OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
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Tags.h File Reference

Go to the source code of this file.

Namespaces

namespace  OnixS
namespace  OnixS::CME
namespace  OnixS::CME::iLink3
namespace  OnixS::CME::iLink3::Messaging
namespace  OnixS::CME::iLink3::Messaging::TagBased
namespace  OnixS::CME::iLink3::Messaging::TagBased::Tags

Variables

constexpr Tag AccessKeyId = 39004
constexpr Tag AffectedOrderId = 535
constexpr Tag AffectedOrders = 534
constexpr Tag AggressorIndicator = 1057
constexpr Tag AutoQuoteRequest = 9776
constexpr Tag AvgPxGroupId = 1731
constexpr Tag AvgPxIndicator = 819
constexpr Tag BenchmarkPrice = 6262
constexpr Tag BidPx = 132
constexpr Tag BidSize = 134
constexpr Tag BrokenDateEnd = 6741
constexpr Tag BrokenDateGUId = 39031
constexpr Tag BrokenDateSecurityId = 39027
constexpr Tag BrokenDateStart = 6748
constexpr Tag BrokenDateTermType = 6651
constexpr Tag BrokenDates = 39026
constexpr Tag BusinessRejectReason = 380
constexpr Tag BusinessRejectRefId = 379
constexpr Tag CalculatedCcyLastQty = 1056
constexpr Tag CancelText = 2807
constexpr Tag CancelledSymbol = 9774
constexpr Tag ClOrdId = 11
constexpr Tag ClearingAccountType = 1816
constexpr Tag ClearingTradePriceType = 1598
constexpr Tag CmtaGiveupCD = 9708
constexpr Tag ContraCalculatedCcyLastQty = 5971
constexpr Tag ContraGrossTradeAmt = 5542
constexpr Tag Credentials = 39008
constexpr Tag CrossId = 548
constexpr Tag CrossPrioritization = 550
constexpr Tag CrossType = 549
constexpr Tag CumQty = 14
constexpr Tag Currency = 15
constexpr Tag CustOrderCapacity = 582
constexpr Tag CustOrderHandlingInst = 1031
constexpr Tag CustomerFlow = 39000
constexpr Tag CxlQuantity = 84
constexpr Tag CxlRejReason = 102
constexpr Tag CxlRejResponseTo = 434
constexpr Tag DelayDuration = 5904
constexpr Tag DelayToTime = 7552
constexpr Tag DiscretionPrice = 845
constexpr Tag DisplayLimitPrice = 9264
constexpr Tag DisplayQty = 1138
constexpr Tag DkReason = 127
constexpr Tag EndDate = 917
constexpr Tag ErrorCodes = 39012
constexpr Tag ExchangeQuoteReqId = 9770
constexpr Tag ExecAckStatus = 1036
constexpr Tag ExecId = 17
constexpr Tag ExecInst = 18
constexpr Tag ExecRestatementReason = 378
constexpr Tag ExecType = 150
constexpr Tag ExecutionMode = 5906
constexpr Tag Executor = 5290
constexpr Tag ExpirationCycle = 827
constexpr Tag ExpireDate = 432
constexpr Tag FaultToleranceIndicator = 39010
constexpr Tag FillExecId = 1363
constexpr Tag FillPx = 1364
constexpr Tag FillQty = 1365
constexpr Tag FillYieldType = 1622
constexpr Tag Fills = 1362
constexpr Tag FinancialInstrumentFullName = 2714
constexpr Tag Firm = 39007
constexpr Tag FromSeqNo = 39018
constexpr Tag GrossTradeAmt = 381
constexpr Tag HmacSignature = 39005
constexpr Tag HmacVersion = 39003
constexpr Tag HostCrossId = 961
constexpr Tag IdMShortCode = 36023
constexpr Tag KeepAliveInterval = 39014
