1311 lines
56 KiB
C++
1311 lines
56 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 FIX41 {
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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 SendingDate = 51;
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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 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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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ResetSeqNumFlag = 141;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SenderLocationID = 142;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TargetLocationID = 143;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OnBehalfOfLocationID = 144;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeliverToLocationID = 145;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoRelatedSym = 146;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Subject = 147;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Headline = 148;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag URLLink = 149;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecType = 150;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LeavesQty = 151;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CashOrderQty = 152;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocAvgPx = 153;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocNetMoney = 154;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlCurrFxRate = 155;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlCurrFxRateCalc = 156;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NumDaysInterest = 157;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AccruedInterestRate = 158;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AccruedInterestAmt = 159;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlInstMode = 160;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocText = 161;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlInstID = 162;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlInstTransType = 163;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EmailThreadID = 164;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlInstSource = 165;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlLocation = 166;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityType = 167;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EffectiveTime = 168;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StandInstDbType = 169;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StandInstDbName = 170;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StandInstDbID = 171;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlDeliveryType = 172;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlDepositoryCode = 173;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlBrkrCode = 174;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlInstCode = 175;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecuritySettlAgentName = 176;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecuritySettlAgentCode = 177;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecuritySettlAgentAcctNum = 178;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecuritySettlAgentAcctName = 179;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecuritySettlAgentContactName = 180;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecuritySettlAgentContactPhone = 181;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CashSettlAgentName = 182;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CashSettlAgentCode = 183;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CashSettlAgentAcctNum = 184;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CashSettlAgentAcctName = 185;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CashSettlAgentContactName = 186;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CashSettlAgentContactPhone = 187;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidSpotRate = 188;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidForwardPoints = 189;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OfferSpotRate = 190;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OfferForwardPoints = 191;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrderQty2 = 192;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag FutSettDate2 = 193;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastSpotRate = 194;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastForwardPoints = 195;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocLinkID = 196;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocLinkType = 197;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecondaryOrderID = 198;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoIOIQualifiers = 199;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MaturityMonthYear = 200;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PutOrCall = 201;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StrikePrice = 202;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CoveredOrUncovered = 203;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CustomerOrFirm = 204;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MaturityDay = 205;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OptAttribute = 206;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityExchange = 207;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NotifyBrokerOfCredit = 208;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocHandlInst = 209;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MaxShow = 210;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PegDifference = 211;
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}
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namespace Values {
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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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static const char Customer_Display_Instruction[];
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static const char Netting[];
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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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static const char ISO_Currency_Code[];
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static const char ISO_Country_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[];
|
|
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[];
|
|
static const char Settlement_Instructions[];
|
|
};
|
|
