Namespaces | Classes | Typedefs | Functions | Variables
FIX Namespace Reference

Namespaces

 FIELD
 
 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  atomic_count
 Atomic count class - consider using interlocked functions. 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 converter 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  Header
 
class  Trailer
 
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  shared_array
 Shared array with atomic reference count. 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< DOMNodeDOMNodePtr
 
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 int signed_int
 
typedef unsigned int unsigned_int
 
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 std::less< int > normal_order
 
typedef void *( THREAD_START_ROUTINE )(void *)
 
typedef pthread_t thread_id
 

Functions

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)
 
int number_of_symbols_in (const signed_int value)
 
char * integer_to_string (char *buf, const size_t len, signed_int t)
 
char * integer_to_string_padded (char *buf, const size_t len, signed_int 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. More...
 
 DEFINE_INT (MaxPriceLevels)
 
 DEFINE_DATA (DerivativeEncodedIssuer)
 
 DEFINE_NUMINGROUP (NoCompIDs)
 
 DEFINE_STRING (SettlInstRefID)
 
 DEFINE_STRING (NestedPartyID)
 
 DEFINE_PERCENTAGE (DetachmentPoint)
 
 DEFINE_BOOLEAN (LateIndicator)
 
 DEFINE_STRING (SecurityListID)
 
 DEFINE_INT (DerivativeFlowScheduleType)
 
 DEFINE_BOOLEAN (FlexibleIndicator)
 
 DEFINE_NUMINGROUP (NoExecInstRules)
 
 DEFINE_UTCTIMESTAMP (SideTrdRegTimestamp)
 
 DEFINE_INT (DeliveryForm)
 
 DEFINE_INT (ExecRestatementReason)
 
 DEFINE_PERCENTAGE (MidYield)
 
 DEFINE_FLOAT (ContractMultiplier)
 
 DEFINE_AMT (CcyAmt)
 
 DEFINE_QTY (LegOrderQty)
 
 DEFINE_INT (AllocIntermedReqType)
 
 DEFINE_STRING (UnderlyingIssuer)
 
 DEFINE_NUMINGROUP (NoNested2PartyIDs)
 
 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_NUMINGROUP (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 (NoLegStipulations)
 
 DEFINE_EXCHANGE (LegSecurityExchange)
 
 DEFINE_QTY (CashOrderQty)
 
 DEFINE_AMT (AccruedInterestAmt)
 
 DEFINE_STRING (MDEntrySeller)
 
 DEFINE_PRICE (LegPrice)
 
 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 (UnderlyingOriginalNotionalPercentageOutstanding)
 
 DEFINE_INT (MultilegPriceMethod)
 
 DEFINE_INT (TotNoFills)
 
 DEFINE_STRING (DerivativeSettleOnOpenFlag)
 
 DEFINE_INT (UnderlyingRepurchaseTerm)
 
 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_STRING (LocationID)
 
 DEFINE_CURRENCY (Currency)
 
 DEFINE_INT (RoutingType)
 
 DEFINE_PRICE (UnderlyingStrikePrice)
 
 DEFINE_CHAR (BidTradeType)
 
 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 (LegContractMultiplierUnit)
 
 DEFINE_DATA (SecureData)
 
 DEFINE_STRING (SenderLocationID)
 
 DEFINE_PRICE (FirstPx)
 
 DEFINE_DATA (EncodedLegIssuer)
 
 DEFINE_CHAR (AssignmentMethod)
 
 DEFINE_STRING (RoutingID)
 
 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 (DerivativeSecuritySubType)
 
 DEFINE_STRING (TriggerTradingSessionSubID)
 
 DEFINE_STRING (TradeLinkID)
 
 DEFINE_PRICE (LegBenchmarkPrice)
 
 DEFINE_SEQNUM (HopRefID)
 
 DEFINE_STRING (Designation)
 
 DEFINE_STRING (TradeRequestID)
 
 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_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_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 (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_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_STRING (UnderlyingSettlementStatus)
 
