Namespaces |
| namespace | FIELD |
| namespace | TYPE |
Classes |
| class | Acceptor |
| | Base for classes which act as an acceptor for incoming connections. More...
|
| class | Application |
| | This interface must be implemented to define what your FIX application does. More...
|
| class | SynchronizedApplication |
| | This is a special implementation of the Application interface that takes in another Application interface and synchronizes all of its callbacks. More...
|
| class | NullApplication |
| | An empty implementation of an Application. More...
|
| class | CallStack |
| | Keeps track of callstacks for multiple threads. More...
|
| class | DatabaseConnectionID |
| class | DatabaseConnectionPool |
| class | DataDictionary |
| | Represents a data dictionary for a version of FIX. More...
|
| class | DataDictionaryProvider |
| | Queries for DataDictionary based on appropriate version of FIX. More...
|
| class | Dictionary |
| | For storage and retrieval of key/value pairs. More...
|
| class | DOMAttributes |
| | Interface that represents attribute from underlying XML parser. More...
|
| class | DOMNode |
| | Interface that represents node from underlying XML parser. More...
|
| class | DOMDocument |
| | Interface that represents document of underlying XML parser. More...
|
| class | Event |
| | Portable implementation of an event/conditional mutex. More...
|
| struct | Exception |
| | Base QuickFIX exception type. More...
|
| struct | DataDictionaryNotFound |
| | DataDictionary not found for BeginString or ApplVerID. More...
|
| struct | FieldNotFound |
| | Field not found inside a message. More...
|
| struct | FieldConvertError |
| | Unable to convert field into its native format. More...
|
| struct | MessageParseError |
| | Unable to parse message. More...
|
| struct | InvalidMessage |
| | Not a recognizable message. More...
|
| struct | ConfigError |
| | Application is not configured correctly More...
|
| struct | RuntimeError |
| | Application encountered serious error during runtime More...
|
| struct | InvalidTagNumber |
| | Tag number does not exist in specification. More...
|
| struct | RequiredTagMissing |
| | Required field is not in message. More...
|
| struct | TagNotDefinedForMessage |
| | Field does not belong to message. More...
|
| struct | NoTagValue |
| | Field exists in message without a value. More...
|
| struct | IncorrectTagValue |
| | Field has a value that is out of range. More...
|
| struct | IncorrectDataFormat |
| | Field has a badly formatted value. More...
|
| struct | IncorrectMessageStructure |
| | Message is not structured correctly. More...
|
| struct | DuplicateFieldNumber |
| | Field shows up twice in the message. More...
|
| struct | InvalidMessageType |
| | Not a known message type. More...
|
| struct | UnsupportedMessageType |
| | Message type not supported by application. More...
|
| struct | UnsupportedVersion |
| | Version of FIX is not supported. More...
|
| struct | TagOutOfOrder |
| | Tag is not in the correct order. More...
|
| struct | RepeatedTag |
| | Repeated tag not part of repeating group. More...
|
| struct | RepeatingGroupCountMismatch |
| | Repeated group count not equal to actual count. More...
|
| struct | DoNotSend |
| | Indicates user does not want to send a message. More...
|
| struct | RejectLogon |
| | User wants to reject permission to logon. More...
|
| struct | SessionNotFound |
| | Session cannot be found for specified action. More...
|
| struct | IOException |
| | IO Error. More...
|
| struct | SocketException |
| | Socket Error. More...
|
| struct | SocketSendFailed |
| | Socket send operation failed. More...
|
| struct | SocketRecvFailed |
| | Socket recv operation failed. More...
|
| struct | SocketCloseFailed |
| | Socket close operation failed. More...
|
| class | FieldBase |
| | Base representation of all Field classes. More...
|
| class | StringField |
| | MSC doesn't support partial template specialization so we have this. More...
|
| class | CharField |
| | Field that contains a character value. More...
|
| class | DoubleField |
| | Field that contains a double value. More...
|
| class | IntField |
| | Field that contains an integer value. More...
|
| class | BoolField |
| | Field that contains a boolean value. More...
|
| class | UtcTimeStampField |
| | Field that contains a UTC time stamp value. More...
|
| class | UtcDateField |
| | Field that contains a UTC date value. More...
|
| class | UtcTimeOnlyField |
| | Field that contains a UTC time value. More...
|
| class | CheckSumField |
| | Field that contains a checksum value. More...
|
| struct | EmptyConvertor |
| | Empty convertor is a no-op. More...
|
| struct | IntConvertor |
| | Converts integer to/from a string. More...
|
| struct | CheckSumConvertor |
| | Converts checksum to/from a string. More...
|
| struct | DoubleConvertor |
| | Converts double to/from a string. More...
|
| struct | CharConvertor |
| | Converts character to/from a string. More...
|
| struct | BoolConvertor |
| | Converts boolean to/from a string. More...
|
| struct | UtcTimeStampConvertor |
| | Converts a UtcTimeStamp to/from a string. More...
|
| struct | UtcTimeOnlyConvertor |
| | Converts a UtcTimeOnly to/from a string. More...
|
| struct | UtcDateConvertor |
| | Converts a UtcDate to/from a string. More...
|
| class | FieldMap |
| | Stores and organizes a collection of Fields. More...
|
| struct | DateTime |
| | Date and Time stored as a Julian day number and number of milliseconds since midnight. More...
|
| class | UtcTimeStamp |
| | Date and Time represented in UTC. More...
|
| class | LocalTimeStamp |
| | Date and Time represented in local time. More...
|
| class | UtcTimeOnly |
| | Time only represented in UTC. More...
|
| class | LocalTimeOnly |
| | Time only represented in local time. More...
|
| class | UtcDate |
| | Date only represented in UTC. More...
|
| class | LocalDate |
| | Date only represented in local time. More...
|
| class | FileLogFactory |
| | Creates a file based implementation of Log. More...
|
| class | FileLog |
| | File based implementation of Log. More...
|
| class | FileStoreFactory |
| | Creates a file based implementation of MessageStore. More...
|
| class | FileStore |
| | File based implementation of MessageStore. More...
|
| class | Group |
| | Base class for all FIX repeating groups. More...
|
| class | HttpConnection |
| | Encapsulates a HTTP socket file descriptor. More...
|
| class | HttpMessage |
| | HTTP Message that implemented GET functionality. More...
|
| class | HttpParser |
| | Parses HTTP messages off an input stream. More...
|
| class | HttpServer |
| | Basic HTTP Server. More...
|
| class | Initiator |
| | Base for classes which act as an initiator for establishing connections. More...
|
| class | LIBXML_DOMAttributes |
| | XML attribute as represented by libxml. More...
|
| class | LIBXML_DOMNode |
| | XML node as represented by libxml. More...
|
| class | LIBXML_DOMDocument |
| | XML document as represented by libxml. More...
|
| class | LogFactory |
| | This interface must be implemented to create a Log. More...
|
| class | ScreenLogFactory |
| | Creates a screen based implementation of Log. More...
|
| class | Log |
| | This interface must be implemented to log messages and events. More...
|
| class | NullLog |
| | Null implementation of Log. More...
|
| class | ScreenLog |
| | Screen based implementation of Log. More...
|
| class | Message |
| | Base class for all FIX messages. More...
|
| class | MessageCracker |
| | Takes in a generic Message and produces an object that represents its specific version and message type. More...
|
| struct | header_order |
| | Sorts fields in correct header order. More...
|
| struct | trailer_order |
| | Sorts fields in correct trailer order. More...
|
| struct | group_order |
| | Sorts fields in correct group order. More...
|
| struct | message_order |
| | Sorts fields in header, normal, or trailer order. More...
|
| class | MessageStoreFactory |
| | This interface must be implemented to create a MessageStore. More...
|
| class | MemoryStoreFactory |
| | Creates a memory based implementation of MessageStore. More...
|
| class | MessageStore |
| | This interface must be implemented to store and retrieve messages and sequence numbers. More...
|
| class | MemoryStore |
| | Memory based implementation of MessageStore. More...
|
| class | MessageStoreFactoryExceptionWrapper |
| class | MessageStoreExceptionWrapper |
| class | MSXML_DOMAttributes |
| | XML attribute as represented by msxml. More...
|
| class | MSXML_DOMNode |
| | XML node as represented by msxml. More...
|
| class | MSXML_DOMDocument |
| | XML document as represented by msxml. More...
|
| class | Mutex |
| | Portable implementation of a mutex. More...
|
| class | Locker |
| | Locks/Unlocks a mutex using RAII. More...
|
| class | ReverseLocker |
| | Does the opposite of the Locker to ensure mutex ends up in a locked state. More...
|
| class | NullStoreFactory |
| | Null implementation of MessageStore. More...
|
| class | NullStore |
| | Null implementation of MessageStore. More...
|
| class | Parser |
| | Parses FIX messages off an input stream. More...
|
| class | Queue |
| | A thread safe monitored queue. More...
|
| class | Responder |
| | Interface implements sending on and disconnecting a transport. More...
|
| class | Session |
| | Maintains the state and implements the logic of a FIX session. More...
|
| class | SessionFactory |
| | Responsible for creating Session objects. More...
|
| class | SessionID |
| | Unique session id consists of BeginString, SenderCompID and TargetCompID. More...
|
| class | SessionSettings |
| | Container for setting dictionaries mapped to sessions. More...
|
| class | SessionState |
| | Maintains all of state for the Session class. More...
|
| class | Settings |
| | Internal representation of QuickFIX configuration settings. More...
|
| class | SocketAcceptor |
| | Socket implementation of Acceptor. More...
|
| class | SocketConnection |
| | Encapsulates a socket file descriptor (single-threaded). More...
|
| class | ConnectorWrapper |
| | Handles events from SocketMonitor for client connections. More...
|
| class | SocketConnector |
| | Connects sockets to remote ports and addresses. More...
|
| class | SocketInitiator |
| | Socket implementation of Initiator. More...
|
| class | SocketMonitor |
| | Monitors events on a collection of sockets. More...
|
| class | ServerWrapper |
| | Handles events from SocketMonitor for server connections. More...
|
| struct | SocketInfo |
| | Information about listening socket. More...
|
| class | SocketServer |
| | Listens for and accepts incoming socket connections on a port. More...
|
| class | ThreadedSocketAcceptor |
| | Threaded Socket implementation of Acceptor. More...
|
| class | ThreadedSocketConnection |
| | Encapsulates a socket file descriptor (multi-threaded). More...
|
| class | ThreadedSocketInitiator |
| | Threaded Socket implementation of Initiator. More...
|
| class | TimeRange |
| | Keeps track of when session is active. More...
|
Typedefs |
typedef std::auto_ptr
< DOMAttributes > | DOMAttributesPtr |
| typedef std::auto_ptr< DOMNode > | DOMNodePtr |
typedef std::auto_ptr
< DOMDocument > | DOMDocumentPtr |
| typedef DoubleField | PriceField |
| typedef DoubleField | AmtField |
| typedef DoubleField | QtyField |
| typedef StringField | CurrencyField |
| typedef StringField | MultipleValueStringField |
| typedef StringField | MultipleStringValueField |
| typedef StringField | MultipleCharValueField |
| typedef StringField | ExchangeField |
| typedef StringField | LocalMktDateField |
| typedef StringField | DataField |
| typedef DoubleField | FloatField |
| typedef DoubleField | PriceOffsetField |
| typedef StringField | MonthField |
| typedef StringField | MonthYearField |
| typedef StringField | DayOfMonthField |
| typedef UtcDateField | UtcDateOnlyField |
| typedef IntField | LengthField |
| typedef IntField | NumInGroupField |
| typedef IntField | SeqNumField |
| typedef DoubleField | PercentageField |
| typedef StringField | CountryField |
| typedef StringField | TzTimeOnlyField |
| typedef StringField | TzTimeStampField |
| typedef EmptyConvertor | StringConvertor |
| typedef UtcDateConvertor | UtcDateOnlyConvertor |
| typedef StringConvertor | STRING_CONVERTOR |
| typedef CharConvertor | CHAR_CONVERTOR |
| typedef DoubleConvertor | PRICE_CONVERTOR |
| typedef IntConvertor | INT_CONVERTOR |
| typedef DoubleConvertor | AMT_CONVERTOR |
| typedef DoubleConvertor | QTY_CONVERTOR |
| typedef StringConvertor | CURRENCY_CONVERTOR |
| typedef StringConvertor | MULTIPLEVALUESTRING_CONVERTOR |
| typedef StringConvertor | MULTIPLESTRINGVALUE_CONVERTOR |
| typedef StringConvertor | MULTIPLECHARVALUE_CONVERTOR |
| typedef StringConvertor | EXCHANGE_CONVERTOR |
| typedef UtcTimeStampConvertor | UTCTIMESTAMP_CONVERTOR |
| typedef BoolConvertor | BOOLEAN_CONVERTOR |
| typedef StringConvertor | LOCALMKTDATE_CONVERTOR |
| typedef StringConvertor | DATA_CONVERTOR |
| typedef DoubleConvertor | FLOAT_CONVERTOR |
| typedef DoubleConvertor | PRICEOFFSET_CONVERTOR |
| typedef StringConvertor | MONTHYEAR_CONVERTOR |
| typedef StringConvertor | DAYOFMONTH_CONVERTOR |
| typedef UtcDateConvertor | UTCDATE_CONVERTOR |
| typedef UtcTimeOnlyConvertor | UTCTIMEONLY_CONVERTOR |
| typedef IntConvertor | NUMINGROUP_CONVERTOR |
| typedef DoubleConvertor | PERCENTAGE_CONVERTOR |
| typedef IntConvertor | SEQNUM_CONVERTOR |
| typedef IntConvertor | LENGTH_CONVERTOR |
| typedef StringConvertor | COUNTRY_CONVERTOR |
| typedef StringConvertor | TZTIMEONLY_CONVERTOR |
| typedef StringConvertor | TZTIMESTAMP_CONVERTOR |
| typedef StringConvertor | XMLDATA_CONVERTOR |
| typedef StringConvertor | LANGUAGE_CONVERTOR |
| typedef CheckSumConvertor | CHECKSUM_CONVERTOR |
| typedef UtcDate | UtcDateOnly |
| typedef std::string | STRING |
| typedef char | CHAR |
| typedef double | PRICE |
| typedef int | INT |
| typedef double | AMT |
| typedef double | QTY |
| typedef std::string | CURRENCY |
| typedef std::string | MULTIPLEVALUESTRING |
| typedef std::string | MULTIPLESTRINGVALUE |
| typedef std::string | MULTIPLECHARVALUE |
| typedef std::string | EXCHANGE |
| typedef UtcTimeStamp | UTCTIMESTAMP |
| typedef bool | BOOLEAN |
| typedef std::string | LOCALMKTDATE |
| typedef std::string | DATA |
| typedef double | FLOAT |
| typedef double | PRICEOFFSET |
| typedef std::string | MONTHYEAR |
| typedef std::string | DAYOFMONTH |
| typedef UtcDate | UTCDATE |
| typedef UtcDateOnly | UTCDATEONLY |
| typedef UtcTimeOnly | UTCTIMEONLY |
| typedef int | NUMINGROUP |
| typedef double | PERCENTAGE |
| typedef int | SEQNUM |
| typedef int | LENGTH |
| typedef std::string | COUNTRY |
| typedef std::string | TZTIMEONLY |
| typedef std::string | TZTIMESTAMP |
| typedef std::string | XMLDATA |
| typedef std::string | LANGUAGE |
| typedef FieldMap | Header |
| typedef FieldMap | Trailer |
| typedef std::less< int > | normal_order |
| typedef void *( | THREAD_START_ROUTINE )(void *) |
| typedef pthread_t | thread_id |
Functions |
| std::ostream & | operator<< (std::ostream &ostream, const CallStack::Method &method) |
| bool | operator== (const CallStack::Method &rhs, const CallStack::Method &lhs) |
| bool | operator< (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs) |
| bool | operator== (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs) |
| bool | operator!= (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs) |
| std::ostream & | operator<< (std::ostream &stream, const FieldBase &field) |
| bool | operator< (const StringField &lhs, const char *rhs) |
| bool | operator< (const char *lhs, const StringField &rhs) |
| bool | operator> (const StringField &lhs, const char *rhs) |
| bool | operator> (const char *lhs, const StringField &rhs) |
| bool | operator== (const StringField &lhs, const char *rhs) |
| bool | operator== (const char *lhs, const StringField &rhs) |
| bool | operator!= (const StringField &lhs, const char *rhs) |
| bool | operator!= (const char *lhs, const StringField &rhs) |
| bool | operator<= (const StringField &lhs, const char *rhs) |
| bool | operator<= (const char *lhs, const StringField &rhs) |
| bool | operator>= (const StringField &lhs, const char *rhs) |
| bool | operator>= (const char *lhs, const StringField &rhs) |
| bool | operator< (const StringField &lhs, const std::string &rhs) |
| bool | operator< (const std::string &lhs, const StringField &rhs) |
| bool | operator> (const StringField &lhs, const std::string &rhs) |
| bool | operator> (const std::string &lhs, const StringField &rhs) |
| bool | operator== (const StringField &lhs, const std::string &rhs) |
| bool | operator== (const std::string &lhs, const StringField &rhs) |
| bool | operator!= (const StringField &lhs, const std::string &rhs) |
| bool | operator!= (const std::string &lhs, const StringField &rhs) |
| bool | operator<= (const StringField &lhs, const std::string &rhs) |
| bool | operator<= (const std::string &lhs, const StringField &rhs) |
| bool | operator>= (const StringField &lhs, const std::string &rhs) |
| bool | operator>= (const std::string &lhs, const StringField &rhs) |
| template<class T > |
| char * | integer_to_string (char *buf, const size_t len, T t) |
| template<class T > |
| char * | integer_to_string_padded (char *buf, const size_t len, T t, const size_t width=0, const char paddingChar= '0') |
| bool | operator== (const DateTime &lhs, const DateTime &rhs) |
| bool | operator!= (const DateTime &lhs, const DateTime &rhs) |
| bool | operator< (const DateTime &lhs, const DateTime &rhs) |
| bool | operator> (const DateTime &lhs, const DateTime &rhs) |
| bool | operator<= (const DateTime &lhs, const DateTime &rhs) |
| bool | operator>= (const DateTime &lhs, const DateTime &rhs) |
| int | operator- (const DateTime &lhs, const DateTime &rhs) |
| | Calculate the difference between two DateTime values and return the result as a number of seconds.
|
| | DEFINE_STRING (RelatedPartyID) |
| | DEFINE_INT (MaxPriceLevels) |
| | DEFINE_DATA (DerivativeEncodedIssuer) |
| | DEFINE_NUMINGROUP (NoCompIDs) |
| | DEFINE_STRING (SettlInstRefID) |
| | DEFINE_STRING (NestedPartyID) |
| | DEFINE_PERCENTAGE (DetachmentPoint) |
| | DEFINE_BOOLEAN (LateIndicator) |
| | DEFINE_DATA (RiskEncodedSecurityDesc) |
| | DEFINE_STRING (RelationshipRiskSecuritySubType) |
| | DEFINE_STRING (SecurityListID) |
| | DEFINE_INT (DerivativeFlowScheduleType) |
| | DEFINE_LENGTH (EncodedSymbolLen) |
| | DEFINE_BOOLEAN (FlexibleIndicator) |
| | DEFINE_NUMINGROUP (NoExecInstRules) |
| | DEFINE_UTCTIMESTAMP (SideTrdRegTimestamp) |
| | DEFINE_INT (DeliveryForm) |
| | DEFINE_INT (ExecRestatementReason) |
| | DEFINE_PERCENTAGE (MidYield) |
| | DEFINE_FLOAT (ContractMultiplier) |
| | DEFINE_CHAR (PartyAltIDSource) |
| | DEFINE_AMT (CcyAmt) |
| | DEFINE_INT (AllocIntermedReqType) |
| | DEFINE_NUMINGROUP (NoNested2PartyIDs) |
| | DEFINE_STRING (UnderlyingIssuer) |
| | DEFINE_QTY (LegOrderQty) |
| | DEFINE_QTY (MinTradeVol) |
| | DEFINE_AMT (SettlCurrAmt) |
| | DEFINE_INT (DerivativeInstrumentPartyRole) |
| | DEFINE_INT (YieldRedemptionPriceType) |
| | DEFINE_STRING (NewsRefID) |
| | DEFINE_INT (SecurityListTypeSource) |
| | DEFINE_STRING (ApplReqID) |
| | DEFINE_STRING (DerivativeFuturesValuationMethod) |
| | DEFINE_STRING (NoLegSecurityAltID) |
| | DEFINE_STRING (DerivativeSecurityType) |
| | DEFINE_INT (CollInquiryQualifier) |
| | DEFINE_DATA (RawData) |
| | DEFINE_STRING (CashSettlAgentContactPhone) |
| | DEFINE_STRING (CreditRating) |
| | DEFINE_INT (ContingencyType) |
| | DEFINE_CURRENCY (StrikeCurrency) |
| | DEFINE_QTY (TradeVolume) |
| | DEFINE_STRING (SideTrdRegTimestampSrc) |
| | DEFINE_LOCALMKTDATE (DeliveryDate) |
| | DEFINE_CHAR (EmailType) |
| | DEFINE_DATA (EncodedListExecInst) |
| | DEFINE_UTCTIMESTAMP (ContraTradeTime) |
| | DEFINE_INT (MaturityMonthYearIncrement) |
| | DEFINE_CHAR (RootPartyIDSource) |
| | DEFINE_LOCALMKTDATE (UnderlyingCouponPaymentDate) |
| | DEFINE_PERCENTAGE (BidYield) |
| | DEFINE_CHAR (IOIQltyInd) |
| | DEFINE_STRING (Issuer) |
| | DEFINE_STRING (CardNumber) |
| | DEFINE_NUMINGROUP (NoRelatedPartyIDs) |
| | DEFINE_NUMINGROUP (NoLegStipulations) |
| | DEFINE_EXCHANGE (LegSecurityExchange) |
| | DEFINE_QTY (CashOrderQty) |
| | DEFINE_AMT (AccruedInterestAmt) |
| | DEFINE_STRING (MDEntrySeller) |
| | DEFINE_PRICE (LegPrice) |
| | DEFINE_TZTIMEONLY (RelationshipRiskMaturityTime) |
| | DEFINE_STRING (DeliverToCompID) |
| | DEFINE_STRING (TargetLocationID) |
| | DEFINE_PRICEOFFSET (OfferForwardPoints2) |
| | DEFINE_QTY (RatioQty) |
| | DEFINE_INT (MultiLegRptTypeReq) |
| | DEFINE_STRING (AllocAccount) |
| | DEFINE_QTY (TotalVolumeTraded) |
| | DEFINE_NUMINGROUP (LinesOfText) |
| | DEFINE_INT (AccountType) |
| | DEFINE_INT (MDEntryPositionNo) |
| | DEFINE_INT (HaltReasonInt) |
| | DEFINE_LOCALMKTDATE (FutSettDate) |
| | DEFINE_STRING (SecurityDesc) |
| | DEFINE_QTY (MinQty) |
| | DEFINE_CURRENCY (SettlCurrency) |
| | DEFINE_FLOAT (PegOffsetValue) |
| | DEFINE_STRING (DerivativeSecurityAltIDSource) |
| | DEFINE_NUMINGROUP (NoSettlPartySubIDs) |
| | DEFINE_STRING (AllocReportID) |
| | DEFINE_STRING (LegCFICode) |
| | DEFINE_LOCALMKTDATE (LegFutSettDate) |
| | DEFINE_STRING (LegBenchmarkCurveName) |
| | DEFINE_STRING (ClearingFeeIndicator) |
| | DEFINE_STRING (BrokerOfCredit) |
| | DEFINE_STRING (SecurityListRefID) |
| | DEFINE_TZTIMEONLY (UnderlyingLegMaturityTime) |
| | DEFINE_INT (NestedPartySubIDType) |
| | DEFINE_INT (BidType) |
| | DEFINE_STRING (MDEntryRefID) |
| | DEFINE_QTY (UnderlyingUnitOfMeasureQty) |
| | DEFINE_LOCALMKTDATE (UnderlyingLegMaturityDate) |
| | DEFINE_PRICE (StartTickPriceRange) |
| | DEFINE_MONTHYEAR (LegContractSettlMonth) |
| | DEFINE_STRING (UnderlyingSecurityDesc) |
| | DEFINE_STRING (CashDistribPayRef) |
| | DEFINE_INT (QuotePriceType) |
| | DEFINE_DATA (EncodedAllocText) |
| | DEFINE_MONTHYEAR (UnderlyingMaturityMonthYear) |
| | DEFINE_PERCENTAGE (RiskWarningLevelPercent) |
| | DEFINE_PERCENTAGE (UnderlyingOriginalNotionalPercentageOutstanding) |
| | DEFINE_INT (MultilegPriceMethod) |
| | DEFINE_INT (TotNoFills) |
| | DEFINE_STRING (DerivativeSettleOnOpenFlag) |
| | DEFINE_INT (UnderlyingRepurchaseTerm) |
| | DEFINE_STRING (RiskWarningLevelName) |
| | DEFINE_COUNTRY (DerivativeCountryOfIssue) |
| | DEFINE_INT (ListMethod) |
| | DEFINE_STRING (UnderlyingCPProgram) |
| | DEFINE_FLOAT (PriceDelta) |
| | DEFINE_SEQNUM (RefSeqNum) |
| | DEFINE_BOOLEAN (AutoAcceptIndicator) |
| | DEFINE_BOOLEAN (MDImplicitDelete) |
| | DEFINE_NUMINGROUP (NoStipulations) |
| | DEFINE_LOCALMKTDATE (ClearingBusinessDate) |
| | DEFINE_NUMINGROUP (NoRelationshipRiskLimits) |
| | DEFINE_STRING (LocationID) |
| | DEFINE_CURRENCY (Currency) |
| | DEFINE_INT (RoutingType) |
| | DEFINE_PRICE (UnderlyingStrikePrice) |
| | DEFINE_CHAR (BidTradeType) |
| | DEFINE_INT (RelationshipRiskInstrumentOperator) |
| | DEFINE_PERCENTAGE (UnderlyingAttachmentPoint) |
| | DEFINE_INT (TotNoRejQuotes) |
| | DEFINE_STRING (OrdStatusReqID) |
| | DEFINE_STRING (SenderCompID) |
| | DEFINE_INT (OrdRejReason) |
| | DEFINE_INT (MaturityMonthYearIncrementUnits) |
| | DEFINE_CHAR (DisplayWhen) |
| | DEFINE_INT (ApplQueueAction) |
| | DEFINE_CHAR (RegistTransType) |
| | DEFINE_STRING (PaymentRemitterID) |
| | DEFINE_INT (PriceType) |
| | DEFINE_STRING (MarketReqID) |
| | DEFINE_NUMINGROUP (NoNestedInstrAttrib) |
| | DEFINE_STRING (SecuritySubType) |
| | DEFINE_STRING (ClOrdID) |
| | DEFINE_DAYOFMONTH (MaturityDay) |
| | DEFINE_STRING (UnderlyingSeniority) |
| | DEFINE_STRING (MarketSegmentDesc) |
| | DEFINE_NUMINGROUP (NoMarketSegments) |
| | DEFINE_INT (SettlObligMode) |
| | DEFINE_CHAR (SecurityUpdateAction) |
| | DEFINE_INT (NetworkRequestType) |
| | DEFINE_PERCENTAGE (LiquidityPctLow) |
| | DEFINE_INT (PartyRole) |
| | DEFINE_FLOAT (LegRatioQty) |
| | DEFINE_FLOAT (SettlCurrFxRate) |
| | DEFINE_INT (RelatedPartyRole) |
| | DEFINE_INT (LegContractMultiplierUnit) |
| | DEFINE_DATA (SecureData) |
| | DEFINE_STRING (SenderLocationID) |
| | DEFINE_PRICE (FirstPx) |
| | DEFINE_DATA (EncodedLegIssuer) |
| | DEFINE_CHAR (AssignmentMethod) |
| | DEFINE_STRING (RoutingID) |
| | DEFINE_STRING (RelationshipRiskSecurityAltID) |
| | DEFINE_STRING (RelatedPartyAltID) |
| | DEFINE_INT (StrategyParameterType) |
| | DEFINE_INT (EncryptMethod) |
| | DEFINE_STRING (UnderlyingStateOrProvinceOfIssue) |
| | DEFINE_SEQNUM (ApplNewSeqNum) |
| | DEFINE_LENGTH (DerivativeEncodedSecurityDescLen) |
| | DEFINE_CURRENCY (TradingCurrency) |
| | DEFINE_PRICE (SecondaryHighLimitPrice) |
| | DEFINE_PRICE (OrderAvgPx) |
| | DEFINE_STRING (PosAmtType) |
| | DEFINE_BOOLEAN (ResetSeqNumFlag) |
| | DEFINE_NUMINGROUP (NoHops) |
| | DEFINE_INT (CollInquiryResult) |
| | DEFINE_LOCALMKTDATE (StartDate) |
| | DEFINE_INT (CollAsgnRespType) |
| | DEFINE_QTY (OrderBookingQty) |
| | DEFINE_NUMINGROUP (NoQuoteQualifiers) |
| | DEFINE_BOOLEAN (UnsolicitedIndicator) |
| | DEFINE_STRING (RefCstmApplVerID) |
| | DEFINE_STRING (SideExecID) |
| | DEFINE_STRING (RejectText) |
| | DEFINE_STRING (ExchangeSpecialInstructions) |
| | DEFINE_STRING (TradeID) |
| | DEFINE_PRICE (RndPx) |
| | DEFINE_INT (QuoteEntryRejectReason) |
| | DEFINE_CHAR (OrderCapacity) |
| | DEFINE_INT (SideLastQty) |
| | DEFINE_STRING (DerivativeUnitOfMeasure) |
| | DEFINE_NUMINGROUP (NoLegAllocs) |
| | DEFINE_INT (QuoteAckStatus) |
| | DEFINE_STRING (SecondaryFirmTradeID) |
| | DEFINE_INT (UserRequestType) |
| | DEFINE_INT (SecondaryTrdType) |
| | DEFINE_INT (TradeReportTransType) |
| | DEFINE_CHAR (AdvSide) |
| | DEFINE_STRING (RelatedContextPartySubID) |
| | DEFINE_STRING (DerivativeSecuritySubType) |
| | DEFINE_STRING (TriggerTradingSessionSubID) |
| | DEFINE_STRING (TradeLinkID) |
| | DEFINE_PRICE (LegBenchmarkPrice) |
| | DEFINE_SEQNUM (HopRefID) |
| | DEFINE_STRING (Designation) |
| | DEFINE_STRING (TradeRequestID) |
| | DEFINE_INT (RelationshipRiskLimitType) |
| | DEFINE_STRING (RiskSecurityIDSource) |
| | DEFINE_INT (LegFlowScheduleType) |
| | DEFINE_STRING (LegPriceUnitOfMeasure) |
| | DEFINE_CHAR (Nested4PartyIDSource) |
| | DEFINE_INT (CoveredOrUncovered) |
| | DEFINE_INT (AcctIDSource) |
| | DEFINE_PRICE (MktOfferPx) |
| | DEFINE_NUMINGROUP (NoCapacities) |
| | DEFINE_INT (TradeRequestType) |
