OnixS C++ CME MDP Premium Market Data Handler 5.10.3
Users' manual and API documentation
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OnixS::CME::MDH::Messaging::FIX::Tags Namespace Reference

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

Variable Documentation

◆ AggressorSide

Tag AggressorSide = 5797
constexpr

Definition at line 29 of file Tags.h.

◆ AltMinPriceIncrement

Tag AltMinPriceIncrement = 37739
constexpr

Definition at line 30 of file Tags.h.

◆ AltMinQuoteLife

Tag AltMinQuoteLife = 37738
constexpr

Definition at line 31 of file Tags.h.

◆ AltPriceIncrementConstraint

Tag AltPriceIncrementConstraint = 37742
constexpr

Definition at line 32 of file Tags.h.

◆ ApplId

Tag ApplId = 1180
constexpr

Definition at line 33 of file Tags.h.

◆ Asset

Tag Asset = 6937
constexpr

Definition at line 34 of file Tags.h.

◆ CfiCode

Tag CfiCode = 461
constexpr

Definition at line 35 of file Tags.h.

◆ Chunks

Tag Chunks = 37709
constexpr

Definition at line 36 of file Tags.h.

◆ ClearedVolume

Tag ClearedVolume = 5791
constexpr

Definition at line 37 of file Tags.h.

◆ ContractMultiplier

Tag ContractMultiplier = 231
constexpr

Definition at line 38 of file Tags.h.

◆ ContractMultiplierUnit

Tag ContractMultiplierUnit = 1435
constexpr

Definition at line 39 of file Tags.h.

◆ CountryOfIssue

Tag CountryOfIssue = 470
constexpr

Definition at line 40 of file Tags.h.

◆ CouponDayCount

Tag CouponDayCount = 1950
constexpr

Definition at line 41 of file Tags.h.

◆ CouponFrequencyPeriod

Tag CouponFrequencyPeriod = 1948
constexpr

Definition at line 42 of file Tags.h.

◆ CouponFrequencyUnit

Tag CouponFrequencyUnit = 1949
constexpr

Definition at line 43 of file Tags.h.

◆ CouponRate

Tag CouponRate = 223
constexpr

Definition at line 44 of file Tags.h.

◆ Currency

Tag Currency = 15
constexpr

Definition at line 45 of file Tags.h.

◆ CurrentChunk

Tag CurrentChunk = 37710
constexpr

Definition at line 46 of file Tags.h.

◆ DatedDate

Tag DatedDate = 873
constexpr

Definition at line 47 of file Tags.h.

◆ DecayQuantity

Tag DecayQuantity = 5818
constexpr

Definition at line 48 of file Tags.h.

◆ DecayStartDate

Tag DecayStartDate = 5819
constexpr

Definition at line 49 of file Tags.h.

◆ DisplayFactor

Tag DisplayFactor = 9787
constexpr

Definition at line 50 of file Tags.h.

◆ DisplayQty

Tag DisplayQty = 37706
constexpr

Definition at line 51 of file Tags.h.

◆ Entries

Tag Entries = 268
constexpr

Definition at line 52 of file Tags.h.

◆ EntryPx

Tag EntryPx = 270
constexpr

Definition at line 53 of file Tags.h.

◆ EntrySize

Tag EntrySize = 271
constexpr

Definition at line 54 of file Tags.h.

◆ EntryType

Tag EntryType = 269
constexpr

Definition at line 55 of file Tags.h.

◆ Events

Tag Events = 864
constexpr

Definition at line 58 of file Tags.h.

◆ EventTime

Tag EventTime = 1145
constexpr

Definition at line 56 of file Tags.h.

◆ EventType

Tag EventType = 865
constexpr

Definition at line 57 of file Tags.h.

◆ FeedType

Tag FeedType = 1022
constexpr

Definition at line 59 of file Tags.h.

◆ FeedTypes

Tag FeedTypes = 1141
constexpr

Definition at line 60 of file Tags.h.

◆ FinancialInstrumentFullName

Tag FinancialInstrumentFullName = 2714
constexpr

Definition at line 61 of file Tags.h.

◆ FixRateLocalTime

Tag FixRateLocalTime = 37726
constexpr

Definition at line 62 of file Tags.h.

◆ FixRateLocalTimeZone

Tag FixRateLocalTimeZone = 37727
constexpr

Definition at line 63 of file Tags.h.

◆ FlowScheduleType

Tag FlowScheduleType = 1439
constexpr

Definition at line 64 of file Tags.h.

