8092 lines
373 KiB
C++
8092 lines
373 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 FIX50 {
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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 NoLinesOfText = 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 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 SettlType = 63;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlDate = 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 AvgPxPrecision = 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 NoDlvyInst = 85;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DlvyInst = 86;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocStatus = 87;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocRejCode = 88;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Signature = 89;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecureDataLen = 90;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecureData = 91;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BrokerOfCredit = 92;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SignatureLength = 93;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EmailType = 94;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RawDataLength = 95;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RawData = 96;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PossResend = 97;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EncryptMethod = 98;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StopPx = 99;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExDestination = 100;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CxlRejReason = 102;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrdRejReason = 103;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOIQualifier = 104;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag WaveNo = 105;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Issuer = 106;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityDesc = 107;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag HeartBtInt = 108;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ClientID = 109;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MinQty = 110;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MaxFloor = 111;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TestReqID = 112;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ReportToExch = 113;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LocateReqd = 114;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OnBehalfOfCompID = 115;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OnBehalfOfSubID = 116;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteID = 117;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NetMoney = 118;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlCurrAmt = 119;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlCurrency = 120;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ForexReq = 121;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrigSendingTime = 122;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag GapFillFlag = 123;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoExecs = 124;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CxlType = 125;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExpireTime = 126;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DKReason = 127;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeliverToCompID = 128;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeliverToSubID = 129;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IOINaturalFlag = 130;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteReqID = 131;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidPx = 132;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OfferPx = 133;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidSize = 134;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OfferSize = 135;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoMiscFees = 136;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MiscFeeAmt = 137;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MiscFeeCurr = 138;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MiscFeeType = 139;
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ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PrevClosePx = 140;
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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 SettlDate2 = 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 PegOffsetValue = 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;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegCreditRating = 257;
|
|
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 OpenCloseSettlFlag = 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 TotNoQuoteEntries = 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 DiscretionOffsetValue = 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 TotNoRelatedSym = 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 BidTradeType = 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 CardIssNum = 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 RegistDtls = 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 TotNoSecurityTypes = 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 LegSettlType = 587;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegSettlDate = 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;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AcctIDSource = 660;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocAcctIDSource = 661;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BenchmarkPrice = 662;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BenchmarkPriceType = 663;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ConfirmID = 664;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ConfirmStatus = 665;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ConfirmTransType = 666;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ContractSettlMonth = 667;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeliveryForm = 668;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastParPx = 669;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoLegAllocs = 670;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegAllocAccount = 671;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegIndividualAllocID = 672;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegAllocQty = 673;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegAllocAcctIDSource = 674;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegSettlCurrency = 675;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegBenchmarkCurveCurrency = 676;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegBenchmarkCurveName = 677;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegBenchmarkCurvePoint = 678;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegBenchmarkPrice = 679;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegBenchmarkPriceType = 680;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegBidPx = 681;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegIOIQty = 682;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoLegStipulations = 683;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegOfferPx = 684;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegOrderQty = 685;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegPriceType = 686;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegQty = 687;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegStipulationType = 688;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegStipulationValue = 689;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegSwapType = 690;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Pool = 691;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuotePriceType = 692;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteRespID = 693;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteRespType = 694;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuoteQualifier = 695;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag YieldRedemptionDate = 696;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag YieldRedemptionPrice = 697;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag YieldRedemptionPriceType = 698;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BenchmarkSecurityID = 699;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ReversalIndicator = 700;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag YieldCalcDate = 701;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoPositions = 702;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PosType = 703;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LongQty = 704;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ShortQty = 705;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PosQtyStatus = 706;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PosAmtType = 707;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PosAmt = 708;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PosTransType = 709;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PosReqID = 710;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoUnderlyings = 711;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PosMaintAction = 712;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrigPosReqRefID = 713;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PosMaintRptRefID = 714;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ClearingBusinessDate = 715;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlSessID = 716;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlSessSubID = 717;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AdjustmentType = 718;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ContraryInstructionIndicator = 719;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PriorSpreadIndicator = 720;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PosMaintRptID = 721;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PosMaintStatus = 722;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PosMaintResult = 723;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PosReqType = 724;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ResponseTransportType = 725;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ResponseDestination = 726;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotalNumPosReports = 727;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PosReqResult = 728;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PosReqStatus = 729;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlPrice = 730;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlPriceType = 731;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingSettlPrice = 732;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingSettlPriceType = 733;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PriorSettlPrice = 734;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoQuoteQualifiers = 735;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocSettlCurrency = 736;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocSettlCurrAmt = 737;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag InterestAtMaturity = 738;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegDatedDate = 739;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegPool = 740;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocInterestAtMaturity = 741;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocAccruedInterestAmt = 742;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeliveryDate = 743;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AssignmentMethod = 744;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AssignmentUnit = 745;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OpenInterest = 746;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExerciseMethod = 747;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotNumTradeReports = 748;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeRequestResult = 749;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeRequestStatus = 750;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeReportRejectReason = 751;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SideMultiLegReportingType = 752;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoPosAmt = 753;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AutoAcceptIndicator = 754;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocReportID = 755;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoNested2PartyIDs = 756;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Nested2PartyID = 757;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Nested2PartyIDSource = 758;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Nested2PartyRole = 759;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Nested2PartySubID = 760;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BenchmarkSecurityIDSource = 761;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecuritySubType = 762;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingSecuritySubType = 763;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegSecuritySubType = 764;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllowableOneSidednessPct = 765;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllowableOneSidednessValue = 766;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllowableOneSidednessCurr = 767;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoTrdRegTimestamps = 768;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TrdRegTimestamp = 769;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TrdRegTimestampType = 770;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TrdRegTimestampOrigin = 771;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ConfirmRefID = 772;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ConfirmType = 773;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ConfirmRejReason = 774;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BookingType = 775;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IndividualAllocRejCode = 776;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlInstMsgID = 777;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoSettlInst = 778;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastUpdateTime = 779;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocSettlInstType = 780;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoSettlPartyIDs = 781;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlPartyID = 782;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlPartyIDSource = 783;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlPartyRole = 784;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlPartySubID = 785;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlPartySubIDType = 786;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DlvyInstType = 787;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TerminationType = 788;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NextExpectedMsgSeqNum = 789;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrdStatusReqID = 790;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlInstReqID = 791;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettlInstReqRejCode = 792;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecondaryAllocID = 793;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocReportType = 794;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocReportRefID = 795;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocCancReplaceReason = 796;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CopyMsgIndicator = 797;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocAccountType = 798;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrderAvgPx = 799;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrderBookingQty = 800;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoSettlPartySubIDs = 801;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoPartySubIDs = 802;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PartySubIDType = 803;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoNestedPartySubIDs = 804;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NestedPartySubIDType = 805;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoNested2PartySubIDs = 806;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Nested2PartySubIDType = 807;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocIntermedReqType = 808;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingPx = 810;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PriceDelta = 811;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ApplQueueMax = 812;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ApplQueueDepth = 813;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ApplQueueResolution = 814;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ApplQueueAction = 815;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoAltMDSource = 816;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AltMDSourceID = 817;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecondaryTradeReportID = 818;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AvgPxIndicator = 819;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeLinkID = 820;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrderInputDevice = 821;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingTradingSessionID = 822;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingTradingSessionSubID = 823;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeLegRefID = 824;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExchangeRule = 825;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeAllocIndicator = 826;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExpirationCycle = 827;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TrdType = 828;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TrdSubType = 829;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TransferReason = 830;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AsgnReqID = 831;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotNumAssignmentReports = 832;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AsgnRptID = 833;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ThresholdAmount = 834;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PegMoveType = 835;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PegOffsetType = 836;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PegLimitType = 837;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PegRoundDirection = 838;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PeggedPrice = 839;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PegScope = 840;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DiscretionMoveType = 841;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DiscretionOffsetType = 842;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DiscretionLimitType = 843;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DiscretionRoundDirection = 844;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DiscretionPrice = 845;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DiscretionScope = 846;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TargetStrategy = 847;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TargetStrategyParameters = 848;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ParticipationRate = 849;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TargetStrategyPerformance = 850;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastLiquidityInd = 851;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PublishTrdIndicator = 852;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ShortSaleReason = 853;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QtyType = 854;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecondaryTrdType = 855;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeReportType = 856;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocNoOrdersType = 857;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SharedCommission = 858;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ConfirmReqID = 859;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AvgParPx = 860;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ReportedPx = 861;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoCapacities = 862;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrderCapacityQty = 863;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoEvents = 864;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EventType = 865;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EventDate = 866;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EventPx = 867;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EventText = 868;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PctAtRisk = 869;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoInstrAttrib = 870;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag InstrAttribType = 871;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag InstrAttribValue = 872;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DatedDate = 873;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag InterestAccrualDate = 874;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CPProgram = 875;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CPRegType = 876;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingCPProgram = 877;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingCPRegType = 878;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingQty = 879;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TrdMatchID = 880;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecondaryTradeReportRefID = 881;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingDirtyPrice = 882;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingEndPrice = 883;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingStartValue = 884;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingCurrentValue = 885;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingEndValue = 886;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoUnderlyingStips = 887;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingStipType = 888;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingStipValue = 889;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MaturityNetMoney = 890;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MiscFeeBasis = 891;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotNoAllocs = 892;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastFragment = 893;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollReqID = 894;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollAsgnReason = 895;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollInquiryQualifier = 896;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoTrades = 897;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MarginRatio = 898;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MarginExcess = 899;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotalNetValue = 900;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CashOutstanding = 901;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollAsgnID = 902;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollAsgnTransType = 903;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollRespID = 904;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollAsgnRespType = 905;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollAsgnRejectReason = 906;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollAsgnRefID = 907;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollRptID = 908;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollInquiryID = 909;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollStatus = 910;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TotNumReports = 911;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastRptRequested = 912;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AgreementDesc = 913;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AgreementID = 914;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AgreementDate = 915;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StartDate = 916;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EndDate = 917;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AgreementCurrency = 918;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeliveryType = 919;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EndAccruedInterestAmt = 920;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StartCash = 921;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag EndCash = 922;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UserRequestID = 923;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UserRequestType = 924;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NewPassword = 925;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UserStatus = 926;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UserStatusText = 927;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StatusValue = 928;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StatusText = 929;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RefCompID = 930;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RefSubID = 931;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NetworkResponseID = 932;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NetworkRequestID = 933;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastNetworkResponseID = 934;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NetworkRequestType = 935;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoCompIDs = 936;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NetworkStatusResponseType = 937;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoCollInquiryQualifier = 938;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TrdRptStatus = 939;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AffirmStatus = 940;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingStrikeCurrency = 941;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegStrikeCurrency = 942;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TimeBracket = 943;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollAction = 944;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollInquiryStatus = 945;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollInquiryResult = 946;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StrikeCurrency = 947;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoNested3PartyIDs = 948;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Nested3PartyID = 949;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Nested3PartyIDSource = 950;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Nested3PartyRole = 951;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoNested3PartySubIDs = 952;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Nested3PartySubID = 953;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag Nested3PartySubIDType = 954;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegContractSettlMonth = 955;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegInterestAccrualDate = 956;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoStrategyParameters = 957;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StrategyParameterName = 958;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StrategyParameterType = 959;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StrategyParameterValue = 960;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag HostCrossID = 961;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SideTimeInForce = 962;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDReportID = 963;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityReportID = 964;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityStatus = 965;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SettleOnOpenFlag = 966;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StrikeMultiplier = 967;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag StrikeValue = 968;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MinPriceIncrement = 969;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PositionLimit = 970;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NTPositionLimit = 971;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingAllocationPercent = 972;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingCashAmount = 973;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingCashType = 974;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingSettlementType = 975;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag QuantityDate = 976;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ContIntRptID = 977;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LateIndicator = 978;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag InputSource = 979;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecurityUpdateAction = 980;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoExpiration = 981;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExpType = 982;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExpQty = 983;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoUnderlyingAmounts = 984;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingPayAmount = 985;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingCollectAmount = 986;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingSettlementDate = 987;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingSettlementStatus = 988;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecondaryIndividualAllocID = 989;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegReportID = 990;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RndPx = 991;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag IndividualAllocType = 992;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocCustomerCapacity = 993;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TierCode = 994;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnitofMeasure = 996;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TimeUnit = 997;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingUnitofMeasure = 998;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegUnitofMeasure = 999;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingTimeUnit = 1000;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegTimeUnit = 1001;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocMethod = 1002;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeID = 1003;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SideTradeReportID = 1005;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SideFillStationCd = 1006;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SideReasonCd = 1007;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SideTrdSubTyp = 1008;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SideQty = 1009;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MessageEventSource = 1011;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SideTrdRegTimestamp = 1012;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SideTrdRegTimestampType = 1013;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SideTrdRegTimestampSrc = 1014;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AsOfIndicator = 1015;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoSideTrdRegTS = 1016;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegOptionRatio = 1017;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoInstrumentParties = 1018;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag InstrumentPartyID = 1019;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeVolume = 1020;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDBookType = 1021;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDFeedType = 1022;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDPriceLevel = 1023;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDOriginType = 1024;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag FirstPx = 1025;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntrySpotRate = 1026;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDEntryForwardPoints = 1027;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ManualOrderIndicator = 1028;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CustDirectedOrder = 1029;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ReceivedDeptID = 1030;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CustOrderHandlingInst = 1031;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrderHandlingInstSource = 1032;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeskType = 1033;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeskTypeSource = 1034;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DeskOrderHandlingInst = 1035;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExecAckStatus = 1036;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingDeliveryAmount = 1037;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingCapValue = 1038;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingSettlMethod = 1039;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecondaryTradeID = 1040;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag FirmTradeID = 1041;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecondaryFirmTradeID = 1042;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CollApplType = 1043;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingAdjustedQuantity = 1044;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingFXRate = 1045;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UnderlyingFXRateCalc = 1046;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocPositionEffect = 1047;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DealingCapacity = 1048;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag InstrmtAssignmentMethod = 1049;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag InstrumentPartyIDSource = 1050;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag InstrumentPartyRole = 1051;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoInstrumentPartySubIDs = 1052;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag InstrumentPartySubID = 1053;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag InstrumentPartySubIDType = 1054;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PositionCurrency = 1055;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CalculatedCcyLastQty = 1056;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AggressorIndicator = 1057;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoUndlyInstrumentParties = 1058;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UndlyInstrumentPartyID = 1059;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UndlyInstrumentPartyIDSource = 1060;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UndlyInstrumentPartyRole = 1061;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoUndlyInstrumentPartySubIDs = 1062;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UndlyInstrumentPartySubID = 1063;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag UndlyInstrumentPartySubIDType = 1064;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag BidSwapPoints = 1065;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OfferSwapPoints = 1066;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegBidForwardPoints = 1067;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegOfferForwardPoints = 1068;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SwapPoints = 1069;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MDQuoteType = 1070;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LastSwapPoints = 1071;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SideGrossTradeAmt = 1072;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegLastForwardPoints = 1073;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegCalculatedCcyLastQty = 1074;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LegGrossTradeAmt = 1075;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MaturityTime = 1079;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RefOrderID = 1080;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RefOrderIDSource = 1081;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag SecondaryDisplayQty = 1082;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DisplayWhen = 1083;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DisplayMethod = 1084;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DisplayLowQty = 1085;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DisplayHighQty = 1086;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DisplayMinIncr = 1087;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RefreshQty = 1088;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MatchIncrement = 1089;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag MaxPriceLevels = 1090;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PreTradeAnonymity = 1091;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PriceProtectionScope = 1092;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag LotType = 1093;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PegPriceType = 1094;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PeggedRefPrice = 1095;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PegSecurityIDSource = 1096;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PegSecurityID = 1097;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PegSymbol = 1098;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag PegSecurityDesc = 1099;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TriggerType = 1100;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TriggerAction = 1101;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TriggerPrice = 1102;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TriggerSymbol = 1103;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TriggerSecurityID = 1104;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TriggerSecurityIDSource = 1105;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TriggerSecurityDesc = 1106;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TriggerPriceType = 1107;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TriggerPriceTypeScope = 1108;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TriggerPriceDirection = 1109;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TriggerNewPrice = 1110;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TriggerOrderType = 1111;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TriggerNewQty = 1112;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TriggerTradingSessionID = 1113;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TriggerTradingSessionSubID = 1114;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrderCategory = 1115;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoRootPartyIDs = 1116;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RootPartyID = 1117;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RootPartyIDSource = 1118;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RootPartyRole = 1119;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag NoRootPartySubIDs = 1120;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RootPartySubID = 1121;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RootPartySubIDType = 1122;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TradeHandlingInstr = 1123;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrigTradeHandlingInstr = 1124;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrigTradeDate = 1125;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrigTradeID = 1126;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag OrigSecondaryTradeID = 1127;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ApplVerID = 1128;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag CstmApplVerID = 1129;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RefApplVerID = 1130;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RefCstmApplVerID = 1131;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag TZTransactTime = 1132;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExDestinationIDSource = 1133;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ReportedPxDiff = 1134;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag RptSys = 1135;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag AllocClearingFeeIndicator = 1136;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DefaultApplVerID = 1137;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag DisplayQty = 1138;
