Tag (CME Market Data Handler Library 3.19.0 API)

java.lang.Object
- biz.onixs.cme.md.handler.fix.Tag

```
public final class Tag
extends Object
```
Fix tags.

Field Summary

Fields
Modifier and Type	Field and Description
`static int`	`AggressorSide` Indicates which side is aggressor of the trade.
`static int`	`ApplBeginSeqNo` Sequence number of first requested packet.
`static int`	`ApplEndSeqNo` Sequence number of last requested packet.
`static int`	`ApplID` The channel ID as defined in the XML Configuration file.
`static int`	`Asset` String field that indicates the underlying asset code (Product Code).
`static int`	`CFICode` ISO standard instrument categorization code.
`static int`	`ClearedVolume` The total cleared volume of instrument traded during the prior trading session.
`static int`	`ContractMultiplier` Number of deliverable units per instrument, e.g., peak days in maturity month or number of calendar days in maturity month.
`static int`	`ContractMultiplierUnit` Indicates the type of multiplier being applied to the product.
`static int`	`Currency` Identifies currency used for price.
`static int`	`CurrentChunk` Tag=37710.
`static int`	`DecayQty` Indicates the quantity that a contract will decay daily by once the decay start date is reached.
`static int`	`DecayStartDate` Indicates the date at which a decay contract will begin to decay.
`static int`	`DisplayFactor` Contains the multiplier to convert the CME Globex display price to the conventional price.
`static int`	`EventTime` Date and Time of event expressed in UTC DateTime.
`static int`	`EventTimeDelta` Indicates the time interval taken to process an event in number of microseconds.
`static int`	`EventType` Code to represent the type of event.
`static int`	`FlowScheduleType` The schedule according to which the electricity is delivered in a physical contract, or priced in a financial contract.
`static int`	`HaltReason` Identifies the reason for the status change.
`static int`	`HeartBtInt` Tag=108.
`static int`	`HighLimitPrice` Allowable high limit price for the trading day.
`static int`	`HighPx` Tag=332.
`static int`	`InstAttribType` Tag 871-InstAttribType and tag 872-InstAttribValue function together where tag 871 indicates the type of value that the following tag 872 will contain.
`static int`	`InstAttribValue` Bitmap field of 32 Boolean type indicators: 0 (least significant bit): Electronic Match Eligible 1: Order Cross Eligible 2: Block Trade Eligible 3: EFP Eligible 4: EBF Eligible 5: EFS Eligible 6: EFR Eligible 7: OTC Eligible 8: iLink Indicative Mass Quoting Eligible 9: Negative Strike Eligible 10: Negative Price Outright Eligible 11: Is Fractional (indicates product has fractional display price) 12: Volatility Quoted Option 13: RFQ Cross Eligible 14: Zero Price Outright Eligible 15: Decaying Product Eligibility 16: Variable Product Eligibility 17: Daily Product Eligibility 18: GT Orders Eligibility (Previously Tag 827) 19: Implied Matching Eligibility (Previously tag 1144) 20-31 –Reserved for future use
`static int`	`LastMsgSeqNumProcessed` Tag=369.
`static int`	`LastQty` Tag=32.
`static int`	`LastUpdateTime` Timestamp of when the instrument was last added, modified or deleted.
`static int`	`LegOptionDelta` Delta used to calculate the quantity of futures used to cover the option or option strategy.
`static int`	`LegPrice` Price for a futures leg of a covered.
`static int`	`LegRatioQty` The ratio of quantity for this individual leg relative to the entire multi-leg instrument.
`static int`	`LegSecurityID` Unique instrument ID for the leg.
`static int`	`LegSecurityIDSource` Identifies source of tag 602-LegSecurityID value.
`static int`	`LegSide` The side of the leg for this repeating group.
`static int`	`LotType` The quantity type used for the leg of the spread.
`static int`	`LowLimitPrice` Allowable low limit price for the trading day.
`static int`	`LowPx` Tag=333.
`static int`	`MainFraction` Price Denominator of Main Fraction.
`static int`	`MarketDepth` Tag=264.
`static int`	`MarketSegmentID` Identifies the market segment.
`static int`	`MatchAlgorithm` Matching Algorithm - CME assigned values.
`static int`	`MatchEventIndicator` Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex Event: Bit 0: (least significant bit) Last trade message for a given event Bit 1: Last electronic volume message for a given event Bit 2: Last real quote message for a given event Bit 3: Last statistic message for a given event Bit 4: Last implied quote message for a given event Bit 5: Reserved for future use Bit 6: Reserved for future use Bit 7: (most significant bit) Last message for a given event
`static int`	`MaturityMonthYear` This field provides the actual calendar date for contract maturity - month and year (used for standardized futures and options).
`static int`	`MaxPriceVariation` Differential value for price banding.
`static int`	`MaxTradeVol` The maximum trading volume for a security.
`static int`	`MDDisplayQty` Tag=37706.
`static int`	`MDEntryPx` Tag=270.
