QuickFIX: FIX Namespace Reference

Index Source Files Annotated Class List Alphabetical Class List Class Hierarchy Graphical Class Hierarchy

# FIX Namespace Reference

## 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"

## Typedef Documentation

typedef double FIX::AMT

Definition at line 630 of file FieldTypes.h.

typedef DoubleConvertor FIX::AMT_CONVERTOR

Definition at line 635 of file FieldConvertors.h.

typedef DoubleField FIX::AmtField

Definition at line 435 of file Field.h.

typedef bool FIX::BOOLEAN

Definition at line 638 of file FieldTypes.h.

typedef BoolConvertor FIX::BOOLEAN_CONVERTOR

Definition at line 643 of file FieldConvertors.h.

typedef char FIX::CHAR

Definition at line 627 of file FieldTypes.h.

typedef CharConvertor FIX::CHAR_CONVERTOR

Definition at line 632 of file FieldConvertors.h.

typedef CheckSumConvertor FIX::CHECKSUM_CONVERTOR

Definition at line 661 of file FieldConvertors.h.

typedef std::string FIX::COUNTRY

Definition at line 652 of file FieldTypes.h.

typedef StringConvertor FIX::COUNTRY_CONVERTOR

Definition at line 656 of file FieldConvertors.h.

typedef StringField FIX::CountryField

Definition at line 454 of file Field.h.

typedef std::string FIX::CURRENCY

Definition at line 632 of file FieldTypes.h.

typedef StringConvertor FIX::CURRENCY_CONVERTOR

Definition at line 637 of file FieldConvertors.h.

typedef StringField FIX::CurrencyField

Definition at line 437 of file Field.h.

typedef std::string FIX::DATA

Definition at line 640 of file FieldTypes.h.

typedef StringConvertor FIX::DATA_CONVERTOR

Definition at line 645 of file FieldConvertors.h.

typedef StringField FIX::DataField

Definition at line 443 of file Field.h.

typedef std::string FIX::DAYOFMONTH

Definition at line 644 of file FieldTypes.h.

typedef StringConvertor FIX::DAYOFMONTH_CONVERTOR

Definition at line 649 of file FieldConvertors.h.

typedef StringField FIX::DayOfMonthField

Definition at line 448 of file Field.h.

typedef std::auto_ptr<DOMAttributes> FIX::DOMAttributesPtr

Definition at line 43 of file DOMDocument.h.

typedef std::auto_ptr<DOMDocument> FIX::DOMDocumentPtr

Definition at line 71 of file DOMDocument.h.

typedef std::auto_ptr<DOMNode> FIX::DOMNodePtr

Definition at line 57 of file DOMDocument.h.

typedef std::string FIX::EXCHANGE

Definition at line 636 of file FieldTypes.h.

typedef StringConvertor FIX::EXCHANGE_CONVERTOR

Definition at line 641 of file FieldConvertors.h.

typedef StringField FIX::ExchangeField

Definition at line 441 of file Field.h.

typedef double FIX::FLOAT

Definition at line 641 of file FieldTypes.h.

typedef DoubleConvertor FIX::FLOAT_CONVERTOR

Definition at line 646 of file FieldConvertors.h.

typedef DoubleField FIX::FloatField

Definition at line 444 of file Field.h.

typedef FieldMap FIX::Header

Definition at line 41 of file Message.h.

typedef int FIX::INT

Definition at line 629 of file FieldTypes.h.

typedef IntConvertor FIX::INT_CONVERTOR

Definition at line 634 of file FieldConvertors.h.

typedef std::string FIX::LANGUAGE

Definition at line 656 of file FieldTypes.h.

typedef StringConvertor FIX::LANGUAGE_CONVERTOR

Definition at line 660 of file FieldConvertors.h.

typedef int FIX::LENGTH

Definition at line 651 of file FieldTypes.h.

typedef IntConvertor FIX::LENGTH_CONVERTOR

Definition at line 655 of file FieldConvertors.h.

typedef IntField FIX::LengthField

Definition at line 450 of file Field.h.

typedef std::string FIX::LOCALMKTDATE

Definition at line 639 of file FieldTypes.h.

typedef StringConvertor FIX::LOCALMKTDATE_CONVERTOR

Definition at line 644 of file FieldConvertors.h.

typedef StringField FIX::LocalMktDateField

Definition at line 442 of file Field.h.

typedef StringField FIX::MonthField

Definition at line 446 of file Field.h.

typedef std::string FIX::MONTHYEAR

Definition at line 643 of file FieldTypes.h.

typedef StringConvertor FIX::MONTHYEAR_CONVERTOR

Definition at line 648 of file FieldConvertors.h.

typedef StringField FIX::MonthYearField

Definition at line 447 of file Field.h.

typedef std::string FIX::MULTIPLECHARVALUE

Definition at line 635 of file FieldTypes.h.

typedef StringConvertor FIX::MULTIPLECHARVALUE_CONVERTOR

Definition at line 640 of file FieldConvertors.h.

typedef StringField FIX::MultipleCharValueField

Definition at line 440 of file Field.h.

typedef std::string FIX::MULTIPLESTRINGVALUE

Definition at line 634 of file FieldTypes.h.

typedef StringConvertor FIX::MULTIPLESTRINGVALUE_CONVERTOR

Definition at line 639 of file FieldConvertors.h.

typedef StringField FIX::MultipleStringValueField

Definition at line 439 of file Field.h.

typedef std::string FIX::MULTIPLEVALUESTRING

Definition at line 633 of file FieldTypes.h.

typedef StringConvertor FIX::MULTIPLEVALUESTRING_CONVERTOR

Definition at line 638 of file FieldConvertors.h.

typedef StringField FIX::MultipleValueStringField

Definition at line 438 of file Field.h.

typedef std::less< int > FIX::normal_order

Definition at line 104 of file MessageSorters.h.

typedef int FIX::NUMINGROUP

Definition at line 648 of file FieldTypes.h.

typedef IntConvertor FIX::NUMINGROUP_CONVERTOR

Definition at line 652 of file FieldConvertors.h.

typedef IntField FIX::NumInGroupField

Definition at line 451 of file Field.h.

typedef double FIX::PERCENTAGE

Definition at line 649 of file FieldTypes.h.

typedef DoubleConvertor FIX::PERCENTAGE_CONVERTOR

Definition at line 653 of file FieldConvertors.h.

typedef DoubleField FIX::PercentageField

Definition at line 453 of file Field.h.

typedef double FIX::PRICE

Definition at line 628 of file FieldTypes.h.

typedef DoubleConvertor FIX::PRICE_CONVERTOR

Definition at line 633 of file FieldConvertors.h.

typedef DoubleField FIX::PriceField

Definition at line 434 of file Field.h.

typedef double FIX::PRICEOFFSET

Definition at line 642 of file FieldTypes.h.

typedef DoubleConvertor FIX::PRICEOFFSET_CONVERTOR

Definition at line 647 of file FieldConvertors.h.

typedef DoubleField FIX::PriceOffsetField

Definition at line 445 of file Field.h.

typedef double FIX::QTY

Definition at line 631 of file FieldTypes.h.

typedef DoubleConvertor FIX::QTY_CONVERTOR

Definition at line 636 of file FieldConvertors.h.

typedef DoubleField FIX::QtyField

Definition at line 436 of file Field.h.

typedef int FIX::SEQNUM

Definition at line 650 of file FieldTypes.h.

typedef IntConvertor FIX::SEQNUM_CONVERTOR

Definition at line 654 of file FieldConvertors.h.

typedef IntField FIX::SeqNumField

Definition at line 452 of file Field.h.

typedef std::string FIX::STRING

Definition at line 626 of file FieldTypes.h.

typedef StringConvertor FIX::STRING_CONVERTOR

Definition at line 631 of file FieldConvertors.h.

typedef EmptyConvertor FIX::StringConvertor

Definition at line 121 of file FieldConvertors.h.

typedef pthread_t FIX::thread_id

Definition at line 149 of file Utility.h.

typedef void*( FIX::THREAD_START_ROUTINE)(void *)

Definition at line 142 of file Utility.h.

typedef FieldMap FIX::Trailer

Definition at line 42 of file Message.h.

typedef std::string FIX::TZTIMEONLY

Definition at line 653 of file FieldTypes.h.

typedef StringConvertor FIX::TZTIMEONLY_CONVERTOR

Definition at line 657 of file FieldConvertors.h.

typedef StringField FIX::TzTimeOnlyField

Definition at line 455 of file Field.h.

typedef std::string FIX::TZTIMESTAMP

Definition at line 654 of file FieldTypes.h.

typedef StringConvertor FIX::TZTIMESTAMP_CONVERTOR

Definition at line 658 of file FieldConvertors.h.

typedef StringField FIX::TzTimeStampField

Definition at line 456 of file Field.h.

typedef UtcDate FIX::UTCDATE

Definition at line 645 of file FieldTypes.h.

typedef UtcDateConvertor FIX::UTCDATE_CONVERTOR

Definition at line 650 of file FieldConvertors.h.

typedef UtcDateOnly FIX::UTCDATEONLY

Definition at line 646 of file FieldTypes.h.

typedef UtcDate FIX::UtcDateOnly

Definition at line 624 of file FieldTypes.h.

typedef UtcDateConvertor FIX::UtcDateOnlyConvertor

Definition at line 629 of file FieldConvertors.h.

typedef UtcDateField FIX::UtcDateOnlyField

Definition at line 449 of file Field.h.

typedef UtcTimeOnly FIX::UTCTIMEONLY

Definition at line 647 of file FieldTypes.h.

typedef UtcTimeOnlyConvertor FIX::UTCTIMEONLY_CONVERTOR

Definition at line 651 of file FieldConvertors.h.

typedef UtcTimeStamp FIX::UTCTIMESTAMP

Definition at line 637 of file FieldTypes.h.

typedef UtcTimeStampConvertor FIX::UTCTIMESTAMP_CONVERTOR

Definition at line 642 of file FieldConvertors.h.

typedef std::string FIX::XMLDATA

Definition at line 655 of file FieldTypes.h.

typedef StringConvertor FIX::XMLDATA_CONVERTOR

Definition at line 659 of file FieldConvertors.h.

## Function Documentation

FIX::DEFINE_AMT | ( | MaturityNetMoney |  | ) |

FIX::DEFINE_AMT | ( | OptPayAmount |  | ) |

FIX::DEFINE_AMT | ( | EndAccruedInterestAmt |  | ) |

FIX::DEFINE_AMT | ( | NetMoney |  | ) |

FIX::DEFINE_AMT | ( | FairValue |  | ) |

FIX::DEFINE_AMT | ( | AllocNetMoney |  | ) |

FIX::DEFINE_AMT | ( | UnderlyingPayAmount |  | ) |

FIX::DEFINE_AMT | ( | MinPriceIncrementAmount |  | ) |

FIX::DEFINE_AMT | ( | AllocAccruedInterestAmt |  | ) |

FIX::DEFINE_AMT | ( | SharedCommission |  | ) |

FIX::DEFINE_AMT | ( | TotalNetValue |  | ) |

FIX::DEFINE_AMT | ( | TotalTakedown |  | ) |

FIX::DEFINE_AMT | ( | EndCash |  | ) |

FIX::DEFINE_AMT | ( | OptPayoutAmount |  | ) |

FIX::DEFINE_AMT | ( | LegGrossTradeAmt |  | ) |

FIX::DEFINE_AMT | ( | UnderlyingCollectAmount |  | ) |

FIX::DEFINE_AMT | ( | ComplexOptPayoutAmount |  | ) |

FIX::DEFINE_AMT | ( | RelationshipRiskLimitAmount |  | ) |

FIX::DEFINE_AMT | ( | AllocSettlCurrAmt |  | ) |

FIX::DEFINE_AMT | ( | SideValue2 |  | ) |

FIX::DEFINE_AMT | ( | SideValue1 |  | ) |

FIX::DEFINE_AMT | ( | ValueOfFutures |  | ) |

FIX::DEFINE_AMT | ( | DerivativeOptPayAmount |  | ) |

FIX::DEFINE_AMT | ( | OutMainCntryUIndex |  | ) |

FIX::DEFINE_AMT | ( | GrossTradeAmt |  | ) |

FIX::DEFINE_AMT | ( | PosAmt |  | ) |

FIX::DEFINE_AMT | ( | AllocInterestAtMaturity |  | ) |

FIX::DEFINE_AMT | ( | MarginExcess |  | ) |

FIX::DEFINE_AMT | ( | UnderlyingEndValue |  | ) |

FIX::DEFINE_AMT | ( | LiquidityValue |  | ) |

FIX::DEFINE_AMT | ( | MiscFeeAmt |  | ) |

FIX::DEFINE_AMT | ( | UnderlyingDeliveryAmount |  | ) |

FIX::DEFINE_AMT | ( | CashOutstanding |  | ) |

FIX::DEFINE_AMT | ( | UnderlyingStartValue |  | ) |

FIX::DEFINE_AMT | ( | StartCash |  | ) |

FIX::DEFINE_AMT | ( | UnderlyingCurrentValue |  | ) |

FIX::DEFINE_AMT | ( | UnderlyingCashAmount |  | ) |

FIX::DEFINE_AMT | ( | RiskLimitAmount |  | ) |

FIX::DEFINE_AMT | ( | AllowableOneSidednessValue |  | ) |

FIX::DEFINE_AMT | ( | InterestAtMaturity |  | ) |

FIX::DEFINE_AMT | ( | SideGrossTradeAmt |  | ) |

FIX::DEFINE_AMT | ( | UnderlyingCapValue |  | ) |

FIX::DEFINE_AMT | ( | TotalAccruedInterestAmt |  | ) |

FIX::DEFINE_AMT | ( | Concession |  | ) |

FIX::DEFINE_AMT | ( | OpenInterest |  | ) |

FIX::DEFINE_AMT | ( | DerivativeMinPriceIncrementAmount |  | ) |

FIX::DEFINE_AMT | ( | Commission |  | ) |

FIX::DEFINE_AMT | ( | AccruedInterestAmt |  | ) |

FIX::DEFINE_AMT | ( | SettlCurrAmt |  | ) |

FIX::DEFINE_AMT | ( | CcyAmt |  | ) |

FIX::DEFINE_BOOLEAN | ( | AggressorIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | FlexProductEligibilityIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | ReversalIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | OddLot |  | ) |

FIX::DEFINE_BOOLEAN | ( | ContraryInstructionIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | ReportToExch |  | ) |

FIX::DEFINE_BOOLEAN | ( | LegalConfirm |  | ) |

FIX::DEFINE_BOOLEAN | ( | ManualOrderIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | PriorSpreadIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | GapFillFlag |  | ) |

FIX::DEFINE_BOOLEAN | ( | PossDupFlag |  | ) |

FIX::DEFINE_BOOLEAN | ( | CustDirectedOrder |  | ) |

FIX::DEFINE_BOOLEAN | ( | ExchangeForPhysical |  | ) |

FIX::DEFINE_BOOLEAN | ( | RefreshIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | NotifyBrokerOfCredit |  | ) |

FIX::DEFINE_BOOLEAN | ( | LastFragment |  | ) |

FIX::DEFINE_BOOLEAN | ( | ForexReq |  | ) |

FIX::DEFINE_BOOLEAN | ( | ApplResendFlag |  | ) |

FIX::DEFINE_BOOLEAN | ( | LastRptRequested |  | ) |

FIX::DEFINE_BOOLEAN | ( | LocateReqd |  | ) |

FIX::DEFINE_BOOLEAN | ( | DefaultVerIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | SolicitedFlag |  | ) |

FIX::DEFINE_BOOLEAN | ( | PreTradeAnonymity |  | ) |

FIX::DEFINE_BOOLEAN | ( | TradedFlatSwitch |  | ) |

FIX::DEFINE_BOOLEAN | ( | PreviouslyReported |  | ) |

FIX::DEFINE_BOOLEAN | ( | InViewOfCommon |  | ) |

FIX::DEFINE_BOOLEAN | ( | RiskFlexibleIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | TrdRepIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | PublishTrdIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | DueToRelated |  | ) |

FIX::DEFINE_BOOLEAN | ( | IOINaturalFlag |  | ) |

FIX::DEFINE_BOOLEAN | ( | WorkingIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | TestMessageIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | DerivFlexProductEligibilityIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | ReportedPxDiff |  | ) |

FIX::DEFINE_BOOLEAN | ( | PrivateQuote |  | ) |

FIX::DEFINE_BOOLEAN | ( | AggregatedBook |  | ) |

FIX::DEFINE_BOOLEAN | ( | RelationshipRiskFlexibleIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | CopyMsgIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | PossResend |  | ) |

FIX::DEFINE_BOOLEAN | ( | UnsolicitedIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | ResetSeqNumFlag |  | ) |

FIX::DEFINE_BOOLEAN | ( | MDImplicitDelete |  | ) |

FIX::DEFINE_BOOLEAN | ( | AutoAcceptIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | FlexibleIndicator |  | ) |

FIX::DEFINE_BOOLEAN | ( | LateIndicator |  | ) |

FIX::DEFINE_CHAR | ( | MDReqRejReason |  | ) |

FIX::DEFINE_CHAR | ( | IOIOthSvc |  | ) |

FIX::DEFINE_CHAR | ( | DiscretionInst |  | ) |

FIX::DEFINE_CHAR | ( | CxlType |  | ) |

FIX::DEFINE_CHAR | ( | ExecAckStatus |  | ) |

FIX::DEFINE_CHAR | ( | RelatedPartyAltIDSource |  | ) |

FIX::DEFINE_CHAR | ( | LotType |  | ) |

FIX::DEFINE_CHAR | ( | MoneyLaunderingStatus |  | ) |

FIX::DEFINE_CHAR | ( | DerivativeExerciseStyle |  | ) |

FIX::DEFINE_CHAR | ( | BookingUnit |  | ) |

FIX::DEFINE_CHAR | ( | UnderlyingFXRateCalc |  | ) |

FIX::DEFINE_CHAR | ( | Rule80A |  | ) |

FIX::DEFINE_CHAR | ( | LegOptAttribute |  | ) |

FIX::DEFINE_CHAR | ( | Nested2PartyIDSource |  | ) |

FIX::DEFINE_CHAR | ( | LastCapacity |  | ) |

FIX::DEFINE_CHAR | ( | RefOrderIDSource |  | ) |

FIX::DEFINE_CHAR | ( | Benchmark |  | ) |

FIX::DEFINE_CHAR | ( | SettlCurrFxRateCalc |  | ) |

FIX::DEFINE_CHAR | ( | SettlPartyIDSource |  | ) |

FIX::DEFINE_CHAR | ( | SettlObligTransType |  | ) |

FIX::DEFINE_CHAR | ( | CashMargin |  | ) |

FIX::DEFINE_CHAR | ( | TradeType |  | ) |

FIX::DEFINE_CHAR | ( | TradeHandlingInstr |  | ) |

FIX::DEFINE_CHAR | ( | PartyIDSource |  | ) |

FIX::DEFINE_CHAR | ( | AllocPositionEffect |  | ) |

FIX::DEFINE_CHAR | ( | MatchStatus |  | ) |

FIX::DEFINE_CHAR | ( | MDUpdateAction |  | ) |

FIX::DEFINE_CHAR | ( | MsgDirection |  | ) |

FIX::DEFINE_CHAR | ( | DisplayMethod |  | ) |

FIX::DEFINE_CHAR | ( | DerivativeSettlMethod |  | ) |

FIX::DEFINE_CHAR | ( | CommType |  | ) |

FIX::DEFINE_CHAR | ( | DlvyInstType |  | ) |

FIX::DEFINE_CHAR | ( | InstrmtAssignmentMethod |  | ) |

FIX::DEFINE_CHAR | ( | FundRenewWaiv |  | ) |

FIX::DEFINE_CHAR | ( | NestedPartyIDSource |  | ) |

FIX::DEFINE_CHAR | ( | MarketUpdateAction |  | ) |

FIX::DEFINE_CHAR | ( | OrdType |  | ) |

FIX::DEFINE_CHAR | ( | DerivativeInstrmtAssignmentMethod |  | ) |

FIX::DEFINE_CHAR | ( | HaltReasonChar |  | ) |

FIX::DEFINE_CHAR | ( | SettlMethod |  | ) |

FIX::DEFINE_CHAR | ( | LegSide |  | ) |

FIX::DEFINE_CHAR | ( | ExecType |  | ) |

FIX::DEFINE_CHAR | ( | ProcessCode |  | ) |

FIX::DEFINE_CHAR | ( | ContextPartyIDSource |  | ) |

FIX::DEFINE_CHAR | ( | SettlInstMode |  | ) |

FIX::DEFINE_CHAR | ( | ExecInstValue |  | ) |

FIX::DEFINE_CHAR | ( | DerivativeOptAttribute |  | ) |

FIX::DEFINE_CHAR | ( | IOITransType |  | ) |

FIX::DEFINE_CHAR | ( | RoundingDirection |  | ) |

FIX::DEFINE_CHAR | ( | DeleteReason |  | ) |

FIX::DEFINE_CHAR | ( | QuoteQualifier |  | ) |

FIX::DEFINE_CHAR | ( | LegSettlmntTyp |  | ) |

FIX::DEFINE_CHAR | ( | CxlRejResponseTo |  | ) |

FIX::DEFINE_CHAR | ( | MassCancelRequestType |  | ) |

FIX::DEFINE_CHAR | ( | RegistStatus |  | ) |

FIX::DEFINE_CHAR | ( | OpenClose |  | ) |

FIX::DEFINE_CHAR | ( | BasisPxType |  | ) |

FIX::DEFINE_CHAR | ( | OrigTradeHandlingInstr |  | ) |

FIX::DEFINE_CHAR | ( | TriggerOrderType |  | ) |

FIX::DEFINE_CHAR | ( | IOIQualifier |  | ) |

FIX::DEFINE_CHAR | ( | TimeInForce |  | ) |

FIX::DEFINE_CHAR | ( | PreallocMethod |  | ) |

FIX::DEFINE_CHAR | ( | UnderlyingInstrumentPartyIDSource |  | ) |

FIX::DEFINE_CHAR | ( | AllocTransType |  | ) |

FIX::DEFINE_CHAR | ( | OrderCategory |  | ) |

FIX::DEFINE_CHAR | ( | Side |  | ) |

FIX::DEFINE_CHAR | ( | TriggerPriceTypeScope |  | ) |

FIX::DEFINE_CHAR | ( | UnderlyingLegOptAttribute |  | ) |

FIX::DEFINE_CHAR | ( | Urgency |  | ) |

FIX::DEFINE_CHAR | ( | TriggerPriceType |  | ) |

FIX::DEFINE_CHAR | ( | RelatedContextPartyIDSource |  | ) |

FIX::DEFINE_CHAR | ( | SettlmntTyp |  | ) |

FIX::DEFINE_CHAR | ( | OwnershipType |  | ) |

FIX::DEFINE_CHAR | ( | TriggerPriceDirection |  | ) |

FIX::DEFINE_CHAR | ( | SubscriptionRequestType |  | ) |

FIX::DEFINE_CHAR | ( | UndlyInstrumentPartyIDSource |  | ) |

FIX::DEFINE_CHAR | ( | DayBookingInst |  | ) |

FIX::DEFINE_CHAR | ( | ExecTransType |  | ) |

FIX::DEFINE_CHAR | ( | SettlObligSource |  | ) |

FIX::DEFINE_CHAR | ( | TradSesUpdateAction |  | ) |

FIX::DEFINE_CHAR | ( | BidRequestTransType |  | ) |

FIX::DEFINE_CHAR | ( | ExerciseMethod |  | ) |

FIX::DEFINE_CHAR | ( | TickDirection |  | ) |

FIX::DEFINE_CHAR | ( | OptAttribute |  | ) |

FIX::DEFINE_CHAR | ( | RelatedPartyIDSource |  | ) |

FIX::DEFINE_CHAR | ( | TriggerAction |  | ) |

FIX::DEFINE_CHAR | ( | PositionEffect |  | ) |

FIX::DEFINE_CHAR | ( | DKReason |  | ) |

FIX::DEFINE_CHAR | ( | SettlInstTransType |  | ) |

FIX::DEFINE_CHAR | ( | SettlInstSource |  | ) |

FIX::DEFINE_CHAR | ( | ExecPriceType |  | ) |

FIX::DEFINE_CHAR | ( | CancellationRights |  | ) |

FIX::DEFINE_CHAR | ( | MDEntryType |  | ) |

FIX::DEFINE_CHAR | ( | ListUpdateAction |  | ) |

FIX::DEFINE_CHAR | ( | HandlInst |  | ) |

FIX::DEFINE_CHAR | ( | InstrumentPartyIDSource |  | ) |

FIX::DEFINE_CHAR | ( | UnderlyingOptAttribute |  | ) |

FIX::DEFINE_CHAR | ( | TargetPartyIDSource |  | ) |

FIX::DEFINE_CHAR | ( | VenueType |  | ) |

FIX::DEFINE_CHAR | ( | LegPositionEffect |  | ) |

FIX::DEFINE_CHAR | ( | AsOfIndicator |  | ) |

FIX::DEFINE_CHAR | ( | OrdStatus |  | ) |

FIX::DEFINE_CHAR | ( | MultiLegReportingType |  | ) |

FIX::DEFINE_CHAR | ( | Nested3PartyIDSource |  | ) |

FIX::DEFINE_CHAR | ( | LegSettlType |  | ) |

FIX::DEFINE_CHAR | ( | DealingCapacity |  | ) |

FIX::DEFINE_CHAR | ( | ExDestinationIDSource |  | ) |

FIX::DEFINE_CHAR | ( | MassCancelResponse |  | ) |

FIX::DEFINE_CHAR | ( | ListExecInstType |  | ) |

FIX::DEFINE_CHAR | ( | PriceProtectionScope |  | ) |

FIX::DEFINE_CHAR | ( | TriggerType |  | ) |

FIX::DEFINE_CHAR | ( | Nested4PartyIDSource |  | ) |

FIX::DEFINE_CHAR | ( | AdvSide |  | ) |

FIX::DEFINE_CHAR | ( | OrderCapacity |  | ) |

FIX::DEFINE_CHAR | ( | AssignmentMethod |  | ) |

FIX::DEFINE_CHAR | ( | SecurityUpdateAction |  | ) |

FIX::DEFINE_CHAR | ( | RegistTransType |  | ) |

FIX::DEFINE_CHAR | ( | DisplayWhen |  | ) |

FIX::DEFINE_CHAR | ( | BidTradeType |  | ) |

FIX::DEFINE_CHAR | ( | IOIQltyInd |  | ) |

FIX::DEFINE_CHAR | ( | RootPartyIDSource |  | ) |

FIX::DEFINE_CHAR | ( | EmailType |  | ) |

FIX::DEFINE_CHAR | ( | PartyAltIDSource |  | ) |

FIX::DEFINE_CHECKSUM | ( | CheckSum |  | ) |

FIX::DEFINE_COUNTRY | ( | Country |  | ) |

FIX::DEFINE_COUNTRY | ( | CountryOfIssue |  | ) |

FIX::DEFINE_COUNTRY | ( | UnderlyingCountryOfIssue |  | ) |

FIX::DEFINE_COUNTRY | ( | InvestorCountryOfResidence |  | ) |

FIX::DEFINE_COUNTRY | ( | LegCountryOfIssue |  | ) |

FIX::DEFINE_COUNTRY | ( | DerivativeCountryOfIssue |  | ) |

FIX::DEFINE_CURRENCY | ( | LegStrikeCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | RelationshipRiskLimitCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | CashDistribCurr |  | ) |

FIX::DEFINE_CURRENCY | ( | RiskLimitCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | SideSettlCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | LegBenchmarkCurveCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | BenchmarkCurveCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | AllowableOneSidednessCurr |  | ) |

FIX::DEFINE_CURRENCY | ( | ContAmtCurr |  | ) |

FIX::DEFINE_CURRENCY | ( | MiscFeeCurr |  | ) |

FIX::DEFINE_CURRENCY | ( | LegAllocSettlCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | UnderlyingCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | CommCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | UnderlyingStrikeCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | DerivativeStrikeCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | AgreementCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | AllocSettlCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | SideCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | LegCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | LegSettlCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | TradingCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | Currency |  | ) |

FIX::DEFINE_CURRENCY | ( | SettlCurrency |  | ) |

FIX::DEFINE_CURRENCY | ( | StrikeCurrency |  | ) |

FIX::DEFINE_DATA | ( | EncodedListStatusText |  | ) |

FIX::DEFINE_DATA | ( | Signature |  | ) |

FIX::DEFINE_DATA | ( | EncryptedPassword |  | ) |

FIX::DEFINE_DATA | ( | EncodedUnderlyingIssuer |  | ) |

FIX::DEFINE_DATA | ( | EncodedText |  | ) |

FIX::DEFINE_DATA | ( | EncodedSecurityListDesc |  | ) |

FIX::DEFINE_DATA | ( | RelationshipRiskEncodedSecurityDesc |  | ) |

FIX::DEFINE_DATA | ( | EncodedSubject |  | ) |

FIX::DEFINE_DATA | ( | XmlData |  | ) |

FIX::DEFINE_DATA | ( | DerivativeEncodedSecurityDesc |  | ) |

FIX::DEFINE_DATA | ( | EncodedSymbol |  | ) |

FIX::DEFINE_DATA | ( | EncodedHeadline |  | ) |

FIX::DEFINE_DATA | ( | EncodedIssuer |  | ) |

FIX::DEFINE_DATA | ( | EncodedMktSegmDesc |  | ) |

FIX::DEFINE_DATA | ( | DerivativeSecurityXML |  | ) |

FIX::DEFINE_DATA | ( | EncodedSecurityDesc |  | ) |

FIX::DEFINE_DATA | ( | EncryptedNewPassword |  | ) |

FIX::DEFINE_DATA | ( | EncodedLegSecurityDesc |  | ) |

FIX::DEFINE_DATA | ( | EncodedUnderlyingSecurityDesc |  | ) |

FIX::DEFINE_DATA | ( | EncodedLegIssuer |  | ) |

FIX::DEFINE_DATA | ( | SecureData |  | ) |

FIX::DEFINE_DATA | ( | EncodedAllocText |  | ) |

FIX::DEFINE_DATA | ( | EncodedListExecInst |  | ) |

FIX::DEFINE_DATA | ( | RawData |  | ) |

FIX::DEFINE_DATA | ( | RiskEncodedSecurityDesc |  | ) |

FIX::DEFINE_DATA | ( | DerivativeEncodedIssuer |  | ) |

FIX::DEFINE_DAYOFMONTH | ( | UnderlyingMaturityDay |  | ) |

FIX::DEFINE_DAYOFMONTH | ( | MaturityDay |  | ) |

FIX::DEFINE_EXCHANGE | ( | DerivativeSecurityExchange |  | ) |

FIX::DEFINE_EXCHANGE | ( | ExDestination |  | ) |

FIX::DEFINE_EXCHANGE | ( | MarketID |  | ) |

FIX::DEFINE_EXCHANGE | ( | LastMkt |  | ) |

FIX::DEFINE_EXCHANGE | ( | MDMkt |  | ) |

FIX::DEFINE_EXCHANGE | ( | UnderlyingSecurityExchange |  | ) |

FIX::DEFINE_EXCHANGE | ( | RiskSecurityExchange |  | ) |

FIX::DEFINE_EXCHANGE | ( | RelationshipRiskSecurityExchange |  | ) |

FIX::DEFINE_EXCHANGE | ( | SecurityExchange |  | ) |

FIX::DEFINE_EXCHANGE | ( | LegSecurityExchange |  | ) |

FIX::DEFINE_FLOAT | ( | SettlCurrBidFxRate |  | ) |

FIX::DEFINE_FLOAT | ( | ExecPriceAdjustment |  | ) |

FIX::DEFINE_FLOAT | ( | DerivativeStrikeMultiplier |  | ) |

FIX::DEFINE_FLOAT | ( | TimeToExpiration |  | ) |

FIX::DEFINE_FLOAT | ( | DerivativeContractMultiplier |  | ) |

FIX::DEFINE_FLOAT | ( | RiskFreeRate |  | ) |

FIX::DEFINE_FLOAT | ( | RelationshipRiskInstrumentMultiplier |  | ) |

FIX::DEFINE_FLOAT | ( | RoundingModulus |  | ) |

FIX::DEFINE_FLOAT | ( | DiscretionOffsetValue |  | ) |

FIX::DEFINE_FLOAT | ( | FeeMultiplier |  | ) |

FIX::DEFINE_FLOAT | ( | UnderlyingFXRate |  | ) |

FIX::DEFINE_FLOAT | ( | Factor |  | ) |

FIX::DEFINE_FLOAT | ( | LegCurrencyRatio |  | ) |

FIX::DEFINE_FLOAT | ( | LegOptionRatio |  | ) |

FIX::DEFINE_FLOAT | ( | DerivativeStrikeValue |  | ) |

FIX::DEFINE_FLOAT | ( | UnderlyingFactor |  | ) |

FIX::DEFINE_FLOAT | ( | CurrencyRatio |  | ) |

FIX::DEFINE_FLOAT | ( | MinPriceIncrement |  | ) |

FIX::DEFINE_FLOAT | ( | DerivativeMinPriceIncrement |  | ) |

FIX::DEFINE_FLOAT | ( | LegVolatility |  | ) |

FIX::DEFINE_FLOAT | ( | StrikeValue |  | ) |

FIX::DEFINE_FLOAT | ( | Volatility |  | ) |

FIX::DEFINE_FLOAT | ( | RiskInstrumentMultiplier |  | ) |

FIX::DEFINE_FLOAT | ( | MaxPriceVariation |  | ) |

FIX::DEFINE_FLOAT | ( | MDEntrySpotRate |  | ) |

FIX::DEFINE_FLOAT | ( | StrikeMultiplier |  | ) |

FIX::DEFINE_FLOAT | ( | LegFactor |  | ) |

FIX::DEFINE_FLOAT | ( | SettlCurrOfferFxRate |  | ) |

FIX::DEFINE_FLOAT | ( | UnderlyingContractMultiplier |  | ) |

FIX::DEFINE_FLOAT | ( | LegContractMultiplier |  | ) |

FIX::DEFINE_FLOAT | ( | TargetStrategyPerformance |  | ) |

FIX::DEFINE_FLOAT | ( | StrikeIncrement |  | ) |

FIX::DEFINE_FLOAT | ( | ContAmtValue |  | ) |

FIX::DEFINE_FLOAT | ( | SettlCurrFxRate |  | ) |

FIX::DEFINE_FLOAT | ( | LegRatioQty |  | ) |

FIX::DEFINE_FLOAT | ( | PriceDelta |  | ) |

FIX::DEFINE_FLOAT | ( | PegOffsetValue |  | ) |

FIX::DEFINE_FLOAT | ( | ContractMultiplier |  | ) |

FIX::DEFINE_INT | ( | BookingType |  | ) |

FIX::DEFINE_INT | ( | DerivativePositionLimit |  | ) |

FIX::DEFINE_INT | ( | UnderlyingInstrumentPartyRole |  | ) |

FIX::DEFINE_INT | ( | UnderlyingPutOrCall |  | ) |

FIX::DEFINE_INT | ( | BusinessRejectReason |  | ) |

FIX::DEFINE_INT | ( | ApplReqType |  | ) |

FIX::DEFINE_INT | ( | RelationshipRiskPutOrCall |  | ) |

FIX::DEFINE_INT | ( | CrossPrioritization |  | ) |

FIX::DEFINE_INT | ( | TargetPartyRole |  | ) |

FIX::DEFINE_INT | ( | IndividualAllocRejCode |  | ) |

FIX::DEFINE_INT | ( | QuoteType |  | ) |

FIX::DEFINE_INT | ( | RelatedContextPartySubIDType |  | ) |

FIX::DEFINE_INT | ( | NetworkStatusResponseType |  | ) |

FIX::DEFINE_INT | ( | BidDescriptorType |  | ) |

FIX::DEFINE_INT | ( | DiscretionRoundDirection |  | ) |

FIX::DEFINE_INT | ( | DeskTypeSource |  | ) |

FIX::DEFINE_INT | ( | BenchmarkPriceType |  | ) |

FIX::DEFINE_INT | ( | AvgPxPrecision |  | ) |

FIX::DEFINE_INT | ( | NetGrossInd |  | ) |

FIX::DEFINE_INT | ( | QuoteResponseLevel |  | ) |

FIX::DEFINE_INT | ( | Nested2PartyRole |  | ) |

FIX::DEFINE_INT | ( | ApplQueueResolution |  | ) |

FIX::DEFINE_INT | ( | OwnerType |  | ) |

FIX::DEFINE_INT | ( | DiscretionScope |  | ) |

FIX::DEFINE_INT | ( | UnderlyingExerciseStyle |  | ) |

FIX::DEFINE_INT | ( | PartyRelationship |  | ) |

FIX::DEFINE_INT | ( | ContextPartySubIDType |  | ) |

FIX::DEFINE_INT | ( | PriorityIndicator |  | ) |

FIX::DEFINE_INT | ( | PosReqStatus |  | ) |

FIX::DEFINE_INT | ( | PartyListResponseType |  | ) |

FIX::DEFINE_INT | ( | TotNoPartyList |  | ) |

FIX::DEFINE_INT | ( | IncTaxInd |  | ) |

FIX::DEFINE_INT | ( | AllocStatus |  | ) |

FIX::DEFINE_INT | ( | ComplexEventPriceTimeType |  | ) |

FIX::DEFINE_INT | ( | PosMaintAction |  | ) |

FIX::DEFINE_INT | ( | TerminationType |  | ) |

FIX::DEFINE_INT | ( | TotNoStrikes |  | ) |

FIX::DEFINE_INT | ( | SecurityTradingStatus |  | ) |

FIX::DEFINE_INT | ( | DerivativeListMethod |  | ) |

FIX::DEFINE_INT | ( | Product |  | ) |

FIX::DEFINE_INT | ( | InstrAttribType |  | ) |

FIX::DEFINE_INT | ( | RefTagID |  | ) |

FIX::DEFINE_INT | ( | NTPositionLimit |  | ) |

FIX::DEFINE_INT | ( | RefOrdIDReason |  | ) |

FIX::DEFINE_INT | ( | AllocRejCode |  | ) |

FIX::DEFINE_INT | ( | ApplQueueDepth |  | ) |

FIX::DEFINE_INT | ( | ApplReportType |  | ) |

FIX::DEFINE_INT | ( | TotNoRelatedSym |  | ) |

FIX::DEFINE_INT | ( | MaturityMonthYearFormat |  | ) |

FIX::DEFINE_INT | ( | PosMaintStatus |  | ) |

FIX::DEFINE_INT | ( | PosTransType |  | ) |

FIX::DEFINE_INT | ( | LegNumber |  | ) |

FIX::DEFINE_INT | ( | UnderlyingProduct |  | ) |

FIX::DEFINE_INT | ( | TotNoAccQuotes |  | ) |

FIX::DEFINE_INT | ( | EncryptedPasswordMethod |  | ) |

FIX::DEFINE_INT | ( | ComplexEventCondition |  | ) |

FIX::DEFINE_INT | ( | TradSesMethod |  | ) |

FIX::DEFINE_INT | ( | LegPriceType |  | ) |

FIX::DEFINE_INT | ( | RefApplExtID |  | ) |

FIX::DEFINE_INT | ( | ListStatusType |  | ) |

FIX::DEFINE_INT | ( | CollAction |  | ) |

FIX::DEFINE_INT | ( | NestedInstrAttribType |  | ) |

FIX::DEFINE_INT | ( | LegExerciseStyle |  | ) |

FIX::DEFINE_INT | ( | AllocAcctIDSource |  | ) |

FIX::DEFINE_INT | ( | NumBidders |  | ) |

FIX::DEFINE_INT | ( | SecurityTradingEvent |  | ) |

FIX::DEFINE_INT | ( | NumTickets |  | ) |

FIX::DEFINE_INT | ( | TotNoSecurityTypes |  | ) |

FIX::DEFINE_INT | ( | TotNumTradeReports |  | ) |

FIX::DEFINE_INT | ( | RateSource |  | ) |

FIX::DEFINE_INT | ( | UnderlyingContractMultiplierUnit |  | ) |

FIX::DEFINE_INT | ( | UndlyInstrumentPartyRole |  | ) |

FIX::DEFINE_INT | ( | SideValueInd |  | ) |

FIX::DEFINE_INT | ( | DefaultApplExtID |  | ) |

FIX::DEFINE_INT | ( | CollStatus |  | ) |

FIX::DEFINE_INT | ( | RptSeq |  | ) |

FIX::DEFINE_INT | ( | UnderlyingSettlementType |  | ) |

FIX::DEFINE_INT | ( | AllocLinkType |  | ) |

FIX::DEFINE_INT | ( | PositionLimit |  | ) |

FIX::DEFINE_INT | ( | AllocNoOrdersType |  | ) |

FIX::DEFINE_INT | ( | PartySubIDType |  | ) |

FIX::DEFINE_INT | ( | SideTrdRegTimestampType |  | ) |

FIX::DEFINE_INT | ( | RegistRejReasonCode |  | ) |

FIX::DEFINE_INT | ( | PriceLimitType |  | ) |

FIX::DEFINE_INT | ( | RootPartyRole |  | ) |

FIX::DEFINE_INT | ( | DerivativeProduct |  | ) |

FIX::DEFINE_INT | ( | TradSesEvent |  | ) |

FIX::DEFINE_INT | ( | ContextPartyRole |  | ) |

FIX::DEFINE_INT | ( | ApplQueueMax |  | ) |

FIX::DEFINE_INT | ( | InstrumentPartySubIDType |  | ) |

FIX::DEFINE_INT | ( | MDSecSizeType |  | ) |

FIX::DEFINE_INT | ( | ConfirmTransType |  | ) |

FIX::DEFINE_INT | ( | DiscretionOffsetType |  | ) |

FIX::DEFINE_INT | ( | TickRuleType |  | ) |

FIX::DEFINE_INT | ( | PutOrCall |  | ) |

FIX::DEFINE_INT | ( | LegCoveredOrUncovered |  | ) |

FIX::DEFINE_INT | ( | MDReportID |  | ) |

FIX::DEFINE_INT | ( | TrdRepPartyRole |  | ) |

FIX::DEFINE_INT | ( | NumberOfOrders |  | ) |

FIX::DEFINE_INT | ( | GTBookingInst |  | ) |

FIX::DEFINE_INT | ( | IndividualAllocType |  | ) |

FIX::DEFINE_INT | ( | CollAsgnRejectReason |  | ) |

FIX::DEFINE_INT | ( | OptPayoutType |  | ) |

FIX::DEFINE_INT | ( | MiscFeeBasis |  | ) |

FIX::DEFINE_INT | ( | RiskInstrumentOperator |  | ) |

FIX::DEFINE_INT | ( | StreamAsgnAckType |  | ) |

FIX::DEFINE_INT | ( | StatusValue |  | ) |

FIX::DEFINE_INT | ( | LiquidityIndType |  | ) |

FIX::DEFINE_INT | ( | QuoteRequestRejectReason |  | ) |

FIX::DEFINE_INT | ( | AllocType |  | ) |

FIX::DEFINE_INT | ( | AllocReportType |  | ) |

FIX::DEFINE_INT | ( | ExerciseStyle |  | ) |

FIX::DEFINE_INT | ( | AvgPrxPrecision |  | ) |

FIX::DEFINE_INT | ( | TradeReportType |  | ) |

FIX::DEFINE_INT | ( | InstrumentPartyRole |  | ) |

FIX::DEFINE_INT | ( | StreamAsgnType |  | ) |

FIX::DEFINE_INT | ( | Adjustment |  | ) |

FIX::DEFINE_INT | ( | ConfirmStatus |  | ) |

FIX::DEFINE_INT | ( | ModelType |  | ) |

FIX::DEFINE_INT | ( | PegRoundDirection |  | ) |

FIX::DEFINE_INT | ( | ShortSaleReason |  | ) |

FIX::DEFINE_INT | ( | RootPartySubIDType |  | ) |

FIX::DEFINE_INT | ( | RequestedPartyRole |  | ) |

FIX::DEFINE_INT | ( | UnderlyingFlowScheduleType |  | ) |

FIX::DEFINE_INT | ( | RiskLimitType |  | ) |

FIX::DEFINE_INT | ( | QuoteStatus |  | ) |

FIX::DEFINE_INT | ( | TrdRptStatus |  | ) |

FIX::DEFINE_INT | ( | OrderDelayUnit |  | ) |

FIX::DEFINE_INT | ( | UserStatus |  | ) |

FIX::DEFINE_INT | ( | TradeAllocIndicator |  | ) |

FIX::DEFINE_INT | ( | EventType |  | ) |

FIX::DEFINE_INT | ( | MultilegModel |  | ) |

FIX::DEFINE_INT | ( | Nested4PartyRole |  | ) |

FIX::DEFINE_INT | ( | DerivativeInstrumentPartySubIDType |  | ) |

FIX::DEFINE_INT | ( | MDPriceLevel |  | ) |

FIX::DEFINE_INT | ( | PosReqResult |  | ) |

FIX::DEFINE_INT | ( | TotalNumPosReports |  | ) |

FIX::DEFINE_INT | ( | TotNumReports |  | ) |

FIX::DEFINE_INT | ( | SecurityReportID |  | ) |

FIX::DEFINE_INT | ( | LegSwapType |  | ) |

FIX::DEFINE_INT | ( | TotNoOrders |  | ) |

FIX::DEFINE_INT | ( | RelationshipRiskProduct |  | ) |

FIX::DEFINE_INT | ( | DeliveryType |  | ) |

FIX::DEFINE_INT | ( | SessionRejectReason |  | ) |

FIX::DEFINE_INT | ( | DerivativeNTPositionLimit |  | ) |

FIX::DEFINE_INT | ( | QuoteCancelType |  | ) |

FIX::DEFINE_INT | ( | NoDates |  | ) |

FIX::DEFINE_INT | ( | DerivativeSecurityListRequestType |  | ) |

FIX::DEFINE_INT | ( | UnderlyingPriceDeterminationMethod |  | ) |

FIX::DEFINE_INT | ( | ListOrderStatus |  | ) |

FIX::DEFINE_INT | ( | ProgRptReqs |  | ) |

FIX::DEFINE_INT | ( | TrdType |  | ) |

FIX::DEFINE_INT | ( | ContractMultiplierUnit |  | ) |

FIX::DEFINE_INT | ( | ListRejectReason |  | ) |

FIX::DEFINE_INT | ( | SecurityRequestType |  | ) |

FIX::DEFINE_INT | ( | MassActionResponse |  | ) |

FIX::DEFINE_INT | ( | ComplexEventType |  | ) |

FIX::DEFINE_INT | ( | MDBookType |  | ) |

FIX::DEFINE_INT | ( | RepoCollateralSecurityType |  | ) |

FIX::DEFINE_INT | ( | CrossType |  | ) |

FIX::DEFINE_INT | ( | NewsRefType |  | ) |

FIX::DEFINE_INT | ( | StrikePriceBoundaryMethod |  | ) |

FIX::DEFINE_INT | ( | Nested2PartySubIDType |  | ) |

FIX::DEFINE_INT | ( | LegRepoCollateralSecurityType |  | ) |

FIX::DEFINE_INT | ( | RiskPutOrCall |  | ) |

FIX::DEFINE_INT | ( | TaxAdvantageType |  | ) |

FIX::DEFINE_INT | ( | TradeRequestStatus |  | ) |

FIX::DEFINE_INT | ( | AllocHandlInst |  | ) |

FIX::DEFINE_INT | ( | RiskProduct |  | ) |

FIX::DEFINE_INT | ( | ExpirationQtyType |  | ) |

FIX::DEFINE_INT | ( | TotNoQuoteEntries |  | ) |

FIX::DEFINE_INT | ( | AllocAccountType |  | ) |

FIX::DEFINE_INT | ( | TotNoAllocs |  | ) |

FIX::DEFINE_INT | ( | SessionStatus |  | ) |

FIX::DEFINE_INT | ( | SecurityResponseType |  | ) |

FIX::DEFINE_INT | ( | SideLiquidityInd |  | ) |

FIX::DEFINE_INT | ( | LegPutOrCall |  | ) |

FIX::DEFINE_INT | ( | ContAmtType |  | ) |

FIX::DEFINE_INT | ( | MarketDepth |  | ) |

FIX::DEFINE_INT | ( | PegLimitType |  | ) |

FIX::DEFINE_INT | ( | UnderlyingSettlPriceType |  | ) |

FIX::DEFINE_INT | ( | DerivativeInstrAttribType |  | ) |

FIX::DEFINE_INT | ( | PaymentMethod |  | ) |

FIX::DEFINE_INT | ( | CollAsgnTransType |  | ) |

FIX::DEFINE_INT | ( | SideQty |  | ) |

FIX::DEFINE_INT | ( | SettlInstReqRejCode |  | ) |

FIX::DEFINE_INT | ( | SideTrdSubTyp |  | ) |

FIX::DEFINE_INT | ( | QuoteEntryStatus |  | ) |

FIX::DEFINE_INT | ( | StandInstDbType |  | ) |

FIX::DEFINE_INT | ( | MDSubBookType |  | ) |

FIX::DEFINE_INT | ( | ApplResponseType |  | ) |

FIX::DEFINE_INT | ( | TradePublishIndicator |  | ) |

FIX::DEFINE_INT | ( | NestedPartyRole |  | ) |

FIX::DEFINE_INT | ( | RepurchaseTerm |  | ) |

FIX::DEFINE_INT | ( | UndlyInstrumentPartySubIDType |  | ) |

FIX::DEFINE_INT | ( | SecDefStatus |  | ) |

FIX::DEFINE_INT | ( | CustOrderCapacity |  | ) |

FIX::DEFINE_INT | ( | UnderlyingInstrumentPartySubIDType |  | ) |

FIX::DEFINE_INT | ( | SellerDays |  | ) |

FIX::DEFINE_INT | ( | TargetStrategy |  | ) |

FIX::DEFINE_INT | ( | StrikePriceDeterminationMethod |  | ) |

FIX::DEFINE_INT | ( | LastLiquidityInd |  | ) |

FIX::DEFINE_INT | ( | ApplResponseError |  | ) |

FIX::DEFINE_INT | ( | UnderlyingLegPutOrCall |  | ) |

FIX::DEFINE_INT | ( | NewsCategory |  | ) |

FIX::DEFINE_INT | ( | TotalNumSecurityTypes |  | ) |

FIX::DEFINE_INT | ( | MassStatusReqType |  | ) |

FIX::DEFINE_INT | ( | PosReqType |  | ) |

FIX::DEFINE_INT | ( | CPProgram |  | ) |

FIX::DEFINE_INT | ( | CollInquiryStatus |  | ) |

FIX::DEFINE_INT | ( | MDOriginType |  | ) |

FIX::DEFINE_INT | ( | FlowScheduleType |  | ) |

FIX::DEFINE_INT | ( | TrdSubType |  | ) |

FIX::DEFINE_INT | ( | QuoteRespType |  | ) |

FIX::DEFINE_INT | ( | QtyType |  | ) |

FIX::DEFINE_INT | ( | MDQuoteType |  | ) |

FIX::DEFINE_INT | ( | ConfirmType |  | ) |

FIX::DEFINE_INT | ( | CollApplType |  | ) |

FIX::DEFINE_INT | ( | DerivativePutOrCall |  | ) |

FIX::DEFINE_INT | ( | MassActionRejectReason |  | ) |

FIX::DEFINE_INT | ( | LegRepurchaseTerm |  | ) |

FIX::DEFINE_INT | ( | ConfirmRejReason |  | ) |

FIX::DEFINE_INT | ( | SideMultiLegReportingType |  | ) |

FIX::DEFINE_INT | ( | PartyDetailsRequestResult |  | ) |

FIX::DEFINE_INT | ( | DiscretionLimitType |  | ) |

FIX::DEFINE_INT | ( | SecondaryPriceLimitType |  | ) |

FIX::DEFINE_INT | ( | SettlDeliveryType |  | ) |

FIX::DEFINE_INT | ( | PegScope |  | ) |

FIX::DEFINE_INT | ( | MDUpdateType |  | ) |

FIX::DEFINE_INT | ( | ListNoOrds |  | ) |

FIX::DEFINE_INT | ( | DiscretionMoveType |  | ) |

FIX::DEFINE_INT | ( | NumDaysInterest |  | ) |

FIX::DEFINE_INT | ( | ClearingInstruction |  | ) |

FIX::DEFINE_INT | ( | RelatedPartySubIDType |  | ) |

FIX::DEFINE_INT | ( | RespondentType |  | ) |

FIX::DEFINE_INT | ( | CxlRejReason |  | ) |

FIX::DEFINE_INT | ( | AllocCancReplaceReason |  | ) |

FIX::DEFINE_INT | ( | ExpirationCycle |  | ) |

FIX::DEFINE_INT | ( | TradeRequestResult |  | ) |

FIX::DEFINE_INT | ( | ExpType |  | ) |

FIX::DEFINE_INT | ( | PartyAltSubIDType |  | ) |

FIX::DEFINE_INT | ( | TradSesMode |  | ) |

FIX::DEFINE_INT | ( | SettlementCycleNo |  | ) |

FIX::DEFINE_INT | ( | ApplExtID |  | ) |

FIX::DEFINE_INT | ( | StatsType |  | ) |

FIX::DEFINE_INT | ( | AllocSettlInstType |  | ) |

FIX::DEFINE_INT | ( | TotalNumSecurities |  | ) |

FIX::DEFINE_INT | ( | StrikeExerciseStyle |  | ) |

FIX::DEFINE_INT | ( | Nested4PartySubIDType |  | ) |

FIX::DEFINE_INT | ( | DerivativeEventType |  | ) |

FIX::DEFINE_INT | ( | ListSeqNo |  | ) |

FIX::DEFINE_INT | ( | AvgPxIndicator |  | ) |

FIX::DEFINE_INT | ( | PegMoveType |  | ) |

FIX::DEFINE_INT | ( | LiquidityNumSecurities |  | ) |

FIX::DEFINE_INT | ( | LegProduct |  | ) |

FIX::DEFINE_INT | ( | TrdRegTimestampType |  | ) |

FIX::DEFINE_INT | ( | UnderlyingRepoCollateralSecurityType |  | ) |

FIX::DEFINE_INT | ( | TradSesStatusRejReason |  | ) |

FIX::DEFINE_INT | ( | ResponseTransportType |  | ) |

FIX::DEFINE_INT | ( | MassCancelRejectReason |  | ) |

FIX::DEFINE_INT | ( | PegOffsetType |  | ) |

FIX::DEFINE_INT | ( | PosMaintResult |  | ) |

FIX::DEFINE_INT | ( | MassActionType |  | ) |

FIX::DEFINE_INT | ( | MassActionScope |  | ) |

FIX::DEFINE_INT | ( | AdjustmentType |  | ) |

FIX::DEFINE_INT | ( | CustomerOrFirm |  | ) |

FIX::DEFINE_INT | ( | ApplTotalMessageCount |  | ) |

FIX::DEFINE_INT | ( | DerivativeContractMultiplierUnit |  | ) |

FIX::DEFINE_INT | ( | PosQtyStatus |  | ) |

FIX::DEFINE_INT | ( | TotNoCxldQuotes |  | ) |

FIX::DEFINE_INT | ( | TotQuoteEntries |  | ) |

FIX::DEFINE_INT | ( | RateSourceType |  | ) |

FIX::DEFINE_INT | ( | ProgPeriodInterval |  | ) |

FIX::DEFINE_INT | ( | SettlPartyRole |  | ) |

FIX::DEFINE_INT | ( | SettlPriceType |  | ) |

FIX::DEFINE_INT | ( | CollAsgnReason |  | ) |

FIX::DEFINE_INT | ( | OrderDelay |  | ) |

FIX::DEFINE_INT | ( | RelatedContextPartyRole |  | ) |

FIX::DEFINE_INT | ( | SecurityListRequestType |  | ) |

FIX::DEFINE_INT | ( | FillLiquidityInd |  | ) |

FIX::DEFINE_INT | ( | StreamAsgnReqType |  | ) |

FIX::DEFINE_INT | ( | AllocMethod |  | ) |

FIX::DEFINE_INT | ( | OrigCustOrderCapacity |  | ) |

FIX::DEFINE_INT | ( | AffirmStatus |  | ) |

FIX::DEFINE_INT | ( | OrderHandlingInstSource |  | ) |

FIX::DEFINE_INT | ( | TotalAffectedOrders |  | ) |

FIX::DEFINE_INT | ( | DistribPaymentMethod |  | ) |

FIX::DEFINE_INT | ( | SettlPartySubIDType |  | ) |

FIX::DEFINE_INT | ( | SecurityRequestResult |  | ) |

FIX::DEFINE_INT | ( | QuoteRequestType |  | ) |

FIX::DEFINE_INT | ( | ImpliedMarketIndicator |  | ) |

FIX::DEFINE_INT | ( | ComplexEventPriceBoundaryMethod |  | ) |

FIX::DEFINE_INT | ( | QuantityType |  | ) |

FIX::DEFINE_INT | ( | RelatedPartyAltSubIDType |  | ) |

FIX::DEFINE_INT | ( | HeartBtInt |  | ) |

FIX::DEFINE_INT | ( | QuoteRejectReason |  | ) |

FIX::DEFINE_INT | ( | Nested3PartySubIDType |  | ) |

FIX::DEFINE_INT | ( | LegBenchmarkPriceType |  | ) |

FIX::DEFINE_INT | ( | NoRpts |  | ) |

FIX::DEFINE_INT | ( | SecurityListType |  | ) |

FIX::DEFINE_INT | ( | TradeReportRejectReason |  | ) |

FIX::DEFINE_INT | ( | TotNumAssignmentReports |  | ) |

FIX::DEFINE_INT | ( | Nested3PartyRole |  | ) |

FIX::DEFINE_INT | ( | StreamAsgnRejReason |  | ) |

FIX::DEFINE_INT | ( | PegPriceType |  | ) |

FIX::DEFINE_INT | ( | TradSesStatus |  | ) |

FIX::DEFINE_INT | ( | TradeRequestType |  | ) |

FIX::DEFINE_INT | ( | AcctIDSource |  | ) |

FIX::DEFINE_INT | ( | CoveredOrUncovered |  | ) |

FIX::DEFINE_INT | ( | LegFlowScheduleType |  | ) |

FIX::DEFINE_INT | ( | RelationshipRiskLimitType |  | ) |

FIX::DEFINE_INT | ( | TradeReportTransType |  | ) |

FIX::DEFINE_INT | ( | SecondaryTrdType |  | ) |

FIX::DEFINE_INT | ( | UserRequestType |  | ) |

FIX::DEFINE_INT | ( | QuoteAckStatus |  | ) |

FIX::DEFINE_INT | ( | SideLastQty |  | ) |

FIX::DEFINE_INT | ( | QuoteEntryRejectReason |  | ) |

FIX::DEFINE_INT | ( | CollAsgnRespType |  | ) |

FIX::DEFINE_INT | ( | CollInquiryResult |  | ) |

FIX::DEFINE_INT | ( | EncryptMethod |  | ) |

FIX::DEFINE_INT | ( | StrategyParameterType |  | ) |

FIX::DEFINE_INT | ( | LegContractMultiplierUnit |  | ) |

FIX::DEFINE_INT | ( | RelatedPartyRole |  | ) |

FIX::DEFINE_INT | ( | PartyRole |  | ) |

FIX::DEFINE_INT | ( | NetworkRequestType |  | ) |

FIX::DEFINE_INT | ( | SettlObligMode |  | ) |

FIX::DEFINE_INT | ( | PriceType |  | ) |

FIX::DEFINE_INT | ( | ApplQueueAction |  | ) |

FIX::DEFINE_INT | ( | MaturityMonthYearIncrementUnits |  | ) |

FIX::DEFINE_INT | ( | OrdRejReason |  | ) |

FIX::DEFINE_INT | ( | TotNoRejQuotes |  | ) |

FIX::DEFINE_INT | ( | RelationshipRiskInstrumentOperator |  | ) |

FIX::DEFINE_INT | ( | RoutingType |  | ) |

FIX::DEFINE_INT | ( | ListMethod |  | ) |

FIX::DEFINE_INT | ( | UnderlyingRepurchaseTerm |  | ) |

FIX::DEFINE_INT | ( | TotNoFills |  | ) |

FIX::DEFINE_INT | ( | MultilegPriceMethod |  | ) |

FIX::DEFINE_INT | ( | QuotePriceType |  | ) |

FIX::DEFINE_INT | ( | BidType |  | ) |

FIX::DEFINE_INT | ( | NestedPartySubIDType |  | ) |

FIX::DEFINE_INT | ( | HaltReasonInt |  | ) |

FIX::DEFINE_INT | ( | MDEntryPositionNo |  | ) |

FIX::DEFINE_INT | ( | AccountType |  | ) |

FIX::DEFINE_INT | ( | MultiLegRptTypeReq |  | ) |

FIX::DEFINE_INT | ( | MaturityMonthYearIncrement |  | ) |

FIX::DEFINE_INT | ( | ContingencyType |  | ) |

FIX::DEFINE_INT | ( | CollInquiryQualifier |  | ) |

FIX::DEFINE_INT | ( | SecurityListTypeSource |  | ) |

FIX::DEFINE_INT | ( | YieldRedemptionPriceType |  | ) |

FIX::DEFINE_INT | ( | DerivativeInstrumentPartyRole |  | ) |

FIX::DEFINE_INT | ( | AllocIntermedReqType |  | ) |

FIX::DEFINE_INT | ( | ExecRestatementReason |  | ) |

FIX::DEFINE_INT | ( | DeliveryForm |  | ) |

FIX::DEFINE_INT | ( | DerivativeFlowScheduleType |  | ) |

FIX::DEFINE_INT | ( | MaxPriceLevels |  | ) |

FIX::DEFINE_LANGUAGE | ( | LanguageCode |  | ) |

FIX::DEFINE_LENGTH | ( | EncodedHeadlineLen |  | ) |

FIX::DEFINE_LENGTH | ( | SignatureLength |  | ) |

FIX::DEFINE_LENGTH | ( | RiskEncodedSecurityDescLen |  | ) |

FIX::DEFINE_LENGTH | ( | BodyLength |  | ) |

FIX::DEFINE_LENGTH | ( | SecureDataLen |  | ) |

FIX::DEFINE_LENGTH | ( | DerivativeSecurityXMLLen |  | ) |

FIX::DEFINE_LENGTH | ( | EncodedListStatusTextLen |  | ) |

FIX::DEFINE_LENGTH | ( | EncodedSecurityDescLen |  | ) |

FIX::DEFINE_LENGTH | ( | EncodedListExecInstLen |  | ) |

FIX::DEFINE_LENGTH | ( | XmlDataLen |  | ) |

FIX::DEFINE_LENGTH | ( | EncodedSecurityListDescLen |  | ) |

FIX::DEFINE_LENGTH | ( | EncryptedPasswordLen |  | ) |

FIX::DEFINE_LENGTH | ( | RawDataLength |  | ) |

FIX::DEFINE_LENGTH | ( | EncodedIssuerLen |  | ) |

FIX::DEFINE_LENGTH | ( | EncodedLegIssuerLen |  | ) |

FIX::DEFINE_LENGTH | ( | EncodedUnderlyingSecurityDescLen |  | ) |

FIX::DEFINE_LENGTH | ( | MaxMessageSize |  | ) |

FIX::DEFINE_LENGTH | ( | EncodedUnderlyingIssuerLen |  | ) |

FIX::DEFINE_LENGTH | ( | EncodedLegSecurityDescLen |  | ) |

FIX::DEFINE_LENGTH | ( | DerivativeEncodedIssuerLen |  | ) |

FIX::DEFINE_LENGTH | ( | EncodedAllocTextLen |  | ) |

FIX::DEFINE_LENGTH | ( | EncryptedNewPasswordLen |  | ) |

FIX::DEFINE_LENGTH | ( | EncodedMktSegmDescLen |  | ) |

FIX::DEFINE_LENGTH | ( | SecurityXMLLen |  | ) |

FIX::DEFINE_LENGTH | ( | RelationshipRiskEncodedSecurityDescLen |  | ) |

FIX::DEFINE_LENGTH | ( | EncodedTextLen |  | ) |

FIX::DEFINE_LENGTH | ( | EncodedSubjectLen |  | ) |

FIX::DEFINE_LENGTH | ( | DerivativeEncodedSecurityDescLen |  | ) |

FIX::DEFINE_LENGTH | ( | EncodedSymbolLen |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | TradeDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | LegIssueDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | DateOfBirth |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | SettlDate2 |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | SendingDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | LegCouponPaymentDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | IssueDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | LegDatedDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | YieldRedemptionDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | UnderlyingMaturityDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | BasisFeatureDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | LegMaturityDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | AgreementDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | CardStartDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | ExDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | UnderlyingRedemptionDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | LegSettlDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | EventDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | OrigTradeDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | YieldCalcDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | SettlDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | UnderlyingIssueDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | DerivativeIssueDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | ExpireDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | DerivativeMaturityDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | EndDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | RedemptionDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | LegInterestAccrualDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | FutSettDate2 |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | InterestAccrualDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | TradeOriginationDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | LegRedemptionDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | DerivativeEventDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | CouponPaymentDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | UnderlyingSettlementDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | MaturityDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | PaymentDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | DatedDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | CardExpDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | QuantityDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | StartDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | ClearingBusinessDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | UnderlyingLegMaturityDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | LegFutSettDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | FutSettDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | UnderlyingCouponPaymentDate |  | ) |

FIX::DEFINE_LOCALMKTDATE | ( | DeliveryDate |  | ) |

FIX::DEFINE_MONTHYEAR | ( | RiskMaturityMonthYear |  | ) |

FIX::DEFINE_MONTHYEAR | ( | RelationshipRiskMaturityMonthYear |  | ) |

FIX::DEFINE_MONTHYEAR | ( | DerivativeContractSettlMonth |  | ) |

FIX::DEFINE_MONTHYEAR | ( | UnderlyingLegMaturityMonthYear |  | ) |

FIX::DEFINE_MONTHYEAR | ( | ContractSettlMonth |  | ) |

FIX::DEFINE_MONTHYEAR | ( | LegMaturityMonthYear |  | ) |

FIX::DEFINE_MONTHYEAR | ( | StartMaturityMonthYear |  | ) |

FIX::DEFINE_MONTHYEAR | ( | MaturityMonthYear |  | ) |

FIX::DEFINE_MONTHYEAR | ( | DerivativeMaturityMonthYear |  | ) |

FIX::DEFINE_MONTHYEAR | ( | EndMaturityMonthYear |  | ) |

FIX::DEFINE_MONTHYEAR | ( | UnderlyingMaturityMonthYear |  | ) |

FIX::DEFINE_MONTHYEAR | ( | LegContractSettlMonth |  | ) |

FIX::DEFINE_MULTIPLECHARVALUE | ( | CorporateAction |  | ) |

FIX::DEFINE_MULTIPLECHARVALUE | ( | FinancialStatus |  | ) |

FIX::DEFINE_MULTIPLECHARVALUE | ( | ExecInst |  | ) |

FIX::DEFINE_MULTIPLECHARVALUE | ( | Scope |  | ) |

FIX::DEFINE_MULTIPLECHARVALUE | ( | LegExecInst |  | ) |

FIX::DEFINE_MULTIPLECHARVALUE | ( | OpenCloseSettlFlag |  | ) |

FIX::DEFINE_MULTIPLECHARVALUE | ( | OrderRestrictions |  | ) |

FIX::DEFINE_MULTIPLESTRINGVALUE | ( | QuoteCondition |  | ) |

FIX::DEFINE_MULTIPLESTRINGVALUE | ( | DeskOrderHandlingInst |  | ) |

FIX::DEFINE_MULTIPLESTRINGVALUE | ( | TradeCondition |  | ) |

FIX::DEFINE_MULTIPLESTRINGVALUE | ( | CustOrderHandlingInst |  | ) |

FIX::DEFINE_MULTIPLEVALUESTRING | ( | OpenCloseSettleFlag |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoStrategyParameters |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRiskSecurityAltID |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoInstrumentParties |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRegistDtls |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRelatedContextPartyIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoDerivativeInstrAttrib |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoTrdRegTimestamps |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoComplexEvents |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoNested3PartyIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoUnderlyingLegSecurityAltID |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoBidDescriptors |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoSecurityTypes |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoQuoteEntries |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoApplIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRoutingIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoOrdTypeRules |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoFills |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRelationshipRiskSecurityAltID |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRelatedSym |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRateSources |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoAllocs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoSettlDetails |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoTradingSessionRules |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoOfSecSizes |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoStrikes |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoDistribInsts |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRiskInstruments |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRequestedPartyRoles |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoDerivativeSecurityAltID |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoPartyAltIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoContraBrokers |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoPartyIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoTrades |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoUndlyInstrumentPartySubIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoLinesOfText |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoSettlInst |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoAsgnReqs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRiskWarningLevels |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoPartyRelationships |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoLegs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRootPartyIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoTargetPartyIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRelatedContextPartySubIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoNested2PartySubIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoEvents |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRelationshipRiskWarningLevels |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoSides |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoSecurityAltID |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoBidComponents |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRelationshipRiskInstruments |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoPosAmt |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoLotTypeRules |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoAffectedOrders |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoUnderlyingStips |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoStrikeRules |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoUnderlyings |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoOfLegUnderlyings |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoMatchRules |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoTrdRepIndicators |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoPartySubIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRelatedPartyAltSubIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoAltMDSource |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoNested4PartyIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRiskLimits |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoStatsIndicators |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoPartyList |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoTickRules |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoMiscFees |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoMDFeedTypes |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoContextPartyIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoPartyListResponseTypes |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoMDEntries |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoClearingInstructions |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoInstrumentPartySubIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoDerivativeEvents |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoMDEntryTypes |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoContextPartySubIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoOrders |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoInstrAttrib |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoExecs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRelatedPartySubIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoUnderlyingSecurityAltID |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoUnderlyingAmounts |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoSettlOblig |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoComplexEventDates |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoContAmts |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoCollInquiryQualifier |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRelatedPartyAltIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoUndlyInstrumentParties |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoDerivativeInstrumentParties |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoNewsRefIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoQuoteSets |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoIOIQualifiers |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoMsgTypes |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRootPartySubIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoTimeInForceRules |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoPositions |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoNestedPartySubIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoPartyAltSubIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoTradingSessions |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoNested4PartySubIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoComplexEventTimes |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoNested3PartySubIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoNotAffectedOrders |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoSettlPartyIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoDlvyInst |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoSideTrdRegTS |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoMaturityRules |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoDerivativeInstrumentPartySubIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoExpiration |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoNestedPartyIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoCapacities |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoLegAllocs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoQuoteQualifiers |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoHops |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoMarketSegments |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoNestedInstrAttrib |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRelationshipRiskLimits |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoStipulations |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoSettlPartySubIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | LinesOfText |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoLegStipulations |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoRelatedPartyIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoNested2PartyIDs |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoExecInstRules |  | ) |

FIX::DEFINE_NUMINGROUP | ( | NoCompIDs |  | ) |

FIX::DEFINE_PERCENTAGE | ( | OriginalNotionalPercentageOutstanding |  | ) |

FIX::DEFINE_PERCENTAGE | ( | RelationshipRiskWarningLevelPercent |  | ) |

FIX::DEFINE_PERCENTAGE | ( | Yield |  | ) |

FIX::DEFINE_PERCENTAGE | ( | LegRepurchaseRate |  | ) |

FIX::DEFINE_PERCENTAGE | ( | LiquidityPctHigh |  | ) |

FIX::DEFINE_PERCENTAGE | ( | LegCouponRate |  | ) |

FIX::DEFINE_PERCENTAGE | ( | CouponRate |  | ) |

FIX::DEFINE_PERCENTAGE | ( | MarginRatio |  | ) |

FIX::DEFINE_PERCENTAGE | ( | AccruedInterestRate |  | ) |

FIX::DEFINE_PERCENTAGE | ( | StrikePriceBoundaryPrecision |  | ) |

FIX::DEFINE_PERCENTAGE | ( | LegDividendYield |  | ) |

FIX::DEFINE_PERCENTAGE | ( | UnderlyingAllocationPercent |  | ) |

FIX::DEFINE_PERCENTAGE | ( | AllowableOneSidednessPct |  | ) |

FIX::DEFINE_PERCENTAGE | ( | NotionalPercentageOutstanding |  | ) |

FIX::DEFINE_PERCENTAGE | ( | ComplexEventPriceBoundaryPrecision |  | ) |

FIX::DEFINE_PERCENTAGE | ( | DistribPercentage |  | ) |

FIX::DEFINE_PERCENTAGE | ( | DividendYield |  | ) |

FIX::DEFINE_PERCENTAGE | ( | UnderlyingCouponRate |  | ) |

FIX::DEFINE_PERCENTAGE | ( | UnderlyingRepurchaseRate |  | ) |

FIX::DEFINE_PERCENTAGE | ( | EFPTrackingError |  | ) |

FIX::DEFINE_PERCENTAGE | ( | WtAverageLiquidity |  | ) |

FIX::DEFINE_PERCENTAGE | ( | AttachmentPoint |  | ) |

FIX::DEFINE_PERCENTAGE | ( | RiskCouponRate |  | ) |

FIX::DEFINE_PERCENTAGE | ( | PctAtRisk |  | ) |

FIX::DEFINE_PERCENTAGE | ( | RepurchaseRate |  | ) |

FIX::DEFINE_PERCENTAGE | ( | ParticipationRate |  | ) |

FIX::DEFINE_PERCENTAGE | ( | CrossPercent |  | ) |

FIX::DEFINE_PERCENTAGE | ( | OutsideIndexPct |  | ) |

FIX::DEFINE_PERCENTAGE | ( | UnderlyingDetachmentPoint |  | ) |

FIX::DEFINE_PERCENTAGE | ( | OfferYield |  | ) |

FIX::DEFINE_PERCENTAGE | ( | OrderPercent |  | ) |

FIX::DEFINE_PERCENTAGE | ( | RelationshipRiskCouponRate |  | ) |

FIX::DEFINE_PERCENTAGE | ( | UnderlyingNotionalPercentageOutstanding |  | ) |

FIX::DEFINE_PERCENTAGE | ( | LiquidityPctLow |  | ) |

FIX::DEFINE_PERCENTAGE | ( | UnderlyingAttachmentPoint |  | ) |

FIX::DEFINE_PERCENTAGE | ( | UnderlyingOriginalNotionalPercentageOutstanding |  | ) |

FIX::DEFINE_PERCENTAGE | ( | RiskWarningLevelPercent |  | ) |

FIX::DEFINE_PERCENTAGE | ( | BidYield |  | ) |

FIX::DEFINE_PERCENTAGE | ( | MidYield |  | ) |

FIX::DEFINE_PERCENTAGE | ( | DetachmentPoint |  | ) |

FIX::DEFINE_PRICE | ( | StartStrikePxRange |  | ) |

FIX::DEFINE_PRICE | ( | StopPx |  | ) |

FIX::DEFINE_PRICE | ( | DerivativeFloorPrice |  | ) |

FIX::DEFINE_PRICE | ( | PriorSettlPrice |  | ) |

FIX::DEFINE_PRICE | ( | BidPx |  | ) |

FIX::DEFINE_PRICE | ( | AllocAvgPx |  | ) |

FIX::DEFINE_PRICE | ( | ReportedPx |  | ) |

FIX::DEFINE_PRICE | ( | Price |  | ) |

FIX::DEFINE_PRICE | ( | LastSpotRate |  | ) |

FIX::DEFINE_PRICE | ( | TriggerNewPrice |  | ) |

FIX::DEFINE_PRICE | ( | LegBidPx |  | ) |

FIX::DEFINE_PRICE | ( | UnderlyingLegStrikePrice |  | ) |

FIX::DEFINE_PRICE | ( | TriggerPrice |  | ) |

FIX::DEFINE_PRICE | ( | PeggedRefPrice |  | ) |

FIX::DEFINE_PRICE | ( | FloorPrice |  | ) |

FIX::DEFINE_PRICE | ( | OfferSpotRate |  | ) |

FIX::DEFINE_PRICE | ( | DerivativeCapPrice |  | ) |

FIX::DEFINE_PRICE | ( | LegOfferPx |  | ) |

FIX::DEFINE_PRICE | ( | LegLastPx |  | ) |

FIX::DEFINE_PRICE | ( | YieldRedemptionPrice |  | ) |

FIX::DEFINE_PRICE | ( | HighPx |  | ) |

FIX::DEFINE_PRICE | ( | EndTickPriceRange |  | ) |

FIX::DEFINE_PRICE | ( | EndStrikePxRange |  | ) |

FIX::DEFINE_PRICE | ( | UnderlyingSettlPrice |  | ) |

FIX::DEFINE_PRICE | ( | BidSpotRate |  | ) |

FIX::DEFINE_PRICE | ( | AllocPrice |  | ) |

FIX::DEFINE_PRICE | ( | LowLimitPrice |  | ) |

FIX::DEFINE_PRICE | ( | SecondaryLowLimitPrice |  | ) |

FIX::DEFINE_PRICE | ( | UnderlyingDirtyPrice |  | ) |

FIX::DEFINE_PRICE | ( | LowPx |  | ) |

FIX::DEFINE_PRICE | ( | EventPx |  | ) |

FIX::DEFINE_PRICE | ( | LastPx |  | ) |

FIX::DEFINE_PRICE | ( | UnderlyingLastPx |  | ) |

FIX::DEFINE_PRICE | ( | MktBidPx |  | ) |

FIX::DEFINE_PRICE | ( | LegStrikePrice |  | ) |

FIX::DEFINE_PRICE | ( | DerivativeStrikePrice |  | ) |

FIX::DEFINE_PRICE | ( | SecondaryTradingReferencePrice |  | ) |

FIX::DEFINE_PRICE | ( | UnderlyingEndPrice |  | ) |

FIX::DEFINE_PRICE | ( | SettlPrice |  | ) |

FIX::DEFINE_PRICE | ( | DerivativeEventPx |  | ) |

FIX::DEFINE_PRICE | ( | CapPrice |  | ) |

FIX::DEFINE_PRICE | ( | AvgPx |  | ) |

FIX::DEFINE_PRICE | ( | MidPx |  | ) |

FIX::DEFINE_PRICE | ( | TradingReferencePrice |  | ) |

FIX::DEFINE_PRICE | ( | StrikePrice |  | ) |

FIX::DEFINE_PRICE | ( | DayAvgPx |  | ) |

FIX::DEFINE_PRICE | ( | BenchmarkPrice |  | ) |

FIX::DEFINE_PRICE | ( | AvgParPx |  | ) |

FIX::DEFINE_PRICE | ( | OfferPx |  | ) |

FIX::DEFINE_PRICE | ( | PeggedPrice |  | ) |

FIX::DEFINE_PRICE | ( | TickIncrement |  | ) |

FIX::DEFINE_PRICE | ( | ComplexEventPrice |  | ) |

FIX::DEFINE_PRICE | ( | FillPx |  | ) |

FIX::DEFINE_PRICE | ( | BasisFeaturePrice |  | ) |

FIX::DEFINE_PRICE | ( | MDEntryPx |  | ) |

FIX::DEFINE_PRICE | ( | PrevClosePx |  | ) |

FIX::DEFINE_PRICE | ( | LastParPx |  | ) |

FIX::DEFINE_PRICE | ( | Price2 |  | ) |

FIX::DEFINE_PRICE | ( | HighLimitPrice |  | ) |

FIX::DEFINE_PRICE | ( | DiscretionPrice |  | ) |

FIX::DEFINE_PRICE | ( | UnderlyingPx |  | ) |

FIX::DEFINE_PRICE | ( | MktOfferPx |  | ) |

FIX::DEFINE_PRICE | ( | LegBenchmarkPrice |  | ) |

FIX::DEFINE_PRICE | ( | RndPx |  | ) |

FIX::DEFINE_PRICE | ( | OrderAvgPx |  | ) |

FIX::DEFINE_PRICE | ( | SecondaryHighLimitPrice |  | ) |

FIX::DEFINE_PRICE | ( | FirstPx |  | ) |

FIX::DEFINE_PRICE | ( | UnderlyingStrikePrice |  | ) |

FIX::DEFINE_PRICE | ( | StartTickPriceRange |  | ) |

FIX::DEFINE_PRICE | ( | LegPrice |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | LastSwapPoints |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | LegBidForwardPoints |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | LastForwardPoints |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | SwapPoints |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | LegLastForwardPoints |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | SpreadToBenchmark |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | NetChgPrevDay |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | LegOfferForwardPoints |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | BidForwardPoints2 |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | DiscretionOffset |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | ThresholdAmount |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | OfferForwardPoints |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | MDEntryForwardPoints |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | LastForwardPoints2 |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | Spread |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | PegDifference |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | BidSwapPoints |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | OfferSwapPoints |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | BidForwardPoints |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | PriceImprovement |  | ) |

FIX::DEFINE_PRICEOFFSET | ( | OfferForwardPoints2 |  | ) |

FIX::DEFINE_QTY | ( | OrderQty |  | ) |

FIX::DEFINE_QTY | ( | BidSize |  | ) |

FIX::DEFINE_QTY | ( | Shares |  | ) |

FIX::DEFINE_QTY | ( | LegAllocQty |  | ) |

FIX::DEFINE_QTY | ( | LegUnitOfMeasureQty |  | ) |

FIX::DEFINE_QTY | ( | MaxFloor |  | ) |

FIX::DEFINE_QTY | ( | AllocShares |  | ) |

FIX::DEFINE_QTY | ( | UnderlyingQty |  | ) |

FIX::DEFINE_QTY | ( | BuyVolume |  | ) |

FIX::DEFINE_QTY | ( | PriceUnitOfMeasureQty |  | ) |

FIX::DEFINE_QTY | ( | UnderlyingLastQty |  | ) |

FIX::DEFINE_QTY | ( | MDSecSize |  | ) |

FIX::DEFINE_QTY | ( | MinLotSize |  | ) |

FIX::DEFINE_QTY | ( | TriggerNewQty |  | ) |

FIX::DEFINE_QTY | ( | FillQty |  | ) |

FIX::DEFINE_QTY | ( | LongQty |  | ) |

FIX::DEFINE_QTY | ( | OrderCapacityQty |  | ) |

FIX::DEFINE_QTY | ( | AllocQty |  | ) |

FIX::DEFINE_QTY | ( | CalculatedCcyLastQty |  | ) |

FIX::DEFINE_QTY | ( | LeavesQty |  | ) |

FIX::DEFINE_QTY | ( | UnderlyingPriceUnitOfMeasureQty |  | ) |

FIX::DEFINE_QTY | ( | CumQty |  | ) |

FIX::DEFINE_QTY | ( | LastShares |  | ) |

FIX::DEFINE_QTY | ( | ShortQty |  | ) |

FIX::DEFINE_QTY | ( | CxlQty |  | ) |

FIX::DEFINE_QTY | ( | DisplayQty |  | ) |

FIX::DEFINE_QTY | ( | DefOfferSize |  | ) |

FIX::DEFINE_QTY | ( | DerivativePriceUnitOfMeasureQty |  | ) |

FIX::DEFINE_QTY | ( | MDEntrySize |  | ) |

FIX::DEFINE_QTY | ( | RoundLot |  | ) |

FIX::DEFINE_QTY | ( | ExpQty |  | ) |

FIX::DEFINE_QTY | ( | DisplayHighQty |  | ) |

FIX::DEFINE_QTY | ( | RefreshQty |  | ) |

FIX::DEFINE_QTY | ( | MinBidSize |  | ) |

FIX::DEFINE_QTY | ( | DerivativeUnitOfMeasureQty |  | ) |

FIX::DEFINE_QTY | ( | DefBidSize |  | ) |

FIX::DEFINE_QTY | ( | Quantity |  | ) |

FIX::DEFINE_QTY | ( | MaxShow |  | ) |

FIX::DEFINE_QTY | ( | UnderlyingAdjustedQuantity |  | ) |

FIX::DEFINE_QTY | ( | LastQty |  | ) |

FIX::DEFINE_QTY | ( | SecondaryDisplayQty |  | ) |

FIX::DEFINE_QTY | ( | SellVolume |  | ) |

FIX::DEFINE_QTY | ( | ContraTradeQty |  | ) |

FIX::DEFINE_QTY | ( | DisplayLowQty |  | ) |

FIX::DEFINE_QTY | ( | MinOfferSize |  | ) |

FIX::DEFINE_QTY | ( | LegPriceUnitOfMeasureQty |  | ) |

FIX::DEFINE_QTY | ( | OrderQty2 |  | ) |

FIX::DEFINE_QTY | ( | DisplayMinIncr |  | ) |

FIX::DEFINE_QTY | ( | LegLastQty |  | ) |

FIX::DEFINE_QTY | ( | LegQty |  | ) |

FIX::DEFINE_QTY | ( | LegCalculatedCcyLastQty |  | ) |

FIX::DEFINE_QTY | ( | DayCumQty |  | ) |

FIX::DEFINE_QTY | ( | UnitOfMeasureQty |  | ) |

FIX::DEFINE_QTY | ( | DayOrderQty |  | ) |

FIX::DEFINE_QTY | ( | OfferSize |  | ) |

FIX::DEFINE_QTY | ( | MaxTradeVol |  | ) |

FIX::DEFINE_QTY | ( | AssignmentUnit |  | ) |

FIX::DEFINE_QTY | ( | MatchIncrement |  | ) |

FIX::DEFINE_QTY | ( | OrderBookingQty |  | ) |

FIX::DEFINE_QTY | ( | UnderlyingUnitOfMeasureQty |  | ) |

FIX::DEFINE_QTY | ( | MinQty |  | ) |

FIX::DEFINE_QTY | ( | TotalVolumeTraded |  | ) |

FIX::DEFINE_QTY | ( | RatioQty |  | ) |

FIX::DEFINE_QTY | ( | CashOrderQty |  | ) |

FIX::DEFINE_QTY | ( | TradeVolume |  | ) |

FIX::DEFINE_QTY | ( | MinTradeVol |  | ) |

FIX::DEFINE_QTY | ( | LegOrderQty |  | ) |

FIX::DEFINE_SEQNUM | ( | ApplBegSeqNum |  | ) |

FIX::DEFINE_SEQNUM | ( | MsgSeqNum |  | ) |

FIX::DEFINE_SEQNUM | ( | EndSeqNo |  | ) |

FIX::DEFINE_SEQNUM | ( | NextExpectedMsgSeqNum |  | ) |

FIX::DEFINE_SEQNUM | ( | LastMsgSeqNumProcessed |  | ) |

FIX::DEFINE_SEQNUM | ( | NewSeqNo |  | ) |

FIX::DEFINE_SEQNUM | ( | ApplEndSeqNum |  | ) |

FIX::DEFINE_SEQNUM | ( | RefApplLastSeqNum |  | ) |

FIX::DEFINE_SEQNUM | ( | BeginSeqNo |  | ) |

FIX::DEFINE_SEQNUM | ( | ApplSeqNum |  | ) |

FIX::DEFINE_SEQNUM | ( | ApplLastSeqNum |  | ) |

FIX::DEFINE_SEQNUM | ( | HopRefID |  | ) |

FIX::DEFINE_SEQNUM | ( | ApplNewSeqNum |  | ) |

FIX::DEFINE_SEQNUM | ( | RefSeqNum |  | ) |

FIX::DEFINE_STRING | ( | StipulationValue |  | ) |

FIX::DEFINE_STRING | ( | TierCode |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskSymbolSfx |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingLegSecurityIDSource |  | ) |

