OnixS C++ CME MDP Premium Market Data Handler  5.8.9
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 ApplID = 1180;
31 const Tag Asset = 6937;
32 const Tag CFICode = 461;
33 const Tag ClearedVolume = 5791;
34 const Tag ContractMultiplier = 231;
36 const Tag CountryOfIssue = 470;
37 const Tag CouponDayCount = 1950;
39 const Tag CouponFrequencyUnit = 1949;
40 const Tag CouponRate = 223;
41 const Tag Currency = 15;
42 const Tag CurrentChunk = 37710;
43 const Tag DatedDate = 873;
44 const Tag DecayQuantity = 5818;
45 const Tag DecayStartDate = 5819;
46 const Tag DisplayFactor = 9787;
47 const Tag EventTime = 1145;
48 const Tag EventType = 865;
50 const Tag FlowScheduleType = 1439;
51 const Tag HaltReason = 327;
52 const Tag HeartBtInt = 108;
53 const Tag HighLimitPrice = 1149;
54 const Tag InstAttribType = 871;
55 const Tag InstAttribValue = 872;
56 const Tag InstrumentGUID = 37513;
57 const Tag IssueDate = 225;
58 const Tag Issuer = 106;
60 const Tag LastQty = 32;
61 const Tag LastUpdateTime = 779;
62 const Tag LegOptionDelta = 1017;
63 const Tag LegPrice = 566;
64 const Tag LegRatioQty = 623;
65 const Tag LegSecurityID = 602;
67 const Tag LegSide = 624;
68 const Tag LotType = 1093;
69 const Tag LowLimitPrice = 1148;
70 const Tag MDDisplayQty = 37706;
71 const Tag MDEntryPx = 270;
72 const Tag MDEntrySize = 271;
73 const Tag MDEntryType = 269;
74 const Tag MDFeedType = 1022;
75 const Tag MDOrderPriority = 37707;
76 const Tag MDPriceLevel = 1023;
78 const Tag MDTradeEntryID = 37711;
79 const Tag MDUpdateAction = 279;
80 const Tag MainFraction = 37702;
81 const Tag MarketDepth = 264;
82 const Tag MarketSegmentID = 1300;
83 const Tag MarketSet = 37722;
84 const Tag MatchAlgorithm = 1142;
85 const Tag MatchEventIndicator = 5799;
86 const Tag MaturityDate = 541;
87 const Tag MaturityMonthYear = 200;
88 const Tag MaxPriceVariation = 1143;
89 const Tag MaxTradeVol = 1140;
90 const Tag MinCabPrice = 9850;
91 const Tag MinLotSize = 1231;
92 const Tag MinPriceIncrement = 969;
94 const Tag MinTradeVol = 562;
95 const Tag NoChunks = 37709;
96 const Tag NoEvents = 864;
97 const Tag NoInstAttrib = 870;
98 const Tag NoLegs = 555;
99 const Tag NoLotTypeRules = 1234;
100 const Tag NoMDEntries = 268;
101 const Tag NoMDFeedTypes = 1141;
102 const Tag NoOrderIDEntries = 37705;
104 const Tag NoRelatedSym = 146;
105 const Tag NoUnderlyings = 711;
106 const Tag NumberOfOrders = 346;
108 const Tag OpenInterestQty = 5792;
109 const Tag OrderID = 37;
110 const Tag OrderQty = 38;
111 const Tag OrderUpdateAction = 37708;
113 const Tag ParValue = 37723;
115 const Tag PriceDisplayFormat = 9800;
116 const Tag PriceQuoteMethod = 1196;
117 const Tag PriceRatio = 5770;
118 const Tag PutOrCall = 201;
119 const Tag QuoteReqID = 131;
120 const Tag QuoteType = 537;
121 const Tag ReferenceID = 9633;
122 const Tag RelatedSecurityID = 1650;
124 const Tag RelatedSymbol = 1649;
125 const Tag RiskSet = 37721;
126 const Tag RptSeq = 83;
127 const Tag SecurityAltID = 455;
129 const Tag SecurityExchange = 207;
