OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  17.0.1
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 SecurityDesc = 107
 
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 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 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 PartitionID = 5948
 
const Tag MarketSegmentSymbol = 7177
 
const Tag MarketSegment = 7703
 
const Tag USFirmFlag = 9543
 
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 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 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 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 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 NoTickRuleScopes = 32571
 
const Tag ContractDate = 30866
 
const Tag ContractMonthYear = 32340
 
const Tag QuotingStartTime = 30341
 
const Tag QuotingEndTime = 30345
 
const Tag InstrumentAuctionType = 31803
 
const Tag WarrantType = 30762
 
const Tag SecurityMassStatus = 30965
 
const Tag MassSoldOutIndicator = 35155
 
const Tag TESSecurityMassStatus = 35045
 
const Tag LastFragment = 893
 
const Tag NegotiationDuration = 31629
 
const Tag USApproval = 39543
 
const Tag MaxOffsetRFQExpireTime = 30126
 
const Tag OffsetSTPEffectiveTime = 30168
 
const Tag ContractQuarter = 25189
 
const Tag ContractWeek = 25187
 
const Tag ContractWeekYear = 25188
 
const Tag ContractCycleType = 30865
 
const Tag ContractDisplayInstruction = 25186
 
const Tag FinalSettlementReferenceDate = 30064
 
const Tag LegRatioMultiplier = 28900
 
const Tag UnderlyingMarketSegmentID = 31300
 
const Tag CoverIndicator = 25200
 
const Tag ContractIdentificationEligibility = 25215
 
const Tag IsPrimary = 25216
 
const Tag ContractCycleSubType = 31865
 
const Tag ContractFrequency = 30867
 
const Tag DisplayDay = 25210
 
const Tag DisplayRelativeDay = 25220
 
const Tag DisplayWeek = 25212
 
const Tag DisplayMonth = 25211
 
const Tag DisplayQuarter = 25189
 
const Tag DisplaySeason = 25214
 
const Tag DisplayYear = 25213
 
const Tag DisplayName = 28791
 
const Tag VolatilityCorridorOpeningAuction = 25221
 
const Tag VolatilityCorridorIntradayAuction = 25222
 
const Tag VolatilityCorridorClosingAuction = 25223
 
const Tag VolatilityCorridorContinuous = 25224
 
const Tag CheckMarketOrder = 25217
 
const Tag HighPx = 332
 
const Tag LowPx = 333
 
const Tag TslMarketGroupID = 28798
 
const Tag TslMarketGroup = 28799
 
const Tag DisableOnBookTrading = 28800
 
const Tag SettlPriceType = 731
 
const Tag IndependentSystemOperator = 28903
 
const Tag LocationID = 283
 
const Tag ProductType = 6958
 
const Tag CommodityProductClass = 28902
 
const Tag CommodityUnit = 30996
 
const Tag AllowOneProductStrip = 28901
 
const Tag NoHHIIntervals = 25227
 
const Tag HHIIndicator = 25228
 
const Tag HHIIntervalEnd = 25229
 
const Tag ContractDateType = 32865
 
const Tag DisplayDayOfWeek = 25239
 
const Tag PriceDelta = 811
 
const Tag CurrentAccruedInterestAmt = 30159
 
const Tag CapacityGroupId = 25246
 
const Tag QuantityScalingFactor = 28907
 
const Tag NoQuantityScalingFactors = 28906
 
const Tag ContractMonthType = 33865
 
const Tag ListMethod = 1198
 
const Tag RelatedSecurityID = 1650
 
const Tag LocationType = 30283
 
const Tag MaxTradeVol = 1140
 
const Tag MaxTradeVal = 28804
 
const Tag MaxCalendarSpreadVol = 28805
 
const Tag MaxTESVol = 28806
 
const Tag SecurityReferenceDataSupplement = 2962
 
const Tag MaturityFrequencyUnit = 2982
 
const Tag ConversionMode = 28909
 
const Tag ConversionModeQualifier = 28910
 
const Tag MidpointTrading = 28913
 
const Tag MidpointExecVenueID = 28914
 
const Tag SecurityClassificationReason = 1583
 
const Tag SecurityClassificationValue = 1584
 
const Tag NoSecurityClassifications = 1582
 
const Tag TransBkdTime = 483
 
const Tag NumberOfBuySides = 28911
 
const Tag NumberOfSellSides = 28912