|
|
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_Market[];
|
|
static const char Previously_quoted[];
|
|
static const char Previously_indicated[];
|
|
static const char Forex_Limit[];
|
|
static const char Forex_Swap[];
|
|
static const char Forex_Previously_Quoted[];
|
|
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 Short_exempt_transaction[];
|
|
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 Registered_Equity_Market_Maker_trades[];
|
|
static const char Short_exempt_transaction__refer_to_W_type[];
|
|
static const char Short_exempt_transaction__refer_to_I_type[];
|
|
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
|
|
Short_exempt_transaction_for_member_competing_market_maker_affiliated_with_the_firm_clearing_the_trade[];
|
|
static const char Program_Order_index_arb_for_other_member[];
|
|
static const char Program_Order_non_index_arb_for_other_member[];
|
|
static const char Competing_dealer_trades_O[];
|
|
static const char Principal[];
|
|
static const char Competing_dealer_trades_second[];
|
|
static const char Specialist_trades_S[];
|
|
static const char Competing_dealer_trades_T[];
|
|
static const char Program_Order_index_arb_for_other_agency[];
|
|
static const char All_other_orders_as_agent_for_other_member[];
|
|
static const char
|
|
Short_exempt_transaction_for_member_competing_market_maker_not_affiliated_with_the_firm_clearing_the_trade[];
|
|
static const char Program_Order_non_index_arb_for_other_agency[];
|
|
static const char Short_exempt_transaction_for_non_member_competing_market_maker[];
|
|
};
|
|
|
|
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[];
|
|
static const char Undisclosed[];
|
|
static const char Cross[];
|
|
};
|
|
|
|
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[];
|
|
static const char Preliminary[];
|
|
static const char Calculated[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OpenClose {
|
|
|
|
static const char Close[];
|
|
static const char Open[];
|
|
};
|
|
|
|
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 PossResend {
|
|
|
|
static const char Original_transmission[];
|
|
static const char Possible_resend[];
|
|
};
|
|
|
|
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 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[];
|
|
static const char Unknown_Order[];
|
|
static const char Duplicate_Order[];
|
|
};
|
|
|
|
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 At_the_Market[];
|
|
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[];
|
|
static const char At_the_Midpoint[];
|
|
static const char Pre_open[];
|
|
};
|
|
|
|
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 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[];
|
|
static const char Markup[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ResetSeqNumFlag {
|
|
|
|
static const char No[];
|
|
static const char Yes_reset_sequence_numbers[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecType {
|
|
|
|
static const char New[];
|
|
static const char Partial_fill[];
|
|
static const char Fill[];
|
|
static const char Done_for_day[];
|
|
static const char Cancelled[];
|
|
static const char Replace[];
|
|
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 SettlInstMode {
|
|
|
|
static const char Default[];
|
|
static const char Standing_Instructions_Provided[];
|
|
static const char Specific_Allocation_Account_Overriding[];
|
|
static const char Specific_Allocation_Account_Standing[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlInstTransType {
|
|
|
|
static const char Cancel[];
|
|
static const char New[];
|
|
static const char Replace[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlInstSource {
|
|
|
|
static const char Brokers_Instructions[];
|
|
static const char Institutions_Instructions[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlLocation {
|
|
|
|
static const char CEDEL[];
|
|
static const char Depository_Trust_Company[];
|
|
static const char Euroclear[];
|
|
static const char Federal_Book_Entry[];
|
|
static const char Local_Market_Settle_Location[];
|
|
static const char Physical[];
|
|
static const char Participant_Trust_Company[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityType {
|
|
|
|
static const char Bankers_Acceptance[];
|
|
static const char Certificate_Of_Deposit[];
|
|
static const char Collateralize_Mortgage_Obligation[];
|
|
static const char Corporate_Bond[];
|
|
static const char Commercial_Paper[];
|
|
static const char Corporate_Private_Placement[];
|
|
static const char Common_Stock[];
|
|
static const char Federal_Housing_Authority[];
|
|
static const char Federal_Home_Loan[];
|
|
static const char Federal_National_Mortgage_Association[];
|
|
static const char Foreign_Exchange_Contract[];
|
|
static const char Future[];
|
|
static const char Government_National_Mortgage_Association[];
|
|
static const char Treasuries_plus_Agency_Debenture[];
|
|
static const char Mutual_Fund[];
|
|
static const char Mortgage_Interest_Only[];
|
|
static const char Mortgage_Principle_Only[];
|
|
static const char Mortgage_Private_Placement[];
|
|
static const char Miscellaneous_Pass_Thru[];
|
|
static const char Municipal_Bond[];
|
|
static const char No_ISITC_Security_Type[];
|
|
static const char Option[];
|
|
static const char Preferred_Stock[];
|
|
static const char Repurchase_Agreement[];
|
|
static const char Reverse_Repurchase_Agreement[];
|
|
static const char Student_Loan_Marketing_Association[];
|
|
static const char Time_Deposit[];
|
|
static const char US_Treasury_Bill[];
|
|
static const char Warrant[];
|
|
static const char Cats_Tigers_and_Lions[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API StandInstDbType {
|
|
|
|
static const char Other[];
|
|
static const char DTC_SID[];
|
|
static const char Thomson_ALERT[];
|
|
static const char A_Global_Custodian[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocLinkType {
|
|
|
|
static const char F_X_Netting[];
|
|
static const char F_X_Swap[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PutOrCall {
|
|
|
|
static const char Put[];
|
|
static const char Call[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CoveredOrUncovered {
|
|
|
|
static const char Covered[];
|
|
static const char Uncovered[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CustomerOrFirm {
|
|
|
|
static const char Customer[];
|
|
static const char Firm[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OptAttribute {
|
|
|
|
static const char
|
|
single_digit_version_number_assigned_by_exchange_following_capital_adjustments[];
|
|
static const char Long[];