 DEFINE_STRING (SecurityAltID)
 
 DEFINE_STRING (RegistRefID)
 
 DEFINE_STRING (DerivativePriceQuoteMethod)
 
 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_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_INT (TotNoCxldQuotes)
 
 DEFINE_BOOLEAN (AggregatedBook)
 
 DEFINE_STRING (PaymentRef)
 
 DEFINE_LOCALMKTDATE (PaymentDate)
 
 DEFINE_PERCENTAGE (OrderPercent)
 
 DEFINE_INT (PosQtyStatus)
 
 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_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_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_STRING (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_STRING (UnderlyingLegSymbolSfx)
 
 DEFINE_INT (LiquidityNumSecurities)
 
 DEFINE_NUMINGROUP (NoMsgTypes)
 
 DEFINE_UTCTIMESTAMP (TradSesStartTime)
 
 DEFINE_CHAR (MDEntryType)
 
 DEFINE_CURRENCY (AgreementCurrency)
 
 DEFINE_INT (PegMoveType)
 
 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_DATA (EncodedMktSegmDesc)
 
 DEFINE_INT (DerivativeEventType)
 
 DEFINE_MONTHYEAR (DerivativeMaturityMonthYear)
 
 DEFINE_STRING (SideTradeReportID)
 
 DEFINE_NUMINGROUP (NoQuoteSets)
 
 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_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_LOCALMKTDATE (DerivativeEventDate)
 
 DEFINE_AMT (SideGrossTradeAmt)
 
 DEFINE_PRICE (PeggedPrice)
 
 DEFINE_INT (ExpirationCycle)
 
 DEFINE_INT (AllocCancReplaceReason)
 
 DEFINE_INT (CxlRejReason)
 
 DEFINE_STRING (BeginString)
 
 DEFINE_STRING (DeliverToSubID)
 
 DEFINE_QTY (LegPriceUnitOfMeasureQty)
 
 DEFINE_NUMINGROUP (NoCollInquiryQualifier)
 
 DEFINE_PRICE (OfferPx)
 
 DEFINE_UTCDATE (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_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_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_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_STRING (UnderlyingLegSecuritySubType)
 
 DEFINE_NUMINGROUP (NoUnderlyingSecurityAltID)
 
 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_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_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_INT (StrikePriceDeterminationMethod)
 
 DEFINE_LOCALMKTDATE (EndDate)
 
 DEFINE_AMT (CashOutstanding)
 
 DEFINE_STRING (MDReqID)
 
 DEFINE_STRING (IOIRefID)
 
 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_CURRENCY (LegAllocSettlCurrency)
 
 DEFINE_QTY (UnderlyingAdjustedQuantity)
 
 DEFINE_CHAR (OwnershipType)
 
 DEFINE_QTY (MaxShow)
 
 DEFINE_STRING (LegSecurityID)
 
 DEFINE_STRING (DerivativeSecurityDesc)
 
 DEFINE_STRING (UnitOfMeasure)
 
 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_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_AMT (UnderlyingDeliveryAmount)
 
 DEFINE_INT (SideQty)
 
 DEFINE_INT (CollAsgnTransType)
 
 DEFINE_PRICEOFFSET (ThresholdAmount)
 
 DEFINE_QTY (DefBidSize)
 
 DEFINE_STRING (LegStateOrProvinceOfIssue)
 
 DEFINE_INT (PaymentMethod)
 
 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_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_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_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_NUMINGROUP (NoPartySubIDs)
 
 DEFINE_STRING (SettlInstReqID)
 
 DEFINE_STRING (LegRepoCollateralSecurityType)
 
 DEFINE_STRING (AffectedSecondaryOrderID)
 
 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_NUMINGROUP (NoMatchRules)
 
 DEFINE_SEQNUM (ApplEndSeqNum)
 
 DEFINE_PRICE (EventPx)
 
 DEFINE_STRING (AsgnRptID)
 
 DEFINE_CHAR (TimeInForce)
 