◆ FxBenchmarkRateFix

Tag FxBenchmarkRateFix = 2796
constexpr

Definition at line 65 of file Tags.h.

◆ FxCurrencySymbol

Tag FxCurrencySymbol = 37725
constexpr

Definition at line 66 of file Tags.h.

◆ HaltReason

Tag HaltReason = 327
constexpr

Definition at line 67 of file Tags.h.

◆ HeartBtInt

Tag HeartBtInt = 108
constexpr

Definition at line 68 of file Tags.h.

◆ HighLimitPrice

Tag HighLimitPrice = 1149
constexpr

Definition at line 69 of file Tags.h.

◆ InstAttrib

Tag InstAttrib = 870
constexpr

Definition at line 70 of file Tags.h.

◆ InstAttribType

Tag InstAttribType = 871
constexpr

Definition at line 71 of file Tags.h.

◆ InstAttribValue

Tag InstAttribValue = 872
constexpr

Definition at line 72 of file Tags.h.

◆ InstrumentGUId

Tag InstrumentGUId = 37513
constexpr

Definition at line 73 of file Tags.h.

◆ InterveningDays

Tag InterveningDays = 37730
constexpr

Definition at line 74 of file Tags.h.

◆ IssueDate

Tag IssueDate = 225
constexpr

Definition at line 75 of file Tags.h.

◆ Issuer

Tag Issuer = 106
constexpr

Definition at line 76 of file Tags.h.

◆ LastMsgSeqNumProcessed

Tag LastMsgSeqNumProcessed = 369
constexpr

Definition at line 77 of file Tags.h.

◆ LastQty

Tag LastQty = 32
constexpr

Definition at line 78 of file Tags.h.

◆ LastUpdateTime

Tag LastUpdateTime = 779
constexpr

Definition at line 79 of file Tags.h.

◆ LegOptionDelta

Tag LegOptionDelta = 1017
constexpr

Definition at line 80 of file Tags.h.

◆ LegPrice

Tag LegPrice = 566
constexpr

Definition at line 81 of file Tags.h.

◆ LegRatioQty

Tag LegRatioQty = 623
constexpr

Definition at line 82 of file Tags.h.

◆ Legs

Tag Legs = 555
constexpr

Definition at line 86 of file Tags.h.

◆ LegSecurityId

Tag LegSecurityId = 602
constexpr

Definition at line 83 of file Tags.h.

◆ LegSecurityIdSource

Tag LegSecurityIdSource = 603
constexpr

Definition at line 84 of file Tags.h.

◆ LegSide

Tag LegSide = 624
constexpr

Definition at line 85 of file Tags.h.

◆ LotType

Tag LotType = 1093
constexpr

Definition at line 87 of file Tags.h.

◆ LotTypeRules

Tag LotTypeRules = 1234
constexpr

Definition at line 88 of file Tags.h.

◆ LowLimitPrice

Tag LowLimitPrice = 1148
constexpr

Definition at line 89 of file Tags.h.

◆ MainFraction

Tag MainFraction = 37702
constexpr

Definition at line 90 of file Tags.h.

◆ MarketDepth

Tag MarketDepth = 264
constexpr

Definition at line 91 of file Tags.h.

◆ MarketSegmentId

Tag MarketSegmentId = 1300
constexpr

Definition at line 92 of file Tags.h.

◆ MarketSet

Tag MarketSet = 37722
constexpr

Definition at line 93 of file Tags.h.

◆ MatchAlgorithm

Tag MatchAlgorithm = 1142
constexpr

Definition at line 94 of file Tags.h.

◆ MatchEventIndicator

Tag MatchEventIndicator = 5799
constexpr

Definition at line 95 of file Tags.h.

◆ MaturityDate

Tag MaturityDate = 541
constexpr

Definition at line 96 of file Tags.h.

◆ MaturityMonthYear

Tag MaturityMonthYear = 200
constexpr

Definition at line 97 of file Tags.h.

◆ MaxBidAskConstraint

Tag MaxBidAskConstraint = 37743
constexpr

Definition at line 98 of file Tags.h.

◆ MaxPriceDiscretionOffset

Tag MaxPriceDiscretionOffset = 37728
constexpr

Definition at line 99 of file Tags.h.

◆ MaxPriceVariation

Tag MaxPriceVariation = 1143
constexpr

Definition at line 100 of file Tags.h.

◆ MaxTradeVol

Tag MaxTradeVol = 1140
constexpr

Definition at line 101 of file Tags.h.

◆ MdSecurityTradingStatus

Tag MdSecurityTradingStatus = 1682
constexpr

Definition at line 102 of file Tags.h.