constexpr Tag KeepAliveIntervalLapsed = 39016
constexpr Tag LastFragment = 893
constexpr Tag LastPx = 31
constexpr Tag LastQty = 32
constexpr Tag LastRptRequested = 912
constexpr Tag LastUUId = 39017
constexpr Tag LeavesQty = 151
constexpr Tag LegExecId = 1893
constexpr Tag LegExecRefId = 1901
constexpr Tag LegLastPx = 637
constexpr Tag LegLastQty = 1418
constexpr Tag LegOptionDelta = 1017
constexpr Tag LegPrice = 566
constexpr Tag LegRatioQty = 623
constexpr Tag LegSecurityId = 602
constexpr Tag LegSecurityIdSource = 603
constexpr Tag LegSide = 624
constexpr Tag LegTradeId = 1894
constexpr Tag LegTradeRefId = 39023
constexpr Tag Legs = 555
constexpr Tag LiquidityFlag = 9373
constexpr Tag ListUpdateAction = 1324
constexpr Tag Location = 9537
constexpr Tag ManagedOrder = 6881
constexpr Tag ManualOrderIndicator = 1028
constexpr Tag MarketSegmentId = 1300
constexpr Tag MassActionRejectReason = 1376
constexpr Tag MassActionReportId = 1369
constexpr Tag MassActionResponse = 1375
constexpr Tag MassActionScope = 1374
constexpr Tag MassActionType = 1373
constexpr Tag MassCancelRequestType = 6115
constexpr Tag MassStatusReqId = 584
constexpr Tag MassStatusReqType = 585
constexpr Tag MaturityDate = 541
constexpr Tag MaturityMonthYear = 200
constexpr Tag MaxNoOfSubstitutions = 37715
constexpr Tag Memo = 5149
constexpr Tag MinQty = 110
constexpr Tag MmProtectionReset = 9773
constexpr Tag MsgCount = 39019
constexpr Tag NextSeqNo = 39013
constexpr Tag OfferPx = 133
constexpr Tag OfferSize = 135
constexpr Tag OfmOverride = 9768
constexpr Tag OptionDelta = 811
constexpr Tag OrdRejReason = 103
constexpr Tag OrdStatus = 39
constexpr Tag OrdStatusReqId = 790
constexpr Tag OrdStatusReqType = 5000
constexpr Tag OrdType = 40
constexpr Tag OrderEventExecId = 1797
constexpr Tag OrderEventPx = 1799
constexpr Tag OrderEventQty = 1800
constexpr Tag OrderEventReason = 1798
constexpr Tag OrderEventText = 1802
constexpr Tag OrderEventType = 1796
constexpr Tag OrderEvents = 1795
constexpr Tag OrderId = 37
constexpr Tag OrderQty = 38
constexpr Tag OrderRequestId = 2422
constexpr Tag OrigCIOrdId = 41
constexpr Tag OrigOrderUser = 9937
constexpr Tag OrigSecondaryExecutionId = 9703
constexpr Tag OrigSideTradeId = 1507
constexpr Tag OriginalOrderEventExecId = 6555
constexpr Tag Ownership = 7191
constexpr Tag PartyDetailDefinitionStatus = 1879
constexpr Tag PartyDetailId = 1691
constexpr Tag PartyDetailIdSource = 1692
constexpr Tag PartyDetailRequestStatus = 1878
constexpr Tag PartyDetailRole = 1693
constexpr Tag PartyDetails = 1671
constexpr Tag PartyDetailsListReportId = 1510
constexpr Tag PartyDetailsListReqId = 1505
constexpr Tag PartyId = 448
constexpr Tag PartyIdSource = 447
constexpr Tag PartyIds = 453
constexpr Tag PartyRole = 452
constexpr Tag PartyUpdates = 1676
constexpr Tag PossRetransFlag = 9765
constexpr Tag PreviousSeqNo = 39021
constexpr Tag PreviousUUId = 39015
constexpr Tag Price = 44
constexpr Tag PriorityIndicator = 638
