OnixS C++ CME iLink 3 Binary Order Entry Handler 1.19.7
Users' manual and API documentation
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OnixS::CME::iLink3::Messaging::TagBased::Tags Namespace Reference

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 CxlLinkedSessions = 39033
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 EnvironmentIndicator = 39032
constexpr Tag ErrorCodes = 39012
constexpr Tag ExchangeQuoteReqId = 9770
constexpr Tag ExecAckStatus = 1036
constexpr Tag ExecId = 17
constexpr Tag ExecInst = 18
constexpr Tag ExecRefId = 19
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 QuoteEntryControl = 39034
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

Variable Documentation

◆ AccessKeyId

Tag AccessKeyId = 39004
constexpr

Definition at line 29 of file Tags.h.

◆ AffectedOrderId

Tag AffectedOrderId = 535
constexpr

Definition at line 30 of file Tags.h.

◆ AffectedOrders

Tag AffectedOrders = 534
constexpr

Definition at line 31 of file Tags.h.

◆ AggressorIndicator

Tag AggressorIndicator = 1057
constexpr

Definition at line 32 of file Tags.h.

◆ AutoQuoteRequest

Tag AutoQuoteRequest = 9776
constexpr

Definition at line 33 of file Tags.h.

◆ AvgPxGroupId

Tag AvgPxGroupId = 1731
constexpr

Definition at line 34 of file Tags.h.

◆ AvgPxIndicator

Tag AvgPxIndicator = 819
constexpr

Definition at line 35 of file Tags.h.

◆ BenchmarkPrice

Tag BenchmarkPrice = 6262
constexpr

Definition at line 36 of file Tags.h.

◆ BidPx

Tag BidPx = 132
constexpr

Definition at line 37 of file Tags.h.

◆ BidSize

Tag BidSize = 134
constexpr

Definition at line 38 of file Tags.h.

◆ BrokenDateEnd

Tag BrokenDateEnd = 6741
constexpr

Definition at line 39 of file Tags.h.

◆ BrokenDateGUId

Tag BrokenDateGUId = 39031
constexpr

Definition at line 40 of file Tags.h.

◆ BrokenDates

Tag BrokenDates = 39026
constexpr

Definition at line 44 of file Tags.h.

◆ BrokenDateSecurityId

Tag BrokenDateSecurityId = 39027
constexpr

Definition at line 41 of file Tags.h.

◆ BrokenDateStart

Tag BrokenDateStart = 6748
constexpr

Definition at line 42 of file Tags.h.

◆ BrokenDateTermType

Tag BrokenDateTermType = 6651
constexpr

Definition at line 43 of file Tags.h.

◆ BusinessRejectReason

Tag BusinessRejectReason = 380
constexpr

Definition at line 45 of file Tags.h.

◆ BusinessRejectRefId

Tag BusinessRejectRefId = 379
constexpr

Definition at line 46 of file Tags.h.

◆ CalculatedCcyLastQty

Tag CalculatedCcyLastQty = 1056
constexpr

Definition at line 47 of file Tags.h.

◆ CancelledSymbol

Tag CancelledSymbol = 9774
constexpr

Definition at line 49 of file Tags.h.

◆ CancelText

Tag CancelText = 2807
constexpr

Definition at line 48 of file Tags.h.

◆ ClearingAccountType

Tag ClearingAccountType = 1816
constexpr

Definition at line 51 of file Tags.h.

◆ ClearingTradePriceType

Tag ClearingTradePriceType = 1598
constexpr

Definition at line 52 of file Tags.h.

◆ ClOrdId

Tag ClOrdId = 11
constexpr

Definition at line 50 of file Tags.h.

◆ CmtaGiveupCD

Tag CmtaGiveupCD = 9708
constexpr

Definition at line 53 of file Tags.h.

◆ ContraCalculatedCcyLastQty

Tag ContraCalculatedCcyLastQty = 5971
constexpr

Definition at line 54 of file Tags.h.

◆ ContraGrossTradeAmt

Tag ContraGrossTradeAmt = 5542
constexpr

Definition at line 55 of file Tags.h.

◆ Credentials

Tag Credentials = 39008
constexpr

Definition at line 56 of file Tags.h.

◆ CrossId

Tag CrossId = 548
constexpr

Definition at line 57 of file Tags.h.

