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.
1540 lines
51 KiB
C++
1540 lines
51 KiB
C++
#ifndef FIX_FIELDS_H
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#define FIX_FIELDS_H
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#include "Field.h"
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#undef Yield
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namespace FIX
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{
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DEFINE_SEQNUM(BeginSeqNo);
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DEFINE_STRING(BeginString);
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DEFINE_LENGTH(BodyLength);
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DEFINE_CHECKSUM(CheckSum);
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DEFINE_SEQNUM(EndSeqNo);
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DEFINE_SEQNUM(MsgSeqNum);
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DEFINE_STRING(MsgType);
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DEFINE_SEQNUM(NewSeqNo);
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DEFINE_BOOLEAN(PossDupFlag);
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DEFINE_SEQNUM(RefSeqNum);
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DEFINE_STRING(SenderCompID);
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DEFINE_STRING(SenderSubID);
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DEFINE_UTCTIMESTAMP(SendingTime);
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DEFINE_STRING(TargetCompID);
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DEFINE_STRING(TargetSubID);
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DEFINE_STRING(Text);
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DEFINE_DATA(Signature);
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DEFINE_LENGTH(SecureDataLen);
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DEFINE_DATA(SecureData);
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DEFINE_LENGTH(SignatureLength);
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DEFINE_LENGTH(RawDataLength);
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DEFINE_DATA(RawData);
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DEFINE_BOOLEAN(PossResend);
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DEFINE_INT(EncryptMethod);
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DEFINE_INT(HeartBtInt);
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DEFINE_STRING(TestReqID);
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DEFINE_STRING(OnBehalfOfCompID);
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DEFINE_STRING(OnBehalfOfSubID);
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DEFINE_UTCTIMESTAMP(OrigSendingTime);
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DEFINE_BOOLEAN(GapFillFlag);
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DEFINE_STRING(DeliverToCompID);
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DEFINE_STRING(DeliverToSubID);
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DEFINE_BOOLEAN(ResetSeqNumFlag);
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DEFINE_STRING(SenderLocationID);
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DEFINE_STRING(TargetLocationID);
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DEFINE_STRING(OnBehalfOfLocationID);
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DEFINE_STRING(DeliverToLocationID);
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DEFINE_LENGTH(XmlDataLen);
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DEFINE_DATA(XmlData);
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DEFINE_STRING(MessageEncoding);
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DEFINE_LENGTH(EncodedTextLen);
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DEFINE_DATA(EncodedText);
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DEFINE_SEQNUM(LastMsgSeqNumProcessed);
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DEFINE_INT(RefTagID);
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DEFINE_STRING(RefMsgType);
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DEFINE_INT(SessionRejectReason);
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DEFINE_LENGTH(MaxMessageSize);
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DEFINE_NUMINGROUP(NoMsgTypes);
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DEFINE_CHAR(MsgDirection);
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DEFINE_BOOLEAN(TestMessageIndicator);
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DEFINE_STRING(Username);
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DEFINE_STRING(Password);
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DEFINE_NUMINGROUP(NoHops);
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DEFINE_STRING(HopCompID);
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DEFINE_UTCTIMESTAMP(HopSendingTime);
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DEFINE_SEQNUM(HopRefID);
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DEFINE_SEQNUM(NextExpectedMsgSeqNum);
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DEFINE_STRING(ApplVerID);
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DEFINE_STRING(CstmApplVerID);
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DEFINE_STRING(RefApplVerID);
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DEFINE_STRING(RefCstmApplVerID);
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DEFINE_STRING(DefaultApplVerID);
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DEFINE_STRING(Account);
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DEFINE_STRING(AdvId);
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DEFINE_STRING(AdvRefID);
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DEFINE_CHAR(AdvSide);
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DEFINE_STRING(AdvTransType);
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DEFINE_PRICE(AvgPx);
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DEFINE_STRING(ClOrdID);
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DEFINE_AMT(Commission);
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DEFINE_CHAR(CommType);
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DEFINE_QTY(CumQty);
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DEFINE_CURRENCY(Currency);
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DEFINE_STRING(ExecID);
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DEFINE_MULTIPLECHARVALUE(ExecInst);
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DEFINE_STRING(ExecRefID);
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DEFINE_CHAR(ExecTransType);
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DEFINE_CHAR(HandlInst);
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DEFINE_STRING(IDSource);
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DEFINE_STRING(IOIid);
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DEFINE_CHAR(IOIOthSvc);
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DEFINE_CHAR(IOIQltyInd);
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DEFINE_STRING(IOIRefID);
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DEFINE_STRING(IOIShares);
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DEFINE_CHAR(IOITransType);
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DEFINE_CHAR(LastCapacity);
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DEFINE_EXCHANGE(LastMkt);
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DEFINE_PRICE(LastPx);
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DEFINE_QTY(LastShares);
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DEFINE_NUMINGROUP(LinesOfText);
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DEFINE_STRING(OrderID);
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DEFINE_QTY(OrderQty);
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DEFINE_CHAR(OrdStatus);
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DEFINE_CHAR(OrdType);
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DEFINE_STRING(OrigClOrdID);
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DEFINE_UTCTIMESTAMP(OrigTime);
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DEFINE_PRICE(Price);
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DEFINE_STRING(RelatdSym);
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DEFINE_CHAR(Rule80A);
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DEFINE_STRING(SecurityID);
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DEFINE_QTY(Shares);
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DEFINE_CHAR(Side);
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DEFINE_STRING(Symbol);
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DEFINE_CHAR(TimeInForce);
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DEFINE_UTCTIMESTAMP(TransactTime);
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DEFINE_CHAR(Urgency);
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DEFINE_UTCTIMESTAMP(ValidUntilTime);
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DEFINE_CHAR(SettlmntTyp);
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DEFINE_LOCALMKTDATE(FutSettDate);
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DEFINE_STRING(SymbolSfx);
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DEFINE_STRING(ListID);
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DEFINE_INT(ListSeqNo);
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DEFINE_INT(ListNoOrds);
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DEFINE_STRING(ListExecInst);
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DEFINE_STRING(AllocID);
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DEFINE_CHAR(AllocTransType);
