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FIX Namespace Reference

Namespaces

namespace  FIELD
namespace  TYPE

Classes

class  Acceptor
 Base for classes which act as an acceptor for incoming connections. More...
class  Application
 This interface must be implemented to define what your FIX application does. More...
class  SynchronizedApplication
 This is a special implementation of the Application interface that takes in another Application interface and synchronizes all of its callbacks. More...
class  NullApplication
 An empty implementation of an Application. More...
class  CallStack
 Keeps track of callstacks for multiple threads. More...
class  DatabaseConnectionID
class  DatabaseConnectionPool
class  DataDictionary
 Represents a data dictionary for a version of FIX. More...
class  DataDictionaryProvider
 Queries for DataDictionary based on appropriate version of FIX. More...
class  Dictionary
 For storage and retrieval of key/value pairs. More...
class  DOMAttributes
 Interface that represents attribute from underlying XML parser. More...
class  DOMNode
 Interface that represents node from underlying XML parser. More...
class  DOMDocument
 Interface that represents document of underlying XML parser. More...
class  Event
 Portable implementation of an event/conditional mutex. More...
struct  Exception
 Base QuickFIX exception type. More...
struct  DataDictionaryNotFound
 DataDictionary not found for BeginString or ApplVerID. More...
struct  FieldNotFound
 Field not found inside a message. More...
struct  FieldConvertError
 Unable to convert field into its native format. More...
struct  MessageParseError
 Unable to parse message. More...
struct  InvalidMessage
 Not a recognizable message. More...
struct  ConfigError
 Application is not configured correctly More...
struct  RuntimeError
 Application encountered serious error during runtime More...
struct  InvalidTagNumber
 Tag number does not exist in specification. More...
struct  RequiredTagMissing
 Required field is not in message. More...
struct  TagNotDefinedForMessage
 Field does not belong to message. More...
struct  NoTagValue
 Field exists in message without a value. More...
struct  IncorrectTagValue
 Field has a value that is out of range. More...
struct  IncorrectDataFormat
 Field has a badly formatted value. More...
struct  IncorrectMessageStructure
 Message is not structured correctly. More...
struct  DuplicateFieldNumber
 Field shows up twice in the message. More...
struct  InvalidMessageType
 Not a known message type. More...
struct  UnsupportedMessageType
 Message type not supported by application. More...
struct  UnsupportedVersion
 Version of FIX is not supported. More...
struct  TagOutOfOrder
 Tag is not in the correct order. More...
struct  RepeatedTag
 Repeated tag not part of repeating group. More...
struct  RepeatingGroupCountMismatch
 Repeated group count not equal to actual count. More...
struct  DoNotSend
 Indicates user does not want to send a message. More...
struct  RejectLogon
 User wants to reject permission to logon. More...
struct  SessionNotFound
 Session cannot be found for specified action. More...
struct  IOException
 IO Error. More...
struct  SocketException
 Socket Error. More...
struct  SocketSendFailed
 Socket send operation failed. More...
struct  SocketRecvFailed
 Socket recv operation failed. More...
struct  SocketCloseFailed
 Socket close operation failed. More...
class  FieldBase
 Base representation of all Field classes. More...
class  StringField
 MSC doesn't support partial template specialization so we have this. More...
class  CharField
 Field that contains a character value. More...
class  DoubleField
 Field that contains a double value. More...
class  IntField
 Field that contains an integer value. More...
class  BoolField
 Field that contains a boolean value. More...
class  UtcTimeStampField
 Field that contains a UTC time stamp value. More...
class  UtcDateField
 Field that contains a UTC date value. More...
class  UtcTimeOnlyField
 Field that contains a UTC time value. More...
class  CheckSumField
 Field that contains a checksum value. More...
struct  EmptyConvertor
 Empty convertor is a no-op. More...
struct  IntConvertor
 Converts integer to/from a string. More...
struct  CheckSumConvertor
 Converts checksum to/from a string. More...
struct  DoubleConvertor
 Converts double to/from a string. More...
struct  CharConvertor
 Converts character to/from a string. More...
struct  BoolConvertor
 Converts boolean to/from a string. More...
struct  UtcTimeStampConvertor
 Converts a UtcTimeStamp to/from a string. More...
struct  UtcTimeOnlyConvertor
 Converts a UtcTimeOnly to/from a string. More...
struct  UtcDateConvertor
 Converts a UtcDate to/from a string. More...
class  FieldMap
 Stores and organizes a collection of Fields. More...
struct  DateTime
 Date and Time stored as a Julian day number and number of milliseconds since midnight. More...
class  UtcTimeStamp
 Date and Time represented in UTC. More...
class  LocalTimeStamp
 Date and Time represented in local time. More...
class  UtcTimeOnly
 Time only represented in UTC. More...
class  LocalTimeOnly
 Time only represented in local time. More...
class  UtcDate
 Date only represented in UTC. More...
class  LocalDate
 Date only represented in local time. More...
class  FileLogFactory
 Creates a file based implementation of Log. More...
class  FileLog
 File based implementation of Log. More...
class  FileStoreFactory
 Creates a file based implementation of MessageStore. More...
class  FileStore
 File based implementation of MessageStore. More...
class  Group
 Base class for all FIX repeating groups. More...
class  HttpConnection
 Encapsulates a HTTP socket file descriptor. More...
class  HttpMessage
 HTTP Message that implemented GET functionality. More...
class  HttpParser
 Parses HTTP messages off an input stream. More...
class  HttpServer
 Basic HTTP Server. More...
class  Initiator
 Base for classes which act as an initiator for establishing connections. More...
class  LIBXML_DOMAttributes
 XML attribute as represented by libxml. More...
class  LIBXML_DOMNode
 XML node as represented by libxml. More...
class  LIBXML_DOMDocument
 XML document as represented by libxml. More...
class  LogFactory
 This interface must be implemented to create a Log. More...
class  ScreenLogFactory
 Creates a screen based implementation of Log. More...
class  Log
 This interface must be implemented to log messages and events. More...
class  NullLog
 Null implementation of Log. More...
class  ScreenLog
 Screen based implementation of Log. More...
class  Message
 Base class for all FIX messages. More...
class  MessageCracker
 Takes in a generic Message and produces an object that represents its specific version and message type. More...
struct  header_order
 Sorts fields in correct header order. More...
struct  trailer_order
 Sorts fields in correct trailer order. More...
struct  group_order
 Sorts fields in correct group order. More...
struct  message_order
 Sorts fields in header, normal, or trailer order. More...
class  MessageStoreFactory
 This interface must be implemented to create a MessageStore. More...
class  MemoryStoreFactory
 Creates a memory based implementation of MessageStore. More...
class  MessageStore
 This interface must be implemented to store and retrieve messages and sequence numbers. More...
class  MemoryStore
 Memory based implementation of MessageStore. More...
class  MessageStoreFactoryExceptionWrapper
class  MessageStoreExceptionWrapper
class  MSXML_DOMAttributes
 XML attribute as represented by msxml. More...
class  MSXML_DOMNode
 XML node as represented by msxml. More...
class  MSXML_DOMDocument
 XML document as represented by msxml. More...
class  Mutex
 Portable implementation of a mutex. More...
class  Locker
 Locks/Unlocks a mutex using RAII. More...
class  ReverseLocker
 Does the opposite of the Locker to ensure mutex ends up in a locked state. More...
class  NullStoreFactory
 Null implementation of MessageStore. More...
class  NullStore
 Null implementation of MessageStore. More...
class  Parser
 Parses FIX messages off an input stream. More...
class  Queue
 A thread safe monitored queue. More...
class  Responder
 Interface implements sending on and disconnecting a transport. More...
class  Session
 Maintains the state and implements the logic of a FIX session. More...
class  SessionFactory
 Responsible for creating Session objects. More...
class  SessionID
 Unique session id consists of BeginString, SenderCompID and TargetCompID. More...
class  SessionSettings
 Container for setting dictionaries mapped to sessions. More...
class  SessionState
 Maintains all of state for the Session class. More...
class  Settings
 Internal representation of QuickFIX configuration settings. More...
class  SocketAcceptor
 Socket implementation of Acceptor. More...
class  SocketConnection
 Encapsulates a socket file descriptor (single-threaded). More...
class  ConnectorWrapper
 Handles events from SocketMonitor for client connections. More...
class  SocketConnector
 Connects sockets to remote ports and addresses. More...
class  SocketInitiator
 Socket implementation of Initiator. More...
class  SocketMonitor
 Monitors events on a collection of sockets. More...
class  ServerWrapper
 Handles events from SocketMonitor for server connections. More...
struct  SocketInfo
 Information about listening socket. More...
class  SocketServer
 Listens for and accepts incoming socket connections on a port. More...
class  ThreadedSocketAcceptor
 Threaded Socket implementation of Acceptor. More...
class  ThreadedSocketConnection
 Encapsulates a socket file descriptor (multi-threaded). More...
class  ThreadedSocketInitiator
 Threaded Socket implementation of Initiator. More...
class  TimeRange
 Keeps track of when session is active. More...

Typedefs

typedef std::auto_ptr
< DOMAttributes
DOMAttributesPtr
typedef std::auto_ptr< DOMNodeDOMNodePtr
typedef std::auto_ptr
< DOMDocument
DOMDocumentPtr
typedef DoubleField PriceField
typedef DoubleField AmtField
typedef DoubleField QtyField
typedef StringField CurrencyField
typedef StringField MultipleValueStringField
typedef StringField MultipleStringValueField
typedef StringField MultipleCharValueField
typedef StringField ExchangeField
typedef StringField LocalMktDateField
typedef StringField DataField
typedef DoubleField FloatField
typedef DoubleField PriceOffsetField
typedef StringField MonthField
typedef StringField MonthYearField
typedef StringField DayOfMonthField
typedef UtcDateField UtcDateOnlyField
typedef IntField LengthField
typedef IntField NumInGroupField
typedef IntField SeqNumField
typedef DoubleField PercentageField
typedef StringField CountryField
typedef StringField TzTimeOnlyField
typedef StringField TzTimeStampField
typedef EmptyConvertor StringConvertor
typedef UtcDateConvertor UtcDateOnlyConvertor
typedef StringConvertor STRING_CONVERTOR
typedef CharConvertor CHAR_CONVERTOR
typedef DoubleConvertor PRICE_CONVERTOR
typedef IntConvertor INT_CONVERTOR
typedef DoubleConvertor AMT_CONVERTOR
typedef DoubleConvertor QTY_CONVERTOR
typedef StringConvertor CURRENCY_CONVERTOR
typedef StringConvertor MULTIPLEVALUESTRING_CONVERTOR
typedef StringConvertor MULTIPLESTRINGVALUE_CONVERTOR
typedef StringConvertor MULTIPLECHARVALUE_CONVERTOR
typedef StringConvertor EXCHANGE_CONVERTOR
typedef UtcTimeStampConvertor UTCTIMESTAMP_CONVERTOR
typedef BoolConvertor BOOLEAN_CONVERTOR
typedef StringConvertor LOCALMKTDATE_CONVERTOR
typedef StringConvertor DATA_CONVERTOR
typedef DoubleConvertor FLOAT_CONVERTOR
typedef DoubleConvertor PRICEOFFSET_CONVERTOR
typedef StringConvertor MONTHYEAR_CONVERTOR
typedef StringConvertor DAYOFMONTH_CONVERTOR
typedef UtcDateConvertor UTCDATE_CONVERTOR
typedef UtcTimeOnlyConvertor UTCTIMEONLY_CONVERTOR
typedef IntConvertor NUMINGROUP_CONVERTOR
typedef DoubleConvertor PERCENTAGE_CONVERTOR
typedef IntConvertor SEQNUM_CONVERTOR
typedef IntConvertor LENGTH_CONVERTOR
typedef StringConvertor COUNTRY_CONVERTOR
typedef StringConvertor TZTIMEONLY_CONVERTOR
typedef StringConvertor TZTIMESTAMP_CONVERTOR
typedef StringConvertor XMLDATA_CONVERTOR
typedef StringConvertor LANGUAGE_CONVERTOR
typedef CheckSumConvertor CHECKSUM_CONVERTOR
typedef UtcDate UtcDateOnly
typedef std::string STRING
typedef char CHAR
typedef double PRICE
typedef int INT
typedef double AMT
typedef double QTY
typedef std::string CURRENCY
typedef std::string MULTIPLEVALUESTRING
typedef std::string MULTIPLESTRINGVALUE
typedef std::string MULTIPLECHARVALUE
typedef std::string EXCHANGE
typedef UtcTimeStamp UTCTIMESTAMP
typedef bool BOOLEAN
typedef std::string LOCALMKTDATE
typedef std::string DATA
typedef double FLOAT
typedef double PRICEOFFSET
typedef std::string MONTHYEAR
typedef std::string DAYOFMONTH
typedef UtcDate UTCDATE
typedef UtcDateOnly UTCDATEONLY
typedef UtcTimeOnly UTCTIMEONLY
typedef int NUMINGROUP
typedef double PERCENTAGE
typedef int SEQNUM
typedef int LENGTH
typedef std::string COUNTRY
typedef std::string TZTIMEONLY
typedef std::string TZTIMESTAMP
typedef std::string XMLDATA
typedef std::string LANGUAGE
typedef FieldMap Header
typedef FieldMap Trailer
typedef std::less< int > normal_order
typedef void *( THREAD_START_ROUTINE )(void *)
typedef pthread_t thread_id

Functions

std::ostream & operator<< (std::ostream &ostream, const CallStack::Method &method)
bool operator== (const CallStack::Method &rhs, const CallStack::Method &lhs)
bool operator< (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs)
bool operator== (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs)
bool operator!= (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs)
std::ostream & operator<< (std::ostream &stream, const FieldBase &field)
bool operator< (const StringField &lhs, const char *rhs)
bool operator< (const char *lhs, const StringField &rhs)
bool operator> (const StringField &lhs, const char *rhs)
bool operator> (const char *lhs, const StringField &rhs)
bool operator== (const StringField &lhs, const char *rhs)
bool operator== (const char *lhs, const StringField &rhs)
bool operator!= (const StringField &lhs, const char *rhs)
bool operator!= (const char *lhs, const StringField &rhs)
bool operator<= (const StringField &lhs, const char *rhs)
bool operator<= (const char *lhs, const StringField &rhs)
bool operator>= (const StringField &lhs, const char *rhs)
bool operator>= (const char *lhs, const StringField &rhs)
bool operator< (const StringField &lhs, const std::string &rhs)
bool operator< (const std::string &lhs, const StringField &rhs)
bool operator> (const StringField &lhs, const std::string &rhs)
bool operator> (const std::string &lhs, const StringField &rhs)
bool operator== (const StringField &lhs, const std::string &rhs)
bool operator== (const std::string &lhs, const StringField &rhs)
bool operator!= (const StringField &lhs, const std::string &rhs)
bool operator!= (const std::string &lhs, const StringField &rhs)
bool operator<= (const StringField &lhs, const std::string &rhs)
bool operator<= (const std::string &lhs, const StringField &rhs)
bool operator>= (const StringField &lhs, const std::string &rhs)
bool operator>= (const std::string &lhs, const StringField &rhs)
template<class T >
char * integer_to_string (char *buf, const size_t len, T t)
template<class T >
char * integer_to_string_padded (char *buf, const size_t len, T t, const size_t width=0, const char paddingChar= '0')
bool operator== (const DateTime &lhs, const DateTime &rhs)
bool operator!= (const DateTime &lhs, const DateTime &rhs)
bool operator< (const DateTime &lhs, const DateTime &rhs)
bool operator> (const DateTime &lhs, const DateTime &rhs)
bool operator<= (const DateTime &lhs, const DateTime &rhs)
bool operator>= (const DateTime &lhs, const DateTime &rhs)
int operator- (const DateTime &lhs, const DateTime &rhs)
 Calculate the difference between two DateTime values and return the result as a number of seconds.
