OnixS C++ CME MDP Premium Market Data Handler 5.9.0
API Documentation
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OnixS::CME::MDH::FIX::Tags Namespace Reference

Variables

const Tag AggressorSide = 5797
const Tag AltMinPriceIncrement = 37739
const Tag AltMinQuoteLife = 37738
const Tag AltPriceIncrementConstraint = 37742
const Tag ApplID = 1180
const Tag Asset = 6937
const Tag CFICode = 461
const Tag ClearedVolume = 5791
const Tag ContractMultiplier = 231
const Tag ContractMultiplierUnit = 1435
const Tag CountryOfIssue = 470
const Tag CouponDayCount = 1950
const Tag CouponFrequencyPeriod = 1948
const Tag CouponFrequencyUnit = 1949
const Tag CouponRate = 223
const Tag Currency = 15
const Tag CurrentChunk = 37710
const Tag DatedDate = 873
const Tag DecayQuantity = 5818
const Tag DecayStartDate = 5819
const Tag DisplayFactor = 9787
const Tag EventTime = 1145
const Tag EventType = 865
const Tag FXBenchmarkRateFix = 2796
const Tag FXCurrencySymbol = 37725
const Tag FinancialInstrumentFullName = 2714
const Tag FixRateLocalTime = 37726
const Tag FixRateLocalTimeZone = 37727
const Tag FlowScheduleType = 1439
const Tag HaltReason = 327
const Tag HeartBtInt = 108
const Tag HighLimitPrice = 1149
const Tag InstAttribType = 871
const Tag InstAttribValue = 872
const Tag InstrumentGUID = 37513
const Tag InterveningDays = 37730
const Tag IssueDate = 225
const Tag Issuer = 106
const Tag LastMsgSeqNumProcessed = 369
const Tag LastQty = 32
const Tag LastUpdateTime = 779
const Tag LegOptionDelta = 1017
const Tag LegPrice = 566
const Tag LegRatioQty = 623
const Tag LegSecurityID = 602
const Tag LegSecurityIDSource = 603
const Tag LegSide = 624
const Tag LotType = 1093
const Tag LowLimitPrice = 1148
const Tag MDDisplayQty = 37706
const Tag MDEntryPx = 270
const Tag MDEntrySize = 271
const Tag MDEntryType = 269
const Tag MDFeedType = 1022
const Tag MDOrderPriority = 37707
const Tag MDPriceLevel = 1023
const Tag MDSecurityTradingStatus = 1682
const Tag MDTradeEntryID = 37711
const Tag MDUpdateAction = 279
const Tag MainFraction = 37702
const Tag MarketDepth = 264
const Tag MarketSegmentID = 1300
const Tag MarketSet = 37722
const Tag MatchAlgorithm = 1142
const Tag MatchEventIndicator = 5799
const Tag MaturityDate = 541
const Tag MaturityMonthYear = 200
const Tag MaxBidAskConstraint = 37743
const Tag MaxPriceDiscretionOffset = 37728
const Tag MaxPriceVariation = 1143
const Tag MaxTradeVol = 1140
const Tag MinCabPrice = 9850
const Tag MinLotSize = 1231
const Tag MinPriceIncrement = 969
const Tag MinPriceIncrementAmount = 1146
const Tag MinQuoteLife = 37731
const Tag MinTradeVol = 562
const Tag NoChunks = 37709
const Tag NoEvents = 864
const Tag NoInstAttrib = 870
const Tag NoLegs = 555
const Tag NoLotTypeRules = 1234
const Tag NoMDEntries = 268
const Tag NoMDFeedTypes = 1141
const Tag NoOrderIDEntries = 37705
const Tag NoRelatedInstruments = 1647
const Tag NoRelatedSym = 146
const Tag NoTradingSessions = 386
const Tag NoUnderlyings = 711
const Tag NumberOfOrders = 346
const Tag OpenCloseSettlFlag = 286
const Tag OpenInterestQty = 5792
const Tag OrderID = 37
const Tag OrderQty = 38
const Tag OrderUpdateAction = 37708
const Tag OriginalContractSize = 5849
const Tag ParValue = 37723
const Tag PartyRoleClearingOrg = 9736
const Tag PriceDisplayFormat = 9800
const Tag PricePrecision = 2349
const Tag PriceQuoteCurrency = 1524
const Tag PriceQuoteMethod = 1196
const Tag PriceRatio = 5770
const Tag PutOrCall = 201
const Tag QuoteReqID = 131
const Tag QuoteType = 537
const Tag RateSource = 1446
const Tag ReferenceID = 9633
const Tag RelatedSecurityID = 1650
const Tag RelatedSecurityIDSource = 1651
const Tag RelatedSymbol = 1649
const Tag RiskSet = 37721
const Tag RptSeq = 83
const Tag SecurityAltID = 455
const Tag SecurityAltIDSource = 456
const Tag SecurityExchange = 207
const Tag SecurityGroup = 1151
const Tag SecurityID = 48
const Tag SecurityIDSource = 22
const Tag SecuritySubType = 762
const Tag SecurityTradingEvent = 1174
const Tag SecurityTradingStatus = 326
const Tag SecurityType = 167
const Tag SecurityUpdateAction = 980
const Tag SettlCurrency = 120
const Tag SettlDate = 64
const Tag SettlPriceType = 731
const Tag SettlType = 63
const Tag SettlementLocale = 37734
const Tag Side = 54
const Tag StrikeCurrency = 947
const Tag StrikePrice = 202
const Tag SubFraction = 37703
const Tag Symbol = 55
const Tag Text = 58
const Tag TickRule = 6350
const Tag TotNumReports = 911
const Tag TradeDate = 75
const Tag TradeableSize = 37719
const Tag TradingReferenceDate = 5796
const Tag TradingReferencePrice = 1150
const Tag TransactTime = 60
const Tag UnderlyingProduct = 462
const Tag UnderlyingSecurityID = 309
const Tag UnderlyingSecurityIDSource = 305
const Tag UnderlyingSymbol = 311
const Tag UnitOfMeasure = 996
const Tag UnitOfMeasureQty = 1147
const Tag UserDefinedInstrument = 9779