FIX::DEFINE_STRING | ( | RiskSecurityAltID |  | ) |

FIX::DEFINE_STRING | ( | RiskSecurityDesc |  | ) |

FIX::DEFINE_STRING | ( | StrategyParameterValue |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingTimeUnit |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingCPRegType |  | ) |

FIX::DEFINE_STRING | ( | SecondaryTradeReportRefID |  | ) |

FIX::DEFINE_STRING | ( | UndlyInstrumentPartySubID |  | ) |

FIX::DEFINE_STRING | ( | DerivativeInstrumentPartySubID |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskSymbol |  | ) |

FIX::DEFINE_STRING | ( | ReceivedDeptID |  | ) |

FIX::DEFINE_STRING | ( | OrigSecondaryTradeID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingCreditRating |  | ) |

FIX::DEFINE_STRING | ( | TestReqID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingSecurityAltIDSource |  | ) |

FIX::DEFINE_STRING | ( | ListExecInst |  | ) |

FIX::DEFINE_STRING | ( | LegSymbolSfx |  | ) |

FIX::DEFINE_STRING | ( | Nested2PartyID |  | ) |

FIX::DEFINE_STRING | ( | TrdRegTimestampOrigin |  | ) |

FIX::DEFINE_STRING | ( | Nested3PartySubID |  | ) |

FIX::DEFINE_STRING | ( | QuoteRespID |  | ) |

FIX::DEFINE_STRING | ( | SecurityStatusReqID |  | ) |

FIX::DEFINE_STRING | ( | ApplResponseID |  | ) |

FIX::DEFINE_STRING | ( | CashSettlAgentContactName |  | ) |

FIX::DEFINE_STRING | ( | SettlLocation |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingRestructuringType |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingLocaleOfIssue |  | ) |

FIX::DEFINE_STRING | ( | TriggerSymbol |  | ) |

FIX::DEFINE_STRING | ( | DerivativeProductComplex |  | ) |

FIX::DEFINE_STRING | ( | DerivativeSecurityStatus |  | ) |

FIX::DEFINE_STRING | ( | ContIntRptID |  | ) |

FIX::DEFINE_STRING | ( | Nested4PartySubID |  | ) |

FIX::DEFINE_STRING | ( | DerivativeTimeUnit |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingLegCFICode |  | ) |

FIX::DEFINE_STRING | ( | TargetSubID |  | ) |

FIX::DEFINE_STRING | ( | CollRptID |  | ) |

FIX::DEFINE_STRING | ( | ReferencePage |  | ) |

FIX::DEFINE_STRING | ( | LegAllocAcctIDSource |  | ) |

FIX::DEFINE_STRING | ( | ListStatusText |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingStipType |  | ) |

FIX::DEFINE_STRING | ( | DerivativeLocaleOfIssue |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingInstrRegistry |  | ) |

FIX::DEFINE_STRING | ( | DefaultCstmApplVerID |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskWarningLevelName |  | ) |

FIX::DEFINE_STRING | ( | InstrumentPartyID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingInstrumentPartySubID |  | ) |

FIX::DEFINE_STRING | ( | SecurityXMLSchema |  | ) |

FIX::DEFINE_STRING | ( | DerivativeInstrumentPartyID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingSecurityAltID |  | ) |

FIX::DEFINE_STRING | ( | DerivativeSecurityXMLSchema |  | ) |

FIX::DEFINE_STRING | ( | RootPartyID |  | ) |

FIX::DEFINE_STRING | ( | DerivativeInstrRegistry |  | ) |

FIX::DEFINE_STRING | ( | RelatedPartyAltSubID |  | ) |

FIX::DEFINE_STRING | ( | StateOrProvinceOfIssue |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingTradingSessionID |  | ) |

FIX::DEFINE_STRING | ( | CollAsgnRefID |  | ) |

FIX::DEFINE_STRING | ( | Seniority |  | ) |

FIX::DEFINE_STRING | ( | DerivativeSymbol |  | ) |

FIX::DEFINE_STRING | ( | TradingSessionDesc |  | ) |

FIX::DEFINE_STRING | ( | NotAffOrigClOrdID |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskSecurityType |  | ) |

FIX::DEFINE_STRING | ( | QuoteSetID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingSymbolSfx |  | ) |

FIX::DEFINE_STRING | ( | BenchmarkCurveName |  | ) |

FIX::DEFINE_STRING | ( | TimeBracket |  | ) |

FIX::DEFINE_STRING | ( | DerivativeSecurityAltID |  | ) |

FIX::DEFINE_STRING | ( | AgreementID |  | ) |

FIX::DEFINE_STRING | ( | PartyDetailsListRequestID |  | ) |

FIX::DEFINE_STRING | ( | CashSettlAgentCode |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskSecurityID |  | ) |

FIX::DEFINE_STRING | ( | TargetStrategyParameters |  | ) |

FIX::DEFINE_STRING | ( | RefApplID |  | ) |

FIX::DEFINE_STRING | ( | StatusText |  | ) |

FIX::DEFINE_STRING | ( | SideFillStationCd |  | ) |

FIX::DEFINE_STRING | ( | RiskInstrumentSettlType |  | ) |

FIX::DEFINE_STRING | ( | ContraTrader |  | ) |

FIX::DEFINE_STRING | ( | DerivativeSymbolSfx |  | ) |

FIX::DEFINE_STRING | ( | SecuritySettlAgentCode |  | ) |

FIX::DEFINE_STRING | ( | NetworkResponseID |  | ) |

FIX::DEFINE_STRING | ( | SettlPartySubID |  | ) |

FIX::DEFINE_STRING | ( | LegLocaleOfIssue |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingLegSecurityID |  | ) |

FIX::DEFINE_STRING | ( | RegistDetls |  | ) |

FIX::DEFINE_STRING | ( | LegIssuer |  | ) |

FIX::DEFINE_STRING | ( | LegSymbol |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingSecurityIDSource |  | ) |

FIX::DEFINE_STRING | ( | RefApplVerID |  | ) |

FIX::DEFINE_STRING | ( | InputSource |  | ) |

FIX::DEFINE_STRING | ( | Account |  | ) |

FIX::DEFINE_STRING | ( | CstmApplVerID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingSecuritySubType |  | ) |

FIX::DEFINE_STRING | ( | MDFeedType |  | ) |

FIX::DEFINE_STRING | ( | PegSecurityIDSource |  | ) |

FIX::DEFINE_STRING | ( | LegInstrRegistry |  | ) |

FIX::DEFINE_STRING | ( | MDEntryOriginator |  | ) |

FIX::DEFINE_STRING | ( | TriggerTradingSessionID |  | ) |

FIX::DEFINE_STRING | ( | RiskSecuritySubType |  | ) |

FIX::DEFINE_STRING | ( | AllocText |  | ) |

FIX::DEFINE_STRING | ( | SettlObligMsgID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingSecurityID |  | ) |

FIX::DEFINE_STRING | ( | OnBehalfOfCompID |  | ) |

FIX::DEFINE_STRING | ( | AllocLinkID |  | ) |

FIX::DEFINE_STRING | ( | PartySubID |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskRestructuringType |  | ) |

FIX::DEFINE_STRING | ( | IOIID |  | ) |

FIX::DEFINE_STRING | ( | DefaultApplVerID |  | ) |

FIX::DEFINE_STRING | ( | ClientBidID |  | ) |

FIX::DEFINE_STRING | ( | TriggerSecurityIDSource |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingLegSecurityExchange |  | ) |

FIX::DEFINE_STRING | ( | MDEntryID |  | ) |

FIX::DEFINE_STRING | ( | PartyID |  | ) |

FIX::DEFINE_STRING | ( | ContraBroker |  | ) |

FIX::DEFINE_STRING | ( | LegSecurityAltIDSource |  | ) |

FIX::DEFINE_STRING | ( | PosReqID |  | ) |

FIX::DEFINE_STRING | ( | BookingRefID |  | ) |

FIX::DEFINE_STRING | ( | TransferReason |  | ) |

FIX::DEFINE_STRING | ( | LegTimeUnit |  | ) |

FIX::DEFINE_STRING | ( | ResponseDestination |  | ) |

FIX::DEFINE_STRING | ( | TradSesReqID |  | ) |

FIX::DEFINE_STRING | ( | SettlInstMsgID |  | ) |

FIX::DEFINE_STRING | ( | MDStreamID |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskSecurityAltIDSource |  | ) |

FIX::DEFINE_STRING | ( | BidDescriptor |  | ) |

FIX::DEFINE_STRING | ( | SecuritySettlAgentName |  | ) |

FIX::DEFINE_STRING | ( | MatchAlgorithm |  | ) |

FIX::DEFINE_STRING | ( | SecondaryAllocID |  | ) |

FIX::DEFINE_STRING | ( | DerivativeValuationMethod |  | ) |

FIX::DEFINE_STRING | ( | EventText |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingPriceUnitOfMeasure |  | ) |

FIX::DEFINE_STRING | ( | MatchType |  | ) |

FIX::DEFINE_STRING | ( | LegStipulationValue |  | ) |

FIX::DEFINE_STRING | ( | PosMaintRptRefID |  | ) |

FIX::DEFINE_STRING | ( | HopCompID |  | ) |

FIX::DEFINE_STRING | ( | AdvRefID |  | ) |

FIX::DEFINE_STRING | ( | ApplID |  | ) |

FIX::DEFINE_STRING | ( | SettlDepositoryCode |  | ) |

FIX::DEFINE_STRING | ( | PosType |  | ) |

FIX::DEFINE_STRING | ( | OrigTradeID |  | ) |

FIX::DEFINE_STRING | ( | SettlObligRefID |  | ) |

FIX::DEFINE_STRING | ( | RiskSecurityID |  | ) |

FIX::DEFINE_STRING | ( | IndividualAllocID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingUnitOfMeasure |  | ) |

FIX::DEFINE_STRING | ( | RegistDtls |  | ) |

FIX::DEFINE_STRING | ( | AdvId |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingIDSource |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingSymbol |  | ) |

FIX::DEFINE_STRING | ( | ParentMktSegmID |  | ) |

FIX::DEFINE_STRING | ( | SettlSessID |  | ) |

FIX::DEFINE_STRING | ( | OrigClOrdID |  | ) |

FIX::DEFINE_STRING | ( | SenderSubID |  | ) |

FIX::DEFINE_STRING | ( | LocaleOfIssue |  | ) |

FIX::DEFINE_STRING | ( | PosMaintRptID |  | ) |

FIX::DEFINE_STRING | ( | FuturesValuationMethod |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskSeniority |  | ) |

FIX::DEFINE_STRING | ( | CFICode |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingStipValue |  | ) |

FIX::DEFINE_STRING | ( | OrderInputDevice |  | ) |

FIX::DEFINE_STRING | ( | TrdMatchID |  | ) |

FIX::DEFINE_STRING | ( | ClearingAccount |  | ) |

FIX::DEFINE_STRING | ( | MassStatusReqID |  | ) |

FIX::DEFINE_STRING | ( | LegPool |  | ) |

FIX::DEFINE_STRING | ( | CollReqID |  | ) |

FIX::DEFINE_STRING | ( | StreamAsgnRptID |  | ) |

FIX::DEFINE_STRING | ( | InstrRegistry |  | ) |

FIX::DEFINE_STRING | ( | SecurityResponseID |  | ) |

FIX::DEFINE_STRING | ( | SecurityGroup |  | ) |

FIX::DEFINE_STRING | ( | LegSecuritySubType |  | ) |

FIX::DEFINE_STRING | ( | LegRefID |  | ) |

FIX::DEFINE_STRING | ( | SecurityStatus |  | ) |

FIX::DEFINE_STRING | ( | ProductComplex |  | ) |

FIX::DEFINE_STRING | ( | RefAllocID |  | ) |

FIX::DEFINE_STRING | ( | RptSys |  | ) |

FIX::DEFINE_STRING | ( | SecurityAltIDSource |  | ) |

FIX::DEFINE_STRING | ( | HostCrossID |  | ) |

FIX::DEFINE_STRING | ( | PegSecurityID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingCFICode |  | ) |

FIX::DEFINE_STRING | ( | AffectedOrderID |  | ) |

FIX::DEFINE_STRING | ( | SecurityReqID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingLegSecurityAltID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingSecurityType |  | ) |

FIX::DEFINE_STRING | ( | PartyAltID |  | ) |

FIX::DEFINE_STRING | ( | TimeUnit |  | ) |

FIX::DEFINE_STRING | ( | FillExecID |  | ) |

FIX::DEFINE_STRING | ( | SecurityType |  | ) |

FIX::DEFINE_STRING | ( | OrderID |  | ) |

FIX::DEFINE_STRING | ( | ClOrdLinkID |  | ) |

FIX::DEFINE_STRING | ( | LegSecurityDesc |  | ) |

FIX::DEFINE_STRING | ( | LegAllocAccount |  | ) |

FIX::DEFINE_STRING | ( | RegistRejReasonText |  | ) |

FIX::DEFINE_STRING | ( | Nested4PartyID |  | ) |

FIX::DEFINE_STRING | ( | DeliverToLocationID |  | ) |

FIX::DEFINE_STRING | ( | RootPartySubID |  | ) |

FIX::DEFINE_STRING | ( | PartyDetailsListReportID |  | ) |

FIX::DEFINE_STRING | ( | LegUnitOfMeasure |  | ) |

FIX::DEFINE_STRING | ( | PriceQuoteMethod |  | ) |

FIX::DEFINE_STRING | ( | StipulationType |  | ) |

FIX::DEFINE_STRING | ( | ClientID |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskInstrumentSettlType |  | ) |

FIX::DEFINE_STRING | ( | LegCreditRating |  | ) |

FIX::DEFINE_STRING | ( | NotAffectedOrderID |  | ) |

FIX::DEFINE_STRING | ( | SecurityListDesc |  | ) |

FIX::DEFINE_STRING | ( | ContextPartyID |  | ) |

FIX::DEFINE_STRING | ( | CashSettlAgentAcctNum |  | ) |

FIX::DEFINE_STRING | ( | SettlPartyID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingLegSecurityAltIDSource |  | ) |

FIX::DEFINE_STRING | ( | TradingSessionID |  | ) |

FIX::DEFINE_STRING | ( | ListName |  | ) |

FIX::DEFINE_STRING | ( | RestructuringType |  | ) |

FIX::DEFINE_STRING | ( | NetworkRequestID |  | ) |

FIX::DEFINE_STRING | ( | SettlType |  | ) |

FIX::DEFINE_STRING | ( | SecondaryTradeReportID |  | ) |

FIX::DEFINE_STRING | ( | DeskType |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskSecurityGroup |  | ) |

FIX::DEFINE_STRING | ( | EmailThreadID |  | ) |

FIX::DEFINE_STRING | ( | ComplianceID |  | ) |

FIX::DEFINE_STRING | ( | DlvyInst |  | ) |

FIX::DEFINE_STRING | ( | RefApplReqID |  | ) |

FIX::DEFINE_STRING | ( | Subject |  | ) |

FIX::DEFINE_STRING | ( | Password |  | ) |

FIX::DEFINE_STRING | ( | SecurityIDSource |  | ) |

FIX::DEFINE_STRING | ( | InstrAttribValue |  | ) |

FIX::DEFINE_STRING | ( | SettlObligID |  | ) |

FIX::DEFINE_STRING | ( | DerivativeInstrumentPartyIDSource |  | ) |

FIX::DEFINE_STRING | ( | QuoteID |  | ) |

FIX::DEFINE_STRING | ( | MiscFeeType |  | ) |

FIX::DEFINE_STRING | ( | RiskSeniority |  | ) |

FIX::DEFINE_STRING | ( | WaveNo |  | ) |

FIX::DEFINE_STRING | ( | AsgnRptID |  | ) |

FIX::DEFINE_STRING | ( | RiskSecurityType |  | ) |

FIX::DEFINE_STRING | ( | LegIOIQty |  | ) |

FIX::DEFINE_STRING | ( | DerivativeCFICode |  | ) |

FIX::DEFINE_STRING | ( | RiskSymbol |  | ) |

FIX::DEFINE_STRING | ( | AffectedSecondaryOrderID |  | ) |

FIX::DEFINE_STRING | ( | SettlInstReqID |  | ) |

FIX::DEFINE_STRING | ( | RiskSecurityGroup |  | ) |

FIX::DEFINE_STRING | ( | MessageEncoding |  | ) |

FIX::DEFINE_STRING | ( | PriceUnitOfMeasure |  | ) |

FIX::DEFINE_STRING | ( | RiskSecurityAltIDSource |  | ) |

FIX::DEFINE_STRING | ( | QuoteReqID |  | ) |

FIX::DEFINE_STRING | ( | CardHolderName |  | ) |

FIX::DEFINE_STRING | ( | SettlBrkrCode |  | ) |

FIX::DEFINE_STRING | ( | TriggerSecurityID |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskSecurityIDSource |  | ) |

FIX::DEFINE_STRING | ( | ClearingFirm |  | ) |

FIX::DEFINE_STRING | ( | LegBenchmarkCurvePoint |  | ) |

FIX::DEFINE_STRING | ( | SecuritySettlAgentContactName |  | ) |

FIX::DEFINE_STRING | ( | SideReasonCd |  | ) |

FIX::DEFINE_STRING | ( | Nested2PartySubID |  | ) |

FIX::DEFINE_STRING | ( | UserStatusText |  | ) |

FIX::DEFINE_STRING | ( | AdvTransType |  | ) |

FIX::DEFINE_STRING | ( | ExecID |  | ) |

FIX::DEFINE_STRING | ( | ApplReportID |  | ) |

FIX::DEFINE_STRING | ( | LastNetworkResponseID |  | ) |

FIX::DEFINE_STRING | ( | LegStateOrProvinceOfIssue |  | ) |

FIX::DEFINE_STRING | ( | AllocID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingLegSymbol |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingTradingSessionSubID |  | ) |

FIX::DEFINE_STRING | ( | Username |  | ) |

FIX::DEFINE_STRING | ( | Pool |  | ) |

FIX::DEFINE_STRING | ( | SecondaryExecID |  | ) |

FIX::DEFINE_STRING | ( | SettleOnOpenFlag |  | ) |

FIX::DEFINE_STRING | ( | NewsID |  | ) |

FIX::DEFINE_STRING | ( | UnitOfMeasure |  | ) |

FIX::DEFINE_STRING | ( | DerivativeSecurityDesc |  | ) |

FIX::DEFINE_STRING | ( | LegSecurityID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingCashType |  | ) |

FIX::DEFINE_STRING | ( | TriggerSecurityDesc |  | ) |

FIX::DEFINE_STRING | ( | ConfirmRefID |  | ) |

FIX::DEFINE_STRING | ( | IOIRefID |  | ) |

FIX::DEFINE_STRING | ( | MDReqID |  | ) |

FIX::DEFINE_STRING | ( | SecurityID |  | ) |

FIX::DEFINE_STRING | ( | CollInquiryID |  | ) |

FIX::DEFINE_STRING | ( | MessageEventSource |  | ) |

FIX::DEFINE_STRING | ( | PositionCurrency |  | ) |

FIX::DEFINE_STRING | ( | DerivativePriceUnitOfMeasure |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingLegSecurityType |  | ) |

FIX::DEFINE_STRING | ( | IOIQty |  | ) |

FIX::DEFINE_STRING | ( | NewPassword |  | ) |

FIX::DEFINE_STRING | ( | URLLink |  | ) |

FIX::DEFINE_STRING | ( | SecuritySettlAgentAcctName |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingSettlMethod |  | ) |

FIX::DEFINE_STRING | ( | CashDistribAgentAcctName |  | ) |

FIX::DEFINE_STRING | ( | AltMDSourceID |  | ) |

FIX::DEFINE_STRING | ( | ConfirmReqID |  | ) |

FIX::DEFINE_STRING | ( | StreamAsgnReqID |  | ) |

FIX::DEFINE_STRING | ( | RegistEmail |  | ) |

FIX::DEFINE_STRING | ( | StandInstDbID |  | ) |

FIX::DEFINE_STRING | ( | RefMsgType |  | ) |

FIX::DEFINE_STRING | ( | DerivativeSecurityGroup |  | ) |

FIX::DEFINE_STRING | ( | CrossID |  | ) |

FIX::DEFINE_STRING | ( | RegistID |  | ) |

FIX::DEFINE_STRING | ( | ExchangeRule |  | ) |

FIX::DEFINE_STRING | ( | CollAsgnID |  | ) |

FIX::DEFINE_STRING | ( | BenchmarkCurvePoint |  | ) |

FIX::DEFINE_STRING | ( | RiskSymbolSfx |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskCFICode |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingLegSecuritySubType |  | ) |

FIX::DEFINE_STRING | ( | RelatdSym |  | ) |

FIX::DEFINE_STRING | ( | RegistAcctType |  | ) |

FIX::DEFINE_STRING | ( | CashDistribAgentAcctNumber |  | ) |

FIX::DEFINE_STRING | ( | AllocCustomerCapacity |  | ) |

FIX::DEFINE_STRING | ( | PegSecurityDesc |  | ) |

FIX::DEFINE_STRING | ( | DerivativeEventText |  | ) |

FIX::DEFINE_STRING | ( | CashSettlAgentAcctName |  | ) |

FIX::DEFINE_STRING | ( | BidID |  | ) |

FIX::DEFINE_STRING | ( | MailingDtls |  | ) |

FIX::DEFINE_STRING | ( | SettlSessSubID |  | ) |

FIX::DEFINE_STRING | ( | CashSettlAgentName |  | ) |

FIX::DEFINE_STRING | ( | LegIndividualAllocID |  | ) |

FIX::DEFINE_STRING | ( | YieldType |  | ) |

FIX::DEFINE_STRING | ( | CardIssNo |  | ) |

FIX::DEFINE_STRING | ( | NestedPartySubID |  | ) |

FIX::DEFINE_STRING | ( | Headline |  | ) |

FIX::DEFINE_STRING | ( | PegSymbol |  | ) |

FIX::DEFINE_STRING | ( | SettlInstCode |  | ) |

FIX::DEFINE_STRING | ( | RefOrderID |  | ) |

FIX::DEFINE_STRING | ( | LegSecurityAltID |  | ) |

FIX::DEFINE_STRING | ( | ListID |  | ) |

FIX::DEFINE_STRING | ( | RiskProductComplex |  | ) |

FIX::DEFINE_STRING | ( | DeliverToSubID |  | ) |

FIX::DEFINE_STRING | ( | BeginString |  | ) |

FIX::DEFINE_STRING | ( | ContextPartySubID |  | ) |

FIX::DEFINE_STRING | ( | TradeInputSource |  | ) |

FIX::DEFINE_STRING | ( | OrigCrossID |  | ) |

FIX::DEFINE_STRING | ( | OrigPosReqRefID |  | ) |

FIX::DEFINE_STRING | ( | SideComplianceID |  | ) |

FIX::DEFINE_STRING | ( | SecondaryClOrdID |  | ) |

FIX::DEFINE_STRING | ( | UndlyInstrumentPartyID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingLegSecurityDesc |  | ) |

FIX::DEFINE_STRING | ( | TargetPartyID |  | ) |

FIX::DEFINE_STRING | ( | LegAllocID |  | ) |

FIX::DEFINE_STRING | ( | CashDistribAgentCode |  | ) |

FIX::DEFINE_STRING | ( | CPRegType |  | ) |

FIX::DEFINE_STRING | ( | DeskID |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskSecurityDesc |  | ) |

FIX::DEFINE_STRING | ( | SideTradeReportID |  | ) |

FIX::DEFINE_STRING | ( | RiskCFICode |  | ) |

FIX::DEFINE_STRING | ( | CardIssNum |  | ) |

FIX::DEFINE_STRING | ( | AsgnReqID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingLegSymbolSfx |  | ) |

FIX::DEFINE_STRING | ( | RFQReqID |  | ) |

FIX::DEFINE_STRING | ( | TradingSessionSubID |  | ) |

FIX::DEFINE_STRING | ( | NestedInstrAttribValue |  | ) |

FIX::DEFINE_STRING | ( | ApplVerID |  | ) |

FIX::DEFINE_STRING | ( | MaturityRuleID |  | ) |

FIX::DEFINE_STRING | ( | LegSecurityIDSource |  | ) |

FIX::DEFINE_STRING | ( | DerivativeInstrAttribValue |  | ) |

FIX::DEFINE_STRING | ( | RelatedContextPartyID |  | ) |

FIX::DEFINE_STRING | ( | RefCompID |  | ) |

FIX::DEFINE_STRING | ( | StrikeRuleID |  | ) |

FIX::DEFINE_STRING | ( | BenchmarkSecurityID |  | ) |

FIX::DEFINE_STRING | ( | IOIShares |  | ) |

FIX::DEFINE_STRING | ( | ExecRefID |  | ) |

FIX::DEFINE_STRING | ( | AllocReportRefID |  | ) |

FIX::DEFINE_STRING | ( | QuoteStatusReqID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingInstrumentPartyID |  | ) |

FIX::DEFINE_STRING | ( | InstrumentPartySubID |  | ) |

FIX::DEFINE_STRING | ( | MarketSegmentID |  | ) |

FIX::DEFINE_STRING | ( | LegStipulationType |  | ) |

FIX::DEFINE_STRING | ( | IDSource |  | ) |

FIX::DEFINE_STRING | ( | IOIid |  | ) |

FIX::DEFINE_STRING | ( | MsgType |  | ) |

FIX::DEFINE_STRING | ( | SecuritySettlAgentContactPhone |  | ) |

FIX::DEFINE_STRING | ( | SecondaryTradeID |  | ) |

FIX::DEFINE_STRING | ( | RiskRestructuringType |  | ) |

FIX::DEFINE_STRING | ( | PaymentRef |  | ) |

FIX::DEFINE_STRING | ( | PartyAltSubID |  | ) |

FIX::DEFINE_STRING | ( | SettlInstID |  | ) |

FIX::DEFINE_STRING | ( | TradeLegRefID |  | ) |

FIX::DEFINE_STRING | ( | DerivativeStateOrProvinceOfIssue |  | ) |

FIX::DEFINE_STRING | ( | RelatedPartySubID |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskLimitPlatform |  | ) |

FIX::DEFINE_STRING | ( | OnBehalfOfSubID |  | ) |

FIX::DEFINE_STRING | ( | OnBehalfOfLocationID |  | ) |

FIX::DEFINE_STRING | ( | CashDistribAgentName |  | ) |

FIX::DEFINE_STRING | ( | RefSubID |  | ) |

FIX::DEFINE_STRING | ( | SecuritySettlAgentAcctNum |  | ) |

FIX::DEFINE_STRING | ( | TradeInputDevice |  | ) |

FIX::DEFINE_STRING | ( | UserRequestID |  | ) |

FIX::DEFINE_STRING | ( | Nested3PartyID |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskProductComplex |  | ) |

FIX::DEFINE_STRING | ( | DerivativePriceQuoteMethod |  | ) |

FIX::DEFINE_STRING | ( | RegistRefID |  | ) |

FIX::DEFINE_STRING | ( | SecurityAltID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingSettlementStatus |  | ) |

FIX::DEFINE_STRING | ( | CollRespID |  | ) |

FIX::DEFINE_STRING | ( | DerivativeIssuer |  | ) |

FIX::DEFINE_STRING | ( | MassActionReportID |  | ) |

FIX::DEFINE_STRING | ( | BusinessRejectRefID |  | ) |

FIX::DEFINE_STRING | ( | SymbolSfx |  | ) |

FIX::DEFINE_STRING | ( | AgreementDesc |  | ) |

FIX::DEFINE_STRING | ( | SecondaryIndividualAllocID |  | ) |

FIX::DEFINE_STRING | ( | FirmTradeID |  | ) |

FIX::DEFINE_STRING | ( | StandInstDbName |  | ) |

FIX::DEFINE_STRING | ( | ConfirmID |  | ) |

FIX::DEFINE_STRING | ( | RiskLimitPlatform |  | ) |

FIX::DEFINE_STRING | ( | LegSecurityType |  | ) |

FIX::DEFINE_STRING | ( | MailingInst |  | ) |

FIX::DEFINE_STRING | ( | QuoteEntryID |  | ) |

FIX::DEFINE_STRING | ( | ExecBroker |  | ) |

FIX::DEFINE_STRING | ( | SecondaryOrderID |  | ) |

FIX::DEFINE_STRING | ( | Text |  | ) |

FIX::DEFINE_STRING | ( | AllocClearingFeeIndicator |  | ) |

FIX::DEFINE_STRING | ( | MarketReportID |  | ) |

FIX::DEFINE_STRING | ( | Symbol |  | ) |

FIX::DEFINE_STRING | ( | BenchmarkSecurityIDSource |  | ) |

FIX::DEFINE_STRING | ( | LegReportID |  | ) |

FIX::DEFINE_STRING | ( | TradeReportID |  | ) |

FIX::DEFINE_STRING | ( | DerivativeSecurityIDSource |  | ) |

FIX::DEFINE_STRING | ( | TradeReportRefID |  | ) |

FIX::DEFINE_STRING | ( | ContraLegRefID |  | ) |

FIX::DEFINE_STRING | ( | QuoteMsgID |  | ) |

FIX::DEFINE_STRING | ( | MDEntryBuyer |  | ) |

FIX::DEFINE_STRING | ( | TargetCompID |  | ) |

FIX::DEFINE_STRING | ( | DerivativeSecurityID |  | ) |

FIX::DEFINE_STRING | ( | ValuationMethod |  | ) |

FIX::DEFINE_STRING | ( | StrategyParameterName |  | ) |

FIX::DEFINE_STRING | ( | LegPriceUnitOfMeasure |  | ) |

FIX::DEFINE_STRING | ( | RiskSecurityIDSource |  | ) |

FIX::DEFINE_STRING | ( | TradeRequestID |  | ) |

FIX::DEFINE_STRING | ( | Designation |  | ) |

FIX::DEFINE_STRING | ( | TradeLinkID |  | ) |

FIX::DEFINE_STRING | ( | TriggerTradingSessionSubID |  | ) |

FIX::DEFINE_STRING | ( | DerivativeSecuritySubType |  | ) |

FIX::DEFINE_STRING | ( | RelatedContextPartySubID |  | ) |

FIX::DEFINE_STRING | ( | SecondaryFirmTradeID |  | ) |

FIX::DEFINE_STRING | ( | DerivativeUnitOfMeasure |  | ) |

FIX::DEFINE_STRING | ( | TradeID |  | ) |

FIX::DEFINE_STRING | ( | ExchangeSpecialInstructions |  | ) |

FIX::DEFINE_STRING | ( | RejectText |  | ) |

FIX::DEFINE_STRING | ( | SideExecID |  | ) |

FIX::DEFINE_STRING | ( | RefCstmApplVerID |  | ) |

FIX::DEFINE_STRING | ( | PosAmtType |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingStateOrProvinceOfIssue |  | ) |

FIX::DEFINE_STRING | ( | RelatedPartyAltID |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskSecurityAltID |  | ) |

FIX::DEFINE_STRING | ( | RoutingID |  | ) |

FIX::DEFINE_STRING | ( | SenderLocationID |  | ) |

FIX::DEFINE_STRING | ( | MarketSegmentDesc |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingSeniority |  | ) |

FIX::DEFINE_STRING | ( | ClOrdID |  | ) |

FIX::DEFINE_STRING | ( | SecuritySubType |  | ) |

FIX::DEFINE_STRING | ( | MarketReqID |  | ) |

FIX::DEFINE_STRING | ( | PaymentRemitterID |  | ) |

FIX::DEFINE_STRING | ( | SenderCompID |  | ) |

FIX::DEFINE_STRING | ( | OrdStatusReqID |  | ) |

FIX::DEFINE_STRING | ( | LocationID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingCPProgram |  | ) |

FIX::DEFINE_STRING | ( | RiskWarningLevelName |  | ) |

FIX::DEFINE_STRING | ( | DerivativeSettleOnOpenFlag |  | ) |

FIX::DEFINE_STRING | ( | CashDistribPayRef |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingSecurityDesc |  | ) |

FIX::DEFINE_STRING | ( | MDEntryRefID |  | ) |

FIX::DEFINE_STRING | ( | SecurityListRefID |  | ) |

FIX::DEFINE_STRING | ( | BrokerOfCredit |  | ) |

FIX::DEFINE_STRING | ( | ClearingFeeIndicator |  | ) |

FIX::DEFINE_STRING | ( | LegBenchmarkCurveName |  | ) |

FIX::DEFINE_STRING | ( | LegCFICode |  | ) |

FIX::DEFINE_STRING | ( | AllocReportID |  | ) |

FIX::DEFINE_STRING | ( | DerivativeSecurityAltIDSource |  | ) |

FIX::DEFINE_STRING | ( | SecurityDesc |  | ) |

FIX::DEFINE_STRING | ( | AllocAccount |  | ) |

FIX::DEFINE_STRING | ( | TargetLocationID |  | ) |

FIX::DEFINE_STRING | ( | DeliverToCompID |  | ) |

FIX::DEFINE_STRING | ( | MDEntrySeller |  | ) |

FIX::DEFINE_STRING | ( | CardNumber |  | ) |

FIX::DEFINE_STRING | ( | Issuer |  | ) |

FIX::DEFINE_STRING | ( | SideTrdRegTimestampSrc |  | ) |

FIX::DEFINE_STRING | ( | CreditRating |  | ) |

FIX::DEFINE_STRING | ( | CashSettlAgentContactPhone |  | ) |

FIX::DEFINE_STRING | ( | DerivativeSecurityType |  | ) |

FIX::DEFINE_STRING | ( | NoLegSecurityAltID |  | ) |

FIX::DEFINE_STRING | ( | DerivativeFuturesValuationMethod |  | ) |

FIX::DEFINE_STRING | ( | ApplReqID |  | ) |

FIX::DEFINE_STRING | ( | NewsRefID |  | ) |

FIX::DEFINE_STRING | ( | UnderlyingIssuer |  | ) |

FIX::DEFINE_STRING | ( | SecurityListID |  | ) |

FIX::DEFINE_STRING | ( | RelationshipRiskSecuritySubType |  | ) |

FIX::DEFINE_STRING | ( | NestedPartyID |  | ) |

FIX::DEFINE_STRING | ( | SettlInstRefID |  | ) |

FIX::DEFINE_STRING | ( | RelatedPartyID |  | ) |

FIX::DEFINE_TZTIMEONLY | ( | MaturityTime |  | ) |

FIX::DEFINE_TZTIMEONLY | ( | UnderlyingMaturityTime |  | ) |

FIX::DEFINE_TZTIMEONLY | ( | RiskMaturityTime |  | ) |

FIX::DEFINE_TZTIMEONLY | ( | DerivativeMaturityTime |  | ) |

FIX::DEFINE_TZTIMEONLY | ( | LegMaturityTime |  | ) |

FIX::DEFINE_TZTIMEONLY | ( | UnderlyingLegMaturityTime |  | ) |

FIX::DEFINE_TZTIMEONLY | ( | RelationshipRiskMaturityTime |  | ) |

FIX::DEFINE_TZTIMESTAMP | ( | TZTransactTime |  | ) |

FIX::DEFINE_UTCDATEONLY | ( | MDEntryDate |  | ) |

FIX::DEFINE_UTCDATEONLY | ( | TotalVolumeTradedDate |  | ) |

FIX::DEFINE_UTCTIMEONLY | ( | ComplexEventStartTime |  | ) |

FIX::DEFINE_UTCTIMEONLY | ( | MDEntryTime |  | ) |

FIX::DEFINE_UTCTIMEONLY | ( | ComplexEventEndTime |  | ) |

FIX::DEFINE_UTCTIMEONLY | ( | TotalVolumeTradedTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | ComplexEventStartDate |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | SendingTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | OnBehalfOfSendingTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | TrdRegTimestamp |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | SideTimeInForce |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | ValidUntilTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | HopSendingTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | TransBkdTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | EventTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | TransactTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | ComplexEventEndDate |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | ExecValuationPoint |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | OrigTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | TradSesEndTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | OrigSendingTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | EffectiveTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | TradSesPreCloseTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | OrigOrdModTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | ExpireTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | TradSesOpenTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | QuoteSetValidUntilTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | LastUpdateTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | TradSesCloseTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | StrikeTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | DerivativeEventTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | TradSesStartTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | RelSymTransactTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | ContraTradeTime |  | ) |

FIX::DEFINE_UTCTIMESTAMP | ( | SideTrdRegTimestamp |  | ) |

FIX::DEFINE_XMLDATA | ( | SecurityXML |  | ) |

std::string FIX::file_appendpath | ( | const std::string & | path,
|  | const std::string & | file |
| ) |  |  |

Referenced by FIX::FileStore::FileStore(), and FIX::FileLog::init().

bool FIX::file_exists | ( | const char * | path | ) |

void FIX::file_fclose | ( | FILE * | file | ) |

Referenced by FIX::FileLog::backup().

FILE * FIX::file_fopen | ( | const char * | path,
|  | const char * | mode |
| ) |  |  |

Referenced by FIX::FileLog::backup(), FIX::FileStore::open(), and FIX::FileStore::populateCache().

void FIX::file_mkdir | ( | const char * | path | ) |

Referenced by FIX::FileStore::FileStore(), and FIX::FileLog::init().

int FIX::file_rename | ( | const char * | oldpath,
|  | const char * | newpath |
| ) |  |  |

Referenced by FIX::FileLog::backup().

std::string FIX::file_separator | ( |  | ) |

void FIX::file_unlink | ( | const char * | path | ) |

Referenced by FIX::FileStore::open().

MsgType FIX::identifyType | ( | const std::string & | message | ) | throw ( MessageParseError )`[inline]`

Parse the type of a message from a string.

Definition at line 378 of file Message.h.

References FIX::FIELD::MsgType.

Referenced by FIX::Session::next().

    00380 {
    00381   std::string::size_type pos = message.find( "\00135=" );
    00382   if ( pos == std::string::npos ) throw MessageParseError();
    00383
    00384   std::string::size_type startValue = pos + 4;
    00385   std::string::size_type soh = message.find_first_of( '\001', startValue );
    00386   if ( soh == std::string::npos ) throw MessageParseError();
    00387
    00388   std::string value = message.substr( startValue, soh - startValue );
    00389   return MsgType( value );
    00390 }

template<class T >

char* FIX::integer_to_string | ( | char * | buf,
|  | const size_t | len,
|  | T | t |
| ) |  |  | `[inline]`

Definition at line 37 of file FieldConvertors.h.

Referenced by FIX::IntConvertor::convert(), and integer_to_string_padded().

    00038 {
    00039   const bool isNegative = t < 0;
    00040   char* p = buf + len;
    00041
    00042   *--p = '\0';
    00043
    00044   if( isNegative )
    00045   {
    00046     if( t == (std::numeric_limits<T>::min)() )
    00047     {
    00048       *--p = '0' + (char)((10-t%10)%10);
    00049       t/=10;
    00050     }
    00051     t = -t;
    00052     do
    00053     {
    00054       *--p = '0' + (char)(t % 10);
    00055       t /= 10;
    00056     } while (t > 0);
    00057     *--p = '-';
    00058   }
    00059   else
    00060   {
    00061     do
    00062     {
    00063       *--p = '0' + (char)(t % 10);
    00064       t /= 10;
    00065     } while( t > 0 );
    00066   }
    00067   return p;
    00068 }

template<class T >

char* FIX::integer_to_string_padded | ( | char * | buf,
|  | const size_t | len,
|  | T | t,
|  | const size_t | width = `0`,
|  | const char | paddingChar = `'0'` |
| ) |  |  | `[inline]`

Definition at line 72 of file FieldConvertors.h.

References integer_to_string().

Referenced by FIX::UtcDateConvertor::convert(), FIX::UtcTimeOnlyConvertor::convert(), FIX::UtcTimeStampConvertor::convert(), and FIX::CheckSumConvertor::convert().

    00075 {
    00076   if( !width ) return integer_to_string( buf, len, t );
    00077
    00078   const bool isNegative = t < 0;
    00079   char* p = buf + len;
    00080
    00081   *--p = '\0';
    00082
    00083   if( isNegative )
    00084   {
    00085     if( t == (std::numeric_limits<T>::min)() )
    00086     {
    00087       *--p = '0' + (char)(( 10 -t % 10 ) % 10);
    00088       t/=10;
    00089     }
    00090     t=-t;
    00091     do
    00092     {
    00093       *--p = '0' + (char)(t % 10);
    00094       t /= 10;
    00095     } while (t > 0);
    00096     if( p > buf )
    00097       *--p = '-';
    00098   }
    00099   else
    00100   {
    00101     do
    00102     {
    00103       *--p = '0' + (char)(t % 10);
    00104       t /= 10;
    00105     } while( t > 0 );
    00106   }
    00107   const char* stop_p = buf + len - width - 1;
    00108   if( stop_p < buf ) stop_p = buf;
    00109   while( p > stop_p )
    00110     *--p = paddingChar;
    00111   return p;
    00112 }

bool FIX::isComment | ( | const std::string & | line | ) |

Definition at line 31 of file Settings.cpp.

    00032 {
    00033   if( line.size() == 0 )
    00034     return false;
    00035
    00036   return line[0] == '#';
    00037 }

bool FIX::isKeyValue | ( | const std::string & | line | ) |

Definition at line 52 of file Settings.cpp.

    00053 {
    00054   return line.find( '=' ) != std::string::npos;
    00055 }

bool FIX::isSection | ( | const std::string & | line | ) |

Definition at line 39 of file Settings.cpp.

    00040 {
    00041   if( line.size() == 0 )
    00042     return false;
    00043
    00044   return line[0] == '[' && line[line.size()-1] == ']';
    00045 }

bool FIX::operator!= | ( | const SessionID & | lhs,
|  | const SessionID & | rhs |
| ) |  |  | `[inline]`

Definition at line 147 of file SessionID.h.

    00148 {
    00149   return !( lhs == rhs );
    00150 }

bool FIX::operator!= | ( | const std::string & | lhs,
|  | const StringField & | rhs |
| ) |  |  | `[inline]`

Definition at line 242 of file Field.h.

References FIX::StringField::getValue().

    00243   { return lhs != rhs.getValue(); }

bool FIX::operator!= | ( | const StringField & | lhs,
|  | const std::string & | rhs |
| ) |  |  | `[inline]`

Definition at line 240 of file Field.h.

References FIX::StringField::getValue().

    00241   { return lhs.getValue() != rhs; }

bool FIX::operator!= | ( | const char * | lhs,
|  | const StringField & | rhs |
| ) |  |  | `[inline]`

Definition at line 217 of file Field.h.

References FIX::StringField::getValue().

    00218   { return lhs != rhs.getValue(); }

bool FIX::operator!= | ( | const StringField & | lhs,
|  | const char * | rhs |
| ) |  |  | `[inline]`

Definition at line 215 of file Field.h.

References FIX::StringField::getValue().

    00216   { return lhs.getValue() != rhs; }

bool FIX::operator!= | ( | const DatabaseConnectionID & | lhs,
|  | const DatabaseConnectionID & | rhs |
| ) |  |  | `[inline]`

Definition at line 99 of file DatabaseConnectionID.h.

    00100 {
    00101   return !( lhs == rhs );
    00102 }

bool FIX::operator< | ( | const SessionID & | lhs,
|  | const SessionID & | rhs |
| ) |  |  | `[inline]`

Definition at line 137 of file SessionID.h.

References FIX::SessionID::toStringFrozen().

    00138 {
    00139   return lhs.toStringFrozen() < rhs.toStringFrozen();
    00140 }

bool FIX::operator< | ( | const std::string & | lhs,
|  | const StringField & | rhs |
| ) |  |  | `[inline]`

Definition at line 230 of file Field.h.

References FIX::StringField::getValue().

    00231   { return lhs < rhs.getValue(); }

bool FIX::operator< | ( | const StringField & | lhs,
|  | const std::string & | rhs |
| ) |  |  | `[inline]`

Definition at line 228 of file Field.h.

References FIX::StringField::getValue().

    00229   { return lhs.getValue() < rhs; }

bool FIX::operator< | ( | const char * | lhs,
|  | const StringField & | rhs |
| ) |  |  | `[inline]`

Definition at line 205 of file Field.h.

References FIX::StringField::getValue().

    00206   { return lhs < rhs.getValue(); }

bool FIX::operator< | ( | const StringField & | lhs,
|  | const char * | rhs |
| ) |  |  | `[inline]`

Definition at line 203 of file Field.h.

References FIX::StringField::getValue().

    00204   { return lhs.getValue() < rhs; }

bool FIX::operator< | ( | const DatabaseConnectionID & | lhs,
|  | const DatabaseConnectionID & | rhs |
| ) |  |  | `[inline]`

Definition at line 66 of file DatabaseConnectionID.h.

References FIX::DatabaseConnectionID::m_database, FIX::DatabaseConnectionID::m_host, FIX::DatabaseConnectionID::m_password, FIX::DatabaseConnectionID::m_port, and FIX::DatabaseConnectionID::m_user.

    00067 {
    00068   if ( lhs.m_database < rhs.m_database )
    00069     return true;
    00070   else if ( rhs.m_database < lhs.m_database )
    00071     return false;
    00072   else if ( lhs.m_user < rhs.m_user )
    00073     return true;
    00074   else if ( rhs.m_user < lhs.m_user )
    00075     return false;
    00076   else if ( lhs.m_password < rhs.m_password )
    00077     return true;
    00078   else if ( rhs.m_password < lhs.m_password )
    00079     return false;
    00080   else if ( lhs.m_host < rhs.m_host )
    00081     return true;
    00082   else if ( rhs.m_host < lhs.m_host )
    00083     return false;
    00084   else if ( lhs.m_port < rhs.m_port )
    00085     return true;
    00086   else if ( rhs.m_port < lhs.m_port )
    00087     return false;
    00088   else
    00089     return false;
    00090 }

std::ostream & FIX::operator<< | ( | std::ostream & | stream,
|  | const SessionSettings & | s |
| ) |  |  |

std::ostream& FIX::operator<< | ( | std::ostream & | stream,
|  | const SessionID & | sessionID |
| ) |  |  | `[inline]`

Definition at line 153 of file SessionID.h.

    00154 {
    00155   stream << sessionID.toStringFrozen();
    00156   return stream;
    00157 }

std::ostream& FIX::operator<< | ( | std::ostream & | stream,
|  | const Message & | message |
| ) |  |  | `[inline]`

Definition at line 370 of file Message.h.

    00371 {
    00372   std::string str;
    00373   stream << message.toString( str );
    00374   return stream;
    00375 }

std::ostream& FIX::operator<< | ( | std::ostream & | stream,
|  | const HttpMessage & | message |
| ) |  |  | `[inline]`

Definition at line 125 of file HttpMessage.h.

    00126 {
    00127   std::string str;
    00128   stream << message.toString( str );
    00129   return stream;
    00130 }

std::ostream& FIX::operator<< | ( | std::ostream & | stream,
|  | const FieldBase & | field |
| ) |  |  | `[inline]`

Definition at line 139 of file Field.h.

    00140 {
    00141   stream << field.getString();
    00142   return stream;
    00143 }

std::ostream& FIX::operator<< | ( | std::ostream & | ostream,
|  | const CallStack::Method & | method |
| ) |  |  | `[inline]`

Definition at line 114 of file CallStack.h.

    00115 {
    00116   return ostream
    00117          << method.name.c_str()
    00118          << "(" << method.file.c_str() << ":" << method.line << ")";
    00119 }

bool FIX::operator<= | ( | const std::string & | lhs,
|  | const StringField & | rhs |
| ) |  |  | `[inline]`

Definition at line 246 of file Field.h.

References FIX::StringField::getValue().

    00247   { return lhs <= rhs.getValue(); }

bool FIX::operator<= | ( | const StringField & | lhs,
|  | const std::string & | rhs |
| ) |  |  | `[inline]`

Definition at line 244 of file Field.h.

References FIX::StringField::getValue().

    00245   { return lhs.getValue() <= rhs; }

bool FIX::operator<= | ( | const char * | lhs,
|  | const StringField & | rhs |
| ) |  |  | `[inline]`

Definition at line 221 of file Field.h.

References FIX::StringField::getValue().

    00222   { return lhs <= rhs.getValue(); }

bool FIX::operator<= | ( | const StringField & | lhs,
|  | const char * | rhs |
| ) |  |  | `[inline]`

Definition at line 219 of file Field.h.

References FIX::StringField::getValue().

    00220   { return lhs.getValue() <= rhs; }

bool FIX::operator== | ( | const SessionID & | lhs,
|  | const SessionID & | rhs |
| ) |  |  | `[inline]`

Definition at line 142 of file SessionID.h.

References FIX::SessionID::toStringFrozen().

    00143 {
    00144   return lhs.toStringFrozen() == rhs.toStringFrozen();
    00145 }

bool FIX::operator== | ( | const std::string & | lhs,
|  | const StringField & | rhs |
| ) |  |  | `[inline]`

Definition at line 238 of file Field.h.

References FIX::StringField::getValue().

    00239   { return lhs == rhs.getValue(); }

bool FIX::operator== | ( | const StringField & | lhs,
|  | const std::string & | rhs |
| ) |  |  | `[inline]`

Definition at line 236 of file Field.h.

References FIX::StringField::getValue().

    00237   { return lhs.getValue() == rhs; }

bool FIX::operator== | ( | const char * | lhs,
|  | const StringField & | rhs |
| ) |  |  | `[inline]`

Definition at line 213 of file Field.h.

References FIX::StringField::getValue().

    00214   { return lhs == rhs.getValue(); }

bool FIX::operator== | ( | const StringField & | lhs,
|  | const char * | rhs |
| ) |  |  | `[inline]`

Definition at line 211 of file Field.h.

References FIX::StringField::getValue().

    00212   { return lhs.getValue() == rhs; }

bool FIX::operator== | ( | const DatabaseConnectionID & | lhs,
|  | const DatabaseConnectionID & | rhs |
| ) |  |  | `[inline]`

Definition at line 91 of file DatabaseConnectionID.h.

References FIX::DatabaseConnectionID::m_database, FIX::DatabaseConnectionID::m_host, FIX::DatabaseConnectionID::m_password, FIX::DatabaseConnectionID::m_port, and FIX::DatabaseConnectionID::m_user.

    00092 {
    00093   return ( ( lhs.m_database == rhs.m_database ) &&
    00094            ( lhs.m_user == rhs.m_user ) &&
    00095            ( lhs.m_password == rhs.m_password ) &&
    00096            ( lhs.m_host == rhs.m_host ) &&
    00097            ( lhs.m_port == rhs.m_port ));
    00098 }

bool FIX::operator== | ( | const CallStack::Method & | rhs,
|  | const CallStack::Method & | lhs |
| ) |  |  | `[inline]`

Definition at line 121 of file CallStack.h.

References FIX::CallStack::Method::file, FIX::CallStack::Method::line, and FIX::CallStack::Method::name.

    00122 {
    00123   return lhs.name == rhs.name
    00124          && lhs.file == rhs.file
    00125          && lhs.line == rhs.line;
    00126 }

bool FIX::operator> | ( | const std::string & | lhs,
|  | const StringField & | rhs |
| ) |  |  | `[inline]`

Definition at line 234 of file Field.h.

References FIX::StringField::getValue().

    00235   { return lhs > rhs.getValue(); }

bool FIX::operator> | ( | const StringField & | lhs,
|  | const std::string & | rhs |
| ) |  |  | `[inline]`

Definition at line 232 of file Field.h.

References FIX::StringField::getValue().

    00233   { return lhs.getValue() > rhs; }

bool FIX::operator> | ( | const char * | lhs,
|  | const StringField & | rhs |
| ) |  |  | `[inline]`

Definition at line 209 of file Field.h.

References FIX::StringField::getValue().

    00210   { return lhs > rhs.getValue(); }

bool FIX::operator> | ( | const StringField & | lhs,
|  | const char * | rhs |
| ) |  |  | `[inline]`

Definition at line 207 of file Field.h.

References FIX::StringField::getValue().

    00208   { return lhs.getValue() > rhs; }

bool FIX::operator>= | ( | const std::string & | lhs,
|  | const StringField & | rhs |
| ) |  |  | `[inline]`

Definition at line 250 of file Field.h.

References FIX::StringField::getValue().

    00251   { return lhs >= rhs.getValue(); }

bool FIX::operator>= | ( | const StringField & | lhs,
|  | const std::string & | rhs |
| ) |  |  | `[inline]`

Definition at line 248 of file Field.h.

References FIX::StringField::getValue().

    00249   { return lhs.getValue() >= rhs; }

bool FIX::operator>= | ( | const char * | lhs,
|  | const StringField & | rhs |
| ) |  |  | `[inline]`

Definition at line 225 of file Field.h.

References FIX::StringField::getValue().

    00226   { return lhs >= rhs.getValue(); }

bool FIX::operator>= | ( | const StringField & | lhs,
|  | const char * | rhs |
| ) |  |  | `[inline]`

Definition at line 223 of file Field.h.

References FIX::StringField::getValue().

    00224   { return lhs.getValue() >= rhs; }

std::istream & FIX::operator>> | ( | std::istream & | stream,
|  | Settings & | s |
| ) |  |  |

std::istream & FIX::operator>> | ( | std::istream & | stream,
|  | SessionSettings & | s |
| ) |  |  | throw ( ConfigError )

std::istream& FIX::operator>> | ( | std::istream & | stream,
|  | SessionID & | sessionID |
| ) |  |  | `[inline]`

Definition at line 160 of file SessionID.h.

    00161 {
    00162   std::string str;
    00163   stream >> str;
    00164   sessionID.fromString( str );
    00165   return stream;
    00166 }

void FIX::process_sleep | ( | double | s | ) |

Referenced by FIX::ThreadedSocketInitiator::onStart(), FIX::ThreadedSocketConnection::setSession(), FIX::SocketMonitor::sleepIfEmpty(), FIX::Initiator::stop(), and FIX::Acceptor::stop().

int FIX::socket_accept | ( | int | s | ) |

Referenced by FIX::SocketServer::accept(), and FIX::ThreadedSocketAcceptor::socketAcceptorThread().

void FIX::socket_close | ( | int | s | ) |

Referenced by FIX::SocketServer::close(), FIX::SocketConnector::connect(), FIX::ThreadedSocketConnection::disconnect(), FIX::HttpConnection::disconnect(), FIX::SocketMonitor::drop(), FIX::ThreadedSocketAcceptor::onInitialize(), FIX::ThreadedSocketInitiator::onStop(), FIX::ThreadedSocketAcceptor::onStop(), and FIX::SocketMonitor::~SocketMonitor().

int FIX::socket_connect | ( | int | socket,
|  | const char * | address,
|  | int | port |
| ) |  |  |

Referenced by FIX::ThreadedSocketConnection::connect(), and FIX::SocketConnector::connect().

int FIX::socket_createAcceptor | ( | int | port,
|  | bool | reuse |
| ) |  |  |

Referenced by FIX::SocketServer::add(), and FIX::ThreadedSocketAcceptor::onInitialize().

int FIX::socket_createConnector | ( |  | ) |

Referenced by FIX::SocketConnector::connect(), and FIX::ThreadedSocketInitiator::doConnect().

std::pair< int, int > FIX::socket_createpair | ( |  | ) |

Referenced by FIX::SocketMonitor::SocketMonitor().

bool FIX::socket_disconnected | ( | int | s | ) |

int FIX::socket_fcntl | ( | int | s,
|  | int | opt,
|  | int | arg |
| ) |  |  |

bool FIX::socket_fionread | ( | int | s,
|  | int & | bytes |
| ) |  |  |

int FIX::socket_getfcntlflag | ( | int | s,
|  | int | arg |
| ) |  |  |

int FIX::socket_getsockopt | ( | int | s,
|  | int | opt,
|  | int & | optval |
| ) |  |  |

Referenced by FIX::ThreadedSocketAcceptor::socketAcceptorThread().

const char * FIX::socket_hostname | ( | const char * | name | ) |

const char * FIX::socket_hostname | ( | int | socket | ) |

short FIX::socket_hostport | ( | int | socket | ) |

void FIX::socket_init | ( |  | ) |

Referenced by FIX::SocketMonitor::SocketMonitor(), FIX::ThreadedSocketAcceptor::ThreadedSocketAcceptor(), and FIX::ThreadedSocketInitiator::ThreadedSocketInitiator().

void FIX::socket_invalidate | ( | int & | socket | ) |

Referenced by FIX::SocketServer::close().

bool FIX::socket_isBad | ( | int | s | ) |

bool FIX::socket_isValid | ( | int | socket | ) |

Referenced by FIX::SocketServer::block(), FIX::SocketAcceptor::onConnect(), and FIX::HttpServer::onConnect().

const char * FIX::socket_peername | ( | int | socket | ) |

Referenced by FIX::SocketAcceptor::onConnect(), and FIX::ThreadedSocketAcceptor::socketAcceptorThread().

int FIX::socket_send | ( | int | s,
|  | const char * | msg,
|  | int | length |
| ) |  |  |

Referenced by FIX::SocketConnection::processQueue(), FIX::ThreadedSocketConnection::send(), FIX::HttpConnection::send(), and FIX::SocketMonitor::signal().

int FIX::socket_setfcntlflag | ( | int | s,
|  | int | arg |
| ) |  |  |

void FIX::socket_setnonblock | ( | int | socket | ) |

Referenced by FIX::SocketMonitor::addConnect(), FIX::SocketMonitor::addRead(), FIX::SocketMonitor::addWrite(), and FIX::SocketMonitor::SocketMonitor().

int FIX::socket_setsockopt | ( | int | s,
|  | int | opt,
|  | int | optval |
| ) |  |  |

int FIX::socket_setsockopt | ( | int | s,
|  | int | opt |
| ) |  |  |

Referenced by FIX::SocketServer::accept(), FIX::SocketServer::add(), FIX::SocketConnector::connect(), FIX::ThreadedSocketInitiator::doConnect(), FIX::ThreadedSocketAcceptor::onInitialize(), and FIX::ThreadedSocketAcceptor::socketAcceptorThread().

void FIX::socket_term | ( |  | ) |

Referenced by FIX::SocketMonitor::~SocketMonitor(), FIX::ThreadedSocketAcceptor::~ThreadedSocketAcceptor(), and FIX::ThreadedSocketInitiator::~ThreadedSocketInitiator().

std::pair<std::string, std::string> FIX::splitKeyValue | ( | const std::string & | line | ) |

Definition at line 57 of file Settings.cpp.

    00058 {
    00059   int equals = line.find( '=' );
    00060   std::string key = std::string( line, 0, equals );
    00061   std::string value = std::string( line, equals + 1, std::string::npos );
    00062   return std::pair<std::string, std::string>( key, value );
    00063 }

std::string FIX::splitSection | ( | const std::string & | line | ) |

Definition at line 47 of file Settings.cpp.

References string_strip().

    00048 {
    00049   return string_strip(std::string( line, 1, line.size() - 2 ));
    00050 }

void FIX::string_replace | ( | const std::string & | oldValue,
|  | const std::string & | newValue,
|  | std::string & | value |
| ) |  |  |

std::string FIX::string_strip | ( | const std::string & | value | ) |

Referenced by FIX::Dictionary::setBool(), FIX::Dictionary::setDouble(), FIX::Dictionary::setLong(), FIX::Dictionary::setString(), and splitSection().

std::string FIX::string_toLower | ( | const std::string & | value | ) |

std::string FIX::string_toUpper | ( | const std::string & | value | ) |

Referenced by FIX::Dictionary::getBool(), FIX::Dictionary::getDay(), FIX::Dictionary::getDouble(), FIX::Dictionary::getLong(), FIX::Dictionary::getString(), FIX::Dictionary::has(), FIX::SessionFactory::processFixtDataDictionaries(), FIX::Dictionary::setBool(), FIX::Dictionary::setDouble(), FIX::Dictionary::setLong(), and FIX::Dictionary::setString().

void FIX::thread_detach | ( | thread_id | thread | ) |

Referenced by FIX::ThreadedSocketInitiator::removeThread(), and FIX::ThreadedSocketAcceptor::removeThread().

void FIX::thread_join | ( | thread_id | thread | ) |

Referenced by FIX::ThreadedSocketInitiator::onStop(), FIX::ThreadedSocketAcceptor::onStop(), FIX::Initiator::stop(), FIX::HttpServer::stop(), and FIX::Acceptor::stop().

thread_id FIX::thread_self | ( |  | ) |

Referenced by FIX::CallStack::getContext(), and FIX::CallStack::getErrorContext().

bool FIX::thread_spawn | ( | THREAD_START_ROUTINE | func,
|  | void * | var |
| ) |  |  |

bool FIX::thread_spawn | ( | THREAD_START_ROUTINE | func,
|  | void * | var,
|  | thread_id & | thread |
| ) |  |  |

Referenced by FIX::ThreadedSocketInitiator::doConnect(), FIX::ThreadedSocketAcceptor::onStart(), FIX::ThreadedSocketAcceptor::socketAcceptorThread(), FIX::Initiator::start(), FIX::HttpServer::start(), and FIX::Acceptor::start().

tm FIX::time_gmtime | ( | const time_t * | t | ) |

Referenced by FIX::DateTime::fromUtcTimeT().

tm FIX::time_localtime | ( | const time_t * | t | ) |

Referenced by FIX::DateTime::fromLocalTimeT().

## Variable Documentation

const int FIX::AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS = 1

Definition at line 90 of file FixValues.h.

const int FIX::AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS = 1

Definition at line 81 of file FixValues.h.

const int FIX::AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2

Definition at line 82 of file FixValues.h.

const int FIX::AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6

Definition at line 88 of file FixValues.h.

const int FIX::AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7

Definition at line 94 of file FixValues.h.

const int FIX::AccountType_ACCOUNTCUSTOMER = 1

Definition at line 79 of file FixValues.h.

const int FIX::AccountType_ACCOUNTNONCUSTOMER = 2

Definition at line 89 of file FixValues.h.

const int FIX::AccountType_ACCOUNTNONCUSTOMERCROSS = 6

Definition at line 87 of file FixValues.h.

const int FIX::AccountType_FLOOR_TRADER = 4

Definition at line 83 of file FixValues.h.

const int FIX::AccountType_FLOORTRADER = 4

Definition at line 86 of file FixValues.h.

const int FIX::AccountType_HOUSE_TRADER = 3

Definition at line 80 of file FixValues.h.

const int FIX::AccountType_HOUSETRADER = 3

Definition at line 85 of file FixValues.h.

const int FIX::AccountType_HOUSETRADERCROSS = 7

Definition at line 91 of file FixValues.h.

const int FIX::AccountType_JOINT_BACK_OFFICE_ACCOUNT = 8

Definition at line 84 of file FixValues.h.

const int FIX::AccountType_JOINT_BACKOFFICE_ACCOUNT = 8

Definition at line 93 of file FixValues.h.

const int FIX::AccountType_JOINTBOACCT = 8

Definition at line 92 of file FixValues.h.

const int FIX::AcctIDSource_BIC = 1

Definition at line 558 of file FixValues.h.

const int FIX::AcctIDSource_DTCC_CODE = 5

Definition at line 562 of file FixValues.h.

const int FIX::AcctIDSource_DTCCCODE = 5

Definition at line 555 of file FixValues.h.

const int FIX::AcctIDSource_OMGEO = 4

Definition at line 560 of file FixValues.h.

const int FIX::AcctIDSource_OMGEOALERTID = 4

Definition at line 557 of file FixValues.h.

const int FIX::AcctIDSource_OTHER = 99

Definition at line 559 of file FixValues.h.

const int FIX::AcctIDSource_SID_CODE = 2

Definition at line 561 of file FixValues.h.

const int FIX::AcctIDSource_SIDCODE = 2

Definition at line 556 of file FixValues.h.

const int FIX::AcctIDSource_TFM = 3

Definition at line 554 of file FixValues.h.

const int FIX::AcctIDSource_TFMGSPTA = 3

Definition at line 553 of file FixValues.h.

const int FIX::Adjustment_CANCEL = 1

Definition at line 3156 of file FixValues.h.

const int FIX::Adjustment_CORRECTION = 3

Definition at line 3157 of file FixValues.h.

const int FIX::Adjustment_ERROR = 2

Definition at line 3158 of file FixValues.h.

const int FIX::AdjustmentType_DELTA_MINUS = 2

Definition at line 982 of file FixValues.h.

const int FIX::AdjustmentType_DELTA_PLUS = 1

Definition at line 984 of file FixValues.h.

const int FIX::AdjustmentType_DELTAMINUS = 2

Definition at line 985 of file FixValues.h.

const int FIX::AdjustmentType_DELTAPLUS = 1

Definition at line 983 of file FixValues.h.

const int FIX::AdjustmentType_FINAL = 3

Definition at line 986 of file FixValues.h.

const int FIX::AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION = 0

Definition at line 988 of file FixValues.h.

const int FIX::AdjustmentType_PROCESSREQUESTASMARGINDISPOSITION = 0

Definition at line 987 of file FixValues.h.

const char FIX::AdvSide_BUY = 'B'

Definition at line 549 of file FixValues.h.

const char FIX::AdvSide_CROSS = 'X'

Definition at line 547 of file FixValues.h.

const char FIX::AdvSide_SELL = 'S'

Definition at line 550 of file FixValues.h.

const char FIX::AdvSide_TRADE = 'T'

Definition at line 548 of file FixValues.h.

const char FIX::AdvTransType_ADVCANCEL[] = "C"

Definition at line 1852 of file FixValues.h.

const char FIX::AdvTransType_ADVNEW[] = "N"

Definition at line 1854 of file FixValues.h.

const char FIX::AdvTransType_ADVREPLACE[] = "R"

Definition at line 1853 of file FixValues.h.

const char FIX::AdvTransType_CANCEL[] = "C"

Definition at line 1855 of file FixValues.h.

const char FIX::AdvTransType_NEW[] = "N"

Definition at line 1851 of file FixValues.h.

const char FIX::AdvTransType_REPLACE[] = "R"

Definition at line 1850 of file FixValues.h.

const int FIX::AffirmStatus_AFFIRMED = 3

Definition at line 745 of file FixValues.h.

const int FIX::AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED = 2

Definition at line 744 of file FixValues.h.

const int FIX::AffirmStatus_CONFIRMREJECTED = 2

Definition at line 743 of file FixValues.h.

const int FIX::AffirmStatus_RECEIVED = 1

Definition at line 746 of file FixValues.h.

const char FIX::AggregatedBook_NO = 'N'

Definition at line 815 of file FixValues.h.

const char FIX::AggregatedBook_YES = 'Y'

Definition at line 816 of file FixValues.h.

const char FIX::AggressorIndicator_NO = 'N'

Definition at line 4498 of file FixValues.h.

const char FIX::AggressorIndicator_YES = 'Y'

Definition at line 4499 of file FixValues.h.

const int FIX::AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2

Definition at line 1882 of file FixValues.h.

const int FIX::AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6

Definition at line 1890 of file FixValues.h.

const int FIX::AllocAccountType_ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS = 1

Definition at line 1891 of file FixValues.h.

const int FIX::AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7

Definition at line 1893 of file FixValues.h.

const int FIX::AllocAccountType_ACCOUNTISCARRIEDONCUSTOMERSIDEOFBOOKS = 1

Definition at line 1885 of file FixValues.h.

const int FIX::AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKS = 2

Definition at line 1892 of file FixValues.h.

const int FIX::AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKSANDISCROSSMARGINED = 6

Definition at line 1887 of file FixValues.h.

const int FIX::AllocAccountType_ACCOUNTISHOUSETRADERANDISCROSSMARGINED = 7

Definition at line 1884 of file FixValues.h.

const int FIX::AllocAccountType_FLOOR_TRADER = 4

Definition at line 1883 of file FixValues.h.

const int FIX::AllocAccountType_FLOORTRADER = 4

Definition at line 1889 of file FixValues.h.

const int FIX::AllocAccountType_HOUSE_TRADER = 3

Definition at line 1881 of file FixValues.h.

const int FIX::AllocAccountType_HOUSETRADER = 3

Definition at line 1888 of file FixValues.h.

const int FIX::AllocAccountType_JBO = 8

Definition at line 1880 of file FixValues.h.

const int FIX::AllocAccountType_JOINT_BACK_OFFICE_ACCOUNT = 8

Definition at line 1886 of file FixValues.h.

const int FIX::AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS = 2

Definition at line 1223 of file FixValues.h.

const int FIX::AllocCancReplaceReason_CHANGEINUNDERLYINGORDERDETAILS = 2

Definition at line 1226 of file FixValues.h.

const int FIX::AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT = 1

Definition at line 1225 of file FixValues.h.

const int FIX::AllocCancReplaceReason_ORIGINALDETAILSINCORRECT = 1

Definition at line 1222 of file FixValues.h.

const int FIX::AllocCancReplaceReason_OTHER = 99

Definition at line 1224 of file FixValues.h.

const int FIX::AllocHandlInst_FORWARD = 2

Definition at line 1909 of file FixValues.h.

const int FIX::AllocHandlInst_FORWARD_AND_MATCH = 3

Definition at line 1908 of file FixValues.h.

const int FIX::AllocHandlInst_FORWARDMATCH = 3

Definition at line 1907 of file FixValues.h.

const int FIX::AllocHandlInst_MATCH = 1

Definition at line 1910 of file FixValues.h.

const int FIX::AllocIntermedReqType_ACCEPT = 4

Definition at line 45 of file FixValues.h.

const int FIX::AllocIntermedReqType_ACCOUNT_LEVEL_REJECT = 6

Definition at line 40 of file FixValues.h.

const int FIX::AllocIntermedReqType_ACCOUNTLEVELREJECT = 6

Definition at line 37 of file FixValues.h.

const int FIX::AllocIntermedReqType_BLOCK_LEVEL_REJECT = 5

Definition at line 39 of file FixValues.h.

const int FIX::AllocIntermedReqType_BLOCKLEVELREJECT = 5

Definition at line 41 of file FixValues.h.

const int FIX::AllocIntermedReqType_PENDING_ACCEPT = 1

Definition at line 42 of file FixValues.h.

const int FIX::AllocIntermedReqType_PENDING_RELEASE = 2

Definition at line 35 of file FixValues.h.

const int FIX::AllocIntermedReqType_PENDING_REVERSAL = 3

Definition at line 36 of file FixValues.h.

const int FIX::AllocIntermedReqType_PENDINGACCEPT = 1

Definition at line 38 of file FixValues.h.

const int FIX::AllocIntermedReqType_PENDINGRELEASE = 2

Definition at line 44 of file FixValues.h.

const int FIX::AllocIntermedReqType_PENDINGREVERSAL = 3

Definition at line 43 of file FixValues.h.

const int FIX::AllocLinkType_F_X_NETTING = 0

Definition at line 3724 of file FixValues.h.

const int FIX::AllocLinkType_F_X_SWAP = 1

Definition at line 3728 of file FixValues.h.

const int FIX::AllocLinkType_FX_NETTING = 0

Definition at line 3726 of file FixValues.h.

const int FIX::AllocLinkType_FX_SWAP = 1

Definition at line 3723 of file FixValues.h.

const int FIX::AllocLinkType_FXNETTING = 0

Definition at line 3725 of file FixValues.h.

const int FIX::AllocLinkType_FXSWAP = 1

Definition at line 3727 of file FixValues.h.

const int FIX::AllocMethod_AUTOMATIC = 1

Definition at line 752 of file FixValues.h.

const int FIX::AllocMethod_GUARANTOR = 2

Definition at line 751 of file FixValues.h.

const int FIX::AllocMethod_MANUAL = 3

Definition at line 753 of file FixValues.h.

const int FIX::AllocNoOrdersType_EXPLICIT_LIST_PROVIDED = 1

Definition at line 3719 of file FixValues.h.

const int FIX::AllocNoOrdersType_EXPLICITLISTPROVIDED = 1

Definition at line 3722 of file FixValues.h.

const int FIX::AllocNoOrdersType_NOT_SPECIFIED = 0

Definition at line 3721 of file FixValues.h.

const int FIX::AllocNoOrdersType_NOTSPECIFIED = 0

Definition at line 3720 of file FixValues.h.

const char FIX::AllocPositionEffect_CLOSE = 'C'

Definition at line 3768 of file FixValues.h.

const char FIX::AllocPositionEffect_FIFO = 'F'

Definition at line 3769 of file FixValues.h.

const char FIX::AllocPositionEffect_OPEN = 'O'

Definition at line 3770 of file FixValues.h.

const char FIX::AllocPositionEffect_ROLLED = 'R'

Definition at line 3771 of file FixValues.h.

const int FIX::AllocRejCode_CALCULATION_DIFFERENCE = 9

Definition at line 3977 of file FixValues.h.

const int FIX::AllocRejCode_CALCULATIONDIFFERENCE = 9

Definition at line 3973 of file FixValues.h.

const int FIX::AllocRejCode_COMMDIFF = 4

Definition at line 3972 of file FixValues.h.

const int FIX::AllocRejCode_COMMISSION_DIFFERENCE = 4

Definition at line 3978 of file FixValues.h.

const int FIX::AllocRejCode_INCORRECT_ALLOCATED_QUANTITY = 8

Definition at line 3950 of file FixValues.h.

const int FIX::AllocRejCode_INCORRECT_AVERAGE_PRICE = 2

Definition at line 3965 of file FixValues.h.

const int FIX::AllocRejCode_INCORRECT_AVERAGEG_PRICE = 2

Definition at line 3957 of file FixValues.h.

const int FIX::AllocRejCode_INCORRECT_QUANTITY = 1

Definition at line 3964 of file FixValues.h.

const int FIX::AllocRejCode_INCORRECTALLOCATEDQUANTITY = 8

Definition at line 3962 of file FixValues.h.

const int FIX::AllocRejCode_INCORRECTAVGPRC = 2

Definition at line 3952 of file FixValues.h.

const int FIX::AllocRejCode_INCORRECTBRKMNC = 3

Definition at line 3959 of file FixValues.h.

const int FIX::AllocRejCode_INCORRECTQTY = 1

Definition at line 3971 of file FixValues.h.

const int FIX::AllocRejCode_MISMATCHED_DATA = 11

Definition at line 3976 of file FixValues.h.

const int FIX::AllocRejCode_MISMATCHEDDATA = 11

Definition at line 3958 of file FixValues.h.

const int FIX::AllocRejCode_OTHER = 7

Definition at line 3968 of file FixValues.h.

const int FIX::AllocRejCode_OTHER_7 = 7

Definition at line 3969 of file FixValues.h.

const int FIX::AllocRejCode_OTHER_99 = 99

Definition at line 3961 of file FixValues.h.

const int FIX::AllocRejCode_UNKNOWN_ACCOUNT = 0

Definition at line 3966 of file FixValues.h.

const int FIX::AllocRejCode_UNKNOWN_CLORDID = 12

Definition at line 3970 of file FixValues.h.

const int FIX::AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC = 3

Definition at line 3979 of file FixValues.h.

const int FIX::AllocRejCode_UNKNOWN_LISTID = 6

Definition at line 3963 of file FixValues.h.

const int FIX::AllocRejCode_UNKNOWN_OR_STALE_EXECID = 10

Definition at line 3967 of file FixValues.h.

const int FIX::AllocRejCode_UNKNOWN_ORDERID = 5

Definition at line 3953 of file FixValues.h.

const int FIX::AllocRejCode_UNKNOWNACCT = 0

Definition at line 3951 of file FixValues.h.

const int FIX::AllocRejCode_UNKNOWNCLORDID = 12

Definition at line 3974 of file FixValues.h.

const int FIX::AllocRejCode_UNKNOWNLISTID = 6

Definition at line 3960 of file FixValues.h.

const int FIX::AllocRejCode_UNKNOWNORDID = 5

Definition at line 3975 of file FixValues.h.

const int FIX::AllocRejCode_UNKNOWNORSTALEEXECID = 10

Definition at line 3955 of file FixValues.h.

const int FIX::AllocRejCode_WAREHOUSE_REQUEST_REJECTED = 13

Definition at line 3956 of file FixValues.h.

const int FIX::AllocRejCode_WAREHOUSEREQUESTREJECTED = 13

Definition at line 3954 of file FixValues.h.

const int FIX::AllocReportType_ACCEPT = 9

Definition at line 3218 of file FixValues.h.

const int FIX::AllocReportType_ACCEPT_PENDING = 11

Definition at line 3210 of file FixValues.h.

const int FIX::AllocReportType_COMPLETE = 12

Definition at line 3212 of file FixValues.h.

const int FIX::AllocReportType_PRELIMINARY_REQUEST_TO_INTERMEDIARY = 2

Definition at line 3214 of file FixValues.h.

const int FIX::AllocReportType_REJECT = 10

Definition at line 3208 of file FixValues.h.

const int FIX::AllocReportType_REQUEST_TO_INTERMEDIARY = 8

Definition at line 3211 of file FixValues.h.

const int FIX::AllocReportType_REQUESTTOINTERMEDIARY = 8

Definition at line 3209 of file FixValues.h.

const int FIX::AllocReportType_REVERSE_PENDING = 14

Definition at line 3216 of file FixValues.h.

const int FIX::AllocReportType_SELLSIDE_CALCULATED_USING_PRELIMINARY = 3

Definition at line 3215 of file FixValues.h.

const int FIX::AllocReportType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY = 4

Definition at line 3206 of file FixValues.h.

const int FIX::AllocReportType_SELLSIDECALCULATEDUSINGPRELIMINARY = 3

Definition at line 3213 of file FixValues.h.

const int FIX::AllocReportType_SELLSIDECALCULATEDWITHOUTPRELIMINARY = 4

Definition at line 3219 of file FixValues.h.

const int FIX::AllocReportType_WAREHOUSE_RECAP = 5

Definition at line 3207 of file FixValues.h.

const int FIX::AllocReportType_WAREHOUSERECAP = 5

Definition at line 3217 of file FixValues.h.

const int FIX::AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED = 1

Definition at line 1172 of file FixValues.h.

const int FIX::AllocSettlInstType_DERIVEFROMPARAMETERSPROVIDED = 1

Definition at line 1175 of file FixValues.h.

const int FIX::AllocSettlInstType_FULL_DETAILS_PROVIDED = 2

Definition at line 1173 of file FixValues.h.

const int FIX::AllocSettlInstType_FULLDETAILSPROVIDED = 2

Definition at line 1168 of file FixValues.h.

const int FIX::AllocSettlInstType_PHONE_FOR_INSTRUCTIONS = 4

Definition at line 1171 of file FixValues.h.

const int FIX::AllocSettlInstType_PHONEFORINSTRUCTIONS = 4

Definition at line 1166 of file FixValues.h.

const int FIX::AllocSettlInstType_SSI_DB_IDS_PROVIDED = 3

Definition at line 1170 of file FixValues.h.

const int FIX::AllocSettlInstType_SSIDBIDSPROVIDED = 3

Definition at line 1167 of file FixValues.h.

const int FIX::AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS = 0

Definition at line 1174 of file FixValues.h.

const int FIX::AllocSettlInstType_USEDEFAULTINSTRUCTIONS = 0

Definition at line 1169 of file FixValues.h.

const int FIX::AllocStatus_ACCEPTED = 0

Definition at line 4226 of file FixValues.h.

const int FIX::AllocStatus_ACCEPTEDSUCCESSFULLYPROCESSED = 0

Definition at line 4213 of file FixValues.h.

const int FIX::AllocStatus_ACCOUNT_LEVEL_REJECT = 2

Definition at line 4216 of file FixValues.h.

const int FIX::AllocStatus_ACCOUNTLEVELREJECT = 2

Definition at line 4214 of file FixValues.h.

const int FIX::AllocStatus_ALLOCATION_PENDING = 6

Definition at line 4218 of file FixValues.h.

const int FIX::AllocStatus_BLOCK_LEVEL_REJECT = 1

Definition at line 4215 of file FixValues.h.

const int FIX::AllocStatus_BLOCKLEVELREJECT = 1

Definition at line 4219 of file FixValues.h.

const int FIX::AllocStatus_INCOMPLETE = 4

Definition at line 4217 of file FixValues.h.

const int FIX::AllocStatus_PARTIAL_ACCEPT = 2

Definition at line 4224 of file FixValues.h.

const int FIX::AllocStatus_RECEIVED = 3

Definition at line 4223 of file FixValues.h.

const int FIX::AllocStatus_RECEIVEDRECEIVEDNOTYETPROCESSED = 3

Definition at line 4221 of file FixValues.h.

const int FIX::AllocStatus_REJECTED = 1

Definition at line 4225 of file FixValues.h.

const int FIX::AllocStatus_REJECTED_BY_INTERMEDIARY = 5

Definition at line 4212 of file FixValues.h.

const int FIX::AllocStatus_REJECTEDBYINTERMEDIARY = 5

Definition at line 4220 of file FixValues.h.

const int FIX::AllocStatus_REVERSED = 7

Definition at line 4222 of file FixValues.h.

const char FIX::AllocTransType_CALCULATED = '4'

Definition at line 1896 of file FixValues.h.

const char FIX::AllocTransType_CALCULATED_WITHOUT_PRELIMINARY = '5'

Definition at line 1901 of file FixValues.h.

const char FIX::AllocTransType_CALCULATEDWITHOUTPRELIMINARY = '5'

Definition at line 1898 of file FixValues.h.

const char FIX::AllocTransType_CANCEL = '2'

Definition at line 1899 of file FixValues.h.

const char FIX::AllocTransType_NEW = '0'

Definition at line 1895 of file FixValues.h.

const char FIX::AllocTransType_PRELIMINARY = '3'

Definition at line 1897 of file FixValues.h.

const char FIX::AllocTransType_REPLACE = '1'

Definition at line 1894 of file FixValues.h.

const char FIX::AllocTransType_REVERSAL = '6'

Definition at line 1900 of file FixValues.h.

const int FIX::AllocType_ACCEPT = 9

Definition at line 3244 of file FixValues.h.

const int FIX::AllocType_ACCEPT_PENDING = 11

Definition at line 3230 of file FixValues.h.

const int FIX::AllocType_BUYSIDE_CALCULATED = 1

Definition at line 3232 of file FixValues.h.

const int FIX::AllocType_BUYSIDE_PRELIMINARY = 2

Definition at line 3243 of file FixValues.h.

const int FIX::AllocType_BUYSIDE_READY_TO_BOOK = 6

Definition at line 3241 of file FixValues.h.

const int FIX::AllocType_BUYSIDE_READY_TO_BOOK_5 = 5

Definition at line 3235 of file FixValues.h.

const int FIX::AllocType_BUYSIDE_READY_TO_BOOK_6 = 6

Definition at line 3236 of file FixValues.h.

const int FIX::AllocType_BUYSIDECALC = 1

Definition at line 3238 of file FixValues.h.

const int FIX::AllocType_BUYSIDEPRELIM = 2

Definition at line 3228 of file FixValues.h.

const int FIX::AllocType_BUYSIDEREADYTOBOOKCOMBINED = 6

Definition at line 3231 of file FixValues.h.

const int FIX::AllocType_BUYSIDEREADYTOBOOKSINGLE = 5

Definition at line 3220 of file FixValues.h.

const int FIX::AllocType_CALCULATED = 1

Definition at line 3222 of file FixValues.h.

const int FIX::AllocType_COMPLETE_GROUP = 13

Definition at line 3237 of file FixValues.h.

const int FIX::AllocType_INCOMPLETE_GROUP = 12

Definition at line 3223 of file FixValues.h.

const int FIX::AllocType_PRELIMINARY = 2

Definition at line 3225 of file FixValues.h.

const int FIX::AllocType_READY_TO_BOOK = 5

Definition at line 3240 of file FixValues.h.

const int FIX::AllocType_REJECT = 10

Definition at line 3226 of file FixValues.h.

const int FIX::AllocType_REQUEST_TO_INTERMEDIARY = 8

Definition at line 3233 of file FixValues.h.

const int FIX::AllocType_REQUESTTOINTERMEDIARY = 8

Definition at line 3229 of file FixValues.h.

const int FIX::AllocType_REVERSAL_PENDING = 14

Definition at line 3224 of file FixValues.h.

const int FIX::AllocType_SELLSIDE_CALCULATED_USING_PRELIMINARY = 3

Definition at line 3239 of file FixValues.h.

const int FIX::AllocType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY = 4

Definition at line 3221 of file FixValues.h.

const int FIX::AllocType_SELLSIDECALC = 3

Definition at line 3245 of file FixValues.h.

const int FIX::AllocType_SELLSIDECALCWITHOUTPRELIM = 4

Definition at line 3234 of file FixValues.h.

const int FIX::AllocType_WAREHOUSE_INSTRUCTION = 7

Definition at line 3242 of file FixValues.h.

const int FIX::AllocType_WAREHOUSEINSTRUCTION = 7

Definition at line 3227 of file FixValues.h.

const char FIX::APP_DATA_DICTIONARY[] = "AppDataDictionary"

Definition at line 48 of file SessionSettings.h.

