OnixS C++ CME Market Data Handler  5.4.0
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 
30  const Tag AggressorSide = 5797;
31  const Tag ApplID = 1180;
32  const Tag Asset = 6937;
33  const Tag CFICode = 461;
34  const Tag ClearedVolume = 5791;
35  const Tag ContractMultiplier = 231;
37  const Tag CountryOfIssue = 470;
38  const Tag CouponDayCount = 1950;
39  const Tag CouponFrequencyPeriod = 1948;
40  const Tag CouponFrequencyUnit = 1949;
41  const Tag CouponRate = 223;
42  const Tag Currency = 15;
43  const Tag CurrentChunk = 37710;
44  const Tag DatedDate = 873;
45  const Tag DecayQuantity = 5818;
46  const Tag DecayStartDate = 5819;
47  const Tag DisplayFactor = 9787;
48  const Tag EventTime = 1145;
49  const Tag EventType = 865;
51  const Tag FlowScheduleType = 1439;
52  const Tag HaltReason = 327;
53  const Tag HeartBtInt = 108;
54  const Tag HighLimitPrice = 1149;
55  const Tag InstAttribType = 871;
56  const Tag InstAttribValue = 872;
57  const Tag InstrumentGUID = 37513;
58  const Tag IssueDate = 225;
59  const Tag Issuer = 106;
61  const Tag LastQty = 32;
62  const Tag LastUpdateTime = 779;
63  const Tag LegOptionDelta = 1017;
64  const Tag LegPrice = 566;
65  const Tag LegRatioQty = 623;
66  const Tag LegSecurityID = 602;
67  const Tag LegSecurityIDSource = 603;
68  const Tag LegSide = 624;
69  const Tag LotType = 1093;
70  const Tag LowLimitPrice = 1148;
71  const Tag MDDisplayQty = 37706;
72  const Tag MDEntryPx = 270;
73  const Tag MDEntrySize = 271;
74  const Tag MDEntryType = 269;
75  const Tag MDFeedType = 1022;
76  const Tag MDOrderPriority = 37707;
77  const Tag MDPriceLevel = 1023;
79  const Tag MDTradeEntryID = 37711;
80  const Tag MDUpdateAction = 279;
81  const Tag MainFraction = 37702;
82  const Tag MarketDepth = 264;
83  const Tag MarketSegmentID = 1300;
84  const Tag MarketSet = 37722;
85  const Tag MatchAlgorithm = 1142;
86  const Tag MatchEventIndicator = 5799;
87  const Tag MaturityDate = 541;
88  const Tag MaturityMonthYear = 200;
89  const Tag MaxPriceVariation = 1143;
90  const Tag MaxTradeVol = 1140;
91  const Tag MinCabPrice = 9850;
92  const Tag MinLotSize = 1231;
93  const Tag MinPriceIncrement = 969;
95  const Tag MinTradeVol = 562;
96  const Tag NoChunks = 37709;
97  const Tag NoEvents = 864;
98  const Tag NoInstAttrib = 870;
99  const Tag NoLegs = 555;
100  const Tag NoLotTypeRules = 1234;
101  const Tag NoMDEntries = 268;
102  const Tag NoMDFeedTypes = 1141;
103  const Tag NoOrderIDEntries = 37705;
104  const Tag NoRelatedInstruments = 1647;
105  const Tag NoRelatedSym = 146;
106  const Tag NoUnderlyings = 711;
107  const Tag NumberOfOrders = 346;
108  const Tag OpenCloseSettlFlag = 286;
109  const Tag OpenInterestQty = 5792;
110  const Tag OrderID = 37;
111  const Tag OrderQty = 38;
112  const Tag OrderUpdateAction = 37708;
113  const Tag OriginalContractSize = 5849;
114  const Tag ParValue = 37723;
115  const Tag PartyRoleClearingOrg = 9736;
116  const Tag PriceDisplayFormat = 9800;
117  const Tag PriceQuoteMethod = 1196;
118  const Tag PriceRatio = 5770;
119  const Tag PutOrCall = 201;
120  const Tag QuoteReqID = 131;
121  const Tag QuoteType = 537;
122  const Tag ReferenceID = 9633;
123  const Tag RelatedSecurityID = 1650;
125  const Tag RelatedSymbol = 1649;
