OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
Tags.h
Go to the documentation of this file.
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 
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 TradeDate = 75;
44  const Tag SecurityDesc = 107;
45  const Tag PrevClosePx = 140;
46  const Tag NoRelatedSym = 146;
47  const Tag SecurityType = 167;
48  const Tag MaturityMonthYear = 200;
49  const Tag PutOrCall = 201;
50  const Tag StrikePrice = 202;
51  const Tag OptAttribute = 206;
52  const Tag SecurityExchange = 207;
53  const Tag ContractMultiplier = 231;
54  const Tag MarketDepth = 264;
55  const Tag NoMDEntries = 268;
56  const Tag MDEntryType = 269;
57  const Tag MDEntryPx = 270;
58  const Tag MDEntrySize = 271;
59  const Tag MDEntryTime = 273;
60  const Tag TradeCondition = 277;
61  const Tag MDEntryID = 278;
62  const Tag MDUpdateAction = 279;
64  const Tag TradingSessionID = 336;
65  const Tag TradSesStatus = 340;
66  const Tag NumberOfOrders = 346;
68  const Tag NoSecurityAltID = 454;
69  const Tag SecurityAltID = 455;
70  const Tag SecurityAltIDSource = 456;
71  const Tag MaturityDate = 541;
72  const Tag NoLegs = 555;
73  const Tag LegPrice = 566;
74  const Tag MatchType = 574;
75  const Tag LegSymbol = 600;
76  const Tag LegSecurityID = 602;
77  const Tag LegSecurityIDSource = 603;
78  const Tag LegRatioQty = 623;
79  const Tag LegSide = 624;
80  const Tag TradingSessionSubID = 625;
81  const Tag MinBidSize = 647;
82  const Tag MinOfferSize = 648;
83  const Tag ClearingSettlPrice = 2528;
84  const Tag PriorSettlPrice = 734;
85  const Tag SecuritySubType = 762;
86  const Tag LastUpdateTime = 779;
87  const Tag TrdType = 828;
88  const Tag NoEvents = 864;
89  const Tag EventType = 865;
90  const Tag EventDate = 866;
91  const Tag SecurityStatus = 965;
92  const Tag MinPriceIncrement = 969;
94  const Tag TradeID = 1003;
95  const Tag TradeVolume = 1020;
96  const Tag MDBookType = 1021;
97  const Tag MDFeedType = 1022;
98  const Tag MDPriceLevel = 1023;
99  const Tag NoMDFeedTypes = 1141;
100  const Tag MatchAlgorithm = 1142;
103  const Tag RefreshIndicator = 1187;
104  const Tag SettlMethod = 1193;
105  const Tag ExerciseStyle = 1194;
106  const Tag ValuationMethod = 1197;
107  const Tag NoTickRules = 1205;
108  const Tag StartTickPriceRange = 1206;
109  const Tag EndTickPriceRange = 1207;
110  const Tag TickIncrement = 1208;
111  const Tag ProductComplex = 1227;
112  const Tag NoMatchRules = 1235;
114  const Tag MarketSegmentID = 1300;
115  const Tag MarketID = 1301;
116  const Tag NoMarketSegments = 1310;
117  const Tag ParentMktSegmID = 1325;
118  const Tag MultilegModel = 1377;
119  const Tag MarketSegmentDesc = 1396;
122  const Tag NoRelatedTrades = 1855;
123  const Tag RelatedTradeID = 1856;
124  const Tag UnderlyingID = 5336;
125  const Tag MDCount = 5468;
126  const Tag PartitionID = 5948;
127  const Tag UnderlyingSecurity = 6426;
128  const Tag MarketSegmentSymbol = 7177;
129  const Tag MarketSegment = 7703;
130  const Tag USFirmFlag = 9543;
131  const Tag UnderlyingLastPx = 9939;
137  const Tag MarketSegmentStatus = 2542;
138  const Tag RefMarketSegmentID = 28700;
139  const Tag AggressorSide = 2446;
140  const Tag NoPriceRangeRules = 2550;
141  const Tag PriceRangeRuleID = 2556;
142  const Tag PriceRangeValue = 2553;
143  const Tag PriceRangePercentage = 2554;
145  const Tag StartPriceRange = 2551;
146  const Tag EndPriceRange = 2552;
149  const Tag PrevSettlPx = 28818;
150  const Tag MDGapIndicator = 28819;
