fix8  version 1.4.0
Open Source C++ FIX Framework
Myfix_types.hpp
Go to the documentation of this file.
1 //-------------------------------------------------------------------------------------------------
2 // *** f8c generated file: DO NOT EDIT! Created: 2016-09-16 11:50:22 ***
3 //-------------------------------------------------------------------------------------------------
4 /*
5 
6 Fix8 is released under the GNU LESSER GENERAL PUBLIC LICENSE Version 3.
7 
8 Fix8 Open Source FIX Engine.
9 Copyright (C) 2010-16 David L. Dight <fix@fix8.org>
10 
11 Fix8 is free software: you can redistribute it and / or modify it under the terms of the
12 GNU Lesser General Public License as published by the Free Software Foundation, either
13 version 3 of the License, or (at your option) any later version.
14 
15 Fix8 is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without
16 even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
17 
18 You should have received a copy of the GNU Lesser General Public License along with Fix8.
19 If not, see <http://www.gnu.org/licenses/>.
20 
21 *******************************************************************************************
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23 * *
24 * Binary works that are the results of compilation of code that is generated by the Fix8 *
25 * compiler can be released without releasing your source code as long as your binary *
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27 * required to leave the copyright text in the generated code. *
28 * *
29 *******************************************************************************************
30 
31 BECAUSE THE PROGRAM IS LICENSED FREE OF CHARGE, THERE IS NO WARRANTY FOR THE PROGRAM, TO
32 THE EXTENT PERMITTED BY APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE
33 COPYRIGHT HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY OF ANY
34 KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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36 THE QUALITY AND PERFORMANCE OF THE PROGRAM IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE,
37 YOU ASSUME THE COST OF ALL NECESSARY SERVICING, REPAIR OR CORRECTION.
38 
39 IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING WILL ANY COPYRIGHT
40 HOLDER, OR ANY OTHER PARTY WHO MAY MODIFY AND/OR REDISTRIBUTE THE PROGRAM AS PERMITTED
41 ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY GENERAL, SPECIAL, INCIDENTAL OR
42 CONSEQUENTIAL DAMAGES ARISING OUT OF THE USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT
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45 HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGES.
46 
47 */
48 
49 //-------------------------------------------------------------------------------------------------
50 #include <fix8/f8config.h>
51 #if defined FIX8_MAGIC_NUM && FIX8_MAGIC_NUM > 16793600L
52 #error Myfix_types.hpp version 1.4.0 is out of date. Please regenerate with f8c.
53 #endif
54 //-------------------------------------------------------------------------------------------------
55 // Myfix_types.hpp
56 //-------------------------------------------------------------------------------------------------
57 #ifndef FIX8_4D796669785F74797065732E687070_
58 #define FIX8_4D796669785F74797065732E687070_
59 
60 namespace FIX8 {
61 namespace TEX {
62 
63 //-------------------------------------------------------------------------------------------------
65 //-------------------------------------------------------------------------------------------------
67 //-------------------------------------------------------------------------------------------------
69 //-------------------------------------------------------------------------------------------------
71 const char AdvSide_BUY('B');
72 const char AdvSide_SELL('S');
73 const char AdvSide_TRADE('T');
74 const char AdvSide_CROSS('X');
75 const size_t AdvSide_realm_els(4);
76 //-------------------------------------------------------------------------------------------------
78 const f8String AdvTransType_CANCEL("C");
79 const f8String AdvTransType_NEW("N");
81 const size_t AdvTransType_realm_els(3);
82 //-------------------------------------------------------------------------------------------------
84 //-------------------------------------------------------------------------------------------------
86 //-------------------------------------------------------------------------------------------------
88 //-------------------------------------------------------------------------------------------------
90 //-------------------------------------------------------------------------------------------------
92 //-------------------------------------------------------------------------------------------------
94 //-------------------------------------------------------------------------------------------------
96 //-------------------------------------------------------------------------------------------------
98 const char CommType_PER_UNIT('1');
99 const char CommType_PERCENT('2');
100 const char CommType_ABSOLUTE('3');
101 const char CommType_PERCENTAGE_WAIVED_4('4');
102 const char CommType_PERCENTAGE_WAIVED_5('5');
104 const size_t CommType_realm_els(6);
105 //-------------------------------------------------------------------------------------------------
107 //-------------------------------------------------------------------------------------------------
109 //-------------------------------------------------------------------------------------------------
111 //-------------------------------------------------------------------------------------------------
113 //-------------------------------------------------------------------------------------------------
116 const f8String ExecInst_NOT_HELD("1");
117 const f8String ExecInst_WORK("2");
118 const f8String ExecInst_GO_ALONG("3");
120 const f8String ExecInst_HELD("5");
125 const f8String ExecInst_NO_CROSS("A");
126 const f8String ExecInst_OK_TO_CROSS("B");
127 const f8String ExecInst_CALL_FIRST("C");
131 const f8String ExecInst_ALL_OR_NONE("G");
136 const f8String ExecInst_LAST_PEG("L");
139 const f8String ExecInst_OPENING_PEG("O");
140 const f8String ExecInst_MARKET_PEG("P");
142 const f8String ExecInst_PRIMARY_PEG("R");
143 const f8String ExecInst_SUSPEND("S");
146 const f8String ExecInst_NETTING("V");
147 const f8String ExecInst_PEG_TO_VWAP("W");
148 const f8String ExecInst_TRADE_ALONG("X");
149 const f8String ExecInst_TRY_TO_STOP("Y");
171 const size_t ExecInst_realm_els(56);
172 //-------------------------------------------------------------------------------------------------
174 //-------------------------------------------------------------------------------------------------
179 const size_t HandlInst_realm_els(3);
180 //-------------------------------------------------------------------------------------------------
204 const size_t SecurityIDSource_realm_els(22);
205 //-------------------------------------------------------------------------------------------------
207 //-------------------------------------------------------------------------------------------------
209 const char IOIQltyInd_HIGH('H');
210 const char IOIQltyInd_LOW('L');
211 const char IOIQltyInd_MEDIUM('M');
212 const size_t IOIQltyInd_realm_els(3);
213 //-------------------------------------------------------------------------------------------------
215 //-------------------------------------------------------------------------------------------------
217 const f8String IOIQty_1000000000("0");
218 const f8String IOIQty_LARGE("L");
219 const f8String IOIQty_MEDIUM("M");
220 const f8String IOIQty_SMALL("S");
222 const size_t IOIQty_realm_els(5);
223 //-------------------------------------------------------------------------------------------------
225 const char IOITransType_CANCEL('C');
226 const char IOITransType_NEW('N');
227 const char IOITransType_REPLACE('R');
228 const size_t IOITransType_realm_els(3);
229 //-------------------------------------------------------------------------------------------------
231 const char LastCapacity_AGENT('1');
232 const char LastCapacity_CROSS_AS_AGENT('2');
233 const char LastCapacity_CROSS_AS_PRINCIPAL('3');
234 const char LastCapacity_PRINCIPAL('4');
235 const size_t LastCapacity_realm_els(4);
236 //-------------------------------------------------------------------------------------------------
238 //-------------------------------------------------------------------------------------------------
240 //-------------------------------------------------------------------------------------------------
242 //-------------------------------------------------------------------------------------------------
244 //-------------------------------------------------------------------------------------------------
246 //-------------------------------------------------------------------------------------------------
248 const f8String MsgType_HEARTBEAT("0");
249 const f8String MsgType_TESTREQUEST("1");
251 const f8String MsgType_REJECT("3");
253 const f8String MsgType_LOGOUT("5");
254 const f8String MsgType_IOI("6");
258 const f8String MsgType_LOGON("A");
266 const f8String MsgType_RFQREQUEST("AH");
268 const f8String MsgType_QUOTERESPONSE("AJ");
269 const f8String MsgType_CONFIRMATION("AK");
274 const f8String MsgType_POSITIONREPORT("AP");
285 const f8String MsgType_NEWS("B");
290 const f8String MsgType_USERREQUEST("BE");
291 const f8String MsgType_USERRESPONSE("BF");
312 const f8String MsgType_EMAIL("C");
321 const f8String MsgType_NEWORDERLIST("E");
327 const f8String MsgType_LISTEXECUTE("L");
329 const f8String MsgType_LISTSTATUS("N");
332 const f8String MsgType_QUOTEREQUEST("R");
333 const f8String MsgType_QUOTE("S");
339 const f8String MsgType_QUOTECANCEL("Z");
348 const f8String MsgType_MASSQUOTE("i");
350 const f8String MsgType_BIDREQUEST("k");
351 const f8String MsgType_BIDRESPONSE("l");
353 const f8String MsgType_XML_NON_FIX("n");
364 const f8String MsgType_SECURITYLIST("y");
366 const size_t MsgType_realm_els(118);
367 //-------------------------------------------------------------------------------------------------
369 //-------------------------------------------------------------------------------------------------
371 //-------------------------------------------------------------------------------------------------
373 //-------------------------------------------------------------------------------------------------
375 const char OrdStatus_NEW('0');
376 const char OrdStatus_PARTIALLY_FILLED('1');
377 const char OrdStatus_FILLED('2');
378 const char OrdStatus_DONE_FOR_DAY('3');
379 const char OrdStatus_CANCELED('4');
380 const char OrdStatus_REPLACED('5');
381 const char OrdStatus_PENDING_CANCEL('6');
382 const char OrdStatus_STOPPED('7');
383 const char OrdStatus_REJECTED('8');
384 const char OrdStatus_SUSPENDED('9');
385 const char OrdStatus_PENDING_NEW('A');
386 const char OrdStatus_CALCULATED('B');
387 const char OrdStatus_EXPIRED('C');
388 const char OrdStatus_ACCEPTED_FOR_BIDDING('D');
389 const char OrdStatus_PENDING_REPLACE('E');
390 const size_t OrdStatus_realm_els(15);
391 //-------------------------------------------------------------------------------------------------
393 const char OrdType_MARKET('1');
394 const char OrdType_LIMIT('2');
395 const char OrdType_STOP('3');
396 const char OrdType_STOP_LIMIT('4');
397 const char OrdType_MARKET_ON_CLOSE('5');
398 const char OrdType_WITH_OR_WITHOUT('6');
399 const char OrdType_LIMIT_OR_BETTER('7');
400 const char OrdType_LIMIT_WITH_OR_WITHOUT('8');
401 const char OrdType_ON_BASIS('9');
402 const char OrdType_ON_CLOSE('A');
403 const char OrdType_LIMIT_ON_CLOSE('B');
404 const char OrdType_FOREX_MARKET('C');
405 const char OrdType_PREVIOUSLY_QUOTED('D');
406 const char OrdType_PREVIOUSLY_INDICATED('E');
407 const char OrdType_FOREX_LIMIT('F');
408 const char OrdType_FOREX_SWAP('G');
409 const char OrdType_FOREX_PREVIOUSLY_QUOTED('H');
410 const char OrdType_FUNARI('I');
411 const char OrdType_MARKET_IF_TOUCHED('J');
414 const char OrdType_NEXT_FUND_VALUATION_POINT('M');
415 const char OrdType_PEGGED('P');
416 const char OrdType_COUNTER_ORDER_SELECTION('Q');
417 const size_t OrdType_realm_els(24);
418 //-------------------------------------------------------------------------------------------------
420 //-------------------------------------------------------------------------------------------------
422 //-------------------------------------------------------------------------------------------------
424 //-------------------------------------------------------------------------------------------------
426 //-------------------------------------------------------------------------------------------------
428 //-------------------------------------------------------------------------------------------------
430 //-------------------------------------------------------------------------------------------------
432 //-------------------------------------------------------------------------------------------------
434 //-------------------------------------------------------------------------------------------------
436 //-------------------------------------------------------------------------------------------------
438 //-------------------------------------------------------------------------------------------------
440 const char Side_BUY('1');
441 const char Side_SELL('2');
442 const char Side_BUY_MINUS('3');
443 const char Side_SELL_PLUS('4');
444 const char Side_SELL_SHORT('5');
445 const char Side_SELL_SHORT_EXEMPT('6');
446 const char Side_UNDISCLOSED('7');
447 const char Side_CROSS('8');
448 const char Side_CROSS_SHORT('9');
449 const char Side_CROSS_SHORT_EXEMPT('A');
450 const char Side_AS_DEFINED('B');
451 const char Side_OPPOSITE('C');
452 const char Side_SUBSCRIBE('D');
453 const char Side_REDEEM('E');
454 const char Side_LEND('F');
455 const char Side_BORROW('G');
456 const size_t Side_realm_els(16);
457 //-------------------------------------------------------------------------------------------------
459 //-------------------------------------------------------------------------------------------------
461 //-------------------------------------------------------------------------------------------------
463 //-------------------------------------------------------------------------------------------------
465 //-------------------------------------------------------------------------------------------------
467 const char TimeInForce_DAY('0');
468 const char TimeInForce_GOOD_TILL_CANCEL('1');
469 const char TimeInForce_AT_THE_OPENING('2');
470 const char TimeInForce_IMMEDIATE_OR_CANCEL('3');
471 const char TimeInForce_FILL_OR_KILL('4');
472 const char TimeInForce_GOOD_TILL_CROSSING('5');
473 const char TimeInForce_GOOD_TILL_DATE('6');
474 const char TimeInForce_AT_THE_CLOSE('7');
475 const char TimeInForce_GOOD_THROUGH_CROSSING('8');
476 const char TimeInForce_AT_CROSSING('9');
477 const size_t TimeInForce_realm_els(10);
478 //-------------------------------------------------------------------------------------------------
480 //-------------------------------------------------------------------------------------------------
482 const char Urgency_NORMAL('0');
483 const char Urgency_FLASH('1');
484 const char Urgency_BACKGROUND('2');
485 const size_t Urgency_realm_els(3);
486 //-------------------------------------------------------------------------------------------------
488 //-------------------------------------------------------------------------------------------------
490 const f8String SettlType_REGULAR("0");
491 const f8String SettlType_CASH("1");
492 const f8String SettlType_NEXT_DAY("2");
493 const f8String SettlType_T_PLUS_2("3");
494 const f8String SettlType_T_PLUS_3("4");
495 const f8String SettlType_T_PLUS_4("5");
496 const f8String SettlType_FUTURE("6");
499 const f8String SettlType_T_PLUS_5("9");
502 const size_t SettlType_realm_els(12);
503 //-------------------------------------------------------------------------------------------------
505 //-------------------------------------------------------------------------------------------------
509 const size_t SymbolSfx_realm_els(2);
510 //-------------------------------------------------------------------------------------------------
512 //-------------------------------------------------------------------------------------------------
514 //-------------------------------------------------------------------------------------------------
516 //-------------------------------------------------------------------------------------------------
518 //-------------------------------------------------------------------------------------------------
520 //-------------------------------------------------------------------------------------------------
522 const char AllocTransType_NEW('0');
523 const char AllocTransType_REPLACE('1');
524 const char AllocTransType_CANCEL('2');
525 const char AllocTransType_PRELIMINARY('3');
526 const char AllocTransType_CALCULATED('4');
528 const char AllocTransType_REVERSAL('6');
529 const size_t AllocTransType_realm_els(7);
530 //-------------------------------------------------------------------------------------------------
532 //-------------------------------------------------------------------------------------------------
534 //-------------------------------------------------------------------------------------------------
536 //-------------------------------------------------------------------------------------------------
538 //-------------------------------------------------------------------------------------------------
540 const char PositionEffect_CLOSE('C');
541 const char PositionEffect_DEFAULT('D');
542 const char PositionEffect_FIFO('F');
544 const char PositionEffect_OPEN('O');
545 const char PositionEffect_ROLLED('R');
546 const size_t PositionEffect_realm_els(6);
547 //-------------------------------------------------------------------------------------------------
549 //-------------------------------------------------------------------------------------------------
551 //-------------------------------------------------------------------------------------------------
553 //-------------------------------------------------------------------------------------------------
555 const char ProcessCode_REGULAR('0');
556 const char ProcessCode_SOFT_DOLLAR('1');
557 const char ProcessCode_STEP_IN('2');
558 const char ProcessCode_STEP_OUT('3');
559 const char ProcessCode_SOFT_DOLLAR_STEP_IN('4');
560 const char ProcessCode_SOFT_DOLLAR_STEP_OUT('5');
561 const char ProcessCode_PLAN_SPONSOR('6');
562 const size_t ProcessCode_realm_els(7);
563 //-------------------------------------------------------------------------------------------------
565 //-------------------------------------------------------------------------------------------------
567 //-------------------------------------------------------------------------------------------------
569 //-------------------------------------------------------------------------------------------------
571 //-------------------------------------------------------------------------------------------------
573 const int AllocStatus_ACCEPTED(0);
574 const int AllocStatus_BLOCK_LEVEL_REJECT(1);
576 const int AllocStatus_RECEIVED(3);
577 const int AllocStatus_INCOMPLETE(4);
579 const int AllocStatus_ALLOCATION_PENDING(6);
580 const int AllocStatus_REVERSED(7);
581 const size_t AllocStatus_realm_els(8);
582 //-------------------------------------------------------------------------------------------------
584 const int AllocRejCode_UNKNOWN_ACCOUNT(0);
589 const int AllocRejCode_UNKNOWN_ORDERID(5);
590 const int AllocRejCode_UNKNOWN_LISTID(6);
591 const int AllocRejCode_OTHER_7(7);
595 const int AllocRejCode_MISMATCHED_DATA(11);
596 const int AllocRejCode_UNKNOWN_CLORDID(12);
598 const int AllocRejCode_OTHER_99(99);
599 const size_t AllocRejCode_realm_els(15);
600 //-------------------------------------------------------------------------------------------------
602 //-------------------------------------------------------------------------------------------------
604 //-------------------------------------------------------------------------------------------------
606 //-------------------------------------------------------------------------------------------------
608 //-------------------------------------------------------------------------------------------------
610 const char EmailType_NEW('0');
611 const char EmailType_REPLY('1');
612 const char EmailType_ADMIN_REPLY('2');
613 const size_t EmailType_realm_els(3);
614 //-------------------------------------------------------------------------------------------------
616 //-------------------------------------------------------------------------------------------------
618 //-------------------------------------------------------------------------------------------------
620 //-------------------------------------------------------------------------------------------------
622 const int EncryptMethod_NONE_OTHER(0);
623 const int EncryptMethod_PKCS(1);
624 const int EncryptMethod_DES(2);
625 const int EncryptMethod_PKCS_DES(3);
626 const int EncryptMethod_PGP_DES(4);
627 const int EncryptMethod_PGP_DES_MD5(5);
628 const int EncryptMethod_PEM_DES_MD5(6);
629 const size_t EncryptMethod_realm_els(7);
630 //-------------------------------------------------------------------------------------------------
632 //-------------------------------------------------------------------------------------------------
634 //-------------------------------------------------------------------------------------------------
637 const int CxlRejReason_UNKNOWN_ORDER(1);
638 const int CxlRejReason_BROKER(2);
641 const int CxlRejReason_ORIGORDMODTIME(5);
642 const int CxlRejReason_DUPLICATE_CLORDID(6);
646 const int CxlRejReason_OTHER(99);
647 const size_t CxlRejReason_realm_els(11);
648 //-------------------------------------------------------------------------------------------------
650 const int OrdRejReason_BROKER(0);
651 const int OrdRejReason_UNKNOWN_SYMBOL(1);
652 const int OrdRejReason_EXCHANGE_CLOSED(2);
654 const int OrdRejReason_TOO_LATE_TO_ENTER(4);
655 const int OrdRejReason_UNKNOWN_ORDER(5);
656 const int OrdRejReason_DUPLICATE_ORDER(6);
658 const int OrdRejReason_STALE_ORDER(8);
663 const int OrdRejReason_INCORRECT_QUANTITY(13);
665 const int OrdRejReason_UNKNOWN_ACCOUNT(15);
668 const int OrdRejReason_OTHER(99);
669 const size_t OrdRejReason_realm_els(19);
670 //-------------------------------------------------------------------------------------------------
672 const char IOIQualifier_ALL_OR_NONE('A');
673 const char IOIQualifier_MARKET_ON_CLOSE('B');
674 const char IOIQualifier_AT_THE_CLOSE('C');
675 const char IOIQualifier_VWAP('D');
676 const char IOIQualifier_IN_TOUCH_WITH('I');
677 const char IOIQualifier_LIMIT('L');
678 const char IOIQualifier_MORE_BEHIND('M');
679 const char IOIQualifier_AT_THE_OPEN('O');
680 const char IOIQualifier_TAKING_A_POSITION('P');
681 const char IOIQualifier_AT_THE_MARKET('Q');
682 const char IOIQualifier_READY_TO_TRADE('R');
683 const char IOIQualifier_PORTFOLIO_SHOWN('S');
684 const char IOIQualifier_THROUGH_THE_DAY('T');
685 const char IOIQualifier_VERSUS('V');
686 const char IOIQualifier_INDICATION('W');
687 const char IOIQualifier_CROSSING_OPPORTUNITY('X');
688 const char IOIQualifier_AT_THE_MIDPOINT('Y');
689 const char IOIQualifier_PRE_OPEN('Z');
690 const size_t IOIQualifier_realm_els(18);
691 //-------------------------------------------------------------------------------------------------
693 //-------------------------------------------------------------------------------------------------
695 //-------------------------------------------------------------------------------------------------
697 //-------------------------------------------------------------------------------------------------
699 //-------------------------------------------------------------------------------------------------
701 //-------------------------------------------------------------------------------------------------
703 //-------------------------------------------------------------------------------------------------
705 const char ReportToExch_NO('N');
706 const char ReportToExch_YES('Y');
707 const size_t ReportToExch_realm_els(2);
708 //-------------------------------------------------------------------------------------------------
710 const char LocateReqd_NO('N');
711 const char LocateReqd_YES('Y');
712 const size_t LocateReqd_realm_els(2);
713 //-------------------------------------------------------------------------------------------------
715 //-------------------------------------------------------------------------------------------------
717 //-------------------------------------------------------------------------------------------------
719 //-------------------------------------------------------------------------------------------------
721 //-------------------------------------------------------------------------------------------------
723 //-------------------------------------------------------------------------------------------------
725 //-------------------------------------------------------------------------------------------------
727 const char ForexReq_NO('N');
728 const char ForexReq_YES('Y');
729 const size_t ForexReq_realm_els(2);
730 //-------------------------------------------------------------------------------------------------
732 //-------------------------------------------------------------------------------------------------
734 //-------------------------------------------------------------------------------------------------
736 //-------------------------------------------------------------------------------------------------
738 //-------------------------------------------------------------------------------------------------
740 const char DKReason_UNKNOWN_SYMBOL('A');
741 const char DKReason_WRONG_SIDE('B');
742 const char DKReason_QUANTITY_EXCEEDS_ORDER('C');
743 const char DKReason_NO_MATCHING_ORDER('D');
744 const char DKReason_PRICE_EXCEEDS_LIMIT('E');
745 const char DKReason_CALCULATION_DIFFERENCE('F');
746 const char DKReason_OTHER('Z');
747 const size_t DKReason_realm_els(7);
748 //-------------------------------------------------------------------------------------------------
750 //-------------------------------------------------------------------------------------------------
752 //-------------------------------------------------------------------------------------------------
754 const char IOINaturalFlag_NO('N');
755 const char IOINaturalFlag_YES('Y');
756 const size_t IOINaturalFlag_realm_els(2);
757 //-------------------------------------------------------------------------------------------------
759 //-------------------------------------------------------------------------------------------------
761 //-------------------------------------------------------------------------------------------------
763 //-------------------------------------------------------------------------------------------------
765 //-------------------------------------------------------------------------------------------------
767 //-------------------------------------------------------------------------------------------------
769 //-------------------------------------------------------------------------------------------------
771 //-------------------------------------------------------------------------------------------------
773 //-------------------------------------------------------------------------------------------------
777 const f8String MiscFeeType_CONVERSION("11");
778 const f8String MiscFeeType_AGENT("12");
781 const f8String MiscFeeType_TAX("2");
784 const f8String MiscFeeType_STAMP("5");
785 const f8String MiscFeeType_LEVY("6");
786 const f8String MiscFeeType_OTHER("7");
787 const f8String MiscFeeType_MARKUP("8");
789 const size_t MiscFeeType_realm_els(14);
790 //-------------------------------------------------------------------------------------------------
792 //-------------------------------------------------------------------------------------------------
794 //-------------------------------------------------------------------------------------------------
796 //-------------------------------------------------------------------------------------------------
798 //-------------------------------------------------------------------------------------------------
800 //-------------------------------------------------------------------------------------------------
802 //-------------------------------------------------------------------------------------------------
804 //-------------------------------------------------------------------------------------------------
806 //-------------------------------------------------------------------------------------------------
808 //-------------------------------------------------------------------------------------------------
810 //-------------------------------------------------------------------------------------------------
812 const char ExecType_NEW('0');
813 const char ExecType_DONE_FOR_DAY('3');
814 const char ExecType_CANCELED('4');
815 const char ExecType_REPLACED('5');
816 const char ExecType_PENDING_CANCEL('6');
817 const char ExecType_STOPPED('7');
818 const char ExecType_REJECTED('8');
819 const char ExecType_SUSPENDED('9');
820 const char ExecType_PENDING_NEW('A');
821 const char ExecType_CALCULATED('B');
822 const char ExecType_EXPIRED('C');
823 const char ExecType_RESTATED('D');
824 const char ExecType_PENDING_REPLACE('E');
825 const char ExecType_TRADE('F');
826 const char ExecType_TRADE_CORRECT('G');
827 const char ExecType_TRADE_CANCEL('H');
828 const char ExecType_ORDER_STATUS('I');
829 const char ExecType_TRADE_IN_A_CLEARING_HOLD('J');
832 const size_t ExecType_realm_els(20);
833 //-------------------------------------------------------------------------------------------------
835 //-------------------------------------------------------------------------------------------------
837 //-------------------------------------------------------------------------------------------------
839 //-------------------------------------------------------------------------------------------------
841 //-------------------------------------------------------------------------------------------------
843 //-------------------------------------------------------------------------------------------------
845 const char SettlCurrFxRateCalc_DIVIDE('D');
846 const char SettlCurrFxRateCalc_MULTIPLY('M');
847 const size_t SettlCurrFxRateCalc_realm_els(2);
848 //-------------------------------------------------------------------------------------------------
850 //-------------------------------------------------------------------------------------------------
852 //-------------------------------------------------------------------------------------------------
854 //-------------------------------------------------------------------------------------------------
856 const char SettlInstMode_DEFAULT('0');
861 const char SettlInstMode_REQUEST_REJECT('5');
862 const size_t SettlInstMode_realm_els(6);
863 //-------------------------------------------------------------------------------------------------
865 //-------------------------------------------------------------------------------------------------
867 //-------------------------------------------------------------------------------------------------
869 const char SettlInstTransType_CANCEL('C');
870 const char SettlInstTransType_NEW('N');
871 const char SettlInstTransType_REPLACE('R');
872 const char SettlInstTransType_RESTATE('T');
873 const size_t SettlInstTransType_realm_els(4);
874 //-------------------------------------------------------------------------------------------------
876 //-------------------------------------------------------------------------------------------------
880 const char SettlInstSource_INVESTOR('3');
881 const size_t SettlInstSource_realm_els(3);
882 //-------------------------------------------------------------------------------------------------
886 const f8String SecurityType_AMENDED_RESTATED("AMENDED");
892 const f8String SecurityType_BRADY_BOND("BRADY");
893 const f8String SecurityType_BRIDGE_LOAN("BRIDGE");
894 const f8String SecurityType_BUY_SELLBACK("BUYSELL");
897 const f8String SecurityType_CASH("CASH");
912 const f8String SecurityType_DEFAULTED("DEFLTED");
925 const f8String SecurityType_FORWARD("FORWARD");
927 const f8String SecurityType_FUTURE("FUT");
928 const f8String SecurityType_FX_FORWARD("FXFWD");
930 const f8String SecurityType_FX_SPOT("FXSPOT");
931 const f8String SecurityType_FX_SWAP("FXSWAP");
937 const f8String SecurityType_MATURED("MATURED");
948 const f8String SecurityType_OVERNIGHT("ONITE");
952 const f8String SecurityType_OPTION("OPT");
954 const f8String SecurityType_PFANDBRIEFE("PFAND");
958 const f8String SecurityType_PLAZOS_FIJOS("PZFJ");
960 const f8String SecurityType_REPLACED("REPLACD");
961 const f8String SecurityType_REPURCHASE("REPO");
962 const f8String SecurityType_RETIRED("RETIRED");
966 const f8String SecurityType_SECURITIES_LOAN("SECLOAN");
967 const f8String SecurityType_SECURITIES_PLEDGE("SECPLEDGE");
971 const f8String SecurityType_SPECIAL_TAX("SPCLT");
985 const f8String SecurityType_TERM_LOAN("TERM");
996 const f8String SecurityType_WARRANT("WAR");
997 const f8String SecurityType_WITHDRAWN("WITHDRN");
999 const f8String SecurityType_INDEXED_LINKED("XLINKD");
1002 const size_t SecurityType_realm_els(118);
1003 //-------------------------------------------------------------------------------------------------
1005 //-------------------------------------------------------------------------------------------------
1007 const int StandInstDbType_OTHER(0);
1008 const int StandInstDbType_DTC_SID(1);
1009 const int StandInstDbType_THOMSON_ALERT(2);
1011 const int StandInstDbType_ACCOUNTNET(4);
1012 const size_t StandInstDbType_realm_els(5);
1013 //-------------------------------------------------------------------------------------------------
1015 //-------------------------------------------------------------------------------------------------
1017 //-------------------------------------------------------------------------------------------------
1020 const int SettlDeliveryType_FREE_DELIVER(1);
1021 const int SettlDeliveryType_TRI_PARTY(2);
1023 const size_t SettlDeliveryType_realm_els(4);
1024 //-------------------------------------------------------------------------------------------------
1026 //-------------------------------------------------------------------------------------------------
1028 //-------------------------------------------------------------------------------------------------
1030 //-------------------------------------------------------------------------------------------------
1032 //-------------------------------------------------------------------------------------------------
1034 //-------------------------------------------------------------------------------------------------
1036 //-------------------------------------------------------------------------------------------------
1038 //-------------------------------------------------------------------------------------------------
1040 //-------------------------------------------------------------------------------------------------
1042 //-------------------------------------------------------------------------------------------------
1044 const int AllocLinkType_FX_NETTING(0);
1045 const int AllocLinkType_FX_SWAP(1);
1046 const size_t AllocLinkType_realm_els(2);
1047 //-------------------------------------------------------------------------------------------------
1049 //-------------------------------------------------------------------------------------------------
1051 //-------------------------------------------------------------------------------------------------
1053 //-------------------------------------------------------------------------------------------------
1055 const int PutOrCall_PUT(0);
1056 const int PutOrCall_CALL(1);
1057 const size_t PutOrCall_realm_els(2);
1058 //-------------------------------------------------------------------------------------------------
1060 //-------------------------------------------------------------------------------------------------
1062 const int CoveredOrUncovered_COVERED(0);
1063 const int CoveredOrUncovered_UNCOVERED(1);
1064 const size_t CoveredOrUncovered_realm_els(2);
1065 //-------------------------------------------------------------------------------------------------
1067 //-------------------------------------------------------------------------------------------------
1069 //-------------------------------------------------------------------------------------------------
1071 const char NotifyBrokerOfCredit_NO('N');
1072 const char NotifyBrokerOfCredit_YES('Y');
1073 const size_t NotifyBrokerOfCredit_realm_els(2);
1074 //-------------------------------------------------------------------------------------------------
1076 const int AllocHandlInst_MATCH(1);
1077 const int AllocHandlInst_FORWARD(2);
1079 const size_t AllocHandlInst_realm_els(3);
1080 //-------------------------------------------------------------------------------------------------
1082 //-------------------------------------------------------------------------------------------------
1084 //-------------------------------------------------------------------------------------------------
1086 //-------------------------------------------------------------------------------------------------
1088 //-------------------------------------------------------------------------------------------------
1090 //-------------------------------------------------------------------------------------------------
1092 //-------------------------------------------------------------------------------------------------
1094 const int RoutingType_TARGET_FIRM(1);
1095 const int RoutingType_TARGET_LIST(2);
1096 const int RoutingType_BLOCK_FIRM(3);
1097 const int RoutingType_BLOCK_LIST(4);
1098 const size_t RoutingType_realm_els(4);
1099 //-------------------------------------------------------------------------------------------------
1101 //-------------------------------------------------------------------------------------------------
1103 //-------------------------------------------------------------------------------------------------
1105 //-------------------------------------------------------------------------------------------------
1107 const f8String BenchmarkCurveName_EONIA("EONIA");
1108 const f8String BenchmarkCurveName_EUREPO("EUREPO");
1109 const f8String BenchmarkCurveName_EURIBOR("Euribor");
1110 const f8String BenchmarkCurveName_FUTURESWAP("FutureSWAP");
1111 const f8String BenchmarkCurveName_LIBID("LIBID");
1112 const f8String BenchmarkCurveName_LIBOR("LIBOR");
1113 const f8String BenchmarkCurveName_MUNIAAA("MuniAAA");
1114 const f8String BenchmarkCurveName_OTHER("OTHER");
1115 const f8String BenchmarkCurveName_PFANDBRIEFE("Pfandbriefe");
1116 const f8String BenchmarkCurveName_SONIA("SONIA");
1117 const f8String BenchmarkCurveName_SWAP("SWAP");
1118 const f8String BenchmarkCurveName_TREASURY("Treasury");
1119 const size_t BenchmarkCurveName_realm_els(12);
1120 //-------------------------------------------------------------------------------------------------
1122 //-------------------------------------------------------------------------------------------------
1124 //-------------------------------------------------------------------------------------------------
1126 //-------------------------------------------------------------------------------------------------
1128 //-------------------------------------------------------------------------------------------------
1130 //-------------------------------------------------------------------------------------------------
1132 //-------------------------------------------------------------------------------------------------
1134 //-------------------------------------------------------------------------------------------------
1136 //-------------------------------------------------------------------------------------------------
1138 //-------------------------------------------------------------------------------------------------
1140 //-------------------------------------------------------------------------------------------------
1142 //-------------------------------------------------------------------------------------------------
1150 const f8String StipulationType_BANK_QUALIFIED("BANKQUAL");
1152 const f8String StipulationType_BROKERS_SALES_CREDIT("BROKERCREDIT");
1153 const f8String StipulationType_COUPON_RANGE("COUPON");
1159 const f8String StipulationType_DISCOUNT_RATE("DISCOUNT");
1163 const f8String StipulationType_INSURED("INSURED");
1168 const f8String StipulationType_ISSUE_SIZE_RANGE("ISSUESIZE");
1170 const f8String StipulationType_LOOKBACK_DAYS("LOOKBACK");
1172 const f8String StipulationType_LOT_VARIANCE("LOTVAR");
1174 const f8String StipulationType_MATURITY_RANGE("MATURITY");
1176 const f8String StipulationType_MAXIMUM_ORDER_SIZE("MAXORDQTY");
1192 const f8String StipulationType_PRICE_RANGE("PRICE");
1193 const f8String StipulationType_PRICING_FREQUENCY("PRICEFREQ");
1196 const f8String StipulationType_CALL_PROTECTION("PROTECT");
1198 const f8String StipulationType_PURPOSE("PURPOSE");
1201 const f8String StipulationType_TYPE_OF_REDEMPTION("REDEMPTION");
1205 const f8String StipulationType_RESTRICTED("RESTRICTED");
1208 const f8String StipulationType_MARKET_SECTOR("SECTOR");
1211 const f8String StipulationType_STRUCTURE("STRUCT");
1215 const f8String StipulationType_TRADERS_CREDIT("TRADERCREDIT");
1221 const f8String StipulationType_WHOLE_POOL("WHOLE");
1222 const f8String StipulationType_YIELD_RANGE("YIELD");
1224 const size_t StipulationType_realm_els(80);
1225 //-------------------------------------------------------------------------------------------------
1227 //-------------------------------------------------------------------------------------------------
1229 const f8String YieldType_AFTER_TAX_YIELD("AFTERTAX");
1230 const f8String YieldType_ANNUAL_YIELD("ANNUAL");
1231 const f8String YieldType_YIELD_AT_ISSUE("ATISSUE");
1232 const f8String YieldType_YIELD_TO_AVG_MATURITY("AVGMATURITY");
1233 const f8String YieldType_BOOK_YIELD("BOOK");
1236 const f8String YieldType_CLOSING_YIELD("CLOSE");
1237 const f8String YieldType_COMPOUND_YIELD("COMPOUND");
1238 const f8String YieldType_CURRENT_YIELD("CURRENT");
1239 const f8String YieldType_GVNT_EQUIVALENT_YIELD("GOVTEQUIV");
1240 const f8String YieldType_TRUE_GROSS_YIELD("GROSS");
1242 const f8String YieldType_INVERSE_FLOATER_BOND_YIELD("INVERSEFLOATER");
1249 const f8String YieldType_YIELD_TO_MATURITY("MATURITY");
1250 const f8String YieldType_YIELD_TO_NEXT_REFUND("NEXTREFUND");
1251 const f8String YieldType_OPEN_AVERAGE_YIELD("OPENAVG");
1252 const f8String YieldType_PREVIOUS_CLOSE_YIELD("PREVCLOSE");
1253 const f8String YieldType_PROCEEDS_YIELD("PROCEEDS");
1255 const f8String YieldType_SEMI_ANNUAL_YIELD("SEMIANNUAL");
1257 const f8String YieldType_SIMPLE_YIELD("SIMPLE");
1258 const f8String YieldType_TAX_EQUIVALENT_YIELD("TAXEQUIV");
1260 const f8String YieldType_TRUE_YIELD("TRUE");
1261 const f8String YieldType_YIELD_VALUE_OF_1_32("VALUE1_32");
1262 const f8String YieldType_YIELD_TO_WORST("WORST");
1263 const size_t YieldType_realm_els(34);
1264 //-------------------------------------------------------------------------------------------------
1266 //-------------------------------------------------------------------------------------------------
1268 //-------------------------------------------------------------------------------------------------
1270 //-------------------------------------------------------------------------------------------------
1272 //-------------------------------------------------------------------------------------------------
1274 //-------------------------------------------------------------------------------------------------
1276 //-------------------------------------------------------------------------------------------------
1278 //-------------------------------------------------------------------------------------------------
1280 //-------------------------------------------------------------------------------------------------
1282 //-------------------------------------------------------------------------------------------------
1284 //-------------------------------------------------------------------------------------------------
1286 //-------------------------------------------------------------------------------------------------
1288 //-------------------------------------------------------------------------------------------------
1290 //-------------------------------------------------------------------------------------------------
1292 //-------------------------------------------------------------------------------------------------
1294 //-------------------------------------------------------------------------------------------------
1296 //-------------------------------------------------------------------------------------------------
1298 //-------------------------------------------------------------------------------------------------
1300 //-------------------------------------------------------------------------------------------------
1302 //-------------------------------------------------------------------------------------------------
1304 //-------------------------------------------------------------------------------------------------
1306 //-------------------------------------------------------------------------------------------------
1308 //-------------------------------------------------------------------------------------------------
1310 const char TradedFlatSwitch_NO('N');
1311 const char TradedFlatSwitch_YES('Y');
1312 const size_t TradedFlatSwitch_realm_els(2);
1313 //-------------------------------------------------------------------------------------------------
1315 //-------------------------------------------------------------------------------------------------
1317 //-------------------------------------------------------------------------------------------------
1319 //-------------------------------------------------------------------------------------------------
1321 const char SubscriptionRequestType_SNAPSHOT('0');
1324 const size_t SubscriptionRequestType_realm_els(3);
1325 //-------------------------------------------------------------------------------------------------
1327 //-------------------------------------------------------------------------------------------------
1329 const int MDUpdateType_FULL_REFRESH(0);
1331 const size_t MDUpdateType_realm_els(2);
1332 //-------------------------------------------------------------------------------------------------
1334 const char AggregatedBook_NO('N');
1335 const char AggregatedBook_YES('Y');
1336 const size_t AggregatedBook_realm_els(2);
1337 //-------------------------------------------------------------------------------------------------
1339 //-------------------------------------------------------------------------------------------------
1341 //-------------------------------------------------------------------------------------------------
1343 const char MDEntryType_BID('0');
1344 const char MDEntryType_OFFER('1');
1345 const char MDEntryType_TRADE('2');
1346 const char MDEntryType_INDEX_VALUE('3');
1347 const char MDEntryType_OPENING_PRICE('4');
1348 const char MDEntryType_CLOSING_PRICE('5');
1349 const char MDEntryType_SETTLEMENT_PRICE('6');
1353 const char MDEntryType_IMBALANCE('A');
1354 const char MDEntryType_TRADE_VOLUME('B');
1355 const char MDEntryType_OPEN_INTEREST('C');
1357 const char MDEntryType_SIMULATED_SELL_PRICE('E');
1358 const char MDEntryType_SIMULATED_BUY_PRICE('F');
1359 const char MDEntryType_MARGIN_RATE('G');
1360 const char MDEntryType_MID_PRICE('H');
1361 const char MDEntryType_EMPTY_BOOK('J');
1362 const char MDEntryType_SETTLE_HIGH_PRICE('K');
1363 const char MDEntryType_SETTLE_LOW_PRICE('L');
1364 const char MDEntryType_PRIOR_SETTLE_PRICE('M');
1365 const char MDEntryType_SESSION_HIGH_BID('N');
1366 const char MDEntryType_SESSION_LOW_OFFER('O');
1367 const char MDEntryType_EARLY_PRICES('P');
1368 const char MDEntryType_AUCTION_CLEARING_PRICE('Q');
1370 const char MDEntryType_SWAP_VALUE_FACTOR('S');
1374 const char MDEntryType_FIXING_PRICE('W');
1375 const char MDEntryType_CASH_RATE('X');
1376 const char MDEntryType_RECOVERY_RATE('Y');
1377 const char MDEntryType_RECOVERY_RATE_FOR_LONG('Z');
1378 const char MDEntryType_RECOVERY_RATE_FOR_SHORT('a');
1379 const size_t MDEntryType_realm_els(36);
1380 //-------------------------------------------------------------------------------------------------
1382 //-------------------------------------------------------------------------------------------------
1384 //-------------------------------------------------------------------------------------------------
1386 //-------------------------------------------------------------------------------------------------
1388 //-------------------------------------------------------------------------------------------------
1390 const char TickDirection_PLUS_TICK('0');
1391 const char TickDirection_ZERO_PLUS_TICK('1');
1392 const char TickDirection_MINUS_TICK('2');
1393 const char TickDirection_ZERO_MINUS_TICK('3');
1394 const size_t TickDirection_realm_els(4);
1395 //-------------------------------------------------------------------------------------------------
1397 //-------------------------------------------------------------------------------------------------
1411 const f8String QuoteCondition_LOCKED("E");
1412 const f8String QuoteCondition_CROSSED("F");
1413 const f8String QuoteCondition_DEPTH("G");
1421 const f8String QuoteCondition_CLOSING("O");
1429 const f8String QuoteCondition_RESUME("W");
1434 const f8String QuoteCondition_NO_OPEN("b");
1442 const f8String QuoteCondition_HALT("j");
1459 const size_t QuoteCondition_realm_els(60);
1460 //-------------------------------------------------------------------------------------------------
1462 const f8String TradeCondition_CANCEL("0");
1467 const f8String TradeCondition_CASH("A");
1468 const f8String TradeCondition_SPREAD("AA");
1470 const f8String TradeCondition_STRADDLE("AC");
1472 const f8String TradeCondition_STOPPED("AE");
1475 const f8String TradeCondition_COMBO("AH");
1485 const f8String TradeCondition_FORM_T("AR");
1498 const f8String TradeCondition_OPENED("K");
1499 const f8String TradeCondition_SELLER("L");