Variable Documentation

◆ AggressorSide

const Tag AggressorSide = 5797

Definition at line 29 of file Tags.h.

◆ AltMinPriceIncrement

const Tag AltMinPriceIncrement = 37739

Definition at line 30 of file Tags.h.

◆ AltMinQuoteLife

const Tag AltMinQuoteLife = 37738

Definition at line 31 of file Tags.h.

◆ AltPriceIncrementConstraint

const Tag AltPriceIncrementConstraint = 37742

Definition at line 32 of file Tags.h.

◆ ApplID

const Tag ApplID = 1180

Definition at line 33 of file Tags.h.

◆ Asset

const Tag Asset = 6937

Definition at line 34 of file Tags.h.

◆ CFICode

const Tag CFICode = 461

Definition at line 35 of file Tags.h.

◆ ClearedVolume

const Tag ClearedVolume = 5791

Definition at line 36 of file Tags.h.

◆ ContractMultiplier

const Tag ContractMultiplier = 231

Definition at line 37 of file Tags.h.

◆ ContractMultiplierUnit

const Tag ContractMultiplierUnit = 1435

Definition at line 38 of file Tags.h.

◆ CountryOfIssue

const Tag CountryOfIssue = 470

Definition at line 39 of file Tags.h.

◆ CouponDayCount

const Tag CouponDayCount = 1950

Definition at line 40 of file Tags.h.

◆ CouponFrequencyPeriod

const Tag CouponFrequencyPeriod = 1948

Definition at line 41 of file Tags.h.

◆ CouponFrequencyUnit

const Tag CouponFrequencyUnit = 1949

Definition at line 42 of file Tags.h.

◆ CouponRate

const Tag CouponRate = 223

Definition at line 43 of file Tags.h.

◆ Currency

const Tag Currency = 15

Definition at line 44 of file Tags.h.

◆ CurrentChunk

const Tag CurrentChunk = 37710

Definition at line 45 of file Tags.h.

◆ DatedDate

const Tag DatedDate = 873

Definition at line 46 of file Tags.h.

◆ DecayQuantity

const Tag DecayQuantity = 5818

Definition at line 47 of file Tags.h.

◆ DecayStartDate

const Tag DecayStartDate = 5819

Definition at line 48 of file Tags.h.

◆ DisplayFactor

const Tag DisplayFactor = 9787

Definition at line 49 of file Tags.h.

◆ EventTime

const Tag EventTime = 1145

Definition at line 50 of file Tags.h.

◆ EventType

const Tag EventType = 865

Definition at line 51 of file Tags.h.

◆ FinancialInstrumentFullName

const Tag FinancialInstrumentFullName = 2714

Definition at line 54 of file Tags.h.

◆ FixRateLocalTime

const Tag FixRateLocalTime = 37726

Definition at line 55 of file Tags.h.

◆ FixRateLocalTimeZone

const Tag FixRateLocalTimeZone = 37727

Definition at line 56 of file Tags.h.