| | DEFINE_NUMINGROUP (NoNestedPartyIDs) |
| | DEFINE_INT (TradSesStatus) |
| | DEFINE_PERCENTAGE (UnderlyingNotionalPercentageOutstanding) |
| | DEFINE_SEQNUM (ApplLastSeqNum) |
| | DEFINE_INT (PegPriceType) |
| | DEFINE_STRING (StrategyParameterName) |
| | DEFINE_INT (StreamAsgnRejReason) |
| | DEFINE_QTY (MatchIncrement) |
| | DEFINE_INT (Nested3PartyRole) |
| | DEFINE_PRICE (UnderlyingPx) |
| | DEFINE_PRICEOFFSET (PriceImprovement) |
| | DEFINE_STRING (ValuationMethod) |
| | DEFINE_STRING (DerivativeSecurityID) |
| | DEFINE_NUMINGROUP (NoExpiration) |
| | DEFINE_STRING (TargetCompID) |
| | DEFINE_STRING (MDEntryBuyer) |
| | DEFINE_PERCENTAGE (RelationshipRiskCouponRate) |
| | DEFINE_NUMINGROUP (NoDerivativeInstrumentPartySubIDs) |
| | DEFINE_NUMINGROUP (NoMaturityRules) |
| | DEFINE_STRING (QuoteMsgID) |
| | DEFINE_CHAR (TriggerType) |
| | DEFINE_CHAR (PriceProtectionScope) |
| | DEFINE_INT (TotNumAssignmentReports) |
| | DEFINE_STRING (ContraLegRefID) |
| | DEFINE_INT (TradeReportRejectReason) |
| | DEFINE_STRING (TradeReportRefID) |
| | DEFINE_INT (SecurityListType) |
| | DEFINE_STRING (DerivativeSecurityIDSource) |
| | DEFINE_QTY (AssignmentUnit) |
| | DEFINE_STRING (TradeReportID) |
| | DEFINE_INT (NoRpts) |
| | DEFINE_INT (LegBenchmarkPriceType) |
| | DEFINE_LENGTH (EncodedSubjectLen) |
| | DEFINE_XMLDATA (SecurityXML) |
| | DEFINE_STRING (LegReportID) |
| | DEFINE_INT (Nested3PartySubIDType) |
| | DEFINE_STRING (BenchmarkSecurityIDSource) |
| | DEFINE_INT (QuoteRejectReason) |
| | DEFINE_INT (HeartBtInt) |
| | DEFINE_PRICEOFFSET (BidForwardPoints) |
| | DEFINE_BOOLEAN (PossResend) |
| | DEFINE_STRING (Symbol) |
| | DEFINE_DATA (EncodedUnderlyingSecurityDesc) |
| | DEFINE_INT (RelatedPartyAltSubIDType) |
| | DEFINE_STRING (MarketReportID) |
| | DEFINE_PRICE (DiscretionPrice) |
| | DEFINE_FLOAT (ContAmtValue) |
| | DEFINE_INT (QuantityType) |
| | DEFINE_INT (ComplexEventPriceBoundaryMethod) |
| | DEFINE_INT (ImpliedMarketIndicator) |
| | DEFINE_STRING (AllocClearingFeeIndicator) |
| | DEFINE_INT (QuoteRequestType) |
| | DEFINE_INT (SecurityRequestResult) |
| | DEFINE_MULTIPLECHARVALUE (OrderRestrictions) |
| | DEFINE_NUMINGROUP (NoSideTrdRegTS) |
| | DEFINE_STRING (Text) |
| | DEFINE_LENGTH (EncodedTextLen) |
| | DEFINE_CHAR (ListExecInstType) |
| | DEFINE_STRING (SecondaryOrderID) |
| | DEFINE_STRING (ExecBroker) |
| | DEFINE_LENGTH (RelationshipRiskEncodedSecurityDescLen) |
| | DEFINE_LENGTH (SecurityXMLLen) |
| | DEFINE_SEQNUM (ApplSeqNum) |
| | DEFINE_QTY (MaxTradeVol) |
| | DEFINE_PRICEOFFSET (OfferSwapPoints) |
| | DEFINE_INT (SettlPartySubIDType) |
| | DEFINE_INT (DistribPaymentMethod) |
| | DEFINE_INT (TotalAffectedOrders) |
| | DEFINE_FLOAT (StrikeIncrement) |
| | DEFINE_INT (OrderHandlingInstSource) |
| | DEFINE_BOOLEAN (CopyMsgIndicator) |
| | DEFINE_NUMINGROUP (NoDlvyInst) |
| | DEFINE_STRING (QuoteEntryID) |
| | DEFINE_INT (AffirmStatus) |
| | DEFINE_STRING (MailingInst) |
| | DEFINE_QTY (OfferSize) |
| | DEFINE_STRING (LegSecurityType) |
| | DEFINE_STRING (RiskLimitPlatform) |
| | DEFINE_INT (OrigCustOrderCapacity) |
| | DEFINE_INT (AllocMethod) |
| | DEFINE_LOCALMKTDATE (QuantityDate) |
| | DEFINE_FLOAT (TargetStrategyPerformance) |
| | DEFINE_LOCALMKTDATE (CardExpDate) |
| | DEFINE_STRING (ConfirmID) |
| | DEFINE_STRING (StandInstDbName) |
| | DEFINE_QTY (DayOrderQty) |
| | DEFINE_PRICE (HighLimitPrice) |
| | DEFINE_STRING (FirmTradeID) |
| | DEFINE_STRING (SecondaryIndividualAllocID) |
| | DEFINE_STRING (AgreementDesc) |
| | DEFINE_CHAR (MassCancelResponse) |
| | DEFINE_CURRENCY (LegSettlCurrency) |
| | DEFINE_AMT (Commission) |
| | DEFINE_INT (StreamAsgnReqType) |
| | DEFINE_PRICEOFFSET (BidSwapPoints) |
| | DEFINE_NUMINGROUP (NoSettlPartyIDs) |
| | DEFINE_STRING (SymbolSfx) |
| | DEFINE_STRING (BusinessRejectRefID) |
| | DEFINE_PRICE (Price2) |
| | DEFINE_INT (FillLiquidityInd) |
| | DEFINE_STRING (MassActionReportID) |
| | DEFINE_STRING (DerivativeIssuer) |
| | DEFINE_CHAR (ExDestinationIDSource) |
| | DEFINE_STRING (CollRespID) |
| | DEFINE_INT (SecurityListRequestType) |
| | DEFINE_DATA (EncodedLegSecurityDesc) |
| | DEFINE_INT (RelatedContextPartyRole) |
| | DEFINE_STRING (UnderlyingSettlementStatus) |
| | DEFINE_STRING (SecurityAltID) |
| | DEFINE_STRING (RegistRefID) |
| | DEFINE_BOOLEAN (RelationshipRiskFlexibleIndicator) |
| | DEFINE_STRING (DerivativePriceQuoteMethod) |
| | DEFINE_STRING (RelationshipRiskProductComplex) |
| | DEFINE_INT (OrderDelay) |
| | DEFINE_NUMINGROUP (NoNotAffectedOrders) |
| | DEFINE_STRING (Nested3PartyID) |
| | DEFINE_INT (CollAsgnReason) |
| | DEFINE_UTCTIMEONLY (TotalVolumeTradedTime) |
| | DEFINE_EXCHANGE (SecurityExchange) |
| | DEFINE_INT (SettlPriceType) |
| | DEFINE_QTY (UnitOfMeasureQty) |
| | DEFINE_STRING (UserRequestID) |
| | DEFINE_PRICE (LastParPx) |
| | DEFINE_MONTHYEAR (EndMaturityMonthYear) |
| | DEFINE_CHAR (DealingCapacity) |
| | DEFINE_PRICE (PrevClosePx) |
| | DEFINE_STRING (TradeInputDevice) |
| | DEFINE_QTY (DayCumQty) |
| | DEFINE_STRING (SecuritySettlAgentAcctNum) |
| | DEFINE_CURRENCY (LegCurrency) |
| | DEFINE_DATA (EncryptedNewPassword) |
| | DEFINE_AMT (DerivativeMinPriceIncrementAmount) |
| | DEFINE_NUMINGROUP (NoNested3PartySubIDs) |
| | DEFINE_STRING (RefSubID) |
| | DEFINE_INT (SettlPartyRole) |
| | DEFINE_STRING (CashDistribAgentName) |
| | DEFINE_FLOAT (LegContractMultiplier) |
| | DEFINE_INT (ProgPeriodInterval) |
| | DEFINE_CHAR (LegSettlType) |
| | DEFINE_STRING (OnBehalfOfLocationID) |
| | DEFINE_STRING (OnBehalfOfSubID) |
| | DEFINE_STRING (RelationshipRiskLimitPlatform) |
| | DEFINE_STRING (RelatedPartySubID) |
| | DEFINE_UTCTIMEONLY (ComplexEventEndTime) |
| | DEFINE_INT (RateSourceType) |
| | DEFINE_STRING (DerivativeStateOrProvinceOfIssue) |
| | DEFINE_STRING (TradeLegRefID) |
| | DEFINE_UTCTIMESTAMP (RelSymTransactTime) |
| | DEFINE_NUMINGROUP (NoComplexEventTimes) |
| | DEFINE_QTY (LegCalculatedCcyLastQty) |
| | DEFINE_CHAR (Nested3PartyIDSource) |
| | DEFINE_LOCALMKTDATE (DatedDate) |
| | DEFINE_STRING (SettlInstID) |
| | DEFINE_AMT (OpenInterest) |
| | DEFINE_FLOAT (UnderlyingContractMultiplier) |
| | DEFINE_INT (TotQuoteEntries) |
| | DEFINE_STRING (PartyAltSubID) |
| | DEFINE_INT (TotNoCxldQuotes) |
| | DEFINE_BOOLEAN (AggregatedBook) |
| | DEFINE_STRING (PaymentRef) |
| | DEFINE_LOCALMKTDATE (PaymentDate) |
| | DEFINE_PERCENTAGE (OrderPercent) |
| | DEFINE_INT (PosQtyStatus) |
| | DEFINE_STRING (RiskRestructuringType) |
| | DEFINE_NUMINGROUP (NoNested4PartySubIDs) |
| | DEFINE_BOOLEAN (PrivateQuote) |
| | DEFINE_STRING (SecondaryTradeID) |
| | DEFINE_STRING (SecuritySettlAgentContactPhone) |
| | DEFINE_LENGTH (EncodedMktSegmDescLen) |
| | DEFINE_CURRENCY (SideCurrency) |
| | DEFINE_QTY (LegQty) |
| | DEFINE_STRING (MsgType) |
| | DEFINE_NUMINGROUP (NoTradingSessions) |
| | DEFINE_STRING (IOIid) |
| | DEFINE_CHAR (MultiLegReportingType) |
| | DEFINE_STRING (IDSource) |
| | DEFINE_STRING (LegStipulationType) |
| | DEFINE_INT (DerivativeContractMultiplierUnit) |
| | DEFINE_STRING (MarketSegmentID) |
| | DEFINE_CHAR (OrdStatus) |
| | DEFINE_LOCALMKTDATE (MaturityDate) |
| | DEFINE_INT (ApplTotalMessageCount) |
| | DEFINE_STRING (InstrumentPartySubID) |
| | DEFINE_INT (CustomerOrFirm) |
| | DEFINE_INT (AdjustmentType) |
| | DEFINE_NUMINGROUP (NoPartyAltSubIDs) |
| | DEFINE_STRING (UnderlyingInstrumentPartyID) |
| | DEFINE_CHAR (AsOfIndicator) |
| | DEFINE_STRING (QuoteStatusReqID) |
| | DEFINE_CHAR (LegPositionEffect) |
| | DEFINE_PRICE (MDEntryPx) |
| | DEFINE_INT (MassActionScope) |
| | DEFINE_BOOLEAN (ReportedPxDiff) |
| | DEFINE_LOCALMKTDATE (UnderlyingSettlementDate) |
| | DEFINE_NUMINGROUP (NoNestedPartySubIDs) |
| | DEFINE_STRING (AllocReportRefID) |
| | DEFINE_AMT (Concession) |
| | DEFINE_DATA (EncodedSecurityDesc) |
| | DEFINE_STRING (ExecRefID) |
| | DEFINE_CHAR (VenueType) |
| | DEFINE_INT (MassActionType) |
| | DEFINE_INT (PosMaintResult) |
| | DEFINE_STRING (IOIShares) |
| | DEFINE_STRING (BenchmarkSecurityID) |
| | DEFINE_QTY (LegLastQty) |
| | DEFINE_CURRENCY (AllocSettlCurrency) |
| | DEFINE_COUNTRY (LegCountryOfIssue) |
| | DEFINE_DATA (DerivativeSecurityXML) |
| | DEFINE_STRING (StrikeRuleID) |
| | DEFINE_STRING (RefCompID) |
| | DEFINE_FLOAT (SettlCurrOfferFxRate) |
| | DEFINE_PERCENTAGE (OfferYield) |
| | DEFINE_STRING (RelatedContextPartyID) |
| | DEFINE_CHAR (TargetPartyIDSource) |
| | DEFINE_LENGTH (EncryptedNewPasswordLen) |
| | DEFINE_NUMINGROUP (NoPositions) |
| | DEFINE_AMT (TotalAccruedInterestAmt) |
| | DEFINE_CHAR (UnderlyingOptAttribute) |
| | DEFINE_STRING (DerivativeInstrAttribValue) |
| | DEFINE_CHAR (InstrumentPartyIDSource) |
| | DEFINE_INT (PegOffsetType) |
| | DEFINE_INT (MassCancelRejectReason) |
| | DEFINE_INT (ResponseTransportType) |
| | DEFINE_STRING (LegSecurityIDSource) |
| | DEFINE_PRICE (BasisFeaturePrice) |
| | DEFINE_LOCALMKTDATE (CouponPaymentDate) |
| | DEFINE_INT (TradSesStatusRejReason) |
| | DEFINE_PERCENTAGE (UnderlyingDetachmentPoint) |
| | DEFINE_STRING (MaturityRuleID) |
| | DEFINE_INT (UnderlyingRepoCollateralSecurityType) |
| | DEFINE_NUMINGROUP (NoTimeInForceRules) |
| | DEFINE_NUMINGROUP (NoRootPartySubIDs) |
| | DEFINE_QTY (DisplayMinIncr) |
| | DEFINE_INT (TrdRegTimestampType) |
| | DEFINE_INT (LegProduct) |
| | DEFINE_STRING (ApplVerID) |
| | DEFINE_CHAR (HandlInst) |
| | DEFINE_CHAR (ListUpdateAction) |
| | DEFINE_STRING (NestedInstrAttribValue) |
| | DEFINE_STRING (TradingSessionSubID) |
| | DEFINE_STRING (RFQReqID) |
| | DEFINE_EXCHANGE (RelationshipRiskSecurityExchange) |
| | DEFINE_STRING (UnderlyingLegSymbolSfx) |
| | DEFINE_INT (LiquidityNumSecurities) |
| | DEFINE_NUMINGROUP (NoMsgTypes) |
| | DEFINE_UTCTIMESTAMP (TradSesStartTime) |
| | DEFINE_CHAR (MDEntryType) |
| | DEFINE_CURRENCY (AgreementCurrency) |
| | DEFINE_INT (PegMoveType) |
| | DEFINE_STRING (AsgnReqID) |
| | DEFINE_PRICEOFFSET (PegDifference) |
| | DEFINE_PRICEOFFSET (Spread) |
| | DEFINE_LENGTH (EncodedAllocTextLen) |
| | DEFINE_PERCENTAGE (OutsideIndexPct) |
| | DEFINE_BOOLEAN (DerivFlexProductEligibilityIndicator) |
| | DEFINE_INT (AvgPxIndicator) |
| | DEFINE_NUMINGROUP (NoIOIQualifiers) |
| | DEFINE_CHAR (CancellationRights) |
| | DEFINE_INT (ListSeqNo) |
| | DEFINE_STRING (CardIssNum) |
| | DEFINE_STRING (RiskCFICode) |
| | DEFINE_DATA (EncodedMktSegmDesc) |
| | DEFINE_INT (DerivativeEventType) |
| | DEFINE_MONTHYEAR (DerivativeMaturityMonthYear) |
| | DEFINE_STRING (SideTradeReportID) |
| | DEFINE_NUMINGROUP (NoQuoteSets) |
| | DEFINE_STRING (RelationshipRiskSecurityDesc) |
| | DEFINE_INT (Nested4PartySubIDType) |
| | DEFINE_PRICE (FillPx) |
| | DEFINE_INT (StrikeExerciseStyle) |
| | DEFINE_STRING (DeskID) |
| | DEFINE_PERCENTAGE (CrossPercent) |
| | DEFINE_MONTHYEAR (MaturityMonthYear) |
| | DEFINE_PRICE (ComplexEventPrice) |
| | DEFINE_NUMINGROUP (NoNewsRefIDs) |
| | DEFINE_AMT (UnderlyingCapValue) |
| | DEFINE_STRING (CPRegType) |
| | DEFINE_STRING (CashDistribAgentCode) |
| | DEFINE_CHAR (ExecPriceType) |
| | DEFINE_STRING (LegAllocID) |
| | DEFINE_UTCTIMEONLY (MDEntryTime) |
| | DEFINE_INT (TotalNumSecurities) |
| | DEFINE_INT (AllocSettlInstType) |
| | DEFINE_STRING (TargetPartyID) |
| | DEFINE_CURRENCY (DerivativeStrikeCurrency) |
| | DEFINE_INT (StatsType) |
| | DEFINE_INT (ApplExtID) |
| | DEFINE_INT (SettlementCycleNo) |
| | DEFINE_CURRENCY (UnderlyingStrikeCurrency) |
| | DEFINE_INT (TradSesMode) |
| | DEFINE_CHAR (SettlInstSource) |
| | DEFINE_INT (PartyAltSubIDType) |
| | DEFINE_STRING (UnderlyingLegSecurityDesc) |
| | DEFINE_NUMINGROUP (NoDerivativeInstrumentParties) |
| | DEFINE_UTCTIMESTAMP (DerivativeEventTime) |
| | DEFINE_PRICE (TickIncrement) |
| | DEFINE_STRING (UndlyInstrumentPartyID) |
| | DEFINE_NUMINGROUP (NoUndlyInstrumentParties) |
| | DEFINE_INT (ExpType) |
| | DEFINE_STRING (SecondaryClOrdID) |
| | DEFINE_CHAR (SettlInstTransType) |
| | DEFINE_STRING (SideComplianceID) |
| | DEFINE_INT (TradeRequestResult) |
| | DEFINE_STRING (OrigPosReqRefID) |
| | DEFINE_STRING (OrigCrossID) |
| | DEFINE_STRING (TradeInputSource) |
| | DEFINE_QTY (OrderQty2) |
| | DEFINE_BOOLEAN (TestMessageIndicator) |
| | DEFINE_STRING (ContextPartySubID) |
| | DEFINE_LOCALMKTDATE (DerivativeEventDate) |
| | DEFINE_AMT (SideGrossTradeAmt) |
| | DEFINE_PRICE (PeggedPrice) |
| | DEFINE_INT (ExpirationCycle) |
| | DEFINE_INT (AllocCancReplaceReason) |
| | DEFINE_INT (CxlRejReason) |
| | DEFINE_STRING (BeginString) |
| | DEFINE_STRING (DeliverToSubID) |
| | DEFINE_NUMINGROUP (NoRelatedPartyAltIDs) |
| | DEFINE_STRING (RiskProductComplex) |
| | DEFINE_QTY (LegPriceUnitOfMeasureQty) |
| | DEFINE_NUMINGROUP (NoCollInquiryQualifier) |
| | DEFINE_PRICE (OfferPx) |
| | DEFINE_UTCDATEONLY (TotalVolumeTradedDate) |
| | DEFINE_NUMINGROUP (NoContAmts) |
| | DEFINE_QTY (MinOfferSize) |
| | DEFINE_PRICE (AvgParPx) |
| | DEFINE_FLOAT (LegFactor) |
| | DEFINE_INT (RespondentType) |
| | DEFINE_QTY (DisplayLowQty) |
| | DEFINE_CHAR (DKReason) |
| | DEFINE_PRICE (BenchmarkPrice) |
| | DEFINE_STRING (ListID) |
| | DEFINE_STRING (LegSecurityAltID) |
| | DEFINE_CHAR (PositionEffect) |
| | DEFINE_INT (RelatedPartySubIDType) |
| | DEFINE_CHAR (TriggerAction) |
| | DEFINE_STRING (RefOrderID) |
| | DEFINE_INT (ClearingInstruction) |
| | DEFINE_STRING (SettlInstCode) |
| | DEFINE_INT (NumDaysInterest) |
| | DEFINE_MULTIPLECHARVALUE (OpenCloseSettlFlag) |
| | DEFINE_NUMINGROUP (NoComplexEventDates) |
| | DEFINE_LENGTH (DerivativeEncodedIssuerLen) |
| | DEFINE_FLOAT (StrikeMultiplier) |
| | DEFINE_INT (DiscretionMoveType) |
| | DEFINE_INT (ListNoOrds) |
| | DEFINE_CHAR (RelatedPartyIDSource) |
| | DEFINE_STRING (PegSymbol) |
| | DEFINE_PRICE (DayAvgPx) |
| | DEFINE_STRING (Headline) |
| | DEFINE_STRING (NestedPartySubID) |
| | DEFINE_STRING (CardIssNo) |
| | DEFINE_CHAR (OptAttribute) |
| | DEFINE_PRICEOFFSET (LastForwardPoints2) |
| | DEFINE_INT (MDUpdateType) |
| | DEFINE_CHAR (TickDirection) |
| | DEFINE_LOCALMKTDATE (LegRedemptionDate) |
| | DEFINE_PRICE (StrikePrice) |
| | DEFINE_DATA (EncodedIssuer) |
| | DEFINE_STRING (YieldType) |
| | DEFINE_PRICE (TradingReferencePrice) |
| | DEFINE_FLOAT (MDEntrySpotRate) |
| | DEFINE_PERCENTAGE (ParticipationRate) |
| | DEFINE_INT (PegScope) |
| | DEFINE_AMT (InterestAtMaturity) |
| | DEFINE_STRING (LegIndividualAllocID) |
| | DEFINE_AMT (AllowableOneSidednessValue) |
| | DEFINE_STRING (CashSettlAgentName) |
| | DEFINE_QTY (ContraTradeQty) |
| | DEFINE_TZTIMEONLY (LegMaturityTime) |
| | DEFINE_INT (SettlDeliveryType) |
| | DEFINE_INT (SecondaryPriceLimitType) |
| | DEFINE_PRICE (MidPx) |
| | DEFINE_PRICE (AvgPx) |
| | DEFINE_INT (DiscretionLimitType) |
| | DEFINE_UTCTIMESTAMP (StrikeTime) |
| | DEFINE_STRING (SettlSessSubID) |
| | DEFINE_STRING (MailingDtls) |
| | DEFINE_STRING (BidID) |
| | DEFINE_INT (PartyDetailsRequestResult) |
| | DEFINE_CHAR (ExerciseMethod) |
| | DEFINE_CURRENCY (CommCurrency) |
| | DEFINE_NUMINGROUP (NoSettlOblig) |
| | DEFINE_FLOAT (MaxPriceVariation) |
| | DEFINE_BOOLEAN (WorkingIndicator) |
| | DEFINE_STRING (CashSettlAgentAcctName) |
| | DEFINE_QTY (SellVolume) |
| | DEFINE_INT (SideMultiLegReportingType) |
| | DEFINE_STRING (DerivativeEventText) |
| | DEFINE_STRING (PegSecurityDesc) |
| | DEFINE_STRING (AllocCustomerCapacity) |
| | DEFINE_INT (ConfirmRejReason) |
| | DEFINE_CHAR (BidRequestTransType) |
| | DEFINE_STRING (CashDistribAgentAcctNumber) |
| | DEFINE_MULTIPLECHARVALUE (LegExecInst) |
| | DEFINE_PRICE (CapPrice) |
| | DEFINE_INT (LegRepurchaseTerm) |
| | DEFINE_STRING (RegistAcctType) |
| | DEFINE_INT (MassActionRejectReason) |
| | DEFINE_INT (DerivativePutOrCall) |
| | DEFINE_MONTHYEAR (StartMaturityMonthYear) |
| | DEFINE_INT (CollApplType) |
| | DEFINE_NUMINGROUP (NoUnderlyingAmounts) |
| | DEFINE_INT (ConfirmType) |
| | DEFINE_MONTHYEAR (LegMaturityMonthYear) |
| | DEFINE_STRING (RelatdSym) |
| | DEFINE_AMT (RiskLimitAmount) |
| | DEFINE_STRING (UnderlyingLegSecuritySubType) |
| | DEFINE_NUMINGROUP (NoUnderlyingSecurityAltID) |
| | DEFINE_STRING (RelationshipRiskCFICode) |
| | DEFINE_NUMINGROUP (NoRelatedPartySubIDs) |
| | DEFINE_STRING (RiskSymbolSfx) |
| | DEFINE_INT (MDQuoteType) |
| | DEFINE_INT (QtyType) |
| | DEFINE_INT (QuoteRespType) |
| | DEFINE_BOOLEAN (IOINaturalFlag) |
| | DEFINE_STRING (BenchmarkCurvePoint) |
| | DEFINE_CHAR (TradSesUpdateAction) |
| | DEFINE_AMT (UnderlyingCashAmount) |
| | DEFINE_STRING (CollAsgnID) |
| | DEFINE_STRING (ExchangeRule) |
| | DEFINE_DATA (EncodedHeadline) |
| | DEFINE_STRING (RegistID) |
| | DEFINE_STRING (CrossID) |
| | DEFINE_NUMINGROUP (NoExecs) |
| | DEFINE_STRING (DerivativeSecurityGroup) |
| | DEFINE_QTY (SecondaryDisplayQty) |
| | DEFINE_STRING (RefMsgType) |
| | DEFINE_STRING (StandInstDbID) |
| | DEFINE_LENGTH (EncodedLegSecurityDescLen) |
| | DEFINE_PRICE (DerivativeEventPx) |
| | DEFINE_CHAR (SettlObligSource) |
| | DEFINE_INT (TrdSubType) |
| | DEFINE_LENGTH (EncodedUnderlyingIssuerLen) |
| | DEFINE_CHAR (ExecTransType) |
| | DEFINE_SEQNUM (BeginSeqNo) |
| | DEFINE_CHAR (DayBookingInst) |
| | DEFINE_INT (FlowScheduleType) |
| | DEFINE_INT (MDOriginType) |
| | DEFINE_INT (CollInquiryStatus) |
| | DEFINE_NUMINGROUP (NoInstrAttrib) |
| | DEFINE_STRING (RegistEmail) |
| | DEFINE_STRING (StreamAsgnReqID) |
| | DEFINE_INT (CPProgram) |
| | DEFINE_STRING (ConfirmReqID) |
| | DEFINE_STRING (AltMDSourceID) |
| | DEFINE_NUMINGROUP (NoOrders) |
| | DEFINE_STRING (CashDistribAgentAcctName) |
| | DEFINE_NUMINGROUP (NoContextPartySubIDs) |
| | DEFINE_CHAR (UndlyInstrumentPartyIDSource) |
| | DEFINE_STRING (UnderlyingSettlMethod) |
| | DEFINE_NUMINGROUP (NoMDEntryTypes) |
| | DEFINE_PRICEOFFSET (MDEntryForwardPoints) |
| | DEFINE_INT (PosReqType) |
| | DEFINE_INT (MassStatusReqType) |
| | DEFINE_LOCALMKTDATE (TradeOriginationDate) |
| | DEFINE_PRICE (SettlPrice) |
| | DEFINE_STRING (SecuritySettlAgentAcctName) |
| | DEFINE_FLOAT (RiskInstrumentMultiplier) |
| | DEFINE_NUMINGROUP (NoDerivativeEvents) |
| | DEFINE_PRICE (UnderlyingEndPrice) |
| | DEFINE_CHAR (SubscriptionRequestType) |
| | DEFINE_INT (TotalNumSecurityTypes) |
| | DEFINE_INT (NewsCategory) |
| | DEFINE_INT (UnderlyingLegPutOrCall) |
| | DEFINE_STRING (URLLink) |
| | DEFINE_NUMINGROUP (NoInstrumentPartySubIDs) |
| | DEFINE_AMT (UnderlyingCurrentValue) |
| | DEFINE_LOCALMKTDATE (InterestAccrualDate) |
| | DEFINE_LOCALMKTDATE (FutSettDate2) |
| | DEFINE_NUMINGROUP (NoClearingInstructions) |
| | DEFINE_CURRENCY (UnderlyingCurrency) |
| | DEFINE_LOCALMKTDATE (LegInterestAccrualDate) |
| | DEFINE_STRING (NewPassword) |
| | DEFINE_LOCALMKTDATE (RedemptionDate) |
| | DEFINE_SEQNUM (RefApplLastSeqNum) |
| | DEFINE_AMT (StartCash) |
| | DEFINE_LENGTH (MaxMessageSize) |
| | DEFINE_PRICEOFFSET (OfferForwardPoints) |
| | DEFINE_STRING (IOIQty) |
| | DEFINE_QTY (LastQty) |
| | DEFINE_INT (ApplResponseError) |
| | DEFINE_STRING (UnderlyingLegSecurityType) |
| | DEFINE_STRING (DerivativePriceUnitOfMeasure) |
| | DEFINE_CHAR (TriggerPriceDirection) |
| | DEFINE_STRING (PositionCurrency) |
| | DEFINE_STRING (MessageEventSource) |
| | DEFINE_STRING (CollInquiryID) |
| | DEFINE_AMT (UnderlyingStartValue) |
| | DEFINE_INT (LastLiquidityInd) |
| | DEFINE_STRING (SecurityID) |
| | DEFINE_NUMINGROUP (NoMDEntries) |
| | DEFINE_NUMINGROUP (NoPartyListResponseTypes) |
| | DEFINE_INT (StrikePriceDeterminationMethod) |
| | DEFINE_LOCALMKTDATE (EndDate) |
| | DEFINE_AMT (CashOutstanding) |
| | DEFINE_STRING (MDReqID) |
| | DEFINE_STRING (IOIRefID) |
| | DEFINE_NUMINGROUP (NoContextPartyIDs) |
| | DEFINE_INT (TargetStrategy) |
| | DEFINE_STRING (ConfirmRefID) |
| | DEFINE_INT (SellerDays) |
| | DEFINE_BOOLEAN (DueToRelated) |
| | DEFINE_PRICE (SecondaryTradingReferencePrice) |
| | DEFINE_NUMINGROUP (NoMDFeedTypes) |
| | DEFINE_INT (UnderlyingInstrumentPartySubIDType) |
| | DEFINE_UTCTIMESTAMP (TradSesCloseTime) |
| | DEFINE_MONTHYEAR (ContractSettlMonth) |
| | DEFINE_PRICE (DerivativeStrikePrice) |
| | DEFINE_STRING (TriggerSecurityDesc) |
| | DEFINE_STRING (UnderlyingCashType) |
| | DEFINE_NUMINGROUP (NoMiscFees) |
| | DEFINE_INT (CustOrderCapacity) |
| | DEFINE_EXCHANGE (RiskSecurityExchange) |
| | DEFINE_CURRENCY (LegAllocSettlCurrency) |
| | DEFINE_QTY (UnderlyingAdjustedQuantity) |
| | DEFINE_CHAR (OwnershipType) |
| | DEFINE_QTY (MaxShow) |
| | DEFINE_STRING (LegSecurityID) |
| | DEFINE_DATA (EncodedSymbol) |
| | DEFINE_STRING (DerivativeSecurityDesc) |
| | DEFINE_STRING (UnitOfMeasure) |
| | DEFINE_INT (SecDefStatus) |
| | DEFINE_QTY (Quantity) |
| | DEFINE_STRING (NewsID) |
| | DEFINE_INT (UndlyInstrumentPartySubIDType) |
| | DEFINE_STRING (SettleOnOpenFlag) |
| | DEFINE_UTCTIMESTAMP (LastUpdateTime) |
| | DEFINE_PERCENTAGE (RepurchaseRate) |
| | DEFINE_INT (RepurchaseTerm) |
| | DEFINE_INT (NestedPartyRole) |
| | DEFINE_STRING (SecondaryExecID) |
| | DEFINE_STRING (Pool) |
| | DEFINE_NUMINGROUP (NoTickRules) |
| | DEFINE_FLOAT (Volatility) |
| | DEFINE_PERCENTAGE (PctAtRisk) |
| | DEFINE_EXCHANGE (UnderlyingSecurityExchange) |
| | DEFINE_PRICE (LegStrikePrice) |
| | DEFINE_CHAR (SettlmntTyp) |
| | DEFINE_INT (TradePublishIndicator) |
| | DEFINE_INT (ApplResponseType) |
| | DEFINE_INT (MDSubBookType) |
| | DEFINE_STRING (Username) |
| | DEFINE_INT (StandInstDbType) |
| | DEFINE_CHAR (RelatedContextPartyIDSource) |
| | DEFINE_INT (QuoteEntryStatus) |
| | DEFINE_CHAR (TriggerPriceType) |
| | DEFINE_INT (SideTrdSubTyp) |
| | DEFINE_STRING (UnderlyingTradingSessionSubID) |
| | DEFINE_INT (SettlInstReqRejCode) |
| | DEFINE_PRICE (MktBidPx) |
| | DEFINE_STRING (UnderlyingLegSymbol) |
| | DEFINE_FLOAT (StrikeValue) |
| | DEFINE_CHAR (Urgency) |
| | DEFINE_STRING (AllocID) |
| | DEFINE_NUMINGROUP (NoPartyList) |
| | DEFINE_AMT (UnderlyingDeliveryAmount) |
| | DEFINE_INT (SideQty) |
| | DEFINE_INT (CollAsgnTransType) |
| | DEFINE_PRICEOFFSET (ThresholdAmount) |
| | DEFINE_QTY (DefBidSize) |
| | DEFINE_STRING (LegStateOrProvinceOfIssue) |
| | DEFINE_INT (PaymentMethod) |
| | DEFINE_PERCENTAGE (RiskCouponRate) |
| | DEFINE_CHAR (UnderlyingLegOptAttribute) |
| | DEFINE_FLOAT (LegVolatility) |
| | DEFINE_INT (DerivativeInstrAttribType) |
| | DEFINE_QTY (DerivativeUnitOfMeasureQty) |
| | DEFINE_NUMINGROUP (NoStatsIndicators) |
| | DEFINE_CHAR (TriggerPriceTypeScope) |
| | DEFINE_STRING (LastNetworkResponseID) |
| | DEFINE_INT (UnderlyingSettlPriceType) |
| | DEFINE_STRING (ApplReportID) |
| | DEFINE_INT (PegLimitType) |
| | DEFINE_STRING (ExecID) |
| | DEFINE_CHAR (Side) |
| | DEFINE_PRICE (UnderlyingLastPx) |
| | DEFINE_INT (MarketDepth) |
| | DEFINE_PRICEOFFSET (DiscretionOffset) |
| | DEFINE_INT (ContAmtType) |
| | DEFINE_CURRENCY (MiscFeeCurr) |
| | DEFINE_NUMINGROUP (NoRiskLimits) |
| | DEFINE_PERCENTAGE (AttachmentPoint) |
| | DEFINE_CHAR (OrderCategory) |
| | DEFINE_STRING (AdvTransType) |
| | DEFINE_PERCENTAGE (WtAverageLiquidity) |
| | DEFINE_UTCTIMESTAMP (QuoteSetValidUntilTime) |
| | DEFINE_NUMINGROUP (NoNested4PartyIDs) |
| | DEFINE_INT (LegPutOrCall) |
| | DEFINE_STRING (UserStatusText) |
| | DEFINE_STRING (Nested2PartySubID) |
| | DEFINE_PERCENTAGE (EFPTrackingError) |
| | DEFINE_INT (SideLiquidityInd) |
| | DEFINE_FLOAT (DerivativeMinPriceIncrement) |
| | DEFINE_BOOLEAN (PublishTrdIndicator) |
| | DEFINE_COUNTRY (InvestorCountryOfResidence) |
| | DEFINE_STRING (SideReasonCd) |
| | DEFINE_FLOAT (MinPriceIncrement) |
| | DEFINE_STRING (SecuritySettlAgentContactName) |
| | DEFINE_INT (SecurityResponseType) |
| | DEFINE_STRING (LegBenchmarkCurvePoint) |
| | DEFINE_STRING (ClearingFirm) |
| | DEFINE_STRING (RelationshipRiskSecurityIDSource) |
| | DEFINE_INT (SessionStatus) |
| | DEFINE_STRING (TriggerSecurityID) |
| | DEFINE_INT (TotNoAllocs) |
| | DEFINE_NUMINGROUP (NoAltMDSource) |
| | DEFINE_INT (AllocAccountType) |
| | DEFINE_PRICE (LastPx) |
| | DEFINE_CHAR (AllocTransType) |
| | DEFINE_INT (TotNoQuoteEntries) |
| | DEFINE_QTY (MinBidSize) |
| | DEFINE_STRING (SettlBrkrCode) |
| | DEFINE_STRING (CardHolderName) |
| | DEFINE_INT (ExpirationQtyType) |
| | DEFINE_LENGTH (EncodedUnderlyingSecurityDescLen) |
| | DEFINE_STRING (QuoteReqID) |
| | DEFINE_NUMINGROUP (NoRelatedPartyAltSubIDs) |
| | DEFINE_INT (RiskProduct) |
| | DEFINE_STRING (RiskSecurityAltIDSource) |
| | DEFINE_STRING (PriceUnitOfMeasure) |
| | DEFINE_TZTIMESTAMP (TZTransactTime) |
| | DEFINE_INT (AllocHandlInst) |
| | DEFINE_CHAR (UnderlyingInstrumentPartyIDSource) |
| | DEFINE_FLOAT (CurrencyRatio) |
| | DEFINE_QTY (RefreshQty) |
| | DEFINE_INT (TradeRequestStatus) |
| | DEFINE_BOOLEAN (TrdRepIndicator) |
| | DEFINE_AMT (MiscFeeAmt) |
| | DEFINE_UTCTIMESTAMP (TradSesOpenTime) |
| | DEFINE_CHAR (PreallocMethod) |
| | DEFINE_INT (TaxAdvantageType) |
| | DEFINE_STRING (MessageEncoding) |
| | DEFINE_INT (RiskPutOrCall) |
| | DEFINE_STRING (RiskSecurityGroup) |
| | DEFINE_NUMINGROUP (NoPartySubIDs) |
| | DEFINE_STRING (SettlInstReqID) |
| | DEFINE_INT (LegRepoCollateralSecurityType) |
| | DEFINE_STRING (AffectedSecondaryOrderID) |
| | DEFINE_STRING (RiskSymbol) |
| | DEFINE_TZTIMEONLY (DerivativeMaturityTime) |
| | DEFINE_UTCTIMESTAMP (ExpireTime) |
| | DEFINE_FLOAT (UnderlyingFactor) |
| | DEFINE_UTCTIMESTAMP (OrigOrdModTime) |
| | DEFINE_NUMINGROUP (NoTrdRepIndicators) |
| | DEFINE_LOCALMKTDATE (DerivativeMaturityDate) |
| | DEFINE_STRING (DerivativeCFICode) |
| | DEFINE_INT (Nested2PartySubIDType) |
| | DEFINE_STRING (LegIOIQty) |
| | DEFINE_LOCALMKTDATE (ExpireDate) |
| | DEFINE_STRING (RiskSecurityType) |
| | DEFINE_NUMINGROUP (NoMatchRules) |
| | DEFINE_SEQNUM (ApplEndSeqNum) |
| | DEFINE_PRICE (EventPx) |
| | DEFINE_STRING (AsgnRptID) |
| | DEFINE_CHAR (TimeInForce) |
| | DEFINE_PRICE (LowPx) |
| | DEFINE_CHAR (IOIQualifier) |
| | DEFINE_STRING (WaveNo) |
| | DEFINE_STRING (RiskSeniority) |
| | DEFINE_INT (StrikePriceBoundaryMethod) |
| | DEFINE_LOCALMKTDATE (DerivativeIssueDate) |
| | DEFINE_STRING (MiscFeeType) |
| | DEFINE_STRING (QuoteID) |
| | DEFINE_BOOLEAN (RiskFlexibleIndicator) |
| | DEFINE_STRING (DerivativeInstrumentPartyIDSource) |
| | DEFINE_STRING (SettlObligID) |
| | DEFINE_STRING (InstrAttribValue) |
| | DEFINE_AMT (LiquidityValue) |
| | DEFINE_STRING (SecurityIDSource) |
| | DEFINE_INT (NewsRefType) |
| | DEFINE_NUMINGROUP (NoOfLegUnderlyings) |
| | DEFINE_DATA (DerivativeEncodedSecurityDesc) |
| | DEFINE_CHAR (TriggerOrderType) |
| | DEFINE_PRICE (UnderlyingDirtyPrice) |
| | DEFINE_INT (CrossType) |
| | DEFINE_INT (RepoCollateralSecurityType) |
