OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  16.1.0
API documentation
OnixS::Eurex::MarketData::Tags Namespace Reference

Variables

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 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 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
 

Variable Documentation

const Tag AccruedCollectionParameter = 28886

Definition at line 230 of file Tags.h.

const Tag AccruedPaymentParameter = 28884

Definition at line 227 of file Tags.h.

const Tag AccumulatedReturnModifiedVariationMargin = 2591

Definition at line 172 of file Tags.h.

const Tag AggressorSide = 2446

Definition at line 127 of file Tags.h.

const Tag AggressorTime = 2445

Definition at line 192 of file Tags.h.

const Tag AggressorTimestamp = 28820

Definition at line 135 of file Tags.h.

Definition at line 235 of file Tags.h.

const Tag AllowOneProductStrip = 28901

Definition at line 329 of file Tags.h.

const Tag AnnualCalendarDays = 28881

Definition at line 224 of file Tags.h.

const Tag AnnualTradingBusinessDays = 2584

Definition at line 163 of file Tags.h.

const Tag AssetSubType = 29831

Definition at line 240 of file Tags.h.

const Tag AssetType = 1940

Definition at line 239 of file Tags.h.

const Tag AuctionType = 1803

Definition at line 206 of file Tags.h.

const Tag BusinessDayType = 2581

Definition at line 160 of file Tags.h.

const Tag CalculationMethod = 2592

Definition at line 174 of file Tags.h.

const Tag CapacityGroupId = 25246

Definition at line 342 of file Tags.h.

const Tag CFICode = 461

Definition at line 209 of file Tags.h.

const Tag CheckMarketOrder = 25217

Definition at line 312 of file Tags.h.

const Tag ClearingPriceOffset = 2582

Definition at line 161 of file Tags.h.

const Tag ClearingSettlPrice = 2528

Definition at line 80 of file Tags.h.

const Tag ClosedBookIndicator = 28874

Definition at line 207 of file Tags.h.

const Tag CommodityProductClass = 28902

Definition at line 326 of file Tags.h.

const Tag CommodityUnit = 30996

Definition at line 327 of file Tags.h.

const Tag ContractCycleSubType = 31865

Definition at line 295 of file Tags.h.

const Tag ContractCycleType = 30865

Definition at line 283 of file Tags.h.

const Tag ContractDate = 30866

Definition at line 263 of file Tags.h.

const Tag ContractDateType = 32865

Definition at line 335 of file Tags.h.

Definition at line 284 of file Tags.h.

const Tag ContractFrequency = 30867

Definition at line 296 of file Tags.h.

const Tag ContractGenerationNumber = 25034

Definition at line 121 of file Tags.h.

Definition at line 293 of file Tags.h.

const Tag ContractMonthType = 33865

Definition at line 345 of file Tags.h.

const Tag ContractMonthYear = 32340

Definition at line 264 of file Tags.h.

const Tag ContractMultiplier = 231

Definition at line 51 of file Tags.h.

const Tag ContractQuarter = 25189

Definition at line 280 of file Tags.h.

const Tag ContractWeek = 25187

Definition at line 281 of file Tags.h.

const Tag ContractWeekYear = 25188

Definition at line 282 of file Tags.h.

const Tag ConversionMode = 28909

Definition at line 356 of file Tags.h.

Definition at line 357 of file Tags.h.

const Tag CountryOfIssue = 470

Definition at line 251 of file Tags.h.

const Tag CouponDayCount = 1950

Definition at line 249 of file Tags.h.

const Tag CouponPaymentDate = 224

Definition at line 248 of file Tags.h.

const Tag CouponRate = 223

Definition at line 246 of file Tags.h.

const Tag CouponType = 1946

Definition at line 250 of file Tags.h.

const Tag CoverIndicator = 25200

Definition at line 291 of file Tags.h.

const Tag CrossRequestType = 28771

Definition at line 255 of file Tags.h.

const Tag Currency = 15

Definition at line 32 of file Tags.h.

const Tag CurrentAccruedInterestAmt = 30159

Definition at line 340 of file Tags.h.

const Tag CurrentCollectionParameter = 28885

Definition at line 229 of file Tags.h.

const Tag CurrentPaymentParameter = 28883

Definition at line 226 of file Tags.h.