|
|
ONIXS_FIXENGINE_CONST_OR_CONSTEXPR Tag ExchangeSpecialInstructions = 1139;
|
|
}
|
|
|
|
namespace Values {
|
|
|
|
struct ONIXS_FIXENGINE_API MarketDepth {
|
|
static const char Full_Book[];
|
|
static const char Top_of_Book[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AdvSide {
|
|
|
|
static const char Buy [];
|
|
static const char Sell[];
|
|
static const char Trade[];
|
|
static const char Cross[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AdvTransType {
|
|
|
|
static const char Cancel[];
|
|
static const char New[];
|
|
static const char Replace[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CommType {
|
|
public:
|
|
static const char PerUnitImplyingSharesParCurrencyEtc[];
|
|
static const char Percent[];
|
|
static const char AbsoluteTotalMonetaryAmount[];
|
|
static const char PercentageWaivedCashDiscountForCIVBuyOrders[];
|
|
static const char PercentageWaivedEnhancedUnitsForCIVBuyOrders[];
|
|
static const char PointsPerBondOrContractSupplyContractMultiplier231InTheComponentBlock[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecInst {
|
|
|
|
static const char StayOnOfferSide[];
|
|
static const char NotHeld[];
|
|
static const char Work[];
|
|
static const char GoAlong[];
|
|
static const char OverTheDay[];
|
|
static const char Held[];
|
|
static const char ParticipantDonTInitiate[];
|
|
static const char StrictScale[];
|
|
static const char TryToScale[];
|
|
static const char StayOnBidSide[];
|
|
static const char NoCrossCrossIsForbidden[];
|
|
static const char TrailingStopPeg[];
|
|
static const char OKToCross[];
|
|
static const char StrictLimitNoPriceImprovement[];
|
|
static const char IgnorePriceValidityChecks[];
|
|
static const char CallFirst[];
|
|
static const char PegToLimitPrice[];
|
|
static const char PercentOfVolumeIndicatesThatTheSenderDoesNotWantToBeAllOfTheVolumeOnTheFloorVsASpecificPercentage[];
|
|
static const char DoNotIncreaseDNI[];
|
|
static const char WorkToTargetStrategy[];
|
|
static const char DoNotReduceDNR[];
|
|
static const char AllOrNoneAON[];
|
|
static const char ReinstateOnSystemFailueMutuallyExclusiveWithQ[];
|
|
static const char InstitutionsOnly[];
|
|
static const char ReinstateOnTradingHaltMutuallyExclusiveWithK[];
|
|
static const char CancelOnTradingHaltMutuallyExclusiveWithJ[];
|
|
static const char LastPegLastSale[];
|
|
static const char MidPricePegMidpriceOfInsideQuote[];
|
|
static const char NonNegotiable[];
|
|
static const char OpeningPeg[];
|
|
static const char MarketPeg[];
|
|
static const char CancelOnSystemFailureMutuallyExclusiveWithH[];
|
|
static const char PrimaryPegPrimaryMarketBuyAtBidSellAtOffer[];
|
|
static const char Suspend[];
|
|
static const char CustomerDisplayInstructionRule11Ac114[];
|
|
static const char NettingForForex[];
|
|
static const char PegToVWAP[];
|
|
static const char TradeAlong[];
|
|
static const char TryToStop[];
|
|
static const char CancelIfNotBest[];
|
|
static const char IntermarketSweep[];
|
|
static const char SingleExecutionRequestedForBlockTrade[];
|
|
static const char ExternalRoutingAllowed[];
|
|
static const char ExternalRoutingNotAllowed[];
|
|
static const char ImbalanceOnly[];
|
|
static const char FixedPegToLocalBestBidOrOfferAtTimeOfOrder[];
|
|
static const char BestExecution[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecTransType {
|
|
|
|
static const char New[];
|
|
static const char Cancel[];
|
|
static const char Correct[];
|
|
static const char Status[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API HandlInst {
|
|
|
|
static const char AutomatedExecutionOrderPrivateNoBrokerIntervention[];
|
|
static const char AutomatedExecutionOrderPublicBrokerInterventionOK[];
|
|
static const char ManualOrderBestExecution[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityIDSource {
|
|
|
|
static const char CUSIP[];
|
|
static const char SEDOL[];
|
|
static const char QUIK[];
|
|
static const char ISINNumber[];
|
|
static const char RICCode[];
|
|
static const char ISOCurrencyCode[];
|
|
static const char ISOCountryCode[];
|
|
static const char ExchangeSymbol[];
|
|
static const char ConsolidatedTapeAssociationCTASymbolSIACCTSCQSLineFormat[];
|
|
static const char BloombergSymbol[];
|
|
static const char Wertpapier[];
|
|
static const char Dutch[];
|
|
static const char Valoren[];
|
|
static const char Sicovam[];
|
|
static const char Belgian[];
|
|
static const char CommonClearstreamAndEuroclear[];
|
|
static const char ClearingHouseClearingOrganization[];
|
|
static const char ISDAFpMLProductSpecificationXMLInEncodedSecurityDesc[];
|
|
static const char OptionPriceReportingAuthority[];
|
|
static const char LetterOfCredit[];
|
|
static const char ISDAFpMLProductURLURLInSecurityID[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOIQltyInd {
|
|
|
|
static const char High[];
|
|
static const char Low[];
|
|
static const char Medium[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOITransType {
|
|
|
|
static const char Cancel[];
|
|
static const char New[];
|
|
static const char Replace[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LastCapacity {
|
|
|
|
static const char Agent[];
|
|
static const char CrossAsAgent[];
|
|
static const char CrossAsPrincipal[];
|
|
static const char Principal[];
|
|
};
|
|
|
|
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 QuoteResponse[];
|
|
static const char Confirmation[];
|
|
static const char PositionMaintenanceRequest[];
|
|
static const char PositionMaintenanceReport[];
|
|
static const char RequestForPositions[];
|
|
static const char RequestForPositionsAck[];
|
|
static const char PositionReport[];
|
|
static const char TradeCaptureReportRequestAck[];
|
|
static const char TradeCaptureReportAck[];
|
|
static const char AllocationReportAKAAllocationClaim[];
|
|
static const char AllocationReportAckAKAAllocationClaimAck[];
|
|
static const char ConfirmationAckAKAAffirmation[];
|
|
static const char SettlementInstructionRequest[];
|
|
static const char AssignmentReport[];
|
|
static const char CollateralRequest[];
|
|
static const char CollateralAssignment[];
|
|
static const char CollateralResponse[];
|
|
static const char News[];
|
|
static const char MassQuoteAcknowledgement[];
|
|
static const char CollateralReport[];
|
|
static const char CollateralInquiry[];
|
|
static const char NetworkCounterpartySystemStatusRequest[];
|
|
static const char NetworkCounterpartySystemStatusResponse[];
|
|
static const char UserRequest[];
|
|
static const char UserResponse[];
|
|
static const char CollateralInquiryAck[];
|
|
static const char ConfirmationRequest[];
|
|
static const char Email[];
|
|
static const char SecurityDefinitionRequest[];
|
|
static const char SecurityDefinition[];
|
|
static const char NewOrderSingle[];
|
|
static const char SecurityStatusRequest[];
|
|
static const char NewOrderList[];
|
|
static const char OrderCancelRequest[];
|
|
static const char SecurityStatus[];
|
|
static const char OrderCancelReplaceRequestAKAOrderModificationRequest[];
|
|
static const char TradingSessionStatusRequest[];
|
|
static const char OrderStatusRequest[];
|
|
static const char TradingSessionStatus[];
|
|
static const char MassQuote[];
|
|
static const char BusinessMessageReject[];
|
|
static const char AllocationInstruction[];
|
|
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 AllocationInstructionAck[];
|
|
static const char OrderMassCancelRequest[];
|
|
static const char DonTKnowTradeDK[];
|
|
static const char QuoteRequest[];
|
|
static const char OrderMassCancelReport[];
|
|
static const char Quote[];
|
|
static const char NewOrderCross[];
|
|
static const char SettlementInstructions[];
|
|
static const char CrossOrderCancelReplaceRequestAKACrossOrderModificationRequest[];
|
|
static const char CrossOrderCancelRequest[];
|
|
static const char MarketDataRequest[];
|
|
static const char SecurityTypeRequest[];
|
|
static const char SecurityTypes[];
|
|
static const char MarketDataSnapshotFullRefresh[];
|
|
static const char SecurityListRequest[];
|
|
static const char MarketDataIncrementalRefresh[];
|
|
static const char MarketDataRequestReject[];
|
|
static const char SecurityList[];
|
|
static const char QuoteCancel[];
|
|
static const char DerivativeSecurityListRequest[];
|
|
static const char ContraryIntentionReport[];
|
|
static const char SecurityDefinitionUpdateReport[];
|
|
static const char SecurityListUpdateReport[];
|
|
static const char AdjustedPositionReport[];
|
|
static const char AllocationInstructionAlert[];
|
|
static const char ExecutionAcknowledgement[];
|
|
static const char TradingSessionList[];
|
|
static const char TradingSessionListRequest[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrdStatus {
|
|
|
|
static const char New[];
|
|
static const char PartiallyFilled[];
|
|
static const char Filled[];
|
|
static const char DoneForDay[];
|
|
static const char Canceled[];
|
|
static const char PendingCancelIEResultOfOrderCancelRequest[];
|
|
static const char Stopped[];
|
|
static const char Rejected[];
|
|
static const char Suspended[];
|
|
static const char PendingNew[];
|
|
static const char Calculated[];
|
|
static const char Expired[];
|
|
static const char AcceptedForBidding[];
|
|
static const char PendingReplaceIEResultOfOrderCancelReplaceRequest[];
|
|
static const char ReplacedNoLongerUsed[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrdType {
|
|
|
|
static const char Market[];
|
|
static const char Limit[];
|
|
static const char StopStopLoss[];
|
|
static const char StopLimit[];
|
|
static const char MarketOnCloseNoLongerUsed[];
|
|
static const char WithOrWithout[];
|
|
static const char LimitOrBetter[];
|
|
static const char LimitWithOrWithout[];
|
|
static const char OnBasis[];
|
|
static const char OnCloseNoLongerUsed[];
|
|
static const char LimitOnCloseNoLongerUsed[];
|
|
static const char ForexMarketNoLongerUsed[];
|
|
static const char PreviouslyQuoted[];
|
|
static const char PreviouslyIndicated[];
|
|
static const char ForexLimitNoLongerUsed[];
|
|
static const char ForexSwap[];
|
|
static const char ForexPreviouslyQuotedNoLongerUsed[];
|
|
static const char FunariLimitDayOrderWithUnexecutedPortionHandlesAsMarketOnCloseEGJapan[];
|
|
static const char MarketIfTouchedMIT[];
|
|
static const char
|
|
MarketWithLeftOverAsLimitMarketOrderWithUnexecutedQuantityBecomingLimitOrderAtLastPrice[];
|
|
static const char PreviousFundValuationPointHistoricPricingForCIV[];
|
|
static const char NextFundValuationPointForwardPricingForCIV[];
|
|
static const char Pegged[];
|
|
static const char CounterOrderSelection[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PossDupFlag {
|
|
|
|
static const char OriginalTransmission[];
|
|
static const char PossibleDuplicate[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Side {
|
|
|
|
static const char Buy[];
|
|
static const char Sell[];
|
|
static const char BuyMinus[];
|
|
static const char SellPlus[];
|
|
static const char SellShort[];
|
|
static const char SellShortExempt[];
|
|
static const char UndisclosedValidForIOIAndListOrderMessagesOnly[];
|
|
static const char CrossOrdersWhereCounterpartyIsAnExchangeValidForAllMessagesExceptIOIs[];
|
|
static const char CrossShort[];
|
|
static const char CrossShortExxmpt[];
|
|
static const char AsDefinedForUseWithMultilegInstruments[];
|
|
static const char OppositeForUseWithMultilegInstruments[];
|
|
static const char SubscribeEGCIV[];
|
|
static const char RedeemEGCIV[];
|
|
static const char LendFINANCINGIdentifiesDirectionOfCollateral[];
|
|
static const char BorrowFINANCINGIdentifiesDirectionOfCollateral[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TimeInForce {
|
|
|
|
static const char DayOrSession[];
|
|
static const char GoodTillCancelGTC[];
|
|
static const char AtTheOpeningOPG[];
|
|
static const char ImmediateOrCancelIOC[];
|
|
static const char FillOrKillFOK[];
|
|
static const char GoodTillCrossingGTX[];
|
|
static const char GoodTillDateGTD[];
|
|
static const char AtTheClose[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Urgency {
|
|
|
|
static const char Normal[];
|
|
static const char Flash[];
|
|
static const char Background[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlType {
|
|
|
|
static const char RegularFXSpotSettlementTplus1OrTplus2DependingOnCurrency[];
|
|
static const char CashTODTplus0[];
|
|
static const char NextDayTOMTplus1[];
|
|
static const char Tplus2[];
|
|
static const char Tplus3[];
|
|
static const char Tplus4[];
|
|
static const char Future[];
|
|
static const char WhenAndIfIssued[];
|
|
static const char SellersOption[];
|
|
static const char Tplus5[];
|
|
static const char FXSpotNextSettlementSpotplus1AkaNextDay[];
|
|
static const char BrokenDateForFXExpressingNonStandardTenorSettlDate64MustBeSpecified[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SymbolSfx {
|
|
|
|
static const char EUCPWithLumpSumInterestRatherThanDiscountPrice[];
|
|
static const char WhenIssuedForASecurityToBeReissuedUnderAnOldCUSIPOrISIN[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocTransType {
|
|
|
|
static const char New[];
|
|
static const char Replace[];
|
|
static const char Cancel[];
|
|
static const char PreliminaryWithoutMiscFeesAndNetMoneyRemovedReplaced[];
|
|
static const char CalculatedIncludesMiscFeesAndNetMoneyRemovedReplaced[];
|
|
static const char CalculatedWithoutPreliminarySentUnsolicitedByBrokerIncludesMiscFeesAndNetMoneyRemovedReplaced[];
|
|
static const char Reversal[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PositionEffect {
|
|
|
|
static const char Close[];
|
|
static const char FIFO[];
|
|
static const char Open[];
|
|
static const char Rolled[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ProcessCode {
|
|
|
|
static const char Regular[];
|
|
static const char SoftDollar[];
|
|
static const char StepIn[];
|
|
static const char StepOut[];
|
|
static const char SoftDollarStepIn[];
|
|
static const char SoftDollarStepOut[];
|
|
static const char PlanSponsor[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocStatus {
|
|
|
|
static const char acceptedSuccessfullyProcessed[];
|
|
static const char blockLevelReject[];
|
|
static const char accountLevelReject[];
|
|
static const char receivedReceivedNotYetProcessed[];
|
|
static const char incomplete[];
|
|
static const char rejectedByIntermediary[];
|
|
static const char allocationPending[];
|
|
static const char reversed[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocRejCode {
|
|
|
|
static const char UnknownAccountS[];
|
|
static const char IncorrectQuantity[];
|
|
static const char UnknownOrStaleExecID[];
|
|
static const char MismatchedData[];
|
|
static const char UnknownClOrdID[];
|
|
static const char WarehouseRequestRejected[];
|
|
static const char IncorrectAveragegPrice[];
|
|
static const char UnknownExecutingBrokerMnemonic[];
|
|
static const char CommissionDifference[];
|
|
static const char UnknownOrderID37[];
|
|
static const char UnknownListID66[];
|
|
static const char OtherFurtherInText58[];
|
|
static const char IncorrectAllocatedQuantity[];
|
|
static const char CalculationDifference[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API EmailType {
|
|
|
|
static const char New[];
|
|
static const char Reply[];
|
|
static const char AdminReply[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PossResend {
|
|
|
|
static const char OriginalTransmission[];
|
|
static const char PossibleResend[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API EncryptMethod {
|
|
|
|
static const char NoneOther[];
|
|
static const char PKCSProprietary[];
|
|
static const char DESECBMode[];
|
|
static const char PKCSDESProprietary[];
|
|
static const char PGPDESDefunct[];
|
|
static const char PGPDESMD5SeeAppNoteOnFIXWebSite[];
|
|
static const char PEMDESMD5SeeAppNoteOnFIXWebSite[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CxlRejReason {
|
|
|
|
static const char TooLateToCancel[];
|
|
static const char UnknownOrder[];
|
|
static const char BrokerExchangeOption[];
|
|
static const char OrderAlreadyInPendingCancelOrPendingReplaceStatus[];
|
|
static const char UnableToProcessOrderMassCancelRequest[];
|
|
static const char OrigOrdModTime586DidNotMatchLastTransactTime60OfOrder[];
|
|
static const char DuplicateClOrdID11Received[];
|
|
static const char Other[];
|
|
static const char InvalidPriceIncrement[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrdRejReason {
|
|
|
|
static const char BrokerExchangeOption[];
|
|
static const char UnknownSymbol[];
|
|
static const char InvalidInvestorID[];
|
|
static const char UnsupportedOrderCharacteristic[];
|
|
static const char SurveillenceOption[];
|
|
static const char IncorrectQuantity[];
|
|
static const char IncorrectAllocatedQuantity[];
|
|
static const char UnknownAccountS[];
|
|
static const char ExchangeClosed[];
|
|
static const char OrderExceedsLimit[];
|
|
static const char TooLateToEnter[];
|
|
static const char UnknownOrder[];
|
|
static const char DuplicateOrderEGDupeClOrdID[];
|
|
static const char DuplicateOfAVerballyCommunicatedOrder[];
|
|
static const char StaleOrder[];
|
|
static const char TradeAlongRequired[];
|
|
static const char Other[];
|
|
static const char InvalidPriceIncrement[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOIQualifier {
|
|
|
|
static const char AllOrNoneAON[];
|
|
static const char MarketOnCloseMOCHeldToClose[];
|
|
static const char AtTheCloseAroundNotHeldToClose[];
|
|
static const char VWAPVolumeWeightedAveragePrice[];
|
|
static const char InTouchWith[];
|
|
static const char Limit[];
|
|
static const char MoreBehind[];
|
|
static const char AtTheOpen[];
|
|
static const char TakingAPosition[];
|
|
static const char AtTheMarketPreviouslyCalledCurrentQuote[];
|
|
static const char ReadyToTrade[];
|
|
static const char PortfolioShown[];
|
|
static const char ThroughTheDay[];
|
|
static const char Versus[];
|
|
static const char IndidcationWorkingAway[];
|
|
static const char CrossingOpportunity[];
|
|
static const char AtTheMidpoint[];
|
|
static const char PreOpen[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ReportToExch {
|
|
|
|
static const char IndicatesThePartySendingMessageWillReportTrade[];
|
|
static const char IndicatesThePartyReceivingMessageMustReportTrade[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LocateReqd {
|
|
|
|
static const char IndicatesTheBrokerIsNotRequiredToLocate[];
|
|
static const char IndicatesTheBrokerIsResponsibleForLocatingTheStock[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ForexReq {
|
|
|
|
static const char DoNotExecuteForexAfterSecurityTrade[];
|
|
static const char ExecuteForexAfterSecurityTrade[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API GapFillFlag {
|
|
|
|
static const char SequenceResetIgnoreMsgSeqNumNAForFIXMLNotUsed[];
|
|
static const char GapFillMessageMsgSeqNumFieldValid[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DKReason {
|
|
|
|
static const char UnknownSymbol[];
|
|
static const char WrongSide[];
|
|
static const char QuantityExceedsOrder[];
|
|
static const char NoMatchingOrder[];
|
|
static const char PriceExceedsLimit[];
|
|
static const char CalculationDifference[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOINaturalFlag {
|
|
|
|
static const char NotNatural[];
|
|
static const char Natural[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MiscFeeType {
|
|
|
|
static const char RegulatoryEGSEC[];
|
|
static const char PerTransaction[];
|
|
static const char Conversion[];
|
|
static const char Agent[];
|
|
static const char Tax[];
|
|
static const char LocalCommission[];
|
|
static const char ExchangeFees[];
|
|
static const char Stamp[];
|
|
static const char Levy[];
|
|
static const char Other[];
|
|
static const char Markup[];
|
|
static const char ConsumptionTax[];
|
|
static const char TransferFee[];
|
|
static const char SecurityLending[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ResetSeqNumFlag {
|
|
|
|
static const char No[];
|
|
static const char Yes[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecType {
|
|
|
|
static const char New[];
|
|
static const char DoneForDay[];
|
|
static const char Canceled[];
|
|
static const char Replaced[];
|
|
static const char PendingCancel[];
|
|
static const char Stopped[];
|
|
static const char Rejected[];
|
|
static const char Suspended[];
|
|
static const char PendingNew[];
|
|
static const char Calculated[];
|
|
static const char Expired[];
|
|
static const char Restated[];
|
|
static const char PendingReplace[];
|
|
static const char TradePartialFillOrFill[];
|
|
static const char TradeCorrect[];
|
|
static const char TradeCancel[];
|
|
static const char OrderStatus[];
|
|
static const char TradeInAClearingHold[];
|
|
static const char TradeHasBeenReleasedToClearing[];
|
|
static const char TriggeredOrActivatedBySystem[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlInstMode {
|
|
|
|
static const char DefaultReplaced[];
|
|
static const char StandingInstructionsProvided[];
|
|
static const char SpecificAllocationAccountOverridingReplaced[];
|
|
static const char SpecificAllocationAccountStandingReplaced[];
|
|
static const char SpecificOrderForASingleAccountForCIV[];
|
|
static const char RequestReject[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlInstTransType {
|
|
|
|
static const char Cancel[];
|
|
static const char New[];
|
|
static const char Replace[];
|
|
static const char Restate[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlInstSource {
|
|
|
|
static const char BrokerSInstructions[];
|
|
static const char InstitutionSInstructions[];
|
|
static const char InvestorEGCIVUse[];
|
|
};
|
|
|
|
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 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 BuySellback[];
|
|
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 EuroCertificateOfDeposit[];
|
|
static const char EuroCorporateBond[];
|
|
static const char EuroCommercialPaper[];
|
|
static const char EuroSovereigns[];
|
|
static const char EuroSupranationalCoupons[];
|
|
static const char FederalAgencyCoupon[];
|
|
static const char FederalAgencyDiscountNote[];
|
|
static const char ForeignExchangeContract[];
|
|
static const char Forward[];
|
|
static const char Future[];
|
|
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 MutualFund[];
|
|
static const char MortgageInterestOnly[];
|
|
static const char MultilegInstrument[];
|
|
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 Option[];
|
|
static const char PrivateExportFunding[];
|
|
static const char Pfandbriefe[];
|
|
static const char PromissoryNote[];
|
|
static const char PreferredStock[];
|
|
static const char PlazosFijos[];
|
|
static const char RevenueAnticipationNote[];
|
|
static const char Replaced[];
|
|
static const char Repurchase[];
|
|
static const char Retired[];
|
|
static const char RevenueBonds[];
|
|
static const char RevolverLoan[];
|
|
static const char RevolverTermLoan[];
|
|
static const char SecuritiesLoan[];
|
|
static const char SecuritiesPledge[];
|
|
static const char SpecialAssessment[];
|
|
static const char SpecialObligation[];
|
|
static const char SpecialTax[];
|
|
static const char ShortTermLoanNote[];
|
|
static const char StructuredNotes[];
|
|
static const char USDSupranationalCoupons[];
|
|
static const char SwingLineFacility[];
|
|
static const char TaxAnticipationNote[];
|
|
static const char TaxAllocation[];
|
|
static const char ToBeAnnounced[];
|
|
static const char USTreasuryBill[];
|
|
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 USTreasuryNote[];
|
|
static const char PrincipalStripFromANonCallableBondOrNote[];
|
|
static const char TaxRevenueAnticipationNote[];
|
|
static const char USTreasuryNoteDeprecatedValueUseTNOTE[];
|
|
static const char USTreasuryBillDeprecatedValueUseTBILL[];
|
|
static const char VariableRateDemandNote[];
|
|
static const char Warrant[];
|
|
static const char Withdrawn[];
|
|
static const char WildcardEntryWasIn44UsedOnSecurityDefinitionRequestMessage[];
|
|
static const char ExtendedCommNote[];
|
|
static const char IndexedLinked[];
|
|
static const char YankeeCorporateBond[];
|
|
static const char YankeeCertificateOfDeposit[];
|
|
static const char OptionsOnPhysical[];
|
|
static const char OptionsOnFutures[];
|
|
static const char Cash[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API StandInstDbType {
|
|
|
|
static const char Other[];
|
|
static const char DTCSID[];
|
|
static const char ThomsonALERT[];
|
|
static const char AGlobalCustodianStandInstDBName70MustBeProvided[];
|
|
static const char AccountNet[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocLinkType {
|
|
|
|
static const char FXNetting[];
|
|
static const char FXSwap[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PutOrCall {
|
|
|
|
static const char Put[];
|
|
static const char Call[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CoveredOrUncovered {
|
|
|
|
static const char Covered[];
|
|
static const char Uncovered[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CustomerOrFirm {
|
|
|
|
static const char Customer[];
|
|
static const char Firm[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API NotifyBrokerOfCredit {
|
|
|
|
static const char DetailsShoultNotBeCommunicated[];
|
|
static const char DetailsShouldBeCommunicated[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocHandlInst {
|
|
|
|
static const char Match[];
|
|
static const char Forward[];
|
|
static const char ForwardAndMatch[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RoutingType {
|
|
|
|
static const char TargetFirm[];
|
|
static const char TargetList[];
|
|
static const char BlockFirm[];
|
|
static const char BlockList[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Benchmark {
|
|
|
|
static const char CURVE[];
|
|
static const char n5YR[];
|
|
static const char OLD5[];
|
|
static const char n10YR[];
|
|
static const char OLD10[];
|
|
static const char n30YR[];
|
|
static const char OLD30[];
|
|
static const char n3MOLIBOR[];
|
|
static const char n6MOLIBOR[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BenchmarkCurveName {
|
|
|
|
static const char EONIA[];
|
|
static const char EUREPO[];
|
|
static const char Euribor[];
|
|
static const char FutureSWAP[];
|
|
static const char LIBID[];
|
|
static const char LIBORLondonInterBankOffer[];
|
|
static const char MuniAAA[];
|
|
static const char OTHER[];
|
|
static const char Pfandbriefe[];
|
|
static const char SONIA[];
|
|
static const char SWAP[];
|
|
static const char Treasury[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API StipulationType {
|
|
|
|
static const char AbsolutePrepaymentSpeed[];
|
|
static const char AlternativeMinimumTaxYN[];
|
|
static const char AutoReinvestmentAtOrBetter[];
|
|
static const char BankQualifiedYN[];
|
|
static const char BargainConditionsSeeStipulationValue234ForValues[];
|
|
static const char CouponRange[];
|
|
static const char ConstantPrepaymentPenalty[];
|
|
static const char ConstantPrepaymentRate[];
|
|
static const char ConstantPrepaymentYield[];
|
|
static const char ISOCurrencyCode[];
|
|
static const char CustomStartEndDate[];
|
|
static const char GeographicsAndPercentRangeEx234CA080MinimumOf80PercentCaliforniaAssets[];
|
|
static const char ValuationDiscount[];
|
|
static const char finalCPROfHomeEquityPrepaymentCurve[];
|
|
static const char InsuredYN[];
|
|
static const char YearOrYearMonthOfIssueEx234200209[];
|
|
static const char IssuerSTicker[];
|
|
static const char issueSizeRange[];
|
|
static const char LookbackDays[];
|
|
static const char ExplicitLotIdentifier[];
|
|
static const char LotVarianceValueInPercentMaximumOverOrUnderAllocationAllowed[];
|
|
static const char MaturityYearAndMonth[];
|
|
static const char MaturityRange[];
|
|
static const char MaximumSubstitutionsRepo[];
|
|
static const char PercentOfManufacturedHousingPrepaymentCurve[];
|
|
static const char MinimumDenomination[];
|
|
static const char MinimumIncrement[];
|
|
static const char MinimumQuantity[];
|
|
static const char MonthlyPrepaymentRate[];
|
|
static const char PaymentFrequencyCalendar[];
|
|
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 PriceRange[];
|
|
static const char PricingFrequency[];
|
|
static const char ProductionYear[];
|
|
static const char CallProtection[];
|
|
static const char PercentOfBMAPrepaymentCurve[];
|
|
static const char Purpose[];
|
|
static const char BenchmarkPriceSource[];
|
|
static const char RatingSourceAndRange[];
|
|
static const char TypeOfRedemptionValuesAreNonCallablePrefundedEscrowedToMaturityPutableConvertible[];
|
|
static const char RestrictedYN[];
|
|
static const char MarketSector[];
|
|
static const char SecurityTypeIncludedOrExcluded[];
|
|
static const char SingleMonthlyMortality[];
|
|
static const char Structure[];
|
|
static const char SubstitutionsFrequencyRepo[];
|
|
static const char SubstitutionsLeftRepo[];
|
|
static const char FreeformText[];
|
|
static const char TradeVarianceValueInPercentMaximumOverOrUnderAllocationAllowed[];
|
|
static const char WeightedAverageCouponValueInPercentExactOrRangePlusGrossOrNetOfServicingSpreadTheDefaultEx23465NetMinimumOf65PercentNetOfServicingFee[];
|
|
static const char WeightedAverageLifeCouponValueInPercentExactOrRange[];
|
|
static const char WeightedAverageLoanAgeValueInMonthsExactOrRange[];
|
|
static const char WeightedAverageMaturityValueInMonthsExactOrRange[];
|
|
static const char WholePoolYN[];
|
|
static const char YieldRange[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API YieldType {
|
|
static const char AfterTaxYieldMunicipals[];
|
|
static const char AnnualYield[];
|
|
static const char YieldAtIssueMunicipals[];
|
|
static const char YieldToAvgMaturity[];
|
|
static const char BookYield[];
|
|
static const char YieldToNextCall[];
|
|
static const char YieldChangeSinceClose[];
|
|
static const char ClosingYield[];
|
|
static const char CompoundYield[];
|
|
static const char CurrentYield[];
|
|
static const char GvntEquivalentYield[];
|
|
static const char TrueGrossYield[];
|
|
static const char YieldWithInflationAssumption[];
|
|
static const char InverseFloaterBondYield[];
|
|
static const char MostRecentClosingYield[];
|
|
static const char ClosingYieldMostRecentMonth[];
|
|
static const char ClosingYieldMostRecentQuarter[];
|
|
static const char ClosingYieldMostRecentYear[];
|
|
static const char YieldToLongestAverageLife[];
|
|
static const char MarkToMarketYield[];
|
|
static const char YieldToMaturity[];
|
|
static const char YieldToNextRefundSinkingFundBonds[];
|
|
static const char OpenAverageYield[];
|
|
static const char PreviousCloseYield[];
|
|
static const char ProceedsYield[];
|
|
static const char YieldToNextPut[];
|
|
static const char SemiAnnualYield[];
|
|
static const char YieldToShortestAverageLife[];
|
|
static const char SimpleYield[];
|
|
static const char TaxEquivalentYield[];
|
|
static const char YieldToTenderDate[];
|
|
static const char TrueYield[];
|
|
static const char YieldValueOf132[];
|
|
static const char YieldToWorst[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradedFlatSwitch {
|
|
static const char NotTradedFlat[];
|
|
static const char TradedFlat[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SubscriptionRequestType {
|
|
static const char Snapshot[];
|
|
static const char SnapshotplusUpdatesSubscribe[];
|
|
static const char DisablePreviousSnapshotplusUpdateRequestUnsubscribe[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDUpdateType {
|
|
static const char FullRefresh[];
|
|
static const char IncrementalRefresh[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDEntryType {
|
|
|
|
static const char Bid[];
|
|
static const char Offer[];
|
|
static const char Trade[];
|
|
static const char IndexValue[];
|
|
static const char OpeningPrice[];
|
|
static const char ClosingPrice[];
|
|
static const char SettlementPrice[];
|
|
static const char TradingSessionHighPrice[];
|
|