◆ CrossPrioritization

Tag CrossPrioritization = 550
constexpr

Definition at line 58 of file Tags.h.

◆ CrossType

Tag CrossType = 549
constexpr

Definition at line 59 of file Tags.h.

◆ CumQty

Tag CumQty = 14
constexpr

Definition at line 60 of file Tags.h.

◆ Currency

Tag Currency = 15
constexpr

Definition at line 61 of file Tags.h.

◆ CustomerFlow

Tag CustomerFlow = 39000
constexpr

Definition at line 64 of file Tags.h.

◆ CustOrderCapacity

Tag CustOrderCapacity = 582
constexpr

Definition at line 62 of file Tags.h.

◆ CustOrderHandlingInst

Tag CustOrderHandlingInst = 1031
constexpr

Definition at line 63 of file Tags.h.

◆ CxlLinkedSessions

Tag CxlLinkedSessions = 39033
constexpr

Definition at line 65 of file Tags.h.

◆ CxlQuantity

Tag CxlQuantity = 84
constexpr

Definition at line 66 of file Tags.h.

◆ CxlRejReason

Tag CxlRejReason = 102
constexpr

Definition at line 67 of file Tags.h.

◆ CxlRejResponseTo

Tag CxlRejResponseTo = 434
constexpr

Definition at line 68 of file Tags.h.

◆ DelayDuration

Tag DelayDuration = 5904
constexpr

Definition at line 69 of file Tags.h.

◆ DelayToTime

Tag DelayToTime = 7552
constexpr

Definition at line 70 of file Tags.h.

◆ DiscretionPrice

Tag DiscretionPrice = 845
constexpr

Definition at line 71 of file Tags.h.

◆ DisplayLimitPrice

Tag DisplayLimitPrice = 9264
constexpr

Definition at line 72 of file Tags.h.

◆ DisplayQty

Tag DisplayQty = 1138
constexpr

Definition at line 73 of file Tags.h.

◆ DkReason

Tag DkReason = 127
constexpr

Definition at line 74 of file Tags.h.

◆ EndDate

Tag EndDate = 917
constexpr

Definition at line 75 of file Tags.h.

◆ EnvironmentIndicator

Tag EnvironmentIndicator = 39032
constexpr

Definition at line 76 of file Tags.h.

◆ ErrorCodes

Tag ErrorCodes = 39012
constexpr

Definition at line 77 of file Tags.h.

◆ ExchangeQuoteReqId

Tag ExchangeQuoteReqId = 9770
constexpr

Definition at line 78 of file Tags.h.

◆ ExecAckStatus

Tag ExecAckStatus = 1036
constexpr

Definition at line 79 of file Tags.h.

◆ ExecId

Tag ExecId = 17
constexpr

Definition at line 80 of file Tags.h.

◆ ExecInst

Tag ExecInst = 18
constexpr

Definition at line 81 of file Tags.h.

◆ ExecRefId

Tag ExecRefId = 19
constexpr

Definition at line 82 of file Tags.h.

◆ ExecRestatementReason

Tag ExecRestatementReason = 378
constexpr

Definition at line 83 of file Tags.h.

◆ ExecType

Tag ExecType = 150
constexpr

Definition at line 84 of file Tags.h.

◆ ExecutionMode

Tag ExecutionMode = 5906
constexpr

Definition at line 85 of file Tags.h.

◆ Executor

Tag Executor = 5290
constexpr

Definition at line 86 of file Tags.h.

◆ ExpirationCycle

Tag ExpirationCycle = 827
constexpr

Definition at line 87 of file Tags.h.

◆ ExpireDate

Tag ExpireDate = 432
constexpr

Definition at line 88 of file Tags.h.

◆ FaultToleranceIndicator

Tag FaultToleranceIndicator = 39010
constexpr

Definition at line 89 of file Tags.h.

◆ FillExecId

Tag FillExecId = 1363
constexpr

Definition at line 90 of file Tags.h.

◆ FillPx

Tag FillPx = 1364
constexpr

Definition at line 91 of file Tags.h.

◆ FillQty

Tag FillQty = 1365
constexpr

Definition at line 92 of file Tags.h.

◆ Fills

Tag Fills = 1362
constexpr

Definition at line 94 of file Tags.h.

◆ FillYieldType

Tag FillYieldType = 1622
constexpr

Definition at line 93 of file Tags.h.