`static int`	`MDEntrySize` Tag=271.
`static int`	`MDEntryType` Tag=269.
`static int`	`MDFeedType` Tag=1022.
`static int`	`MDOrderPriority` Tag=37707.
`static int`	`MDPriceLevel` Tag=1023.
`static int`	`MDSecurityTradingStatus` Identifies the current state of the instrument.
`static int`	`MDUpdateAction` Tag=279.
`static int`	`MinCabPrice` Defines cabinet price for outright options products.
`static int`	`MinLotSize` Minimum quantity accepted for order entry.
`static int`	`MinPriceIncrement` Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) eligible.
`static int`	`MinPriceIncrementAmount` Monetary value equivalent to the minimum price fluctuation.
`static int`	`MinTradeVol` The minimum trading volume for a security.
`static int`	`MsgSeqNum` Tag=34.
`static int`	`NetChgPrevDay` Tag=451.
`static int`	`NoChunks` Tag=37709.
`static int`	`NoEvents` Number of repeating EventType entries.
`static int`	`NoInstAttrib` Number of repeating group InstrAttribType entries.
`static int`	`NoLegs` Number of legs (repeating groups).
`static int`	`NoLinesOfText` Tag=33.
`static int`	`NoLotTypeRules` Number of quantity types in the upcoming repeating group.
`static int`	`NoMDEntries` Tag=268.
`static int`	`NoMdFeedTypes` Number of repeating FeedType repeating group entries.
`static int`	`NoMDFeedTypes` Tag=1141.
`static int`	`NoOrderIDEntries` Tag=37705.
`static int`	`NoRelatedSym` Indicates the number of repeating symbols specified.
`static int`	`NoUnderlyings` Number of underlying legs that make up the security.
`static int`	`NumberOfOrders` Tag=346.
`static int`	`OpenCloseSettlFlag` Flag describing Open Price entry.
`static int`	`OpenInterestQty` The total open interest for the market at the close of the prior trading session.
`static int`	`OrderID` Tag=37.
`static int`	`OrderQty` Quantity requested.
`static int`	`OrderUpdateAction` Tag=37708.
`static int`	`OriginalContractSize` Fixed contract value assigned to a product.
`static int`	`Password` Tag=554.
`static int`	`PriceDisplayFormat` Number of Decimals in Displayed Price.
`static int`	`PriceRatio` Used for price calculation in spread and leg pricing for Implied Intercommodity Ratio Spreads.
`static int`	`QuoteCondition` Tag=276.
`static int`	`QuoteReqID` Quote request ID defined by the exchange.
`static int`	`QuoteType` Type of quote requested.
`static int`	`ReferenceID` Tag=9633.
`static int`	`RptSeq` Tag 83.
`static int`	`SecurityExchange` Exchange used to identify a security.
`static int`	`SecurityGroup` Tag=1151.
`static int`	`SecurityID` Tag=48.
`static int`	`SecurityIDSource` Identifies source of tag 48-SecurityID value.
`static int`	`SecuritySubType` Strategy type.
`static int`	`SecurityTradingEvent` Identifies an additional event or a rule related to the SecurityTradingStatus (326).
`static int`	`SecurityTradingStatus` Tag=326.
`static int`	`SecurityType` Security Type
`static int`	`SecurityUpdateAction` Tag=980.
`static int`	`SenderCompID` Tag=49.
`static int`	`SendingTime` Tag=52.
`static int`	`SettlCurrency` Identifies currency used for settlement price, if different from trade price currency.
`static int`	`SettlPriceType` Bitmap field of eight Boolean type indicators representing settlement price type: Bit 0 (least significant bit): 1=Final 0=Preliminary Bit 1: 1=Actual, based on today’s security activity, 0=Theoretically calculated Bit 2: 1=Rounded 0=Non-Rounded Bit 3-6: Reserved for future use, set to 0 Bit 7: 1=Entire set is a NULL, 0= not NULL
`static int`	`Side` Side requested.
`static int`	`StrikeCurrency` Currency in which the StrikePrice is denominated.
`static int`	`StrikePrice` Strike Price for an option.
`static int`	`SubFraction` Price Denominator of Sub Fraction.
`static int`	`Subject` Tag=147.
`static int`	`Symbol` Tag=55.
`static int`	`TargetCompID` Tag=56.
`static int`	`Text` Tag=58.
`static int`	`TickRule` VTT code.
`static int`	`TotNumReports` Tag=911.
`static int`	`TradeDate` Tag=75.
`static int`	`TradeID` Unique Trade Entry ID per Instrument and Trading Date.
`static int`	`TradingReferenceDate` Indicates the date of trade session corresponding to a Statistic Entry in YYYYMMDD format.
`static int`	`TradingReferencePrice` Reference price for prelisted instruments or the last calculated Settlement, which can be Theoretical, Preliminary or a Final Settlement of the session.
`static int`	`TransactTime` Start of event processing time (UTC).
`static int`	`UnderlyingProduct` Indicates the product complex.
`static int`	`UnderlyingSecurityID` Unique instrument ID as qualified by the exchange per tag 305-UnderlyingSecurityIDSource.
`static int`	`UnderlyingSecurityIDSource` This value is always '8' for CME.
`static int`	`UnderlyingSymbol` Underlying Instrument Symbol (Contract Name).
`static int`	`UnitOfMeasure` Unit of measure for the products original contract size.
`static int`	`UnitOfMeasureQty` This field contains the contract size for each instrument.
`static int`	`UserDefinedInstrument` Identifies user-defined instruments.
`static int`	`Username` Tag=553.

