMESTAMP (ComplexEventStartDate) |
| DEFINE_STRING (UnderlyingRestructuringType) |
| DEFINE_QTY (LegUnitOfMeasureQty) |
| DEFINE_NUMINGROUP (NoTrdRegTimestamps) |
| DEFINE_LOCALMKTDATE (SendingDate) |
| DEFINE_INT (PartyRelationship) |
| DEFINE_FLOAT (TimeToExpiration) |
| DEFINE_QTY (LegAllocQty) |
| DEFINE_STRING (SettlLocation) |
| DEFINE_INT (UnderlyingExerciseStyle) |
| DEFINE_STRING (CashSettlAgentContactName) |
| DEFINE_PERCENTAGE (LegRepurchaseRate) |
| DEFINE_STRING (ApplResponseID) |
| DEFINE_NUMINGROUP (NoDerivativeInstrAttrib) |
| DEFINE_FLOAT (DerivativeStrikeMultiplier) |
| DEFINE_CURRENCY (LegStrikeCurrency) |
| DEFINE_STRING (SecurityStatusReqID) |
| DEFINE_LENGTH (SecureDataLen) |
| DEFINE_INT (DiscretionScope) |
| DEFINE_INT (OwnerType) |
| DEFINE_QTY (Shares) |
| DEFINE_PERCENTAGE (Yield) |
| DEFINE_STRING (QuoteRespID) |
| DEFINE_MONTHYEAR (RiskMaturityMonthYear) |
| DEFINE_STRING (Nested3PartySubID) |
| DEFINE_INT (ApplQueueResolution) |
| DEFINE_STRING (TrdRegTimestampOrigin) |
| DEFINE_INT (Nested2PartyRole) |
| DEFINE_STRING (Nested2PartyID) |
| DEFINE_QTY (BidSize) |
| DEFINE_STRING (LegSymbolSfx) |
| DEFINE_INT (QuoteResponseLevel) |
| DEFINE_LENGTH (BodyLength) |
| DEFINE_STRING (ListExecInst) |
| DEFINE_CHAR (ExecAckStatus) |
| DEFINE_LOCALMKTDATE (SettlDate2) |
| DEFINE_INT (NetGrossInd) |
| DEFINE_STRING (UnderlyingSecurityAltIDSource) |
| DEFINE_STRING (TestReqID) |
| DEFINE_CHAR (CxlType) |
| DEFINE_STRING (UnderlyingCreditRating) |
| DEFINE_INT (AvgPxPrecision) |
| DEFINE_INT (BenchmarkPriceType) |
| DEFINE_INT (DeskTypeSource) |
| DEFINE_INT (DiscretionRoundDirection) |
| DEFINE_STRING (OrigSecondaryTradeID) |
| DEFINE_STRING (ReceivedDeptID) |
| DEFINE_AMT (MaturityNetMoney) |
| DEFINE_INT (BidDescriptorType) |
| DEFINE_LENGTH (RiskEncodedSecurityDescLen) |
| DEFINE_STRING (RelationshipRiskSymbol) |
| DEFINE_NUMINGROUP (NoRelatedContextPartyIDs) |
| DEFINE_STRING (DerivativeInstrumentPartySubID) |
| DEFINE_INT (NetworkStatusResponseType) |
| DEFINE_LOCALMKTDATE (DateOfBirth) |
| DEFINE_INT (RelatedContextPartySubIDType) |
| DEFINE_PRICE (StartStrikePxRange) |
| DEFINE_STRING (UndlyInstrumentPartySubID) |
| DEFINE_STRING (SecondaryTradeReportRefID) |
| DEFINE_STRING (UnderlyingCPRegType) |
| DEFINE_LENGTH (SignatureLength) |
| DEFINE_QTY (OrderQty) |
| DEFINE_PERCENTAGE (RelationshipRiskWarningLevelPercent) |
| DEFINE_PERCENTAGE (OriginalNotionalPercentageOutstanding) |
| DEFINE_STRING (UnderlyingTimeUnit) |
| DEFINE_LENGTH (EncodedHeadlineLen) |
| DEFINE_NUMINGROUP (NoRegistDtls) |
| DEFINE_STRING (StrategyParameterValue) |
| DEFINE_STRING (RiskSecurityDesc) |
| DEFINE_NUMINGROUP (NoInstrumentParties) |
| DEFINE_INT (QuoteType) |
| DEFINE_NUMINGROUP (NoRiskSecurityAltID) |
| DEFINE_NUMINGROUP (NoStrategyParameters) |
| DEFINE_INT (IndividualAllocRejCode) |
| DEFINE_CHAR (DiscretionInst) |
| DEFINE_STRING (RiskSecurityAltID) |
| DEFINE_INT (TargetPartyRole) |
| DEFINE_INT (CrossPrioritization) |
| DEFINE_DATA (EncodedListStatusText) |
| DEFINE_CHAR (IOIOthSvc) |
| DEFINE_LOCALMKTDATE (LegIssueDate) |
| DEFINE_CHAR (MDReqRejReason) |
| DEFINE_INT (RelationshipRiskPutOrCall) |
| DEFINE_INT (ApplReqType) |
| DEFINE_COUNTRY (Country) |
| DEFINE_STRING (UnderlyingLegSecurityIDSource) |
| DEFINE_BOOLEAN (FlexProductEligibilityIndicator) |
| DEFINE_BOOLEAN (AggressorIndicator) |
| DEFINE_FLOAT (ExecPriceAdjustment) |
| DEFINE_INT (BusinessRejectReason) |
| DEFINE_LOCALMKTDATE (TradeDate) |
| DEFINE_INT (UnderlyingPutOrCall) |
| DEFINE_STRING (RelationshipRiskSymbolSfx) |
| DEFINE_INT (UnderlyingInstrumentPartyRole) |
| DEFINE_INT (DerivativePositionLimit) |
| DEFINE_STRING (TierCode) |
| DEFINE_INT (BookingType) |
| DEFINE_STRING (StipulationValue) |
| DEFINE_FLOAT (SettlCurrBidFxRate) |
std::ostream & | operator<< (std::ostream &stream, const HttpMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const Message &message) |
MsgType | identifyType (const std::string &message) throw ( MessageParseError ) |
| Parse the type of a message from a string.
|
bool | operator< (const SessionID &lhs, const SessionID &rhs) |
bool | operator== (const SessionID &lhs, const SessionID &rhs) |
bool | operator!= (const SessionID &lhs, const SessionID &rhs) |
std::ostream & | operator<< (std::ostream &stream, const SessionID &sessionID) |
std::istream & | operator>> (std::istream &stream, SessionID &sessionID) |
std::istream & | operator>> (std::istream &stream, SessionSettings &s) throw ( ConfigError ) |
std::ostream & | operator<< (std::ostream &stream, const SessionSettings &s) |
bool | isComment (const std::string &line) |
bool | isSection (const std::string &line) |
std::string | splitSection (const std::string &line) |
bool | isKeyValue (const std::string &line) |
std::pair< std::string,
std::string > | splitKeyValue (const std::string &line) |
std::istream & | operator>> (std::istream &stream, Settings &s) |
void | string_replace (const std::string &oldValue, const std::string &newValue, std::string &value) |
std::string | string_toUpper (const std::string &value) |
std::string | string_toLower (const std::string &value) |
std::string | string_strip (const std::string &value) |
void | socket_init () |
void | socket_term () |
int | socket_createAcceptor (int port, bool reuse) |
int | socket_createConnector () |
int | socket_connect (int socket, const char *address, int port) |
int | socket_accept (int s) |
int | socket_send (int s, const char *msg, int length) |
void | socket_close (int s) |
bool | socket_fionread (int s, int &bytes) |
bool | socket_disconnected (int s) |
int | socket_setsockopt (int s, int opt) |
int | socket_setsockopt (int s, int opt, int optval) |
int | socket_getsockopt (int s, int opt, int &optval) |
int | socket_fcntl (int s, int opt, int arg) |
int | socket_getfcntlflag (int s, int arg) |
int | socket_setfcntlflag (int s, int arg) |
void | socket_setnonblock (int socket) |
bool | socket_isValid (int socket) |
bool | socket_isBad (int s) |
void | socket_invalidate (int &socket) |
short | socket_hostport (int socket) |
const char * | socket_hostname (int socket) |
const char * | socket_hostname (const char *name) |
const char * | socket_peername (int socket) |
std::pair< int, int > | socket_createpair () |
tm | time_gmtime (const time_t *t) |
tm | time_localtime (const time_t *t) |
bool | thread_spawn (THREAD_START_ROUTINE func, void *var, thread_id &thread) |
bool | thread_spawn (THREAD_START_ROUTINE func, void *var) |
void | thread_join (thread_id thread) |
void | thread_detach (thread_id thread) |
thread_id | thread_self () |
void | process_sleep (double s) |
std::string | file_separator () |
void | file_mkdir (const char *path) |
FILE * | file_fopen (const char *path, const char *mode) |
void | file_fclose (FILE *file) |
bool | file_exists (const char *path) |
void | file_unlink (const char *path) |
int | file_rename (const char *oldpath, const char *newpath) |
std::string | file_appendpath (const std::string &path, const std::string &file) |
Variables |
const int | DeliveryForm_BOOKENTRY = 1 |
const int | DeliveryForm_BEARER = 2 |
const int | DeliveryForm_BOOK_ENTRY = 1 |
const int | ExecRestatementReason_GTRENEW = 1 |
const int | ExecRestatementReason_WAREHOUSE_RECAP = 10 |
const int | ExecRestatementReason_CANCELEDNOTBEST = 9 |
const int | ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE = 7 |
const int | ExecRestatementReason_CXLTRADINGHALT = 6 |
const int | ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY = 5 |
const int | ExecRestatementReason_GT_CORPORATE_ACTION = 0 |
const int | ExecRestatementReason_PEG_REFRESH = 11 |
const int | ExecRestatementReason_VERBAL = 2 |
const int | ExecRestatementReason_CANCELED_NOT_BEST = 9 |
const int | ExecRestatementReason_CANCEL_ON_TRADING_HALT = 6 |
const int | ExecRestatementReason_REPX = 3 |
const int | ExecRestatementReason_MRKTOPTION = 8 |
const int | ExecRestatementReason_VERBAL_CHANGE = 2 |
const int | ExecRestatementReason_PARTDEC = 5 |
const int | ExecRestatementReason_CXLSYSTEMFAILURE = 7 |
const int | ExecRestatementReason_GTCORPACT = 0 |
const int | ExecRestatementReason_OTHER = 99 |
const int | ExecRestatementReason_BROKER_OPTION = 4 |
const int | ExecRestatementReason_WAREHOUSERECAP = 10 |
const int | ExecRestatementReason_BRKROPT = 4 |
const int | ExecRestatementReason_REPRICING_OF_ORDER = 3 |
const int | ExecRestatementReason_MARKET = 8 |
const int | ExecRestatementReason_GT_RENEWAL = 1 |
const int | AllocIntermedReqType_PENDING_RELEASE = 2 |
const int | AllocIntermedReqType_PENDING_REVERSAL = 3 |
const int | AllocIntermedReqType_ACCOUNTLEVELREJECT = 6 |
const int | AllocIntermedReqType_PENDINGACCEPT = 1 |
const int | AllocIntermedReqType_BLOCK_LEVEL_REJECT = 5 |
const int | AllocIntermedReqType_ACCOUNT_LEVEL_REJECT = 6 |
const int | AllocIntermedReqType_BLOCKLEVELREJECT = 5 |
const int | AllocIntermedReqType_PENDING_ACCEPT = 1 |
const int | AllocIntermedReqType_PENDINGREVERSAL = 3 |
const int | AllocIntermedReqType_PENDINGRELEASE = 2 |
const int | AllocIntermedReqType_ACCEPT = 4 |
const int | SecurityListTypeSource_GICS = 3 |
const int | SecurityListTypeSource_NAICS = 2 |
const int | SecurityListTypeSource_ICB = 1 |
const int | CollInquiryQualifier_PARTIALLY_ASSIGNED = 5 |
const int | CollInquiryQualifier_OUTSTANDING_TRADES = 7 |
const int | CollInquiryQualifier_SUBSTITUTIONELIGIBLE = 3 |
const int | CollInquiryQualifier_TRADE_DATE = 0 |
const int | CollInquiryQualifier_FULLYASSIGNED = 6 |
const int | CollInquiryQualifier_SUBSTITUTION_ELIGIBLE = 3 |
const int | CollInquiryQualifier_FULLY_ASSIGNED = 6 |
const int | CollInquiryQualifier_NOTASSIGNED = 4 |
const int | CollInquiryQualifier_GCINSTRUMENT = 1 |
const int | CollInquiryQualifier_NOT_ASSIGNED = 4 |
const int | CollInquiryQualifier_COLLATERAL_INSTRUMENT = 2 |
const int | CollInquiryQualifier_OUTSTANDINGTRADES = 7 |
const int | CollInquiryQualifier_TRADEDATE = 0 |
const int | CollInquiryQualifier_GC_INSTRUMENT = 1 |
const int | CollInquiryQualifier_PARTIALLYASSIGNED = 5 |
const int | CollInquiryQualifier_COLLATERALINSTRUMENT = 2 |
const int | ContingencyType_ONE_UPDATES_THE_OTHER_4 = 4 |
const int | ContingencyType_ONE_TRIGGERS_THE_OTHER = 2 |
const int | ContingencyType_ONE_CANCELS_THE_OTHER = 1 |
const int | ContingencyType_ONE_UPDATES_THE_OTHER_3 = 3 |
const char | EmailType_NEW = '0' |
const char | EmailType_REPLY = '1' |
const char | EmailType_ADMIN_REPLY = '2' |
const char | EmailType_ADMINREPLY = '2' |
const char | IOIQltyInd_MEDIUM = 'M' |
const char | IOIQltyInd_HIGH = 'H' |
const char | IOIQltyInd_LOW = 'L' |
const int | MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY = 2 |
const int | MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY = 1 |
const int | MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY = 0 |
const int | AccountType_ACCOUNTCUSTOMER = 1 |
const int | AccountType_HOUSE_TRADER = 3 |
const int | AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS = 1 |
const int | AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2 |
const int | AccountType_FLOOR_TRADER = 4 |
const int | AccountType_JOINT_BACK_OFFICE_ACCOUNT = 8 |
const int | AccountType_HOUSETRADER = 3 |
const int | AccountType_FLOORTRADER = 4 |
const int | AccountType_ACCOUNTNONCUSTOMERCROSS = 6 |
const int | AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6 |
const int | AccountType_ACCOUNTNONCUSTOMER = 2 |
const int | AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS = 1 |
const int | AccountType_HOUSETRADERCROSS = 7 |
const int | AccountType_JOINTBOACCT = 8 |
const int | AccountType_JOINT_BACKOFFICE_ACCOUNT = 8 |
const int | AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7 |
const int | HaltReasonInt_ADDITIONAL_INFORMATION = 3 |
const int | HaltReasonInt_NEWS_PENDING = 4 |
const int | HaltReasonInt_ORDER_INFLUX = 1 |
const int | HaltReasonInt_NEWS_DISSEMINATION = 0 |
const int | HaltReasonInt_EQUIPMENT_CHANGEOVER = 5 |
const int | HaltReasonInt_ORDER_IMBALANCE = 2 |
const char | ClearingFeeIndicator_3RDYEARDELEGATE [] = "3" |
const char | ClearingFeeIndicator_FULLASSOCIATEMEMBER [] = "F" |
const char | ClearingFeeIndicator_106H_AND_106J_FIRMS [] = "H" |
const char | ClearingFeeIndicator_4THYEARDELEGATE [] = "4" |
const char | ClearingFeeIndicator_5THYEARDELEGATE [] = "5" |
const char | ClearingFeeIndicator_EQUITYCLEARINGMEMBER [] = "E" |
const char | ClearingFeeIndicator_GIMIDEMCOMMEMBERSHIP [] = "I" |
const char | ClearingFeeIndicator_2NDYEARDELEGATE [] = "2" |
const char | ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "1" |
const char | ClearingFeeIndicator_1STYEARDELEGATE [] = "1" |
const char | ClearingFeeIndicator_106H106J [] = "H" |
const char | ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS [] = "I" |
const char | ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "2" |
const char | ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "4" |
const char | ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "3" |
const char | ClearingFeeIndicator_LESSEE_106F_EMPLOYEES [] = "L" |
const char | ClearingFeeIndicator_6THYEARDELEGATE [] = "9" |
const char | ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER [] = "C" |
const char | ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "5" |
const char | ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS [] = "F" |
const char | ClearingFeeIndicator_CBOE_MEMBER [] = "B" |
const char | ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "1" |
const char | ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "5" |
const char | ClearingFeeIndicator_NONMEMBERCUSTOMER [] = "C" |
const char | ClearingFeeIndicator_LESSEE_AND_106F_EMPLOYEES [] = "L" |
const char | ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR [] = "F" |
const char | ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "3" |
const char | ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "2" |
const char | ClearingFeeIndicator_CBOEMEMBER [] = "B" |
const char | ClearingFeeIndicator_LESSEE106F [] = "L" |
const char | ClearingFeeIndicator_ALLOTHERS [] = "M" |
const char | ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER [] = "E" |
const char | ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES [] = "M" |
const char | ClearingFeeIndicator_6TH_YEAR_AND_BEYOND_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "9" |
const char | ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "4" |
const char | ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "9" |
const int | BidType_DISCLOSED_STYLE = 2 |
const int | BidType_NONDISC = 1 |
const int | BidType_NO_BIDDING_PROCESS = 3 |
const int | BidType_DISC = 2 |
const int | BidType_DISCLOSED_SYTLE = 2 |
const int | BidType_NOBID = 3 |
const int | BidType_NON_DISCLOSED_STYLE = 1 |
const int | QuotePriceType_PER_SHARE = 2 |
const int | QuotePriceType_BASISPOINTSRELATIVETOBENCHMARK = 6 |
const int | QuotePriceType_TEDPRICE = 7 |
const int | QuotePriceType_PERSHARE = 2 |
const int | QuotePriceType_YIELD = 10 |
const int | QuotePriceType_FIXED_AMOUNT = 3 |
const int | QuotePriceType_TED_YIELD = 8 |
const int | QuotePriceType_PREMIUM = 5 |
const int | QuotePriceType_FIXEDAMOUNT = 3 |
const int | QuotePriceType_YIELDSPREADSWAPS = 9 |
const int | QuotePriceType_TEDYIELD = 8 |
const int | QuotePriceType_DISCOUNT = 4 |
const int | QuotePriceType_YIELD_SPREAD = 9 |
const int | QuotePriceType_TED_PRICE = 7 |
const int | QuotePriceType_PERCENT = 1 |
const int | QuotePriceType_SPREAD = 6 |
const int | MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE = 4 |
const int | MultilegPriceMethod_REVERSED_NET_PRICE = 1 |
const int | MultilegPriceMethod_MULTIPLIED_PRICE = 5 |
const int | MultilegPriceMethod_INDIVIDUAL = 3 |
const int | MultilegPriceMethod_YIELD_DIFFERENCE = 2 |
const int | MultilegPriceMethod_NET_PRICE = 0 |
const int | ListMethod_PRE_LISTED_ONLY = 0 |
const int | ListMethod_USER_REQUESTED = 1 |
const char | MDImplicitDelete_NO = 'N' |
const char | MDImplicitDelete_YES = 'Y' |
const int | RoutingType_BLOCKLIST = 4 |
const int | RoutingType_TARGET_LIST = 2 |
const int | RoutingType_TARGET_FIRM = 1 |
const int | RoutingType_TARGETFIRM = 1 |
const int | RoutingType_TARGETLIST = 2 |
const int | RoutingType_BLOCK_LIST = 4 |
const int | RoutingType_BLOCK_FIRM = 3 |
const int | RoutingType_BLOCKFIRM = 3 |
const char | BidTradeType_RISKTRADE = 'R' |
const char | BidTradeType_VWAPGUARANTEE = 'G' |
const char | BidTradeType_AGENCY = 'A' |
const char | BidTradeType_GUARANTEEDCLOSE = 'J' |
const char | BidTradeType_VWAP_GUARANTEE = 'G' |
const char | BidTradeType_RISK_TRADE = 'R' |
const char | BidTradeType_GUARANTEED_CLOSE = 'J' |
const int | OrdRejReason_INCORRECT_ALLOCATED_QUANTITY = 14 |
const int | OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER = 7 |
const int | OrdRejReason_DUPLICATEVERBAL = 7 |
const int | OrdRejReason_ORDER_EXCEEDS_LIMIT = 3 |
const int | OrdRejReason_EXCHANGE_CLOSED = 2 |
const int | OrdRejReason_DUPLICATE = 6 |
const int | OrdRejReason_SURVEILLENCE_OPTION = 12 |
const int | OrdRejReason_UNKNOWN_ORDER = 5 |
const int | OrdRejReason_INCORRECTALLOCATEDQUANTITY = 14 |
const int | OrdRejReason_TOOLATE = 4 |
const int | OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11 |
const int | OrdRejReason_DUPLICATE_ORDER = 6 |
const int | OrdRejReason_TOO_LATE_TO_ENTER = 4 |
const int | OrdRejReason_INCORRECT_QUANTITY = 13 |
const int | OrdRejReason_UNKNOWNSYM = 1 |
const int | OrdRejReason_STALE = 8 |
const int | OrdRejReason_UNKNOWN_ACCOUNT = 15 |
const int | OrdRejReason_INVALID_PRICE_INCREMENT = 18 |
const int | OrdRejReason_BROKEROPT = 0 |
const int | OrdRejReason_EXCEEDSLIM = 3 |
const int | OrdRejReason_INVALID_INVESTOR_ID = 10 |
const int | OrdRejReason_UNKNOWN_SYMBOL = 1 |
const int | OrdRejReason_INCORRECTQUANTITY = 13 |
const int | OrdRejReason_UNKNOWNACCOUNTS = 15 |
const int | OrdRejReason_OTHER = 99 |
const int | OrdRejReason_BROKER = 0 |
const int | OrdRejReason_BROKER_OPTION = 0 |
const int | OrdRejReason_SURVEILLENCE = 12 |
const int | OrdRejReason_EXCHCLOSED = 2 |
const int | OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 16 |
const int | OrdRejReason_INVINVID = 10 |
const int | OrdRejReason_UNSUPPORDERCHAR = 11 |
const int | OrdRejReason_TRADEALONGREQ = 9 |
const int | OrdRejReason_UNKNOWN = 5 |
const int | OrdRejReason_TRADE_ALONG_REQUIRED = 9 |
const int | OrdRejReason_STALE_ORDER = 8 |
const int | MaturityMonthYearIncrementUnits_WEEKS = 2 |
const int | MaturityMonthYearIncrementUnits_MONTHS = 0 |
const int | MaturityMonthYearIncrementUnits_YEARS = 3 |
const int | MaturityMonthYearIncrementUnits_DAYS = 1 |
const char | DisplayWhen_EXHAUST = '2' |
const char | DisplayWhen_IMMEDIATE = '1' |
const int | ApplQueueAction_END_SESSION = 3 |
const int | ApplQueueAction_QUEUEFLUSHED = 1 |
const int | ApplQueueAction_QUEUE_FLUSHED = 1 |
const int | ApplQueueAction_ENDSESSION = 3 |
const int | ApplQueueAction_OVERLAYLAST = 2 |
const int | ApplQueueAction_OVERLAY_LAST = 2 |
const int | ApplQueueAction_NOACTIONTAKEN = 0 |
const int | ApplQueueAction_NO_ACTION_TAKEN = 0 |
const char | RegistTransType_REPLACE = '1' |
const char | RegistTransType_NEW = '0' |
const char | RegistTransType_CANCEL = '2' |
const int | PriceType_PRODUCT_TICKS_IN_HALFS = 13 |
const int | PriceType_FIXEDCABINETTRADEPRICE = 10 |
const int | PriceType_PER_SHARE = 2 |
const int | PriceType_PCT = 1 |
const int | PriceType_VARIABLECABINETTRADEPRICE = 11 |
const int | PriceType_PRODUCT_TICKS_IN_FOURTHS = 14 |
const int | PriceType_TEDPRICE = 7 |
const int | PriceType_YIELD = 9 |
const int | PriceType_TED_YIELD = 8 |
const int | PriceType_PREMIUM = 5 |
const int | PriceType_FIXED_AMOUNT = 3 |
const int | PriceType_TEDYIELD = 8 |
const int | PriceType_DISCOUNT = 4 |
const int | PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS = 18 |
const int | PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS = 19 |
const int | PriceType_CPS = 2 |
const int | PriceType_PERCENTAGE = 1 |
const int | PriceType_PRODUCT_TICKS_IN_EIGHTS = 15 |
const int | PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS = 17 |
const int | PriceType_ABS = 3 |
const int | PriceType_VARIABLE_CABINET_TRADE_PRICE = 11 |
const int | PriceType_PER_UNIT = 2 |
const int | PriceType_PRODUCT_TICKS_IN_SIXTEENTHS = 16 |
const int | PriceType_TED_PRICE = 7 |
const int | PriceType_FIXED_CABINET_TRADE_PRICE = 10 |
const int | PriceType_SPREAD = 6 |
const int | PriceType_BASIS_POINTS_RELATIVE_TO_BENCHMARK = 6 |
const int | SettlObligMode_PRELIMINARY = 1 |
const int | SettlObligMode_FINAL = 2 |
const char | SecurityUpdateAction_DELETE = 'D' |
const char | SecurityUpdateAction_ADD = 'A' |
const char | SecurityUpdateAction_MODIFY = 'M' |
const int | NetworkRequestType_STOP_SUBSCRIBING = 4 |
const int | NetworkRequestType_LEVELOFDETAIL = 8 |
const int | NetworkRequestType_SUBSCRIBE = 2 |
const int | NetworkRequestType_SNAPSHOT = 1 |
const int | NetworkRequestType_STOPSUBSCRIBING = 4 |
const int | NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED = 8 |
const int | PartyRole_TRADER_MNEMONIC = 53 |
const int | PartyRole_ACCEPTABLE_COUNTERPARTY = 56 |
const int | PartyRole_HOST_COMPETENT_AUTHORITY = 68 |
const int | PartyRole_CONTRATRADER = 37 |
const int | PartyRole_EXECUTINGFIRM = 1 |
const int | PartyRole_CUSTOMER_ACCOUNT = 24 |
const int | PartyRole_POSITIONACCOUNT = 38 |
const int | PartyRole_REPORT_ORIGINATOR = 62 |
const int | PartyRole_CONTRAFIRM = 17 |
const int | PartyRole_EXECUTION_VENUE = 73 |
const int | PartyRole_INTERMEDIARY = 29 |
const int | PartyRole_ORDER_ENTRY_OPERATOR_ID = 44 |
const int | PartyRole_INTRODUCING_BROKER = 60 |
const int | PartyRole_FOREIGN_FIRM = 46 |
const int | PartyRole_HOME_COMPETENT_AUTHORITY = 69 |
const int | PartyRole_EXECUTINGSYSTEM = 16 |
const int | PartyRole_SECONDARY_ACCOUNT_NUMBER = 45 |
const int | PartyRole_INVESTMENT_FIRM = 67 |
const int | PartyRole_CONTRA_CLEARING_FIRM = 18 |
const int | PartyRole_CONTRA_POSITION_ACCOUNT = 41 |
const int | PartyRole_SYSTEMATIC_INTERNALISER = 63 |
const int | PartyRole_EXCHANGE = 22 |
const int | PartyRole_INTERNAL_CARRY_ACCOUNT = 43 |
const int | PartyRole_LOCATE = 8 |
const int | PartyRole_CORRESPONDENTCLEARINGORGANIZATION = 25 |
const int | PartyRole_ORDER_ORIGINATION_TRADER = 11 |
const int | PartyRole_SUB_CUSTODIAN = 31 |
const int | PartyRole_ENTERING_UNIT = 58 |
const int | PartyRole_STEP_OUT_FIRM = 80 |
const int | PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION = 71 |
const int | PartyRole_SENDER_LOCATION = 54 |
const int | PartyRole_REGULATED_MARKET = 65 |
const int | PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY = 85 |
const int | PartyRole_SETTLEMENTLOCATION = 10 |
const int | PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY = 70 |
const int | PartyRole_QUOTE_ORIGINATOR = 61 |
const int | PartyRole_CLEARING_ORGANIZATION = 21 |
const int | PartyRole_SESSION_ID = 55 |
const int | PartyRole_MARKET_MAKER = 66 |
const int | PartyRole_INTERESTED_PARTY = 33 |
const int | PartyRole_TRANSFER_TO_FIRM = 40 |
const int | PartyRole_CONTRA_TRADER = 37 |
const int | PartyRole_ENTERINGTRADER = 36 |
const int | PartyRole_ENTERING_TRADER = 36 |
const int | PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT = 52 |
const int | PartyRole_BENEFICIARY = 32 |
const int | PartyRole_CONTRA_INVESTOR_ID = 39 |
const int | PartyRole_FORIEGN_FIRM = 46 |
const int | PartyRole_SETTLEMENT_LOCATION = 10 |
const int | PartyRole_CLEARINGORGANIZATION = 21 |
const int | PartyRole_EXECUTING_SYSTEM = 16 |
const int | PartyRole_CLEARING_FIRM = 4 |
const int | PartyRole_PLEDGEE_ACCOUNT = 51 |
const int | PartyRole_CLIENT_ID = 3 |
const int | PartyRole_ENTERING_FIRM = 7 |
const int | PartyRole_ALLOCENTITY = 39 |
const int | PartyRole_INVESTOR_ID = 5 |
const int | PartyRole_CLEARINGFIRM = 4 |
const int | PartyRole_CORRESPONDANT_CLEARING_FIRM = 15 |
const int | PartyRole_SUBCUSTODIAN = 31 |
const int | PartyRole_BUYER_SELLER = 27 |
const int | PartyRole_CLEARING_ACCOUNT = 83 |
const int | PartyRole_ENTERINGFIRM = 7 |
const int | PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES = 79 |
const int | PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION = 25 |
const int | PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY = 84 |
const int | PartyRole_CUSTOMERACCOUNT = 24 |
const int | PartyRole_MARKET_DATA_ENTRY_ORIGINATOR = 74 |
const int | PartyRole_INTRODUCINGFIRM = 6 |
const int | PartyRole_EXECUTING_UNIT = 59 |
const int | PartyRole_CENTRAL_REGISTRATION_DEPOSITORY = 82 |
const int | PartyRole_INTERESTEDPARTY = 33 |
const int | PartyRole_LOCATION_ID = 75 |
const int | PartyRole_ORDERORIGINATOR = 13 |
const int | PartyRole_CORRESPONDENT_BROKER = 26 |
const int | PartyRole_ASSET_MANAGER = 49 |
const int | PartyRole_MULTILATERAL_TRADING_FACILITY = 64 |
const int | PartyRole_SPONSORINGFIRM = 19 |
const int | PartyRole_ORDER_ORIGINATION_FIRM = 13 |
const int | PartyRole_CONTRA_EXCHANGE = 42 |
const int | PartyRole_INVESTORID = 5 |
const int | PartyRole_FUNDMANAGER = 9 |
const int | PartyRole_REGULATORYBODY = 34 |
const int | PartyRole_CONTRA_FIRM = 17 |
const int | PartyRole_BROKER_OF_CREDIT = 2 |
const int | PartyRole_LIQUIDITYPROVIDER = 35 |
const int | PartyRole_GIVEUPCLEARINGFIRM = 14 |
const int | PartyRole_CONTRACLEARINGFIRM = 18 |
const int | PartyRole_CLAIMING_ACCOUNT = 48 |
const int | PartyRole_INTRODUCING_FIRM = 6 |
const int | PartyRole_GIVEUP_CLEARING_FIRM = 14 |
const int | PartyRole_EXECUTINGTRADER = 12 |
const int | PartyRole_UNDERLYING_CONTRA_FIRM = 20 |
const int | PartyRole_EXECUTING_FIRM = 1 |
const int | PartyRole_AGENT = 30 |
const int | PartyRole_LIQUIDITY_PROVIDER = 35 |
const int | PartyRole_POSITION_ACCOUNT = 38 |
const int | PartyRole_BROKEROFCREDIT = 2 |
const int | PartyRole_THIRD_PARTY_ALLOCATION_FIRM = 47 |
const int | PartyRole_CLIENTID = 3 |
const int | PartyRole_PLEDGOR_ACCOUNT = 50 |
const int | PartyRole_REPORTING_INTERMEDIARY = 72 |
const int | PartyRole_EXECUTING_TRADER = 12 |
const int | PartyRole_CUSTODIAN = 28 |
const int | PartyRole_BROKERCLEARINGID = 81 |
const int | PartyRole_CORRESPONDENTBROKER = 26 |
const int | PartyRole_LOCATE_LENDING_FIRM = 8 |
const int | PartyRole_INITIATINGTRADER = 11 |
const int | PartyRole_REGULATORY_BODY = 34 |
const int | PartyRole_UNACCEPTABLE_COUNTERPARTY = 57 |
const int | PartyRole_CORRESPONDANTCLEARINGFIRM = 15 |
const int | PartyRole_FUND_MANAGER_CLIENT_ID = 9 |
const int | PartyRole_BUYERSELLERRECEIVERDELIVERER = 27 |
const int | PartyRole_DESK_ID = 76 |
const int | PartyRole_ALLOCATION_ENTITY = 78 |
const int | PartyRole_MARKET_DATA_MARKET = 77 |
const int | PartyRole_SPONSORING_FIRM = 19 |
const int | PartyRole_LOCATELENDINGFIRM = 8 |
const int | PartyRole_UNDRCONTRAFIRM = 20 |
const char | AssignmentMethod_PRO_RATA = 'P' |
const char | AssignmentMethod_RANDOM = 'R' |
const char | AssignmentMethod_PRORATA = 'P' |
const int | StrategyParameterType_MONTHYEAR = 18 |
const int | StrategyParameterType_TZTIMEONLY = 27 |
const int | StrategyParameterType_PRICE = 8 |
const int | StrategyParameterType_QTY = 7 |
const int | StrategyParameterType_BOOLEAN = 13 |
const int | StrategyParameterType_MULTIPLECHARVALUE = 15 |
const int | StrategyParameterType_CHAR = 12 |
const int | StrategyParameterType_NUMINGROUP = 3 |
const int | StrategyParameterType_TAGNUM = 5 |
const int | StrategyParameterType_COUNTRY = 25 |
const int | StrategyParameterType_TENOR = 29 |
const int | StrategyParameterType_LOCALMKTTIME = 21 |
const int | StrategyParameterType_INT = 1 |
const int | StrategyParameterType_LOCALMKTDATE = 21 |
const int | StrategyParameterType_EXCHANGE = 17 |
const int | StrategyParameterType_LANGUAGE = 26 |
const int | StrategyParameterType_MONTH_YEAR = 18 |
const int | StrategyParameterType_PERCENTAGE = 11 |
const int | StrategyParameterType_LENGTH = 2 |
const int | StrategyParameterType_TZTIMESTAMP = 28 |
const int | StrategyParameterType_MULTIPLESTRINGVALUE = 24 |
const int | StrategyParameterType_UTCTIMESTAMP = 19 |
const int | StrategyParameterType_DATA = 23 |
const int | StrategyParameterType_CURRENCY = 16 |
const int | StrategyParameterType_STRING = 14 |
const int | StrategyParameterType_AMT = 10 |
const int | StrategyParameterType_FLOAT = 6 |
const int | StrategyParameterType_UTCDATE = 22 |
const int | StrategyParameterType_UTCTIMEONLY = 20 |
const int | StrategyParameterType_SEQNUM = 4 |
const int | StrategyParameterType_UTCDATEONLY = 22 |
const int | StrategyParameterType_PRICEOFFSET = 9 |
const int | EncryptMethod_PGP_DES_MD5 = 5 |
const int | EncryptMethod_PGPDESMD5SEEAPPNOTEONFIXWEBSITE = 5 |
const int | EncryptMethod_PKCS_DES = 3 |
const int | EncryptMethod_NONEOTHER = 0 |
const int | EncryptMethod_PKCSDESPROPRIETARY = 3 |
const int | EncryptMethod_PGPDESDEFUNCT = 4 |
const int | EncryptMethod_PEMDESMD5SEEAPPNOTEONFIXWEBSITENAFORFIXMLNOTUSED = 6 |
const int | EncryptMethod_PKCS = 1 |
const int | EncryptMethod_PGP_DES = 4 |
const int | EncryptMethod_NONE = 0 |
const int | EncryptMethod_DES = 2 |
const int | EncryptMethod_PKCSPROPRIETARY = 1 |
const int | EncryptMethod_NONE_OTHER = 0 |
const int | EncryptMethod_DESECBMODE = 2 |
const int | EncryptMethod_PEM_DES_MD5 = 6 |
const char | PosAmtType_ACCRUED_COUPON_AMOUNT [] = "ACPN" |
const char | PosAmtType_PREMIUM_AMOUNT [] = "PREM" |
const char | PosAmtType_STARTOFDAYMARKTOMARKETAMOUNT [] = "SMTM" |
const char | PosAmtType_INCREMENTALMARKTOMARKETAMOUNT [] = "IMTM" |
const char | PosAmtType_CASHAMOUNTCORPORATEEVENT [] = "CASH" |
const char | PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET [] = "ICMTM" |
const char | PosAmtType_TOTAL_BANKED_AMOUNT [] = "BANK" |
const char | PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT [] = "FMTM" |
const char | PosAmtType_SETTLEMENT_VALUE [] = "SETL" |
const char | PosAmtType_VALUEADJUSTEDAMOUNT [] = "VADJ" |
const char | PosAmtType_CASH_AMOUNT [] = "CASH" |
const char | PosAmtType_PREMIUMAMOUNT [] = "PREM" |
const char | PosAmtType_INITIAL_TRADE_COUPON_AMOUNT [] = "ICPN" |
const char | PosAmtType_INCREMENTAL_ACCRUED_COUPON [] = "IACPN" |
const char | PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT [] = "SMTM" |
const char | PosAmtType_VALUE_ADJUSTED_AMOUNT [] = "VADJ" |
const char | PosAmtType_CASHRESIDUALAMOUNT [] = "CRES" |
const char | PosAmtType_COLLATERALIZED_MARK_TO_MARKET [] = "CMTM" |
const char | PosAmtType_CASH_RESIDUAL_AMOUNT [] = "CRES" |
const char | PosAmtType_COMPENSATION_AMOUNT [] = "DLV" |
const char | PosAmtType_TRADE_VARIATION_AMOUNT [] = "TVAR" |
const char | PosAmtType_TRADEVARIATIONAMOUNT [] = "TVAR" |
const char | PosAmtType_FINALMARKTOMARKETAMOUNT [] = "FMTM" |
const char | PosAmtType_COUPON_AMOUNT [] = "CPN" |
const char | PosAmtType_TOTAL_COLLATERALIZED_AMOUNT [] = "COLAT" |
const char | PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT [] = "IMTM" |
const char | ResetSeqNumFlag_NO = 'N' |
const char | ResetSeqNumFlag_YES = 'Y' |
const int | CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED = 7 |
const int | CollInquiryResult_NOCOLLATERALFOUNDFORTHEORDERSPECIFIED = 7 |
const int | CollInquiryResult_NOCOLLATERALFOUNDFORTHETRADESPECIFIED = 6 |
const int | CollInquiryResult_INVALIDORUNKNOWNINSTRUMENT = 1 |
const int | CollInquiryResult_INVALID_DESTINATION_REQUESTED = 5 |
const int | CollInquiryResult_INVALIDORUNKNOWNCOLLATERALTYPE = 2 |
const int | CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY = 9 |
const int | CollInquiryResult_INVALIDTRANSPORTTYPEREQUESTED = 4 |
const int | CollInquiryResult_INVALIDPARTIES = 3 |
const int | CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE = 2 |
const int | CollInquiryResult_INVALIDDESTINATIONREQUESTED = 5 |
const int | CollInquiryResult_SUCCESSFUL = 0 |
const int | CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1 |
const int | CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED = 8 |
const int | CollInquiryResult_OTHER = 99 |
const int | CollInquiryResult_UNAUTHORIZEDFORCOLLATERALINQUIRY = 9 |
const int | CollInquiryResult_COLLATERALINQUIRYTYPENOTSUPPORTED = 8 |
const int | CollInquiryResult_INVALID_PARTIES = 3 |
const int | CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4 |
const int | CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED = 6 |
const int | CollAsgnRespType_DECLINED = 2 |
const int | CollAsgnRespType_RECEIVED = 0 |
const int | CollAsgnRespType_REJECTED = 3 |
const int | CollAsgnRespType_ACCEPTED = 1 |
const char | UnsolicitedIndicator_NO = 'N' |
const char | UnsolicitedIndicator_YES = 'Y' |
