OnixS C++ CME MDP Premium Market Data Handler 5.9.0
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Tags.h
Go to the documentation of this file.
1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
24
26
27namespace Tags {
28
29const Tag AggressorSide = 5797;
31 const Tag AltMinQuoteLife = 37738;
33const Tag ApplID = 1180;
34const Tag Asset = 6937;
35const Tag CFICode = 461;
36const Tag ClearedVolume = 5791;
39const Tag CountryOfIssue = 470;
40const Tag CouponDayCount = 1950;
43const Tag CouponRate = 223;
44const Tag Currency = 15;
45const Tag CurrentChunk = 37710;
46const Tag DatedDate = 873;
47const Tag DecayQuantity = 5818;
48const Tag DecayStartDate = 5819;
49const Tag DisplayFactor = 9787;
50const Tag EventTime = 1145;
51const Tag EventType = 865;
52 const Tag FXBenchmarkRateFix = 2796;
53 const Tag FXCurrencySymbol = 37725;
55 const Tag FixRateLocalTime = 37726;
57const Tag FlowScheduleType = 1439;
58const Tag HaltReason = 327;
59const Tag HeartBtInt = 108;
60const Tag HighLimitPrice = 1149;
61const Tag InstAttribType = 871;
62const Tag InstAttribValue = 872;
63const Tag InstrumentGUID = 37513;
64 const Tag InterveningDays = 37730;
65const Tag IssueDate = 225;
66const Tag Issuer = 106;
68const Tag LastQty = 32;
69const Tag LastUpdateTime = 779;
70const Tag LegOptionDelta = 1017;
71const Tag LegPrice = 566;
72const Tag LegRatioQty = 623;
73const Tag LegSecurityID = 602;
75const Tag LegSide = 624;
76const Tag LotType = 1093;
77const Tag LowLimitPrice = 1148;
78const Tag MDDisplayQty = 37706;
79const Tag MDEntryPx = 270;
80const Tag MDEntrySize = 271;
81const Tag MDEntryType = 269;
82const Tag MDFeedType = 1022;
83const Tag MDOrderPriority = 37707;
84const Tag MDPriceLevel = 1023;
86const Tag MDTradeEntryID = 37711;
87const Tag MDUpdateAction = 279;
88const Tag MainFraction = 37702;
89const Tag MarketDepth = 264;
90const Tag MarketSegmentID = 1300;
91const Tag MarketSet = 37722;
92const Tag MatchAlgorithm = 1142;
94const Tag MaturityDate = 541;
96 const Tag MaxBidAskConstraint = 37743;
99const Tag MaxTradeVol = 1140;
100const Tag MinCabPrice = 9850;
101const Tag MinLotSize = 1231;
104 const Tag MinQuoteLife = 37731;
105const Tag MinTradeVol = 562;
106const Tag NoChunks = 37709;
107const Tag NoEvents = 864;
108const Tag NoInstAttrib = 870;
109const Tag NoLegs = 555;
110const Tag NoLotTypeRules = 1234;
111const Tag NoMDEntries = 268;
112const Tag NoMDFeedTypes = 1141;
113const Tag NoOrderIDEntries = 37705;
115const Tag NoRelatedSym = 146;
117const Tag NoUnderlyings = 711;
118const Tag NumberOfOrders = 346;
120const Tag OpenInterestQty = 5792;
121const Tag OrderID = 37;
122const Tag OrderQty = 38;
123const Tag OrderUpdateAction = 37708;
125const Tag ParValue = 37723;
128 const Tag PricePrecision = 2349;
131const Tag PriceRatio = 5770;
132const Tag PutOrCall = 201;
133const Tag QuoteReqID = 131;
134const Tag QuoteType = 537;
135 const Tag RateSource = 1446;
136const Tag ReferenceID = 9633;
139const Tag RelatedSymbol = 1649;
140const Tag RiskSet = 37721;
141const Tag RptSeq = 83;
142const Tag SecurityAltID = 455;
145const Tag SecurityGroup = 1151;
146const Tag SecurityID = 48;
151const Tag SecurityType = 167;
153const Tag SettlCurrency = 120;
154 const Tag SettlDate = 64;
155const Tag SettlPriceType = 731;
156 const Tag SettlType = 63;
157 const Tag SettlementLocale = 37734;
158const Tag Side = 54;
159const Tag StrikeCurrency = 947;
160const Tag StrikePrice = 202;
161const Tag SubFraction = 37703;
162const Tag Symbol = 55;
163const Tag Text = 58;
164const Tag TickRule = 6350;
165const Tag TotNumReports = 911;
166const Tag TradeDate = 75;
167const Tag TradeableSize = 37719;
170const Tag TransactTime = 60;
175const Tag UnitOfMeasure = 996;
178
179} // namespace Tags
180
#define ONIXS_CMEMDHFIX_NAMESPACE_BEGIN
Definition Bootstrap.h:70
#define ONIXS_CMEMDHFIX_NAMESPACE_END
Definition Bootstrap.h:71
const Tag FXBenchmarkRateFix
Definition Tags.h:52
const Tag PriceQuoteMethod
Definition Tags.h:130
const Tag FXCurrencySymbol
Definition Tags.h:53
const Tag MaturityDate
Definition Tags.h:94
const Tag MarketDepth
Definition Tags.h:89
const Tag OrderUpdateAction
Definition Tags.h:123
const Tag LastUpdateTime
Definition Tags.h:69
const Tag SettlCurrency
Definition Tags.h:153
const Tag MaxBidAskConstraint
Definition Tags.h:96
const Tag CurrentChunk
Definition Tags.h:45