Constructor Summary

Constructors
Constructor and Description

Tag()

Constructors
Constructor and Description
`Tag()`

Method Summary
- Methods inherited from class java.lang.Object
  clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - CFICode
```
public static final int CFICode
```
    ISO standard instrument categorization code.
    
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  - NoEvents
```
public static final int NoEvents
```
    Number of repeating EventType entries. Indicates number of repeating groups and length of each repeating group in the message.
    
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  - EventType
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public static final int EventType
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    Code to represent the type of event.
    
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  - EventTime
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public static final int EventTime
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    Date and Time of event expressed in UTC DateTime.
    
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  - StrikePrice
```
public static final int StrikePrice
```
    Strike Price for an option.
    
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  - ApplID
```
public static final int ApplID
```
    The channel ID as defined in the XML Configuration file.
    
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  - ApplBeginSeqNo
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public static final int ApplBeginSeqNo
```
    Sequence number of first requested packet.
    
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  - ApplEndSeqNo
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public static final int ApplEndSeqNo
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    Sequence number of last requested packet.
    
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  - LastUpdateTime
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public static final int LastUpdateTime
```
    Timestamp of when the instrument was last added, modified or deleted.
    
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  - MarketSegmentID
```
public static final int MarketSegmentID
```
    Identifies the market segment. Populated for all CME Globex instruments.
    
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  - SecurityIDSource
```
public static final int SecurityIDSource
```
    Identifies source of tag 48-SecurityID value. This value is always 8 for CME is required if tag 48-SecurityID is specified.
    
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  - MaturityMonthYear
```
public static final int MaturityMonthYear
```
    This field provides the actual calendar date for contract maturity - month and year (used for standardized futures and options). Format YYYYMM (i.e. 200912) For futures strategies and options spreads, this field contains the first leg maturity. For packs and bundles, this value represents the rollover date. For daily products, this field contains the daily maturity (YYYYMMDD).
    
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  - Asset
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public static final int Asset
```
    String field that indicates the underlying asset code (Product Code). Example: GE (Eurodollars), ES (E-Minis). Product Code was previously communicated in tag 1151-SecurityGroup.
    
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  - SecurityType
```
public static final int SecurityType
```
    Security Type
    
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  - SecuritySubType
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public static final int SecuritySubType
```
    Strategy type. For a Covered options strategy, the covered strategy type will be preceded by 'CV:'. For a covered vertical, for example, this tag will contain 'CV:VT.'
    
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  - UserDefinedInstrument
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public static final int UserDefinedInstrument
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    Identifies user-defined instruments. If the tag is not present, the instrument is not user-defined.
    
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  - UnderlyingProduct
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public static final int UnderlyingProduct
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    Indicates the product complex.
    
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  - SecurityExchange
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public static final int SecurityExchange
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    Exchange used to identify a security.
    
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  - MDSecurityTradingStatus
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public static final int MDSecurityTradingStatus
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    Identifies the current state of the instrument.
    
