John Colvin
fc1ae2e5cb
WARNING: This is NOT an official release. As of 12/10/21 20:23, the latest release of the quickfix lib (1.15.1) does not support c++17 (the FIX::Application class has fns with dynamic exceptions). This commit upgrades to a more recent (unreleased) build which supports c++17.
1539 lines
57 KiB
C++
1539 lines
57 KiB
C++
#ifndef FIX_FIELD_NUMBERS_H
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#define FIX_FIELD_NUMBERS_H
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namespace FIX
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{
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namespace FIELD
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{
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const int BeginSeqNo = 7;
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const int BeginString = 8;
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const int BodyLength = 9;
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const int CheckSum = 10;
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const int EndSeqNo = 16;
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const int MsgSeqNum = 34;
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const int MsgType = 35;
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const int NewSeqNo = 36;
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const int PossDupFlag = 43;
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const int RefSeqNum = 45;
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const int SenderCompID = 49;
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const int SenderSubID = 50;
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const int SendingTime = 52;
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const int TargetCompID = 56;
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const int TargetSubID = 57;
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const int Text = 58;
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const int Signature = 89;
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const int SecureDataLen = 90;
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const int SecureData = 91;
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const int SignatureLength = 93;
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const int RawDataLength = 95;
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const int RawData = 96;
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const int PossResend = 97;
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const int EncryptMethod = 98;
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const int HeartBtInt = 108;
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const int TestReqID = 112;
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const int OnBehalfOfCompID = 115;
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const int OnBehalfOfSubID = 116;
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const int OrigSendingTime = 122;
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const int GapFillFlag = 123;
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const int DeliverToCompID = 128;
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const int DeliverToSubID = 129;
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const int ResetSeqNumFlag = 141;
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const int SenderLocationID = 142;
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const int TargetLocationID = 143;
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const int OnBehalfOfLocationID = 144;
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const int DeliverToLocationID = 145;
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const int XmlDataLen = 212;
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const int XmlData = 213;
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const int MessageEncoding = 347;
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const int EncodedTextLen = 354;
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const int EncodedText = 355;
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const int LastMsgSeqNumProcessed = 369;
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const int RefTagID = 371;
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const int RefMsgType = 372;
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const int SessionRejectReason = 373;
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const int MaxMessageSize = 383;
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const int NoMsgTypes = 384;
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const int MsgDirection = 385;
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const int TestMessageIndicator = 464;
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const int Username = 553;
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const int Password = 554;
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const int NoHops = 627;
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const int HopCompID = 628;
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const int HopSendingTime = 629;
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const int HopRefID = 630;
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const int NextExpectedMsgSeqNum = 789;
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const int ApplVerID = 1128;
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const int CstmApplVerID = 1129;
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const int RefApplVerID = 1130;
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const int RefCstmApplVerID = 1131;
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const int DefaultApplVerID = 1137;
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const int Account = 1;
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const int AdvId = 2;
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const int AdvRefID = 3;
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const int AdvSide = 4;
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const int AdvTransType = 5;
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const int AvgPx = 6;
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const int ClOrdID = 11;
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const int Commission = 12;
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const int CommType = 13;
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const int CumQty = 14;
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const int Currency = 15;
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const int ExecID = 17;
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const int ExecInst = 18;
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const int ExecRefID = 19;
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const int ExecTransType = 20;
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const int HandlInst = 21;
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const int IDSource = 22;
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const int IOIid = 23;
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const int IOIOthSvc = 24;
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const int IOIQltyInd = 25;
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const int IOIRefID = 26;
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const int IOIShares = 27;
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const int IOITransType = 28;
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const int LastCapacity = 29;
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const int LastMkt = 30;
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const int LastPx = 31;
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const int LastShares = 32;
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const int LinesOfText = 33;
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const int OrderID = 37;
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const int OrderQty = 38;
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const int OrdStatus = 39;
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const int OrdType = 40;
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const int OrigClOrdID = 41;
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const int OrigTime = 42;
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const int Price = 44;
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const int RelatdSym = 46;
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const int Rule80A = 47;
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const int SecurityID = 48;
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const int Shares = 53;
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const int Side = 54;
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const int Symbol = 55;
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const int TimeInForce = 59;
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const int TransactTime = 60;
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const int Urgency = 61;
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const int ValidUntilTime = 62;
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const int SettlmntTyp = 63;
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const int FutSettDate = 64;
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const int SymbolSfx = 65;
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const int ListID = 66;
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const int ListSeqNo = 67;
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const int ListNoOrds = 68;
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const int ListExecInst = 69;
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const int AllocID = 70;
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const int AllocTransType = 71;
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const int RefAllocID = 72;
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const int NoOrders = 73;
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const int AvgPrxPrecision = 74;
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const int TradeDate = 75;
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const int ExecBroker = 76;