| | DEFINE_STRING (Password) |
| | DEFINE_MULTIPLEVALUESTRING (OpenCloseSettleFlag) |
| | DEFINE_STRING (Subject) |
| | DEFINE_STRING (RefApplReqID) |
| | DEFINE_AMT (UnderlyingEndValue) |
| | DEFINE_SEQNUM (NewSeqNo) |
| | DEFINE_CHAR (OrigTradeHandlingInstr) |
| | DEFINE_QTY (DisplayHighQty) |
| | DEFINE_INT (MDBookType) |
| | DEFINE_AMT (MarginExcess) |
| | DEFINE_CHAR (BasisPxType) |
| | DEFINE_STRING (DlvyInst) |
| | DEFINE_STRING (ComplianceID) |
| | DEFINE_STRING (EmailThreadID) |
| | DEFINE_CURRENCY (ContAmtCurr) |
| | DEFINE_STRING (RelationshipRiskSecurityGroup) |
| | DEFINE_INT (ComplexEventType) |
| | DEFINE_INT (MassActionResponse) |
| | DEFINE_LOCALMKTDATE (UnderlyingIssueDate) |
| | DEFINE_INT (SecurityRequestType) |
| | DEFINE_AMT (AllocInterestAtMaturity) |
| | DEFINE_INT (ListRejectReason) |
| | DEFINE_STRING (DeskType) |
| | DEFINE_STRING (SecondaryTradeReportID) |
| | DEFINE_STRING (SettlType) |
| | DEFINE_CHAR (OpenClose) |
| | DEFINE_INT (ContractMultiplierUnit) |
| | DEFINE_PRICE (SecondaryLowLimitPrice) |
| | DEFINE_QTY (ExpQty) |
| | DEFINE_STRING (NetworkRequestID) |
| | DEFINE_INT (TrdType) |
| | DEFINE_NUMINGROUP (NoUnderlyings) |
| | DEFINE_EXCHANGE (MDMkt) |
| | DEFINE_EXCHANGE (LastMkt) |
| | DEFINE_STRING (RestructuringType) |
| | DEFINE_NUMINGROUP (NoStrikeRules) |
| | DEFINE_STRING (ListName) |
| | DEFINE_INT (ProgRptReqs) |
| | DEFINE_STRING (TradingSessionID) |
| | DEFINE_INT (ListOrderStatus) |
| | DEFINE_CHAR (RegistStatus) |
| | DEFINE_AMT (PosAmt) |
| | DEFINE_INT (UnderlyingPriceDeterminationMethod) |
| | DEFINE_NUMINGROUP (NoUnderlyingStips) |
| | DEFINE_UTCTIMESTAMP (TradSesPreCloseTime) |
| | DEFINE_CHAR (MassCancelRequestType) |
| | DEFINE_STRING (UnderlyingLegSecurityAltIDSource) |
| | DEFINE_STRING (SettlPartyID) |
| | DEFINE_NUMINGROUP (NoAffectedOrders) |
| | DEFINE_STRING (CashSettlAgentAcctNum) |
| | DEFINE_MONTHYEAR (UnderlyingLegMaturityMonthYear) |
| | DEFINE_INT (DerivativeSecurityListRequestType) |
| | DEFINE_NUMINGROUP (NoLotTypeRules) |
| | DEFINE_INT (NoDates) |
| | DEFINE_CHAR (CxlRejResponseTo) |
| | DEFINE_UTCTIMESTAMP (EffectiveTime) |
| | DEFINE_AMT (GrossTradeAmt) |
| | DEFINE_STRING (ContextPartyID) |
| | DEFINE_STRING (SecurityListDesc) |
| | DEFINE_STRING (NotAffectedOrderID) |
| | DEFINE_FLOAT (DerivativeStrikeValue) |
| | DEFINE_NUMINGROUP (NoPosAmt) |
| | DEFINE_STRING (LegCreditRating) |
| | DEFINE_STRING (RelationshipRiskInstrumentSettlType) |
| | DEFINE_PRICEOFFSET (BidForwardPoints2) |
| | DEFINE_LOCALMKTDATE (SettlDate) |
| | DEFINE_STRING (ClientID) |
| | DEFINE_INT (QuoteCancelType) |
| | DEFINE_STRING (StipulationType) |
| | DEFINE_AMT (OutMainCntryUIndex) |
| | DEFINE_CHAR (LegSettlmntTyp) |
| | DEFINE_NUMINGROUP (NoRelationshipRiskInstruments) |
| | DEFINE_INT (DerivativeNTPositionLimit) |
| | DEFINE_STRING (PriceQuoteMethod) |
| | DEFINE_PRICE (LowLimitPrice) |
| | DEFINE_STRING (LegUnitOfMeasure) |
| | DEFINE_INT (SessionRejectReason) |
| | DEFINE_STRING (PartyDetailsListReportID) |
| | DEFINE_INT (DeliveryType) |
| | DEFINE_PRICE (AllocPrice) |
| | DEFINE_NUMINGROUP (NoBidComponents) |
| | DEFINE_CHAR (QuoteQualifier) |
| | DEFINE_MULTIPLECHARVALUE (Scope) |
| | DEFINE_NUMINGROUP (NoSecurityAltID) |
| | DEFINE_STRING (RootPartySubID) |
| | DEFINE_STRING (DeliverToLocationID) |
| | DEFINE_CHAR (DeleteReason) |
| | DEFINE_PRICE (BidSpotRate) |
| | DEFINE_STRING (Nested4PartyID) |
| | DEFINE_BOOLEAN (InViewOfCommon) |
| | DEFINE_PRICE (UnderlyingSettlPrice) |
| | DEFINE_STRING (RegistRejReasonText) |
| | DEFINE_NUMINGROUP (NoSides) |
| | DEFINE_STRING (LegAllocAccount) |
| | DEFINE_NUMINGROUP (NoRelationshipRiskWarningLevels) |
| | DEFINE_INT (RelationshipRiskProduct) |
| | DEFINE_STRING (LegSecurityDesc) |
| | DEFINE_STRING (ClOrdLinkID) |
| | DEFINE_UTCTIMESTAMP (OrigSendingTime) |
| | DEFINE_LENGTH (EncodedLegIssuerLen) |
| | DEFINE_STRING (OrderID) |
| | DEFINE_STRING (SecurityType) |
| | DEFINE_CHAR (RoundingDirection) |
| | DEFINE_STRING (FillExecID) |
| | DEFINE_NUMINGROUP (NoEvents) |
| | DEFINE_QTY (RoundLot) |
| | DEFINE_QTY (MDEntrySize) |
| | DEFINE_LENGTH (EncodedIssuerLen) |
| | DEFINE_QTY (DerivativePriceUnitOfMeasureQty) |
| | DEFINE_STRING (TimeUnit) |
| | DEFINE_INT (TotNoOrders) |
| | DEFINE_STRING (PartyAltID) |
| | DEFINE_INT (LegSwapType) |
| | DEFINE_CHAR (IOITransType) |
| | DEFINE_LENGTH (RawDataLength) |
| | DEFINE_STRING (UnderlyingSecurityType) |
| | DEFINE_STRING (UnderlyingLegSecurityAltID) |
| | DEFINE_INT (SecurityReportID) |
| | DEFINE_INT (TotNumReports) |
| | DEFINE_INT (TotalNumPosReports) |
| | DEFINE_STRING (SecurityReqID) |
| | DEFINE_INT (PosReqResult) |
| | DEFINE_PRICEOFFSET (LegOfferForwardPoints) |
| | DEFINE_CURRENCY (AllowableOneSidednessCurr) |
| | DEFINE_STRING (AffectedOrderID) |
| | DEFINE_COUNTRY (UnderlyingCountryOfIssue) |
| | DEFINE_PERCENTAGE (UnderlyingRepurchaseRate) |
| | DEFINE_SEQNUM (LastMsgSeqNumProcessed) |
| | DEFINE_STRING (UnderlyingCFICode) |
| | DEFINE_CHAR (DerivativeOptAttribute) |
| | DEFINE_STRING (PegSecurityID) |
| | DEFINE_STRING (HostCrossID) |
| | DEFINE_CHAR (ExecInstValue) |
| | DEFINE_AMT (DerivativeOptPayAmount) |
| | DEFINE_PERCENTAGE (UnderlyingCouponRate) |
| | DEFINE_CHAR (SettlInstMode) |
| | DEFINE_STRING (SecurityAltIDSource) |
| | DEFINE_BOOLEAN (PreviouslyReported) |
| | DEFINE_CHAR (ContextPartyIDSource) |
| | DEFINE_STRING (RptSys) |
| | DEFINE_NUMINGROUP (NoNested2PartySubIDs) |
| | DEFINE_STRING (RefAllocID) |
| | DEFINE_QTY (DefOfferSize) |
| | DEFINE_STRING (ProductComplex) |
| | DEFINE_MULTIPLESTRINGVALUE (CustOrderHandlingInst) |
| | DEFINE_INT (MDPriceLevel) |
| | DEFINE_FLOAT (LegOptionRatio) |
| | DEFINE_STRING (SecurityStatus) |
| | DEFINE_STRING (LegRefID) |
| | DEFINE_PERCENTAGE (DividendYield) |
| | DEFINE_INT (DerivativeInstrumentPartySubIDType) |
| | DEFINE_PRICE (EndStrikePxRange) |
| | DEFINE_QTY (DisplayQty) |
| | DEFINE_STRING (LegSecuritySubType) |
| | DEFINE_CHAR (ProcessCode) |
| | DEFINE_MULTIPLECHARVALUE (ExecInst) |
| | DEFINE_UTCTIMESTAMP (TradSesEndTime) |
| | DEFINE_UTCTIMESTAMP (OrigTime) |
| | DEFINE_UTCTIMESTAMP (ExecValuationPoint) |
| | DEFINE_CHAR (ExecType) |
| | DEFINE_NUMINGROUP (NoRelatedContextPartySubIDs) |
| | DEFINE_INT (Nested4PartyRole) |
| | DEFINE_INT (MultilegModel) |
| | DEFINE_STRING (SecurityGroup) |
| | DEFINE_INT (EventType) |
| | DEFINE_INT (TradeAllocIndicator) |
| | DEFINE_LOCALMKTDATE (YieldCalcDate) |
| | DEFINE_AMT (ValueOfFutures) |
| | DEFINE_CHAR (LegSide) |
| | DEFINE_INT (UserStatus) |
| | DEFINE_AMT (SideValue1) |
| | DEFINE_QTY (CxlQty) |
| | DEFINE_STRING (SecurityResponseID) |
| | DEFINE_STRING (InstrRegistry) |
| | DEFINE_STRING (StreamAsgnRptID) |
| | DEFINE_INT (OrderDelayUnit) |
| | DEFINE_FLOAT (LegCurrencyRatio) |
| | DEFINE_PRICE (EndTickPriceRange) |
| | DEFINE_STRING (CollReqID) |
| | DEFINE_STRING (LegPool) |
| | DEFINE_QTY (ShortQty) |
| | DEFINE_AMT (SideValue2) |
| | DEFINE_BOOLEAN (TradedFlatSwitch) |
| | DEFINE_STRING (MassStatusReqID) |
| | DEFINE_UTCTIMESTAMP (ComplexEventEndDate) |
| | DEFINE_EXCHANGE (MarketID) |
| | DEFINE_LOCALMKTDATE (OrigTradeDate) |
| | DEFINE_BOOLEAN (PreTradeAnonymity) |
| | DEFINE_INT (TrdRptStatus) |
| | DEFINE_PERCENTAGE (DistribPercentage) |
| | DEFINE_INT (QuoteStatus) |
| | DEFINE_STRING (ClearingAccount) |
| | DEFINE_STRING (TrdMatchID) |
| | DEFINE_STRING (OrderInputDevice) |
| | DEFINE_BOOLEAN (SolicitedFlag) |
| | DEFINE_UTCTIMESTAMP (TransactTime) |
| | DEFINE_INT (RiskLimitType) |
| | DEFINE_INT (UnderlyingFlowScheduleType) |
| | DEFINE_STRING (UnderlyingStipValue) |
| | DEFINE_SEQNUM (NextExpectedMsgSeqNum) |
| | DEFINE_CURRENCY (BenchmarkCurveCurrency) |
| | DEFINE_STRING (CFICode) |
| | DEFINE_FLOAT (Factor) |
| | DEFINE_QTY (LastShares) |
| | DEFINE_INT (RequestedPartyRole) |
| | DEFINE_UTCTIMESTAMP (EventTime) |
| | DEFINE_INT (RootPartySubIDType) |
| | DEFINE_INT (ShortSaleReason) |
| | DEFINE_DATA (XmlData) |
| | DEFINE_STRING (RelationshipRiskSeniority) |
| | DEFINE_NUMINGROUP (NoTargetPartyIDs) |
| | DEFINE_NUMINGROUP (NoRootPartyIDs) |
| | DEFINE_LOCALMKTDATE (EventDate) |
| | DEFINE_INT (PegRoundDirection) |
| | DEFINE_LOCALMKTDATE (LegSettlDate) |
| | DEFINE_INT (ModelType) |
| | DEFINE_BOOLEAN (DefaultVerIndicator) |
| | DEFINE_STRING (FuturesValuationMethod) |
| | DEFINE_CHAR (SettlMethod) |
| | DEFINE_FLOAT (UnderlyingFXRate) |
| | DEFINE_INT (ConfirmStatus) |
| | DEFINE_BOOLEAN (LocateReqd) |
| | DEFINE_STRING (PosMaintRptID) |
| | DEFINE_INT (Adjustment) |
| | DEFINE_INT (StreamAsgnType) |
| | DEFINE_BOOLEAN (LastRptRequested) |
| | DEFINE_STRING (LocaleOfIssue) |
| | DEFINE_STRING (SenderSubID) |
| | DEFINE_PRICE (HighPx) |
| | DEFINE_AMT (AllocSettlCurrAmt) |
| | DEFINE_PERCENTAGE (ComplexEventPriceBoundaryPrecision) |
| | DEFINE_INT (InstrumentPartyRole) |
| | DEFINE_PRICE (YieldRedemptionPrice) |
| | DEFINE_QTY (CumQty) |
| | DEFINE_STRING (OrigClOrdID) |
| | DEFINE_STRING (SettlSessID) |
| | DEFINE_STRING (ParentMktSegmID) |
| | DEFINE_INT (TradeReportType) |
| | DEFINE_INT (AvgPrxPrecision) |
| | DEFINE_NUMINGROUP (NoLegs) |
| | DEFINE_STRING (UnderlyingSymbol) |
| | DEFINE_INT (ExerciseStyle) |
| | DEFINE_CHAR (HaltReasonChar) |
| | DEFINE_EXCHANGE (ExDestination) |
| | DEFINE_NUMINGROUP (NoPartyRelationships) |
| | DEFINE_CHAR (DerivativeInstrmtAssignmentMethod) |
| | DEFINE_STRING (UnderlyingIDSource) |
| | DEFINE_STRING (AdvId) |
| | DEFINE_UTCTIMESTAMP (TransBkdTime) |
| | DEFINE_PRICE (LegLastPx) |
| | DEFINE_NUMINGROUP (NoRiskWarningLevels) |
| | DEFINE_INT (AllocReportType) |
| | DEFINE_STRING (RegistDtls) |
| | DEFINE_INT (AllocType) |
| | DEFINE_INT (QuoteRequestRejectReason) |
| | DEFINE_STRING (UnderlyingUnitOfMeasure) |
| | DEFINE_STRING (IndividualAllocID) |
| | DEFINE_PRICE (LegOfferPx) |
| | DEFINE_INT (LiquidityIndType) |
| | DEFINE_UTCTIMESTAMP (HopSendingTime) |
| | DEFINE_AMT (RelationshipRiskLimitAmount) |
| | DEFINE_BOOLEAN (ApplResendFlag) |
| | DEFINE_PRICE (DerivativeCapPrice) |
| | DEFINE_STRING (RiskSecurityID) |
| | DEFINE_AMT (ComplexOptPayoutAmount) |
| | DEFINE_LANGUAGE (LanguageCode) |
| | DEFINE_STRING (SettlObligRefID) |
| | DEFINE_STRING (OrigTradeID) |
| | DEFINE_AMT (UnderlyingCollectAmount) |
| | DEFINE_INT (StatusValue) |
| | DEFINE_PRICE (OfferSpotRate) |
| | DEFINE_STRING (PosType) |
| | DEFINE_LOCALMKTDATE (UnderlyingRedemptionDate) |
| | DEFINE_STRING (SettlDepositoryCode) |
| | DEFINE_INT (StreamAsgnAckType) |
| | DEFINE_PRICE (FloorPrice) |
| | DEFINE_TZTIMEONLY (RiskMaturityTime) |
| | DEFINE_QTY (UnderlyingPriceUnitOfMeasureQty) |
| | DEFINE_FLOAT (FeeMultiplier) |
| | DEFINE_TZTIMEONLY (UnderlyingMaturityTime) |
| | DEFINE_STRING (ApplID) |
| | DEFINE_AMT (LegGrossTradeAmt) |
| | DEFINE_UTCDATEONLY (MDEntryDate) |
| | DEFINE_CURRENCY (LegBenchmarkCurveCurrency) |
| | DEFINE_INT (RiskInstrumentOperator) |
| | DEFINE_AMT (OptPayoutAmount) |
| | DEFINE_INT (MiscFeeBasis) |
| | DEFINE_UTCTIMESTAMP (ValidUntilTime) |
| | DEFINE_CHAR (OrdType) |
| | DEFINE_STRING (AdvRefID) |
| | DEFINE_STRING (HopCompID) |
| | DEFINE_STRING (PosMaintRptRefID) |
| | DEFINE_STRING (LegStipulationValue) |
| | DEFINE_STRING (MatchType) |
| | DEFINE_INT (OptPayoutType) |
| | DEFINE_STRING (UnderlyingPriceUnitOfMeasure) |
| | DEFINE_CHAR (MarketUpdateAction) |
| | DEFINE_INT (CollAsgnRejectReason) |
| | DEFINE_PRICE (PeggedRefPrice) |
| | DEFINE_INT (IndividualAllocType) |
| | DEFINE_AMT (EndCash) |
| | DEFINE_STRING (EventText) |
| | DEFINE_LOCALMKTDATE (ExDate) |
| | DEFINE_CHAR (NestedPartyIDSource) |
| | DEFINE_INT (GTBookingInst) |
| | DEFINE_STRING (DerivativeValuationMethod) |
| | DEFINE_INT (NumberOfOrders) |
| | DEFINE_INT (TrdRepPartyRole) |
| | DEFINE_PRICE (TriggerPrice) |
| | DEFINE_INT (MDReportID) |
| | DEFINE_STRING (SecondaryAllocID) |
| | DEFINE_QTY (LeavesQty) |
| | DEFINE_LOCALMKTDATE (CardStartDate) |
| | DEFINE_INT (LegCoveredOrUncovered) |
| | DEFINE_INT (PutOrCall) |
| | DEFINE_STRING (MatchAlgorithm) |
| | DEFINE_QTY (CalculatedCcyLastQty) |
| | DEFINE_CHAR (FundRenewWaiv) |
| | DEFINE_STRING (SecuritySettlAgentName) |
| | DEFINE_STRING (BidDescriptor) |
| | DEFINE_STRING (RelationshipRiskSecurityAltIDSource) |
| | DEFINE_STRING (MDStreamID) |
| | DEFINE_NUMINGROUP (NoAsgnReqs) |
| | DEFINE_PERCENTAGE (NotionalPercentageOutstanding) |
| | DEFINE_NUMINGROUP (NoSettlInst) |
| | DEFINE_STRING (SettlInstMsgID) |
| | DEFINE_BOOLEAN (ForexReq) |
| | DEFINE_STRING (TradSesReqID) |
| | DEFINE_PRICE (UnderlyingLegStrikePrice) |
| | DEFINE_INT (TickRuleType) |
| | DEFINE_CHAR (InstrmtAssignmentMethod) |
| | DEFINE_INT (DiscretionOffsetType) |
| | DEFINE_INT (ConfirmTransType) |
| | DEFINE_AMT (TotalTakedown) |
| | DEFINE_STRING (ResponseDestination) |
| | DEFINE_INT (MDSecSizeType) |
| | DEFINE_INT (InstrumentPartySubIDType) |
| | DEFINE_STRING (LegTimeUnit) |
| | DEFINE_STRING (TransferReason) |
| | DEFINE_INT (ApplQueueMax) |
| | DEFINE_FLOAT (DiscretionOffsetValue) |
| | DEFINE_STRING (BookingRefID) |
| | DEFINE_PRICE (LegBidPx) |
| | DEFINE_INT (ContextPartyRole) |
| | DEFINE_INT (TradSesEvent) |
| | DEFINE_INT (DerivativeProduct) |
| | DEFINE_INT (RootPartyRole) |
| | DEFINE_CHAR (DlvyInstType) |
| | DEFINE_NUMINGROUP (NoLinesOfText) |
| | DEFINE_STRING (PosReqID) |
| | DEFINE_STRING (LegSecurityAltIDSource) |
| | DEFINE_DATA (EncodedSubject) |
| | DEFINE_STRING (ContraBroker) |
| | DEFINE_MULTIPLESTRINGVALUE (TradeCondition) |
| | DEFINE_STRING (PartyID) |
| | DEFINE_STRING (MDEntryID) |
| | DEFINE_STRING (UnderlyingLegSecurityExchange) |
| | DEFINE_INT (PriceLimitType) |
| | DEFINE_STRING (TriggerSecurityIDSource) |
| | DEFINE_NUMINGROUP (NoUndlyInstrumentPartySubIDs) |
| | DEFINE_STRING (ClientBidID) |
| | DEFINE_PRICEOFFSET (NetChgPrevDay) |
| | DEFINE_STRING (DefaultApplVerID) |
| | DEFINE_STRING (IOIID) |
| | DEFINE_PRICEOFFSET (SpreadToBenchmark) |
| | DEFINE_CHAR (CommType) |
| | DEFINE_INT (RegistRejReasonCode) |
| | DEFINE_DATA (RelationshipRiskEncodedSecurityDesc) |
| | DEFINE_STRING (RelationshipRiskRestructuringType) |
| | DEFINE_UTCTIMESTAMP (SideTimeInForce) |
| | DEFINE_UTCTIMESTAMP (TrdRegTimestamp) |
| | DEFINE_MULTIPLECHARVALUE (FinancialStatus) |
| | DEFINE_NUMINGROUP (NoTrades) |
| | DEFINE_BOOLEAN (LastFragment) |
| | DEFINE_STRING (PartySubID) |
| | DEFINE_QTY (AllocQty) |
| | DEFINE_BOOLEAN (NotifyBrokerOfCredit) |
| | DEFINE_INT (SideTrdRegTimestampType) |
| | DEFINE_LOCALMKTDATE (AgreementDate) |
| | DEFINE_INT (PartySubIDType) |
| | DEFINE_AMT (TotalNetValue) |
| | DEFINE_INT (AllocNoOrdersType) |
| | DEFINE_STRING (AllocLinkID) |
| | DEFINE_FLOAT (RoundingModulus) |
| | DEFINE_STRING (OnBehalfOfCompID) |
| | DEFINE_STRING (UnderlyingSecurityID) |
| | DEFINE_STRING (SettlObligMsgID) |
| | DEFINE_INT (PositionLimit) |
| | DEFINE_AMT (SharedCommission) |
| | DEFINE_PERCENTAGE (AllowableOneSidednessPct) |
| | DEFINE_STRING (AllocText) |
| | DEFINE_SEQNUM (EndSeqNo) |
| | DEFINE_NUMINGROUP (NoPartyIDs) |
| | DEFINE_NUMINGROUP (NoContraBrokers) |
| | DEFINE_INT (AllocLinkType) |
| | DEFINE_PERCENTAGE (UnderlyingAllocationPercent) |
| | DEFINE_AMT (AllocAccruedInterestAmt) |
| | DEFINE_STRING (RiskSecuritySubType) |
| | DEFINE_DATA (EncodedSecurityListDesc) |
| | DEFINE_LENGTH (EncryptedPasswordLen) |
| | DEFINE_PERCENTAGE (LegDividendYield) |
| | DEFINE_BOOLEAN (RefreshIndicator) |
| | DEFINE_CURRENCY (SideSettlCurrency) |
| | DEFINE_INT (UnderlyingSettlementType) |
| | DEFINE_QTY (OrderCapacityQty) |
| | DEFINE_QTY (LongQty) |
| | DEFINE_NUMINGROUP (NoPartyAltIDs) |
| | DEFINE_CHAR (DerivativeSettlMethod) |
| | DEFINE_STRING (TriggerTradingSessionID) |
| | DEFINE_CHAR (DisplayMethod) |
| | DEFINE_INT (RptSeq) |
| | DEFINE_STRING (MDEntryOriginator) |
| | DEFINE_STRING (LegInstrRegistry) |
| | DEFINE_QTY (FillQty) |
| | DEFINE_STRING (PegSecurityIDSource) |
| | DEFINE_TZTIMEONLY (MaturityTime) |
| | DEFINE_STRING (MDFeedType) |
| | DEFINE_INT (CollStatus) |
| | DEFINE_STRING (UnderlyingSecuritySubType) |
| | DEFINE_STRING (CstmApplVerID) |
| | DEFINE_INT (DefaultApplExtID) |
| | DEFINE_NUMINGROUP (NoDerivativeSecurityAltID) |
| | DEFINE_INT (SideValueInd) |
| | DEFINE_DATA (EncodedText) |
| | DEFINE_STRING (Account) |
| | DEFINE_PRICE (TriggerNewPrice) |
| | DEFINE_INT (UndlyInstrumentPartyRole) |
| | DEFINE_CHAR (MsgDirection) |
| | DEFINE_LOCALMKTDATE (LegMaturityDate) |
| | DEFINE_INT (UnderlyingContractMultiplierUnit) |
| | DEFINE_STRING (InputSource) |
| | DEFINE_CHAR (MDUpdateAction) |
| | DEFINE_CHAR (MatchStatus) |
| | DEFINE_INT (RateSource) |
| | DEFINE_CHAR (AllocPositionEffect) |
| | DEFINE_CHAR (PartyIDSource) |
| | DEFINE_DATA (EncodedUnderlyingIssuer) |
| | DEFINE_NUMINGROUP (NoRequestedPartyRoles) |
| | DEFINE_DATA (EncryptedPassword) |
| | DEFINE_QTY (TriggerNewQty) |
| | DEFINE_PRICEOFFSET (LegLastForwardPoints) |
| | DEFINE_INT (TotNumTradeReports) |
| | DEFINE_STRING (RefApplVerID) |
| | DEFINE_PRICE (LastSpotRate) |
| | DEFINE_PRICE (Price) |
| | DEFINE_STRING (UnderlyingSecurityIDSource) |
| | DEFINE_INT (TotNoSecurityTypes) |
| | DEFINE_FLOAT (RelationshipRiskInstrumentMultiplier) |
| | DEFINE_NUMINGROUP (NoRiskInstruments) |
| | DEFINE_PRICE (ReportedPx) |
| | DEFINE_STRING (LegSymbol) |
| | DEFINE_STRING (LegIssuer) |
| | DEFINE_STRING (RegistDetls) |
| | DEFINE_STRING (UnderlyingLegSecurityID) |
| | DEFINE_QTY (MinLotSize) |
| | DEFINE_INT (NumTickets) |
| | DEFINE_STRING (LegLocaleOfIssue) |
| | DEFINE_BOOLEAN (ExchangeForPhysical) |
| | DEFINE_INT (SecurityTradingEvent) |
| | DEFINE_AMT (MinPriceIncrementAmount) |
| | DEFINE_AMT (UnderlyingPayAmount) |
| | DEFINE_STRING (SettlPartySubID) |
| | DEFINE_AMT (AllocNetMoney) |
| | DEFINE_DAYOFMONTH (UnderlyingMaturityDay) |
| | DEFINE_STRING (NetworkResponseID) |
| | DEFINE_INT (NumBidders) |
| | DEFINE_INT (AllocAcctIDSource) |
| | DEFINE_PRICE (AllocAvgPx) |
| | DEFINE_STRING (SecuritySettlAgentCode) |
| | DEFINE_NUMINGROUP (NoDistribInsts) |
| | DEFINE_BOOLEAN (CustDirectedOrder) |
| | DEFINE_AMT (FairValue) |
| | DEFINE_NUMINGROUP (NoStrikes) |
| | DEFINE_LENGTH (EncodedSecurityListDescLen) |
| | DEFINE_INT (LegExerciseStyle) |
| | DEFINE_STRING (DerivativeSymbolSfx) |
| | DEFINE_INT (NestedInstrAttribType) |
| | DEFINE_STRING (ContraTrader) |
| | DEFINE_STRING (RiskInstrumentSettlType) |
| | DEFINE_QTY (MDSecSize) |
| | DEFINE_NUMINGROUP (NoOfSecSizes) |
| | DEFINE_INT (CollAction) |
| | DEFINE_QTY (UnderlyingLastQty) |
| | DEFINE_BOOLEAN (PossDupFlag) |
| | DEFINE_INT (ListStatusType) |
| | DEFINE_STRING (SideFillStationCd) |
| | DEFINE_STRING (StatusText) |
| | DEFINE_LOCALMKTDATE (BasisFeatureDate) |
| | DEFINE_LENGTH (XmlDataLen) |
| | DEFINE_LOCALMKTDATE (UnderlyingMaturityDate) |
| | DEFINE_BOOLEAN (GapFillFlag) |
| | DEFINE_INT (RefApplExtID) |
| | DEFINE_STRING (RefApplID) |
| | DEFINE_NUMINGROUP (NoTradingSessionRules) |
| | DEFINE_PRICEOFFSET (SwapPoints) |
| | DEFINE_STRING (TargetStrategyParameters) |
| | DEFINE_PRICEOFFSET (LastForwardPoints) |
| | DEFINE_LOCALMKTDATE (YieldRedemptionDate) |
| | DEFINE_STRING (RelationshipRiskSecurityID) |
| | DEFINE_NUMINGROUP (NoSettlDetails) |
| | DEFINE_CHAR (TradeHandlingInstr) |
| | DEFINE_STRING (CashSettlAgentCode) |
| | DEFINE_INT (LegPriceType) |
| | DEFINE_LENGTH (EncodedListExecInstLen) |
| | DEFINE_INT (TradSesMethod) |
| | DEFINE_CURRENCY (RiskLimitCurrency) |
| | DEFINE_STRING (PartyDetailsListRequestID) |
| | DEFINE_STRING (AgreementID) |
| | DEFINE_CURRENCY (CashDistribCurr) |
| | DEFINE_PRICE (BidPx) |
| | DEFINE_CHAR (TradeType) |
| | DEFINE_LENGTH (EncodedSecurityDescLen) |
| | DEFINE_INT (ComplexEventCondition) |
| | DEFINE_INT (EncryptedPasswordMethod) |
| | DEFINE_STRING (DerivativeSecurityAltID) |
| | DEFINE_INT (TotNoAccQuotes) |
| | DEFINE_STRING (TimeBracket) |
| | DEFINE_NUMINGROUP (NoAllocs) |
| | DEFINE_INT (UnderlyingProduct) |
| | DEFINE_STRING (BenchmarkCurveName) |
| | DEFINE_STRING (UnderlyingSymbolSfx) |
| | DEFINE_PERCENTAGE (StrikePriceBoundaryPrecision) |
| | DEFINE_STRING (QuoteSetID) |
| | DEFINE_CHAR (CashMargin) |
| | DEFINE_CHAR (SettlObligTransType) |
| | DEFINE_INT (LegNumber) |
| | DEFINE_MULTIPLESTRINGVALUE (DeskOrderHandlingInst) |
| | DEFINE_CHAR (SettlPartyIDSource) |
| | DEFINE_PRICE (PriorSettlPrice) |
| | DEFINE_STRING (RelationshipRiskSecurityType) |
| | DEFINE_STRING (NotAffOrigClOrdID) |
| | DEFINE_STRING (TradingSessionDesc) |
| | DEFINE_PRICE (DerivativeFloorPrice) |
| | DEFINE_STRING (DerivativeSymbol) |
| | DEFINE_FLOAT (RiskFreeRate) |
| | DEFINE_INT (PosTransType) |
| | DEFINE_SEQNUM (MsgSeqNum) |
| | DEFINE_DATA (Signature) |
| | DEFINE_STRING (Seniority) |
| | DEFINE_NUMINGROUP (NoRateSources) |
| | DEFINE_QTY (PriceUnitOfMeasureQty) |
| | DEFINE_STRING (CollAsgnRefID) |
| | DEFINE_QTY (BuyVolume) |
| | DEFINE_CHAR (SettlCurrFxRateCalc) |
| | DEFINE_INT (PosMaintStatus) |
| | DEFINE_BOOLEAN (PriorSpreadIndicator) |
| | DEFINE_CHAR (Benchmark) |
| | DEFINE_INT (MaturityMonthYearFormat) |
| | DEFINE_STRING (UnderlyingTradingSessionID) |
| | DEFINE_INT (TotNoRelatedSym) |
| | DEFINE_STRING (StateOrProvinceOfIssue) |
| | DEFINE_STRING (RelatedPartyAltSubID) |
| | DEFINE_STRING (DerivativeInstrRegistry) |
| | DEFINE_PRICEOFFSET (LegBidForwardPoints) |
| | DEFINE_BOOLEAN (ManualOrderIndicator) |
| | DEFINE_AMT (NetMoney) |
| | DEFINE_BOOLEAN (LegalConfirm) |
| | DEFINE_COUNTRY (CountryOfIssue) |
| | DEFINE_INT (ApplReportType) |
| | DEFINE_STRING (RootPartyID) |
| | DEFINE_QTY (UnderlyingQty) |
| | DEFINE_INT (ApplQueueDepth) |
| | DEFINE_PRICE (StopPx) |
| | DEFINE_BOOLEAN (ReportToExch) |
| | DEFINE_BOOLEAN (ContraryInstructionIndicator) |
| | DEFINE_LENGTH (EncodedListStatusTextLen) |
| | DEFINE_STRING (DerivativeSecurityXMLSchema) |
| | DEFINE_NUMINGROUP (NoRelatedSym) |
| | DEFINE_INT (AllocRejCode) |
| | DEFINE_STRING (UnderlyingSecurityAltID) |
| | DEFINE_NUMINGROUP (NoRelationshipRiskSecurityAltID) |
| | DEFINE_INT (RefOrdIDReason) |
| | DEFINE_STRING (DerivativeInstrumentPartyID) |
| | DEFINE_STRING (SecurityXMLSchema) |
| | DEFINE_CHAR (RefOrderIDSource) |
| | DEFINE_INT (NTPositionLimit) |
| | DEFINE_AMT (EndAccruedInterestAmt) |
| | DEFINE_PERCENTAGE (AccruedInterestRate) |
| | DEFINE_CHAR (LastCapacity) |
| | DEFINE_CURRENCY (RelationshipRiskLimitCurrency) |
| | DEFINE_STRING (UnderlyingInstrumentPartySubID) |
| | DEFINE_NUMINGROUP (NoFills) |
| | DEFINE_NUMINGROUP (NoOrdTypeRules) |
| | DEFINE_STRING (InstrumentPartyID) |
| | DEFINE_PERCENTAGE (MarginRatio) |
| | DEFINE_INT (RefTagID) |
| | DEFINE_NUMINGROUP (NoRoutingIDs) |
| | DEFINE_PERCENTAGE (CouponRate) |
| | DEFINE_NUMINGROUP (NoApplIDs) |
| | DEFINE_MONTHYEAR (DerivativeContractSettlMonth) |
| | DEFINE_INT (InstrAttribType) |
| | DEFINE_INT (Product) |
| | DEFINE_QTY (AllocShares) |
| | DEFINE_NUMINGROUP (NoQuoteEntries) |
| | DEFINE_STRING (RelationshipRiskWarningLevelName) |
| | DEFINE_STRING (DefaultCstmApplVerID) |
| | DEFINE_INT (DerivativeListMethod) |
| | DEFINE_LENGTH (DerivativeSecurityXMLLen) |
| | DEFINE_LOCALMKTDATE (LegDatedDate) |
| | DEFINE_CHAR (Nested2PartyIDSource) |
| | DEFINE_STRING (UnderlyingInstrRegistry) |
| | DEFINE_LOCALMKTDATE (IssueDate) |
| | DEFINE_INT (SecurityTradingStatus) |
| | DEFINE_CHAR (LegOptAttribute) |
| | DEFINE_QTY (MaxFloor) |
| | DEFINE_STRING (DerivativeLocaleOfIssue) |
| | DEFINE_AMT (OptPayAmount) |
| | DEFINE_STRING (UnderlyingStipType) |
| | DEFINE_CHAR (Rule80A) |
| | DEFINE_INT (TotNoStrikes) |
| | DEFINE_MULTIPLECHARVALUE (CorporateAction) |
| | DEFINE_INT (TerminationType) |
| | DEFINE_PERCENTAGE (LegCouponRate) |
| | DEFINE_INT (PosMaintAction) |
| | DEFINE_NUMINGROUP (NoSecurityTypes) |
| | DEFINE_INT (ComplexEventPriceTimeType) |
| | DEFINE_PRICEOFFSET (LastSwapPoints) |
| | DEFINE_CHAR (UnderlyingFXRateCalc) |
| | DEFINE_STRING (ListStatusText) |
| | DEFINE_BOOLEAN (OddLot) |
| | DEFINE_CHAR (BookingUnit) |
| | DEFINE_STRING (LegAllocAcctIDSource) |
| | DEFINE_UTCTIMESTAMP (OnBehalfOfSendingTime) |
| | DEFINE_INT (AllocStatus) |
| | DEFINE_STRING (ReferencePage) |
| | DEFINE_CHAR (DerivativeExerciseStyle) |
| | DEFINE_SEQNUM (ApplBegSeqNum) |
| | DEFINE_STRING (CollRptID) |
| | DEFINE_INT (IncTaxInd) |
| | DEFINE_NUMINGROUP (NoBidDescriptors) |
| | DEFINE_LOCALMKTDATE (LegCouponPaymentDate) |
| | DEFINE_INT (TotNoPartyList) |
| | DEFINE_INT (PartyListResponseType) |
| | DEFINE_NUMINGROUP (NoUnderlyingLegSecurityAltID) |
| | DEFINE_BOOLEAN (ReversalIndicator) |
| | DEFINE_CHECKSUM (CheckSum) |
| | DEFINE_STRING (TargetSubID) |
| | DEFINE_INT (PosReqStatus) |
| | DEFINE_INT (PriorityIndicator) |
| | DEFINE_INT (ContextPartySubIDType) |
| | DEFINE_STRING (UnderlyingLegCFICode) |
| | DEFINE_STRING (DerivativeTimeUnit) |
| | DEFINE_NUMINGROUP (NoNested3PartyIDs) |
| | DEFINE_PERCENTAGE (LiquidityPctHigh) |
| | DEFINE_CHAR (MoneyLaunderingStatus) |
| | DEFINE_STRING (Nested4PartySubID) |
| | DEFINE_EXCHANGE (DerivativeSecurityExchange) |
| | DEFINE_CHAR (LotType) |
| | DEFINE_STRING (ContIntRptID) |
| | DEFINE_MULTIPLESTRINGVALUE (QuoteCondition) |
| | DEFINE_UTCTIMEONLY (ComplexEventStartTime) |
| | DEFINE_NUMINGROUP (NoComplexEvents) |
| | DEFINE_FLOAT (DerivativeContractMultiplier) |
| | DEFINE_STRING (DerivativeSecurityStatus) |
| | DEFINE_STRING (DerivativeProductComplex) |
| | DEFINE_STRING (TriggerSymbol) |
| | DEFINE_STRING (UnderlyingLocaleOfIssue) |
| | DEFINE_UTCTIMESTAMP (SendingTime) |
| | DEFINE_MONTHYEAR (RelationshipRiskMaturityMonthYear) |
| | DEFINE_CHAR (RelatedPartyAltIDSource) |
| | DEFINE_UTCTIMESTAMP (ComplexEventStartDate) |
| | DEFINE_STRING (UnderlyingRestructuringType) |
| | DEFINE_QTY (LegUnitOfMeasureQty) |
| | DEFINE_NUMINGROUP (NoTrdRegTimestamps) |
| | DEFINE_LOCALMKTDATE (SendingDate) |
| | DEFINE_INT (PartyRelationship) |
| | DEFINE_FLOAT (TimeToExpiration) |
| | DEFINE_QTY (LegAllocQty) |
| | DEFINE_STRING (SettlLocation) |
| | DEFINE_INT (UnderlyingExerciseStyle) |
| | DEFINE_STRING (CashSettlAgentContactName) |
| | DEFINE_PERCENTAGE (LegRepurchaseRate) |
| | DEFINE_STRING (ApplResponseID) |
| | DEFINE_NUMINGROUP (NoDerivativeInstrAttrib) |
| | DEFINE_FLOAT (DerivativeStrikeMultiplier) |
| | DEFINE_CURRENCY (LegStrikeCurrency) |
| | DEFINE_STRING (SecurityStatusReqID) |
| | DEFINE_LENGTH (SecureDataLen) |
| | DEFINE_INT (DiscretionScope) |
| | DEFINE_INT (OwnerType) |