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  - StrikeCurrency
```
public static final int StrikeCurrency
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    Currency in which the StrikePrice is denominated.
    
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  - Currency
```
public static final int Currency
```
    Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible.
    
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  - SettlCurrency
```
public static final int SettlCurrency
```
    Identifies currency used for settlement price, if different from trade price currency.
    
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  - MinCabPrice
```
public static final int MinCabPrice
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    Defines cabinet price for outright options products.
    
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  - PriceRatio
```
public static final int PriceRatio
```
    Used for price calculation in spread and leg pricing for Implied Intercommodity Ratio Spreads.
    
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  - MatchAlgorithm
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public static final int MatchAlgorithm
```
    Matching Algorithm - CME assigned values.
    
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  - MinTradeVol
```
public static final int MinTradeVol
```
    The minimum trading volume for a security.
    
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  - MaxTradeVol
```
public static final int MaxTradeVol
```
    The maximum trading volume for a security.
    
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  - MinPriceIncrement
```
public static final int MinPriceIncrement
```
    Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) eligible.
    
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  - MinPriceIncrementAmount
```
public static final int MinPriceIncrementAmount
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    Monetary value equivalent to the minimum price fluctuation.
    
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  - DisplayFactor
```
public static final int DisplayFactor
```
    Contains the multiplier to convert the CME Globex display price to the conventional price.
    
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  - TickRule
```
public static final int TickRule
```
    VTT code. Provided for instruments with variable tick in addition to Tick Size in tag 969 MinPriceIncrement. For VTT ineligible instruments, this field will be sent as null.
    
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  - MainFraction
```
public static final int MainFraction
```
    Price Denominator of Main Fraction.
    
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  - SubFraction
```
public static final int SubFraction
```
    Price Denominator of Sub Fraction.
    
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  - PriceDisplayFormat
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public static final int PriceDisplayFormat
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    Number of Decimals in Displayed Price.
    
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  - NoUnderlyings
```
public static final int NoUnderlyings
```
    Number of underlying legs that make up the security. Indicates number of repeating groups and length of each repeating group.
    
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  - UnderlyingSymbol
```
public static final int UnderlyingSymbol
```
    Underlying Instrument Symbol (Contract Name). this value will be the same as that contained in Leg Instrument’s Security Definition Tag 55-Symbol.
    
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  - UnderlyingSecurityID
```
public static final int UnderlyingSecurityID
```
    Unique instrument ID as qualified by the exchange per tag 305-UnderlyingSecurityIDSource.
    
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  - UnderlyingSecurityIDSource
```
public static final int UnderlyingSecurityIDSource
```
    This value is always '8' for CME.
    
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  - NoLegs
```
public static final int NoLegs
```
    Number of legs (repeating groups). Indicates number of repeating groups and length of each repeating group.
    
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  - LegSecurityID
```
public static final int LegSecurityID
```
    Unique instrument ID for the leg.
    
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  - LegSecurityIDSource
```
public static final int LegSecurityIDSource
```
    Identifies source of tag 602-LegSecurityID value. This value is always '8' for CME.
    
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  - LegSide
```
public static final int LegSide
```
    The side of the leg for this repeating group.
    
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  - LegRatioQty
```
public static final int LegRatioQty
```
    The ratio of quantity for this individual leg relative to the entire multi-leg instrument.
    
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  - LegPrice
```
public static final int LegPrice
```
    Price for a futures leg of a covered. See tag 44-Price for description.
    
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  - LegOptionDelta
```
public static final int LegOptionDelta
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    Delta used to calculate the quantity of futures used to cover the option or option strategy.
    
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  - NoMdFeedTypes
```
public static final int NoMdFeedTypes
```
    Number of repeating FeedType repeating group entries. Indicates number of repeating groups and length of each repeating group in the message.
    
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  - NoInstAttrib
```
public static final int NoInstAttrib
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    Number of repeating group InstrAttribType entries. Indicates number of repeating groups and length of each repeating group in the message.
    
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  - InstAttribType
```
public static final int InstAttribType
```
    Tag 871-InstAttribType and tag 872-InstAttribValue function together where tag 871 indicates the type of value that the following tag 872 will contain.
    
