Class Tags

Fix tags.

Inheritance
System.Object
Tags
Namespace: OnixS.CmeMdHandler
Assembly: OnixS.CmeMdHandler.dll
Syntax
public static class Tags : object

Fields

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.

Declaration
public const int AggressorSide = null
Field Value
Type Description
System.Int32

ApplBeginSeqNo

Sequence number of first requested packet.

Declaration
public const int ApplBeginSeqNo = null
Field Value
Type Description
System.Int32

ApplEndSeqNo

Sequence number of last requested packet.

Declaration
public const int ApplEndSeqNo = null
Field Value
Type Description
System.Int32

ApplID

The channel ID as defined in the XML Configuration file.

Declaration
public const int ApplID = null
Field Value
Type Description
System.Int32

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.

Declaration
public const int Asset = null
Field Value
Type Description
System.Int32

CFICode

ISO standard instrument categorization code.

Declaration
public const int CFICode = null
Field Value
Type Description
System.Int32

ClearedVolume

The total cleared volume of instrument traded during the prior trading session.

Declaration
public const int ClearedVolume = null
Field Value
Type Description
System.Int32

ContractMultiplier

Number of deliverable units per instrument, e.g., peak days in maturity month or number of calendar days in maturity month. The FIX Security Definition (tag 35-MsgType=d) message for the variable quantity spread will be populated with the value '0' for tag 231-ContractMultiplier. The FIX 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.

Declaration
public const int ContractMultiplier = null
Field Value
Type Description
System.Int32

ContractMultiplierUnit

Indicates the type of multiplier being applied to the product. Optionally used in combination with tag 231-ContractMultiplier.

Declaration
public const int ContractMultiplierUnit = null
Field Value
Type Description
System.Int32

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.

Declaration
public const int Currency = null
Field Value
Type Description
System.Int32

CurrentChunk

Tag=37710. CurrentChunk.

Declaration
public const int CurrentChunk = null
Field Value
Type Description
System.Int32

DecayQty

Indicates the quantity that a contract will decay daily by once the decay start date is reached.

Declaration
public const int DecayQty = null
Field Value
Type Description
System.Int32

DecayStartDate

Indicates the date at which a decay contract will begin to decay.

Declaration
public const int DecayStartDate = null
Field Value
Type Description
System.Int32

DisplayFactor

Contains the multiplier to convert the CME Globex display price to the conventional price.

Declaration
public const int DisplayFactor = null
Field Value
Type Description
System.Int32

EventTime

Date and Time of event expressed in UTC DateTime.

Declaration
public const int EventTime = null
Field Value
Type Description
System.Int32

EventTimeDelta

Indicates the time interval taken to process an event in number of microseconds.

Declaration
public const int EventTimeDelta = null
Field Value
Type Description
System.Int32

EventType

Code to represent the type of event.

Declaration
public const int EventType = null
Field Value
Type Description
System.Int32

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.

Declaration
public const int FlowScheduleType = null
Field Value
Type Description
System.Int32

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
Declaration
public const int HaltReason = null
Field Value
Type Description
System.Int32

HeartBtInt

Tag=108. Heartbeat interval (seconds).

Declaration
public const int HeartBtInt = null
Field Value
Type Description
System.Int32

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.

Declaration
public const int HighLimitPrice = null
Field Value
Type Description
System.Int32

HighPx

Tag=332. Represents an indication of the high end of the price range for a security prior to the open or reopen.

Declaration
public const int HighPx = null
Field Value
Type Description
System.Int32

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.

Declaration
public const int InstAttribType = null
Field Value
Type Description
System.Int32

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

Declaration
public const int InstAttribValue = null
Field Value
Type Description
System.Int32

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.

Declaration
public const int LastMsgSeqNumProcessed = null
Field Value
Type Description
System.Int32

LastQty

Tag=32. Quantity bought or sold on this last fill.

Declaration
public const int LastQty = null
Field Value
Type Description
System.Int32

LastUpdateTime

Timestamp of when the instrument was last added, modified or deleted.

Declaration
public const int LastUpdateTime = null
Field Value
Type Description
System.Int32

LegOptionDelta

Delta used to calculate the quantity of futures used to cover the option or option strategy.

Declaration
public const int LegOptionDelta = null
Field Value
Type Description
System.Int32

LegPrice

Price for a futures leg of a covered. See tag 44-Price for description.

Declaration
public const int LegPrice = null
Field Value
Type Description
System.Int32

LegRatioQty

The ratio of quantity for this individual leg relative to the entire multi-leg instrument.

Declaration
public const int LegRatioQty = null
Field Value
Type Description
System.Int32

LegSecurityID

Unique instrument ID for the leg.

