Files
2024-09-23 12:00:04 -04:00

918 lines
38 KiB
C++

#pragma once
/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable OnixS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/
#include <OnixS/FIXEngine/ABI.h>
#include <OnixS/FIXEngine/Compiler.h>
#include <OnixS/FIXEngine/FIX/Tag.h>
namespace OnixS {
namespace FIX {
namespace FIX40 {
namespace Tags {
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Account = 1;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AdvId = 2;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AdvRefID = 3;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AdvSide = 4;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AdvTransType = 5;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AvgPx = 6;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BeginSeqNo = 7;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BeginString = 8;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BodyLength = 9;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CheckSum = 10;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ClOrdID = 11;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Commission = 12;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CommType = 13;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CumQty = 14;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Currency = 15;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EndSeqNo = 16;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecID = 17;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecInst = 18;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecRefID = 19;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecTransType = 20;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag HandlInst = 21;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IDSource = 22;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOIid = 23;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOIOthSvc = 24;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOIQltyInd = 25;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOIRefID = 26;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOIShares = 27;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOITransType = 28;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastCapacity = 29;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastMkt = 30;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastPx = 31;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastShares = 32;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LinesOfText = 33;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MsgSeqNum = 34;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MsgType = 35;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NewSeqNo = 36;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrderID = 37;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrderQty = 38;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrdStatus = 39;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrdType = 40;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrigClOrdID = 41;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrigTime = 42;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PossDupFlag = 43;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Price = 44;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RefSeqNum = 45;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RelatdSym = 46;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Rule80A = 47;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityID = 48;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SenderCompID = 49;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SenderSubID = 50;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SendingTime = 52;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Shares = 53;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Side = 54;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Symbol = 55;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TargetCompID = 56;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TargetSubID = 57;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Text = 58;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TimeInForce = 59;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TransactTime = 60;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Urgency = 61;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ValidUntilTime = 62;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlmntTyp = 63;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag FutSettDate = 64;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SymbolSfx = 65;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ListID = 66;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ListSeqNo = 67;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ListNoOrds = 68;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ListExecInst = 69;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocID = 70;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocTransType = 71;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RefAllocID = 72;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoOrders = 73;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AvgPrxPrecision = 74;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeDate = 75;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecBroker = 76;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OpenClose = 77;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoAllocs = 78;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocAccount = 79;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocShares = 80;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ProcessCode = 81;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoRpts = 82;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RptSeq = 83;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CxlQty = 84;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoDlvyInst = 85;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DlvyInst = 86;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocStatus = 87;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocRejCode = 88;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Signature = 89;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecureDataLen = 90;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecureData = 91;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BrokerOfCredit = 92;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SignatureLength = 93;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EmailType = 94;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RawDataLength = 95;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RawData = 96;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PossResend = 97;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncryptMethod = 98;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StopPx = 99;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExDestination = 100;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CxlRejReason = 102;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrdRejReason = 103;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOIQualifier = 104;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag WaveNo = 105;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Issuer = 106;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityDesc = 107;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag HeartBtInt = 108;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ClientID = 109;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MinQty = 110;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MaxFloor = 111;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TestReqID = 112;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ReportToExch = 113;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LocateReqd = 114;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OnBehalfOfCompID = 115;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OnBehalfOfSubID = 116;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteID = 117;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NetMoney = 118;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlCurrAmt = 119;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlCurrency = 120;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ForexReq = 121;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrigSendingTime = 122;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag GapFillFlag = 123;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoExecs = 124;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CxlType = 125;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExpireTime = 126;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DKReason = 127;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeliverToCompID = 128;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeliverToSubID = 129;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOINaturalFlag = 130;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteReqID = 131;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidPx = 132;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OfferPx = 133;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidSize = 134;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OfferSize = 135;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoMiscFees = 136;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MiscFeeAmt = 137;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MiscFeeCurr = 138;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MiscFeeType = 139;
