#include <OnixS/Eurex/MarketData/Tag.h>
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 |