Declaration
public const int LegSecurityID = null
Field Value
Type Description
System.Int32

LegSecurityIDSource

Identifies source of tag 602-LegSecurityID value. This value is always '8' for CME.

Declaration
public const int LegSecurityIDSource = null
Field Value
Type Description
System.Int32

LegSide

The side of the leg for this repeating group.

Declaration
public const int LegSide = null
Field Value
Type Description
System.Int32

LotType

The quantity type used for the leg of the spread. This tag is required to interpret the value in tag 1231-MinLotSize.

Declaration
public const int LotType = null
Field Value
Type Description
System.Int32

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.

Declaration
public const int LowLimitPrice = null
Field Value
Type Description
System.Int32

LowPx

Tag=333. Represents an indication of the low end of the price range for a security prior to the open or reopen.

Declaration
public const int LowPx = null
Field Value
Type Description
System.Int32

MainFraction

Price Denominator of Main Fraction.

Declaration
public const int MainFraction = null
Field Value
Type Description
System.Int32

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).

Declaration
public const int MarketDepth = null
Field Value
Type Description
System.Int32

MarketSegmentID

Identifies the market segment. Populated for all CME Globex instruments.

Declaration
public const int MarketSegmentID = null
Field Value
Type Description
System.Int32

MatchAlgorithm

Matching Algorithm - CME assigned values.

Declaration
public const int MatchAlgorithm = null
Field Value
Type Description
System.Int32

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

Declaration
public const int MatchEventIndicator = null
Field Value
Type Description
System.Int32

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).

Declaration
public const int MaturityMonthYear = null
Field Value
Type Description
System.Int32

MaxPriceVariation

Differential value for price banding.

Declaration
public const int MaxPriceVariation = null
Field Value
Type Description
System.Int32

MaxTradeVol

The maximum trading volume for a security.

Declaration
public const int MaxTradeVol = null
Field Value
Type Description
System.Int32

MDDisplayQty

Tag=37706. MDDisplayQty.

Declaration
public const int MDDisplayQty = null
Field Value
Type Description
System.Int32

MDEntryPx

Tag=270. Price of the Market Data Entry.

Declaration
public const int MDEntryPx = null
Field Value
Type Description
System.Int32

MDEntrySize

Tag=271. Quantity or volume represented by the Market Data Entry.

Declaration
public const int MDEntrySize = null
Field Value
Type Description
System.Int32

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.

Declaration
public const int MDEntryType = null
Field Value
Type Description
System.Int32

MDFeedType

Tag=1022. Maket data feed type.

Declaration
public const int MDFeedType = null
Field Value
Type Description
System.Int32

MDOrderPriority

Tag=37707. MDOrderPriority.

Declaration
public const int MDOrderPriority = null
Field Value
Type Description
System.Int32

MDPriceLevel

Tag=1023. Market Data Price Level

Declaration
public const int MDPriceLevel = null
Field Value
Type Description
System.Int32

MDSecurityTradingStatus

Identifies the current state of the instrument.

Declaration
public const int MDSecurityTradingStatus = null
Field Value
Type Description
System.Int32

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.

Declaration
public const int MDUpdateAction = null
Field Value
Type Description
System.Int32

MinCabPrice

Defines cabinet price for outright options products.

Declaration
public const int MinCabPrice = null
Field Value
Type Description
System.Int32

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).

Declaration
public const int MinLotSize = null
Field Value
Type Description
System.Int32

MinPriceIncrement

Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) eligible.

Declaration
public const int MinPriceIncrement = null
Field Value
Type Description
System.Int32

MinPriceIncrementAmount

Monetary value equivalent to the minimum price fluctuation.

Declaration
public const int MinPriceIncrementAmount = null
Field Value
Type Description
System.Int32

MinTradeVol

The minimum trading volume for a security.

Declaration
public const int MinTradeVol = null
Field Value
Type Description
System.Int32

MsgSeqNum

Tag=34. Integer packet sequence number.

Declaration
public const int MsgSeqNum = null
Field Value
Type Description
System.Int32

NetChgPrevDay

Tag=451. Net change from previous day's closing price vs. last traded price.

Declaration
public const int NetChgPrevDay = null
Field Value
Type Description
System.Int32

NoChunks

Tag=37709. NoChunks.

Declaration
public const int NoChunks = null
Field Value
Type Description
System.Int32

NoEvents

Number of repeating EventType entries. Indicates number of repeating groups and length of each repeating group in the message.

Declaration
public const int NoEvents = null
Field Value
Type Description
System.Int32

NoInstAttrib

Number of repeating group InstrAttribType entries. Indicates number of repeating groups and length of each repeating group in the message.

