Tags.h

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/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/
 
#pragma once
 
#include <OnixS/Eurex/MarketData/Tag.h>
 
namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            namespace Tags
            {
                const Tag Currency = 15;
                const Tag SecurityIDSource = 22;
                const Tag MsgSeqNum = 34;
                const Tag MsgType = 35;
                const Tag OrderQty = 38;
                const Tag SecurityID = 48;
                const Tag SenderCompID = 49;
                const Tag SenderSubID = 50;
                const Tag Side = 54;
                const Tag Symbol = 55;
                const Tag TransactTime = 60;
                const Tag SecurityDesc = 107;
                const Tag NoRelatedSym = 146;
                const Tag SecurityType = 167;
                const Tag MaturityMonthYear = 200;
                const Tag PutOrCall = 201;
                const Tag StrikePrice = 202;
                const Tag OptAttribute = 206;
                const Tag SecurityExchange = 207;
                const Tag ContractMultiplier = 231;
                const Tag MarketDepth = 264;
                const Tag NoMDEntries = 268;
                const Tag MDEntryType = 269;
                const Tag MDEntryPx = 270;
                const Tag MDEntrySize = 271;
                const Tag MDEntryTime = 273;
                const Tag TradeCondition = 277;
                const Tag MDEntryID = 278;
                const Tag MDUpdateAction = 279;
                const Tag SecurityTradingStatus = 326;
                const Tag TradingSessionID = 336;
                const Tag TradSesStatus = 340;
                const Tag NumberOfOrders = 346;
                const Tag LastMsgSeqNumProcessed = 369;
                const Tag NoSecurityAltID = 454;
                const Tag SecurityAltID = 455;
                const Tag SecurityAltIDSource = 456;
                const Tag MaturityDate = 541;
                const Tag NoLegs = 555;
                const Tag LegPrice = 566;
                const Tag MatchType = 574;
                const Tag LegSymbol = 600;
                const Tag LegSecurityID = 602;
                const Tag LegRatioQty = 623;
                const Tag LegSide = 624;
                const Tag TradingSessionSubID = 625;
                const Tag MinBidSize = 647;
                const Tag MinOfferSize = 648;
                const Tag ClearingSettlPrice = 2528;
                const Tag PriorSettlPrice = 734;
                const Tag SecuritySubType = 762;
                const Tag LastUpdateTime = 779;
                const Tag TrdType = 828;
                const Tag NoEvents = 864;
                const Tag EventType = 865;
                const Tag EventDate = 866;
                const Tag SecurityStatus = 965;
                const Tag MinPriceIncrement = 969;
                const Tag SecurityUpdateAction = 980;
                const Tag MDBookType = 1021;
                const Tag MDFeedType = 1022;
                const Tag MDPriceLevel = 1023;
                const Tag NoMDFeedTypes = 1141;
                const Tag MatchAlgorithm = 1142;
                const Tag ImpliedMarketIndicator = 1144;
                const Tag MinPriceIncrementAmount = 1146;
                const Tag RefreshIndicator = 1187;
                const Tag SettlMethod = 1193;
                const Tag ExerciseStyle = 1194;
                const Tag ValuationMethod = 1197;
                const Tag NoTickRules = 1205;
                const Tag StartTickPriceRange = 1206;
                const Tag EndTickPriceRange = 1207;
                const Tag TickIncrement = 1208;
                const Tag ProductComplex = 1227;
                const Tag NoMatchRules = 1235;
                const Tag FlexProductEligibilityIndicator = 1242;
                const Tag MarketSegmentID = 1300;
                const Tag MarketID = 1301;
                const Tag NoMarketSegments = 1310;