|
|
static const char Short[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API NotifyBrokerOfCredit {
|
|
|
|
static const char Details_should_not_be_communicated[];
|
|
static const char Details_should_be_communicated[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocHandlInst {
|
|
|
|
static const char Match[];
|
|
static const char Forward[];
|
|
static const char Forward_and_Match[];
|
|
};
|
|
}
|
|
|
|
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 NoCrossCrossIsForbidden = '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 PercentOfVolumeIndicatesThatTheSenderDoesNotWantToBeAllOfTheVolumeOnTheFloorVsASpecificPercentage = '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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CustomerDisplayInstructionRule11Ac114 = 'U';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NettingForForex = 'V';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ISOCurrencyCode = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ISOCountryCode = '7';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SettlementInstructions = 'T';
|
|
};
|
|
|
|
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 ForexMarket = '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 ForexLimit = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ForexSwap = 'G';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ForexPreviouslyQuoted = 'H';
|
|
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 ShortExemptTransactionReferToAType = 'B';
|
|
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 RegisteredEquityMarketMakerTrades = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ShortExemptTransactionReferToWType = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ShortExemptTransactionReferToIType = 'H';
|
|
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 ShortExemptTransactionForMemberCompetingMarketMakerAffiliatedWithTheFirmClearingTheTradeReferToPAndOTypes = 'L';
|
|
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 CompetingDealerTradesO = 'O';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Principal = 'P';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CompetingDealerTradesSecond = 'R';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SpecialistTrades = 'S';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CompetingDealerTradesT = 'T';
|
|
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 ShortExemptTransactionForMemberCompetingMarketMakerNotAffiliatedWithTheFirmClearingTheTradeReferToWAndTTypes = 'X';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ProgramOrderNonIndexArbForOtherAgency = 'Y';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ShortExemptTransactionForNonMemberCompetingMarketMakerReferToAAndRTypes = 'Z';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UndisclosedValidForIOIMessageOnly = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CrossOrdersWhereCounterpartyIsAnExchangeValidForAllMessagesExceptIOIs = '8';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PreliminaryWithoutMiscFeesAndNetMoney = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CalculatedIncludesMiscFeesAndNetMoney = '4';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OpenClose {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Close = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Open = 'O';
|
|
};
|
|
|
|
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 PossResend {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OriginalTransmission = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PossibleResend = 'Y';
|
|
};
|
|
|
|
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 DESECBMode = 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 PGPDESMD5SeeAppNoteOnFIXWebSite = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PEMDESMD5SeeAppNoteOnFIXWebSite = 6;
|
|
};
|
|
|
|
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;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownOrder = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DuplicateOrder = 6;
|
|
};
|
|
|
|
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 AtTheMarketPreviouslyCalledCurrentQuote = '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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AtTheMidpoint = 'Y';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PreOpen = 'Z';
|
|
};
|
|
|
|
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 {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IndicatesTheBrokerIsNotRequiredToLocate = 'N';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IndicatesTheBrokerIsResponsibleForLocatingTheStock = 'Y';
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};
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struct ONIXS_FIXENGINE_API ForexReq {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DoNotExecuteForexAfterSecurityTrade = 'N';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExecuteForexAfterSecurityTrade = 'Y';
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};
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struct ONIXS_FIXENGINE_API GapFillFlag {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SequenceResetIgnoreMsgSeqNum = 'N';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char GapFillMessageMsgSeqNumFieldValid = 'Y';
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};
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struct ONIXS_FIXENGINE_API DKReason {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UnknownSymbol = 'A';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char WrongSide = 'B';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char QuantityExceedsOrder = 'C';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NoMatchingOrder = 'D';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PriceExceedsLimit = 'E';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Other = 'Z';
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};
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struct ONIXS_FIXENGINE_API IOINaturalFlag {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NotNatural = 'N';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Natural = 'Y';
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};
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struct ONIXS_FIXENGINE_API MiscFeeType {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RegulatoryEGSEC = '1';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Tax = '2';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LocalCommission = '3';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExchangeFees = '4';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Stamp = '5';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Levy = '6';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Other = '7';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Markup = '8';