◆ FlowScheduleType

const Tag FlowScheduleType = 1439

Definition at line 57 of file Tags.h.

◆ FXBenchmarkRateFix

const Tag FXBenchmarkRateFix = 2796

Definition at line 52 of file Tags.h.

◆ FXCurrencySymbol

const Tag FXCurrencySymbol = 37725

Definition at line 53 of file Tags.h.

◆ HaltReason

const Tag HaltReason = 327

Definition at line 58 of file Tags.h.

◆ HeartBtInt

const Tag HeartBtInt = 108

Definition at line 59 of file Tags.h.

◆ HighLimitPrice

const Tag HighLimitPrice = 1149

Definition at line 60 of file Tags.h.

◆ InstAttribType

const Tag InstAttribType = 871

Definition at line 61 of file Tags.h.

◆ InstAttribValue

const Tag InstAttribValue = 872

Definition at line 62 of file Tags.h.

◆ InstrumentGUID

const Tag InstrumentGUID = 37513

Definition at line 63 of file Tags.h.

◆ InterveningDays

const Tag InterveningDays = 37730

Definition at line 64 of file Tags.h.

◆ IssueDate

const Tag IssueDate = 225

Definition at line 65 of file Tags.h.

◆ Issuer

const Tag Issuer = 106

Definition at line 66 of file Tags.h.

◆ LastMsgSeqNumProcessed

const Tag LastMsgSeqNumProcessed = 369

Definition at line 67 of file Tags.h.

◆ LastQty

const Tag LastQty = 32

Definition at line 68 of file Tags.h.

◆ LastUpdateTime

const Tag LastUpdateTime = 779

Definition at line 69 of file Tags.h.

◆ LegOptionDelta

const Tag LegOptionDelta = 1017

Definition at line 70 of file Tags.h.

◆ LegPrice

const Tag LegPrice = 566

Definition at line 71 of file Tags.h.

◆ LegRatioQty

const Tag LegRatioQty = 623

Definition at line 72 of file Tags.h.

◆ LegSecurityID

const Tag LegSecurityID = 602

Definition at line 73 of file Tags.h.

◆ LegSecurityIDSource

const Tag LegSecurityIDSource = 603

Definition at line 74 of file Tags.h.

◆ LegSide

const Tag LegSide = 624

Definition at line 75 of file Tags.h.

◆ LotType

const Tag LotType = 1093

Definition at line 76 of file Tags.h.

◆ LowLimitPrice

const Tag LowLimitPrice = 1148

Definition at line 77 of file Tags.h.

◆ MainFraction

const Tag MainFraction = 37702

Definition at line 88 of file Tags.h.

◆ MarketDepth

const Tag MarketDepth = 264

Definition at line 89 of file Tags.h.

◆ MarketSegmentID

const Tag MarketSegmentID = 1300

Definition at line 90 of file Tags.h.

◆ MarketSet

const Tag MarketSet = 37722

Definition at line 91 of file Tags.h.

◆ MatchAlgorithm

const Tag MatchAlgorithm = 1142

Definition at line 92 of file Tags.h.

◆ MatchEventIndicator

const Tag MatchEventIndicator = 5799

Definition at line 93 of file Tags.h.

◆ MaturityDate

const Tag MaturityDate = 541

Definition at line 94 of file Tags.h.

◆ MaturityMonthYear

const Tag MaturityMonthYear = 200

Definition at line 95 of file Tags.h.

◆ MaxBidAskConstraint

const Tag MaxBidAskConstraint = 37743

Definition at line 96 of file Tags.h.

◆ MaxPriceDiscretionOffset

const Tag MaxPriceDiscretionOffset = 37728

Definition at line 97 of file Tags.h.

◆ MaxPriceVariation

const Tag MaxPriceVariation = 1143

Definition at line 98 of file Tags.h.

◆ MaxTradeVol

const Tag MaxTradeVol = 1140

Definition at line 99 of file Tags.h.

◆ MDDisplayQty

const Tag MDDisplayQty = 37706

Definition at line 78 of file Tags.h.

◆ MDEntryPx

const Tag MDEntryPx = 270

Definition at line 79 of file Tags.h.

◆ MDEntrySize

const Tag MDEntrySize = 271

Definition at line 80 of file Tags.h.

◆ MDEntryType

const Tag MDEntryType = 269

Definition at line 81 of file Tags.h.

◆ MDFeedType

const Tag MDFeedType = 1022

Definition at line 82 of file Tags.h.

◆ MDOrderPriority

const Tag MDOrderPriority = 37707

Definition at line 83 of file Tags.h.