| | DEFINE_QTY (Shares) |
| | DEFINE_PERCENTAGE (Yield) |
| | DEFINE_STRING (QuoteRespID) |
| | DEFINE_MONTHYEAR (RiskMaturityMonthYear) |
| | DEFINE_STRING (Nested3PartySubID) |
| | DEFINE_INT (ApplQueueResolution) |
| | DEFINE_STRING (TrdRegTimestampOrigin) |
| | DEFINE_INT (Nested2PartyRole) |
| | DEFINE_STRING (Nested2PartyID) |
| | DEFINE_QTY (BidSize) |
| | DEFINE_STRING (LegSymbolSfx) |
| | DEFINE_INT (QuoteResponseLevel) |
| | DEFINE_LENGTH (BodyLength) |
| | DEFINE_STRING (ListExecInst) |
| | DEFINE_CHAR (ExecAckStatus) |
| | DEFINE_LOCALMKTDATE (SettlDate2) |
| | DEFINE_INT (NetGrossInd) |
| | DEFINE_STRING (UnderlyingSecurityAltIDSource) |
| | DEFINE_STRING (TestReqID) |
| | DEFINE_CHAR (CxlType) |
| | DEFINE_STRING (UnderlyingCreditRating) |
| | DEFINE_INT (AvgPxPrecision) |
| | DEFINE_INT (BenchmarkPriceType) |
| | DEFINE_INT (DeskTypeSource) |
| | DEFINE_INT (DiscretionRoundDirection) |
| | DEFINE_STRING (OrigSecondaryTradeID) |
| | DEFINE_STRING (ReceivedDeptID) |
| | DEFINE_AMT (MaturityNetMoney) |
| | DEFINE_INT (BidDescriptorType) |
| | DEFINE_LENGTH (RiskEncodedSecurityDescLen) |
| | DEFINE_STRING (RelationshipRiskSymbol) |
| | DEFINE_NUMINGROUP (NoRelatedContextPartyIDs) |
| | DEFINE_STRING (DerivativeInstrumentPartySubID) |
| | DEFINE_INT (NetworkStatusResponseType) |
| | DEFINE_LOCALMKTDATE (DateOfBirth) |
| | DEFINE_INT (RelatedContextPartySubIDType) |
| | DEFINE_PRICE (StartStrikePxRange) |
| | DEFINE_STRING (UndlyInstrumentPartySubID) |
| | DEFINE_STRING (SecondaryTradeReportRefID) |
| | DEFINE_STRING (UnderlyingCPRegType) |
| | DEFINE_LENGTH (SignatureLength) |
| | DEFINE_QTY (OrderQty) |
| | DEFINE_PERCENTAGE (RelationshipRiskWarningLevelPercent) |
| | DEFINE_PERCENTAGE (OriginalNotionalPercentageOutstanding) |
| | DEFINE_STRING (UnderlyingTimeUnit) |
| | DEFINE_LENGTH (EncodedHeadlineLen) |
| | DEFINE_NUMINGROUP (NoRegistDtls) |
| | DEFINE_STRING (StrategyParameterValue) |
| | DEFINE_STRING (RiskSecurityDesc) |
| | DEFINE_NUMINGROUP (NoInstrumentParties) |
| | DEFINE_INT (QuoteType) |
| | DEFINE_NUMINGROUP (NoRiskSecurityAltID) |
| | DEFINE_NUMINGROUP (NoStrategyParameters) |
| | DEFINE_INT (IndividualAllocRejCode) |
| | DEFINE_CHAR (DiscretionInst) |
| | DEFINE_STRING (RiskSecurityAltID) |
| | DEFINE_INT (TargetPartyRole) |
| | DEFINE_INT (CrossPrioritization) |
| | DEFINE_DATA (EncodedListStatusText) |
| | DEFINE_CHAR (IOIOthSvc) |
| | DEFINE_LOCALMKTDATE (LegIssueDate) |
| | DEFINE_CHAR (MDReqRejReason) |
| | DEFINE_INT (RelationshipRiskPutOrCall) |
| | DEFINE_INT (ApplReqType) |
| | DEFINE_COUNTRY (Country) |
| | DEFINE_STRING (UnderlyingLegSecurityIDSource) |
| | DEFINE_BOOLEAN (FlexProductEligibilityIndicator) |
| | DEFINE_BOOLEAN (AggressorIndicator) |
| | DEFINE_FLOAT (ExecPriceAdjustment) |
| | DEFINE_INT (BusinessRejectReason) |
| | DEFINE_LOCALMKTDATE (TradeDate) |
| | DEFINE_INT (UnderlyingPutOrCall) |
| | DEFINE_STRING (RelationshipRiskSymbolSfx) |
| | DEFINE_INT (UnderlyingInstrumentPartyRole) |
| | DEFINE_INT (DerivativePositionLimit) |
| | DEFINE_STRING (TierCode) |
| | DEFINE_INT (BookingType) |
| | DEFINE_STRING (StipulationValue) |
| | DEFINE_FLOAT (SettlCurrBidFxRate) |
| std::ostream & | operator<< (std::ostream &stream, const HttpMessage &message) |
| std::ostream & | operator<< (std::ostream &stream, const Message &message) |
| MsgType | identifyType (const std::string &message) throw ( MessageParseError ) |
| | Parse the type of a message from a string.
|
| bool | operator< (const SessionID &lhs, const SessionID &rhs) |
| bool | operator== (const SessionID &lhs, const SessionID &rhs) |
| bool | operator!= (const SessionID &lhs, const SessionID &rhs) |
| std::ostream & | operator<< (std::ostream &stream, const SessionID &sessionID) |
| std::istream & | operator>> (std::istream &stream, SessionID &sessionID) |
| std::istream & | operator>> (std::istream &stream, SessionSettings &s) throw ( ConfigError ) |
| std::ostream & | operator<< (std::ostream &stream, const SessionSettings &s) |
| bool | isComment (const std::string &line) |
| bool | isSection (const std::string &line) |
| std::string | splitSection (const std::string &line) |
| bool | isKeyValue (const std::string &line) |
std::pair< std::string,
std::string > | splitKeyValue (const std::string &line) |
| std::istream & | operator>> (std::istream &stream, Settings &s) |
| void | string_replace (const std::string &oldValue, const std::string &newValue, std::string &value) |
| std::string | string_toUpper (const std::string &value) |
| std::string | string_toLower (const std::string &value) |
| std::string | string_strip (const std::string &value) |
| void | socket_init () |
| void | socket_term () |
| int | socket_createAcceptor (int port, bool reuse) |
| int | socket_createConnector () |
| int | socket_connect (int socket, const char *address, int port) |
| int | socket_accept (int s) |
| int | socket_send (int s, const char *msg, int length) |
| void | socket_close (int s) |
| bool | socket_fionread (int s, int &bytes) |
| bool | socket_disconnected (int s) |
| int | socket_setsockopt (int s, int opt) |
| int | socket_setsockopt (int s, int opt, int optval) |
| int | socket_getsockopt (int s, int opt, int &optval) |
| int | socket_fcntl (int s, int opt, int arg) |
| int | socket_getfcntlflag (int s, int arg) |
| int | socket_setfcntlflag (int s, int arg) |
| void | socket_setnonblock (int socket) |
| bool | socket_isValid (int socket) |
| bool | socket_isBad (int s) |
| void | socket_invalidate (int &socket) |
| short | socket_hostport (int socket) |
| const char * | socket_hostname (int socket) |
| const char * | socket_hostname (const char *name) |
| const char * | socket_peername (int socket) |
| std::pair< int, int > | socket_createpair () |
| tm | time_gmtime (const time_t *t) |
| tm | time_localtime (const time_t *t) |
| bool | thread_spawn (THREAD_START_ROUTINE func, void *var, thread_id &thread) |
| bool | thread_spawn (THREAD_START_ROUTINE func, void *var) |
| void | thread_join (thread_id thread) |
| void | thread_detach (thread_id thread) |
| thread_id | thread_self () |
| void | process_sleep (double s) |
| std::string | file_separator () |
| void | file_mkdir (const char *path) |
| FILE * | file_fopen (const char *path, const char *mode) |
| void | file_fclose (FILE *file) |
| bool | file_exists (const char *path) |
| void | file_unlink (const char *path) |
| int | file_rename (const char *oldpath, const char *newpath) |
| std::string | file_appendpath (const std::string &path, const std::string &file) |
Variables |
| const int | DeliveryForm_BOOKENTRY = 1 |
| const int | DeliveryForm_BEARER = 2 |
| const int | DeliveryForm_BOOK_ENTRY = 1 |
| const int | ExecRestatementReason_GTRENEW = 1 |
| const int | ExecRestatementReason_WAREHOUSE_RECAP = 10 |
| const int | ExecRestatementReason_CANCELEDNOTBEST = 9 |
| const int | ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE = 7 |
| const int | ExecRestatementReason_CXLTRADINGHALT = 6 |
| const int | ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY = 5 |
| const int | ExecRestatementReason_GT_CORPORATE_ACTION = 0 |
| const int | ExecRestatementReason_PEG_REFRESH = 11 |
| const int | ExecRestatementReason_VERBAL = 2 |
| const int | ExecRestatementReason_CANCELED_NOT_BEST = 9 |
| const int | ExecRestatementReason_CANCEL_ON_TRADING_HALT = 6 |
| const int | ExecRestatementReason_REPX = 3 |
| const int | ExecRestatementReason_MRKTOPTION = 8 |
| const int | ExecRestatementReason_VERBAL_CHANGE = 2 |
| const int | ExecRestatementReason_PARTDEC = 5 |
| const int | ExecRestatementReason_CXLSYSTEMFAILURE = 7 |
| const int | ExecRestatementReason_GTCORPACT = 0 |
| const int | ExecRestatementReason_OTHER = 99 |
| const int | ExecRestatementReason_BROKER_OPTION = 4 |
| const int | ExecRestatementReason_WAREHOUSERECAP = 10 |
| const int | ExecRestatementReason_BRKROPT = 4 |
| const int | ExecRestatementReason_REPRICING_OF_ORDER = 3 |
| const int | ExecRestatementReason_MARKET = 8 |
| const int | ExecRestatementReason_GT_RENEWAL = 1 |
| const int | AllocIntermedReqType_PENDING_RELEASE = 2 |
| const int | AllocIntermedReqType_PENDING_REVERSAL = 3 |
| const int | AllocIntermedReqType_ACCOUNTLEVELREJECT = 6 |
| const int | AllocIntermedReqType_PENDINGACCEPT = 1 |
| const int | AllocIntermedReqType_BLOCK_LEVEL_REJECT = 5 |
| const int | AllocIntermedReqType_ACCOUNT_LEVEL_REJECT = 6 |
| const int | AllocIntermedReqType_BLOCKLEVELREJECT = 5 |
| const int | AllocIntermedReqType_PENDING_ACCEPT = 1 |
| const int | AllocIntermedReqType_PENDINGREVERSAL = 3 |
| const int | AllocIntermedReqType_PENDINGRELEASE = 2 |
| const int | AllocIntermedReqType_ACCEPT = 4 |
| const int | SecurityListTypeSource_GICS = 3 |
| const int | SecurityListTypeSource_NAICS = 2 |
| const int | SecurityListTypeSource_ICB = 1 |
| const int | CollInquiryQualifier_PARTIALLY_ASSIGNED = 5 |
| const int | CollInquiryQualifier_OUTSTANDING_TRADES = 7 |
| const int | CollInquiryQualifier_SUBSTITUTIONELIGIBLE = 3 |
| const int | CollInquiryQualifier_TRADE_DATE = 0 |
| const int | CollInquiryQualifier_FULLYASSIGNED = 6 |
| const int | CollInquiryQualifier_SUBSTITUTION_ELIGIBLE = 3 |
| const int | CollInquiryQualifier_FULLY_ASSIGNED = 6 |
| const int | CollInquiryQualifier_NOTASSIGNED = 4 |
| const int | CollInquiryQualifier_GCINSTRUMENT = 1 |
| const int | CollInquiryQualifier_NOT_ASSIGNED = 4 |
| const int | CollInquiryQualifier_COLLATERAL_INSTRUMENT = 2 |
| const int | CollInquiryQualifier_OUTSTANDINGTRADES = 7 |
| const int | CollInquiryQualifier_TRADEDATE = 0 |
| const int | CollInquiryQualifier_GC_INSTRUMENT = 1 |
| const int | CollInquiryQualifier_PARTIALLYASSIGNED = 5 |
| const int | CollInquiryQualifier_COLLATERALINSTRUMENT = 2 |
| const int | ContingencyType_ONE_UPDATES_THE_OTHER_4 = 4 |
| const int | ContingencyType_ONE_TRIGGERS_THE_OTHER = 2 |
| const int | ContingencyType_ONE_CANCELS_THE_OTHER = 1 |
| const int | ContingencyType_ONE_UPDATES_THE_OTHER_3 = 3 |
| const char | EmailType_NEW = '0' |
| const char | EmailType_REPLY = '1' |
| const char | EmailType_ADMIN_REPLY = '2' |
| const char | EmailType_ADMINREPLY = '2' |
| const char | IOIQltyInd_MEDIUM = 'M' |
| const char | IOIQltyInd_HIGH = 'H' |
| const char | IOIQltyInd_LOW = 'L' |
| const int | MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY = 2 |
| const int | MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY = 1 |
| const int | MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY = 0 |
| const int | AccountType_ACCOUNTCUSTOMER = 1 |
| const int | AccountType_HOUSE_TRADER = 3 |
| const int | AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS = 1 |
| const int | AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2 |
| const int | AccountType_FLOOR_TRADER = 4 |
| const int | AccountType_JOINT_BACK_OFFICE_ACCOUNT = 8 |
| const int | AccountType_HOUSETRADER = 3 |
| const int | AccountType_FLOORTRADER = 4 |
| const int | AccountType_ACCOUNTNONCUSTOMERCROSS = 6 |
| const int | AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6 |
| const int | AccountType_ACCOUNTNONCUSTOMER = 2 |
| const int | AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS = 1 |
| const int | AccountType_HOUSETRADERCROSS = 7 |
| const int | AccountType_JOINTBOACCT = 8 |
| const int | AccountType_JOINT_BACKOFFICE_ACCOUNT = 8 |
| const int | AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7 |
| const int | HaltReasonInt_ADDITIONAL_INFORMATION = 3 |
| const int | HaltReasonInt_NEWS_PENDING = 4 |
| const int | HaltReasonInt_ORDER_INFLUX = 1 |
| const int | HaltReasonInt_NEWS_DISSEMINATION = 0 |
| const int | HaltReasonInt_EQUIPMENT_CHANGEOVER = 5 |
| const int | HaltReasonInt_ORDER_IMBALANCE = 2 |
| const char | ClearingFeeIndicator_3RDYEARDELEGATE [] = "3" |
| const char | ClearingFeeIndicator_FULLASSOCIATEMEMBER [] = "F" |
| const char | ClearingFeeIndicator_106H_AND_106J_FIRMS [] = "H" |
| const char | ClearingFeeIndicator_4THYEARDELEGATE [] = "4" |
| const char | ClearingFeeIndicator_5THYEARDELEGATE [] = "5" |
| const char | ClearingFeeIndicator_EQUITYCLEARINGMEMBER [] = "E" |
| const char | ClearingFeeIndicator_GIMIDEMCOMMEMBERSHIP [] = "I" |
| const char | ClearingFeeIndicator_2NDYEARDELEGATE [] = "2" |
| const char | ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "1" |
| const char | ClearingFeeIndicator_1STYEARDELEGATE [] = "1" |
| const char | ClearingFeeIndicator_106H106J [] = "H" |
| const char | ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS [] = "I" |
| const char | ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "2" |
| const char | ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "4" |
| const char | ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "3" |
| const char | ClearingFeeIndicator_LESSEE_106F_EMPLOYEES [] = "L" |
| const char | ClearingFeeIndicator_6THYEARDELEGATE [] = "9" |
| const char | ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER [] = "C" |
| const char | ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "5" |
| const char | ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS [] = "F" |
| const char | ClearingFeeIndicator_CBOE_MEMBER [] = "B" |
| const char | ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "1" |
| const char | ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "5" |
| const char | ClearingFeeIndicator_NONMEMBERCUSTOMER [] = "C" |
| const char | ClearingFeeIndicator_LESSEE_AND_106F_EMPLOYEES [] = "L" |
| const char | ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR [] = "F" |
| const char | ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "3" |
| const char | ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "2" |
| const char | ClearingFeeIndicator_CBOEMEMBER [] = "B" |
| const char | ClearingFeeIndicator_LESSEE106F [] = "L" |
| const char | ClearingFeeIndicator_ALLOTHERS [] = "M" |
| const char | ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER [] = "E" |
| const char | ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES [] = "M" |
| const char | ClearingFeeIndicator_6TH_YEAR_AND_BEYOND_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "9" |
| const char | ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "4" |
| const char | ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "9" |
| const int | BidType_DISCLOSED_STYLE = 2 |
| const int | BidType_NONDISC = 1 |
| const int | BidType_NO_BIDDING_PROCESS = 3 |
| const int | BidType_DISC = 2 |
| const int | BidType_DISCLOSED_SYTLE = 2 |
| const int | BidType_NOBID = 3 |
| const int | BidType_NON_DISCLOSED_STYLE = 1 |
| const int | QuotePriceType_PER_SHARE = 2 |
| const int | QuotePriceType_BASISPOINTSRELATIVETOBENCHMARK = 6 |
| const int | QuotePriceType_TEDPRICE = 7 |
| const int | QuotePriceType_PERSHARE = 2 |
| const int | QuotePriceType_YIELD = 10 |
| const int | QuotePriceType_FIXED_AMOUNT = 3 |
| const int | QuotePriceType_TED_YIELD = 8 |
| const int | QuotePriceType_PREMIUM = 5 |
| const int | QuotePriceType_FIXEDAMOUNT = 3 |
| const int | QuotePriceType_YIELDSPREADSWAPS = 9 |
| const int | QuotePriceType_TEDYIELD = 8 |
| const int | QuotePriceType_DISCOUNT = 4 |
| const int | QuotePriceType_YIELD_SPREAD = 9 |
| const int | QuotePriceType_TED_PRICE = 7 |
| const int | QuotePriceType_PERCENT = 1 |
| const int | QuotePriceType_SPREAD = 6 |
| const int | MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE = 4 |
| const int | MultilegPriceMethod_REVERSED_NET_PRICE = 1 |
| const int | MultilegPriceMethod_MULTIPLIED_PRICE = 5 |
| const int | MultilegPriceMethod_INDIVIDUAL = 3 |
| const int | MultilegPriceMethod_YIELD_DIFFERENCE = 2 |
| const int | MultilegPriceMethod_NET_PRICE = 0 |
| const int | ListMethod_PRE_LISTED_ONLY = 0 |
| const int | ListMethod_USER_REQUESTED = 1 |
| const char | MDImplicitDelete_NO = 'N' |
| const char | MDImplicitDelete_YES = 'Y' |
| const int | RoutingType_BLOCKLIST = 4 |
| const int | RoutingType_TARGET_LIST = 2 |
| const int | RoutingType_TARGET_FIRM = 1 |
| const int | RoutingType_TARGETFIRM = 1 |
| const int | RoutingType_TARGETLIST = 2 |
| const int | RoutingType_BLOCK_LIST = 4 |
| const int | RoutingType_BLOCK_FIRM = 3 |
| const int | RoutingType_BLOCKFIRM = 3 |
| const char | BidTradeType_RISKTRADE = 'R' |
| const char | BidTradeType_VWAPGUARANTEE = 'G' |
| const char | BidTradeType_AGENCY = 'A' |
| const char | BidTradeType_GUARANTEEDCLOSE = 'J' |
| const char | BidTradeType_VWAP_GUARANTEE = 'G' |
| const char | BidTradeType_RISK_TRADE = 'R' |
| const char | BidTradeType_GUARANTEED_CLOSE = 'J' |
| const int | OrdRejReason_INCORRECT_ALLOCATED_QUANTITY = 14 |
| const int | OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER = 7 |
| const int | OrdRejReason_DUPLICATEVERBAL = 7 |
| const int | OrdRejReason_ORDER_EXCEEDS_LIMIT = 3 |
| const int | OrdRejReason_EXCHANGE_CLOSED = 2 |
| const int | OrdRejReason_DUPLICATE = 6 |
| const int | OrdRejReason_SURVEILLENCE_OPTION = 12 |
| const int | OrdRejReason_UNKNOWN_ORDER = 5 |
| const int | OrdRejReason_INCORRECTALLOCATEDQUANTITY = 14 |
| const int | OrdRejReason_TOOLATE = 4 |
| const int | OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11 |
| const int | OrdRejReason_DUPLICATE_ORDER = 6 |
| const int | OrdRejReason_TOO_LATE_TO_ENTER = 4 |
| const int | OrdRejReason_INCORRECT_QUANTITY = 13 |
| const int | OrdRejReason_UNKNOWNSYM = 1 |
| const int | OrdRejReason_STALE = 8 |
| const int | OrdRejReason_UNKNOWN_ACCOUNT = 15 |
| const int | OrdRejReason_INVALID_PRICE_INCREMENT = 18 |
| const int | OrdRejReason_BROKEROPT = 0 |
| const int | OrdRejReason_EXCEEDSLIM = 3 |
| const int | OrdRejReason_INVALID_INVESTOR_ID = 10 |
| const int | OrdRejReason_UNKNOWN_SYMBOL = 1 |
| const int | OrdRejReason_INCORRECTQUANTITY = 13 |
| const int | OrdRejReason_UNKNOWNACCOUNTS = 15 |
| const int | OrdRejReason_OTHER = 99 |
| const int | OrdRejReason_BROKER = 0 |
| const int | OrdRejReason_BROKER_OPTION = 0 |
| const int | OrdRejReason_SURVEILLENCE = 12 |
| const int | OrdRejReason_EXCHCLOSED = 2 |
| const int | OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 16 |
| const int | OrdRejReason_INVINVID = 10 |
| const int | OrdRejReason_UNSUPPORDERCHAR = 11 |
| const int | OrdRejReason_TRADEALONGREQ = 9 |
| const int | OrdRejReason_UNKNOWN = 5 |
| const int | OrdRejReason_TRADE_ALONG_REQUIRED = 9 |
| const int | OrdRejReason_STALE_ORDER = 8 |
| const int | MaturityMonthYearIncrementUnits_WEEKS = 2 |
| const int | MaturityMonthYearIncrementUnits_MONTHS = 0 |
| const int | MaturityMonthYearIncrementUnits_YEARS = 3 |
| const int | MaturityMonthYearIncrementUnits_DAYS = 1 |
| const char | DisplayWhen_EXHAUST = '2' |
| const char | DisplayWhen_IMMEDIATE = '1' |
| const int | ApplQueueAction_END_SESSION = 3 |
| const int | ApplQueueAction_QUEUEFLUSHED = 1 |
| const int | ApplQueueAction_QUEUE_FLUSHED = 1 |
| const int | ApplQueueAction_ENDSESSION = 3 |
| const int | ApplQueueAction_OVERLAYLAST = 2 |
| const int | ApplQueueAction_OVERLAY_LAST = 2 |
| const int | ApplQueueAction_NOACTIONTAKEN = 0 |
| const int | ApplQueueAction_NO_ACTION_TAKEN = 0 |
| const char | RegistTransType_REPLACE = '1' |
| const char | RegistTransType_NEW = '0' |
| const char | RegistTransType_CANCEL = '2' |
| const int | PriceType_PRODUCT_TICKS_IN_HALFS = 13 |
| const int | PriceType_FIXEDCABINETTRADEPRICE = 10 |
| const int | PriceType_PER_SHARE = 2 |
| const int | PriceType_PCT = 1 |
| const int | PriceType_VARIABLECABINETTRADEPRICE = 11 |
| const int | PriceType_PRODUCT_TICKS_IN_FOURTHS = 14 |
| const int | PriceType_TEDPRICE = 7 |
| const int | PriceType_YIELD = 9 |
| const int | PriceType_TED_YIELD = 8 |
| const int | PriceType_PREMIUM = 5 |
| const int | PriceType_FIXED_AMOUNT = 3 |
| const int | PriceType_TEDYIELD = 8 |
| const int | PriceType_DISCOUNT = 4 |
| const int | PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS = 18 |
| const int | PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS = 19 |
| const int | PriceType_CPS = 2 |
| const int | PriceType_PERCENTAGE = 1 |
| const int | PriceType_PRODUCT_TICKS_IN_EIGHTS = 15 |
| const int | PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS = 17 |
| const int | PriceType_ABS = 3 |
| const int | PriceType_VARIABLE_CABINET_TRADE_PRICE = 11 |
| const int | PriceType_PER_UNIT = 2 |
| const int | PriceType_PRODUCT_TICKS_IN_SIXTEENTHS = 16 |
| const int | PriceType_TED_PRICE = 7 |
| const int | PriceType_FIXED_CABINET_TRADE_PRICE = 10 |
| const int | PriceType_SPREAD = 6 |
| const int | PriceType_BASIS_POINTS_RELATIVE_TO_BENCHMARK = 6 |
| const int | SettlObligMode_PRELIMINARY = 1 |
| const int | SettlObligMode_FINAL = 2 |
| const char | SecurityUpdateAction_DELETE = 'D' |
| const char | SecurityUpdateAction_ADD = 'A' |
| const char | SecurityUpdateAction_MODIFY = 'M' |
| const int | NetworkRequestType_STOP_SUBSCRIBING = 4 |
| const int | NetworkRequestType_LEVELOFDETAIL = 8 |
| const int | NetworkRequestType_SUBSCRIBE = 2 |
| const int | NetworkRequestType_SNAPSHOT = 1 |
| const int | NetworkRequestType_STOPSUBSCRIBING = 4 |
| const int | NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED = 8 |
| const int | PartyRole_TRADER_MNEMONIC = 53 |
| const int | PartyRole_ACCEPTABLE_COUNTERPARTY = 56 |
| const int | PartyRole_HOST_COMPETENT_AUTHORITY = 68 |
| const int | PartyRole_CONTRATRADER = 37 |
| const int | PartyRole_EXECUTINGFIRM = 1 |
| const int | PartyRole_CUSTOMER_ACCOUNT = 24 |
| const int | PartyRole_POSITIONACCOUNT = 38 |
| const int | PartyRole_REPORT_ORIGINATOR = 62 |
| const int | PartyRole_CONTRAFIRM = 17 |
| const int | PartyRole_EXECUTION_VENUE = 73 |
| const int | PartyRole_INTERMEDIARY = 29 |
| const int | PartyRole_ORDER_ENTRY_OPERATOR_ID = 44 |
| const int | PartyRole_INTRODUCING_BROKER = 60 |
| const int | PartyRole_FOREIGN_FIRM = 46 |
| const int | PartyRole_HOME_COMPETENT_AUTHORITY = 69 |
| const int | PartyRole_EXECUTINGSYSTEM = 16 |
| const int | PartyRole_SECONDARY_ACCOUNT_NUMBER = 45 |
| const int | PartyRole_INVESTMENT_FIRM = 67 |
| const int | PartyRole_CONTRA_CLEARING_FIRM = 18 |
| const int | PartyRole_CONTRA_POSITION_ACCOUNT = 41 |
| const int | PartyRole_SYSTEMATIC_INTERNALISER = 63 |
| const int | PartyRole_EXCHANGE = 22 |
| const int | PartyRole_INTERNAL_CARRY_ACCOUNT = 43 |
| const int | PartyRole_LOCATE = 8 |
| const int | PartyRole_CORRESPONDENTCLEARINGORGANIZATION = 25 |
| const int | PartyRole_ORDER_ORIGINATION_TRADER = 11 |
| const int | PartyRole_SUB_CUSTODIAN = 31 |
| const int | PartyRole_ENTERING_UNIT = 58 |
| const int | PartyRole_STEP_OUT_FIRM = 80 |
| const int | PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION = 71 |
| const int | PartyRole_SENDER_LOCATION = 54 |
| const int | PartyRole_REGULATED_MARKET = 65 |
| const int | PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY = 85 |
| const int | PartyRole_SETTLEMENTLOCATION = 10 |
| const int | PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY = 70 |
| const int | PartyRole_QUOTE_ORIGINATOR = 61 |
| const int | PartyRole_CLEARING_ORGANIZATION = 21 |
| const int | PartyRole_SESSION_ID = 55 |
| const int | PartyRole_MARKET_MAKER = 66 |
| const int | PartyRole_INTERESTED_PARTY = 33 |
| const int | PartyRole_TRANSFER_TO_FIRM = 40 |
| const int | PartyRole_CONTRA_TRADER = 37 |
| const int | PartyRole_ENTERINGTRADER = 36 |
| const int | PartyRole_ENTERING_TRADER = 36 |
| const int | PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT = 52 |
| const int | PartyRole_BENEFICIARY = 32 |
| const int | PartyRole_CONTRA_INVESTOR_ID = 39 |
| const int | PartyRole_FORIEGN_FIRM = 46 |
| const int | PartyRole_SETTLEMENT_LOCATION = 10 |
| const int | PartyRole_CLEARINGORGANIZATION = 21 |
| const int | PartyRole_EXECUTING_SYSTEM = 16 |
| const int | PartyRole_CLEARING_FIRM = 4 |
| const int | PartyRole_PLEDGEE_ACCOUNT = 51 |
| const int | PartyRole_CLIENT_ID = 3 |
| const int | PartyRole_ENTERING_FIRM = 7 |
| const int | PartyRole_ALLOCENTITY = 39 |
| const int | PartyRole_INVESTOR_ID = 5 |
| const int | PartyRole_CLEARINGFIRM = 4 |
| const int | PartyRole_CORRESPONDANT_CLEARING_FIRM = 15 |
| const int | PartyRole_SUBCUSTODIAN = 31 |
| const int | PartyRole_BUYER_SELLER = 27 |
| const int | PartyRole_CLEARING_ACCOUNT = 83 |
| const int | PartyRole_ENTERINGFIRM = 7 |
| const int | PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES = 79 |
| const int | PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION = 25 |
| const int | PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY = 84 |
| const int | PartyRole_CUSTOMERACCOUNT = 24 |
| const int | PartyRole_MARKET_DATA_ENTRY_ORIGINATOR = 74 |
| const int | PartyRole_INTRODUCINGFIRM = 6 |
| const int | PartyRole_EXECUTING_UNIT = 59 |
| const int | PartyRole_CENTRAL_REGISTRATION_DEPOSITORY = 82 |
| const int | PartyRole_INTERESTEDPARTY = 33 |
| const int | PartyRole_LOCATION_ID = 75 |
| const int | PartyRole_ORDERORIGINATOR = 13 |
| const int | PartyRole_CORRESPONDENT_BROKER = 26 |
| const int | PartyRole_ASSET_MANAGER = 49 |
| const int | PartyRole_MULTILATERAL_TRADING_FACILITY = 64 |
| const int | PartyRole_SPONSORINGFIRM = 19 |
| const int | PartyRole_ORDER_ORIGINATION_FIRM = 13 |
| const int | PartyRole_CONTRA_EXCHANGE = 42 |
| const int | PartyRole_INVESTORID = 5 |
| const int | PartyRole_FUNDMANAGER = 9 |
| const int | PartyRole_REGULATORYBODY = 34 |
| const int | PartyRole_CONTRA_FIRM = 17 |
| const int | PartyRole_BROKER_OF_CREDIT = 2 |
| const int | PartyRole_LIQUIDITYPROVIDER = 35 |
| const int | PartyRole_GIVEUPCLEARINGFIRM = 14 |
| const int | PartyRole_CONTRACLEARINGFIRM = 18 |
| const int | PartyRole_CLAIMING_ACCOUNT = 48 |
| const int | PartyRole_INTRODUCING_FIRM = 6 |
| const int | PartyRole_GIVEUP_CLEARING_FIRM = 14 |
| const int | PartyRole_EXECUTINGTRADER = 12 |
| const int | PartyRole_UNDERLYING_CONTRA_FIRM = 20 |
| const int | PartyRole_EXECUTING_FIRM = 1 |
| const int | PartyRole_AGENT = 30 |
| const int | PartyRole_LIQUIDITY_PROVIDER = 35 |
| const int | PartyRole_POSITION_ACCOUNT = 38 |
| const int | PartyRole_BROKEROFCREDIT = 2 |
| const int | PartyRole_THIRD_PARTY_ALLOCATION_FIRM = 47 |
| const int | PartyRole_CLIENTID = 3 |
| const int | PartyRole_PLEDGOR_ACCOUNT = 50 |
| const int | PartyRole_REPORTING_INTERMEDIARY = 72 |
| const int | PartyRole_EXECUTING_TRADER = 12 |
| const int | PartyRole_CUSTODIAN = 28 |
| const int | PartyRole_BROKERCLEARINGID = 81 |