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DEFINE_STRING(RefAllocID);
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DEFINE_NUMINGROUP(NoOrders);
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DEFINE_INT(AvgPrxPrecision);
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DEFINE_LOCALMKTDATE(TradeDate);
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DEFINE_STRING(ExecBroker);
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DEFINE_CHAR(OpenClose);
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DEFINE_NUMINGROUP(NoAllocs);
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DEFINE_STRING(AllocAccount);
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DEFINE_QTY(AllocShares);
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DEFINE_CHAR(ProcessCode);
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DEFINE_INT(NoRpts);
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DEFINE_INT(RptSeq);
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DEFINE_QTY(CxlQty);
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DEFINE_NUMINGROUP(NoDlvyInst);
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DEFINE_STRING(DlvyInst);
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DEFINE_INT(AllocStatus);
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DEFINE_INT(AllocRejCode);
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DEFINE_STRING(BrokerOfCredit);
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DEFINE_CHAR(EmailType);
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DEFINE_PRICE(StopPx);
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DEFINE_EXCHANGE(ExDestination);
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DEFINE_INT(CxlRejReason);
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DEFINE_INT(OrdRejReason);
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DEFINE_CHAR(IOIQualifier);
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DEFINE_STRING(WaveNo);
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DEFINE_STRING(Issuer);
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DEFINE_STRING(SecurityDesc);
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DEFINE_STRING(ClientID);
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DEFINE_QTY(MinQty);
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DEFINE_QTY(MaxFloor);
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DEFINE_BOOLEAN(ReportToExch);
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DEFINE_BOOLEAN(LocateReqd);
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DEFINE_STRING(QuoteID);
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DEFINE_AMT(NetMoney);
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DEFINE_AMT(SettlCurrAmt);
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DEFINE_CURRENCY(SettlCurrency);
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DEFINE_BOOLEAN(ForexReq);
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DEFINE_NUMINGROUP(NoExecs);
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DEFINE_CHAR(CxlType);
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DEFINE_UTCTIMESTAMP(ExpireTime);
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DEFINE_CHAR(DKReason);
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DEFINE_BOOLEAN(IOINaturalFlag);
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DEFINE_STRING(QuoteReqID);
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DEFINE_PRICE(BidPx);
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DEFINE_PRICE(OfferPx);
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DEFINE_QTY(BidSize);
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DEFINE_QTY(OfferSize);
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DEFINE_NUMINGROUP(NoMiscFees);
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DEFINE_AMT(MiscFeeAmt);
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DEFINE_CURRENCY(MiscFeeCurr);
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DEFINE_STRING(MiscFeeType);
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DEFINE_PRICE(PrevClosePx);
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DEFINE_NUMINGROUP(NoRelatedSym);
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DEFINE_STRING(Subject);
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DEFINE_STRING(Headline);
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DEFINE_STRING(URLLink);
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DEFINE_CHAR(ExecType);
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DEFINE_QTY(LeavesQty);
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DEFINE_QTY(CashOrderQty);
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DEFINE_PRICE(AllocAvgPx);
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DEFINE_AMT(AllocNetMoney);
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DEFINE_FLOAT(SettlCurrFxRate);
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DEFINE_CHAR(SettlCurrFxRateCalc);
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DEFINE_INT(NumDaysInterest);
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DEFINE_PERCENTAGE(AccruedInterestRate);
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DEFINE_AMT(AccruedInterestAmt);
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DEFINE_CHAR(SettlInstMode);
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DEFINE_STRING(AllocText);
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DEFINE_STRING(SettlInstID);
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DEFINE_CHAR(SettlInstTransType);
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DEFINE_STRING(EmailThreadID);
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DEFINE_CHAR(SettlInstSource);
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DEFINE_STRING(SettlLocation);
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DEFINE_STRING(SecurityType);
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DEFINE_UTCTIMESTAMP(EffectiveTime);
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DEFINE_INT(StandInstDbType);
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DEFINE_STRING(StandInstDbName);
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DEFINE_STRING(StandInstDbID);
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DEFINE_INT(SettlDeliveryType);
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DEFINE_STRING(SettlDepositoryCode);
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DEFINE_STRING(SettlBrkrCode);
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DEFINE_STRING(SettlInstCode);
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DEFINE_STRING(SecuritySettlAgentName);
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DEFINE_STRING(SecuritySettlAgentCode);
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DEFINE_STRING(SecuritySettlAgentAcctNum);
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DEFINE_STRING(SecuritySettlAgentAcctName);
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DEFINE_STRING(SecuritySettlAgentContactName);
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DEFINE_STRING(SecuritySettlAgentContactPhone);
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DEFINE_STRING(CashSettlAgentName);
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DEFINE_STRING(CashSettlAgentCode);
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DEFINE_STRING(CashSettlAgentAcctNum);
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DEFINE_STRING(CashSettlAgentAcctName);
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DEFINE_STRING(CashSettlAgentContactName);
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DEFINE_STRING(CashSettlAgentContactPhone);
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DEFINE_PRICE(BidSpotRate);
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DEFINE_PRICEOFFSET(BidForwardPoints);
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DEFINE_PRICE(OfferSpotRate);
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DEFINE_PRICEOFFSET(OfferForwardPoints);
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DEFINE_QTY(OrderQty2);
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DEFINE_LOCALMKTDATE(FutSettDate2);
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DEFINE_PRICE(LastSpotRate);
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DEFINE_PRICEOFFSET(LastForwardPoints);
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DEFINE_STRING(AllocLinkID);
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DEFINE_INT(AllocLinkType);
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DEFINE_STRING(SecondaryOrderID);
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DEFINE_NUMINGROUP(NoIOIQualifiers);
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DEFINE_MONTHYEAR(MaturityMonthYear);
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DEFINE_INT(PutOrCall);
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DEFINE_PRICE(StrikePrice);
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DEFINE_INT(CoveredOrUncovered);
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DEFINE_INT(CustomerOrFirm);
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DEFINE_DAYOFMONTH(MaturityDay);
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DEFINE_CHAR(OptAttribute);
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DEFINE_EXCHANGE(SecurityExchange);
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DEFINE_BOOLEAN(NotifyBrokerOfCredit);
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DEFINE_INT(AllocHandlInst);
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DEFINE_QTY(MaxShow);
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DEFINE_PRICEOFFSET(PegDifference);
