918 lines
38 KiB
C++
918 lines
38 KiB
C++
#pragma once
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/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Access to and use of the software is governed by the terms of the applicable OnixS Software
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* Services Agreement (the Agreement) and Customer end user license agreements granting
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* a non-assignable, non-transferable and non-exclusive license to use the software
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* for it's own data processing purposes under the terms defined in the Agreement.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* of this source code or associated reference material to any other location for further reproduction
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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#include <OnixS/FIXEngine/ABI.h>
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#include <OnixS/FIXEngine/Compiler.h>
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#include <OnixS/FIXEngine/FIX/Tag.h>
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namespace OnixS {
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namespace FIX {
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namespace FIX40 {
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namespace Tags {
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Account = 1;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AdvId = 2;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AdvRefID = 3;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AdvSide = 4;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AdvTransType = 5;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AvgPx = 6;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BeginSeqNo = 7;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BeginString = 8;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BodyLength = 9;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CheckSum = 10;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ClOrdID = 11;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Commission = 12;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CommType = 13;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CumQty = 14;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Currency = 15;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EndSeqNo = 16;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecID = 17;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecInst = 18;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecRefID = 19;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecTransType = 20;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag HandlInst = 21;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IDSource = 22;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOIid = 23;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOIOthSvc = 24;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOIQltyInd = 25;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOIRefID = 26;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOIShares = 27;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOITransType = 28;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastCapacity = 29;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastMkt = 30;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastPx = 31;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastShares = 32;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LinesOfText = 33;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MsgSeqNum = 34;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MsgType = 35;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NewSeqNo = 36;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrderID = 37;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrderQty = 38;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrdStatus = 39;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrdType = 40;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrigClOrdID = 41;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrigTime = 42;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PossDupFlag = 43;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Price = 44;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RefSeqNum = 45;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RelatdSym = 46;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Rule80A = 47;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityID = 48;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SenderCompID = 49;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SenderSubID = 50;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SendingTime = 52;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Shares = 53;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Side = 54;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Symbol = 55;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TargetCompID = 56;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TargetSubID = 57;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Text = 58;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TimeInForce = 59;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TransactTime = 60;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Urgency = 61;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ValidUntilTime = 62;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlmntTyp = 63;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag FutSettDate = 64;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SymbolSfx = 65;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ListID = 66;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ListSeqNo = 67;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ListNoOrds = 68;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ListExecInst = 69;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocID = 70;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocTransType = 71;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RefAllocID = 72;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoOrders = 73;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AvgPrxPrecision = 74;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeDate = 75;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecBroker = 76;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OpenClose = 77;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoAllocs = 78;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocAccount = 79;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocShares = 80;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ProcessCode = 81;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoRpts = 82;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RptSeq = 83;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CxlQty = 84;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoDlvyInst = 85;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DlvyInst = 86;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocStatus = 87;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocRejCode = 88;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Signature = 89;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecureDataLen = 90;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecureData = 91;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BrokerOfCredit = 92;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SignatureLength = 93;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EmailType = 94;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RawDataLength = 95;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RawData = 96;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PossResend = 97;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncryptMethod = 98;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StopPx = 99;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExDestination = 100;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CxlRejReason = 102;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrdRejReason = 103;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOIQualifier = 104;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag WaveNo = 105;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Issuer = 106;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityDesc = 107;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag HeartBtInt = 108;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ClientID = 109;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MinQty = 110;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MaxFloor = 111;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TestReqID = 112;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ReportToExch = 113;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LocateReqd = 114;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OnBehalfOfCompID = 115;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OnBehalfOfSubID = 116;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteID = 117;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NetMoney = 118;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlCurrAmt = 119;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlCurrency = 120;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ForexReq = 121;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrigSendingTime = 122;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag GapFillFlag = 123;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoExecs = 124;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CxlType = 125;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExpireTime = 126;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DKReason = 127;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeliverToCompID = 128;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeliverToSubID = 129;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOINaturalFlag = 130;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteReqID = 131;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidPx = 132;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OfferPx = 133;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidSize = 134;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OfferSize = 135;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoMiscFees = 136;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MiscFeeAmt = 137;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MiscFeeCurr = 138;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MiscFeeType = 139;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PrevClosePx = 140;
