OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  16.1.0
API documentation
Tags.h
Go to the documentation of this file.
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19 
20 #pragma once
21 
23 
24 namespace OnixS
25 {
26  namespace Eurex
27  {
28  namespace MarketData
29  {
30  namespace Tags
31  {
32  const Tag Currency = 15;
33  const Tag SecurityIDSource = 22;
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;
46  const Tag MaturityMonthYear = 200;
47  const Tag PutOrCall = 201;
48  const Tag StrikePrice = 202;
49  const Tag OptAttribute = 206;
50  const Tag SecurityExchange = 207;
51  const Tag ContractMultiplier = 231;
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;
68  const Tag SecurityAltIDSource = 456;
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;
77  const Tag TradingSessionSubID = 625;
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;
89  const Tag MinPriceIncrement = 969;
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;
103  const Tag StartTickPriceRange = 1206;
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;
118  const Tag MarketSegmentSymbol = 7177;
119  const Tag MarketSegment = 7703;
120  const Tag USFirmFlag = 9543;
126  const Tag MarketSegmentStatus = 2542;
127  const Tag AggressorSide = 2446;
128  const Tag NoPriceRangeRules = 2550;
129  const Tag PriceRangeRuleID = 2556;
130  const Tag PriceRangeValue = 2553;
131  const Tag PriceRangePercentage = 2554;
133  const Tag StartPriceRange = 2551;
134  const Tag EndPriceRange = 2552;
135  const Tag AggressorTimestamp = 28820;
136  const Tag NumberOfBuyOrders = 2449;
137  const Tag NumberOfSellOrders = 2450;
138  const Tag RestingCxlQty = 28869;
143  const Tag FastMarketIndicator = 2447;
144  const Tag NoQuoteSizeRules = 2558;
147  const Tag OrigStrikePrice = 2578;
148  const Tag StrikePricePrecision = 2577;
151  const Tag UnderlyingPrevClosePx = 28843;
154  const Tag SettlSubMethod = 2579;
157  const Tag UnderlyingSecurityID = 30309;
158  const Tag UnderlyingSymbol = 30311;
160  const Tag BusinessDayType = 2581;
161  const Tag ClearingPriceOffset = 2582;
162  const Tag VegaMultiplier = 2583;
165  const Tag TradingBusinessDays = 2586;
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;
179  const Tag NoInstrumentScopes = 1656;
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;
189  const Tag SecurityTradingEvent = 1174;
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;
200  const Tag MarketSegmentSubType = 2544;
201  const Tag TickRuleID = 28887;
202  const Tag QuoteSideIndicator = 2559;
203  const Tag FastMarketPercentage = 2557;
204  const Tag NoAuctionTypeRules = 2548;
205  const Tag SettlBusinessDays = 28878;
206  const Tag AuctionType = 1803;
207  const Tag ClosedBookIndicator = 28874;
209  const Tag CFICode = 461;
210  const Tag NoInstrumentParties = 1018;
211  const Tag RefTickTableID = 1787;
212  const Tag SettlCurrency = 120;
213  const Tag InstrumentPartyID = 1019;
215  const Tag InstrumentPartyRole = 1051;
217  const Tag NoInstrAttrib = 870;
218  const Tag InstrAttribType = 871;
219  const Tag InstrAttribValue = 872;
221  const Tag PriceType = 423;
222  const Tag PostTradeAnonymity = 28876;
223  const Tag SettlPrice = 730;
224  const Tag AnnualCalendarDays = 28881;
225  const Tag RemainingCalendarDays = 28880;
228  const Tag RelatedIndexValue = 28882;
231  const Tag TotalNumOfTrades = 6139;
233  const Tag MarketCondition = 2705;
234  const Tag MassMarketCondition = 28894;
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;
248  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;
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;
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;
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 
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 
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 
341 
342  const Tag CapacityGroupId = 25246;
343  const Tag QuantityScalingFactor = 28907;
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;
356  const Tag ConversionMode = 28909;
358  }
359  }
360  }
361 }
Exposes list of available leg security types.
