OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers
18.2.0
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Tags.h
Go to the documentation of this file.
1
/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Access to and use of the software is governed by the terms of the applicable ONIXS Software
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* Services Agreement (the Agreement) and Customer end user license agreements granting
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* a non-assignable, non-transferable and non-exclusive license to use the software
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* for it's own data processing purposes under the terms defined in the Agreement.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* of this source code or associated reference material to any other location for further reproduction
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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20
#pragma once
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22
#include <
OnixS/Eurex/MarketData/Tag.h
>
23
24
namespace
OnixS
25
{
26
namespace
Eurex
27
{
28
namespace
MarketData
29
{
30
namespace
Tags
31
{
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const
Tag
Currency
= 15;
33
const
Tag
SecurityIDSource
= 22;
34
const
Tag
MsgSeqNum
= 34;
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const
Tag
MsgType
= 35;
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const
Tag
OrderQty
= 38;
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const
Tag
SecurityID
= 48;
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const
Tag
SenderCompID
= 49;
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const
Tag
SenderSubID
= 50;
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const
Tag
Side
= 54;
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const
Tag
Symbol
= 55;
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const
Tag
TransactTime
= 60;
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const
Tag
SecurityDesc
= 107;
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const
Tag
NoRelatedSym
= 146;
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const
Tag
SecurityType
= 167;
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const
Tag
MaturityMonthYear
= 200;
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const
Tag
PutOrCall
= 201;
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const
Tag
StrikePrice
= 202;
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const
Tag
OptAttribute
= 206;
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const
Tag
SecurityExchange
= 207;
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const
Tag
ContractMultiplier
= 231;
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const
Tag
MarketDepth
= 264;
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const
Tag
NoMDEntries
= 268;
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const
Tag
MDEntryType
= 269;
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const
Tag
MDEntryPx
= 270;
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const
Tag
MDEntrySize
= 271;
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const
Tag
MDEntryTime
= 273;
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const
Tag
TradeCondition
= 277;
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const
Tag
MDEntryID
= 278;
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const
Tag
MDUpdateAction
= 279;
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const
Tag
SecurityTradingStatus
= 326;
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const
Tag
TradingSessionID
= 336;
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const
Tag
TradSesStatus
= 340;
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const
Tag
NumberOfOrders
= 346;
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const
Tag
LastMsgSeqNumProcessed
= 369;
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const
Tag
NoSecurityAltID
= 454;
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const
Tag
SecurityAltID
= 455;
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const
Tag
SecurityAltIDSource
= 456;
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const
Tag
MaturityDate
= 541;
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const
Tag
NoLegs
= 555;
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const
Tag
LegPrice
= 566;
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const
Tag
MatchType
= 574;
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const
Tag
LegSymbol
= 600;
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const
Tag
LegSecurityID
= 602;
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const
Tag
LegRatioQty
= 623;
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const
Tag
LegSide
= 624;
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const
Tag
TradingSessionSubID
= 625;
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const
Tag
MinBidSize
= 647;
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const
Tag
MinOfferSize
= 648;
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const
Tag
ClearingSettlPrice
= 2528;
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const
Tag
PriorSettlPrice
= 734;
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const
Tag
SecuritySubType
= 762;
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const
Tag
LastUpdateTime
= 779;
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const
Tag
TrdType
= 828;
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const
Tag
NoEvents
= 864;
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const
Tag
EventType
= 865;
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const
Tag
EventDate
= 866;
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const
Tag
SecurityStatus
= 965;
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const
Tag
MinPriceIncrement
= 969;
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const
Tag
SecurityUpdateAction
= 980;
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const
Tag
MDBookType
= 1021;
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const
Tag
MDFeedType
= 1022;
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const
Tag
MDPriceLevel
= 1023;
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const
Tag
NoMDFeedTypes
= 1141;
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const
Tag
MatchAlgorithm
= 1142;
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const
Tag
ImpliedMarketIndicator
= 1144;
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const
Tag
MinPriceIncrementAmount
= 1146;
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const
Tag
RefreshIndicator
= 1187;
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const
Tag
SettlMethod
= 1193;
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const
Tag
ExerciseStyle
= 1194;
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const
Tag
ValuationMethod
= 1197;