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}
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namespace Values {
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struct ONIXS_FIXENGINE_API AdvSide {
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static const char Buy[];
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static const char Sell[];
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static const char Trade[];
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static const char Cross[];
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};
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struct ONIXS_FIXENGINE_API AdvTransType {
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static const char Cancel[];
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static const char New[];
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static const char Replace[];
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};
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struct ONIXS_FIXENGINE_API CommType {
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static const char per_share[];
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static const char percentage[];
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static const char absolute[];
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};
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struct ONIXS_FIXENGINE_API ExecInst {
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static const char Stay_on_offerside[];
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static const char Not_held[];
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static const char Work[];
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static const char Go_along[];
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static const char Over_the_day[];
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static const char Held[];
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static const char Participate_don_t_initiate[];
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static const char Strict_scale[];
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static const char Try_to_scale[];
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static const char Stay_on_bidside[];
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static const char No_cross[];
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static const char OK_to_cross[];
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static const char Call_first[];
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static const char Percent_of_volume[];
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static const char Do_not_increase_DNI[];
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static const char Do_not_reduce_DNR[];
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static const char All_or_none_AON[];
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static const char Institutions_only[];
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static const char Last_peg[];
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static const char Mid_price_peg[];
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static const char Non_negotiable[];
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static const char Opening_peg[];
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static const char Market_peg[];
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static const char Primary_peg[];
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static const char Suspend[];
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};
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struct ONIXS_FIXENGINE_API ExecTransType {
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static const char New[];
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static const char Cancel[];
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static const char Correct[];
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static const char Status[];
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};
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struct ONIXS_FIXENGINE_API HandlInst {
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static const char Automated_execution_order_private_no_Broker_intervention[];
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static const char Automated_execution_order_public_Broker_intervention_OK[];
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static const char Manual_order_best_execution[];
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};
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struct ONIXS_FIXENGINE_API IDSource {
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static const char CUSIP[];
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static const char SEDOL[];
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static const char QUIK[];
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static const char ISIN_number[];
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static const char RIC_code[];
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};
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struct ONIXS_FIXENGINE_API IOIOthSvc {
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static const char Autex[];
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static const char Bridge[];
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};
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struct ONIXS_FIXENGINE_API IOIQltyInd {
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static const char High[];
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static const char Low[];
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static const char Medium[];
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};
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struct ONIXS_FIXENGINE_API IOIShares {
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static const char Large[];
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static const char Medium[];
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static const char Small[];
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};
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struct ONIXS_FIXENGINE_API IOITransType {
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static const char Cancel[];
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static const char New[];
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static const char Replace[];
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};
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struct ONIXS_FIXENGINE_API LastCapacity {
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static const char Agent[];
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static const char Cross_as_agent[];
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static const char Cross_as_principal[];
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static const char Principal[];
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};
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struct ONIXS_FIXENGINE_API MsgType {
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static const char Heartbeat[];
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static const char Test_Request[];
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static const char Resend_Request[];
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static const char Reject[];
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static const char Sequence_Reset[];
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static const char Logout[];
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static const char Indication_of_Interest[];
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static const char Advertisement[];
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static const char Execution_Report[];
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static const char Order_Cancel_Reject[];
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static const char Logon[];
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static const char News[];
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static const char Email[];
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static const char Order_Single[];
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static const char Order_List[];
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static const char Order_Cancel_Request[];
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static const char Order_Cancel_Replace_Request[];
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static const char Order_Status_Request[];
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static const char Allocation[];
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static const char List_Cancel_Request[];
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static const char List_Execute[];
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static const char List_Status_Request[];
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static const char List_Status[];
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static const char Allocation_ACK[];
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static const char Dont_Know_Trade[];
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static const char Quote_Request[];
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static const char Quote[];
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};
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struct ONIXS_FIXENGINE_API OrdStatus {