Referenced by FIX::SessionFactory::processFixtDataDictionaries().

const int FIX::ApplQueueAction_END_SESSION = 3

Definition at line 227 of file FixValues.h.

const int FIX::ApplQueueAction_ENDSESSION = 3

Definition at line 230 of file FixValues.h.

const int FIX::ApplQueueAction_NO_ACTION_TAKEN = 0

Definition at line 234 of file FixValues.h.

const int FIX::ApplQueueAction_NOACTIONTAKEN = 0

Definition at line 233 of file FixValues.h.

const int FIX::ApplQueueAction_OVERLAY_LAST = 2

Definition at line 232 of file FixValues.h.

const int FIX::ApplQueueAction_OVERLAYLAST = 2

Definition at line 231 of file FixValues.h.

const int FIX::ApplQueueAction_QUEUE_FLUSHED = 1

Definition at line 229 of file FixValues.h.

const int FIX::ApplQueueAction_QUEUEFLUSHED = 1

Definition at line 228 of file FixValues.h.

const int FIX::ApplQueueResolution_END_SESSION = 3

Definition at line 4401 of file FixValues.h.

const int FIX::ApplQueueResolution_ENDSESSION = 3

Definition at line 4404 of file FixValues.h.

const int FIX::ApplQueueResolution_NO_ACTION_TAKEN = 0

Definition at line 4408 of file FixValues.h.

const int FIX::ApplQueueResolution_NOACTIONTAKEN = 0

Definition at line 4407 of file FixValues.h.

const int FIX::ApplQueueResolution_OVERLAY_LAST = 2

Definition at line 4406 of file FixValues.h.

const int FIX::ApplQueueResolution_OVERLAYLAST = 2

Definition at line 4405 of file FixValues.h.

const int FIX::ApplQueueResolution_QUEUE_FLUSHED = 1

Definition at line 4403 of file FixValues.h.

const int FIX::ApplQueueResolution_QUEUEFLUSHED = 1

Definition at line 4402 of file FixValues.h.

const int FIX::ApplReportType_APPLICATION_MESSAGE_RE_SEND_COMPLETED = 3

Definition at line 3945 of file FixValues.h.

const int FIX::ApplReportType_HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID = 2

Definition at line 3947 of file FixValues.h.

const int FIX::ApplReportType_REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM = 1

Definition at line 3944 of file FixValues.h.

const int FIX::ApplReportType_RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM = 0

Definition at line 3946 of file FixValues.h.

const int FIX::ApplReqType_CANCEL_RETRANSMISSION = 5

Definition at line 4497 of file FixValues.h.

const int FIX::ApplReqType_CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS = 6

Definition at line 4493 of file FixValues.h.

const int FIX::ApplReqType_REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS = 2

Definition at line 4491 of file FixValues.h.

const int FIX::ApplReqType_REQUEST_VALID_SET_OF_APPLICATIONS = 3

Definition at line 4496 of file FixValues.h.

const int FIX::ApplReqType_RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS = 0

Definition at line 4495 of file FixValues.h.

const int FIX::ApplReqType_SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS = 1

Definition at line 4494 of file FixValues.h.

const int FIX::ApplReqType_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS = 4

Definition at line 4492 of file FixValues.h.

const int FIX::ApplResponseError_APPLICATION_DOES_NOT_EXIST = 0

Definition at line 1625 of file FixValues.h.

const int FIX::ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE = 1

Definition at line 1626 of file FixValues.h.

const int FIX::ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION = 2

Definition at line 1624 of file FixValues.h.

const int FIX::ApplResponseType_APPLICATION_DOES_NOT_EXIST = 1

Definition at line 1694 of file FixValues.h.

const int FIX::ApplResponseType_MESSAGES_NOT_AVAILABLE = 2

Definition at line 1693 of file FixValues.h.

const int FIX::ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED = 0

Definition at line 1695 of file FixValues.h.

const char FIX::ApplVerID_FIX27[] = "0"

Definition at line 1063 of file FixValues.h.

const char FIX::ApplVerID_FIX30[] = "1"

Definition at line 1068 of file FixValues.h.

const char FIX::ApplVerID_FIX40[] = "2"

Definition at line 1066 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::ApplVerID_FIX41[] = "3"

Definition at line 1067 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::ApplVerID_FIX42[] = "4"

Definition at line 1069 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::ApplVerID_FIX43[] = "5"

Definition at line 1070 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::ApplVerID_FIX44[] = "6"

Definition at line 1071 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::ApplVerID_FIX50[] = "7"

Definition at line 1065 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::ApplVerID_FIX50SP1[] = "8"

Definition at line 1062 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::ApplVerID_FIX50SP2[] = "9"

Definition at line 1064 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::AsOfIndicator_FALSE = '0'

Definition at line 990 of file FixValues.h.

const char FIX::AsOfIndicator_TRUE = '1'

Definition at line 989 of file FixValues.h.

const char FIX::AssignmentMethod_PRO_RATA = 'P'

Definition at line 395 of file FixValues.h.

const char FIX::AssignmentMethod_PRORATA = 'P'

Definition at line 397 of file FixValues.h.

const char FIX::AssignmentMethod_RANDOM = 'R'

Definition at line 396 of file FixValues.h.

const int FIX::AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 2

Definition at line 1137 of file FixValues.h.

const int FIX::AvgPxIndicator_LASTTRADEAVERAGEPRICEGROUP = 2

Definition at line 1134 of file FixValues.h.

const int FIX::AvgPxIndicator_NO_AVERAGE_PRICING = 0

Definition at line 1133 of file FixValues.h.

const int FIX::AvgPxIndicator_NOAVERAGEPRICING = 0

Definition at line 1132 of file FixValues.h.

const int FIX::AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 1

Definition at line 1135 of file FixValues.h.

const int FIX::AvgPxIndicator_TRADEAVERAGEPRICEGROUP = 1

Definition at line 1136 of file FixValues.h.

const char FIX::BasisPxType_CLOSING_PRICE = '3'

Definition at line 2128 of file FixValues.h.

const char FIX::BasisPxType_CLOSING_PRICE_AT_MORNING_SESSION = '2'

Definition at line 2139 of file FixValues.h.

const char FIX::BasisPxType_CLOSING_PRICE_AT_MORNINGN_SESSION = '2'

Definition at line 2130 of file FixValues.h.

const char FIX::BasisPxType_CLSPX = '3'

Definition at line 2143 of file FixValues.h.

const char FIX::BasisPxType_CLSPXMORN = '2'

Definition at line 2140 of file FixValues.h.

const char FIX::BasisPxType_CURRENT_PRICE = '4'

Definition at line 2141 of file FixValues.h.

const char FIX::BasisPxType_CURRPX = '4'

Definition at line 2137 of file FixValues.h.

const char FIX::BasisPxType_OPEN = 'D'

Definition at line 2136 of file FixValues.h.

const char FIX::BasisPxType_OTHERS = 'Z'

Definition at line 2135 of file FixValues.h.

const char FIX::BasisPxType_SQ = '5'

Definition at line 2142 of file FixValues.h.

const char FIX::BasisPxType_STRIKE = 'C'

Definition at line 2144 of file FixValues.h.

const char FIX::BasisPxType_VWAP_THROUGH_A_DAY = '6'

Definition at line 2129 of file FixValues.h.

const char FIX::BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI = '9'

Definition at line 2126 of file FixValues.h.

const char FIX::BasisPxType_VWAP_THROUGH_A_MORNING_SESSION = '7'

Definition at line 2127 of file FixValues.h.

const char FIX::BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI = 'A'

Definition at line 2146 of file FixValues.h.

const char FIX::BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION = '8'

Definition at line 2147 of file FixValues.h.

const char FIX::BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI = 'B'

Definition at line 2145 of file FixValues.h.

const char FIX::BasisPxType_VWAPAFT = '8'

Definition at line 2125 of file FixValues.h.

const char FIX::BasisPxType_VWAPAFTXYORI = 'B'

Definition at line 2138 of file FixValues.h.

const char FIX::BasisPxType_VWAPDAY = '6'

Definition at line 2131 of file FixValues.h.

const char FIX::BasisPxType_VWAPDAYXYORI = '9'

Definition at line 2134 of file FixValues.h.

const char FIX::BasisPxType_VWAPMORN = '7'

Definition at line 2133 of file FixValues.h.

const char FIX::BasisPxType_VWAPMORNXYORI = 'A'

Definition at line 2132 of file FixValues.h.

const char FIX::BEGINSTRING[] = "BeginString"

Definition at line 37 of file SessionSettings.h.

Referenced by FIX::SessionSettings::set(), and FIX::SessionSettings::validate().

const char FIX::BeginString_FIX40[] = "FIX.4.0"

Definition at line 36 of file Values.h.

Referenced by FIX::MessageCracker::crack(), FIX::Message::toApplVerID(), FIX::Message::toBeginString(), and FIX::SessionSettings::validate().

const char FIX::BeginString_FIX41[] = "FIX.4.1"

Definition at line 35 of file Values.h.

Referenced by FIX::MessageCracker::crack(), FIX::Session::generateResendRequest(), FIX::Message::reverseRoute(), FIX::Session::shouldSendReset(), FIX::Message::toApplVerID(), FIX::Message::toBeginString(), and FIX::SessionSettings::validate().

const char FIX::BeginString_FIX42[] = "FIX.4.2"

Definition at line 34 of file Values.h.

Referenced by FIX::MessageCracker::crack(), FIX::Session::generateReject(), FIX::Session::generateResendRequest(), FIX::Session::insertOrigSendingTime(), FIX::Session::insertSendingTime(), FIX::Session::next(), FIX::Session::nextResendRequest(), FIX::Session::populateRejectReason(), FIX::Message::toApplVerID(), FIX::Message::toBeginString(), and FIX::SessionSettings::validate().

const char FIX::BeginString_FIX43[] = "FIX.4.3"

Definition at line 33 of file Values.h.

Referenced by FIX::MessageCracker::crack(), FIX::Message::toApplVerID(), FIX::Message::toBeginString(), and FIX::SessionSettings::validate().

const char FIX::BeginString_FIX44[] = "FIX.4.4"

Definition at line 32 of file Values.h.

Referenced by FIX::MessageCracker::crack(), FIX::Message::toApplVerID(), FIX::Message::toBeginString(), and FIX::SessionSettings::validate().

const char FIX::BeginString_FIX50[] = "FIX.5.0"

Definition at line 31 of file Values.h.

Referenced by FIX::MessageCracker::crack(), FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::BeginString_FIXT11[] = "FIXT.1.1"

Definition at line 30 of file Values.h.

Referenced by FIX::MessageCracker::crack(), FIX::Session::insertOrigSendingTime(), FIX::Session::insertSendingTime(), and FIX::SessionSettings::validate().

const char FIX::Benchmark_10_YR = '4'

Definition at line 3933 of file FixValues.h.

const char FIX::Benchmark_10YR = '4'

Definition at line 3930 of file FixValues.h.

const char FIX::Benchmark_30_YR = '6'

Definition at line 3932 of file FixValues.h.

const char FIX::Benchmark_30YR = '6'

Definition at line 3925 of file FixValues.h.

const char FIX::Benchmark_3_MO_LIBOR = '8'

Definition at line 3927 of file FixValues.h.

const char FIX::Benchmark_3MOLIBOR = '8'

Definition at line 3938 of file FixValues.h.

const char FIX::Benchmark_5_YR = '2'

Definition at line 3934 of file FixValues.h.

const char FIX::Benchmark_5YR = '2'

Definition at line 3926 of file FixValues.h.

const char FIX::Benchmark_6_MO_LIBOR = '9'

Definition at line 3922 of file FixValues.h.

const char FIX::Benchmark_6MOLIBOR = '9'

Definition at line 3929 of file FixValues.h.

const char FIX::Benchmark_CURVE = '1'

Definition at line 3931 of file FixValues.h.

const char FIX::Benchmark_OLD10 = '5'

Definition at line 3937 of file FixValues.h.

const char FIX::Benchmark_OLD30 = '7'

Definition at line 3935 of file FixValues.h.

const char FIX::Benchmark_OLD5 = '3'

Definition at line 3936 of file FixValues.h.

const char FIX::Benchmark_OLD_10 = '5'

Definition at line 3928 of file FixValues.h.

const char FIX::Benchmark_OLD_30 = '7'

Definition at line 3924 of file FixValues.h.

const char FIX::Benchmark_OLD_5 = '3'

Definition at line 3923 of file FixValues.h.

const char FIX::BenchmarkCurveName_EONIA[] = "EONIA"

Definition at line 3865 of file FixValues.h.

const char FIX::BenchmarkCurveName_EUREPO[] = "EUREPO"

Definition at line 3860 of file FixValues.h.

const char FIX::BenchmarkCurveName_EURIBOR[] = "Euribor"

Definition at line 3864 of file FixValues.h.

const char FIX::BenchmarkCurveName_FUTURESWAP[] = "FutureSWAP"

Definition at line 3861 of file FixValues.h.

const char FIX::BenchmarkCurveName_LIBID[] = "LIBID"

Definition at line 3858 of file FixValues.h.

const char FIX::BenchmarkCurveName_LIBOR[] = "LIBOR"

Definition at line 3866 of file FixValues.h.

const char FIX::BenchmarkCurveName_MUNIAAA[] = "MuniAAA"

Definition at line 3857 of file FixValues.h.

const char FIX::BenchmarkCurveName_OTHER[] = "OTHER"

Definition at line 3863 of file FixValues.h.

const char FIX::BenchmarkCurveName_PFANDBRIEFE[] = "Pfandbriefe"

Definition at line 3859 of file FixValues.h.

const char FIX::BenchmarkCurveName_SONIA[] = "SONIA"

Definition at line 3856 of file FixValues.h.

const char FIX::BenchmarkCurveName_SWAP[] = "SWAP"

Definition at line 3867 of file FixValues.h.

const char FIX::BenchmarkCurveName_TREASURY[] = "Treasury"

Definition at line 3862 of file FixValues.h.

const int FIX::BidDescriptorType_COUNTRY = 2

Definition at line 4429 of file FixValues.h.

const int FIX::BidDescriptorType_INDEX = 3

Definition at line 4430 of file FixValues.h.

const int FIX::BidDescriptorType_SECTOR = 1

Definition at line 4431 of file FixValues.h.

const char FIX::BidRequestTransType_CANCEL = 'C'

Definition at line 1473 of file FixValues.h.

const char FIX::BidRequestTransType_NEW = 'N'

Definition at line 1471 of file FixValues.h.

const char FIX::BidRequestTransType_NO = 'N'

Definition at line 1472 of file FixValues.h.

const char FIX::BidTradeType_AGENCY = 'A'

Definition at line 180 of file FixValues.h.

const char FIX::BidTradeType_GUARANTEED_CLOSE = 'J'

Definition at line 184 of file FixValues.h.

const char FIX::BidTradeType_GUARANTEEDCLOSE = 'J'

Definition at line 181 of file FixValues.h.

const char FIX::BidTradeType_RISK_TRADE = 'R'

Definition at line 183 of file FixValues.h.

const char FIX::BidTradeType_RISKTRADE = 'R'

Definition at line 178 of file FixValues.h.

const char FIX::BidTradeType_VWAP_GUARANTEE = 'G'

Definition at line 182 of file FixValues.h.

const char FIX::BidTradeType_VWAPGUARANTEE = 'G'

Definition at line 179 of file FixValues.h.

const int FIX::BidType_DISC = 2

Definition at line 140 of file FixValues.h.

const int FIX::BidType_DISCLOSED_STYLE = 2

Definition at line 137 of file FixValues.h.

const int FIX::BidType_DISCLOSED_SYTLE = 2

Definition at line 141 of file FixValues.h.

const int FIX::BidType_NO_BIDDING_PROCESS = 3

Definition at line 139 of file FixValues.h.

const int FIX::BidType_NOBID = 3

Definition at line 142 of file FixValues.h.

const int FIX::BidType_NON_DISCLOSED_STYLE = 1

Definition at line 143 of file FixValues.h.

const int FIX::BidType_NONDISC = 1

Definition at line 138 of file FixValues.h.

const int FIX::BookingType_CFD = 1

Definition at line 4520 of file FixValues.h.

const int FIX::BookingType_CFDCONTRACTFORDIFFERENCE = 1

Definition at line 4521 of file FixValues.h.

const int FIX::BookingType_REGULAR_BOOKING = 0

Definition at line 4518 of file FixValues.h.

const int FIX::BookingType_REGULARBOOKING = 0

Definition at line 4519 of file FixValues.h.

const int FIX::BookingType_TOTAL_RETURN_SWAP = 2

Definition at line 4523 of file FixValues.h.

const int FIX::BookingType_TOTALRETURNSWAP = 2

Definition at line 4522 of file FixValues.h.

const char FIX::BookingUnit_AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE = '2'

Definition at line 4209 of file FixValues.h.

const char FIX::BookingUnit_AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER = '1'

Definition at line 4210 of file FixValues.h.

const char FIX::BookingUnit_EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT = '0'

Definition at line 4211 of file FixValues.h.

const int FIX::BusinessRejectReason_APPLICATION_NOT_AVAILABLE = 4

Definition at line 4505 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_APPLICATION_NOT_AVAILABLE_TEXT[] = "Application Not Available"

Definition at line 57 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

const int FIX::BusinessRejectReason_APPNA = 4

Definition at line 4500 of file FixValues.h.

const int FIX::BusinessRejectReason_CONDFLDMISS = 5

Definition at line 4503 of file FixValues.h.

const int FIX::BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING = 5

Definition at line 4508 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject(), and FIX::Session::next().

const char FIX::BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING_TEXT[] = "Conditionally Required Field Missing"

Definition at line 58 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

const int FIX::BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME = 7

Definition at line 4507 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME_TEXT[] = "Deliver to firm not available at this time"

Definition at line 60 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

const int FIX::BusinessRejectReason_INVALID_PRICE_INCREMENT = 18

Definition at line 4506 of file FixValues.h.

const int FIX::BusinessRejectReason_NODELIVTOFIRM = 7

Definition at line 4511 of file FixValues.h.

const int FIX::BusinessRejectReason_NOT_AUTHORIZED = 6

Definition at line 4515 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_NOT_AUTHORIZED_TEXT[] = "Not Authorized"

Definition at line 59 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

const int FIX::BusinessRejectReason_NOTAUTH = 6

Definition at line 4510 of file FixValues.h.

const int FIX::BusinessRejectReason_OTHER = 0

Definition at line 4512 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_OTHER_TEXT[] = "Other"

Definition at line 53 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

const int FIX::BusinessRejectReason_UNKNID = 1

Definition at line 4504 of file FixValues.h.

const int FIX::BusinessRejectReason_UNKNMSGTYPE = 3

Definition at line 4502 of file FixValues.h.

const int FIX::BusinessRejectReason_UNKNOWN_ID = 1

Definition at line 4509 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_UNKNOWN_ID_TEXT[] = "Unknown ID"

Definition at line 54 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

const int FIX::BusinessRejectReason_UNKNOWN_MESSAGE_TYPE = 3

Definition at line 4514 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject(), and FIX::Session::next().

const int FIX::BusinessRejectReason_UNKNOWN_SECURITY = 2

Definition at line 4501 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_UNKNOWN_SECURITY_TEXT[] = "Unknown Security"

Definition at line 55 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

const int FIX::BusinessRejectReason_UNKNSEC = 2

Definition at line 4516 of file FixValues.h.

const int FIX::BusinessRejectReason_UNKOWN_ID = 1

Definition at line 4517 of file FixValues.h.

const int FIX::BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE = 3

Definition at line 4513 of file FixValues.h.

const char FIX::BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE_TEXT[] = "Unsupported Message Type"

Definition at line 56 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::CancellationRights_NO_EXECUTION_ONLY = 'N'

Definition at line 1146 of file FixValues.h.

const char FIX::CancellationRights_NO_INSTITUTIONAL = 'O'

Definition at line 1142 of file FixValues.h.

const char FIX::CancellationRights_NO_M = 'M'

Definition at line 1139 of file FixValues.h.

const char FIX::CancellationRights_NO_N = 'N'

Definition at line 1140 of file FixValues.h.

const char FIX::CancellationRights_NO_O = 'O'

Definition at line 1144 of file FixValues.h.

const char FIX::CancellationRights_NO_WAIVER_AGREEMENT = 'M'

Definition at line 1138 of file FixValues.h.

const char FIX::CancellationRights_NOEXECONLY = 'N'

Definition at line 1145 of file FixValues.h.

const char FIX::CancellationRights_NOINSTIT = 'O'

Definition at line 1141 of file FixValues.h.

const char FIX::CancellationRights_NOWAIVER = 'M'

Definition at line 1147 of file FixValues.h.

const char FIX::CancellationRights_YES = 'Y'

Definition at line 1143 of file FixValues.h.

const char FIX::CashMargin_CASH = '1'

Definition at line 3872 of file FixValues.h.

const char FIX::CashMargin_MARGIN_CLOSE = '3'

Definition at line 3870 of file FixValues.h.

const char FIX::CashMargin_MARGIN_OPEN = '2'

Definition at line 3871 of file FixValues.h.

const char FIX::CashMargin_MARGINCLOSE = '3'

Definition at line 3868 of file FixValues.h.

const char FIX::CashMargin_MARGINOPEN = '2'

Definition at line 3869 of file FixValues.h.

const char FIX::CHECK_COMPID[] = "CheckCompID"

Definition at line 58 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create(), and FIX::HttpConnection::processSession().

const char FIX::CHECK_LATENCY[] = "CheckLatency"

Definition at line 59 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create(), and FIX::HttpConnection::processSession().

const char FIX::ClearingFeeIndicator_106H106J[] = "H"

Definition at line 111 of file FixValues.h.

const char FIX::ClearingFeeIndicator_106H_AND_106J_FIRMS[] = "H"

Definition at line 103 of file FixValues.h.

const char FIX::ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "1"

Definition at line 109 of file FixValues.h.

const char FIX::ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "1"

Definition at line 122 of file FixValues.h.

const char FIX::ClearingFeeIndicator_1STYEARDELEGATE[] = "1"

Definition at line 110 of file FixValues.h.

const char FIX::ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "2"

Definition at line 113 of file FixValues.h.

const char FIX::ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "2"

Definition at line 128 of file FixValues.h.

const char FIX::ClearingFeeIndicator_2NDYEARDELEGATE[] = "2"

Definition at line 108 of file FixValues.h.

const char FIX::ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "3"

Definition at line 127 of file FixValues.h.

const char FIX::ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "3"

Definition at line 115 of file FixValues.h.

const char FIX::ClearingFeeIndicator_3RDYEARDELEGATE[] = "3"

Definition at line 101 of file FixValues.h.

const char FIX::ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "4"

Definition at line 114 of file FixValues.h.

const char FIX::ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "4"

Definition at line 135 of file FixValues.h.

const char FIX::ClearingFeeIndicator_4THYEARDELEGATE[] = "4"

Definition at line 104 of file FixValues.h.

const char FIX::ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "5"

Definition at line 119 of file FixValues.h.

const char FIX::ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "5"

Definition at line 123 of file FixValues.h.

const char FIX::ClearingFeeIndicator_5THYEARDELEGATE[] = "5"

Definition at line 105 of file FixValues.h.

const char FIX::ClearingFeeIndicator_6TH_YEAR_AND_BEYOND_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "9"

Definition at line 134 of file FixValues.h.

const char FIX::ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "9"

Definition at line 136 of file FixValues.h.

const char FIX::ClearingFeeIndicator_6THYEARDELEGATE[] = "9"

Definition at line 117 of file FixValues.h.

const char FIX::ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES[] = "M"

Definition at line 133 of file FixValues.h.

const char FIX::ClearingFeeIndicator_ALLOTHERS[] = "M"

Definition at line 131 of file FixValues.h.

const char FIX::ClearingFeeIndicator_CBOE_MEMBER[] = "B"

Definition at line 121 of file FixValues.h.

const char FIX::ClearingFeeIndicator_CBOEMEMBER[] = "B"

Definition at line 129 of file FixValues.h.

const char FIX::ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER[] = "E"

Definition at line 132 of file FixValues.h.

const char FIX::ClearingFeeIndicator_EQUITYCLEARINGMEMBER[] = "E"

Definition at line 106 of file FixValues.h.

const char FIX::ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR[] = "F"

Definition at line 126 of file FixValues.h.

const char FIX::ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS[] = "F"

Definition at line 120 of file FixValues.h.

const char FIX::ClearingFeeIndicator_FULLASSOCIATEMEMBER[] = "F"

Definition at line 102 of file FixValues.h.

const char FIX::ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS[] = "I"

Definition at line 112 of file FixValues.h.

const char FIX::ClearingFeeIndicator_GIMIDEMCOMMEMBERSHIP[] = "I"

Definition at line 107 of file FixValues.h.

const char FIX::ClearingFeeIndicator_LESSEE106F[] = "L"

Definition at line 130 of file FixValues.h.

const char FIX::ClearingFeeIndicator_LESSEE_106F_EMPLOYEES[] = "L"

Definition at line 116 of file FixValues.h.

const char FIX::ClearingFeeIndicator_LESSEE_AND_106F_EMPLOYEES[] = "L"

Definition at line 125 of file FixValues.h.

const char FIX::ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER[] = "C"

Definition at line 118 of file FixValues.h.

const char FIX::ClearingFeeIndicator_NONMEMBERCUSTOMER[] = "C"

Definition at line 124 of file FixValues.h.

const int FIX::ClearingInstruction_AUTOMATIC_GIVE_UP_MODE = 10

Definition at line 1282 of file FixValues.h.

const int FIX::ClearingInstruction_AUTOMATIC_POSTING_MODE = 9

Definition at line 1277 of file FixValues.h.

const int FIX::ClearingInstruction_AUTOMATICGIVEUPMODETRADEGIVEUPTOTHEGIVEUPDESTINATIONNUMBERSPECIFIED = 10

Definition at line 1300 of file FixValues.h.

const int FIX::ClearingInstruction_AUTOMATICPOSTINGMODETRADEPOSTINGTOTHEPOSITIONACCOUNTNUMBERSPECIFIED = 9

Definition at line 1284 of file FixValues.h.

const int FIX::ClearingInstruction_BILATERAL_NETTING_ONLY = 2

Definition at line 1292 of file FixValues.h.

const int FIX::ClearingInstruction_BILATERALNETTINGONLY = 2

Definition at line 1274 of file FixValues.h.

const int FIX::ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY = 6

Definition at line 1291 of file FixValues.h.

const int FIX::ClearingInstruction_CLEARAGAINSTCENTRALCOUNTERPARTY = 6

Definition at line 1280 of file FixValues.h.

const int FIX::ClearingInstruction_CUSTOMER_TRADE = 12

Definition at line 1283 of file FixValues.h.

const int FIX::ClearingInstruction_CUSTOMERTRADE = 12

Definition at line 1295 of file FixValues.h.

const int FIX::ClearingInstruction_EX_CLEARING = 3

Definition at line 1285 of file FixValues.h.

const int FIX::ClearingInstruction_EXCLEARING = 3

Definition at line 1278 of file FixValues.h.

const int FIX::ClearingInstruction_EXCLUDE_FROM_ALL_NETTING = 1

Definition at line 1276 of file FixValues.h.

const int FIX::ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY = 7

Definition at line 1281 of file FixValues.h.

const int FIX::ClearingInstruction_EXCLUDEFROMALLNETTING = 1

Definition at line 1289 of file FixValues.h.

const int FIX::ClearingInstruction_EXCLUDEFROMCENTRALCOUNTERPARTY = 7

Definition at line 1293 of file FixValues.h.

const int FIX::ClearingInstruction_MANUAL_MODE = 8

Definition at line 1298 of file FixValues.h.

const int FIX::ClearingInstruction_MANUALMODEPREPOSTINGANDORPREGIVEUP = 8

Definition at line 1294 of file FixValues.h.

const int FIX::ClearingInstruction_MULTILATERAL_NETTING = 5

Definition at line 1279 of file FixValues.h.

const int FIX::ClearingInstruction_MULTILATERALNETTING = 5

Definition at line 1287 of file FixValues.h.

const int FIX::ClearingInstruction_PROCESS_NORMALLY = 0

Definition at line 1296 of file FixValues.h.

const int FIX::ClearingInstruction_PROCESSNORMALLY = 0

Definition at line 1288 of file FixValues.h.

const int FIX::ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR = 11

Definition at line 1299 of file FixValues.h.

const int FIX::ClearingInstruction_QUALIFIEDSERVICEREPRESENTATIVEQSR = 11

Definition at line 1286 of file FixValues.h.

const int FIX::ClearingInstruction_SELF_CLEARING = 13

Definition at line 1301 of file FixValues.h.

const int FIX::ClearingInstruction_SELFCLEARING = 13

Definition at line 1290 of file FixValues.h.

const int FIX::ClearingInstruction_SPECIAL_TRADE = 4

Definition at line 1297 of file FixValues.h.

const int FIX::ClearingInstruction_SPECIALTRADE = 4

Definition at line 1275 of file FixValues.h.

const int FIX::CollAction_ADD = 1

Definition at line 3822 of file FixValues.h.

const int FIX::CollAction_REMOVE = 2

Definition at line 3823 of file FixValues.h.

const int FIX::CollAction_RETAIN = 0

Definition at line 3824 of file FixValues.h.

const int FIX::CollApplType_GENERAL = 1

Definition at line 1487 of file FixValues.h.

const int FIX::CollApplType_SPECIFIC_DEPOSIT = 0

Definition at line 1488 of file FixValues.h.

const int FIX::CollAsgnReason_ADVERSE_TAX_EVENT = 7

Definition at line 799 of file FixValues.h.

const int FIX::CollAsgnReason_ADVERSETAXEVENT = 7

Definition at line 795 of file FixValues.h.

const int FIX::CollAsgnReason_EVENT_OF_DEFAULT = 6

Definition at line 807 of file FixValues.h.

const int FIX::CollAsgnReason_EVENTOFDEFAULT = 6

Definition at line 805 of file FixValues.h.

const int FIX::CollAsgnReason_FORWARD_COLLATERAL_DEMAND = 5

Definition at line 804 of file FixValues.h.

const int FIX::CollAsgnReason_FORWARDCOLLATERALDEMAND = 5

Definition at line 794 of file FixValues.h.

const int FIX::CollAsgnReason_INITIAL = 0

Definition at line 803 of file FixValues.h.

const int FIX::CollAsgnReason_MARGIN_DEFICIENCY = 3

Definition at line 801 of file FixValues.h.

const int FIX::CollAsgnReason_MARGIN_EXCESS = 4

Definition at line 806 of file FixValues.h.

const int FIX::CollAsgnReason_MARGINDEFICIENCY = 3

Definition at line 796 of file FixValues.h.

const int FIX::CollAsgnReason_MARGINEXCESS = 4

Definition at line 800 of file FixValues.h.

const int FIX::CollAsgnReason_SCHEDULED = 1

Definition at line 802 of file FixValues.h.

const int FIX::CollAsgnReason_TIME_WARNING = 2

Definition at line 797 of file FixValues.h.

const int FIX::CollAsgnReason_TIMEWARNING = 2

Definition at line 798 of file FixValues.h.

const int FIX::CollAsgnRejectReason_EXCESSIVE_SUBSTITUTION = 5

Definition at line 3466 of file FixValues.h.

const int FIX::CollAsgnRejectReason_EXCESSIVESUBSTITUTION = 5

Definition at line 3469 of file FixValues.h.

const int FIX::CollAsgnRejectReason_INSUFFICIENT_COLLATERAL = 3

Definition at line 3468 of file FixValues.h.

const int FIX::CollAsgnRejectReason_INSUFFICIENTCOLLATERAL = 3

Definition at line 3464 of file FixValues.h.

const int FIX::CollAsgnRejectReason_INVALID_TYPE_OF_COLLATERAL = 4

Definition at line 3463 of file FixValues.h.

const int FIX::CollAsgnRejectReason_INVALIDTYPEOFCOLLATERAL = 4

Definition at line 3457 of file FixValues.h.

const int FIX::CollAsgnRejectReason_OTHER = 99

Definition at line 3467 of file FixValues.h.

const int FIX::CollAsgnRejectReason_UNAUTHORIZED_TRANSACTION = 2

Definition at line 3458 of file FixValues.h.

const int FIX::CollAsgnRejectReason_UNAUTHORIZEDTRANSACTION = 2

Definition at line 3462 of file FixValues.h.

const int FIX::CollAsgnRejectReason_UNKNOWN_DEAL = 0

Definition at line 3461 of file FixValues.h.

const int FIX::CollAsgnRejectReason_UNKNOWN_OR_INVALID_INSTRUMENT = 1

Definition at line 3459 of file FixValues.h.

const int FIX::CollAsgnRejectReason_UNKNOWNDEAL = 0

Definition at line 3460 of file FixValues.h.

const int FIX::CollAsgnRejectReason_UNKNOWNORINVALIDINSTRUMENT = 1

Definition at line 3465 of file FixValues.h.

const int FIX::CollAsgnRespType_ACCEPTED = 1

Definition at line 496 of file FixValues.h.

const int FIX::CollAsgnRespType_DECLINED = 2

Definition at line 493 of file FixValues.h.

const int FIX::CollAsgnRespType_RECEIVED = 0

Definition at line 494 of file FixValues.h.

const int FIX::CollAsgnRespType_REJECTED = 3

Definition at line 495 of file FixValues.h.

const int FIX::CollAsgnTransType_CANCEL = 2

Definition at line 1743 of file FixValues.h.

const int FIX::CollAsgnTransType_NEW = 0

Definition at line 1741 of file FixValues.h.

const int FIX::CollAsgnTransType_RELEASE = 3

Definition at line 1744 of file FixValues.h.

const int FIX::CollAsgnTransType_REPLACE = 1

Definition at line 1740 of file FixValues.h.

const int FIX::CollAsgnTransType_REVERSE = 4

Definition at line 1742 of file FixValues.h.

const int FIX::CollInquiryQualifier_COLLATERAL_INSTRUMENT = 2

Definition at line 59 of file FixValues.h.

const int FIX::CollInquiryQualifier_COLLATERALINSTRUMENT = 2

Definition at line 64 of file FixValues.h.

const int FIX::CollInquiryQualifier_FULLY_ASSIGNED = 6

Definition at line 55 of file FixValues.h.

const int FIX::CollInquiryQualifier_FULLYASSIGNED = 6

Definition at line 53 of file FixValues.h.

const int FIX::CollInquiryQualifier_GC_INSTRUMENT = 1

Definition at line 62 of file FixValues.h.

const int FIX::CollInquiryQualifier_GCINSTRUMENT = 1

Definition at line 57 of file FixValues.h.

const int FIX::CollInquiryQualifier_NOT_ASSIGNED = 4

Definition at line 58 of file FixValues.h.

const int FIX::CollInquiryQualifier_NOTASSIGNED = 4

Definition at line 56 of file FixValues.h.

const int FIX::CollInquiryQualifier_OUTSTANDING_TRADES = 7

Definition at line 50 of file FixValues.h.

const int FIX::CollInquiryQualifier_OUTSTANDINGTRADES = 7

Definition at line 60 of file FixValues.h.

const int FIX::CollInquiryQualifier_PARTIALLY_ASSIGNED = 5

Definition at line 49 of file FixValues.h.

const int FIX::CollInquiryQualifier_PARTIALLYASSIGNED = 5

Definition at line 63 of file FixValues.h.

const int FIX::CollInquiryQualifier_SUBSTITUTION_ELIGIBLE = 3

Definition at line 54 of file FixValues.h.

const int FIX::CollInquiryQualifier_SUBSTITUTIONELIGIBLE = 3

Definition at line 51 of file FixValues.h.

const int FIX::CollInquiryQualifier_TRADE_DATE = 0

Definition at line 52 of file FixValues.h.

const int FIX::CollInquiryQualifier_TRADEDATE = 0

Definition at line 61 of file FixValues.h.

const int FIX::CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED = 8

Definition at line 486 of file FixValues.h.

const int FIX::CollInquiryResult_COLLATERALINQUIRYTYPENOTSUPPORTED = 8

Definition at line 489 of file FixValues.h.

const int FIX::CollInquiryResult_INVALID_DESTINATION_REQUESTED = 5

Definition at line 477 of file FixValues.h.

const int FIX::CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE = 2

Definition at line 482 of file FixValues.h.

const int FIX::CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1

Definition at line 485 of file FixValues.h.

const int FIX::CollInquiryResult_INVALID_PARTIES = 3

Definition at line 490 of file FixValues.h.

const int FIX::CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4

Definition at line 491 of file FixValues.h.

const int FIX::CollInquiryResult_INVALIDDESTINATIONREQUESTED = 5

Definition at line 483 of file FixValues.h.

const int FIX::CollInquiryResult_INVALIDORUNKNOWNCOLLATERALTYPE = 2

Definition at line 478 of file FixValues.h.

const int FIX::CollInquiryResult_INVALIDORUNKNOWNINSTRUMENT = 1

Definition at line 476 of file FixValues.h.

const int FIX::CollInquiryResult_INVALIDPARTIES = 3

Definition at line 481 of file FixValues.h.

const int FIX::CollInquiryResult_INVALIDTRANSPORTTYPEREQUESTED = 4

Definition at line 480 of file FixValues.h.

const int FIX::CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED = 7

Definition at line 473 of file FixValues.h.

const int FIX::CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED = 6

Definition at line 492 of file FixValues.h.

const int FIX::CollInquiryResult_NOCOLLATERALFOUNDFORTHEORDERSPECIFIED = 7

Definition at line 474 of file FixValues.h.

const int FIX::CollInquiryResult_NOCOLLATERALFOUNDFORTHETRADESPECIFIED = 6

Definition at line 475 of file FixValues.h.

const int FIX::CollInquiryResult_OTHER = 99

Definition at line 487 of file FixValues.h.

const int FIX::CollInquiryResult_SUCCESSFUL = 0

Definition at line 484 of file FixValues.h.

const int FIX::CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY = 9

Definition at line 479 of file FixValues.h.

const int FIX::CollInquiryResult_UNAUTHORIZEDFORCOLLATERALINQUIRY = 9

Definition at line 488 of file FixValues.h.

const int FIX::CollInquiryStatus_ACCEPTED = 0

Definition at line 1577 of file FixValues.h.

const int FIX::CollInquiryStatus_ACCEPTED_WITH_WARNINGS = 1

Definition at line 1572 of file FixValues.h.

const int FIX::CollInquiryStatus_ACCEPTEDWITHWARNINGS = 1

Definition at line 1574 of file FixValues.h.

const int FIX::CollInquiryStatus_COMPLETED = 2

Definition at line 1573 of file FixValues.h.

const int FIX::CollInquiryStatus_COMPLETED_WITH_WARNINGS = 3

Definition at line 1578 of file FixValues.h.

const int FIX::CollInquiryStatus_COMPLETEDWITHWARNINGS = 3

Definition at line 1576 of file FixValues.h.

const int FIX::CollInquiryStatus_REJECTED = 4

Definition at line 1575 of file FixValues.h.

const int FIX::CollStatus_ASSIGNED = 3

Definition at line 3739 of file FixValues.h.

const int FIX::CollStatus_ASSIGNEDACCEPTED = 3

Definition at line 3737 of file FixValues.h.

const int FIX::CollStatus_ASSIGNMENT_PROPOSED = 2

Definition at line 3738 of file FixValues.h.

const int FIX::CollStatus_ASSIGNMENTPROPOSED = 2

Definition at line 3742 of file FixValues.h.

const int FIX::CollStatus_CHALLENGED = 4

Definition at line 3740 of file FixValues.h.

const int FIX::CollStatus_PARTIALLY_ASSIGNED = 1

Definition at line 3736 of file FixValues.h.

const int FIX::CollStatus_PARTIALLYASSIGNED = 1

Definition at line 3743 of file FixValues.h.

const int FIX::CollStatus_UNASSIGNED = 0

Definition at line 3741 of file FixValues.h.

const char FIX::CommType_4 = '4'

Definition at line 3612 of file FixValues.h.

const char FIX::CommType_5 = '5'

Definition at line 3613 of file FixValues.h.

const char FIX::CommType_ABSOLUTE = '3'

Definition at line 3602 of file FixValues.h.

const char FIX::CommType_PCTWAIVEDCSHDISC = '4'

Definition at line 3601 of file FixValues.h.

const char FIX::CommType_PCTWAIVEDENUNITS = '5'

Definition at line 3603 of file FixValues.h.

const char FIX::CommType_PER_BOND = '6'

Definition at line 3605 of file FixValues.h.

const char FIX::CommType_PER_SHARE = '1'

Definition at line 3600 of file FixValues.h.

const char FIX::CommType_PER_UNIT = '1'

Definition at line 3610 of file FixValues.h.

const char FIX::CommType_PERBOND = '6'

Definition at line 3604 of file FixValues.h.

const char FIX::CommType_PERCENT = '2'

Definition at line 3611 of file FixValues.h.

const char FIX::CommType_PERCENTAGE = '2'

Definition at line 3606 of file FixValues.h.

const char FIX::CommType_PERCENTAGE_WAIVED_4 = '4'

Definition at line 3607 of file FixValues.h.

const char FIX::CommType_PERCENTAGE_WAIVED_5 = '5'

Definition at line 3609 of file FixValues.h.

const char FIX::CommType_POINTS_PER_BOND_OR_CONTRACT = '6'

Definition at line 3608 of file FixValues.h.

const int FIX::ComplexEventCondition_AND = 1

Definition at line 3854 of file FixValues.h.

const int FIX::ComplexEventCondition_OR = 2

Definition at line 3855 of file FixValues.h.

const int FIX::ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE = 3

Definition at line 659 of file FixValues.h.

const int FIX::ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE = 5

Definition at line 661 of file FixValues.h.

const int FIX::ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 4

Definition at line 658 of file FixValues.h.

const int FIX::ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE = 1

Definition at line 660 of file FixValues.h.

const int FIX::ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 2

Definition at line 662 of file FixValues.h.

const int FIX::ComplexEventPriceTimeType_EXPIRATION = 1

Definition at line 4203 of file FixValues.h.

const int FIX::ComplexEventPriceTimeType_IMMEDIATE = 2

Definition at line 4204 of file FixValues.h.

const int FIX::ComplexEventPriceTimeType_SPECIFIED_DATE_TIME = 3

Definition at line 4202 of file FixValues.h.

const int FIX::ComplexEventType_CAPPED = 1

Definition at line 2155 of file FixValues.h.

const int FIX::ComplexEventType_KNOCK_IN_UP = 3

Definition at line 2151 of file FixValues.h.

const int FIX::ComplexEventType_KNOCK_OUT_DOWN = 6

Definition at line 2156 of file FixValues.h.

const int FIX::ComplexEventType_KNOCK_OUT_UP = 5

Definition at line 2150 of file FixValues.h.

const int FIX::ComplexEventType_KOCK_IN_DOWN = 4

Definition at line 2152 of file FixValues.h.

const int FIX::ComplexEventType_RESET_BARRIER = 8

Definition at line 2154 of file FixValues.h.

const int FIX::ComplexEventType_ROLLING_BARRIER = 9

Definition at line 2148 of file FixValues.h.

const int FIX::ComplexEventType_TRIGGER = 2

Definition at line 2153 of file FixValues.h.

const int FIX::ComplexEventType_UNDERLYING = 7

Definition at line 2149 of file FixValues.h.

const int FIX::ConfirmRejReason_MISMATCHED_ACCOUNT = 1

Definition at line 1469 of file FixValues.h.

const int FIX::ConfirmRejReason_MISMATCHEDACCOUNT = 1

Definition at line 1468 of file FixValues.h.

const int FIX::ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS = 2

Definition at line 1467 of file FixValues.h.

const int FIX::ConfirmRejReason_MISSINGSETTLEMENTINSTRUCTIONS = 2

Definition at line 1466 of file FixValues.h.

const int FIX::ConfirmRejReason_OTHER = 99

Definition at line 1470 of file FixValues.h.

const int FIX::ConfirmStatus_CONFIRMED = 4

Definition at line 3146 of file FixValues.h.

const int FIX::ConfirmStatus_MISMATCHED_ACCOUNT = 2

Definition at line 3152 of file FixValues.h.

const int FIX::ConfirmStatus_MISMATCHEDACCOUNT = 2

Definition at line 3151 of file FixValues.h.

const int FIX::ConfirmStatus_MISSING_SETTLEMENT_INSTRUCTIONS = 3

Definition at line 3149 of file FixValues.h.

const int FIX::ConfirmStatus_MISSINGSETTLEMENTINSTRUCTIONS = 3

Definition at line 3148 of file FixValues.h.

const int FIX::ConfirmStatus_RECEIVED = 1

Definition at line 3153 of file FixValues.h.

const int FIX::ConfirmStatus_REQUEST_REJECTED = 5

Definition at line 3150 of file FixValues.h.

const int FIX::ConfirmStatus_REQUESTREJECTED = 5

Definition at line 3147 of file FixValues.h.

const int FIX::ConfirmTransType_CANCEL = 2

Definition at line 3499 of file FixValues.h.

const int FIX::ConfirmTransType_NEW = 0

Definition at line 3498 of file FixValues.h.

const int FIX::ConfirmTransType_REPLACE = 1

Definition at line 3497 of file FixValues.h.

const int FIX::ConfirmType_CONFIRMATION = 2

Definition at line 1489 of file FixValues.h.

const int FIX::ConfirmType_CONFIRMATION_REQUEST_REJECTED = 3

Definition at line 1490 of file FixValues.h.

const int FIX::ConfirmType_CONFIRMATIONREQUESTREJECTED = 3

Definition at line 1491 of file FixValues.h.

const int FIX::ConfirmType_STATUS = 1

Definition at line 1492 of file FixValues.h.

const char FIX::CONNECTION_TYPE[] = "ConnectionType"

Definition at line 42 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create(), FIX::Acceptor::initialize(), and FIX::SessionSettings::validate().

const int FIX::ContAmtType_COMMISSION = 2

Definition at line 1813 of file FixValues.h.

const int FIX::ContAmtType_COMMISSION_AMOUNT = 1

Definition at line 1817 of file FixValues.h.

const int FIX::ContAmtType_COMMISSION_PERCENT = 2

Definition at line 1838 of file FixValues.h.

const int FIX::ContAmtType_COMMISSIONAMT = 1

Definition at line 1805 of file FixValues.h.

const int FIX::ContAmtType_COMMISSIONPCT = 2

Definition at line 1820 of file FixValues.h.

const int FIX::ContAmtType_DILUTION_LEVY = 8

Definition at line 1816 of file FixValues.h.

const int FIX::ContAmtType_DILUTION_LEVY_AMOUNT = 7

Definition at line 1810 of file FixValues.h.

const int FIX::ContAmtType_DILUTION_LEVY_PERCENT = 8

Definition at line 1811 of file FixValues.h.

const int FIX::ContAmtType_DILUTIONLEVYAMT = 7

Definition at line 1815 of file FixValues.h.

const int FIX::ContAmtType_DILUTIONLEVYPCT = 8

Definition at line 1831 of file FixValues.h.

const int FIX::ContAmtType_DISCOUNT = 6

Definition at line 1822 of file FixValues.h.

const int FIX::ContAmtType_DISCOUNT_AMOUNT = 5

Definition at line 1812 of file FixValues.h.

const int FIX::ContAmtType_DISCOUNT_PERCENT = 6

Definition at line 1829 of file FixValues.h.

const int FIX::ContAmtType_DISCOUNTAMT = 5

Definition at line 1836 of file FixValues.h.

const int FIX::ContAmtType_DISCOUNTPCT = 6

Definition at line 1824 of file FixValues.h.

const int FIX::ContAmtType_EXIT_CHARGE = 10

Definition at line 1809 of file FixValues.h.

const int FIX::ContAmtType_EXIT_CHARGE_AMOUNT = 9

Definition at line 1826 of file FixValues.h.

const int FIX::ContAmtType_EXIT_CHARGE_PERCENT = 10

Definition at line 1828 of file FixValues.h.

const int FIX::ContAmtType_EXITCHARGEAMT = 9

Definition at line 1808 of file FixValues.h.

const int FIX::ContAmtType_EXITCHARGEPCT = 10

Definition at line 1819 of file FixValues.h.

const int FIX::ContAmtType_FUND_BASED_RENEWAL_COMMISSION = 11

Definition at line 1821 of file FixValues.h.

const int FIX::ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13 = 13

Definition at line 1825 of file FixValues.h.

const int FIX::ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14 = 14

Definition at line 1832 of file FixValues.h.

const int FIX::ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT = 11

Definition at line 1837 of file FixValues.h.

const int FIX::ContAmtType_FUNDBASEDRENEWALCOMM = 11

Definition at line 1806 of file FixValues.h.

const int FIX::ContAmtType_FUNDBASEDRENEWALCOMMAMTORD = 13

Definition at line 1823 of file FixValues.h.

const int FIX::ContAmtType_FUNDBASEDRENEWALCOMMAMTPROJ = 14

Definition at line 1833 of file FixValues.h.

const int FIX::ContAmtType_INITIAL_CHARGE = 4

Definition at line 1827 of file FixValues.h.

const int FIX::ContAmtType_INITIAL_CHARGE_AMOUNT = 3

Definition at line 1840 of file FixValues.h.

const int FIX::ContAmtType_INITIAL_CHARGE_PERCENT = 4

Definition at line 1814 of file FixValues.h.

const int FIX::ContAmtType_INITIALCHARGEAMT = 3

Definition at line 1830 of file FixValues.h.

const int FIX::ContAmtType_INITIALCHARGEPCT = 4

Definition at line 1807 of file FixValues.h.

const int FIX::ContAmtType_NET_SETTLEMENT_AMOUNT = 15

Definition at line 1818 of file FixValues.h.

const int FIX::ContAmtType_NETSETTLEMENTAMOUNT = 15

Definition at line 1834 of file FixValues.h.

const int FIX::ContAmtType_PROJECTED_FUND_VALUE = 12

Definition at line 1839 of file FixValues.h.

const int FIX::ContAmtType_PROJECTEDFUNDVALUE = 12

Definition at line 1835 of file FixValues.h.

const int FIX::ContingencyType_ONE_CANCELS_THE_OTHER = 1

Definition at line 67 of file FixValues.h.

const int FIX::ContingencyType_ONE_TRIGGERS_THE_OTHER = 2

Definition at line 66 of file FixValues.h.

const int FIX::ContingencyType_ONE_UPDATES_THE_OTHER_3 = 3

Definition at line 68 of file FixValues.h.

const int FIX::ContingencyType_ONE_UPDATES_THE_OTHER_4 = 4

Definition at line 65 of file FixValues.h.

const int FIX::ContractMultiplierUnit_DAYS = 2

Definition at line 2214 of file FixValues.h.

const int FIX::ContractMultiplierUnit_HOURS = 1

Definition at line 2213 of file FixValues.h.

const int FIX::ContractMultiplierUnit_SHARES = 0

Definition at line 2212 of file FixValues.h.

const char FIX::CorporateAction_CASH_DIVIDEND = 'F'

Definition at line 4178 of file FixValues.h.

const char FIX::CorporateAction_CUSIP = 'U'

Definition at line 4191 of file FixValues.h.

const char FIX::CorporateAction_EX_DISTRIBUTION = 'B'

Definition at line 4185 of file FixValues.h.

const char FIX::CorporateAction_EX_DIVIDEND = 'A'

Definition at line 4186 of file FixValues.h.

const char FIX::CorporateAction_EX_INTEREST = 'E'

Definition at line 4176 of file FixValues.h.

const char FIX::CorporateAction_EX_RIGHTS = 'C'

Definition at line 4184 of file FixValues.h.

const char FIX::CorporateAction_EXDIST = 'B'

Definition at line 4183 of file FixValues.h.

const char FIX::CorporateAction_EXDIVIDEND = 'A'

Definition at line 4175 of file FixValues.h.

const char FIX::CorporateAction_EXINTEREST = 'E'

Definition at line 4189 of file FixValues.h.

const char FIX::CorporateAction_EXRIGHTS = 'C'

Definition at line 4193 of file FixValues.h.

const char FIX::CorporateAction_LEAP_ROLLOVER = 'V'

Definition at line 4192 of file FixValues.h.

const char FIX::CorporateAction_LIQUIDATION_REORGANIZATION = 'L'

Definition at line 4177 of file FixValues.h.

const char FIX::CorporateAction_MERGER_REORGANIZATION = 'M'

Definition at line 4167 of file FixValues.h.

const char FIX::CorporateAction_NEW = 'D'

Definition at line 4169 of file FixValues.h.

const char FIX::CorporateAction_NON_INTEGER_STOCK_SPLIT = 'H'

Definition at line 4190 of file FixValues.h.

const char FIX::CorporateAction_POSITION_CONSOLIDATION = 'K'

Definition at line 4173 of file FixValues.h.

const char FIX::CorporateAction_REVERSE_STOCK_SPLIT = 'I'

Definition at line 4172 of file FixValues.h.

const char FIX::CorporateAction_RIGHTS_OFFERING = 'N'

Definition at line 4180 of file FixValues.h.

const char FIX::CorporateAction_SHAREHOLDER_MEETING = 'O'

Definition at line 4181 of file FixValues.h.

const char FIX::CorporateAction_SPECIAL_ACTION = 'S'

Definition at line 4188 of file FixValues.h.

const char FIX::CorporateAction_SPINOFF = 'P'

Definition at line 4174 of file FixValues.h.

const char FIX::CorporateAction_STANDARD_INTEGER_STOCK_SPLIT = 'J'

Definition at line 4179 of file FixValues.h.

const char FIX::CorporateAction_STOCK_DIVIDEND = 'G'

Definition at line 4171 of file FixValues.h.

const char FIX::CorporateAction_SUCCESSION_EVENT = 'W'

Definition at line 4170 of file FixValues.h.

const char FIX::CorporateAction_SYMBOL_CONVERSION = 'T'

Definition at line 4168 of file FixValues.h.

const char FIX::CorporateAction_TENDER_OFFER = 'Q'

Definition at line 4187 of file FixValues.h.

const char FIX::CorporateAction_WARRANT = 'R'

Definition at line 4182 of file FixValues.h.

const int FIX::CoveredOrUncovered_COVERED = 0

Definition at line 551 of file FixValues.h.

const int FIX::CoveredOrUncovered_UNCOVERED = 1

Definition at line 552 of file FixValues.h.

const int FIX::CPProgram_3 = 1

Definition at line 1581 of file FixValues.h.

const int FIX::CPProgram_3A3 = 1

Definition at line 1579 of file FixValues.h.

const int FIX::CPProgram_4 = 2

Definition at line 1583 of file FixValues.h.

const int FIX::CPProgram_42 = 2

Definition at line 1582 of file FixValues.h.

const int FIX::CPProgram_OTHER = 99

Definition at line 1580 of file FixValues.h.

const int FIX::CrossPrioritization_BUY_SIDE_IS_PRIORITIZED = 1

Definition at line 4455 of file FixValues.h.

const int FIX::CrossPrioritization_BUY_SIDE_PRIORITIZED = 1

Definition at line 4457 of file FixValues.h.

const int FIX::CrossPrioritization_BUYSIDE_PRIORITIZED = 1

Definition at line 4461 of file FixValues.h.

const int FIX::CrossPrioritization_NONE = 0

Definition at line 4459 of file FixValues.h.

const int FIX::CrossPrioritization_SELL_SIDE_IS_PRIORITIZED = 2

Definition at line 4456 of file FixValues.h.

const int FIX::CrossPrioritization_SELL_SIDE_PRIORITIZED = 2

Definition at line 4458 of file FixValues.h.

const int FIX::CrossPrioritization_SELLSIDE_PRIORITIZED = 2

Definition at line 4460 of file FixValues.h.

const int FIX::CrossType_CROSS_AON = 1

Definition at line 2105 of file FixValues.h.

const int FIX::CrossType_CROSS_IOC = 2

Definition at line 2113 of file FixValues.h.

const int FIX::CrossType_CROSS_ONE_SIDE = 3

Definition at line 2110 of file FixValues.h.

const int FIX::CrossType_CROSS_SAME_PRICE = 4

Definition at line 2111 of file FixValues.h.

const int FIX::CrossType_CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE = 4

Definition at line 2109 of file FixValues.h.

const int FIX::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

Definition at line 2107 of file FixValues.h.

const int FIX::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

Definition at line 2116 of file FixValues.h.

const int FIX::CrossType_CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE_ONE_SIDE_OF_THE_CROSS_IS_FULLY_EXECUTED = 3

Definition at line 2106 of file FixValues.h.

const int FIX::CrossType_CROSSAON = 1

Definition at line 2108 of file FixValues.h.

const int FIX::CrossType_CROSSIOC = 2

Definition at line 2114 of file FixValues.h.

const int FIX::CrossType_CROSSONESIDE = 3

Definition at line 2115 of file FixValues.h.

const int FIX::CrossType_CROSSSAMEPRICE = 4

Definition at line 2112 of file FixValues.h.

const int FIX::CustomerOrFirm_CUSTOMER = 0

Definition at line 981 of file FixValues.h.

const int FIX::CustomerOrFirm_FIRM = 1

Definition at line 980 of file FixValues.h.

const int FIX::CustOrderCapacity_ALL_OTHER = 4

Definition at line 1652 of file FixValues.h.

const int FIX::CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2

Definition at line 1649 of file FixValues.h.

const int FIX::CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3

Definition at line 1651 of file FixValues.h.

const int FIX::CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1

Definition at line 1650 of file FixValues.h.

const char FIX::CustOrderHandlingInst_ADD_ON_ORDER[] = "ADD"

Definition at line 2858 of file FixValues.h.

const char FIX::CustOrderHandlingInst_ALL_OR_NONE[] = "AON"

Definition at line 2853 of file FixValues.h.

const char FIX::CustOrderHandlingInst_CASH_NOT_HELD[] = "CNH"

Definition at line 2861 of file FixValues.h.

const char FIX::CustOrderHandlingInst_DIRECTED_ORDER[] = "DIR"

Definition at line 2855 of file FixValues.h.

const char FIX::CustOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION[] = "E.W"

Definition at line 2872 of file FixValues.h.

const char FIX::CustOrderHandlingInst_FILL_OR_KILL[] = "FOK"

Definition at line 2852 of file FixValues.h.

const char FIX::CustOrderHandlingInst_IMBALANCE_ONLY[] = "IO"

Definition at line 2871 of file FixValues.h.

const char FIX::CustOrderHandlingInst_IMMEDIATE_OR_CANCEL[] = "IOC"

Definition at line 2865 of file FixValues.h.

const char FIX::CustOrderHandlingInst_LIMIT_ON_CLOSE[] = "LOC"

Definition at line 2864 of file FixValues.h.

const char FIX::CustOrderHandlingInst_LIMIT_ON_OPEN[] = "LOO"

Definition at line 2860 of file FixValues.h.

const char FIX::CustOrderHandlingInst_MARKET_AT_CLOSE[] = "MAC"

Definition at line 2859 of file FixValues.h.

const char FIX::CustOrderHandlingInst_MARKET_AT_OPEN[] = "MAO"

Definition at line 2870 of file FixValues.h.

const char FIX::CustOrderHandlingInst_MARKET_ON_CLOSE[] = "MOC"

Definition at line 2862 of file FixValues.h.

const char FIX::CustOrderHandlingInst_MARKET_ON_OPEN[] = "MOO"

Definition at line 2850 of file FixValues.h.

const char FIX::CustOrderHandlingInst_MINIMUM_QUANTITY[] = "MQT"

Definition at line 2869 of file FixValues.h.

const char FIX::CustOrderHandlingInst_NOT_HELD[] = "NH"

Definition at line 2854 of file FixValues.h.

const char FIX::CustOrderHandlingInst_OVER_THE_DAY[] = "OVD"

Definition at line 2857 of file FixValues.h.

const char FIX::CustOrderHandlingInst_PEGGED[] = "PEG"

Definition at line 2849 of file FixValues.h.

const char FIX::CustOrderHandlingInst_RESERVE_SIZE_ORDER[] = "RSV"

Definition at line 2868 of file FixValues.h.

const char FIX::CustOrderHandlingInst_SCALE[] = "SCL"

Definition at line 2851 of file FixValues.h.

const char FIX::CustOrderHandlingInst_STOP_STOCK_TRANSACTION[] = "S.W"

Definition at line 2856 of file FixValues.h.

const char FIX::CustOrderHandlingInst_TIME_ORDER[] = "TMO"

Definition at line 2863 of file FixValues.h.

const char FIX::CustOrderHandlingInst_TRAILING_STOP[] = "TS"

Definition at line 2866 of file FixValues.h.

const char FIX::CustOrderHandlingInst_WORK[] = "WRK"

Definition at line 2867 of file FixValues.h.

const int FIX::CxlRejReason_ALREADYPENDINGCXL = 3

Definition at line 1238 of file FixValues.h.

const int FIX::CxlRejReason_BROKER = 2

Definition at line 1240 of file FixValues.h.

const int FIX::CxlRejReason_BROKER_OPTION = 2

Definition at line 1241 of file FixValues.h.

const int FIX::CxlRejReason_BROKEROPT = 2

Definition at line 1237 of file FixValues.h.

const int FIX::CxlRejReason_DUPCLORDID = 6

Definition at line 1230 of file FixValues.h.

const int FIX::CxlRejReason_DUPLICATE_CLORDID = 6

Definition at line 1227 of file FixValues.h.

const int FIX::CxlRejReason_DUPLICATE_CLORDID_RECEIVED = 6

Definition at line 1231 of file FixValues.h.

const int FIX::CxlRejReason_INVALID_PRICE_INCREMENT = 18

Definition at line 1236 of file FixValues.h.

const int FIX::CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS = 3

Definition at line 1243 of file FixValues.h.

const int FIX::CxlRejReason_ORIGORDMODTIME = 5

Definition at line 1235 of file FixValues.h.

const int FIX::CxlRejReason_ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER = 5

Definition at line 1246 of file FixValues.h.

const int FIX::CxlRejReason_ORIGORDMODTIMEMISMATCH = 5

Definition at line 1245 of file FixValues.h.

const int FIX::CxlRejReason_OTHER = 99

Definition at line 1239 of file FixValues.h.

const int FIX::CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE = 7

Definition at line 1229 of file FixValues.h.

const int FIX::CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 8

Definition at line 1244 of file FixValues.h.

const int FIX::CxlRejReason_TOO_LATE_TO_CANCEL = 0

Definition at line 1233 of file FixValues.h.

const int FIX::CxlRejReason_TOOLATE = 0

Definition at line 1234 of file FixValues.h.

const int FIX::CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST = 4

Definition at line 1242 of file FixValues.h.

const int FIX::CxlRejReason_UNABLETOPROCESS = 4

Definition at line 1228 of file FixValues.h.

const int FIX::CxlRejReason_UNKNOWN = 1

Definition at line 1247 of file FixValues.h.

const int FIX::CxlRejReason_UNKNOWN_ORDER = 1

Definition at line 1232 of file FixValues.h.

const char FIX::CxlRejResponseTo_ORDCXLREPREQ = '2'

Definition at line 2352 of file FixValues.h.

const char FIX::CxlRejResponseTo_ORDCXLREQ = '1'

Definition at line 2355 of file FixValues.h.

const char FIX::CxlRejResponseTo_ORDER_CANCEL_REPLACE_REQUEST = '2'

Definition at line 2354 of file FixValues.h.

const char FIX::CxlRejResponseTo_ORDER_CANCEL_REQUEST = '1'

Definition at line 2353 of file FixValues.h.

const char FIX::CxlType_FULL_REMAINING_QUANTITY = 'F'

Definition at line 4423 of file FixValues.h.

const char FIX::CxlType_PARTIAL_CANCEL = 'P'

Definition at line 4422 of file FixValues.h.

const char FIX::DATA_DICTIONARY[] = "DataDictionary"

Definition at line 46 of file SessionSettings.h.

Referenced by FIX::SessionFactory::processFixDataDictionary().

const char FIX::DayBookingInst_ACCUMULATE = '2'

Definition at line 1560 of file FixValues.h.

const char FIX::DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR = '0'

Definition at line 1559 of file FixValues.h.

const char FIX::DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR_AUTO = '0'

Definition at line 1562 of file FixValues.h.

const char FIX::DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING = '1'

Definition at line 1563 of file FixValues.h.

const char FIX::DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING_SPEAK_FIRST = '1'

Definition at line 1561 of file FixValues.h.

const char FIX::DealingCapacity_AGENT = 'A'

Definition at line 812 of file FixValues.h.

const char FIX::DealingCapacity_PRINCIPAL = 'P'

Definition at line 811 of file FixValues.h.

const char FIX::DealingCapacity_RISKLESS_PRINCIPAL = 'R'

Definition at line 810 of file FixValues.h.

const char FIX::DEFAULT_APPLVERID[] = "DefaultApplVerID"

Definition at line 41 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create(), and FIX::SessionFactory::processFixtDataDictionaries().

const char FIX::DeleteReason_CANCELATION = '0'

Definition at line 2572 of file FixValues.h.

const char FIX::DeleteReason_CANCELLATION = '0'

Definition at line 2570 of file FixValues.h.

const char FIX::DeleteReason_CANCELTRADEBUST = '0'

Definition at line 2571 of file FixValues.h.

const char FIX::DeleteReason_ERROR = '1'

Definition at line 2573 of file FixValues.h.

const int FIX::DeliveryForm_BEARER = 2

Definition at line 9 of file FixValues.h.

const int FIX::DeliveryForm_BOOK_ENTRY = 1

Definition at line 10 of file FixValues.h.

const int FIX::DeliveryForm_BOOKENTRY = 1

Definition at line 8 of file FixValues.h.

const int FIX::DeliveryType_FREE = 1

Definition at line 2559 of file FixValues.h.

const int FIX::DeliveryType_FREE_DELIVER = 1

Definition at line 2563 of file FixValues.h.

const int FIX::DeliveryType_HOLD_IN_CUSTODY = 3

Definition at line 2558 of file FixValues.h.

const int FIX::DeliveryType_HOLDINCUSTODY = 3

Definition at line 2560 of file FixValues.h.

const int FIX::DeliveryType_TRI_PARTY = 2

Definition at line 2557 of file FixValues.h.

const int FIX::DeliveryType_TRIPARTY = 2

Definition at line 2564 of file FixValues.h.

const int FIX::DeliveryType_VERSUS_PAYMENT_DELIVER = 0

Definition at line 2562 of file FixValues.h.

const int FIX::DeliveryType_VERSUSPAYMENT = 0

Definition at line 2561 of file FixValues.h.

const int FIX::DerivativeSecurityListRequestType_ALL_SECURITIES = 4

Definition at line 2350 of file FixValues.h.

const int FIX::DerivativeSecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 8

Definition at line 2343 of file FixValues.h.

const int FIX::DerivativeSecurityListRequestType_PRODUCT = 2

Definition at line 2351 of file FixValues.h.

const int FIX::DerivativeSecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE = 1

Definition at line 2347 of file FixValues.h.

const int FIX::DerivativeSecurityListRequestType_SYMBOL = 0

Definition at line 2348 of file FixValues.h.

const int FIX::DerivativeSecurityListRequestType_TRADINGSESSIONID = 3

Definition at line 2349 of file FixValues.h.

const int FIX::DerivativeSecurityListRequestType_UNDELYINGSYMBOL = 5

Definition at line 2344 of file FixValues.h.

const int FIX::DerivativeSecurityListRequestType_UNDERLYING_PRODUCT = 7

Definition at line 2345 of file FixValues.h.

const int FIX::DerivativeSecurityListRequestType_UNDERLYING_SECURITYTYPE_AND_OR_CFICODE = 6

Definition at line 2346 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_ADD_ON_ORDER[] = "ADD"

Definition at line 3886 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_ALL_OR_NONE[] = "AON"

Definition at line 3881 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_CASH_NOT_HELD[] = "CNH"

Definition at line 3889 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_DIRECTED_ORDER[] = "DIR"

Definition at line 3883 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION[] = "E.W"

Definition at line 3900 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_FILL_OR_KILL[] = "FOK"

Definition at line 3880 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_IMBALANCE_ONLY[] = "IO"

Definition at line 3899 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_IMMEDIATE_OR_CANCEL[] = "IOC"

Definition at line 3893 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_LIMIT_ON_CLOSE[] = "LOC"

Definition at line 3892 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_LIMIT_ON_OPEN[] = "LOO"

Definition at line 3888 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_MARKET_AT_CLOSE[] = "MAC"

Definition at line 3887 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_MARKET_AT_OPEN[] = "MAO"

Definition at line 3898 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_MARKET_ON_CLOSE[] = "MOC"

Definition at line 3890 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_MARKET_ON_OPEN[] = "MOO"

Definition at line 3878 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_MINIMUM_QUANTITY[] = "MQT"

Definition at line 3897 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_NOT_HELD[] = "NH"

Definition at line 3882 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_OVER_THE_DAY[] = "OVD"

Definition at line 3885 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_PEGGED[] = "PEG"

Definition at line 3877 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_RESERVE_SIZE_ORDER[] = "RSV"

Definition at line 3896 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_SCALE[] = "SCL"

Definition at line 3879 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_STOP_STOCK_TRANSACTION[] = "S.W"

Definition at line 3884 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_TIME_ORDER[] = "TMO"

Definition at line 3891 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_TRAILING_STOP[] = "TS"

Definition at line 3894 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_WORK[] = "WRK"

Definition at line 3895 of file FixValues.h.

const char FIX::DeskType_AGENCY[] = "A"

Definition at line 2187 of file FixValues.h.

const char FIX::DeskType_ARBITRAGE[] = "AR"

Definition at line 2181 of file FixValues.h.

const char FIX::DeskType_DERIVATIVES[] = "D"

Definition at line 2183 of file FixValues.h.

const char FIX::DeskType_INSTITUTIONAL[] = "IS"

Definition at line 2185 of file FixValues.h.

const char FIX::DeskType_INTERNATIONAL[] = "IN"

Definition at line 2186 of file FixValues.h.

const char FIX::DeskType_OTHER[] = "O"

Definition at line 2189 of file FixValues.h.

const char FIX::DeskType_PREFERRED_TRADING[] = "PF"

Definition at line 2188 of file FixValues.h.

const char FIX::DeskType_PROGRAM_TRADING[] = "PT"

Definition at line 2190 of file FixValues.h.

const char FIX::DeskType_PROPRIETARY[] = "PR"

Definition at line 2180 of file FixValues.h.

const char FIX::DeskType_SALES[] = "S"

Definition at line 2184 of file FixValues.h.

const char FIX::DeskType_TRADING[] = "T"

Definition at line 2182 of file FixValues.h.

const int FIX::DeskTypeSource_NASD_OATS = 1

Definition at line 4424 of file FixValues.h.

const char FIX::DiscretionInst_AVERAGE_PRICE_GUARANTEE = '7'

Definition at line 4449 of file FixValues.h.

const char FIX::DiscretionInst_RELATED_TO_DISPLAYED_PRICE = '0'

Definition at line 4447 of file FixValues.h.

const char FIX::DiscretionInst_RELATED_TO_LAST_TRADE_PRICE = '5'

Definition at line 4453 of file FixValues.h.

const char FIX::DiscretionInst_RELATED_TO_LOCAL_PRIMARY_PRICE = '3'

Definition at line 4454 of file FixValues.h.

const char FIX::DiscretionInst_RELATED_TO_MARKET_PRICE = '1'

Definition at line 4442 of file FixValues.h.

const char FIX::DiscretionInst_RELATED_TO_MIDPOINT_PRICE = '4'

Definition at line 4445 of file FixValues.h.

const char FIX::DiscretionInst_RELATED_TO_PRIMARY_PRICE = '2'

Definition at line 4448 of file FixValues.h.

const char FIX::DiscretionInst_RELATED_TO_VWAP = '6'

Definition at line 4444 of file FixValues.h.

const char FIX::DiscretionInst_RELDISPPX = '0'

Definition at line 4446 of file FixValues.h.

const char FIX::DiscretionInst_RELLOCPRIMPX = '3'

Definition at line 4441 of file FixValues.h.

const char FIX::DiscretionInst_RELLSTPX = '5'

Definition at line 4452 of file FixValues.h.

const char FIX::DiscretionInst_RELMIDPX = '4'

Definition at line 4443 of file FixValues.h.

const char FIX::DiscretionInst_RELMKTPX = '1'

Definition at line 4450 of file FixValues.h.

const char FIX::DiscretionInst_RELPRIMPX = '2'

Definition at line 4451 of file FixValues.h.

const char FIX::DiscretionInst_RELVWAP = '6'

Definition at line 4440 of file FixValues.h.

const int FIX::DiscretionLimitType_OR_BETTER = 0

Definition at line 1445 of file FixValues.h.

const int FIX::DiscretionLimitType_OR_WORSE = 2

Definition at line 1446 of file FixValues.h.

const int FIX::DiscretionLimitType_ORBETTER = 0

Definition at line 1447 of file FixValues.h.

const int FIX::DiscretionLimitType_ORWORSE = 2

Definition at line 1444 of file FixValues.h.

const int FIX::DiscretionLimitType_STRICT = 1

Definition at line 1443 of file FixValues.h.

const int FIX::DiscretionMoveType_FIXED = 1

Definition at line 1315 of file FixValues.h.

const int FIX::DiscretionMoveType_FLOATING = 0

Definition at line 1314 of file FixValues.h.

const int FIX::DiscretionOffsetType_BASIS_POINTS = 1

Definition at line 3496 of file FixValues.h.

const int FIX::DiscretionOffsetType_BASISPOINTS = 1

Definition at line 3492 of file FixValues.h.

const int FIX::DiscretionOffsetType_PRICE = 0

Definition at line 3491 of file FixValues.h.

const int FIX::DiscretionOffsetType_PRICE_TIER = 3

Definition at line 3493 of file FixValues.h.

const int FIX::DiscretionOffsetType_PRICETIERLEVEL = 3

Definition at line 3495 of file FixValues.h.

const int FIX::DiscretionOffsetType_TICKS = 2

Definition at line 3494 of file FixValues.h.

const int FIX::DiscretionRoundDirection_MORE_AGGRESSIVE = 1

Definition at line 4427 of file FixValues.h.

const int FIX::DiscretionRoundDirection_MORE_PASSIVE = 2

Definition at line 4428 of file FixValues.h.

const int FIX::DiscretionRoundDirection_MOREAGGRESSIVE = 1

Definition at line 4426 of file FixValues.h.

const int FIX::DiscretionRoundDirection_MOREPASSIVE = 2

Definition at line 4425 of file FixValues.h.

const int FIX::DiscretionScope_GLOBAL = 3

Definition at line 4375 of file FixValues.h.

const int FIX::DiscretionScope_LOCAL = 1

Definition at line 4372 of file FixValues.h.

const int FIX::DiscretionScope_LOCALEXCHANGEECNATS = 1

Definition at line 4377 of file FixValues.h.

const int FIX::DiscretionScope_NATIONAL = 2

Definition at line 4376 of file FixValues.h.

const int FIX::DiscretionScope_NATIONAL_EXCLUDING_LOCAL = 4

Definition at line 4373 of file FixValues.h.

const int FIX::DiscretionScope_NATIONALEXCLUDINGLOCAL = 4

Definition at line 4374 of file FixValues.h.

const char FIX::DisplayMethod_INITIAL = '1'

Definition at line 3735 of file FixValues.h.

const char FIX::DisplayMethod_NEW = '2'

Definition at line 3732 of file FixValues.h.

const char FIX::DisplayMethod_RANDOM = '3'

Definition at line 3734 of file FixValues.h.

const char FIX::DisplayMethod_UNDISCLOSED = '4'

Definition at line 3733 of file FixValues.h.

const char FIX::DisplayWhen_EXHAUST = '2'

Definition at line 225 of file FixValues.h.

const char FIX::DisplayWhen_IMMEDIATE = '1'

Definition at line 226 of file FixValues.h.

const int FIX::DistribPaymentMethod_ACH_CREDIT = 9

Definition at line 725 of file FixValues.h.

const int FIX::DistribPaymentMethod_ACHCREDIT = 9

Definition at line 728 of file FixValues.h.

const int FIX::DistribPaymentMethod_BPAY = 10

Definition at line 734 of file FixValues.h.

const int FIX::DistribPaymentMethod_CHEQUE = 5

Definition at line 731 of file FixValues.h.

const int FIX::DistribPaymentMethod_CLEARSTREAM = 4

Definition at line 735 of file FixValues.h.

const int FIX::DistribPaymentMethod_CREST = 1

Definition at line 733 of file FixValues.h.

const int FIX::DistribPaymentMethod_DIRECT_CREDIT = 8

Definition at line 732 of file FixValues.h.

const int FIX::DistribPaymentMethod_DIRECTCREDITBECSBACS = 8

Definition at line 736 of file FixValues.h.

const int FIX::DistribPaymentMethod_EUROCLEAR = 3

Definition at line 726 of file FixValues.h.

const int FIX::DistribPaymentMethod_FED_WIRE = 7

Definition at line 724 of file FixValues.h.

const int FIX::DistribPaymentMethod_FEDWIRE = 7

Definition at line 730 of file FixValues.h.

const int FIX::DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS = 11

Definition at line 739 of file FixValues.h.

const int FIX::DistribPaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS = 11

Definition at line 737 of file FixValues.h.

const int FIX::DistribPaymentMethod_NSCC = 2

Definition at line 738 of file FixValues.h.

const int FIX::DistribPaymentMethod_REINVEST_IN_FUND = 12

Definition at line 741 of file FixValues.h.

const int FIX::DistribPaymentMethod_REINVESTINFUND = 12

Definition at line 740 of file FixValues.h.

const int FIX::DistribPaymentMethod_TELEGRAPHIC_TRANSFER = 6

Definition at line 729 of file FixValues.h.

const int FIX::DistribPaymentMethod_TELEGRAPHICTRANSFER = 6

Definition at line 727 of file FixValues.h.

const char FIX::DKReason_CALCULATION_DIFFERENCE = 'F'

Definition at line 1263 of file FixValues.h.

const char FIX::DKReason_CALCULATIONDIFFERENCE = 'F'

Definition at line 1260 of file FixValues.h.

const char FIX::DKReason_NO_MATCHING_ORDER = 'D'

Definition at line 1252 of file FixValues.h.

const char FIX::DKReason_NOMATCH = 'D'

Definition at line 1264 of file FixValues.h.

const char FIX::DKReason_OTHER = 'Z'

Definition at line 1258 of file FixValues.h.

const char FIX::DKReason_PRICE_EXCEEDS_LIMIT = 'E'

Definition at line 1254 of file FixValues.h.

const char FIX::DKReason_PRICEEXCEEDSLIMIT = 'E'

Definition at line 1261 of file FixValues.h.

const char FIX::DKReason_QUANTITY_EXCEEDS_ORDER = 'C'

Definition at line 1256 of file FixValues.h.

const char FIX::DKReason_QUANTITYEXCEEDSORDER = 'C'

Definition at line 1255 of file FixValues.h.

const char FIX::DKReason_UNKNOWN_SYMBOL = 'A'

Definition at line 1257 of file FixValues.h.

const char FIX::DKReason_UNKNOWNSYMBOL = 'A'

Definition at line 1253 of file FixValues.h.

const char FIX::DKReason_WRONG_SIDE = 'B'

Definition at line 1262 of file FixValues.h.

const char FIX::DKReason_WRONGSIDE = 'B'

Definition at line 1259 of file FixValues.h.

const char FIX::DlvyInstType_CASH = 'C'

Definition at line 3506 of file FixValues.h.

const char FIX::DlvyInstType_SECURITIES = 'S'

Definition at line 3505 of file FixValues.h.

const char FIX::DueToRelated_NO = 'N'

Definition at line 1645 of file FixValues.h.

const char FIX::DueToRelated_YES = 'Y'

Definition at line 1646 of file FixValues.h.

const char FIX::EmailType_ADMIN_REPLY = '2'

Definition at line 71 of file FixValues.h.

const char FIX::EmailType_ADMINREPLY = '2'

Definition at line 72 of file FixValues.h.

const char FIX::EmailType_NEW = '0'

Definition at line 69 of file FixValues.h.

const char FIX::EmailType_REPLY = '1'

Definition at line 70 of file FixValues.h.

const int FIX::EncryptMethod_DES = 2

Definition at line 440 of file FixValues.h.

const int FIX::EncryptMethod_DESECBMODE = 2

Definition at line 443 of file FixValues.h.

const int FIX::EncryptMethod_NONE = 0

Definition at line 439 of file FixValues.h.

const int FIX::EncryptMethod_NONE_OTHER = 0

Definition at line 442 of file FixValues.h.

const int FIX::EncryptMethod_NONEOTHER = 0

Definition at line 433 of file FixValues.h.

const int FIX::EncryptMethod_PEM_DES_MD5 = 6

Definition at line 444 of file FixValues.h.

const int FIX::EncryptMethod_PEMDESMD5SEEAPPNOTEONFIXWEBSITENAFORFIXMLNOTUSED = 6

Definition at line 436 of file FixValues.h.

const int FIX::EncryptMethod_PGP_DES = 4

Definition at line 438 of file FixValues.h.

const int FIX::EncryptMethod_PGP_DES_MD5 = 5

Definition at line 430 of file FixValues.h.

const int FIX::EncryptMethod_PGPDESDEFUNCT = 4

Definition at line 435 of file FixValues.h.

const int FIX::EncryptMethod_PGPDESMD5SEEAPPNOTEONFIXWEBSITE = 5

Definition at line 431 of file FixValues.h.

const int FIX::EncryptMethod_PKCS = 1

Definition at line 437 of file FixValues.h.

const int FIX::EncryptMethod_PKCS_DES = 3

Definition at line 432 of file FixValues.h.

const int FIX::EncryptMethod_PKCSDESPROPRIETARY = 3

Definition at line 434 of file FixValues.h.

const int FIX::EncryptMethod_PKCSPROPRIETARY = 1

Definition at line 441 of file FixValues.h.

const char FIX::END_DAY[] = "EndDay"

Definition at line 53 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::END_TIME[] = "EndTime"

Definition at line 51 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const int FIX::EventType_ACTIVATION = 5

Definition at line 3025 of file FixValues.h.

const int FIX::EventType_CALL = 2

Definition at line 3039 of file FixValues.h.

const int FIX::EventType_FINAL_INVENTORY_DUE_DATE = 16

Definition at line 3032 of file FixValues.h.

const int FIX::EventType_FIRST_DELIVERY_DATE = 13

Definition at line 3021 of file FixValues.h.

const int FIX::EventType_FIRST_INTENT_DATE = 17

Definition at line 3024 of file FixValues.h.

const int FIX::EventType_INACTIVIATION = 6

Definition at line 3034 of file FixValues.h.

const int FIX::EventType_INITIAL_INVENTORY_DUE_DATE = 15

Definition at line 3023 of file FixValues.h.

const int FIX::EventType_LAST_DELIVERY_DATE = 14

Definition at line 3029 of file FixValues.h.

const int FIX::EventType_LAST_ELIGIBLE_TRADE_DATE = 7

Definition at line 3020 of file FixValues.h.

const int FIX::EventType_LAST_INTENT_DATE = 18

Definition at line 3037 of file FixValues.h.

const int FIX::EventType_OTHER = 99

Definition at line 3033 of file FixValues.h.

const int FIX::EventType_POSITION_REMOVAL_DATE = 19

Definition at line 3030 of file FixValues.h.

const int FIX::EventType_PUT = 1

Definition at line 3026 of file FixValues.h.

const int FIX::EventType_SINKING_FUND_CALL = 4

Definition at line 3038 of file FixValues.h.

const int FIX::EventType_SINKINGFUNDCALL = 4

Definition at line 3035 of file FixValues.h.

const int FIX::EventType_SWAP_END_DATE = 9

Definition at line 3036 of file FixValues.h.

const int FIX::EventType_SWAP_NEXT_ROLL_DATE = 12

Definition at line 3028 of file FixValues.h.

const int FIX::EventType_SWAP_NEXT_START_DATE = 11

Definition at line 3019 of file FixValues.h.

const int FIX::EventType_SWAP_ROLL_DATE = 10

Definition at line 3031 of file FixValues.h.

const int FIX::EventType_SWAP_START_DATE = 8

Definition at line 3027 of file FixValues.h.

const int FIX::EventType_TENDER = 3

Definition at line 3022 of file FixValues.h.

const char FIX::ExchangeForPhysical_NO = 'N'

Definition at line 3811 of file FixValues.h.

