4372 lines
205 KiB
C++
4372 lines
205 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 FIX43 {
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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 SecurityIDSource = 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 IOIQty = 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 LastQty = 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 Rule80A = 47;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityID = 48;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SenderCompID = 49;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SenderSubID = 50;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SendingTime = 52;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Quantity = 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 PositionEffect = 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 AllocQty = 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 Spread = 218;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Benchmark = 219;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BenchmarkCurveCurrency = 220;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BenchmarkCurveName = 221;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BenchmarkCurvePoint = 222;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CouponRate = 223;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CouponPaymentDate = 224;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IssueDate = 225;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RepurchaseTerm = 226;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RepurchaseRate = 227;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Factor = 228;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeOriginationDate = 229;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExDate = 230;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ContractMultiplier = 231;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoStipulations = 232;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StipulationType = 233;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StipulationValue = 234;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag YieldType = 235;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Yield = 236;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotalTakedown = 237;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Concession = 238;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RepoCollateralSecurityType = 239;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RedemptionDate = 240;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingCouponPaymentDate = 241;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingIssueDate = 242;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingRepoCollateralSecurityType = 243;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingRepurchaseTerm = 244;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingRepurchaseRate = 245;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingFactor = 246;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingRedemptionDate = 247;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegCouponPaymentDate = 248;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegIssueDate = 249;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegRepoCollateralSecurityType = 250;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegRepurchaseTerm = 251;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegRepurchaseRate = 252;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegFactor = 253;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegRedemptionDate = 254;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CreditRating = 255;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingCreditRating = 256;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegCreditRating = 257;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradedFlatSwitch = 258;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BasisFeatureDate = 259;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BasisFeaturePrice = 260;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDReqID = 262;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SubscriptionRequestType = 263;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MarketDepth = 264;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDUpdateType = 265;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AggregatedBook = 266;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoMDEntryTypes = 267;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoMDEntries = 268;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryType = 269;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryPx = 270;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntrySize = 271;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryDate = 272;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryTime = 273;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TickDirection = 274;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDMkt = 275;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteCondition = 276;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeCondition = 277;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryID = 278;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDUpdateAction = 279;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryRefID = 280;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDReqRejReason = 281;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryOriginator = 282;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LocationID = 283;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeskID = 284;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeleteReason = 285;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OpenCloseSettleFlag = 286;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SellerDays = 287;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryBuyer = 288;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntrySeller = 289;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryPositionNo = 290;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag FinancialStatus = 291;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CorporateAction = 292;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DefBidSize = 293;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DefOfferSize = 294;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoQuoteEntries = 295;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoQuoteSets = 296;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteStatus = 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 UnderlyingSecurityIDSource = 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;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PartyIDSource = 447;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PartyID = 448;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotalVolumeTradedDate = 449;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotalVolumeTradedTime = 450;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NetChgPrevDay = 451;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PartyRole = 452;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoPartyIDs = 453;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoSecurityAltID = 454;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityAltID = 455;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityAltIDSource = 456;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoUnderlyingSecurityAltID = 457;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingSecurityAltID = 458;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingSecurityAltIDSource = 459;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Product = 460;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CFICode = 461;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingProduct = 462;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingCFICode = 463;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TestMessageIndicator = 464;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuantityType = 465;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BookingRefID = 466;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IndividualAllocID = 467;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RoundingDirection = 468;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RoundingModulus = 469;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CountryOfIssue = 470;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StateOrProvinceOfIssue = 471;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LocaleOfIssue = 472;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoRegistDtls = 473;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MailingDtls = 474;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag InvestorCountryOfResidence = 475;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PaymentRef = 476;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DistribPaymentMethod = 477;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CashDistribCurr = 478;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CommCurrency = 479;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CancellationRights = 480;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MoneyLaunderingStatus = 481;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MailingInst = 482;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TransBkdTime = 483;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecPriceType = 484;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecPriceAdjustment = 485;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DateOfBirth = 486;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeReportTransType = 487;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CardHolderName = 488;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CardNumber = 489;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CardExpDate = 490;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CardIssNo = 491;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PaymentMethod = 492;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RegistAcctType = 493;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Designation = 494;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TaxAdvantageType = 495;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RegistRejReasonText = 496;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag FundRenewWaiv = 497;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CashDistribAgentName = 498;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CashDistribAgentCode = 499;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CashDistribAgentAcctNumber = 500;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CashDistribPayRef = 501;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CashDistribAgentAcctName = 502;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CardStartDate = 503;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PaymentDate = 504;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PaymentRemitterID = 505;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RegistStatus = 506;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RegistRejReasonCode = 507;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RegistRefID = 508;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RegistDetls = 509;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoDistribInsts = 510;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RegistEmail = 511;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DistribPercentage = 512;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RegistID = 513;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RegistTransType = 514;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecValuationPoint = 515;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrderPercent = 516;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OwnershipType = 517;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoContAmts = 518;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ContAmtType = 519;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ContAmtValue = 520;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ContAmtCurr = 521;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OwnerType = 522;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PartySubID = 523;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NestedPartyID = 524;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NestedPartyIDSource = 525;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecondaryClOrdID = 526;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecondaryExecID = 527;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrderCapacity = 528;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrderRestrictions = 529;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MassCancelRequestType = 530;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MassCancelResponse = 531;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MassCancelRejectReason = 532;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotalAffectedOrders = 533;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoAffectedOrders = 534;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AffectedOrderID = 535;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AffectedSecondaryOrderID = 536;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteType = 537;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NestedPartyRole = 538;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoNestedPartyIDs = 539;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotalAccruedInterestAmt = 540;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MaturityDate = 541;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingMaturityDate = 542;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag InstrRegistry = 543;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CashMargin = 544;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NestedPartySubID = 545;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Scope = 546;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDImplicitDelete = 547;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CrossID = 548;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CrossType = 549;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CrossPrioritization = 550;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrigCrossID = 551;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoSides = 552;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Username = 553;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Password = 554;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoLegs = 555;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegCurrency = 556;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotalNumSecurityTypes = 557;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoSecurityTypes = 558;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityListRequestType = 559;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityRequestResult = 560;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RoundLot = 561;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MinTradeVol = 562;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MultiLegRptTypeReq = 563;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegPositionEffect = 564;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegCoveredOrUncovered = 565;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegPrice = 566;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradSesStatusRejReason = 567;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeRequestID = 568;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeRequestType = 569;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PreviouslyReported = 570;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeReportID = 571;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeReportRefID = 572;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MatchStatus = 573;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MatchType = 574;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OddLot = 575;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoClearingInstructions = 576;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ClearingInstruction = 577;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeInputSource = 578;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeInputDevice = 579;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoDates = 580;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AccountType = 581;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CustOrderCapacity = 582;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ClOrdLinkID = 583;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MassStatusReqID = 584;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MassStatusReqType = 585;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrigOrdModTime = 586;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegSettlmntTyp = 587;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegFutSettDate = 588;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DayBookingInst = 589;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BookingUnit = 590;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PreallocMethod = 591;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingCountryOfIssue = 592;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingStateOrProvinceOfIssue = 593;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingLocaleOfIssue = 594;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingInstrRegistry = 595;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegCountryOfIssue = 596;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegStateOrProvinceOfIssue = 597;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegLocaleOfIssue = 598;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegInstrRegistry = 599;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegSymbol = 600;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegSymbolSfx = 601;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegSecurityID = 602;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegSecurityIDSource = 603;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoLegSecurityAltID = 604;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegSecurityAltID = 605;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegSecurityAltIDSource = 606;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegProduct = 607;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegCFICode = 608;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegSecurityType = 609;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegMaturityMonthYear = 610;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegMaturityDate = 611;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegStrikePrice = 612;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegOptAttribute = 613;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegContractMultiplier = 614;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegCouponRate = 615;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegSecurityExchange = 616;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegIssuer = 617;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedLegIssuerLen = 618;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedLegIssuer = 619;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegSecurityDesc = 620;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedLegSecurityDescLen = 621;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncodedLegSecurityDesc = 622;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegRatioQty = 623;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegSide = 624;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradingSessionSubID = 625;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocType = 626;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoHops = 627;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag HopCompID = 628;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag HopSendingTime = 629;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag HopRefID = 630;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MidPx = 631;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidYield = 632;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MidYield = 633;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OfferYield = 634;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ClearingFeeIndicator = 635;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag WorkingIndicator = 636;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegLastPx = 637;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PriorityIndicator = 638;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PriceImprovement = 639;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Price2 = 640;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastForwardPoints2 = 641;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidForwardPoints2 = 642;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OfferForwardPoints2 = 643;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RFQReqID = 644;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MktBidPx = 645;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MktOfferPx = 646;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MinBidSize = 647;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MinOfferSize = 648;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteStatusReqID = 649;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegalConfirm = 650;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingLastPx = 651;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingLastQty = 652;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecDefStatus = 653;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegRefID = 654;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ContraLegRefID = 655;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlCurrBidFxRate = 656;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlCurrOfferFxRate = 657;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteRequestRejectReason = 658;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SideComplianceID = 659;
|
|
}
|
|
|
|
namespace Values {
|
|
struct ONIXS_FIXENGINE_API AdvSide {
|
|
|
|
static const char Buy[];
|
|
static const char Sell[];
|
|
static const char Cross[];
|
|
static const char Trade[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AdvTransType {
|
|
|
|
static const char New[];
|
|
static const char Cancel[];
|
|
static const char Replace[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CommType {
|
|
|
|
static const char per_bond[];
|
|
static const char per_share[];
|
|
static const char percentage[];
|
|
static const char absolute[];
|
|
static const char percentage_waived_enhanced_units[];
|
|
static const char percentage_waived_cash_discount[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecInst {
|
|
|
|
static const char TryToStop[];
|
|
static const char MidPrcPeg[];
|
|
static const char MarkPeg[];
|
|
static const char CancelOnSysFail[];
|
|
static const char PrimPeg[];
|
|
static const char Suspend[];
|
|
static const char CustDispInst[];
|
|
static const char Netting[];
|
|
static const char PegVWAP[];
|
|
static const char TradeAlong[];
|
|
static const char PercVol[];
|
|
static const char StayOffer[];
|
|
static const char Work[];
|
|
static const char OverDay[];
|
|
static const char Held[];
|
|
static const char PartNotInit[];
|
|
static const char StrictScale[];
|
|
static const char TryToScale[];
|
|
static const char StayBid[];
|
|
static const char NoCross[];
|
|
static const char OpenPeg[];
|
|
static const char CallFirst[];
|
|
static const char NonNego[];
|
|
static const char DNI[];
|
|
static const char DNR[];
|
|
static const char AON[];
|
|
static const char RestateOnSysFail[];
|
|
static const char InstitOnly[];
|
|
static const char RestateOnTradingHalt[];
|
|
static const char CancelOnTradingHalt[];
|
|
static const char LastPeg[];
|
|
static const char GoAlong[];
|
|
static const char OkCross[];
|
|
static const char NotHeld[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecTransType {
|
|
|
|
static const char Cancel[];
|
|
static const char New[];
|
|
static const char Status[];
|
|
static const char Correct[];
|
|
};
|
|
|
|
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 SecurityIDSource {
|
|
|
|
static const char Sicovam[];
|
|
static const char SEDOL[];
|
|
static const char CUSIP[];
|
|
static const char QUIK[];
|
|
static const char Belgian[];
|
|
static const char Valoren[];
|
|
static const char Dutch[];
|
|
static const char Wertpapier[];
|
|
static const char Bloomberg_Symbol[];
|
|
static const char Consolidated_Tape_Association[];
|
|
static const char Exchange_Symbol[];
|
|
static const char ISO_Country_Code[];
|
|
static const char ISO_Currency_Code[];
|
|
static const char RIC_code[];
|
|
static const char ISIN_number[];
|
|
static const char Common[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOIQltyInd {
|
|
|
|
static const char Medium[];
|
|
static const char High[];
|
|
static const char Low[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOIQty {
|
|
|
|
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 Principal[];
|
|
static const char Cross_as_principal[];
|
|
static const char Agent[];
|
|
static const char Cross_as_agent[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MsgType {
|
|
|
|
static const char List_Strike_Price[];
|
|
static const char Bid_Response[];
|
|
static const char Bid_Request[];
|
|
static const char Business_Message_Reject[];
|
|
static const char Mass_Quote[];
|
|
static const char Trading_Session_Status[];
|
|
static const char Order_Mass_Cancel_Request[];
|
|
static const char Trade_Capture_Report[];
|
|
static const char Registration_Instructions[];
|
|
static const char Derivative_Security_List_Request[];
|
|
static const char Quote_Status_Report[];
|
|
static const char RFQ_Request[];
|
|
static const char Quote_Request_Reject[];
|
|
static const char Order_Mass_Status_Request[];
|
|
static const char XML_message[];
|
|
static const char Trade_Capture_Report_Request[];
|
|
static const char Trading_Session_Status_Request[];
|
|
static const char Multileg_Order_Cancel_Replace[];
|
|
static const char Derivative_Security_List[];
|
|
static const char Order_Mass_Cancel_Report[];
|
|
static const char Security_List[];
|
|
static const char Security_List_Request[];
|
|
static const char Security_Types[];
|
|
static const char Security_Type_Request[];
|
|
static const char Cross_Order_Cancel_Request[];
|
|
static const char Cross_Order_Cancel_Replace_Request[];
|
|
static const char New_Order_Cross[];
|
|
static const char New_Order_Multileg[];
|
|
static const char Order_Cancel_Reject[];
|
|
static const char Advertisement[];
|
|
static const char List_Status_Request[];
|
|
static const char Order_List[];
|
|
static const char Order_Single[];
|
|
static const char Email[];
|
|
static const char News[];
|
|
static const char Logon[];
|
|
static const char List_Status[];
|
|
static const char Security_Status[];
|
|
static const char Allocation_ACK[];
|
|
static const char Execution_Report[];
|
|
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 Order_Cancel_Replace_Request[];
|
|
static const char List_Cancel_Request[];
|
|
static const char Security_Status_Request[];
|
|
static const char Security_Definition[];
|
|
static const char Security_Definition_Request[];
|
|
static const char Mass_Quote_Acknowledgement[];
|
|
static const char Quote_Status_Request[];
|
|
static const char Quote_Cancel[];
|
|
static const char Market_Data_Request_Reject[];
|
|
static const char Order_Cancel_Request[];
|
|
static const char Allocation[];
|
|
static const char Registration_Instructions_Response[];
|
|
static const char List_Execute[];
|
|
static const char Market_Data_Incremental_Refresh[];
|
|
static const char Market_Data_Snapshot_Full_Refresh[];
|
|
static const char Market_Data_Request[];
|
|
static const char Settlement_Instructions[];
|
|
static const char Quote[];
|
|
static const char Quote_Request[];
|
|
static const char Dont_Know_Trade[];
|
|
static const char Order_Status_Request[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrdStatus {
|
|
|
|
static const char New[];
|
|
static const char Partially_filled[];
|
|
static const char Replaced[];
|
|
static const char Filled[];
|
|
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[];
|
|
static const char Done_for_day[];
|
|
static const char Canceled[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrdType {
|
|
|
|
static const char Previously_quoted[];
|
|
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 Market[];
|
|
static const char Forex_Market[];
|
|
static const char Forex_Limit[];
|
|
static const char Previously_indicated[];
|
|
static const char Forex_Swap[];
|
|
static const char Funari[];
|
|
static const char Market_If_Touched[];
|
|
static const char Market_with_Leftover_as_Limit[];
|
|
static const char Previous_Fund_Valuation_Point[];
|
|
static const char Next_Fund_Valuation_Point[];
|
|
static const char Pegged[];
|
|
static const char Limit_on_close[];
|
|
static const char Forex_Previously_Quoted[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PossDupFlag {
|
|
|
|
static const char Original_transmission[];
|
|
static const char Possible_duplicate[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Rule80A {
|
|
|
|
static const char Program_Order_non_index_arb_for_other_member[];
|
|
static const char Short_exempt_transaction[];
|
|
static const char Program_Order_index_arb_for_Member_firm_org[];
|
|
static const char Short_Exempt_Transaction_for_Principal[];
|
|
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 Program_Order_index_arb_for_other_member[];
|
|
static const char Agency_single_order[];
|
|
static const char
|
|
Proprietary_transactions_for_competing_market_maker_that_is_affiliated_with_the_clearing_member[];
|
|
static const char Principal[];
|
|
static const char Transactions_for_the_account_of_a_non_member_competing_market_maker[];
|
|
static const char Specialist_trades[];
|
|
static const char
|
|
Transactions_for_the_account_of_an_unaffiliated_members_competing_market_maker[];
|
|
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[];
|
|
static const char
|
|
Short_exempt_transaction_for_member_competing_market_maker_affiliated_with_the_firm_clearing_the_trade[];
|
|
static const char Program_Order_non_index_arb_for_Member_firm_org[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Side {
|
|
|
|
static const char Sell_short_exempt[];
|
|
static const char As_Defined[];
|
|
static const char Opposite[];
|
|
static const char Cross[];
|
|
static const char Cross_short[];
|
|
static const char Buy[];
|
|
static const char Sell[];
|
|
static const char Buy_minus[];
|
|
static const char Sell_plus[];
|
|
static const char Cross_short_exempt[];
|
|
static const char Sell_short[];
|
|
static const char Undisclosed[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TimeInForce {
|
|
|
|
static const char At_the_Close[];
|
|
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 Flash[];
|
|
static const char Background[];
|
|
static const char Normal[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlmntTyp {
|
|
|
|
static const char T_plus_4[];
|
|
static const char T_plus_1[];
|
|
static const char Future[];
|
|
static const char T_plus_2[];
|
|
static const char Next_Day[];
|
|
static const char Sellers_Option[];
|
|
static const char Cash[];
|
|
static const char When_And_If_Issued[];
|
|
static const char Regular[];
|
|
static const char T_plus__5[];
|
|
static const char T_plus_3[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocTransType {
|
|
|
|
static const char Calculated_without_Preliminary[];
|
|
static const char Calculated[];
|
|
static const char Preliminary[];
|
|
static const char Cancel[];
|
|
static const char Replace[];
|
|
static const char New[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PositionEffect {
|
|
|
|
static const char FIFO[];
|
|
static const char Rolled[];
|
|
static const char Close[];
|
|
static const char Open[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ProcessCode {
|
|
|
|
static const char plan_sponsor[];
|
|
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[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocStatus {
|
|
|
|
static const char rejected[];
|
|
static const char partial_accept[];
|
|
static const char received[];
|
|
static const char accepted[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocRejCode {
|
|
|
|
static const char unknown_accoun[];
|
|
static const char unknown_ListID[];
|
|
static const char unknown_executing_broker_mnemonic[];
|
|
static const char unknown_OrderID[];
|
|
static const char other[];
|
|
static const char commission_difference[];
|
|
static const char incorrect_quantity[];
|
|
static const char incorrect_average_price[];
|
|
};
|
|
|
|
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 DES[];
|
|
static const char PEM_DES_MD5[];
|
|
static const char PGP_DES_MD5[];
|
|
static const char PKCS_DES[];
|
|
static const char None_other[];
|
|
static const char PKCS[];
|
|
static const char PGP_DES[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CxlRejReason {
|
|
|
|
static const char Unknown_order[];
|
|
static const char Too_late_to_cancel[];
|
|
static const char Duplicate_ClOrdID_received[];
|
|
static const char OrigOrdModTime_did_not_match_last_TransactTime_of_order[];
|
|
static const char Unable_to_process_Order_Mass_Cancel_Request[];
|
|
static const char Order_already_in_Pending_Cancel_or_Pending_Replace_status[];
|
|
static const char Broker_Exchange_Option[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrdRejReason {
|
|
|
|
static const char Exchange_closed[];
|
|
static const char Unknown_symbol[];
|
|
static const char Order_exceeds_limit[];
|
|
static const char Too_late_to_enter[];
|
|
static const char Unknown_Order[];
|
|
static const char Duplicate_of_a_verbally_communicated_order[];
|
|
static const char Trade_Along_required[];
|
|
static const char Invalid_Investor_ID[];
|
|
static const char Duplicate_Order[];
|
|
static const char Unsupported_order_characteristic[];
|
|
static const char Surveillence_Option[];
|
|
static const char Broker_Exchange_option[];
|
|
static const char Stale_Order[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOIQualifier {
|
|
|
|
static const char At_the_open[];
|
|
static const char Crossing_opportunity[];
|
|
static const char Indication_Working_away[];
|
|
static const char Versus[];
|
|
static const char Through_the_day[];
|
|
static const char Portfolio_shown[];
|
|
static const char Ready_to_trade[];
|
|
static const char All_or_none[];
|
|
static const char Taking_a_position[];
|
|
static const char More_behind[];
|
|
static const char Limit[];
|
|
static const char In_touch_with[];
|
|
static const char VWAP[];
|
|
static const char At_the_close[];
|
|
static const char Market_On_Close[];
|
|
static const char At_the_Market[];
|
|
static const char At_the_Midpoint[];
|
|
static const char Pre_open[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ReportToExch {
|
|
|
|
static const char Indicates_that_party_receiving_message_must_report_trade[];
|
|
static const char Indicates_that_party_sending_message_will_report_trade[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LocateReqd {
|
|
|
|
static const char Indicates_the_broker_is_responsible_for_locating_the_stock[];
|
|
static const char Indicates_the_broker_is_not_required_to_locate[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ForexReq {
|
|
|
|
static const char Execute_Forex_after_security_trade[];
|
|
static const char Do_not_execute_Forex_after_security_trade[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API GapFillFlag {
|
|
|
|
static const char Gap_Fill_message_MsgSeqNum_field_valid[];
|
|
static const char Sequence_Reset_ignore_MsgSeqNum[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DKReason {
|
|
|
|
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[];
|
|
static const char Unknown_symbol[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOINaturalFlag {
|
|
|
|
static const char Natural[];
|
|
static const char Not_natural[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MiscFeeType {
|
|
|
|
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[];
|
|
static const char Regulatory[];
|
|
static const char Tax[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ResetSeqNumFlag {
|
|
|
|
static const char Yes_reset_sequence_numbers[];
|
|
static const char No[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecType {
|
|
|
|
static const char Pending_Cancel[];
|
|
static const char New[];
|
|
static const char Partial_fill[];
|
|
static const char Fill[];
|
|
static const char Canceled[];
|
|
static const char Replace[];
|
|
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[];
|
|
static const char Trade[];
|
|
static const char Trade_Correct[];
|
|
static const char Trade_Cancel[];
|
|
static const char Order_Status[];
|
|
static const char Done_for_day[];
|
|
static const char Stopped[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlCurrFxRateCalc {
|
|
|
|
static const char Divide[];
|
|
static const char Multiply[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlInstMode {
|
|
|
|
static const char Default[];
|
|
static const char Specific_Order_for_a_single_account[];
|
|
static const char Specific_Allocation_Account_Standing[];
|
|
static const char Standing_Instructions_Provided[];
|
|
static const char Specific_Allocation_Account_Overriding[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlInstTransType {
|
|
|
|
static const char New[];
|
|
static const char Replace[];
|
|
static const char Cancel[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlInstSource {
