OnixS C++ CME MDP Conflated UDP Handler  1.1.2
API documentation
Variables
OnixS::CME::ConflatedUDP::FIX::Tags Namespace Reference

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
 

Variable Documentation

const Tag AggressorSide = 5797

Definition at line 30 of file Tags.h.

const Tag AltMinPriceIncrement = 37739

Definition at line 31 of file Tags.h.

const Tag AltMinQuoteLife = 37738

Definition at line 32 of file Tags.h.

const Tag AltPriceIncrementConstraint = 37742

Definition at line 33 of file Tags.h.

const Tag ApplID = 1180

Definition at line 34 of file Tags.h.

const Tag Asset = 6937

Definition at line 35 of file Tags.h.

const Tag CFICode = 461

Definition at line 36 of file Tags.h.

const Tag Currency = 15

Definition at line 37 of file Tags.h.

const Tag DisplayFactor = 9787

Definition at line 38 of file Tags.h.

const Tag EventTime = 1145

Definition at line 39 of file Tags.h.

const Tag EventType = 865

Definition at line 40 of file Tags.h.

const Tag FinancialInstrumentFullName = 2714

Definition at line 43 of file Tags.h.

const Tag FixRateLocalTime = 37726

Definition at line 44 of file Tags.h.

const Tag FixRateLocalTimeZone = 37727

Definition at line 45 of file Tags.h.

const Tag FXBenchmarkRateFix = 2796

Definition at line 41 of file Tags.h.

const Tag FXCurrencySymbol = 37725

Definition at line 42 of file Tags.h.

const Tag HaltReason = 327

Definition at line 46 of file Tags.h.

const Tag HeartBtInt = 108

Definition at line 47 of file Tags.h.

const Tag HighLimitPrice = 1149

Definition at line 48 of file Tags.h.

const Tag InstAttribType = 871

Definition at line 49 of file Tags.h.

const Tag InstAttribValue = 872

Definition at line 50 of file Tags.h.

const Tag InstrumentGUID = 37513

Definition at line 51 of file Tags.h.

const Tag InterveningDays = 37730

Definition at line 52 of file Tags.h.

const Tag LastMsgSeqNumProcessed = 369

Definition at line 53 of file Tags.h.

const Tag LastQty = 32

Definition at line 54 of file Tags.h.

const Tag LastUpdateTime = 779

Definition at line 55 of file Tags.h.

const Tag LotType = 1093

Definition at line 56 of file Tags.h.

const Tag LowLimitPrice = 1148

Definition at line 57 of file Tags.h.

const Tag MarketDepth = 264

Definition at line 68 of file Tags.h.

const Tag MarketSegmentID = 1300

Definition at line 69 of file Tags.h.

const Tag MatchAlgorithm = 1142

Definition at line 70 of file Tags.h.

const Tag MatchEventIndicator = 5799

Definition at line 71 of file Tags.h.

const Tag MaturityDate = 541

Definition at line 72 of file Tags.h.

const Tag MaturityMonthYear = 200

Definition at line 73 of file Tags.h.

const Tag MaxBidAskConstraint = 37743

Definition at line 74 of file Tags.h.

const Tag MaxPriceDiscretionOffset = 37728

Definition at line 75 of file Tags.h.

const Tag MaxPriceVariation = 1143

Definition at line 76 of file Tags.h.

const Tag MaxTradeVol = 1140

Definition at line 77 of file Tags.h.

const Tag MDDisplayQty = 37706

Definition at line 58 of file Tags.h.

const Tag MDEntryPx = 270

Definition at line 59 of file Tags.h.

const Tag MDEntrySize = 271

Definition at line 60 of file Tags.h.

const Tag MDEntryType = 269

Definition at line 61 of file Tags.h.

const Tag MDFeedType = 1022

Definition at line 62 of file Tags.h.

const Tag MDOrderPriority = 37707

Definition at line 63 of file Tags.h.