◆ FinancialInstrumentFullName

Tag FinancialInstrumentFullName = 2714
constexpr

Definition at line 95 of file Tags.h.

◆ Firm

Tag Firm = 39007
constexpr

Definition at line 96 of file Tags.h.

◆ FromSeqNo

Tag FromSeqNo = 39018
constexpr

Definition at line 97 of file Tags.h.

◆ GrossTradeAmt

Tag GrossTradeAmt = 381
constexpr

Definition at line 98 of file Tags.h.

◆ HmacSignature

Tag HmacSignature = 39005
constexpr

Definition at line 99 of file Tags.h.

◆ HmacVersion

Tag HmacVersion = 39003
constexpr

Definition at line 100 of file Tags.h.

◆ HostCrossId

Tag HostCrossId = 961
constexpr

Definition at line 101 of file Tags.h.

◆ IdMShortCode

Tag IdMShortCode = 36023
constexpr

Definition at line 102 of file Tags.h.

◆ KeepAliveInterval

Tag KeepAliveInterval = 39014
constexpr

Definition at line 103 of file Tags.h.

◆ KeepAliveIntervalLapsed

Tag KeepAliveIntervalLapsed = 39016
constexpr

Definition at line 104 of file Tags.h.

◆ LastFragment

Tag LastFragment = 893
constexpr

Definition at line 105 of file Tags.h.

◆ LastPx

Tag LastPx = 31
constexpr

Definition at line 106 of file Tags.h.

◆ LastQty

Tag LastQty = 32
constexpr

Definition at line 107 of file Tags.h.

◆ LastRptRequested

Tag LastRptRequested = 912
constexpr

Definition at line 108 of file Tags.h.

◆ LastUUId

Tag LastUUId = 39017
constexpr

Definition at line 109 of file Tags.h.

◆ LeavesQty

Tag LeavesQty = 151
constexpr

Definition at line 110 of file Tags.h.

◆ LegExecId

Tag LegExecId = 1893
constexpr

Definition at line 111 of file Tags.h.

◆ LegExecRefId

Tag LegExecRefId = 1901
constexpr

Definition at line 112 of file Tags.h.

◆ LegLastPx

Tag LegLastPx = 637
constexpr

Definition at line 113 of file Tags.h.

◆ LegLastQty

Tag LegLastQty = 1418
constexpr

Definition at line 114 of file Tags.h.

◆ LegOptionDelta

Tag LegOptionDelta = 1017
constexpr

Definition at line 115 of file Tags.h.

◆ LegPrice

Tag LegPrice = 566
constexpr

Definition at line 116 of file Tags.h.

◆ LegRatioQty

Tag LegRatioQty = 623
constexpr

Definition at line 117 of file Tags.h.

◆ Legs

Tag Legs = 555
constexpr

Definition at line 123 of file Tags.h.

◆ LegSecurityId

Tag LegSecurityId = 602
constexpr

Definition at line 118 of file Tags.h.

◆ LegSecurityIdSource

Tag LegSecurityIdSource = 603
constexpr

Definition at line 119 of file Tags.h.

◆ LegSide

Tag LegSide = 624
constexpr

Definition at line 120 of file Tags.h.

◆ LegTradeId

Tag LegTradeId = 1894
constexpr

Definition at line 121 of file Tags.h.

◆ LegTradeRefId

Tag LegTradeRefId = 39023
constexpr

Definition at line 122 of file Tags.h.

◆ LiquidityFlag

Tag LiquidityFlag = 9373
constexpr

Definition at line 124 of file Tags.h.

◆ ListUpdateAction

Tag ListUpdateAction = 1324
constexpr

Definition at line 125 of file Tags.h.

◆ Location

Tag Location = 9537
constexpr

Definition at line 126 of file Tags.h.

◆ ManagedOrder

Tag ManagedOrder = 6881
constexpr

Definition at line 127 of file Tags.h.

◆ ManualOrderIndicator

Tag ManualOrderIndicator = 1028
constexpr

Definition at line 128 of file Tags.h.

◆ MarketSegmentId

Tag MarketSegmentId = 1300
constexpr

Definition at line 129 of file Tags.h.

◆ MassActionRejectReason

Tag MassActionRejectReason = 1376
constexpr

Definition at line 130 of file Tags.h.