| const int | PartyRole_CORRESPONDENTBROKER = 26 |
| const int | PartyRole_LOCATE_LENDING_FIRM = 8 |
| const int | PartyRole_INITIATINGTRADER = 11 |
| const int | PartyRole_REGULATORY_BODY = 34 |
| const int | PartyRole_UNACCEPTABLE_COUNTERPARTY = 57 |
| const int | PartyRole_CORRESPONDANTCLEARINGFIRM = 15 |
| const int | PartyRole_FUND_MANAGER_CLIENT_ID = 9 |
| const int | PartyRole_BUYERSELLERRECEIVERDELIVERER = 27 |
| const int | PartyRole_DESK_ID = 76 |
| const int | PartyRole_ALLOCATION_ENTITY = 78 |
| const int | PartyRole_MARKET_DATA_MARKET = 77 |
| const int | PartyRole_SPONSORING_FIRM = 19 |
| const int | PartyRole_LOCATELENDINGFIRM = 8 |
| const int | PartyRole_UNDRCONTRAFIRM = 20 |
| const char | AssignmentMethod_PRO_RATA = 'P' |
| const char | AssignmentMethod_RANDOM = 'R' |
| const char | AssignmentMethod_PRORATA = 'P' |
| const int | StrategyParameterType_MONTHYEAR = 18 |
| const int | StrategyParameterType_TZTIMEONLY = 27 |
| const int | StrategyParameterType_PRICE = 8 |
| const int | StrategyParameterType_QTY = 7 |
| const int | StrategyParameterType_BOOLEAN = 13 |
| const int | StrategyParameterType_MULTIPLECHARVALUE = 15 |
| const int | StrategyParameterType_CHAR = 12 |
| const int | StrategyParameterType_NUMINGROUP = 3 |
| const int | StrategyParameterType_TAGNUM = 5 |
| const int | StrategyParameterType_COUNTRY = 25 |
| const int | StrategyParameterType_TENOR = 29 |
| const int | StrategyParameterType_LOCALMKTTIME = 21 |
| const int | StrategyParameterType_INT = 1 |
| const int | StrategyParameterType_LOCALMKTDATE = 21 |
| const int | StrategyParameterType_EXCHANGE = 17 |
| const int | StrategyParameterType_LANGUAGE = 26 |
| const int | StrategyParameterType_MONTH_YEAR = 18 |
| const int | StrategyParameterType_PERCENTAGE = 11 |
| const int | StrategyParameterType_LENGTH = 2 |
| const int | StrategyParameterType_TZTIMESTAMP = 28 |
| const int | StrategyParameterType_MULTIPLESTRINGVALUE = 24 |
| const int | StrategyParameterType_UTCTIMESTAMP = 19 |
| const int | StrategyParameterType_DATA = 23 |
| const int | StrategyParameterType_CURRENCY = 16 |
| const int | StrategyParameterType_STRING = 14 |
| const int | StrategyParameterType_AMT = 10 |
| const int | StrategyParameterType_FLOAT = 6 |
| const int | StrategyParameterType_UTCDATE = 22 |
| const int | StrategyParameterType_UTCTIMEONLY = 20 |
| const int | StrategyParameterType_SEQNUM = 4 |
| const int | StrategyParameterType_UTCDATEONLY = 22 |
| const int | StrategyParameterType_PRICEOFFSET = 9 |
| const int | EncryptMethod_PGP_DES_MD5 = 5 |
| const int | EncryptMethod_PGPDESMD5SEEAPPNOTEONFIXWEBSITE = 5 |
| const int | EncryptMethod_PKCS_DES = 3 |
| const int | EncryptMethod_NONEOTHER = 0 |
| const int | EncryptMethod_PKCSDESPROPRIETARY = 3 |
| const int | EncryptMethod_PGPDESDEFUNCT = 4 |
| const int | EncryptMethod_PEMDESMD5SEEAPPNOTEONFIXWEBSITENAFORFIXMLNOTUSED = 6 |
| const int | EncryptMethod_PKCS = 1 |
| const int | EncryptMethod_PGP_DES = 4 |
| const int | EncryptMethod_NONE = 0 |
| const int | EncryptMethod_DES = 2 |
| const int | EncryptMethod_PKCSPROPRIETARY = 1 |
| const int | EncryptMethod_NONE_OTHER = 0 |
| const int | EncryptMethod_DESECBMODE = 2 |
| const int | EncryptMethod_PEM_DES_MD5 = 6 |
| const char | PosAmtType_ACCRUED_COUPON_AMOUNT [] = "ACPN" |
| const char | PosAmtType_PREMIUM_AMOUNT [] = "PREM" |
| const char | PosAmtType_STARTOFDAYMARKTOMARKETAMOUNT [] = "SMTM" |
| const char | PosAmtType_INCREMENTALMARKTOMARKETAMOUNT [] = "IMTM" |
| const char | PosAmtType_CASHAMOUNTCORPORATEEVENT [] = "CASH" |
| const char | PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET [] = "ICMTM" |
| const char | PosAmtType_TOTAL_BANKED_AMOUNT [] = "BANK" |
| const char | PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT [] = "FMTM" |
| const char | PosAmtType_SETTLEMENT_VALUE [] = "SETL" |
| const char | PosAmtType_VALUEADJUSTEDAMOUNT [] = "VADJ" |
| const char | PosAmtType_CASH_AMOUNT [] = "CASH" |
| const char | PosAmtType_PREMIUMAMOUNT [] = "PREM" |
| const char | PosAmtType_INITIAL_TRADE_COUPON_AMOUNT [] = "ICPN" |
| const char | PosAmtType_INCREMENTAL_ACCRUED_COUPON [] = "IACPN" |
| const char | PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT [] = "SMTM" |
| const char | PosAmtType_VALUE_ADJUSTED_AMOUNT [] = "VADJ" |
| const char | PosAmtType_CASHRESIDUALAMOUNT [] = "CRES" |
| const char | PosAmtType_COLLATERALIZED_MARK_TO_MARKET [] = "CMTM" |
| const char | PosAmtType_CASH_RESIDUAL_AMOUNT [] = "CRES" |
| const char | PosAmtType_COMPENSATION_AMOUNT [] = "DLV" |
| const char | PosAmtType_TRADE_VARIATION_AMOUNT [] = "TVAR" |
| const char | PosAmtType_TRADEVARIATIONAMOUNT [] = "TVAR" |
| const char | PosAmtType_FINALMARKTOMARKETAMOUNT [] = "FMTM" |
| const char | PosAmtType_COUPON_AMOUNT [] = "CPN" |
| const char | PosAmtType_TOTAL_COLLATERALIZED_AMOUNT [] = "COLAT" |
| const char | PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT [] = "IMTM" |
| const char | ResetSeqNumFlag_NO = 'N' |
| const char | ResetSeqNumFlag_YES = 'Y' |
| const int | CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED = 7 |
| const int | CollInquiryResult_NOCOLLATERALFOUNDFORTHEORDERSPECIFIED = 7 |
| const int | CollInquiryResult_NOCOLLATERALFOUNDFORTHETRADESPECIFIED = 6 |
| const int | CollInquiryResult_INVALIDORUNKNOWNINSTRUMENT = 1 |
| const int | CollInquiryResult_INVALID_DESTINATION_REQUESTED = 5 |
| const int | CollInquiryResult_INVALIDORUNKNOWNCOLLATERALTYPE = 2 |
| const int | CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY = 9 |
| const int | CollInquiryResult_INVALIDTRANSPORTTYPEREQUESTED = 4 |
| const int | CollInquiryResult_INVALIDPARTIES = 3 |
| const int | CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE = 2 |
| const int | CollInquiryResult_INVALIDDESTINATIONREQUESTED = 5 |
| const int | CollInquiryResult_SUCCESSFUL = 0 |
| const int | CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1 |
| const int | CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED = 8 |
| const int | CollInquiryResult_OTHER = 99 |
| const int | CollInquiryResult_UNAUTHORIZEDFORCOLLATERALINQUIRY = 9 |
| const int | CollInquiryResult_COLLATERALINQUIRYTYPENOTSUPPORTED = 8 |
| const int | CollInquiryResult_INVALID_PARTIES = 3 |
| const int | CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4 |
| const int | CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED = 6 |
| const int | CollAsgnRespType_DECLINED = 2 |
| const int | CollAsgnRespType_RECEIVED = 0 |
| const int | CollAsgnRespType_REJECTED = 3 |
| const int | CollAsgnRespType_ACCEPTED = 1 |
| const char | UnsolicitedIndicator_NO = 'N' |
| const char | UnsolicitedIndicator_YES = 'Y' |
| const int | QuoteEntryRejectReason_UNKNWNSYM = 1 |
| const int | QuoteEntryRejectReason_EXCHCLSD = 2 |
| const int | QuoteEntryRejectReason_EXHCNAGE = 2 |
| const int | QuoteEntryRejectReason_DUPORD = 6 |
| const int | QuoteEntryRejectReason_INVALID_PRICE = 8 |
| const int | QuoteEntryRejectReason_TOOLATE = 4 |
| const int | QuoteEntryRejectReason_INVBIDASK = 7 |
| const int | QuoteEntryRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9 |
| const int | QuoteEntryRejectReason_TOO_LATE_TO_ENTER = 4 |
| const int | QuoteEntryRejectReason_QUOTE_EXCEEDS_LIMIT = 3 |
| const int | QuoteEntryRejectReason_ORDEXCLIM = 3 |
| const int | QuoteEntryRejectReason_UNKNORD = 5 |
| const int | QuoteEntryRejectReason_INVPX = 8 |
| const int | QuoteEntryRejectReason_EXCHANGE = 2 |
| const int | QuoteEntryRejectReason_UNKNOWN_SYMBOL = 1 |
| const int | QuoteEntryRejectReason_NOTAUTH = 9 |
| const int | QuoteEntryRejectReason_OTHER = 99 |
| const int | QuoteEntryRejectReason_INVALID_BID_ASK_SPREAD = 7 |
| const int | QuoteEntryRejectReason_UNKNOWN_QUOTE = 5 |
| const int | QuoteEntryRejectReason_DUPLICATE_QUOTE = 6 |
| const char | OrderCapacity_PROPRIETARY = 'G' |
| const char | OrderCapacity_RISKLESS_PRINCIPAL = 'R' |
| const char | OrderCapacity_AGENT_FOR_OTHER_MEMBER = 'W' |
| const char | OrderCapacity_PRINCIPAL = 'P' |
| const char | OrderCapacity_AGENCY = 'A' |
| const char | OrderCapacity_INDIVIDUAL = 'I' |
| const char | OrderCapacity_AGENTOTHERMEMBER = 'W' |
| const char | OrderCapacity_RISKLESSPRINCIPAL = 'R' |
| const int | QuoteAckStatus_CANCELED_FOR_UNDERLYING = 3 |
| const int | QuoteAckStatus_CANCELED_ALL = 4 |
| const int | QuoteAckStatus_CANCELED_FOR_SECURITY_TYPE = 2 |
| const int | QuoteAckStatus_REJECTED = 5 |
| const int | QuoteAckStatus_CANCELED_FOR_SYMBOL = 1 |
| const int | QuoteAckStatus_ACCEPTED = 0 |
| const int | UserRequestType_CHANGE_PASSWORD_FOR_USER = 3 |
| const int | UserRequestType_CHANGEPASSWORDFORUSER = 3 |
| const int | UserRequestType_LOGOFFUSER = 2 |
| const int | UserRequestType_LOG_OFF_USER = 2 |
| const int | UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS = 4 |
| const int | UserRequestType_REQUESTINDIVIDUALUSERSTATUS = 4 |
| const int | UserRequestType_LOGONUSER = 1 |
| const int | UserRequestType_LOG_ON_USER = 1 |
| const int | TradeReportTransType_REPLACE = 2 |
| const int | TradeReportTransType_NEW = 0 |
| const int | TradeReportTransType_REVERSE = 4 |
| const int | TradeReportTransType_CANCEL = 1 |
| const int | TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE = 5 |
| const int | TradeReportTransType_RELEASE = 3 |
| const char | AdvSide_CROSS = 'X' |
| const char | AdvSide_TRADE = 'T' |
| const char | AdvSide_BUY = 'B' |
| const char | AdvSide_SELL = 'S' |
| const int | CoveredOrUncovered_COVERED = 0 |
| const int | CoveredOrUncovered_UNCOVERED = 1 |
| const int | AcctIDSource_TFMGSPTA = 3 |
| const int | AcctIDSource_TFM = 3 |
| const int | AcctIDSource_DTCCCODE = 5 |
| const int | AcctIDSource_SIDCODE = 2 |
| const int | AcctIDSource_OMGEOALERTID = 4 |
| const int | AcctIDSource_BIC = 1 |
| const int | AcctIDSource_OTHER = 99 |
| const int | AcctIDSource_OMGEO = 4 |
| const int | AcctIDSource_SID_CODE = 2 |
| const int | AcctIDSource_DTCC_CODE = 5 |
| const int | TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA = 2 |
| const int | TradeRequestType_ALL_TRADES = 0 |
| const int | TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST = 1 |
| const int | TradeRequestType_UNREPORTEDTRADES = 3 |
| const int | TradeRequestType_ALLTRADES = 0 |
| const int | TradeRequestType_ADVISORIESMATCH = 4 |
| const int | TradeRequestType_MATCHEDTRADES = 1 |
| const int | TradeRequestType_UNMATCHEDTRADES = 2 |
| const int | TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA = 3 |
| const int | TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA = 4 |
| const int | TradSesStatus_PRECLOSE = 5 |
| const int | TradSesStatus_HALTED = 1 |
| const int | TradSesStatus_REQREJ = 6 |
| const int | TradSesStatus_REQUEST_REJECTED = 6 |
| const int | TradSesStatus_OPEN = 2 |
| const int | TradSesStatus_PREOPEN = 4 |
| const int | TradSesStatus_PRE_OPEN = 4 |
| const int | TradSesStatus_UNKNOWN = 0 |
| const int | TradSesStatus_PRE_CLOSE = 5 |
| const int | TradSesStatus_CLOSED = 3 |
| const int | PegPriceType_LAST_PEG = 1 |
| const int | PegPriceType_PRIMARY_PEG = 5 |
| const int | PegPriceType_OPENING_PEG = 3 |
| const int | PegPriceType_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 6 |
| const int | PegPriceType_TRAILING_STOP_PEG = 8 |
| const int | PegPriceType_PEG_TO_LIMIT_PRICE = 9 |
| const int | PegPriceType_MID_PRICE_PEG = 2 |
| const int | PegPriceType_MARKET_PEG = 4 |
| const int | PegPriceType_PEG_TO_VWAP = 7 |
| const int | StreamAsgnRejReason_NO_AVAILABLE_STREAM = 3 |
| const int | StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE = 1 |
| const int | StreamAsgnRejReason_UNKNOWN_CLIENT = 0 |
| const int | StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR = 2 |
| const int | StreamAsgnRejReason_OTHER = 99 |
| const char | ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT [] = "FUTDA" |
| const char | ValuationMethod_PREMIUM_STYLE [] = "EQTY" |
| const char | ValuationMethod_CDS_IN_DELIVERY [] = "CDSD" |
| const char | ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON [] = "CDS" |
| const char | ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET [] = "FUT" |
| const char | TriggerType_SPECIFIED_TRADING_SESSION = '2' |
| const char | TriggerType_NEXT_AUCTION = '3' |
| const char | TriggerType_PRICE_MOVEMENT = '4' |
| const char | TriggerType_PARTIAL_EXECUTION = '1' |
| const char | PriceProtectionScope_LOCAL = '1' |
| const char | PriceProtectionScope_NONE = '0' |
| const char | PriceProtectionScope_GLOBAL = '3' |
| const char | PriceProtectionScope_NATIONAL = '2' |
| const int | TradeReportRejectReason_SUCCESSFULDEFAULT = 0 |
| const int | TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES = 3 |
| const int | TradeReportRejectReason_SUCCESSFUL = 0 |
| const int | TradeReportRejectReason_INVALID_PARTY_ONFORMATION = 1 |
| const int | TradeReportRejectReason_UNKNOWN_INSTRUMENT = 2 |
| const int | TradeReportRejectReason_OTHER = 99 |
| const int | TradeReportRejectReason_INVALIDTRADETYPE = 4 |
| const int | TradeReportRejectReason_UNKNOWNINSTRUMENT = 2 |
| const int | TradeReportRejectReason_INVALID_TRADE_TYPE = 4 |
| const int | TradeReportRejectReason_UNAUTHORIZEDTOREPORTTRADES = 3 |
| const int | TradeReportRejectReason_INVALIDPARTYINFORMATION = 1 |
| const int | SecurityListType_NEWSPAPER_LIST = 4 |
| const int | SecurityListType_TRADING_LIST = 2 |
| const int | SecurityListType_INDUSTRY_CLASSIFICATION = 1 |
| const int | SecurityListType_MARKET = 3 |
| const int | QuoteRejectReason_QUOTE_LOCKED = 11 |
| const int | QuoteRejectReason_UNKNSYM = 1 |
| const int | QuoteRejectReason_EXCHCLSD = 2 |
| const int | QuoteRejectReason_DUPORD = 6 |
| const int | QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 13 |
| const int | QuoteRejectReason_INVALID_PRICE = 8 |
| const int | QuoteRejectReason_TOOLATE = 4 |
| const int | QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9 |
| const int | QuoteRejectReason_TOO_LATE_TO_ENTER = 4 |
| const int | QuoteRejectReason_UNKNORD = 5 |
| const int | QuoteRejectReason_INVPX = 8 |
| const int | QuoteRejectReason_EXCHANGE = 2 |
| const int | QuoteRejectReason_INVSPREAD = 7 |
| const int | QuoteRejectReason_UNKNOWN_SYMBOL = 1 |
| const int | QuoteRejectReason_NOTAUTH = 9 |
| const int | QuoteRejectReason_OTHER = 99 |
| const int | QuoteRejectReason_INVALID_BID_ASK_SPREAD = 7 |
| const int | QuoteRejectReason_UNKNOWN_QUOTE = 5 |
| const int | QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 12 |
| const int | QuoteRejectReason_ORDEXLIM = 3 |
| const int | QuoteRejectReason_DUPLICATE_QUOTE = 6 |
| const int | QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 10 |
| const int | QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3 |
| const char | PossResend_NO = 'N' |
| const char | PossResend_YES = 'Y' |
| const int | QuantityType_SHARES = 1 |
| const int | QuantityType_CURRENTFACE = 3 |
| const int | QuantityType_PAR = 8 |
| const int | QuantityType_BONDS = 2 |
| const int | QuantityType_ORIGINALFACE = 4 |
| const int | QuantityType_CONTRACTS = 6 |
| const int | QuantityType_OTHER = 7 |
| const int | QuantityType_CURRENCY = 5 |
| const int | ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 4 |
| const int | ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE = 3 |
| const int | ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE = 1 |
| const int | ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE = 5 |
| const int | ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 2 |
| const int | ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT = 3 |
| const int | ImpliedMarketIndicator_NOT_IMPLIED = 0 |
| const int | ImpliedMarketIndicator_IMPLIED_OUT = 2 |
| const int | ImpliedMarketIndicator_IMPLIED_IN = 1 |
| const int | QuoteRequestType_AUTOMATIC = 2 |
| const int | QuoteRequestType_MAN = 1 |
| const int | QuoteRequestType_AUTO = 2 |
| const int | QuoteRequestType_MANUAL = 1 |
| const int | SecurityRequestResult_INSTRUMENTUNAVAILABLE = 4 |
| const int | SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2 |
| const int | SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA = 3 |
| const int | SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE = 4 |
| const int | SecurityRequestResult_VALID_REQUEST = 0 |
| const int | SecurityRequestResult_VALIDREQ = 0 |
| const int | SecurityRequestResult_NOINSTRUMENTSFOUND = 2 |
| const int | SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1 |
| const int | SecurityRequestResult_NOTAUTHORIZED = 3 |
| const int | SecurityRequestResult_NOTSUPPORTED = 5 |
| const int | SecurityRequestResult_INVALIDREQ = 1 |
| const int | SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED = 5 |
| const char | OrderRestrictions_ISSUER_HOLDING = 'B' |
| const char | OrderRestrictions_NON_INDEXARBITRAGE = '3' |
| const char | OrderRestrictions_EXMRKTPART = '8' |
| const char | OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY = '5' |
| const char | OrderRestrictions_NON_ALGORITHMIC = 'D' |
| const char | OrderRestrictions_EXTNERAL_INTER_CONNECTED_MARKET_LINKAGE = '9' |
| const char | OrderRestrictions_NON_INDEX_ARBITRAGE = '3' |
| const char | OrderRestrictions_ACTING_AS_MARKET_MAKER_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY = '6' |
| const char | OrderRestrictions_PROGRAM_TRADE = '1' |
| const char | OrderRestrictions_ISSUE_PRICE_STABILIZATION = 'C' |
| const char | OrderRestrictions_INDEXARBITRAGE = '2' |
| const char | OrderRestrictions_ACTMMDERIV = '6' |
| const char | OrderRestrictions_FORENTITY = '7' |
| const char | OrderRestrictions_CROSS = 'F' |
| const char | OrderRestrictions_PROGRAMTRADE = '1' |
| const char | OrderRestrictions_RISKARB = 'A' |
| const char | OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE = '9' |
| const char | OrderRestrictions_FOREIGN_ENTITY = '7' |
| const char | OrderRestrictions_COMPETINGMARKETMAKER = '4' |
| const char | OrderRestrictions_EXINTMRKTLINK = '9' |
| const char | OrderRestrictions_INDEX_ARBITRAGE = '2' |
| const char | OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT = '8' |
| const char | OrderRestrictions_ALGORITHMIC = 'E' |
| const char | OrderRestrictions_ACTMM = '5' |
| const char | OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY = '6' |
| const char | OrderRestrictions_RISKLESS_ARBITRAGE = 'A' |
| const char | OrderRestrictions_COMPETING_MARKET_MAKER = '4' |
| const char | ListExecInstType_WAIT_FOR_EXECUT_INSTRUCTION = '2' |
| const char | ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN = '3' |
| const char | ListExecInstType_IMMED = '1' |
| const char | ListExecInstType_WAIT = '2' |
| const char | ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW = '5' |
| const char | ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3 = '3' |
| const char | ListExecInstType_IMMEDIATE = '1' |
| const char | ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4 = '4' |
| const char | ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5 = '5' |
| const char | ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP = '4' |
| const char | ListExecInstType_EXCHCIVBUYTOP = '4' |
| const char | ListExecInstType_EXCHCIVBUYWD = '5' |
| const char | ListExecInstType_EXCHCIVSELL = '3' |
| const char | ListExecInstType_WAIT_FOR_EXECUTE_INSTRUCTION = '2' |
| const int | DistribPaymentMethod_FED_WIRE = 7 |
| const int | DistribPaymentMethod_ACH_CREDIT = 9 |
| const int | DistribPaymentMethod_EUROCLEAR = 3 |
| const int | DistribPaymentMethod_TELEGRAPHICTRANSFER = 6 |
| const int | DistribPaymentMethod_ACHCREDIT = 9 |
| const int | DistribPaymentMethod_TELEGRAPHIC_TRANSFER = 6 |
| const int | DistribPaymentMethod_FEDWIRE = 7 |
| const int | DistribPaymentMethod_CHEQUE = 5 |
| const int | DistribPaymentMethod_DIRECT_CREDIT = 8 |
| const int | DistribPaymentMethod_CREST = 1 |
| const int | DistribPaymentMethod_BPAY = 10 |
| const int | DistribPaymentMethod_CLEARSTREAM = 4 |
| const int | DistribPaymentMethod_DIRECTCREDITBECSBACS = 8 |
| const int | DistribPaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS = 11 |
| const int | DistribPaymentMethod_NSCC = 2 |
| const int | DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS = 11 |
| const int | DistribPaymentMethod_REINVESTINFUND = 12 |
| const int | DistribPaymentMethod_REINVEST_IN_FUND = 12 |
| const int | OrderHandlingInstSource_NASD_OATS = 1 |
| const int | AffirmStatus_CONFIRMREJECTED = 2 |
| const int | AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED = 2 |
| const int | AffirmStatus_AFFIRMED = 3 |
| const int | AffirmStatus_RECEIVED = 1 |
| const int | OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2 |
| const int | OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1 |
| const int | OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3 |
| const int | OrigCustOrderCapacity_ALL_OTHER = 4 |
| const int | AllocMethod_GUARANTOR = 2 |
| const int | AllocMethod_AUTOMATIC = 1 |
| const int | AllocMethod_MANUAL = 3 |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY = '1' |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 'C' |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP = 'A' |
| const char | MassCancelResponse_CXLORDERSSECURITYTYPE = '5' |
| const char | MassCancelResponse_CXLORDERSUNDERLYINGSECURITY = '2' |
| const char | MassCancelResponse_CXLORDERSTRDSESSION = '6' |
| const char | MassCancelResponse_CXLALLORDERS = '7' |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET = '8' |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT = '9' |
| const char | MassCancelResponse_CXLREQREJ = '0' |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5' |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6' |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2' |
| const char | MassCancelResponse_CXLORDERSSECURITY = '1' |
| const char | MassCancelResponse_CXLORDERSPRODUCT = '3' |
| const char | MassCancelResponse_CANCEL_ALL_ORDERS = '7' |
| const char | MassCancelResponse_CANCEL_REQUEST_REJECTED = '0' |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER = 'B' |
| const char | MassCancelResponse_CXLORDERSCFICODE = '4' |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE = '4' |
| const char | MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT = '3' |
| const int | StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER = 1 |
| const int | StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER = 2 |
| const char | SymbolSfx_EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE [] = "CD" |
| const char | SymbolSfx_EUCPLUMPSUMINTEREST [] = "CD" |
| const char | SymbolSfx_WHENISSUED [] = "WI" |
| const char | SymbolSfx_WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN [] = "WI" |
| const char | ExDestinationIDSource_PROPRIETARY = 'D' |
| const char | ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER = 'C' |
| const char | ExDestinationIDSource_BIC = 'B' |
| const char | ExDestinationIDSource_MIC = 'G' |
| const char | ExDestinationIDSource_ISO_COUNTRY_CODE = 'E' |
| const int | SecurityListRequestType_ALLSECURITIES = 4 |
| const int | SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 5 |
| const int | SecurityListRequestType_SECURITYTYPECFICODE = 1 |
| const int | SecurityListRequestType_SYMBOL = 0 |
| const int | SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE = 1 |
| const int | SecurityListRequestType_TRADINGSESSIONID = 3 |
| const int | SecurityListRequestType_ALL_SECURITIES = 4 |
| const int | SecurityListRequestType_PRODUCT = 2 |
| const int | CollAsgnReason_FORWARDCOLLATERALDEMAND = 5 |
| const int | CollAsgnReason_ADVERSETAXEVENT = 7 |
| const int | CollAsgnReason_MARGINDEFICIENCY = 3 |
| const int | CollAsgnReason_TIME_WARNING = 2 |
| const int | CollAsgnReason_TIMEWARNING = 2 |
| const int | CollAsgnReason_ADVERSE_TAX_EVENT = 7 |
| const int | CollAsgnReason_MARGINEXCESS = 4 |
| const int | CollAsgnReason_MARGIN_DEFICIENCY = 3 |
| const int | CollAsgnReason_SCHEDULED = 1 |
| const int | CollAsgnReason_INITIAL = 0 |
| const int | CollAsgnReason_FORWARD_COLLATERAL_DEMAND = 5 |
| const int | CollAsgnReason_EVENTOFDEFAULT = 6 |
| const int | CollAsgnReason_MARGIN_EXCESS = 4 |
| const int | CollAsgnReason_EVENT_OF_DEFAULT = 6 |
| const int | SettlPriceType_FINAL = 1 |
| const int | SettlPriceType_THEORETICAL = 2 |
| const char | DealingCapacity_RISKLESS_PRINCIPAL = 'R' |
| const char | DealingCapacity_PRINCIPAL = 'P' |
| const char | DealingCapacity_AGENT = 'A' |
| const int | RateSourceType_SECONDARY = 1 |
| const int | RateSourceType_PRIMARY = 0 |
| const char | AggregatedBook_NO = 'N' |
| const char | AggregatedBook_YES = 'Y' |
| const int | PosQtyStatus_SUBMITTED = 0 |
| const int | PosQtyStatus_REJECTED = 2 |
| const int | PosQtyStatus_ACCEPTED = 1 |
| const char | MsgType_TradingSessionStatusRequest [] = "g" |
| const char | MsgType_ListStatus [] = "N" |
| const char | MsgType_Email [] = "C" |
| const char | MsgType_ListExecute [] = "L" |
| const char | MsgType_Confirmation [] = "AK" |
| const char | MsgType_NewOrderMultileg [] = "AB" |
| const char | MsgType_IndicationofInterest [] = "6" |
| const char | MsgType_MarketDataIncrementalRefresh [] = "X" |
| const char | MsgType_TradeCaptureReport [] = "AE" |
| const char | MsgType_RequestForPositionsAck [] = "AO" |
| const char | MsgType_StreamAssignmentRequest [] = "CC" |
| const char | MsgType_SecurityListRequest [] = "x" |
| const char | MsgType_CollateralReport [] = "BA" |
| const char | MsgType_PositionMaintenanceReport [] = "AM" |
| const char | MsgType_PositionReport [] = "AP" |
| const char | MsgType_StreamAssignmentReportACK [] = "CE" |
| const char | MsgType_UserRequest [] = "BE" |
| const char | MsgType_PositionMaintenanceRequest [] = "AL" |
| const char | MsgType_NetworkCounterpartySystemStatusResponse [] = "BD" |
| const char | MsgType_NewOrderCross [] = "s" |
| const char | MsgType_AdjustedPositionReport [] = "BL" |
| const char | MsgType_Logon [] = "A" |
| const char | MsgType_IOI [] = "6" |
| const char | MsgType_ListStrikePrice [] = "m" |
| const char | MsgType_BidRequest [] = "k" |
| const char | MsgType_TradingSessionStatus [] = "h" |
| const char | MsgType_RegistrationInstructionsResponse [] = "p" |
| const char | MsgType_Advertisement [] = "7" |
| const char | MsgType_MassQuote [] = "i" |
| const char | MsgType_Logout [] = "5" |
| const char | MsgType_AllocationReport [] = "AS" |