 DEFINE_STRING (RelatedPartyID)
 DEFINE_INT (MaxPriceLevels)
 DEFINE_DATA (DerivativeEncodedIssuer)
 DEFINE_NUMINGROUP (NoCompIDs)
 DEFINE_STRING (SettlInstRefID)
 DEFINE_STRING (NestedPartyID)
 DEFINE_PERCENTAGE (DetachmentPoint)
 DEFINE_BOOLEAN (LateIndicator)
 DEFINE_DATA (RiskEncodedSecurityDesc)
 DEFINE_STRING (RelationshipRiskSecuritySubType)
 DEFINE_STRING (SecurityListID)
 DEFINE_INT (DerivativeFlowScheduleType)
 DEFINE_LENGTH (EncodedSymbolLen)
 DEFINE_BOOLEAN (FlexibleIndicator)
 DEFINE_NUMINGROUP (NoExecInstRules)
 DEFINE_UTCTIMESTAMP (SideTrdRegTimestamp)
 DEFINE_INT (DeliveryForm)
 DEFINE_INT (ExecRestatementReason)
 DEFINE_PERCENTAGE (MidYield)
 DEFINE_FLOAT (ContractMultiplier)
 DEFINE_CHAR (PartyAltIDSource)
 DEFINE_AMT (CcyAmt)
 DEFINE_INT (AllocIntermedReqType)
 DEFINE_NUMINGROUP (NoNested2PartyIDs)
 DEFINE_STRING (UnderlyingIssuer)
 DEFINE_QTY (LegOrderQty)
 DEFINE_QTY (MinTradeVol)
 DEFINE_AMT (SettlCurrAmt)
 DEFINE_INT (DerivativeInstrumentPartyRole)
 DEFINE_INT (YieldRedemptionPriceType)
 DEFINE_STRING (NewsRefID)
 DEFINE_INT (SecurityListTypeSource)
 DEFINE_STRING (ApplReqID)
 DEFINE_STRING (DerivativeFuturesValuationMethod)
 DEFINE_STRING (NoLegSecurityAltID)
 DEFINE_STRING (DerivativeSecurityType)
 DEFINE_INT (CollInquiryQualifier)
 DEFINE_DATA (RawData)
 DEFINE_STRING (CashSettlAgentContactPhone)
 DEFINE_STRING (CreditRating)
 DEFINE_INT (ContingencyType)
 DEFINE_CURRENCY (StrikeCurrency)
 DEFINE_QTY (TradeVolume)
 DEFINE_STRING (SideTrdRegTimestampSrc)
 DEFINE_LOCALMKTDATE (DeliveryDate)
 DEFINE_CHAR (EmailType)
 DEFINE_DATA (EncodedListExecInst)
 DEFINE_UTCTIMESTAMP (ContraTradeTime)
 DEFINE_INT (MaturityMonthYearIncrement)
 DEFINE_CHAR (RootPartyIDSource)
 DEFINE_LOCALMKTDATE (UnderlyingCouponPaymentDate)
 DEFINE_PERCENTAGE (BidYield)
 DEFINE_CHAR (IOIQltyInd)
 DEFINE_STRING (Issuer)
 DEFINE_STRING (CardNumber)
 DEFINE_NUMINGROUP (NoRelatedPartyIDs)
 DEFINE_NUMINGROUP (NoLegStipulations)
 DEFINE_EXCHANGE (LegSecurityExchange)
 DEFINE_QTY (CashOrderQty)
 DEFINE_AMT (AccruedInterestAmt)
 DEFINE_STRING (MDEntrySeller)
 DEFINE_PRICE (LegPrice)
 DEFINE_TZTIMEONLY (RelationshipRiskMaturityTime)
 DEFINE_STRING (DeliverToCompID)
 DEFINE_STRING (TargetLocationID)
 DEFINE_PRICEOFFSET (OfferForwardPoints2)
 DEFINE_QTY (RatioQty)
 DEFINE_INT (MultiLegRptTypeReq)
 DEFINE_STRING (AllocAccount)
 DEFINE_QTY (TotalVolumeTraded)
 DEFINE_NUMINGROUP (LinesOfText)
 DEFINE_INT (AccountType)
 DEFINE_INT (MDEntryPositionNo)
 DEFINE_INT (HaltReasonInt)
 DEFINE_LOCALMKTDATE (FutSettDate)
 DEFINE_STRING (SecurityDesc)
 DEFINE_QTY (MinQty)
 DEFINE_CURRENCY (SettlCurrency)
 DEFINE_FLOAT (PegOffsetValue)
 DEFINE_STRING (DerivativeSecurityAltIDSource)
 DEFINE_NUMINGROUP (NoSettlPartySubIDs)
 DEFINE_STRING (AllocReportID)
 DEFINE_STRING (LegCFICode)
 DEFINE_LOCALMKTDATE (LegFutSettDate)
 DEFINE_STRING (LegBenchmarkCurveName)
 DEFINE_STRING (ClearingFeeIndicator)
 DEFINE_STRING (BrokerOfCredit)
 DEFINE_STRING (SecurityListRefID)
 DEFINE_TZTIMEONLY (UnderlyingLegMaturityTime)
 DEFINE_INT (NestedPartySubIDType)
 DEFINE_INT (BidType)
 DEFINE_STRING (MDEntryRefID)
 DEFINE_QTY (UnderlyingUnitOfMeasureQty)
 DEFINE_LOCALMKTDATE (UnderlyingLegMaturityDate)
 DEFINE_PRICE (StartTickPriceRange)
 DEFINE_MONTHYEAR (LegContractSettlMonth)
 DEFINE_STRING (UnderlyingSecurityDesc)
 DEFINE_STRING (CashDistribPayRef)
 DEFINE_INT (QuotePriceType)
 DEFINE_DATA (EncodedAllocText)
 DEFINE_MONTHYEAR (UnderlyingMaturityMonthYear)
 DEFINE_PERCENTAGE (RiskWarningLevelPercent)
 DEFINE_PERCENTAGE (UnderlyingOriginalNotionalPercentageOutstanding)
 DEFINE_INT (MultilegPriceMethod)
 DEFINE_INT (TotNoFills)
 DEFINE_STRING (DerivativeSettleOnOpenFlag)
 DEFINE_INT (UnderlyingRepurchaseTerm)
 DEFINE_STRING (RiskWarningLevelName)
 DEFINE_COUNTRY (DerivativeCountryOfIssue)
 DEFINE_INT (ListMethod)
 DEFINE_STRING (UnderlyingCPProgram)
 DEFINE_FLOAT (PriceDelta)
 DEFINE_SEQNUM (RefSeqNum)
 DEFINE_BOOLEAN (AutoAcceptIndicator)
 DEFINE_BOOLEAN (MDImplicitDelete)
 DEFINE_NUMINGROUP (NoStipulations)
 DEFINE_LOCALMKTDATE (ClearingBusinessDate)
 DEFINE_NUMINGROUP (NoRelationshipRiskLimits)
 DEFINE_STRING (LocationID)
 DEFINE_CURRENCY (Currency)
 DEFINE_INT (RoutingType)
 DEFINE_PRICE (UnderlyingStrikePrice)
 DEFINE_CHAR (BidTradeType)
 DEFINE_INT (RelationshipRiskInstrumentOperator)
 DEFINE_PERCENTAGE (UnderlyingAttachmentPoint)
 DEFINE_INT (TotNoRejQuotes)
 DEFINE_STRING (OrdStatusReqID)
 DEFINE_STRING (SenderCompID)
 DEFINE_INT (OrdRejReason)
 DEFINE_INT (MaturityMonthYearIncrementUnits)
 DEFINE_CHAR (DisplayWhen)
 DEFINE_INT (ApplQueueAction)
 DEFINE_CHAR (RegistTransType)
 DEFINE_STRING (PaymentRemitterID)
 DEFINE_INT (PriceType)
 DEFINE_STRING (MarketReqID)
 DEFINE_NUMINGROUP (NoNestedInstrAttrib)
 DEFINE_STRING (SecuritySubType)
 DEFINE_STRING (ClOrdID)
 DEFINE_DAYOFMONTH (MaturityDay)
 DEFINE_STRING (UnderlyingSeniority)
 DEFINE_STRING (MarketSegmentDesc)
 DEFINE_NUMINGROUP (NoMarketSegments)
 DEFINE_INT (SettlObligMode)
 DEFINE_CHAR (SecurityUpdateAction)
 DEFINE_INT (NetworkRequestType)
 DEFINE_PERCENTAGE (LiquidityPctLow)
 DEFINE_INT (PartyRole)
 DEFINE_FLOAT (LegRatioQty)
 DEFINE_FLOAT (SettlCurrFxRate)
 DEFINE_INT (RelatedPartyRole)
 DEFINE_INT (LegContractMultiplierUnit)
 DEFINE_DATA (SecureData)
 DEFINE_STRING (SenderLocationID)
 DEFINE_PRICE (FirstPx)
 DEFINE_DATA (EncodedLegIssuer)
 DEFINE_CHAR (AssignmentMethod)
 DEFINE_STRING (RoutingID)
 DEFINE_STRING (RelationshipRiskSecurityAltID)
 DEFINE_STRING (RelatedPartyAltID)
 DEFINE_INT (StrategyParameterType)
 DEFINE_INT (EncryptMethod)
 DEFINE_STRING (UnderlyingStateOrProvinceOfIssue)
 DEFINE_SEQNUM (ApplNewSeqNum)
 DEFINE_LENGTH (DerivativeEncodedSecurityDescLen)
 DEFINE_CURRENCY (TradingCurrency)
 DEFINE_PRICE (SecondaryHighLimitPrice)
 DEFINE_PRICE (OrderAvgPx)
 DEFINE_STRING (PosAmtType)
 DEFINE_BOOLEAN (ResetSeqNumFlag)
 DEFINE_NUMINGROUP (NoHops)
 DEFINE_INT (CollInquiryResult)
 DEFINE_LOCALMKTDATE (StartDate)
 DEFINE_INT (CollAsgnRespType)
 DEFINE_QTY (OrderBookingQty)
 DEFINE_NUMINGROUP (NoQuoteQualifiers)
 DEFINE_BOOLEAN (UnsolicitedIndicator)
 DEFINE_STRING (RefCstmApplVerID)
 DEFINE_STRING (SideExecID)
 DEFINE_STRING (RejectText)
 DEFINE_STRING (ExchangeSpecialInstructions)
 DEFINE_STRING (TradeID)
 DEFINE_PRICE (RndPx)
 DEFINE_INT (QuoteEntryRejectReason)
 DEFINE_CHAR (OrderCapacity)
 DEFINE_INT (SideLastQty)
 DEFINE_STRING (DerivativeUnitOfMeasure)
 DEFINE_NUMINGROUP (NoLegAllocs)
 DEFINE_INT (QuoteAckStatus)
 DEFINE_STRING (SecondaryFirmTradeID)
 DEFINE_INT (UserRequestType)
 DEFINE_INT (SecondaryTrdType)
 DEFINE_INT (TradeReportTransType)
 DEFINE_CHAR (AdvSide)
 DEFINE_STRING (RelatedContextPartySubID)
 DEFINE_STRING (DerivativeSecuritySubType)
 DEFINE_STRING (TriggerTradingSessionSubID)
 DEFINE_STRING (TradeLinkID)
 DEFINE_PRICE (LegBenchmarkPrice)
 DEFINE_SEQNUM (HopRefID)
 DEFINE_STRING (Designation)
 DEFINE_STRING (TradeRequestID)
 DEFINE_INT (RelationshipRiskLimitType)
 DEFINE_STRING (RiskSecurityIDSource)
 DEFINE_INT (LegFlowScheduleType)
 DEFINE_STRING (LegPriceUnitOfMeasure)
 DEFINE_CHAR (Nested4PartyIDSource)
 DEFINE_INT (CoveredOrUncovered)
 DEFINE_INT (AcctIDSource)
 DEFINE_PRICE (MktOfferPx)
 DEFINE_NUMINGROUP (NoCapacities)
 DEFINE_INT (TradeRequestType)
 DEFINE_NUMINGROUP (NoNestedPartyIDs)
 DEFINE_INT (TradSesStatus)
 DEFINE_PERCENTAGE (UnderlyingNotionalPercentageOutstanding)
 DEFINE_SEQNUM (ApplLastSeqNum)
 DEFINE_INT (PegPriceType)
 DEFINE_STRING (StrategyParameterName)
 DEFINE_INT (StreamAsgnRejReason)
 DEFINE_QTY (MatchIncrement)
 DEFINE_INT (Nested3PartyRole)
 DEFINE_PRICE (UnderlyingPx)
 DEFINE_PRICEOFFSET (PriceImprovement)
 DEFINE_STRING (ValuationMethod)
 DEFINE_STRING (DerivativeSecurityID)
 DEFINE_NUMINGROUP (NoExpiration)
 DEFINE_STRING (TargetCompID)
 DEFINE_STRING (MDEntryBuyer)
 DEFINE_PERCENTAGE (RelationshipRiskCouponRate)
 DEFINE_NUMINGROUP (NoDerivativeInstrumentPartySubIDs)
 DEFINE_NUMINGROUP (NoMaturityRules)
 DEFINE_STRING (QuoteMsgID)
 DEFINE_CHAR (TriggerType)
 DEFINE_CHAR (PriceProtectionScope)
 DEFINE_INT (TotNumAssignmentReports)
 DEFINE_STRING (ContraLegRefID)
 DEFINE_INT (TradeReportRejectReason)
 DEFINE_STRING (TradeReportRefID)
 DEFINE_INT (SecurityListType)
 DEFINE_STRING (DerivativeSecurityIDSource)
 DEFINE_QTY (AssignmentUnit)
 DEFINE_STRING (TradeReportID)
 DEFINE_INT (NoRpts)
 DEFINE_INT (LegBenchmarkPriceType)
 DEFINE_LENGTH (EncodedSubjectLen)
 DEFINE_XMLDATA (SecurityXML)
 DEFINE_STRING (LegReportID)
 DEFINE_INT (Nested3PartySubIDType)
 DEFINE_STRING (BenchmarkSecurityIDSource)
 DEFINE_INT (QuoteRejectReason)
 DEFINE_INT (HeartBtInt)
 DEFINE_PRICEOFFSET (BidForwardPoints)
 DEFINE_BOOLEAN (PossResend)
 DEFINE_STRING (Symbol)
 DEFINE_DATA (EncodedUnderlyingSecurityDesc)
 DEFINE_INT (RelatedPartyAltSubIDType)
 DEFINE_STRING (MarketReportID)
 DEFINE_PRICE (DiscretionPrice)
 DEFINE_FLOAT (ContAmtValue)
 DEFINE_INT (QuantityType)
 DEFINE_INT (ComplexEventPriceBoundaryMethod)
 DEFINE_INT (ImpliedMarketIndicator)
 DEFINE_STRING (AllocClearingFeeIndicator)
 DEFINE_INT (QuoteRequestType)
 DEFINE_INT (SecurityRequestResult)
 DEFINE_MULTIPLECHARVALUE (OrderRestrictions)
 DEFINE_NUMINGROUP (NoSideTrdRegTS)
 DEFINE_STRING (Text)
 DEFINE_LENGTH (EncodedTextLen)
 DEFINE_CHAR (ListExecInstType)
 DEFINE_STRING (SecondaryOrderID)
 DEFINE_STRING (ExecBroker)
 DEFINE_LENGTH (RelationshipRiskEncodedSecurityDescLen)
 DEFINE_LENGTH (SecurityXMLLen)
 DEFINE_SEQNUM (ApplSeqNum)
 DEFINE_QTY (MaxTradeVol)
 DEFINE_PRICEOFFSET (OfferSwapPoints)
 DEFINE_INT (SettlPartySubIDType)
 DEFINE_INT (DistribPaymentMethod)
 DEFINE_INT (TotalAffectedOrders)
 DEFINE_FLOAT (StrikeIncrement)
 DEFINE_INT (OrderHandlingInstSource)
 DEFINE_BOOLEAN (CopyMsgIndicator)
 DEFINE_NUMINGROUP (NoDlvyInst)
 DEFINE_STRING (QuoteEntryID)
 DEFINE_INT (AffirmStatus)
 DEFINE_STRING (MailingInst)
 DEFINE_QTY (OfferSize)
 DEFINE_STRING (LegSecurityType)
 DEFINE_STRING (RiskLimitPlatform)
 DEFINE_INT (OrigCustOrderCapacity)
 DEFINE_INT (AllocMethod)
 DEFINE_LOCALMKTDATE (QuantityDate)
 DEFINE_FLOAT (TargetStrategyPerformance)
 DEFINE_LOCALMKTDATE (CardExpDate)
 DEFINE_STRING (ConfirmID)
 DEFINE_STRING (StandInstDbName)
 DEFINE_QTY (DayOrderQty)
 DEFINE_PRICE (HighLimitPrice)
 DEFINE_STRING (FirmTradeID)
 DEFINE_STRING (SecondaryIndividualAllocID)
 DEFINE_STRING (AgreementDesc)
 DEFINE_CHAR (MassCancelResponse)
 DEFINE_CURRENCY (LegSettlCurrency)
 DEFINE_AMT (Commission)
 DEFINE_INT (StreamAsgnReqType)
 DEFINE_PRICEOFFSET (BidSwapPoints)
 DEFINE_NUMINGROUP (NoSettlPartyIDs)
 DEFINE_STRING (SymbolSfx)
 DEFINE_STRING (BusinessRejectRefID)
 DEFINE_PRICE (Price2)
 DEFINE_INT (FillLiquidityInd)
 DEFINE_STRING (MassActionReportID)
 DEFINE_STRING (DerivativeIssuer)
 DEFINE_CHAR (ExDestinationIDSource)
 DEFINE_STRING (CollRespID)
 DEFINE_INT (SecurityListRequestType)
 DEFINE_DATA (EncodedLegSecurityDesc)
 DEFINE_INT (RelatedContextPartyRole)
 DEFINE_STRING (UnderlyingSettlementStatus)
 DEFINE_STRING (SecurityAltID)
 DEFINE_STRING (RegistRefID)
 DEFINE_BOOLEAN (RelationshipRiskFlexibleIndicator)
 DEFINE_STRING (DerivativePriceQuoteMethod)
 DEFINE_STRING (RelationshipRiskProductComplex)
 DEFINE_INT (OrderDelay)
 DEFINE_NUMINGROUP (NoNotAffectedOrders)
 DEFINE_STRING (Nested3PartyID)
 DEFINE_INT (CollAsgnReason)
 DEFINE_UTCTIMEONLY (TotalVolumeTradedTime)
 DEFINE_EXCHANGE (SecurityExchange)
 DEFINE_INT (SettlPriceType)
 DEFINE_QTY (UnitOfMeasureQty)
 DEFINE_STRING (UserRequestID)
 DEFINE_PRICE (LastParPx)
 DEFINE_MONTHYEAR (EndMaturityMonthYear)
 DEFINE_CHAR (DealingCapacity)
 DEFINE_PRICE (PrevClosePx)
 DEFINE_STRING (TradeInputDevice)
 DEFINE_QTY (DayCumQty)
 DEFINE_STRING (SecuritySettlAgentAcctNum)
 DEFINE_CURRENCY (LegCurrency)
 DEFINE_DATA (EncryptedNewPassword)
 DEFINE_AMT (DerivativeMinPriceIncrementAmount)
 DEFINE_NUMINGROUP (NoNested3PartySubIDs)
 DEFINE_STRING (RefSubID)
 DEFINE_INT (SettlPartyRole)
 DEFINE_STRING (CashDistribAgentName)
 DEFINE_FLOAT (LegContractMultiplier)
 DEFINE_INT (ProgPeriodInterval)
 DEFINE_CHAR (LegSettlType)
 DEFINE_STRING (OnBehalfOfLocationID)
 DEFINE_STRING (OnBehalfOfSubID)
 DEFINE_STRING (RelationshipRiskLimitPlatform)
 DEFINE_STRING (RelatedPartySubID)
 DEFINE_UTCTIMEONLY (ComplexEventEndTime)
 DEFINE_INT (RateSourceType)
 DEFINE_STRING (DerivativeStateOrProvinceOfIssue)
 DEFINE_STRING (TradeLegRefID)
 DEFINE_UTCTIMESTAMP (RelSymTransactTime)
 DEFINE_NUMINGROUP (NoComplexEventTimes)
 DEFINE_QTY (LegCalculatedCcyLastQty)
 DEFINE_CHAR (Nested3PartyIDSource)
 DEFINE_LOCALMKTDATE (DatedDate)
 DEFINE_STRING (SettlInstID)
 DEFINE_AMT (OpenInterest)
 DEFINE_FLOAT (UnderlyingContractMultiplier)
 DEFINE_INT (TotQuoteEntries)
 DEFINE_STRING (PartyAltSubID)
 DEFINE_INT (TotNoCxldQuotes)
 DEFINE_BOOLEAN (AggregatedBook)
 DEFINE_STRING (PaymentRef)
 DEFINE_LOCALMKTDATE (PaymentDate)
 DEFINE_PERCENTAGE (OrderPercent)
 DEFINE_INT (PosQtyStatus)
 DEFINE_STRING (RiskRestructuringType)
 DEFINE_NUMINGROUP (NoNested4PartySubIDs)
 DEFINE_BOOLEAN (PrivateQuote)
 DEFINE_STRING (SecondaryTradeID)
 DEFINE_STRING (SecuritySettlAgentContactPhone)
 DEFINE_LENGTH (EncodedMktSegmDescLen)
 DEFINE_CURRENCY (SideCurrency)
 DEFINE_QTY (LegQty)
 DEFINE_STRING (MsgType)
 DEFINE_NUMINGROUP (NoTradingSessions)
 DEFINE_STRING (IOIid)
 DEFINE_CHAR (MultiLegReportingType)
 DEFINE_STRING (IDSource)
 DEFINE_STRING (LegStipulationType)
 DEFINE_INT (DerivativeContractMultiplierUnit)
 DEFINE_STRING (MarketSegmentID)
 DEFINE_CHAR (OrdStatus)
 DEFINE_LOCALMKTDATE (MaturityDate)
 DEFINE_INT (ApplTotalMessageCount)
 DEFINE_STRING (InstrumentPartySubID)
 DEFINE_INT (CustomerOrFirm)
 DEFINE_INT (AdjustmentType)
 DEFINE_NUMINGROUP (NoPartyAltSubIDs)
 DEFINE_STRING (UnderlyingInstrumentPartyID)
 DEFINE_CHAR (AsOfIndicator)
 DEFINE_STRING (QuoteStatusReqID)
 DEFINE_CHAR (LegPositionEffect)
 DEFINE_PRICE (MDEntryPx)
 DEFINE_INT (MassActionScope)
 DEFINE_BOOLEAN (ReportedPxDiff)
 DEFINE_LOCALMKTDATE (UnderlyingSettlementDate)
 DEFINE_NUMINGROUP (NoNestedPartySubIDs)
 DEFINE_STRING (AllocReportRefID)
 DEFINE_AMT (Concession)
 DEFINE_DATA (EncodedSecurityDesc)
 DEFINE_STRING (ExecRefID)
 DEFINE_CHAR (VenueType)
 DEFINE_INT (MassActionType)
 DEFINE_INT (PosMaintResult)
 DEFINE_STRING (IOIShares)
 DEFINE_STRING (BenchmarkSecurityID)
 DEFINE_QTY (LegLastQty)
 DEFINE_CURRENCY (AllocSettlCurrency)
 DEFINE_COUNTRY (LegCountryOfIssue)
 DEFINE_DATA (DerivativeSecurityXML)
 DEFINE_STRING (StrikeRuleID)
 DEFINE_STRING (RefCompID)
 DEFINE_FLOAT (SettlCurrOfferFxRate)
 DEFINE_PERCENTAGE (OfferYield)
 DEFINE_STRING (RelatedContextPartyID)
 DEFINE_CHAR (TargetPartyIDSource)
 DEFINE_LENGTH (EncryptedNewPasswordLen)
 DEFINE_NUMINGROUP (NoPositions)
 DEFINE_AMT (TotalAccruedInterestAmt)
 DEFINE_CHAR (UnderlyingOptAttribute)