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const int OpenClose = 77;
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const int NoAllocs = 78;
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const int AllocAccount = 79;
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const int AllocShares = 80;
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const int ProcessCode = 81;
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const int NoRpts = 82;
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const int RptSeq = 83;
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const int CxlQty = 84;
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const int NoDlvyInst = 85;
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const int DlvyInst = 86;
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const int AllocStatus = 87;
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const int AllocRejCode = 88;
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const int BrokerOfCredit = 92;
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const int EmailType = 94;
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const int StopPx = 99;
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const int ExDestination = 100;
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const int CxlRejReason = 102;
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const int OrdRejReason = 103;
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const int IOIQualifier = 104;
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const int WaveNo = 105;
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const int Issuer = 106;
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const int SecurityDesc = 107;
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const int ClientID = 109;
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const int MinQty = 110;
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const int MaxFloor = 111;
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const int ReportToExch = 113;
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const int LocateReqd = 114;
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const int QuoteID = 117;
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const int NetMoney = 118;
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const int SettlCurrAmt = 119;
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const int SettlCurrency = 120;
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const int ForexReq = 121;
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const int NoExecs = 124;
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const int CxlType = 125;
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const int ExpireTime = 126;
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const int DKReason = 127;
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const int IOINaturalFlag = 130;
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const int QuoteReqID = 131;
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const int BidPx = 132;
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const int OfferPx = 133;
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const int BidSize = 134;
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const int OfferSize = 135;
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const int NoMiscFees = 136;
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const int MiscFeeAmt = 137;
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const int MiscFeeCurr = 138;
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const int MiscFeeType = 139;
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const int PrevClosePx = 140;
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const int NoRelatedSym = 146;
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const int Subject = 147;
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const int Headline = 148;
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const int URLLink = 149;
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const int ExecType = 150;
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const int LeavesQty = 151;
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const int CashOrderQty = 152;
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const int AllocAvgPx = 153;
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const int AllocNetMoney = 154;
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const int SettlCurrFxRate = 155;
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const int SettlCurrFxRateCalc = 156;
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const int NumDaysInterest = 157;
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const int AccruedInterestRate = 158;
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const int AccruedInterestAmt = 159;
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const int SettlInstMode = 160;
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const int AllocText = 161;
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const int SettlInstID = 162;
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const int SettlInstTransType = 163;
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const int EmailThreadID = 164;
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const int SettlInstSource = 165;
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const int SettlLocation = 166;
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const int SecurityType = 167;
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const int EffectiveTime = 168;
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const int StandInstDbType = 169;
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const int StandInstDbName = 170;
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const int StandInstDbID = 171;
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const int SettlDeliveryType = 172;
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const int SettlDepositoryCode = 173;
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const int SettlBrkrCode = 174;
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const int SettlInstCode = 175;
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const int SecuritySettlAgentName = 176;
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const int SecuritySettlAgentCode = 177;
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const int SecuritySettlAgentAcctNum = 178;
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const int SecuritySettlAgentAcctName = 179;
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const int SecuritySettlAgentContactName = 180;
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const int SecuritySettlAgentContactPhone = 181;
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const int CashSettlAgentName = 182;
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const int CashSettlAgentCode = 183;
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const int CashSettlAgentAcctNum = 184;
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const int CashSettlAgentAcctName = 185;
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const int CashSettlAgentContactName = 186;
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const int CashSettlAgentContactPhone = 187;
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const int BidSpotRate = 188;
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const int BidForwardPoints = 189;
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const int OfferSpotRate = 190;
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const int OfferForwardPoints = 191;
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const int OrderQty2 = 192;
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const int FutSettDate2 = 193;
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const int LastSpotRate = 194;
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const int LastForwardPoints = 195;
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const int AllocLinkID = 196;
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const int AllocLinkType = 197;
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const int SecondaryOrderID = 198;
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const int NoIOIQualifiers = 199;
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const int MaturityMonthYear = 200;
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const int PutOrCall = 201;
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const int StrikePrice = 202;
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const int CoveredOrUncovered = 203;
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const int CustomerOrFirm = 204;
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const int MaturityDay = 205;
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const int OptAttribute = 206;
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const int SecurityExchange = 207;
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const int NotifyBrokerOfCredit = 208;
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const int AllocHandlInst = 209;
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const int MaxShow = 210;
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const int PegDifference = 211;
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const int SendingDate = 51;
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const int TotNoOrders = 68;
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const int SettlInstRefID = 214;
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const int NoRoutingIDs = 215;
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const int RoutingType = 216;
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const int RoutingID = 217;
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const int SpreadToBenchmark = 218;
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const int Benchmark = 219;
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const int CouponRate = 223;
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const int ContractMultiplier = 231;
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const int MDReqID = 262;
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const int SubscriptionRequestType = 263;
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const int MarketDepth = 264;