                const Tag ParentMktSegmID = 1325;
                const Tag MultilegModel = 1377;
                const Tag MarketSegmentDesc = 1396;
                const Tag InstrumentScopeProductComplex = 1544;
                const Tag SecurityMassTradingStatus = 1679;
                const Tag PartitionID = 5948;
                const Tag MarketSegmentSymbol = 7177;
                const Tag MarketSegment = 7703;
                const Tag USFirmFlag = 9543;
                const Tag ContractGenerationNumber = 25034;
                const Tag PrimaryServiceLocationID = 2567;
                const Tag PrimaryServiceLocationSubID = 28591;
                const Tag SecondaryServiceLocationID = 2568;
                const Tag SecondaryServiceLocationSubID = 28593;
                const Tag MarketSegmentStatus = 2542;
                const Tag AggressorSide = 2446;
                const Tag NoPriceRangeRules = 2550;
                const Tag PriceRangeRuleID = 2556;
                const Tag PriceRangeValue = 2553;
                const Tag PriceRangePercentage = 2554;
                const Tag PriceRangeProductComplex = 2555;
                const Tag StartPriceRange = 2551;
                const Tag EndPriceRange = 2552;
                const Tag AggressorTimestamp = 28820;
                const Tag NumberOfBuyOrders = 2449;
                const Tag NumberOfSellOrders = 2450;
                const Tag RestingCxlQty = 28869;
                const Tag TickRuleProductComplex = 2571;
                const Tag MatchRuleProductComplex = 28824;
                const Tag TotNoMarketSegmentReports = 2537;
                const Tag TotNoInstrumentReports = 2538;
                const Tag FastMarketIndicator = 2447;
                const Tag NoQuoteSizeRules = 2558;
                const Tag NoFlexProductEligibilities = 2560;
                const Tag FlexProductEligibilityComplex = 2561;
                const Tag OrigStrikePrice = 2578;
                const Tag StrikePricePrecision = 2577;
                const Tag InstrumentPricePrecision = 2576;
                const Tag LowExercisePriceOptionIndicator = 28838;
                const Tag UnderlyingPrevClosePx = 28843;
                const Tag MarketDepthTimeInterval = 2563;
                const Tag MDRecoveryTimeInterval = 2565;
                const Tag SettlSubMethod = 2579;
                const Tag UnderlyingSecurityIDSource = 30305;
                const Tag UnderlyingSecurityExchange = 30308;
                const Tag UnderlyingSecurityID = 30309;
                const Tag UnderlyingSymbol = 30311;
                const Tag NoClearingPriceParameters = 2580;
                const Tag BusinessDayType = 2581;
                const Tag ClearingPriceOffset = 2582;
                const Tag VegaMultiplier = 2583;
                const Tag AnnualTradingBusinessDays = 2584;
                const Tag TotalTradingBusinessDays = 2585;
                const Tag TradingBusinessDays = 2586;
                const Tag StandardVariance = 2588;
                const Tag RelatedClosePrice = 2589;
                const Tag RealisedVariance = 2587;
                const Tag RiskFreeRate = 1190;
                const Tag DiscountFactor = 1592;
                const Tag OvernightInterestRate = 2590;
                const Tag AccumulatedReturnModifiedVariationMargin = 2591;
                const Tag Volatility = 1188;
                const Tag CalculationMethod = 2592;
                const Tag RequestTime = 5979;
                const Tag NoRelatedMarketSegments = 2545;
                const Tag RelatedMarketSegmentID = 2546;
                const Tag MarketSegmentRelationship = 2547;
                const Tag NoInstrumentScopes = 1656;
                const Tag InstrumentScopeOperator = 1535;
                const Tag InstrumentScopeSecurityType = 1547;
                const Tag InstrumentScopeSecuritySubType = 1548;
                const Tag MDSubBookType = 1173;
                const Tag QuoteCondition = 276;
                const Tag MDSecPx = 29830;