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const
Tag
NoTickRules
= 1205;
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const
Tag
StartTickPriceRange
= 1206;
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const
Tag
EndTickPriceRange
= 1207;
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const
Tag
TickIncrement
= 1208;
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const
Tag
ProductComplex
= 1227;
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const
Tag
NoMatchRules
= 1235;
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const
Tag
FlexProductEligibilityIndicator
= 1242;
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const
Tag
MarketSegmentID
= 1300;
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const
Tag
MarketID
= 1301;
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const
Tag
NoMarketSegments
= 1310;
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const
Tag
ParentMktSegmID
= 1325;
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const
Tag
MultilegModel
= 1377;
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const
Tag
MarketSegmentDesc
= 1396;
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const
Tag
InstrumentScopeProductComplex
= 1544;
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const
Tag
SecurityMassTradingStatus
= 1679;
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const
Tag
PartitionID
= 5948;
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const
Tag
MarketSegmentSymbol
= 7177;
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const
Tag
MarketSegment
= 7703;
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const
Tag
USFirmFlag
= 9543;
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const
Tag
ContractGenerationNumber
= 25034;
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const
Tag
PrimaryServiceLocationID
= 2567;
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const
Tag
PrimaryServiceLocationSubID
= 28591;
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const
Tag
SecondaryServiceLocationID
= 2568;
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const
Tag
SecondaryServiceLocationSubID
= 28593;
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const
Tag
MarketSegmentStatus
= 2542;
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const
Tag
AggressorSide
= 2446;
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const
Tag
NoPriceRangeRules
= 2550;
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const
Tag
PriceRangeRuleID
= 2556;
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const
Tag
PriceRangeValue
= 2553;
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const
Tag
PriceRangePercentage
= 2554;
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const
Tag
PriceRangeProductComplex
= 2555;
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const
Tag
StartPriceRange
= 2551;
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const
Tag
EndPriceRange
= 2552;
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const
Tag
AggressorTimestamp
= 28820;
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const
Tag
NumberOfBuyOrders
= 2449;
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const
Tag
NumberOfSellOrders
= 2450;
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const
Tag
RestingCxlQty
= 28869;
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const
Tag
TickRuleProductComplex
= 2571;
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const
Tag
MatchRuleProductComplex
= 28824;
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const
Tag
TotNoMarketSegmentReports
= 2537;
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const
Tag
TotNoInstrumentReports
= 2538;
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const
Tag
FastMarketIndicator
= 2447;
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const
Tag
NoQuoteSizeRules
= 2558;
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const
Tag
NoFlexProductEligibilities
= 2560;
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const
Tag
FlexProductEligibilityComplex
= 2561;
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const
Tag
OrigStrikePrice
= 2578;
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const
Tag
StrikePricePrecision
= 2577;
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const
Tag
InstrumentPricePrecision
= 2576;
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const
Tag
LowExercisePriceOptionIndicator
= 28838;
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const
Tag
UnderlyingPrevClosePx
= 28843;
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const
Tag
MarketDepthTimeInterval
= 2563;
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const
Tag
MDRecoveryTimeInterval
= 2565;
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const
Tag
SettlSubMethod
= 2579;
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const
Tag
UnderlyingSecurityIDSource
= 30305;
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const
Tag
UnderlyingSecurityExchange
= 30308;
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const
Tag
UnderlyingSecurityID
= 30309;
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const
Tag
UnderlyingSymbol
= 30311;
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const
Tag
NoClearingPriceParameters
= 2580;
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const
Tag
BusinessDayType
= 2581;
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const
Tag
ClearingPriceOffset
= 2582;
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const
Tag
VegaMultiplier
= 2583;
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const
Tag
AnnualTradingBusinessDays
= 2584;
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const
Tag
TotalTradingBusinessDays
= 2585;
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const
Tag
TradingBusinessDays
= 2586;
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const
Tag
StandardVariance
= 2588;
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const
Tag
RelatedClosePrice
= 2589;
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const
Tag
RealisedVariance
= 2587;
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const
Tag
RiskFreeRate
= 1190;
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const
Tag
DiscountFactor
= 1592;
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const
Tag
OvernightInterestRate
= 2590;
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const
Tag
AccumulatedReturnModifiedVariationMargin
= 2591;
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const
Tag
Volatility
= 1188;
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const
Tag
CalculationMethod
= 2592;
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const
Tag
RequestTime
= 5979;
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const
Tag
NoRelatedMarketSegments
= 2545;
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const
Tag
RelatedMarketSegmentID
= 2546;
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const