| const char | MsgType_SecurityDefinitionUpdateReport [] = "BP" |
| const char | MsgType_ListStatusRequest [] = "M" |
| const char | MsgType_BusinessMessageReject [] = "j" |
| const char | MsgType_ConfirmationAck [] = "AU" |
| const char | MsgType_TestRequest [] = "1" |
| const char | MsgType_SecurityList [] = "y" |
| const char | MsgType_ListCancelRequest [] = "K" |
| const char | MsgType_News [] = "B" |
| const char | MsgType_TradingSessionListUpdateReport [] = "BS" |
| const char | MsgType_Heartbeat [] = "0" |
| const char | MsgType_QuoteAcknowledgement [] = "b" |
| const char | MsgType_AllocationReportAck [] = "AT" |
| const char | MsgType_ConfirmationRequest [] = "BH" |
| const char | MsgType_OrderMassActionReport [] = "BZ" |
| const char | MsgType_CollateralInquiry [] = "BB" |
| const char | MsgType_SecurityTypeRequest [] = "v" |
| const char | MsgType_NewOrderList [] = "E" |
| const char | MsgType_ExecutionAcknowledgement [] = "BN" |
| const char | MsgType_TradingSessionListRequest [] = "BI" |
| const char | MsgType_SecurityTypes [] = "w" |
| const char | MsgType_MarketDefinition [] = "BU" |
| const char | MsgType_SequenceReset [] = "4" |
| const char | MsgType_CollateralResponse [] = "AZ" |
| const char | MsgType_MassQuoteAcknowledgement [] = "b" |
| const char | MsgType_QuoteResponse [] = "AJ" |
| const char | MsgType_QuoteStatusRequest [] = "a" |
| const char | MsgType_QuoteCancel [] = "Z" |
| const char | MsgType_ContraryIntentionReport [] = "BO" |
| const char | MsgType_PartyDetailsListReport [] = "CG" |
| const char | MsgType_PartyDetailsListRequest [] = "CF" |
| const char | MsgType_CrossOrderCancelRequest [] = "u" |
| const char | MsgType_NewOrderSingle [] = "D" |
| const char | MsgType_DerivativeSecurityListRequest [] = "z" |
| const char | MsgType_CollateralRequest [] = "AX" |
| const char | MsgType_UserNotification [] = "CB" |
| const char | MsgType_UserResponse [] = "BF" |
| const char | MsgType_DontKnowTrade [] = "Q" |
| const char | MsgType_TradeCaptureReportAck [] = "AR" |
| const char | MsgType_ApplicationMessageRequest [] = "BW" |
| const char | MsgType_MultilegOrderCancelReplace [] = "AC" |
| const char | MsgType_OrderCancelReject [] = "9" |
| const char | MsgType_ExecutionReport [] = "8" |
| const char | MsgType_QuoteStatusReport [] = "AI" |
| const char | MsgType_ResendRequest [] = "2" |
| const char | MsgType_Quote [] = "S" |
| const char | MsgType_SettlementInstructionRequest [] = "AV" |
| const char | MsgType_SecurityListUpdateReport [] = "BK" |
| const char | MsgType_AllocationInstructionAlert [] = "BM" |
| const char | MsgType_TradeCaptureReportRequestAck [] = "AQ" |
| const char | MsgType_AllocationInstruction [] = "J" |
| const char | MsgType_Allocation [] = "J" |
| const char | MsgType_ApplicationMessageReport [] = "BY" |
| const char | MsgType_RegistrationInstructions [] = "o" |
| const char | MsgType_SecurityDefinition [] = "d" |
| const char | MsgType_SecurityDefinitionRequest [] = "c" |
| const char | MsgType_SecurityStatus [] = "f" |
| const char | MsgType_DerivativeSecurityList [] = "AA" |
| const char | MsgType_NetworkCounterpartySystemStatusRequest [] = "BC" |
| const char | MsgType_MarketDefinitionRequest [] = "BT" |
| const char | MsgType_Reject [] = "3" |
| const char | MsgType_DerivativeSecurityListUpdateReport [] = "BR" |
| const char | MsgType_QuoteRequestReject [] = "AG" |
| const char | MsgType_OrderMassStatusRequest [] = "AF" |
| const char | MsgType_ApplicationMessageRequestAck [] = "BX" |
| const char | MsgType_SecurityStatusRequest [] = "e" |
| const char | MsgType_AllocationACK [] = "P" |
| const char | MsgType_MarketDefinitionUpdateReport [] = "BV" |
| const char | MsgType_CrossOrderCancelReplaceRequest [] = "t" |
| const char | MsgType_OrderMassCancelReport [] = "r" |
| const char | MsgType_AssignmentReport [] = "AW" |
| const char | MsgType_BidResponse [] = "l" |
| const char | MsgType_RequestForPositions [] = "AN" |
| const char | MsgType_SettlementObligationReport [] = "BQ" |
| const char | MsgType_OrderMassCancelRequest [] = "q" |
| const char | MsgType_TradingSessionList [] = "BJ" |
| const char | MsgType_OrderStatusRequest [] = "H" |
| const char | MsgType_CollateralAssignment [] = "AY" |
| const char | MsgType_StreamAssignmentReport [] = "CD" |
| const char | MsgType_OrderMassActionRequest [] = "CA" |
| const char | MsgType_AllocationAck [] = "P" |
| const char | MsgType_QuoteRequest [] = "R" |
| const char | MsgType_CollateralInquiryAck [] = "BG" |
| const char | MsgType_MarketDataSnapshotFullRefresh [] = "W" |
| const char | MsgType_SettlementInstructions [] = "T" |
| const char | MsgType_OrderCancelReplaceRequest [] = "G" |
| const char | MsgType_TradeCaptureReportRequest [] = "AD" |
| const char | MsgType_RFQRequest [] = "AH" |
| const char | MsgType_OrderCancelRequest [] = "F" |
| const char | MsgType_MultilegOrderCancelReplaceRequest [] = "AC" |
| const char | MsgType_AllocationInstructionAck [] = "P" |
| const char | MsgType_MarketDataRequest [] = "V" |
| const char | MsgType_MarketDataRequestReject [] = "Y" |
| const char | MultiLegReportingType_SINGLE = '1' |
| const char | MultiLegReportingType_MULTILEG = '3' |
| const char | MultiLegReportingType_SINGLE_SECURITY = '1' |
| const char | MultiLegReportingType_MULTI_LEG_SECURITY = '3' |
| const char | MultiLegReportingType_INDIVLEG = '2' |
| const char | MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY = '2' |
| const char | MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = '2' |
| const char | IDSource_EXCHANGE_SYMBOL [] = "8" |
| const char | IDSource_RIC_CODE [] = "5" |
| const char | IDSource_ISO_CURRENCY_CODE [] = "6" |
| const char | IDSource_ISIN_NUMBER [] = "4" |
| const char | IDSource_SEDOL [] = "2" |
| const char | IDSource_ISO_COUNTRY_CODE [] = "7" |
| const char | IDSource_CONSOLIDATED_TAPE_ASSOCIATION [] = "9" |
| const char | IDSource_QUIK [] = "3" |
| const char | IDSource_CUSIP [] = "1" |
| const char | OrdStatus_NEW = '0' |
| const char | OrdStatus_CALCULATED = 'B' |
| const char | OrdStatus_PENDINGNEW = 'A' |
| const char | OrdStatus_PENDING_CANCEL = '6' |
| const char | OrdStatus_PARTIAL = '1' |
| const char | OrdStatus_PENDING_CANCEL_REPLACE = '6' |
| const char | OrdStatus_PENDING_NEW = 'A' |
| const char | OrdStatus_STOPPED = '7' |
| const char | OrdStatus_FILLED = '2' |
| const char | OrdStatus_PENDING_REPLACE = 'E' |
| const char | OrdStatus_CANCELED = '4' |
| const char | OrdStatus_ACCEPTED_FOR_BIDDING = 'D' |
| const char | OrdStatus_SUSPENDED = '9' |
| const char | OrdStatus_DONE = '3' |
| const char | OrdStatus_REJECTED = '8' |
| const char | OrdStatus_PARTIALLY_FILLED = '1' |
| const char | OrdStatus_EXPIRED = 'C' |
| const char | OrdStatus_REPLACED = '5' |
| const char | OrdStatus_DONE_FOR_DAY = '3' |
| const char | OrdStatus_ACCEPTBIDDING = 'D' |
| const char | OrdStatus_PENDINGREP = 'E' |
| const int | CustomerOrFirm_FIRM = 1 |
| const int | CustomerOrFirm_CUSTOMER = 0 |
| const int | AdjustmentType_DELTA_MINUS = 2 |
| const int | AdjustmentType_DELTAPLUS = 1 |
| const int | AdjustmentType_DELTA_PLUS = 1 |
| const int | AdjustmentType_DELTAMINUS = 2 |
| const int | AdjustmentType_FINAL = 3 |
| const int | AdjustmentType_PROCESSREQUESTASMARGINDISPOSITION = 0 |
| const int | AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION = 0 |
| const char | AsOfIndicator_TRUE = '1' |
| const char | AsOfIndicator_FALSE = '0' |
| const int | MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT = 9 |
| const int | MassActionScope_ALL_ORDERS_FOR_A_MARKET = 8 |
| const int | MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2 |
| const int | MassActionScope_ALL_ORDERS = 7 |
| const int | MassActionScope_ALL_ORDERS_FOR_A_CFICODE = 4 |
| const int | MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 12 |
| const int | MassActionScope_ALL_ORDERS_FOR_A_SECURITY = 1 |
| const int | MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION = 6 |
| const int | MassActionScope_CANCEL_FOR_SECURITY_ISSUER = 11 |
| const int | MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP = 10 |
| const int | MassActionScope_ALL_ORDERS_FOR_A_PRODUCT = 3 |
| const int | MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE = 5 |
| const char | VenueType_PIT = 'P' |
| const char | VenueType_EX_PIT = 'X' |
| const char | VenueType_ELECTRONIC = 'E' |
| const int | MassActionType_CANCEL_ORDERS = 3 |
| const int | MassActionType_RELEASE_ORDERS_FROM_SUSPENSION = 2 |
| const int | MassActionType_SUSPEND_ORDERS = 1 |
| const int | PosMaintResult_SUCCESSFULCOMPLETION = 0 |
| const int | PosMaintResult_SUCCESSFUL_COMPLETION = 0 |
| const int | PosMaintResult_OTHER = 99 |
| const int | PosMaintResult_REJECTED = 1 |
| const char | IOIShares_MEDIUM [] = "M" |
| const char | IOIShares_LARGE [] = "L" |
| const char | IOIShares_SMALL [] = "S" |
| const int | PegOffsetType_PRICE = 0 |
| const int | PegOffsetType_BASISPOINTS = 1 |
| const int | PegOffsetType_PRICE_TIER = 3 |
| const int | PegOffsetType_TICKS = 2 |
| const int | PegOffsetType_PRICETIERLEVEL = 3 |
| const int | PegOffsetType_BASIS_POINTS = 1 |
| const int | MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT = 8 |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1 |
| const int | MassCancelRejectReason_INVALIDSECURITY = 1 |
| const int | MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED = 0 |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9 |
| const int | MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY = 2 |
| const int | MassCancelRejectReason_INVALIDPRODUCT = 3 |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11 |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5 |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4 |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6 |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET = 7 |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_TYPE = 5 |
| const int | MassCancelRejectReason_INVALIDUNDERLYING = 2 |
| const int | MassCancelRejectReason_OTHER = 99 |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10 |
| const int | MassCancelRejectReason_INVALIDCFICODE = 4 |
| const int | MassCancelRejectReason_INVALIDSECURITYTYPE = 5 |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3 |
| const int | MassCancelRejectReason_INVALID_OR_UNKNOWN_UNDERLYING = 2 |
| const int | MassCancelRejectReason_INVALIDTRDSESSION = 6 |
| const int | MassCancelRejectReason_MASSCXLNOTSUPPORTED = 0 |
| const int | ResponseTransportType_OUTOFBAND = 1 |
| const int | ResponseTransportType_INBAND = 0 |
| const int | ResponseTransportType_OUT_OF_BAND = 1 |
| const int | TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID = 1 |
| const int | TradSesStatusRejReason_UNKNOWNTRADINGSESSIONID = 1 |
| const int | TradSesStatusRejReason_OTHER = 99 |
| const int | TrdRegTimestampType_EXECUTION_TIME = 1 |
| const int | TrdRegTimestampType_BROKEREXECUTION = 5 |
| const int | TrdRegTimestampType_BROKERRECEIPT = 4 |
| const int | TrdRegTimestampType_TIMEIN = 2 |
| const int | TrdRegTimestampType_TIME_IN = 2 |
| const int | TrdRegTimestampType_TIMEOUT = 3 |
| const int | TrdRegTimestampType_SUBMISSION_TO_CLEARING = 7 |
| const int | TrdRegTimestampType_BROKER_RECEIPT = 4 |
| const int | TrdRegTimestampType_DESK_RECEIPT = 6 |
| const int | TrdRegTimestampType_EXECUTIONTIME = 1 |
| const int | TrdRegTimestampType_BROKER_EXECUTION = 5 |
| const int | TrdRegTimestampType_TIME_OUT = 3 |
| const char | ApplVerID_FIX50SP1 [] = "8" |
| const char | ApplVerID_FIX27 [] = "0" |
| const char | ApplVerID_FIX50SP2 [] = "9" |
| const char | ApplVerID_FIX50 [] = "7" |
| const char | ApplVerID_FIX40 [] = "2" |
| const char | ApplVerID_FIX41 [] = "3" |
| const char | ApplVerID_FIX30 [] = "1" |
| const char | ApplVerID_FIX42 [] = "4" |
| const char | ApplVerID_FIX43 [] = "5" |
| const char | ApplVerID_FIX44 [] = "6" |
| const char | HandlInst_MANUAL_ORDER_BEST_EXECUTION = '3' |
| const char | HandlInst_AUTOEXECPUB = '2' |
| const char | HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION = '1' |
| const char | HandlInst_AUTOEXECPRIV = '1' |
| const char | HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK = '2' |
| const char | HandlInst_MANUAL = '3' |
| const char | TradingSessionSubID_POST_TRADING [] = "5" |
| const char | TradingSessionSubID_INTRADAY_AUCTION [] = "6" |
| const char | TradingSessionSubID_PRE_TRADING [] = "1" |
| const char | TradingSessionSubID_QUIESCENT [] = "7" |
| const char | TradingSessionSubID_3 [] = "3" |
| const char | TradingSessionSubID_OPENING_OR_OPENING_AUCTION [] = "2" |
| const char | TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION [] = "4" |
| const char | MDEntryType_SWAP_VALUE_FACTOR = 'S' |
| const char | MDEntryType_OPEN_INTEREST = 'C' |
| const char | MDEntryType_COMPOSITE_UNDERLYING_PRICE = 'D' |
| const char | MDEntryType_SESSION_HIGH_BID = 'N' |
| const char | MDEntryType_INDEXVALUE = '3' |
| const char | MDEntryType_OPENINTEREST = 'C' |
| const char | MDEntryType_CLOSING_PRICE = '5' |
| const char | MDEntryType_PRIOR_SETTLE_PRICE = 'M' |
| const char | MDEntryType_TRADING_SESSION_VWAP_PRICE = '9' |
| const char | MDEntryType_TRADING_SESSION_LOW_PRICE = '8' |
| const char | MDEntryType_SETTLE_HIGH_PRICE = 'K' |
| const char | MDEntryType_IMBALANCE = 'A' |
| const char | MDEntryType_FIXING_PRICE = 'W' |
| const char | MDEntryType_CASH_RATE = 'X' |
| const char | MDEntryType_CLOSING = '5' |
| const char | MDEntryType_OPENING = '4' |
| const char | MDEntryType_OPENING_PRICE = '4' |
| const char | MDEntryType_TRADINGHIGH = '7' |
| const char | MDEntryType_TRADEVOLUME = 'B' |
| const char | MDEntryType_TRADE = '2' |
| const char | MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'V' |
| const char | MDEntryType_SIMULATED_SELL_PRICE = 'E' |
| const char | MDEntryType_EMPTY_BOOK = 'J' |
| const char | MDEntryType_AUCTION_CLEARING_PRICE = 'Q' |
| const char | MDEntryType_BID = '0' |
| const char | MDEntryType_RECOVERY_RATE_FOR_SHORT = 'a' |
| const char | MDEntryType_SIMULATED_BUY_PRICE = 'F' |
| const char | MDEntryType_EARLY_PRICES = 'P' |
| const char | MDEntryType_TRADINGLOW = '8' |
| const char | MDEntryType_TRADING_SESSION_HIGH_PRICE = '7' |
| const char | MDEntryType_INDEX_VALUE = '3' |
| const char | MDEntryType_RECOVERY_RATE_FOR_LONG = 'Z' |
| const char | MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'R' |
| const char | MDEntryType_MID_PRICE = 'H' |
| const char | MDEntryType_SETTLEMENT = '6' |
| const char | MDEntryType_RECOVERY_RATE = 'Y' |
| const char | MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'T' |
| const char | MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'U' |
| const char | MDEntryType_TRADE_VOLUME = 'B' |
| const char | MDEntryType_MARGIN_RATE = 'G' |
| const char | MDEntryType_SETTLE_LOW_PRICE = 'L' |
| const char | MDEntryType_SESSION_LOW_OFFER = 'O' |
| const char | MDEntryType_TRADINGVWAP = '9' |
| const char | MDEntryType_SETTLEMENT_PRICE = '6' |
| const char | MDEntryType_OFFER = '1' |
| const int | PegMoveType_FLOATING = 0 |
| const int | PegMoveType_FIXED = 1 |
| const int | AvgPxIndicator_NOAVERAGEPRICING = 0 |
| const int | AvgPxIndicator_NO_AVERAGE_PRICING = 0 |
| const int | AvgPxIndicator_LASTTRADEAVERAGEPRICEGROUP = 2 |
| const int | AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 1 |
| const int | AvgPxIndicator_TRADEAVERAGEPRICEGROUP = 1 |
| const int | AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 2 |
| const char | CancellationRights_NO_WAIVER_AGREEMENT = 'M' |
| const char | CancellationRights_NO_M = 'M' |
| const char | CancellationRights_NO_N = 'N' |
| const char | CancellationRights_NOINSTIT = 'O' |
| const char | CancellationRights_NO_INSTITUTIONAL = 'O' |
| const char | CancellationRights_YES = 'Y' |
| const char | CancellationRights_NO_O = 'O' |
| const char | CancellationRights_NOEXECONLY = 'N' |
| const char | CancellationRights_NO_EXECUTION_ONLY = 'N' |
| const char | CancellationRights_NOWAIVER = 'M' |
| const char | ExecPriceType_CREATIONPRICEADJAMT = 'E' |
| const char | ExecPriceType_CREATION_PRICE = 'C' |
| const char | ExecPriceType_CREATIONPRICE = 'C' |
| const char | ExecPriceType_SINGLEPRICE = 'S' |
| const char | ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT = 'D' |
| const char | ExecPriceType_OFFERPRICE = 'O' |
| const char | ExecPriceType_BIDPRICE = 'B' |
| const char | ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT = 'P' |
| const char | ExecPriceType_CREATIONPRICEADJPCT = 'D' |
| const char | ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT = 'Q' |
| const char | ExecPriceType_OFFERPRICEMINUSADJAMT = 'Q' |
| const char | ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT = 'E' |
| const char | ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT = 'P' |
| const char | ExecPriceType_OFFERPRICEMINUSADJPCT = 'P' |
| const char | ExecPriceType_BID_PRICE = 'B' |
| const char | ExecPriceType_SINGLE_PRICE = 'S' |
| const char | ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT = 'D' |
| const char | ExecPriceType_OFFER_PRICE = 'O' |
| const int | AllocSettlInstType_PHONEFORINSTRUCTIONS = 4 |
| const int | AllocSettlInstType_SSIDBIDSPROVIDED = 3 |
| const int | AllocSettlInstType_FULLDETAILSPROVIDED = 2 |
| const int | AllocSettlInstType_USEDEFAULTINSTRUCTIONS = 0 |
| const int | AllocSettlInstType_SSI_DB_IDS_PROVIDED = 3 |
| const int | AllocSettlInstType_PHONE_FOR_INSTRUCTIONS = 4 |
| const int | AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED = 1 |
| const int | AllocSettlInstType_FULL_DETAILS_PROVIDED = 2 |
| const int | AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS = 0 |
| const int | AllocSettlInstType_DERIVEFROMPARAMETERSPROVIDED = 1 |
| const int | StatsType_AVERAGE_PRICE = 3 |
| const int | StatsType_HIGH = 2 |
| const int | StatsType_EXCHANGE_LAST = 1 |
| const int | StatsType_TURNOVER = 4 |
| const int | TradSesMode_SIMULATED = 2 |
| const int | TradSesMode_PRODUCTION = 3 |
| const int | TradSesMode_TESTING = 1 |
| const char | SettlInstSource_INSTITUTIONS_INSTRUCTIONS = '2' |
| const char | SettlInstSource_BROKERS_INSTRUCTIONS = '1' |
| const char | SettlInstSource_INVESTORCIV = '3' |
| const char | SettlInstSource_INVESTOR = '3' |
| const char | SettlInstSource_INSTINSTR = '2' |
| const char | SettlInstSource_BROKERINSTR = '1' |
| const int | ExpType_DIFFERENCE = 5 |
| const int | ExpType_FINAL_WILL_BE_EXERCISED = 3 |
| const int | ExpType_NON_AUTO_EXERCISE = 2 |
| const int | ExpType_CONTRARY_INTENTION = 4 |
| const int | ExpType_AUTO_EXERCISE = 1 |
| const char | SettlInstTransType_REPLACE = 'R' |
| const char | SettlInstTransType_NEW = 'N' |
| const char | SettlInstTransType_RESTATE = 'T' |
| const char | SettlInstTransType_CANCEL = 'C' |
| const int | TradeRequestResult_TRADEREQUESTTYPENOTSUPPORTED = 8 |
| const int | TradeRequestResult_INVALIDORUNKNOWNINSTRUMENT = 1 |
| const int | TradeRequestResult_INVALID_DESTINATION_REQUESTED = 5 |
| const int | TradeRequestResult_UNAUTHORIZED_ROR_TRADE_CAPTURE_REPORT_REQUEST = 9 |
| const int | TradeRequestResult_INVALIDTRANSPORTTYPEREQUESTED = 4 |
| const int | TradeRequestResult_INVALIDPARTIES = 3 |
| const int | TradeRequestResult_INVALIDDESTINATIONREQUESTED = 5 |
| const int | TradeRequestResult_SUCCESSFUL = 0 |
| const int | TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1 |
| const int | TradeRequestResult_OTHER = 99 |
| const int | TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED = 2 |
| const int | TradeRequestResult_INVALID_PARTIES = 3 |
| const int | TradeRequestResult_UNAUTHORIZEDFORTRADECAPTUREREPORTREQUEST = 9 |
| const int | TradeRequestResult_NOT_AUTHORIZED = 9 |
| const int | TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4 |
| const int | TradeRequestResult_INVALIDTYPEOFTRADEREQUESTED = 2 |
| const int | TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED = 8 |
| const char | TestMessageIndicator_NO = 'N' |
| const char | TestMessageIndicator_YES = 'Y' |
| const int | ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE = 2 |
| const int | ExpirationCycle_EXPIREONTRADINGSESSIONOPEN = 1 |
| const int | ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE = 0 |
| const int | ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN = 1 |
| const int | ExpirationCycle_EXPIREONTRADINGSESSIONCLOSE = 0 |
| const int | AllocCancReplaceReason_ORIGINALDETAILSINCORRECT = 1 |
| const int | AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS = 2 |
| const int | AllocCancReplaceReason_OTHER = 99 |
| const int | AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT = 1 |
| const int | AllocCancReplaceReason_CHANGEINUNDERLYINGORDERDETAILS = 2 |
| const int | CxlRejReason_DUPLICATE_CLORDID = 6 |
| const int | CxlRejReason_UNABLETOPROCESS = 4 |
| const int | CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE = 7 |
| const int | CxlRejReason_DUPCLORDID = 6 |
| const int | CxlRejReason_DUPLICATE_CLORDID_RECEIVED = 6 |
| const int | CxlRejReason_UNKNOWN_ORDER = 1 |
| const int | CxlRejReason_TOO_LATE_TO_CANCEL = 0 |
| const int | CxlRejReason_TOOLATE = 0 |
| const int | CxlRejReason_ORIGORDMODTIME = 5 |
| const int | CxlRejReason_INVALID_PRICE_INCREMENT = 18 |
| const int | CxlRejReason_BROKEROPT = 2 |
| const int | CxlRejReason_ALREADYPENDINGCXL = 3 |
| const int | CxlRejReason_OTHER = 99 |
| const int | CxlRejReason_BROKER = 2 |
| const int | CxlRejReason_BROKER_OPTION = 2 |
| const int | CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST = 4 |
| const int | CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS = 3 |
| const int | CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 8 |
| const int | CxlRejReason_ORIGORDMODTIMEMISMATCH = 5 |
| const int | CxlRejReason_ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER = 5 |
| const int | CxlRejReason_UNKNOWN = 1 |
| const int | RespondentType_SPECIFIED_MARKET_PARTICIPANTS = 2 |
| const int | RespondentType_ALL_MARKET_MAKERS = 3 |
| const int | RespondentType_ALL_MARKET_PARTICIPANTS = 1 |
| const int | RespondentType_PRIMARY_MARKET_MAKER = 4 |
| const char | DKReason_NO_MATCHING_ORDER = 'D' |
| const char | DKReason_UNKNOWNSYMBOL = 'A' |
| const char | DKReason_PRICE_EXCEEDS_LIMIT = 'E' |
| const char | DKReason_QUANTITYEXCEEDSORDER = 'C' |
| const char | DKReason_QUANTITY_EXCEEDS_ORDER = 'C' |
| const char | DKReason_UNKNOWN_SYMBOL = 'A' |
| const char | DKReason_OTHER = 'Z' |
| const char | DKReason_WRONGSIDE = 'B' |
| const char | DKReason_CALCULATIONDIFFERENCE = 'F' |
| const char | DKReason_PRICEEXCEEDSLIMIT = 'E' |
| const char | DKReason_WRONG_SIDE = 'B' |
| const char | DKReason_CALCULATION_DIFFERENCE = 'F' |
| const char | DKReason_NOMATCH = 'D' |
| const char | PositionEffect_DEFAULT = 'D' |
| const char | PositionEffect_CLOSE = 'C' |
| const char | PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN = 'N' |
| const char | PositionEffect_OPEN = 'O' |
| const char | PositionEffect_FIFO = 'F' |
| const char | PositionEffect_ROLLED = 'R' |
| const char | TriggerAction_ACTIVATE = '1' |
| const char | TriggerAction_MODIFY = '2' |
| const char | TriggerAction_CANCEL = '3' |
| const int | ClearingInstruction_BILATERALNETTINGONLY = 2 |
| const int | ClearingInstruction_SPECIALTRADE = 4 |
| const int | ClearingInstruction_EXCLUDE_FROM_ALL_NETTING = 1 |
| const int | ClearingInstruction_AUTOMATIC_POSTING_MODE = 9 |
| const int | ClearingInstruction_EXCLEARING = 3 |
| const int | ClearingInstruction_MULTILATERAL_NETTING = 5 |
| const int | ClearingInstruction_CLEARAGAINSTCENTRALCOUNTERPARTY = 6 |
| const int | ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY = 7 |
| const int | ClearingInstruction_AUTOMATIC_GIVE_UP_MODE = 10 |
| const int | ClearingInstruction_CUSTOMER_TRADE = 12 |
| const int | ClearingInstruction_AUTOMATICPOSTINGMODETRADEPOSTINGTOTHEPOSITIONACCOUNTNUMBERSPECIFIED = 9 |
| const int | ClearingInstruction_EX_CLEARING = 3 |
| const int | ClearingInstruction_QUALIFIEDSERVICEREPRESENTATIVEQSR = 11 |
| const int | ClearingInstruction_MULTILATERALNETTING = 5 |
| const int | ClearingInstruction_PROCESSNORMALLY = 0 |
| const int | ClearingInstruction_EXCLUDEFROMALLNETTING = 1 |
| const int | ClearingInstruction_SELFCLEARING = 13 |
| const int | ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY = 6 |
| const int | ClearingInstruction_BILATERAL_NETTING_ONLY = 2 |
| const int | ClearingInstruction_EXCLUDEFROMCENTRALCOUNTERPARTY = 7 |
| const int | ClearingInstruction_MANUALMODEPREPOSTINGANDORPREGIVEUP = 8 |
| const int | ClearingInstruction_CUSTOMERTRADE = 12 |
| const int | ClearingInstruction_PROCESS_NORMALLY = 0 |
| const int | ClearingInstruction_SPECIAL_TRADE = 4 |
| const int | ClearingInstruction_MANUAL_MODE = 8 |
| const int | ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR = 11 |
| const int | ClearingInstruction_AUTOMATICGIVEUPMODETRADEGIVEUPTOTHEGIVEUPDESTINATIONNUMBERSPECIFIED = 10 |
| const int | ClearingInstruction_SELF_CLEARING = 13 |
| const char | OpenCloseSettlFlag_SESSION_OPEN = '1' |
| const char | OpenCloseSettlFlag_EXPECTED_ENTRY = '3' |
| const char | OpenCloseSettlFlag_THEORETICALPRICE = '5' |
| const char | OpenCloseSettlFlag_ENTRYFROMPREVBUSINESSDAY = '4' |
| const char | OpenCloseSettlFlag_DAILY_OPEN = '0' |
| const char | OpenCloseSettlFlag_DAILYOPEN = '0' |
| const char | OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE = '5' |
| const char | OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY = '2' |
| const char | OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY = '4' |
| const char | OpenCloseSettlFlag_DELIVERYSETTLEMENT = '2' |
| const char | OpenCloseSettlFlag_SESSIONOPEN = '1' |
| const char | OpenCloseSettlFlag_EXPECTEDENTRY = '3' |
| const int | DiscretionMoveType_FLOATING = 0 |
| const int | DiscretionMoveType_FIXED = 1 |
| const int | MDUpdateType_INCREMENTAL_REFRESH = 1 |
| const int | MDUpdateType_FULL_REFRESH = 0 |
| const int | MDUpdateType_FULL = 0 |
| const int | MDUpdateType_INCREMENTAL = 1 |
| const char | TickDirection_MINUS_TICK = '2' |
| const char | TickDirection_ZERO_PLUS_TICK = '1' |
| const char | TickDirection_ZERO_MINUS_TICK = '3' |
| const char | TickDirection_PLUS_TICK = '0' |
| const char | TickDirection_PLUS = '0' |
| const char | TickDirection_ZEROPLUS = '1' |