 DEFINE_PRICE (LowPx)
 
 DEFINE_CHAR (IOIQualifier)
 
 DEFINE_STRING (WaveNo)
 
 DEFINE_INT (StrikePriceBoundaryMethod)
 
 DEFINE_LOCALMKTDATE (DerivativeIssueDate)
 
 DEFINE_STRING (MiscFeeType)
 
 DEFINE_STRING (QuoteID)
 
 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_STRING (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_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_NUMINGROUP (NoLotTypeRules)
 
 DEFINE_NUMINGROUP (NoDates)
 
 DEFINE_CHAR (CxlRejResponseTo)
 
 DEFINE_UTCTIMESTAMP (EffectiveTime)
 
 DEFINE_AMT (GrossTradeAmt)
 
 DEFINE_STRING (SecurityListDesc)
 
 DEFINE_STRING (NotAffectedOrderID)
 
 DEFINE_FLOAT (DerivativeStrikeValue)
 
 DEFINE_NUMINGROUP (NoPosAmt)
 
 DEFINE_STRING (LegCreditRating)
 
 DEFINE_PRICEOFFSET (BidForwardPoints2)
 
 DEFINE_LOCALMKTDATE (SettlDate)
 
 DEFINE_STRING (ClientID)
 
 DEFINE_INT (QuoteCancelType)
 
 DEFINE_STRING (StipulationType)
 
 DEFINE_AMT (OutMainCntryUIndex)
 
 DEFINE_CHAR (LegSettlmntTyp)
 
 DEFINE_INT (DerivativeNTPositionLimit)
 
 DEFINE_STRING (PriceQuoteMethod)
 
 DEFINE_PRICE (LowLimitPrice)
 
 DEFINE_STRING (LegUnitOfMeasure)
 
 DEFINE_INT (SessionRejectReason)
 
 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_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_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_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_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 (UnderlyingFlowScheduleType)
 
 DEFINE_STRING (UnderlyingStipValue)
 
 DEFINE_SEQNUM (NextExpectedMsgSeqNum)
 
 DEFINE_CURRENCY (BenchmarkCurveCurrency)
 
 DEFINE_STRING (CFICode)
 
 DEFINE_FLOAT (Factor)
 
 DEFINE_QTY (LastShares)
 
 DEFINE_UTCTIMESTAMP (EventTime)
 
 DEFINE_INT (RootPartySubIDType)
 
 DEFINE_INT (ShortSaleReason)
 
 DEFINE_DATA (XmlData)
 
 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_CHAR (DerivativeInstrmtAssignmentMethod)
 
 DEFINE_STRING (UnderlyingIDSource)
 
 DEFINE_STRING (AdvId)
 
 DEFINE_UTCTIMESTAMP (TransBkdTime)
 
 DEFINE_PRICE (LegLastPx)
 
 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_BOOLEAN (ApplResendFlag)
 
 DEFINE_PRICE (DerivativeCapPrice)
 
 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_QTY (UnderlyingPriceUnitOfMeasureQty)
 
 DEFINE_FLOAT (FeeMultiplier)
 
 DEFINE_TZTIMEONLY (UnderlyingMaturityTime)
 
 DEFINE_STRING (ApplID)
 
 DEFINE_AMT (LegGrossTradeAmt)
 
 DEFINE_UTCDATEONLY (MDEntryDate)
 
 DEFINE_CURRENCY (LegBenchmarkCurveCurrency)
 
 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 (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 (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_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_DATA (EncodedSecurityListDesc)
 
 DEFINE_LENGTH (EncryptedPasswordLen)
 
 DEFINE_PERCENTAGE (LegDividendYield)
 
 DEFINE_BOOLEAN (RefreshIndicator)
 
 DEFINE_CURRENCY (SideSettlCurrency)
 
 DEFINE_INT (UnderlyingSettlementType)
 
 DEFINE_QTY (OrderCapacityQty)
 
 DEFINE_QTY (LongQty)
 