static const char TradingSessionLowPrice[];
|
|
static const char TradingSessionVWAPPrice[];
|
|
static const char Imbalance[];
|
|
static const char TradeVolume[];
|
|
static const char OpenInterest[];
|
|
static const char CompositeUnderlyingPrice[];
|
|
static const char SimulatedSellPrice[];
|
|
static const char SimulatedBuyPrice[];
|
|
static const char MarginRate[];
|
|
static const char MidPrice[];
|
|
static const char EmptyBook[];
|
|
static const char SettleHighPrice[];
|
|
static const char SettleLowPrice[];
|
|
static const char PriorSettlePrice[];
|
|
static const char SessionHighBid[];
|
|
static const char SessionLowOffer[];
|
|
static const char EarlyPrices[];
|
|
static const char AuctionClearingPrice[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TickDirection {
|
|
|
|
static const char PlusTick[];
|
|
static const char ZeroPlusTick[];
|
|
static const char MinusTick[];
|
|
static const char ZeroMinusTick[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteCondition {
|
|
|
|
static const char OpenActive[];
|
|
static const char ClosedInactive[];
|
|
static const char ExchangeBest[];
|
|
static const char ConsolidatedBest[];
|
|
static const char Locked[];
|
|
static const char Crossed[];
|
|
static const char Depth[];
|
|
static const char FastTrading[];
|
|
static const char NonFirm[];
|
|
static const char ManualSlowQuote[];
|
|
static const char OutrightPrice[];
|
|
static const char ImpliedPrice[];
|
|
static const char DepthOnOffer[];
|
|
static const char DepthOnBid[];
|
|
static const char Closing[];
|
|
static const char NewsDissemination[];
|
|
static const char TradingRange[];
|
|
static const char OrderInflux[];
|
|
static const char DueToRelated[];
|
|
static const char NewsPending[];
|
|
static const char AdditionalInfo[];
|
|
static const char AdditionalInfoDueToRelated[];
|
|
static const char Resume[];
|
|
static const char ViewOfCommon[];
|
|
static const char VolumeAlert[];
|
|
static const char OrderImbalance[];
|
|
static const char EquipmentChangeover[];
|
|
static const char NoOpenNoResume[];
|
|
static const char RegularETH[];
|
|
static const char AutomaticExecution[];
|
|
static const char AutomaticExecutionETH[];
|
|
static const char FastMarketETH[];
|
|
static const char InactiveETH[];
|
|
static const char Rotation[];
|
|
static const char RotationETH[];
|
|
static const char Halt[];
|
|
static const char HaltETH[];
|
|
static const char DueToNewsDissemination[];
|
|
static const char DueToNewsPending[];
|
|
static const char TradingResume[];
|
|
static const char OutOfSequence[];
|
|
static const char BidSpecialist[];
|
|
static const char OfferSpecialist[];
|
|
static const char BidOfferSpecialist[];
|
|
static const char EndOfDaySAM[];
|
|
static const char ForbiddenSAM[];
|
|
static const char FrozenSAM[];
|
|
static const char PreOpeningSAM[];
|
|
static const char OpeningSAM[];
|
|
static const char OpenSAM[];
|
|
static const char SurveillanceSAM[];
|
|
static const char SuspendedSAM[];
|
|
static const char ReservedSAM[];
|
|
static const char NoActiveSAM[];
|
|
static const char Restricted[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeCondition {
|
|
|
|
static const char CashOnlyMarket[];
|
|
static const char AveragePriceTrade[];
|
|
static const char CashTradeSameDayClearing[];
|
|
static const char NextDayOnlyMarket[];
|
|
static const char OpeningReopeningTradeDetail[];
|
|
static const char IntradayTradeDetail[];
|
|
static const char Rule127TradeNYSE[];
|
|
static const char Rule155TradeAMEX[];
|
|
static const char SoldLastLateReporting[];
|
|
static const char NextDayTradeNextDayClearing[];
|
|
static const char OpenedLateReportOfOpenedTrade[];
|
|
static const char Seller[];
|
|
static const char SoldOutOfSequence[];
|
|
static const char StoppedStockGuaranteeOfPriceButDoesNotExecuteTheOrder[];
|
|
static const char ImbalanceMoreBuyersCannotBeUsedInCombinationWithQ[];
|
|
static const char ImbalanceMoreSellersCannotBeUsedInCombinationWithP[];
|
|
static const char OpeningPrice[];
|
|
static const char TradesResultingFromManualSlowQuote[];
|
|
static const char TradesResultingFromIntermarketSweep[];
|
|
static const char BargainConditionLSE[];
|
|
static const char ConvertedPriceIndicator[];
|
|
static const char ExchangeLast[];
|
|
static const char FinalPriceOfSession[];
|
|
static const char ExPit[];
|
|
static const char Crossed[];
|
|
static const char Cancel[];
|
|
static const char VolumeOnly[];
|
|
static const char DirectPlus[];
|
|
static const char Acquisition[];
|
|
static const char Bunched[];
|
|
static const char Distribution[];
|
|
static const char BunchedSale[];
|
|
static const char SplitTrade[];
|
|
static const char CancelStopped[];
|
|
static const char CancelETH[];
|
|
static const char CancelStoppedETH[];
|
|
static const char OutOfSequenceETH[];
|
|
static const char CancelLastETH[];
|
|
static const char SoldLastSaleETH[];
|
|
static const char CancelLast[];
|
|
static const char SoldLastSale[];
|
|
static const char CancelOpen[];
|
|
static const char CancelOpenETH[];
|
|
static const char OpenedSaleETH[];
|
|
static const char CancelOnly[];
|
|
static const char CancelOnlyETH[];
|
|
static const char LateOpenETH[];
|
|
static const char AutoExecutionETH[];
|
|
static const char Reopen[];
|
|
static const char ReopenETH[];
|
|
static const char Adjusted[];
|
|
static const char AdjustedETH[];
|
|
static const char Spread[];
|
|
static const char SpreadETH[];
|
|
static const char Straddle[];
|
|
static const char StraddleETH[];
|
|
static const char Stopped[];
|
|
static const char StoppedETH[];
|
|
static const char RegularETH[];
|
|
static const char Combo[];
|
|
static const char ComboETH[];
|
|
static const char OfficialClosingPrice[];
|
|
static const char PriorReferencePrice[];
|
|
static const char StoppedSoldLast[];
|
|
static const char StoppedOutOfSequence[];
|
|
static const char OfficalClosingPrice[];
|
|
static const char CrossedTrade[];
|
|
static const char FastMarket[];
|
|
static const char AutomaticExecution[];
|
|
static const char FormT[];
|
|
static const char BasketIndex[];
|
|
static const char BurstBasket[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDUpdateAction {
|
|
|
|
static const char New[];
|
|
static const char Change[];
|
|
static const char Delete[];
|
|
static const char DeleteThru[];
|
|
static const char DeleteFrom[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDReqRejReason {
|
|
|
|
static const char UnknownSymbol[];
|
|
static const char DuplicateMDReqID[];
|
|
static const char InsufficientBandwidth[];
|
|
static const char InsufficientPermissions[];
|
|
static const char UnsupportedSubscriptionRequestType[];
|
|
static const char UnsupportedMarketDepth[];
|
|
static const char UnsupportedMDUpdateType[];
|
|
static const char UnsupportedAggregatedBook[];
|
|
static const char UnsupportedMDEntryType[];
|
|
static const char UnsupportedTradingSessionID[];
|
|
static const char UnsupportedScope[];
|
|
static const char UnsupportedOpenCloseSettleFlag[];
|
|
static const char UnsupportedMDImplicitDelete[];
|
|
static const char InsufficientCredit[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DeleteReason {
|
|
|
|
static const char CancellationTradeBust[];
|
|
static const char Error[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OpenCloseSettlFlag {
|
|
|
|
static const char DailyOpenCloseSettlementEntry[];
|
|
static const char SessionOpenCloseSettlementEntry[];
|
|
static const char DeliverySettlementEntry[];
|
|
static const char ExpectedEntry[];
|
|
static const char EntryFromPreviousBusinessDay[];
|
|
static const char TheoreticalPriceValue[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API FinancialStatus {
|
|
|
|
static const char Bankrupt[];
|
|
static const char PendingDelisting[];
|
|
static const char Restricted[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CorporateAction {
|
|
|
|
static const char ExDividend[];
|
|
static const char ExDistribution[];
|
|
static const char ExRights[];
|
|
static const char New[];
|
|
static const char ExInterest[];
|
|
static const char CashDividend[];
|
|
static const char StockDividend[];
|
|
static const char NonIntegerStockSplit[];
|
|
static const char ReverseStockSplit[];
|
|
static const char StandardIntegerStockSplit[];
|
|
static const char PositionConsolidation[];
|
|
static const char LiquidationReorganization[];
|
|
static const char MergerReorganization[];
|
|
static const char RightsOffering[];
|
|
static const char ShareholderMeeting[];
|
|
static const char Spinoff[];
|
|
static const char TenderOffer[];
|
|
static const char Warrant[];
|
|
static const char SpecialAction[];
|
|
static const char SymbolConversion[];
|
|
static const char CUSIPNameChange[];
|
|
static const char LeapRollover[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteStatus {
|
|
|
|
static const char Accepted[];
|
|
static const char CancelForSymbolS[];
|
|
static const char Pending[];
|
|
static const char Pass[];
|
|
static const char LockedMarketWarning[];
|
|
static const char CrossMarketWarning[];
|
|
static const char CanceledDueToLockMarket[];
|
|
static const char CanceledDueToCrossMarket[];
|
|
static const char CanceledForSecurityTypeS[];
|
|
static const char CanceledForUnderlying[];
|
|
static const char CanceledAll[];
|
|
static const char Rejected[];
|
|
static const char RemovedFromMarket[];
|
|
static const char Expired[];
|
|
static const char Query[];
|
|
static const char QuoteNotFound[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteCancelType {
|
|
|
|
static const char CancelForSymbolS[];
|
|
static const char CancelForSecurityTypeS[];
|
|
static const char CancelForUnderlyingSymbol[];
|
|
static const char CancelAllQuotes[];
|
|
static const char CancelQuoteSpecifiedInQuoteID[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteRejectReason {
|
|
|
|
static const char UnknownSymbolSecurity[];
|
|
static const char ExchangeSecurityClosed[];
|
|
static const char QuoteRequestExceedsLimit[];
|
|
static const char TooLateToEnter[];
|
|
static const char UnknownQuote[];
|
|
static const char DuplicateQuote[];
|
|
static const char InvalidBidAskSpread[];
|
|
static const char InvalidPrice[];
|
|
static const char NotAuthorizedToQuoteSecurity[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteResponseLevel {
|
|
|
|
static const char NoAcknowledgementDefault[];
|
|
static const char AcknowledgeOnlyNegativeOrErroneousQuotes[];
|
|
static const char AcknowledgeEachQuoteMessages[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteRequestType {
|
|
|
|
static const char Manual[];
|
|
static const char Automatic[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityRequestType {
|
|
|
|
static const char RequestSecurityIdentityAndSpecifications[];
|
|
static const char RequestSecurityIdentityForTheSpecificationsProvidedNameOfTheSecurityIsNotSupplied[];
|
|
static const char RequestListSecurityTypes[];
|
|
static const char RequestListSecuritiesCanBeQualifiedWithSymbolSecurityTypeTradingSessionIDSecurityExchangeIfProvidedThenOnlyListSecuritiesForTheSpecificType[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityResponseType {
|
|
|
|
static const char AcceptSecurityProposalAsIs[];
|
|
static const char AcceptSecurityProposalWithRevisionsAsIndicatedInTheMessage[];
|
|
static const char ListOfSecurityTypesReturnedPerRequest[];
|
|
static const char ListOfSecuritiesReturnedPerRequest[];
|
|
static const char RejectSecurityProposal[];
|
|
static const char CannotMatchSelectionCriteria[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API UnsolicitedIndicator {
|
|
|
|
static const char MessageIsBeingSentAsAResultOfAPriorRequest[];
|
|
static const char MessageIsBeingSecntUnsolicited[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityTradingStatus {
|
|
|
|
static const char OpeningDelay[];
|
|
static const char MarketOnCloseImbalanceSell[];
|
|
static const char NotAssigned[];
|
|
static const char NoMarketImbalance[];
|
|
static const char NoMarketOnCloseImbalance[];
|
|
static const char ITSPreOpening[];
|
|
static const char NewPriceIndication[];
|
|
static const char TradeDisseminationTime[];
|
|
static const char ReadyToTradeStartOfSession[];
|
|
static const char NotAvailableForTradingEndOfSession[];
|
|
static const char NotTradedOnThisMarket[];
|
|
static const char TradingHalt[];
|
|
static const char UnknownOrInvalid[];
|
|
static const char PreOpen[];
|
|
static const char OpeningRotation[];
|
|
static const char FastMarket[];
|
|
static const char Resume[];
|
|
static const char NoOpenNoResume[];
|
|
static const char PriceIndication[];
|
|
static const char TradingRangeIndication[];
|
|
static const char MarketImbalanceBuy[];
|
|
static const char MarketImbalanceSell[];
|
|
static const char MarketOnCloseImbalanceBuy[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API HaltReason {
|
|
|
|
static const char NewsDissemination[];
|
|
static const char OrderInflux[];
|
|
static const char OrderImbalance[];
|
|
static const char AdditionalInformation[];
|
|
static const char NewPending[];
|
|
static const char EquipmentChangeover[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API InViewOfCommon {
|
|
|
|
static const char HaltWasNotRelatedToAHaltOfTheCommonStock[];
|
|
static const char HalfWasDueToCommonStockBeingHalted[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DueToRelated {
|
|
|
|
static const char HaltWasNotRelatedToAHaltOfTheRelatedSecurity[];
|
|
static const char HaltWasDueToRelatedSecurityBeingHalted[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Adjustment {
|
|
|
|
static const char Cancel[];
|
|
static const char Error[];
|
|
static const char Correction[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradSesMethod {
|
|
|
|
static const char Electronic[];
|
|
static const char OpenOutcry[];
|
|
static const char TwoParty[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradSesMode {
|
|
|
|
static const char Testing[];
|
|
static const char Simulated[];
|
|
static const char Production[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradSesStatus {
|
|
|
|
static const char Unknown[];
|
|
static const char Halted[];
|
|
static const char Open[];
|
|
static const char Closed[];
|
|
static const char PreOpen[];
|
|
static const char PreClose[];
|
|
static const char RequestRejected[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteEntryRejectReason {
|
|
|
|
static const char UnknownSymbolSecurity[];
|
|
static const char ExhcnageSecurityClosed[];
|
|
static const char QuoteExceedsLimit[];
|
|
static const char TooLateToEnter[];
|
|
static const char UnknownQuote[];
|
|
static const char DuplicateQuote[];
|
|
static const char InvalidBidAskSpread[];
|
|
static const char InvalidPrice[];
|
|
static const char NotAuthorizedToQuoteSecurity[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SessionRejectReason {
|
|
|
|
static const char InvalidTagNumber[];
|
|
static const char RequiredTagMissing[];
|
|
static const char SendingTimeAccuracyProblem[];
|
|
static const char InvalidMsgType[];
|
|
static const char XMLValidationError[];
|
|
static const char TagAppearsMoreThanOnce[];
|
|
static const char TagSpecifiedOutOfRequiredOrder[];
|
|
static const char RepeatingGroupFieldsOutOfOrder[];
|
|
static const char IncorrectNumInGroupCountForRepeatingGroup[];
|
|
static const char NonDataValueIncludesFieldDelimiterCharacter[];
|
|
static const char TagNotDefinedForThisMessageType[];
|
|
static const char UndefinedTag[];
|
|
static const char TagSpecifiedWithoutAValue[];
|
|
static const char ValueIsIncorrectOutOfRangeForThisTag[];
|
|
static const char IncorrectDataFormatForValue[];
|
|
static const char DecryptionProblem[];
|
|
static const char SignatureProblem[];
|
|
static const char CompIDProblem[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BidRequestTransType {
|
|
|
|
static const char Cancel[];
|
|
static const char New[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SolicitedFlag {
|
|
|
|
static const char WasNotSolicited[];
|
|
static const char WasSolicited[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecRestatementReason {
|
|
|
|
static const char GTCorporateAction[];
|
|
static const char GTRenewalRestatementNoCorporateAction[];
|
|
static const char WarehouseRecap[];
|
|
static const char VerbalChange[];
|
|
static const char RepricingOfOrder[];
|
|
static const char BrokerOption[];
|
|
static const char PartialDeclineOfOrderQtyEGExchangeInitiatedPartialCancel[];
|
|
static const char CancelOnTradingHalt[];
|
|
static const char CancelOnSystemFailure[];
|
|
static const char MarketExchangeOption[];
|
|
static const char CanceledNotBest[];
|
|
static const char Other[];
|
|
static const char PegRefresh[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BusinessRejectReason {
|
|
|
|
static const char Other[];
|
|
static const char UnknownID[];
|
|
static const char UnknownSecurity[];
|
|
static const char UnknownMessageType[];
|
|
static const char ApplicationNotAvailable[];
|
|
static const char ConditionallyRequiredFieldMissing[];
|
|
static const char NotAuthorized[];
|
|
static const char DeliverToFirmNotAvailableAtThisTime[];
|
|
static const char InvalidPriceIncrement[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MsgDirection {
|
|
|
|
static const char Receive[];
|
|
static const char Send[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DiscretionInst {
|
|
|
|
static const char RelatedToDisplayedPrice[];
|
|
static const char RelatedToMarketPrice[];
|
|
static const char RelatedToPrimaryPrice[];
|
|
static const char RelatedToLocalPrimaryPrice[];
|
|
static const char RelatedToMidpointPrice[];
|
|
static const char RelatedToLastTradePrice[];
|
|
static const char RelatedToVWAP[];
|
|
static const char AveragePriceGuarantee[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BidType {
|
|
|
|
static const char NonDisclosedStyleEGUSEuropean[];
|
|
static const char DisclosedSytleEGJapanese[];
|
|
static const char NoBiddingProcess[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BidDescriptorType {
|
|
|
|
static const char Sector[];
|
|
static const char Country[];
|
|
static const char Index[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SideValueInd {
|
|
|
|
static const char SideValue1[];
|
|
static const char SideValue2[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LiquidityIndType {
|
|
|
|
static const char n5DayMovingAverage[];
|
|
static const char n20DayMovingAverage[];
|
|
static const char NormalMarketSize[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExchangeForPhysical {
|
|
|
|
static const char False[];
|
|
static const char True[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ProgRptReqs {
|
|
|
|
static const char BuySideExplicitlyRequestsStatusUsingStatueRequestDefaultTheSellSideFirmCanHoweverSendADONEStatusListSTatusResponseInAnUnsolicitedFashion[];
|
|
static const char SellSidePeriodicallySendsStatusUsingListStatusPeriodOptionallySpecifiedInProgressPeriod[];
|
|
static const char RealTimeExecutionReportsToBeDiscourage[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IncTaxInd {
|
|
|
|
static const char Net[];
|
|
static const char Gross[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BidTradeType {
|
|
|
|
static const char Agency[];
|
|
static const char VWAPGuarantee[];
|
|
static const char GuaranteedClose[];
|
|
static const char RiskTrade[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BasisPxType {
|
|
|
|
static const char ClosingPriceAtMorningnSession[];
|
|
static const char ClosingPrice[];
|
|
static const char CurrentPrice[];
|
|
static const char SQ[];
|
|
static const char VWAPThroughADay[];
|
|
static const char VWAPThroughAMorningSession[];
|
|
static const char VWAPThroughAnAfternoonSession[];
|
|
static const char VWAPThroughADayExceptYORIAnOpeningAuction[];
|
|
static const char VWAPThroughAMorningSessionExceptYORIAnOpeningAuction[];
|
|
static const char VWAPThroughAnAfternoonSessionExceptYORIAnOpeningAuction[];
|
|
static const char Strike[];
|
|
static const char Open[];
|
|
static const char Others[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PriceType {
|
|
|
|
static const char PercentageIEPercentOfParOftenCalledDollarPriceForFixedIncome[];
|
|
static const char FixedCabinetTradePricePrimarilyForListedFuturesAndOptions[];
|
|
static const char VariableCabinetTradePricePrimarilyForListedFuturesAndOptions[];
|
|
static const char PerUnitIEPerShareOrContract[];
|
|
static const char FixedAmountAbsoluteValue[];
|
|
static const char DiscountPercentagePointsBelowPar[];
|
|
static const char PremiumPercentagePointsOverPar[];
|
|
static const char SpreadBasisPointsSpread[];
|
|
static const char TEDPrice[];
|
|
static const char TEDYield[];
|
|
static const char Yield[];
|
|
static const char ProductTicksInHalfs[];
|
|
static const char ProductTicksInFourths[];
|
|
static const char ProductTicksInEights[];
|
|
static const char ProductTicksInSixteenths[];
|
|
static const char ProductTicksInThirtySeconds[];
|
|
static const char ProductTicksInSixtyForths[];
|
|
static const char ProductTicksInOneTwentyEights[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API GTBookingInst {
|
|
|
|
static const char BookOutAllTradesOnDayOfExecution[];
|
|
static const char AccumulateExectuionsUntilForderIsFilledOrExpires[];
|
|
static const char AccumulateUntilVerballlyNotifiedOtherwise[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ListStatusType {
|
|
|
|
static const char Ack[];
|
|
static const char Response[];
|
|
static const char Timed[];
|
|
static const char ExecStarted[];
|
|
static const char AllDone[];
|
|
static const char Alert[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API NetGrossInd {
|
|
|
|
static const char Net[];
|
|
static const char Gross[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ListOrderStatus {
|
|
|
|
static const char InBiddingProcess[];
|
|
static const char ReceivedForExecution[];
|
|
static const char Executing[];
|
|
static const char Cancelling[];
|
|
static const char Alert[];
|
|
static const char AllDone[];
|
|
static const char Reject[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ListExecInstType {
|
|
|
|
static const char Immediate[];
|
|
static const char
|
|
WaitForExecutInstructionIEAListExecutMessageOrPhoneCallBeforeProceedingWithExecutionOfTheList[];
|
|
static const char ExchangeSwitchCIVOrderSellDriven[];
|
|
static const char
|
|
ExchangeSwitchCIVOrderBuyDrivenCashTopUpIEAdditionalCashWillBeProvidedToFulfillTheOrder[];
|
|
static const char
|
|
ExchangeSwitchCIVOrderBuyDrivenCashWithdrawIEAdditionalCashWillNotBeProvidedToFulfillTheOrder[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CxlRejResponseTo {
|
|
|
|
static const char OrderCancelRequest[];
|
|
static const char OrderCancelReplaceRequest[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MultiLegReportingType {
|
|
|
|
static const char SingleSecurityDefualtIfNotSpecified[];
|
|
static const char IndividualLegOfAMultiLegSecurity[];
|
|
static const char MultiLegSecurity[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PartyIDSource {
|
|
|
|
static const char KoreanInvestorID[];
|
|
static const char TaiwaneseQualifiedForeignInvestorIDQFIIFID[];
|
|
static const char TaiwaneseTradingAcct[];
|
|
static const char MalaysianCentralDepositoryMCDNumber[];
|
|
static const char ChineseInvestorID[];
|
|
static const char UKNationalInsuranceOrPensionNumber[];
|
|
static const char USSocialSecurityNumber[];
|
|
static const char USEmployerOrTaxIDNumber[];
|
|
static const char AustralianBusinessNumber[];
|
|
static const char AustralianTaxFileNumber[];
|
|
static const char BICBankIdentificationCodeSWIFTManagedCodeISO9362SeeAppendix6B[];
|
|
static const char GenerallyAcceptedMarketParticipantIdentifierEGNASDMnemonic[];
|
|
static const char ProprietaryCustomCode[];
|
|
static const char ISOCountryCode[];
|
|
static const char SettlementEntityLocationNoteIfLocalMarketSettlementUseEISOCountryCodeSeeAppendix6GForValidValues[];
|
|
static const char MICISO10383MarketIdentificerCodeSeeAppendix6C[];
|
|
static const char CSDParticipantMemberCodeEGEuroclearDTCCRESTOrKassenvereinNumber[];
|
|
static const char DirectedBrokerThreeCharacterAcronymAsDefinedInISITCETCBestPracticeGuidelinesDocument[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PartyRole {
|
|
|
|
static const char ExecutingFirmFormerlyFIX42ExecBroker[];
|
|
static const char SettlementLocationFormerlyFIX42SettlLocation[];
|
|
static const char OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder[];
|
|
static const char ExecutingTraderAssociatedWithExecutingFirmActuallyExecutes[];
|
|
static const char OrderOriginationFirmEGBuySideFirm[];
|
|
static const char GiveupClearingFirmFirmToWhichTradeIsGivenUp[];
|
|
static const char CorrespondantClearingFirm[];
|
|
static const char ExecutingSystem[];
|
|
static const char ContraFirm[];
|
|
static const char ContraClearingFirm[];
|
|
static const char SponsoringFirm[];
|
|
static const char BrokerOfCreditFormerlyFIX42BrokerOfCredit[];
|
|
static const char UnderlyingContraFirm[];
|
|
static const char ClearingOrganization[];
|
|
static const char Exchange[];
|
|
static const char CustomerAccount[];
|
|
static const char CorrespondentClearingOrganization[];
|
|
static const char CorrespondentBroker[];
|
|
static const char BuyerSellerReceiverDeliverer[];
|
|
static const char Custodian[];
|
|
static const char Intermediary[];
|
|
static const char ClientIDFormerlyFIX42ClientID[];
|
|
static const char Agent[];
|
|
static const char SubCustodian[];
|
|
static const char Beneficiary[];
|
|
static const char InterestedParty[];
|
|
static const char RegulatoryBody[];
|
|
static const char LiquidityProvider[];
|
|
static const char EnteringTrader[];
|
|
static const char ContraTrader[];
|
|
static const char PositionAccount[];
|
|
static const char ClearingFirmFormerlyFIX42ClearingFirm[];
|
|
static const char InvestorID[];
|
|
static const char IntroducingFirm[];
|
|
static const char EnteringFirm[];
|
|
static const char LocateLendingFirmForShortSales[];
|
|
static const char FundManagerClientIDForCIV[];
|
|
static const char IntroducingBroker[];
|
|
static const char ContraPositionAccount[];
|
|
static const char ContraExchange[];
|
|
static const char InternalCarryAccount[];
|
|
static const char OrderEntryOperatorID[];
|
|
static const char SecondaryAccountNumber[];
|
|
static const char ForiegnFirm[];
|
|
static const char ThirdPartyAllocationFirm[];
|
|
static const char ClaimingAccount[];
|
|
static const char AssetManager[];
|
|
static const char PledgorAccount[];
|
|
static const char PledgeeAccount[];
|
|
static const char LargeTraderReportableAccount[];
|
|
static const char TraderMnemonic[];
|
|
static const char SenderLocation[];
|
|
static const char SessionID[];
|
|
static const char AcceptableCounterparty[];
|
|
static const char UnacceptableCounterparty[];
|
|
static const char EnteringUnit[];
|
|
static const char ExecutingUnit[];
|
|
static const char ContraInvestorID[];
|
|
static const char TransferToFirm[];
|
|
static const char QuoteOriginator[];
|
|
static const char ReportOriginator[];
|
|
static const char SystematicInternaliserSI[];
|
|
static const char MultilateralTradingFacilityMTF[];
|
|
static const char RegulatedMarketRM[];
|
|
static const char MarketMaker[];
|
|
static const char InvestmentFirm[];
|
|
static const char HostCompetentAuthorityHostCA[];
|
|
static const char HomeCompetentAuthorityHomeCA[];
|
|
static const char CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCAL[];
|
|
static const char CompetentAuthorityOfTheTransactionExecutionVenueCATV[];
|
|
static const char ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished[];
|
|
static const char ExecutionVenue[];
|
|
static const char MarketDataEntryOriginator[];
|
|
static const char LocationID[];
|
|
static const char DeskID[];
|
|
static const char MarketDataMarket[];
|
|
static const char AllocationEntity[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Product {
|
|
|
|
static const char AGENCY[];
|
|
static const char MORTGAGE[];
|
|
static const char MUNICIPAL[];
|
|
static const char OTHER[];
|
|
static const char FINANCING[];
|
|
static const char COMMODITY[];
|
|
static const char CORPORATE[];
|
|
static const char CURRENCY[];
|
|
static const char EQUITY[];
|
|
static const char GOVERNMENT[];
|
|
static const char INDEX[];
|
|
static const char LOAN[];
|
|
static const char MONEYMARKET[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TestMessageIndicator {
|
|
|
|
static const char FalesProduction[];
|
|
static const char TrueTest[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuantityType {
|
|
|
|
static const char SHARES[];
|
|
static const char BONDS[];
|
|
static const char CURRENTFACE[];
|
|
static const char ORIGINALFACE[];
|
|
static const char CURRENCY[];
|
|
static const char CONTRACTS[];
|
|
static const char OTHER[];
|
|
static const char PAR[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RoundingDirection {
|
|
|
|
static const char RoundToNearest[];
|
|
static const char RoundDown[];
|
|
static const char RoundUp[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DistribPaymentMethod {
|
|
|
|
static const char CREST[];
|
|
static const char BPAY[];
|
|
static const char HighValueClearingSystemHVACS[];
|
|
static const char ReinvestInFund[];
|
|
static const char NSCC[];
|
|
static const char Euroclear[];
|
|
static const char Clearstream[];
|
|
static const char Cheque[];
|
|
static const char TelegraphicTransfer[];
|
|
static const char FedWire[];
|
|
static const char DirectCreditBECSBACS[];
|
|
static const char ACHCredit[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CancellationRights {
|
|
|
|
static const char NoWaiverAgreement[];
|
|
static const char NoExecutionOnly[];
|
|
static const char NoInstitutional[];
|
|
static const char Yes[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MoneyLaunderingStatus {
|
|
|
|
static const char ExemptBelowTheLimit[];
|
|
static const char ExemptClientMoneyTypeExemption[];
|
|
static const char ExemptAuthorisedCreditOrFinancialInstitution[];
|
|
static const char NotChecked[];
|
|
static const char Passed[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecPriceType {
|
|
|
|
static const char BidPrice[];
|
|
static const char CreationPrice[];
|
|
static const char CreationPricePlusAdjustmentPercent[];
|
|
static const char CreationPricePlusAdjustmentAmount[];
|
|
static const char OfferPrice[];
|
|
static const char OfferPriceMinusAdjustmentPercent[];
|
|
static const char OfferPriceMinusAdjustmentAmount[];
|
|
static const char SinglePrice[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeReportTransType {
|
|
|
|
static const char New[];
|
|
static const char Cancel[];
|
|
static const char Replace[];
|
|
static const char Release[];
|
|
static const char Reverse[];
|
|
static const char CancelDueToBackOutOfTrade[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PaymentMethod {
|
|
|
|
static const char CREST[];
|
|
static const char DirectCreditBECS[];
|
|
static const char CreditCard[];
|
|
static const char ACHDebit[];
|
|
static const char ACHCredit[];
|
|
static const char BPAY[];
|
|
static const char HighValueClearingSystemHVACS[];
|
|
static const char NSCC[];
|
|
static const char Euroclear[];
|
|
static const char Clearstream[];
|
|
static const char Cheque[];
|
|
static const char TelegraphicTransfer[];
|
|
static const char FedWire[];
|
|
static const char DebitCard[];
|
|
static const char DirectDebitBECS[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TaxAdvantageType {
|
|
|
|
static const char NoneNotApplicableDefault[];
|
|
static const char MaxiISAUK[];
|
|
static const char EmployeeCurrentYearUS[];
|
|
static const char EmployerPriorYearUS[];
|
|
static const char EmployerCurrentYearUS[];
|
|
static const char NonFundPrototypeIRAUS[];
|
|
static const char NonFundQualifiedPlanUS[];
|
|
static const char DefinedContributionPlanUS[];
|
|
static const char IndividualRetirementAccountUS[];
|
|
static const char IndividualRetirementAccountRolloverUS[];
|
|
static const char KEOGHUS[];
|
|
static const char ProfitSharingPlanUS[];
|
|
static const char TESSAUK[];
|
|
static const char n401KUS[];
|
|
static const char SelfDirectedIRAUS[];
|
|
static const char n403BUS[];
|
|
static const char n457US[];
|
|
static const char RothIRAFundPrototypeUS[];
|
|
static const char RothIRANonPrototypeUS[];
|
|
static const char RothConversionIRAFundPrototypeUS[];
|
|
static const char RothConversionIRANonPrototypeUS[];
|
|
static const char EducationIRAFundPrototypeUS[];
|
|
static const char EducationIRANonPrototypeUS[];
|
|
static const char MiniCashISAUK[];
|
|
static const char MiniStocksAndSharesISAUK[];
|
|
static const char MiniInsuranceISAUK[];
|
|
static const char CurrentYearPaymentUS[];
|
|
static const char PriorYearPaymentUS[];
|
|
static const char AssetTransferUS[];
|
|
static const char EmployeePriorYearUS[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API FundRenewWaiv {
|
|
|
|
static const char No[];
|
|
static const char Yes[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RegistStatus {
|
|
|
|
static const char Accepted[];
|
|
static const char Held[];
|
|
static const char ReminderIERegistrationInstructionsAreStillOutstanding[];
|
|
static const char Rejected[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RegistRejReasonCode {
|
|
|
|
static const char InvalidUnacceptableAccountType[];
|
|
static const char InvalidUnaceeptableInvestorIDSource[];
|
|
static const char InvalidUnacceptableDateOfBirth[];
|
|
static const char InvalidUnacceptableInvestorCountryOfResidence[];
|
|
static const char InvalidUnacceptableNoDistribInstns[];
|
|
static const char InvalidUnacceptableDistribPercentage[];
|
|
static const char InvalidUnacceptableDistribPaymentMethod[];
|
|
static const char InvalidUnacceptableCashDistribAgentAcctName[];
|
|
static const char InvalidUnacceptableCashDistribAgentCode[];
|
|
static const char InvalidUnacceptableCashDistribAgentAcctNum[];
|
|
static const char InvalidUnacceptableTaxExemptType[];
|
|
static const char InvalidUnacceptableOwnershipType[];
|
|
static const char InvalidUnacceptableNoRegDetails[];
|
|
static const char InvalidUnacceptableRegSeqNo[];
|
|
static const char InvalidUnacceptableRegDetails[];
|
|
static const char InvalidUnacceptableMailingDetails[];
|
|
static const char InvalidUnacceptableMailingInstructions[];
|
|
static const char InvalidUnacceptableInvestorID[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RegistTransType {
|
|
|
|
static const char New[];
|
|
static const char Replace[];
|
|
static const char Cancel[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OwnershipType {
|
|
|
|
static const char JointTrustees[];
|
|
static const char JointInvestors[];
|
|
static const char TenantsInCommon[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ContAmtType {
|
|
|
|
static const char CommissionAmountActual[];
|
|
static const char ExitChargePercent[];
|
|
static const char FundBasedRenewalCommissionPercentAKATrailCommission[];
|
|
static const char ProjectedFundValueIEForInvestmentsIntendedToRealiseOrExceedASpecificFutureValue[];
|
|
static const char FundBasedRenewalCommissionAmountBasedOnOrderValue[];
|
|
static const char FundBasedRenewalCommissionAmountBasedOnProjectedFundValue[];
|
|
static const char NetSettlementAmount[];
|
|
static const char CommissionPercentActual[];
|
|
static const char InitialChargeAmount[];
|
|
static const char InitialChargePercent[];
|
|
static const char DiscountAmount[];
|
|
static const char DiscountPercent[];
|
|
static const char DilutionLevyAmount[];
|
|
static const char DilutionLevyPercent[];
|
|
static const char ExitChargeAmount[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OwnerType {
|
|
|
|
static const char IndividualInvestor[];
|
|
static const char NetworkingSubAccount[];
|
|
static const char NonProfitOrganization[];
|
|
static const char CorporateBody[];
|
|
static const char Nominee[];
|
|
static const char PublicCompany[];
|
|
static const char PrivateCompany[];
|
|
static const char IndividualTrustee[];
|
|
static const char CompanyTrustee[];
|
|
static const char PensionPlan[];
|
|
static const char CustodianUnderGiftsToMinorsAct[];
|
|
