OnixS C++ CME MDP Conflated UDP Handler  1.1.2
API documentation
Tags.h File Reference

Go to the source code of this file.

Namespaces

 OnixS
 
 OnixS::CME
 
 OnixS::CME::ConflatedUDP
 
 OnixS::CME::ConflatedUDP::FIX
 
 OnixS::CME::ConflatedUDP::FIX::Tags
 

Variables

const Tag AggressorSide = 5797
 
const Tag AltMinPriceIncrement = 37739
 
const Tag AltMinQuoteLife = 37738
 
const Tag AltPriceIncrementConstraint = 37742
 
const Tag ApplID = 1180
 
const Tag Asset = 6937
 
const Tag CFICode = 461
 
const Tag Currency = 15
 
const Tag DisplayFactor = 9787
 
const Tag EventTime = 1145
 
const Tag EventType = 865
 
const Tag FXBenchmarkRateFix = 2796
 
const Tag FXCurrencySymbol = 37725
 
const Tag FinancialInstrumentFullName = 2714
 
const Tag FixRateLocalTime = 37726
 
const Tag FixRateLocalTimeZone = 37727
 
const Tag HaltReason = 327
 
const Tag HeartBtInt = 108
 
const Tag HighLimitPrice = 1149
 
const Tag InstAttribType = 871
 
const Tag InstAttribValue = 872
 
const Tag InstrumentGUID = 37513
 
const Tag InterveningDays = 37730
 
const Tag LastMsgSeqNumProcessed = 369
 
const Tag LastQty = 32
 
const Tag LastUpdateTime = 779
 
const Tag LotType = 1093
 
const Tag LowLimitPrice = 1148
 
const Tag MDDisplayQty = 37706
 
const Tag MDEntryPx = 270
 
const Tag MDEntrySize = 271
 
const Tag MDEntryType = 269
 
const Tag MDFeedType = 1022
 
const Tag MDOrderPriority = 37707
 
const Tag MDPriceLevel = 1023
 
const Tag MDSecurityTradingStatus = 1682
 
const Tag MDTradeEntryID = 37711
 
const Tag MDUpdateAction = 279
 
const Tag MarketDepth = 264
 
const Tag MarketSegmentID = 1300
 
const Tag MatchAlgorithm = 1142
 
const Tag MatchEventIndicator = 5799
 
const Tag MaturityDate = 541
 
const Tag MaturityMonthYear = 200
 
const Tag MaxBidAskConstraint = 37743
 
const Tag MaxPriceDiscretionOffset = 37728
 
const Tag MaxPriceVariation = 1143
 
const Tag MaxTradeVol = 1140
 
const Tag MinLotSize = 1231
 
const Tag MinPriceIncrement = 969
 
const Tag MinQuoteLife = 37731
 
const Tag MinTradeVol = 562
 
const Tag NoEvents = 864
 
const Tag NoInstAttrib = 870
 
const Tag NoLotTypeRules = 1234
 
const Tag NoMDEntries = 268
 
const Tag NoMDFeedTypes = 1141
 
const Tag NoOrderIDEntries = 37705
 
const Tag NoTradingSessions = 386
 
const Tag NumberOfOrders = 346
 
const Tag OpenCloseSettlFlag = 286
 
const Tag OrderID = 37
 
const Tag OrderUpdateAction = 37708
 
const Tag PricePrecision = 2349
 
const Tag PriceQuoteCurrency = 1524
 
const Tag RateSource = 1446
 
const Tag ReferenceID = 9633
 
const Tag RptSeq = 83
 
const Tag SecurityAltID = 455
 
const Tag SecurityAltIDSource = 456
 
const Tag SecurityExchange = 207
 
const Tag SecurityGroup = 1151
 
const Tag SecurityID = 48
 
const Tag SecurityIDSource = 22
 
const Tag SecurityTradingEvent = 1174
 
const Tag SecurityTradingStatus = 326
 
const Tag SecurityType = 167
 
const Tag SecurityUpdateAction = 980
 
const Tag SettlCurrency = 120
 
const Tag SettlDate = 64
 
const Tag SettlType = 63
 
const Tag SettlementLocale = 37734
 
const Tag Symbol = 55
 
const Tag Text = 58
 
const Tag TotNumReports = 911
 
const Tag TradeDate = 75
 
const Tag TransactTime = 60
 
const Tag UnderlyingProduct = 462
 
const Tag UnitOfMeasure = 996
 
const Tag UnitOfMeasureQty = 1147
 
const Tag UserDefinedInstrument = 9779