 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_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_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_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_NUMINGROUP (NoSettlDetails)
 
 DEFINE_CHAR (TradeHandlingInstr)
 
 DEFINE_STRING (CashSettlAgentCode)
 
 DEFINE_INT (LegPriceType)
 
 DEFINE_LENGTH (EncodedListExecInstLen)
 
 DEFINE_INT (TradSesMethod)
 
 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 (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 (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_INT (RefOrdIDReason)
 
 DEFINE_STRING (DerivativeInstrumentPartyID)
 
 DEFINE_STRING (SecurityXMLSchema)
 
 DEFINE_CHAR (RefOrderIDSource)
 
 DEFINE_INT (NTPositionLimit)
 
 DEFINE_AMT (EndAccruedInterestAmt)
 
 DEFINE_PERCENTAGE (AccruedInterestRate)
 
 DEFINE_CHAR (LastCapacity)
 
 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 (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_NUMINGROUP (NoUnderlyingLegSecurityAltID)
 
 DEFINE_BOOLEAN (ReversalIndicator)
 
 DEFINE_CHECKSUM (CheckSum)
 
 DEFINE_STRING (TargetSubID)
 
 DEFINE_INT (PosReqStatus)
 
 DEFINE_INT (PriorityIndicator)
 
 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_UTCTIMESTAMP (ComplexEventStartDate)
 
 DEFINE_STRING (UnderlyingRestructuringType)
 
 DEFINE_QTY (LegUnitOfMeasureQty)
 
 DEFINE_NUMINGROUP (NoTrdRegTimestamps)
 
 DEFINE_LOCALMKTDATE (SendingDate)
 
 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_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_STRING (DerivativeInstrumentPartySubID)
 
 DEFINE_INT (NetworkStatusResponseType)
 
 DEFINE_LOCALMKTDATE (DateOfBirth)
 
 DEFINE_PRICE (StartStrikePxRange)
 
 DEFINE_STRING (UndlyInstrumentPartySubID)
 
 DEFINE_STRING (SecondaryTradeReportRefID)
 
 DEFINE_STRING (UnderlyingCPRegType)
 
 DEFINE_LENGTH (SignatureLength)
 
 DEFINE_QTY (OrderQty)
 
 DEFINE_PERCENTAGE (OriginalNotionalPercentageOutstanding)
 
 DEFINE_STRING (UnderlyingTimeUnit)
 
 DEFINE_LENGTH (EncodedHeadlineLen)
 
 DEFINE_NUMINGROUP (NoRegistDtls)
 
 DEFINE_STRING (StrategyParameterValue)
 
 DEFINE_NUMINGROUP (NoInstrumentParties)
 
 DEFINE_INT (QuoteType)
 
 DEFINE_NUMINGROUP (NoStrategyParameters)
 
 DEFINE_INT (IndividualAllocRejCode)
 
 DEFINE_CHAR (DiscretionInst)
 
 DEFINE_INT (TargetPartyRole)
 
 DEFINE_INT (CrossPrioritization)
 
 DEFINE_DATA (EncodedListStatusText)
 
 DEFINE_CHAR (IOIOthSvc)
 
 DEFINE_LOCALMKTDATE (LegIssueDate)
 
 DEFINE_CHAR (MDReqRejReason)
 
 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_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. More...
 
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

static const char digit_pairs [201]
 
const int DeliveryForm_BOOKENTRY = 1
 
const int DeliveryForm_BEARER = 2
 
const int DeliveryForm_BOOK_ENTRY = 1
 
const int ExecRestatementReason_WAREHOUSE_RECAP = 10
 
const int ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE = 7
 
const int ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY = 5
 
const int ExecRestatementReason_GT_CORPORATE_ACTION = 0
 
const int ExecRestatementReason_PEG_REFRESH = 11
 
const int ExecRestatementReason_CANCELED_NOT_BEST = 9
 
const int ExecRestatementReason_CANCEL_ON_TRADING_HALT = 6
 
const int ExecRestatementReason_VERBAL_CHANGE = 2
 
const int ExecRestatementReason_OTHER = 99
 
const int ExecRestatementReason_BROKER_OPTION = 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_ACCOUNT_LEVEL_REJECT = 6
 