◆ MDPriceLevel

const Tag MDPriceLevel = 1023

Definition at line 84 of file Tags.h.

◆ MDSecurityTradingStatus

const Tag MDSecurityTradingStatus = 1682

Definition at line 85 of file Tags.h.

◆ MDTradeEntryID

const Tag MDTradeEntryID = 37711

Definition at line 86 of file Tags.h.

◆ MDUpdateAction

const Tag MDUpdateAction = 279

Definition at line 87 of file Tags.h.

◆ MinCabPrice

const Tag MinCabPrice = 9850

Definition at line 100 of file Tags.h.

◆ MinLotSize

const Tag MinLotSize = 1231

Definition at line 101 of file Tags.h.

◆ MinPriceIncrement

const Tag MinPriceIncrement = 969

Definition at line 102 of file Tags.h.

◆ MinPriceIncrementAmount

const Tag MinPriceIncrementAmount = 1146

Definition at line 103 of file Tags.h.

◆ MinQuoteLife

const Tag MinQuoteLife = 37731

Definition at line 104 of file Tags.h.

◆ MinTradeVol

const Tag MinTradeVol = 562

Definition at line 105 of file Tags.h.

◆ NoChunks

const Tag NoChunks = 37709

Definition at line 106 of file Tags.h.

◆ NoEvents

const Tag NoEvents = 864

Definition at line 107 of file Tags.h.

◆ NoInstAttrib

const Tag NoInstAttrib = 870

Definition at line 108 of file Tags.h.

◆ NoLegs

const Tag NoLegs = 555

Definition at line 109 of file Tags.h.

◆ NoLotTypeRules

const Tag NoLotTypeRules = 1234

Definition at line 110 of file Tags.h.

◆ NoMDEntries

const Tag NoMDEntries = 268

Definition at line 111 of file Tags.h.

◆ NoMDFeedTypes

const Tag NoMDFeedTypes = 1141

Definition at line 112 of file Tags.h.

◆ NoOrderIDEntries

const Tag NoOrderIDEntries = 37705

Definition at line 113 of file Tags.h.

◆ NoRelatedInstruments

const Tag NoRelatedInstruments = 1647

Definition at line 114 of file Tags.h.

◆ NoRelatedSym

const Tag NoRelatedSym = 146

Definition at line 115 of file Tags.h.

◆ NoTradingSessions

const Tag NoTradingSessions = 386

Definition at line 116 of file Tags.h.

◆ NoUnderlyings

const Tag NoUnderlyings = 711

Definition at line 117 of file Tags.h.

◆ NumberOfOrders

const Tag NumberOfOrders = 346

Definition at line 118 of file Tags.h.

◆ OpenCloseSettlFlag

const Tag OpenCloseSettlFlag = 286

Definition at line 119 of file Tags.h.

◆ OpenInterestQty

const Tag OpenInterestQty = 5792

Definition at line 120 of file Tags.h.

◆ OrderID

const Tag OrderID = 37

Definition at line 121 of file Tags.h.

◆ OrderQty

const Tag OrderQty = 38

Definition at line 122 of file Tags.h.

◆ OrderUpdateAction

const Tag OrderUpdateAction = 37708

Definition at line 123 of file Tags.h.

◆ OriginalContractSize

const Tag OriginalContractSize = 5849

Definition at line 124 of file Tags.h.

◆ PartyRoleClearingOrg

const Tag PartyRoleClearingOrg = 9736

Definition at line 126 of file Tags.h.

◆ ParValue

const Tag ParValue = 37723

Definition at line 125 of file Tags.h.

◆ PriceDisplayFormat

const Tag PriceDisplayFormat = 9800

Definition at line 127 of file Tags.h.

◆ PricePrecision

const Tag PricePrecision = 2349

Definition at line 128 of file Tags.h.

◆ PriceQuoteCurrency

const Tag PriceQuoteCurrency = 1524

Definition at line 129 of file Tags.h.

◆ PriceQuoteMethod

const Tag PriceQuoteMethod = 1196

Definition at line 130 of file Tags.h.

◆ PriceRatio

const Tag PriceRatio = 5770

Definition at line 131 of file Tags.h.

◆ PutOrCall

const Tag PutOrCall = 201

Definition at line 132 of file Tags.h.

◆ QuoteReqID

const Tag QuoteReqID = 131

Definition at line 133 of file Tags.h.

◆ QuoteType

const Tag QuoteType = 537

Definition at line 134 of file Tags.h.

◆ RateSource

const Tag RateSource = 1446

Definition at line 135 of file Tags.h.