|
|
|
|
static const char Institutions_Instructions[];
|
|
static const char Investor[];
|
|
static const char Brokers_Instructions[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlLocation {
|
|
|
|
static const char Federal_Book_Entry[];
|
|
static const char Local_Market_Settle_Location[];
|
|
static const char Physical[];
|
|
static const char Euroclear[];
|
|
static const char Depository_Trust_Company[];
|
|
static const char CEDEL[];
|
|
static const char Participant_Trust_Company[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityType {
|
|
|
|
static const char Commercial_Paper[];
|
|
static const char Variable_Rate_Demand_Note[];
|
|
static const char Plazos_Fijos[];
|
|
static const char Promissory_Note[];
|
|
static const char Overnight[];
|
|
static const char Medium_Term_Notes[];
|
|
static const char Tax_Exempt_Commercial_Paper[];
|
|
static const char Amended_and_Restated[];
|
|
static const char Bridge_Loan[];
|
|
static const char Letter_of_Credit[];
|
|
static const char Swing_Line_Facility[];
|
|
static const char Debtor_in_Possession[];
|
|
static const char Defaulted[];
|
|
static const char Withdrawn[];
|
|
static const char Liquidity_Note[];
|
|
static const char Matured[];
|
|
static const char Deposit_Notes[];
|
|
static const char Retired[];
|
|
static const char Bankers_Acceptance[];
|
|
static const char Bank_Notes[];
|
|
static const char Bill_of_Exchanges[];
|
|
static const char Certificate_of_Deposit[];
|
|
static const char Call_Loans[];
|
|
static const char Replaced[];
|
|
static const char Mandatory_Tender[];
|
|
static const char Revolver_Term_Loan[];
|
|
static const char Mortgage_Private_Placement[];
|
|
static const char Short_Term_Loan_Note[];
|
|
static const char Miscellaneous_Pass_through[];
|
|
static const char To_be_Announced[];
|
|
static const char Other_Anticipation_Notes_BAN_GAN_etc[];
|
|
static const char Mortgage_Interest_Only[];
|
|
static const char Certificate_of_Participation[];
|
|
static const char Mortgage_backed_Securities[];
|
|
static const char Revenue_Bonds[];
|
|
static const char Special_Assessment[];
|
|
static const char Special_Obligation[];
|
|
static const char Special_Tax[];
|
|
static const char Tax_Anticipation_Note[];
|
|
static const char Tax_Allocation[];
|
|
static const char Certificate_of_Obligation[];
|
|
static const char Time_Deposit[];
|
|
static const char General_Obligation_Bonds[];
|
|
static const char Wildcard_entry[];
|
|
static const char Warrant[];
|
|
static const char Mutual_Fund[];
|
|
static const char Multi_leg_instrument[];
|
|
static const char Tax_and_Revenue_Anticipation_Note[];
|
|
static const char Mortgage_Principal_Only[];
|
|
static const char Repurchase_Agreement[];
|
|
static const char No_Security_Type[];
|
|
static const char Extended_Comm_Note[];
|
|
static const char Agency_Pools[];
|
|
static const char Asset_backed_Securities[];
|
|
static const char Corp_Mortgage_backed_Securities[];
|
|
static const char Collateralized_Mortgage_Obligation[];
|
|
static const char IOETTE_Mortgage[];
|
|
static const char Reverse_Repurchase_Agreement[];
|
|
static const char Foreign_Exchange_Contract[];
|
|
static const char Revenue_Anticipation_Note[];
|
|
static const char Revolver_Loan[];
|
|
static const char Federal_Agency_Coupon[];
|
|
static const char Federal_Agency_Discount_Note[];
|
|
static const char Private_Export_Funding[];
|
|
static const char Corporate_Bond[];
|
|
static const char Corporate_Private_Placement[];
|
|
static const char Convertible_Bond[];
|
|
static const char Dual_Currency[];
|
|
static const char Indexed_Linked[];
|
|
static const char Yankee_Corporate_Bond[];
|
|
static const char Common_Stock[];
|
|
static const char Preferred_Stock[];
|
|
static const char Brady_Bond[];
|
|
static const char US_Treasury_Bond[];
|
|
static const char Interest_strip_from_any_bond_or_note[];
|
|
static const char Treasury_Inflation_Protected_Securities[];
|
|
static const char Principal_strip_of_a_callable_bond_or_note[];
|
|
static const char Principal_strip_from_a_non_callable_bond_or_note[];
|
|
static const char US_Treasury_Note_Bond[];
|
|
static const char US_Treasury_Bill[];
|
|
static const char Term_Loan[];
|
|
static const char Structured_Notes[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API StandInstDbType {
|
|
|
|
static const char Other[];
|
|
static const char DTC_SID[];
|
|
static const char A_Global_Custodian[];
|
|
static const char Thomson_ALERT[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlDeliveryType {
|
|
|
|
static const char Free[];
|
|
static const char Versus_Payment[];
|
|
};
|
|
|
|
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 Uncovered[];
|
|
static const char Covered[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CustomerOrFirm {
|
|
|
|
static const char Customer[];
|
|
static const char Firm[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OptAttribute {
|
|
|
|
static const char Short[];
|
|
static const char OPT_to_identify_a_particular_security[];
|
|
static const char Long[];
|
|
static const char
|
|
single_digit_version_number_assigned_by_exchange_following_capital_adjustments[];
|
|
};
|
|
|
|
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 Forward_and_Match[];
|
|
static const char Forward[];
|
|
static const char 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 OLD_10[];
|
|
static const char CURVE[];
|
|
static const char i5_YR[];
|
|
static const char i10_YR[];
|
|
static const char i30_YR[];
|
|
static const char OLD_30[];
|
|
static const char i3_MO_LIBOR[];
|
|
static const char i6_MO_LIBOR[];
|
|
static const char OLD_5[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BenchmarkCurveName {
|
|
|
|
static const char SWAP[];
|
|
static const char LIBID[];
|
|
static const char OTHER[];
|
|
static const char Treasury[];
|
|
static const char Euribor[];
|
|
static const char Pfandbriefe[];
|
|
static const char FutureSWAP[];
|
|
static const char MuniAAA[];
|
|
static const char LIBOR[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API StipulationType {
|
|
|
|
static const char Absolute_Prepayment_Speed[];
|
|
static const char Weighted_Average_Loan_Age[];
|
|
static const char Weighted_Average_Maturity[];
|
|
static const char Constant_Prepayment_Rate[];
|
|
static const char final_CPR_of_Home_Equity_Prepayment_Curve[];
|
|
static const char Weighted_Average_Life[];
|
|
static const char percent_of_Manufactured_Housing_Prepayment_Curve[];
|
|
static const char Single_Monthly_Mortality[];
|
|
static const char Monthly_Prepayment_Rate[];
|
|
static const char percent_of_BMA_Prepayment_Curve[];
|
|
static const char percent_of_Prospectus_Prepayment_Curve[];
|
|
static const char Constant_Prepayment_Penalty[];
|
|
static const char Lot_Variance[];
|
|
static const char Constant_Prepayment_Yield[];
|
|
static const char Weighted_Average_Coupon[];
|
|
static const char Year_of_Issue[];
|
|
static const char Maturity_Year[];
|
|
static const char Number_of_Pieces[];
|
|
static const char Pools_Maximum[];
|
|
static const char Pools_per_Million[];
|
|
static const char Pools_per_Lot[];
|
|
static const char Pools_per_Trade[];
|
|
static const char Production_Year[];
|
|
static const char Trade_Variance[];
|
|
static const char Geographics[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API YieldType {
|
|
|
|
static const char
|
|
True_Yield_The_yield_calculated_with_coupon_dates_moved_from_a_weekend_or_holiday_to_the_next_valid_settlement_date[];
|
|
static const char
|
|
Previous_Close_Yield_The_yield_of_a_bond_based_on_the_closing_price_1_day_ago[];
|
|
static const char Yield_to_Longest_Average[];
|
|
static const char
|
|
Yield_to_Longest_Average_Life_The_yield_assuming_only_mandatory_sinks_are_taken[];
|
|
static const char Yield_to_Maturity_The_yield_of_a_bond_to_its_maturity_date[];
|
|
static const char
|
|
Mark_To_Market_Yield_An_adjustment_in_the_valuation_of_a_securities_portfolio_to_reflect_the_current_market_values_of_the_respective_securities_in_the_portfolio[];
|
|
static const char
|
|
Open_Average_Yield_The_average_yield_of_the_respective_securities_in_the_portfolio[];
|
|
static const char
|
|
Yield_to_Next_Put_The_yield_to_the_date_at_which_the_bond_holder_can_next_put_the_bond_to_the_issuer[];
|
|
static const char
|
|
Proceeds_Yield_The_CD_equivalent_yield_when_the_remaining_time_to_maturity_is_less_than_two_years[];
|
|
static const char
|
|
Semi_annual_Yield_The_yield_of_a_bond_whose_coupon_payments_are_reinvested_semi_annually[];
|
|
static const char Yield_to_Shortest_Average_Life_same_as_AVGLIFE_above[];
|
|
static const char Yield_to_Shortest_Average[];
|
|
static const char
|
|
Simple_Yield_The_yield_of_a_bond_assuming_no_reinvestment_of_coupon_payments[];
|
|
static const char
|
|
Yield_to_Tender_Date_The_yield_on_a_Municipal_bond_to_its_mandatory_tender_date[];
|
|
static const char
|
|
Yield_Value_Of_1_32_The_amount_that_the_yield_will_change_for_a_1_32nd_change_in_price[];
|
|
static const char
|
|
Yield_To_Worst_Convention_The_lowest_yield_to_all_possible_redemption_date_scenarios[];
|
|
static const char
|
|
Tax_Equivalent_Yield_The_after_tax_yield_grossed_up_by_the_maximum_federal_tax_rate_of_39_6percent[];
|
|
static const char
|
|
Annual_Yield_The_annual_interest_or_dividend_income_an_investment_earns_expressed_as_a_percentage_of_the_investments_total_value[];
|
|
static const char
|
|
Closing_Yield_Most_Recent_Year_The_yield_of_a_bond_based_on_the_closing_price_as_of_the_most_recent_years_end[];
|
|
static const char Yield_To_Next_Refund[];
|
|
static const char After_Tax_Yield[];
|
|
static const char Yield_At_Issue[];
|
|
static const char Yield_To_Average_Life_The_yield_assuming_that_all_sinks[];
|
|
static const char
|
|
Yield_To_Average_Maturity_The_yield_achieved_by_substituting_a_bond_s_average_maturity_for_the_issue_s_final_maturity_date[];
|
|
static const char
|
|
Book_Yield_The_yield_of_a_security_calculated_by_using_its_book_value_instead_of_the_current_market_price[];
|
|
static const char Yield_to_Next_Call_The_yield_of_a_bond_to_the_next_possible_call_date[];
|
|
static const char
|
|
Yield_Change_Since_Close_The_change_in_the_yield_since_the_previous_day_s_closing_yield[];
|
|
static const char Compound_Yield_The_yield_of_certain_Japanese_bonds_based_on_its_price[];
|
|
static const char Current_Yield_Annual_interest_on_a_bond_divided_by_the_market_value[];
|
|
static const char
|
|
True_Gross_Yield_Yield_calculated_using_the_price_including_accrued_interest_where_coupon_dates_are_moved_from_holidays_and_weekends_to_the_next_trading_day[];
|
|
static const char
|
|
Government_Equivalent_Yield_Ask_yield_based_on_semi_annual_coupons_compounding_in_all_periods_and_actual_actual_calendar[];
|
|
static const char
|
|
Yield_with_Inflation_Assumption_Based_on_price_the_return_an_investor_would_require_on_a_normal_bond_that_would_make_the_real_return_equal_to_that_of_the_inflation_indexed_bond_assuming_a_constant_inflation_rate[];
|
|
static const char Inverse_Floater_Bond_Yield_Inverse_floater_semi_annual_bond_equivalent_rate[];
|
|
static const char
|
|
Closing_Yield_Most_Recent_Quarter_The_yield_of_a_bond_based_on_the_closing_price_as_of_the_most_recent_quarters_end[];
|
|
static const char
|
|
Most_Recent_Closing_Yield_The_last_available_yield_stored_in_history_computed_using_price[];
|
|
static const char
|
|
Closing_Yield_Most_Recent_Month_The_yield_of_a_bond_based_on_the_closing_price_as_of_the_most_recent_month_s_end[];
|
|
static const char Closing_Yield_The_yield_of_a_bond_based_on_the_closing_price[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradedFlatSwitch {
|
|
|
|
static const char Not_Traded_Flat[];
|
|
static const char Traded_Flat[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SubscriptionRequestType {
|
|
|
|
static const char Snapshot__plus__Updates[];
|
|
static const char Disable_previous_Snapshot__plus__Update_Request[];
|
|
static const char Snapshot[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MarketDepth {
|
|
|
|
static const char Top_of_Book[];
|
|
static const char Full_Book[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDUpdateType {
|
|
|
|
static const char Full_Refresh[];
|
|
static const char Incremental_Refresh[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AggregatedBook {
|
|
|
|
static const char one_book_entry_per_side_per_price[];
|
|
static const char Multiple_entries_per_side_per_price_allowed[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDEntryType {
|
|
|
|
static const char Trading_Session_High_Price[];
|
|
static const char Offer[];
|
|
static const char Imbalance[];
|
|
static const char Trading_Session_VWAP_Price[];
|
|
static const char Trading_Session_Low_Price[];
|
|
static const char Closing_Price[];
|
|
static const char Opening_Price[];
|
|
static const char Bid[];
|
|
static const char Trade[];
|
|
static const char Index_Value[];
|
|
static const char Settlement_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 Locked[];
|
|
static const char Non_Firm[];
|
|
static const char Fast_Trading[];
|
|
static const char Crossed[];
|
|
static const char Consolidated_Best[];
|
|
static const char Exchange_Best[];
|
|
static const char Closed_Inactive[];
|
|
static const char Open_Active[];
|
|
static const char Depth[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeCondition {
|
|
|
|
static const char Next_Day_Trade[];
|
|
static const char Opened[];
|
|
static const char Seller[];
|
|
static const char Average_Price_Trade[];
|
|
static const char Sold[];
|
|
static const char Rule_155_Trade[];
|
|
static const char Stopped_Stock[];
|
|
static const char Imbalance_More_Buyers[];
|
|
static const char Imbalance_More_Sellers[];
|
|
static const char Opening_Price[];
|
|
static const char Sold_Last[];
|
|
static const char Cash[];
|
|
static const char Cash_Trade[];
|
|
static const char Opening_Reopening_Trade_Detail[];
|
|
static const char Intraday_Trade_Detail[];
|
|
static const char Rule_127_Trade[];
|
|
static const char Next_Day[];
|
|
};
|
|
|
|
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 Unsupported_AggregatedBook[];
|
|
static const char Duplicate_MDReqID[];
|
|
static const char Unsupported_MDImplicitDelete[];
|
|
static const char Unsupported_OpenCloseSettleFlag[];
|
|
static const char Unsupported_Scope[];
|
|
static const char Unsupported_TradingSessionID[];
|
|
static const char Unsupported_MDEntryType[];
|
|
static const char Unsupported_MDUpdateType[];
|
|
static const char Unsupported_MarketDepth[];
|
|
static const char Unsupported_SubscriptionRequestType[];
|
|
static const char Insufficient_Bandwidth[];
|
|
static const char Unknown_symbol[];
|
|
static const char Insufficient_Permissions[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DeleteReason {
|
|
|
|
static const char Cancelation_Trade_Bust[];
|
|
static const char Error[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OpenCloseSettleFlag {
|
|
|
|
static const char Session_Open_Close_Settlement_price[];
|
|
static const char Delivery_Settlement_price[];
|
|
static const char Expected_price[];
|
|
static const char Price_from_previous_business_day[];
|
|
static const char Daily_Open_Close_Settlement_price[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API FinancialStatus {
|
|
|
|
static const char Bankrupt[];
|
|
static const char Pending_delisting[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CorporateAction {
|
|
|
|
static const char Ex_Distribution[];
|
|
static const char Ex_Interest[];
|
|
static const char Ex_Rights[];
|
|
static const char Ex_Dividend[];
|
|
static const char New[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteStatus {
|
|
|
|
static const char Removed_from_Market[];
|
|
static const char Canceled_for_Symbo[];
|
|
static const char Pending[];
|
|
static const char Quote_Not_Found[];
|
|
static const char Query[];
|
|
static const char Expired[];
|
|
static const char Rejected[];
|
|
static const char Canceled_All[];
|
|
static const char Canceled_for_Underlying[];
|
|
static const char Canceled_for_Security_Typ[];
|
|
static const char Accepted[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteCancelType {
|
|
|
|
static const char Cancel_All_Quotes[];
|
|
static const char Cancel_for_Security_Typ[];
|
|
static const char Cancel_for_Symbo[];
|
|
static const char Cancel_for_Underlying_Symbol[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteRejectReason {
|
|
|
|
static const char Not_authorized_to_quote_security[];
|
|
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[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteResponseLevel {
|
|
|
|
static const char Acknowledge_only_negative_or_erroneous_quotes[];
|
|
static const char No_Acknowledgement[];
|
|
static const char Acknowledge_each_quote_messages[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteRequestType {
|
|
|
|
static const char Automatic[];
|
|
static const char Manual[];
|
|
};
|
|
|
|
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 Reject_security_proposal[];
|
|
static const char Accept_security_proposal_as_is[];
|
|
static const char Can_not_match_selection_criteria[];
|
|
static const char Accept_security_proposal_with_revisions_as_indicated_in_the_message[];
|
|
static const char List_of_securities_returned_per_request[];
|
|
static const char List_of_security_types_returned_per_request[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API UnsolicitedIndicator {
|
|
|
|
static const char Message_is_being_sent_unsolicited[];
|
|
static const char Message_is_being_sent_as_a_result_of_a_prior_request[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityTradingStatus {
|
|
|
|
static const char Unknown_or_Invalid[];
|
|
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_Traded_on_this_Market[];
|
|
static const char Opening_Rotation[];
|
|
static const char Pre_Open[];
|
|
static const char No_Market_Imbalance[];
|
|
static const char Not_Available_for_trading[];
|
|
static const char Market_On_Close_Imbalance_Sell[];
|
|
static const char Market_On_Close_Imbalance_Buy[];
|
|
static const char Market_Imbalance_Sell[];
|
|
static const char Market_Imbalance_Buy[];
|
|
static const char Trading_Range_Indication[];
|
|
static const char Price_Indication[];
|
|
static const char No_Open_No_Resume[];
|
|
static const char Resume[];
|
|
static const char Opening_Delay[];
|
|
static const char Trading_Halt[];
|
|
static const char (not_assigned) [];
|
|
static const char Fast_Market[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API HaltReason {
|
|
|
|
static const char Equipment_Changeover[];
|
|
static const char Additional_Information[];
|
|
static const char Order_Influx[];
|
|
static const char News_Pending[];
|
|
static const char Order_Imbalance[];
|
|
static const char News_Dissemination[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API InViewOfCommon {
|
|
|
|
static const char Halt_was_due_to_common_stock_being_halted[];
|
|
static const char Halt_was_not_related_to_a_halt_of_the_common_stock[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DueToRelated {