Declaration
public const int NoInstAttrib = null
Field Value
Type Description
System.Int32

NoLegs

Number of legs (repeating groups). Indicates number of repeating groups and length of each repeating group.

Declaration
public const int NoLegs = null
Field Value
Type Description
System.Int32

NoLinesOfText

Tag=33. Identifies number of lines of text body.

Declaration
public const int NoLinesOfText = null
Field Value
Type Description
System.Int32

NoLotTypeRules

Number of quantity types in the upcoming repeating group. Indicates number of repeating groups and length of each repeating group in the message.

Declaration
public const int NoLotTypeRules = null
Field Value
Type Description
System.Int32

NoMDEntries

Tag=268. Number of entries in Market Data message.

Declaration
public const int NoMDEntries = null
Field Value
Type Description
System.Int32

NoMDFeedTypes

Tag=1141. Number of MDFeedType (1022) fields requested.

Declaration
public const int NoMDFeedTypes = null
Field Value
Type Description
System.Int32

NoOrderIDEntries

Tag=37705. Number of OrderID entries.

Declaration
public const int NoOrderIDEntries = null
Field Value
Type Description
System.Int32

NoRelatedSym

Indicates the number of repeating symbols specified. Indicates number of repeating groups and length of each repeating group in the message.

Declaration
public const int NoRelatedSym = null
Field Value
Type Description
System.Int32

NoUnderlyings

Number of underlying legs that make up the security. Indicates number of repeating groups and length of each repeating group.

Declaration
public const int NoUnderlyings = null
Field Value
Type Description
System.Int32

NumberOfOrders

Tag=346. Number of orders in the market.

Declaration
public const int NumberOfOrders = null
Field Value
Type Description
System.Int32

OpenCloseSettlFlag

Flag describing Open Price entry.

Declaration
public const int OpenCloseSettlFlag = null
Field Value
Type Description
System.Int32

OpenInterestQty

The total open interest for the market at the close of the prior trading session.

Declaration
public const int OpenInterestQty = null
Field Value
Type Description
System.Int32

OrderID

Tag=37. Unique order identifier as assigned by the exchange.

Declaration
public const int OrderID = null
Field Value
Type Description
System.Int32

OrderQty

Quantity requested.

Declaration
public const int OrderQty = null
Field Value
Type Description
System.Int32

OrderUpdateAction

Tag=37708. OrderUpdateAction.

Declaration
public const int OrderUpdateAction = null
Field Value
Type Description
System.Int32

OriginalContractSize

Fixed contract value assigned to a product.

Declaration
public const int OriginalContractSize = null
Field Value
Type Description
System.Int32

Password

Tag=554. Password or passphrase.

Declaration
public const int Password = null
Field Value
Type Description
System.Int32

PriceDisplayFormat

Number of Decimals in Displayed Price.

Declaration
public const int PriceDisplayFormat = null
Field Value
Type Description
System.Int32

PriceRatio

Used for price calculation in spread and leg pricing for Implied Intercommodity Ratio Spreads.

Declaration
public const int PriceRatio = null
Field Value
Type Description
System.Int32

QuoteReqID

Quote request ID defined by the exchange.

Declaration
public const int QuoteReqID = null
Field Value
Type Description
System.Int32

QuoteType

Type of quote requested. A tradable quote can trade against other orders and quotes upon acceptance

Declaration
public const int QuoteType = null
Field Value
Type Description
System.Int32

ReferenceID

Tag=9633. ReferenceID.

Declaration
public const int ReferenceID = null
Field Value
Type Description
System.Int32

RptSeq

Tag 83. Instrument Report Sequence Number.

Declaration
public const int RptSeq = null
Field Value
Type Description
System.Int32

SecurityDesc

Tag=107. Security Description.

Declaration
public const int SecurityDesc = null
Field Value
Type Description
System.Int32

SecurityExchange

Exchange used to identify a security.

Declaration
public const int SecurityExchange = null
Field Value
Type Description
System.Int32

SecurityGroup

Tag=1151. Security Group.

Declaration
public const int SecurityGroup = null
Field Value
Type Description
System.Int32

SecurityID

Tag=48. Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.

Declaration
public const int SecurityID = null
Field Value
Type Description
System.Int32

SecurityIDSource

Identifies source of tag 48-SecurityID value. This value is always 8 for CME is required if tag 48-SecurityID is specified.

Declaration
public const int SecurityIDSource = null
Field Value
Type Description
System.Int32

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.'

Declaration
public const int SecuritySubType = null
Field Value
Type Description
System.Int32

SecurityTradingEvent

Identifies an additional event or a rule related to the SecurityTradingStatus (326).