constexpr Tag ProcessedEntries = 9772
constexpr Tag QuoteCancelType = 298
constexpr Tag QuoteEntries = 295
constexpr Tag QuoteEntryId = 299
constexpr Tag QuoteEntryOpen = 9182
constexpr Tag QuoteEntryRejectReason = 368
constexpr Tag QuoteErrorCode = 9030
constexpr Tag QuoteId = 117
constexpr Tag QuoteRejectReason = 300
constexpr Tag QuoteReqId = 131
constexpr Tag QuoteSetId = 302
constexpr Tag QuoteSets = 296
constexpr Tag QuoteStatus = 297
constexpr Tag QuoteType = 537
constexpr Tag Reason = 39011
constexpr Tag RefMsgType = 372
constexpr Tag RefSeqNum = 45
constexpr Tag RefTagId = 371
constexpr Tag RelatedSym = 146
constexpr Tag RequestResult = 1511
constexpr Tag RequestTime = 5979
constexpr Tag RequestTimestamp = 39002
constexpr Tag RequestingPartyId = 1658
constexpr Tag RequestingPartyIdSource = 1659
constexpr Tag RequestingPartyIds = 1657
constexpr Tag RequestingPartyRole = 1660
constexpr Tag ReservationPrice = 9562
constexpr Tag Reserved = 5187
constexpr Tag Reserved1 = 5239
constexpr Tag RiskFreeRate = 1190
constexpr Tag SecExecId = 527
constexpr Tag SecretKeySecureIdExpiration = 39022
constexpr Tag SecurityGroup = 1151
constexpr Tag SecurityId = 48
constexpr Tag SecurityIdSource = 22
constexpr Tag SecurityReqId = 320
constexpr Tag SecurityReqType = 321
constexpr Tag SecurityResponseId = 322
constexpr Tag SecurityResponseType = 323
constexpr Tag SecuritySubType = 762
constexpr Tag SecurityType = 167
constexpr Tag SelfMatchPreventionId = 2362
constexpr Tag SelfMatchPreventionInstruction = 8000
constexpr Tag SenderId = 5392
constexpr Tag SendingTimeEpoch = 5297
constexpr Tag SeqNum = 9726
constexpr Tag ServerFlow = 39009
constexpr Tag Session = 39006
constexpr Tag SettlDate = 64
constexpr Tag ShortSaleType = 5409
constexpr Tag Side = 54
constexpr Tag SideTimeInForce = 962
constexpr Tag SideTradeId = 1506
constexpr Tag Sides = 552
constexpr Tag SourceRepoId = 5677
constexpr Tag SplitMsg = 9553
constexpr Tag StartDate = 916
constexpr Tag StopPx = 99
constexpr Tag Symbol = 55
constexpr Tag TerminationType = 788
constexpr Tag Text = 58
constexpr Tag TimeInForce = 59
constexpr Tag TimeToExpiration = 1189
constexpr Tag TotNoQuoteEntries = 304
constexpr Tag TotNumParties = 1512
constexpr Tag TotalAffectedOrders = 533
constexpr Tag TotalNumSecurities = 393
constexpr Tag TradeDate = 75
constexpr Tag TradeEntryId = 37711
constexpr Tag TradeLinkId = 820
constexpr Tag TradingSystemName = 1603
constexpr Tag TradingSystemVendor = 1605
constexpr Tag TradingSystemVersion = 1604
constexpr Tag TransBkdTime = 483
constexpr Tag TransactTime = 60
constexpr Tag TrdRegPublicationReason = 2670
constexpr Tag TrdRegPublicationType = 2669
constexpr Tag TrdRegPublications = 2668
constexpr Tag TrdType = 828
constexpr Tag UnderlyingPx = 810
constexpr Tag UnderlyingSecurityId = 309
constexpr Tag UnsolicitedCancelType = 9775
constexpr Tag UserDefinedInstrument = 9779
constexpr Tag UuId = 39001
constexpr Tag Volatility = 1188