2446 lines
107 KiB
C++
2446 lines
107 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 FIX42 {
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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 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 OrderCapacity = 47;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityID = 48;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SenderCompID = 49;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SenderSubID = 50;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SendingTime = 52;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Shares = 53;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Side = 54;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Symbol = 55;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TargetCompID = 56;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TargetSubID = 57;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Text = 58;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TimeInForce = 59;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TransactTime = 60;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Urgency = 61;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ValidUntilTime = 62;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlmntTyp = 63;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag FutSettDate = 64;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SymbolSfx = 65;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ListID = 66;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ListSeqNo = 67;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotNoOrders = 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 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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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag XmlDataLen = 212;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag XmlData = 213;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlInstRefID = 214;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoRoutingIDs = 215;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RoutingType = 216;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RoutingID = 217;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SpreadToBenchmark = 218;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Benchmark = 219;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CouponRate = 223;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ContractMultiplier = 231;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDReqID = 262;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SubscriptionRequestType = 263;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MarketDepth = 264;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDUpdateType = 265;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AggregatedBook = 266;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoMDEntryTypes = 267;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoMDEntries = 268;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryType = 269;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryPx = 270;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntrySize = 271;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryDate = 272;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryTime = 273;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TickDirection = 274;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDMkt = 275;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteCondition = 276;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeCondition = 277;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryID = 278;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDUpdateAction = 279;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryRefID = 280;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDReqRejReason = 281;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryOriginator = 282;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LocationID = 283;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeskID = 284;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeleteReason = 285;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OpenCloseSettleFlag = 286;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SellerDays = 287;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryBuyer = 288;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntrySeller = 289;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryPositionNo = 290;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag FinancialStatus = 291;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CorporateAction = 292;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DefBidSize = 293;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DefOfferSize = 294;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoQuoteEntries = 295;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoQuoteSets = 296;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteAckStatus = 297;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteCancelType = 298;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteEntryID = 299;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteRejectReason = 300;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteResponseLevel = 301;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteSetID = 302;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteRequestType = 303;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotQuoteEntries = 304;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingIDSource = 305;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingIssuer = 306;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingSecurityDesc = 307;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingSecurityExchange = 308;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingSecurityID = 309;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingSecurityType = 310;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingSymbol = 311;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingSymbolSfx = 312;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingMaturityMonthYear = 313;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingMaturityDay = 314;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingPutOrCall = 315;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingStrikePrice = 316;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingOptAttribute = 317;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingCurrency = 318;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RatioQty = 319;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityReqID = 320;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityRequestType = 321;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityResponseID = 322;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityResponseType = 323;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityStatusReqID = 324;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnsolicitedIndicator = 325;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityTradingStatus = 326;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag HaltReason = 327;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag InViewOfCommon = 328;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DueToRelated = 329;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BuyVolume = 330;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SellVolume = 331;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag HighPx = 332;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LowPx = 333;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Adjustment = 334;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradSesReqID = 335;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradingSessionID = 336;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ContraTrader = 337;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradSesMethod = 338;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradSesMode = 339;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradSesStatus = 340;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradSesStartTime = 341;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradSesOpenTime = 342;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradSesPreCloseTime = 343;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradSesCloseTime = 344;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradSesEndTime = 345;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NumberOfOrders = 346;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MessageEncoding = 347;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedIssuerLen = 348;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedIssuer = 349;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedSecurityDescLen = 350;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedSecurityDesc = 351;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedListExecInstLen = 352;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedListExecInst = 353;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedTextLen = 354;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedText = 355;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedSubjectLen = 356;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedSubject = 357;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedHeadlineLen = 358;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedHeadline = 359;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedAllocTextLen = 360;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedAllocText = 361;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedUnderlyingIssuerLen = 362;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedUnderlyingIssuer = 363;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedUnderlyingSecurityDescLen = 364;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedUnderlyingSecurityDesc = 365;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocPrice = 366;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteSetValidUntilTime = 367;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteEntryRejectReason = 368;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastMsgSeqNumProcessed = 369;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OnBehalfOfSendingTime = 370;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RefTagsID = 371;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RefMsgType = 372;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SessionRejectReason = 373;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidRequestTransType = 374;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ContraBroker = 375;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ComplianceID = 376;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SolicitedFlag = 377;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecRestatementReason = 378;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BusinessRejectRefID = 379;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BusinessRejectReason = 380;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag GrossTradeAmt = 381;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoContraBrokers = 382;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MaxMessageSize = 383;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoMsgTypes = 384;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MsgDirection = 385;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoTradingSessions = 386;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotalVolumeTraded = 387;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DiscretionInst = 388;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DiscretionOffset = 389;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidID = 390;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ClientBidID = 391;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ListName = 392;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotalNumSecurities = 393;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidType = 394;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NumTickets = 395;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SideValue1 = 396;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SideValue2 = 397;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoBidDescriptors = 398;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidDescriptorType = 399;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidDescriptor = 400;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SideValueInd = 401;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LiquidityPctLow = 402;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LiquidityPctHigh = 403;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LiquidityValue = 404;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EFPTrackingError = 405;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag FairValue = 406;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OutsideIndexPct = 407;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ValueOfFutures = 408;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LiquidityIndType = 409;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag WtAverageLiquidity = 410;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExchangeForPhysical = 411;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OutMainCntryUIndex = 412;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CrossPercent = 413;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ProgRptReqs = 414;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ProgPeriodInterval = 415;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IncTaxInd = 416;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NumBidders = 417;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeType = 418;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BasisPxType = 419;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoBidComponents = 420;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Country = 421;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotNoStrikes = 422;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PriceType = 423;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DayOrderQty = 424;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DayCumQty = 425;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DayAvgPx = 426;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag GTBookingInst = 427;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoStrikes = 428;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ListStatusType = 429;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NetGrossInd = 430;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ListOrderStatus = 431;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExpireDate = 432;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ListExecInstType = 433;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CxlRejResponseTo = 434;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingCouponRate = 435;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingContractMultiplier = 436;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ContraTradeQty = 437;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ContraTradeTime = 438;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ClearingFirm = 439;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ClearingAccount = 440;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LiquidityNumSecurities = 441;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MultiLegReportingType = 442;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StrikeTime = 443;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ListStatusText = 444;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedListStatusTextLen = 445;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedListStatusText = 446;
|
|
}
|
|
|
|
namespace Values {
|
|
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[];
|
|
static const char Fixed_Peg_to_Local_best_bid_or_offer_at_time_of_order[];
|
|
static const char Customer_Display_Instruction[];
|
|
static const char Netting[];
|
|
static const char Peg_to_VWAP[];
|
|
};
|
|
|
|
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[];
