OnixS C++ CME MDP Conflated UDP Handler  1.1.2
API documentation
Tags.h
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20 
21 #pragma once
22 
24 
26 
27 namespace Tags
28 {
29 
30  const Tag AggressorSide = 5797;
31  const Tag AltMinPriceIncrement = 37739;
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;
45  const Tag FixRateLocalTimeZone = 37727;
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;
71  const Tag MatchEventIndicator = 5799;
72  const Tag MaturityDate = 541;
73  const Tag MaturityMonthYear = 200;
74  const Tag MaxBidAskConstraint = 37743;
76  const Tag MaxPriceVariation = 1143;
77  const Tag MaxTradeVol = 1140;
78  const Tag MinLotSize = 1231;
79  const Tag MinPriceIncrement = 969;
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;
88  const Tag NoTradingSessions = 386;
89  const Tag NumberOfOrders = 346;
90  const Tag OpenCloseSettlFlag = 286;
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;
99  const Tag SecurityAltIDSource = 456;
100  const Tag SecurityExchange = 207;
101  const Tag SecurityGroup = 1151;
102  const Tag SecurityID = 48;
103  const Tag SecurityIDSource = 22;
104  const Tag SecurityTradingEvent = 1174;
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;
117  const Tag UnderlyingProduct = 462;
118  const Tag UnitOfMeasure = 996;
119  const Tag UnitOfMeasureQty = 1147;
121 
122 }
123 
SecurityTradingStatus type.
Definition: Fields.h:699
const Tag FinancialInstrumentFullName
Definition: Tags.h:43
#define ONIXS_CONFLATEDUDPFIX_NAMESPACE_END
Definition: Bootstrap.h:165
SecurityUpdateAction type.
Definition: Fields.h:747
const Tag AltPriceIncrementConstraint
Definition: Tags.h:33
MatchEventIndicator type.
Definition: Fields.h:992
SecurityAltIDSource type.
Definition: Fields.h:657
SecurityTradingEvent type.
Definition: Fields.h:672
#define ONIXS_CONFLATEDUDPFIX_NAMESPACE_BEGIN
Definition: Bootstrap.h:161