 DEFINE_STRING (DerivativeInstrAttribValue)
 DEFINE_CHAR (InstrumentPartyIDSource)
 DEFINE_INT (PegOffsetType)
 DEFINE_INT (MassCancelRejectReason)
 DEFINE_INT (ResponseTransportType)
 DEFINE_STRING (LegSecurityIDSource)
 DEFINE_PRICE (BasisFeaturePrice)
 DEFINE_LOCALMKTDATE (CouponPaymentDate)
 DEFINE_INT (TradSesStatusRejReason)
 DEFINE_PERCENTAGE (UnderlyingDetachmentPoint)
 DEFINE_STRING (MaturityRuleID)
 DEFINE_INT (UnderlyingRepoCollateralSecurityType)
 DEFINE_NUMINGROUP (NoTimeInForceRules)
 DEFINE_NUMINGROUP (NoRootPartySubIDs)
 DEFINE_QTY (DisplayMinIncr)
 DEFINE_INT (TrdRegTimestampType)
 DEFINE_INT (LegProduct)
 DEFINE_STRING (ApplVerID)
 DEFINE_CHAR (HandlInst)
 DEFINE_CHAR (ListUpdateAction)
 DEFINE_STRING (NestedInstrAttribValue)
 DEFINE_STRING (TradingSessionSubID)
 DEFINE_STRING (RFQReqID)
 DEFINE_EXCHANGE (RelationshipRiskSecurityExchange)
 DEFINE_STRING (UnderlyingLegSymbolSfx)
 DEFINE_INT (LiquidityNumSecurities)
 DEFINE_NUMINGROUP (NoMsgTypes)
 DEFINE_UTCTIMESTAMP (TradSesStartTime)
 DEFINE_CHAR (MDEntryType)
 DEFINE_CURRENCY (AgreementCurrency)
 DEFINE_INT (PegMoveType)
 DEFINE_STRING (AsgnReqID)
 DEFINE_PRICEOFFSET (PegDifference)
 DEFINE_PRICEOFFSET (Spread)
 DEFINE_LENGTH (EncodedAllocTextLen)
 DEFINE_PERCENTAGE (OutsideIndexPct)
 DEFINE_BOOLEAN (DerivFlexProductEligibilityIndicator)
 DEFINE_INT (AvgPxIndicator)
 DEFINE_NUMINGROUP (NoIOIQualifiers)
 DEFINE_CHAR (CancellationRights)
 DEFINE_INT (ListSeqNo)
 DEFINE_STRING (CardIssNum)
 DEFINE_STRING (RiskCFICode)
 DEFINE_DATA (EncodedMktSegmDesc)
 DEFINE_INT (DerivativeEventType)
 DEFINE_MONTHYEAR (DerivativeMaturityMonthYear)
 DEFINE_STRING (SideTradeReportID)
 DEFINE_NUMINGROUP (NoQuoteSets)
 DEFINE_STRING (RelationshipRiskSecurityDesc)
 DEFINE_INT (Nested4PartySubIDType)
 DEFINE_PRICE (FillPx)
 DEFINE_INT (StrikeExerciseStyle)
 DEFINE_STRING (DeskID)
 DEFINE_PERCENTAGE (CrossPercent)
 DEFINE_MONTHYEAR (MaturityMonthYear)
 DEFINE_PRICE (ComplexEventPrice)
 DEFINE_NUMINGROUP (NoNewsRefIDs)
 DEFINE_AMT (UnderlyingCapValue)
 DEFINE_STRING (CPRegType)
 DEFINE_STRING (CashDistribAgentCode)
 DEFINE_CHAR (ExecPriceType)
 DEFINE_STRING (LegAllocID)
 DEFINE_UTCTIMEONLY (MDEntryTime)
 DEFINE_INT (TotalNumSecurities)
 DEFINE_INT (AllocSettlInstType)
 DEFINE_STRING (TargetPartyID)
 DEFINE_CURRENCY (DerivativeStrikeCurrency)
 DEFINE_INT (StatsType)
 DEFINE_INT (ApplExtID)
 DEFINE_INT (SettlementCycleNo)
 DEFINE_CURRENCY (UnderlyingStrikeCurrency)
 DEFINE_INT (TradSesMode)
 DEFINE_CHAR (SettlInstSource)
 DEFINE_INT (PartyAltSubIDType)
 DEFINE_STRING (UnderlyingLegSecurityDesc)
 DEFINE_NUMINGROUP (NoDerivativeInstrumentParties)
 DEFINE_UTCTIMESTAMP (DerivativeEventTime)
 DEFINE_PRICE (TickIncrement)
 DEFINE_STRING (UndlyInstrumentPartyID)
 DEFINE_NUMINGROUP (NoUndlyInstrumentParties)
 DEFINE_INT (ExpType)
 DEFINE_STRING (SecondaryClOrdID)
 DEFINE_CHAR (SettlInstTransType)
 DEFINE_STRING (SideComplianceID)
 DEFINE_INT (TradeRequestResult)
 DEFINE_STRING (OrigPosReqRefID)
 DEFINE_STRING (OrigCrossID)
 DEFINE_STRING (TradeInputSource)
 DEFINE_QTY (OrderQty2)
 DEFINE_BOOLEAN (TestMessageIndicator)
 DEFINE_STRING (ContextPartySubID)
 DEFINE_LOCALMKTDATE (DerivativeEventDate)
 DEFINE_AMT (SideGrossTradeAmt)
 DEFINE_PRICE (PeggedPrice)
 DEFINE_INT (ExpirationCycle)
 DEFINE_INT (AllocCancReplaceReason)
 DEFINE_INT (CxlRejReason)
 DEFINE_STRING (BeginString)
 DEFINE_STRING (DeliverToSubID)
 DEFINE_NUMINGROUP (NoRelatedPartyAltIDs)
 DEFINE_STRING (RiskProductComplex)
 DEFINE_QTY (LegPriceUnitOfMeasureQty)
 DEFINE_NUMINGROUP (NoCollInquiryQualifier)
 DEFINE_PRICE (OfferPx)
 DEFINE_UTCDATEONLY (TotalVolumeTradedDate)
 DEFINE_NUMINGROUP (NoContAmts)
 DEFINE_QTY (MinOfferSize)
 DEFINE_PRICE (AvgParPx)
 DEFINE_FLOAT (LegFactor)
 DEFINE_INT (RespondentType)
 DEFINE_QTY (DisplayLowQty)
 DEFINE_CHAR (DKReason)
 DEFINE_PRICE (BenchmarkPrice)
 DEFINE_STRING (ListID)
 DEFINE_STRING (LegSecurityAltID)
 DEFINE_CHAR (PositionEffect)
 DEFINE_INT (RelatedPartySubIDType)
 DEFINE_CHAR (TriggerAction)
 DEFINE_STRING (RefOrderID)
 DEFINE_INT (ClearingInstruction)
 DEFINE_STRING (SettlInstCode)
 DEFINE_INT (NumDaysInterest)
 DEFINE_MULTIPLECHARVALUE (OpenCloseSettlFlag)
 DEFINE_NUMINGROUP (NoComplexEventDates)
 DEFINE_LENGTH (DerivativeEncodedIssuerLen)
 DEFINE_FLOAT (StrikeMultiplier)
 DEFINE_INT (DiscretionMoveType)
 DEFINE_INT (ListNoOrds)
 DEFINE_CHAR (RelatedPartyIDSource)
 DEFINE_STRING (PegSymbol)
 DEFINE_PRICE (DayAvgPx)
 DEFINE_STRING (Headline)
 DEFINE_STRING (NestedPartySubID)
 DEFINE_STRING (CardIssNo)
 DEFINE_CHAR (OptAttribute)
 DEFINE_PRICEOFFSET (LastForwardPoints2)
 DEFINE_INT (MDUpdateType)
 DEFINE_CHAR (TickDirection)
 DEFINE_LOCALMKTDATE (LegRedemptionDate)
 DEFINE_PRICE (StrikePrice)
 DEFINE_DATA (EncodedIssuer)
 DEFINE_STRING (YieldType)
 DEFINE_PRICE (TradingReferencePrice)
 DEFINE_FLOAT (MDEntrySpotRate)
 DEFINE_PERCENTAGE (ParticipationRate)
 DEFINE_INT (PegScope)
 DEFINE_AMT (InterestAtMaturity)
 DEFINE_STRING (LegIndividualAllocID)
 DEFINE_AMT (AllowableOneSidednessValue)
 DEFINE_STRING (CashSettlAgentName)
 DEFINE_QTY (ContraTradeQty)
 DEFINE_TZTIMEONLY (LegMaturityTime)
 DEFINE_INT (SettlDeliveryType)
 DEFINE_INT (SecondaryPriceLimitType)
 DEFINE_PRICE (MidPx)
 DEFINE_PRICE (AvgPx)
 DEFINE_INT (DiscretionLimitType)
 DEFINE_UTCTIMESTAMP (StrikeTime)
 DEFINE_STRING (SettlSessSubID)
 DEFINE_STRING (MailingDtls)
 DEFINE_STRING (BidID)
 DEFINE_INT (PartyDetailsRequestResult)
 DEFINE_CHAR (ExerciseMethod)
 DEFINE_CURRENCY (CommCurrency)
 DEFINE_NUMINGROUP (NoSettlOblig)
 DEFINE_FLOAT (MaxPriceVariation)
 DEFINE_BOOLEAN (WorkingIndicator)
 DEFINE_STRING (CashSettlAgentAcctName)
 DEFINE_QTY (SellVolume)
 DEFINE_INT (SideMultiLegReportingType)
 DEFINE_STRING (DerivativeEventText)
 DEFINE_STRING (PegSecurityDesc)
 DEFINE_STRING (AllocCustomerCapacity)
 DEFINE_INT (ConfirmRejReason)
 DEFINE_CHAR (BidRequestTransType)
 DEFINE_STRING (CashDistribAgentAcctNumber)
 DEFINE_MULTIPLECHARVALUE (LegExecInst)
 DEFINE_PRICE (CapPrice)
 DEFINE_INT (LegRepurchaseTerm)
 DEFINE_STRING (RegistAcctType)
 DEFINE_INT (MassActionRejectReason)
 DEFINE_INT (DerivativePutOrCall)
 DEFINE_MONTHYEAR (StartMaturityMonthYear)
 DEFINE_INT (CollApplType)
 DEFINE_NUMINGROUP (NoUnderlyingAmounts)
 DEFINE_INT (ConfirmType)
 DEFINE_MONTHYEAR (LegMaturityMonthYear)
 DEFINE_STRING (RelatdSym)
 DEFINE_AMT (RiskLimitAmount)
 DEFINE_STRING (UnderlyingLegSecuritySubType)
 DEFINE_NUMINGROUP (NoUnderlyingSecurityAltID)
 DEFINE_STRING (RelationshipRiskCFICode)
 DEFINE_NUMINGROUP (NoRelatedPartySubIDs)
 DEFINE_STRING (RiskSymbolSfx)
 DEFINE_INT (MDQuoteType)
 DEFINE_INT (QtyType)
 DEFINE_INT (QuoteRespType)
 DEFINE_BOOLEAN (IOINaturalFlag)
 DEFINE_STRING (BenchmarkCurvePoint)
 DEFINE_CHAR (TradSesUpdateAction)
 DEFINE_AMT (UnderlyingCashAmount)
 DEFINE_STRING (CollAsgnID)
 DEFINE_STRING (ExchangeRule)
 DEFINE_DATA (EncodedHeadline)
 DEFINE_STRING (RegistID)
 DEFINE_STRING (CrossID)
 DEFINE_NUMINGROUP (NoExecs)
 DEFINE_STRING (DerivativeSecurityGroup)
 DEFINE_QTY (SecondaryDisplayQty)
 DEFINE_STRING (RefMsgType)
 DEFINE_STRING (StandInstDbID)
 DEFINE_LENGTH (EncodedLegSecurityDescLen)
 DEFINE_PRICE (DerivativeEventPx)
 DEFINE_CHAR (SettlObligSource)
 DEFINE_INT (TrdSubType)
 DEFINE_LENGTH (EncodedUnderlyingIssuerLen)
 DEFINE_CHAR (ExecTransType)
 DEFINE_SEQNUM (BeginSeqNo)
 DEFINE_CHAR (DayBookingInst)
 DEFINE_INT (FlowScheduleType)
 DEFINE_INT (MDOriginType)
 DEFINE_INT (CollInquiryStatus)
 DEFINE_NUMINGROUP (NoInstrAttrib)
 DEFINE_STRING (RegistEmail)
 DEFINE_STRING (StreamAsgnReqID)
 DEFINE_INT (CPProgram)
 DEFINE_STRING (ConfirmReqID)
 DEFINE_STRING (AltMDSourceID)
 DEFINE_NUMINGROUP (NoOrders)
 DEFINE_STRING (CashDistribAgentAcctName)
 DEFINE_NUMINGROUP (NoContextPartySubIDs)
 DEFINE_CHAR (UndlyInstrumentPartyIDSource)
 DEFINE_STRING (UnderlyingSettlMethod)
 DEFINE_NUMINGROUP (NoMDEntryTypes)
 DEFINE_PRICEOFFSET (MDEntryForwardPoints)
 DEFINE_INT (PosReqType)
 DEFINE_INT (MassStatusReqType)
 DEFINE_LOCALMKTDATE (TradeOriginationDate)
 DEFINE_PRICE (SettlPrice)
 DEFINE_STRING (SecuritySettlAgentAcctName)
 DEFINE_FLOAT (RiskInstrumentMultiplier)
 DEFINE_NUMINGROUP (NoDerivativeEvents)
 DEFINE_PRICE (UnderlyingEndPrice)
 DEFINE_CHAR (SubscriptionRequestType)
 DEFINE_INT (TotalNumSecurityTypes)
 DEFINE_INT (NewsCategory)
 DEFINE_INT (UnderlyingLegPutOrCall)
 DEFINE_STRING (URLLink)
 DEFINE_NUMINGROUP (NoInstrumentPartySubIDs)
 DEFINE_AMT (UnderlyingCurrentValue)
 DEFINE_LOCALMKTDATE (InterestAccrualDate)
 DEFINE_LOCALMKTDATE (FutSettDate2)
 DEFINE_NUMINGROUP (NoClearingInstructions)
 DEFINE_CURRENCY (UnderlyingCurrency)
 DEFINE_LOCALMKTDATE (LegInterestAccrualDate)
 DEFINE_STRING (NewPassword)
 DEFINE_LOCALMKTDATE (RedemptionDate)
 DEFINE_SEQNUM (RefApplLastSeqNum)
 DEFINE_AMT (StartCash)
 DEFINE_LENGTH (MaxMessageSize)
 DEFINE_PRICEOFFSET (OfferForwardPoints)
 DEFINE_STRING (IOIQty)
 DEFINE_QTY (LastQty)
 DEFINE_INT (ApplResponseError)
 DEFINE_STRING (UnderlyingLegSecurityType)
 DEFINE_STRING (DerivativePriceUnitOfMeasure)
 DEFINE_CHAR (TriggerPriceDirection)
 DEFINE_STRING (PositionCurrency)
 DEFINE_STRING (MessageEventSource)
 DEFINE_STRING (CollInquiryID)
 DEFINE_AMT (UnderlyingStartValue)
 DEFINE_INT (LastLiquidityInd)
 DEFINE_STRING (SecurityID)
 DEFINE_NUMINGROUP (NoMDEntries)
 DEFINE_NUMINGROUP (NoPartyListResponseTypes)
 DEFINE_INT (StrikePriceDeterminationMethod)
 DEFINE_LOCALMKTDATE (EndDate)
 DEFINE_AMT (CashOutstanding)
 DEFINE_STRING (MDReqID)
 DEFINE_STRING (IOIRefID)
 DEFINE_NUMINGROUP (NoContextPartyIDs)
 DEFINE_INT (TargetStrategy)
 DEFINE_STRING (ConfirmRefID)
 DEFINE_INT (SellerDays)
 DEFINE_BOOLEAN (DueToRelated)
 DEFINE_PRICE (SecondaryTradingReferencePrice)
 DEFINE_NUMINGROUP (NoMDFeedTypes)
 DEFINE_INT (UnderlyingInstrumentPartySubIDType)
 DEFINE_UTCTIMESTAMP (TradSesCloseTime)
 DEFINE_MONTHYEAR (ContractSettlMonth)
 DEFINE_PRICE (DerivativeStrikePrice)
 DEFINE_STRING (TriggerSecurityDesc)
 DEFINE_STRING (UnderlyingCashType)
 DEFINE_NUMINGROUP (NoMiscFees)
 DEFINE_INT (CustOrderCapacity)
 DEFINE_EXCHANGE (RiskSecurityExchange)
 DEFINE_CURRENCY (LegAllocSettlCurrency)
 DEFINE_QTY (UnderlyingAdjustedQuantity)
 DEFINE_CHAR (OwnershipType)
 DEFINE_QTY (MaxShow)
 DEFINE_STRING (LegSecurityID)
 DEFINE_DATA (EncodedSymbol)
 DEFINE_STRING (DerivativeSecurityDesc)
 DEFINE_STRING (UnitOfMeasure)
 DEFINE_INT (SecDefStatus)
 DEFINE_QTY (Quantity)
 DEFINE_STRING (NewsID)
 DEFINE_INT (UndlyInstrumentPartySubIDType)
 DEFINE_STRING (SettleOnOpenFlag)
 DEFINE_UTCTIMESTAMP (LastUpdateTime)
 DEFINE_PERCENTAGE (RepurchaseRate)
 DEFINE_INT (RepurchaseTerm)
 DEFINE_INT (NestedPartyRole)
 DEFINE_STRING (SecondaryExecID)
 DEFINE_STRING (Pool)
 DEFINE_NUMINGROUP (NoTickRules)
 DEFINE_FLOAT (Volatility)
 DEFINE_PERCENTAGE (PctAtRisk)
 DEFINE_EXCHANGE (UnderlyingSecurityExchange)
 DEFINE_PRICE (LegStrikePrice)
 DEFINE_CHAR (SettlmntTyp)
 DEFINE_INT (TradePublishIndicator)
 DEFINE_INT (ApplResponseType)
 DEFINE_INT (MDSubBookType)
 DEFINE_STRING (Username)
 DEFINE_INT (StandInstDbType)
 DEFINE_CHAR (RelatedContextPartyIDSource)
 DEFINE_INT (QuoteEntryStatus)
 DEFINE_CHAR (TriggerPriceType)
 DEFINE_INT (SideTrdSubTyp)
 DEFINE_STRING (UnderlyingTradingSessionSubID)
 DEFINE_INT (SettlInstReqRejCode)
 DEFINE_PRICE (MktBidPx)
 DEFINE_STRING (UnderlyingLegSymbol)
 DEFINE_FLOAT (StrikeValue)
 DEFINE_CHAR (Urgency)
 DEFINE_STRING (AllocID)
 DEFINE_NUMINGROUP (NoPartyList)
 DEFINE_AMT (UnderlyingDeliveryAmount)
 DEFINE_INT (SideQty)
 DEFINE_INT (CollAsgnTransType)
 DEFINE_PRICEOFFSET (ThresholdAmount)
 DEFINE_QTY (DefBidSize)
 DEFINE_STRING (LegStateOrProvinceOfIssue)
 DEFINE_INT (PaymentMethod)
 DEFINE_PERCENTAGE (RiskCouponRate)
 DEFINE_CHAR (UnderlyingLegOptAttribute)
 DEFINE_FLOAT (LegVolatility)
 DEFINE_INT (DerivativeInstrAttribType)
 DEFINE_QTY (DerivativeUnitOfMeasureQty)
 DEFINE_NUMINGROUP (NoStatsIndicators)
 DEFINE_CHAR (TriggerPriceTypeScope)
 DEFINE_STRING (LastNetworkResponseID)
 DEFINE_INT (UnderlyingSettlPriceType)
 DEFINE_STRING (ApplReportID)
 DEFINE_INT (PegLimitType)
 DEFINE_STRING (ExecID)
 DEFINE_CHAR (Side)
 DEFINE_PRICE (UnderlyingLastPx)
 DEFINE_INT (MarketDepth)
 DEFINE_PRICEOFFSET (DiscretionOffset)
 DEFINE_INT (ContAmtType)
 DEFINE_CURRENCY (MiscFeeCurr)
 DEFINE_NUMINGROUP (NoRiskLimits)
 DEFINE_PERCENTAGE (AttachmentPoint)
 DEFINE_CHAR (OrderCategory)
 DEFINE_STRING (AdvTransType)
 DEFINE_PERCENTAGE (WtAverageLiquidity)
 DEFINE_UTCTIMESTAMP (QuoteSetValidUntilTime)
 DEFINE_NUMINGROUP (NoNested4PartyIDs)
 DEFINE_INT (LegPutOrCall)
 DEFINE_STRING (UserStatusText)
 DEFINE_STRING (Nested2PartySubID)
 DEFINE_PERCENTAGE (EFPTrackingError)
 DEFINE_INT (SideLiquidityInd)
 DEFINE_FLOAT (DerivativeMinPriceIncrement)
 DEFINE_BOOLEAN (PublishTrdIndicator)
 DEFINE_COUNTRY (InvestorCountryOfResidence)
 DEFINE_STRING (SideReasonCd)
 DEFINE_FLOAT (MinPriceIncrement)
 DEFINE_STRING (SecuritySettlAgentContactName)
 DEFINE_INT (SecurityResponseType)
 DEFINE_STRING (LegBenchmarkCurvePoint)
 DEFINE_STRING (ClearingFirm)
 DEFINE_STRING (RelationshipRiskSecurityIDSource)
 DEFINE_INT (SessionStatus)
 DEFINE_STRING (TriggerSecurityID)
 DEFINE_INT (TotNoAllocs)
 DEFINE_NUMINGROUP (NoAltMDSource)
 DEFINE_INT (AllocAccountType)
 DEFINE_PRICE (LastPx)
 DEFINE_CHAR (AllocTransType)
 DEFINE_INT (TotNoQuoteEntries)
 DEFINE_QTY (MinBidSize)
 DEFINE_STRING (SettlBrkrCode)
 DEFINE_STRING (CardHolderName)
 DEFINE_INT (ExpirationQtyType)
 DEFINE_LENGTH (EncodedUnderlyingSecurityDescLen)
 DEFINE_STRING (QuoteReqID)
 DEFINE_NUMINGROUP (NoRelatedPartyAltSubIDs)
 DEFINE_INT (RiskProduct)
 DEFINE_STRING (RiskSecurityAltIDSource)
 DEFINE_STRING (PriceUnitOfMeasure)
 DEFINE_TZTIMESTAMP (TZTransactTime)
 DEFINE_INT (AllocHandlInst)
 DEFINE_CHAR (UnderlyingInstrumentPartyIDSource)
 DEFINE_FLOAT (CurrencyRatio)
 DEFINE_QTY (RefreshQty)
 DEFINE_INT (TradeRequestStatus)
 DEFINE_BOOLEAN (TrdRepIndicator)
 DEFINE_AMT (MiscFeeAmt)
 DEFINE_UTCTIMESTAMP (TradSesOpenTime)
 DEFINE_CHAR (PreallocMethod)
 DEFINE_INT (TaxAdvantageType)
 DEFINE_STRING (MessageEncoding)
 DEFINE_INT (RiskPutOrCall)
 DEFINE_STRING (RiskSecurityGroup)
 DEFINE_NUMINGROUP (NoPartySubIDs)
 DEFINE_STRING (SettlInstReqID)
 DEFINE_INT (LegRepoCollateralSecurityType)
 DEFINE_STRING (AffectedSecondaryOrderID)
 DEFINE_STRING (RiskSymbol)
 DEFINE_TZTIMEONLY (DerivativeMaturityTime)
 DEFINE_UTCTIMESTAMP (ExpireTime)
 DEFINE_FLOAT (UnderlyingFactor)
 DEFINE_UTCTIMESTAMP (OrigOrdModTime)
 DEFINE_NUMINGROUP (NoTrdRepIndicators)
 DEFINE_LOCALMKTDATE (DerivativeMaturityDate)
 DEFINE_STRING (DerivativeCFICode)
 DEFINE_INT (Nested2PartySubIDType)
 DEFINE_STRING (LegIOIQty)
 DEFINE_LOCALMKTDATE (ExpireDate)
 DEFINE_STRING (RiskSecurityType)
 DEFINE_NUMINGROUP (NoMatchRules)
 DEFINE_SEQNUM (ApplEndSeqNum)