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const int MDUpdateType = 265;
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const int AggregatedBook = 266;
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const int NoMDEntryTypes = 267;
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const int NoMDEntries = 268;
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const int MDEntryType = 269;
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const int MDEntryPx = 270;
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const int MDEntrySize = 271;
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const int MDEntryDate = 272;
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const int MDEntryTime = 273;
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const int TickDirection = 274;
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const int MDMkt = 275;
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const int QuoteCondition = 276;
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const int TradeCondition = 277;
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const int MDEntryID = 278;
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const int MDUpdateAction = 279;
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const int MDEntryRefID = 280;
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const int MDReqRejReason = 281;
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const int MDEntryOriginator = 282;
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const int LocationID = 283;
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const int DeskID = 284;
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const int DeleteReason = 285;
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const int OpenCloseSettleFlag = 286;
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const int SellerDays = 287;
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const int MDEntryBuyer = 288;
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const int MDEntrySeller = 289;
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const int MDEntryPositionNo = 290;
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const int FinancialStatus = 291;
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const int CorporateAction = 292;
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const int DefBidSize = 293;
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const int DefOfferSize = 294;
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const int NoQuoteEntries = 295;
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const int NoQuoteSets = 296;
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const int QuoteAckStatus = 297;
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const int QuoteCancelType = 298;
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const int QuoteEntryID = 299;
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const int QuoteRejectReason = 300;
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const int QuoteResponseLevel = 301;
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const int QuoteSetID = 302;
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const int QuoteRequestType = 303;
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const int TotQuoteEntries = 304;
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const int UnderlyingIDSource = 305;
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const int UnderlyingIssuer = 306;
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const int UnderlyingSecurityDesc = 307;
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const int UnderlyingSecurityExchange = 308;
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const int UnderlyingSecurityID = 309;
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const int UnderlyingSecurityType = 310;
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const int UnderlyingSymbol = 311;
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const int UnderlyingSymbolSfx = 312;
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const int UnderlyingMaturityMonthYear = 313;
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const int UnderlyingMaturityDay = 314;
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const int UnderlyingPutOrCall = 315;
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const int UnderlyingStrikePrice = 316;
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const int UnderlyingOptAttribute = 317;
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const int UnderlyingCurrency = 318;
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const int RatioQty = 319;
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const int SecurityReqID = 320;
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const int SecurityRequestType = 321;
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const int SecurityResponseID = 322;
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const int SecurityResponseType = 323;
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const int SecurityStatusReqID = 324;
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const int UnsolicitedIndicator = 325;
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const int SecurityTradingStatus = 326;
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const int HaltReasonChar = 327;
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const int InViewOfCommon = 328;
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const int DueToRelated = 329;
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const int BuyVolume = 330;
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const int SellVolume = 331;
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const int HighPx = 332;
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const int LowPx = 333;
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const int Adjustment = 334;
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const int TradSesReqID = 335;
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const int TradingSessionID = 336;
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const int ContraTrader = 337;
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const int TradSesMethod = 338;
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const int TradSesMode = 339;
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const int TradSesStatus = 340;
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const int TradSesStartTime = 341;
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const int TradSesOpenTime = 342;
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const int TradSesPreCloseTime = 343;
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const int TradSesCloseTime = 344;
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const int TradSesEndTime = 345;
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const int NumberOfOrders = 346;
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const int EncodedIssuerLen = 348;
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const int EncodedIssuer = 349;
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const int EncodedSecurityDescLen = 350;
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const int EncodedSecurityDesc = 351;
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const int EncodedListExecInstLen = 352;
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const int EncodedListExecInst = 353;
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const int EncodedSubjectLen = 356;
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const int EncodedSubject = 357;
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const int EncodedHeadlineLen = 358;
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const int EncodedHeadline = 359;
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const int EncodedAllocTextLen = 360;
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const int EncodedAllocText = 361;
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const int EncodedUnderlyingIssuerLen = 362;
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const int EncodedUnderlyingIssuer = 363;
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const int EncodedUnderlyingSecurityDescLen = 364;
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const int EncodedUnderlyingSecurityDesc = 365;
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const int AllocPrice = 366;
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const int QuoteSetValidUntilTime = 367;
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const int QuoteEntryRejectReason = 368;
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const int OnBehalfOfSendingTime = 370;
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const int BidRequestTransType = 374;
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const int ContraBroker = 375;
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const int ComplianceID = 376;
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const int SolicitedFlag = 377;
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const int ExecRestatementReason = 378;
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const int BusinessRejectRefID = 379;
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const int BusinessRejectReason = 380;
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const int GrossTradeAmt = 381;
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const int NoContraBrokers = 382;
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const int NoTradingSessions = 386;
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const int TotalVolumeTraded = 387;
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const int DiscretionInst = 388;
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const int DiscretionOffset = 389;
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const int BidID = 390;
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const int ClientBidID = 391;
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const int ListName = 392;
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const int TotalNumSecurities = 393;
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const int BidType = 394;
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const int NumTickets = 395;