const int | QuoteEntryRejectReason_UNKNWNSYM = 1 |
const int | QuoteEntryRejectReason_EXCHCLSD = 2 |
const int | QuoteEntryRejectReason_EXHCNAGE = 2 |
const int | QuoteEntryRejectReason_DUPORD = 6 |
const int | QuoteEntryRejectReason_INVALID_PRICE = 8 |
const int | QuoteEntryRejectReason_TOOLATE = 4 |
const int | QuoteEntryRejectReason_INVBIDASK = 7 |
const int | QuoteEntryRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9 |
const int | QuoteEntryRejectReason_TOO_LATE_TO_ENTER = 4 |
const int | QuoteEntryRejectReason_QUOTE_EXCEEDS_LIMIT = 3 |
const int | QuoteEntryRejectReason_ORDEXCLIM = 3 |
const int | QuoteEntryRejectReason_UNKNORD = 5 |
const int | QuoteEntryRejectReason_INVPX = 8 |
const int | QuoteEntryRejectReason_EXCHANGE = 2 |
const int | QuoteEntryRejectReason_UNKNOWN_SYMBOL = 1 |
const int | QuoteEntryRejectReason_NOTAUTH = 9 |
const int | QuoteEntryRejectReason_OTHER = 99 |
const int | QuoteEntryRejectReason_INVALID_BID_ASK_SPREAD = 7 |
const int | QuoteEntryRejectReason_UNKNOWN_QUOTE = 5 |
const int | QuoteEntryRejectReason_DUPLICATE_QUOTE = 6 |
const char | OrderCapacity_PROPRIETARY = 'G' |
const char | OrderCapacity_RISKLESS_PRINCIPAL = 'R' |
const char | OrderCapacity_AGENT_FOR_OTHER_MEMBER = 'W' |
const char | OrderCapacity_PRINCIPAL = 'P' |
const char | OrderCapacity_AGENCY = 'A' |
const char | OrderCapacity_INDIVIDUAL = 'I' |
const char | OrderCapacity_AGENTOTHERMEMBER = 'W' |
const char | OrderCapacity_RISKLESSPRINCIPAL = 'R' |
const int | QuoteAckStatus_CANCELED_FOR_UNDERLYING = 3 |
const int | QuoteAckStatus_CANCELED_ALL = 4 |
const int | QuoteAckStatus_CANCELED_FOR_SECURITY_TYPE = 2 |
const int | QuoteAckStatus_REJECTED = 5 |
const int | QuoteAckStatus_CANCELED_FOR_SYMBOL = 1 |
const int | QuoteAckStatus_ACCEPTED = 0 |
const int | UserRequestType_CHANGE_PASSWORD_FOR_USER = 3 |
const int | UserRequestType_CHANGEPASSWORDFORUSER = 3 |
const int | UserRequestType_LOGOFFUSER = 2 |
const int | UserRequestType_LOG_OFF_USER = 2 |
const int | UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS = 4 |
const int | UserRequestType_REQUESTINDIVIDUALUSERSTATUS = 4 |
const int | UserRequestType_LOGONUSER = 1 |
const int | UserRequestType_LOG_ON_USER = 1 |
const int | TradeReportTransType_REPLACE = 2 |
const int | TradeReportTransType_NEW = 0 |
const int | TradeReportTransType_REVERSE = 4 |
const int | TradeReportTransType_CANCEL = 1 |
const int | TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE = 5 |
const int | TradeReportTransType_RELEASE = 3 |
const char | AdvSide_CROSS = 'X' |
const char | AdvSide_TRADE = 'T' |
const char | AdvSide_BUY = 'B' |
const char | AdvSide_SELL = 'S' |
const int | CoveredOrUncovered_COVERED = 0 |
const int | CoveredOrUncovered_UNCOVERED = 1 |
const int | AcctIDSource_TFMGSPTA = 3 |
const int | AcctIDSource_TFM = 3 |
const int | AcctIDSource_DTCCCODE = 5 |
const int | AcctIDSource_SIDCODE = 2 |
const int | AcctIDSource_OMGEOALERTID = 4 |
const int | AcctIDSource_BIC = 1 |
const int | AcctIDSource_OTHER = 99 |
const int | AcctIDSource_OMGEO = 4 |
const int | AcctIDSource_SID_CODE = 2 |
const int | AcctIDSource_DTCC_CODE = 5 |
const int | TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA = 2 |
const int | TradeRequestType_ALL_TRADES = 0 |
const int | TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST = 1 |
const int | TradeRequestType_UNREPORTEDTRADES = 3 |
const int | TradeRequestType_ALLTRADES = 0 |
const int | TradeRequestType_ADVISORIESMATCH = 4 |
const int | TradeRequestType_MATCHEDTRADES = 1 |
const int | TradeRequestType_UNMATCHEDTRADES = 2 |
const int | TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA = 3 |
const int | TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA = 4 |
const int | TradSesStatus_PRECLOSE = 5 |
const int | TradSesStatus_HALTED = 1 |
const int | TradSesStatus_REQREJ = 6 |
const int | TradSesStatus_REQUEST_REJECTED = 6 |
const int | TradSesStatus_OPEN = 2 |
const int | TradSesStatus_PREOPEN = 4 |
const int | TradSesStatus_PRE_OPEN = 4 |
const int | TradSesStatus_UNKNOWN = 0 |
const int | TradSesStatus_PRE_CLOSE = 5 |
const int | TradSesStatus_CLOSED = 3 |
const int | PegPriceType_LAST_PEG = 1 |
const int | PegPriceType_PRIMARY_PEG = 5 |
const int | PegPriceType_OPENING_PEG = 3 |
const int | PegPriceType_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 6 |
const int | PegPriceType_TRAILING_STOP_PEG = 8 |
const int | PegPriceType_PEG_TO_LIMIT_PRICE = 9 |
const int | PegPriceType_MID_PRICE_PEG = 2 |
const int | PegPriceType_MARKET_PEG = 4 |
const int | PegPriceType_PEG_TO_VWAP = 7 |
const int | StreamAsgnRejReason_NO_AVAILABLE_STREAM = 3 |
const int | StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE = 1 |
const int | StreamAsgnRejReason_UNKNOWN_CLIENT = 0 |
const int | StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR = 2 |
const int | StreamAsgnRejReason_OTHER = 99 |
const char | ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT [] = "FUTDA" |
const char | ValuationMethod_PREMIUM_STYLE [] = "EQTY" |
const char | ValuationMethod_CDS_IN_DELIVERY [] = "CDSD" |
const char | ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON [] = "CDS" |
const char | ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET [] = "FUT" |
const char | TriggerType_SPECIFIED_TRADING_SESSION = '2' |
const char | TriggerType_NEXT_AUCTION = '3' |
const char | TriggerType_PRICE_MOVEMENT = '4' |
const char | TriggerType_PARTIAL_EXECUTION = '1' |
const char | PriceProtectionScope_LOCAL = '1' |
const char | PriceProtectionScope_NONE = '0' |
const char | PriceProtectionScope_GLOBAL = '3' |
const char | PriceProtectionScope_NATIONAL = '2' |
const int | TradeReportRejectReason_SUCCESSFULDEFAULT = 0 |
const int | TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES = 3 |
const int | TradeReportRejectReason_SUCCESSFUL = 0 |
const int | TradeReportRejectReason_INVALID_PARTY_ONFORMATION = 1 |
const int | TradeReportRejectReason_UNKNOWN_INSTRUMENT = 2 |
const int | TradeReportRejectReason_OTHER = 99 |
const int | TradeReportRejectReason_INVALIDTRADETYPE = 4 |
const int | TradeReportRejectReason_UNKNOWNINSTRUMENT = 2 |
const int | TradeReportRejectReason_INVALID_TRADE_TYPE = 4 |
const int | TradeReportRejectReason_UNAUTHORIZEDTOREPORTTRADES = 3 |
const int | TradeReportRejectReason_INVALIDPARTYINFORMATION = 1 |
const int | SecurityListType_NEWSPAPER_LIST = 4 |
const int | SecurityListType_TRADING_LIST = 2 |
const int | SecurityListType_INDUSTRY_CLASSIFICATION = 1 |
const int | SecurityListType_MARKET = 3 |
const int | QuoteRejectReason_QUOTE_LOCKED = 11 |
const int | QuoteRejectReason_UNKNSYM = 1 |
const int | QuoteRejectReason_EXCHCLSD = 2 |
const int | QuoteRejectReason_DUPORD = 6 |
const int | QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 13 |
const int | QuoteRejectReason_INVALID_PRICE = 8 |
const int | QuoteRejectReason_TOOLATE = 4 |
const int | QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9 |
const int | QuoteRejectReason_TOO_LATE_TO_ENTER = 4 |
const int | QuoteRejectReason_UNKNORD = 5 |
const int | QuoteRejectReason_INVPX = 8 |
const int | QuoteRejectReason_EXCHANGE = 2 |
const int | QuoteRejectReason_INVSPREAD = 7 |
const int | QuoteRejectReason_UNKNOWN_SYMBOL = 1 |
const int | QuoteRejectReason_NOTAUTH = 9 |
const int | QuoteRejectReason_OTHER = 99 |
const int | QuoteRejectReason_INVALID_BID_ASK_SPREAD = 7 |
const int | QuoteRejectReason_UNKNOWN_QUOTE = 5 |
const int | QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 12 |
const int | QuoteRejectReason_ORDEXLIM = 3 |
const int | QuoteRejectReason_DUPLICATE_QUOTE = 6 |
const int | QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 10 |
const int | QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3 |
const char | PossResend_NO = 'N' |
const char | PossResend_YES = 'Y' |
const int | QuantityType_SHARES = 1 |
const int | QuantityType_CURRENTFACE = 3 |
const int | QuantityType_PAR = 8 |
const int | QuantityType_BONDS = 2 |
const int | QuantityType_ORIGINALFACE = 4 |
const int | QuantityType_CONTRACTS = 6 |
const int | QuantityType_OTHER = 7 |
const int | QuantityType_CURRENCY = 5 |
const int | ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 4 |
const int | ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE = 3 |
const int | ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE = 1 |
const int | ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE = 5 |
const int | ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 2 |
const int | ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT = 3 |
const int | ImpliedMarketIndicator_NOT_IMPLIED = 0 |
const int | ImpliedMarketIndicator_IMPLIED_OUT = 2 |
const int | ImpliedMarketIndicator_IMPLIED_IN = 1 |
const int | QuoteRequestType_AUTOMATIC = 2 |
const int | QuoteRequestType_MAN = 1 |
const int | QuoteRequestType_AUTO = 2 |
const int | QuoteRequestType_MANUAL = 1 |
const int | SecurityRequestResult_INSTRUMENTUNAVAILABLE = 4 |
const int | SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2 |
const int | SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA = 3 |
const int | SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE = 4 |
const int | SecurityRequestResult_VALID_REQUEST = 0 |
const int | SecurityRequestResult_VALIDREQ = 0 |
const int | SecurityRequestResult_NOINSTRUMENTSFOUND = 2 |
const int | SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1 |
const int | SecurityRequestResult_NOTAUTHORIZED = 3 |
const int | SecurityRequestResult_NOTSUPPORTED = 5 |
const int | SecurityRequestResult_INVALIDREQ = 1 |
const int | SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED = 5 |
const char | OrderRestrictions_ISSUER_HOLDING = 'B' |
const char | OrderRestrictions_NON_INDEXARBITRAGE = '3' |
const char | OrderRestrictions_EXMRKTPART = '8' |
const char | OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY = '5' |
const char | OrderRestrictions_NON_ALGORITHMIC = 'D' |
const char | OrderRestrictions_EXTNERAL_INTER_CONNECTED_MARKET_LINKAGE = '9' |
const char | OrderRestrictions_NON_INDEX_ARBITRAGE = '3' |
const char | OrderRestrictions_ACTING_AS_MARKET_MAKER_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY = '6' |
const char | OrderRestrictions_PROGRAM_TRADE = '1' |
const char | OrderRestrictions_ISSUE_PRICE_STABILIZATION = 'C' |
const char | OrderRestrictions_INDEXARBITRAGE = '2' |
const char | OrderRestrictions_ACTMMDERIV = '6' |
const char | OrderRestrictions_FORENTITY = '7' |
const char | OrderRestrictions_CROSS = 'F' |
const char | OrderRestrictions_PROGRAMTRADE = '1' |
const char | OrderRestrictions_RISKARB = 'A' |
const char | OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE = '9' |
const char | OrderRestrictions_FOREIGN_ENTITY = '7' |
const char | OrderRestrictions_COMPETINGMARKETMAKER = '4' |
const char | OrderRestrictions_EXINTMRKTLINK = '9' |
const char | OrderRestrictions_INDEX_ARBITRAGE = '2' |
const char | OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT = '8' |
const char | OrderRestrictions_ALGORITHMIC = 'E' |
const char | OrderRestrictions_ACTMM = '5' |
const char | OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY = '6' |
const char | OrderRestrictions_RISKLESS_ARBITRAGE = 'A' |
const char | OrderRestrictions_COMPETING_MARKET_MAKER = '4' |
const char | ListExecInstType_WAIT_FOR_EXECUT_INSTRUCTION = '2' |
const char | ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN = '3' |
const char | ListExecInstType_IMMED = '1' |
const char | ListExecInstType_WAIT = '2' |
const char | ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW = '5' |
const char | ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3 = '3' |
const char | ListExecInstType_IMMEDIATE = '1' |
const char | ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4 = '4' |
const char | ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5 = '5' |
const char | ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP = '4' |
const char | ListExecInstType_EXCHCIVBUYTOP = '4' |
const char | ListExecInstType_EXCHCIVBUYWD = '5' |
const char | ListExecInstType_EXCHCIVSELL = '3' |
const char | ListExecInstType_WAIT_FOR_EXECUTE_INSTRUCTION = '2' |
const int | DistribPaymentMethod_FED_WIRE = 7 |
const int | DistribPaymentMethod_ACH_CREDIT = 9 |
const int | DistribPaymentMethod_EUROCLEAR = 3 |
const int | DistribPaymentMethod_TELEGRAPHICTRANSFER = 6 |
const int | DistribPaymentMethod_ACHCREDIT = 9 |
const int | DistribPaymentMethod_TELEGRAPHIC_TRANSFER = 6 |
const int | DistribPaymentMethod_FEDWIRE = 7 |
const int | DistribPaymentMethod_CHEQUE = 5 |
const int | DistribPaymentMethod_DIRECT_CREDIT = 8 |
const int | DistribPaymentMethod_CREST = 1 |
const int | DistribPaymentMethod_BPAY = 10 |
const int | DistribPaymentMethod_CLEARSTREAM = 4 |
const int | DistribPaymentMethod_DIRECTCREDITBECSBACS = 8 |
const int | DistribPaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS = 11 |
const int | DistribPaymentMethod_NSCC = 2 |
const int | DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS = 11 |
const int | DistribPaymentMethod_REINVESTINFUND = 12 |
const int | DistribPaymentMethod_REINVEST_IN_FUND = 12 |
const int | OrderHandlingInstSource_NASD_OATS = 1 |
const int | AffirmStatus_CONFIRMREJECTED = 2 |
const int | AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED = 2 |
const int | AffirmStatus_AFFIRMED = 3 |
const int | AffirmStatus_RECEIVED = 1 |
const int | OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2 |
const int | OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1 |
const int | OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3 |
const int | OrigCustOrderCapacity_ALL_OTHER = 4 |
const int | AllocMethod_GUARANTOR = 2 |
const int | AllocMethod_AUTOMATIC = 1 |
const int | AllocMethod_MANUAL = 3 |
const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY = '1' |
const char | MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 'C' |
const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP = 'A' |
const char | MassCancelResponse_CXLORDERSSECURITYTYPE = '5' |
const char | MassCancelResponse_CXLORDERSUNDERLYINGSECURITY = '2' |
const char | MassCancelResponse_CXLORDERSTRDSESSION = '6' |
const char | MassCancelResponse_CXLALLORDERS = '7' |
const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET = '8' |
const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT = '9' |
const char | MassCancelResponse_CXLREQREJ = '0' |
const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5' |
const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6' |
const char | MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2' |
const char | MassCancelResponse_CXLORDERSSECURITY = '1' |
const char | MassCancelResponse_CXLORDERSPRODUCT = '3' |
const char | MassCancelResponse_CANCEL_ALL_ORDERS = '7' |
const char | MassCancelResponse_CANCEL_REQUEST_REJECTED = '0' |
const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER = 'B' |
const char | MassCancelResponse_CXLORDERSCFICODE = '4' |
const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE = '4' |
const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT = '3' |
const int | StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER = 1 |
const int | StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER = 2 |
const char | SymbolSfx_EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE [] = "CD" |
const char | SymbolSfx_EUCPLUMPSUMINTEREST [] = "CD" |
const char | SymbolSfx_WHENISSUED [] = "WI" |
const char | SymbolSfx_WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN [] = "WI" |
const char | ExDestinationIDSource_PROPRIETARY = 'D' |
const char | ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER = 'C' |
const char | ExDestinationIDSource_BIC = 'B' |
const char | ExDestinationIDSource_MIC = 'G' |
const char | ExDestinationIDSource_ISO_COUNTRY_CODE = 'E' |
const int | SecurityListRequestType_ALLSECURITIES = 4 |
const int | SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 5 |
const int | SecurityListRequestType_SECURITYTYPECFICODE = 1 |
const int | SecurityListRequestType_SYMBOL = 0 |
const int | SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE = 1 |
const int | SecurityListRequestType_TRADINGSESSIONID = 3 |
const int | SecurityListRequestType_ALL_SECURITIES = 4 |
const int | SecurityListRequestType_PRODUCT = 2 |
const int | CollAsgnReason_FORWARDCOLLATERALDEMAND = 5 |
const int | CollAsgnReason_ADVERSETAXEVENT = 7 |
const int | CollAsgnReason_MARGINDEFICIENCY = 3 |
const int | CollAsgnReason_TIME_WARNING = 2 |
const int | CollAsgnReason_TIMEWARNING = 2 |
const int | CollAsgnReason_ADVERSE_TAX_EVENT = 7 |
const int | CollAsgnReason_MARGINEXCESS = 4 |
const int | CollAsgnReason_MARGIN_DEFICIENCY = 3 |
const int | CollAsgnReason_SCHEDULED = 1 |
const int | CollAsgnReason_INITIAL = 0 |
const int | CollAsgnReason_FORWARD_COLLATERAL_DEMAND = 5 |
const int | CollAsgnReason_EVENTOFDEFAULT = 6 |
const int | CollAsgnReason_MARGIN_EXCESS = 4 |
const int | CollAsgnReason_EVENT_OF_DEFAULT = 6 |
const int | SettlPriceType_FINAL = 1 |
const int | SettlPriceType_THEORETICAL = 2 |
const char | DealingCapacity_RISKLESS_PRINCIPAL = 'R' |
const char | DealingCapacity_PRINCIPAL = 'P' |
const char | DealingCapacity_AGENT = 'A' |
const int | RateSourceType_SECONDARY = 1 |
const int | RateSourceType_PRIMARY = 0 |
const char | AggregatedBook_NO = 'N' |
const char | AggregatedBook_YES = 'Y' |
const int | PosQtyStatus_SUBMITTED = 0 |
const int | PosQtyStatus_REJECTED = 2 |
const int | PosQtyStatus_ACCEPTED = 1 |
const char | MsgType_TradingSessionStatusRequest [] = "g" |
const char | MsgType_ListStatus [] = "N" |
const char | MsgType_Email [] = "C" |
const char | MsgType_ListExecute [] = "L" |
const char | MsgType_Confirmation [] = "AK" |
const char | MsgType_NewOrderMultileg [] = "AB" |
const char | MsgType_IndicationofInterest [] = "6" |
const char | MsgType_MarketDataIncrementalRefresh [] = "X" |
const char | MsgType_TradeCaptureReport [] = "AE" |
const char | MsgType_RequestForPositionsAck [] = "AO" |
const char | MsgType_StreamAssignmentRequest [] = "CC" |
const char | MsgType_SecurityListRequest [] = "x" |
const char | MsgType_CollateralReport [] = "BA" |
const char | MsgType_PositionMaintenanceReport [] = "AM" |
const char | MsgType_PositionReport [] = "AP" |
const char | MsgType_StreamAssignmentReportACK [] = "CE" |
const char | MsgType_UserRequest [] = "BE" |
const char | MsgType_PositionMaintenanceRequest [] = "AL" |
const char | MsgType_NetworkCounterpartySystemStatusResponse [] = "BD" |
const char | MsgType_NewOrderCross [] = "s" |
const char | MsgType_AdjustedPositionReport [] = "BL" |
const char | MsgType_Logon [] = "A" |
const char | MsgType_IOI [] = "6" |
const char | MsgType_ListStrikePrice [] = "m" |
const char | MsgType_BidRequest [] = "k" |
const char | MsgType_TradingSessionStatus [] = "h" |
const char | MsgType_RegistrationInstructionsResponse [] = "p" |
const char | MsgType_Advertisement [] = "7" |
const char | MsgType_MassQuote [] = "i" |
const char | MsgType_Logout [] = "5" |
const char | MsgType_AllocationReport [] = "AS" |
const char | MsgType_SecurityDefinitionUpdateReport [] = "BP" |
const char | MsgType_ListStatusRequest [] = "M" |
const char | MsgType_BusinessMessageReject [] = "j" |
const char | MsgType_ConfirmationAck [] = "AU" |
const char | MsgType_TestRequest [] = "1" |
const char | MsgType_SecurityList [] = "y" |
const char | MsgType_ListCancelRequest [] = "K" |
const char | MsgType_News [] = "B" |
const char | MsgType_TradingSessionListUpdateReport [] = "BS" |
const char | MsgType_Heartbeat [] = "0" |
const char | MsgType_QuoteAcknowledgement [] = "b" |
const char | MsgType_AllocationReportAck [] = "AT" |
const char | MsgType_ConfirmationRequest [] = "BH" |
const char | MsgType_OrderMassActionReport [] = "BZ" |
const char | MsgType_CollateralInquiry [] = "BB" |
const char | MsgType_SecurityTypeRequest [] = "v" |
const char | MsgType_NewOrderList [] = "E" |
const char | MsgType_ExecutionAcknowledgement [] = "BN" |
const char | MsgType_TradingSessionListRequest [] = "BI" |
const char | MsgType_SecurityTypes [] = "w" |
const char | MsgType_MarketDefinition [] = "BU" |
const char | MsgType_SequenceReset [] = "4" |
const char | MsgType_CollateralResponse [] = "AZ" |
const char | MsgType_MassQuoteAcknowledgement [] = "b" |
const char | MsgType_QuoteResponse [] = "AJ" |
const char | MsgType_QuoteStatusRequest [] = "a" |
const char | MsgType_QuoteCancel [] = "Z" |
const char | MsgType_ContraryIntentionReport [] = "BO" |
const char | MsgType_PartyDetailsListReport [] = "CG" |
const char | MsgType_PartyDetailsListRequest [] = "CF" |
const char | MsgType_CrossOrderCancelRequest [] = "u" |
const char | MsgType_NewOrderSingle [] = "D" |
const char | MsgType_DerivativeSecurityListRequest [] = "z" |
const char | MsgType_CollateralRequest [] = "AX" |
const char | MsgType_UserNotification [] = "CB" |
const char | MsgType_UserResponse [] = "BF" |
const char | MsgType_DontKnowTrade [] = "Q" |
const char | MsgType_TradeCaptureReportAck [] = "AR" |
const char | MsgType_ApplicationMessageRequest [] = "BW" |
const char | MsgType_MultilegOrderCancelReplace [] = "AC" |
const char | MsgType_OrderCancelReject [] = "9" |
const char | MsgType_ExecutionReport [] = "8" |
const char | MsgType_QuoteStatusReport [] = "AI" |
const char | MsgType_ResendRequest [] = "2" |
const char | MsgType_Quote [] = "S" |
const char | MsgType_SettlementInstructionRequest [] = "AV" |
const char | MsgType_SecurityListUpdateReport [] = "BK" |
const char | MsgType_AllocationInstructionAlert [] = "BM" |
const char | MsgType_TradeCaptureReportRequestAck [] = "AQ" |
const char | MsgType_AllocationInstruction [] = "J" |
const char | MsgType_Allocation [] = "J" |
const char | MsgType_ApplicationMessageReport [] = "BY" |
const char | MsgType_RegistrationInstructions [] = "o" |
const char | MsgType_SecurityDefinition [] = "d" |
const char | MsgType_SecurityDefinitionRequest [] = "c" |
const char | MsgType_SecurityStatus [] = "f" |
const char | MsgType_DerivativeSecurityList [] = "AA" |
const char | MsgType_NetworkCounterpartySystemStatusRequest [] = "BC" |
const char | MsgType_MarketDefinitionRequest [] = "BT" |
const char | MsgType_Reject [] = "3" |
const char | MsgType_DerivativeSecurityListUpdateReport [] = "BR" |
const char | MsgType_QuoteRequestReject [] = "AG" |
const char | MsgType_OrderMassStatusRequest [] = "AF" |
const char | MsgType_ApplicationMessageRequestAck [] = "BX" |
const char | MsgType_SecurityStatusRequest [] = "e" |
const char | MsgType_AllocationACK [] = "P" |
const char | MsgType_MarketDefinitionUpdateReport [] = "BV" |
const char | MsgType_CrossOrderCancelReplaceRequest [] = "t" |
const char | MsgType_OrderMassCancelReport [] = "r" |
const char | MsgType_AssignmentReport [] = "AW" |
const char | MsgType_BidResponse [] = "l" |
const char | MsgType_RequestForPositions [] = "AN" |
const char | MsgType_SettlementObligationReport [] = "BQ" |
const char | MsgType_OrderMassCancelRequest [] = "q" |
const char | MsgType_TradingSessionList [] = "BJ" |
const char | MsgType_OrderStatusRequest [] = "H" |
const char | MsgType_CollateralAssignment [] = "AY" |
const char | MsgType_StreamAssignmentReport [] = "CD" |
const char | MsgType_OrderMassActionRequest [] = "CA" |
const char | MsgType_AllocationAck [] = "P" |
const char | MsgType_QuoteRequest [] = "R" |
const char | MsgType_CollateralInquiryAck [] = "BG" |
const char | MsgType_MarketDataSnapshotFullRefresh [] = "W" |
const char | MsgType_SettlementInstructions [] = "T" |
const char | MsgType_OrderCancelReplaceRequest [] = "G" |
const char | MsgType_TradeCaptureReportRequest [] = "AD" |
const char | MsgType_RFQRequest [] = "AH" |
const char | MsgType_OrderCancelRequest [] = "F" |
const char | MsgType_MultilegOrderCancelReplaceRequest [] = "AC" |
const char | MsgType_AllocationInstructionAck [] = "P" |
const char | MsgType_MarketDataRequest [] = "V" |
const char | MsgType_MarketDataRequestReject [] = "Y" |
const char | MultiLegReportingType_SINGLE = '1' |
const char | MultiLegReportingType_MULTILEG = '3' |
const char | MultiLegReportingType_SINGLE_SECURITY = '1' |
const char | MultiLegReportingType_MULTI_LEG_SECURITY = '3' |
const char | MultiLegReportingType_INDIVLEG = '2' |
const char | MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY = '2' |
const char | MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = '2' |
const char | IDSource_EXCHANGE_SYMBOL [] = "8" |
const char | IDSource_RIC_CODE [] = "5" |
const char | IDSource_ISO_CURRENCY_CODE [] = "6" |
const char | IDSource_ISIN_NUMBER [] = "4" |
const char | IDSource_SEDOL [] = "2" |
const char | IDSource_ISO_COUNTRY_CODE [] = "7" |
const char | IDSource_CONSOLIDATED_TAPE_ASSOCIATION [] = "9" |
const char | IDSource_QUIK [] = "3" |
const char | IDSource_CUSIP [] = "1" |
const char | OrdStatus_NEW = '0' |
const char | OrdStatus_CALCULATED = 'B' |
const char | OrdStatus_PENDINGNEW = 'A' |
const char | OrdStatus_PENDING_CANCEL = '6' |
const char | OrdStatus_PARTIAL = '1' |
const char | OrdStatus_PENDING_CANCEL_REPLACE = '6' |
const char | OrdStatus_PENDING_NEW = 'A' |
const char | OrdStatus_STOPPED = '7' |
const char | OrdStatus_FILLED = '2' |
const char | OrdStatus_PENDING_REPLACE = 'E' |
const char | OrdStatus_CANCELED = '4' |
const char | OrdStatus_ACCEPTED_FOR_BIDDING = 'D' |
const char | OrdStatus_SUSPENDED = '9' |
const char | OrdStatus_DONE = '3' |
const char | OrdStatus_REJECTED = '8' |
const char | OrdStatus_PARTIALLY_FILLED = '1' |
const char | OrdStatus_EXPIRED = 'C' |
const char | OrdStatus_REPLACED = '5' |
const char | OrdStatus_DONE_FOR_DAY = '3' |
const char | OrdStatus_ACCEPTBIDDING = 'D' |
const char | OrdStatus_PENDINGREP = 'E' |
const int | CustomerOrFirm_FIRM = 1 |
const int | CustomerOrFirm_CUSTOMER = 0 |
const int | AdjustmentType_DELTA_MINUS = 2 |
const int | AdjustmentType_DELTAPLUS = 1 |
const int | AdjustmentType_DELTA_PLUS = 1 |
const int | AdjustmentType_DELTAMINUS = 2 |
const int | AdjustmentType_FINAL = 3 |
const int | AdjustmentType_PROCESSREQUESTASMARGINDISPOSITION = 0 |
const int | AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION = 0 |
const char | AsOfIndicator_TRUE = '1' |
const char | AsOfIndicator_FALSE = '0' |
const int | MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT = 9 |
const int | MassActionScope_ALL_ORDERS_FOR_A_MARKET = 8 |
const int | MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2 |
const int | MassActionScope_ALL_ORDERS = 7 |
const int | MassActionScope_ALL_ORDERS_FOR_A_CFICODE = 4 |
const int | MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 12 |
const int | MassActionScope_ALL_ORDERS_FOR_A_SECURITY = 1 |
const int | MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION = 6 |
const int | MassActionScope_CANCEL_FOR_SECURITY_ISSUER = 11 |
const int | MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP = 10 |
const int | MassActionScope_ALL_ORDERS_FOR_A_PRODUCT = 3 |
const int | MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE = 5 |
const char | VenueType_PIT = 'P' |
const char | VenueType_EX_PIT = 'X' |
const char | VenueType_ELECTRONIC = 'E' |
const int | MassActionType_CANCEL_ORDERS = 3 |
const int | MassActionType_RELEASE_ORDERS_FROM_SUSPENSION = 2 |
const int | MassActionType_SUSPEND_ORDERS = 1 |
const int | PosMaintResult_SUCCESSFULCOMPLETION = 0 |
const int | PosMaintResult_SUCCESSFUL_COMPLETION = 0 |
const int | PosMaintResult_OTHER = 99 |
const int | PosMaintResult_REJECTED = 1 |
const char | IOIShares_MEDIUM [] = "M" |
const char | IOIShares_LARGE [] = "L" |
const char | IOIShares_SMALL [] = "S" |
const int | PegOffsetType_PRICE = 0 |
const int | PegOffsetType_BASISPOINTS = 1 |
const int | PegOffsetType_PRICE_TIER = 3 |
const int | PegOffsetType_TICKS = 2 |
const int | PegOffsetType_PRICETIERLEVEL = 3 |
const int | PegOffsetType_BASIS_POINTS = 1 |
const int | MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT = 8 |
const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1 |
const int | MassCancelRejectReason_INVALIDSECURITY = 1 |
const int | MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED = 0 |
const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9 |
const int | MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY = 2 |
const int | MassCancelRejectReason_INVALIDPRODUCT = 3 |
const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11 |
const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5 |
const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4 |
const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6 |
const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET = 7 |
const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_TYPE = 5 |
const int | MassCancelRejectReason_INVALIDUNDERLYING = 2 |
const int | MassCancelRejectReason_OTHER = 99 |
const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10 |
const int | MassCancelRejectReason_INVALIDCFICODE = 4 |
const int | MassCancelRejectReason_INVALIDSECURITYTYPE = 5 |
const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3 |
const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_UNDERLYING = 2 |
const int | MassCancelRejectReason_INVALIDTRDSESSION = 6 |
const int | MassCancelRejectReason_MASSCXLNOTSUPPORTED = 0 |
const int | ResponseTransportType_OUTOFBAND = 1 |
const int | ResponseTransportType_INBAND = 0 |
const int | ResponseTransportType_OUT_OF_BAND = 1 |
const int | TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID = 1 |
const int | TradSesStatusRejReason_UNKNOWNTRADINGSESSIONID = 1 |
const int | TradSesStatusRejReason_OTHER = 99 |
const int | TrdRegTimestampType_EXECUTION_TIME = 1 |
const int | TrdRegTimestampType_BROKEREXECUTION = 5 |
const int | TrdRegTimestampType_BROKERRECEIPT = 4 |
const int | TrdRegTimestampType_TIMEIN = 2 |
const int | TrdRegTimestampType_TIME_IN = 2 |
const int | TrdRegTimestampType_TIMEOUT = 3 |
const int | TrdRegTimestampType_SUBMISSION_TO_CLEARING = 7 |
const int | TrdRegTimestampType_BROKER_RECEIPT = 4 |
const int | TrdRegTimestampType_DESK_RECEIPT = 6 |
const int | TrdRegTimestampType_EXECUTIONTIME = 1 |
const int | TrdRegTimestampType_BROKER_EXECUTION = 5 |
const int | TrdRegTimestampType_TIME_OUT = 3 |
const char | ApplVerID_FIX50SP1 [] = "8" |
const char | ApplVerID_FIX27 [] = "0" |
const char | ApplVerID_FIX50SP2 [] = "9" |
const char | ApplVerID_FIX50 [] = "7" |
const char | ApplVerID_FIX40 [] = "2" |
const char | ApplVerID_FIX41 [] = "3" |
const char | ApplVerID_FIX30 [] = "1" |
const char | ApplVerID_FIX42 [] = "4" |
const char | ApplVerID_FIX43 [] = "5" |
const char | ApplVerID_FIX44 [] = "6" |
const char | HandlInst_MANUAL_ORDER_BEST_EXECUTION = '3' |
const char | HandlInst_AUTOEXECPUB = '2' |
const char | HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION = '1' |
const char | HandlInst_AUTOEXECPRIV = '1' |
const char | HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK = '2' |
const char | HandlInst_MANUAL = '3' |
const char | TradingSessionSubID_POST_TRADING [] = "5" |
const char | TradingSessionSubID_INTRADAY_AUCTION [] = "6" |
const char | TradingSessionSubID_PRE_TRADING [] = "1" |
const char | TradingSessionSubID_QUIESCENT [] = "7" |
const char | TradingSessionSubID_3 [] = "3" |
const char | TradingSessionSubID_OPENING_OR_OPENING_AUCTION [] = "2" |
const char | TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION [] = "4" |
const char | MDEntryType_SWAP_VALUE_FACTOR = 'S' |
const char | MDEntryType_OPEN_INTEREST = 'C' |
const char | MDEntryType_COMPOSITE_UNDERLYING_PRICE = 'D' |
const char | MDEntryType_SESSION_HIGH_BID = 'N' |
const char | MDEntryType_INDEXVALUE = '3' |
const char | MDEntryType_OPENINTEREST = 'C' |
const char | MDEntryType_CLOSING_PRICE = '5' |
const char | MDEntryType_PRIOR_SETTLE_PRICE = 'M' |
const char | MDEntryType_TRADING_SESSION_VWAP_PRICE = '9' |
const char | MDEntryType_TRADING_SESSION_LOW_PRICE = '8' |
const char | MDEntryType_SETTLE_HIGH_PRICE = 'K' |
const char | MDEntryType_IMBALANCE = 'A' |
const char | MDEntryType_FIXING_PRICE = 'W' |
const char | MDEntryType_CASH_RATE = 'X' |
const char | MDEntryType_CLOSING = '5' |
const char | MDEntryType_OPENING = '4' |
const char | MDEntryType_OPENING_PRICE = '4' |
const char | MDEntryType_TRADINGHIGH = '7' |
const char | MDEntryType_TRADEVOLUME = 'B' |
const char | MDEntryType_TRADE = '2' |
const char | MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'V' |
const char | MDEntryType_SIMULATED_SELL_PRICE = 'E' |
const char | MDEntryType_EMPTY_BOOK = 'J' |
const char | MDEntryType_AUCTION_CLEARING_PRICE = 'Q' |