Tag
MarketSegmentRelationship
= 2547;
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const
Tag
NoInstrumentScopes
= 1656;
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const
Tag
InstrumentScopeOperator
= 1535;
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const
Tag
InstrumentScopeSecurityType
= 1547;
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const
Tag
InstrumentScopeSecuritySubType
= 1548;
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const
Tag
MDSubBookType
= 1173;
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const
Tag
QuoteCondition
= 276;
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const
Tag
MDSecPx
= 29830;
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const
Tag
TESTradSesStatus
= 25044;
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const
Tag
TESSecurityStatus
= 25045;
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const
Tag
SecurityMassTradingEvent
= 1680;
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const
Tag
SecurityTradingEvent
= 1174;
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const
Tag
MDOriginType
= 1024;
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const
Tag
PotentialSecurityTradingEvent
= 28872;
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const
Tag
AggressorTime
= 2445;
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const
Tag
NonDisclosedTradeVolume
= 28873;
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const
Tag
LegSecurityType
= 609;
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const
Tag
MDReportCount
= 2536;
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const
Tag
MDReportEvent
= 2535;
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const
Tag
EffectiveBusinessDate
= 2400;
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const
Tag
NextEffectiveBusinessDate
= 28871;
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const
Tag
MarketSegmentType
= 2543;
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const
Tag
MarketSegmentSubType
= 2544;
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const
Tag
TickRuleID
= 28887;
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const
Tag
QuoteSideIndicator
= 2559;
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const
Tag
FastMarketPercentage
= 2557;
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const
Tag
NoAuctionTypeRules
= 2548;
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const
Tag
SettlBusinessDays
= 28878;
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const
Tag
AuctionType
= 1803;
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const
Tag
ClosedBookIndicator
= 28874;
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const
Tag
MarketImbalanceIndicator
= 28875;
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const
Tag
CFICode
= 461;
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const
Tag
NoInstrumentParties
= 1018;
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const
Tag
RefTickTableID
= 1787;
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const
Tag
SettlCurrency
= 120;
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const
Tag
InstrumentPartyID
= 1019;
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const
Tag
InstrumentPartyIDSource
= 1050;
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const
Tag
InstrumentPartyRole
= 1051;
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const
Tag
InstrumentPartyRoleQualifier
= 2378;
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const
Tag
NoInstrAttrib
= 870;
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const
Tag
InstrAttribType
= 871;
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const
Tag
InstrAttribValue
= 872;
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const
Tag
MinPriceIncrementClearing
= 28888;
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const
Tag
PriceType
= 423;
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const
Tag
PostTradeAnonymity
= 28876;
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const
Tag
SettlPrice
= 730;
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const
Tag
AnnualCalendarDays
= 28881;
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const
Tag
RemainingCalendarDays
= 28880;
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const
Tag
CurrentPaymentParameter
= 28883;
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const
Tag
AccruedPaymentParameter
= 28884;
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const
Tag
RelatedIndexValue
= 28882;
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const
Tag
CurrentCollectionParameter
= 28885;
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const
Tag
AccruedCollectionParameter
= 28886;
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const
Tag
TotalNumOfTrades
= 6139;
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const
Tag
NoTradingSessionRules
= 1309;
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const
Tag
MarketCondition
= 2705;
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const
Tag
MassMarketCondition
= 28894;
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const
Tag
AlgorithmicTradeIndicator
= 2667;
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const
Tag
MultiLegReportingType
= 442;
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const
Tag
MultiLegPriceModel
= 28750;
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const
Tag
UnitOfMeasure
= 996;
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const
Tag
AssetType
= 1940;
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const
Tag
AssetSubType
= 29831;
241
const
Tag
DepositType
= 28890;
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const
Tag
DecaySplit
= 25144;
243
const
Tag
QuoteSideModelType
= 28898;
244
const
Tag
Issuer
= 106;
245
const
Tag
IssueDate
= 225;
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const
Tag
CouponRate
= 223;
247
const
Tag
PreviousCouponPaymentDate
= 28895;
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const
Tag
CouponPaymentDate
= 224;
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;
257
const
Tag
NoCrossRequestSideGrp
= 552;
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;
267
const
Tag
InstrumentAuctionType
= 31803;
268
const
Tag
WarrantType
= 30762;
269
270
const
Tag
SecurityMassStatus
= 30965;
271
const
Tag
MassSoldOutIndicator
= 35155;
272
const
Tag
TESSecurityMassStatus
= 35045;
273
const
Tag
LastFragment
= 893;
274
275
const
Tag
NegotiationDuration
= 31629;
276
const
Tag
USApproval
= 39543;
277
const
Tag
MaxOffsetRFQExpireTime
= 30126;
278
const
Tag
OffsetSTPEffectiveTime
= 30168;
279
280
const
Tag
ContractQuarter
= 25189;
281
const
Tag
ContractWeek
= 25187;
282
const
Tag
ContractWeekYear
= 25188;
283
const
Tag
ContractCycleType
= 30865;
284
const
Tag
ContractDisplayInstruction
= 25186;
285
const
Tag
FinalSettlementReferenceDate
= 30064;
286
287
const
Tag
LegRatioMultiplier
= 28900;
288
289
const
Tag