Declaration
public const int SecurityTradingEvent = null
Field Value
Type Description
System.Int32

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.
Declaration
public const int SecurityTradingStatus = null
Field Value
Type Description
System.Int32

SecurityType

Security Type

Declaration
public const int SecurityType = null
Field Value
Type Description
System.Int32

SecurityUpdateAction

Tag=980. Valid values: A = Add D = Delete M = Modify.

Declaration
public const int SecurityUpdateAction = null
Field Value
Type Description
System.Int32

SenderCompID

Tag=49. Assigned value used to identify firm sending message.

Declaration
public const int SenderCompID = null
Field Value
Type Description
System.Int32

SendingTime

Tag=52. Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT").

Declaration
public const int SendingTime = null
Field Value
Type Description
System.Int32

SettlCurrency

Identifies currency used for settlement price, if different from trade price currency.

Declaration
public const int SettlCurrency = null
Field Value
Type Description
System.Int32

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

Declaration
public const int SettlPriceType = null
Field Value
Type Description
System.Int32

Side

Side requested.

Declaration
public const int Side = null
Field Value
Type Description
System.Int32

StrikeCurrency

Currency in which the StrikePrice is denominated.

Declaration
public const int StrikeCurrency = null
Field Value
Type Description
System.Int32

StrikePrice

Strike Price for an option.

Declaration
public const int StrikePrice = null
Field Value
Type Description
System.Int32

SubFraction

Price Denominator of Sub Fraction.

Declaration
public const int SubFraction = null
Field Value
Type Description
System.Int32

Subject

Tag=147. The subject of an Email message.

Declaration
public const int Subject = null
Field Value
Type Description
System.Int32

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.

Declaration
public const int Symbol = null
Field Value
Type Description
System.Int32

TargetCompID

Tag=56. Assigned value used to identify receiving firm.

Declaration
public const int TargetCompID = null
Field Value
Type Description
System.Int32

Text

Tag=58. Free format text string (Note: this field does not have a specified maximum length).

Declaration
public const int Text = null
Field Value
Type Description
System.Int32

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.

Declaration
public const int TickRule = null
Field Value
Type Description
System.Int32

TotNumReports

Tag=911. Total number of reports.

Declaration
public const int TotNumReports = null
Field Value
Type Description
System.Int32

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).

Declaration
public const int TradeDate = null
Field Value
Type Description
System.Int32

TradeID

Unique Trade Entry ID per Instrument and Trading Date. Required for a Trade.

Declaration
public const int TradeID = null
Field Value
Type Description
System.Int32

TradeVolume

Tag=1020. Trade Volume.

Declaration
public const int TradeVolume = null
Field Value
Type Description
System.Int32

TradingReferenceDate

Indicates the date of trade session corresponding to a Statistic Entry in YYYYMMDD format.

Declaration
public const int TradingReferenceDate = null
Field Value
Type Description
System.Int32

TradingReferencePrice

Reference price for prelisted instruments or the last calculated Settlement, which can be Theoretical, Preliminary or a Final Settlement of the session.

Declaration
public const int TradingReferencePrice = null
Field Value
Type Description
System.Int32

TransactTime

Start of event processing time (UTC). This timestamp is the number of microseconds since the Unix Epoch.

Declaration
public const int TransactTime = null
Field Value
Type Description
System.Int32

UnderlyingProduct

Indicates the product complex.

Declaration
public const int UnderlyingProduct = null
Field Value
Type Description
System.Int32

UnderlyingSecurityID

Unique instrument ID as qualified by the exchange per tag 305-UnderlyingSecurityIDSource.

Declaration
public const int UnderlyingSecurityID = null
Field Value
Type Description
System.Int32

UnderlyingSecurityIDSource

This value is always '8' for CME.

Declaration
public const int UnderlyingSecurityIDSource = null
Field Value
Type Description
System.Int32

UnderlyingSymbol

Underlying Instrument Symbol (Contract Name).

  • this value will be the same as that contained in Leg Instrument’s Security Definition Tag 55-Symbol.
Declaration
public const int UnderlyingSymbol = null
Field Value
Type Description
System.Int32

UnitOfMeasure

Unit of measure for the products' original contract size. This will be populated for all products listed on CME Globex.

Declaration
public const int UnitOfMeasure = null
Field Value
Type Description
System.Int32

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

Declaration
public const int UnitOfMeasureQty = null
Field Value
Type Description
System.Int32

UserDefinedInstrument

Identifies user-defined instruments. If the tag is not present, the instrument is not user-defined.

Declaration
public const int UserDefinedInstrument = null
Field Value
Type Description
System.Int32

Username

Tag=553. Userid or username.

Declaration
public const int Username = null
Field Value
Type Description
System.Int32