OnixS C++ CME iLink 3 Binary Order Entry Handler 1.19.0
API Documentation
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Tags.h
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1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
23#include <OnixS/CME/iLink3/messaging/TagBased/Tag.h>
24
25ONIXS_ILINK3_MESSAGING_TAGBASED_NAMESPACE_BEGIN
26
27namespace Tags
28{
29 constexpr Tag AccessKeyId = 39004;
30 constexpr Tag AffectedOrderId = 535;
31 constexpr Tag AffectedOrders = 534;
32 constexpr Tag AggressorIndicator = 1057;
33 constexpr Tag AutoQuoteRequest = 9776;
34 constexpr Tag AvgPxGroupId = 1731;
35 constexpr Tag AvgPxIndicator = 819;
36 constexpr Tag BenchmarkPrice = 6262;
37 constexpr Tag BidPx = 132;
38 constexpr Tag BidSize = 134;
39 constexpr Tag BrokenDateEnd = 6741;
40 constexpr Tag BrokenDateGUId = 39031;
41 constexpr Tag BrokenDateSecurityId = 39027;
42 constexpr Tag BrokenDateStart = 6748;
43 constexpr Tag BrokenDateTermType = 6651;
44 constexpr Tag BrokenDates = 39026;
45 constexpr Tag BusinessRejectReason = 380;
46 constexpr Tag BusinessRejectRefId = 379;
47 constexpr Tag CalculatedCcyLastQty = 1056;
48 constexpr Tag CancelText = 2807;
49 constexpr Tag CancelledSymbol = 9774;
50 constexpr Tag ClOrdId = 11;
51 constexpr Tag ClearingAccountType = 1816;
52 constexpr Tag ClearingTradePriceType = 1598;
53 constexpr Tag CmtaGiveupCD = 9708;
54 constexpr Tag ContraCalculatedCcyLastQty = 5971;
55 constexpr Tag ContraGrossTradeAmt = 5542;
56 constexpr Tag Credentials = 39008;
57 constexpr Tag CrossId = 548;
58 constexpr Tag CrossPrioritization = 550;
59 constexpr Tag CrossType = 549;
60 constexpr Tag CumQty = 14;
61 constexpr Tag Currency = 15;
62 constexpr Tag CustOrderCapacity = 582;
63 constexpr Tag CustOrderHandlingInst = 1031;
64 constexpr Tag CustomerFlow = 39000;
65 constexpr Tag CxlLinkedSessions = 39033;
66 constexpr Tag CxlQuantity = 84;
67 constexpr Tag CxlRejReason = 102;
68 constexpr Tag CxlRejResponseTo = 434;
69 constexpr Tag DelayDuration = 5904;
70 constexpr Tag DelayToTime = 7552;
71 constexpr Tag DiscretionPrice = 845;
72 constexpr Tag DisplayLimitPrice = 9264;
73 constexpr Tag DisplayQty = 1138;
74 constexpr Tag DkReason = 127;
75 constexpr Tag EndDate = 917;
76 constexpr Tag EnvironmentIndicator = 39032;
77 constexpr Tag ErrorCodes = 39012;
78 constexpr Tag ExchangeQuoteReqId = 9770;
79 constexpr Tag ExecAckStatus = 1036;
80 constexpr Tag ExecId = 17;
81 constexpr Tag ExecInst = 18;
82 constexpr Tag ExecRefId = 19;
83 constexpr Tag ExecRestatementReason = 378;
84 constexpr Tag ExecType = 150;
85 constexpr Tag ExecutionMode = 5906;
86 constexpr Tag Executor = 5290;
87 constexpr Tag ExpirationCycle = 827;
88 constexpr Tag ExpireDate = 432;
89 constexpr Tag FaultToleranceIndicator = 39010;
90 constexpr Tag FillExecId = 1363;
91 constexpr Tag FillPx = 1364;
92 constexpr Tag FillQty = 1365;
93 constexpr Tag FillYieldType = 1622;
94 constexpr Tag Fills = 1362;
95 constexpr Tag FinancialInstrumentFullName = 2714;
96 constexpr Tag Firm = 39007;
97 constexpr Tag FromSeqNo = 39018;
98 constexpr Tag GrossTradeAmt = 381;
99 constexpr Tag HmacSignature = 39005;
100 constexpr Tag HmacVersion = 39003;
101 constexpr Tag HostCrossId = 961;
102 constexpr Tag IdMShortCode = 36023;
103 constexpr Tag KeepAliveInterval = 39014;
104 constexpr Tag KeepAliveIntervalLapsed = 39016;
105 constexpr Tag LastFragment = 893;
106 constexpr Tag LastPx = 31;
107 constexpr Tag LastQty = 32;
108 constexpr Tag LastRptRequested = 912;
109 constexpr Tag LastUUId = 39017;