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static const char New[];
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static const char Partially_filled[];
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static const char Filled[];
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static const char Done_for_day[];
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static const char Canceled[];
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static const char Replaced[];
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static const char Pending_Cancel_Replace[];
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static const char Stopped[];
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static const char Rejected[];
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static const char Suspended[];
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static const char Pending_New[];
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static const char Calculated[];
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static const char Expired[];
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};
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struct ONIXS_FIXENGINE_API OrdType {
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static const char Market[];
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static const char Limit[];
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static const char Stop[];
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static const char Stop_limit[];
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static const char Market_on_close[];
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static const char With_or_without[];
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static const char Limit_or_better[];
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static const char Limit_with_or_without[];
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static const char On_basis[];
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static const char On_close[];
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static const char Limit_on_close[];
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static const char Forex[];
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static const char Previously_quoted[];
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static const char Previously_indicated[];
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static const char Pegged[];
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};
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struct ONIXS_FIXENGINE_API PossDupFlag {
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static const char Original_transmission[];
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static const char Possible_duplicate[];
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};
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struct ONIXS_FIXENGINE_API Rule80A {
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static const char Agency_single_order[];
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static const char Program_Order_non_index_arb_for_Member_firm_org[];
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static const char Program_Order_index_arb_for_Member_firm_org[];
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static const char Individual_Investor_single_order[];
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static const char Program_Order_index_arb_for_individual_customer[];
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static const char Program_Order_non_index_arb_for_individual_customer[];
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static const char Program_Order_index_arb_for_other_member[];
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static const char Program_Order_non_index_arb_for_other_member[];
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static const char Program_Order_index_arb_for_other_agency[];
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static const char All_other_orders_as_agent_for_other_member[];
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static const char Program_Order_non_index_arb_for_other_agency[];
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};
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struct ONIXS_FIXENGINE_API Side {
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static const char Buy[];
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static const char Sell[];
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static const char Buy_minus[];
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static const char Sell_plus[];
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static const char Sell_short[];
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static const char Sell_short_exempt[];
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};
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struct ONIXS_FIXENGINE_API TimeInForce {
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static const char Day[];
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static const char Good_Till_Cancel[];
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static const char At_the_Opening[];
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static const char Immediate_or_Cancel[];
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static const char Fill_or_Kill[];
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static const char Good_Till_Crossing[];
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static const char Good_Till_Date[];
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};
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struct ONIXS_FIXENGINE_API Urgency {
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static const char Normal[];
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static const char Flash[];
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static const char Background[];
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};
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struct ONIXS_FIXENGINE_API SettlmntTyp {
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static const char Regular[];
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static const char Cash[];
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static const char Next_Day[];
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static const char T_plus_2[];
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static const char T_plus_3[];
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static const char T_plus_4[];
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static const char Future[];
|
|
static const char When_Issued[];
|
|
static const char Sellers_Option[];
|
|
static const char T_plus_5[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocTransType {
|
|
|
|
static const char New[];
|
|
static const char Replace[];
|
|
static const char Cancel[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ProcessCode {
|
|
|
|
static const char regular[];
|
|
static const char soft_dollar[];
|
|
static const char step_in[];
|
|
static const char step_out[];
|
|
static const char soft_dollar_step_in[];
|
|
static const char soft_dollar_step_out[];
|
|
static const char plan_sponsor[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocStatus {
|
|
|
|
static const char accepted[];
|
|
static const char rejected[];
|
|
static const char partial_accept[];
|
|
static const char received[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocRejCode {
|
|
|
|
static const char unknown_accoun[];
|
|
static const char incorrect_quantity[];
|
|
static const char incorrect_average_price[];
|
|
static const char unknown_executing_broker_mnemonic[];
|
|
static const char commission_difference[];
|
|
static const char unknown_OrderID[];
|
|
static const char unknown_ListID[];
|
|
static const char other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API EmailType {
|
|
|
|
static const char New[];
|
|
static const char Reply[];
|
|
static const char Admin_Reply[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API EncryptMethod {
|
|
|
|
static const char None_other[];
|
|
static const char PKCS[];
|
|
static const char DES[];
|
|
static const char PKCS_DES[];
|
|
static const char PGP_DES[];
|
|
static const char PGP_DES_MD5[];
|
|
static const char PEM_DES_MD5[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExDestination {
|
|
|
|
static const char none[];
|
|
static const char POSIT[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CxlRejReason {
|
|
|
|
static const char Too_late_to_cancel[];
|
|
static const char Unknown_order[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrdRejReason {
|
|
|
|
static const char Broker_option[];
|
|
static const char Unknown_symbol[];
|
|
static const char Exchange_closed[];
|
|
static const char Order_exceeds_limit[];
|
|
static const char Too_late_to_enter[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOIQualifier {
|
|
|
|
static const char All_or_none[];
|
|
static const char At_the_close[];
|
|
static const char In_touch_with[];
|
|
static const char Limit[];
|
|
static const char More_behind[];
|
|
static const char At_the_open[];
|
|
static const char Taking_a_position[];
|
|
static const char Current_quote[];
|
|
static const char Portfolio_show_n[];
|
|
static const char Through_the_day[];
|
|
static const char Versus[];
|
|
static const char Indication_Working_away[];
|
|
static const char Crossing_opportunity[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ReportToExch {
|
|
|
|
static const char Indicates_that_party_sending_message_will_report_trade[];
|
|
static const char Indicates_that_party_receiving_message_must_report_trade[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LocateReqd {
|
|
|
|
static const char Indicates_the_broker_is_not_required_to_locate[];
|
|
static const char Indicates_the_broker_is_responsible_for_locating_the_stock[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ForexReq {
|
|
|
|
static const char Do_not_execute_Forex_after_security_trade[];
|
|
static const char Execute_Forex_after_security_trade[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API GapFillFlag {