Definition: InstrumentLeg.h:36
const Tag NoQuantityScalingFactors
Definition: Tags.h:344
const Tag EffectiveBusinessDate
Definition: Tags.h:197
const Tag NumberOfSellOrders
Definition: Tags.h:137
const Tag NoInstrumentParties
Definition: Tags.h:210
const Tag MinPriceIncrement
Definition: Tags.h:89
const Tag MatchRuleProductComplex
Definition: Tags.h:140
const Tag LastMsgSeqNumProcessed
Definition: Tags.h:65
const Tag UnderlyingSecurityID
Definition: Tags.h:157
Exposes list of available trade session statuses.
Definition: Defines.h:202
const Tag UnderlyingPrevClosePx
Definition: Tags.h:151
Exposes list of available market segment types.
const Tag TESSecurityMassStatus
Definition: Tags.h:272
const Tag NegotiationDuration
Definition: Tags.h:275
const Tag PotentialSecurityTradingEvent
Definition: Tags.h:191
const Tag MaxCalendarSpreadVol
Definition: Tags.h:352
Exposes list of available sold out indicators.
Definition: Defines.h:878
const Tag RemainingCalendarDays
Definition: Tags.h:225
const Tag NoTradingSessionRules
Definition: Tags.h:232
const Tag LowExercisePriceOptionIndicator
Definition: Tags.h:150
const Tag MarketSegmentSymbol
Definition: Tags.h:118
UInt32 MarketDepth
Alias for Market depth type.
Definition: Defines.h:43
const Tag SecurityMassTradingEvent
Definition: Tags.h:188
const Tag AccruedPaymentParameter
Definition: Tags.h:227
const Tag VolatilityCorridorIntradayAuction
Definition: Tags.h:308
Exposes list of available market segment subtypes.
const Tag StartTickPriceRange
Definition: Tags.h:103
const Tag MaxOffsetRFQExpireTime
Definition: Tags.h:277
Exposes list of available Quote side indicators.
const Tag PrimaryServiceLocationID
Definition: Tags.h:122
const Tag SecondaryServiceLocationSubID
Definition: Tags.h:125
const Tag SecondaryServiceLocationID
Definition: Tags.h:124
const Tag NoCrossRequestSideGrp
Definition: Tags.h:257
Indicator for stressed market conditions.
Definition: Defines.h:811
Exposes list of available Decay splits.
Exposes list of available security trading statuses.
Definition: Defines.h:436
const Tag VolatilityCorridorOpeningAuction
Definition: Tags.h:307
Exposes list of available origin types.
Definition: Defines.h:648
Exposes list of available update actions.
Definition: Defines.h:664
const Tag PostTradeAnonymity
Definition: Tags.h:222
const Tag MarketDepthTimeInterval
Definition: Tags.h:152
unsigned Tag
Alias for tag numbers.
Definition: Tag.h:29
const Tag MassSoldOutIndicator
Definition: Tags.h:271
const Tag MassMarketCondition
Definition: Tags.h:234
const Tag VolatilityCorridorContinuous
Definition: Tags.h:310
const Tag AggressorTimestamp
Definition: Tags.h:135
const Tag ClearingPriceOffset
Definition: Tags.h:161
Exposes list of available market segment statuses.
Definition: Defines.h:708
const Tag FlexProductEligibilityIndicator
Definition: Tags.h:108
Exposes list of available trade types.
Definition: Defines.h:298
Exposes list of available security statuses.
Definition: Defines.h:164
const Tag InstrumentScopeSecurityType
Definition: Tags.h:181
const Tag MinPriceIncrementAmount
Definition: Tags.h:97
Exposes list of available quote side model types.
Exposes list of available trade conditions.
Definition: Defines.h:528
const Tag CommodityProductClass
Definition: Tags.h:326
const Tag NextEffectiveBusinessDate
Definition: Tags.h:198
Exposes list of available market segment types.
const Tag InstrumentScopeProductComplex
Definition: Tags.h:115
Exposes list of available market segment relationship types.