1500 const f8String TradeCondition_SOLD("M");
1509 const f8String TradeCondition_EX_PIT("W");
1516 const f8String TradeCondition_BUNCHED("d");
1535 const f8String TradeCondition_REOPEN("w");
1539 const size_t TradeCondition_realm_els(77);
1540 //-------------------------------------------------------------------------------------------------
1542 //-------------------------------------------------------------------------------------------------
1544 const char MDUpdateAction_NEW('0');
1545 const char MDUpdateAction_CHANGE('1');
1546 const char MDUpdateAction_DELETE('2');
1547 const char MDUpdateAction_DELETE_THRU('3');
1548 const char MDUpdateAction_DELETE_FROM('4');
1549 const char MDUpdateAction_OVERLAY('5');
1550 const size_t MDUpdateAction_realm_els(6);
1551 //-------------------------------------------------------------------------------------------------
1553 //-------------------------------------------------------------------------------------------------
1555 const char MDReqRejReason_UNKNOWN_SYMBOL('0');
1556 const char MDReqRejReason_DUPLICATE_MDREQID('1');
1565 const char MDReqRejReason_UNSUPPORTED_SCOPE('A');
1568 const char MDReqRejReason_INSUFFICIENT_CREDIT('D');
1569 const size_t MDReqRejReason_realm_els(14);
1570 //-------------------------------------------------------------------------------------------------
1572 //-------------------------------------------------------------------------------------------------
1574 //-------------------------------------------------------------------------------------------------
1576 //-------------------------------------------------------------------------------------------------
1578 const char DeleteReason_CANCELLATION('0');
1579 const char DeleteReason_ERROR('1');
1580 const size_t DeleteReason_realm_els(2);
1581 //-------------------------------------------------------------------------------------------------
1589 const size_t OpenCloseSettlFlag_realm_els(6);
1590 //-------------------------------------------------------------------------------------------------
1592 //-------------------------------------------------------------------------------------------------
1594 //-------------------------------------------------------------------------------------------------
1596 //-------------------------------------------------------------------------------------------------
1598 //-------------------------------------------------------------------------------------------------
1603 const size_t FinancialStatus_realm_els(3);
1604 //-------------------------------------------------------------------------------------------------
1609 const f8String CorporateAction_NEW("D");
1626 const f8String CorporateAction_CUSIP("U");
1629 const size_t CorporateAction_realm_els(23);
1630 //-------------------------------------------------------------------------------------------------
1632 //-------------------------------------------------------------------------------------------------
1634 //-------------------------------------------------------------------------------------------------
1636 //-------------------------------------------------------------------------------------------------
1638 //-------------------------------------------------------------------------------------------------
1640 const int QuoteStatus_ACCEPTED(0);
1641 const int QuoteStatus_CANCEL_FOR_SYMBOL(1);
1644 const int QuoteStatus_CANCELED_ALL(4);
1645 const int QuoteStatus_REJECTED(5);
1646 const int QuoteStatus_REMOVED_FROM_MARKET(6);
1647 const int QuoteStatus_EXPIRED(7);
1648 const int QuoteStatus_QUERY(8);
1649 const int QuoteStatus_QUOTE_NOT_FOUND(9);
1650 const int QuoteStatus_PENDING(10);
1651 const int QuoteStatus_PASS(11);
1652 const int QuoteStatus_LOCKED_MARKET_WARNING(12);
1653 const int QuoteStatus_CROSS_MARKET_WARNING(13);
1656 const int QuoteStatus_ACTIVE(16);
1657 const int QuoteStatus_CANCELED(17);
1659 const int QuoteStatus_PENDING_END_TRADE(19);
1660 const int QuoteStatus_TOO_LATE_TO_END(20);
1661 const size_t QuoteStatus_realm_els(21);
1662 //-------------------------------------------------------------------------------------------------
1672 const size_t QuoteCancelType_realm_els(8);
1673 //-------------------------------------------------------------------------------------------------
1675 //-------------------------------------------------------------------------------------------------
1678 const int QuoteRejectReason_EXCHANGE(2);
1681 const int QuoteRejectReason_UNKNOWN_QUOTE(5);
1684 const int QuoteRejectReason_INVALID_PRICE(8);
1687 const int QuoteRejectReason_QUOTE_LOCKED(11);
1690 const int QuoteRejectReason_OTHER(99);
1691 const size_t QuoteRejectReason_realm_els(14);
1692 //-------------------------------------------------------------------------------------------------
1698 const size_t QuoteResponseLevel_realm_els(4);
1699 //-------------------------------------------------------------------------------------------------
1701 //-------------------------------------------------------------------------------------------------
1703 const int QuoteRequestType_MANUAL(1);
1704 const int QuoteRequestType_AUTOMATIC(2);
1705 const size_t QuoteRequestType_realm_els(2);
1706 //-------------------------------------------------------------------------------------------------
1708 //-------------------------------------------------------------------------------------------------
1710 //-------------------------------------------------------------------------------------------------
1712 //-------------------------------------------------------------------------------------------------
1714 //-------------------------------------------------------------------------------------------------
1716 //-------------------------------------------------------------------------------------------------
1718 //-------------------------------------------------------------------------------------------------
1720 //-------------------------------------------------------------------------------------------------
1722 //-------------------------------------------------------------------------------------------------
1724 //-------------------------------------------------------------------------------------------------
1726 //-------------------------------------------------------------------------------------------------
1728 //-------------------------------------------------------------------------------------------------
1730 //-------------------------------------------------------------------------------------------------
1732 //-------------------------------------------------------------------------------------------------
1734 //-------------------------------------------------------------------------------------------------
1736 //-------------------------------------------------------------------------------------------------
1742 const int SecurityRequestType_SYMBOL(4);
1744 const int SecurityRequestType_PRODUCT(6);
1748 const size_t SecurityRequestType_realm_els(10);
1749 //-------------------------------------------------------------------------------------------------
1751 //-------------------------------------------------------------------------------------------------
1759 const size_t SecurityResponseType_realm_els(6);
1760 //-------------------------------------------------------------------------------------------------
1762 //-------------------------------------------------------------------------------------------------
1764 const char UnsolicitedIndicator_NO('N');
1765 const char UnsolicitedIndicator_YES('Y');
1766 const size_t UnsolicitedIndicator_realm_els(2);
1767 //-------------------------------------------------------------------------------------------------
1771 const int SecurityTradingStatus_RESUME(3);
1772 const int SecurityTradingStatus_NO_OPEN(4);
1779 const int SecurityTradingStatus_11(11);
1789 const int SecurityTradingStatus_PRE_OPEN(21);
1791 const int SecurityTradingStatus_FAST_MARKET(23);
1792 const int SecurityTradingStatus_PRE_CROSS(24);
1793 const int SecurityTradingStatus_CROSS(25);
1794 const int SecurityTradingStatus_POST_CLOSE(26);
1795 const size_t SecurityTradingStatus_realm_els(26);
1796 //-------------------------------------------------------------------------------------------------
1799 const int HaltReasonInt_ORDER_INFLUX(1);
1800 const int HaltReasonInt_ORDER_IMBALANCE(2);
1802 const int HaltReasonInt_NEWS_PENDING(4);
1804 const size_t HaltReasonInt_realm_els(6);
1805 //-------------------------------------------------------------------------------------------------
1807 const char InViewOfCommon_NO('N');
1808 const char InViewOfCommon_YES('Y');
1809 const size_t InViewOfCommon_realm_els(2);
1810 //-------------------------------------------------------------------------------------------------
1812 const char DueToRelated_NO('N');
1813 const char DueToRelated_YES('Y');
1814 const size_t DueToRelated_realm_els(2);
1815 //-------------------------------------------------------------------------------------------------
1817 //-------------------------------------------------------------------------------------------------
1819 //-------------------------------------------------------------------------------------------------
1821 //-------------------------------------------------------------------------------------------------
1823 //-------------------------------------------------------------------------------------------------
1825 const int Adjustment_CANCEL(1);
1826 const int Adjustment_ERROR(2);
1827 const int Adjustment_CORRECTION(3);
1828 const size_t Adjustment_realm_els(3);
1829 //-------------------------------------------------------------------------------------------------
1831 //-------------------------------------------------------------------------------------------------
1833 const f8String TradingSessionID_DAY("1");
1839 const size_t TradingSessionID_realm_els(6);
1840 //-------------------------------------------------------------------------------------------------
1842 //-------------------------------------------------------------------------------------------------
1844 const int TradSesMethod_ELECTRONIC(1);
1845 const int TradSesMethod_OPEN_OUTCRY(2);
1846 const int TradSesMethod_TWO_PARTY(3);
1847 const size_t TradSesMethod_realm_els(3);
1848 //-------------------------------------------------------------------------------------------------
1850 const int TradSesMode_TESTING(1);
1851 const int TradSesMode_SIMULATED(2);
1852 const int TradSesMode_PRODUCTION(3);
1853 const size_t TradSesMode_realm_els(3);
1854 //-------------------------------------------------------------------------------------------------
1856 const int TradSesStatus_UNKNOWN(0);
1857 const int TradSesStatus_HALTED(1);
1858 const int TradSesStatus_OPEN(2);
1859 const int TradSesStatus_CLOSED(3);
1860 const int TradSesStatus_PRE_OPEN(4);
1861 const int TradSesStatus_PRE_CLOSE(5);
1862 const int TradSesStatus_REQUEST_REJECTED(6);
1863 const size_t TradSesStatus_realm_els(7);
1864 //-------------------------------------------------------------------------------------------------
1866 //-------------------------------------------------------------------------------------------------
1868 //-------------------------------------------------------------------------------------------------
1870 //-------------------------------------------------------------------------------------------------
1872 //-------------------------------------------------------------------------------------------------
1874 //-------------------------------------------------------------------------------------------------
1876 //-------------------------------------------------------------------------------------------------
1878 const f8String MessageEncoding_EUC_JP("EUC-JP");
1879 const f8String MessageEncoding_ISO_2022_JP("ISO-2022-JP");
1880 const f8String MessageEncoding_SHIFT_JIS("SHIFT_JIS");
1881 const f8String MessageEncoding_UTF_8("UTF-8");
1882 const size_t MessageEncoding_realm_els(4);
1883 //-------------------------------------------------------------------------------------------------
1885 //-------------------------------------------------------------------------------------------------
1887 //-------------------------------------------------------------------------------------------------
1889 //-------------------------------------------------------------------------------------------------
1891 //-------------------------------------------------------------------------------------------------
1893 //-------------------------------------------------------------------------------------------------
1895 //-------------------------------------------------------------------------------------------------
1897 //-------------------------------------------------------------------------------------------------
1899 //-------------------------------------------------------------------------------------------------
1901 //-------------------------------------------------------------------------------------------------
1903 //-------------------------------------------------------------------------------------------------
1905 //-------------------------------------------------------------------------------------------------
1907 //-------------------------------------------------------------------------------------------------
1909 //-------------------------------------------------------------------------------------------------
1911 //-------------------------------------------------------------------------------------------------
1913 //-------------------------------------------------------------------------------------------------
1915 //-------------------------------------------------------------------------------------------------
1917 //-------------------------------------------------------------------------------------------------
1919 //-------------------------------------------------------------------------------------------------
1921 //-------------------------------------------------------------------------------------------------
1923 //-------------------------------------------------------------------------------------------------
1925 //-------------------------------------------------------------------------------------------------
1927 //-------------------------------------------------------------------------------------------------
1929 //-------------------------------------------------------------------------------------------------
1931 //-------------------------------------------------------------------------------------------------
1951 const int SessionRejectReason_OTHER(99);
1952 const size_t SessionRejectReason_realm_els(19);
1953 //-------------------------------------------------------------------------------------------------
1955 const char BidRequestTransType_CANCEL('C');
1956 const char BidRequestTransType_NO('N');
1957 const size_t BidRequestTransType_realm_els(2);
1958 //-------------------------------------------------------------------------------------------------
1960 //-------------------------------------------------------------------------------------------------
1962 //-------------------------------------------------------------------------------------------------
1964 const char SolicitedFlag_NO('N');
1965 const char SolicitedFlag_YES('Y');
1966 const size_t SolicitedFlag_realm_els(2);
1967 //-------------------------------------------------------------------------------------------------
1977 const int ExecRestatementReason_MARKET(8);
1980 const int ExecRestatementReason_PEG_REFRESH(11);
1981 const int ExecRestatementReason_OTHER(99);
1982 const size_t ExecRestatementReason_realm_els(13);
1983 //-------------------------------------------------------------------------------------------------
1985 //-------------------------------------------------------------------------------------------------
1987 const int BusinessRejectReason_OTHER(0);
1988 const int BusinessRejectReason_UNKNOWN_ID(1);
1996 const size_t BusinessRejectReason_realm_els(9);
1997 //-------------------------------------------------------------------------------------------------
1999 //-------------------------------------------------------------------------------------------------
2001 //-------------------------------------------------------------------------------------------------
2003 //-------------------------------------------------------------------------------------------------
2005 //-------------------------------------------------------------------------------------------------
2007 const char MsgDirection_RECEIVE('R');
2008 const char MsgDirection_SEND('S');
2009 const size_t MsgDirection_realm_els(2);
2010 //-------------------------------------------------------------------------------------------------
2012 //-------------------------------------------------------------------------------------------------
2014 //-------------------------------------------------------------------------------------------------
2022 const char DiscretionInst_RELATED_TO_VWAP('6');
2024 const size_t DiscretionInst_realm_els(8);
2025 //-------------------------------------------------------------------------------------------------
2027 //-------------------------------------------------------------------------------------------------
2029 //-------------------------------------------------------------------------------------------------
2031 //-------------------------------------------------------------------------------------------------
2033 //-------------------------------------------------------------------------------------------------
2035 //-------------------------------------------------------------------------------------------------
2037 const int BidType_NON_DISCLOSED_STYLE(1);
2038 const int BidType_DISCLOSED_SYTLE(2);
2039 const int BidType_NO_BIDDING_PROCESS(3);
2040 const size_t BidType_realm_els(3);
2041 //-------------------------------------------------------------------------------------------------
2043 //-------------------------------------------------------------------------------------------------
2045 //-------------------------------------------------------------------------------------------------
2047 //-------------------------------------------------------------------------------------------------
2049 //-------------------------------------------------------------------------------------------------
2051 const int BidDescriptorType_SECTOR(1);
2052 const int BidDescriptorType_COUNTRY(2);
2053 const int BidDescriptorType_INDEX(3);
2054 const size_t BidDescriptorType_realm_els(3);
2055 //-------------------------------------------------------------------------------------------------
2057 //-------------------------------------------------------------------------------------------------
2059 const int SideValueInd_SIDE_VALUE_1(1);
2060 const int SideValueInd_SIDE_VALUE_2(2);
2061 const size_t SideValueInd_realm_els(2);
2062 //-------------------------------------------------------------------------------------------------
2064 //-------------------------------------------------------------------------------------------------
2066 //-------------------------------------------------------------------------------------------------
2068 //-------------------------------------------------------------------------------------------------
2070 //-------------------------------------------------------------------------------------------------
2072 //-------------------------------------------------------------------------------------------------
2074 //-------------------------------------------------------------------------------------------------
2076 //-------------------------------------------------------------------------------------------------
2081 const int LiquidityIndType_OTHER(4);
2082 const size_t LiquidityIndType_realm_els(4);
2083 //-------------------------------------------------------------------------------------------------
2085 //-------------------------------------------------------------------------------------------------
2087 const char ExchangeForPhysical_NO('N');
2088 const char ExchangeForPhysical_YES('Y');
2089 const size_t ExchangeForPhysical_realm_els(2);
2090 //-------------------------------------------------------------------------------------------------
2092 //-------------------------------------------------------------------------------------------------
2094 //-------------------------------------------------------------------------------------------------
2099 const size_t ProgRptReqs_realm_els(3);
2100 //-------------------------------------------------------------------------------------------------
2102 //-------------------------------------------------------------------------------------------------
2104 const int IncTaxInd_NET(1);
2105 const int IncTaxInd_GROSS(2);
2106 const size_t IncTaxInd_realm_els(2);
2107 //-------------------------------------------------------------------------------------------------
2109 //-------------------------------------------------------------------------------------------------
2111 const char BidTradeType_AGENCY('A');
2112 const char BidTradeType_VWAP_GUARANTEE('G');
2113 const char BidTradeType_GUARANTEED_CLOSE('J');
2114 const char BidTradeType_RISK_TRADE('R');
2115 const size_t BidTradeType_realm_els(4);
2116 //-------------------------------------------------------------------------------------------------
2119 const char BasisPxType_CLOSING_PRICE('3');
2120 const char BasisPxType_CURRENT_PRICE('4');
2121 const char BasisPxType_SQ('5');
2122 const char BasisPxType_VWAP_THROUGH_A_DAY('6');
2128 const char BasisPxType_STRIKE('C');
2129 const char BasisPxType_OPEN('D');
2130 const char BasisPxType_OTHERS('Z');
2131 const size_t BasisPxType_realm_els(13);
2132 //-------------------------------------------------------------------------------------------------
2134 //-------------------------------------------------------------------------------------------------
2136 //-------------------------------------------------------------------------------------------------
2138 //-------------------------------------------------------------------------------------------------
2140 const int PriceType_PERCENTAGE(1);
2141 const int PriceType_PER_UNIT(2);
2142 const int PriceType_FIXED_AMOUNT(3);
2143 const int PriceType_DISCOUNT(4);
2144 const int PriceType_PREMIUM(5);
2145 const int PriceType_SPREAD(6);
2146 const int PriceType_TED_PRICE(7);
2147 const int PriceType_TED_YIELD(8);
2148 const int PriceType_YIELD(9);
2151 const int PriceType_PRODUCT_TICKS_IN_HALFS(13);
2153 const int PriceType_PRODUCT_TICKS_IN_EIGHTS(15);
2158 const size_t PriceType_realm_els(18);
2159 //-------------------------------------------------------------------------------------------------
2161 //-------------------------------------------------------------------------------------------------
2163 //-------------------------------------------------------------------------------------------------
2165 //-------------------------------------------------------------------------------------------------
2170 const size_t GTBookingInst_realm_els(3);
2171 //-------------------------------------------------------------------------------------------------
2173 //-------------------------------------------------------------------------------------------------
2175 const int ListStatusType_ACK(1);
2176 const int ListStatusType_RESPONSE(2);
2177 const int ListStatusType_TIMED(3);
2178 const int ListStatusType_EXEC_STARTED(4);
2179 const int ListStatusType_ALL_DONE(5);
2180 const int ListStatusType_ALERT(6);
2181 const size_t ListStatusType_realm_els(6);
2182 //-------------------------------------------------------------------------------------------------
2184 const int NetGrossInd_NET(1);
2185 const int NetGrossInd_GROSS(2);
2186 const size_t NetGrossInd_realm_els(2);
2187 //-------------------------------------------------------------------------------------------------
2191 const int ListOrderStatus_EXECUTING(3);
2192 const int ListOrderStatus_CANCELLING(4);
2193 const int ListOrderStatus_ALERT(5);
2194 const int ListOrderStatus_ALL_DONE(6);
2195 const int ListOrderStatus_REJECT(7);
2196 const size_t ListOrderStatus_realm_els(7);
2197 //-------------------------------------------------------------------------------------------------
2199 //-------------------------------------------------------------------------------------------------
2201 const char ListExecInstType_IMMEDIATE('1');
2206 const size_t ListExecInstType_realm_els(5);
2207 //-------------------------------------------------------------------------------------------------
2211 const size_t CxlRejResponseTo_realm_els(2);
2212 //-------------------------------------------------------------------------------------------------
2214 //-------------------------------------------------------------------------------------------------
2216 //-------------------------------------------------------------------------------------------------
2218 //-------------------------------------------------------------------------------------------------
2220 //-------------------------------------------------------------------------------------------------
2222 //-------------------------------------------------------------------------------------------------
2227 const size_t MultiLegReportingType_realm_els(3);
2228 //-------------------------------------------------------------------------------------------------
2230 //-------------------------------------------------------------------------------------------------
2232 //-------------------------------------------------------------------------------------------------
2234 //-------------------------------------------------------------------------------------------------
2236 //-------------------------------------------------------------------------------------------------
2238 const char PartyIDSource_KOREAN_INVESTOR_ID('1');
2240 const char PartyIDSource_TAIWANESE_TRADING_ACCT('3');
2242 const char PartyIDSource_CHINESE_INVESTOR_ID('5');
2248 const char PartyIDSource_BIC('B');
2250 const char PartyIDSource_PROPRIETARY('D');
2251 const char PartyIDSource_ISO_COUNTRY_CODE('E');
2253 const char PartyIDSource_MIC('G');
2256 const size_t PartyIDSource_realm_els(18);
2257 //-------------------------------------------------------------------------------------------------
2259 //-------------------------------------------------------------------------------------------------
2261 //-------------------------------------------------------------------------------------------------
2263 const int PartyRole_EXECUTING_FIRM(1);
2264 const int PartyRole_BROKER_OF_CREDIT(2);
2265 const int PartyRole_CLIENT_ID(3);
2266 const int PartyRole_CLEARING_FIRM(4);
2267 const int PartyRole_INVESTOR_ID(5);
2268 const int PartyRole_INTRODUCING_FIRM(6);
2269 const int PartyRole_ENTERING_FIRM(7);
2270 const int PartyRole_LOCATE(8);
2272 const int PartyRole_SETTLEMENT_LOCATION(10);
2274 const int PartyRole_EXECUTING_TRADER(12);
2275 const int PartyRole_ORDER_ORIGINATION_FIRM(13);
2276 const int PartyRole_GIVEUP_CLEARING_FIRM(14);
2278 const int PartyRole_EXECUTING_SYSTEM(16);
2279 const int PartyRole_CONTRA_FIRM(17);
2280 const int PartyRole_CONTRA_CLEARING_FIRM(18);
2281 const int PartyRole_SPONSORING_FIRM(19);
2282 const int PartyRole_UNDERLYING_CONTRA_FIRM(20);
2283 const int PartyRole_CLEARING_ORGANIZATION(21);
2284 const int PartyRole_EXCHANGE(22);
2285 const int PartyRole_CUSTOMER_ACCOUNT(24);
2287 const int PartyRole_CORRESPONDENT_BROKER(26);
2288 const int PartyRole_BUYER_SELLER(27);
2289 const int PartyRole_CUSTODIAN(28);
2290 const int PartyRole_INTERMEDIARY(29);
2291 const int PartyRole_AGENT(30);
2292 const int PartyRole_SUB_CUSTODIAN(31);
2293 const int PartyRole_BENEFICIARY(32);
2294 const int PartyRole_INTERESTED_PARTY(33);
2295 const int PartyRole_REGULATORY_BODY(34);
2296 const int PartyRole_LIQUIDITY_PROVIDER(35);
2297 const int PartyRole_ENTERING_TRADER(36);
2298 const int PartyRole_CONTRA_TRADER(37);
2299 const int PartyRole_POSITION_ACCOUNT(38);
2300 const int PartyRole_CONTRA_INVESTOR_ID(39);
2301 const int PartyRole_TRANSFER_TO_FIRM(40);
2302 const int PartyRole_CONTRA_POSITION_ACCOUNT(41);
2303 const int PartyRole_CONTRA_EXCHANGE(42);
2304 const int PartyRole_INTERNAL_CARRY_ACCOUNT(43);
2305 const int PartyRole_ORDER_ENTRY_OPERATOR_ID(44);
2307 const int PartyRole_FOREIGN_FIRM(46);
2309 const int PartyRole_CLAIMING_ACCOUNT(48);
2310 const int PartyRole_ASSET_MANAGER(49);
2311 const int PartyRole_PLEDGOR_ACCOUNT(50);
2312 const int PartyRole_PLEDGEE_ACCOUNT(51);
2314 const int PartyRole_TRADER_MNEMONIC(53);
2315 const int PartyRole_SENDER_LOCATION(54);
2316 const int PartyRole_SESSION_ID(55);
2317 const int PartyRole_ACCEPTABLE_COUNTERPARTY(56);
2319 const int PartyRole_ENTERING_UNIT(58);
2320 const int PartyRole_EXECUTING_UNIT(59);
2321 const int PartyRole_INTRODUCING_BROKER(60);
2322 const int PartyRole_QUOTE_ORIGINATOR(61);
2323 const int PartyRole_REPORT_ORIGINATOR(62);
2324 const int PartyRole_SYSTEMATIC_INTERNALISER(63);
2326 const int PartyRole_REGULATED_MARKET(65);
2327 const int PartyRole_MARKET_MAKER(66);
2328 const int PartyRole_INVESTMENT_FIRM(67);
2333 const int PartyRole_REPORTING_INTERMEDIARY(72);
2334 const int PartyRole_EXECUTION_VENUE(73);
2336 const int PartyRole_LOCATION_ID(75);
2337 const int PartyRole_DESK_ID(76);
2338 const int PartyRole_MARKET_DATA_MARKET(77);
2339 const int PartyRole_ALLOCATION_ENTITY(78);
2341 const int PartyRole_STEP_OUT_FIRM(80);
2342 const int PartyRole_BROKERCLEARINGID(81);
2344 const int PartyRole_CLEARING_ACCOUNT(83);
2347 const size_t PartyRole_realm_els(84);
2348 //-------------------------------------------------------------------------------------------------
2350 //-------------------------------------------------------------------------------------------------
2352 //-------------------------------------------------------------------------------------------------
2354 //-------------------------------------------------------------------------------------------------
2356 //-------------------------------------------------------------------------------------------------
2358 //-------------------------------------------------------------------------------------------------
2360 //-------------------------------------------------------------------------------------------------
2362 //-------------------------------------------------------------------------------------------------
2364 const int Product_AGENCY(1);
2365 const int Product_COMMODITY(2);
2366 const int Product_CORPORATE(3);
2367 const int Product_CURRENCY(4);
2368 const int Product_EQUITY(5);
2369 const int Product_GOVERNMENT(6);
2370 const int Product_INDEX(7);
2371 const int Product_LOAN(8);
2372 const int Product_MONEYMARKET(9);
2373 const int Product_MORTGAGE(10);
2374 const int Product_MUNICIPAL(11);
2375 const int Product_OTHER(12);
2376 const int Product_FINANCING(13);
2377 const size_t Product_realm_els(13);
2378 //-------------------------------------------------------------------------------------------------
2380 //-------------------------------------------------------------------------------------------------
2382 //-------------------------------------------------------------------------------------------------
2384 //-------------------------------------------------------------------------------------------------
2386 //-------------------------------------------------------------------------------------------------
2388 //-------------------------------------------------------------------------------------------------
2390 //-------------------------------------------------------------------------------------------------
2392 const char RoundingDirection_ROUND_TO_NEAREST('0');
2393 const char RoundingDirection_ROUND_DOWN('1');
2394 const char RoundingDirection_ROUND_UP('2');
2395 const size_t RoundingDirection_realm_els(3);
2396 //-------------------------------------------------------------------------------------------------
2398 //-------------------------------------------------------------------------------------------------
2400 //-------------------------------------------------------------------------------------------------
2402 //-------------------------------------------------------------------------------------------------
2404 //-------------------------------------------------------------------------------------------------
2406 //-------------------------------------------------------------------------------------------------
2408 //-------------------------------------------------------------------------------------------------
2410 //-------------------------------------------------------------------------------------------------
2412 //-------------------------------------------------------------------------------------------------
2414 const int DistribPaymentMethod_CREST(1);
2415 const int DistribPaymentMethod_NSCC(2);
2416 const int DistribPaymentMethod_EUROCLEAR(3);
2418 const int DistribPaymentMethod_CHEQUE(5);
2420 const int DistribPaymentMethod_FED_WIRE(7);
2422 const int DistribPaymentMethod_ACH_CREDIT(9);
2423 const int DistribPaymentMethod_BPAY(10);
2426 const size_t DistribPaymentMethod_realm_els(12);
2427 //-------------------------------------------------------------------------------------------------
2429 //-------------------------------------------------------------------------------------------------
2431 //-------------------------------------------------------------------------------------------------
2433 const char CancellationRights_NO_M('M');
2434 const char CancellationRights_NO_N('N');
2435 const char CancellationRights_NO_O('O');
2436 const char CancellationRights_YES('Y');
2437 const size_t CancellationRights_realm_els(4);
2438 //-------------------------------------------------------------------------------------------------
2440 const char MoneyLaunderingStatus_EXEMPT_1('1');
2441 const char MoneyLaunderingStatus_EXEMPT_2('2');
2442 const char MoneyLaunderingStatus_EXEMPT_3('3');
2443 const char MoneyLaunderingStatus_NOT_CHECKED('N');
2444 const char MoneyLaunderingStatus_PASSED('Y');
2445 const size_t MoneyLaunderingStatus_realm_els(5);
2446 //-------------------------------------------------------------------------------------------------
2448 //-------------------------------------------------------------------------------------------------
2450 //-------------------------------------------------------------------------------------------------
2452 const char ExecPriceType_BID_PRICE('B');
2453 const char ExecPriceType_CREATION_PRICE('C');
2456 const char ExecPriceType_OFFER_PRICE('O');
2459 const char ExecPriceType_SINGLE_PRICE('S');
2460 const size_t ExecPriceType_realm_els(8);
2461 //-------------------------------------------------------------------------------------------------
2463 //-------------------------------------------------------------------------------------------------
2465 //-------------------------------------------------------------------------------------------------
2467 const int TradeReportTransType_NEW(0);
2468 const int TradeReportTransType_CANCEL(1);
2469 const int TradeReportTransType_REPLACE(2);
2470 const int TradeReportTransType_RELEASE(3);
2471 const int TradeReportTransType_REVERSE(4);
2473 const size_t TradeReportTransType_realm_els(6);
2474 //-------------------------------------------------------------------------------------------------
2476 //-------------------------------------------------------------------------------------------------
2478 //-------------------------------------------------------------------------------------------------
2480 //-------------------------------------------------------------------------------------------------
2482 //-------------------------------------------------------------------------------------------------
2484 const int PaymentMethod_CREST(1);
2485 const int PaymentMethod_NSCC(2);
2486 const int PaymentMethod_EUROCLEAR(3);
2487 const int PaymentMethod_CLEARSTREAM(4);
2488 const int PaymentMethod_CHEQUE(5);
2490 const int PaymentMethod_FED_WIRE(7);
2491 const int PaymentMethod_DEBIT_CARD(8);
2492 const int PaymentMethod_DIRECT_DEBIT(9);
2493 const int PaymentMethod_DIRECT_CREDIT(10);
2494 const int PaymentMethod_CREDIT_CARD(11);
2495 const int PaymentMethod_ACH_DEBIT(12);
2496 const int PaymentMethod_ACH_CREDIT(13);
2497 const int PaymentMethod_BPAY(14);
2499 const size_t PaymentMethod_realm_els(15);
2500 //-------------------------------------------------------------------------------------------------
2502 //-------------------------------------------------------------------------------------------------
2504 //-------------------------------------------------------------------------------------------------
2507 const int TaxAdvantageType_MAXI_ISA(1);
2508 const int TaxAdvantageType_TESSA(2);
2509 const int TaxAdvantageType_MINI_CASH_ISA(3);
2514 const int TaxAdvantageType_ASSET_TRANSFER(8);
2515 const int TaxAdvantageType_EMPLOYEE_9(9);
2516 const int TaxAdvantageType_EMPLOYEE_10(10);
2517 const int TaxAdvantageType_EMPLOYER_11(11);
2518 const int TaxAdvantageType_EMPLOYER_12(12);
2524 const int TaxAdvantageType_KEOGH(18);
2526 const int TaxAdvantageType_401(20);
2528 const int TaxAdvantageType_403(22);
2529 const int TaxAdvantageType_457(23);
2530 const int TaxAdvantageType_ROTH_IRA_24(24);
2531 const int TaxAdvantageType_ROTH_IRA_25(25);
2534 const int TaxAdvantageType_EDUCATION_IRA_28(28);
2535 const int TaxAdvantageType_EDUCATION_IRA_29(29);
2536 const int TaxAdvantageType_OTHER(999);
2537 const size_t TaxAdvantageType_realm_els(31);
2538 //-------------------------------------------------------------------------------------------------
2540 //-------------------------------------------------------------------------------------------------
2542 const char FundRenewWaiv_NO('N');
2543 const char FundRenewWaiv_YES('Y');
2544 const size_t FundRenewWaiv_realm_els(2);
2545 //-------------------------------------------------------------------------------------------------
2547 //-------------------------------------------------------------------------------------------------
2549 //-------------------------------------------------------------------------------------------------
2551 //-------------------------------------------------------------------------------------------------
2553 //-------------------------------------------------------------------------------------------------
2555 //-------------------------------------------------------------------------------------------------
2557 //-------------------------------------------------------------------------------------------------
2559 //-------------------------------------------------------------------------------------------------
2561 //-------------------------------------------------------------------------------------------------
2563 const char RegistStatus_ACCEPTED('A');
2564 const char RegistStatus_HELD('H');
2565 const char RegistStatus_REMINDER('N');
2566 const char RegistStatus_REJECTED('R');
2567 const size_t RegistStatus_realm_els(4);
2568 //-------------------------------------------------------------------------------------------------
2588 const int RegistRejReasonCode_OTHER(99);
2589 const size_t RegistRejReasonCode_realm_els(19);
2590 //-------------------------------------------------------------------------------------------------
2592 //-------------------------------------------------------------------------------------------------
2594 //-------------------------------------------------------------------------------------------------
2596 //-------------------------------------------------------------------------------------------------
2598 //-------------------------------------------------------------------------------------------------
2600 //-------------------------------------------------------------------------------------------------
2602 //-------------------------------------------------------------------------------------------------
2604 const char RegistTransType_NEW('0');
2605 const char RegistTransType_REPLACE('1');
2606 const char RegistTransType_CANCEL('2');
2607 const size_t RegistTransType_realm_els(3);
2608 //-------------------------------------------------------------------------------------------------
2610 //-------------------------------------------------------------------------------------------------
2612 //-------------------------------------------------------------------------------------------------
2614 const char OwnershipType_JOINT_TRUSTEES('2');
2615 const char OwnershipType_JOINT_INVESTORS('J');
2616 const char OwnershipType_TENANTS_IN_COMMON('T');
2617 const size_t OwnershipType_realm_els(3);
2618 //-------------------------------------------------------------------------------------------------
2620 //-------------------------------------------------------------------------------------------------
2622 const int ContAmtType_COMMISSION_AMOUNT(1);
2623 const int ContAmtType_COMMISSION_PERCENT(2);
2626 const int ContAmtType_DISCOUNT_AMOUNT(5);
2627 const int ContAmtType_DISCOUNT_PERCENT(6);
2630 const int ContAmtType_EXIT_CHARGE_AMOUNT(9);
2631 const int ContAmtType_EXIT_CHARGE_PERCENT(10);
2633 const int ContAmtType_PROJECTED_FUND_VALUE(12);
2636 const int ContAmtType_NET_SETTLEMENT_AMOUNT(15);
2637 const size_t ContAmtType_realm_els(15);
2638 //-------------------------------------------------------------------------------------------------
2640 //-------------------------------------------------------------------------------------------------
2642 //-------------------------------------------------------------------------------------------------
2644 const int OwnerType_INDIVIDUAL_INVESTOR(1);
2645 const int OwnerType_PUBLIC_COMPANY(2);
2646 const int OwnerType_PRIVATE_COMPANY(3);
2647 const int OwnerType_INDIVIDUAL_TRUSTEE(4);
2648 const int OwnerType_COMPANY_TRUSTEE(5);
2649 const int OwnerType_PENSION_PLAN(6);
2651 const int OwnerType_TRUSTS(8);
2652 const int OwnerType_FIDUCIARIES(9);
2653 const int OwnerType_NETWORKING_SUB_ACCOUNT(10);
2654 const int OwnerType_NON_PROFIT_ORGANIZATION(11);
2655 const int OwnerType_CORPORATE_BODY(12);
2656 const int OwnerType_NOMINEE(13);
2657 const size_t OwnerType_realm_els(13);
2658 //-------------------------------------------------------------------------------------------------
2660 //-------------------------------------------------------------------------------------------------
2662 //-------------------------------------------------------------------------------------------------
2664 //-------------------------------------------------------------------------------------------------
2666 //-------------------------------------------------------------------------------------------------
2668 //-------------------------------------------------------------------------------------------------
2670 const char OrderCapacity_AGENCY('A');
2671 const char OrderCapacity_PROPRIETARY('G');
2672 const char OrderCapacity_INDIVIDUAL('I');
2673 const char OrderCapacity_PRINCIPAL('P');
2674 const char OrderCapacity_RISKLESS_PRINCIPAL('R');
2675 const char OrderCapacity_AGENT_FOR_OTHER_MEMBER('W');
2676 const size_t OrderCapacity_realm_els(6);
2677 //-------------------------------------------------------------------------------------------------
2694 const size_t OrderRestrictions_realm_els(15);
2695 //-------------------------------------------------------------------------------------------------
2709 const size_t MassCancelRequestType_realm_els(12);
2710 //-------------------------------------------------------------------------------------------------
2719 const char MassCancelResponse_CANCEL_ALL_ORDERS('7');
2725 const size_t MassCancelResponse_realm_els(13);
2726 //-------------------------------------------------------------------------------------------------
2740 const int MassCancelRejectReason_OTHER(99);
2741 const size_t MassCancelRejectReason_realm_els(13);
2742 //-------------------------------------------------------------------------------------------------
2744 //-------------------------------------------------------------------------------------------------
2746 //-------------------------------------------------------------------------------------------------
2748 //-------------------------------------------------------------------------------------------------
2750 //-------------------------------------------------------------------------------------------------
2752 const int QuoteType_INDICATIVE(0);
2753 const int QuoteType_TRADEABLE(1);
2754 const int QuoteType_RESTRICTED_TRADEABLE(2);
2755 const int QuoteType_COUNTER(3);
2756 const size_t QuoteType_realm_els(4);
2757 //-------------------------------------------------------------------------------------------------
2759 //-------------------------------------------------------------------------------------------------
2761 //-------------------------------------------------------------------------------------------------
2763 //-------------------------------------------------------------------------------------------------
2765 //-------------------------------------------------------------------------------------------------
2767 //-------------------------------------------------------------------------------------------------
2769 //-------------------------------------------------------------------------------------------------
2771 const char CashMargin_CASH('1');
2772 const char CashMargin_MARGIN_OPEN('2');
2773 const char CashMargin_MARGIN_CLOSE('3');
2774 const size_t CashMargin_realm_els(3);
2775 //-------------------------------------------------------------------------------------------------
2777 //-------------------------------------------------------------------------------------------------
2779 const f8String Scope_LOCAL_MARKET("1");
2780 const f8String Scope_NATIONAL("2");
2781 const f8String Scope_GLOBAL("3");
2782 const size_t Scope_realm_els(3);
2783 //-------------------------------------------------------------------------------------------------
2785 const char MDImplicitDelete_NO('N');
2786 const char MDImplicitDelete_YES('Y');
2787 const size_t MDImplicitDelete_realm_els(2);
2788 //-------------------------------------------------------------------------------------------------
2790 //-------------------------------------------------------------------------------------------------
2792 const int CrossType_CROSS_AON(1);
2793 const int CrossType_CROSS_IOC(2);
2794 const int CrossType_CROSS_ONE_SIDE(3);
2795 const int CrossType_CROSS_SAME_PRICE(4);
2796 const size_t CrossType_realm_els(4);
2797 //-------------------------------------------------------------------------------------------------
2799 const int CrossPrioritization_NONE(0);
2802 const size_t CrossPrioritization_realm_els(3);
2803 //-------------------------------------------------------------------------------------------------
2805 //-------------------------------------------------------------------------------------------------
2807 const int NoSides_ONE_SIDE(1);
2808 const int NoSides_BOTH_SIDES(2);
2809 const size_t NoSides_realm_els(2);
2810 //-------------------------------------------------------------------------------------------------
2812 //-------------------------------------------------------------------------------------------------
2814 //-------------------------------------------------------------------------------------------------
2816 //-------------------------------------------------------------------------------------------------
2818 //-------------------------------------------------------------------------------------------------
2820 //-------------------------------------------------------------------------------------------------
2822 //-------------------------------------------------------------------------------------------------
2824 const int SecurityListRequestType_SYMBOL(0);
2826 const int SecurityListRequestType_PRODUCT(2);
2830 const size_t SecurityListRequestType_realm_els(6);
2831 //-------------------------------------------------------------------------------------------------
2839 const size_t SecurityRequestResult_realm_els(6);
2840 //-------------------------------------------------------------------------------------------------
2842 //-------------------------------------------------------------------------------------------------
2844 //-------------------------------------------------------------------------------------------------
2849 const size_t MultiLegRptTypeReq_realm_els(3);
2850 //-------------------------------------------------------------------------------------------------
2852 //-------------------------------------------------------------------------------------------------
2854 //-------------------------------------------------------------------------------------------------
2856 //-------------------------------------------------------------------------------------------------
2859 const int TradSesStatusRejReason_OTHER(99);
2860 const size_t TradSesStatusRejReason_realm_els(2);
2861 //-------------------------------------------------------------------------------------------------
2863 //-------------------------------------------------------------------------------------------------
2865 const int TradeRequestType_ALL_TRADES(0);
2870 const size_t TradeRequestType_realm_els(5);
2871 //-------------------------------------------------------------------------------------------------
2873 const char PreviouslyReported_NO('N');
2874 const char PreviouslyReported_YES('Y');
2875 const size_t PreviouslyReported_realm_els(2);
2876 //-------------------------------------------------------------------------------------------------
2878 //-------------------------------------------------------------------------------------------------
2880 //-------------------------------------------------------------------------------------------------
2884 const char MatchStatus_ADVISORY_OR_ALERT('2');
2885 const size_t MatchStatus_realm_els(3);
2886 //-------------------------------------------------------------------------------------------------
2891 const f8String MatchType_AUTO_MATCH("4");
2894 const f8String MatchType_CALL_AUCTION("7");
2907 const f8String MatchType_ACT_M6_MATCH("M6");
2914 const size_t MatchType_realm_els(26);
2915 //-------------------------------------------------------------------------------------------------
2917 const char OddLot_NO('N');
2918 const char OddLot_YES('Y');
2919 const size_t OddLot_realm_els(2);