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  - InstAttribValue
```
public static final int InstAttribValue
```
    Bitmap field of 32 Boolean type indicators: 0 (least significant bit): Electronic Match Eligible 1: Order Cross Eligible 2: Block Trade Eligible 3: EFP Eligible 4: EBF Eligible 5: EFS Eligible 6: EFR Eligible 7: OTC Eligible 8: iLink Indicative Mass Quoting Eligible 9: Negative Strike Eligible 10: Negative Price Outright Eligible 11: Is Fractional (indicates product has fractional display price) 12: Volatility Quoted Option 13: RFQ Cross Eligible 14: Zero Price Outright Eligible 15: Decaying Product Eligibility 16: Variable Product Eligibility 17: Daily Product Eligibility 18: GT Orders Eligibility (Previously Tag 827) 19: Implied Matching Eligibility (Previously tag 1144) 20-31 –Reserved for future use
    
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  - NoLotTypeRules
```
public static final int NoLotTypeRules
```
    Number of quantity types in the upcoming repeating group. Indicates number of repeating groups and length of each repeating group in the message.
    
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  - LotType
```
public static final int LotType
```
    The quantity type used for the leg of the spread. This tag is required to interpret the value in tag 1231-MinLotSize.
    
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  - MinLotSize
```
public static final int MinLotSize
```
    Minimum quantity accepted for order entry. If tag 1093-LotType=4, this value is the minimum quantity for order entry expressed in the applicable units, specified in tag 996-UnitOfMeasure, (e.g., megawatts).
    
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  - ContractMultiplierUnit
```
public static final int ContractMultiplierUnit
```
    Indicates the type of multiplier being applied to the product. Optionally used in combination with tag 231-ContractMultiplier.
    
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  - FlowScheduleType
```
public static final int FlowScheduleType
```
    The schedule according to which the electricity is delivered in a physical contract, or priced in a financial contract. Specifies whether the contract is defined according to the Easter Peak, Eastern Off-Peak, Western Peak or Western Off-Peak.
    
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  - ContractMultiplier
```
public static final int ContractMultiplier
```
    Number of deliverable units per instrument, e.g., peak days in maturity month or number of calendar days in maturity month. The Security Definition (tag 35-MsgType=d) message for the variable quantity spread will be populated with the value '0' for tag 231-ContractMultiplier. The Security Definition (tag 35-MsgType=d) message is populated with values for the outright legs for tag 231-ContractMultiplier and customers must extract this value.
    
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  - UnitOfMeasure
```
public static final int UnitOfMeasure
```
    Unit of measure for the products original contract size. This will be populated for all products listed on CME Globex.
    
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  - UnitOfMeasureQty
```
public static final int UnitOfMeasureQty
```
    This field contains the contract size for each instrument. Use in combination with tag 996-UnitofMeasure. For example: Eurodollar futures -Tag 1147=1000000 -Tag 996=USD Live Cattle futures -Tag 1147=40000 -Tag 996=LBS For variable-quantity products, the contract size reflects the original contract size, before the application of the multiplier
    
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  - DecayQty
```
public static final int DecayQty
```
    Indicates the quantity that a contract will decay daily by once the decay start date is reached.
    
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  - DecayStartDate
```
public static final int DecayStartDate
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    Indicates the date at which a decay contract will begin to decay.
    
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  - OriginalContractSize
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public static final int OriginalContractSize
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    Fixed contract value assigned to a product.
    
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  - HighLimitPrice
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public static final int HighLimitPrice
```
    Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected. This price protects off prices for quoting.
    
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  - LowLimitPrice
```
public static final int LowLimitPrice
```
    Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected. This price protects off prices for quoting.
    
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  - MaxPriceVariation
```
public static final int MaxPriceVariation
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    Differential value for price banding.
    
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  - TradingReferencePrice
```
public static final int TradingReferencePrice
```
    Reference price for prelisted instruments or the last calculated Settlement, which can be Theoretical, Preliminary or a Final Settlement of the session.
    
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  - SettlPriceType
```
public static final int SettlPriceType
```
    Bitmap field of eight Boolean type indicators representing settlement price type: Bit 0 (least significant bit): 1=Final 0=Preliminary Bit 1: 1=Actual, based on today’s security activity, 0=Theoretically calculated Bit 2: 1=Rounded 0=Non-Rounded Bit 3-6: Reserved for future use, set to 0 Bit 7: 1=Entire set is a NULL, 0= not NULL
    
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  - OpenInterestQty
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public static final int OpenInterestQty
```
    The total open interest for the market at the close of the prior trading session.
    
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  - ClearedVolume
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public static final int ClearedVolume
```
    The total cleared volume of instrument traded during the prior trading session.
    
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  - TransactTime
```
public static final int TransactTime
```
    Start of event processing time (UTC). This timestamp is the number of microseconds since the Unix Epoch.
    
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  - EventTimeDelta
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public static final int EventTimeDelta
```
    Indicates the time interval taken to process an event in number of microseconds.
    