static const char Trusts[];
|
|
static const char Fiduciaries[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrderCapacity {
|
|
|
|
static const char Agency[];
|
|
static const char Proprietary[];
|
|
static const char Individual[];
|
|
static const char PrincipalNoteForCMSPurposesPrincipalIncludesProprietary[];
|
|
static const char RisklessPrincipal[];
|
|
static const char AgentForOtherMember[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrderRestrictions {
|
|
|
|
static const char ProgramTrade[];
|
|
static const char IndexArbitrage[];
|
|
static const char NonIndexArbitrage[];
|
|
static const char CompetingMarketMaker[];
|
|
static const char ActingAsMarketMakerOrSpecialistInTheSecurity[];
|
|
static const char ActingAsMarketMakerOfSpecialistInTheUnderlyingSecurityOfADerivativeSeucirty[];
|
|
static const char ForeignEntityOfForeignGovernmentOrRegulatoryJurisdiction[];
|
|
static const char ExternalMarketParticipant[];
|
|
static const char ExtneralInterConnectedMarketLinkage[];
|
|
static const char RisklessArbitrage[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MassCancelRequestType {
|
|
|
|
static const char CancelOrdersForASecurity[];
|
|
static const char CancelOrdersForAnUnderlyingSecurity[];
|
|
static const char CancelOrdersForAProduct[];
|
|
static const char CancelOrdersForACFICode[];
|
|
static const char CancelOrdersForASecurityType[];
|
|
static const char CancelOrdersForATradingSession[];
|
|
static const char CancelAllOrders[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MassCancelResponse {
|
|
|
|
static const char CancelRequestRejectedSeeMassCancelRejectReason532[];
|
|
static const char CancelOrdersForASecurity[];
|
|
static const char CancelOrdersForAnUnderlyingSecurity[];
|
|
static const char CancelOrdersForAProduct[];
|
|
static const char CancelOrdersForACFICode[];
|
|
static const char CancelOrdersForASecurityType[];
|
|
static const char CancelOrdersForATradingSession[];
|
|
static const char CancelAllOrders[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MassCancelRejectReason {
|
|
|
|
static const char MassCancelNotSupported[];
|
|
static const char InvalidOrUnknownSecurity[];
|
|
static const char InvalidOrUnkownUnderlyingSecurity[];
|
|
static const char InvalidOrUnknownProduct[];
|
|
static const char InvalidOrUnknownCFICode[];
|
|
static const char InvalidOrUnknownSecurityType[];
|
|
static const char InvalidOrUnknownTradingSession[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteType {
|
|
|
|
static const char Indicative[];
|
|
static const char Tradeable[];
|
|
static const char RestrictedTradeable[];
|
|
static const char CounterTradeable[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CashMargin {
|
|
|
|
static const char Cash[];
|
|
static const char MarginOpen[];
|
|
static const char MarginClose[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API Scope {
|
|
|
|
static const char LocalMarketExchangeECNATS[];
|
|
static const char National[];
|
|
static const char Global[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDImplicitDelete {
|
|
|
|
static const char ServerMustSendAnExplicitDeleteForBidsOrOffersFallingOutsideTheRequestedMarketDepthOfTheRequest[];
|
|
static const char ClientHasResponsibilityForImplicitlyDeletingBidsOrOffersFallingOutsideTheMarketDepthOfTheRequest[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CrossType {
|
|
|
|
static const char CrossAONCrossTadeWhichIsExecutedCompleteOrNotBothSidesAreTreatedInTheSameMannerThisIsEquivalentToAnAllOrNone[];
|
|
static const char CrossIOCCrossTradeWhichIsExecutedPartiallyAndTheRestIsCancelledOneSideIsFullyExecutedTheOtherSideIsPartiallyExecutedWithTheRemainderBeingCancelledThisIsEquivalentToAnIOCOnTheOtherSideNoteCrossPrioritization550FieldMayBeUsedToIndicateWhichSideShouldFullyExecuteInThisScenario[];
|
|
static const char CrossOneSideCrossTradeWhichIsPartiallyExecutedWithTheUnfilledPortionsRemainingActiveOneSideOfTheCorssIsFullyExecutedAsDenotedByTheCrossPrioritization550FieldButTheUnfilledPortionRemainsActive[];
|
|
static const char CrossSamePriceCrossTradeIsExecutedWithExistingOrdersWithTheSamePriceInThisCaseOtherOrdersExistWithTheSamePriceTheQuantityOfTheCrossIsExecutedAgainstTheExistingOrdersAndQuotesTheRemainderOfTheCorssIsExecutedAgainstTheOtherSideOfTheCrossTheTwoSidesPotentiallyHaveDifferentQuantities[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CrossPrioritization {
|
|
|
|
static const char None[];
|
|
static const char BuySideIsPrioritized[];
|
|
static const char SellSideIsPrioritized[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API NoSides {
|
|
|
|
static const char OneSide[];
|
|
static const char BothSides[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityListRequestType {
|
|
|
|
static const char Symbol[];
|
|
static const char SecurityTypeAndOrCFICode[];
|
|
static const char Product[];
|
|
static const char TradingSessionID[];
|
|
static const char AllSecurities[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityRequestResult {
|
|
|
|
static const char ValidRequest[];
|
|
static const char InvalidOrUnsupportedRequest[];
|
|
static const char NoInstrumentsFoundThatMatchSelectionCriteria[];
|
|
static const char NotAuthorizedToRetrieveInstrumentData[];
|
|
static const char InstrumentDataTemporarilyUnavailable[];
|
|
static const char RequestForInstrumentDataNotSupported[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MultiLegRptTypeReq {
|
|
|
|
static const char ReportByMulitlegSecurityOnlyDoNotReportLegs[];
|
|
static const char ReportByMultilegSecurityAndByInstrumentLegsBelongingToTheMultilegSecurity[];
|
|
static const char ReportByInstrumentLegsBelongingToTheMultilegSecurityOnlyDoNotReportStatusOfMultilegSecurity[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradSesStatusRejReason {
|
|
|
|
static const char UnknownOrInvalidTradingSessionID[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeRequestType {
|
|
|
|
static const char AllTrades[];
|
|
static const char MatchedTradesMatchingCriteriaProvidedOnRequestPartiesExecIDTradeIDOrderIDInstrumentInputSourceEtc[];
|
|
static const char UnmatchedTradesThatMatchCriteria[];
|
|
static const char UnreportedTradesThatMatchCriteria[];
|
|
static const char AdvisoriesThatMatchCriteria[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PreviouslyReported {
|
|
|
|
static const char NotReportedToCounterparty[];
|
|
static const char PerviouslyReportedToCounterparty[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MatchStatus {
|
|
|
|
static const char ComparedMatchedOrAffirmed[];
|
|
static const char UncomparedUnmatchedOrUnaffired[];
|
|
static const char AdvisoryOrAlert[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MatchType {
|
|
|
|
static const char ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusFourBadgesAndExecutionTimeWithinTwoMinuteWindow[];
|
|
static const char
|
|
ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusFourBadges[];
|
|
static const char
|
|
ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusTwoBadgesAndExecutionTimeWithinTwoMinuteWindow[];
|
|
static const char
|
|
ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusTwoBadges[];
|
|
static const char
|
|
ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusExecutionTimeWithinTwoMinuteWindow[];
|
|
static const char ACTAcceptedTrade[];
|
|
static const char ACTDefaultTrade[];
|
|
static const char ACTDefaultAfterM2[];
|
|
static const char ACTM6Match[];
|
|
static const char ComparedRecordsResultingFromStampedAdvisoriesOrSpecialistAcceptsPairOffs[];
|
|
static const char
|
|
ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorMinusBadgesAndTimesACTM1Match[];
|
|
static const char SummarizedMatchMinusBadgesAndTimesACTM2Match[];
|
|
static const char OCSLockedInNonACT[];
|
|
static const char SummarizedMatchUsingA1ExactMatchCriteriaExceptQuantityIsSummaried[];
|
|
static const char SummarizedMatchUsingA2ExactMatchCriteriaExceptQuantityIsSummarized[];
|
|
static const char SummarizedMatchUsingA3ExactMatchCriteriaExceptQuantityIsSummarized[];
|
|
static const char SummarizedMatchUsingA4ExactMatchCriteriaExceptQuantityIsSummarized[];
|
|
static const char SummarizedMatchUsingA5ExactMatchCriteriaExceptQuantityIsSummarized[];
|
|
static const char OnePartyPrivatelyNegotiatedTradeReport[];
|
|
static const char TwoPartyPrivatelyNegotiatedTradeReport[];
|
|
static const char ContinuousAutoMatch[];
|
|
static const char CrossAuctionGeneralPurpose[];
|
|
static const char CounterOrderSelectionGeneralPurpose[];
|
|
static const char CallAuctionGeneralPurpose[];
|
|
static const char OnePartyTradeReportPrivatelyNegotiatedTrade[];
|
|
static const char TwoPartyTradeReportPrivatelyNegotiatedTrade[];
|
|
static const char ConfirmedTradeReportReportingFromRecognizedMarkets[];
|
|
static const char AutoMatch[];
|
|
static const char CrossAuction[];
|
|
static const char CounterOrderSelection[];
|
|
static const char CallAuction[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OddLot {
|
|
|
|
static const char TreatAsRoundLotDefault[];
|
|
static const char TreatAsOddLot[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ClearingInstruction {
|
|
|
|
static const char ProcessNormally[];
|
|
static const char ExcludeFromAllNetting[];
|
|
static const char AutomaticGiveUpModeTradeGiveUpToTheGiveUpDestinationNumberSpecified[];
|
|
static const char QualifiedServiceRepresentativeQSR[];
|
|
static const char CustomerTrade[];
|
|
static const char SelfClearing[];
|
|
static const char BilateralNettingOnly[];
|
|
static const char ExClearing[];
|
|
static const char SpecialTrade[];
|
|
static const char MultilateralNetting[];
|
|
static const char ClearAgainstCentralCounterparty[];
|
|
static const char ExcludeFromCentralCounterparty[];
|
|
static const char ManualModePrePostingAndOrPreGiveup[];
|
|
static const char AutomaticPostingModeTradePostingToThePositionAccountNumberSpecified[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AccountType {
|
|
|
|
static const char AccountIsCarriedOnCustomerSideOfTheBooks[];
|
|
static const char AccountIsCarriedOnNonCustomerSideOfBooks[];
|
|
static const char HouseTrader[];
|
|
static const char FloorTrader[];
|
|
static const char AccountIsCarriedOnNonCustomerSideOfBooksAndIsCrossMargined[];
|
|
static const char AccountIsHouseTraderAndIsCrossMargined[];
|
|
static const char JointBackOfficeAccountJBO[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CustOrderCapacity {
|
|
|
|
static const char MemberTradingForTheirOwnAccount[];
|
|
static const char ClearingFirmTradingForItsProprietaryAccount[];
|
|
static const char MemberTradingForAnotherMember[];
|
|
static const char AllOther[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MassStatusReqType {
|
|
|
|
static const char StatusForOrdersForASecurity[];
|
|
static const char StatusForOrdersForAnUnderlyingSecurity[];
|
|
static const char StatusForOrdersForAProduct[];
|
|
static const char StatusForOrdersForACFICode[];
|
|
static const char StatusForOrdersForASecurityType[];
|
|
static const char StatusForOrdersForATradingSession[];
|
|
static const char StatusForAllOrders[];
|
|
static const char StatusForOrdersForAPartyID[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DayBookingInst {
|
|
|
|
static const char CanTriggerBookingWithoutReferenceToTheOrderInitiatorAuto[];
|
|
static const char SpeakWithOrderInitiatorBeforeBookingSpeakFirst[];
|
|
static const char Accumulate[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BookingUnit {
|
|
|
|
static const char EachPartialExecutionIsABookableUnit[];
|
|
static const char AggregatePartialExecutionsOnThisOrderAndBookOneTradePerOrder[];
|
|
static const char AggregateExecutionsForThisSymbolSideAndSettlementDate[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PreallocMethod {
|
|
|
|
static const char ProRata[];
|
|
static const char DoNotProRataDiscussFirst[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocType {
|
|
|
|
static const char CalculatedIncludesMiscFeesAndNetMoney[];
|
|
static const char PreliminaryWithoutMiscFeesAndNetMoney[];
|
|
static const char SellsideCalculatedUsingPreliminaryIncludesMiscFeesAndNetMoneyReplaced[];
|
|
static const char
|
|
SellsideCalculatedWithoutPreliminarySentUnsolicitedBySellsideIncludesMiscFeesAndNetMoneyReplaced[];
|
|
static const char ReadyToBookSingleOrder[];
|
|
static const char BuysideReadyToBookCombinedSetOfOrdersReplaced[];
|
|
static const char WarehouseInstruction[];
|
|
static const char RequestToIntermediary[];
|
|
static const char Accept[];
|
|
static const char Reject[];
|
|
static const char AcceptPending[];
|
|
static const char IncompleteGroup[];
|
|
static const char CompleteGroup[];
|
|
static const char ReversalPending[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ClearingFeeIndicator {
|
|
|
|
static const char n1stYearDelegateTradingForOwnAccount[];
|
|
static const char n2ndYearDelegateTradingForOwnAccount[];
|
|
static const char n3rdYearDelegateTradingForOwnAccount[];
|
|
static const char n4thYearDelegateTradingForOwnAccount[];
|
|
static const char n5thYearDelegateTradingForOwnAccount[];
|
|
static const char n6thYearDelegateTradingForOwnAccount[];
|
|
static const char CBOEMember[];
|
|
static const char NonMemberAndCustomer[];
|
|
static const char EquityMemberAndClearingMember[];
|
|
static const char FullAndAssociateMemberTradingForOwnAccountAndAsFloorBrokers[];
|
|
static const char n106HAnd106JFirms[];
|
|
static const char GIMIDEMAndCOMMembershipInterestHolders[];
|
|
static const char Lessee106FEmployees[];
|
|
static const char AllOtherOwnershipTypes[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API WorkingIndicator {
|
|
|
|
static const char OrderHasBeenAcceptedButNotYetInAWorkingState[];
|
|
static const char OrderIsCurrentlyBeingWorked[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PriorityIndicator {
|
|
|
|
static const char PriorityUnchanged[];
|
|
static const char LostPriorityAsResultOfOrderChange[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LegalConfirm {
|
|
|
|
static const char DoesNotConsituteALegalConfirm[];
|
|
static const char LegalConfirmation[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecDefStatus {
|
|
|
|
static const char PendingApproval[];
|
|
static const char ApprovedAccepted[];
|
|
static const char Rejected[];
|
|
static const char UnauthorizedRequest[];
|
|
static const char InvalidDefinitionRequest[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteRequestRejectReason {
|
|
|
|
static const char UnknownSymbolSecurity[];
|
|
static const char Pass[];
|
|
static const char ExchangeSecurityClosed[];
|
|
static const char QuoteRequestExceedsLimit[];
|
|
static const char TooLateToEnter[];
|
|
static const char InvalidPrice[];
|
|
static const char NotAuthorizedToRequestQuote[];
|
|
static const char NoMatchForInquiry[];
|
|
static const char NoMarketForInstrument[];
|
|
static const char NoInventory[];
|
|
static const char Other[];
|
|
static const char InsufficientCredit[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AcctIDSource {
|
|
|
|
static const char BIC[];
|
|
static const char SIDCode[];
|
|
static const char TFMGSPTA[];
|
|
static const char OMGEOAlertID[];
|
|
static const char DTCCCode[];
|
|
static const char OtherCustomOrProprietary[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ConfirmStatus {
|
|
|
|
static const char Received[];
|
|
static const char MismatchedAccount[];
|
|
static const char MissingSettlementInstructions[];
|
|
static const char Confirmed[];
|
|
static const char RequestRejected[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ConfirmTransType {
|
|
|
|
static const char New[];
|
|
static const char Replace[];
|
|
static const char Cancel[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DeliveryForm {
|
|
|
|
static const char BookEntryDefault[];
|
|
static const char Bearer[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LegSwapType {
|
|
|
|
static const char ParForPar[];
|
|
static const char ModifiedDuration[];
|
|
static const char Risk[];
|
|
static const char Proceeds[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuotePriceType {
|
|
|
|
static const char PercentPercentOfPar[];
|
|
static const char Yield[];
|
|
static const char PerShareEGCentsPerShare[];
|
|
static const char FixedAmountAbsoluteValue[];
|
|
static const char DiscountPercentagePointsBelowPar[];
|
|
static const char PremiumPercentagePointsOverPar[];
|
|
static const char SpreadBasisPointsRelativeToBenchmark[];
|
|
static const char TEDPrice[];
|
|
static const char TEDYield[];
|
|
static const char YieldSpreadSwaps[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteRespType {
|
|
|
|
static const char HitLift[];
|
|
static const char Counter[];
|
|
static const char Expired[];
|
|
static const char Cover[];
|
|
static const char DoneAway[];
|
|
static const char Pass[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosType {
|
|
|
|
static const char AllocationTradeQty[];
|
|
static const char OptionAssignment[];
|
|
static const char AsOfTradeQty[];
|
|
static const char DeliveryQty[];
|
|
static const char ElectronicTradeQty[];
|
|
static const char OptionExerciseQty[];
|
|
static const char EndOfDayQty[];
|
|
static const char IntraSpreadQty[];
|
|
static const char InterSpreadQty[];
|
|
static const char AdjustmentQty[];
|
|
static const char PitTradeQty[];
|
|
static const char StartOfDayQty[];
|
|
static const char IntegralSplit[];
|
|
static const char TransactionFromAssignment[];
|
|
static const char TotalTransactionQty[];
|
|
static const char TransactionQuantity[];
|
|
static const char TransferTradeQty[];
|
|
static const char TransactionFromExercise[];
|
|
static const char CrossMarginQty[];
|
|
static const char ReceiveQuantity[];
|
|
static const char CorporateActionAdjustment[];
|
|
static const char DeliveryNoticeQty[];
|
|
static const char ExchangeForPhysicalQty[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosQtyStatus {
|
|
|
|
static const char Submitted[];
|
|
static const char Accepted[];
|
|
static const char Rejected[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosAmtType {
|
|
|
|
static const char CashAmountCorporateEvent[];
|
|
static const char CashResidualAmount[];
|
|
static const char FinalMarkToMarketAmount[];
|
|
static const char IncrementalMarkToMarketAmount[];
|
|
static const char PremiumAmount[];
|
|
static const char StartOfDayMarkToMarketAmount[];
|
|
static const char TradeVariationAmount[];
|
|
static const char ValueAdjustedAmount[];
|
|
static const char SettlementValue[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosTransType {
|
|
|
|
static const char Exercise[];
|
|
static const char DoNotExercise[];
|
|
static const char PositionAdjustment[];
|
|
static const char PositionChangeSubmissionMarginDisposition[];
|
|
static const char Pledge[];
|
|
static const char LargeTraderSubmission[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosMaintAction {
|
|
|
|
static const char NewUsedToIncrementTheOverallTransactionQuantity[];
|
|
static const char
|
|
ReplaceUsedToOverrideTheOverallTransactionQuantityOrSpecifiAddMessagesBasedOnTheReferenceID[];
|
|
static const char
|
|
CancelUsedToRemoveTheOverallTransactionOrSpecificAddMessagesBasedOnReferenceID[];
|
|
static const char
|
|
ReverseUsedToCompletellyBackOutTheTransactionSuchThatTheTransactionNeverExisted[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlSessID {
|
|
|
|
static const char Intraday[];
|
|
static const char RegularTradingHours[];
|
|
static const char ElectronicTradingHours[];
|
|
static const char EndOfDay[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AdjustmentType {
|
|
|
|
static const char ProcessRequestAsMarginDisposition[];
|
|
static const char DeltaPlus[];
|
|
static const char DeltaMinus[];
|
|
static const char Final[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosMaintStatus {
|
|
|
|
static const char Accepted[];
|
|
static const char AcceptedWithWarnings[];
|
|
static const char Rejected[];
|
|
static const char Completed[];
|
|
static const char CompletedWithWarnings[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosMaintResult {
|
|
|
|
static const char SuccessfulCompletionNoWarningsOrErrors[];
|
|
static const char Rejected[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosReqType {
|
|
|
|
static const char Positions[];
|
|
static const char Trades[];
|
|
static const char Exercises[];
|
|
static const char Assignments[];
|
|
static const char SettlementActivity[];
|
|
static const char BackoutMessage[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ResponseTransportType {
|
|
|
|
static const char InbandTransportTheRequestWasSentOverDefault[];
|
|
static const char
|
|
OutOfBandPreArrangedOutOfBandDeliveryMechanizmIEFTPHTTPNDMEtcBetweenCounterpartiesDetailsSpecifiedViaResponseDestination726[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosReqResult {
|
|
|
|
static const char ValidRequest[];
|
|
static const char InvalidOrUnsupportedRequest[];
|
|
static const char NoPositionsFoundThatMatchCriteria[];
|
|
static const char NotAuthorizedToRequestPositions[];
|
|
static const char RequestForPositionNotSupported[];
|
|
static const char OtherUseText58InConjunctionWithThisCodeForAnExplaination[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosReqStatus {
|
|
|
|
static const char Completed[];
|
|
static const char CompletedWithWarnings[];
|
|
static const char Rejected[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlPriceType {
|
|
|
|
static const char Final[];
|
|
static const char Theoretical[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AssignmentMethod {
|
|
|
|
static const char ProRata[];
|
|
static const char Random[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExerciseMethod {
|
|
|
|
static const char Automatic[];
|
|
static const char Manual[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeRequestResult {
|
|
|
|
static const char SuccessfulDefault[];
|
|
static const char InvalidOrUnknownInstrument[];
|
|
static const char InvalidTypeOfTradeRequested[];
|
|
static const char InvalidParties[];
|
|
static const char InvalidTransportTypeRequested[];
|
|
static const char InvalidDestinationRequested[];
|
|
static const char TradeRequestTypeNotSupported[];
|
|
static const char UnauthorizedRorTradeCaptureReportRequest[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeRequestStatus {
|
|
|
|
static const char Accepted[];
|
|
static const char Completed[];
|
|
static const char Rejected[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeReportRejectReason {
|
|
|
|
static const char SuccessfulDefault[];
|
|
static const char InvalidPartyOnformation[];
|
|
static const char UnknownInstrument[];
|
|
static const char UnauthorizedToReportTrades[];
|
|
static const char InvalidTradeType[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SideMultiLegReportingType {
|
|
|
|
static const char SingleSecurityDefaultIfNotSpecified[];
|
|
static const char IndividualLegOfAMultilegSecurity[];
|
|
static const char MultilegSecurity[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TrdRegTimestampType {
|
|
|
|
static const char ExecutionTime[];
|
|
static const char TimeIn[];
|
|
static const char TimeOut[];
|
|
static const char BrokerReceipt[];
|
|
static const char BrokerExecution[];
|
|
static const char DeskReceipt[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ConfirmType {
|
|
|
|
static const char Status[];
|
|
static const char Confirmation[];
|
|
static const char ConfirmationRequestRejectedReasonCanBeStatedInText58Field[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ConfirmRejReason {
|
|
|
|
static const char MismatchedAccount[];
|
|
static const char MissingSettlementInstructions[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BookingType {
|
|
|
|
static const char RegularBooking[];
|
|
static const char CFDContractForDifference[];
|
|
static const char TotalReturnSwap[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocSettlInstType {
|
|
|
|
static const char UseDefaultInstructions[];
|
|
static const char DeriveFromParametersProvided[];
|
|
static const char FullDetailsProvided[];
|
|
static const char SSIDBIDsProvided[];
|
|
static const char PhoneForInstructions[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DlvyInstType {
|
|
|
|
static const char Cash[];
|
|
static const char Securities[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TerminationType {
|
|
|
|
static const char Overnight[];
|
|
static const char Term[];
|
|
static const char Flexible[];
|
|
static const char Open[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlInstReqRejCode {
|
|
|
|
static const char UnableToProcessRequest[];
|
|
static const char UnknownAccount[];
|
|
static const char NoMatchingSettlementInstructionsFound[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocReportType {
|
|
|
|
static const char SellsideCalculatedUsingPreliminaryIncludesMiscFeesAndNetMoney[];
|
|
static const char
|
|
SellsideCalculatedWithoutPreliminarySentUnsolicitedBySellsideIncludesMiscFeesAndNetMoney[];
|
|
static const char WarehouseRecap[];
|
|
static const char RequestToIntermediary[];
|
|
static const char PreliminaryRequestToIntermediary[];
|
|
static const char Accept[];
|
|
static const char Reject[];
|
|
static const char AcceptPending[];
|
|
static const char Complete[];
|
|
static const char ReversePending[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocCancReplaceReason {
|
|
|
|
static const char OriginalDetailsIncompleteIncorrect[];
|
|
static const char ChangeInUnderlyingOrderDetails[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocAccountType {
|
|
|
|
static const char AccountIsCarriedPnCustomerSideOfBooks[];
|
|
static const char AccountIsCarriedOnNonCustomerSideOfBooks[];
|
|
static const char HouseTrader[];
|
|
static const char FloorTrader[];
|
|
static const char AccountIsCarriedOnNonCustomerSideOfBooksAndIsCrossMargined[];
|
|
static const char AccountIsHouseTraderAndIsCrossMargined[];
|
|
static const char JointBackOfficeAccountJBO[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PartySubIDType {
|
|
|
|
static const char Firm[];
|
|
static const char SecuritiesAccountNumberForSettlementInstructions[];
|
|
static const char RegistrationNumberForSettlementInstructionsAndConfirmations[];
|
|
static const char RegisteredAddressForConfirmationPurposes[];
|
|
static const char RegulatoryStatusForConfirmationPurposes[];
|
|
static const char RegistrationNameForSettlementInstructions[];
|
|
static const char CashAccountNumberForSettlementInstructions[];
|
|
static const char BIC[];
|
|
static const char CSDParticipantMemberCode[];
|
|
static const char RegisteredAddress[];
|
|
static const char FundAccountName[];
|
|
static const char Person[];
|
|
static const char TelexNumber[];
|
|
static const char FaxNumber[];
|
|
static const char SecuritiesAccountName[];
|
|
static const char CashAccountName[];
|
|
static const char Department[];
|
|
static const char LocationDesk[];
|
|
static const char PositionAccountType[];
|
|
static const char System[];
|
|
static const char Application[];
|
|
static const char FullLegalNameOfFirm[];
|
|
static const char PostalAddress[];
|
|
static const char PhoneNumber[];
|
|
static const char EmailAddress[];
|
|
static const char ContactName[];
|
|
static const char SecurityLocateID[];
|
|
static const char MarketMaker[];
|
|
static const char EligibleCounterparty[];
|
|
static const char ProfessionalClient[];
|
|
static const char Location[];
|
|
static const char ExecutionVenue[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocIntermedReqType {
|
|
|
|
static const char PendingAccept[];
|
|
static const char PendingRelease[];
|
|
static const char PendingReversal[];
|
|
static const char Accept[];
|
|
static const char BlockLevelReject[];
|
|
static const char AccountLevelReject[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ApplQueueResolution {
|
|
|
|
static const char NoActionTaken[];
|
|
static const char QueueFlushed[];
|
|
static const char OverlayLast[];
|
|
static const char EndSession[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ApplQueueAction {
|
|
|
|
static const char NoActionTaken[];
|
|
static const char QueueFlushed[];
|
|
static const char OverlayLast[];
|
|
static const char EndSession[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AvgPxIndicator {
|
|
|
|
static const char NoAveragePricing[];
|
|
static const char TradeIsPartOfAnAveragePriceGroupIdentifiedByTheTradeLinkID820[];
|
|
static const char LastTradeIsTheAveragePriceGroupIdentifiedByTheTradeLinkID820[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeAllocIndicator {
|
|
|
|
static const char AllocationNotRequired[];
|
|
static const char AllocationRequiredGiveUpTradeAllocationInformationNotProvidedIncomplete[];
|
|
static const char UseAllocationProvidedWithTheTrade[];
|
|
static const char AllocationGiveUpExecutor[];
|
|
static const char AllocationFromExecutor[];
|
|
static const char AllocationToClaimAccount[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExpirationCycle {
|
|
|
|
static const char ExpireOnTradingSessionCloseDefault[];
|
|
static const char ExpireOnTradingSessionOpen[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TrdType {
|
|
|
|
static const char RegularTrade[];
|
|
static const char BlockTrade[];
|
|
static const char AfterHoursTrade[];
|
|
static const char EFPExchangeForPhysical[];
|
|
static const char Transfer[];
|
|
static const char LateTrade[];
|
|
static const char TTrade[];
|
|
static const char WeightedAveragePriceTrade[];
|
|
static const char BunchedTrade[];
|
|
static const char LateBunchedTrade[];
|
|
static const char PriorReferencePriceTrade[];
|
|
static const char ExchangeForRiskEFR[];
|
|
static const char ExchangeForSwapEFS[];
|
|
static const char ExchangeOfFuturesForInMarketFuturesEFMEGFullSizedForMini[];
|
|
static const char ExchangeOfOptionsForOptionsEOO[];
|
|
static const char TradingAtSettlement[];
|
|
static const char AllOrNone[];
|
|
static const char FuturesLargeOrderExecution[];
|
|
static const char ExchangeOfFuturesForFuturesExternalMarketEFF[];
|
|
static const char OptionInterimTrade[];
|
|
static const char OptionCabinetTrade[];
|
|
static const char PrivatelyNegotiatedTrades[];
|
|
static const char SubstitutionOfFuturesForForwards[];
|
|
static const char ErrorTrade[];
|
|
static const char SpecialCumDividendCD[];
|
|
static const char SpecialExDividendXD[];
|
|
static const char SpecialCumCouponCC[];
|
|
static const char SpecialExCouponXC[];
|
|
static const char CashSettlementCS[];
|
|
static const char SpecialPriceUsuallyNetOrAllInPriceSP[];
|
|
static const char GuaranteedDeliveryGD[];
|
|
static const char SpecialCumRightsCR[];
|
|
static const char SpecialExRightsXR[];
|
|
static const char SpecialCumCapitalRepaymentsCP[];
|
|
static const char SpecialExCapitalRepaymentsXP[];
|
|
static const char SpecialCumBonusCB[];
|
|
static const char SpecialExBonusXB[];
|
|
static const char BlockTradeSameAsLargeTrade[];
|
|
static const char WorkedPrincipalTradeUKSpecific[];
|
|
static const char BlockTradesAfterMarket[];
|
|
static const char NameChange[];
|
|
static const char PortfolioTransfer[];
|
|
static const char
|
|
ProrogationBuyEuronextParisOnlyIsUsedToDeferSettlementUnderFrenchSRDDeferredSettlementSystemTradesMustBeReportedAsCrossesAtZeroPrice[];
|
|
static const char ProrogationSellSeeProrogationBuy[];
|
|
static const char OptionExercise[];
|
|
static const char DeltaNeutralTransaction[];
|
|
static const char FinancingTransactionIncludesRepoAndStockLending[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TrdSubType {
|
|
|
|
static const char CMTA[];
|
|
static const char InternalTransferOrAdjustment[];
|
|
static const char ExternalTransferOrTransferOfAccount[];
|
|
static const char RejectForSubmittingSide[];
|
|
static const char AdvisoryForContraSide[];
|
|
static const char OffsetDueToAnAllocation[];
|
|
static const char OnsetDutToAnAllocation[];
|
|
static const char DifferentialSpread[];
|
|
static const char ImpliedSpreadLegExecutedAgainstAnOutright[];
|
|
static const char TransactionFromExercise[];
|
|
static const char TransactionFromAssignment[];
|
|
static const char ACATS[];
|
|
static const char AIAutomatedInputFacilityDisabledInResponseToAnExchangeRequest[];
|
|
static const char
|
|
BTransactionBetweenTwoMemberFirmsWhereNeitherMemberFirmIsRegisteredAsAMarketMakerInTheSecurityInQuestionAndNeitherIsADesignatedFundManagerAlsoUsedByBrokerDealersWhenDealingWithAnotherBrokerWhichIsNotAMemberFirmNonOrderBookSecuritiesOnly[];
|
|
static const char KTransactionUsingBlockTradeFacility[];
|
|
static const char
|
|
LCCorrectionSubmittedMoreThanThreeDaysAfterPublicationOfTheOriginalTradeReport[];
|
|
static const char
|
|
MTransactionOtherThanATransactionResultingFromAStockSwapOrStockSwitchBetweenTwoMarketMakersRegisteredInThatSecurityIncludingIDBOrAPublicDisplaySystemTradesNonOrderBookSecuritiesOnly[];
|
|
static const char NNonProtectedPortfolioTransactionOrAFullyDisclosedPortfolioTransaction[];
|
|
static const char
|
|
NMITransactionWhereExchangeHasGrantedPermissionForNonPublicationIiIDBIsReportingAsSellerIiiSubmittingATransactionReportToTheExchangeWhereTheTransactionReportIsNotAlsoATradeReport[];
|
|
static const char NRNonRiskTransactionInASEATSSecurityOtherThanAnAIMSecurity[];
|
|
static const char
|
|
PProtectedPortfolioTransactionOrAWorkedPrincipalAgreementToEffectAPortfolioTransactionWhichIncludesOrderBookSecurities[];
|
|
static const char PAProtectedTransactionNotification[];
|
|
static const char
|
|
PCContraTradeForTransactionWhichTookPlaceOnAPreviousDayAndWhichWasAutomaticallyExecutedOnTheExchangeTradingSystem[];
|
|
static const char
|
|
PNWorkedPrincipalNotificationForAPortfolioTransactionWhichIncludesOrderBookSecurities[];
|
|
static const char
|
|
RIRisklessPrincipalTransactionBetweenNonMembersWhereTheBuyingAndSellingTransactionsAreExecutedAtDifferentPricesOrOnDifferentTermsRequiresATradeReportWithTradeTypeIndicatorRForEachTransactionIiMarketMakerIsReportingAllTheLegsOfARisklessPrincipalTransactionWhereTheBuyingAndSellingTransactionsAreExecutedAtDifferentPricesRequiresATradeReportWithTradeTypeIndicatorRForEachTransactionOrIiiMarketMakerIsReportingTheOnwardLegOfARisklessPrincipalTransactionWhereTheLegsAreExecutedAtDifferentPricesAndAnotherMarketMakerHasSubmittedATradeReportUsingTradeTypeIndicatorMForTheFirstLegThisRequiresASingleTradeReportWithTradeTypeIndicatorR[];
|
|
static const char
|
|
ROTransactionWhichResultedFromTheExerciseOfATraditionalOptionOrAStockSettledCoveredWarrant[];
|
|
static const char
|
|
RTRiskTransactionInASEATSSecurityExcludingAIMSecurityReportedByAMarketMakerRegisteredInThatSecurity[];
|
|
static const char
|
|
SWTransactionsResultingFromStockSwapOrAStockSwitchOneReportIsRequiredForEachLineOfStock[];
|
|
static const char TIfReportingASingleProtectedTransaction[];
|
|
static const char WNWorkedPrincipalNotificationForASingleOrderBookSecurity[];
|
|
static const char WTWorkedPrincipalTransactionOtherThanAPortfolioTransaction[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PegMoveType {
|
|
|
|
static const char FloatingDefault[];
|
|
static const char Fixed[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PegOffsetType {
|
|
|
|
static const char PriceDefault[];
|
|
static const char BasisPoints[];
|
|
static const char Ticks[];
|
|
static const char PriceTierLevel[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PegLimitType {
|
|
|
|
static const char OrBetterDefaultPriceImprovementAllowed[];
|
|
static const char StrictLimitIsAStrictLimit[];
|
|
static const char
|
|
OrWorseForABuyThePegLimitIsAMinimumAndForASellThePegLimitIsAMaximumForUseForOrdersWhichHaveAPriceRange[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PegRoundDirection {
|
|
|
|
static const char
|
|
MoreAggressiveOnABuyOrderRoundThePriceUpToTheNearestTickOnASellOrderRoundDownToTheNearestTick[];
|
|
static const char
|
|
MorePassiveOnABuyOrderRoundDownToTheNearestTickOnASellOrderRoundUpToTheNearestTick[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PegScope {
|
|
|
|
static const char LocalExchangeECNATS[];
|
|
static const char National[];
|
|
static const char Global[];
|
|
static const char NationalXxcludingLocal[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DiscretionMoveType {