| const char | TickDirection_MINUS = '2' |
| const char | TickDirection_ZEROMINUS = '3' |
| const char | YieldType_MARK_TO_MARKET_YIELD [] = "MARK" |
| const char | YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER [] = "LASTQUARTER" |
| const char | YieldType_YIELD_TO_MATURITY [] = "MATURITY" |
| const char | YieldType_YIELDTOTENDERDATE [] = "TENDER" |
| const char | YieldType_PREVIOUS_CLOSE_YIELD [] = "PREVCLOSE" |
| const char | YieldType_COMPOUND_YIELD_THE_YIELD_OF_CERTAIN_JAPANESE_BONDS_BASED_ON_ITS_PRICE_CERTAIN_JAPANESE_BONDS_HAVE_IRREGULAR_FIRST_OR_LAST_COUPONS_AND_THE_YIELD_IS_CALCULATED_COMPOUND_FOR_THESE_IRREGULAR_PERIODS [] = "COMPOUND" |
| const char | YieldType_YIELDTOSHORTESTAVERAGELIFE [] = "SHORTAVGLIFE" |
| const char | YieldType_YIELD_AT_ISSUE [] = "ATISSUE" |
| const char | YieldType_YIELD_TO_NEXT_REFUND [] = "NEXTREFUND" |
| const char | YieldType_YIELDATISSUE [] = "ATISSUE" |
| const char | YieldType_CLOSINGYIELD [] = "CLOSE" |
| const char | YieldType_GVNTEQUIVALENTYIELD [] = "GOVTEQUIV" |
| const char | YieldType_ANNUALYIELD [] = "ANNUAL" |
| const char | YieldType_AFTER_TAX_YIELD [] = "AFTERTAX" |
| const char | YieldType_GVNT_EQUIVALENT_YIELD [] = "GOVTEQUIV" |
| const char | YieldType_YIELDCHANGESINCECLOSE [] = "CHANGE" |
| const char | YieldType_YIELDTOMATURITY [] = "MATURITY" |
| const char | YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE_SAME_AS_AVGLIFE_ABOVE [] = "SHORTAVGLIFE" |
| const char | YieldType_YIELD_CHANGE_SINCE_CLOSE_THE_CHANGE_IN_THE_YIELD_SINCE_THE_PREVIOUS_DAYS_CLOSING_YIELD [] = "CHANGE" |
| const char | YieldType_SEMI [] = "SEMIANNUAL" |
| const char | YieldType_CURRENT_YIELD_ANNUAL_INTEREST_ON_A_BOND_DIVIDED_BY_THE_MARKET_VALUE_THE_ACTUAL_INCOME_RATE_OF_RETURN_AS_OPPOSED_TO_THE_COUPON_RATE_EXPRESSED_AS_A_PERCENTAGE [] = "CURRENT" |
| const char | YieldType_CLOSING_YIELD_MOST_RECENT_YEAR [] = "LASTYEAR" |
| const char | YieldType_YIELD_TO_NEXT_CALL [] = "CALL" |
| const char | YieldType_YIELD_CHANGE_SINCE_CLOSE [] = "CHANGE" |
| const char | YieldType_PROCEEDS_YIELD [] = "PROCEEDS" |
| const char | YieldType_YIELD_TO_MATURITY_THE_YIELD_OF_A_BOND_TO_ITS_MATURITY_DATE [] = "MATURITY" |
| const char | YieldType_TAX_EQUIVALENT_YIELD_THE_AFTER_TAX_YIELD_GROSSED_UP_BY_THE_MAXIMUM_FEDERAL_TAX_RATE_OF_396_FOR_COMPARISON_TO_TAXABLE_YIELDS [] = "TAXEQUIV" |
| const char | YieldType_INVERSE_FLOATER_BOND_YIELD_INVERSE_FLOATER_SEMI_ANNUAL_BOND_EQUIVALENT_RATE [] = "INVERSEFLOATER" |
| const char | YieldType_CURRENT_YIELD [] = "CURRENT" |
| const char | YieldType_SIMPLEYIELD [] = "SIMPLE" |
| const char | YieldType_TRUEGROSSYIELD [] = "GROSS" |
| const char | YieldType_COMPOUND_YIELD [] = "COMPOUND" |
| const char | YieldType_CLOSINGYIELDMOSTRECENTYEAR [] = "LASTYEAR" |
| const char | YieldType_BOOK_YIELD_THE_YIELD_OF_A_SECURITY_CALCULATED_BY_USING_ITS_BOOK_VALUE_INSTEAD_OF_THE_CURRENT_MARKET_PRICE_THIS_TERM_IS_TYPICALLY_USED_IN_THE_US_DOMESTIC_MARKET [] = "BOOK" |
| const char | YieldType_YIELD_TO_NEXT_PUT_THE_YIELD_TO_THE_DATE_AT_WHICH_THE_BOND_HOLDER_CAN_NEXT_PUT_THE_BOND_TO_THE_ISSUER [] = "PUT" |
| const char | YieldType_GOVERNMENT_EQUIVALENT_YIELD_ASK_YIELD_BASED_ON_SEMI_ANNUAL_COUPONS_COMPOUNDING_IN_ALL_PERIODS_AND_ACTUAL_ACTUAL_CALENDAR [] = "GOVTEQUIV" |
| const char | YieldType_YIELD_TO_TENDER_DATE_THE_YIELD_ON_A_MUNICIPAL_BOND_TO_ITS_MANDATORY_TENDER_DATE [] = "TENDER" |
| const char | YieldType_YIELD_TO_AVG_MATURITY [] = "AVGMATURITY" |
| const char | YieldType_YIELD_TO_TENDER_DATE [] = "TENDER" |
| const char | YieldType_PROCEEDSYIELD [] = "PROCEEDS" |
| const char | YieldType_OPEN_AVERAGE_YIELD_THE_AVERAGE_YIELD_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO [] = "OPENAVG" |
| const char | YieldType_ANNUAL_YIELD [] = "ANNUAL" |
| const char | YieldType_YIELD_TO_WORST [] = "WORST" |
| const char | YieldType_BOOK_YIELD [] = "BOOK" |
| const char | YieldType_YIELD_TO_NEXT_PUT [] = "PUT" |
| const char | YieldType_CLOSING_YIELD_MOST_RECENT_MONTH_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_MONTHS_END [] = "LASTMONTH" |
| const char | YieldType_CLOSING_YIELD_MOST_RECENT_YEAR_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_YEARS_END [] = "LASTYEAR" |
| const char | YieldType_OPENAVERAGEYIELD [] = "OPENAVG" |
| const char | YieldType_TRUE_YIELD [] = "TRUE" |
| const char | YieldType_TAX_EQUIVALENT_YIELD [] = "TAXEQUIV" |
| const char | YieldType_TRUE_GROSS_YIELD [] = "GROSS" |
| const char | YieldType_INVERSE_FLOATER_BOND_YIELD [] = "INVERSEFLOATER" |
| const char | YieldType_TRUE_YIELD_THE_YIELD_CALCULATED_WITH_COUPON_DATES_MOVED_FROM_A_WEEKEND_OR_HOLIDAY_TO_THE_NEXT_VALID_SETTLEMENT_DATE [] = "TRUE" |
| const char | YieldType_SEMI_ANNUAL_YIELD_THE_YIELD_OF_A_BOND_WHOSE_COUPON_PAYMENTS_ARE_REINVESTED_SEMI_ANNUALLY [] = "SEMIANNUAL" |
| const char | YieldType_AFTERTAXYIELD [] = "AFTERTAX" |
| const char | YieldType_CLOSING_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE [] = "CLOSE" |
| const char | YieldType_YIELDTOWORSTCONVENTION [] = "WORST" |
| const char | YieldType_PREVIOUS_CLOSE_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_1_DAY_AGO [] = "PREVCLOSE" |
| const char | YieldType_COMPOUNDYIELD [] = "COMPOUND" |
| const char | YieldType_YIELD_VALUE_OF_1_32_THE_AMOUNT_THAT_THE_YIELD_WILL_CHANGE_FOR_A_1_32ND_CHANGE_IN_PRICE [] = "VALUE1/32" |
| const char | YieldType_YIELD_TO_LONGEST_AVERAGE [] = "LONGEST" |
| const char | YieldType_PREVIOUSCLOSEYIELD [] = "PREVCLOSE" |
| const char | YieldType_CLOSINGYIELDMOSTRECENTMONTH [] = "LASTMONTH" |
| const char | YieldType_CLOSING_YIELD_MOST_RECENT_MONTH [] = "LASTMONTH" |
| const char | YieldType_YIELD_TO_AVERAGE_LIFE_THE_YIELD_ASSUMING_THAT_ALL_SINKS [] = "AVGLIFE" |
| const char | YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_QUARTERS_END [] = "LASTQUARTER" |
| const char | YieldType_YIELD_TO_SHORTEST_AVERAGE [] = "SHORTEST" |
| const char | YieldType_TAXEQUIVALENTYIELD [] = "TAXEQUIV" |
| const char | YieldType_MOSTRECENTCLOSINGYIELD [] = "LASTCLOSE" |
| const char | YieldType_MARKTOMARKETYIELD [] = "MARK" |
| const char | YieldType_CURRENTYIELD [] = "CURRENT" |
| const char | YieldType_OPEN_AVERAGE_YIELD [] = "OPENAVG" |
| const char | YieldType_TRUE_GROSS_YIELD_YIELD_CALCULATED_USING_THE_PRICE_INCLUDING_ACCRUED_INTEREST_WHERE_COUPON_DATES_ARE_MOVED_FROM_HOLIDAYS_AND_WEEKENDS_TO_THE_NEXT_TRADING_DAY [] = "GROSS" |
| const char | YieldType_YIELD_WITH_INFLATION_ASSUMPTION [] = "INFLATION" |
| const char | YieldType_YIELDTONEXTREFUNDSINKING [] = "NEXTREFUND" |
| const char | YieldType_PROCEEDS_YIELD_THE_CD_EQUIVALENT_YIELD_WHEN_THE_REMAINING_TIME_TO_MATURITY_IS_LESS_THAN_TWO_YEARS [] = "PROCEEDS" |
| const char | YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE_THE_YIELD_ASSUMING_ONLY_MANDATORY_SINKS_ARE_TAKEN_THIS_RESULTS_IN_A_LOWER_PAYDOWN_OF_DEBT_THE_YIELD_IS_THEN_CALCULATED_TO_THE_FINAL_PAYMENT_DATE [] = "LONGAVGLIFE" |
| const char | YieldType_MARK_TO_MARKET_YIELD_AN_ADJUSTMENT_IN_THE_VALUATION_OF_A_SECURITIES_PORTFOLIO_TO_REFLECT_THE_CURRENT_MARKET_VALUES_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO [] = "MARK" |
| const char | YieldType_SIMPLE_YIELD [] = "SIMPLE" |
| const char | YieldType_YIELD_TO_AVERAGE_MATURITY [] = "AVGMATURITY" |
| const char | YieldType_YIELD_TO_WORST_CONVENTION_THE_LOWEST_YIELD_TO_ALL_POSSIBLE_REDEMPTION_DATE_SCENARIOS [] = "WORST" |
| const char | YieldType_YIELD_TO_NEXT_CALL_THE_YIELD_OF_A_BOND_TO_THE_NEXT_POSSIBLE_CALL_DATE [] = "CALL" |
| const char | YieldType_YIELDTOAVGMATURITY [] = "AVGMATURITY" |
| const char | YieldType_YIELDTOLONGESTAVERAGELIFE [] = "LONGAVGLIFE" |
| const char | YieldType_ANNUAL_YIELD_THE_ANNUAL_INTEREST_OR_DIVIDEND_INCOME_AN_INVESTMENT_EARNS_EXPRESSED_AS_A_PERCENTAGE_OF_THE_INVESTMENTS_TOTAL_VALUE [] = "ANNUAL" |
| const char | YieldType_SEMI_ANNUAL_YIELD [] = "SEMIANNUAL" |
| const char | YieldType_MOST_RECENT_CLOSING_YIELD [] = "LASTCLOSE" |
| const char | YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE [] = "SHORTAVGLIFE" |
| const char | YieldType_CLOSING_YIELD [] = "CLOSE" |
| const char | YieldType_YIELDINFLATIONASSUMPTION [] = "INFLATION" |
| const char | YieldType_YIELD_WITH_INFLATION_ASSUMPTION_BASED_ON_PRICE_THE_RETURN_AN_INVESTOR_WOULD_REQUIRE_ON_A_NORMAL_BOND_THAT_WOULD_MAKE_THE_REAL_RETURN_EQUAL_TO_THAT_OF_THE_INFLATION_INDEXED_BOND_ASSUMING_A_CONSTANT_INFLATION_RATE [] = "INFLATION" |
| const char | YieldType_TRUEYIELD [] = "TRUE" |
| const char | YieldType_CLOSINGYIELDMOSTRECENTQUARTER [] = "LASTQUARTER" |
| const char | YieldType_YIELD_VALUE_OF_1_32 [] = "VALUE1_32" |
| const char | YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE [] = "LONGAVGLIFE" |
| const char | YieldType_INVFLOATERBONDYIELD [] = "INVERSEFLOATER" |
| const char | YieldType_MOST_RECENT_CLOSING_YIELD_THE_LAST_AVAILABLE_YIELD_STORED_IN_HISTORY_COMPUTED_USING_PRICE [] = "LASTCLOSE" |
| const char | YieldType_YIELDTONEXTPUT [] = "PUT" |
| const char | YieldType_YIELDTONEXTCALL [] = "CALL" |
| const char | YieldType_SIMPLE_YIELD_THE_YIELD_OF_A_BOND_ASSUMING_NO_REINVESTMENT_OF_COUPON_PAYMENTS [] = "SIMPLE" |
| const char | YieldType_BOOKYIELD [] = "BOOK" |
| const char | YieldType_YIELDVALUEOF132 [] = "VALUE1_32" |
| const int | PegScope_NATIONAL_XXCLUDING_LOCAL = 4 |
| const int | PegScope_NATIONAL_EXCLUDING_LOCAL = 4 |
| const int | PegScope_LOCAL = 1 |
| const int | PegScope_NATIONALEXCLUDINGLOCAL = 4 |
| const int | PegScope_GLOBAL = 3 |
| const int | PegScope_NATIONAL = 2 |
| const int | PegScope_LOCALEXCHANGEECNATS = 1 |
| const int | SettlDeliveryType_TRI_PARTY = 2 |
| const int | SettlDeliveryType_HOLD_IN_CUSTODY = 3 |
| const int | SettlDeliveryType_FREE = 1 |
| const int | SettlDeliveryType_VERSUS_PAYMENT_DELIVER = 0 |
| const int | SettlDeliveryType_FREE_DELIVER = 1 |
| const int | SettlDeliveryType_VERSUS_PAYMENT = 0 |
| const int | DiscretionLimitType_STRICT = 1 |
| const int | DiscretionLimitType_ORWORSE = 2 |
| const int | DiscretionLimitType_OR_BETTER = 0 |
| const int | DiscretionLimitType_OR_WORSE = 2 |
| const int | DiscretionLimitType_ORBETTER = 0 |
| const int | PartyDetailsRequestResult_UNSUPPORTED_PARTYLISTRESPONSETYPE = 3 |
| const int | PartyDetailsRequestResult_PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE = 5 |
| const int | PartyDetailsRequestResult_VALID_REQUEST = 0 |
| const int | PartyDetailsRequestResult_REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED = 6 |
| const int | PartyDetailsRequestResult_NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2 |
| const int | PartyDetailsRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1 |
| const int | PartyDetailsRequestResult_OTHER = 99 |
| const int | PartyDetailsRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA = 4 |
| const char | ExerciseMethod_AUTOMATIC = 'A' |
| const char | ExerciseMethod_MANUAL = 'M' |
| const char | WorkingIndicator_NO = 'N' |
| const char | WorkingIndicator_YES = 'Y' |
| const int | SideMultiLegReportingType_INDIVIDUALLEGOFAMULTILEGSECURITY = 2 |
| const int | SideMultiLegReportingType_SINGLE_SECURITY = 1 |
| const int | SideMultiLegReportingType_MULTILEG_SECURITY = 3 |
| const int | SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = 2 |
| const int | SideMultiLegReportingType_MULTILEGSECURITY = 3 |
| const int | SideMultiLegReportingType_SINGLESECURITY = 1 |
| const int | ConfirmRejReason_MISSINGSETTLEMENTINSTRUCTIONS = 2 |
| const int | ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS = 2 |
| const int | ConfirmRejReason_MISMATCHEDACCOUNT = 1 |
| const int | ConfirmRejReason_MISMATCHED_ACCOUNT = 1 |
| const int | ConfirmRejReason_OTHER = 99 |
| const char | BidRequestTransType_NEW = 'N' |
| const char | BidRequestTransType_NO = 'N' |
| const char | BidRequestTransType_CANCEL = 'C' |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1 |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9 |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11 |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5 |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4 |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY = 2 |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6 |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT = 8 |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET = 7 |
| const int | MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED = 0 |
| const int | MassActionRejectReason_OTHER = 99 |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10 |
| const int | MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3 |
| const int | CollApplType_GENERAL = 1 |
| const int | CollApplType_SPECIFIC_DEPOSIT = 0 |
| const int | ConfirmType_CONFIRMATION = 2 |
| const int | ConfirmType_CONFIRMATION_REQUEST_REJECTED = 3 |
| const int | ConfirmType_CONFIRMATIONREQUESTREJECTED = 3 |
| const int | ConfirmType_STATUS = 1 |
| const int | MDQuoteType_INDICATIVE = 0 |
| const int | MDQuoteType_RESTRICTED_TRADEABLE = 2 |
| const int | MDQuoteType_INDICATIVE_AND_TRADEABLE = 4 |
| const int | MDQuoteType_TRADEABLE = 1 |
| const int | MDQuoteType_COUNTER = 3 |
| const int | QtyType_CONTRACTS = 1 |
| const int | QtyType_UNITS_OF_MEASURE_PER_TIME_UNIT = 2 |
| const int | QtyType_UNITS = 0 |
| const int | QuoteRespType_END_TRADE = 7 |
| const int | QuoteRespType_HITLIFT = 1 |
| const int | QuoteRespType_HIT_LIFT = 1 |
| const int | QuoteRespType_COVER = 4 |
| const int | QuoteRespType_DONE_AWAY = 5 |
| const int | QuoteRespType_DONEAWAY = 5 |
| const int | QuoteRespType_TIMED_OUT = 8 |
| const int | QuoteRespType_PASS = 6 |
| const int | QuoteRespType_EXPIRED = 3 |
| const int | QuoteRespType_COUNTER = 2 |
| const char | IOINaturalFlag_NO = 'N' |
| const char | IOINaturalFlag_YES = 'Y' |
| const char | SettlObligSource_INSTRUCTIONS_OF_BROKER = '1' |
| const char | SettlObligSource_INVESTOR = '3' |
| const char | SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION = '2' |
| const int | TrdSubType_ON_HOURS_TRADE = 34 |
| const int | TrdSubType_INTERIM_PROTECTED_TRADE = 38 |
| const int | TrdSubType_K = 16 |
| const int | TrdSubType_LC = 17 |
| const int | TrdSubType_WN = 31 |
| const int | TrdSubType_CONVERTED_SWAP = 36 |
| const int | TrdSubType_B = 15 |
| const int | TrdSubType_M = 18 |
| const int | TrdSubType_RT = 28 |
| const int | TrdSubType_ONSET_DUE_TO_AN_ALLOCATION = 6 |
| const int | TrdSubType_CMTA = 0 |
| const int | TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT = 1 |
| const int | TrdSubType_DIFFERENTIAL_SPREAD = 7 |
| const int | TrdSubType_TRANSACTION_FROM_EXERCISE = 9 |
| const int | TrdSubType_TRANSACTION_FROM_ASSIGNMENT = 10 |
| const int | TrdSubType_N = 19 |
| const int | TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT = 8 |
| const int | TrdSubType_NR = 21 |
| const int | TrdSubType_SW = 29 |
| const int | TrdSubType_OTC_QUOTE = 35 |
| const int | TrdSubType_ADVISORY_FOR_CONTRA_SIDE = 4 |
| const int | TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION = 5 |
| const int | TrdSubType_P = 22 |
| const int | TrdSubType_CROSSED_TRADE = 37 |
| const int | TrdSubType_PA = 23 |
| const int | TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT = 2 |
| const int | TrdSubType_R = 26 |
| const int | TrdSubType_RO = 27 |
| const int | TrdSubType_WT = 32 |
| const int | TrdSubType_OFF_HOURS_TRADE = 33 |
| const int | TrdSubType_REJECT_FOR_SUBMITTING_SIDE = 3 |
| const int | TrdSubType_ONSET_DUT_TO_AN_ALLOCATION = 6 |
| const int | TrdSubType_AI = 14 |
| const int | TrdSubType_PC = 24 |
| const int | TrdSubType_PN = 25 |
| const int | TrdSubType_LARGE_IN_SCALE = 39 |
| const int | TrdSubType_NM = 20 |
| const int | TrdSubType_T = 30 |
| const int | TrdSubType_ACATS = 11 |
| const char | ExecTransType_NEW = '0' |
| const char | ExecTransType_CORRECT = '2' |
| const char | ExecTransType_CANCEL = '1' |
| const char | ExecTransType_STATUS = '3' |
| const char | DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR = '0' |
| const char | DayBookingInst_ACCUMULATE = '2' |
| const char | DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING_SPEAK_FIRST = '1' |
| const char | DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR_AUTO = '0' |
| const char | DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING = '1' |
| const int | FlowScheduleType_NERC_EASTERN_OFF_PEAK = 0 |
| const int | FlowScheduleType_NERC_WESTERN_PEAK = 4 |
| const int | FlowScheduleType_NERC_EASTERN_PEAK = 3 |
| const int | FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH = 2 |
| const int | FlowScheduleType_NERC_WESTERN_OFF_PEAK = 1 |
| const int | MDOriginType_CROSS = 2 |
| const int | MDOriginType_OFF_BOOK = 1 |
| const int | MDOriginType_BOOK = 0 |
| const int | CollInquiryStatus_ACCEPTED_WITH_WARNINGS = 1 |
| const int | CollInquiryStatus_COMPLETED = 2 |
| const int | CollInquiryStatus_ACCEPTEDWITHWARNINGS = 1 |
| const int | CollInquiryStatus_REJECTED = 4 |
| const int | CollInquiryStatus_COMPLETEDWITHWARNINGS = 3 |
| const int | CollInquiryStatus_ACCEPTED = 0 |
| const int | CollInquiryStatus_COMPLETED_WITH_WARNINGS = 3 |
| const int | CPProgram_3A3 = 1 |
| const int | CPProgram_OTHER = 99 |
| const int | CPProgram_3 = 1 |
| const int | CPProgram_42 = 2 |
| const int | CPProgram_4 = 2 |
| const int | PosReqType_POSITIONS = 0 |
| const int | PosReqType_BACKOUT_MESSAGE = 5 |
| const int | PosReqType_DELTA_POSITIONS = 6 |
| const int | PosReqType_SETTLEMENT_ACTIVITY = 4 |
| const int | PosReqType_TRADES = 1 |
| const int | PosReqType_EXERCISES = 2 |
| const int | PosReqType_ASSIGNMENTS = 3 |
| const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2 |
| const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY = 1 |
| const int | MassStatusReqType_STATUSSECURITYTYPE = 5 |
| const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE = 4 |
| const int | MassStatusReqType_STATUSTRDSESSION = 6 |
| const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID = 8 |
| const int | MassStatusReqType_STATUS_FOR_SECURITY_ISSUER = 9 |
| const int | MassStatusReqType_STATUSCFICODE = 4 |
| const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION = 6 |
| const int | MassStatusReqType_STATUSUNDERLYINGSECURITY = 2 |
| const int | MassStatusReqType_STATUSPARTYID = 8 |
| const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT = 3 |
| const int | MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE = 5 |
| const int | MassStatusReqType_STATUS_FOR_ALL_ORDERS = 7 |
| const int | MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 10 |
| const int | MassStatusReqType_STATUSSECURITY = 1 |
| const int | MassStatusReqType_STATUSPRODUCT = 3 |
| const int | MassStatusReqType_STATUSALLORDERS = 7 |
| const char | SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST = '2' |
| const char | SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES = '1' |
| const char | SubscriptionRequestType_SNAPSHOTUPDATE = '1' |
| const char | SubscriptionRequestType_SNAPSHOT = '0' |
| const char | SubscriptionRequestType_UNSUBSCRIBE = '2' |
| const int | NewsCategory_MARKETPLACE_NEWS = 1 |
| const int | NewsCategory_TECHNICAL_NEWS = 3 |
| const int | NewsCategory_COMPANY_NEWS = 0 |
| const int | NewsCategory_OTHER_NEWS = 99 |
| const int | NewsCategory_FINANCIAL_MARKET_NEWS = 2 |
| const char | IOIQty_MEDIUM [] = "M" |
| const char | IOIQty_1000000000 [] = "0" |
| const char | IOIQty_LARGE [] = "L" |
| const char | IOIQty_SMALL [] = "S" |
| const char | IOIQty_UNDISCLOSED_QUANTITY [] = "U" |
| const int | ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION = 2 |
| const int | ApplResponseError_APPLICATION_DOES_NOT_EXIST = 0 |
| const int | ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE = 1 |
| const char | TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE = 'D' |
| const char | TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE = 'U' |
| const int | LastLiquidityInd_ADDEDLIQUIDITY = 1 |
| const int | LastLiquidityInd_LIQUIDITY_ROUTED_OUT = 3 |
| const int | LastLiquidityInd_LIQUIDITYROUTEDOUT = 3 |
| const int | LastLiquidityInd_AUCTION = 4 |
| const int | LastLiquidityInd_REMOVEDLIQUIDITY = 2 |
| const int | LastLiquidityInd_ADDED_LIQUIDITY = 1 |
| const int | LastLiquidityInd_REMOVED_LIQUIDITY = 2 |
| const int | StrikePriceDeterminationMethod_STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION = 3 |
| const int | StrikePriceDeterminationMethod_STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE = 2 |
| const int | StrikePriceDeterminationMethod_FIXED_STRIKE = 1 |
| const int | StrikePriceDeterminationMethod_STRIKE_SET_TO_OPTIMAL_VALUE = 4 |
| const int | TargetStrategy_MININIZEMARKETIMPACT = 3 |
| const int | TargetStrategy_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES = 1000 |
| const int | TargetStrategy_PARTICIPATE = 2 |
| const int | TargetStrategy_MININIZE_MARKET_IMPACT = 3 |
| const int | TargetStrategy_VWAP = 1 |
| const char | DueToRelated_NO = 'N' |
| const char | DueToRelated_YES = 'Y' |
| const char | UnderlyingCashType_DIFF [] = "DIFF" |
| const char | UnderlyingCashType_FIXED [] = "FIXED" |
| const int | CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2 |
| const int | CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1 |
| const int | CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3 |
| const int | CustOrderCapacity_ALL_OTHER = 4 |
| const char | OwnershipType_JOINT_TRUSTEES = '2' |
| const char | OwnershipType_JOINT_INVESTORS = 'J' |
| const char | OwnershipType_TENANTS_IN_COMMON = 'T' |
| const char | UnitOfMeasure_US_DOLLARS [] = "USD" |
| const char | UnitOfMeasure_TROY_OUNCES [] = "oz_tr" |
| const char | UnitOfMeasure_TONS [] = "tn" |
| const char | UnitOfMeasure_BILLION_CUBIC_FEET [] = "Bcf" |
| const char | UnitOfMeasure_ONE_MILLION_BTU [] = "MMBtu" |
| const char | UnitOfMeasure_MEGAWATT_HOURS [] = "MWh" |
| const char | UnitOfMeasure_MILLION_BARRELS [] = "MMbbl" |
| const char | UnitOfMeasure_GALLONS [] = "Gal" |
| const char | UnitOfMeasure_BARRELS [] = "Bbl" |
| const char | UnitOfMeasure_POUNDS [] = "lbs" |
| const char | UnitOfMeasure_METRIC_TONS [] = "t" |
| const char | UnitOfMeasure_ALLOWANCES [] = "Alw" |
| const char | UnitOfMeasure_BUSHELS [] = "Bu" |
| const int | SecDefStatus_INVALID_DEFINITION_REQUEST = 4 |
| const int | SecDefStatus_PENDING_APPROVAL = 0 |
| const int | SecDefStatus_APPROVED = 1 |
| const int | SecDefStatus_UNAUTHORIZEDREQUEST = 3 |
| const int | SecDefStatus_PENDINGAPPROVAL = 0 |
| const int | SecDefStatus_UNAUTHORIZED_REQUEST = 3 |
| const int | SecDefStatus_INVALIDDEFINITIONREQUEST = 4 |
| const int | SecDefStatus_APPROVEDACCEPTED = 1 |
| const int | SecDefStatus_REJECTED = 2 |
| const char | SettlmntTyp_WHEN_AND_IF_ISSUED = '7' |
| const char | SettlmntTyp_T_PLUS_1 = 'A' |
| const char | SettlmntTyp_FUTURE = '6' |
| const char | SettlmntTyp_SELLERS_OPTION = '8' |
| const char | SettlmntTyp_T_PLUS_2 = '3' |
| const char | SettlmntTyp_T_PLUS_3 = '4' |
| const char | SettlmntTyp_T_PLUS_4 = '5' |
| const char | SettlmntTyp_REGULAR = '0' |
| const char | SettlmntTyp_T_PLUS_5 = '9' |
| const char | SettlmntTyp_WHEN_ISSUED = '7' |
| const char | SettlmntTyp_NEXT_DAY = '2' |
| const char | SettlmntTyp_CASH = '1' |
| const int | TradePublishIndicator_DO_NOT_PUBLISH_TRADE = 0 |
| const int | TradePublishIndicator_DEFERRED_PUBLICATION = 2 |
| const int | TradePublishIndicator_PUBLISH_TRADE = 1 |
| const int | ApplResponseType_MESSAGES_NOT_AVAILABLE = 2 |
| const int | ApplResponseType_APPLICATION_DOES_NOT_EXIST = 1 |
| const int | ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED = 0 |
| const int | StandInstDbType_SID = 1 |
| const int | StandInstDbType_DTC_SID = 1 |
| const int | StandInstDbType_CUSTODIAN = 3 |
| const int | StandInstDbType_ALERT = 2 |
| const int | StandInstDbType_ACCOUNTNET = 4 |
| const int | StandInstDbType_A_GLOBAL_CUSTODIAN = 3 |
| const int | StandInstDbType_THOMSON_ALERT = 2 |
| const int | StandInstDbType_OTHER = 0 |
| const int | QuoteEntryStatus_CROSS_MARKET_WARNING = 13 |
| const int | QuoteEntryStatus_LOCKED_MARKET_WARNING = 12 |
| const int | QuoteEntryStatus_CANCELED_DUE_TO_CROSS_MARKET = 15 |
| const int | QuoteEntryStatus_CANCELED_DUE_TO_LOCK_MARKET = 14 |
| const int | QuoteEntryStatus_REJECTED = 5 |
| const int | QuoteEntryStatus_EXPIRED = 7 |
| const int | QuoteEntryStatus_REMOVED_FROM_MARKET = 6 |
| const int | QuoteEntryStatus_ACCEPTED = 0 |
| const int | QuoteEntryStatus_ACTIVE = 16 |
| const char | TriggerPriceType_BEST_MID = '6' |
| const char | TriggerPriceType_BEST_BID_OR_LAST_TRADE = '4' |
| const char | TriggerPriceType_BEST_BID = '3' |
| const char | TriggerPriceType_BEST_OFFER_OR_LAST_TRADE = '5' |
| const char | TriggerPriceType_BEST_OFFER = '1' |
| const char | TriggerPriceType_LAST_TRADE = '2' |
| const int | SideTrdSubTyp_EXTERNAL_TRANSFER = 2 |
| const int | SideTrdSubTyp_TRANSACTION_FROM_ASSIGNMENT = 10 |
| const int | SideTrdSubTyp_TRANSACTION_FROM_EXERCISE = 9 |
| const int | SideTrdSubTyp_DIFFERENTIAL_SPREAD = 7 |
| const int | SideTrdSubTyp_ONSET_DUE_TO_AN_ALLOCATION = 6 |
| const int | SideTrdSubTyp_REJECT_FOR_SUBMITTING_TRADE = 3 |
| const int | SideTrdSubTyp_CMTA = 0 |
| const int | SideTrdSubTyp_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT = 8 |
| const int | SideTrdSubTyp_INTERNAL_TRANSFER = 1 |
| const int | SideTrdSubTyp_OFFSET_DUE_TO_AN_ALLOCATION = 5 |
| const int | SideTrdSubTyp_ADVISORY_FOR_CONTRA_SIDE = 4 |
| const int | SettlInstReqRejCode_UNABLE_TO_PROCESS_REQUEST = 0 |
| const int | SettlInstReqRejCode_NOMATCHINGSETTLEMENTINSTRUCTIONSFOUND = 2 |
| const int | SettlInstReqRejCode_UNKNOWNACCOUNT = 1 |
| const int | SettlInstReqRejCode_UNABLETOPROCESSREQUEST = 0 |
| const int | SettlInstReqRejCode_UNKNOWN_ACCOUNT = 1 |
| const int | SettlInstReqRejCode_NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND = 2 |
| const int | SettlInstReqRejCode_OTHER = 99 |
| const char | Urgency_FLASH = '1' |
| const char | Urgency_NORMAL = '0' |
| const char | Urgency_BACKGROUND = '2' |
| const int | CollAsgnTransType_REPLACE = 1 |
| const int | CollAsgnTransType_NEW = 0 |
| const int | CollAsgnTransType_REVERSE = 4 |
| const int | CollAsgnTransType_CANCEL = 2 |
| const int | CollAsgnTransType_RELEASE = 3 |
| const int | PaymentMethod_FED_WIRE = 7 |
| const int | PaymentMethod_ACHCREDIT = 13 |
| const int | PaymentMethod_TELEGRAPHICTRANSFER = 6 |