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  - MatchEventIndicator
```
public static final int MatchEventIndicator
```
    Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex Event: Bit 0: (least significant bit) Last trade message for a given event Bit 1: Last electronic volume message for a given event Bit 2: Last real quote message for a given event Bit 3: Last statistic message for a given event Bit 4: Last implied quote message for a given event Bit 5: Reserved for future use Bit 6: Reserved for future use Bit 7: (most significant bit) Last message for a given event
    
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  - TradeID
```
public static final int TradeID
```
    Unique Trade Entry ID per Instrument and Trading Date. Required for a Trade.
    
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  - OpenCloseSettlFlag
```
public static final int OpenCloseSettlFlag
```
    Flag describing Open Price entry.
    
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  - AggressorSide
```
public static final int AggressorSide
```
    Indicates which side is aggressor of the trade. If there is no value present, then there is no aggressor. Note: Trades without aggressors occur at Market Open, after a Pre-Open or after a Pause. Trades without aggressors occur when the triggering order is a CME Globex-generated implied bid/offer.
    
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    Constant Field Values
  - TradingReferenceDate
```
public static final int TradingReferenceDate
```
    Indicates the date of trade session corresponding to a Statistic Entry in YYYYMMDD format.
    
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    Constant Field Values
  - QuoteReqID
```
public static final int QuoteReqID
```
    Quote request ID defined by the exchange.
    
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    Constant Field Values
  - NoRelatedSym
```
public static final int NoRelatedSym
```
    Indicates the number of repeating symbols specified. Indicates number of repeating groups and length of each repeating group in the message.
    
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    Constant Field Values
  - QuoteType
```
public static final int QuoteType
```
    Type of quote requested. A tradable quote can trade against other orders and quotes upon acceptance
    
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    Constant Field Values
  - OrderQty
```
public static final int OrderQty
```
    Quantity requested.
    
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    Constant Field Values
  - Side
```
public static final int Side
```
    Side requested.
    
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    Constant Field Values
  - HaltReason
```
public static final int HaltReason
```
    Identifies the reason for the status change. State change may be invoked due to: - surveillance intervention - market event (Stop-Spike, Velocity Logic/ Request for Cross) - predetermined group status schedule - instrument activation/ expiration schedule
    
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    Constant Field Values
  - SecurityTradingEvent
```
public static final int SecurityTradingEvent
```
    Identifies an additional event or a rule related to the SecurityTradingStatus (326).
    
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    Constant Field Values
  - HeartBtInt
```
public static final int HeartBtInt
```
    Tag=108. Heartbeat interval (seconds).
    
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    Constant Field Values
  - HighPx
```
public static final int HighPx
```
    Tag=332. Represents an indication of the high end of the price range for a security prior to the open or reopen.
    
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    Constant Field Values
  - LastMsgSeqNumProcessed
```
public static final int LastMsgSeqNumProcessed
```
    Tag=369. The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.
    
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    Constant Field Values
  - LowPx
```
public static final int LowPx
```
    Tag=333. Represents an indication of the low end of the price range for a security prior to the open or reopen.
    
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    Constant Field Values
  - MarketDepth
```
public static final int MarketDepth
```
    Tag=264. Depth of market for Book Snapshot / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels).
    
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    Constant Field Values
  - MDEntryPx
```
public static final int MDEntryPx
```
    Tag=270. Price of the Market Data Entry.
    
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    Constant Field Values
  - MDEntrySize
```
public static final int MDEntrySize
```
    Tag=271. Quantity or volume represented by the Market Data Entry.
    
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    Constant Field Values
  - MDEntryType
```
public static final int MDEntryType
```
    Tag=269. Type Market Data entry. Valid values: 0 = Bid 1 = Offer 2 = Trade 3 = Index Value 4 = Opening Price 5 = Closing Price 6 = Settlement Price 7 = Trading Session High Price 8 = Trading Session Low Price 9 = Trading Session VWAP Price A = Imbalance B = Trade Volume C = Open Interest D = Composite Underlying Price E = Simulated Sell Price F = Simulated Buy Price G = Margin Rate H = Mid Price J = Empty Book K = Settle High Price L = Settle Low Price M = Prior Settle Price N = Session High Bid O = Session Low Offer P = Early Prices Q = Auction Clearing Price S = Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP) R = Daily value adjustment for long positions T = Cumulative Value Adjustment for long positions U = Daily Value Adjustment for Short Positions V = Cumulative Value Adjustment for Short Positions Y = Recovery Rate Z = Recovery Rate for Long a = Recovery Rate for Short W = Fixing Price X = Cash Rate.
    