130 const Tag SecurityGroup = 1151;
131 const Tag SecurityID = 48;
133 const Tag SecuritySubType = 762;
136 const Tag SecurityType = 167;
138 const Tag SettlCurrency = 120;
139 const Tag SettlPriceType = 731;
140 const Tag Side = 54;
141 const Tag StrikeCurrency = 947;
142 const Tag StrikePrice = 202;
143 const Tag SubFraction = 37703;
144 const Tag Symbol = 55;
145 const Tag Text = 58;
146 const Tag TickRule = 6350;
147 const Tag TotNumReports = 911;
148 const Tag TradeDate = 75;
149 const Tag TradeableSize = 37719;
152 const Tag TransactTime = 60;
153 const Tag UnderlyingProduct = 462;
156 const Tag UnderlyingSymbol = 311;
157 const Tag UnitOfMeasure = 996;
158 const Tag UnitOfMeasureQty = 1147;
160 
161 } // namespace Tags
162 
const Tag StrikePrice
Definition: Tags.h:142
const Tag PriceDisplayFormat
Definition: Tags.h:115
const Tag CountryOfIssue
Definition: Tags.h:36
const Tag CouponDayCount
Definition: Tags.h:37
const Tag PartyRoleClearingOrg
Definition: Tags.h:114
OrderUpdateAction type.
Definition: Fields.h:498
const Tag MDSecurityTradingStatus
Definition: Tags.h:77
InstAttribValue type.
Definition: Fields.h:714
const Tag EventTime
Definition: Tags.h:47
const Tag OriginalContractSize
Definition: Tags.h:112
const Tag LegSecurityIDSource
Definition: Tags.h:66
const Tag MarketDepth
Definition: Tags.h:81
const Tag LastUpdateTime
Definition: Tags.h:61
const Tag QuoteReqID
Definition: Tags.h:119
const Tag NoUnderlyings
Definition: Tags.h:105
const Tag TransactTime
Definition: Tags.h:152
const Tag TradingReferenceDate
Definition: Tags.h:150
MatchEventIndicator type.
Definition: Fields.h:881
const Tag MDEntryType
Definition: Tags.h:73
const Tag MDDisplayQty
Definition: Tags.h:70
#define ONIXS_CMEMDHFIX_NAMESPACE_BEGIN
Definition: Bootstrap.h:70
const Tag SecurityExchange
Definition: Tags.h:129
const Tag MDTradeEntryID
Definition: Tags.h:78
const Tag LastMsgSeqNumProcessed
Definition: Tags.h:59
const Tag TradingReferencePrice
Definition: Tags.h:151
LegSide type.
Definition: Fields.h:279
const Tag SecurityID
Definition: Tags.h:131
const Tag TotNumReports
Definition: Tags.h:147
const Tag UnderlyingSymbol
Definition: Tags.h:156
const Tag UnderlyingProduct
Definition: Tags.h:153
const Tag LegSecurityID
Definition: Tags.h:65
const Tag MinLotSize
Definition: Tags.h:91
const Tag TradeableSize
Definition: Tags.h:149
const Tag DecayQuantity
Definition: Tags.h:44
const Tag NoOrderIDEntries
Definition: Tags.h:102
const Tag ContractMultiplierUnit
Definition: Tags.h:35
EventType type.
Definition: Fields.h:234
const Tag NumberOfOrders
Definition: Tags.h:106
const Tag MaturityDate
Definition: Tags.h:86
const Tag NoInstAttrib
Definition: Tags.h:97
const Tag RelatedSymbol
Definition: Tags.h:124
const Tag ContractMultiplier
Definition: Tags.h:34
const Tag LowLimitPrice
Definition: Tags.h:69
const Tag NoChunks
Definition: Tags.h:95
const Tag RelatedSecurityIDSource
Definition: Tags.h:123
const Tag NoEvents
Definition: Tags.h:96
SecurityAltIDSource type.