2920 //-------------------------------------------------------------------------------------------------
2922 //-------------------------------------------------------------------------------------------------
2927 const int ClearingInstruction_EX_CLEARING(3);
2932 const int ClearingInstruction_MANUAL_MODE(8);
2937 const int ClearingInstruction_SELF_CLEARING(13);
2938 const size_t ClearingInstruction_realm_els(14);
2939 //-------------------------------------------------------------------------------------------------
2941 //-------------------------------------------------------------------------------------------------
2943 //-------------------------------------------------------------------------------------------------
2945 //-------------------------------------------------------------------------------------------------
2949 const int AccountType_HOUSE_TRADER(3);
2950 const int AccountType_FLOOR_TRADER(4);
2954 const size_t AccountType_realm_els(7);
2955 //-------------------------------------------------------------------------------------------------
2960 const int CustOrderCapacity_ALL_OTHER(4);
2961 const size_t CustOrderCapacity_realm_els(4);
2962 //-------------------------------------------------------------------------------------------------
2964 //-------------------------------------------------------------------------------------------------
2966 //-------------------------------------------------------------------------------------------------
2978 const size_t MassStatusReqType_realm_els(10);
2979 //-------------------------------------------------------------------------------------------------
2981 //-------------------------------------------------------------------------------------------------
2983 //-------------------------------------------------------------------------------------------------
2985 //-------------------------------------------------------------------------------------------------
2989 const char DayBookingInst_ACCUMULATE('2');
2990 const size_t DayBookingInst_realm_els(3);
2991 //-------------------------------------------------------------------------------------------------
2996 const size_t BookingUnit_realm_els(3);
2997 //-------------------------------------------------------------------------------------------------
2999 const char PreallocMethod_PRO_RATA('0');
3000 const char PreallocMethod_DO_NOT_PRO_RATA('1');
3001 const size_t PreallocMethod_realm_els(2);
3002 //-------------------------------------------------------------------------------------------------
3004 //-------------------------------------------------------------------------------------------------
3006 //-------------------------------------------------------------------------------------------------
3008 //-------------------------------------------------------------------------------------------------
3010 //-------------------------------------------------------------------------------------------------
3012 //-------------------------------------------------------------------------------------------------
3014 //-------------------------------------------------------------------------------------------------
3016 //-------------------------------------------------------------------------------------------------
3018 //-------------------------------------------------------------------------------------------------
3020 //-------------------------------------------------------------------------------------------------
3022 //-------------------------------------------------------------------------------------------------
3024 //-------------------------------------------------------------------------------------------------
3026 //-------------------------------------------------------------------------------------------------
3028 //-------------------------------------------------------------------------------------------------
3030 //-------------------------------------------------------------------------------------------------
3032 //-------------------------------------------------------------------------------------------------
3034 //-------------------------------------------------------------------------------------------------
3036 //-------------------------------------------------------------------------------------------------
3038 //-------------------------------------------------------------------------------------------------
3040 //-------------------------------------------------------------------------------------------------
3042 //-------------------------------------------------------------------------------------------------
3044 //-------------------------------------------------------------------------------------------------
3046 //-------------------------------------------------------------------------------------------------
3048 //-------------------------------------------------------------------------------------------------
3050 //-------------------------------------------------------------------------------------------------
3052 //-------------------------------------------------------------------------------------------------
3054 //-------------------------------------------------------------------------------------------------
3056 //-------------------------------------------------------------------------------------------------
3058 //-------------------------------------------------------------------------------------------------
3060 //-------------------------------------------------------------------------------------------------
3062 //-------------------------------------------------------------------------------------------------
3064 //-------------------------------------------------------------------------------------------------
3066 //-------------------------------------------------------------------------------------------------
3068 //-------------------------------------------------------------------------------------------------
3072 const f8String TradingSessionSubID_3("3");
3077 const size_t TradingSessionSubID_realm_els(7);
3078 //-------------------------------------------------------------------------------------------------
3080 const int AllocType_CALCULATED(1);
3081 const int AllocType_PRELIMINARY(2);
3084 const int AllocType_READY_TO_BOOK(5);
3085 const int AllocType_BUYSIDE_READY_TO_BOOK(6);
3086 const int AllocType_WAREHOUSE_INSTRUCTION(7);
3088 const int AllocType_ACCEPT(9);
3089 const int AllocType_REJECT(10);
3090 const int AllocType_ACCEPT_PENDING(11);
3091 const int AllocType_INCOMPLETE_GROUP(12);
3092 const int AllocType_COMPLETE_GROUP(13);
3093 const int AllocType_REVERSAL_PENDING(14);
3094 const size_t AllocType_realm_els(14);
3095 //-------------------------------------------------------------------------------------------------
3097 //-------------------------------------------------------------------------------------------------
3099 //-------------------------------------------------------------------------------------------------
3101 //-------------------------------------------------------------------------------------------------
3103 //-------------------------------------------------------------------------------------------------
3105 //-------------------------------------------------------------------------------------------------
3107 //-------------------------------------------------------------------------------------------------
3109 //-------------------------------------------------------------------------------------------------
3111 //-------------------------------------------------------------------------------------------------
3127 const size_t ClearingFeeIndicator_realm_els(14);
3128 //-------------------------------------------------------------------------------------------------
3130 const char WorkingIndicator_NO('N');
3131 const char WorkingIndicator_YES('Y');
3132 const size_t WorkingIndicator_realm_els(2);
3133 //-------------------------------------------------------------------------------------------------
3135 //-------------------------------------------------------------------------------------------------
3139 const size_t PriorityIndicator_realm_els(2);
3140 //-------------------------------------------------------------------------------------------------
3142 //-------------------------------------------------------------------------------------------------
3144 //-------------------------------------------------------------------------------------------------
3146 //-------------------------------------------------------------------------------------------------
3148 //-------------------------------------------------------------------------------------------------
3150 //-------------------------------------------------------------------------------------------------
3152 //-------------------------------------------------------------------------------------------------
3154 //-------------------------------------------------------------------------------------------------
3156 //-------------------------------------------------------------------------------------------------
3158 //-------------------------------------------------------------------------------------------------
3160 //-------------------------------------------------------------------------------------------------
3162 //-------------------------------------------------------------------------------------------------
3164 const char LegalConfirm_NO('N');
3165 const char LegalConfirm_YES('Y');
3166 const size_t LegalConfirm_realm_els(2);
3167 //-------------------------------------------------------------------------------------------------
3169 //-------------------------------------------------------------------------------------------------
3171 //-------------------------------------------------------------------------------------------------
3173 //-------------------------------------------------------------------------------------------------
3175 //-------------------------------------------------------------------------------------------------
3177 //-------------------------------------------------------------------------------------------------
3179 //-------------------------------------------------------------------------------------------------
3190 const int QuoteRequestRejectReason_PASS(10);
3192 const int QuoteRequestRejectReason_OTHER(99);
3193 const size_t QuoteRequestRejectReason_realm_els(12);
3194 //-------------------------------------------------------------------------------------------------
3196 //-------------------------------------------------------------------------------------------------
3198 const int AcctIDSource_BIC(1);
3199 const int AcctIDSource_SID_CODE(2);
3200 const int AcctIDSource_TFM(3);
3201 const int AcctIDSource_OMGEO(4);
3202 const int AcctIDSource_DTCC_CODE(5);
3203 const int AcctIDSource_OTHER(99);
3204 const size_t AcctIDSource_realm_els(6);
3205 //-------------------------------------------------------------------------------------------------
3207 //-------------------------------------------------------------------------------------------------
3209 //-------------------------------------------------------------------------------------------------
3211 //-------------------------------------------------------------------------------------------------
3213 //-------------------------------------------------------------------------------------------------
3215 const int ConfirmStatus_RECEIVED(1);
3218 const int ConfirmStatus_CONFIRMED(4);
3219 const int ConfirmStatus_REQUEST_REJECTED(5);
3220 const size_t ConfirmStatus_realm_els(5);
3221 //-------------------------------------------------------------------------------------------------
3223 const int ConfirmTransType_NEW(0);
3224 const int ConfirmTransType_REPLACE(1);
3225 const int ConfirmTransType_CANCEL(2);
3226 const size_t ConfirmTransType_realm_els(3);
3227 //-------------------------------------------------------------------------------------------------
3229 //-------------------------------------------------------------------------------------------------
3231 const int DeliveryForm_BOOK_ENTRY(1);
3232 const int DeliveryForm_BEARER(2);
3233 const size_t DeliveryForm_realm_els(2);
3234 //-------------------------------------------------------------------------------------------------
3236 //-------------------------------------------------------------------------------------------------
3238 //-------------------------------------------------------------------------------------------------
3240 //-------------------------------------------------------------------------------------------------
3242 //-------------------------------------------------------------------------------------------------
3244 //-------------------------------------------------------------------------------------------------
3246 //-------------------------------------------------------------------------------------------------
3248 //-------------------------------------------------------------------------------------------------
3250 //-------------------------------------------------------------------------------------------------
3252 //-------------------------------------------------------------------------------------------------
3254 //-------------------------------------------------------------------------------------------------
3256 //-------------------------------------------------------------------------------------------------
3258 //-------------------------------------------------------------------------------------------------
3260 //-------------------------------------------------------------------------------------------------
3262 //-------------------------------------------------------------------------------------------------
3264 //-------------------------------------------------------------------------------------------------
3266 //-------------------------------------------------------------------------------------------------
3268 //-------------------------------------------------------------------------------------------------
3270 //-------------------------------------------------------------------------------------------------
3272 //-------------------------------------------------------------------------------------------------
3274 //-------------------------------------------------------------------------------------------------
3276 //-------------------------------------------------------------------------------------------------
3278 const int LegSwapType_PAR_FOR_PAR(1);
3279 const int LegSwapType_MODIFIED_DURATION(2);
3280 const int LegSwapType_RISK(4);
3281 const int LegSwapType_PROCEEDS(5);
3282 const size_t LegSwapType_realm_els(4);
3283 //-------------------------------------------------------------------------------------------------
3285 //-------------------------------------------------------------------------------------------------
3287 const int QuotePriceType_PERCENT(1);
3288 const int QuotePriceType_PER_SHARE(2);
3289 const int QuotePriceType_FIXED_AMOUNT(3);
3290 const int QuotePriceType_DISCOUNT(4);
3291 const int QuotePriceType_PREMIUM(5);
3292 const int QuotePriceType_SPREAD(6);
3293 const int QuotePriceType_TED_PRICE(7);
3294 const int QuotePriceType_TED_YIELD(8);
3295 const int QuotePriceType_YIELD_SPREAD(9);
3296 const int QuotePriceType_YIELD(10);
3297 const size_t QuotePriceType_realm_els(10);
3298 //-------------------------------------------------------------------------------------------------
3300 //-------------------------------------------------------------------------------------------------
3302 const int QuoteRespType_HIT_LIFT(1);
3303 const int QuoteRespType_COUNTER(2);
3304 const int QuoteRespType_EXPIRED(3);
3305 const int QuoteRespType_COVER(4);
3306 const int QuoteRespType_DONE_AWAY(5);
3307 const int QuoteRespType_PASS(6);
3308 const int QuoteRespType_END_TRADE(7);
3309 const int QuoteRespType_TIMED_OUT(8);
3310 const size_t QuoteRespType_realm_els(8);
3311 //-------------------------------------------------------------------------------------------------
3313 //-------------------------------------------------------------------------------------------------
3315 //-------------------------------------------------------------------------------------------------
3317 //-------------------------------------------------------------------------------------------------
3319 //-------------------------------------------------------------------------------------------------
3321 //-------------------------------------------------------------------------------------------------
3323 //-------------------------------------------------------------------------------------------------
3325 //-------------------------------------------------------------------------------------------------
3327 //-------------------------------------------------------------------------------------------------
3331 const f8String PosType_AS_OF_TRADE_QTY("ASF");
3334 const f8String PosType_NET_DELTA_QTY("DLT");
3335 const f8String PosType_DELIVERY_QTY("DLV");
3340 const f8String PosType_END_OF_DAY_QTY("FIN");
3341 const f8String PosType_INTRA_SPREAD_QTY("IAS");
3342 const f8String PosType_INTER_SPREAD_QTY("IES");
3343 const f8String PosType_ADJUSTMENT_QTY("PA");
3344 const f8String PosType_PIT_TRADE_QTY("PIT");
3346 const f8String PosType_RECEIVE_QUANTITY("RCV");
3348 const f8String PosType_START_OF_DAY_QTY("SOD");
3349 const f8String PosType_INTEGRAL_SPLIT("SPL");
3356 const size_t PosType_realm_els(27);
3357 //-------------------------------------------------------------------------------------------------
3359 //-------------------------------------------------------------------------------------------------
3361 //-------------------------------------------------------------------------------------------------
3363 const int PosQtyStatus_SUBMITTED(0);
3364 const int PosQtyStatus_ACCEPTED(1);
3365 const int PosQtyStatus_REJECTED(2);
3366 const size_t PosQtyStatus_realm_els(3);
3367 //-------------------------------------------------------------------------------------------------
3371 const f8String PosAmtType_CASH_AMOUNT("CASH");
3374 const f8String PosAmtType_COUPON_AMOUNT("CPN");
3382 const f8String PosAmtType_PREMIUM_AMOUNT("PREM");
3387 const size_t PosAmtType_realm_els(18);
3388 //-------------------------------------------------------------------------------------------------
3390 //-------------------------------------------------------------------------------------------------
3392 const int PosTransType_EXERCISE(1);
3393 const int PosTransType_DO_NOT_EXERCISE(2);
3396 const int PosTransType_PLEDGE(5);
3398 const size_t PosTransType_realm_els(6);
3399 //-------------------------------------------------------------------------------------------------
3401 //-------------------------------------------------------------------------------------------------
3403 //-------------------------------------------------------------------------------------------------
3405 const int PosMaintAction_NEW(1);
3406 const int PosMaintAction_REPLACE(2);
3407 const int PosMaintAction_CANCEL(3);
3408 const int PosMaintAction_REVERSE(4);
3409 const size_t PosMaintAction_realm_els(4);
3410 //-------------------------------------------------------------------------------------------------
3412 //-------------------------------------------------------------------------------------------------
3414 //-------------------------------------------------------------------------------------------------
3416 //-------------------------------------------------------------------------------------------------
3418 const f8String SettlSessID_END_OF_DAY("EOD");
3420 const f8String SettlSessID_INTRADAY("ITD");
3422 const size_t SettlSessID_realm_els(4);
3423 //-------------------------------------------------------------------------------------------------
3425 //-------------------------------------------------------------------------------------------------
3428 const int AdjustmentType_DELTA_PLUS(1);
3429 const int AdjustmentType_DELTA_MINUS(2);
3430 const int AdjustmentType_FINAL(3);
3431 const size_t AdjustmentType_realm_els(4);
3432 //-------------------------------------------------------------------------------------------------
3434 //-------------------------------------------------------------------------------------------------
3436 //-------------------------------------------------------------------------------------------------
3438 //-------------------------------------------------------------------------------------------------
3440 const int PosMaintStatus_ACCEPTED(0);
3442 const int PosMaintStatus_REJECTED(2);
3443 const int PosMaintStatus_COMPLETED(3);
3445 const size_t PosMaintStatus_realm_els(5);
3446 //-------------------------------------------------------------------------------------------------
3449 const int PosMaintResult_REJECTED(1);
3450 const int PosMaintResult_OTHER(99);
3451 const size_t PosMaintResult_realm_els(3);
3452 //-------------------------------------------------------------------------------------------------
3454 const int PosReqType_POSITIONS(0);
3455 const int PosReqType_TRADES(1);
3456 const int PosReqType_EXERCISES(2);
3457 const int PosReqType_ASSIGNMENTS(3);
3458 const int PosReqType_SETTLEMENT_ACTIVITY(4);
3459 const int PosReqType_BACKOUT_MESSAGE(5);
3460 const int PosReqType_DELTA_POSITIONS(6);
3461 const size_t PosReqType_realm_els(7);
3462 //-------------------------------------------------------------------------------------------------
3464 const int ResponseTransportType_INBAND(0);
3466 const size_t ResponseTransportType_realm_els(2);
3467 //-------------------------------------------------------------------------------------------------
3469 //-------------------------------------------------------------------------------------------------
3471 //-------------------------------------------------------------------------------------------------
3473 const int PosReqResult_VALID_REQUEST(0);
3478 const int PosReqResult_OTHER(99);
3479 const size_t PosReqResult_realm_els(6);
3480 //-------------------------------------------------------------------------------------------------
3482 const int PosReqStatus_COMPLETED(0);
3484 const int PosReqStatus_REJECTED(2);
3485 const size_t PosReqStatus_realm_els(3);
3486 //-------------------------------------------------------------------------------------------------
3488 //-------------------------------------------------------------------------------------------------
3490 const int SettlPriceType_FINAL(1);
3491 const int SettlPriceType_THEORETICAL(2);
3492 const size_t SettlPriceType_realm_els(2);
3493 //-------------------------------------------------------------------------------------------------
3495 //-------------------------------------------------------------------------------------------------
3497 //-------------------------------------------------------------------------------------------------
3499 //-------------------------------------------------------------------------------------------------
3501 //-------------------------------------------------------------------------------------------------
3503 //-------------------------------------------------------------------------------------------------
3505 //-------------------------------------------------------------------------------------------------
3507 //-------------------------------------------------------------------------------------------------
3509 //-------------------------------------------------------------------------------------------------
3511 //-------------------------------------------------------------------------------------------------
3513 //-------------------------------------------------------------------------------------------------
3515 //-------------------------------------------------------------------------------------------------
3517 //-------------------------------------------------------------------------------------------------
3519 const char AssignmentMethod_PRO_RATA('P');
3520 const char AssignmentMethod_RANDOM('R');
3521 const size_t AssignmentMethod_realm_els(2);
3522 //-------------------------------------------------------------------------------------------------
3524 //-------------------------------------------------------------------------------------------------
3526 //-------------------------------------------------------------------------------------------------
3528 const char ExerciseMethod_AUTOMATIC('A');
3529 const char ExerciseMethod_MANUAL('M');
3530 const size_t ExerciseMethod_realm_els(2);
3531 //-------------------------------------------------------------------------------------------------
3533 //-------------------------------------------------------------------------------------------------
3535 const int TradeRequestResult_SUCCESSFUL(0);
3543 const int TradeRequestResult_OTHER(99);
3544 const size_t TradeRequestResult_realm_els(9);
3545 //-------------------------------------------------------------------------------------------------
3547 const int TradeRequestStatus_ACCEPTED(0);
3548 const int TradeRequestStatus_COMPLETED(1);
3549 const int TradeRequestStatus_REJECTED(2);
3550 const size_t TradeRequestStatus_realm_els(3);
3551 //-------------------------------------------------------------------------------------------------
3558 const int TradeReportRejectReason_OTHER(99);
3559 const size_t TradeReportRejectReason_realm_els(6);
3560 //-------------------------------------------------------------------------------------------------
3565 const size_t SideMultiLegReportingType_realm_els(3);
3566 //-------------------------------------------------------------------------------------------------
3568 //-------------------------------------------------------------------------------------------------
3570 //-------------------------------------------------------------------------------------------------
3572 //-------------------------------------------------------------------------------------------------
3574 //-------------------------------------------------------------------------------------------------
3576 //-------------------------------------------------------------------------------------------------
3578 //-------------------------------------------------------------------------------------------------
3580 //-------------------------------------------------------------------------------------------------
3582 //-------------------------------------------------------------------------------------------------
3584 //-------------------------------------------------------------------------------------------------
3586 //-------------------------------------------------------------------------------------------------
3588 //-------------------------------------------------------------------------------------------------
3590 //-------------------------------------------------------------------------------------------------
3592 //-------------------------------------------------------------------------------------------------
3594 //-------------------------------------------------------------------------------------------------
3596 //-------------------------------------------------------------------------------------------------
3598 //-------------------------------------------------------------------------------------------------
3600 //-------------------------------------------------------------------------------------------------
3603 const int TrdRegTimestampType_TIME_IN(2);
3604 const int TrdRegTimestampType_TIME_OUT(3);
3609 const size_t TrdRegTimestampType_realm_els(7);
3610 //-------------------------------------------------------------------------------------------------
3612 //-------------------------------------------------------------------------------------------------
3614 //-------------------------------------------------------------------------------------------------
3616 const int ConfirmType_STATUS(1);
3617 const int ConfirmType_CONFIRMATION(2);
3619 const size_t ConfirmType_realm_els(3);
3620 //-------------------------------------------------------------------------------------------------
3624 const int ConfirmRejReason_OTHER(99);
3625 const size_t ConfirmRejReason_realm_els(3);
3626 //-------------------------------------------------------------------------------------------------
3628 const int BookingType_REGULAR_BOOKING(0);
3629 const int BookingType_CFD(1);
3630 const int BookingType_TOTAL_RETURN_SWAP(2);
3631 const size_t BookingType_realm_els(3);
3632 //-------------------------------------------------------------------------------------------------
3634 //-------------------------------------------------------------------------------------------------
3636 //-------------------------------------------------------------------------------------------------
3638 //-------------------------------------------------------------------------------------------------
3640 //-------------------------------------------------------------------------------------------------
3647 const size_t AllocSettlInstType_realm_els(5);
3648 //-------------------------------------------------------------------------------------------------
3650 //-------------------------------------------------------------------------------------------------
3652 //-------------------------------------------------------------------------------------------------
3654 //-------------------------------------------------------------------------------------------------
3656 //-------------------------------------------------------------------------------------------------
3658 //-------------------------------------------------------------------------------------------------
3660 //-------------------------------------------------------------------------------------------------
3662 const char DlvyInstType_CASH('C');
3663 const char DlvyInstType_SECURITIES('S');
3664 const size_t DlvyInstType_realm_els(2);
3665 //-------------------------------------------------------------------------------------------------
3667 const int TerminationType_OVERNIGHT(1);
3668 const int TerminationType_TERM(2);
3669 const int TerminationType_FLEXIBLE(3);
3670 const int TerminationType_OPEN(4);
3671 const size_t TerminationType_realm_els(4);
3672 //-------------------------------------------------------------------------------------------------
3674 //-------------------------------------------------------------------------------------------------
3676 //-------------------------------------------------------------------------------------------------
3678 //-------------------------------------------------------------------------------------------------
3683 const int SettlInstReqRejCode_OTHER(99);
3684 const size_t SettlInstReqRejCode_realm_els(4);
3685 //-------------------------------------------------------------------------------------------------
3687 //-------------------------------------------------------------------------------------------------
3692 const int AllocReportType_WAREHOUSE_RECAP(5);
3694 const int AllocReportType_ACCEPT(9);
3695 const int AllocReportType_REJECT(10);
3696 const int AllocReportType_ACCEPT_PENDING(11);
3697 const int AllocReportType_COMPLETE(12);
3698 const int AllocReportType_REVERSE_PENDING(14);
3699 const size_t AllocReportType_realm_els(10);
3700 //-------------------------------------------------------------------------------------------------
3702 //-------------------------------------------------------------------------------------------------
3706 const int AllocCancReplaceReason_OTHER(99);
3707 const size_t AllocCancReplaceReason_realm_els(3);
3708 //-------------------------------------------------------------------------------------------------
3710 //-------------------------------------------------------------------------------------------------
3714 const int AllocAccountType_HOUSE_TRADER(3);
3715 const int AllocAccountType_FLOOR_TRADER(4);
3719 const size_t AllocAccountType_realm_els(7);
3720 //-------------------------------------------------------------------------------------------------
3722 //-------------------------------------------------------------------------------------------------
3724 //-------------------------------------------------------------------------------------------------
3726 //-------------------------------------------------------------------------------------------------
3728 //-------------------------------------------------------------------------------------------------
3730 const int PartySubIDType_FIRM(1);
3731 const int PartySubIDType_PERSON(2);
3732 const int PartySubIDType_SYSTEM(3);
3733 const int PartySubIDType_APPLICATION(4);
3735 const int PartySubIDType_POSTAL_ADDRESS(6);
3736 const int PartySubIDType_PHONE_NUMBER(7);
3737 const int PartySubIDType_EMAIL_ADDRESS(8);
3738 const int PartySubIDType_CONTACT_NAME(9);
3742 const int PartySubIDType_REGULATORY_STATUS(13);
3743 const int PartySubIDType_REGISTRATION_NAME(14);
3745 const int PartySubIDType_BIC(16);
3748 const int PartySubIDType_FUND_ACCOUNT_NAME(19);
3749 const int PartySubIDType_TELEX_NUMBER(20);
3750 const int PartySubIDType_FAX_NUMBER(21);
3752 const int PartySubIDType_CASH_ACCOUNT_NAME(23);
3753 const int PartySubIDType_DEPARTMENT(24);
3754 const int PartySubIDType_LOCATION_DESK(25);
3756 const int PartySubIDType_SECURITY_LOCATE_ID(27);
3757 const int PartySubIDType_MARKET_MAKER(28);
3760 const int PartySubIDType_LOCATION(31);
3761 const int PartySubIDType_EXECUTION_VENUE(32);
3763 const size_t PartySubIDType_realm_els(33);
3764 //-------------------------------------------------------------------------------------------------
3766 //-------------------------------------------------------------------------------------------------
3768 //-------------------------------------------------------------------------------------------------
3770 //-------------------------------------------------------------------------------------------------
3772 //-------------------------------------------------------------------------------------------------
3777 const int AllocIntermedReqType_ACCEPT(4);
3780 const size_t AllocIntermedReqType_realm_els(6);
3781 //-------------------------------------------------------------------------------------------------
3783 //-------------------------------------------------------------------------------------------------
3785 //-------------------------------------------------------------------------------------------------
3787 //-------------------------------------------------------------------------------------------------
3789 //-------------------------------------------------------------------------------------------------
3794 const int ApplQueueResolution_END_SESSION(3);
3795 const size_t ApplQueueResolution_realm_els(4);
3796 //-------------------------------------------------------------------------------------------------
3798 const int ApplQueueAction_NO_ACTION_TAKEN(0);
3799 const int ApplQueueAction_QUEUE_FLUSHED(1);
3800 const int ApplQueueAction_OVERLAY_LAST(2);
3801 const int ApplQueueAction_END_SESSION(3);
3802 const size_t ApplQueueAction_realm_els(4);
3803 //-------------------------------------------------------------------------------------------------
3805 //-------------------------------------------------------------------------------------------------
3807 //-------------------------------------------------------------------------------------------------
3809 //-------------------------------------------------------------------------------------------------
3814 const size_t AvgPxIndicator_realm_els(3);
3815 //-------------------------------------------------------------------------------------------------
3817 //-------------------------------------------------------------------------------------------------
3819 //-------------------------------------------------------------------------------------------------
3821 //-------------------------------------------------------------------------------------------------
3823 //-------------------------------------------------------------------------------------------------
3825 //-------------------------------------------------------------------------------------------------
3827 //-------------------------------------------------------------------------------------------------
3835 const size_t TradeAllocIndicator_realm_els(6);
3836 //-------------------------------------------------------------------------------------------------
3841 const size_t ExpirationCycle_realm_els(3);
3842 //-------------------------------------------------------------------------------------------------
3844 const int TrdType_REGULAR_TRADE(0);
3845 const int TrdType_BLOCK_TRADE_1(1);
3846 const int TrdType_EFP(2);
3847 const int TrdType_TRANSFER(3);
3848 const int TrdType_LATE_TRADE(4);
3849 const int TrdType_T_TRADE(5);
3851 const int TrdType_BUNCHED_TRADE(7);
3852 const int TrdType_LATE_BUNCHED_TRADE(8);
3854 const int TrdType_AFTER_HOURS_TRADE(10);
3855 const int TrdType_EXCHANGE_FOR_RISK(11);
3856 const int TrdType_EXCHANGE_FOR_SWAP(12);
3857 const int TrdType_EXCHANGE_OF_FUTURES_FOR(13);
3859 const int TrdType_TRADING_AT_SETTLEMENT(15);
3860 const int TrdType_ALL_OR_NONE(16);
3863 const int TrdType_OPTION_INTERIM_TRADE(19);
3864 const int TrdType_OPTION_CABINET_TRADE(20);
3867 const int TrdType_ERROR_TRADE(24);
3868 const int TrdType_SPECIAL_CUM_DIVIDEND(25);
3869 const int TrdType_SPECIAL_EX_DIVIDEND(26);
3870 const int TrdType_SPECIAL_CUM_COUPON(27);
3871 const int TrdType_SPECIAL_EX_COUPON(28);
3872 const int TrdType_CASH_SETTLEMENT(29);
3873 const int TrdType_SPECIAL_PRICE(30);
3874 const int TrdType_GUARANTEED_DELIVERY(31);
3875 const int TrdType_SPECIAL_CUM_RIGHTS(32);
3876 const int TrdType_SPECIAL_EX_RIGHTS(33);
3879 const int TrdType_SPECIAL_CUM_BONUS(36);
3880 const int TrdType_SPECIAL_EX_BONUS(37);
3881 const int TrdType_BLOCK_TRADE_38(38);
3882 const int TrdType_WORKED_PRINCIPAL_TRADE(39);
3883 const int TrdType_BLOCK_TRADES(40);
3884 const int TrdType_NAME_CHANGE(41);
3885 const int TrdType_PORTFOLIO_TRANSFER(42);
3886 const int TrdType_PROROGATION_BUY(43);
3887 const int TrdType_PROROGATION_SELL(44);
3888 const int TrdType_OPTION_EXERCISE(45);
3889 const int TrdType_DELTA_NEUTRAL_TRANSACTION(46);
3890 const int TrdType_FINANCING_TRANSACTION(47);
3891 const int TrdType_NON_STANDARD_SETTLEMENT(48);
3893 const int TrdType_PORTFOLIO_TRADE(50);
3895 const int TrdType_EXCHANGE_GRANTED_TRADE(52);
3896 const int TrdType_REPURCHASE_AGREEMENT(53);
3897 const int TrdType_OTC(54);
3898 const int TrdType_EXCHANGE_BASIS_FACILITY(55);
3899 const size_t TrdType_realm_els(55);
3900 //-------------------------------------------------------------------------------------------------
3902 const int TrdSubType_CMTA(0);
3909 const int TrdSubType_DIFFERENTIAL_SPREAD(7);
3913 const int TrdSubType_ACATS(11);
3914 const int TrdSubType_AI(14);
3915 const int TrdSubType_B(15);
3916 const int TrdSubType_K(16);
3917 const int TrdSubType_LC(17);
3918 const int TrdSubType_M(18);
3919 const int TrdSubType_N(19);
3920 const int TrdSubType_NM(20);
3921 const int TrdSubType_NR(21);
3922 const int TrdSubType_P(22);
3923 const int TrdSubType_PA(23);
3924 const int TrdSubType_PC(24);
3925 const int TrdSubType_PN(25);
3926 const int TrdSubType_R(26);
3927 const int TrdSubType_RO(27);
3928 const int TrdSubType_RT(28);
3929 const int TrdSubType_SW(29);
3930 const int TrdSubType_T(30);
3931 const int TrdSubType_WN(31);
3932 const int TrdSubType_WT(32);
3933 const int TrdSubType_OFF_HOURS_TRADE(33);
3934 const int TrdSubType_ON_HOURS_TRADE(34);
3935 const int TrdSubType_OTC_QUOTE(35);
3936 const int TrdSubType_CONVERTED_SWAP(36);
3937 const int TrdSubType_CROSSED_TRADE(37);
3939 const int TrdSubType_LARGE_IN_SCALE(39);
3940 const size_t TrdSubType_realm_els(38);
3941 //-------------------------------------------------------------------------------------------------
3943 //-------------------------------------------------------------------------------------------------
3945 //-------------------------------------------------------------------------------------------------
3947 //-------------------------------------------------------------------------------------------------
3949 //-------------------------------------------------------------------------------------------------
3951 const int PegMoveType_FLOATING(0);
3952 const int PegMoveType_FIXED(1);
3953 const size_t PegMoveType_realm_els(2);
3954 //-------------------------------------------------------------------------------------------------
3956 const int PegOffsetType_PRICE(0);
3957 const int PegOffsetType_BASIS_POINTS(1);
3958 const int PegOffsetType_TICKS(2);
3959 const int PegOffsetType_PRICE_TIER(3);
3960 const size_t PegOffsetType_realm_els(4);
3961 //-------------------------------------------------------------------------------------------------
3963 const int PegLimitType_OR_BETTER(0);
3964 const int PegLimitType_STRICT(1);
3965 const int PegLimitType_OR_WORSE(2);
3966 const size_t PegLimitType_realm_els(3);
3967 //-------------------------------------------------------------------------------------------------
3970 const int PegRoundDirection_MORE_PASSIVE(2);
3971 const size_t PegRoundDirection_realm_els(2);
3972 //-------------------------------------------------------------------------------------------------
3974 //-------------------------------------------------------------------------------------------------
3976 const int PegScope_LOCAL(1);
3977 const int PegScope_NATIONAL(2);
3978 const int PegScope_GLOBAL(3);
3980 const size_t PegScope_realm_els(4);
3981 //-------------------------------------------------------------------------------------------------
3983 const int DiscretionMoveType_FLOATING(0);
3984 const int DiscretionMoveType_FIXED(1);
3985 const size_t DiscretionMoveType_realm_els(2);
3986 //-------------------------------------------------------------------------------------------------
3988 const int DiscretionOffsetType_PRICE(0);
3990 const int DiscretionOffsetType_TICKS(2);
3991 const int DiscretionOffsetType_PRICE_TIER(3);
3992 const size_t DiscretionOffsetType_realm_els(4);
3993 //-------------------------------------------------------------------------------------------------
3995 const int DiscretionLimitType_OR_BETTER(0);
3996 const int DiscretionLimitType_STRICT(1);
3997 const int DiscretionLimitType_OR_WORSE(2);
3998 const size_t DiscretionLimitType_realm_els(3);
3999 //-------------------------------------------------------------------------------------------------
4003 const size_t DiscretionRoundDirection_realm_els(2);
4004 //-------------------------------------------------------------------------------------------------
4006 //-------------------------------------------------------------------------------------------------
4008 const int DiscretionScope_LOCAL(1);
4009 const int DiscretionScope_NATIONAL(2);
4010 const int DiscretionScope_GLOBAL(3);
4012 const size_t DiscretionScope_realm_els(4);
4013 //-------------------------------------------------------------------------------------------------
4015 const int TargetStrategy_VWAP(1);
4016 const int TargetStrategy_PARTICIPATE(2);
4018 const size_t TargetStrategy_realm_els(3);
4019 //-------------------------------------------------------------------------------------------------
4021 //-------------------------------------------------------------------------------------------------
4023 //-------------------------------------------------------------------------------------------------
4025 //-------------------------------------------------------------------------------------------------
4030 const int LastLiquidityInd_AUCTION(4);
4031 const size_t LastLiquidityInd_realm_els(4);
4032 //-------------------------------------------------------------------------------------------------
4034 const char PublishTrdIndicator_NO('N');
4035 const char PublishTrdIndicator_YES('Y');
4036 const size_t PublishTrdIndicator_realm_els(2);
4037 //-------------------------------------------------------------------------------------------------
4045 const size_t ShortSaleReason_realm_els(6);
4046 //-------------------------------------------------------------------------------------------------
4048 const int QtyType_UNITS(0);
4049 const int QtyType_CONTRACTS(1);
4051 const size_t QtyType_realm_els(3);
4052 //-------------------------------------------------------------------------------------------------
4054 //-------------------------------------------------------------------------------------------------
4056 const int TradeReportType_SUBMIT(0);
4057 const int TradeReportType_ALLEGED_1(1);
4058 const int TradeReportType_ACCEPT(2);
4059 const int TradeReportType_DECLINE(3);
4060 const int TradeReportType_ADDENDUM(4);
4061 const int TradeReportType_NO_WAS(5);
4063 const int TradeReportType_7(7);
4064 const int TradeReportType_DEFAULTED(8);
4065 const int TradeReportType_INVALID_CMTA(9);
4066 const int TradeReportType_PENDED(10);
4067 const int TradeReportType_ALLEGED_NEW(11);
4068 const int TradeReportType_ALLEGED_ADDENDUM(12);
4069 const int TradeReportType_ALLEGED_NO_WAS(13);
4071 const int TradeReportType_ALLEGED_15(15);
4072 const size_t TradeReportType_realm_els(16);
4073 //-------------------------------------------------------------------------------------------------
4075 const int AllocNoOrdersType_NOT_SPECIFIED(0);
4077 const size_t AllocNoOrdersType_realm_els(2);
4078 //-------------------------------------------------------------------------------------------------
4080 //-------------------------------------------------------------------------------------------------
4082 //-------------------------------------------------------------------------------------------------
4084 //-------------------------------------------------------------------------------------------------
4086 //-------------------------------------------------------------------------------------------------
4088 //-------------------------------------------------------------------------------------------------
4090 //-------------------------------------------------------------------------------------------------
4092 //-------------------------------------------------------------------------------------------------
4094 const int EventType_PUT(1);
4095 const int EventType_CALL(2);
4096 const int EventType_TENDER(3);
4097 const int EventType_SINKING_FUND_CALL(4);
4098 const int EventType_ACTIVATION(5);
4099 const int EventType_INACTIVIATION(6);
4101 const int EventType_SWAP_START_DATE(8);
4102 const int EventType_SWAP_END_DATE(9);
4103 const int EventType_SWAP_ROLL_DATE(10);
4104 const int EventType_SWAP_NEXT_START_DATE(11);
4105 const int EventType_SWAP_NEXT_ROLL_DATE(12);
4106 const int EventType_FIRST_DELIVERY_DATE(13);
4107 const int EventType_LAST_DELIVERY_DATE(14);
4110 const int EventType_FIRST_INTENT_DATE(17);
4111 const int EventType_LAST_INTENT_DATE(18);
4112 const int EventType_POSITION_REMOVAL_DATE(19);
4113 const int EventType_OTHER(99);
4114 const size_t EventType_realm_els(20);
4115 //-------------------------------------------------------------------------------------------------
4117 //-------------------------------------------------------------------------------------------------
4119 //-------------------------------------------------------------------------------------------------
4121 //-------------------------------------------------------------------------------------------------
4123 //-------------------------------------------------------------------------------------------------
4125 //-------------------------------------------------------------------------------------------------
4127 const int InstrAttribType_FLAT(1);
4128 const int InstrAttribType_ZERO_COUPON(2);
4131 const int InstrAttribType_VARIABLE_RATE(5);
4133 const int InstrAttribType_STEPPED_COUPON(7);
4134 const int InstrAttribType_COUPON_PERIOD(8);
4137 const int InstrAttribType_CALLABLE_PUTTABLE(11);
4140 const int InstrAttribType_PRE_REFUNDED(14);
4141 const int InstrAttribType_IN_DEFAULT(15);
4142 const int InstrAttribType_UNRATED(16);
4143 const int InstrAttribType_TAXABLE(17);
4144 const int InstrAttribType_INDEXED(18);
4157 const size_t InstrAttribType_realm_els(30);
4158 //-------------------------------------------------------------------------------------------------
4160 //-------------------------------------------------------------------------------------------------
4162 //-------------------------------------------------------------------------------------------------
4164 //-------------------------------------------------------------------------------------------------
4166 const int CPProgram_3(1);
4167 const int CPProgram_4(2);
4168 const int CPProgram_OTHER(99);
4169 const size_t CPProgram_realm_els(3);
4170 //-------------------------------------------------------------------------------------------------
4172 //-------------------------------------------------------------------------------------------------
4174 //-------------------------------------------------------------------------------------------------
4176 //-------------------------------------------------------------------------------------------------
4178 //-------------------------------------------------------------------------------------------------
4180 //-------------------------------------------------------------------------------------------------
4182 //-------------------------------------------------------------------------------------------------
4184 //-------------------------------------------------------------------------------------------------
4186 //-------------------------------------------------------------------------------------------------
4188 //-------------------------------------------------------------------------------------------------
4190 //-------------------------------------------------------------------------------------------------
4192 //-------------------------------------------------------------------------------------------------
4194 //-------------------------------------------------------------------------------------------------
4196 //-------------------------------------------------------------------------------------------------
4198 //-------------------------------------------------------------------------------------------------
4200 //-------------------------------------------------------------------------------------------------
4202 const int MiscFeeBasis_ABSOLUTE(0);
4203 const int MiscFeeBasis_PER_UNIT(1);
4204 const int MiscFeeBasis_PERCENTAGE(2);
4205 const size_t MiscFeeBasis_realm_els(3);