 DEFINE_PRICE (EventPx)
 DEFINE_STRING (AsgnRptID)
 DEFINE_CHAR (TimeInForce)
 DEFINE_PRICE (LowPx)
 DEFINE_CHAR (IOIQualifier)
 DEFINE_STRING (WaveNo)
 DEFINE_STRING (RiskSeniority)
 DEFINE_INT (StrikePriceBoundaryMethod)
 DEFINE_LOCALMKTDATE (DerivativeIssueDate)
 DEFINE_STRING (MiscFeeType)
 DEFINE_STRING (QuoteID)
 DEFINE_BOOLEAN (RiskFlexibleIndicator)
 DEFINE_STRING (DerivativeInstrumentPartyIDSource)
 DEFINE_STRING (SettlObligID)
 DEFINE_STRING (InstrAttribValue)
 DEFINE_AMT (LiquidityValue)
 DEFINE_STRING (SecurityIDSource)
 DEFINE_INT (NewsRefType)
 DEFINE_NUMINGROUP (NoOfLegUnderlyings)
 DEFINE_DATA (DerivativeEncodedSecurityDesc)
 DEFINE_CHAR (TriggerOrderType)
 DEFINE_PRICE (UnderlyingDirtyPrice)
 DEFINE_INT (CrossType)
 DEFINE_INT (RepoCollateralSecurityType)
 DEFINE_STRING (Password)
 DEFINE_MULTIPLEVALUESTRING (OpenCloseSettleFlag)
 DEFINE_STRING (Subject)
 DEFINE_STRING (RefApplReqID)
 DEFINE_AMT (UnderlyingEndValue)
 DEFINE_SEQNUM (NewSeqNo)
 DEFINE_CHAR (OrigTradeHandlingInstr)
 DEFINE_QTY (DisplayHighQty)
 DEFINE_INT (MDBookType)
 DEFINE_AMT (MarginExcess)
 DEFINE_CHAR (BasisPxType)
 DEFINE_STRING (DlvyInst)
 DEFINE_STRING (ComplianceID)
 DEFINE_STRING (EmailThreadID)
 DEFINE_CURRENCY (ContAmtCurr)
 DEFINE_STRING (RelationshipRiskSecurityGroup)
 DEFINE_INT (ComplexEventType)
 DEFINE_INT (MassActionResponse)
 DEFINE_LOCALMKTDATE (UnderlyingIssueDate)
 DEFINE_INT (SecurityRequestType)
 DEFINE_AMT (AllocInterestAtMaturity)
 DEFINE_INT (ListRejectReason)
 DEFINE_STRING (DeskType)
 DEFINE_STRING (SecondaryTradeReportID)
 DEFINE_STRING (SettlType)
 DEFINE_CHAR (OpenClose)
 DEFINE_INT (ContractMultiplierUnit)
 DEFINE_PRICE (SecondaryLowLimitPrice)
 DEFINE_QTY (ExpQty)
 DEFINE_STRING (NetworkRequestID)
 DEFINE_INT (TrdType)
 DEFINE_NUMINGROUP (NoUnderlyings)
 DEFINE_EXCHANGE (MDMkt)
 DEFINE_EXCHANGE (LastMkt)
 DEFINE_STRING (RestructuringType)
 DEFINE_NUMINGROUP (NoStrikeRules)
 DEFINE_STRING (ListName)
 DEFINE_INT (ProgRptReqs)
 DEFINE_STRING (TradingSessionID)
 DEFINE_INT (ListOrderStatus)
 DEFINE_CHAR (RegistStatus)
 DEFINE_AMT (PosAmt)
 DEFINE_INT (UnderlyingPriceDeterminationMethod)
 DEFINE_NUMINGROUP (NoUnderlyingStips)
 DEFINE_UTCTIMESTAMP (TradSesPreCloseTime)
 DEFINE_CHAR (MassCancelRequestType)
 DEFINE_STRING (UnderlyingLegSecurityAltIDSource)
 DEFINE_STRING (SettlPartyID)
 DEFINE_NUMINGROUP (NoAffectedOrders)
 DEFINE_STRING (CashSettlAgentAcctNum)
 DEFINE_MONTHYEAR (UnderlyingLegMaturityMonthYear)
 DEFINE_INT (DerivativeSecurityListRequestType)
 DEFINE_NUMINGROUP (NoLotTypeRules)
 DEFINE_INT (NoDates)
 DEFINE_CHAR (CxlRejResponseTo)
 DEFINE_UTCTIMESTAMP (EffectiveTime)
 DEFINE_AMT (GrossTradeAmt)
 DEFINE_STRING (ContextPartyID)
 DEFINE_STRING (SecurityListDesc)
 DEFINE_STRING (NotAffectedOrderID)
 DEFINE_FLOAT (DerivativeStrikeValue)
 DEFINE_NUMINGROUP (NoPosAmt)
 DEFINE_STRING (LegCreditRating)
 DEFINE_STRING (RelationshipRiskInstrumentSettlType)
 DEFINE_PRICEOFFSET (BidForwardPoints2)
 DEFINE_LOCALMKTDATE (SettlDate)
 DEFINE_STRING (ClientID)
 DEFINE_INT (QuoteCancelType)
 DEFINE_STRING (StipulationType)
 DEFINE_AMT (OutMainCntryUIndex)
 DEFINE_CHAR (LegSettlmntTyp)
 DEFINE_NUMINGROUP (NoRelationshipRiskInstruments)
 DEFINE_INT (DerivativeNTPositionLimit)
 DEFINE_STRING (PriceQuoteMethod)
 DEFINE_PRICE (LowLimitPrice)
 DEFINE_STRING (LegUnitOfMeasure)
 DEFINE_INT (SessionRejectReason)
 DEFINE_STRING (PartyDetailsListReportID)
 DEFINE_INT (DeliveryType)
 DEFINE_PRICE (AllocPrice)
 DEFINE_NUMINGROUP (NoBidComponents)
 DEFINE_CHAR (QuoteQualifier)
 DEFINE_MULTIPLECHARVALUE (Scope)
 DEFINE_NUMINGROUP (NoSecurityAltID)
 DEFINE_STRING (RootPartySubID)
 DEFINE_STRING (DeliverToLocationID)
 DEFINE_CHAR (DeleteReason)
 DEFINE_PRICE (BidSpotRate)
 DEFINE_STRING (Nested4PartyID)
 DEFINE_BOOLEAN (InViewOfCommon)
 DEFINE_PRICE (UnderlyingSettlPrice)
 DEFINE_STRING (RegistRejReasonText)
 DEFINE_NUMINGROUP (NoSides)
 DEFINE_STRING (LegAllocAccount)
 DEFINE_NUMINGROUP (NoRelationshipRiskWarningLevels)
 DEFINE_INT (RelationshipRiskProduct)
 DEFINE_STRING (LegSecurityDesc)
 DEFINE_STRING (ClOrdLinkID)
 DEFINE_UTCTIMESTAMP (OrigSendingTime)
 DEFINE_LENGTH (EncodedLegIssuerLen)
 DEFINE_STRING (OrderID)
 DEFINE_STRING (SecurityType)
 DEFINE_CHAR (RoundingDirection)
 DEFINE_STRING (FillExecID)
 DEFINE_NUMINGROUP (NoEvents)
 DEFINE_QTY (RoundLot)
 DEFINE_QTY (MDEntrySize)
 DEFINE_LENGTH (EncodedIssuerLen)
 DEFINE_QTY (DerivativePriceUnitOfMeasureQty)
 DEFINE_STRING (TimeUnit)
 DEFINE_INT (TotNoOrders)
 DEFINE_STRING (PartyAltID)
 DEFINE_INT (LegSwapType)
 DEFINE_CHAR (IOITransType)
 DEFINE_LENGTH (RawDataLength)
 DEFINE_STRING (UnderlyingSecurityType)
 DEFINE_STRING (UnderlyingLegSecurityAltID)
 DEFINE_INT (SecurityReportID)
 DEFINE_INT (TotNumReports)
 DEFINE_INT (TotalNumPosReports)
 DEFINE_STRING (SecurityReqID)
 DEFINE_INT (PosReqResult)
 DEFINE_PRICEOFFSET (LegOfferForwardPoints)
 DEFINE_CURRENCY (AllowableOneSidednessCurr)
 DEFINE_STRING (AffectedOrderID)
 DEFINE_COUNTRY (UnderlyingCountryOfIssue)
 DEFINE_PERCENTAGE (UnderlyingRepurchaseRate)
 DEFINE_SEQNUM (LastMsgSeqNumProcessed)
 DEFINE_STRING (UnderlyingCFICode)
 DEFINE_CHAR (DerivativeOptAttribute)
 DEFINE_STRING (PegSecurityID)
 DEFINE_STRING (HostCrossID)
 DEFINE_CHAR (ExecInstValue)
 DEFINE_AMT (DerivativeOptPayAmount)
 DEFINE_PERCENTAGE (UnderlyingCouponRate)
 DEFINE_CHAR (SettlInstMode)
 DEFINE_STRING (SecurityAltIDSource)
 DEFINE_BOOLEAN (PreviouslyReported)
 DEFINE_CHAR (ContextPartyIDSource)
 DEFINE_STRING (RptSys)
 DEFINE_NUMINGROUP (NoNested2PartySubIDs)
 DEFINE_STRING (RefAllocID)
 DEFINE_QTY (DefOfferSize)
 DEFINE_STRING (ProductComplex)
 DEFINE_MULTIPLESTRINGVALUE (CustOrderHandlingInst)
 DEFINE_INT (MDPriceLevel)
 DEFINE_FLOAT (LegOptionRatio)
 DEFINE_STRING (SecurityStatus)
 DEFINE_STRING (LegRefID)
 DEFINE_PERCENTAGE (DividendYield)
 DEFINE_INT (DerivativeInstrumentPartySubIDType)
 DEFINE_PRICE (EndStrikePxRange)
 DEFINE_QTY (DisplayQty)
 DEFINE_STRING (LegSecuritySubType)
 DEFINE_CHAR (ProcessCode)
 DEFINE_MULTIPLECHARVALUE (ExecInst)
 DEFINE_UTCTIMESTAMP (TradSesEndTime)
 DEFINE_UTCTIMESTAMP (OrigTime)
 DEFINE_UTCTIMESTAMP (ExecValuationPoint)
 DEFINE_CHAR (ExecType)
 DEFINE_NUMINGROUP (NoRelatedContextPartySubIDs)
 DEFINE_INT (Nested4PartyRole)
 DEFINE_INT (MultilegModel)
 DEFINE_STRING (SecurityGroup)
 DEFINE_INT (EventType)
 DEFINE_INT (TradeAllocIndicator)
 DEFINE_LOCALMKTDATE (YieldCalcDate)
 DEFINE_AMT (ValueOfFutures)
 DEFINE_CHAR (LegSide)
 DEFINE_INT (UserStatus)
 DEFINE_AMT (SideValue1)
 DEFINE_QTY (CxlQty)
 DEFINE_STRING (SecurityResponseID)
 DEFINE_STRING (InstrRegistry)
 DEFINE_STRING (StreamAsgnRptID)
 DEFINE_INT (OrderDelayUnit)
 DEFINE_FLOAT (LegCurrencyRatio)
 DEFINE_PRICE (EndTickPriceRange)
 DEFINE_STRING (CollReqID)
 DEFINE_STRING (LegPool)
 DEFINE_QTY (ShortQty)
 DEFINE_AMT (SideValue2)
 DEFINE_BOOLEAN (TradedFlatSwitch)
 DEFINE_STRING (MassStatusReqID)
 DEFINE_UTCTIMESTAMP (ComplexEventEndDate)
 DEFINE_EXCHANGE (MarketID)
 DEFINE_LOCALMKTDATE (OrigTradeDate)
 DEFINE_BOOLEAN (PreTradeAnonymity)
 DEFINE_INT (TrdRptStatus)
 DEFINE_PERCENTAGE (DistribPercentage)
 DEFINE_INT (QuoteStatus)
 DEFINE_STRING (ClearingAccount)
 DEFINE_STRING (TrdMatchID)
 DEFINE_STRING (OrderInputDevice)
 DEFINE_BOOLEAN (SolicitedFlag)
 DEFINE_UTCTIMESTAMP (TransactTime)
 DEFINE_INT (RiskLimitType)
 DEFINE_INT (UnderlyingFlowScheduleType)
 DEFINE_STRING (UnderlyingStipValue)
 DEFINE_SEQNUM (NextExpectedMsgSeqNum)
 DEFINE_CURRENCY (BenchmarkCurveCurrency)
 DEFINE_STRING (CFICode)
 DEFINE_FLOAT (Factor)
 DEFINE_QTY (LastShares)
 DEFINE_INT (RequestedPartyRole)
 DEFINE_UTCTIMESTAMP (EventTime)
 DEFINE_INT (RootPartySubIDType)
 DEFINE_INT (ShortSaleReason)
 DEFINE_DATA (XmlData)
 DEFINE_STRING (RelationshipRiskSeniority)
 DEFINE_NUMINGROUP (NoTargetPartyIDs)
 DEFINE_NUMINGROUP (NoRootPartyIDs)
 DEFINE_LOCALMKTDATE (EventDate)
 DEFINE_INT (PegRoundDirection)
 DEFINE_LOCALMKTDATE (LegSettlDate)
 DEFINE_INT (ModelType)
 DEFINE_BOOLEAN (DefaultVerIndicator)
 DEFINE_STRING (FuturesValuationMethod)
 DEFINE_CHAR (SettlMethod)
 DEFINE_FLOAT (UnderlyingFXRate)
 DEFINE_INT (ConfirmStatus)
 DEFINE_BOOLEAN (LocateReqd)
 DEFINE_STRING (PosMaintRptID)
 DEFINE_INT (Adjustment)
 DEFINE_INT (StreamAsgnType)
 DEFINE_BOOLEAN (LastRptRequested)
 DEFINE_STRING (LocaleOfIssue)
 DEFINE_STRING (SenderSubID)
 DEFINE_PRICE (HighPx)
 DEFINE_AMT (AllocSettlCurrAmt)
 DEFINE_PERCENTAGE (ComplexEventPriceBoundaryPrecision)
 DEFINE_INT (InstrumentPartyRole)
 DEFINE_PRICE (YieldRedemptionPrice)
 DEFINE_QTY (CumQty)
 DEFINE_STRING (OrigClOrdID)
 DEFINE_STRING (SettlSessID)
 DEFINE_STRING (ParentMktSegmID)
 DEFINE_INT (TradeReportType)
 DEFINE_INT (AvgPrxPrecision)
 DEFINE_NUMINGROUP (NoLegs)
 DEFINE_STRING (UnderlyingSymbol)
 DEFINE_INT (ExerciseStyle)
 DEFINE_CHAR (HaltReasonChar)
 DEFINE_EXCHANGE (ExDestination)
 DEFINE_NUMINGROUP (NoPartyRelationships)
 DEFINE_CHAR (DerivativeInstrmtAssignmentMethod)
 DEFINE_STRING (UnderlyingIDSource)
 DEFINE_STRING (AdvId)
 DEFINE_UTCTIMESTAMP (TransBkdTime)
 DEFINE_PRICE (LegLastPx)
 DEFINE_NUMINGROUP (NoRiskWarningLevels)
 DEFINE_INT (AllocReportType)
 DEFINE_STRING (RegistDtls)
 DEFINE_INT (AllocType)
 DEFINE_INT (QuoteRequestRejectReason)
 DEFINE_STRING (UnderlyingUnitOfMeasure)
 DEFINE_STRING (IndividualAllocID)
 DEFINE_PRICE (LegOfferPx)
 DEFINE_INT (LiquidityIndType)
 DEFINE_UTCTIMESTAMP (HopSendingTime)
 DEFINE_AMT (RelationshipRiskLimitAmount)
 DEFINE_BOOLEAN (ApplResendFlag)
 DEFINE_PRICE (DerivativeCapPrice)
 DEFINE_STRING (RiskSecurityID)
 DEFINE_AMT (ComplexOptPayoutAmount)
 DEFINE_LANGUAGE (LanguageCode)
 DEFINE_STRING (SettlObligRefID)
 DEFINE_STRING (OrigTradeID)
 DEFINE_AMT (UnderlyingCollectAmount)
 DEFINE_INT (StatusValue)
 DEFINE_PRICE (OfferSpotRate)
 DEFINE_STRING (PosType)
 DEFINE_LOCALMKTDATE (UnderlyingRedemptionDate)
 DEFINE_STRING (SettlDepositoryCode)
 DEFINE_INT (StreamAsgnAckType)
 DEFINE_PRICE (FloorPrice)
 DEFINE_TZTIMEONLY (RiskMaturityTime)
 DEFINE_QTY (UnderlyingPriceUnitOfMeasureQty)
 DEFINE_FLOAT (FeeMultiplier)
 DEFINE_TZTIMEONLY (UnderlyingMaturityTime)
 DEFINE_STRING (ApplID)
 DEFINE_AMT (LegGrossTradeAmt)
 DEFINE_UTCDATEONLY (MDEntryDate)
 DEFINE_CURRENCY (LegBenchmarkCurveCurrency)
 DEFINE_INT (RiskInstrumentOperator)
 DEFINE_AMT (OptPayoutAmount)
 DEFINE_INT (MiscFeeBasis)
 DEFINE_UTCTIMESTAMP (ValidUntilTime)
 DEFINE_CHAR (OrdType)
 DEFINE_STRING (AdvRefID)
 DEFINE_STRING (HopCompID)
 DEFINE_STRING (PosMaintRptRefID)
 DEFINE_STRING (LegStipulationValue)
 DEFINE_STRING (MatchType)
 DEFINE_INT (OptPayoutType)
 DEFINE_STRING (UnderlyingPriceUnitOfMeasure)
 DEFINE_CHAR (MarketUpdateAction)
 DEFINE_INT (CollAsgnRejectReason)
 DEFINE_PRICE (PeggedRefPrice)
 DEFINE_INT (IndividualAllocType)
 DEFINE_AMT (EndCash)
 DEFINE_STRING (EventText)
 DEFINE_LOCALMKTDATE (ExDate)
 DEFINE_CHAR (NestedPartyIDSource)
 DEFINE_INT (GTBookingInst)
 DEFINE_STRING (DerivativeValuationMethod)
 DEFINE_INT (NumberOfOrders)
 DEFINE_INT (TrdRepPartyRole)
 DEFINE_PRICE (TriggerPrice)
 DEFINE_INT (MDReportID)
 DEFINE_STRING (SecondaryAllocID)
 DEFINE_QTY (LeavesQty)
 DEFINE_LOCALMKTDATE (CardStartDate)
 DEFINE_INT (LegCoveredOrUncovered)
 DEFINE_INT (PutOrCall)
 DEFINE_STRING (MatchAlgorithm)
 DEFINE_QTY (CalculatedCcyLastQty)
 DEFINE_CHAR (FundRenewWaiv)
 DEFINE_STRING (SecuritySettlAgentName)
 DEFINE_STRING (BidDescriptor)
 DEFINE_STRING (RelationshipRiskSecurityAltIDSource)
 DEFINE_STRING (MDStreamID)
 DEFINE_NUMINGROUP (NoAsgnReqs)
 DEFINE_PERCENTAGE (NotionalPercentageOutstanding)
 DEFINE_NUMINGROUP (NoSettlInst)
 DEFINE_STRING (SettlInstMsgID)
 DEFINE_BOOLEAN (ForexReq)
 DEFINE_STRING (TradSesReqID)
 DEFINE_PRICE (UnderlyingLegStrikePrice)
 DEFINE_INT (TickRuleType)
 DEFINE_CHAR (InstrmtAssignmentMethod)
 DEFINE_INT (DiscretionOffsetType)
 DEFINE_INT (ConfirmTransType)
 DEFINE_AMT (TotalTakedown)
 DEFINE_STRING (ResponseDestination)
 DEFINE_INT (MDSecSizeType)
 DEFINE_INT (InstrumentPartySubIDType)
 DEFINE_STRING (LegTimeUnit)
 DEFINE_STRING (TransferReason)
 DEFINE_INT (ApplQueueMax)
 DEFINE_FLOAT (DiscretionOffsetValue)
 DEFINE_STRING (BookingRefID)
 DEFINE_PRICE (LegBidPx)
 DEFINE_INT (ContextPartyRole)
 DEFINE_INT (TradSesEvent)
 DEFINE_INT (DerivativeProduct)
 DEFINE_INT (RootPartyRole)
 DEFINE_CHAR (DlvyInstType)
 DEFINE_NUMINGROUP (NoLinesOfText)
 DEFINE_STRING (PosReqID)
 DEFINE_STRING (LegSecurityAltIDSource)
 DEFINE_DATA (EncodedSubject)
 DEFINE_STRING (ContraBroker)
 DEFINE_MULTIPLESTRINGVALUE (TradeCondition)
 DEFINE_STRING (PartyID)
 DEFINE_STRING (MDEntryID)
 DEFINE_STRING (UnderlyingLegSecurityExchange)
 DEFINE_INT (PriceLimitType)
 DEFINE_STRING (TriggerSecurityIDSource)
 DEFINE_NUMINGROUP (NoUndlyInstrumentPartySubIDs)
 DEFINE_STRING (ClientBidID)
 DEFINE_PRICEOFFSET (NetChgPrevDay)
 DEFINE_STRING (DefaultApplVerID)
 DEFINE_STRING (IOIID)
 DEFINE_PRICEOFFSET (SpreadToBenchmark)
 DEFINE_CHAR (CommType)
 DEFINE_INT (RegistRejReasonCode)
 DEFINE_DATA (RelationshipRiskEncodedSecurityDesc)
 DEFINE_STRING (RelationshipRiskRestructuringType)
 DEFINE_UTCTIMESTAMP (SideTimeInForce)
 DEFINE_UTCTIMESTAMP (TrdRegTimestamp)
 DEFINE_MULTIPLECHARVALUE (FinancialStatus)
 DEFINE_NUMINGROUP (NoTrades)
 DEFINE_BOOLEAN (LastFragment)
 DEFINE_STRING (PartySubID)
 DEFINE_QTY (AllocQty)
 DEFINE_BOOLEAN (NotifyBrokerOfCredit)
 DEFINE_INT (SideTrdRegTimestampType)
 DEFINE_LOCALMKTDATE (AgreementDate)
 DEFINE_INT (PartySubIDType)
 DEFINE_AMT (TotalNetValue)
 DEFINE_INT (AllocNoOrdersType)
 DEFINE_STRING (AllocLinkID)
 DEFINE_FLOAT (RoundingModulus)
 DEFINE_STRING (OnBehalfOfCompID)
 DEFINE_STRING (UnderlyingSecurityID)
 DEFINE_STRING (SettlObligMsgID)
 DEFINE_INT (PositionLimit)
 DEFINE_AMT (SharedCommission)
 DEFINE_PERCENTAGE (AllowableOneSidednessPct)
 DEFINE_STRING (AllocText)
 DEFINE_SEQNUM (EndSeqNo)
 DEFINE_NUMINGROUP (NoPartyIDs)
 DEFINE_NUMINGROUP (NoContraBrokers)
 DEFINE_INT (AllocLinkType)
 DEFINE_PERCENTAGE (UnderlyingAllocationPercent)
 DEFINE_AMT (AllocAccruedInterestAmt)
 DEFINE_STRING (RiskSecuritySubType)
 DEFINE_DATA (EncodedSecurityListDesc)
 DEFINE_LENGTH (EncryptedPasswordLen)
 DEFINE_PERCENTAGE (LegDividendYield)
 DEFINE_BOOLEAN (RefreshIndicator)
 DEFINE_CURRENCY (SideSettlCurrency)
 DEFINE_INT (UnderlyingSettlementType)
 DEFINE_QTY (OrderCapacityQty)
 DEFINE_QTY (LongQty)
 DEFINE_NUMINGROUP (NoPartyAltIDs)
 DEFINE_CHAR (DerivativeSettlMethod)
 DEFINE_STRING (TriggerTradingSessionID)
 DEFINE_CHAR (DisplayMethod)
 DEFINE_INT (RptSeq)
 DEFINE_STRING (MDEntryOriginator)
 DEFINE_STRING (LegInstrRegistry)
 DEFINE_QTY (FillQty)
 DEFINE_STRING (PegSecurityIDSource)
 DEFINE_TZTIMEONLY (MaturityTime)
 DEFINE_STRING (MDFeedType)
 DEFINE_INT (CollStatus)
 DEFINE_STRING (UnderlyingSecuritySubType)
