OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.2.2
API documentation
Tags.h File Reference

Go to the source code of this file.

Namespaces

 OnixS
 
 OnixS::Eurex
 
 OnixS::Eurex::MarketData
 
 OnixS::Eurex::MarketData::Tags
 

Variables

const Tag Currency = 15
 
const Tag SecurityIDSource = 22
 
const Tag MsgSeqNum = 34
 
const Tag MsgType = 35
 
const Tag OrderQty = 38
 
const Tag SecurityID = 48
 
const Tag SenderCompID = 49
 
const Tag SenderSubID = 50
 
const Tag Side = 54
 
const Tag Symbol = 55
 
const Tag TransactTime = 60
 
const Tag TradeDate = 75
 
const Tag SecurityDesc = 107
 
const Tag PrevClosePx = 140
 
const Tag NoRelatedSym = 146
 
const Tag SecurityType = 167
 
const Tag MaturityMonthYear = 200
 
const Tag PutOrCall = 201
 
const Tag StrikePrice = 202
 
const Tag OptAttribute = 206
 
const Tag SecurityExchange = 207
 
const Tag ContractMultiplier = 231
 
const Tag MarketDepth = 264
 
const Tag NoMDEntries = 268
 
const Tag MDEntryType = 269
 
const Tag MDEntryPx = 270
 
const Tag MDEntrySize = 271
 
const Tag MDEntryTime = 273
 
const Tag TradeCondition = 277
 
const Tag MDEntryID = 278
 
const Tag MDUpdateAction = 279
 
const Tag SecurityTradingStatus = 326
 
const Tag TradingSessionID = 336
 
const Tag TradSesStatus = 340
 
const Tag NumberOfOrders = 346
 
const Tag LastMsgSeqNumProcessed = 369
 
const Tag NoSecurityAltID = 454
 
const Tag SecurityAltID = 455
 
const Tag SecurityAltIDSource = 456
 
const Tag MaturityDate = 541
 
const Tag NoLegs = 555
 
const Tag LegPrice = 566
 
const Tag MatchType = 574
 
const Tag LegSymbol = 600
 
const Tag LegSecurityID = 602
 
const Tag LegSecurityIDSource = 603
 
const Tag LegRatioQty = 623
 
const Tag LegSide = 624
 
const Tag TradingSessionSubID = 625
 
const Tag MinBidSize = 647
 
const Tag MinOfferSize = 648
 
const Tag ClearingSettlPrice = 2528
 
const Tag PriorSettlPrice = 734
 
const Tag SecuritySubType = 762
 
const Tag LastUpdateTime = 779
 
const Tag TrdType = 828
 
const Tag NoEvents = 864
 
const Tag EventType = 865
 
const Tag EventDate = 866
 
const Tag SecurityStatus = 965
 
const Tag MinPriceIncrement = 969
 
const Tag SecurityUpdateAction = 980
 
const Tag TradeID = 1003
 
const Tag TradeVolume = 1020
 
const Tag MDBookType = 1021
 
const Tag MDFeedType = 1022
 
const Tag MDPriceLevel = 1023
 
const Tag NoMDFeedTypes = 1141
 
const Tag MatchAlgorithm = 1142
 
const Tag ImpliedMarketIndicator = 1144
 
const Tag MinPriceIncrementAmount = 1146
 
const Tag RefreshIndicator = 1187
 
const Tag SettlMethod = 1193
 
const Tag ExerciseStyle = 1194
 
const Tag ValuationMethod = 1197
 
const Tag NoTickRules = 1205
 
const Tag StartTickPriceRange = 1206
 
const Tag EndTickPriceRange = 1207
 
const Tag TickIncrement = 1208
 
const Tag ProductComplex = 1227
 
const Tag NoMatchRules = 1235
 
const Tag FlexProductEligibilityIndicator = 1242
 
const Tag MarketSegmentID = 1300
 
const Tag MarketID = 1301
 
const Tag NoMarketSegments = 1310
 
const Tag ParentMktSegmID = 1325
 
const Tag MultilegModel = 1377
 
const Tag MarketSegmentDesc = 1396
 