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DEFINE_LOCALMKTDATE(SendingDate);
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DEFINE_INT(TotNoOrders);
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DEFINE_STRING(SettlInstRefID);
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DEFINE_NUMINGROUP(NoRoutingIDs);
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DEFINE_INT(RoutingType);
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DEFINE_STRING(RoutingID);
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DEFINE_PRICEOFFSET(SpreadToBenchmark);
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DEFINE_CHAR(Benchmark);
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DEFINE_PERCENTAGE(CouponRate);
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DEFINE_FLOAT(ContractMultiplier);
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DEFINE_STRING(MDReqID);
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DEFINE_CHAR(SubscriptionRequestType);
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DEFINE_INT(MarketDepth);
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DEFINE_INT(MDUpdateType);
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DEFINE_BOOLEAN(AggregatedBook);
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DEFINE_NUMINGROUP(NoMDEntryTypes);
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DEFINE_NUMINGROUP(NoMDEntries);
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DEFINE_CHAR(MDEntryType);
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DEFINE_PRICE(MDEntryPx);
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DEFINE_QTY(MDEntrySize);
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DEFINE_UTCDATEONLY(MDEntryDate);
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DEFINE_UTCTIMEONLY(MDEntryTime);
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DEFINE_CHAR(TickDirection);
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DEFINE_EXCHANGE(MDMkt);
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DEFINE_MULTIPLESTRINGVALUE(QuoteCondition);
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DEFINE_MULTIPLESTRINGVALUE(TradeCondition);
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DEFINE_STRING(MDEntryID);
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DEFINE_CHAR(MDUpdateAction);
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DEFINE_STRING(MDEntryRefID);
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DEFINE_CHAR(MDReqRejReason);
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DEFINE_STRING(MDEntryOriginator);
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DEFINE_STRING(LocationID);
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DEFINE_STRING(DeskID);
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DEFINE_CHAR(DeleteReason);
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DEFINE_MULTIPLEVALUESTRING(OpenCloseSettleFlag);
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DEFINE_INT(SellerDays);
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DEFINE_STRING(MDEntryBuyer);
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DEFINE_STRING(MDEntrySeller);
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DEFINE_INT(MDEntryPositionNo);
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DEFINE_MULTIPLECHARVALUE(FinancialStatus);
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DEFINE_MULTIPLECHARVALUE(CorporateAction);
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DEFINE_QTY(DefBidSize);
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DEFINE_QTY(DefOfferSize);
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DEFINE_NUMINGROUP(NoQuoteEntries);
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DEFINE_NUMINGROUP(NoQuoteSets);
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DEFINE_INT(QuoteAckStatus);
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DEFINE_INT(QuoteCancelType);
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DEFINE_STRING(QuoteEntryID);
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DEFINE_INT(QuoteRejectReason);
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DEFINE_INT(QuoteResponseLevel);
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DEFINE_STRING(QuoteSetID);
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DEFINE_INT(QuoteRequestType);
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DEFINE_INT(TotQuoteEntries);
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DEFINE_STRING(UnderlyingIDSource);
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DEFINE_STRING(UnderlyingIssuer);
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DEFINE_STRING(UnderlyingSecurityDesc);
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DEFINE_EXCHANGE(UnderlyingSecurityExchange);
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DEFINE_STRING(UnderlyingSecurityID);
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DEFINE_STRING(UnderlyingSecurityType);
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DEFINE_STRING(UnderlyingSymbol);
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DEFINE_STRING(UnderlyingSymbolSfx);
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DEFINE_MONTHYEAR(UnderlyingMaturityMonthYear);
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DEFINE_DAYOFMONTH(UnderlyingMaturityDay);
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DEFINE_INT(UnderlyingPutOrCall);
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DEFINE_PRICE(UnderlyingStrikePrice);
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DEFINE_CHAR(UnderlyingOptAttribute);
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DEFINE_CURRENCY(UnderlyingCurrency);
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DEFINE_QTY(RatioQty);
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DEFINE_STRING(SecurityReqID);
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DEFINE_INT(SecurityRequestType);
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DEFINE_STRING(SecurityResponseID);
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DEFINE_INT(SecurityResponseType);
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DEFINE_STRING(SecurityStatusReqID);
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DEFINE_BOOLEAN(UnsolicitedIndicator);
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DEFINE_INT(SecurityTradingStatus);
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DEFINE_CHAR(HaltReasonChar);
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DEFINE_BOOLEAN(InViewOfCommon);
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DEFINE_BOOLEAN(DueToRelated);
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DEFINE_QTY(BuyVolume);
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DEFINE_QTY(SellVolume);
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DEFINE_PRICE(HighPx);
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DEFINE_PRICE(LowPx);
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DEFINE_INT(Adjustment);
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DEFINE_STRING(TradSesReqID);
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DEFINE_STRING(TradingSessionID);
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DEFINE_STRING(ContraTrader);
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DEFINE_INT(TradSesMethod);
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DEFINE_INT(TradSesMode);
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DEFINE_INT(TradSesStatus);
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DEFINE_UTCTIMESTAMP(TradSesStartTime);
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DEFINE_UTCTIMESTAMP(TradSesOpenTime);
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DEFINE_UTCTIMESTAMP(TradSesPreCloseTime);
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DEFINE_UTCTIMESTAMP(TradSesCloseTime);
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DEFINE_UTCTIMESTAMP(TradSesEndTime);
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DEFINE_INT(NumberOfOrders);
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DEFINE_LENGTH(EncodedIssuerLen);
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DEFINE_DATA(EncodedIssuer);
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DEFINE_LENGTH(EncodedSecurityDescLen);
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DEFINE_DATA(EncodedSecurityDesc);
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DEFINE_LENGTH(EncodedListExecInstLen);
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DEFINE_DATA(EncodedListExecInst);
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DEFINE_LENGTH(EncodedSubjectLen);
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DEFINE_DATA(EncodedSubject);
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DEFINE_LENGTH(EncodedHeadlineLen);
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DEFINE_DATA(EncodedHeadline);
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DEFINE_LENGTH(EncodedAllocTextLen);
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DEFINE_DATA(EncodedAllocText);
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DEFINE_LENGTH(EncodedUnderlyingIssuerLen);
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DEFINE_DATA(EncodedUnderlyingIssuer);
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DEFINE_LENGTH(EncodedUnderlyingSecurityDescLen);
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DEFINE_DATA(EncodedUnderlyingSecurityDesc);
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DEFINE_PRICE(AllocPrice);
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DEFINE_UTCTIMESTAMP(QuoteSetValidUntilTime);
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DEFINE_INT(QuoteEntryRejectReason);