 DEFINE_STRING (CstmApplVerID)
 DEFINE_INT (DefaultApplExtID)
 DEFINE_NUMINGROUP (NoDerivativeSecurityAltID)
 DEFINE_INT (SideValueInd)
 DEFINE_DATA (EncodedText)
 DEFINE_STRING (Account)
 DEFINE_PRICE (TriggerNewPrice)
 DEFINE_INT (UndlyInstrumentPartyRole)
 DEFINE_CHAR (MsgDirection)
 DEFINE_LOCALMKTDATE (LegMaturityDate)
 DEFINE_INT (UnderlyingContractMultiplierUnit)
 DEFINE_STRING (InputSource)
 DEFINE_CHAR (MDUpdateAction)
 DEFINE_CHAR (MatchStatus)
 DEFINE_INT (RateSource)
 DEFINE_CHAR (AllocPositionEffect)
 DEFINE_CHAR (PartyIDSource)
 DEFINE_DATA (EncodedUnderlyingIssuer)
 DEFINE_NUMINGROUP (NoRequestedPartyRoles)
 DEFINE_DATA (EncryptedPassword)
 DEFINE_QTY (TriggerNewQty)
 DEFINE_PRICEOFFSET (LegLastForwardPoints)
 DEFINE_INT (TotNumTradeReports)
 DEFINE_STRING (RefApplVerID)
 DEFINE_PRICE (LastSpotRate)
 DEFINE_PRICE (Price)
 DEFINE_STRING (UnderlyingSecurityIDSource)
 DEFINE_INT (TotNoSecurityTypes)
 DEFINE_FLOAT (RelationshipRiskInstrumentMultiplier)
 DEFINE_NUMINGROUP (NoRiskInstruments)
 DEFINE_PRICE (ReportedPx)
 DEFINE_STRING (LegSymbol)
 DEFINE_STRING (LegIssuer)
 DEFINE_STRING (RegistDetls)
 DEFINE_STRING (UnderlyingLegSecurityID)
 DEFINE_QTY (MinLotSize)
 DEFINE_INT (NumTickets)
 DEFINE_STRING (LegLocaleOfIssue)
 DEFINE_BOOLEAN (ExchangeForPhysical)
 DEFINE_INT (SecurityTradingEvent)
 DEFINE_AMT (MinPriceIncrementAmount)
 DEFINE_AMT (UnderlyingPayAmount)
 DEFINE_STRING (SettlPartySubID)
 DEFINE_AMT (AllocNetMoney)
 DEFINE_DAYOFMONTH (UnderlyingMaturityDay)
 DEFINE_STRING (NetworkResponseID)
 DEFINE_INT (NumBidders)
 DEFINE_INT (AllocAcctIDSource)
 DEFINE_PRICE (AllocAvgPx)
 DEFINE_STRING (SecuritySettlAgentCode)
 DEFINE_NUMINGROUP (NoDistribInsts)
 DEFINE_BOOLEAN (CustDirectedOrder)
 DEFINE_AMT (FairValue)
 DEFINE_NUMINGROUP (NoStrikes)
 DEFINE_LENGTH (EncodedSecurityListDescLen)
 DEFINE_INT (LegExerciseStyle)
 DEFINE_STRING (DerivativeSymbolSfx)
 DEFINE_INT (NestedInstrAttribType)
 DEFINE_STRING (ContraTrader)
 DEFINE_STRING (RiskInstrumentSettlType)
 DEFINE_QTY (MDSecSize)
 DEFINE_NUMINGROUP (NoOfSecSizes)
 DEFINE_INT (CollAction)
 DEFINE_QTY (UnderlyingLastQty)
 DEFINE_BOOLEAN (PossDupFlag)
 DEFINE_INT (ListStatusType)
 DEFINE_STRING (SideFillStationCd)
 DEFINE_STRING (StatusText)
 DEFINE_LOCALMKTDATE (BasisFeatureDate)
 DEFINE_LENGTH (XmlDataLen)
 DEFINE_LOCALMKTDATE (UnderlyingMaturityDate)
 DEFINE_BOOLEAN (GapFillFlag)
 DEFINE_INT (RefApplExtID)
 DEFINE_STRING (RefApplID)
 DEFINE_NUMINGROUP (NoTradingSessionRules)
 DEFINE_PRICEOFFSET (SwapPoints)
 DEFINE_STRING (TargetStrategyParameters)
 DEFINE_PRICEOFFSET (LastForwardPoints)
 DEFINE_LOCALMKTDATE (YieldRedemptionDate)
 DEFINE_STRING (RelationshipRiskSecurityID)
 DEFINE_NUMINGROUP (NoSettlDetails)
 DEFINE_CHAR (TradeHandlingInstr)
 DEFINE_STRING (CashSettlAgentCode)
 DEFINE_INT (LegPriceType)
 DEFINE_LENGTH (EncodedListExecInstLen)
 DEFINE_INT (TradSesMethod)
 DEFINE_CURRENCY (RiskLimitCurrency)
 DEFINE_STRING (PartyDetailsListRequestID)
 DEFINE_STRING (AgreementID)
 DEFINE_CURRENCY (CashDistribCurr)
 DEFINE_PRICE (BidPx)
 DEFINE_CHAR (TradeType)
 DEFINE_LENGTH (EncodedSecurityDescLen)
 DEFINE_INT (ComplexEventCondition)
 DEFINE_INT (EncryptedPasswordMethod)
 DEFINE_STRING (DerivativeSecurityAltID)
 DEFINE_INT (TotNoAccQuotes)
 DEFINE_STRING (TimeBracket)
 DEFINE_NUMINGROUP (NoAllocs)
 DEFINE_INT (UnderlyingProduct)
 DEFINE_STRING (BenchmarkCurveName)
 DEFINE_STRING (UnderlyingSymbolSfx)
 DEFINE_PERCENTAGE (StrikePriceBoundaryPrecision)
 DEFINE_STRING (QuoteSetID)
 DEFINE_CHAR (CashMargin)
 DEFINE_CHAR (SettlObligTransType)
 DEFINE_INT (LegNumber)
 DEFINE_MULTIPLESTRINGVALUE (DeskOrderHandlingInst)
 DEFINE_CHAR (SettlPartyIDSource)
 DEFINE_PRICE (PriorSettlPrice)
 DEFINE_STRING (RelationshipRiskSecurityType)
 DEFINE_STRING (NotAffOrigClOrdID)
 DEFINE_STRING (TradingSessionDesc)
 DEFINE_PRICE (DerivativeFloorPrice)
 DEFINE_STRING (DerivativeSymbol)
 DEFINE_FLOAT (RiskFreeRate)
 DEFINE_INT (PosTransType)
 DEFINE_SEQNUM (MsgSeqNum)
 DEFINE_DATA (Signature)
 DEFINE_STRING (Seniority)
 DEFINE_NUMINGROUP (NoRateSources)
 DEFINE_QTY (PriceUnitOfMeasureQty)
 DEFINE_STRING (CollAsgnRefID)
 DEFINE_QTY (BuyVolume)
 DEFINE_CHAR (SettlCurrFxRateCalc)
 DEFINE_INT (PosMaintStatus)
 DEFINE_BOOLEAN (PriorSpreadIndicator)
 DEFINE_CHAR (Benchmark)
 DEFINE_INT (MaturityMonthYearFormat)
 DEFINE_STRING (UnderlyingTradingSessionID)
 DEFINE_INT (TotNoRelatedSym)
 DEFINE_STRING (StateOrProvinceOfIssue)
 DEFINE_STRING (RelatedPartyAltSubID)
 DEFINE_STRING (DerivativeInstrRegistry)
 DEFINE_PRICEOFFSET (LegBidForwardPoints)
 DEFINE_BOOLEAN (ManualOrderIndicator)
 DEFINE_AMT (NetMoney)
 DEFINE_BOOLEAN (LegalConfirm)
 DEFINE_COUNTRY (CountryOfIssue)
 DEFINE_INT (ApplReportType)
 DEFINE_STRING (RootPartyID)
 DEFINE_QTY (UnderlyingQty)
 DEFINE_INT (ApplQueueDepth)
 DEFINE_PRICE (StopPx)
 DEFINE_BOOLEAN (ReportToExch)
 DEFINE_BOOLEAN (ContraryInstructionIndicator)
 DEFINE_LENGTH (EncodedListStatusTextLen)
 DEFINE_STRING (DerivativeSecurityXMLSchema)
 DEFINE_NUMINGROUP (NoRelatedSym)
 DEFINE_INT (AllocRejCode)
 DEFINE_STRING (UnderlyingSecurityAltID)
 DEFINE_NUMINGROUP (NoRelationshipRiskSecurityAltID)
 DEFINE_INT (RefOrdIDReason)
 DEFINE_STRING (DerivativeInstrumentPartyID)
 DEFINE_STRING (SecurityXMLSchema)
 DEFINE_CHAR (RefOrderIDSource)
 DEFINE_INT (NTPositionLimit)
 DEFINE_AMT (EndAccruedInterestAmt)
 DEFINE_PERCENTAGE (AccruedInterestRate)
 DEFINE_CHAR (LastCapacity)
 DEFINE_CURRENCY (RelationshipRiskLimitCurrency)
 DEFINE_STRING (UnderlyingInstrumentPartySubID)
 DEFINE_NUMINGROUP (NoFills)
 DEFINE_NUMINGROUP (NoOrdTypeRules)
 DEFINE_STRING (InstrumentPartyID)
 DEFINE_PERCENTAGE (MarginRatio)
 DEFINE_INT (RefTagID)
 DEFINE_NUMINGROUP (NoRoutingIDs)
 DEFINE_PERCENTAGE (CouponRate)
 DEFINE_NUMINGROUP (NoApplIDs)
 DEFINE_MONTHYEAR (DerivativeContractSettlMonth)
 DEFINE_INT (InstrAttribType)
 DEFINE_INT (Product)
 DEFINE_QTY (AllocShares)
 DEFINE_NUMINGROUP (NoQuoteEntries)
 DEFINE_STRING (RelationshipRiskWarningLevelName)
 DEFINE_STRING (DefaultCstmApplVerID)
 DEFINE_INT (DerivativeListMethod)
 DEFINE_LENGTH (DerivativeSecurityXMLLen)
 DEFINE_LOCALMKTDATE (LegDatedDate)
 DEFINE_CHAR (Nested2PartyIDSource)
 DEFINE_STRING (UnderlyingInstrRegistry)
 DEFINE_LOCALMKTDATE (IssueDate)
 DEFINE_INT (SecurityTradingStatus)
 DEFINE_CHAR (LegOptAttribute)
 DEFINE_QTY (MaxFloor)
 DEFINE_STRING (DerivativeLocaleOfIssue)
 DEFINE_AMT (OptPayAmount)
 DEFINE_STRING (UnderlyingStipType)
 DEFINE_CHAR (Rule80A)
 DEFINE_INT (TotNoStrikes)
 DEFINE_MULTIPLECHARVALUE (CorporateAction)
 DEFINE_INT (TerminationType)
 DEFINE_PERCENTAGE (LegCouponRate)
 DEFINE_INT (PosMaintAction)
 DEFINE_NUMINGROUP (NoSecurityTypes)
 DEFINE_INT (ComplexEventPriceTimeType)
 DEFINE_PRICEOFFSET (LastSwapPoints)
 DEFINE_CHAR (UnderlyingFXRateCalc)
 DEFINE_STRING (ListStatusText)
 DEFINE_BOOLEAN (OddLot)
 DEFINE_CHAR (BookingUnit)
 DEFINE_STRING (LegAllocAcctIDSource)
 DEFINE_UTCTIMESTAMP (OnBehalfOfSendingTime)
 DEFINE_INT (AllocStatus)
 DEFINE_STRING (ReferencePage)
 DEFINE_CHAR (DerivativeExerciseStyle)
 DEFINE_SEQNUM (ApplBegSeqNum)
 DEFINE_STRING (CollRptID)
 DEFINE_INT (IncTaxInd)
 DEFINE_NUMINGROUP (NoBidDescriptors)
 DEFINE_LOCALMKTDATE (LegCouponPaymentDate)
 DEFINE_INT (TotNoPartyList)
 DEFINE_INT (PartyListResponseType)
 DEFINE_NUMINGROUP (NoUnderlyingLegSecurityAltID)
 DEFINE_BOOLEAN (ReversalIndicator)
 DEFINE_CHECKSUM (CheckSum)
 DEFINE_STRING (TargetSubID)
 DEFINE_INT (PosReqStatus)
 DEFINE_INT (PriorityIndicator)
 DEFINE_INT (ContextPartySubIDType)
 DEFINE_STRING (UnderlyingLegCFICode)
 DEFINE_STRING (DerivativeTimeUnit)
 DEFINE_NUMINGROUP (NoNested3PartyIDs)
 DEFINE_PERCENTAGE (LiquidityPctHigh)
 DEFINE_CHAR (MoneyLaunderingStatus)
 DEFINE_STRING (Nested4PartySubID)
 DEFINE_EXCHANGE (DerivativeSecurityExchange)
 DEFINE_CHAR (LotType)
 DEFINE_STRING (ContIntRptID)
 DEFINE_MULTIPLESTRINGVALUE (QuoteCondition)
 DEFINE_UTCTIMEONLY (ComplexEventStartTime)
 DEFINE_NUMINGROUP (NoComplexEvents)
 DEFINE_FLOAT (DerivativeContractMultiplier)
 DEFINE_STRING (DerivativeSecurityStatus)
 DEFINE_STRING (DerivativeProductComplex)
 DEFINE_STRING (TriggerSymbol)
 DEFINE_STRING (UnderlyingLocaleOfIssue)
 DEFINE_UTCTIMESTAMP (SendingTime)
 DEFINE_MONTHYEAR (RelationshipRiskMaturityMonthYear)
 DEFINE_CHAR (RelatedPartyAltIDSource)
 DEFINE_UTCTIMESTAMP (ComplexEventStartDate)
 DEFINE_STRING (UnderlyingRestructuringType)
 DEFINE_QTY (LegUnitOfMeasureQty)
 DEFINE_NUMINGROUP (NoTrdRegTimestamps)
 DEFINE_LOCALMKTDATE (SendingDate)
 DEFINE_INT (PartyRelationship)
 DEFINE_FLOAT (TimeToExpiration)
 DEFINE_QTY (LegAllocQty)
 DEFINE_STRING (SettlLocation)
 DEFINE_INT (UnderlyingExerciseStyle)
 DEFINE_STRING (CashSettlAgentContactName)
 DEFINE_PERCENTAGE (LegRepurchaseRate)
 DEFINE_STRING (ApplResponseID)
 DEFINE_NUMINGROUP (NoDerivativeInstrAttrib)
 DEFINE_FLOAT (DerivativeStrikeMultiplier)
 DEFINE_CURRENCY (LegStrikeCurrency)
 DEFINE_STRING (SecurityStatusReqID)
 DEFINE_LENGTH (SecureDataLen)
 DEFINE_INT (DiscretionScope)
 DEFINE_INT (OwnerType)
 DEFINE_QTY (Shares)
 DEFINE_PERCENTAGE (Yield)
 DEFINE_STRING (QuoteRespID)
 DEFINE_MONTHYEAR (RiskMaturityMonthYear)
 DEFINE_STRING (Nested3PartySubID)
 DEFINE_INT (ApplQueueResolution)
 DEFINE_STRING (TrdRegTimestampOrigin)
 DEFINE_INT (Nested2PartyRole)
 DEFINE_STRING (Nested2PartyID)
 DEFINE_QTY (BidSize)
 DEFINE_STRING (LegSymbolSfx)
 DEFINE_INT (QuoteResponseLevel)
 DEFINE_LENGTH (BodyLength)
 DEFINE_STRING (ListExecInst)
 DEFINE_CHAR (ExecAckStatus)
 DEFINE_LOCALMKTDATE (SettlDate2)
 DEFINE_INT (NetGrossInd)
 DEFINE_STRING (UnderlyingSecurityAltIDSource)
 DEFINE_STRING (TestReqID)
 DEFINE_CHAR (CxlType)
 DEFINE_STRING (UnderlyingCreditRating)
 DEFINE_INT (AvgPxPrecision)
 DEFINE_INT (BenchmarkPriceType)
 DEFINE_INT (DeskTypeSource)
 DEFINE_INT (DiscretionRoundDirection)
 DEFINE_STRING (OrigSecondaryTradeID)
 DEFINE_STRING (ReceivedDeptID)
 DEFINE_AMT (MaturityNetMoney)
 DEFINE_INT (BidDescriptorType)
 DEFINE_LENGTH (RiskEncodedSecurityDescLen)
 DEFINE_STRING (RelationshipRiskSymbol)
 DEFINE_NUMINGROUP (NoRelatedContextPartyIDs)
 DEFINE_STRING (DerivativeInstrumentPartySubID)
 DEFINE_INT (NetworkStatusResponseType)
 DEFINE_LOCALMKTDATE (DateOfBirth)
 DEFINE_INT (RelatedContextPartySubIDType)
 DEFINE_PRICE (StartStrikePxRange)
 DEFINE_STRING (UndlyInstrumentPartySubID)
 DEFINE_STRING (SecondaryTradeReportRefID)
 DEFINE_STRING (UnderlyingCPRegType)
 DEFINE_LENGTH (SignatureLength)
 DEFINE_QTY (OrderQty)
 DEFINE_PERCENTAGE (RelationshipRiskWarningLevelPercent)
 DEFINE_PERCENTAGE (OriginalNotionalPercentageOutstanding)
 DEFINE_STRING (UnderlyingTimeUnit)
 DEFINE_LENGTH (EncodedHeadlineLen)
 DEFINE_NUMINGROUP (NoRegistDtls)
 DEFINE_STRING (StrategyParameterValue)
 DEFINE_STRING (RiskSecurityDesc)
 DEFINE_NUMINGROUP (NoInstrumentParties)
 DEFINE_INT (QuoteType)
 DEFINE_NUMINGROUP (NoRiskSecurityAltID)
 DEFINE_NUMINGROUP (NoStrategyParameters)
 DEFINE_INT (IndividualAllocRejCode)
 DEFINE_CHAR (DiscretionInst)
 DEFINE_STRING (RiskSecurityAltID)
 DEFINE_INT (TargetPartyRole)
 DEFINE_INT (CrossPrioritization)
 DEFINE_DATA (EncodedListStatusText)
 DEFINE_CHAR (IOIOthSvc)
 DEFINE_LOCALMKTDATE (LegIssueDate)
 DEFINE_CHAR (MDReqRejReason)
 DEFINE_INT (RelationshipRiskPutOrCall)
 DEFINE_INT (ApplReqType)
 DEFINE_COUNTRY (Country)
 DEFINE_STRING (UnderlyingLegSecurityIDSource)
 DEFINE_BOOLEAN (FlexProductEligibilityIndicator)
 DEFINE_BOOLEAN (AggressorIndicator)
 DEFINE_FLOAT (ExecPriceAdjustment)
 DEFINE_INT (BusinessRejectReason)
 DEFINE_LOCALMKTDATE (TradeDate)
 DEFINE_INT (UnderlyingPutOrCall)
 DEFINE_STRING (RelationshipRiskSymbolSfx)
 DEFINE_INT (UnderlyingInstrumentPartyRole)
 DEFINE_INT (DerivativePositionLimit)
 DEFINE_STRING (TierCode)
 DEFINE_INT (BookingType)
 DEFINE_STRING (StipulationValue)
 DEFINE_FLOAT (SettlCurrBidFxRate)
std::ostream & operator<< (std::ostream &stream, const HttpMessage &message)
std::ostream & operator<< (std::ostream &stream, const Message &message)
MsgType identifyType (const std::string &message) throw ( MessageParseError )
 Parse the type of a message from a string.
bool operator< (const SessionID &lhs, const SessionID &rhs)
bool operator== (const SessionID &lhs, const SessionID &rhs)
bool operator!= (const SessionID &lhs, const SessionID &rhs)
std::ostream & operator<< (std::ostream &stream, const SessionID &sessionID)
std::istream & operator>> (std::istream &stream, SessionID &sessionID)
std::istream & operator>> (std::istream &stream, SessionSettings &s) throw ( ConfigError )
std::ostream & operator<< (std::ostream &stream, const SessionSettings &s)
bool isComment (const std::string &line)
bool isSection (const std::string &line)
std::string splitSection (const std::string &line)
bool isKeyValue (const std::string &line)
std::pair< std::string,
std::string > 
splitKeyValue (const std::string &line)
std::istream & operator>> (std::istream &stream, Settings &s)
void string_replace (const std::string &oldValue, const std::string &newValue, std::string &value)
std::string string_toUpper (const std::string &value)
std::string string_toLower (const std::string &value)
std::string string_strip (const std::string &value)
void socket_init ()
void socket_term ()
int socket_createAcceptor (int port, bool reuse)
int socket_createConnector ()
int socket_connect (int socket, const char *address, int port)
int socket_accept (int s)
int socket_send (int s, const char *msg, int length)
void socket_close (int s)
bool socket_fionread (int s, int &bytes)
bool socket_disconnected (int s)
int socket_setsockopt (int s, int opt)
int socket_setsockopt (int s, int opt, int optval)
int socket_getsockopt (int s, int opt, int &optval)
int socket_fcntl (int s, int opt, int arg)
int socket_getfcntlflag (int s, int arg)
int socket_setfcntlflag (int s, int arg)
void socket_setnonblock (int socket)
bool socket_isValid (int socket)
bool socket_isBad (int s)
void socket_invalidate (int &socket)
short socket_hostport (int socket)
const char * socket_hostname (int socket)
const char * socket_hostname (const char *name)
const char * socket_peername (int socket)
std::pair< int, int > socket_createpair ()
tm time_gmtime (const time_t *t)
tm time_localtime (const time_t *t)
bool thread_spawn (THREAD_START_ROUTINE func, void *var, thread_id &thread)
bool thread_spawn (THREAD_START_ROUTINE func, void *var)
void thread_join (thread_id thread)
void thread_detach (thread_id thread)
thread_id thread_self ()
void process_sleep (double s)
std::string file_separator ()
void file_mkdir (const char *path)
FILE * file_fopen (const char *path, const char *mode)
void file_fclose (FILE *file)
bool file_exists (const char *path)
void file_unlink (const char *path)
int file_rename (const char *oldpath, const char *newpath)