const Tag InstrumentScopeProductComplex = 1544
 
const Tag SecurityMassTradingStatus = 1679
 
const Tag NoRelatedTrades = 1855
 
const Tag RelatedTradeID = 1856
 
const Tag UnderlyingID = 5336
 
const Tag MDCount = 5468
 
const Tag PartitionID = 5948
 
const Tag UnderlyingSecurity = 6426
 
const Tag MarketSegmentSymbol = 7177
 
const Tag MarketSegment = 7703
 
const Tag USFirmFlag = 9543
 
const Tag UnderlyingLastPx = 9939
 
const Tag ContractGenerationNumber = 25034
 
const Tag PrimaryServiceLocationID = 2567
 
const Tag PrimaryServiceLocationSubID = 28591
 
const Tag SecondaryServiceLocationID = 2568
 
const Tag SecondaryServiceLocationSubID = 28593
 
const Tag MarketSegmentStatus = 2542
 
const Tag RefMarketSegmentID = 28700
 
const Tag AggressorSide = 2446
 
const Tag NoPriceRangeRules = 2550
 
const Tag PriceRangeRuleID = 2556
 
const Tag PriceRangeValue = 2553
 
const Tag PriceRangePercentage = 2554
 
const Tag PriceRangeProductComplex = 2555
 
const Tag StartPriceRange = 2551
 
const Tag EndPriceRange = 2552
 
const Tag PrevAdjustedOpenInterest = 28816
 
const Tag PrevUnadjustedOpenInterest = 28817
 
const Tag PrevSettlPx = 28818
 
const Tag MDGapIndicator = 28819
 
const Tag AggressorTimestamp = 28820
 
const Tag NumberOfBuyOrders = 2449
 
const Tag NumberOfSellOrders = 2450
 
const Tag RestingCxlQty = 28869
 
const Tag TickRuleProductComplex = 2571
 
const Tag MatchRuleProductComplex = 28824
 
const Tag TotNoMarketSegmentReports = 2537
 
const Tag TotNoInstrumentReports = 2538
 
const Tag FastMarketIndicator = 2447
 
const Tag NoQuoteSizeRules = 2558
 
const Tag NoFlexProductEligibilities = 2560
 
const Tag FlexProductEligibilityComplex = 2561
 
const Tag OrigStrikePrice = 2578
 
const Tag StrikePricePrecision = 2577
 
const Tag InstrumentPricePrecision = 2576
 
const Tag LowExercisePriceOptionIndicator = 28838
 
const Tag BlockTradeEligibilityIndicator = 2575
 
const Tag UnderlyingPrevClosePx = 28843
 
const Tag MarketDepthTimeInterval = 2563
 
const Tag MDRecoveryTimeInterval = 2565
 
const Tag SettlSubMethod = 2579
 
const Tag UnderlyingSecurityIDSource = 30305
 
const Tag UnderlyingSecurityExchange = 30308
 
const Tag UnderlyingSecurityID = 30309
 
const Tag UnderlyingSymbol = 30311
 
const Tag NoClearingPriceParameters = 2580
 
const Tag BusinessDayType = 2581
 
const Tag ClearingPriceOffset = 2582
 
const Tag VegaMultiplier = 2583
 
const Tag AnnualTradingBusinessDays = 2584
 
const Tag TotalTradingBusinessDays = 2585
 
const Tag TradingBusinessDays = 2586
 
const Tag StandardVariance = 2588
 
const Tag RelatedClosePrice = 2589
 
const Tag RealisedVariance = 2587
 
const Tag RiskFreeRate = 1190
 
const Tag DiscountFactor = 1592
 
const Tag OvernightInterestRate = 2590
 
const Tag AccumulatedReturnModifiedVariationMargin = 2591
 
const Tag Volatility = 1188
 
const Tag CalculationMethod = 2592
 
const Tag RequestTime = 5979
 
const Tag MarketSegmentPoolType = 28847
 
const Tag NoRelatedMarketSegments = 2545
 
const Tag RelatedMarketSegmentID = 2546
 
const Tag MarketSegmentRelationship = 2547
 