4206 //-------------------------------------------------------------------------------------------------
4208 //-------------------------------------------------------------------------------------------------
4210 const char LastFragment_NO('N');
4211 const char LastFragment_YES('Y');
4212 const size_t LastFragment_realm_els(2);
4213 //-------------------------------------------------------------------------------------------------
4215 //-------------------------------------------------------------------------------------------------
4217 const int CollAsgnReason_INITIAL(0);
4218 const int CollAsgnReason_SCHEDULED(1);
4219 const int CollAsgnReason_TIME_WARNING(2);
4221 const int CollAsgnReason_MARGIN_EXCESS(4);
4223 const int CollAsgnReason_EVENT_OF_DEFAULT(6);
4225 const size_t CollAsgnReason_realm_els(8);
4226 //-------------------------------------------------------------------------------------------------
4228 const int CollInquiryQualifier_TRADE_DATE(0);
4236 const size_t CollInquiryQualifier_realm_els(8);
4237 //-------------------------------------------------------------------------------------------------
4239 //-------------------------------------------------------------------------------------------------
4241 //-------------------------------------------------------------------------------------------------
4243 //-------------------------------------------------------------------------------------------------
4245 //-------------------------------------------------------------------------------------------------
4247 //-------------------------------------------------------------------------------------------------
4249 //-------------------------------------------------------------------------------------------------
4251 const int CollAsgnTransType_NEW(0);
4252 const int CollAsgnTransType_REPLACE(1);
4253 const int CollAsgnTransType_CANCEL(2);
4254 const int CollAsgnTransType_RELEASE(3);
4255 const int CollAsgnTransType_REVERSE(4);
4256 const size_t CollAsgnTransType_realm_els(5);
4257 //-------------------------------------------------------------------------------------------------
4259 //-------------------------------------------------------------------------------------------------
4261 const int CollAsgnRespType_RECEIVED(0);
4262 const int CollAsgnRespType_ACCEPTED(1);
4263 const int CollAsgnRespType_DECLINED(2);
4264 const int CollAsgnRespType_REJECTED(3);
4265 const size_t CollAsgnRespType_realm_els(4);
4266 //-------------------------------------------------------------------------------------------------
4274 const int CollAsgnRejectReason_OTHER(99);
4275 const size_t CollAsgnRejectReason_realm_els(7);
4276 //-------------------------------------------------------------------------------------------------
4278 //-------------------------------------------------------------------------------------------------
4280 //-------------------------------------------------------------------------------------------------
4282 //-------------------------------------------------------------------------------------------------
4284 const int CollStatus_UNASSIGNED(0);
4285 const int CollStatus_PARTIALLY_ASSIGNED(1);
4286 const int CollStatus_ASSIGNMENT_PROPOSED(2);
4287 const int CollStatus_ASSIGNED(3);
4288 const int CollStatus_CHALLENGED(4);
4289 const size_t CollStatus_realm_els(5);
4290 //-------------------------------------------------------------------------------------------------
4292 //-------------------------------------------------------------------------------------------------
4294 const char LastRptRequested_NO('N');
4295 const char LastRptRequested_YES('Y');
4296 const size_t LastRptRequested_realm_els(2);
4297 //-------------------------------------------------------------------------------------------------
4299 //-------------------------------------------------------------------------------------------------
4301 //-------------------------------------------------------------------------------------------------
4303 //-------------------------------------------------------------------------------------------------
4305 //-------------------------------------------------------------------------------------------------
4307 //-------------------------------------------------------------------------------------------------
4309 //-------------------------------------------------------------------------------------------------
4312 const int DeliveryType_FREE_DELIVER(1);
4313 const int DeliveryType_TRI_PARTY(2);
4314 const int DeliveryType_HOLD_IN_CUSTODY(3);
4315 const size_t DeliveryType_realm_els(4);
4316 //-------------------------------------------------------------------------------------------------
4318 //-------------------------------------------------------------------------------------------------
4320 //-------------------------------------------------------------------------------------------------
4322 //-------------------------------------------------------------------------------------------------
4324 //-------------------------------------------------------------------------------------------------
4326 const int UserRequestType_LOG_ON_USER(1);
4327 const int UserRequestType_LOG_OFF_USER(2);
4330 const size_t UserRequestType_realm_els(4);
4331 //-------------------------------------------------------------------------------------------------
4333 //-------------------------------------------------------------------------------------------------
4335 const int UserStatus_LOGGED_IN(1);
4336 const int UserStatus_NOT_LOGGED_IN(2);
4337 const int UserStatus_USER_NOT_RECOGNISED(3);
4338 const int UserStatus_PASSWORD_INCORRECT(4);
4339 const int UserStatus_PASSWORD_CHANGED(5);
4340 const int UserStatus_OTHER(6);
4343 const size_t UserStatus_realm_els(8);
4344 //-------------------------------------------------------------------------------------------------
4346 //-------------------------------------------------------------------------------------------------
4348 const int StatusValue_CONNECTED(1);
4349 const int StatusValue_NOT_CONNECTED_2(2);
4350 const int StatusValue_NOT_CONNECTED_3(3);
4351 const int StatusValue_IN_PROCESS(4);
4352 const size_t StatusValue_realm_els(4);
4353 //-------------------------------------------------------------------------------------------------
4355 //-------------------------------------------------------------------------------------------------
4357 //-------------------------------------------------------------------------------------------------
4359 //-------------------------------------------------------------------------------------------------
4361 //-------------------------------------------------------------------------------------------------
4363 //-------------------------------------------------------------------------------------------------
4365 //-------------------------------------------------------------------------------------------------
4367 const int NetworkRequestType_SNAPSHOT(1);
4368 const int NetworkRequestType_SUBSCRIBE(2);
4371 const size_t NetworkRequestType_realm_els(4);
4372 //-------------------------------------------------------------------------------------------------
4374 //-------------------------------------------------------------------------------------------------
4376 const int NetworkStatusResponseType_FULL(1);
4378 const size_t NetworkStatusResponseType_realm_els(2);
4379 //-------------------------------------------------------------------------------------------------
4381 //-------------------------------------------------------------------------------------------------
4383 const int TrdRptStatus_ACCEPTED(0);
4384 const int TrdRptStatus_REJECTED(1);
4386 const size_t TrdRptStatus_realm_els(3);
4387 //-------------------------------------------------------------------------------------------------
4389 const int AffirmStatus_RECEIVED(1);
4391 const int AffirmStatus_AFFIRMED(3);
4392 const size_t AffirmStatus_realm_els(3);
4393 //-------------------------------------------------------------------------------------------------
4395 //-------------------------------------------------------------------------------------------------
4397 //-------------------------------------------------------------------------------------------------
4399 //-------------------------------------------------------------------------------------------------
4401 const int CollAction_RETAIN(0);
4402 const int CollAction_ADD(1);
4403 const int CollAction_REMOVE(2);
4404 const size_t CollAction_realm_els(3);
4405 //-------------------------------------------------------------------------------------------------
4407 const int CollInquiryStatus_ACCEPTED(0);
4409 const int CollInquiryStatus_COMPLETED(2);
4411 const int CollInquiryStatus_REJECTED(4);
4412 const size_t CollInquiryStatus_realm_els(5);
4413 //-------------------------------------------------------------------------------------------------
4415 const int CollInquiryResult_SUCCESSFUL(0);
4425 const int CollInquiryResult_OTHER(99);
4426 const size_t CollInquiryResult_realm_els(11);
4427 //-------------------------------------------------------------------------------------------------
4429 //-------------------------------------------------------------------------------------------------
4431 //-------------------------------------------------------------------------------------------------
4433 //-------------------------------------------------------------------------------------------------
4435 //-------------------------------------------------------------------------------------------------
4437 //-------------------------------------------------------------------------------------------------
4439 //-------------------------------------------------------------------------------------------------
4441 //-------------------------------------------------------------------------------------------------
4443 //-------------------------------------------------------------------------------------------------
4445 //-------------------------------------------------------------------------------------------------
4447 //-------------------------------------------------------------------------------------------------
4449 //-------------------------------------------------------------------------------------------------
4451 //-------------------------------------------------------------------------------------------------
4453 const int StrategyParameterType_INT(1);
4454 const int StrategyParameterType_LENGTH(2);
4456 const int StrategyParameterType_SEQNUM(4);
4457 const int StrategyParameterType_TAGNUM(5);
4458 const int StrategyParameterType_FLOAT(6);
4459 const int StrategyParameterType_QTY(7);
4460 const int StrategyParameterType_PRICE(8);
4462 const int StrategyParameterType_AMT(10);
4463 const int StrategyParameterType_PERCENTAGE(11);
4464 const int StrategyParameterType_CHAR(12);
4465 const int StrategyParameterType_BOOLEAN(13);
4466 const int StrategyParameterType_STRING(14);
4468 const int StrategyParameterType_CURRENCY(16);
4469 const int StrategyParameterType_EXCHANGE(17);
4470 const int StrategyParameterType_MONTHYEAR(18);
4472 const int StrategyParameterType_UTCTIMEONLY(20);
4474 const int StrategyParameterType_UTCDATEONLY(22);
4475 const int StrategyParameterType_DATA(23);
4477 const int StrategyParameterType_COUNTRY(25);
4478 const int StrategyParameterType_LANGUAGE(26);
4479 const int StrategyParameterType_TZTIMEONLY(27);
4480 const int StrategyParameterType_TZTIMESTAMP(28);
4481 const int StrategyParameterType_TENOR(29);
4482 const size_t StrategyParameterType_realm_els(29);
4483 //-------------------------------------------------------------------------------------------------
4485 //-------------------------------------------------------------------------------------------------
4487 //-------------------------------------------------------------------------------------------------
4489 //-------------------------------------------------------------------------------------------------
4491 //-------------------------------------------------------------------------------------------------
4493 //-------------------------------------------------------------------------------------------------
4497 const size_t SecurityStatusID_realm_els(2);
4498 //-------------------------------------------------------------------------------------------------
4500 //-------------------------------------------------------------------------------------------------
4502 //-------------------------------------------------------------------------------------------------
4504 //-------------------------------------------------------------------------------------------------
4506 //-------------------------------------------------------------------------------------------------
4508 //-------------------------------------------------------------------------------------------------
4510 //-------------------------------------------------------------------------------------------------
4512 //-------------------------------------------------------------------------------------------------
4514 //-------------------------------------------------------------------------------------------------
4516 const f8String UnderlyingCashType_DIFF("DIFF");
4517 const f8String UnderlyingCashType_FIXED("FIXED");
4518 const size_t UnderlyingCashType_realm_els(2);
4519 //-------------------------------------------------------------------------------------------------
4524 const size_t UnderlyingSettlementType_realm_els(3);
4525 //-------------------------------------------------------------------------------------------------
4527 //-------------------------------------------------------------------------------------------------
4529 //-------------------------------------------------------------------------------------------------
4531 //-------------------------------------------------------------------------------------------------
4533 //-------------------------------------------------------------------------------------------------
4535 const char SecurityUpdateAction_ADD('A');
4536 const char SecurityUpdateAction_DELETE('D');
4537 const char SecurityUpdateAction_MODIFY('M');
4538 const size_t SecurityUpdateAction_realm_els(3);
4539 //-------------------------------------------------------------------------------------------------
4541 //-------------------------------------------------------------------------------------------------
4543 const int ExpirationQtyType_AUTO_EXERCISE(1);
4547 const int ExpirationQtyType_DIFFERENCE(5);
4548 const size_t ExpirationQtyType_realm_els(5);
4549 //-------------------------------------------------------------------------------------------------
4551 //-------------------------------------------------------------------------------------------------
4553 //-------------------------------------------------------------------------------------------------
4555 //-------------------------------------------------------------------------------------------------
4557 //-------------------------------------------------------------------------------------------------
4559 //-------------------------------------------------------------------------------------------------
4561 //-------------------------------------------------------------------------------------------------
4563 //-------------------------------------------------------------------------------------------------
4565 //-------------------------------------------------------------------------------------------------
4567 //-------------------------------------------------------------------------------------------------
4571 const size_t IndividualAllocType_realm_els(2);
4572 //-------------------------------------------------------------------------------------------------
4574 //-------------------------------------------------------------------------------------------------
4576 //-------------------------------------------------------------------------------------------------
4578 const f8String UnitOfMeasure_ALLOWANCES("Alw");
4579 const f8String UnitOfMeasure_BARRELS("Bbl");
4581 const f8String UnitOfMeasure_BUSHELS("Bu");
4582 const f8String UnitOfMeasure_GALLONS("Gal");
4586 const f8String UnitOfMeasure_US_DOLLARS("USD");
4587 const f8String UnitOfMeasure_POUNDS("lbs");
4588 const f8String UnitOfMeasure_TROY_OUNCES("oz_tr");
4590 const f8String UnitOfMeasure_TONS("tn");
4591 const size_t UnitOfMeasure_realm_els(13);
4592 //-------------------------------------------------------------------------------------------------
4594 const f8String TimeUnit_DAY("D");
4595 const f8String TimeUnit_HOUR("H");
4596 const f8String TimeUnit_MINUTE("Min");
4597 const f8String TimeUnit_MONTH("Mo");
4598 const f8String TimeUnit_SECOND("S");
4599 const f8String TimeUnit_WEEK("Wk");
4600 const f8String TimeUnit_YEAR("Yr");
4601 const size_t TimeUnit_realm_els(7);
4602 //-------------------------------------------------------------------------------------------------
4604 //-------------------------------------------------------------------------------------------------
4606 //-------------------------------------------------------------------------------------------------
4608 //-------------------------------------------------------------------------------------------------
4610 //-------------------------------------------------------------------------------------------------
4612 const int AllocMethod_AUTOMATIC(1);
4613 const int AllocMethod_GUARANTOR(2);
4614 const int AllocMethod_MANUAL(3);
4615 const size_t AllocMethod_realm_els(3);
4616 //-------------------------------------------------------------------------------------------------
4618 //-------------------------------------------------------------------------------------------------
4620 //-------------------------------------------------------------------------------------------------
4622 //-------------------------------------------------------------------------------------------------
4624 //-------------------------------------------------------------------------------------------------
4626 //-------------------------------------------------------------------------------------------------
4628 //-------------------------------------------------------------------------------------------------
4630 //-------------------------------------------------------------------------------------------------
4632 //-------------------------------------------------------------------------------------------------
4634 //-------------------------------------------------------------------------------------------------
4636 //-------------------------------------------------------------------------------------------------
4638 const char AsOfIndicator_FALSE('0');
4639 const char AsOfIndicator_TRUE('1');
4640 const size_t AsOfIndicator_realm_els(2);
4641 //-------------------------------------------------------------------------------------------------
4643 //-------------------------------------------------------------------------------------------------
4645 //-------------------------------------------------------------------------------------------------
4647 //-------------------------------------------------------------------------------------------------
4649 //-------------------------------------------------------------------------------------------------
4651 //-------------------------------------------------------------------------------------------------
4653 const int MDBookType_TOP_OF_BOOK(1);
4654 const int MDBookType_PRICE_DEPTH(2);
4655 const int MDBookType_ORDER_DEPTH(3);
4656 const size_t MDBookType_realm_els(3);
4657 //-------------------------------------------------------------------------------------------------
4659 //-------------------------------------------------------------------------------------------------
4661 //-------------------------------------------------------------------------------------------------
4663 const int MDOriginType_BOOK(0);
4664 const int MDOriginType_OFF_BOOK(1);
4665 const int MDOriginType_CROSS(2);
4666 const size_t MDOriginType_realm_els(3);
4667 //-------------------------------------------------------------------------------------------------
4669 //-------------------------------------------------------------------------------------------------
4671 //-------------------------------------------------------------------------------------------------
4673 //-------------------------------------------------------------------------------------------------
4675 //-------------------------------------------------------------------------------------------------
4677 //-------------------------------------------------------------------------------------------------
4679 //-------------------------------------------------------------------------------------------------
4705 const size_t CustOrderHandlingInst_realm_els(24);
4706 //-------------------------------------------------------------------------------------------------
4709 const size_t OrderHandlingInstSource_realm_els(1);
4710 //-------------------------------------------------------------------------------------------------
4712 const f8String DeskType_AGENCY("A");
4713 const f8String DeskType_ARBITRAGE("AR");
4714 const f8String DeskType_DERIVATIVES("D");
4715 const f8String DeskType_INTERNATIONAL("IN");
4716 const f8String DeskType_INSTITUTIONAL("IS");
4717 const f8String DeskType_OTHER("O");
4719 const f8String DeskType_PROPRIETARY("PR");
4721 const f8String DeskType_SALES("S");
4722 const f8String DeskType_TRADING("T");
4723 const size_t DeskType_realm_els(11);
4724 //-------------------------------------------------------------------------------------------------
4726 const int DeskTypeSource_NASD_OATS(1);
4727 const size_t DeskTypeSource_realm_els(1);
4728 //-------------------------------------------------------------------------------------------------
4754 const size_t DeskOrderHandlingInst_realm_els(24);
4755 //-------------------------------------------------------------------------------------------------
4758 const char ExecAckStatus_ACCEPTED('1');
4759 const char ExecAckStatus_DONT_KNOW('2');
4760 const size_t ExecAckStatus_realm_els(3);
4761 //-------------------------------------------------------------------------------------------------
4763 //-------------------------------------------------------------------------------------------------
4765 //-------------------------------------------------------------------------------------------------
4767 //-------------------------------------------------------------------------------------------------
4769 //-------------------------------------------------------------------------------------------------
4771 //-------------------------------------------------------------------------------------------------
4773 //-------------------------------------------------------------------------------------------------
4775 const int CollApplType_SPECIFIC_DEPOSIT(0);
4776 const int CollApplType_GENERAL(1);
4777 const size_t CollApplType_realm_els(2);
4778 //-------------------------------------------------------------------------------------------------
4780 //-------------------------------------------------------------------------------------------------
4782 //-------------------------------------------------------------------------------------------------
4784 const char UnderlyingFXRateCalc_DIVIDE('D');
4785 const char UnderlyingFXRateCalc_MULTIPLY('M');
4786 const size_t UnderlyingFXRateCalc_realm_els(2);
4787 //-------------------------------------------------------------------------------------------------
4789 const char AllocPositionEffect_CLOSE('C');
4790 const char AllocPositionEffect_FIFO('F');
4791 const char AllocPositionEffect_OPEN('O');
4792 const char AllocPositionEffect_ROLLED('R');
4793 const size_t AllocPositionEffect_realm_els(4);
4794 //-------------------------------------------------------------------------------------------------
4796 const char DealingCapacity_AGENT('A');
4797 const char DealingCapacity_PRINCIPAL('P');
4798 const char DealingCapacity_RISKLESS_PRINCIPAL('R');
4799 const size_t DealingCapacity_realm_els(3);
4800 //-------------------------------------------------------------------------------------------------
4802 //-------------------------------------------------------------------------------------------------
4804 //-------------------------------------------------------------------------------------------------
4806 //-------------------------------------------------------------------------------------------------
4808 //-------------------------------------------------------------------------------------------------
4810 //-------------------------------------------------------------------------------------------------
4812 //-------------------------------------------------------------------------------------------------
4814 //-------------------------------------------------------------------------------------------------
4816 //-------------------------------------------------------------------------------------------------
4818 const char AggressorIndicator_NO('N');
4819 const char AggressorIndicator_YES('Y');
4820 const size_t AggressorIndicator_realm_els(2);
4821 //-------------------------------------------------------------------------------------------------
4823 //-------------------------------------------------------------------------------------------------
4825 //-------------------------------------------------------------------------------------------------
4827 //-------------------------------------------------------------------------------------------------
4829 //-------------------------------------------------------------------------------------------------
4831 //-------------------------------------------------------------------------------------------------
4833 //-------------------------------------------------------------------------------------------------
4835 //-------------------------------------------------------------------------------------------------
4837 //-------------------------------------------------------------------------------------------------
4839 //-------------------------------------------------------------------------------------------------
4841 //-------------------------------------------------------------------------------------------------
4843 //-------------------------------------------------------------------------------------------------
4845 //-------------------------------------------------------------------------------------------------
4847 const int MDQuoteType_INDICATIVE(0);
4848 const int MDQuoteType_TRADEABLE(1);
4850 const int MDQuoteType_COUNTER(3);
4852 const size_t MDQuoteType_realm_els(5);
4853 //-------------------------------------------------------------------------------------------------
4855 //-------------------------------------------------------------------------------------------------
4857 //-------------------------------------------------------------------------------------------------
4859 //-------------------------------------------------------------------------------------------------
4861 //-------------------------------------------------------------------------------------------------
4863 //-------------------------------------------------------------------------------------------------
4865 //-------------------------------------------------------------------------------------------------
4867 //-------------------------------------------------------------------------------------------------
4869 const char RefOrderIDSource_SECONDARYORDERID('0');
4870 const char RefOrderIDSource_ORDERID('1');
4871 const char RefOrderIDSource_MDENTRYID('2');
4872 const char RefOrderIDSource_QUOTEENTRYID('3');
4873 const char RefOrderIDSource_ORIGINAL_ORDER_ID('4');
4874 const size_t RefOrderIDSource_realm_els(5);
4875 //-------------------------------------------------------------------------------------------------
4877 //-------------------------------------------------------------------------------------------------
4879 const char DisplayWhen_IMMEDIATE('1');
4880 const char DisplayWhen_EXHAUST('2');
4881 const size_t DisplayWhen_realm_els(2);
4882 //-------------------------------------------------------------------------------------------------
4884 const char DisplayMethod_INITIAL('1');
4885 const char DisplayMethod_NEW('2');
4886 const char DisplayMethod_RANDOM('3');
4887 const char DisplayMethod_UNDISCLOSED('4');
4888 const size_t DisplayMethod_realm_els(4);
4889 //-------------------------------------------------------------------------------------------------
4891 //-------------------------------------------------------------------------------------------------
4893 //-------------------------------------------------------------------------------------------------
4895 //-------------------------------------------------------------------------------------------------
4897 //-------------------------------------------------------------------------------------------------
4899 //-------------------------------------------------------------------------------------------------
4901 //-------------------------------------------------------------------------------------------------
4903 //-------------------------------------------------------------------------------------------------
4905 const char PriceProtectionScope_NONE('0');
4906 const char PriceProtectionScope_LOCAL('1');
4907 const char PriceProtectionScope_NATIONAL('2');
4908 const char PriceProtectionScope_GLOBAL('3');
4909 const size_t PriceProtectionScope_realm_els(4);
4910 //-------------------------------------------------------------------------------------------------
4912 const char LotType_ODD_LOT('1');
4913 const char LotType_ROUND_LOT('2');
4914 const char LotType_BLOCK_LOT('3');
4916 const size_t LotType_realm_els(4);
4917 //-------------------------------------------------------------------------------------------------
4919 const int PegPriceType_LAST_PEG(1);
4920 const int PegPriceType_MID_PRICE_PEG(2);
4921 const int PegPriceType_OPENING_PEG(3);
4922 const int PegPriceType_MARKET_PEG(4);
4923 const int PegPriceType_PRIMARY_PEG(5);
4924 const int PegPriceType_PEG_TO_VWAP(7);
4925 const int PegPriceType_TRAILING_STOP_PEG(8);
4926 const int PegPriceType_PEG_TO_LIMIT_PRICE(9);
4927 const size_t PegPriceType_realm_els(8);
4928 //-------------------------------------------------------------------------------------------------
4930 //-------------------------------------------------------------------------------------------------
4932 //-------------------------------------------------------------------------------------------------
4934 //-------------------------------------------------------------------------------------------------
4936 //-------------------------------------------------------------------------------------------------
4938 //-------------------------------------------------------------------------------------------------
4940 const char TriggerType_PARTIAL_EXECUTION('1');
4942 const char TriggerType_NEXT_AUCTION('3');
4943 const char TriggerType_PRICE_MOVEMENT('4');
4944 const size_t TriggerType_realm_els(4);
4945 //-------------------------------------------------------------------------------------------------
4947 const char TriggerAction_ACTIVATE('1');
4948 const char TriggerAction_MODIFY('2');
4949 const char TriggerAction_CANCEL('3');
4950 const size_t TriggerAction_realm_els(3);
4951 //-------------------------------------------------------------------------------------------------
4953 //-------------------------------------------------------------------------------------------------
4955 //-------------------------------------------------------------------------------------------------
4957 //-------------------------------------------------------------------------------------------------
4959 //-------------------------------------------------------------------------------------------------
4961 //-------------------------------------------------------------------------------------------------
4963 const char TriggerPriceType_BEST_OFFER('1');
4964 const char TriggerPriceType_LAST_TRADE('2');
4965 const char TriggerPriceType_BEST_BID('3');
4968 const char TriggerPriceType_BEST_MID('6');
4969 const size_t TriggerPriceType_realm_els(6);
4970 //-------------------------------------------------------------------------------------------------
4972 const char TriggerPriceTypeScope_NONE('0');
4973 const char TriggerPriceTypeScope_LOCAL('1');
4974 const char TriggerPriceTypeScope_NATIONAL('2');
4975 const char TriggerPriceTypeScope_GLOBAL('3');
4976 const size_t TriggerPriceTypeScope_realm_els(4);
4977 //-------------------------------------------------------------------------------------------------
4981 const size_t TriggerPriceDirection_realm_els(2);
4982 //-------------------------------------------------------------------------------------------------
4984 //-------------------------------------------------------------------------------------------------
4986 const char TriggerOrderType_MARKET('1');
4987 const char TriggerOrderType_LIMIT('2');
4988 const size_t TriggerOrderType_realm_els(2);
4989 //-------------------------------------------------------------------------------------------------
4991 //-------------------------------------------------------------------------------------------------
4993 //-------------------------------------------------------------------------------------------------
4995 //-------------------------------------------------------------------------------------------------
4997 const char OrderCategory_ORDER('1');
4998 const char OrderCategory_QUOTE('2');
5000 const char OrderCategory_MULTILEG_ORDER('4');
5001 const char OrderCategory_LINKED_ORDER('5');
5002 const char OrderCategory_QUOTE_REQUEST('6');
5003 const char OrderCategory_IMPLIED_ORDER('7');
5004 const char OrderCategory_CROSS_ORDER('8');
5005 const char OrderCategory_STREAMING_PRICE('9');
5006 const size_t OrderCategory_realm_els(9);
5007 //-------------------------------------------------------------------------------------------------
5009 //-------------------------------------------------------------------------------------------------
5011 //-------------------------------------------------------------------------------------------------
5013 //-------------------------------------------------------------------------------------------------
5015 //-------------------------------------------------------------------------------------------------
5017 //-------------------------------------------------------------------------------------------------
5019 //-------------------------------------------------------------------------------------------------
5021 //-------------------------------------------------------------------------------------------------
5024 const char TradeHandlingInstr_TWO_PARTY_REPORT('1');
5029 const size_t TradeHandlingInstr_realm_els(6);
5030 //-------------------------------------------------------------------------------------------------
5032 //-------------------------------------------------------------------------------------------------
5034 //-------------------------------------------------------------------------------------------------
5036 //-------------------------------------------------------------------------------------------------
5038 //-------------------------------------------------------------------------------------------------
5040 const f8String ApplVerID_FIX27("0");
5041 const f8String ApplVerID_FIX30("1");
5042 const f8String ApplVerID_FIX40("2");
5043 const f8String ApplVerID_FIX41("3");
5044 const f8String ApplVerID_FIX42("4");
5045 const f8String ApplVerID_FIX43("5");
5046 const f8String ApplVerID_FIX44("6");
5047 const f8String ApplVerID_FIX50("7");
5048 const f8String ApplVerID_FIX50SP1("8");
5049 const f8String ApplVerID_FIX50SP2("9");
5050 const size_t ApplVerID_realm_els(10);
5051 //-------------------------------------------------------------------------------------------------
5053 //-------------------------------------------------------------------------------------------------
5055 //-------------------------------------------------------------------------------------------------
5057 //-------------------------------------------------------------------------------------------------
5059 //-------------------------------------------------------------------------------------------------
5061 const char ExDestinationIDSource_BIC('B');
5063 const char ExDestinationIDSource_PROPRIETARY('D');
5065 const char ExDestinationIDSource_MIC('G');
5066 const size_t ExDestinationIDSource_realm_els(5);
5067 //-------------------------------------------------------------------------------------------------
5069 //-------------------------------------------------------------------------------------------------
5071 //-------------------------------------------------------------------------------------------------
5073 //-------------------------------------------------------------------------------------------------
5075 const f8String DefaultApplVerID_FIX27("0");
5076 const f8String DefaultApplVerID_FIX30("1");
5077 const f8String DefaultApplVerID_FIX40("2");
5078 const f8String DefaultApplVerID_FIX41("3");
5079 const f8String DefaultApplVerID_FIX42("4");
5080 const f8String DefaultApplVerID_FIX43("5");
5081 const f8String DefaultApplVerID_FIX44("6");
5082 const f8String DefaultApplVerID_FIX50("7");
5085 const size_t DefaultApplVerID_realm_els(10);
5086 //-------------------------------------------------------------------------------------------------
5088 //-------------------------------------------------------------------------------------------------
5090 //-------------------------------------------------------------------------------------------------
5092 //-------------------------------------------------------------------------------------------------
5094 //-------------------------------------------------------------------------------------------------
5096 //-------------------------------------------------------------------------------------------------
5098 //-------------------------------------------------------------------------------------------------
5104 const size_t ImpliedMarketIndicator_realm_els(4);
5105 //-------------------------------------------------------------------------------------------------
5107 //-------------------------------------------------------------------------------------------------
5109 //-------------------------------------------------------------------------------------------------
5111 //-------------------------------------------------------------------------------------------------
5113 //-------------------------------------------------------------------------------------------------
5115 //-------------------------------------------------------------------------------------------------
5117 //-------------------------------------------------------------------------------------------------
5119 //-------------------------------------------------------------------------------------------------
5121 //-------------------------------------------------------------------------------------------------
5123 //-------------------------------------------------------------------------------------------------
5125 //-------------------------------------------------------------------------------------------------
5127 //-------------------------------------------------------------------------------------------------
5129 //-------------------------------------------------------------------------------------------------
5131 //-------------------------------------------------------------------------------------------------
5133 const int SettlObligMode_PRELIMINARY(1);
5134 const int SettlObligMode_FINAL(2);
5135 const size_t SettlObligMode_realm_els(2);
5136 //-------------------------------------------------------------------------------------------------
5138 //-------------------------------------------------------------------------------------------------
5140 //-------------------------------------------------------------------------------------------------
5142 const char SettlObligTransType_CANCEL('C');
5143 const char SettlObligTransType_NEW('N');
5144 const char SettlObligTransType_REPLACE('R');
5145 const char SettlObligTransType_RESTATE('T');
5146 const size_t SettlObligTransType_realm_els(4);
5147 //-------------------------------------------------------------------------------------------------
5149 //-------------------------------------------------------------------------------------------------
5153 const char SettlObligSource_INVESTOR('3');
5154 const size_t SettlObligSource_realm_els(3);
5155 //-------------------------------------------------------------------------------------------------
5157 //-------------------------------------------------------------------------------------------------
5159 //-------------------------------------------------------------------------------------------------
5161 const int QuoteEntryStatus_ACCEPTED(0);
5162 const int QuoteEntryStatus_REJECTED(5);
5164 const int QuoteEntryStatus_EXPIRED(7);
5169 const int QuoteEntryStatus_ACTIVE(16);
5170 const size_t QuoteEntryStatus_realm_els(9);
5171 //-------------------------------------------------------------------------------------------------
5173 //-------------------------------------------------------------------------------------------------
5175 //-------------------------------------------------------------------------------------------------
5177 //-------------------------------------------------------------------------------------------------
5179 //-------------------------------------------------------------------------------------------------
5185 const size_t RespondentType_realm_els(4);
5186 //-------------------------------------------------------------------------------------------------
5188 //-------------------------------------------------------------------------------------------------
5198 const size_t SecurityTradingEvent_realm_els(8);
5199 //-------------------------------------------------------------------------------------------------
5201 //-------------------------------------------------------------------------------------------------
5203 const int StatsType_EXCHANGE_LAST(1);
5204 const int StatsType_HIGH(2);
5205 const int StatsType_AVERAGE_PRICE(3);
5206 const int StatsType_TURNOVER(4);
5207 const size_t StatsType_realm_els(4);
5208 //-------------------------------------------------------------------------------------------------
5210 //-------------------------------------------------------------------------------------------------
5212 const int MDSecSizeType_CUSTOMER(1);
5213 const size_t MDSecSizeType_realm_els(1);
5214 //-------------------------------------------------------------------------------------------------
5216 //-------------------------------------------------------------------------------------------------
5218 //-------------------------------------------------------------------------------------------------
5220 //-------------------------------------------------------------------------------------------------
5222 //-------------------------------------------------------------------------------------------------
5224 //-------------------------------------------------------------------------------------------------
5226 //-------------------------------------------------------------------------------------------------
5228 //-------------------------------------------------------------------------------------------------
5230 //-------------------------------------------------------------------------------------------------
5232 //-------------------------------------------------------------------------------------------------
5234 //-------------------------------------------------------------------------------------------------
5236 //-------------------------------------------------------------------------------------------------
5238 //-------------------------------------------------------------------------------------------------
5240 //-------------------------------------------------------------------------------------------------
5242 //-------------------------------------------------------------------------------------------------
5244 const char SettlMethod_CASH_SETTLEMENT_REQUIRED('C');
5246 const size_t SettlMethod_realm_els(2);
5247 //-------------------------------------------------------------------------------------------------
5249 const int ExerciseStyle_EUROPEAN(0);
5250 const int ExerciseStyle_AMERICAN(1);
5251 const int ExerciseStyle_BERMUDA(2);
5252 const size_t ExerciseStyle_realm_els(3);
5253 //-------------------------------------------------------------------------------------------------
5255 //-------------------------------------------------------------------------------------------------
5258 const f8String PriceQuoteMethod_INDEX("INX");
5260 const f8String PriceQuoteMethod_STANDARD("STD");
5261 const size_t PriceQuoteMethod_realm_els(4);
5262 //-------------------------------------------------------------------------------------------------
5269 const size_t ValuationMethod_realm_els(5);
5270 //-------------------------------------------------------------------------------------------------
5272 const int ListMethod_PRE_LISTED_ONLY(0);
5273 const int ListMethod_USER_REQUESTED(1);
5274 const size_t ListMethod_realm_els(2);
5275 //-------------------------------------------------------------------------------------------------
5277 //-------------------------------------------------------------------------------------------------
5279 //-------------------------------------------------------------------------------------------------
5281 //-------------------------------------------------------------------------------------------------
5283 //-------------------------------------------------------------------------------------------------
5285 //-------------------------------------------------------------------------------------------------
5287 //-------------------------------------------------------------------------------------------------
5289 //-------------------------------------------------------------------------------------------------
5291 //-------------------------------------------------------------------------------------------------
5293 //-------------------------------------------------------------------------------------------------
5295 //-------------------------------------------------------------------------------------------------
5297 const int TickRuleType_REGULAR(0);
5298 const int TickRuleType_VARIABLE(1);
5299 const int TickRuleType_FIXED(2);
5302 const size_t TickRuleType_realm_els(5);
5303 //-------------------------------------------------------------------------------------------------
5305 //-------------------------------------------------------------------------------------------------
5307 //-------------------------------------------------------------------------------------------------
5309 //-------------------------------------------------------------------------------------------------
5311 //-------------------------------------------------------------------------------------------------
5313 //-------------------------------------------------------------------------------------------------
5315 //-------------------------------------------------------------------------------------------------
5317 //-------------------------------------------------------------------------------------------------
5319 //-------------------------------------------------------------------------------------------------
5321 //-------------------------------------------------------------------------------------------------
5323 //-------------------------------------------------------------------------------------------------
5325 //-------------------------------------------------------------------------------------------------
5327 //-------------------------------------------------------------------------------------------------
5329 //-------------------------------------------------------------------------------------------------
5331 //-------------------------------------------------------------------------------------------------
5333 //-------------------------------------------------------------------------------------------------
5335 //-------------------------------------------------------------------------------------------------
5337 //-------------------------------------------------------------------------------------------------
5339 //-------------------------------------------------------------------------------------------------
5341 //-------------------------------------------------------------------------------------------------
5343 //-------------------------------------------------------------------------------------------------
5345 //-------------------------------------------------------------------------------------------------
5347 //-------------------------------------------------------------------------------------------------
5349 //-------------------------------------------------------------------------------------------------
5351 //-------------------------------------------------------------------------------------------------
5353 //-------------------------------------------------------------------------------------------------
5355 //-------------------------------------------------------------------------------------------------
5357 //-------------------------------------------------------------------------------------------------
5359 //-------------------------------------------------------------------------------------------------
5361 //-------------------------------------------------------------------------------------------------
5363 //-------------------------------------------------------------------------------------------------
5365 //-------------------------------------------------------------------------------------------------
5367 //-------------------------------------------------------------------------------------------------
5369 //-------------------------------------------------------------------------------------------------
5371 //-------------------------------------------------------------------------------------------------
5373 //-------------------------------------------------------------------------------------------------
