OnixS C++ CME MDP Premium Market Data Handler
5.9.0
Users' manual and API documentation
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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
OnixS
CME
MDH
FIX
Tags.h
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