const char | MDEntryType_BID = '0' |
const char | MDEntryType_RECOVERY_RATE_FOR_SHORT = 'a' |
const char | MDEntryType_SIMULATED_BUY_PRICE = 'F' |
const char | MDEntryType_EARLY_PRICES = 'P' |
const char | MDEntryType_TRADINGLOW = '8' |
const char | MDEntryType_TRADING_SESSION_HIGH_PRICE = '7' |
const char | MDEntryType_INDEX_VALUE = '3' |
const char | MDEntryType_RECOVERY_RATE_FOR_LONG = 'Z' |
const char | MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'R' |
const char | MDEntryType_MID_PRICE = 'H' |
const char | MDEntryType_SETTLEMENT = '6' |
const char | MDEntryType_RECOVERY_RATE = 'Y' |
const char | MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'T' |
const char | MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'U' |
const char | MDEntryType_TRADE_VOLUME = 'B' |
const char | MDEntryType_MARGIN_RATE = 'G' |
const char | MDEntryType_SETTLE_LOW_PRICE = 'L' |
const char | MDEntryType_SESSION_LOW_OFFER = 'O' |
const char | MDEntryType_TRADINGVWAP = '9' |
const char | MDEntryType_SETTLEMENT_PRICE = '6' |
const char | MDEntryType_OFFER = '1' |
const int | PegMoveType_FLOATING = 0 |
const int | PegMoveType_FIXED = 1 |
const int | AvgPxIndicator_NOAVERAGEPRICING = 0 |
const int | AvgPxIndicator_NO_AVERAGE_PRICING = 0 |
const int | AvgPxIndicator_LASTTRADEAVERAGEPRICEGROUP = 2 |
const int | AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 1 |
const int | AvgPxIndicator_TRADEAVERAGEPRICEGROUP = 1 |
const int | AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 2 |
const char | CancellationRights_NO_WAIVER_AGREEMENT = 'M' |
const char | CancellationRights_NO_M = 'M' |
const char | CancellationRights_NO_N = 'N' |
const char | CancellationRights_NOINSTIT = 'O' |
const char | CancellationRights_NO_INSTITUTIONAL = 'O' |
const char | CancellationRights_YES = 'Y' |
const char | CancellationRights_NO_O = 'O' |
const char | CancellationRights_NOEXECONLY = 'N' |
const char | CancellationRights_NO_EXECUTION_ONLY = 'N' |
const char | CancellationRights_NOWAIVER = 'M' |
const char | ExecPriceType_CREATIONPRICEADJAMT = 'E' |
const char | ExecPriceType_CREATION_PRICE = 'C' |
const char | ExecPriceType_CREATIONPRICE = 'C' |
const char | ExecPriceType_SINGLEPRICE = 'S' |
const char | ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT = 'D' |
const char | ExecPriceType_OFFERPRICE = 'O' |
const char | ExecPriceType_BIDPRICE = 'B' |
const char | ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT = 'P' |
const char | ExecPriceType_CREATIONPRICEADJPCT = 'D' |
const char | ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT = 'Q' |
const char | ExecPriceType_OFFERPRICEMINUSADJAMT = 'Q' |
const char | ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT = 'E' |
const char | ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT = 'P' |
const char | ExecPriceType_OFFERPRICEMINUSADJPCT = 'P' |
const char | ExecPriceType_BID_PRICE = 'B' |
const char | ExecPriceType_SINGLE_PRICE = 'S' |
const char | ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT = 'D' |
const char | ExecPriceType_OFFER_PRICE = 'O' |
const int | AllocSettlInstType_PHONEFORINSTRUCTIONS = 4 |
const int | AllocSettlInstType_SSIDBIDSPROVIDED = 3 |
const int | AllocSettlInstType_FULLDETAILSPROVIDED = 2 |
const int | AllocSettlInstType_USEDEFAULTINSTRUCTIONS = 0 |
const int | AllocSettlInstType_SSI_DB_IDS_PROVIDED = 3 |
const int | AllocSettlInstType_PHONE_FOR_INSTRUCTIONS = 4 |
const int | AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED = 1 |
const int | AllocSettlInstType_FULL_DETAILS_PROVIDED = 2 |
const int | AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS = 0 |
const int | AllocSettlInstType_DERIVEFROMPARAMETERSPROVIDED = 1 |
const int | StatsType_AVERAGE_PRICE = 3 |
const int | StatsType_HIGH = 2 |
const int | StatsType_EXCHANGE_LAST = 1 |
const int | StatsType_TURNOVER = 4 |
const int | TradSesMode_SIMULATED = 2 |
const int | TradSesMode_PRODUCTION = 3 |
const int | TradSesMode_TESTING = 1 |
const char | SettlInstSource_INSTITUTIONS_INSTRUCTIONS = '2' |
const char | SettlInstSource_BROKERS_INSTRUCTIONS = '1' |
const char | SettlInstSource_INVESTORCIV = '3' |
const char | SettlInstSource_INVESTOR = '3' |
const char | SettlInstSource_INSTINSTR = '2' |
const char | SettlInstSource_BROKERINSTR = '1' |
const int | ExpType_DIFFERENCE = 5 |
const int | ExpType_FINAL_WILL_BE_EXERCISED = 3 |
const int | ExpType_NON_AUTO_EXERCISE = 2 |
const int | ExpType_CONTRARY_INTENTION = 4 |
const int | ExpType_AUTO_EXERCISE = 1 |
const char | SettlInstTransType_REPLACE = 'R' |
const char | SettlInstTransType_NEW = 'N' |
const char | SettlInstTransType_RESTATE = 'T' |
const char | SettlInstTransType_CANCEL = 'C' |
const int | TradeRequestResult_TRADEREQUESTTYPENOTSUPPORTED = 8 |
const int | TradeRequestResult_INVALIDORUNKNOWNINSTRUMENT = 1 |
const int | TradeRequestResult_INVALID_DESTINATION_REQUESTED = 5 |
const int | TradeRequestResult_UNAUTHORIZED_ROR_TRADE_CAPTURE_REPORT_REQUEST = 9 |
const int | TradeRequestResult_INVALIDTRANSPORTTYPEREQUESTED = 4 |
const int | TradeRequestResult_INVALIDPARTIES = 3 |
const int | TradeRequestResult_INVALIDDESTINATIONREQUESTED = 5 |
const int | TradeRequestResult_SUCCESSFUL = 0 |
const int | TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1 |
const int | TradeRequestResult_OTHER = 99 |
const int | TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED = 2 |
const int | TradeRequestResult_INVALID_PARTIES = 3 |
const int | TradeRequestResult_UNAUTHORIZEDFORTRADECAPTUREREPORTREQUEST = 9 |
const int | TradeRequestResult_NOT_AUTHORIZED = 9 |
const int | TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4 |
const int | TradeRequestResult_INVALIDTYPEOFTRADEREQUESTED = 2 |
const int | TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED = 8 |
const char | TestMessageIndicator_NO = 'N' |
const char | TestMessageIndicator_YES = 'Y' |
const int | ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE = 2 |
const int | ExpirationCycle_EXPIREONTRADINGSESSIONOPEN = 1 |
const int | ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE = 0 |
const int | ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN = 1 |
const int | ExpirationCycle_EXPIREONTRADINGSESSIONCLOSE = 0 |
const int | AllocCancReplaceReason_ORIGINALDETAILSINCORRECT = 1 |
const int | AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS = 2 |
const int | AllocCancReplaceReason_OTHER = 99 |
const int | AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT = 1 |
const int | AllocCancReplaceReason_CHANGEINUNDERLYINGORDERDETAILS = 2 |
const int | CxlRejReason_DUPLICATE_CLORDID = 6 |
const int | CxlRejReason_UNABLETOPROCESS = 4 |
const int | CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE = 7 |
const int | CxlRejReason_DUPCLORDID = 6 |
const int | CxlRejReason_DUPLICATE_CLORDID_RECEIVED = 6 |
const int | CxlRejReason_UNKNOWN_ORDER = 1 |
const int | CxlRejReason_TOO_LATE_TO_CANCEL = 0 |
const int | CxlRejReason_TOOLATE = 0 |
const int | CxlRejReason_ORIGORDMODTIME = 5 |
const int | CxlRejReason_INVALID_PRICE_INCREMENT = 18 |
const int | CxlRejReason_BROKEROPT = 2 |
const int | CxlRejReason_ALREADYPENDINGCXL = 3 |
const int | CxlRejReason_OTHER = 99 |
const int | CxlRejReason_BROKER = 2 |
const int | CxlRejReason_BROKER_OPTION = 2 |
const int | CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST = 4 |
const int | CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS = 3 |
const int | CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 8 |
const int | CxlRejReason_ORIGORDMODTIMEMISMATCH = 5 |
const int | CxlRejReason_ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER = 5 |
const int | CxlRejReason_UNKNOWN = 1 |
const int | RespondentType_SPECIFIED_MARKET_PARTICIPANTS = 2 |
const int | RespondentType_ALL_MARKET_MAKERS = 3 |
const int | RespondentType_ALL_MARKET_PARTICIPANTS = 1 |
const int | RespondentType_PRIMARY_MARKET_MAKER = 4 |
const char | DKReason_NO_MATCHING_ORDER = 'D' |
const char | DKReason_UNKNOWNSYMBOL = 'A' |
const char | DKReason_PRICE_EXCEEDS_LIMIT = 'E' |
const char | DKReason_QUANTITYEXCEEDSORDER = 'C' |
const char | DKReason_QUANTITY_EXCEEDS_ORDER = 'C' |
const char | DKReason_UNKNOWN_SYMBOL = 'A' |
const char | DKReason_OTHER = 'Z' |
const char | DKReason_WRONGSIDE = 'B' |
const char | DKReason_CALCULATIONDIFFERENCE = 'F' |
const char | DKReason_PRICEEXCEEDSLIMIT = 'E' |
const char | DKReason_WRONG_SIDE = 'B' |
const char | DKReason_CALCULATION_DIFFERENCE = 'F' |
const char | DKReason_NOMATCH = 'D' |
const char | PositionEffect_DEFAULT = 'D' |
const char | PositionEffect_CLOSE = 'C' |
const char | PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN = 'N' |
const char | PositionEffect_OPEN = 'O' |
const char | PositionEffect_FIFO = 'F' |
const char | PositionEffect_ROLLED = 'R' |
const char | TriggerAction_ACTIVATE = '1' |
const char | TriggerAction_MODIFY = '2' |
const char | TriggerAction_CANCEL = '3' |
const int | ClearingInstruction_BILATERALNETTINGONLY = 2 |
const int | ClearingInstruction_SPECIALTRADE = 4 |
const int | ClearingInstruction_EXCLUDE_FROM_ALL_NETTING = 1 |
const int | ClearingInstruction_AUTOMATIC_POSTING_MODE = 9 |
const int | ClearingInstruction_EXCLEARING = 3 |
const int | ClearingInstruction_MULTILATERAL_NETTING = 5 |
const int | ClearingInstruction_CLEARAGAINSTCENTRALCOUNTERPARTY = 6 |
const int | ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY = 7 |
const int | ClearingInstruction_AUTOMATIC_GIVE_UP_MODE = 10 |
const int | ClearingInstruction_CUSTOMER_TRADE = 12 |
const int | ClearingInstruction_AUTOMATICPOSTINGMODETRADEPOSTINGTOTHEPOSITIONACCOUNTNUMBERSPECIFIED = 9 |
const int | ClearingInstruction_EX_CLEARING = 3 |
const int | ClearingInstruction_QUALIFIEDSERVICEREPRESENTATIVEQSR = 11 |
const int | ClearingInstruction_MULTILATERALNETTING = 5 |
const int | ClearingInstruction_PROCESSNORMALLY = 0 |
const int | ClearingInstruction_EXCLUDEFROMALLNETTING = 1 |
const int | ClearingInstruction_SELFCLEARING = 13 |
const int | ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY = 6 |
const int | ClearingInstruction_BILATERAL_NETTING_ONLY = 2 |
const int | ClearingInstruction_EXCLUDEFROMCENTRALCOUNTERPARTY = 7 |
const int | ClearingInstruction_MANUALMODEPREPOSTINGANDORPREGIVEUP = 8 |
const int | ClearingInstruction_CUSTOMERTRADE = 12 |
const int | ClearingInstruction_PROCESS_NORMALLY = 0 |
const int | ClearingInstruction_SPECIAL_TRADE = 4 |
const int | ClearingInstruction_MANUAL_MODE = 8 |
const int | ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR = 11 |
const int | ClearingInstruction_AUTOMATICGIVEUPMODETRADEGIVEUPTOTHEGIVEUPDESTINATIONNUMBERSPECIFIED = 10 |
const int | ClearingInstruction_SELF_CLEARING = 13 |
const char | OpenCloseSettlFlag_SESSION_OPEN = '1' |
const char | OpenCloseSettlFlag_EXPECTED_ENTRY = '3' |
const char | OpenCloseSettlFlag_THEORETICALPRICE = '5' |
const char | OpenCloseSettlFlag_ENTRYFROMPREVBUSINESSDAY = '4' |
const char | OpenCloseSettlFlag_DAILY_OPEN = '0' |
const char | OpenCloseSettlFlag_DAILYOPEN = '0' |
const char | OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE = '5' |
const char | OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY = '2' |
const char | OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY = '4' |
const char | OpenCloseSettlFlag_DELIVERYSETTLEMENT = '2' |
const char | OpenCloseSettlFlag_SESSIONOPEN = '1' |
const char | OpenCloseSettlFlag_EXPECTEDENTRY = '3' |
const int | DiscretionMoveType_FLOATING = 0 |
const int | DiscretionMoveType_FIXED = 1 |
const int | MDUpdateType_INCREMENTAL_REFRESH = 1 |
const int | MDUpdateType_FULL_REFRESH = 0 |
const int | MDUpdateType_FULL = 0 |
const int | MDUpdateType_INCREMENTAL = 1 |
const char | TickDirection_MINUS_TICK = '2' |
const char | TickDirection_ZERO_PLUS_TICK = '1' |
const char | TickDirection_ZERO_MINUS_TICK = '3' |
const char | TickDirection_PLUS_TICK = '0' |
const char | TickDirection_PLUS = '0' |
const char | TickDirection_ZEROPLUS = '1' |
const char | TickDirection_MINUS = '2' |
const char | TickDirection_ZEROMINUS = '3' |
const char | YieldType_MARK_TO_MARKET_YIELD [] = "MARK" |
const char | YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER [] = "LASTQUARTER" |
const char | YieldType_YIELD_TO_MATURITY [] = "MATURITY" |
const char | YieldType_YIELDTOTENDERDATE [] = "TENDER" |
const char | YieldType_PREVIOUS_CLOSE_YIELD [] = "PREVCLOSE" |
const char | YieldType_COMPOUND_YIELD_THE_YIELD_OF_CERTAIN_JAPANESE_BONDS_BASED_ON_ITS_PRICE_CERTAIN_JAPANESE_BONDS_HAVE_IRREGULAR_FIRST_OR_LAST_COUPONS_AND_THE_YIELD_IS_CALCULATED_COMPOUND_FOR_THESE_IRREGULAR_PERIODS [] = "COMPOUND" |
const char | YieldType_YIELDTOSHORTESTAVERAGELIFE [] = "SHORTAVGLIFE" |
const char | YieldType_YIELD_AT_ISSUE [] = "ATISSUE" |
const char | YieldType_YIELD_TO_NEXT_REFUND [] = "NEXTREFUND" |
const char | YieldType_YIELDATISSUE [] = "ATISSUE" |
const char | YieldType_CLOSINGYIELD [] = "CLOSE" |
const char | YieldType_GVNTEQUIVALENTYIELD [] = "GOVTEQUIV" |
const char | YieldType_ANNUALYIELD [] = "ANNUAL" |
const char | YieldType_AFTER_TAX_YIELD [] = "AFTERTAX" |
const char | YieldType_GVNT_EQUIVALENT_YIELD [] = "GOVTEQUIV" |
const char | YieldType_YIELDCHANGESINCECLOSE [] = "CHANGE" |
const char | YieldType_YIELDTOMATURITY [] = "MATURITY" |
const char | YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE_SAME_AS_AVGLIFE_ABOVE [] = "SHORTAVGLIFE" |
const char | YieldType_YIELD_CHANGE_SINCE_CLOSE_THE_CHANGE_IN_THE_YIELD_SINCE_THE_PREVIOUS_DAYS_CLOSING_YIELD [] = "CHANGE" |
const char | YieldType_SEMI [] = "SEMIANNUAL" |
const char | YieldType_CURRENT_YIELD_ANNUAL_INTEREST_ON_A_BOND_DIVIDED_BY_THE_MARKET_VALUE_THE_ACTUAL_INCOME_RATE_OF_RETURN_AS_OPPOSED_TO_THE_COUPON_RATE_EXPRESSED_AS_A_PERCENTAGE [] = "CURRENT" |
const char | YieldType_CLOSING_YIELD_MOST_RECENT_YEAR [] = "LASTYEAR" |
const char | YieldType_YIELD_TO_NEXT_CALL [] = "CALL" |
const char | YieldType_YIELD_CHANGE_SINCE_CLOSE [] = "CHANGE" |
const char | YieldType_PROCEEDS_YIELD [] = "PROCEEDS" |
const char | YieldType_YIELD_TO_MATURITY_THE_YIELD_OF_A_BOND_TO_ITS_MATURITY_DATE [] = "MATURITY" |
const char | YieldType_TAX_EQUIVALENT_YIELD_THE_AFTER_TAX_YIELD_GROSSED_UP_BY_THE_MAXIMUM_FEDERAL_TAX_RATE_OF_396_FOR_COMPARISON_TO_TAXABLE_YIELDS [] = "TAXEQUIV" |
const char | YieldType_INVERSE_FLOATER_BOND_YIELD_INVERSE_FLOATER_SEMI_ANNUAL_BOND_EQUIVALENT_RATE [] = "INVERSEFLOATER" |
const char | YieldType_CURRENT_YIELD [] = "CURRENT" |
const char | YieldType_SIMPLEYIELD [] = "SIMPLE" |
const char | YieldType_TRUEGROSSYIELD [] = "GROSS" |
const char | YieldType_COMPOUND_YIELD [] = "COMPOUND" |
const char | YieldType_CLOSINGYIELDMOSTRECENTYEAR [] = "LASTYEAR" |
const char | YieldType_BOOK_YIELD_THE_YIELD_OF_A_SECURITY_CALCULATED_BY_USING_ITS_BOOK_VALUE_INSTEAD_OF_THE_CURRENT_MARKET_PRICE_THIS_TERM_IS_TYPICALLY_USED_IN_THE_US_DOMESTIC_MARKET [] = "BOOK" |
const char | YieldType_YIELD_TO_NEXT_PUT_THE_YIELD_TO_THE_DATE_AT_WHICH_THE_BOND_HOLDER_CAN_NEXT_PUT_THE_BOND_TO_THE_ISSUER [] = "PUT" |
const char | YieldType_GOVERNMENT_EQUIVALENT_YIELD_ASK_YIELD_BASED_ON_SEMI_ANNUAL_COUPONS_COMPOUNDING_IN_ALL_PERIODS_AND_ACTUAL_ACTUAL_CALENDAR [] = "GOVTEQUIV" |
const char | YieldType_YIELD_TO_TENDER_DATE_THE_YIELD_ON_A_MUNICIPAL_BOND_TO_ITS_MANDATORY_TENDER_DATE [] = "TENDER" |
const char | YieldType_YIELD_TO_AVG_MATURITY [] = "AVGMATURITY" |
const char | YieldType_YIELD_TO_TENDER_DATE [] = "TENDER" |
const char | YieldType_PROCEEDSYIELD [] = "PROCEEDS" |
const char | YieldType_OPEN_AVERAGE_YIELD_THE_AVERAGE_YIELD_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO [] = "OPENAVG" |
const char | YieldType_ANNUAL_YIELD [] = "ANNUAL" |
const char | YieldType_YIELD_TO_WORST [] = "WORST" |
const char | YieldType_BOOK_YIELD [] = "BOOK" |
const char | YieldType_YIELD_TO_NEXT_PUT [] = "PUT" |
const char | YieldType_CLOSING_YIELD_MOST_RECENT_MONTH_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_MONTHS_END [] = "LASTMONTH" |
const char | YieldType_CLOSING_YIELD_MOST_RECENT_YEAR_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_YEARS_END [] = "LASTYEAR" |
const char | YieldType_OPENAVERAGEYIELD [] = "OPENAVG" |
const char | YieldType_TRUE_YIELD [] = "TRUE" |
const char | YieldType_TAX_EQUIVALENT_YIELD [] = "TAXEQUIV" |
const char | YieldType_TRUE_GROSS_YIELD [] = "GROSS" |
const char | YieldType_INVERSE_FLOATER_BOND_YIELD [] = "INVERSEFLOATER" |
const char | YieldType_TRUE_YIELD_THE_YIELD_CALCULATED_WITH_COUPON_DATES_MOVED_FROM_A_WEEKEND_OR_HOLIDAY_TO_THE_NEXT_VALID_SETTLEMENT_DATE [] = "TRUE" |
const char | YieldType_SEMI_ANNUAL_YIELD_THE_YIELD_OF_A_BOND_WHOSE_COUPON_PAYMENTS_ARE_REINVESTED_SEMI_ANNUALLY [] = "SEMIANNUAL" |
const char | YieldType_AFTERTAXYIELD [] = "AFTERTAX" |
const char | YieldType_CLOSING_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE [] = "CLOSE" |
const char | YieldType_YIELDTOWORSTCONVENTION [] = "WORST" |
const char | YieldType_PREVIOUS_CLOSE_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_1_DAY_AGO [] = "PREVCLOSE" |
const char | YieldType_COMPOUNDYIELD [] = "COMPOUND" |
const char | YieldType_YIELD_VALUE_OF_1_32_THE_AMOUNT_THAT_THE_YIELD_WILL_CHANGE_FOR_A_1_32ND_CHANGE_IN_PRICE [] = "VALUE1/32" |
const char | YieldType_YIELD_TO_LONGEST_AVERAGE [] = "LONGEST" |
const char | YieldType_PREVIOUSCLOSEYIELD [] = "PREVCLOSE" |
const char | YieldType_CLOSINGYIELDMOSTRECENTMONTH [] = "LASTMONTH" |
const char | YieldType_CLOSING_YIELD_MOST_RECENT_MONTH [] = "LASTMONTH" |
const char | YieldType_YIELD_TO_AVERAGE_LIFE_THE_YIELD_ASSUMING_THAT_ALL_SINKS [] = "AVGLIFE" |
const char | YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_QUARTERS_END [] = "LASTQUARTER" |
const char | YieldType_YIELD_TO_SHORTEST_AVERAGE [] = "SHORTEST" |
const char | YieldType_TAXEQUIVALENTYIELD [] = "TAXEQUIV" |
const char | YieldType_MOSTRECENTCLOSINGYIELD [] = "LASTCLOSE" |
const char | YieldType_MARKTOMARKETYIELD [] = "MARK" |
const char | YieldType_CURRENTYIELD [] = "CURRENT" |
const char | YieldType_OPEN_AVERAGE_YIELD [] = "OPENAVG" |
const char | YieldType_TRUE_GROSS_YIELD_YIELD_CALCULATED_USING_THE_PRICE_INCLUDING_ACCRUED_INTEREST_WHERE_COUPON_DATES_ARE_MOVED_FROM_HOLIDAYS_AND_WEEKENDS_TO_THE_NEXT_TRADING_DAY [] = "GROSS" |
const char | YieldType_YIELD_WITH_INFLATION_ASSUMPTION [] = "INFLATION" |
const char | YieldType_YIELDTONEXTREFUNDSINKING [] = "NEXTREFUND" |
const char | YieldType_PROCEEDS_YIELD_THE_CD_EQUIVALENT_YIELD_WHEN_THE_REMAINING_TIME_TO_MATURITY_IS_LESS_THAN_TWO_YEARS [] = "PROCEEDS" |
const char | YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE_THE_YIELD_ASSUMING_ONLY_MANDATORY_SINKS_ARE_TAKEN_THIS_RESULTS_IN_A_LOWER_PAYDOWN_OF_DEBT_THE_YIELD_IS_THEN_CALCULATED_TO_THE_FINAL_PAYMENT_DATE [] = "LONGAVGLIFE" |
const char | YieldType_MARK_TO_MARKET_YIELD_AN_ADJUSTMENT_IN_THE_VALUATION_OF_A_SECURITIES_PORTFOLIO_TO_REFLECT_THE_CURRENT_MARKET_VALUES_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO [] = "MARK" |
const char | YieldType_SIMPLE_YIELD [] = "SIMPLE" |
const char | YieldType_YIELD_TO_AVERAGE_MATURITY [] = "AVGMATURITY" |
const char | YieldType_YIELD_TO_WORST_CONVENTION_THE_LOWEST_YIELD_TO_ALL_POSSIBLE_REDEMPTION_DATE_SCENARIOS [] = "WORST" |
const char | YieldType_YIELD_TO_NEXT_CALL_THE_YIELD_OF_A_BOND_TO_THE_NEXT_POSSIBLE_CALL_DATE [] = "CALL" |
const char | YieldType_YIELDTOAVGMATURITY [] = "AVGMATURITY" |
const char | YieldType_YIELDTOLONGESTAVERAGELIFE [] = "LONGAVGLIFE" |
const char | YieldType_ANNUAL_YIELD_THE_ANNUAL_INTEREST_OR_DIVIDEND_INCOME_AN_INVESTMENT_EARNS_EXPRESSED_AS_A_PERCENTAGE_OF_THE_INVESTMENTS_TOTAL_VALUE [] = "ANNUAL" |
const char | YieldType_SEMI_ANNUAL_YIELD [] = "SEMIANNUAL" |
const char | YieldType_MOST_RECENT_CLOSING_YIELD [] = "LASTCLOSE" |
const char | YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE [] = "SHORTAVGLIFE" |
const char | YieldType_CLOSING_YIELD [] = "CLOSE" |
const char | YieldType_YIELDINFLATIONASSUMPTION [] = "INFLATION" |
const char | YieldType_YIELD_WITH_INFLATION_ASSUMPTION_BASED_ON_PRICE_THE_RETURN_AN_INVESTOR_WOULD_REQUIRE_ON_A_NORMAL_BOND_THAT_WOULD_MAKE_THE_REAL_RETURN_EQUAL_TO_THAT_OF_THE_INFLATION_INDEXED_BOND_ASSUMING_A_CONSTANT_INFLATION_RATE [] = "INFLATION" |
const char | YieldType_TRUEYIELD [] = "TRUE" |
const char | YieldType_CLOSINGYIELDMOSTRECENTQUARTER [] = "LASTQUARTER" |
const char | YieldType_YIELD_VALUE_OF_1_32 [] = "VALUE1_32" |
const char | YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE [] = "LONGAVGLIFE" |
const char | YieldType_INVFLOATERBONDYIELD [] = "INVERSEFLOATER" |
const char | YieldType_MOST_RECENT_CLOSING_YIELD_THE_LAST_AVAILABLE_YIELD_STORED_IN_HISTORY_COMPUTED_USING_PRICE [] = "LASTCLOSE" |
const char | YieldType_YIELDTONEXTPUT [] = "PUT" |
const char | YieldType_YIELDTONEXTCALL [] = "CALL" |
const char | YieldType_SIMPLE_YIELD_THE_YIELD_OF_A_BOND_ASSUMING_NO_REINVESTMENT_OF_COUPON_PAYMENTS [] = "SIMPLE" |
const char | YieldType_BOOKYIELD [] = "BOOK" |
const char | YieldType_YIELDVALUEOF132 [] = "VALUE1_32" |
const int | PegScope_NATIONAL_XXCLUDING_LOCAL = 4 |
const int | PegScope_NATIONAL_EXCLUDING_LOCAL = 4 |
const int | PegScope_LOCAL = 1 |
const int | PegScope_NATIONALEXCLUDINGLOCAL = 4 |
const int | PegScope_GLOBAL = 3 |
const int | PegScope_NATIONAL = 2 |
const int | PegScope_LOCALEXCHANGEECNATS = 1 |
const int | SettlDeliveryType_TRI_PARTY = 2 |
const int | SettlDeliveryType_HOLD_IN_CUSTODY = 3 |
const int | SettlDeliveryType_FREE = 1 |
const int | SettlDeliveryType_VERSUS_PAYMENT_DELIVER = 0 |
const int | SettlDeliveryType_FREE_DELIVER = 1 |
const int | SettlDeliveryType_VERSUS_PAYMENT = 0 |
const int | DiscretionLimitType_STRICT = 1 |
const int | DiscretionLimitType_ORWORSE = 2 |
const int | DiscretionLimitType_OR_BETTER = 0 |
const int | DiscretionLimitType_OR_WORSE = 2 |
const int | DiscretionLimitType_ORBETTER = 0 |
const int | PartyDetailsRequestResult_UNSUPPORTED_PARTYLISTRESPONSETYPE = 3 |
const int | PartyDetailsRequestResult_PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE = 5 |
const int | PartyDetailsRequestResult_VALID_REQUEST = 0 |
const int | PartyDetailsRequestResult_REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED = 6 |
const int | PartyDetailsRequestResult_NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2 |
const int | PartyDetailsRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1 |
const int | PartyDetailsRequestResult_OTHER = 99 |
const int | PartyDetailsRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA = 4 |
const char | ExerciseMethod_AUTOMATIC = 'A' |
const char | ExerciseMethod_MANUAL = 'M' |
const char | WorkingIndicator_NO = 'N' |
const char | WorkingIndicator_YES = 'Y' |
const int | SideMultiLegReportingType_INDIVIDUALLEGOFAMULTILEGSECURITY = 2 |
const int | SideMultiLegReportingType_SINGLE_SECURITY = 1 |
const int | SideMultiLegReportingType_MULTILEG_SECURITY = 3 |
const int | SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = 2 |
const int | SideMultiLegReportingType_MULTILEGSECURITY = 3 |
const int | SideMultiLegReportingType_SINGLESECURITY = 1 |
const int | ConfirmRejReason_MISSINGSETTLEMENTINSTRUCTIONS = 2 |
const int | ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS = 2 |
const int | ConfirmRejReason_MISMATCHEDACCOUNT = 1 |
const int | ConfirmRejReason_MISMATCHED_ACCOUNT = 1 |
const int | ConfirmRejReason_OTHER = 99 |
const char | BidRequestTransType_NEW = 'N' |
const char | BidRequestTransType_NO = 'N' |
const char | BidRequestTransType_CANCEL = 'C' |
const int | MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1 |
const int | MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9 |
const int | MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11 |
const int | MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5 |
const int | MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4 |
const int | MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY = 2 |
const int | MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6 |
const int | MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT = 8 |
const int | MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET = 7 |
const int | MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED = 0 |
const int | MassActionRejectReason_OTHER = 99 |
const int | MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10 |
const int | MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3 |
const int | CollApplType_GENERAL = 1 |
const int | CollApplType_SPECIFIC_DEPOSIT = 0 |
const int | ConfirmType_CONFIRMATION = 2 |
const int | ConfirmType_CONFIRMATION_REQUEST_REJECTED = 3 |
const int | ConfirmType_CONFIRMATIONREQUESTREJECTED = 3 |
const int | ConfirmType_STATUS = 1 |
const int | MDQuoteType_INDICATIVE = 0 |
const int | MDQuoteType_RESTRICTED_TRADEABLE = 2 |
const int | MDQuoteType_INDICATIVE_AND_TRADEABLE = 4 |
const int | MDQuoteType_TRADEABLE = 1 |
const int | MDQuoteType_COUNTER = 3 |
const int | QtyType_CONTRACTS = 1 |
const int | QtyType_UNITS_OF_MEASURE_PER_TIME_UNIT = 2 |
const int | QtyType_UNITS = 0 |
const int | QuoteRespType_END_TRADE = 7 |
const int | QuoteRespType_HITLIFT = 1 |
const int | QuoteRespType_HIT_LIFT = 1 |
const int | QuoteRespType_COVER = 4 |
const int | QuoteRespType_DONE_AWAY = 5 |
const int | QuoteRespType_DONEAWAY = 5 |
const int | QuoteRespType_TIMED_OUT = 8 |
const int | QuoteRespType_PASS = 6 |
const int | QuoteRespType_EXPIRED = 3 |
const int | QuoteRespType_COUNTER = 2 |
const char | IOINaturalFlag_NO = 'N' |
const char | IOINaturalFlag_YES = 'Y' |
const char | SettlObligSource_INSTRUCTIONS_OF_BROKER = '1' |
const char | SettlObligSource_INVESTOR = '3' |
const char | SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION = '2' |
const int | TrdSubType_ON_HOURS_TRADE = 34 |
const int | TrdSubType_INTERIM_PROTECTED_TRADE = 38 |
const int | TrdSubType_K = 16 |
const int | TrdSubType_LC = 17 |
const int | TrdSubType_WN = 31 |
const int | TrdSubType_CONVERTED_SWAP = 36 |
const int | TrdSubType_B = 15 |
const int | TrdSubType_M = 18 |
const int | TrdSubType_RT = 28 |
const int | TrdSubType_ONSET_DUE_TO_AN_ALLOCATION = 6 |
const int | TrdSubType_CMTA = 0 |
const int | TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT = 1 |
const int | TrdSubType_DIFFERENTIAL_SPREAD = 7 |
const int | TrdSubType_TRANSACTION_FROM_EXERCISE = 9 |
const int | TrdSubType_TRANSACTION_FROM_ASSIGNMENT = 10 |
const int | TrdSubType_N = 19 |
const int | TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT = 8 |
const int | TrdSubType_NR = 21 |
const int | TrdSubType_SW = 29 |
const int | TrdSubType_OTC_QUOTE = 35 |
const int | TrdSubType_ADVISORY_FOR_CONTRA_SIDE = 4 |
const int | TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION = 5 |
const int | TrdSubType_P = 22 |
const int | TrdSubType_CROSSED_TRADE = 37 |
const int | TrdSubType_PA = 23 |
const int | TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT = 2 |
const int | TrdSubType_R = 26 |
const int | TrdSubType_RO = 27 |
const int | TrdSubType_WT = 32 |
const int | TrdSubType_OFF_HOURS_TRADE = 33 |
const int | TrdSubType_REJECT_FOR_SUBMITTING_SIDE = 3 |
const int | TrdSubType_ONSET_DUT_TO_AN_ALLOCATION = 6 |
const int | TrdSubType_AI = 14 |
const int | TrdSubType_PC = 24 |
const int | TrdSubType_PN = 25 |
const int | TrdSubType_LARGE_IN_SCALE = 39 |
const int | TrdSubType_NM = 20 |
const int | TrdSubType_T = 30 |
const int | TrdSubType_ACATS = 11 |
const char | ExecTransType_NEW = '0' |
const char | ExecTransType_CORRECT = '2' |
const char | ExecTransType_CANCEL = '1' |
const char | ExecTransType_STATUS = '3' |
const char | DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR = '0' |
const char | DayBookingInst_ACCUMULATE = '2' |
const char | DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING_SPEAK_FIRST = '1' |
const char | DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR_AUTO = '0' |
const char | DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING = '1' |
const int | FlowScheduleType_NERC_EASTERN_OFF_PEAK = 0 |
const int | FlowScheduleType_NERC_WESTERN_PEAK = 4 |
const int | FlowScheduleType_NERC_EASTERN_PEAK = 3 |
const int | FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH = 2 |
const int | FlowScheduleType_NERC_WESTERN_OFF_PEAK = 1 |
const int | MDOriginType_CROSS = 2 |
const int | MDOriginType_OFF_BOOK = 1 |
const int | MDOriginType_BOOK = 0 |
const int | CollInquiryStatus_ACCEPTED_WITH_WARNINGS = 1 |
const int | CollInquiryStatus_COMPLETED = 2 |
const int | CollInquiryStatus_ACCEPTEDWITHWARNINGS = 1 |
const int | CollInquiryStatus_REJECTED = 4 |
const int | CollInquiryStatus_COMPLETEDWITHWARNINGS = 3 |
const int | CollInquiryStatus_ACCEPTED = 0 |
const int | CollInquiryStatus_COMPLETED_WITH_WARNINGS = 3 |
const int | CPProgram_3A3 = 1 |
const int | CPProgram_OTHER = 99 |
const int | CPProgram_3 = 1 |
const int | CPProgram_42 = 2 |
const int | CPProgram_4 = 2 |
const int | PosReqType_POSITIONS = 0 |
const int | PosReqType_BACKOUT_MESSAGE = 5 |
const int | PosReqType_DELTA_POSITIONS = 6 |
const int | PosReqType_SETTLEMENT_ACTIVITY = 4 |
const int | PosReqType_TRADES = 1 |
const int | PosReqType_EXERCISES = 2 |
const int | PosReqType_ASSIGNMENTS = 3 |
const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2 |
const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY = 1 |
const int | MassStatusReqType_STATUSSECURITYTYPE = 5 |
const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE = 4 |
const int | MassStatusReqType_STATUSTRDSESSION = 6 |
const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID = 8 |
const int | MassStatusReqType_STATUS_FOR_SECURITY_ISSUER = 9 |
const int | MassStatusReqType_STATUSCFICODE = 4 |
const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION = 6 |
const int | MassStatusReqType_STATUSUNDERLYINGSECURITY = 2 |
const int | MassStatusReqType_STATUSPARTYID = 8 |
const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT = 3 |
const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE = 5 |
const int | MassStatusReqType_STATUS_FOR_ALL_ORDERS = 7 |
const int | MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 10 |
const int | MassStatusReqType_STATUSSECURITY = 1 |
const int | MassStatusReqType_STATUSPRODUCT = 3 |
const int | MassStatusReqType_STATUSALLORDERS = 7 |
const char | SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST = '2' |
const char | SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES = '1' |
const char | SubscriptionRequestType_SNAPSHOTUPDATE = '1' |
const char | SubscriptionRequestType_SNAPSHOT = '0' |
const char | SubscriptionRequestType_UNSUBSCRIBE = '2' |
const int | NewsCategory_MARKETPLACE_NEWS = 1 |
const int | NewsCategory_TECHNICAL_NEWS = 3 |
const int | NewsCategory_COMPANY_NEWS = 0 |
const int | NewsCategory_OTHER_NEWS = 99 |
const int | NewsCategory_FINANCIAL_MARKET_NEWS = 2 |
const char | IOIQty_MEDIUM [] = "M" |
const char | IOIQty_1000000000 [] = "0" |
const char | IOIQty_LARGE [] = "L" |
const char | IOIQty_SMALL [] = "S" |
const char | IOIQty_UNDISCLOSED_QUANTITY [] = "U" |
const int | ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION = 2 |
const int | ApplResponseError_APPLICATION_DOES_NOT_EXIST = 0 |
const int | ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE = 1 |
const char | TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE = 'D' |
const char | TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE = 'U' |
const int | LastLiquidityInd_ADDEDLIQUIDITY = 1 |
const int | LastLiquidityInd_LIQUIDITY_ROUTED_OUT = 3 |
const int | LastLiquidityInd_LIQUIDITYROUTEDOUT = 3 |
const int | LastLiquidityInd_AUCTION = 4 |
const int | LastLiquidityInd_REMOVEDLIQUIDITY = 2 |
const int | LastLiquidityInd_ADDED_LIQUIDITY = 1 |
const int | LastLiquidityInd_REMOVED_LIQUIDITY = 2 |
const int | StrikePriceDeterminationMethod_STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION = 3 |
const int | StrikePriceDeterminationMethod_STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE = 2 |
const int | StrikePriceDeterminationMethod_FIXED_STRIKE = 1 |
const int | StrikePriceDeterminationMethod_STRIKE_SET_TO_OPTIMAL_VALUE = 4 |
const int | TargetStrategy_MININIZEMARKETIMPACT = 3 |
const int | TargetStrategy_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES = 1000 |
const int | TargetStrategy_PARTICIPATE = 2 |
const int | TargetStrategy_MININIZE_MARKET_IMPACT = 3 |
const int | TargetStrategy_VWAP = 1 |
const char | DueToRelated_NO = 'N' |
const char | DueToRelated_YES = 'Y' |
const char | UnderlyingCashType_DIFF [] = "DIFF" |
const char | UnderlyingCashType_FIXED [] = "FIXED" |
