OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
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Tags.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
23
24namespace OnixS
25{
26 namespace Eurex
27 {
28 namespace MarketData
29 {
30 namespace Tags
31 {
32 const Tag Currency = 15;
34 const Tag MsgSeqNum = 34;
35 const Tag MsgType = 35;
36 const Tag OrderQty = 38;
37 const Tag SecurityID = 48;
38 const Tag SenderCompID = 49;
39 const Tag SenderSubID = 50;
40 const Tag Side = 54;
41 const Tag Symbol = 55;
42 const Tag TransactTime = 60;
43 const Tag SecurityDesc = 107;
44 const Tag NoRelatedSym = 146;
45 const Tag SecurityType = 167;
47 const Tag PutOrCall = 201;
48 const Tag StrikePrice = 202;
49 const Tag OptAttribute = 206;
50 const Tag SecurityExchange = 207;
52 const Tag MarketDepth = 264;
53 const Tag NoMDEntries = 268;
54 const Tag MDEntryType = 269;
55 const Tag MDEntryPx = 270;
56 const Tag MDEntrySize = 271;
57 const Tag MDEntryTime = 273;
58 const Tag TradeCondition = 277;
59 const Tag MDEntryID = 278;
60 const Tag MDUpdateAction = 279;
62 const Tag TradingSessionID = 336;
63 const Tag TradSesStatus = 340;
64 const Tag NumberOfOrders = 346;
66 const Tag NoSecurityAltID = 454;
67 const Tag SecurityAltID = 455;
69 const Tag MaturityDate = 541;
70 const Tag NoLegs = 555;
71 const Tag LegPrice = 566;
72 const Tag MatchType = 574;
73 const Tag LegSymbol = 600;
74 const Tag LegSecurityID = 602;
75 const Tag LegRatioQty = 623;
76 const Tag LegSide = 624;
78 const Tag MinBidSize = 647;
79 const Tag MinOfferSize = 648;
80 const Tag ClearingSettlPrice = 2528;
81 const Tag PriorSettlPrice = 734;
82 const Tag SecuritySubType = 762;
83 const Tag LastUpdateTime = 779;
84 const Tag TrdType = 828;
85 const Tag NoEvents = 864;
86 const Tag EventType = 865;
87 const Tag EventDate = 866;
88 const Tag SecurityStatus = 965;
91 const Tag MDBookType = 1021;
92 const Tag MDFeedType = 1022;
93 const Tag MDPriceLevel = 1023;
94 const Tag NoMDFeedTypes = 1141;
95 const Tag MatchAlgorithm = 1142;
98 const Tag RefreshIndicator = 1187;
99 const Tag SettlMethod = 1193;
100 const Tag ExerciseStyle = 1194;
101 const Tag ValuationMethod = 1197;
102 const Tag NoTickRules = 1205;
104 const Tag EndTickPriceRange = 1207;
105 const Tag TickIncrement = 1208;
106 const Tag ProductComplex = 1227;
107 const Tag NoMatchRules = 1235;
109 const Tag MarketSegmentID = 1300;
110 const Tag MarketID = 1301;
111 const Tag NoMarketSegments = 1310;
112 const Tag ParentMktSegmID = 1325;
113 const Tag MultilegModel = 1377;
114 const Tag MarketSegmentDesc = 1396;
117 const Tag PartitionID = 5948;
119 const Tag MarketSegment = 7703;
120 const Tag USFirmFlag = 9543;
127 const Tag AggressorSide = 2446;
128 const Tag NoPriceRangeRules = 2550;
129 const Tag PriceRangeRuleID = 2556;
130 const Tag PriceRangeValue = 2553;
133 const Tag StartPriceRange = 2551;
134 const Tag EndPriceRange = 2552;
135 const Tag AggressorTimestamp = 28820;
136 const Tag NumberOfBuyOrders = 2449;
138 const Tag RestingCxlQty = 28869;
144 const Tag NoQuoteSizeRules = 2558;
147 const Tag OrigStrikePrice = 2578;
154 const Tag SettlSubMethod = 2579;
158 const Tag UnderlyingSymbol = 30311;
160 const Tag BusinessDayType = 2581;