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const int SideValue1 = 396;
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const int SideValue2 = 397;
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const int NoBidDescriptors = 398;
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const int BidDescriptorType = 399;
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const int BidDescriptor = 400;
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const int SideValueInd = 401;
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const int LiquidityPctLow = 402;
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const int LiquidityPctHigh = 403;
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const int LiquidityValue = 404;
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const int EFPTrackingError = 405;
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const int FairValue = 406;
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const int OutsideIndexPct = 407;
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const int ValueOfFutures = 408;
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const int LiquidityIndType = 409;
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const int WtAverageLiquidity = 410;
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const int ExchangeForPhysical = 411;
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const int OutMainCntryUIndex = 412;
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const int CrossPercent = 413;
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const int ProgRptReqs = 414;
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const int ProgPeriodInterval = 415;
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const int IncTaxInd = 416;
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const int NumBidders = 417;
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const int TradeType = 418;
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const int BasisPxType = 419;
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const int NoBidComponents = 420;
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const int Country = 421;
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const int TotNoStrikes = 422;
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const int PriceType = 423;
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const int DayOrderQty = 424;
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const int DayCumQty = 425;
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const int DayAvgPx = 426;
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const int GTBookingInst = 427;
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const int NoStrikes = 428;
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const int ListStatusType = 429;
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const int NetGrossInd = 430;
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const int ListOrderStatus = 431;
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const int ExpireDate = 432;
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const int ListExecInstType = 433;
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const int CxlRejResponseTo = 434;
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const int UnderlyingCouponRate = 435;
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const int UnderlyingContractMultiplier = 436;
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const int ContraTradeQty = 437;
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const int ContraTradeTime = 438;
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const int ClearingFirm = 439;
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const int ClearingAccount = 440;
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const int LiquidityNumSecurities = 441;
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const int MultiLegReportingType = 442;
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const int StrikeTime = 443;
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const int ListStatusText = 444;
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const int EncodedListStatusTextLen = 445;
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const int EncodedListStatusText = 446;
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const int SecurityIDSource = 22;
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const int IOIQty = 27;
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const int LastQty = 32;
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const int Quantity = 53;
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const int PositionEffect = 77;
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const int AllocQty = 80;
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const int Spread = 218;
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const int BenchmarkCurveCurrency = 220;
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const int BenchmarkCurveName = 221;
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const int BenchmarkCurvePoint = 222;
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const int CouponPaymentDate = 224;
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const int IssueDate = 225;
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const int RepurchaseTerm = 226;
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const int RepurchaseRate = 227;
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const int Factor = 228;
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const int TradeOriginationDate = 229;
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const int ExDate = 230;
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const int NoStipulations = 232;
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const int StipulationType = 233;
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const int StipulationValue = 234;
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const int YieldType = 235;
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const int Yield = 236;
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const int TotalTakedown = 237;
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const int Concession = 238;
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const int RepoCollateralSecurityType = 239;
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const int RedemptionDate = 240;
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const int UnderlyingCouponPaymentDate = 241;
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const int UnderlyingIssueDate = 242;
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const int UnderlyingRepoCollateralSecurityType = 243;
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const int UnderlyingRepurchaseTerm = 244;
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const int UnderlyingRepurchaseRate = 245;
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const int UnderlyingFactor = 246;
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const int UnderlyingRedemptionDate = 247;
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const int LegCouponPaymentDate = 248;
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const int LegIssueDate = 249;
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const int LegRepoCollateralSecurityType = 250;
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const int LegRepurchaseTerm = 251;
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const int LegRepurchaseRate = 252;
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const int LegFactor = 253;
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const int LegRedemptionDate = 254;
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const int CreditRating = 255;
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const int UnderlyingCreditRating = 256;
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const int LegCreditRating = 257;
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const int TradedFlatSwitch = 258;
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const int BasisFeatureDate = 259;
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const int BasisFeaturePrice = 260;
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const int QuoteStatus = 297;
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const int UnderlyingSecurityIDSource = 305;
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const int PartyIDSource = 447;
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const int PartyID = 448;
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const int TotalVolumeTradedDate = 449;
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const int TotalVolumeTradedTime = 450;
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const int NetChgPrevDay = 451;
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const int PartyRole = 452;
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const int NoPartyIDs = 453;
|
|
const int NoSecurityAltID = 454;
|
|
const int SecurityAltID = 455;
|
|
const int SecurityAltIDSource = 456;
|
|
const int NoUnderlyingSecurityAltID = 457;
|
|
const int UnderlyingSecurityAltID = 458;
|
|
const int UnderlyingSecurityAltIDSource = 459;
|
|
const int Product = 460;
|
|
const int CFICode = 461;
|
|
const int UnderlyingProduct = 462;
|
|
const int UnderlyingCFICode = 463;
|
|
const int QuantityType = 465;
|
|
const int BookingRefID = 466;
|
|
const int IndividualAllocID = 467;
|
|
const int RoundingDirection = 468;
|
|
const int RoundingModulus = 469;
|
|
const int CountryOfIssue = 470;
|
|
const int StateOrProvinceOfIssue = 471;
|
|
const int LocaleOfIssue = 472;
|
|
const int NoRegistDtls = 473;
|
|
const int MailingDtls = 474;
|
|
const int InvestorCountryOfResidence = 475;
|
|
const int PaymentRef = 476;
|
|
const int DistribPaymentMethod = 477;
|
|
const int CashDistribCurr = 478;
|
|
const int CommCurrency = 479;
|
|
const int CancellationRights = 480;
|
|
const int MoneyLaunderingStatus = 481;
|
|
const int MailingInst = 482;
|
|
const int TransBkdTime = 483;
|
|
const int ExecPriceType = 484;
|
|
const int ExecPriceAdjustment = 485;
|
|
const int DateOfBirth = 486;
|
|
const int TradeReportTransType = 487;
|
|
const int CardHolderName = 488;
|
|
const int CardNumber = 489;
|
|
const int CardExpDate = 490;
|
|
const int CardIssNo = 491;
|
|
const int PaymentMethod = 492;
|
|
