OnixS C++ CME MDP Premium Market Data Handler 5.10.2
Users' manual and API documentation
Loading...
Searching...
No Matches
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::Messaging
namespace  OnixS::CME::MDH::Messaging::FIX
namespace  OnixS::CME::MDH::Messaging::FIX::Tags

Variables

constexpr Tag AggressorSide = 5797
constexpr Tag AltMinPriceIncrement = 37739
constexpr Tag AltMinQuoteLife = 37738
constexpr Tag AltPriceIncrementConstraint = 37742
constexpr Tag ApplId = 1180
constexpr Tag Asset = 6937
constexpr Tag CfiCode = 461
constexpr Tag Chunks = 37709
constexpr Tag ClearedVolume = 5791
constexpr Tag ContractMultiplier = 231
constexpr Tag ContractMultiplierUnit = 1435
constexpr Tag CountryOfIssue = 470
constexpr Tag CouponDayCount = 1950
constexpr Tag CouponFrequencyPeriod = 1948
constexpr Tag CouponFrequencyUnit = 1949
constexpr Tag CouponRate = 223
constexpr Tag Currency = 15
constexpr Tag CurrentChunk = 37710
constexpr Tag DatedDate = 873
constexpr Tag DecayQuantity = 5818
constexpr Tag DecayStartDate = 5819
constexpr Tag DisplayFactor = 9787
constexpr Tag DisplayQty = 37706
constexpr Tag Entries = 268
constexpr Tag EntryPx = 270
constexpr Tag EntrySize = 271
constexpr Tag EntryType = 269
constexpr Tag EventTime = 1145
constexpr Tag EventType = 865
constexpr Tag Events = 864
constexpr Tag FeedType = 1022
constexpr Tag FeedTypes = 1141
constexpr Tag FinancialInstrumentFullName = 2714
constexpr Tag FixRateLocalTime = 37726
constexpr Tag FixRateLocalTimeZone = 37727
constexpr Tag FlowScheduleType = 1439
constexpr Tag FxBenchmarkRateFix = 2796
constexpr Tag FxCurrencySymbol = 37725
constexpr Tag HaltReason = 327
constexpr Tag HeartBtInt = 108
constexpr Tag HighLimitPrice = 1149
constexpr Tag InstAttrib = 870
constexpr Tag InstAttribType = 871
constexpr Tag InstAttribValue = 872
constexpr Tag InstrumentGUId = 37513
constexpr Tag InterveningDays = 37730
constexpr Tag IssueDate = 225
constexpr Tag Issuer = 106
constexpr Tag LastMsgSeqNumProcessed = 369
constexpr Tag LastQty = 32
constexpr Tag LastUpdateTime = 779
constexpr Tag LegOptionDelta = 1017
constexpr Tag LegPrice = 566
constexpr Tag LegRatioQty = 623
constexpr Tag LegSecurityId = 602
constexpr Tag LegSecurityIdSource = 603
constexpr Tag LegSide = 624
constexpr Tag Legs = 555
constexpr Tag LotType = 1093
constexpr Tag LotTypeRules = 1234
constexpr Tag LowLimitPrice = 1148
constexpr Tag MainFraction = 37702
constexpr Tag MarketDepth = 264
constexpr Tag MarketSegmentId = 1300
constexpr Tag MarketSet = 37722
constexpr Tag MatchAlgorithm = 1142
constexpr Tag MatchEventIndicator = 5799
constexpr Tag MaturityDate = 541
constexpr Tag MaturityMonthYear = 200
constexpr Tag MaxBidAskConstraint = 37743
constexpr Tag MaxPriceDiscretionOffset = 37728
constexpr Tag MaxPriceVariation = 1143
constexpr Tag MaxTradeVol = 1140
constexpr Tag MdSecurityTradingStatus = 1682
constexpr Tag MinCabPrice = 9850
constexpr Tag MinLotSize = 1231
constexpr Tag MinPriceIncrement = 969
constexpr Tag MinPriceIncrementAmount = 1146
constexpr Tag MinQuoteLife = 37731
constexpr Tag MinTradeVol = 562
constexpr Tag NumberOfOrders = 346
constexpr Tag OpenCloseSettlFlag = 286
constexpr Tag OpenInterestQty = 5792
constexpr Tag OrderId = 37
constexpr Tag OrderIdEntries = 37705
constexpr Tag OrderPriority = 37707
constexpr Tag OrderQty = 38
constexpr Tag OrderUpdateAction = 37708
constexpr Tag OriginalContractSize = 5849
constexpr Tag ParValue = 37723
constexpr Tag PartyRoleClearingOrg = 9736
constexpr Tag PriceDisplayFormat = 9800
constexpr Tag PriceLevel = 1023
constexpr Tag PricePrecision = 2349
constexpr Tag PriceQuoteCurrency = 1524
constexpr Tag PriceQuoteMethod = 1196
constexpr Tag PriceRatio = 5770
constexpr Tag PutOrCall = 201
constexpr Tag QuoteReqId = 131
constexpr Tag QuoteType = 537
constexpr Tag RateSource = 1446
constexpr Tag ReferenceId = 9633
constexpr Tag RelatedInstruments = 1647
constexpr Tag RelatedSecurityId = 1650
constexpr Tag RelatedSecurityIdSource = 1651
constexpr Tag RelatedSym = 146
constexpr Tag RelatedSymbol = 1649
constexpr Tag RiskSet = 37721
constexpr Tag RptSeq = 83
constexpr Tag SecurityAltId = 455
constexpr Tag SecurityAltIdSource = 456
constexpr Tag SecurityExchange = 207
constexpr Tag SecurityGroup = 1151
constexpr Tag SecurityId = 48
constexpr Tag SecurityIdSource = 22
constexpr Tag SecuritySubType = 762
constexpr Tag SecurityTradingEvent = 1174
constexpr Tag SecurityTradingStatus = 326
constexpr Tag SecurityType = 167
constexpr Tag SecurityUpdateAction = 980
constexpr Tag SettlCurrency = 120
constexpr Tag SettlDate = 64
constexpr Tag SettlPriceType = 731
constexpr Tag SettlType = 63
constexpr Tag SettlementLocale = 37734
constexpr Tag Side = 54
constexpr Tag StrikeCurrency = 947
constexpr Tag StrikePrice = 202
constexpr Tag SubFraction = 37703
constexpr Tag Symbol = 55
constexpr Tag Text = 58
constexpr Tag TickRule = 6350
constexpr Tag TotNumReports = 911
constexpr Tag TradeDate = 75
constexpr Tag TradeEntryId = 37711
constexpr Tag TradeableSize = 37719
constexpr Tag TradingReferenceDate = 5796
constexpr Tag TradingReferencePrice = 1150
constexpr Tag TradingSessions = 386
constexpr Tag TransactTime = 60
constexpr Tag UnderlyingProduct = 462
constexpr Tag UnderlyingSecurityId = 309
constexpr Tag UnderlyingSecurityIdSource = 305
constexpr Tag UnderlyingSymbol = 311
constexpr Tag Underlyings = 711
constexpr Tag UnitOfMeasure = 996
constexpr Tag UnitOfMeasureQty = 1147
constexpr Tag UpdateAction = 279
constexpr Tag UserDefinedInstrument = 9779