const char FIX::ExchangeForPhysical_YES = 'Y'

Definition at line 3812 of file FixValues.h.

const char FIX::ExDestination_NONE = '0'

Definition at line 3205 of file FixValues.h.

const char FIX::ExDestination_POSIT = '4'

Definition at line 3204 of file FixValues.h.

const char FIX::ExDestinationIDSource_BIC = 'B'

Definition at line 783 of file FixValues.h.

const char FIX::ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER = 'C'

Definition at line 782 of file FixValues.h.

const char FIX::ExDestinationIDSource_ISO_COUNTRY_CODE = 'E'

Definition at line 785 of file FixValues.h.

const char FIX::ExDestinationIDSource_MIC = 'G'

Definition at line 784 of file FixValues.h.

const char FIX::ExDestinationIDSource_PROPRIETARY = 'D'

Definition at line 781 of file FixValues.h.

const char FIX::ExecAckStatus_ACCEPTED = '1'

Definition at line 4419 of file FixValues.h.

const char FIX::ExecAckStatus_DONT_KNOW = '2'

Definition at line 4418 of file FixValues.h.

const char FIX::ExecAckStatus_RECEIVED_NOT_YET_PROCESSED = '0'

Definition at line 4417 of file FixValues.h.

const char FIX::ExecInst_ALL_OR_NONE = 'G'

Definition at line 2966 of file FixValues.h.

const char FIX::ExecInst_AON = 'G'

Definition at line 2896 of file FixValues.h.

const char FIX::ExecInst_BEST_EXECUTION = 'k'

Definition at line 2924 of file FixValues.h.

const char FIX::ExecInst_CALL_FIRST = 'C'

Definition at line 2950 of file FixValues.h.

const char FIX::ExecInst_CALLFIRST = 'C'

Definition at line 2962 of file FixValues.h.

const char FIX::ExecInst_CANCEL_IF_NOT_BEST = 'Z'

Definition at line 2972 of file FixValues.h.

const char FIX::ExecInst_CANCEL_ON_CONNECTION_LOSS = 'o'

Definition at line 2970 of file FixValues.h.

const char FIX::ExecInst_CANCEL_ON_SYSTEM_FAILURE = 'Q'

Definition at line 2947 of file FixValues.h.

const char FIX::ExecInst_CANCEL_ON_TRADING_HALT = 'K'

Definition at line 2977 of file FixValues.h.

const char FIX::ExecInst_CANCELONSYSFAIL = 'Q'

Definition at line 2946 of file FixValues.h.

const char FIX::ExecInst_CANCELONTRADINGHALT = 'K'

Definition at line 2945 of file FixValues.h.

const char FIX::ExecInst_CUSTDISPINST = 'U'

Definition at line 2903 of file FixValues.h.

const char FIX::ExecInst_CUSTOMER_DISPLAY_INSTRUCTION = 'U'

Definition at line 2959 of file FixValues.h.

const char FIX::ExecInst_CXLIFNOTBEST = 'Z'

Definition at line 2974 of file FixValues.h.

const char FIX::ExecInst_DNI = 'E'

Definition at line 2929 of file FixValues.h.

const char FIX::ExecInst_DNR = 'F'

Definition at line 2979 of file FixValues.h.

const char FIX::ExecInst_DO_NOT_INCREASE = 'E'

Definition at line 2912 of file FixValues.h.

const char FIX::ExecInst_DO_NOT_REDUCE = 'F'

Definition at line 2964 of file FixValues.h.

const char FIX::ExecInst_EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED = 'r'

Definition at line 2952 of file FixValues.h.

const char FIX::ExecInst_EXECUTE_AS_DURATION_NEUTRAL = 's'

Definition at line 2890 of file FixValues.h.

const char FIX::ExecInst_EXECUTE_AS_FX_NEUTRAL = 't'

Definition at line 2902 of file FixValues.h.

const char FIX::ExecInst_EXTERNAL_ROUTING_ALLOWED = 'g'

Definition at line 2956 of file FixValues.h.

const char FIX::ExecInst_EXTERNAL_ROUTING_NOT_ALLOWED = 'h'

Definition at line 2971 of file FixValues.h.

const char FIX::ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 'T'

Definition at line 2915 of file FixValues.h.

const char FIX::ExecInst_GO_ALONG = '3'

Definition at line 2910 of file FixValues.h.

const char FIX::ExecInst_GOALONG = '3'

Definition at line 2932 of file FixValues.h.

const char FIX::ExecInst_HELD = '5'

Definition at line 2934 of file FixValues.h.

const char FIX::ExecInst_IGNORE_PRICE_VALIDITY_CHECKS = 'c'

Definition at line 2918 of file FixValues.h.

const char FIX::ExecInst_IGNOREPRICECHK = 'c'

Definition at line 2904 of file FixValues.h.

const char FIX::ExecInst_IMBALANCE_ONLY = 'i'

Definition at line 2976 of file FixValues.h.

const char FIX::ExecInst_INSTITONLY = 'I'

Definition at line 2911 of file FixValues.h.

const char FIX::ExecInst_INSTITUTIONS_ONLY = 'I'

Definition at line 2943 of file FixValues.h.

const char FIX::ExecInst_INTERMARKET_SWEEP = 'f'

Definition at line 2917 of file FixValues.h.

const char FIX::ExecInst_LAST_PEG = 'L'

Definition at line 2961 of file FixValues.h.

const char FIX::ExecInst_LASTPEG = 'L'

Definition at line 2920 of file FixValues.h.

const char FIX::ExecInst_MARKET_PEG = 'P'

Definition at line 2948 of file FixValues.h.

const char FIX::ExecInst_MARKPEG = 'P'

Definition at line 2899 of file FixValues.h.

const char FIX::ExecInst_MID_PRICE_PEG = 'M'

Definition at line 2965 of file FixValues.h.

const char FIX::ExecInst_MIDPRCPEG = 'M'

Definition at line 2900 of file FixValues.h.

const char FIX::ExecInst_NETTING = 'V'

Definition at line 2975 of file FixValues.h.

const char FIX::ExecInst_NO_CROSS = 'A'

Definition at line 2893 of file FixValues.h.

const char FIX::ExecInst_NOCROSS = 'A'

Definition at line 2935 of file FixValues.h.

const char FIX::ExecInst_NON_NEGOTIABLE = 'N'

Definition at line 2954 of file FixValues.h.

const char FIX::ExecInst_NONNEGO = 'N'

Definition at line 2923 of file FixValues.h.

const char FIX::ExecInst_NOT_HELD = '1'

Definition at line 2944 of file FixValues.h.

const char FIX::ExecInst_NOTHELD = '1'

Definition at line 2926 of file FixValues.h.

const char FIX::ExecInst_OK_TO_CROSS = 'B'

Definition at line 2907 of file FixValues.h.

const char FIX::ExecInst_OKCROSS = 'B'

Definition at line 2901 of file FixValues.h.

const char FIX::ExecInst_OPENING_PEG = 'O'

Definition at line 2967 of file FixValues.h.

const char FIX::ExecInst_OPENPEG = 'O'

Definition at line 2938 of file FixValues.h.

const char FIX::ExecInst_OVER_THE_DAY = '4'

Definition at line 2941 of file FixValues.h.

const char FIX::ExecInst_OVERDAY = '4'

Definition at line 2960 of file FixValues.h.

const char FIX::ExecInst_PARTICIPANT_DONT_INITIATE = '6'

Definition at line 2891 of file FixValues.h.

const char FIX::ExecInst_PARTICIPATE_DONT_INITIATE = '6'

Definition at line 2919 of file FixValues.h.

const char FIX::ExecInst_PARTNOTINIT = '6'

Definition at line 2973 of file FixValues.h.

const char FIX::ExecInst_PEG_TO_LIMIT_PRICE = 'd'

Definition at line 2889 of file FixValues.h.

const char FIX::ExecInst_PEG_TO_VWAP = 'W'

Definition at line 2921 of file FixValues.h.

const char FIX::ExecInst_PEGTOLIMIT = 'd'

Definition at line 2951 of file FixValues.h.

const char FIX::ExecInst_PEGVWAP = 'W'

Definition at line 2894 of file FixValues.h.

const char FIX::ExecInst_PERCENT_OF_VOLUME = 'D'

Definition at line 2931 of file FixValues.h.

const char FIX::ExecInst_PERCVOL = 'D'

Definition at line 2968 of file FixValues.h.

const char FIX::ExecInst_PRIMARY_PEG = 'R'

Definition at line 2922 of file FixValues.h.

const char FIX::ExecInst_PRIMPEG = 'R'

Definition at line 2983 of file FixValues.h.

const char FIX::ExecInst_REINSTATE_ON_CONNECTION_LOSS = 'n'

Definition at line 2928 of file FixValues.h.

const char FIX::ExecInst_REINSTATE_ON_SYSTEM_FAILUE = 'H'

Definition at line 2963 of file FixValues.h.

const char FIX::ExecInst_REINSTATE_ON_SYSTEM_FAILURE = 'H'

Definition at line 2909 of file FixValues.h.

const char FIX::ExecInst_REINSTATE_ON_TRADING_HALT = 'J'

Definition at line 2892 of file FixValues.h.

const char FIX::ExecInst_RELEASE_FROM_SUSPENSION = 'q'

Definition at line 2936 of file FixValues.h.

const char FIX::ExecInst_RESTATEONSYSFAIL = 'H'

Definition at line 2982 of file FixValues.h.

const char FIX::ExecInst_RESTATEONTRADINGHALT = 'J'

Definition at line 2942 of file FixValues.h.

const char FIX::ExecInst_SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE = 'j'

Definition at line 2953 of file FixValues.h.

const char FIX::ExecInst_STAY_ON_BID_SIDE = '9'

Definition at line 2925 of file FixValues.h.

const char FIX::ExecInst_STAY_ON_BIDSIDE = '9'

Definition at line 2939 of file FixValues.h.

const char FIX::ExecInst_STAY_ON_OFFER_SIDE = '0'

Definition at line 2958 of file FixValues.h.

const char FIX::ExecInst_STAY_ON_OFFERSIDE = '0'

Definition at line 2940 of file FixValues.h.

const char FIX::ExecInst_STAYBID = '9'

Definition at line 2981 of file FixValues.h.

const char FIX::ExecInst_STAYOFFER = '0'

Definition at line 2980 of file FixValues.h.

const char FIX::ExecInst_STRICT_LIMIT = 'b'

Definition at line 2937 of file FixValues.h.

const char FIX::ExecInst_STRICT_SCALE = '7'

Definition at line 2895 of file FixValues.h.

const char FIX::ExecInst_STRICTLIMIT = 'b'

Definition at line 2905 of file FixValues.h.

const char FIX::ExecInst_STRICTSCALE = '7'

Definition at line 2927 of file FixValues.h.

const char FIX::ExecInst_SUSPEND = 'S'

Definition at line 2913 of file FixValues.h.

const char FIX::ExecInst_SUSPEND_ON_CONNECTION_LOSS = 'p'

Definition at line 2969 of file FixValues.h.

const char FIX::ExecInst_SUSPEND_ON_SYSTEM_FAILURE = 'l'

Definition at line 2908 of file FixValues.h.

const char FIX::ExecInst_SUSPEND_ON_TRADING_HALT = 'm'

Definition at line 2916 of file FixValues.h.

const char FIX::ExecInst_TRADE_ALONG = 'X'

Definition at line 2978 of file FixValues.h.

const char FIX::ExecInst_TRADEALONG = 'X'

Definition at line 2949 of file FixValues.h.

const char FIX::ExecInst_TRAILING_STOP_PEG = 'a'

Definition at line 2897 of file FixValues.h.

const char FIX::ExecInst_TRAILSTOPPEG = 'a'

Definition at line 2898 of file FixValues.h.

const char FIX::ExecInst_TRY_TO_SCALE = '8'

Definition at line 2955 of file FixValues.h.

const char FIX::ExecInst_TRY_TO_STOP = 'Y'

Definition at line 2888 of file FixValues.h.

const char FIX::ExecInst_TRYTOSCALE = '8'

Definition at line 2930 of file FixValues.h.

const char FIX::ExecInst_TRYTOSTOP = 'Y'

Definition at line 2914 of file FixValues.h.

const char FIX::ExecInst_WORK = '2'

Definition at line 2933 of file FixValues.h.

const char FIX::ExecInst_WORK_TO_TARGET_STRATEGY = 'e'

Definition at line 2957 of file FixValues.h.

const char FIX::ExecInst_WORKTOSTRATEGY = 'e'

Definition at line 2906 of file FixValues.h.

const char FIX::ExecPriceType_BID_PRICE = 'B'

Definition at line 1162 of file FixValues.h.

const char FIX::ExecPriceType_BIDPRICE = 'B'

Definition at line 1154 of file FixValues.h.

const char FIX::ExecPriceType_CREATION_PRICE = 'C'

Definition at line 1149 of file FixValues.h.

const char FIX::ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT = 'D'

Definition at line 1164 of file FixValues.h.

const char FIX::ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT = 'E'

Definition at line 1159 of file FixValues.h.

const char FIX::ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT = 'D'

Definition at line 1152 of file FixValues.h.

const char FIX::ExecPriceType_CREATIONPRICE = 'C'

Definition at line 1150 of file FixValues.h.

const char FIX::ExecPriceType_CREATIONPRICEADJAMT = 'E'

Definition at line 1148 of file FixValues.h.

const char FIX::ExecPriceType_CREATIONPRICEADJPCT = 'D'

Definition at line 1156 of file FixValues.h.

const char FIX::ExecPriceType_OFFER_PRICE = 'O'

Definition at line 1165 of file FixValues.h.

const char FIX::ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT = 'P'

Definition at line 1155 of file FixValues.h.

const char FIX::ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT = 'Q'

Definition at line 1157 of file FixValues.h.

const char FIX::ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT = 'P'

Definition at line 1160 of file FixValues.h.

const char FIX::ExecPriceType_OFFERPRICE = 'O'

Definition at line 1153 of file FixValues.h.

const char FIX::ExecPriceType_OFFERPRICEMINUSADJAMT = 'Q'

Definition at line 1158 of file FixValues.h.

const char FIX::ExecPriceType_OFFERPRICEMINUSADJPCT = 'P'

Definition at line 1161 of file FixValues.h.

const char FIX::ExecPriceType_SINGLE_PRICE = 'S'

Definition at line 1163 of file FixValues.h.

const char FIX::ExecPriceType_SINGLEPRICE = 'S'

Definition at line 1151 of file FixValues.h.

const int FIX::ExecRestatementReason_BRKROPT = 4

Definition at line 31 of file FixValues.h.

const int FIX::ExecRestatementReason_BROKER_OPTION = 4

Definition at line 29 of file FixValues.h.

const int FIX::ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE = 7

Definition at line 14 of file FixValues.h.

const int FIX::ExecRestatementReason_CANCEL_ON_TRADING_HALT = 6

Definition at line 21 of file FixValues.h.

const int FIX::ExecRestatementReason_CANCELED_NOT_BEST = 9

Definition at line 20 of file FixValues.h.

const int FIX::ExecRestatementReason_CANCELEDNOTBEST = 9

Definition at line 13 of file FixValues.h.

const int FIX::ExecRestatementReason_CXLSYSTEMFAILURE = 7

Definition at line 26 of file FixValues.h.

const int FIX::ExecRestatementReason_CXLTRADINGHALT = 6

Definition at line 15 of file FixValues.h.

const int FIX::ExecRestatementReason_GT_CORPORATE_ACTION = 0

Definition at line 17 of file FixValues.h.

const int FIX::ExecRestatementReason_GT_RENEWAL = 1

Definition at line 34 of file FixValues.h.

const int FIX::ExecRestatementReason_GTCORPACT = 0

Definition at line 27 of file FixValues.h.

const int FIX::ExecRestatementReason_GTRENEW = 1

Definition at line 11 of file FixValues.h.

const int FIX::ExecRestatementReason_MARKET = 8

Definition at line 33 of file FixValues.h.

const int FIX::ExecRestatementReason_MRKTOPTION = 8

Definition at line 23 of file FixValues.h.

const int FIX::ExecRestatementReason_OTHER = 99

Definition at line 28 of file FixValues.h.

const int FIX::ExecRestatementReason_PARTDEC = 5

Definition at line 25 of file FixValues.h.

const int FIX::ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY = 5

Definition at line 16 of file FixValues.h.

const int FIX::ExecRestatementReason_PEG_REFRESH = 11

Definition at line 18 of file FixValues.h.

const int FIX::ExecRestatementReason_REPRICING_OF_ORDER = 3

Definition at line 32 of file FixValues.h.

const int FIX::ExecRestatementReason_REPX = 3

Definition at line 22 of file FixValues.h.

const int FIX::ExecRestatementReason_VERBAL = 2

Definition at line 19 of file FixValues.h.

const int FIX::ExecRestatementReason_VERBAL_CHANGE = 2

Definition at line 24 of file FixValues.h.

const int FIX::ExecRestatementReason_WAREHOUSE_RECAP = 10

Definition at line 12 of file FixValues.h.

const int FIX::ExecRestatementReason_WAREHOUSERECAP = 10

Definition at line 30 of file FixValues.h.

const char FIX::ExecTransType_CANCEL = '1'

Definition at line 1557 of file FixValues.h.

const char FIX::ExecTransType_CORRECT = '2'

Definition at line 1556 of file FixValues.h.

const char FIX::ExecTransType_NEW = '0'

Definition at line 1555 of file FixValues.h.

const char FIX::ExecTransType_STATUS = '3'

Definition at line 1558 of file FixValues.h.

const char FIX::ExecType_CALCULATED = 'B'

Definition at line 2986 of file FixValues.h.

const char FIX::ExecType_CANCELED = '4'

Definition at line 2998 of file FixValues.h.

const char FIX::ExecType_CANCELLED = '4'

Definition at line 3015 of file FixValues.h.

const char FIX::ExecType_DONE = '3'

Definition at line 3005 of file FixValues.h.

const char FIX::ExecType_DONE_FOR_DAY = '3'

Definition at line 3010 of file FixValues.h.

const char FIX::ExecType_EXPIRED = 'C'

Definition at line 3009 of file FixValues.h.

const char FIX::ExecType_FILL = '2'

Definition at line 3004 of file FixValues.h.

const char FIX::ExecType_NEW = '0'

Definition at line 2985 of file FixValues.h.

const char FIX::ExecType_ORDER_STATUS = 'I'

Definition at line 2992 of file FixValues.h.

const char FIX::ExecType_ORDERSTATUS = 'I'

Definition at line 2988 of file FixValues.h.

const char FIX::ExecType_PARTIAL_FILL = '1'

Definition at line 2994 of file FixValues.h.

const char FIX::ExecType_PENDING_CANCEL = '6'

Definition at line 2989 of file FixValues.h.

const char FIX::ExecType_PENDING_CANCEL_REPLACE = '6'

Definition at line 2993 of file FixValues.h.

const char FIX::ExecType_PENDING_NEW = 'A'

Definition at line 2996 of file FixValues.h.

const char FIX::ExecType_PENDING_REPLACE = 'E'

Definition at line 2999 of file FixValues.h.

const char FIX::ExecType_PENDINGCXL = '6'

Definition at line 2995 of file FixValues.h.

const char FIX::ExecType_PENDINGNEW = 'A'

Definition at line 2987 of file FixValues.h.

const char FIX::ExecType_PENDINGREPLACE = 'E'

Definition at line 3002 of file FixValues.h.

const char FIX::ExecType_REJECTED = '8'

Definition at line 3007 of file FixValues.h.

const char FIX::ExecType_REPLACE = '5'

Definition at line 2984 of file FixValues.h.

const char FIX::ExecType_REPLACED = '5'

Definition at line 3008 of file FixValues.h.

const char FIX::ExecType_RESTATED = 'D'

Definition at line 3006 of file FixValues.h.

const char FIX::ExecType_STOPPED = '7'

Definition at line 2997 of file FixValues.h.

const char FIX::ExecType_SUSPENDED = '9'

Definition at line 3003 of file FixValues.h.

const char FIX::ExecType_TRADE = 'F'

Definition at line 3000 of file FixValues.h.

const char FIX::ExecType_TRADE_CANCEL = 'H'

Definition at line 3014 of file FixValues.h.

const char FIX::ExecType_TRADE_CORRECT = 'G'

Definition at line 3001 of file FixValues.h.

const char FIX::ExecType_TRADE_HAS_BEEN_RELEASED_TO_CLEARING = 'K'

Definition at line 2991 of file FixValues.h.

const char FIX::ExecType_TRADE_IN_A_CLEARING_HOLD = 'J'

Definition at line 2990 of file FixValues.h.

const char FIX::ExecType_TRADECANCEL = 'H'

Definition at line 3013 of file FixValues.h.

const char FIX::ExecType_TRADECORRECT = 'G'

Definition at line 3012 of file FixValues.h.

const char FIX::ExecType_TRIGGERED_OR_ACTIVATED_BY_SYSTEM = 'L'

Definition at line 3011 of file FixValues.h.

const char FIX::ExerciseMethod_AUTOMATIC = 'A'

Definition at line 1456 of file FixValues.h.

const char FIX::ExerciseMethod_MANUAL = 'M'

Definition at line 1457 of file FixValues.h.

const int FIX::ExerciseStyle_AMERICAN = 1

Definition at line 3188 of file FixValues.h.

const int FIX::ExerciseStyle_BERMUDA = 2

Definition at line 3190 of file FixValues.h.

const int FIX::ExerciseStyle_EUROPEAN = 0

Definition at line 3189 of file FixValues.h.

const int FIX::ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE = 0

Definition at line 1219 of file FixValues.h.

const int FIX::ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN = 1

Definition at line 1220 of file FixValues.h.

const int FIX::ExpirationCycle_EXPIREONTRADINGSESSIONCLOSE = 0

Definition at line 1221 of file FixValues.h.

const int FIX::ExpirationCycle_EXPIREONTRADINGSESSIONOPEN = 1

Definition at line 1218 of file FixValues.h.

const int FIX::ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE = 2

Definition at line 1217 of file FixValues.h.

const int FIX::ExpirationQtyType_AUTO_EXERCISE = 1

Definition at line 1906 of file FixValues.h.

const int FIX::ExpirationQtyType_CONTRARY_INTENTION = 4

Definition at line 1905 of file FixValues.h.

const int FIX::ExpirationQtyType_DIFFERENCE = 5

Definition at line 1902 of file FixValues.h.

const int FIX::ExpirationQtyType_FINAL_WILL_BE_EXERCISED = 3

Definition at line 1903 of file FixValues.h.

const int FIX::ExpirationQtyType_NON_AUTO_EXERCISE = 2

Definition at line 1904 of file FixValues.h.

const int FIX::ExpType_AUTO_EXERCISE = 1

Definition at line 1193 of file FixValues.h.

const int FIX::ExpType_CONTRARY_INTENTION = 4

Definition at line 1192 of file FixValues.h.

const int FIX::ExpType_DIFFERENCE = 5

Definition at line 1189 of file FixValues.h.

const int FIX::ExpType_FINAL_WILL_BE_EXERCISED = 3

Definition at line 1190 of file FixValues.h.

const int FIX::ExpType_NON_AUTO_EXERCISE = 2

Definition at line 1191 of file FixValues.h.

const char FIX::FILE_LOG_BACKUP_PATH[] = "FileLogBackupPath"

Definition at line 92 of file SessionSettings.h.

Referenced by FIX::FileLogFactory::create().

const char FIX::FILE_LOG_PATH[] = "FileLogPath"

Definition at line 91 of file SessionSettings.h.

Referenced by FIX::FileLogFactory::create().

const char FIX::FILE_STORE_PATH[] = "FileStorePath"

Definition at line 75 of file SessionSettings.h.

Referenced by FIX::FileStoreFactory::create().

const char FIX::FinancialStatus_BANKRUPT = '1'

Definition at line 3657 of file FixValues.h.

const char FIX::FinancialStatus_PENDING_DELISTING = '2'

Definition at line 3660 of file FixValues.h.

const char FIX::FinancialStatus_PENDINGDELISTING = '2'

Definition at line 3658 of file FixValues.h.

const char FIX::FinancialStatus_RESTRICTED = '3'

Definition at line 3659 of file FixValues.h.

const int FIX::FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH = 2

Definition at line 1567 of file FixValues.h.

const int FIX::FlowScheduleType_NERC_EASTERN_OFF_PEAK = 0

Definition at line 1564 of file FixValues.h.

const int FIX::FlowScheduleType_NERC_EASTERN_PEAK = 3

Definition at line 1566 of file FixValues.h.

const int FIX::FlowScheduleType_NERC_WESTERN_OFF_PEAK = 1

Definition at line 1568 of file FixValues.h.

const int FIX::FlowScheduleType_NERC_WESTERN_PEAK = 4

Definition at line 1565 of file FixValues.h.

const char FIX::ForexReq_NO = 'N'

Definition at line 3484 of file FixValues.h.

const char FIX::ForexReq_YES = 'Y'

Definition at line 3485 of file FixValues.h.

const char FIX::FundRenewWaiv_NO = 'N'

Definition at line 3482 of file FixValues.h.

const char FIX::FundRenewWaiv_YES = 'Y'

Definition at line 3483 of file FixValues.h.

const char FIX::FuturesValuationMethod_FUTURES_STYLE_MARK_TO_MARKET[] = "FUT"

Definition at line 3143 of file FixValues.h.

const char FIX::FuturesValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT[] = "FUTDA"

Definition at line 3141 of file FixValues.h.

const char FIX::FuturesValuationMethod_PREMIUM_STYLE[] = "EQTY"

Definition at line 3142 of file FixValues.h.

const char FIX::GapFillFlag_NO = 'N'

Definition at line 3837 of file FixValues.h.

const char FIX::GapFillFlag_YES = 'Y'

Definition at line 3838 of file FixValues.h.

const int FIX::GTBookingInst_ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES = 1

Definition at line 3479 of file FixValues.h.

const int FIX::GTBookingInst_ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES = 1

Definition at line 3476 of file FixValues.h.

const int FIX::GTBookingInst_ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE = 2

Definition at line 3478 of file FixValues.h.

const int FIX::GTBookingInst_ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE = 2

Definition at line 3475 of file FixValues.h.

const int FIX::GTBookingInst_ACCUMUNTILFILL = 1

Definition at line 3472 of file FixValues.h.

const int FIX::GTBookingInst_ACCUMUNTILNOTIFY = 2

Definition at line 3473 of file FixValues.h.

const int FIX::GTBookingInst_BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION = 0

Definition at line 3474 of file FixValues.h.

const int FIX::GTBookingInst_BOOKALL = 0

Definition at line 3477 of file FixValues.h.

const char FIX::HaltReasonChar_ADDINFO = 'M'

Definition at line 3199 of file FixValues.h.

const char FIX::HaltReasonChar_ADDITIONAL_INFORMATION = 'M'

Definition at line 3192 of file FixValues.h.

const char FIX::HaltReasonChar_EQUIPCHANGE = 'X'

Definition at line 3191 of file FixValues.h.

const char FIX::HaltReasonChar_EQUIPMENT_CHANGEOVER = 'X'

Definition at line 3201 of file FixValues.h.

const char FIX::HaltReasonChar_NEW_PENDING = 'P'

Definition at line 3194 of file FixValues.h.

const char FIX::HaltReasonChar_NEWS_DISSEMINATION = 'D'

Definition at line 3198 of file FixValues.h.

const char FIX::HaltReasonChar_NEWS_PENDING = 'P'

Definition at line 3196 of file FixValues.h.

const char FIX::HaltReasonChar_NEWSDISS = 'D'

Definition at line 3195 of file FixValues.h.

const char FIX::HaltReasonChar_NEWSPEND = 'P'

Definition at line 3203 of file FixValues.h.

const char FIX::HaltReasonChar_ORDER_IMBALANCE = 'I'

Definition at line 3202 of file FixValues.h.

const char FIX::HaltReasonChar_ORDER_INFLUX = 'E'

Definition at line 3197 of file FixValues.h.

const char FIX::HaltReasonChar_ORDIMB = 'I'

Definition at line 3200 of file FixValues.h.

const char FIX::HaltReasonChar_ORDINFL = 'E'

Definition at line 3193 of file FixValues.h.

const int FIX::HaltReasonInt_ADDITIONAL_INFORMATION = 3

Definition at line 95 of file FixValues.h.

const int FIX::HaltReasonInt_EQUIPMENT_CHANGEOVER = 5

Definition at line 99 of file FixValues.h.

const int FIX::HaltReasonInt_NEWS_DISSEMINATION = 0

Definition at line 98 of file FixValues.h.

const int FIX::HaltReasonInt_NEWS_PENDING = 4

Definition at line 96 of file FixValues.h.

const int FIX::HaltReasonInt_ORDER_IMBALANCE = 2

Definition at line 100 of file FixValues.h.

const int FIX::HaltReasonInt_ORDER_INFLUX = 1

Definition at line 97 of file FixValues.h.

const char FIX::HandlInst_AUTOEXECPRIV = '1'

Definition at line 1075 of file FixValues.h.

const char FIX::HandlInst_AUTOEXECPUB = '2'

Definition at line 1073 of file FixValues.h.

const char FIX::HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION = '1'

Definition at line 1074 of file FixValues.h.

const char FIX::HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK = '2'

Definition at line 1076 of file FixValues.h.

const char FIX::HandlInst_MANUAL = '3'

Definition at line 1077 of file FixValues.h.

const char FIX::HandlInst_MANUAL_ORDER_BEST_EXECUTION = '3'

Definition at line 1072 of file FixValues.h.

int const FIX::headerOrder[]`[static]`

Initial value:

      {
        FIELD::BeginString,
        FIELD::BodyLength,
        FIELD::MsgType
      }

Definition at line 44 of file Message.h.

Referenced by FIX::Message::setString(), and FIX::Message::setStringHeader().

const char FIX::HEARTBTINT[] = "HeartBtInt"

Definition at line 61 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::HTTP_ACCEPT_PORT[] = "HttpAcceptPort"

Definition at line 125 of file SessionSettings.h.

Referenced by FIX::HttpServer::onConfigure(), and FIX::HttpServer::startGlobal().

const char FIX::IDSource_CONSOLIDATED_TAPE_ASSOCIATION[] = "9"

Definition at line 956 of file FixValues.h.

const char FIX::IDSource_CUSIP[] = "1"

Definition at line 958 of file FixValues.h.

const char FIX::IDSource_EXCHANGE_SYMBOL[] = "8"

Definition at line 950 of file FixValues.h.

const char FIX::IDSource_ISIN_NUMBER[] = "4"

Definition at line 953 of file FixValues.h.

const char FIX::IDSource_ISO_COUNTRY_CODE[] = "7"

Definition at line 955 of file FixValues.h.

const char FIX::IDSource_ISO_CURRENCY_CODE[] = "6"

Definition at line 952 of file FixValues.h.

const char FIX::IDSource_QUIK[] = "3"

Definition at line 957 of file FixValues.h.

const char FIX::IDSource_RIC_CODE[] = "5"

Definition at line 951 of file FixValues.h.

const char FIX::IDSource_SEDOL[] = "2"

Definition at line 954 of file FixValues.h.

const int FIX::ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT = 3

Definition at line 663 of file FixValues.h.

const int FIX::ImpliedMarketIndicator_IMPLIED_IN = 1

Definition at line 666 of file FixValues.h.

const int FIX::ImpliedMarketIndicator_IMPLIED_OUT = 2

Definition at line 665 of file FixValues.h.

const int FIX::ImpliedMarketIndicator_NOT_IMPLIED = 0

Definition at line 664 of file FixValues.h.

const int FIX::IncTaxInd_GROSS = 2

Definition at line 4228 of file FixValues.h.

const int FIX::IncTaxInd_NET = 1

Definition at line 4227 of file FixValues.h.

const int FIX::IndividualAllocType_SUB_ALLOCATE = 1

Definition at line 3470 of file FixValues.h.

const int FIX::IndividualAllocType_THIRD_PARTY_ALLOCATION = 2

Definition at line 3471 of file FixValues.h.

const int FIX::InstrAttribType_CALLABLE_BELOW_MATURITY_VALUE = 21

Definition at line 4020 of file FixValues.h.

const int FIX::InstrAttribType_CALLABLE_PUTTABLE = 11

Definition at line 4019 of file FixValues.h.

const int FIX::InstrAttribType_CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED = 22

Definition at line 4010 of file FixValues.h.

const int FIX::InstrAttribType_CALLABLEBELOWMATURITYVALUE = 21

Definition at line 4044 of file FixValues.h.

const int FIX::InstrAttribType_CALLABLEPUTTABLE = 11

Definition at line 4006 of file FixValues.h.

const int FIX::InstrAttribType_CALLABLEWITHOUTNOTICEBYMAILTOHOLDERUNLESSREGISTERED = 22

Definition at line 4039 of file FixValues.h.

const int FIX::InstrAttribType_COUPON_PERIOD = 8

Definition at line 4021 of file FixValues.h.

const int FIX::InstrAttribType_COUPONPERIOD = 8

Definition at line 4002 of file FixValues.h.

const int FIX::InstrAttribType_ESCROWED_TO_MATURITY = 12

Definition at line 4036 of file FixValues.h.

const int FIX::InstrAttribType_ESCROWED_TO_REDEMPTION_DATE = 13

Definition at line 4016 of file FixValues.h.

const int FIX::InstrAttribType_ESCROWEDTOMATURITY = 12

Definition at line 4032 of file FixValues.h.

const int FIX::InstrAttribType_ESCROWEDTOREDEMPTIONDATE = 13

Definition at line 4014 of file FixValues.h.

const int FIX::InstrAttribType_FLAT = 1

Definition at line 4033 of file FixValues.h.

const int FIX::InstrAttribType_IN_DEFAULT = 15

Definition at line 4001 of file FixValues.h.

const int FIX::InstrAttribType_INDEFAULT = 15

Definition at line 4041 of file FixValues.h.

const int FIX::InstrAttribType_INDEXED = 18

Definition at line 4040 of file FixValues.h.

const int FIX::InstrAttribType_INSTRUMENT_DENOMINATOR = 25

Definition at line 4015 of file FixValues.h.

const int FIX::InstrAttribType_INSTRUMENT_NUMERATOR = 26

Definition at line 4035 of file FixValues.h.

const int FIX::InstrAttribType_INSTRUMENT_PRICE_PRECISION = 27

Definition at line 4025 of file FixValues.h.

const int FIX::InstrAttribType_INSTRUMENT_STRIKE_PRICE = 28

Definition at line 4000 of file FixValues.h.

const int FIX::InstrAttribType_INTEREST_BEARING = 3

Definition at line 4017 of file FixValues.h.

const int FIX::InstrAttribType_INTERESTBEARING = 3

Definition at line 4023 of file FixValues.h.

const int FIX::InstrAttribType_LESS_FEE_FOR_PUT = 6

Definition at line 4037 of file FixValues.h.

const int FIX::InstrAttribType_LESSFEEFORPUT = 6

Definition at line 4022 of file FixValues.h.

const int FIX::InstrAttribType_NO_PERIODIC_PAYMENTS = 4

Definition at line 4047 of file FixValues.h.

const int FIX::InstrAttribType_NOPERIODICPAYMENTS = 4

Definition at line 4043 of file FixValues.h.

const int FIX::InstrAttribType_ORIGINAL_ISSUE_DISCOUNT = 10

Definition at line 4003 of file FixValues.h.

const int FIX::InstrAttribType_ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE = 20

Definition at line 4027 of file FixValues.h.

const int FIX::InstrAttribType_ORIGINALISSUEDISCOUNT = 10

Definition at line 4045 of file FixValues.h.

const int FIX::InstrAttribType_ORIGINALISSUEDISCOUNTPRICE = 20

Definition at line 4013 of file FixValues.h.

const int FIX::InstrAttribType_PRE_REFUNDED = 14

Definition at line 4004 of file FixValues.h.

const int FIX::InstrAttribType_PREREFUNDED = 14

Definition at line 4024 of file FixValues.h.

const int FIX::InstrAttribType_PRICE_TICK_RULES_FOR_SECURITY = 23

Definition at line 4046 of file FixValues.h.

const int FIX::InstrAttribType_STEPPED_COUPON = 7

Definition at line 4011 of file FixValues.h.

const int FIX::InstrAttribType_STEPPEDCOUPON = 7

Definition at line 4008 of file FixValues.h.

const int FIX::InstrAttribType_SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX = 19

Definition at line 4005 of file FixValues.h.

const int FIX::InstrAttribType_SUBJECTTOALTERNATIVEMINIMUMTAX = 19

Definition at line 4031 of file FixValues.h.

const int FIX::InstrAttribType_TAXABLE = 17

Definition at line 4018 of file FixValues.h.

const int FIX::InstrAttribType_TEXT = 99

Definition at line 4012 of file FixValues.h.

const int FIX::InstrAttribType_TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE = 99

Definition at line 4038 of file FixValues.h.

const int FIX::InstrAttribType_TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY = 24

Definition at line 4034 of file FixValues.h.

const int FIX::InstrAttribType_TRADEABLE_INDICATOR = 29

Definition at line 4026 of file FixValues.h.

const int FIX::InstrAttribType_UNRATED = 16

Definition at line 4009 of file FixValues.h.

const int FIX::InstrAttribType_VARIABLE_RATE = 5

Definition at line 4028 of file FixValues.h.

const int FIX::InstrAttribType_VARIABLERATE = 5

Definition at line 4048 of file FixValues.h.

const int FIX::InstrAttribType_WHEN_AND_IF_ISSUED = 9

Definition at line 4007 of file FixValues.h.

const int FIX::InstrAttribType_WHENISSUED = 9

Definition at line 4029 of file FixValues.h.

const int FIX::InstrAttribType_ZERO_COUPON = 2

Definition at line 4042 of file FixValues.h.

const int FIX::InstrAttribType_ZEROCOUPON = 2

Definition at line 4030 of file FixValues.h.

const char FIX::InstrRegistry_COUNTRY[] = "ISO"

Definition at line 3063 of file FixValues.h.

const char FIX::InstrRegistry_CUSTODIAN[] = "BIC"

Definition at line 3064 of file FixValues.h.

const char FIX::InstrRegistry_PHYSICAL[] = "ZZ"

Definition at line 3062 of file FixValues.h.

const char FIX::InViewOfCommon_NO = 'N'

Definition at line 2574 of file FixValues.h.

const char FIX::InViewOfCommon_YES = 'Y'

Definition at line 2575 of file FixValues.h.

const char FIX::IOINaturalFlag_NO = 'N'

Definition at line 1511 of file FixValues.h.

const char FIX::IOINaturalFlag_YES = 'Y'

Definition at line 1512 of file FixValues.h.

const char FIX::IOIOthSvc_AUTEX = 'A'

Definition at line 4462 of file FixValues.h.

const char FIX::IOIOthSvc_BRIDGE = 'B'

Definition at line 4463 of file FixValues.h.

const char FIX::IOIQltyInd_HIGH = 'H'

Definition at line 74 of file FixValues.h.

const char FIX::IOIQltyInd_LOW = 'L'

Definition at line 75 of file FixValues.h.

const char FIX::IOIQltyInd_MEDIUM = 'M'

Definition at line 73 of file FixValues.h.

const char FIX::IOIQty_1000000000[] = "0"

Definition at line 1620 of file FixValues.h.

const char FIX::IOIQty_LARGE[] = "L"

Definition at line 1621 of file FixValues.h.

const char FIX::IOIQty_MEDIUM[] = "M"

Definition at line 1619 of file FixValues.h.

const char FIX::IOIQty_SMALL[] = "S"

Definition at line 1622 of file FixValues.h.

const char FIX::IOIQty_UNDISCLOSED_QUANTITY[] = "U"

Definition at line 1623 of file FixValues.h.

const char FIX::IOIQualifier_ALL_OR_NONE = 'A'

Definition at line 2020 of file FixValues.h.

const char FIX::IOIQualifier_AON = 'A'

Definition at line 2008 of file FixValues.h.

const char FIX::IOIQualifier_AT_THE_CLOSE = 'C'

Definition at line 2043 of file FixValues.h.

const char FIX::IOIQualifier_AT_THE_MARKET = 'Q'

Definition at line 2015 of file FixValues.h.

const char FIX::IOIQualifier_AT_THE_MIDPOINT = 'Y'

Definition at line 2016 of file FixValues.h.

const char FIX::IOIQualifier_AT_THE_OPEN = 'O'

Definition at line 2023 of file FixValues.h.

const char FIX::IOIQualifier_ATCLOSE = 'C'

Definition at line 2031 of file FixValues.h.

const char FIX::IOIQualifier_ATMARKET = 'Q'

Definition at line 2028 of file FixValues.h.

const char FIX::IOIQualifier_ATMID = 'Y'

Definition at line 2013 of file FixValues.h.

const char FIX::IOIQualifier_ATOPEN = 'O'

Definition at line 2040 of file FixValues.h.

const char FIX::IOIQualifier_CROSSING_OPPORTUNITY = 'X'

Definition at line 2017 of file FixValues.h.

const char FIX::IOIQualifier_CROSSOPP = 'X'

Definition at line 2029 of file FixValues.h.

const char FIX::IOIQualifier_CURRENT_QUOTE = 'Q'

Definition at line 2018 of file FixValues.h.

const char FIX::IOIQualifier_IN_TOUCH_WITH = 'I'

Definition at line 2019 of file FixValues.h.

const char FIX::IOIQualifier_INDICATION = 'W'

Definition at line 2038 of file FixValues.h.

const char FIX::IOIQualifier_INDIDCATION = 'W'

Definition at line 2010 of file FixValues.h.

const char FIX::IOIQualifier_INDWRKAWAY = 'W'

Definition at line 2014 of file FixValues.h.

const char FIX::IOIQualifier_INTOUCH = 'I'

Definition at line 2026 of file FixValues.h.

const char FIX::IOIQualifier_LIMIT = 'L'

Definition at line 2034 of file FixValues.h.

const char FIX::IOIQualifier_MARKET_ON_CLOSE = 'B'

Definition at line 2032 of file FixValues.h.

const char FIX::IOIQualifier_MOC = 'B'

Definition at line 2011 of file FixValues.h.

const char FIX::IOIQualifier_MORE_BEHIND = 'M'

Definition at line 2039 of file FixValues.h.

const char FIX::IOIQualifier_MOREBEHIND = 'M'

Definition at line 2027 of file FixValues.h.

const char FIX::IOIQualifier_PORTFOLIO_SHOW_N = 'S'

Definition at line 2025 of file FixValues.h.

const char FIX::IOIQualifier_PORTFOLIO_SHOWN = 'S'

Definition at line 2035 of file FixValues.h.

const char FIX::IOIQualifier_PORTSHOW = 'S'

Definition at line 2042 of file FixValues.h.

const char FIX::IOIQualifier_PRE_OPEN = 'Z'

Definition at line 2037 of file FixValues.h.

const char FIX::IOIQualifier_PREOPEN = 'Z'

Definition at line 2030 of file FixValues.h.

const char FIX::IOIQualifier_READY_TO_TRADE = 'R'

Definition at line 2036 of file FixValues.h.

const char FIX::IOIQualifier_READYTRADE = 'R'

Definition at line 2012 of file FixValues.h.

const char FIX::IOIQualifier_TAKEPOSITION = 'P'

Definition at line 2024 of file FixValues.h.

const char FIX::IOIQualifier_TAKING_A_POSITION = 'P'

Definition at line 2022 of file FixValues.h.

const char FIX::IOIQualifier_THROUGH_THE_DAY = 'T'

Definition at line 2009 of file FixValues.h.

const char FIX::IOIQualifier_THROUGHDAY = 'T'

Definition at line 2021 of file FixValues.h.

const char FIX::IOIQualifier_VERSUS = 'V'

Definition at line 2033 of file FixValues.h.

const char FIX::IOIQualifier_VWAP = 'D'

Definition at line 2041 of file FixValues.h.

const char FIX::IOIShares_LARGE[] = "L"

Definition at line 1014 of file FixValues.h.

const char FIX::IOIShares_MEDIUM[] = "M"

Definition at line 1013 of file FixValues.h.

const char FIX::IOIShares_SMALL[] = "S"

Definition at line 1015 of file FixValues.h.

const char FIX::IOITransType_CANCEL = 'C'

Definition at line 2824 of file FixValues.h.

const char FIX::IOITransType_NEW = 'N'

Definition at line 2823 of file FixValues.h.

const char FIX::IOITransType_REPLACE = 'R'

Definition at line 2822 of file FixValues.h.

const char FIX::LastCapacity_A = '1'

Definition at line 3992 of file FixValues.h.

const char FIX::LastCapacity_AGENT = '1'

Definition at line 3998 of file FixValues.h.

const char FIX::LastCapacity_CROSS_AS_AGENT = '2'

Definition at line 3997 of file FixValues.h.

const char FIX::LastCapacity_CROSS_AS_PRINCIPAL = '3'

Definition at line 3994 of file FixValues.h.

const char FIX::LastCapacity_P = '4'

Definition at line 3996 of file FixValues.h.

const char FIX::LastCapacity_PRINCIPAL = '4'

Definition at line 3995 of file FixValues.h.

const char FIX::LastCapacity_XA = '2'

Definition at line 3999 of file FixValues.h.

const char FIX::LastCapacity_XP = '3'

Definition at line 3993 of file FixValues.h.

const char FIX::LastFragment_NO = 'N'

Definition at line 3661 of file FixValues.h.

const char FIX::LastFragment_YES = 'Y'

Definition at line 3662 of file FixValues.h.

const int FIX::LastLiquidityInd_ADDED_LIQUIDITY = 1

Definition at line 1634 of file FixValues.h.

const int FIX::LastLiquidityInd_ADDEDLIQUIDITY = 1

Definition at line 1629 of file FixValues.h.

const int FIX::LastLiquidityInd_AUCTION = 4

Definition at line 1632 of file FixValues.h.

const int FIX::LastLiquidityInd_LIQUIDITY_ROUTED_OUT = 3

Definition at line 1630 of file FixValues.h.

const int FIX::LastLiquidityInd_LIQUIDITYROUTEDOUT = 3

Definition at line 1631 of file FixValues.h.

const int FIX::LastLiquidityInd_REMOVED_LIQUIDITY = 2

Definition at line 1635 of file FixValues.h.

const int FIX::LastLiquidityInd_REMOVEDLIQUIDITY = 2

Definition at line 1633 of file FixValues.h.

const char FIX::LastRptRequested_NO = 'N'

Definition at line 3162 of file FixValues.h.

const char FIX::LastRptRequested_YES = 'Y'

Definition at line 3163 of file FixValues.h.

const char FIX::LegalConfirm_NO = 'N'

Definition at line 3942 of file FixValues.h.

const char FIX::LegalConfirm_YES = 'Y'

Definition at line 3943 of file FixValues.h.

const int FIX::LegSwapType_MODIFIED_DURATION = 2

Definition at line 2816 of file FixValues.h.

const int FIX::LegSwapType_MODIFIEDDURATION = 2

Definition at line 2820 of file FixValues.h.

const int FIX::LegSwapType_PAR_FOR_PAR = 1

Definition at line 2819 of file FixValues.h.

const int FIX::LegSwapType_PARFORPAR = 1

Definition at line 2817 of file FixValues.h.

const int FIX::LegSwapType_PROCEEDS = 5

Definition at line 2821 of file FixValues.h.

const int FIX::LegSwapType_RISK = 4

Definition at line 2818 of file FixValues.h.

const int FIX::LiquidityIndType_20_DAY_MOVING_AVERAGE = 2

Definition at line 3269 of file FixValues.h.

const int FIX::LiquidityIndType_20DAY = 2

Definition at line 3274 of file FixValues.h.

const int FIX::LiquidityIndType_5_DAY_MOVING_AVERAGE = 1

Definition at line 3270 of file FixValues.h.

const int FIX::LiquidityIndType_5DAY = 1

Definition at line 3267 of file FixValues.h.

const int FIX::LiquidityIndType_5DAY_MOVING_AVERAGE = 1

Definition at line 3271 of file FixValues.h.

const int FIX::LiquidityIndType_NORMAL = 3

Definition at line 3268 of file FixValues.h.

const int FIX::LiquidityIndType_NORMAL_MARKET_SIZE = 3

Definition at line 3272 of file FixValues.h.

const int FIX::LiquidityIndType_OTHER = 4

Definition at line 3273 of file FixValues.h.

const char FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3 = '3'

Definition at line 715 of file FixValues.h.

const char FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4 = '4'

Definition at line 717 of file FixValues.h.

const char FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5 = '5'

Definition at line 718 of file FixValues.h.

const char FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP = '4'

Definition at line 719 of file FixValues.h.

const char FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW = '5'

Definition at line 714 of file FixValues.h.

const char FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN = '3'

Definition at line 711 of file FixValues.h.

const char FIX::ListExecInstType_EXCHCIVBUYTOP = '4'

Definition at line 720 of file FixValues.h.

const char FIX::ListExecInstType_EXCHCIVBUYWD = '5'

Definition at line 721 of file FixValues.h.

const char FIX::ListExecInstType_EXCHCIVSELL = '3'

Definition at line 722 of file FixValues.h.

const char FIX::ListExecInstType_IMMED = '1'

Definition at line 712 of file FixValues.h.

const char FIX::ListExecInstType_IMMEDIATE = '1'

Definition at line 716 of file FixValues.h.

const char FIX::ListExecInstType_WAIT = '2'

Definition at line 713 of file FixValues.h.

const char FIX::ListExecInstType_WAIT_FOR_EXECUT_INSTRUCTION = '2'

Definition at line 710 of file FixValues.h.

const char FIX::ListExecInstType_WAIT_FOR_EXECUTE_INSTRUCTION = '2'

Definition at line 723 of file FixValues.h.

const int FIX::ListMethod_PRE_LISTED_ONLY = 0

Definition at line 166 of file FixValues.h.

const int FIX::ListMethod_USER_REQUESTED = 1

Definition at line 167 of file FixValues.h.

const int FIX::ListOrderStatus_ALERT = 5

Definition at line 2307 of file FixValues.h.

const int FIX::ListOrderStatus_ALL_DONE = 6

Definition at line 2302 of file FixValues.h.

const int FIX::ListOrderStatus_ALLDONE = 6

Definition at line 2304 of file FixValues.h.

const int FIX::ListOrderStatus_CANCELING = 4

Definition at line 2300 of file FixValues.h.

const int FIX::ListOrderStatus_CANCELLING = 4

Definition at line 2311 of file FixValues.h.

const int FIX::ListOrderStatus_CXL = 4

Definition at line 2298 of file FixValues.h.

const int FIX::ListOrderStatus_EXEC = 3

Definition at line 2310 of file FixValues.h.

const int FIX::ListOrderStatus_EXECUTING = 3

Definition at line 2312 of file FixValues.h.

const int FIX::ListOrderStatus_IN_BIDDING_PROCESS = 1

Definition at line 2305 of file FixValues.h.

const int FIX::ListOrderStatus_INBIDDINGPROCESS = 1

Definition at line 2309 of file FixValues.h.

const int FIX::ListOrderStatus_INBIDPROC = 1

Definition at line 2303 of file FixValues.h.

const int FIX::ListOrderStatus_RECEIVED_FOR_EXECUTION = 2

Definition at line 2306 of file FixValues.h.

const int FIX::ListOrderStatus_RECEIVEDFOREXECUTION = 2

Definition at line 2308 of file FixValues.h.

const int FIX::ListOrderStatus_RECVFOREXEC = 2

Definition at line 2297 of file FixValues.h.

const int FIX::ListOrderStatus_REJ = 7

Definition at line 2299 of file FixValues.h.

const int FIX::ListOrderStatus_REJECT = 7

Definition at line 2301 of file FixValues.h.

const int FIX::ListRejectReason_BROKER = 0

Definition at line 2179 of file FixValues.h.

const int FIX::ListRejectReason_DUPLICATE_ORDER = 6

Definition at line 2176 of file FixValues.h.

const int FIX::ListRejectReason_EXCHANGE_CLOSED = 2

Definition at line 2173 of file FixValues.h.

const int FIX::ListRejectReason_OTHER = 99

Definition at line 2178 of file FixValues.h.

const int FIX::ListRejectReason_TOO_LATE_TO_ENTER = 4

Definition at line 2177 of file FixValues.h.

const int FIX::ListRejectReason_UNKNOWN_ORDER = 5

Definition at line 2174 of file FixValues.h.

const int FIX::ListRejectReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11

Definition at line 2175 of file FixValues.h.

const int FIX::ListStatusType_ACK = 1

Definition at line 3834 of file FixValues.h.

const int FIX::ListStatusType_ALERT = 6

Definition at line 3833 of file FixValues.h.

const int FIX::ListStatusType_ALL_DONE = 5

Definition at line 3827 of file FixValues.h.

const int FIX::ListStatusType_ALLDONE = 5

Definition at line 3832 of file FixValues.h.

const int FIX::ListStatusType_EXEC_STARTED = 4

Definition at line 3835 of file FixValues.h.

const int FIX::ListStatusType_EXECSTART = 4

Definition at line 3836 of file FixValues.h.

const int FIX::ListStatusType_EXECSTARTED = 4

Definition at line 3830 of file FixValues.h.

const int FIX::ListStatusType_RESP = 2

Definition at line 3829 of file FixValues.h.

const int FIX::ListStatusType_RESPONSE = 2

Definition at line 3831 of file FixValues.h.

const int FIX::ListStatusType_TIMED = 3

Definition at line 3828 of file FixValues.h.

const char FIX::LocateReqd_NO = 'N'

Definition at line 3154 of file FixValues.h.

const char FIX::LocateReqd_YES = 'Y'

Definition at line 3155 of file FixValues.h.

const char FIX::LOGON_DAY[] = "LogonDay"

Definition at line 56 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::LOGON_TIME[] = "LogonTime"

Definition at line 54 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::LOGON_TIMEOUT[] = "LogonTimeout"

Definition at line 73 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create(), and FIX::HttpConnection::processSession().

const char FIX::LOGOUT_DAY[] = "LogoutDay"

Definition at line 57 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::LOGOUT_TIME[] = "LogoutTime"

Definition at line 55 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::LOGOUT_TIMEOUT[] = "LogoutTimeout"

Definition at line 74 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create(), and FIX::HttpConnection::processSession().

const char FIX::LotType_BLOCK_LOT = '3'

Definition at line 4256 of file FixValues.h.

const char FIX::LotType_ODD_LOT = '1'

Definition at line 4255 of file FixValues.h.

const char FIX::LotType_ROUND_LOT = '2'

Definition at line 4254 of file FixValues.h.

const char FIX::LotType_ROUND_LOT_BASED_UPON_UNITOFMEASURE = '4'

Definition at line 4253 of file FixValues.h.

const char FIX::MarketUpdateAction_ADD = 'A'

Definition at line 3455 of file FixValues.h.

const char FIX::MarketUpdateAction_DELETE = 'D'

Definition at line 3454 of file FixValues.h.

const char FIX::MarketUpdateAction_MODIFY = 'M'

Definition at line 3456 of file FixValues.h.

const int FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4

Definition at line 1478 of file FixValues.h.

const int FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11

Definition at line 1476 of file FixValues.h.

const int FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET = 7

Definition at line 1482 of file FixValues.h.

const int FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT = 8

Definition at line 1481 of file FixValues.h.

const int FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3

Definition at line 1486 of file FixValues.h.

const int FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1

Definition at line 1474 of file FixValues.h.

const int FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9

Definition at line 1475 of file FixValues.h.

const int FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10

Definition at line 1485 of file FixValues.h.

const int FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5

Definition at line 1477 of file FixValues.h.

const int FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6

Definition at line 1480 of file FixValues.h.

const int FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY = 2

Definition at line 1479 of file FixValues.h.

const int FIX::MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED = 0

Definition at line 1483 of file FixValues.h.

const int FIX::MassActionRejectReason_OTHER = 99

Definition at line 1484 of file FixValues.h.

const int FIX::MassActionResponse_ACCEPTED = 1

Definition at line 2158 of file FixValues.h.

const int FIX::MassActionResponse_REJECTED = 0

Definition at line 2157 of file FixValues.h.

const int FIX::MassActionScope_ALL_ORDERS = 7

Definition at line 994 of file FixValues.h.

const int FIX::MassActionScope_ALL_ORDERS_FOR_A_CFICODE = 4

Definition at line 995 of file FixValues.h.

const int FIX::MassActionScope_ALL_ORDERS_FOR_A_MARKET = 8

Definition at line 992 of file FixValues.h.

const int FIX::MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT = 9

Definition at line 991 of file FixValues.h.

const int FIX::MassActionScope_ALL_ORDERS_FOR_A_PRODUCT = 3

Definition at line 1001 of file FixValues.h.

const int FIX::MassActionScope_ALL_ORDERS_FOR_A_SECURITY = 1

Definition at line 997 of file FixValues.h.

const int FIX::MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP = 10

Definition at line 1000 of file FixValues.h.

const int FIX::MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE = 5

Definition at line 1002 of file FixValues.h.

const int FIX::MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION = 6

Definition at line 998 of file FixValues.h.

const int FIX::MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2

Definition at line 993 of file FixValues.h.

const int FIX::MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 12

Definition at line 996 of file FixValues.h.

const int FIX::MassActionScope_CANCEL_FOR_SECURITY_ISSUER = 11

Definition at line 999 of file FixValues.h.

const int FIX::MassActionType_CANCEL_ORDERS = 3

Definition at line 1006 of file FixValues.h.

const int FIX::MassActionType_RELEASE_ORDERS_FROM_SUSPENSION = 2

Definition at line 1007 of file FixValues.h.

const int FIX::MassActionType_SUSPEND_ORDERS = 1

Definition at line 1008 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4

Definition at line 1031 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11

Definition at line 1029 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET = 7

Definition at line 1033 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3

Definition at line 1040 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1

Definition at line 1023 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9

Definition at line 1026 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10

Definition at line 1037 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_TYPE = 5

Definition at line 1034 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5

Definition at line 1030 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6

Definition at line 1032 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_UNDERLYING = 2

Definition at line 1041 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT = 8

Definition at line 1022 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY = 2

Definition at line 1027 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALIDCFICODE = 4

Definition at line 1038 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALIDPRODUCT = 3

Definition at line 1028 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALIDSECURITY = 1

Definition at line 1024 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALIDSECURITYTYPE = 5

Definition at line 1039 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALIDTRDSESSION = 6

Definition at line 1042 of file FixValues.h.

const int FIX::MassCancelRejectReason_INVALIDUNDERLYING = 2

Definition at line 1035 of file FixValues.h.

const int FIX::MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED = 0

Definition at line 1025 of file FixValues.h.

const int FIX::MassCancelRejectReason_MASSCXLNOTSUPPORTED = 0

Definition at line 1043 of file FixValues.h.

const int FIX::MassCancelRejectReason_OTHER = 99

Definition at line 1036 of file FixValues.h.

const char FIX::MassCancelRequestType_CANCEL_ALL_ORDERS = '7'

Definition at line 2338 of file FixValues.h.

const char FIX::MassCancelRequestType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 'C'

Definition at line 2334 of file FixValues.h.

const char FIX::MassCancelRequestType_CANCEL_FOR_SECURITY_ISSUER = 'B'

Definition at line 2339 of file FixValues.h.

const char FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_CFICODE = '4'

Definition at line 2342 of file FixValues.h.

const char FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET = '8'

Definition at line 2330 of file FixValues.h.

const char FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT = '9'

Definition at line 2331 of file FixValues.h.

const char FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_PRODUCT = '3'

Definition at line 2341 of file FixValues.h.

const char FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY = '1'

Definition at line 2324 of file FixValues.h.

const char FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY_GROUP = 'A'

Definition at line 2325 of file FixValues.h.

const char FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5'

Definition at line 2332 of file FixValues.h.

const char FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6'

Definition at line 2333 of file FixValues.h.

const char FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2'

Definition at line 2335 of file FixValues.h.

const char FIX::MassCancelRequestType_CXLALLORDERS = '7'

Definition at line 2329 of file FixValues.h.

const char FIX::MassCancelRequestType_CXLORDERSCFICODE = '4'

Definition at line 2340 of file FixValues.h.

const char FIX::MassCancelRequestType_CXLORDERSPRODUCT = '3'

Definition at line 2337 of file FixValues.h.

const char FIX::MassCancelRequestType_CXLORDERSSECURITY = '1'

Definition at line 2336 of file FixValues.h.

const char FIX::MassCancelRequestType_CXLORDERSSECURITYTYPE = '5'

Definition at line 2326 of file FixValues.h.

const char FIX::MassCancelRequestType_CXLORDERSTRDSESSION = '6'

Definition at line 2328 of file FixValues.h.

const char FIX::MassCancelRequestType_CXLORDERSUNDERLYINGSECURITY = '2'

Definition at line 2327 of file FixValues.h.

const char FIX::MassCancelResponse_CANCEL_ALL_ORDERS = '7'

Definition at line 769 of file FixValues.h.

const char FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE = '4'

Definition at line 773 of file FixValues.h.

const char FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET = '8'

Definition at line 761 of file FixValues.h.

const char FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT = '9'

Definition at line 762 of file FixValues.h.

const char FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT = '3'

Definition at line 774 of file FixValues.h.

const char FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER = 'B'

Definition at line 771 of file FixValues.h.

const char FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY = '1'

Definition at line 754 of file FixValues.h.

const char FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP = 'A'

Definition at line 756 of file FixValues.h.

const char FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5'

Definition at line 764 of file FixValues.h.

const char FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6'

Definition at line 765 of file FixValues.h.

const char FIX::MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2'

Definition at line 766 of file FixValues.h.

const char FIX::MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 'C'

Definition at line 755 of file FixValues.h.

const char FIX::MassCancelResponse_CANCEL_REQUEST_REJECTED = '0'

Definition at line 770 of file FixValues.h.

const char FIX::MassCancelResponse_CXLALLORDERS = '7'

Definition at line 760 of file FixValues.h.

const char FIX::MassCancelResponse_CXLORDERSCFICODE = '4'

Definition at line 772 of file FixValues.h.

const char FIX::MassCancelResponse_CXLORDERSPRODUCT = '3'

Definition at line 768 of file FixValues.h.

const char FIX::MassCancelResponse_CXLORDERSSECURITY = '1'

Definition at line 767 of file FixValues.h.

const char FIX::MassCancelResponse_CXLORDERSSECURITYTYPE = '5'

Definition at line 757 of file FixValues.h.

const char FIX::MassCancelResponse_CXLORDERSTRDSESSION = '6'

Definition at line 759 of file FixValues.h.

const char FIX::MassCancelResponse_CXLORDERSUNDERLYINGSECURITY = '2'

Definition at line 758 of file FixValues.h.

const char FIX::MassCancelResponse_CXLREQREJ = '0'

Definition at line 763 of file FixValues.h.

const int FIX::MassStatusReqType_STATUS_FOR_ALL_ORDERS = 7

Definition at line 1604 of file FixValues.h.

const int FIX::MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 10

Definition at line 1605 of file FixValues.h.

const int FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE = 4

Definition at line 1594 of file FixValues.h.

const int FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID = 8

Definition at line 1596 of file FixValues.h.

const int FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT = 3

Definition at line 1602 of file FixValues.h.

const int FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY = 1

Definition at line 1592 of file FixValues.h.

const int FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE = 5

Definition at line 1603 of file FixValues.h.

const int FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION = 6

Definition at line 1599 of file FixValues.h.

const int FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2

Definition at line 1591 of file FixValues.h.

const int FIX::MassStatusReqType_STATUS_FOR_SECURITY_ISSUER = 9

Definition at line 1597 of file FixValues.h.

const int FIX::MassStatusReqType_STATUSALLORDERS = 7

Definition at line 1608 of file FixValues.h.

const int FIX::MassStatusReqType_STATUSCFICODE = 4

Definition at line 1598 of file FixValues.h.

const int FIX::MassStatusReqType_STATUSPARTYID = 8

Definition at line 1601 of file FixValues.h.

const int FIX::MassStatusReqType_STATUSPRODUCT = 3

Definition at line 1607 of file FixValues.h.

const int FIX::MassStatusReqType_STATUSSECURITY = 1

Definition at line 1606 of file FixValues.h.

const int FIX::MassStatusReqType_STATUSSECURITYTYPE = 5

Definition at line 1593 of file FixValues.h.

const int FIX::MassStatusReqType_STATUSTRDSESSION = 6

Definition at line 1595 of file FixValues.h.

const int FIX::MassStatusReqType_STATUSUNDERLYINGSECURITY = 2

Definition at line 1600 of file FixValues.h.

const char FIX::MatchStatus_ADVALERT = '2'

Definition at line 3757 of file FixValues.h.

const char FIX::MatchStatus_ADVISORY_OR_ALERT = '2'

Definition at line 3760 of file FixValues.h.

const char FIX::MatchStatus_COMPARED_MATCHED_OR_AFFIRMED = '0'

Definition at line 3759 of file FixValues.h.

const char FIX::MatchStatus_COMPMATAFF = '0'

Definition at line 3762 of file FixValues.h.

const char FIX::MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRED = '1'

Definition at line 3758 of file FixValues.h.

const char FIX::MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRMED = '1'

Definition at line 3763 of file FixValues.h.

const char FIX::MatchStatus_UNCOMPUNMATUNAFF = '1'

Definition at line 3761 of file FixValues.h.

const char FIX::MatchType_ACT_ACCEPTED_TRADE[] = "M3"

Definition at line 3419 of file FixValues.h.

const char FIX::MatchType_ACT_DEFAULT_AFTER_M2[] = "M5"

Definition at line 3384 of file FixValues.h.

const char FIX::MatchType_ACT_DEFAULT_TRADE[] = "M4"

Definition at line 3426 of file FixValues.h.

const char FIX::MatchType_ACT_M1_MATCH[] = "M1"

Definition at line 3399 of file FixValues.h.

const char FIX::MatchType_ACT_M2_MATCH[] = "M2"

Definition at line 3414 of file FixValues.h.

const char FIX::MatchType_ACT_M6_MATCH[] = "M6"

Definition at line 3424 of file FixValues.h.

const char FIX::MatchType_AUTO_MATCH[] = "4"

Definition at line 3429 of file FixValues.h.

const char FIX::MatchType_CALL_AUCTION[] = "7"

Definition at line 3417 of file FixValues.h.

const char FIX::MatchType_CALL_AUCTION_65[] = "65"

Definition at line 3436 of file FixValues.h.

const char FIX::MatchType_CALL_AUCTION_7[] = "7"

Definition at line 3406 of file FixValues.h.

const char FIX::MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST[] = "AQ"

Definition at line 3428 of file FixValues.h.

const char FIX::MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS[] = "AQ"

Definition at line 3447 of file FixValues.h.

const char FIX::MatchType_COMPAREDRECORDSRESULTINGFROMSTAMPEDADVISORIESORSPECIALISTACCEPTSPAIROFFS[] = "AQ"

Definition at line 3445 of file FixValues.h.

const char FIX::MatchType_CONFIRMED_TRADE_REPORT[] = "3"

Definition at line 3439 of file FixValues.h.

const char FIX::MatchType_CONTINUOUS_AUTO_MATCH[] = "62"

Definition at line 3422 of file FixValues.h.

const char FIX::MatchType_COUNTER_ORDER_SELECTION[] = "6"

Definition at line 3432 of file FixValues.h.

const char FIX::MatchType_COUNTER_ORDER_SELECTION_6[] = "6"

Definition at line 3386 of file FixValues.h.

const char FIX::MatchType_COUNTER_ORDER_SELECTION_64[] = "64"

Definition at line 3450 of file FixValues.h.

const char FIX::MatchType_CROSS_AUCTION[] = "5"

Definition at line 3437 of file FixValues.h.

const char FIX::MatchType_CROSS_AUCTION_5[] = "5"

Definition at line 3398 of file FixValues.h.

const char FIX::MatchType_CROSS_AUCTION_63[] = "63"

Definition at line 3407 of file FixValues.h.

const char FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND[] = "A4"

Definition at line 3387 of file FixValues.h.

const char FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH[] = "M1"

Definition at line 3418 of file FixValues.h.

const char FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME[] = "A5"

Definition at line 3410 of file FixValues.h.

const char FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES[] = "A2"

Definition at line 3433 of file FixValues.h.

const char FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME[] = "A1"

Definition at line 3449 of file FixValues.h.

const char FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES[] = "A4"

Definition at line 3400 of file FixValues.h.

const char FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME[] = "A3"

Definition at line 3446 of file FixValues.h.

const char FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME[] = "A5"

Definition at line 3440 of file FixValues.h.

const char FIX::MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORMINUSBADGESANDTIMES[] = "M1"

Definition at line 3427 of file FixValues.h.

const char FIX::MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSEXECUTIONTIME[] = "A5"

Definition at line 3443 of file FixValues.h.

const char FIX::MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGES[] = "A2"

Definition at line 3404 of file FixValues.h.

const char FIX::MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGESANDEXECUTIONTIME[] = "A1"

Definition at line 3411 of file FixValues.h.

const char FIX::MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGES[] = "A4"

Definition at line 3402 of file FixValues.h.

const char FIX::MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGESANDEXECUTIONTIME[] = "A3"

Definition at line 3441 of file FixValues.h.

const char FIX::MatchType_ISSUING_BUY_BACK_AUCTION[] = "8"

Definition at line 3408 of file FixValues.h.

const char FIX::MatchType_NASDAQACTACCEPTEDTRADE[] = "ACTM3"

Definition at line 3435 of file FixValues.h.

const char FIX::MatchType_NASDAQACTDEFAULTAFTERM2[] = "ACTM5"

Definition at line 3403 of file FixValues.h.

const char FIX::MatchType_NASDAQACTDEFAULTTRADE[] = "ACTM4"

Definition at line 3416 of file FixValues.h.

const char FIX::MatchType_NASDAQACTM1MATCH[] = "ACTM1"

Definition at line 3405 of file FixValues.h.

const char FIX::MatchType_NASDAQACTM2MATCH[] = "ACTM2"

Definition at line 3397 of file FixValues.h.

const char FIX::MatchType_NASDAQACTM6MATCH[] = "ACTM6"

Definition at line 3430 of file FixValues.h.

const char FIX::MatchType_NASDAQNONACT[] = "ACTMT"

Definition at line 3444 of file FixValues.h.

const char FIX::MatchType_NON_ACT[] = "MT"

Definition at line 3389 of file FixValues.h.

const char FIX::MatchType_OCS_LOCKED_IN_NON_ACT[] = "MT"

Definition at line 3438 of file FixValues.h.

const char FIX::MatchType_OCSLOCKEDIN[] = "MT"

Definition at line 3431 of file FixValues.h.

const char FIX::MatchType_ONE_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT[] = "60"

Definition at line 3423 of file FixValues.h.

const char FIX::MatchType_ONE_PARTY_TRADE_REPORT[] = "1"

Definition at line 3412 of file FixValues.h.

const char FIX::MatchType_SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH[] = "M2"

Definition at line 3392 of file FixValues.h.

const char FIX::MatchType_SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED[] = "S1"

Definition at line 3421 of file FixValues.h.

const char FIX::MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S1[] = "S1"

Definition at line 3391 of file FixValues.h.

const char FIX::MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S2[] = "S2"

Definition at line 3394 of file FixValues.h.

const char FIX::MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S3[] = "S3"

Definition at line 3401 of file FixValues.h.

const char FIX::MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S4[] = "S4"

Definition at line 3409 of file FixValues.h.

const char FIX::MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S5[] = "S5"

Definition at line 3413 of file FixValues.h.

const char FIX::MatchType_SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S2"

Definition at line 3442 of file FixValues.h.

const char FIX::MatchType_SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S3"

Definition at line 3434 of file FixValues.h.

const char FIX::MatchType_SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S4"

Definition at line 3388 of file FixValues.h.

const char FIX::MatchType_SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S5"

Definition at line 3425 of file FixValues.h.

const char FIX::MatchType_SUMMARIZEDMATCHMINUSBADGESANDTIMES[] = "M2"

Definition at line 3415 of file FixValues.h.

const char FIX::MatchType_SUMMARIZEDMATCHUSINGA1[] = "S1"

Definition at line 3448 of file FixValues.h.

const char FIX::MatchType_SUMMARIZEDMATCHUSINGA2[] = "S2"

Definition at line 3385 of file FixValues.h.

const char FIX::MatchType_SUMMARIZEDMATCHUSINGA3[] = "S3"

Definition at line 3390 of file FixValues.h.

const char FIX::MatchType_SUMMARIZEDMATCHUSINGA4[] = "S4"

Definition at line 3393 of file FixValues.h.

const char FIX::MatchType_SUMMARIZEDMATCHUSINGA5[] = "S5"

Definition at line 3396 of file FixValues.h.

const char FIX::MatchType_TWO_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT[] = "61"

Definition at line 3395 of file FixValues.h.

const char FIX::MatchType_TWO_PARTY_TRADE_REPORT[] = "2"

Definition at line 3420 of file FixValues.h.

const int FIX::MaturityMonthYearFormat_YEARMONTH_ONLY = 0

Definition at line 3941 of file FixValues.h.

const int FIX::MaturityMonthYearFormat_YEARMONTHDAY = 1

Definition at line 3940 of file FixValues.h.

const int FIX::MaturityMonthYearFormat_YEARMONTHWEEK = 2

Definition at line 3939 of file FixValues.h.

const int FIX::MaturityMonthYearIncrementUnits_DAYS = 1

Definition at line 224 of file FixValues.h.

const int FIX::MaturityMonthYearIncrementUnits_MONTHS = 0

Definition at line 222 of file FixValues.h.

const int FIX::MaturityMonthYearIncrementUnits_WEEKS = 2

Definition at line 221 of file FixValues.h.

const int FIX::MaturityMonthYearIncrementUnits_YEARS = 3

Definition at line 223 of file FixValues.h.

const char FIX::MAX_LATENCY[] = "MaxLatency"

Definition at line 60 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create(), and FIX::HttpConnection::processSession().

const int FIX::MDBookType_ORDER_DEPTH = 3

Definition at line 2123 of file FixValues.h.

const int FIX::MDBookType_PRICE_DEPTH = 2

Definition at line 2122 of file FixValues.h.

const int FIX::MDBookType_TOP_OF_BOOK = 1

Definition at line 2124 of file FixValues.h.

const char FIX::MDEntryType_AUCTION_CLEARING_PRICE = 'Q'

Definition at line 1108 of file FixValues.h.

const char FIX::MDEntryType_BID = '0'

Definition at line 1109 of file FixValues.h.

const char FIX::MDEntryType_CASH_RATE = 'X'

Definition at line 1098 of file FixValues.h.

const char FIX::MDEntryType_CLOSING = '5'

Definition at line 1099 of file FixValues.h.

const char FIX::MDEntryType_CLOSING_PRICE = '5'

Definition at line 1091 of file FixValues.h.

const char FIX::MDEntryType_COMPOSITE_UNDERLYING_PRICE = 'D'

Definition at line 1087 of file FixValues.h.

const char FIX::MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'T'

Definition at line 1121 of file FixValues.h.

const char FIX::MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'V'

Definition at line 1105 of file FixValues.h.

const char FIX::MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'R'

Definition at line 1117 of file FixValues.h.

const char FIX::MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'U'

Definition at line 1122 of file FixValues.h.

const char FIX::MDEntryType_EARLY_PRICES = 'P'

Definition at line 1112 of file FixValues.h.

const char FIX::MDEntryType_EMPTY_BOOK = 'J'

Definition at line 1107 of file FixValues.h.

const char FIX::MDEntryType_FIXING_PRICE = 'W'

Definition at line 1097 of file FixValues.h.

const char FIX::MDEntryType_IMBALANCE = 'A'

Definition at line 1096 of file FixValues.h.

const char FIX::MDEntryType_INDEX_VALUE = '3'

Definition at line 1115 of file FixValues.h.

const char FIX::MDEntryType_INDEXVALUE = '3'

Definition at line 1089 of file FixValues.h.

const char FIX::MDEntryType_MARGIN_RATE = 'G'

Definition at line 1124 of file FixValues.h.

const char FIX::MDEntryType_MID_PRICE = 'H'

Definition at line 1118 of file FixValues.h.

const char FIX::MDEntryType_OFFER = '1'

Definition at line 1129 of file FixValues.h.

const char FIX::MDEntryType_OPEN_INTEREST = 'C'

Definition at line 1086 of file FixValues.h.

const char FIX::MDEntryType_OPENING = '4'

Definition at line 1100 of file FixValues.h.

const char FIX::MDEntryType_OPENING_PRICE = '4'

Definition at line 1101 of file FixValues.h.

const char FIX::MDEntryType_OPENINTEREST = 'C'

Definition at line 1090 of file FixValues.h.

const char FIX::MDEntryType_PRIOR_SETTLE_PRICE = 'M'

Definition at line 1092 of file FixValues.h.

const char FIX::MDEntryType_RECOVERY_RATE = 'Y'

Definition at line 1120 of file FixValues.h.

const char FIX::MDEntryType_RECOVERY_RATE_FOR_LONG = 'Z'

Definition at line 1116 of file FixValues.h.

const char FIX::MDEntryType_RECOVERY_RATE_FOR_SHORT = 'a'

Definition at line 1110 of file FixValues.h.

const char FIX::MDEntryType_SESSION_HIGH_BID = 'N'

Definition at line 1088 of file FixValues.h.

const char FIX::MDEntryType_SESSION_LOW_OFFER = 'O'

Definition at line 1126 of file FixValues.h.

const char FIX::MDEntryType_SETTLE_HIGH_PRICE = 'K'

Definition at line 1095 of file FixValues.h.

const char FIX::MDEntryType_SETTLE_LOW_PRICE = 'L'

Definition at line 1125 of file FixValues.h.

const char FIX::MDEntryType_SETTLEMENT = '6'

Definition at line 1119 of file FixValues.h.

const char FIX::MDEntryType_SETTLEMENT_PRICE = '6'

Definition at line 1128 of file FixValues.h.

const char FIX::MDEntryType_SIMULATED_BUY_PRICE = 'F'

Definition at line 1111 of file FixValues.h.

const char FIX::MDEntryType_SIMULATED_SELL_PRICE = 'E'

Definition at line 1106 of file FixValues.h.

const char FIX::MDEntryType_SWAP_VALUE_FACTOR = 'S'

Definition at line 1085 of file FixValues.h.

const char FIX::MDEntryType_TRADE = '2'

Definition at line 1104 of file FixValues.h.

const char FIX::MDEntryType_TRADE_VOLUME = 'B'

Definition at line 1123 of file FixValues.h.

const char FIX::MDEntryType_TRADEVOLUME = 'B'

Definition at line 1103 of file FixValues.h.

const char FIX::MDEntryType_TRADING_SESSION_HIGH_PRICE = '7'

Definition at line 1114 of file FixValues.h.

const char FIX::MDEntryType_TRADING_SESSION_LOW_PRICE = '8'

Definition at line 1094 of file FixValues.h.

const char FIX::MDEntryType_TRADING_SESSION_VWAP_PRICE = '9'

Definition at line 1093 of file FixValues.h.

const char FIX::MDEntryType_TRADINGHIGH = '7'

Definition at line 1102 of file FixValues.h.

const char FIX::MDEntryType_TRADINGLOW = '8'

Definition at line 1113 of file FixValues.h.

const char FIX::MDEntryType_TRADINGVWAP = '9'

Definition at line 1127 of file FixValues.h.

const char FIX::MDImplicitDelete_NO = 'N'

Definition at line 168 of file FixValues.h.

const char FIX::MDImplicitDelete_YES = 'Y'

Definition at line 169 of file FixValues.h.

const int FIX::MDOriginType_BOOK = 0

Definition at line 1571 of file FixValues.h.

const int FIX::MDOriginType_CROSS = 2

Definition at line 1569 of file FixValues.h.

const int FIX::MDOriginType_OFF_BOOK = 1

Definition at line 1570 of file FixValues.h.

const int FIX::MDQuoteType_COUNTER = 3

Definition at line 1497 of file FixValues.h.

const int FIX::MDQuoteType_INDICATIVE = 0

Definition at line 1493 of file FixValues.h.

const int FIX::MDQuoteType_INDICATIVE_AND_TRADEABLE = 4

Definition at line 1495 of file FixValues.h.

const int FIX::MDQuoteType_RESTRICTED_TRADEABLE = 2

Definition at line 1494 of file FixValues.h.

const int FIX::MDQuoteType_TRADEABLE = 1

Definition at line 1496 of file FixValues.h.

const char FIX::MDReqRejReason_DUPID = '1'

Definition at line 4477 of file FixValues.h.

const char FIX::MDReqRejReason_DUPLICATE_MDREQID = '1'

Definition at line 4476 of file FixValues.h.

const char FIX::MDReqRejReason_INSBAND = '2'

Definition at line 4482 of file FixValues.h.

const char FIX::MDReqRejReason_INSPERM = '3'

Definition at line 4488 of file FixValues.h.

const char FIX::MDReqRejReason_INSUFFICIENT_BANDWIDTH = '2'

Definition at line 4469 of file FixValues.h.

const char FIX::MDReqRejReason_INSUFFICIENT_CREDIT = 'D'

Definition at line 4466 of file FixValues.h.

const char FIX::MDReqRejReason_INSUFFICIENT_PERMISSIONS = '3'

Definition at line 4487 of file FixValues.h.

const char FIX::MDReqRejReason_UNKNOWN_SYMBOL = '0'

Definition at line 4481 of file FixValues.h.

const char FIX::MDReqRejReason_UNKNOWNSYM = '0'

Definition at line 4473 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPAGGBK = '7'

Definition at line 4486 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPENTRY = '8'

Definition at line 4468 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPMDIMPLICITDELETE = 'C'

Definition at line 4471 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPMDUPDATE = '6'

Definition at line 4474 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPMKTDEPTH = '5'

Definition at line 4467 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPORTED_AGGREGATEDBOOK = '7'

Definition at line 4478 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPORTED_MARKETDEPTH = '5'

Definition at line 4485 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPORTED_MDENTRYTYPE = '8'

Definition at line 4465 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPORTED_MDIMPLICITDELETE = 'C'

Definition at line 4490 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPORTED_MDUPDATETYPE = '6'

Definition at line 4479 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPORTED_OPENCLOSESETTLEFLAG = 'B'

Definition at line 4484 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPORTED_SCOPE = 'A'

Definition at line 4470 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE = '4'

Definition at line 4480 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPORTED_TRADINGSESSIONID = '9'

Definition at line 4472 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPPOSITIONEFFECTSETTLEFLAG = 'B'

Definition at line 4475 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPSCOPE = 'A'

Definition at line 4483 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPSUB = '4'

Definition at line 4464 of file FixValues.h.

const char FIX::MDReqRejReason_UNSUPPTRDSESSIONID = '9'

Definition at line 4489 of file FixValues.h.

const int FIX::MDSecSizeType_CUSTOMER = 1

Definition at line 3500 of file FixValues.h.

const char FIX::MDUpdateAction_CHANGE = '1'

Definition at line 3756 of file FixValues.h.

const char FIX::MDUpdateAction_DELETE = '2'

Definition at line 3751 of file FixValues.h.

const char FIX::MDUpdateAction_DELETE_FROM = '4'

Definition at line 3754 of file FixValues.h.

const char FIX::MDUpdateAction_DELETE_THRU = '3'

Definition at line 3753 of file FixValues.h.

const char FIX::MDUpdateAction_NEW = '0'

Definition at line 3752 of file FixValues.h.

const char FIX::MDUpdateAction_OVERLAY = '5'

Definition at line 3755 of file FixValues.h.

const int FIX::MDUpdateType_FULL = 0

Definition at line 1318 of file FixValues.h.

const int FIX::MDUpdateType_FULL_REFRESH = 0

Definition at line 1317 of file FixValues.h.

const int FIX::MDUpdateType_INCREMENTAL = 1

Definition at line 1319 of file FixValues.h.

const int FIX::MDUpdateType_INCREMENTAL_REFRESH = 1

Definition at line 1316 of file FixValues.h.

const char FIX::MessageEncoding_EUC_JP[] = "EUC-JP"

Definition at line 1987 of file FixValues.h.

const char FIX::MessageEncoding_ISO_2022_JP[] = "ISO-2022-JP"

Definition at line 1990 of file FixValues.h.

const char FIX::MessageEncoding_SHIFT_JIS[] = "SHIFT_JIS"

Definition at line 1988 of file FixValues.h.

const char FIX::MessageEncoding_UTF_8[] = "UTF-8"

Definition at line 1989 of file FixValues.h.

const char FIX::MILLISECONDS_IN_TIMESTAMP[] = "MillisecondsInTimeStamp"

Definition at line 124 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create(), and FIX::HttpConnection::processSession().

const int FIX::MiscFeeBasis_ABSOLUTE = 0

Definition at line 3333 of file FixValues.h.

const int FIX::MiscFeeBasis_PER_UNIT = 1

Definition at line 3335 of file FixValues.h.

const int FIX::MiscFeeBasis_PERCENTAGE = 2

Definition at line 3334 of file FixValues.h.

const int FIX::MiscFeeBasis_PERUNIT = 1

Definition at line 3332 of file FixValues.h.

const char FIX::MiscFeeType_AGENT[] = "12"

Definition at line 2062 of file FixValues.h.

const char FIX::MiscFeeType_CONSUMPTION[] = "9"

Definition at line 2059 of file FixValues.h.

const char FIX::MiscFeeType_CONSUMPTION_TAX[] = "9"

Definition at line 2050 of file FixValues.h.

const char FIX::MiscFeeType_CONVERSION[] = "11"

Definition at line 2049 of file FixValues.h.

const char FIX::MiscFeeType_EXCHANGE_FEES[] = "4"

Definition at line 2066 of file FixValues.h.

const char FIX::MiscFeeType_EXCHFEE[] = "4"

Definition at line 2058 of file FixValues.h.

const char FIX::MiscFeeType_LEVY[] = "6"

Definition at line 2067 of file FixValues.h.

const char FIX::MiscFeeType_LOCAL_COMMISSION[] = "3"

Definition at line 2051 of file FixValues.h.

const char FIX::MiscFeeType_LOCALCOMM[] = "3"

Definition at line 2053 of file FixValues.h.

const char FIX::MiscFeeType_MARKUP[] = "8"

Definition at line 2054 of file FixValues.h.

const char FIX::MiscFeeType_OTHER[] = "7"

Definition at line 2063 of file FixValues.h.

const char FIX::MiscFeeType_PER_TRANSACTION[] = "10"

Definition at line 2056 of file FixValues.h.

const char FIX::MiscFeeType_REG[] = "1"

Definition at line 2065 of file FixValues.h.

const char FIX::MiscFeeType_REGULATORY[] = "1"

Definition at line 2057 of file FixValues.h.

const char FIX::MiscFeeType_SECURITY_LENDING[] = "14"

Definition at line 2055 of file FixValues.h.

const char FIX::MiscFeeType_STAMP[] = "5"

Definition at line 2060 of file FixValues.h.

const char FIX::MiscFeeType_TAX[] = "2"

Definition at line 2052 of file FixValues.h.

const char FIX::MiscFeeType_TRANSACTION[] = "10"

Definition at line 2064 of file FixValues.h.

const char FIX::MiscFeeType_TRANSFER_FEE[] = "13"

Definition at line 2061 of file FixValues.h.

const int FIX::ModelType_PROPRIETARY = 1

Definition at line 3139 of file FixValues.h.

const int FIX::ModelType_UTILITY_PROVIDED_STANDARD_MODEL = 0

Definition at line 3140 of file FixValues.h.

const char FIX::MoneyLaunderingStatus_EXAUTHCREDIT = '3'

Definition at line 4243 of file FixValues.h.

const char FIX::MoneyLaunderingStatus_EXBELOWLIM = '1'

Definition at line 4251 of file FixValues.h.

const char FIX::MoneyLaunderingStatus_EXCLIENTMONEYTYPE = '2'

Definition at line 4249 of file FixValues.h.

const char FIX::MoneyLaunderingStatus_EXEMPT_1 = '1'

Definition at line 4248 of file FixValues.h.

const char FIX::MoneyLaunderingStatus_EXEMPT_2 = '2'

Definition at line 4250 of file FixValues.h.

const char FIX::MoneyLaunderingStatus_EXEMPT_3 = '3'

Definition at line 4252 of file FixValues.h.

const char FIX::MoneyLaunderingStatus_EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION = '3'

Definition at line 4245 of file FixValues.h.

const char FIX::MoneyLaunderingStatus_EXEMPT_BELOW_THE_LIMIT = '1'

Definition at line 4242 of file FixValues.h.

const char FIX::MoneyLaunderingStatus_EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION = '2'

Definition at line 4244 of file FixValues.h.

const char FIX::MoneyLaunderingStatus_NOT_CHECKED = 'N'

Definition at line 4246 of file FixValues.h.

const char FIX::MoneyLaunderingStatus_NOTCHECKED = 'N'

Definition at line 4241 of file FixValues.h.

const char FIX::MoneyLaunderingStatus_PASSED = 'Y'

Definition at line 4247 of file FixValues.h.

const char FIX::MsgDirection_RECEIVE = 'R'

Definition at line 3749 of file FixValues.h.

const char FIX::MsgDirection_SEND = 'S'

Definition at line 3750 of file FixValues.h.

const char FIX::MsgType_AdjustedPositionReport[] = "BL"

Definition at line 840 of file FixValues.h.

const char FIX::MsgType_Advertisement[] = "7"

Definition at line 847 of file FixValues.h.

const char FIX::MsgType_Allocation[] = "J"

Definition at line 901 of file FixValues.h.

const char FIX::MsgType_AllocationAck[] = "P"

Definition at line 930 of file FixValues.h.

const char FIX::MsgType_AllocationACK[] = "P"

Definition at line 916 of file FixValues.h.

const char FIX::MsgType_AllocationInstruction[] = "J"

Definition at line 900 of file FixValues.h.

const char FIX::MsgType_AllocationInstructionAck[] = "P"

Definition at line 940 of file FixValues.h.

const char FIX::MsgType_AllocationInstructionAlert[] = "BM"

Definition at line 898 of file FixValues.h.

const char FIX::MsgType_AllocationReport[] = "AS"

Definition at line 850 of file FixValues.h.

const char FIX::MsgType_AllocationReportAck[] = "AT"

Definition at line 862 of file FixValues.h.

const char FIX::MsgType_ApplicationMessageReport[] = "BY"

Definition at line 902 of file FixValues.h.

const char FIX::MsgType_ApplicationMessageRequest[] = "BW"

Definition at line 889 of file FixValues.h.

const char FIX::MsgType_ApplicationMessageRequestAck[] = "BX"

Definition at line 914 of file FixValues.h.

const char FIX::MsgType_AssignmentReport[] = "AW"

Definition at line 920 of file FixValues.h.

const char FIX::MsgType_BidRequest[] = "k"

Definition at line 844 of file FixValues.h.

const char FIX::MsgType_BidResponse[] = "l"

Definition at line 921 of file FixValues.h.

const char FIX::MsgType_BusinessMessageReject[] = "j"

Definition at line 853 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::MsgType_CollateralAssignment[] = "AY"

Definition at line 927 of file FixValues.h.

const char FIX::MsgType_CollateralInquiry[] = "BB"

Definition at line 865 of file FixValues.h.

const char FIX::MsgType_CollateralInquiryAck[] = "BG"

Definition at line 932 of file FixValues.h.

const char FIX::MsgType_CollateralReport[] = "BA"

Definition at line 832 of file FixValues.h.

const char FIX::MsgType_CollateralRequest[] = "AX"

Definition at line 884 of file FixValues.h.

const char FIX::MsgType_CollateralResponse[] = "AZ"

Definition at line 873 of file FixValues.h.

const char FIX::MsgType_Confirmation[] = "AK"

Definition at line 824 of file FixValues.h.

const char FIX::MsgType_ConfirmationAck[] = "AU"

Definition at line 854 of file FixValues.h.

const char FIX::MsgType_ConfirmationRequest[] = "BH"

Definition at line 863 of file FixValues.h.

const char FIX::MsgType_ContraryIntentionReport[] = "BO"

Definition at line 878 of file FixValues.h.

const char FIX::MsgType_CrossOrderCancelReplaceRequest[] = "t"

Definition at line 918 of file FixValues.h.

const char FIX::MsgType_CrossOrderCancelRequest[] = "u"

Definition at line 881 of file FixValues.h.

const char FIX::MsgType_DerivativeSecurityList[] = "AA"

Definition at line 907 of file FixValues.h.

const char FIX::MsgType_DerivativeSecurityListRequest[] = "z"

Definition at line 883 of file FixValues.h.

const char FIX::MsgType_DerivativeSecurityListUpdateReport[] = "BR"

Definition at line 911 of file FixValues.h.

const char FIX::MsgType_DontKnowTrade[] = "Q"

Definition at line 887 of file FixValues.h.

const char FIX::MsgType_Email[] = "C"

Definition at line 822 of file FixValues.h.

const char FIX::MsgType_ExecutionAcknowledgement[] = "BN"

Definition at line 868 of file FixValues.h.

const char FIX::MsgType_ExecutionReport[] = "8"

Definition at line 892 of file FixValues.h.

const char FIX::MsgType_Heartbeat[] = "0"

Definition at line 860 of file FixValues.h.