const Tag MDPriceLevel = 1023

Definition at line 64 of file Tags.h.

const Tag MDSecurityTradingStatus = 1682

Definition at line 65 of file Tags.h.

const Tag MDTradeEntryID = 37711

Definition at line 66 of file Tags.h.

const Tag MDUpdateAction = 279

Definition at line 67 of file Tags.h.

const Tag MinLotSize = 1231

Definition at line 78 of file Tags.h.

const Tag MinPriceIncrement = 969

Definition at line 79 of file Tags.h.

const Tag MinQuoteLife = 37731

Definition at line 80 of file Tags.h.

const Tag MinTradeVol = 562

Definition at line 81 of file Tags.h.

const Tag NoEvents = 864

Definition at line 82 of file Tags.h.

const Tag NoInstAttrib = 870

Definition at line 83 of file Tags.h.

const Tag NoLotTypeRules = 1234

Definition at line 84 of file Tags.h.

const Tag NoMDEntries = 268

Definition at line 85 of file Tags.h.

const Tag NoMDFeedTypes = 1141

Definition at line 86 of file Tags.h.

const Tag NoOrderIDEntries = 37705

Definition at line 87 of file Tags.h.

const Tag NoTradingSessions = 386

Definition at line 88 of file Tags.h.

const Tag NumberOfOrders = 346

Definition at line 89 of file Tags.h.

const Tag OpenCloseSettlFlag = 286

Definition at line 90 of file Tags.h.

const Tag OrderID = 37

Definition at line 91 of file Tags.h.

const Tag OrderUpdateAction = 37708

Definition at line 92 of file Tags.h.

const Tag PricePrecision = 2349

Definition at line 93 of file Tags.h.

const Tag PriceQuoteCurrency = 1524

Definition at line 94 of file Tags.h.

const Tag RateSource = 1446

Definition at line 95 of file Tags.h.

const Tag ReferenceID = 9633

Definition at line 96 of file Tags.h.

const Tag RptSeq = 83

Definition at line 97 of file Tags.h.

const Tag SecurityAltID = 455

Definition at line 98 of file Tags.h.

const Tag SecurityAltIDSource = 456

Definition at line 99 of file Tags.h.

const Tag SecurityExchange = 207

Definition at line 100 of file Tags.h.

const Tag SecurityGroup = 1151

Definition at line 101 of file Tags.h.

const Tag SecurityID = 48

Definition at line 102 of file Tags.h.

const Tag SecurityIDSource = 22

Definition at line 103 of file Tags.h.

const Tag SecurityTradingEvent = 1174

Definition at line 104 of file Tags.h.

const Tag SecurityTradingStatus = 326

Definition at line 105 of file Tags.h.

const Tag SecurityType = 167

Definition at line 106 of file Tags.h.

const Tag SecurityUpdateAction = 980

Definition at line 107 of file Tags.h.

const Tag SettlCurrency = 120

Definition at line 108 of file Tags.h.

const Tag SettlDate = 64

Definition at line 109 of file Tags.h.

const Tag SettlementLocale = 37734

Definition at line 111 of file Tags.h.

const Tag SettlType = 63

Definition at line 110 of file Tags.h.

const Tag Symbol = 55

Definition at line 112 of file Tags.h.

const Tag Text = 58

Definition at line 113 of file Tags.h.

const Tag TotNumReports = 911

Definition at line 114 of file Tags.h.

const Tag TradeDate = 75

Definition at line 115 of file Tags.h.

const Tag TransactTime = 60

Definition at line 116 of file Tags.h.

const Tag UnderlyingProduct = 462

Definition at line 117 of file Tags.h.

const Tag UnitOfMeasure = 996

Definition at line 118 of file Tags.h.

const Tag UnitOfMeasureQty = 1147

Definition at line 119 of file Tags.h.

const Tag UserDefinedInstrument = 9779

Definition at line 120 of file Tags.h.