|
|
|
|
static const char Halt_was_due_to_related_security_being_halted[];
|
|
static const char Halt_was_not_related_to_a_halt_of_the_related_security[];
|
|
};
|
|
|
|
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 Two_Party[];
|
|
static const char Electronic[];
|
|
static const char Open_Outcry[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradSesMode {
|
|
|
|
static const char Production[];
|
|
static const char Testing[];
|
|
static const char Simulated[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradSesStatus {
|
|
|
|
static const char Pre_Close[];
|
|
static const char Request_Rejected[];
|
|
static const char Pre_Open[];
|
|
static const char Closed[];
|
|
static const char Open[];
|
|
static const char Halted[];
|
|
static const char Unknown[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MessageEncoding {
|
|
|
|
static const char (for_using_Unicode) [];
|
|
static const char (for_using_JIS) [];
|
|
static const char (for_using_EUC) [];
|
|
static const char (for_using_SJIS) [];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteEntryRejectReason {
|
|
|
|
static const char Unknown_Quote[];
|
|
static const char Not_authorized_to_quote_security[];
|
|
static const char Invalid_price[];
|
|
static const char Duplicate_Quote[];
|
|
static const char Too_late_to_enter[];
|
|
static const char Quote_exceeds_limit[];
|
|
static const char Exchang[];
|
|
static const char Unknown_symbol[];
|
|
static const char Invalid_bid_ask_spread[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SessionRejectReason {
|
|
|
|
static const char XML_Validation_error[];
|
|
static const char Non_data_value_includes_field_delimiter[];
|
|
static const char Incorrect_NumInGroup_count_for_repeating_group[];
|
|
static const char Repeating_group_fields_out_of_order[];
|
|
static const char Tag_specified_out_of_required_order[];
|
|
static const char Invalid_MsgType[];
|
|
static const char Invalid_tag_number[];
|
|
static const char CompID_problem[];
|
|
static const char Signature_problem[];
|
|
static const char Decryption_problem[];
|
|
static const char Incorrect_data_format_for_value[];
|
|
static const char Value_is_incorrect[];
|
|
static const char Tag_specified_without_a_value[];
|
|
static const char Undefined_Tag[];
|
|
static const char SendingTime_accuracy_problem[];
|
|
static const char Tag_appears_more_than_once[];
|
|
static const char Tag_not_defined_for_this_message_type[];
|
|
static const char Required_tag_missing[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BidRequestTransType {
|
|
|
|
static const char New[];
|
|
static const char Cancel[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SolicitedFlag {
|
|
|
|
static const char Was_not_solicited[];
|
|
static const char Was_solcitied[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecRestatementReason {
|
|
|
|
static const char Cancel_on_System_Failure[];
|
|
static const char GT_Corporate_action[];
|
|
static const char Market[];
|
|
static const char Cancel_on_Trading_Halt[];
|
|
static const char Partial_decline_of_OrderQty[];
|
|
static const char Broker_option[];
|
|
static const char Repricing_of_order[];
|
|
static const char GT_renewal_restatement[];
|
|
static const char Verbal_change[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BusinessRejectReason {
|
|
|
|
static const char Unsupported_Message_Type[];
|
|
static const char DeliverTo_firm_not_available_at_this_time[];
|
|
static const char Application_not_available[];
|
|
static const char Not_authorized[];
|
|
static const char Other[];
|
|
static const char Conditionally_Required_Field_Missing[];
|
|
static const char Unkown_ID[];
|
|
static const char Unknown_Security[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MsgDirection {
|
|
|
|
static const char Send[];
|
|
static const char Receive[];
|
|
};
|
|
|
|
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 BidType {
|
|
|
|
static const char Non_Disclosed_Style[];
|
|
static const char Disclosed_Style[];
|
|
static const char No_Bidding_Process[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BidDescriptorType {
|
|
|
|
static const char Index[];
|
|
static const char Country[];
|
|
static const char Sector[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SideValueInd {
|
|
|
|
static const char SideValue1[];
|
|
static const char SideValue_2[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LiquidityIndType {
|
|
|
|
static const char Normal_Market_Size[];
|
|
static const char Other[];
|
|
static const char i20_day_moving_average[];
|
|
static const char i5day_moving_average[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExchangeForPhysical {
|
|
|
|
static const char False[];
|
|
static const char True[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ProgRptReqs {
|
|
|
|
static const char Real_time_execution_reports[];
|
|
static const char SellSide_periodically_sends_status_using_ListStatus[];
|
|
static const char BuySide_explicitly_requests_status_using_StatusRequest[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IncTaxInd {
|
|
|
|
static const char Gross[];
|
|
static const char Net[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeType {
|
|
|
|
static const char VWAP_Guarantee[];
|
|
static const char Agency[];
|
|
static const char Guaranteed_Close[];
|
|
static const char Risk_Trade[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BasisPxType {
|
|
|
|
static const char VWAP_through_an_afternoon_session[];
|
|
static const char Open[];
|
|
static const char Others[];
|
|
static const char Strike[];
|
|
static const char VWAP_through_an_afternoon_session_except_YORI[];
|
|
static const char VWAP_through_a_day_except_YORI[];
|
|
static const char VWAP_through_a_morning_session[];
|
|
static const char VWAP_through_a_day[];
|
|
static const char SQ[];
|
|
static const char Current_price[];
|
|
static const char Closing_Price[];
|
|
static const char Closing_Price_at_morning_session[];
|
|
static const char VWAP_through_a_morning_session_except_YORI[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PriceType {
|
|
|
|
static const char Fixed_Amount[];
|
|
static const char Percentage[];
|
|
static const char discount_percentage_points_below_par[];
|
|
static const char basis_points_relative_to_benchmark[];
|
|
static const char TED_price[];
|
|
static const char TED_yield[];
|
|
static const char premium_percentage_points_over_par[];
|
|
static const char per_share[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API GTBookingInst {
|
|
|
|
static const char book_out_all_trades_on_day_of_execution[];
|
|
static const char accumulate_until_verbally_notified_otherwise[];
|
|
static const char accumulate_executions_until_order_is_filled_or_expires[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ListStatusType {
|
|
|
|
static const char Alert[];
|
|
static const char ExecStarted[];
|
|
static const char Timed[];
|
|
static const char Response[];
|
|
static const char Ack[];
|
|
static const char AllDone[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API NetGrossInd {
|
|
|
|
static const char Net[];
|
|
static const char Gross[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ListOrderStatus {
|
|
|
|
static const char Canceling[];
|
|
static const char Executing[];
|
|
static const char Reject[];
|
|
static const char All_Done[];
|
|
static const char Alert[];
|
|
static const char ReceivedForExecution[];
|
|
static const char InBiddingProcess[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ListExecInstType {
|
|
|
|
static const char Exchange_switch_CIV_order_Buy_driven_cash_withdraw[];
|
|
static const char Exchange_switch_CIV_order_Buy_driven_cash_top_up[];
|
|
static const char Wait_for_Execute_Instruction[];
|
|
static const char Immediate[];
|
|
static const char Exchange_switch_CIV_order_Sell_driven[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CxlRejResponseTo {
|
|
|
|
static const char Order_Cancel_Replace_Request[];
|
|
static const char Order_Cancel_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[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PartyIDSource {
|
|
|
|
static const char Chinese_B_Share[];
|
|
static const char US_Employer_Identification_Number[];
|
|
static const char Australian_Tax_File_Number[];
|
|
static const char Australian_Business_Number[];
|
|
static const char ISO_Country_Code[];
|
|
static const char BIC[];
|
|
static const char US_Social_Security_Number[];
|
|
static const char Proprietary_Custom_code[];
|
|
static const char Settlement_Entity_Location[];
|
|
static const char Korean_Investor_ID[];
|
|
static const char Taiwanese_Qualified_Foreign_Investor_ID_QFII_FID[];
|
|
static const char Taiwanese_Trading_Account[];
|
|
static const char Malaysian_Central_Depository[];
|
|
static const char UK_National_Insurance_or_Pension_Number[];
|
|
static const char Generally_accepted_market_participant_identifier[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PartyRole {
|
|
|
|
static const char Correspondant_Clearing_Firm[];
|
|
static const char Client_ID[];
|
|
static const char Underlying_Contra_Firm[];
|
|
static const char Sponsoring_Firm[];
|
|
static const char Contra_Clearing_Firm[];
|
|
static const char Contra_Firm[];
|
|
static const char Executing_System[];
|
|
static const char Entering_Firm[];
|
|
static const char Executing_Firm[];
|
|
static const char Broker_of_Credit[];
|
|
static const char Investor_ID[];
|
|
static const char Introducing_Firm[];
|
|
static const char Giveup_Clearing_Firm[];
|
|
static const char Locate_Lending_Firm[];
|
|
static const char Fund_manager_Client_ID[];
|
|
static const char Settlement_Location[];
|
|
static const char Order_Origination_Trader[];
|
|
static const char Executing_Trader[];
|
|
static const char Order_Origination_Firm[];
|
|
static const char Clearing_Firm[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Product {
|
|
|
|
static const char LOAN[];
|
|
static const char OTHER[];
|
|
static const char MUNICIPAL[];
|
|
static const char AGENCY[];
|
|
static const char CORPORATE[];
|
|
static const char CURRENCY[];
|
|
static const char COMMODITY[];
|
|
static const char GOVERNMENT[];
|
|
static const char MORTGAGE[];
|
|
static const char INDEX[];
|
|
static const char MONEYMARKET[];
|
|
static const char EQUITY[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TestMessageIndicator {
|
|
|
|
static const char True[];
|
|
static const char False[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuantityType {
|
|
|
|
static const char CONTRACTS[];
|
|
static const char OTHER[];
|
|
static const char CURRENCY[];
|
|
static const char ORIGINALFACE[];
|
|
static const char CURRENTFACE[];
|
|
static const char BONDS[];
|
|
static const char SHARES[];
|
|
static const char PAR[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RoundingDirection {
|
|
|
|
static const char Round_to_nearest[];
|
|
static const char Round_down[];
|
|
static const char Round_up[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CancellationRights {
|
|
|
|
static const char No_waiver_agreement[];
|
|
static const char No_execution_only[];
|
|
static const char Yes[];
|
|
static const char No_institutional[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MoneyLaunderingStatus {
|
|
|
|
static const char Exempt_Authorised_Credit_or_Financial_Institution[];
|
|
static const char Exempt_Client_Money_Type_Exemption[];
|
|
static const char Exempt_Below_The_Limit[];
|
|
static const char Passed[];
|
|
static const char Not_checked[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecPriceType {
|
|
|
|
static const char Single_price[];
|
|
static const char Offer_price_minus_adjustment_amount[];
|
|
static const char Offer_price_minus_adjustment_percent[];
|
|
static const char Offer_price[];
|
|
static const char Creation_price_plus_adjustment_amount[];
|
|
static const char Creation_price_plus_adjustment_percent[];
|
|
static const char Creation_price[];
|
|
static const char Bid_price[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeReportTransType {
|
|
|
|
static const char New[];
|
|
static const char Replace[];
|
|
static const char Cancel[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PaymentMethod {
|
|
|
|
static const char BPAY[];
|
|
static const char ACH_Credit[];
|
|
static const char ACH_Debit[];
|
|
static const char Credit_Card[];
|
|
static const char Direct_Credit[];
|
|
static const char Direct_Debit[];
|
|
static const char Debit_Card[];
|
|
static const char FedWire[];
|
|
static const char High_Value_Clearing_System[];
|
|
static const char Euroclear[];
|
|
static const char Telegraphic_Transfer[];
|
|
static const char Clearstream[];
|
|
static const char CREST[];
|
|
static const char NSCC[];
|
|
static const char Cheque[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TaxAdvantageType {
|
|
|
|
static const char Profit_Sharing_Plan[];
|
|
static const char Employer_prior_year[];
|
|
static const char Employer_current_year[];
|
|
static const char Non_fund_prototype_IRA[];
|
|
static const char Non_fund_qualified_plan[];
|
|
static const char Defined_contribution_plan[];
|
|
static const char Employee_current_year[];
|
|
static const char Individual_Retirement_Account_Rollover[];
|
|
static const char Mini_Insurance_ISA[];
|
|
static const char Individual_Retirement_Account[];
|
|
static const char Employee_prior_year[];
|
|
static const char Asset_transfer[];
|
|
static const char Self_Directed_IRA[];
|
|
static const char Current_year_payment[];
|
|
static const char i401K[];
|
|
static const char Mini_Stocks_and_Shares_ISA[];
|
|
static const char Mini_Cash_ISA[];
|
|
static const char TESSA[];
|
|
static const char Maxi_ISA[];
|
|
static const char None_Not_Applicable[];
|
|
static const char Prior_year_payment[];
|
|
static const char i457[];
|
|
static const char Roth_IRA__fund_prototype[];
|
|
static const char Roth_IRA__non_prototype[];
|
|
static const char Roth_Conversion_IRA__fund_prototype[];
|
|
static const char Roth_Conversion_IRA__non_prototype[];
|
|
static const char Education_IRA__fund_prototype[];
|
|
static const char Education_IRA__non_prototype[];
|
|
static const char KEOGH[];
|
|
static const char i40[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API FundRenewWaiv {
|
|
|
|
static const char No[];
|
|
static const char Yes[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RegistStatus {
|
|
|
|
static const char Accept[];
|
|
static const char Reminder[];
|
|
static const char Reject[];
|
|
static const char Held[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RegistRejReasonCode {
|
|
|
|
static const char Invalid_unacceptable_NoDistribInstns[];
|
|
static const char Invalid_unacceptable_Cash_Distrib_Agent_Code[];
|
|
static const char Invalid_unacceptable_Cash_Distrib_Agent_Acct_Name[];
|
|
static const char Invalid_unacceptable_No_Reg_Detls[];
|
|
static const char Invalid_unacceptable_Distrib_Payment_Method[];
|
|
static const char Invalid_unacceptable_Distrib_Percentage[];
|
|
static const char Invalid_unacceptable_Ownership_Type[];
|
|
static const char Invalid_unacceptable_Tax_Exempt_Type[];
|
|
static const char Invalid_unacceptable_Investor_Country_Of_Residence[];
|
|
static const char Invalid_unacceptable_Date_of_Birth[];
|
|
static const char Invalid_unacceptable_Investor_ID_Source[];
|
|
static const char Invalid_unacceptable_Investor_ID[];
|
|
static const char Invalid_unacceptable_Mailing_Inst[];
|
|
static const char Invalid_unacceptable_Mailing_Dtls[];
|
|
static const char Invalid_unacceptable_Reg_Seq_No[];
|
|
static const char Invalid_unacceptable_Account_Type[];
|
|
static const char Invalid_unacceptable_Cash_Distrib_Agent_Acct_Num[];
|
|
static const char Invalid_unacceptable_Reg_Dtls[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RegistTransType {
|
|
|
|
static const char Cancel[];
|
|
static const char New[];
|
|
static const char Replace[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ContAmtType {
|
|
|
|
static const char Net_Settlement_Amount[];
|
|
static const char Commission_Amount[];
|
|
static const char Commission_percent[];
|
|
static const char Initial_Charge_Amount[];
|
|
static const char Initial_Charge_percent[];
|
|
static const char Discount_Amount[];
|
|
static const char Discount_percent[];
|
|
static const char Dilution_Levy_Amount[];
|
|
static const char Dilution_Levy_percent[];
|
|
static const char Exit_Charge_Amount[];
|
|
static const char Exit_Charge_percent[];
|
|
static const char Fund_based_Renewal_Commission_percent[];
|
|
static const char Projected_Fund_Value[];
|
|
static const char Fund_based_Renewal_Commission_Amount_based_on_Order_value[];
|
|
static const char Fund_based_Renewal_Commission_Amount_based_on_Projected_Fund_value[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OwnerType {
|
|
|
|
static const char Company_Trustee[];
|
|
static const char Nominee[];
|
|
static const char Corporate_Body[];
|
|
static const char Non_Profit_Organization[];
|
|
static const char Networking_Sub_Account[];
|
|
static const char Fiduciaries[];
|
|
static const char Trusts[];
|
|
static const char Pension_Plan[];
|
|
static const char Individual_Trustee[];
|
|
static const char Public_Company[];
|
|
static const char Private_Company[];
|
|
static const char Individual_Investor[];
|
|
static const char Custodian_Under_Gifts_to_Minors_Act[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrderCapacity {
|
|
|
|
static const char Riskless_Principal[];
|
|
static const char Individual[];
|
|
static const char Principal[];
|
|
static const char Agent_for_Other_Member[];
|
|
static const char Agency[];
|
|
static const char Proprietary[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrderRestrictions {
|
|
|
|
static const char Foreign_Entity[];
|
|
static const char Riskless_Arbitrage[];
|
|
static const char Program_Trade[];
|
|
static const char External_Market_Participant[];
|
|
static const char
|
|
Acting_as_Market_Maker_or_Specialist_in_the_underlying_security_of_a_derivative_security[];
|
|
static const char Acting_as_Market_Maker_or_Specialist_in_the_security[];
|
|
static const char Non_Index_Arbitrage[];
|
|
static const char Index_Arbitrage[];
|
|
static const char Competing_Market_Maker[];
|
|
static const char External_Inter_connected_Market_Linkage[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MassCancelRequestType {
|
|
|
|
static const char Cancel_orders_for_a_security[];
|
|
static const char Cancel_all_orders[];
|
|
static const char Cancel_orders_for_a_trading_session[];
|
|
static const char Cancel_orders_for_a_SecurityType[];
|
|
static const char Cancel_orders_for_a_CFICode[];
|
|
static const char Cancel_orders_for_an_Underlying_security[];
|
|
static const char Cancel_orders_for_a_Product[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MassCancelResponse {
|
|
|
|
static const char Cancel_orders_for_a_trading_session[];
|
|
static const char Cancel_Request_Rejected__See_MassCancelRejectReason[];
|
|
static const char Cancel_all_orders[];