|
|
static const char ISO_Currency_Code[];
|
|
static const char ISO_Country_Code[];
|
|
static const char Exchange_Symbol[];
|
|
static const char Consolidated_Tape_Association[];
|
|
};
|
|
|
|
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 Quote_Status_Request[];
|
|
static const char Logon[];
|
|
static const char News[];
|
|
static const char Quote_Acknowledgement[];
|
|
static const char Email[];
|
|
static const char Security_Definition_Request[];
|
|
static const char Order_Single[];
|
|
static const char Security_Definition[];
|
|
static const char Order_List[];
|
|
static const char Security_Status_Request[];
|
|
static const char Security_Status[];
|
|
static const char Order_Cancel_Request[];
|
|
static const char Order_Cancel_Replace_Request[];
|
|
static const char Trading_Session_Status_Request[];
|
|
static const char Order_Status_Request[];
|
|
static const char Trading_Session_Status[];
|
|
static const char Mass_Quote[];
|
|
static const char Business_Message_Reject[];
|
|
static const char Allocation[];
|
|
static const char List_Cancel_Request[];
|
|
static const char Bid_Request[];
|
|
static const char Bid_Response[];
|
|
static const char List_Execute[];
|
|
static const char List_Strike_Price[];
|
|
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[];
|
|
static const char Market_Data_Request[];
|
|
static const char Market_Data_Snapshot_Full_Refresh[];
|
|
static const char Market_Data_Incremental_Refresh[];
|
|
static const char Market_Data_Request_Reject[];
|
|
static const char Quote_Cancel[];
|
|
};
|
|
|
|
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[];
|
|
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[];
|
|
static const char Accepted_for_bidding[];
|
|
static const char Pending_Replace[];
|
|
};
|
|
|
|
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 Funari[];
|
|
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_R[];
|
|
static const char Specialist_trades[];
|
|
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[];
|
|
static const char Cross_short[];
|
|
};
|
|
|
|
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[];
|
|
static const char Calculated_without_Preliminary[];
|
|
};
|
|
|
|
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[];
|
|
static const char Broker_Option[];
|
|
static const char Order_already_in_Pending_Cancel_or_Pending_Replace_status[];
|
|
};
|
|
|
|
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[];
|
|
static const char Duplicate_of_a_verbally_communicated_order[];
|
|
static const char Stale_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 Ready_to_trade[];
|
|
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[];
|
|
static const char Consumption_Tax[];
|
|
};
|
|
|
|
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 Canceled[];
|
|
static const char Replace[];
|
|
static const char Pending_Cancel[];
|
|
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[];
|
|
static const char Restated[];
|
|
static const char Pending_Replace[];
|
|
};
|
|
|
|
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 Wildcard_entry[];
|
|
static const char Bankers_Acceptance[];
|
|
static const char Convertible_Bond[];
|
|
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 Mortgage_IOETTE[];
|
|
static const char Mutual_Fund[];
|
|
static const char Mortgage_Interest_Only[];
|
|
static const char Mortgage_Principal_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 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[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RoutingType {
|
|
|
|
static const char Target_Firm[];
|
|
static const char Target_List[];
|
|
static const char Block_Firm[];
|
|
static const char Block_List[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Benchmark {
|
|
|
|
static const char CURVE[];
|
|
static const char i5_YR[];
|
|
static const char OLD_5[];
|
|
static const char i10_YR[];
|
|
static const char OLD_10[];
|
|
static const char i30_YR[];
|
|
static const char OLD_30[];
|
|
static const char i3_MO_LIBOR[];
|
|
static const char i6_MO_LIBOR[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SubscriptionRequestType {
|
|
|
|
static const char Snapshot[];
|
|
static const char Snapshot__plus__Updates[];
|
|
static const char Disable_previous_Snapshot__plus__Update_Request[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MarketDepth {
|
|
|
|
static const char Full_Book[];
|
|
static const char Top_of_Book[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDUpdateType {
|
|
|
|
static const char Full_Refresh[];
|
|
static const char Incremental_Refresh[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AggregatedBook {
|
|
|
|
static const char broker_option[];
|
|
static const char Multiple_entries_per_side_per_price_allowed[];
|
|
static const char one_book_entry_per_side_per_price[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDEntryType {
|
|
|
|
static const char Bid[];
|
|
static const char Offer[];
|
|
static const char Trade[];
|
|
static const char Index_Value[];
|
|
static const char Opening_Price[];
|
|
static const char Closing_Price[];
|
|
static const char Settlement_Price[];
|
|
static const char Trading_Session_High_Price[];
|
|
static const char Trading_Session_Low_Price[];
|
|
static const char Trading_Session_VWAP_Price[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TickDirection {
|
|
|
|
static const char Plus_Tick[];
|
|
static const char Zero_Plus_Tick[];
|
|
static const char Minus_Tick[];
|
|
static const char Zero_Minus_Tick[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteCondition {
|
|
|
|
static const char Open_Active[];
|
|
static const char Closed_Inactive[];
|
|
static const char Exchange_Best[];
|
|
static const char Consolidated_Best[];
|
|
static const char Locked[];
|
|
static const char Crossed[];
|
|
static const char Depth[];
|
|
static const char Fast_Trading[];
|
|
static const char Non_Firm[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeCondition {
|
|
|
|
static const char Cash[];
|
|
static const char Average_Price_Trade[];
|
|
static const char Cash_Trade[];
|
|
static const char Next_Day[];
|
|
static const char Opening_Reopening_Trade_Detail[];
|
|
static const char Intraday_Trade_Detail[];
|
|
static const char Rule_127_Trade[];
|
|
static const char Rule_155_Trade[];
|
|
static const char Sold_Last[];
|
|
static const char Next_Day_Trade[];
|
|
static const char Opened[];
|
|
static const char Seller[];
|
|
static const char Sold[];
|
|
static const char Stopped_Stock[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDUpdateAction {
|
|
|
|
static const char New[];
|
|
static const char Change[];
|
|
static const char Delete[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDReqRejReason {
|
|
|
|
static const char Unknown_symbol[];
|
|
static const char Duplicate_MDReqID[];
|
|
static const char Insufficient_Bandwidth[];
|
|
static const char Insufficient_Permissions[];
|
|
static const char Unsupported_SubscriptionRequestType[];
|
|
static const char Unsupported_MarketDepth[];
|
|
static const char Unsupported_MDUpdateType[];
|
|
static const char Unsupported_AggregatedBook[];
|
|
static const char Unsupported_MDEntryType[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DeleteReason {
|
|
|
|
static const char Cancelation_Trade_Bust[];
|
|
static const char Error[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OpenCloseSettleFlag {
|
|
|
|
static const char Daily_Open_Close_Settlement_price[];
|
|
static const char Session_Open_Close_Settlement_price[];
|
|
static const char Delivery_Settlement_price[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API FinancialStatus {
|
|
|
|
static const char Bankrupt[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CorporateAction {
|
|
|
|
static const char Ex_Dividend[];
|
|
static const char Ex_Distribution[];
|
|
static const char Ex_Rights[];
|
|
static const char New[];
|
|
static const char Ex_Interest[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteAckStatus {
|
|
|
|
static const char Accepted[];
|
|
static const char Canceled_for_Symbo[];
|
|
static const char Canceled_for_Security_Typ[];
|
|