const Tag SettlPriceType
Definition Tags.h:155
const Tag LowLimitPrice
Definition Tags.h:77
const Tag TradingReferenceDate
Definition Tags.h:168
const Tag UnderlyingProduct
Definition Tags.h:171
const Tag NoUnderlyings
Definition Tags.h:117
const Tag PriceQuoteCurrency
Definition Tags.h:129
const Tag NoOrderIDEntries
Definition Tags.h:113
const Tag UnderlyingSecurityIDSource
Definition Tags.h:173
const Tag RelatedSecurityID
Definition Tags.h:137
const Tag OpenCloseSettlFlag
Definition Tags.h:119
const Tag InstAttribType
Definition Tags.h:61
const Tag InstrumentGUID
Definition Tags.h:63
const Tag OriginalContractSize
Definition Tags.h:124
const Tag UserDefinedInstrument
Definition Tags.h:177
const Tag MatchAlgorithm
Definition Tags.h:92
const Tag UnderlyingSecurityID
Definition Tags.h:172
const Tag MainFraction
Definition Tags.h:88
const Tag MDEntryType
Definition Tags.h:81
const Tag MDSecurityTradingStatus
Definition Tags.h:85
const Tag MaturityMonthYear
Definition Tags.h:95
const Tag SecurityExchange
Definition Tags.h:144
const Tag MDPriceLevel
Definition Tags.h:84
const Tag TradeableSize
Definition Tags.h:167
const Tag SecurityTradingStatus
Definition Tags.h:150
const Tag CountryOfIssue
Definition Tags.h:39
const Tag UnitOfMeasureQty
Definition Tags.h:176
const Tag RelatedSymbol
Definition Tags.h:139
const Tag MDDisplayQty
Definition Tags.h:78
const Tag AltMinPriceIncrement
Definition Tags.h:30
const Tag MaxPriceDiscretionOffset
Definition Tags.h:97
const Tag MDOrderPriority
Definition Tags.h:83
const Tag SecurityIDSource
Definition Tags.h:147
const Tag LegOptionDelta
Definition Tags.h:70
const Tag UnderlyingSymbol
Definition Tags.h:174
const Tag StrikeCurrency
Definition Tags.h:159
const Tag UnitOfMeasure
Definition Tags.h:175
const Tag HighLimitPrice
Definition Tags.h:60
const Tag InstAttribValue
Definition Tags.h:62
const Tag NoRelatedInstruments
Definition Tags.h:114
const Tag AltMinQuoteLife
Definition Tags.h:31
const Tag CouponFrequencyPeriod
Definition Tags.h:41
const Tag MinPriceIncrementAmount
Definition Tags.h:103
const Tag PartyRoleClearingOrg
Definition Tags.h:126
const Tag CouponDayCount
Definition Tags.h:40
const Tag NoMDFeedTypes
Definition Tags.h:112
const Tag NoLotTypeRules
Definition Tags.h:110
const Tag AggressorSide
Definition Tags.h:29
const Tag FlowScheduleType
Definition Tags.h:57
const Tag MDEntrySize
Definition Tags.h:80
const Tag LegSecurityID
Definition Tags.h:73
const Tag NumberOfOrders
Definition Tags.h:118
const Tag SettlementLocale
Definition Tags.h:157
const Tag TradingReferencePrice
Definition Tags.h:169
const Tag LastMsgSeqNumProcessed
Definition Tags.h:67
const Tag FixRateLocalTimeZone
Definition Tags.h:56
const Tag RelatedSecurityIDSource
Definition Tags.h:138
const Tag MarketSegmentID
Definition Tags.h:90
const Tag TotNumReports
Definition Tags.h:165
const Tag DecayQuantity
Definition Tags.h:47
const Tag LegRatioQty
Definition Tags.h:72
const Tag FixRateLocalTime
Definition Tags.h:55
const Tag SecurityAltIDSource
Definition Tags.h:143
const Tag MDUpdateAction
Definition Tags.h:87
const Tag SecurityTradingEvent
Definition Tags.h:149
const Tag OpenInterestQty
Definition Tags.h:120
const Tag InterveningDays
Definition Tags.h:64
const Tag CouponFrequencyUnit
Definition Tags.h:42
const Tag LegSecurityIDSource
Definition Tags.h:74
const Tag SecurityGroup
Definition Tags.h:145
const Tag SecurityAltID
Definition Tags.h:142
const Tag MaxPriceVariation
Definition Tags.h:98
const Tag DecayStartDate
Definition Tags.h:48
const Tag SecurityUpdateAction
Definition Tags.h:152
const Tag SecuritySubType
Definition Tags.h:148
const Tag ContractMultiplierUnit
Definition Tags.h:38
const Tag MaxTradeVol
Definition Tags.h:99
const Tag NoTradingSessions
Definition Tags.h:116
const Tag AltPriceIncrementConstraint
Definition Tags.h:32
const Tag FinancialInstrumentFullName
Definition Tags.h:54
const Tag MatchEventIndicator
Definition Tags.h:93
const Tag ContractMultiplier
Definition Tags.h:37
const Tag ClearedVolume
Definition Tags.h:36
const Tag MinPriceIncrement
Definition Tags.h:102
const Tag MDTradeEntryID
Definition Tags.h:86
const Tag PricePrecision
Definition Tags.h:128
const Tag DisplayFactor
Definition Tags.h:49
const Tag PriceDisplayFormat
Definition Tags.h:127
UInt32 Tag
The type whose values are used to locate fields in the FIX-like messages.
Definition Tag.h:29