#include <OnixS/CME/MDH/FIX/Tag.h>
Go to the source code of this file.
Namespaces | |
OnixS | |
OnixS::CME | |
OnixS::CME::MDH | |
OnixS::CME::MDH::FIX | |
OnixS::CME::MDH::FIX::Tags | |
Variables | |
const Tag | AggressorSide = 5797 |
const Tag | ApplID = 1180 |
const Tag | Asset = 6937 |
const Tag | CFICode = 461 |
const Tag | ClearedVolume = 5791 |
const Tag | ContractMultiplier = 231 |
const Tag | ContractMultiplierUnit = 1435 |
const Tag | CountryOfIssue = 470 |
const Tag | CouponDayCount = 1950 |
const Tag | CouponFrequencyPeriod = 1948 |
const Tag | CouponFrequencyUnit = 1949 |
const Tag | CouponRate = 223 |
const Tag | Currency = 15 |
const Tag | CurrentChunk = 37710 |
const Tag | DatedDate = 873 |
const Tag | DecayQuantity = 5818 |
const Tag | DecayStartDate = 5819 |
const Tag | DisplayFactor = 9787 |
const Tag | EventTime = 1145 |
const Tag | EventType = 865 |
const Tag | FinancialInstrumentFullName = 2714 |
const Tag | FlowScheduleType = 1439 |
const Tag | HaltReason = 327 |
const Tag | HeartBtInt = 108 |
const Tag | HighLimitPrice = 1149 |
const Tag | InstAttribType = 871 |
const Tag | InstAttribValue = 872 |
const Tag | InstrumentGUID = 37513 |
const Tag | IssueDate = 225 |
const Tag | Issuer = 106 |
const Tag | LastMsgSeqNumProcessed = 369 |
const Tag | LastQty = 32 |
const Tag | LastUpdateTime = 779 |
const Tag | LegOptionDelta = 1017 |
const Tag | LegPrice = 566 |
const Tag | LegRatioQty = 623 |
const Tag | LegSecurityID = 602 |
const Tag | LegSecurityIDSource = 603 |
const Tag | LegSide = 624 |
const Tag | LotType = 1093 |
const Tag | LowLimitPrice = 1148 |
const Tag | MDDisplayQty = 37706 |
const Tag | MDEntryPx = 270 |
const Tag | MDEntrySize = 271 |
const Tag | MDEntryType = 269 |
const Tag | MDFeedType = 1022 |
const Tag | MDOrderPriority = 37707 |
const Tag | MDPriceLevel = 1023 |
const Tag | MDSecurityTradingStatus = 1682 |
const Tag | MDTradeEntryID = 37711 |
const Tag | MDUpdateAction = 279 |
const Tag | MainFraction = 37702 |
const Tag | MarketDepth = 264 |
const Tag | MarketSegmentID = 1300 |
const Tag | MarketSet = 37722 |
const Tag | MatchAlgorithm = 1142 |
const Tag | MatchEventIndicator = 5799 |
const Tag | MaturityDate = 541 |
const Tag | MaturityMonthYear = 200 |
const Tag | MaxPriceVariation = 1143 |
const Tag | MaxTradeVol = 1140 |
const Tag | MinCabPrice = 9850 |
const Tag | MinLotSize = 1231 |
const Tag | MinPriceIncrement = 969 |
const Tag | MinPriceIncrementAmount = 1146 |
const Tag | MinTradeVol = 562 |
const Tag | NoChunks = 37709 |
const Tag | NoEvents = 864 |
const Tag | NoInstAttrib = 870 |
const Tag | NoLegs = 555 |
const Tag | NoLotTypeRules = 1234 |
const Tag | NoMDEntries = 268 |
const Tag | NoMDFeedTypes = 1141 |
const Tag | NoOrderIDEntries = 37705 |
const Tag | NoRelatedInstruments = 1647 |
const Tag | NoRelatedSym = 146 |
const Tag | NoUnderlyings = 711 |
const Tag | NumberOfOrders = 346 |
const Tag | OpenCloseSettlFlag = 286 |
const Tag | OpenInterestQty = 5792 |
const Tag | OrderID = 37 |
const Tag | OrderQty = 38 |
const Tag | OrderUpdateAction = 37708 |
const Tag | OriginalContractSize = 5849 |
const Tag | ParValue = 37723 |
const Tag | PartyRoleClearingOrg = 9736 |
const Tag | PriceDisplayFormat = 9800 |
const Tag | PriceQuoteMethod = 1196 |
const Tag | PriceRatio = 5770 |
const Tag | PutOrCall = 201 |
const Tag | QuoteReqID = 131 |
const Tag | QuoteType = 537 |
const Tag | ReferenceID = 9633 |
const Tag | RelatedSecurityID = 1650 |
const Tag | RelatedSecurityIDSource = 1651 |
const Tag | RelatedSymbol = 1649 |
const Tag | RiskSet = 37721 |
const Tag | RptSeq = 83 |
const Tag | SecurityAltID = 455 |
const Tag | SecurityAltIDSource = 456 |
const Tag | SecurityExchange = 207 |
const Tag | SecurityGroup = 1151 |
const Tag | SecurityID = 48 |
const Tag | SecurityIDSource = 22 |
const Tag | SecuritySubType = 762 |
const Tag | SecurityTradingEvent = 1174 |
const Tag | SecurityTradingStatus = 326 |
const Tag | SecurityType = 167 |
const Tag | SecurityUpdateAction = 980 |
const Tag | SettlCurrency = 120 |
const Tag | SettlPriceType = 731 |
const Tag | Side = 54 |
const Tag | StrikeCurrency = 947 |
const Tag | StrikePrice = 202 |
const Tag | SubFraction = 37703 |
const Tag | Symbol = 55 |
const Tag | Text = 58 |
const Tag | TickRule = 6350 |
const Tag | TotNumReports = 911 |
const Tag | TradeDate = 75 |
const Tag | TradeableSize = 37719 |
const Tag | TradingReferenceDate = 5796 |
const Tag | TradingReferencePrice = 1150 |
const Tag | TransactTime = 60 |
const Tag | UnderlyingProduct = 462 |
const Tag | UnderlyingSecurityID = 309 |
const Tag | UnderlyingSecurityIDSource = 305 |
const Tag | UnderlyingSymbol = 311 |
const Tag | UnitOfMeasure = 996 |
const Tag | UnitOfMeasureQty = 1147 |
const Tag | UserDefinedInstrument = 9779 |