UnderlyingMarketSegmentID
= 31300;
290
291
const
Tag
CoverIndicator
= 25200;
292
293
const
Tag
ContractIdentificationEligibility
= 25215;
294
const
Tag
IsPrimary
= 25216;
295
const
Tag
ContractCycleSubType
= 31865;
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
307
const
Tag
VolatilityCorridorOpeningAuction
= 25221;
308
const
Tag
VolatilityCorridorIntradayAuction
= 25222;
309
const
Tag
VolatilityCorridorClosingAuction
= 25223;
310
const
Tag
VolatilityCorridorContinuous
= 25224;
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;
319
const
Tag
DisableOnBookTrading
= 28800;
320
321
const
Tag
SettlPriceType
= 731;
322
323
const
Tag
IndependentSystemOperator
= 28903;
324
const
Tag
LocationID
= 283;
325
const
Tag
ProductType
= 6958;
326
const
Tag
CommodityProductClass
= 28902;
327
const
Tag
CommodityUnit
= 30996;
328
329
const
Tag
AllowOneProductStrip
= 28901;
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
340
const
Tag
CurrentAccruedInterestAmt
= 30159;
341
342
const
Tag
CapacityGroupId
= 25246;
343
const
Tag
QuantityScalingFactor
= 28907;
344
const
Tag
NoQuantityScalingFactors
= 28906;
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;
352
const
Tag
MaxCalendarSpreadVol
= 28805;
353
const
Tag
MaxTESVol
= 28806;
354
const
Tag
SecurityReferenceDataSupplement
= 2962;
355
const
Tag
MaturityFrequencyUnit
= 2982;
356
const
Tag
ConversionMode
= 28909;
357
const
Tag
ConversionModeQualifier
= 28910;
358
359
const
Tag
MidpointTrading
= 28913;
360
const
Tag
MidpointExecVenueID
= 28914;
361
const
Tag
SecurityClassificationReason
= 1583;
362
const
Tag
SecurityClassificationValue
= 1584;
363
const
Tag
NoSecurityClassifications
= 1582;
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;
371
const
Tag
RiskSensitivityFactor
= 28904;
372
373
const
Tag
CrossMatchInstructionDefault
= 31626;
374
const
Tag
MaxDiffExpMonths
= 28916;
375
const
Tag
VolatilityCorridorRetailAuction
= 25262;
376
377
const
Tag
FixedAbsVolaInterruptionLimit
= 25254;
378
const
Tag
FloatAbsVolaInterruptionLimit
= 25256;
379
const
Tag
FixedPctVolaInterruptionLimit
= 25255;
380
const
Tag
FloatPctVolaInterruptionLimit
= 25257;
381
382
const
Tag
OvernightInterestRateName
= 28915;
383
384
}
385
}
386
}
387
}
Tag.h
OnixS::Eurex::MarketData::Tags
Definition
Tags.h:31
OnixS::Eurex::MarketData::Tags::NextEffectiveBusinessDate
const Tag NextEffectiveBusinessDate
Definition
Tags.h:198
OnixS::Eurex::MarketData::Tags::QuotingStartTime
const Tag QuotingStartTime
Definition
Tags.h:265
OnixS::Eurex::MarketData::Tags::MarketSegmentRelationship
const Tag MarketSegmentRelationship
Definition
Tags.h:178
OnixS::Eurex::MarketData::Tags::InstrumentScopeSecurityType
const Tag InstrumentScopeSecurityType
Definition
Tags.h:181
OnixS::Eurex::MarketData::Tags::CurrentAccruedInterestAmt
const Tag CurrentAccruedInterestAmt
Definition
Tags.h:340
OnixS::Eurex::MarketData::Tags::MaturityDate
const Tag MaturityDate
Definition
Tags.h:69
OnixS::Eurex::MarketData::Tags::SecurityClassificationReason
const Tag SecurityClassificationReason
Definition
Tags.h:361
OnixS::Eurex::MarketData::Tags::FastMarketPercentage
const Tag FastMarketPercentage
Definition
Tags.h:203
OnixS::Eurex::MarketData::Tags::AssetType
const Tag AssetType
Definition
Tags.h:239
OnixS::Eurex::MarketData::Tags::MarketDepth
const Tag MarketDepth
Definition
Tags.h:52
OnixS::Eurex::MarketData::Tags::RefTickTableID
const Tag RefTickTableID
Definition
Tags.h:211
OnixS::Eurex::MarketData::Tags::InstrAttribValue
const Tag InstrAttribValue
Definition
Tags.h:219
OnixS::Eurex::MarketData::Tags::DisplayDayOfWeek
const Tag DisplayDayOfWeek
Definition
Tags.h:336
OnixS::Eurex::MarketData::Tags::LastUpdateTime
const Tag LastUpdateTime
Definition
Tags.h:83
OnixS::Eurex::MarketData::Tags::NoMatchRules
const Tag NoMatchRules
Definition
Tags.h:107
OnixS::Eurex::MarketData::Tags::MDReportEvent
const Tag MDReportEvent
Definition
Tags.h:196
OnixS::Eurex::MarketData::Tags::ListMethod
const Tag ListMethod
Definition
Tags.h:346
OnixS::Eurex::MarketData::Tags::HighPx
const Tag HighPx
Definition
Tags.h:314
OnixS::Eurex::MarketData::Tags::RelatedPriceType
const Tag RelatedPriceType
Definition
Tags.h:369
OnixS::Eurex::MarketData::Tags::DisableOnBookTrading
const Tag DisableOnBookTrading
Definition
Tags.h:319
OnixS::Eurex::MarketData::Tags::CouponRate
const Tag CouponRate
Definition
Tags.h:246
OnixS::Eurex::MarketData::Tags::IsPrimary
const Tag IsPrimary
Definition
Tags.h:294
OnixS::Eurex::MarketData::Tags::MarketSegmentDesc
const Tag MarketSegmentDesc
Definition
Tags.h:114
OnixS::Eurex::MarketData::Tags::RelatedPrice
const Tag RelatedPrice
Definition
Tags.h:368
OnixS::Eurex::MarketData::Tags::InstrumentAuctionType
const Tag InstrumentAuctionType
Definition
Tags.h:267
OnixS::Eurex::MarketData::Tags::NoHHIIntervals
const Tag NoHHIIntervals
Definition
Tags.h:331
OnixS::Eurex::MarketData::Tags::MassSoldOutIndicator
const Tag MassSoldOutIndicator
Definition
Tags.h:271
OnixS::Eurex::MarketData::Tags::SettlCurrency
const Tag SettlCurrency
Definition
Tags.h:212
OnixS::Eurex::MarketData::Tags::NoInstrumentParties
const Tag NoInstrumentParties
Definition
Tags.h:210
OnixS::Eurex::MarketData::Tags::Side
const Tag Side
Definition
Tags.h:40
OnixS::Eurex::MarketData::Tags::RelatedClosePrice
const Tag RelatedClosePrice
Definition
Tags.h:167
OnixS::Eurex::MarketData::Tags::TslMarketGroup
const Tag TslMarketGroup
Definition
Tags.h:318
OnixS::Eurex::MarketData::Tags::NoSecurityClassifications
const Tag NoSecurityClassifications
Definition
Tags.h:363
OnixS::Eurex::MarketData::Tags::TickRuleProductComplex
const Tag TickRuleProductComplex
Definition
Tags.h:139
OnixS::Eurex::MarketData::Tags::EventDate
const Tag EventDate
Definition
Tags.h:87
OnixS::Eurex::MarketData::Tags::FlexProductEligibilityIndicator
const Tag FlexProductEligibilityIndicator
Definition
Tags.h:108
OnixS::Eurex::MarketData::Tags::SettlPriceType
const Tag SettlPriceType
Definition
Tags.h:321
OnixS::Eurex::MarketData::Tags::NoClearingPriceParameters
const Tag NoClearingPriceParameters
Definition
Tags.h:159
OnixS::Eurex::MarketData::Tags::IssueDate
const Tag IssueDate
Definition
Tags.h:245
OnixS::Eurex::MarketData::Tags::NoMDEntries
const Tag NoMDEntries
Definition
Tags.h:53
OnixS::Eurex::MarketData::Tags::SettlPrice
const Tag SettlPrice
Definition
Tags.h:223
OnixS::Eurex::MarketData::Tags::InstrumentScopeProductComplex
const Tag InstrumentScopeProductComplex
Definition
Tags.h:115
OnixS::Eurex::MarketData::Tags::TradSesStatus
const Tag TradSesStatus
Definition
Tags.h:63
OnixS::Eurex::MarketData::Tags::NoCrossRequestSideGrp
const Tag NoCrossRequestSideGrp
Definition
Tags.h:257
OnixS::Eurex::MarketData::Tags::NoQuoteSizeRules
const Tag NoQuoteSizeRules
Definition
Tags.h:144
OnixS::Eurex::MarketData::Tags::SecurityMassTradingEvent
const Tag SecurityMassTradingEvent
Definition
Tags.h:188
OnixS::Eurex::MarketData::Tags::ExerciseStyle
const Tag ExerciseStyle
Definition
Tags.h:100
OnixS::Eurex::MarketData::Tags::InstrumentPartyRoleQualifier
