Tags.h File Reference

Go to the source code of this file.

Namespaces
namespace	OnixS
namespace	OnixS::Eurex
namespace	OnixS::Eurex::MarketData
namespace	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
const Tag	PriceNotation = 32763
const Tag	RelatedPrice = 30810
const Tag	RelatedPriceType = 30419
const Tag	TradingStyle = 31194
const Tag	RiskSensitivityFactor = 28904
const Tag	CrossMatchInstructionDefault = 31626
const Tag	MaxDiffExpMonths = 28916
const Tag	VolatilityCorridorRetailAuction = 25262
const Tag	FixedAbsVolaInterruptionLimit = 25254
const Tag	FloatAbsVolaInterruptionLimit = 25256
const Tag	FixedPctVolaInterruptionLimit = 25255
const Tag	FloatPctVolaInterruptionLimit = 25257
const Tag	OvernightInterestRateName = 28915