const int AllocIntermedReqType_BLOCK_LEVEL_REJECT = 5
 
const int AllocIntermedReqType_PENDING_ACCEPT = 1
 
const int AllocIntermedReqType_ACCEPT = 4
 
const int SecurityListTypeSource_GICS = 3
 
const int SecurityListTypeSource_NAICS = 2
 
const int SecurityListTypeSource_ICB = 1
 
const int CollInquiryQualifier_OUTSTANDING_TRADES = 7
 
const int CollInquiryQualifier_PARTIALLY_ASSIGNED = 5
 
const int CollInquiryQualifier_TRADE_DATE = 0
 
const int CollInquiryQualifier_FULLY_ASSIGNED = 6
 
const int CollInquiryQualifier_SUBSTITUTION_ELIGIBLE = 3
 
const int CollInquiryQualifier_NOT_ASSIGNED = 4
 
const int CollInquiryQualifier_COLLATERAL_INSTRUMENT = 2
 
const int CollInquiryQualifier_TRADEDATE = 0
 
const int CollInquiryQualifier_COLLATERALINSTRUMENT = 2
 
const int CollInquiryQualifier_GC_INSTRUMENT = 1
 
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 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_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_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6
 
const int AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS = 1
 
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_106H_AND_106J_FIRMS [] = "H"
 
const char ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "1"
 
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_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_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_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_NO_BIDDING_PROCESS = 3
 
const int BidType_DISCLOSED_SYTLE = 2
 
const int BidType_NON_DISCLOSED_STYLE = 1
 
const int QuotePriceType_PER_SHARE = 2
 
const int QuotePriceType_PREMIUM_PERCENTAGE_POINTS_OVER_PAR = 5
 
const int QuotePriceType_DISCOUNT_PERCENTAGE_POINTS_BELOW_PAR = 4
 
const int QuotePriceType_YIELD = 10
 
const int QuotePriceType_PREMIUM = 5
 
const int QuotePriceType_TED_YIELD = 8
 
const int QuotePriceType_FIXED_AMOUNT = 3
 
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 QuotePriceType_BASIS_POINTS_RELATIVE_TO_BENCHMARK = 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_TARGET_LIST = 2
 
const int RoutingType_TARGET_FIRM = 1
 
const int RoutingType_BLOCK_LIST = 4
 
const int RoutingType_BLOCK_FIRM = 3
 
const char BidTradeType_AGENCY = 'A'
 
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_ORDER_EXCEEDS_LIMIT = 3
 
const int OrdRejReason_EXCHANGE_CLOSED = 2
 
const int OrdRejReason_SURVEILLENCE_OPTION = 12
 
const int OrdRejReason_UNKNOWN_ORDER = 5
 
const int OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11
 
const int OrdRejReason_DUPLICATE_ORDER = 6
 
const int OrdRejReason_TOO_LATE_TO_ENTER = 4
 
const int OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC12_SURVEILLENCE_OPTION = 11
 
const int OrdRejReason_INCORRECT_QUANTITY = 13
 
const int OrdRejReason_INVALID_PRICE_INCREMENT = 18
 
const int OrdRejReason_UNKNOWN_ACCOUNT = 15
 
const int OrdRejReason_INVALID_INVESTOR_ID = 10
 
const int OrdRejReason_UNKNOWN_SYMBOL = 1
 
const int OrdRejReason_OTHER = 99
 
const int OrdRejReason_BROKER = 0
 
const int OrdRejReason_BROKER_OPTION = 0
 
const int OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 16
 
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_QUEUE_FLUSHED = 1
 
const int ApplQueueAction_OVERLAY_LAST = 2
 
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_PER_SHARE = 2
 
const int PriceType_DISCOUNT_PERCENTAGE_POINTS_BELOW_PAR = 4
 
const int PriceType_PREMIUM_PERCENTAGE_POINTS_OVER_PAR = 5
 
const int PriceType_PRODUCT_TICKS_IN_FOURTHS = 14
 
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_DISCOUNT = 4
 
const int PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS = 18
 
const int PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS = 19
 
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_PRODUCT_TICKS_IN_SIXTEENTHS = 16
 