const Tag InstrumentPartyRoleQualifier
Definition
Tags.h:216
OnixS::Eurex::MarketData::Tags::DiscountFactor
const Tag DiscountFactor
Definition
Tags.h:170
OnixS::Eurex::MarketData::Tags::AggressorTimestamp
const Tag AggressorTimestamp
Definition
Tags.h:135
OnixS::Eurex::MarketData::Tags::EffectiveBusinessDate
const Tag EffectiveBusinessDate
Definition
Tags.h:197
OnixS::Eurex::MarketData::Tags::ContractDate
const Tag ContractDate
Definition
Tags.h:263
OnixS::Eurex::MarketData::Tags::InputSource
const Tag InputSource
Definition
Tags.h:256
OnixS::Eurex::MarketData::Tags::ContractMonthYear
const Tag ContractMonthYear
Definition
Tags.h:264
OnixS::Eurex::MarketData::Tags::DisplayRelativeDay
const Tag DisplayRelativeDay
Definition
Tags.h:299
OnixS::Eurex::MarketData::Tags::MarketSegmentType
const Tag MarketSegmentType
Definition
Tags.h:199
OnixS::Eurex::MarketData::Tags::InstrumentPartyID
const Tag InstrumentPartyID
Definition
Tags.h:213
OnixS::Eurex::MarketData::Tags::UnderlyingMarketSegmentID
const Tag UnderlyingMarketSegmentID
Definition
Tags.h:289
OnixS::Eurex::MarketData::Tags::VolatilityCorridorRetailAuction
const Tag VolatilityCorridorRetailAuction
Definition
Tags.h:375
OnixS::Eurex::MarketData::Tags::AlgorithmicTradeIndicator
const Tag AlgorithmicTradeIndicator
Definition
Tags.h:235
OnixS::Eurex::MarketData::Tags::UnderlyingSecurityIDSource
const Tag UnderlyingSecurityIDSource
Definition
Tags.h:155
OnixS::Eurex::MarketData::Tags::MsgType
const Tag MsgType
Definition
Tags.h:35
OnixS::Eurex::MarketData::Tags::RelatedSecurityID
const Tag RelatedSecurityID
Definition
Tags.h:347
OnixS::Eurex::MarketData::Tags::RoundLot
const Tag RoundLot
Definition
Tags.h:252
OnixS::Eurex::MarketData::Tags::ClosedBookIndicator
const Tag ClosedBookIndicator
Definition
Tags.h:207
OnixS::Eurex::MarketData::Tags::MultiLegPriceModel
const Tag MultiLegPriceModel
Definition
Tags.h:237
OnixS::Eurex::MarketData::Tags::MinPriceIncrementClearing
const Tag MinPriceIncrementClearing
Definition
Tags.h:220
OnixS::Eurex::MarketData::Tags::HHIIndicator
const Tag HHIIndicator
Definition
Tags.h:332
OnixS::Eurex::MarketData::Tags::SettlSubMethod
const Tag SettlSubMethod
Definition
Tags.h:154
OnixS::Eurex::MarketData::Tags::CoverIndicator
const Tag CoverIndicator
Definition
Tags.h:291
OnixS::Eurex::MarketData::Tags::ContractQuarter
const Tag ContractQuarter
Definition
Tags.h:280
OnixS::Eurex::MarketData::Tags::DisplayYear
const Tag DisplayYear
Definition
Tags.h:304
OnixS::Eurex::MarketData::Tags::MDSecPx
const Tag MDSecPx
Definition
Tags.h:185
OnixS::Eurex::MarketData::Tags::Issuer
const Tag Issuer
Definition
Tags.h:244
OnixS::Eurex::MarketData::Tags::MinBidSize
const Tag MinBidSize
Definition
Tags.h:78
OnixS::Eurex::MarketData::Tags::Currency
const Tag Currency
Definition
Tags.h:32
OnixS::Eurex::MarketData::Tags::MultiLegReportingType
const Tag MultiLegReportingType
Definition
Tags.h:236
OnixS::Eurex::MarketData::Tags::NoInstrumentScopes
const Tag NoInstrumentScopes
Definition
Tags.h:179
OnixS::Eurex::MarketData::Tags::NoQuantityScalingFactors
const Tag NoQuantityScalingFactors
Definition
Tags.h:344
OnixS::Eurex::MarketData::Tags::RefreshIndicator
const Tag RefreshIndicator
Definition
Tags.h:98
OnixS::Eurex::MarketData::Tags::RelatedIndexValue
const Tag RelatedIndexValue
Definition
Tags.h:228
OnixS::Eurex::MarketData::Tags::ContractMonthType
const Tag ContractMonthType
Definition
Tags.h:345
OnixS::Eurex::MarketData::Tags::TickRuleID
const Tag TickRuleID
Definition
Tags.h:201
OnixS::Eurex::MarketData::Tags::MDReportCount
const Tag MDReportCount
Definition
Tags.h:195
OnixS::Eurex::MarketData::Tags::SenderSubID
const Tag SenderSubID
Definition
Tags.h:39
OnixS::Eurex::MarketData::Tags::OffsetSTPEffectiveTime
const Tag OffsetSTPEffectiveTime
Definition
Tags.h:278
OnixS::Eurex::MarketData::Tags::SecurityReferenceDataSupplement
const Tag SecurityReferenceDataSupplement
Definition
Tags.h:354
OnixS::Eurex::MarketData::Tags::SecurityID
const Tag SecurityID
Definition
Tags.h:37
OnixS::Eurex::MarketData::Tags::MatchAlgorithm
const Tag MatchAlgorithm
Definition
Tags.h:95
OnixS::Eurex::MarketData::Tags::ProductComplex
const Tag ProductComplex
Definition
Tags.h:106
OnixS::Eurex::MarketData::Tags::ClearingSettlPrice
const Tag ClearingSettlPrice
Definition
Tags.h:80
OnixS::Eurex::MarketData::Tags::NoTickRules
const Tag NoTickRules
Definition
Tags.h:102
OnixS::Eurex::MarketData::Tags::InstrAttribType
const Tag InstrAttribType
Definition
Tags.h:218
OnixS::Eurex::MarketData::Tags::SecurityClassificationValue
const Tag SecurityClassificationValue
Definition
Tags.h:362
OnixS::Eurex::MarketData::Tags::UnderlyingSecurityID
const Tag UnderlyingSecurityID
Definition
Tags.h:157
OnixS::Eurex::MarketData::Tags::NoTradingSessionRules
const Tag NoTradingSessionRules
Definition
Tags.h:232
OnixS::Eurex::MarketData::Tags::QuoteSideIndicator
const Tag QuoteSideIndicator
Definition
Tags.h:202
OnixS::Eurex::MarketData::Tags::TESTradSesStatus
const Tag TESTradSesStatus
Definition
Tags.h:186
OnixS::Eurex::MarketData::Tags::OvernightInterestRateName
const Tag OvernightInterestRateName
Definition
Tags.h:382
OnixS::Eurex::MarketData::Tags::NoPartyIDs
const Tag NoPartyIDs
Definition
Tags.h:259
OnixS::Eurex::MarketData::Tags::PotentialSecurityTradingEvent
const Tag PotentialSecurityTradingEvent
Definition
Tags.h:191
OnixS::Eurex::MarketData::Tags::MDEntryType
const Tag MDEntryType
Definition
Tags.h:54
OnixS::Eurex::MarketData::Tags::EventType
const Tag EventType
Definition
Tags.h:86
OnixS::Eurex::MarketData::Tags::MaturityMonthYear
const Tag MaturityMonthYear
Definition
Tags.h:46
OnixS::Eurex::MarketData::Tags::MarketCondition
const Tag MarketCondition
Definition
Tags.h:233
OnixS::Eurex::MarketData::Tags::SecurityExchange
const Tag SecurityExchange
Definition
Tags.h:50
OnixS::Eurex::MarketData::Tags::NoInstrAttrib
const Tag NoInstrAttrib
Definition
Tags.h:217
OnixS::Eurex::MarketData::Tags::ContractDateType
const Tag ContractDateType
Definition
Tags.h:335
OnixS::Eurex::MarketData::Tags::MDPriceLevel
const Tag MDPriceLevel
Definition
Tags.h:93
OnixS::Eurex::MarketData::Tags::CurrentCollectionParameter
const Tag CurrentCollectionParameter
Definition
Tags.h:229
OnixS::Eurex::MarketData::Tags::ContractCycleType
const Tag ContractCycleType
Definition
Tags.h:283
OnixS::Eurex::MarketData::Tags::NoLegs
const Tag NoLegs
Definition
Tags.h:70
OnixS::Eurex::MarketData::Tags::LegRatioMultiplier
const Tag LegRatioMultiplier
Definition
Tags.h:287
OnixS::Eurex::MarketData::Tags::VegaMultiplier
const Tag VegaMultiplier
Definition
Tags.h:162
OnixS::Eurex::MarketData::Tags::FlatIndicator
const Tag FlatIndicator
Definition
Tags.h:258
OnixS::Eurex::MarketData::Tags::EndTickPriceRange
const Tag EndTickPriceRange
Definition
Tags.h:104
OnixS::Eurex::MarketData::Tags::NoRelatedSym
const Tag NoRelatedSym
Definition
Tags.h:44
OnixS::Eurex::MarketData::Tags::InstrumentPartyRole
const Tag InstrumentPartyRole
Definition
Tags.h:215