const Tag DecaySplit = 25144

Definition at line 242 of file Tags.h.

const Tag DepositType = 28890

Definition at line 241 of file Tags.h.

const Tag DisableOnBookTrading = 28800

Definition at line 319 of file Tags.h.

const Tag DiscountFactor = 1592

Definition at line 170 of file Tags.h.

const Tag DisplayDay = 25210

Definition at line 298 of file Tags.h.

const Tag DisplayDayOfWeek = 25239

Definition at line 336 of file Tags.h.

const Tag DisplayMonth = 25211

Definition at line 301 of file Tags.h.

const Tag DisplayName = 28791

Definition at line 305 of file Tags.h.

const Tag DisplayQuarter = 25189

Definition at line 302 of file Tags.h.

const Tag DisplayRelativeDay = 25220

Definition at line 299 of file Tags.h.

const Tag DisplaySeason = 25214

Definition at line 303 of file Tags.h.

const Tag DisplayWeek = 25212

Definition at line 300 of file Tags.h.

const Tag DisplayYear = 25213

Definition at line 304 of file Tags.h.

const Tag EffectiveBusinessDate = 2400

Definition at line 197 of file Tags.h.

const Tag EndPriceRange = 2552

Definition at line 134 of file Tags.h.

const Tag EndTickPriceRange = 1207

Definition at line 104 of file Tags.h.

const Tag EventDate = 866

Definition at line 87 of file Tags.h.

const Tag EventType = 865

Definition at line 86 of file Tags.h.

const Tag ExerciseStyle = 1194

Definition at line 100 of file Tags.h.

const Tag FastMarketIndicator = 2447

Definition at line 143 of file Tags.h.

const Tag FastMarketPercentage = 2557

Definition at line 203 of file Tags.h.

const Tag FinalSettlementReferenceDate = 30064

Definition at line 285 of file Tags.h.

const Tag FlatIndicator = 25170

Definition at line 258 of file Tags.h.

const Tag FlexProductEligibilityComplex = 2561

Definition at line 146 of file Tags.h.

const Tag FlexProductEligibilityIndicator = 1242

Definition at line 108 of file Tags.h.

const Tag HHIIndicator = 25228

Definition at line 332 of file Tags.h.

const Tag HHIIntervalEnd = 25229

Definition at line 333 of file Tags.h.

const Tag HighPx = 332

Definition at line 314 of file Tags.h.

Definition at line 96 of file Tags.h.

const Tag IndependentSystemOperator = 28903

Definition at line 323 of file Tags.h.

const Tag InputSource = 979

Definition at line 256 of file Tags.h.

const Tag InstrAttribType = 871

Definition at line 218 of file Tags.h.

const Tag InstrAttribValue = 872

Definition at line 219 of file Tags.h.

const Tag InstrumentAuctionType = 31803

Definition at line 267 of file Tags.h.

const Tag InstrumentPartyID = 1019

Definition at line 213 of file Tags.h.

Definition at line 214 of file Tags.h.

const Tag InstrumentPartyRole = 1051

Definition at line 215 of file Tags.h.

Definition at line 216 of file Tags.h.

const Tag InstrumentPricePrecision = 2576

Definition at line 149 of file Tags.h.

Definition at line 180 of file Tags.h.

const Tag InstrumentScopeProductComplex = 1544

Definition at line 115 of file Tags.h.

const Tag InstrumentScopeSecuritySubType = 1548

Definition at line 182 of file Tags.h.

const Tag InstrumentScopeSecurityType = 1547

Definition at line 181 of file Tags.h.

const Tag IsPrimary = 25216

Definition at line 294 of file Tags.h.

const Tag IssueDate = 225

Definition at line 245 of file Tags.h.

const Tag Issuer = 106

Definition at line 244 of file Tags.h.

const Tag LastFragment = 893

Definition at line 273 of file Tags.h.

const Tag LastMsgSeqNumProcessed = 369

Definition at line 65 of file Tags.h.

const Tag LastUpdateTime = 779

Definition at line 83 of file Tags.h.

const Tag LegPrice = 566

Definition at line 71 of file Tags.h.

const Tag LegRatioMultiplier = 28900

Definition at line 287 of file Tags.h.

const Tag LegRatioQty = 623

Definition at line 75 of file Tags.h.

