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OnixS C++ CME iLink 3 Binary Order Entry Handler
1.18.9
API Documentation
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OnixS C++ CME iLink 3 Binary Order Entry Handler
1.18.9
API Documentation
|
#include <OnixS/CME/iLink3/messaging/TagBased/Tag.h>Go to the source code of this file.
Namespaces | |
| OnixS | |
| OnixS::CME | |
| OnixS::CME::iLink3 | |
| OnixS::CME::iLink3::Messaging | |
| OnixS::CME::iLink3::Messaging::TagBased | |
| 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 |