static const char Canceled_for_Underlying[];
|
|
static const char Canceled_All[];
|
|
static const char Rejected[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteCancelType {
|
|
|
|
static const char Cancel_for_Symbo[];
|
|
static const char Cancel_for_Security_Typ[];
|
|
static const char Cancel_for_Underlying_Symbol[];
|
|
static const char Cancel_for_All_Quotes[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteRejectReason {
|
|
|
|
static const char Unknown_symbol[];
|
|
static const char Exchang[];
|
|
static const char Quote_Request_exceeds_limit[];
|
|
static const char Too_late_to_enter[];
|
|
static const char Unknown_Quote[];
|
|
static const char Duplicate_Quote[];
|
|
static const char Invalid_bid_ask_spread[];
|
|
static const char Invalid_price[];
|
|
static const char Not_authorized_to_quote_security[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteResponseLevel {
|
|
|
|
static const char No_Acknowledgement[];
|
|
static const char Acknowledge_only_negative_or_erroneous_quotes[];
|
|
static const char Acknowledge_each_quote_messages[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteRequestType {
|
|
|
|
static const char Manual[];
|
|
static const char Automatic[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityRequestType {
|
|
|
|
static const char Request_Security_identity_and_specifications[];
|
|
static const char Request_Security_identity_for_the_specifications_provided[];
|
|
static const char Request_List_Security_Types[];
|
|
static const char Request_List_Securities[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityResponseType {
|
|
|
|
static const char Accept_security_proposal_as_is[];
|
|
static const char Accept_security_proposal_with_revisions_as_indicated_in_the_message[];
|
|
static const char List_of_security_types_returned_per_request[];
|
|
static const char List_of_securities_returned_per_request[];
|
|
static const char Reject_security_proposal[];
|
|
static const char Can_not_match_selection_criteria[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API UnsolicitedIndicator {
|
|
|
|
static const char Message_is_being_sent_as_a_result_of_a_prior_request[];
|
|
static const char Message_is_being_sent_unsolicited[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityTradingStatus {
|
|
|
|
static const char Opening_Delay[];
|
|
static const char Market_On_Close_Imbalance_Sell[];
|
|
static const char (not_assigned) [];
|
|
static const char No_Market_Imbalance[];
|
|
static const char No_Market_On_Close_Imbalance[];
|
|
static const char ITS_Pre_Opening[];
|
|
static const char New_Price_Indication[];
|
|
static const char Trade_Dissemination_Time[];
|
|
static const char Ready_to_trade[];
|
|
static const char Not_Available_for_trading[];
|
|
static const char Not_Traded_on_this_Market[];
|
|
static const char Trading_Halt[];
|
|
static const char Unknown_or_Invalid[];
|
|
static const char Resume[];
|
|
static const char No_Open_No_Resume[];
|
|
static const char Price_Indication[];
|
|
static const char Trading_Range_Indication[];
|
|
static const char Market_Imbalance_Buy[];
|
|
static const char Market_Imbalance_Sell[];
|
|
static const char Market_On_Close_Imbalance_Buy[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API HaltReason {
|
|
|
|
static const char News_Dissemination[];
|
|
static const char Order_Influx[];
|
|
static const char Order_Imbalance[];
|
|
static const char Additional_Information[];
|
|
static const char News_Pending[];
|
|
static const char Equipment_Changeover[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API InViewOfCommon {
|
|
|
|
static const char Halt_was_not_related_to_a_halt_of_the_common_stock[];
|
|
static const char Halt_was_due_to_common_stock_being_halted[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DueToRelated {
|
|
|
|
static const char Halt_was_not_related_to_a_halt_of_the_related_security[];
|
|
static const char Halt_was_due_to_related_security_being_halted[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Adjustment {
|
|
|
|
static const char Cancel[];
|
|
static const char Error[];
|
|
static const char Correction[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradSesMethod {
|
|
|
|
static const char Electronic[];
|
|
static const char Open_Outcry[];
|
|
static const char Two_Party[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradSesMode {
|
|
|
|
static const char Testing[];
|
|
static const char Simulated[];
|
|
static const char Production[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradSesStatus {
|
|
|
|
static const char Halted[];
|
|
static const char Open[];
|
|
static const char Closed[];
|
|
static const char Pre_Open[];
|
|
static const char Pre_Close[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MessageEncoding {
|
|
|
|
static const char (for_using_EUC) [];
|
|
static const char (for_using_JIS) [];
|
|
static const char (for_using_SJIS) [];
|
|
static const char (for_using_Unicode) [];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteEntryRejectReason {
|
|
|
|
static const char Unknown_symbol[];
|
|
static const char Exchang[];
|
|
static const char Quote_exceeds_limit[];
|
|
static const char Too_late_to_enter[];
|
|
static const char Unknown_Quote[];
|
|
static const char Duplicate_Quote[];
|
|
static const char Invalid_bid_ask_spread[];
|
|
static const char Invalid_price[];
|
|
static const char Not_authorized_to_quote_security[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SessionRejectReason {
|
|
|
|
static const char Invalid_tag_number[];
|
|
static const char Required_tag_missing[];
|
|
static const char SendingTime_accuracy_problem[];
|
|
static const char Invalid_MsgType[];
|
|
static const char Tag_not_defined_for_this_message_type[];
|
|
static const char Undefined_Tag[];
|
|
static const char Tag_specified_without_a_value[];
|
|
static const char Value_is_incorrect[];
|
|
static const char Incorrect_data_format_for_value[];
|
|
static const char Decryption_problem[];
|
|
static const char Signature_problem[];
|
|
static const char CompID_problem[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BidRequestTransType {
|
|
|
|
static const char Cancel[];
|
|
static const char New[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SolicitedFlag {
|
|
|
|
static const char Was_not_solicited[];
|
|
static const char Was_solcitied[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecRestatementReason {
|
|
|
|
static const char GT_Corporate_action[];
|
|
static const char GT_renewal_restatement[];
|
|
static const char Verbal_change[];
|
|
static const char Repricing_of_order[];
|
|
static const char Broker_option[];
|
|
static const char Partial_decline_of_OrderQty[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BusinessRejectReason {
|
|
|
|
static const char Other[];
|
|
static const char Unkown_ID[];
|
|
static const char Unknown_Security[];
|
|
static const char Unsupported_Message_Type[];
|
|
static const char Application_not_available[];
|
|
static const char Conditionally_Required_Field_Missing[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MsgDirection {
|
|
|
|
static const char Receive[];
|
|
static const char Send[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DiscretionInst {
|
|
|
|
static const char Related_to_displayed_price[];
|
|
static const char Related_to_market_price[];
|
|
static const char Related_to_primary_price[];
|
|
static const char Related_to_local_primary_price[];
|
|
static const char Related_to_midpoint_price[];
|
|
static const char Related_to_last_trade_price[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LiquidityIndType {
|
|
|
|
static const char i5_day_moving_average[];
|
|
static const char i20_day_moving_average[];
|
|
static const char Normal_Market_Size[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExchangeForPhysical {
|
|
|
|
static const char False[];
|
|
static const char True[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ProgRptReqs {
|
|
|
|
static const char BuySide_explicitly_requests_status_using_StatusRequest[];
|
|
static const char SellSide_periodically_sends_status_using_ListStatus[];
|
|
