OnixS C++ CME MDP Premium Market Data Handler 5.9.0
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Tags.h File Reference

Go to the source code of this file.

Namespaces

namespace  OnixS
namespace  OnixS::CME
namespace  OnixS::CME::MDH
namespace  OnixS::CME::MDH::FIX
namespace  OnixS::CME::MDH::FIX::Tags

Variables

const Tag AggressorSide = 5797
const Tag AltMinPriceIncrement = 37739
const Tag AltMinQuoteLife = 37738
const Tag AltPriceIncrementConstraint = 37742
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 FXBenchmarkRateFix = 2796
const Tag FXCurrencySymbol = 37725
const Tag FinancialInstrumentFullName = 2714
const Tag FixRateLocalTime = 37726
const Tag FixRateLocalTimeZone = 37727
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 InterveningDays = 37730
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 MaxBidAskConstraint = 37743
const Tag MaxPriceDiscretionOffset = 37728
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 MinQuoteLife = 37731
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 NoTradingSessions = 386
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 PricePrecision = 2349
const Tag PriceQuoteCurrency = 1524
const Tag PriceQuoteMethod = 1196
const Tag PriceRatio = 5770
const Tag PutOrCall = 201
const Tag QuoteReqID = 131
const Tag QuoteType = 537
const Tag RateSource = 1446
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 SettlDate = 64
const Tag SettlPriceType = 731
const Tag SettlType = 63
const Tag SettlementLocale = 37734
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