std::string file_appendpath (const std::string &path, const std::string &file)

Variables

const int DeliveryForm_BOOKENTRY = 1
const int DeliveryForm_BEARER = 2
const int DeliveryForm_BOOK_ENTRY = 1
const int ExecRestatementReason_GTRENEW = 1
const int ExecRestatementReason_WAREHOUSE_RECAP = 10
const int ExecRestatementReason_CANCELEDNOTBEST = 9
const int ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE = 7
const int ExecRestatementReason_CXLTRADINGHALT = 6
const int ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY = 5
const int ExecRestatementReason_GT_CORPORATE_ACTION = 0
const int ExecRestatementReason_PEG_REFRESH = 11
const int ExecRestatementReason_VERBAL = 2
const int ExecRestatementReason_CANCELED_NOT_BEST = 9
const int ExecRestatementReason_CANCEL_ON_TRADING_HALT = 6
const int ExecRestatementReason_REPX = 3
const int ExecRestatementReason_MRKTOPTION = 8
const int ExecRestatementReason_VERBAL_CHANGE = 2
const int ExecRestatementReason_PARTDEC = 5
const int ExecRestatementReason_CXLSYSTEMFAILURE = 7
const int ExecRestatementReason_GTCORPACT = 0
const int ExecRestatementReason_OTHER = 99
const int ExecRestatementReason_BROKER_OPTION = 4
const int ExecRestatementReason_WAREHOUSERECAP = 10
const int ExecRestatementReason_BRKROPT = 4
const int ExecRestatementReason_REPRICING_OF_ORDER = 3
const int ExecRestatementReason_MARKET = 8
const int ExecRestatementReason_GT_RENEWAL = 1
const int AllocIntermedReqType_PENDING_RELEASE = 2
const int AllocIntermedReqType_PENDING_REVERSAL = 3
const int AllocIntermedReqType_ACCOUNTLEVELREJECT = 6
const int AllocIntermedReqType_PENDINGACCEPT = 1
const int AllocIntermedReqType_BLOCK_LEVEL_REJECT = 5
const int AllocIntermedReqType_ACCOUNT_LEVEL_REJECT = 6
const int AllocIntermedReqType_BLOCKLEVELREJECT = 5
const int AllocIntermedReqType_PENDING_ACCEPT = 1
const int AllocIntermedReqType_PENDINGREVERSAL = 3
const int AllocIntermedReqType_PENDINGRELEASE = 2
const int AllocIntermedReqType_ACCEPT = 4
const int SecurityListTypeSource_GICS = 3
const int SecurityListTypeSource_NAICS = 2
const int SecurityListTypeSource_ICB = 1
const int CollInquiryQualifier_PARTIALLY_ASSIGNED = 5
const int CollInquiryQualifier_OUTSTANDING_TRADES = 7
const int CollInquiryQualifier_SUBSTITUTIONELIGIBLE = 3
const int CollInquiryQualifier_TRADE_DATE = 0
const int CollInquiryQualifier_FULLYASSIGNED = 6
const int CollInquiryQualifier_SUBSTITUTION_ELIGIBLE = 3
const int CollInquiryQualifier_FULLY_ASSIGNED = 6
const int CollInquiryQualifier_NOTASSIGNED = 4
const int CollInquiryQualifier_GCINSTRUMENT = 1
const int CollInquiryQualifier_NOT_ASSIGNED = 4
const int CollInquiryQualifier_COLLATERAL_INSTRUMENT = 2
const int CollInquiryQualifier_OUTSTANDINGTRADES = 7
const int CollInquiryQualifier_TRADEDATE = 0
const int CollInquiryQualifier_GC_INSTRUMENT = 1
const int CollInquiryQualifier_PARTIALLYASSIGNED = 5
const int CollInquiryQualifier_COLLATERALINSTRUMENT = 2
const int ContingencyType_ONE_UPDATES_THE_OTHER_4 = 4
const int ContingencyType_ONE_TRIGGERS_THE_OTHER = 2
const int ContingencyType_ONE_CANCELS_THE_OTHER = 1
const int ContingencyType_ONE_UPDATES_THE_OTHER_3 = 3
const char EmailType_NEW = '0'
const char EmailType_REPLY = '1'
const char EmailType_ADMIN_REPLY = '2'
const char EmailType_ADMINREPLY = '2'
const char IOIQltyInd_MEDIUM = 'M'
const char IOIQltyInd_HIGH = 'H'
const char IOIQltyInd_LOW = 'L'
const int MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY = 2
const int MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY = 1
const int MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY = 0
const int AccountType_ACCOUNTCUSTOMER = 1
const int AccountType_HOUSE_TRADER = 3
const int AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS = 1
const int AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2
const int AccountType_FLOOR_TRADER = 4
const int AccountType_JOINT_BACK_OFFICE_ACCOUNT = 8
const int AccountType_HOUSETRADER = 3
const int AccountType_FLOORTRADER = 4
const int AccountType_ACCOUNTNONCUSTOMERCROSS = 6
const int AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6
const int AccountType_ACCOUNTNONCUSTOMER = 2
const int AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS = 1
const int AccountType_HOUSETRADERCROSS = 7
const int AccountType_JOINTBOACCT = 8
const int AccountType_JOINT_BACKOFFICE_ACCOUNT = 8
const int AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7
const int HaltReasonInt_ADDITIONAL_INFORMATION = 3
const int HaltReasonInt_NEWS_PENDING = 4
const int HaltReasonInt_ORDER_INFLUX = 1
const int HaltReasonInt_NEWS_DISSEMINATION = 0
const int HaltReasonInt_EQUIPMENT_CHANGEOVER = 5
const int HaltReasonInt_ORDER_IMBALANCE = 2
const char ClearingFeeIndicator_3RDYEARDELEGATE [] = "3"
const char ClearingFeeIndicator_FULLASSOCIATEMEMBER [] = "F"
const char ClearingFeeIndicator_106H_AND_106J_FIRMS [] = "H"
const char ClearingFeeIndicator_4THYEARDELEGATE [] = "4"
const char ClearingFeeIndicator_5THYEARDELEGATE [] = "5"
const char ClearingFeeIndicator_EQUITYCLEARINGMEMBER [] = "E"
const char ClearingFeeIndicator_GIMIDEMCOMMEMBERSHIP [] = "I"
const char ClearingFeeIndicator_2NDYEARDELEGATE [] = "2"
const char ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "1"
const char ClearingFeeIndicator_1STYEARDELEGATE [] = "1"
const char ClearingFeeIndicator_106H106J [] = "H"
const char ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS [] = "I"
const char ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "2"
const char ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "4"
const char ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "3"
const char ClearingFeeIndicator_LESSEE_106F_EMPLOYEES [] = "L"
const char ClearingFeeIndicator_6THYEARDELEGATE [] = "9"
const char ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER [] = "C"
const char ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "5"
const char ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS [] = "F"
const char ClearingFeeIndicator_CBOE_MEMBER [] = "B"
const char ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "1"
const char ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "5"
const char ClearingFeeIndicator_NONMEMBERCUSTOMER [] = "C"
const char ClearingFeeIndicator_LESSEE_AND_106F_EMPLOYEES [] = "L"
const char ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR [] = "F"
const char ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "3"
const char ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "2"
const char ClearingFeeIndicator_CBOEMEMBER [] = "B"
const char ClearingFeeIndicator_LESSEE106F [] = "L"
const char ClearingFeeIndicator_ALLOTHERS [] = "M"
const char ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER [] = "E"
const char ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES [] = "M"
const char ClearingFeeIndicator_6TH_YEAR_AND_BEYOND_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "9"
const char ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "4"
const char ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "9"
const int BidType_DISCLOSED_STYLE = 2
const int BidType_NONDISC = 1
const int BidType_NO_BIDDING_PROCESS = 3
const int BidType_DISC = 2
const int BidType_DISCLOSED_SYTLE = 2
const int BidType_NOBID = 3
const int BidType_NON_DISCLOSED_STYLE = 1
const int QuotePriceType_PER_SHARE = 2
const int QuotePriceType_BASISPOINTSRELATIVETOBENCHMARK = 6
const int QuotePriceType_TEDPRICE = 7
const int QuotePriceType_PERSHARE = 2
const int QuotePriceType_YIELD = 10
const int QuotePriceType_FIXED_AMOUNT = 3
const int QuotePriceType_TED_YIELD = 8
const int QuotePriceType_PREMIUM = 5
const int QuotePriceType_FIXEDAMOUNT = 3
const int QuotePriceType_YIELDSPREADSWAPS = 9
const int QuotePriceType_TEDYIELD = 8
const int QuotePriceType_DISCOUNT = 4
const int QuotePriceType_YIELD_SPREAD = 9
const int QuotePriceType_TED_PRICE = 7
const int QuotePriceType_PERCENT = 1
const int QuotePriceType_SPREAD = 6
const int MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE = 4
const int MultilegPriceMethod_REVERSED_NET_PRICE = 1
const int MultilegPriceMethod_MULTIPLIED_PRICE = 5
const int MultilegPriceMethod_INDIVIDUAL = 3
const int MultilegPriceMethod_YIELD_DIFFERENCE = 2
const int MultilegPriceMethod_NET_PRICE = 0
const int ListMethod_PRE_LISTED_ONLY = 0
const int ListMethod_USER_REQUESTED = 1
const char MDImplicitDelete_NO = 'N'
const char MDImplicitDelete_YES = 'Y'
const int RoutingType_BLOCKLIST = 4
const int RoutingType_TARGET_LIST = 2
const int RoutingType_TARGET_FIRM = 1
const int RoutingType_TARGETFIRM = 1
const int RoutingType_TARGETLIST = 2
const int RoutingType_BLOCK_LIST = 4
const int RoutingType_BLOCK_FIRM = 3
const int RoutingType_BLOCKFIRM = 3
const char BidTradeType_RISKTRADE = 'R'
const char BidTradeType_VWAPGUARANTEE = 'G'
const char BidTradeType_AGENCY = 'A'
const char BidTradeType_GUARANTEEDCLOSE = 'J'
const char BidTradeType_VWAP_GUARANTEE = 'G'
const char BidTradeType_RISK_TRADE = 'R'
const char BidTradeType_GUARANTEED_CLOSE = 'J'
const int OrdRejReason_INCORRECT_ALLOCATED_QUANTITY = 14
const int OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER = 7
const int OrdRejReason_DUPLICATEVERBAL = 7
const int OrdRejReason_ORDER_EXCEEDS_LIMIT = 3
const int OrdRejReason_EXCHANGE_CLOSED = 2
const int OrdRejReason_DUPLICATE = 6
const int OrdRejReason_SURVEILLENCE_OPTION = 12
const int OrdRejReason_UNKNOWN_ORDER = 5
const int OrdRejReason_INCORRECTALLOCATEDQUANTITY = 14
const int OrdRejReason_TOOLATE = 4
const int OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11
const int OrdRejReason_DUPLICATE_ORDER = 6
const int OrdRejReason_TOO_LATE_TO_ENTER = 4
const int OrdRejReason_INCORRECT_QUANTITY = 13
const int OrdRejReason_UNKNOWNSYM = 1
const int OrdRejReason_STALE = 8
const int OrdRejReason_UNKNOWN_ACCOUNT = 15
const int OrdRejReason_INVALID_PRICE_INCREMENT = 18
const int OrdRejReason_BROKEROPT = 0
const int OrdRejReason_EXCEEDSLIM = 3
const int OrdRejReason_INVALID_INVESTOR_ID = 10
const int OrdRejReason_UNKNOWN_SYMBOL = 1
const int OrdRejReason_INCORRECTQUANTITY = 13
const int OrdRejReason_UNKNOWNACCOUNTS = 15
const int OrdRejReason_OTHER = 99
const int OrdRejReason_BROKER = 0
const int OrdRejReason_BROKER_OPTION = 0
const int OrdRejReason_SURVEILLENCE = 12
const int OrdRejReason_EXCHCLOSED = 2
const int OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 16
const int OrdRejReason_INVINVID = 10
const int OrdRejReason_UNSUPPORDERCHAR = 11
const int OrdRejReason_TRADEALONGREQ = 9
const int OrdRejReason_UNKNOWN = 5
const int OrdRejReason_TRADE_ALONG_REQUIRED = 9
const int OrdRejReason_STALE_ORDER = 8
const int MaturityMonthYearIncrementUnits_WEEKS = 2
const int MaturityMonthYearIncrementUnits_MONTHS = 0
const int MaturityMonthYearIncrementUnits_YEARS = 3
const int MaturityMonthYearIncrementUnits_DAYS = 1
const char DisplayWhen_EXHAUST = '2'
const char DisplayWhen_IMMEDIATE = '1'
const int ApplQueueAction_END_SESSION = 3
const int ApplQueueAction_QUEUEFLUSHED = 1
const int ApplQueueAction_QUEUE_FLUSHED = 1
const int ApplQueueAction_ENDSESSION = 3
const int ApplQueueAction_OVERLAYLAST = 2
const int ApplQueueAction_OVERLAY_LAST = 2
const int ApplQueueAction_NOACTIONTAKEN = 0
const int ApplQueueAction_NO_ACTION_TAKEN = 0
const char RegistTransType_REPLACE = '1'
const char RegistTransType_NEW = '0'
const char RegistTransType_CANCEL = '2'
const int PriceType_PRODUCT_TICKS_IN_HALFS = 13
const int PriceType_FIXEDCABINETTRADEPRICE = 10
const int PriceType_PER_SHARE = 2
const int PriceType_PCT = 1
const int PriceType_VARIABLECABINETTRADEPRICE = 11
const int PriceType_PRODUCT_TICKS_IN_FOURTHS = 14
const int PriceType_TEDPRICE = 7
const int PriceType_YIELD = 9
const int PriceType_TED_YIELD = 8
const int PriceType_PREMIUM = 5
const int PriceType_FIXED_AMOUNT = 3
const int PriceType_TEDYIELD = 8
const int PriceType_DISCOUNT = 4
const int PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS = 18
const int PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS = 19
const int PriceType_CPS = 2
const int PriceType_PERCENTAGE = 1
const int PriceType_PRODUCT_TICKS_IN_EIGHTS = 15
const int PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS = 17
const int PriceType_ABS = 3
const int PriceType_VARIABLE_CABINET_TRADE_PRICE = 11
const int PriceType_PER_UNIT = 2
const int PriceType_PRODUCT_TICKS_IN_SIXTEENTHS = 16
const int PriceType_TED_PRICE = 7
const int PriceType_FIXED_CABINET_TRADE_PRICE = 10
const int PriceType_SPREAD = 6
const int PriceType_BASIS_POINTS_RELATIVE_TO_BENCHMARK = 6
const int SettlObligMode_PRELIMINARY = 1
const int SettlObligMode_FINAL = 2
const char SecurityUpdateAction_DELETE = 'D'
const char SecurityUpdateAction_ADD = 'A'
const char SecurityUpdateAction_MODIFY = 'M'
const int NetworkRequestType_STOP_SUBSCRIBING = 4
const int NetworkRequestType_LEVELOFDETAIL = 8
const int NetworkRequestType_SUBSCRIBE = 2
const int NetworkRequestType_SNAPSHOT = 1
const int NetworkRequestType_STOPSUBSCRIBING = 4
const int NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED = 8
const int PartyRole_TRADER_MNEMONIC = 53
const int PartyRole_ACCEPTABLE_COUNTERPARTY = 56
const int PartyRole_HOST_COMPETENT_AUTHORITY = 68
const int PartyRole_CONTRATRADER = 37
const int PartyRole_EXECUTINGFIRM = 1
const int PartyRole_CUSTOMER_ACCOUNT = 24
const int PartyRole_POSITIONACCOUNT = 38
const int PartyRole_REPORT_ORIGINATOR = 62
const int PartyRole_CONTRAFIRM = 17
const int PartyRole_EXECUTION_VENUE = 73
const int PartyRole_INTERMEDIARY = 29
const int PartyRole_ORDER_ENTRY_OPERATOR_ID = 44
const int PartyRole_INTRODUCING_BROKER = 60
const int PartyRole_FOREIGN_FIRM = 46
const int PartyRole_HOME_COMPETENT_AUTHORITY = 69
const int PartyRole_EXECUTINGSYSTEM = 16
const int PartyRole_SECONDARY_ACCOUNT_NUMBER = 45
const int PartyRole_INVESTMENT_FIRM = 67
const int PartyRole_CONTRA_CLEARING_FIRM = 18
const int PartyRole_CONTRA_POSITION_ACCOUNT = 41
const int PartyRole_SYSTEMATIC_INTERNALISER = 63
const int PartyRole_EXCHANGE = 22
const int PartyRole_INTERNAL_CARRY_ACCOUNT = 43
const int PartyRole_LOCATE = 8
const int PartyRole_CORRESPONDENTCLEARINGORGANIZATION = 25
const int PartyRole_ORDER_ORIGINATION_TRADER = 11
const int PartyRole_SUB_CUSTODIAN = 31
const int PartyRole_ENTERING_UNIT = 58
const int PartyRole_STEP_OUT_FIRM = 80
const int PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION = 71
const int PartyRole_SENDER_LOCATION = 54
const int PartyRole_REGULATED_MARKET = 65
const int PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY = 85
const int PartyRole_SETTLEMENTLOCATION = 10
const int PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY = 70
const int PartyRole_QUOTE_ORIGINATOR = 61
const int PartyRole_CLEARING_ORGANIZATION = 21