static const char Real_time_execution_reports[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IncTaxInd {
|
|
|
|
static const char Net[];
|
|
static const char Gross[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeType {
|
|
|
|
static const char Agency[];
|
|
static const char VWAP_Guarantee[];
|
|
static const char Guaranteed_Close[];
|
|
static const char Risk_Trade[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BasisPxType {
|
|
|
|
static const char Closing_Price_at_morning_session[];
|
|
static const char Closing_Price[];
|
|
static const char Current_price[];
|
|
static const char SQ[];
|
|
static const char VWAP_through_a_day[];
|
|
static const char VWAP_through_a_morning_session[];
|
|
static const char VWAP_through_an_afternoon_session[];
|
|
static const char VWAP_through_a_day_except_YORI[];
|
|
static const char VWAP_through_a_morning_session_except_YORI[];
|
|
static const char VWAP_through_an_afternoon_session_except_YORI[];
|
|
static const char Strike[];
|
|
static const char Open[];
|
|
static const char Others[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PriceType {
|
|
|
|
static const char Percentage[];
|
|
static const char per_share[];
|
|
static const char Fixed_Amount[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API GTBookingInst {
|
|
|
|
static const char book_out_all_trades_on_day_of_execution[];
|
|
static const char accumulate_executions_until_order_is_filled_or_expires[];
|
|
static const char accumulate_until_verbally_notified_otherwise[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API NetGrossInd {
|
|
|
|
static const char Net[];
|
|
static const char Gross[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ListExecInstType {
|
|
|
|
static const char Immediate[];
|
|
static const char Wait_for_Execute_Instruction[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CxlRejResponseTo {
|
|
|
|
static const char Order_Cancel_Request[];
|
|
static const char Order_Cancel_Replace_Request[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MultiLegReportingType {
|
|
|
|
static const char Single_Security[];
|
|
static const char Individual_leg_of_a_multi_leg_security[];
|
|
static const char Multi_leg_security[];
|
|
};
|
|
}
|
|
|
|
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 FixedPegToLocalBestBidOrOfferAtTimeOfOrder = 'T';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CustomerDisplayInstructionRule11Ac114 = 'U';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NettingForForex = 'V';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PegToVWAP = 'W';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExchangeSymbol = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ConsolidatedTapeAssociationCTASymbolSIACCTSCQSLineFormat = '9';
|
|
};
|
|
|
|
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 QuoteStatusRequest = 'a';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Logon = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char QuoteAcknowledgement = 'b';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char News = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SecurityDefinitionRequest = 'c';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Email = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SecurityDefinition = 'd';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderSingle = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SecurityStatusRequest = 'e';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderList = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SecurityStatus = 'f';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderCancelRequest = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TradingSessionStatusRequest = 'g';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderCancelReplaceRequest = 'G';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TradingSessionStatus = 'h';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderStatusRequest = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MassQuote = 'i';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BusinessMessageReject = 'j';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Allocation = 'J';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BidRequest = 'k';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ListCancelRequest = 'K';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BidResponseLowercaseL = 'l';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ListExecute = 'L';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ListStrikePrice = 'm';
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MarketDataRequest = 'V';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MarketDataSnapshotFullRefresh = 'W';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MarketDataIncrementalRefresh = 'X';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MarketDataRequestReject = 'Y';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char QuoteCancel = 'Z';
|
|
};
|
|
|
|
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 PendingCancel = '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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AcceptedForBidding = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PendingReplace = 'E';
|
|
};
|
|
|
|
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 FunariLimitDayOrderWithUnexecutedPortionHandledAsMarketOnCloseEGJapan = 'I';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Pegged = '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 UndisclosedValidForIOIAndListOrderMessagesOnly = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CrossOrdersWhereCounterpartyIsAnExchangeValidForAllMessagesExceptIOIs = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CrossShort = '9';
|
|
};
|
|
|
|
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 ImmediateOrCancelIOC = '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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CalculatedWithoutPreliminarySentUnsolicitedByBrokerIncludesMiscFeesAndNetMoney = '5';
|
|
};
|
|
|
|
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;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BrokerOption = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OrderAlreadyInPendingCancelOrPendingReplaceStatus = 3;
|
|
};
|
|
|
|
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 DuplicateOrderEGDupeClOrdID = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DuplicateOfAVerballyCommunicatedOrder = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int StaleOrder = 8;
|
|
};
|
|
|
|
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 ReadyToTrade = 'R';
|
|
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 {
|
|
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 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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Markup = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ConsumptionTax = '9';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ResetSeqNumFlag {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char No = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Yes = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char New = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PartialFill = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Fill = '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 Replace = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PendingCancel = '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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RestatedExecutionRptSentUnsolicitedBySellsideWithExecRestatementReasonSet = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PendingReplace = 'E';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlInstMode {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Default = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StandingInstructionsProvided = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SpecificAllocationAccountOverriding = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SpecificAllocationAccountStanding = '3';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlInstTransType {
|
|