Definition: Defines.h:30
Exposes list of available match types.
const Tag NoClearingPriceParameters
Definition: Tags.h:159
const Tag LegRatioMultiplier
Definition: Tags.h:287
const Tag InstrumentPricePrecision
Definition: Tags.h:149
const Tag CurrentPaymentParameter
Definition: Tags.h:226
const Tag CurrentAccruedInterestAmt
Definition: Tags.h:340
const Tag TickRuleProductComplex
Definition: Tags.h:139
const Tag NoRelatedMarketSegments
Definition: Tags.h:176
Exposes list of available market imbalance indicators.
const Tag ContractGenerationNumber
Definition: Tags.h:121
std::string MarketSegment
Alias for Market Segment type (Product name).
Definition: Defines.h:37
Exposes list of available match algorithms.
const Tag UnderlyingMarketSegmentID
Definition: Tags.h:289
const Tag StrikePricePrecision
Definition: Tags.h:148
const Tag SecurityIDSource
Definition: Tags.h:33
const Tag IndependentSystemOperator
Definition: Tags.h:323
const Tag TotNoMarketSegmentReports
Definition: Tags.h:141
const Tag TradingBusinessDays
Definition: Tags.h:165
const Tag DisplayRelativeDay
Definition: Tags.h:299
const Tag OffsetSTPEffectiveTime
Definition: Tags.h:278
const Tag MDRecoveryTimeInterval
Definition: Tags.h:153
const Tag PrimaryServiceLocationSubID
Definition: Tags.h:123
const Tag AnnualTradingBusinessDays
Definition: Tags.h:163
Exposes list of available sub book types.
Definition: DepthSnapshot.h:35
const Tag PriceRangePercentage
Definition: Tags.h:131
const Tag OvernightInterestRate
Definition: Tags.h:171
const Tag UnderlyingSecurityIDSource
Definition: Tags.h:155
Exposes list of available closed book indicators.
const Tag ClearingSettlPrice
Definition: Tags.h:80
const Tag SecurityAltIDSource
Definition: Tags.h:68
Exposes list of available feed types.
const Tag SecurityMassTradingStatus
Definition: Tags.h:116
const Tag AccruedCollectionParameter
Definition: Tags.h:230
const Tag SecurityMassStatus
Definition: Tags.h:270
const Tag ContractMultiplier
Definition: Tags.h:51
const Tag FastMarketPercentage
Definition: Tags.h:203
Exposes list of Instrument scope operators.
Exposes list of available trading session sub IDs.
Definition: Defines.h:399
const Tag NoFlexProductEligibilities
Definition: Tags.h:145
Exposes list of available entry types.
Definition: Defines.h:240
const Tag TotalTradingBusinessDays
Definition: Tags.h:164
Exposes list of available settlement supplements.
Definition: Settlement.h:36
const Tag TotNoInstrumentReports
Definition: Tags.h:142
Exposes list of available auction types.
const Tag PriceRangeProductComplex
Definition: Tags.h:132
const Tag RelatedMarketSegmentID
Definition: Tags.h:177
const Tag InstrumentScopeSecuritySubType
Definition: Tags.h:182
const Tag FastMarketIndicator
Definition: Tags.h:143
const Tag PreviousCouponPaymentDate
Definition: Tags.h:247
const Tag TradingSessionID
Definition: Tags.h:62
Exposes list of available aggressor sides.
Definition: Defines.h:692
const Tag CurrentCollectionParameter
Definition: Tags.h:229
const Tag MinPriceIncrementClearing
Definition: Tags.h:220
const Tag MaturityMonthYear
Definition: Tags.h:46
const Tag VolatilityCorridorClosingAuction
Definition: Tags.h:309
const Tag AnnualCalendarDays
Definition: Tags.h:224
const Tag NoInstrumentScopes
Definition: Tags.h:179
const Tag FinalSettlementReferenceDate
Definition: Tags.h:285
const Tag NonDisclosedTradeVolume
Definition: Tags.h:193
Exposes list of leg sides.
Definition: Defines.h:148
const Tag SecurityReferenceDataSupplement
Definition: Tags.h:354
const Tag AccumulatedReturnModifiedVariationMargin
Definition: Tags.h:172
const Tag FlexProductEligibilityComplex
Definition: Tags.h:146
const Tag SecurityExchange
Definition: Tags.h:50
const Tag NoAuctionTypeRules
Definition: Tags.h:204
const Tag UnderlyingSecurityExchange
Definition: Tags.h:156
Exposes list of available security types.