◆ MassActionReportId

Tag MassActionReportId = 1369
constexpr

Definition at line 131 of file Tags.h.

◆ MassActionResponse

Tag MassActionResponse = 1375
constexpr

Definition at line 132 of file Tags.h.

◆ MassActionScope

Tag MassActionScope = 1374
constexpr

Definition at line 133 of file Tags.h.

◆ MassActionType

Tag MassActionType = 1373
constexpr

Definition at line 134 of file Tags.h.

◆ MassCancelRequestType

Tag MassCancelRequestType = 6115
constexpr

Definition at line 135 of file Tags.h.

◆ MassStatusReqId

Tag MassStatusReqId = 584
constexpr

Definition at line 136 of file Tags.h.

◆ MassStatusReqType

Tag MassStatusReqType = 585
constexpr

Definition at line 137 of file Tags.h.

◆ MaturityDate

Tag MaturityDate = 541
constexpr

Definition at line 138 of file Tags.h.

◆ MaturityMonthYear

Tag MaturityMonthYear = 200
constexpr

Definition at line 139 of file Tags.h.

◆ MaxNoOfSubstitutions

Tag MaxNoOfSubstitutions = 37715
constexpr

Definition at line 140 of file Tags.h.

◆ Memo

Tag Memo = 5149
constexpr

Definition at line 141 of file Tags.h.

◆ MinQty

Tag MinQty = 110
constexpr

Definition at line 142 of file Tags.h.

◆ MmProtectionReset

Tag MmProtectionReset = 9773
constexpr

Definition at line 143 of file Tags.h.

◆ MsgCount

Tag MsgCount = 39019
constexpr

Definition at line 144 of file Tags.h.

◆ NextSeqNo

Tag NextSeqNo = 39013
constexpr

Definition at line 145 of file Tags.h.

◆ OfferPx

Tag OfferPx = 133
constexpr

Definition at line 146 of file Tags.h.

◆ OfferSize

Tag OfferSize = 135
constexpr

Definition at line 147 of file Tags.h.

◆ OfmOverride

Tag OfmOverride = 9768
constexpr

Definition at line 148 of file Tags.h.

◆ OptionDelta

Tag OptionDelta = 811
constexpr

Definition at line 149 of file Tags.h.

◆ OrderEventExecId

Tag OrderEventExecId = 1797
constexpr

Definition at line 155 of file Tags.h.

◆ OrderEventPx

Tag OrderEventPx = 1799
constexpr

Definition at line 156 of file Tags.h.

◆ OrderEventQty

Tag OrderEventQty = 1800
constexpr

Definition at line 157 of file Tags.h.

◆ OrderEventReason

Tag OrderEventReason = 1798
constexpr

Definition at line 158 of file Tags.h.

◆ OrderEvents

Tag OrderEvents = 1795
constexpr

Definition at line 161 of file Tags.h.

◆ OrderEventText

Tag OrderEventText = 1802
constexpr

Definition at line 159 of file Tags.h.

◆ OrderEventType

Tag OrderEventType = 1796
constexpr

Definition at line 160 of file Tags.h.

◆ OrderId

Tag OrderId = 37
constexpr

Definition at line 162 of file Tags.h.

◆ OrderQty

Tag OrderQty = 38
constexpr

Definition at line 163 of file Tags.h.

◆ OrderRequestId

Tag OrderRequestId = 2422
constexpr

Definition at line 164 of file Tags.h.

◆ OrdRejReason

Tag OrdRejReason = 103
constexpr

Definition at line 150 of file Tags.h.

◆ OrdStatus

Tag OrdStatus = 39
constexpr

Definition at line 151 of file Tags.h.

◆ OrdStatusReqId

Tag OrdStatusReqId = 790
constexpr

Definition at line 152 of file Tags.h.

◆ OrdStatusReqType

Tag OrdStatusReqType = 5000
constexpr

Definition at line 153 of file Tags.h.

◆ OrdType

Tag OrdType = 40
constexpr

Definition at line 154 of file Tags.h.

◆ OrigCIOrdId

Tag OrigCIOrdId = 41
constexpr

Definition at line 165 of file Tags.h.

◆ OriginalOrderEventExecId

Tag OriginalOrderEventExecId = 6555
constexpr

Definition at line 169 of file Tags.h.

◆ OrigOrderUser

Tag OrigOrderUser = 9937
constexpr

Definition at line 166 of file Tags.h.