                const Tag TESTradSesStatus = 25044;
                const Tag TESSecurityStatus = 25045;
                const Tag SecurityMassTradingEvent = 1680;
                const Tag SecurityTradingEvent = 1174;
                const Tag MDOriginType = 1024;
                const Tag PotentialSecurityTradingEvent = 28872;
                const Tag AggressorTime = 2445;
                const Tag NonDisclosedTradeVolume = 28873;
                const Tag LegSecurityType = 609;
                const Tag MDReportCount = 2536;
                const Tag MDReportEvent = 2535;
                const Tag EffectiveBusinessDate = 2400;
                const Tag NextEffectiveBusinessDate = 28871;
                const Tag MarketSegmentType = 2543;
                const Tag MarketSegmentSubType = 2544;
                const Tag TickRuleID = 28887;
                const Tag QuoteSideIndicator = 2559;
                const Tag FastMarketPercentage = 2557;
                const Tag NoAuctionTypeRules = 2548;
                const Tag SettlBusinessDays = 28878;
                const Tag AuctionType = 1803;
                const Tag ClosedBookIndicator = 28874;
                const Tag MarketImbalanceIndicator = 28875;
                const Tag CFICode = 461;
                const Tag NoInstrumentParties = 1018;
                const Tag RefTickTableID = 1787;
                const Tag SettlCurrency = 120;
                const Tag InstrumentPartyID = 1019;
                const Tag InstrumentPartyIDSource = 1050;
                const Tag InstrumentPartyRole = 1051;
                const Tag InstrumentPartyRoleQualifier = 2378;
                const Tag NoInstrAttrib = 870;
                const Tag InstrAttribType = 871;
                const Tag InstrAttribValue = 872;
                const Tag MinPriceIncrementClearing = 28888;
                const Tag PriceType = 423;
                const Tag PostTradeAnonymity = 28876;
                const Tag SettlPrice = 730;
                const Tag AnnualCalendarDays = 28881;
                const Tag RemainingCalendarDays = 28880;
                const Tag CurrentPaymentParameter = 28883;
                const Tag AccruedPaymentParameter = 28884;
                const Tag RelatedIndexValue = 28882;
                const Tag CurrentCollectionParameter = 28885;
                const Tag AccruedCollectionParameter = 28886;
                const Tag TotalNumOfTrades = 6139;
                const Tag NoTradingSessionRules = 1309;
                const Tag MarketCondition = 2705;
                const Tag MassMarketCondition = 28894;
                const Tag AlgorithmicTradeIndicator = 2667;
                const Tag MultiLegReportingType = 442;
                const Tag MultiLegPriceModel = 28750;
                const Tag UnitOfMeasure = 996;
                const Tag PriceUnitOfMeasure = 1191;
                const Tag AssetType = 1940;
                const Tag AssetSubType = 29831;
                const Tag DepositType = 28890;
                const Tag DecaySplit = 25144;
                const Tag QuoteSideModelType = 28898;
                const Tag Issuer = 106;
                const Tag IssueDate = 225;
                const Tag CouponRate = 223;
                const Tag PreviousCouponPaymentDate = 28895;
                const Tag CouponPaymentDate = 224;
                const Tag CouponDayCount = 1950;
                const Tag CouponType = 1946;
                const Tag CountryOfIssue = 470;
                const Tag RoundLot = 561;
                const Tag MinTradeVol = 562;
                const Tag SoldOutIndicator = 25155;
                const Tag CrossRequestType = 28771;
                const Tag InputSource = 979;
                const Tag NoCrossRequestSideGrp = 552;
                const Tag FlatIndicator = 25170;
                const Tag NoPartyIDs = 453;
                const Tag PartyID = 448;
                const Tag NoTickRuleScopes = 32571;
                const Tag StartExpiryRange = 25276;
                const Tag EndExpiryRange = 25277;
 