110 constexpr Tag LeavesQty = 151;
111 constexpr Tag LegExecId = 1893;
112 constexpr Tag LegExecRefId = 1901;
113 constexpr Tag LegLastPx = 637;
114 constexpr Tag LegLastQty = 1418;
115 constexpr Tag LegOptionDelta = 1017;
116 constexpr Tag LegPrice = 566;
117 constexpr Tag LegRatioQty = 623;
118 constexpr Tag LegSecurityId = 602;
119 constexpr Tag LegSecurityIdSource = 603;
120 constexpr Tag LegSide = 624;
121 constexpr Tag LegTradeId = 1894;
122 constexpr Tag LegTradeRefId = 39023;
123 constexpr Tag Legs = 555;
124 constexpr Tag LiquidityFlag = 9373;
125 constexpr Tag ListUpdateAction = 1324;
126 constexpr Tag Location = 9537;
127 constexpr Tag ManagedOrder = 6881;
128 constexpr Tag ManualOrderIndicator = 1028;
129 constexpr Tag MarketSegmentId = 1300;
130 constexpr Tag MassActionRejectReason = 1376;
131 constexpr Tag MassActionReportId = 1369;
132 constexpr Tag MassActionResponse = 1375;
133 constexpr Tag MassActionScope = 1374;
134 constexpr Tag MassActionType = 1373;
135 constexpr Tag MassCancelRequestType = 6115;
136 constexpr Tag MassStatusReqId = 584;
137 constexpr Tag MassStatusReqType = 585;
138 constexpr Tag MaturityDate = 541;
139 constexpr Tag MaturityMonthYear = 200;
140 constexpr Tag MaxNoOfSubstitutions = 37715;
141 constexpr Tag Memo = 5149;
142 constexpr Tag MinQty = 110;
143 constexpr Tag MmProtectionReset = 9773;
144 constexpr Tag MsgCount = 39019;
145 constexpr Tag NextSeqNo = 39013;
146 constexpr Tag OfferPx = 133;
147 constexpr Tag OfferSize = 135;
148 constexpr Tag OfmOverride = 9768;
149 constexpr Tag OptionDelta = 811;
150 constexpr Tag OrdRejReason = 103;
151 constexpr Tag OrdStatus = 39;
152 constexpr Tag OrdStatusReqId = 790;
153 constexpr Tag OrdStatusReqType = 5000;
154 constexpr Tag OrdType = 40;
155 constexpr Tag OrderEventExecId = 1797;
156 constexpr Tag OrderEventPx = 1799;
157 constexpr Tag OrderEventQty = 1800;
158 constexpr Tag OrderEventReason = 1798;
159 constexpr Tag OrderEventText = 1802;
160 constexpr Tag OrderEventType = 1796;
161 constexpr Tag OrderEvents = 1795;
162 constexpr Tag OrderId = 37;
163 constexpr Tag OrderQty = 38;
164 constexpr Tag OrderRequestId = 2422;
165 constexpr Tag OrigCIOrdId = 41;
166 constexpr Tag OrigOrderUser = 9937;
167 constexpr Tag OrigSecondaryExecutionId = 9703;
168 constexpr Tag OrigSideTradeId = 1507;
169 constexpr Tag OriginalOrderEventExecId = 6555;
170 constexpr Tag Ownership = 7191;
171 constexpr Tag PartyDetailDefinitionStatus = 1879;
172 constexpr Tag PartyDetailId = 1691;
173 constexpr Tag PartyDetailIdSource = 1692;
174 constexpr Tag PartyDetailRequestStatus = 1878;
175 constexpr Tag PartyDetailRole = 1693;
176 constexpr Tag PartyDetails = 1671;
177 constexpr Tag PartyDetailsListReportId = 1510;
178 constexpr Tag PartyDetailsListReqId = 1505;
179 constexpr Tag PartyId = 448;
180 constexpr Tag PartyIdSource = 447;
181 constexpr Tag PartyIds = 453;
182 constexpr Tag PartyRole = 452;
183 constexpr Tag PartyUpdates = 1676;
184 constexpr Tag PossRetransFlag = 9765;
185 constexpr Tag PreviousSeqNo = 39021;
186 constexpr Tag PreviousUUId = 39015;
187 constexpr Tag Price = 44;
188 constexpr Tag PriorityIndicator = 638;
189 constexpr Tag ProcessedEntries = 9772;
190 constexpr Tag QuoteCancelType = 298;
191 constexpr Tag QuoteEntries = 295;
192 constexpr Tag QuoteEntryControl = 39034;
193 constexpr Tag QuoteEntryId = 299;
194 constexpr Tag QuoteEntryOpen = 9182;
195 constexpr Tag QuoteEntryRejectReason = 368;
196 constexpr Tag QuoteErrorCode = 9030;
197 constexpr Tag QuoteId = 117;