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DEFINE_UTCTIMESTAMP(OnBehalfOfSendingTime);
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DEFINE_CHAR(BidRequestTransType);
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DEFINE_STRING(ContraBroker);
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DEFINE_STRING(ComplianceID);
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DEFINE_BOOLEAN(SolicitedFlag);
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DEFINE_INT(ExecRestatementReason);
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DEFINE_STRING(BusinessRejectRefID);
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DEFINE_INT(BusinessRejectReason);
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DEFINE_AMT(GrossTradeAmt);
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DEFINE_NUMINGROUP(NoContraBrokers);
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DEFINE_NUMINGROUP(NoTradingSessions);
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DEFINE_QTY(TotalVolumeTraded);
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DEFINE_CHAR(DiscretionInst);
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DEFINE_PRICEOFFSET(DiscretionOffset);
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DEFINE_STRING(BidID);
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DEFINE_STRING(ClientBidID);
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DEFINE_STRING(ListName);
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DEFINE_INT(TotalNumSecurities);
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DEFINE_INT(BidType);
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DEFINE_INT(NumTickets);
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DEFINE_AMT(SideValue1);
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DEFINE_AMT(SideValue2);
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DEFINE_NUMINGROUP(NoBidDescriptors);
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DEFINE_INT(BidDescriptorType);
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DEFINE_STRING(BidDescriptor);
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DEFINE_INT(SideValueInd);
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DEFINE_PERCENTAGE(LiquidityPctLow);
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DEFINE_PERCENTAGE(LiquidityPctHigh);
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DEFINE_AMT(LiquidityValue);
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DEFINE_PERCENTAGE(EFPTrackingError);
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DEFINE_AMT(FairValue);
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DEFINE_PERCENTAGE(OutsideIndexPct);
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DEFINE_AMT(ValueOfFutures);
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DEFINE_INT(LiquidityIndType);
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DEFINE_PERCENTAGE(WtAverageLiquidity);
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DEFINE_BOOLEAN(ExchangeForPhysical);
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DEFINE_AMT(OutMainCntryUIndex);
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DEFINE_PERCENTAGE(CrossPercent);
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DEFINE_INT(ProgRptReqs);
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DEFINE_INT(ProgPeriodInterval);
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DEFINE_INT(IncTaxInd);
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DEFINE_INT(NumBidders);
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DEFINE_CHAR(TradeType);
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DEFINE_CHAR(BasisPxType);
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DEFINE_NUMINGROUP(NoBidComponents);
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DEFINE_COUNTRY(Country);
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DEFINE_INT(TotNoStrikes);
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DEFINE_INT(PriceType);
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DEFINE_QTY(DayOrderQty);
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DEFINE_QTY(DayCumQty);
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DEFINE_PRICE(DayAvgPx);
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DEFINE_INT(GTBookingInst);
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DEFINE_NUMINGROUP(NoStrikes);
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DEFINE_INT(ListStatusType);
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DEFINE_INT(NetGrossInd);
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DEFINE_INT(ListOrderStatus);
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DEFINE_LOCALMKTDATE(ExpireDate);
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DEFINE_CHAR(ListExecInstType);
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DEFINE_CHAR(CxlRejResponseTo);
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DEFINE_PERCENTAGE(UnderlyingCouponRate);
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DEFINE_FLOAT(UnderlyingContractMultiplier);
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DEFINE_QTY(ContraTradeQty);
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DEFINE_UTCTIMESTAMP(ContraTradeTime);
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DEFINE_STRING(ClearingFirm);
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DEFINE_STRING(ClearingAccount);
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DEFINE_INT(LiquidityNumSecurities);
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DEFINE_CHAR(MultiLegReportingType);
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DEFINE_UTCTIMESTAMP(StrikeTime);
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DEFINE_STRING(ListStatusText);
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DEFINE_LENGTH(EncodedListStatusTextLen);
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DEFINE_DATA(EncodedListStatusText);
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DEFINE_STRING(SecurityIDSource);
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DEFINE_STRING(IOIQty);
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DEFINE_QTY(LastQty);
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DEFINE_QTY(Quantity);
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DEFINE_CHAR(PositionEffect);
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DEFINE_QTY(AllocQty);
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DEFINE_PRICEOFFSET(Spread);
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DEFINE_CURRENCY(BenchmarkCurveCurrency);
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DEFINE_STRING(BenchmarkCurveName);
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DEFINE_STRING(BenchmarkCurvePoint);
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DEFINE_LOCALMKTDATE(CouponPaymentDate);
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DEFINE_LOCALMKTDATE(IssueDate);
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DEFINE_INT(RepurchaseTerm);
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DEFINE_PERCENTAGE(RepurchaseRate);
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DEFINE_FLOAT(Factor);
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DEFINE_LOCALMKTDATE(TradeOriginationDate);
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DEFINE_LOCALMKTDATE(ExDate);
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DEFINE_NUMINGROUP(NoStipulations);
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DEFINE_STRING(StipulationType);
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DEFINE_STRING(StipulationValue);
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DEFINE_STRING(YieldType);
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DEFINE_PERCENTAGE(Yield);
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DEFINE_AMT(TotalTakedown);
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DEFINE_AMT(Concession);
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DEFINE_STRING(RepoCollateralSecurityType);
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DEFINE_LOCALMKTDATE(RedemptionDate);
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DEFINE_LOCALMKTDATE(UnderlyingCouponPaymentDate);
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DEFINE_LOCALMKTDATE(UnderlyingIssueDate);
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DEFINE_STRING(UnderlyingRepoCollateralSecurityType);
|
|
DEFINE_INT(UnderlyingRepurchaseTerm);
|
|
DEFINE_PERCENTAGE(UnderlyingRepurchaseRate);
|
|
DEFINE_FLOAT(UnderlyingFactor);
|
|
DEFINE_LOCALMKTDATE(UnderlyingRedemptionDate);
|
|
DEFINE_LOCALMKTDATE(LegCouponPaymentDate);
|
|
DEFINE_LOCALMKTDATE(LegIssueDate);
|
|
DEFINE_STRING(LegRepoCollateralSecurityType);
|
|
DEFINE_INT(LegRepurchaseTerm);
|
|
DEFINE_PERCENTAGE(LegRepurchaseRate);
|
|
DEFINE_FLOAT(LegFactor);
|
|
DEFINE_LOCALMKTDATE(LegRedemptionDate);
|
|
DEFINE_STRING(CreditRating);
|
|
DEFINE_STRING(UnderlyingCreditRating);
|
|
DEFINE_STRING(LegCreditRating);
|
|
DEFINE_BOOLEAN(TradedFlatSwitch);
|
|
DEFINE_LOCALMKTDATE(BasisFeatureDate);
|
|
DEFINE_PRICE(BasisFeaturePrice);
|
|
DEFINE_INT(QuoteStatus);
|
|
DEFINE_STRING(UnderlyingSecurityIDSource);
|
|
DEFINE_CHAR(PartyIDSource);
|
|
DEFINE_STRING(PartyID);
|
|
DEFINE_UTCDATE(TotalVolumeTradedDate);
|
|
DEFINE_UTCTIMEONLY(TotalVolumeTradedTime);
|
|
DEFINE_PRICEOFFSET(NetChgPrevDay);
|
|
DEFINE_INT(PartyRole);
|
|
DEFINE_NUMINGROUP(NoPartyIDs);
|
|
DEFINE_NUMINGROUP(NoSecurityAltID);
|
|
DEFINE_STRING(SecurityAltID);
|
|
DEFINE_STRING(SecurityAltIDSource);
|
|
DEFINE_NUMINGROUP(NoUnderlyingSecurityAltID);
|
|
DEFINE_STRING(UnderlyingSecurityAltID);
|
|
DEFINE_STRING(UnderlyingSecurityAltIDSource);
|
|
DEFINE_INT(Product);
|
|
DEFINE_STRING(CFICode);
|
|
DEFINE_INT(UnderlyingProduct);