151  const Tag AggressorTimestamp = 28820;
152  const Tag NumberOfBuyOrders = 2449;
153  const Tag NumberOfSellOrders = 2450;
154  const Tag RestingCxlQty = 28869;
159  const Tag FastMarketIndicator = 2447;
160  const Tag NoQuoteSizeRules = 2558;
163  const Tag OrigStrikePrice = 2578;
164  const Tag StrikePricePrecision = 2577;
168  const Tag UnderlyingPrevClosePx = 28843;
171  const Tag SettlSubMethod = 2579;
174  const Tag UnderlyingSecurityID = 30309;
175  const Tag UnderlyingSymbol = 30311;
177  const Tag BusinessDayType = 2581;
178  const Tag ClearingPriceOffset = 2582;
179  const Tag VegaMultiplier = 2583;
182  const Tag TradingBusinessDays = 2586;
183  const Tag StandardVariance = 2588;
184  const Tag RelatedClosePrice = 2589;
185  const Tag RealisedVariance = 2587;
186  const Tag RiskFreeRate = 1190;
187  const Tag DiscountFactor = 1592;
190  const Tag Volatility = 1188;
191  const Tag CalculationMethod = 2592;
192  const Tag RequestTime = 5979;
193  const Tag MarketSegmentPoolType = 28847;
197  const Tag NoInstrumentScopes = 1656;
201  const Tag MDSubBookType = 1173;
202  const Tag QuoteCondition = 276;
203  const Tag MDSecPx = 29830;
204  const Tag TESTradSesStatus = 25044;
205  const Tag TESSecurityStatus = 25045;
207  const Tag SecurityTradingEvent = 1174;
208  const Tag MDOriginType = 1024;
210  const Tag AggressorTime = 2445;
212  const Tag LegSecurityType = 609;
213  const Tag MDReportCount = 2536;
214  const Tag MDReportEvent = 2535;
217  const Tag MarketSegmentType = 2543;
218  const Tag MarketSegmentSubType = 2544;
219  const Tag TickRuleID = 28887;
220  const Tag QuoteSideIndicator = 2559;
221  const Tag FastMarketPercentage = 2557;
222  const Tag NoAuctionTypeRules = 2548;
223  const Tag SettlBusinessDays = 28878;
224  const Tag AuctionType = 1803;
225  const Tag ClosedBookIndicator = 28874;
227  const Tag CFICode = 461;
228  const Tag NoInstrumentParties = 1018;
229  const Tag RefTickTableID = 1787;
230  const Tag SettlCurrency = 120;
231  const Tag InstrumentPartyID = 1019;
233  const Tag InstrumentPartyRole = 1051;
235  const Tag NoInstrAttrib = 870;
236  const Tag InstrAttribType = 871;
237  const Tag InstrAttribValue = 872;
239  const Tag PriceType = 423;
240  const Tag PostTradeAnonymity = 28876;
241  const Tag SettlPrice = 730;
242  const Tag AnnualCalendarDays = 28881;
243  const Tag RemainingCalendarDays = 28880;
246  const Tag RelatedIndexValue = 28882;
249  const Tag TotalNumOfTrades = 6139;
251 
252  const Tag MarketCondition = 2705;
253  const Tag MassMarketCondition = 28894;
256  const Tag MultiLegPriceModel = 28750;
257  const Tag UnitOfMeasure = 996;
258  const Tag AssetType = 1940;
259  const Tag AssetSubType = 29831;
260  const Tag DepositType = 28890;
261 
262  const Tag DecaySplit = 25144;
263 
264  const Tag QuoteSideModelType = 28898;
265  const Tag Issuer = 106;
266  const Tag IssueDate = 225;
267  const Tag CouponRate = 223;
269  const Tag CouponPaymentDate = 224;
270  const Tag CouponDayCount = 1950;
271  const Tag CouponType = 1946;
272  const Tag CountryOfIssue = 470;
273  const Tag RoundLot = 561;
274  const Tag MinTradeVol = 562;
275  const Tag SoldOutIndicator = 25155;
276  const Tag CrossRequestType = 28771;
277  const Tag InputSource = 979;
279  const Tag FlatIndicator = 25170;
280  const Tag NoPartyIDs = 453;
281  const Tag PartyID = 448;
282  const Tag PartyIDSource = 447;
283  const Tag PartyRole = 452;
284  const Tag NoTickRuleScopes = 32571;
285  }
286  }
287  }
288 }
Exposes list of available leg security types.
