OnixS C++ CME MDP Conflated UDP Handler  1.0.2
API documentation
Tags.h
Go to the documentation of this file.
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20 
21 #pragma once
22 
24 
26 
27 namespace Tags
28 {
29 
30  const Tag AggressorSide = 5797;
31  const Tag ApplID = 1180;
32  const Tag Asset = 6937;
33  const Tag CFICode = 461;
34  const Tag Currency = 15;
35  const Tag DisplayFactor = 9787;
36  const Tag EventTime = 1145;
37  const Tag EventType = 865;
38  const Tag FXBenchmarkRateFix = 2796;
39  const Tag FXCurrencySymbol = 37725;
41  const Tag FixRateLocalTime = 37726;
42  const Tag FixRateLocalTimeZone = 37727;
43  const Tag HaltReason = 327;
44  const Tag HeartBtInt = 108;
45  const Tag HighLimitPrice = 1149;
46  const Tag InstAttribType = 871;
47  const Tag InstAttribValue = 872;
48  const Tag InstrumentGUID = 37513;
49  const Tag InterveningDays = 37730;
51  const Tag LastQty = 32;
52  const Tag LastUpdateTime = 779;
53  const Tag LotType = 1093;
54  const Tag LowLimitPrice = 1148;
55  const Tag MDDisplayQty = 37706;
56  const Tag MDEntryPx = 270;
57  const Tag MDEntrySize = 271;
58  const Tag MDEntryType = 269;
59  const Tag MDFeedType = 1022;
60  const Tag MDOrderPriority = 37707;
61  const Tag MDPriceLevel = 1023;
63  const Tag MDTradeEntryID = 37711;
64  const Tag MDUpdateAction = 279;
65  const Tag MarketDepth = 264;
66  const Tag MarketSegmentID = 1300;
67  const Tag MatchAlgorithm = 1142;
68  const Tag MatchEventIndicator = 5799;
69  const Tag MaturityDate = 541;
70  const Tag MaturityMonthYear = 200;
72  const Tag MaxPriceVariation = 1143;
73  const Tag MaxTradeVol = 1140;
74  const Tag MinLotSize = 1231;
75  const Tag MinPriceIncrement = 969;
76  const Tag MinQuoteLife = 37731;
77  const Tag MinTradeVol = 562;
78  const Tag NoEvents = 864;
79  const Tag NoInstAttrib = 870;
80  const Tag NoLotTypeRules = 1234;
81  const Tag NoMDEntries = 268;
82  const Tag NoMDFeedTypes = 1141;
83  const Tag NoOrderIDEntries = 37705;
84  const Tag NoTradingSessions = 386;
85  const Tag NumberOfOrders = 346;
86  const Tag OpenCloseSettlFlag = 286;
87  const Tag OrderID = 37;
88  const Tag OrderUpdateAction = 37708;
89  const Tag PricePrecision = 2349;
90  const Tag PriceQuoteCurrency = 1524;
91  const Tag RateSource = 1446;
92  const Tag ReferenceID = 9633;
93  const Tag RptSeq = 83;
94  const Tag SecurityAltID = 455;
95  const Tag SecurityAltIDSource = 456;
96  const Tag SecurityExchange = 207;
97  const Tag SecurityGroup = 1151;
98  const Tag SecurityID = 48;
99  const Tag SecurityIDSource = 22;
100  const Tag SecurityTradingEvent = 1174;
102  const Tag SecurityType = 167;
104  const Tag SettlCurrency = 120;
105  const Tag SettlDate = 64;
106  const Tag SettlType = 63;
107  const Tag SettlementLocale = 37734;
108  const Tag Symbol = 55;
109  const Tag Text = 58;
110  const Tag TotNumReports = 911;
111  const Tag TradeDate = 75;
112  const Tag TransactTime = 60;
113  const Tag UnderlyingProduct = 462;
114  const Tag UnitOfMeasure = 996;
115  const Tag UnitOfMeasureQty = 1147;
117 
118 }
119 
SecurityTradingStatus type.
Definition: Fields.h:699
const Tag FinancialInstrumentFullName
Definition: Tags.h:40
#define ONIXS_CONFLATEDUDPFIX_NAMESPACE_END
Definition: Bootstrap.h:164
SecurityUpdateAction type.
Definition: Fields.h:747
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:160