|
|
static const char Cancel_orders_for_a_Product[];
|
|
static const char Cancel_orders_for_a_SecurityType[];
|
|
static const char Cancel_orders_for_a_CFICode[];
|
|
static const char Cancel_orders_for_a_security[];
|
|
static const char Cancel_orders_for_an_Underlying_security[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MassCancelRejectReason {
|
|
|
|
static const char Invalid_or_unknown_underlying[];
|
|
static const char Invalid_or_unknown_trading_session[];
|
|
static const char Invalid_or_unknown_Security_Type[];
|
|
static const char Invalid_or_unknown_Product[];
|
|
static const char Invalid_or_unknown_Security[];
|
|
static const char Mass_Cancel_Not_Supported[];
|
|
static const char Invalid_or_unknown_CFICode[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteType {
|
|
|
|
static const char Indicative[];
|
|
static const char Tradeable[];
|
|
static const char Restricted_Tradeable[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CashMargin {
|
|
|
|
static const char Margin_Open[];
|
|
static const char Margin_Close[];
|
|
static const char Cash[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Scope {
|
|
|
|
static const char Local[];
|
|
static const char National[];
|
|
static const char Global[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDImplicitDelete {
|
|
|
|
static const char
|
|
Client_has_responsibility_for_implicitly_deleting_bids_or_offers_falling_outside_the_MarketDepth_of_the_request[];
|
|
static const char
|
|
Server_must_send_an_explicit_delete_for_bids_or_offers_falling_outside_the_requested_MarketDepth_of_the_request[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CrossType {
|
|
|
|
static const char Cross_Trade_which_is_executed_completely_or_not[];
|
|
static const char Cross_Trade_which_is_executed_partially_and_the_rest_is_cancelled[];
|
|
static const char
|
|
Cross_trade_which_is_partially_executed_with_the_unfilled_portions_remaining_active[];
|
|
static const char Cross_trade_is_executed_with_existing_orders_with_the_same_price[];
|
|
};
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|
|
|
struct ONIXS_FIXENGINE_API CrossPrioritization {
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|
|
|
static const char Sellside_prioritized[];
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|
static const char None[];
|
|
static const char Buyside_prioritized[];
|
|
};
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|
|
|
struct ONIXS_FIXENGINE_API NoSides {
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|
static const char one_side[];
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|
static const char both_sides[];
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|
};
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|
struct ONIXS_FIXENGINE_API SecurityListRequestType {
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|
|
|
static const char SecurityType_and_or_CFICode[];
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|
static const char Product[];
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|
static const char TradingSessionID[];
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|
static const char All_Securities[];
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|
static const char Symbol[];
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|
};
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|
|
|
struct ONIXS_FIXENGINE_API SecurityRequestResult {
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|
|
|
static const char Instrument_data_temporarily_unavailable[];
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|
static const char Valid_request[];
|
|
static const char Invalid_or_unsupported_request[];
|
|
static const char Request_for_instrument_data_not_supported[];
|
|
static const char Not_authorized_to_retrieve_instrument_data[];
|
|
static const char No_instruments_found_that_match_selection_criteria[];
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|
};
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|
struct ONIXS_FIXENGINE_API TradSesStatusRejReason {
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|
|
static const char Unknown_or_invalid_TradingSessionID[];
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|
};
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|
|
|
struct ONIXS_FIXENGINE_API TradeRequestType {
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|
|
|
static const char Advisories_that_match_criteria[];
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|
static const char Unreported_trades_that_match_criteria[];
|
|
static const char Unmatched_trades_that_match_criteria[];
|
|
static const char Matched_trades_matching_Criteria_provided_on_request[];
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|
static const char All_trades[];
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|
};
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|
|
|
struct ONIXS_FIXENGINE_API PreviouslyReported {
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|
|
static const char not_reported_to_counterparty[];
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|
static const char previously_reported_to_counterparty[];
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|
};
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|
|
struct ONIXS_FIXENGINE_API MatchStatus {
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|
|
static const char compared_matched_or_affirmed[];
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|
static const char uncompared_unmatched_or_unaffirmed[];
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|
static const char advisory_or_alert[];
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|
};
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|
|
struct ONIXS_FIXENGINE_API MatchType {
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|
|
static const char
|
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Summarized_Match_using_A1_to_A5_exact_match_criteria_except_quantity_is_summarized[];
|
|
static const char
|
|
ACT_M1_Match_Exact_Match_on_Trade_Date_Stock_Symbol_Quantity_Price_Trade_Type_and_Special_Trade_Indicator_minus_badges_and_times[];
|
|
static const char ACT_M6_Match[];
|
|
static const char ACT_Default_After_M2[];
|
|
static const char ACT_Accepted_Trade[];
|
|
static const char
|
|
Summarized_Match_using_A2_exact_match_criteria_except_quantity_is_summarized[];
|
|
static const char
|
|
Summarized_Match_using_A3_exact_match_criteria_except_quantity_is_summarized[];
|
|
static const char
|
|
Summarized_Match_using_A4_exact_match_criteria_except_quantity_is_summarized[];
|
|
static const char ACT_M2_Match_Summarized_Match_minus_badges_and_times[];
|
|
static const char
|
|
Exact_match_on_Trade_Date_Stock_Symbol_Quantity_Price_Trade_Type_and_Special_Trade_Indicator_plus_four_badges[];
|
|
static const char
|
|
Exact_match_on_Trade_Date_Stock_Symbol_Quantity_Price_Trade_Type_and_Special_Trade_Indicator_plus_two_badges_and_execution_time[];
|
|
static const char Exact_match_on_Trade_Date_Stock_Symbol_Quantity_Price_Trade_Type_and[];
|
|
static const char Compared_records_resulting_from_stamped_advisories_or_specialist[];
|
|
static const char Non_ACT_OCS_Locked_In[];
|
|
static const char ACT_Default_Trade[];
|
|
static const char
|
|
Exact_match_on_Trade_Date_Stock_Symbol_Quantity_Price_Trade_Type_and_Special_Trade_Indicator_plus_four_badges_and_execution_time[];
|
|
static const char
|
|
Summarized_Match_using_A1_exact_match_criteria_except_quantity_is_summarized[];
|
|
static const char
|
|
Exact_match_on_Trade_Date_Stock_Symbol_Quantity_Price_Trade_Type_and_Special_Trade_Indicator_plus_execution_time[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ClearingInstruction {
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|
|
|
static const char Manual_mode[];
|
|
static const char multilateral_netting[];
|
|
static const char Automatic_posting_mode[];
|
|
static const char bilateral_netting_only[];
|
|
static const char clear_against_central_counterparty[];
|
|
static const char Automatic_give_up_mode[];
|
|
static const char special_trade[];
|
|
static const char ex_clearing[];
|
|
static const char process_normally[];
|
|
static const char exclude_from_central_counterparty[];
|
|
static const char exclude_from_all_netting[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AccountType {
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|
|
|
static const char House_Trader[];
|
|
static const char Account_is_house_trader_and_is_cross_margined[];
|
|
static const char Account_is_carried_on_non_customer_side_of_books_and_is_cross_margined[];
|
|
static const char Floor_Trader[];
|
|
static const char Account_is_carried_on_non_Customer_Side_of_books[];
|
|
static const char Account_is_carried_on_customer_Side_of_Books[];
|
|
static const char Joint_Backoffice_Account[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MassStatusReqType {
|
|
|
|
static const char Status_for_orders_for_a_security[];
|
|
static const char Status_for_orders_for_an_Underlying_security[];
|
|
static const char Status_for_orders_for_a_Product[];
|
|
static const char Status_for_orders_for_a_CFICode[];
|
|
static const char Status_for_orders_for_a_SecurityType[];
|
|
static const char Status_for_orders_for_a_trading_session[];
|
|
static const char Status_for_orders_for_a_PartyID[];
|
|
static const char Status_for_all_orders[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DayBookingInst {
|
|
|
|
static const char Can_trigger_booking_without_reference_to_the_order_initiator[];
|
|
static const char Speak_with_order_initiator_before_booking[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BookingUnit {
|
|
|
|
static const char Aggregate_partial_executions_on_this_order_and_book_one_trade_per_order[];
|
|
static const char Aggregate_executions_for_this_symbol_side_and_settlement_date[];
|
|
static const char Each_partial_execution_is_a_bookable_unit[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PreallocMethod {
|
|
|
|
static const char Pro_rata[];
|
|
static const char Do_not_pro_rata__discuss_first[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocType {
|
|
|
|
static const char Buyside_Ready_To_Book_Combined_Set_of_Orders[];
|
|
static const char Buyside_Preliminary[];
|
|
static const char Sellside_Calculated_Using_Preliminary[];
|
|
static const char Buyside_Ready_To_Book_Single_Order[];
|
|
static const char Buyside_Calculated[];
|
|
static const char Sellside_Calculated_Without_Preliminary[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ClearingFeeIndicator {
|
|
|
|
static const char i106pointH_and_106pointJ_Firms[];
|
|
static const char i5th_year_delegate_trading_for_his_own_account[];
|
|
static const char i4th_year_delegate_trading_for_his_own_account[];
|
|
static const char i3rd_year_delegate_trading_for_his_own_account[];
|
|
static const char i2nd_year_delegate_trading_for_his_own_account[];
|
|
static const char i1st_year_delegate_trading_for_his_own_account[];
|
|
static const char All_other_ownership_types[];
|
|
static const char GIM_IDEM_and_COM_Membership_Interest_Holders[];
|
|
static const char i6th_year_and_beyond_delegate_trading_for_his_own_account[];
|
|
static const char Full_and_Associate_Member_trading_for_own_account_and_as_floor[];
|
|
static const char Equity_Member_and_Clearing_Member[];
|
|
static const char Non_member_and_Customer[];
|
|
static const char CBOE_Member[];
|
|
static const char Lessee_and_106pointF_Employees[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API WorkingIndicator {
|
|
|
|
static const char Order_has_been_accepted_but_not_yet_in_a_working_state[];
|
|
static const char Order_is_currently_being_worked[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PriorityIndicator {
|
|
|
|
static const char Priority_Unchanged[];
|
|
static const char Lost_Priority_as_result_of_order_change[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LegalConfirm {
|
|
|
|
static const char Legal_confirm[];
|
|
static const char Does_not_constitute_a_legal_confirm[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecDefStatus {
|
|
|
|
static const char Rejected[];
|
|
static const char Unauthorized_request[];
|
|
static const char Approved[];
|
|
static const char Pending_Approval[];
|
|
static const char Invalid_definition_request[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteRequestRejectReason {
|
|
|
|
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 Invalid_price[];
|
|
static const char Not_authorized_to_request_quote[];
|
|
};
|
|
}
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ForCIVBuyOrdersPercentageWaivedCashDiscount = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ForCIVBuyOrdersPercentageWaivedEnhancedUnits = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PerBond = '6';
|
|
};
|
|
|
|
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 ReinstateOnSystemFailureMutuallyExclusiveWithQ = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InstitutionsOnly = 'I';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ReinstateOnTradingHaltMutuallyExclusiveWithK = 'J';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelOnTradingHaltMutuallyExclusiveWithL = 'K';
|
|
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 CancelOnSystemFailureMutuallyExclusiveWithH = 'Q';
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TradeAlong = 'X';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TryToStop = 'Y';
|
|
};
|
|
|
|
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 SecurityIDSource {
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BloombergSymbol = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Wertpapier = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Dutch = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Valoren = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Sicovam = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Belgian = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CommonClearstreamAndEuroclear = 'G';
|
|
};
|
|
|
|
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 IOIQty {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N1000000000 = '0';
|
|
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 const char Heartbeat[];
|
|
static const char TestRequest[];
|
|
static const char ResendRequest[];
|
|
static const char Reject[];
|
|
static const char SequenceReset[];
|
|
static const char Logout[];
|
|
static const char IndicationOfInterest[];
|
|
static const char Advertisement[];
|
|
static const char ExecutionReport[];
|
|
static const char OrderCancelReject[];
|
|
static const char QuoteStatusRequest[];
|
|
static const char Logon[];
|
|
static const char DerivativeSecurityList[];
|
|
static const char NewOrderMultileg[];
|
|
static const char MultilegOrderCancelReplaceAKAMultilegOrderModificationRequest[];
|
|
static const char TradeCaptureReportRequest[];
|
|
static const char TradeCaptureReport[];
|
|
static const char OrderMassStatusRequest[];
|
|
static const char QuoteRequestReject[];
|
|
static const char RFQRequest[];
|
|
static const char QuoteStatusReport[];
|
|
static const char MassQuoteAcknowledgement[];
|
|
static const char News[];
|
|
static const char SecurityDefinitionRequest[];
|
|
static const char Email[];
|
|
static const char SecurityDefinition[];
|
|
static const char OrderSingle[];
|
|
static const char SecurityStatusRequest[];
|
|
static const char OrderList[];
|
|
static const char SecurityStatus[];
|
|
static const char OrderCancelRequest[];
|
|
static const char TradingSessionStatusRequest[];
|
|
static const char OrderCancelReplaceRequest[];
|
|
static const char TradingSessionStatus[];
|
|
static const char OrderStatusRequest[];
|
|
static const char MassQuote[];
|
|
static const char BusinessMessageReject[];
|
|
static const char Allocation[];
|
|
static const char BidRequest[];
|
|
static const char ListCancelRequest[];
|
|
static const char BidResponseLowercaseL[];
|
|
static const char ListExecute[];
|
|
static const char ListStrikePrice[];
|
|
static const char ListStatusRequest[];
|
|
static const char XMLMessageEGNonFIXMsgType[];
|
|
static const char ListStatus[];
|
|
static const char RegistrationInstructions[];
|
|
static const char RegistrationInstructionsResponse[];
|
|
static const char AllocationACK[];
|
|
static const char OrderMassCancelRequest[];
|
|
static const char DonTKnowTradeDK[];
|
|
static const char OrderMassCancelReport[];
|
|
static const char QuoteRequest[];
|
|
static const char NewOrderCross[];
|
|
static const char Quote[];
|
|
static const char CrossOrderCancelReplaceRequestAKACrossOrderModificationRequest[];
|
|
static const char SettlementInstructions[];
|
|
static const char CrossOrderCancelRequest[];
|
|
static const char SecurityTypeRequest[];
|
|
static const char MarketDataRequest[];
|
|
static const char SecurityTypes[];
|
|
static const char MarketDataSnapshotFullRefresh[];
|
|
static const char SecurityListRequest[];
|
|
static const char MarketDataIncrementalRefresh[];
|
|
static const char SecurityList[];
|
|
static const char MarketDataRequestReject[];
|
|
static const char DerivativeSecurityListRequest[];
|
|
static const char QuoteCancel[];
|
|
};
|
|
|
|
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 ReplacedRemovedReplaced = '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 MarketOnCloseDeprecated = '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 OnCloseDeprecated = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LimitOnCloseDeprecated = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ForexMarketDeprecated = '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 ForexLimitDeprecated = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ForexSwap = 'G';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ForexPreviouslyQuotedDeprecated = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FunariLimitDayOrderWithUnexecutedPortionHandledAsMarketOnCloseEGJapan = 'I';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MarketIfTouchedMIT = 'J';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MarketWithLeftoverAsLimitMarketOrderThenUnexecutedQuantityBecomesLimitOrderAtLastPrice = 'K';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PreviousFundValuationPointHistoricPricingForCIV = 'L';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NextFundValuationPointForwardPricingForCIV = 'M';
|
|
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 ShortExemptTransactionForPrincipalWasIncorrectlyIdentifiedInTheFIXSpecAsRegisteredEquityMarketMakerTrades = '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 ProprietaryTransactionsForCompetingMarketMakerThatIsAffiliatedWithTheClearingMemberWasIncorrectlyIdentifiedInTheFIXSpecAsCompetingDealerTrades = 'O';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Principal = 'P';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TransactionsForTheAccountOfANonMemberCompetingMarketMakerWasIncorrectlyIdentifiedInTheFIXSpecAsCompetingDealerTrades = 'R';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SpecialistTrades = 'S';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TransactionsForTheAccountOfAnUnaffiliatedMembersCompetingMarketMakerWasIncorrectlyIdentifiedInTheFIXSpecAsCompetingDealerTrades = '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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CrossShortExempt = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AsDefinedForUseWithMultilegInstruments = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OppositeForUseWithMultilegInstruments = 'C';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AtTheClose = '7';
