OnixS C++ CME Market Data Handler  5.4.0
API documentation
Tags.h File Reference

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