OnixS C++ CME MDP Premium Market Data Handler  5.9.0
API Documentation
Tags.h
Go to the documentation of this file.
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20 
21 #pragma once
22 
23 #include <OnixS/CME/MDH/FIX/Tag.h>
24 
26 
27 namespace Tags {
28 
29 const Tag AggressorSide = 5797;
30  const Tag AltMinPriceIncrement = 37739;
31  const Tag AltMinQuoteLife = 37738;
33 const Tag ApplID = 1180;
34 const Tag Asset = 6937;
35 const Tag CFICode = 461;
36 const Tag ClearedVolume = 5791;
37 const Tag ContractMultiplier = 231;
39 const Tag CountryOfIssue = 470;
40 const Tag CouponDayCount = 1950;
42 const Tag CouponFrequencyUnit = 1949;
43 const Tag CouponRate = 223;
44 const Tag Currency = 15;
45 const Tag CurrentChunk = 37710;
46 const Tag DatedDate = 873;
47 const Tag DecayQuantity = 5818;
48 const Tag DecayStartDate = 5819;
49 const Tag DisplayFactor = 9787;
50 const Tag EventTime = 1145;
51 const Tag EventType = 865;
52  const Tag FXBenchmarkRateFix = 2796;
53  const Tag FXCurrencySymbol = 37725;
55  const Tag FixRateLocalTime = 37726;
56  const Tag FixRateLocalTimeZone = 37727;
57 const Tag FlowScheduleType = 1439;
58 const Tag HaltReason = 327;
59 const Tag HeartBtInt = 108;
60 const Tag HighLimitPrice = 1149;
61 const Tag InstAttribType = 871;
62 const Tag InstAttribValue = 872;
63 const Tag InstrumentGUID = 37513;
64  const Tag InterveningDays = 37730;
65 const Tag IssueDate = 225;
66 const Tag Issuer = 106;
68 const Tag LastQty = 32;
69 const Tag LastUpdateTime = 779;
70 const Tag LegOptionDelta = 1017;
71 const Tag LegPrice = 566;
72 const Tag LegRatioQty = 623;
73 const Tag LegSecurityID = 602;
75 const Tag LegSide = 624;
76 const Tag LotType = 1093;
77 const Tag LowLimitPrice = 1148;
78 const Tag MDDisplayQty = 37706;
79 const Tag MDEntryPx = 270;
80 const Tag MDEntrySize = 271;
81 const Tag MDEntryType = 269;
82 const Tag MDFeedType = 1022;
83 const Tag MDOrderPriority = 37707;
84 const Tag MDPriceLevel = 1023;
86 const Tag MDTradeEntryID = 37711;
87 const Tag MDUpdateAction = 279;
88 const Tag MainFraction = 37702;
89 const Tag MarketDepth = 264;
90 const Tag MarketSegmentID = 1300;
91 const Tag MarketSet = 37722;
92 const Tag MatchAlgorithm = 1142;
93 const Tag MatchEventIndicator = 5799;
94 const Tag MaturityDate = 541;
95 const Tag MaturityMonthYear = 200;
96  const Tag MaxBidAskConstraint = 37743;
98 const Tag MaxPriceVariation = 1143;
99 const Tag MaxTradeVol = 1140;
100 const Tag MinCabPrice = 9850;
101 const Tag MinLotSize = 1231;
102 const Tag MinPriceIncrement = 969;
104  const Tag MinQuoteLife = 37731;
105 const Tag MinTradeVol = 562;
106 const Tag NoChunks = 37709;
107 const Tag NoEvents = 864;
108 const Tag NoInstAttrib = 870;
109 const Tag NoLegs = 555;
110 const Tag NoLotTypeRules = 1234;
111 const Tag NoMDEntries = 268;
112 const Tag NoMDFeedTypes = 1141;
113 const Tag NoOrderIDEntries = 37705;
115 const Tag NoRelatedSym = 146;
116  const Tag NoTradingSessions = 386;
117 const Tag NoUnderlyings = 711;
118 const Tag NumberOfOrders = 346;
120 const Tag OpenInterestQty = 5792;
121 const Tag OrderID = 37;
122 const Tag OrderQty = 38;
123 const Tag OrderUpdateAction = 37708;
125 const Tag ParValue = 37723;
127 const Tag PriceDisplayFormat = 9800;
128  const Tag PricePrecision = 2349;
129  const Tag PriceQuoteCurrency = 1524;
130 const Tag PriceQuoteMethod = 1196;
131 const Tag PriceRatio = 5770;
132 const Tag PutOrCall = 201;
133 const Tag QuoteReqID = 131;
134 const Tag QuoteType = 537;
135  const Tag RateSource = 1446;
136 const Tag ReferenceID = 9633;
137 const Tag RelatedSecurityID = 1650;