OnixS::Eurex::MarketData::Tags::RestingCxlQty
const Tag RestingCxlQty
Definition
Tags.h:138
OnixS::Eurex::MarketData::Tags::CrossRequestType
const Tag CrossRequestType
Definition
Tags.h:255
OnixS::Eurex::MarketData::Tags::MDSubBookType
const Tag MDSubBookType
Definition
Tags.h:183
OnixS::Eurex::MarketData::Tags::CalculationMethod
const Tag CalculationMethod
Definition
Tags.h:174
OnixS::Eurex::MarketData::Tags::MaxOffsetRFQExpireTime
const Tag MaxOffsetRFQExpireTime
Definition
Tags.h:277
OnixS::Eurex::MarketData::Tags::SecurityTradingStatus
const Tag SecurityTradingStatus
Definition
Tags.h:61
OnixS::Eurex::MarketData::Tags::RiskSensitivityFactor
const Tag RiskSensitivityFactor
Definition
Tags.h:371
OnixS::Eurex::MarketData::Tags::OrderQty
const Tag OrderQty
Definition
Tags.h:36
OnixS::Eurex::MarketData::Tags::SecurityStatus
const Tag SecurityStatus
Definition
Tags.h:88
OnixS::Eurex::MarketData::Tags::CountryOfIssue
const Tag CountryOfIssue
Definition
Tags.h:251
OnixS::Eurex::MarketData::Tags::TradingSessionSubID
const Tag TradingSessionSubID
Definition
Tags.h:77
OnixS::Eurex::MarketData::Tags::NoAuctionTypeRules
const Tag NoAuctionTypeRules
Definition
Tags.h:204
OnixS::Eurex::MarketData::Tags::StartPriceRange
const Tag StartPriceRange
Definition
Tags.h:133
OnixS::Eurex::MarketData::Tags::ConversionModeQualifier
const Tag ConversionModeQualifier
Definition
Tags.h:357
OnixS::Eurex::MarketData::Tags::ProductType
const Tag ProductType
Definition
Tags.h:325
OnixS::Eurex::MarketData::Tags::VolatilityCorridorClosingAuction
const Tag VolatilityCorridorClosingAuction
Definition
Tags.h:309
OnixS::Eurex::MarketData::Tags::MDEntryPx
const Tag MDEntryPx
Definition
Tags.h:55
OnixS::Eurex::MarketData::Tags::OrigStrikePrice
const Tag OrigStrikePrice
Definition
Tags.h:147
OnixS::Eurex::MarketData::Tags::FloatAbsVolaInterruptionLimit
const Tag FloatAbsVolaInterruptionLimit
Definition
Tags.h:378
OnixS::Eurex::MarketData::Tags::FinalSettlementReferenceDate
const Tag FinalSettlementReferenceDate
Definition
Tags.h:285
OnixS::Eurex::MarketData::Tags::AccruedCollectionParameter
const Tag AccruedCollectionParameter
Definition
Tags.h:230
OnixS::Eurex::MarketData::Tags::PriceNotation
const Tag PriceNotation
Definition
Tags.h:367
OnixS::Eurex::MarketData::Tags::LegPrice
const Tag LegPrice
Definition
Tags.h:71
OnixS::Eurex::MarketData::Tags::DepositType
const Tag DepositType
Definition
Tags.h:241
OnixS::Eurex::MarketData::Tags::InstrumentPartyIDSource
const Tag InstrumentPartyIDSource
Definition
Tags.h:214
OnixS::Eurex::MarketData::Tags::TslMarketGroupID
const Tag TslMarketGroupID
Definition
Tags.h:317
OnixS::Eurex::MarketData::Tags::PriceDelta
const Tag PriceDelta
Definition
Tags.h:338
OnixS::Eurex::MarketData::Tags::SecurityIDSource
const Tag SecurityIDSource
Definition
Tags.h:33
OnixS::Eurex::MarketData::Tags::NumberOfSellOrders
const Tag NumberOfSellOrders
Definition
Tags.h:137
OnixS::Eurex::MarketData::Tags::DisplayDay
const Tag DisplayDay
Definition
Tags.h:298
OnixS::Eurex::MarketData::Tags::MDRecoveryTimeInterval
const Tag MDRecoveryTimeInterval
Definition
Tags.h:153
OnixS::Eurex::MarketData::Tags::MaxTradeVal
const Tag MaxTradeVal
Definition
Tags.h:351
OnixS::Eurex::MarketData::Tags::TotNoInstrumentReports
const Tag TotNoInstrumentReports
Definition
Tags.h:142
OnixS::Eurex::MarketData::Tags::TESSecurityMassStatus
const Tag TESSecurityMassStatus
Definition
Tags.h:272
OnixS::Eurex::MarketData::Tags::ContractWeekYear
const Tag ContractWeekYear
Definition
Tags.h:282
OnixS::Eurex::MarketData::Tags::SettlMethod
const Tag SettlMethod
Definition
Tags.h:99
OnixS::Eurex::MarketData::Tags::MarketDepthTimeInterval
const Tag MarketDepthTimeInterval
Definition
Tags.h:152
OnixS::Eurex::MarketData::Tags::UnderlyingSymbol
const Tag UnderlyingSymbol
Definition
Tags.h:158
OnixS::Eurex::MarketData::Tags::MassMarketCondition
const Tag MassMarketCondition
Definition
Tags.h:234
OnixS::Eurex::MarketData::Tags::MultilegModel
const Tag MultilegModel
Definition
Tags.h:113
OnixS::Eurex::MarketData::Tags::StandardVariance
const Tag StandardVariance
Definition
Tags.h:166
OnixS::Eurex::MarketData::Tags::ValuationMethod
const Tag ValuationMethod
Definition
Tags.h:101
OnixS::Eurex::MarketData::Tags::TransactTime
const Tag TransactTime
Definition
Tags.h:42
OnixS::Eurex::MarketData::Tags::UnitOfMeasure
const Tag UnitOfMeasure
Definition
Tags.h:238
OnixS::Eurex::MarketData::Tags::PriorSettlPrice
const Tag PriorSettlPrice
Definition
Tags.h:81
OnixS::Eurex::MarketData::Tags::PostTradeAnonymity
const Tag PostTradeAnonymity
Definition
Tags.h:222
OnixS::Eurex::MarketData::Tags::MinTradeVol
const Tag MinTradeVol
Definition
Tags.h:253
OnixS::Eurex::MarketData::Tags::SoldOutIndicator
const Tag SoldOutIndicator
Definition
Tags.h:254
OnixS::Eurex::MarketData::Tags::TickIncrement
const Tag TickIncrement
Definition
Tags.h:105
OnixS::Eurex::MarketData::Tags::USApproval
const Tag USApproval
Definition
Tags.h:276
OnixS::Eurex::MarketData::Tags::AnnualTradingBusinessDays
const Tag AnnualTradingBusinessDays
Definition
Tags.h:163
OnixS::Eurex::MarketData::Tags::TotalNumOfTrades
const Tag TotalNumOfTrades
Definition
Tags.h:231
OnixS::Eurex::MarketData::Tags::Volatility
const Tag Volatility
Definition
Tags.h:173
OnixS::Eurex::MarketData::Tags::PrimaryServiceLocationSubID
const Tag PrimaryServiceLocationSubID
Definition
Tags.h:123
OnixS::Eurex::MarketData::Tags::SecurityDesc
const Tag SecurityDesc
Definition
Tags.h:43
OnixS::Eurex::MarketData::Tags::CommodityUnit
const Tag CommodityUnit
Definition
Tags.h:327
OnixS::Eurex::MarketData::Tags::MinPriceIncrementAmount
const Tag MinPriceIncrementAmount
Definition
Tags.h:97
OnixS::Eurex::MarketData::Tags::CouponDayCount
const Tag CouponDayCount
Definition
Tags.h:249
OnixS::Eurex::MarketData::Tags::NoMDFeedTypes
const Tag NoMDFeedTypes
Definition
Tags.h:94
OnixS::Eurex::MarketData::Tags::AggressorSide
const Tag AggressorSide
Definition
Tags.h:127
OnixS::Eurex::MarketData::Tags::VolatilityCorridorOpeningAuction
const Tag VolatilityCorridorOpeningAuction
Definition
Tags.h:307
OnixS::Eurex::MarketData::Tags::PriceRangeProductComplex
const Tag PriceRangeProductComplex
Definition
Tags.h:132
OnixS::Eurex::MarketData::Tags::PartitionID
const Tag PartitionID
Definition
Tags.h:117
OnixS::Eurex::MarketData::Tags::MDEntryTime
const Tag MDEntryTime
Definition
Tags.h:57
OnixS::Eurex::MarketData::Tags::Symbol
const Tag Symbol
Definition
Tags.h:41
OnixS::Eurex::MarketData::Tags::StrikePrice
const Tag StrikePrice
Definition
Tags.h:48
OnixS::Eurex::MarketData::Tags::AssetSubType
const Tag AssetSubType
Definition
Tags.h:240
OnixS::Eurex::MarketData::Tags::SecurityMassStatus
const Tag SecurityMassStatus
Definition
Tags.h:270
OnixS::Eurex::MarketData::Tags::MaturityFrequencyUnit
const Tag MaturityFrequencyUnit
Definition
Tags.h:355
OnixS::Eurex::MarketData::Tags::MDEntrySize
const Tag MDEntrySize
Definition
Tags.h:56
OnixS::Eurex::MarketData::Tags::DisplaySeason
const Tag DisplaySeason
Definition
Tags.h:303