5375 //-------------------------------------------------------------------------------------------------
5377 //-------------------------------------------------------------------------------------------------
5379 //-------------------------------------------------------------------------------------------------
5381 //-------------------------------------------------------------------------------------------------
5383 //-------------------------------------------------------------------------------------------------
5385 //-------------------------------------------------------------------------------------------------
5387 //-------------------------------------------------------------------------------------------------
5389 //-------------------------------------------------------------------------------------------------
5391 //-------------------------------------------------------------------------------------------------
5393 //-------------------------------------------------------------------------------------------------
5395 //-------------------------------------------------------------------------------------------------
5397 //-------------------------------------------------------------------------------------------------
5399 //-------------------------------------------------------------------------------------------------
5401 //-------------------------------------------------------------------------------------------------
5403 //-------------------------------------------------------------------------------------------------
5405 //-------------------------------------------------------------------------------------------------
5407 //-------------------------------------------------------------------------------------------------
5409 //-------------------------------------------------------------------------------------------------
5411 //-------------------------------------------------------------------------------------------------
5413 //-------------------------------------------------------------------------------------------------
5415 //-------------------------------------------------------------------------------------------------
5417 //-------------------------------------------------------------------------------------------------
5419 //-------------------------------------------------------------------------------------------------
5421 //-------------------------------------------------------------------------------------------------
5423 //-------------------------------------------------------------------------------------------------
5425 //-------------------------------------------------------------------------------------------------
5427 //-------------------------------------------------------------------------------------------------
5429 //-------------------------------------------------------------------------------------------------
5431 //-------------------------------------------------------------------------------------------------
5433 //-------------------------------------------------------------------------------------------------
5435 //-------------------------------------------------------------------------------------------------
5437 //-------------------------------------------------------------------------------------------------
5439 //-------------------------------------------------------------------------------------------------
5441 //-------------------------------------------------------------------------------------------------
5443 //-------------------------------------------------------------------------------------------------
5445 //-------------------------------------------------------------------------------------------------
5447 //-------------------------------------------------------------------------------------------------
5449 //-------------------------------------------------------------------------------------------------
5451 //-------------------------------------------------------------------------------------------------
5453 //-------------------------------------------------------------------------------------------------
5455 //-------------------------------------------------------------------------------------------------
5457 //-------------------------------------------------------------------------------------------------
5459 //-------------------------------------------------------------------------------------------------
5461 //-------------------------------------------------------------------------------------------------
5463 //-------------------------------------------------------------------------------------------------
5465 //-------------------------------------------------------------------------------------------------
5467 //-------------------------------------------------------------------------------------------------
5469 //-------------------------------------------------------------------------------------------------
5471 //-------------------------------------------------------------------------------------------------
5473 //-------------------------------------------------------------------------------------------------
5475 //-------------------------------------------------------------------------------------------------
5477 //-------------------------------------------------------------------------------------------------
5479 //-------------------------------------------------------------------------------------------------
5481 //-------------------------------------------------------------------------------------------------
5483 //-------------------------------------------------------------------------------------------------
5490 //-------------------------------------------------------------------------------------------------
5495 const size_t MaturityMonthYearFormat_realm_els(3);
5496 //-------------------------------------------------------------------------------------------------
5498 //-------------------------------------------------------------------------------------------------
5500 //-------------------------------------------------------------------------------------------------
5502 const int PriceLimitType_PRICE(0);
5503 const int PriceLimitType_TICKS(1);
5504 const int PriceLimitType_PERCENTAGE(2);
5505 const size_t PriceLimitType_realm_els(3);
5506 //-------------------------------------------------------------------------------------------------
5508 //-------------------------------------------------------------------------------------------------
5510 //-------------------------------------------------------------------------------------------------
5512 //-------------------------------------------------------------------------------------------------
5514 //-------------------------------------------------------------------------------------------------
5516 //-------------------------------------------------------------------------------------------------
5518 //-------------------------------------------------------------------------------------------------
5520 //-------------------------------------------------------------------------------------------------
5522 //-------------------------------------------------------------------------------------------------
5524 //-------------------------------------------------------------------------------------------------
5526 //-------------------------------------------------------------------------------------------------
5528 //-------------------------------------------------------------------------------------------------
5530 //-------------------------------------------------------------------------------------------------
5532 //-------------------------------------------------------------------------------------------------
5534 //-------------------------------------------------------------------------------------------------
5536 //-------------------------------------------------------------------------------------------------
5538 //-------------------------------------------------------------------------------------------------
5540 //-------------------------------------------------------------------------------------------------
5542 //-------------------------------------------------------------------------------------------------
5544 //-------------------------------------------------------------------------------------------------
5546 //-------------------------------------------------------------------------------------------------
5548 //-------------------------------------------------------------------------------------------------
5550 //-------------------------------------------------------------------------------------------------
5552 //-------------------------------------------------------------------------------------------------
5554 //-------------------------------------------------------------------------------------------------
5556 //-------------------------------------------------------------------------------------------------
5558 //-------------------------------------------------------------------------------------------------
5560 //-------------------------------------------------------------------------------------------------
5562 //-------------------------------------------------------------------------------------------------
5564 //-------------------------------------------------------------------------------------------------
5566 //-------------------------------------------------------------------------------------------------
5568 //-------------------------------------------------------------------------------------------------
5570 //-------------------------------------------------------------------------------------------------
5572 //-------------------------------------------------------------------------------------------------
5574 //-------------------------------------------------------------------------------------------------
5576 //-------------------------------------------------------------------------------------------------
5578 //-------------------------------------------------------------------------------------------------
5580 //-------------------------------------------------------------------------------------------------
5582 //-------------------------------------------------------------------------------------------------
5584 //-------------------------------------------------------------------------------------------------
5593 const size_t ApplReqType_realm_els(7);
5594 //-------------------------------------------------------------------------------------------------
5599 const size_t ApplResponseType_realm_els(3);
5600 //-------------------------------------------------------------------------------------------------
5602 //-------------------------------------------------------------------------------------------------
5604 //-------------------------------------------------------------------------------------------------
5606 //-------------------------------------------------------------------------------------------------
5608 //-------------------------------------------------------------------------------------------------
5610 //-------------------------------------------------------------------------------------------------
5615 const size_t ApplResponseError_realm_els(3);
5616 //-------------------------------------------------------------------------------------------------
5618 //-------------------------------------------------------------------------------------------------
5620 //-------------------------------------------------------------------------------------------------
5622 //-------------------------------------------------------------------------------------------------
5624 //-------------------------------------------------------------------------------------------------
5626 //-------------------------------------------------------------------------------------------------
5628 //-------------------------------------------------------------------------------------------------
5630 //-------------------------------------------------------------------------------------------------
5632 //-------------------------------------------------------------------------------------------------
5634 //-------------------------------------------------------------------------------------------------
5636 //-------------------------------------------------------------------------------------------------
5638 //-------------------------------------------------------------------------------------------------
5640 const int TradSesEvent_TRADING_RESUMES(0);
5644 const size_t TradSesEvent_realm_els(4);
5645 //-------------------------------------------------------------------------------------------------
5647 //-------------------------------------------------------------------------------------------------
5649 //-------------------------------------------------------------------------------------------------
5651 //-------------------------------------------------------------------------------------------------
5653 //-------------------------------------------------------------------------------------------------
5655 const int MassActionType_SUSPEND_ORDERS(1);
5657 const int MassActionType_CANCEL_ORDERS(3);
5658 const size_t MassActionType_realm_els(3);
5659 //-------------------------------------------------------------------------------------------------
5667 const int MassActionScope_ALL_ORDERS(7);
5673 const size_t MassActionScope_realm_els(12);
5674 //-------------------------------------------------------------------------------------------------
5676 const int MassActionResponse_REJECTED(0);
5677 const int MassActionResponse_ACCEPTED(1);
5678 const size_t MassActionResponse_realm_els(2);
5679 //-------------------------------------------------------------------------------------------------
5693 const int MassActionRejectReason_OTHER(99);
5694 const size_t MassActionRejectReason_realm_els(13);
5695 //-------------------------------------------------------------------------------------------------
5700 const size_t MultilegModel_realm_els(3);
5701 //-------------------------------------------------------------------------------------------------
5703 const int MultilegPriceMethod_NET_PRICE(0);
5706 const int MultilegPriceMethod_INDIVIDUAL(3);
5709 const size_t MultilegPriceMethod_realm_els(6);
5710 //-------------------------------------------------------------------------------------------------
5712 //-------------------------------------------------------------------------------------------------
5714 //-------------------------------------------------------------------------------------------------
5716 //-------------------------------------------------------------------------------------------------
5718 //-------------------------------------------------------------------------------------------------
5720 //-------------------------------------------------------------------------------------------------
5722 //-------------------------------------------------------------------------------------------------
5728 const size_t ContingencyType_realm_els(4);
5729 //-------------------------------------------------------------------------------------------------
5731 const int ListRejectReason_BROKER(0);
5734 const int ListRejectReason_UNKNOWN_ORDER(5);
5737 const int ListRejectReason_OTHER(99);
5738 const size_t ListRejectReason_realm_els(7);
5739 //-------------------------------------------------------------------------------------------------
5741 //-------------------------------------------------------------------------------------------------
5743 //-------------------------------------------------------------------------------------------------
5745 //-------------------------------------------------------------------------------------------------
5750 const size_t TradePublishIndicator_realm_els(3);
5751 //-------------------------------------------------------------------------------------------------
5753 //-------------------------------------------------------------------------------------------------
5755 //-------------------------------------------------------------------------------------------------
5757 //-------------------------------------------------------------------------------------------------
5759 //-------------------------------------------------------------------------------------------------
5761 const char MarketUpdateAction_ADD('A');
5762 const char MarketUpdateAction_DELETE('D');
5763 const char MarketUpdateAction_MODIFY('M');
5764 const size_t MarketUpdateAction_realm_els(3);
5765 //-------------------------------------------------------------------------------------------------
5767 //-------------------------------------------------------------------------------------------------
5769 //-------------------------------------------------------------------------------------------------
5771 //-------------------------------------------------------------------------------------------------
5773 //-------------------------------------------------------------------------------------------------
5775 //-------------------------------------------------------------------------------------------------
5777 //-------------------------------------------------------------------------------------------------
5779 //-------------------------------------------------------------------------------------------------
5781 //-------------------------------------------------------------------------------------------------
5783 //-------------------------------------------------------------------------------------------------
5785 //-------------------------------------------------------------------------------------------------
5787 //-------------------------------------------------------------------------------------------------
5789 //-------------------------------------------------------------------------------------------------
5791 //-------------------------------------------------------------------------------------------------
5793 //-------------------------------------------------------------------------------------------------
5795 //-------------------------------------------------------------------------------------------------
5797 //-------------------------------------------------------------------------------------------------
5799 //-------------------------------------------------------------------------------------------------
5801 //-------------------------------------------------------------------------------------------------
5803 //-------------------------------------------------------------------------------------------------
5805 //-------------------------------------------------------------------------------------------------
5807 //-------------------------------------------------------------------------------------------------
5809 //-------------------------------------------------------------------------------------------------
5811 //-------------------------------------------------------------------------------------------------
5813 //-------------------------------------------------------------------------------------------------
5815 //-------------------------------------------------------------------------------------------------
5817 //-------------------------------------------------------------------------------------------------
5823 const size_t ApplReportType_realm_els(4);
5824 //-------------------------------------------------------------------------------------------------
5826 //-------------------------------------------------------------------------------------------------
5828 //-------------------------------------------------------------------------------------------------
5830 const int OrderDelayUnit_SECONDS(0);
5833 const int OrderDelayUnit_MILLISECONDS(3);
5834 const int OrderDelayUnit_MICROSECONDS(4);
5835 const int OrderDelayUnit_NANOSECONDS(5);
5836 const int OrderDelayUnit_MINUTES(10);
5837 const int OrderDelayUnit_HOURS(11);
5838 const int OrderDelayUnit_DAYS(12);
5839 const int OrderDelayUnit_WEEKS(13);
5840 const int OrderDelayUnit_MONTHS(14);
5841 const int OrderDelayUnit_YEARS(15);
5842 const size_t OrderDelayUnit_realm_els(12);
5843 //-------------------------------------------------------------------------------------------------
5845 const char VenueType_ELECTRONIC('E');
5846 const char VenueType_PIT('P');
5847 const char VenueType_EX_PIT('X');
5848 const size_t VenueType_realm_els(3);
5849 //-------------------------------------------------------------------------------------------------
5853 const int RefOrdIDReason_ORDER_CHANGED(2);
5854 const size_t RefOrdIDReason_realm_els(3);
5855 //-------------------------------------------------------------------------------------------------
5860 const int OrigCustOrderCapacity_ALL_OTHER(4);
5861 const size_t OrigCustOrderCapacity_realm_els(4);
5862 //-------------------------------------------------------------------------------------------------
5864 //-------------------------------------------------------------------------------------------------
5867 const int ModelType_PROPRIETARY(1);
5868 const size_t ModelType_realm_els(2);
5869 //-------------------------------------------------------------------------------------------------
5871 const int ContractMultiplierUnit_SHARES(0);
5872 const int ContractMultiplierUnit_HOURS(1);
5873 const int ContractMultiplierUnit_DAYS(2);
5874 const size_t ContractMultiplierUnit_realm_els(3);
5875 //-------------------------------------------------------------------------------------------------
5877 //-------------------------------------------------------------------------------------------------
5879 //-------------------------------------------------------------------------------------------------
5881 //-------------------------------------------------------------------------------------------------
5888 const size_t FlowScheduleType_realm_els(5);
5889 //-------------------------------------------------------------------------------------------------
5891 //-------------------------------------------------------------------------------------------------
5893 //-------------------------------------------------------------------------------------------------
5895 //-------------------------------------------------------------------------------------------------
5897 //-------------------------------------------------------------------------------------------------
5899 //-------------------------------------------------------------------------------------------------
5901 //-------------------------------------------------------------------------------------------------
5903 const int RateSource_BLOOMBERG(0);
5904 const int RateSource_REUTERS(1);
5905 const int RateSource_TELERATE(2);
5906 const int RateSource_OTHER(99);
5907 const size_t RateSource_realm_els(4);
5908 //-------------------------------------------------------------------------------------------------
5910 const int RateSourceType_PRIMARY(0);
5911 const int RateSourceType_SECONDARY(1);
5912 const size_t RateSourceType_realm_els(2);
5913 //-------------------------------------------------------------------------------------------------
5915 //-------------------------------------------------------------------------------------------------
5921 const size_t RestructuringType_realm_els(4);
5922 //-------------------------------------------------------------------------------------------------
5924 const f8String Seniority_SUBORDINATED("SB");
5926 const f8String Seniority_SENIOR("SR");
5927 const size_t Seniority_realm_els(3);
5928 //-------------------------------------------------------------------------------------------------
5930 //-------------------------------------------------------------------------------------------------
5932 //-------------------------------------------------------------------------------------------------
5934 //-------------------------------------------------------------------------------------------------
5936 //-------------------------------------------------------------------------------------------------
5938 //-------------------------------------------------------------------------------------------------
5940 //-------------------------------------------------------------------------------------------------
5942 //-------------------------------------------------------------------------------------------------
5944 //-------------------------------------------------------------------------------------------------
5946 //-------------------------------------------------------------------------------------------------
5948 //-------------------------------------------------------------------------------------------------
5950 //-------------------------------------------------------------------------------------------------
5952 //-------------------------------------------------------------------------------------------------
5954 //-------------------------------------------------------------------------------------------------
5956 //-------------------------------------------------------------------------------------------------
5958 //-------------------------------------------------------------------------------------------------
5960 //-------------------------------------------------------------------------------------------------
5962 //-------------------------------------------------------------------------------------------------
5964 //-------------------------------------------------------------------------------------------------
5966 //-------------------------------------------------------------------------------------------------
5969 const int SecurityListType_TRADING_LIST(2);
5970 const int SecurityListType_MARKET(3);
5971 const int SecurityListType_NEWSPAPER_LIST(4);
5972 const size_t SecurityListType_realm_els(4);
5973 //-------------------------------------------------------------------------------------------------
5975 const int SecurityListTypeSource_ICB(1);
5976 const int SecurityListTypeSource_NAICS(2);
5977 const int SecurityListTypeSource_GICS(3);
5978 const size_t SecurityListTypeSource_realm_els(3);
5979 //-------------------------------------------------------------------------------------------------
5981 //-------------------------------------------------------------------------------------------------
5983 const int NewsCategory_COMPANY_NEWS(0);
5984 const int NewsCategory_MARKETPLACE_NEWS(1);
5986 const int NewsCategory_TECHNICAL_NEWS(3);
5987 const int NewsCategory_OTHER_NEWS(99);
5988 const size_t NewsCategory_realm_els(5);
5989 //-------------------------------------------------------------------------------------------------
5991 //-------------------------------------------------------------------------------------------------
5993 //-------------------------------------------------------------------------------------------------
5995 //-------------------------------------------------------------------------------------------------
5997 const int NewsRefType_REPLACEMENT(0);
5998 const int NewsRefType_OTHER_LANGUAGE(1);
5999 const int NewsRefType_COMPLIMENTARY(2);
6000 const size_t NewsRefType_realm_els(3);
6001 //-------------------------------------------------------------------------------------------------
6008 //-------------------------------------------------------------------------------------------------
6015 const size_t StrikePriceBoundaryMethod_realm_els(5);
6016 //-------------------------------------------------------------------------------------------------
6018 //-------------------------------------------------------------------------------------------------
6025 //-------------------------------------------------------------------------------------------------
6027 const int OptPayoutType_VANILLA(1);
6028 const int OptPayoutType_CAPPED(2);
6029 const int OptPayoutType_BINARY(3);
6030 const size_t OptPayoutType_realm_els(3);
6031 //-------------------------------------------------------------------------------------------------
6033 //-------------------------------------------------------------------------------------------------
6035 const int ComplexEventType_CAPPED(1);
6036 const int ComplexEventType_TRIGGER(2);
6037 const int ComplexEventType_KNOCK_IN_UP(3);
6038 const int ComplexEventType_KOCK_IN_DOWN(4);
6039 const int ComplexEventType_KNOCK_OUT_UP(5);
6040 const int ComplexEventType_KNOCK_OUT_DOWN(6);
6041 const int ComplexEventType_UNDERLYING(7);
6042 const int ComplexEventType_RESET_BARRIER(8);
6044 const size_t ComplexEventType_realm_els(9);
6045 //-------------------------------------------------------------------------------------------------
6047 //-------------------------------------------------------------------------------------------------
6049 //-------------------------------------------------------------------------------------------------
6057 //-------------------------------------------------------------------------------------------------
6059 //-------------------------------------------------------------------------------------------------
6064 const size_t ComplexEventPriceTimeType_realm_els(3);
6065 //-------------------------------------------------------------------------------------------------
6067 const int ComplexEventCondition_AND(1);
6068 const int ComplexEventCondition_OR(2);
6069 const size_t ComplexEventCondition_realm_els(2);
6070 //-------------------------------------------------------------------------------------------------
6072 //-------------------------------------------------------------------------------------------------
6074 //-------------------------------------------------------------------------------------------------
6076 //-------------------------------------------------------------------------------------------------
6078 //-------------------------------------------------------------------------------------------------
6080 //-------------------------------------------------------------------------------------------------
6082 //-------------------------------------------------------------------------------------------------
6084 //-------------------------------------------------------------------------------------------------
6088 const size_t StreamAsgnReqType_realm_els(2);
6089 //-------------------------------------------------------------------------------------------------
6091 //-------------------------------------------------------------------------------------------------
6093 //-------------------------------------------------------------------------------------------------
6095 //-------------------------------------------------------------------------------------------------
6101 const int StreamAsgnRejReason_OTHER(99);
6102 const size_t StreamAsgnRejReason_realm_els(5);
6103 //-------------------------------------------------------------------------------------------------
6107 const size_t StreamAsgnAckType_realm_els(2);
6108 //-------------------------------------------------------------------------------------------------
6110 //-------------------------------------------------------------------------------------------------
6112 //-------------------------------------------------------------------------------------------------
6114 //-------------------------------------------------------------------------------------------------
6120 const size_t PartyListResponseType_realm_els(4);
6121 //-------------------------------------------------------------------------------------------------
6123 //-------------------------------------------------------------------------------------------------
6125 //-------------------------------------------------------------------------------------------------
6127 //-------------------------------------------------------------------------------------------------
6136 const int PartyDetailsRequestResult_OTHER(99);
6137 const size_t PartyDetailsRequestResult_realm_els(8);
6138 //-------------------------------------------------------------------------------------------------
6140 //-------------------------------------------------------------------------------------------------
6142 //-------------------------------------------------------------------------------------------------
6144 //-------------------------------------------------------------------------------------------------
6146 const int PartyRelationship_IS_ALSO(0);
6147 const int PartyRelationship_CLEARS_FOR(1);
6149 const int PartyRelationship_TRADES_FOR(3);
6151 const int PartyRelationship_SPONSORS(5);
6155 const int PartyRelationship_MEMBER_OF(9);
6156 const int PartyRelationship_HAS_MEMBERS(10);
6160 const int PartyRelationship_POSTS_TRADES_TO(14);
6165 const int PartyRelationship_INVESTS_FOR(19);
6166 const int PartyRelationship_INVESTS_THROUGH(20);
6171 const int PartyRelationship_APPROVES_OF(25);
6172 const int PartyRelationship_APPROVED_BY(26);
6173 const int PartyRelationship_PARENT_FIRM_FOR(27);
6174 const int PartyRelationship_SUBSIDIARY_OF(28);
6176 const int PartyRelationship_OWNED_BY_30(30);
6177 const int PartyRelationship_CONTROLS(31);
6179 const int PartyRelationship_LEGAL(33);
6180 const int PartyRelationship_OWNED_BY_34(34);
6182 const int PartyRelationship_OWNED_BY_36(36);
6183 const size_t PartyRelationship_realm_els(37);
6184 //-------------------------------------------------------------------------------------------------
6186 //-------------------------------------------------------------------------------------------------
6188 //-------------------------------------------------------------------------------------------------
6190 //-------------------------------------------------------------------------------------------------
6192 //-------------------------------------------------------------------------------------------------
6194 //-------------------------------------------------------------------------------------------------
6196 //-------------------------------------------------------------------------------------------------
6198 //-------------------------------------------------------------------------------------------------
6200 //-------------------------------------------------------------------------------------------------
6202 //-------------------------------------------------------------------------------------------------
6204 //-------------------------------------------------------------------------------------------------
6206 //-------------------------------------------------------------------------------------------------
6208 //-------------------------------------------------------------------------------------------------
6210 //-------------------------------------------------------------------------------------------------
6212 //-------------------------------------------------------------------------------------------------
6214 const int RiskLimitType_GROSS_LIMIT(1);
6215 const int RiskLimitType_NET_LIMIT(2);
6216 const int RiskLimitType_EXPOSURE(3);
6217 const int RiskLimitType_LONG_LIMIT(4);
6218 const int RiskLimitType_SHORT_LIMIT(5);
6219 const size_t RiskLimitType_realm_els(5);
6220 //-------------------------------------------------------------------------------------------------
6222 //-------------------------------------------------------------------------------------------------
6224 //-------------------------------------------------------------------------------------------------
6226 //-------------------------------------------------------------------------------------------------
6228 //-------------------------------------------------------------------------------------------------
6230 const int RiskInstrumentOperator_INCLUDE(1);
6231 const int RiskInstrumentOperator_EXCLUDE(2);
6232 const size_t RiskInstrumentOperator_realm_els(2);
6233 //-------------------------------------------------------------------------------------------------
6235 //-------------------------------------------------------------------------------------------------
6237 //-------------------------------------------------------------------------------------------------
6239 //-------------------------------------------------------------------------------------------------
6241 //-------------------------------------------------------------------------------------------------
6243 //-------------------------------------------------------------------------------------------------
6245 //-------------------------------------------------------------------------------------------------
6247 //-------------------------------------------------------------------------------------------------
6249 //-------------------------------------------------------------------------------------------------
6251 //-------------------------------------------------------------------------------------------------
6253 //-------------------------------------------------------------------------------------------------
6255 //-------------------------------------------------------------------------------------------------
6257 //-------------------------------------------------------------------------------------------------
6259 //-------------------------------------------------------------------------------------------------
6261 //-------------------------------------------------------------------------------------------------
6263 //-------------------------------------------------------------------------------------------------
6265 //-------------------------------------------------------------------------------------------------
6267 //-------------------------------------------------------------------------------------------------
6269 //-------------------------------------------------------------------------------------------------
6271 //-------------------------------------------------------------------------------------------------
6273 //-------------------------------------------------------------------------------------------------
6275 //-------------------------------------------------------------------------------------------------
6277 //-------------------------------------------------------------------------------------------------
6279 //-------------------------------------------------------------------------------------------------
6281 //-------------------------------------------------------------------------------------------------
6283 //-------------------------------------------------------------------------------------------------
6285 //-------------------------------------------------------------------------------------------------
6287 //-------------------------------------------------------------------------------------------------
6289 //-------------------------------------------------------------------------------------------------
6291 //-------------------------------------------------------------------------------------------------
6293 //-------------------------------------------------------------------------------------------------
6295 //-------------------------------------------------------------------------------------------------
6297 //-------------------------------------------------------------------------------------------------
6299 //-------------------------------------------------------------------------------------------------
6301 //-------------------------------------------------------------------------------------------------
6303 //-------------------------------------------------------------------------------------------------
6305 //-------------------------------------------------------------------------------------------------
6307 //-------------------------------------------------------------------------------------------------
6309 //-------------------------------------------------------------------------------------------------
6311 //-------------------------------------------------------------------------------------------------
6313 //-------------------------------------------------------------------------------------------------
6315 //-------------------------------------------------------------------------------------------------
6317 //-------------------------------------------------------------------------------------------------
6319 //-------------------------------------------------------------------------------------------------
6321 //-------------------------------------------------------------------------------------------------
6323 //-------------------------------------------------------------------------------------------------
6325 //-------------------------------------------------------------------------------------------------
6327 //-------------------------------------------------------------------------------------------------
6329 //-------------------------------------------------------------------------------------------------
6331 //-------------------------------------------------------------------------------------------------
6333 //-------------------------------------------------------------------------------------------------
6335 //-------------------------------------------------------------------------------------------------
6337 //-------------------------------------------------------------------------------------------------
6339 //-------------------------------------------------------------------------------------------------
6341 //-------------------------------------------------------------------------------------------------
6343 //-------------------------------------------------------------------------------------------------
6345 //-------------------------------------------------------------------------------------------------
6347 //-------------------------------------------------------------------------------------------------
6349 //-------------------------------------------------------------------------------------------------
6351 //-------------------------------------------------------------------------------------------------
6353 //-------------------------------------------------------------------------------------------------
6355 //-------------------------------------------------------------------------------------------------
6357 //-------------------------------------------------------------------------------------------------
6359 //-------------------------------------------------------------------------------------------------
6361 //-------------------------------------------------------------------------------------------------
6363 //-------------------------------------------------------------------------------------------------
6365 //-------------------------------------------------------------------------------------------------
6367 //-------------------------------------------------------------------------------------------------
6369 //-------------------------------------------------------------------------------------------------
6371 //-------------------------------------------------------------------------------------------------
6373 //-------------------------------------------------------------------------------------------------
6375 //-------------------------------------------------------------------------------------------------
6377 //-------------------------------------------------------------------------------------------------
6379 //-------------------------------------------------------------------------------------------------
6381 //-------------------------------------------------------------------------------------------------
6383 //-------------------------------------------------------------------------------------------------
6385 //-------------------------------------------------------------------------------------------------
6387 //-------------------------------------------------------------------------------------------------
6389 //-------------------------------------------------------------------------------------------------
6391 //-------------------------------------------------------------------------------------------------
6393 //-------------------------------------------------------------------------------------------------
6395 //-------------------------------------------------------------------------------------------------
6397 const int StreamAsgnType_ASSIGNMENT(1);
6398 const int StreamAsgnType_REJECTED(2);
6400 const size_t StreamAsgnType_realm_els(3);
6401 //-------------------------------------------------------------------------------------------------
6403 //-------------------------------------------------------------------------------------------------
6405 //-------------------------------------------------------------------------------------------------
6407 //-------------------------------------------------------------------------------------------------
6409 //-------------------------------------------------------------------------------------------------
6411 
6412 } // namespace TEX
6413 } // namespace FIX8
6414 #endif // FIX8_4D796669785F74797065732E687070_
const int PaymentMethod_CLEARSTREAM(4)
const size_t PosTransType_realm_els(6)
const f8String CustOrderHandlingInst_WORK("WRK")
const char IOIQualifier_MARKET_ON_CLOSE('B')
const size_t OrdStatus_realm_els(15)
const size_t SecurityUpdateAction_realm_els(3)
const int StandInstDbType_ACCOUNTNET(4)
const int MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP(10)
const f8String PosAmtType_TOTAL_COLLATERALIZED_AMOUNT("COLAT")
const int PriorityIndicator_PRIORITY_UNCHANGED(0)
const char OrdType_NEXT_FUND_VALUATION_POINT('M')
const f8String StipulationType_CONSTANT_PREPAYMENT_YIELD("CPY")
const char BidTradeType_GUARANTEED_CLOSE('J')
const int ComplexEventPriceTimeType_EXPIRATION(1)
const f8String MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES("A2")
const char ExecPriceType_CREATION_PRICE('C')
const int AllocReportType_REQUEST_TO_INTERMEDIARY(8)
const size_t ConfirmStatus_realm_els(5)
const f8String CustOrderHandlingInst_SCALE("SCL")
const char PartyIDSource_ISO_COUNTRY_CODE('E')
const int SettlInstReqRejCode_UNABLE_TO_PROCESS_REQUEST(0)
const char PreviouslyReported_YES('Y')
const char MDEntryType_TRADE_VOLUME('B')
const size_t AdvSide_realm_els(4)
const char ExecType_REJECTED('8')
const int TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT(1)
const int AllocHandlInst_MATCH(1)
const size_t OrdType_realm_els(24)
const int EncryptMethod_NONE_OTHER(0)
const int CrossType_CROSS_IOC(2)
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE(2)
const char AssignmentMethod_PRO_RATA('P')
const f8String ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER("T")
const f8String TradeCondition_ADJUSTED("y")
const f8String StipulationType_PAYMENT_FREQUENCY_CALENDAR("PAYFREQ")
const int ClearingInstruction_AUTOMATIC_GIVE_UP_MODE(10)
const int PartyRelationship_CLEARS_FOR(1)
const int RiskLimitType_EXPOSURE(3)
const int QuoteStatus_ACCEPTED(0)
const int SecurityTradingStatus_MARKET_IMBALANCE_SELL(8)
const char ProcessCode_SOFT_DOLLAR_STEP_IN('4')
const int StrategyParameterType_UTCTIMEONLY(20)
const f8String DeskOrderHandlingInst_MINIMUM_QUANTITY("MQT")
const f8String SecurityType_EXTENDED_COMM_NOTE("XCN")
const f8String MsgType_MARKETDEFINITIONUPDATEREPORT("BV")
const size_t NetworkRequestType_realm_els(4)
const int TrdType_SPECIAL_EX_DIVIDEND(26)
const char OrdType_ON_BASIS('9')
const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY(1)
const int EventType_SWAP_NEXT_ROLL_DATE(12)
const f8String TradingSessionSubID_PRE_TRADING("1")
const int PartyRole_EXECUTION_VENUE(73)
const f8String TradeCondition_CANCEL_ETH("i")
const size_t PegScope_realm_els(4)
const int QuotePriceType_YIELD(10)
const f8String MsgType_QUOTE("S")
const char Side_SELL_PLUS('4')
const int ResponseTransportType_INBAND(0)
const char CommType_ABSOLUTE('3')
const int Product_LOAN(8)
const char PositionEffect_ROLLED('R')
const char PartyIDSource_MALAYSIAN_CENTRAL_DEPOSITORY('4')
const f8String SecurityIDSource_DUTCH("C")
const char DueToRelated_YES('Y')
const char OrdType_PREVIOUSLY_QUOTED('D')
const int SideMultiLegReportingType_MULTILEG_SECURITY(3)
const f8String QuoteCondition_NEWS_DISSEMINATION("P")
const size_t QuoteStatus_realm_els(21)
const int TrdType_BLOCK_TRADES(40)
const int PartyRelationship_IS_CONTROLLED_BY(32)
const f8String ExecInst_PEG_TO_LIMIT_PRICE("d")
const size_t CollAsgnReason_realm_els(8)
const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_17(17)
const int PartyRole_TRADER_MNEMONIC(53)
const int SecurityTradingStatus_TRADING_HALT(2)
const int AllocStatus_REJECTED_BY_INTERMEDIARY(5)
const int MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE(4)
const char ExecPriceType_SINGLE_PRICE('S')
const int TradeReportType_DECLINE(3)
const int TaxAdvantageType_403(22)
const f8String SecurityIDSource_OPTION_PRICE_REPORTING_AUTHORITY("J")
const char MDReqRejReason_INSUFFICIENT_PERMISSIONS('3')
const char LastFragment_YES('Y')
const int StrategyParameterType_COUNTRY(25)
const int ListOrderStatus_CANCELLING(4)
const int PartyRole_CLAIMING_ACCOUNT(48)
const int PartyRelationship_BENEFICIAL_OWNER_OF(35)
const f8String BenchmarkCurveName_EURIBOR("Euribor")
const size_t ExecAckStatus_realm_els(3)
const char MatchStatus_ADVISORY_OR_ALERT('2')
const char MDEntryType_TRADING_SESSION_LOW_PRICE('8')
const f8String DeskOrderHandlingInst_MARKET_ON_CLOSE("MOC")
const int StreamAsgnRejReason_UNKNOWN_CLIENT(0)
const char TriggerAction_MODIFY('2')
const f8String MsgType_QUOTESTATUSREPORT("AI")
const int PartySubIDType_EXECUTION_VENUE(32)
const f8String SecurityIDSource_ISO_CURRENCY_CODE("6")
const int ClearingInstruction_EXCLUDE_FROM_ALL_NETTING(1)
const f8String CustOrderHandlingInst_PEGGED("PEG")
const int AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID(2)
const char Side_BORROW('G')
const f8String StipulationType_SUBSTITUTIONS_FREQUENCY("SUBSFREQ")
const char MDReqRejReason_UNSUPPORTED_TRADINGSESSIONID('9')
const f8String ExecInst_CANCEL_ON_CONNECTION_LOSS("o")
const f8String SecurityType_MORTGAGE_INTEREST_ONLY("MIO")
const size_t TradeAllocIndicator_realm_els(6)
const int CollInquiryQualifier_OUTSTANDING_TRADES(7)
const f8String StipulationType_TYPE_OF_REDEMPTION("REDEMPTION")
const int DistribPaymentMethod_NSCC(2)
const int TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID(1)
const char TriggerPriceType_BEST_BID('3')
