OnixS C++ CME MDP Premium Market Data Handler 5.10.2
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Tags.h
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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{
29 constexpr Tag AggressorSide = 5797;
30 constexpr Tag AltMinPriceIncrement = 37739;
31 constexpr Tag AltMinQuoteLife = 37738;
33 constexpr Tag ApplId = 1180;
34 constexpr Tag Asset = 6937;
35 constexpr Tag CfiCode = 461;
36 constexpr Tag Chunks = 37709;
37 constexpr Tag ClearedVolume = 5791;
38 constexpr Tag ContractMultiplier = 231;
39 constexpr Tag ContractMultiplierUnit = 1435;
40 constexpr Tag CountryOfIssue = 470;
41 constexpr Tag CouponDayCount = 1950;
42 constexpr Tag CouponFrequencyPeriod = 1948;
43 constexpr Tag CouponFrequencyUnit = 1949;
44 constexpr Tag CouponRate = 223;
45 constexpr Tag Currency = 15;
46 constexpr Tag CurrentChunk = 37710;
47 constexpr Tag DatedDate = 873;
48 constexpr Tag DecayQuantity = 5818;
49 constexpr Tag DecayStartDate = 5819;
50 constexpr Tag DisplayFactor = 9787;
51 constexpr Tag DisplayQty = 37706;
52 constexpr Tag Entries = 268;
53 constexpr Tag EntryPx = 270;
54 constexpr Tag EntrySize = 271;
55 constexpr Tag EntryType = 269;
56 constexpr Tag EventTime = 1145;
57 constexpr Tag EventType = 865;
58 constexpr Tag Events = 864;
59 constexpr Tag FeedType = 1022;
60 constexpr Tag FeedTypes = 1141;
62 constexpr Tag FixRateLocalTime = 37726;
63 constexpr Tag FixRateLocalTimeZone = 37727;
64 constexpr Tag FlowScheduleType = 1439;
65 constexpr Tag FxBenchmarkRateFix = 2796;
66 constexpr Tag FxCurrencySymbol = 37725;
67 constexpr Tag HaltReason = 327;
68 constexpr Tag HeartBtInt = 108;
69 constexpr Tag HighLimitPrice = 1149;
70 constexpr Tag InstAttrib = 870;
71 constexpr Tag InstAttribType = 871;
72 constexpr Tag InstAttribValue = 872;
73 constexpr Tag InstrumentGUId = 37513;
74 constexpr Tag InterveningDays = 37730;
75 constexpr Tag IssueDate = 225;
76 constexpr Tag Issuer = 106;
77 constexpr Tag LastMsgSeqNumProcessed = 369;
78 constexpr Tag LastQty = 32;
79 constexpr Tag LastUpdateTime = 779;
80 constexpr Tag LegOptionDelta = 1017;
81 constexpr Tag LegPrice = 566;
82 constexpr Tag LegRatioQty = 623;
83 constexpr Tag LegSecurityId = 602;
84 constexpr Tag LegSecurityIdSource = 603;
85 constexpr Tag LegSide = 624;
86 constexpr Tag Legs = 555;
87 constexpr Tag LotType = 1093;
88 constexpr Tag LotTypeRules = 1234;
89 constexpr Tag LowLimitPrice = 1148;
90 constexpr Tag MainFraction = 37702;
91 constexpr Tag MarketDepth = 264;
92 constexpr Tag MarketSegmentId = 1300;
93 constexpr Tag MarketSet = 37722;
94 constexpr Tag MatchAlgorithm = 1142;
95 constexpr Tag MatchEventIndicator = 5799;
96 constexpr Tag MaturityDate = 541;
97 constexpr Tag MaturityMonthYear = 200;
98 constexpr Tag MaxBidAskConstraint = 37743;
99 constexpr Tag MaxPriceDiscretionOffset = 37728;
100 constexpr Tag MaxPriceVariation = 1143;
101 constexpr Tag MaxTradeVol = 1140;
102 constexpr Tag MdSecurityTradingStatus = 1682;
103 constexpr Tag MinCabPrice = 9850;
104 constexpr Tag MinLotSize = 1231;
105 constexpr Tag MinPriceIncrement = 969;
106 constexpr Tag MinPriceIncrementAmount = 1146;
107 constexpr Tag MinQuoteLife = 37731;
108 constexpr Tag MinTradeVol = 562;
109 constexpr Tag NumberOfOrders = 346;
110 constexpr Tag OpenCloseSettlFlag = 286;
111 constexpr Tag OpenInterestQty = 5792;