126  const Tag RiskSet = 37721;
127  const Tag RptSeq = 83;
128  const Tag SecurityAltID = 455;
130  const Tag SecurityExchange = 207;
131  const Tag SecurityGroup = 1151;
132  const Tag SecurityID = 48;
133  const Tag SecurityIDSource = 22;
134  const Tag SecuritySubType = 762;
135  const Tag SecurityTradingEvent = 1174;
137  const Tag SecurityType = 167;
139  const Tag SettlCurrency = 120;
140  const Tag SettlPriceType = 731;
141  const Tag Side = 54;
142  const Tag StrikeCurrency = 947;
143  const Tag StrikePrice = 202;
144  const Tag SubFraction = 37703;
145  const Tag Symbol = 55;
146  const Tag Text = 58;
147  const Tag TickRule = 6350;
148  const Tag TotNumReports = 911;
149  const Tag TradeDate = 75;
150  const Tag TradeableSize = 37719;
151  const Tag TradingReferenceDate = 5796;
153  const Tag TransactTime = 60;
154  const Tag UnderlyingProduct = 462;
157  const Tag UnderlyingSymbol = 311;
158  const Tag UnitOfMeasure = 996;
159  const Tag UnitOfMeasureQty = 1147;
161 
162 }
163 
const Tag StrikePrice
Definition: Tags.h:143
const Tag PriceDisplayFormat
Definition: Tags.h:116
const Tag CountryOfIssue
Definition: Tags.h:37
const Tag CouponDayCount
Definition: Tags.h:38
const Tag PartyRoleClearingOrg
Definition: Tags.h:115
OrderUpdateAction type.
Definition: Fields.h:556
const Tag MDSecurityTradingStatus
Definition: Tags.h:78
InstAttribValue type.
Definition: Fields.h:772
const Tag EventTime
Definition: Tags.h:48
const Tag OriginalContractSize
Definition: Tags.h:113
const Tag LegSecurityIDSource
Definition: Tags.h:67
const Tag MarketDepth
Definition: Tags.h:82
const Tag LastUpdateTime
Definition: Tags.h:62
const Tag QuoteReqID
Definition: Tags.h:120
const Tag NoUnderlyings
Definition: Tags.h:106
const Tag TransactTime
Definition: Tags.h:153
const Tag TradingReferenceDate
Definition: Tags.h:151
MatchEventIndicator type.
Definition: Fields.h:939
const Tag MDEntryType
Definition: Tags.h:74
const Tag MDDisplayQty
Definition: Tags.h:71
#define ONIXS_CMEMDHFIX_NAMESPACE_BEGIN
Definition: Bootstrap.h:160
const Tag SecurityExchange
Definition: Tags.h:130
const Tag MDTradeEntryID
Definition: Tags.h:79
const Tag LastMsgSeqNumProcessed
Definition: Tags.h:60
const Tag TradingReferencePrice
Definition: Tags.h:152
LegSide type.
Definition: Fields.h:337
const Tag SecurityID
Definition: Tags.h:132
const Tag TotNumReports
Definition: Tags.h:148
const Tag UnderlyingSymbol
Definition: Tags.h:157
const Tag UnderlyingProduct
Definition: Tags.h:154
const Tag LegSecurityID
Definition: Tags.h:66
const Tag MinLotSize
Definition: Tags.h:92
const Tag TradeableSize
Definition: Tags.h:150
const Tag DecayQuantity
Definition: Tags.h:45
const Tag NoOrderIDEntries
Definition: Tags.h:103
const Tag ContractMultiplierUnit
Definition: Tags.h:36
EventType type.
Definition: Fields.h:292
const Tag NumberOfOrders
Definition: Tags.h:107
const Tag MaturityDate
Definition: Tags.h:87
const Tag NoInstAttrib
Definition: Tags.h:98
const Tag RelatedSymbol
Definition: Tags.h:125
const Tag ContractMultiplier
Definition: Tags.h:35
const Tag LowLimitPrice
Definition: Tags.h:70
const Tag NoChunks
Definition: Tags.h:96
const Tag RelatedSecurityIDSource
Definition: Tags.h:124
const Tag NoEvents
Definition: Tags.h:97
SecurityAltIDSource type.