                const Tag ContractDate = 30866;
                const Tag ContractMonthYear = 32340;
                const Tag QuotingStartTime = 30341;
                const Tag QuotingEndTime = 30345;
                const Tag InstrumentAuctionType = 31803;
                const Tag WarrantType = 30762;
 
                const Tag SecurityMassStatus = 30965;
                const Tag MassSoldOutIndicator = 35155;
                const Tag TESSecurityMassStatus = 35045;
                const Tag LastFragment = 893;
 
                const Tag NegotiationDuration = 31629;
                const Tag USApproval = 39543;
                const Tag MaxOffsetRFQExpireTime = 30126;
                const Tag OffsetSTPEffectiveTime = 30168;
 
                const Tag ContractQuarter = 25189;
                const Tag ContractWeek = 25187;
                const Tag ContractWeekYear = 25188;
                const Tag ContractCycleType = 30865;
                const Tag ContractDisplayInstruction = 25186;
                const Tag FinalSettlementReferenceDate = 30064;
 
                const Tag LegRatioMultiplier = 28900;
 
                const Tag UnderlyingMarketSegmentID = 31300;
 
                const Tag CoverIndicator = 25200;
 
                const Tag ContractIdentificationEligibility = 25215;
                const Tag IsPrimary = 25216;
                const Tag ContractCycleSubType = 31865;
                const Tag ContractFrequency = 30867;
 
                const Tag DisplayDay = 25210;
                const Tag DisplayRelativeDay = 25220;
                const Tag DisplayWeek = 25212;
                const Tag DisplayMonth = 25211;
                const Tag DisplayQuarter = 25189;
                const Tag DisplaySeason = 25214;
                const Tag DisplayYear = 25213;
                const Tag DisplayName = 28791;
 
                const Tag VolatilityCorridorOpeningAuction = 25221;
                const Tag VolatilityCorridorIntradayAuction = 25222;
                const Tag VolatilityCorridorClosingAuction = 25223;
                const Tag VolatilityCorridorContinuous = 25224;
 
                const Tag CheckMarketOrder = 25217;
 
                const Tag HighPx = 332;
                const Tag LowPx = 333;
 
                const Tag TslMarketGroupID = 28798;
                const Tag TslMarketGroup = 28799;
                const Tag DisableOnBookTrading = 28800;
 
                const Tag SettlPriceType = 731;
 
                const Tag IndependentSystemOperator = 28903;
                const Tag LocationID = 283;
                const Tag ProductType = 6958;
                const Tag CommodityProductClass = 28902;
                const Tag CommodityUnit = 30996;
 
                const Tag AllowOneProductStrip = 28901;
 
                const Tag NoHHIIntervals = 25227;
                const Tag HHIIndicator = 25228;
                const Tag HHIIntervalEnd = 25229;
 
                const Tag ContractDateType = 32865;
                const Tag DisplayDayOfWeek = 25239;
 
                const Tag PriceDelta = 811;
 
                const Tag CurrentAccruedInterestAmt = 30159;
 
                const Tag CapacityGroupId = 25246;
                const Tag QuantityScalingFactor = 28907;
                const Tag NoQuantityScalingFactors = 28906;
                const Tag ContractMonthType = 33865;
                const Tag ListMethod = 1198;
                const Tag RelatedSecurityID = 1650;
 
                const Tag LocationType = 30283;
                const Tag MaxTradeVol = 1140;
                const Tag MaxTradeVal = 28804;
                const Tag MaxCalendarSpreadVol = 28805;
                const Tag MaxTESVol = 28806;
                const Tag SecurityReferenceDataSupplement = 2962;
                const Tag MaturityFrequencyUnit = 2982;
                const Tag ConversionMode = 28909;
                const Tag ConversionModeQualifier = 28910;
 
                const Tag MidpointTrading = 28913;
                const Tag MidpointExecVenueID = 28914;
                const Tag SecurityClassificationReason = 1583;
                const Tag SecurityClassificationValue = 1584;
                const Tag NoSecurityClassifications = 1582;
                const Tag TransBkdTime = 483;
                const Tag NumberOfBuySides = 28911;
                const Tag NumberOfSellSides = 28912;
                const Tag PriceNotation = 32763;
                const Tag RelatedPrice = 30810;
                const Tag RelatedPriceType = 30419;
                const Tag TradingStyle = 31194;
                const Tag RiskSensitivityFactor = 28904;
 
                const Tag CrossMatchInstructionDefault = 31626;
                const Tag MaxDiffExpMonths = 28916;
                const Tag VolatilityCorridorRetailAuction = 25262;
 
                const Tag FixedAbsVolaInterruptionLimit = 25254;
                const Tag FloatAbsVolaInterruptionLimit = 25256;
                const Tag FixedPctVolaInterruptionLimit = 25255;
                const Tag FloatPctVolaInterruptionLimit = 25257;
 
                const Tag OvernightInterestRateName = 28915;
 
                const Tag DisplayNameAlias = 28699;
                const Tag PeriodAlias = 28802;
            }
        }
    }
}