const int | CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2 |
const int | CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1 |
const int | CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3 |
const int | CustOrderCapacity_ALL_OTHER = 4 |
const char | OwnershipType_JOINT_TRUSTEES = '2' |
const char | OwnershipType_JOINT_INVESTORS = 'J' |
const char | OwnershipType_TENANTS_IN_COMMON = 'T' |
const char | UnitOfMeasure_US_DOLLARS [] = "USD" |
const char | UnitOfMeasure_TROY_OUNCES [] = "oz_tr" |
const char | UnitOfMeasure_TONS [] = "tn" |
const char | UnitOfMeasure_BILLION_CUBIC_FEET [] = "Bcf" |
const char | UnitOfMeasure_ONE_MILLION_BTU [] = "MMBtu" |
const char | UnitOfMeasure_MEGAWATT_HOURS [] = "MWh" |
const char | UnitOfMeasure_MILLION_BARRELS [] = "MMbbl" |
const char | UnitOfMeasure_GALLONS [] = "Gal" |
const char | UnitOfMeasure_BARRELS [] = "Bbl" |
const char | UnitOfMeasure_POUNDS [] = "lbs" |
const char | UnitOfMeasure_METRIC_TONS [] = "t" |
const char | UnitOfMeasure_ALLOWANCES [] = "Alw" |
const char | UnitOfMeasure_BUSHELS [] = "Bu" |
const int | SecDefStatus_INVALID_DEFINITION_REQUEST = 4 |
const int | SecDefStatus_PENDING_APPROVAL = 0 |
const int | SecDefStatus_APPROVED = 1 |
const int | SecDefStatus_UNAUTHORIZEDREQUEST = 3 |
const int | SecDefStatus_PENDINGAPPROVAL = 0 |
const int | SecDefStatus_UNAUTHORIZED_REQUEST = 3 |
const int | SecDefStatus_INVALIDDEFINITIONREQUEST = 4 |
const int | SecDefStatus_APPROVEDACCEPTED = 1 |
const int | SecDefStatus_REJECTED = 2 |
const char | SettlmntTyp_WHEN_AND_IF_ISSUED = '7' |
const char | SettlmntTyp_T_PLUS_1 = 'A' |
const char | SettlmntTyp_FUTURE = '6' |
const char | SettlmntTyp_SELLERS_OPTION = '8' |
const char | SettlmntTyp_T_PLUS_2 = '3' |
const char | SettlmntTyp_T_PLUS_3 = '4' |
const char | SettlmntTyp_T_PLUS_4 = '5' |
const char | SettlmntTyp_REGULAR = '0' |
const char | SettlmntTyp_T_PLUS_5 = '9' |
const char | SettlmntTyp_WHEN_ISSUED = '7' |
const char | SettlmntTyp_NEXT_DAY = '2' |
const char | SettlmntTyp_CASH = '1' |
const int | TradePublishIndicator_DO_NOT_PUBLISH_TRADE = 0 |
const int | TradePublishIndicator_DEFERRED_PUBLICATION = 2 |
const int | TradePublishIndicator_PUBLISH_TRADE = 1 |
const int | ApplResponseType_MESSAGES_NOT_AVAILABLE = 2 |
const int | ApplResponseType_APPLICATION_DOES_NOT_EXIST = 1 |
const int | ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED = 0 |
const int | StandInstDbType_SID = 1 |
const int | StandInstDbType_DTC_SID = 1 |
const int | StandInstDbType_CUSTODIAN = 3 |
const int | StandInstDbType_ALERT = 2 |
const int | StandInstDbType_ACCOUNTNET = 4 |
const int | StandInstDbType_A_GLOBAL_CUSTODIAN = 3 |
const int | StandInstDbType_THOMSON_ALERT = 2 |
const int | StandInstDbType_OTHER = 0 |
const int | QuoteEntryStatus_CROSS_MARKET_WARNING = 13 |
const int | QuoteEntryStatus_LOCKED_MARKET_WARNING = 12 |
const int | QuoteEntryStatus_CANCELED_DUE_TO_CROSS_MARKET = 15 |
const int | QuoteEntryStatus_CANCELED_DUE_TO_LOCK_MARKET = 14 |
const int | QuoteEntryStatus_REJECTED = 5 |
const int | QuoteEntryStatus_EXPIRED = 7 |
const int | QuoteEntryStatus_REMOVED_FROM_MARKET = 6 |
const int | QuoteEntryStatus_ACCEPTED = 0 |
const int | QuoteEntryStatus_ACTIVE = 16 |
const char | TriggerPriceType_BEST_MID = '6' |
const char | TriggerPriceType_BEST_BID_OR_LAST_TRADE = '4' |
const char | TriggerPriceType_BEST_BID = '3' |
const char | TriggerPriceType_BEST_OFFER_OR_LAST_TRADE = '5' |
const char | TriggerPriceType_BEST_OFFER = '1' |
const char | TriggerPriceType_LAST_TRADE = '2' |
const int | SideTrdSubTyp_EXTERNAL_TRANSFER = 2 |
const int | SideTrdSubTyp_TRANSACTION_FROM_ASSIGNMENT = 10 |
const int | SideTrdSubTyp_TRANSACTION_FROM_EXERCISE = 9 |
const int | SideTrdSubTyp_DIFFERENTIAL_SPREAD = 7 |
const int | SideTrdSubTyp_ONSET_DUE_TO_AN_ALLOCATION = 6 |
const int | SideTrdSubTyp_REJECT_FOR_SUBMITTING_TRADE = 3 |
const int | SideTrdSubTyp_CMTA = 0 |
const int | SideTrdSubTyp_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT = 8 |
const int | SideTrdSubTyp_INTERNAL_TRANSFER = 1 |
const int | SideTrdSubTyp_OFFSET_DUE_TO_AN_ALLOCATION = 5 |
const int | SideTrdSubTyp_ADVISORY_FOR_CONTRA_SIDE = 4 |
const int | SettlInstReqRejCode_UNABLE_TO_PROCESS_REQUEST = 0 |
const int | SettlInstReqRejCode_NOMATCHINGSETTLEMENTINSTRUCTIONSFOUND = 2 |
const int | SettlInstReqRejCode_UNKNOWNACCOUNT = 1 |
const int | SettlInstReqRejCode_UNABLETOPROCESSREQUEST = 0 |
const int | SettlInstReqRejCode_UNKNOWN_ACCOUNT = 1 |
const int | SettlInstReqRejCode_NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND = 2 |
const int | SettlInstReqRejCode_OTHER = 99 |
const char | Urgency_FLASH = '1' |
const char | Urgency_NORMAL = '0' |
const char | Urgency_BACKGROUND = '2' |
const int | CollAsgnTransType_REPLACE = 1 |
const int | CollAsgnTransType_NEW = 0 |
const int | CollAsgnTransType_REVERSE = 4 |
const int | CollAsgnTransType_CANCEL = 2 |
const int | CollAsgnTransType_RELEASE = 3 |
const int | PaymentMethod_FED_WIRE = 7 |
const int | PaymentMethod_ACHCREDIT = 13 |
const int | PaymentMethod_TELEGRAPHICTRANSFER = 6 |
const int | PaymentMethod_DIRECTDEBITBECS = 9 |
const int | PaymentMethod_EUROCLEAR = 3 |
const int | PaymentMethod_ACH_CREDIT = 13 |
const int | PaymentMethod_TELEGRAPHIC_TRANSFER = 6 |
const int | PaymentMethod_FEDWIRE = 7 |
const int | PaymentMethod_CREDITCARD = 11 |
const int | PaymentMethod_DIRECT_DEBIT = 9 |
const int | PaymentMethod_CREDIT_CARD = 11 |
const int | PaymentMethod_CHEQUE = 5 |
const int | PaymentMethod_DIRECT_CREDIT = 10 |
const int | PaymentMethod_CREST = 1 |
const int | PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM = 15 |
const int | PaymentMethod_DEBITCARD = 8 |
const int | PaymentMethod_CLEARSTREAM = 4 |
const int | PaymentMethod_BPAY = 14 |
const int | PaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS = 15 |
const int | PaymentMethod_NSCC = 2 |
const int | PaymentMethod_DEBIT_CARD = 8 |
const int | PaymentMethod_ACHDEBIT = 12 |
const int | PaymentMethod_DIRECTCREDITBECS = 10 |
const int | PaymentMethod_ACH_DEBIT = 12 |
const char | TriggerPriceTypeScope_LOCAL = '1' |
const char | TriggerPriceTypeScope_NONE = '0' |
const char | TriggerPriceTypeScope_GLOBAL = '3' |
const char | TriggerPriceTypeScope_NATIONAL = '2' |
const int | PegLimitType_STRICT = 1 |
const int | PegLimitType_ORWORSE = 2 |
const int | PegLimitType_OR_BETTER = 0 |
const int | PegLimitType_OR_WORSE = 2 |
const int | PegLimitType_ORBETTER = 0 |
const char | Side_BORROW = 'G' |
const char | Side_SELLPLUS = '4' |
const char | Side_BUY_MINUS = '3' |
const char | Side_BUYMIN = '3' |
const char | Side_ASDEFINED = 'B' |
const char | Side_SUBSCRIBE = 'D' |
const char | Side_CROSS_SHORT_EXEMPT = 'A' |
const char | Side_UNDISCLOSED = '7' |
const char | Side_SELLSHT = '5' |
const char | Side_SELLSHTEX = '6' |
const char | Side_CROSSSHORTEX = 'A' |
const char | Side_CROSS = '8' |
const char | Side_SELL_SHORT_EXEMPT = '6' |
const char | Side_UNDISC = '7' |
const char | Side_CROSSSHORT = '9' |
const char | Side_BORROWFINANCING = 'G' |
const char | Side_BUY = '1' |
const char | Side_CROSS_SHORT_EXXMPT = 'A' |
const char | Side_SELL = '2' |
const char | Side_LEND = 'F' |
const char | Side_SELL_SHORT = '5' |
const char | Side_OPPOSITE = 'C' |
const char | Side_CROSS_SHORT = '9' |
const char | Side_SELL_PLUS = '4' |
const char | Side_REDEEM = 'E' |
const char | Side_LENDFINANCING = 'F' |
const char | Side_AS_DEFINED = 'B' |
const int | ContAmtType_COMMISSIONAMT = 1 |
const int | ContAmtType_FUNDBASEDRENEWALCOMM = 11 |
const int | ContAmtType_INITIALCHARGEPCT = 4 |
const int | ContAmtType_EXITCHARGEAMT = 9 |
const int | ContAmtType_EXIT_CHARGE = 10 |
const int | ContAmtType_DILUTION_LEVY_AMOUNT = 7 |
const int | ContAmtType_DILUTION_LEVY_PERCENT = 8 |
const int | ContAmtType_DISCOUNT_AMOUNT = 5 |
const int | ContAmtType_COMMISSION = 2 |
const int | ContAmtType_INITIAL_CHARGE_PERCENT = 4 |
const int | ContAmtType_DILUTIONLEVYAMT = 7 |
const int | ContAmtType_DILUTION_LEVY = 8 |
const int | ContAmtType_COMMISSION_AMOUNT = 1 |
const int | ContAmtType_NET_SETTLEMENT_AMOUNT = 15 |
const int | ContAmtType_EXITCHARGEPCT = 10 |
const int | ContAmtType_COMMISSIONPCT = 2 |
const int | ContAmtType_FUND_BASED_RENEWAL_COMMISSION = 11 |
const int | ContAmtType_DISCOUNT = 6 |
const int | ContAmtType_FUNDBASEDRENEWALCOMMAMTORD = 13 |
const int | ContAmtType_DISCOUNTPCT = 6 |
const int | ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13 = 13 |
const int | ContAmtType_EXIT_CHARGE_AMOUNT = 9 |
const int | ContAmtType_INITIAL_CHARGE = 4 |
const int | ContAmtType_EXIT_CHARGE_PERCENT = 10 |
const int | ContAmtType_DISCOUNT_PERCENT = 6 |
const int | ContAmtType_INITIALCHARGEAMT = 3 |
const int | ContAmtType_DILUTIONLEVYPCT = 8 |
const int | ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14 = 14 |
const int | ContAmtType_FUNDBASEDRENEWALCOMMAMTPROJ = 14 |
const int | ContAmtType_NETSETTLEMENTAMOUNT = 15 |
const int | ContAmtType_PROJECTEDFUNDVALUE = 12 |
const int | ContAmtType_DISCOUNTAMT = 5 |
const int | ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT = 11 |
const int | ContAmtType_COMMISSION_PERCENT = 2 |
const int | ContAmtType_PROJECTED_FUND_VALUE = 12 |
const int | ContAmtType_INITIAL_CHARGE_AMOUNT = 3 |
const char | OrderCategory_IMPLIED_ORDER = '7' |
const char | OrderCategory_STREAMING_PRICE = '9' |
const char | OrderCategory_QUOTE_REQUEST = '6' |
const char | OrderCategory_CROSS_ORDER = '8' |
const char | OrderCategory_MULTILEG_ORDER = '4' |
const char | OrderCategory_PRIVATELY_NEGOTIATED_TRADE = '3' |
const char | OrderCategory_QUOTE = '2' |
const char | OrderCategory_ORDER = '1' |
const char | OrderCategory_LINKED_ORDER = '5' |
const char | AdvTransType_REPLACE [] = "R" |
const char | AdvTransType_NEW [] = "N" |
const char | AdvTransType_ADVCANCEL [] = "C" |
const char | AdvTransType_ADVREPLACE [] = "R" |
const char | AdvTransType_ADVNEW [] = "N" |
const char | AdvTransType_CANCEL [] = "C" |
const char | PublishTrdIndicator_NO = 'N' |
const char | PublishTrdIndicator_YES = 'Y' |
const int | SecurityResponseType_ACCPTSECPROPREV = 2 |
const int | SecurityResponseType_SECLISTTYPESRET = 3 |
const int | SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST = 4 |
const int | SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST = 3 |
const int | SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE = 2 |
const int | SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS = 1 |
const int | SecurityResponseType_ACCPTSECPROP = 1 |
const int | SecurityResponseType_REJECT_SECURITY_PROPOSAL = 5 |
const int | SecurityResponseType_SECLISTRET = 4 |
const int | SecurityResponseType_REJSECPROP = 5 |
const int | SecurityResponseType_CAN_NOT_MATCH_SELECTION_CRITERIA = 6 |
const int | SecurityResponseType_CANNOT_MATCH_SELECTION_CRITERIA = 6 |
const int | SecurityResponseType_NOMATCH = 6 |
const int | SessionStatus_PASSWORD_EXPIRED = 8 |
const int | SessionStatus_SESSION_LOGOUT_COMPLETE = 4 |
const int | SessionStatus_INVALID_USERNAME_OR_PASSWORD = 5 |
const int | SessionStatus_SESSION_ACTIVE = 0 |
const int | SessionStatus_SESSION_PASSWORD_CHANGED = 1 |
const int | SessionStatus_ACCOUNT_LOCKED = 6 |
const int | SessionStatus_LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME = 7 |
const int | SessionStatus_SESSION_PASSWORD_DUE_TO_EXPIRE = 2 |
const int | SessionStatus_NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY = 3 |
const int | AllocAccountType_JBO = 8 |
const int | AllocAccountType_HOUSE_TRADER = 3 |
const int | AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2 |
const int | AllocAccountType_FLOOR_TRADER = 4 |
const int | AllocAccountType_ACCOUNTISHOUSETRADERANDISCROSSMARGINED = 7 |
const int | AllocAccountType_ACCOUNTISCARRIEDONCUSTOMERSIDEOFBOOKS = 1 |
const int | AllocAccountType_JOINT_BACK_OFFICE_ACCOUNT = 8 |
const int | AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKSANDISCROSSMARGINED = 6 |
const int | AllocAccountType_HOUSETRADER = 3 |
const int | AllocAccountType_FLOORTRADER = 4 |
const int | AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6 |
const int | AllocAccountType_ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS = 1 |
const int | AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKS = 2 |
const int | AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7 |
const char | AllocTransType_REPLACE = '1' |
const char | AllocTransType_NEW = '0' |
const char | AllocTransType_CALCULATED = '4' |
const char | AllocTransType_PRELIMINARY = '3' |
const char | AllocTransType_CALCULATEDWITHOUTPRELIMINARY = '5' |
const char | AllocTransType_CANCEL = '2' |
const char | AllocTransType_REVERSAL = '6' |
const char | AllocTransType_CALCULATED_WITHOUT_PRELIMINARY = '5' |
const int | ExpirationQtyType_DIFFERENCE = 5 |
const int | ExpirationQtyType_FINAL_WILL_BE_EXERCISED = 3 |
const int | ExpirationQtyType_NON_AUTO_EXERCISE = 2 |
const int | ExpirationQtyType_CONTRARY_INTENTION = 4 |
const int | ExpirationQtyType_AUTO_EXERCISE = 1 |
const int | AllocHandlInst_FORWARDMATCH = 3 |
const int | AllocHandlInst_FORWARD_AND_MATCH = 3 |
const int | AllocHandlInst_FORWARD = 2 |
const int | AllocHandlInst_MATCH = 1 |
const int | TradeRequestStatus_COMPLETED = 1 |
const int | TradeRequestStatus_REJECTED = 2 |
const int | TradeRequestStatus_ACCEPTED = 0 |
const char | PreallocMethod_DO_NOT_PRO_RATA_DISCUSS_FIRST = '1' |
const char | PreallocMethod_PRO_RATA = '0' |
const char | PreallocMethod_DO_NOT_PRORATA_DISCUSS_FIRST = '1' |
const char | PreallocMethod_DO_NOT_PRO_RATA = '1' |
const char | PreallocMethod_PRORATA = '0' |
const int | TaxAdvantageType_ROTHIRANONPROTOTYPEUS = 25 |
const int | TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTROLLOVERUS = 17 |
const int | TaxAdvantageType_PROFITSHARINGPLANUS = 19 |
const int | TaxAdvantageType_SELF_DIRECTED_IRA = 21 |
const int | TaxAdvantageType_401 = 20 |
const int | TaxAdvantageType_EMPLOYER_11 = 11 |
const int | TaxAdvantageType_457US = 23 |
const int | TaxAdvantageType_EMPLOYER_12 = 12 |
const int | TaxAdvantageType_MINI_CASH_ISA = 3 |
const int | TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA = 4 |
const int | TaxAdvantageType_ROTH_CONVERSION_IRA_26 = 26 |
const int | TaxAdvantageType_EMPLOYEE = 9 |
const int | TaxAdvantageType_SELFDIRECTEDIRAUS = 21 |
const int | TaxAdvantageType_403 = 22 |
const int | TaxAdvantageType_NON_FUND_PROTOTYPE_IRA = 13 |
const int | TaxAdvantageType_NONFUNDPROTOTYPEIRAUS = 13 |
const int | TaxAdvantageType_ROTH_CONVERSION_IRA_27 = 27 |
const int | TaxAdvantageType_ROTHCONVERSIONIRANONPROTOTYPEUS = 27 |
const int | TaxAdvantageType_MINI_INSURANCE_ISA = 5 |
const int | TaxAdvantageType_ROTHCONVERSIONIRAFUNDPROTOTYPEUS = 26 |
const int | TaxAdvantageType_EDUCATIONIRAFUNDPROTOTYPEUS = 28 |
const int | TaxAdvantageType_MAXIISAUK = 1 |
const int | TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_ROLLOVER = 17 |
const int | TaxAdvantageType_NONFUNDQUALIFIEDPLANUS = 14 |
const int | TaxAdvantageType_EMPLOYER_CURRENT_YEAR = 12 |
const int | TaxAdvantageType_PRIORYEARPAYMENTUS = 7 |
const int | TaxAdvantageType_TESSAUK = 2 |
const int | TaxAdvantageType_CURRENTYEARPAYMENTUS = 6 |
const int | TaxAdvantageType_EDUCATIONIRANONPROTOTYPEUS = 29 |
const int | TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTUS = 16 |
const int | TaxAdvantageType_KEOGHUS = 18 |
const int | TaxAdvantageType_EDUCATION_IRA_28 = 28 |
const int | TaxAdvantageType_PROFIT_SHARING_PLAN = 19 |
const int | TaxAdvantageType_NON_FUND_QUALIFIED_PLAN = 14 |
const int | TaxAdvantageType_ROTHIRAFUNDPROTOTYPEUS = 24 |
const int | TaxAdvantageType_EDUCATION_IRA_29 = 29 |
const int | TaxAdvantageType_EMPLOYEE_10 = 10 |
const int | TaxAdvantageType_EMPLOYEE_9 = 9 |
const int | TaxAdvantageType_EMPLOYEE_CURRENT_YEAR = 10 |
const int | TaxAdvantageType_MAXI_ISA = 1 |
const int | TaxAdvantageType_MINIINSURANCEISAUK = 5 |
const int | TaxAdvantageType_PRIOR_YEAR_PAYMENT = 7 |
const int | TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN = 15 |
const int | TaxAdvantageType_401K = 20 |
const int | TaxAdvantageType_403BUS = 22 |
const int | TaxAdvantageType_MINICASHISAUK = 3 |
const int | TaxAdvantageType_ROTH_IRA_24 = 24 |
const int | TaxAdvantageType_MINISTOCKSANDSHARESISAUK = 4 |
const int | TaxAdvantageType_OTHER = 999 |
const int | TaxAdvantageType_EMPLOYERCURRENTYEARUS = 12 |
const int | TaxAdvantageType_ASSET_TRANSFER = 8 |
const int | TaxAdvantageType_ROTH_IRA_25 = 25 |
const int | TaxAdvantageType_KEOGH = 18 |
const int | TaxAdvantageType_DEFINEDCONTRIBUTIONPLANUS = 15 |
const int | TaxAdvantageType_401KUS = 20 |
const int | TaxAdvantageType_TESSA = 2 |
const int | TaxAdvantageType_NONE_NOT_APPLICABLE = 0 |
const int | TaxAdvantageType_NONE = 0 |
const int | TaxAdvantageType_457 = 23 |
const int | TaxAdvantageType_EMPLOYEEPRIORYEARUS = 9 |
const int | TaxAdvantageType_EMPLOYERPRIORYEARUS = 11 |
const int | TaxAdvantageType_EMPLOYER = 11 |
const int | TaxAdvantageType_EMPLOYEECURRENTYEARUS = 10 |
const int | TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_16 = 16 |
const int | TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT = 16 |
const int | TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_17 = 17 |
const int | TaxAdvantageType_CURRENT_YEAR_PAYMENT = 6 |
const int | TaxAdvantageType_ASSETTRANSFERUS = 8 |
const char | MessageEncoding_EUC_JP [] = "EUC-JP" |
const char | MessageEncoding_SHIFT_JIS [] = "SHIFT_JIS" |
const char | MessageEncoding_UTF_8 [] = "UTF-8" |
const char | MessageEncoding_ISO_2022_JP [] = "ISO-2022-JP" |
const char | TimeInForce_GOOD_TILL_CROSSING = '5' |
const char | TimeInForce_FILL_OR_KILL = '4' |
const char | TimeInForce_GOOD_TILL_DATE = '6' |
const char | TimeInForce_ATTHEOPENING = '2' |
const char | TimeInForce_FILLORKILL = '4' |
const char | TimeInForce_GOODTILLDATE = '6' |
const char | TimeInForce_GOODTILLCANCEL = '1' |
const char | TimeInForce_ATTHECLOSE = '7' |
const char | TimeInForce_GOOD_TILL_CANCEL = '1' |
const char | TimeInForce_DAY = '0' |
const char | TimeInForce_AT_CROSSING = '9' |
const char | TimeInForce_IMMEDIATEORCANCEL = '3' |
const char | TimeInForce_IMMEDIATE_OR_CANCEL = '3' |
const char | TimeInForce_GOODTILLCROSSING = '5' |
const char | TimeInForce_GOOD_THROUGH_CROSSING = '8' |
const char | TimeInForce_AT_THE_CLOSE = '7' |
const char | TimeInForce_AT_THE_OPENING = '2' |
const char | IOIQualifier_AON = 'A' |
const char | IOIQualifier_THROUGH_THE_DAY = 'T' |
const char | IOIQualifier_INDIDCATION = 'W' |
const char | IOIQualifier_MOC = 'B' |
const char | IOIQualifier_READYTRADE = 'R' |
const char | IOIQualifier_ATMID = 'Y' |
const char | IOIQualifier_INDWRKAWAY = 'W' |
const char | IOIQualifier_AT_THE_MARKET = 'Q' |
const char | IOIQualifier_AT_THE_MIDPOINT = 'Y' |
const char | IOIQualifier_CROSSING_OPPORTUNITY = 'X' |
const char | IOIQualifier_CURRENT_QUOTE = 'Q' |
const char | IOIQualifier_IN_TOUCH_WITH = 'I' |
const char | IOIQualifier_ALL_OR_NONE = 'A' |
const char | IOIQualifier_THROUGHDAY = 'T' |
const char | IOIQualifier_TAKING_A_POSITION = 'P' |
const char | IOIQualifier_AT_THE_OPEN = 'O' |
const char | IOIQualifier_TAKEPOSITION = 'P' |
const char | IOIQualifier_PORTFOLIO_SHOW_N = 'S' |
const char | IOIQualifier_INTOUCH = 'I' |
const char | IOIQualifier_MOREBEHIND = 'M' |
const char | IOIQualifier_ATMARKET = 'Q' |
const char | IOIQualifier_CROSSOPP = 'X' |
const char | IOIQualifier_PREOPEN = 'Z' |
const char | IOIQualifier_ATCLOSE = 'C' |
const char | IOIQualifier_MARKET_ON_CLOSE = 'B' |
const char | IOIQualifier_VERSUS = 'V' |
const char | IOIQualifier_LIMIT = 'L' |
const char | IOIQualifier_PORTFOLIO_SHOWN = 'S' |
const char | IOIQualifier_READY_TO_TRADE = 'R' |
const char | IOIQualifier_PRE_OPEN = 'Z' |
const char | IOIQualifier_INDICATION = 'W' |
const char | IOIQualifier_MORE_BEHIND = 'M' |
const char | IOIQualifier_ATOPEN = 'O' |
const char | IOIQualifier_VWAP = 'D' |
const char | IOIQualifier_PORTSHOW = 'S' |
const char | IOIQualifier_AT_THE_CLOSE = 'C' |
const int | StrikePriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY = 4 |
const int | StrikePriceBoundaryMethod_GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY = 5 |
const int | StrikePriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY = 2 |
const int | StrikePriceBoundaryMethod_LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY = 1 |
const int | StrikePriceBoundaryMethod_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY = 3 |
const char | MiscFeeType_CONVERSION [] = "11" |
const char | MiscFeeType_CONSUMPTION_TAX [] = "9" |
const char | MiscFeeType_LOCAL_COMMISSION [] = "3" |
const char | MiscFeeType_TAX [] = "2" |
const char | MiscFeeType_LOCALCOMM [] = "3" |
const char | MiscFeeType_MARKUP [] = "8" |
const char | MiscFeeType_SECURITY_LENDING [] = "14" |
const char | MiscFeeType_PER_TRANSACTION [] = "10" |
const char | MiscFeeType_REGULATORY [] = "1" |
const char | MiscFeeType_EXCHFEE [] = "4" |
const char | MiscFeeType_CONSUMPTION [] = "9" |
const char | MiscFeeType_STAMP [] = "5" |
const char | MiscFeeType_TRANSFER_FEE [] = "13" |
const char | MiscFeeType_AGENT [] = "12" |
const char | MiscFeeType_OTHER [] = "7" |
const char | MiscFeeType_TRANSACTION [] = "10" |
const char | MiscFeeType_REG [] = "1" |
const char | MiscFeeType_EXCHANGE_FEES [] = "4" |
const char | MiscFeeType_LEVY [] = "6" |
const char | SecurityIDSource_CLEARING_HOUSE [] = "H" |
const char | SecurityIDSource_OPTION_PRICE_REPORTING_AUTHORITY [] = "J" |
const char | SecurityIDSource_EXCHANGE_SYMBOL [] = "8" |
const char | SecurityIDSource_SICOVAM [] = "E" |
const char | SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION [] = "I" |
const char | SecurityIDSource_ISDA_FPML_PRODUCT_URL [] = "K" |
const char | SecurityIDSource_RIC [] = "5" |
const char | SecurityIDSource_CLEARINGHOUSE [] = "H" |
const char | SecurityIDSource_FPML [] = "I" |
const char | SecurityIDSource_RIC_CODE [] = "5" |
const char | SecurityIDSource_ISOCURR [] = "6" |
const char | SecurityIDSource_ISO_CURRENCY_CODE [] = "6" |
const char | SecurityIDSource_COMMON [] = "G" |
const char | SecurityIDSource_VALOREN [] = "D" |
const char | SecurityIDSource_BELGIAN [] = "F" |
const char | SecurityIDSource_CTA [] = "9" |
const char | SecurityIDSource_ISIN_NUMBER [] = "4" |
const char | SecurityIDSource_ISIN [] = "4" |
const char | SecurityIDSource_ISOCOUNTRY [] = "7" |
const char | SecurityIDSource_SEDOL [] = "2" |
const char | SecurityIDSource_ISO_COUNTRY_CODE [] = "7" |
const char | SecurityIDSource_LETTER_OF_CREDIT [] = "L" |
const char | SecurityIDSource_BLOOMBERG_SYMBOL [] = "A" |
const char | SecurityIDSource_BLMBRG [] = "A" |
const char | SecurityIDSource_OPTIONPRICEREPORTINGAUTHORITY [] = "J" |
const char | SecurityIDSource_WERTPAPIER [] = "B" |
const char | SecurityIDSource_MARKETPLACE_ASSIGNED_IDENTIFIER [] = "M" |
const char | SecurityIDSource_EXCHSYMB [] = "8" |
const char | SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION [] = "9" |
const char | SecurityIDSource_DUTCH [] = "C" |
const char | SecurityIDSource_QUIK [] = "3" |
const char | SecurityIDSource_CUSIP [] = "1" |
const int | NewsRefType_OTHER_LANGUAGE = 1 |
const int | NewsRefType_COMPLIMENTARY = 2 |
const int | NewsRefType_REPLACEMENT = 0 |
const char | TriggerOrderType_LIMIT = '2' |
const char | TriggerOrderType_MARKET = '1' |
const int | CrossType_CROSS_AON = 1 |
const int | CrossType_CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE_ONE_SIDE_OF_THE_CROSS_IS_FULLY_EXECUTED = 3 |
const int | CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT_BOTH_SIDES_ARE_TREATED_IN_THE_SAME_MANNER_THIS_IS_EQUIVALENT_TO_AN_ALL_OR_NONE = 1 |
const int | CrossType_CROSSAON = 1 |
const int | CrossType_CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE = 4 |
const int | CrossType_CROSS_ONE_SIDE = 3 |
const int | CrossType_CROSS_SAME_PRICE = 4 |
const int | CrossType_CROSSSAMEPRICE = 4 |
const int | CrossType_CROSS_IOC = 2 |
const int | CrossType_CROSSIOC = 2 |
const int | CrossType_CROSSONESIDE = 3 |
const int | CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED_ONE_SIDE_IS_FULLY_EXECUTED_THE_OTHER_SIDE_IS_PARTIALLY_EXECUTED_WITH_THE_REMAINDER_BEING_CANCELLED_THIS_IS_EQUIVALENT_TO_AN_IMMEDIATE_OR_CANCEL_ON_THE_OTHER_SIDE = 2 |
const char | OpenCloseSettleFlag_SESSION_OPEN = '1' |
const char | OpenCloseSettleFlag_DAILY_OPEN = '0' |
const char | OpenCloseSettleFlag_EXPECTED_PRICE = '3' |
const char | OpenCloseSettleFlag_PRICE_FROM_PREVIOUS_BUSINESS_DAY = '4' |
const char | OpenCloseSettleFlag_DELIVERY_SETTLEMENT_PRICE = '2' |
const int | MDBookType_PRICE_DEPTH = 2 |
const int | MDBookType_ORDER_DEPTH = 3 |
const int | MDBookType_TOP_OF_BOOK = 1 |
const char | BasisPxType_VWAPAFT = '8' |
const char | BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI = '9' |
const char | BasisPxType_VWAP_THROUGH_A_MORNING_SESSION = '7' |
const char | BasisPxType_CLOSING_PRICE = '3' |
const char | BasisPxType_VWAP_THROUGH_A_DAY = '6' |
const char | BasisPxType_CLOSING_PRICE_AT_MORNINGN_SESSION = '2' |
const char | BasisPxType_VWAPDAY = '6' |
const char | BasisPxType_VWAPMORNXYORI = 'A' |
const char | BasisPxType_VWAPMORN = '7' |
const char | BasisPxType_VWAPDAYXYORI = '9' |
const char | BasisPxType_OTHERS = 'Z' |
const char | BasisPxType_OPEN = 'D' |
const char | BasisPxType_CURRPX = '4' |
const char | BasisPxType_VWAPAFTXYORI = 'B' |
const char | BasisPxType_CLOSING_PRICE_AT_MORNING_SESSION = '2' |
const char | BasisPxType_CLSPXMORN = '2' |
const char | BasisPxType_CURRENT_PRICE = '4' |
const char | BasisPxType_SQ = '5' |
const char | BasisPxType_CLSPX = '3' |
const char | BasisPxType_STRIKE = 'C' |
const char | BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI = 'B' |
const char | BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI = 'A' |
const char | BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION = '8' |
const int | ComplexEventType_ROLLING_BARRIER = 9 |
const int | ComplexEventType_UNDERLYING = 7 |
const int | ComplexEventType_KNOCK_OUT_UP = 5 |
const int | ComplexEventType_KNOCK_IN_UP = 3 |
const int | ComplexEventType_KOCK_IN_DOWN = 4 |
const int | ComplexEventType_TRIGGER = 2 |
const int | ComplexEventType_RESET_BARRIER = 8 |
const int | ComplexEventType_CAPPED = 1 |
const int | ComplexEventType_KNOCK_OUT_DOWN = 6 |
const int | MassActionResponse_REJECTED = 0 |
const int | MassActionResponse_ACCEPTED = 1 |
const int | SecurityRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 9 |
const int | SecurityRequestType_REQUEST_LIST_SECURITY_TYPES = 2 |
const int | SecurityRequestType_REQSECIDPROV = 1 |
const int | SecurityRequestType_REQUEST_LIST_SECURITIES = 3 |
const int | SecurityRequestType_REQSECID = 0 |
const int | SecurityRequestType_SYMBOL = 4 |
const int | SecurityRequestType_SECURITYTYPE_AND_OR_CFICODE = 5 |
const int | SecurityRequestType_REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED = 1 |
const int | SecurityRequestType_REQSECLIST = 3 |
const int | SecurityRequestType_TRADINGSESSIONID = 7 |
const int | SecurityRequestType_PRODUCT = 6 |
const int | SecurityRequestType_ALL_SECURITIES = 8 |
const int | SecurityRequestType_REQSECLISTTYPES = 2 |
const int | SecurityRequestType_REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS = 0 |
const int | ListRejectReason_EXCHANGE_CLOSED = 2 |
const int | ListRejectReason_UNKNOWN_ORDER = 5 |
const int | ListRejectReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11 |
const int | ListRejectReason_DUPLICATE_ORDER = 6 |
const int | ListRejectReason_TOO_LATE_TO_ENTER = 4 |
const int | ListRejectReason_OTHER = 99 |
const int | ListRejectReason_BROKER = 0 |
const char | DeskType_PROPRIETARY [] = "PR" |
const char | DeskType_ARBITRAGE [] = "AR" |
const char | DeskType_TRADING [] = "T" |
const char | DeskType_DERIVATIVES [] = "D" |
const char | DeskType_SALES [] = "S" |
const char | DeskType_INSTITUTIONAL [] = "IS" |
const char | DeskType_INTERNATIONAL [] = "IN" |
const char | DeskType_AGENCY [] = "A" |
const char | DeskType_PREFERRED_TRADING [] = "PF" |
const char | DeskType_OTHER [] = "O" |
const char | DeskType_PROGRAM_TRADING [] = "PT" |
const char | SettlType_T4 [] = "5" |
const char | SettlType_T5 [] = "8" |
const char | SettlType_WHEN_AND_IF_ISSUED [] = "7" |
const char | SettlType_NEXTDAY [] = "2" |
const char | SettlType_FUTURE [] = "6" |
const char | SettlType_T_PLUS_2 [] = "3" |
const char | SettlType_SELLERS_OPTION [] = "8" |
const char | SettlType_BROKEN_DATE [] = "B" |
const char | SettlType_T_PLUS_3 [] = "4" |
const char | SettlType_T_PLUS_4 [] = "5" |
const char | SettlType_REGULAR [] = "0" |
const char | SettlType_NEXT_DAY [] = "2" |
const char | SettlType_T_PLUS_5 [] = "9" |
const char | SettlType_FX_SPOT_NEXT_SETTLEMENT [] = "C" |
const char | SettlType_T1 [] = "9" |
const char | SettlType_WHENISSUED [] = "7" |
const char | SettlType_T2 [] = "3" |
const char | SettlType_T3 [] = "4" |
const char | SettlType_CASH [] = "1" |
const char | OpenClose_CLOSE = 'C' |
const char | OpenClose_OPEN = 'O' |
const int | ContractMultiplierUnit_SHARES = 0 |
const int | ContractMultiplierUnit_HOURS = 1 |
const int | ContractMultiplierUnit_DAYS = 2 |
const int | TrdType_VOLUME_WEIGHTED_AVERAGE_TRADE = 51 |
const int | TrdType_LATE_TRADE = 4 |
const int | TrdType_FUTURES_LARGE_ORDER_EXECUTION = 17 |
const int | TrdType_EXCHANGE_OF_FUTURES_FOR_FUTURES = 18 |
const int | TrdType_SPECIAL_EX_CAPITAL_REPAYMENTS = 35 |
const int | TrdType_BLOCK_TRADE_38 = 38 |
const int | TrdType_DELTA_NEUTRAL_TRANSACTION = 46 |
const int | TrdType_CASH_SETTLEMENT = 29 |
const int | TrdType_SPECIAL_CUM_CAPITAL_REPAYMENTS = 34 |
const int | TrdType_SPECIAL_CUM_BONUS = 36 |
const int | TrdType_BLOCK_TRADES = 40 |
const int | TrdType_ALL_OR_NONE = 16 |
const int | TrdType_OPTION_EXERCISE = 45 |
const int | TrdType_FINANCING_TRANSACTION = 47 |
const int | TrdType_TRANSFER = 3 |
const int | TrdType_REGULAR_TRADE = 0 |
const int | TrdType_TRADING_AT_SETTLEMENT = 15 |
const int | TrdType_SPECIAL_EX_DIVIDEND = 26 |
const int | TrdType_SPECIAL_EX_COUPON = 28 |
const int | TrdType_SPECIAL_PRICE = 30 |
const int | TrdType_SPECIAL_CUM_RIGHTS = 32 |
const int | TrdType_SPECIAL_EX_BONUS = 37 |
const int | TrdType_BLOCKTRADE = 1 |
const int | TrdType_EXCHANGE_GRANTED_TRADE = 52 |
const int | TrdType_EXCHANGE_BASIS_FACILITY = 55 |
const int | TrdType_BLOCK_TRADE_1 = 1 |
const int | TrdType_LATE_BUNCHED_TRADE = 8 |
const int | TrdType_ERROR_TRADE = 24 |
const int | TrdType_NAME_CHANGE = 41 |
const int | TrdType_LATEBUNCHEDTRADE = 8 |
const int | TrdType_EFP = 2 |
const int | TrdType_NON_STANDARD_SETTLEMENT = 48 |
const int | TrdType_PRIOR_REFERENCE_PRICE_TRADE = 9 |
const int | TrdType_EXCHANGE_FOR_RISK = 11 |
const int | TrdType_EXCHANGE_FOR_SWAP = 12 |
const int | TrdType_EXCHANGE_OF_FUTURES_FOR = 13 |
const int | TrdType_OPTION_INTERIM_TRADE = 19 |
const int | TrdType_PRIVATELY_NEGOTIATED_TRADES = 22 |
const int | TrdType_SUBSTITUTION_OF_FUTURES_FOR_FORWARDS = 23 |
const int | TrdType_SPECIAL_CUM_DIVIDEND = 25 |
const int | TrdType_GUARANTEED_DELIVERY = 31 |
const int | TrdType_PROROGATION_SELL = 44 |
const int | TrdType_WEIGHTEDAVERAGEPRICETRADE = 6 |
const int | TrdType_PORTFOLIO_TRADE = 50 |
const int | TrdType_WEIGHTED_AVERAGE_PRICE_TRADE = 6 |
const int | TrdType_WORKED_PRINCIPAL_TRADE = 39 |
const int | TrdType_PORTFOLIO_TRANSFER = 42 |
const int | TrdType_T_TRADE = 5 |
const int | TrdType_EXCHANGE_OF_OPTIONS_FOR_OPTIONS = 14 |
const int | TrdType_SPECIAL_CUM_COUPON = 27 |
const int | TrdType_BUNCHEDTRADE = 7 |
const int | TrdType_TTRADE = 5 |
const int | TrdType_OTC = 54 |
const int | TrdType_AFTER_HOURS_TRADE = 10 |
const int | TrdType_PRIORREFERENCEPRICETRADE = 9 |
const int | TrdType_AFTERHOURSTRADE = 10 |
const int | TrdType_DERIVATIVE_RELATED_TRANSACTION = 49 |
const int | TrdType_REPURCHASE_AGREEMENT = 53 |
const int | TrdType_SPECIAL_EX_RIGHTS = 33 |
const int | TrdType_PROROGATION_BUY = 43 |
const int | TrdType_BUNCHED_TRADE = 7 |
const int | TrdType_OPTION_CABINET_TRADE = 20 |
const int | TrdType_LATETRADE = 4 |
const int | TrdType_REGULARTRADE = 0 |
const char | RestructuringType_MODIFIED_MOD_RESTRUCTURING [] = "MM" |
const char | RestructuringType_FULL_RESTRUCTURING [] = "FR" |
const char | RestructuringType_NO_RESTRUCTURING_SPECIFIED [] = "XR" |
const char | RestructuringType_MODIFIED_RESTRUCTURING [] = "MR" |
const int | ProgRptReqs_SELLSIDE = 2 |
const int | ProgRptReqs_REALTIME = 3 |
const int | ProgRptReqs_REAL_TIME_EXECUTION_REPORTS = 3 |
const int | ProgRptReqs_BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST = 1 |