|
|
DEFINE_STRING(UnderlyingCFICode);
|
|
DEFINE_INT(QuantityType);
|
|
DEFINE_STRING(BookingRefID);
|
|
DEFINE_STRING(IndividualAllocID);
|
|
DEFINE_CHAR(RoundingDirection);
|
|
DEFINE_FLOAT(RoundingModulus);
|
|
DEFINE_COUNTRY(CountryOfIssue);
|
|
DEFINE_STRING(StateOrProvinceOfIssue);
|
|
DEFINE_STRING(LocaleOfIssue);
|
|
DEFINE_NUMINGROUP(NoRegistDtls);
|
|
DEFINE_STRING(MailingDtls);
|
|
DEFINE_COUNTRY(InvestorCountryOfResidence);
|
|
DEFINE_STRING(PaymentRef);
|
|
DEFINE_INT(DistribPaymentMethod);
|
|
DEFINE_CURRENCY(CashDistribCurr);
|
|
DEFINE_CURRENCY(CommCurrency);
|
|
DEFINE_CHAR(CancellationRights);
|
|
DEFINE_CHAR(MoneyLaunderingStatus);
|
|
DEFINE_STRING(MailingInst);
|
|
DEFINE_UTCTIMESTAMP(TransBkdTime);
|
|
DEFINE_CHAR(ExecPriceType);
|
|
DEFINE_FLOAT(ExecPriceAdjustment);
|
|
DEFINE_LOCALMKTDATE(DateOfBirth);
|
|
DEFINE_INT(TradeReportTransType);
|
|
DEFINE_STRING(CardHolderName);
|
|
DEFINE_STRING(CardNumber);
|
|
DEFINE_LOCALMKTDATE(CardExpDate);
|
|
DEFINE_STRING(CardIssNo);
|
|
DEFINE_INT(PaymentMethod);
|
|
DEFINE_STRING(RegistAcctType);
|
|
DEFINE_STRING(Designation);
|
|
DEFINE_INT(TaxAdvantageType);
|
|
DEFINE_STRING(RegistRejReasonText);
|
|
DEFINE_CHAR(FundRenewWaiv);
|
|
DEFINE_STRING(CashDistribAgentName);
|
|
DEFINE_STRING(CashDistribAgentCode);
|
|
DEFINE_STRING(CashDistribAgentAcctNumber);
|
|
DEFINE_STRING(CashDistribPayRef);
|
|
DEFINE_LOCALMKTDATE(CardStartDate);
|
|
DEFINE_LOCALMKTDATE(PaymentDate);
|
|
DEFINE_STRING(PaymentRemitterID);
|
|
DEFINE_CHAR(RegistStatus);
|
|
DEFINE_INT(RegistRejReasonCode);
|
|
DEFINE_STRING(RegistRefID);
|
|
DEFINE_STRING(RegistDetls);
|
|
DEFINE_NUMINGROUP(NoDistribInsts);
|
|
DEFINE_STRING(RegistEmail);
|
|
DEFINE_PERCENTAGE(DistribPercentage);
|
|
DEFINE_STRING(RegistID);
|
|
DEFINE_CHAR(RegistTransType);
|
|
DEFINE_UTCTIMESTAMP(ExecValuationPoint);
|
|
DEFINE_PERCENTAGE(OrderPercent);
|
|
DEFINE_CHAR(OwnershipType);
|
|
DEFINE_NUMINGROUP(NoContAmts);
|
|
DEFINE_INT(ContAmtType);
|
|
DEFINE_FLOAT(ContAmtValue);
|
|
DEFINE_CURRENCY(ContAmtCurr);
|
|
DEFINE_INT(OwnerType);
|
|
DEFINE_STRING(PartySubID);
|
|
DEFINE_STRING(NestedPartyID);
|
|
DEFINE_CHAR(NestedPartyIDSource);
|
|
DEFINE_STRING(SecondaryClOrdID);
|
|
DEFINE_STRING(SecondaryExecID);
|
|
DEFINE_CHAR(OrderCapacity);
|
|
DEFINE_MULTIPLECHARVALUE(OrderRestrictions);
|
|
DEFINE_CHAR(MassCancelRequestType);
|
|
DEFINE_CHAR(MassCancelResponse);
|
|
DEFINE_INT(MassCancelRejectReason);
|
|
DEFINE_INT(TotalAffectedOrders);
|
|
DEFINE_NUMINGROUP(NoAffectedOrders);
|
|
DEFINE_STRING(AffectedOrderID);
|
|
DEFINE_STRING(AffectedSecondaryOrderID);
|
|
DEFINE_INT(QuoteType);
|
|
DEFINE_INT(NestedPartyRole);
|
|
DEFINE_NUMINGROUP(NoNestedPartyIDs);
|
|
DEFINE_AMT(TotalAccruedInterestAmt);
|
|
DEFINE_LOCALMKTDATE(MaturityDate);
|
|
DEFINE_LOCALMKTDATE(UnderlyingMaturityDate);
|
|
DEFINE_STRING(InstrRegistry);
|
|
DEFINE_CHAR(CashMargin);
|
|
DEFINE_STRING(NestedPartySubID);
|
|
DEFINE_MULTIPLECHARVALUE(Scope);
|
|
DEFINE_BOOLEAN(MDImplicitDelete);
|
|
DEFINE_STRING(CrossID);
|
|
DEFINE_INT(CrossType);
|
|
DEFINE_INT(CrossPrioritization);
|
|
DEFINE_STRING(OrigCrossID);
|
|
DEFINE_NUMINGROUP(NoSides);
|
|
DEFINE_NUMINGROUP(NoLegs);
|
|
DEFINE_CURRENCY(LegCurrency);
|
|
DEFINE_INT(TotalNumSecurityTypes);
|
|
DEFINE_NUMINGROUP(NoSecurityTypes);
|
|
DEFINE_INT(SecurityListRequestType);
|
|
DEFINE_INT(SecurityRequestResult);
|
|
DEFINE_QTY(RoundLot);
|
|
DEFINE_QTY(MinTradeVol);
|
|
DEFINE_INT(MultiLegRptTypeReq);
|
|
DEFINE_CHAR(LegPositionEffect);
|
|
DEFINE_INT(LegCoveredOrUncovered);
|
|
DEFINE_PRICE(LegPrice);
|
|
DEFINE_INT(TradSesStatusRejReason);
|
|
DEFINE_STRING(TradeRequestID);
|
|
DEFINE_INT(TradeRequestType);
|
|
DEFINE_BOOLEAN(PreviouslyReported);
|
|
DEFINE_STRING(TradeReportID);
|
|
DEFINE_STRING(TradeReportRefID);
|
|
DEFINE_CHAR(MatchStatus);
|
|
DEFINE_STRING(MatchType);
|
|
DEFINE_BOOLEAN(OddLot);
|
|
DEFINE_NUMINGROUP(NoClearingInstructions);
|
|
DEFINE_INT(ClearingInstruction);
|
|
DEFINE_STRING(TradeInputSource);
|
|
DEFINE_STRING(TradeInputDevice);
|
|
DEFINE_NUMINGROUP(NoDates);
|
|
DEFINE_INT(AccountType);
|
|
DEFINE_INT(CustOrderCapacity);
|
|
DEFINE_STRING(ClOrdLinkID);
|
|
DEFINE_STRING(MassStatusReqID);
|
|
DEFINE_INT(MassStatusReqType);
|
|
DEFINE_UTCTIMESTAMP(OrigOrdModTime);
|
|
DEFINE_CHAR(LegSettlmntTyp);
|
|
DEFINE_LOCALMKTDATE(LegFutSettDate);
|
|
DEFINE_CHAR(DayBookingInst);
|
|
DEFINE_CHAR(BookingUnit);
|
|
DEFINE_CHAR(PreallocMethod);
|
|
DEFINE_COUNTRY(UnderlyingCountryOfIssue);
|
|
DEFINE_STRING(UnderlyingStateOrProvinceOfIssue);
|
|
DEFINE_STRING(UnderlyingLocaleOfIssue);
|
|
DEFINE_STRING(UnderlyingInstrRegistry);
|
|
DEFINE_COUNTRY(LegCountryOfIssue);
|
|
DEFINE_STRING(LegStateOrProvinceOfIssue);
|
|
DEFINE_STRING(LegLocaleOfIssue);
|
|
DEFINE_STRING(LegInstrRegistry);
|
|
DEFINE_STRING(LegSymbol);
|
|
DEFINE_STRING(LegSymbolSfx);
|
|
DEFINE_STRING(LegSecurityID);
|
|
DEFINE_STRING(LegSecurityIDSource);
|
|
DEFINE_NUMINGROUP(NoLegSecurityAltID);
|
|
DEFINE_STRING(LegSecurityAltID);
|
|
DEFINE_STRING(LegSecurityAltIDSource);
|
|
DEFINE_INT(LegProduct);
|
|
DEFINE_STRING(LegCFICode);
|
|
DEFINE_STRING(LegSecurityType);
|
|
DEFINE_MONTHYEAR(LegMaturityMonthYear);
|
|
DEFINE_LOCALMKTDATE(LegMaturityDate);
|
|
DEFINE_PRICE(LegStrikePrice);
|
|
DEFINE_CHAR(LegOptAttribute);
|
|
DEFINE_FLOAT(LegContractMultiplier);
|
|
DEFINE_PERCENTAGE(LegCouponRate);
|
|
DEFINE_EXCHANGE(LegSecurityExchange);
|
|
DEFINE_STRING(LegIssuer);
|
|
DEFINE_LENGTH(EncodedLegIssuerLen);
|
|
DEFINE_DATA(EncodedLegIssuer);
|
|
DEFINE_STRING(LegSecurityDesc);
|
|
DEFINE_LENGTH(EncodedLegSecurityDescLen);
|
|
DEFINE_DATA(EncodedLegSecurityDesc);
|
|
DEFINE_FLOAT(LegRatioQty);
|
|
DEFINE_CHAR(LegSide);
|
|
DEFINE_STRING(TradingSessionSubID);
|
|
DEFINE_INT(AllocType);
|
|
DEFINE_PRICE(MidPx);
|
|
DEFINE_PERCENTAGE(BidYield);
|
|
DEFINE_PERCENTAGE(MidYield);
|
|
DEFINE_PERCENTAGE(OfferYield);
|
|
DEFINE_STRING(ClearingFeeIndicator);
|
|
DEFINE_BOOLEAN(WorkingIndicator);
|
|
DEFINE_PRICE(LegLastPx);
|
|
DEFINE_INT(PriorityIndicator);
|
|
DEFINE_PRICEOFFSET(PriceImprovement);
|
|
DEFINE_PRICE(Price2);
|
|
DEFINE_PRICEOFFSET(LastForwardPoints2);
|
|
DEFINE_PRICEOFFSET(BidForwardPoints2);
|
|
DEFINE_PRICEOFFSET(OfferForwardPoints2);
|
|
DEFINE_STRING(RFQReqID);
|
|
DEFINE_PRICE(MktBidPx);
|
|
DEFINE_PRICE(MktOfferPx);
|
|
DEFINE_QTY(MinBidSize);
|
|
DEFINE_QTY(MinOfferSize);
|
|
DEFINE_STRING(QuoteStatusReqID);
|
|
DEFINE_BOOLEAN(LegalConfirm);
|
|
DEFINE_PRICE(UnderlyingLastPx);
|
|
DEFINE_QTY(UnderlyingLastQty);
|
|
DEFINE_STRING(LegRefID);
|
|
DEFINE_STRING(ContraLegRefID);
|
|
DEFINE_FLOAT(SettlCurrBidFxRate);
|
|
DEFINE_FLOAT(SettlCurrOfferFxRate);
|
|
DEFINE_INT(QuoteRequestRejectReason);
|
|
DEFINE_STRING(SideComplianceID);
|
|
DEFINE_STRING(IOIID);
|
|
DEFINE_NUMINGROUP(NoLinesOfText);
|
|
DEFINE_STRING(SettlType);
|
|
DEFINE_LOCALMKTDATE(SettlDate);
|
|
DEFINE_INT(AvgPxPrecision);
|
|
DEFINE_LOCALMKTDATE(SettlDate2);
|
|
DEFINE_FLOAT(PegOffsetValue);
|
|
DEFINE_MULTIPLECHARVALUE(OpenCloseSettlFlag);
|
|
DEFINE_INT(TotNoQuoteEntries);
|
|
DEFINE_FLOAT(DiscretionOffsetValue);
|
|
DEFINE_INT(TotNoRelatedSym);
|
|
DEFINE_CHAR(BidTradeType);
|
|
DEFINE_STRING(CardIssNum);
|
|
DEFINE_STRING(CashDistribAgentAcctName);
|
|
DEFINE_STRING(RegistDtls);
|
|
DEFINE_INT(TotNoSecurityTypes);
|
|
DEFINE_CHAR(LegSettlType);
|
|
DEFINE_LOCALMKTDATE(LegSettlDate);
|
|
DEFINE_INT(AcctIDSource);
|
|
DEFINE_INT(AllocAcctIDSource);
|
|
DEFINE_PRICE(BenchmarkPrice);
|
|
DEFINE_INT(BenchmarkPriceType);
|
|
DEFINE_STRING(ConfirmID);
|
|
DEFINE_INT(ConfirmStatus);
|
|
DEFINE_INT(ConfirmTransType);
|
|
DEFINE_MONTHYEAR(ContractSettlMonth);
|
|
DEFINE_INT(DeliveryForm);
|
|
DEFINE_PRICE(LastParPx);
|
|
DEFINE_NUMINGROUP(NoLegAllocs);
|
|
DEFINE_STRING(LegAllocAccount);
|
|
DEFINE_STRING(LegIndividualAllocID);
|
|
DEFINE_QTY(LegAllocQty);
|
|
DEFINE_STRING(LegAllocAcctIDSource);
|
|
DEFINE_CURRENCY(LegSettlCurrency);
|
|
DEFINE_CURRENCY(LegBenchmarkCurveCurrency);
|
|
DEFINE_STRING(LegBenchmarkCurveName);
|
|
DEFINE_STRING(LegBenchmarkCurvePoint);
|
|
DEFINE_PRICE(LegBenchmarkPrice);
|
|
DEFINE_INT(LegBenchmarkPriceType);
|
|
DEFINE_PRICE(LegBidPx);
|
|
DEFINE_STRING(LegIOIQty);
|
|
DEFINE_NUMINGROUP(NoLegStipulations);
|
|
DEFINE_PRICE(LegOfferPx);
|
|
DEFINE_INT(LegPriceType);
|
|
DEFINE_QTY(LegQty);
|
|
DEFINE_STRING(LegStipulationType);
|
|
DEFINE_STRING(LegStipulationValue);
|
|
DEFINE_INT(LegSwapType);
|
|
DEFINE_STRING(Pool);
|
|
DEFINE_INT(QuotePriceType);
|
|
DEFINE_STRING(QuoteRespID);
|
|
DEFINE_INT(QuoteRespType);
|
|
DEFINE_CHAR(QuoteQualifier);
|
|
DEFINE_LOCALMKTDATE(YieldRedemptionDate);
|
|
DEFINE_PRICE(YieldRedemptionPrice);
|
|
DEFINE_INT(YieldRedemptionPriceType);
|
|
DEFINE_STRING(BenchmarkSecurityID);
|
|
DEFINE_BOOLEAN(ReversalIndicator);
|
|
DEFINE_LOCALMKTDATE(YieldCalcDate);
|
|
DEFINE_NUMINGROUP(NoPositions);
|
|
DEFINE_STRING(PosType);
|
|
DEFINE_QTY(LongQty);
|
|
DEFINE_QTY(ShortQty);
|
|
DEFINE_INT(PosQtyStatus);
|
|
DEFINE_STRING(PosAmtType);
|
|
DEFINE_AMT(PosAmt);
|
|
DEFINE_INT(PosTransType);
|
|
DEFINE_STRING(PosReqID);
|
|
DEFINE_NUMINGROUP(NoUnderlyings);
|
|
DEFINE_INT(PosMaintAction);
|
|
DEFINE_STRING(OrigPosReqRefID);
|
|
DEFINE_STRING(PosMaintRptRefID);
|
|
DEFINE_LOCALMKTDATE(ClearingBusinessDate);
|
|
DEFINE_STRING(SettlSessID);
|
|
DEFINE_STRING(SettlSessSubID);
|
|
DEFINE_INT(AdjustmentType);
|
|
DEFINE_BOOLEAN(ContraryInstructionIndicator);
|
|
DEFINE_BOOLEAN(PriorSpreadIndicator);
|
|
DEFINE_STRING(PosMaintRptID);
|
|
DEFINE_INT(PosMaintStatus);
|
|
DEFINE_INT(PosMaintResult);
|
|
DEFINE_INT(PosReqType);
|
|
DEFINE_INT(ResponseTransportType);
|
|
DEFINE_STRING(ResponseDestination);
|
|
DEFINE_INT(TotalNumPosReports);
|
|