const Tag LegSecurityID = 602

Definition at line 74 of file Tags.h.

const Tag LegSecurityType = 609

Definition at line 194 of file Tags.h.

const Tag LegSide = 624

Definition at line 76 of file Tags.h.

const Tag LegSymbol = 600

Definition at line 73 of file Tags.h.

const Tag ListMethod = 1198

Definition at line 346 of file Tags.h.

const Tag LocationID = 283

Definition at line 324 of file Tags.h.

const Tag LocationType = 30283

Definition at line 349 of file Tags.h.

const Tag LowExercisePriceOptionIndicator = 28838

Definition at line 150 of file Tags.h.

const Tag LowPx = 333

Definition at line 315 of file Tags.h.

const Tag MarketCondition = 2705

Definition at line 233 of file Tags.h.

const Tag MarketDepth = 264

Definition at line 52 of file Tags.h.

const Tag MarketDepthTimeInterval = 2563

Definition at line 152 of file Tags.h.

const Tag MarketID = 1301

Definition at line 110 of file Tags.h.

Definition at line 208 of file Tags.h.

const Tag MarketSegment = 7703

Definition at line 119 of file Tags.h.

const Tag MarketSegmentDesc = 1396

Definition at line 114 of file Tags.h.

const Tag MarketSegmentID = 1300

Definition at line 109 of file Tags.h.

Definition at line 178 of file Tags.h.

const Tag MarketSegmentStatus = 2542

Definition at line 126 of file Tags.h.

const Tag MarketSegmentSubType = 2544

Definition at line 200 of file Tags.h.

const Tag MarketSegmentSymbol = 7177

Definition at line 118 of file Tags.h.

const Tag MarketSegmentType = 2543

Definition at line 199 of file Tags.h.

const Tag MassMarketCondition = 28894

Definition at line 234 of file Tags.h.

const Tag MassSoldOutIndicator = 35155

Definition at line 271 of file Tags.h.

const Tag MatchAlgorithm = 1142

Definition at line 95 of file Tags.h.

const Tag MatchRuleProductComplex = 28824

Definition at line 140 of file Tags.h.

const Tag MatchType = 574

Definition at line 72 of file Tags.h.

const Tag MaturityDate = 541

Definition at line 69 of file Tags.h.

const Tag MaturityFrequencyUnit = 2982

Definition at line 355 of file Tags.h.

const Tag MaturityMonthYear = 200

Definition at line 46 of file Tags.h.

const Tag MaxCalendarSpreadVol = 28805

Definition at line 352 of file Tags.h.

const Tag MaxOffsetRFQExpireTime = 30126

Definition at line 277 of file Tags.h.

const Tag MaxTESVol = 28806

Definition at line 353 of file Tags.h.

const Tag MaxTradeVal = 28804

Definition at line 351 of file Tags.h.

const Tag MaxTradeVol = 1140

Definition at line 350 of file Tags.h.

const Tag MDBookType = 1021

Definition at line 91 of file Tags.h.

const Tag MDEntryID = 278

Definition at line 59 of file Tags.h.

const Tag MDEntryPx = 270

Definition at line 55 of file Tags.h.

const Tag MDEntrySize = 271

Definition at line 56 of file Tags.h.

const Tag MDEntryTime = 273

Definition at line 57 of file Tags.h.

const Tag MDEntryType = 269

Definition at line 54 of file Tags.h.

const Tag MDFeedType = 1022

Definition at line 92 of file Tags.h.

const Tag MDOriginType = 1024

Definition at line 190 of file Tags.h.

const Tag MDPriceLevel = 1023

Definition at line 93 of file Tags.h.

const Tag MDRecoveryTimeInterval = 2565

Definition at line 153 of file Tags.h.

const Tag MDReportCount = 2536

Definition at line 195 of file Tags.h.

const Tag MDReportEvent = 2535

Definition at line 196 of file Tags.h.

const Tag MDSecPx = 29830

Definition at line 185 of file Tags.h.

const Tag MDSubBookType = 1173

Definition at line 183 of file Tags.h.

const Tag MDUpdateAction = 279

Definition at line 60 of file Tags.h.

const Tag MinBidSize = 647

Definition at line 78 of file Tags.h.

const Tag MinOfferSize = 648

Definition at line 79 of file Tags.h.