162 const Tag VegaMultiplier = 2583;
166 const Tag StandardVariance = 2588;
167 const Tag RelatedClosePrice = 2589;
168 const Tag RealisedVariance = 2587;
169 const Tag RiskFreeRate = 1190;
170 const Tag DiscountFactor = 1592;
173 const Tag Volatility = 1188;
174 const Tag CalculationMethod = 2592;
175 const Tag RequestTime = 5979;
183 const Tag MDSubBookType = 1173;
184 const Tag QuoteCondition = 276;
185 const Tag MDSecPx = 29830;
186 const Tag TESTradSesStatus = 25044;
187 const Tag TESSecurityStatus = 25045;
190 const Tag MDOriginType = 1024;
192 const Tag AggressorTime = 2445;
194 const Tag LegSecurityType = 609;
195 const Tag MDReportCount = 2536;
196 const Tag MDReportEvent = 2535;
199 const Tag MarketSegmentType = 2543;
201 const Tag TickRuleID = 28887;
205 const Tag SettlBusinessDays = 28878;
206 const Tag AuctionType = 1803;
209 const Tag CFICode = 461;
211 const Tag RefTickTableID = 1787;
212 const Tag SettlCurrency = 120;
213 const Tag InstrumentPartyID = 1019;
217 const Tag NoInstrAttrib = 870;
218 const Tag InstrAttribType = 871;
221 const Tag PriceType = 423;
222 const Tag PostTradeAnonymity = 28876;
223 const Tag SettlPrice = 730;
224 const Tag AnnualCalendarDays = 28881;
228 const Tag RelatedIndexValue = 28882;
231 const Tag TotalNumOfTrades = 6139;
233 const Tag MarketCondition = 2705;
237 const Tag MultiLegPriceModel = 28750;
238 const Tag UnitOfMeasure = 996;
239 const Tag AssetType = 1940;
240 const Tag AssetSubType = 29831;
241 const Tag DepositType = 28890;
242 const Tag DecaySplit = 25144;
243 const Tag QuoteSideModelType = 28898;
244 const Tag Issuer = 106;
245 const Tag IssueDate = 225;
246 const Tag CouponRate = 223;
249 const Tag CouponDayCount = 1950;
250 const Tag CouponType = 1946;
251 const Tag CountryOfIssue = 470;
252 const Tag RoundLot = 561;
253 const Tag MinTradeVol = 562;
254 const Tag SoldOutIndicator = 25155;
255 const Tag CrossRequestType = 28771;
256 const Tag InputSource = 979;
258 const Tag FlatIndicator = 25170;
259 const Tag NoPartyIDs = 453;
260 const Tag PartyID = 448;
261 const Tag NoTickRuleScopes = 32571;
262
263 const Tag ContractDate = 30866;
264 const Tag ContractMonthYear = 32340;
265 const Tag QuotingStartTime = 30341;
266 const Tag QuotingEndTime = 30345;
268 const Tag WarrantType = 30762;
269
270 const Tag SecurityMassStatus = 30965;
273 const Tag LastFragment = 893;
274
276 const Tag USApproval = 39543;
279
280 const Tag ContractQuarter = 25189;
281 const Tag ContractWeek = 25187;
282 const Tag ContractWeekYear = 25188;
283 const Tag ContractCycleType = 30865;
286
287 const Tag LegRatioMultiplier = 28900;
288
290
291 const Tag CoverIndicator = 25200;
292
294 const Tag IsPrimary = 25216;
296 const Tag ContractFrequency = 30867;
297
298 const Tag DisplayDay = 25210;
299 const Tag DisplayRelativeDay = 25220;
300 const Tag DisplayWeek = 25212;
301 const Tag DisplayMonth = 25211;
302 const Tag DisplayQuarter = 25189;
303 const Tag DisplaySeason = 25214;
304 const Tag DisplayYear = 25213;
305 const Tag DisplayName = 28791;
306
311
312 const Tag CheckMarketOrder = 25217;
313
314 const Tag HighPx = 332;
315 const Tag LowPx = 333;
316
317 const Tag TslMarketGroupID = 28798;