◆ MinCabPrice

Tag MinCabPrice = 9850
constexpr

Definition at line 103 of file Tags.h.

◆ MinLotSize

Tag MinLotSize = 1231
constexpr

Definition at line 104 of file Tags.h.

◆ MinPriceIncrement

Tag MinPriceIncrement = 969
constexpr

Definition at line 105 of file Tags.h.

◆ MinPriceIncrementAmount

Tag MinPriceIncrementAmount = 1146
constexpr

Definition at line 106 of file Tags.h.

◆ MinQuoteLife

Tag MinQuoteLife = 37731
constexpr

Definition at line 107 of file Tags.h.

◆ MinTradeVol

Tag MinTradeVol = 562
constexpr

Definition at line 108 of file Tags.h.

◆ NumberOfOrders

Tag NumberOfOrders = 346
constexpr

Definition at line 109 of file Tags.h.

◆ OpenCloseSettlFlag

Tag OpenCloseSettlFlag = 286
constexpr

Definition at line 110 of file Tags.h.

◆ OpenInterestQty

Tag OpenInterestQty = 5792
constexpr

Definition at line 111 of file Tags.h.

◆ OrderId

Tag OrderId = 37
constexpr

Definition at line 112 of file Tags.h.

◆ OrderIdEntries

Tag OrderIdEntries = 37705
constexpr

Definition at line 113 of file Tags.h.

◆ OrderPriority

Tag OrderPriority = 37707
constexpr

Definition at line 114 of file Tags.h.

◆ OrderQty

Tag OrderQty = 38
constexpr

Definition at line 115 of file Tags.h.

◆ OrderUpdateAction

Tag OrderUpdateAction = 37708
constexpr

Definition at line 116 of file Tags.h.

◆ OriginalContractSize

Tag OriginalContractSize = 5849
constexpr

Definition at line 117 of file Tags.h.

◆ PartyRoleClearingOrg

Tag PartyRoleClearingOrg = 9736
constexpr

Definition at line 119 of file Tags.h.

◆ ParValue

Tag ParValue = 37723
constexpr

Definition at line 118 of file Tags.h.

◆ PriceDisplayFormat

Tag PriceDisplayFormat = 9800
constexpr

Definition at line 120 of file Tags.h.

◆ PriceLevel

Tag PriceLevel = 1023
constexpr

Definition at line 121 of file Tags.h.

◆ PricePrecision

Tag PricePrecision = 2349
constexpr

Definition at line 122 of file Tags.h.

◆ PriceQuoteCurrency

Tag PriceQuoteCurrency = 1524
constexpr

Definition at line 123 of file Tags.h.

◆ PriceQuoteMethod

Tag PriceQuoteMethod = 1196
constexpr

Definition at line 124 of file Tags.h.

◆ PriceRatio

Tag PriceRatio = 5770
constexpr

Definition at line 125 of file Tags.h.

◆ PutOrCall

Tag PutOrCall = 201
constexpr

Definition at line 126 of file Tags.h.

◆ QuoteReqId

Tag QuoteReqId = 131
constexpr

Definition at line 127 of file Tags.h.

◆ QuoteType

Tag QuoteType = 537
constexpr

Definition at line 128 of file Tags.h.

◆ RateSource

Tag RateSource = 1446
constexpr

Definition at line 129 of file Tags.h.

◆ ReferenceId

Tag ReferenceId = 9633
constexpr

Definition at line 130 of file Tags.h.

◆ RelatedInstruments

Tag RelatedInstruments = 1647
constexpr

Definition at line 131 of file Tags.h.

◆ RelatedSecurityId

Tag RelatedSecurityId = 1650
constexpr

Definition at line 132 of file Tags.h.

◆ RelatedSecurityIdSource

Tag RelatedSecurityIdSource = 1651
constexpr

Definition at line 133 of file Tags.h.

◆ RelatedSym

Tag RelatedSym = 146
constexpr

Definition at line 134 of file Tags.h.

◆ RelatedSymbol

Tag RelatedSymbol = 1649
constexpr

Definition at line 135 of file Tags.h.

◆ RiskSet

Tag RiskSet = 37721
constexpr

Definition at line 136 of file Tags.h.

◆ RptSeq

Tag RptSeq = 83
constexpr

Definition at line 137 of file Tags.h.

◆ SecurityAltId

Tag SecurityAltId = 455
constexpr

Definition at line 138 of file Tags.h.

◆ SecurityAltIdSource

Tag SecurityAltIdSource = 456
constexpr

Definition at line 139 of file Tags.h.