const int UnderlyingPriceDeterminationMethod_AVERAGE_VALUE(4)
const f8String StipulationType_YIELD_TO_MATURITY("YTM")
const f8String TradeCondition_SOLD("M")
const char MDEntryType_SETTLE_LOW_PRICE('L')
const char ExecType_CALCULATED('B')
const f8String MsgType_EMAIL("C")
const int EventType_LAST_ELIGIBLE_TRADE_DATE(7)
const int PartyRole_REGULATED_MARKET(65)
const char ProcessCode_REGULAR('0')
const f8String MsgType_ORDERSTATUSREQUEST("H")
const size_t QuoteEntryStatus_realm_els(9)
const f8String ExecInst_CALL_FIRST("C")
const char SettlObligSource_INVESTOR('3')
const int PartyRelationship_INVESTS_FOR(19)
const f8String ExecInst_DO_NOT_REDUCE("F")
const char BidTradeType_VWAP_GUARANTEE('G')
const char LotType_ODD_LOT('1')
const int ConfirmTransType_CANCEL(2)
const int QuoteStatus_TOO_LATE_TO_END(20)
const int EventType_FINAL_INVENTORY_DUE_DATE(16)
const int PaymentMethod_DIRECT_CREDIT(10)
const f8String PosAmtType_CASH_RESIDUAL_AMOUNT("CRES")
const int AllocRejCode_INCORRECT_AVERAGEG_PRICE(2)
const char OrderCategory_MULTILEG_ORDER('4')
const int SecurityTradingStatus_NEW_PRICE_INDICATION(15)
const f8String SettlType_CASH("1")
const int PartyRole_MULTILATERAL_TRADING_FACILITY(64)
const char ExecType_TRADE_IN_A_CLEARING_HOLD('J')
const int MDQuoteType_INDICATIVE(0)
const size_t SecurityIDSource_realm_els(22)
const f8String OrderRestrictions_INDEX_ARBITRAGE("2")
const size_t YieldType_realm_els(34)
const char ExecType_CANCELED('4')
const char MassCancelRequestType_CANCEL_ALL_ORDERS('7')
const size_t BookingType_realm_els(3)
const char BidRequestTransType_NO('N')
const f8String DeskType_PROPRIETARY("PR")
const f8String TradeCondition_SPLIT_TRADE("g")
const int AllocRejCode_UNKNOWN_CLORDID(12)
const f8String MatchType_ACT_M6_MATCH("M6")
const int CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY(9)
const f8String SecurityIDSource_EXCHANGE_SYMBOL("8")
const f8String SecurityType_INTEREST_RATE_SWAP("IRS")
const char TradeHandlingInstr_AUTOMATED_FLOOR_ORDER_ROUTING('4')
const int PartySubIDType_CURRENCY_DELIVERY_IDENTIFIER(33)
const int TrdType_PRIOR_REFERENCE_PRICE_TRADE(9)
const f8String PosType_RECEIVE_QUANTITY("RCV")
const int TrdType_TRANSFER(3)
const int MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY(2)
const int CollInquiryQualifier_COLLATERAL_INSTRUMENT(2)
const f8String QuoteCondition_DUE_TO_NEWS_PENDING("m")
const size_t QtyType_realm_els(3)
const int MaturityMonthYearIncrementUnits_DAYS(1)
const char IOIQltyInd_HIGH('H')
const f8String YieldType_CLOSING_YIELD_MOST_RECENT_YEAR("LASTYEAR")
const int TaxAdvantageType_NON_FUND_PROTOTYPE_IRA(13)
const char OrderCategory_QUOTE('2')
const int TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA(4)
const int AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS(0)
const size_t TradeRequestResult_realm_els(9)
const int InstrAttribType_INSTRUMENT_STRIKE_PRICE(28)
const char SettlInstMode_REQUEST_REJECT('5')
const char DKReason_NO_MATCHING_ORDER('D')
const f8String ApplVerID_FIX50SP1("8")
const f8String CorporateAction_SHAREHOLDER_MEETING("O")
const size_t CommType_realm_els(6)
const size_t PartySubIDType_realm_els(33)
const int PosTransType_POSITION_ADJUSTMENT(3)
const int BidDescriptorType_SECTOR(1)
const f8String SettlSessID_INTRADAY("ITD")
const int AllocRejCode_WAREHOUSE_REQUEST_REJECTED(13)
const int TrdSubType_PA(23)
const f8String SecurityType_MISCELLANEOUS_PASS_THROUGH("MPT")
const int MassActionType_SUSPEND_ORDERS(1)
const size_t MDQuoteType_realm_els(5)
const f8String ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT("5")
const int TrdType_EXCHANGE_OF_OPTIONS_FOR_OPTIONS(14)
const int AllocReportType_WAREHOUSE_RECAP(5)
const char RegistStatus_REMINDER('N')
const size_t CrossPrioritization_realm_els(3)
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY('1')
const f8String PosAmtType_VALUE_ADJUSTED_AMOUNT("VADJ")
const int PartyRole_TRANSFER_TO_FIRM(40)
const int DistribPaymentMethod_CLEARSTREAM(4)
const f8String TradeCondition_RULE_127_TRADE("G")
const int QuoteCancelType_CANCEL_FOR_UNDERLYING_SECURITY(3)
const char IOIQualifier_TAKING_A_POSITION('P')
const size_t StreamAsgnAckType_realm_els(2)
const f8String SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION("I")
const int IndividualAllocType_THIRD_PARTY_ALLOCATION(2)
const f8String SecurityIDSource_CLEARING_HOUSE("H")
const int NetGrossInd_GROSS(2)
const size_t OrderDelayUnit_realm_els(12)
const char PartyIDSource_PROPRIETARY('D')
const f8String ExecInst_NETTING("V")
const int RespondentType_ALL_MARKET_MAKERS(3)
const int TaxAdvantageType_EDUCATION_IRA_29(29)
const int StrategyParameterType_PERCENTAGE(11)
const size_t MassActionScope_realm_els(12)
const int QuoteRespType_END_TRADE(7)
const int PartyRelationship_CONTROLS(31)
const f8String SecurityType_FOREIGN_EXCHANGE_CONTRACT("FOR")
const f8String SecurityType_CERTIFICATE_OF_PARTICIPATION("COFP")
const int ExerciseStyle_BERMUDA(2)
const int AllocStatus_ALLOCATION_PENDING(6)
const int CrossType_CROSS_ONE_SIDE(3)
const f8String StipulationType_POOLS_PER_TRADE("PPT")
const int ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE(4)
const int CollInquiryResult_INVALID_DESTINATION_REQUESTED(5)
const f8String DeskOrderHandlingInst_LIMIT_ON_OPEN("LOO")
const f8String StipulationType_THE_MINIMUM_RESIDUAL_OFFER_QUANTITY("LEAVEQTY")
const int CollStatus_ASSIGNMENT_PROPOSED(2)
const f8String MsgType_ORDERMASSCANCELREQUEST("q")
const size_t QuoteRespType_realm_els(8)
const size_t RegistTransType_realm_els(3)
const size_t TriggerAction_realm_els(3)
const char OddLot_YES('Y')
const size_t CollInquiryResult_realm_els(11)
const f8String StipulationType_BROKERS_SALES_CREDIT("BROKERCREDIT")
const f8String PosType_INTRA_SPREAD_QTY("IAS")
const f8String DefaultApplVerID_FIX42("4")
const int StreamAsgnAckType_ASSIGNMENT_REJECTED(1)
const int AllocType_CALCULATED(1)
const f8String ExecInst_SUSPEND("S")
const int ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE(3)
const int ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE(2)
const f8String MatchType_COUNTER_ORDER_SELECTION("6")
const char PartyIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER('C')
const char IOIQltyInd_MEDIUM('M')
const char BasisPxType_STRIKE('C')
const int ProgRptReqs_BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST(1)
const int TaxAdvantageType_PROFIT_SHARING_PLAN(19)
const int SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE(13)
const int TrdRegTimestampType_DESK_RECEIPT(6)
const int PartyRole_BROKER_OF_CREDIT(2)
const size_t IncTaxInd_realm_els(2)
const char ExecType_RESTATED('D')
const f8String StipulationType_CALL_PROTECTION("PROTECT")
const char Side_CROSS_SHORT('9')
const size_t StreamAsgnRejReason_realm_els(5)
const int AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED(1)
const int AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS(2)
const int QuoteStatus_REJECTED(5)
const f8String AdvTransType_NEW("N")
const int NewsCategory_TECHNICAL_NEWS(3)
const char PositionEffect_DEFAULT('D')
const int PaymentMethod_CREST(1)
const size_t LastFragment_realm_els(2)
const f8String TradeCondition_RULE_155_TRADE("H")
const char Side_OPPOSITE('C')
const int TrdSubType_RT(28)
const int PartyDetailsRequestResult_NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA(2)
const char OrderCategory_CROSS_ORDER('8')
const f8String SecurityType_ASSET_BACKED_SECURITIES("ABS")
const int CollAsgnRespType_REJECTED(3)
const int SecurityTradingStatus_NO_MARKET_ON_CLOSE_IMBALANCE(13)
const int BidDescriptorType_INDEX(3)
const int AllocStatus_RECEIVED(3)
const int PartySubIDType_SECURITY_LOCATE_ID(27)
const int OrdRejReason_INVALID_INVESTOR_ID(10)
const int PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM(15)
const int InstrAttribType_ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE(20)
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DETAILS(6)
const int OrdRejReason_SURVEILLENCE_OPTION(12)
const int CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT(2)
const f8String PosType_CREDIT_EVENT_ADJUSTMENT("CEA")
const int ApplQueueAction_OVERLAY_LAST(2)
const char CashMargin_MARGIN_CLOSE('3')
const f8String ExecInst_MID_PRICE_PEG("M")
const f8String CorporateAction_EX_DISTRIBUTION("B")
const int AcctIDSource_BIC(1)
const int CollAsgnRejectReason_UNKNOWN_OR_INVALID_INSTRUMENT(1)
const f8String BenchmarkCurveName_TREASURY("Treasury")
const int ComplexEventType_KNOCK_IN_UP(3)
const int QuoteEntryStatus_ACCEPTED(0)
const f8String TradeCondition_COMBO("AH")
const int AllocType_ACCEPT_PENDING(11)
const int PartyRole_CONTRA_TRADER(37)
const char AllocPositionEffect_FIFO('F')
const f8String SecurityType_NON_DELIVERABLE_FORWARD("FXNDF")
const int OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT(1)
const int UnderlyingSettlementType_T_PLUS_4(5)
const int InstrAttribType_IN_DEFAULT(15)
const f8String PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET("ICMTM")
const size_t ExDestinationIDSource_realm_els(5)
const int SecurityTradingStatus_TRADE_DISSEMINATION_TIME(16)
const int QuoteRequestRejectReason_NO_MARKET_FOR_INSTRUMENT(8)
const int TradeRequestStatus_REJECTED(2)
const f8String MsgType_CONTRARYINTENTIONREPORT("BO")
const int QuoteRejectReason_DUPLICATE_QUOTE(6)
const char RoundingDirection_ROUND_DOWN('1')
const f8String MsgType_LISTEXECUTE("L")
const int UserStatus_LOGGED_IN(1)
const int TaxAdvantageType_SELF_DIRECTED_IRA(21)
const int ConfirmTransType_NEW(0)
const char SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES('1')
const f8String IOIQty_UNDISCLOSED_QUANTITY("U")
const size_t SettlMethod_realm_els(2)
const f8String CustOrderHandlingInst_TRAILING_STOP("TS")
const int CollInquiryResult_SUCCESSFUL(0)
const int PriceType_VARIABLE_CABINET_TRADE_PRICE(11)
const int AllocRejCode_INCORRECT_ALLOCATED_QUANTITY(8)
const int MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED(0)
const int MaturityMonthYearIncrementUnits_WEEKS(2)
const char MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS('V')
const f8String MiscFeeType_REGULATORY("1")
const int StrikePriceDeterminationMethod_STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION(3)
const char TradeHandlingInstr_TWO_PARTY_REPORT('1')
const int PartyDetailsRequestResult_VALID_REQUEST(0)
const int CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED(6)
const int PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT(52)
const f8String QuoteCondition_HALT("j")
const size_t NetworkStatusResponseType_realm_els(2)
const f8String YieldType_YIELD_VALUE_OF_1_32("VALUE1_32")
const int AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT(1)
const int TrdType_AFTER_HOURS_TRADE(10)
const int TradeAllocIndicator_ALLOCATION_NOT_REQUIRED(0)
const f8String MsgType_MARKETDEFINITION("BU")
const int SettlInstReqRejCode_OTHER(99)
const int OrdRejReason_ORDER_EXCEEDS_LIMIT(3)
const int ApplReqType_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS(4)
const int TrdType_ERROR_TRADE(24)
const int MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY(10)
const int SessionRejectReason_VALUE_IS_INCORRECT(5)
const char OrdType_PREVIOUS_FUND_VALUATION_POINT('L')
const f8String StipulationType_NUMBER_OF_PIECES("PIECES")
const char DealingCapacity_AGENT('A')
const int CollAsgnRespType_DECLINED(2)
const char AllocPositionEffect_CLOSE('C')
const f8String ExecInst_REINSTATE_ON_TRADING_HALT("J")
const char HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION('1')
const int QuoteEntryStatus_CANCELED_DUE_TO_CROSS_MARKET(15)
const int TrdRptStatus_ACCEPTED_WITH_ERRORS(3)
const int InstrAttribType_INTEREST_BEARING(3)
const int TrdSubType_B(15)
const int QuoteResponseLevel_NO_ACKNOWLEDGEMENT(0)
const int AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED(6)
const int Product_CORPORATE(3)
const char MDReqRejReason_INSUFFICIENT_CREDIT('D')
const int PartyRole_LOCATE(8)
const f8String OrderRestrictions_ISSUER_HOLDING("B")
const f8String CustOrderHandlingInst_STOP_STOCK_TRANSACTION("S.W")
const int PartyRelationship_REGULATORY_OWNER_OF(29)
const char TriggerType_PARTIAL_EXECUTION('1')
const int ExerciseStyle_AMERICAN(1)
const f8String ExecInst_PRIMARY_PEG("R")
const char IOITransType_REPLACE('R')
const f8String MsgType_QUOTERESPONSE("AJ")
const int TaxAdvantageType_MINI_INSURANCE_ISA(5)
const f8String MsgType_SECURITYTYPEREQUEST("v")
const f8String CorporateAction_LIQUIDATION_REORGANIZATION("L")
const f8String QuoteCondition_ROTATION("h")
const f8String ExecInst_SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE("j")
const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3('3')
const int DistribPaymentMethod_CHEQUE(5)
const int AllocType_BUYSIDE_READY_TO_BOOK(6)
const f8String MsgType_ORDERMASSCANCELREPORT("r")
const int ApplResponseType_MESSAGES_NOT_AVAILABLE(2)
const int TradeReportType_ALLEGED_15(15)
const char OrdType_PREVIOUSLY_INDICATED('E')
const f8String MiscFeeType_TAX("2")
const char OrdType_FOREX_SWAP('G')
const f8String QuoteCondition_SURVEILLANCE_SAM("y")
const size_t SideValueInd_realm_els(2)
const f8String QuoteCondition_OPEN_ACTIVE("A")
const f8String SecurityType_OPTIONS_ON_COMBO("OOC")
const int AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID(1)
const size_t CollInquiryStatus_realm_els(5)
const f8String CustOrderHandlingInst_IMBALANCE_ONLY("IO")
const int CollAsgnReason_FORWARD_COLLATERAL_DEMAND(5)
const int BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE(3)
const int AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED(7)
const size_t AllocStatus_realm_els(8)
const int TradSesMethod_ELECTRONIC(1)
const int ApplReqType_SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS(1)
const size_t MiscFeeType_realm_els(14)
const int TrdRegTimestampType_TIME_OUT(3)
const int ListStatusType_ACK(1)
const int SettlDeliveryType_TRI_PARTY(2)
const char MDEntryType_MARGIN_RATE('G')
const size_t PriceType_realm_els(18)
const int PartyRelationship_PROVIDES_GUARANTEE_FOR(7)
const f8String ExecInst_PEG_TO_VWAP("W")
const int RoutingType_BLOCK_FIRM(3)
const f8String StipulationType_MAXIMUM_SUBSTITUTIONS("MAXSUBS")
const size_t DeleteReason_realm_els(2)
const f8String TradeCondition_AVERAGE_PRICE_TRADE("B")
const int PriceType_PERCENTAGE(1)
const size_t ExchangeForPhysical_realm_els(2)
const char TimeInForce_GOOD_TILL_CROSSING('5')
const size_t CPProgram_realm_els(3)
const int PosReqResult_INVALID_OR_UNSUPPORTED_REQUEST(1)
const f8String OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY("6")
const f8String TradeCondition_FAST_MARKET("AP")
const f8String MsgType_PARTYDETAILSLISTREPORT("CG")
const f8String PosType_START_OF_DAY_QTY("SOD")
const int ComplexEventType_KOCK_IN_DOWN(4)
const f8String StipulationType_WEIGHTED_AVERAGE_LOAN_AGE("WALA")
const f8String TradeCondition_BURST_BASKET("AT")
const int StrategyParameterType_PRICE(8)
const f8String MsgType_ALLOCATIONINSTRUCTIONALERT("BM")
const int SecurityTradingStatus_11(11)
const int TrdType_WORKED_PRINCIPAL_TRADE(39)
const int TrdSubType_REJECT_FOR_SUBMITTING_SIDE(3)
const int MassActionType_CANCEL_ORDERS(3)
const f8String QuoteCondition_DUE_TO_RELATED("S")
const f8String TradeCondition_TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE("Y")
const f8String TradeCondition_LATE_OPEN_ETH("u")
const char ExecType_TRADE('F')
const f8String MsgType_REQUESTFORPOSITIONSACK("AO")
const char DKReason_WRONG_SIDE('B')
const char Urgency_FLASH('1')
const int ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE(5)
const size_t PegLimitType_realm_els(3)
const int DiscretionMoveType_FLOATING(0)
const size_t DiscretionRoundDirection_realm_els(2)
const size_t NoSides_realm_els(2)
const char SettlObligTransType_RESTATE('T')
const f8String PosType_EXCHANGE_FOR_PHYSICAL_QTY("EP")
const f8String QuoteCondition_LOCKED("E")
const f8String SecurityType_TAX_EXEMPT_COMMERCIAL_PAPER("TECP")
const f8String ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT("4")
const f8String SecurityType_CORPORATE_PRIVATE_PLACEMENT("CPP")
const char DueToRelated_NO('N')
const f8String TimeUnit_WEEK("Wk")
const f8String CorporateAction_LEAP_ROLLOVER("V")
const int PartyRole_CUSTOMER_ACCOUNT(24)
const int EncryptMethod_DES(2)
const int SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP(16)
const int AllocStatus_BLOCK_LEVEL_REJECT(1)
const int StrikePriceDeterminationMethod_STRIKE_SET_TO_OPTIMAL_VALUE(4)
const int IndividualAllocType_SUB_ALLOCATE(1)
const int SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER(15)
const char MDEntryType_OFFER('1')
const int ApplReportType_REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM(1)
const int PosReqType_EXERCISES(2)
const size_t BusinessRejectReason_realm_els(9)
const char EmailType_ADMIN_REPLY('2')
const int PegOffsetType_BASIS_POINTS(1)
const size_t AllocLinkType_realm_els(2)
const int AllocLinkType_FX_SWAP(1)
const int TaxAdvantageType_EMPLOYER_12(12)
const int TrdType_GUARANTEED_DELIVERY(31)
const int TrdType_EFP(2)
const int SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE(6)
const int RateSource_OTHER(99)
const f8String QuoteCondition_PREOPENING_SAM("v")
const char AllocPositionEffect_OPEN('O')
const int TradeReportType_7(7)
const f8String SecurityType_EURO_CORPORATE_FLOATING_RATE_NOTES("EUFRN")
const char PartyIDSource_BIC('B')
const int SecurityListType_INDUSTRY_CLASSIFICATION(1)
const char ExecAckStatus_ACCEPTED('1')
const f8String QuoteCondition_VIEW_OF_COMMON("X")
const int Product_COMMODITY(2)
const f8String CustOrderHandlingInst_NOT_HELD("NH")
const int QuotePriceType_PERCENT(1)
const int LiquidityIndType_20_DAY_MOVING_AVERAGE(2)
const f8String YieldType_YIELD_TO_NEXT_REFUND("NEXTREFUND")
const char MDImplicitDelete_NO('N')
const f8String MsgType_TRADECAPTUREREPORTREQUEST("AD")
const int RateSource_REUTERS(1)
const char MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS('R')
const size_t PegRoundDirection_realm_els(2)
const char MDEntryType_EARLY_PRICES('P')
const size_t SecurityType_realm_els(118)
const char DisplayWhen_IMMEDIATE('1')
const f8String SecurityType_TAX_ANTICIPATION_NOTE("TAN")
const size_t TradingSessionSubID_realm_els(7)
const int ContAmtType_INITIAL_CHARGE_AMOUNT(3)
const f8String PosType_END_OF_DAY_QTY("FIN")
const int TradeRequestStatus_ACCEPTED(0)
const int MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION(6)
const int OrdRejReason_BROKER(0)
const char OrderCategory_PRIVATELY_NEGOTIATED_TRADE('3')
const int ContAmtType_EXIT_CHARGE_AMOUNT(9)
const int TickRuleType_FIXED(2)
const int AccountType_HOUSE_TRADER(3)
const f8String OrderRestrictions_PROGRAM_TRADE("1")
const int QuoteRespType_DONE_AWAY(5)
const size_t CrossType_realm_els(4)
const char ExecType_DONE_FOR_DAY('3')
const f8String DeskOrderHandlingInst_TIME_ORDER("TMO")
const int MultilegModel_PREDEFINED_MULTILEG_SECURITY(0)
const int SecurityTradingStatus_TRADING_RANGE_INDICATION(6)
const int CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED(7)
const char MDEntryType_TRADING_SESSION_HIGH_PRICE('7')
const size_t NewsCategory_realm_els(5)
const int AllocRejCode_MISMATCHED_DATA(11)
const int TrdType_DERIVATIVE_RELATED_TRANSACTION(49)
const int RespondentType_ALL_MARKET_PARTICIPANTS(1)
const char LocateReqd_YES('Y')
const int AllocRejCode_INCORRECT_QUANTITY(1)
const int InstrAttribType_PRICE_TICK_RULES_FOR_SECURITY(23)
const f8String SecurityType_FEDERAL_AGENCY_COUPON("FAC")
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET('8')
const int AllocIntermedReqType_BLOCK_LEVEL_REJECT(5)
const int QuotePriceType_TED_YIELD(8)
const int LegSwapType_MODIFIED_DURATION(2)
const f8String SecurityType_BANK_NOTES("BN")
const int TrdType_SPECIAL_CUM_CAPITAL_REPAYMENTS(34)
const size_t StreamAsgnReqType_realm_els(2)
const int PartyRole_HOST_COMPETENT_AUTHORITY(68)
const int PosQtyStatus_ACCEPTED(1)
const int TaxAdvantageType_ROTH_IRA_25(25)
const int QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGE(2)
const f8String UnitOfMeasure_TROY_OUNCES("oz_tr")
const size_t ShortSaleReason_realm_els(6)
const f8String MsgType_ALLOCATIONREPORT("AS")
const f8String SecurityType_CANADIAN_PROVINCIAL_BONDS("PROV")
const int PartyRole_INTRODUCING_BROKER(60)
const char EmailType_REPLY('1')
const char SecurityUpdateAction_DELETE('D')
const int ExpirationQtyType_NON_AUTO_EXERCISE(2)
const f8String SecurityType_IOETTE_MORTGAGE("IET")
const int ConfirmType_STATUS(1)
const int OrderDelayUnit_WEEKS(13)
const size_t ApplQueueAction_realm_els(4)
const int BookingType_CFD(1)
const f8String ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT("9")
const char MDEntryType_PRIOR_SETTLE_PRICE('M')
const int CollAsgnRejectReason_EXCESSIVE_SUBSTITUTION(5)
const int TrdSubType_LARGE_IN_SCALE(39)
const size_t TradePublishIndicator_realm_els(3)
const char IOIQualifier_LIMIT('L')
const char Side_SELL_SHORT_EXEMPT('6')
const char RefOrderIDSource_QUOTEENTRYID('3')
const char ProcessCode_SOFT_DOLLAR_STEP_OUT('5')
const size_t SettlType_realm_els(12)
const int OwnerType_INDIVIDUAL_INVESTOR(1)
const int ExpirationQtyType_CONTRARY_INTENTION(4)
const f8String SecurityType_CANADIAN_MONEY_MARKETS("CAMM")
const char ReportToExch_NO('N')
const int PartyRole_CLEARING_ACCOUNT(83)
const int QuoteEntryStatus_CANCELED_DUE_TO_LOCK_MARKET(14)
const f8String TradeCondition_ADJUSTED_ETH("z")
const f8String ExecInst_CANCEL_ON_SYSTEM_FAILURE("Q")
const char TimeInForce_FILL_OR_KILL('4')
const int ImpliedMarketIndicator_IMPLIED_IN(1)
const f8String SettlSessID_REGULAR_TRADING_HOURS("RTH")
const f8String ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER("C")
const int OrderDelayUnit_MICROSECONDS(4)
const f8String CustOrderHandlingInst_RESERVE_SIZE_ORDER("RSV")
const int PartySubIDType_SECURITIES_ACCOUNT_NUMBER(10)
const int CPProgram_OTHER(99)
const f8String MsgType_NEWORDERCROSS("s")
const char DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING('1')
const f8String DeskOrderHandlingInst_RESERVE_SIZE_ORDER("RSV")
const int PaymentMethod_NSCC(2)
const f8String Scope_NATIONAL("2")
const f8String TradingSessionSubID_QUIESCENT("7")
const size_t SettlObligSource_realm_els(3)
const int PosReqResult_VALID_REQUEST(0)
const int CoveredOrUncovered_COVERED(0)
const int NewsCategory_COMPANY_NEWS(0)
const int QuoteRequestRejectReason_OTHER(99)
const f8String SecurityType_REVENUE_BONDS("REV")
const int PartySubIDType_REGISTRATION_NAME(14)
const int SecurityTradingEvent_CHANGE_OF_TRADING_SUBSESSION(5)
const f8String QuoteCondition_ADDITIONAL_INFO_DUE_TO_RELATED("V")
const f8String TradeCondition_CANCEL_OPEN("p")
const int InstrAttribType_CALLABLE_BELOW_MATURITY_VALUE(21)
const size_t DayBookingInst_realm_els(3)
const size_t ComplexEventCondition_realm_els(2)
const size_t SessionRejectReason_realm_els(19)
const int BidDescriptorType_COUNTRY(2)
const int PegPriceType_PRIMARY_PEG(5)
const int TaxAdvantageType_MINI_CASH_ISA(3)
const size_t TriggerOrderType_realm_els(2)
const f8String SecurityType_CORP_MORTGAGE_BACKED_SECURITIES("CMBS")
const int Adjustment_CORRECTION(3)
const int SettlDeliveryType_VERSUS_PAYMENT_DELIVER(0)
const size_t TradSesMethod_realm_els(3)
const int AllocRejCode_CALCULATION_DIFFERENCE(9)
const int TradeRequestResult_INVALID_DESTINATION_REQUESTED(5)
const f8String TradeCondition_STRADDLE("AC")
const int EventType_SWAP_NEXT_START_DATE(11)
const f8String PosType_OPTION_ASSIGNMENT("AS")
const f8String StipulationType_GEOGRAPHICS_AND_RANGE("GEOG")
const int DeliveryType_TRI_PARTY(2)
const int MaturityMonthYearIncrementUnits_MONTHS(0)
const size_t EventType_realm_els(20)
const f8String MsgType_TRADECAPTUREREPORTREQUESTACK("AQ")
const int ComplexEventType_KNOCK_OUT_DOWN(6)
const char RefOrderIDSource_ORIGINAL_ORDER_ID('4')
const char ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER('C')
const char ListExecInstType_IMMEDIATE('1')
const char Urgency_BACKGROUND('2')
const int NetworkStatusResponseType_INCREMENTAL_UPDATE(2)
const int LegSwapType_PROCEEDS(5)
const f8String OrderRestrictions_NON_ALGORITHMIC("D")
const int PosReqStatus_REJECTED(2)
const f8String SecurityType_SECURED_LIQUIDITY_NOTE("SLQN")
const int CollInquiryQualifier_FULLY_ASSIGNED(6)
const size_t StreamAsgnType_realm_els(3)
const int ListStatusType_ALL_DONE(5)
const char PositionEffect_OPEN('O')
const int CollAsgnReason_ADVERSE_TAX_EVENT(7)
const int AllocAccountType_JOINT_BACK_OFFICE_ACCOUNT(8)
const f8String OrderRestrictions_FOREIGN_ENTITY("7")
const char RefOrderIDSource_SECONDARYORDERID('0')
const int QuoteStatus_CANCELED_ALL(4)
const size_t BookingUnit_realm_els(3)
const f8String MatchType_SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED("S5")
const size_t DisplayWhen_realm_els(2)
const int InstrAttribType_STEPPED_COUPON(7)
const char CashMargin_CASH('1')
const char MDReqRejReason_UNSUPPORTED_MDIMPLICITDELETE('C')
const int PartyRelationship_USES_TRADING_SERVICES_OF(24)
const int ClearingInstruction_SPECIAL_TRADE(4)
const f8String PosAmtType_COUPON_AMOUNT("CPN")
const int InstrAttribType_ORIGINAL_ISSUE_DISCOUNT(10)
const int OptPayoutType_VANILLA(1)
const f8String RestructuringType_NO_RESTRUCTURING_SPECIFIED("XR")
const f8String TradeCondition_OFFICAL_CLOSING_PRICE("AN")
const int OrdRejReason_INCORRECT_QUANTITY(13)
const size_t AllocTransType_realm_els(7)
const size_t TrdRptStatus_realm_els(3)
const f8String SecurityType_TERM_LOAN("TERM")
const int QuoteStatus_CANCELED_DUE_TO_LOCK_MARKET(14)
const f8String TradingSessionID_DAY("1")
const int PartySubIDType_DEPARTMENT(24)
const f8String StipulationType_POOL_IDENTIFIER("POOL")
const int MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY(1)
const int TradSesEvent_CHANGE_OF_TRADING_STATUS(3)
const int CxlRejReason_ORIGORDMODTIME(5)
const size_t ApplQueueResolution_realm_els(4)
const int PartySubIDType_SYSTEM(3)
const int AllocMethod_AUTOMATIC(1)
const int PriceLimitType_PERCENTAGE(2)
const size_t SecurityTradingEvent_realm_els(8)
const int PriceType_PRODUCT_TICKS_IN_SIXTEENTHS(16)
const f8String SecurityType_RETIRED("RETIRED")
const f8String DeskOrderHandlingInst_WORK("WRK")
const int QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY(9)
const int PartyRole_FOREIGN_FIRM(46)
const int SecurityResponseType_CANNOT_MATCH_SELECTION_CRITERIA(6)
const char TimeInForce_AT_THE_CLOSE('7')
const char OwnershipType_JOINT_INVESTORS('J')
const int PegLimitType_OR_WORSE(2)
const f8String SecurityType_SPECIAL_OBLIGATION("SPCLO")
const int ComplexEventCondition_AND(1)
const f8String QuoteCondition_NON_FIRM("I")
const int PartyRole_MARKET_DATA_ENTRY_ORIGINATOR(74)
const f8String SecurityType_PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE("TCAL")
const int QuotePriceType_FIXED_AMOUNT(3)
const int AllocReportType_REJECT(10)
const f8String MessageEncoding_ISO_2022_JP("ISO-2022-JP")
const f8String PriceQuoteMethod_STANDARD("STD")
const size_t PartyListResponseType_realm_els(4)
const f8String StipulationType_ISO_CURRENCY_CODE("CURRENCY")
const char ProcessCode_PLAN_SPONSOR('6')
const f8String MsgType_CONFIRMATION("AK")
const size_t DisplayMethod_realm_els(4)
const int TradeReportType_SUBMIT(0)
const f8String QuoteCondition_NEWS_PENDING("T")
const int PartyRelationship_LEGAL(33)
const int PegScope_LOCAL(1)
const size_t ExerciseMethod_realm_els(2)
const int TrdType_LATE_TRADE(4)
const int PaymentMethod_DIRECT_DEBIT(9)
const int StandInstDbType_A_GLOBAL_CUSTODIAN(3)
const int OrderDelayUnit_MONTHS(14)
const int QuoteRequestType_MANUAL(1)
const int TickRuleType_VARIABLE(1)
const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT(11)
const f8String QuoteCondition_AUTOMATIC_EXECUTION("d")
const char ExerciseMethod_AUTOMATIC('A')
const int CrossPrioritization_NONE(0)
const f8String StipulationType_MATURITY_YEAR_AND_MONTH("MAT")
const f8String DeskType_DERIVATIVES("D")
const size_t TimeUnit_realm_els(7)
const size_t PosAmtType_realm_els(18)
const int ApplReqType_CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS(6)
const size_t DefaultApplVerID_realm_els(10)
const int MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY(2)
const char OrderCategory_LINKED_ORDER('5')
const f8String ApplVerID_FIX40("2")
const f8String YieldType_YIELD_TO_AVG_MATURITY("AVGMATURITY")
const int PegPriceType_LAST_PEG(1)
const int StatusValue_NOT_CONNECTED_3(3)
const f8String YieldType_CLOSING_YIELD_MOST_RECENT_MONTH("LASTMONTH")
const int TradeReportTransType_REVERSE(4)
const int PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY(85)
const int QuoteStatus_CROSS_MARKET_WARNING(13)
const int ComplexEventType_TRIGGER(2)
const char IOINaturalFlag_YES('Y')
const int QuoteRejectReason_UNKNOWN_QUOTE(5)
const f8String MsgType_COLLATERALREPORT("BA")
const f8String Scope_LOCAL_MARKET("1")
const int TaxAdvantageType_ROTH_IRA_24(24)
const int StatusValue_IN_PROCESS(4)
const f8String SecurityType_REPURCHASE("REPO")
const f8String TradeCondition_STRADDLE_ETH("AD")
const int QuotePriceType_YIELD_SPREAD(9)
const size_t PositionEffect_realm_els(6)
const int PartySubIDType_FIRM(1)
const int PartySubIDType_EMAIL_ADDRESS(8)
const char MDReqRejReason_UNSUPPORTED_MARKETDEPTH('5')
const f8String StipulationType_AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET("AVAILQTY")
const f8String MsgType_SECURITYTYPES("w")
const int InstrAttribType_INSTRUMENT_PRICE_PRECISION(27)
const int QuoteCancelType_CANCEL_BY_QUOTETYPE(6)
const size_t RoutingType_realm_els(4)
const int CollAsgnReason_TIME_WARNING(2)
const f8String ApplVerID_FIX42("4")
const f8String SecurityType_YANKEE_CORPORATE_BOND("YANK")
const int ContingencyType_ONE_UPDATES_THE_OTHER_3(3)
const int QuoteEntryStatus_LOCKED_MARKET_WARNING(12)
const int TradeRequestResult_SUCCESSFUL(0)
const char SettlObligSource_INSTRUCTIONS_OF_BROKER('1')
const int PosReqResult_NOT_AUTHORIZED_TO_REQUEST_POSITIONS(3)
const char MDEntryType_RECOVERY_RATE('Y')
const f8String BenchmarkCurveName_SONIA("SONIA")
const f8String DeskOrderHandlingInst_MARKET_AT_CLOSE("MAC")
const int SecurityRequestType_ALL_SECURITIES(8)
const int SecurityRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID(9)
const char Side_BUY('1')
const char WorkingIndicator_NO('N')
const f8String CustOrderHandlingInst_TIME_ORDER("TMO")
const f8String TimeUnit_MINUTE("Min")
const f8String DeskOrderHandlingInst_IMBALANCE_ONLY("IO")
const int SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_BUY(9)
const int CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE(7)
const int AdjustmentType_FINAL(3)
const char InViewOfCommon_YES('Y')
const f8String DeskType_OTHER("O")
const f8String SecurityType_EURO_SUPRANATIONAL_COUPONS("EUSUPRA")
const f8String TradeCondition_BUNCHED_SALE("f")
const f8String YieldType_PROCEEDS_YIELD("PROCEEDS")
const char PublishTrdIndicator_NO('N')
const f8String MsgType_RFQREQUEST("AH")
const size_t MultilegModel_realm_els(3)
const char MDEntryType_INDEX_VALUE('3')
const f8String SecurityType_SECURITIES_PLEDGE("SECPLEDGE")
const int HaltReasonInt_NEWS_PENDING(4)
const f8String SettlType_WHEN_AND_IF_ISSUED("7")
const int QuotePriceType_DISCOUNT(4)
const f8String ExecInst_EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED("r")
const int PegOffsetType_PRICE_TIER(3)
const f8String MsgType_ALLOCATIONINSTRUCTIONACK("P")
const char AggressorIndicator_YES('Y')
const size_t AllocAccountType_realm_els(7)
const f8String DeskOrderHandlingInst_ADD_ON_ORDER("ADD")
const f8String ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT("3")
const f8String TradeCondition_STOPPED_SOLD_LAST("AL")
const int CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER(3)
const char FundRenewWaiv_NO('N')
const f8String SecurityType_DEBTOR_IN_POSSESSION("DINP")
const f8String PosType_ALLOCATION_TRADE_QTY("ALC")
const f8String MsgType_SECURITYDEFINITIONUPDATEREPORT("BP")
const int SecurityTradingEvent_CHANGE_OF_TRADING_SESSION(4)
const int CollAsgnRespType_ACCEPTED(1)
const f8String MsgType_REGISTRATIONINSTRUCTIONSRESPONSE("p")
const f8String PosAmtType_COMPENSATION_AMOUNT("DLV")
const int PartyRole_INTERNAL_CARRY_ACCOUNT(43)
const f8String MiscFeeType_CONVERSION("11")
const f8String TradeCondition_STOPPED_OUT_OF_SEQUENCE("AM")
const int MultilegPriceMethod_INDIVIDUAL(3)
const int TradeAllocIndicator_ALLOCATION_GIVE_UP_EXECUTOR(3)
const int EncryptMethod_PKCS(1)
const size_t ReportToExch_realm_els(2)
const f8String StipulationType_VALUATION_DISCOUNT("HAIRCUT")
const f8String TradeCondition_ACQUISITION("c")
const size_t WorkingIndicator_realm_els(2)
const f8String YieldType_SIMPLE_YIELD("SIMPLE")
const int OrdRejReason_UNKNOWN_ACCOUNT(15)
const int TrdType_OTC(54)
const char LastRptRequested_YES('Y')
const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE(5)
const char MDReqRejReason_UNSUPPORTED_AGGREGATEDBOOK('7')
const f8String StipulationType_MARKET_SECTOR("SECTOR")
const int RiskLimitType_SHORT_LIMIT(5)
const int SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE(2)
const int QtyType_CONTRACTS(1)
const f8String MiscFeeType_LEVY("6")
const f8String QuoteCondition_MANUAL_SLOW_QUOTE("L")
const int StreamAsgnType_TERMINATE_UNASSIGN(3)
const int AllocType_WAREHOUSE_INSTRUCTION(7)
const char LastRptRequested_NO('N')
const int PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION(71)
const f8String PosType_ELECTRONIC_TRADE_QTY("ETR")
const f8String TradeCondition_NEXT_DAY_TRADE("J")
const char IOIQualifier_AT_THE_MARKET('Q')
const f8String MsgType_REGISTRATIONINSTRUCTIONS("o")
const char FundRenewWaiv_YES('Y')
const f8String StipulationType_MINIMUM_DENOMINATION("MINDNOM")
const int TrdSubType_OTC_QUOTE(35)
const int PartyRole_INTERMEDIARY(29)
const int PartyRelationship_POSTS_TRADES_TO(14)
const f8String CustOrderHandlingInst_DIRECTED_ORDER("DIR")
const int TradeReportType_ALLEGED_TRADE_REPORT_CANCEL(14)
const char OwnershipType_JOINT_TRUSTEES('2')
const int DistribPaymentMethod_EUROCLEAR(3)
const f8String Scope_GLOBAL("3")
const int StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER(2)
const f8String SecurityType_TIME_DEPOSIT("TD")
const int TaxAdvantageType_ROTH_CONVERSION_IRA_27(27)
const char AggregatedBook_YES('Y')
const f8String PosType_PRIVATELY_NEGOTIATED_TRADE_QTY("PNTN")
const char CommType_PERCENTAGE_WAIVED_4('4')
const f8String YieldType_AFTER_TAX_YIELD("AFTERTAX")
const int AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED(6)
const int MassActionResponse_REJECTED(0)
const f8String MatchType_ACT_DEFAULT_TRADE("M4")
const int StatsType_EXCHANGE_LAST(1)
const int DiscretionOffsetType_PRICE_TIER(3)
const int EventType_SWAP_ROLL_DATE(10)
const int StrategyParameterType_CHAR(12)
const int LastLiquidityInd_AUCTION(4)
const f8String QuoteCondition_DEPTH_ON_OFFER("M")
const int PegPriceType_OPENING_PEG(3)
const char DiscretionInst_RELATED_TO_LOCAL_PRIMARY_PRICE('3')
const int Product_MONEYMARKET(9)
const size_t TradSesStatus_realm_els(7)
const char MultiLegReportingType_SINGLE_SECURITY('1')
const size_t ExecPriceType_realm_els(8)
const f8String MessageEncoding_SHIFT_JIS("SHIFT_JIS")
const int ListOrderStatus_REJECT(7)
const int PriceType_PRODUCT_TICKS_IN_FOURTHS(14)
const char BasisPxType_CLOSING_PRICE_AT_MORNINGN_SESSION('2')
const int TrdSubType_ON_HOURS_TRADE(34)
const int TrdRegTimestampType_TIME_IN(2)
const f8String PosType_PIT_TRADE_QTY("PIT")
const char MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY('2')
const f8String YieldType_YIELD_TO_TENDER_DATE("TENDER")
const int ConfirmType_CONFIRMATION(2)
const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE(4)
const size_t PriceLimitType_realm_els(3)
const f8String PosType_INTEGRAL_SPLIT("SPL")
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD(15)
const int CxlRejReason_BROKER(2)
const int OrdRejReason_OTHER(99)
const int MassActionScope_ALL_ORDERS(7)
const char MDEntryType_BID('0')
const size_t DeliveryForm_realm_els(2)
const size_t CollStatus_realm_els(5)
const int FlowScheduleType_NERC_WESTERN_OFF_PEAK(1)
const f8String StipulationType_CUSTOM_START_END_DATE("CUSTOMDATE")
const f8String TradeCondition_CANCEL_STOPPED_ETH("j")
const int ApplQueueAction_END_SESSION(3)
const size_t ProgRptReqs_realm_els(3)
const int PriceType_PRODUCT_TICKS_IN_EIGHTS(15)
const f8String SecurityType_COMMERCIAL_PAPER("CP")
const int ContAmtType_DISCOUNT_PERCENT(6)
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER('B')
const int AllocRejCode_OTHER_99(99)
const f8String TradeCondition_NEXT_DAY("D")
const int SideMultiLegReportingType_SINGLE_SECURITY(1)
const int PartySubIDType_POSITION_ACCOUNT_TYPE(26)
const int AllocSettlInstType_PHONE_FOR_INSTRUCTIONS(4)
const f8String ExecInst_NON_NEGOTIABLE("N")
const int MDQuoteType_TRADEABLE(1)
const f8String TradeCondition_VOLUME_ONLY("a")
const int SideValueInd_SIDE_VALUE_1(1)
const int StrategyParameterType_TZTIMESTAMP(28)
const int BidType_NON_DISCLOSED_STYLE(1)
const int QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND(10)
const char DealingCapacity_RISKLESS_PRINCIPAL('R')
const int MaturityMonthYearFormat_YEARMONTHDAY(1)
const int CrossPrioritization_SELL_SIDE_IS_PRIORITIZED(2)
const char VenueType_PIT('P')
const int ContAmtType_PROJECTED_FUND_VALUE(12)
const f8String StipulationType_OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS("INTERNALQTY")
const f8String SecurityType_FEDERAL_AGENCY_DISCOUNT_NOTE("FADN")
const f8String SecurityType_TREASURY_INFLATION_PROTECTED_SECURITIES("TIPS")
const int ContAmtType_DILUTION_LEVY_AMOUNT(7)
const size_t VenueType_realm_els(3)
const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14(14)
const int PartySubIDType_REGISTRATION_NUMBER(11)
const f8String StipulationType_AVERAGE_FICO_SCORE("AVFICO")
const int QuoteRequestRejectReason_INVALID_PRICE(5)
const int RiskInstrumentOperator_EXCLUDE(2)
const int QuoteStatus_EXPIRED(7)
const f8String TradeCondition_SELLER("L")
const int StandInstDbType_OTHER(0)
const int QuoteRespType_HIT_LIFT(1)
const char OddLot_NO('N')
const int SecurityTradingStatus_OPENING_DELAY(1)
const int FlowScheduleType_NERC_EASTERN_PEAK(3)
const f8String ClearingFeeIndicator_CBOE_MEMBER("B")
const int CollStatus_ASSIGNED(3)
const char OrderCapacity_INDIVIDUAL('I')
const f8String MsgType_QUOTEREQUEST("R")
const char DiscretionInst_RELATED_TO_PRIMARY_PRICE('2')
const int TaxAdvantageType_OTHER(999)
const f8String SecurityType_TAX_ALLOCATION("TAXA")
const size_t ConfirmTransType_realm_els(3)
const f8String SecurityIDSource_SEDOL("2")
const f8String MsgType_BUSINESSMESSAGEREJECT("j")
const char DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR('0')
const f8String ExecInst_STRICT_LIMIT("b")
const int PartySubIDType_LOCATION(31)
const f8String YieldType_YIELD_TO_NEXT_PUT("PUT")
const f8String SecurityStatusID_INACTIVE("2")
const size_t Urgency_realm_els(3)
const f8String YieldType_TRUE_YIELD("TRUE")
const f8String SecurityType_TAXABLE_MUNICIPAL_CP("TMCP")
const int NetworkStatusResponseType_FULL(1)
const int SecurityListRequestType_ALL_SECURITIES(4)
const char SettlInstSource_INVESTOR('3')
const size_t ExecType_realm_els(20)
const int TrdType_SPECIAL_EX_CAPITAL_REPAYMENTS(35)
const int TrdSubType_AI(14)
const f8String OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT("8")
const int MultilegModel_USER_DEFINED_MULTLEG_SECURITY(1)
const int TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED(4)
const char TriggerPriceType_BEST_BID_OR_LAST_TRADE('4')
const f8String ExecInst_EXECUTE_AS_DURATION_NEUTRAL("s")
const int TradeReportTransType_NEW(0)
const char MDEntryType_SWAP_VALUE_FACTOR('S')
const char IOIQualifier_VWAP('D')
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_SEQ_NO(5)
const f8String QuoteCondition_SUSPENDED_SAM("z")
const int PartyRole_SYSTEMATIC_INTERNALISER(63)
const f8String ExecInst_LAST_PEG("L")
const f8String StipulationType_ABSOLUTE_PREPAYMENT_SPEED("ABS")
const size_t MultiLegRptTypeReq_realm_els(3)
const size_t OrderCapacity_realm_els(6)
const size_t Product_realm_els(13)
const f8String YieldType_YIELD_TO_NEXT_CALL("CALL")
const int StrikePriceBoundaryMethod_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY(3)
const char OrdStatus_ACCEPTED_FOR_BIDDING('D')
const size_t TriggerPriceTypeScope_realm_els(4)
const int SecurityTradingEvent_CHANGE_OF_MARKET_DEPTH(8)
const f8String SecurityType_INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE("TINT")
const int AllocReportType_PRELIMINARY_REQUEST_TO_INTERMEDIARY(2)
const int ListRejectReason_UNSUPPORTED_ORDER_CHARACTERISTIC(11)
const f8String CorporateAction_WARRANT("R")
const size_t AllocType_realm_els(14)
const int CustOrderCapacity_ALL_OTHER(4)
const char DKReason_PRICE_EXCEEDS_LIMIT('E')
const int MaturityMonthYearIncrementUnits_YEARS(3)
const f8String MsgType_NETWORKCOUNTERPARTYSYSTEMSTATUSRESPONSE("BD")
const int MassActionScope_ALL_ORDERS_FOR_A_MARKET(8)
const int MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT(8)
const int ListStatusType_ALERT(6)
const char TriggerPriceTypeScope_NATIONAL('2')
const f8String SettlSessID_END_OF_DAY("EOD")
const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE(5)
const int SecurityListRequestType_PRODUCT(2)
const int StrikePriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY(4)
const int TradSesStatusRejReason_OTHER(99)
const int PartyRole_BROKERCLEARINGID(81)
const size_t TradeReportRejectReason_realm_els(6)
const int PartyRole_INTRODUCING_FIRM(6)
const int TrdRegTimestampType_BROKER_EXECUTION(5)
const char MDEntryType_EMPTY_BOOK('J')
const int TaxAdvantageType_PRIOR_YEAR_PAYMENT(7)
const int MultilegPriceMethod_MULTIPLIED_PRICE(5)
const f8String CustOrderHandlingInst_ADD_ON_ORDER("ADD")
const int MDQuoteType_RESTRICTED_TRADEABLE(2)
const size_t PosReqResult_realm_els(6)
const int DiscretionOffsetType_PRICE(0)
const f8String SecurityType_BANKERS_ACCEPTANCE("BA")
const f8String IOIQty_1000000000("0")
const size_t UnitOfMeasure_realm_els(13)
const int MiscFeeBasis_PERCENTAGE(2)
const int StrategyParameterType_EXCHANGE(17)
const size_t CoveredOrUncovered_realm_els(2)
const char SecurityUpdateAction_ADD('A')
const size_t ListRejectReason_realm_els(7)
const size_t TickRuleType_realm_els(5)
const int BusinessRejectReason_INVALID_PRICE_INCREMENT(18)
const f8String BenchmarkCurveName_EONIA("EONIA")
const size_t PegMoveType_realm_els(2)
const f8String DeskOrderHandlingInst_SCALE("SCL")
const size_t DealingCapacity_realm_els(3)
const int TradSesMode_PRODUCTION(3)
const int MDUpdateType_INCREMENTAL_REFRESH(1)
const char NotifyBrokerOfCredit_YES('Y')
const int Product_EQUITY(5)
const int GTBookingInst_ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES(1)
const char PartyIDSource_AUSTRALIAN_TAX_FILE_NUMBER('A')
const size_t MDReqRejReason_realm_els(14)
const int TradeRequestResult_NOT_AUTHORIZED(9)
const f8String PosAmtType_SETTLEMENT_VALUE("SETL")
const char BidRequestTransType_CANCEL('C')
const int PartySubIDType_LOCATION_DESK(25)
const f8String CorporateAction_NEW("D")
const char TriggerType_SPECIFIED_TRADING_SESSION('2')
const int QuoteRequestRejectReason_INSUFFICIENT_CREDIT(11)
const char LegalConfirm_YES('Y')
const char OrdStatus_EXPIRED('C')
const f8String TradingSessionSubID_3("3")
const f8String StipulationType_TRADERS_CREDIT("TRADERCREDIT")
const char PartyIDSource_UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER('6')
const f8String DeskOrderHandlingInst_TRAILING_STOP("TS")
const size_t OrdRejReason_realm_els(19)
const char DKReason_OTHER('Z')
const f8String SecurityType_CERTIFICATE_OF_DEPOSIT("CD")
const int SecurityRequestType_REQUEST_LIST_SECURITIES(3)
const f8String ApplVerID_FIX44("6")
const char MultiLegReportingType_MULTI_LEG_SECURITY('3')
const int TrdType_WEIGHTED_AVERAGE_PRICE_TRADE(6)
const int UserRequestType_LOG_OFF_USER(2)
const f8String SecurityType_US_CORPORATE_FLOATING_RATE_NOTES("FRN")
const f8String MatchType_SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED("S2")
const int OrderDelayUnit_HUNDREDTHS_OF_A_SECOND(2)
const f8String ExecInst_SUSPEND_ON_CONNECTION_LOSS("p")
const char AggregatedBook_NO('N')
const int TargetStrategy_MININIZE_MARKET_IMPACT(3)
const size_t AdjustmentType_realm_els(4)
const f8String TradeCondition_REGULAR_ETH("AG")
const f8String TradeCondition_MULT_ASSET_CLASS_MULTILEG_TRADE("3")
const int QtyType_UNITS(0)
const f8String StipulationType_AUTO_REINVESTMENT_AT_RATE_OR_BETTER("AUTOREINV")
const f8String SecurityIDSource_RIC_CODE("5")
const f8String QuoteCondition_VOLUME_ALERT("Y")
const size_t QuoteResponseLevel_realm_els(4)
const f8String TradeCondition_CANCEL("0")
const int Adjustment_ERROR(2)
const f8String StipulationType_WEIGHTED_AVERAGE_LIFE_COUPON("WAL")
const int AllocIntermedReqType_PENDING_RELEASE(2)
const size_t RateSource_realm_els(4)
const f8String DeskOrderHandlingInst_MARKET_ON_OPEN("MOO")
const f8String SettlType_SELLERS_OPTION("8")
const f8String QuoteCondition_CONSOLIDATED_BEST("D")
const size_t MassCancelResponse_realm_els(13)
const int MassActionType_RELEASE_ORDERS_FROM_SUSPENSION(2)
const int PartyDetailsRequestResult_INVALID_OR_UNSUPPORTED_REQUEST(1)
const int ExecRestatementReason_MARKET(8)
const f8String SecurityIDSource_CUSIP("1")
const char DKReason_QUANTITY_EXCEEDS_ORDER('C')
const f8String YieldType_TAX_EQUIVALENT_YIELD("TAXEQUIV")
const int TradSesEvent_CHANGE_OF_TRADING_SUBSESSION(2)
const size_t IndividualAllocType_realm_els(2)
const f8String TradeCondition_CROSSED_X("X")
const int RoutingType_TARGET_LIST(2)
const f8String StipulationType_EXPLICIT_LOT_IDENTIFIER("LOT")
const f8String SecurityType_LIQUIDITY_NOTE("LQN")
const int CollAsgnReason_MARGIN_DEFICIENCY(3)
const int InstrAttribType_ZERO_COUPON(2)
const int CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT(1)
const int SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST(3)
const char PositionEffect_FIFO('F')
const f8String SecurityType_MATURED("MATURED")
const int EventType_ACTIVATION(5)
const int PartyRole_SECONDARY_ACCOUNT_NUMBER(45)
const f8String MsgType_RESENDREQUEST("2")
const int StrategyParameterType_BOOLEAN(13)
const char MarketUpdateAction_DELETE('D')
const int FlowScheduleType_NERC_EASTERN_OFF_PEAK(0)
const int TrdType_SPECIAL_CUM_COUPON(27)
const f8String BenchmarkCurveName_EUREPO("EUREPO")
const int QuoteRespType_TIMED_OUT(8)
const int PartyRole_LOCATION_ID(75)
const char OrdType_MARKET('1')
const int DistribPaymentMethod_REINVEST_IN_FUND(12)
const f8String UnderlyingCashType_FIXED("FIXED")
const int QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT(3)
const int OrdRejReason_INVALID_PRICE_INCREMENT(18)
const int PartyRelationship_PROVIDES_MARKETPLACE_FOR(11)
const int CollAction_RETAIN(0)
const f8String DeskOrderHandlingInst_NOT_HELD("NH")
const int ListRejectReason_UNKNOWN_ORDER(5)
const f8String QuoteCondition_FROZEN_SAM("u")
const int AllocIntermedReqType_PENDING_REVERSAL(3)
const f8String TradeCondition_OFFICIAL_CLOSING_PRICE("AJ")
const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT('D')
const f8String QuoteCondition_BID_OFFER_SPECIALIST("r")
const int TrdType_PORTFOLIO_TRADE(50)
const size_t TriggerPriceDirection_realm_els(2)
const f8String UnitOfMeasure_BUSHELS("Bu")
const int SecurityRequestType_SYMBOL(4)
const f8String TradingSessionID_AFTERNOON("4")
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP('A')
const int AvgPxIndicator_NO_AVERAGE_PRICING(0)
const int DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS(11)
const int ModelType_UTILITY_PROVIDED_STANDARD_MODEL(0)
const f8String YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE("LONGAVGLIFE")
const f8String SecurityIDSource_QUIK("3")
const size_t MassActionRejectReason_realm_els(13)
const char HandlInst_MANUAL_ORDER_BEST_EXECUTION('3')
const int StrategyParameterType_TENOR(29)
const char IOIQualifier_READY_TO_TRADE('R')
const int DeliveryType_VERSUS_PAYMENT_DELIVER(0)
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_OWNERSHIP_TYPE(3)
const int StatsType_TURNOVER(4)
const int LegSwapType_RISK(4)
const int PartyRole_ENTERING_FIRM(7)
const f8String TradeCondition_CONVERTED_PRICE_INDICATOR("T")
const f8String ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT("FUTDA")
const f8String SecurityIDSource_ISIN_NUMBER("4")
const f8String ExecInst_NOT_HELD("1")
const int AllocAccountType_FLOOR_TRADER(4)
const int ConfirmStatus_RECEIVED(1)
const int AllocType_REVERSAL_PENDING(14)
const int Product_MORTGAGE(10)
const int RegistRejReasonCode_OTHER(99)
const int ContAmtType_EXIT_CHARGE_PERCENT(10)
const int TargetStrategy_VWAP(1)
const int AllocSettlInstType_SSI_DB_IDS_PROVIDED(3)
const char OwnershipType_TENANTS_IN_COMMON('T')
const int TaxAdvantageType_NONE_NOT_APPLICABLE(0)
const f8String MsgType_LOGON("A")
const int RiskInstrumentOperator_INCLUDE(1)
const size_t AllocSettlInstType_realm_els(5)
const char IOIQualifier_INDICATION('W')
const size_t ClearingFeeIndicator_realm_els(14)
const char OrderCapacity_PRINCIPAL('P')
const char OrdStatus_PENDING_REPLACE('E')
const f8String SecurityType_TREASURY_BILL("TB")
const f8String QuoteCondition_FULL_CURVE("6")
const int PartyRole_CLEARING_ORGANIZATION(21)
const f8String SecurityType_PFANDBRIEFE("PFAND")
const int SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST(1)
const int UnderlyingSettlementType_T_PLUS_3(4)
const char MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRMED('1')
const int TrdType_LATE_BUNCHED_TRADE(8)
const f8String CustOrderHandlingInst_OVER_THE_DAY("OVD")
const int CollAsgnTransType_NEW(0)
const size_t TimeInForce_realm_els(10)
const f8String SecurityType_TERM_LIQUIDITY_NOTE("TLQN")
const int StatsType_HIGH(2)
const f8String QuoteCondition_DEPTH("G")
const char SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING('2')
const f8String OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY("5")
const char SettlInstTransType_NEW('N')
const f8String BenchmarkCurveName_LIBID("LIBID")
const int MultilegPriceMethod_YIELD_DIFFERENCE(2)
const size_t DeliveryType_realm_els(4)
const int TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION(5)
const f8String TradeCondition_OPENING_REOPENING_TRADE_DETAIL("E")
const int SecurityTradingStatus_PRE_OPEN(21)
const f8String PosAmtType_PREMIUM_AMOUNT("PREM")
const char DlvyInstType_SECURITIES('S')
const int QuoteCancelType_CANCEL_FOR_ONE_OR_MORE_SECURITIES(1)
const f8String TradeCondition_COMBO_ETH("AI")
const f8String QuoteCondition_NO_OPEN("b")
const int TrdType_CASH_SETTLEMENT(29)
const f8String ExecInst_STAY_ON_OFFER_SIDE("0")
const size_t SecurityRequestResult_realm_els(6)
const int TerminationType_OPEN(4)
const size_t CollAsgnTransType_realm_els(5)
const int PartyRole_BUYER_SELLER(27)
const int AllocType_READY_TO_BOOK(5)
const char OrdStatus_PENDING_CANCEL('6')
const char PartyIDSource_US_EMPLOYER_OR_TAX_ID_NUMBER('8')
const int ListRejectReason_EXCHANGE_CLOSED(2)
const int InstrAttribType_TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE(99)
const char BasisPxType_OPEN('D')
const int ImpliedMarketIndicator_IMPLIED_OUT(2)
const f8String SettlType_T_PLUS_5("9")
const char MDReqRejReason_DUPLICATE_MDREQID('1')
const int Product_INDEX(7)
const int PartyRole_EXECUTING_FIRM(1)
const size_t EncryptMethod_realm_els(7)
const int StrategyParameterType_STRING(14)
const int TradeReportType_ALLEGED_NEW(11)
const char BasisPxType_VWAP_THROUGH_A_DAY('6')
const size_t UserRequestType_realm_els(4)
const size_t SettlInstSource_realm_els(3)