Referenced by FIX::Session::next().

const char FIX::MsgType_IndicationofInterest[] = "6"

Definition at line 826 of file FixValues.h.

const char FIX::MsgType_IOI[] = "6"

Definition at line 842 of file FixValues.h.

const char FIX::MsgType_ListCancelRequest[] = "K"

Definition at line 857 of file FixValues.h.

const char FIX::MsgType_ListExecute[] = "L"

Definition at line 823 of file FixValues.h.

const char FIX::MsgType_ListStatus[] = "N"

Definition at line 821 of file FixValues.h.

const char FIX::MsgType_ListStatusRequest[] = "M"

Definition at line 852 of file FixValues.h.

const char FIX::MsgType_ListStrikePrice[] = "m"

Definition at line 843 of file FixValues.h.

const char FIX::MsgType_Logon[] = "A"

Definition at line 841 of file FixValues.h.

Referenced by FIX::Session::generateReject(), FIX::Session::next(), FIX::Session::nextQueued(), and FIX::Session::validLogonState().

const char FIX::MsgType_Logout[] = "5"

Definition at line 849 of file FixValues.h.

Referenced by FIX::Session::generateLogout(), FIX::Session::next(), and FIX::Session::validLogonState().

const char FIX::MsgType_MarketDataIncrementalRefresh[] = "X"

Definition at line 827 of file FixValues.h.

const char FIX::MsgType_MarketDataRequest[] = "V"

Definition at line 941 of file FixValues.h.

const char FIX::MsgType_MarketDataRequestReject[] = "Y"

Definition at line 942 of file FixValues.h.

const char FIX::MsgType_MarketDataSnapshotFullRefresh[] = "W"

Definition at line 933 of file FixValues.h.

const char FIX::MsgType_MarketDefinition[] = "BU"

Definition at line 871 of file FixValues.h.

const char FIX::MsgType_MarketDefinitionRequest[] = "BT"

Definition at line 909 of file FixValues.h.

const char FIX::MsgType_MarketDefinitionUpdateReport[] = "BV"

Definition at line 917 of file FixValues.h.

const char FIX::MsgType_MassQuote[] = "i"

Definition at line 848 of file FixValues.h.

const char FIX::MsgType_MassQuoteAcknowledgement[] = "b"

Definition at line 874 of file FixValues.h.

const char FIX::MsgType_MultilegOrderCancelReplace[] = "AC"

Definition at line 890 of file FixValues.h.

const char FIX::MsgType_MultilegOrderCancelReplaceRequest[] = "AC"

Definition at line 939 of file FixValues.h.

const char FIX::MsgType_NetworkCounterpartySystemStatusRequest[] = "BC"

Definition at line 908 of file FixValues.h.

const char FIX::MsgType_NetworkCounterpartySystemStatusResponse[] = "BD"

Definition at line 838 of file FixValues.h.

const char FIX::MsgType_NewOrderCross[] = "s"

Definition at line 839 of file FixValues.h.

const char FIX::MsgType_NewOrderList[] = "E"

Definition at line 867 of file FixValues.h.

const char FIX::MsgType_NewOrderMultileg[] = "AB"

Definition at line 825 of file FixValues.h.

const char FIX::MsgType_NewOrderSingle[] = "D"

Definition at line 882 of file FixValues.h.

const char FIX::MsgType_News[] = "B"

Definition at line 858 of file FixValues.h.

const char FIX::MsgType_OrderCancelReject[] = "9"

Definition at line 891 of file FixValues.h.

const char FIX::MsgType_OrderCancelReplaceRequest[] = "G"

Definition at line 935 of file FixValues.h.

const char FIX::MsgType_OrderCancelRequest[] = "F"

Definition at line 938 of file FixValues.h.

const char FIX::MsgType_OrderMassActionReport[] = "BZ"

Definition at line 864 of file FixValues.h.

const char FIX::MsgType_OrderMassActionRequest[] = "CA"

Definition at line 929 of file FixValues.h.

const char FIX::MsgType_OrderMassCancelReport[] = "r"

Definition at line 919 of file FixValues.h.

const char FIX::MsgType_OrderMassCancelRequest[] = "q"

Definition at line 924 of file FixValues.h.

const char FIX::MsgType_OrderMassStatusRequest[] = "AF"

Definition at line 913 of file FixValues.h.

const char FIX::MsgType_OrderStatusRequest[] = "H"

Definition at line 926 of file FixValues.h.

const char FIX::MsgType_PartyDetailsListReport[] = "CG"

Definition at line 879 of file FixValues.h.

const char FIX::MsgType_PartyDetailsListRequest[] = "CF"

Definition at line 880 of file FixValues.h.

const char FIX::MsgType_PositionMaintenanceReport[] = "AM"

Definition at line 833 of file FixValues.h.

const char FIX::MsgType_PositionMaintenanceRequest[] = "AL"

Definition at line 837 of file FixValues.h.

const char FIX::MsgType_PositionReport[] = "AP"

Definition at line 834 of file FixValues.h.

const char FIX::MsgType_Quote[] = "S"

Definition at line 895 of file FixValues.h.

const char FIX::MsgType_QuoteAcknowledgement[] = "b"

Definition at line 861 of file FixValues.h.

const char FIX::MsgType_QuoteCancel[] = "Z"

Definition at line 877 of file FixValues.h.

const char FIX::MsgType_QuoteRequest[] = "R"

Definition at line 931 of file FixValues.h.

const char FIX::MsgType_QuoteRequestReject[] = "AG"

Definition at line 912 of file FixValues.h.

const char FIX::MsgType_QuoteResponse[] = "AJ"

Definition at line 875 of file FixValues.h.

const char FIX::MsgType_QuoteStatusReport[] = "AI"

Definition at line 893 of file FixValues.h.

const char FIX::MsgType_QuoteStatusRequest[] = "a"

Definition at line 876 of file FixValues.h.

const char FIX::MsgType_RegistrationInstructions[] = "o"

Definition at line 903 of file FixValues.h.

const char FIX::MsgType_RegistrationInstructionsResponse[] = "p"

Definition at line 846 of file FixValues.h.

const char FIX::MsgType_Reject[] = "3"

Definition at line 910 of file FixValues.h.

Referenced by FIX::Session::next(), FIX::Session::populateRejectReason(), and FIX::Session::validLogonState().

const char FIX::MsgType_RequestForPositions[] = "AN"

Definition at line 922 of file FixValues.h.

const char FIX::MsgType_RequestForPositionsAck[] = "AO"

Definition at line 829 of file FixValues.h.

const char FIX::MsgType_ResendRequest[] = "2"

Definition at line 894 of file FixValues.h.

Referenced by FIX::Session::next(), and FIX::Session::nextQueued().

const char FIX::MsgType_RFQRequest[] = "AH"

Definition at line 937 of file FixValues.h.

const char FIX::MsgType_SecurityDefinition[] = "d"

Definition at line 904 of file FixValues.h.

const char FIX::MsgType_SecurityDefinitionRequest[] = "c"

Definition at line 905 of file FixValues.h.

const char FIX::MsgType_SecurityDefinitionUpdateReport[] = "BP"

Definition at line 851 of file FixValues.h.

const char FIX::MsgType_SecurityList[] = "y"

Definition at line 856 of file FixValues.h.

const char FIX::MsgType_SecurityListRequest[] = "x"

Definition at line 831 of file FixValues.h.

const char FIX::MsgType_SecurityListUpdateReport[] = "BK"

Definition at line 897 of file FixValues.h.

const char FIX::MsgType_SecurityStatus[] = "f"

Definition at line 906 of file FixValues.h.

const char FIX::MsgType_SecurityStatusRequest[] = "e"

Definition at line 915 of file FixValues.h.

const char FIX::MsgType_SecurityTypeRequest[] = "v"

Definition at line 866 of file FixValues.h.

const char FIX::MsgType_SecurityTypes[] = "w"

Definition at line 870 of file FixValues.h.

const char FIX::MsgType_SequenceReset[] = "4"

Definition at line 872 of file FixValues.h.

Referenced by FIX::Session::doPossDup(), FIX::Session::generateReject(), FIX::Session::next(), and FIX::Session::validLogonState().

const char FIX::MsgType_SettlementInstructionRequest[] = "AV"

Definition at line 896 of file FixValues.h.

const char FIX::MsgType_SettlementInstructions[] = "T"

Definition at line 934 of file FixValues.h.

const char FIX::MsgType_SettlementObligationReport[] = "BQ"

Definition at line 923 of file FixValues.h.

const char FIX::MsgType_StreamAssignmentReport[] = "CD"

Definition at line 928 of file FixValues.h.

const char FIX::MsgType_StreamAssignmentReportACK[] = "CE"

Definition at line 835 of file FixValues.h.

const char FIX::MsgType_StreamAssignmentRequest[] = "CC"

Definition at line 830 of file FixValues.h.

const char FIX::MsgType_TestRequest[] = "1"

Definition at line 855 of file FixValues.h.

Referenced by FIX::Session::next().

const char FIX::MsgType_TradeCaptureReport[] = "AE"

Definition at line 828 of file FixValues.h.

const char FIX::MsgType_TradeCaptureReportAck[] = "AR"

Definition at line 888 of file FixValues.h.

const char FIX::MsgType_TradeCaptureReportRequest[] = "AD"

Definition at line 936 of file FixValues.h.

const char FIX::MsgType_TradeCaptureReportRequestAck[] = "AQ"

Definition at line 899 of file FixValues.h.

const char FIX::MsgType_TradingSessionList[] = "BJ"

Definition at line 925 of file FixValues.h.

const char FIX::MsgType_TradingSessionListRequest[] = "BI"

Definition at line 869 of file FixValues.h.

const char FIX::MsgType_TradingSessionListUpdateReport[] = "BS"

Definition at line 859 of file FixValues.h.

const char FIX::MsgType_TradingSessionStatus[] = "h"

Definition at line 845 of file FixValues.h.

const char FIX::MsgType_TradingSessionStatusRequest[] = "g"

Definition at line 820 of file FixValues.h.

const char FIX::MsgType_UserNotification[] = "CB"

Definition at line 885 of file FixValues.h.

const char FIX::MsgType_UserRequest[] = "BE"

Definition at line 836 of file FixValues.h.

const char FIX::MsgType_UserResponse[] = "BF"

Definition at line 886 of file FixValues.h.

const int FIX::MultilegModel_PREDEFINED_MULTILEG_SECURITY = 0

Definition at line 3017 of file FixValues.h.

const int FIX::MultilegModel_USER_DEFINED_MULTLEG_SECURITY = 1

Definition at line 3016 of file FixValues.h.

const int FIX::MultilegModel_USER_DEFINED_NON_SECURITIZED_MULTILEG = 2

Definition at line 3018 of file FixValues.h.

const int FIX::MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE = 4

Definition at line 160 of file FixValues.h.

const int FIX::MultilegPriceMethod_INDIVIDUAL = 3

Definition at line 163 of file FixValues.h.

const int FIX::MultilegPriceMethod_MULTIPLIED_PRICE = 5

Definition at line 162 of file FixValues.h.

const int FIX::MultilegPriceMethod_NET_PRICE = 0

Definition at line 165 of file FixValues.h.

const int FIX::MultilegPriceMethod_REVERSED_NET_PRICE = 1

Definition at line 161 of file FixValues.h.

const int FIX::MultilegPriceMethod_YIELD_DIFFERENCE = 2

Definition at line 164 of file FixValues.h.

const char FIX::MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY = '2'

Definition at line 948 of file FixValues.h.

const char FIX::MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = '2'

Definition at line 949 of file FixValues.h.

const char FIX::MultiLegReportingType_INDIVLEG = '2'

Definition at line 947 of file FixValues.h.

const char FIX::MultiLegReportingType_MULTI_LEG_SECURITY = '3'

Definition at line 946 of file FixValues.h.

const char FIX::MultiLegReportingType_MULTILEG = '3'

Definition at line 944 of file FixValues.h.

const char FIX::MultiLegReportingType_SINGLE = '1'

Definition at line 943 of file FixValues.h.

const char FIX::MultiLegReportingType_SINGLE_SECURITY = '1'

Definition at line 945 of file FixValues.h.

const int FIX::MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY = 2

Definition at line 76 of file FixValues.h.

const int FIX::MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY = 0

Definition at line 78 of file FixValues.h.

const int FIX::MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY = 1

Definition at line 77 of file FixValues.h.

const char FIX::MYSQL_LOG_DATABASE[] = "MySQLLogDatabase"

Definition at line 97 of file SessionSettings.h.

const char FIX::MYSQL_LOG_EVENT_TABLE[] = "MySQLLogEventTable"

Definition at line 104 of file SessionSettings.h.

const char FIX::MYSQL_LOG_HOST[] = "MySQLLogHost"

Definition at line 100 of file SessionSettings.h.

const char FIX::MYSQL_LOG_INCOMING_TABLE[] = "MySQLLogIncomingTable"

Definition at line 102 of file SessionSettings.h.

const char FIX::MYSQL_LOG_OUTGOING_TABLE[] = "MySQLLogOutgoingTable"

Definition at line 103 of file SessionSettings.h.

const char FIX::MYSQL_LOG_PASSWORD[] = "MySQLLogPassword"

Definition at line 99 of file SessionSettings.h.

const char FIX::MYSQL_LOG_PORT[] = "MySQLLogPort"

Definition at line 101 of file SessionSettings.h.

const char FIX::MYSQL_LOG_USECONNECTIONPOOL[] = "MySQLLogUseConnectionPool"

Definition at line 96 of file SessionSettings.h.

const char FIX::MYSQL_LOG_USER[] = "MySQLLogUser"

Definition at line 98 of file SessionSettings.h.

const char FIX::MYSQL_STORE_DATABASE[] = "MySQLStoreDatabase"

Definition at line 77 of file SessionSettings.h.

const char FIX::MYSQL_STORE_HOST[] = "MySQLStoreHost"

Definition at line 80 of file SessionSettings.h.

const char FIX::MYSQL_STORE_PASSWORD[] = "MySQLStorePassword"

Definition at line 79 of file SessionSettings.h.

const char FIX::MYSQL_STORE_PORT[] = "MySQLStorePort"

Definition at line 81 of file SessionSettings.h.

const char FIX::MYSQL_STORE_USECONNECTIONPOOL[] = "MySQLStoreUseConnectionPool"

Definition at line 76 of file SessionSettings.h.

const char FIX::MYSQL_STORE_USER[] = "MySQLStoreUser"

Definition at line 78 of file SessionSettings.h.

const int FIX::NetGrossInd_GROSS = 2

Definition at line 4421 of file FixValues.h.

const int FIX::NetGrossInd_NET = 1

Definition at line 4420 of file FixValues.h.

const int FIX::NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED = 8

Definition at line 275 of file FixValues.h.

const int FIX::NetworkRequestType_LEVELOFDETAIL = 8

Definition at line 271 of file FixValues.h.

const int FIX::NetworkRequestType_SNAPSHOT = 1

Definition at line 273 of file FixValues.h.

const int FIX::NetworkRequestType_STOP_SUBSCRIBING = 4

Definition at line 270 of file FixValues.h.

const int FIX::NetworkRequestType_STOPSUBSCRIBING = 4

Definition at line 274 of file FixValues.h.

const int FIX::NetworkRequestType_SUBSCRIBE = 2

Definition at line 272 of file FixValues.h.

const int FIX::NetworkStatusResponseType_FULL = 1

Definition at line 4434 of file FixValues.h.

const int FIX::NetworkStatusResponseType_INCREMENTAL_UPDATE = 2

Definition at line 4432 of file FixValues.h.

const int FIX::NetworkStatusResponseType_INCREMENTALUPDATE = 2

Definition at line 4433 of file FixValues.h.

const int FIX::NewsCategory_COMPANY_NEWS = 0

Definition at line 1616 of file FixValues.h.

const int FIX::NewsCategory_FINANCIAL_MARKET_NEWS = 2

Definition at line 1618 of file FixValues.h.

const int FIX::NewsCategory_MARKETPLACE_NEWS = 1

Definition at line 1614 of file FixValues.h.

const int FIX::NewsCategory_OTHER_NEWS = 99

Definition at line 1617 of file FixValues.h.

const int FIX::NewsCategory_TECHNICAL_NEWS = 3

Definition at line 1615 of file FixValues.h.

const int FIX::NewsRefType_COMPLIMENTARY = 2

Definition at line 2101 of file FixValues.h.

const int FIX::NewsRefType_OTHER_LANGUAGE = 1

Definition at line 2100 of file FixValues.h.

const int FIX::NewsRefType_REPLACEMENT = 0

Definition at line 2102 of file FixValues.h.

const char FIX::NoSides_BOTH_SIDES = '2'

Definition at line 2579 of file FixValues.h.

const char FIX::NoSides_BOTHSIDES = '2'

Definition at line 2576 of file FixValues.h.

const char FIX::NoSides_ONE_SIDE = '1'

Definition at line 2578 of file FixValues.h.

const char FIX::NoSides_ONESIDE = '1'

Definition at line 2577 of file FixValues.h.

const char FIX::NotifyBrokerOfCredit_NO = 'N'

Definition at line 3663 of file FixValues.h.

const char FIX::NotifyBrokerOfCredit_YES = 'Y'

Definition at line 3664 of file FixValues.h.

const char FIX::ODBC_LOG_CONNECTION_STRING[] = "OdbcLogConnectionString"

Definition at line 116 of file SessionSettings.h.

const char FIX::ODBC_LOG_EVENT_TABLE[] = "OdbcLogEventTable"

Definition at line 119 of file SessionSettings.h.

const char FIX::ODBC_LOG_INCOMING_TABLE[] = "OdbcLogIncomingTable"

Definition at line 117 of file SessionSettings.h.

const char FIX::ODBC_LOG_OUTGOING_TABLE[] = "OdbcLogOutgoingTable"

Definition at line 118 of file SessionSettings.h.

const char FIX::ODBC_LOG_PASSWORD[] = "OdbcLogPassword"

Definition at line 115 of file SessionSettings.h.

const char FIX::ODBC_LOG_USER[] = "OdbcLogUser"

Definition at line 114 of file SessionSettings.h.

const char FIX::ODBC_STORE_CONNECTION_STRING[] = "OdbcStoreConnectionString"

Definition at line 90 of file SessionSettings.h.

const char FIX::ODBC_STORE_PASSWORD[] = "OdbcStorePassword"

Definition at line 89 of file SessionSettings.h.

const char FIX::ODBC_STORE_USER[] = "OdbcStoreUser"

Definition at line 88 of file SessionSettings.h.

const char FIX::OddLot_NO = 'N'

Definition at line 4207 of file FixValues.h.

const char FIX::OddLot_YES = 'Y'

Definition at line 4208 of file FixValues.h.

const char FIX::OpenClose_CLOSE = 'C'

Definition at line 2210 of file FixValues.h.

const char FIX::OpenClose_OPEN = 'O'

Definition at line 2211 of file FixValues.h.

const char FIX::OpenCloseSettleFlag_DAILY_OPEN = '0'

Definition at line 2118 of file FixValues.h.

const char FIX::OpenCloseSettleFlag_DELIVERY_SETTLEMENT_PRICE = '2'

Definition at line 2121 of file FixValues.h.

const char FIX::OpenCloseSettleFlag_EXPECTED_PRICE = '3'

Definition at line 2119 of file FixValues.h.

const char FIX::OpenCloseSettleFlag_PRICE_FROM_PREVIOUS_BUSINESS_DAY = '4'

Definition at line 2120 of file FixValues.h.

const char FIX::OpenCloseSettleFlag_SESSION_OPEN = '1'

Definition at line 2117 of file FixValues.h.

const char FIX::OpenCloseSettlFlag_DAILY_OPEN = '0'

Definition at line 1306 of file FixValues.h.

const char FIX::OpenCloseSettlFlag_DAILYOPEN = '0'

Definition at line 1307 of file FixValues.h.

const char FIX::OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY = '2'

Definition at line 1309 of file FixValues.h.

const char FIX::OpenCloseSettlFlag_DELIVERYSETTLEMENT = '2'

Definition at line 1311 of file FixValues.h.

const char FIX::OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY = '4'

Definition at line 1310 of file FixValues.h.

const char FIX::OpenCloseSettlFlag_ENTRYFROMPREVBUSINESSDAY = '4'

Definition at line 1305 of file FixValues.h.

const char FIX::OpenCloseSettlFlag_EXPECTED_ENTRY = '3'

Definition at line 1303 of file FixValues.h.

const char FIX::OpenCloseSettlFlag_EXPECTEDENTRY = '3'

Definition at line 1313 of file FixValues.h.

const char FIX::OpenCloseSettlFlag_SESSION_OPEN = '1'

Definition at line 1302 of file FixValues.h.

const char FIX::OpenCloseSettlFlag_SESSIONOPEN = '1'

Definition at line 1312 of file FixValues.h.

const char FIX::OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE = '5'

Definition at line 1308 of file FixValues.h.

const char FIX::OpenCloseSettlFlag_THEORETICALPRICE = '5'

Definition at line 1304 of file FixValues.h.

const int FIX::OptPayoutType_BINARY = 3

Definition at line 3451 of file FixValues.h.

const int FIX::OptPayoutType_CAPPED = 2

Definition at line 3453 of file FixValues.h.

const int FIX::OptPayoutType_VANILLA = 1

Definition at line 3452 of file FixValues.h.

const char FIX::OrderCapacity_AGENCY = 'A'

Definition at line 523 of file FixValues.h.

const char FIX::OrderCapacity_AGENT_FOR_OTHER_MEMBER = 'W'

Definition at line 521 of file FixValues.h.

const char FIX::OrderCapacity_AGENTOTHERMEMBER = 'W'

Definition at line 525 of file FixValues.h.

const char FIX::OrderCapacity_INDIVIDUAL = 'I'

Definition at line 524 of file FixValues.h.

const char FIX::OrderCapacity_PRINCIPAL = 'P'

Definition at line 522 of file FixValues.h.

const char FIX::OrderCapacity_PROPRIETARY = 'G'

Definition at line 519 of file FixValues.h.

const char FIX::OrderCapacity_RISKLESS_PRINCIPAL = 'R'

Definition at line 520 of file FixValues.h.

const char FIX::OrderCapacity_RISKLESSPRINCIPAL = 'R'

Definition at line 526 of file FixValues.h.

const char FIX::OrderCategory_CROSS_ORDER = '8'

Definition at line 1844 of file FixValues.h.

const char FIX::OrderCategory_IMPLIED_ORDER = '7'

Definition at line 1841 of file FixValues.h.

const char FIX::OrderCategory_LINKED_ORDER = '5'

Definition at line 1849 of file FixValues.h.

const char FIX::OrderCategory_MULTILEG_ORDER = '4'

Definition at line 1845 of file FixValues.h.

const char FIX::OrderCategory_ORDER = '1'

Definition at line 1848 of file FixValues.h.

const char FIX::OrderCategory_PRIVATELY_NEGOTIATED_TRADE = '3'

Definition at line 1846 of file FixValues.h.

const char FIX::OrderCategory_QUOTE = '2'

Definition at line 1847 of file FixValues.h.

const char FIX::OrderCategory_QUOTE_REQUEST = '6'

Definition at line 1843 of file FixValues.h.

const char FIX::OrderCategory_STREAMING_PRICE = '9'

Definition at line 1842 of file FixValues.h.

const int FIX::OrderDelayUnit_DAYS = 12

Definition at line 3076 of file FixValues.h.

const int FIX::OrderDelayUnit_HOURS = 11

Definition at line 3072 of file FixValues.h.

const int FIX::OrderDelayUnit_HUNDREDTHS_OF_A_SECOND = 2

Definition at line 3071 of file FixValues.h.

const int FIX::OrderDelayUnit_MICROSECONDS = 4

Definition at line 3073 of file FixValues.h.

const int FIX::OrderDelayUnit_MILLISECONDS = 3

Definition at line 3075 of file FixValues.h.

const int FIX::OrderDelayUnit_MINUTES = 10

Definition at line 3074 of file FixValues.h.

const int FIX::OrderDelayUnit_MONTHS = 14

Definition at line 3068 of file FixValues.h.

const int FIX::OrderDelayUnit_NANOSECONDS = 5

Definition at line 3070 of file FixValues.h.

const int FIX::OrderDelayUnit_SECONDS = 0

Definition at line 3067 of file FixValues.h.

const int FIX::OrderDelayUnit_TENTHS_OF_A_SECOND = 1

Definition at line 3066 of file FixValues.h.

const int FIX::OrderDelayUnit_WEEKS = 13

Definition at line 3065 of file FixValues.h.

const int FIX::OrderDelayUnit_YEARS = 15

Definition at line 3069 of file FixValues.h.

const int FIX::OrderHandlingInstSource_NASD_OATS = 1

Definition at line 742 of file FixValues.h.

const char FIX::OrderRestrictions_ACTING_AS_MARKET_MAKER_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY = '6'

Definition at line 690 of file FixValues.h.

const char FIX::OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY = '5'

Definition at line 686 of file FixValues.h.

const char FIX::OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY = '6'

Definition at line 707 of file FixValues.h.

const char FIX::OrderRestrictions_ACTMM = '5'

Definition at line 706 of file FixValues.h.

const char FIX::OrderRestrictions_ACTMMDERIV = '6'

Definition at line 694 of file FixValues.h.

const char FIX::OrderRestrictions_ALGORITHMIC = 'E'

Definition at line 705 of file FixValues.h.

const char FIX::OrderRestrictions_COMPETING_MARKET_MAKER = '4'

Definition at line 709 of file FixValues.h.

const char FIX::OrderRestrictions_COMPETINGMARKETMAKER = '4'

Definition at line 701 of file FixValues.h.

const char FIX::OrderRestrictions_CROSS = 'F'

Definition at line 696 of file FixValues.h.

const char FIX::OrderRestrictions_EXINTMRKTLINK = '9'

Definition at line 702 of file FixValues.h.

const char FIX::OrderRestrictions_EXMRKTPART = '8'

Definition at line 685 of file FixValues.h.

const char FIX::OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE = '9'

Definition at line 699 of file FixValues.h.

const char FIX::OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT = '8'

Definition at line 704 of file FixValues.h.

const char FIX::OrderRestrictions_EXTNERAL_INTER_CONNECTED_MARKET_LINKAGE = '9'

Definition at line 688 of file FixValues.h.

const char FIX::OrderRestrictions_FOREIGN_ENTITY = '7'

Definition at line 700 of file FixValues.h.

const char FIX::OrderRestrictions_FORENTITY = '7'

Definition at line 695 of file FixValues.h.

const char FIX::OrderRestrictions_INDEX_ARBITRAGE = '2'

Definition at line 703 of file FixValues.h.

const char FIX::OrderRestrictions_INDEXARBITRAGE = '2'

Definition at line 693 of file FixValues.h.

const char FIX::OrderRestrictions_ISSUE_PRICE_STABILIZATION = 'C'

Definition at line 692 of file FixValues.h.

const char FIX::OrderRestrictions_ISSUER_HOLDING = 'B'

Definition at line 683 of file FixValues.h.

const char FIX::OrderRestrictions_NON_ALGORITHMIC = 'D'

Definition at line 687 of file FixValues.h.

const char FIX::OrderRestrictions_NON_INDEX_ARBITRAGE = '3'

Definition at line 689 of file FixValues.h.

const char FIX::OrderRestrictions_NON_INDEXARBITRAGE = '3'

Definition at line 684 of file FixValues.h.

const char FIX::OrderRestrictions_PROGRAM_TRADE = '1'

Definition at line 691 of file FixValues.h.

const char FIX::OrderRestrictions_PROGRAMTRADE = '1'

Definition at line 697 of file FixValues.h.

const char FIX::OrderRestrictions_RISKARB = 'A'

Definition at line 698 of file FixValues.h.

const char FIX::OrderRestrictions_RISKLESS_ARBITRAGE = 'A'

Definition at line 708 of file FixValues.h.

const int FIX::OrdRejReason_BROKER = 0

Definition at line 210 of file FixValues.h.

const int FIX::OrdRejReason_BROKER_OPTION = 0

Definition at line 211 of file FixValues.h.

const int FIX::OrdRejReason_BROKEROPT = 0

Definition at line 203 of file FixValues.h.

const int FIX::OrdRejReason_DUPLICATE = 6

Definition at line 190 of file FixValues.h.

const int FIX::OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER = 7

Definition at line 186 of file FixValues.h.

const int FIX::OrdRejReason_DUPLICATE_ORDER = 6

Definition at line 196 of file FixValues.h.

const int FIX::OrdRejReason_DUPLICATEVERBAL = 7

Definition at line 187 of file FixValues.h.

const int FIX::OrdRejReason_EXCEEDSLIM = 3

Definition at line 204 of file FixValues.h.

const int FIX::OrdRejReason_EXCHANGE_CLOSED = 2

Definition at line 189 of file FixValues.h.

const int FIX::OrdRejReason_EXCHCLOSED = 2

Definition at line 213 of file FixValues.h.

const int FIX::OrdRejReason_INCORRECT_ALLOCATED_QUANTITY = 14

Definition at line 185 of file FixValues.h.

const int FIX::OrdRejReason_INCORRECT_QUANTITY = 13

Definition at line 198 of file FixValues.h.

const int FIX::OrdRejReason_INCORRECTALLOCATEDQUANTITY = 14

Definition at line 193 of file FixValues.h.

const int FIX::OrdRejReason_INCORRECTQUANTITY = 13

Definition at line 207 of file FixValues.h.

const int FIX::OrdRejReason_INVALID_INVESTOR_ID = 10

Definition at line 205 of file FixValues.h.

const int FIX::OrdRejReason_INVALID_PRICE_INCREMENT = 18

Definition at line 202 of file FixValues.h.

const int FIX::OrdRejReason_INVINVID = 10

Definition at line 215 of file FixValues.h.

const int FIX::OrdRejReason_ORDER_EXCEEDS_LIMIT = 3

Definition at line 188 of file FixValues.h.

const int FIX::OrdRejReason_OTHER = 99

Definition at line 209 of file FixValues.h.

const int FIX::OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 16

Definition at line 214 of file FixValues.h.

const int FIX::OrdRejReason_STALE = 8

Definition at line 200 of file FixValues.h.

const int FIX::OrdRejReason_STALE_ORDER = 8

Definition at line 220 of file FixValues.h.

const int FIX::OrdRejReason_SURVEILLENCE = 12

Definition at line 212 of file FixValues.h.

const int FIX::OrdRejReason_SURVEILLENCE_OPTION = 12

Definition at line 191 of file FixValues.h.

const int FIX::OrdRejReason_TOO_LATE_TO_ENTER = 4

Definition at line 197 of file FixValues.h.

const int FIX::OrdRejReason_TOOLATE = 4

Definition at line 194 of file FixValues.h.

const int FIX::OrdRejReason_TRADE_ALONG_REQUIRED = 9

Definition at line 219 of file FixValues.h.

const int FIX::OrdRejReason_TRADEALONGREQ = 9

Definition at line 217 of file FixValues.h.

const int FIX::OrdRejReason_UNKNOWN = 5

Definition at line 218 of file FixValues.h.

const int FIX::OrdRejReason_UNKNOWN_ACCOUNT = 15

Definition at line 201 of file FixValues.h.

const int FIX::OrdRejReason_UNKNOWN_ORDER = 5

Definition at line 192 of file FixValues.h.

const int FIX::OrdRejReason_UNKNOWN_SYMBOL = 1

Definition at line 206 of file FixValues.h.

const int FIX::OrdRejReason_UNKNOWNACCOUNTS = 15

Definition at line 208 of file FixValues.h.

const int FIX::OrdRejReason_UNKNOWNSYM = 1

Definition at line 199 of file FixValues.h.

const int FIX::OrdRejReason_UNSUPPORDERCHAR = 11

Definition at line 216 of file FixValues.h.

const int FIX::OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11

Definition at line 195 of file FixValues.h.

const char FIX::OrdStatus_ACCEPTBIDDING = 'D'

Definition at line 978 of file FixValues.h.

const char FIX::OrdStatus_ACCEPTED_FOR_BIDDING = 'D'

Definition at line 970 of file FixValues.h.

const char FIX::OrdStatus_CALCULATED = 'B'

Definition at line 960 of file FixValues.h.

const char FIX::OrdStatus_CANCELED = '4'

Definition at line 969 of file FixValues.h.

const char FIX::OrdStatus_DONE = '3'

Definition at line 972 of file FixValues.h.

const char FIX::OrdStatus_DONE_FOR_DAY = '3'

Definition at line 977 of file FixValues.h.

const char FIX::OrdStatus_EXPIRED = 'C'

Definition at line 975 of file FixValues.h.

const char FIX::OrdStatus_FILLED = '2'

Definition at line 967 of file FixValues.h.

const char FIX::OrdStatus_NEW = '0'

Definition at line 959 of file FixValues.h.

const char FIX::OrdStatus_PARTIAL = '1'

Definition at line 963 of file FixValues.h.

const char FIX::OrdStatus_PARTIALLY_FILLED = '1'

Definition at line 974 of file FixValues.h.

const char FIX::OrdStatus_PENDING_CANCEL = '6'

Definition at line 962 of file FixValues.h.

const char FIX::OrdStatus_PENDING_CANCEL_REPLACE = '6'

Definition at line 964 of file FixValues.h.

const char FIX::OrdStatus_PENDING_NEW = 'A'

Definition at line 965 of file FixValues.h.

const char FIX::OrdStatus_PENDING_REPLACE = 'E'

Definition at line 968 of file FixValues.h.

const char FIX::OrdStatus_PENDINGNEW = 'A'

Definition at line 961 of file FixValues.h.

const char FIX::OrdStatus_PENDINGREP = 'E'

Definition at line 979 of file FixValues.h.

const char FIX::OrdStatus_REJECTED = '8'

Definition at line 973 of file FixValues.h.

const char FIX::OrdStatus_REPLACED = '5'

Definition at line 976 of file FixValues.h.

const char FIX::OrdStatus_STOPPED = '7'

Definition at line 966 of file FixValues.h.

const char FIX::OrdStatus_SUSPENDED = '9'

Definition at line 971 of file FixValues.h.

const char FIX::OrdType_COUNTER_ORDER_SELECTION = 'Q'

Definition at line 3351 of file FixValues.h.

const char FIX::OrdType_FOREX = 'C'

Definition at line 3364 of file FixValues.h.

const char FIX::OrdType_FOREX_C = 'C'

Definition at line 3356 of file FixValues.h.

const char FIX::OrdType_FOREX_F = 'F'

Definition at line 3367 of file FixValues.h.

const char FIX::OrdType_FOREX_G = 'G'

Definition at line 3373 of file FixValues.h.

const char FIX::OrdType_FOREX_H = 'H'

Definition at line 3378 of file FixValues.h.

const char FIX::OrdType_FOREX_LIMIT = 'F'

Definition at line 3362 of file FixValues.h.

const char FIX::OrdType_FOREX_MARKET = 'C'

Definition at line 3336 of file FixValues.h.

const char FIX::OrdType_FOREX_PREVIOUSLY_QUOTED = 'H'

Definition at line 3337 of file FixValues.h.

const char FIX::OrdType_FOREX_SWAP = 'G'

Definition at line 3345 of file FixValues.h.

const char FIX::OrdType_FOREXLIMIT = 'F'

Definition at line 3347 of file FixValues.h.

const char FIX::OrdType_FOREXMARKET = 'C'

Definition at line 3363 of file FixValues.h.

const char FIX::OrdType_FOREXPREVIOUSLYQUOTED = 'H'

Definition at line 3379 of file FixValues.h.

const char FIX::OrdType_FOREXSWAP = 'G'

Definition at line 3353 of file FixValues.h.

const char FIX::OrdType_FUNARI = 'I'

Definition at line 3366 of file FixValues.h.

const char FIX::OrdType_LIMIT = '2'

Definition at line 3371 of file FixValues.h.

const char FIX::OrdType_LIMIT_ON_CLOSE = 'B'

Definition at line 3374 of file FixValues.h.

const char FIX::OrdType_LIMIT_OR_BETTER = '7'

Definition at line 3382 of file FixValues.h.

const char FIX::OrdType_LIMIT_WITH_OR_WITHOUT = '8'

Definition at line 3343 of file FixValues.h.

const char FIX::OrdType_LIMITONCLOSE = 'B'

Definition at line 3342 of file FixValues.h.

const char FIX::OrdType_LIMITORBETTER = '7'

Definition at line 3360 of file FixValues.h.

const char FIX::OrdType_LIMITWITHORWITHOUT = '8'

Definition at line 3352 of file FixValues.h.

const char FIX::OrdType_MARKET = '1'

Definition at line 3383 of file FixValues.h.

const char FIX::OrdType_MARKET_IF_TOUCHED = 'J'

Definition at line 3354 of file FixValues.h.

const char FIX::OrdType_MARKET_ON_CLOSE = '5'

Definition at line 3370 of file FixValues.h.

const char FIX::OrdType_MARKET_WITH_LEFT_OVER_AS_LIMIT = 'K'

Definition at line 3348 of file FixValues.h.

const char FIX::OrdType_MARKET_WITH_LEFTOVER_AS_LIMIT = 'K'

Definition at line 3372 of file FixValues.h.

const char FIX::OrdType_MARKETIFTOUCHED = 'J'

Definition at line 3365 of file FixValues.h.

const char FIX::OrdType_MARKETONCLOSE = '5'

Definition at line 3375 of file FixValues.h.

const char FIX::OrdType_MARKETWITHLEFTOVERLIMIT = 'K'

Definition at line 3380 of file FixValues.h.

const char FIX::OrdType_NEXT_FUND_VALUATION_POINT = 'M'

Definition at line 3355 of file FixValues.h.

const char FIX::OrdType_NEXTFUNDVALUATIONPOINT = 'M'

Definition at line 3377 of file FixValues.h.

const char FIX::OrdType_ON_BASIS = '9'

Definition at line 3381 of file FixValues.h.

const char FIX::OrdType_ON_CLOSE = 'A'

Definition at line 3357 of file FixValues.h.

const char FIX::OrdType_ONBASIS = '9'

Definition at line 3338 of file FixValues.h.

const char FIX::OrdType_ONCLOSE = 'A'

Definition at line 3361 of file FixValues.h.

const char FIX::OrdType_PEGGED = 'P'

Definition at line 3341 of file FixValues.h.

const char FIX::OrdType_PREVIOUS_FUND_VALUATION_POINT = 'L'

Definition at line 3340 of file FixValues.h.

const char FIX::OrdType_PREVIOUSFUNDVALUATIONPOINT = 'L'

Definition at line 3376 of file FixValues.h.

const char FIX::OrdType_PREVIOUSLY_INDICATED = 'E'

Definition at line 3368 of file FixValues.h.

const char FIX::OrdType_PREVIOUSLY_QUOTED = 'D'

Definition at line 3350 of file FixValues.h.

const char FIX::OrdType_PREVIOUSLYINDICATED = 'E'

Definition at line 3339 of file FixValues.h.

const char FIX::OrdType_PREVIOUSLYQUOTED = 'D'

Definition at line 3349 of file FixValues.h.

const char FIX::OrdType_STOP = '3'

Definition at line 3358 of file FixValues.h.

const char FIX::OrdType_STOP_LIMIT = '4'

Definition at line 3344 of file FixValues.h.

const char FIX::OrdType_STOPLIMIT = '4'

Definition at line 3359 of file FixValues.h.

const char FIX::OrdType_WITH_OR_WITHOUT = '6'

Definition at line 3369 of file FixValues.h.

const char FIX::OrdType_WITHORWITHOUT = '6'

Definition at line 3346 of file FixValues.h.

const int FIX::OrigCustOrderCapacity_ALL_OTHER = 4

Definition at line 750 of file FixValues.h.

const int FIX::OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2

Definition at line 747 of file FixValues.h.

const int FIX::OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3

Definition at line 749 of file FixValues.h.

const int FIX::OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1

Definition at line 748 of file FixValues.h.

const char FIX::OwnershipType_JOINT_INVESTORS = 'J'

Definition at line 1654 of file FixValues.h.

const char FIX::OwnershipType_JOINT_TRUSTEES = '2'

Definition at line 1653 of file FixValues.h.

const char FIX::OwnershipType_TENANTS_IN_COMMON = 'T'

Definition at line 1655 of file FixValues.h.

const int FIX::OwnerType_COMPANY_TRUSTEE = 5

Definition at line 4383 of file FixValues.h.

const int FIX::OwnerType_COMPANYTRUSTEE = 5

Definition at line 4392 of file FixValues.h.

const int FIX::OwnerType_CORPBODY = 12

Definition at line 4384 of file FixValues.h.

const int FIX::OwnerType_CORPORATE_BODY = 12

Definition at line 4397 of file FixValues.h.

const int FIX::OwnerType_CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT = 7

Definition at line 4381 of file FixValues.h.

const int FIX::OwnerType_CUSTODIANMINORSACT = 7

Definition at line 4399 of file FixValues.h.

const int FIX::OwnerType_FIDUCIARIES = 9

Definition at line 4394 of file FixValues.h.

const int FIX::OwnerType_INDIVIDUAL_INVESTOR = 1

Definition at line 4382 of file FixValues.h.

const int FIX::OwnerType_INDIVIDUAL_TRUSTEE = 4

Definition at line 4380 of file FixValues.h.

const int FIX::OwnerType_INDIVINVESTOR = 1

Definition at line 4395 of file FixValues.h.

const int FIX::OwnerType_INDIVTRUSTEE = 4

Definition at line 4385 of file FixValues.h.

const int FIX::OwnerType_NETWORKING_SUB_ACCOUNT = 10

Definition at line 4388 of file FixValues.h.

const int FIX::OwnerType_NETWORKINGSUBACCT = 10

Definition at line 4378 of file FixValues.h.

const int FIX::OwnerType_NOMINEE = 13

Definition at line 4400 of file FixValues.h.

const int FIX::OwnerType_NON_PROFIT_ORGANIZATION = 11

Definition at line 4396 of file FixValues.h.

const int FIX::OwnerType_NON_PROFITORG = 11

Definition at line 4389 of file FixValues.h.

const int FIX::OwnerType_PENSION_PLAN = 6

Definition at line 4391 of file FixValues.h.

const int FIX::OwnerType_PENSIONPLAN = 6

Definition at line 4386 of file FixValues.h.

const int FIX::OwnerType_PRIVATE_COMPANY = 3

Definition at line 4387 of file FixValues.h.

const int FIX::OwnerType_PRIVATECOMPANY = 3

Definition at line 4390 of file FixValues.h.

const int FIX::OwnerType_PUBLIC_COMPANY = 2

Definition at line 4379 of file FixValues.h.

const int FIX::OwnerType_PUBLICCOMPANY = 2

Definition at line 4398 of file FixValues.h.

const int FIX::OwnerType_TRUSTS = 8

Definition at line 4393 of file FixValues.h.

const int FIX::PartyDetailsRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1

Definition at line 1453 of file FixValues.h.

const int FIX::PartyDetailsRequestResult_NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2

Definition at line 1452 of file FixValues.h.

const int FIX::PartyDetailsRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA = 4

Definition at line 1455 of file FixValues.h.

const int FIX::PartyDetailsRequestResult_OTHER = 99

Definition at line 1454 of file FixValues.h.

const int FIX::PartyDetailsRequestResult_PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE = 5

Definition at line 1449 of file FixValues.h.

const int FIX::PartyDetailsRequestResult_REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED = 6

Definition at line 1451 of file FixValues.h.

const int FIX::PartyDetailsRequestResult_UNSUPPORTED_PARTYLISTRESPONSETYPE = 3

Definition at line 1448 of file FixValues.h.

const int FIX::PartyDetailsRequestResult_VALID_REQUEST = 0

Definition at line 1450 of file FixValues.h.

const char FIX::PartyIDSource_ACCPTMARKETPART = 'C'

Definition at line 3775 of file FixValues.h.

const char FIX::PartyIDSource_AUSTRALIAN_BUSINESS_NUMBER = '9'

Definition at line 3780 of file FixValues.h.

const char FIX::PartyIDSource_AUSTRALIAN_TAX_FILE_NUMBER = 'A'

Definition at line 3777 of file FixValues.h.

const char FIX::PartyIDSource_AUSTRALIANBUSINESSNUMBER = '9'

Definition at line 3786 of file FixValues.h.

const char FIX::PartyIDSource_AUSTRALIANTAXFILENUMBER = 'A'

Definition at line 3782 of file FixValues.h.

const char FIX::PartyIDSource_BIC = 'B'

Definition at line 3799 of file FixValues.h.

const char FIX::PartyIDSource_CHINESE_B_SHARE = '5'

Definition at line 3808 of file FixValues.h.

const char FIX::PartyIDSource_CHINESE_INVESTOR_ID = '5'

Definition at line 3800 of file FixValues.h.

const char FIX::PartyIDSource_CHINESEBSHARE = '5'

Definition at line 3785 of file FixValues.h.

const char FIX::PartyIDSource_CSD_PARTICIPANT_MEMBER_CODE = 'H'

Definition at line 3793 of file FixValues.h.

const char FIX::PartyIDSource_CSDPARTCODE = 'H'

Definition at line 3776 of file FixValues.h.

const char FIX::PartyIDSource_DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT = 'I'

Definition at line 3794 of file FixValues.h.

const char FIX::PartyIDSource_DIRECTEDDEFINEDISITC = 'I'

Definition at line 3791 of file FixValues.h.

const char FIX::PartyIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER = 'C'

Definition at line 3779 of file FixValues.h.

const char FIX::PartyIDSource_ISO_COUNTRY_CODE = 'E'

Definition at line 3804 of file FixValues.h.

const char FIX::PartyIDSource_ISOCODE = 'E'

Definition at line 3807 of file FixValues.h.

const char FIX::PartyIDSource_KOREAN_INVESTOR_ID = '1'

Definition at line 3803 of file FixValues.h.

const char FIX::PartyIDSource_KOREANINVESTORID = '1'

Definition at line 3778 of file FixValues.h.

const char FIX::PartyIDSource_MALAYSIAN_CENTRAL_DEPOSITORY = '4'

Definition at line 3787 of file FixValues.h.

const char FIX::PartyIDSource_MCDNUMBER = '4'

Definition at line 3809 of file FixValues.h.

const char FIX::PartyIDSource_MIC = 'G'

Definition at line 3802 of file FixValues.h.

const char FIX::PartyIDSource_PROPCODE = 'D'

Definition at line 3806 of file FixValues.h.

const char FIX::PartyIDSource_PROPRIETARY = 'D'

Definition at line 3773 of file FixValues.h.

const char FIX::PartyIDSource_PROPRIETARY_CUSTOM_CODE = 'D'

Definition at line 3797 of file FixValues.h.

const char FIX::PartyIDSource_SETTLEMENT_ENTITY_LOCATION = 'F'

Definition at line 3796 of file FixValues.h.

const char FIX::PartyIDSource_SETTLENTLOC = 'F'

Definition at line 3810 of file FixValues.h.

const char FIX::PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII = '2'

Definition at line 3795 of file FixValues.h.

const char FIX::PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID = '2'

Definition at line 3805 of file FixValues.h.

const char FIX::PartyIDSource_TAIWANESE_TRADING_ACCOUNT = '3'

Definition at line 3783 of file FixValues.h.

const char FIX::PartyIDSource_TAIWANESE_TRADING_ACCT = '3'

Definition at line 3784 of file FixValues.h.

const char FIX::PartyIDSource_TAIWANESEQUALIFIED = '2'

Definition at line 3789 of file FixValues.h.

const char FIX::PartyIDSource_TAIWANESETRADINGACCT = '3'

Definition at line 3801 of file FixValues.h.

const char FIX::PartyIDSource_UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER = '6'

Definition at line 3792 of file FixValues.h.

const char FIX::PartyIDSource_UKNATIONALINSPENNUMBER = '6'

Definition at line 3798 of file FixValues.h.

const char FIX::PartyIDSource_US_EMPLOYER_IDENTIFICATION_NUMBER = '8'

Definition at line 3781 of file FixValues.h.

const char FIX::PartyIDSource_US_EMPLOYER_OR_TAX_ID_NUMBER = '8'

Definition at line 3772 of file FixValues.h.

const char FIX::PartyIDSource_US_SOCIAL_SECURITY_NUMBER = '7'

Definition at line 3788 of file FixValues.h.

const char FIX::PartyIDSource_USEMPLOYERIDNUMBER = '8'

Definition at line 3774 of file FixValues.h.

const char FIX::PartyIDSource_USSOCIALSECURITY = '7'

Definition at line 3790 of file FixValues.h.

const int FIX::PartyListResponseType_INCLUDE_INFORMATION_ON_RELATED_PARTIES = 2

Definition at line 4232 of file FixValues.h.

const int FIX::PartyListResponseType_INCLUDE_RISK_LIMIT_INFORMATION = 3

Definition at line 4231 of file FixValues.h.

const int FIX::PartyListResponseType_RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES = 0

Definition at line 4230 of file FixValues.h.

const int FIX::PartyListResponseType_RETURN_ONLY_PARTY_INFORMATION = 1

Definition at line 4229 of file FixValues.h.

const int FIX::PartyRelationship_APPROVED_BY = 26

Definition at line 4348 of file FixValues.h.

const int FIX::PartyRelationship_APPROVES_OF = 25

Definition at line 4349 of file FixValues.h.

const int FIX::PartyRelationship_BENEFICIAL_OWNER_OF = 35

Definition at line 4330 of file FixValues.h.

const int FIX::PartyRelationship_BROKERS_TRADES_FOR = 21

Definition at line 4355 of file FixValues.h.

const int FIX::PartyRelationship_BROKERS_TRADES_THROUGH = 22

Definition at line 4337 of file FixValues.h.

const int FIX::PartyRelationship_CARRIES_POSITIONS_FOR = 13

Definition at line 4342 of file FixValues.h.

const int FIX::PartyRelationship_CLEARS_FOR = 1

Definition at line 4354 of file FixValues.h.

const int FIX::PartyRelationship_CLEARS_THROUGH = 2

Definition at line 4335 of file FixValues.h.

const int FIX::PartyRelationship_CONTROLS = 31

Definition at line 4332 of file FixValues.h.

const int FIX::PartyRelationship_ENTERS_TRADES_FOR = 15

Definition at line 4341 of file FixValues.h.

const int FIX::PartyRelationship_ENTERS_TRADES_THROUGH = 16

Definition at line 4329 of file FixValues.h.

const int FIX::PartyRelationship_HAS_MEMBERS = 10

Definition at line 4328 of file FixValues.h.

const int FIX::PartyRelationship_INVESTS_FOR = 19

Definition at line 4356 of file FixValues.h.

const int FIX::PartyRelationship_INVESTS_THROUGH = 20

Definition at line 4338 of file FixValues.h.

const int FIX::PartyRelationship_IS_ALSO = 0

Definition at line 4346 of file FixValues.h.

const int FIX::PartyRelationship_IS_CONTROLLED_BY = 32

Definition at line 4344 of file FixValues.h.

const int FIX::PartyRelationship_IS_GUARANTEED_BY = 8

Definition at line 4343 of file FixValues.h.

const int FIX::PartyRelationship_LEGAL = 33

Definition at line 4340 of file FixValues.h.

const int FIX::PartyRelationship_MEMBER_OF = 9

Definition at line 4358 of file FixValues.h.

const int FIX::PartyRelationship_OWNED_BY_30 = 30

Definition at line 4323 of file FixValues.h.

const int FIX::PartyRelationship_OWNED_BY_34 = 34

Definition at line 4331 of file FixValues.h.

const int FIX::PartyRelationship_OWNED_BY_36 = 36

Definition at line 4336 of file FixValues.h.

const int FIX::PartyRelationship_PARENT_FIRM_FOR = 27

Definition at line 4347 of file FixValues.h.

const int FIX::PartyRelationship_PARTICIPANT_OF_MARKETPLACE = 12

Definition at line 4339 of file FixValues.h.

const int FIX::PartyRelationship_POSTS_TRADES_TO = 14

Definition at line 4325 of file FixValues.h.

const int FIX::PartyRelationship_PROVIDES_GUARANTEE_FOR = 7

Definition at line 4351 of file FixValues.h.

const int FIX::PartyRelationship_PROVIDES_MARKETPLACE_FOR = 11

Definition at line 4357 of file FixValues.h.

const int FIX::PartyRelationship_PROVIDES_QUOTES_TO = 17

Definition at line 4324 of file FixValues.h.

const int FIX::PartyRelationship_PROVIDES_TRADING_SERVICES_FOR = 23

Definition at line 4345 of file FixValues.h.

const int FIX::PartyRelationship_REGULATORY_OWNER_OF = 29

Definition at line 4326 of file FixValues.h.

const int FIX::PartyRelationship_REQUESTS_QUOTES_FROM = 18

Definition at line 4333 of file FixValues.h.

const int FIX::PartyRelationship_SPONSORED_THROUGH = 6

Definition at line 4352 of file FixValues.h.

const int FIX::PartyRelationship_SPONSORS = 5

Definition at line 4334 of file FixValues.h.

const int FIX::PartyRelationship_SUBSIDIARY_OF = 28

Definition at line 4327 of file FixValues.h.

const int FIX::PartyRelationship_TRADES_FOR = 3

Definition at line 4353 of file FixValues.h.

const int FIX::PartyRelationship_TRADES_THROUGH = 4

Definition at line 4359 of file FixValues.h.

const int FIX::PartyRelationship_USES_TRADING_SERVICES_OF = 24

Definition at line 4350 of file FixValues.h.

const int FIX::PartyRole_ACCEPTABLE_COUNTERPARTY = 56

Definition at line 277 of file FixValues.h.

const int FIX::PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY = 84

Definition at line 341 of file FixValues.h.

const int FIX::PartyRole_AGENT = 30

Definition at line 370 of file FixValues.h.

const int FIX::PartyRole_ALLOCATION_ENTITY = 78

Definition at line 390 of file FixValues.h.

const int FIX::PartyRole_ALLOCENTITY = 39

Definition at line 331 of file FixValues.h.

const int FIX::PartyRole_ASSET_MANAGER = 49

Definition at line 351 of file FixValues.h.

const int FIX::PartyRole_BENEFICIARY = 32

Definition at line 321 of file FixValues.h.

const int FIX::PartyRole_BROKER_OF_CREDIT = 2

Definition at line 360 of file FixValues.h.

const int FIX::PartyRole_BROKERCLEARINGID = 81

Definition at line 380 of file FixValues.h.

const int FIX::PartyRole_BROKEROFCREDIT = 2

Definition at line 373 of file FixValues.h.

const int FIX::PartyRole_BUYER_SELLER = 27

Definition at line 336 of file FixValues.h.

const int FIX::PartyRole_BUYERSELLERRECEIVERDELIVERER = 27

Definition at line 388 of file FixValues.h.

const int FIX::PartyRole_CENTRAL_REGISTRATION_DEPOSITORY = 82

Definition at line 346 of file FixValues.h.

const int FIX::PartyRole_CLAIMING_ACCOUNT = 48

Definition at line 364 of file FixValues.h.

const int FIX::PartyRole_CLEARING_ACCOUNT = 83

Definition at line 337 of file FixValues.h.

const int FIX::PartyRole_CLEARING_FIRM = 4

Definition at line 327 of file FixValues.h.

const int FIX::PartyRole_CLEARING_ORGANIZATION = 21

Definition at line 312 of file FixValues.h.

const int FIX::PartyRole_CLEARINGFIRM = 4

Definition at line 333 of file FixValues.h.

const int FIX::PartyRole_CLEARINGORGANIZATION = 21

Definition at line 325 of file FixValues.h.

const int FIX::PartyRole_CLIENT_ID = 3

Definition at line 329 of file FixValues.h.

const int FIX::PartyRole_CLIENTID = 3

Definition at line 375 of file FixValues.h.

const int FIX::PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY = 70

Definition at line 310 of file FixValues.h.

const int FIX::PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION = 71

Definition at line 305 of file FixValues.h.

const int FIX::PartyRole_CONTRA_CLEARING_FIRM = 18

Definition at line 294 of file FixValues.h.

const int FIX::PartyRole_CONTRA_EXCHANGE = 42

Definition at line 355 of file FixValues.h.

const int FIX::PartyRole_CONTRA_FIRM = 17

Definition at line 359 of file FixValues.h.

const int FIX::PartyRole_CONTRA_INVESTOR_ID = 39

Definition at line 322 of file FixValues.h.

const int FIX::PartyRole_CONTRA_POSITION_ACCOUNT = 41

Definition at line 295 of file FixValues.h.

const int FIX::PartyRole_CONTRA_TRADER = 37

Definition at line 317 of file FixValues.h.

const int FIX::PartyRole_CONTRACLEARINGFIRM = 18

Definition at line 363 of file FixValues.h.

const int FIX::PartyRole_CONTRAFIRM = 17

Definition at line 284 of file FixValues.h.

const int FIX::PartyRole_CONTRATRADER = 37

Definition at line 279 of file FixValues.h.

const int FIX::PartyRole_CORRESPONDANT_CLEARING_FIRM = 15

Definition at line 334 of file FixValues.h.

const int FIX::PartyRole_CORRESPONDANTCLEARINGFIRM = 15

Definition at line 386 of file FixValues.h.

const int FIX::PartyRole_CORRESPONDENT_BROKER = 26

Definition at line 350 of file FixValues.h.

const int FIX::PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION = 25

Definition at line 340 of file FixValues.h.

const int FIX::PartyRole_CORRESPONDENTBROKER = 26

Definition at line 381 of file FixValues.h.

const int FIX::PartyRole_CORRESPONDENTCLEARINGORGANIZATION = 25

Definition at line 300 of file FixValues.h.

const int FIX::PartyRole_CUSTODIAN = 28

Definition at line 379 of file FixValues.h.

const int FIX::PartyRole_CUSTOMER_ACCOUNT = 24

Definition at line 281 of file FixValues.h.

const int FIX::PartyRole_CUSTOMERACCOUNT = 24

Definition at line 342 of file FixValues.h.

const int FIX::PartyRole_DESK_ID = 76

Definition at line 389 of file FixValues.h.

const int FIX::PartyRole_ENTERING_FIRM = 7

Definition at line 330 of file FixValues.h.

const int FIX::PartyRole_ENTERING_TRADER = 36

Definition at line 319 of file FixValues.h.

const int FIX::PartyRole_ENTERING_UNIT = 58

Definition at line 303 of file FixValues.h.

const int FIX::PartyRole_ENTERINGFIRM = 7

Definition at line 338 of file FixValues.h.

const int FIX::PartyRole_ENTERINGTRADER = 36

Definition at line 318 of file FixValues.h.

const int FIX::PartyRole_EXCHANGE = 22

Definition at line 297 of file FixValues.h.

const int FIX::PartyRole_EXECUTING_FIRM = 1

Definition at line 369 of file FixValues.h.

const int FIX::PartyRole_EXECUTING_SYSTEM = 16

Definition at line 326 of file FixValues.h.

const int FIX::PartyRole_EXECUTING_TRADER = 12

Definition at line 378 of file FixValues.h.

const int FIX::PartyRole_EXECUTING_UNIT = 59

Definition at line 345 of file FixValues.h.

const int FIX::PartyRole_EXECUTINGFIRM = 1

Definition at line 280 of file FixValues.h.

const int FIX::PartyRole_EXECUTINGSYSTEM = 16

Definition at line 291 of file FixValues.h.

const int FIX::PartyRole_EXECUTINGTRADER = 12

Definition at line 367 of file FixValues.h.

const int FIX::PartyRole_EXECUTION_VENUE = 73

Definition at line 285 of file FixValues.h.

const int FIX::PartyRole_FOREIGN_FIRM = 46

Definition at line 289 of file FixValues.h.

const int FIX::PartyRole_FORIEGN_FIRM = 46

Definition at line 323 of file FixValues.h.

const int FIX::PartyRole_FUND_MANAGER_CLIENT_ID = 9

Definition at line 387 of file FixValues.h.

const int FIX::PartyRole_FUNDMANAGER = 9

Definition at line 357 of file FixValues.h.

const int FIX::PartyRole_GIVEUP_CLEARING_FIRM = 14

Definition at line 366 of file FixValues.h.

const int FIX::PartyRole_GIVEUPCLEARINGFIRM = 14

Definition at line 362 of file FixValues.h.

const int FIX::PartyRole_HOME_COMPETENT_AUTHORITY = 69

Definition at line 290 of file FixValues.h.

const int FIX::PartyRole_HOST_COMPETENT_AUTHORITY = 68

Definition at line 278 of file FixValues.h.

const int FIX::PartyRole_INITIATINGTRADER = 11

Definition at line 383 of file FixValues.h.

const int FIX::PartyRole_INTERESTED_PARTY = 33

Definition at line 315 of file FixValues.h.

const int FIX::PartyRole_INTERESTEDPARTY = 33

Definition at line 347 of file FixValues.h.

const int FIX::PartyRole_INTERMEDIARY = 29

Definition at line 286 of file FixValues.h.

const int FIX::PartyRole_INTERNAL_CARRY_ACCOUNT = 43

Definition at line 298 of file FixValues.h.

const int FIX::PartyRole_INTRODUCING_BROKER = 60

Definition at line 288 of file FixValues.h.

const int FIX::PartyRole_INTRODUCING_FIRM = 6

Definition at line 365 of file FixValues.h.

const int FIX::PartyRole_INTRODUCINGFIRM = 6

Definition at line 344 of file FixValues.h.

const int FIX::PartyRole_INVESTMENT_FIRM = 67

Definition at line 293 of file FixValues.h.

const int FIX::PartyRole_INVESTOR_ID = 5

Definition at line 332 of file FixValues.h.

const int FIX::PartyRole_INVESTORID = 5

Definition at line 356 of file FixValues.h.

const int FIX::PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT = 52

Definition at line 320 of file FixValues.h.

const int FIX::PartyRole_LIQUIDITY_PROVIDER = 35

Definition at line 371 of file FixValues.h.

const int FIX::PartyRole_LIQUIDITYPROVIDER = 35

Definition at line 361 of file FixValues.h.

const int FIX::PartyRole_LOCATE = 8

Definition at line 299 of file FixValues.h.

const int FIX::PartyRole_LOCATE_LENDING_FIRM = 8

Definition at line 382 of file FixValues.h.

const int FIX::PartyRole_LOCATELENDINGFIRM = 8

Definition at line 393 of file FixValues.h.

const int FIX::PartyRole_LOCATION_ID = 75

Definition at line 348 of file FixValues.h.

const int FIX::PartyRole_MARKET_DATA_ENTRY_ORIGINATOR = 74

Definition at line 343 of file FixValues.h.

const int FIX::PartyRole_MARKET_DATA_MARKET = 77

Definition at line 391 of file FixValues.h.

const int FIX::PartyRole_MARKET_MAKER = 66

Definition at line 314 of file FixValues.h.

const int FIX::PartyRole_MULTILATERAL_TRADING_FACILITY = 64

Definition at line 352 of file FixValues.h.

const int FIX::PartyRole_ORDER_ENTRY_OPERATOR_ID = 44

Definition at line 287 of file FixValues.h.

const int FIX::PartyRole_ORDER_ORIGINATION_FIRM = 13

Definition at line 354 of file FixValues.h.

const int FIX::PartyRole_ORDER_ORIGINATION_TRADER = 11

Definition at line 301 of file FixValues.h.

const int FIX::PartyRole_ORDERORIGINATOR = 13

Definition at line 349 of file FixValues.h.

const int FIX::PartyRole_PLEDGEE_ACCOUNT = 51

Definition at line 328 of file FixValues.h.

const int FIX::PartyRole_PLEDGOR_ACCOUNT = 50

Definition at line 376 of file FixValues.h.

const int FIX::PartyRole_POSITION_ACCOUNT = 38

Definition at line 372 of file FixValues.h.

const int FIX::PartyRole_POSITIONACCOUNT = 38

Definition at line 282 of file FixValues.h.

const int FIX::PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES = 79

Definition at line 339 of file FixValues.h.

const int FIX::PartyRole_QUOTE_ORIGINATOR = 61

Definition at line 311 of file FixValues.h.

const int FIX::PartyRole_REGULATED_MARKET = 65

Definition at line 307 of file FixValues.h.

const int FIX::PartyRole_REGULATORY_BODY = 34

Definition at line 384 of file FixValues.h.

const int FIX::PartyRole_REGULATORYBODY = 34

Definition at line 358 of file FixValues.h.

const int FIX::PartyRole_REPORT_ORIGINATOR = 62

Definition at line 283 of file FixValues.h.

const int FIX::PartyRole_REPORTING_INTERMEDIARY = 72

Definition at line 377 of file FixValues.h.

const int FIX::PartyRole_SECONDARY_ACCOUNT_NUMBER = 45

Definition at line 292 of file FixValues.h.

const int FIX::PartyRole_SENDER_LOCATION = 54

Definition at line 306 of file FixValues.h.

const int FIX::PartyRole_SESSION_ID = 55

Definition at line 313 of file FixValues.h.

const int FIX::PartyRole_SETTLEMENT_LOCATION = 10

Definition at line 324 of file FixValues.h.

const int FIX::PartyRole_SETTLEMENTLOCATION = 10

Definition at line 309 of file FixValues.h.

const int FIX::PartyRole_SPONSORING_FIRM = 19

Definition at line 392 of file FixValues.h.

const int FIX::PartyRole_SPONSORINGFIRM = 19

Definition at line 353 of file FixValues.h.

const int FIX::PartyRole_STEP_OUT_FIRM = 80

Definition at line 304 of file FixValues.h.

const int FIX::PartyRole_SUB_CUSTODIAN = 31

Definition at line 302 of file FixValues.h.

const int FIX::PartyRole_SUBCUSTODIAN = 31

Definition at line 335 of file FixValues.h.

const int FIX::PartyRole_SYSTEMATIC_INTERNALISER = 63

Definition at line 296 of file FixValues.h.

const int FIX::PartyRole_THIRD_PARTY_ALLOCATION_FIRM = 47

Definition at line 374 of file FixValues.h.

const int FIX::PartyRole_TRADER_MNEMONIC = 53

Definition at line 276 of file FixValues.h.

const int FIX::PartyRole_TRANSFER_TO_FIRM = 40

Definition at line 316 of file FixValues.h.

const int FIX::PartyRole_UNACCEPTABLE_COUNTERPARTY = 57

Definition at line 385 of file FixValues.h.

const int FIX::PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY = 85

Definition at line 308 of file FixValues.h.

const int FIX::PartyRole_UNDERLYING_CONTRA_FIRM = 20

Definition at line 368 of file FixValues.h.

const int FIX::PartyRole_UNDRCONTRAFIRM = 20

Definition at line 394 of file FixValues.h.

const int FIX::PartySubIDType_APPLICATION = 4

Definition at line 3703 of file FixValues.h.

const int FIX::PartySubIDType_BIC = 16

Definition at line 3699 of file FixValues.h.

const int FIX::PartySubIDType_CASH_ACCOUNT_NAME = 23

Definition at line 3675 of file FixValues.h.

const int FIX::PartySubIDType_CASH_ACCOUNT_NUMBER = 15

Definition at line 3666 of file FixValues.h.

const int FIX::PartySubIDType_CASHACCOUNT = 15

Definition at line 3700 of file FixValues.h.

const int FIX::PartySubIDType_CASHACCOUNTNAME = 23

Definition at line 3704 of file FixValues.h.

const int FIX::PartySubIDType_CONTACT_NAME = 9

Definition at line 3671 of file FixValues.h.

const int FIX::PartySubIDType_CONTACTNAME = 9

Definition at line 3668 of file FixValues.h.

const int FIX::PartySubIDType_CSD_PARTICIPANT_MEMBER_CODE = 17

Definition at line 3691 of file FixValues.h.

const int FIX::PartySubIDType_CSDPARTICIPANTMEMBERCODE = 17

Definition at line 3717 of file FixValues.h.

const int FIX::PartySubIDType_CURRENCY_DELIVERY_IDENTIFIER = 33

Definition at line 3693 of file FixValues.h.

const int FIX::PartySubIDType_DEPARTMENT = 24

Definition at line 3670 of file FixValues.h.

const int FIX::PartySubIDType_ELIGIBLE_COUNTERPARTY = 29

Definition at line 3709 of file FixValues.h.

const int FIX::PartySubIDType_EMAIL_ADDRESS = 8

Definition at line 3697 of file FixValues.h.

const int FIX::PartySubIDType_EMAILADDRESS = 8

Definition at line 3687 of file FixValues.h.

const int FIX::PartySubIDType_EXECUTION_VENUE = 32

Definition at line 3714 of file FixValues.h.

const int FIX::PartySubIDType_FAX_NUMBER = 21

Definition at line 3667 of file FixValues.h.

const int FIX::PartySubIDType_FAXNUMBER = 21

Definition at line 3698 of file FixValues.h.

const int FIX::PartySubIDType_FIRM = 1

Definition at line 3674 of file FixValues.h.

const int FIX::PartySubIDType_FULL_LEGAL_NAME_OF_FIRM = 5

Definition at line 3712 of file FixValues.h.

const int FIX::PartySubIDType_FULLLEGALNAMEOFFIRM = 5

Definition at line 3683 of file FixValues.h.

const int FIX::PartySubIDType_FUND_ACCOUNT_NAME = 19

Definition at line 3680 of file FixValues.h.

const int FIX::PartySubIDType_FUNDACCOUNTNAME = 19

Definition at line 3716 of file FixValues.h.

const int FIX::PartySubIDType_LOCATION = 31

Definition at line 3682 of file FixValues.h.

const int FIX::PartySubIDType_LOCATION_DESK = 25

Definition at line 3702 of file FixValues.h.

const int FIX::PartySubIDType_LOCATIONDESK = 25

Definition at line 3684 of file FixValues.h.

const int FIX::PartySubIDType_MARKET_MAKER = 28

Definition at line 3713 of file FixValues.h.

const int FIX::PartySubIDType_PERSON = 2

Definition at line 3673 of file FixValues.h.

const int FIX::PartySubIDType_PHONE_NUMBER = 7

Definition at line 3706 of file FixValues.h.

const int FIX::PartySubIDType_PHONENUMBER = 7

Definition at line 3692 of file FixValues.h.

const int FIX::PartySubIDType_POSITION_ACCOUNT_TYPE = 26

Definition at line 3676 of file FixValues.h.

const int FIX::PartySubIDType_POSITIONACCOUNTTYPE = 26

Definition at line 3715 of file FixValues.h.

const int FIX::PartySubIDType_POSTAL_ADDRESS = 6

Definition at line 3677 of file FixValues.h.

const int FIX::PartySubIDType_POSTALADDRESS = 6

Definition at line 3679 of file FixValues.h.

const int FIX::PartySubIDType_PROFESSIONAL_CLIENT = 30

Definition at line 3681 of file FixValues.h.

const int FIX::PartySubIDType_REGISTERED_ADDRESS_12 = 12

Definition at line 3665 of file FixValues.h.

const int FIX::PartySubIDType_REGISTERED_ADDRESS_18 = 18

Definition at line 3695 of file FixValues.h.

const int FIX::PartySubIDType_REGISTEREDADDRESS_12 = 12

Definition at line 3685 of file FixValues.h.

const int FIX::PartySubIDType_REGISTEREDADDRESS_18 = 18

Definition at line 3710 of file FixValues.h.

const int FIX::PartySubIDType_REGISTRATION_NAME = 14

Definition at line 3694 of file FixValues.h.

const int FIX::PartySubIDType_REGISTRATION_NUMBER = 11

Definition at line 3686 of file FixValues.h.

const int FIX::PartySubIDType_REGISTRATIONNAME = 14

Definition at line 3708 of file FixValues.h.

const int FIX::PartySubIDType_REGISTRATIONNUMBER = 11

Definition at line 3701 of file FixValues.h.

const int FIX::PartySubIDType_REGULATORY_STATUS = 13

Definition at line 3690 of file FixValues.h.

const int FIX::PartySubIDType_REGULATORYSTATUS = 13

Definition at line 3718 of file FixValues.h.

const int FIX::PartySubIDType_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES = 4000

Definition at line 3669 of file FixValues.h.

const int FIX::PartySubIDType_SECURITIES_ACCOUNT_NAME = 22

Definition at line 3705 of file FixValues.h.

const int FIX::PartySubIDType_SECURITIES_ACCOUNT_NUMBER = 10

Definition at line 3711 of file FixValues.h.

const int FIX::PartySubIDType_SECURITIESACCOUNTNAME = 22

Definition at line 3707 of file FixValues.h.

const int FIX::PartySubIDType_SECURITIESACCOUNTNUMBER = 10

Definition at line 3689 of file FixValues.h.

const int FIX::PartySubIDType_SECURITY_LOCATE_ID = 27

Definition at line 3678 of file FixValues.h.

const int FIX::PartySubIDType_SYSTEM = 3

Definition at line 3688 of file FixValues.h.

const int FIX::PartySubIDType_TELEX_NUMBER = 20

Definition at line 3696 of file FixValues.h.

const int FIX::PartySubIDType_TELEXNUMBER = 20

Definition at line 3672 of file FixValues.h.

const int FIX::PaymentMethod_ACH_CREDIT = 13

Definition at line 1750 of file FixValues.h.

const int FIX::PaymentMethod_ACH_DEBIT = 12

Definition at line 1768 of file FixValues.h.

const int FIX::PaymentMethod_ACHCREDIT = 13

Definition at line 1746 of file FixValues.h.

const int FIX::PaymentMethod_ACHDEBIT = 12

Definition at line 1766 of file FixValues.h.

const int FIX::PaymentMethod_BPAY = 14

Definition at line 1762 of file FixValues.h.

const int FIX::PaymentMethod_CHEQUE = 5

Definition at line 1756 of file FixValues.h.

const int FIX::PaymentMethod_CLEARSTREAM = 4

Definition at line 1761 of file FixValues.h.

const int FIX::PaymentMethod_CREDIT_CARD = 11

Definition at line 1755 of file FixValues.h.

const int FIX::PaymentMethod_CREDITCARD = 11

Definition at line 1753 of file FixValues.h.

const int FIX::PaymentMethod_CREST = 1

Definition at line 1758 of file FixValues.h.

const int FIX::PaymentMethod_DEBIT_CARD = 8

Definition at line 1765 of file FixValues.h.

const int FIX::PaymentMethod_DEBITCARD = 8

Definition at line 1760 of file FixValues.h.

const int FIX::PaymentMethod_DIRECT_CREDIT = 10

Definition at line 1757 of file FixValues.h.

const int FIX::PaymentMethod_DIRECT_DEBIT = 9

Definition at line 1754 of file FixValues.h.

const int FIX::PaymentMethod_DIRECTCREDITBECS = 10

Definition at line 1767 of file FixValues.h.

const int FIX::PaymentMethod_DIRECTDEBITBECS = 9

Definition at line 1748 of file FixValues.h.

const int FIX::PaymentMethod_EUROCLEAR = 3

Definition at line 1749 of file FixValues.h.

const int FIX::PaymentMethod_FED_WIRE = 7

Definition at line 1745 of file FixValues.h.

const int FIX::PaymentMethod_FEDWIRE = 7

Definition at line 1752 of file FixValues.h.

const int FIX::PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM = 15

Definition at line 1759 of file FixValues.h.

const int FIX::PaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS = 15

Definition at line 1763 of file FixValues.h.

const int FIX::PaymentMethod_NSCC = 2

Definition at line 1764 of file FixValues.h.

const int FIX::PaymentMethod_TELEGRAPHIC_TRANSFER = 6

Definition at line 1751 of file FixValues.h.

const int FIX::PaymentMethod_TELEGRAPHICTRANSFER = 6

Definition at line 1747 of file FixValues.h.

const int FIX::PegLimitType_OR_BETTER = 0

Definition at line 1775 of file FixValues.h.

const int FIX::PegLimitType_OR_WORSE = 2

Definition at line 1776 of file FixValues.h.

const int FIX::PegLimitType_ORBETTER = 0

Definition at line 1777 of file FixValues.h.

const int FIX::PegLimitType_ORWORSE = 2

Definition at line 1774 of file FixValues.h.

const int FIX::PegLimitType_STRICT = 1

Definition at line 1773 of file FixValues.h.

const int FIX::PegMoveType_FIXED = 1

Definition at line 1131 of file FixValues.h.

const int FIX::PegMoveType_FLOATING = 0

Definition at line 1130 of file FixValues.h.

const int FIX::PegOffsetType_BASIS_POINTS = 1

Definition at line 1021 of file FixValues.h.

const int FIX::PegOffsetType_BASISPOINTS = 1

Definition at line 1017 of file FixValues.h.

const int FIX::PegOffsetType_PRICE = 0

Definition at line 1016 of file FixValues.h.

const int FIX::PegOffsetType_PRICE_TIER = 3

Definition at line 1018 of file FixValues.h.

const int FIX::PegOffsetType_PRICETIERLEVEL = 3

Definition at line 1020 of file FixValues.h.

const int FIX::PegOffsetType_TICKS = 2

Definition at line 1019 of file FixValues.h.

const int FIX::PegPriceType_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 6

Definition at line 586 of file FixValues.h.

const int FIX::PegPriceType_LAST_PEG = 1

Definition at line 583 of file FixValues.h.

const int FIX::PegPriceType_MARKET_PEG = 4

Definition at line 590 of file FixValues.h.

const int FIX::PegPriceType_MID_PRICE_PEG = 2

Definition at line 589 of file FixValues.h.

const int FIX::PegPriceType_OPENING_PEG = 3

Definition at line 585 of file FixValues.h.

const int FIX::PegPriceType_PEG_TO_LIMIT_PRICE = 9

Definition at line 588 of file FixValues.h.

const int FIX::PegPriceType_PEG_TO_VWAP = 7

Definition at line 591 of file FixValues.h.

const int FIX::PegPriceType_PRIMARY_PEG = 5

Definition at line 584 of file FixValues.h.

const int FIX::PegPriceType_TRAILING_STOP_PEG = 8

Definition at line 587 of file FixValues.h.

const int FIX::PegRoundDirection_MORE_AGGRESSIVE = 1

Definition at line 3137 of file FixValues.h.