◆ SecurityExchange

Tag SecurityExchange = 207
constexpr

Definition at line 140 of file Tags.h.

◆ SecurityGroup

Tag SecurityGroup = 1151
constexpr

Definition at line 141 of file Tags.h.

◆ SecurityId

Tag SecurityId = 48
constexpr

Definition at line 142 of file Tags.h.

◆ SecurityIdSource

Tag SecurityIdSource = 22
constexpr

Definition at line 143 of file Tags.h.

◆ SecuritySubType

Tag SecuritySubType = 762
constexpr

Definition at line 144 of file Tags.h.

◆ SecurityTradingEvent

Tag SecurityTradingEvent = 1174
constexpr

Definition at line 145 of file Tags.h.

◆ SecurityTradingStatus

Tag SecurityTradingStatus = 326
constexpr

Definition at line 146 of file Tags.h.

◆ SecurityType

Tag SecurityType = 167
constexpr

Definition at line 147 of file Tags.h.

◆ SecurityUpdateAction

Tag SecurityUpdateAction = 980
constexpr

Definition at line 148 of file Tags.h.

◆ SettlCurrency

Tag SettlCurrency = 120
constexpr

Definition at line 149 of file Tags.h.

◆ SettlDate

Tag SettlDate = 64
constexpr

Definition at line 150 of file Tags.h.

◆ SettlementLocale

Tag SettlementLocale = 37734
constexpr

Definition at line 153 of file Tags.h.

◆ SettlPriceType

Tag SettlPriceType = 731
constexpr

Definition at line 151 of file Tags.h.

◆ SettlType

Tag SettlType = 63
constexpr

Definition at line 152 of file Tags.h.

◆ Side

Tag Side = 54
constexpr

Definition at line 154 of file Tags.h.

◆ StrikeCurrency

Tag StrikeCurrency = 947
constexpr

Definition at line 155 of file Tags.h.

◆ StrikePrice

Tag StrikePrice = 202
constexpr

Definition at line 156 of file Tags.h.

◆ SubFraction

Tag SubFraction = 37703
constexpr

Definition at line 157 of file Tags.h.

◆ Symbol

Tag Symbol = 55
constexpr

Definition at line 158 of file Tags.h.

◆ Text

Tag Text = 58
constexpr

Definition at line 159 of file Tags.h.

◆ TickRule

Tag TickRule = 6350
constexpr

Definition at line 160 of file Tags.h.

◆ TotNumReports

Tag TotNumReports = 911
constexpr

Definition at line 161 of file Tags.h.

◆ TradeableSize

Tag TradeableSize = 37719
constexpr

Definition at line 164 of file Tags.h.

◆ TradeDate

Tag TradeDate = 75
constexpr

Definition at line 162 of file Tags.h.

◆ TradeEntryId

Tag TradeEntryId = 37711
constexpr

Definition at line 163 of file Tags.h.

◆ TradingReferenceDate

Tag TradingReferenceDate = 5796
constexpr

Definition at line 165 of file Tags.h.

◆ TradingReferencePrice

Tag TradingReferencePrice = 1150
constexpr

Definition at line 166 of file Tags.h.

◆ TradingSessions

Tag TradingSessions = 386
constexpr

Definition at line 167 of file Tags.h.

◆ TransactTime

Tag TransactTime = 60
constexpr

Definition at line 168 of file Tags.h.

◆ UnderlyingProduct

Tag UnderlyingProduct = 462
constexpr

Definition at line 169 of file Tags.h.

◆ Underlyings

Tag Underlyings = 711
constexpr

Definition at line 173 of file Tags.h.

◆ UnderlyingSecurityId

Tag UnderlyingSecurityId = 309
constexpr

Definition at line 170 of file Tags.h.

◆ UnderlyingSecurityIdSource

Tag UnderlyingSecurityIdSource = 305
constexpr

Definition at line 171 of file Tags.h.

◆ UnderlyingSymbol

Tag UnderlyingSymbol = 311
constexpr

Definition at line 172 of file Tags.h.

◆ UnitOfMeasure

Tag UnitOfMeasure = 996
constexpr

Definition at line 174 of file Tags.h.

◆ UnitOfMeasureQty

Tag UnitOfMeasureQty = 1147
constexpr

Definition at line 175 of file Tags.h.

◆ UpdateAction

Tag UpdateAction = 279
constexpr

Definition at line 176 of file Tags.h.

◆ UserDefinedInstrument

Tag UserDefinedInstrument = 9779
constexpr

Definition at line 177 of file Tags.h.