Definition: Fields.h:628
const Tag LegPrice
Definition: Tags.h:64
const Tag NoLotTypeRules
Definition: Tags.h:100
const Tag Currency
Definition: Tags.h:42
const Tag PriceRatio
Definition: Tags.h:118
const Tag UnitOfMeasureQty
Definition: Tags.h:159
#define ONIXS_CMEMDHFIX_NAMESPACE_END
Definition: Bootstrap.h:164
const Tag MaxPriceVariation
Definition: Tags.h:89
const Tag MDPriceLevel
Definition: Tags.h:77
const Tag UnderlyingSecurityIDSource
Definition: Tags.h:156
const Tag DisplayFactor
Definition: Tags.h:47
const Tag MDFeedType
Definition: Tags.h:75
SettlPriceType type.
Definition: Fields.h:1010
const Tag DecayStartDate
Definition: Tags.h:46
const Tag MarketSet
Definition: Tags.h:84
HaltReason type.
Definition: Fields.h:307
const Tag MDEntrySize
Definition: Tags.h:73
const Tag MinTradeVol
Definition: Tags.h:95
const Tag HighLimitPrice
Definition: Tags.h:54
const Tag SecurityType
Definition: Tags.h:137
const Tag MainFraction
Definition: Tags.h:81
Char UserDefinedInstrument
Definition: Fields.h:239
AggressorSide type.
Definition: Fields.h:274
const Tag PriceQuoteMethod
Definition: Tags.h:117
SecurityUpdateAction type.
Definition: Fields.h:718
const Tag MDOrderPriority
Definition: Tags.h:76
const Tag MDUpdateAction
Definition: Tags.h:80
const Tag NoMDEntries
Definition: Tags.h:101
UInt32 Tag
Definition: Tag.h:29
PutOrCall type.
Definition: Fields.h:595
SecurityTradingEvent type.
Definition: Fields.h:643
const Tag UnderlyingSecurityID
Definition: Tags.h:155
const Tag RelatedSecurityID
Definition: Tags.h:123
const Tag InstrumentGUID
Definition: Tags.h:57
OpenCloseSettlFlag type.
Definition: Fields.h:529
const Tag MinCabPrice
Definition: Tags.h:91
const Tag SecurityGroup
Definition: Tags.h:131
const Tag OpenInterestQty
Definition: Tags.h:109
const Tag MDEntryPx
Definition: Tags.h:72
const Tag FlowScheduleType
Definition: Tags.h:51
const Tag CouponFrequencyPeriod
Definition: Tags.h:39
const Tag MatchAlgorithm
Definition: Tags.h:85
const Tag StrikeCurrency
Definition: Tags.h:142
const Tag NoRelatedInstruments
Definition: Tags.h:104
const Tag MinPriceIncrementAmount
Definition: Tags.h:94
const Tag DatedDate
Definition: Tags.h:44
const Tag LegRatioQty
Definition: Tags.h:65
const Tag LegOptionDelta
Definition: Tags.h:63
const Tag MarketSegmentID
Definition: Tags.h:83
const Tag MaxTradeVol
Definition: Tags.h:90
const Tag CouponRate
Definition: Tags.h:41
const Tag NoMDFeedTypes
Definition: Tags.h:102
const Tag UnitOfMeasure
Definition: Tags.h:158
Side type.
Definition: Fields.h:736
const Tag SubFraction
Definition: Tags.h:144
const Tag MinPriceIncrement
Definition: Tags.h:93
const Tag IssueDate
Definition: Tags.h:58
SecurityTradingStatus type.
Definition: Fields.h:670
const Tag NoRelatedSym
Definition: Tags.h:105
const Tag HeartBtInt
Definition: Tags.h:53
const Tag ClearedVolume
Definition: Tags.h:34
const Tag SecurityAltID
Definition: Tags.h:128
const Tag CouponFrequencyUnit
Definition: Tags.h:40
const Tag ReferenceID
Definition: Tags.h:122
const Tag FinancialInstrumentFullName
Definition: Tags.h:50
Integral constant.
Definition: Integral.h:88
const Tag CurrentChunk
Definition: Tags.h:43
const Tag SettlCurrency
Definition: Tags.h:139
const Tag SecuritySubType
Definition: Tags.h:134