OnixS::Eurex::MarketData::Tags::NoTickRuleScopes
const Tag NoTickRuleScopes
Definition
Tags.h:261
OnixS::Eurex::MarketData::Tags::SenderCompID
const Tag SenderCompID
Definition
Tags.h:38
OnixS::Eurex::MarketData::Tags::LegSecurityID
const Tag LegSecurityID
Definition
Tags.h:74
OnixS::Eurex::MarketData::Tags::QuoteCondition
const Tag QuoteCondition
Definition
Tags.h:184
OnixS::Eurex::MarketData::Tags::MarketSegmentSymbol
const Tag MarketSegmentSymbol
Definition
Tags.h:118
OnixS::Eurex::MarketData::Tags::TotalTradingBusinessDays
const Tag TotalTradingBusinessDays
Definition
Tags.h:164
OnixS::Eurex::MarketData::Tags::NumberOfOrders
const Tag NumberOfOrders
Definition
Tags.h:64
OnixS::Eurex::MarketData::Tags::NoEvents
const Tag NoEvents
Definition
Tags.h:85
OnixS::Eurex::MarketData::Tags::MaxTESVol
const Tag MaxTESVol
Definition
Tags.h:353
OnixS::Eurex::MarketData::Tags::EndPriceRange
const Tag EndPriceRange
Definition
Tags.h:134
OnixS::Eurex::MarketData::Tags::ParentMktSegmID
const Tag ParentMktSegmID
Definition
Tags.h:112
OnixS::Eurex::MarketData::Tags::SecondaryServiceLocationID
const Tag SecondaryServiceLocationID
Definition
Tags.h:124
OnixS::Eurex::MarketData::Tags::SecondaryServiceLocationSubID
const Tag SecondaryServiceLocationSubID
Definition
Tags.h:125
OnixS::Eurex::MarketData::Tags::CurrentPaymentParameter
const Tag CurrentPaymentParameter
Definition
Tags.h:226
OnixS::Eurex::MarketData::Tags::LastMsgSeqNumProcessed
const Tag LastMsgSeqNumProcessed
Definition
Tags.h:65
OnixS::Eurex::MarketData::Tags::ClearingPriceOffset
const Tag ClearingPriceOffset
Definition
Tags.h:161
OnixS::Eurex::MarketData::Tags::TESSecurityStatus
const Tag TESSecurityStatus
Definition
Tags.h:187
OnixS::Eurex::MarketData::Tags::NumberOfSellSides
const Tag NumberOfSellSides
Definition
Tags.h:366
OnixS::Eurex::MarketData::Tags::UnderlyingSecurityExchange
const Tag UnderlyingSecurityExchange
Definition
Tags.h:156
OnixS::Eurex::MarketData::Tags::MarketSegmentID
const Tag MarketSegmentID
Definition
Tags.h:109
OnixS::Eurex::MarketData::Tags::FloatPctVolaInterruptionLimit
const Tag FloatPctVolaInterruptionLimit
Definition
Tags.h:380
OnixS::Eurex::MarketData::Tags::MarketID
const Tag MarketID
Definition
Tags.h:110
OnixS::Eurex::MarketData::Tags::ContractIdentificationEligibility
const Tag ContractIdentificationEligibility
Definition
Tags.h:293
OnixS::Eurex::MarketData::Tags::MarketSegmentStatus
const Tag MarketSegmentStatus
Definition
Tags.h:126
OnixS::Eurex::MarketData::Tags::LegRatioQty
const Tag LegRatioQty
Definition
Tags.h:75
OnixS::Eurex::MarketData::Tags::BusinessDayType
const Tag BusinessDayType
Definition
Tags.h:160
OnixS::Eurex::MarketData::Tags::SecurityAltIDSource
const Tag SecurityAltIDSource
Definition
Tags.h:68
OnixS::Eurex::MarketData::Tags::RequestTime
const Tag RequestTime
Definition
Tags.h:175
OnixS::Eurex::MarketData::Tags::TradingBusinessDays
const Tag TradingBusinessDays
Definition
Tags.h:165
OnixS::Eurex::MarketData::Tags::LegSide
const Tag LegSide
Definition
Tags.h:76
OnixS::Eurex::MarketData::Tags::TradingSessionID
const Tag TradingSessionID
Definition
Tags.h:62
OnixS::Eurex::MarketData::Tags::LegSymbol
const Tag LegSymbol
Definition
Tags.h:73
OnixS::Eurex::MarketData::Tags::InstrumentPricePrecision
const Tag InstrumentPricePrecision
Definition
Tags.h:149
OnixS::Eurex::MarketData::Tags::DisplayMonth
const Tag DisplayMonth
Definition
Tags.h:301
OnixS::Eurex::MarketData::Tags::NumberOfBuyOrders
const Tag NumberOfBuyOrders
Definition
Tags.h:136
OnixS::Eurex::MarketData::Tags::UnderlyingPrevClosePx
const Tag UnderlyingPrevClosePx
Definition
Tags.h:151
OnixS::Eurex::MarketData::Tags::MDUpdateAction
const Tag MDUpdateAction
Definition
Tags.h:60
OnixS::Eurex::MarketData::Tags::NoPriceRangeRules
const Tag NoPriceRangeRules
Definition
Tags.h:128
OnixS::Eurex::MarketData::Tags::SecurityTradingEvent
const Tag SecurityTradingEvent
Definition
Tags.h:189
OnixS::Eurex::MarketData::Tags::MarketImbalanceIndicator
const Tag MarketImbalanceIndicator
Definition
Tags.h:208
OnixS::Eurex::MarketData::Tags::ContractWeek
const Tag ContractWeek
Definition
Tags.h:281
OnixS::Eurex::MarketData::Tags::LowPx
const Tag LowPx
Definition
Tags.h:315
OnixS::Eurex::MarketData::Tags::FixedAbsVolaInterruptionLimit
const Tag FixedAbsVolaInterruptionLimit
Definition
Tags.h:377
OnixS::Eurex::MarketData::Tags::TradeCondition
const Tag TradeCondition
Definition
Tags.h:58
OnixS::Eurex::MarketData::Tags::RiskFreeRate
const Tag RiskFreeRate
Definition
Tags.h:169
OnixS::Eurex::MarketData::Tags::ConversionMode
const Tag ConversionMode
Definition
Tags.h:356
OnixS::Eurex::MarketData::Tags::SecurityAltID
const Tag SecurityAltID
Definition
Tags.h:67
OnixS::Eurex::MarketData::Tags::MDEntryID
const Tag MDEntryID
Definition
Tags.h:59
OnixS::Eurex::MarketData::Tags::QuoteSideModelType
const Tag QuoteSideModelType
Definition
Tags.h:243
OnixS::Eurex::MarketData::Tags::CheckMarketOrder
const Tag CheckMarketOrder
Definition
Tags.h:312
OnixS::Eurex::MarketData::Tags::FastMarketIndicator
const Tag FastMarketIndicator
Definition
Tags.h:143
OnixS::Eurex::MarketData::Tags::MidpointTrading
const Tag MidpointTrading
Definition
Tags.h:359
OnixS::Eurex::MarketData::Tags::MarketSegment
const Tag MarketSegment
Definition
Tags.h:119
OnixS::Eurex::MarketData::Tags::PreviousCouponPaymentDate
const Tag PreviousCouponPaymentDate
Definition
Tags.h:247
OnixS::Eurex::MarketData::Tags::DisplayQuarter
const Tag DisplayQuarter
Definition
Tags.h:302
OnixS::Eurex::MarketData::Tags::TrdType
const Tag TrdType
Definition
Tags.h:84
OnixS::Eurex::MarketData::Tags::ContractGenerationNumber
const Tag ContractGenerationNumber
Definition
Tags.h:121
OnixS::Eurex::MarketData::Tags::VolatilityCorridorIntradayAuction
const Tag VolatilityCorridorIntradayAuction
Definition
Tags.h:308
OnixS::Eurex::MarketData::Tags::ContractFrequency
const Tag ContractFrequency
Definition
Tags.h:296
OnixS::Eurex::MarketData::Tags::NegotiationDuration
const Tag NegotiationDuration
Definition
Tags.h:275
OnixS::Eurex::MarketData::Tags::CapacityGroupId
const Tag CapacityGroupId
Definition
Tags.h:342
OnixS::Eurex::MarketData::Tags::AuctionType
const Tag AuctionType
Definition
Tags.h:206
OnixS::Eurex::MarketData::Tags::DisplayWeek
const Tag DisplayWeek
Definition
Tags.h:300
OnixS::Eurex::MarketData::Tags::CommodityProductClass
const Tag CommodityProductClass
Definition
Tags.h:326
OnixS::Eurex::MarketData::Tags::PriceRangeValue
const Tag PriceRangeValue
Definition
Tags.h:130
OnixS::Eurex::MarketData::Tags::TransBkdTime
const Tag TransBkdTime
Definition
Tags.h:364
OnixS::Eurex::MarketData::Tags::DisplayName
const Tag DisplayName
Definition
Tags.h:305
OnixS::Eurex::MarketData::Tags::SecurityUpdateAction
const Tag SecurityUpdateAction
Definition
Tags.h:90
OnixS::Eurex::MarketData::Tags::MaxDiffExpMonths
const Tag MaxDiffExpMonths
Definition
Tags.h:374
OnixS::Eurex::MarketData::Tags::OvernightInterestRate
const Tag OvernightInterestRate
Definition
Tags.h:171