318 const Tag TslMarketGroup = 28799;
320
321 const Tag SettlPriceType = 731;
322
324 const Tag LocationID = 283;
325 const Tag ProductType = 6958;
327 const Tag CommodityUnit = 30996;
328
330
331 const Tag NoHHIIntervals = 25227;
332 const Tag HHIIndicator = 25228;
333 const Tag HHIIntervalEnd = 25229;
334
335 const Tag ContractDateType = 32865;
336 const Tag DisplayDayOfWeek = 25239;
337
338 const Tag PriceDelta = 811;
339
341
342 const Tag CapacityGroupId = 25246;
345 const Tag ContractMonthType = 33865;
346 const Tag ListMethod = 1198;
347 const Tag RelatedSecurityID = 1650;
348
349 const Tag LocationType = 30283;
350 const Tag MaxTradeVol = 1140;
351 const Tag MaxTradeVal = 28804;
353 const Tag MaxTESVol = 28806;
356 const Tag ConversionMode = 28909;
358
359 const Tag MidpointTrading = 28913;
364 const Tag TransBkdTime = 483;
365 const Tag NumberOfBuySides = 28911;
366 const Tag NumberOfSellSides = 28912;
367 const Tag PriceNotation = 32763;
368 const Tag RelatedPrice = 30810;
369 const Tag RelatedPriceType = 30419;
370 const Tag TradingStyle = 31194;
372
374 const Tag MaxDiffExpMonths = 28916;
376
381
383
384 }
385 }
386 }
387}
const Tag NextEffectiveBusinessDate
Definition Tags.h:198
const Tag MarketSegmentRelationship
Definition Tags.h:178
const Tag InstrumentScopeSecurityType
Definition Tags.h:181
const Tag CurrentAccruedInterestAmt
Definition Tags.h:340
const Tag SecurityClassificationReason
Definition Tags.h:361
const Tag InstrumentAuctionType
Definition Tags.h:267
const Tag NoSecurityClassifications
Definition Tags.h:363
const Tag TickRuleProductComplex
Definition Tags.h:139
const Tag FlexProductEligibilityIndicator
Definition Tags.h:108
const Tag NoClearingPriceParameters
Definition Tags.h:159
const Tag InstrumentScopeProductComplex
Definition Tags.h:115
const Tag NoCrossRequestSideGrp
Definition Tags.h:257
const Tag SecurityMassTradingEvent
Definition Tags.h:188
const Tag InstrumentPartyRoleQualifier
Definition Tags.h:216
const Tag EffectiveBusinessDate
Definition Tags.h:197
const Tag UnderlyingMarketSegmentID
Definition Tags.h:289
const Tag VolatilityCorridorRetailAuction
Definition Tags.h:375
const Tag AlgorithmicTradeIndicator
Definition Tags.h:235
const Tag UnderlyingSecurityIDSource
Definition Tags.h:155
const Tag MinPriceIncrementClearing
Definition Tags.h:220
const Tag MultiLegReportingType
Definition Tags.h:236
const Tag NoQuantityScalingFactors
Definition Tags.h:344
const Tag OffsetSTPEffectiveTime
Definition Tags.h:278
const Tag SecurityReferenceDataSupplement
Definition Tags.h:354
const Tag SecurityClassificationValue
Definition Tags.h:362
const Tag NoTradingSessionRules
Definition Tags.h:232
const Tag OvernightInterestRateName
Definition Tags.h:382
const Tag PotentialSecurityTradingEvent
Definition Tags.h:191
const Tag CurrentCollectionParameter
Definition Tags.h:229
const Tag MaxOffsetRFQExpireTime
Definition Tags.h:277
const Tag SecurityTradingStatus
Definition Tags.h:61
const Tag RiskSensitivityFactor
Definition Tags.h:371
const Tag TradingSessionSubID
Definition Tags.h:77
const Tag ConversionModeQualifier
Definition Tags.h:357
const Tag VolatilityCorridorClosingAuction
Definition Tags.h:309
const Tag FloatAbsVolaInterruptionLimit