const int SessionRejectReason_INVALID_TAG_NUMBER(0)
const char DisplayWhen_EXHAUST('2')
const char Side_CROSS_SHORT_EXEMPT('A')
const char MDReqRejReason_UNSUPPORTED_OPENCLOSESETTLEFLAG('B')
const size_t RegistStatus_realm_els(4)
const int TrdType_NAME_CHANGE(41)
const char OrdType_FUNARI('I')
const int TrdRegTimestampType_SUBMISSION_TO_CLEARING(7)
const size_t ExerciseStyle_realm_els(3)
const int ExecRestatementReason_WAREHOUSE_RECAP(10)
const char DiscretionInst_RELATED_TO_LAST_TRADE_PRICE('5')
const int Product_OTHER(12)
const int MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY(2)
const f8String QuoteCondition_CROSSED("F")
const char ProcessCode_STEP_OUT('3')
const char BookingUnit_AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE('2')
const int ComplexEventType_CAPPED(1)
const f8String TradingSessionSubID_POST_TRADING("5")
const char OrdStatus_FILLED('2')
const f8String MiscFeeType_AGENT("12")
const int QuotePriceType_SPREAD(6)
const int TradePublishIndicator_DEFERRED_PUBLICATION(2)
const char TriggerOrderType_MARKET('1')
const int CollAsgnRejectReason_INVALID_TYPE_OF_COLLATERAL(4)
const f8String QuoteCondition_ROTATION_ETH("i")
const int PosReqResult_NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA(2)
const char OrderCapacity_AGENCY('A')
const int DiscretionScope_NATIONAL_EXCLUDING_LOCAL(4)
const f8String PosType_DELIVERY_NOTICE_QTY("DN")
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT('9')
const int TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA(3)
const char LastCapacity_PRINCIPAL('4')
const int QuoteStatus_PENDING(10)
const f8String PosAmtType_ACCRUED_COUPON_AMOUNT("ACPN")
const f8String TradeCondition_FINAL_PRICE_OF_SESSION("V")
const f8String MsgType_LISTSTRIKEPRICE("m")
const f8String SecurityType_LETTER_OF_CREDIT("LOFC")
const f8String MsgType_XML_NON_FIX("n")
const int PartyRelationship_CLEARS_THROUGH(2)
const int StrategyParameterType_MONTHYEAR(18)
const int TrdSubType_T(30)
const f8String DefaultApplVerID_FIX50SP1("8")
const int QuoteRejectReason_OTHER(99)
const char IOIQualifier_VERSUS('V')
const f8String MsgType_MARKETDATAREQUESTREJECT("Y")
const char SettlCurrFxRateCalc_MULTIPLY('M')
const int NoSides_ONE_SIDE(1)
const int PartyRole_REPORTING_INTERMEDIARY(72)
const char RegistStatus_HELD('H')
const char CxlRejResponseTo_ORDER_CANCEL_REQUEST('1')
const size_t CorporateAction_realm_els(23)
const char OrdType_FOREX_PREVIOUSLY_QUOTED('H')
const int QuoteEntryStatus_EXPIRED(7)
const int TrdType_SPECIAL_CUM_DIVIDEND(25)
const char CancellationRights_NO_N('N')
const int QuoteRejectReason_QUOTE_LOCKED(11)
const int QuoteRequestRejectReason_PASS(10)
const char ExDestinationIDSource_PROPRIETARY('D')
const char TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE('U')
const size_t ContAmtType_realm_els(15)
const int TrdType_OPTION_EXERCISE(45)
const int StatusValue_CONNECTED(1)
const size_t CancellationRights_realm_els(4)
const size_t LiquidityIndType_realm_els(4)
const int MultilegModel_USER_DEFINED_NON_SECURITIZED_MULTILEG(2)
const int StatusValue_NOT_CONNECTED_2(2)
const int ClearingInstruction_EX_CLEARING(3)
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITYTYPE('5')
const char CommType_PERCENTAGE_WAIVED_5('5')
const f8String ValuationMethod_PREMIUM_STYLE("EQTY")
const f8String MatchType_ISSUING_BUY_BACK_AUCTION("8")
const f8String TradeCondition_OUTSIDE_SPREAD("AV")
const f8String ApplVerID_FIX43("5")
const char MassCancelResponse_CANCEL_REQUEST_REJECTED('0')
const int NewsRefType_COMPLIMENTARY(2)
const char Side_SELL('2')
const int TradeReportRejectReason_INVALID_TRADE_TYPE(4)
const f8String TradingSessionSubID_INTRADAY_AUCTION("6")
const int PartyRole_CONTRA_EXCHANGE(42)
const f8String StipulationType_MONTHLY_PREPAYMENT_RATE("MPR")
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DETAILS(7)
const int PartyRole_PLEDGEE_ACCOUNT(51)
const size_t Side_realm_els(16)
const char SecurityUpdateAction_MODIFY('M')
const f8String ExecInst_CANCEL_ON_TRADING_HALT("K")
const f8String FinancialStatus_BANKRUPT("1")
const char SolicitedFlag_NO('N')
const f8String QuoteCondition_OFFER_SPECIALIST("q")
const f8String TradeCondition_CANCEL_LAST("n")
const f8String MsgType_COLLATERALINQUIRYACK("BG")
const size_t TriggerPriceType_realm_els(6)
const int TaxAdvantageType_401(20)
const f8String DeskType_AGENCY("A")
const int PegOffsetType_PRICE(0)
const f8String MsgType_MASSQUOTE("i")
const size_t EmailType_realm_els(3)
const f8String PosType_OPTION_EXERCISE_QTY("EX")
const int CollAsgnRejectReason_UNKNOWN_DEAL(0)
const f8String YieldType_MARK_TO_MARKET_YIELD("MARK")
const int UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS(4)
const f8String CorporateAction_EX_RIGHTS("C")
const char SettlObligTransType_REPLACE('R')
const f8String StipulationType_RATING_SOURCE_AND_RANGE("RATING")
const int EncryptMethod_PKCS_DES(3)
const int DistribPaymentMethod_TELEGRAPHIC_TRANSFER(6)
const int ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE(1)
const char IOIQualifier_PORTFOLIO_SHOWN('S')
const int ComplexEventPriceTimeType_IMMEDIATE(2)
const int ContAmtType_DILUTION_LEVY_PERCENT(8)
const char ExecType_TRADE_HAS_BEEN_RELEASED_TO_CLEARING('K')
const int TrdType_TRADING_AT_SETTLEMENT(15)
const size_t QuoteType_realm_els(4)
const int TradSesMethod_OPEN_OUTCRY(2)
const int PartyRelationship_PARTICIPANT_OF_MARKETPLACE(12)
const int QuoteCancelType_CANCEL_ALL_QUOTES(4)
const int OptPayoutType_CAPPED(2)
const int OrderDelayUnit_DAYS(12)
const int TradeRequestResult_INVALID_PARTIES(3)
const char MDUpdateAction_DELETE_THRU('3')
const int PriceType_SPREAD(6)
const int PartyRole_CORRESPONDANT_CLEARING_FIRM(15)
const f8String ExecInst_TRY_TO_SCALE("8")
const int TrdSubType_CONVERTED_SWAP(36)
const f8String MsgType_ORDERMASSACTIONREQUEST("CA")
const int SecurityTradingStatus_ITS_PRE_OPENING(14)
const int PartyRole_CUSTODIAN(28)
const int PartyRole_ORDER_ORIGINATION_TRADER(11)
const f8String StipulationType_TRADE_VARIANCE("TRDVAR")
const int TradeAllocIndicator_USE_ALLOCATION_PROVIDED_WITH_THE_TRADE(2)
const int TrdRptStatus_ACCEPTED(0)
const char AllocTransType_REVERSAL('6')
const int ApplReqType_RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS(0)
const char TriggerAction_CANCEL('3')
const int MassStatusReqType_STATUS_FOR_ALL_ORDERS(7)
const f8String UnitOfMeasure_MILLION_BARRELS("MMbbl")
const f8String SettlType_BROKEN_DATE("B")
const size_t InstrAttribType_realm_els(30)
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER(10)
const int MaturityMonthYearFormat_YEARMONTHWEEK(2)
const int CollApplType_GENERAL(1)
const int QuoteRespType_PASS(6)
const int OrdRejReason_EXCHANGE_CLOSED(2)
const int SecurityTradingStatus_NO_OPEN(4)
const f8String MsgType_ORDERCANCELREJECT("9")
const f8String MsgType_USERNOTIFICATION("CB")
const char TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE('D')
const char UnderlyingFXRateCalc_MULTIPLY('M')
const f8String SecurityType_DEPOSIT_NOTES("DN")
const int QuoteRejectReason_INVALID_BID_ASK_SPREAD(7)
const f8String MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME("A5")
const int PartyRelationship_REQUESTS_QUOTES_FROM(18)
const size_t LastRptRequested_realm_els(2)
const f8String TradeCondition_SOLD_LAST_SALE("o")
const int OrderDelayUnit_SECONDS(0)
const int CollAsgnReason_SCHEDULED(1)
const int ExecRestatementReason_CANCEL_ON_TRADING_HALT(6)
const f8String MsgType_TRADECAPTUREREPORT("AE")
const int PaymentMethod_BPAY(14)
const char AggressorIndicator_NO('N')
const f8String CustOrderHandlingInst_MARKET_ON_CLOSE("MOC")
const size_t StrikePriceBoundaryMethod_realm_els(5)
const int TrdType_PROROGATION_BUY(43)
const f8String YieldType_YIELD_AT_ISSUE("ATISSUE")
const f8String BenchmarkCurveName_MUNIAAA("MuniAAA")
const int NewsCategory_MARKETPLACE_NEWS(1)
const size_t AllocCancReplaceReason_realm_els(3)
const char MarketUpdateAction_ADD('A')
const f8String StipulationType_PRICE_RANGE("PRICE")
const int PartyRelationship_MEMBER_OF(9)
const char ExDestinationIDSource_BIC('B')
const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY(2)
const f8String RestructuringType_FULL_RESTRUCTURING("FR")
const int MDQuoteType_INDICATIVE_AND_TRADEABLE(4)
const char AllocTransType_PRELIMINARY('3')
const int QuoteCancelType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY(8)
const char MoneyLaunderingStatus_EXEMPT_2('2')
const int AllocType_INCOMPLETE_GROUP(12)
const int CollAsgnReason_MARGIN_EXCESS(4)
const int SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER(14)
const f8String QuoteCondition_AUTOMATIC_EXECUTION_ETH("e")
const size_t MDImplicitDelete_realm_els(2)
const size_t IOINaturalFlag_realm_els(2)
const char BasisPxType_VWAP_THROUGH_A_MORNING_SESSION('7')
const char MoneyLaunderingStatus_PASSED('Y')
const int SecurityListType_NEWSPAPER_LIST(4)
const size_t OwnershipType_realm_els(3)
const int SecurityResponseType_REJECT_SECURITY_PROPOSAL(5)
const size_t ExpirationQtyType_realm_els(5)
const size_t SecurityRequestType_realm_els(10)
const f8String CorporateAction_SPINOFF("P")
const size_t RestructuringType_realm_els(4)
const f8String StipulationType_BANK_QUALIFIED("BANKQUAL")
const int PaymentMethod_CREDIT_CARD(11)
const int ExecRestatementReason_GT_CORPORATE_ACTION(0)
const size_t SettlInstReqRejCode_realm_els(4)
const char CommType_PERCENT('2')
const f8String ExecInst_IMBALANCE_ONLY("i")
const size_t CollApplType_realm_els(2)
const int ListStatusType_RESPONSE(2)
const f8String IOIQty_MEDIUM("M")
const f8String StipulationType_TYPE_OF_ROLL_TRADE("ROLLTYPE")
const int RoutingType_BLOCK_LIST(4)
const size_t AllocHandlInst_realm_els(3)
const int ApplResponseError_APPLICATION_DOES_NOT_EXIST(0)
const size_t AcctIDSource_realm_els(6)
const char TriggerPriceTypeScope_NONE('0')
const int UserStatus_FORCED_USER_LOGOUT_BY_EXCHANGE(7)
const int PriceType_PRODUCT_TICKS_IN_HALFS(13)
const f8String SecurityStatusID_ACTIVE("1")
const size_t ExpirationCycle_realm_els(3)
const f8String SecurityType_OVERNIGHT("ONITE")
const int ProgRptReqs_SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD(2)
const int TaxAdvantageType_ASSET_TRANSFER(8)
const f8String StipulationType_WHOLE_POOL("WHOLE")
const int PutOrCall_PUT(0)
const size_t ListExecInstType_realm_els(5)
const size_t IOIQualifier_realm_els(18)
const f8String MsgType_USERRESPONSE("BF")
const char PriceProtectionScope_NONE('0')
const int QuoteStatus_REMOVED_FROM_MARKET(6)
const int EventType_INACTIVIATION(6)
const int CollAsgnReason_EVENT_OF_DEFAULT(6)
const int ApplReqType_REQUEST_VALID_SET_OF_APPLICATIONS(3)
const int CollAsgnRejectReason_UNAUTHORIZED_TRANSACTION(2)
const int DeliveryForm_BOOK_ENTRY(1)
const int AllocRejCode_UNKNOWN_OR_STALE_EXECID(10)
const size_t SecurityListType_realm_els(4)
const size_t MDUpdateType_realm_els(2)
const int ApplQueueResolution_OVERLAY_LAST(2)
const int PegScope_GLOBAL(3)
const int PartyRole_SPONSORING_FIRM(19)
const f8String MiscFeeType_OTHER("7")
const size_t StandInstDbType_realm_els(5)
const int PartyRole_LIQUIDITY_PROVIDER(35)
const int NetworkRequestType_SUBSCRIBE(2)
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID(9)
const f8String YieldType_BOOK_YIELD("BOOK")
const char TickDirection_PLUS_TICK('0')
const int InstrAttribType_VARIABLE_RATE(5)
const f8String SecurityType_CERTIFICATE_OF_OBLIGATION("COFO")
const f8String TimeUnit_MONTH("Mo")
const size_t NetGrossInd_realm_els(2)
const int MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY(11)
const f8String MiscFeeType_TRANSFER_FEE("13")
const char Side_LEND('F')
const f8String ExecInst_HELD("5")
const f8String TradeCondition_STOPPED("AE")
const char LotType_ROUND_LOT_BASED_UPON_UNITOFMEASURE('4')
const int MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED(0)
const f8String OpenCloseSettlFlag_SESSION_OPEN("1")
const char BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI('A')
const f8String SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION("9")
const char IOIQualifier_AT_THE_OPEN('O')
const f8String TradingSessionSubID_OPENING_OR_OPENING_AUCTION("2")
const int PegRoundDirection_MORE_AGGRESSIVE(1)
const int QuoteRequestType_AUTOMATIC(2)
const f8String StipulationType_ISSUE_SIZE_RANGE("ISSUESIZE")
const char TriggerPriceTypeScope_GLOBAL('3')
const char LotType_BLOCK_LOT('3')
const int ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY(7)
const int OrdRejReason_DUPLICATE_ORDER(6)
const int AllocRejCode_COMMISSION_DIFFERENCE(4)
const int Product_FINANCING(13)
const char OrdStatus_REPLACED('5')
const f8String StipulationType_YEAR_OR_YEAR_MONTH_OF_ISSUE("ISSUE")
const int PartySubIDType_ELIGIBLE_COUNTERPARTY(29)
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_CFICODE('4')
const char MDUpdateAction_DELETE('2')
const size_t AffirmStatus_realm_els(3)
const size_t OrderHandlingInstSource_realm_els(1)
const int PartySubIDType_PROFESSIONAL_CLIENT(30)
const int CPProgram_4(2)
const f8String SecurityIDSource_COMMON("G")
const int CollAsgnRejectReason_INSUFFICIENT_COLLATERAL(3)
const char OrdStatus_PENDING_NEW('A')
const int PartyRelationship_TRADES_THROUGH(4)
const int TradeReportType_TRADE_REPORT_CANCEL(6)
const int PriceType_FIXED_AMOUNT(3)
const int SessionRejectReason_SIGNATURE_PROBLEM(8)
const size_t SettlObligTransType_realm_els(4)
const int MassActionScope_ALL_ORDERS_FOR_A_CFICODE(4)
const char BasisPxType_CLOSING_PRICE('3')
const int QuoteStatus_LOCKED_MARKET_WARNING(12)
const f8String SecurityType_OPTIONS_ON_PHYSICAL("OOP")
const int ListOrderStatus_ALL_DONE(6)
const size_t CxlRejReason_realm_els(11)
const int TradSesEvent_TRADING_RESUMES(0)
const int PartySubIDType_REGISTERED_ADDRESS_12(12)
const f8String SecurityType_SPECIAL_ASSESSMENT("SPCLA")
const char DlvyInstType_CASH('C')
const int PartyRole_EXECUTING_TRADER(12)
const char PublishTrdIndicator_YES('Y')
const int StrategyParameterType_MULTIPLECHARVALUE(15)
const int PartyRole_QUOTE_ORIGINATOR(61)
const f8String TradeCondition_INTRADAY_TRADE_DETAIL("F")
const f8String StipulationType_AVERAGE_LOAN_SIZE("AVSIZE")
const int QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY(13)
const int TaxAdvantageType_ROTH_CONVERSION_IRA_26(26)
const int TrdSubType_CMTA(0)
const int BidType_DISCLOSED_SYTLE(2)
const char OrdType_FOREX_MARKET('C')
const f8String SettlType_FX_SPOT_NEXT_SETTLEMENT("C")
const size_t PosReqStatus_realm_els(3)
const size_t MarketUpdateAction_realm_els(3)
const f8String MsgType_REJECT("3")
const int SecurityTradingStatus_NOT_TRADED_ON_THIS_MARKET(19)
const int TaxAdvantageType_NON_FUND_QUALIFIED_PLAN(14)
const char TickDirection_MINUS_TICK('2')
const f8String MsgType_COLLATERALREQUEST("AX")
const int InstrAttribType_SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX(19)
const char PartyIDSource_CSD_PARTICIPANT_MEMBER_CODE('H')
const int AllocAccountType_ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS(1)
const int PartyDetailsRequestResult_UNSUPPORTED_PARTYLISTRESPONSETYPE(3)
const size_t PriorityIndicator_realm_els(2)
const char MDEntryType_SETTLE_HIGH_PRICE('K')
const size_t ContingencyType_realm_els(4)
const char CancellationRights_YES('Y')
const int ContractMultiplierUnit_HOURS(1)
const char OrderCategory_QUOTE_REQUEST('6')
const f8String CustOrderHandlingInst_LIMIT_ON_OPEN("LOO")
const char OrdType_LIMIT_OR_BETTER('7')
const size_t PartyDetailsRequestResult_realm_els(8)
const f8String SecurityType_WITHDRAWN("WITHDRN")
const int PartyRole_ASSET_MANAGER(49)
const int PosTransType_DO_NOT_EXERCISE(2)
const f8String OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE("5")
const int StreamAsgnType_ASSIGNMENT(1)
const f8String OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY("4")
const size_t OrderCategory_realm_els(9)
const char MDReqRejReason_UNSUPPORTED_MDUPDATETYPE('6')
const f8String MsgType_TRADINGSESSIONLISTUPDATEREPORT("BS")
const int CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND(8)
const f8String SecurityType_CANADIAN_MORTGAGE_BONDS("CMB")
const int StatsType_AVERAGE_PRICE(3)
const int AcctIDSource_DTCC_CODE(5)
const f8String PosType_TRANSACTION_FROM_EXERCISE("TX")
const int SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE(4)
const f8String SecurityType_BRIDGE_LOAN("BRIDGE")
const f8String ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON("CDS")
const char TradedFlatSwitch_YES('Y')
const char OrdType_FOREX_LIMIT('F')
const int CollStatus_CHALLENGED(4)
const int OwnerType_NOMINEE(13)
const int ConfirmStatus_MISMATCHED_ACCOUNT(2)
const char PartyIDSource_KOREAN_INVESTOR_ID('1')
const f8String SecurityType_FX_FORWARD("FXFWD")
const int MDBookType_TOP_OF_BOOK(1)
const f8String TradeCondition_REOPEN("w")
const char LastFragment_NO('N')
const f8String DeskOrderHandlingInst_FILL_OR_KILL("FOK")
const int BusinessRejectReason_APPLICATION_NOT_AVAILABLE(4)
const int CollInquiryResult_INVALID_PARTIES(3)
const size_t LastCapacity_realm_els(4)
const f8String QuoteCondition_MEDIAN_PRICE("5")
const int AllocNoOrdersType_EXPLICIT_LIST_PROVIDED(1)
const f8String StipulationType_REFERENCE_TO_ROLLING_OR_CLOSING_TRADE("REFTRADE")
const f8String OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE("9")
const f8String TradeCondition_OPENING_PRICE("R")
const char IOIQualifier_MORE_BEHIND('M')
const int PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY(70)
const int TrdSubType_LC(17)
const char AdvSide_TRADE('T')
const int SettlDeliveryType_FREE_DELIVER(1)
const f8String MsgType_DONTKNOWTRADEDK("Q")
const int TrdSubType_INTERIM_PROTECTED_TRADE(38)
const int CollAsgnTransType_RELEASE(3)
const f8String MatchType_AUTO_MATCH("4")
const char ExchangeForPhysical_YES('Y')
const f8String MsgType_MARKETDATASNAPSHOTFULLREFRESH("W")
const int PosMaintStatus_REJECTED(2)
const char DisplayMethod_INITIAL('1')
const int OrdRejReason_UNKNOWN_SYMBOL(1)
const int IncTaxInd_NET(1)
const f8String MsgType_POSITIONMAINTENANCEREPORT("AM")
const int DiscretionScope_NATIONAL(2)
const f8String QuoteCondition_ADDITIONAL_INFO("U")
const int BusinessRejectReason_OTHER(0)
const int TradeReportType_ADDENDUM(4)
const size_t PosType_realm_els(27)
const f8String UnitOfMeasure_BARRELS("Bbl")
const int SecurityRequestType_PRODUCT(6)
const size_t MatchStatus_realm_els(3)
const f8String DefaultApplVerID_FIX50("7")
const int PaymentMethod_ACH_CREDIT(13)
const int PartyRole_MARKET_DATA_MARKET(77)
const f8String QuoteCondition_OPENING_SAM("w")
const int NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED(8)
const size_t AsOfIndicator_realm_els(2)
const int TrdType_BLOCK_TRADE_1(1)
const f8String ExecInst_EXTERNAL_ROUTING_ALLOWED("g")
const f8String CustOrderHandlingInst_IMMEDIATE_OR_CANCEL("IOC")
const f8String ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER("E")
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM(18)
const int AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED(2)
const int PosMaintResult_SUCCESSFUL_COMPLETION(0)
const size_t ExecRestatementReason_realm_els(13)
const int CollInquiryQualifier_NOT_ASSIGNED(4)
const f8String SecurityType_US_TREASURY_NOTE_UST("UST")
const char ExecType_PENDING_NEW('A')
const size_t AllocNoOrdersType_realm_els(2)
const int PartyRole_ENTERING_TRADER(36)
const f8String SecurityType_FUTURE("FUT")
const f8String YieldType_GVNT_EQUIVALENT_YIELD("GOVTEQUIV")
const int ExpirationQtyType_FINAL_WILL_BE_EXERCISED(3)
const char ExecType_TRADE_CANCEL('H')
const int RiskLimitType_LONG_LIMIT(4)
const size_t SettlSessID_realm_els(4)
const f8String SettlType_NEXT_DAY("2")
const char LotType_ROUND_LOT('2')
const f8String PosType_TRANSACTION_QUANTITY("TQ")
const int PutOrCall_CALL(1)
const char DeleteReason_CANCELLATION('0')
const size_t DiscretionMoveType_realm_els(2)
const int BusinessRejectReason_UNKNOWN_ID(1)
const char MDEntryType_RECOVERY_RATE_FOR_LONG('Z')
const f8String StipulationType_BENCHMARK_PRICE_SOURCE("PXSOURCE")
const int CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT(1)
const f8String SecurityType_MORTGAGE_PRINCIPAL_ONLY("MPO")
const size_t CustOrderCapacity_realm_els(4)
const int OwnerType_PENSION_PLAN(6)
const int PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS(19)
const int ListRejectReason_OTHER(99)
const int SettlObligMode_FINAL(2)
const int PartySubIDType_PHONE_NUMBER(7)
const f8String SettlType_T_PLUS_4("5")
const f8String ExecInst_GO_ALONG("3")
const int CxlRejReason_DUPLICATE_CLORDID(6)
const f8String AdvTransType_REPLACE("R")
const size_t SettlInstTransType_realm_els(4)
const int ContractMultiplierUnit_DAYS(2)
const f8String TradeCondition_SPREAD("AA")
const int TrdType_FUTURES_LARGE_ORDER_EXECUTION(17)
const f8String ExecInst_SUSPEND_ON_SYSTEM_FAILURE("l")
const int ApplQueueAction_QUEUE_FLUSHED(1)
const int PartySubIDType_BIC(16)
const size_t QuoteCondition_realm_els(60)
const size_t PegOffsetType_realm_els(4)
const f8String CorporateAction_CUSIP("U")
const int HaltReasonInt_NEWS_DISSEMINATION(0)
const int FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH(2)
const int MassCancelRejectReason_OTHER(99)
const int PriceType_TED_YIELD(8)
const f8String SecurityType_OPTIONS_ON_FUTURES("OOF")
const f8String SecurityType_NO_SECURITY_TYPE("NONE")
const int SecurityTradingEvent_TRADING_RESUMES(2)
const int TrdType_SPECIAL_CUM_BONUS(36)
const char OrdStatus_SUSPENDED('9')
const int OptPayoutType_BINARY(3)
const int TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA(4)
const f8String CorporateAction_SUCCESSION_EVENT("W")
const f8String SecurityType_GENERAL_OBLIGATION_BONDS("GO")
const char ExecType_PENDING_REPLACE('E')
const int ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN(1)
const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER(10)
const int PartyRole_CLEARING_FIRM(4)
const f8String SecurityType_WARRANT("WAR")
const f8String SettlType_T_PLUS_3("4")
const size_t AllocMethod_realm_els(3)
const f8String ExecInst_TRAILING_STOP_PEG("a")
const f8String MatchType_ACT_DEFAULT_AFTER_M2("M5")
const int InstrAttribType_TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY(24)
const size_t MDEntryType_realm_els(36)
const char BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI('B')
const int DeliveryType_HOLD_IN_CUSTODY(3)
const f8String MessageEncoding_UTF_8("UTF-8")
const int TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT(2)
const size_t ConfirmRejReason_realm_els(3)
const f8String TradeCondition_EX_PIT("W")
const char OrdType_LIMIT('2')
const char IOIQltyInd_LOW('L')
const f8String CorporateAction_NON_INTEGER_STOCK_SPLIT("H")
const int ComplexEventCondition_OR(2)
const f8String StipulationType_BARGAIN_CONDITIONS("BGNCON")
const int AllocRejCode_OTHER_7(7)
const char TimeInForce_AT_THE_OPENING('2')
const size_t ApplReqType_realm_els(7)
const f8String TradeCondition_REOPEN_ETH("x")
const char IOIQualifier_ALL_OR_NONE('A')
const f8String MsgType_TRADINGSESSIONSTATUSREQUEST("g")
const f8String IOIQty_SMALL("S")
const size_t ResponseTransportType_realm_els(2)
const int SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_SELL(10)
const int OrdRejReason_STALE_ORDER(8)
const f8String SecurityType_USD_SUPRANATIONAL_COUPONS("SUPRA")
const size_t SettlObligMode_realm_els(2)
const int PosMaintAction_NEW(1)
const int UserStatus_USER_NOT_RECOGNISED(3)
const size_t PosMaintStatus_realm_els(5)
const size_t CustOrderHandlingInst_realm_els(24)
const int EventType_TENDER(3)
const int TaxAdvantageType_457(23)
const int TradeRequestResult_OTHER(99)
const size_t DeskOrderHandlingInst_realm_els(24)
const f8String QuoteCondition_DEPTH_ON_BID("N")
const int SecurityTradingStatus_RESUME(3)
const f8String UnitOfMeasure_BILLION_CUBIC_FEET("Bcf")
const int PosMaintResult_REJECTED(1)
const int ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS(2)
const int TradSesMethod_TWO_PARTY(3)
const int StrategyParameterType_TZTIMEONLY(27)
const f8String SecurityType_MORTGAGE_BACKED_SECURITIES("MBS")
const f8String ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET("FUT")
const f8String DeskType_PREFERRED_TRADING("PF")
const int MDBookType_PRICE_DEPTH(2)
const int InstrAttribType_INDEXED(18)
const f8String MiscFeeType_CONSUMPTION_TAX("9")
const size_t AllocIntermedReqType_realm_els(6)
const f8String TradeCondition_STOPPED_ETH("AF")
const int PriceType_DISCOUNT(4)
const int StrategyParameterType_QTY(7)
const f8String MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME("A1")
const f8String ExecInst_ALL_OR_NONE("G")
const int AllocHandlInst_FORWARD_AND_MATCH(3)
const size_t GTBookingInst_realm_els(3)
const char RegistStatus_ACCEPTED('A')
const int PartyRole_AGENT(30)
const size_t MaturityMonthYearIncrementUnits_realm_els(4)
const int UserRequestType_CHANGE_PASSWORD_FOR_USER(3)
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE(5)
const char MoneyLaunderingStatus_EXEMPT_1('1')
const int EventType_LAST_INTENT_DATE(18)
const int ContingencyType_ONE_CANCELS_THE_OTHER(1)
const char SettlInstMode_DEFAULT('0')
const int PriceType_PER_UNIT(2)
const int TrdType_PORTFOLIO_TRANSFER(42)
const int TradeAllocIndicator_ALLOCATION_REQUIRED(1)
const size_t ProcessCode_realm_els(7)
const char WorkingIndicator_YES('Y')
const size_t MassActionResponse_realm_els(2)
const char AllocPositionEffect_ROLLED('R')
const int ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR(11)
const f8String MsgType_LISTCANCELREQUEST("K")
const int Product_AGENCY(1)
const int TrdSubType_WN(31)
const int TradeAllocIndicator_ALLOCATION_FROM_EXECUTOR(4)
const f8String SymbolSfx_EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE("CD")
const char IOITransType_CANCEL('C')
const int AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS(2)
const char SettlInstSource_BROKERS_INSTRUCTIONS('1')
const char InViewOfCommon_NO('N')
const int Adjustment_CANCEL(1)
const int PriceLimitType_TICKS(1)
const int PartyRole_FUND_MANAGER_CLIENT_ID(9)
const int StrikePriceDeterminationMethod_STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE(2)
const int EventType_SWAP_END_DATE(9)
const char BasisPxType_OTHERS('Z')
const int EncryptMethod_PGP_DES(4)
const f8String UnderlyingCashType_DIFF("DIFF")
const f8String QuoteCondition_EXCHANGE_BEST("C")
const int PegLimitType_OR_BETTER(0)
const f8String StipulationType_WEIGHTED_AVERAGE_COUPON("WAC")
const int CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED(4)
const int TrdType_SPECIAL_CUM_RIGHTS(32)
const char MDReqRejReason_UNSUPPORTED_SCOPE('A')
const int ApplQueueResolution_NO_ACTION_TAKEN(0)
const char DKReason_CALCULATION_DIFFERENCE('F')
const f8String TradeCondition_OUT_OF_SEQUENCE_ETH("k")
const int PegPriceType_MID_PRICE_PEG(2)
const int PartySubIDType_APPLICATION(4)
const f8String TradeCondition_SOLD_LAST_SALE_ETH("m")
const f8String PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT("IMTM")
const size_t PartyIDSource_realm_els(18)
const int TradeRequestType_ALL_TRADES(0)
const int MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY(0)
const int PartyRole_REPORT_ORIGINATOR(62)
const f8String CustOrderHandlingInst_MARKET_AT_CLOSE("MAC")
const size_t CollInquiryQualifier_realm_els(8)
const f8String OpenCloseSettlFlag_EXPECTED_ENTRY("3")
const int SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM(10)
const int TrdSubType_PN(25)
const f8String TradeCondition_FORM_T("AR")
const int PartyRole_DESK_ID(76)
const int QuotePriceType_PREMIUM(5)
const int SecurityListRequestType_TRADINGSESSIONID(3)
const f8String SecurityType_PLAZOS_FIJOS("PZFJ")
const f8String StipulationType_PURPOSE("PURPOSE")
const int PartySubIDType_CONTACT_NAME(9)
const size_t TargetStrategy_realm_els(3)
const int PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS(18)
const f8String MsgType_LISTSTATUSREQUEST("M")
const int TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE(5)
const char RefOrderIDSource_MDENTRYID('2')
const f8String PosType_SUCCESSION_EVENT_ADJUSTMENT("SEA")
const f8String SecurityType_BRADY_BOND("BRADY")
const size_t DiscretionInst_realm_els(8)
const f8String TradeCondition_CANCEL_STOPPED("h")
const size_t TradeHandlingInstr_realm_els(6)
const int MDUpdateType_FULL_REFRESH(0)
const int StrategyParameterType_SEQNUM(4)
const int ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED(0)
const int LiquidityIndType_5_DAY_MOVING_AVERAGE(1)
const int SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA(2)
const int OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC(11)
const char PriceProtectionScope_GLOBAL('3')
const int LastLiquidityInd_REMOVED_LIQUIDITY(2)
const char TriggerPriceTypeScope_LOCAL('1')
const char UnsolicitedIndicator_YES('Y')
const int PartyRole_POSITION_ACCOUNT(38)
const int CollInquiryStatus_REJECTED(4)
const int OwnerType_PUBLIC_COMPANY(2)
const int PosReqStatus_COMPLETED(0)
const int BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING(5)
const int PartyDetailsRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA(4)
const int TrdSubType_TRANSACTION_FROM_ASSIGNMENT(10)
const f8String SymbolSfx_WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN("WI")
const char AsOfIndicator_TRUE('1')
const int ClearingInstruction_MANUAL_MODE(8)
const int DeskTypeSource_NASD_OATS(1)
const int ExecRestatementReason_PEG_REFRESH(11)
const char TimeInForce_GOOD_THROUGH_CROSSING('8')
const f8String ClearingFeeIndicator_106H_AND_106J_FIRMS("H")
const int AllocType_COMPLETE_GROUP(13)
const f8String TradeCondition_TRADES_RESULTING_FROM_INTERMARKET_SWEEP("Z")
const f8String CustOrderHandlingInst_CASH_NOT_HELD("CNH")
const f8String StipulationType_MAXIMUM_LOAN_BALANCE("MAXBAL")
const char DisplayMethod_RANDOM('3')
const int AllocType_REQUEST_TO_INTERMEDIARY(8)
const char AllocTransType_NEW('0')
const int PartySubIDType_PERSON(2)
const int ContingencyType_ONE_UPDATES_THE_OTHER_4(4)
const f8String QuoteCondition_RESERVED_SAM("0")
const f8String TradeCondition_BASKET_INDEX("AS")
const int PartyRelationship_CARRIES_POSITIONS_FOR(13)
const int CrossPrioritization_BUY_SIDE_IS_PRIORITIZED(1)
const char PriceProtectionScope_LOCAL('1')
const char MDEntryType_SESSION_LOW_OFFER('O')
const f8String PriceQuoteMethod_INTEREST_RATE_INDEX("INT")
const f8String MsgType_CROSSORDERCANCELREQUEST("u")
const int SecurityListRequestType_SYMBOL(0)
const int TradSesStatus_HALTED(1)
const size_t PriceQuoteMethod_realm_els(4)
const f8String StipulationType_INTEREST_OF_ROLLING_OR_CLOSING_TRADE("REFINT")
const int ExecRestatementReason_CANCELED_NOT_BEST(9)
const f8String PosAmtType_INITIAL_TRADE_COUPON_AMOUNT("ICPN")
const f8String ExecInst_WORK("2")
const int PartyRole_ALLOCATION_ENTITY(78)
const int AffirmStatus_AFFIRMED(3)
const f8String MsgType_APPLICATIONMESSAGEREQUEST("BW")
const size_t PosQtyStatus_realm_els(3)
const f8String MsgType_POSITIONREPORT("AP")
const char MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS('T')
const f8String YieldType_COMPOUND_YIELD("COMPOUND")
const char SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_STANDING('3')
const size_t IOIQty_realm_els(5)
const f8String SecurityType_SWING_LINE_FACILITY("SWING")
const f8String SecurityType_SHORT_TERM_LOAN_NOTE("STN")
const f8String ExecInst_OVER_THE_DAY("4")
const int PosMaintStatus_ACCEPTED(0)
const int QuoteCancelType_CANCEL_FOR_SECURITY_TYPE(2)
const int TrdType_SUBSTITUTION_OF_FUTURES_FOR_FORWARDS(23)
const f8String MiscFeeType_PER_TRANSACTION("10")
const int PegMoveType_FIXED(1)
const int MDOriginType_BOOK(0)
const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT(3)
const int OrdRejReason_INCORRECT_ALLOCATED_QUANTITY(14)
const int SecurityListTypeSource_GICS(3)
const f8String CorporateAction_STOCK_DIVIDEND("G")
const int SettlPriceType_THEORETICAL(2)
const int ClearingInstruction_MULTILATERAL_NETTING(5)
const int PartyRole_ORDER_ENTRY_OPERATOR_ID(44)
const int ClearingInstruction_CUSTOMER_TRADE(12)
const int InstrAttribType_INSTRUMENT_NUMERATOR(26)
const f8String MsgType_BIDRESPONSE("l")
const int PartyRelationship_ENTERS_TRADES_FOR(15)
const size_t TradedFlatSwitch_realm_els(2)
const int LiquidityIndType_NORMAL_MARKET_SIZE(3)
const f8String ExecInst_REINSTATE_ON_CONNECTION_LOSS("n")
const f8String MatchType_ONE_PARTY_TRADE_REPORT("1")
const size_t OwnerType_realm_els(13)
const char TickDirection_ZERO_MINUS_TICK('3')
const char BookingUnit_EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT('0')
const int PartyListResponseType_RETURN_ONLY_PARTY_INFORMATION(1)
const int DistribPaymentMethod_DIRECT_CREDIT(8)
const char MDReqRejReason_UNKNOWN_SYMBOL('0')
const int OwnerType_PRIVATE_COMPANY(3)
const int TradeReportType_DEFAULTED(8)
const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID(8)
const char BidTradeType_AGENCY('A')
const int ApplQueueResolution_END_SESSION(3)
const char SubscriptionRequestType_SNAPSHOT('0')
const f8String DeskType_ARBITRAGE("AR")
const size_t PosMaintResult_realm_els(3)
const int TrdType_SPECIAL_EX_COUPON(28)
const size_t PreallocMethod_realm_els(2)
const f8String BenchmarkCurveName_FUTURESWAP("FutureSWAP")
const int OrdRejReason_UNKNOWN_ORDER(5)
const int MDOriginType_CROSS(2)
const char MDUpdateAction_NEW('0')
const f8String StipulationType_PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE("PPC")
const f8String MsgType_CROSSORDERCANCELREPLACEREQUEST("t")
const int PartyRole_UNDERLYING_CONTRA_FIRM(20)
const f8String ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS("I")
const f8String TimeUnit_YEAR("Yr")
const int MiscFeeBasis_ABSOLUTE(0)
const int PosReqType_DELTA_POSITIONS(6)
const int InstrAttribType_ESCROWED_TO_MATURITY(12)
const size_t ExecInst_realm_els(56)
const int ContAmtType_COMMISSION_PERCENT(2)
const int ContingencyType_ONE_TRIGGERS_THE_OTHER(2)
const char MDEntryType_IMBALANCE('A')
const int PartyRole_ACCEPTABLE_COUNTERPARTY(56)
const f8String MsgType_SECURITYDEFINITION("d")
const f8String MsgType_DERIVATIVESECURITYLISTREQUEST("z")
const int QuoteType_COUNTER(3)
const int QuoteResponseLevel_SUMMARY_ACKNOWLEDGEMENT(3)
const int GTBookingInst_ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE(2)
const int ListOrderStatus_RECEIVED_FOR_EXECUTION(2)
const f8String ApplVerID_FIX41("3")
const int TrdSubType_CROSSED_TRADE(37)
const f8String PosType_INTER_SPREAD_QTY("IES")
const f8String CustOrderHandlingInst_MARKET_AT_OPEN("MAO")
const int AllocType_SELLSIDE_CALCULATED_USING_PRELIMINARY(3)
const char MDReqRejReason_UNSUPPORTED_MDENTRYTYPE('8')
const f8String TimeUnit_HOUR("H")
const int AllocMethod_GUARANTOR(2)
const size_t OrigCustOrderCapacity_realm_els(4)
const int SecurityTradingStatus_NO_MARKET_IMBALANCE(12)
const f8String OrderRestrictions_RISKLESS_ARBITRAGE("A")
const int RoutingType_TARGET_FIRM(1)
const f8String YieldType_INVERSE_FLOATER_BOND_YIELD("INVERSEFLOATER")
const f8String StipulationType_STRUCTURE("STRUCT")
const char LastCapacity_CROSS_AS_AGENT('2')
const f8String SecurityType_STRUCTURED_NOTES("STRUCT")
const int PartyRelationship_OWNED_BY_34(34)
const f8String TradingSessionID_EVENING("5")
const int QuoteRespType_COUNTER(2)
const int TrdType_EXCHANGE_OF_FUTURES_FOR_FUTURES(18)
const f8String MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS("AQ")
const int AcctIDSource_SID_CODE(2)
const int CrossType_CROSS_SAME_PRICE(4)
const size_t PaymentMethod_realm_els(15)
const f8String ExecInst_INTERMARKET_SWEEP("f")
const size_t SettlDeliveryType_realm_els(4)
const f8String StipulationType_MATURITY_RANGE("MATURITY")
const int SecurityTradingStatus_PRICE_INDICATION(5)
const int NewsCategory_OTHER_NEWS(99)
const size_t DiscretionLimitType_realm_els(3)
const size_t MassCancelRejectReason_realm_els(13)
const int ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE(0)
const f8String YieldType_ANNUAL_YIELD("ANNUAL")
const f8String SecurityType_DEFAULTED("DEFLTED")
const char MDUpdateAction_OVERLAY('5')
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT(3)
const int QuotePriceType_TED_PRICE(7)
const f8String MatchType_OCS_LOCKED_IN_NON_ACT("MT")
const f8String QuoteCondition_RESTRICTED("2")
const size_t Adjustment_realm_els(3)
const int CollInquiryStatus_COMPLETED(2)
const f8String SecurityType_CONVERTIBLE_BOND("CB")
const int AllocRejCode_UNKNOWN_ORDERID(5)
const char MassCancelRequestType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY('C')
const int ExecRestatementReason_VERBAL_CHANGE(2)
const f8String DeskOrderHandlingInst_PEGGED("PEG")
const f8String DefaultApplVerID_FIX40("2")
const int TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST(1)
const int ListStatusType_TIMED(3)
const int InstrAttribType_FLAT(1)
const f8String MsgType_TRADINGSESSIONLIST("BJ")
const char ExecType_TRIGGERED_OR_ACTIVATED_BY_SYSTEM('L')
const f8String FinancialStatus_PENDING_DELISTING("2")
const f8String SettlType_T_PLUS_2("3")
const f8String TradeCondition_CASH_TRADE("C")
const int AdjustmentType_DELTA_PLUS(1)
const int OrderDelayUnit_HOURS(11)
const char TimeInForce_DAY('0')
const size_t MiscFeeBasis_realm_els(3)
const int PartyRole_CONTRA_INVESTOR_ID(39)
const size_t AllocReportType_realm_els(10)
const int PartyRole_EXCHANGE(22)
const f8String TradeCondition_SPREAD_ETH("AB")
const int ContAmtType_DISCOUNT_AMOUNT(5)
const int TickRuleType_TRADED_AS_A_SPREAD_LEG(3)
const int ResponseTransportType_OUT_OF_BAND(1)
const int PegMoveType_FLOATING(0)
const char DiscretionInst_RELATED_TO_DISPLAYED_PRICE('0')
const size_t AssignmentMethod_realm_els(2)
const int ConfirmStatus_REQUEST_REJECTED(5)
const f8String ApplVerID_FIX30("1")
const int ListMethod_PRE_LISTED_ONLY(0)
const size_t BidTradeType_realm_els(4)
const int TradeReportRejectReason_SUCCESSFUL(0)
const f8String BenchmarkCurveName_SWAP("SWAP")
const int ExpirationQtyType_AUTO_EXERCISE(1)
const int PartySubIDType_SECURITIES_ACCOUNT_NAME(22)
const int MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT(3)
const char CommType_POINTS_PER_BOND_OR_CONTRACT('6')
const f8String SecurityType_PROMISSORY_NOTE("PN")
const int PriceType_FIXED_CABINET_TRADE_PRICE(10)
const size_t SecurityListTypeSource_realm_els(3)
const f8String TradeCondition_CANCEL_ONLY("s")
const char SettlMethod_CASH_SETTLEMENT_REQUIRED('C')
const int PosReqType_BACKOUT_MESSAGE(5)
const f8String SecurityType_REPLACED("REPLACD")
const size_t ApplReportType_realm_els(4)
const int ApplResponseType_APPLICATION_DOES_NOT_EXIST(1)
const f8String CustOrderHandlingInst_MARKET_ON_OPEN("MOO")
const int StrategyParameterType_LENGTH(2)
const char OrderCapacity_RISKLESS_PRINCIPAL('R')
const char MassCancelResponse_CANCEL_ALL_ORDERS('7')
const size_t UnderlyingFXRateCalc_realm_els(2)
const int TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA(2)
const int SecurityTradingStatus_CROSS(25)
const int StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER(1)
const char MDEntryType_TRADE('2')
const int ContAmtType_NET_SETTLEMENT_AMOUNT(15)
const size_t ComplexEventPriceTimeType_realm_els(3)
const f8String StipulationType_POOLS_PER_MILLION("PPM")
const size_t StrategyParameterType_realm_els(29)
const size_t RegistRejReasonCode_realm_els(19)
const f8String MsgType_SECURITYSTATUS("f")
const int PartyRole_CENTRAL_REGISTRATION_DEPOSITORY(82)
const char AdvSide_SELL('S')
const int SecurityListType_TRADING_LIST(2)
const f8String CustOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION("E.W")
const int SideValueInd_SIDE_VALUE_2(2)
const int CPProgram_3(1)
const int BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME(7)
const int ApplReportType_APPLICATION_MESSAGE_RE_SEND_COMPLETED(3)
const f8String StipulationType_OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS("INTERNALPX")
const f8String ApplVerID_FIX50("7")
const f8String ExecInst_STRICT_SCALE("7")
const f8String StipulationType_DISCOUNT_RATE("DISCOUNT")
const int QuoteEntryStatus_CROSS_MARKET_WARNING(13)
const size_t PosReqType_realm_els(7)
const f8String BenchmarkCurveName_PFANDBRIEFE("Pfandbriefe")
const char BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION('8')
const f8String DeskOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION("E.W")
const int AllocType_PRELIMINARY(2)
const f8String UnitOfMeasure_ONE_MILLION_BTU("MMBtu")
const int PosQtyStatus_SUBMITTED(0)
const f8String PosAmtType_COLLATERALIZED_MARK_TO_MARKET("CMTM")
const char PreallocMethod_DO_NOT_PRO_RATA('1')
const int ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT_EXEMPT(3)
const int AllocStatus_ACCEPTED(0)
const int MassActionResponse_ACCEPTED(1)
const f8String TradeCondition_IMBALANCE_MORE_BUYERS("P")
const f8String SecurityType_CALL_LOANS("CL")
const int EventType_CALL(2)
const f8String QuoteCondition_RESUME("W")
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT('3')
const int ExecRestatementReason_REPRICING_OF_ORDER(3)
const int PartyRelationship_ENTERS_TRADES_THROUGH(16)
const f8String MiscFeeType_SECURITY_LENDING("14")
const int AcctIDSource_OTHER(99)
const int OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND(16)
const f8String Seniority_SENIOR("SR")
const int PartyRelationship_PROVIDES_QUOTES_TO(17)
const size_t SettlInstMode_realm_els(6)
const int PartyRelationship_INVESTS_THROUGH(20)
const int SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER(17)
const f8String CustOrderHandlingInst_LIMIT_ON_CLOSE("LOC")
const char ExecPriceType_OFFER_PRICE('O')
const f8String TradeCondition_STOPPED_STOCK("N")
const f8String OrderRestrictions_ISSUE_PRICE_STABILIZATION("C")
const char SettlInstTransType_RESTATE('T')
const f8String SecurityType_CREDIT_DEFAULT_SWAP("CDS")
const char MDEntryType_SIMULATED_BUY_PRICE('F')
const int TrdType_ALL_OR_NONE(16)
const int PosMaintResult_OTHER(99)
const f8String ExecInst_EXTERNAL_ROUTING_NOT_ALLOWED("h")
const int SettlPriceType_FINAL(1)
const size_t MsgDirection_realm_els(2)
const size_t UnderlyingCashType_realm_els(2)
const char MDEntryType_MID_PRICE('H')
const int SecurityRequestType_TRADINGSESSIONID(7)
const int ShortSaleReason_QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT(5)
const f8String MsgType_NEWS("B")
const int ListOrderStatus_ALERT(5)
const int CollAsgnRespType_RECEIVED(0)
const int ShortSaleReason_QUALIFIED_SERVICE_REPRESENTATIVE(4)
const int PartyDetailsRequestResult_REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED(6)
const int UserStatus_SESSION_SHUTDOWN_WARNING(8)
const int AllocMethod_MANUAL(3)
const f8String SecurityType_US_TREASURY_BILL_TBILL("TBILL")
const char MDEntryType_AUCTION_CLEARING_PRICE('Q')
const int ClearingInstruction_BILATERAL_NETTING_ONLY(2)
const f8String SecurityIDSource_ISO_COUNTRY_CODE("7")
const int SessionRejectReason_REQUIRED_TAG_MISSING(1)
const char AllocTransType_CALCULATED_WITHOUT_PRELIMINARY('5')
const size_t ApplResponseError_realm_els(3)
const int QuoteType_RESTRICTED_TRADEABLE(2)
const int QuoteStatus_CANCELED(17)
const size_t MDBookType_realm_els(3)
const int MassActionScope_ALL_ORDERS_FOR_A_SECURITY(1)
const int PartyRelationship_SPONSORED_THROUGH(6)
const int TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES(3)
const int TrdType_SPECIAL_EX_RIGHTS(33)
const f8String ExecInst_NO_CROSS("A")
const char SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION('2')
const size_t LocateReqd_realm_els(2)
const int PartyRelationship_HAS_MEMBERS(10)
const int ConfirmRejReason_MISMATCHED_ACCOUNT(1)
const int HaltReasonInt_ORDER_IMBALANCE(2)
const int ExecRestatementReason_OTHER(99)
const char PartyIDSource_CHINESE_INVESTOR_ID('5')
const f8String ValuationMethod_CDS_IN_DELIVERY("CDSD")
const int PosReqType_POSITIONS(0)
const int TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED(2)
const int PaymentMethod_ACH_DEBIT(12)
const int PartyRole_STEP_OUT_FIRM(80)
const f8String PosType_DELIVERY_QTY("DLV")
const f8String ExecInst_OK_TO_CROSS("B")
const char IOINaturalFlag_NO('N')
const int StrategyParameterType_LOCALMKTDATE(21)
const int QuoteType_INDICATIVE(0)
const f8String MsgType_BIDREQUEST("k")
const f8String SecurityType_REVENUE_ANTICIPATION_NOTE("RAN")
const int InstrAttribType_CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED(22)
const f8String MsgType_ASSIGNMENTREPORT("AW")
const size_t StatusValue_realm_els(4)
const int HaltReasonInt_EQUIPMENT_CHANGEOVER(5)
const f8String SecurityType_CANADIAN_TREASURY_NOTES("CAN")
const f8String PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT("SMTM")
const f8String MsgType_DERIVATIVESECURITYLISTUPDATEREPORT("BR")
const f8String MsgType_EXECUTIONREPORT("8")
const int PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES(79)
const int PartySubIDType_CSD_PARTICIPANT_MEMBER_CODE(17)
const size_t IOITransType_realm_els(3)
const f8String CustOrderHandlingInst_MINIMUM_QUANTITY("MQT")
const char OrdType_STOP('3')
const f8String SecurityType_VARIABLE_RATE_DEMAND_NOTE("VRDN")
const char Urgency_NORMAL('0')
const size_t SolicitedFlag_realm_els(2)
const char ProcessCode_STEP_IN('2')
const int ConfirmStatus_CONFIRMED(4)
const f8String ExecInst_PARTICIPANT_DONT_INITIATE("6")
const int TrdType_EXCHANGE_FOR_SWAP(12)
const int TrdType_DELTA_NEUTRAL_TRANSACTION(46)
const f8String UnitOfMeasure_POUNDS("lbs")
const char ForexReq_NO('N')
const size_t LegalConfirm_realm_els(2)
const f8String SecurityType_OPTION("OPT")
const f8String CorporateAction_TENDER_OFFER("Q")
const int InstrAttribType_TAXABLE(17)
const f8String SecurityType_MUTUAL_FUND("MF")
const f8String DefaultApplVerID_FIX43("5")
const size_t MatchType_realm_els(26)
const f8String SecurityType_SECURITIES_LOAN("SECLOAN")
const int PriceType_YIELD(9)
const f8String YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE("SHORTAVGLIFE")
const int MassActionRejectReason_OTHER(99)
const int PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY(84)
const size_t LotType_realm_els(4)
const char TriggerPriceType_BEST_MID('6')
const int SettlInstReqRejCode_NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND(2)
const int InstrAttribType_TRADEABLE_INDICATOR(29)
const char TriggerType_NEXT_AUCTION('3')
const f8String TradeCondition_PRIOR_REFERENCE_PRICE("AK")
const f8String SecurityType_EURO_SOVEREIGNS("EUSOV")
const f8String PriceQuoteMethod_INDEX("INX")
const int PosReqType_ASSIGNMENTS(3)
const int AllocIntermedReqType_PENDING_ACCEPT(1)
const f8String CorporateAction_SPECIAL_ACTION("S")
const f8String FinancialStatus_RESTRICTED("3")
const int PartyDetailsRequestResult_OTHER(99)
const int TrdType_EXCHANGE_FOR_RISK(11)
const f8String QuoteCondition_DUE_TO_NEWS_DISSEMINATION("l")
const char PartyIDSource_SETTLEMENT_ENTITY_LOCATION('F')
const size_t StipulationType_realm_els(80)
const char MoneyLaunderingStatus_NOT_CHECKED('N')
const char AllocTransType_REPLACE('1')
const f8String MsgType_NETWORKCOUNTERPARTYSYSTEMSTATUSREQUEST("BC")
const int RateSource_BLOOMBERG(0)
const int MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT(8)
const char MDEntryType_COMPOSITE_UNDERLYING_PRICE('D')
const f8String YieldType_SEMI_ANNUAL_YIELD("SEMIANNUAL")
const f8String DeskType_INTERNATIONAL("IN")
const char OrdStatus_CANCELED('4')
const size_t CashMargin_realm_els(3)
const int OrdRejReason_TOO_LATE_TO_ENTER(4)
const char OrdType_LIMIT_ON_CLOSE('B')
const f8String SecurityIDSource_BLOOMBERG_SYMBOL("A")
const int ComplexEventType_ROLLING_BARRIER(9)
const char SettlCurrFxRateCalc_DIVIDE('D')
const f8String SecurityType_TAX_REVENUE_ANTICIPATION_NOTE("TRAN")
const int AllocReportType_ACCEPT_PENDING(11)
const f8String SecurityType_PREFERRED_STOCK("PS")
const int AllocType_REJECT(10)
const int AllocReportType_ACCEPT(9)
const f8String PosType_NET_DELTA_QTY("DLT")
const f8String MsgType_CONFIRMATION_ACK("AU")
const f8String DeskOrderHandlingInst_OVER_THE_DAY("OVD")
const int CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS(3)
const f8String DeskType_SALES("S")
const char OrdType_MARKET_IF_TOUCHED('J')
const int OrderDelayUnit_MINUTES(10)
const int CollApplType_SPECIFIC_DEPOSIT(0)
Field template. There will ONLY be partial template specialisations of this template.
Definition: field.hpp:256
const int ExpirationQtyType_DIFFERENCE(5)
const int SecurityTradingStatus_OPENING_ROTATION(22)
const char RegistTransType_CANCEL('2')
const f8String ExecInst_STAY_ON_BID_SIDE("9")
const int TradSesStatus_REQUEST_REJECTED(6)
const f8String SecurityType_US_TREASURY_NOTE_TNOTE("TNOTE")
const char TradeHandlingInstr_ONE_PARTY_REPORT_FOR_MATCHING('2')
const int AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION(0)
const char DeleteReason_ERROR('1')
const char TriggerType_PRICE_MOVEMENT('4')
const int TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED(8)
const size_t TradSesStatusRejReason_realm_els(2)
const int StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR(2)
const f8String PosAmtType_CASH_AMOUNT("CASH")
const f8String SecurityType_US_TREASURY_BOND("TBOND")
const f8String MsgType_SETTLEMENTINSTRUCTIONS("T")
const f8String ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT("2")
const char OrdStatus_PARTIALLY_FILLED('1')
const f8String ApplVerID_FIX27("0")
const f8String MatchType_SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED("S4")
const int MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION(6)
const int PartyRelationship_TRADES_FOR(3)
const int AllocSettlInstType_FULL_DETAILS_PROVIDED(2)
const int ClearingInstruction_PROCESS_NORMALLY(0)
const char PartyIDSource_TAIWANESE_TRADING_ACCT('3')
const int CollAsgnReason_INITIAL(0)
const f8String MsgType_MULTILEGORDERCANCELREPLACE("AC")
const int InstrAttribType_INSTRUMENT_DENOMINATOR(25)
const f8String TradingSessionID_AFTER_HOURS("6")
const int ListRejectReason_BROKER(0)
const int TaxAdvantageType_CURRENT_YEAR_PAYMENT(6)
const f8String MsgType_COLLATERALASSIGNMENT("AY")
const f8String StipulationType_FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE("HEP")
const int SecurityTradingEvent_CHANGE_OF_SECURITY_TRADING_STATUS(6)
const int QuoteRequestRejectReason_UNKNOWN_SYMBOL(1)
const size_t OddLot_realm_els(2)
const f8String ExecInst_SUSPEND_ON_TRADING_HALT("m")
const f8String StipulationType_COUPON_RANGE("COUPON")
const f8String CorporateAction_EX_INTEREST("E")
const f8String SecurityType_TO_BE_ANNOUNCED("TBA")
const int TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN(15)
const int SessionRejectReason_XML_VALIDATION_ERROR(12)
const size_t TriggerType_realm_els(4)
const int PartyRelationship_APPROVES_OF(25)
const char TimeInForce_IMMEDIATE_OR_CANCEL('3')
const f8String MsgType_APPLICATIONMESSAGEREQUESTACK("BX")
const int SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED(5)
const char MassCancelRequestType_CANCEL_FOR_SECURITY_ISSUER('B')
const int QuoteRejectReason_UNKNOWN_SYMBOL(1)
const int StreamAsgnRejReason_NO_AVAILABLE_STREAM(3)
const f8String MiscFeeType_STAMP("5")
const int QuoteStatus_QUERY(8)
const size_t TradeRequestType_realm_els(5)
const int AllocHandlInst_FORWARD(2)
const size_t CxlRejResponseTo_realm_els(2)
const f8String YieldType_CLOSING_YIELD("CLOSE")
const f8String YieldType_PREVIOUS_CLOSE_YIELD("PREVCLOSE")
const int PartyRole_PLEDGOR_ACCOUNT(50)
const int PartyRelationship_OWNED_BY_30(30)
const f8String QuoteCondition_TRADING_RANGE("Q")
const size_t HandlInst_realm_els(3)
const int PartySubIDType_POSTAL_ADDRESS(6)
const char RegistTransType_NEW('0')
const char MDEntryType_CLOSING_PRICE('5')
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETAILS(4)
const f8String SecurityType_WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST("?")