◆ OrigSecondaryExecutionId

Tag OrigSecondaryExecutionId = 9703
constexpr

Definition at line 167 of file Tags.h.

◆ OrigSideTradeId

Tag OrigSideTradeId = 1507
constexpr

Definition at line 168 of file Tags.h.

◆ Ownership

Tag Ownership = 7191
constexpr

Definition at line 170 of file Tags.h.

◆ PartyDetailDefinitionStatus

Tag PartyDetailDefinitionStatus = 1879
constexpr

Definition at line 171 of file Tags.h.

◆ PartyDetailId

Tag PartyDetailId = 1691
constexpr

Definition at line 172 of file Tags.h.

◆ PartyDetailIdSource

Tag PartyDetailIdSource = 1692
constexpr

Definition at line 173 of file Tags.h.

◆ PartyDetailRequestStatus

Tag PartyDetailRequestStatus = 1878
constexpr

Definition at line 174 of file Tags.h.

◆ PartyDetailRole

Tag PartyDetailRole = 1693
constexpr

Definition at line 175 of file Tags.h.

◆ PartyDetails

Tag PartyDetails = 1671
constexpr

Definition at line 176 of file Tags.h.

◆ PartyDetailsListReportId

Tag PartyDetailsListReportId = 1510
constexpr

Definition at line 177 of file Tags.h.

◆ PartyDetailsListReqId

Tag PartyDetailsListReqId = 1505
constexpr

Definition at line 178 of file Tags.h.

◆ PartyId

Tag PartyId = 448
constexpr

Definition at line 179 of file Tags.h.

◆ PartyIds

Tag PartyIds = 453
constexpr

Definition at line 181 of file Tags.h.

◆ PartyIdSource

Tag PartyIdSource = 447
constexpr

Definition at line 180 of file Tags.h.

◆ PartyRole

Tag PartyRole = 452
constexpr

Definition at line 182 of file Tags.h.

◆ PartyUpdates

Tag PartyUpdates = 1676
constexpr

Definition at line 183 of file Tags.h.

◆ PossRetransFlag

Tag PossRetransFlag = 9765
constexpr

Definition at line 184 of file Tags.h.

◆ PreviousSeqNo

Tag PreviousSeqNo = 39021
constexpr

Definition at line 185 of file Tags.h.

◆ PreviousUUId

Tag PreviousUUId = 39015
constexpr

Definition at line 186 of file Tags.h.

◆ Price

Tag Price = 44
constexpr

Definition at line 187 of file Tags.h.

◆ PriorityIndicator

Tag PriorityIndicator = 638
constexpr

Definition at line 188 of file Tags.h.

◆ ProcessedEntries

Tag ProcessedEntries = 9772
constexpr

Definition at line 189 of file Tags.h.

◆ QuoteCancelType

Tag QuoteCancelType = 298
constexpr

Definition at line 190 of file Tags.h.

◆ QuoteEntries

Tag QuoteEntries = 295
constexpr

Definition at line 191 of file Tags.h.

◆ QuoteEntryControl

Tag QuoteEntryControl = 39034
constexpr

Definition at line 192 of file Tags.h.

◆ QuoteEntryId

Tag QuoteEntryId = 299
constexpr

Definition at line 193 of file Tags.h.

◆ QuoteEntryOpen

Tag QuoteEntryOpen = 9182
constexpr

Definition at line 194 of file Tags.h.

◆ QuoteEntryRejectReason

Tag QuoteEntryRejectReason = 368
constexpr

Definition at line 195 of file Tags.h.

◆ QuoteErrorCode

Tag QuoteErrorCode = 9030
constexpr

Definition at line 196 of file Tags.h.

◆ QuoteId

Tag QuoteId = 117
constexpr

Definition at line 197 of file Tags.h.

◆ QuoteRejectReason

Tag QuoteRejectReason = 300
constexpr

Definition at line 198 of file Tags.h.

◆ QuoteReqId

Tag QuoteReqId = 131
constexpr

Definition at line 199 of file Tags.h.

◆ QuoteSetId

Tag QuoteSetId = 302
constexpr

Definition at line 200 of file Tags.h.

◆ QuoteSets

Tag QuoteSets = 296
constexpr

Definition at line 201 of file Tags.h.