const int PartyRole_SESSION_ID = 55
const int PartyRole_MARKET_MAKER = 66
const int PartyRole_INTERESTED_PARTY = 33
const int PartyRole_TRANSFER_TO_FIRM = 40
const int PartyRole_CONTRA_TRADER = 37
const int PartyRole_ENTERINGTRADER = 36
const int PartyRole_ENTERING_TRADER = 36
const int PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT = 52
const int PartyRole_BENEFICIARY = 32
const int PartyRole_CONTRA_INVESTOR_ID = 39
const int PartyRole_FORIEGN_FIRM = 46
const int PartyRole_SETTLEMENT_LOCATION = 10
const int PartyRole_CLEARINGORGANIZATION = 21
const int PartyRole_EXECUTING_SYSTEM = 16
const int PartyRole_CLEARING_FIRM = 4
const int PartyRole_PLEDGEE_ACCOUNT = 51
const int PartyRole_CLIENT_ID = 3
const int PartyRole_ENTERING_FIRM = 7
const int PartyRole_ALLOCENTITY = 39
const int PartyRole_INVESTOR_ID = 5
const int PartyRole_CLEARINGFIRM = 4
const int PartyRole_CORRESPONDANT_CLEARING_FIRM = 15
const int PartyRole_SUBCUSTODIAN = 31
const int PartyRole_BUYER_SELLER = 27
const int PartyRole_CLEARING_ACCOUNT = 83
const int PartyRole_ENTERINGFIRM = 7
const int PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES = 79
const int PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION = 25
const int PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY = 84
const int PartyRole_CUSTOMERACCOUNT = 24
const int PartyRole_MARKET_DATA_ENTRY_ORIGINATOR = 74
const int PartyRole_INTRODUCINGFIRM = 6
const int PartyRole_EXECUTING_UNIT = 59
const int PartyRole_CENTRAL_REGISTRATION_DEPOSITORY = 82
const int PartyRole_INTERESTEDPARTY = 33
const int PartyRole_LOCATION_ID = 75
const int PartyRole_ORDERORIGINATOR = 13
const int PartyRole_CORRESPONDENT_BROKER = 26
const int PartyRole_ASSET_MANAGER = 49
const int PartyRole_MULTILATERAL_TRADING_FACILITY = 64
const int PartyRole_SPONSORINGFIRM = 19
const int PartyRole_ORDER_ORIGINATION_FIRM = 13
const int PartyRole_CONTRA_EXCHANGE = 42
const int PartyRole_INVESTORID = 5
const int PartyRole_FUNDMANAGER = 9
const int PartyRole_REGULATORYBODY = 34
const int PartyRole_CONTRA_FIRM = 17
const int PartyRole_BROKER_OF_CREDIT = 2
const int PartyRole_LIQUIDITYPROVIDER = 35
const int PartyRole_GIVEUPCLEARINGFIRM = 14
const int PartyRole_CONTRACLEARINGFIRM = 18
const int PartyRole_CLAIMING_ACCOUNT = 48
const int PartyRole_INTRODUCING_FIRM = 6
const int PartyRole_GIVEUP_CLEARING_FIRM = 14
const int PartyRole_EXECUTINGTRADER = 12
const int PartyRole_UNDERLYING_CONTRA_FIRM = 20
const int PartyRole_EXECUTING_FIRM = 1
const int PartyRole_AGENT = 30
const int PartyRole_LIQUIDITY_PROVIDER = 35
const int PartyRole_POSITION_ACCOUNT = 38
const int PartyRole_BROKEROFCREDIT = 2
const int PartyRole_THIRD_PARTY_ALLOCATION_FIRM = 47
const int PartyRole_CLIENTID = 3
const int PartyRole_PLEDGOR_ACCOUNT = 50
const int PartyRole_REPORTING_INTERMEDIARY = 72
const int PartyRole_EXECUTING_TRADER = 12
const int PartyRole_CUSTODIAN = 28
const int PartyRole_BROKERCLEARINGID = 81
const int PartyRole_CORRESPONDENTBROKER = 26
const int PartyRole_LOCATE_LENDING_FIRM = 8
const int PartyRole_INITIATINGTRADER = 11
const int PartyRole_REGULATORY_BODY = 34
const int PartyRole_UNACCEPTABLE_COUNTERPARTY = 57
const int PartyRole_CORRESPONDANTCLEARINGFIRM = 15
const int PartyRole_FUND_MANAGER_CLIENT_ID = 9
const int PartyRole_BUYERSELLERRECEIVERDELIVERER = 27
const int PartyRole_DESK_ID = 76
const int PartyRole_ALLOCATION_ENTITY = 78
const int PartyRole_MARKET_DATA_MARKET = 77
const int PartyRole_SPONSORING_FIRM = 19
const int PartyRole_LOCATELENDINGFIRM = 8
const int PartyRole_UNDRCONTRAFIRM = 20
const char AssignmentMethod_PRO_RATA = 'P'
const char AssignmentMethod_RANDOM = 'R'
const char AssignmentMethod_PRORATA = 'P'
const int StrategyParameterType_MONTHYEAR = 18
const int StrategyParameterType_TZTIMEONLY = 27
const int StrategyParameterType_PRICE = 8
const int StrategyParameterType_QTY = 7
const int StrategyParameterType_BOOLEAN = 13
const int StrategyParameterType_MULTIPLECHARVALUE = 15
const int StrategyParameterType_CHAR = 12
const int StrategyParameterType_NUMINGROUP = 3
const int StrategyParameterType_TAGNUM = 5
const int StrategyParameterType_COUNTRY = 25
const int StrategyParameterType_TENOR = 29
const int StrategyParameterType_LOCALMKTTIME = 21
const int StrategyParameterType_INT = 1
const int StrategyParameterType_LOCALMKTDATE = 21
const int StrategyParameterType_EXCHANGE = 17
const int StrategyParameterType_LANGUAGE = 26
const int StrategyParameterType_MONTH_YEAR = 18
const int StrategyParameterType_PERCENTAGE = 11
const int StrategyParameterType_LENGTH = 2
const int StrategyParameterType_TZTIMESTAMP = 28
const int StrategyParameterType_MULTIPLESTRINGVALUE = 24
const int StrategyParameterType_UTCTIMESTAMP = 19
const int StrategyParameterType_DATA = 23
const int StrategyParameterType_CURRENCY = 16
const int StrategyParameterType_STRING = 14
const int StrategyParameterType_AMT = 10
const int StrategyParameterType_FLOAT = 6
const int StrategyParameterType_UTCDATE = 22
const int StrategyParameterType_UTCTIMEONLY = 20
const int StrategyParameterType_SEQNUM = 4
const int StrategyParameterType_UTCDATEONLY = 22
const int StrategyParameterType_PRICEOFFSET = 9
const int EncryptMethod_PGP_DES_MD5 = 5
const int EncryptMethod_PGPDESMD5SEEAPPNOTEONFIXWEBSITE = 5
const int EncryptMethod_PKCS_DES = 3
const int EncryptMethod_NONEOTHER = 0
const int EncryptMethod_PKCSDESPROPRIETARY = 3
const int EncryptMethod_PGPDESDEFUNCT = 4
const int EncryptMethod_PEMDESMD5SEEAPPNOTEONFIXWEBSITENAFORFIXMLNOTUSED = 6
const int EncryptMethod_PKCS = 1
const int EncryptMethod_PGP_DES = 4
const int EncryptMethod_NONE = 0
const int EncryptMethod_DES = 2
const int EncryptMethod_PKCSPROPRIETARY = 1
const int EncryptMethod_NONE_OTHER = 0
const int EncryptMethod_DESECBMODE = 2
const int EncryptMethod_PEM_DES_MD5 = 6
const char PosAmtType_ACCRUED_COUPON_AMOUNT [] = "ACPN"
const char PosAmtType_PREMIUM_AMOUNT [] = "PREM"
const char PosAmtType_STARTOFDAYMARKTOMARKETAMOUNT [] = "SMTM"
const char PosAmtType_INCREMENTALMARKTOMARKETAMOUNT [] = "IMTM"
const char PosAmtType_CASHAMOUNTCORPORATEEVENT [] = "CASH"
const char PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET [] = "ICMTM"
const char PosAmtType_TOTAL_BANKED_AMOUNT [] = "BANK"
const char PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT [] = "FMTM"
const char PosAmtType_SETTLEMENT_VALUE [] = "SETL"
const char PosAmtType_VALUEADJUSTEDAMOUNT [] = "VADJ"
const char PosAmtType_CASH_AMOUNT [] = "CASH"
const char PosAmtType_PREMIUMAMOUNT [] = "PREM"
const char PosAmtType_INITIAL_TRADE_COUPON_AMOUNT [] = "ICPN"
const char PosAmtType_INCREMENTAL_ACCRUED_COUPON [] = "IACPN"
const char PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT [] = "SMTM"
const char PosAmtType_VALUE_ADJUSTED_AMOUNT [] = "VADJ"
const char PosAmtType_CASHRESIDUALAMOUNT [] = "CRES"
const char PosAmtType_COLLATERALIZED_MARK_TO_MARKET [] = "CMTM"
const char PosAmtType_CASH_RESIDUAL_AMOUNT [] = "CRES"
const char PosAmtType_COMPENSATION_AMOUNT [] = "DLV"
const char PosAmtType_TRADE_VARIATION_AMOUNT [] = "TVAR"
const char PosAmtType_TRADEVARIATIONAMOUNT [] = "TVAR"
const char PosAmtType_FINALMARKTOMARKETAMOUNT [] = "FMTM"
const char PosAmtType_COUPON_AMOUNT [] = "CPN"
const char PosAmtType_TOTAL_COLLATERALIZED_AMOUNT [] = "COLAT"
const char PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT [] = "IMTM"
const char ResetSeqNumFlag_NO = 'N'
const char ResetSeqNumFlag_YES = 'Y'
const int CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED = 7
const int CollInquiryResult_NOCOLLATERALFOUNDFORTHEORDERSPECIFIED = 7
const int CollInquiryResult_NOCOLLATERALFOUNDFORTHETRADESPECIFIED = 6
const int CollInquiryResult_INVALIDORUNKNOWNINSTRUMENT = 1
const int CollInquiryResult_INVALID_DESTINATION_REQUESTED = 5
const int CollInquiryResult_INVALIDORUNKNOWNCOLLATERALTYPE = 2
const int CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY = 9
const int CollInquiryResult_INVALIDTRANSPORTTYPEREQUESTED = 4
const int CollInquiryResult_INVALIDPARTIES = 3
const int CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE = 2
const int CollInquiryResult_INVALIDDESTINATIONREQUESTED = 5
const int CollInquiryResult_SUCCESSFUL = 0
const int CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1
const int CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED = 8
const int CollInquiryResult_OTHER = 99
const int CollInquiryResult_UNAUTHORIZEDFORCOLLATERALINQUIRY = 9
const int CollInquiryResult_COLLATERALINQUIRYTYPENOTSUPPORTED = 8
const int CollInquiryResult_INVALID_PARTIES = 3
const int CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4
const int CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED = 6
const int CollAsgnRespType_DECLINED = 2
const int CollAsgnRespType_RECEIVED = 0
const int CollAsgnRespType_REJECTED = 3
const int CollAsgnRespType_ACCEPTED = 1
const char UnsolicitedIndicator_NO = 'N'
const char UnsolicitedIndicator_YES = 'Y'
const int QuoteEntryRejectReason_UNKNWNSYM = 1
const int QuoteEntryRejectReason_EXCHCLSD = 2
const int QuoteEntryRejectReason_EXHCNAGE = 2
const int QuoteEntryRejectReason_DUPORD = 6
const int QuoteEntryRejectReason_INVALID_PRICE = 8
const int QuoteEntryRejectReason_TOOLATE = 4
const int QuoteEntryRejectReason_INVBIDASK = 7
const int QuoteEntryRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9
const int QuoteEntryRejectReason_TOO_LATE_TO_ENTER = 4
const int QuoteEntryRejectReason_QUOTE_EXCEEDS_LIMIT = 3
const int QuoteEntryRejectReason_ORDEXCLIM = 3
const int QuoteEntryRejectReason_UNKNORD = 5
const int QuoteEntryRejectReason_INVPX = 8
const int QuoteEntryRejectReason_EXCHANGE = 2
const int QuoteEntryRejectReason_UNKNOWN_SYMBOL = 1
const int QuoteEntryRejectReason_NOTAUTH = 9
const int QuoteEntryRejectReason_OTHER = 99
const int QuoteEntryRejectReason_INVALID_BID_ASK_SPREAD = 7
const int QuoteEntryRejectReason_UNKNOWN_QUOTE = 5
const int QuoteEntryRejectReason_DUPLICATE_QUOTE = 6
const char OrderCapacity_PROPRIETARY = 'G'
const char OrderCapacity_RISKLESS_PRINCIPAL = 'R'
const char OrderCapacity_AGENT_FOR_OTHER_MEMBER = 'W'
const char OrderCapacity_PRINCIPAL = 'P'
const char OrderCapacity_AGENCY = 'A'
const char OrderCapacity_INDIVIDUAL = 'I'
const char OrderCapacity_AGENTOTHERMEMBER = 'W'
const char OrderCapacity_RISKLESSPRINCIPAL = 'R'
const int QuoteAckStatus_CANCELED_FOR_UNDERLYING = 3
const int QuoteAckStatus_CANCELED_ALL = 4
const int QuoteAckStatus_CANCELED_FOR_SECURITY_TYPE = 2
const int QuoteAckStatus_REJECTED = 5
const int QuoteAckStatus_CANCELED_FOR_SYMBOL = 1
const int QuoteAckStatus_ACCEPTED = 0
const int UserRequestType_CHANGE_PASSWORD_FOR_USER = 3
const int UserRequestType_CHANGEPASSWORDFORUSER = 3
const int UserRequestType_LOGOFFUSER = 2
const int UserRequestType_LOG_OFF_USER = 2
const int UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS = 4
const int UserRequestType_REQUESTINDIVIDUALUSERSTATUS = 4
const int UserRequestType_LOGONUSER = 1
const int UserRequestType_LOG_ON_USER = 1
const int TradeReportTransType_REPLACE = 2
const int TradeReportTransType_NEW = 0
const int TradeReportTransType_REVERSE = 4
const int TradeReportTransType_CANCEL = 1
const int TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE = 5
const int TradeReportTransType_RELEASE = 3
const char AdvSide_CROSS = 'X'
const char AdvSide_TRADE = 'T'
const char AdvSide_BUY = 'B'
const char AdvSide_SELL = 'S'
const int CoveredOrUncovered_COVERED = 0
const int CoveredOrUncovered_UNCOVERED = 1
const int AcctIDSource_TFMGSPTA = 3
const int AcctIDSource_TFM = 3
const int AcctIDSource_DTCCCODE = 5
const int AcctIDSource_SIDCODE = 2
const int AcctIDSource_OMGEOALERTID = 4
const int AcctIDSource_BIC = 1
const int AcctIDSource_OTHER = 99
const int AcctIDSource_OMGEO = 4
const int AcctIDSource_SID_CODE = 2
const int AcctIDSource_DTCC_CODE = 5
const int TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA = 2
const int TradeRequestType_ALL_TRADES = 0
const int TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST = 1
const int TradeRequestType_UNREPORTEDTRADES = 3
const int TradeRequestType_ALLTRADES = 0
const int TradeRequestType_ADVISORIESMATCH = 4
const int TradeRequestType_MATCHEDTRADES = 1
const int TradeRequestType_UNMATCHEDTRADES = 2
const int TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA = 3
const int TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA = 4
const int TradSesStatus_PRECLOSE = 5
const int TradSesStatus_HALTED = 1
const int TradSesStatus_REQREJ = 6
const int TradSesStatus_REQUEST_REJECTED = 6
const int TradSesStatus_OPEN = 2
const int TradSesStatus_PREOPEN = 4
const int TradSesStatus_PRE_OPEN = 4
const int TradSesStatus_UNKNOWN = 0
const int TradSesStatus_PRE_CLOSE = 5
const int TradSesStatus_CLOSED = 3
const int PegPriceType_LAST_PEG = 1
const int PegPriceType_PRIMARY_PEG = 5
const int PegPriceType_OPENING_PEG = 3
const int PegPriceType_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 6
const int PegPriceType_TRAILING_STOP_PEG = 8
const int PegPriceType_PEG_TO_LIMIT_PRICE = 9
const int PegPriceType_MID_PRICE_PEG = 2
const int PegPriceType_MARKET_PEG = 4
const int PegPriceType_PEG_TO_VWAP = 7
const int StreamAsgnRejReason_NO_AVAILABLE_STREAM = 3
const int StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE = 1
const int StreamAsgnRejReason_UNKNOWN_CLIENT = 0
const int StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR = 2
const int StreamAsgnRejReason_OTHER = 99
const char ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT [] = "FUTDA"
const char ValuationMethod_PREMIUM_STYLE [] = "EQTY"
const char ValuationMethod_CDS_IN_DELIVERY [] = "CDSD"
const char ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON [] = "CDS"
const char ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET [] = "FUT"
const char TriggerType_SPECIFIED_TRADING_SESSION = '2'
const char TriggerType_NEXT_AUCTION = '3'
const char TriggerType_PRICE_MOVEMENT = '4'
const char TriggerType_PARTIAL_EXECUTION = '1'
const char PriceProtectionScope_LOCAL = '1'
const char PriceProtectionScope_NONE = '0'
const char PriceProtectionScope_GLOBAL = '3'
const char PriceProtectionScope_NATIONAL = '2'
const int TradeReportRejectReason_SUCCESSFULDEFAULT = 0
const int TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES = 3
const int TradeReportRejectReason_SUCCESSFUL = 0
const int TradeReportRejectReason_INVALID_PARTY_ONFORMATION = 1
const int TradeReportRejectReason_UNKNOWN_INSTRUMENT = 2
const int TradeReportRejectReason_OTHER = 99
const int TradeReportRejectReason_INVALIDTRADETYPE = 4
const int TradeReportRejectReason_UNKNOWNINSTRUMENT = 2
const int TradeReportRejectReason_INVALID_TRADE_TYPE = 4
const int TradeReportRejectReason_UNAUTHORIZEDTOREPORTTRADES = 3