|
|
|
|
static const char FloatingDefault[];
|
|
static const char Fixed[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DiscretionOffsetType {
|
|
|
|
static const char PriceDefault[];
|
|
static const char BasisPoints[];
|
|
static const char Ticks[];
|
|
static const char PriceTierLevel[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DiscretionLimitType {
|
|
|
|
static const char OrBetterDefaultPriceImprovementAllowed[];
|
|
static const char StrictLimitIsAStrictLimit[];
|
|
static const char
|
|
OrWorseForABuyTheDiscretionPriceIsAMinimumAndForASellTheDiscretionPriceIsAMaximumForUseForOrdersWhichHaveAPriceRange[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DiscretionRoundDirection {
|
|
|
|
static const char
|
|
MoreAggressiveOnABuyOrderRoundThePriceUpToTheNearestTickOnASellRoundDownToTheNearestTick[];
|
|
static const char
|
|
MorePassiveOnABuyOrderRoundDownToTheNearestTickOnASellOrderRoundUpToTheNearestTick[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DiscretionScope {
|
|
|
|
static const char LocalExchangeECNATS[];
|
|
static const char National[];
|
|
static const char Global[];
|
|
static const char NationalExcludingLocal[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TargetStrategy {
|
|
|
|
static const char VWAP[];
|
|
static const char ParticipateIEAimToBeXPercentOfTheMarketVolume[];
|
|
static const char MininizeMarketImpact[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LastLiquidityInd {
|
|
|
|
static const char AddedLiquidity[];
|
|
static const char RemovedLiquidity[];
|
|
static const char LiquidityRoutedOut[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PublishTrdIndicator {
|
|
|
|
static const char DoNotReportTrade[];
|
|
static const char ReportTrade[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ShortSaleReason {
|
|
|
|
static const char DealerSoldShort[];
|
|
static const char DealerSoldShortExempt[];
|
|
static const char SellingCustomerSoldShort[];
|
|
static const char SellingCustomerSoldShortExempt[];
|
|
static const char QualifiedServiceRepresentativeQSROrAutomaticGiveUpAGUContraSideSoldShort[];
|
|
static const char QSROrAGUContraSideSoldShortExempt[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QtyType {
|
|
|
|
static const char UnitsSharesParCurrency[];
|
|
static const char ContractsIfUsedMustSpecifyContractMultiplierTag231[];
|
|
static const char
|
|
UnitsOfMeasurePerTimeUnitIfUsedMustSpecifyUnitofMeasureTag996AndTimeUnitTag997[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeReportType {
|
|
|
|
static const char Submit[];
|
|
static const char Alleged[];
|
|
static const char Accept[];
|
|
static const char Decline[];
|
|
static const char Addendum[];
|
|
static const char NoWas[];
|
|
static const char TradeReportCancel[];
|
|
static const char LockedInTradeBreak[];
|
|
static const char Defaulted[];
|
|
static const char InvalidCMTA[];
|
|
static const char Pended[];
|
|
static const char AllegedNew[];
|
|
static const char AllegedAddendum[];
|
|
static const char AllegedNoWas[];
|
|
static const char AllegedTradeReportCancel[];
|
|
static const char AllegedLockedInTradeBreak[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocNoOrdersType {
|
|
|
|
static const char NotSpecified[];
|
|
static const char ExplicitListProvided[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API EventType {
|
|
|
|
static const char Put[];
|
|
static const char Call[];
|
|
static const char Tender[];
|
|
static const char SinkingFundCall[];
|
|
static const char Other[];
|
|
static const char Activation[];
|
|
static const char Inactiviation[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API InstrAttribType {
|
|
|
|
static const char FlatSecuritiesPayInterestOnACurrentBasisButAreTradedWithoutInterest[];
|
|
static const char OriginalIssueDiscount[];
|
|
static const char CallablePuttable[];
|
|
static const char EscrowedToMaturity[];
|
|
static const char
|
|
EscrowedToRedemptionDateCallableSupplyRedemptionDateInTheInstrAttribValue872Field[];
|
|
static const char PreRefunded[];
|
|
static const char InDefault[];
|
|
static const char Unrated[];
|
|
static const char Taxable[];
|
|
static const char Indexed[];
|
|
static const char SubjectToAlternativeMinimumTax[];
|
|
static const char ZeroCoupon[];
|
|
static const char OriginalIssueDiscountPriceSupplyPriceInTheInstrAttribValue872Field[];
|
|
static const char CallableBelowMaturityValue[];
|
|
static const char CallableWithoutNoticeByMailToHolderUnlessRegistered[];
|
|
static const char InterestBearingForEuroCommercialPaperWhenNotIssuedAtDiscount[];
|
|
static const char NoPeriodicPayments[];
|
|
static const char VariableRate[];
|
|
static const char LessFeeForPut[];
|
|
static const char SteppedCoupon[];
|
|
static const char
|
|
CouponPeriodIfNotSemiAnnualSupplyRedemptionDateInTheInstrAttribValue872Field[];
|
|
static const char WhenAndIfIssued[];
|
|
static const char TextSupplyTheTextOfTheAttributeOrDisclaimerInTheInstrAttribValue872Field[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CPProgram {
|
|
|
|
static const char n3A3[];
|
|
static const char n42[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MiscFeeBasis {
|
|
|
|
static const char Absolute[];
|
|
static const char PerUnit[];
|
|
static const char Percentage[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LastFragment {
|
|
|
|
static const char NotLastMessage[];
|
|
static const char LastMessage[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollAsgnReason {
|
|
|
|
static const char Initial[];
|
|
static const char Scheduled[];
|
|
static const char TimeWarning[];
|
|
static const char MarginDeficiency[];
|
|
static const char MarginExcess[];
|
|
static const char ForwardCollateralDemand[];
|
|
static const char EventOfDefault[];
|
|
static const char AdverseTaxEvent[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollInquiryQualifier {
|
|
|
|
static const char TradeDate[];
|
|
static const char GCInstrument[];
|
|
static const char CollateralInstrument[];
|
|
static const char SubstitutionEligible[];
|
|
static const char NotAssigned[];
|
|
static const char PartiallyAssigned[];
|
|
static const char FullyAssigned[];
|
|
static const char OutstandingTradesTodayLessEndDate[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollAsgnTransType {
|
|
|
|
static const char New[];
|
|
static const char Replace[];
|
|
static const char Cancel[];
|
|
static const char Release[];
|
|
static const char Reverse[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollAsgnRespType {
|
|
|
|
static const char Received[];
|
|
static const char Accepted[];
|
|
static const char Declined[];
|
|
static const char Rejected[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollAsgnRejectReason {
|
|
|
|
static const char UnknownDealOrderTrade[];
|
|
static const char UnknownOrInvalidInstrument[];
|
|
static const char UnauthorizedTransaction[];
|
|
static const char InsufficientCollateral[];
|
|
static const char InvalidTypeOfCollateral[];
|
|
static const char ExcessiveSubstitution[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollStatus {
|
|
|
|
static const char Unassigned[];
|
|
static const char PartiallyAssigned[];
|
|
static const char AssignmentProposed[];
|
|
static const char AssignedAccepted[];
|
|
static const char Challenged[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LastRptRequested {
|
|
|
|
static const char NotLastMessage[];
|
|
static const char LastMessage[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DeliveryType {
|
|
|
|
static const char VersusPaymentDeliverIfSellOrReceiveIfBuyVsAgainstPayment[];
|
|
static const char FreeDeliverIfSellOrReceiveIfBuyFree[];
|
|
static const char TriParty[];
|
|
static const char HoldInCustody[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API UserRequestType {
|
|
|
|
static const char LogOnUser[];
|
|
static const char LogOffUser[];
|
|
static const char ChangePasswordForUser[];
|
|
static const char RequestIndividualUserStatus[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API UserStatus {
|
|
|
|
static const char LoggedIn[];
|
|
static const char NotLoggedIn[];
|
|
static const char UserNotRecognised[];
|
|
static const char PasswordIncorrect[];
|
|
static const char PasswordChanged[];
|
|
static const char Other[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API StatusValue {
|
|
|
|
static const char Connected[];
|
|
static const char NotConnectedDownExpectedUp[];
|
|
static const char NotConnectedDownExpectedDown[];
|
|
static const char InProcess[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API NetworkRequestType {
|
|
|
|
static const char Snapshot[];
|
|
static const char Subscribe[];
|
|
static const char StopSubscribing[];
|
|
static const char LevelOfDetailThenNoCompIDSBecomesRequired[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API NetworkStatusResponseType {
|
|
|
|
static const char Full[];
|
|
static const char IncrementalUpdate[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TrdRptStatus {
|
|
|
|
static const char Accepted[];
|
|
static const char Rejected[];
|
|
static const char AcceptedWithErrors[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AffirmStatus {
|
|
|
|
static const char Received[];
|
|
static const char ConfirmRejectedIENotAffirmed[];
|
|
static const char Affirmed[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollAction {
|
|
|
|
static const char Retain[];
|
|
static const char Add[];
|
|
static const char Remove[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollInquiryStatus {
|
|
|
|
static const char Accepted[];
|
|
static const char AcceptedWithWarnings[];
|
|
static const char Completed[];
|
|
static const char CompletedWithWarnings[];
|
|
static const char Rejected[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollInquiryResult {
|
|
|
|
static const char SuccessfulDefault[];
|
|
static const char InvalidOrUnknownInstrument[];
|
|
static const char InvalidOrUnknownCollateralType[];
|
|
static const char InvalidParties[];
|
|
static const char InvalidTransportTypeRequested[];
|
|
static const char InvalidDestinationRequested[];
|
|
static const char NoCollateralFoundForTheTradeSpecified[];
|
|
static const char NoCollateralFoundForTheOrderSpecified[];
|
|
static const char CollateralInquiryTypeNotSupported[];
|
|
static const char UnauthorizedForCollateralInquiry[];
|
|
static const char OtherFurtherInformationInText58Field[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API StrategyParameterType {
|
|
|
|
static const char Int[];
|
|
static const char Length[];
|
|
static const char NumInGroup[];
|
|
static const char SeqNum[];
|
|
static const char TagNum[];
|
|
static const char Float[];
|
|
static const char Qty[];
|
|
static const char Price[];
|
|
static const char PriceOffset[];
|
|
static const char Amt[];
|
|
static const char Percentage[];
|
|
static const char Char[];
|
|
static const char Boolean[];
|
|
static const char StringType[];
|
|
static const char MultipleCharValue[];
|
|
static const char Currency[];
|
|
static const char Exchange[];
|
|
static const char MonthYear[];
|
|
static const char UTCTimeStamp[];
|
|
static const char UTCTimeOnly[];
|
|
static const char LocalMktTime[];
|
|
static const char UTCDate[];
|
|
static const char Data[];
|
|
static const char MultipleStringValue[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityStatus {
|
|
|
|
static const char Active[];
|
|
static const char Inactive[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API UnderlyingCashType {
|
|
|
|
static const char FIXED[];
|
|
static const char DIFF[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API UnderlyingSettlementType {
|
|
|
|
static const char Tplus1[];
|
|
static const char Tplus3[];
|
|
static const char Tplus4[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityUpdateAction {
|
|
|
|
static const char Add[];
|
|
static const char Delete[];
|
|
static const char Modify[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExpType {
|
|
|
|
static const char AutoExercise[];
|
|
static const char NonAutoExercise[];
|
|
static const char FinalWillBeExercised[];
|
|
static const char ContraryIntention[];
|
|
static const char Difference[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IndividualAllocType {
|
|
|
|
static const char SubAllocate[];
|
|
static const char ThirdPartyAllocation[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API UnitofMeasure {
|
|
|
|
static const char MegawattHours[];
|
|
static const char OneMillionBTU[];
|
|
static const char Barrels[];
|
|
static const char Gallons[];
|
|
static const char MetricTonsAkaTonne[];
|
|
static const char TonsUS[];
|
|
static const char MillionBarrels[];
|
|
static const char pounds[];
|
|
static const char TroyOunces[];
|
|
static const char USDollars[];
|
|
static const char BillionCubicFeet[];
|
|
static const char Bushels[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TimeUnit {
|
|
|
|
static const char Second[];
|
|
static const char Minute[];
|
|
static const char Hour[];
|
|
static const char Day[];
|
|
static const char Week[];
|
|
static const char Month[];
|
|
static const char Year[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocMethod {
|
|
|
|
static const char Automatic[];
|
|
static const char Guarantor[];
|
|
static const char Manual[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SideTrdSubTyp {
|
|
|
|
static const char CMTA[];
|
|
static const char InternalTransfer[];
|
|
static const char ExternalTransfer[];
|
|
static const char RejectForSubmittingTrade[];
|
|
static const char AdvisoryForContraSide[];
|
|
static const char OffsetDueToAnAllocation[];
|
|
static const char OnsetDueToAnAllocation[];
|
|
static const char DifferentialSpread[];
|
|
static const char ImpliedSpreadLegExecutedAgainstAnOutright[];
|
|
static const char TransactionFromExercise[];
|
|
static const char TransactionFromAssignment[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AsOfIndicator {
|
|
|
|
static const char falseTradeIsNotAnAsOfTrade[];
|
|
static const char trueTradeIsAnAsOfTrade[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDBookType {
|
|
|
|
static const char TopOfBook[];
|
|
static const char PriceDepth[];
|
|
static const char OrderDepth[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDOriginType {
|
|
|
|
static const char Book[];
|
|
static const char OffBook[];
|
|
static const char Cross[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CustOrderHandlingInst {
|
|
|
|
static const char AddOnOrder[];
|
|
static const char AllOrNone[];
|
|
static const char CashNotHeld[];
|
|
static const char DirectedOrder[];
|
|
static const char ExchangeForPhysicalTransaction[];
|
|
static const char FillOrKill[];
|
|
static const char ImbalanceOnly[];
|
|
static const char ImmediateOrCancel[];
|
|
static const char LimitOnOpen[];
|
|
static const char LimitOnClose[];
|
|
static const char MarketAtOpen[];
|
|
static const char MarketAtClose[];
|
|
static const char MarketOnOpen[];
|
|
static const char MarketOnClose[];
|
|
static const char MinimumQuantity[];
|
|
static const char NotHeld[];
|
|
static const char OverTheDay[];
|
|
static const char Pegged[];
|
|
static const char ReserveSizeOrder[];
|
|
static const char StopStockTransaction[];
|
|
static const char Scale[];
|
|
static const char TimeOrder[];
|
|
static const char TrailingStop[];
|
|
static const char Work[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrderHandlingInstSource {
|
|
|
|
static const char NASDOATS[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DeskType {
|
|
|
|
static const char Agency[];
|
|
static const char Arbitrage[];
|
|
static const char Derivatives[];
|
|
static const char International[];
|
|
static const char Institutional[];
|
|
static const char Other[];
|
|
static const char PreferredTrading[];
|
|
static const char Proprietary[];
|
|
static const char ProgramTrading[];
|
|
static const char Sales[];
|
|
static const char Trading[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DeskTypeSource {
|
|
|
|
static const char NASDOATS[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DeskOrderHandlingInst {
|
|
|
|
static const char AddOnOrder[];
|
|
static const char AllOrNone[];
|
|
static const char CashNotHeld[];
|
|
static const char DirectedOrder[];
|
|
static const char ExchangeForPhysicalTransaction[];
|
|
static const char FillOrKill[];
|
|
static const char ImbalanceOnly[];
|
|
static const char ImmediateOrCancel[];
|
|
static const char LimitOnOpen[];
|
|
static const char LimitOnClose[];
|
|
static const char MarketAtOpen[];
|
|
static const char MarketAtClose[];
|
|
static const char MarketOnOpen[];
|
|
static const char MarketOnClose[];
|
|
static const char MinimumQuantity[];
|
|
static const char NotHeld[];
|
|
static const char OverTheDay[];
|
|
static const char Pegged[];
|
|
static const char ReserveSizeOrder[];
|
|
static const char StopStockTransaction[];
|
|
static const char Scale[];
|
|
static const char TimeOrder[];
|
|
static const char TrailingStop[];
|
|
static const char Work[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExecAckStatus {
|
|
|
|
static const char ReceivedNotYetProcessed[];
|
|
static const char Accepted[];
|
|
static const char DonTKnowRejected[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollApplType {
|
|
|
|
static const char SpecificDeposit[];
|
|
static const char General[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API UnderlyingFXRateCalc {
|
|
|
|
static const char Multiply[];
|
|
static const char Divide[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocPositionEffect {
|
|
|
|
static const char Open[];
|
|
static const char Close[];
|
|
static const char Rolled[];
|
|
static const char FIFO[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AggressorIndicator {
|
|
|
|
static const char OrderInitiatorIsAggressor[];
|
|
static const char OrderInitiatorIsPassive[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RefOrderIDSource {
|
|
|
|
static const char SecondaryOrdeID198[];
|
|
static const char OrdeID37[];
|
|
static const char MEntryID278[];
|
|
static const char QuotEntryID299[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DisplayWhen {
|
|
|
|
static const char ImmediateAfterEachFill[];
|
|
static const char ExhaustWhenDisplayQty0[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DisplayMethod {
|
|
|
|
static const char InitialUseOriginalDisplayQty[];
|
|
static const char NewUseRefreshQty[];
|
|
static const char RandomRandomizeValue[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PriceProtectionScope {
|
|
|
|
static const char None[];
|
|
static const char LocalExchangeECNATS[];
|
|
static const char NationalAcrossAllNationalMarkets[];
|
|
static const char GlobalAcrossAllMarkets[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LotType {
|
|
|
|
static const char OddLot[];
|
|
static const char RoundLot[];
|
|
static const char BlockLot[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PegPriceType {
|
|
|
|
static const char LastPegLastSale[];
|
|
static const char MidPricePegMidpriceOfInsideQuote[];
|
|
static const char OpeningPeg[];
|
|
static const char MarketPeg[];
|
|
static const char PrimaryPegPrimaryMarketBuyAtBidOrSellAtOffer[];
|
|
static const char FixedPegToLocalBestBidOrOfferAtTimeOfOrder[];
|
|
static const char PegToVWAP[];
|
|
static const char TrailingStopPeg[];
|
|
static const char PegToLimitPrice[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TriggerType {
|
|
|
|
static const char PartialExecution[];
|
|
static const char SpecifiedTradingSession[];
|
|
static const char NextAuction[];
|
|
static const char PriceMovement[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TriggerAction {
|
|
|
|
static const char Activate[];
|
|
static const char Modify[];
|
|
static const char Cancel[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TriggerPriceType {
|
|
|
|
static const char BestOffer[];
|
|
static const char LastTrade[];
|
|
static const char BestBid[];
|
|
static const char BestBidOrLastTrade[];
|
|
static const char BestOfferOrLastTrade[];
|
|
static const char BestMid[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TriggerPriceTypeScope {
|
|
|
|
static const char None[];
|
|
static const char LocalExchangeECNATS[];
|
|
static const char NationalAcrossAllNationalMarkets[];
|
|
static const char GlobalAcrossAllMarkets[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TriggerPriceDirection {
|
|
|
|
static const char
|
|
TriggerIfThePriceOfTheSpecifiedTypeGoesUPToOrThroughTheSpecifiedTriggerPrice[];
|
|
static const char
|
|
TriggerIfThePriceOfTheSpecifiedTypeGoesDOWNToOrThroughTheSpecifiedTriggerPrice[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrderCategory {
|
|
|
|
static const char Order[];
|
|
static const char Quote[];
|
|
static const char PrivatelyNegotiatedTrade[];
|
|
static const char MultilegOrder[];
|
|
static const char LinkedOrder[];
|
|
static const char QuoteRequest[];
|
|
static const char ImpliedOrder[];
|
|
static const char CrossOrder[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeHandlingInstr {
|
|
|
|
static const char TradeConfirmation[];
|
|
static const char TwoPartyReport[];
|
|
static const char OnePartyReportForMatching[];
|
|
static const char OnePartyReportForPassThrough[];
|
|
static const char AutomatedFloorOrderRouting[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ApplVerID {
|
|
|
|
static const char FIX27[];
|
|
static const char FIX30[];
|
|
static const char FIX40[];
|
|
static const char FIX41[];
|
|
static const char FIX42[];
|
|
static const char FIX43[];
|
|
static const char FIX44[];
|
|
static const char FIX50[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOIQty {
|
|
|
|
static const char n1000000000[];
|
|
static const char Small[];
|
|
static const char Medium[];
|
|
static const char Large[];
|
|
static const char UndisclosedQuantity[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExDestinationIDSource {
|
|
|
|
static const char BICBankIdentificationCodeISO9362[];
|
|
static const char GenerallyAcceptedMarketParticipantIdentifierEGNASDMnemonic[];
|
|
static const char ProprietaryCustomCode[];
|
|
static const char ISOCountryCode[];
|
|
static const char MICISO10383MarketIdentifierCode[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDQuoteType {
|
|
|
|
static const char Indicative[];
|
|
static const char Tradeable[];
|
|
static const char RestrictedTradeable[];
|
|
static const char Counter[];
|
|
static const char IndicativeAndTradeable[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlDeliveryType {
|
|
|
|
static const char VersusPaymentDeliverIfSellOrReceiveIfBuyVsAgainstPayment[];
|
|
static const char FreeDeliverIfSellOrReceiveIfBuyFree[];
|
|
static const char TriParty[];
|
|
static const char HoldInCustody[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TriggerOrderType {
|
|
|
|
static const char Market[];
|
|
static const char Limit[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AggregatedBook {
|
|
|
|
static const char bookEntriesToBeAggregated[];
|
|
static const char bookEntriesShouldNotBeAggregated[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlCurrFxRateCalc {
|
|
|
|
static const char Multiply[];
|
|
static const char Divide[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DefaultApplVerID {
|
|
static const char FIX27[];
|
|
static const char FIX30[];
|
|
static const char FIX40[];
|
|
static const char FIX41[];
|
|
static const char FIX42[];
|
|
static const char FIX43[];
|
|
static const char FIX44[];
|
|
static const char FIX50[];
|
|
static const char FIX50SP1[];
|
|
static const char FIX50SP2[];
|
|
};
|
|
}
|
|
|
|
namespace TypedValues {
|
|
|
|
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 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 PerUnitImplyingSharesParCurrencyEtc = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Percent = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AbsoluteTotalMonetaryAmount = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PercentageWaivedCashDiscountForCIVBuyOrders = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PercentageWaivedEnhancedUnitsForCIVBuyOrders = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PointsPerBondOrContractSupplyContractMultiplier231InTheComponentBlockIfTheObjectSecurityIsDenominatedInASizeOtherThanTheIndustryDefault1000ParForBonds = '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 ParticipantDonTInitiate = '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 TrailingStopPeg = 'a';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OKToCross = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StrictLimitNoPriceImprovement = 'b';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IgnorePriceValidityChecks = 'c';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CallFirst = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PegToLimitPrice = 'd';
|
|
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 WorkToTargetStrategy = '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 ReinstateOnSystemFailueMutuallyExclusiveWithQ = '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 CancelOnTradingHaltMutuallyExclusiveWithJ = '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 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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancelIfNotBest = 'Z';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IntermarketSweep = 'f';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SingleExecutionRequestedForBlockTrade = 'j';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExternalRoutingAllowed = 'g';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExternalRoutingNotAllowed = 'h';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ImbalanceOnly = 'i';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FixedPegToLocalBestBidOrOfferAtTimeOfOrder = 'T';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BestExecution = 'k';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ClearingHouseClearingOrganization = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ISDAFpMLProductSpecificationXMLInEncodedSecurityDesc = 'I';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OptionPriceReportingAuthority = 'J';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LetterOfCredit = 'L';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ISDAFpMLProductURLURLInSecurityID = 'K';
|
|
};
|
|
|
|
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 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 QuoteResponse[];
|
|
static const char Confirmation[];
|
|
static const char PositionMaintenanceRequest[];
|
|
static const char PositionMaintenanceReport[];
|
|
static const char RequestForPositions[];
|
|
static const char RequestForPositionsAck[];
|
|
static const char PositionReport[];
|
|
static const char TradeCaptureReportRequestAck[];
|
|
static const char TradeCaptureReportAck[];
|
|
static const char AllocationReportAKAAllocationClaim[];
|
|
static const char AllocationReportAckAKAAllocationClaimAck[];
|
|
static const char ConfirmationAckAKAAffirmation[];
|
|
static const char SettlementInstructionRequest[];
|
|
static const char AssignmentReport[];
|
|
static const char CollateralRequest[];
|
|
static const char CollateralAssignment[];
|
|
static const char CollateralResponse[];
|
|
static const char News[];
|
|
static const char MassQuoteAcknowledgement[];
|
|
static const char CollateralReport[];
|
|
static const char CollateralInquiry[];
|
|
static const char NetworkCounterpartySystemStatusRequest[];
|
|
static const char NetworkCounterpartySystemStatusResponse[];
|
|
static const char UserRequest[];
|
|
static const char UserResponse[];
|
|
static const char CollateralInquiryAck[];
|
|
static const char ConfirmationRequest[];
|
|
static const char Email[];
|
|
static const char SecurityDefinitionRequest[];
|
|
static const char SecurityDefinition[];
|
|
static const char NewOrderSingle[];
|
|
static const char SecurityStatusRequest[];
|
|
static const char NewOrderList[];
|
|
static const char OrderCancelRequest[];
|
|
static const char SecurityStatus[];
|
|
static const char OrderCancelReplaceRequestAKAOrderModificationRequest[];
|
|
static const char TradingSessionStatusRequest[];
|
|
static const char OrderStatusRequest[];
|
|
static const char TradingSessionStatus[];
|
|
static const char MassQuote[];
|
|
static const char BusinessMessageReject[];
|
|
static const char AllocationInstruction[];
|
|
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 AllocationInstructionAck[];
|
|
static const char OrderMassCancelRequest[];
|
|
static const char DonTKnowTradeDK[];
|
|
static const char QuoteRequest[];
|
|
static const char OrderMassCancelReport[];
|
|
static const char Quote[];
|
|
static const char NewOrderCross[];
|
|
static const char SettlementInstructions[];
|
|
static const char CrossOrderCancelReplaceRequestAKACrossOrderModificationRequest[];
|
|
static const char CrossOrderCancelRequest[];
|
|
static const char MarketDataRequest[];
|
|
static const char SecurityTypeRequest[];
|
|
static const char SecurityTypes[];
|
|
static const char MarketDataSnapshotFullRefresh[];
|
|
static const char SecurityListRequest[];
|
|
static const char MarketDataIncrementalRefresh[];
|
|
static const char MarketDataRequestReject[];
|
|
static const char SecurityList[];
|
|
static const char QuoteCancel[];
|
|
static const char DerivativeSecurityListRequest[];
|
|
static const char ContraryIntentionReport[];
|
|
static const char SecurityDefinitionUpdateReport[];
|
|
static const char SecurityListUpdateReport[];
|
|
static const char AdjustedPositionReport[];
|
|
static const char AllocationInstructionAlert[];
|
|
static const char ExecutionAcknowledgement[];
|
|
static const char TradingSessionList[];
|
|
static const char TradingSessionListRequest[];
|
|
};
|
|
|
|
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 PendingCancelIEResultOfOrderCancelRequest = '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 PendingReplaceIEResultOfOrderCancelReplaceRequest = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ReplacedNoLongerUsed = '5';
|
|
};
|
|
|
|
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 StopStopLoss = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StopLimit = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MarketOnCloseNoLongerUsed = '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 OnCloseNoLongerUsed = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LimitOnCloseNoLongerUsed = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ForexMarketNoLongerUsed = '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 ForexLimitNoLongerUsed = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ForexSwap = 'G';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ForexPreviouslyQuotedNoLongerUsed = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FunariLimitDayOrderWithUnexecutedPortionHandlesAsMarketOnCloseEGJapan = 'I';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MarketIfTouchedMIT = 'J';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MarketWithLeftOverAsLimitMarketOrderWithUnexecutedQuantityBecomingLimitOrderAtLastPrice = '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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CounterOrderSelection = 'Q';
|
|
};
|
|
|
|
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 ShortExemptTransactionForMemberCompetingMarketMakerAffliatedWithTheFirmClearingTheTradeReferToPAndOTypes = '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 TransactionsForTheAccountOfANonMemberComptingMarketMakerWasIncorrectlyIdentifiedInTheFIXSpecAsCompetingDealerTrades = '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 CrossShortExxmpt = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AsDefinedForUseWithMultilegInstruments = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OppositeForUseWithMultilegInstruments = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SubscribeEGCIV = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RedeemEGCIV = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LendFINANCINGIdentifiesDirectionOfCollateral = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BorrowFINANCINGIdentifiesDirectionOfCollateral = 'G';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TimeInForce {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DayOrSession = '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 GoodTillDateGTD = '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 SettlType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RegularFXSpotSettlementTPlus1OrTPlus2DependingOnCurrency = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CashTODTPlus0 = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NextDayTOMTPlus1 = '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 FXSpotNextSettlementSpotPlus1AkaNextDay = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BrokenDateForFXExpressingNonStandardTenorSettlDate64MustBeSpecified = 'B';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SymbolSfx {
|
|
static const char EUCPWithLumpSumInterestRatherThanDiscountPrice[];
|
|
static const char WhenIssuedForASecurityToBeReissuedUnderAnOldCUSIPOrISIN[];
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Reversal = '6';
|
|
};
|
|
|
|
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 BlockLevelReject = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AccountLevelReject = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReceivedReceivedNotYetProcessed = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Incomplete = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RejectedByIntermediary = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllocationPending = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Reversed = 7;
|
|
};
|
|
|
|
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 UnknownOrStaleExecID = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MismatchedData = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownClOrdID = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int WarehouseRequestRejected = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IncorrectAveragegPrice = 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 UnknownOrderID37 = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownListID66 = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OtherFurtherInText58 = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IncorrectAllocatedQuantity = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CalculationDifference = 9;
|
|
};
|
|
|
|
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 OrigOrdModTime586DidNotMatchLastTransactTime60OfOrder = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DuplicateClOrdID11Received = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidPriceIncrement = 18;
|
|
};
|
|
|
|
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 InvalidInvestorID = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnsupportedOrderCharacteristic = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SurveillenceOption = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IncorrectQuantity = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IncorrectAllocatedQuantity = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownAccountS = 15;
|
|
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 Other = 99;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidPriceIncrement = 18;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOIQualifier {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AllOrNoneAON = '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 VWAPVolumeWeightedAveragePrice = '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 IndidcationWorkingAway = '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 IndicatesThePartySendingMessageWillReportTrade = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char IndicatesThePartyReceivingMessageMustReportTrade = '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 SequenceResetIgnoreMsgSeqNumNAForFIXMLNotUsed = '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 CalculationDifference = 'F';
|
|
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 const char RegulatoryEGSEC[];
|