const Tag MinPriceIncrement = 969

Definition at line 89 of file Tags.h.

const Tag MinPriceIncrementAmount = 1146

Definition at line 97 of file Tags.h.

const Tag MinPriceIncrementClearing = 28888

Definition at line 220 of file Tags.h.

const Tag MinTradeVol = 562

Definition at line 253 of file Tags.h.

const Tag MsgSeqNum = 34

Definition at line 34 of file Tags.h.

const Tag MsgType = 35

Definition at line 35 of file Tags.h.

const Tag MultilegModel = 1377

Definition at line 113 of file Tags.h.

const Tag MultiLegPriceModel = 28750

Definition at line 237 of file Tags.h.

Definition at line 236 of file Tags.h.

const Tag NegotiationDuration = 31629

Definition at line 275 of file Tags.h.

const Tag NextEffectiveBusinessDate = 28871

Definition at line 198 of file Tags.h.

const Tag NoAuctionTypeRules = 2548

Definition at line 204 of file Tags.h.

const Tag NoClearingPriceParameters = 2580

Definition at line 159 of file Tags.h.

const Tag NoCrossRequestSideGrp = 552

Definition at line 257 of file Tags.h.

const Tag NoEvents = 864

Definition at line 85 of file Tags.h.

const Tag NoFlexProductEligibilities = 2560

Definition at line 145 of file Tags.h.

const Tag NoHHIIntervals = 25227

Definition at line 331 of file Tags.h.

const Tag NoInstrAttrib = 870

Definition at line 217 of file Tags.h.

const Tag NoInstrumentParties = 1018

Definition at line 210 of file Tags.h.

const Tag NoInstrumentScopes = 1656

Definition at line 179 of file Tags.h.

const Tag NoLegs = 555

Definition at line 70 of file Tags.h.

const Tag NoMarketSegments = 1310

Definition at line 111 of file Tags.h.

const Tag NoMatchRules = 1235

Definition at line 107 of file Tags.h.

const Tag NoMDEntries = 268

Definition at line 53 of file Tags.h.

const Tag NoMDFeedTypes = 1141

Definition at line 94 of file Tags.h.

const Tag NonDisclosedTradeVolume = 28873

Definition at line 193 of file Tags.h.

const Tag NoPartyIDs = 453

Definition at line 259 of file Tags.h.

const Tag NoPriceRangeRules = 2550

Definition at line 128 of file Tags.h.

const Tag NoQuantityScalingFactors = 28906

Definition at line 344 of file Tags.h.

const Tag NoQuoteSizeRules = 2558

Definition at line 144 of file Tags.h.

const Tag NoRelatedMarketSegments = 2545

Definition at line 176 of file Tags.h.

const Tag NoRelatedSym = 146

Definition at line 44 of file Tags.h.

const Tag NoSecurityAltID = 454

Definition at line 66 of file Tags.h.

const Tag NoTickRules = 1205

Definition at line 102 of file Tags.h.

const Tag NoTickRuleScopes = 32571

Definition at line 261 of file Tags.h.

const Tag NoTradingSessionRules = 1309

Definition at line 232 of file Tags.h.

const Tag NumberOfBuyOrders = 2449

Definition at line 136 of file Tags.h.

const Tag NumberOfOrders = 346

Definition at line 64 of file Tags.h.

const Tag NumberOfSellOrders = 2450

Definition at line 137 of file Tags.h.

const Tag OffsetSTPEffectiveTime = 30168

Definition at line 278 of file Tags.h.

const Tag OptAttribute = 206

Definition at line 49 of file Tags.h.

const Tag OrderQty = 38

Definition at line 36 of file Tags.h.

const Tag OrigStrikePrice = 2578

Definition at line 147 of file Tags.h.

const Tag OvernightInterestRate = 2590

Definition at line 171 of file Tags.h.

const Tag ParentMktSegmID = 1325

Definition at line 112 of file Tags.h.

const Tag PartitionID = 5948

Definition at line 117 of file Tags.h.

const Tag PartyID = 448

Definition at line 260 of file Tags.h.

const Tag PostTradeAnonymity = 28876

Definition at line 222 of file Tags.h.

const Tag PotentialSecurityTradingEvent = 28872

Definition at line 191 of file Tags.h.

const Tag PreviousCouponPaymentDate = 28895

Definition at line 247 of file Tags.h.