|
|
|
|
static const char Sequence_Reset_ignore_MsgSeqNum[];
|
|
static const char Gap_Fill_message_MsgSeqNum_field_valid[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CxlType {
|
|
|
|
static const char full_remaining_quantity[];
|
|
static const char partial_cancel[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DKReason {
|
|
|
|
static const char Unknown_symbol[];
|
|
static const char Wrong_side[];
|
|
static const char Quantity_exceeds_order[];
|
|
static const char No_matching_order[];
|
|
static const char Price_exceeds_limit[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOINaturalFlag {
|
|
|
|
static const char Not_natural[];
|
|
static const char Natural[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MiscFeeType {
|
|
|
|
static const char Regulatory[];
|
|
static const char Tax[];
|
|
static const char Local_Commission[];
|
|
static const char Exchange_Fees[];
|
|
static const char Stamp[];
|
|
static const char Levy[];
|
|
static const char Other[];
|
|
};
|
|
}
|
|
|
|
namespace TypedValues {
|
|
|
|
struct ONIXS_FIXENGINE_API AdvSide {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Buy = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Sell = 'S';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Trade = 'T';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Cross = 'X';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AdvTransType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Cancel = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char New = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Replace = 'R';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CommType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PerShare = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Percentage = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Absolute = '3';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecInst {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StayOnOfferside = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NotHeld = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Work = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char GoAlong = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OverTheDay = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Held = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ParticipateDonTInitiate = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StrictScale = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TryToScale = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StayOnBidside = '9';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NoCross = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OKToCross = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CallFirst = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PercentOfVolume = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DoNotIncreaseDNI = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DoNotReduceDNR = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AllOrNoneAON = 'G';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InstitutionsOnly = 'I';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LastPegLastSale = 'L';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MidPricePegMidpriceOfInsideQuote = 'M';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NonNegotiable = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OpeningPeg = 'O';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MarketPeg = 'P';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PrimaryPegPrimaryMarketBuyAtBidSellAtOffer = 'R';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Suspend = 'S';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecTransType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char New = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Cancel = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Correct = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Status = '3';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API HandlInst {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AutomatedExecutionOrderPrivateNoBrokerIntervention = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AutomatedExecutionOrderPublicBrokerInterventionOK = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ManualOrderBestExecution = '3';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IDSource {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CUSIP = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SEDOL = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char QUIK = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ISINNumber = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RICCode = '5';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOIOthSvc {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Autex = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Bridge = 'B';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOIQltyInd {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char High = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Low = 'L';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Medium = 'M';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOIShares {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Large = 'L';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Medium = 'M';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Small = 'S';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOITransType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Cancel = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char New = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Replace = 'R';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LastCapacity {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Agent = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CrossAsAgent = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CrossAsPrincipal = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Principal = '4';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MsgType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Heartbeat = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TestRequest = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ResendRequest = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Reject = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SequenceReset = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Logout = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IndicationOfInterest = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Advertisement = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExecutionReport = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderCancelReject = '9';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Logon = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char News = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Email = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderSingle = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderList = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderCancelRequest = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderCancelReplaceRequest = 'G';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderStatusRequest = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Allocation = 'J';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ListCancelRequest = 'K';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ListExecute = 'L';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ListStatusRequest = 'M';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ListStatus = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AllocationACK = 'P';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DonTKnowTradeDK = 'Q';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char QuoteRequest = 'R';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Quote = 'S';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrdStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char New = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PartiallyFilled = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Filled = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DoneForDay = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Canceled = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Replaced = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PendingCancelReplace = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Stopped = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Rejected = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Suspended = '9';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PendingNew = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Calculated = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Expired = 'C';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrdType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Market = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Limit = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Stop = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StopLimit = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MarketOnClose = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char WithOrWithout = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LimitOrBetter = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LimitWithOrWithout = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OnBasis = '9';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OnClose = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LimitOnClose = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Forex = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PreviouslyQuoted = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PreviouslyIndicated = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PeggedRequiresExecInstLRMPOrO = 'P';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PossDupFlag {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OriginalTransmission = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PossibleDuplicate = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Rule80A {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AgencySingleOrder = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ProgramOrderNonIndexArbForMemberFirmOrg = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ProgramOrderIndexArbForMemberFirmOrg = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IndividualInvestorSingleOrder = 'I';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ProgramOrderIndexArbForIndividualCustomer = 'J';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ProgramOrderNonIndexArbForIndividualCustomer = 'K';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ProgramOrderIndexArbForOtherMember = 'M';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ProgramOrderNonIndexArbForOtherMember = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ProgramOrderIndexArbForOtherAgency = 'U';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AllOtherOrdersAsAgentForOtherMember = 'W';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ProgramOrderNonIndexArbForOtherAgency = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Side {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Buy = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Sell = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BuyMinus = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SellPlus = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SellShort = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SellShortExempt = '6';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TimeInForce {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Day = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char GoodTillCancelGTC = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AtTheOpeningOPG = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ImmediateOrCancelOC = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FillOrKillFOK = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char GoodTillCrossingGTX = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char GoodTillDate = '6';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Urgency {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Normal = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Flash = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Background = '2';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlmntTyp {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Regular = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Cash = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NextDay = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TPlus2 = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TPlus3 = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TPlus4 = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Future = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char WhenIssued = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SellersOption = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TPlus5 = '9';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocTransType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char New = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Replace = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Cancel = '2';
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};
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|
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|
struct ONIXS_FIXENGINE_API ProcessCode {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Regular = '0';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SoftDollar = '1';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StepIn = '2';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StepOut = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SoftDollarStepIn = '4';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SoftDollarStepOut = '5';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PlanSponsor = '6';
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|
};
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|
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struct ONIXS_FIXENGINE_API AllocStatus {
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AcceptedSuccessfullyProcessed = 0;
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Rejected = 1;
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PartialAccept = 2;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReceivedReceivedNotYetProcessed = 3;
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|
};
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|
|
|
struct ONIXS_FIXENGINE_API AllocRejCode {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownAccountS = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IncorrectQuantity = 1;
|
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IncorrectAveragePrice = 2;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownExecutingBrokerMnemonic = 3;
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CommissionDifference = 4;
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownOrderID = 5;
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownListID = 6;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 7;
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|
};
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|
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|
struct ONIXS_FIXENGINE_API EmailType {
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char New = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Reply = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AdminReply = '2';
|
|
};
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|
|
|
struct ONIXS_FIXENGINE_API EncryptMethod {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoneOther = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PKCSProprietary = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DESEBCMode = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PKCSDESProprietary = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PGPDESDefunct = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PGPDESMD5SeeAppNoteOnFIXHomePage = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PEMDESMD5SeeAppNoteOnFIXHomePage = 6;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExDestination {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char None = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char POSIT = '4';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CxlRejReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TooLateToCancel = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownOrder = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrdRejReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BrokerOption = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownSymbol = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExchangeClosed = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OrderExceedsLimit = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TooLateToEnter = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOIQualifier {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AllOrNone = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AtTheClose = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InTouchWith = 'I';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Limit = 'L';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MoreBehind = 'M';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AtTheOpen = 'O';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TakingAPosition = 'P';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CurrentQuote = 'Q';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PortfolioShowN = 'S';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ThroughTheDay = 'T';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Versus = 'V';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IndicationWorkingAway = 'W';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CrossingOpportunity = 'X';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ReportToExch {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IndicatesThatPartySendingMessageWillReportTrade = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IndicatesThatPartyReceivingMessageMustReportTrade = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LocateReqd {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IndicatesTheBrokerIsNotRequiredToLocate = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IndicatesTheBrokerIsResponsibleForLocatingTheStock = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ForexReq {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DoNotExecuteForexAfterSecurityTrade = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExecuteForexAfterSecurityTrade = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API GapFillFlag {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SequenceResetIgnoreMsgSeqNum = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char GapFillMessageMsgSeqNumFieldValid = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CxlType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FullRemainingQuantity = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PartialCancelReduceQuantity = 'P';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DKReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UnknownSymbol = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char WrongSide = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char QuantityExceedsOrder = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NoMatchingOrder = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PriceExceedsLimit = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Other = 'Z';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOINaturalFlag {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NotNatural = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Natural = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MiscFeeType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RegulatoryEGSEC = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Tax = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LocalCommission = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExchangeFees = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Stamp = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Levy = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Other = '7';
|
|
};
|
|
|
|
}
|
|
}
|
|
}
|
|
}
|