const int RegistAcctType = 493;
|
|
const int Designation = 494;
|
|
const int TaxAdvantageType = 495;
|
|
const int RegistRejReasonText = 496;
|
|
const int FundRenewWaiv = 497;
|
|
const int CashDistribAgentName = 498;
|
|
const int CashDistribAgentCode = 499;
|
|
const int CashDistribAgentAcctNumber = 500;
|
|
const int CashDistribPayRef = 501;
|
|
const int CardStartDate = 503;
|
|
const int PaymentDate = 504;
|
|
const int PaymentRemitterID = 505;
|
|
const int RegistStatus = 506;
|
|
const int RegistRejReasonCode = 507;
|
|
const int RegistRefID = 508;
|
|
const int RegistDetls = 509;
|
|
const int NoDistribInsts = 510;
|
|
const int RegistEmail = 511;
|
|
const int DistribPercentage = 512;
|
|
const int RegistID = 513;
|
|
const int RegistTransType = 514;
|
|
const int ExecValuationPoint = 515;
|
|
const int OrderPercent = 516;
|
|
const int OwnershipType = 517;
|
|
const int NoContAmts = 518;
|
|
const int ContAmtType = 519;
|
|
const int ContAmtValue = 520;
|
|
const int ContAmtCurr = 521;
|
|
const int OwnerType = 522;
|
|
const int PartySubID = 523;
|
|
const int NestedPartyID = 524;
|
|
const int NestedPartyIDSource = 525;
|
|
const int SecondaryClOrdID = 526;
|
|
const int SecondaryExecID = 527;
|
|
const int OrderCapacity = 528;
|
|
const int OrderRestrictions = 529;
|
|
const int MassCancelRequestType = 530;
|
|
const int MassCancelResponse = 531;
|
|
const int MassCancelRejectReason = 532;
|
|
const int TotalAffectedOrders = 533;
|
|
const int NoAffectedOrders = 534;
|
|
const int AffectedOrderID = 535;
|
|
const int AffectedSecondaryOrderID = 536;
|
|
const int QuoteType = 537;
|
|
const int NestedPartyRole = 538;
|
|
const int NoNestedPartyIDs = 539;
|
|
const int TotalAccruedInterestAmt = 540;
|
|
const int MaturityDate = 541;
|
|
const int UnderlyingMaturityDate = 542;
|
|
const int InstrRegistry = 543;
|
|
const int CashMargin = 544;
|
|
const int NestedPartySubID = 545;
|
|
const int Scope = 546;
|
|
const int MDImplicitDelete = 547;
|
|
const int CrossID = 548;
|
|
const int CrossType = 549;
|
|
const int CrossPrioritization = 550;
|
|
const int OrigCrossID = 551;
|
|
const int NoSides = 552;
|
|
const int NoLegs = 555;
|
|
const int LegCurrency = 556;
|
|
const int TotalNumSecurityTypes = 557;
|
|
const int NoSecurityTypes = 558;
|
|
const int SecurityListRequestType = 559;
|
|
const int SecurityRequestResult = 560;
|
|
const int RoundLot = 561;
|
|
const int MinTradeVol = 562;
|
|
const int MultiLegRptTypeReq = 563;
|
|
const int LegPositionEffect = 564;
|
|
const int LegCoveredOrUncovered = 565;
|
|
const int LegPrice = 566;
|
|
const int TradSesStatusRejReason = 567;
|
|
const int TradeRequestID = 568;
|
|
const int TradeRequestType = 569;
|
|
const int PreviouslyReported = 570;
|
|
const int TradeReportID = 571;
|
|
const int TradeReportRefID = 572;
|
|
const int MatchStatus = 573;
|
|
const int MatchType = 574;
|
|
const int OddLot = 575;
|
|
const int NoClearingInstructions = 576;
|
|
const int ClearingInstruction = 577;
|
|
const int TradeInputSource = 578;
|
|
const int TradeInputDevice = 579;
|
|
const int NoDates = 580;
|
|
const int AccountType = 581;
|
|
const int CustOrderCapacity = 582;
|
|
const int ClOrdLinkID = 583;
|
|
const int MassStatusReqID = 584;
|
|
const int MassStatusReqType = 585;
|
|
const int OrigOrdModTime = 586;
|
|
const int LegSettlmntTyp = 587;
|
|
const int LegFutSettDate = 588;
|
|
const int DayBookingInst = 589;
|
|
const int BookingUnit = 590;
|
|
const int PreallocMethod = 591;
|
|
const int UnderlyingCountryOfIssue = 592;
|
|
const int UnderlyingStateOrProvinceOfIssue = 593;
|
|
const int UnderlyingLocaleOfIssue = 594;
|
|
const int UnderlyingInstrRegistry = 595;
|
|
const int LegCountryOfIssue = 596;
|
|
const int LegStateOrProvinceOfIssue = 597;
|
|
const int LegLocaleOfIssue = 598;
|
|
const int LegInstrRegistry = 599;
|
|
const int LegSymbol = 600;
|
|
const int LegSymbolSfx = 601;
|
|
const int LegSecurityID = 602;
|
|
const int LegSecurityIDSource = 603;
|
|
const int NoLegSecurityAltID = 604;
|
|
const int LegSecurityAltID = 605;
|
|
const int LegSecurityAltIDSource = 606;
|
|
const int LegProduct = 607;
|
|
const int LegCFICode = 608;
|
|
const int LegSecurityType = 609;
|
|
const int LegMaturityMonthYear = 610;
|
|
const int LegMaturityDate = 611;
|
|
const int LegStrikePrice = 612;
|
|
const int LegOptAttribute = 613;
|
|
const int LegContractMultiplier = 614;
|
|
const int LegCouponRate = 615;
|
|
const int LegSecurityExchange = 616;
|
|
const int LegIssuer = 617;
|
|
const int EncodedLegIssuerLen = 618;
|
|
const int EncodedLegIssuer = 619;
|
|
const int LegSecurityDesc = 620;
|
|
const int EncodedLegSecurityDescLen = 621;
|
|
const int EncodedLegSecurityDesc = 622;
|
|
const int LegRatioQty = 623;
|
|
const int LegSide = 624;
|
|
const int TradingSessionSubID = 625;
|
|
const int AllocType = 626;
|
|
const int MidPx = 631;
|
|
const int BidYield = 632;
|
|
const int MidYield = 633;
|
|
const int OfferYield = 634;
|
|
const int ClearingFeeIndicator = 635;
|
|
const int WorkingIndicator = 636;
|
|
const int LegLastPx = 637;
|
|
const int PriorityIndicator = 638;
|
|
const int PriceImprovement = 639;
|
|
const int Price2 = 640;
|
|
const int LastForwardPoints2 = 641;
|
|
const int BidForwardPoints2 = 642;
|
|
const int OfferForwardPoints2 = 643;
|
|
const int RFQReqID = 644;
|
|
const int MktBidPx = 645;
|
|
const int MktOfferPx = 646;
|
|
const int MinBidSize = 647;
|
|
const int MinOfferSize = 648;
|
|
const int QuoteStatusReqID = 649;
|
|
const int LegalConfirm = 650;
|
|
const int UnderlyingLastPx = 651;
|
|
const int UnderlyingLastQty = 652;
|
|
const int LegRefID = 654;
|
|
const int ContraLegRefID = 655;
|
|
const int SettlCurrBidFxRate = 656;
|
|
const int SettlCurrOfferFxRate = 657;
|
|
const int QuoteRequestRejectReason = 658;
|
|
const int SideComplianceID = 659;
|
|
const int IOIID = 23;
|
|
const int NoLinesOfText = 33;
|
|
const int SettlType = 63;
|
|
const int SettlDate = 64;
|
|
const int AvgPxPrecision = 74;
|
|
const int SettlDate2 = 193;
|
|
const int PegOffsetValue = 211;
|
|
const int OpenCloseSettlFlag = 286;
|
|
const int TotNoQuoteEntries = 304;
|
|
const int DiscretionOffsetValue = 389;
|
|
const int TotNoRelatedSym = 393;
|
|
const int BidTradeType = 418;
|
|
const int CardIssNum = 491;
|
|
const int CashDistribAgentAcctName = 502;
|
|
const int RegistDtls = 509;
|
|
const int TotNoSecurityTypes = 557;
|
|
const int LegSettlType = 587;
|
|
const int LegSettlDate = 588;
|
|
const int AcctIDSource = 660;
|
|
const int AllocAcctIDSource = 661;
|
|
const int BenchmarkPrice = 662;
|
|
const int BenchmarkPriceType = 663;
|
|
const int ConfirmID = 664;
|
|
const int ConfirmStatus = 665;
|
|
const int ConfirmTransType = 666;
|
|
const int ContractSettlMonth = 667;
|
|
const int DeliveryForm = 668;
|
|
const int LastParPx = 669;
|
|
const int NoLegAllocs = 670;
|
|
const int LegAllocAccount = 671;
|
|
const int LegIndividualAllocID = 672;
|
|
const int LegAllocQty = 673;
|
|
const int LegAllocAcctIDSource = 674;
|
|
const int LegSettlCurrency = 675;
|
|
const int LegBenchmarkCurveCurrency = 676;
|
|
const int LegBenchmarkCurveName = 677;
|
|
const int LegBenchmarkCurvePoint = 678;
|
|
const int LegBenchmarkPrice = 679;
|
|
const int LegBenchmarkPriceType = 680;
|
|
const int LegBidPx = 681;
|
|
const int LegIOIQty = 682;
|
|
const int NoLegStipulations = 683;
|
|
const int LegOfferPx = 684;
|
|
const int LegPriceType = 686;
|
|
const int LegQty = 687;
|
|
const int LegStipulationType = 688;
|
|
const int LegStipulationValue = 689;
|
|
const int LegSwapType = 690;
|
|
const int Pool = 691;
|
|
const int QuotePriceType = 692;
|
|
const int QuoteRespID = 693;
|
|
const int QuoteRespType = 694;
|
|
const int QuoteQualifier = 695;
|
|
const int YieldRedemptionDate = 696;
|
|
const int YieldRedemptionPrice = 697;
|
|
const int YieldRedemptionPriceType = 698;
|
|
const int BenchmarkSecurityID = 699;
|
|
const int ReversalIndicator = 700;
|
|
const int YieldCalcDate = 701;
|
|
const int NoPositions = 702;
|
|
const int PosType = 703;
|
|
const int LongQty = 704;
|
|
const int ShortQty = 705;
|
|
const int PosQtyStatus = 706;
|
|
const int PosAmtType = 707;
|
|
const int PosAmt = 708;
|
|
const int PosTransType = 709;
|
|
const int PosReqID = 710;
|
|
const int NoUnderlyings = 711;
|
|
const int PosMaintAction = 712;
|
|
const int OrigPosReqRefID = 713;
|
|
const int PosMaintRptRefID = 714;
|
|
const int ClearingBusinessDate = 715;
|
|
const int SettlSessID = 716;
|
|
const int SettlSessSubID = 717;
|
|
const int AdjustmentType = 718;
|
|
const int ContraryInstructionIndicator = 719;
|
|
const int PriorSpreadIndicator = 720;
|
|
const int PosMaintRptID = 721;
|
|
const int PosMaintStatus = 722;
|
|
const int PosMaintResult = 723;
|
|
const int PosReqType = 724;
|
|
const int ResponseTransportType = 725;
|
|
const int ResponseDestination = 726;
|
|
const int TotalNumPosReports = 727;
|
|
const int PosReqResult = 728;
|
|
const int PosReqStatus = 729;
|
|
const int SettlPrice = 730;
|
|
const int SettlPriceType = 731;
|
|
const int UnderlyingSettlPrice = 732;
|
|
const int UnderlyingSettlPriceType = 733;
|
|
const int PriorSettlPrice = 734;
|
|
const int NoQuoteQualifiers = 735;
|
|
const int AllocSettlCurrency = 736;
|
|
const int AllocSettlCurrAmt = 737;
|
|
const int InterestAtMaturity = 738;
|
|
const int LegDatedDate = 739;
|
|
const int LegPool = 740;
|
|
const int AllocInterestAtMaturity = 741;
|
|
const int AllocAccruedInterestAmt = 742;
|
|
const int DeliveryDate = 743;
|
|
const int AssignmentMethod = 744;
|
|
const int AssignmentUnit = 745;
|
|
const int OpenInterest = 746;
|
|
const int ExerciseMethod = 747;
|
|
const int TotNumTradeReports = 748;
|
|
const int TradeRequestResult = 749;
|
|
const int TradeRequestStatus = 750;
|
|
const int TradeReportRejectReason = 751;
|
|
const int SideMultiLegReportingType = 752;
|
|
const int NoPosAmt = 753;
|
|
const int AutoAcceptIndicator = 754;
|
|
const int AllocReportID = 755;
|
|
const int NoNested2PartyIDs = 756;
|
|
const int Nested2PartyID = 757;
|
|
const int Nested2PartyIDSource = 758;
|
|
const int Nested2PartyRole = 759;
|
|
const int Nested2PartySubID = 760;
|
|
const int BenchmarkSecurityIDSource = 761;
|
|
const int SecuritySubType = 762;
|
|
const int UnderlyingSecuritySubType = 763;
|
|
const int LegSecuritySubType = 764;
|
|
const int AllowableOneSidednessPct = 765;
|
|
const int AllowableOneSidednessValue = 766;
|
|
const int AllowableOneSidednessCurr = 767;