const Tag PriceDelta = 811

Definition at line 338 of file Tags.h.

const Tag PriceRangePercentage = 2554

Definition at line 131 of file Tags.h.

const Tag PriceRangeProductComplex = 2555

Definition at line 132 of file Tags.h.

const Tag PriceRangeRuleID = 2556

Definition at line 129 of file Tags.h.

const Tag PriceRangeValue = 2553

Definition at line 130 of file Tags.h.

const Tag PriceType = 423

Definition at line 221 of file Tags.h.

const Tag PrimaryServiceLocationID = 2567

Definition at line 122 of file Tags.h.

const Tag PrimaryServiceLocationSubID = 28591

Definition at line 123 of file Tags.h.

const Tag PriorSettlPrice = 734

Definition at line 81 of file Tags.h.

const Tag ProductComplex = 1227

Definition at line 106 of file Tags.h.

const Tag ProductType = 6958

Definition at line 325 of file Tags.h.

const Tag PutOrCall = 201

Definition at line 47 of file Tags.h.

const Tag QuantityScalingFactor = 28907

Definition at line 343 of file Tags.h.

const Tag QuoteCondition = 276

Definition at line 184 of file Tags.h.

const Tag QuoteSideIndicator = 2559

Definition at line 202 of file Tags.h.

const Tag QuoteSideModelType = 28898

Definition at line 243 of file Tags.h.

const Tag QuotingEndTime = 30345

Definition at line 266 of file Tags.h.

const Tag QuotingStartTime = 30341

Definition at line 265 of file Tags.h.

const Tag RealisedVariance = 2587

Definition at line 168 of file Tags.h.

const Tag RefreshIndicator = 1187

Definition at line 98 of file Tags.h.

const Tag RefTickTableID = 1787

Definition at line 211 of file Tags.h.

const Tag RelatedClosePrice = 2589

Definition at line 167 of file Tags.h.

const Tag RelatedIndexValue = 28882

Definition at line 228 of file Tags.h.

const Tag RelatedMarketSegmentID = 2546

Definition at line 177 of file Tags.h.

const Tag RelatedSecurityID = 1650

Definition at line 347 of file Tags.h.

const Tag RemainingCalendarDays = 28880

Definition at line 225 of file Tags.h.

const Tag RequestTime = 5979

Definition at line 175 of file Tags.h.

const Tag RestingCxlQty = 28869

Definition at line 138 of file Tags.h.

const Tag RiskFreeRate = 1190

Definition at line 169 of file Tags.h.

const Tag RoundLot = 561

Definition at line 252 of file Tags.h.

const Tag SecondaryServiceLocationID = 2568

Definition at line 124 of file Tags.h.

const Tag SecondaryServiceLocationSubID = 28593

Definition at line 125 of file Tags.h.

const Tag SecurityAltID = 455

Definition at line 67 of file Tags.h.

const Tag SecurityAltIDSource = 456

Definition at line 68 of file Tags.h.

const Tag SecurityDesc = 107

Definition at line 43 of file Tags.h.

const Tag SecurityExchange = 207

Definition at line 50 of file Tags.h.

const Tag SecurityID = 48

Definition at line 37 of file Tags.h.

const Tag SecurityIDSource = 22

Definition at line 33 of file Tags.h.

const Tag SecurityMassStatus = 30965

Definition at line 270 of file Tags.h.

const Tag SecurityMassTradingEvent = 1680

Definition at line 188 of file Tags.h.

const Tag SecurityMassTradingStatus = 1679

Definition at line 116 of file Tags.h.

const Tag SecurityReferenceDataSupplement = 2962

Definition at line 354 of file Tags.h.

const Tag SecurityStatus = 965

Definition at line 88 of file Tags.h.

const Tag SecuritySubType = 762

Definition at line 82 of file Tags.h.

const Tag SecurityTradingEvent = 1174

Definition at line 189 of file Tags.h.

Definition at line 61 of file Tags.h.

const Tag SecurityType = 167

Definition at line 45 of file Tags.h.