const int QuoteStatus_PENDING_END_TRADE(19)
const char ExecType_PENDING_CANCEL('6')
const int OwnerType_NETWORKING_SUB_ACCOUNT(10)
const int QuoteRequestRejectReason_EXCHANGE(2)
const char HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK('2')
const char PreallocMethod_PRO_RATA('0')
const int SessionRejectReason_INVALID_MSGTYPE(11)
const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4('4')
const int ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY(6)
const f8String TradeCondition_CROSSED_AO("AO")
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY(11)
const int Product_CURRENCY(4)
const int SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY(2)
const f8String SecurityIDSource_ISDA_FPML_PRODUCT_URL("K")
const int DiscretionLimitType_OR_BETTER(0)
const char Side_REDEEM('E')
const int NetworkRequestType_STOP_SUBSCRIBING(4)
const int AllocNoOrdersType_NOT_SPECIFIED(0)
const char DisplayMethod_NEW('2')
const int CollInquiryResult_OTHER(99)
const int CoveredOrUncovered_UNCOVERED(1)
const f8String QuoteCondition_CLOSING("O")
const f8String MsgType_ORDERMASSSTATUSREQUEST("AF")
const int CollAsgnTransType_REVERSE(4)
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE(12)
const int ShortSaleReason_DEALER_SOLD_SHORT_EXEMPT(1)
const int StrategyParameterType_MULTIPLESTRINGVALUE(24)
const size_t StrikePriceDeterminationMethod_realm_els(4)
const char MatchStatus_COMPARED_MATCHED_OR_AFFIRMED('0')
const int DiscretionMoveType_FIXED(1)
const int SessionRejectReason_DECRYPTION_PROBLEM(7)
const int SecurityRequestType_REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED(1)
const f8String MsgType_MARKETDATAINCREMENTALREFRESH("X")
const f8String DeskType_INSTITUTIONAL("IS")
const f8String MsgType_SECURITYLISTREQUEST("x")
const int DiscretionRoundDirection_MORE_AGGRESSIVE(1)
const int StrategyParameterType_PRICEOFFSET(9)
const f8String QuoteCondition_INACTIVE_ETH("g")
const size_t AccountType_realm_els(7)
const f8String MsgType_NEWORDERLIST("E")
const int TrdSubType_PC(24)
const int StrategyParameterType_UTCDATEONLY(22)
const f8String MsgType_NEWORDERSINGLE("D")
const size_t MDSecSizeType_realm_els(1)
const int ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY(5)
const f8String DeskType_TRADING("T")
const int PaymentMethod_CHEQUE(5)
const int PartyRelationship_IS_GUARANTEED_BY(8)
const int TrdSubType_M(18)
const f8String PosType_TRANSFER_TRADE_QTY("TRF")
const f8String ExecInst_PERCENT_OF_VOLUME("D")
const char MDEntryType_TRADING_SESSION_VWAP_PRICE('9')
const f8String MsgType_MASSQUOTEACKNOWLEDGEMENT("b")
const int ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT(3)
const int ClearingInstruction_SELF_CLEARING(13)
const int OwnerType_COMPANY_TRUSTEE(5)
const f8String YieldType_YIELD_CHANGE_SINCE_CLOSE("CHANGE")
const size_t MultilegPriceMethod_realm_els(6)
const int LastLiquidityInd_LIQUIDITY_ROUTED_OUT(3)
const char DiscretionInst_RELATED_TO_MIDPOINT_PRICE('4')
const char MassCancelRequestType_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY('2')
const char AdvSide_BUY('B')
const char RegistStatus_REJECTED('R')
const int TerminationType_FLEXIBLE(3)
const int SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE(4)
const f8String SecurityType_AMENDED_RESTATED("AMENDED")
const size_t BasisPxType_realm_els(13)
const f8String TradeCondition_BARGAIN_CONDITION("S")
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DATE_OF_BIRTH(11)
const int InstrAttribType_NO_PERIODIC_PAYMENTS(4)
const f8String TradingSessionID_MORNING("3")
const f8String SecurityType_PRIVATE_EXPORT_FUNDING("PEF")
const f8String MsgType_CONFIRMATIONREQUEST("BH")
const int PegOffsetType_TICKS(2)
const int CxlRejReason_OTHER(99)
const int TrdRegTimestampType_EXECUTION_TIME(1)
const f8String YieldType_TRUE_GROSS_YIELD("GROSS")
const int UserStatus_NOT_LOGGED_IN(2)
const int ImpliedMarketIndicator_NOT_IMPLIED(0)
const int AccountType_FLOOR_TRADER(4)
const f8String SecurityType_CASH("CASH")
const int BidType_NO_BIDDING_PROCESS(3)
const size_t UnsolicitedIndicator_realm_els(2)
const f8String ExecInst_REINSTATE_ON_SYSTEM_FAILURE("H")
const f8String MsgType_SECURITYSTATUSREQUEST("e")
const f8String YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER("LASTQUARTER")
const f8String MatchType_CONFIRMED_TRADE_REPORT("3")
const int ApplReqType_REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS(2)
const f8String SecurityIDSource_WERTPAPIER("B")
const int TrdType_PRIVATELY_NEGOTIATED_TRADES(22)
const f8String PosAmtType_TRADE_VARIATION_AMOUNT("TVAR")
const f8String ExecInst_CANCEL_IF_NOT_BEST("Z")
const int MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE(5)
const int TrdSubType_ONSET_DUE_TO_AN_ALLOCATION(6)
const char BidTradeType_RISK_TRADE('R')
const f8String TradingSessionID_HALFDAY("2")
const char RegistTransType_REPLACE('1')
const int StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE(1)
const int PegPriceType_MARKET_PEG(4)
const char LastCapacity_AGENT('1')
const size_t OrderRestrictions_realm_els(15)
const int PosReqResult_OTHER(99)
const int SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID(5)
const f8String CorporateAction_SYMBOL_CONVERSION("T")
const char ExecType_REPLACED('5')
const int PartyRelationship_APPROVED_BY(26)
const char PartyIDSource_DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT('I')
const size_t TradeCondition_realm_els(77)
const int TradeReportType_ACCEPT(2)
const int InstrAttribType_LESS_FEE_FOR_PUT(6)
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_ACCOUNT_TYPE(1)
const f8String CustOrderHandlingInst_ALL_OR_NONE("AON")
const int ShortSaleReason_DEALER_SOLD_SHORT(0)
const f8String DeskOrderHandlingInst_DIRECTED_ORDER("DIR")
const int PartyRole_EXECUTING_UNIT(59)
const char ExDestinationIDSource_MIC('G')
const int CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED(8)
const int ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT(2)
const char OrderCategory_ORDER('1')
const f8String MiscFeeType_EXCHANGE_FEES("4")
const int AllocReportType_SELLSIDE_CALCULATED_USING_PRELIMINARY(3)
const size_t TerminationType_realm_els(4)
const f8String MatchType_TWO_PARTY_TRADE_REPORT("2")
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE('4')
const char TriggerPriceType_LAST_TRADE('2')
const f8String TradeCondition_IMPLIED_TRADE("1")
const f8String QuoteCondition_FAST_MARKET_ETH("f ")
const f8String MsgType_ORDERCANCELREQUEST("F")
const int AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED(7)
const size_t ConfirmType_realm_els(3)
const f8String SecurityType_COMMON_STOCK("CS")
const f8String TradeCondition_OPENED("K")
const char OrdStatus_STOPPED('7')
const f8String MsgType_DERIVATIVESECURITYLIST("AA")
const f8String MatchType_SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH("M2")
const f8String QuoteCondition_OUT_OF_SEQUENCE("o")
const f8String StipulationType_BROKER_SALES_CREDIT_OVERRIDE("SALESCREDITOVR")
const size_t ListOrderStatus_realm_els(7)
const int EventType_SINKING_FUND_CALL(4)
const f8String StipulationType_ISSUERS_TICKER("ISSUER")
const char Side_SELL_SHORT('5')
const f8String YieldType_CURRENT_YIELD("CURRENT")
const f8String MsgType_NEWORDERMULTILEG("AB")
const f8String StipulationType_PRODUCTION_YEAR("PROD")
const f8String PriceQuoteMethod_PERCENT_OF_PAR("PCTPAR")
const char MDEntryType_RECOVERY_RATE_FOR_SHORT('a')
const char OrdType_STOP_LIMIT('4')
const f8String SecurityType_SPECIAL_TAX("SPCLT")
const int UnderlyingSettlementType_T_PLUS_1(2)
const int PartyRole_HOME_COMPETENT_AUTHORITY(69)
const size_t InViewOfCommon_realm_els(2)
const int TrdType_SPECIAL_PRICE(30)
const f8String MsgType_ADJUSTEDPOSITIONREPORT("BL")
const int AllocIntermedReqType_ACCEPT(4)
const f8String MsgType_REQUESTFORPOSITIONS("AN")
const int ModelType_PROPRIETARY(1)
const int StrikePriceBoundaryMethod_GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY(5)
const f8String SecurityType_FORWARD("FORWARD")
const f8String MsgType_ALLOCATIONINSTRUCTION("J")
const f8String SecurityType_FX_SWAP("FXSWAP")
const char OrdType_LIMIT_WITH_OR_WITHOUT('8')
const int EventType_FIRST_DELIVERY_DATE(13)
const int PartyRole_REGULATORY_BODY(34)
const int DiscretionScope_GLOBAL(3)
const int NewsRefType_REPLACEMENT(0)
const int QuoteRequestRejectReason_NO_INVENTORY(9)
const size_t MassActionType_realm_els(3)
const char CancellationRights_NO_O('O')
const int TradSesStatus_PRE_CLOSE(5)
const size_t PreviouslyReported_realm_els(2)
const f8String StipulationType_MAXIMUM_ORDER_SIZE("MAXORDQTY")
const int PegPriceType_PEG_TO_LIMIT_PRICE(9)
const f8String QuoteCondition_ORDER_IMBALANCE("Z")
const int PartyRole_GIVEUP_CLEARING_FIRM(14)
const int ListOrderStatus_IN_BIDDING_PROCESS(1)
const int RegistRejReasonCode_INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE(10)
const int InstrAttribType_COUPON_PERIOD(8)
const char IOITransType_NEW('N')
const char TradeHandlingInstr_TRADE_CONFIRMATION('0')
const char OrderCategory_IMPLIED_ORDER('7')
const int StrategyParameterType_INT(1)
const int QuoteEntryStatus_ACTIVE(16)
const int ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE(7)
const f8String CorporateAction_CASH_DIVIDEND("F")
const char PositionEffect_CLOSE('C')
const int TradeReportType_ALLEGED_ADDENDUM(12)
const f8String MsgType_TRADECAPTUREREPORTACK("AR")
const char IOIQualifier_CROSSING_OPPORTUNITY('X')
const f8String ClearingFeeIndicator_LESSEE_106F_EMPLOYEES("L")
const f8String TradeCondition_MULTILEG_TO_MULTILEG_TRADE("4")
const int RespondentType_PRIMARY_MARKET_MAKER(4)
const size_t ApplVerID_realm_els(10)
const char TradeHandlingInstr_TWO_PARTY_REPORT_FOR_CLAIM('5')
const f8String QuoteCondition_FORBIDDEN_SAM("t")
const char SettlInstMode_STANDING_INSTRUCTIONS_PROVIDED('1')
const size_t ApplResponseType_realm_els(3)
const int TaxAdvantageType_EDUCATION_IRA_28(28)
const f8String MsgType_COLLATERALRESPONSE("AZ")
const int SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST(4)
const int PartyRole_SESSION_ID(55)
const int CollAction_REMOVE(2)
const int SecurityRequestResult_VALID_REQUEST(0)
const f8String MsgType_ORDERMASSACTIONREPORT("BZ")
const int StandInstDbType_DTC_SID(1)
const int TrdType_T_TRADE(5)
const int TradeReportType_NO_WAS(5)
const int NewsCategory_FINANCIAL_MARKET_NEWS(2)
const int PartySubIDType_CASH_ACCOUNT_NAME(23)
const int RiskLimitType_NET_LIMIT(2)
const int FlowScheduleType_NERC_WESTERN_PEAK(4)
const char CancellationRights_NO_M('M')
const int ExecRestatementReason_GT_RENEWAL(1)
const int NetworkRequestType_SNAPSHOT(1)
const int ExecRestatementReason_BROKER_OPTION(4)
const char ExchangeForPhysical_NO('N')
const int StreamAsgnAckType_ASSIGNMENT_ACCEPTED(0)
const size_t UserStatus_realm_els(8)
const char DayBookingInst_ACCUMULATE('2')
const f8String CorporateAction_MERGER_REORGANIZATION("M")
const f8String SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE("TPRN")
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE(14)
const int QuoteRejectReason_EXCHANGE(2)
const size_t ImpliedMarketIndicator_realm_els(4)
const int QuoteType_TRADEABLE(1)
const f8String SecurityType_MEDIUM_TERM_NOTES("MTN")
const int ProgRptReqs_REAL_TIME_EXECUTION_REPORTS(3)
const size_t TradSesEvent_realm_els(4)
const size_t CollAction_realm_els(3)
const f8String PosAmtType_INCREMENTAL_ACCRUED_COUPON("IACPN")
const f8String MsgType_STREAMASSIGNMENTREQUEST("CC")
const f8String QuoteCondition_OPEN_SAM("x")
const char LastCapacity_CROSS_AS_PRINCIPAL('3')
const size_t DeskType_realm_els(11)
const int TradeReportType_PENDED(10)
const f8String MsgType_SEQUENCERESET("4")
const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT('E')
const f8String MsgType_QUOTEREQUESTREJECT("AG")
const int DiscretionLimitType_STRICT(1)
const char TickDirection_ZERO_PLUS_TICK('1')
const f8String SecurityType_CANADIAN_TREASURY_BILLS("CTB")
const f8String SecurityType_YANKEE_CERTIFICATE_OF_DEPOSIT("YCD")
const f8String PosType_CROSS_MARGIN_QTY("XM")
const f8String BenchmarkCurveName_LIBOR("LIBOR")
const char MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY('2')
const int PartyRole_ORDER_ORIGINATION_FIRM(13)
const int AffirmStatus_RECEIVED(1)
const f8String ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS("F")
const f8String MsgType_POSITIONMAINTENANCEREQUEST("AL")
const int NewsRefType_OTHER_LANGUAGE(1)
const f8String StipulationType_ORDER_QUANTITY_INCREMENT("ORDRINCR")
const int ApplReqType_CANCEL_RETRANSMISSION(5)
const int PartyRole_INVESTMENT_FIRM(67)
const size_t FlowScheduleType_realm_els(5)
const size_t PegPriceType_realm_els(8)
const int AllocRejCode_UNKNOWN_LISTID(6)
const size_t StatsType_realm_els(4)
const int DiscretionOffsetType_BASIS_POINTS(1)
const int ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE(2)
const int OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER(7)
const int TargetStrategy_PARTICIPATE(2)
const int SecurityTradingStatus_PRE_CROSS(24)
const int CollAsgnTransType_REPLACE(1)
const f8String SettlType_REGULAR("0")
const size_t ValuationMethod_realm_els(5)
const f8String DefaultApplVerID_FIX27("0")
const int MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY(12)
const int TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT(8)
const size_t ClearingInstruction_realm_els(14)
const f8String MsgType_LISTSTATUS("N")
const int PegScope_NATIONAL(2)
const int QuoteRejectReason_TOO_LATE_TO_ENTER(4)
const size_t ModelType_realm_els(2)
const f8String QuoteCondition_BETTER_PRICES_IN_CONDITIONAL_ORDERS("4")
const int MassStatusReqType_STATUS_FOR_SECURITY_ISSUER(9)
const char RoundingDirection_ROUND_UP('2')
const int ListMethod_USER_REQUESTED(1)
const int AllocCancReplaceReason_OTHER(99)
const int StreamAsgnType_REJECTED(2)
const char IOIQualifier_AT_THE_MIDPOINT('Y')
const int EventType_PUT(1)
const f8String PosType_AS_OF_TRADE_QTY("ASF")
const int NoSides_BOTH_SIDES(2)
const char TimeInForce_GOOD_TILL_CANCEL('1')
const size_t Seniority_realm_els(3)
const int CollStatus_UNASSIGNED(0)
const f8String ExecInst_CUSTOMER_DISPLAY_INSTRUCTION("U")
const f8String ExecInst_DO_NOT_INCREASE("E")
const char ExDestinationIDSource_ISO_COUNTRY_CODE('E')
const int OrderDelayUnit_TENTHS_OF_A_SECOND(1)
const int TradeReportTransType_CANCEL(1)
const char DKReason_UNKNOWN_SYMBOL('A')
const char CxlRejResponseTo_ORDER_CANCEL_REPLACE_REQUEST('2')
const int TickRuleType_SETTLED_AS_A_SPREAD_LEG(4)
const size_t MaturityMonthYearFormat_realm_els(3)
const char ExecAckStatus_DONT_KNOW('2')
const int AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS(1)
const int TrdType_EXCHANGE_BASIS_FACILITY(55)
const char PriceProtectionScope_NATIONAL('2')
const int CollAsgnRejectReason_OTHER(99)
const char MDEntryType_CASH_RATE('X')
const size_t BidType_realm_els(3)
const int CollInquiryStatus_COMPLETED_WITH_WARNINGS(3)
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY_GROUP('A')
const char PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN('N')
const int TrdRptStatus_REJECTED(1)
const f8String MiscFeeType_LOCAL_COMMISSION("3")
const int TrdSubType_P(22)
const int ConfirmTransType_REPLACE(1)
const int TradSesMode_TESTING(1)
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION(6)
const int MaturityMonthYearFormat_YEARMONTH_ONLY(0)
const int PosMaintAction_REPLACE(2)
const int ConfirmType_CONFIRMATION_REQUEST_REJECTED(3)
const char OrderCapacity_AGENT_FOR_OTHER_MEMBER('W')
const int CollInquiryQualifier_SUBSTITUTION_ELIGIBLE(3)
const size_t TrdType_realm_els(55)
const int StrikePriceBoundaryMethod_LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY(1)
const int QuoteRequestRejectReason_NO_MATCH_FOR_INQUIRY(7)
const int PartyRelationship_PARENT_FIRM_FOR(27)
const int PosTransType_POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION(4)
const char AllocTransType_CANCEL('2')
const char SolicitedFlag_YES('Y')
const int TradeReportType_ALLEGED_NO_WAS(13)
const f8String PosAmtType_TOTAL_BANKED_AMOUNT("BANK")
const int OrderDelayUnit_YEARS(15)
const int DiscretionLimitType_OR_WORSE(2)
const size_t ContractMultiplierUnit_realm_els(3)
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT('9')
const size_t DeskTypeSource_realm_els(1)
const int QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER(12)
const char TimeInForce_AT_CROSSING('9')
const size_t SymbolSfx_realm_els(2)
const int StrikePriceDeterminationMethod_FIXED_STRIKE(1)
const f8String MsgType_ORDERCANCELREPLACEREQUEST("G")
const int TrdType_EXCHANGE_GRANTED_TRADE(52)
const int AllocReportType_REVERSE_PENDING(14)
const int PaymentMethod_TELEGRAPHIC_TRANSFER(6)
const f8String QuoteCondition_REGULAR_ETH("c")
const int ExerciseStyle_EUROPEAN(0)
const char BasisPxType_CURRENT_PRICE('4')
const int StrategyParameterType_FLOAT(6)
const size_t MoneyLaunderingStatus_realm_els(5)
const int TradSesEvent_CHANGE_OF_TRADING_SESSION(1)
const f8String MsgType_PARTYDETAILSLISTREQUEST("CF")
const char ProcessCode_SOFT_DOLLAR('1')
const int TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT(1)
const f8String StipulationType_SINGLE_MONTHLY_MORTALITY("SMM")
const int PartyRelationship_SUBSIDIARY_OF(28)
const f8String QuoteCondition_FLAT_CURVE("7")
const int PriceType_TED_PRICE(7)
const int PosReqStatus_COMPLETED_WITH_WARNINGS(1)
const int CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST(4)
const f8String ExecInst_BEST_EXECUTION("k")
const int HaltReasonInt_ORDER_INFLUX(1)
const char DealingCapacity_PRINCIPAL('P')
const int DeliveryForm_BEARER(2)
const char MDUpdateAction_CHANGE('1')
const f8String MsgType_HEARTBEAT("0")
const size_t NewsRefType_realm_els(3)
const int PegLimitType_STRICT(1)
const int OwnerType_INDIVIDUAL_TRUSTEE(4)
const int ComplexEventType_UNDERLYING(7)
const int TradePublishIndicator_PUBLISH_TRADE(1)
const char MDEntryType_OPENING_PRICE('4')
const size_t TrdRegTimestampType_realm_els(7)
const f8String MatchType_SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED("S1")
const int AcctIDSource_TFM(3)
const char TriggerAction_ACTIVATE('1')
const f8String StipulationType_PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE("MHP")
const size_t DueToRelated_realm_els(2)
const int SecurityTradingStatus_POST_CLOSE(26)
const size_t SettlPriceType_realm_els(2)
const size_t FinancialStatus_realm_els(3)
const f8String MsgType_USERREQUEST("BE")
const int SecurityTradingStatus_FAST_MARKET(23)
const int RefOrdIDReason_ORDER_CHANGED(2)
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE(17)
const f8String StipulationType_MINIMUM_INCREMENT("MININCR")
const f8String MsgType_TESTREQUEST("1")
const f8String MatchType_CROSS_AUCTION("5")
const size_t TradSesMode_realm_els(3)
const int PartyRole_THIRD_PARTY_ALLOCATION_FIRM(47)
const f8String TradeCondition_DISTRIBUTION("e")
const int Product_MUNICIPAL(11)
const char BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI('9')
const int CrossType_CROSS_AON(1)
const f8String SecurityType_CORPORATE_BOND("CORP")
const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP(9)
const int AllocStatus_REVERSED(7)
const f8String YieldType_YIELD_TO_WORST("WORST")
const f8String SecurityType_REVOLVER_LOAN("RVLV")
const int RespondentType_SPECIFIED_MARKET_PARTICIPANTS(2)
const int TrdSubType_R(26)
const char OrdStatus_REJECTED('8')
const int TrdType_PROROGATION_SELL(44)
const int MultilegPriceMethod_NET_PRICE(0)
const char LegalConfirm_NO('N')
const size_t AllocRejCode_realm_els(15)
const size_t TradeRequestStatus_realm_els(3)
const int SecurityTradingStatus_MARKET_IMBALANCE_BUY(7)
const int TaxAdvantageType_TESSA(2)
const int TrdType_NON_STANDARD_SETTLEMENT(48)
const int AllocStatus_ACCOUNT_LEVEL_REJECT(2)
const f8String StipulationType_INSURED("INSURED")
const int SecurityTradingEvent_PRICE_VOLATILITY_INTERRUPTION(3)
const f8String SecurityIDSource_LETTER_OF_CREDIT("L")
const char PreviouslyReported_NO('N')
const size_t TradingSessionID_realm_els(6)
const f8String CustOrderHandlingInst_FILL_OR_KILL("FOK")
const f8String YieldType_YIELD_TO_MATURITY("MATURITY")
const f8String OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY("2")
const int UnderlyingPriceDeterminationMethod_SPECIAL_REFERENCE(2)
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_TRADING_SESSION('6')
const f8String TradeCondition_MARKETPLACE_ENTERED_TRADE("2")
const f8String SecurityType_BUY_SELLBACK("BUYSELL")
const char OrderCapacity_PROPRIETARY('G')
const size_t MultiLegReportingType_realm_els(3)
const int ListOrderStatus_EXECUTING(3)
const f8String AdvTransType_CANCEL("C")
const size_t UnderlyingPriceDeterminationMethod_realm_els(4)
const char MsgDirection_RECEIVE('R')
const f8String CorporateAction_REVERSE_STOCK_SPLIT("I")
const int CollAction_ADD(1)
const size_t MassStatusReqType_realm_els(10)
const f8String SecurityType_BANK_DEPOSITORY_NOTE("BDN")
const char MDEntryType_SETTLEMENT_PRICE('6')
const char MDEntryType_OPEN_INTEREST('C')
const int ApplQueueAction_NO_ACTION_TAKEN(0)
const int MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE(4)
const f8String OrderRestrictions_NON_INDEX_ARBITRAGE("3")
const int PartyDetailsRequestResult_PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE(5)
const int AllocType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY(4)
const int PosMaintStatus_ACCEPTED_WITH_WARNINGS(1)
const int MultilegPriceMethod_REVERSED_NET_PRICE(1)
const int QuoteStatus_QUOTE_NOT_FOUND(9)
const char OrdType_COUNTER_ORDER_SELECTION('Q')
const size_t CollAsgnRejectReason_realm_els(7)
const size_t LastLiquidityInd_realm_els(4)
const f8String TradeCondition_CASH("A")
const f8String ExecInst_WORK_TO_TARGET_STRATEGY("e")
const size_t DiscretionOffsetType_realm_els(4)
const f8String OpenCloseSettlFlag_DAILY_OPEN("0")
const char MDEntryType_SESSION_HIGH_BID('N')
const int CxlRejReason_TOO_LATE_TO_CANCEL(0)
const char IOIQualifier_IN_TOUCH_WITH('I')
const char MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS('U')
const char OrdStatus_NEW('0')
const f8String MsgType_MARKETDATAREQUEST("V")
const int ContAmtType_COMMISSION_AMOUNT(1)
const int PartyRole_EXECUTING_SYSTEM(16)
const char NotifyBrokerOfCredit_NO('N')
const f8String TradeCondition_SOLD_LAST("I")
const int SecurityTradingEvent_ORDER_IMBALANCE_AUCTION_IS_EXTENDED(1)
const int SessionRejectReason_COMPID_PROBLEM(9)
const int DiscretionScope_LOCAL(1)
const f8String MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME("A3")
const char ExecType_TRADE_CORRECT('G')
const f8String RestructuringType_MODIFIED_RESTRUCTURING("MR")
const int TrdSubType_NM(20)
const int TrdType_REGULAR_TRADE(0)
const int QuoteCancelType_CANCEL_QUOTE_SPECIFIED_IN_QUOTEID(5)
const f8String UnitOfMeasure_GALLONS("Gal")
const char ForexReq_YES('Y')
const f8String SecurityIDSource_SICOVAM("E")
const int MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT(9)
const int ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION(2)
const int TerminationType_TERM(2)
const int PartyRole_INVESTOR_ID(5)
const int AllocLinkType_FX_NETTING(0)
const int StrategyParameterType_TAGNUM(5)
const int PosQtyStatus_REJECTED(2)
const f8String TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION("4")
const f8String MatchType_SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED("S3")
const f8String ExecInst_TRY_TO_STOP("Y")
const size_t DistribPaymentMethod_realm_els(12)
const int RefOrdIDReason_GTC_FROM_PREVIOUS_DAY(0)
const char MsgDirection_SEND('S')
const int PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS(17)
const size_t NotifyBrokerOfCredit_realm_els(2)
const f8String QuoteCondition_HALT_ETH("k")
const int TrdSubType_ACATS(11)
const f8String StipulationType_SUBSTITUTIONS_LEFT("SUBSLEFT")
const int SettlInstReqRejCode_UNKNOWN_ACCOUNT(1)
const size_t PartyRole_realm_els(84)
const f8String ExecInst_TRADE_ALONG("X")
const int DistribPaymentMethod_BPAY(10)
const int OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER(3)
const int DiscretionRoundDirection_MORE_PASSIVE(2)
const size_t OptPayoutType_realm_els(3)
const char RefOrderIDSource_ORDERID('1')
const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY(1)
const char VenueType_EX_PIT('X')
const int PartyRole_CONTRA_POSITION_ACCOUNT(41)
const size_t RateSourceType_realm_els(2)
const f8String CorporateAction_STANDARD_INTEGER_STOCK_SPLIT("J")
const f8String BenchmarkCurveName_OTHER("OTHER")
const int PartyRelationship_IS_ALSO(0)
const int SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE(2)
const char MDReqRejReason_UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE('4')
const int OwnerType_FIDUCIARIES(9)
const f8String TradeCondition_AUTO_EXECUTION_ETH("v")
const f8String ExecInst_MARKET_PEG("P")
const size_t AdvTransType_realm_els(3)
const f8String MsgType_STREAMASSIGNMENTREPORT("CD")
const size_t AvgPxIndicator_realm_els(3)
const size_t SubscriptionRequestType_realm_els(3)
const char ExecType_STOPPED('7')
const int NetGrossInd_NET(1)
const int QuoteRespType_COVER(4)
const f8String YieldType_MOST_RECENT_CLOSING_YIELD("LASTCLOSE")
const char CommType_PER_UNIT('1')
const int PartyRole_UNACCEPTABLE_COUNTERPARTY(57)
const size_t QuotePriceType_realm_els(10)
const size_t DiscretionScope_realm_els(4)
const f8String DeskOrderHandlingInst_ALL_OR_NONE("AON")
const int AllocReportType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY(4)
const char MDEntryType_FIXING_PRICE('W')
const f8String SettlType_FUTURE("6")
const f8String TradeCondition_AUTOMATIC_EXECUTION("AQ")
const f8String StipulationType_LOOKBACK_DAYS("LOOKBACK")
const f8String DeskOrderHandlingInst_CASH_NOT_HELD("CNH")
const f8String DeskType_PROGRAM_TRADING("PT")
const f8String SecurityType_COLLATERALIZED_MORTGAGE_OBLIGATION("CMO")
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE(4)
const size_t ComplexEventType_realm_els(9)
const int OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT(2)
const int PosTransType_EXERCISE(1)
const int QuoteRequestRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT(3)
const int EventType_OTHER(99)
const f8String QuoteCondition_TRADING_RESUME("n")
const int PartyRole_CONTRA_CLEARING_FIRM(18)
const f8String YieldType_YIELD_WITH_INFLATION_ASSUMPTION("INFLATION")
const int PartyRole_SENDER_LOCATION(54)
const int PartyRole_MARKET_MAKER(66)
const int TrdSubType_OFF_HOURS_TRADE(33)
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_PRODUCT('3')
const f8String QuoteCondition_FAST_TRADING("H")
const f8String StipulationType_WEIGHTED_AVERAGE_MATURITY("WAM")
const size_t AggressorIndicator_realm_els(2)
const size_t ListStatusType_realm_els(6)
const char TradeHandlingInstr_ONE_PARTY_REPORT_FOR_PASS_THROUGH('3')
const int TaxAdvantageType_EMPLOYER_11(11)
const int TrdSubType_K(16)
const size_t RiskInstrumentOperator_realm_els(2)
const int ConfirmRejReason_OTHER(99)
const int TaxAdvantageType_KEOGH(18)
const int PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION(25)
const char MDEntryType_SIMULATED_SELL_PRICE('E')
const int SecurityTradingStatus_READY_TO_TRADE(17)
const int SecurityTradingStatus_UNKNOWN_OR_INVALID(20)
const int ComplexEventType_KNOCK_OUT_UP(5)
const int TrdRegTimestampType_BROKER_RECEIPT(4)
const int PartyRelationship_BROKERS_TRADES_FOR(21)
const int SecurityTradingEvent_CHANGE_OF_BOOK_TYPE(7)
const f8String OrderRestrictions_ALGORITHMIC("E")
const f8String MatchType_ACT_ACCEPTED_TRADE("M3")
const int OwnerType_CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT(7)
const int SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA(3)
const int StrategyParameterType_DATA(23)
const int CollInquiryQualifier_PARTIALLY_ASSIGNED(5)
const int QuoteRequestRejectReason_TOO_LATE_TO_ENTER(4)
const int MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET(7)
const int TradeReportRejectReason_OTHER(99)
const int DistribPaymentMethod_ACH_CREDIT(9)
const char IOIQualifier_THROUGH_THE_DAY('T')
const size_t MessageEncoding_realm_els(4)
const f8String MsgType_LOGOUT("5")
const size_t QuoteRequestType_realm_els(2)
const size_t SecurityTradingStatus_realm_els(26)
const int DistribPaymentMethod_CREST(1)
const f8String QuoteCondition_IMPLIED_PRICE("K")
const char ExecType_EXPIRED('C')
const int SecurityTradingStatus_NOT_AVAILABLE_FOR_TRADING(18)
const int ListRejectReason_TOO_LATE_TO_ENTER(4)
const int InstrAttribType_PRE_REFUNDED(14)
const size_t QuoteRejectReason_realm_els(14)
const size_t BenchmarkCurveName_realm_els(12)
const int UserRequestType_LOG_ON_USER(1)
const f8String PosType_TRANSACTION_FROM_ASSIGNMENT("TA")
const f8String YieldType_OPEN_AVERAGE_YIELD("OPENAVG")
const int UnderlyingPriceDeterminationMethod_REGULAR(1)
const int PartyRole_SETTLEMENT_LOCATION(10)
const char AdvSide_CROSS('X')
const int TrdType_FINANCING_TRANSACTION(47)
const int RateSource_TELERATE(2)
const f8String MsgType_SETTLEMENTINSTRUCTIONREQUEST("AV")
const int OwnerType_NON_PROFIT_ORGANIZATION(11)
const size_t BidRequestTransType_realm_els(2)
const char MDUpdateAction_DELETE_FROM('4')
const size_t RoundingDirection_realm_els(3)
const size_t RiskLimitType_realm_els(5)
const int StrategyParameterType_AMT(10)
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET('8')
const char MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY('C')
const size_t OpenCloseSettlFlag_realm_els(6)
const size_t MassCancelRequestType_realm_els(12)
const int GTBookingInst_BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION(0)
const int UserStatus_PASSWORD_INCORRECT(4)
const int TradeRequestStatus_COMPLETED(1)
const int QuoteStatus_CANCELED_FOR_UNDERLYING(3)
const int MDQuoteType_COUNTER(3)
const size_t LegSwapType_realm_els(4)
const f8String SecurityType_OTHER_ANTICIPATION_NOTES("AN")
const f8String MsgType_ALLOCATIONREPORTACK("AT")
const int TradSesStatus_CLOSED(3)
const f8String QuoteCondition_EQUIPMENT_CHANGEOVER("a")
const int PartySubIDType_FULL_LEGAL_NAME_OF_FIRM(5)
const int PosTransType_PLEDGE(5)
const int PartyRole_CLIENT_ID(3)
const size_t IOIQltyInd_realm_els(3)
const char OrdType_WITH_OR_WITHOUT('6')
const char PartyIDSource_US_SOCIAL_SECURITY_NUMBER('7')
const char Side_SUBSCRIBE('D')
const f8String DeskOrderHandlingInst_MARKET_AT_OPEN("MAO")
const int QuoteRespType_EXPIRED(3)
const int MDBookType_ORDER_DEPTH(3)
const char OrdType_ON_CLOSE('A')
const char ExecType_NEW('0')
const f8String MessageEncoding_EUC_JP("EUC-JP")
const int PartySubIDType_FAX_NUMBER(21)
const int HaltReasonInt_ADDITIONAL_INFORMATION(3)
const int MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY(2)
const int OrigCustOrderCapacity_ALL_OTHER(4)
const size_t HaltReasonInt_realm_els(6)
const f8String SecurityType_FX_SPOT("FXSPOT")
const f8String StipulationType_RESTRICTED("RESTRICTED")
const char TradedFlatSwitch_NO('N')
const int PosMaintAction_CANCEL(3)
const int UserStatus_OTHER(6)
const size_t ListMethod_realm_els(2)
const int TrdType_OPTION_INTERIM_TRADE(19)
const int PegPriceType_TRAILING_STOP_PEG(8)
const int MiscFeeBasis_PER_UNIT(1)
const int TaxAdvantageType_EMPLOYEE_9(9)
const size_t SecurityStatusID_realm_els(2)
const f8String StipulationType_CONSTANT_PREPAYMENT_RATE("CPR")
const char ExecType_SUSPENDED('9')
const f8String MsgType_TRADINGSESSIONSTATUS("h")
const int AllocType_ACCEPT(9)
const char SettlInstSource_INSTITUTIONS_INSTRUCTIONS('2')
const char MarketUpdateAction_MODIFY('M')
const int StandInstDbType_THOMSON_ALERT(2)
const char SettlObligTransType_CANCEL('C')
const int SecurityListTypeSource_ICB(1)
const int CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE(2)
const size_t SettlCurrFxRateCalc_realm_els(2)
const int StrategyParameterType_NUMINGROUP(3)
const int SettlDeliveryType_HOLD_IN_CUSTODY(3)
const char RoundingDirection_ROUND_TO_NEAREST('0')
const size_t BidDescriptorType_realm_els(3)
const f8String UnitOfMeasure_ALLOWANCES("Alw")
const f8String SecurityType_EURO_COMMERCIAL_PAPER("EUCP")
const char PartyIDSource_MIC('G')
const f8String SecurityIDSource_VALOREN("D")
const int PaymentMethod_FED_WIRE(7)
const int PegPriceType_PEG_TO_VWAP(7)
const f8String MsgType_COLLATERALINQUIRY("BB")
const f8String StipulationType_CONSTANT_PREPAYMENT_PENALTY("CPP")
const int SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS(1)
const size_t PosMaintAction_realm_els(4)
const int SettlObligMode_PRELIMINARY(1)
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS(13)
const char OrderCategory_STREAMING_PRICE('9')
const f8String OrderRestrictions_COMPETING_MARKET_MAKER("4")
const int ApplReportType_RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM(0)
const int UserStatus_PASSWORD_CHANGED(5)
const char LocateReqd_NO('N')
const int EventType_INITIAL_INVENTORY_DUE_DATE(15)
const f8String StipulationType_FREEFORM_TEXT("TEXT")
const int TradSesStatus_PRE_OPEN(4)
const int LegSwapType_PAR_FOR_PAR(1)
const f8String TradeCondition_CANCEL_OPEN_ETH("q")
const f8String Seniority_SUBORDINATED("SB")
const int ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE(1)
const f8String CorporateAction_EX_DIVIDEND("A")
const int SecurityListType_MARKET(3)
const f8String UnitOfMeasure_METRIC_TONS("t")
const int InstrAttribType_CALLABLE_PUTTABLE(11)
const int InstrAttribType_WHEN_AND_IF_ISSUED(9)
const int Product_GOVERNMENT(6)
const char Side_UNDISCLOSED('7')
const int PartyRelationship_OWNED_BY_36(36)
const int MassActionScope_CANCEL_FOR_SECURITY_ISSUER(11)
const f8String QuoteCondition_END_OF_DAY_SAM("s")
const int ApplQueueResolution_QUEUE_FLUSHED(1)
const size_t MDUpdateAction_realm_els(6)
const int QuoteRejectReason_INVALID_PRICE(8)
const size_t TaxAdvantageType_realm_els(31)
const char AsOfIndicator_FALSE('0')
const int ListStatusType_EXEC_STARTED(4)
const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_16(16)
const int AllocIntermedReqType_ACCOUNT_LEVEL_REJECT(6)
const int TaxAdvantageType_MAXI_ISA(1)
const int AcctIDSource_OMGEO(4)
const char Side_CROSS('8')
const size_t UnderlyingSettlementType_realm_els(3)
const int SecurityRequestType_SECURITYTYPE_AND_OR_CFICODE(5)
const size_t CollAsgnRespType_realm_els(4)
const char ListExecInstType_WAIT_FOR_EXECUT_INSTRUCTION('2')
const char DiscretionInst_RELATED_TO_VWAP('6')
const f8String QuoteCondition_REST_OF_BOOK_VWAP("3")
const int QuoteStatus_CANCEL_FOR_SYMBOL(1)
const f8String StipulationType_PERCENT_OF_BMA_PREPAYMENT_CURVE("PSA")
const char MoneyLaunderingStatus_EXEMPT_3('3')
const int QuoteStatus_UNSOLICITED_QUOTE_REPLENISHMENT(18)
const int ListRejectReason_DUPLICATE_ORDER(6)
const int TrdSubType_N(19)
const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5('5')
const int PosMaintAction_REVERSE(4)
const int EventType_SWAP_START_DATE(8)
const int TickRuleType_REGULAR(0)
const int AdjustmentType_DELTA_MINUS(2)
const f8String SecurityType_EURO_CERTIFICATE_OF_DEPOSIT("EUCD")
const int PartyListResponseType_RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES(0)
const f8String PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT("FMTM")
const size_t RefOrderIDSource_realm_els(5)
const int SecurityRequestType_REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS(0)
const int PartyRelationship_SPONSORS(5)
const size_t TickDirection_realm_els(4)
const int PartySubIDType_REGULATORY_STATUS(13)
const char OrdType_MARKET_WITH_LEFT_OVER_AS_LIMIT('K')
const size_t DKReason_realm_els(7)
const int PartyRole_ENTERING_UNIT(58)
const f8String MsgType_SECURITYLISTUPDATEREPORT("BK")
const char TriggerPriceType_BEST_OFFER_OR_LAST_TRADE('5')
const int PartyRole_INTERESTED_PARTY(33)
const f8String SecurityType_REVOLVER_TERM_LOAN("RVLVTRM")
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET(7)
const char CashMargin_MARGIN_OPEN('2')
const char DiscretionInst_RELATED_TO_MARKET_PRICE('1')
const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT('Q')
const f8String ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT("1")
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION('6')
const f8String QuoteCondition_OUTRIGHT_PRICE("J")
const int TradeAllocIndicator_ALLOCATION_TO_CLAIM_ACCOUNT(5)
const f8String ApplVerID_FIX50SP2("9")
const f8String SecurityType_DUAL_CURRENCY("DUAL")
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP(9)
const int SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE(1)
const f8String PosType_CORPORATE_ACTION_ADJUSTMENT("CAA")
const char IOIQualifier_PRE_OPEN('Z')
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE('5')
const int StrategyParameterType_UTCTIMESTAMP(19)
const int MassActionScope_ALL_ORDERS_FOR_A_PRODUCT(3)
const f8String SecurityIDSource_MARKETPLACE_ASSIGNED_IDENTIFIER("M")
const int PartyListResponseType_INCLUDE_INFORMATION_ON_RELATED_PARTIES(2)
const int PartyRole_SUB_CUSTODIAN(31)
const size_t DlvyInstType_realm_els(2)
const int PartyRole_CONTRA_FIRM(17)
const int TaxAdvantageType_EMPLOYEE_10(10)
const int TradeReportTransType_REPLACE(2)
const int PriorityIndicator_LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE(1)
const int TradSesStatus_OPEN(2)
const int EncryptMethod_PGP_DES_MD5(5)
const char UnderlyingFXRateCalc_DIVIDE('D')
const int PosMaintStatus_COMPLETED(3)
const int ComplexEventType_RESET_BARRIER(8)
const int EncryptMethod_PEM_DES_MD5(6)
const int OwnerType_CORPORATE_BODY(12)
const int BusinessRejectReason_NOT_AUTHORIZED(6)
const int QuoteRequestRejectReason_NOT_AUTHORIZED_TO_REQUEST_QUOTE(6)
const int IncTaxInd_GROSS(2)
const int TrdType_BLOCK_TRADE_38(38)
const f8String SecurityType_EURO_CORPORATE_BOND("EUCORP")
const char Side_AS_DEFINED('B')
const int BookingType_TOTAL_RETURN_SWAP(2)
const char TriggerOrderType_LIMIT('2')
const int TradeReportType_INVALID_CMTA(9)
const size_t TrdSubType_realm_els(38)
const f8String MsgType_SECURITYDEFINITIONREQUEST("c")
const int TrdType_REPURCHASE_AGREEMENT(53)
const f8String ExecInst_OPENING_PEG("O")
const char VenueType_ELECTRONIC('E')
const int EventType_POSITION_REMOVAL_DATE(19)
const int TrdSubType_RO(27)
const int ComplexEventPriceTimeType_SPECIFIED_DATE_TIME(3)
const int PosReqResult_REQUEST_FOR_POSITION_NOT_SUPPORTED(4)
const int PartyRelationship_BROKERS_TRADES_THROUGH(22)
const f8String DefaultApplVerID_FIX41("3")
const int PartyRole_CORRESPONDENT_BROKER(26)
const f8String ExecInst_IGNORE_PRICE_VALIDITY_CHECKS("c")
const int PartyListResponseType_INCLUDE_RISK_LIMIT_INFORMATION(3)
const int StrikePriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY(2)
const int CxlRejReason_INVALID_PRICE_INCREMENT(18)
const int PegRoundDirection_MORE_PASSIVE(2)
const char DisplayMethod_UNDISCLOSED('4')
const f8String TradeCondition_OPENED_SALE_ETH("r")
const f8String StipulationType_LOT_VARIANCE("LOTVAR")
const int CollInquiryQualifier_GC_INSTRUMENT(1)
const f8String CorporateAction_POSITION_CONSOLIDATION("K")
const char OrdType_PEGGED('P')
const char MDImplicitDelete_YES('Y')
const int SecurityRequestType_REQUEST_LIST_SECURITY_TYPES(2)
const int LiquidityIndType_OTHER(4)
const f8String TradeCondition_CANCEL_ONLY_ETH("t")
Fast map for statically generated data types. Assumes table is sorted. Complexity is O(logN)...
Definition: f8types.hpp:100
const int DiscretionOffsetType_TICKS(2)
const int PartySubIDType_TELEX_NUMBER(20)
const char EmailType_NEW('0')
const int PosTransType_LARGE_TRADER_SUBMISSION(6)
const int TradeReportRejectReason_UNKNOWN_INSTRUMENT(2)
const int TradePublishIndicator_DO_NOT_PUBLISH_TRADE(0)
const int BusinessRejectReason_UNKNOWN_SECURITY(2)
const size_t QuoteRequestRejectReason_realm_els(12)
const size_t ForexReq_realm_els(2)
const int ClearingInstruction_AUTOMATIC_POSTING_MODE(9)
GeneratedTable< unsigned, BaseEntry > FieldTable
Definition: message.hpp:205
const int TrdType_SPECIAL_EX_BONUS(37)
const char ReportToExch_YES('Y')
const int TradeReportType_ALLEGED_1(1)
const size_t FundRenewWaiv_realm_els(2)
const size_t TradeReportTransType_realm_els(6)
const f8String MsgType_QUOTECANCEL("Z")
const f8String UnitOfMeasure_MEGAWATT_HOURS("MWh")
const int QuoteStatus_CANCELED_FOR_SECURITY_TYPE(2)
const int EventType_LAST_DELIVERY_DATE(14)
const int PartyRole_BENEFICIARY(32)
const int QuoteStatus_CANCELED_DUE_TO_CROSS_MARKET(15)
const int TrdType_EXCHANGE_OF_FUTURES_FOR(13)
const size_t PutOrCall_realm_els(2)
const f8String ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES("M")
std::string f8String
Definition: f8types.hpp:47
const int LastLiquidityInd_ADDED_LIQUIDITY(1)
const char ExecAckStatus_RECEIVED_NOT_YET_PROCESSED('0')
const int AllocReportType_COMPLETE(12)
const f8String PosType_TOTAL_TRANSACTION_QTY("TOT")
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS(8)
const f8String MsgType_SECURITYLIST("y")
const char AssignmentMethod_RANDOM('R')
const f8String QuoteCondition_CLOSED_INACTIVE("B")
const size_t PartyRelationship_realm_els(37)
const int TradSesMode_SIMULATED(2)
const f8String SecurityType_MANDATORY_TENDER("MT")
const int AllocAccountType_HOUSE_TRADER(3)
const char SettlInstTransType_CANCEL('C')
const f8String StipulationType_PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE("REFPRIN")
const f8String MsgType_SETTLEMENTOBLIGATIONREPORT("BQ")
const int DeliveryType_FREE_DELIVER(1)
const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT('P')
const int UnderlyingPriceDeterminationMethod_OPTIMAL_VALUE(3)
const int TradSesStatus_UNKNOWN(0)
const int BookingType_REGULAR_BOOKING(0)
const f8String StipulationType_YIELD_RANGE("YIELD")
const int ContractMultiplierUnit_SHARES(0)
const f8String PosType_ADJUSTMENT_QTY("PA")
const f8String Seniority_SENIOR_SECURED("SD")
const f8String StipulationType_PRICING_FREQUENCY("PRICEFREQ")
const int PegScope_NATIONAL_EXCLUDING_LOCAL(4)
const int ConfirmStatus_MISSING_SETTLEMENT_INSTRUCTIONS(3)
const f8String QuoteCondition_NO_ACTIVE_SAM("1")
const int CollStatus_PARTIALLY_ASSIGNED(1)
const size_t RefOrdIDReason_realm_els(3)
const char OrdType_MARKET_ON_CLOSE('5')
const int RefOrdIDReason_PARTIAL_FILL_REMAINING(1)
const int RiskLimitType_GROSS_LIMIT(1)
const f8String DefaultApplVerID_FIX30("1")
const int TerminationType_OVERNIGHT(1)
const int OrderDelayUnit_MILLISECONDS(3)
const int StreamAsgnRejReason_OTHER(99)
const int PartySubIDType_FUND_ACCOUNT_NAME(19)
const char SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST('2')
const int InstrAttribType_ESCROWED_TO_REDEMPTION_DATE(13)
const size_t MDOriginType_realm_els(3)
const f8String TradeCondition_CANCEL_LAST_ETH("l")
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY(1)
const char IOIQualifier_AT_THE_CLOSE('C')
const int TrdSubType_TRANSACTION_FROM_EXERCISE(9)
const f8String QuoteCondition_ORDER_INFLUX("R")
const size_t QuoteCancelType_realm_els(8)
const size_t SideMultiLegReportingType_realm_els(3)
const int TradeReportTransType_RELEASE(3)
const f8String StipulationType_PRIMARY_OR_SECONDARY_MARKET_INDICATOR("PRIMARY")
const f8String DeskOrderHandlingInst_IMMEDIATE_OR_CANCEL("IOC")
const f8String MsgType_QUOTESTATUSREQUEST("a")
const int RateSourceType_PRIMARY(0)
const int PosReqType_TRADES(1)
const int PosReqType_SETTLEMENT_ACTIVITY(4)
const f8String IOIQty_LARGE("L")
const size_t AllocPositionEffect_realm_els(4)
const int TrdType_BUNCHED_TRADE(7)
const char BasisPxType_SQ('5')
const char ExecPriceType_BID_PRICE('B')
const int OrdRejReason_TRADE_ALONG_REQUIRED(9)
const int PaymentMethod_EUROCLEAR(3)
const int TrdSubType_ADVISORY_FOR_CONTRA_SIDE(4)
const int ContAmtType_INITIAL_CHARGE_PERCENT(4)
const int MDSecSizeType_CUSTOMER(1)
const f8String MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH("M1")
const size_t PublishTrdIndicator_realm_els(2)
const int AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC(3)
const f8String StipulationType_MINIMUM_QUANTITY("MINQTY")
const char BookingUnit_AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER('1')
const f8String MsgType_MARKETDEFINITIONREQUEST("BT")
const size_t SecurityListRequestType_realm_els(6)
const f8String TradeCondition_IMBALANCE_MORE_SELLERS("Q")
const f8String MsgType_EXECUTIONACKNOWLEDGEMENT("BN")
const size_t Scope_realm_els(3)
const char TimeInForce_GOOD_TILL_DATE('6')
const f8String SettlSessID_ELECTRONIC_TRADING_HOURS("ETH")
const f8String OrderRestrictions_CROSS("F")
const int ApplReportType_HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID(2)
const f8String StipulationType_ALTERNATIVE_MINIMUM_TAX("AMT")
const f8String TimeUnit_SECOND("S")
const f8String TimeUnit_DAY("D")
const f8String DeskOrderHandlingInst_LIMIT_ON_CLOSE("LOC")
const int OwnerType_TRUSTS(8)
const size_t RespondentType_realm_els(4)
const int CollInquiryStatus_ACCEPTED_WITH_WARNINGS(1)
const int CollAsgnTransType_CANCEL(2)
const size_t TradeReportType_realm_els(16)
const int RateSourceType_SECONDARY(1)
const f8String MiscFeeType_MARKUP("8")
const int PriceType_PREMIUM(5)
const int DistribPaymentMethod_FED_WIRE(7)
const f8String StipulationType_POOLS_PER_LOT("PPL")
const char ExerciseMethod_MANUAL('M')
const f8String SecurityIDSource_BELGIAN("F")
const f8String ExecInst_INSTITUTIONS_ONLY("I")
const char SettlInstMode_SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT('4')
const int TrdSubType_WT(32)
const int PartySubIDType_CASH_ACCOUNT_NUMBER(15)
const size_t SecurityResponseType_realm_els(6)
const f8String StipulationType_POOLS_MAXIMUM("PMAX")
const int AllocRejCode_UNKNOWN_ACCOUNT(0)
const int SessionRejectReason_OTHER(99)
const f8String MsgType_IOI("6")
const char OrdStatus_DONE_FOR_DAY('3')
const size_t AggregatedBook_realm_els(2)
const f8String MsgType_TRADINGSESSIONLISTREQUEST("BI")
const int QuoteStatus_PASS(11)
const int PartyRelationship_PROVIDES_TRADING_SERVICES_FOR(23)
const int CollInquiryStatus_ACCEPTED(0)
const char TriggerPriceType_BEST_OFFER('1')
const int StrategyParameterType_CURRENCY(16)
const char SettlMethod_PHYSICAL_SETTLEMENT_REQUIRED('P')
const f8String DeskOrderHandlingInst_STOP_STOCK_TRANSACTION("S.W")
const int CollInquiryQualifier_TRADE_DATE(0)
const int MDOriginType_OFF_BOOK(1)
const f8String SecurityType_US_TREASURY_BILL_USTB("USTB")
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY('1')
const int PaymentMethod_DEBIT_CARD(8)
const char AllocTransType_CALCULATED('4')
const char MDReqRejReason_INSUFFICIENT_BANDWIDTH('2')
const f8String MsgType_STREAMASSIGNMENTREPORTACK("CE")
const f8String TradeCondition_EXCHANGE_LAST("U")
const f8String MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES("A4")
const int AllocStatus_INCOMPLETE(4)
const int QuoteCancelType_CANCEL_FOR_SECURITY_ISSUER(7)
const int QtyType_UNITS_OF_MEASURE_PER_TIME_UNIT(2)
const char PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID('2')
const f8String DefaultApplVerID_FIX44("6")
const f8String TradeCondition_DIRECT_PLUS("b")
const int OrderDelayUnit_NANOSECONDS(5)
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME(16)
const f8String TradeCondition_BUNCHED("d")
const int PriceLimitType_PRICE(0)
const int EventType_FIRST_INTENT_DATE(17)
const f8String SecurityType_BILL_OF_EXCHANGES("BOX")
const char ExecType_ORDER_STATUS('I')
const f8String MsgType_APPLICATIONMESSAGEREPORT("BY")
const f8String QuoteCondition_BID_SPECIALIST("p")
const int SecurityListTypeSource_NAICS(2)
const int StrategyParameterType_LANGUAGE(26)
const size_t PriceProtectionScope_realm_els(4)
const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13(13)
const int QuoteEntryStatus_REMOVED_FROM_MARKET(6)
const f8String StipulationType_SECURITY_TYPE_INCLUDED_OR_EXCLUDED("SECTYPE")
const int TrdSubType_DIFFERENTIAL_SPREAD(7)
const int AccountType_JOINT_BACK_OFFICE_ACCOUNT(8)
const size_t MsgType_realm_els(118)
const char OrdStatus_CALCULATED('B')
const int QuoteStatus_ACTIVE(16)
const int TrdSubType_SW(29)
const int QuotePriceType_PER_SHARE(2)
const f8String DefaultApplVerID_FIX50SP2("9")
const char SettlInstTransType_REPLACE('R')
const int PartySubIDType_MARKET_MAKER(28)
const int InstrAttribType_UNRATED(16)
const int TrdType_VOLUME_WEIGHTED_AVERAGE_TRADE(51)
const f8String RestructuringType_MODIFIED_MOD_RESTRUCTURING("MM")
const f8String UnitOfMeasure_US_DOLLARS("USD")
const int TrdType_OPTION_CABINET_TRADE(20)
const int QuoteResponseLevel_ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES(1)
const int QuoteEntryStatus_REJECTED(5)
const int SessionRejectReason_UNDEFINED_TAG(3)
const char SettlObligTransType_NEW('N')
const int PartySubIDType_REGISTERED_ADDRESS_18(18)
const f8String CorporateAction_RIGHTS_OFFERING("N")
const char Side_BUY_MINUS('3')
const f8String ExecInst_RELEASE_FROM_SUSPENSION("q")
const int CxlRejReason_UNKNOWN_ORDER(1)
const char PartyIDSource_AUSTRALIAN_BUSINESS_NUMBER('9')
const f8String UnitOfMeasure_TONS("tn")
const f8String SecurityType_MULTILEG_INSTRUMENT("MLEG")
const int TradeReportRejectReason_INVALID_PARTY_ONFORMATION(1)
const f8String SecurityType_INDEXED_LINKED("XLINKD")
const char DiscretionInst_AVERAGE_PRICE_GUARANTEE('7')
const f8String MatchType_CALL_AUCTION("7")
const f8String SecurityType_MORTGAGE_PRIVATE_PLACEMENT("MPP")
const size_t ComplexEventPriceBoundaryMethod_realm_els(5)
const int OrderHandlingInstSource_NASD_OATS(1)
const char UnsolicitedIndicator_NO('N')
const f8String ExecInst_EXECUTE_AS_FX_NEUTRAL("t")
const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION(6)
const f8String MsgType_ADVERTISEMENT("7")
const int PosMaintStatus_COMPLETED_WITH_WARNINGS(4)
const int TrdSubType_NR(21)
const int AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS(2)