DEFINE_INT(PosReqResult);
|
|
DEFINE_INT(PosReqStatus);
|
|
DEFINE_PRICE(SettlPrice);
|
|
DEFINE_INT(SettlPriceType);
|
|
DEFINE_PRICE(UnderlyingSettlPrice);
|
|
DEFINE_INT(UnderlyingSettlPriceType);
|
|
DEFINE_PRICE(PriorSettlPrice);
|
|
DEFINE_NUMINGROUP(NoQuoteQualifiers);
|
|
DEFINE_CURRENCY(AllocSettlCurrency);
|
|
DEFINE_AMT(AllocSettlCurrAmt);
|
|
DEFINE_AMT(InterestAtMaturity);
|
|
DEFINE_LOCALMKTDATE(LegDatedDate);
|
|
DEFINE_STRING(LegPool);
|
|
DEFINE_AMT(AllocInterestAtMaturity);
|
|
DEFINE_AMT(AllocAccruedInterestAmt);
|
|
DEFINE_LOCALMKTDATE(DeliveryDate);
|
|
DEFINE_CHAR(AssignmentMethod);
|
|
DEFINE_QTY(AssignmentUnit);
|
|
DEFINE_AMT(OpenInterest);
|
|
DEFINE_CHAR(ExerciseMethod);
|
|
DEFINE_INT(TotNumTradeReports);
|
|
DEFINE_INT(TradeRequestResult);
|
|
DEFINE_INT(TradeRequestStatus);
|
|
DEFINE_INT(TradeReportRejectReason);
|
|
DEFINE_INT(SideMultiLegReportingType);
|
|
DEFINE_NUMINGROUP(NoPosAmt);
|
|
DEFINE_BOOLEAN(AutoAcceptIndicator);
|
|
DEFINE_STRING(AllocReportID);
|
|
DEFINE_NUMINGROUP(NoNested2PartyIDs);
|
|
DEFINE_STRING(Nested2PartyID);
|
|
DEFINE_CHAR(Nested2PartyIDSource);
|
|
DEFINE_INT(Nested2PartyRole);
|
|
DEFINE_STRING(Nested2PartySubID);
|
|
DEFINE_STRING(BenchmarkSecurityIDSource);
|
|
DEFINE_STRING(SecuritySubType);
|
|
DEFINE_STRING(UnderlyingSecuritySubType);
|
|
DEFINE_STRING(LegSecuritySubType);
|
|
DEFINE_PERCENTAGE(AllowableOneSidednessPct);
|
|
DEFINE_AMT(AllowableOneSidednessValue);
|
|
DEFINE_CURRENCY(AllowableOneSidednessCurr);
|
|
DEFINE_NUMINGROUP(NoTrdRegTimestamps);
|
|
DEFINE_UTCTIMESTAMP(TrdRegTimestamp);
|
|
DEFINE_INT(TrdRegTimestampType);
|
|
DEFINE_STRING(TrdRegTimestampOrigin);
|
|
DEFINE_STRING(ConfirmRefID);
|
|
DEFINE_INT(ConfirmType);
|
|
DEFINE_INT(ConfirmRejReason);
|
|
DEFINE_INT(BookingType);
|
|
DEFINE_INT(IndividualAllocRejCode);
|
|
DEFINE_STRING(SettlInstMsgID);
|
|
DEFINE_NUMINGROUP(NoSettlInst);
|
|
DEFINE_UTCTIMESTAMP(LastUpdateTime);
|
|
DEFINE_INT(AllocSettlInstType);
|
|
DEFINE_NUMINGROUP(NoSettlPartyIDs);
|
|
DEFINE_STRING(SettlPartyID);
|
|
DEFINE_CHAR(SettlPartyIDSource);
|
|
DEFINE_INT(SettlPartyRole);
|
|
DEFINE_STRING(SettlPartySubID);
|
|
DEFINE_INT(SettlPartySubIDType);
|
|
DEFINE_CHAR(DlvyInstType);
|
|
DEFINE_INT(TerminationType);
|
|
DEFINE_STRING(OrdStatusReqID);
|
|
DEFINE_STRING(SettlInstReqID);
|
|
DEFINE_INT(SettlInstReqRejCode);
|
|
DEFINE_STRING(SecondaryAllocID);
|
|
DEFINE_INT(AllocReportType);
|
|
DEFINE_STRING(AllocReportRefID);
|
|
DEFINE_INT(AllocCancReplaceReason);
|
|
DEFINE_BOOLEAN(CopyMsgIndicator);
|
|
DEFINE_INT(AllocAccountType);
|
|
DEFINE_PRICE(OrderAvgPx);
|
|
DEFINE_QTY(OrderBookingQty);
|
|
DEFINE_NUMINGROUP(NoSettlPartySubIDs);
|
|
DEFINE_NUMINGROUP(NoPartySubIDs);
|
|
DEFINE_INT(PartySubIDType);
|
|
DEFINE_NUMINGROUP(NoNestedPartySubIDs);
|
|
DEFINE_INT(NestedPartySubIDType);
|
|
DEFINE_NUMINGROUP(NoNested2PartySubIDs);
|
|
DEFINE_INT(Nested2PartySubIDType);
|
|
DEFINE_INT(AllocIntermedReqType);
|
|
DEFINE_PRICE(UnderlyingPx);
|
|
DEFINE_FLOAT(PriceDelta);
|
|
DEFINE_INT(ApplQueueMax);
|
|
DEFINE_INT(ApplQueueDepth);
|
|
DEFINE_INT(ApplQueueResolution);
|
|
DEFINE_INT(ApplQueueAction);
|
|
DEFINE_NUMINGROUP(NoAltMDSource);
|
|
DEFINE_STRING(AltMDSourceID);
|
|
DEFINE_STRING(SecondaryTradeReportID);
|
|
DEFINE_INT(AvgPxIndicator);
|
|
DEFINE_STRING(TradeLinkID);
|
|
DEFINE_STRING(OrderInputDevice);
|
|
DEFINE_STRING(UnderlyingTradingSessionID);
|
|
DEFINE_STRING(UnderlyingTradingSessionSubID);
|
|
DEFINE_STRING(TradeLegRefID);
|
|
DEFINE_STRING(ExchangeRule);
|
|
DEFINE_INT(TradeAllocIndicator);
|
|
DEFINE_INT(ExpirationCycle);
|
|
DEFINE_INT(TrdType);
|
|
DEFINE_INT(TrdSubType);
|
|
DEFINE_STRING(TransferReason);
|
|
DEFINE_INT(TotNumAssignmentReports);
|
|
DEFINE_STRING(AsgnRptID);
|
|
DEFINE_PRICEOFFSET(ThresholdAmount);
|
|
DEFINE_INT(PegMoveType);
|
|
DEFINE_INT(PegOffsetType);
|
|
DEFINE_INT(PegLimitType);
|
|
DEFINE_INT(PegRoundDirection);
|
|
DEFINE_PRICE(PeggedPrice);
|
|
DEFINE_INT(PegScope);
|
|
DEFINE_INT(DiscretionMoveType);
|
|
DEFINE_INT(DiscretionOffsetType);
|
|
DEFINE_INT(DiscretionLimitType);
|
|
DEFINE_INT(DiscretionRoundDirection);
|
|
DEFINE_PRICE(DiscretionPrice);
|
|
DEFINE_INT(DiscretionScope);
|
|
DEFINE_INT(TargetStrategy);
|
|
DEFINE_STRING(TargetStrategyParameters);
|
|
DEFINE_PERCENTAGE(ParticipationRate);
|
|
DEFINE_FLOAT(TargetStrategyPerformance);
|
|
DEFINE_INT(LastLiquidityInd);
|
|
DEFINE_BOOLEAN(PublishTrdIndicator);
|
|
DEFINE_INT(ShortSaleReason);
|
|
DEFINE_INT(QtyType);
|
|
DEFINE_INT(SecondaryTrdType);
|
|
DEFINE_INT(TradeReportType);
|
|
DEFINE_INT(AllocNoOrdersType);
|
|
DEFINE_AMT(SharedCommission);
|
|
DEFINE_STRING(ConfirmReqID);
|
|
DEFINE_PRICE(AvgParPx);
|
|
DEFINE_PRICE(ReportedPx);
|
|
DEFINE_NUMINGROUP(NoCapacities);
|
|
DEFINE_QTY(OrderCapacityQty);
|
|
DEFINE_NUMINGROUP(NoEvents);
|
|
DEFINE_INT(EventType);
|
|
DEFINE_LOCALMKTDATE(EventDate);
|
|
DEFINE_PRICE(EventPx);
|
|
DEFINE_STRING(EventText);
|
|
DEFINE_PERCENTAGE(PctAtRisk);
|
|
DEFINE_NUMINGROUP(NoInstrAttrib);
|
|
DEFINE_INT(InstrAttribType);
|
|
DEFINE_STRING(InstrAttribValue);
|
|
DEFINE_LOCALMKTDATE(DatedDate);
|
|
DEFINE_LOCALMKTDATE(InterestAccrualDate);
|
|
DEFINE_INT(CPProgram);
|
|
DEFINE_STRING(CPRegType);
|
|
DEFINE_STRING(UnderlyingCPProgram);
|
|
DEFINE_STRING(UnderlyingCPRegType);
|
|
DEFINE_QTY(UnderlyingQty);
|
|
DEFINE_STRING(TrdMatchID);
|
|
DEFINE_STRING(SecondaryTradeReportRefID);
|
|
DEFINE_PRICE(UnderlyingDirtyPrice);
|
|
DEFINE_PRICE(UnderlyingEndPrice);
|
|
DEFINE_AMT(UnderlyingStartValue);
|
|
DEFINE_AMT(UnderlyingCurrentValue);
|
|
DEFINE_AMT(UnderlyingEndValue);
|
|
DEFINE_NUMINGROUP(NoUnderlyingStips);
|
|
DEFINE_STRING(UnderlyingStipType);
|
|
DEFINE_STRING(UnderlyingStipValue);
|
|
DEFINE_AMT(MaturityNetMoney);
|
|
DEFINE_INT(MiscFeeBasis);
|
|
DEFINE_INT(TotNoAllocs);
|
|
DEFINE_BOOLEAN(LastFragment);
|
|
DEFINE_STRING(CollReqID);
|
|
DEFINE_INT(CollAsgnReason);
|
|
DEFINE_INT(CollInquiryQualifier);
|
|
DEFINE_NUMINGROUP(NoTrades);
|
|
DEFINE_PERCENTAGE(MarginRatio);
|
|
DEFINE_AMT(MarginExcess);
|
|
DEFINE_AMT(TotalNetValue);
|
|
DEFINE_AMT(CashOutstanding);
|
|
DEFINE_STRING(CollAsgnID);
|
|
DEFINE_INT(CollAsgnTransType);
|
|
DEFINE_STRING(CollRespID);
|
|
DEFINE_INT(CollAsgnRespType);
|
|
DEFINE_INT(CollAsgnRejectReason);
|
|
DEFINE_STRING(CollAsgnRefID);
|
|
DEFINE_STRING(CollRptID);
|
|
DEFINE_STRING(CollInquiryID);
|
|
DEFINE_INT(CollStatus);
|
|
DEFINE_INT(TotNumReports);
|
|
DEFINE_BOOLEAN(LastRptRequested);
|
|
DEFINE_STRING(AgreementDesc);
|
|
DEFINE_STRING(AgreementID);
|
|
DEFINE_LOCALMKTDATE(AgreementDate);
|
|
DEFINE_LOCALMKTDATE(StartDate);
|
|
DEFINE_LOCALMKTDATE(EndDate);
|
|
DEFINE_CURRENCY(AgreementCurrency);
|
|
DEFINE_INT(DeliveryType);
|
|
DEFINE_AMT(EndAccruedInterestAmt);
|
|
DEFINE_AMT(StartCash);
|
|
DEFINE_AMT(EndCash);
|
|
DEFINE_STRING(UserRequestID);
|
|
DEFINE_INT(UserRequestType);
|
|
DEFINE_STRING(NewPassword);
|
|
DEFINE_INT(UserStatus);
|
|
DEFINE_STRING(UserStatusText);
|
|
DEFINE_INT(StatusValue);
|
|
DEFINE_STRING(StatusText);
|
|
DEFINE_STRING(RefCompID);
|
|
DEFINE_STRING(RefSubID);
|
|
DEFINE_STRING(NetworkResponseID);
|
|
DEFINE_STRING(NetworkRequestID);
|
|
DEFINE_STRING(LastNetworkResponseID);
|
|
DEFINE_INT(NetworkRequestType);
|
|
DEFINE_NUMINGROUP(NoCompIDs);
|
|
DEFINE_INT(NetworkStatusResponseType);
|
|
DEFINE_NUMINGROUP(NoCollInquiryQualifier);
|
|
DEFINE_INT(TrdRptStatus);
|
|
DEFINE_INT(AffirmStatus);
|
|
DEFINE_CURRENCY(UnderlyingStrikeCurrency);
|
|
DEFINE_CURRENCY(LegStrikeCurrency);
|
|
DEFINE_STRING(TimeBracket);
|
|
DEFINE_INT(CollAction);
|
|
DEFINE_INT(CollInquiryStatus);
|
|
DEFINE_INT(CollInquiryResult);
|
|
DEFINE_CURRENCY(StrikeCurrency);
|
|
DEFINE_NUMINGROUP(NoNested3PartyIDs);
|
|
DEFINE_STRING(Nested3PartyID);
|
|
DEFINE_CHAR(Nested3PartyIDSource);
|
|
DEFINE_INT(Nested3PartyRole);
|
|
DEFINE_NUMINGROUP(NoNested3PartySubIDs);
|
|
DEFINE_STRING(Nested3PartySubID);
|
|
DEFINE_INT(Nested3PartySubIDType);
|
|
DEFINE_MONTHYEAR(LegContractSettlMonth);
|
|
DEFINE_LOCALMKTDATE(LegInterestAccrualDate);
|
|
DEFINE_QTY(LegOrderQty);
|
|
DEFINE_NUMINGROUP(NoStrategyParameters);
|
|
DEFINE_STRING(StrategyParameterName);
|
|
DEFINE_INT(StrategyParameterType);
|
|
DEFINE_STRING(StrategyParameterValue);
|
|
DEFINE_STRING(HostCrossID);
|
|
DEFINE_UTCTIMESTAMP(SideTimeInForce);
|
|
DEFINE_INT(MDReportID);
|
|
DEFINE_INT(SecurityReportID);
|
|
DEFINE_STRING(SecurityStatus);
|
|
DEFINE_STRING(SettleOnOpenFlag);
|
|
DEFINE_FLOAT(StrikeMultiplier);
|
|
DEFINE_FLOAT(StrikeValue);
|
|
DEFINE_FLOAT(MinPriceIncrement);
|
|
DEFINE_INT(PositionLimit);
|
|
DEFINE_INT(NTPositionLimit);
|
|
DEFINE_PERCENTAGE(UnderlyingAllocationPercent);
|
|
DEFINE_AMT(UnderlyingCashAmount);
|
|
DEFINE_STRING(UnderlyingCashType);
|
|
DEFINE_INT(UnderlyingSettlementType);
|
|
DEFINE_LOCALMKTDATE(QuantityDate);
|
|
DEFINE_STRING(ContIntRptID);
|
|
DEFINE_BOOLEAN(LateIndicator);
|
|
DEFINE_STRING(InputSource);
|
|
DEFINE_CHAR(SecurityUpdateAction);
|
|
DEFINE_NUMINGROUP(NoExpiration);
|
|
DEFINE_INT(ExpType);
|
|
DEFINE_QTY(ExpQty);
|
|
DEFINE_NUMINGROUP(NoUnderlyingAmounts);
|
|
DEFINE_AMT(UnderlyingPayAmount);
|
|
DEFINE_AMT(UnderlyingCollectAmount);
|
|
DEFINE_LOCALMKTDATE(UnderlyingSettlementDate);
|
|
DEFINE_STRING(UnderlyingSettlementStatus);
|
|
DEFINE_STRING(SecondaryIndividualAllocID);
|
|
DEFINE_STRING(LegReportID);
|
|
DEFINE_PRICE(RndPx);
|
|
DEFINE_INT(IndividualAllocType);
|
|
DEFINE_STRING(AllocCustomerCapacity);
|
|
DEFINE_STRING(TierCode);
|
|
DEFINE_STRING(UnitOfMeasure);
|
|
DEFINE_STRING(TimeUnit);
|
|
DEFINE_STRING(UnderlyingUnitOfMeasure);
|
|
DEFINE_STRING(LegUnitOfMeasure);
|
|
DEFINE_STRING(UnderlyingTimeUnit);
|
|
DEFINE_STRING(LegTimeUnit);
|
|
DEFINE_INT(AllocMethod);
|