|
|
};
|
|
|
|
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 WhenAndIfIssued = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SellersOption = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TPlus5 = '9';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TPlus1 = 'A';
|
|
};
|
|
|
|
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 PreliminaryWithoutMiscFeesAndNetMoneyRemovedReplaced = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CalculatedIncludesMiscFeesAndNetMoneyRemovedReplaced = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CalculatedWithoutPreliminarySentUnsolicitedByBrokerIncludesMiscFeesAndNetMoneyRemovedReplaced = '5';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PositionEffect {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Close = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FIFO = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Open = 'O';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Rolled = 'R';
|
|
};
|
|
|
|
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 BrokerExchangeOption = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OrderAlreadyInPendingCancelOrPendingReplaceStatus = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnableToProcessOrderMassCancelRequest = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OrigOrdModTimeDidNotMatchLastTransactTimeOfOrder = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DuplicateClOrdIDReceived = 6;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrdRejReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BrokerExchangeOption = 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;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TradeAlongRequired = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidInvestorID = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnsupportedOrderCharacteristic = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SurveillenceOption = 12;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOIQualifier {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AllOrNone = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MarketOnCloseMOCHeldToClose = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AtTheCloseAroundNotHeldToClose = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char VWAPVolumeWeightedAvgPrice = 'D';
|
|
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 PartialFillReplaced = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FillReplaced = '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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TradePartialFillOrFill = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TradeCorrectFormerlyAnExecTransType = 'G';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TradeCancelFormerlyAnExecTransType = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderStatusFormerlyAnExecTransType = 'I';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlCurrFxRateCalc {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Divide = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Multiply = 'M';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SpecificOrderForASingleAccountForCIV = '4';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InvestorEGCIVUse = '3';
|
|
};
|
|
|
|
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 AssetBackedSecurities[];
|
|
static const char AmendedAndRestated[];
|
|
static const char OtherAnticipationNotesBANGANEtc[];
|
|
static const char BankersAcceptance[];
|
|
static const char BankNotes[];
|
|
static const char BillOfExchanges[];
|
|
static const char BradyBond[];
|
|
static const char BridgeLoan[];
|
|
static const char ConvertibleBond[];
|
|
static const char CertificateOfDeposit[];
|
|
static const char CallLoans[];
|
|
static const char CorpMortgageBackedSecurities[];
|
|
static const char CollateralizedMortgageObligation[];
|
|
static const char CertificateOfObligation[];
|
|
static const char CertificateOfParticipation[];
|
|
static const char CorporateBond[];
|
|
static const char CommercialPaper[];
|
|
static const char CorporatePrivatePlacement[];
|
|
static const char CommonStock[];
|
|
static const char Defaulted[];
|
|
static const char DebtorInPossession[];
|
|
static const char DepositNotes[];
|
|
static const char DualCurrency[];
|
|
static const char FederalAgencyCoupon[];
|
|
static const char FederalAgencyDiscountNote[];
|
|
static const char ForeignExchangeContract[];
|
|
static const char GeneralObligationBonds[];
|
|
static const char IOETTEMortgage[];
|
|
static const char LetterOfCredit[];
|
|
static const char LiquidityNote[];
|
|
static const char Matured[];
|
|
static const char MortgageBackedSecurities[];
|
|
static const char MutualFundIEAnyKindOfOpenEndedCollectiveInvestmentVehicle[];
|
|
static const char MortgageInterestOnly[];
|
|
static const char MultiLegInstrumentEGOptionsStrategyOrFuturesSpreadCFICodeCanBeUsedToIdentifyIfOptionsBasedFuturesBasedEtc[];
|
|
static const char MortgagePrincipalOnly[];
|
|
static const char MortgagePrivatePlacement[];
|
|
static const char MiscellaneousPassThrough[];
|
|
static const char MandatoryTender[];
|
|
static const char MediumTermNotes[];
|
|
static const char NoSecurityType[];
|
|
static const char Overnight[];
|
|
static const char PrivateExportFunding[];
|
|
static const char PromissoryNote[];
|
|
static const char AgencyPools[];
|
|
static const char PreferredStock[];
|
|
static const char PlazosFijos[];
|
|
static const char RevenueAnticipationNote[];
|
|
static const char Replaced[];
|
|
static const char Retired[];
|
|
static const char RevenueBonds[];
|
|
static const char RepurchaseAgreement[];
|
|
static const char RevolverLoan[];
|
|
static const char RevolverTermLoan[];
|
|
static const char ReverseRepurchaseAgreement[];
|
|
static const char SpecialAssessment[];
|
|
static const char SpecialObligation[];
|
|
static const char SpecialTax[];
|
|
static const char ShortTermLoanNote[];
|
|
static const char StructuredNotes[];
|
|
static const char SwingLineFacility[];
|
|
static const char TaxAnticipationNote[];
|
|
static const char TaxAllocation[];
|
|
static const char ToBeAnnounced[];
|
|
static const char USTreasuryBond[];
|
|
static const char PrincipalStripOfACallableBondOrNote[];
|
|
static const char TimeDeposit[];
|
|
static const char TaxExemptCommercialPaper[];
|
|
static const char TermLoan[];
|
|
static const char InterestStripFromAnyBondOrNote[];
|
|
static const char TreasuryInflationProtectedSecurities[];
|
|
static const char PrincipalStripFromANonCallableBondOrNote[];
|
|
static const char TaxAndRevenueAnticipationNote[];
|
|
static const char USTreasuryNoteBond[];
|
|
static const char USTreasuryBill[];
|
|
static const char VariableRateDemandNote[];
|
|
static const char Warrant[];
|
|
static const char Withdrawn[];
|
|
static const char ExtendedCommNote[];
|
|
static const char IndexedLinked[];
|
|
static const char YankeeCorporateBond[];
|
|
};
|
|
|
|
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 SettlDeliveryType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int VersusPayment = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Free = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocLinkType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FXNetting = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FXSwap = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PutOrCall {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Put = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Call = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CoveredOrUncovered {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Covered = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Uncovered = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CustomerOrFirm {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Customer = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Firm = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OptAttribute {
|
|
static const char SingleDigitVersionNumberAssignedByExchangeFollowingCapitalAdjustments0Current1Prior2PriorTo1Etc[];
|
|
static const char OPTToIdentifyAParticularSecurity[];
|
|
static const char LongAKAAmerican[];
|
|
static const char ShortAKAEuropean[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API NotifyBrokerOfCredit {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DetailsShouldNotBeCommunicated = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DetailsShouldBeCommunicated = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocHandlInst {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Match = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Forward = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ForwardAndMatch = 3;
|
|
};
|
|
|
|
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 BenchmarkCurveName {
|
|
static const char Euribor[];
|
|
static const char FutureSWAP[];
|
|
static const char LIBID[];
|
|
static const char LIBORLondonInterBankOffers[];
|
|
static const char MuniAAA[];
|
|
static const char OTHER[];
|
|
static const char Pfandbriefe[];
|
|
static const char SWAP[];
|
|
static const char Treasury[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API StipulationType {
|
|
static const char AbsolutePrepaymentSpeed[];
|
|
static const char ONIXS_FIXENGINE_CONST_OR_CONSTEXPRantPrepaymentPenalty[];
|
|
static const char ONIXS_FIXENGINE_CONST_OR_CONSTEXPRantPrepaymentRate[];
|
|
static const char ONIXS_FIXENGINE_CONST_OR_CONSTEXPRantPrepaymentYield[];
|
|
static const char Geographics[];
|
|
static const char FinalCPROfHomeEquityPrepaymentCurve[];
|
|
static const char YearOfIssue[];
|
|
static const char LotVarianceValueInPercentMaximumOverOrUnderAllocationAllowed[];
|
|
static const char MaturityYear[];
|
|
static const char PercentOfManufacturedHousingPrepaymentCurve[];
|
|
static const char MonthlyPrepaymentRate[];
|
|
static const char NumberOfPieces[];
|
|
static const char PoolsMaximum[];
|
|
static const char PercentOfProspectusPrepaymentCurve[];
|
|
static const char PoolsPerLot[];
|
|
static const char PoolsPerMillion[];
|
|
static const char PoolsPerTrade[];
|
|
static const char ProductionYear[];
|
|
static const char PercentOfBMAPrepaymentCurve[];
|
|
static const char SingleMonthlyMortality[];
|
|
static const char TradeVarianceValueInPercentMaximumOverOrUnderAllocationAllowed[];
|
|
static const char WeightedAverageCouponValueInPercent[];
|
|
static const char WeightedAverageLifeValueInMonths[];
|
|
static const char WeightedAverageLoanAgeValueInMonths[];
|
|
static const char WeightedAverageMaturityValueInMonths[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API YieldType {
|
|
static const char AfterTaxYieldMunicipalsTheYieldOnTheBondNetOfAnyTaxConsequencesFromHoldingTheBondTheDiscountOnMunicipalSecuritiesCanBeSubjectToBothCapitalGainsTaxesAndOrdinaryIncomeTaxesCalculatedFromDollarPrice[];
|
|
static const char AnnualYieldTheAnnualInterestOrDividendIncomeAnInvestmentEarnsExpressedAsAPercentageOfTheInvestmentsTotalValue[];
|
|
static const char YieldAtIssueMunicipalsTheYieldOfTheBondOfferedOnTheIssueDate[];
|
|
static const char YieldToAverageLifeTheYieldAssumingThatAllSinksMandatoryAndVoluntaryAreTakenAtParThisResultsInAFasterPaydownOfDebtTheYieldIsThenCalculatedToTheAverageLifeDate[];
|
|
static const char YieldToAverageMaturityTheYieldAchievedBySubstitutingABondSAverageMaturityForTheIssueSFinalMaturityDate[];
|
|
static const char BookYieldTheYieldOfASecurityCalculatedByUsingItsBookValueInsteadOfTheCurrentMarketPriceThisTermIsTypicallyUsedInTheUSDomesticMarket[];
|
|
static const char YieldToNextCallTheYieldOfABondToTheNextPossibleCallDate[];
|
|
static const char YieldChangeSinceCloseTheChangeInTheYieldSinceThePreviousDaySClosingYield[];
|
|
static const char ClosingYieldTheYieldOfABondBasedOnTheClosingPrice[];
|
|
static const char CompoundYieldTheYieldOfCertainJapaneseBondsBasedOnItsPriceCertainJapaneseBondsHaveIrregularFirstOrLastCouponsAndTheYieldIsCalculatedCompoundForTheseIrregularPeriods[];
|
|
static const char CurrentYieldAnnualInterestOnABondDividedByTheMarketValueTheActualIncomeRateOfReturnAsOpposedToTheCouponRateExpressedAsAPercentage[];
|
|
static const char GovernmentEquivalentYieldAskYieldBasedOnSemiAnnualCouponsCompoundingInAllPeriodsAndActualActualCalendar[];
|
|
static const char TrueGrossYieldYieldCalculatedUsingThePriceIncludingAccruedInterestWhereCouponDatesAreMovedFromHolidaysAndWeekendsToTheNextTradingDay[];
|
|
static const char YieldWithInflationAssumptionBasedOnPriceTheReturnAnInvestorWouldRequireOnANormalBondThatWouldMakeTheRealReturnEqualToThatOfTheInflationIndexedBondAssumingAONIXS_FIXENGINE_CONST_OR_CONSTEXPRantInflationRate[];
|
|
static const char InverseFloaterBondYieldInverseFloaterSemiAnnualBondEquivalentRate[];
|
|
static const char MostRecentClosingYieldTheLastAvailableYieldStoredInHistoryComputedUsingPrice[];
|
|
static const char ClosingYieldMostRecentMonthTheYieldOfABondBasedOnTheClosingPriceAsOfTheMostRecentMonthSEnd[];
|
|
static const char ClosingYieldMostRecentQuarterTheYieldOfABondBasedOnTheClosingPriceAsOfTheMostRecentQuartersEnd[];
|
|
static const char ClosingYieldMostRecentYearTheYieldOfABondBasedOnTheClosingPriceAsOfTheMostRecentYearsEnd[];
|
|
static const char YieldToLongestAverageLifeTheYieldAssumingOnlyMandatorySinksAreTakenThisResultsInALowerPaydownOfDebtTheYieldIsThenCalculatedToTheFinalPaymentDate[];
|
|
static const char YieldToLongestAverageSinkingFundBondsTheYieldAssumingOnlyMandatorySinksAreTakenThisResultsInASlowerPaydownOfDebtTheYieldIsThenCalculatedToTheFinalPaymentDate[];
|
|
static const char MarkToMarketYieldAnAdjustmentInTheValuationOfASecuritiesPortfolioToReflectTheCurrentMarketValuesOfTheRespectiveSecuritiesInThePortfolio[];
|
|
static const char YieldToMaturityTheYieldOfABondToItsMaturityDate[];
|
|
static const char YieldToNextRefundSinkingFundBondsYieldAssumingAllBondsAreRedeemedAtTheNextRefundDateAtTheRedemptionPrice[];
|
|
static const char OpenAverageYieldTheAverageYieldOfTheRespectiveSecuritiesInThePortfolio[];
|
|
static const char PreviousCloseYieldTheYieldOfABondBasedOnTheClosingPrice1DayAgo[];
|
|
static const char ProceedsYieldTheCDEquivalentYieldWhenTheRemainingTimeToMaturityIsLessThanTwoYears[];
|
|
static const char YieldToNextPutTheYieldToTheDateAtWhichTheBondHolderCanNextPutTheBondToTheIssuer[];
|
|
static const char SemiAnnualYieldTheYieldOfABondWhoseCouponPaymentsAreReinvestedSemiAnnually[];
|
|
static const char YieldToShortestAverageLifeSameAsAVGLIFEAbove[];
|
|
static const char YieldToShortestAverageSinkingFundBondsTheYieldAssumingThatAllSinksMandatoryAndVoluntaryAreTakenThisResultsInAFasterPaydownOfDebtTheYieldIsThenCalculatedToTheFinalPaymentDate[];
|
|
static const char SimpleYieldTheYieldOfABondAssumingNoReinvestmentOfCouponPaymentsAct360DayCount[];
|
|
static const char TaxEquivalentYieldTheAfterTaxYieldGrossedUpByTheMaximumFederalTaxRateOf396PercentForComparisonToTaxableYields[];
|
|
static const char YieldToTenderDateTheYieldOnAMunicipalBondToItsMandatoryTenderDate[];
|
|
static const char TrueYieldTheYieldCalculatedWithCouponDatesMovedFromAWeekendOrHolidayToTheNextValidSettlementDate[];
|
|
static const char YieldValueOf132TheAmountThatTheYieldWillChangeForA132ndChangeInPrice[];
|
|
static const char YieldToWorstConventionTheLowestYieldToAllPossibleRedemptionDateScenarios[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradedFlatSwitch {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NotTradedFlat = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TradedFlat = 'Y';
|
|
};
|
|
|
|
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 ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MultipleEntriesPerSidePerPriceAllowed = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OneBookEntryPerSidePerPrice = 'Y';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Imbalance = 'A';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ImbalanceMoreBuyersCannotBeUsedInCombinationWithQ = 'P';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ImbalanceMoreSellersCannotBeUsedInCombinationWithP = 'Q';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OpeningPrice = 'R';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UnsupportedTradingSessionID = '9';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UnsupportedScope = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UnsupportedOpenCloseSettleFlag = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UnsupportedMDImplicitDelete = 'C';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExpectedPrice = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PriceFromPreviousBusinessDay = '4';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API FinancialStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Bankrupt = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PendingDelisting = '2';
|
|
};
|
|
|
|
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 QuoteStatus {
|
|
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;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RemovedFromMarket = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Expired = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Query = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int QuoteNotFound = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Pending = 10;
|
|
};
|
|
|
|
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 CancelAllQuotes = 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 RequestListSecuritiesCanBeQualifiedWithSymbolSecurityTypeTradingSessionIDSecurityExchangeIfProvidedThenOnlyListSecuritiesForTheSpecificType = 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;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PreOpen = 21;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OpeningRotation = 22;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FastMarket = 23;
|
|
};
|
|
|
|