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    Constant Field Values
  - MDFeedType
```
public static final int MDFeedType
```
    Tag=1022. Maket data feed type.
    
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    Constant Field Values
  - MDPriceLevel
```
public static final int MDPriceLevel
```
    Tag=1023. Market Data Price Level
    
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    Constant Field Values
  - MDUpdateAction
```
public static final int MDUpdateAction
```
    Tag=279. Type of Market Data update action. Valid values: 0 = New 1 = Change 2 = Delete 3 = Delete Thru 4 = Delete From 5 = Overlay.
    
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    Constant Field Values
  - MsgSeqNum
```
public static final int MsgSeqNum
```
    Tag=34. Integer message sequence number.
    
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    Constant Field Values
  - NetChgPrevDay
```
public static final int NetChgPrevDay
```
    Tag=451. Net change from previous day's closing price vs. last traded price.
    
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    Constant Field Values
  - NoLinesOfText
```
public static final int NoLinesOfText
```
    Tag=33. Identifies number of lines of text body.
    
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    Constant Field Values
  - NoMDEntries
```
public static final int NoMDEntries
```
    Tag=268. Number of entries in Market Data message.
    
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    Constant Field Values
  - NoMDFeedTypes
```
public static final int NoMDFeedTypes
```
    Tag=1141. Number of MDFeedType (1022) fields requested.
    
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    Constant Field Values
  - NumberOfOrders
```
public static final int NumberOfOrders
```
    Tag=346. Number of orders in the market.
    
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    Constant Field Values
  - Password
```
public static final int Password
```
    Tag=554. Password or passphrase.
    
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    Constant Field Values
  - QuoteCondition
```
public static final int QuoteCondition
```
    Tag=276. Space-delimited list of conditions describing a quote. Valid values: A = Open/Active B = Closed/Inactive C = Exchange Best D = Consolidated Best E = Locked F = Crossed G = Depth H = Fast Trading I = Non-Firm L = Manual/Slow Quote J = Outright Price K = Implied Price M = Depth on Offer N = Depth on Bid O = Closing P = News Dissemination Q = Trading Range R = Order Influx S = Due to Related T = News Pending U = Additional Info V = Additional Info due to related W = Resume X = View of Common Y = Volume Alert Z = Order Imbalance a = Equipment Changeover b = No Open / No Resume c = Regular ETH d = Automatic Execution e = Automatic Execution ETH f = Fast Market ETH g = Inactive ETH h = Rotation i = Rotation ETH j = Halt k = Halt ETH l = Due to News Dissemination m = Due to News Pending n = Trading Resume o = Out of Sequence p = Bid Specialist q = Offer Specialist r = Bid Offer Specialist s = End of Day SAM t = Forbidden SAM u = Frozen SAM v = PreOpening SAM w = Opening SAM x = Open SAM y = Surveillance SAM z = Suspended SAM 0 = Reserved SAM 1 = No Active SAM 2 = Restricted 3 = Rest of Book VWAP 4 = Better Prices in Conditional Orders 5 = Median Price 6 = Full Curve 7 = Flat Curve.
    
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    Constant Field Values
  - RptSeq
```
public static final int RptSeq
```
    Tag 83. Instrument Report Sequence Number.
    
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    Constant Field Values
  - SecurityGroup
```
public static final int SecurityGroup
```
    Tag=1151. Security Group.
    
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    Constant Field Values
  - SecurityID
```
public static final int SecurityID
```
    Tag=48. Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.
    
    See Also:
    
    Constant Field Values
  - SecurityTradingStatus
```
public static final int SecurityTradingStatus
```
    Tag=326. Identifies the trading status applicable to the transaction. Valid values: 1 = Opening delay 10 = Market on Close Imbalance Sell 11 = (not assigned) 12 = No Market Imbalance 13 = No Market on Close Imbalance 14 = ITS Pre-opening 15 = New Price Indication 16 = Trade Dissemination Time 17 = Ready to trade (start of session) 18 = Not available for trading (end of session) 19 = Not traded on this market 2 = Trading halt 20 = Unknown or Invalid 21 = Pre-open 22 = Opening Rotation 23 = Fast Market 3 = Resume 4 = No Open / No Resume 5 = Price indication 6 = Trading Range Indication 7 = Market Imbalance Buy 8 = Market Imbalance Sell 9 = Market on Close Imbalance Buy 24 = Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross 25 = Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion 26 = Post-close.
    