|
DEFINE_STRING(TradeID);
|
|
DEFINE_STRING(SideTradeReportID);
|
|
DEFINE_STRING(SideFillStationCd);
|
|
DEFINE_STRING(SideReasonCd);
|
|
DEFINE_INT(SideTrdSubTyp);
|
|
DEFINE_INT(SideQty);
|
|
DEFINE_STRING(MessageEventSource);
|
|
DEFINE_UTCTIMESTAMP(SideTrdRegTimestamp);
|
|
DEFINE_INT(SideTrdRegTimestampType);
|
|
DEFINE_STRING(SideTrdRegTimestampSrc);
|
|
DEFINE_CHAR(AsOfIndicator);
|
|
DEFINE_NUMINGROUP(NoSideTrdRegTS);
|
|
DEFINE_FLOAT(LegOptionRatio);
|
|
DEFINE_NUMINGROUP(NoInstrumentParties);
|
|
DEFINE_STRING(InstrumentPartyID);
|
|
DEFINE_QTY(TradeVolume);
|
|
DEFINE_INT(MDBookType);
|
|
DEFINE_STRING(MDFeedType);
|
|
DEFINE_INT(MDPriceLevel);
|
|
DEFINE_INT(MDOriginType);
|
|
DEFINE_PRICE(FirstPx);
|
|
DEFINE_FLOAT(MDEntrySpotRate);
|
|
DEFINE_PRICEOFFSET(MDEntryForwardPoints);
|
|
DEFINE_BOOLEAN(ManualOrderIndicator);
|
|
DEFINE_BOOLEAN(CustDirectedOrder);
|
|
DEFINE_STRING(ReceivedDeptID);
|
|
DEFINE_MULTIPLESTRINGVALUE(CustOrderHandlingInst);
|
|
DEFINE_INT(OrderHandlingInstSource);
|
|
DEFINE_STRING(DeskType);
|
|
DEFINE_INT(DeskTypeSource);
|
|
DEFINE_MULTIPLESTRINGVALUE(DeskOrderHandlingInst);
|
|
DEFINE_CHAR(ExecAckStatus);
|
|
DEFINE_AMT(UnderlyingDeliveryAmount);
|
|
DEFINE_AMT(UnderlyingCapValue);
|
|
DEFINE_STRING(UnderlyingSettlMethod);
|
|
DEFINE_STRING(SecondaryTradeID);
|
|
DEFINE_STRING(FirmTradeID);
|
|
DEFINE_STRING(SecondaryFirmTradeID);
|
|
DEFINE_INT(CollApplType);
|
|
DEFINE_QTY(UnderlyingAdjustedQuantity);
|
|
DEFINE_FLOAT(UnderlyingFXRate);
|
|
DEFINE_CHAR(UnderlyingFXRateCalc);
|
|
DEFINE_CHAR(AllocPositionEffect);
|
|
DEFINE_CHAR(DealingCapacity);
|
|
DEFINE_CHAR(InstrmtAssignmentMethod);
|
|
DEFINE_CHAR(InstrumentPartyIDSource);
|
|
DEFINE_INT(InstrumentPartyRole);
|
|
DEFINE_NUMINGROUP(NoInstrumentPartySubIDs);
|
|
DEFINE_STRING(InstrumentPartySubID);
|
|
DEFINE_INT(InstrumentPartySubIDType);
|
|
DEFINE_STRING(PositionCurrency);
|
|
DEFINE_QTY(CalculatedCcyLastQty);
|
|
DEFINE_BOOLEAN(AggressorIndicator);
|
|
DEFINE_NUMINGROUP(NoUndlyInstrumentParties);
|
|
DEFINE_STRING(UndlyInstrumentPartyID);
|
|
DEFINE_CHAR(UndlyInstrumentPartyIDSource);
|
|
DEFINE_INT(UndlyInstrumentPartyRole);
|
|
DEFINE_NUMINGROUP(NoUndlyInstrumentPartySubIDs);
|
|
DEFINE_STRING(UndlyInstrumentPartySubID);
|
|
DEFINE_INT(UndlyInstrumentPartySubIDType);
|
|
DEFINE_PRICEOFFSET(BidSwapPoints);
|
|
DEFINE_PRICEOFFSET(OfferSwapPoints);
|
|
DEFINE_PRICEOFFSET(LegBidForwardPoints);
|
|
DEFINE_PRICEOFFSET(LegOfferForwardPoints);
|
|
DEFINE_PRICEOFFSET(SwapPoints);
|
|
DEFINE_INT(MDQuoteType);
|
|
DEFINE_PRICEOFFSET(LastSwapPoints);
|
|
DEFINE_AMT(SideGrossTradeAmt);
|
|
DEFINE_PRICEOFFSET(LegLastForwardPoints);
|
|
DEFINE_QTY(LegCalculatedCcyLastQty);
|
|
DEFINE_AMT(LegGrossTradeAmt);
|
|
DEFINE_TZTIMEONLY(MaturityTime);
|
|
DEFINE_STRING(RefOrderID);
|
|
DEFINE_CHAR(RefOrderIDSource);
|
|
DEFINE_QTY(SecondaryDisplayQty);
|
|
DEFINE_CHAR(DisplayWhen);
|
|
DEFINE_CHAR(DisplayMethod);
|
|
DEFINE_QTY(DisplayLowQty);
|
|
DEFINE_QTY(DisplayHighQty);
|
|
DEFINE_QTY(DisplayMinIncr);
|
|
DEFINE_QTY(RefreshQty);
|
|
DEFINE_QTY(MatchIncrement);
|
|
DEFINE_INT(MaxPriceLevels);
|
|
DEFINE_BOOLEAN(PreTradeAnonymity);
|
|
DEFINE_CHAR(PriceProtectionScope);
|
|
DEFINE_CHAR(LotType);
|
|
DEFINE_INT(PegPriceType);
|
|
DEFINE_PRICE(PeggedRefPrice);
|
|
DEFINE_STRING(PegSecurityIDSource);
|
|
DEFINE_STRING(PegSecurityID);
|
|
DEFINE_STRING(PegSymbol);
|
|
DEFINE_STRING(PegSecurityDesc);
|
|
DEFINE_CHAR(TriggerType);
|
|
DEFINE_CHAR(TriggerAction);
|
|
DEFINE_PRICE(TriggerPrice);
|
|
DEFINE_STRING(TriggerSymbol);
|
|
DEFINE_STRING(TriggerSecurityID);
|
|
DEFINE_STRING(TriggerSecurityIDSource);
|
|
DEFINE_STRING(TriggerSecurityDesc);
|
|
DEFINE_CHAR(TriggerPriceType);
|
|
DEFINE_CHAR(TriggerPriceTypeScope);
|
|
DEFINE_CHAR(TriggerPriceDirection);
|
|
DEFINE_PRICE(TriggerNewPrice);
|
|
DEFINE_CHAR(TriggerOrderType);
|
|
DEFINE_QTY(TriggerNewQty);
|
|
DEFINE_STRING(TriggerTradingSessionID);
|
|
DEFINE_STRING(TriggerTradingSessionSubID);
|
|
DEFINE_CHAR(OrderCategory);
|
|
DEFINE_NUMINGROUP(NoRootPartyIDs);
|
|
DEFINE_STRING(RootPartyID);
|
|
DEFINE_CHAR(RootPartyIDSource);
|
|
DEFINE_INT(RootPartyRole);
|
|
DEFINE_NUMINGROUP(NoRootPartySubIDs);
|
|
DEFINE_STRING(RootPartySubID);
|
|
DEFINE_INT(RootPartySubIDType);
|
|
DEFINE_CHAR(TradeHandlingInstr);
|
|
DEFINE_CHAR(OrigTradeHandlingInstr);
|
|
DEFINE_LOCALMKTDATE(OrigTradeDate);
|
|
DEFINE_STRING(OrigTradeID);
|
|
DEFINE_STRING(OrigSecondaryTradeID);
|
|
DEFINE_TZTIMESTAMP(TZTransactTime);
|
|
DEFINE_CHAR(ExDestinationIDSource);
|
|
DEFINE_BOOLEAN(ReportedPxDiff);
|
|
DEFINE_STRING(RptSys);
|
|
DEFINE_STRING(AllocClearingFeeIndicator);
|
|
DEFINE_QTY(DisplayQty);
|
|
DEFINE_STRING(ExchangeSpecialInstructions);
|
|
DEFINE_NUMINGROUP(NoUsernames);
|
|
DEFINE_INT(ExpirationQtyType);
|
|
DEFINE_QTY(MaxTradeVol);
|
|
DEFINE_NUMINGROUP(NoMDFeedTypes);
|
|
DEFINE_STRING(MatchAlgorithm);
|
|
DEFINE_FLOAT(MaxPriceVariation);
|
|
DEFINE_INT(ImpliedMarketIndicator);
|
|
DEFINE_UTCTIMESTAMP(EventTime);
|
|
DEFINE_AMT(MinPriceIncrementAmount);
|
|
DEFINE_QTY(UnitOfMeasureQty);
|
|
DEFINE_PRICE(LowLimitPrice);
|
|
DEFINE_PRICE(HighLimitPrice);
|
|
DEFINE_PRICE(TradingReferencePrice);
|
|
DEFINE_STRING(SecurityGroup);
|
|
DEFINE_INT(LegNumber);
|
|
DEFINE_INT(SettlementCycleNo);
|
|
DEFINE_CURRENCY(SideCurrency);
|
|
DEFINE_CURRENCY(SideSettlCurrency);
|
|
DEFINE_INT(ApplExtID);
|
|
DEFINE_AMT(CcyAmt);
|
|
DEFINE_NUMINGROUP(NoSettlDetails);
|
|
DEFINE_INT(SettlObligMode);
|
|
DEFINE_STRING(SettlObligMsgID);
|
|
DEFINE_STRING(SettlObligID);
|
|
DEFINE_CHAR(SettlObligTransType);
|
|
DEFINE_STRING(SettlObligRefID);
|
|
DEFINE_CHAR(SettlObligSource);
|
|
DEFINE_NUMINGROUP(NoSettlOblig);
|
|
DEFINE_STRING(QuoteMsgID);
|
|
DEFINE_INT(QuoteEntryStatus);
|
|
DEFINE_INT(TotNoCxldQuotes);
|
|
DEFINE_INT(TotNoAccQuotes);
|
|
DEFINE_INT(TotNoRejQuotes);
|
|
DEFINE_BOOLEAN(PrivateQuote);
|
|
DEFINE_INT(RespondentType);
|
|
DEFINE_INT(MDSubBookType);
|
|
DEFINE_INT(SecurityTradingEvent);
|
|
DEFINE_NUMINGROUP(NoStatsIndicators);
|
|
DEFINE_INT(StatsType);
|
|
DEFINE_NUMINGROUP(NoOfSecSizes);
|
|
DEFINE_INT(MDSecSizeType);
|
|
DEFINE_QTY(MDSecSize);
|
|
DEFINE_STRING(ApplID);
|
|
DEFINE_SEQNUM(ApplSeqNum);
|
|
DEFINE_SEQNUM(ApplBegSeqNum);
|
|
DEFINE_SEQNUM(ApplEndSeqNum);
|
|
DEFINE_LENGTH(SecurityXMLLen);
|
|
DEFINE_XMLDATA(SecurityXML);
|
|
DEFINE_STRING(SecurityXMLSchema);
|
|
DEFINE_BOOLEAN(RefreshIndicator);
|
|
DEFINE_FLOAT(Volatility);
|
|
DEFINE_FLOAT(TimeToExpiration);
|
|
DEFINE_FLOAT(RiskFreeRate);
|
|
DEFINE_STRING(PriceUnitOfMeasure);
|
|
DEFINE_QTY(PriceUnitOfMeasureQty);
|
|
DEFINE_CHAR(SettlMethod);
|
|
DEFINE_INT(ExerciseStyle);
|
|
DEFINE_AMT(OptPayAmount);
|
|
DEFINE_STRING(PriceQuoteMethod);
|
|
DEFINE_STRING(FuturesValuationMethod);
|
|
DEFINE_INT(ListMethod);
|
|
DEFINE_PRICE(CapPrice);
|
|
DEFINE_PRICE(FloorPrice);
|
|
DEFINE_NUMINGROUP(NoStrikeRules);
|
|
DEFINE_PRICE(StartStrikePxRange);
|
|
DEFINE_PRICE(EndStrikePxRange);
|
|
DEFINE_FLOAT(StrikeIncrement);
|
|
DEFINE_NUMINGROUP(NoTickRules);
|
|
DEFINE_PRICE(StartTickPriceRange);
|
|
DEFINE_PRICE(EndTickPriceRange);
|
|
DEFINE_PRICE(TickIncrement);
|
|
DEFINE_INT(TickRuleType);
|
|
DEFINE_INT(NestedInstrAttribType);
|
|
DEFINE_STRING(NestedInstrAttribValue);
|
|
DEFINE_TZTIMEONLY(LegMaturityTime);
|
|
DEFINE_TZTIMEONLY(UnderlyingMaturityTime);
|
|
DEFINE_STRING(DerivativeSymbol);
|
|
DEFINE_STRING(DerivativeSymbolSfx);
|
|
DEFINE_STRING(DerivativeSecurityID);
|
|
DEFINE_STRING(DerivativeSecurityIDSource);
|
|
DEFINE_NUMINGROUP(NoDerivativeSecurityAltID);
|
|
DEFINE_STRING(DerivativeSecurityAltID);
|
|
DEFINE_STRING(DerivativeSecurityAltIDSource);
|
|
DEFINE_PRICE(SecondaryLowLimitPrice);
|
|
DEFINE_STRING(MaturityRuleID);
|
|
DEFINE_STRING(StrikeRuleID);
|
|
DEFINE_QTY(LegUnitOfMeasureQty);
|
|
DEFINE_AMT(DerivativeOptPayAmount);
|
|
DEFINE_MONTHYEAR(EndMaturityMonthYear);
|
|
DEFINE_STRING(ProductComplex);
|
|
DEFINE_STRING(DerivativeProductComplex);
|
|
DEFINE_INT(MaturityMonthYearIncrement);
|
|
DEFINE_PRICE(SecondaryHighLimitPrice);
|
|
DEFINE_QTY(MinLotSize);
|
|
DEFINE_NUMINGROUP(NoExecInstRules);
|
|
DEFINE_NUMINGROUP(NoLotTypeRules);
|
|
DEFINE_NUMINGROUP(NoMatchRules);
|
|
DEFINE_NUMINGROUP(NoMaturityRules);
|
|
DEFINE_NUMINGROUP(NoOrdTypeRules);
|
|
DEFINE_NUMINGROUP(NoTimeInForceRules);
|
|
DEFINE_PRICE(SecondaryTradingReferencePrice);
|
|
DEFINE_MONTHYEAR(StartMaturityMonthYear);
|
|
DEFINE_BOOLEAN(FlexProductEligibilityIndicator);
|
|
DEFINE_BOOLEAN(DerivFlexProductEligibilityIndicator);
|
|
DEFINE_BOOLEAN(FlexibleIndicator);
|
|
DEFINE_CURRENCY(TradingCurrency);
|
|
DEFINE_INT(DerivativeProduct);
|
|
DEFINE_STRING(DerivativeSecurityGroup);
|
|
DEFINE_STRING(DerivativeCFICode);
|
|
DEFINE_STRING(DerivativeSecurityType);
|
|
DEFINE_STRING(DerivativeSecuritySubType);
|
|
DEFINE_MONTHYEAR(DerivativeMaturityMonthYear);
|
|
DEFINE_LOCALMKTDATE(DerivativeMaturityDate);
|
|
DEFINE_TZTIMEONLY(DerivativeMaturityTime);
|
|
DEFINE_STRING(DerivativeSettleOnOpenFlag);
|
|
DEFINE_CHAR(DerivativeInstrmtAssignmentMethod);
|
|
DEFINE_STRING(DerivativeSecurityStatus);
|
|
DEFINE_STRING(DerivativeInstrRegistry);
|
|
DEFINE_COUNTRY(DerivativeCountryOfIssue);
|
|
DEFINE_STRING(DerivativeStateOrProvinceOfIssue);
|
|
DEFINE_STRING(DerivativeLocaleOfIssue);
|
|
DEFINE_PRICE(DerivativeStrikePrice);
|
|
DEFINE_CURRENCY(DerivativeStrikeCurrency);
|
|
DEFINE_FLOAT(DerivativeStrikeMultiplier);
|
|
DEFINE_FLOAT(DerivativeStrikeValue);
|
|
DEFINE_CHAR(DerivativeOptAttribute);
|
|
DEFINE_FLOAT(DerivativeContractMultiplier);
|
|
DEFINE_FLOAT(DerivativeMinPriceIncrement);
|
|
DEFINE_AMT(DerivativeMinPriceIncrementAmount);
|
|
DEFINE_STRING(DerivativeUnitOfMeasure);
|
|
DEFINE_QTY(DerivativeUnitOfMeasureQty);
|