const int FIX::PegRoundDirection_MORE_PASSIVE = 2

Definition at line 3138 of file FixValues.h.

const int FIX::PegRoundDirection_MOREAGGRESSIVE = 1

Definition at line 3136 of file FixValues.h.

const int FIX::PegRoundDirection_MOREPASSIVE = 2

Definition at line 3135 of file FixValues.h.

const int FIX::PegScope_GLOBAL = 3

Definition at line 1434 of file FixValues.h.

const int FIX::PegScope_LOCAL = 1

Definition at line 1432 of file FixValues.h.

const int FIX::PegScope_LOCALEXCHANGEECNATS = 1

Definition at line 1436 of file FixValues.h.

const int FIX::PegScope_NATIONAL = 2

Definition at line 1435 of file FixValues.h.

const int FIX::PegScope_NATIONAL_EXCLUDING_LOCAL = 4

Definition at line 1431 of file FixValues.h.

const int FIX::PegScope_NATIONAL_XXCLUDING_LOCAL = 4

Definition at line 1430 of file FixValues.h.

const int FIX::PegScope_NATIONALEXCLUDINGLOCAL = 4

Definition at line 1433 of file FixValues.h.

const char FIX::PERSIST_MESSAGES[] = "PersistMessages"

Definition at line 126 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create(), and FIX::HttpConnection::processSession().

const char FIX::PosAmtType_ACCRUED_COUPON_AMOUNT[] = "ACPN"

Definition at line 445 of file FixValues.h.

const char FIX::PosAmtType_CASH_AMOUNT[] = "CASH"

Definition at line 455 of file FixValues.h.

const char FIX::PosAmtType_CASH_RESIDUAL_AMOUNT[] = "CRES"

Definition at line 463 of file FixValues.h.

const char FIX::PosAmtType_CASHAMOUNTCORPORATEEVENT[] = "CASH"

Definition at line 449 of file FixValues.h.

const char FIX::PosAmtType_CASHRESIDUALAMOUNT[] = "CRES"

Definition at line 461 of file FixValues.h.

const char FIX::PosAmtType_COLLATERALIZED_MARK_TO_MARKET[] = "CMTM"

Definition at line 462 of file FixValues.h.

const char FIX::PosAmtType_COMPENSATION_AMOUNT[] = "DLV"

Definition at line 464 of file FixValues.h.

const char FIX::PosAmtType_COUPON_AMOUNT[] = "CPN"

Definition at line 468 of file FixValues.h.

const char FIX::PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT[] = "FMTM"

Definition at line 452 of file FixValues.h.

const char FIX::PosAmtType_FINALMARKTOMARKETAMOUNT[] = "FMTM"

Definition at line 467 of file FixValues.h.

const char FIX::PosAmtType_INCREMENTAL_ACCRUED_COUPON[] = "IACPN"

Definition at line 458 of file FixValues.h.

const char FIX::PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET[] = "ICMTM"

Definition at line 450 of file FixValues.h.

const char FIX::PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT[] = "IMTM"

Definition at line 470 of file FixValues.h.

const char FIX::PosAmtType_INCREMENTALMARKTOMARKETAMOUNT[] = "IMTM"

Definition at line 448 of file FixValues.h.

const char FIX::PosAmtType_INITIAL_TRADE_COUPON_AMOUNT[] = "ICPN"

Definition at line 457 of file FixValues.h.

const char FIX::PosAmtType_PREMIUM_AMOUNT[] = "PREM"

Definition at line 446 of file FixValues.h.

const char FIX::PosAmtType_PREMIUMAMOUNT[] = "PREM"

Definition at line 456 of file FixValues.h.

const char FIX::PosAmtType_SETTLEMENT_VALUE[] = "SETL"

Definition at line 453 of file FixValues.h.

const char FIX::PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT[] = "SMTM"

Definition at line 459 of file FixValues.h.

const char FIX::PosAmtType_STARTOFDAYMARKTOMARKETAMOUNT[] = "SMTM"

Definition at line 447 of file FixValues.h.

const char FIX::PosAmtType_TOTAL_BANKED_AMOUNT[] = "BANK"

Definition at line 451 of file FixValues.h.

const char FIX::PosAmtType_TOTAL_COLLATERALIZED_AMOUNT[] = "COLAT"

Definition at line 469 of file FixValues.h.

const char FIX::PosAmtType_TRADE_VARIATION_AMOUNT[] = "TVAR"

Definition at line 465 of file FixValues.h.

const char FIX::PosAmtType_TRADEVARIATIONAMOUNT[] = "TVAR"

Definition at line 466 of file FixValues.h.

const char FIX::PosAmtType_VALUE_ADJUSTED_AMOUNT[] = "VADJ"

Definition at line 460 of file FixValues.h.

const char FIX::PosAmtType_VALUEADJUSTEDAMOUNT[] = "VADJ"

Definition at line 454 of file FixValues.h.

const char FIX::PositionEffect_CLOSE = 'C'

Definition at line 1266 of file FixValues.h.

const char FIX::PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN = 'N'

Definition at line 1267 of file FixValues.h.

const char FIX::PositionEffect_DEFAULT = 'D'

Definition at line 1265 of file FixValues.h.

const char FIX::PositionEffect_FIFO = 'F'

Definition at line 1269 of file FixValues.h.

const char FIX::PositionEffect_OPEN = 'O'

Definition at line 1268 of file FixValues.h.

const char FIX::PositionEffect_ROLLED = 'R'

Definition at line 1270 of file FixValues.h.

const int FIX::PosMaintAction_CANCEL = 3

Definition at line 4201 of file FixValues.h.

const int FIX::PosMaintAction_NEW = 1

Definition at line 4199 of file FixValues.h.

const int FIX::PosMaintAction_REPLACE = 2

Definition at line 4198 of file FixValues.h.

const int FIX::PosMaintAction_REVERSE = 4

Definition at line 4200 of file FixValues.h.

const int FIX::PosMaintResult_OTHER = 99

Definition at line 1011 of file FixValues.h.

const int FIX::PosMaintResult_REJECTED = 1

Definition at line 1012 of file FixValues.h.

const int FIX::PosMaintResult_SUCCESSFUL_COMPLETION = 0

Definition at line 1010 of file FixValues.h.

const int FIX::PosMaintResult_SUCCESSFULCOMPLETION = 0

Definition at line 1009 of file FixValues.h.

const int FIX::PosMaintStatus_ACCEPTED = 0

Definition at line 3920 of file FixValues.h.

const int FIX::PosMaintStatus_ACCEPTED_WITH_WARNINGS = 1

Definition at line 3915 of file FixValues.h.

const int FIX::PosMaintStatus_ACCEPTEDWITHWARNINGS = 1

Definition at line 3917 of file FixValues.h.

const int FIX::PosMaintStatus_COMPLETED = 3

Definition at line 3916 of file FixValues.h.

const int FIX::PosMaintStatus_COMPLETED_WITH_WARNINGS = 4

Definition at line 3921 of file FixValues.h.

const int FIX::PosMaintStatus_COMPLETEDWITHWARNINGS = 4

Definition at line 3918 of file FixValues.h.

const int FIX::PosMaintStatus_REJECTED = 2

Definition at line 3919 of file FixValues.h.

const int FIX::PosQtyStatus_ACCEPTED = 1

Definition at line 819 of file FixValues.h.

const int FIX::PosQtyStatus_REJECTED = 2

Definition at line 818 of file FixValues.h.

const int FIX::PosQtyStatus_SUBMITTED = 0

Definition at line 817 of file FixValues.h.

const int FIX::PosReqResult_INVALID_OR_UNSUPPORTED_REQUEST = 1

Definition at line 2829 of file FixValues.h.

const int FIX::PosReqResult_INVALIDORUNSUPPORTEDREQUEST = 1

Definition at line 2834 of file FixValues.h.

const int FIX::PosReqResult_NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA = 2

Definition at line 2827 of file FixValues.h.

const int FIX::PosReqResult_NOPOSITIONSFOUNDTHATMATCHCRITERIA = 2

Definition at line 2832 of file FixValues.h.

const int FIX::PosReqResult_NOT_AUTHORIZED_TO_REQUEST_POSITIONS = 3

Definition at line 2828 of file FixValues.h.

const int FIX::PosReqResult_NOTAUTHORIZEDTOREQUESTPOSITIONS = 3

Definition at line 2830 of file FixValues.h.

const int FIX::PosReqResult_OTHER = 99

Definition at line 2831 of file FixValues.h.

const int FIX::PosReqResult_REQUEST_FOR_POSITION_NOT_SUPPORTED = 4

Definition at line 2833 of file FixValues.h.

const int FIX::PosReqResult_REQUESTFORPOSITIONNOTSUPPORTED = 4

Definition at line 2825 of file FixValues.h.

const int FIX::PosReqResult_VALID_REQUEST = 0

Definition at line 2826 of file FixValues.h.

const int FIX::PosReqResult_VALIDREQUEST = 0

Definition at line 2835 of file FixValues.h.

const int FIX::PosReqStatus_COMPLETED = 0

Definition at line 4233 of file FixValues.h.

const int FIX::PosReqStatus_COMPLETED_WITH_WARNINGS = 1

Definition at line 4236 of file FixValues.h.

const int FIX::PosReqStatus_COMPLETEDWITHWARNINGS = 1

Definition at line 4235 of file FixValues.h.

const int FIX::PosReqStatus_REJECTED = 2

Definition at line 4234 of file FixValues.h.

const int FIX::PosReqType_ASSIGNMENTS = 3

Definition at line 1590 of file FixValues.h.

const int FIX::PosReqType_BACKOUT_MESSAGE = 5

Definition at line 1585 of file FixValues.h.

const int FIX::PosReqType_DELTA_POSITIONS = 6

Definition at line 1586 of file FixValues.h.

const int FIX::PosReqType_EXERCISES = 2

Definition at line 1589 of file FixValues.h.

const int FIX::PosReqType_POSITIONS = 0

Definition at line 1584 of file FixValues.h.

const int FIX::PosReqType_SETTLEMENT_ACTIVITY = 4

Definition at line 1587 of file FixValues.h.

const int FIX::PosReqType_TRADES = 1

Definition at line 1588 of file FixValues.h.

const char FIX::PossDupFlag_NO = 'N'

Definition at line 3825 of file FixValues.h.

const char FIX::PossDupFlag_YES = 'Y'

Definition at line 3826 of file FixValues.h.

const char FIX::PossResend_NO = 'N'

Definition at line 648 of file FixValues.h.

const char FIX::PossResend_YES = 'Y'

Definition at line 649 of file FixValues.h.

const char FIX::POSTGRESQL_LOG_DATABASE[] = "PostgreSQLLogDatabase"

Definition at line 106 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_EVENT_TABLE[] = "PostgreSQLLogEventTable"

Definition at line 113 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_HOST[] = "PostgreSQLLogHost"

Definition at line 109 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_INCOMING_TABLE[] = "PostgreSQLLogIncomingTable"

Definition at line 111 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_OUTGOING_TABLE[] = "PostgreSQLLogOutgoingTable"

Definition at line 112 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_PASSWORD[] = "PostgreSQLLogPassword"

Definition at line 108 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_PORT[] = "PostgreSQLLogPort"

Definition at line 110 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_USECONNECTIONPOOL[] = "PostgreSQLLogUseConnectionPool"

Definition at line 105 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_USER[] = "PostgreSQLLogUser"

Definition at line 107 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_DATABASE[] = "PostgreSQLStoreDatabase"

Definition at line 83 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_HOST[] = "PostgreSQLStoreHost"

Definition at line 86 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_PASSWORD[] = "PostgreSQLStorePassword"

Definition at line 85 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_PORT[] = "PostgreSQLStorePort"

Definition at line 87 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_USECONNECTIONPOOL[] = "PostgreSQLStoreUseConnectionPool"

Definition at line 82 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_USER[] = "PostgreSQLStoreUser"

Definition at line 84 of file SessionSettings.h.

const int FIX::PosTransType_DO_NOT_EXERCISE = 2

Definition at line 3901 of file FixValues.h.

const int FIX::PosTransType_DONOTEXERCISE = 2

Definition at line 3903 of file FixValues.h.

const int FIX::PosTransType_EXERCISE = 1

Definition at line 3907 of file FixValues.h.

const int FIX::PosTransType_LARGE_TRADER_SUBMISSION = 6

Definition at line 3904 of file FixValues.h.

const int FIX::PosTransType_PLEDGE = 5

Definition at line 3909 of file FixValues.h.

const int FIX::PosTransType_POSITION_ADJUSTMENT = 3

Definition at line 3908 of file FixValues.h.

const int FIX::PosTransType_POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION = 4

Definition at line 3902 of file FixValues.h.

const int FIX::PosTransType_POSITIONADJUSTMENT = 3

Definition at line 3906 of file FixValues.h.

const int FIX::PosTransType_POSITIONCHANGESUBMISSIONMARGINDISPOSITION = 4

Definition at line 3905 of file FixValues.h.

const char FIX::PosType_ADJUSTMENT_QTY[] = "PA"

Definition at line 3310 of file FixValues.h.

const char FIX::PosType_ADJUSTMENTQTY[] = "PA"

Definition at line 3288 of file FixValues.h.

const char FIX::PosType_ALLOCATION_TRADE_QTY[] = "ALC"

Definition at line 3325 of file FixValues.h.

const char FIX::PosType_ALLOCATIONTRADEQTY[] = "ALC"

Definition at line 3315 of file FixValues.h.

const char FIX::PosType_AS_OF_TRADE_QTY[] = "ASF"

Definition at line 3301 of file FixValues.h.

const char FIX::PosType_ASOFTRADEQTY[] = "ASF"

Definition at line 3314 of file FixValues.h.

const char FIX::PosType_CORPORATE_ACTION_ADJUSTMENT[] = "CAA"

Definition at line 3319 of file FixValues.h.

const char FIX::PosType_CREDIT_EVENT_ADJUSTMENT[] = "CEA"

Definition at line 3316 of file FixValues.h.

const char FIX::PosType_CROSS_MARGIN_QTY[] = "XM"

Definition at line 3318 of file FixValues.h.

const char FIX::PosType_CROSSMARGINQTY[] = "XM"

Definition at line 3326 of file FixValues.h.

const char FIX::PosType_DELIVERY_NOTICE_QTY[] = "DN"

Definition at line 3312 of file FixValues.h.

const char FIX::PosType_DELIVERY_QTY[] = "DLV"

Definition at line 3291 of file FixValues.h.

const char FIX::PosType_DELIVERYQTY[] = "DLV"

Definition at line 3294 of file FixValues.h.

const char FIX::PosType_ELECTRONIC_TRADE_QTY[] = "ETR"

Definition at line 3302 of file FixValues.h.

const char FIX::PosType_ELECTRONICTRADEQTY[] = "ETR"

Definition at line 3300 of file FixValues.h.

const char FIX::PosType_END_OF_DAY_QTY[] = "FIN"

Definition at line 3309 of file FixValues.h.

const char FIX::PosType_ENDOFDAYQTY[] = "FIN"

Definition at line 3290 of file FixValues.h.

const char FIX::PosType_EXCHANGE_FOR_PHYSICAL_QTY[] = "EP"

Definition at line 3285 of file FixValues.h.

const char FIX::PosType_INTEGRAL_SPLIT[] = "SPL"

Definition at line 3322 of file FixValues.h.

const char FIX::PosType_INTEGRALSPLIT[] = "SPL"

Definition at line 3299 of file FixValues.h.

const char FIX::PosType_INTER_SPREAD_QTY[] = "IES"

Definition at line 3283 of file FixValues.h.

const char FIX::PosType_INTERSPREADQTY[] = "IES"

Definition at line 3323 of file FixValues.h.

const char FIX::PosType_INTRA_SPREAD_QTY[] = "IAS"

Definition at line 3282 of file FixValues.h.

const char FIX::PosType_INTRASPREADQTY[] = "IAS"

Definition at line 3324 of file FixValues.h.

const char FIX::PosType_NET_DELTA_QTY[] = "DLT"

Definition at line 3308 of file FixValues.h.

const char FIX::PosType_OPTION_ASSIGNMENT[] = "AS"

Definition at line 3295 of file FixValues.h.

const char FIX::PosType_OPTION_EXERCISE_QTY[] = "EX"

Definition at line 3306 of file FixValues.h.

const char FIX::PosType_OPTIONASSIGNMENT[] = "AS"

Definition at line 3304 of file FixValues.h.

const char FIX::PosType_OPTIONEXERCISEQTY[] = "EX"

Definition at line 3293 of file FixValues.h.

const char FIX::PosType_PIT_TRADE_QTY[] = "PIT"

Definition at line 3296 of file FixValues.h.

const char FIX::PosType_PITTRADEQTY[] = "PIT"

Definition at line 3303 of file FixValues.h.

const char FIX::PosType_PRIVATELY_NEGOTIATED_TRADE_QTY[] = "PNTN"

Definition at line 3317 of file FixValues.h.

const char FIX::PosType_RECEIVE_QUANTITY[] = "RCV"

Definition at line 3313 of file FixValues.h.

const char FIX::PosType_START_OF_DAY_QTY[] = "SOD"

Definition at line 3289 of file FixValues.h.

const char FIX::PosType_STARTOFDAYQTY[] = "SOD"

Definition at line 3321 of file FixValues.h.

const char FIX::PosType_SUCCESSION_EVENT_ADJUSTMENT[] = "SEA"

Definition at line 3305 of file FixValues.h.

const char FIX::PosType_TOTAL_TRANSACTION_QTY[] = "TOT"

Definition at line 3311 of file FixValues.h.

const char FIX::PosType_TOTALTRANSACTIONQTY[] = "TOT"

Definition at line 3320 of file FixValues.h.

const char FIX::PosType_TRANSACTION_FROM_ASSIGNMENT[] = "TA"

Definition at line 3297 of file FixValues.h.

const char FIX::PosType_TRANSACTION_FROM_EXERCISE[] = "TX"

Definition at line 3298 of file FixValues.h.

const char FIX::PosType_TRANSACTION_QUANTITY[] = "TQ"

Definition at line 3307 of file FixValues.h.

const char FIX::PosType_TRANSACTIONFROMASSIGNMENT[] = "TA"

Definition at line 3327 of file FixValues.h.

const char FIX::PosType_TRANSACTIONFROMEXERCISE[] = "TX"

Definition at line 3292 of file FixValues.h.

const char FIX::PosType_TRANSACTIONQUANTITY[] = "TQ"

Definition at line 3287 of file FixValues.h.

const char FIX::PosType_TRANSFER_TRADE_QTY[] = "TRF"

Definition at line 3284 of file FixValues.h.

const char FIX::PosType_TRANSFERTRADEQTY[] = "TRF"

Definition at line 3286 of file FixValues.h.

const char FIX::PreallocMethod_DO_NOT_PRO_RATA = '1'

Definition at line 1917 of file FixValues.h.

const char FIX::PreallocMethod_DO_NOT_PRO_RATA_DISCUSS_FIRST = '1'

Definition at line 1914 of file FixValues.h.

const char FIX::PreallocMethod_DO_NOT_PRORATA_DISCUSS_FIRST = '1'

Definition at line 1916 of file FixValues.h.

const char FIX::PreallocMethod_PRO_RATA = '0'

Definition at line 1915 of file FixValues.h.

const char FIX::PreallocMethod_PRORATA = '0'

Definition at line 1918 of file FixValues.h.

const char FIX::PreviouslyReported_NO = 'N'

Definition at line 2847 of file FixValues.h.

const char FIX::PreviouslyReported_YES = 'Y'

Definition at line 2848 of file FixValues.h.

const int FIX::PriceLimitType_PERCENTAGE = 2

Definition at line 3599 of file FixValues.h.

const int FIX::PriceLimitType_PRICE = 0

Definition at line 3597 of file FixValues.h.

const int FIX::PriceLimitType_TICKS = 1

Definition at line 3598 of file FixValues.h.

const char FIX::PriceProtectionScope_GLOBAL = '3'

Definition at line 608 of file FixValues.h.

const char FIX::PriceProtectionScope_LOCAL = '1'

Definition at line 606 of file FixValues.h.

const char FIX::PriceProtectionScope_NATIONAL = '2'

Definition at line 609 of file FixValues.h.

const char FIX::PriceProtectionScope_NONE = '0'

Definition at line 607 of file FixValues.h.

const char FIX::PriceQuoteMethod_INDEX[] = "INX"

Definition at line 2518 of file FixValues.h.

const char FIX::PriceQuoteMethod_INTEREST_RATE_INDEX[] = "INT"

Definition at line 2519 of file FixValues.h.

const char FIX::PriceQuoteMethod_PERCENT_OF_PAR[] = "PCTPAR"

Definition at line 2517 of file FixValues.h.

const char FIX::PriceQuoteMethod_STANDARD[] = "STD"

Definition at line 2516 of file FixValues.h.

const int FIX::PriceType_ABS = 3

Definition at line 257 of file FixValues.h.

const int FIX::PriceType_BASIS_POINTS_RELATIVE_TO_BENCHMARK = 6

Definition at line 264 of file FixValues.h.

const int FIX::PriceType_CPS = 2

Definition at line 253 of file FixValues.h.

const int FIX::PriceType_DISCOUNT = 4

Definition at line 250 of file FixValues.h.

const int FIX::PriceType_FIXED_AMOUNT = 3

Definition at line 248 of file FixValues.h.

const int FIX::PriceType_FIXED_CABINET_TRADE_PRICE = 10

Definition at line 262 of file FixValues.h.

const int FIX::PriceType_FIXEDCABINETTRADEPRICE = 10

Definition at line 239 of file FixValues.h.

const int FIX::PriceType_PCT = 1

Definition at line 241 of file FixValues.h.

const int FIX::PriceType_PER_SHARE = 2

Definition at line 240 of file FixValues.h.

const int FIX::PriceType_PER_UNIT = 2

Definition at line 259 of file FixValues.h.

const int FIX::PriceType_PERCENTAGE = 1

Definition at line 254 of file FixValues.h.

const int FIX::PriceType_PREMIUM = 5

Definition at line 247 of file FixValues.h.

const int FIX::PriceType_PRODUCT_TICKS_IN_EIGHTS = 15

Definition at line 255 of file FixValues.h.

const int FIX::PriceType_PRODUCT_TICKS_IN_FOURTHS = 14

Definition at line 243 of file FixValues.h.

const int FIX::PriceType_PRODUCT_TICKS_IN_HALFS = 13

Definition at line 238 of file FixValues.h.

const int FIX::PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS = 19

Definition at line 252 of file FixValues.h.

const int FIX::PriceType_PRODUCT_TICKS_IN_SIXTEENTHS = 16

Definition at line 260 of file FixValues.h.

const int FIX::PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS = 18

Definition at line 251 of file FixValues.h.

const int FIX::PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS = 17

Definition at line 256 of file FixValues.h.

const int FIX::PriceType_SPREAD = 6

Definition at line 263 of file FixValues.h.

const int FIX::PriceType_TED_PRICE = 7

Definition at line 261 of file FixValues.h.

const int FIX::PriceType_TED_YIELD = 8

Definition at line 246 of file FixValues.h.

const int FIX::PriceType_TEDPRICE = 7

Definition at line 244 of file FixValues.h.

const int FIX::PriceType_TEDYIELD = 8

Definition at line 249 of file FixValues.h.

const int FIX::PriceType_VARIABLE_CABINET_TRADE_PRICE = 11

Definition at line 258 of file FixValues.h.

const int FIX::PriceType_VARIABLECABINETTRADEPRICE = 11

Definition at line 242 of file FixValues.h.

const int FIX::PriceType_YIELD = 9

Definition at line 245 of file FixValues.h.

const int FIX::PriorityIndicator_LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE = 1

Definition at line 4240 of file FixValues.h.

const int FIX::PriorityIndicator_LOSTPRIORITY = 1

Definition at line 4239 of file FixValues.h.

const int FIX::PriorityIndicator_PRIORITY_UNCHANGED = 0

Definition at line 4237 of file FixValues.h.

const int FIX::PriorityIndicator_PRIORITYUNCHANGED = 0

Definition at line 4238 of file FixValues.h.

const char FIX::ProcessCode_PLAN_SPONSOR = '6'

Definition at line 2878 of file FixValues.h.

const char FIX::ProcessCode_PLANSPONSOR = '6'

Definition at line 2883 of file FixValues.h.

const char FIX::ProcessCode_REGULAR = '0'

Definition at line 2881 of file FixValues.h.

const char FIX::ProcessCode_SOFT_DOLLAR = '1'

Definition at line 2875 of file FixValues.h.

const char FIX::ProcessCode_SOFT_DOLLAR_STEP_IN = '4'

Definition at line 2887 of file FixValues.h.

const char FIX::ProcessCode_SOFT_DOLLAR_STEP_OUT = '5'

Definition at line 2885 of file FixValues.h.

const char FIX::ProcessCode_SOFTDOLLAR = '1'

Definition at line 2882 of file FixValues.h.

const char FIX::ProcessCode_STEP_IN = '2'

Definition at line 2879 of file FixValues.h.

const char FIX::ProcessCode_STEP_OUT = '3'

Definition at line 2886 of file FixValues.h.

const char FIX::ProcessCode_STEPIN = '2'

Definition at line 2880 of file FixValues.h.

const char FIX::ProcessCode_STEPINSOFT = '4'

Definition at line 2884 of file FixValues.h.

const char FIX::ProcessCode_STEPOUT = '3'

Definition at line 2877 of file FixValues.h.

const char FIX::ProcessCode_STEPOUTSOFT = '5'

Definition at line 2876 of file FixValues.h.

const int FIX::Product_AGENCY = 1

Definition at line 4053 of file FixValues.h.

const int FIX::Product_COMMODITY = 2

Definition at line 4050 of file FixValues.h.

const int FIX::Product_CORPORATE = 3

Definition at line 4052 of file FixValues.h.

const int FIX::Product_CURRENCY = 4

Definition at line 4057 of file FixValues.h.

const int FIX::Product_EQUITY = 5

Definition at line 4051 of file FixValues.h.

const int FIX::Product_FINANCING = 13

Definition at line 4049 of file FixValues.h.

const int FIX::Product_GOVERNMENT = 6

Definition at line 4061 of file FixValues.h.

const int FIX::Product_INDEX = 7

Definition at line 4058 of file FixValues.h.

const int FIX::Product_LOAN = 8

Definition at line 4060 of file FixValues.h.

const int FIX::Product_MONEYMARKET = 9

Definition at line 4055 of file FixValues.h.

const int FIX::Product_MORTGAGE = 10

Definition at line 4056 of file FixValues.h.

const int FIX::Product_MUNICIPAL = 11

Definition at line 4059 of file FixValues.h.

const int FIX::Product_OTHER = 12

Definition at line 4054 of file FixValues.h.

const int FIX::ProgRptReqs_BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST = 1

Definition at line 2288 of file FixValues.h.

const int FIX::ProgRptReqs_BUYSIDE = 1

Definition at line 2289 of file FixValues.h.

const int FIX::ProgRptReqs_BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST = 1

Definition at line 2286 of file FixValues.h.

const int FIX::ProgRptReqs_REAL_TIME_EXECUTION_REPORTS = 3

Definition at line 2285 of file FixValues.h.

const int FIX::ProgRptReqs_REALTIME = 3

Definition at line 2284 of file FixValues.h.

const int FIX::ProgRptReqs_SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD = 2

Definition at line 2287 of file FixValues.h.

const int FIX::ProgRptReqs_SELLSIDE = 2

Definition at line 2283 of file FixValues.h.

const int FIX::ProgRptReqs_SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD = 2

Definition at line 2290 of file FixValues.h.

const char FIX::PublishTrdIndicator_NO = 'N'

Definition at line 1856 of file FixValues.h.

const char FIX::PublishTrdIndicator_YES = 'Y'

Definition at line 1857 of file FixValues.h.

const int FIX::PutOrCall_CALL = 1

Definition at line 3481 of file FixValues.h.

const int FIX::PutOrCall_PUT = 0

Definition at line 3480 of file FixValues.h.

const int FIX::QtyType_CONTRACTS = 1

Definition at line 1498 of file FixValues.h.

const int FIX::QtyType_UNITS = 0

Definition at line 1500 of file FixValues.h.

const int FIX::QtyType_UNITS_OF_MEASURE_PER_TIME_UNIT = 2

Definition at line 1499 of file FixValues.h.

const int FIX::QuantityType_BONDS = 2

Definition at line 653 of file FixValues.h.

const int FIX::QuantityType_CONTRACTS = 6

Definition at line 655 of file FixValues.h.

const int FIX::QuantityType_CURRENCY = 5

Definition at line 657 of file FixValues.h.

const int FIX::QuantityType_CURRENTFACE = 3

Definition at line 651 of file FixValues.h.

const int FIX::QuantityType_ORIGINALFACE = 4

Definition at line 654 of file FixValues.h.

const int FIX::QuantityType_OTHER = 7

Definition at line 656 of file FixValues.h.

const int FIX::QuantityType_PAR = 8

Definition at line 652 of file FixValues.h.

const int FIX::QuantityType_SHARES = 1

Definition at line 650 of file FixValues.h.

const int FIX::QuoteAckStatus_ACCEPTED = 0

Definition at line 532 of file FixValues.h.

const int FIX::QuoteAckStatus_CANCELED_ALL = 4

Definition at line 528 of file FixValues.h.

const int FIX::QuoteAckStatus_CANCELED_FOR_SECURITY_TYPE = 2

Definition at line 529 of file FixValues.h.

const int FIX::QuoteAckStatus_CANCELED_FOR_SYMBOL = 1

Definition at line 531 of file FixValues.h.

const int FIX::QuoteAckStatus_CANCELED_FOR_UNDERLYING = 3

Definition at line 527 of file FixValues.h.

const int FIX::QuoteAckStatus_REJECTED = 5

Definition at line 530 of file FixValues.h.

const int FIX::QuoteCancelType_CANCEL_ALL_QUOTES = 4

Definition at line 2361 of file FixValues.h.

const int FIX::QuoteCancelType_CANCEL_BY_QUOTETYPE = 6

Definition at line 2356 of file FixValues.h.

const int FIX::QuoteCancelType_CANCEL_FOR_ALL_QUOTES = 4

Definition at line 2367 of file FixValues.h.

const int FIX::QuoteCancelType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 8

Definition at line 2364 of file FixValues.h.

const int FIX::QuoteCancelType_CANCEL_FOR_ONE_OR_MORE_SECURITIES = 1

Definition at line 2357 of file FixValues.h.

const int FIX::QuoteCancelType_CANCEL_FOR_SECURITY_ISSUER = 7

Definition at line 2365 of file FixValues.h.

const int FIX::QuoteCancelType_CANCEL_FOR_SECURITY_TYPE = 2

Definition at line 2369 of file FixValues.h.

const int FIX::QuoteCancelType_CANCEL_FOR_SYMBOL = 1

Definition at line 2370 of file FixValues.h.

const int FIX::QuoteCancelType_CANCEL_FOR_UNDERLYING_SECURITY = 3

Definition at line 2363 of file FixValues.h.

const int FIX::QuoteCancelType_CANCEL_FOR_UNDERLYING_SYMBOL = 3

Definition at line 2359 of file FixValues.h.

const int FIX::QuoteCancelType_CANCEL_QUOTE_SPECIFIED_IN_QUOTEID = 5

Definition at line 2358 of file FixValues.h.

const int FIX::QuoteCancelType_CXLALL = 4

Definition at line 2368 of file FixValues.h.

const int FIX::QuoteCancelType_CXLSECTYPE = 2

Definition at line 2366 of file FixValues.h.

const int FIX::QuoteCancelType_CXLSYM = 1

Definition at line 2362 of file FixValues.h.

const int FIX::QuoteCancelType_CXLUNDER = 3

Definition at line 2360 of file FixValues.h.

const char FIX::QuoteCondition_ADDITIONAL_INFO[] = "U"

Definition at line 4309 of file FixValues.h.

const char FIX::QuoteCondition_ADDITIONAL_INFO_DUE_TO_RELATED[] = "V"

Definition at line 4273 of file FixValues.h.

const char FIX::QuoteCondition_AUTOMATIC_EXECUTION[] = "d"

Definition at line 4301 of file FixValues.h.

const char FIX::QuoteCondition_AUTOMATIC_EXECUTION_ETH[] = "e"

Definition at line 4317 of file FixValues.h.

const char FIX::QuoteCondition_BETTER_PRICES_IN_CONDITIONAL_ORDERS[] = "4"

Definition at line 4259 of file FixValues.h.

const char FIX::QuoteCondition_BID_OFFER_SPECIALIST[] = "r"

Definition at line 4262 of file FixValues.h.

const char FIX::QuoteCondition_BID_SPECIALIST[] = "p"

Definition at line 4319 of file FixValues.h.

const char FIX::QuoteCondition_CLOSED[] = "B"

Definition at line 4322 of file FixValues.h.

const char FIX::QuoteCondition_CLOSED_INACTIVE[] = "B"

Definition at line 4308 of file FixValues.h.

const char FIX::QuoteCondition_CLOSING[] = "O"

Definition at line 4279 of file FixValues.h.

const char FIX::QuoteCondition_CONSOLBEST[] = "D"

Definition at line 4263 of file FixValues.h.

const char FIX::QuoteCondition_CONSOLIDATED_BEST[] = "D"

Definition at line 4321 of file FixValues.h.

const char FIX::QuoteCondition_CROSSED[] = "F"

Definition at line 4264 of file FixValues.h.

const char FIX::QuoteCondition_DEPTH[] = "G"

Definition at line 4299 of file FixValues.h.

const char FIX::QuoteCondition_DEPTH_ON_BID[] = "N"

Definition at line 4278 of file FixValues.h.

const char FIX::QuoteCondition_DEPTH_ON_OFFER[] = "M"

Definition at line 4272 of file FixValues.h.

const char FIX::QuoteCondition_DUE_TO_NEWS_DISSEMINATION[] = "l"

Definition at line 4297 of file FixValues.h.

const char FIX::QuoteCondition_DUE_TO_NEWS_PENDING[] = "m"

Definition at line 4302 of file FixValues.h.

const char FIX::QuoteCondition_DUE_TO_RELATED[] = "S"

Definition at line 4293 of file FixValues.h.

const char FIX::QuoteCondition_END_OF_DAY_SAM[] = "s"

Definition at line 4288 of file FixValues.h.

const char FIX::QuoteCondition_EQUIPMENT_CHANGEOVER[] = "a"

Definition at line 4310 of file FixValues.h.

const char FIX::QuoteCondition_EXCHANGE_BEST[] = "C"

Definition at line 4277 of file FixValues.h.

const char FIX::QuoteCondition_EXCHBEST[] = "C"

Definition at line 4311 of file FixValues.h.

const char FIX::QuoteCondition_FAST[] = "H"

Definition at line 4320 of file FixValues.h.

const char FIX::QuoteCondition_FAST_MARKET_ETH[] = "f "

Definition at line 4295 of file FixValues.h.

const char FIX::QuoteCondition_FAST_TRADING[] = "H"

Definition at line 4312 of file FixValues.h.

const char FIX::QuoteCondition_FLAT_CURVE[] = "7"

Definition at line 4257 of file FixValues.h.

const char FIX::QuoteCondition_FORBIDDEN_SAM[] = "t"

Definition at line 4281 of file FixValues.h.

const char FIX::QuoteCondition_FROZEN_SAM[] = "u"

Definition at line 4289 of file FixValues.h.

const char FIX::QuoteCondition_FULL_CURVE[] = "6"

Definition at line 4313 of file FixValues.h.

const char FIX::QuoteCondition_HALT[] = "j"

Definition at line 4266 of file FixValues.h.

const char FIX::QuoteCondition_HALT_ETH[] = "k"

Definition at line 4261 of file FixValues.h.

const char FIX::QuoteCondition_IMPLIED_PRICE[] = "K"

Definition at line 4271 of file FixValues.h.

const char FIX::QuoteCondition_INACTIVE_ETH[] = "g"

Definition at line 4296 of file FixValues.h.

const char FIX::QuoteCondition_LOCKED[] = "E"

Definition at line 4282 of file FixValues.h.

const char FIX::QuoteCondition_MANUAL_SLOW_QUOTE[] = "L"

Definition at line 4291 of file FixValues.h.

const char FIX::QuoteCondition_MEDIAN_PRICE[] = "5"

Definition at line 4314 of file FixValues.h.

const char FIX::QuoteCondition_NEWS_DISSEMINATION[] = "P"

Definition at line 4292 of file FixValues.h.

const char FIX::QuoteCondition_NEWS_PENDING[] = "T"

Definition at line 4284 of file FixValues.h.

const char FIX::QuoteCondition_NO_ACTIVE_SAM[] = "1"

Definition at line 4303 of file FixValues.h.

const char FIX::QuoteCondition_NO_OPEN[] = "b"

Definition at line 4265 of file FixValues.h.

const char FIX::QuoteCondition_NON_FIRM[] = "I"

Definition at line 4307 of file FixValues.h.

const char FIX::QuoteCondition_NONFIRM[] = "I"

Definition at line 4276 of file FixValues.h.

const char FIX::QuoteCondition_OFFER_SPECIALIST[] = "q"

Definition at line 4304 of file FixValues.h.

const char FIX::QuoteCondition_OPEN[] = "A"

Definition at line 4300 of file FixValues.h.

const char FIX::QuoteCondition_OPEN_ACTIVE[] = "A"

Definition at line 4315 of file FixValues.h.

const char FIX::QuoteCondition_OPEN_SAM[] = "x"

Definition at line 4268 of file FixValues.h.

const char FIX::QuoteCondition_OPENING_SAM[] = "w"

Definition at line 4290 of file FixValues.h.

const char FIX::QuoteCondition_ORDER_IMBALANCE[] = "Z"

Definition at line 4316 of file FixValues.h.

const char FIX::QuoteCondition_ORDER_INFLUX[] = "R"

Definition at line 4283 of file FixValues.h.

const char FIX::QuoteCondition_OUT_OF_SEQUENCE[] = "o"

Definition at line 4287 of file FixValues.h.

const char FIX::QuoteCondition_OUTRIGHT_PRICE[] = "J"

Definition at line 4270 of file FixValues.h.

const char FIX::QuoteCondition_PREOPENING_SAM[] = "v"

Definition at line 4267 of file FixValues.h.

const char FIX::QuoteCondition_REGULAR_ETH[] = "c"

Definition at line 4274 of file FixValues.h.

const char FIX::QuoteCondition_RESERVED_SAM[] = "0"

Definition at line 4269 of file FixValues.h.

const char FIX::QuoteCondition_REST_OF_BOOK_VWAP[] = "3"

Definition at line 4258 of file FixValues.h.

const char FIX::QuoteCondition_RESTRICTED[] = "2"

Definition at line 4306 of file FixValues.h.

const char FIX::QuoteCondition_RESUME[] = "W"

Definition at line 4285 of file FixValues.h.

const char FIX::QuoteCondition_ROTATION[] = "h"

Definition at line 4318 of file FixValues.h.

const char FIX::QuoteCondition_ROTATION_ETH[] = "i"

Definition at line 4275 of file FixValues.h.

const char FIX::QuoteCondition_SURVEILLANCE_SAM[] = "y"

Definition at line 4298 of file FixValues.h.

const char FIX::QuoteCondition_SUSPENDED_SAM[] = "z"

Definition at line 4305 of file FixValues.h.

const char FIX::QuoteCondition_TRADING_RANGE[] = "Q"

Definition at line 4260 of file FixValues.h.

const char FIX::QuoteCondition_TRADING_RESUME[] = "n"

Definition at line 4286 of file FixValues.h.

const char FIX::QuoteCondition_VIEW_OF_COMMON[] = "X"

Definition at line 4280 of file FixValues.h.

const char FIX::QuoteCondition_VOLUME_ALERT[] = "Y"

Definition at line 4294 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_DUPLICATE_QUOTE = 6

Definition at line 518 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_DUPORD = 6

Definition at line 502 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_EXCHANGE = 2

Definition at line 512 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_EXCHCLSD = 2

Definition at line 500 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_EXHCNAGE = 2

Definition at line 501 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_INVALID_BID_ASK_SPREAD = 7

Definition at line 516 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_INVALID_PRICE = 8

Definition at line 503 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_INVBIDASK = 7

Definition at line 505 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_INVPX = 8

Definition at line 511 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9

Definition at line 506 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_NOTAUTH = 9

Definition at line 514 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_ORDEXCLIM = 3

Definition at line 509 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_OTHER = 99

Definition at line 515 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_QUOTE_EXCEEDS_LIMIT = 3

Definition at line 508 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_TOO_LATE_TO_ENTER = 4

Definition at line 507 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_TOOLATE = 4

Definition at line 504 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_UNKNORD = 5

Definition at line 510 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_UNKNOWN_QUOTE = 5

Definition at line 517 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_UNKNOWN_SYMBOL = 1

Definition at line 513 of file FixValues.h.

const int FIX::QuoteEntryRejectReason_UNKNWNSYM = 1

Definition at line 499 of file FixValues.h.

const int FIX::QuoteEntryStatus_ACCEPTED = 0

Definition at line 1711 of file FixValues.h.

const int FIX::QuoteEntryStatus_ACTIVE = 16

Definition at line 1712 of file FixValues.h.

const int FIX::QuoteEntryStatus_CANCELED_DUE_TO_CROSS_MARKET = 15

Definition at line 1706 of file FixValues.h.

const int FIX::QuoteEntryStatus_CANCELED_DUE_TO_LOCK_MARKET = 14

Definition at line 1707 of file FixValues.h.

const int FIX::QuoteEntryStatus_CROSS_MARKET_WARNING = 13

Definition at line 1704 of file FixValues.h.

const int FIX::QuoteEntryStatus_EXPIRED = 7

Definition at line 1709 of file FixValues.h.

const int FIX::QuoteEntryStatus_LOCKED_MARKET_WARNING = 12

Definition at line 1705 of file FixValues.h.

const int FIX::QuoteEntryStatus_REJECTED = 5

Definition at line 1708 of file FixValues.h.

const int FIX::QuoteEntryStatus_REMOVED_FROM_MARKET = 6

Definition at line 1710 of file FixValues.h.

const int FIX::QuotePriceType_BASISPOINTSRELATIVETOBENCHMARK = 6

Definition at line 145 of file FixValues.h.

const int FIX::QuotePriceType_DISCOUNT = 4

Definition at line 155 of file FixValues.h.

const int FIX::QuotePriceType_FIXED_AMOUNT = 3

Definition at line 149 of file FixValues.h.

const int FIX::QuotePriceType_FIXEDAMOUNT = 3

Definition at line 152 of file FixValues.h.

const int FIX::QuotePriceType_PER_SHARE = 2

Definition at line 144 of file FixValues.h.

const int FIX::QuotePriceType_PERCENT = 1

Definition at line 158 of file FixValues.h.

const int FIX::QuotePriceType_PERSHARE = 2

Definition at line 147 of file FixValues.h.

const int FIX::QuotePriceType_PREMIUM = 5

Definition at line 151 of file FixValues.h.

const int FIX::QuotePriceType_SPREAD = 6

Definition at line 159 of file FixValues.h.

const int FIX::QuotePriceType_TED_PRICE = 7

Definition at line 157 of file FixValues.h.

const int FIX::QuotePriceType_TED_YIELD = 8

Definition at line 150 of file FixValues.h.

const int FIX::QuotePriceType_TEDPRICE = 7

Definition at line 146 of file FixValues.h.

const int FIX::QuotePriceType_TEDYIELD = 8

Definition at line 154 of file FixValues.h.

const int FIX::QuotePriceType_YIELD = 10

Definition at line 148 of file FixValues.h.

const int FIX::QuotePriceType_YIELD_SPREAD = 9

Definition at line 156 of file FixValues.h.

const int FIX::QuotePriceType_YIELDSPREADSWAPS = 9

Definition at line 153 of file FixValues.h.

const int FIX::QuoteRejectReason_DUPLICATE_QUOTE = 6

Definition at line 645 of file FixValues.h.

const int FIX::QuoteRejectReason_DUPORD = 6

Definition at line 628 of file FixValues.h.

const int FIX::QuoteRejectReason_EXCHANGE = 2

Definition at line 636 of file FixValues.h.

const int FIX::QuoteRejectReason_EXCHCLSD = 2

Definition at line 627 of file FixValues.h.

const int FIX::QuoteRejectReason_INVALID_BID_ASK_SPREAD = 7

Definition at line 641 of file FixValues.h.

const int FIX::QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 13

Definition at line 629 of file FixValues.h.

const int FIX::QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 12

Definition at line 643 of file FixValues.h.

const int FIX::QuoteRejectReason_INVALID_PRICE = 8

Definition at line 630 of file FixValues.h.

const int FIX::QuoteRejectReason_INVPX = 8

Definition at line 635 of file FixValues.h.

const int FIX::QuoteRejectReason_INVSPREAD = 7

Definition at line 637 of file FixValues.h.

const int FIX::QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9

Definition at line 632 of file FixValues.h.

const int FIX::QuoteRejectReason_NOTAUTH = 9

Definition at line 639 of file FixValues.h.

const int FIX::QuoteRejectReason_ORDEXLIM = 3

Definition at line 644 of file FixValues.h.

const int FIX::QuoteRejectReason_OTHER = 99

Definition at line 640 of file FixValues.h.

const int FIX::QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 10

Definition at line 646 of file FixValues.h.

const int FIX::QuoteRejectReason_QUOTE_LOCKED = 11

Definition at line 625 of file FixValues.h.

const int FIX::QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3

Definition at line 647 of file FixValues.h.

const int FIX::QuoteRejectReason_TOO_LATE_TO_ENTER = 4

Definition at line 633 of file FixValues.h.

const int FIX::QuoteRejectReason_TOOLATE = 4

Definition at line 631 of file FixValues.h.

const int FIX::QuoteRejectReason_UNKNORD = 5

Definition at line 634 of file FixValues.h.

const int FIX::QuoteRejectReason_UNKNOWN_QUOTE = 5

Definition at line 642 of file FixValues.h.

const int FIX::QuoteRejectReason_UNKNOWN_SYMBOL = 1

Definition at line 638 of file FixValues.h.

const int FIX::QuoteRejectReason_UNKNSYM = 1

Definition at line 626 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_EXCHANGE = 2

Definition at line 3259 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_EXCHANGECLOSED = 2

Definition at line 3252 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_INSUFFICIENT_CREDIT = 11

Definition at line 3246 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_INVALID_PRICE = 5

Definition at line 3251 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_INVPRICE = 5

Definition at line 3254 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_NO_INVENTORY = 9

Definition at line 3265 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_NO_MARKET_FOR_INSTRUMENT = 8

Definition at line 3260 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_NO_MATCH_FOR_INQUIRY = 7

Definition at line 3257 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_NOINVENTORY = 9

Definition at line 3264 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_NOMARKETFORINSTRUMENT = 8

Definition at line 3247 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_NOMATCHFORINQUIRY = 7

Definition at line 3255 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_NOT_AUTHORIZED_TO_REQUEST_QUOTE = 6

Definition at line 3249 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_NOTAUTHTOREQQUOTE = 6

Definition at line 3248 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_OTHER = 99

Definition at line 3262 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_PASS = 10

Definition at line 3263 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3

Definition at line 3266 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_QUOTEREQUESTEXLIMIT = 3

Definition at line 3250 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_TOO_LATE_TO_ENTER = 4

Definition at line 3256 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_TOOLATE = 4

Definition at line 3253 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_UNKNOWN_SYMBOL = 1

Definition at line 3261 of file FixValues.h.

const int FIX::QuoteRequestRejectReason_UNKNOWNSYM = 1

Definition at line 3258 of file FixValues.h.

const int FIX::QuoteRequestType_AUTO = 2

Definition at line 669 of file FixValues.h.

const int FIX::QuoteRequestType_AUTOMATIC = 2

Definition at line 667 of file FixValues.h.

const int FIX::QuoteRequestType_MAN = 1

Definition at line 668 of file FixValues.h.

const int FIX::QuoteRequestType_MANUAL = 1

Definition at line 670 of file FixValues.h.

const int FIX::QuoteResponseLevel_ACKEACH = 2

Definition at line 4410 of file FixValues.h.

const int FIX::QuoteResponseLevel_ACKNEG = 1

Definition at line 4412 of file FixValues.h.

const int FIX::QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGE = 2

Definition at line 4414 of file FixValues.h.

const int FIX::QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGES = 2

Definition at line 4415 of file FixValues.h.

const int FIX::QuoteResponseLevel_ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES = 1

Definition at line 4411 of file FixValues.h.

const int FIX::QuoteResponseLevel_NO_ACKNOWLEDGEMENT = 0

Definition at line 4416 of file FixValues.h.

const int FIX::QuoteResponseLevel_NOACK = 0

Definition at line 4413 of file FixValues.h.

const int FIX::QuoteResponseLevel_SUMMARY_ACKNOWLEDGEMENT = 3

Definition at line 4409 of file FixValues.h.

const int FIX::QuoteRespType_COUNTER = 2

Definition at line 1510 of file FixValues.h.

const int FIX::QuoteRespType_COVER = 4

Definition at line 1504 of file FixValues.h.

const int FIX::QuoteRespType_DONE_AWAY = 5

Definition at line 1505 of file FixValues.h.

const int FIX::QuoteRespType_DONEAWAY = 5

Definition at line 1506 of file FixValues.h.

const int FIX::QuoteRespType_END_TRADE = 7

Definition at line 1501 of file FixValues.h.

const int FIX::QuoteRespType_EXPIRED = 3

Definition at line 1509 of file FixValues.h.

const int FIX::QuoteRespType_HIT_LIFT = 1

Definition at line 1503 of file FixValues.h.

const int FIX::QuoteRespType_HITLIFT = 1

Definition at line 1502 of file FixValues.h.

const int FIX::QuoteRespType_PASS = 6

Definition at line 1508 of file FixValues.h.

const int FIX::QuoteRespType_TIMED_OUT = 8

Definition at line 1507 of file FixValues.h.

const int FIX::QuoteStatus_ACCEPTED = 0

Definition at line 3108 of file FixValues.h.

const int FIX::QuoteStatus_ACCPT = 0

Definition at line 3100 of file FixValues.h.

const int FIX::QuoteStatus_ACTIVE = 16

Definition at line 3112 of file FixValues.h.

const int FIX::QuoteStatus_CANCEL_FOR_SYMBOL = 1

Definition at line 3113 of file FixValues.h.

const int FIX::QuoteStatus_CANCELED = 17

Definition at line 3092 of file FixValues.h.

const int FIX::QuoteStatus_CANCELED_ALL = 4

Definition at line 3102 of file FixValues.h.

const int FIX::QuoteStatus_CANCELED_DUE_TO_CROSS_MARKET = 15

Definition at line 3099 of file FixValues.h.

const int FIX::QuoteStatus_CANCELED_DUE_TO_LOCK_MARKET = 14

Definition at line 3098 of file FixValues.h.

const int FIX::QuoteStatus_CANCELED_FOR_SECURITY_TYPE = 2

Definition at line 3101 of file FixValues.h.

const int FIX::QuoteStatus_CANCELED_FOR_SYMBOL = 1

Definition at line 3110 of file FixValues.h.

const int FIX::QuoteStatus_CANCELED_FOR_UNDERLYING = 3

Definition at line 3095 of file FixValues.h.

const int FIX::QuoteStatus_CANCELEDDUETOCROSSMARKET = 15

Definition at line 3104 of file FixValues.h.

const int FIX::QuoteStatus_CANCELEDDUETOLOCKMARKET = 14

Definition at line 3082 of file FixValues.h.

const int FIX::QuoteStatus_CROSS_MARKET_WARNING = 13

Definition at line 3090 of file FixValues.h.

const int FIX::QuoteStatus_CROSSMARKETWARNING = 13

Definition at line 3086 of file FixValues.h.

const int FIX::QuoteStatus_CXLALL = 4

Definition at line 3114 of file FixValues.h.

const int FIX::QuoteStatus_CXLSECTYPE = 2

Definition at line 3107 of file FixValues.h.

const int FIX::QuoteStatus_CXLSYM = 1

Definition at line 3094 of file FixValues.h.

const int FIX::QuoteStatus_CXLUNDER = 3

Definition at line 3088 of file FixValues.h.

const int FIX::QuoteStatus_EXPIRED = 7

Definition at line 3109 of file FixValues.h.

const int FIX::QuoteStatus_LOCKED_MARKET_WARNING = 12

Definition at line 3093 of file FixValues.h.

const int FIX::QuoteStatus_LOCKEDMARKETWARNING = 12

Definition at line 3085 of file FixValues.h.

const int FIX::QuoteStatus_PASS = 11

Definition at line 3103 of file FixValues.h.

const int FIX::QuoteStatus_PENDING = 10

Definition at line 3084 of file FixValues.h.

const int FIX::QuoteStatus_PENDING_END_TRADE = 19

Definition at line 3089 of file FixValues.h.

const int FIX::QuoteStatus_QUERY = 8

Definition at line 3106 of file FixValues.h.

const int FIX::QuoteStatus_QUOTE_NOT_FOUND = 9

Definition at line 3115 of file FixValues.h.

const int FIX::QuoteStatus_QUOTENOTFOUND = 9

Definition at line 3091 of file FixValues.h.

const int FIX::QuoteStatus_REJ = 5

Definition at line 3083 of file FixValues.h.

const int FIX::QuoteStatus_REJECTED = 5

Definition at line 3105 of file FixValues.h.

const int FIX::QuoteStatus_REMOVED = 6

Definition at line 3087 of file FixValues.h.

const int FIX::QuoteStatus_REMOVED_FROM_MARKET = 6

Definition at line 3111 of file FixValues.h.

const int FIX::QuoteStatus_TOO_LATE_TO_END = 20

Definition at line 3097 of file FixValues.h.

const int FIX::QuoteStatus_UNSOLICITED_QUOTE_REPLENISHMENT = 18

Definition at line 3096 of file FixValues.h.

const int FIX::QuoteType_COUNTER = 3

Definition at line 4439 of file FixValues.h.

const int FIX::QuoteType_INDICATIVE = 0

Definition at line 4435 of file FixValues.h.

const int FIX::QuoteType_RESTRICTED_TRADEABLE = 2

Definition at line 4437 of file FixValues.h.

const int FIX::QuoteType_RESTRICTEDTRADEABLE = 2

Definition at line 4436 of file FixValues.h.

const int FIX::QuoteType_TRADEABLE = 1

Definition at line 4438 of file FixValues.h.

const int FIX::RateSource_BLOOMBERG = 0

Definition at line 3766 of file FixValues.h.

const int FIX::RateSource_OTHER = 99

Definition at line 3765 of file FixValues.h.

const int FIX::RateSource_REUTERS = 1

Definition at line 3764 of file FixValues.h.

const int FIX::RateSource_TELERATE = 2

Definition at line 3767 of file FixValues.h.

const int FIX::RateSourceType_PRIMARY = 0

Definition at line 814 of file FixValues.h.

const int FIX::RateSourceType_SECONDARY = 1

Definition at line 813 of file FixValues.h.

const char FIX::RECONNECT_INTERVAL[] = "ReconnectInterval"

Definition at line 69 of file SessionSettings.h.

Referenced by FIX::SocketInitiator::onConfigure().

const char FIX::RefOrderIDSource_MDENTRYID = '2'

Definition at line 3985 of file FixValues.h.

const char FIX::RefOrderIDSource_MENTRYID = '2'

Definition at line 3987 of file FixValues.h.

const char FIX::RefOrderIDSource_ORDEID = '1'

Definition at line 3990 of file FixValues.h.

const char FIX::RefOrderIDSource_ORDERID = '1'

Definition at line 3984 of file FixValues.h.

const char FIX::RefOrderIDSource_ORIGINAL_ORDER_ID = '4'

Definition at line 3986 of file FixValues.h.

const char FIX::RefOrderIDSource_QUOTEENTRYID = '3'

Definition at line 3988 of file FixValues.h.

const char FIX::RefOrderIDSource_QUOTENTRYID = '3'

Definition at line 3989 of file FixValues.h.

const char FIX::RefOrderIDSource_SECONDARYORDEID = '0'

Definition at line 3991 of file FixValues.h.

const char FIX::RefOrderIDSource_SECONDARYORDERID = '0'

Definition at line 3983 of file FixValues.h.

const int FIX::RefOrdIDReason_GTC_FROM_PREVIOUS_DAY = 0

Definition at line 3980 of file FixValues.h.

const int FIX::RefOrdIDReason_ORDER_CHANGED = 2

Definition at line 3982 of file FixValues.h.

const int FIX::RefOrdIDReason_PARTIAL_FILL_REMAINING = 1

Definition at line 3981 of file FixValues.h.

const char FIX::REFRESH_ON_LOGON[] = "RefreshOnLogon"

Definition at line 123 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create(), and FIX::HttpConnection::processSession().

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_ACCOUNT_TYPE = 1

Definition at line 3644 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME = 16

Definition at line 3624 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM = 18

Definition at line 3652 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE = 17

Definition at line 3638 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_DATE_OF_BIRTH = 11

Definition at line 3629 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD = 15

Definition at line 3637 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE = 14

Definition at line 3648 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE = 12

Definition at line 3647 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID = 9

Definition at line 3654 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE = 10

Definition at line 3626 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DETAILS = 7

Definition at line 3645 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DTLS = 7

Definition at line 3618 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INST = 8

Definition at line 3634 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS = 8

Definition at line 3620 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS = 13

Definition at line 3614 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETAILS = 4

Definition at line 3619 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETLS = 4

Definition at line 3635 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_NODISTRIBINSTNS = 13

Definition at line 3656 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_OWNERSHIP_TYPE = 3

Definition at line 3655 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DETAILS = 6

Definition at line 3639 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DTLS = 6

Definition at line 3643 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_SEQ_NO = 5

Definition at line 3653 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE = 2

Definition at line 3623 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE = 10

Definition at line 3625 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDACCOUNTTYPE = 1

Definition at line 3636 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDCASHDISTRIBAGENTACCTNAME = 16

Definition at line 3649 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDCASHDISTRIBAGENTACCTNUM = 18

Definition at line 3631 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDCASHDISTRIBAGENTCODE = 17

Definition at line 3622 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDDATEOFBIRTH = 11

Definition at line 3627 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDDISTRIBPAYMENTMETHOD = 15

Definition at line 3628 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDDISTRIBPERCENTAGE = 14

Definition at line 3642 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDINVESTORCOUNTRYOFRESIDENCE = 12

Definition at line 3621 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDINVESTORID = 9

Definition at line 3651 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDINVESTORIDSOURCE = 10

Definition at line 3646 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDMAILINGDTLS = 7

Definition at line 3617 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDMAILINGINST = 8

Definition at line 3633 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDNODISTRIBINSTNS = 13

Definition at line 3630 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDNOREGDETLS = 4

Definition at line 3650 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDOWNERSHIPTYPE = 3

Definition at line 3615 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDREGDTLS = 6

Definition at line 3616 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDREGSEQNO = 5

Definition at line 3640 of file FixValues.h.

const int FIX::RegistRejReasonCode_INVALIDTAXEXEMPTTYPE = 2

Definition at line 3632 of file FixValues.h.

const int FIX::RegistRejReasonCode_OTHER = 99

Definition at line 3641 of file FixValues.h.

const char FIX::RegistStatus_ACCEPT = 'A'

Definition at line 2319 of file FixValues.h.

const char FIX::RegistStatus_ACCEPTED = 'A'

Definition at line 2316 of file FixValues.h.

const char FIX::RegistStatus_HELD = 'H'

Definition at line 2318 of file FixValues.h.

const char FIX::RegistStatus_REJECT = 'R'

Definition at line 2313 of file FixValues.h.

const char FIX::RegistStatus_REJECTED = 'R'

Definition at line 2315 of file FixValues.h.

const char FIX::RegistStatus_REMINDER = 'N'

Definition at line 2317 of file FixValues.h.

const char FIX::RegistStatus_REMINDER_IE_REGISTRATION_INSTRUCTIONS_ARE_STILL_OUTSTANDING = 'N'

Definition at line 2314 of file FixValues.h.

const char FIX::RegistTransType_CANCEL = '2'

Definition at line 237 of file FixValues.h.

const char FIX::RegistTransType_NEW = '0'

Definition at line 236 of file FixValues.h.

const char FIX::RegistTransType_REPLACE = '1'

Definition at line 235 of file FixValues.h.

const char FIX::ReportToExch_NO = 'N'

Definition at line 3948 of file FixValues.h.

const char FIX::ReportToExch_YES = 'Y'

Definition at line 3949 of file FixValues.h.

const char FIX::RESET_ON_DISCONNECT[] = "ResetOnDisconnect"

Definition at line 122 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create(), and FIX::HttpConnection::processSession().

const char FIX::RESET_ON_LOGON[] = "ResetOnLogon"

Definition at line 120 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create(), and FIX::HttpConnection::processSession().

const char FIX::RESET_ON_LOGOUT[] = "ResetOnLogout"

Definition at line 121 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create(), and FIX::HttpConnection::processSession().

const char FIX::ResetSeqNumFlag_NO = 'N'

Definition at line 471 of file FixValues.h.

const char FIX::ResetSeqNumFlag_YES = 'Y'

Definition at line 472 of file FixValues.h.

const int FIX::RespondentType_ALL_MARKET_MAKERS = 3

Definition at line 1249 of file FixValues.h.

const int FIX::RespondentType_ALL_MARKET_PARTICIPANTS = 1

Definition at line 1250 of file FixValues.h.

const int FIX::RespondentType_PRIMARY_MARKET_MAKER = 4

Definition at line 1251 of file FixValues.h.

const int FIX::RespondentType_SPECIFIED_MARKET_PARTICIPANTS = 2

Definition at line 1248 of file FixValues.h.

const int FIX::ResponseTransportType_INBAND = 0

Definition at line 1045 of file FixValues.h.

const int FIX::ResponseTransportType_OUT_OF_BAND = 1

Definition at line 1046 of file FixValues.h.

const int FIX::ResponseTransportType_OUTOFBAND = 1

Definition at line 1044 of file FixValues.h.

const char FIX::RestructuringType_FULL_RESTRUCTURING[] = "FR"

Definition at line 2280 of file FixValues.h.

const char FIX::RestructuringType_MODIFIED_MOD_RESTRUCTURING[] = "MM"

Definition at line 2279 of file FixValues.h.

const char FIX::RestructuringType_MODIFIED_RESTRUCTURING[] = "MR"

Definition at line 2282 of file FixValues.h.

const char FIX::RestructuringType_NO_RESTRUCTURING_SPECIFIED[] = "XR"

Definition at line 2281 of file FixValues.h.

const int FIX::RiskInstrumentOperator_EXCLUDE = 2

Definition at line 3330 of file FixValues.h.

const int FIX::RiskInstrumentOperator_INCLUDE = 1

Definition at line 3331 of file FixValues.h.

const int FIX::RiskLimitType_EXPOSURE = 3

Definition at line 3122 of file FixValues.h.

const int FIX::RiskLimitType_GROSS_LIMIT = 1

Definition at line 3118 of file FixValues.h.

const int FIX::RiskLimitType_LONG_LIMIT = 4

Definition at line 3120 of file FixValues.h.

const int FIX::RiskLimitType_NET_LIMIT = 2

Definition at line 3121 of file FixValues.h.

const int FIX::RiskLimitType_SHORT_LIMIT = 5

Definition at line 3119 of file FixValues.h.

const char FIX::RoundingDirection_ROUND_DOWN = '1'

Definition at line 2804 of file FixValues.h.

const char FIX::RoundingDirection_ROUND_TO_NEAREST = '0'

Definition at line 2805 of file FixValues.h.

const char FIX::RoundingDirection_ROUND_UP = '2'

Definition at line 2806 of file FixValues.h.

const char FIX::RoundingDirection_ROUNDDOWN = '1'

Definition at line 2807 of file FixValues.h.

const char FIX::RoundingDirection_ROUNDNEAREST = '0'

Definition at line 2808 of file FixValues.h.

const char FIX::RoundingDirection_ROUNDUP = '2'

Definition at line 2803 of file FixValues.h.

const int FIX::RoutingType_BLOCK_FIRM = 3

Definition at line 176 of file FixValues.h.

const int FIX::RoutingType_BLOCK_LIST = 4

Definition at line 175 of file FixValues.h.

const int FIX::RoutingType_BLOCKFIRM = 3

Definition at line 177 of file FixValues.h.

const int FIX::RoutingType_BLOCKLIST = 4

Definition at line 170 of file FixValues.h.

const int FIX::RoutingType_TARGET_FIRM = 1

Definition at line 172 of file FixValues.h.

const int FIX::RoutingType_TARGET_LIST = 2

Definition at line 171 of file FixValues.h.

const int FIX::RoutingType_TARGETFIRM = 1

Definition at line 173 of file FixValues.h.

const int FIX::RoutingType_TARGETLIST = 2

Definition at line 174 of file FixValues.h.

const char FIX::Rule80A_AGENCY_ALGORITHMIC_PROGRAM_TRADING = 'K'

Definition at line 4120 of file FixValues.h.

const char FIX::Rule80A_AGENCY_INDEX_ARBITRAGE = 'U'

Definition at line 4126 of file FixValues.h.

const char FIX::Rule80A_AGENCY_NON_ALGORITHMIC_PROGRAM_TRADE = 'Y'

Definition at line 4143 of file FixValues.h.

const char FIX::Rule80A_AGENCY_SINGLE_ORDER = 'A'

Definition at line 4155 of file FixValues.h.

const char FIX::Rule80A_AGENCYSINGLE = 'A'

Definition at line 4139 of file FixValues.h.

const char FIX::Rule80A_AGENT_FOR_OTHER_MEMBER_NON_ALGORITHMIC_PROGRAM_TRADE = 'N'

Definition at line 4134 of file FixValues.h.

const char FIX::Rule80A_ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER = 'W'

Definition at line 4148 of file FixValues.h.

const char FIX::Rule80A_ALLOTHERAGN = 'W'

Definition at line 4135 of file FixValues.h.

const char FIX::Rule80A_COMPDEALER1 = 'R'

Definition at line 4158 of file FixValues.h.

const char FIX::Rule80A_COMPDEALER2 = 'T'

Definition at line 4164 of file FixValues.h.

const char FIX::Rule80A_COMPETING_DEALER_TRADES_O = 'O'

Definition at line 4118 of file FixValues.h.

const char FIX::Rule80A_COMPETING_DEALER_TRADES_R = 'R'

Definition at line 4131 of file FixValues.h.

const char FIX::Rule80A_COMPETING_DEALER_TRADES_T = 'T'

Definition at line 4140 of file FixValues.h.

const char FIX::Rule80A_COMPETINGDEALER = 'O'

Definition at line 4157 of file FixValues.h.

const char FIX::Rule80A_INDIVIDUAL_INVESTOR_SINGLE_ORDER = 'I'

Definition at line 4132 of file FixValues.h.

const char FIX::Rule80A_INVINESTOR = 'I'

Definition at line 4151 of file FixValues.h.

const char FIX::Rule80A_MARKETMAKER = 'E'

Definition at line 4162 of file FixValues.h.

const char FIX::Rule80A_PRGINDEXARBINV = 'K'

Definition at line 4130 of file FixValues.h.

const char FIX::Rule80A_PRGINDEXARBMEM = 'D'

Definition at line 4150 of file FixValues.h.

const char FIX::Rule80A_PRGINDEXARBOTHAGN = 'U'

Definition at line 4122 of file FixValues.h.

const char FIX::Rule80A_PRGINDEXARBOTHMEM = 'N'

Definition at line 4110 of file FixValues.h.

const char FIX::Rule80A_PRGNONINDEXARBINV = 'J'

Definition at line 4123 of file FixValues.h.

const char FIX::Rule80A_PRGNONINDEXARBMEM = 'C'

Definition at line 4144 of file FixValues.h.

const char FIX::Rule80A_PRGNONINDEXARBOTHAGN = 'Y'

Definition at line 4136 of file FixValues.h.

const char FIX::Rule80A_PRGNONINDEXARBOTHMEM = 'M'

Definition at line 4145 of file FixValues.h.

const char FIX::Rule80A_PRINCIPAL = 'P'

Definition at line 4125 of file FixValues.h.

const char FIX::Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER = 'J'

Definition at line 4113 of file FixValues.h.

const char FIX::Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG = 'D'

Definition at line 4114 of file FixValues.h.

const char FIX::Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY = 'U'

Definition at line 4165 of file FixValues.h.

const char FIX::Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER = 'M'

Definition at line 4166 of file FixValues.h.

const char FIX::Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER = 'K'

Definition at line 4119 of file FixValues.h.

const char FIX::Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG = 'C'

Definition at line 4149 of file FixValues.h.

const char FIX::Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY = 'Y'

Definition at line 4147 of file FixValues.h.

const char FIX::Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER = 'N'

Definition at line 4141 of file FixValues.h.

const char FIX::Rule80A_PROPRIETARY_ALGORITHMIC_PROGRAM_TRADING = 'J'

Definition at line 4142 of file FixValues.h.

const char FIX::Rule80A_PROPRIETARY_NON_ALGORITHMIC_PROGRAM_TRADE = 'C'

Definition at line 4133 of file FixValues.h.

const char FIX::Rule80A_PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER = 'O'

Definition at line 4137 of file FixValues.h.

const char FIX::Rule80A_REGISTERED_EQUITY_MARKET_MAKER_TRADES = 'E'

Definition at line 4161 of file FixValues.h.

const char FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_B = 'B'

Definition at line 4153 of file FixValues.h.

const char FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_F = 'F'

Definition at line 4117 of file FixValues.h.

const char FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'L'

Definition at line 4154 of file FixValues.h.

const char FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'L'

Definition at line 4156 of file FixValues.h.

const char FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'X'

Definition at line 4138 of file FixValues.h.

const char FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER = 'Z'

Definition at line 4146 of file FixValues.h.

const char FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL = 'E'

Definition at line 4152 of file FixValues.h.

const char FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_H = 'H'

Definition at line 4124 of file FixValues.h.

const char FIX::Rule80A_SHTEXTRANA = 'B'

Definition at line 4128 of file FixValues.h.

const char FIX::Rule80A_SHTEXTRANI = 'H'

Definition at line 4115 of file FixValues.h.

const char FIX::Rule80A_SHTEXTRANMEM = 'L'

Definition at line 4121 of file FixValues.h.

const char FIX::Rule80A_SHTEXTRANMEMWT = 'X'

Definition at line 4116 of file FixValues.h.

const char FIX::Rule80A_SHTEXTRANNONMEM = 'Z'

Definition at line 4159 of file FixValues.h.

const char FIX::Rule80A_SHTEXTRANW = 'F'

Definition at line 4129 of file FixValues.h.

const char FIX::Rule80A_SPECIALIST = 'S'

Definition at line 4163 of file FixValues.h.

const char FIX::Rule80A_SPECIALIST_TRADES = 'S'

Definition at line 4112 of file FixValues.h.

const char FIX::Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPETING_MARKET_MAKER = 'R'

Definition at line 4111 of file FixValues.h.

const char FIX::Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER = 'R'

Definition at line 4127 of file FixValues.h.

const char FIX::Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER = 'T'

Definition at line 4160 of file FixValues.h.

const char FIX::Scope_GLOBAL = '3'

Definition at line 2567 of file FixValues.h.

const char FIX::Scope_LOCAL = '1'

Definition at line 2565 of file FixValues.h.

const char FIX::Scope_LOCAL_MARKET = '1'

Definition at line 2566 of file FixValues.h.

const char FIX::Scope_LOCALMARKET = '1'

Definition at line 2569 of file FixValues.h.

const char FIX::Scope_NATIONAL = '2'

Definition at line 2568 of file FixValues.h.

const char FIX::SCREEN_LOG_SHOW_EVENTS[] = "ScreenLogShowEvents"

Definition at line 95 of file SessionSettings.h.

Referenced by FIX::ScreenLogFactory::init().

const char FIX::SCREEN_LOG_SHOW_INCOMING[] = "ScreenLogShowIncoming"

Definition at line 93 of file SessionSettings.h.

Referenced by FIX::ScreenLogFactory::init().

const char FIX::SCREEN_LOG_SHOW_OUTGOING[] = "ScreenLogShowOutgoing"

Definition at line 94 of file SessionSettings.h.

Referenced by FIX::ScreenLogFactory::init().

const int FIX::SecDefStatus_APPROVED = 1

Definition at line 1671 of file FixValues.h.

const int FIX::SecDefStatus_APPROVEDACCEPTED = 1

Definition at line 1676 of file FixValues.h.

const int FIX::SecDefStatus_INVALID_DEFINITION_REQUEST = 4

Definition at line 1669 of file FixValues.h.

const int FIX::SecDefStatus_INVALIDDEFINITIONREQUEST = 4

Definition at line 1675 of file FixValues.h.

const int FIX::SecDefStatus_PENDING_APPROVAL = 0

Definition at line 1670 of file FixValues.h.

const int FIX::SecDefStatus_PENDINGAPPROVAL = 0

Definition at line 1673 of file FixValues.h.

const int FIX::SecDefStatus_REJECTED = 2

Definition at line 1677 of file FixValues.h.

const int FIX::SecDefStatus_UNAUTHORIZED_REQUEST = 3

Definition at line 1674 of file FixValues.h.

const int FIX::SecDefStatus_UNAUTHORIZEDREQUEST = 3

Definition at line 1672 of file FixValues.h.

const char FIX::SecurityIDSource_BELGIAN[] = "F"

Definition at line 2082 of file FixValues.h.

const char FIX::SecurityIDSource_BLMBRG[] = "A"

Definition at line 2091 of file FixValues.h.

const char FIX::SecurityIDSource_BLOOMBERG_SYMBOL[] = "A"

Definition at line 2090 of file FixValues.h.

const char FIX::SecurityIDSource_CLEARING_HOUSE[] = "H"

Definition at line 2068 of file FixValues.h.

const char FIX::SecurityIDSource_CLEARINGHOUSE[] = "H"

Definition at line 2075 of file FixValues.h.

const char FIX::SecurityIDSource_COMMON[] = "G"

Definition at line 2080 of file FixValues.h.

const char FIX::SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION[] = "9"

Definition at line 2096 of file FixValues.h.

const char FIX::SecurityIDSource_CTA[] = "9"

Definition at line 2083 of file FixValues.h.

const char FIX::SecurityIDSource_CUSIP[] = "1"

Definition at line 2099 of file FixValues.h.

const char FIX::SecurityIDSource_DUTCH[] = "C"

Definition at line 2097 of file FixValues.h.

const char FIX::SecurityIDSource_EXCHANGE_SYMBOL[] = "8"

Definition at line 2070 of file FixValues.h.

const char FIX::SecurityIDSource_EXCHSYMB[] = "8"

Definition at line 2095 of file FixValues.h.

const char FIX::SecurityIDSource_FPML[] = "I"

Definition at line 2076 of file FixValues.h.

const char FIX::SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION[] = "I"

Definition at line 2072 of file FixValues.h.

const char FIX::SecurityIDSource_ISDA_FPML_PRODUCT_URL[] = "K"

Definition at line 2073 of file FixValues.h.

const char FIX::SecurityIDSource_ISIN[] = "4"

Definition at line 2085 of file FixValues.h.

const char FIX::SecurityIDSource_ISIN_NUMBER[] = "4"

Definition at line 2084 of file FixValues.h.

const char FIX::SecurityIDSource_ISO_COUNTRY_CODE[] = "7"

Definition at line 2088 of file FixValues.h.

const char FIX::SecurityIDSource_ISO_CURRENCY_CODE[] = "6"

Definition at line 2079 of file FixValues.h.

const char FIX::SecurityIDSource_ISOCOUNTRY[] = "7"

Definition at line 2086 of file FixValues.h.

const char FIX::SecurityIDSource_ISOCURR[] = "6"

Definition at line 2078 of file FixValues.h.

const char FIX::SecurityIDSource_LETTER_OF_CREDIT[] = "L"

Definition at line 2089 of file FixValues.h.

const char FIX::SecurityIDSource_MARKETPLACE_ASSIGNED_IDENTIFIER[] = "M"

Definition at line 2094 of file FixValues.h.

const char FIX::SecurityIDSource_OPTION_PRICE_REPORTING_AUTHORITY[] = "J"

Definition at line 2069 of file FixValues.h.

const char FIX::SecurityIDSource_OPTIONPRICEREPORTINGAUTHORITY[] = "J"

Definition at line 2092 of file FixValues.h.

const char FIX::SecurityIDSource_QUIK[] = "3"

Definition at line 2098 of file FixValues.h.

const char FIX::SecurityIDSource_RIC[] = "5"

Definition at line 2074 of file FixValues.h.

const char FIX::SecurityIDSource_RIC_CODE[] = "5"

Definition at line 2077 of file FixValues.h.

const char FIX::SecurityIDSource_SEDOL[] = "2"

Definition at line 2087 of file FixValues.h.

const char FIX::SecurityIDSource_SICOVAM[] = "E"

Definition at line 2071 of file FixValues.h.

const char FIX::SecurityIDSource_VALOREN[] = "D"

Definition at line 2081 of file FixValues.h.

const char FIX::SecurityIDSource_WERTPAPIER[] = "B"

Definition at line 2093 of file FixValues.h.

const int FIX::SecurityListRequestType_ALL_SECURITIES = 4

Definition at line 792 of file FixValues.h.

const int FIX::SecurityListRequestType_ALLSECURITIES = 4

Definition at line 786 of file FixValues.h.

const int FIX::SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 5

Definition at line 787 of file FixValues.h.

const int FIX::SecurityListRequestType_PRODUCT = 2

Definition at line 793 of file FixValues.h.

const int FIX::SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE = 1

Definition at line 790 of file FixValues.h.

const int FIX::SecurityListRequestType_SECURITYTYPECFICODE = 1

Definition at line 788 of file FixValues.h.

const int FIX::SecurityListRequestType_SYMBOL = 0

Definition at line 789 of file FixValues.h.

const int FIX::SecurityListRequestType_TRADINGSESSIONID = 3

Definition at line 791 of file FixValues.h.

const int FIX::SecurityListType_INDUSTRY_CLASSIFICATION = 1

Definition at line 623 of file FixValues.h.

const int FIX::SecurityListType_MARKET = 3

Definition at line 624 of file FixValues.h.

const int FIX::SecurityListType_NEWSPAPER_LIST = 4

Definition at line 621 of file FixValues.h.

const int FIX::SecurityListType_TRADING_LIST = 2

Definition at line 622 of file FixValues.h.

const int FIX::SecurityListTypeSource_GICS = 3

Definition at line 46 of file FixValues.h.

const int FIX::SecurityListTypeSource_ICB = 1

Definition at line 48 of file FixValues.h.

const int FIX::SecurityListTypeSource_NAICS = 2

Definition at line 47 of file FixValues.h.

const int FIX::SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE = 4

Definition at line 674 of file FixValues.h.

const int FIX::SecurityRequestResult_INSTRUMENTUNAVAILABLE = 4

Definition at line 671 of file FixValues.h.

const int FIX::SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1

Definition at line 678 of file FixValues.h.

const int FIX::SecurityRequestResult_INVALIDREQ = 1

Definition at line 681 of file FixValues.h.

const int FIX::SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2

Definition at line 672 of file FixValues.h.

const int FIX::SecurityRequestResult_NOINSTRUMENTSFOUND = 2

Definition at line 677 of file FixValues.h.

const int FIX::SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA = 3

Definition at line 673 of file FixValues.h.

const int FIX::SecurityRequestResult_NOTAUTHORIZED = 3

Definition at line 679 of file FixValues.h.

const int FIX::SecurityRequestResult_NOTSUPPORTED = 5

Definition at line 680 of file FixValues.h.

const int FIX::SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED = 5

Definition at line 682 of file FixValues.h.

const int FIX::SecurityRequestResult_VALID_REQUEST = 0

Definition at line 675 of file FixValues.h.

const int FIX::SecurityRequestResult_VALIDREQ = 0

Definition at line 676 of file FixValues.h.

const int FIX::SecurityRequestType_ALL_SECURITIES = 8

Definition at line 2170 of file FixValues.h.

const int FIX::SecurityRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 9

Definition at line 2159 of file FixValues.h.

const int FIX::SecurityRequestType_PRODUCT = 6

Definition at line 2169 of file FixValues.h.

const int FIX::SecurityRequestType_REQSECID = 0

Definition at line 2163 of file FixValues.h.

const int FIX::SecurityRequestType_REQSECIDPROV = 1

Definition at line 2161 of file FixValues.h.

const int FIX::SecurityRequestType_REQSECLIST = 3

Definition at line 2167 of file FixValues.h.

const int FIX::SecurityRequestType_REQSECLISTTYPES = 2

Definition at line 2171 of file FixValues.h.

const int FIX::SecurityRequestType_REQUEST_LIST_SECURITIES = 3

Definition at line 2162 of file FixValues.h.

const int FIX::SecurityRequestType_REQUEST_LIST_SECURITY_TYPES = 2

Definition at line 2160 of file FixValues.h.

const int FIX::SecurityRequestType_REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS = 0

Definition at line 2172 of file FixValues.h.

const int FIX::SecurityRequestType_REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED = 1

Definition at line 2166 of file FixValues.h.

const int FIX::SecurityRequestType_SECURITYTYPE_AND_OR_CFICODE = 5

Definition at line 2165 of file FixValues.h.

const int FIX::SecurityRequestType_SYMBOL = 4

Definition at line 2164 of file FixValues.h.

const int FIX::SecurityRequestType_TRADINGSESSIONID = 7

Definition at line 2168 of file FixValues.h.

const int FIX::SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS = 1

Definition at line 1863 of file FixValues.h.

const int FIX::SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE = 2

Definition at line 1862 of file FixValues.h.

const int FIX::SecurityResponseType_ACCPTSECPROP = 1

Definition at line 1864 of file FixValues.h.

const int FIX::SecurityResponseType_ACCPTSECPROPREV = 2

Definition at line 1858 of file FixValues.h.

const int FIX::SecurityResponseType_CAN_NOT_MATCH_SELECTION_CRITERIA = 6

Definition at line 1868 of file FixValues.h.

const int FIX::SecurityResponseType_CANNOT_MATCH_SELECTION_CRITERIA = 6

Definition at line 1869 of file FixValues.h.

const int FIX::SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST = 4

Definition at line 1860 of file FixValues.h.

const int FIX::SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST = 3

Definition at line 1861 of file FixValues.h.

const int FIX::SecurityResponseType_NOMATCH = 6

Definition at line 1870 of file FixValues.h.

const int FIX::SecurityResponseType_REJECT_SECURITY_PROPOSAL = 5

Definition at line 1865 of file FixValues.h.

const int FIX::SecurityResponseType_REJSECPROP = 5

Definition at line 1867 of file FixValues.h.

const int FIX::SecurityResponseType_SECLISTRET = 4

Definition at line 1866 of file FixValues.h.

const int FIX::SecurityResponseType_SECLISTTYPESRET = 3

Definition at line 1859 of file FixValues.h.

const char FIX::SecurityStatus_ACTIVE[] = "1"

Definition at line 2874 of file FixValues.h.

const char FIX::SecurityStatus_INACTIVE[] = "2"

Definition at line 2873 of file FixValues.h.

const int FIX::SecurityTradingEvent_CHANGE_OF_BOOK_TYPE = 7

Definition at line 3817 of file FixValues.h.

const int FIX::SecurityTradingEvent_CHANGE_OF_MARKET_DEPTH = 8

Definition at line 3819 of file FixValues.h.

const int FIX::SecurityTradingEvent_CHANGE_OF_SECURITY_STATUS = 6

Definition at line 3815 of file FixValues.h.

const int FIX::SecurityTradingEvent_CHANGE_OF_SECURITY_TRADING_STATUS = 6

Definition at line 3813 of file FixValues.h.

const int FIX::SecurityTradingEvent_CHANGE_OF_TRADING_SESSION = 4

Definition at line 3814 of file FixValues.h.

const int FIX::SecurityTradingEvent_CHANGE_OF_TRADING_SUBSESSION = 5

Definition at line 3818 of file FixValues.h.

const int FIX::SecurityTradingEvent_ORDER_IMBALANCE_AUCTION_IS_EXTENDED = 1

Definition at line 3821 of file FixValues.h.

const int FIX::SecurityTradingEvent_PRICE_VOLATILITY_INTERRUPTION = 3

Definition at line 3816 of file FixValues.h.

const int FIX::SecurityTradingEvent_TRADING_RESUMES = 2

Definition at line 3820 of file FixValues.h.

const int FIX::SecurityTradingStatus_11 = 11

Definition at line 4068 of file FixValues.h.

const int FIX::SecurityTradingStatus_CROSS = 25

Definition at line 4076 of file FixValues.h.

const int FIX::SecurityTradingStatus_FAST_MARKET = 23

Definition at line 4064 of file FixValues.h.

const int FIX::SecurityTradingStatus_FASTMARKET = 23

Definition at line 4071 of file FixValues.h.

const int FIX::SecurityTradingStatus_ITS_PRE_OPENING = 14

Definition at line 4091 of file FixValues.h.

const int FIX::SecurityTradingStatus_ITSPREOPN = 14

Definition at line 4100 of file FixValues.h.

const int FIX::SecurityTradingStatus_MARKET_IMBALANCE_BUY = 7

Definition at line 4096 of file FixValues.h.

const int FIX::SecurityTradingStatus_MARKET_IMBALANCE_SELL = 8

Definition at line 4087 of file FixValues.h.

const int FIX::SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_BUY = 9

Definition at line 4085 of file FixValues.h.