139 const Tag RelatedSymbol = 1649;
140 const Tag RiskSet = 37721;
141 const Tag RptSeq = 83;
142 const Tag SecurityAltID = 455;
144 const Tag SecurityExchange = 207;
145 const Tag SecurityGroup = 1151;
146 const Tag SecurityID = 48;
148 const Tag SecuritySubType = 762;
151 const Tag SecurityType = 167;
153 const Tag SettlCurrency = 120;
154  const Tag SettlDate = 64;
155 const Tag SettlPriceType = 731;
156  const Tag SettlType = 63;
157  const Tag SettlementLocale = 37734;
158 const Tag Side = 54;
159 const Tag StrikeCurrency = 947;
160 const Tag StrikePrice = 202;
161 const Tag SubFraction = 37703;
162 const Tag Symbol = 55;
163 const Tag Text = 58;
164 const Tag TickRule = 6350;
165 const Tag TotNumReports = 911;
166 const Tag TradeDate = 75;
167 const Tag TradeableSize = 37719;
170 const Tag TransactTime = 60;
171 const Tag UnderlyingProduct = 462;
174 const Tag UnderlyingSymbol = 311;
175 const Tag UnitOfMeasure = 996;
176 const Tag UnitOfMeasureQty = 1147;
178 
179 } // namespace Tags
180 
const Tag StrikePrice
Definition: Tags.h:160
const Tag PriceDisplayFormat
Definition: Tags.h:127
const Tag CountryOfIssue
Definition: Tags.h:39
const Tag CouponDayCount
Definition: Tags.h:40
const Tag PartyRoleClearingOrg
Definition: Tags.h:126
OrderUpdateAction type.
Definition: Fields.h:523
const Tag MDSecurityTradingStatus
Definition: Tags.h:85
InstAttribValue type.
Definition: Fields.h:739
const Tag EventTime
Definition: Tags.h:50
const Tag OriginalContractSize
Definition: Tags.h:124
const Tag LegSecurityIDSource
Definition: Tags.h:74
const Tag MarketDepth
Definition: Tags.h:89
const Tag LastUpdateTime
Definition: Tags.h:69
const Tag QuoteReqID
Definition: Tags.h:133
const Tag NoUnderlyings
Definition: Tags.h:117
const Tag InterveningDays
Definition: Tags.h:64
const Tag TransactTime
Definition: Tags.h:170
const Tag TradingReferenceDate
Definition: Tags.h:168
const Tag NoTradingSessions
Definition: Tags.h:116
MatchEventIndicator type.
Definition: Fields.h:930
const Tag MDEntryType
Definition: Tags.h:81
const Tag MDDisplayQty
Definition: Tags.h:78
#define ONIXS_CMEMDHFIX_NAMESPACE_BEGIN
Definition: Bootstrap.h:70
const Tag SecurityExchange
Definition: Tags.h:144
const Tag MaxBidAskConstraint
Definition: Tags.h:96
const Tag MDTradeEntryID
Definition: Tags.h:86
const Tag LastMsgSeqNumProcessed
Definition: Tags.h:67
const Tag TradingReferencePrice
Definition: Tags.h:169
LegSide type.
Definition: Fields.h:292
const Tag SecurityID
Definition: Tags.h:146
const Tag TotNumReports
Definition: Tags.h:165
const Tag UnderlyingSymbol
Definition: Tags.h:174
const Tag UnderlyingProduct
Definition: Tags.h:171
const Tag LegSecurityID
Definition: Tags.h:73
const Tag MinLotSize
Definition: Tags.h:101
const Tag TradeableSize
Definition: Tags.h:167
const Tag DecayQuantity
Definition: Tags.h:47
const Tag NoOrderIDEntries
Definition: Tags.h:113
const Tag ContractMultiplierUnit
Definition: Tags.h:38
const Tag FXCurrencySymbol
Definition: Tags.h:53
const Tag AltMinQuoteLife
Definition: Tags.h:31
EventType type.
Definition: Fields.h:244
const Tag AltPriceIncrementConstraint
Definition: Tags.h:32
const Tag NumberOfOrders
Definition: Tags.h:118
const Tag MaturityDate
Definition: Tags.h:94
const Tag NoInstAttrib
Definition: Tags.h:108
const Tag RelatedSymbol
Definition: Tags.h:139
const Tag PricePrecision
Definition: Tags.h:128
const Tag ContractMultiplier
Definition: Tags.h:37
const Tag LowLimitPrice
Definition: Tags.h:77
const Tag MinQuoteLife
Definition: Tags.h:104
const Tag RelatedSecurityIDSource
Definition: Tags.h:138
SecurityAltIDSource type.