Definition: InstrumentLeg.h:36
const Tag EffectiveBusinessDate
Definition: Tags.h:215
const Tag NumberOfSellOrders
Definition: Tags.h:153
const Tag NoInstrumentParties
Definition: Tags.h:228
const Tag MinPriceIncrement
Definition: Tags.h:92
const Tag RefMarketSegmentID
Definition: Tags.h:138
const Tag MatchRuleProductComplex
Definition: Tags.h:156
const Tag LastMsgSeqNumProcessed
Definition: Tags.h:67
const Tag UnderlyingSecurityID
Definition: Tags.h:174
Exposes list of available trade session statuses.
Definition: Defines.h:181
const Tag UnderlyingPrevClosePx
Definition: Tags.h:168
Exposes list of available market segment types.
const Tag PotentialSecurityTradingEvent
Definition: Tags.h:209
Exposes list of available sold out indicators.
Definition: Defines.h:851
const Tag RemainingCalendarDays
Definition: Tags.h:243
const Tag NoTradingSessionRules
Definition: Tags.h:250
const Tag LowExercisePriceOptionIndicator
Definition: Tags.h:166
const Tag MarketSegmentSymbol
Definition: Tags.h:128
UInt32 MarketDepth
Alias for Market depth type.
Definition: Defines.h:43
const Tag SecurityMassTradingEvent
Definition: Tags.h:206
const Tag AccruedPaymentParameter
Definition: Tags.h:245
const Tag SecurityUpdateAction
Definition: Tags.h:93
Exposes list of available market segment subtypes.
const Tag StartTickPriceRange
Definition: Tags.h:108
Exposes list of available Quote side indicators.
const Tag PrimaryServiceLocationID
Definition: Tags.h:133
const Tag SecondaryServiceLocationSubID
Definition: Tags.h:136
const Tag SecondaryServiceLocationID
Definition: Tags.h:135
const Tag NoCrossRequestSideGrp
Definition: Tags.h:278
Indicator for stressed market conditions.
Definition: Defines.h:784
Exposes list of available Decay splits.
Exposes list of available security trading statuses.
Definition: Defines.h:403
Exposes list of available origin types.
Definition: Defines.h:583
Exposes list of available update actions.
Definition: Defines.h:599
const Tag PostTradeAnonymity
Definition: Tags.h:240
const Tag MarketDepthTimeInterval
Definition: Tags.h:169
unsigned Tag
Alias for tag numbers.
Definition: Tag.h:29
const Tag MassMarketCondition
Definition: Tags.h:253
const Tag AggressorTimestamp
Definition: Tags.h:151
const Tag ClearingPriceOffset
Definition: Tags.h:178
Exposes list of available market segment statuses.
Definition: Defines.h:690
const Tag FlexProductEligibilityIndicator
Definition: Tags.h:113
Exposes list of available trade types.
Definition: Defines.h:277
Exposes list of available security statuses.
Definition: Defines.h:143
const Tag InstrumentScopeSecurityType
Definition: Tags.h:199
const Tag MinPriceIncrementAmount
Definition: Tags.h:102
Exposes list of available quote side model types.
Exposes list of available trade conditions.
Definition: Defines.h:483
const Tag NextEffectiveBusinessDate
Definition: Tags.h:216
const Tag InstrumentScopeProductComplex
Definition: Tags.h:120
Exposes list of available market segment relationship types.