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};
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struct ONIXS_FIXENGINE_API ResetSeqNumFlag {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char No = 'N';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Yes = 'Y';
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};
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struct ONIXS_FIXENGINE_API ExecType {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char New = '0';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PartialFill = '1';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Fill = '2';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DoneForDay = '3';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Cancelled = '4';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Replace = '5';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PendingCancelReplace = '6';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Stopped = '7';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Rejected = '8';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Suspended = '9';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PendingNew = 'A';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Calculated = 'B';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Expired = 'C';
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|
};
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|
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|
struct ONIXS_FIXENGINE_API SettlInstMode {
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Default = '0';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StandingInstructionsProvided = '1';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SpecificAllocationAccountOverriding = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SpecificAllocationAccountStanding = '3';
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|
};
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|
|
|
struct ONIXS_FIXENGINE_API SettlInstTransType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Cancel = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char New = 'N';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Replace = 'R';
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|
};
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|
|
|
struct ONIXS_FIXENGINE_API SettlInstSource {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BrokersInstructions = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InstitutionsInstructions = '2';
|
|
};
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|
|
|
struct ONIXS_FIXENGINE_API SettlLocation {
|
|
static const char CEDEL[];
|
|
static const char DepositoryTrustCompany[];
|
|
static const char Euroclear[];
|
|
static const char FederalBookEntry[];
|
|
static const char LocalMarketSettleLocation[];
|
|
static const char Physical[];
|
|
static const char ParticipantTrustCompany[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityType {
|
|
static const char BankersAcceptance[];
|
|
static const char CertificateOfDeposit[];
|
|
static const char CollateralizeMortgageObligation[];
|
|
static const char CorporateBond[];
|
|
static const char CommercialPaper[];
|
|
static const char CorporatePrivatePlacement[];
|
|
static const char CommonStock[];
|
|
static const char FederalHousingAuthority[];
|
|
static const char FederalHomeLoan[];
|
|
static const char FederalNationalMortgageAssociation[];
|
|
static const char ForeignExchangeContract[];
|
|
static const char Future[];
|
|
static const char GovernmentNationalMortgageAssociation[];
|
|
static const char TreasuriesPlusAgencyDebenture[];
|
|
static const char MutualFund[];
|
|
static const char MortgageInterestOnly[];
|
|
static const char MortgagePrincipleOnly[];
|
|
static const char MortgagePrivatePlacement[];
|
|
static const char MiscellaneousPassThru[];
|
|
static const char MunicipalBond[];
|
|
static const char NoISITCSecurityType[];
|
|
static const char Option[];
|
|
static const char PreferredStock[];
|
|
static const char RepurchaseAgreement[];
|
|
static const char ReverseRepurchaseAgreement[];
|
|
static const char StudentLoanMarketingAssociation[];
|
|
static const char TimeDeposit[];
|
|
static const char USTreasuryBill[];
|
|
static const char Warrant[];
|
|
static const char CatsTigersAndLionsARealCodeUSTreasuryReceipts[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API StandInstDbType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DTCSID = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ThomsonALERT = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AGlobalCustodianStandInstDbNameMustBeProvided = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocLinkType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FXNetting = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FXSwap = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PutOrCall {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Put = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Call = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CoveredOrUncovered {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Covered = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Uncovered = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CustomerOrFirm {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Customer = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Firm = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OptAttribute {
|
|
static const char SingleDigitVersionNumberAssignedByExchangeFollowingCapitalAdjustments0Current1Prior2PriorTo1Etc[];
|
|
static const char LongAKAAmerican[];
|
|
static const char ShortAKAEuropean[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API NotifyBrokerOfCredit {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DetailsShouldNotBeCommunicated = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DetailsShouldBeCommunicated = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocHandlInst {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Match = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Forward = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ForwardAndMatch = 3;
|
|
};
|
|
|
|
}
|
|
}
|
|
}
|
|
}
|