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 SettlInstSource {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BrokersInstructions = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InstitutionsInstructions = '2';
|
|
};
|
|
|
|
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 WildcardEntryUsedOnSecurityDefinitionRequestMessage[];
|
|
static const char BankersAcceptance[];
|
|
static const char ConvertibleBondNoteNotPartOfISITCSpec[];
|
|
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 MortgageIOETTE[];
|
|
static const char MutualFund[];
|
|
static const char MortgageInterestOnly[];
|
|
static const char MortgagePrincipalOnly[];
|
|
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 ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LongAKAAmerican = 'L';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ShortAKAEuropean = 'S';
|
|
};
|
|
|
|
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;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RoutingType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TargetFirm = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TargetList = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BlockFirm = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BlockList = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Benchmark {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CURVE = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N5YR = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OLD5 = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N10YR = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OLD10 = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N30YR = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OLD30 = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N3MOLIBOR = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N6MOLIBOR = '9';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SubscriptionRequestType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Snapshot = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SnapshotPlusUpdatesSubscribe = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DisablePreviousSnapshotPlusUpdateRequestUnsubscribe = '2';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MarketDepth {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FullBook = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TopOfBook = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDUpdateType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FullRefresh = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IncrementalRefresh = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AggregatedBook {
|
|
static const char BrokerOption[];
|
|
static const char MultipleEntriesPerSidePerPriceAllowed[];
|
|
static const char OneBookEntryPerSidePerPrice[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDEntryType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Bid = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Offer = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Trade = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IndexValue = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OpeningPrice = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ClosingPrice = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SettlementPrice = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TradingSessionHighPrice = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TradingSessionLowPrice = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TradingSessionVWAPPrice = '9';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TickDirection {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PlusTick = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ZeroPlusTick = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MinusTick = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ZeroMinusTick = '3';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteCondition {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OpenActive = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ClosedInactive = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExchangeBest = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ConsolidatedBest = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Locked = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Crossed = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Depth = 'G';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FastTrading = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NonFirm = 'I';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeCondition {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CashOnlyMarket = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AveragePriceTrade = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CashTradeSameDayClearing = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NextDayOnlyMarket = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OpeningReopeningTradeDetail = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IntradayTradeDetail = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Rule127TradeNYSE = 'G';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Rule155TradeAmex = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SoldLastLateReporting = 'I';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NextDayTradeNextDayClearing = 'J';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OpenedLateReportOfOpenedTrade = 'K';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Seller = 'L';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SoldOutOfSequence = 'M';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StoppedStockGuaranteeOfPriceButDoesNotExecuteTheOrder = 'N';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDUpdateAction {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char New = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Change = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Delete = '2';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDReqRejReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UnknownSymbol = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DuplicateMDReqID = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InsufficientBandwidth = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InsufficientPermissions = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UnsupportedSubscriptionRequestType = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UnsupportedMarketDepth = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UnsupportedMDUpdateType = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UnsupportedAggregatedBook = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UnsupportedMDEntryType = '8';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DeleteReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelationTradeBust = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Error = '1';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OpenCloseSettleFlag {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DailyOpenCloseSettlementPrice = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SessionOpenCloseSettlementPrice = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DeliverySettlementPrice = '2';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API FinancialStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Bankrupt = '1';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CorporateAction {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExDividend = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExDistribution = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExRights = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char New = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExInterest = 'E';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteAckStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Accepted = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CanceledForSymbolS = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CanceledForSecurityTypeS = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CanceledForUnderlying = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CanceledAll = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Rejected = 5;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteCancelType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CancelForSymbolS = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CancelForSecurityTypeS = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CancelForUnderlyingSymbol = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CancelForAllQuotes = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteRejectReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownSymbolSecurity = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExchangeSecurityClosed = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int QuoteRequestExceedsLimit = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TooLateToEnter = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownQuote = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DuplicateQuote = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidBidAskSpread = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidPrice = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NotAuthorizedToQuoteSecurity = 9;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteResponseLevel {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoAcknowledgementDefault = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AcknowledgeOnlyNegativeOrErroneousQuotes = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AcknowledgeEachQuoteMessages = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteRequestType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Manual = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Automatic = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityRequestType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RequestSecurityIdentityAndSpecifications = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RequestSecurityIdentityForTheSpecificationsProvidedNameOfTheSecurityIsNotSupplied = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RequestListSecurityTypes = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RequestListSecuritiesCanBeQualifiedWithSymbolSecurityTypeTradingSessionIDSecurityExchangeIsProvidedThenOnlyListSecuritiesForTheSpecificType = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityResponseType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AcceptSecurityProposalAsIs = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AcceptSecurityProposalWithRevisionsAsIndicatedInTheMessage = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ListOfSecurityTypesReturnedPerRequest = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ListOfSecuritiesReturnedPerRequest = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RejectSecurityProposal = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CanNotMatchSelectionCriteria = 6;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API UnsolicitedIndicator {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MessageIsBeingSentAsAResultOfAPriorRequest = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MessageIsBeingSentUnsolicited = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityTradingStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OpeningDelay = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TradingHalt = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Resume = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoOpenNoResume = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PriceIndication = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TradingRangeIndication = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MarketImbalanceBuy = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MarketImbalanceSell = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MarketOnCloseImbalanceBuy = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MarketOnCloseImbalanceSell = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NotAssigned = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoMarketImbalance = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoMarketOnCloseImbalance = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ITSPreOpening = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NewPriceIndication = 15;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TradeDisseminationTime = 16;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReadyToTradeStartOfSession = 17;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NotAvailableForTradingEndOfSession = 18;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NotTradedOnThisMarket = 19;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownOrInvalid = 20;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API HaltReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NewsDissemination = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderInflux = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderImbalance = 'I';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AdditionalInformation = 'M';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NewsPending = 'P';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char EquipmentChangeover = 'X';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API InViewOfCommon {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char HaltWasNotRelatedToAHaltOfTheCommonStock = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char HaltWasDueToCommonStockBeingHalted = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DueToRelated {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char HaltWasNotRelatedToAHaltOfTheRelatedSecurity = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char HaltWasDueToRelatedSecurityBeingHalted = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Adjustment {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Cancel = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Error = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Correction = 3;
|
|
};
|
|
|
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struct ONIXS_FIXENGINE_API TradSesMethod {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Electronic = 1;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OpenOutcry = 2;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TwoParty = 3;
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};
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struct ONIXS_FIXENGINE_API TradSesMode {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Testing = 1;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Simulated = 2;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Production = 3;
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};
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struct ONIXS_FIXENGINE_API TradSesStatus {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Halted = 1;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Open = 2;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Closed = 3;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PreOpen = 4;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PreClose = 5;
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};
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struct ONIXS_FIXENGINE_API MessageEncoding {
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static const char ForUsingEUC[];
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static const char ForUsingJIS[];
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static const char ForUsingSJIS[];
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static const char ForUsingUnicode[];
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};
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struct ONIXS_FIXENGINE_API QuoteEntryRejectReason {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownSymbolSecurity = 1;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExchangeSecurityClosed = 2;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int QuoteExceedsLimit = 3;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TooLateToEnter = 4;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownQuote = 5;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DuplicateQuote = 6;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidBidAskSpread = 7;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidPrice = 8;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NotAuthorizedToQuoteSecurity = 9;