112 constexpr Tag OrderId = 37;
113 constexpr Tag OrderIdEntries = 37705;
114 constexpr Tag OrderPriority = 37707;
115 constexpr Tag OrderQty = 38;
116 constexpr Tag OrderUpdateAction = 37708;
117 constexpr Tag OriginalContractSize = 5849;
118 constexpr Tag ParValue = 37723;
119 constexpr Tag PartyRoleClearingOrg = 9736;
120 constexpr Tag PriceDisplayFormat = 9800;
121 constexpr Tag PriceLevel = 1023;
122 constexpr Tag PricePrecision = 2349;
123 constexpr Tag PriceQuoteCurrency = 1524;
124 constexpr Tag PriceQuoteMethod = 1196;
125 constexpr Tag PriceRatio = 5770;
126 constexpr Tag PutOrCall = 201;
127 constexpr Tag QuoteReqId = 131;
128 constexpr Tag QuoteType = 537;
129 constexpr Tag RateSource = 1446;
130 constexpr Tag ReferenceId = 9633;
131 constexpr Tag RelatedInstruments = 1647;
132 constexpr Tag RelatedSecurityId = 1650;
133 constexpr Tag RelatedSecurityIdSource = 1651;
134 constexpr Tag RelatedSym = 146;
135 constexpr Tag RelatedSymbol = 1649;
136 constexpr Tag RiskSet = 37721;
137 constexpr Tag RptSeq = 83;
138 constexpr Tag SecurityAltId = 455;
139 constexpr Tag SecurityAltIdSource = 456;
140 constexpr Tag SecurityExchange = 207;
141 constexpr Tag SecurityGroup = 1151;
142 constexpr Tag SecurityId = 48;
143 constexpr Tag SecurityIdSource = 22;
144 constexpr Tag SecuritySubType = 762;
145 constexpr Tag SecurityTradingEvent = 1174;
146 constexpr Tag SecurityTradingStatus = 326;
147 constexpr Tag SecurityType = 167;
148 constexpr Tag SecurityUpdateAction = 980;
149 constexpr Tag SettlCurrency = 120;
150 constexpr Tag SettlDate = 64;
151 constexpr Tag SettlPriceType = 731;
152 constexpr Tag SettlType = 63;
153 constexpr Tag SettlementLocale = 37734;
154 constexpr Tag Side = 54;
155 constexpr Tag StrikeCurrency = 947;
156 constexpr Tag StrikePrice = 202;
157 constexpr Tag SubFraction = 37703;
158 constexpr Tag Symbol = 55;
159 constexpr Tag Text = 58;
160 constexpr Tag TickRule = 6350;
161 constexpr Tag TotNumReports = 911;
162 constexpr Tag TradeDate = 75;
163 constexpr Tag TradeEntryId = 37711;
164 constexpr Tag TradeableSize = 37719;
165 constexpr Tag TradingReferenceDate = 5796;
166 constexpr Tag TradingReferencePrice = 1150;
167 constexpr Tag TradingSessions = 386;
168 constexpr Tag TransactTime = 60;
169 constexpr Tag UnderlyingProduct = 462;
170 constexpr Tag UnderlyingSecurityId = 309;
172 constexpr Tag UnderlyingSymbol = 311;
173 constexpr Tag Underlyings = 711;
174 constexpr Tag UnitOfMeasure = 996;
175 constexpr Tag UnitOfMeasureQty = 1147;
176 constexpr Tag UpdateAction = 279;
177 constexpr Tag UserDefinedInstrument = 9779;
178}
179
#define ONIXS_CMEMDH_MESSAGING_TAGBASED_NAMESPACE_BEGIN
Definition Bootstrap.h:60
#define ONIXS_CMEMDH_MESSAGING_TAGBASED_NAMESPACE_END
Definition Bootstrap.h:61
constexpr Tag ContractMultiplierUnit
Definition Tags.h:39
constexpr Tag AltPriceIncrementConstraint
Definition Tags.h:32
constexpr Tag CouponFrequencyPeriod
Definition Tags.h:42
constexpr Tag MaxPriceDiscretionOffset
Definition Tags.h:99
constexpr Tag MdSecurityTradingStatus
Definition Tags.h:102
constexpr Tag UnderlyingSecurityIdSource
Definition Tags.h:171
constexpr Tag MinPriceIncrementAmount
Definition Tags.h:106
constexpr Tag RelatedSecurityIdSource
Definition Tags.h:133
constexpr Tag FinancialInstrumentFullName
Definition Tags.h:61
constexpr Tag LastMsgSeqNumProcessed
Definition Tags.h:77