const int FIX::SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_SELL = 10

Definition at line 4106 of file FixValues.h.

const int FIX::SecurityTradingStatus_MKTBALSELL = 8

Definition at line 4072 of file FixValues.h.

const int FIX::SecurityTradingStatus_MKTIMBBUY = 7

Definition at line 4108 of file FixValues.h.

const int FIX::SecurityTradingStatus_MKTONCLSIMBBUY = 9

Definition at line 4102 of file FixValues.h.

const int FIX::SecurityTradingStatus_MKTONCLSIMBSELL = 10

Definition at line 4089 of file FixValues.h.

const int FIX::SecurityTradingStatus_NA = 11

Definition at line 4093 of file FixValues.h.

const int FIX::SecurityTradingStatus_NEW_PRICE_INDICATION = 15

Definition at line 4099 of file FixValues.h.

const int FIX::SecurityTradingStatus_NEWPXIND = 15

Definition at line 4073 of file FixValues.h.

const int FIX::SecurityTradingStatus_NO_MARKET_IMBALANCE = 12

Definition at line 4109 of file FixValues.h.

const int FIX::SecurityTradingStatus_NO_MARKET_ON_CLOSE_IMBALANCE = 13

Definition at line 4081 of file FixValues.h.

const int FIX::SecurityTradingStatus_NO_OPEN = 4

Definition at line 4069 of file FixValues.h.

const int FIX::SecurityTradingStatus_NO_OPEN_NO_RESUME = 4

Definition at line 4065 of file FixValues.h.

const int FIX::SecurityTradingStatus_NOMKTIMB = 12

Definition at line 4062 of file FixValues.h.

const int FIX::SecurityTradingStatus_NOMKTONCLSIMB = 13

Definition at line 4094 of file FixValues.h.

const int FIX::SecurityTradingStatus_NOOPEN = 4

Definition at line 4063 of file FixValues.h.

const int FIX::SecurityTradingStatus_NOT_AVAILABLE_FOR_TRADING = 18

Definition at line 4067 of file FixValues.h.

const int FIX::SecurityTradingStatus_NOT_TRADED_ON_THIS_MARKET = 19

Definition at line 4090 of file FixValues.h.

const int FIX::SecurityTradingStatus_NOTAVAIL = 18

Definition at line 4086 of file FixValues.h.

const int FIX::SecurityTradingStatus_NOTTRADED = 19

Definition at line 4070 of file FixValues.h.

const int FIX::SecurityTradingStatus_OPENDELAY = 1

Definition at line 4083 of file FixValues.h.

const int FIX::SecurityTradingStatus_OPENING_DELAY = 1

Definition at line 4088 of file FixValues.h.

const int FIX::SecurityTradingStatus_OPENING_ROTATION = 22

Definition at line 4103 of file FixValues.h.

const int FIX::SecurityTradingStatus_OPENINGROTATION = 22

Definition at line 4077 of file FixValues.h.

const int FIX::SecurityTradingStatus_POST_CLOSE = 26

Definition at line 4082 of file FixValues.h.

const int FIX::SecurityTradingStatus_PRE_CROSS = 24

Definition at line 4092 of file FixValues.h.

const int FIX::SecurityTradingStatus_PRE_OPEN = 21

Definition at line 4095 of file FixValues.h.

const int FIX::SecurityTradingStatus_PRICE_INDICATION = 5

Definition at line 4104 of file FixValues.h.

const int FIX::SecurityTradingStatus_PXIND = 5

Definition at line 4075 of file FixValues.h.

const int FIX::SecurityTradingStatus_READY = 17

Definition at line 4084 of file FixValues.h.

const int FIX::SecurityTradingStatus_READY_TO_TRADE = 17

Definition at line 4098 of file FixValues.h.

const int FIX::SecurityTradingStatus_RESUME = 3

Definition at line 4079 of file FixValues.h.

const int FIX::SecurityTradingStatus_TRADE_DISSEMINATION_TIME = 16

Definition at line 4080 of file FixValues.h.

const int FIX::SecurityTradingStatus_TRADING_HALT = 2

Definition at line 4066 of file FixValues.h.

const int FIX::SecurityTradingStatus_TRADING_RANGE_INDICATION = 6

Definition at line 4097 of file FixValues.h.

const int FIX::SecurityTradingStatus_TRDDISTIME = 16

Definition at line 4074 of file FixValues.h.

const int FIX::SecurityTradingStatus_TRDHALT = 2

Definition at line 4101 of file FixValues.h.

const int FIX::SecurityTradingStatus_TRDRNGIND = 6

Definition at line 4078 of file FixValues.h.

const int FIX::SecurityTradingStatus_UNKNOWN = 20

Definition at line 4107 of file FixValues.h.

const int FIX::SecurityTradingStatus_UNKNOWN_OR_INVALID = 20

Definition at line 4105 of file FixValues.h.

const char FIX::SecurityType_AGENCY_POOLS[] = "POOL"

Definition at line 2737 of file FixValues.h.

const char FIX::SecurityType_AMENDED_RESTATED[] = "AMENDED"

Definition at line 2763 of file FixValues.h.

const char FIX::SecurityType_AMENDEDRESTATED[] = "AMENDED"

Definition at line 2759 of file FixValues.h.

const char FIX::SecurityType_ASSET_BACKED_SECURITIES[] = "ABS"

Definition at line 2745 of file FixValues.h.

const char FIX::SecurityType_ASSETBACKEDSECURITIES[] = "ABS"

Definition at line 2647 of file FixValues.h.

const char FIX::SecurityType_BANK_DEPOSITORY_NOTE[] = "BDN"

Definition at line 2623 of file FixValues.h.

const char FIX::SecurityType_BANK_NOTES[] = "BN"

Definition at line 2787 of file FixValues.h.

const char FIX::SecurityType_BANKERS_ACCEPTANCE[] = "BA"

Definition at line 2758 of file FixValues.h.

const char FIX::SecurityType_BANKERSACCEPTANCE[] = "BA"

Definition at line 2774 of file FixValues.h.

const char FIX::SecurityType_BANKNOTES[] = "BN"

Definition at line 2761 of file FixValues.h.

const char FIX::SecurityType_BILL_OF_EXCHANGES[] = "BOX"

Definition at line 2726 of file FixValues.h.

const char FIX::SecurityType_BILLOFEXCHANGES[] = "BOX"

Definition at line 2704 of file FixValues.h.

const char FIX::SecurityType_BRADY_BOND[] = "BRADY"

Definition at line 2583 of file FixValues.h.

const char FIX::SecurityType_BRADYBOND[] = "BRADY"

Definition at line 2750 of file FixValues.h.

const char FIX::SecurityType_BRIDGE_LOAN[] = "BRIDGE"

Definition at line 2798 of file FixValues.h.

const char FIX::SecurityType_BRIDGELOAN[] = "BRIDGE"

Definition at line 2635 of file FixValues.h.

const char FIX::SecurityType_BUY_SELLBACK[] = "BUYSELL"

Definition at line 2587 of file FixValues.h.

const char FIX::SecurityType_BUYSELLBACK[] = "BUYSELL"

Definition at line 2645 of file FixValues.h.

const char FIX::SecurityType_CALL_LOANS[] = "CL"

Definition at line 2783 of file FixValues.h.

const char FIX::SecurityType_CALLLOANS[] = "CL"

Definition at line 2776 of file FixValues.h.

const char FIX::SecurityType_CANADIAN_MONEY_MARKETS[] = "CAMM"

Definition at line 2659 of file FixValues.h.

const char FIX::SecurityType_CANADIAN_MORTGAGE_BONDS[] = "CMB"

Definition at line 2735 of file FixValues.h.

const char FIX::SecurityType_CANADIAN_PROVINCIAL_BONDS[] = "PROV"

Definition at line 2719 of file FixValues.h.

const char FIX::SecurityType_CANADIAN_TREASURY_BILLS[] = "CTB"

Definition at line 2611 of file FixValues.h.

const char FIX::SecurityType_CANADIAN_TREASURY_NOTES[] = "CAN"

Definition at line 2626 of file FixValues.h.

const char FIX::SecurityType_CASH[] = "CASH"

Definition at line 2603 of file FixValues.h.

const char FIX::SecurityType_CATS_TIGERS_LIONS[] = "ZOO"

Definition at line 2639 of file FixValues.h.

const char FIX::SecurityType_CERTIFICATE_OF_DEPOSIT[] = "CD"

Definition at line 2703 of file FixValues.h.

const char FIX::SecurityType_CERTIFICATE_OF_OBLIGATION[] = "COFO"

Definition at line 2771 of file FixValues.h.

const char FIX::SecurityType_CERTIFICATE_OF_PARTICIPATION[] = "COFP"

Definition at line 2586 of file FixValues.h.

const char FIX::SecurityType_CERTIFICATEOFDEPOSIT[] = "CD"

Definition at line 2784 of file FixValues.h.

const char FIX::SecurityType_CERTIFICATEOFOBLIGATION[] = "COFO"

Definition at line 2613 of file FixValues.h.

const char FIX::SecurityType_CERTIFICATEOFPARTICIPATION[] = "COFP"

Definition at line 2638 of file FixValues.h.

const char FIX::SecurityType_COLLATERALIZE_MORTGAGE_OBLIGATION[] = "CMO"

Definition at line 2728 of file FixValues.h.

const char FIX::SecurityType_COLLATERALIZED_MORTGAGE_OBLIGATION[] = "CMO"

Definition at line 2697 of file FixValues.h.

const char FIX::SecurityType_COLLATERALIZEDMORTGAGEOBLIGATION[] = "CMO"

Definition at line 2676 of file FixValues.h.

const char FIX::SecurityType_COMMERCIAL_PAPER[] = "CP"

Definition at line 2683 of file FixValues.h.

const char FIX::SecurityType_COMMERCIALPAPER[] = "CP"

Definition at line 2724 of file FixValues.h.

const char FIX::SecurityType_COMMON_STOCK[] = "CS"

Definition at line 2801 of file FixValues.h.

const char FIX::SecurityType_COMMONSTOCK[] = "CS"

Definition at line 2790 of file FixValues.h.

const char FIX::SecurityType_CONVERTIBLE_BOND[] = "CB"

Definition at line 2744 of file FixValues.h.

const char FIX::SecurityType_CONVERTIBLEBOND[] = "CB"

Definition at line 2606 of file FixValues.h.

const char FIX::SecurityType_CORP_MORTGAGE_BACKED_SECURITIES[] = "CMBS"

Definition at line 2585 of file FixValues.h.

const char FIX::SecurityType_CORPMORTGAGEBACKEDSECURITIES[] = "CMBS"

Definition at line 2781 of file FixValues.h.

const char FIX::SecurityType_CORPORATE_BOND[] = "CORP"

Definition at line 2779 of file FixValues.h.

const char FIX::SecurityType_CORPORATE_PRIVATE_PLACEMENT[] = "CPP"

Definition at line 2770 of file FixValues.h.

const char FIX::SecurityType_CORPORATEBOND[] = "CORP"

Definition at line 2708 of file FixValues.h.

const char FIX::SecurityType_CORPORATEPRIVATEPLACEMENT[] = "CPP"

Definition at line 2714 of file FixValues.h.

const char FIX::SecurityType_CREDIT_DEFAULT_SWAP[] = "CDS"

Definition at line 2678 of file FixValues.h.

const char FIX::SecurityType_DEBTOR_IN_POSSESSION[] = "DINP"

Definition at line 2658 of file FixValues.h.

const char FIX::SecurityType_DEBTORINPOSSESSION[] = "DINP"

Definition at line 2662 of file FixValues.h.

const char FIX::SecurityType_DEFAULTED[] = "DEFLTED"

Definition at line 2700 of file FixValues.h.

const char FIX::SecurityType_DEPOSIT_NOTES[] = "DN"

Definition at line 2713 of file FixValues.h.

const char FIX::SecurityType_DEPOSITNOTES[] = "DN"

Definition at line 2665 of file FixValues.h.

const char FIX::SecurityType_DUAL_CURRENCY[] = "DUAL"

Definition at line 2621 of file FixValues.h.

const char FIX::SecurityType_DUALCURRENCY[] = "DUAL"

Definition at line 2677 of file FixValues.h.

const char FIX::SecurityType_EURO_CERTIFICATE_OF_DEPOSIT[] = "EUCD"

Definition at line 2757 of file FixValues.h.

const char FIX::SecurityType_EURO_COMMERCIAL_PAPER[] = "EUCP"

Definition at line 2695 of file FixValues.h.

const char FIX::SecurityType_EURO_CORPORATE_BOND[] = "EUCORP"

Definition at line 2738 of file FixValues.h.

const char FIX::SecurityType_EURO_CORPORATE_FLOATING_RATE_NOTES[] = "EUFRN"

Definition at line 2655 of file FixValues.h.

const char FIX::SecurityType_EURO_SOVEREIGNS[] = "EUSOV"

Definition at line 2685 of file FixValues.h.

const char FIX::SecurityType_EURO_SUPRANATIONAL_COUPONS[] = "EUSUPRA"

Definition at line 2782 of file FixValues.h.

const char FIX::SecurityType_EUROCERTIFICATEOFDEPOSIT[] = "EUCD"

Definition at line 2597 of file FixValues.h.

const char FIX::SecurityType_EUROCOMMERCIALPAPER[] = "EUCP"

Definition at line 2765 of file FixValues.h.

const char FIX::SecurityType_EUROCORPORATEBOND[] = "EUCORP"

Definition at line 2753 of file FixValues.h.

const char FIX::SecurityType_EUROSOVEREIGNS[] = "EUSOV"

Definition at line 2706 of file FixValues.h.

const char FIX::SecurityType_EUROSUPRANATIONALCOUPONS[] = "EUSUPRA"

Definition at line 2657 of file FixValues.h.

const char FIX::SecurityType_EXTENDED_COMM_NOTE[] = "XCN"

Definition at line 2637 of file FixValues.h.

const char FIX::SecurityType_EXTENDEDCOMMNOTE[] = "XCN"

Definition at line 2729 of file FixValues.h.

const char FIX::SecurityType_FEDERAL_AGENCY_COUPON[] = "FAC"

Definition at line 2778 of file FixValues.h.

const char FIX::SecurityType_FEDERAL_AGENCY_DISCOUNT_NOTE[] = "FADN"

Definition at line 2609 of file FixValues.h.

const char FIX::SecurityType_FEDERAL_HOME_LOAN[] = "FHL"

Definition at line 2730 of file FixValues.h.

const char FIX::SecurityType_FEDERAL_HOUSING_AUTHORITY[] = "FHA"

Definition at line 2715 of file FixValues.h.

const char FIX::SecurityType_FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION[] = "FN"

Definition at line 2768 of file FixValues.h.

const char FIX::SecurityType_FEDERALAGENCYCOUPON[] = "FAC"

Definition at line 2800 of file FixValues.h.

const char FIX::SecurityType_FEDERALAGENCYDISCOUNTNOTE[] = "FADN"

Definition at line 2802 of file FixValues.h.

const char FIX::SecurityType_FOREIGN_EXCHANGE_CONTRACT[] = "FOR"

Definition at line 2653 of file FixValues.h.

const char FIX::SecurityType_FOREIGNEXCHANGECONTRACT[] = "FOR"

Definition at line 2654 of file FixValues.h.

const char FIX::SecurityType_FORWARD[] = "FORWARD"

Definition at line 2640 of file FixValues.h.

const char FIX::SecurityType_FUTURE[] = "FUT"

Definition at line 2754 of file FixValues.h.

const char FIX::SecurityType_FX_FORWARD[] = "FXFWD"

Definition at line 2709 of file FixValues.h.

const char FIX::SecurityType_FX_SPOT[] = "FXSPOT"

Definition at line 2631 of file FixValues.h.

const char FIX::SecurityType_FX_SWAP[] = "FXSWAP"

Definition at line 2599 of file FixValues.h.

const char FIX::SecurityType_GENERAL_OBLIGATION_BONDS[] = "GO"

Definition at line 2681 of file FixValues.h.

const char FIX::SecurityType_GENERALOBLIGATIONBONDS[] = "GO"

Definition at line 2789 of file FixValues.h.

const char FIX::SecurityType_GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION[] = "GN"

Definition at line 2749 of file FixValues.h.

const char FIX::SecurityType_INDEXED_LINKED[] = "XLINKD"

Definition at line 2701 of file FixValues.h.

const char FIX::SecurityType_INDEXEDLINKED[] = "XLINKD"

Definition at line 2614 of file FixValues.h.

const char FIX::SecurityType_INTEREST_RATE_SWAP[] = "IRS"

Definition at line 2764 of file FixValues.h.

const char FIX::SecurityType_INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE[] = "TINT"

Definition at line 2772 of file FixValues.h.

const char FIX::SecurityType_INTERESTSTRIPFROMANYBONDORNOTE[] = "TINT"

Definition at line 2734 of file FixValues.h.

const char FIX::SecurityType_IOETTE_MORTGAGE[] = "IET"

Definition at line 2702 of file FixValues.h.

const char FIX::SecurityType_IOETTEMORTGAGE[] = "IET"

Definition at line 2799 of file FixValues.h.

const char FIX::SecurityType_LETTER_OF_CREDIT[] = "LOFC"

Definition at line 2615 of file FixValues.h.

const char FIX::SecurityType_LETTEROFCREDIT[] = "LOFC"

Definition at line 2670 of file FixValues.h.

const char FIX::SecurityType_LIQUIDITY_NOTE[] = "LQN"

Definition at line 2742 of file FixValues.h.

const char FIX::SecurityType_LIQUIDITYNOTE[] = "LQN"

Definition at line 2632 of file FixValues.h.

const char FIX::SecurityType_MANDATORY_TENDER[] = "MT"

Definition at line 2696 of file FixValues.h.

const char FIX::SecurityType_MANDATORYTENDER[] = "MT"

Definition at line 2616 of file FixValues.h.

const char FIX::SecurityType_MATURED[] = "MATURED"

Definition at line 2716 of file FixValues.h.

const char FIX::SecurityType_MEDIUM_TERM_NOTES[] = "MTN"

Definition at line 2720 of file FixValues.h.

const char FIX::SecurityType_MEDIUMTERMNOTES[] = "MTN"

Definition at line 2594 of file FixValues.h.

const char FIX::SecurityType_MISCELLANEOUS_PASS_THROUGH[] = "MPT"

Definition at line 2777 of file FixValues.h.

const char FIX::SecurityType_MISCELLANEOUS_PASS_THRU[] = "MPT"

Definition at line 2605 of file FixValues.h.

const char FIX::SecurityType_MISCELLANEOUSPASSTHROUGH[] = "MPT"

Definition at line 2743 of file FixValues.h.

const char FIX::SecurityType_MORTGAGE_BACKED_SECURITIES[] = "MBS"

Definition at line 2684 of file FixValues.h.

const char FIX::SecurityType_MORTGAGE_INTEREST_ONLY[] = "MIO"

Definition at line 2634 of file FixValues.h.

const char FIX::SecurityType_MORTGAGE_IOETTE[] = "IET"

Definition at line 2650 of file FixValues.h.

const char FIX::SecurityType_MORTGAGE_PRINCIPAL_ONLY[] = "MPO"

Definition at line 2625 of file FixValues.h.

const char FIX::SecurityType_MORTGAGE_PRINCIPLE_ONLY[] = "MPO"

Definition at line 2649 of file FixValues.h.

const char FIX::SecurityType_MORTGAGE_PRIVATE_PLACEMENT[] = "MPP"

Definition at line 2680 of file FixValues.h.

const char FIX::SecurityType_MORTGAGEBACKEDSECURITIES[] = "MBS"

Definition at line 2712 of file FixValues.h.

const char FIX::SecurityType_MORTGAGEINTERESTONLY[] = "MIO"

Definition at line 2664 of file FixValues.h.

const char FIX::SecurityType_MORTGAGEPRINCIPALONLY[] = "MPO"

Definition at line 2660 of file FixValues.h.

const char FIX::SecurityType_MORTGAGEPRIVATEPLACEMENT[] = "MPP"

Definition at line 2667 of file FixValues.h.

const char FIX::SecurityType_MULTI_LEG_INSTRUMENT[] = "MLEG"

Definition at line 2718 of file FixValues.h.

const char FIX::SecurityType_MULTILEG_INSTRUMENT[] = "MLEG"

Definition at line 2589 of file FixValues.h.

const char FIX::SecurityType_MULTILEGINSTRUMENT[] = "MLEG"

Definition at line 2608 of file FixValues.h.

const char FIX::SecurityType_MUNICIPAL_BOND[] = "MUNI"

Definition at line 2794 of file FixValues.h.

const char FIX::SecurityType_MUTUAL_FUND[] = "MF"

Definition at line 2722 of file FixValues.h.

const char FIX::SecurityType_MUTUALFUND[] = "MF"

Definition at line 2727 of file FixValues.h.

const char FIX::SecurityType_NO_ISITC_SECURITY_TYPE[] = "NONE"

Definition at line 2775 of file FixValues.h.

const char FIX::SecurityType_NO_SECURITY_TYPE[] = "NONE"

Definition at line 2668 of file FixValues.h.

const char FIX::SecurityType_NON_DELIVERABLE_FORWARD[] = "FXNDF"

Definition at line 2648 of file FixValues.h.

const char FIX::SecurityType_NOSECURITYTYPE[] = "NONE"

Definition at line 2674 of file FixValues.h.

const char FIX::SecurityType_OPTION[] = "OPT"

Definition at line 2673 of file FixValues.h.

const char FIX::SecurityType_OPTIONS_ON_COMBO[] = "OOC"

Definition at line 2588 of file FixValues.h.

const char FIX::SecurityType_OPTIONS_ON_FUTURES[] = "OOF"

Definition at line 2619 of file FixValues.h.

const char FIX::SecurityType_OPTIONS_ON_PHYSICAL[] = "OOP"

Definition at line 2646 of file FixValues.h.

const char FIX::SecurityType_OTHER_ANTICIPATION_NOTES[] = "AN"

Definition at line 2688 of file FixValues.h.

const char FIX::SecurityType_OTHER_ANTICIPATION_NOTES_BAN_GAN_ETC[] = "AN"

Definition at line 2636 of file FixValues.h.

const char FIX::SecurityType_OTHERANTICIPATIONNOTESBANGANETC[] = "AN"

Definition at line 2691 of file FixValues.h.

const char FIX::SecurityType_OVERNIGHT[] = "ONITE"

Definition at line 2633 of file FixValues.h.

const char FIX::SecurityType_PFANDBRIEFE[] = "PFAND"

Definition at line 2687 of file FixValues.h.

const char FIX::SecurityType_PLAZOS_FIJOS[] = "PZFJ"

Definition at line 2694 of file FixValues.h.

const char FIX::SecurityType_PLAZOSFIJOS[] = "PZFJ"

Definition at line 2791 of file FixValues.h.

const char FIX::SecurityType_PREFERRED_STOCK[] = "PS"

Definition at line 2642 of file FixValues.h.

const char FIX::SecurityType_PREFERREDSTOCK[] = "PS"

Definition at line 2698 of file FixValues.h.

const char FIX::SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE[] = "TPRN"

Definition at line 2732 of file FixValues.h.

const char FIX::SecurityType_PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE[] = "TCAL"

Definition at line 2666 of file FixValues.h.

const char FIX::SecurityType_PRINCIPALSTRIPFROMANONCALLABLEBONDORNOTE[] = "TPRN"

Definition at line 2797 of file FixValues.h.

const char FIX::SecurityType_PRINCIPALSTRIPOFACALLABLEBONDORNOTE[] = "TCAL"

Definition at line 2705 of file FixValues.h.

const char FIX::SecurityType_PRIVATE_EXPORT_FUNDING[] = "PEF"

Definition at line 2596 of file FixValues.h.

const char FIX::SecurityType_PRIVATEEXPORTFUNDING[] = "PEF"

Definition at line 2690 of file FixValues.h.

const char FIX::SecurityType_PROMISSORY_NOTE[] = "PN"

Definition at line 2675 of file FixValues.h.

const char FIX::SecurityType_PROMISSORYNOTE[] = "PN"

Definition at line 2620 of file FixValues.h.

const char FIX::SecurityType_REPLACED[] = "REPLACD"

Definition at line 2624 of file FixValues.h.

const char FIX::SecurityType_REPURCHASE[] = "REPO"

Definition at line 2736 of file FixValues.h.

const char FIX::SecurityType_REPURCHASE_AGREEMENT[] = "RP"

Definition at line 2725 of file FixValues.h.

const char FIX::SecurityType_RETIRED[] = "RETIRED"

Definition at line 2721 of file FixValues.h.

const char FIX::SecurityType_REVENUE_ANTICIPATION_NOTE[] = "RAN"

Definition at line 2592 of file FixValues.h.

const char FIX::SecurityType_REVENUE_BONDS[] = "REV"

Definition at line 2795 of file FixValues.h.

const char FIX::SecurityType_REVENUEANTICIPATIONNOTE[] = "RAN"

Definition at line 2612 of file FixValues.h.

const char FIX::SecurityType_REVENUEBONDS[] = "REV"

Definition at line 2663 of file FixValues.h.

const char FIX::SecurityType_REVERSE_REPURCHASE_AGREEMENT[] = "RVRP"

Definition at line 2582 of file FixValues.h.

const char FIX::SecurityType_REVOLVER_LOAN[] = "RVLV"

Definition at line 2602 of file FixValues.h.

const char FIX::SecurityType_REVOLVER_TERM_LOAN[] = "RVLVTRM"

Definition at line 2600 of file FixValues.h.

const char FIX::SecurityType_REVOLVERLOAN[] = "RVLV"

Definition at line 2731 of file FixValues.h.

const char FIX::SecurityType_REVOLVERTERMLOAN[] = "RVLVTRM"

Definition at line 2741 of file FixValues.h.

const char FIX::SecurityType_SECURED_LIQUIDITY_NOTE[] = "SLQN"

Definition at line 2785 of file FixValues.h.

const char FIX::SecurityType_SECURITIES_LOAN[] = "SECLOAN"

Definition at line 2792 of file FixValues.h.

const char FIX::SecurityType_SECURITIES_PLEDGE[] = "SECPLEDGE"

Definition at line 2629 of file FixValues.h.

const char FIX::SecurityType_SECURITIESLOAN[] = "SECLOAN"

Definition at line 2793 of file FixValues.h.

const char FIX::SecurityType_SECURITIESPLEDGE[] = "SECPLEDGE"

Definition at line 2723 of file FixValues.h.

const char FIX::SecurityType_SHORT_TERM_LOAN_NOTE[] = "STN"

Definition at line 2762 of file FixValues.h.

const char FIX::SecurityType_SHORTTERMLOANNOTE[] = "STN"

Definition at line 2682 of file FixValues.h.

const char FIX::SecurityType_SPECIAL_ASSESSMENT[] = "SPCLA"

Definition at line 2656 of file FixValues.h.

const char FIX::SecurityType_SPECIAL_OBLIGATION[] = "SPCLO"

Definition at line 2598 of file FixValues.h.

const char FIX::SecurityType_SPECIAL_TAX[] = "SPCLT"

Definition at line 2595 of file FixValues.h.

const char FIX::SecurityType_SPECIALASSESSMENT[] = "SPCLA"

Definition at line 2669 of file FixValues.h.

const char FIX::SecurityType_SPECIALOBLIGATION[] = "SPCLO"

Definition at line 2610 of file FixValues.h.

const char FIX::SecurityType_SPECIALTAX[] = "SPCLT"

Definition at line 2796 of file FixValues.h.

const char FIX::SecurityType_STRUCTURED_NOTES[] = "STRUCT"

Definition at line 2733 of file FixValues.h.

const char FIX::SecurityType_STRUCTUREDNOTES[] = "STRUCT"

Definition at line 2773 of file FixValues.h.

const char FIX::SecurityType_STUDENT_LOAN_MARKETING_ASSOCIATION[] = "SL"

Definition at line 2752 of file FixValues.h.

const char FIX::SecurityType_SWING_LINE_FACILITY[] = "SWING"

Definition at line 2739 of file FixValues.h.

const char FIX::SecurityType_SWINGLINEFACILITY[] = "SWING"

Definition at line 2717 of file FixValues.h.

const char FIX::SecurityType_TAX_ALLOCATION[] = "TAXA"

Definition at line 2590 of file FixValues.h.

const char FIX::SecurityType_TAX_ANTICIPATION_NOTE[] = "TAN"

Definition at line 2692 of file FixValues.h.

const char FIX::SecurityType_TAX_EXEMPT_COMMERCIAL_PAPER[] = "TECP"

Definition at line 2689 of file FixValues.h.

const char FIX::SecurityType_TAX_REVENUE_ANTICIPATION_NOTE[] = "TRAN"

Definition at line 2686 of file FixValues.h.

const char FIX::SecurityType_TAXABLE_MUNICIPAL_CP[] = "TMCP"

Definition at line 2672 of file FixValues.h.

const char FIX::SecurityType_TAXALLOCATION[] = "TAXA"

Definition at line 2671 of file FixValues.h.

const char FIX::SecurityType_TAXANTICIPATIONNOTE[] = "TAN"

Definition at line 2679 of file FixValues.h.

const char FIX::SecurityType_TAXEXEMPTCOMMERCIALPAPER[] = "TECP"

Definition at line 2601 of file FixValues.h.

const char FIX::SecurityType_TAXREVENUEANTICIPATIONNOTE[] = "TRAN"

Definition at line 2748 of file FixValues.h.

const char FIX::SecurityType_TERM_LIQUIDITY_NOTE[] = "TLQN"

Definition at line 2580 of file FixValues.h.

const char FIX::SecurityType_TERM_LOAN[] = "TERM"

Definition at line 2760 of file FixValues.h.

const char FIX::SecurityType_TERMLOAN[] = "TERM"

Definition at line 2618 of file FixValues.h.

const char FIX::SecurityType_TIME_DEPOSIT[] = "TD"

Definition at line 2707 of file FixValues.h.

const char FIX::SecurityType_TIMEDEPOSIT[] = "TD"

Definition at line 2786 of file FixValues.h.

const char FIX::SecurityType_TO_BE_ANNOUNCED[] = "TBA"

Definition at line 2581 of file FixValues.h.

const char FIX::SecurityType_TOBEANNOUNCED[] = "TBA"

Definition at line 2628 of file FixValues.h.

const char FIX::SecurityType_TREASURIES_PLUS_AGENCY_DEBENTURE[] = "GOVT"

Definition at line 2756 of file FixValues.h.

const char FIX::SecurityType_TREASURY_BILL[] = "TB"

Definition at line 2693 of file FixValues.h.

const char FIX::SecurityType_TREASURY_INFLATION_PROTECTED_SECURITIES[] = "TIPS"

Definition at line 2644 of file FixValues.h.

const char FIX::SecurityType_TREASURYINFLATIONPROTECTEDSECURITIES[] = "TIPS"

Definition at line 2584 of file FixValues.h.

const char FIX::SecurityType_US_CORPORATE_FLOATING_RATE_NOTES[] = "FRN"

Definition at line 2710 of file FixValues.h.

const char FIX::SecurityType_US_TREASURY_BILL[] = "USTB"

Definition at line 2788 of file FixValues.h.

const char FIX::SecurityType_US_TREASURY_BILL_TBILL[] = "TBILL"

Definition at line 2755 of file FixValues.h.

const char FIX::SecurityType_US_TREASURY_BILL_USTB[] = "USTB"

Definition at line 2767 of file FixValues.h.

const char FIX::SecurityType_US_TREASURY_BOND[] = "TBOND"

Definition at line 2643 of file FixValues.h.

const char FIX::SecurityType_US_TREASURY_NOTE_BOND[] = "UST"

Definition at line 2591 of file FixValues.h.

const char FIX::SecurityType_US_TREASURY_NOTE_TNOTE[] = "TNOTE"

Definition at line 2711 of file FixValues.h.

const char FIX::SecurityType_US_TREASURY_NOTE_UST[] = "UST"

Definition at line 2766 of file FixValues.h.

const char FIX::SecurityType_USD_SUPRANATIONAL_COUPONS[] = "SUPRA"

Definition at line 2651 of file FixValues.h.

const char FIX::SecurityType_USDSUPRANATIONALCOUPONS[] = "SUPRA"

Definition at line 2740 of file FixValues.h.

const char FIX::SecurityType_USTREASURYBILL[] = "TBILL"

Definition at line 2751 of file FixValues.h.

const char FIX::SecurityType_USTREASURYBILLDEPRECATEDVALUEUSETBILL[] = "USTB"

Definition at line 2627 of file FixValues.h.

const char FIX::SecurityType_USTREASURYBOND[] = "TBOND"

Definition at line 2617 of file FixValues.h.

const char FIX::SecurityType_USTREASURYNOTE[] = "TNOTE"

Definition at line 2661 of file FixValues.h.

const char FIX::SecurityType_USTREASURYNOTEDEPRECATEDVALUEUSETNOTE[] = "UST"

Definition at line 2604 of file FixValues.h.

const char FIX::SecurityType_VARIABLE_RATE_DEMAND_NOTE[] = "VRDN"

Definition at line 2607 of file FixValues.h.

const char FIX::SecurityType_VARIABLERATEDEMANDNOTE[] = "VRDN"

Definition at line 2699 of file FixValues.h.

const char FIX::SecurityType_WARRANT[] = "WAR"

Definition at line 2652 of file FixValues.h.

const char FIX::SecurityType_WILDCARD_ENTRY[] = "WLD"

Definition at line 2622 of file FixValues.h.

const char FIX::SecurityType_WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST[] = "?"

Definition at line 2780 of file FixValues.h.

const char FIX::SecurityType_WILDCARDENTRY[] = "WLD"

Definition at line 2746 of file FixValues.h.

const char FIX::SecurityType_WITHDRAWN[] = "WITHDRN"

Definition at line 2769 of file FixValues.h.

const char FIX::SecurityType_YANKEE_CERTIFICATE_OF_DEPOSIT[] = "YCD"

Definition at line 2641 of file FixValues.h.

const char FIX::SecurityType_YANKEE_CORPORATE_BOND[] = "YANK"

Definition at line 2630 of file FixValues.h.

const char FIX::SecurityType_YANKEECERTIFICATEOFDEPOSIT[] = "YCD"

Definition at line 2593 of file FixValues.h.

const char FIX::SecurityType_YANKEECORPORATEBOND[] = "YANK"

Definition at line 2747 of file FixValues.h.

const char FIX::SecurityUpdateAction_ADD = 'A'

Definition at line 268 of file FixValues.h.

const char FIX::SecurityUpdateAction_DELETE = 'D'

Definition at line 267 of file FixValues.h.

const char FIX::SecurityUpdateAction_MODIFY = 'M'

Definition at line 269 of file FixValues.h.

const char FIX::SEND_REDUNDANT_RESENDREQUESTS[] = "SendRedundantResendRequests"

Definition at line 45 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create(), and FIX::HttpConnection::processSession().

const char FIX::SEND_RESETSEQNUMFLAG[] = "SendResetSeqNumFlag"

Definition at line 44 of file SessionSettings.h.

const char FIX::SENDERCOMPID[] = "SenderCompID"

Definition at line 38 of file SessionSettings.h.

Referenced by FIX::SessionSettings::set().

const char FIX::Seniority_SENIOR[] = "SR"

Definition at line 3912 of file FixValues.h.

const char FIX::Seniority_SENIOR_SECURED[] = "SD"

Definition at line 3911 of file FixValues.h.

const char FIX::Seniority_SUBORDINATED[] = "SB"

Definition at line 3910 of file FixValues.h.

const char FIX::SESSION_QUALIFIER[] = "SessionQualifier"

Definition at line 40 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const int FIX::SessionRejectReason_COMPID_PROBLEM = 9

Definition at line 2525 of file FixValues.h.

Referenced by FIX::Session::doBadCompID(), and FIX::Session::generateReject().

const char FIX::SessionRejectReason_COMPID_PROBLEM_TEXT[] = "CompID problem"

Definition at line 47 of file Values.h.

Referenced by FIX::Session::generateReject().

const int FIX::SessionRejectReason_COMPIDPROBLEM = 9

Definition at line 2547 of file FixValues.h.

const int FIX::SessionRejectReason_DECRYPTION_PROBLEM = 7

Definition at line 2550 of file FixValues.h.

const char FIX::SessionRejectReason_DECRYPTION_PROBLEM_TEXT[] = "Decryption problem"

Definition at line 45 of file Values.h.

const int FIX::SessionRejectReason_DECRYPTIONPROBLEM = 7

Definition at line 2542 of file FixValues.h.

const int FIX::SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE = 6

Definition at line 2534 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE_TEXT[] = "Incorrect data format for value"

Definition at line 44 of file Values.h.

Referenced by FIX::Session::generateReject().

const int FIX::SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP = 16

Definition at line 2545 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP_TEXT[] = "Incorrect NumInGroup count for repeating group"

Definition at line 52 of file Values.h.

Referenced by FIX::Session::generateReject().

const int FIX::SessionRejectReason_INCORRECTDATAFORMATFORVALUE = 6

Definition at line 2543 of file FixValues.h.

const int FIX::SessionRejectReason_INCORRECTNUMINGROUPCOUNTFORREPEATINGGROUP = 16

Definition at line 2540 of file FixValues.h.

const int FIX::SessionRejectReason_INVALID_MSGTYPE = 11

Definition at line 2555 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_INVALID_MSGTYPE_TEXT[] = "Invalid MsgType"

Definition at line 49 of file Values.h.

Referenced by FIX::Session::generateReject().

const int FIX::SessionRejectReason_INVALID_TAG_NUMBER = 0

Definition at line 2551 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_INVALID_TAG_NUMBER_TEXT[] = "Invalid tag number"

Definition at line 38 of file Values.h.

Referenced by FIX::Session::generateReject().

const int FIX::SessionRejectReason_INVALIDMSGTYPE = 11

Definition at line 2537 of file FixValues.h.

const int FIX::SessionRejectReason_INVALIDTAGNUMBER = 0

Definition at line 2523 of file FixValues.h.

const int FIX::SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER = 17

Definition at line 2522 of file FixValues.h.

const int FIX::SessionRejectReason_NONDATAVALUEINCLUDESFIELDDELIMITERSOHCHARACTER = 17

Definition at line 2531 of file FixValues.h.

const int FIX::SessionRejectReason_OTHER = 99

Definition at line 2544 of file FixValues.h.

const int FIX::SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER = 15

Definition at line 2535 of file FixValues.h.

const int FIX::SessionRejectReason_REPEATINGGROUPFIELDSOUTOFORDER = 15

Definition at line 2539 of file FixValues.h.

const int FIX::SessionRejectReason_REQUIRED_TAG_MISSING = 1

Definition at line 2536 of file FixValues.h.

Referenced by FIX::Session::doPossDup(), FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_REQUIRED_TAG_MISSING_TEXT[] = "Required tag missing"

Definition at line 39 of file Values.h.

Referenced by FIX::Session::generateReject().

const int FIX::SessionRejectReason_REQUIREDTAGMISSING = 1

Definition at line 2520 of file FixValues.h.

const int FIX::SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM = 10

Definition at line 2556 of file FixValues.h.

Referenced by FIX::Session::doBadTime(), FIX::Session::doPossDup(), and FIX::Session::generateReject().

const char FIX::SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM_TEXT[] = "SendingTime accuracy problem"

Definition at line 48 of file Values.h.

Referenced by FIX::Session::generateReject().

const int FIX::SessionRejectReason_SENDINGTIMEACCURACYPROBLEM = 10

Definition at line 2526 of file FixValues.h.

const int FIX::SessionRejectReason_SIGNATURE_PROBLEM = 8

Definition at line 2527 of file FixValues.h.

const char FIX::SessionRejectReason_SIGNATURE_PROBLEM_TEXT[] = "Signature problem"

Definition at line 46 of file Values.h.

const int FIX::SessionRejectReason_SIGNATUREPROBLEM = 8

Definition at line 2549 of file FixValues.h.

const int FIX::SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE = 13

Definition at line 2546 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE_TEXT[] = "Tag appears more than once"

Definition at line 50 of file Values.h.

Referenced by FIX::Session::generateReject().

const int FIX::SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE = 2

Definition at line 2528 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE_TEXT[] = "Tag not defined for this message type"

Definition at line 40 of file Values.h.

Referenced by FIX::Session::generateReject().

const int FIX::SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER = 14

Definition at line 2548 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER_TEXT[] = "Tag specified out of required order"

Definition at line 51 of file Values.h.

Referenced by FIX::Session::generateReject().

const int FIX::SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE = 4

Definition at line 2554 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE_TEXT[] = "Tag specified without a value"

Definition at line 42 of file Values.h.

Referenced by FIX::Session::generateReject().

const int FIX::SessionRejectReason_TAGAPPEARSMORETHANONCE = 13

Definition at line 2533 of file FixValues.h.

const int FIX::SessionRejectReason_TAGNOTDEFINEDFORTHISMESSAGETYPE = 2

Definition at line 2552 of file FixValues.h.

const int FIX::SessionRejectReason_TAGSPECIFIEDOUTOFREQUIREDORDER = 14

Definition at line 2521 of file FixValues.h.

const int FIX::SessionRejectReason_TAGSPECIFIEDWITHOUTAVALUE = 4

Definition at line 2541 of file FixValues.h.

const int FIX::SessionRejectReason_UNDEFINED_TAG = 3

Definition at line 2532 of file FixValues.h.

const char FIX::SessionRejectReason_UNDEFINED_TAG_TEXT[] = "Undefined Tag"

Definition at line 41 of file Values.h.

const int FIX::SessionRejectReason_UNDEFINEDTAG = 3

Definition at line 2529 of file FixValues.h.

const int FIX::SessionRejectReason_VALUE_IS_INCORRECT = 5

Definition at line 2553 of file FixValues.h.

Referenced by FIX::Session::generateReject(), FIX::Session::next(), and FIX::Session::nextSequenceReset().

const char FIX::SessionRejectReason_VALUE_IS_INCORRECT_TEXT[] = "Value is incorrect (out of range) for this tag"

Definition at line 43 of file Values.h.

Referenced by FIX::Session::generateReject().

const int FIX::SessionRejectReason_VALUEISINCORRECTOUTOFRANGEFORTHISTAG = 5

Definition at line 2524 of file FixValues.h.

const int FIX::SessionRejectReason_XML_VALIDATION_ERROR = 12

Definition at line 2530 of file FixValues.h.

const int FIX::SessionRejectReason_XMLVALIDATIONERROR = 12

Definition at line 2538 of file FixValues.h.

const int FIX::SessionStatus_ACCOUNT_LOCKED = 6

Definition at line 1876 of file FixValues.h.

const int FIX::SessionStatus_INVALID_USERNAME_OR_PASSWORD = 5

Definition at line 1873 of file FixValues.h.

const int FIX::SessionStatus_LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME = 7

Definition at line 1877 of file FixValues.h.

const int FIX::SessionStatus_NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY = 3

Definition at line 1879 of file FixValues.h.

const int FIX::SessionStatus_PASSWORD_EXPIRED = 8

Definition at line 1871 of file FixValues.h.

const int FIX::SessionStatus_SESSION_ACTIVE = 0

Definition at line 1874 of file FixValues.h.

const int FIX::SessionStatus_SESSION_LOGOUT_COMPLETE = 4

Definition at line 1872 of file FixValues.h.

const int FIX::SessionStatus_SESSION_PASSWORD_CHANGED = 1

Definition at line 1875 of file FixValues.h.

const int FIX::SessionStatus_SESSION_PASSWORD_DUE_TO_EXPIRE = 2

Definition at line 1878 of file FixValues.h.

const char FIX::SettlCurrFxRateCalc_DIVIDE = 'D'

Definition at line 3913 of file FixValues.h.

const char FIX::SettlCurrFxRateCalc_MULTIPLY = 'M'

Definition at line 3914 of file FixValues.h.

const int FIX::SettlDeliveryType_FREE = 1

Definition at line 1439 of file FixValues.h.

const int FIX::SettlDeliveryType_FREE_DELIVER = 1

Definition at line 1441 of file FixValues.h.

const int FIX::SettlDeliveryType_HOLD_IN_CUSTODY = 3

Definition at line 1438 of file FixValues.h.

const int FIX::SettlDeliveryType_TRI_PARTY = 2

Definition at line 1437 of file FixValues.h.

const int FIX::SettlDeliveryType_VERSUS_PAYMENT = 0

Definition at line 1442 of file FixValues.h.

const int FIX::SettlDeliveryType_VERSUS_PAYMENT_DELIVER = 0

Definition at line 1440 of file FixValues.h.

const char FIX::SettlInstMode_ACCOUNTOVERRIDING = '2'

Definition at line 2836 of file FixValues.h.

const char FIX::SettlInstMode_ACCOUNTSTANDING = '3'

Definition at line 2842 of file FixValues.h.

const char FIX::SettlInstMode_CIVORDERSINGLEACCT = '4'

Definition at line 2843 of file FixValues.h.

const char FIX::SettlInstMode_DEFAULT = '0'

Definition at line 2838 of file FixValues.h.

const char FIX::SettlInstMode_REJECT = '5'

Definition at line 2837 of file FixValues.h.

const char FIX::SettlInstMode_REQUEST_REJECT = '5'

Definition at line 2839 of file FixValues.h.

const char FIX::SettlInstMode_SIPROVIDED = '1'

Definition at line 2841 of file FixValues.h.

const char FIX::SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING = '2'

Definition at line 2840 of file FixValues.h.

const char FIX::SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_STANDING = '3'

Definition at line 2844 of file FixValues.h.

const char FIX::SettlInstMode_SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT = '4'

Definition at line 2845 of file FixValues.h.

const char FIX::SettlInstMode_STANDING_INSTRUCTIONS_PROVIDED = '1'

Definition at line 2846 of file FixValues.h.

const int FIX::SettlInstReqRejCode_NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND = 2

Definition at line 1735 of file FixValues.h.

const int FIX::SettlInstReqRejCode_NOMATCHINGSETTLEMENTINSTRUCTIONSFOUND = 2

Definition at line 1731 of file FixValues.h.

const int FIX::SettlInstReqRejCode_OTHER = 99

Definition at line 1736 of file FixValues.h.

const int FIX::SettlInstReqRejCode_UNABLE_TO_PROCESS_REQUEST = 0

Definition at line 1730 of file FixValues.h.

const int FIX::SettlInstReqRejCode_UNABLETOPROCESSREQUEST = 0

Definition at line 1733 of file FixValues.h.

const int FIX::SettlInstReqRejCode_UNKNOWN_ACCOUNT = 1

Definition at line 1734 of file FixValues.h.

const int FIX::SettlInstReqRejCode_UNKNOWNACCOUNT = 1

Definition at line 1732 of file FixValues.h.

const char FIX::SettlInstSource_BROKERINSTR = '1'

Definition at line 1188 of file FixValues.h.

const char FIX::SettlInstSource_BROKERS_INSTRUCTIONS = '1'

Definition at line 1184 of file FixValues.h.

const char FIX::SettlInstSource_INSTINSTR = '2'

Definition at line 1187 of file FixValues.h.

const char FIX::SettlInstSource_INSTITUTIONS_INSTRUCTIONS = '2'

Definition at line 1183 of file FixValues.h.

const char FIX::SettlInstSource_INVESTOR = '3'

Definition at line 1186 of file FixValues.h.

const char FIX::SettlInstSource_INVESTORCIV = '3'

Definition at line 1185 of file FixValues.h.

const char FIX::SettlInstTransType_CANCEL = 'C'

Definition at line 1197 of file FixValues.h.

const char FIX::SettlInstTransType_NEW = 'N'

Definition at line 1195 of file FixValues.h.

const char FIX::SettlInstTransType_REPLACE = 'R'

Definition at line 1194 of file FixValues.h.

const char FIX::SettlInstTransType_RESTATE = 'T'

Definition at line 1196 of file FixValues.h.

const char FIX::SettlLocation_CEDEL[] = "CED"

Definition at line 4361 of file FixValues.h.

const char FIX::SettlLocation_DEPOSITORY_TRUST_COMPANY[] = "DTC"

Definition at line 4367 of file FixValues.h.

const char FIX::SettlLocation_DEPOSITORYTRUSTCOMPANY[] = "DTC"

Definition at line 4368 of file FixValues.h.

const char FIX::SettlLocation_EURO_CLEAR[] = "EUR"

Definition at line 4364 of file FixValues.h.

const char FIX::SettlLocation_EUROCLEAR[] = "EUR"

Definition at line 4360 of file FixValues.h.

const char FIX::SettlLocation_FEDERAL_BOOK_ENTRY[] = "FED"

Definition at line 4371 of file FixValues.h.

const char FIX::SettlLocation_FEDERALBOOKENTRY[] = "FED"

Definition at line 4365 of file FixValues.h.

const char FIX::SettlLocation_LOCAL_MARKET_SETTLE_LOCATION[] = "ISO_Country_Code"

Definition at line 4369 of file FixValues.h.

const char FIX::SettlLocation_LOCALMARKETSETTLELOCATION[] = "ISO_Country_Code"

Definition at line 4370 of file FixValues.h.

const char FIX::SettlLocation_PARTICIPANT_TRUST_COMPANY[] = "PTC"

Definition at line 4362 of file FixValues.h.

const char FIX::SettlLocation_PARTICIPANTTRUSTCOMPANY[] = "PTC"

Definition at line 4366 of file FixValues.h.

const char FIX::SettlLocation_PHYSICAL[] = "PNY"

Definition at line 4363 of file FixValues.h.

const char FIX::SettlMethod_CASH_SETTLEMENT_REQUIRED = 'C'

Definition at line 3144 of file FixValues.h.

const char FIX::SettlMethod_PHYSICAL_SETTLEMENT_REQUIRED = 'P'

Definition at line 3145 of file FixValues.h.

const char FIX::SettlmntTyp_CASH = '1'

Definition at line 1689 of file FixValues.h.

const char FIX::SettlmntTyp_FUTURE = '6'

Definition at line 1680 of file FixValues.h.

const char FIX::SettlmntTyp_NEXT_DAY = '2'

Definition at line 1688 of file FixValues.h.

const char FIX::SettlmntTyp_REGULAR = '0'

Definition at line 1685 of file FixValues.h.

const char FIX::SettlmntTyp_SELLERS_OPTION = '8'

Definition at line 1681 of file FixValues.h.

const char FIX::SettlmntTyp_T_PLUS_1 = 'A'

Definition at line 1679 of file FixValues.h.

const char FIX::SettlmntTyp_T_PLUS_2 = '3'

Definition at line 1682 of file FixValues.h.

const char FIX::SettlmntTyp_T_PLUS_3 = '4'

Definition at line 1683 of file FixValues.h.

const char FIX::SettlmntTyp_T_PLUS_4 = '5'

Definition at line 1684 of file FixValues.h.

const char FIX::SettlmntTyp_T_PLUS_5 = '9'

Definition at line 1686 of file FixValues.h.

const char FIX::SettlmntTyp_WHEN_AND_IF_ISSUED = '7'

Definition at line 1678 of file FixValues.h.

const char FIX::SettlmntTyp_WHEN_ISSUED = '7'

Definition at line 1687 of file FixValues.h.

const int FIX::SettlObligMode_FINAL = 2

Definition at line 266 of file FixValues.h.

const int FIX::SettlObligMode_PRELIMINARY = 1

Definition at line 265 of file FixValues.h.

const char FIX::SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION = '2'

Definition at line 1515 of file FixValues.h.

const char FIX::SettlObligSource_INSTRUCTIONS_OF_BROKER = '1'

Definition at line 1513 of file FixValues.h.

const char FIX::SettlObligSource_INVESTOR = '3'

Definition at line 1514 of file FixValues.h.

const char FIX::SettlObligTransType_CANCEL = 'C'

Definition at line 3876 of file FixValues.h.

const char FIX::SettlObligTransType_NEW = 'N'

Definition at line 3874 of file FixValues.h.

const char FIX::SettlObligTransType_REPLACE = 'R'

Definition at line 3873 of file FixValues.h.

const char FIX::SettlObligTransType_RESTATE = 'T'

Definition at line 3875 of file FixValues.h.

const int FIX::SettlPriceType_FINAL = 1

Definition at line 808 of file FixValues.h.

const int FIX::SettlPriceType_THEORETICAL = 2

Definition at line 809 of file FixValues.h.

const char FIX::SettlSessID_ELECTRONIC_TRADING_HOURS[] = "ETH"

Definition at line 3166 of file FixValues.h.

const char FIX::SettlSessID_END_OF_DAY[] = "EOD"

Definition at line 3164 of file FixValues.h.

const char FIX::SettlSessID_INTRADAY[] = "ITD"

Definition at line 3167 of file FixValues.h.

const char FIX::SettlSessID_REGULAR_TRADING_HOURS[] = "RTH"

Definition at line 3165 of file FixValues.h.

const char FIX::SettlType_BROKEN_DATE[] = "B"

Definition at line 2198 of file FixValues.h.

const char FIX::SettlType_CASH[] = "1"

Definition at line 2209 of file FixValues.h.

const char FIX::SettlType_FUTURE[] = "6"

Definition at line 2195 of file FixValues.h.

const char FIX::SettlType_FX_SPOT_NEXT_SETTLEMENT[] = "C"

Definition at line 2204 of file FixValues.h.

const char FIX::SettlType_NEXT_DAY[] = "2"

Definition at line 2202 of file FixValues.h.

const char FIX::SettlType_NEXTDAY[] = "2"

Definition at line 2194 of file FixValues.h.

const char FIX::SettlType_REGULAR[] = "0"

Definition at line 2201 of file FixValues.h.

const char FIX::SettlType_SELLERS_OPTION[] = "8"

Definition at line 2197 of file FixValues.h.

const char FIX::SettlType_T1[] = "9"

Definition at line 2205 of file FixValues.h.

const char FIX::SettlType_T2[] = "3"

Definition at line 2207 of file FixValues.h.

const char FIX::SettlType_T3[] = "4"

Definition at line 2208 of file FixValues.h.

const char FIX::SettlType_T4[] = "5"

Definition at line 2191 of file FixValues.h.

const char FIX::SettlType_T5[] = "8"

Definition at line 2192 of file FixValues.h.

const char FIX::SettlType_T_PLUS_2[] = "3"

Definition at line 2196 of file FixValues.h.

const char FIX::SettlType_T_PLUS_3[] = "4"

Definition at line 2199 of file FixValues.h.

const char FIX::SettlType_T_PLUS_4[] = "5"

Definition at line 2200 of file FixValues.h.

const char FIX::SettlType_T_PLUS_5[] = "9"

Definition at line 2203 of file FixValues.h.

const char FIX::SettlType_WHEN_AND_IF_ISSUED[] = "7"

Definition at line 2193 of file FixValues.h.

const char FIX::SettlType_WHENISSUED[] = "7"

Definition at line 2206 of file FixValues.h.

const int FIX::ShortSaleReason_DEALER_SOLD_SHORT = 0

Definition at line 3123 of file FixValues.h.

const int FIX::ShortSaleReason_DEALER_SOLD_SHORT_EXEMPT = 1

Definition at line 3131 of file FixValues.h.

const int FIX::ShortSaleReason_DEALERSOLDSHORT = 0

Definition at line 3126 of file FixValues.h.

const int FIX::ShortSaleReason_DEALERSOLDSHORTEXEMPT = 1

Definition at line 3124 of file FixValues.h.

const int FIX::ShortSaleReason_QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT = 5

Definition at line 3125 of file FixValues.h.

const int FIX::ShortSaleReason_QSRORAGUCONTRASIDESOLDSHORT = 4

Definition at line 3132 of file FixValues.h.

const int FIX::ShortSaleReason_QSRORAGUCONTRASIDESOLDSHORTEXEMPT = 5

Definition at line 3134 of file FixValues.h.

const int FIX::ShortSaleReason_QUALIFIED_SERVICE_REPRESENTATIVE = 4

Definition at line 3133 of file FixValues.h.

const int FIX::ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT = 2

Definition at line 3127 of file FixValues.h.

const int FIX::ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT_EXEMPT = 3

Definition at line 3128 of file FixValues.h.

const int FIX::ShortSaleReason_SELLINGCUSTOMERSOLDSHORT = 2

Definition at line 3129 of file FixValues.h.

const int FIX::ShortSaleReason_SELLINGCUSTOMERSOLDSHORTEXEMPT = 3

Definition at line 3130 of file FixValues.h.

const char FIX::Side_AS_DEFINED = 'B'

Definition at line 1804 of file FixValues.h.

const char FIX::Side_ASDEFINED = 'B'

Definition at line 1782 of file FixValues.h.

const char FIX::Side_BORROW = 'G'

Definition at line 1778 of file FixValues.h.

const char FIX::Side_BORROWFINANCING = 'G'

Definition at line 1793 of file FixValues.h.

const char FIX::Side_BUY = '1'

Definition at line 1794 of file FixValues.h.

const char FIX::Side_BUY_MINUS = '3'

Definition at line 1780 of file FixValues.h.

const char FIX::Side_BUYMIN = '3'

Definition at line 1781 of file FixValues.h.

const char FIX::Side_CROSS = '8'

Definition at line 1789 of file FixValues.h.

const char FIX::Side_CROSS_SHORT = '9'

Definition at line 1800 of file FixValues.h.

const char FIX::Side_CROSS_SHORT_EXEMPT = 'A'

Definition at line 1784 of file FixValues.h.

const char FIX::Side_CROSS_SHORT_EXXMPT = 'A'

Definition at line 1795 of file FixValues.h.

const char FIX::Side_CROSSSHORT = '9'

Definition at line 1792 of file FixValues.h.

const char FIX::Side_CROSSSHORTEX = 'A'

Definition at line 1788 of file FixValues.h.

const char FIX::Side_LEND = 'F'

Definition at line 1797 of file FixValues.h.

const char FIX::Side_LENDFINANCING = 'F'

Definition at line 1803 of file FixValues.h.

const char FIX::Side_OPPOSITE = 'C'

Definition at line 1799 of file FixValues.h.

const char FIX::Side_REDEEM = 'E'

Definition at line 1802 of file FixValues.h.

const char FIX::Side_SELL = '2'

Definition at line 1796 of file FixValues.h.

const char FIX::Side_SELL_PLUS = '4'

Definition at line 1801 of file FixValues.h.

const char FIX::Side_SELL_SHORT = '5'

Definition at line 1798 of file FixValues.h.

const char FIX::Side_SELL_SHORT_EXEMPT = '6'

Definition at line 1790 of file FixValues.h.

const char FIX::Side_SELLPLUS = '4'

Definition at line 1779 of file FixValues.h.

const char FIX::Side_SELLSHT = '5'

Definition at line 1786 of file FixValues.h.

const char FIX::Side_SELLSHTEX = '6'

Definition at line 1787 of file FixValues.h.

const char FIX::Side_SUBSCRIBE = 'D'

Definition at line 1783 of file FixValues.h.

const char FIX::Side_UNDISC = '7'

Definition at line 1791 of file FixValues.h.

const char FIX::Side_UNDISCLOSED = '7'

Definition at line 1785 of file FixValues.h.

const int FIX::SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = 2

Definition at line 1463 of file FixValues.h.

const int FIX::SideMultiLegReportingType_INDIVIDUALLEGOFAMULTILEGSECURITY = 2

Definition at line 1460 of file FixValues.h.

const int FIX::SideMultiLegReportingType_MULTILEG_SECURITY = 3

Definition at line 1462 of file FixValues.h.

const int FIX::SideMultiLegReportingType_MULTILEGSECURITY = 3

Definition at line 1464 of file FixValues.h.

const int FIX::SideMultiLegReportingType_SINGLE_SECURITY = 1

Definition at line 1461 of file FixValues.h.

const int FIX::SideMultiLegReportingType_SINGLESECURITY = 1

Definition at line 1465 of file FixValues.h.

const int FIX::SideTrdSubTyp_ADVISORY_FOR_CONTRA_SIDE = 4

Definition at line 1729 of file FixValues.h.

const int FIX::SideTrdSubTyp_CMTA = 0

Definition at line 1725 of file FixValues.h.

const int FIX::SideTrdSubTyp_DIFFERENTIAL_SPREAD = 7

Definition at line 1722 of file FixValues.h.

const int FIX::SideTrdSubTyp_EXTERNAL_TRANSFER = 2

Definition at line 1719 of file FixValues.h.

const int FIX::SideTrdSubTyp_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT = 8

Definition at line 1726 of file FixValues.h.

const int FIX::SideTrdSubTyp_INTERNAL_TRANSFER = 1

Definition at line 1727 of file FixValues.h.

const int FIX::SideTrdSubTyp_OFFSET_DUE_TO_AN_ALLOCATION = 5

Definition at line 1728 of file FixValues.h.

const int FIX::SideTrdSubTyp_ONSET_DUE_TO_AN_ALLOCATION = 6

Definition at line 1723 of file FixValues.h.

const int FIX::SideTrdSubTyp_REJECT_FOR_SUBMITTING_TRADE = 3

Definition at line 1724 of file FixValues.h.

const int FIX::SideTrdSubTyp_TRANSACTION_FROM_ASSIGNMENT = 10

Definition at line 1720 of file FixValues.h.

const int FIX::SideTrdSubTyp_TRANSACTION_FROM_EXERCISE = 9

Definition at line 1721 of file FixValues.h.

const int FIX::SideValueInd_SIDE_VALUE_1 = 1

Definition at line 3747 of file FixValues.h.

const int FIX::SideValueInd_SIDE_VALUE_2 = 2

Definition at line 3748 of file FixValues.h.

const int FIX::SideValueInd_SIDEVALUE1 = 1

Definition at line 3745 of file FixValues.h.

const int FIX::SideValueInd_SIDEVALUE2 = 2

Definition at line 3746 of file FixValues.h.

const int FIX::SideValueInd_SIDEVALUE_2 = 2

Definition at line 3744 of file FixValues.h.

const char FIX::SOCKET_ACCEPT_PORT[] = "SocketAcceptPort"

Definition at line 62 of file SessionSettings.h.

Referenced by FIX::ThreadedSocketAcceptor::onConfigure(), FIX::SocketAcceptor::onConfigure(), FIX::ThreadedSocketAcceptor::onInitialize(), and FIX::SocketAcceptor::onInitialize().

const char FIX::SOCKET_CONNECT_HOST[] = "SocketConnectHost"

Definition at line 64 of file SessionSettings.h.

Referenced by FIX::ThreadedSocketInitiator::getHost(), and FIX::SocketInitiator::getHost().

const char FIX::SOCKET_CONNECT_PORT[] = "SocketConnectPort"

Definition at line 65 of file SessionSettings.h.

Referenced by FIX::ThreadedSocketInitiator::getHost(), and FIX::SocketInitiator::getHost().

const char FIX::SOCKET_NODELAY[] = "SocketNodelay"

Definition at line 66 of file SessionSettings.h.

Referenced by FIX::ThreadedSocketInitiator::onConfigure(), FIX::ThreadedSocketAcceptor::onConfigure(), FIX::SocketInitiator::onConfigure(), FIX::SocketAcceptor::onConfigure(), FIX::ThreadedSocketAcceptor::onInitialize(), and FIX::SocketAcceptor::onInitialize().

const char FIX::SOCKET_RECEIVE_BUFFER_SIZE[] = "ReceiveBufferSize"

Definition at line 68 of file SessionSettings.h.

Referenced by FIX::ThreadedSocketInitiator::onConfigure(), FIX::SocketInitiator::onConfigure(), FIX::ThreadedSocketAcceptor::onInitialize(), and FIX::SocketAcceptor::onInitialize().

const char FIX::SOCKET_REUSE_ADDRESS[] = "SocketReuseAddress"

Definition at line 63 of file SessionSettings.h.

Referenced by FIX::ThreadedSocketAcceptor::onConfigure(), FIX::SocketAcceptor::onConfigure(), FIX::ThreadedSocketAcceptor::onInitialize(), and FIX::SocketAcceptor::onInitialize().

const char FIX::SOCKET_SEND_BUFFER_SIZE[] = "SendBufferSize"

Definition at line 67 of file SessionSettings.h.

Referenced by FIX::ThreadedSocketInitiator::onConfigure(), FIX::SocketInitiator::onConfigure(), FIX::ThreadedSocketAcceptor::onInitialize(), and FIX::SocketAcceptor::onInitialize().

const char FIX::SolicitedFlag_NO = 'N'

Definition at line 3116 of file FixValues.h.

const char FIX::SolicitedFlag_YES = 'Y'

Definition at line 3117 of file FixValues.h.

const int FIX::StandInstDbType_A_GLOBAL_CUSTODIAN = 3

Definition at line 1701 of file FixValues.h.

const int FIX::StandInstDbType_ACCOUNTNET = 4

Definition at line 1700 of file FixValues.h.

const int FIX::StandInstDbType_ALERT = 2

Definition at line 1699 of file FixValues.h.

const int FIX::StandInstDbType_CUSTODIAN = 3

Definition at line 1698 of file FixValues.h.

const int FIX::StandInstDbType_DTC_SID = 1

Definition at line 1697 of file FixValues.h.

const int FIX::StandInstDbType_OTHER = 0

Definition at line 1703 of file FixValues.h.

const int FIX::StandInstDbType_SID = 1

Definition at line 1696 of file FixValues.h.

const int FIX::StandInstDbType_THOMSON_ALERT = 2

Definition at line 1702 of file FixValues.h.

const char FIX::START_DAY[] = "StartDay"

Definition at line 52 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::START_TIME[] = "StartTime"

Definition at line 50 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const int FIX::StatsType_AVERAGE_PRICE = 3

Definition at line 1176 of file FixValues.h.

const int FIX::StatsType_EXCHANGE_LAST = 1

Definition at line 1178 of file FixValues.h.

const int FIX::StatsType_HIGH = 2

Definition at line 1177 of file FixValues.h.

const int FIX::StatsType_TURNOVER = 4

Definition at line 1179 of file FixValues.h.

const int FIX::StatusValue_CONNECTED = 1

Definition at line 3279 of file FixValues.h.

const int FIX::StatusValue_IN_PROCESS = 4

Definition at line 3275 of file FixValues.h.

const int FIX::StatusValue_INPROCESS = 4

Definition at line 3281 of file FixValues.h.

const int FIX::StatusValue_NOT_CONNECTED_2 = 2

Definition at line 3277 of file FixValues.h.

const int FIX::StatusValue_NOT_CONNECTED_3 = 3

Definition at line 3280 of file FixValues.h.

const int FIX::StatusValue_NOTCONNECTEDDOWNEXPECTEDDOWN = 3

Definition at line 3278 of file FixValues.h.

const int FIX::StatusValue_NOTCONNECTEDDOWNEXPECTEDUP = 2

Definition at line 3276 of file FixValues.h.

const char FIX::StipulationType_ABSOLUTE_PREPAYMENT_SPEED[] = "ABS"

Definition at line 2500 of file FixValues.h.

const char FIX::StipulationType_ABSOLUTEPREPAYMENTSPEED[] = "ABS"

Definition at line 2435 of file FixValues.h.

const char FIX::StipulationType_ALTERNATIVE_MINIMUM_TAX[] = "AMT"

Definition at line 2443 of file FixValues.h.

const char FIX::StipulationType_AMT[] = "AMT"

Definition at line 2448 of file FixValues.h.

const char FIX::StipulationType_AUTO_REINVESTMENT_AT_RATE_OR_BETTER[] = "AUTOREINV"

Definition at line 2459 of file FixValues.h.

const char FIX::StipulationType_AUTOREINVESTMENTATRATEORBETTER[] = "AUTOREINV"

Definition at line 2451 of file FixValues.h.

const char FIX::StipulationType_AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET[] = "AVAILQTY"

Definition at line 2396 of file FixValues.h.

const char FIX::StipulationType_AVERAGE_FICO_SCORE[] = "AVFICO"

Definition at line 2513 of file FixValues.h.

const char FIX::StipulationType_AVERAGE_LOAN_SIZE[] = "AVSIZE"

Definition at line 2475 of file FixValues.h.

const char FIX::StipulationType_BANK_QUALIFIED[] = "BANKQUAL"

Definition at line 2515 of file FixValues.h.

const char FIX::StipulationType_BANKQUALIFIED[] = "BANKQUAL"

Definition at line 2436 of file FixValues.h.

const char FIX::StipulationType_BARGAIN_CONDITIONS[] = "BGNCON"

Definition at line 2452 of file FixValues.h.

const char FIX::StipulationType_BARGAINCONDITIONS[] = "BGNCON"

Definition at line 2438 of file FixValues.h.

const char FIX::StipulationType_BENCHMARK_PRICE_SOURCE[] = "PXSOURCE"

Definition at line 2428 of file FixValues.h.

const char FIX::StipulationType_BENCHMARKPRICESOURCE[] = "PXSOURCE"

Definition at line 2434 of file FixValues.h.

const char FIX::StipulationType_BROKER_SALES_CREDIT_OVERRIDE[] = "SALESCREDITOVR"

Definition at line 2479 of file FixValues.h.

const char FIX::StipulationType_BROKERS_SALES_CREDIT[] = "BROKERCREDIT"

Definition at line 2393 of file FixValues.h.

const char FIX::StipulationType_CALL_PROTECTION[] = "PROTECT"

Definition at line 2375 of file FixValues.h.

const char FIX::StipulationType_CALLPROTECTION[] = "PROTECT"

Definition at line 2383 of file FixValues.h.

const char FIX::StipulationType_CONSTANT_PREPAYMENT_PENALTY[] = "CPP"

Definition at line 2492 of file FixValues.h.

const char FIX::StipulationType_CONSTANT_PREPAYMENT_RATE[] = "CPR"

Definition at line 2389 of file FixValues.h.

const char FIX::StipulationType_CONSTANT_PREPAYMENT_YIELD[] = "CPY"

Definition at line 2441 of file FixValues.h.

const char FIX::StipulationType_CONSTANTPREPAYMENTPENALTY[] = "CPP"

Definition at line 2449 of file FixValues.h.

const char FIX::StipulationType_CONSTANTPREPAYMENTRATE[] = "CPR"

Definition at line 2386 of file FixValues.h.

const char FIX::StipulationType_CONSTANTPREPAYMENTYIELD[] = "CPY"

Definition at line 2373 of file FixValues.h.

const char FIX::StipulationType_COUPON_RANGE[] = "COUPON"

Definition at line 2379 of file FixValues.h.

const char FIX::StipulationType_COUPONRANGE[] = "COUPON"

Definition at line 2511 of file FixValues.h.

const char FIX::StipulationType_CUSTOM_START_END_DATE[] = "CUSTOMDATE"

Definition at line 2374 of file FixValues.h.

const char FIX::StipulationType_CUSTOMSTARTENDDATE[] = "CUSTOMDATE"

Definition at line 2444 of file FixValues.h.

const char FIX::StipulationType_DISCOUNT_RATE[] = "DISCOUNT"

Definition at line 2400 of file FixValues.h.

const char FIX::StipulationType_EXPLICIT_LOT_IDENTIFIER[] = "LOT"

Definition at line 2499 of file FixValues.h.

const char FIX::StipulationType_EXPLICITLOTIDENTIFIER[] = "LOT"

Definition at line 2424 of file FixValues.h.

const char FIX::StipulationType_FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE[] = "HEP"

Definition at line 2392 of file FixValues.h.

const char FIX::StipulationType_FINALCPROFHOMEEQUITYPREPAYMENTCURVE[] = "HEP"

Definition at line 2377 of file FixValues.h.

const char FIX::StipulationType_FREEFORM_TEXT[] = "TEXT"

Definition at line 2410 of file FixValues.h.

const char FIX::StipulationType_FREEFORMTEXT[] = "TEXT"

Definition at line 2405 of file FixValues.h.

const char FIX::StipulationType_GEOGRAPHICS[] = "GEOG"

Definition at line 2418 of file FixValues.h.

const char FIX::StipulationType_GEOGRAPHICS_AND_RANGE[] = "GEOG"

Definition at line 2407 of file FixValues.h.

const char FIX::StipulationType_GEOGRAPHICSANDRANGE[] = "GEOG"

Definition at line 2453 of file FixValues.h.

const char FIX::StipulationType_INSURED[] = "INSURED"

Definition at line 2514 of file FixValues.h.

const char FIX::StipulationType_INTEREST_OF_ROLLING_OR_CLOSING_TRADE[] = "REFINT"

Definition at line 2408 of file FixValues.h.

const char FIX::StipulationType_ISO_CURRENCY_CODE[] = "CURRENCY"

Definition at line 2477 of file FixValues.h.

const char FIX::StipulationType_ISOCURRENCYCODE[] = "CURRENCY"

Definition at line 2398 of file FixValues.h.

const char FIX::StipulationType_ISSUE_SIZE_RANGE[] = "ISSUESIZE"

Definition at line 2387 of file FixValues.h.

const char FIX::StipulationType_ISSUERS_TICKER[] = "ISSUER"

Definition at line 2397 of file FixValues.h.

const char FIX::StipulationType_ISSUERSTICKER[] = "ISSUER"

Definition at line 2467 of file FixValues.h.

const char FIX::StipulationType_ISSUESIZERANGE[] = "ISSUESIZE"

Definition at line 2483 of file FixValues.h.

const char FIX::StipulationType_LOOKBACK_DAYS[] = "LOOKBACK"

Definition at line 2469 of file FixValues.h.

const char FIX::StipulationType_LOOKBACKDAYS[] = "LOOKBACK"

Definition at line 2382 of file FixValues.h.

const char FIX::StipulationType_LOT_VARIANCE[] = "LOTVAR"

Definition at line 2403 of file FixValues.h.

const char FIX::StipulationType_LOTVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED[] = "LOTVAR"

Definition at line 2454 of file FixValues.h.

const char FIX::StipulationType_MARKET_SECTOR[] = "SECTOR"

Definition at line 2462 of file FixValues.h.

const char FIX::StipulationType_MARKETSECTOR[] = "SECTOR"

Definition at line 2512 of file FixValues.h.

const char FIX::StipulationType_MATURITY_RANGE[] = "MATURITY"

Definition at line 2463 of file FixValues.h.

const char FIX::StipulationType_MATURITY_YEAR[] = "MAT"

Definition at line 2473 of file FixValues.h.

const char FIX::StipulationType_MATURITY_YEAR_AND_MONTH[] = "MAT"

Definition at line 2421 of file FixValues.h.

const char FIX::StipulationType_MATURITYRANGE[] = "MATURITY"

Definition at line 2378 of file FixValues.h.

const char FIX::StipulationType_MATURITYYEARANDMONTH[] = "MAT"

Definition at line 2376 of file FixValues.h.

const char FIX::StipulationType_MAXIMUM_LOAN_BALANCE[] = "MAXBAL"

Definition at line 2372 of file FixValues.h.

const char FIX::StipulationType_MAXIMUM_ORDER_SIZE[] = "MAXORDQTY"

Definition at line 2450 of file FixValues.h.

const char FIX::StipulationType_MAXIMUM_SUBSTITUTIONS[] = "MAXSUBS"

Definition at line 2425 of file FixValues.h.

const char FIX::StipulationType_MAXIMUMDENOMINATION[] = "MAXDNOM"

Definition at line 2501 of file FixValues.h.

const char FIX::StipulationType_MAXIMUMSUBSTITUTIONSREPO[] = "MAXSUBS"

Definition at line 2384 of file FixValues.h.

const char FIX::StipulationType_MINIMUM_DENOMINATION[] = "MINDNOM"

Definition at line 2442 of file FixValues.h.

const char FIX::StipulationType_MINIMUM_INCREMENT[] = "MININCR"

Definition at line 2415 of file FixValues.h.

const char FIX::StipulationType_MINIMUM_QUANTITY[] = "MINQTY"

Definition at line 2488 of file FixValues.h.

const char FIX::StipulationType_MINIMUMDENOMINATION[] = "MINDNOM"

Definition at line 2429 of file FixValues.h.

const char FIX::StipulationType_MINIMUMINCREMENT[] = "MININCR"

Definition at line 2472 of file FixValues.h.

const char FIX::StipulationType_MINIMUMQUANTITY[] = "MINQTY"

Definition at line 2419 of file FixValues.h.

const char FIX::StipulationType_MONTHLY_PREPAYMENT_RATE[] = "MPR"

Definition at line 2510 of file FixValues.h.

const char FIX::StipulationType_MONTHLYPREPAYMENTRATE[] = "MPR"

Definition at line 2439 of file FixValues.h.

const char FIX::StipulationType_NUMBER_OF_PIECES[] = "PIECES"

Definition at line 2414 of file FixValues.h.

const char FIX::StipulationType_NUMBEROFPIECES[] = "PIECES"

Definition at line 2447 of file FixValues.h.

const char FIX::StipulationType_OF_BMA_PREPAYMENT_CURVE[] = "PSA"

Definition at line 2498 of file FixValues.h.

const char FIX::StipulationType_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE[] = "MHP"

Definition at line 2470 of file FixValues.h.

const char FIX::StipulationType_OF_PROSPECTUS_PREPAYMENT_CURVE[] = "PPC"

Definition at line 2482 of file FixValues.h.

const char FIX::StipulationType_OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS[] = "INTERNALPX"

Definition at line 2413 of file FixValues.h.

const char FIX::StipulationType_OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS[] = "INTERNALQTY"

Definition at line 2412 of file FixValues.h.

const char FIX::StipulationType_ORDER_QUANTITY_INCREMENT[] = "ORDRINCR"

Definition at line 2394 of file FixValues.h.

const char FIX::StipulationType_PAYMENT_FREQUENCY_CALENDAR[] = "PAYFREQ"

Definition at line 2486 of file FixValues.h.

const char FIX::StipulationType_PAYMENTFREQUENCYCALENDAR[] = "PAYFREQ"

Definition at line 2431 of file FixValues.h.

const char FIX::StipulationType_PERCENT_OF_BMA_PREPAYMENT_CURVE[] = "PSA"

Definition at line 2446 of file FixValues.h.

const char FIX::StipulationType_PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE[] = "MHP"

Definition at line 2390 of file FixValues.h.

const char FIX::StipulationType_PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE[] = "PPC"

Definition at line 2457 of file FixValues.h.

const char FIX::StipulationType_PERCENTOFBMAPREPAYMENTCURVE[] = "PSA"

Definition at line 2380 of file FixValues.h.

const char FIX::StipulationType_PERCENTOFMANUFACTUREDHOUSINGPREPAYMENTCURVE[] = "MHP"

Definition at line 2404 of file FixValues.h.

const char FIX::StipulationType_PERCENTOFPROSPECTUSPREPAYMENTCURVE[] = "PPC"

Definition at line 2502 of file FixValues.h.

const char FIX::StipulationType_POOL_IDENTIFIER[] = "POOL"

Definition at line 2420 of file FixValues.h.

const char FIX::StipulationType_POOLS_MAXIMUM[] = "PMAX"

Definition at line 2432 of file FixValues.h.

const char FIX::StipulationType_POOLS_PER_LOT[] = "PPL"

Definition at line 2371 of file FixValues.h.

const char FIX::StipulationType_POOLS_PER_MILLION[] = "PPM"

Definition at line 2471 of file FixValues.h.

const char FIX::StipulationType_POOLS_PER_TRADE[] = "PPT"

Definition at line 2490 of file FixValues.h.

const char FIX::StipulationType_POOLSMAXIMUM[] = "PMAX"

Definition at line 2506 of file FixValues.h.

const char FIX::StipulationType_POOLSMINIMUM[] = "PMIN"

Definition at line 2391 of file FixValues.h.

const char FIX::StipulationType_POOLSPERLOT[] = "PPL"

Definition at line 2440 of file FixValues.h.

const char FIX::StipulationType_POOLSPERMILLION[] = "PPM"

Definition at line 2465 of file FixValues.h.

const char FIX::StipulationType_POOLSPERTRADE[] = "PPT"

Definition at line 2509 of file FixValues.h.

const char FIX::StipulationType_PRICE_RANGE[] = "PRICE"

Definition at line 2494 of file FixValues.h.

const char FIX::StipulationType_PRICERANGE[] = "PRICE"

Definition at line 2468 of file FixValues.h.

const char FIX::StipulationType_PRICING_FREQUENCY[] = "PRICEFREQ"

Definition at line 2508 of file FixValues.h.

const char FIX::StipulationType_PRICINGFREQUENCY[] = "PRICEFREQ"

Definition at line 2422 of file FixValues.h.

const char FIX::StipulationType_PRIMARY_OR_SECONDARY_MARKET_INDICATOR[] = "PRIMARY"

Definition at line 2426 of file FixValues.h.

const char FIX::StipulationType_PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE[] = "REFPRIN"

Definition at line 2456 of file FixValues.h.

const char FIX::StipulationType_PRODUCTION_YEAR[] = "PROD"

Definition at line 2496 of file FixValues.h.

const char FIX::StipulationType_PRODUCTIONYEAR[] = "PROD"

Definition at line 2416 of file FixValues.h.

const char FIX::StipulationType_PURPOSE[] = "PURPOSE"

Definition at line 2476 of file FixValues.h.

const char FIX::StipulationType_RATING_SOURCE_AND_RANGE[] = "RATING"

Definition at line 2411 of file FixValues.h.

const char FIX::StipulationType_RATINGSOURCEANDRANGE[] = "RATING"

Definition at line 2474 of file FixValues.h.

const char FIX::StipulationType_REFERENCE_TO_ROLLING_OR_CLOSING_TRADE[] = "REFTRADE"

Definition at line 2395 of file FixValues.h.

const char FIX::StipulationType_RESTRICTED[] = "RESTRICTED"

Definition at line 2478 of file FixValues.h.

const char FIX::StipulationType_SECURITY_TYPE_INCLUDED_OR_EXCLUDED[] = "SECTYPE"

Definition at line 2464 of file FixValues.h.

const char FIX::StipulationType_SECURITYTYPEINCLUDEDOREXCLUDED[] = "SECTYPE"

Definition at line 2423 of file FixValues.h.

const char FIX::StipulationType_SINGLE_MONTHLY_MORTALITY[] = "SMM"

Definition at line 2402 of file FixValues.h.

const char FIX::StipulationType_SINGLEMONTHLYMORTALITY[] = "SMM"

Definition at line 2497 of file FixValues.h.

const char FIX::StipulationType_STRUCTURE[] = "STRUCT"

Definition at line 2460 of file FixValues.h.

const char FIX::StipulationType_SUBSTITUTIONS_FREQUENCY[] = "SUBSFREQ"

Definition at line 2433 of file FixValues.h.

const char FIX::StipulationType_SUBSTITUTIONS_LEFT[] = "SUBSLEFT"

Definition at line 2489 of file FixValues.h.

const char FIX::StipulationType_SUBSTITUTIONSFREQUENCYREPO[] = "SUBSFREQ"

Definition at line 2495 of file FixValues.h.

const char FIX::StipulationType_SUBSTITUTIONSLEFTREPO[] = "SUBSLEFT"

Definition at line 2381 of file FixValues.h.

const char FIX::StipulationType_THE_MINIMUM_RESIDUAL_OFFER_QUANTITY[] = "LEAVEQTY"

Definition at line 2399 of file FixValues.h.

const char FIX::StipulationType_TRADE_VARIANCE[] = "TRDVAR"

Definition at line 2466 of file FixValues.h.

const char FIX::StipulationType_TRADERS_CREDIT[] = "TRADERCREDIT"

Definition at line 2487 of file FixValues.h.

const char FIX::StipulationType_TRADEVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED[] = "TRDVAR"

Definition at line 2409 of file FixValues.h.

const char FIX::StipulationType_TYPE_OF_REDEMPTION[] = "REDEMPTION"

Definition at line 2491 of file FixValues.h.

const char FIX::StipulationType_TYPE_OF_ROLL_TRADE[] = "ROLLTYPE"

Definition at line 2455 of file FixValues.h.

const char FIX::StipulationType_TYPEOFREDEMPTIONVALUESARE[] = "REDEMPTION"

Definition at line 2445 of file FixValues.h.

const char FIX::StipulationType_VALUATION_DISCOUNT[] = "HAIRCUT"

Definition at line 2503 of file FixValues.h.

const char FIX::StipulationType_VALUATIONDISCOUNT[] = "HAIRCUT"

Definition at line 2401 of file FixValues.h.

const char FIX::StipulationType_WEIGHTED_AVERAGE_COUPON[] = "WAC"

Definition at line 2458 of file FixValues.h.

const char FIX::StipulationType_WEIGHTED_AVERAGE_LIFE[] = "WAL"

Definition at line 2505 of file FixValues.h.

const char FIX::StipulationType_WEIGHTED_AVERAGE_LIFE_COUPON[] = "WAL"

Definition at line 2480 of file FixValues.h.

const char FIX::StipulationType_WEIGHTED_AVERAGE_LOAN_AGE[] = "WALA"

Definition at line 2493 of file FixValues.h.

const char FIX::StipulationType_WEIGHTED_AVERAGE_MATURITY[] = "WAM"

Definition at line 2417 of file FixValues.h.

const char FIX::StipulationType_WEIGHTEDAVERAGECOUPON[] = "WAC"

Definition at line 2481 of file FixValues.h.

const char FIX::StipulationType_WEIGHTEDAVERAGELIFECOUPON[] = "WAL"

Definition at line 2485 of file FixValues.h.

const char FIX::StipulationType_WEIGHTEDAVERAGELOANAGE[] = "WALA"

Definition at line 2427 of file FixValues.h.

const char FIX::StipulationType_WEIGHTEDAVERAGEMATURITY[] = "WAM"

Definition at line 2388 of file FixValues.h.

const char FIX::StipulationType_WHOLE_POOL[] = "WHOLE"

Definition at line 2406 of file FixValues.h.

const char FIX::StipulationType_WHOLEPOOL[] = "WHOLE"

Definition at line 2461 of file FixValues.h.

const char FIX::StipulationType_YEAR_OF_ISSUE[] = "ISSUE"

Definition at line 2484 of file FixValues.h.

const char FIX::StipulationType_YEAR_OR_YEAR_MONTH_OF_ISSUE[] = "ISSUE"

Definition at line 2430 of file FixValues.h.

const char FIX::StipulationType_YEARORYEARMONTHOFISSUE[] = "ISSUE"

Definition at line 2385 of file FixValues.h.

const char FIX::StipulationType_YIELD_RANGE[] = "YIELD"

Definition at line 2507 of file FixValues.h.

const char FIX::StipulationType_YIELD_TO_MATURITY[] = "YTM"

Definition at line 2504 of file FixValues.h.

const char FIX::StipulationType_YIELDRANGE[] = "YIELD"

Definition at line 2437 of file FixValues.h.

const int FIX::StrategyParameterType_AMT = 10

Definition at line 423 of file FixValues.h.

const int FIX::StrategyParameterType_BOOLEAN = 13

Definition at line 402 of file FixValues.h.

const int FIX::StrategyParameterType_CHAR = 12

Definition at line 404 of file FixValues.h.

const int FIX::StrategyParameterType_COUNTRY = 25

Definition at line 407 of file FixValues.h.

const int FIX::StrategyParameterType_CURRENCY = 16

Definition at line 421 of file FixValues.h.

const int FIX::StrategyParameterType_DATA = 23

Definition at line 420 of file FixValues.h.

const int FIX::StrategyParameterType_EXCHANGE = 17

Definition at line 412 of file FixValues.h.

const int FIX::StrategyParameterType_FLOAT = 6

Definition at line 424 of file FixValues.h.

const int FIX::StrategyParameterType_INT = 1

Definition at line 410 of file FixValues.h.

const int FIX::StrategyParameterType_LANGUAGE = 26

Definition at line 413 of file FixValues.h.

const int FIX::StrategyParameterType_LENGTH = 2

Definition at line 416 of file FixValues.h.

const int FIX::StrategyParameterType_LOCALMKTDATE = 21

Definition at line 411 of file FixValues.h.

const int FIX::StrategyParameterType_LOCALMKTTIME = 21

Definition at line 409 of file FixValues.h.

const int FIX::StrategyParameterType_MONTH_YEAR = 18

Definition at line 414 of file FixValues.h.

const int FIX::StrategyParameterType_MONTHYEAR = 18

Definition at line 398 of file FixValues.h.

const int FIX::StrategyParameterType_MULTIPLECHARVALUE = 15

Definition at line 403 of file FixValues.h.

const int FIX::StrategyParameterType_MULTIPLESTRINGVALUE = 24

Definition at line 418 of file FixValues.h.

const int FIX::StrategyParameterType_NUMINGROUP = 3

Definition at line 405 of file FixValues.h.

const int FIX::StrategyParameterType_PERCENTAGE = 11

Definition at line 415 of file FixValues.h.

const int FIX::StrategyParameterType_PRICE = 8

Definition at line 400 of file FixValues.h.

const int FIX::StrategyParameterType_PRICEOFFSET = 9

Definition at line 429 of file FixValues.h.

const int FIX::StrategyParameterType_QTY = 7

Definition at line 401 of file FixValues.h.

const int FIX::StrategyParameterType_SEQNUM = 4

Definition at line 427 of file FixValues.h.

const int FIX::StrategyParameterType_STRING = 14

Definition at line 422 of file FixValues.h.

const int FIX::StrategyParameterType_TAGNUM = 5

Definition at line 406 of file FixValues.h.

const int FIX::StrategyParameterType_TENOR = 29

Definition at line 408 of file FixValues.h.

const int FIX::StrategyParameterType_TZTIMEONLY = 27

Definition at line 399 of file FixValues.h.

const int FIX::StrategyParameterType_TZTIMESTAMP = 28

Definition at line 417 of file FixValues.h.

const int FIX::StrategyParameterType_UTCDATE = 22

Definition at line 425 of file FixValues.h.

const int FIX::StrategyParameterType_UTCDATEONLY = 22

Definition at line 428 of file FixValues.h.

const int FIX::StrategyParameterType_UTCTIMEONLY = 20

Definition at line 426 of file FixValues.h.

const int FIX::StrategyParameterType_UTCTIMESTAMP = 19

Definition at line 419 of file FixValues.h.

const int FIX::StreamAsgnAckType_ASSIGNMENT_ACCEPTED = 0

Definition at line 3329 of file FixValues.h.

const int FIX::StreamAsgnAckType_ASSIGNMENT_REJECTED = 1

Definition at line 3328 of file FixValues.h.

const int FIX::StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE = 1

Definition at line 593 of file FixValues.h.

const int FIX::StreamAsgnRejReason_NO_AVAILABLE_STREAM = 3

Definition at line 592 of file FixValues.h.

const int FIX::StreamAsgnRejReason_OTHER = 99

Definition at line 596 of file FixValues.h.

const int FIX::StreamAsgnRejReason_UNKNOWN_CLIENT = 0

Definition at line 594 of file FixValues.h.

const int FIX::StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR = 2

Definition at line 595 of file FixValues.h.

const int FIX::StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER = 2

Definition at line 776 of file FixValues.h.

const int FIX::StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER = 1

Definition at line 775 of file FixValues.h.

const int FIX::StreamAsgnType_ASSIGNMENT = 1

Definition at line 3159 of file FixValues.h.

const int FIX::StreamAsgnType_REJECTED = 2

Definition at line 3161 of file FixValues.h.

const int FIX::StreamAsgnType_TERMINATE_UNASSIGN = 3

Definition at line 3160 of file FixValues.h.

const int FIX::StrikePriceBoundaryMethod_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY = 3

Definition at line 2048 of file FixValues.h.

const int FIX::StrikePriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY = 4

Definition at line 2044 of file FixValues.h.

const int FIX::StrikePriceBoundaryMethod_GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY = 5

Definition at line 2045 of file FixValues.h.

const int FIX::StrikePriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY = 2

Definition at line 2046 of file FixValues.h.

const int FIX::StrikePriceBoundaryMethod_LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY = 1

Definition at line 2047 of file FixValues.h.

const int FIX::StrikePriceDeterminationMethod_FIXED_STRIKE = 1

Definition at line 1638 of file FixValues.h.

const int FIX::StrikePriceDeterminationMethod_STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE = 2

Definition at line 1637 of file FixValues.h.

const int FIX::StrikePriceDeterminationMethod_STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION = 3

Definition at line 1636 of file FixValues.h.

const int FIX::StrikePriceDeterminationMethod_STRIKE_SET_TO_OPTIMAL_VALUE = 4

Definition at line 1639 of file FixValues.h.

const char FIX::SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST = '2'

Definition at line 1609 of file FixValues.h.

const char FIX::SubscriptionRequestType_SNAPSHOT = '0'

Definition at line 1612 of file FixValues.h.

const char FIX::SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES = '1'

Definition at line 1610 of file FixValues.h.

const char FIX::SubscriptionRequestType_SNAPSHOTUPDATE = '1'

Definition at line 1611 of file FixValues.h.

const char FIX::SubscriptionRequestType_UNSUBSCRIBE = '2'

Definition at line 1613 of file FixValues.h.

const char FIX::SymbolSfx_EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE[] = "CD"

Definition at line 777 of file FixValues.h.

const char FIX::SymbolSfx_EUCPLUMPSUMINTEREST[] = "CD"

Definition at line 778 of file FixValues.h.

const char FIX::SymbolSfx_WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN[] = "WI"

Definition at line 780 of file FixValues.h.

const char FIX::SymbolSfx_WHENISSUED[] = "WI"

Definition at line 779 of file FixValues.h.

const char FIX::TARGETCOMPID[] = "TargetCompID"

Definition at line 39 of file SessionSettings.h.

