OnixS C++ CME iLink 3 Binary Order Entry Handler  1.9.0
API Documentation
Tags.h File Reference

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 BidPx = 132
 
constexpr Tag BidSize = 134
 
constexpr Tag BusinessRejectReason = 380
 
constexpr Tag BusinessRejectRefId = 379
 
constexpr Tag CancelledSymbol = 9774
 
constexpr Tag ClOrdId = 11
 
constexpr Tag ClearingAccountType = 1816
 
constexpr Tag ClearingTradePriceType = 1598
 
constexpr Tag CmtaGiveupCD = 9708
 
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 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 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 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 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 ProcessedEntries = 9772
 
constexpr Tag QuoteCancelType = 298
 
constexpr Tag QuoteEntries = 295
 
constexpr Tag QuoteEntryId = 299
 
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 Reserved = 5187
 
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 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 UnderlyingPx = 810
 
constexpr Tag UnderlyingSecurityId = 309
 
constexpr Tag UnsolicitedCancelType = 9775
 
constexpr Tag UserDefinedInstrument = 9779
 
constexpr Tag UuId = 39001
 
constexpr Tag Volatility = 1188