|
|
const int NoTrdRegTimestamps = 768;
|
|
const int TrdRegTimestamp = 769;
|
|
const int TrdRegTimestampType = 770;
|
|
const int TrdRegTimestampOrigin = 771;
|
|
const int ConfirmRefID = 772;
|
|
const int ConfirmType = 773;
|
|
const int ConfirmRejReason = 774;
|
|
const int BookingType = 775;
|
|
const int IndividualAllocRejCode = 776;
|
|
const int SettlInstMsgID = 777;
|
|
const int NoSettlInst = 778;
|
|
const int LastUpdateTime = 779;
|
|
const int AllocSettlInstType = 780;
|
|
const int NoSettlPartyIDs = 781;
|
|
const int SettlPartyID = 782;
|
|
const int SettlPartyIDSource = 783;
|
|
const int SettlPartyRole = 784;
|
|
const int SettlPartySubID = 785;
|
|
const int SettlPartySubIDType = 786;
|
|
const int DlvyInstType = 787;
|
|
const int TerminationType = 788;
|
|
const int OrdStatusReqID = 790;
|
|
const int SettlInstReqID = 791;
|
|
const int SettlInstReqRejCode = 792;
|
|
const int SecondaryAllocID = 793;
|
|
const int AllocReportType = 794;
|
|
const int AllocReportRefID = 795;
|
|
const int AllocCancReplaceReason = 796;
|
|
const int CopyMsgIndicator = 797;
|
|
const int AllocAccountType = 798;
|
|
const int OrderAvgPx = 799;
|
|
const int OrderBookingQty = 800;
|
|
const int NoSettlPartySubIDs = 801;
|
|
const int NoPartySubIDs = 802;
|
|
const int PartySubIDType = 803;
|
|
const int NoNestedPartySubIDs = 804;
|
|
const int NestedPartySubIDType = 805;
|
|
const int NoNested2PartySubIDs = 806;
|
|
const int Nested2PartySubIDType = 807;
|
|
const int AllocIntermedReqType = 808;
|
|
const int UnderlyingPx = 810;
|
|
const int PriceDelta = 811;
|
|
const int ApplQueueMax = 812;
|
|
const int ApplQueueDepth = 813;
|
|
const int ApplQueueResolution = 814;
|
|
const int ApplQueueAction = 815;
|
|
const int NoAltMDSource = 816;
|
|
const int AltMDSourceID = 817;
|
|
const int SecondaryTradeReportID = 818;
|
|
const int AvgPxIndicator = 819;
|
|
const int TradeLinkID = 820;
|
|
const int OrderInputDevice = 821;
|
|
const int UnderlyingTradingSessionID = 822;
|
|
const int UnderlyingTradingSessionSubID = 823;
|
|
const int TradeLegRefID = 824;
|
|
const int ExchangeRule = 825;
|
|
const int TradeAllocIndicator = 826;
|
|
const int ExpirationCycle = 827;
|
|
const int TrdType = 828;
|
|
const int TrdSubType = 829;
|
|
const int TransferReason = 830;
|
|
const int TotNumAssignmentReports = 832;
|
|
const int AsgnRptID = 833;
|
|
const int ThresholdAmount = 834;
|
|
const int PegMoveType = 835;
|
|
const int PegOffsetType = 836;
|
|
const int PegLimitType = 837;
|
|
const int PegRoundDirection = 838;
|
|
const int PeggedPrice = 839;
|
|
const int PegScope = 840;
|
|
const int DiscretionMoveType = 841;
|
|
const int DiscretionOffsetType = 842;
|
|
const int DiscretionLimitType = 843;
|
|
const int DiscretionRoundDirection = 844;
|
|
const int DiscretionPrice = 845;
|
|
const int DiscretionScope = 846;
|
|
const int TargetStrategy = 847;
|
|
const int TargetStrategyParameters = 848;
|
|
const int ParticipationRate = 849;
|
|
const int TargetStrategyPerformance = 850;
|
|
const int LastLiquidityInd = 851;
|
|
const int PublishTrdIndicator = 852;
|
|
const int ShortSaleReason = 853;
|
|
const int QtyType = 854;
|
|
const int SecondaryTrdType = 855;
|
|
const int TradeReportType = 856;
|
|
const int AllocNoOrdersType = 857;
|
|
const int SharedCommission = 858;
|
|
const int ConfirmReqID = 859;
|
|
const int AvgParPx = 860;
|
|
const int ReportedPx = 861;
|
|
const int NoCapacities = 862;
|
|
const int OrderCapacityQty = 863;
|
|
const int NoEvents = 864;
|
|
const int EventType = 865;
|
|
const int EventDate = 866;
|
|
const int EventPx = 867;
|
|
const int EventText = 868;
|
|
const int PctAtRisk = 869;
|
|
const int NoInstrAttrib = 870;
|
|
const int InstrAttribType = 871;
|
|
const int InstrAttribValue = 872;
|
|
const int DatedDate = 873;
|
|
const int InterestAccrualDate = 874;
|
|
const int CPProgram = 875;
|
|
const int CPRegType = 876;
|
|
const int UnderlyingCPProgram = 877;
|
|
const int UnderlyingCPRegType = 878;
|
|
const int UnderlyingQty = 879;
|
|
const int TrdMatchID = 880;
|
|
const int SecondaryTradeReportRefID = 881;
|
|
const int UnderlyingDirtyPrice = 882;
|
|
const int UnderlyingEndPrice = 883;
|
|
const int UnderlyingStartValue = 884;
|
|
const int UnderlyingCurrentValue = 885;
|
|
const int UnderlyingEndValue = 886;
|
|
const int NoUnderlyingStips = 887;
|
|
const int UnderlyingStipType = 888;
|
|
const int UnderlyingStipValue = 889;
|
|
const int MaturityNetMoney = 890;
|
|
const int MiscFeeBasis = 891;
|
|
const int TotNoAllocs = 892;
|
|
const int LastFragment = 893;
|
|
const int CollReqID = 894;
|
|
const int CollAsgnReason = 895;
|
|
const int CollInquiryQualifier = 896;
|
|
const int NoTrades = 897;
|
|
const int MarginRatio = 898;
|
|
const int MarginExcess = 899;
|
|
const int TotalNetValue = 900;
|
|
const int CashOutstanding = 901;
|
|
const int CollAsgnID = 902;
|
|
const int CollAsgnTransType = 903;
|
|
const int CollRespID = 904;
|
|
const int CollAsgnRespType = 905;
|
|
const int CollAsgnRejectReason = 906;
|
|
const int CollAsgnRefID = 907;
|
|
const int CollRptID = 908;
|
|
const int CollInquiryID = 909;
|
|
const int CollStatus = 910;
|
|
const int TotNumReports = 911;
|
|
const int LastRptRequested = 912;
|
|
const int AgreementDesc = 913;
|
|
const int AgreementID = 914;
|
|
const int AgreementDate = 915;
|
|
const int StartDate = 916;
|
|
const int EndDate = 917;
|
|
const int AgreementCurrency = 918;
|
|
const int DeliveryType = 919;
|
|
const int EndAccruedInterestAmt = 920;
|
|
const int StartCash = 921;
|
|
const int EndCash = 922;
|
|
const int UserRequestID = 923;
|
|
const int UserRequestType = 924;
|
|
const int NewPassword = 925;
|
|
const int UserStatus = 926;
|
|
const int UserStatusText = 927;
|
|
const int StatusValue = 928;
|
|
const int StatusText = 929;
|
|
const int RefCompID = 930;
|
|
const int RefSubID = 931;
|
|
const int NetworkResponseID = 932;
|
|
const int NetworkRequestID = 933;
|
|
const int LastNetworkResponseID = 934;
|
|
const int NetworkRequestType = 935;
|
|
const int NoCompIDs = 936;
|
|
const int NetworkStatusResponseType = 937;
|
|
const int NoCollInquiryQualifier = 938;
|
|
const int TrdRptStatus = 939;
|
|
const int AffirmStatus = 940;
|
|
const int UnderlyingStrikeCurrency = 941;
|
|
const int LegStrikeCurrency = 942;
|
|
const int TimeBracket = 943;
|
|
const int CollAction = 944;
|
|
const int CollInquiryStatus = 945;
|
|
const int CollInquiryResult = 946;
|
|
const int StrikeCurrency = 947;
|
|
const int NoNested3PartyIDs = 948;
|
|
const int Nested3PartyID = 949;
|
|
const int Nested3PartyIDSource = 950;
|
|
const int Nested3PartyRole = 951;
|
|
const int NoNested3PartySubIDs = 952;
|
|
const int Nested3PartySubID = 953;
|
|
const int Nested3PartySubIDType = 954;
|
|
const int LegContractSettlMonth = 955;
|
|
const int LegInterestAccrualDate = 956;
|
|
const int LegOrderQty = 685;
|
|
const int NoStrategyParameters = 957;
|
|
const int StrategyParameterName = 958;
|
|
const int StrategyParameterType = 959;
|
|
const int StrategyParameterValue = 960;
|
|
const int HostCrossID = 961;
|
|
const int SideTimeInForce = 962;
|
|
const int MDReportID = 963;
|
|
const int SecurityReportID = 964;
|
|
const int SecurityStatus = 965;
|
|
const int SettleOnOpenFlag = 966;
|
|
const int StrikeMultiplier = 967;
|
|
const int StrikeValue = 968;
|
|
const int MinPriceIncrement = 969;
|
|
const int PositionLimit = 970;
|
|
const int NTPositionLimit = 971;
|
|
const int UnderlyingAllocationPercent = 972;
|
|
const int UnderlyingCashAmount = 973;
|
|
const int UnderlyingCashType = 974;
|
|
const int UnderlyingSettlementType = 975;
|
|
const int QuantityDate = 976;
|
|
const int ContIntRptID = 977;
|
|
const int LateIndicator = 978;
|
|
const int InputSource = 979;
|
|
const int SecurityUpdateAction = 980;
|
|
const int NoExpiration = 981;
|
|
const int ExpType = 982;
|
|
const int ExpQty = 983;
|
|
const int NoUnderlyingAmounts = 984;
|
|
const int UnderlyingPayAmount = 985;
|
|
const int UnderlyingCollectAmount = 986;
|
|
const int UnderlyingSettlementDate = 987;
|
|
const int UnderlyingSettlementStatus = 988;
|
|
const int SecondaryIndividualAllocID = 989;
|
|
const int LegReportID = 990;
|
|
const int RndPx = 991;
|
|
const int IndividualAllocType = 992;
|
|
const int AllocCustomerCapacity = 993;
|
|
const int TierCode = 994;
|
|
const int UnitOfMeasure = 996;
|
|
const int TimeUnit = 997;
|
|
const int UnderlyingUnitOfMeasure = 998;
|
|
const int LegUnitOfMeasure = 999;
|
|
const int UnderlyingTimeUnit = 1000;
|
|
const int LegTimeUnit = 1001;
|
|
const int AllocMethod = 1002;
|
|
const int TradeID = 1003;
|
|
const int SideTradeReportID = 1005;
|
|
const int SideFillStationCd = 1006;
|
|
const int SideReasonCd = 1007;
|
|
const int SideTrdSubTyp = 1008;
|
|
const int SideQty = 1009;
|
|
const int MessageEventSource = 1011;
|
|
const int SideTrdRegTimestamp = 1012;
|
|
const int SideTrdRegTimestampType = 1013;
|
|
const int SideTrdRegTimestampSrc = 1014;
|
|
const int AsOfIndicator = 1015;
|
|
const int NoSideTrdRegTS = 1016;
|
|
const int LegOptionRatio = 1017;
|
|
const int NoInstrumentParties = 1018;
|
|
const int InstrumentPartyID = 1019;
|
|
const int TradeVolume = 1020;
|
|
const int MDBookType = 1021;
|
|
const int MDFeedType = 1022;
|
|
const int MDPriceLevel = 1023;
|
|
const int MDOriginType = 1024;
|
|
const int FirstPx = 1025;
|
|
const int MDEntrySpotRate = 1026;
|
|
const int MDEntryForwardPoints = 1027;
|
|
const int ManualOrderIndicator = 1028;
|
|
const int CustDirectedOrder = 1029;
|
|
const int ReceivedDeptID = 1030;
|
|
const int CustOrderHandlingInst = 1031;
|
|
const int OrderHandlingInstSource = 1032;
|
|
const int DeskType = 1033;
|
|
const int DeskTypeSource = 1034;
|
|
const int DeskOrderHandlingInst = 1035;
|
|
const int ExecAckStatus = 1036;
|
|
const int UnderlyingDeliveryAmount = 1037;
|
|
const int UnderlyingCapValue = 1038;
|
|
const int UnderlyingSettlMethod = 1039;
|
|
const int SecondaryTradeID = 1040;
|
|
const int FirmTradeID = 1041;
|
|
const int SecondaryFirmTradeID = 1042;
|
|
const int CollApplType = 1043;
|
|
const int UnderlyingAdjustedQuantity = 1044;
|
|
const int UnderlyingFXRate = 1045;
|
|
const int UnderlyingFXRateCalc = 1046;
|
|
const int AllocPositionEffect = 1047;
|
|
const int DealingCapacity = 1048;
|
|
const int InstrmtAssignmentMethod = 1049;
|
|
const int InstrumentPartyIDSource = 1050;
|
|
const int InstrumentPartyRole = 1051;
|
|
const int NoInstrumentPartySubIDs = 1052;