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    Constant Field Values
  - SecurityUpdateAction
```
public static final int SecurityUpdateAction
```
    Tag=980. Valid values: A = Add D = Delete M = Modify.
    
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    Constant Field Values
  - SenderCompID
```
public static final int SenderCompID
```
    Tag=49. Assigned value used to identify firm sending message.
    
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    Constant Field Values
  - SendingTime
```
public static final int SendingTime
```
    Tag=52. Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT").
    
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    Constant Field Values
  - Subject
```
public static final int Subject
```
    Tag=147. The subject of an Email message.
    
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    Constant Field Values
  - Symbol
```
public static final int Symbol
```
    Tag=55. Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.
    
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    Constant Field Values
  - TargetCompID
```
public static final int TargetCompID
```
    Tag=56. Assigned value used to identify receiving firm.
    
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    Constant Field Values
  - Text
```
public static final int Text
```
    Tag=58. Free format text string (Note: this field does not have a specified maximum length).
    
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    Constant Field Values
  - TotNumReports
```
public static final int TotNumReports
```
    Tag=911. Total number of reports.
    
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    Constant Field Values
  - TradeDate
```
public static final int TradeDate
```
    Tag=75. Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).
    
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    Constant Field Values
  - Username
```
public static final int Username
```
    Tag=553. Userid or username.
    
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    Constant Field Values
  - OrderID
```
public static final int OrderID
```
    Tag=37. Order ID.
    
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    Constant Field Values
  - LastQty
```
public static final int LastQty
```
    Tag=32. LastQty.
    
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    Constant Field Values
  - NoOrderIDEntries
```
public static final int NoOrderIDEntries
```
    Tag=37705. NoOrderIDEntries.
    
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    Constant Field Values
  - ReferenceID
```
public static final int ReferenceID
```
    Tag=9633. ReferenceID.
    
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    Constant Field Values
  - MDDisplayQty
```
public static final int MDDisplayQty
```
    Tag=37706. MDDisplayQty.
    
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    Constant Field Values
  - MDOrderPriority
```
public static final int MDOrderPriority
```
    Tag=37707. MDOrderPriority.
    
    See Also:
    
    Constant Field Values
  - OrderUpdateAction
```
public static final int OrderUpdateAction
```
    Tag=37708. OrderUpdateAction.
    
    See Also:
    
    Constant Field Values
  - NoChunks
```
public static final int NoChunks
```
    Tag=37709. NoChunks.
    
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    Constant Field Values
  - CurrentChunk
```
public static final int CurrentChunk
```
    Tag=37710. CurrentChunk.
    
    See Also:
    
    Constant Field Values
- Constructor Detail
  - Tag
```
public Tag()
```

Class Tag

Field Summary

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Field Detail

CFICode

NoEvents

EventType

EventTime

StrikePrice

ApplID

ApplBeginSeqNo

ApplEndSeqNo

LastUpdateTime

MarketSegmentID

SecurityIDSource

MaturityMonthYear

Asset

SecurityType

SecuritySubType

UserDefinedInstrument

UnderlyingProduct

SecurityExchange

MDSecurityTradingStatus

StrikeCurrency

Currency

SettlCurrency

MinCabPrice

PriceRatio

MatchAlgorithm

MinTradeVol

MaxTradeVol

MinPriceIncrement

MinPriceIncrementAmount

DisplayFactor

TickRule

MainFraction

SubFraction

PriceDisplayFormat

NoUnderlyings

UnderlyingSymbol

UnderlyingSecurityID

UnderlyingSecurityIDSource

NoLegs

LegSecurityID

LegSecurityIDSource

LegSide

LegRatioQty

LegPrice

LegOptionDelta

NoMdFeedTypes

NoInstAttrib

InstAttribType

InstAttribValue

NoLotTypeRules

LotType

MinLotSize

ContractMultiplierUnit

FlowScheduleType

ContractMultiplier

UnitOfMeasure

UnitOfMeasureQty

DecayQty

DecayStartDate

OriginalContractSize

HighLimitPrice

LowLimitPrice

MaxPriceVariation

TradingReferencePrice

SettlPriceType

OpenInterestQty

ClearedVolume

TransactTime

EventTimeDelta

MatchEventIndicator

TradeID

OpenCloseSettlFlag

AggressorSide

TradingReferenceDate