const Tag NoInstrumentScopes = 1656
 
const Tag InstrumentScopeOperator = 1535
 
const Tag InstrumentScopeSecurityType = 1547
 
const Tag InstrumentScopeSecuritySubType = 1548
 
const Tag MDSubBookType = 1173
 
const Tag QuoteCondition = 276
 
const Tag MDSecPx = 29830
 
const Tag TESTradSesStatus = 25044
 
const Tag TESSecurityStatus = 25045
 
const Tag SecurityMassTradingEvent = 1680
 
const Tag SecurityTradingEvent = 1174
 
const Tag MDOriginType = 1024
 
const Tag PotentialSecurityTradingEvent = 28872
 
const Tag AggressorTime = 2445
 
const Tag NonDisclosedTradeVolume = 28873
 
const Tag LegSecurityType = 609
 
const Tag MDReportCount = 2536
 
const Tag MDReportEvent = 2535
 
const Tag EffectiveBusinessDate = 2400
 
const Tag NextEffectiveBusinessDate = 28871
 
const Tag MarketSegmentType = 2543
 
const Tag MarketSegmentSubType = 2544
 
const Tag TickRuleID = 28887
 
const Tag QuoteSideIndicator = 2559
 
const Tag FastMarketPercentage = 2557
 
const Tag NoAuctionTypeRules = 2548
 
const Tag SettlBusinessDays = 28878
 
const Tag AuctionType = 1803
 
const Tag ClosedBookIndicator = 28874
 
const Tag MarketImbalanceIndicator = 28875
 
const Tag CFICode = 461
 
const Tag NoInstrumentParties = 1018
 
const Tag RefTickTableID = 1787
 
const Tag SettlCurrency = 120
 
const Tag InstrumentPartyID = 1019
 
const Tag InstrumentPartyIDSource = 1050
 
const Tag InstrumentPartyRole = 1051
 
const Tag InstrumentPartyRoleQualifier = 2378
 
const Tag NoInstrAttrib = 870
 
const Tag InstrAttribType = 871
 
const Tag InstrAttribValue = 872
 
const Tag MinPriceIncrementClearing = 28888
 
const Tag PriceType = 423
 
const Tag PostTradeAnonymity = 28876
 
const Tag SettlPrice = 730
 
const Tag AnnualCalendarDays = 28881
 
const Tag RemainingCalendarDays = 28880
 
const Tag CurrentPaymentParameter = 28883
 
const Tag AccruedPaymentParameter = 28884
 
const Tag RelatedIndexValue = 28882
 
const Tag CurrentCollectionParameter = 28885
 
const Tag AccruedCollectionParameter = 28886
 
const Tag TotalNumOfTrades = 6139
 
const Tag NoTradingSessionRules = 1309
 
const Tag MarketCondition = 2705
 
const Tag MassMarketCondition = 28894
 
const Tag AlgorithmicTradeIndicator = 2667
 
const Tag MultiLegReportingType = 442
 
const Tag MultiLegPriceModel = 28750
 
const Tag UnitOfMeasure = 996
 
const Tag AssetType = 1940
 
const Tag AssetSubType = 29831
 
const Tag DepositType = 28890
 
const Tag DecaySplit = 25144
 
const Tag QuoteSideModelType = 28898
 
const Tag Issuer = 106
 
const Tag IssueDate = 225
 
const Tag CouponRate = 223
 
const Tag PreviousCouponPaymentDate = 28895
 
const Tag CouponPaymentDate = 224
 
const Tag CouponDayCount = 1950
 
const Tag CouponType = 1946
 
const Tag CountryOfIssue = 470
 
const Tag RoundLot = 561
 
const Tag MinTradeVol = 562
 
const Tag SoldOutIndicator = 25155
 
const Tag CrossRequestType = 28771
 
const Tag InputSource = 979
 
const Tag NoCrossRequestSideGrp = 552
 
const Tag FlatIndicator = 25170
 
const Tag NoPartyIDs = 453
 
const Tag PartyID = 448
 
const Tag PartyIDSource = 447
 
const Tag PartyRole = 452