const int | ProgRptReqs_SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD = 2 |
const int | ProgRptReqs_BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST = 1 |
const int | ProgRptReqs_BUYSIDE = 1 |
const int | ProgRptReqs_SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD = 2 |
const char | TradingSessionID_EVENING [] = "5" |
const char | TradingSessionID_AFTER_HOURS [] = "6" |
const char | TradingSessionID_HALFDAY [] = "2" |
const char | TradingSessionID_DAY [] = "1" |
const char | TradingSessionID_MORNING [] = "3" |
const char | TradingSessionID_AFTERNOON [] = "4" |
const int | ListOrderStatus_RECVFOREXEC = 2 |
const int | ListOrderStatus_CXL = 4 |
const int | ListOrderStatus_REJ = 7 |
const int | ListOrderStatus_CANCELING = 4 |
const int | ListOrderStatus_REJECT = 7 |
const int | ListOrderStatus_ALL_DONE = 6 |
const int | ListOrderStatus_INBIDPROC = 1 |
const int | ListOrderStatus_ALLDONE = 6 |
const int | ListOrderStatus_IN_BIDDING_PROCESS = 1 |
const int | ListOrderStatus_RECEIVED_FOR_EXECUTION = 2 |
const int | ListOrderStatus_ALERT = 5 |
const int | ListOrderStatus_RECEIVEDFOREXECUTION = 2 |
const int | ListOrderStatus_INBIDDINGPROCESS = 1 |
const int | ListOrderStatus_EXEC = 3 |
const int | ListOrderStatus_CANCELLING = 4 |
const int | ListOrderStatus_EXECUTING = 3 |
const char | RegistStatus_REJECT = 'R' |
const char | RegistStatus_REMINDER_IE_REGISTRATION_INSTRUCTIONS_ARE_STILL_OUTSTANDING = 'N' |
const char | RegistStatus_REJECTED = 'R' |
const char | RegistStatus_ACCEPTED = 'A' |
const char | RegistStatus_REMINDER = 'N' |
const char | RegistStatus_HELD = 'H' |
const char | RegistStatus_ACCEPT = 'A' |
const int | UnderlyingPriceDeterminationMethod_OPTIMAL_VALUE = 3 |
const int | UnderlyingPriceDeterminationMethod_SPECIAL_REFERENCE = 2 |
const int | UnderlyingPriceDeterminationMethod_AVERAGE_VALUE = 4 |
const int | UnderlyingPriceDeterminationMethod_REGULAR = 1 |
const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY = '1' |
const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY_GROUP = 'A' |
const char | MassCancelRequestType_CXLORDERSSECURITYTYPE = '5' |
const char | MassCancelRequestType_CXLORDERSUNDERLYINGSECURITY = '2' |
const char | MassCancelRequestType_CXLORDERSTRDSESSION = '6' |
const char | MassCancelRequestType_CXLALLORDERS = '7' |
const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET = '8' |
const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT = '9' |
const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5' |
const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6' |
const char | MassCancelRequestType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 'C' |
const char | MassCancelRequestType_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2' |
const char | MassCancelRequestType_CXLORDERSSECURITY = '1' |
const char | MassCancelRequestType_CXLORDERSPRODUCT = '3' |
const char | MassCancelRequestType_CANCEL_ALL_ORDERS = '7' |
const char | MassCancelRequestType_CANCEL_FOR_SECURITY_ISSUER = 'B' |
const char | MassCancelRequestType_CXLORDERSCFICODE = '4' |
const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_PRODUCT = '3' |
const char | MassCancelRequestType_CANCEL_ORDERS_FOR_A_CFICODE = '4' |
const int | DerivativeSecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 8 |
const int | DerivativeSecurityListRequestType_UNDELYINGSYMBOL = 5 |
const int | DerivativeSecurityListRequestType_UNDERLYING_PRODUCT = 7 |
const int | DerivativeSecurityListRequestType_UNDERLYING_SECURITYTYPE_AND_OR_CFICODE = 6 |
const int | DerivativeSecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE = 1 |
const int | DerivativeSecurityListRequestType_SYMBOL = 0 |
const int | DerivativeSecurityListRequestType_TRADINGSESSIONID = 3 |
const int | DerivativeSecurityListRequestType_ALL_SECURITIES = 4 |
const int | DerivativeSecurityListRequestType_PRODUCT = 2 |
const char | CxlRejResponseTo_ORDCXLREPREQ = '2' |
const char | CxlRejResponseTo_ORDER_CANCEL_REQUEST = '1' |
const char | CxlRejResponseTo_ORDER_CANCEL_REPLACE_REQUEST = '2' |
const char | CxlRejResponseTo_ORDCXLREQ = '1' |
const int | QuoteCancelType_CANCEL_BY_QUOTETYPE = 6 |
const int | QuoteCancelType_CANCEL_FOR_ONE_OR_MORE_SECURITIES = 1 |
const int | QuoteCancelType_CANCEL_QUOTE_SPECIFIED_IN_QUOTEID = 5 |
const int | QuoteCancelType_CANCEL_FOR_UNDERLYING_SYMBOL = 3 |
const int | QuoteCancelType_CXLUNDER = 3 |
const int | QuoteCancelType_CANCEL_ALL_QUOTES = 4 |
const int | QuoteCancelType_CXLSYM = 1 |
const int | QuoteCancelType_CANCEL_FOR_UNDERLYING_SECURITY = 3 |
const int | QuoteCancelType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 8 |
const int | QuoteCancelType_CANCEL_FOR_SECURITY_ISSUER = 7 |
const int | QuoteCancelType_CXLSECTYPE = 2 |
const int | QuoteCancelType_CANCEL_FOR_ALL_QUOTES = 4 |
const int | QuoteCancelType_CXLALL = 4 |
const int | QuoteCancelType_CANCEL_FOR_SECURITY_TYPE = 2 |
const int | QuoteCancelType_CANCEL_FOR_SYMBOL = 1 |
const char | StipulationType_POOLS_PER_LOT [] = "PPL" |
const char | StipulationType_MAXIMUM_LOAN_BALANCE [] = "MAXBAL" |
const char | StipulationType_CONSTANTPREPAYMENTYIELD [] = "CPY" |
const char | StipulationType_CUSTOM_START_END_DATE [] = "CUSTOMDATE" |
const char | StipulationType_CALL_PROTECTION [] = "PROTECT" |
const char | StipulationType_MATURITYYEARANDMONTH [] = "MAT" |
const char | StipulationType_FINALCPROFHOMEEQUITYPREPAYMENTCURVE [] = "HEP" |
const char | StipulationType_MATURITYRANGE [] = "MATURITY" |
const char | StipulationType_COUPON_RANGE [] = "COUPON" |
const char | StipulationType_PERCENTOFBMAPREPAYMENTCURVE [] = "PSA" |
const char | StipulationType_SUBSTITUTIONSLEFTREPO [] = "SUBSLEFT" |
const char | StipulationType_LOOKBACKDAYS [] = "LOOKBACK" |
const char | StipulationType_CALLPROTECTION [] = "PROTECT" |
const char | StipulationType_MAXIMUMSUBSTITUTIONSREPO [] = "MAXSUBS" |
const char | StipulationType_YEARORYEARMONTHOFISSUE [] = "ISSUE" |
const char | StipulationType_CONSTANTPREPAYMENTRATE [] = "CPR" |
const char | StipulationType_ISSUE_SIZE_RANGE [] = "ISSUESIZE" |
const char | StipulationType_WEIGHTEDAVERAGEMATURITY [] = "WAM" |
const char | StipulationType_CONSTANT_PREPAYMENT_RATE [] = "CPR" |
const char | StipulationType_PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE [] = "MHP" |
const char | StipulationType_POOLSMINIMUM [] = "PMIN" |
const char | StipulationType_FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE [] = "HEP" |
const char | StipulationType_BROKERS_SALES_CREDIT [] = "BROKERCREDIT" |
const char | StipulationType_ORDER_QUANTITY_INCREMENT [] = "ORDRINCR" |
const char | StipulationType_REFERENCE_TO_ROLLING_OR_CLOSING_TRADE [] = "REFTRADE" |
const char | StipulationType_AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET [] = "AVAILQTY" |
const char | StipulationType_ISSUERS_TICKER [] = "ISSUER" |
const char | StipulationType_ISOCURRENCYCODE [] = "CURRENCY" |
const char | StipulationType_THE_MINIMUM_RESIDUAL_OFFER_QUANTITY [] = "LEAVEQTY" |
const char | StipulationType_DISCOUNT_RATE [] = "DISCOUNT" |
const char | StipulationType_VALUATIONDISCOUNT [] = "HAIRCUT" |
const char | StipulationType_SINGLE_MONTHLY_MORTALITY [] = "SMM" |
const char | StipulationType_LOT_VARIANCE [] = "LOTVAR" |
const char | StipulationType_PERCENTOFMANUFACTUREDHOUSINGPREPAYMENTCURVE [] = "MHP" |
const char | StipulationType_FREEFORMTEXT [] = "TEXT" |
const char | StipulationType_WHOLE_POOL [] = "WHOLE" |
const char | StipulationType_GEOGRAPHICS_AND_RANGE [] = "GEOG" |
const char | StipulationType_INTEREST_OF_ROLLING_OR_CLOSING_TRADE [] = "REFINT" |
const char | StipulationType_TRADEVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED [] = "TRDVAR" |
const char | StipulationType_FREEFORM_TEXT [] = "TEXT" |
const char | StipulationType_RATING_SOURCE_AND_RANGE [] = "RATING" |
const char | StipulationType_OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS [] = "INTERNALQTY" |
const char | StipulationType_OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS [] = "INTERNALPX" |
const char | StipulationType_NUMBER_OF_PIECES [] = "PIECES" |
const char | StipulationType_MINIMUM_INCREMENT [] = "MININCR" |
const char | StipulationType_PRODUCTIONYEAR [] = "PROD" |
const char | StipulationType_WEIGHTED_AVERAGE_MATURITY [] = "WAM" |
const char | StipulationType_GEOGRAPHICS [] = "GEOG" |
const char | StipulationType_MINIMUMQUANTITY [] = "MINQTY" |
const char | StipulationType_POOL_IDENTIFIER [] = "POOL" |
const char | StipulationType_MATURITY_YEAR_AND_MONTH [] = "MAT" |
const char | StipulationType_PRICINGFREQUENCY [] = "PRICEFREQ" |
const char | StipulationType_SECURITYTYPEINCLUDEDOREXCLUDED [] = "SECTYPE" |
const char | StipulationType_EXPLICITLOTIDENTIFIER [] = "LOT" |
const char | StipulationType_MAXIMUM_SUBSTITUTIONS [] = "MAXSUBS" |
const char | StipulationType_PRIMARY_OR_SECONDARY_MARKET_INDICATOR [] = "PRIMARY" |
const char | StipulationType_WEIGHTEDAVERAGELOANAGE [] = "WALA" |
const char | StipulationType_BENCHMARK_PRICE_SOURCE [] = "PXSOURCE" |
const char | StipulationType_MINIMUMDENOMINATION [] = "MINDNOM" |
const char | StipulationType_YEAR_OR_YEAR_MONTH_OF_ISSUE [] = "ISSUE" |
const char | StipulationType_PAYMENTFREQUENCYCALENDAR [] = "PAYFREQ" |
const char | StipulationType_POOLS_MAXIMUM [] = "PMAX" |
const char | StipulationType_SUBSTITUTIONS_FREQUENCY [] = "SUBSFREQ" |
const char | StipulationType_BENCHMARKPRICESOURCE [] = "PXSOURCE" |
const char | StipulationType_ABSOLUTEPREPAYMENTSPEED [] = "ABS" |
const char | StipulationType_BANKQUALIFIED [] = "BANKQUAL" |
const char | StipulationType_YIELDRANGE [] = "YIELD" |
const char | StipulationType_BARGAINCONDITIONS [] = "BGNCON" |
const char | StipulationType_MONTHLYPREPAYMENTRATE [] = "MPR" |
const char | StipulationType_POOLSPERLOT [] = "PPL" |
const char | StipulationType_CONSTANT_PREPAYMENT_YIELD [] = "CPY" |
const char | StipulationType_MINIMUM_DENOMINATION [] = "MINDNOM" |
const char | StipulationType_ALTERNATIVE_MINIMUM_TAX [] = "AMT" |
const char | StipulationType_CUSTOMSTARTENDDATE [] = "CUSTOMDATE" |
const char | StipulationType_TYPEOFREDEMPTIONVALUESARE [] = "REDEMPTION" |
const char | StipulationType_PERCENT_OF_BMA_PREPAYMENT_CURVE [] = "PSA" |
const char | StipulationType_NUMBEROFPIECES [] = "PIECES" |
const char | StipulationType_AMT [] = "AMT" |
const char | StipulationType_CONSTANTPREPAYMENTPENALTY [] = "CPP" |
const char | StipulationType_MAXIMUM_ORDER_SIZE [] = "MAXORDQTY" |
const char | StipulationType_AUTOREINVESTMENTATRATEORBETTER [] = "AUTOREINV" |
const char | StipulationType_BARGAIN_CONDITIONS [] = "BGNCON" |
const char | StipulationType_GEOGRAPHICSANDRANGE [] = "GEOG" |
const char | StipulationType_LOTVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED [] = "LOTVAR" |
const char | StipulationType_TYPE_OF_ROLL_TRADE [] = "ROLLTYPE" |
const char | StipulationType_PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE [] = "REFPRIN" |
const char | StipulationType_PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE [] = "PPC" |
const char | StipulationType_WEIGHTED_AVERAGE_COUPON [] = "WAC" |
const char | StipulationType_AUTO_REINVESTMENT_AT_RATE_OR_BETTER [] = "AUTOREINV" |
const char | StipulationType_STRUCTURE [] = "STRUCT" |
const char | StipulationType_WHOLEPOOL [] = "WHOLE" |
const char | StipulationType_MARKET_SECTOR [] = "SECTOR" |
const char | StipulationType_MATURITY_RANGE [] = "MATURITY" |
const char | StipulationType_SECURITY_TYPE_INCLUDED_OR_EXCLUDED [] = "SECTYPE" |
const char | StipulationType_POOLSPERMILLION [] = "PPM" |
const char | StipulationType_TRADE_VARIANCE [] = "TRDVAR" |
const char | StipulationType_ISSUERSTICKER [] = "ISSUER" |
const char | StipulationType_PRICERANGE [] = "PRICE" |
const char | StipulationType_LOOKBACK_DAYS [] = "LOOKBACK" |
const char | StipulationType_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE [] = "MHP" |
const char | StipulationType_POOLS_PER_MILLION [] = "PPM" |
const char | StipulationType_MINIMUMINCREMENT [] = "MININCR" |
const char | StipulationType_MATURITY_YEAR [] = "MAT" |
const char | StipulationType_RATINGSOURCEANDRANGE [] = "RATING" |
const char | StipulationType_AVERAGE_LOAN_SIZE [] = "AVSIZE" |
const char | StipulationType_PURPOSE [] = "PURPOSE" |
const char | StipulationType_ISO_CURRENCY_CODE [] = "CURRENCY" |
const char | StipulationType_RESTRICTED [] = "RESTRICTED" |
const char | StipulationType_BROKER_SALES_CREDIT_OVERRIDE [] = "SALESCREDITOVR" |
const char | StipulationType_WEIGHTED_AVERAGE_LIFE_COUPON [] = "WAL" |
const char | StipulationType_WEIGHTEDAVERAGECOUPON [] = "WAC" |
const char | StipulationType_OF_PROSPECTUS_PREPAYMENT_CURVE [] = "PPC" |
const char | StipulationType_ISSUESIZERANGE [] = "ISSUESIZE" |
const char | StipulationType_YEAR_OF_ISSUE [] = "ISSUE" |
const char | StipulationType_WEIGHTEDAVERAGELIFECOUPON [] = "WAL" |
const char | StipulationType_PAYMENT_FREQUENCY_CALENDAR [] = "PAYFREQ" |
const char | StipulationType_TRADERS_CREDIT [] = "TRADERCREDIT" |
const char | StipulationType_MINIMUM_QUANTITY [] = "MINQTY" |
const char | StipulationType_SUBSTITUTIONS_LEFT [] = "SUBSLEFT" |
const char | StipulationType_POOLS_PER_TRADE [] = "PPT" |
const char | StipulationType_TYPE_OF_REDEMPTION [] = "REDEMPTION" |
const char | StipulationType_CONSTANT_PREPAYMENT_PENALTY [] = "CPP" |
const char | StipulationType_WEIGHTED_AVERAGE_LOAN_AGE [] = "WALA" |
const char | StipulationType_PRICE_RANGE [] = "PRICE" |
const char | StipulationType_SUBSTITUTIONSFREQUENCYREPO [] = "SUBSFREQ" |
const char | StipulationType_PRODUCTION_YEAR [] = "PROD" |
const char | StipulationType_SINGLEMONTHLYMORTALITY [] = "SMM" |
const char | StipulationType_OF_BMA_PREPAYMENT_CURVE [] = "PSA" |
const char | StipulationType_EXPLICIT_LOT_IDENTIFIER [] = "LOT" |
const char | StipulationType_ABSOLUTE_PREPAYMENT_SPEED [] = "ABS" |
const char | StipulationType_MAXIMUMDENOMINATION [] = "MAXDNOM" |
const char | StipulationType_PERCENTOFPROSPECTUSPREPAYMENTCURVE [] = "PPC" |
const char | StipulationType_VALUATION_DISCOUNT [] = "HAIRCUT" |
const char | StipulationType_YIELD_TO_MATURITY [] = "YTM" |
const char | StipulationType_WEIGHTED_AVERAGE_LIFE [] = "WAL" |
const char | StipulationType_POOLSMAXIMUM [] = "PMAX" |
const char | StipulationType_YIELD_RANGE [] = "YIELD" |
const char | StipulationType_PRICING_FREQUENCY [] = "PRICEFREQ" |
const char | StipulationType_POOLSPERTRADE [] = "PPT" |
const char | StipulationType_MONTHLY_PREPAYMENT_RATE [] = "MPR" |
const char | StipulationType_COUPONRANGE [] = "COUPON" |
const char | StipulationType_MARKETSECTOR [] = "SECTOR" |
const char | StipulationType_AVERAGE_FICO_SCORE [] = "AVFICO" |
const char | StipulationType_INSURED [] = "INSURED" |
const char | StipulationType_BANK_QUALIFIED [] = "BANKQUAL" |
const char | PriceQuoteMethod_STANDARD [] = "STD" |
const char | PriceQuoteMethod_PERCENT_OF_PAR [] = "PCTPAR" |
const char | PriceQuoteMethod_INDEX [] = "INX" |
const char | PriceQuoteMethod_INTEREST_RATE_INDEX [] = "INT" |
const int | SessionRejectReason_REQUIREDTAGMISSING = 1 |
const int | SessionRejectReason_TAGSPECIFIEDOUTOFREQUIREDORDER = 14 |
const int | SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER = 17 |
const int | SessionRejectReason_INVALIDTAGNUMBER = 0 |
const int | SessionRejectReason_VALUEISINCORRECTOUTOFRANGEFORTHISTAG = 5 |
const int | SessionRejectReason_COMPID_PROBLEM = 9 |
const int | SessionRejectReason_SENDINGTIMEACCURACYPROBLEM = 10 |
const int | SessionRejectReason_SIGNATURE_PROBLEM = 8 |
const int | SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE = 2 |
const int | SessionRejectReason_UNDEFINEDTAG = 3 |
const int | SessionRejectReason_XML_VALIDATION_ERROR = 12 |
const int | SessionRejectReason_NONDATAVALUEINCLUDESFIELDDELIMITERSOHCHARACTER = 17 |
const int | SessionRejectReason_UNDEFINED_TAG = 3 |
const int | SessionRejectReason_TAGAPPEARSMORETHANONCE = 13 |
const int | SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE = 6 |
const int | SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER = 15 |
const int | SessionRejectReason_REQUIRED_TAG_MISSING = 1 |
const int | SessionRejectReason_INVALIDMSGTYPE = 11 |
const int | SessionRejectReason_XMLVALIDATIONERROR = 12 |
const int | SessionRejectReason_REPEATINGGROUPFIELDSOUTOFORDER = 15 |
const int | SessionRejectReason_INCORRECTNUMINGROUPCOUNTFORREPEATINGGROUP = 16 |
const int | SessionRejectReason_TAGSPECIFIEDWITHOUTAVALUE = 4 |
const int | SessionRejectReason_DECRYPTIONPROBLEM = 7 |
const int | SessionRejectReason_INCORRECTDATAFORMATFORVALUE = 6 |
const int | SessionRejectReason_OTHER = 99 |
const int | SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP = 16 |
const int | SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE = 13 |
const int | SessionRejectReason_COMPIDPROBLEM = 9 |
const int | SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER = 14 |
const int | SessionRejectReason_SIGNATUREPROBLEM = 8 |
const int | SessionRejectReason_DECRYPTION_PROBLEM = 7 |
const int | SessionRejectReason_INVALID_TAG_NUMBER = 0 |
const int | SessionRejectReason_TAGNOTDEFINEDFORTHISMESSAGETYPE = 2 |
const int | SessionRejectReason_VALUE_IS_INCORRECT = 5 |
const int | SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE = 4 |
const int | SessionRejectReason_INVALID_MSGTYPE = 11 |
const int | SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM = 10 |
const int | DeliveryType_TRI_PARTY = 2 |
const int | DeliveryType_HOLD_IN_CUSTODY = 3 |
const int | DeliveryType_FREE = 1 |
const int | DeliveryType_HOLDINCUSTODY = 3 |
const int | DeliveryType_VERSUSPAYMENT = 0 |
const int | DeliveryType_VERSUS_PAYMENT_DELIVER = 0 |
const int | DeliveryType_FREE_DELIVER = 1 |
const int | DeliveryType_TRIPARTY = 2 |
const char | Scope_LOCAL = '1' |
const char | Scope_LOCAL_MARKET = '1' |
const char | Scope_GLOBAL = '3' |
const char | Scope_NATIONAL = '2' |
const char | Scope_LOCALMARKET = '1' |
const char | DeleteReason_CANCELLATION = '0' |
const char | DeleteReason_CANCELTRADEBUST = '0' |
const char | DeleteReason_CANCELATION = '0' |
const char | DeleteReason_ERROR = '1' |
const char | InViewOfCommon_NO = 'N' |
const char | InViewOfCommon_YES = 'Y' |
const char | NoSides_BOTHSIDES = '2' |
const char | NoSides_ONESIDE = '1' |
const char | NoSides_ONE_SIDE = '1' |
const char | NoSides_BOTH_SIDES = '2' |
const char | SecurityType_TERM_LIQUIDITY_NOTE [] = "TLQN" |
const char | SecurityType_TO_BE_ANNOUNCED [] = "TBA" |
const char | SecurityType_REVERSE_REPURCHASE_AGREEMENT [] = "RVRP" |
const char | SecurityType_BRADY_BOND [] = "BRADY" |
const char | SecurityType_TREASURYINFLATIONPROTECTEDSECURITIES [] = "TIPS" |
const char | SecurityType_CORP_MORTGAGE_BACKED_SECURITIES [] = "CMBS" |
const char | SecurityType_CERTIFICATE_OF_PARTICIPATION [] = "COFP" |
const char | SecurityType_BUY_SELLBACK [] = "BUYSELL" |
const char | SecurityType_OPTIONS_ON_COMBO [] = "OOC" |
const char | SecurityType_MULTILEG_INSTRUMENT [] = "MLEG" |
const char | SecurityType_TAX_ALLOCATION [] = "TAXA" |
const char | SecurityType_US_TREASURY_NOTE_BOND [] = "UST" |
const char | SecurityType_REVENUE_ANTICIPATION_NOTE [] = "RAN" |
const char | SecurityType_YANKEECERTIFICATEOFDEPOSIT [] = "YCD" |
const char | SecurityType_MEDIUMTERMNOTES [] = "MTN" |
const char | SecurityType_SPECIAL_TAX [] = "SPCLT" |
const char | SecurityType_PRIVATE_EXPORT_FUNDING [] = "PEF" |
const char | SecurityType_EUROCERTIFICATEOFDEPOSIT [] = "EUCD" |
const char | SecurityType_SPECIAL_OBLIGATION [] = "SPCLO" |
const char | SecurityType_FX_SWAP [] = "FXSWAP" |
const char | SecurityType_REVOLVER_TERM_LOAN [] = "RVLVTRM" |
const char | SecurityType_TAXEXEMPTCOMMERCIALPAPER [] = "TECP" |
const char | SecurityType_REVOLVER_LOAN [] = "RVLV" |
const char | SecurityType_CASH [] = "CASH" |
const char | SecurityType_USTREASURYNOTEDEPRECATEDVALUEUSETNOTE [] = "UST" |
const char | SecurityType_MISCELLANEOUS_PASS_THRU [] = "MPT" |
const char | SecurityType_CONVERTIBLEBOND [] = "CB" |
const char | SecurityType_VARIABLE_RATE_DEMAND_NOTE [] = "VRDN" |
const char | SecurityType_MULTILEGINSTRUMENT [] = "MLEG" |
const char | SecurityType_FEDERAL_AGENCY_DISCOUNT_NOTE [] = "FADN" |
const char | SecurityType_SPECIALOBLIGATION [] = "SPCLO" |
const char | SecurityType_CANADIAN_TREASURY_BILLS [] = "CTB" |
const char | SecurityType_REVENUEANTICIPATIONNOTE [] = "RAN" |
const char | SecurityType_CERTIFICATEOFOBLIGATION [] = "COFO" |
const char | SecurityType_INDEXEDLINKED [] = "XLINKD" |
const char | SecurityType_LETTER_OF_CREDIT [] = "LOFC" |
const char | SecurityType_MANDATORYTENDER [] = "MT" |
const char | SecurityType_USTREASURYBOND [] = "TBOND" |
const char | SecurityType_TERMLOAN [] = "TERM" |
const char | SecurityType_OPTIONS_ON_FUTURES [] = "OOF" |
const char | SecurityType_PROMISSORYNOTE [] = "PN" |
const char | SecurityType_DUAL_CURRENCY [] = "DUAL" |
const char | SecurityType_WILDCARD_ENTRY [] = "WLD" |
const char | SecurityType_BANK_DEPOSITORY_NOTE [] = "BDN" |
const char | SecurityType_REPLACED [] = "REPLACD" |
const char | SecurityType_MORTGAGE_PRINCIPAL_ONLY [] = "MPO" |
const char | SecurityType_CANADIAN_TREASURY_NOTES [] = "CAN" |
const char | SecurityType_USTREASURYBILLDEPRECATEDVALUEUSETBILL [] = "USTB" |
const char | SecurityType_TOBEANNOUNCED [] = "TBA" |
const char | SecurityType_SECURITIES_PLEDGE [] = "SECPLEDGE" |
const char | SecurityType_YANKEE_CORPORATE_BOND [] = "YANK" |
const char | SecurityType_FX_SPOT [] = "FXSPOT" |
const char | SecurityType_LIQUIDITYNOTE [] = "LQN" |
const char | SecurityType_OVERNIGHT [] = "ONITE" |
const char | SecurityType_MORTGAGE_INTEREST_ONLY [] = "MIO" |
const char | SecurityType_BRIDGELOAN [] = "BRIDGE" |
const char | SecurityType_OTHER_ANTICIPATION_NOTES_BAN_GAN_ETC [] = "AN" |
const char | SecurityType_EXTENDED_COMM_NOTE [] = "XCN" |
const char | SecurityType_CERTIFICATEOFPARTICIPATION [] = "COFP" |
const char | SecurityType_CATS_TIGERS_LIONS [] = "ZOO" |
const char | SecurityType_FORWARD [] = "FORWARD" |
const char | SecurityType_YANKEE_CERTIFICATE_OF_DEPOSIT [] = "YCD" |
const char | SecurityType_PREFERRED_STOCK [] = "PS" |
const char | SecurityType_US_TREASURY_BOND [] = "TBOND" |
const char | SecurityType_TREASURY_INFLATION_PROTECTED_SECURITIES [] = "TIPS" |
const char | SecurityType_BUYSELLBACK [] = "BUYSELL" |
const char | SecurityType_OPTIONS_ON_PHYSICAL [] = "OOP" |
const char | SecurityType_ASSETBACKEDSECURITIES [] = "ABS" |
const char | SecurityType_NON_DELIVERABLE_FORWARD [] = "FXNDF" |
const char | SecurityType_MORTGAGE_PRINCIPLE_ONLY [] = "MPO" |
const char | SecurityType_MORTGAGE_IOETTE [] = "IET" |
const char | SecurityType_USD_SUPRANATIONAL_COUPONS [] = "SUPRA" |
const char | SecurityType_WARRANT [] = "WAR" |
const char | SecurityType_FOREIGN_EXCHANGE_CONTRACT [] = "FOR" |
const char | SecurityType_FOREIGNEXCHANGECONTRACT [] = "FOR" |
const char | SecurityType_EURO_CORPORATE_FLOATING_RATE_NOTES [] = "EUFRN" |
const char | SecurityType_SPECIAL_ASSESSMENT [] = "SPCLA" |
const char | SecurityType_EUROSUPRANATIONALCOUPONS [] = "EUSUPRA" |
const char | SecurityType_DEBTOR_IN_POSSESSION [] = "DINP" |
const char | SecurityType_CANADIAN_MONEY_MARKETS [] = "CAMM" |
const char | SecurityType_MORTGAGEPRINCIPALONLY [] = "MPO" |
const char | SecurityType_USTREASURYNOTE [] = "TNOTE" |
const char | SecurityType_DEBTORINPOSSESSION [] = "DINP" |
const char | SecurityType_REVENUEBONDS [] = "REV" |
const char | SecurityType_MORTGAGEINTERESTONLY [] = "MIO" |
const char | SecurityType_DEPOSITNOTES [] = "DN" |
const char | SecurityType_PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE [] = "TCAL" |
const char | SecurityType_MORTGAGEPRIVATEPLACEMENT [] = "MPP" |
const char | SecurityType_NO_SECURITY_TYPE [] = "NONE" |
const char | SecurityType_SPECIALASSESSMENT [] = "SPCLA" |
const char | SecurityType_LETTEROFCREDIT [] = "LOFC" |
const char | SecurityType_TAXALLOCATION [] = "TAXA" |
const char | SecurityType_TAXABLE_MUNICIPAL_CP [] = "TMCP" |
const char | SecurityType_OPTION [] = "OPT" |
const char | SecurityType_NOSECURITYTYPE [] = "NONE" |
const char | SecurityType_PROMISSORY_NOTE [] = "PN" |
const char | SecurityType_COLLATERALIZEDMORTGAGEOBLIGATION [] = "CMO" |
const char | SecurityType_DUALCURRENCY [] = "DUAL" |
const char | SecurityType_CREDIT_DEFAULT_SWAP [] = "CDS" |
const char | SecurityType_TAXANTICIPATIONNOTE [] = "TAN" |
const char | SecurityType_MORTGAGE_PRIVATE_PLACEMENT [] = "MPP" |
const char | SecurityType_GENERAL_OBLIGATION_BONDS [] = "GO" |
const char | SecurityType_SHORTTERMLOANNOTE [] = "STN" |
const char | SecurityType_COMMERCIAL_PAPER [] = "CP" |
const char | SecurityType_MORTGAGE_BACKED_SECURITIES [] = "MBS" |
const char | SecurityType_EURO_SOVEREIGNS [] = "EUSOV" |
const char | SecurityType_TAX_REVENUE_ANTICIPATION_NOTE [] = "TRAN" |
const char | SecurityType_PFANDBRIEFE [] = "PFAND" |
const char | SecurityType_OTHER_ANTICIPATION_NOTES [] = "AN" |
const char | SecurityType_TAX_EXEMPT_COMMERCIAL_PAPER [] = "TECP" |
const char | SecurityType_PRIVATEEXPORTFUNDING [] = "PEF" |
const char | SecurityType_OTHERANTICIPATIONNOTESBANGANETC [] = "AN" |
const char | SecurityType_TAX_ANTICIPATION_NOTE [] = "TAN" |
const char | SecurityType_TREASURY_BILL [] = "TB" |
const char | SecurityType_PLAZOS_FIJOS [] = "PZFJ" |
const char | SecurityType_EURO_COMMERCIAL_PAPER [] = "EUCP" |
const char | SecurityType_MANDATORY_TENDER [] = "MT" |
const char | SecurityType_COLLATERALIZED_MORTGAGE_OBLIGATION [] = "CMO" |
const char | SecurityType_PREFERREDSTOCK [] = "PS" |
const char | SecurityType_VARIABLERATEDEMANDNOTE [] = "VRDN" |
const char | SecurityType_DEFAULTED [] = "DEFLTED" |
const char | SecurityType_INDEXED_LINKED [] = "XLINKD" |
const char | SecurityType_IOETTE_MORTGAGE [] = "IET" |
const char | SecurityType_CERTIFICATE_OF_DEPOSIT [] = "CD" |
const char | SecurityType_BILLOFEXCHANGES [] = "BOX" |
const char | SecurityType_PRINCIPALSTRIPOFACALLABLEBONDORNOTE [] = "TCAL" |
const char | SecurityType_EUROSOVEREIGNS [] = "EUSOV" |
const char | SecurityType_TIME_DEPOSIT [] = "TD" |
const char | SecurityType_CORPORATEBOND [] = "CORP" |
const char | SecurityType_FX_FORWARD [] = "FXFWD" |
const char | SecurityType_US_CORPORATE_FLOATING_RATE_NOTES [] = "FRN" |
const char | SecurityType_US_TREASURY_NOTE_TNOTE [] = "TNOTE" |
const char | SecurityType_MORTGAGEBACKEDSECURITIES [] = "MBS" |
const char | SecurityType_DEPOSIT_NOTES [] = "DN" |
const char | SecurityType_CORPORATEPRIVATEPLACEMENT [] = "CPP" |
const char | SecurityType_FEDERAL_HOUSING_AUTHORITY [] = "FHA" |
const char | SecurityType_MATURED [] = "MATURED" |
const char | SecurityType_SWINGLINEFACILITY [] = "SWING" |
const char | SecurityType_MULTI_LEG_INSTRUMENT [] = "MLEG" |
const char | SecurityType_CANADIAN_PROVINCIAL_BONDS [] = "PROV" |
const char | SecurityType_MEDIUM_TERM_NOTES [] = "MTN" |
const char | SecurityType_RETIRED [] = "RETIRED" |
const char | SecurityType_MUTUAL_FUND [] = "MF" |
const char | SecurityType_SECURITIESPLEDGE [] = "SECPLEDGE" |
const char | SecurityType_COMMERCIALPAPER [] = "CP" |
const char | SecurityType_REPURCHASE_AGREEMENT [] = "RP" |
const char | SecurityType_BILL_OF_EXCHANGES [] = "BOX" |
const char | SecurityType_MUTUALFUND [] = "MF" |
const char | SecurityType_COLLATERALIZE_MORTGAGE_OBLIGATION [] = "CMO" |
const char | SecurityType_EXTENDEDCOMMNOTE [] = "XCN" |
const char | SecurityType_FEDERAL_HOME_LOAN [] = "FHL" |
const char | SecurityType_REVOLVERLOAN [] = "RVLV" |
const char | SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE [] = "TPRN" |
const char | SecurityType_STRUCTURED_NOTES [] = "STRUCT" |
const char | SecurityType_INTERESTSTRIPFROMANYBONDORNOTE [] = "TINT" |
const char | SecurityType_CANADIAN_MORTGAGE_BONDS [] = "CMB" |
const char | SecurityType_REPURCHASE [] = "REPO" |
const char | SecurityType_AGENCY_POOLS [] = "POOL" |
const char | SecurityType_EURO_CORPORATE_BOND [] = "EUCORP" |
const char | SecurityType_SWING_LINE_FACILITY [] = "SWING" |
const char | SecurityType_USDSUPRANATIONALCOUPONS [] = "SUPRA" |
const char | SecurityType_REVOLVERTERMLOAN [] = "RVLVTRM" |
const char | SecurityType_LIQUIDITY_NOTE [] = "LQN" |
const char | SecurityType_MISCELLANEOUSPASSTHROUGH [] = "MPT" |
const char | SecurityType_CONVERTIBLE_BOND [] = "CB" |
const char | SecurityType_ASSET_BACKED_SECURITIES [] = "ABS" |
const char | SecurityType_WILDCARDENTRY [] = "WLD" |
const char | SecurityType_YANKEECORPORATEBOND [] = "YANK" |
const char | SecurityType_TAXREVENUEANTICIPATIONNOTE [] = "TRAN" |
const char | SecurityType_GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION [] = "GN" |
const char | SecurityType_BRADYBOND [] = "BRADY" |
const char | SecurityType_USTREASURYBILL [] = "TBILL" |
const char | SecurityType_STUDENT_LOAN_MARKETING_ASSOCIATION [] = "SL" |
const char | SecurityType_EUROCORPORATEBOND [] = "EUCORP" |
const char | SecurityType_FUTURE [] = "FUT" |
const char | SecurityType_US_TREASURY_BILL_TBILL [] = "TBILL" |
const char | SecurityType_TREASURIES_PLUS_AGENCY_DEBENTURE [] = "GOVT" |
const char | SecurityType_EURO_CERTIFICATE_OF_DEPOSIT [] = "EUCD" |
const char | SecurityType_BANKERS_ACCEPTANCE [] = "BA" |
const char | SecurityType_AMENDEDRESTATED [] = "AMENDED" |
const char | SecurityType_TERM_LOAN [] = "TERM" |
const char | SecurityType_BANKNOTES [] = "BN" |
const char | SecurityType_SHORT_TERM_LOAN_NOTE [] = "STN" |
const char | SecurityType_AMENDED_RESTATED [] = "AMENDED" |
const char | SecurityType_INTEREST_RATE_SWAP [] = "IRS" |
const char | SecurityType_EUROCOMMERCIALPAPER [] = "EUCP" |
const char | SecurityType_US_TREASURY_NOTE_UST [] = "UST" |
const char | SecurityType_US_TREASURY_BILL_USTB [] = "USTB" |
const char | SecurityType_FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION [] = "FN" |
const char | SecurityType_WITHDRAWN [] = "WITHDRN" |
const char | SecurityType_CORPORATE_PRIVATE_PLACEMENT [] = "CPP" |
const char | SecurityType_CERTIFICATE_OF_OBLIGATION [] = "COFO" |
const char | SecurityType_INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE [] = "TINT" |
const char | SecurityType_STRUCTUREDNOTES [] = "STRUCT" |
const char | SecurityType_BANKERSACCEPTANCE [] = "BA" |
const char | SecurityType_NO_ISITC_SECURITY_TYPE [] = "NONE" |
const char | SecurityType_CALLLOANS [] = "CL" |
const char | SecurityType_MISCELLANEOUS_PASS_THROUGH [] = "MPT" |
const char | SecurityType_FEDERAL_AGENCY_COUPON [] = "FAC" |
const char | SecurityType_CORPORATE_BOND [] = "CORP" |
const char | SecurityType_WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST [] = "?" |
const char | SecurityType_CORPMORTGAGEBACKEDSECURITIES [] = "CMBS" |
const char | SecurityType_EURO_SUPRANATIONAL_COUPONS [] = "EUSUPRA" |
const char | SecurityType_CALL_LOANS [] = "CL" |
const char | SecurityType_CERTIFICATEOFDEPOSIT [] = "CD" |
const char | SecurityType_SECURED_LIQUIDITY_NOTE [] = "SLQN" |
const char | SecurityType_TIMEDEPOSIT [] = "TD" |
const char | SecurityType_BANK_NOTES [] = "BN" |
const char | SecurityType_US_TREASURY_BILL [] = "USTB" |
const char | SecurityType_GENERALOBLIGATIONBONDS [] = "GO" |
const char | SecurityType_COMMONSTOCK [] = "CS" |
const char | SecurityType_PLAZOSFIJOS [] = "PZFJ" |
const char | SecurityType_SECURITIES_LOAN [] = "SECLOAN" |
const char | SecurityType_SECURITIESLOAN [] = "SECLOAN" |
const char | SecurityType_MUNICIPAL_BOND [] = "MUNI" |
const char | SecurityType_REVENUE_BONDS [] = "REV" |
const char | SecurityType_SPECIALTAX [] = "SPCLT" |
const char | SecurityType_PRINCIPALSTRIPFROMANONCALLABLEBONDORNOTE [] = "TPRN" |
const char | SecurityType_BRIDGE_LOAN [] = "BRIDGE" |
const char | SecurityType_IOETTEMORTGAGE [] = "IET" |
const char | SecurityType_FEDERALAGENCYCOUPON [] = "FAC" |
const char | SecurityType_COMMON_STOCK [] = "CS" |
const char | SecurityType_FEDERALAGENCYDISCOUNTNOTE [] = "FADN" |
const char | RoundingDirection_ROUNDUP = '2' |
const char | RoundingDirection_ROUND_DOWN = '1' |
const char | RoundingDirection_ROUND_TO_NEAREST = '0' |
const char | RoundingDirection_ROUND_UP = '2' |
const char | RoundingDirection_ROUNDDOWN = '1' |
const char | RoundingDirection_ROUNDNEAREST = '0' |
const char | TimeUnit_MINUTE [] = "Min" |
const char | TimeUnit_WEEK [] = "Wk" |
const char | TimeUnit_SECOND [] = "S" |
const char | TimeUnit_MONTH [] = "Mo" |
const char | TimeUnit_HOUR [] = "H" |
const char | TimeUnit_DAY [] = "D" |
const char | TimeUnit_YEAR [] = "Yr" |
const int | LegSwapType_MODIFIED_DURATION = 2 |
const int | LegSwapType_PARFORPAR = 1 |
const int | LegSwapType_RISK = 4 |