|
static const char PerTransaction[];
|
|
static const char Conversion[];
|
|
static const char Agent[];
|
|
static const char Tax[];
|
|
static const char LocalCommission[];
|
|
static const char ExchangeFees[];
|
|
static const char Stamp[];
|
|
static const char Levy[];
|
|
static const char Other[];
|
|
static const char Markup[];
|
|
static const char ConsumptionTax[];
|
|
static const char TransferFee[];
|
|
static const char SecurityLending[];
|
|
};
|
|
|
|
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 DoneForDay = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Canceled = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Replaced = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PendingCancel = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Stopped = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Rejected = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Suspended = '9';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PendingNew = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Calculated = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Expired = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Restated = '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 TradeCorrect = 'G';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TradeCancel = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderStatus = 'I';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TradeInAClearingHold = 'J';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TradeHasBeenReleasedToClearing = 'K';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TriggeredOrActivatedBySystem = 'L';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlInstMode {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DefaultReplaced = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StandingInstructionsProvided = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SpecificAllocationAccountOverridingReplaced = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SpecificAllocationAccountStandingReplaced = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SpecificOrderForASingleAccountForCIV = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RequestReject = '5';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Restate = 'T';
|
|
};
|
|
|
|
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 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 BuySellback[];
|
|
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 EuroCertificateOfDeposit[];
|
|
static const char EuroCorporateBond[];
|
|
static const char EuroCommercialPaper[];
|
|
static const char EuroSovereigns[];
|
|
static const char EuroSupranationalCoupons[];
|
|
static const char FederalAgencyCoupon[];
|
|
static const char FederalAgencyDiscountNote[];
|
|
static const char ForeignExchangeContract[];
|
|
static const char Forward[];
|
|
static const char Future[];
|
|
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 MutualFund[];
|
|
static const char MortgageInterestOnly[];
|
|
static const char MultilegInstrument[];
|
|
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 Option[];
|
|
static const char PrivateExportFunding[];
|
|
static const char Pfandbriefe[];
|
|
static const char PromissoryNote[];
|
|
static const char PreferredStock[];
|
|
static const char PlazosFijos[];
|
|
static const char RevenueAnticipationNote[];
|
|
static const char Replaced[];
|
|
static const char Repurchase[];
|
|
static const char Retired[];
|
|
static const char RevenueBonds[];
|
|
static const char RevolverLoan[];
|
|
static const char RevolverTermLoan[];
|
|
static const char SecuritiesLoan[];
|
|
static const char SecuritiesPledge[];
|
|
static const char SpecialAssessment[];
|
|
static const char SpecialObligation[];
|
|
static const char SpecialTax[];
|
|
static const char ShortTermLoanNote[];
|
|
static const char StructuredNotes[];
|
|
static const char USDSupranationalCoupons[];
|
|
static const char SwingLineFacility[];
|
|
static const char TaxAnticipationNote[];
|
|
static const char TaxAllocation[];
|
|
static const char ToBeAnnounced[];
|
|
static const char USTreasuryBill[];
|
|
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 USTreasuryNote[];
|
|
static const char PrincipalStripFromANonCallableBondOrNote[];
|
|
static const char TaxRevenueAnticipationNote[];
|
|
static const char USTreasuryNoteDeprecatedValueUseTNOTE[];
|
|
static const char USTreasuryBillDeprecatedValueUseTBILL[];
|
|
static const char VariableRateDemandNote[];
|
|
static const char Warrant[];
|
|
static const char Withdrawn[];
|
|
static const char WildcardEntryWasIn44UsedOnSecurityDefinitionRequestMessage[];
|
|
static const char ExtendedCommNote[];
|
|
static const char IndexedLinked[];
|
|
static const char YankeeCorporateBond[];
|
|
static const char YankeeCertificateOfDeposit[];
|
|
static const char OptionsOnPhysical[];
|
|
static const char OptionsOnFutures[];
|
|
static const char Cash[];
|
|
};
|
|
|
|
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 AGlobalCustodianStandInstDBName70MustBeProvided = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AccountNet = 4;
|
|
};
|
|
|
|
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 NotifyBrokerOfCredit {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DetailsShoultNotBeCommunicated = '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 EONIA[];
|
|
static const char EUREPO[];
|
|
static const char Euribor[];
|
|
static const char FutureSWAP[];
|
|
static const char LIBID[];
|
|
static const char LIBORLondonInterBankOffer[];
|
|
static const char MuniAAA[];
|
|
static const char OTHER[];
|
|
static const char Pfandbriefe[];
|
|
static const char SONIA[];
|
|
static const char SWAP[];
|
|
static const char Treasury[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API StipulationType {
|
|
static const char AbsolutePrepaymentSpeed[];
|
|
static const char AlternativeMinimumTaxYN[];
|
|
static const char AutoReinvestmentAtOrBetter[];
|
|
static const char BankQualifiedYN[];
|
|
static const char BargainConditionsSeeStipulationValue234ForValues[];
|
|
static const char CouponRange[];
|
|
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 ISOCurrencyCode[];
|
|
static const char CustomStartEndDate[];
|
|
static const char GeographicsAndPercentRangeEx234CA080MinimumOf80PercentCaliforniaAssets[];
|
|
static const char ValuationDiscount[];
|
|
static const char FinalCPROfHomeEquityPrepaymentCurve[];
|
|
static const char InsuredYN[];
|
|
static const char YearOrYearMonthOfIssueEx234200209[];
|
|
static const char IssuerSTicker[];
|
|
static const char IssueSizeRange[];
|
|
static const char LookbackDays[];
|
|
static const char ExplicitLotIdentifier[];
|
|
static const char LotVarianceValueInPercentMaximumOverOrUnderAllocationAllowed[];
|
|
static const char MaturityYearAndMonth[];
|
|
static const char MaturityRange[];
|
|
static const char MaximumSubstitutionsRepo[];
|
|
static const char PercentOfManufacturedHousingPrepaymentCurve[];
|
|
static const char MinimumDenomination[];
|
|
static const char MinimumIncrement[];
|
|
static const char MinimumQuantity[];
|
|
static const char MonthlyPrepaymentRate[];
|
|
static const char PaymentFrequencyCalendar[];
|
|
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 PriceRange[];
|
|
static const char PricingFrequency[];
|
|
static const char ProductionYear[];
|
|
static const char CallProtection[];
|
|
static const char PercentOfBMAPrepaymentCurve[];
|
|
static const char Purpose[];
|
|
static const char BenchmarkPriceSource[];
|
|
static const char RatingSourceAndRange[];
|
|
static const char TypeOfRedemptionValuesAreNonCallablePrefundedEscrowedToMaturityPutableConvertible[];
|
|
static const char RestrictedYN[];
|
|
static const char MarketSector[];
|
|
static const char SecurityTypeIncludedOrExcluded[];
|
|
static const char SingleMonthlyMortality[];
|
|
static const char Structure[];
|
|
static const char SubstitutionsFrequencyRepo[];
|
|
static const char SubstitutionsLeftRepo[];
|
|
static const char FreeformText[];
|
|
static const char TradeVarianceValueInPercentMaximumOverOrUnderAllocationAllowed[];
|
|
static const char WeightedAverageCouponValueInPercentExactOrRangePlusGrossOrNetOfServicingSpreadTheDefaultEx23465NetMinimumOf65PercentNetOfServicingFee[];
|
|
static const char WeightedAverageLifeCouponValueInPercentExactOrRange[];
|
|
static const char WeightedAverageLoanAgeValueInMonthsExactOrRange[];
|
|
static const char WeightedAverageMaturityValueInMonthsExactOrRange[];
|
|
static const char WholePoolYN[];
|
|
static const char YieldRange[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API YieldType {
|
|
static const char AfterTaxYieldMunicipals[];
|
|
static const char AnnualYield[];
|
|
static const char YieldAtIssueMunicipals[];
|
|
static const char YieldToAvgMaturity[];
|
|
static const char BookYield[];
|
|
static const char YieldToNextCall[];
|
|
static const char YieldChangeSinceClose[];
|
|
static const char ClosingYield[];
|
|
static const char CompoundYield[];
|
|
static const char CurrentYield[];
|
|
static const char GvntEquivalentYield[];
|
|
static const char TrueGrossYield[];
|
|
static const char YieldWithInflationAssumption[];
|
|
static const char InverseFloaterBondYield[];
|
|
static const char MostRecentClosingYield[];
|
|
static const char ClosingYieldMostRecentMonth[];
|
|
static const char ClosingYieldMostRecentQuarter[];
|
|
static const char ClosingYieldMostRecentYear[];
|
|
static const char YieldToLongestAverageLife[];
|
|
static const char MarkToMarketYield[];
|
|
static const char YieldToMaturity[];
|
|
static const char YieldToNextRefundSinkingFundBonds[];
|
|
static const char OpenAverageYield[];
|
|
static const char PreviousCloseYield[];
|
|
static const char ProceedsYield[];
|
|
static const char YieldToNextPut[];
|
|
static const char SemiAnnualYield[];
|
|
static const char YieldToShortestAverageLife[];
|
|
static const char SimpleYield[];
|
|
static const char TaxEquivalentYield[];
|
|
static const char YieldToTenderDate[];
|
|
static const char TrueYield[];
|
|
static const char YieldValueOf132[];
|
|
static const char YieldToWorst[];
|
|
};
|
|
|
|
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 MDUpdateType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FullRefersh = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IncrementalRefres = 1;
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TradeVolume = 'B';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OpenInterest = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CompositeUnderlyingPrice = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SimulatedSellPrice = 'E';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SimulatedBuyPrice = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MarginRate = 'G';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MidPrice = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char EmptyBook = 'J';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SettleHighPrice = 'K';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SettleLowPrice = 'L';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PriorSettlePrice = 'M';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SessionHighBid = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SessionLowOffer = 'O';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char EarlyPrices = 'P';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AuctionClearingPrice = 'Q';
|
|
};
|
|
|
|
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 const char OpenActive[];
|
|
static const char ClosedInactive[];
|
|
static const char ExchangeBest[];
|
|
static const char ConsolidatedBest[];
|
|
static const char Locked[];
|
|
static const char Crossed[];
|
|
static const char Depth[];
|
|
static const char FastTrading[];
|
|
static const char NonFirm[];
|
|
static const char ManualSlowQuote[];
|
|
static const char OutrightPrice[];
|
|
static const char ImpliedPrice[];
|
|
static const char DepthOnOffer[];
|
|
static const char DepthOnBid[];
|
|
static const char Closing[];
|
|
static const char NewsDissemination[];
|
|
static const char TradingRange[];
|
|
static const char OrderInflux[];
|
|
static const char DueToRelated[];
|
|
static const char NewsPending[];
|
|
static const char AdditionalInfo[];
|
|
static const char AdditionalInfoDueToRelated[];
|
|
static const char Resume[];
|
|
static const char ViewOfCommon[];
|
|
static const char VolumeAlert[];
|
|
static const char OrderImbalance[];
|
|
static const char EquipmentChangeover[];
|
|
static const char NoOpenNoResume[];
|
|
static const char RegularETH[];
|
|
static const char AutomaticExecution[];
|
|
static const char AutomaticExecutionETH[];
|
|
static const char FastMarketETH[];
|
|
static const char InactiveETH[];
|
|
static const char Rotation[];
|
|
static const char RotationETH[];
|
|
static const char Halt[];
|
|
static const char HaltETH[];
|
|
static const char DueToNewsDissemination[];
|
|
static const char DueToNewsPending[];
|
|
static const char TradingResume[];
|
|
static const char OutOfSequence[];
|
|
static const char BidSpecialist[];
|
|
static const char OfferSpecialist[];
|
|
static const char BidOfferSpecialist[];
|
|
static const char EndOfDaySAM[];
|
|
static const char ForbiddenSAM[];
|
|
static const char FrozenSAM[];
|
|
static const char PreOpeningSAM[];
|
|
static const char OpeningSAM[];
|
|
static const char OpenSAM[];
|
|
static const char SurveillanceSAM[];
|
|
static const char SuspendedSAM[];
|
|
static const char ReservedSAM[];
|
|
static const char NoActiveSAM[];
|
|
static const char Restricted[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeCondition {
|
|
static const char CashOnlyMarket[];
|
|
static const char AveragePriceTrade[];
|
|
static const char CashTradeSameDayClearing[];
|
|
static const char NextDayOnlyMarket[];
|
|
static const char OpeningReopeningTradeDetail[];
|
|
static const char IntradayTradeDetail[];
|
|
static const char Rule127TradeNYSE[];
|
|
static const char Rule155TradeAMEX[];
|
|
static const char SoldLastLateReporting[];
|
|
static const char NextDayTradeNextDayClearing[];
|
|
static const char OpenedLateReportOfOpenedTrade[];
|
|
static const char Seller[];
|
|
static const char SoldOutOfSequence[];
|
|
static const char StoppedStockGuaranteeOfPriceButDoesNotExecuteTheOrder[];
|
|
static const char ImbalanceMoreBuyersCannotBeUsedInCombinationWithQ[];
|
|
static const char ImbalanceMoreSellersCannotBeUsedInCombinationWithP[];
|
|
static const char OpeningPrice[];
|
|
static const char TradesResultingFromManualSlowQuote[];
|
|
static const char TradesResultingFromIntermarketSweep[];
|
|
static const char BargainConditionLSE[];
|
|
static const char ConvertedPriceIndicator[];
|
|
static const char ExchangeLast[];
|
|
static const char FinalPriceOfSession[];
|
|
static const char ExPit[];
|
|
static const char Crossed[];
|
|
static const char Cancel[];
|
|
static const char VolumeOnly[];
|
|
static const char DirectPlus[];
|
|
static const char Acquisition[];
|
|
static const char Bunched[];
|
|
static const char Distribution[];
|
|
static const char BunchedSale[];
|
|
static const char SplitTrade[];
|
|
static const char CancelStopped[];
|
|
static const char CancelETH[];
|
|
static const char CancelStoppedETH[];
|
|
static const char OutOfSequenceETH[];
|
|
static const char CancelLastETH[];
|
|
static const char SoldLastSaleETH[];
|
|
static const char CancelLast[];
|
|
static const char SoldLastSale[];
|
|
static const char CancelOpen[];
|
|
static const char CancelOpenETH[];
|
|
static const char OpenedSaleETH[];
|
|
static const char CancelOnly[];
|
|
static const char CancelOnlyETH[];
|
|
static const char LateOpenETH[];
|
|
static const char AutoExecutionETH[];
|
|
static const char Reopen[];
|
|
static const char ReopenETH[];
|
|
static const char Adjusted[];
|
|
static const char AdjustedETH[];
|
|
static const char Spread[];
|
|
static const char SpreadETH[];
|
|
static const char Straddle[];
|
|
static const char StraddleETH[];
|
|
static const char Stopped[];
|
|
static const char StoppedETH[];
|
|
static const char RegularETH[];
|
|
static const char Combo[];
|
|
static const char ComboETH[];
|
|
static const char OfficialClosingPrice[];
|
|
static const char PriorReferencePrice[];
|
|
static const char StoppedSoldLast[];
|
|
static const char StoppedOutOfSequence[];
|
|
static const char OfficalClosingPrice[];
|
|
static const char CrossedTrade[];
|
|
static const char FastMarket[];
|
|
static const char AutomaticExecution[];
|
|
static const char FormT[];
|
|
static const char BasketIndex[];
|
|
static const char BurstBasket[];
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DeleteThru = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DeleteFrom = '4';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InsufficientCredit = 'D';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DeleteReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CancellationTradeBust = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Error = '1';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OpenCloseSettlFlag {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DailyOpenCloseSettlementEntry = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SessionOpenCloseSettlementEntry = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DeliverySettlementEntry = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExpectedEntry = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char EntryFromPreviousBusinessDay = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TheoreticalPriceValue = '5';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API FinancialStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Bankrupt = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PendingDelisting = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Restricted = '3';
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CashDividend = 'F';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StockDividend = 'G';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NonIntegerStockSplit = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ReverseStockSplit = 'I';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char StandardIntegerStockSplit = 'J';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PositionConsolidation = 'K';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LiquidationReorganization = 'L';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MergerReorganization = 'M';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RightsOffering = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ShareholderMeeting = 'O';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Spinoff = 'P';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TenderOffer = 'Q';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Warrant = 'R';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SpecialAction = 'S';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SymbolConversion = 'T';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CUSIPNameChange = 'U';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LeapRollover = 'V';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Accepted = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CancelForSymbolS = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Pending = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Pass = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LockedMarketWarning = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CrossMarketWarning = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CanceledDueToLockMarket = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CanceledDueToCrossMarket = 15;
|
|
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;
|
|
};
|
|
|
|
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;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CancelQuoteSpecifiedInQuoteID = 5;
|
|
};
|
|
|
|
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;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
};
|
|
|
|
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 MessageIsBeingSecntUnsolicited = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityTradingStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OpeningDelay = 1;
|
|
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 TradingHalt = 2;
|
|
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;
|
|
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;
|
|
};
|
|
|
|
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 NewPending = '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 HalfWasDueToCommonStockBeingHalted = '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 QuoteEntryRejectReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownSymbolSecurity = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExhcnageSecurityClosed = 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;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
};
|
|
|
|
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 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 NonDataValueIncludesFieldDelimiterCharacter = 17;
|
|
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 Other = 99;
|
|
};
|
|
|
|
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 WasSolicited = '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 WarehouseRecap = 10;
|
|
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;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CanceledNotBest = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PegRefresh = 11;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BusinessRejectReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownID = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownSecurity = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownMessageType = 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;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidPriceIncrement = 18;
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RelatedToVWAP = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AveragePriceGuarantee = '7';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BidType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NonDisclosedStyleEGUSEuropean = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DisclosedSytleEGJapanese = 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 BuySideExplicitlyRequestsStatusUsingStatueRequestDefaultTheSellSideFirmCanHoweverSendADONEStatusListSTatusResponseInAnUnsolicitedFashion = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SellSidePeriodicallySendsStatusUsingListStatusPeriodOptionallySpecifiedInProgressPeriod = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RealTimeExecutionReportsToBeDiscourage = 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 BidTradeType {
|
|
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 ClosingPriceAtMorningnSession = '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 PercentageIEPercentOfParOftenCalledDollarPriceForFixedIncome = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FixedCabinetTradePricePrimarilyForListedFuturesAndOptions = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int VariableCabinetTradePricePrimarilyForListedFuturesAndOptions = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PerUnitIEPerShareOrContract = 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 SpreadBasisPointsSpread = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TEDPrice = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TEDYield = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Yield = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ProductTicksInHalfs = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ProductTicksInFourths = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ProductTicksInEights = 15;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ProductTicksInSixteenths = 16;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ProductTicksInThirtySeconds = 17;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ProductTicksInSixtyForths = 18;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ProductTicksInOneTwentyEights = 19;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API GTBookingInst {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BookOutAllTradesOnDayOfExecution = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AccumulateExectuionsUntilForderIsFilledOrExpires = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AccumulateUntilVerballlyNotifiedOtherwise = 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 Cancelling = 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 WaitForExecutInstructionIEAListExecutMessageOrPhoneCallBeforeProceedingWithExecutionOfTheList = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExchangeSwitchCIVOrderSellDriven = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExchangeSwitchCIVOrderBuyDrivenCashTopUpIEAdditionalCashWillBeProvidedToFulfillTheOrder = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExchangeSwitchCIVOrderBuyDrivenCashWithdrawIEAdditionalCashWillNotBeProvidedToFulfillTheOrder = '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 SingleSecurityDefualtIfNotSpecified = '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 TaiwaneseTradingAcct = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MalaysianCentralDepositoryMCDNumber = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ChineseInvestorID = '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 USEmployerOrTaxIDNumber = '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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MICISO10383MarketIdentificerCodeSeeAppendix6C = 'G';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CSDParticipantMemberCodeEGEuroclearDTCCRESTOrKassenvereinNumber = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DirectedBrokerThreeCharacterAcronymAsDefinedInISITCETCBestPracticeGuidelinesDocument = 'I';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PartyRole {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExecutingFirmFormerlyFIX42ExecBroker = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SettlementLocationFormerlyFIX42SettlLocation = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OrderOriginationTraderAssociatedWithOrderOriginationFirmIETraderWhoInitiatesSubmitsTheOrder = 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 BrokerOfCreditFormerlyFIX42BrokerOfCredit = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnderlyingContraFirm = 20;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ClearingOrganization = 21;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Exchange = 22;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CustomerAccount = 24;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CorrespondentClearingOrganization = 25;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CorrespondentBroker = 26;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BuyerSellerReceiverDeliverer = 27;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Custodian = 28;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Intermediary = 29;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ClientIDFormerlyFIX42ClientID = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Agent = 30;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SubCustodian = 31;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Beneficiary = 32;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InterestedParty = 33;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RegulatoryBody = 34;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LiquidityProvider = 35;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EnteringTrader = 36;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ContraTrader = 37;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PositionAccount = 38;
|
|
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 IntroducingBroker = 60;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ContraPositionAccount = 41;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ContraExchange = 42;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InternalCarryAccount = 43;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OrderEntryOperatorID = 44;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SecondaryAccountNumber = 45;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ForiegnFirm = 46;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ThirdPartyAllocationFirm = 47;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ClaimingAccount = 48;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AssetManager = 49;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PledgorAccount = 50;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PledgeeAccount = 51;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LargeTraderReportableAccount = 52;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TraderMnemonic = 53;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SenderLocation = 54;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SessionID = 55;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AcceptableCounterparty = 56;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnacceptableCounterparty = 57;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EnteringUnit = 58;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExecutingUnit = 59;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ContraInvestorID = 39;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TransferToFirm = 40;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int QuoteOriginator = 61;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReportOriginator = 62;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SystematicInternaliserSI = 63;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MultilateralTradingFacilityMTF = 64;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RegulatedMarketRM = 65;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MarketMaker = 66;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvestmentFirm = 67;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int HostCompetentAuthorityHostCA = 68;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int HomeCompetentAuthorityHomeCA = 69;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CompetentAuthorityOfTheMostRelevantMarketInTermsOfLiquidityCAL = 70;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CompetentAuthorityOfTheTransactionExecutionVenueCATV = 71;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReportingIntermediaryMediumVendorViaWhichReportHasBeenPublished = 72;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExecutionVenue = 73;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MarketDataEntryOriginator = 74;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LocationID = 75;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DeskID = 76;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MarketDataMarket = 77;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllocationEntity = 78;
|
|
};
|
|
|
|
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 FINANCING = 13;
|
|
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 FalesProduction = '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 PAR = 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 DistribPaymentMethod {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CREST = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BPAY = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int HighValueClearingSystemHVACS = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReinvestInFund = 12;
|
|
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 DirectCreditBECSBACS = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ACHCredit = 9;
|
|
};
|
|
|
|
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 int New = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Cancel = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Replace = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Release = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Reverse = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CancelDueToBackOutOfTrade = 5;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PaymentMethod {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CREST = 1;
|
|
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;
|
|
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;
|
|
};
|
|
|
|
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 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 TESSAUK = 2;
|
|
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;
|
|
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 Other = 999;
|
|
};
|
|
|
|
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 Accepted = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Held = 'H';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ReminderIERegistrationInstructionsAreStillOutstanding = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Rejected = 'R';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API RegistRejReasonCode {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableAccountType = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnaceeptableInvestorIDSource = 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;
|
|
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 InvalidUnacceptableNoRegDetails = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableRegSeqNo = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableRegDetails = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableMailingDetails = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableMailingInstructions = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidUnacceptableInvestorID = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
};
|
|
|
|
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 OwnershipType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char JointTrustees = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char JointInvestors = 'J';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TenantsInCommon = 'T';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ContAmtType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CommissionAmountActual = 1;
|
|
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;
|
|
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;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OwnerType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IndividualInvestor = 1;
|
|
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;
|
|
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;
|
|
};
|
|
|
|
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 ActingAsMarketMakerOfSpecialistInTheUnderlyingSecurityOfADerivativeSeucirty = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ForeignEntityOfForeignGovernmentOrRegulatoryJurisdiction = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExternalMarketParticipant = '8';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExtneralInterConnectedMarketLinkage = '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 int MassCancelNotSupported = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidOrUnknownSecurity = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidOrUnkownUnderlyingSecurity = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidOrUnknownProduct = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidOrUnknownCFICode = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidOrUnknownSecurityType = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidOrUnknownTradingSession = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
};
|
|
|
|
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;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CounterTradeable = 3;
|
|
};
|
|
|
|