const int PriceType_PER_UNIT = 2
 
const int PriceType_VARIABLE_CABINET_TRADE_PRICE = 11
 
const int PriceType_TED_PRICE = 7
 
const int PriceType_SPREAD = 6
 
const int PriceType_FIXED_CABINET_TRADE_PRICE = 10
 
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_SUBSCRIBE = 2
 
const int NetworkRequestType_SNAPSHOT = 1
 
const int NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED = 8
 
const int PartyRole_EXECUTION_VENUE = 73
 
const int PartyRole_CLIENT_ID = 3
 
const int PartyRole_MARKET_DATA_ENTRY_ORIGINATOR = 74
 
const int PartyRole_ORDER_ORIGINATION_FIRM = 13
 
const int PartyRole_PLEDGEE_ACCOUNT = 51
 
const int PartyRole_CONTRA_TRADER = 37
 
const int PartyRole_MULTILATERAL_TRADING_FACILITY = 64
 
const int PartyRole_CENTRAL_REGISTRATION_DEPOSITORY = 82
 
const int PartyRole_REPORT_ORIGINATOR = 62
 
const int PartyRole_TRANSFER_TO_FIRM = 40
 
const int PartyRole_BROKERCLEARINGID = 81
 
const int PartyRole_ASSET_MANAGER = 49
 
const int PartyRole_INTRODUCING_BROKER = 60
 
const int PartyRole_LOCATE_LENDING_FIRM = 8
 
const int PartyRole_CONTRA_CLEARING_FIRM = 18
 
const int PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION = 25
 
const int PartyRole_CUSTODIAN = 28
 
const int PartyRole_GIVEUP_CLEARING_FIRM = 14
 
const int PartyRole_EXECUTING_TRADER = 12
 
const int PartyRole_EXECUTING_UNIT = 59
 
const int PartyRole_BROKER_OF_CREDIT = 2
 
const int PartyRole_CORRESPONDANT_CLEARING_FIRM = 15
 
const int PartyRole_SETTLEMENT_LOCATION = 10
 
const int PartyRole_THIRD_PARTY_ALLOCATION_FIRM = 47
 
const int PartyRole_ORDER_ORIGINATION_TRADER = 11
 
const int PartyRole_HOST_COMPETENT_AUTHORITY = 68
 
const int PartyRole_ORDER_ENTRY_OPERATOR_ID = 44
 
const int PartyRole_SPONSORING_FIRM = 19
 
const int PartyRole_INTRODUCING_FIRM = 6
 
const int PartyRole_CLEARING_FIRM = 4
 
const int PartyRole_CONTRA_POSITION_ACCOUNT = 41
 
const int PartyRole_INVESTOR_ID = 5
 
const int PartyRole_ENTERING_TRADER = 36
 
const int PartyRole_LOCATE = 8
 
const int PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT = 52
 
const int PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY = 84
 
const int PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES = 79
 
const int PartyRole_FORIEGN_FIRM = 46
 
const int PartyRole_ACCEPTABLE_COUNTERPARTY = 56
 
const int PartyRole_CUSTOMER_ACCOUNT = 24
 
const int PartyRole_POSITION_ACCOUNT = 38
 
const int PartyRole_LIQUIDITY_PROVIDER = 35
 
const int PartyRole_MARKET_MAKER = 66
 
const int PartyRole_AGENT = 30
 
const int PartyRole_ENTERING_UNIT = 58
 
const int PartyRole_FOREIGN_FIRM = 46
 
const int PartyRole_CLEARING_ACCOUNT = 83
 
const int PartyRole_HOME_COMPETENT_AUTHORITY = 69
 
const int PartyRole_INTERESTED_PARTY = 33
 