Definition at line 90 of file Tags.h.

const Tag SenderCompID = 49

Definition at line 38 of file Tags.h.

const Tag SenderSubID = 50

Definition at line 39 of file Tags.h.

const Tag SettlBusinessDays = 28878

Definition at line 205 of file Tags.h.

const Tag SettlCurrency = 120

Definition at line 212 of file Tags.h.

const Tag SettlMethod = 1193

Definition at line 99 of file Tags.h.

const Tag SettlPrice = 730

Definition at line 223 of file Tags.h.

const Tag SettlPriceType = 731

Definition at line 321 of file Tags.h.

const Tag SettlSubMethod = 2579

Definition at line 154 of file Tags.h.

const Tag Side = 54

Definition at line 40 of file Tags.h.

const Tag SoldOutIndicator = 25155

Definition at line 254 of file Tags.h.

const Tag StandardVariance = 2588

Definition at line 166 of file Tags.h.

const Tag StartPriceRange = 2551

Definition at line 133 of file Tags.h.

const Tag StartTickPriceRange = 1206

Definition at line 103 of file Tags.h.

const Tag StrikePrice = 202

Definition at line 48 of file Tags.h.

const Tag StrikePricePrecision = 2577

Definition at line 148 of file Tags.h.

const Tag Symbol = 55

Definition at line 41 of file Tags.h.

const Tag TESSecurityMassStatus = 35045

Definition at line 272 of file Tags.h.

const Tag TESSecurityStatus = 25045

Definition at line 187 of file Tags.h.

const Tag TESTradSesStatus = 25044

Definition at line 186 of file Tags.h.

const Tag TickIncrement = 1208

Definition at line 105 of file Tags.h.

const Tag TickRuleID = 28887

Definition at line 201 of file Tags.h.

const Tag TickRuleProductComplex = 2571

Definition at line 139 of file Tags.h.

const Tag TotalNumOfTrades = 6139

Definition at line 231 of file Tags.h.

const Tag TotalTradingBusinessDays = 2585

Definition at line 164 of file Tags.h.

const Tag TotNoInstrumentReports = 2538

Definition at line 142 of file Tags.h.

const Tag TotNoMarketSegmentReports = 2537

Definition at line 141 of file Tags.h.

const Tag TradeCondition = 277

Definition at line 58 of file Tags.h.

const Tag TradingBusinessDays = 2586

Definition at line 165 of file Tags.h.

const Tag TradingSessionID = 336

Definition at line 62 of file Tags.h.

const Tag TradingSessionSubID = 625

Definition at line 77 of file Tags.h.

const Tag TradSesStatus = 340

Definition at line 63 of file Tags.h.

const Tag TransactTime = 60

Definition at line 42 of file Tags.h.

const Tag TrdType = 828

Definition at line 84 of file Tags.h.

const Tag TslMarketGroup = 28799

Definition at line 318 of file Tags.h.

const Tag TslMarketGroupID = 28798

Definition at line 317 of file Tags.h.

const Tag UnderlyingMarketSegmentID = 31300

Definition at line 289 of file Tags.h.

const Tag UnderlyingPrevClosePx = 28843

Definition at line 151 of file Tags.h.

const Tag UnderlyingSecurityExchange = 30308

Definition at line 156 of file Tags.h.

const Tag UnderlyingSecurityID = 30309

Definition at line 157 of file Tags.h.

const Tag UnderlyingSecurityIDSource = 30305

Definition at line 155 of file Tags.h.

const Tag UnderlyingSymbol = 30311

Definition at line 158 of file Tags.h.

const Tag UnitOfMeasure = 996

Definition at line 238 of file Tags.h.

const Tag USApproval = 39543

Definition at line 276 of file Tags.h.

const Tag USFirmFlag = 9543

Definition at line 120 of file Tags.h.

const Tag ValuationMethod = 1197

Definition at line 101 of file Tags.h.

const Tag VegaMultiplier = 2583

Definition at line 162 of file Tags.h.

const Tag Volatility = 1188

Definition at line 173 of file Tags.h.

const Tag VolatilityCorridorClosingAuction = 25223

Definition at line 309 of file Tags.h.

const Tag VolatilityCorridorContinuous = 25224

Definition at line 310 of file Tags.h.

const Tag VolatilityCorridorIntradayAuction = 25222

Definition at line 308 of file Tags.h.

const Tag VolatilityCorridorOpeningAuction = 25221

Definition at line 307 of file Tags.h.

const Tag WarrantType = 30762

Definition at line 268 of file Tags.h.