const int | LegSwapType_PAR_FOR_PAR = 1 |
const int | LegSwapType_MODIFIEDDURATION = 2 |
const int | LegSwapType_PROCEEDS = 5 |
const char | IOITransType_REPLACE = 'R' |
const char | IOITransType_NEW = 'N' |
const char | IOITransType_CANCEL = 'C' |
const int | PosReqResult_REQUESTFORPOSITIONNOTSUPPORTED = 4 |
const int | PosReqResult_VALID_REQUEST = 0 |
const int | PosReqResult_NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA = 2 |
const int | PosReqResult_NOT_AUTHORIZED_TO_REQUEST_POSITIONS = 3 |
const int | PosReqResult_INVALID_OR_UNSUPPORTED_REQUEST = 1 |
const int | PosReqResult_NOTAUTHORIZEDTOREQUESTPOSITIONS = 3 |
const int | PosReqResult_OTHER = 99 |
const int | PosReqResult_NOPOSITIONSFOUNDTHATMATCHCRITERIA = 2 |
const int | PosReqResult_REQUEST_FOR_POSITION_NOT_SUPPORTED = 4 |
const int | PosReqResult_INVALIDORUNSUPPORTEDREQUEST = 1 |
const int | PosReqResult_VALIDREQUEST = 0 |
const char | SettlInstMode_ACCOUNTOVERRIDING = '2' |
const char | SettlInstMode_REJECT = '5' |
const char | SettlInstMode_DEFAULT = '0' |
const char | SettlInstMode_REQUEST_REJECT = '5' |
const char | SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING = '2' |
const char | SettlInstMode_SIPROVIDED = '1' |
const char | SettlInstMode_ACCOUNTSTANDING = '3' |
const char | SettlInstMode_CIVORDERSINGLEACCT = '4' |
const char | SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_STANDING = '3' |
const char | SettlInstMode_SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT = '4' |
const char | SettlInstMode_STANDING_INSTRUCTIONS_PROVIDED = '1' |
const char | PreviouslyReported_NO = 'N' |
const char | PreviouslyReported_YES = 'Y' |
const char | CustOrderHandlingInst_PEGGED [] = "PEG" |
const char | CustOrderHandlingInst_MARKET_ON_OPEN [] = "MOO" |
const char | CustOrderHandlingInst_SCALE [] = "SCL" |
const char | CustOrderHandlingInst_FILL_OR_KILL [] = "FOK" |
const char | CustOrderHandlingInst_ALL_OR_NONE [] = "AON" |
const char | CustOrderHandlingInst_NOT_HELD [] = "NH" |
const char | CustOrderHandlingInst_DIRECTED_ORDER [] = "DIR" |
const char | CustOrderHandlingInst_STOP_STOCK_TRANSACTION [] = "S.W" |
const char | CustOrderHandlingInst_OVER_THE_DAY [] = "OVD" |
const char | CustOrderHandlingInst_ADD_ON_ORDER [] = "ADD" |
const char | CustOrderHandlingInst_MARKET_AT_CLOSE [] = "MAC" |
const char | CustOrderHandlingInst_LIMIT_ON_OPEN [] = "LOO" |
const char | CustOrderHandlingInst_CASH_NOT_HELD [] = "CNH" |
const char | CustOrderHandlingInst_MARKET_ON_CLOSE [] = "MOC" |
const char | CustOrderHandlingInst_TIME_ORDER [] = "TMO" |
const char | CustOrderHandlingInst_LIMIT_ON_CLOSE [] = "LOC" |
const char | CustOrderHandlingInst_IMMEDIATE_OR_CANCEL [] = "IOC" |
const char | CustOrderHandlingInst_TRAILING_STOP [] = "TS" |
const char | CustOrderHandlingInst_WORK [] = "WRK" |
const char | CustOrderHandlingInst_RESERVE_SIZE_ORDER [] = "RSV" |
const char | CustOrderHandlingInst_MINIMUM_QUANTITY [] = "MQT" |
const char | CustOrderHandlingInst_MARKET_AT_OPEN [] = "MAO" |
const char | CustOrderHandlingInst_IMBALANCE_ONLY [] = "IO" |
const char | CustOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION [] = "E.W" |
const char | SecurityStatus_INACTIVE [] = "2" |
const char | SecurityStatus_ACTIVE [] = "1" |
const char | ProcessCode_SOFT_DOLLAR = '1' |
const char | ProcessCode_STEPOUTSOFT = '5' |
const char | ProcessCode_STEPOUT = '3' |
const char | ProcessCode_PLAN_SPONSOR = '6' |
const char | ProcessCode_STEP_IN = '2' |
const char | ProcessCode_STEPIN = '2' |
const char | ProcessCode_REGULAR = '0' |
const char | ProcessCode_SOFTDOLLAR = '1' |
const char | ProcessCode_PLANSPONSOR = '6' |
const char | ProcessCode_STEPINSOFT = '4' |
const char | ProcessCode_SOFT_DOLLAR_STEP_OUT = '5' |
const char | ProcessCode_STEP_OUT = '3' |
const char | ProcessCode_SOFT_DOLLAR_STEP_IN = '4' |
const char | ExecInst_TRY_TO_STOP = 'Y' |
const char | ExecInst_PEG_TO_LIMIT_PRICE = 'd' |
const char | ExecInst_EXECUTE_AS_DURATION_NEUTRAL = 's' |
const char | ExecInst_PARTICIPANT_DONT_INITIATE = '6' |
const char | ExecInst_REINSTATE_ON_TRADING_HALT = 'J' |
const char | ExecInst_NO_CROSS = 'A' |
const char | ExecInst_PEGVWAP = 'W' |
const char | ExecInst_STRICT_SCALE = '7' |
const char | ExecInst_AON = 'G' |
const char | ExecInst_TRAILING_STOP_PEG = 'a' |
const char | ExecInst_TRAILSTOPPEG = 'a' |
const char | ExecInst_MARKPEG = 'P' |
const char | ExecInst_MIDPRCPEG = 'M' |
const char | ExecInst_OKCROSS = 'B' |
const char | ExecInst_EXECUTE_AS_FX_NEUTRAL = 't' |
const char | ExecInst_CUSTDISPINST = 'U' |
const char | ExecInst_IGNOREPRICECHK = 'c' |
const char | ExecInst_STRICTLIMIT = 'b' |
const char | ExecInst_WORKTOSTRATEGY = 'e' |
const char | ExecInst_OK_TO_CROSS = 'B' |
const char | ExecInst_SUSPEND_ON_SYSTEM_FAILURE = 'l' |
const char | ExecInst_REINSTATE_ON_SYSTEM_FAILURE = 'H' |
const char | ExecInst_GO_ALONG = '3' |
const char | ExecInst_INSTITONLY = 'I' |
const char | ExecInst_DO_NOT_INCREASE = 'E' |
const char | ExecInst_SUSPEND = 'S' |
const char | ExecInst_TRYTOSTOP = 'Y' |
const char | ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 'T' |
const char | ExecInst_SUSPEND_ON_TRADING_HALT = 'm' |
const char | ExecInst_INTERMARKET_SWEEP = 'f' |
const char | ExecInst_IGNORE_PRICE_VALIDITY_CHECKS = 'c' |
const char | ExecInst_PARTICIPATE_DONT_INITIATE = '6' |
const char | ExecInst_LASTPEG = 'L' |
const char | ExecInst_PEG_TO_VWAP = 'W' |
const char | ExecInst_PRIMARY_PEG = 'R' |
const char | ExecInst_NONNEGO = 'N' |
const char | ExecInst_BEST_EXECUTION = 'k' |
const char | ExecInst_STAY_ON_BID_SIDE = '9' |
const char | ExecInst_NOTHELD = '1' |
const char | ExecInst_STRICTSCALE = '7' |
const char | ExecInst_REINSTATE_ON_CONNECTION_LOSS = 'n' |
const char | ExecInst_DNI = 'E' |
const char | ExecInst_TRYTOSCALE = '8' |
const char | ExecInst_PERCENT_OF_VOLUME = 'D' |
const char | ExecInst_GOALONG = '3' |
const char | ExecInst_WORK = '2' |
const char | ExecInst_HELD = '5' |
const char | ExecInst_NOCROSS = 'A' |
const char | ExecInst_RELEASE_FROM_SUSPENSION = 'q' |
const char | ExecInst_STRICT_LIMIT = 'b' |
const char | ExecInst_OPENPEG = 'O' |
const char | ExecInst_STAY_ON_BIDSIDE = '9' |
const char | ExecInst_STAY_ON_OFFERSIDE = '0' |
const char | ExecInst_OVER_THE_DAY = '4' |
const char | ExecInst_RESTATEONTRADINGHALT = 'J' |
const char | ExecInst_INSTITUTIONS_ONLY = 'I' |
const char | ExecInst_NOT_HELD = '1' |
const char | ExecInst_CANCELONTRADINGHALT = 'K' |
const char | ExecInst_CANCELONSYSFAIL = 'Q' |
const char | ExecInst_CANCEL_ON_SYSTEM_FAILURE = 'Q' |
const char | ExecInst_MARKET_PEG = 'P' |
const char | ExecInst_TRADEALONG = 'X' |
const char | ExecInst_CALL_FIRST = 'C' |
const char | ExecInst_PEGTOLIMIT = 'd' |
const char | ExecInst_EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED = 'r' |
const char | ExecInst_SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE = 'j' |
const char | ExecInst_NON_NEGOTIABLE = 'N' |
const char | ExecInst_TRY_TO_SCALE = '8' |
const char | ExecInst_EXTERNAL_ROUTING_ALLOWED = 'g' |
const char | ExecInst_WORK_TO_TARGET_STRATEGY = 'e' |
const char | ExecInst_STAY_ON_OFFER_SIDE = '0' |
const char | ExecInst_CUSTOMER_DISPLAY_INSTRUCTION = 'U' |
const char | ExecInst_OVERDAY = '4' |
const char | ExecInst_LAST_PEG = 'L' |
const char | ExecInst_CALLFIRST = 'C' |
const char | ExecInst_REINSTATE_ON_SYSTEM_FAILUE = 'H' |
const char | ExecInst_DO_NOT_REDUCE = 'F' |
const char | ExecInst_MID_PRICE_PEG = 'M' |
const char | ExecInst_ALL_OR_NONE = 'G' |
const char | ExecInst_OPENING_PEG = 'O' |
const char | ExecInst_PERCVOL = 'D' |
const char | ExecInst_SUSPEND_ON_CONNECTION_LOSS = 'p' |
const char | ExecInst_CANCEL_ON_CONNECTION_LOSS = 'o' |
const char | ExecInst_EXTERNAL_ROUTING_NOT_ALLOWED = 'h' |
const char | ExecInst_CANCEL_IF_NOT_BEST = 'Z' |
const char | ExecInst_PARTNOTINIT = '6' |
const char | ExecInst_CXLIFNOTBEST = 'Z' |
const char | ExecInst_NETTING = 'V' |
const char | ExecInst_IMBALANCE_ONLY = 'i' |
const char | ExecInst_CANCEL_ON_TRADING_HALT = 'K' |
const char | ExecInst_TRADE_ALONG = 'X' |
const char | ExecInst_DNR = 'F' |
const char | ExecInst_STAYOFFER = '0' |
const char | ExecInst_STAYBID = '9' |
const char | ExecInst_RESTATEONSYSFAIL = 'H' |
const char | ExecInst_PRIMPEG = 'R' |
const char | ExecType_REPLACE = '5' |
const char | ExecType_NEW = '0' |
const char | ExecType_CALCULATED = 'B' |
const char | ExecType_PENDINGNEW = 'A' |
const char | ExecType_ORDERSTATUS = 'I' |
const char | ExecType_PENDING_CANCEL = '6' |
const char | ExecType_TRADE_IN_A_CLEARING_HOLD = 'J' |
const char | ExecType_TRADE_HAS_BEEN_RELEASED_TO_CLEARING = 'K' |
const char | ExecType_ORDER_STATUS = 'I' |
const char | ExecType_PENDING_CANCEL_REPLACE = '6' |
const char | ExecType_PARTIAL_FILL = '1' |
const char | ExecType_PENDINGCXL = '6' |
const char | ExecType_PENDING_NEW = 'A' |
const char | ExecType_STOPPED = '7' |
const char | ExecType_CANCELED = '4' |
const char | ExecType_PENDING_REPLACE = 'E' |
const char | ExecType_TRADE = 'F' |
const char | ExecType_TRADE_CORRECT = 'G' |
const char | ExecType_PENDINGREPLACE = 'E' |
const char | ExecType_SUSPENDED = '9' |
const char | ExecType_FILL = '2' |
const char | ExecType_DONE = '3' |
const char | ExecType_RESTATED = 'D' |
const char | ExecType_REJECTED = '8' |
const char | ExecType_REPLACED = '5' |
const char | ExecType_EXPIRED = 'C' |
const char | ExecType_DONE_FOR_DAY = '3' |
const char | ExecType_TRIGGERED_OR_ACTIVATED_BY_SYSTEM = 'L' |
const char | ExecType_TRADECORRECT = 'G' |
const char | ExecType_TRADECANCEL = 'H' |
const char | ExecType_TRADE_CANCEL = 'H' |
const char | ExecType_CANCELLED = '4' |
const int | MultilegModel_USER_DEFINED_MULTLEG_SECURITY = 1 |
const int | MultilegModel_PREDEFINED_MULTILEG_SECURITY = 0 |
const int | MultilegModel_USER_DEFINED_NON_SECURITIZED_MULTILEG = 2 |
const int | EventType_SWAP_NEXT_START_DATE = 11 |
const int | EventType_LAST_ELIGIBLE_TRADE_DATE = 7 |
const int | EventType_FIRST_DELIVERY_DATE = 13 |
const int | EventType_TENDER = 3 |
const int | EventType_INITIAL_INVENTORY_DUE_DATE = 15 |
const int | EventType_FIRST_INTENT_DATE = 17 |
const int | EventType_ACTIVATION = 5 |
const int | EventType_PUT = 1 |
const int | EventType_SWAP_START_DATE = 8 |
const int | EventType_SWAP_NEXT_ROLL_DATE = 12 |
const int | EventType_LAST_DELIVERY_DATE = 14 |
const int | EventType_POSITION_REMOVAL_DATE = 19 |
const int | EventType_SWAP_ROLL_DATE = 10 |
const int | EventType_FINAL_INVENTORY_DUE_DATE = 16 |
const int | EventType_OTHER = 99 |
const int | EventType_INACTIVIATION = 6 |
const int | EventType_SINKINGFUNDCALL = 4 |
const int | EventType_SWAP_END_DATE = 9 |
const int | EventType_LAST_INTENT_DATE = 18 |
const int | EventType_SINKING_FUND_CALL = 4 |
const int | EventType_CALL = 2 |
const int | TradeAllocIndicator_ALLOCATIONREQUIREDALLOCATIONINFORMATIONNOTPROVIDED = 1 |
const int | TradeAllocIndicator_ALLOCATION_REQUIRED = 1 |
const int | TradeAllocIndicator_ALLOCATION_TO_CLAIM_ACCOUNT = 5 |
const int | TradeAllocIndicator_USEALLOCATIONPROVIDEDWITHTHETRADE = 2 |
const int | TradeAllocIndicator_ALLOCATION_FROM_EXECUTOR = 4 |
const int | TradeAllocIndicator_USE_ALLOCATION_PROVIDED_WITH_THE_TRADE = 2 |
const int | TradeAllocIndicator_ALLOCATIONNOTREQUIRED = 0 |
const int | TradeAllocIndicator_ALLOCATION_NOT_REQUIRED = 0 |
const int | TradeAllocIndicator_ALLOCATION_GIVE_UP_EXECUTOR = 3 |
const int | UserStatus_NOT_LOGGED_IN = 2 |
const int | UserStatus_PASSWORD_INCORRECT = 4 |
const int | UserStatus_USERNOTRECOGNISED = 3 |
const int | UserStatus_LOGGED_IN = 1 |
const int | UserStatus_PASSWORDCHANGED = 5 |
const int | UserStatus_FORCED_USER_LOGOUT_BY_EXCHANGE = 7 |
const int | UserStatus_USER_NOT_RECOGNISED = 3 |
const int | UserStatus_NOTLOGGEDIN = 2 |
const int | UserStatus_PASSWORD_CHANGED = 5 |
const int | UserStatus_OTHER = 6 |
const int | UserStatus_LOGGEDIN = 1 |
const int | UserStatus_SESSION_SHUTDOWN_WARNING = 8 |
const int | UserStatus_PASSWORDINCORRECT = 4 |
const char | InstrRegistry_PHYSICAL [] = "ZZ" |
const char | InstrRegistry_COUNTRY [] = "ISO" |
const char | InstrRegistry_CUSTODIAN [] = "BIC" |
const int | OrderDelayUnit_WEEKS = 13 |
const int | OrderDelayUnit_TENTHS_OF_A_SECOND = 1 |
const int | OrderDelayUnit_SECONDS = 0 |
const int | OrderDelayUnit_MONTHS = 14 |
const int | OrderDelayUnit_YEARS = 15 |
const int | OrderDelayUnit_NANOSECONDS = 5 |
const int | OrderDelayUnit_HUNDREDTHS_OF_A_SECOND = 2 |
const int | OrderDelayUnit_HOURS = 11 |
const int | OrderDelayUnit_MICROSECONDS = 4 |
const int | OrderDelayUnit_MINUTES = 10 |
const int | OrderDelayUnit_MILLISECONDS = 3 |
const int | OrderDelayUnit_DAYS = 12 |
const char | TradedFlatSwitch_NO = 'N' |
const char | TradedFlatSwitch_YES = 'Y' |
const int | TrdRptStatus_ACCEPTED_WITH_ERRORS = 3 |
const int | TrdRptStatus_REJECTED = 1 |
const int | TrdRptStatus_ACCEPTED = 0 |
const int | QuoteStatus_CANCELEDDUETOLOCKMARKET = 14 |
const int | QuoteStatus_REJ = 5 |
const int | QuoteStatus_PENDING = 10 |
const int | QuoteStatus_LOCKEDMARKETWARNING = 12 |
const int | QuoteStatus_CROSSMARKETWARNING = 13 |
const int | QuoteStatus_REMOVED = 6 |
const int | QuoteStatus_CXLUNDER = 3 |
const int | QuoteStatus_PENDING_END_TRADE = 19 |
const int | QuoteStatus_CROSS_MARKET_WARNING = 13 |
const int | QuoteStatus_QUOTENOTFOUND = 9 |
const int | QuoteStatus_CANCELED = 17 |
const int | QuoteStatus_LOCKED_MARKET_WARNING = 12 |
const int | QuoteStatus_CXLSYM = 1 |
const int | QuoteStatus_CANCELED_FOR_UNDERLYING = 3 |
const int | QuoteStatus_UNSOLICITED_QUOTE_REPLENISHMENT = 18 |
const int | QuoteStatus_TOO_LATE_TO_END = 20 |
const int | QuoteStatus_CANCELED_DUE_TO_LOCK_MARKET = 14 |
const int | QuoteStatus_CANCELED_DUE_TO_CROSS_MARKET = 15 |
const int | QuoteStatus_ACCPT = 0 |
const int | QuoteStatus_CANCELED_FOR_SECURITY_TYPE = 2 |
const int | QuoteStatus_CANCELED_ALL = 4 |
const int | QuoteStatus_PASS = 11 |
const int | QuoteStatus_CANCELEDDUETOCROSSMARKET = 15 |
const int | QuoteStatus_REJECTED = 5 |
const int | QuoteStatus_QUERY = 8 |
const int | QuoteStatus_CXLSECTYPE = 2 |
const int | QuoteStatus_ACCEPTED = 0 |
const int | QuoteStatus_EXPIRED = 7 |
const int | QuoteStatus_CANCELED_FOR_SYMBOL = 1 |
const int | QuoteStatus_REMOVED_FROM_MARKET = 6 |
const int | QuoteStatus_ACTIVE = 16 |
const int | QuoteStatus_CANCEL_FOR_SYMBOL = 1 |
const int | QuoteStatus_CXLALL = 4 |
const int | QuoteStatus_QUOTE_NOT_FOUND = 9 |
const char | SolicitedFlag_NO = 'N' |
const char | SolicitedFlag_YES = 'Y' |
const int | RiskLimitType_GROSS_LIMIT = 1 |
const int | RiskLimitType_SHORT_LIMIT = 5 |
const int | RiskLimitType_LONG_LIMIT = 4 |
const int | RiskLimitType_NET_LIMIT = 2 |
const int | RiskLimitType_EXPOSURE = 3 |
const int | ShortSaleReason_DEALER_SOLD_SHORT = 0 |
const int | ShortSaleReason_DEALERSOLDSHORTEXEMPT = 1 |
const int | ShortSaleReason_QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT = 5 |
const int | ShortSaleReason_DEALERSOLDSHORT = 0 |
const int | ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT = 2 |
const int | ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT_EXEMPT = 3 |
const int | ShortSaleReason_SELLINGCUSTOMERSOLDSHORT = 2 |
const int | ShortSaleReason_SELLINGCUSTOMERSOLDSHORTEXEMPT = 3 |
const int | ShortSaleReason_DEALER_SOLD_SHORT_EXEMPT = 1 |
const int | ShortSaleReason_QSRORAGUCONTRASIDESOLDSHORT = 4 |
const int | ShortSaleReason_QUALIFIED_SERVICE_REPRESENTATIVE = 4 |
const int | ShortSaleReason_QSRORAGUCONTRASIDESOLDSHORTEXEMPT = 5 |
const int | PegRoundDirection_MOREPASSIVE = 2 |
const int | PegRoundDirection_MOREAGGRESSIVE = 1 |
const int | PegRoundDirection_MORE_AGGRESSIVE = 1 |
const int | PegRoundDirection_MORE_PASSIVE = 2 |
const int | ModelType_PROPRIETARY = 1 |
const int | ModelType_UTILITY_PROVIDED_STANDARD_MODEL = 0 |
const char | FuturesValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT [] = "FUTDA" |
const char | FuturesValuationMethod_PREMIUM_STYLE [] = "EQTY" |
const char | FuturesValuationMethod_FUTURES_STYLE_MARK_TO_MARKET [] = "FUT" |
const char | SettlMethod_CASH_SETTLEMENT_REQUIRED = 'C' |
const char | SettlMethod_PHYSICAL_SETTLEMENT_REQUIRED = 'P' |
const int | ConfirmStatus_CONFIRMED = 4 |
const int | ConfirmStatus_REQUESTREJECTED = 5 |
const int | ConfirmStatus_MISSINGSETTLEMENTINSTRUCTIONS = 3 |
const int | ConfirmStatus_MISSING_SETTLEMENT_INSTRUCTIONS = 3 |
const int | ConfirmStatus_REQUEST_REJECTED = 5 |
const int | ConfirmStatus_MISMATCHEDACCOUNT = 2 |
const int | ConfirmStatus_MISMATCHED_ACCOUNT = 2 |
const int | ConfirmStatus_RECEIVED = 1 |
const char | LocateReqd_NO = 'N' |
const char | LocateReqd_YES = 'Y' |
const int | Adjustment_CANCEL = 1 |
const int | Adjustment_CORRECTION = 3 |
const int | Adjustment_ERROR = 2 |
const int | StreamAsgnType_ASSIGNMENT = 1 |
const int | StreamAsgnType_TERMINATE_UNASSIGN = 3 |
const int | StreamAsgnType_REJECTED = 2 |
const char | LastRptRequested_NO = 'N' |
const char | LastRptRequested_YES = 'Y' |
const char | SettlSessID_END_OF_DAY [] = "EOD" |
const char | SettlSessID_REGULAR_TRADING_HOURS [] = "RTH" |
const char | SettlSessID_ELECTRONIC_TRADING_HOURS [] = "ETH" |
const char | SettlSessID_INTRADAY [] = "ITD" |
const int | TradeReportType_NO_WAS = 5 |
const int | TradeReportType_ADDENDUM = 4 |
const int | TradeReportType_7 = 7 |
const int | TradeReportType_PENDED = 10 |
const int | TradeReportType_LOCKEDINTRADEBREAK = 7 |
const int | TradeReportType_DEFAULTED = 8 |
const int | TradeReportType_DECLINE = 3 |
const int | TradeReportType_ALLEGED_NEW = 11 |
const int | TradeReportType_ALLEGED_TRADE_REPORT_CANCEL = 14 |
const int | TradeReportType_ALLEGED_15 = 15 |
const int | TradeReportType_ALLEGED_ADDENDUM = 12 |
const int | TradeReportType_ALLEGED = 1 |
const int | TradeReportType_SUBMIT = 0 |
const int | TradeReportType_NOWAS = 5 |
const int | TradeReportType_ALLEGED_1 = 1 |
const int | TradeReportType_INVALID_CMTA = 9 |
const int | TradeReportType_TRADEREPORTCANCEL = 6 |
const int | TradeReportType_TRADE_REPORT_CANCEL = 6 |
const int | TradeReportType_ALLEGED_NO_WAS = 13 |
const int | TradeReportType_ACCEPT = 2 |
const int | ExerciseStyle_AMERICAN = 1 |
const int | ExerciseStyle_EUROPEAN = 0 |
const int | ExerciseStyle_BERMUDA = 2 |
const char | HaltReasonChar_EQUIPCHANGE = 'X' |
const char | HaltReasonChar_ADDITIONAL_INFORMATION = 'M' |
const char | HaltReasonChar_ORDINFL = 'E' |
const char | HaltReasonChar_NEW_PENDING = 'P' |
const char | HaltReasonChar_NEWSDISS = 'D' |
const char | HaltReasonChar_NEWS_PENDING = 'P' |
const char | HaltReasonChar_ORDER_INFLUX = 'E' |
const char | HaltReasonChar_NEWS_DISSEMINATION = 'D' |
const char | HaltReasonChar_ADDINFO = 'M' |
const char | HaltReasonChar_ORDIMB = 'I' |
const char | HaltReasonChar_EQUIPMENT_CHANGEOVER = 'X' |
const char | HaltReasonChar_ORDER_IMBALANCE = 'I' |
const char | HaltReasonChar_NEWSPEND = 'P' |
const char | ExDestination_POSIT = '4' |
const char | ExDestination_NONE = '0' |
const int | AllocReportType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY = 4 |
const int | AllocReportType_WAREHOUSE_RECAP = 5 |
const int | AllocReportType_REJECT = 10 |
const int | AllocReportType_REQUESTTOINTERMEDIARY = 8 |
const int | AllocReportType_ACCEPT_PENDING = 11 |
const int | AllocReportType_REQUEST_TO_INTERMEDIARY = 8 |
const int | AllocReportType_COMPLETE = 12 |
const int | AllocReportType_SELLSIDECALCULATEDUSINGPRELIMINARY = 3 |
const int | AllocReportType_PRELIMINARY_REQUEST_TO_INTERMEDIARY = 2 |
const int | AllocReportType_SELLSIDE_CALCULATED_USING_PRELIMINARY = 3 |
const int | AllocReportType_REVERSE_PENDING = 14 |
const int | AllocReportType_WAREHOUSERECAP = 5 |
const int | AllocReportType_ACCEPT = 9 |
const int | AllocReportType_SELLSIDECALCULATEDWITHOUTPRELIMINARY = 4 |
const int | AllocType_BUYSIDEREADYTOBOOKSINGLE = 5 |
const int | AllocType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY = 4 |
const int | AllocType_CALCULATED = 1 |
const int | AllocType_INCOMPLETE_GROUP = 12 |
const int | AllocType_REVERSAL_PENDING = 14 |
const int | AllocType_PRELIMINARY = 2 |
const int | AllocType_REJECT = 10 |
const int | AllocType_WAREHOUSEINSTRUCTION = 7 |
const int | AllocType_BUYSIDEPRELIM = 2 |
const int | AllocType_REQUESTTOINTERMEDIARY = 8 |
const int | AllocType_ACCEPT_PENDING = 11 |
const int | AllocType_BUYSIDEREADYTOBOOKCOMBINED = 6 |
const int | AllocType_BUYSIDE_CALCULATED = 1 |
const int | AllocType_REQUEST_TO_INTERMEDIARY = 8 |
const int | AllocType_SELLSIDECALCWITHOUTPRELIM = 4 |
const int | AllocType_BUYSIDE_READY_TO_BOOK_5 = 5 |
const int | AllocType_BUYSIDE_READY_TO_BOOK_6 = 6 |
const int | AllocType_COMPLETE_GROUP = 13 |
const int | AllocType_BUYSIDECALC = 1 |
const int | AllocType_SELLSIDE_CALCULATED_USING_PRELIMINARY = 3 |
const int | AllocType_READY_TO_BOOK = 5 |
const int | AllocType_BUYSIDE_READY_TO_BOOK = 6 |
const int | AllocType_WAREHOUSE_INSTRUCTION = 7 |
const int | AllocType_BUYSIDE_PRELIMINARY = 2 |
const int | AllocType_ACCEPT = 9 |
const int | AllocType_SELLSIDECALC = 3 |
const int | QuoteRequestRejectReason_INSUFFICIENT_CREDIT = 11 |
const int | QuoteRequestRejectReason_NOMARKETFORINSTRUMENT = 8 |
const int | QuoteRequestRejectReason_NOTAUTHTOREQQUOTE = 6 |
const int | QuoteRequestRejectReason_NOT_AUTHORIZED_TO_REQUEST_QUOTE = 6 |
const int | QuoteRequestRejectReason_QUOTEREQUESTEXLIMIT = 3 |
const int | QuoteRequestRejectReason_INVALID_PRICE = 5 |
const int | QuoteRequestRejectReason_EXCHANGECLOSED = 2 |
const int | QuoteRequestRejectReason_TOOLATE = 4 |
const int | QuoteRequestRejectReason_INVPRICE = 5 |
const int | QuoteRequestRejectReason_NOMATCHFORINQUIRY = 7 |
const int | QuoteRequestRejectReason_TOO_LATE_TO_ENTER = 4 |
const int | QuoteRequestRejectReason_NO_MATCH_FOR_INQUIRY = 7 |
const int | QuoteRequestRejectReason_UNKNOWNSYM = 1 |
const int | QuoteRequestRejectReason_EXCHANGE = 2 |
const int | QuoteRequestRejectReason_NO_MARKET_FOR_INSTRUMENT = 8 |
const int | QuoteRequestRejectReason_UNKNOWN_SYMBOL = 1 |
const int | QuoteRequestRejectReason_OTHER = 99 |
const int | QuoteRequestRejectReason_PASS = 10 |
const int | QuoteRequestRejectReason_NOINVENTORY = 9 |
const int | QuoteRequestRejectReason_NO_INVENTORY = 9 |
const int | QuoteRequestRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3 |
const int | LiquidityIndType_5DAY = 1 |
const int | LiquidityIndType_NORMAL = 3 |
const int | LiquidityIndType_20_DAY_MOVING_AVERAGE = 2 |
const int | LiquidityIndType_5_DAY_MOVING_AVERAGE = 1 |
const int | LiquidityIndType_5DAY_MOVING_AVERAGE = 1 |
const int | LiquidityIndType_NORMAL_MARKET_SIZE = 3 |
const int | LiquidityIndType_OTHER = 4 |
const int | LiquidityIndType_20DAY = 2 |
const int | StatusValue_IN_PROCESS = 4 |
const int | StatusValue_NOTCONNECTEDDOWNEXPECTEDUP = 2 |
const int | StatusValue_NOT_CONNECTED_2 = 2 |
const int | StatusValue_NOTCONNECTEDDOWNEXPECTEDDOWN = 3 |
const int | StatusValue_CONNECTED = 1 |
const int | StatusValue_NOT_CONNECTED_3 = 3 |
const int | StatusValue_INPROCESS = 4 |
const char | PosType_INTRA_SPREAD_QTY [] = "IAS" |
const char | PosType_INTER_SPREAD_QTY [] = "IES" |
const char | PosType_TRANSFER_TRADE_QTY [] = "TRF" |
const char | PosType_EXCHANGE_FOR_PHYSICAL_QTY [] = "EP" |
const char | PosType_TRANSFERTRADEQTY [] = "TRF" |
const char | PosType_TRANSACTIONQUANTITY [] = "TQ" |
const char | PosType_ADJUSTMENTQTY [] = "PA" |
const char | PosType_START_OF_DAY_QTY [] = "SOD" |
const char | PosType_ENDOFDAYQTY [] = "FIN" |
const char | PosType_DELIVERY_QTY [] = "DLV" |
const char | PosType_TRANSACTIONFROMEXERCISE [] = "TX" |
const char | PosType_OPTIONEXERCISEQTY [] = "EX" |
const char | PosType_DELIVERYQTY [] = "DLV" |
const char | PosType_OPTION_ASSIGNMENT [] = "AS" |
const char | PosType_PIT_TRADE_QTY [] = "PIT" |
const char | PosType_TRANSACTION_FROM_ASSIGNMENT [] = "TA" |
const char | PosType_TRANSACTION_FROM_EXERCISE [] = "TX" |
const char | PosType_INTEGRALSPLIT [] = "SPL" |
const char | PosType_ELECTRONICTRADEQTY [] = "ETR" |
const char | PosType_AS_OF_TRADE_QTY [] = "ASF" |
const char | PosType_ELECTRONIC_TRADE_QTY [] = "ETR" |
const char | PosType_PITTRADEQTY [] = "PIT" |
const char | PosType_OPTIONASSIGNMENT [] = "AS" |
const char | PosType_SUCCESSION_EVENT_ADJUSTMENT [] = "SEA" |
const char | PosType_OPTION_EXERCISE_QTY [] = "EX" |
const char | PosType_TRANSACTION_QUANTITY [] = "TQ" |
const char | PosType_NET_DELTA_QTY [] = "DLT" |
const char | PosType_END_OF_DAY_QTY [] = "FIN" |
const char | PosType_ADJUSTMENT_QTY [] = "PA" |
const char | PosType_TOTAL_TRANSACTION_QTY [] = "TOT" |
const char | PosType_DELIVERY_NOTICE_QTY [] = "DN" |
const char | PosType_RECEIVE_QUANTITY [] = "RCV" |
const char | PosType_ASOFTRADEQTY [] = "ASF" |
const char | PosType_ALLOCATIONTRADEQTY [] = "ALC" |
const char | PosType_CREDIT_EVENT_ADJUSTMENT [] = "CEA" |
const char | PosType_PRIVATELY_NEGOTIATED_TRADE_QTY [] = "PNTN" |
const char | PosType_CROSS_MARGIN_QTY [] = "XM" |
const char | PosType_CORPORATE_ACTION_ADJUSTMENT [] = "CAA" |
const char | PosType_TOTALTRANSACTIONQTY [] = "TOT" |
const char | PosType_STARTOFDAYQTY [] = "SOD" |
const char | PosType_INTEGRAL_SPLIT [] = "SPL" |
const char | PosType_INTERSPREADQTY [] = "IES" |
const char | PosType_INTRASPREADQTY [] = "IAS" |
const char | PosType_ALLOCATION_TRADE_QTY [] = "ALC" |
const char | PosType_CROSSMARGINQTY [] = "XM" |
const char | PosType_TRANSACTIONFROMASSIGNMENT [] = "TA" |
const int | StreamAsgnAckType_ASSIGNMENT_REJECTED = 1 |
const int | StreamAsgnAckType_ASSIGNMENT_ACCEPTED = 0 |
const int | RiskInstrumentOperator_EXCLUDE = 2 |
const int | RiskInstrumentOperator_INCLUDE = 1 |
const int | MiscFeeBasis_PERUNIT = 1 |
const int | MiscFeeBasis_ABSOLUTE = 0 |
const int | MiscFeeBasis_PERCENTAGE = 2 |
const int | MiscFeeBasis_PER_UNIT = 1 |
const char | OrdType_FOREX_MARKET = 'C' |
const char | OrdType_FOREX_PREVIOUSLY_QUOTED = 'H' |
const char | OrdType_ONBASIS = '9' |
const char | OrdType_PREVIOUSLYINDICATED = 'E' |
const char | OrdType_PREVIOUS_FUND_VALUATION_POINT = 'L' |
const char | OrdType_PEGGED = 'P' |
const char | OrdType_LIMITONCLOSE = 'B' |
const char | OrdType_LIMIT_WITH_OR_WITHOUT = '8' |
const char | OrdType_STOP_LIMIT = '4' |
const char | OrdType_FOREX_SWAP = 'G' |
const char | OrdType_WITHORWITHOUT = '6' |
const char | OrdType_FOREXLIMIT = 'F' |
const char | OrdType_MARKET_WITH_LEFT_OVER_AS_LIMIT = 'K' |
const char | OrdType_PREVIOUSLYQUOTED = 'D' |
const char | OrdType_PREVIOUSLY_QUOTED = 'D' |
const char | OrdType_COUNTER_ORDER_SELECTION = 'Q' |
const char | OrdType_LIMITWITHORWITHOUT = '8' |
const char | OrdType_FOREXSWAP = 'G' |
const char | OrdType_MARKET_IF_TOUCHED = 'J' |
const char | OrdType_NEXT_FUND_VALUATION_POINT = 'M' |
const char | OrdType_FOREX_C = 'C' |
const char | OrdType_ON_CLOSE = 'A' |
const char | OrdType_STOP = '3' |
const char | OrdType_STOPLIMIT = '4' |
const char | OrdType_LIMITORBETTER = '7' |
const char | OrdType_ONCLOSE = 'A' |
const char | OrdType_FOREX_LIMIT = 'F' |
const char | OrdType_FOREXMARKET = 'C' |
const char | OrdType_FOREX = 'C' |
const char | OrdType_MARKETIFTOUCHED = 'J' |
const char | OrdType_FUNARI = 'I' |
const char | OrdType_FOREX_F = 'F' |
const char | OrdType_PREVIOUSLY_INDICATED = 'E' |
const char | OrdType_WITH_OR_WITHOUT = '6' |
const char | OrdType_MARKET_ON_CLOSE = '5' |
const char | OrdType_LIMIT = '2' |
const char | OrdType_MARKET_WITH_LEFTOVER_AS_LIMIT = 'K' |
const char | OrdType_FOREX_G = 'G' |
const char | OrdType_LIMIT_ON_CLOSE = 'B' |
const char | OrdType_MARKETONCLOSE = '5' |
const char | OrdType_PREVIOUSFUNDVALUATIONPOINT = 'L' |
const char | OrdType_NEXTFUNDVALUATIONPOINT = 'M' |
const char | OrdType_FOREX_H = 'H' |
const char | OrdType_FOREXPREVIOUSLYQUOTED = 'H' |
const char | OrdType_MARKETWITHLEFTOVERLIMIT = 'K' |
const char | OrdType_ON_BASIS = '9' |
const char | OrdType_LIMIT_OR_BETTER = '7' |
const char | OrdType_MARKET = '1' |
const char | MatchType_ACT_DEFAULT_AFTER_M2 [] = "M5" |
const char | MatchType_SUMMARIZEDMATCHUSINGA2 [] = "S2" |
const char | MatchType_COUNTER_ORDER_SELECTION_6 [] = "6" |
const char | MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND [] = "A4" |
const char | MatchType_SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED [] = "S4" |
const char | MatchType_NON_ACT [] = "MT" |
const char | MatchType_SUMMARIZEDMATCHUSINGA3 [] = "S3" |
const char | MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S1 [] = "S1" |
const char | MatchType_SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH [] = "M2" |
const char | MatchType_SUMMARIZEDMATCHUSINGA4 [] = "S4" |
const char | MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S2 [] = "S2" |
const char | MatchType_TWO_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT [] = "61" |
const char | MatchType_SUMMARIZEDMATCHUSINGA5 [] = "S5" |
const char | MatchType_NASDAQACTM2MATCH [] = "ACTM2" |
const char | MatchType_CROSS_AUCTION_5 [] = "5" |
const char | MatchType_ACT_M1_MATCH [] = "M1" |
const char | MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES [] = "A4" |
const char | MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S3 [] = "S3" |
const char | MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGES [] = "A4" |
const char | MatchType_NASDAQACTDEFAULTAFTERM2 [] = "ACTM5" |
const char | MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGES [] = "A2" |
const char | MatchType_NASDAQACTM1MATCH [] = "ACTM1" |
const char | MatchType_CALL_AUCTION_7 [] = "7" |
const char | MatchType_CROSS_AUCTION_63 [] = "63" |
const char | MatchType_ISSUING_BUY_BACK_AUCTION [] = "8" |
const char | MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S4 [] = "S4" |
const char | MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME [] = "A5" |
const char | MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGESANDEXECUTIONTIME [] = "A1" |
const char | MatchType_ONE_PARTY_TRADE_REPORT [] = "1" |
const char | MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S5 [] = "S5" |
const char | MatchType_ACT_M2_MATCH [] = "M2" |
const char | MatchType_SUMMARIZEDMATCHMINUSBADGESANDTIMES [] = "M2" |
const char | MatchType_NASDAQACTDEFAULTTRADE [] = "ACTM4" |
const char | MatchType_CALL_AUCTION [] = "7" |
const char | MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH [] = "M1" |
const char | MatchType_ACT_ACCEPTED_TRADE [] = "M3" |
const char | MatchType_TWO_PARTY_TRADE_REPORT [] = "2" |
const char | MatchType_SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED [] = "S1" |
const char | MatchType_CONTINUOUS_AUTO_MATCH [] = "62" |
const char | MatchType_ONE_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT [] = "60" |
const char | MatchType_ACT_M6_MATCH [] = "M6" |
const char | MatchType_SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED [] = "S5" |
const char | MatchType_ACT_DEFAULT_TRADE [] = "M4" |
const char | MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORMINUSBADGESANDTIMES [] = "M1" |
const char | MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST [] = "AQ" |
const char | MatchType_AUTO_MATCH [] = "4" |
const char | MatchType_NASDAQACTM6MATCH [] = "ACTM6" |
const char | MatchType_OCSLOCKEDIN [] = "MT" |
const char | MatchType_COUNTER_ORDER_SELECTION [] = "6" |
const char | MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES [] = "A2" |
const char | MatchType_SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED [] = "S3" |
const char | MatchType_NASDAQACTACCEPTEDTRADE [] = "ACTM3" |
const char | MatchType_CALL_AUCTION_65 [] = "65" |
const char | MatchType_CROSS_AUCTION [] = "5" |
const char | MatchType_OCS_LOCKED_IN_NON_ACT [] = "MT" |
const char | MatchType_CONFIRMED_TRADE_REPORT [] = "3" |
const char | MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME [] = "A5" |
const char | MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGESANDEXECUTIONTIME [] = "A3" |
const char | MatchType_SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED [] = "S2" |
const char | MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSEXECUTIONTIME [] = "A5" |
const char | MatchType_NASDAQNONACT [] = "ACTMT" |
const char | MatchType_COMPAREDRECORDSRESULTINGFROMSTAMPEDADVISORIESORSPECIALISTACCEPTSPAIROFFS [] = "AQ" |
const char | MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME [] = "A3" |
const char | MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS [] = "AQ" |
const char | MatchType_SUMMARIZEDMATCHUSINGA1 [] = "S1" |
const char | MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME [] = "A1" |