Definition: Defines.h:30
Exposes list of available match types.
const Tag NoClearingPriceParameters
Definition: Tags.h:176
const Tag InstrumentPricePrecision
Definition: Tags.h:165
const Tag CurrentPaymentParameter
Definition: Tags.h:244
const Tag BlockTradeEligibilityIndicator
Definition: Tags.h:167
const Tag TickRuleProductComplex
Definition: Tags.h:155
const Tag NoRelatedMarketSegments
Definition: Tags.h:194
Exposes list of available market imbalance indicators.
const Tag ContractGenerationNumber
Definition: Tags.h:132
std::string MarketSegment
Alias for Market Segment type (Product name).
Definition: Defines.h:37
Exposes list of available match algorithms.
const Tag StrikePricePrecision
Definition: Tags.h:164
const Tag SecurityIDSource
Definition: Tags.h:33
const Tag TotNoMarketSegmentReports
Definition: Tags.h:157
const Tag TradingBusinessDays
Definition: Tags.h:182
const Tag MDRecoveryTimeInterval
Definition: Tags.h:170
const Tag PrimaryServiceLocationSubID
Definition: Tags.h:134
const Tag AnnualTradingBusinessDays
Definition: Tags.h:180
Exposes list of available sub book types.
Definition: DepthSnapshot.h:35
const Tag PriceRangePercentage
Definition: Tags.h:143
const Tag OvernightInterestRate
Definition: Tags.h:188
const Tag UnderlyingSecurityIDSource
Definition: Tags.h:172
Exposes list of available closed book indicators.
const Tag ClearingSettlPrice
Definition: Tags.h:83
const Tag LegSecurityIDSource
Definition: Tags.h:77
const Tag SecurityAltIDSource
Definition: Tags.h:70
Exposes list of available feed types.
const Tag SecurityMassTradingStatus
Definition: Tags.h:121
const Tag AccruedCollectionParameter
Definition: Tags.h:248
const Tag ContractMultiplier
Definition: Tags.h:53
const Tag FastMarketPercentage
Definition: Tags.h:221
Exposes list of Instrument scope operators.
Exposes list of available trading session sub IDs.
Definition: Defines.h:369
const Tag NoFlexProductEligibilities
Definition: Tags.h:161
Exposes list of available entry types.
Definition: Defines.h:219
const Tag TotalTradingBusinessDays
Definition: Tags.h:181
const Tag TotNoInstrumentReports
Definition: Tags.h:158
Exposes list of available auction types.
const Tag PriceRangeProductComplex
Definition: Tags.h:144
const Tag RelatedMarketSegmentID
Definition: Tags.h:195
const Tag InstrumentScopeSecuritySubType
Definition: Tags.h:200
const Tag FastMarketIndicator
Definition: Tags.h:159
const Tag PrevAdjustedOpenInterest
Definition: Tags.h:147
const Tag PreviousCouponPaymentDate
Definition: Tags.h:268
const Tag TradingSessionID
Definition: Tags.h:64
Exposes list of available aggressor sides.
Definition: Defines.h:627
const Tag CurrentCollectionParameter
Definition: Tags.h:247
const Tag MinPriceIncrementClearing
Definition: Tags.h:238
const Tag MaturityMonthYear
Definition: Tags.h:48
const Tag UnderlyingSecurity
Definition: Tags.h:127
const Tag AnnualCalendarDays
Definition: Tags.h:242
const Tag MarketSegmentPoolType
Definition: Tags.h:193
const Tag NoInstrumentScopes
Definition: Tags.h:197
const Tag PrevUnadjustedOpenInterest
Definition: Tags.h:148
const Tag NonDisclosedTradeVolume
Definition: Tags.h:211
Exposes list of leg sides.
Definition: Defines.h:127
const Tag AccumulatedReturnModifiedVariationMargin
Definition: Tags.h:189
const Tag FlexProductEligibilityComplex
Definition: Tags.h:162
const Tag SecurityExchange
Definition: Tags.h:52
const Tag NoAuctionTypeRules
Definition: Tags.h:222
const Tag UnderlyingSecurityExchange
Definition: Tags.h:173
Exposes list of available security types.