Definition: Fields.h:595
const Tag LegPrice
Definition: Tags.h:71
const Tag NoLotTypeRules
Definition: Tags.h:110
const Tag Currency
Definition: Tags.h:44
const Tag PriceRatio
Definition: Tags.h:131
const Tag UnitOfMeasureQty
Definition: Tags.h:176
Year, Month and Date.
Definition: Composites.h:87
#define ONIXS_CMEMDHFIX_NAMESPACE_END
Definition: Bootstrap.h:71
const Tag MaxPriceVariation
Definition: Tags.h:98
const Tag MDPriceLevel
Definition: Tags.h:84
const Tag UnderlyingSecurityIDSource
Definition: Tags.h:173
const Tag DisplayFactor
Definition: Tags.h:49
const Tag MDFeedType
Definition: Tags.h:82
SettlPriceType type.
Definition: Fields.h:1001
const Tag DecayStartDate
Definition: Tags.h:48
const Tag FixRateLocalTime
Definition: Tags.h:55
const Tag MarketSet
Definition: Tags.h:91
HaltReason type.
Definition: Fields.h:259
const Tag AltMinPriceIncrement
Definition: Tags.h:30
const Tag MDEntrySize
Definition: Tags.h:80
const Tag PriceQuoteCurrency
Definition: Tags.h:129
const Tag MinTradeVol
Definition: Tags.h:105
const Tag HighLimitPrice
Definition: Tags.h:60
const Tag SecurityType
Definition: Tags.h:151
const Tag MainFraction
Definition: Tags.h:88
const Tag MaxPriceDiscretionOffset
Definition: Tags.h:97
Char UserDefinedInstrument
UserDefinedInstrument type.
Definition: Fields.h:196
AggressorSide type.
Definition: Fields.h:226
const Tag PriceQuoteMethod
Definition: Tags.h:130
SecurityUpdateAction type.
Definition: Fields.h:685
const Tag RateSource
Definition: Tags.h:135
const Tag FixRateLocalTimeZone
Definition: Tags.h:56
const Tag MDOrderPriority
Definition: Tags.h:83
const Tag MDUpdateAction
Definition: Tags.h:87
const Tag NoMDEntries
Definition: Tags.h:111
UInt32 Tag
The type whose values are used to locate fields in the FIX-like messages.
Definition: Tag.h:29
PutOrCall type.
Definition: Fields.h:562
SecurityTradingEvent type.
Definition: Fields.h:610
const Tag UnderlyingSecurityID
Definition: Tags.h:172
const Tag RelatedSecurityID
Definition: Tags.h:137
const Tag InstrumentGUID
Definition: Tags.h:63
OpenCloseSettlFlag type.
Definition: Fields.h:496
const Tag MinCabPrice
Definition: Tags.h:100
const Tag SecurityGroup
Definition: Tags.h:145
const Tag OpenInterestQty
Definition: Tags.h:120
const Tag MDEntryPx
Definition: Tags.h:79
const Tag FlowScheduleType
Definition: Tags.h:57
const Tag CouponFrequencyPeriod
Definition: Tags.h:41
const Tag MatchAlgorithm
Definition: Tags.h:92
const Tag StrikeCurrency
Definition: Tags.h:159
const Tag FXBenchmarkRateFix
Definition: Tags.h:52
const Tag NoRelatedInstruments
Definition: Tags.h:114
const Tag MinPriceIncrementAmount
Definition: Tags.h:103
const Tag DatedDate
Definition: Tags.h:46
const Tag LegRatioQty
Definition: Tags.h:72
const Tag LegOptionDelta
Definition: Tags.h:70
const Tag MarketSegmentID
Definition: Tags.h:90
const Tag MaxTradeVol
Definition: Tags.h:99
const Tag CouponRate
Definition: Tags.h:43
const Tag NoMDFeedTypes
Definition: Tags.h:112
const Tag UnitOfMeasure
Definition: Tags.h:175
Side type.
Definition: Fields.h:703
const Tag SettlementLocale
Definition: Tags.h:157
const Tag SubFraction
Definition: Tags.h:161
const Tag MinPriceIncrement
Definition: Tags.h:102
const Tag IssueDate
Definition: Tags.h:65
SecurityTradingStatus type.
Definition: Fields.h:637
const Tag NoRelatedSym
Definition: Tags.h:115
const Tag HeartBtInt
Definition: Tags.h:59
const Tag ClearedVolume
Definition: Tags.h:36
const Tag SecurityAltID
Definition: Tags.h:142
const Tag CouponFrequencyUnit
Definition: Tags.h:42
const Tag ReferenceID
Definition: Tags.h:136
const Tag FinancialInstrumentFullName
Definition: Tags.h:54
Integral constant.
Definition: Integral.h:83
const Tag CurrentChunk
Definition: Tags.h:45
const Tag SettlCurrency
Definition: Tags.h:153
const Tag SecuritySubType
Definition: Tags.h:148