OnixS::Eurex::MarketData::Tags::PriceRangeRuleID
const Tag PriceRangeRuleID
Definition
Tags.h:129
OnixS::Eurex::MarketData::Tags::OptAttribute
const Tag OptAttribute
Definition
Tags.h:49
OnixS::Eurex::MarketData::Tags::TradingStyle
const Tag TradingStyle
Definition
Tags.h:370
OnixS::Eurex::MarketData::Tags::SecurityMassTradingStatus
const Tag SecurityMassTradingStatus
Definition
Tags.h:116
OnixS::Eurex::MarketData::Tags::CouponType
const Tag CouponType
Definition
Tags.h:250
OnixS::Eurex::MarketData::Tags::AnnualCalendarDays
const Tag AnnualCalendarDays
Definition
Tags.h:224
OnixS::Eurex::MarketData::Tags::QuotingEndTime
const Tag QuotingEndTime
Definition
Tags.h:266
OnixS::Eurex::MarketData::Tags::RelatedMarketSegmentID
const Tag RelatedMarketSegmentID
Definition
Tags.h:177
OnixS::Eurex::MarketData::Tags::AccumulatedReturnModifiedVariationMargin
const Tag AccumulatedReturnModifiedVariationMargin
Definition
Tags.h:172
OnixS::Eurex::MarketData::Tags::MatchRuleProductComplex
const Tag MatchRuleProductComplex
Definition
Tags.h:140
OnixS::Eurex::MarketData::Tags::NonDisclosedTradeVolume
const Tag NonDisclosedTradeVolume
Definition
Tags.h:193
OnixS::Eurex::MarketData::Tags::NoRelatedMarketSegments
const Tag NoRelatedMarketSegments
Definition
Tags.h:176
OnixS::Eurex::MarketData::Tags::InstrumentScopeOperator
const Tag InstrumentScopeOperator
Definition
Tags.h:180
OnixS::Eurex::MarketData::Tags::PutOrCall
const Tag PutOrCall
Definition
Tags.h:47
OnixS::Eurex::MarketData::Tags::StartTickPriceRange
const Tag StartTickPriceRange
Definition
Tags.h:103
OnixS::Eurex::MarketData::Tags::ImpliedMarketIndicator
const Tag ImpliedMarketIndicator
Definition
Tags.h:96
OnixS::Eurex::MarketData::Tags::MatchType
const Tag MatchType
Definition
Tags.h:72
OnixS::Eurex::MarketData::Tags::SecuritySubType
const Tag SecuritySubType
Definition
Tags.h:82
OnixS::Eurex::MarketData::Tags::FixedPctVolaInterruptionLimit
const Tag FixedPctVolaInterruptionLimit
Definition
Tags.h:379
OnixS::Eurex::MarketData::Tags::FlexProductEligibilityComplex
const Tag FlexProductEligibilityComplex
Definition
Tags.h:146
OnixS::Eurex::MarketData::Tags::StrikePricePrecision
const Tag StrikePricePrecision
Definition
Tags.h:148
OnixS::Eurex::MarketData::Tags::CFICode
const Tag CFICode
Definition
Tags.h:209
OnixS::Eurex::MarketData::Tags::MaxTradeVol
const Tag MaxTradeVol
Definition
Tags.h:350
OnixS::Eurex::MarketData::Tags::NoSecurityAltID
const Tag NoSecurityAltID
Definition
Tags.h:66
OnixS::Eurex::MarketData::Tags::QuantityScalingFactor
const Tag QuantityScalingFactor
Definition
Tags.h:343
OnixS::Eurex::MarketData::Tags::MidpointExecVenueID
const Tag MidpointExecVenueID
Definition
Tags.h:360
OnixS::Eurex::MarketData::Tags::USFirmFlag
const Tag USFirmFlag
Definition
Tags.h:120
OnixS::Eurex::MarketData::Tags::LowExercisePriceOptionIndicator
const Tag LowExercisePriceOptionIndicator
Definition
Tags.h:150
OnixS::Eurex::MarketData::Tags::ContractCycleSubType
const Tag ContractCycleSubType
Definition
Tags.h:295
OnixS::Eurex::MarketData::Tags::InstrumentScopeSecuritySubType
const Tag InstrumentScopeSecuritySubType
Definition
Tags.h:182
OnixS::Eurex::MarketData::Tags::PriceRangePercentage
const Tag PriceRangePercentage
Definition
Tags.h:131
OnixS::Eurex::MarketData::Tags::WarrantType
const Tag WarrantType
Definition
Tags.h:268
OnixS::Eurex::MarketData::Tags::LocationID
const Tag LocationID
Definition
Tags.h:324
OnixS::Eurex::MarketData::Tags::LocationType
const Tag LocationType
Definition
Tags.h:349
OnixS::Eurex::MarketData::Tags::CouponPaymentDate
const Tag CouponPaymentDate
Definition
Tags.h:248
OnixS::Eurex::MarketData::Tags::HHIIntervalEnd
const Tag HHIIntervalEnd
Definition
Tags.h:333
OnixS::Eurex::MarketData::Tags::MinOfferSize
const Tag MinOfferSize
Definition
Tags.h:79
OnixS::Eurex::MarketData::Tags::RealisedVariance
const Tag RealisedVariance
Definition
Tags.h:168
OnixS::Eurex::MarketData::Tags::MDBookType
const Tag MDBookType
Definition
Tags.h:91
OnixS::Eurex::MarketData::Tags::MDFeedType
const Tag MDFeedType
Definition
Tags.h:92
OnixS::Eurex::MarketData::Tags::ContractMultiplier
const Tag ContractMultiplier
Definition
Tags.h:51
OnixS::Eurex::MarketData::Tags::RemainingCalendarDays
const Tag RemainingCalendarDays
Definition
Tags.h:225
OnixS::Eurex::MarketData::Tags::MarketSegmentSubType
const Tag MarketSegmentSubType
Definition
Tags.h:200
OnixS::Eurex::MarketData::Tags::PartyID
const Tag PartyID
Definition
Tags.h:260
OnixS::Eurex::MarketData::Tags::LastFragment
const Tag LastFragment
Definition
Tags.h:273
OnixS::Eurex::MarketData::Tags::AggressorTime
const Tag AggressorTime
Definition
Tags.h:192
OnixS::Eurex::MarketData::Tags::DecaySplit
const Tag DecaySplit
Definition
Tags.h:242
OnixS::Eurex::MarketData::Tags::TotNoMarketSegmentReports
const Tag TotNoMarketSegmentReports
Definition
Tags.h:141
OnixS::Eurex::MarketData::Tags::MinPriceIncrement
const Tag MinPriceIncrement
Definition
Tags.h:89
OnixS::Eurex::MarketData::Tags::PrimaryServiceLocationID
const Tag PrimaryServiceLocationID
Definition
Tags.h:122
OnixS::Eurex::MarketData::Tags::CrossMatchInstructionDefault
const Tag CrossMatchInstructionDefault
Definition
Tags.h:373
OnixS::Eurex::MarketData::Tags::MaxCalendarSpreadVol
const Tag MaxCalendarSpreadVol
Definition
Tags.h:352
OnixS::Eurex::MarketData::Tags::NoMarketSegments
const Tag NoMarketSegments
Definition
Tags.h:111
OnixS::Eurex::MarketData::Tags::SecurityType
const Tag SecurityType
Definition
Tags.h:45
OnixS::Eurex::MarketData::Tags::AllowOneProductStrip
const Tag AllowOneProductStrip
Definition
Tags.h:329
OnixS::Eurex::MarketData::Tags::MsgSeqNum
const Tag MsgSeqNum
Definition
Tags.h:34
OnixS::Eurex::MarketData::Tags::NoFlexProductEligibilities
const Tag NoFlexProductEligibilities
Definition
Tags.h:145
OnixS::Eurex::MarketData::Tags::MDOriginType
const Tag MDOriginType
Definition
Tags.h:190
OnixS::Eurex::MarketData::Tags::SettlBusinessDays
const Tag SettlBusinessDays
Definition
Tags.h:205
OnixS::Eurex::MarketData::Tags::PriceType
const Tag PriceType
Definition
Tags.h:221
OnixS::Eurex::MarketData::Tags::LegSecurityType
const Tag LegSecurityType
Definition
Tags.h:194
OnixS::Eurex::MarketData::Tags::IndependentSystemOperator
const Tag IndependentSystemOperator
Definition
Tags.h:323
OnixS::Eurex::MarketData::Tags::NumberOfBuySides
const Tag NumberOfBuySides
Definition
Tags.h:365
OnixS::Eurex::MarketData::Tags::VolatilityCorridorContinuous
const Tag VolatilityCorridorContinuous
Definition
Tags.h:310
OnixS::Eurex::MarketData::Tags::ContractDisplayInstruction
const Tag ContractDisplayInstruction
Definition
Tags.h:284
OnixS::Eurex::MarketData::Tags::AccruedPaymentParameter
const Tag AccruedPaymentParameter
Definition
Tags.h:227
OnixS::Eurex::MarketData
Definition
Defines.h:35
OnixS::Eurex::MarketData::Tag
unsigned Tag
Alias for tag numbers.
Definition
Tag.h:29
OnixS::Eurex
Definition
Defines.h:33
OnixS
Definition
Defines.h:31
OnixS
Eurex
MarketData
Tags.h
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