|
DEFINE_STRING(DerivativeTimeUnit);
|
|
DEFINE_EXCHANGE(DerivativeSecurityExchange);
|
|
DEFINE_INT(DerivativePositionLimit);
|
|
DEFINE_INT(DerivativeNTPositionLimit);
|
|
DEFINE_STRING(DerivativeIssuer);
|
|
DEFINE_LOCALMKTDATE(DerivativeIssueDate);
|
|
DEFINE_LENGTH(DerivativeEncodedIssuerLen);
|
|
DEFINE_DATA(DerivativeEncodedIssuer);
|
|
DEFINE_STRING(DerivativeSecurityDesc);
|
|
DEFINE_LENGTH(DerivativeEncodedSecurityDescLen);
|
|
DEFINE_DATA(DerivativeEncodedSecurityDesc);
|
|
DEFINE_LENGTH(DerivativeSecurityXMLLen);
|
|
DEFINE_DATA(DerivativeSecurityXML);
|
|
DEFINE_STRING(DerivativeSecurityXMLSchema);
|
|
DEFINE_MONTHYEAR(DerivativeContractSettlMonth);
|
|
DEFINE_NUMINGROUP(NoDerivativeEvents);
|
|
DEFINE_INT(DerivativeEventType);
|
|
DEFINE_LOCALMKTDATE(DerivativeEventDate);
|
|
DEFINE_UTCTIMESTAMP(DerivativeEventTime);
|
|
DEFINE_PRICE(DerivativeEventPx);
|
|
DEFINE_STRING(DerivativeEventText);
|
|
DEFINE_NUMINGROUP(NoDerivativeInstrumentParties);
|
|
DEFINE_STRING(DerivativeInstrumentPartyID);
|
|
DEFINE_STRING(DerivativeInstrumentPartyIDSource);
|
|
DEFINE_INT(DerivativeInstrumentPartyRole);
|
|
DEFINE_NUMINGROUP(NoDerivativeInstrumentPartySubIDs);
|
|
DEFINE_STRING(DerivativeInstrumentPartySubID);
|
|
DEFINE_INT(DerivativeInstrumentPartySubIDType);
|
|
DEFINE_CHAR(DerivativeExerciseStyle);
|
|
DEFINE_STRING(MarketSegmentID);
|
|
DEFINE_EXCHANGE(MarketID);
|
|
DEFINE_INT(MaturityMonthYearIncrementUnits);
|
|
DEFINE_INT(MaturityMonthYearFormat);
|
|
DEFINE_INT(StrikeExerciseStyle);
|
|
DEFINE_INT(SecondaryPriceLimitType);
|
|
DEFINE_INT(PriceLimitType);
|
|
DEFINE_CHAR(ExecInstValue);
|
|
DEFINE_NUMINGROUP(NoTradingSessionRules);
|
|
DEFINE_NUMINGROUP(NoMarketSegments);
|
|
DEFINE_NUMINGROUP(NoDerivativeInstrAttrib);
|
|
DEFINE_NUMINGROUP(NoNestedInstrAttrib);
|
|
DEFINE_INT(DerivativeInstrAttribType);
|
|
DEFINE_STRING(DerivativeInstrAttribValue);
|
|
DEFINE_STRING(DerivativePriceUnitOfMeasure);
|
|
DEFINE_QTY(DerivativePriceUnitOfMeasureQty);
|
|
DEFINE_CHAR(DerivativeSettlMethod);
|
|
DEFINE_STRING(DerivativePriceQuoteMethod);
|
|
DEFINE_STRING(DerivativeFuturesValuationMethod);
|
|
DEFINE_INT(DerivativeListMethod);
|
|
DEFINE_PRICE(DerivativeCapPrice);
|
|
DEFINE_PRICE(DerivativeFloorPrice);
|
|
DEFINE_INT(DerivativePutOrCall);
|
|
DEFINE_CHAR(ListUpdateAction);
|
|
DEFINE_STRING(ParentMktSegmID);
|
|
DEFINE_STRING(TradingSessionDesc);
|
|
DEFINE_CHAR(TradSesUpdateAction);
|
|
DEFINE_STRING(RejectText);
|
|
DEFINE_FLOAT(FeeMultiplier);
|
|
DEFINE_STRING(UnderlyingLegSymbol);
|
|
DEFINE_STRING(UnderlyingLegSymbolSfx);
|
|
DEFINE_STRING(UnderlyingLegSecurityID);
|
|
DEFINE_STRING(UnderlyingLegSecurityIDSource);
|
|
DEFINE_NUMINGROUP(NoUnderlyingLegSecurityAltID);
|
|
DEFINE_STRING(UnderlyingLegSecurityAltID);
|
|
DEFINE_STRING(UnderlyingLegSecurityAltIDSource);
|
|
DEFINE_STRING(UnderlyingLegSecurityType);
|
|
DEFINE_STRING(UnderlyingLegSecuritySubType);
|
|
DEFINE_MONTHYEAR(UnderlyingLegMaturityMonthYear);
|
|
DEFINE_PRICE(UnderlyingLegStrikePrice);
|
|
DEFINE_STRING(UnderlyingLegSecurityExchange);
|
|
DEFINE_NUMINGROUP(NoOfLegUnderlyings);
|
|
DEFINE_INT(UnderlyingLegPutOrCall);
|
|
DEFINE_STRING(UnderlyingLegCFICode);
|
|
DEFINE_LOCALMKTDATE(UnderlyingLegMaturityDate);
|
|
DEFINE_STRING(ApplReqID);
|
|
DEFINE_INT(ApplReqType);
|
|
DEFINE_INT(ApplResponseType);
|
|
DEFINE_INT(ApplTotalMessageCount);
|
|
DEFINE_SEQNUM(ApplLastSeqNum);
|
|
DEFINE_NUMINGROUP(NoApplIDs);
|
|
DEFINE_BOOLEAN(ApplResendFlag);
|
|
DEFINE_STRING(ApplResponseID);
|
|
DEFINE_INT(ApplResponseError);
|
|
DEFINE_STRING(RefApplID);
|
|
DEFINE_STRING(ApplReportID);
|
|
DEFINE_SEQNUM(RefApplLastSeqNum);
|
|
DEFINE_INT(LegPutOrCall);
|
|
DEFINE_INT(TotNoFills);
|
|
DEFINE_NUMINGROUP(NoFills);
|
|
DEFINE_STRING(FillExecID);
|
|
DEFINE_PRICE(FillPx);
|
|
DEFINE_QTY(FillQty);
|
|
DEFINE_STRING(LegAllocID);
|
|
DEFINE_CURRENCY(LegAllocSettlCurrency);
|
|
DEFINE_INT(TradSesEvent);
|
|
DEFINE_STRING(MassActionReportID);
|
|
DEFINE_NUMINGROUP(NoNotAffectedOrders);
|
|
DEFINE_STRING(NotAffectedOrderID);
|
|
DEFINE_STRING(NotAffOrigClOrdID);
|
|
DEFINE_INT(MassActionType);
|
|
DEFINE_INT(MassActionScope);
|
|
DEFINE_INT(MassActionResponse);
|
|
DEFINE_INT(MassActionRejectReason);
|
|
DEFINE_INT(MultilegModel);
|
|
DEFINE_INT(MultilegPriceMethod);
|
|
DEFINE_FLOAT(LegVolatility);
|
|
DEFINE_PERCENTAGE(DividendYield);
|
|
DEFINE_PERCENTAGE(LegDividendYield);
|
|
DEFINE_FLOAT(CurrencyRatio);
|
|
DEFINE_FLOAT(LegCurrencyRatio);
|
|
DEFINE_MULTIPLECHARVALUE(LegExecInst);
|
|
DEFINE_INT(ContingencyType);
|
|
DEFINE_INT(ListRejectReason);
|
|
DEFINE_NUMINGROUP(NoTrdRepIndicators);
|
|
DEFINE_INT(TrdRepPartyRole);
|
|
DEFINE_BOOLEAN(TrdRepIndicator);
|
|
DEFINE_INT(TradePublishIndicator);
|
|
DEFINE_CHAR(UnderlyingLegOptAttribute);
|
|
DEFINE_STRING(UnderlyingLegSecurityDesc);
|
|
DEFINE_STRING(MarketReqID);
|
|
DEFINE_STRING(MarketReportID);
|
|
DEFINE_CHAR(MarketUpdateAction);
|
|
DEFINE_STRING(MarketSegmentDesc);
|
|
DEFINE_LENGTH(EncodedMktSegmDescLen);
|
|
DEFINE_DATA(EncodedMktSegmDesc);
|
|
DEFINE_SEQNUM(ApplNewSeqNum);
|
|
DEFINE_INT(EncryptedPasswordMethod);
|
|
DEFINE_LENGTH(EncryptedPasswordLen);
|
|
DEFINE_DATA(EncryptedPassword);
|
|
DEFINE_LENGTH(EncryptedNewPasswordLen);
|
|
DEFINE_DATA(EncryptedNewPassword);
|
|
DEFINE_TZTIMEONLY(UnderlyingLegMaturityTime);
|
|
DEFINE_INT(RefApplExtID);
|
|
DEFINE_INT(DefaultApplExtID);
|
|
DEFINE_STRING(DefaultCstmApplVerID);
|
|
DEFINE_INT(SessionStatus);
|
|
DEFINE_BOOLEAN(DefaultVerIndicator);
|
|
DEFINE_INT(Nested4PartySubIDType);
|
|
DEFINE_STRING(Nested4PartySubID);
|
|
DEFINE_NUMINGROUP(NoNested4PartySubIDs);
|
|
DEFINE_NUMINGROUP(NoNested4PartyIDs);
|
|
DEFINE_STRING(Nested4PartyID);
|
|
DEFINE_CHAR(Nested4PartyIDSource);
|
|
DEFINE_INT(Nested4PartyRole);
|
|
DEFINE_QTY(LegLastQty);
|
|
DEFINE_INT(UnderlyingExerciseStyle);
|
|
DEFINE_INT(LegExerciseStyle);
|
|
DEFINE_STRING(LegPriceUnitOfMeasure);
|
|
DEFINE_QTY(LegPriceUnitOfMeasureQty);
|
|
DEFINE_QTY(UnderlyingUnitOfMeasureQty);
|
|
DEFINE_STRING(UnderlyingPriceUnitOfMeasure);
|
|
DEFINE_QTY(UnderlyingPriceUnitOfMeasureQty);
|
|
DEFINE_INT(ApplReportType);
|
|
DEFINE_INT(HaltReasonInt);
|
|
DEFINE_INT(SideLastQty);
|
|
DEFINE_STRING(UnderlyingInstrumentPartyID);
|
|
DEFINE_CHAR(UnderlyingInstrumentPartyIDSource);
|
|
DEFINE_INT(UnderlyingInstrumentPartyRole);
|
|
DEFINE_STRING(UnderlyingInstrumentPartySubID);
|
|
DEFINE_INT(UnderlyingInstrumentPartySubIDType);
|
|
DEFINE_AMT(OptPayoutAmount);
|
|
DEFINE_STRING(ValuationMethod);
|
|
DEFINE_STRING(DerivativeValuationMethod);
|
|
DEFINE_STRING(SideExecID);
|
|
DEFINE_INT(OrderDelay);
|
|
DEFINE_INT(OrderDelayUnit);
|
|
DEFINE_CHAR(VenueType);
|
|
DEFINE_INT(RefOrdIDReason);
|
|
DEFINE_INT(OrigCustOrderCapacity);
|
|
DEFINE_STRING(RefApplReqID);
|
|
DEFINE_INT(ModelType);
|
|
DEFINE_INT(ContractMultiplierUnit);
|
|
DEFINE_INT(LegContractMultiplierUnit);
|
|
DEFINE_INT(UnderlyingContractMultiplierUnit);
|
|
DEFINE_INT(DerivativeContractMultiplierUnit);
|
|
DEFINE_INT(FlowScheduleType);
|
|
DEFINE_INT(LegFlowScheduleType);
|
|
DEFINE_INT(UnderlyingFlowScheduleType);
|
|
DEFINE_INT(DerivativeFlowScheduleType);
|
|
DEFINE_INT(FillLiquidityInd);
|
|
DEFINE_INT(SideLiquidityInd);
|
|
DEFINE_NUMINGROUP(NoRateSources);
|
|
DEFINE_INT(RateSource);
|
|
DEFINE_INT(RateSourceType);
|
|
DEFINE_STRING(ReferencePage);
|
|
DEFINE_STRING(RestructuringType);
|
|
DEFINE_STRING(Seniority);
|
|
DEFINE_PERCENTAGE(NotionalPercentageOutstanding);
|
|
DEFINE_PERCENTAGE(OriginalNotionalPercentageOutstanding);
|
|
DEFINE_STRING(UnderlyingRestructuringType);
|
|
DEFINE_STRING(UnderlyingSeniority);
|
|
DEFINE_PERCENTAGE(UnderlyingNotionalPercentageOutstanding);
|
|
DEFINE_PERCENTAGE(UnderlyingOriginalNotionalPercentageOutstanding);
|
|
DEFINE_PERCENTAGE(AttachmentPoint);
|
|
DEFINE_PERCENTAGE(DetachmentPoint);
|
|
DEFINE_PERCENTAGE(UnderlyingAttachmentPoint);
|
|
DEFINE_PERCENTAGE(UnderlyingDetachmentPoint);
|
|
DEFINE_NUMINGROUP(NoTargetPartyIDs);
|
|
DEFINE_STRING(TargetPartyID);
|
|
DEFINE_CHAR(TargetPartyIDSource);
|
|
DEFINE_INT(TargetPartyRole);
|
|
DEFINE_STRING(SecurityListID);
|
|
DEFINE_STRING(SecurityListRefID);
|
|
DEFINE_STRING(SecurityListDesc);
|
|
DEFINE_LENGTH(EncodedSecurityListDescLen);
|
|
DEFINE_DATA(EncodedSecurityListDesc);
|
|
DEFINE_INT(SecurityListType);
|
|
DEFINE_INT(SecurityListTypeSource);
|
|
DEFINE_STRING(NewsID);
|
|
DEFINE_INT(NewsCategory);
|
|
DEFINE_LANGUAGE(LanguageCode);
|
|
DEFINE_NUMINGROUP(NoNewsRefIDs);
|
|
DEFINE_STRING(NewsRefID);
|
|
DEFINE_INT(NewsRefType);
|
|
DEFINE_INT(StrikePriceDeterminationMethod);
|
|
DEFINE_INT(StrikePriceBoundaryMethod);
|
|
DEFINE_PERCENTAGE(StrikePriceBoundaryPrecision);
|
|
DEFINE_INT(UnderlyingPriceDeterminationMethod);
|
|
DEFINE_INT(OptPayoutType);
|
|
DEFINE_NUMINGROUP(NoComplexEvents);
|
|
DEFINE_INT(ComplexEventType);
|
|
DEFINE_AMT(ComplexOptPayoutAmount);
|
|
DEFINE_PRICE(ComplexEventPrice);
|
|
DEFINE_INT(ComplexEventPriceBoundaryMethod);
|
|
DEFINE_PERCENTAGE(ComplexEventPriceBoundaryPrecision);
|
|
DEFINE_INT(ComplexEventPriceTimeType);
|
|
DEFINE_INT(ComplexEventCondition);
|
|
DEFINE_NUMINGROUP(NoComplexEventDates);
|
|
DEFINE_UTCTIMESTAMP(ComplexEventStartDate);
|
|
DEFINE_UTCTIMESTAMP(ComplexEventEndDate);
|
|
DEFINE_NUMINGROUP(NoComplexEventTimes);
|
|
DEFINE_UTCTIMEONLY(ComplexEventStartTime);
|
|
DEFINE_UTCTIMEONLY(ComplexEventEndTime);
|
|
DEFINE_STRING(StreamAsgnReqID);
|
|
DEFINE_INT(StreamAsgnReqType);
|
|
DEFINE_NUMINGROUP(NoAsgnReqs);
|
|
DEFINE_STRING(MDStreamID);
|
|
DEFINE_STRING(StreamAsgnRptID);
|
|
DEFINE_INT(StreamAsgnRejReason);
|
|
DEFINE_INT(StreamAsgnAckType);
|
|
DEFINE_UTCTIMESTAMP(RelSymTransactTime);
|
|
DEFINE_INT(StreamAsgnType);
|
|
}
|
|
#endif //FIX_FIELDS_H
|