|
|
const int InstrumentPartySubID = 1053;
|
|
const int InstrumentPartySubIDType = 1054;
|
|
const int PositionCurrency = 1055;
|
|
const int CalculatedCcyLastQty = 1056;
|
|
const int AggressorIndicator = 1057;
|
|
const int NoUndlyInstrumentParties = 1058;
|
|
const int UndlyInstrumentPartyID = 1059;
|
|
const int UndlyInstrumentPartyIDSource = 1060;
|
|
const int UndlyInstrumentPartyRole = 1061;
|
|
const int NoUndlyInstrumentPartySubIDs = 1062;
|
|
const int UndlyInstrumentPartySubID = 1063;
|
|
const int UndlyInstrumentPartySubIDType = 1064;
|
|
const int BidSwapPoints = 1065;
|
|
const int OfferSwapPoints = 1066;
|
|
const int LegBidForwardPoints = 1067;
|
|
const int LegOfferForwardPoints = 1068;
|
|
const int SwapPoints = 1069;
|
|
const int MDQuoteType = 1070;
|
|
const int LastSwapPoints = 1071;
|
|
const int SideGrossTradeAmt = 1072;
|
|
const int LegLastForwardPoints = 1073;
|
|
const int LegCalculatedCcyLastQty = 1074;
|
|
const int LegGrossTradeAmt = 1075;
|
|
const int MaturityTime = 1079;
|
|
const int RefOrderID = 1080;
|
|
const int RefOrderIDSource = 1081;
|
|
const int SecondaryDisplayQty = 1082;
|
|
const int DisplayWhen = 1083;
|
|
const int DisplayMethod = 1084;
|
|
const int DisplayLowQty = 1085;
|
|
const int DisplayHighQty = 1086;
|
|
const int DisplayMinIncr = 1087;
|
|
const int RefreshQty = 1088;
|
|
const int MatchIncrement = 1089;
|
|
const int MaxPriceLevels = 1090;
|
|
const int PreTradeAnonymity = 1091;
|
|
const int PriceProtectionScope = 1092;
|
|
const int LotType = 1093;
|
|
const int PegPriceType = 1094;
|
|
const int PeggedRefPrice = 1095;
|
|
const int PegSecurityIDSource = 1096;
|
|
const int PegSecurityID = 1097;
|
|
const int PegSymbol = 1098;
|
|
const int PegSecurityDesc = 1099;
|
|
const int TriggerType = 1100;
|
|
const int TriggerAction = 1101;
|
|
const int TriggerPrice = 1102;
|
|
const int TriggerSymbol = 1103;
|
|
const int TriggerSecurityID = 1104;
|
|
const int TriggerSecurityIDSource = 1105;
|
|
const int TriggerSecurityDesc = 1106;
|
|
const int TriggerPriceType = 1107;
|
|
const int TriggerPriceTypeScope = 1108;
|
|
const int TriggerPriceDirection = 1109;
|
|
const int TriggerNewPrice = 1110;
|
|
const int TriggerOrderType = 1111;
|
|
const int TriggerNewQty = 1112;
|
|
const int TriggerTradingSessionID = 1113;
|
|
const int TriggerTradingSessionSubID = 1114;
|
|
const int OrderCategory = 1115;
|
|
const int NoRootPartyIDs = 1116;
|
|
const int RootPartyID = 1117;
|
|
const int RootPartyIDSource = 1118;
|
|
const int RootPartyRole = 1119;
|
|
const int NoRootPartySubIDs = 1120;
|
|
const int RootPartySubID = 1121;
|
|
const int RootPartySubIDType = 1122;
|
|
const int TradeHandlingInstr = 1123;
|
|
const int OrigTradeHandlingInstr = 1124;
|
|
const int OrigTradeDate = 1125;
|
|
const int OrigTradeID = 1126;
|
|
const int OrigSecondaryTradeID = 1127;
|
|
const int TZTransactTime = 1132;
|
|
const int ExDestinationIDSource = 1133;
|
|
const int ReportedPxDiff = 1134;
|
|
const int RptSys = 1135;
|
|
const int AllocClearingFeeIndicator = 1136;
|
|
const int DisplayQty = 1138;
|
|
const int ExchangeSpecialInstructions = 1139;
|
|
const int NoUsernames = 809;
|
|
const int ExpirationQtyType = 982;
|
|
const int MaxTradeVol = 1140;
|
|
const int NoMDFeedTypes = 1141;
|
|
const int MatchAlgorithm = 1142;
|
|
const int MaxPriceVariation = 1143;
|
|
const int ImpliedMarketIndicator = 1144;
|
|
const int EventTime = 1145;
|
|
const int MinPriceIncrementAmount = 1146;
|
|
const int UnitOfMeasureQty = 1147;
|
|
const int LowLimitPrice = 1148;
|
|
const int HighLimitPrice = 1149;
|
|
const int TradingReferencePrice = 1150;
|
|
const int SecurityGroup = 1151;
|
|
const int LegNumber = 1152;
|
|
const int SettlementCycleNo = 1153;
|
|
const int SideCurrency = 1154;
|
|
const int SideSettlCurrency = 1155;
|
|
const int ApplExtID = 1156;
|
|
const int CcyAmt = 1157;
|
|
const int NoSettlDetails = 1158;
|
|
const int SettlObligMode = 1159;
|
|
const int SettlObligMsgID = 1160;
|
|
const int SettlObligID = 1161;
|
|
const int SettlObligTransType = 1162;
|
|
const int SettlObligRefID = 1163;
|
|
const int SettlObligSource = 1164;
|
|
const int NoSettlOblig = 1165;
|
|
const int QuoteMsgID = 1166;
|
|
const int QuoteEntryStatus = 1167;
|
|
const int TotNoCxldQuotes = 1168;
|
|
const int TotNoAccQuotes = 1169;
|
|
const int TotNoRejQuotes = 1170;
|
|
const int PrivateQuote = 1171;
|
|
const int RespondentType = 1172;
|
|
const int MDSubBookType = 1173;
|
|
const int SecurityTradingEvent = 1174;
|
|
const int NoStatsIndicators = 1175;
|
|
const int StatsType = 1176;
|
|
const int NoOfSecSizes = 1177;
|
|
const int MDSecSizeType = 1178;
|
|
const int MDSecSize = 1179;
|
|
const int ApplID = 1180;
|
|
const int ApplSeqNum = 1181;
|
|
const int ApplBegSeqNum = 1182;
|
|
const int ApplEndSeqNum = 1183;
|
|
const int SecurityXMLLen = 1184;
|
|
const int SecurityXML = 1185;
|
|
const int SecurityXMLSchema = 1186;
|
|
const int RefreshIndicator = 1187;
|
|
const int Volatility = 1188;
|
|
const int TimeToExpiration = 1189;
|
|
const int RiskFreeRate = 1190;
|
|
const int PriceUnitOfMeasure = 1191;
|
|
const int PriceUnitOfMeasureQty = 1192;
|
|
const int SettlMethod = 1193;
|
|
const int ExerciseStyle = 1194;
|
|
const int OptPayAmount = 1195;
|
|
const int PriceQuoteMethod = 1196;
|
|
const int FuturesValuationMethod = 1197;
|
|
const int ListMethod = 1198;
|
|
const int CapPrice = 1199;
|
|
const int FloorPrice = 1200;
|
|
const int NoStrikeRules = 1201;
|
|
const int StartStrikePxRange = 1202;
|
|
const int EndStrikePxRange = 1203;
|
|
const int StrikeIncrement = 1204;
|
|
const int NoTickRules = 1205;
|
|
const int StartTickPriceRange = 1206;
|
|
const int EndTickPriceRange = 1207;
|
|
const int TickIncrement = 1208;
|
|
const int TickRuleType = 1209;
|
|
const int NestedInstrAttribType = 1210;
|
|
const int NestedInstrAttribValue = 1211;
|
|
const int LegMaturityTime = 1212;
|
|
const int UnderlyingMaturityTime = 1213;
|
|
const int DerivativeSymbol = 1214;
|
|
const int DerivativeSymbolSfx = 1215;
|
|
const int DerivativeSecurityID = 1216;
|
|
const int DerivativeSecurityIDSource = 1217;
|
|
const int NoDerivativeSecurityAltID = 1218;
|
|
const int DerivativeSecurityAltID = 1219;
|
|
const int DerivativeSecurityAltIDSource = 1220;
|
|
const int SecondaryLowLimitPrice = 1221;
|
|
const int MaturityRuleID = 1222;
|
|
const int StrikeRuleID = 1223;
|
|
const int LegUnitOfMeasureQty = 1224;
|
|
const int DerivativeOptPayAmount = 1225;
|
|
const int EndMaturityMonthYear = 1226;
|
|
const int ProductComplex = 1227;
|
|
const int DerivativeProductComplex = 1228;
|
|
const int MaturityMonthYearIncrement = 1229;
|
|
const int SecondaryHighLimitPrice = 1230;
|
|
const int MinLotSize = 1231;
|
|
const int NoExecInstRules = 1232;
|
|
const int NoLotTypeRules = 1234;
|
|
const int NoMatchRules = 1235;
|
|
const int NoMaturityRules = 1236;
|
|
const int NoOrdTypeRules = 1237;
|
|
const int NoTimeInForceRules = 1239;
|
|
const int SecondaryTradingReferencePrice = 1240;
|
|
const int StartMaturityMonthYear = 1241;
|
|
const int FlexProductEligibilityIndicator = 1242;
|
|
const int DerivFlexProductEligibilityIndicator = 1243;
|
|
const int FlexibleIndicator = 1244;
|
|
const int TradingCurrency = 1245;
|
|
const int DerivativeProduct = 1246;
|
|
const int DerivativeSecurityGroup = 1247;
|
|
const int DerivativeCFICode = 1248;
|
|
const int DerivativeSecurityType = 1249;
|
|
const int DerivativeSecuritySubType = 1250;
|
|
const int DerivativeMaturityMonthYear = 1251;
|
|
const int DerivativeMaturityDate = 1252;
|
|
const int DerivativeMaturityTime = 1253;
|
|
const int DerivativeSettleOnOpenFlag = 1254;
|
|
const int DerivativeInstrmtAssignmentMethod = 1255;
|
|
const int DerivativeSecurityStatus = 1256;
|
|
const int DerivativeInstrRegistry = 1257;
|
|
const int DerivativeCountryOfIssue = 1258;
|
|
const int DerivativeStateOrProvinceOfIssue = 1259;
|
|
const int DerivativeLocaleOfIssue = 1260;
|
|
const int DerivativeStrikePrice = 1261;
|
|
const int DerivativeStrikeCurrency = 1262;
|
|
const int DerivativeStrikeMultiplier = 1263;
|
|
const int DerivativeStrikeValue = 1264;
|
|
const int DerivativeOptAttribute = 1265;
|
|
const int DerivativeContractMultiplier = 1266;
|
|
const int DerivativeMinPriceIncrement = 1267;
|
|
const int DerivativeMinPriceIncrementAmount = 1268;
|
|
const int DerivativeUnitOfMeasure = 1269;
|
|
const int DerivativeUnitOfMeasureQty = 1270;
|
|
const int DerivativeTimeUnit = 1271;
|
|
const int DerivativeSecurityExchange = 1272;
|
|
const int DerivativePositionLimit = 1273;
|
|
const int DerivativeNTPositionLimit = 1274;
|
|
const int DerivativeIssuer = 1275;
|
|
const int DerivativeIssueDate = 1276;
|
|
const int DerivativeEncodedIssuerLen = 1277;
|
|
const int DerivativeEncodedIssuer = 1278;
|
|
const int DerivativeSecurityDesc = 1279;
|
|
const int DerivativeEncodedSecurityDescLen = 1280;
|
|
const int DerivativeEncodedSecurityDesc = 1281;
|
|
const int DerivativeSecurityXMLLen = 1282;
|
|
const int DerivativeSecurityXML = 1283;
|
|
const int DerivativeSecurityXMLSchema = 1284;
|
|
const int DerivativeContractSettlMonth = 1285;
|
|
const int NoDerivativeEvents = 1286;
|
|
const int DerivativeEventType = 1287;
|
|
const int DerivativeEventDate = 1288;
|
|
const int DerivativeEventTime = 1289;
|
|
const int DerivativeEventPx = 1290;
|
|
const int DerivativeEventText = 1291;
|
|
const int NoDerivativeInstrumentParties = 1292;
|
|
const int DerivativeInstrumentPartyID = 1293;
|
|
const int DerivativeInstrumentPartyIDSource = 1294;
|
|
const int DerivativeInstrumentPartyRole = 1295;
|
|
const int NoDerivativeInstrumentPartySubIDs = 1296;
|
|
const int DerivativeInstrumentPartySubID = 1297;
|
|
const int DerivativeInstrumentPartySubIDType = 1298;
|
|
const int DerivativeExerciseStyle = 1299;
|
|
const int MarketSegmentID = 1300;
|
|
const int MarketID = 1301;
|
|
const int MaturityMonthYearIncrementUnits = 1302;
|
|
const int MaturityMonthYearFormat = 1303;
|
|
const int StrikeExerciseStyle = 1304;
|
|
const int SecondaryPriceLimitType = 1305;
|
|
const int PriceLimitType = 1306;
|
|
const int ExecInstValue = 1308;
|
|
const int NoTradingSessionRules = 1309;
|
|
const int NoMarketSegments = 1310;
|
|
const int NoDerivativeInstrAttrib = 1311;
|
|
const int NoNestedInstrAttrib = 1312;
|
|
const int DerivativeInstrAttribType = 1313;
|
|
const int DerivativeInstrAttribValue = 1314;
|
|
const int DerivativePriceUnitOfMeasure = 1315;
|