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};
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struct ONIXS_FIXENGINE_API SessionRejectReason {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidTagNumber = 0;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RequiredTagMissing = 1;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TagNotDefinedForThisMessageType = 2;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UndefinedTag = 3;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TagSpecifiedWithoutAValue = 4;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ValueIsIncorrectOutOfRangeForThisTag = 5;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IncorrectDataFormatForValue = 6;
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DecryptionProblem = 7;
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SignatureProblem = 8;
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CompIDProblem = 9;
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SendingTimeAccuracyProblem = 10;
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidMsgType = 11;
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|
};
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struct ONIXS_FIXENGINE_API BidRequestTransType {
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Cancel = 'C';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char New = 'N';
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|
};
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|
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|
struct ONIXS_FIXENGINE_API SolicitedFlag {
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char WasNotSolicited = 'N';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char WasSolcitied = 'Y';
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|
};
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|
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|
struct ONIXS_FIXENGINE_API ExecRestatementReason {
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int GTCorporateAction = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int GTRenewalRestatementNoCorporateAction = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int VerbalChange = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RepricingOfOrder = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BrokerOption = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PartialDeclineOfOrderQtyEGExchangeInitiatedPartialCancel = 5;
|
|
};
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|
|
|
struct ONIXS_FIXENGINE_API BusinessRejectReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnkownID = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownSecurity = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnsupportedMessageType = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ApplicationNotAvailable = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ConditionallyRequiredFieldMissing = 5;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MsgDirection {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Receive = 'R';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Send = 'S';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DiscretionInst {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RelatedToDisplayedPrice = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RelatedToMarketPrice = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RelatedToPrimaryPrice = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RelatedToLocalPrimaryPrice = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RelatedToMidpointPrice = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RelatedToLastTradePrice = '5';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LiquidityIndType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int N5DayMovingAverage = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int N20DayMovingAverage = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NormalMarketSize = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExchangeForPhysical {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char False = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char True = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ProgRptReqs {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BuySideExplicitlyRequestsStatusUsingStatusRequestDefaultTheSellSideFirmCanHoweverSendADONEStatusListStatusResponseInAnUnsolicitedFashion = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SellSidePeriodicallySendsStatusUsingListStatusPeriodOptionallySpecifiedInProgressPeriod = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RealTimeExecutionReportsToBeDiscouraged = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IncTaxInd {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Net = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Gross = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Agency = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char VWAPGuarantee = 'G';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char GuaranteedClose = 'J';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RiskTrade = 'R';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BasisPxType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ClosingPriceAtMorningSession = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ClosingPrice = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CurrentPrice = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SQ = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char VWAPThroughADay = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char VWAPThroughAMorningSession = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char VWAPThroughAnAfternoonSession = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char VWAPThroughADayExceptYORI = '9';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char VWAPThroughAMorningSessionExceptYORI = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char VWAPThroughAnAfternoonSessionExceptYORI = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Strike = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Open = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Others = 'Z';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PriceType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Percentage = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PerShareEGCentsPerShare = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FixedAmountAbsoluteValue = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API GTBookingInst {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BookOutAllTradesOnDayOfExecution = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AccumulateExecutionsUntilOrderIsFilledOrExpires = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AccumulateUntilVerballyNotifiedOtherwise = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API NetGrossInd {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Net = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Gross = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ListExecInstType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Immediate = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char WaitForExecuteInstructionEGAListExecuteMessageOrPhoneCallBeforeProceedingWithExecutionOfTheList = '2';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CxlRejResponseTo {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderCancelRequest = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderCancelReplaceRequest = '2';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MultiLegReportingType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SingleSecurityDefaultIfNotSpecified = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IndividualLegOfAMultiLegSecurity = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MultiLegSecurity = '3';
|
|
};
|
|
|
|
}
|
|
}
|
|
}
|
|
}
|