Definition Tags.h:378
const Tag FinalSettlementReferenceDate
Definition Tags.h:285
const Tag AccruedCollectionParameter
Definition Tags.h:230
const Tag InstrumentPartyIDSource
Definition Tags.h:214
const Tag MDRecoveryTimeInterval
Definition Tags.h:153
const Tag TotNoInstrumentReports
Definition Tags.h:142
const Tag TESSecurityMassStatus
Definition Tags.h:272
const Tag MarketDepthTimeInterval
Definition Tags.h:152
const Tag AnnualTradingBusinessDays
Definition Tags.h:163
const Tag PrimaryServiceLocationSubID
Definition Tags.h:123
const Tag MinPriceIncrementAmount
Definition Tags.h:97
const Tag VolatilityCorridorOpeningAuction
Definition Tags.h:307
const Tag PriceRangeProductComplex
Definition Tags.h:132
const Tag MaturityFrequencyUnit
Definition Tags.h:355
const Tag TotalTradingBusinessDays
Definition Tags.h:164
const Tag SecondaryServiceLocationID
Definition Tags.h:124
const Tag SecondaryServiceLocationSubID
Definition Tags.h:125
const Tag CurrentPaymentParameter
Definition Tags.h:226
const Tag LastMsgSeqNumProcessed
Definition Tags.h:65
const Tag UnderlyingSecurityExchange
Definition Tags.h:156
const Tag FloatPctVolaInterruptionLimit
Definition Tags.h:380
const Tag ContractIdentificationEligibility
Definition Tags.h:293
const Tag SecurityAltIDSource
Definition Tags.h:68
const Tag InstrumentPricePrecision
Definition Tags.h:149
const Tag UnderlyingPrevClosePx
Definition Tags.h:151
const Tag MarketImbalanceIndicator
Definition Tags.h:208
const Tag FixedAbsVolaInterruptionLimit
Definition Tags.h:377
const Tag PreviousCouponPaymentDate
Definition Tags.h:247
const Tag ContractGenerationNumber
Definition Tags.h:121
const Tag VolatilityCorridorIntradayAuction
Definition Tags.h:308
const Tag CommodityProductClass
Definition Tags.h:326
const Tag SecurityUpdateAction
Definition Tags.h:90
const Tag OvernightInterestRate
Definition Tags.h:171
const Tag SecurityMassTradingStatus
Definition Tags.h:116
const Tag RelatedMarketSegmentID
Definition Tags.h:177
const Tag AccumulatedReturnModifiedVariationMargin
Definition Tags.h:172
const Tag MatchRuleProductComplex
Definition Tags.h:140
const Tag NonDisclosedTradeVolume
Definition Tags.h:193
const Tag NoRelatedMarketSegments
Definition Tags.h:176
const Tag InstrumentScopeOperator
Definition Tags.h:180
const Tag ImpliedMarketIndicator
Definition Tags.h:96
const Tag FixedPctVolaInterruptionLimit
Definition Tags.h:379
const Tag FlexProductEligibilityComplex
Definition Tags.h:146
const Tag QuantityScalingFactor
Definition Tags.h:343
const Tag LowExercisePriceOptionIndicator
Definition Tags.h:150
const Tag InstrumentScopeSecuritySubType
Definition Tags.h:182
const Tag RemainingCalendarDays
Definition Tags.h:225
const Tag TotNoMarketSegmentReports
Definition Tags.h:141
const Tag PrimaryServiceLocationID
Definition Tags.h:122
const Tag CrossMatchInstructionDefault
Definition Tags.h:373
const Tag NoFlexProductEligibilities
Definition Tags.h:145
const Tag IndependentSystemOperator
Definition Tags.h:323
const Tag VolatilityCorridorContinuous
Definition Tags.h:310
const Tag ContractDisplayInstruction
Definition Tags.h:284
const Tag AccruedPaymentParameter
Definition Tags.h:227
unsigned Tag
Alias for tag numbers.
Definition Tag.h:29