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 LocalMarketExchangeECNATS = '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 CrossAONCrossTadeWhichIsExecutedCompleteOrNotBothSidesAreTreatedInTheSameMannerThisIsEquivalentToAnAllOrNone = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CrossIOCCrossTradeWhichIsExecutedPartiallyAndTheRestIsCancelledOneSideIsFullyExecutedTheOtherSideIsPartiallyExecutedWithTheRemainderBeingCancelledThisIsEquivalentToAnIOCOnTheOtherSideNoteCrossPrioritization550FieldMayBeUsedToIndicateWhichSideShouldFullyExecuteInThisScenario = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CrossOneSideCrossTradeWhichIsPartiallyExecutedWithTheUnfilledPortionsRemainingActiveOneSideOfTheCorssIsFullyExecutedAsDenotedByTheCrossPrioritization550FieldButTheUnfilledPortionRemainsActive = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CrossSamePriceCrossTradeIsExecutedWithExistingOrdersWithTheSamePriceInThisCaseOtherOrdersExistWithTheSamePriceTheQuantityOfTheCrossIsExecutedAgainstTheExistingOrdersAndQuotesTheRemainderOfTheCorssIsExecutedAgainstTheOtherSideOfTheCrossTheTwoSidesPotentiallyHaveDifferentQuantities = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CrossPrioritization {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int None = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BuySideIsPrioritized = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SellSideIsPrioritized = 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 MultiLegRptTypeReq {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReportByMulitlegSecurityOnlyDoNotReportLegs = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReportByMultilegSecurityAndByInstrumentLegsBelongingToTheMultilegSecurity = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReportByInstrumentLegsBelongingToTheMultilegSecurityOnlyDoNotReportStatusOfMultilegSecurity = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradSesStatusRejReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownOrInvalidTradingSessionID = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeRequestType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllTrades = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MatchedTradesMatchingCriteriaProvidedOnRequestPartiesExecIDTradeIDOrderIDInstrumentInputSourceEtc = 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 PerviouslyReportedToCounterparty = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MatchStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ComparedMatchedOrAffirmed = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UncomparedUnmatchedOrUnaffired = '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 ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusTwoBadges[];
|
|
static const char ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorPlusExecutionTimeWithinTwoMinuteWindow[];
|
|
static const char ACTAcceptedTrade[];
|
|
static const char ACTDefaultTrade[];
|
|
static const char ACTDefaultAfterM2[];
|
|
static const char ACTM6Match[];
|
|
static const char ComparedRecordsResultingFromStampedAdvisoriesOrSpecialistAcceptsPairOffs[];
|
|
static const char ExactMatchOnTradeDateStockSymbolQuantityPriceTradeTypeAndSpecialTradeIndicatorMinusBadgesAndTimesACTM1Match[];
|
|
static const char SummarizedMatchMinusBadgesAndTimesACTM2Match[];
|
|
static const char OCSLockedInNonACT[];
|
|
static const char SummarizedMatchUsingA1ExactMatchCriteriaExceptQuantityIsSummaried[];
|
|
static const char SummarizedMatchUsingA2ExactMatchCriteriaExceptQuantityIsSummarized[];
|
|
static const char SummarizedMatchUsingA3ExactMatchCriteriaExceptQuantityIsSummarized[];
|
|
static const char SummarizedMatchUsingA4ExactMatchCriteriaExceptQuantityIsSummarized[];
|
|
static const char SummarizedMatchUsingA5ExactMatchCriteriaExceptQuantityIsSummarized[];
|
|
static const char OnePartyPrivatelyNegotiatedTradeReport[];
|
|
static const char TwoPartyPrivatelyNegotiatedTradeReport[];
|
|
static const char ContinuousAutoMatch[];
|
|
static const char CrossAuctionGeneralPurpose[];
|
|
static const char CounterOrderSelectionGeneralPurpose[];
|
|
static const char CallAuctionGeneralPurpose[];
|
|
static const char OnePartyTradeReportPrivatelyNegotiatedTrade[];
|
|
static const char TwoPartyTradeReportPrivatelyNegotiatedTrade[];
|
|
static const char ConfirmedTradeReportReportingFromRecognizedMarkets[];
|
|
static const char AutoMatch[];
|
|
static const char CrossAuction[];
|
|
static const char CounterOrderSelection[];
|
|
static const char CallAuction[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OddLot {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TreatAsRoundLotDefault = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TreatAsOddLot = 'Y';
|
|
};
|
|
|
|
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 AutomaticGiveUpModeTradeGiveUpToTheGiveUpDestinationNumberSpecified = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int QualifiedServiceRepresentativeQSR = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CustomerTrade = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SelfClearing = 13;
|
|
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;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AccountType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AccountIsCarriedOnCustomerSideOfTheBooks = 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 CustOrderCapacity {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MemberTradingForTheirOwnAccount = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ClearingFirmTradingForItsProprietaryAccount = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MemberTradingForAnotherMember = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllOther = 4;
|
|
};
|
|
|
|
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';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Accumulate = '2';
|
|
};
|
|
|
|
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 CalculatedIncludesMiscFeesAndNetMoney = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PreliminaryWithoutMiscFeesAndNetMoney = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SellsideCalculatedUsingPreliminaryIncludesMiscFeesAndNetMoneyReplaced = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SellsideCalculatedWithoutPreliminarySentUnsolicitedBySellsideIncludesMiscFeesAndNetMoneyReplaced = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReadyToBookSingleOrder = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BuysideReadyToBookCombinedSetOfOrdersReplaced = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int WarehouseInstruction = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RequestToIntermediary = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Accept = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Reject = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AcceptPending = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IncompleteGroup = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CompleteGroup = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReversalPending = 14;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ClearingFeeIndicator {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N1stYearDelegateTradingForOwnAccount = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N2ndYearDelegateTradingForOwnAccount = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N3rdYearDelegateTradingForOwnAccount = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N4thYearDelegateTradingForOwnAccount = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N5thYearDelegateTradingForOwnAccount = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N6thYearDelegateTradingForOwnAccount = '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 FullAndAssociateMemberTradingForOwnAccountAndAsFloorBrokers = '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 Lessee106FEmployees = '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;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LegalConfirm {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DoesNotConsituteALegalConfirm = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LegalConfirmation = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecDefStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PendingApproval = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ApprovedAccepted = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Rejected = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnauthorizedRequest = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidDefinitionRequest = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteRequestRejectReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownSymbolSecurity = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Pass = 10;
|
|
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 InvalidPrice = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NotAuthorizedToRequestQuote = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoMatchForInquiry = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoMarketForInstrument = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoInventory = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InsufficientCredit = 11;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AcctIDSource {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BIC = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SIDCode = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TFMGSPTA = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OMGEOAlertID = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DTCCCode = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OtherCustomOrProprietary = 99;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ConfirmStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Received = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MismatchedAccount = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MissingSettlementInstructions = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Confirmed = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RequestRejected = 5;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ConfirmTransType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int New = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Replace = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Cancel = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DeliveryForm {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BookEntryDefault = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Bearer = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LegSwapType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ParForPar = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ModifiedDuration = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Risk = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Proceeds = 5;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuotePriceType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PercentPercentOfPar = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Yield = 10;
|
|
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 SpreadBasisPointsRelativeToBenchmark = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TEDPrice = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TEDYield = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int YieldSpreadSwaps = 9;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QuoteRespType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int HitLift = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Counter = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Expired = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Cover = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DoneAway = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Pass = 6;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosType {
|
|
static const char AllocationTradeQty[];
|
|
static const char OptionAssignment[];
|
|
static const char AsOfTradeQty[];
|
|
static const char DeliveryQty[];
|
|
static const char ElectronicTradeQty[];
|
|
static const char OptionExerciseQty[];
|
|
static const char EndOfDayQty[];
|
|
static const char IntraSpreadQty[];
|
|
static const char InterSpreadQty[];
|
|
static const char AdjustmentQty[];
|
|
static const char PitTradeQty[];
|
|
static const char StartOfDayQty[];
|
|
static const char IntegralSplit[];
|
|
static const char TransactionFromAssignment[];
|
|
static const char TotalTransactionQty[];
|
|
static const char TransactionQuantity[];
|
|
static const char TransferTradeQty[];
|
|
static const char TransactionFromExercise[];
|
|
static const char CrossMarginQty[];
|
|
static const char ReceiveQuantity[];
|
|
static const char CorporateActionAdjustment[];
|
|
static const char DeliveryNoticeQty[];
|
|
static const char ExchangeForPhysicalQty[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosQtyStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Submitted = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Accepted = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Rejected = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosAmtType {
|
|
static const char CashAmountCorporateEvent[];
|
|
static const char CashResidualAmount[];
|
|
static const char FinalMarkToMarketAmount[];
|
|
static const char IncrementalMarkToMarketAmount[];
|
|
static const char PremiumAmount[];
|
|
static const char StartOfDayMarkToMarketAmount[];
|
|
static const char TradeVariationAmount[];
|
|
static const char ValueAdjustedAmount[];
|
|
static const char SettlementValue[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosTransType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Exercise = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DoNotExercise = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PositionAdjustment = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PositionChangeSubmissionMarginDisposition = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Pledge = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LargeTraderSubmission = 6;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosMaintAction {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NewUsedToIncrementTheOverallTransactionQuantity = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReplaceUsedToOverrideTheOverallTransactionQuantityOrSpecifiAddMessagesBasedOnTheReferenceID = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CancelUsedToRemoveTheOverallTransactionOrSpecificAddMessagesBasedOnReferenceID = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReverseUsedToCompletellyBackOutTheTransactionSuchThatTheTransactionNeverExisted = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlSessID {
|
|
static const char Intraday[];
|
|
static const char RegularTradingHours[];
|
|
static const char ElectronicTradingHours[];
|
|
static const char EndOfDay[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AdjustmentType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ProcessRequestAsMarginDisposition = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DeltaPlus = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DeltaMinus = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Final = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosMaintStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Accepted = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AcceptedWithWarnings = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Rejected = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Completed = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CompletedWithWarnings = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosMaintResult {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SuccessfulCompletionNoWarningsOrErrors = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Rejected = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosReqType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Positions = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Trades = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Exercises = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Assignments = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SettlementActivity = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BackoutMessage = 5;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ResponseTransportType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InbandTransportTheRequestWasSentOverDefault = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OutOfBandPreArrangedOutOfBandDeliveryMechanizmIEFTPHTTPNDMEtcBetweenCounterpartiesDetailsSpecifiedViaResponseDestination726 = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosReqResult {
|
|
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 NoPositionsFoundThatMatchCriteria = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NotAuthorizedToRequestPositions = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RequestForPositionNotSupported = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OtherUseText58InConjunctionWithThisCodeForAnExplaination = 99;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PosReqStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Completed = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CompletedWithWarnings = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Rejected = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlPriceType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Final = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Theoretical = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AssignmentMethod {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ProRata = 'P';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Random = 'R';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExerciseMethod {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Automatic = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Manual = 'M';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeRequestResult {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SuccessfulDefault = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidOrUnknownInstrument = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidTypeOfTradeRequested = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidParties = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidTransportTypeRequested = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidDestinationRequested = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TradeRequestTypeNotSupported = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnauthorizedRorTradeCaptureReportRequest = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeRequestStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Accepted = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Completed = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Rejected = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeReportRejectReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SuccessfulDefault = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidPartyOnformation = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownInstrument = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnauthorizedToReportTrades = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidTradeType = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SideMultiLegReportingType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SingleSecurityDefaultIfNotSpecified = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IndividualLegOfAMultilegSecurity = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MultilegSecurity = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TrdRegTimestampType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExecutionTime = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TimeIn = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TimeOut = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BrokerReceipt = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BrokerExecution = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DeskReceipt = 6;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ConfirmType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Status = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Confirmation = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ConfirmationRequestRejectedReasonCanBeStatedInText58Field = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ConfirmRejReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MismatchedAccount = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MissingSettlementInstructions = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API BookingType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RegularBooking = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CFDContractForDifference = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TotalReturnSwap = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocSettlInstType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UseDefaultInstructions = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DeriveFromParametersProvided = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FullDetailsProvided = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SSIDBIDsProvided = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PhoneForInstructions = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DlvyInstType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Cash = 'C';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Securities = 'S';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TerminationType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Overnight = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Term = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Flexible = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Open = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlInstReqRejCode {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnableToProcessRequest = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownAccount = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoMatchingSettlementInstructionsFound = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocReportType {
|
|
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 WarehouseRecap = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RequestToIntermediary = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PreliminaryRequestToIntermediary = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Accept = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Reject = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AcceptPending = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Complete = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ReversePending = 14;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocCancReplaceReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OriginalDetailsIncompleteIncorrect = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ChangeInUnderlyingOrderDetails = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocAccountType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AccountIsCarriedPnCustomerSideOfBooks = 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 PartySubIDType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Firm = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SecuritiesAccountNumberForSettlementInstructions = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RegistrationNumberForSettlementInstructionsAndConfirmations = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RegisteredAddressForConfirmationPurposes = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RegulatoryStatusForConfirmationPurposes = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RegistrationNameForSettlementInstructions = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CashAccountNumberForSettlementInstructions = 15;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BIC = 16;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CSDParticipantMemberCode = 17;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RegisteredAddress = 18;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FundAccountName = 19;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Person = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TelexNumber = 20;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FaxNumber = 21;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SecuritiesAccountName = 22;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CashAccountName = 23;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Department = 24;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LocationDesk = 25;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PositionAccountType = 26;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int System = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Application = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FullLegalNameOfFirm = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PostalAddress = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PhoneNumber = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EmailAddress = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ContactName = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SecurityLocateID = 27;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MarketMaker = 28;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EligibleCounterparty = 29;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ProfessionalClient = 30;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Location = 31;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExecutionVenue = 32;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocIntermedReqType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PendingAccept = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PendingRelease = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PendingReversal = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Accept = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BlockLevelReject = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AccountLevelReject = 6;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ApplQueueResolution {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoActionTaken = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int QueueFlushed = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OverlayLast = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EndSession = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ApplQueueAction {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoActionTaken = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int QueueFlushed = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OverlayLast = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EndSession = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AvgPxIndicator {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoAveragePricing = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TradeIsPartOfAnAveragePriceGroupIdentifiedByTheTradeLinkID820 = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LastTradeIsTheAveragePriceGroupIdentifiedByTheTradeLinkID820 = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeAllocIndicator {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllocationNotRequired = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllocationRequiredGiveUpTradeAllocationInformationNotProvidedIncomplete = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UseAllocationProvidedWithTheTrade = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllocationGiveUpExecutor = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllocationFromExecutor = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllocationToClaimAccount = 5;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExpirationCycle {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExpireOnTradingSessionCloseDefault = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExpireOnTradingSessionOpen = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TrdType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RegularTrade = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BlockTrade = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AfterHoursTrade = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EFPExchangeForPhysical = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Transfer = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LateTrade = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TTrade = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int WeightedAveragePriceTrade = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BunchedTrade = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LateBunchedTrade = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PriorReferencePriceTrade = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExchangeForRiskEFR = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExchangeForSwapEFS = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExchangeOfFuturesForInMarketFuturesEFMEGFullSizedForMini = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExchangeOfOptionsForOptionsEOO = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TradingAtSettlement = 15;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllOrNone = 16;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FuturesLargeOrderExecution = 17;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExchangeOfFuturesForFuturesExternalMarketEFF = 18;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OptionInterimTrade = 19;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OptionCabinetTrade = 20;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PrivatelyNegotiatedTrades = 22;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SubstitutionOfFuturesForForwards = 23;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ErrorTrade = 24;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SpecialCumDividendCD = 25;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SpecialExDividendXD = 26;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SpecialCumCouponCC = 27;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SpecialExCouponXC = 28;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CashSettlementCS = 29;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SpecialPriceUsuallyNetOrAllInPriceSP = 30;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int GuaranteedDeliveryGD = 31;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SpecialCumRightsCR = 32;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SpecialExRightsXR = 33;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SpecialCumCapitalRepaymentsCP = 34;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SpecialExCapitalRepaymentsXP = 35;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SpecialCumBonusCB = 36;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SpecialExBonusXB = 37;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BlockTradeSameAsLargeTrade = 38;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int WorkedPrincipalTradeUKSpecific = 39;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BlockTradesAfterMarket = 40;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NameChange = 41;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PortfolioTransfer = 42;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ProrogationBuyEuronextParisOnlyIsUsedToDeferSettlementUnderFrenchSRDDeferredSettlementSystemTradesMustBeReportedAsCrossesAtZeroPrice = 43;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ProrogationSellSeeProrogationBuy = 44;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OptionExercise = 45;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DeltaNeutralTransaction = 46;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FinancingTransactionIncludesRepoAndStockLending = 47;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TrdSubType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CMTA = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InternalTransferOrAdjustment = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExternalTransferOrTransferOfAccount = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RejectForSubmittingSide = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AdvisoryForContraSide = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OffsetDueToAnAllocation = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OnsetDutToAnAllocation = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DifferentialSpread = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ImpliedSpreadLegExecutedAgainstAnOutright = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TransactionFromExercise = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TransactionFromAssignment = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ACATS = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AIAutomatedInputFacilityDisabledInResponseToAnExchangeRequest = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BTransactionBetweenTwoMemberFirmsWhereNeitherMemberFirmIsRegisteredAsAMarketMakerInTheSecurityInQuestionAndNeitherIsADesignatedFundManagerAlsoUsedByBrokerDealersWhenDealingWithAnotherBrokerWhichIsNotAMemberFirmNonOrderBookSecuritiesOnly = 15;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int KTransactionUsingBlockTradeFacility = 16;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LCCorrectionSubmittedMoreThanThreeDaysAfterPublicationOfTheOriginalTradeReport = 17;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MTransactionOtherThanATransactionResultingFromAStockSwapOrStockSwitchBetweenTwoMarketMakersRegisteredInThatSecurityIncludingIDBOrAPublicDisplaySystemTradesNonOrderBookSecuritiesOnly = 18;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NNonProtectedPortfolioTransactionOrAFullyDisclosedPortfolioTransaction = 19;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NMITransactionWhereExchangeHasGrantedPermissionForNonPublicationIiIDBIsReportingAsSellerIiiSubmittingATransactionReportToTheExchangeWhereTheTransactionReportIsNotAlsoATradeReport = 20;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NRNonRiskTransactionInASEATSSecurityOtherThanAnAIMSecurity = 21;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PProtectedPortfolioTransactionOrAWorkedPrincipalAgreementToEffectAPortfolioTransactionWhichIncludesOrderBookSecurities = 22;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PAProtectedTransactionNotification = 23;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PCContraTradeForTransactionWhichTookPlaceOnAPreviousDayAndWhichWasAutomaticallyExecutedOnTheExchangeTradingSystem = 24;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PNWorkedPrincipalNotificationForAPortfolioTransactionWhichIncludesOrderBookSecurities = 25;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RIRisklessPrincipalTransactionBetweenNonMembersWhereTheBuyingAndSellingTransactionsAreExecutedAtDifferentPricesOrOnDifferentTermsRequiresATradeReportWithTradeTypeIndicatorRForEachTransactionIiMarketMakerIsReportingAllTheLegsOfARisklessPrincipalTransactionWhereTheBuyingAndSellingTransactionsAreExecutedAtDifferentPricesRequiresATradeReportWithTradeTypeIndicatorRForEachTransactionOrIiiMarketMakerIsReportingTheOnwardLegOfARisklessPrincipalTransactionWhereTheLegsAreExecutedAtDifferentPricesAndAnotherMarketMakerHasSubmittedATradeReportUsingTradeTypeIndicatorMForTheFirstLegThisRequiresASingleTradeReportWithTradeTypeIndicatorR = 26;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ROTransactionWhichResultedFromTheExerciseOfATraditionalOptionOrAStockSettledCoveredWarrant = 27;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RTRiskTransactionInASEATSSecurityExcludingAIMSecurityReportedByAMarketMakerRegisteredInThatSecurity = 28;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SWTransactionsResultingFromStockSwapOrAStockSwitchOneReportIsRequiredForEachLineOfStock = 29;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TIfReportingASingleProtectedTransaction = 30;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int WNWorkedPrincipalNotificationForASingleOrderBookSecurity = 31;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int WTWorkedPrincipalTransactionOtherThanAPortfolioTransaction = 32;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PegMoveType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FloatingDefault = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Fixed = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PegOffsetType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PriceDefault = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BasisPoints = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Ticks = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PriceTierLevel = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PegLimitType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OrBetterDefaultPriceImprovementAllowed = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int StrictLimitIsAStrictLimit = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OrWorseForABuyThePegLimitIsAMinimumAndForASellThePegLimitIsAMaximumForUseForOrdersWhichHaveAPriceRange = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PegRoundDirection {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MoreAggressiveOnABuyOrderRoundThePriceUpToTheNearestTickOnASellOrderRoundDownToTheNearestTick = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MorePassiveOnABuyOrderRoundDownToTheNearestTickOnASellOrderRoundUpToTheNearestTick = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PegScope {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LocalExchangeECNATS = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int National = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Global = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NationalXxcludingLocal = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DiscretionMoveType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FloatingDefault = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Fixed = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DiscretionOffsetType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PriceDefault = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int BasisPoints = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Ticks = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PriceTierLevel = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DiscretionLimitType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OrBetterDefaultPriceImprovementAllowed = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int StrictLimitIsAStrictLimit = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OrWorseForABuyTheDiscretionPriceIsAMinimumAndForASellTheDiscretionPriceIsAMaximumForUseForOrdersWhichHaveAPriceRange = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DiscretionRoundDirection {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MoreAggressiveOnABuyOrderRoundThePriceUpToTheNearestTickOnASellRoundDownToTheNearestTick = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MorePassiveOnABuyOrderRoundDownToTheNearestTickOnASellOrderRoundUpToTheNearestTick = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DiscretionScope {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LocalExchangeECNATS = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int National = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Global = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NationalExcludingLocal = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TargetStrategy {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int VWAP = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ParticipateIEAimToBeXPercentOfTheMarketVolume = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MininizeMarketImpact = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LastLiquidityInd {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AddedLiquidity = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RemovedLiquidity = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LiquidityRoutedOut = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PublishTrdIndicator {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DoNotReportTrade = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ReportTrade = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ShortSaleReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DealerSoldShort = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DealerSoldShortExempt = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SellingCustomerSoldShort = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SellingCustomerSoldShortExempt = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int QualifiedServiceRepresentativeQSROrAutomaticGiveUpAGUContraSideSoldShort = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int QSROrAGUContraSideSoldShortExempt = 5;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API QtyType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnitsSharesParCurrency = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ContractsIfUsedMustSpecifyContractMultiplierTag231 = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnitsOfMeasurePerTimeUnitIfUsedMustSpecifyUnitofMeasureTag996AndTimeUnitTag997 = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeReportType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Submit = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Alleged = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Accept = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Decline = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Addendum = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoWas = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TradeReportCancel = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LockedInTradeBreak = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Defaulted = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidCMTA = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Pended = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllegedNew = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllegedAddendum = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllegedNoWas = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllegedTradeReportCancel = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AllegedLockedInTradeBreak = 15;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocNoOrdersType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NotSpecified = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExplicitListProvided = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API EventType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Put = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Call = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Tender = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SinkingFundCall = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Activation = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Inactiviation = 6;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API InstrAttribType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FlatSecuritiesPayInterestOnACurrentBasisButAreTradedWithoutInterest = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OriginalIssueDiscount = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CallablePuttable = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EscrowedToMaturity = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EscrowedToRedemptionDateCallableSupplyRedemptionDateInTheInstrAttribValue872Field = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PreRefunded = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InDefault = 15;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Unrated = 16;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Taxable = 17;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Indexed = 18;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SubjectToAlternativeMinimumTax = 19;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ZeroCoupon = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OriginalIssueDiscountPriceSupplyPriceInTheInstrAttribValue872Field = 20;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CallableBelowMaturityValue = 21;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CallableWithoutNoticeByMailToHolderUnlessRegistered = 22;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InterestBearingForEuroCommercialPaperWhenNotIssuedAtDiscount = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoPeriodicPayments = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int VariableRate = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LessFeeForPut = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SteppedCoupon = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CouponPeriodIfNotSemiAnnualSupplyRedemptionDateInTheInstrAttribValue872Field = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int WhenAndIfIssued = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TextSupplyTheTextOfTheAttributeOrDisclaimerInTheInstrAttribValue872Field = 99;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CPProgram {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int N3A3 = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int N42 = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MiscFeeBasis {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Absolute = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PerUnit = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Percentage = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LastFragment {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NotLastMessage = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LastMessage = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollAsgnReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Initial = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Scheduled = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TimeWarning = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MarginDeficiency = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MarginExcess = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ForwardCollateralDemand = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int EventOfDefault = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AdverseTaxEvent = 7;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollInquiryQualifier {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TradeDate = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int GCInstrument = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CollateralInstrument = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SubstitutionEligible = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NotAssigned = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PartiallyAssigned = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FullyAssigned = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OutstandingTradesTodayLessEndDate = 7;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollAsgnTransType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int New = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Replace = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Cancel = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Release = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Reverse = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollAsgnRespType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Received = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Accepted = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Declined = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Rejected = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollAsgnRejectReason {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownDealOrderTrade = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnknownOrInvalidInstrument = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnauthorizedTransaction = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InsufficientCollateral = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidTypeOfCollateral = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExcessiveSubstitution = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 99;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Unassigned = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PartiallyAssigned = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AssignmentProposed = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AssignedAccepted = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Challenged = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API LastRptRequested {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NotLastMessage = 'N';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LastMessage = 'Y';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DeliveryType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int VersusPaymentDeliverIfSellOrReceiveIfBuyVsAgainstPayment = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FreeDeliverIfSellOrReceiveIfBuyFree = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TriParty = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int HoldInCustody = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API UserRequestType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LogOnUser = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LogOffUser = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ChangePasswordForUser = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RequestIndividualUserStatus = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API UserStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LoggedIn = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NotLoggedIn = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UserNotRecognised = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PasswordIncorrect = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PasswordChanged = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Other = 6;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API StatusValue {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Connected = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NotConnectedDownExpectedUp = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NotConnectedDownExpectedDown = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InProcess = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API NetworkRequestType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Snapshot = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Subscribe = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int StopSubscribing = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LevelOfDetailThenNoCompIDSBecomesRequired = 8;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API NetworkStatusResponseType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Full = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IncrementalUpdate = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TrdRptStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Accepted = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Rejected = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AcceptedWithErrors = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AffirmStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Received = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ConfirmRejectedIENotAffirmed = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Affirmed = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollAction {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Retain = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Add = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Remove = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollInquiryStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Accepted = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AcceptedWithWarnings = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Completed = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CompletedWithWarnings = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Rejected = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CollInquiryResult {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SuccessfulDefault = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidOrUnknownInstrument = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidOrUnknownCollateralType = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidParties = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidTransportTypeRequested = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InvalidDestinationRequested = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoCollateralFoundForTheTradeSpecified = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NoCollateralFoundForTheOrderSpecified = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CollateralInquiryTypeNotSupported = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UnauthorizedForCollateralInquiry = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OtherFurtherInformationInText58Field = 99;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API StrategyParameterType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Int = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Length = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NumInGroup = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SeqNum = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TagNum = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Float = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Qty = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Price = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PriceOffset = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Amt = 10;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Percentage = 11;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Char = 12;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Boolean = 13;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int StringType = 14;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MultipleCharValue = 15;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Currency = 16;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Exchange = 17;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MonthYear = 18;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UTCTimeStamp = 19;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UTCTimeOnly = 20;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LocalMktTime = 21;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int UTCDate = 22;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Data = 23;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MultipleStringValue = 24;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityStatus {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Active = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Inactive = '2';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API UnderlyingCashType {
|
|
static const char FIXED[];
|
|
static const char DIFF[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API UnderlyingSettlementType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TPlus1 = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TPlus3 = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TPlus4 = 5;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SecurityUpdateAction {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Add = 'A';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Delete = 'D';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Modify = 'M';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExpType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AutoExercise = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NonAutoExercise = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FinalWillBeExercised = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ContraryIntention = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Difference = 5;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IndividualAllocType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SubAllocate = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ThirdPartyAllocation = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API UnitofMeasure {
|
|
static const char MegawattHours[];
|
|
static const char OneMillionBTU[];
|
|
static const char Barrels[];
|
|
static const char Gallons[];
|
|
static const char MetricTonsAkaTonne[];
|
|
static const char TonsUS[];
|
|
static const char MillionBarrels[];
|
|
static const char Pounds[];
|
|
static const char TroyOunces[];
|
|
static const char USDollars[];
|
|
static const char BillionCubicFeet[];
|
|
static const char Bushels[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TimeUnit {
|
|
static const char Second[];
|
|
static const char Minute[];
|
|
static const char Hour[];
|
|
static const char Day[];
|
|
static const char Week[];
|
|
static const char Month[];
|
|
static const char Year[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AllocMethod {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Automatic = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Guarantor = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Manual = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SideTrdSubTyp {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int CMTA = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int InternalTransfer = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ExternalTransfer = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int RejectForSubmittingTrade = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int AdvisoryForContraSide = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OffsetDueToAnAllocation = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OnsetDueToAnAllocation = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int DifferentialSpread = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int ImpliedSpreadLegExecutedAgainstAnOutright = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TransactionFromExercise = 9;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TransactionFromAssignment = 10;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AsOfIndicator {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FalseTradeIsNotAnAsOfTrade = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TrueTradeIsAnAsOfTrade = '1';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDBookType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TopOfBook = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PriceDepth = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OrderDepth = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDOriginType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Book = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OffBook = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Cross = 2;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API CustOrderHandlingInst {
|
|
static const char AddOnOrder[];
|
|
static const char AllOrNone[];
|
|
static const char CashNotHeld[];
|
|
static const char DirectedOrder[];
|
|
static const char ExchangeForPhysicalTransaction[];
|
|
static const char FillOrKill[];
|
|
static const char ImbalanceOnly[];
|
|
static const char ImmediateOrCancel[];
|
|
static const char LimitOnOpen[];
|
|
static const char LimitOnClose[];
|
|
static const char MarketAtOpen[];
|
|
static const char MarketAtClose[];
|
|
static const char MarketOnOpen[];
|
|
static const char MarketOnClose[];
|
|
static const char MinimumQuantity[];
|
|
static const char NotHeld[];
|
|
static const char OverTheDay[];
|
|
static const char Pegged[];
|
|
static const char ReserveSizeOrder[];
|
|
static const char StopStockTransaction[];
|
|
static const char Scale[];
|
|
static const char TimeOrder[];
|
|
static const char TrailingStop[];
|
|
static const char Work[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrderHandlingInstSource {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NASDOATS = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DeskType {
|
|
static const char Agency[];
|
|
static const char Arbitrage[];
|
|
static const char Derivatives[];
|
|
static const char International[];
|
|
static const char Institutional[];
|
|
static const char Other[];
|
|
static const char PreferredTrading[];
|
|
static const char Proprietary[];
|
|
static const char ProgramTrading[];
|
|
static const char Sales[];
|
|
static const char Trading[];
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DeskTypeSource {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int NASDOATS = 1;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API DeskOrderHandlingInst {
|
|
static const char AddOnOrder[];
|
|
static const char AllOrNone[];
|
|
static const char CashNotHeld[];
|
|
static const char DirectedOrder[];
|
|
static const char ExchangeForPhysicalTransaction[];
|
|
static const char FillOrKill[];
|
|
static const char ImbalanceOnly[];
|
|
static const char ImmediateOrCancel[];
|
|
static const char LimitOnOpen[];
|
|
static const char LimitOnClose[];
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static const char MarketAtOpen[];
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static const char MarketAtClose[];
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static const char MarketOnOpen[];
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static const char MarketOnClose[];
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static const char MinimumQuantity[];
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static const char NotHeld[];
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static const char OverTheDay[];
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static const char Pegged[];
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static const char ReserveSizeOrder[];
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static const char StopStockTransaction[];
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static const char Scale[];
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static const char TimeOrder[];
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static const char TrailingStop[];
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static const char Work[];
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|
};
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struct ONIXS_FIXENGINE_API ExecAckStatus {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ReceivedNotYetProcessed = '0';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Accepted = '1';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char DonTKnowRejected = '2';
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|
};
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|
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struct ONIXS_FIXENGINE_API CollApplType {
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int SpecificDeposit = 0;
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int General = 1;
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|
};
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|
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struct ONIXS_FIXENGINE_API UnderlyingFXRateCalc {
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Multiply = 'M';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Divide = 'D';
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|
};
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|
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struct ONIXS_FIXENGINE_API AllocPositionEffect {
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Open = 'O';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Close = 'C';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Rolled = 'R';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FIFO = 'F';
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|
};
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|
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struct ONIXS_FIXENGINE_API AggressorIndicator {
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderInitiatorIsAggressor = 'Y';
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static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrderInitiatorIsPassive = 'N';
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|
};
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|
|
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struct ONIXS_FIXENGINE_API RefOrderIDSource {
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SecondaryOrdeID198 = '0';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OrdeID37 = '1';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MEntryID278 = '2';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char QuotEntryID299 = '3';
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|
};
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|
|
|
struct ONIXS_FIXENGINE_API DisplayWhen {
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ImmediateAfterEachFill = '1';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ExhaustWhenDisplayQty0 = '2';
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|
};
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|
|
|
struct ONIXS_FIXENGINE_API DisplayMethod {
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char InitialUseOriginalDisplayQty = '1';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NewUseRefreshQty = '2';
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|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RandomRandomizeValue = '3';
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|
};
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|
|
|
struct ONIXS_FIXENGINE_API PriceProtectionScope {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char None = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LocalExchangeECNATS = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NationalAcrossAllNationalMarkets = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char GlobalAcrossAllMarkets = '3';
|
|
};
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|
|
|
struct ONIXS_FIXENGINE_API LotType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OddLot = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char RoundLot = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BlockLot = '3';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API PegPriceType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int LastPegLastSale = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MidPricePegMidpriceOfInsideQuote = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int OpeningPeg = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int MarketPeg = 4;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PrimaryPegPrimaryMarketBuyAtBidOrSellAtOffer = 5;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FixedPegToLocalBestBidOrOfferAtTimeOfOrder = 6;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PegToVWAP = 7;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TrailingStopPeg = 8;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int PegToLimitPrice = 9;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TriggerType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PartialExecution = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char SpecifiedTradingSession = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NextAuction = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PriceMovement = '4';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TriggerAction {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Activate = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Modify = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Cancel = '3';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TriggerPriceType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BestOffer = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LastTrade = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BestBid = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BestBidOrLastTrade = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BestOfferOrLastTrade = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BestMid = '6';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TriggerPriceTypeScope {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char None = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LocalExchangeECNATS = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char NationalAcrossAllNationalMarkets = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char GlobalAcrossAllMarkets = '3';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TriggerPriceDirection {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TriggerIfThePriceOfTheSpecifiedTypeGoesUPToOrThroughTheSpecifiedTriggerPrice = 'U';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TriggerIfThePriceOfTheSpecifiedTypeGoesDOWNToOrThroughTheSpecifiedTriggerPrice = 'D';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API OrderCategory {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Order = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Quote = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char PrivatelyNegotiatedTrade = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char MultilegOrder = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char LinkedOrder = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char QuoteRequest = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char ImpliedOrder = '7';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char CrossOrder = '8';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TradeHandlingInstr {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TradeConfirmation = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char TwoPartyReport = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OnePartyReportForMatching = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char OnePartyReportForPassThrough = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char AutomatedFloorOrderRouting = '4';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ApplVerID {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FIX27 = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FIX30 = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FIX40 = '2';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FIX41 = '3';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FIX42 = '4';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FIX43 = '5';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FIX44 = '6';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char FIX50 = '7';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API IOIQty {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char N1000000000 = '0';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Small = 'S';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Medium = 'M';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Large = 'L';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char UndisclosedQuantity = 'U';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API ExDestinationIDSource {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BICBankIdentificationCodeISO9362 = '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 MICISO10383MarketIdentifierCode = 'G';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API MDQuoteType {
|
|
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;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int Counter = 3;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int IndicativeAndTradeable = 4;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlDeliveryType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int VersusPaymentDeliverIfSellOrReceiveIfBuyVsAgainstPayment = 0;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int FreeDeliverIfSellOrReceiveIfBuyFree = 1;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int TriParty = 2;
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR int HoldInCustody = 3;
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API TriggerOrderType {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Market = '1';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Limit = '2';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API AggregatedBook {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BookEntriesToBeAggregated = 'Y';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char BookEntriesShouldNotBeAggregated = 'N';
|
|
};
|
|
|
|
struct ONIXS_FIXENGINE_API SettlCurrFxRateCalc {
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Multiply = 'M';
|
|
static ONIXS_FIXENGINE_CONST_OR_CONSTEXPR char Divide = 'D';
|
|
};
|
|
|
|
}
|
|
}
|
|
}
|
|
}
|