OnixS C++ CME MDP Conflated UDP Handler 1.1.2
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Tags.h
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1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
24
26
27namespace Tags
28{
29
30 const Tag AggressorSide = 5797;
32 const Tag AltMinQuoteLife = 37738;
34 const Tag ApplID = 1180;
35 const Tag Asset = 6937;
36 const Tag CFICode = 461;
37 const Tag Currency = 15;
38 const Tag DisplayFactor = 9787;
39 const Tag EventTime = 1145;
40 const Tag EventType = 865;
41 const Tag FXBenchmarkRateFix = 2796;
42 const Tag FXCurrencySymbol = 37725;
44 const Tag FixRateLocalTime = 37726;
46 const Tag HaltReason = 327;
47 const Tag HeartBtInt = 108;
48 const Tag HighLimitPrice = 1149;
49 const Tag InstAttribType = 871;
50 const Tag InstAttribValue = 872;
51 const Tag InstrumentGUID = 37513;
52 const Tag InterveningDays = 37730;
54 const Tag LastQty = 32;
55 const Tag LastUpdateTime = 779;
56 const Tag LotType = 1093;
57 const Tag LowLimitPrice = 1148;
58 const Tag MDDisplayQty = 37706;
59 const Tag MDEntryPx = 270;
60 const Tag MDEntrySize = 271;
61 const Tag MDEntryType = 269;
62 const Tag MDFeedType = 1022;
63 const Tag MDOrderPriority = 37707;
64 const Tag MDPriceLevel = 1023;
66 const Tag MDTradeEntryID = 37711;
67 const Tag MDUpdateAction = 279;
68 const Tag MarketDepth = 264;
69 const Tag MarketSegmentID = 1300;
70 const Tag MatchAlgorithm = 1142;
72 const Tag MaturityDate = 541;
74 const Tag MaxBidAskConstraint = 37743;
76 const Tag MaxPriceVariation = 1143;
77 const Tag MaxTradeVol = 1140;
78 const Tag MinLotSize = 1231;
80 const Tag MinQuoteLife = 37731;
81 const Tag MinTradeVol = 562;
82 const Tag NoEvents = 864;
83 const Tag NoInstAttrib = 870;
84 const Tag NoLotTypeRules = 1234;
85 const Tag NoMDEntries = 268;
86 const Tag NoMDFeedTypes = 1141;
87 const Tag NoOrderIDEntries = 37705;
89 const Tag NumberOfOrders = 346;
91 const Tag OrderID = 37;
92 const Tag OrderUpdateAction = 37708;
93 const Tag PricePrecision = 2349;
94 const Tag PriceQuoteCurrency = 1524;
95 const Tag RateSource = 1446;
96 const Tag ReferenceID = 9633;
97 const Tag RptSeq = 83;
98 const Tag SecurityAltID = 455;
101 const Tag SecurityGroup = 1151;
102 const Tag SecurityID = 48;
106 const Tag SecurityType = 167;
108 const Tag SettlCurrency = 120;
109 const Tag SettlDate = 64;
110 const Tag SettlType = 63;
111 const Tag SettlementLocale = 37734;
112 const Tag Symbol = 55;
113 const Tag Text = 58;
114 const Tag TotNumReports = 911;
115 const Tag TradeDate = 75;
116 const Tag TransactTime = 60;
118 const Tag UnitOfMeasure = 996;
119 const Tag UnitOfMeasureQty = 1147;
121
122}
123
#define ONIXS_CONFLATEDUDPFIX_NAMESPACE_BEGIN
Definition Bootstrap.h:161
#define ONIXS_CONFLATEDUDPFIX_NAMESPACE_END
Definition Bootstrap.h:165