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;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradSesMethod {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Electronic = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OpenOutcry = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TwoParty = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradSesMode {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Testing = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Simulated = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Production = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradSesStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Unknown = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Halted = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Open = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Closed = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PreOpen = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PreClose = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RequestRejected = 6;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MessageEncoding {
|
|
static const char ForUsingEUC[];
|
|
static const char ForUsingJIS[];
|
|
static const char ForUsingSJIS[];
|
|
static const char ForUsingUnicode[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteEntryRejectReason {
|
|
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 QuoteExceedsLimit = 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 SessionRejectReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidTagNumber = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RequiredTagMissing = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TagNotDefinedForThisMessageType = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UndefinedTag = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TagSpecifiedWithoutAValue = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ValueIsIncorrectOutOfRangeForThisTag = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IncorrectDataFormatForValue = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DecryptionProblem = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SignatureProblem = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CompIDProblem = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SendingTimeAccuracyProblem = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidMsgType = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int XMLValidationError = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TagAppearsMoreThanOnce = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TagSpecifiedOutOfRequiredOrder = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RepeatingGroupFieldsOutOfOrder = 15;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IncorrectNumInGroupCountForRepeatingGroup = 16;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NonDataValueIncludesFieldDelimiterSOHCharacter = 17;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BidRequestTransType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Cancel = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char New = 'N';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SolicitedFlag {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char WasNotSolicited = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char WasSolcitied = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecRestatementReason {
|
|
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;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CancelOnTradingHalt = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CancelOnSystemFailure = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MarketExchangeOption = 8;
|
|
};
|
|
|
|
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;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NotAuthorized = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DeliverToFirmNotAvailableAtThisTime = 7;
|
|
};
|
|
|
|
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 BidType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NonDisclosedStyleEGUSEuropean = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DisclosedStyleEGJapanese = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoBiddingProcess = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BidDescriptorType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Sector = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Country = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Index = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SideValueInd {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SideValue1 = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SideValue2 = 2;
|
|
};
|
|
|
|
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 VWAPThroughADayExceptYORIAnOpeningAuction = '9';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char VWAPThroughAMorningSessionExceptYORIAnOpeningAuction = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char VWAPThroughAnAfternoonSessionExceptYORIAnOpeningAuction = '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;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DiscountPercentagePointsBelowPar = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PremiumPercentagePointsOverPar = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BasisPointsRelativeToBenchmark = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TEDPriceSeeVolume1Glossary = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TEDYieldSeeVolume1Glossary = 8;
|
|
};
|
|
|
|
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 ListStatusType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Ack = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Response = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Timed = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExecStarted = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllDone = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Alert = 6;
|
|
};
|
|
|
|
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 ListOrderStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InBiddingProcess = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReceivedForExecution = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Executing = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Canceling = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Alert = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllDone = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Reject = 7;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ListExecInstType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Immediate = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char WaitForExecuteInstructionEGAListExecuteMessageOrPhoneCallBeforeProceedingWithExecutionOfTheList = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExchangeSwitchCIVOrderSellDriven = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExchangeSwitchCIVOrderBuyDrivenCashTopUpIEAdditionalCashWillBeProvidedToFulfilTheOrder = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExchangeSwitchCIVOrderBuyDrivenCashWithdrawIEAdditionalCashWillNotBeProvidedToFulfilTheOrder = '5';
|
|
};
|
|
|
|
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';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PartyIDSource {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char KoreanInvestorID = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TaiwaneseQualifiedForeignInvestorIDQFIIFID = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TaiwaneseTradingAccount = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MalaysianCentralDepositoryMCDNumber = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ChineseBShareShezhenAndShanghai = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UKNationalInsuranceOrPensionNumber = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char USSocialSecurityNumber = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char USEmployerIdentificationNumber = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AustralianBusinessNumber = '9';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AustralianTaxFileNumber = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BICBankIdentificationCodeSwiftManagedCodeISO9362SeeAppendix6B = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char GenerallyAcceptedMarketParticipantIdentifierEGNASDMnemonic = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ProprietaryCustomCode = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ISOCountryCode = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SettlementEntityLocationNoteIfLocalMarketSettlementUseEISOCountryCodeSeeAppendix6GForValidValues = 'F';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PartyRole {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExecutingFirmFormerlyFIX42ExecBroker = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BrokerOfCreditFormerlyFIX42BrokerOfCredit = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ClientIDFormerlyFIX42ClientID = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ClearingFirmFormerlyFIX42ClearingFirm = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvestorID = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IntroducingFirm = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EnteringFirm = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LocateLendingFirmForShortSales = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FundManagerClientIDForCIV = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SettlementLocationFormerlyFIX42SettlLocation = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OrderOriginationTraderAssociatedWithOrderOriginationFirmEGTraderWhoInitiatesSubmitsTheOrder = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OrderOriginationFirmEGBuysideFirm = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int GiveupClearingFirmFirmToWhichTradeIsGivenUp = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CorrespondantClearingFirm = 15;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExecutingSystem = 16;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ContraFirm = 17;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ContraClearingFirm = 18;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SponsoringFirm = 19;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnderlyingContraFirm = 20;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Product {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AGENCY = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MORTGAGE = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MUNICIPAL = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OTHER = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int COMMODITY = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CORPORATE = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CURRENCY = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EQUITY = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int GOVERNMENT = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int INDEX = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LOAN = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MONEYMARKET = 9;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TestMessageIndicator {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FalseProduction = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TrueTest = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuantityType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SHARES = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BONDS = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CURRENTFACE = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ORIGINALFACE = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CURRENCY = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CONTRACTS = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OTHER = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PARSeeVolume1Glossary = 8;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RoundingDirection {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RoundToNearest = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RoundDown = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RoundUp = '2';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CancellationRights {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NoWaiverAgreement = 'M';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NoExecutionOnly = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NoInstitutional = 'O';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Yes = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MoneyLaunderingStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExemptBelowTheLimit = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExemptClientMoneyTypeExemption = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExemptAuthorisedCreditOrFinancialInstitution = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NotChecked = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Passed = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecPriceType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BidPrice = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CreationPrice = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CreationPricePlusAdjustmentPercent = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CreationPricePlusAdjustmentAmount = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OfferPrice = 'O';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OfferPriceMinusAdjustmentPercent = 'P';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OfferPriceMinusAdjustmentAmount = 'Q';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SinglePrice = 'S';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeReportTransType {
|
|
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 PaymentMethod {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CREST = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NSCC = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Euroclear = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Clearstream = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Cheque = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TelegraphicTransfer = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FedWire = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DebitCard = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DirectDebitBECS = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DirectCreditBECS = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CreditCard = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ACHDebit = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ACHCredit = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BPAY = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int HighValueClearingSystemHVACS = 15;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TaxAdvantageType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoneNotApplicableDefault = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MaxiISAUK = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TESSAUK = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MiniCashISAUK = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MiniStocksAndSharesISAUK = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MiniInsuranceISAUK = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CurrentYearPaymentUS = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PriorYearPaymentUS = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AssetTransferUS = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EmployeePriorYearUS = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EmployeeCurrentYearUS = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EmployerPriorYearUS = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EmployerCurrentYearUS = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NonFundPrototypeIRAUS = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NonFundQualifiedPlanUS = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DefinedContributionPlanUS = 15;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IndividualRetirementAccountUS = 16;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IndividualRetirementAccountRolloverUS = 17;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int KEOGHUS = 18;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ProfitSharingPlanUS = 19;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int N401KUS = 20;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SelfDirectedIRAUS = 21;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int N403BUS = 22;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int N457US = 23;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RothIRAFundPrototypeUS = 24;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RothIRANonPrototypeUS = 25;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RothConversionIRAFundPrototypeUS = 26;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RothConversionIRANonPrototypeUS = 27;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EducationIRAFundPrototypeUS = 28;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EducationIRANonPrototypeUS = 29;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API FundRenewWaiv {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char No = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Yes = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RegistStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Accept = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Held = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Reminder = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Reject = 'R';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RegistRejReasonCode {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableAccountType = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableTaxExemptType = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableOwnershipType = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableNoRegDetls = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableRegSeqNo = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableRegDtls = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableMailingDtls = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableMailingInst = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableInvestorID = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableInvestorIDSource = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableDateOfBirth = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableInvestorCountryOfResidence = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableNoDistribInstns = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableDistribPercentage = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableDistribPaymentMethod = 15;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableCashDistribAgentAcctName = 16;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableCashDistribAgentCode = 17;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableCashDistribAgentAcctNum = 18;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RegistTransType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char New = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Replace = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Cancel = '2';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ContAmtType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CommissionAmountActual = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CommissionPercentActual = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InitialChargeAmount = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InitialChargePercent = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DiscountAmount = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DiscountPercent = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DilutionLevyAmount = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DilutionLevyPercent = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExitChargeAmount = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExitChargePercent = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FundBasedRenewalCommissionPercentAKATrailCommission = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ProjectedFundValueIEForInvestmentsIntendedToRealiseOrExceedASpecificFutureValue = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FundBasedRenewalCommissionAmountBasedOnOrderValue = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FundBasedRenewalCommissionAmountBasedOnProjectedFundValue = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NetSettlementAmount = 15;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OwnerType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IndividualInvestor = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PublicCompany = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PrivateCompany = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IndividualTrustee = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CompanyTrustee = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PensionPlan = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CustodianUnderGiftsToMinorsAct = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Trusts = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Fiduciaries = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NetworkingSubAccount = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NonProfitOrganization = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CorporateBody = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Nominee = 13;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrderCapacity {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Agency = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Proprietary = 'G';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Individual = 'I';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PrincipalNoteForCMSPurposesPrincipalIncludesProprietary = 'P';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RisklessPrincipal = 'R';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AgentForOtherMember = 'W';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrderRestrictions {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ProgramTrade = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IndexArbitrage = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NonIndexArbitrage = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CompetingMarketMaker = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ActingAsMarketMakerOrSpecialistInTheSecurity = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ActingAsMarketMakerOrSpecialistInTheUnderlyingSecurityOfADerivativeSecurity = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ForeignEntityOfForeignGovernmnetOrRegulatoryJurisdiction = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExternalMarketParticipant = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExternalInterConnectedMarketLinkage = '9';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RisklessArbitrage = 'A';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MassCancelRequestType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelOrdersForASecurity = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelOrdersForAnUnderlyingSecurity = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelOrdersForAProduct = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelOrdersForACFICode = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelOrdersForASecurityType = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelOrdersForATradingSession = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelAllOrders = '7';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MassCancelResponse {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelRequestRejectedSeeMassCancelRejectReason532 = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelOrdersForASecurity = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelOrdersForAnUnderlyingSecurity = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelOrdersForAProduct = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelOrdersForACFICode = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelOrdersForASecurityType = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelOrdersForATradingSession = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelAllOrders = '7';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MassCancelRejectReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MassCancelNotSupported = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InvalidOrUnknownSecurity = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InvalidOrUnknownUnderlying = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InvalidOrUnknownProduct = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InvalidOrUnknownCFICode = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InvalidOrUnknownSecurityType = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InvalidOrUnknownTradingSession = '6';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Indicative = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Tradeable = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RestrictedTradeable = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CashMargin {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Cash = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MarginOpen = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MarginClose = '3';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Scope {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LocalExchangeECNATS = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char National = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Global = '3';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDImplicitDelete {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ServerMustSendAnExplicitDeleteForBidsOrOffersFallingOutsideTheRequestedMarketDepthOfTheRequest = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ClientHasResponsibilityForImplicitlyDeletingBidsOrOffersFallingOutsideTheMarketDepthOfTheRequest = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CrossType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CrossTradeWhichIsExecutedCompletelyOrNotBothSidesAreTreatedInTheSameMannerThisIsEquivalentToAnAllOrNone = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CrossTradeWhichIsExecutedPartiallyAndTheRestIsCancelledOneSideIsFullyExecutedTheOtherSideIsPartiallyExecutedWithTheRemainderBeingCancelledThisIsEquivalentToAnImmediateOrCancelOnTheOtherSide = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CrossTradeWhichIsPartiallyExecutedWithTheUnfilledPortionsRemainingActiveOneSideOfTheCrossIsFullyExecutedAsDenotedWithTheCrossPrioritizationFieldButTheUnfilledPortionRemainsActive = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CrossTradeIsExecutedWithExistingOrdersWithTheSamePrice = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CrossPrioritization {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int None = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BuysidePrioritized = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SellsidePrioritized = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API NoSides {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OneSide = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BothSides = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityListRequestType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Symbol = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SecurityTypeAndOrCFICode = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Product = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TradingSessionID = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllSecurities = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityRequestResult {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ValidRequest = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidOrUnsupportedRequest = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoInstrumentsFoundThatMatchSelectionCriteria = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NotAuthorizedToRetrieveInstrumentData = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InstrumentDataTemporarilyUnavailable = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RequestForInstrumentDataNotSupported = 5;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradSesStatusRejReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownOrInvalidTradingSessionID = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeRequestType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllTrades = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MatchedTradesMatchingCriteriaProvidedOnRequestPartiesOrderIdInstrumentInputSourceEtc = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnmatchedTradesThatMatchCriteria = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnreportedTradesThatMatchCriteria = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AdvisoriesThatMatchCriteria = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PreviouslyReported {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NotReportedToCounterparty = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PreviouslyReportedToCounterparty = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MatchStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ComparedMatchedOrAffirmed = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UncomparedUnmatchedOrUnaffirmed = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AdvisoryOrAlert = '2';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MatchType {
|
|
static const char ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusFourBadgesAndExecutionTimeWithinTwoMinuteWindow[];
|
|
static const char ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusFourBadges[];
|
|
static const char ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusTwoBadgesAndExecutionTimeWithinTwoMinuteWindow[];
|
|
static const char ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAnd[];
|
|
static const char ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusExecutionTimeWithinTwoMinuteWindow[];
|
|
static const char ComparedRecordsResultingFromStampedAdvisoriesOrSpecialist[];
|
|
static const char ACTM1MatchExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorMinusBadgesAndTimes[];
|
|
static const char ACTM2MatchSummarizedMatchMinusBadgesAndTimes[];
|
|
static const char ACTAcceptedTrade[];
|
|
static const char ACTDefaultTrade[];
|
|
static const char ACTDefaultAfterM2[];
|
|
static const char ACTM6Match[];
|
|
static const char NonACTOCSLockedIn[];
|
|
static const char SummarizedMatchUsingA1ToA5ExactMatchCriteriaExceptQuantityIsSummarized[];
|
|
static const char SummarizedMatchUsingA1ExactMatchCriteriaExceptQuantityIsSummarized[];
|
|
static const char SummarizedMatchUsingA2ExactMatchCriteriaExceptQuantityIsSummarized[];
|
|
static const char SummarizedMatchUsingA3ExactMatchCriteriaExceptQuantityIsSummarized[];
|
|
static const char SummarizedMatchUsingA4ExactMatchCriteriaExceptQuantityIsSummarized[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ClearingInstruction {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ProcessNormally = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExcludeFromAllNetting = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BilateralNettingOnly = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExClearing = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SpecialTrade = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MultilateralNetting = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ClearAgainstCentralCounterparty = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExcludeFromCentralCounterparty = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ManualModePrePostingAndOrPreGiveup = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AutomaticPostingModeTradePostingToThePositionAccountNumberSpecified = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AutomaticGiveUpModeTradeGiveUpToTheGiveUpDestinationNumberSpecified = 10;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AccountType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AccountIsCarriedOnCustomerSideOfBooks = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AccountIsCarriedOnNonCustomerSideOfBooks = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int HouseTrader = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FloorTrader = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AccountIsCarriedOnNonCustomerSideOfBooksAndIsCrossMargined = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AccountIsHouseTraderAndIsCrossMargined = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int JointBackofficeAccountJBO = 8;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MassStatusReqType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int StatusForOrdersForASecurity = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int StatusForOrdersForAnUnderlyingSecurity = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int StatusForOrdersForAProduct = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int StatusForOrdersForACFICode = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int StatusForOrdersForASecurityType = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int StatusForOrdersForATradingSession = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int StatusForAllOrders = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int StatusForOrdersForAPartyID = 8;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DayBookingInst {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CanTriggerBookingWithoutReferenceToTheOrderInitiatorAuto = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SpeakWithOrderInitiatorBeforeBookingSpeakFirst = '1';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BookingUnit {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char EachPartialExecutionIsABookableUnit = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AggregatePartialExecutionsOnThisOrderAndBookOneTradePerOrder = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AggregateExecutionsForThisSymbolSideAndSettlementDate = '2';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PreallocMethod {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ProRata = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DoNotProRataDiscussFirst = '1';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BuysideCalculatedIncludesMiscFeesAndNetMoney = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BuysidePreliminaryWithoutMiscFeesAndNetMoney = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SellsideCalculatedUsingPreliminaryIncludesMiscFeesAndNetMoney = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SellsideCalculatedWithoutPreliminarySentUnsolicitedBySellsideIncludesMiscFeesAndNetMoney = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BuysideReadyToBookSingleOrder = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BuysideReadyToBookCombinedSetOfOrders = 6;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ClearingFeeIndicator {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N1stYearDelegateTradingForHisOwnAccount = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N2ndYearDelegateTradingForHisOwnAccount = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N3rdYearDelegateTradingForHisOwnAccount = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N4thYearDelegateTradingForHisOwnAccount = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N5thYearDelegateTradingForHisOwnAccount = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N6thYearAndBeyondDelegateTradingForHisOwnAccount = '9';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CBOEMember = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NonMemberAndCustomer = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char EquityMemberAndClearingMember = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FullAndAssociateMemberTradingForOwnAccountAndAsFloor = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N106HAnd106JFirms = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char GIMIDEMAndCOMMembershipInterestHolders = 'I';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LesseeAnd106FEmployees = 'L';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AllOtherOwnershipTypes = 'M';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API WorkingIndicator {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderHasBeenAcceptedButNotYetInAWorkingState = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderIsCurrentlyBeingWorked = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PriorityIndicator {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PriorityUnchanged = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LostPriorityAsResultOfOrderChange = 1;
|
|
};
|
|
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struct ONIXS_FIXENGINE_API LegalConfirm {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DoesNotONIXS_FIXENGINE_CONST_OR_CONSTEXPRituteALegalConfirm = 'N';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LegalConfirmFlag = 'Y';
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};
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struct ONIXS_FIXENGINE_API SecDefStatus {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PendingApproval = 0;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ApprovedAccepted = 1;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Rejected = 2;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnauthorizedRequest = 3;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidDefinitionRequest = 4;
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};
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struct ONIXS_FIXENGINE_API QuoteRequestRejectReason {
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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 QuoteRequestExceedsLimit = 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 InvalidPrice = 5;
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NotAuthorizedToRequestQuote = 6;
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};
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}
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}
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}
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}
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