◆ QuoteStatus

Tag QuoteStatus = 297
constexpr

Definition at line 202 of file Tags.h.

◆ QuoteType

Tag QuoteType = 537
constexpr

Definition at line 203 of file Tags.h.

◆ Reason

Tag Reason = 39011
constexpr

Definition at line 204 of file Tags.h.

◆ RefMsgType

Tag RefMsgType = 372
constexpr

Definition at line 205 of file Tags.h.

◆ RefSeqNum

Tag RefSeqNum = 45
constexpr

Definition at line 206 of file Tags.h.

◆ RefTagId

Tag RefTagId = 371
constexpr

Definition at line 207 of file Tags.h.

◆ RelatedSym

Tag RelatedSym = 146
constexpr

Definition at line 208 of file Tags.h.

◆ RequestingPartyId

Tag RequestingPartyId = 1658
constexpr

Definition at line 212 of file Tags.h.

◆ RequestingPartyIds

Tag RequestingPartyIds = 1657
constexpr

Definition at line 214 of file Tags.h.

◆ RequestingPartyIdSource

Tag RequestingPartyIdSource = 1659
constexpr

Definition at line 213 of file Tags.h.

◆ RequestingPartyRole

Tag RequestingPartyRole = 1660
constexpr

Definition at line 215 of file Tags.h.

◆ RequestResult

Tag RequestResult = 1511
constexpr

Definition at line 209 of file Tags.h.

◆ RequestTime

Tag RequestTime = 5979
constexpr

Definition at line 210 of file Tags.h.

◆ RequestTimestamp

Tag RequestTimestamp = 39002
constexpr

Definition at line 211 of file Tags.h.

◆ ReservationPrice

Tag ReservationPrice = 9562
constexpr

Definition at line 216 of file Tags.h.

◆ Reserved

Tag Reserved = 5187
constexpr

Definition at line 217 of file Tags.h.

◆ Reserved1

Tag Reserved1 = 5239
constexpr

Definition at line 218 of file Tags.h.

◆ RiskFreeRate

Tag RiskFreeRate = 1190
constexpr

Definition at line 219 of file Tags.h.

◆ SecExecId

Tag SecExecId = 527
constexpr

Definition at line 220 of file Tags.h.

◆ SecretKeySecureIdExpiration

Tag SecretKeySecureIdExpiration = 39022
constexpr

Definition at line 221 of file Tags.h.

◆ SecurityGroup

Tag SecurityGroup = 1151
constexpr

Definition at line 222 of file Tags.h.

◆ SecurityId

Tag SecurityId = 48
constexpr

Definition at line 223 of file Tags.h.

◆ SecurityIdSource

Tag SecurityIdSource = 22
constexpr

Definition at line 224 of file Tags.h.

◆ SecurityReqId

Tag SecurityReqId = 320
constexpr

Definition at line 225 of file Tags.h.

◆ SecurityReqType

Tag SecurityReqType = 321
constexpr

Definition at line 226 of file Tags.h.

◆ SecurityResponseId

Tag SecurityResponseId = 322
constexpr

Definition at line 227 of file Tags.h.

◆ SecurityResponseType

Tag SecurityResponseType = 323
constexpr

Definition at line 228 of file Tags.h.

◆ SecuritySubType

Tag SecuritySubType = 762
constexpr

Definition at line 229 of file Tags.h.

◆ SecurityType

Tag SecurityType = 167
constexpr

Definition at line 230 of file Tags.h.

◆ SelfMatchPreventionId

Tag SelfMatchPreventionId = 2362
constexpr

Definition at line 231 of file Tags.h.

◆ SelfMatchPreventionInstruction

Tag SelfMatchPreventionInstruction = 8000
constexpr

Definition at line 232 of file Tags.h.

◆ SenderId

Tag SenderId = 5392
constexpr

Definition at line 233 of file Tags.h.

◆ SendingTimeEpoch

Tag SendingTimeEpoch = 5297
constexpr

Definition at line 234 of file Tags.h.

◆ SeqNum

Tag SeqNum = 9726
constexpr

Definition at line 235 of file Tags.h.

◆ ServerFlow

Tag ServerFlow = 39009
constexpr

Definition at line 236 of file Tags.h.

◆ Session

Tag Session = 39006
constexpr

Definition at line 237 of file Tags.h.