Definition: Fields.h:570
const Tag LegPrice
Definition: Tags.h:63
const Tag NoLotTypeRules
Definition: Tags.h:99
const Tag Currency
Definition: Tags.h:41
const Tag PriceRatio
Definition: Tags.h:117
const Tag UnitOfMeasureQty
Definition: Tags.h:158
Year, Month and Date.
Definition: Composites.h:87
#define ONIXS_CMEMDHFIX_NAMESPACE_END
Definition: Bootstrap.h:71
const Tag MaxPriceVariation
Definition: Tags.h:88
const Tag MDPriceLevel
Definition: Tags.h:76
const Tag UnderlyingSecurityIDSource
Definition: Tags.h:155
const Tag DisplayFactor
Definition: Tags.h:46
const Tag MDFeedType
Definition: Tags.h:74
SettlPriceType type.
Definition: Fields.h:952
const Tag DecayStartDate
Definition: Tags.h:45
const Tag MarketSet
Definition: Tags.h:83
HaltReason type.
Definition: Fields.h:249
const Tag MDEntrySize
Definition: Tags.h:72
const Tag MinTradeVol
Definition: Tags.h:94
const Tag HighLimitPrice
Definition: Tags.h:53
const Tag SecurityType
Definition: Tags.h:136
const Tag MainFraction
Definition: Tags.h:80
Char UserDefinedInstrument
UserDefinedInstrument type.
Definition: Fields.h:186
AggressorSide type.
Definition: Fields.h:216
const Tag PriceQuoteMethod
Definition: Tags.h:116
SecurityUpdateAction type.
Definition: Fields.h:660
const Tag MDOrderPriority
Definition: Tags.h:75
const Tag MDUpdateAction
Definition: Tags.h:79
const Tag NoMDEntries
Definition: Tags.h:100
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:537
SecurityTradingEvent type.
Definition: Fields.h:585
const Tag UnderlyingSecurityID
Definition: Tags.h:154
const Tag RelatedSecurityID
Definition: Tags.h:122
const Tag InstrumentGUID
Definition: Tags.h:56
OpenCloseSettlFlag type.
Definition: Fields.h:471
const Tag MinCabPrice
Definition: Tags.h:90
const Tag SecurityGroup
Definition: Tags.h:130
const Tag OpenInterestQty
Definition: Tags.h:108
const Tag MDEntryPx
Definition: Tags.h:71
const Tag FlowScheduleType
Definition: Tags.h:50
const Tag CouponFrequencyPeriod
Definition: Tags.h:38
const Tag MatchAlgorithm
Definition: Tags.h:84
const Tag StrikeCurrency
Definition: Tags.h:141
const Tag NoRelatedInstruments
Definition: Tags.h:103
const Tag MinPriceIncrementAmount
Definition: Tags.h:93
const Tag DatedDate
Definition: Tags.h:43
const Tag LegRatioQty
Definition: Tags.h:64
const Tag LegOptionDelta
Definition: Tags.h:62
const Tag MarketSegmentID
Definition: Tags.h:82
const Tag MaxTradeVol
Definition: Tags.h:89
const Tag CouponRate
Definition: Tags.h:40
const Tag NoMDFeedTypes
Definition: Tags.h:101
const Tag UnitOfMeasure
Definition: Tags.h:157
Side type.
Definition: Fields.h:678
const Tag SubFraction
Definition: Tags.h:143
const Tag MinPriceIncrement
Definition: Tags.h:92
const Tag IssueDate
Definition: Tags.h:57
SecurityTradingStatus type.
Definition: Fields.h:612
const Tag NoRelatedSym
Definition: Tags.h:104
const Tag HeartBtInt
Definition: Tags.h:52
const Tag ClearedVolume
Definition: Tags.h:33
const Tag SecurityAltID
Definition: Tags.h:127
const Tag CouponFrequencyUnit
Definition: Tags.h:39
const Tag ReferenceID
Definition: Tags.h:121
const Tag FinancialInstrumentFullName
Definition: Tags.h:49
Integral constant.
Definition: Integral.h:83
const Tag CurrentChunk
Definition: Tags.h:42
const Tag SettlCurrency
Definition: Tags.h:138
const Tag SecuritySubType
Definition: Tags.h:133