const char | MatchType_COUNTER_ORDER_SELECTION_64 [] = "64" |
const int | OptPayoutType_BINARY = 3 |
const int | OptPayoutType_VANILLA = 1 |
const int | OptPayoutType_CAPPED = 2 |
const char | MarketUpdateAction_DELETE = 'D' |
const char | MarketUpdateAction_ADD = 'A' |
const char | MarketUpdateAction_MODIFY = 'M' |
const int | CollAsgnRejectReason_INVALIDTYPEOFCOLLATERAL = 4 |
const int | CollAsgnRejectReason_UNAUTHORIZED_TRANSACTION = 2 |
const int | CollAsgnRejectReason_UNKNOWN_OR_INVALID_INSTRUMENT = 1 |
const int | CollAsgnRejectReason_UNKNOWNDEAL = 0 |
const int | CollAsgnRejectReason_UNKNOWN_DEAL = 0 |
const int | CollAsgnRejectReason_UNAUTHORIZEDTRANSACTION = 2 |
const int | CollAsgnRejectReason_INVALID_TYPE_OF_COLLATERAL = 4 |
const int | CollAsgnRejectReason_INSUFFICIENTCOLLATERAL = 3 |
const int | CollAsgnRejectReason_UNKNOWNORINVALIDINSTRUMENT = 1 |
const int | CollAsgnRejectReason_EXCESSIVE_SUBSTITUTION = 5 |
const int | CollAsgnRejectReason_OTHER = 99 |
const int | CollAsgnRejectReason_INSUFFICIENT_COLLATERAL = 3 |
const int | CollAsgnRejectReason_EXCESSIVESUBSTITUTION = 5 |
const int | IndividualAllocType_SUB_ALLOCATE = 1 |
const int | IndividualAllocType_THIRD_PARTY_ALLOCATION = 2 |
const int | GTBookingInst_ACCUMUNTILFILL = 1 |
const int | GTBookingInst_ACCUMUNTILNOTIFY = 2 |
const int | GTBookingInst_BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION = 0 |
const int | GTBookingInst_ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE = 2 |
const int | GTBookingInst_ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES = 1 |
const int | GTBookingInst_BOOKALL = 0 |
const int | GTBookingInst_ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE = 2 |
const int | GTBookingInst_ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES = 1 |
const int | PutOrCall_PUT = 0 |
const int | PutOrCall_CALL = 1 |
const char | FundRenewWaiv_NO = 'N' |
const char | FundRenewWaiv_YES = 'Y' |
const char | ForexReq_NO = 'N' |
const char | ForexReq_YES = 'Y' |
const int | TickRuleType_TRADED_AS_A_SPREAD_LEG = 3 |
const int | TickRuleType_REGULAR = 0 |
const int | TickRuleType_VARIABLE = 1 |
const int | TickRuleType_SETTLED_AS_A_SPREAD_LEG = 4 |
const int | TickRuleType_FIXED = 2 |
const int | DiscretionOffsetType_PRICE = 0 |
const int | DiscretionOffsetType_BASISPOINTS = 1 |
const int | DiscretionOffsetType_PRICE_TIER = 3 |
const int | DiscretionOffsetType_TICKS = 2 |
const int | DiscretionOffsetType_PRICETIERLEVEL = 3 |
const int | DiscretionOffsetType_BASIS_POINTS = 1 |
const int | ConfirmTransType_REPLACE = 1 |
const int | ConfirmTransType_NEW = 0 |
const int | ConfirmTransType_CANCEL = 2 |
const int | MDSecSizeType_CUSTOMER = 1 |
const int | TradSesEvent_CHANGE_OF_TRADING_STATUS = 3 |
const int | TradSesEvent_CHANGE_OF_TRADING_SESSION = 1 |
const int | TradSesEvent_CHANGE_OF_TRADING_SUBSESSION = 2 |
const int | TradSesEvent_TRADING_RESUMES = 0 |
const char | DlvyInstType_SECURITIES = 'S' |
const char | DlvyInstType_CASH = 'C' |
const char | TradeCondition_IMPLIED_TRADE [] = "1" |
const char | TradeCondition_CASHMKT [] = "A" |
const char | TradeCondition_OPENING_PRICE [] = "R" |
const char | TradeCondition_PRIOR_REFERENCE_PRICE [] = "AK" |
const char | TradeCondition_CANCEL_LAST_ETH [] = "l" |
const char | TradeCondition_SELLER [] = "L" |
const char | TradeCondition_DISTRIBUTION [] = "e" |
const char | TradeCondition_NEXT_DAY_TRADE [] = "J" |
const char | TradeCondition_STRADDLE_ETH [] = "AD" |
const char | TradeCondition_SPREAD [] = "AA" |
const char | TradeCondition_OPENINGPRICE [] = "R" |
const char | TradeCondition_CROSSED_AO [] = "AO" |
const char | TradeCondition_SOLD_LAST_SALE [] = "o" |
const char | TradeCondition_OPENED_SALE_ETH [] = "r" |
const char | TradeCondition_REOPEN_ETH [] = "x" |
const char | TradeCondition_SOLD_LAST_SALE_ETH [] = "m" |
const char | TradeCondition_STOPPED_SOLD_LAST [] = "AL" |
const char | TradeCondition_TRADES_RESULTING_FROM_INTERMARKET_SWEEP [] = "Z" |
const char | TradeCondition_NEXTDAY_D [] = "D" |
const char | TradeCondition_FORM_T [] = "AR" |
const char | TradeCondition_ADJUSTED [] = "y" |
const char | TradeCondition_CANCEL_ETH [] = "i" |
const char | TradeCondition_OUT_OF_SEQUENCE_ETH [] = "k" |
const char | TradeCondition_RULE127 [] = "G" |
const char | TradeCondition_COMBO_ETH [] = "AI" |
const char | TradeCondition_CANCEL_ONLY_ETH [] = "t" |
const char | TradeCondition_STRADDLE [] = "AC" |
const char | TradeCondition_OUTSIDE_SPREAD [] = "AV" |
const char | TradeCondition_BUNCHED_SALE [] = "f" |
const char | TradeCondition_CANCEL_STOPPED [] = "h" |
const char | TradeCondition_LATE_OPEN_ETH [] = "u" |
const char | TradeCondition_OPENING_REOPENING_TRADE_DETAIL [] = "E" |
const char | TradeCondition_CANCEL [] = "0" |
const char | TradeCondition_COMBO [] = "AH" |
const char | TradeCondition_OPENING [] = "E" |
const char | TradeCondition_ACQUISITION [] = "c" |
const char | TradeCondition_OPENED [] = "K" |
const char | TradeCondition_CANCEL_ONLY [] = "s" |
const char | TradeCondition_NEXT_DAY [] = "D" |
const char | TradeCondition_BARGAIN_CONDITION [] = "S" |
const char | TradeCondition_STOPPED [] = "AE" |
const char | TradeCondition_CONVERTED_PRICE_INDICATOR [] = "T" |
const char | TradeCondition_OFFICIAL_CLOSING_PRICE [] = "AJ" |
const char | TradeCondition_ADJUSTED_ETH [] = "z" |
const char | TradeCondition_AVGPX [] = "B" |
const char | TradeCondition_RULE_155_TRADE [] = "H" |
const char | TradeCondition_SOLDLAST [] = "I" |
const char | TradeCondition_NEXTDAY_J [] = "J" |
const char | TradeCondition_AUTOMATIC_EXECUTION [] = "AQ" |
const char | TradeCondition_CROSSED_X [] = "X" |
const char | TradeCondition_AUTO_EXECUTION_ETH [] = "v" |
const char | TradeCondition_MULTILEG_TO_MULTILEG_TRADE [] = "4" |
const char | TradeCondition_OFFICAL_CLOSING_PRICE [] = "AN" |
const char | TradeCondition_FINAL_PRICE_OF_SESSION [] = "V" |
const char | TradeCondition_BASKET_INDEX [] = "AS" |
const char | TradeCondition_TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE [] = "Y" |
const char | TradeCondition_STOPPED_STOCK [] = "N" |
const char | TradeCondition_MULT_ASSET_CLASS_MULTILEG_TRADE [] = "3" |
const char | TradeCondition_STOPPED_ETH [] = "AF" |
const char | TradeCondition_REGULAR_ETH [] = "AG" |
const char | TradeCondition_CANCEL_OPEN [] = "p" |
const char | TradeCondition_CASH [] = "A" |
const char | TradeCondition_CASHTRADE [] = "C" |
const char | TradeCondition_RULE155 [] = "H" |
const char | TradeCondition_CANCEL_STOPPED_ETH [] = "j" |
const char | TradeCondition_VOLUME_ONLY [] = "a" |
const char | TradeCondition_SPLIT_TRADE [] = "g" |
const char | TradeCondition_STOPPED_OUT_OF_SEQUENCE [] = "AM" |
const char | TradeCondition_CASH_TRADE [] = "C" |
const char | TradeCondition_IMBALANCE_MORE_BUYERS [] = "P" |
const char | TradeCondition_BUNCHED [] = "d" |
const char | TradeCondition_INTRADAY [] = "F" |
const char | TradeCondition_IMBALANCE_MORE_SELLERS [] = "Q" |
const char | TradeCondition_INTRADAY_TRADE_DETAIL [] = "F" |
const char | TradeCondition_RULE_127_TRADE [] = "G" |
const char | TradeCondition_IMBALANCEMOREBUYERS [] = "P" |
const char | TradeCondition_REOPEN [] = "w" |
const char | TradeCondition_EX_PIT [] = "W" |
const char | TradeCondition_CANCEL_LAST [] = "n" |
const char | TradeCondition_DIRECT_PLUS [] = "b" |
const char | TradeCondition_IMBALANCEMORESELLERS [] = "Q" |
const char | TradeCondition_AVERAGE_PRICE_TRADE [] = "B" |
const char | TradeCondition_SOLD_LAST [] = "I" |
const char | TradeCondition_MARKETPLACE_ENTERED_TRADE [] = "2" |
const char | TradeCondition_SPREAD_ETH [] = "AB" |
const char | TradeCondition_CANCEL_OPEN_ETH [] = "q" |
const char | TradeCondition_EXCHANGE_LAST [] = "U" |
const char | TradeCondition_FAST_MARKET [] = "AP" |
const char | TradeCondition_BURST_BASKET [] = "AT" |
const char | TradeCondition_SOLD [] = "M" |
const int | PriceLimitType_PRICE = 0 |
const int | PriceLimitType_TICKS = 1 |
const int | PriceLimitType_PERCENTAGE = 2 |
const char | CommType_PER_SHARE = '1' |
const char | CommType_PCTWAIVEDCSHDISC = '4' |
const char | CommType_ABSOLUTE = '3' |
const char | CommType_PCTWAIVEDENUNITS = '5' |
const char | CommType_PERBOND = '6' |
const char | CommType_PER_BOND = '6' |
const char | CommType_PERCENTAGE = '2' |
const char | CommType_PERCENTAGE_WAIVED_4 = '4' |
const char | CommType_POINTS_PER_BOND_OR_CONTRACT = '6' |
const char | CommType_PERCENTAGE_WAIVED_5 = '5' |
const char | CommType_PER_UNIT = '1' |
const char | CommType_PERCENT = '2' |
const char | CommType_4 = '4' |
const char | CommType_5 = '5' |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS = 13 |
const int | RegistRejReasonCode_INVALIDOWNERSHIPTYPE = 3 |
const int | RegistRejReasonCode_INVALIDREGDTLS = 6 |
const int | RegistRejReasonCode_INVALIDMAILINGDTLS = 7 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DTLS = 7 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETAILS = 4 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS = 8 |
const int | RegistRejReasonCode_INVALIDINVESTORCOUNTRYOFRESIDENCE = 12 |
const int | RegistRejReasonCode_INVALIDCASHDISTRIBAGENTCODE = 17 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE = 2 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME = 16 |
const int | RegistRejReasonCode_INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE = 10 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE = 10 |
const int | RegistRejReasonCode_INVALIDDATEOFBIRTH = 11 |
const int | RegistRejReasonCode_INVALIDDISTRIBPAYMENTMETHOD = 15 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_DATE_OF_BIRTH = 11 |
const int | RegistRejReasonCode_INVALIDNODISTRIBINSTNS = 13 |
const int | RegistRejReasonCode_INVALIDCASHDISTRIBAGENTACCTNUM = 18 |
const int | RegistRejReasonCode_INVALIDTAXEXEMPTTYPE = 2 |
const int | RegistRejReasonCode_INVALIDMAILINGINST = 8 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INST = 8 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETLS = 4 |
const int | RegistRejReasonCode_INVALIDACCOUNTTYPE = 1 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD = 15 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE = 17 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DETAILS = 6 |
const int | RegistRejReasonCode_INVALIDREGSEQNO = 5 |
const int | RegistRejReasonCode_OTHER = 99 |
const int | RegistRejReasonCode_INVALIDDISTRIBPERCENTAGE = 14 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DTLS = 6 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_ACCOUNT_TYPE = 1 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DETAILS = 7 |
const int | RegistRejReasonCode_INVALIDINVESTORIDSOURCE = 10 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE = 12 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE = 14 |
const int | RegistRejReasonCode_INVALIDCASHDISTRIBAGENTACCTNAME = 16 |
const int | RegistRejReasonCode_INVALIDNOREGDETLS = 4 |
const int | RegistRejReasonCode_INVALIDINVESTORID = 9 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM = 18 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_SEQ_NO = 5 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID = 9 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_OWNERSHIP_TYPE = 3 |
const int | RegistRejReasonCode_INVALID_UNACCEPTABLE_NODISTRIBINSTNS = 13 |
const char | FinancialStatus_BANKRUPT = '1' |
const char | FinancialStatus_PENDINGDELISTING = '2' |
const char | FinancialStatus_RESTRICTED = '3' |
const char | FinancialStatus_PENDING_DELISTING = '2' |
const char | LastFragment_NO = 'N' |
const char | LastFragment_YES = 'Y' |
const char | NotifyBrokerOfCredit_NO = 'N' |
const char | NotifyBrokerOfCredit_YES = 'Y' |
const int | PartySubIDType_REGISTERED_ADDRESS_12 = 12 |
const int | PartySubIDType_CASH_ACCOUNT_NUMBER = 15 |
const int | PartySubIDType_FAX_NUMBER = 21 |
const int | PartySubIDType_CONTACTNAME = 9 |
const int | PartySubIDType_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES = 4000 |
const int | PartySubIDType_DEPARTMENT = 24 |
const int | PartySubIDType_CONTACT_NAME = 9 |
const int | PartySubIDType_TELEXNUMBER = 20 |
const int | PartySubIDType_PERSON = 2 |
const int | PartySubIDType_FIRM = 1 |
const int | PartySubIDType_CASH_ACCOUNT_NAME = 23 |
const int | PartySubIDType_POSITION_ACCOUNT_TYPE = 26 |
const int | PartySubIDType_POSTAL_ADDRESS = 6 |
const int | PartySubIDType_SECURITY_LOCATE_ID = 27 |
const int | PartySubIDType_POSTALADDRESS = 6 |
const int | PartySubIDType_FUND_ACCOUNT_NAME = 19 |
const int | PartySubIDType_PROFESSIONAL_CLIENT = 30 |
const int | PartySubIDType_LOCATION = 31 |
const int | PartySubIDType_FULLLEGALNAMEOFFIRM = 5 |
const int | PartySubIDType_LOCATIONDESK = 25 |
const int | PartySubIDType_REGISTEREDADDRESS_12 = 12 |
const int | PartySubIDType_REGISTRATION_NUMBER = 11 |
const int | PartySubIDType_EMAILADDRESS = 8 |
const int | PartySubIDType_SYSTEM = 3 |
const int | PartySubIDType_SECURITIESACCOUNTNUMBER = 10 |
const int | PartySubIDType_REGULATORY_STATUS = 13 |
const int | PartySubIDType_CSD_PARTICIPANT_MEMBER_CODE = 17 |
const int | PartySubIDType_PHONENUMBER = 7 |
const int | PartySubIDType_CURRENCY_DELIVERY_IDENTIFIER = 33 |
const int | PartySubIDType_REGISTRATION_NAME = 14 |
const int | PartySubIDType_REGISTERED_ADDRESS_18 = 18 |
const int | PartySubIDType_TELEX_NUMBER = 20 |
const int | PartySubIDType_EMAIL_ADDRESS = 8 |
const int | PartySubIDType_FAXNUMBER = 21 |
const int | PartySubIDType_BIC = 16 |
const int | PartySubIDType_CASHACCOUNT = 15 |
const int | PartySubIDType_REGISTRATIONNUMBER = 11 |
const int | PartySubIDType_LOCATION_DESK = 25 |
const int | PartySubIDType_APPLICATION = 4 |
const int | PartySubIDType_CASHACCOUNTNAME = 23 |
const int | PartySubIDType_SECURITIES_ACCOUNT_NAME = 22 |
const int | PartySubIDType_PHONE_NUMBER = 7 |
const int | PartySubIDType_SECURITIESACCOUNTNAME = 22 |
const int | PartySubIDType_REGISTRATIONNAME = 14 |
const int | PartySubIDType_ELIGIBLE_COUNTERPARTY = 29 |
const int | PartySubIDType_REGISTEREDADDRESS_18 = 18 |
const int | PartySubIDType_SECURITIES_ACCOUNT_NUMBER = 10 |
const int | PartySubIDType_FULL_LEGAL_NAME_OF_FIRM = 5 |
const int | PartySubIDType_MARKET_MAKER = 28 |
const int | PartySubIDType_EXECUTION_VENUE = 32 |
const int | PartySubIDType_POSITIONACCOUNTTYPE = 26 |
const int | PartySubIDType_FUNDACCOUNTNAME = 19 |
const int | PartySubIDType_CSDPARTICIPANTMEMBERCODE = 17 |
const int | PartySubIDType_REGULATORYSTATUS = 13 |
const int | AllocNoOrdersType_EXPLICIT_LIST_PROVIDED = 1 |
const int | AllocNoOrdersType_NOTSPECIFIED = 0 |
const int | AllocNoOrdersType_NOT_SPECIFIED = 0 |
const int | AllocNoOrdersType_EXPLICITLISTPROVIDED = 1 |
const int | AllocLinkType_FX_SWAP = 1 |
const int | AllocLinkType_F_X_NETTING = 0 |
const int | AllocLinkType_FXNETTING = 0 |
const int | AllocLinkType_FX_NETTING = 0 |
const int | AllocLinkType_FXSWAP = 1 |
const int | AllocLinkType_F_X_SWAP = 1 |
const int | UnderlyingSettlementType_T_PLUS_1 = 2 |
const int | UnderlyingSettlementType_T_PLUS_3 = 4 |
const int | UnderlyingSettlementType_T_PLUS_4 = 5 |
const char | DisplayMethod_NEW = '2' |
const char | DisplayMethod_UNDISCLOSED = '4' |
const char | DisplayMethod_RANDOM = '3' |
const char | DisplayMethod_INITIAL = '1' |
const int | CollStatus_PARTIALLY_ASSIGNED = 1 |
const int | CollStatus_ASSIGNEDACCEPTED = 3 |
const int | CollStatus_ASSIGNMENT_PROPOSED = 2 |
const int | CollStatus_ASSIGNED = 3 |
const int | CollStatus_CHALLENGED = 4 |
const int | CollStatus_UNASSIGNED = 0 |
const int | CollStatus_ASSIGNMENTPROPOSED = 2 |
const int | CollStatus_PARTIALLYASSIGNED = 1 |
const int | SideValueInd_SIDEVALUE_2 = 2 |
const int | SideValueInd_SIDEVALUE1 = 1 |
const int | SideValueInd_SIDEVALUE2 = 2 |
const int | SideValueInd_SIDE_VALUE_1 = 1 |
const int | SideValueInd_SIDE_VALUE_2 = 2 |
const char | MsgDirection_RECEIVE = 'R' |
const char | MsgDirection_SEND = 'S' |
const char | MDUpdateAction_DELETE = '2' |
const char | MDUpdateAction_NEW = '0' |
const char | MDUpdateAction_DELETE_THRU = '3' |
const char | MDUpdateAction_DELETE_FROM = '4' |
const char | MDUpdateAction_OVERLAY = '5' |
const char | MDUpdateAction_CHANGE = '1' |
const char | MatchStatus_ADVALERT = '2' |
const char | MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRED = '1' |
const char | MatchStatus_COMPARED_MATCHED_OR_AFFIRMED = '0' |
const char | MatchStatus_ADVISORY_OR_ALERT = '2' |
const char | MatchStatus_UNCOMPUNMATUNAFF = '1' |
const char | MatchStatus_COMPMATAFF = '0' |
const char | MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRMED = '1' |
const int | RateSource_REUTERS = 1 |
const int | RateSource_OTHER = 99 |
const int | RateSource_BLOOMBERG = 0 |
const int | RateSource_TELERATE = 2 |
const char | AllocPositionEffect_CLOSE = 'C' |
const char | AllocPositionEffect_FIFO = 'F' |
const char | AllocPositionEffect_OPEN = 'O' |
const char | AllocPositionEffect_ROLLED = 'R' |
const char | PartyIDSource_US_EMPLOYER_OR_TAX_ID_NUMBER = '8' |
const char | PartyIDSource_PROPRIETARY = 'D' |
const char | PartyIDSource_USEMPLOYERIDNUMBER = '8' |
const char | PartyIDSource_ACCPTMARKETPART = 'C' |
const char | PartyIDSource_CSDPARTCODE = 'H' |
const char | PartyIDSource_AUSTRALIAN_TAX_FILE_NUMBER = 'A' |
const char | PartyIDSource_KOREANINVESTORID = '1' |
const char | PartyIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER = 'C' |
const char | PartyIDSource_AUSTRALIAN_BUSINESS_NUMBER = '9' |
const char | PartyIDSource_US_EMPLOYER_IDENTIFICATION_NUMBER = '8' |
const char | PartyIDSource_AUSTRALIANTAXFILENUMBER = 'A' |
const char | PartyIDSource_TAIWANESE_TRADING_ACCOUNT = '3' |
const char | PartyIDSource_TAIWANESE_TRADING_ACCT = '3' |
const char | PartyIDSource_CHINESEBSHARE = '5' |
const char | PartyIDSource_AUSTRALIANBUSINESSNUMBER = '9' |
const char | PartyIDSource_MALAYSIAN_CENTRAL_DEPOSITORY = '4' |
const char | PartyIDSource_US_SOCIAL_SECURITY_NUMBER = '7' |
const char | PartyIDSource_TAIWANESEQUALIFIED = '2' |
const char | PartyIDSource_USSOCIALSECURITY = '7' |
const char | PartyIDSource_DIRECTEDDEFINEDISITC = 'I' |
const char | PartyIDSource_UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER = '6' |
const char | PartyIDSource_CSD_PARTICIPANT_MEMBER_CODE = 'H' |
const char | PartyIDSource_DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT = 'I' |
const char | PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII = '2' |
const char | PartyIDSource_SETTLEMENT_ENTITY_LOCATION = 'F' |
const char | PartyIDSource_PROPRIETARY_CUSTOM_CODE = 'D' |
const char | PartyIDSource_UKNATIONALINSPENNUMBER = '6' |
const char | PartyIDSource_BIC = 'B' |
const char | PartyIDSource_CHINESE_INVESTOR_ID = '5' |
const char | PartyIDSource_TAIWANESETRADINGACCT = '3' |
const char | PartyIDSource_MIC = 'G' |
const char | PartyIDSource_KOREAN_INVESTOR_ID = '1' |
const char | PartyIDSource_ISO_COUNTRY_CODE = 'E' |
const char | PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID = '2' |
const char | PartyIDSource_PROPCODE = 'D' |
const char | PartyIDSource_ISOCODE = 'E' |
const char | PartyIDSource_CHINESE_B_SHARE = '5' |
const char | PartyIDSource_MCDNUMBER = '4' |
const char | PartyIDSource_SETTLENTLOC = 'F' |
const char | ExchangeForPhysical_NO = 'N' |
const char | ExchangeForPhysical_YES = 'Y' |
const int | SecurityTradingEvent_CHANGE_OF_SECURITY_TRADING_STATUS = 6 |
const int | SecurityTradingEvent_CHANGE_OF_TRADING_SESSION = 4 |
const int | SecurityTradingEvent_CHANGE_OF_SECURITY_STATUS = 6 |
const int | SecurityTradingEvent_PRICE_VOLATILITY_INTERRUPTION = 3 |
const int | SecurityTradingEvent_CHANGE_OF_BOOK_TYPE = 7 |
const int | SecurityTradingEvent_CHANGE_OF_TRADING_SUBSESSION = 5 |
const int | SecurityTradingEvent_CHANGE_OF_MARKET_DEPTH = 8 |
const int | SecurityTradingEvent_TRADING_RESUMES = 2 |
const int | SecurityTradingEvent_ORDER_IMBALANCE_AUCTION_IS_EXTENDED = 1 |
const int | CollAction_ADD = 1 |
const int | CollAction_REMOVE = 2 |
const int | CollAction_RETAIN = 0 |
const char | PossDupFlag_NO = 'N' |
const char | PossDupFlag_YES = 'Y' |
const int | ListStatusType_ALL_DONE = 5 |
const int | ListStatusType_TIMED = 3 |
const int | ListStatusType_RESP = 2 |
const int | ListStatusType_EXECSTARTED = 4 |
const int | ListStatusType_RESPONSE = 2 |
const int | ListStatusType_ALLDONE = 5 |
const int | ListStatusType_ALERT = 6 |
const int | ListStatusType_ACK = 1 |
const int | ListStatusType_EXEC_STARTED = 4 |
const int | ListStatusType_EXECSTART = 4 |
const char | GapFillFlag_NO = 'N' |
const char | GapFillFlag_YES = 'Y' |
const char | TradeHandlingInstr_AUTOMATED_FLOOR_ORDER_ROUTING = '4' |
const char | TradeHandlingInstr_TWO_PARTY_REPORT = '1' |
const char | TradeHandlingInstr_ONE_PARTY_REPORT_FOR_MATCHING = '2' |
const char | TradeHandlingInstr_TRADE_CONFIRMATION = '0' |
const char | TradeHandlingInstr_ONE_PARTY_REPORT_FOR_PASS_THROUGH = '3' |
const char | TradeHandlingInstr_TWO_PARTY_REPORT_FOR_CLAIM = '5' |
const int | TradSesMethod_TWOPARTY = 3 |
const int | TradSesMethod_ELECTRONIC = 1 |
const int | TradSesMethod_OPENOUTCRY = 2 |
const int | TradSesMethod_TWO_PARTY = 3 |
const int | TradSesMethod_OPEN_OUTCRY = 2 |
const char | TradeType_AGENCY = 'A' |
const char | TradeType_VWAP_GUARANTEE = 'G' |
const char | TradeType_RISK_TRADE = 'R' |
const char | TradeType_GUARANTEED_CLOSE = 'J' |
const int | ComplexEventCondition_AND = 1 |
const int | ComplexEventCondition_OR = 2 |
const char | BenchmarkCurveName_SONIA [] = "SONIA" |
const char | BenchmarkCurveName_MUNIAAA [] = "MuniAAA" |
const char | BenchmarkCurveName_LIBID [] = "LIBID" |
const char | BenchmarkCurveName_PFANDBRIEFE [] = "Pfandbriefe" |
const char | BenchmarkCurveName_EUREPO [] = "EUREPO" |
const char | BenchmarkCurveName_FUTURESWAP [] = "FutureSWAP" |
const char | BenchmarkCurveName_TREASURY [] = "Treasury" |
const char | BenchmarkCurveName_OTHER [] = "OTHER" |
const char | BenchmarkCurveName_EURIBOR [] = "Euribor" |
const char | BenchmarkCurveName_EONIA [] = "EONIA" |
const char | BenchmarkCurveName_LIBOR [] = "LIBOR" |
const char | BenchmarkCurveName_SWAP [] = "SWAP" |
const char | CashMargin_MARGINCLOSE = '3' |
const char | CashMargin_MARGINOPEN = '2' |
const char | CashMargin_MARGIN_CLOSE = '3' |
const char | CashMargin_MARGIN_OPEN = '2' |
const char | CashMargin_CASH = '1' |
const char | SettlObligTransType_REPLACE = 'R' |
const char | SettlObligTransType_NEW = 'N' |
const char | SettlObligTransType_RESTATE = 'T' |
const char | SettlObligTransType_CANCEL = 'C' |
const char | DeskOrderHandlingInst_PEGGED [] = "PEG" |
const char | DeskOrderHandlingInst_MARKET_ON_OPEN [] = "MOO" |
const char | DeskOrderHandlingInst_SCALE [] = "SCL" |
const char | DeskOrderHandlingInst_FILL_OR_KILL [] = "FOK" |
const char | DeskOrderHandlingInst_ALL_OR_NONE [] = "AON" |
const char | DeskOrderHandlingInst_NOT_HELD [] = "NH" |
const char | DeskOrderHandlingInst_DIRECTED_ORDER [] = "DIR" |
const char | DeskOrderHandlingInst_STOP_STOCK_TRANSACTION [] = "S.W" |
const char | DeskOrderHandlingInst_OVER_THE_DAY [] = "OVD" |
const char | DeskOrderHandlingInst_ADD_ON_ORDER [] = "ADD" |
const char | DeskOrderHandlingInst_MARKET_AT_CLOSE [] = "MAC" |
const char | DeskOrderHandlingInst_LIMIT_ON_OPEN [] = "LOO" |
const char | DeskOrderHandlingInst_CASH_NOT_HELD [] = "CNH" |
const char | DeskOrderHandlingInst_MARKET_ON_CLOSE [] = "MOC" |
const char | DeskOrderHandlingInst_TIME_ORDER [] = "TMO" |
const char | DeskOrderHandlingInst_LIMIT_ON_CLOSE [] = "LOC" |
const char | DeskOrderHandlingInst_IMMEDIATE_OR_CANCEL [] = "IOC" |
const char | DeskOrderHandlingInst_TRAILING_STOP [] = "TS" |
const char | DeskOrderHandlingInst_WORK [] = "WRK" |
const char | DeskOrderHandlingInst_RESERVE_SIZE_ORDER [] = "RSV" |
const char | DeskOrderHandlingInst_MINIMUM_QUANTITY [] = "MQT" |
const char | DeskOrderHandlingInst_MARKET_AT_OPEN [] = "MAO" |
const char | DeskOrderHandlingInst_IMBALANCE_ONLY [] = "IO" |
const char | DeskOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION [] = "E.W" |
const int | PosTransType_DO_NOT_EXERCISE = 2 |
const int | PosTransType_POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION = 4 |
const int | PosTransType_DONOTEXERCISE = 2 |
const int | PosTransType_LARGE_TRADER_SUBMISSION = 6 |
const int | PosTransType_POSITIONCHANGESUBMISSIONMARGINDISPOSITION = 4 |
const int | PosTransType_POSITIONADJUSTMENT = 3 |
const int | PosTransType_EXERCISE = 1 |
const int | PosTransType_POSITION_ADJUSTMENT = 3 |
const int | PosTransType_PLEDGE = 5 |
const char | Seniority_SUBORDINATED [] = "SB" |
const char | Seniority_SENIOR_SECURED [] = "SD" |
const char | Seniority_SENIOR [] = "SR" |
const char | SettlCurrFxRateCalc_DIVIDE = 'D' |
const char | SettlCurrFxRateCalc_MULTIPLY = 'M' |
const int | PosMaintStatus_ACCEPTED_WITH_WARNINGS = 1 |
const int | PosMaintStatus_COMPLETED = 3 |
const int | PosMaintStatus_ACCEPTEDWITHWARNINGS = 1 |
const int | PosMaintStatus_COMPLETEDWITHWARNINGS = 4 |
const int | PosMaintStatus_REJECTED = 2 |
const int | PosMaintStatus_ACCEPTED = 0 |
const int | PosMaintStatus_COMPLETED_WITH_WARNINGS = 4 |
const char | Benchmark_6_MO_LIBOR = '9' |
const char | Benchmark_OLD_5 = '3' |
const char | Benchmark_OLD_30 = '7' |
const char | Benchmark_30YR = '6' |
const char | Benchmark_5YR = '2' |
const char | Benchmark_3_MO_LIBOR = '8' |
const char | Benchmark_OLD_10 = '5' |
const char | Benchmark_6MOLIBOR = '9' |
const char | Benchmark_10YR = '4' |
const char | Benchmark_CURVE = '1' |
const char | Benchmark_30_YR = '6' |
const char | Benchmark_10_YR = '4' |
const char | Benchmark_5_YR = '2' |
const char | Benchmark_OLD30 = '7' |
const char | Benchmark_OLD5 = '3' |
const char | Benchmark_OLD10 = '5' |
const char | Benchmark_3MOLIBOR = '8' |
const int | MaturityMonthYearFormat_YEARMONTHWEEK = 2 |
const int | MaturityMonthYearFormat_YEARMONTHDAY = 1 |
const int | MaturityMonthYearFormat_YEARMONTH_ONLY = 0 |
const char | LegalConfirm_NO = 'N' |
const char | LegalConfirm_YES = 'Y' |
const int | ApplReportType_REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM = 1 |
const int | ApplReportType_APPLICATION_MESSAGE_RE_SEND_COMPLETED = 3 |
const int | ApplReportType_RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM = 0 |
const int | ApplReportType_HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID = 2 |
const char | ReportToExch_NO = 'N' |
const char | ReportToExch_YES = 'Y' |
const int | AllocRejCode_INCORRECT_ALLOCATED_QUANTITY = 8 |
const int | AllocRejCode_UNKNOWNACCT = 0 |
const int | AllocRejCode_INCORRECTAVGPRC = 2 |
const int | AllocRejCode_UNKNOWN_ORDERID = 5 |
const int | AllocRejCode_WAREHOUSEREQUESTREJECTED = 13 |
const int | AllocRejCode_UNKNOWNORSTALEEXECID = 10 |
const int | AllocRejCode_WAREHOUSE_REQUEST_REJECTED = 13 |
const int | AllocRejCode_INCORRECT_AVERAGEG_PRICE = 2 |
const int | AllocRejCode_MISMATCHEDDATA = 11 |
const int | AllocRejCode_INCORRECTBRKMNC = 3 |
const int | AllocRejCode_UNKNOWNLISTID = 6 |
const int | AllocRejCode_OTHER_99 = 99 |
const int | AllocRejCode_INCORRECTALLOCATEDQUANTITY = 8 |
const int | AllocRejCode_UNKNOWN_LISTID = 6 |
const int | AllocRejCode_INCORRECT_QUANTITY = 1 |
const int | AllocRejCode_INCORRECT_AVERAGE_PRICE = 2 |
const int | AllocRejCode_UNKNOWN_ACCOUNT = 0 |
const int | AllocRejCode_UNKNOWN_OR_STALE_EXECID = 10 |
const int | AllocRejCode_OTHER = 7 |
const int | AllocRejCode_OTHER_7 = 7 |
const int | AllocRejCode_UNKNOWN_CLORDID = 12 |
const int | AllocRejCode_INCORRECTQTY = 1 |
const int | AllocRejCode_COMMDIFF = 4 |
const int | AllocRejCode_CALCULATIONDIFFERENCE = 9 |
const int | AllocRejCode_UNKNOWNCLORDID = 12 |
const int | AllocRejCode_UNKNOWNORDID = 5 |
const int | AllocRejCode_MISMATCHED_DATA = 11 |
const int | AllocRejCode_CALCULATION_DIFFERENCE = 9 |
const int | AllocRejCode_COMMISSION_DIFFERENCE = 4 |
const int | AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC = 3 |
const int | RefOrdIDReason_GTC_FROM_PREVIOUS_DAY = 0 |
const int | RefOrdIDReason_PARTIAL_FILL_REMAINING = 1 |
const int | RefOrdIDReason_ORDER_CHANGED = 2 |
const char | RefOrderIDSource_SECONDARYORDERID = '0' |
const char | RefOrderIDSource_ORDERID = '1' |
const char | RefOrderIDSource_MDENTRYID = '2' |
const char | RefOrderIDSource_ORIGINAL_ORDER_ID = '4' |
const char | RefOrderIDSource_MENTRYID = '2' |
const char | RefOrderIDSource_QUOTEENTRYID = '3' |
const char | RefOrderIDSource_QUOTENTRYID = '3' |
const char | RefOrderIDSource_ORDEID = '1' |
const char | RefOrderIDSource_SECONDARYORDEID = '0' |
const char | LastCapacity_A = '1' |
const char | LastCapacity_XP = '3' |
const char | LastCapacity_CROSS_AS_PRINCIPAL = '3' |
const char | LastCapacity_PRINCIPAL = '4' |
const char | LastCapacity_P = '4' |
const char | LastCapacity_CROSS_AS_AGENT = '2' |
const char | LastCapacity_AGENT = '1' |
const char | LastCapacity_XA = '2' |
const int | InstrAttribType_INSTRUMENT_STRIKE_PRICE = 28 |
const int | InstrAttribType_IN_DEFAULT = 15 |
const int | InstrAttribType_COUPONPERIOD = 8 |
const int | InstrAttribType_ORIGINAL_ISSUE_DISCOUNT = 10 |
const int | InstrAttribType_PRE_REFUNDED = 14 |
const int | InstrAttribType_SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX = 19 |
const int | InstrAttribType_CALLABLEPUTTABLE = 11 |
const int | InstrAttribType_WHEN_AND_IF_ISSUED = 9 |
const int | InstrAttribType_STEPPEDCOUPON = 7 |
const int | InstrAttribType_UNRATED = 16 |
const int | InstrAttribType_CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED = 22 |
const int | InstrAttribType_STEPPED_COUPON = 7 |
const int | InstrAttribType_TEXT = 99 |
const int | InstrAttribType_ORIGINALISSUEDISCOUNTPRICE = 20 |
const int | InstrAttribType_ESCROWEDTOREDEMPTIONDATE = 13 |
const int | InstrAttribType_INSTRUMENT_DENOMINATOR = 25 |
const int | InstrAttribType_ESCROWED_TO_REDEMPTION_DATE = 13 |
const int | InstrAttribType_INTEREST_BEARING = 3 |
const int | InstrAttribType_TAXABLE = 17 |
const int | InstrAttribType_CALLABLE_PUTTABLE = 11 |
const int | InstrAttribType_CALLABLE_BELOW_MATURITY_VALUE = 21 |
const int | InstrAttribType_COUPON_PERIOD = 8 |
const int | InstrAttribType_LESSFEEFORPUT = 6 |
const int | InstrAttribType_INTERESTBEARING = 3 |
const int | InstrAttribType_PREREFUNDED = 14 |
const int | InstrAttribType_INSTRUMENT_PRICE_PRECISION = 27 |
const int | InstrAttribType_TRADEABLE_INDICATOR = 29 |
const int | InstrAttribType_ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE = 20 |
const int | InstrAttribType_VARIABLE_RATE = 5 |
const int | InstrAttribType_WHENISSUED = 9 |
const int | InstrAttribType_ZEROCOUPON = 2 |
const int | InstrAttribType_SUBJECTTOALTERNATIVEMINIMUMTAX = 19 |
const int | InstrAttribType_ESCROWEDTOMATURITY = 12 |
const int | InstrAttribType_FLAT = 1 |
const int | InstrAttribType_TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY = 24 |
const int | InstrAttribType_INSTRUMENT_NUMERATOR = 26 |
const int | InstrAttribType_ESCROWED_TO_MATURITY = 12 |
const int | InstrAttribType_LESS_FEE_FOR_PUT = 6 |
const int | InstrAttribType_TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE = 99 |
const int | InstrAttribType_CALLABLEWITHOUTNOTICEBYMAILTOHOLDERUNLESSREGISTERED = 22 |
const int | InstrAttribType_INDEXED = 18 |
const int | InstrAttribType_INDEFAULT = 15 |
const int | InstrAttribType_ZERO_COUPON = 2 |
const int | InstrAttribType_NOPERIODICPAYMENTS = 4 |
const int | InstrAttribType_CALLABLEBELOWMATURITYVALUE = 21 |
const int | InstrAttribType_ORIGINALISSUEDISCOUNT = 10 |
const int | InstrAttribType_PRICE_TICK_RULES_FOR_SECURITY = 23 |
const int | InstrAttribType_NO_PERIODIC_PAYMENTS = 4 |
const int | InstrAttribType_VARIABLERATE = 5 |
const int | Product_FINANCING = 13 |
const int | Product_COMMODITY = 2 |
const int | Product_EQUITY = 5 |
const int | Product_CORPORATE = 3 |
const int | Product_AGENCY = 1 |
const int | Product_OTHER = 12 |
const int | Product_MONEYMARKET = 9 |
const int | Product_MORTGAGE = 10 |
const int | Product_CURRENCY = 4 |
const int | Product_INDEX = 7 |
const int | Product_MUNICIPAL = 11 |
const int | Product_LOAN = 8 |
const int | Product_GOVERNMENT = 6 |
const int | SecurityTradingStatus_NOMKTIMB = 12 |
const int | SecurityTradingStatus_NOOPEN = 4 |
const int | SecurityTradingStatus_FAST_MARKET = 23 |
const int | SecurityTradingStatus_NO_OPEN_NO_RESUME = 4 |
const int | SecurityTradingStatus_TRADING_HALT = 2 |
const int | SecurityTradingStatus_NOT_AVAILABLE_FOR_TRADING = 18 |
const int | SecurityTradingStatus_11 = 11 |
const int | SecurityTradingStatus_NO_OPEN = 4 |
const int | SecurityTradingStatus_NOTTRADED = 19 |
const int | SecurityTradingStatus_FASTMARKET = 23 |