198 constexpr Tag QuoteRejectReason = 300;
199 constexpr Tag QuoteReqId = 131;
200 constexpr Tag QuoteSetId = 302;
201 constexpr Tag QuoteSets = 296;
202 constexpr Tag QuoteStatus = 297;
203 constexpr Tag QuoteType = 537;
204 constexpr Tag Reason = 39011;
205 constexpr Tag RefMsgType = 372;
206 constexpr Tag RefSeqNum = 45;
207 constexpr Tag RefTagId = 371;
208 constexpr Tag RelatedSym = 146;
209 constexpr Tag RequestResult = 1511;
210 constexpr Tag RequestTime = 5979;
211 constexpr Tag RequestTimestamp = 39002;
212 constexpr Tag RequestingPartyId = 1658;
213 constexpr Tag RequestingPartyIdSource = 1659;
214 constexpr Tag RequestingPartyIds = 1657;
215 constexpr Tag RequestingPartyRole = 1660;
216 constexpr Tag ReservationPrice = 9562;
217 constexpr Tag Reserved = 5187;
218 constexpr Tag Reserved1 = 5239;
219 constexpr Tag RiskFreeRate = 1190;
220 constexpr Tag SecExecId = 527;
221 constexpr Tag SecretKeySecureIdExpiration = 39022;
222 constexpr Tag SecurityGroup = 1151;
223 constexpr Tag SecurityId = 48;
224 constexpr Tag SecurityIdSource = 22;
225 constexpr Tag SecurityReqId = 320;
226 constexpr Tag SecurityReqType = 321;
227 constexpr Tag SecurityResponseId = 322;
228 constexpr Tag SecurityResponseType = 323;
229 constexpr Tag SecuritySubType = 762;
230 constexpr Tag SecurityType = 167;
231 constexpr Tag SelfMatchPreventionId = 2362;
232 constexpr Tag SelfMatchPreventionInstruction = 8000;
233 constexpr Tag SenderId = 5392;
234 constexpr Tag SendingTimeEpoch = 5297;
235 constexpr Tag SeqNum = 9726;
236 constexpr Tag ServerFlow = 39009;
237 constexpr Tag Session = 39006;
238 constexpr Tag SettlDate = 64;
239 constexpr Tag ShortSaleType = 5409;
240 constexpr Tag Side = 54;
241 constexpr Tag SideTimeInForce = 962;
242 constexpr Tag SideTradeId = 1506;
243 constexpr Tag Sides = 552;
244 constexpr Tag SourceRepoId = 5677;
245 constexpr Tag SplitMsg = 9553;
246 constexpr Tag StartDate = 916;
247 constexpr Tag StopPx = 99;
248 constexpr Tag Symbol = 55;
249 constexpr Tag TerminationType = 788;
250 constexpr Tag Text = 58;
251 constexpr Tag TimeInForce = 59;
252 constexpr Tag TimeToExpiration = 1189;
253 constexpr Tag TotNoQuoteEntries = 304;
254 constexpr Tag TotNumParties = 1512;
255 constexpr Tag TotalAffectedOrders = 533;
256 constexpr Tag TotalNumSecurities = 393;
257 constexpr Tag TradeDate = 75;
258 constexpr Tag TradeEntryId = 37711;
259 constexpr Tag TradeLinkId = 820;
260 constexpr Tag TradingSystemName = 1603;
261 constexpr Tag TradingSystemVendor = 1605;
262 constexpr Tag TradingSystemVersion = 1604;
263 constexpr Tag TransBkdTime = 483;
264 constexpr Tag TransactTime = 60;
265 constexpr Tag TrdRegPublicationReason = 2670;
266 constexpr Tag TrdRegPublicationType = 2669;
267 constexpr Tag TrdRegPublications = 2668;
268 constexpr Tag TrdType = 828;
269 constexpr Tag UnderlyingPx = 810;
270 constexpr Tag UnderlyingSecurityId = 309;
271 constexpr Tag UnsolicitedCancelType = 9775;
272 constexpr Tag UserDefinedInstrument = 9779;
273 constexpr Tag UuId = 39001;
274 constexpr Tag Volatility = 1188;
275}
276
277ONIXS_ILINK3_MESSAGING_TAGBASED_NAMESPACE_END
ONIXS_ILINK3_MESSAGING_TAGBASED_NAMESPACE_END
#define ONIXS_ILINK3_MESSAGING_TAGBASED_NAMESPACE_END
Definition ABI.h:153
ONIXS_ILINK3_MESSAGING_TAGBASED_NAMESPACE_BEGIN
#define ONIXS_ILINK3_MESSAGING_TAGBASED_NAMESPACE_BEGIN
Definition ABI.h:149
OnixS::CME::iLink3::Messaging::TagBased::Tag
UInt32 Tag
The type whose values are used to locate fields in tag-based messages.
Definition Tag.h:29