const int PartyRole_SESSION_ID = 55
 
const int PartyRole_REPORTING_INTERMEDIARY = 72
 
const int PartyRole_INVESTMENT_FIRM = 67
 
const int PartyRole_TRADER_MNEMONIC = 53
 
const int PartyRole_INTERNAL_CARRY_ACCOUNT = 43
 
const int PartyRole_CONTRA_FIRM = 17
 
const int PartyRole_CORRESPONDENT_BROKER = 26
 
const int PartyRole_CLEARING_ORGANIZATION = 21
 
const int PartyRole_SUB_CUSTODIAN = 31
 
const int PartyRole_BUYER_SELLER = 27
 
const int PartyRole_STEP_OUT_FIRM = 80
 
const int PartyRole_MARKET_DATA_MARKET = 77
 
const int PartyRole_EXCHANGE = 22
 
const int PartyRole_CLAIMING_ACCOUNT = 48
 
const int PartyRole_SECONDARY_ACCOUNT_NUMBER = 45
 
const int PartyRole_ALLOCATION_ENTITY = 78
 
const int PartyRole_INTERMEDIARY = 29
 
const int PartyRole_EXECUTING_FIRM = 1
 
const int PartyRole_LOCATION_ID = 75
 
const int PartyRole_DESK_ID = 76
 
const int PartyRole_EXECUTING_SYSTEM = 16
 
const int PartyRole_BENEFICIARY = 32
 
const int PartyRole_FUND_MANAGER_CLIENT_ID = 9
 
const int PartyRole_CONTRA_INVESTOR_ID = 39
 
const int PartyRole_UNACCEPTABLE_COUNTERPARTY = 57
 
const int PartyRole_UNDERLYING_CONTRA_FIRM = 20
 
const int PartyRole_QUOTE_ORIGINATOR = 61
 
const int PartyRole_REGULATED_MARKET = 65
 
const int PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION = 71
 
const int PartyRole_ENTERING_FIRM = 7
 
const int PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY = 85
 
const int PartyRole_SENDER_LOCATION = 54
 
const int PartyRole_SYSTEMATIC_INTERNALISER = 63
 
const int PartyRole_CONTRA_EXCHANGE = 42
 
const int PartyRole_REGULATORY_BODY = 34
 
const int PartyRole_PLEDGOR_ACCOUNT = 50
 
const int PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY = 70
 
const char AssignmentMethod_PRO_RATA = 'P'
 
const char AssignmentMethod_RANDOM = 'R'
 
const char AssignmentMethod_PRORATA = 'P'
 
const int StrategyParameterType_TZTIMEONLY = 27
 
const int StrategyParameterType_MONTHYEAR = 18
 
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_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_PKCS_DES = 3
 
const int EncryptMethod_PKCS = 1
 
const int EncryptMethod_PGP_DES = 4
 
const int EncryptMethod_NONE = 0
 
const int EncryptMethod_DES = 2
 
const int EncryptMethod_NONE_OTHER = 0
 
const int EncryptMethod_PEM_DES_MD5 = 6
 
const char PosAmtType_ACCRUED_COUPON_AMOUNT [] = "ACPN"
 
const char PosAmtType_PREMIUM_AMOUNT [] = "PREM"
 
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_CASH_AMOUNT [] = "CASH"
 
const char PosAmtType_INITIAL_TRADE_COUPON_AMOUNT [] = "ICPN"
 
const char PosAmtType_INCREMENTAL_ACCRUED_COUPON [] = "IACPN"
 
const char PosAmtType_VALUE_ADJUSTED_AMOUNT [] = "VADJ"
 
const char PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT [] = "SMTM"
 