| const int | PaymentMethod_DIRECTDEBITBECS = 9 |
| const int | PaymentMethod_EUROCLEAR = 3 |
| const int | PaymentMethod_ACH_CREDIT = 13 |
| const int | PaymentMethod_TELEGRAPHIC_TRANSFER = 6 |
| const int | PaymentMethod_FEDWIRE = 7 |
| const int | PaymentMethod_CREDITCARD = 11 |
| const int | PaymentMethod_DIRECT_DEBIT = 9 |
| const int | PaymentMethod_CREDIT_CARD = 11 |
| const int | PaymentMethod_CHEQUE = 5 |
| const int | PaymentMethod_DIRECT_CREDIT = 10 |
| const int | PaymentMethod_CREST = 1 |
| const int | PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM = 15 |
| const int | PaymentMethod_DEBITCARD = 8 |
| const int | PaymentMethod_CLEARSTREAM = 4 |
| const int | PaymentMethod_BPAY = 14 |
| const int | PaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS = 15 |
| const int | PaymentMethod_NSCC = 2 |
| const int | PaymentMethod_DEBIT_CARD = 8 |
| const int | PaymentMethod_ACHDEBIT = 12 |
| const int | PaymentMethod_DIRECTCREDITBECS = 10 |
| const int | PaymentMethod_ACH_DEBIT = 12 |
| const char | TriggerPriceTypeScope_LOCAL = '1' |
| const char | TriggerPriceTypeScope_NONE = '0' |
| const char | TriggerPriceTypeScope_GLOBAL = '3' |
| const char | TriggerPriceTypeScope_NATIONAL = '2' |
| const int | PegLimitType_STRICT = 1 |
| const int | PegLimitType_ORWORSE = 2 |
| const int | PegLimitType_OR_BETTER = 0 |
| const int | PegLimitType_OR_WORSE = 2 |
| const int | PegLimitType_ORBETTER = 0 |
| const char | Side_BORROW = 'G' |
| const char | Side_SELLPLUS = '4' |
| const char | Side_BUY_MINUS = '3' |
| const char | Side_BUYMIN = '3' |
| const char | Side_ASDEFINED = 'B' |
| const char | Side_SUBSCRIBE = 'D' |
| const char | Side_CROSS_SHORT_EXEMPT = 'A' |
| const char | Side_UNDISCLOSED = '7' |
| const char | Side_SELLSHT = '5' |
| const char | Side_SELLSHTEX = '6' |
| const char | Side_CROSSSHORTEX = 'A' |
| const char | Side_CROSS = '8' |
| const char | Side_SELL_SHORT_EXEMPT = '6' |
| const char | Side_UNDISC = '7' |
| const char | Side_CROSSSHORT = '9' |
| const char | Side_BORROWFINANCING = 'G' |
| const char | Side_BUY = '1' |
| const char | Side_CROSS_SHORT_EXXMPT = 'A' |
| const char | Side_SELL = '2' |
| const char | Side_LEND = 'F' |
| const char | Side_SELL_SHORT = '5' |
| const char | Side_OPPOSITE = 'C' |
| const char | Side_CROSS_SHORT = '9' |
| const char | Side_SELL_PLUS = '4' |
| const char | Side_REDEEM = 'E' |
| const char | Side_LENDFINANCING = 'F' |
| const char | Side_AS_DEFINED = 'B' |
| const int | ContAmtType_COMMISSIONAMT = 1 |
| const int | ContAmtType_FUNDBASEDRENEWALCOMM = 11 |
| const int | ContAmtType_INITIALCHARGEPCT = 4 |
| const int | ContAmtType_EXITCHARGEAMT = 9 |
| const int | ContAmtType_EXIT_CHARGE = 10 |
| const int | ContAmtType_DILUTION_LEVY_AMOUNT = 7 |
| const int | ContAmtType_DILUTION_LEVY_PERCENT = 8 |
| const int | ContAmtType_DISCOUNT_AMOUNT = 5 |
| const int | ContAmtType_COMMISSION = 2 |
| const int | ContAmtType_INITIAL_CHARGE_PERCENT = 4 |
| const int | ContAmtType_DILUTIONLEVYAMT = 7 |
| const int | ContAmtType_DILUTION_LEVY = 8 |
| const int | ContAmtType_COMMISSION_AMOUNT = 1 |
| const int | ContAmtType_NET_SETTLEMENT_AMOUNT = 15 |
| const int | ContAmtType_EXITCHARGEPCT = 10 |
| const int | ContAmtType_COMMISSIONPCT = 2 |
| const int | ContAmtType_FUND_BASED_RENEWAL_COMMISSION = 11 |
| const int | ContAmtType_DISCOUNT = 6 |
| const int | ContAmtType_FUNDBASEDRENEWALCOMMAMTORD = 13 |
| const int | ContAmtType_DISCOUNTPCT = 6 |
| const int | ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13 = 13 |
| const int | ContAmtType_EXIT_CHARGE_AMOUNT = 9 |
| const int | ContAmtType_INITIAL_CHARGE = 4 |
| const int | ContAmtType_EXIT_CHARGE_PERCENT = 10 |
| const int | ContAmtType_DISCOUNT_PERCENT = 6 |
| const int | ContAmtType_INITIALCHARGEAMT = 3 |
| const int | ContAmtType_DILUTIONLEVYPCT = 8 |
| const int | ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14 = 14 |
| const int | ContAmtType_FUNDBASEDRENEWALCOMMAMTPROJ = 14 |
| const int | ContAmtType_NETSETTLEMENTAMOUNT = 15 |
| const int | ContAmtType_PROJECTEDFUNDVALUE = 12 |
| const int | ContAmtType_DISCOUNTAMT = 5 |
| const int | ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT = 11 |
| const int | ContAmtType_COMMISSION_PERCENT = 2 |
| const int | ContAmtType_PROJECTED_FUND_VALUE = 12 |
| const int | ContAmtType_INITIAL_CHARGE_AMOUNT = 3 |
| const char | OrderCategory_IMPLIED_ORDER = '7' |
| const char | OrderCategory_STREAMING_PRICE = '9' |
| const char | OrderCategory_QUOTE_REQUEST = '6' |
| const char | OrderCategory_CROSS_ORDER = '8' |
| const char | OrderCategory_MULTILEG_ORDER = '4' |
| const char | OrderCategory_PRIVATELY_NEGOTIATED_TRADE = '3' |
| const char | OrderCategory_QUOTE = '2' |
| const char | OrderCategory_ORDER = '1' |
| const char | OrderCategory_LINKED_ORDER = '5' |
| const char | AdvTransType_REPLACE [] = "R" |
| const char | AdvTransType_NEW [] = "N" |
| const char | AdvTransType_ADVCANCEL [] = "C" |
| const char | AdvTransType_ADVREPLACE [] = "R" |
| const char | AdvTransType_ADVNEW [] = "N" |
| const char | AdvTransType_CANCEL [] = "C" |
| const char | PublishTrdIndicator_NO = 'N' |
| const char | PublishTrdIndicator_YES = 'Y' |
| const int | SecurityResponseType_ACCPTSECPROPREV = 2 |
| const int | SecurityResponseType_SECLISTTYPESRET = 3 |
| const int | SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST = 4 |
| const int | SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST = 3 |
| const int | SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE = 2 |
| const int | SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS = 1 |
| const int | SecurityResponseType_ACCPTSECPROP = 1 |
| const int | SecurityResponseType_REJECT_SECURITY_PROPOSAL = 5 |
| const int | SecurityResponseType_SECLISTRET = 4 |
| const int | SecurityResponseType_REJSECPROP = 5 |
| const int | SecurityResponseType_CAN_NOT_MATCH_SELECTION_CRITERIA = 6 |
| const int | SecurityResponseType_CANNOT_MATCH_SELECTION_CRITERIA = 6 |
| const int | SecurityResponseType_NOMATCH = 6 |
| const int | SessionStatus_PASSWORD_EXPIRED = 8 |
| const int | SessionStatus_SESSION_LOGOUT_COMPLETE = 4 |
| const int | SessionStatus_INVALID_USERNAME_OR_PASSWORD = 5 |
| const int | SessionStatus_SESSION_ACTIVE = 0 |
| const int | SessionStatus_SESSION_PASSWORD_CHANGED = 1 |
| const int | SessionStatus_ACCOUNT_LOCKED = 6 |
| const int | SessionStatus_LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME = 7 |
| const int | SessionStatus_SESSION_PASSWORD_DUE_TO_EXPIRE = 2 |
| const int | SessionStatus_NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY = 3 |
| const int | AllocAccountType_JBO = 8 |
| const int | AllocAccountType_HOUSE_TRADER = 3 |
| const int | AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2 |
| const int | AllocAccountType_FLOOR_TRADER = 4 |
| const int | AllocAccountType_ACCOUNTISHOUSETRADERANDISCROSSMARGINED = 7 |
| const int | AllocAccountType_ACCOUNTISCARRIEDONCUSTOMERSIDEOFBOOKS = 1 |
| const int | AllocAccountType_JOINT_BACK_OFFICE_ACCOUNT = 8 |
| const int | AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKSANDISCROSSMARGINED = 6 |
| const int | AllocAccountType_HOUSETRADER = 3 |
| const int | AllocAccountType_FLOORTRADER = 4 |
| const int | AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6 |
| const int | AllocAccountType_ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS = 1 |
| const int | AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKS = 2 |
| const int | AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7 |
| const char | AllocTransType_REPLACE = '1' |
| const char | AllocTransType_NEW = '0' |
| const char | AllocTransType_CALCULATED = '4' |
| const char | AllocTransType_PRELIMINARY = '3' |
| const char | AllocTransType_CALCULATEDWITHOUTPRELIMINARY = '5' |
| const char | AllocTransType_CANCEL = '2' |
| const char | AllocTransType_REVERSAL = '6' |
| const char | AllocTransType_CALCULATED_WITHOUT_PRELIMINARY = '5' |
| const int | ExpirationQtyType_DIFFERENCE = 5 |
| const int | ExpirationQtyType_FINAL_WILL_BE_EXERCISED = 3 |
| const int | ExpirationQtyType_NON_AUTO_EXERCISE = 2 |
| const int | ExpirationQtyType_CONTRARY_INTENTION = 4 |
| const int | ExpirationQtyType_AUTO_EXERCISE = 1 |
| const int | AllocHandlInst_FORWARDMATCH = 3 |
| const int | AllocHandlInst_FORWARD_AND_MATCH = 3 |
| const int | AllocHandlInst_FORWARD = 2 |
| const int | AllocHandlInst_MATCH = 1 |
| const int | TradeRequestStatus_COMPLETED = 1 |
| const int | TradeRequestStatus_REJECTED = 2 |
| const int | TradeRequestStatus_ACCEPTED = 0 |
| const char | PreallocMethod_DO_NOT_PRO_RATA_DISCUSS_FIRST = '1' |
| const char | PreallocMethod_PRO_RATA = '0' |
| const char | PreallocMethod_DO_NOT_PRORATA_DISCUSS_FIRST = '1' |
| const char | PreallocMethod_DO_NOT_PRO_RATA = '1' |
| const char | PreallocMethod_PRORATA = '0' |
| const int | TaxAdvantageType_ROTHIRANONPROTOTYPEUS = 25 |
| const int | TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTROLLOVERUS = 17 |
| const int | TaxAdvantageType_PROFITSHARINGPLANUS = 19 |
| const int | TaxAdvantageType_SELF_DIRECTED_IRA = 21 |
| const int | TaxAdvantageType_401 = 20 |
| const int | TaxAdvantageType_EMPLOYER_11 = 11 |
| const int | TaxAdvantageType_457US = 23 |
| const int | TaxAdvantageType_EMPLOYER_12 = 12 |
| const int | TaxAdvantageType_MINI_CASH_ISA = 3 |
| const int | TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA = 4 |
| const int | TaxAdvantageType_ROTH_CONVERSION_IRA_26 = 26 |
| const int | TaxAdvantageType_EMPLOYEE = 9 |
| const int | TaxAdvantageType_SELFDIRECTEDIRAUS = 21 |
| const int | TaxAdvantageType_403 = 22 |
| const int | TaxAdvantageType_NON_FUND_PROTOTYPE_IRA = 13 |
| const int | TaxAdvantageType_NONFUNDPROTOTYPEIRAUS = 13 |
| const int | TaxAdvantageType_ROTH_CONVERSION_IRA_27 = 27 |
| const int | TaxAdvantageType_ROTHCONVERSIONIRANONPROTOTYPEUS = 27 |
| const int | TaxAdvantageType_MINI_INSURANCE_ISA = 5 |
| const int | TaxAdvantageType_ROTHCONVERSIONIRAFUNDPROTOTYPEUS = 26 |
| const int | TaxAdvantageType_EDUCATIONIRAFUNDPROTOTYPEUS = 28 |
| const int | TaxAdvantageType_MAXIISAUK = 1 |
| const int | TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_ROLLOVER = 17 |
| const int | TaxAdvantageType_NONFUNDQUALIFIEDPLANUS = 14 |
| const int | TaxAdvantageType_EMPLOYER_CURRENT_YEAR = 12 |
| const int | TaxAdvantageType_PRIORYEARPAYMENTUS = 7 |
| const int | TaxAdvantageType_TESSAUK = 2 |
| const int | TaxAdvantageType_CURRENTYEARPAYMENTUS = 6 |
| const int | TaxAdvantageType_EDUCATIONIRANONPROTOTYPEUS = 29 |
| const int | TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTUS = 16 |
| const int | TaxAdvantageType_KEOGHUS = 18 |
| const int | TaxAdvantageType_EDUCATION_IRA_28 = 28 |
| const int | TaxAdvantageType_PROFIT_SHARING_PLAN = 19 |
| const int | TaxAdvantageType_NON_FUND_QUALIFIED_PLAN = 14 |
| const int | TaxAdvantageType_ROTHIRAFUNDPROTOTYPEUS = 24 |
| const int | TaxAdvantageType_EDUCATION_IRA_29 = 29 |
| const int | TaxAdvantageType_EMPLOYEE_10 = 10 |
| const int | TaxAdvantageType_EMPLOYEE_9 = 9 |
| const int | TaxAdvantageType_EMPLOYEE_CURRENT_YEAR = 10 |
| const int | TaxAdvantageType_MAXI_ISA = 1 |
| const int | TaxAdvantageType_MINIINSURANCEISAUK = 5 |
| const int | TaxAdvantageType_PRIOR_YEAR_PAYMENT = 7 |
| const int | TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN = 15 |
| const int | TaxAdvantageType_401K = 20 |
| const int | TaxAdvantageType_403BUS = 22 |
| const int | TaxAdvantageType_MINICASHISAUK = 3 |
| const int | TaxAdvantageType_ROTH_IRA_24 = 24 |
| const int | TaxAdvantageType_MINISTOCKSANDSHARESISAUK = 4 |
| const int | TaxAdvantageType_OTHER = 999 |
| const int | TaxAdvantageType_EMPLOYERCURRENTYEARUS = 12 |
| const int | TaxAdvantageType_ASSET_TRANSFER = 8 |
| const int | TaxAdvantageType_ROTH_IRA_25 = 25 |
| const int | TaxAdvantageType_KEOGH = 18 |
| const int | TaxAdvantageType_DEFINEDCONTRIBUTIONPLANUS = 15 |
| const int | TaxAdvantageType_401KUS = 20 |
| const int | TaxAdvantageType_TESSA = 2 |
| const int | TaxAdvantageType_NONE_NOT_APPLICABLE = 0 |
| const int | TaxAdvantageType_NONE = 0 |
| const int | TaxAdvantageType_457 = 23 |
| const int | TaxAdvantageType_EMPLOYEEPRIORYEARUS = 9 |
| const int | TaxAdvantageType_EMPLOYERPRIORYEARUS = 11 |
| const int | TaxAdvantageType_EMPLOYER = 11 |
| const int | TaxAdvantageType_EMPLOYEECURRENTYEARUS = 10 |
| const int | TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_16 = 16 |
| const int | TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT = 16 |
| const int | TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_17 = 17 |
| const int | TaxAdvantageType_CURRENT_YEAR_PAYMENT = 6 |
| const int | TaxAdvantageType_ASSETTRANSFERUS = 8 |
| const char | MessageEncoding_EUC_JP [] = "EUC-JP" |
| const char | MessageEncoding_SHIFT_JIS [] = "SHIFT_JIS" |
| const char | MessageEncoding_UTF_8 [] = "UTF-8" |
| const char | MessageEncoding_ISO_2022_JP [] = "ISO-2022-JP" |
| const char | TimeInForce_GOOD_TILL_CROSSING = '5' |
| const char | TimeInForce_FILL_OR_KILL = '4' |
| const char | TimeInForce_GOOD_TILL_DATE = '6' |
| const char | TimeInForce_ATTHEOPENING = '2' |
| const char | TimeInForce_FILLORKILL = '4' |
| const char | TimeInForce_GOODTILLDATE = '6' |
| const char | TimeInForce_GOODTILLCANCEL = '1' |
| const char | TimeInForce_ATTHECLOSE = '7' |
| const char | TimeInForce_GOOD_TILL_CANCEL = '1' |
| const char | TimeInForce_DAY = '0' |
| const char | TimeInForce_AT_CROSSING = '9' |
| const char | TimeInForce_IMMEDIATEORCANCEL = '3' |
| const char | TimeInForce_IMMEDIATE_OR_CANCEL = '3' |
| const char | TimeInForce_GOODTILLCROSSING = '5' |
| const char | TimeInForce_GOOD_THROUGH_CROSSING = '8' |
| const char | TimeInForce_AT_THE_CLOSE = '7' |
| const char | TimeInForce_AT_THE_OPENING = '2' |
| const char | IOIQualifier_AON = 'A' |
| const char | IOIQualifier_THROUGH_THE_DAY = 'T' |
| const char | IOIQualifier_INDIDCATION = 'W' |
| const char | IOIQualifier_MOC = 'B' |
| const char | IOIQualifier_READYTRADE = 'R' |
| const char | IOIQualifier_ATMID = 'Y' |
| const char | IOIQualifier_INDWRKAWAY = 'W' |
| const char | IOIQualifier_AT_THE_MARKET = 'Q' |
| const char | IOIQualifier_AT_THE_MIDPOINT = 'Y' |
| const char | IOIQualifier_CROSSING_OPPORTUNITY = 'X' |
| const char | IOIQualifier_CURRENT_QUOTE = 'Q' |
| const char | IOIQualifier_IN_TOUCH_WITH = 'I' |
| const char | IOIQualifier_ALL_OR_NONE = 'A' |
| const char | IOIQualifier_THROUGHDAY = 'T' |
| const char | IOIQualifier_TAKING_A_POSITION = 'P' |
| const char | IOIQualifier_AT_THE_OPEN = 'O' |
| const char | IOIQualifier_TAKEPOSITION = 'P' |
| const char | IOIQualifier_PORTFOLIO_SHOW_N = 'S' |
| const char | IOIQualifier_INTOUCH = 'I' |
| const char | IOIQualifier_MOREBEHIND = 'M' |
| const char | IOIQualifier_ATMARKET = 'Q' |
| const char | IOIQualifier_CROSSOPP = 'X' |
| const char | IOIQualifier_PREOPEN = 'Z' |
| const char | IOIQualifier_ATCLOSE = 'C' |
| const char | IOIQualifier_MARKET_ON_CLOSE = 'B' |
| const char | IOIQualifier_VERSUS = 'V' |
| const char | IOIQualifier_LIMIT = 'L' |
| const char | IOIQualifier_PORTFOLIO_SHOWN = 'S' |
| const char | IOIQualifier_READY_TO_TRADE = 'R' |
| const char | IOIQualifier_PRE_OPEN = 'Z' |
| const char | IOIQualifier_INDICATION = 'W' |
| const char | IOIQualifier_MORE_BEHIND = 'M' |
| const char | IOIQualifier_ATOPEN = 'O' |
| const char | IOIQualifier_VWAP = 'D' |
| const char | IOIQualifier_PORTSHOW = 'S' |
| const char | IOIQualifier_AT_THE_CLOSE = 'C' |
| const int | StrikePriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY = 4 |
| const int | StrikePriceBoundaryMethod_GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY = 5 |
| const int | StrikePriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY = 2 |
| const int | StrikePriceBoundaryMethod_LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY = 1 |
| const int | StrikePriceBoundaryMethod_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY = 3 |
| const char | MiscFeeType_CONVERSION [] = "11" |
| const char | MiscFeeType_CONSUMPTION_TAX [] = "9" |
| const char | MiscFeeType_LOCAL_COMMISSION [] = "3" |
| const char | MiscFeeType_TAX [] = "2" |
| const char | MiscFeeType_LOCALCOMM [] = "3" |
| const char | MiscFeeType_MARKUP [] = "8" |
| const char | MiscFeeType_SECURITY_LENDING [] = "14" |
| const char | MiscFeeType_PER_TRANSACTION [] = "10" |
| const char | MiscFeeType_REGULATORY [] = "1" |
| const char | MiscFeeType_EXCHFEE [] = "4" |
| const char | MiscFeeType_CONSUMPTION [] = "9" |
| const char | MiscFeeType_STAMP [] = "5" |
| const char | MiscFeeType_TRANSFER_FEE [] = "13" |
| const char | MiscFeeType_AGENT [] = "12" |
| const char | MiscFeeType_OTHER [] = "7" |
| const char | MiscFeeType_TRANSACTION [] = "10" |
| const char | MiscFeeType_REG [] = "1" |
| const char | MiscFeeType_EXCHANGE_FEES [] = "4" |
| const char | MiscFeeType_LEVY [] = "6" |
| const char | SecurityIDSource_CLEARING_HOUSE [] = "H" |
| const char | SecurityIDSource_OPTION_PRICE_REPORTING_AUTHORITY [] = "J" |
| const char | SecurityIDSource_EXCHANGE_SYMBOL [] = "8" |
| const char | SecurityIDSource_SICOVAM [] = "E" |
| const char | SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION [] = "I" |
| const char | SecurityIDSource_ISDA_FPML_PRODUCT_URL [] = "K" |
| const char | SecurityIDSource_RIC [] = "5" |
| const char | SecurityIDSource_CLEARINGHOUSE [] = "H" |
| const char | SecurityIDSource_FPML [] = "I" |
| const char | SecurityIDSource_RIC_CODE [] = "5" |
| const char | SecurityIDSource_ISOCURR [] = "6" |
| const char | SecurityIDSource_ISO_CURRENCY_CODE [] = "6" |
| const char | SecurityIDSource_COMMON [] = "G" |
| const char | SecurityIDSource_VALOREN [] = "D" |
| const char | SecurityIDSource_BELGIAN [] = "F" |
| const char | SecurityIDSource_CTA [] = "9" |
| const char | SecurityIDSource_ISIN_NUMBER [] = "4" |
| const char | SecurityIDSource_ISIN [] = "4" |
| const char | SecurityIDSource_ISOCOUNTRY [] = "7" |
| const char | SecurityIDSource_SEDOL [] = "2" |
| const char | SecurityIDSource_ISO_COUNTRY_CODE [] = "7" |
| const char | SecurityIDSource_LETTER_OF_CREDIT [] = "L" |
| const char | SecurityIDSource_BLOOMBERG_SYMBOL [] = "A" |
| const char | SecurityIDSource_BLMBRG [] = "A" |
| const char | SecurityIDSource_OPTIONPRICEREPORTINGAUTHORITY [] = "J" |
| const char | SecurityIDSource_WERTPAPIER [] = "B" |
| const char | SecurityIDSource_MARKETPLACE_ASSIGNED_IDENTIFIER [] = "M" |
| const char | SecurityIDSource_EXCHSYMB [] = "8" |
| const char | SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION [] = "9" |
| const char | SecurityIDSource_DUTCH [] = "C" |
| const char | SecurityIDSource_QUIK [] = "3" |
| const char | SecurityIDSource_CUSIP [] = "1" |
| const int | NewsRefType_OTHER_LANGUAGE = 1 |
| const int | NewsRefType_COMPLIMENTARY = 2 |
| const int | NewsRefType_REPLACEMENT = 0 |
| const char | TriggerOrderType_LIMIT = '2' |
| const char | TriggerOrderType_MARKET = '1' |
| const int | CrossType_CROSS_AON = 1 |
| const int | CrossType_CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE_ONE_SIDE_OF_THE_CROSS_IS_FULLY_EXECUTED = 3 |
| const int | CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT_BOTH_SIDES_ARE_TREATED_IN_THE_SAME_MANNER_THIS_IS_EQUIVALENT_TO_AN_ALL_OR_NONE = 1 |
| const int | CrossType_CROSSAON = 1 |
| const int | CrossType_CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE = 4 |
| const int | CrossType_CROSS_ONE_SIDE = 3 |
| const int | CrossType_CROSS_SAME_PRICE = 4 |
| const int | CrossType_CROSSSAMEPRICE = 4 |
| const int | CrossType_CROSS_IOC = 2 |
| const int | CrossType_CROSSIOC = 2 |
| const int | CrossType_CROSSONESIDE = 3 |
| const int | CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED_ONE_SIDE_IS_FULLY_EXECUTED_THE_OTHER_SIDE_IS_PARTIALLY_EXECUTED_WITH_THE_REMAINDER_BEING_CANCELLED_THIS_IS_EQUIVALENT_TO_AN_IMMEDIATE_OR_CANCEL_ON_THE_OTHER_SIDE = 2 |
| const char | OpenCloseSettleFlag_SESSION_OPEN = '1' |
| const char | OpenCloseSettleFlag_DAILY_OPEN = '0' |
| const char | OpenCloseSettleFlag_EXPECTED_PRICE = '3' |
| const char | OpenCloseSettleFlag_PRICE_FROM_PREVIOUS_BUSINESS_DAY = '4' |
| const char | OpenCloseSettleFlag_DELIVERY_SETTLEMENT_PRICE = '2' |
| const int | MDBookType_PRICE_DEPTH = 2 |
| const int | MDBookType_ORDER_DEPTH = 3 |
| const int | MDBookType_TOP_OF_BOOK = 1 |
| const char | BasisPxType_VWAPAFT = '8' |
| const char | BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI = '9' |
| const char | BasisPxType_VWAP_THROUGH_A_MORNING_SESSION = '7' |
| const char | BasisPxType_CLOSING_PRICE = '3' |
| const char | BasisPxType_VWAP_THROUGH_A_DAY = '6' |
| const char | BasisPxType_CLOSING_PRICE_AT_MORNINGN_SESSION = '2' |
| const char | BasisPxType_VWAPDAY = '6' |
| const char | BasisPxType_VWAPMORNXYORI = 'A' |
| const char | BasisPxType_VWAPMORN = '7' |
| const char | BasisPxType_VWAPDAYXYORI = '9' |
| const char | BasisPxType_OTHERS = 'Z' |
| const char | BasisPxType_OPEN = 'D' |
| const char | BasisPxType_CURRPX = '4' |
| const char | BasisPxType_VWAPAFTXYORI = 'B' |
| const char | BasisPxType_CLOSING_PRICE_AT_MORNING_SESSION = '2' |
| const char | BasisPxType_CLSPXMORN = '2' |
| const char | BasisPxType_CURRENT_PRICE = '4' |
| const char | BasisPxType_SQ = '5' |
| const char | BasisPxType_CLSPX = '3' |
| const char | BasisPxType_STRIKE = 'C' |
| const char | BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI = 'B' |
| const char | BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI = 'A' |
| const char | BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION = '8' |
| const int | ComplexEventType_ROLLING_BARRIER = 9 |
| const int | ComplexEventType_UNDERLYING = 7 |
| const int | ComplexEventType_KNOCK_OUT_UP = 5 |
| const int | ComplexEventType_KNOCK_IN_UP = 3 |
| const int | ComplexEventType_KOCK_IN_DOWN = 4 |
| const int | ComplexEventType_TRIGGER = 2 |
| const int | ComplexEventType_RESET_BARRIER = 8 |
| const int | ComplexEventType_CAPPED = 1 |
| const int | ComplexEventType_KNOCK_OUT_DOWN = 6 |
| const int | MassActionResponse_REJECTED = 0 |
| const int | MassActionResponse_ACCEPTED = 1 |
| const int | SecurityRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 9 |
| const int | SecurityRequestType_REQUEST_LIST_SECURITY_TYPES = 2 |
| const int | SecurityRequestType_REQSECIDPROV = 1 |
| const int | SecurityRequestType_REQUEST_LIST_SECURITIES = 3 |
| const int | SecurityRequestType_REQSECID = 0 |
| const int | SecurityRequestType_SYMBOL = 4 |
| const int | SecurityRequestType_SECURITYTYPE_AND_OR_CFICODE = 5 |
| const int | SecurityRequestType_REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED = 1 |
| const int | SecurityRequestType_REQSECLIST = 3 |
| const int | SecurityRequestType_TRADINGSESSIONID = 7 |
| const int | SecurityRequestType_PRODUCT = 6 |
| const int | SecurityRequestType_ALL_SECURITIES = 8 |
| const int | SecurityRequestType_REQSECLISTTYPES = 2 |
| const int | SecurityRequestType_REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS = 0 |
| const int | ListRejectReason_EXCHANGE_CLOSED = 2 |
| const int | ListRejectReason_UNKNOWN_ORDER = 5 |
| const int | ListRejectReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11 |
| const int | ListRejectReason_DUPLICATE_ORDER = 6 |
| const int | ListRejectReason_TOO_LATE_TO_ENTER = 4 |
| const int | ListRejectReason_OTHER = 99 |
| const int | ListRejectReason_BROKER = 0 |
| const char | DeskType_PROPRIETARY [] = "PR" |
| const char | DeskType_ARBITRAGE [] = "AR" |
| const char | DeskType_TRADING [] = "T" |
| const char | DeskType_DERIVATIVES [] = "D" |
| const char | DeskType_SALES [] = "S" |
| const char | DeskType_INSTITUTIONAL [] = "IS" |
| const char | DeskType_INTERNATIONAL [] = "IN" |
| const char | DeskType_AGENCY [] = "A" |
| const char | DeskType_PREFERRED_TRADING [] = "PF" |
| const char | DeskType_OTHER [] = "O" |
| const char | DeskType_PROGRAM_TRADING [] = "PT" |
| const char | SettlType_T4 [] = "5" |
| const char | SettlType_T5 [] = "8" |
| const char | SettlType_WHEN_AND_IF_ISSUED [] = "7" |
| const char | SettlType_NEXTDAY [] = "2" |
| const char | SettlType_FUTURE [] = "6" |
| const char | SettlType_T_PLUS_2 [] = "3" |
| const char | SettlType_SELLERS_OPTION [] = "8" |
| const char | SettlType_BROKEN_DATE [] = "B" |
| const char | SettlType_T_PLUS_3 [] = "4" |
| const char | SettlType_T_PLUS_4 [] = "5" |
| const char | SettlType_REGULAR [] = "0" |
| const char | SettlType_NEXT_DAY [] = "2" |
| const char | SettlType_T_PLUS_5 [] = "9" |
| const char | SettlType_FX_SPOT_NEXT_SETTLEMENT [] = "C" |
| const char | SettlType_T1 [] = "9" |
| const char | SettlType_WHENISSUED [] = "7" |
| const char | SettlType_T2 [] = "3" |
| const char | SettlType_T3 [] = "4" |
| const char | SettlType_CASH [] = "1" |
| const char | OpenClose_CLOSE = 'C' |
| const char | OpenClose_OPEN = 'O' |
| const int | ContractMultiplierUnit_SHARES = 0 |
| const int | ContractMultiplierUnit_HOURS = 1 |
| const int | ContractMultiplierUnit_DAYS = 2 |
| const int | TrdType_VOLUME_WEIGHTED_AVERAGE_TRADE = 51 |
| const int | TrdType_LATE_TRADE = 4 |
| const int | TrdType_FUTURES_LARGE_ORDER_EXECUTION = 17 |
| const int | TrdType_EXCHANGE_OF_FUTURES_FOR_FUTURES = 18 |
| const int | TrdType_SPECIAL_EX_CAPITAL_REPAYMENTS = 35 |
| const int | TrdType_BLOCK_TRADE_38 = 38 |
| const int | TrdType_DELTA_NEUTRAL_TRANSACTION = 46 |
| const int | TrdType_CASH_SETTLEMENT = 29 |
| const int | TrdType_SPECIAL_CUM_CAPITAL_REPAYMENTS = 34 |
| const int | TrdType_SPECIAL_CUM_BONUS = 36 |
| const int | TrdType_BLOCK_TRADES = 40 |
| const int | TrdType_ALL_OR_NONE = 16 |
| const int | TrdType_OPTION_EXERCISE = 45 |
| const int | TrdType_FINANCING_TRANSACTION = 47 |
| const int | TrdType_TRANSFER = 3 |
| const int | TrdType_REGULAR_TRADE = 0 |
| const int | TrdType_TRADING_AT_SETTLEMENT = 15 |
| const int | TrdType_SPECIAL_EX_DIVIDEND = 26 |
| const int | TrdType_SPECIAL_EX_COUPON = 28 |
| const int | TrdType_SPECIAL_PRICE = 30 |
| const int | TrdType_SPECIAL_CUM_RIGHTS = 32 |
| const int | TrdType_SPECIAL_EX_BONUS = 37 |
| const int | TrdType_BLOCKTRADE = 1 |
| const int | TrdType_EXCHANGE_GRANTED_TRADE = 52 |
| const int | TrdType_EXCHANGE_BASIS_FACILITY = 55 |
| const int |
Index
Source Files
Annotated Class List
Alphabetical Class List
Class Hierarchy
Graphical Class Hierarchy