◆ SettlDate

Tag SettlDate = 64
constexpr

Definition at line 238 of file Tags.h.

◆ ShortSaleType

Tag ShortSaleType = 5409
constexpr

Definition at line 239 of file Tags.h.

◆ Side

Tag Side = 54
constexpr

Definition at line 240 of file Tags.h.

◆ Sides

Tag Sides = 552
constexpr

Definition at line 243 of file Tags.h.

◆ SideTimeInForce

Tag SideTimeInForce = 962
constexpr

Definition at line 241 of file Tags.h.

◆ SideTradeId

Tag SideTradeId = 1506
constexpr

Definition at line 242 of file Tags.h.

◆ SourceRepoId

Tag SourceRepoId = 5677
constexpr

Definition at line 244 of file Tags.h.

◆ SplitMsg

Tag SplitMsg = 9553
constexpr

Definition at line 245 of file Tags.h.

◆ StartDate

Tag StartDate = 916
constexpr

Definition at line 246 of file Tags.h.

◆ StopPx

Tag StopPx = 99
constexpr

Definition at line 247 of file Tags.h.

◆ Symbol

Tag Symbol = 55
constexpr

Definition at line 248 of file Tags.h.

◆ TerminationType

Tag TerminationType = 788
constexpr

Definition at line 249 of file Tags.h.

◆ Text

Tag Text = 58
constexpr

Definition at line 250 of file Tags.h.

◆ TimeInForce

Tag TimeInForce = 59
constexpr

Definition at line 251 of file Tags.h.

◆ TimeToExpiration

Tag TimeToExpiration = 1189
constexpr

Definition at line 252 of file Tags.h.

◆ TotalAffectedOrders

Tag TotalAffectedOrders = 533
constexpr

Definition at line 255 of file Tags.h.

◆ TotalNumSecurities

Tag TotalNumSecurities = 393
constexpr

Definition at line 256 of file Tags.h.

◆ TotNoQuoteEntries

Tag TotNoQuoteEntries = 304
constexpr

Definition at line 253 of file Tags.h.

◆ TotNumParties

Tag TotNumParties = 1512
constexpr

Definition at line 254 of file Tags.h.

◆ TradeDate

Tag TradeDate = 75
constexpr

Definition at line 257 of file Tags.h.

◆ TradeEntryId

Tag TradeEntryId = 37711
constexpr

Definition at line 258 of file Tags.h.

◆ TradeLinkId

Tag TradeLinkId = 820
constexpr

Definition at line 259 of file Tags.h.

◆ TradingSystemName

Tag TradingSystemName = 1603
constexpr

Definition at line 260 of file Tags.h.

◆ TradingSystemVendor

Tag TradingSystemVendor = 1605
constexpr

Definition at line 261 of file Tags.h.

◆ TradingSystemVersion

Tag TradingSystemVersion = 1604
constexpr

Definition at line 262 of file Tags.h.

◆ TransactTime

Tag TransactTime = 60
constexpr

Definition at line 264 of file Tags.h.

◆ TransBkdTime

Tag TransBkdTime = 483
constexpr

Definition at line 263 of file Tags.h.

◆ TrdRegPublicationReason

Tag TrdRegPublicationReason = 2670
constexpr

Definition at line 265 of file Tags.h.

◆ TrdRegPublications

Tag TrdRegPublications = 2668
constexpr

Definition at line 267 of file Tags.h.

◆ TrdRegPublicationType

Tag TrdRegPublicationType = 2669
constexpr

Definition at line 266 of file Tags.h.

◆ TrdType

Tag TrdType = 828
constexpr

Definition at line 268 of file Tags.h.

◆ UnderlyingPx

Tag UnderlyingPx = 810
constexpr

Definition at line 269 of file Tags.h.

◆ UnderlyingSecurityId

Tag UnderlyingSecurityId = 309
constexpr

Definition at line 270 of file Tags.h.

◆ UnsolicitedCancelType

Tag UnsolicitedCancelType = 9775
constexpr

Definition at line 271 of file Tags.h.

◆ UserDefinedInstrument

Tag UserDefinedInstrument = 9779
constexpr

Definition at line 272 of file Tags.h.

◆ UuId

Tag UuId = 39001
constexpr

Definition at line 273 of file Tags.h.

◆ Volatility

Tag Volatility = 1188
constexpr

Definition at line 274 of file Tags.h.