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_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_INVALID_DESTINATION_REQUESTED = 5
 
const int CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY = 9
 
const int CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE = 2
 
const int CollInquiryResult_SUCCESSFUL = 0
 
const int CollInquiryResult_OTHER = 99
 
const int CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED = 8
 
const int CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1
 
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_INVALID_PRICE = 8
 
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_EXCHANGE = 2
 
const int QuoteEntryRejectReason_UNKNOWN_SYMBOL = 1
 
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 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_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_TFM = 3
 
const int AcctIDSource_BIC = 1
 
const int AcctIDSource_OTHER = 99
 
const int AcctIDSource_OMGEO = 4
 
const int AcctIDSource_DTCC_CODE = 5
 
const int AcctIDSource_SID_CODE = 2
 
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_UNREPORTED_TRADES_THAT_MATCH_CRITERIA = 3
 
const int TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA = 4
 
const int TradSesStatus_HALTED = 1
 
const int TradSesStatus_REQUEST_REJECTED = 6
 
const int TradSesStatus_OPEN = 2
 
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_INVALID_PARTY_INFORMATION = 1
 
const int TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES = 3
 
const int TradeReportRejectReason_INVALID_PARTY_ONFORMATION = 1
 
const int TradeReportRejectReason_UNKNOWN_INSTRUMENT = 2
 
const int TradeReportRejectReason_SUCCESSFUL = 0
 
const int TradeReportRejectReason_OTHER = 99
 
const int TradeReportRejectReason_INVALID_TRADE_TYPE = 4
 
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_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 13
 
const int QuoteRejectReason_INVALID_PRICE = 8
 
const int QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9
 
const int QuoteRejectReason_TOO_LATE_TO_ENTER = 4
 
const int QuoteRejectReason_EXCHANGE = 2
 
const int QuoteRejectReason_UNKNOWN_SYMBOL = 1
 
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_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_MANUAL = 1
 
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_INVALID_OR_UNSUPPORTED_REQUEST = 1
 
const int SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED = 5
 
const char OrderRestrictions_ISSUER_HOLDING = 'B'
 
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_CROSS = 'F'
 
const char OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE = '9'
 
const char OrderRestrictions_FOREIGN_ENTITY = '7'
 
const char OrderRestrictions_INDEX_ARBITRAGE = '2'
 
const char OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT = '8'
 
const char OrderRestrictions_ALGORITHMIC = 'E'
 
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_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_WAIT_FOR_EXECUTE_INSTRUCTION = '2'
 
const int DistribPaymentMethod_FED_WIRE = 7
 
const int DistribPaymentMethod_EUROCLEAR = 3
 
const int DistribPaymentMethod_ACH_CREDIT = 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_HIGH_VALUE_CLEARING_SYSTEM = 11
 
const int DistribPaymentMethod_CLEARSTREAM = 4
 
const int DistribPaymentMethod_BPAY = 10
 
const int DistribPaymentMethod_NSCC = 2
 
const int DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS = 11
 
const int DistribPaymentMethod_REINVEST_IN_FUND = 12
 
const int OrderHandlingInstSource_NASD_OATS = 1
 
const int AffirmStatus_AFFIRMED = 3
 
const int AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED = 2
 
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_CANCEL_ORDERS_FOR_A_MARKET = '8'
 
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT = '9'
 
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_CANCEL_ALL_ORDERS = '7'
 
const char MassCancelResponse_CANCEL_REQUEST_REJECTED = '0'
 
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER = 'B'
 
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_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_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 5
 
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_TIME_WARNING = 2
 
const int CollAsgnReason_ADVERSE_TAX_EVENT = 7
 
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_EVENT_OF_DEFAULT = 6
 
const int CollAsgnReason_MARGIN_EXCESS = 4
 
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_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_XMLnonFIX [] = "n"
 
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_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_RegistrationInstructions [] = "o"
 
const char MsgType_SecurityDefinition [] = "d"
 
const char MsgType_SecurityDefinitionRequest [] = "c"
 
const char MsgType_SecurityStatus [] = "f"
 
const char MsgType_ApplicationMessageReport [] = "BY"
 
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_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"
 <