const int | SecurityTradingStatus_MKTBALSELL = 8 |
const int | SecurityTradingStatus_NEWPXIND = 15 |
const int | SecurityTradingStatus_TRDDISTIME = 16 |
const int | SecurityTradingStatus_PXIND = 5 |
const int | SecurityTradingStatus_CROSS = 25 |
const int | SecurityTradingStatus_OPENINGROTATION = 22 |
const int | SecurityTradingStatus_TRDRNGIND = 6 |
const int | SecurityTradingStatus_RESUME = 3 |
const int | SecurityTradingStatus_TRADE_DISSEMINATION_TIME = 16 |
const int | SecurityTradingStatus_NO_MARKET_ON_CLOSE_IMBALANCE = 13 |
const int | SecurityTradingStatus_POST_CLOSE = 26 |
const int | SecurityTradingStatus_OPENDELAY = 1 |
const int | SecurityTradingStatus_READY = 17 |
const int | SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_BUY = 9 |
const int | SecurityTradingStatus_NOTAVAIL = 18 |
const int | SecurityTradingStatus_MARKET_IMBALANCE_SELL = 8 |
const int | SecurityTradingStatus_OPENING_DELAY = 1 |
const int | SecurityTradingStatus_MKTONCLSIMBSELL = 10 |
const int | SecurityTradingStatus_NOT_TRADED_ON_THIS_MARKET = 19 |
const int | SecurityTradingStatus_ITS_PRE_OPENING = 14 |
const int | SecurityTradingStatus_PRE_CROSS = 24 |
const int | SecurityTradingStatus_NA = 11 |
const int | SecurityTradingStatus_NOMKTONCLSIMB = 13 |
const int | SecurityTradingStatus_PRE_OPEN = 21 |
const int | SecurityTradingStatus_MARKET_IMBALANCE_BUY = 7 |
const int | SecurityTradingStatus_TRADING_RANGE_INDICATION = 6 |
const int | SecurityTradingStatus_READY_TO_TRADE = 17 |
const int | SecurityTradingStatus_NEW_PRICE_INDICATION = 15 |
const int | SecurityTradingStatus_ITSPREOPN = 14 |
const int | SecurityTradingStatus_TRDHALT = 2 |
const int | SecurityTradingStatus_MKTONCLSIMBBUY = 9 |
const int | SecurityTradingStatus_OPENING_ROTATION = 22 |
const int | SecurityTradingStatus_PRICE_INDICATION = 5 |
const int | SecurityTradingStatus_UNKNOWN_OR_INVALID = 20 |
const int | SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_SELL = 10 |
const int | SecurityTradingStatus_UNKNOWN = 20 |
const int | SecurityTradingStatus_MKTIMBBUY = 7 |
const int | SecurityTradingStatus_NO_MARKET_IMBALANCE = 12 |
const char | Rule80A_PRGINDEXARBOTHMEM = 'N' |
const char | Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPETING_MARKET_MAKER = 'R' |
const char | Rule80A_SPECIALIST_TRADES = 'S' |
const char | Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER = 'J' |
const char | Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG = 'D' |
const char | Rule80A_SHTEXTRANI = 'H' |
const char | Rule80A_SHTEXTRANMEMWT = 'X' |
const char | Rule80A_SHORT_EXEMPT_TRANSACTION_F = 'F' |
const char | Rule80A_COMPETING_DEALER_TRADES_O = 'O' |
const char | Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER = 'K' |
const char | Rule80A_AGENCY_ALGORITHMIC_PROGRAM_TRADING = 'K' |
const char | Rule80A_SHTEXTRANMEM = 'L' |
const char | Rule80A_PRGINDEXARBOTHAGN = 'U' |
const char | Rule80A_PRGNONINDEXARBINV = 'J' |
const char | Rule80A_SHORT_EXEMPT_TRANSACTION_H = 'H' |
const char | Rule80A_PRINCIPAL = 'P' |
const char | Rule80A_AGENCY_INDEX_ARBITRAGE = 'U' |
const char | Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER = 'R' |
const char | Rule80A_SHTEXTRANA = 'B' |
const char | Rule80A_SHTEXTRANW = 'F' |
const char | Rule80A_PRGINDEXARBINV = 'K' |
const char | Rule80A_COMPETING_DEALER_TRADES_R = 'R' |
const char | Rule80A_INDIVIDUAL_INVESTOR_SINGLE_ORDER = 'I' |
const char | Rule80A_PROPRIETARY_NON_ALGORITHMIC_PROGRAM_TRADE = 'C' |
const char | Rule80A_AGENT_FOR_OTHER_MEMBER_NON_ALGORITHMIC_PROGRAM_TRADE = 'N' |
const char | Rule80A_ALLOTHERAGN = 'W' |
const char | Rule80A_PRGNONINDEXARBOTHAGN = 'Y' |
const char | Rule80A_PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER = 'O' |
const char | Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'X' |
const char | Rule80A_AGENCYSINGLE = 'A' |
const char | Rule80A_COMPETING_DEALER_TRADES_T = 'T' |
const char | Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER = 'N' |
const char | Rule80A_PROPRIETARY_ALGORITHMIC_PROGRAM_TRADING = 'J' |
const char | Rule80A_AGENCY_NON_ALGORITHMIC_PROGRAM_TRADE = 'Y' |
const char | Rule80A_PRGNONINDEXARBMEM = 'C' |
const char | Rule80A_PRGNONINDEXARBOTHMEM = 'M' |
const char | Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER = 'Z' |
const char | Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY = 'Y' |
const char | Rule80A_ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER = 'W' |
const char | Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG = 'C' |
const char | Rule80A_PRGINDEXARBMEM = 'D' |
const char | Rule80A_INVINESTOR = 'I' |
const char | Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL = 'E' |
const char | Rule80A_SHORT_EXEMPT_TRANSACTION_B = 'B' |
const char | Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'L' |
const char | Rule80A_AGENCY_SINGLE_ORDER = 'A' |
const char | Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'L' |
const char | Rule80A_COMPETINGDEALER = 'O' |
const char | Rule80A_COMPDEALER1 = 'R' |
const char | Rule80A_SHTEXTRANNONMEM = 'Z' |
const char | Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER = 'T' |
const char | Rule80A_REGISTERED_EQUITY_MARKET_MAKER_TRADES = 'E' |
const char | Rule80A_MARKETMAKER = 'E' |
const char | Rule80A_SPECIALIST = 'S' |
const char | Rule80A_COMPDEALER2 = 'T' |
const char | Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY = 'U' |
const char | Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER = 'M' |
const char | CorporateAction_MERGER_REORGANIZATION = 'M' |
const char | CorporateAction_SYMBOL_CONVERSION = 'T' |
const char | CorporateAction_NEW = 'D' |
const char | CorporateAction_SUCCESSION_EVENT = 'W' |
const char | CorporateAction_STOCK_DIVIDEND = 'G' |
const char | CorporateAction_REVERSE_STOCK_SPLIT = 'I' |
const char | CorporateAction_POSITION_CONSOLIDATION = 'K' |
const char | CorporateAction_SPINOFF = 'P' |
const char | CorporateAction_EXDIVIDEND = 'A' |
const char | CorporateAction_EX_INTEREST = 'E' |
const char | CorporateAction_LIQUIDATION_REORGANIZATION = 'L' |
const char | CorporateAction_CASH_DIVIDEND = 'F' |
const char | CorporateAction_STANDARD_INTEGER_STOCK_SPLIT = 'J' |
const char | CorporateAction_RIGHTS_OFFERING = 'N' |
const char | CorporateAction_SHAREHOLDER_MEETING = 'O' |
const char | CorporateAction_WARRANT = 'R' |
const char | CorporateAction_EXDIST = 'B' |
const char | CorporateAction_EX_RIGHTS = 'C' |
const char | CorporateAction_EX_DISTRIBUTION = 'B' |
const char | CorporateAction_EX_DIVIDEND = 'A' |
const char | CorporateAction_TENDER_OFFER = 'Q' |
const char | CorporateAction_SPECIAL_ACTION = 'S' |
const char | CorporateAction_EXINTEREST = 'E' |
const char | CorporateAction_NON_INTEGER_STOCK_SPLIT = 'H' |
const char | CorporateAction_CUSIP = 'U' |
const char | CorporateAction_LEAP_ROLLOVER = 'V' |
const char | CorporateAction_EXRIGHTS = 'C' |
const int | TerminationType_TERM = 2 |
const int | TerminationType_FLEXIBLE = 3 |
const int | TerminationType_OPEN = 4 |
const int | TerminationType_OVERNIGHT = 1 |
const int | PosMaintAction_REPLACE = 2 |
const int | PosMaintAction_NEW = 1 |
const int | PosMaintAction_REVERSE = 4 |
const int | PosMaintAction_CANCEL = 3 |
const int | ComplexEventPriceTimeType_SPECIFIED_DATE_TIME = 3 |
const int | ComplexEventPriceTimeType_EXPIRATION = 1 |
const int | ComplexEventPriceTimeType_IMMEDIATE = 2 |
const char | UnderlyingFXRateCalc_DIVIDE = 'D' |
const char | UnderlyingFXRateCalc_MULTIPLY = 'M' |
const char | OddLot_NO = 'N' |
const char | OddLot_YES = 'Y' |
const char | BookingUnit_AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE = '2' |
const char | BookingUnit_AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER = '1' |
const char | BookingUnit_EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT = '0' |
const int | AllocStatus_REJECTED_BY_INTERMEDIARY = 5 |
const int | AllocStatus_ACCEPTEDSUCCESSFULLYPROCESSED = 0 |
const int | AllocStatus_ACCOUNTLEVELREJECT = 2 |
const int | AllocStatus_BLOCK_LEVEL_REJECT = 1 |
const int | AllocStatus_ACCOUNT_LEVEL_REJECT = 2 |
const int | AllocStatus_INCOMPLETE = 4 |
const int | AllocStatus_ALLOCATION_PENDING = 6 |
const int | AllocStatus_BLOCKLEVELREJECT = 1 |
const int | AllocStatus_REJECTEDBYINTERMEDIARY = 5 |
const int | AllocStatus_RECEIVEDRECEIVEDNOTYETPROCESSED = 3 |
const int | AllocStatus_REVERSED = 7 |
const int | AllocStatus_RECEIVED = 3 |
const int | AllocStatus_PARTIAL_ACCEPT = 2 |
const int | AllocStatus_REJECTED = 1 |
const int | AllocStatus_ACCEPTED = 0 |
const int | IncTaxInd_NET = 1 |
const int | IncTaxInd_GROSS = 2 |
const int | PartyListResponseType_RETURN_ONLY_PARTY_INFORMATION = 1 |
const int | PartyListResponseType_RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES = 0 |
const int | PartyListResponseType_INCLUDE_RISK_LIMIT_INFORMATION = 3 |
const int | PartyListResponseType_INCLUDE_INFORMATION_ON_RELATED_PARTIES = 2 |
const int | PosReqStatus_COMPLETED = 0 |
const int | PosReqStatus_REJECTED = 2 |
const int | PosReqStatus_COMPLETEDWITHWARNINGS = 1 |
const int | PosReqStatus_COMPLETED_WITH_WARNINGS = 1 |
const int | PriorityIndicator_PRIORITY_UNCHANGED = 0 |
const int | PriorityIndicator_PRIORITYUNCHANGED = 0 |
const int | PriorityIndicator_LOSTPRIORITY = 1 |
const int | PriorityIndicator_LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE = 1 |
const char | MoneyLaunderingStatus_NOTCHECKED = 'N' |
const char | MoneyLaunderingStatus_EXEMPT_BELOW_THE_LIMIT = '1' |
const char | MoneyLaunderingStatus_EXAUTHCREDIT = '3' |
const char | MoneyLaunderingStatus_EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION = '2' |
const char | MoneyLaunderingStatus_EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION = '3' |
const char | MoneyLaunderingStatus_NOT_CHECKED = 'N' |
const char | MoneyLaunderingStatus_PASSED = 'Y' |
const char | MoneyLaunderingStatus_EXEMPT_1 = '1' |
const char | MoneyLaunderingStatus_EXCLIENTMONEYTYPE = '2' |
const char | MoneyLaunderingStatus_EXEMPT_2 = '2' |
const char | MoneyLaunderingStatus_EXBELOWLIM = '1' |
const char | MoneyLaunderingStatus_EXEMPT_3 = '3' |
const char | LotType_ROUND_LOT_BASED_UPON_UNITOFMEASURE = '4' |
const char | LotType_ROUND_LOT = '2' |
const char | LotType_ODD_LOT = '1' |
const char | LotType_BLOCK_LOT = '3' |
const char | QuoteCondition_FLAT_CURVE [] = "7" |
const char | QuoteCondition_REST_OF_BOOK_VWAP [] = "3" |
const char | QuoteCondition_BETTER_PRICES_IN_CONDITIONAL_ORDERS [] = "4" |
const char | QuoteCondition_TRADING_RANGE [] = "Q" |
const char | QuoteCondition_HALT_ETH [] = "k" |
const char | QuoteCondition_BID_OFFER_SPECIALIST [] = "r" |
const char | QuoteCondition_CONSOLBEST [] = "D" |
const char | QuoteCondition_CROSSED [] = "F" |
const char | QuoteCondition_NO_OPEN [] = "b" |
const char | QuoteCondition_HALT [] = "j" |
const char | QuoteCondition_PREOPENING_SAM [] = "v" |
const char | QuoteCondition_OPEN_SAM [] = "x" |
const char | QuoteCondition_RESERVED_SAM [] = "0" |
const char | QuoteCondition_OUTRIGHT_PRICE [] = "J" |
const char | QuoteCondition_IMPLIED_PRICE [] = "K" |
const char | QuoteCondition_DEPTH_ON_OFFER [] = "M" |
const char | QuoteCondition_ADDITIONAL_INFO_DUE_TO_RELATED [] = "V" |
const char | QuoteCondition_REGULAR_ETH [] = "c" |
const char | QuoteCondition_ROTATION_ETH [] = "i" |
const char | QuoteCondition_NONFIRM [] = "I" |
const char | QuoteCondition_EXCHANGE_BEST [] = "C" |
const char | QuoteCondition_DEPTH_ON_BID [] = "N" |
const char | QuoteCondition_CLOSING [] = "O" |
const char | QuoteCondition_VIEW_OF_COMMON [] = "X" |
const char | QuoteCondition_FORBIDDEN_SAM [] = "t" |
const char | QuoteCondition_LOCKED [] = "E" |
const char | QuoteCondition_ORDER_INFLUX [] = "R" |
const char | QuoteCondition_NEWS_PENDING [] = "T" |
const char | QuoteCondition_RESUME [] = "W" |
const char | QuoteCondition_TRADING_RESUME [] = "n" |
const char | QuoteCondition_OUT_OF_SEQUENCE [] = "o" |
const char | QuoteCondition_END_OF_DAY_SAM [] = "s" |
const char | QuoteCondition_FROZEN_SAM [] = "u" |
const char | QuoteCondition_OPENING_SAM [] = "w" |
const char | QuoteCondition_MANUAL_SLOW_QUOTE [] = "L" |
const char | QuoteCondition_NEWS_DISSEMINATION [] = "P" |
const char | QuoteCondition_DUE_TO_RELATED [] = "S" |
const char | QuoteCondition_VOLUME_ALERT [] = "Y" |
const char | QuoteCondition_FAST_MARKET_ETH [] = "f " |
const char | QuoteCondition_INACTIVE_ETH [] = "g" |
const char | QuoteCondition_DUE_TO_NEWS_DISSEMINATION [] = "l" |
const char | QuoteCondition_SURVEILLANCE_SAM [] = "y" |
const char | QuoteCondition_DEPTH [] = "G" |
const char | QuoteCondition_OPEN [] = "A" |
const char | QuoteCondition_AUTOMATIC_EXECUTION [] = "d" |
const char | QuoteCondition_DUE_TO_NEWS_PENDING [] = "m" |
const char | QuoteCondition_NO_ACTIVE_SAM [] = "1" |
const char | QuoteCondition_OFFER_SPECIALIST [] = "q" |
const char | QuoteCondition_SUSPENDED_SAM [] = "z" |
const char | QuoteCondition_RESTRICTED [] = "2" |
const char | QuoteCondition_NON_FIRM [] = "I" |
const char | QuoteCondition_CLOSED_INACTIVE [] = "B" |
const char | QuoteCondition_ADDITIONAL_INFO [] = "U" |
const char | QuoteCondition_EQUIPMENT_CHANGEOVER [] = "a" |
const char | QuoteCondition_EXCHBEST [] = "C" |
const char | QuoteCondition_FAST_TRADING [] = "H" |
const char | QuoteCondition_FULL_CURVE [] = "6" |
const char | QuoteCondition_MEDIAN_PRICE [] = "5" |
const char | QuoteCondition_OPEN_ACTIVE [] = "A" |
const char | QuoteCondition_ORDER_IMBALANCE [] = "Z" |
const char | QuoteCondition_AUTOMATIC_EXECUTION_ETH [] = "e" |
const char | QuoteCondition_ROTATION [] = "h" |
const char | QuoteCondition_BID_SPECIALIST [] = "p" |
const char | QuoteCondition_FAST [] = "H" |
const char | QuoteCondition_CONSOLIDATED_BEST [] = "D" |
const char | QuoteCondition_CLOSED [] = "B" |
const int | PartyRelationship_OWNED_BY_30 = 30 |
const int | PartyRelationship_PROVIDES_QUOTES_TO = 17 |
const int | PartyRelationship_POSTS_TRADES_TO = 14 |
const int | PartyRelationship_REGULATORY_OWNER_OF = 29 |
const int | PartyRelationship_SUBSIDIARY_OF = 28 |
const int | PartyRelationship_HAS_MEMBERS = 10 |
const int | PartyRelationship_ENTERS_TRADES_THROUGH = 16 |
const int | PartyRelationship_BENEFICIAL_OWNER_OF = 35 |
const int | PartyRelationship_OWNED_BY_34 = 34 |
const int | PartyRelationship_CONTROLS = 31 |
const int | PartyRelationship_REQUESTS_QUOTES_FROM = 18 |
const int | PartyRelationship_SPONSORS = 5 |
const int | PartyRelationship_CLEARS_THROUGH = 2 |
const int | PartyRelationship_OWNED_BY_36 = 36 |
const int | PartyRelationship_BROKERS_TRADES_THROUGH = 22 |
const int | PartyRelationship_INVESTS_THROUGH = 20 |
const int | PartyRelationship_PARTICIPANT_OF_MARKETPLACE = 12 |
const int | PartyRelationship_LEGAL = 33 |
const int | PartyRelationship_ENTERS_TRADES_FOR = 15 |
const int | PartyRelationship_CARRIES_POSITIONS_FOR = 13 |
const int | PartyRelationship_IS_GUARANTEED_BY = 8 |
const int | PartyRelationship_IS_CONTROLLED_BY = 32 |
const int | PartyRelationship_PROVIDES_TRADING_SERVICES_FOR = 23 |
const int | PartyRelationship_IS_ALSO = 0 |
const int | PartyRelationship_PARENT_FIRM_FOR = 27 |
const int | PartyRelationship_APPROVED_BY = 26 |
const int | PartyRelationship_APPROVES_OF = 25 |
const int | PartyRelationship_USES_TRADING_SERVICES_OF = 24 |
const int | PartyRelationship_PROVIDES_GUARANTEE_FOR = 7 |
const int | PartyRelationship_SPONSORED_THROUGH = 6 |
const int | PartyRelationship_TRADES_FOR = 3 |
const int | PartyRelationship_CLEARS_FOR = 1 |
const int | PartyRelationship_BROKERS_TRADES_FOR = 21 |
const int | PartyRelationship_INVESTS_FOR = 19 |
const int | PartyRelationship_PROVIDES_MARKETPLACE_FOR = 11 |
const int | PartyRelationship_MEMBER_OF = 9 |
const int | PartyRelationship_TRADES_THROUGH = 4 |
const char | SettlLocation_EUROCLEAR [] = "EUR" |
const char | SettlLocation_CEDEL [] = "CED" |
const char | SettlLocation_PARTICIPANT_TRUST_COMPANY [] = "PTC" |
const char | SettlLocation_PHYSICAL [] = "PNY" |
const char | SettlLocation_EURO_CLEAR [] = "EUR" |
const char | SettlLocation_FEDERALBOOKENTRY [] = "FED" |
const char | SettlLocation_PARTICIPANTTRUSTCOMPANY [] = "PTC" |
const char | SettlLocation_DEPOSITORY_TRUST_COMPANY [] = "DTC" |
const char | SettlLocation_DEPOSITORYTRUSTCOMPANY [] = "DTC" |
const char | SettlLocation_LOCAL_MARKET_SETTLE_LOCATION [] = "ISO_Country_Code" |
const char | SettlLocation_LOCALMARKETSETTLELOCATION [] = "ISO_Country_Code" |
const char | SettlLocation_FEDERAL_BOOK_ENTRY [] = "FED" |
const int | DiscretionScope_LOCAL = 1 |
const int | DiscretionScope_NATIONAL_EXCLUDING_LOCAL = 4 |
const int | DiscretionScope_NATIONALEXCLUDINGLOCAL = 4 |
const int | DiscretionScope_GLOBAL = 3 |
const int | DiscretionScope_NATIONAL = 2 |
const int | DiscretionScope_LOCALEXCHANGEECNATS = 1 |
const int | OwnerType_NETWORKINGSUBACCT = 10 |
const int | OwnerType_PUBLIC_COMPANY = 2 |
const int | OwnerType_INDIVIDUAL_TRUSTEE = 4 |
const int | OwnerType_CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT = 7 |
const int | OwnerType_INDIVIDUAL_INVESTOR = 1 |
const int | OwnerType_COMPANY_TRUSTEE = 5 |
const int | OwnerType_CORPBODY = 12 |
const int | OwnerType_INDIVTRUSTEE = 4 |
const int | OwnerType_PENSIONPLAN = 6 |
const int | OwnerType_PRIVATE_COMPANY = 3 |
const int | OwnerType_NETWORKING_SUB_ACCOUNT = 10 |
const int | OwnerType_NON_PROFITORG = 11 |
const int | OwnerType_PRIVATECOMPANY = 3 |
const int | OwnerType_PENSION_PLAN = 6 |
const int | OwnerType_COMPANYTRUSTEE = 5 |
const int | OwnerType_TRUSTS = 8 |
const int | OwnerType_FIDUCIARIES = 9 |
const int | OwnerType_INDIVINVESTOR = 1 |
const int | OwnerType_NON_PROFIT_ORGANIZATION = 11 |
const int | OwnerType_CORPORATE_BODY = 12 |
const int | OwnerType_PUBLICCOMPANY = 2 |
const int | OwnerType_CUSTODIANMINORSACT = 7 |
const int | OwnerType_NOMINEE = 13 |
const int | ApplQueueResolution_END_SESSION = 3 |
const int | ApplQueueResolution_QUEUEFLUSHED = 1 |
const int | ApplQueueResolution_QUEUE_FLUSHED = 1 |
const int | ApplQueueResolution_ENDSESSION = 3 |
const int | ApplQueueResolution_OVERLAYLAST = 2 |
const int | ApplQueueResolution_OVERLAY_LAST = 2 |
const int | ApplQueueResolution_NOACTIONTAKEN = 0 |
const int | ApplQueueResolution_NO_ACTION_TAKEN = 0 |
const int | QuoteResponseLevel_SUMMARY_ACKNOWLEDGEMENT = 3 |
const int | QuoteResponseLevel_ACKEACH = 2 |
const int | QuoteResponseLevel_ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES = 1 |
const int | QuoteResponseLevel_ACKNEG = 1 |
const int | QuoteResponseLevel_NOACK = 0 |
const int | QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGE = 2 |
const int | QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGES = 2 |
const int | QuoteResponseLevel_NO_ACKNOWLEDGEMENT = 0 |
const char | ExecAckStatus_RECEIVED_NOT_YET_PROCESSED = '0' |
const char | ExecAckStatus_DONT_KNOW = '2' |
const char | ExecAckStatus_ACCEPTED = '1' |
const int | NetGrossInd_NET = 1 |
const int | NetGrossInd_GROSS = 2 |
const char | CxlType_PARTIAL_CANCEL = 'P' |
const char | CxlType_FULL_REMAINING_QUANTITY = 'F' |
const int | DeskTypeSource_NASD_OATS = 1 |
const int | DiscretionRoundDirection_MOREPASSIVE = 2 |
const int | DiscretionRoundDirection_MOREAGGRESSIVE = 1 |
const int | DiscretionRoundDirection_MORE_AGGRESSIVE = 1 |
const int | DiscretionRoundDirection_MORE_PASSIVE = 2 |
const int | BidDescriptorType_COUNTRY = 2 |
const int | BidDescriptorType_INDEX = 3 |
const int | BidDescriptorType_SECTOR = 1 |
const int | NetworkStatusResponseType_INCREMENTAL_UPDATE = 2 |
const int | NetworkStatusResponseType_INCREMENTALUPDATE = 2 |
const int | NetworkStatusResponseType_FULL = 1 |
const int | QuoteType_INDICATIVE = 0 |
const int | QuoteType_RESTRICTEDTRADEABLE = 2 |
const int | QuoteType_RESTRICTED_TRADEABLE = 2 |
const int | QuoteType_TRADEABLE = 1 |
const int | QuoteType_COUNTER = 3 |
const char | DiscretionInst_RELVWAP = '6' |
const char | DiscretionInst_RELLOCPRIMPX = '3' |
const char | DiscretionInst_RELATED_TO_MARKET_PRICE = '1' |
const char | DiscretionInst_RELMIDPX = '4' |
const char | DiscretionInst_RELATED_TO_VWAP = '6' |
const char | DiscretionInst_RELATED_TO_MIDPOINT_PRICE = '4' |
const char | DiscretionInst_RELDISPPX = '0' |
const char | DiscretionInst_RELATED_TO_DISPLAYED_PRICE = '0' |
const char | DiscretionInst_RELATED_TO_PRIMARY_PRICE = '2' |
const char | DiscretionInst_AVERAGE_PRICE_GUARANTEE = '7' |
const char | DiscretionInst_RELMKTPX = '1' |
const char | DiscretionInst_RELPRIMPX = '2' |
const char | DiscretionInst_RELLSTPX = '5' |
const char | DiscretionInst_RELATED_TO_LAST_TRADE_PRICE = '5' |
const char | DiscretionInst_RELATED_TO_LOCAL_PRIMARY_PRICE = '3' |
const int | CrossPrioritization_BUY_SIDE_IS_PRIORITIZED = 1 |
const int | CrossPrioritization_SELL_SIDE_IS_PRIORITIZED = 2 |
const int | CrossPrioritization_BUY_SIDE_PRIORITIZED = 1 |
const int | CrossPrioritization_SELL_SIDE_PRIORITIZED = 2 |
const int | CrossPrioritization_NONE = 0 |
const int | CrossPrioritization_SELLSIDE_PRIORITIZED = 2 |
const int | CrossPrioritization_BUYSIDE_PRIORITIZED = 1 |
const char | IOIOthSvc_AUTEX = 'A' |
const char | IOIOthSvc_BRIDGE = 'B' |
const char | MDReqRejReason_UNSUPPSUB = '4' |
const char | MDReqRejReason_UNSUPPORTED_MDENTRYTYPE = '8' |
const char | MDReqRejReason_INSUFFICIENT_CREDIT = 'D' |
const char | MDReqRejReason_UNSUPPMKTDEPTH = '5' |
const char | MDReqRejReason_UNSUPPENTRY = '8' |
const char | MDReqRejReason_INSUFFICIENT_BANDWIDTH = '2' |
const char | MDReqRejReason_UNSUPPORTED_SCOPE = 'A' |
const char | MDReqRejReason_UNSUPPMDIMPLICITDELETE = 'C' |
const char | MDReqRejReason_UNSUPPORTED_TRADINGSESSIONID = '9' |
const char | MDReqRejReason_UNKNOWNSYM = '0' |
const char | MDReqRejReason_UNSUPPMDUPDATE = '6' |
const char | MDReqRejReason_UNSUPPPOSITIONEFFECTSETTLEFLAG = 'B' |
const char | MDReqRejReason_DUPLICATE_MDREQID = '1' |
const char | MDReqRejReason_DUPID = '1' |
const char | MDReqRejReason_UNSUPPORTED_AGGREGATEDBOOK = '7' |
const char | MDReqRejReason_UNSUPPORTED_MDUPDATETYPE = '6' |
const char | MDReqRejReason_UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE = '4' |
const char | MDReqRejReason_UNKNOWN_SYMBOL = '0' |
const char | MDReqRejReason_INSBAND = '2' |
const char | MDReqRejReason_UNSUPPSCOPE = 'A' |
const char | MDReqRejReason_UNSUPPORTED_OPENCLOSESETTLEFLAG = 'B' |
const char | MDReqRejReason_UNSUPPORTED_MARKETDEPTH = '5' |
const char | MDReqRejReason_UNSUPPAGGBK = '7' |
const char | MDReqRejReason_INSUFFICIENT_PERMISSIONS = '3' |
const char | MDReqRejReason_INSPERM = '3' |
const char | MDReqRejReason_UNSUPPTRDSESSIONID = '9' |
const char | MDReqRejReason_UNSUPPORTED_MDIMPLICITDELETE = 'C' |
const int | ApplReqType_REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS = 2 |
const int | ApplReqType_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS = 4 |
const int | ApplReqType_CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS = 6 |
const int | ApplReqType_SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS = 1 |
const int | ApplReqType_RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS = 0 |
const int | ApplReqType_REQUEST_VALID_SET_OF_APPLICATIONS = 3 |
const int | ApplReqType_CANCEL_RETRANSMISSION = 5 |
const char | AggressorIndicator_NO = 'N' |
const char | AggressorIndicator_YES = 'Y' |
const int | BusinessRejectReason_APPNA = 4 |
const int | BusinessRejectReason_UNKNOWN_SECURITY = 2 |
const int | BusinessRejectReason_UNKNMSGTYPE = 3 |
const int | BusinessRejectReason_CONDFLDMISS = 5 |
const int | BusinessRejectReason_UNKNID = 1 |
const int | BusinessRejectReason_APPLICATION_NOT_AVAILABLE = 4 |
const int | BusinessRejectReason_INVALID_PRICE_INCREMENT = 18 |
const int | BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME = 7 |
const int | BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING = 5 |
const int | BusinessRejectReason_UNKNOWN_ID = 1 |
const int | BusinessRejectReason_NOTAUTH = 6 |
const int | BusinessRejectReason_NODELIVTOFIRM = 7 |
const int | BusinessRejectReason_OTHER = 0 |
const int | BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE = 3 |
const int | BusinessRejectReason_UNKNOWN_MESSAGE_TYPE = 3 |
const int | BusinessRejectReason_NOT_AUTHORIZED = 6 |
const int | BusinessRejectReason_UNKNSEC = 2 |
const int | BusinessRejectReason_UNKOWN_ID = 1 |
const int | BookingType_REGULAR_BOOKING = 0 |
const int | BookingType_REGULARBOOKING = 0 |
const int | BookingType_CFD = 1 |
const int | BookingType_CFDCONTRACTFORDIFFERENCE = 1 |
const int | BookingType_TOTALRETURNSWAP = 2 |
const int | BookingType_TOTAL_RETURN_SWAP = 2 |
static int const | headerOrder [] |
const char | BEGINSTRING [] = "BeginString" |
const char | SENDERCOMPID [] = "SenderCompID" |
const char | TARGETCOMPID [] = "TargetCompID" |
const char | SESSION_QUALIFIER [] = "SessionQualifier" |
const char | DEFAULT_APPLVERID [] = "DefaultApplVerID" |
const char | CONNECTION_TYPE [] = "ConnectionType" |
const char | USE_DATA_DICTIONARY [] = "UseDataDictionary" |
const char | SEND_RESETSEQNUMFLAG [] = "SendResetSeqNumFlag" |
const char | SEND_REDUNDANT_RESENDREQUESTS [] = "SendRedundantResendRequests" |
const char | DATA_DICTIONARY [] = "DataDictionary" |
const char | TRANSPORT_DATA_DICTIONARY [] = "TransportDataDictionary" |
const char | APP_DATA_DICTIONARY [] = "AppDataDictionary" |
const char | USE_LOCAL_TIME [] = "UseLocalTime" |
const char | START_TIME [] = "StartTime" |
const char | END_TIME [] = "EndTime" |
const char | START_DAY [] = "StartDay" |
const char | END_DAY [] = "EndDay" |
const char | LOGON_TIME [] = "LogonTime" |
const char | LOGOUT_TIME [] = "LogoutTime" |
const char | LOGON_DAY [] = "LogonDay" |
const char | LOGOUT_DAY [] = "LogoutDay" |
const char | CHECK_COMPID [] = "CheckCompID" |
const char | CHECK_LATENCY [] = "CheckLatency" |
const char | MAX_LATENCY [] = "MaxLatency" |
const char | HEARTBTINT [] = "HeartBtInt" |
const char | SOCKET_ACCEPT_PORT [] = "SocketAcceptPort" |
const char | SOCKET_REUSE_ADDRESS [] = "SocketReuseAddress" |
const char | SOCKET_CONNECT_HOST [] = "SocketConnectHost" |
const char | SOCKET_CONNECT_PORT [] = "SocketConnectPort" |
const char | SOCKET_NODELAY [] = "SocketNodelay" |
const char | SOCKET_SEND_BUFFER_SIZE [] = "SendBufferSize" |
const char | SOCKET_RECEIVE_BUFFER_SIZE [] = "ReceiveBufferSize" |
const char | RECONNECT_INTERVAL [] = "ReconnectInterval" |
const char | VALIDATE_FIELDS_OUT_OF_ORDER [] = "ValidateFieldsOutOfOrder" |
const char | VALIDATE_FIELDS_HAVE_VALUES [] = "ValidateFieldsHaveValues" |
const char | VALIDATE_USER_DEFINED_FIELDS [] = "ValidateUserDefinedFields" |
const char | LOGON_TIMEOUT [] = "LogonTimeout" |
const char | LOGOUT_TIMEOUT [] = "LogoutTimeout" |
const char | FILE_STORE_PATH [] = "FileStorePath" |
const char | MYSQL_STORE_USECONNECTIONPOOL [] = "MySQLStoreUseConnectionPool" |
const char | MYSQL_STORE_DATABASE [] = "MySQLStoreDatabase" |
const char | MYSQL_STORE_USER [] = "MySQLStoreUser" |
const char | MYSQL_STORE_PASSWORD [] = "MySQLStorePassword" |
const char | MYSQL_STORE_HOST [] = "MySQLStoreHost" |
const char | MYSQL_STORE_PORT [] = "MySQLStorePort" |
const char | POSTGRESQL_STORE_USECONNECTIONPOOL [] = "PostgreSQLStoreUseConnectionPool" |
const char | POSTGRESQL_STORE_DATABASE [] = "PostgreSQLStoreDatabase" |
const char | POSTGRESQL_STORE_USER [] = "PostgreSQLStoreUser" |
const char | POSTGRESQL_STORE_PASSWORD [] = "PostgreSQLStorePassword" |
const char | POSTGRESQL_STORE_HOST [] = "PostgreSQLStoreHost" |
const char | POSTGRESQL_STORE_PORT [] = "PostgreSQLStorePort" |
const char | ODBC_STORE_USER [] = "OdbcStoreUser" |
const char | ODBC_STORE_PASSWORD [] = "OdbcStorePassword" |
const char | ODBC_STORE_CONNECTION_STRING [] = "OdbcStoreConnectionString" |
const char | FILE_LOG_PATH [] = "FileLogPath" |
const char | FILE_LOG_BACKUP_PATH [] = "FileLogBackupPath" |
const char | SCREEN_LOG_SHOW_INCOMING [] = "ScreenLogShowIncoming" |
const char | SCREEN_LOG_SHOW_OUTGOING [] = "ScreenLogShowOutgoing" |
const char | SCREEN_LOG_SHOW_EVENTS [] = "ScreenLogShowEvents" |
const char | MYSQL_LOG_USECONNECTIONPOOL [] = "MySQLLogUseConnectionPool" |
const char | MYSQL_LOG_DATABASE [] = "MySQLLogDatabase" |
const char | MYSQL_LOG_USER [] = "MySQLLogUser" |
const char | MYSQL_LOG_PASSWORD [] = "MySQLLogPassword" |
const char | MYSQL_LOG_HOST [] = "MySQLLogHost" |
const char | MYSQL_LOG_PORT [] = "MySQLLogPort" |
const char | MYSQL_LOG_INCOMING_TABLE [] = "MySQLLogIncomingTable" |
const char | MYSQL_LOG_OUTGOING_TABLE [] = "MySQLLogOutgoingTable" |
const char | MYSQL_LOG_EVENT_TABLE [] = "MySQLLogEventTable" |
const char | POSTGRESQL_LOG_USECONNECTIONPOOL [] = "PostgreSQLLogUseConnectionPool" |
const char | POSTGRESQL_LOG_DATABASE [] = "PostgreSQLLogDatabase" |
const char | POSTGRESQL_LOG_USER [] = "PostgreSQLLogUser" |
const char | POSTGRESQL_LOG_PASSWORD [] = "PostgreSQLLogPassword" |
const char | POSTGRESQL_LOG_HOST [] = "PostgreSQLLogHost" |
const char | POSTGRESQL_LOG_PORT [] = "PostgreSQLLogPort" |
const char | POSTGRESQL_LOG_INCOMING_TABLE [] = "PostgreSQLLogIncomingTable" |
const char | POSTGRESQL_LOG_OUTGOING_TABLE [] = "PostgreSQLLogOutgoingTable" |
const char | POSTGRESQL_LOG_EVENT_TABLE [] = "PostgreSQLLogEventTable" |
const char | ODBC_LOG_USER [] = "OdbcLogUser" |
const char | ODBC_LOG_PASSWORD [] = "OdbcLogPassword" |
const char | ODBC_LOG_CONNECTION_STRING [] = "OdbcLogConnectionString" |
const char | ODBC_LOG_INCOMING_TABLE [] = "OdbcLogIncomingTable" |
const char | ODBC_LOG_OUTGOING_TABLE [] = "OdbcLogOutgoingTable" |
const char | ODBC_LOG_EVENT_TABLE [] = "OdbcLogEventTable" |
const char | RESET_ON_LOGON [] = "ResetOnLogon" |
const char | RESET_ON_LOGOUT [] = "ResetOnLogout" |
const char | RESET_ON_DISCONNECT [] = "ResetOnDisconnect" |
const char | REFRESH_ON_LOGON [] = "RefreshOnLogon" |
const char | MILLISECONDS_IN_TIMESTAMP [] = "MillisecondsInTimeStamp" |
const char | HTTP_ACCEPT_PORT [] = "HttpAcceptPort" |
const char | PERSIST_MESSAGES [] = "PersistMessages" |
const char | BeginString_FIXT11 [] = "FIXT.1.1" |
const char | BeginString_FIX50 [] = "FIX.5.0" |
const char | BeginString_FIX44 [] = "FIX.4.4" |
const char | BeginString_FIX43 [] = "FIX.4.3" |
const char | BeginString_FIX42 [] = "FIX.4.2" |
const char | BeginString_FIX41 [] = "FIX.4.1" |
const char | BeginString_FIX40 [] = "FIX.4.0" |
const char | SessionRejectReason_INVALID_TAG_NUMBER_TEXT [] = "Invalid tag number" |
const char | SessionRejectReason_REQUIRED_TAG_MISSING_TEXT [] = "Required tag missing" |
const char | SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE_TEXT [] = "Tag not defined for this message type" |
const char | SessionRejectReason_UNDEFINED_TAG_TEXT [] = "Undefined Tag" |
const char | SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE_TEXT [] = "Tag specified without a value" |
const char | SessionRejectReason_VALUE_IS_INCORRECT_TEXT [] = "Value is incorrect (out of range) for this tag" |
const char | SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE_TEXT [] = "Incorrect data format for value" |
const char | SessionRejectReason_DECRYPTION_PROBLEM_TEXT [] = "Decryption problem" |
const char | SessionRejectReason_SIGNATURE_PROBLEM_TEXT [] = "Signature problem" |
const char | SessionRejectReason_COMPID_PROBLEM_TEXT [] = "CompID problem" |
const char | SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM_TEXT [] = "SendingTime accuracy problem" |
const char | SessionRejectReason_INVALID_MSGTYPE_TEXT [] = "Invalid MsgType" |
const char | SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE_TEXT [] = "Tag appears more than once" |
const char | SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER_TEXT [] = "Tag specified out of required order" |
const char | SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP_TEXT [] = "Incorrect NumInGroup count for repeating group" |
const char | BusinessRejectReason_OTHER_TEXT [] = "Other" |
const char | BusinessRejectReason_UNKNOWN_ID_TEXT [] = "Unknown ID" |
const char | BusinessRejectReason_UNKNOWN_SECURITY_TEXT [] = "Unknown Security" |
const char | BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE_TEXT [] = "Unsupported Message Type" |
const char | BusinessRejectReason_APPLICATION_NOT_AVAILABLE_TEXT [] = "Application Not Available" |
const char | BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING_TEXT [] = "Conditionally Required Field Missing" |
const char | BusinessRejectReason_NOT_AUTHORIZED_TEXT [] = "Not Authorized" |
const char | BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME_TEXT [] = "Deliver to firm not available at this time" |