|
const int DerivativePriceUnitOfMeasureQty = 1316;
|
|
const int DerivativeSettlMethod = 1317;
|
|
const int DerivativePriceQuoteMethod = 1318;
|
|
const int DerivativeFuturesValuationMethod = 1319;
|
|
const int DerivativeListMethod = 1320;
|
|
const int DerivativeCapPrice = 1321;
|
|
const int DerivativeFloorPrice = 1322;
|
|
const int DerivativePutOrCall = 1323;
|
|
const int ListUpdateAction = 1324;
|
|
const int ParentMktSegmID = 1325;
|
|
const int TradingSessionDesc = 1326;
|
|
const int TradSesUpdateAction = 1327;
|
|
const int RejectText = 1328;
|
|
const int FeeMultiplier = 1329;
|
|
const int UnderlyingLegSymbol = 1330;
|
|
const int UnderlyingLegSymbolSfx = 1331;
|
|
const int UnderlyingLegSecurityID = 1332;
|
|
const int UnderlyingLegSecurityIDSource = 1333;
|
|
const int NoUnderlyingLegSecurityAltID = 1334;
|
|
const int UnderlyingLegSecurityAltID = 1335;
|
|
const int UnderlyingLegSecurityAltIDSource = 1336;
|
|
const int UnderlyingLegSecurityType = 1337;
|
|
const int UnderlyingLegSecuritySubType = 1338;
|
|
const int UnderlyingLegMaturityMonthYear = 1339;
|
|
const int UnderlyingLegStrikePrice = 1340;
|
|
const int UnderlyingLegSecurityExchange = 1341;
|
|
const int NoOfLegUnderlyings = 1342;
|
|
const int UnderlyingLegPutOrCall = 1343;
|
|
const int UnderlyingLegCFICode = 1344;
|
|
const int UnderlyingLegMaturityDate = 1345;
|
|
const int ApplReqID = 1346;
|
|
const int ApplReqType = 1347;
|
|
const int ApplResponseType = 1348;
|
|
const int ApplTotalMessageCount = 1349;
|
|
const int ApplLastSeqNum = 1350;
|
|
const int NoApplIDs = 1351;
|
|
const int ApplResendFlag = 1352;
|
|
const int ApplResponseID = 1353;
|
|
const int ApplResponseError = 1354;
|
|
const int RefApplID = 1355;
|
|
const int ApplReportID = 1356;
|
|
const int RefApplLastSeqNum = 1357;
|
|
const int LegPutOrCall = 1358;
|
|
const int TotNoFills = 1361;
|
|
const int NoFills = 1362;
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const int FillExecID = 1363;
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const int FillPx = 1364;
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const int FillQty = 1365;
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const int LegAllocID = 1366;
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const int LegAllocSettlCurrency = 1367;
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const int TradSesEvent = 1368;
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const int MassActionReportID = 1369;
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const int NoNotAffectedOrders = 1370;
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const int NotAffectedOrderID = 1371;
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const int NotAffOrigClOrdID = 1372;
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const int MassActionType = 1373;
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const int MassActionScope = 1374;
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const int MassActionResponse = 1375;
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const int MassActionRejectReason = 1376;
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const int MultilegModel = 1377;
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const int MultilegPriceMethod = 1378;
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const int LegVolatility = 1379;
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const int DividendYield = 1380;
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const int LegDividendYield = 1381;
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const int CurrencyRatio = 1382;
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const int LegCurrencyRatio = 1383;
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const int LegExecInst = 1384;
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const int ContingencyType = 1385;
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const int ListRejectReason = 1386;
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const int NoTrdRepIndicators = 1387;
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const int TrdRepPartyRole = 1388;
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const int TrdRepIndicator = 1389;
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|
const int TradePublishIndicator = 1390;
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const int UnderlyingLegOptAttribute = 1391;
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const int UnderlyingLegSecurityDesc = 1392;
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const int MarketReqID = 1393;
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const int MarketReportID = 1394;
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const int MarketUpdateAction = 1395;
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const int MarketSegmentDesc = 1396;
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const int EncodedMktSegmDescLen = 1397;
|
|
const int EncodedMktSegmDesc = 1398;
|
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const int ApplNewSeqNum = 1399;
|
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const int EncryptedPasswordMethod = 1400;
|
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const int EncryptedPasswordLen = 1401;
|
|
const int EncryptedPassword = 1402;
|
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const int EncryptedNewPasswordLen = 1403;
|
|
const int EncryptedNewPassword = 1404;
|
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const int UnderlyingLegMaturityTime = 1405;
|
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const int RefApplExtID = 1406;
|
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const int DefaultApplExtID = 1407;
|
|
const int DefaultCstmApplVerID = 1408;
|
|
const int SessionStatus = 1409;
|
|
const int DefaultVerIndicator = 1410;
|
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const int Nested4PartySubIDType = 1411;
|
|
const int Nested4PartySubID = 1412;
|
|
const int NoNested4PartySubIDs = 1413;
|
|
const int NoNested4PartyIDs = 1414;
|
|
const int Nested4PartyID = 1415;
|
|
const int Nested4PartyIDSource = 1416;
|
|
const int Nested4PartyRole = 1417;
|
|
const int LegLastQty = 1418;
|
|
const int UnderlyingExerciseStyle = 1419;
|
|
const int LegExerciseStyle = 1420;
|
|
const int LegPriceUnitOfMeasure = 1421;
|
|
const int LegPriceUnitOfMeasureQty = 1422;
|
|
const int UnderlyingUnitOfMeasureQty = 1423;
|
|
const int UnderlyingPriceUnitOfMeasure = 1424;
|
|
const int UnderlyingPriceUnitOfMeasureQty = 1425;
|
|
const int ApplReportType = 1426;
|
|
const int HaltReasonInt = 327;
|
|
const int SideLastQty = 1009;
|
|
const int UnderlyingInstrumentPartyID = 1059;
|
|
const int UnderlyingInstrumentPartyIDSource = 1060;
|
|
const int UnderlyingInstrumentPartyRole = 1061;
|
|
const int UnderlyingInstrumentPartySubID = 1063;
|
|
const int UnderlyingInstrumentPartySubIDType = 1064;
|
|
const int OptPayoutAmount = 1195;
|
|
const int ValuationMethod = 1197;
|
|
const int DerivativeValuationMethod = 1319;
|
|
const int SideExecID = 1427;
|
|
const int OrderDelay = 1428;
|
|
const int OrderDelayUnit = 1429;
|
|
const int VenueType = 1430;
|
|
const int RefOrdIDReason = 1431;
|
|
const int OrigCustOrderCapacity = 1432;
|
|
const int RefApplReqID = 1433;
|
|
const int ModelType = 1434;
|
|
const int ContractMultiplierUnit = 1435;
|
|
const int LegContractMultiplierUnit = 1436;
|
|
const int UnderlyingContractMultiplierUnit = 1437;
|
|
const int DerivativeContractMultiplierUnit = 1438;
|
|
const int FlowScheduleType = 1439;
|
|
const int LegFlowScheduleType = 1440;
|
|
const int UnderlyingFlowScheduleType = 1441;
|
|
const int DerivativeFlowScheduleType = 1442;
|
|
const int FillLiquidityInd = 1443;
|
|
const int SideLiquidityInd = 1444;
|
|
const int NoRateSources = 1445;
|
|
const int RateSource = 1446;
|
|
const int RateSourceType = 1447;
|
|
const int ReferencePage = 1448;
|
|
const int RestructuringType = 1449;
|
|
const int Seniority = 1450;
|
|
const int NotionalPercentageOutstanding = 1451;
|
|
const int OriginalNotionalPercentageOutstanding = 1452;
|
|
const int UnderlyingRestructuringType = 1453;
|
|
const int UnderlyingSeniority = 1454;
|
|
const int UnderlyingNotionalPercentageOutstanding = 1455;
|
|
const int UnderlyingOriginalNotionalPercentageOutstanding = 1456;
|
|
const int AttachmentPoint = 1457;
|
|
const int DetachmentPoint = 1458;
|
|
const int UnderlyingAttachmentPoint = 1459;
|
|
const int UnderlyingDetachmentPoint = 1460;
|
|
const int NoTargetPartyIDs = 1461;
|
|
const int TargetPartyID = 1462;
|
|
const int TargetPartyIDSource = 1463;
|
|
const int TargetPartyRole = 1464;
|
|
const int SecurityListID = 1465;
|
|
const int SecurityListRefID = 1466;
|
|
const int SecurityListDesc = 1467;
|
|
const int EncodedSecurityListDescLen = 1468;
|
|
const int EncodedSecurityListDesc = 1469;
|
|
const int SecurityListType = 1470;
|
|
const int SecurityListTypeSource = 1471;
|
|
const int NewsID = 1472;
|
|
const int NewsCategory = 1473;
|
|
const int LanguageCode = 1474;
|
|
const int NoNewsRefIDs = 1475;
|
|
const int NewsRefID = 1476;
|
|
const int NewsRefType = 1477;
|
|
const int StrikePriceDeterminationMethod = 1478;
|
|
const int StrikePriceBoundaryMethod = 1479;
|
|
const int StrikePriceBoundaryPrecision = 1480;
|
|
const int UnderlyingPriceDeterminationMethod = 1481;
|
|
const int OptPayoutType = 1482;
|
|
const int NoComplexEvents = 1483;
|
|
const int ComplexEventType = 1484;
|
|
const int ComplexOptPayoutAmount = 1485;
|
|
const int ComplexEventPrice = 1486;
|
|
const int ComplexEventPriceBoundaryMethod = 1487;
|
|
const int ComplexEventPriceBoundaryPrecision = 1488;
|
|
const int ComplexEventPriceTimeType = 1489;
|
|
const int ComplexEventCondition = 1490;
|
|
const int NoComplexEventDates = 1491;
|
|
const int ComplexEventStartDate = 1492;
|
|
const int ComplexEventEndDate = 1493;
|
|
const int NoComplexEventTimes = 1494;
|
|
const int ComplexEventStartTime = 1495;
|
|
const int ComplexEventEndTime = 1496;
|
|
const int StreamAsgnReqID = 1497;
|
|
const int StreamAsgnReqType = 1498;
|
|
const int NoAsgnReqs = 1499;
|
|
const int MDStreamID = 1500;
|
|
const int StreamAsgnRptID = 1501;
|
|
const int StreamAsgnRejReason = 1502;
|
|
const int StreamAsgnAckType = 1503;
|
|
const int RelSymTransactTime = 1504;
|
|
const int StreamAsgnType = 1617;
|
|
}
|
|
}
|
|
#endif //FIX_FIELDNUMBERS_H
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