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PrevClosePx = 140;
}
namespace Values {
struct ONIXS_FIXENGINE_API AdvSide {
static const char Buy[];
static const char Sell[];
static const char Trade[];
static const char Cross[];
};
struct ONIXS_FIXENGINE_API AdvTransType {
static const char Cancel[];
static const char New[];
static const char Replace[];
};
struct ONIXS_FIXENGINE_API CommType {
static const char per_share[];
static const char percentage[];
static const char absolute[];
};
struct ONIXS_FIXENGINE_API ExecInst {
static const char Stay_on_offerside[];
static const char Not_held[];
static const char Work[];
static const char Go_along[];
static const char Over_the_day[];
static const char Held[];
static const char Participate_don_t_initiate[];
static const char Strict_scale[];
static const char Try_to_scale[];
static const char Stay_on_bidside[];
static const char No_cross[];
static const char OK_to_cross[];
static const char Call_first[];
static const char Percent_of_volume[];
static const char Do_not_increase_DNI[];
static const char Do_not_reduce_DNR[];
static const char All_or_none_AON[];
static const char Institutions_only[];
static const char Last_peg[];
static const char Mid_price_peg[];
static const char Non_negotiable[];
static const char Opening_peg[];
static const char Market_peg[];
static const char Primary_peg[];
static const char Suspend[];
};
struct ONIXS_FIXENGINE_API ExecTransType {
static const char New[];
static const char Cancel[];
static const char Correct[];
static const char Status[];
};
struct ONIXS_FIXENGINE_API HandlInst {
static const char Automated_execution_order_private_no_Broker_intervention[];
static const char Automated_execution_order_public_Broker_intervention_OK[];
static const char Manual_order_best_execution[];
};
struct ONIXS_FIXENGINE_API IDSource {
static const char CUSIP[];
static const char SEDOL[];
static const char QUIK[];
static const char ISIN_number[];
static const char RIC_code[];
};
struct ONIXS_FIXENGINE_API IOIOthSvc {
static const char Autex[];
static const char Bridge[];
};
struct ONIXS_FIXENGINE_API IOIQltyInd {
static const char High[];
static const char Low[];
static const char Medium[];
};
struct ONIXS_FIXENGINE_API IOIShares {
static const char Large[];
static const char Medium[];
static const char Small[];
};
struct ONIXS_FIXENGINE_API IOITransType {
static const char Cancel[];
static const char New[];
static const char Replace[];
};
struct ONIXS_FIXENGINE_API LastCapacity {
static const char Agent[];
static const char Cross_as_agent[];
static const char Cross_as_principal[];
static const char Principal[];
};
struct ONIXS_FIXENGINE_API MsgType {
static const char Heartbeat[];
static const char Test_Request[];
static const char Resend_Request[];
static const char Reject[];
static const char Sequence_Reset[];
static const char Logout[];
static const char Indication_of_Interest[];
static const char Advertisement[];
static const char Execution_Report[];
static const char Order_Cancel_Reject[];
static const char Logon[];
static const char News[];
static const char Email[];
static const char Order_Single[];
static const char Order_List[];
static const char Order_Cancel_Request[];
static const char Order_Cancel_Replace_Request[];
static const char Order_Status_Request[];
static const char Allocation[];
static const char List_Cancel_Request[];
static const char List_Execute[];
static const char List_Status_Request[];
static const char List_Status[];
static const char Allocation_ACK[];
static const char Dont_Know_Trade[];
static const char Quote_Request[];
static const char Quote[];
};
struct ONIXS_FIXENGINE_API OrdStatus {
static const char New[];
static const char Partially_filled[];
static const char Filled[];
static const char Done_for_day[];
static const char Canceled[];
static const char Replaced[];
static const char Pending_Cancel_Replace[];
static const char Stopped[];
static const char Rejected[];
static const char Suspended[];
static const char Pending_New[];
static const char Calculated[];
static const char Expired[];
};
struct ONIXS_FIXENGINE_API OrdType {
static const char Market[];
static const char Limit[];
static const char Stop[];
static const char Stop_limit[];
static const char Market_on_close[];
static const char With_or_without[];
static const char Limit_or_better[];
static const char Limit_with_or_without[];
static const char On_basis[];
static const char On_close[];
static const char Limit_on_close[];
static const char Forex[];
static const char Previously_quoted[];
static const char Previously_indicated[];
static const char Pegged[];
};
struct ONIXS_FIXENGINE_API PossDupFlag {
static const char Original_transmission[];
static const char Possible_duplicate[];
};
struct ONIXS_FIXENGINE_API Rule80A {
static const char Agency_single_order[];
static const char Program_Order_non_index_arb_for_Member_firm_org[];
static const char Program_Order_index_arb_for_Member_firm_org[];
static const char Individual_Investor_single_order[];
static const char Program_Order_index_arb_for_individual_customer[];
static const char Program_Order_non_index_arb_for_individual_customer[];
static const char Program_Order_index_arb_for_other_member[];
static const char Program_Order_non_index_arb_for_other_member[];
static const char Program_Order_index_arb_for_other_agency[];
static const char All_other_orders_as_agent_for_other_member[];
static const char Program_Order_non_index_arb_for_other_agency[];
};
struct ONIXS_FIXENGINE_API Side {
static const char Buy[];
static const char Sell[];
static const char Buy_minus[];
static const char Sell_plus[];
static const char Sell_short[];
static const char Sell_short_exempt[];
};
struct ONIXS_FIXENGINE_API TimeInForce {
static const char Day[];
static const char Good_Till_Cancel[];
static const char At_the_Opening[];
static const char Immediate_or_Cancel[];
static const char Fill_or_Kill[];
static const char Good_Till_Crossing[];
static const char Good_Till_Date[];
};
struct ONIXS_FIXENGINE_API Urgency {
static const char Normal[];
static const char Flash[];
static const char Background[];
};
struct ONIXS_FIXENGINE_API SettlmntTyp {
static const char Regular[];
static const char Cash[];
static const char Next_Day[];
static const char T_plus_2[];
static const char T_plus_3[];
static const char T_plus_4[];
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';
};
struct ONIXS_FIXENGINE_API ProcessCode {
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Regular = '0';
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SoftDollar = '1';
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StepIn = '2';
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StepOut = '3';
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SoftDollarStepIn = '4';
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SoftDollarStepOut = '5';
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PlanSponsor = '6';
};
struct ONIXS_FIXENGINE_API AllocStatus {
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AcceptedSuccessfullyProcessed = 0;
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Rejected = 1;
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PartialAccept = 2;
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReceivedReceivedNotYetProcessed = 3;
};
struct ONIXS_FIXENGINE_API AllocRejCode {
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownAccountS = 0;
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IncorrectQuantity = 1;
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IncorrectAveragePrice = 2;
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownExecutingBrokerMnemonic = 3;
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CommissionDifference = 4;
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownOrderID = 5;
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownListID = 6;
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 7;
};
struct ONIXS_FIXENGINE_API EmailType {
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';
};
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';
};
}
}
}
}