Referenced by FIX::SessionSettings::set().

const int FIX::TargetStrategy_MININIZE_MARKET_IMPACT = 3

Definition at line 1643 of file FixValues.h.

const int FIX::TargetStrategy_MININIZEMARKETIMPACT = 3

Definition at line 1640 of file FixValues.h.

const int FIX::TargetStrategy_PARTICIPATE = 2

Definition at line 1642 of file FixValues.h.

const int FIX::TargetStrategy_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES = 1000

Definition at line 1641 of file FixValues.h.

const int FIX::TargetStrategy_VWAP = 1

Definition at line 1644 of file FixValues.h.

const int FIX::TaxAdvantageType_401 = 20

Definition at line 1923 of file FixValues.h.

const int FIX::TaxAdvantageType_401K = 20

Definition at line 1962 of file FixValues.h.

const int FIX::TaxAdvantageType_401KUS = 20

Definition at line 1973 of file FixValues.h.

const int FIX::TaxAdvantageType_403 = 22

Definition at line 1932 of file FixValues.h.

const int FIX::TaxAdvantageType_403BUS = 22

Definition at line 1963 of file FixValues.h.

const int FIX::TaxAdvantageType_457 = 23

Definition at line 1977 of file FixValues.h.

const int FIX::TaxAdvantageType_457US = 23

Definition at line 1925 of file FixValues.h.

const int FIX::TaxAdvantageType_ASSET_TRANSFER = 8

Definition at line 1969 of file FixValues.h.

const int FIX::TaxAdvantageType_ASSETTRANSFERUS = 8

Definition at line 1986 of file FixValues.h.

const int FIX::TaxAdvantageType_CURRENT_YEAR_PAYMENT = 6

Definition at line 1985 of file FixValues.h.

const int FIX::TaxAdvantageType_CURRENTYEARPAYMENTUS = 6

Definition at line 1946 of file FixValues.h.

const int FIX::TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN = 15

Definition at line 1961 of file FixValues.h.

const int FIX::TaxAdvantageType_DEFINEDCONTRIBUTIONPLANUS = 15

Definition at line 1972 of file FixValues.h.

const int FIX::TaxAdvantageType_EDUCATION_IRA_28 = 28

Definition at line 1950 of file FixValues.h.

const int FIX::TaxAdvantageType_EDUCATION_IRA_29 = 29

Definition at line 1954 of file FixValues.h.

const int FIX::TaxAdvantageType_EDUCATIONIRAFUNDPROTOTYPEUS = 28

Definition at line 1939 of file FixValues.h.

const int FIX::TaxAdvantageType_EDUCATIONIRANONPROTOTYPEUS = 29

Definition at line 1947 of file FixValues.h.

const int FIX::TaxAdvantageType_EMPLOYEE = 9

Definition at line 1930 of file FixValues.h.

const int FIX::TaxAdvantageType_EMPLOYEE_10 = 10

Definition at line 1955 of file FixValues.h.

const int FIX::TaxAdvantageType_EMPLOYEE_9 = 9

Definition at line 1956 of file FixValues.h.

const int FIX::TaxAdvantageType_EMPLOYEE_CURRENT_YEAR = 10

Definition at line 1957 of file FixValues.h.

const int FIX::TaxAdvantageType_EMPLOYEECURRENTYEARUS = 10

Definition at line 1981 of file FixValues.h.

const int FIX::TaxAdvantageType_EMPLOYEEPRIORYEARUS = 9

Definition at line 1978 of file FixValues.h.

const int FIX::TaxAdvantageType_EMPLOYER = 11

Definition at line 1980 of file FixValues.h.

const int FIX::TaxAdvantageType_EMPLOYER_11 = 11

Definition at line 1924 of file FixValues.h.

const int FIX::TaxAdvantageType_EMPLOYER_12 = 12

Definition at line 1926 of file FixValues.h.

const int FIX::TaxAdvantageType_EMPLOYER_CURRENT_YEAR = 12

Definition at line 1943 of file FixValues.h.

const int FIX::TaxAdvantageType_EMPLOYERCURRENTYEARUS = 12

Definition at line 1968 of file FixValues.h.

const int FIX::TaxAdvantageType_EMPLOYERPRIORYEARUS = 11

Definition at line 1979 of file FixValues.h.

const int FIX::TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT = 16

Definition at line 1983 of file FixValues.h.

const int FIX::TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_16 = 16

Definition at line 1982 of file FixValues.h.

const int FIX::TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_17 = 17

Definition at line 1984 of file FixValues.h.

const int FIX::TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_ROLLOVER = 17

Definition at line 1941 of file FixValues.h.

const int FIX::TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTROLLOVERUS = 17

Definition at line 1920 of file FixValues.h.

const int FIX::TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTUS = 16

Definition at line 1948 of file FixValues.h.

const int FIX::TaxAdvantageType_KEOGH = 18

Definition at line 1971 of file FixValues.h.

const int FIX::TaxAdvantageType_KEOGHUS = 18

Definition at line 1949 of file FixValues.h.

const int FIX::TaxAdvantageType_MAXI_ISA = 1

Definition at line 1958 of file FixValues.h.

const int FIX::TaxAdvantageType_MAXIISAUK = 1

Definition at line 1940 of file FixValues.h.

const int FIX::TaxAdvantageType_MINI_CASH_ISA = 3

Definition at line 1927 of file FixValues.h.

const int FIX::TaxAdvantageType_MINI_INSURANCE_ISA = 5

Definition at line 1937 of file FixValues.h.

const int FIX::TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA = 4

Definition at line 1928 of file FixValues.h.

const int FIX::TaxAdvantageType_MINICASHISAUK = 3

Definition at line 1964 of file FixValues.h.

const int FIX::TaxAdvantageType_MINIINSURANCEISAUK = 5

Definition at line 1959 of file FixValues.h.

const int FIX::TaxAdvantageType_MINISTOCKSANDSHARESISAUK = 4

Definition at line 1966 of file FixValues.h.

const int FIX::TaxAdvantageType_NON_FUND_PROTOTYPE_IRA = 13

Definition at line 1933 of file FixValues.h.

const int FIX::TaxAdvantageType_NON_FUND_QUALIFIED_PLAN = 14

Definition at line 1952 of file FixValues.h.

const int FIX::TaxAdvantageType_NONE = 0

Definition at line 1976 of file FixValues.h.

const int FIX::TaxAdvantageType_NONE_NOT_APPLICABLE = 0

Definition at line 1975 of file FixValues.h.

const int FIX::TaxAdvantageType_NONFUNDPROTOTYPEIRAUS = 13

Definition at line 1934 of file FixValues.h.

const int FIX::TaxAdvantageType_NONFUNDQUALIFIEDPLANUS = 14

Definition at line 1942 of file FixValues.h.

const int FIX::TaxAdvantageType_OTHER = 999

Definition at line 1967 of file FixValues.h.

const int FIX::TaxAdvantageType_PRIOR_YEAR_PAYMENT = 7

Definition at line 1960 of file FixValues.h.

const int FIX::TaxAdvantageType_PRIORYEARPAYMENTUS = 7

Definition at line 1944 of file FixValues.h.

const int FIX::TaxAdvantageType_PROFIT_SHARING_PLAN = 19

Definition at line 1951 of file FixValues.h.

const int FIX::TaxAdvantageType_PROFITSHARINGPLANUS = 19

Definition at line 1921 of file FixValues.h.

const int FIX::TaxAdvantageType_ROTH_CONVERSION_IRA_26 = 26

Definition at line 1929 of file FixValues.h.

const int FIX::TaxAdvantageType_ROTH_CONVERSION_IRA_27 = 27

Definition at line 1935 of file FixValues.h.

const int FIX::TaxAdvantageType_ROTH_IRA_24 = 24

Definition at line 1965 of file FixValues.h.

const int FIX::TaxAdvantageType_ROTH_IRA_25 = 25

Definition at line 1970 of file FixValues.h.

const int FIX::TaxAdvantageType_ROTHCONVERSIONIRAFUNDPROTOTYPEUS = 26

Definition at line 1938 of file FixValues.h.

const int FIX::TaxAdvantageType_ROTHCONVERSIONIRANONPROTOTYPEUS = 27

Definition at line 1936 of file FixValues.h.

const int FIX::TaxAdvantageType_ROTHIRAFUNDPROTOTYPEUS = 24

Definition at line 1953 of file FixValues.h.

const int FIX::TaxAdvantageType_ROTHIRANONPROTOTYPEUS = 25

Definition at line 1919 of file FixValues.h.

const int FIX::TaxAdvantageType_SELF_DIRECTED_IRA = 21

Definition at line 1922 of file FixValues.h.

const int FIX::TaxAdvantageType_SELFDIRECTEDIRAUS = 21

Definition at line 1931 of file FixValues.h.

const int FIX::TaxAdvantageType_TESSA = 2

Definition at line 1974 of file FixValues.h.

const int FIX::TaxAdvantageType_TESSAUK = 2

Definition at line 1945 of file FixValues.h.

const int FIX::TerminationType_FLEXIBLE = 3

Definition at line 4195 of file FixValues.h.

const int FIX::TerminationType_OPEN = 4

Definition at line 4196 of file FixValues.h.

const int FIX::TerminationType_OVERNIGHT = 1

Definition at line 4197 of file FixValues.h.

const int FIX::TerminationType_TERM = 2

Definition at line 4194 of file FixValues.h.

const char FIX::TestMessageIndicator_NO = 'N'

Definition at line 1215 of file FixValues.h.

const char FIX::TestMessageIndicator_YES = 'Y'

Definition at line 1216 of file FixValues.h.

const char FIX::TickDirection_MINUS = '2'

Definition at line 1326 of file FixValues.h.

const char FIX::TickDirection_MINUS_TICK = '2'

Definition at line 1320 of file FixValues.h.

const char FIX::TickDirection_PLUS = '0'

Definition at line 1324 of file FixValues.h.

const char FIX::TickDirection_PLUS_TICK = '0'

Definition at line 1323 of file FixValues.h.

const char FIX::TickDirection_ZERO_MINUS_TICK = '3'

Definition at line 1322 of file FixValues.h.

const char FIX::TickDirection_ZERO_PLUS_TICK = '1'

Definition at line 1321 of file FixValues.h.

const char FIX::TickDirection_ZEROMINUS = '3'

Definition at line 1327 of file FixValues.h.

const char FIX::TickDirection_ZEROPLUS = '1'

Definition at line 1325 of file FixValues.h.

const int FIX::TickRuleType_FIXED = 2

Definition at line 3490 of file FixValues.h.

const int FIX::TickRuleType_REGULAR = 0

Definition at line 3487 of file FixValues.h.

const int FIX::TickRuleType_SETTLED_AS_A_SPREAD_LEG = 4

Definition at line 3489 of file FixValues.h.

const int FIX::TickRuleType_TRADED_AS_A_SPREAD_LEG = 3

Definition at line 3486 of file FixValues.h.

const int FIX::TickRuleType_VARIABLE = 1

Definition at line 3488 of file FixValues.h.

const char FIX::TimeInForce_AT_CROSSING = '9'

Definition at line 2001 of file FixValues.h.

const char FIX::TimeInForce_AT_THE_CLOSE = '7'

Definition at line 2006 of file FixValues.h.

const char FIX::TimeInForce_AT_THE_OPENING = '2'

Definition at line 2007 of file FixValues.h.

const char FIX::TimeInForce_ATTHECLOSE = '7'

Definition at line 1998 of file FixValues.h.

const char FIX::TimeInForce_ATTHEOPENING = '2'

Definition at line 1994 of file FixValues.h.

const char FIX::TimeInForce_DAY = '0'

Definition at line 2000 of file FixValues.h.

const char FIX::TimeInForce_FILL_OR_KILL = '4'

Definition at line 1992 of file FixValues.h.

const char FIX::TimeInForce_FILLORKILL = '4'

Definition at line 1995 of file FixValues.h.

const char FIX::TimeInForce_GOOD_THROUGH_CROSSING = '8'

Definition at line 2005 of file FixValues.h.

const char FIX::TimeInForce_GOOD_TILL_CANCEL = '1'

Definition at line 1999 of file FixValues.h.

const char FIX::TimeInForce_GOOD_TILL_CROSSING = '5'

Definition at line 1991 of file FixValues.h.

const char FIX::TimeInForce_GOOD_TILL_DATE = '6'

Definition at line 1993 of file FixValues.h.

const char FIX::TimeInForce_GOODTILLCANCEL = '1'

Definition at line 1997 of file FixValues.h.

const char FIX::TimeInForce_GOODTILLCROSSING = '5'

Definition at line 2004 of file FixValues.h.

const char FIX::TimeInForce_GOODTILLDATE = '6'

Definition at line 1996 of file FixValues.h.

const char FIX::TimeInForce_IMMEDIATE_OR_CANCEL = '3'

Definition at line 2003 of file FixValues.h.

const char FIX::TimeInForce_IMMEDIATEORCANCEL = '3'

Definition at line 2002 of file FixValues.h.

const char FIX::TimeUnit_DAY[] = "D"

Definition at line 2814 of file FixValues.h.

const char FIX::TimeUnit_HOUR[] = "H"

Definition at line 2813 of file FixValues.h.

const char FIX::TimeUnit_MINUTE[] = "Min"

Definition at line 2809 of file FixValues.h.

const char FIX::TimeUnit_MONTH[] = "Mo"

Definition at line 2812 of file FixValues.h.

const char FIX::TimeUnit_SECOND[] = "S"

Definition at line 2811 of file FixValues.h.

const char FIX::TimeUnit_WEEK[] = "Wk"

Definition at line 2810 of file FixValues.h.

const char FIX::TimeUnit_YEAR[] = "Yr"

Definition at line 2815 of file FixValues.h.

const int FIX::TradeAllocIndicator_ALLOCATION_FROM_EXECUTOR = 4

Definition at line 3044 of file FixValues.h.

const int FIX::TradeAllocIndicator_ALLOCATION_GIVE_UP_EXECUTOR = 3

Definition at line 3048 of file FixValues.h.

const int FIX::TradeAllocIndicator_ALLOCATION_NOT_REQUIRED = 0

Definition at line 3047 of file FixValues.h.

const int FIX::TradeAllocIndicator_ALLOCATION_REQUIRED = 1

Definition at line 3041 of file FixValues.h.

const int FIX::TradeAllocIndicator_ALLOCATION_TO_CLAIM_ACCOUNT = 5

Definition at line 3042 of file FixValues.h.

const int FIX::TradeAllocIndicator_ALLOCATIONNOTREQUIRED = 0

Definition at line 3046 of file FixValues.h.

const int FIX::TradeAllocIndicator_ALLOCATIONREQUIREDALLOCATIONINFORMATIONNOTPROVIDED = 1

Definition at line 3040 of file FixValues.h.

const int FIX::TradeAllocIndicator_USE_ALLOCATION_PROVIDED_WITH_THE_TRADE = 2

Definition at line 3045 of file FixValues.h.

const int FIX::TradeAllocIndicator_USEALLOCATIONPROVIDEDWITHTHETRADE = 2

Definition at line 3043 of file FixValues.h.

const char FIX::TradeCondition_ACQUISITION[] = "c"

Definition at line 3542 of file FixValues.h.

const char FIX::TradeCondition_ADJUSTED[] = "y"

Definition at line 3527 of file FixValues.h.

const char FIX::TradeCondition_ADJUSTED_ETH[] = "z"

Definition at line 3550 of file FixValues.h.

const char FIX::TradeCondition_AUTO_EXECUTION_ETH[] = "v"

Definition at line 3557 of file FixValues.h.

const char FIX::TradeCondition_AUTOMATIC_EXECUTION[] = "AQ"

Definition at line 3555 of file FixValues.h.

const char FIX::TradeCondition_AVERAGE_PRICE_TRADE[] = "B"

Definition at line 3588 of file FixValues.h.

const char FIX::TradeCondition_AVGPX[] = "B"

Definition at line 3551 of file FixValues.h.

const char FIX::TradeCondition_BARGAIN_CONDITION[] = "S"

Definition at line 3546 of file FixValues.h.

const char FIX::TradeCondition_BASKET_INDEX[] = "AS"

Definition at line 3561 of file FixValues.h.

const char FIX::TradeCondition_BUNCHED[] = "d"

Definition at line 3577 of file FixValues.h.

const char FIX::TradeCondition_BUNCHED_SALE[] = "f"

Definition at line 3535 of file FixValues.h.

const char FIX::TradeCondition_BURST_BASKET[] = "AT"

Definition at line 3595 of file FixValues.h.

const char FIX::TradeCondition_CANCEL[] = "0"

Definition at line 3539 of file FixValues.h.

const char FIX::TradeCondition_CANCEL_ETH[] = "i"

Definition at line 3528 of file FixValues.h.

const char FIX::TradeCondition_CANCEL_LAST[] = "n"

Definition at line 3585 of file FixValues.h.

const char FIX::TradeCondition_CANCEL_LAST_ETH[] = "l"

Definition at line 3511 of file FixValues.h.

const char FIX::TradeCondition_CANCEL_ONLY[] = "s"

Definition at line 3544 of file FixValues.h.

const char FIX::TradeCondition_CANCEL_ONLY_ETH[] = "t"

Definition at line 3532 of file FixValues.h.

const char FIX::TradeCondition_CANCEL_OPEN[] = "p"

Definition at line 3567 of file FixValues.h.

const char FIX::TradeCondition_CANCEL_OPEN_ETH[] = "q"

Definition at line 3592 of file FixValues.h.

const char FIX::TradeCondition_CANCEL_STOPPED[] = "h"

Definition at line 3536 of file FixValues.h.

const char FIX::TradeCondition_CANCEL_STOPPED_ETH[] = "j"

Definition at line 3571 of file FixValues.h.

const char FIX::TradeCondition_CASH[] = "A"

Definition at line 3568 of file FixValues.h.

const char FIX::TradeCondition_CASH_TRADE[] = "C"

Definition at line 3575 of file FixValues.h.

const char FIX::TradeCondition_CASHMKT[] = "A"

Definition at line 3508 of file FixValues.h.

const char FIX::TradeCondition_CASHTRADE[] = "C"

Definition at line 3569 of file FixValues.h.

const char FIX::TradeCondition_COMBO[] = "AH"

Definition at line 3540 of file FixValues.h.

const char FIX::TradeCondition_COMBO_ETH[] = "AI"

Definition at line 3531 of file FixValues.h.

const char FIX::TradeCondition_CONVERTED_PRICE_INDICATOR[] = "T"

Definition at line 3548 of file FixValues.h.

const char FIX::TradeCondition_CROSSED_AO[] = "AO"

Definition at line 3518 of file FixValues.h.

const char FIX::TradeCondition_CROSSED_X[] = "X"

Definition at line 3556 of file FixValues.h.

const char FIX::TradeCondition_DIRECT_PLUS[] = "b"

Definition at line 3586 of file FixValues.h.

const char FIX::TradeCondition_DISTRIBUTION[] = "e"

Definition at line 3513 of file FixValues.h.

const char FIX::TradeCondition_EX_PIT[] = "W"

Definition at line 3584 of file FixValues.h.

const char FIX::TradeCondition_EXCHANGE_LAST[] = "U"

Definition at line 3593 of file FixValues.h.

const char FIX::TradeCondition_FAST_MARKET[] = "AP"

Definition at line 3594 of file FixValues.h.

const char FIX::TradeCondition_FINAL_PRICE_OF_SESSION[] = "V"

Definition at line 3560 of file FixValues.h.

const char FIX::TradeCondition_FORM_T[] = "AR"

Definition at line 3526 of file FixValues.h.

const char FIX::TradeCondition_IMBALANCE_MORE_BUYERS[] = "P"

Definition at line 3576 of file FixValues.h.

const char FIX::TradeCondition_IMBALANCE_MORE_SELLERS[] = "Q"

Definition at line 3579 of file FixValues.h.

const char FIX::TradeCondition_IMBALANCEMOREBUYERS[] = "P"

Definition at line 3582 of file FixValues.h.

const char FIX::TradeCondition_IMBALANCEMORESELLERS[] = "Q"

Definition at line 3587 of file FixValues.h.

const char FIX::TradeCondition_IMPLIED_TRADE[] = "1"

Definition at line 3507 of file FixValues.h.

const char FIX::TradeCondition_INTRADAY[] = "F"

Definition at line 3578 of file FixValues.h.

const char FIX::TradeCondition_INTRADAY_TRADE_DETAIL[] = "F"

Definition at line 3580 of file FixValues.h.

const char FIX::TradeCondition_LATE_OPEN_ETH[] = "u"

Definition at line 3537 of file FixValues.h.

const char FIX::TradeCondition_MARKETPLACE_ENTERED_TRADE[] = "2"

Definition at line 3590 of file FixValues.h.

const char FIX::TradeCondition_MULT_ASSET_CLASS_MULTILEG_TRADE[] = "3"

Definition at line 3564 of file FixValues.h.

const char FIX::TradeCondition_MULTILEG_TO_MULTILEG_TRADE[] = "4"

Definition at line 3558 of file FixValues.h.

const char FIX::TradeCondition_NEXT_DAY[] = "D"

Definition at line 3545 of file FixValues.h.

const char FIX::TradeCondition_NEXT_DAY_TRADE[] = "J"

Definition at line 3514 of file FixValues.h.

const char FIX::TradeCondition_NEXTDAY_D[] = "D"

Definition at line 3525 of file FixValues.h.

const char FIX::TradeCondition_NEXTDAY_J[] = "J"

Definition at line 3554 of file FixValues.h.

const char FIX::TradeCondition_OFFICAL_CLOSING_PRICE[] = "AN"

Definition at line 3559 of file FixValues.h.

const char FIX::TradeCondition_OFFICIAL_CLOSING_PRICE[] = "AJ"

Definition at line 3549 of file FixValues.h.

const char FIX::TradeCondition_OPENED[] = "K"

Definition at line 3543 of file FixValues.h.

const char FIX::TradeCondition_OPENED_SALE_ETH[] = "r"

Definition at line 3520 of file FixValues.h.

const char FIX::TradeCondition_OPENING[] = "E"

Definition at line 3541 of file FixValues.h.

const char FIX::TradeCondition_OPENING_PRICE[] = "R"

Definition at line 3509 of file FixValues.h.

const char FIX::TradeCondition_OPENING_REOPENING_TRADE_DETAIL[] = "E"

Definition at line 3538 of file FixValues.h.

const char FIX::TradeCondition_OPENINGPRICE[] = "R"

Definition at line 3517 of file FixValues.h.

const char FIX::TradeCondition_OUT_OF_SEQUENCE_ETH[] = "k"

Definition at line 3529 of file FixValues.h.

const char FIX::TradeCondition_OUTSIDE_SPREAD[] = "AV"

Definition at line 3534 of file FixValues.h.

const char FIX::TradeCondition_PRIOR_REFERENCE_PRICE[] = "AK"

Definition at line 3510 of file FixValues.h.

const char FIX::TradeCondition_REGULAR_ETH[] = "AG"

Definition at line 3566 of file FixValues.h.

const char FIX::TradeCondition_REOPEN[] = "w"

Definition at line 3583 of file FixValues.h.

const char FIX::TradeCondition_REOPEN_ETH[] = "x"

Definition at line 3521 of file FixValues.h.

const char FIX::TradeCondition_RULE127[] = "G"

Definition at line 3530 of file FixValues.h.

const char FIX::TradeCondition_RULE155[] = "H"

Definition at line 3570 of file FixValues.h.

const char FIX::TradeCondition_RULE_127_TRADE[] = "G"

Definition at line 3581 of file FixValues.h.

const char FIX::TradeCondition_RULE_155_TRADE[] = "H"

Definition at line 3552 of file FixValues.h.

const char FIX::TradeCondition_SELLER[] = "L"

Definition at line 3512 of file FixValues.h.

const char FIX::TradeCondition_SOLD[] = "M"

Definition at line 3596 of file FixValues.h.

const char FIX::TradeCondition_SOLD_LAST[] = "I"

Definition at line 3589 of file FixValues.h.

const char FIX::TradeCondition_SOLD_LAST_SALE[] = "o"

Definition at line 3519 of file FixValues.h.

const char FIX::TradeCondition_SOLD_LAST_SALE_ETH[] = "m"

Definition at line 3522 of file FixValues.h.

const char FIX::TradeCondition_SOLDLAST[] = "I"

Definition at line 3553 of file FixValues.h.

const char FIX::TradeCondition_SPLIT_TRADE[] = "g"

Definition at line 3573 of file FixValues.h.

const char FIX::TradeCondition_SPREAD[] = "AA"

Definition at line 3516 of file FixValues.h.

const char FIX::TradeCondition_SPREAD_ETH[] = "AB"

Definition at line 3591 of file FixValues.h.

const char FIX::TradeCondition_STOPPED[] = "AE"

Definition at line 3547 of file FixValues.h.

const char FIX::TradeCondition_STOPPED_ETH[] = "AF"

Definition at line 3565 of file FixValues.h.

const char FIX::TradeCondition_STOPPED_OUT_OF_SEQUENCE[] = "AM"

Definition at line 3574 of file FixValues.h.

const char FIX::TradeCondition_STOPPED_SOLD_LAST[] = "AL"

Definition at line 3523 of file FixValues.h.

const char FIX::TradeCondition_STOPPED_STOCK[] = "N"

Definition at line 3563 of file FixValues.h.

const char FIX::TradeCondition_STRADDLE[] = "AC"

Definition at line 3533 of file FixValues.h.

const char FIX::TradeCondition_STRADDLE_ETH[] = "AD"

Definition at line 3515 of file FixValues.h.

const char FIX::TradeCondition_TRADES_RESULTING_FROM_INTERMARKET_SWEEP[] = "Z"

Definition at line 3524 of file FixValues.h.

const char FIX::TradeCondition_TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE[] = "Y"

Definition at line 3562 of file FixValues.h.

const char FIX::TradeCondition_VOLUME_ONLY[] = "a"

Definition at line 3572 of file FixValues.h.

const char FIX::TradedFlatSwitch_NO = 'N'

Definition at line 3077 of file FixValues.h.

const char FIX::TradedFlatSwitch_YES = 'Y'

Definition at line 3078 of file FixValues.h.

const char FIX::TradeHandlingInstr_AUTOMATED_FLOOR_ORDER_ROUTING = '4'

Definition at line 3839 of file FixValues.h.

const char FIX::TradeHandlingInstr_ONE_PARTY_REPORT_FOR_MATCHING = '2'

Definition at line 3841 of file FixValues.h.

const char FIX::TradeHandlingInstr_ONE_PARTY_REPORT_FOR_PASS_THROUGH = '3'

Definition at line 3843 of file FixValues.h.

const char FIX::TradeHandlingInstr_TRADE_CONFIRMATION = '0'

Definition at line 3842 of file FixValues.h.

const char FIX::TradeHandlingInstr_TWO_PARTY_REPORT = '1'

Definition at line 3840 of file FixValues.h.

const char FIX::TradeHandlingInstr_TWO_PARTY_REPORT_FOR_CLAIM = '5'

Definition at line 3844 of file FixValues.h.

const int FIX::TradePublishIndicator_DEFERRED_PUBLICATION = 2

Definition at line 1691 of file FixValues.h.

const int FIX::TradePublishIndicator_DO_NOT_PUBLISH_TRADE = 0

Definition at line 1690 of file FixValues.h.

const int FIX::TradePublishIndicator_PUBLISH_TRADE = 1

Definition at line 1692 of file FixValues.h.

const int FIX::TradeReportRejectReason_INVALID_PARTY_ONFORMATION = 1

Definition at line 613 of file FixValues.h.

const int FIX::TradeReportRejectReason_INVALID_TRADE_TYPE = 4

Definition at line 618 of file FixValues.h.

const int FIX::TradeReportRejectReason_INVALIDPARTYINFORMATION = 1

Definition at line 620 of file FixValues.h.

const int FIX::TradeReportRejectReason_INVALIDTRADETYPE = 4

Definition at line 616 of file FixValues.h.

const int FIX::TradeReportRejectReason_OTHER = 99

Definition at line 615 of file FixValues.h.

const int FIX::TradeReportRejectReason_SUCCESSFUL = 0

Definition at line 612 of file FixValues.h.

const int FIX::TradeReportRejectReason_SUCCESSFULDEFAULT = 0

Definition at line 610 of file FixValues.h.

const int FIX::TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES = 3

Definition at line 611 of file FixValues.h.

const int FIX::TradeReportRejectReason_UNAUTHORIZEDTOREPORTTRADES = 3

Definition at line 619 of file FixValues.h.

const int FIX::TradeReportRejectReason_UNKNOWN_INSTRUMENT = 2

Definition at line 614 of file FixValues.h.

const int FIX::TradeReportRejectReason_UNKNOWNINSTRUMENT = 2

Definition at line 617 of file FixValues.h.

const int FIX::TradeReportTransType_CANCEL = 1

Definition at line 544 of file FixValues.h.

const int FIX::TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE = 5

Definition at line 545 of file FixValues.h.

const int FIX::TradeReportTransType_NEW = 0

Definition at line 542 of file FixValues.h.

const int FIX::TradeReportTransType_RELEASE = 3

Definition at line 546 of file FixValues.h.

const int FIX::TradeReportTransType_REPLACE = 2

Definition at line 541 of file FixValues.h.

const int FIX::TradeReportTransType_REVERSE = 4

Definition at line 543 of file FixValues.h.

const int FIX::TradeReportType_7 = 7

Definition at line 3170 of file FixValues.h.

const int FIX::TradeReportType_ACCEPT = 2

Definition at line 3187 of file FixValues.h.

const int FIX::TradeReportType_ADDENDUM = 4

Definition at line 3169 of file FixValues.h.

const int FIX::TradeReportType_ALLEGED = 1

Definition at line 3179 of file FixValues.h.

const int FIX::TradeReportType_ALLEGED_1 = 1

Definition at line 3182 of file FixValues.h.

const int FIX::TradeReportType_ALLEGED_15 = 15

Definition at line 3177 of file FixValues.h.

const int FIX::TradeReportType_ALLEGED_ADDENDUM = 12

Definition at line 3178 of file FixValues.h.

const int FIX::TradeReportType_ALLEGED_NEW = 11

Definition at line 3175 of file FixValues.h.

const int FIX::TradeReportType_ALLEGED_NO_WAS = 13

Definition at line 3186 of file FixValues.h.

const int FIX::TradeReportType_ALLEGED_TRADE_REPORT_CANCEL = 14

Definition at line 3176 of file FixValues.h.

const int FIX::TradeReportType_DECLINE = 3

Definition at line 3174 of file FixValues.h.

const int FIX::TradeReportType_DEFAULTED = 8

Definition at line 3173 of file FixValues.h.

const int FIX::TradeReportType_INVALID_CMTA = 9

Definition at line 3183 of file FixValues.h.

const int FIX::TradeReportType_LOCKEDINTRADEBREAK = 7

Definition at line 3172 of file FixValues.h.

const int FIX::TradeReportType_NO_WAS = 5

Definition at line 3168 of file FixValues.h.

const int FIX::TradeReportType_NOWAS = 5

Definition at line 3181 of file FixValues.h.

const int FIX::TradeReportType_PENDED = 10

Definition at line 3171 of file FixValues.h.

const int FIX::TradeReportType_SUBMIT = 0

Definition at line 3180 of file FixValues.h.

const int FIX::TradeReportType_TRADE_REPORT_CANCEL = 6

Definition at line 3185 of file FixValues.h.

const int FIX::TradeReportType_TRADEREPORTCANCEL = 6

Definition at line 3184 of file FixValues.h.

const int FIX::TradeRequestResult_INVALID_DESTINATION_REQUESTED = 5

Definition at line 1200 of file FixValues.h.

const int FIX::TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1

Definition at line 1206 of file FixValues.h.

const int FIX::TradeRequestResult_INVALID_PARTIES = 3

Definition at line 1209 of file FixValues.h.

const int FIX::TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4

Definition at line 1212 of file FixValues.h.

const int FIX::TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED = 2

Definition at line 1208 of file FixValues.h.

const int FIX::TradeRequestResult_INVALIDDESTINATIONREQUESTED = 5

Definition at line 1204 of file FixValues.h.

const int FIX::TradeRequestResult_INVALIDORUNKNOWNINSTRUMENT = 1

Definition at line 1199 of file FixValues.h.

const int FIX::TradeRequestResult_INVALIDPARTIES = 3

Definition at line 1203 of file FixValues.h.

const int FIX::TradeRequestResult_INVALIDTRANSPORTTYPEREQUESTED = 4

Definition at line 1202 of file FixValues.h.

const int FIX::TradeRequestResult_INVALIDTYPEOFTRADEREQUESTED = 2

Definition at line 1213 of file FixValues.h.

const int FIX::TradeRequestResult_NOT_AUTHORIZED = 9

Definition at line 1211 of file FixValues.h.

const int FIX::TradeRequestResult_OTHER = 99

Definition at line 1207 of file FixValues.h.

const int FIX::TradeRequestResult_SUCCESSFUL = 0

Definition at line 1205 of file FixValues.h.

const int FIX::TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED = 8

Definition at line 1214 of file FixValues.h.

const int FIX::TradeRequestResult_TRADEREQUESTTYPENOTSUPPORTED = 8

Definition at line 1198 of file FixValues.h.

const int FIX::TradeRequestResult_UNAUTHORIZED_ROR_TRADE_CAPTURE_REPORT_REQUEST = 9

Definition at line 1201 of file FixValues.h.

const int FIX::TradeRequestResult_UNAUTHORIZEDFORTRADECAPTUREREPORTREQUEST = 9

Definition at line 1210 of file FixValues.h.

const int FIX::TradeRequestStatus_ACCEPTED = 0

Definition at line 1913 of file FixValues.h.

const int FIX::TradeRequestStatus_COMPLETED = 1

Definition at line 1911 of file FixValues.h.

const int FIX::TradeRequestStatus_REJECTED = 2

Definition at line 1912 of file FixValues.h.

const int FIX::TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA = 4

Definition at line 572 of file FixValues.h.

const int FIX::TradeRequestType_ADVISORIESMATCH = 4

Definition at line 568 of file FixValues.h.

const int FIX::TradeRequestType_ALL_TRADES = 0

Definition at line 564 of file FixValues.h.

const int FIX::TradeRequestType_ALLTRADES = 0

Definition at line 567 of file FixValues.h.

const int FIX::TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST = 1

Definition at line 565 of file FixValues.h.

const int FIX::TradeRequestType_MATCHEDTRADES = 1

Definition at line 569 of file FixValues.h.

const int FIX::TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA = 2

Definition at line 563 of file FixValues.h.

const int FIX::TradeRequestType_UNMATCHEDTRADES = 2

Definition at line 570 of file FixValues.h.

const int FIX::TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA = 3

Definition at line 571 of file FixValues.h.

const int FIX::TradeRequestType_UNREPORTEDTRADES = 3

Definition at line 566 of file FixValues.h.

const char FIX::TradeType_AGENCY = 'A'

Definition at line 3850 of file FixValues.h.

const char FIX::TradeType_GUARANTEED_CLOSE = 'J'

Definition at line 3853 of file FixValues.h.

const char FIX::TradeType_RISK_TRADE = 'R'

Definition at line 3852 of file FixValues.h.

const char FIX::TradeType_VWAP_GUARANTEE = 'G'

Definition at line 3851 of file FixValues.h.

const char FIX::TradingSessionID_AFTER_HOURS[] = "6"

Definition at line 2292 of file FixValues.h.

const char FIX::TradingSessionID_AFTERNOON[] = "4"

Definition at line 2296 of file FixValues.h.

const char FIX::TradingSessionID_DAY[] = "1"

Definition at line 2294 of file FixValues.h.

const char FIX::TradingSessionID_EVENING[] = "5"

Definition at line 2291 of file FixValues.h.

const char FIX::TradingSessionID_HALFDAY[] = "2"

Definition at line 2293 of file FixValues.h.

const char FIX::TradingSessionID_MORNING[] = "3"

Definition at line 2295 of file FixValues.h.

const char FIX::TradingSessionSubID_3[] = "3"

Definition at line 1082 of file FixValues.h.

const char FIX::TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION[] = "4"

Definition at line 1084 of file FixValues.h.

const char FIX::TradingSessionSubID_INTRADAY_AUCTION[] = "6"

Definition at line 1079 of file FixValues.h.

const char FIX::TradingSessionSubID_OPENING_OR_OPENING_AUCTION[] = "2"

Definition at line 1083 of file FixValues.h.

const char FIX::TradingSessionSubID_POST_TRADING[] = "5"

Definition at line 1078 of file FixValues.h.

const char FIX::TradingSessionSubID_PRE_TRADING[] = "1"

Definition at line 1080 of file FixValues.h.

const char FIX::TradingSessionSubID_QUIESCENT[] = "7"

Definition at line 1081 of file FixValues.h.

const int FIX::TradSesEvent_CHANGE_OF_TRADING_SESSION = 1

Definition at line 3502 of file FixValues.h.

const int FIX::TradSesEvent_CHANGE_OF_TRADING_STATUS = 3

Definition at line 3501 of file FixValues.h.

const int FIX::TradSesEvent_CHANGE_OF_TRADING_SUBSESSION = 2

Definition at line 3503 of file FixValues.h.

const int FIX::TradSesEvent_TRADING_RESUMES = 0

Definition at line 3504 of file FixValues.h.

const int FIX::TradSesMethod_ELECTRONIC = 1

Definition at line 3846 of file FixValues.h.

const int FIX::TradSesMethod_OPEN_OUTCRY = 2

Definition at line 3849 of file FixValues.h.

const int FIX::TradSesMethod_OPENOUTCRY = 2

Definition at line 3847 of file FixValues.h.

const int FIX::TradSesMethod_TWO_PARTY = 3

Definition at line 3848 of file FixValues.h.

const int FIX::TradSesMethod_TWOPARTY = 3

Definition at line 3845 of file FixValues.h.

const int FIX::TradSesMode_PRODUCTION = 3

Definition at line 1181 of file FixValues.h.

const int FIX::TradSesMode_SIMULATED = 2

Definition at line 1180 of file FixValues.h.

const int FIX::TradSesMode_TESTING = 1

Definition at line 1182 of file FixValues.h.

const int FIX::TradSesStatus_CLOSED = 3

Definition at line 582 of file FixValues.h.

const int FIX::TradSesStatus_HALTED = 1

Definition at line 574 of file FixValues.h.

const int FIX::TradSesStatus_OPEN = 2

Definition at line 577 of file FixValues.h.

const int FIX::TradSesStatus_PRE_CLOSE = 5

Definition at line 581 of file FixValues.h.

const int FIX::TradSesStatus_PRE_OPEN = 4

Definition at line 579 of file FixValues.h.

const int FIX::TradSesStatus_PRECLOSE = 5

Definition at line 573 of file FixValues.h.

const int FIX::TradSesStatus_PREOPEN = 4

Definition at line 578 of file FixValues.h.

const int FIX::TradSesStatus_REQREJ = 6

Definition at line 575 of file FixValues.h.

const int FIX::TradSesStatus_REQUEST_REJECTED = 6

Definition at line 576 of file FixValues.h.

const int FIX::TradSesStatus_UNKNOWN = 0

Definition at line 580 of file FixValues.h.

const int FIX::TradSesStatusRejReason_OTHER = 99

Definition at line 1049 of file FixValues.h.

const int FIX::TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID = 1

Definition at line 1047 of file FixValues.h.

const int FIX::TradSesStatusRejReason_UNKNOWNTRADINGSESSIONID = 1

Definition at line 1048 of file FixValues.h.

const char FIX::TRANSPORT_DATA_DICTIONARY[] = "TransportDataDictionary"

Definition at line 47 of file SessionSettings.h.

Referenced by FIX::SessionFactory::processFixtDataDictionaries().

const int FIX::TrdRegTimestampType_BROKER_EXECUTION = 5

Definition at line 1060 of file FixValues.h.

const int FIX::TrdRegTimestampType_BROKER_RECEIPT = 4

Definition at line 1057 of file FixValues.h.

const int FIX::TrdRegTimestampType_BROKEREXECUTION = 5

Definition at line 1051 of file FixValues.h.

const int FIX::TrdRegTimestampType_BROKERRECEIPT = 4

Definition at line 1052 of file FixValues.h.

const int FIX::TrdRegTimestampType_DESK_RECEIPT = 6

Definition at line 1058 of file FixValues.h.

const int FIX::TrdRegTimestampType_EXECUTION_TIME = 1

Definition at line 1050 of file FixValues.h.

const int FIX::TrdRegTimestampType_EXECUTIONTIME = 1

Definition at line 1059 of file FixValues.h.

const int FIX::TrdRegTimestampType_SUBMISSION_TO_CLEARING = 7

Definition at line 1056 of file FixValues.h.

const int FIX::TrdRegTimestampType_TIME_IN = 2

Definition at line 1054 of file FixValues.h.

const int FIX::TrdRegTimestampType_TIME_OUT = 3

Definition at line 1061 of file FixValues.h.

const int FIX::TrdRegTimestampType_TIMEIN = 2

Definition at line 1053 of file FixValues.h.

const int FIX::TrdRegTimestampType_TIMEOUT = 3

Definition at line 1055 of file FixValues.h.

const int FIX::TrdRptStatus_ACCEPTED = 0

Definition at line 3081 of file FixValues.h.

const int FIX::TrdRptStatus_ACCEPTED_WITH_ERRORS = 3

Definition at line 3079 of file FixValues.h.

const int FIX::TrdRptStatus_REJECTED = 1

Definition at line 3080 of file FixValues.h.

const int FIX::TrdSubType_ACATS = 11

Definition at line 1554 of file FixValues.h.

const int FIX::TrdSubType_ADVISORY_FOR_CONTRA_SIDE = 4

Definition at line 1536 of file FixValues.h.

const int FIX::TrdSubType_AI = 14

Definition at line 1548 of file FixValues.h.

const int FIX::TrdSubType_B = 15

Definition at line 1522 of file FixValues.h.

const int FIX::TrdSubType_CMTA = 0

Definition at line 1526 of file FixValues.h.

const int FIX::TrdSubType_CONVERTED_SWAP = 36

Definition at line 1521 of file FixValues.h.

const int FIX::TrdSubType_CROSSED_TRADE = 37

Definition at line 1539 of file FixValues.h.

const int FIX::TrdSubType_DIFFERENTIAL_SPREAD = 7

Definition at line 1528 of file FixValues.h.

const int FIX::TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT = 2

Definition at line 1541 of file FixValues.h.

const int FIX::TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT = 8

Definition at line 1532 of file FixValues.h.

const int FIX::TrdSubType_INTERIM_PROTECTED_TRADE = 38

Definition at line 1517 of file FixValues.h.

const int FIX::TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT = 1

Definition at line 1527 of file FixValues.h.

const int FIX::TrdSubType_K = 16

Definition at line 1518 of file FixValues.h.

const int FIX::TrdSubType_LARGE_IN_SCALE = 39

Definition at line 1551 of file FixValues.h.

const int FIX::TrdSubType_LC = 17

Definition at line 1519 of file FixValues.h.

const int FIX::TrdSubType_M = 18

Definition at line 1523 of file FixValues.h.

const int FIX::TrdSubType_N = 19

Definition at line 1531 of file FixValues.h.

const int FIX::TrdSubType_NM = 20

Definition at line 1552 of file FixValues.h.

const int FIX::TrdSubType_NR = 21

Definition at line 1533 of file FixValues.h.

const int FIX::TrdSubType_OFF_HOURS_TRADE = 33

Definition at line 1545 of file FixValues.h.

const int FIX::TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION = 5

Definition at line 1537 of file FixValues.h.

const int FIX::TrdSubType_ON_HOURS_TRADE = 34

Definition at line 1516 of file FixValues.h.

const int FIX::TrdSubType_ONSET_DUE_TO_AN_ALLOCATION = 6

Definition at line 1525 of file FixValues.h.

const int FIX::TrdSubType_ONSET_DUT_TO_AN_ALLOCATION = 6

Definition at line 1547 of file FixValues.h.

const int FIX::TrdSubType_OTC_QUOTE = 35

Definition at line 1535 of file FixValues.h.

const int FIX::TrdSubType_P = 22

Definition at line 1538 of file FixValues.h.

const int FIX::TrdSubType_PA = 23

Definition at line 1540 of file FixValues.h.

const int FIX::TrdSubType_PC = 24

Definition at line 1549 of file FixValues.h.

const int FIX::TrdSubType_PN = 25

Definition at line 1550 of file FixValues.h.

const int FIX::TrdSubType_R = 26

Definition at line 1542 of file FixValues.h.

const int FIX::TrdSubType_REJECT_FOR_SUBMITTING_SIDE = 3

Definition at line 1546 of file FixValues.h.

const int FIX::TrdSubType_RO = 27

Definition at line 1543 of file FixValues.h.

const int FIX::TrdSubType_RT = 28

Definition at line 1524 of file FixValues.h.

const int FIX::TrdSubType_SW = 29

Definition at line 1534 of file FixValues.h.

const int FIX::TrdSubType_T = 30

Definition at line 1553 of file FixValues.h.

const int FIX::TrdSubType_TRANSACTION_FROM_ASSIGNMENT = 10

Definition at line 1530 of file FixValues.h.

const int FIX::TrdSubType_TRANSACTION_FROM_EXERCISE = 9

Definition at line 1529 of file FixValues.h.

const int FIX::TrdSubType_WN = 31

Definition at line 1520 of file FixValues.h.

const int FIX::TrdSubType_WT = 32

Definition at line 1544 of file FixValues.h.

const int FIX::TrdType_AFTER_HOURS_TRADE = 10

Definition at line 2268 of file FixValues.h.

const int FIX::TrdType_AFTERHOURSTRADE = 10

Definition at line 2270 of file FixValues.h.

const int FIX::TrdType_ALL_OR_NONE = 16

Definition at line 2226 of file FixValues.h.

const int FIX::TrdType_BLOCK_TRADE_1 = 1

Definition at line 2240 of file FixValues.h.

const int FIX::TrdType_BLOCK_TRADE_38 = 38

Definition at line 2220 of file FixValues.h.

const int FIX::TrdType_BLOCK_TRADES = 40

Definition at line 2225 of file FixValues.h.

const int FIX::TrdType_BLOCKTRADE = 1

Definition at line 2237 of file FixValues.h.

const int FIX::TrdType_BUNCHED_TRADE = 7

Definition at line 2275 of file FixValues.h.

const int FIX::TrdType_BUNCHEDTRADE = 7

Definition at line 2265 of file FixValues.h.

const int FIX::TrdType_CASH_SETTLEMENT = 29

Definition at line 2222 of file FixValues.h.

const int FIX::TrdType_DELTA_NEUTRAL_TRANSACTION = 46

Definition at line 2221 of file FixValues.h.

const int FIX::TrdType_DERIVATIVE_RELATED_TRANSACTION = 49

Definition at line 2271 of file FixValues.h.

const int FIX::TrdType_EFP = 2

Definition at line 2245 of file FixValues.h.

const int FIX::TrdType_ERROR_TRADE = 24

Definition at line 2242 of file FixValues.h.

const int FIX::TrdType_EXCHANGE_BASIS_FACILITY = 55

Definition at line 2239 of file FixValues.h.

const int FIX::TrdType_EXCHANGE_FOR_RISK = 11

Definition at line 2248 of file FixValues.h.

const int FIX::TrdType_EXCHANGE_FOR_SWAP = 12

Definition at line 2249 of file FixValues.h.

const int FIX::TrdType_EXCHANGE_GRANTED_TRADE = 52

Definition at line 2238 of file FixValues.h.

const int FIX::TrdType_EXCHANGE_OF_FUTURES_FOR = 13

Definition at line 2250 of file FixValues.h.

const int FIX::TrdType_EXCHANGE_OF_FUTURES_FOR_FUTURES = 18

Definition at line 2218 of file FixValues.h.

const int FIX::TrdType_EXCHANGE_OF_OPTIONS_FOR_OPTIONS = 14

Definition at line 2263 of file FixValues.h.

const int FIX::TrdType_FINANCING_TRANSACTION = 47

Definition at line 2228 of file FixValues.h.

const int FIX::TrdType_FUTURES_LARGE_ORDER_EXECUTION = 17

Definition at line 2217 of file FixValues.h.

const int FIX::TrdType_GUARANTEED_DELIVERY = 31

Definition at line 2255 of file FixValues.h.

const int FIX::TrdType_LATE_BUNCHED_TRADE = 8

Definition at line 2241 of file FixValues.h.

const int FIX::TrdType_LATE_TRADE = 4

Definition at line 2216 of file FixValues.h.

const int FIX::TrdType_LATEBUNCHEDTRADE = 8

Definition at line 2244 of file FixValues.h.

const int FIX::TrdType_LATETRADE = 4

Definition at line 2277 of file FixValues.h.

const int FIX::TrdType_NAME_CHANGE = 41

Definition at line 2243 of file FixValues.h.

const int FIX::TrdType_NON_STANDARD_SETTLEMENT = 48

Definition at line 2246 of file FixValues.h.

const int FIX::TrdType_OPTION_CABINET_TRADE = 20

Definition at line 2276 of file FixValues.h.

const int FIX::TrdType_OPTION_EXERCISE = 45

Definition at line 2227 of file FixValues.h.

const int FIX::TrdType_OPTION_INTERIM_TRADE = 19

Definition at line 2251 of file FixValues.h.

const int FIX::TrdType_OTC = 54

Definition at line 2267 of file FixValues.h.

const int FIX::TrdType_PORTFOLIO_TRADE = 50

Definition at line 2258 of file FixValues.h.

const int FIX::TrdType_PORTFOLIO_TRANSFER = 42

Definition at line 2261 of file FixValues.h.

const int FIX::TrdType_PRIOR_REFERENCE_PRICE_TRADE = 9

Definition at line 2247 of file FixValues.h.

const int FIX::TrdType_PRIORREFERENCEPRICETRADE = 9

Definition at line 2269 of file FixValues.h.

const int FIX::TrdType_PRIVATELY_NEGOTIATED_TRADES = 22

Definition at line 2252 of file FixValues.h.

const int FIX::TrdType_PROROGATION_BUY = 43

Definition at line 2274 of file FixValues.h.

const int FIX::TrdType_PROROGATION_SELL = 44

Definition at line 2256 of file FixValues.h.

const int FIX::TrdType_REGULAR_TRADE = 0

Definition at line 2230 of file FixValues.h.

const int FIX::TrdType_REGULARTRADE = 0

Definition at line 2278 of file FixValues.h.

const int FIX::TrdType_REPURCHASE_AGREEMENT = 53

Definition at line 2272 of file FixValues.h.

const int FIX::TrdType_SPECIAL_CUM_BONUS = 36

Definition at line 2224 of file FixValues.h.

const int FIX::TrdType_SPECIAL_CUM_CAPITAL_REPAYMENTS = 34

Definition at line 2223 of file FixValues.h.

const int FIX::TrdType_SPECIAL_CUM_COUPON = 27

Definition at line 2264 of file FixValues.h.

const int FIX::TrdType_SPECIAL_CUM_DIVIDEND = 25

Definition at line 2254 of file FixValues.h.

const int FIX::TrdType_SPECIAL_CUM_RIGHTS = 32

Definition at line 2235 of file FixValues.h.

const int FIX::TrdType_SPECIAL_EX_BONUS = 37

Definition at line 2236 of file FixValues.h.

const int FIX::TrdType_SPECIAL_EX_CAPITAL_REPAYMENTS = 35

Definition at line 2219 of file FixValues.h.

const int FIX::TrdType_SPECIAL_EX_COUPON = 28

Definition at line 2233 of file FixValues.h.

const int FIX::TrdType_SPECIAL_EX_DIVIDEND = 26

Definition at line 2232 of file FixValues.h.

const int FIX::TrdType_SPECIAL_EX_RIGHTS = 33

Definition at line 2273 of file FixValues.h.

const int FIX::TrdType_SPECIAL_PRICE = 30

Definition at line 2234 of file FixValues.h.

const int FIX::TrdType_SUBSTITUTION_OF_FUTURES_FOR_FORWARDS = 23

Definition at line 2253 of file FixValues.h.

const int FIX::TrdType_T_TRADE = 5

Definition at line 2262 of file FixValues.h.

const int FIX::TrdType_TRADING_AT_SETTLEMENT = 15

Definition at line 2231 of file FixValues.h.

const int FIX::TrdType_TRANSFER = 3

Definition at line 2229 of file FixValues.h.

const int FIX::TrdType_TTRADE = 5

Definition at line 2266 of file FixValues.h.

const int FIX::TrdType_VOLUME_WEIGHTED_AVERAGE_TRADE = 51

Definition at line 2215 of file FixValues.h.

const int FIX::TrdType_WEIGHTED_AVERAGE_PRICE_TRADE = 6

Definition at line 2259 of file FixValues.h.

const int FIX::TrdType_WEIGHTEDAVERAGEPRICETRADE = 6

Definition at line 2257 of file FixValues.h.

const int FIX::TrdType_WORKED_PRINCIPAL_TRADE = 39

Definition at line 2260 of file FixValues.h.

const char FIX::TriggerAction_ACTIVATE = '1'

Definition at line 1271 of file FixValues.h.

const char FIX::TriggerAction_CANCEL = '3'

Definition at line 1273 of file FixValues.h.

const char FIX::TriggerAction_MODIFY = '2'

Definition at line 1272 of file FixValues.h.

const char FIX::TriggerOrderType_LIMIT = '2'

Definition at line 2103 of file FixValues.h.

const char FIX::TriggerOrderType_MARKET = '1'

Definition at line 2104 of file FixValues.h.

const char FIX::TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE = 'D'

Definition at line 1627 of file FixValues.h.

const char FIX::TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE = 'U'

Definition at line 1628 of file FixValues.h.

const char FIX::TriggerPriceType_BEST_BID = '3'

Definition at line 1715 of file FixValues.h.

const char FIX::TriggerPriceType_BEST_BID_OR_LAST_TRADE = '4'

Definition at line 1714 of file FixValues.h.

const char FIX::TriggerPriceType_BEST_MID = '6'

Definition at line 1713 of file FixValues.h.

const char FIX::TriggerPriceType_BEST_OFFER = '1'

Definition at line 1717 of file FixValues.h.

const char FIX::TriggerPriceType_BEST_OFFER_OR_LAST_TRADE = '5'

Definition at line 1716 of file FixValues.h.

const char FIX::TriggerPriceType_LAST_TRADE = '2'

Definition at line 1718 of file FixValues.h.

const char FIX::TriggerPriceTypeScope_GLOBAL = '3'

Definition at line 1771 of file FixValues.h.

const char FIX::TriggerPriceTypeScope_LOCAL = '1'

Definition at line 1769 of file FixValues.h.

const char FIX::TriggerPriceTypeScope_NATIONAL = '2'

Definition at line 1772 of file FixValues.h.

const char FIX::TriggerPriceTypeScope_NONE = '0'

Definition at line 1770 of file FixValues.h.

const char FIX::TriggerType_NEXT_AUCTION = '3'

Definition at line 603 of file FixValues.h.

const char FIX::TriggerType_PARTIAL_EXECUTION = '1'

Definition at line 605 of file FixValues.h.

const char FIX::TriggerType_PRICE_MOVEMENT = '4'

Definition at line 604 of file FixValues.h.

const char FIX::TriggerType_SPECIFIED_TRADING_SESSION = '2'

Definition at line 602 of file FixValues.h.

const char FIX::UnderlyingCashType_DIFF[] = "DIFF"

Definition at line 1647 of file FixValues.h.

const char FIX::UnderlyingCashType_FIXED[] = "FIXED"

Definition at line 1648 of file FixValues.h.

const char FIX::UnderlyingFXRateCalc_DIVIDE = 'D'

Definition at line 4205 of file FixValues.h.

const char FIX::UnderlyingFXRateCalc_MULTIPLY = 'M'

Definition at line 4206 of file FixValues.h.

const int FIX::UnderlyingPriceDeterminationMethod_AVERAGE_VALUE = 4

Definition at line 2322 of file FixValues.h.

const int FIX::UnderlyingPriceDeterminationMethod_OPTIMAL_VALUE = 3

Definition at line 2320 of file FixValues.h.

const int FIX::UnderlyingPriceDeterminationMethod_REGULAR = 1

Definition at line 2323 of file FixValues.h.

const int FIX::UnderlyingPriceDeterminationMethod_SPECIAL_REFERENCE = 2

Definition at line 2321 of file FixValues.h.

const int FIX::UnderlyingSettlementType_T_PLUS_1 = 2

Definition at line 3729 of file FixValues.h.

const int FIX::UnderlyingSettlementType_T_PLUS_3 = 4

Definition at line 3730 of file FixValues.h.

const int FIX::UnderlyingSettlementType_T_PLUS_4 = 5

Definition at line 3731 of file FixValues.h.

const char FIX::UnitOfMeasure_ALLOWANCES[] = "Alw"

Definition at line 1667 of file FixValues.h.

const char FIX::UnitOfMeasure_BARRELS[] = "Bbl"

Definition at line 1664 of file FixValues.h.

const char FIX::UnitOfMeasure_BILLION_CUBIC_FEET[] = "Bcf"

Definition at line 1659 of file FixValues.h.

const char FIX::UnitOfMeasure_BUSHELS[] = "Bu"

Definition at line 1668 of file FixValues.h.

const char FIX::UnitOfMeasure_GALLONS[] = "Gal"

Definition at line 1663 of file FixValues.h.

const char FIX::UnitOfMeasure_MEGAWATT_HOURS[] = "MWh"

Definition at line 1661 of file FixValues.h.

const char FIX::UnitOfMeasure_METRIC_TONS[] = "t"

Definition at line 1666 of file FixValues.h.

const char FIX::UnitOfMeasure_MILLION_BARRELS[] = "MMbbl"

Definition at line 1662 of file FixValues.h.

const char FIX::UnitOfMeasure_ONE_MILLION_BTU[] = "MMBtu"

Definition at line 1660 of file FixValues.h.

const char FIX::UnitOfMeasure_POUNDS[] = "lbs"

Definition at line 1665 of file FixValues.h.

const char FIX::UnitOfMeasure_TONS[] = "tn"

Definition at line 1658 of file FixValues.h.

const char FIX::UnitOfMeasure_TROY_OUNCES[] = "oz_tr"

Definition at line 1657 of file FixValues.h.

const char FIX::UnitOfMeasure_US_DOLLARS[] = "USD"

Definition at line 1656 of file FixValues.h.

const char FIX::UnsolicitedIndicator_NO = 'N'

Definition at line 497 of file FixValues.h.

const char FIX::UnsolicitedIndicator_YES = 'Y'

Definition at line 498 of file FixValues.h.

const char FIX::Urgency_BACKGROUND = '2'

Definition at line 1739 of file FixValues.h.

const char FIX::Urgency_FLASH = '1'

Definition at line 1737 of file FixValues.h.

const char FIX::Urgency_NORMAL = '0'

Definition at line 1738 of file FixValues.h.

const char FIX::USE_DATA_DICTIONARY[] = "UseDataDictionary"

Definition at line 43 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::USE_LOCAL_TIME[] = "UseLocalTime"

Definition at line 49 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const int FIX::UserRequestType_CHANGE_PASSWORD_FOR_USER = 3

Definition at line 533 of file FixValues.h.

const int FIX::UserRequestType_CHANGEPASSWORDFORUSER = 3

Definition at line 534 of file FixValues.h.

const int FIX::UserRequestType_LOG_OFF_USER = 2

Definition at line 536 of file FixValues.h.

const int FIX::UserRequestType_LOG_ON_USER = 1

Definition at line 540 of file FixValues.h.

const int FIX::UserRequestType_LOGOFFUSER = 2

Definition at line 535 of file FixValues.h.

const int FIX::UserRequestType_LOGONUSER = 1

Definition at line 539 of file FixValues.h.

const int FIX::UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS = 4

Definition at line 537 of file FixValues.h.

const int FIX::UserRequestType_REQUESTINDIVIDUALUSERSTATUS = 4

Definition at line 538 of file FixValues.h.

const int FIX::UserStatus_FORCED_USER_LOGOUT_BY_EXCHANGE = 7

Definition at line 3054 of file FixValues.h.

const int FIX::UserStatus_LOGGED_IN = 1

Definition at line 3052 of file FixValues.h.

const int FIX::UserStatus_LOGGEDIN = 1

Definition at line 3059 of file FixValues.h.

const int FIX::UserStatus_NOT_LOGGED_IN = 2

Definition at line 3049 of file FixValues.h.

const int FIX::UserStatus_NOTLOGGEDIN = 2

Definition at line 3056 of file FixValues.h.

const int FIX::UserStatus_OTHER = 6

Definition at line 3058 of file FixValues.h.

const int FIX::UserStatus_PASSWORD_CHANGED = 5

Definition at line 3057 of file FixValues.h.

const int FIX::UserStatus_PASSWORD_INCORRECT = 4

Definition at line 3050 of file FixValues.h.

const int FIX::UserStatus_PASSWORDCHANGED = 5

Definition at line 3053 of file FixValues.h.

const int FIX::UserStatus_PASSWORDINCORRECT = 4

Definition at line 3061 of file FixValues.h.

const int FIX::UserStatus_SESSION_SHUTDOWN_WARNING = 8

Definition at line 3060 of file FixValues.h.

const int FIX::UserStatus_USER_NOT_RECOGNISED = 3

Definition at line 3055 of file FixValues.h.

const int FIX::UserStatus_USERNOTRECOGNISED = 3

Definition at line 3051 of file FixValues.h.

const char FIX::VALIDATE_FIELDS_HAVE_VALUES[] = "ValidateFieldsHaveValues"

Definition at line 71 of file SessionSettings.h.

const char FIX::VALIDATE_FIELDS_OUT_OF_ORDER[] = "ValidateFieldsOutOfOrder"

Definition at line 70 of file SessionSettings.h.

const char FIX::VALIDATE_USER_DEFINED_FIELDS[] = "ValidateUserDefinedFields"

Definition at line 72 of file SessionSettings.h.

const char FIX::ValuationMethod_CDS_IN_DELIVERY[] = "CDSD"

Definition at line 599 of file FixValues.h.

const char FIX::ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON[] = "CDS"

Definition at line 600 of file FixValues.h.

const char FIX::ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET[] = "FUT"

Definition at line 601 of file FixValues.h.

const char FIX::ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT[] = "FUTDA"

Definition at line 597 of file FixValues.h.

const char FIX::ValuationMethod_PREMIUM_STYLE[] = "EQTY"

Definition at line 598 of file FixValues.h.

const char FIX::VenueType_ELECTRONIC = 'E'

Definition at line 1005 of file FixValues.h.

const char FIX::VenueType_EX_PIT = 'X'

Definition at line 1004 of file FixValues.h.

const char FIX::VenueType_PIT = 'P'

Definition at line 1003 of file FixValues.h.

const char FIX::WorkingIndicator_NO = 'N'

Definition at line 1458 of file FixValues.h.

const char FIX::WorkingIndicator_YES = 'Y'

Definition at line 1459 of file FixValues.h.

const char FIX::YieldType_AFTER_TAX_YIELD[] = "AFTERTAX"

Definition at line 1341 of file FixValues.h.

const char FIX::YieldType_AFTERTAXYIELD[] = "AFTERTAX"

Definition at line 1382 of file FixValues.h.

const char FIX::YieldType_ANNUAL_YIELD[] = "ANNUAL"

Definition at line 1369 of file FixValues.h.

const char FIX::YieldType_ANNUAL_YIELD_THE_ANNUAL_INTEREST_OR_DIVIDEND_INCOME_AN_INVESTMENT_EARNS_EXPRESSED_AS_A_PERCENTAGE_OF_THE_INVESTMENTS_TOTAL_VALUE[] = "ANNUAL"

Definition at line 1412 of file FixValues.h.

const char FIX::YieldType_ANNUALYIELD[] = "ANNUAL"

Definition at line 1340 of file FixValues.h.

const char FIX::YieldType_BOOK_YIELD[] = "BOOK"

Definition at line 1371 of file FixValues.h.

const char FIX::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"

Definition at line 1361 of file FixValues.h.

const char FIX::YieldType_BOOKYIELD[] = "BOOK"

Definition at line 1428 of file FixValues.h.

const char FIX::YieldType_CLOSING_YIELD[] = "CLOSE"

Definition at line 1416 of file FixValues.h.

const char FIX::YieldType_CLOSING_YIELD_MOST_RECENT_MONTH[] = "LASTMONTH"

Definition at line 1391 of file FixValues.h.

const char FIX::YieldType_CLOSING_YIELD_MOST_RECENT_MONTH_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_MONTHS_END[] = "LASTMONTH"

Definition at line 1373 of file FixValues.h.

const char FIX::YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER[] = "LASTQUARTER"

Definition at line 1329 of file FixValues.h.

const char FIX::YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_QUARTERS_END[] = "LASTQUARTER"

Definition at line 1393 of file FixValues.h.

const char FIX::YieldType_CLOSING_YIELD_MOST_RECENT_YEAR[] = "LASTYEAR"

Definition at line 1349 of file FixValues.h.

const char FIX::YieldType_CLOSING_YIELD_MOST_RECENT_YEAR_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_YEARS_END[] = "LASTYEAR"

Definition at line 1374 of file FixValues.h.

const char FIX::YieldType_CLOSING_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE[] = "CLOSE"

Definition at line 1383 of file FixValues.h.

const char FIX::YieldType_CLOSINGYIELD[] = "CLOSE"

Definition at line 1338 of file FixValues.h.

const char FIX::YieldType_CLOSINGYIELDMOSTRECENTMONTH[] = "LASTMONTH"

Definition at line 1390 of file FixValues.h.

const char FIX::YieldType_CLOSINGYIELDMOSTRECENTQUARTER[] = "LASTQUARTER"

Definition at line 1420 of file FixValues.h.

const char FIX::YieldType_CLOSINGYIELDMOSTRECENTYEAR[] = "LASTYEAR"

Definition at line 1360 of file FixValues.h.

const char FIX::YieldType_COMPOUND_YIELD[] = "COMPOUND"

Definition at line 1359 of file FixValues.h.

const char FIX::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"

Definition at line 1333 of file FixValues.h.

const char FIX::YieldType_COMPOUNDYIELD[] = "COMPOUND"

Definition at line 1386 of file FixValues.h.

const char FIX::YieldType_CURRENT_YIELD[] = "CURRENT"

Definition at line 1356 of file FixValues.h.

const char FIX::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"

Definition at line 1348 of file FixValues.h.

const char FIX::YieldType_CURRENTYIELD[] = "CURRENT"

Definition at line 1398 of file FixValues.h.

const char FIX::YieldType_GOVERNMENT_EQUIVALENT_YIELD_ASK_YIELD_BASED_ON_SEMI_ANNUAL_COUPONS_COMPOUNDING_IN_ALL_PERIODS_AND_ACTUAL_ACTUAL_CALENDAR[] = "GOVTEQUIV"

Definition at line 1363 of file FixValues.h.

const char FIX::YieldType_GVNT_EQUIVALENT_YIELD[] = "GOVTEQUIV"

Definition at line 1342 of file FixValues.h.

const char FIX::YieldType_GVNTEQUIVALENTYIELD[] = "GOVTEQUIV"

Definition at line 1339 of file FixValues.h.

const char FIX::YieldType_INVERSE_FLOATER_BOND_YIELD[] = "INVERSEFLOATER"

Definition at line 1379 of file FixValues.h.

const char FIX::YieldType_INVERSE_FLOATER_BOND_YIELD_INVERSE_FLOATER_SEMI_ANNUAL_BOND_EQUIVALENT_RATE[] = "INVERSEFLOATER"

Definition at line 1355 of file FixValues.h.

const char FIX::YieldType_INVFLOATERBONDYIELD[] = "INVERSEFLOATER"

Definition at line 1423 of file FixValues.h.

const char FIX::YieldType_MARK_TO_MARKET_YIELD[] = "MARK"

Definition at line 1328 of file FixValues.h.

const char FIX::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"

Definition at line 1405 of file FixValues.h.

const char FIX::YieldType_MARKTOMARKETYIELD[] = "MARK"

Definition at line 1397 of file FixValues.h.

const char FIX::YieldType_MOST_RECENT_CLOSING_YIELD[] = "LASTCLOSE"

Definition at line 1414 of file FixValues.h.

const char FIX::YieldType_MOST_RECENT_CLOSING_YIELD_THE_LAST_AVAILABLE_YIELD_STORED_IN_HISTORY_COMPUTED_USING_PRICE[] = "LASTCLOSE"

Definition at line 1424 of file FixValues.h.

const char FIX::YieldType_MOSTRECENTCLOSINGYIELD[] = "LASTCLOSE"

Definition at line 1396 of file FixValues.h.

const char FIX::YieldType_OPEN_AVERAGE_YIELD[] = "OPENAVG"

Definition at line 1399 of file FixValues.h.

const char FIX::YieldType_OPEN_AVERAGE_YIELD_THE_AVERAGE_YIELD_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO[] = "OPENAVG"

Definition at line 1368 of file FixValues.h.

const char FIX::YieldType_OPENAVERAGEYIELD[] = "OPENAVG"

Definition at line 1375 of file FixValues.h.

const char FIX::YieldType_PREVIOUS_CLOSE_YIELD[] = "PREVCLOSE"

Definition at line 1332 of file FixValues.h.

const char FIX::YieldType_PREVIOUS_CLOSE_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_1_DAY_AGO[] = "PREVCLOSE"

Definition at line 1385 of file FixValues.h.

const char FIX::YieldType_PREVIOUSCLOSEYIELD[] = "PREVCLOSE"

Definition at line 1389 of file FixValues.h.

const char FIX::YieldType_PROCEEDS_YIELD[] = "PROCEEDS"

Definition at line 1352 of file FixValues.h.

const char FIX::YieldType_PROCEEDS_YIELD_THE_CD_EQUIVALENT_YIELD_WHEN_THE_REMAINING_TIME_TO_MATURITY_IS_LESS_THAN_TWO_YEARS[] = "PROCEEDS"

Definition at line 1403 of file FixValues.h.

const char FIX::YieldType_PROCEEDSYIELD[] = "PROCEEDS"

Definition at line 1367 of file FixValues.h.

const char FIX::YieldType_SEMI[] = "SEMIANNUAL"

Definition at line 1347 of file FixValues.h.

const char FIX::YieldType_SEMI_ANNUAL_YIELD[] = "SEMIANNUAL"

Definition at line 1413 of file FixValues.h.

const char FIX::YieldType_SEMI_ANNUAL_YIELD_THE_YIELD_OF_A_BOND_WHOSE_COUPON_PAYMENTS_ARE_REINVESTED_SEMI_ANNUALLY[] = "SEMIANNUAL"

Definition at line 1381 of file FixValues.h.

const char FIX::YieldType_SIMPLE_YIELD[] = "SIMPLE"

Definition at line 1406 of file FixValues.h.

const char FIX::YieldType_SIMPLE_YIELD_THE_YIELD_OF_A_BOND_ASSUMING_NO_REINVESTMENT_OF_COUPON_PAYMENTS[] = "SIMPLE"

Definition at line 1427 of file FixValues.h.

const char FIX::YieldType_SIMPLEYIELD[] = "SIMPLE"

Definition at line 1357 of file FixValues.h.

const char FIX::YieldType_TAX_EQUIVALENT_YIELD[] = "TAXEQUIV"

Definition at line 1377 of file FixValues.h.

const char FIX::YieldType_TAX_EQUIVALENT_YIELD_THE_AFTER_TAX_YIELD_GROSSED_UP_BY_THE_MAXIMUM_FEDERAL_TAX_RATE_OF_396_FOR_COMPARISON_TO_TAXABLE_YIELDS[] = "TAXEQUIV"

Definition at line 1354 of file FixValues.h.

const char FIX::YieldType_TAXEQUIVALENTYIELD[] = "TAXEQUIV"

Definition at line 1395 of file FixValues.h.

const char FIX::YieldType_TRUE_GROSS_YIELD[] = "GROSS"

Definition at line 1378 of file FixValues.h.

const char FIX::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"

Definition at line 1400 of file FixValues.h.

const char FIX::YieldType_TRUE_YIELD[] = "TRUE"

Definition at line 1376 of file FixValues.h.

const char FIX::YieldType_TRUE_YIELD_THE_YIELD_CALCULATED_WITH_COUPON_DATES_MOVED_FROM_A_WEEKEND_OR_HOLIDAY_TO_THE_NEXT_VALID_SETTLEMENT_DATE[] = "TRUE"

Definition at line 1380 of file FixValues.h.

const char FIX::YieldType_TRUEGROSSYIELD[] = "GROSS"

Definition at line 1358 of file FixValues.h.

const char FIX::YieldType_TRUEYIELD[] = "TRUE"

Definition at line 1419 of file FixValues.h.

const char FIX::YieldType_YIELD_AT_ISSUE[] = "ATISSUE"

Definition at line 1335 of file FixValues.h.

const char FIX::YieldType_YIELD_CHANGE_SINCE_CLOSE[] = "CHANGE"

Definition at line 1351 of file FixValues.h.

const char FIX::YieldType_YIELD_CHANGE_SINCE_CLOSE_THE_CHANGE_IN_THE_YIELD_SINCE_THE_PREVIOUS_DAYS_CLOSING_YIELD[] = "CHANGE"

Definition at line 1346 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_AVERAGE_LIFE_THE_YIELD_ASSUMING_THAT_ALL_SINKS[] = "AVGLIFE"

Definition at line 1392 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_AVERAGE_MATURITY[] = "AVGMATURITY"

Definition at line 1407 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_AVG_MATURITY[] = "AVGMATURITY"

Definition at line 1365 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_LONGEST_AVERAGE[] = "LONGEST"

Definition at line 1388 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE[] = "LONGAVGLIFE"

Definition at line 1422 of file FixValues.h.

const char FIX::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"

Definition at line 1404 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_MATURITY[] = "MATURITY"

Definition at line 1330 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_MATURITY_THE_YIELD_OF_A_BOND_TO_ITS_MATURITY_DATE[] = "MATURITY"

Definition at line 1353 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_NEXT_CALL[] = "CALL"

Definition at line 1350 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_NEXT_CALL_THE_YIELD_OF_A_BOND_TO_THE_NEXT_POSSIBLE_CALL_DATE[] = "CALL"

Definition at line 1409 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_NEXT_PUT[] = "PUT"

Definition at line 1372 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_NEXT_PUT_THE_YIELD_TO_THE_DATE_AT_WHICH_THE_BOND_HOLDER_CAN_NEXT_PUT_THE_BOND_TO_THE_ISSUER[] = "PUT"

Definition at line 1362 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_NEXT_REFUND[] = "NEXTREFUND"

Definition at line 1336 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_SHORTEST_AVERAGE[] = "SHORTEST"

Definition at line 1394 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE[] = "SHORTAVGLIFE"

Definition at line 1415 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE_SAME_AS_AVGLIFE_ABOVE[] = "SHORTAVGLIFE"

Definition at line 1345 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_TENDER_DATE[] = "TENDER"

Definition at line 1366 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_TENDER_DATE_THE_YIELD_ON_A_MUNICIPAL_BOND_TO_ITS_MANDATORY_TENDER_DATE[] = "TENDER"

Definition at line 1364 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_WORST[] = "WORST"

Definition at line 1370 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_WORST_CONVENTION_THE_LOWEST_YIELD_TO_ALL_POSSIBLE_REDEMPTION_DATE_SCENARIOS[] = "WORST"

Definition at line 1408 of file FixValues.h.

const char FIX::YieldType_YIELD_VALUE_OF_1_32[] = "VALUE1_32"

Definition at line 1421 of file FixValues.h.

const char FIX::YieldType_YIELD_VALUE_OF_1_32_THE_AMOUNT_THAT_THE_YIELD_WILL_CHANGE_FOR_A_1_32ND_CHANGE_IN_PRICE[] = "VALUE1/32"

Definition at line 1387 of file FixValues.h.

const char FIX::YieldType_YIELD_WITH_INFLATION_ASSUMPTION[] = "INFLATION"

Definition at line 1401 of file FixValues.h.

const char FIX::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"

Definition at line 1418 of file FixValues.h.

const char FIX::YieldType_YIELDATISSUE[] = "ATISSUE"

Definition at line 1337 of file FixValues.h.

const char FIX::YieldType_YIELDCHANGESINCECLOSE[] = "CHANGE"

Definition at line 1343 of file FixValues.h.

const char FIX::YieldType_YIELDINFLATIONASSUMPTION[] = "INFLATION"

Definition at line 1417 of file FixValues.h.

const char FIX::YieldType_YIELDTOAVGMATURITY[] = "AVGMATURITY"

Definition at line 1410 of file FixValues.h.

const char FIX::YieldType_YIELDTOLONGESTAVERAGELIFE[] = "LONGAVGLIFE"

Definition at line 1411 of file FixValues.h.

const char FIX::YieldType_YIELDTOMATURITY[] = "MATURITY"

Definition at line 1344 of file FixValues.h.

const char FIX::YieldType_YIELDTONEXTCALL[] = "CALL"

Definition at line 1426 of file FixValues.h.

const char FIX::YieldType_YIELDTONEXTPUT[] = "PUT"

Definition at line 1425 of file FixValues.h.

const char FIX::YieldType_YIELDTONEXTREFUNDSINKING[] = "NEXTREFUND"

Definition at line 1402 of file FixValues.h.

const char FIX::YieldType_YIELDTOSHORTESTAVERAGELIFE[] = "SHORTAVGLIFE"

Definition at line 1334 of file FixValues.h.

const char FIX::YieldType_YIELDTOTENDERDATE[] = "TENDER"

Definition at line 1331 of file FixValues.h.

const char FIX::YieldType_YIELDTOWORSTCONVENTION[] = "WORST"

Definition at line 1384 of file FixValues.h.

const char FIX::YieldType_YIELDVALUEOF132[] = "VALUE1_32"

Definition at line 1429 of file FixValues.h.