◆ ReferenceID

const Tag ReferenceID = 9633

Definition at line 136 of file Tags.h.

◆ RelatedSecurityID

const Tag RelatedSecurityID = 1650

Definition at line 137 of file Tags.h.

◆ RelatedSecurityIDSource

const Tag RelatedSecurityIDSource = 1651

Definition at line 138 of file Tags.h.

◆ RelatedSymbol

const Tag RelatedSymbol = 1649

Definition at line 139 of file Tags.h.

◆ RiskSet

const Tag RiskSet = 37721

Definition at line 140 of file Tags.h.

◆ RptSeq

const Tag RptSeq = 83

Definition at line 141 of file Tags.h.

◆ SecurityAltID

const Tag SecurityAltID = 455

Definition at line 142 of file Tags.h.

◆ SecurityAltIDSource

const Tag SecurityAltIDSource = 456

Definition at line 143 of file Tags.h.

◆ SecurityExchange

const Tag SecurityExchange = 207

Definition at line 144 of file Tags.h.

◆ SecurityGroup

const Tag SecurityGroup = 1151

Definition at line 145 of file Tags.h.

◆ SecurityID

const Tag SecurityID = 48

Definition at line 146 of file Tags.h.

◆ SecurityIDSource

const Tag SecurityIDSource = 22

Definition at line 147 of file Tags.h.

◆ SecuritySubType

const Tag SecuritySubType = 762

Definition at line 148 of file Tags.h.

◆ SecurityTradingEvent

const Tag SecurityTradingEvent = 1174

Definition at line 149 of file Tags.h.

◆ SecurityTradingStatus

Definition at line 150 of file Tags.h.

◆ SecurityType

const Tag SecurityType = 167

Definition at line 151 of file Tags.h.

◆ SecurityUpdateAction

Definition at line 152 of file Tags.h.

◆ SettlCurrency

const Tag SettlCurrency = 120

Definition at line 153 of file Tags.h.

◆ SettlDate

const Tag SettlDate = 64

Definition at line 154 of file Tags.h.

◆ SettlementLocale

const Tag SettlementLocale = 37734

Definition at line 157 of file Tags.h.

◆ SettlPriceType

const Tag SettlPriceType = 731

Definition at line 155 of file Tags.h.

◆ SettlType

const Tag SettlType = 63

Definition at line 156 of file Tags.h.

◆ Side

const Tag Side = 54

Definition at line 158 of file Tags.h.

◆ StrikeCurrency

const Tag StrikeCurrency = 947

Definition at line 159 of file Tags.h.

◆ StrikePrice

const Tag StrikePrice = 202

Definition at line 160 of file Tags.h.

◆ SubFraction

const Tag SubFraction = 37703

Definition at line 161 of file Tags.h.

◆ Symbol

const Tag Symbol = 55

Definition at line 162 of file Tags.h.

◆ Text

const Tag Text = 58

Definition at line 163 of file Tags.h.

◆ TickRule

const Tag TickRule = 6350

Definition at line 164 of file Tags.h.

◆ TotNumReports

const Tag TotNumReports = 911

Definition at line 165 of file Tags.h.

◆ TradeableSize

const Tag TradeableSize = 37719

Definition at line 167 of file Tags.h.

◆ TradeDate

const Tag TradeDate = 75

Definition at line 166 of file Tags.h.

◆ TradingReferenceDate

const Tag TradingReferenceDate = 5796

Definition at line 168 of file Tags.h.

◆ TradingReferencePrice

const Tag TradingReferencePrice = 1150

Definition at line 169 of file Tags.h.

◆ TransactTime

const Tag TransactTime = 60

Definition at line 170 of file Tags.h.

◆ UnderlyingProduct

const Tag UnderlyingProduct = 462

Definition at line 171 of file Tags.h.

◆ UnderlyingSecurityID

const Tag UnderlyingSecurityID = 309

Definition at line 172 of file Tags.h.

◆ UnderlyingSecurityIDSource

const Tag UnderlyingSecurityIDSource = 305

Definition at line 173 of file Tags.h.

◆ UnderlyingSymbol

const Tag UnderlyingSymbol = 311

Definition at line 174 of file Tags.h.

◆ UnitOfMeasure

const Tag UnitOfMeasure = 996

Definition at line 175 of file Tags.h.

◆ UnitOfMeasureQty

const Tag UnitOfMeasureQty = 1147

Definition at line 176 of file Tags.h.

◆ UserDefinedInstrument

const Tag UserDefinedInstrument = 9779

Definition at line 177 of file Tags.h.