const int TradeReportRejectReason_INVALIDPARTYINFORMATION = 1
const int SecurityListType_NEWSPAPER_LIST = 4
const int SecurityListType_TRADING_LIST = 2
const int SecurityListType_INDUSTRY_CLASSIFICATION = 1
const int SecurityListType_MARKET = 3
const int QuoteRejectReason_QUOTE_LOCKED = 11
const int QuoteRejectReason_UNKNSYM = 1
const int QuoteRejectReason_EXCHCLSD = 2
const int QuoteRejectReason_DUPORD = 6
const int QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 13
const int QuoteRejectReason_INVALID_PRICE = 8
const int QuoteRejectReason_TOOLATE = 4
const int QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9
const int QuoteRejectReason_TOO_LATE_TO_ENTER = 4
const int QuoteRejectReason_UNKNORD = 5
const int QuoteRejectReason_INVPX = 8
const int QuoteRejectReason_EXCHANGE = 2
const int QuoteRejectReason_INVSPREAD = 7
const int QuoteRejectReason_UNKNOWN_SYMBOL = 1
const int QuoteRejectReason_NOTAUTH = 9
const int QuoteRejectReason_OTHER = 99
const int QuoteRejectReason_INVALID_BID_ASK_SPREAD = 7
const int QuoteRejectReason_UNKNOWN_QUOTE = 5
const int QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 12
const int QuoteRejectReason_ORDEXLIM = 3
const int QuoteRejectReason_DUPLICATE_QUOTE = 6
const int QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 10
const int QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3
const char PossResend_NO = 'N'
const char PossResend_YES = 'Y'
const int QuantityType_SHARES = 1
const int QuantityType_CURRENTFACE = 3
const int QuantityType_PAR = 8
const int QuantityType_BONDS = 2
const int QuantityType_ORIGINALFACE = 4
const int QuantityType_CONTRACTS = 6
const int QuantityType_OTHER = 7
const int QuantityType_CURRENCY = 5
const int ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 4
const int ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE = 3
const int ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE = 1
const int ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE = 5
const int ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 2
const int ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT = 3
const int ImpliedMarketIndicator_NOT_IMPLIED = 0
const int ImpliedMarketIndicator_IMPLIED_OUT = 2
const int ImpliedMarketIndicator_IMPLIED_IN = 1
const int QuoteRequestType_AUTOMATIC = 2
const int QuoteRequestType_MAN = 1
const int QuoteRequestType_AUTO = 2
const int QuoteRequestType_MANUAL = 1
const int SecurityRequestResult_INSTRUMENTUNAVAILABLE = 4
const int SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2
const int SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA = 3
const int SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE = 4
const int SecurityRequestResult_VALID_REQUEST = 0
const int SecurityRequestResult_VALIDREQ = 0
const int SecurityRequestResult_NOINSTRUMENTSFOUND = 2
const int SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1
const int SecurityRequestResult_NOTAUTHORIZED = 3
const int SecurityRequestResult_NOTSUPPORTED = 5
const int SecurityRequestResult_INVALIDREQ = 1
const int SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED = 5
const char OrderRestrictions_ISSUER_HOLDING = 'B'
const char OrderRestrictions_NON_INDEXARBITRAGE = '3'
const char OrderRestrictions_EXMRKTPART = '8'
const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY = '5'
const char OrderRestrictions_NON_ALGORITHMIC = 'D'
const char OrderRestrictions_EXTNERAL_INTER_CONNECTED_MARKET_LINKAGE = '9'
const char OrderRestrictions_NON_INDEX_ARBITRAGE = '3'
const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY = '6'
const char OrderRestrictions_PROGRAM_TRADE = '1'
const char OrderRestrictions_ISSUE_PRICE_STABILIZATION = 'C'
const char OrderRestrictions_INDEXARBITRAGE = '2'
const char OrderRestrictions_ACTMMDERIV = '6'
const char OrderRestrictions_FORENTITY = '7'
const char OrderRestrictions_CROSS = 'F'
const char OrderRestrictions_PROGRAMTRADE = '1'
const char OrderRestrictions_RISKARB = 'A'
const char OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE = '9'
const char OrderRestrictions_FOREIGN_ENTITY = '7'
const char OrderRestrictions_COMPETINGMARKETMAKER = '4'
const char OrderRestrictions_EXINTMRKTLINK = '9'
const char OrderRestrictions_INDEX_ARBITRAGE = '2'
const char OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT = '8'
const char OrderRestrictions_ALGORITHMIC = 'E'
const char OrderRestrictions_ACTMM = '5'
const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY = '6'
const char OrderRestrictions_RISKLESS_ARBITRAGE = 'A'
const char OrderRestrictions_COMPETING_MARKET_MAKER = '4'
const char ListExecInstType_WAIT_FOR_EXECUT_INSTRUCTION = '2'
const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN = '3'
const char ListExecInstType_IMMED = '1'
const char ListExecInstType_WAIT = '2'
const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW = '5'
const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3 = '3'
const char ListExecInstType_IMMEDIATE = '1'
const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4 = '4'
const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5 = '5'
const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP = '4'
const char ListExecInstType_EXCHCIVBUYTOP = '4'
const char ListExecInstType_EXCHCIVBUYWD = '5'
const char ListExecInstType_EXCHCIVSELL = '3'
const char ListExecInstType_WAIT_FOR_EXECUTE_INSTRUCTION = '2'
const int DistribPaymentMethod_FED_WIRE = 7
const int DistribPaymentMethod_ACH_CREDIT = 9
const int DistribPaymentMethod_EUROCLEAR = 3
const int DistribPaymentMethod_TELEGRAPHICTRANSFER = 6
const int DistribPaymentMethod_ACHCREDIT = 9
const int DistribPaymentMethod_TELEGRAPHIC_TRANSFER = 6
const int DistribPaymentMethod_FEDWIRE = 7
const int DistribPaymentMethod_CHEQUE = 5
const int DistribPaymentMethod_DIRECT_CREDIT = 8
const int DistribPaymentMethod_CREST = 1
const int DistribPaymentMethod_BPAY = 10
const int DistribPaymentMethod_CLEARSTREAM = 4
const int DistribPaymentMethod_DIRECTCREDITBECSBACS = 8
const int DistribPaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS = 11
const int DistribPaymentMethod_NSCC = 2
const int DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS = 11
const int DistribPaymentMethod_REINVESTINFUND = 12
const int DistribPaymentMethod_REINVEST_IN_FUND = 12
const int OrderHandlingInstSource_NASD_OATS = 1
const int AffirmStatus_CONFIRMREJECTED = 2
const int AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED = 2
const int AffirmStatus_AFFIRMED = 3
const int AffirmStatus_RECEIVED = 1
const int OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2
const int OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1
const int OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3
const int OrigCustOrderCapacity_ALL_OTHER = 4
const int AllocMethod_GUARANTOR = 2
const int AllocMethod_AUTOMATIC = 1
const int AllocMethod_MANUAL = 3
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY = '1'
const char MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 'C'
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP = 'A'
const char MassCancelResponse_CXLORDERSSECURITYTYPE = '5'
const char MassCancelResponse_CXLORDERSUNDERLYINGSECURITY = '2'
const char MassCancelResponse_CXLORDERSTRDSESSION = '6'
const char MassCancelResponse_CXLALLORDERS = '7'
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET = '8'
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT = '9'
const char MassCancelResponse_CXLREQREJ = '0'
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5'
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6'
const char MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2'
const char MassCancelResponse_CXLORDERSSECURITY = '1'
const char MassCancelResponse_CXLORDERSPRODUCT = '3'
const char MassCancelResponse_CANCEL_ALL_ORDERS = '7'
const char MassCancelResponse_CANCEL_REQUEST_REJECTED = '0'
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER = 'B'
const char MassCancelResponse_CXLORDERSCFICODE = '4'
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE = '4'
const char MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT = '3'
const int StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER = 1
const int StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER = 2
const char SymbolSfx_EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE [] = "CD"
const char SymbolSfx_EUCPLUMPSUMINTEREST [] = "CD"
const char SymbolSfx_WHENISSUED [] = "WI"
const char SymbolSfx_WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN [] = "WI"
const char ExDestinationIDSource_PROPRIETARY = 'D'
const char ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER = 'C'
const char ExDestinationIDSource_BIC = 'B'
const char ExDestinationIDSource_MIC = 'G'
const char ExDestinationIDSource_ISO_COUNTRY_CODE = 'E'
const int SecurityListRequestType_ALLSECURITIES = 4
const int SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 5
const int SecurityListRequestType_SECURITYTYPECFICODE = 1
const int SecurityListRequestType_SYMBOL = 0
const int SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE = 1
const int SecurityListRequestType_TRADINGSESSIONID = 3
const int SecurityListRequestType_ALL_SECURITIES = 4
const int SecurityListRequestType_PRODUCT = 2
const int CollAsgnReason_FORWARDCOLLATERALDEMAND = 5
const int CollAsgnReason_ADVERSETAXEVENT = 7
const int CollAsgnReason_MARGINDEFICIENCY = 3
const int CollAsgnReason_TIME_WARNING = 2
const int CollAsgnReason_TIMEWARNING = 2
const int CollAsgnReason_ADVERSE_TAX_EVENT = 7
const int CollAsgnReason_MARGINEXCESS = 4
const int CollAsgnReason_MARGIN_DEFICIENCY = 3
const int CollAsgnReason_SCHEDULED = 1
const int CollAsgnReason_INITIAL = 0
const int CollAsgnReason_FORWARD_COLLATERAL_DEMAND = 5
const int CollAsgnReason_EVENTOFDEFAULT = 6
const int CollAsgnReason_MARGIN_EXCESS = 4
const int CollAsgnReason_EVENT_OF_DEFAULT = 6
const int SettlPriceType_FINAL = 1
const int SettlPriceType_THEORETICAL = 2
const char DealingCapacity_RISKLESS_PRINCIPAL = 'R'
const char DealingCapacity_PRINCIPAL = 'P'
const char DealingCapacity_AGENT = 'A'
const int RateSourceType_SECONDARY = 1
const int RateSourceType_PRIMARY = 0
const char AggregatedBook_NO = 'N'
const char AggregatedBook_YES = 'Y'
const int PosQtyStatus_SUBMITTED = 0
const int PosQtyStatus_REJECTED = 2
const int PosQtyStatus_ACCEPTED = 1
const char MsgType_TradingSessionStatusRequest [] = "g"
const char MsgType_ListStatus [] = "N"
const char MsgType_Email [] = "C"
const char MsgType_ListExecute [] = "L"
const char MsgType_Confirmation [] = "AK"
const char MsgType_NewOrderMultileg [] = "AB"
const char MsgType_IndicationofInterest [] = "6"
const char MsgType_MarketDataIncrementalRefresh [] = "X"
const char MsgType_TradeCaptureReport [] = "AE"
const char MsgType_RequestForPositionsAck [] = "AO"
const char MsgType_StreamAssignmentRequest [] = "CC"
const char MsgType_SecurityListRequest [] = "x"
const char MsgType_CollateralReport [] = "BA"
const char MsgType_PositionMaintenanceReport [] = "AM"
const char MsgType_PositionReport [] = "AP"
const char MsgType_StreamAssignmentReportACK [] = "CE"
const char MsgType_UserRequest [] = "BE"
const char MsgType_PositionMaintenanceRequest [] = "AL"
const char MsgType_NetworkCounterpartySystemStatusResponse [] = "BD"
const char MsgType_NewOrderCross [] = "s"
const char MsgType_AdjustedPositionReport [] = "BL"
const char MsgType_Logon [] = "A"
const char MsgType_IOI [] = "6"
const char MsgType_ListStrikePrice [] = "m"
const char MsgType_BidRequest [] = "k"
const char MsgType_TradingSessionStatus [] = "h"
const char MsgType_RegistrationInstructionsResponse [] = "p"
const char MsgType_Advertisement [] = "7"
const char MsgType_MassQuote [] = "i"
const char MsgType_Logout [] = "5"
const char MsgType_AllocationReport [] = "AS"
const char MsgType_SecurityDefinitionUpdateReport [] = "BP"
const char MsgType_ListStatusRequest [] = "M"
const char MsgType_BusinessMessageReject [] = "j"
const char MsgType_ConfirmationAck [] = "AU"
const char MsgType_TestRequest [] = "1"
const char MsgType_SecurityList [] = "y"
const char MsgType_ListCancelRequest [] = "K"
const char MsgType_News [] = "B"
const char MsgType_TradingSessionListUpdateReport [] = "BS"
const char MsgType_Heartbeat [] = "0"
const char MsgType_QuoteAcknowledgement [] = "b"
const char MsgType_AllocationReportAck [] = "AT"
const char MsgType_ConfirmationRequest [] = "BH"
const char MsgType_OrderMassActionReport [] = "BZ"
const char MsgType_CollateralInquiry [] = "BB"
const char MsgType_SecurityTypeRequest [] = "v"
const char MsgType_NewOrderList [] = "E"
const char MsgType_ExecutionAcknowledgement [] = "BN"
const char MsgType_TradingSessionListRequest [] = "BI"
const char MsgType_SecurityTypes [] = "w"
const char MsgType_MarketDefinition [] = "BU"
const char MsgType_SequenceReset [] = "4"
const char MsgType_CollateralResponse [] = "AZ"
const char MsgType_MassQuoteAcknowledgement [] = "b"
const char MsgType_QuoteResponse [] = "AJ"
const char MsgType_QuoteStatusRequest [] = "a"
const char MsgType_QuoteCancel [] = "Z"
const char MsgType_ContraryIntentionReport [] = "BO"
const char MsgType_PartyDetailsListReport [] = "CG"
const char MsgType_PartyDetailsListRequest [] = "CF"
const char MsgType_CrossOrderCancelRequest [] = "u"
const char MsgType_NewOrderSingle [] = "D"
const char MsgType_DerivativeSecurityListRequest [] = "z"
const char MsgType_CollateralRequest [] = "AX"
const char MsgType_UserNotification [] = "CB"
const char MsgType_UserResponse [] = "BF"
const char MsgType_DontKnowTrade [] = "Q"
const char MsgType_TradeCaptureReportAck [] = "AR"
const char MsgType_ApplicationMessageRequest [] = "BW"
const char MsgType_MultilegOrderCancelReplace [] = "AC"
const char MsgType_OrderCancelReject [] = "9"
const char MsgType_ExecutionReport [] = "8"
const char MsgType_QuoteStatusReport [] = "AI"
const char MsgType_ResendRequest [] = "2"
const char MsgType_Quote [] = "S"
const char MsgType_SettlementInstructionRequest [] = "AV"
const char MsgType_SecurityListUpdateReport [] = "BK"
const char MsgType_AllocationInstructionAlert [] = "BM"
const char MsgType_TradeCaptureReportRequestAck [] = "AQ"
const char MsgType_AllocationInstruction [] = "J"
const char MsgType_Allocation [] = "J"
const char MsgType_ApplicationMessageReport [] = "BY"
const char MsgType_RegistrationInstructions [] = "o"
const char MsgType_SecurityDefinition [] = "d"
const char MsgType_SecurityDefinitionRequest [] = "c"
const char MsgType_SecurityStatus [] = "f"
const char MsgType_DerivativeSecurityList [] = "AA"
const char MsgType_NetworkCounterpartySystemStatusRequest [] = "BC"
const char MsgType_MarketDefinitionRequest [] = "BT"
const char MsgType_Reject [] = "3"
const char MsgType_DerivativeSecurityListUpdateReport [] = "BR"
const char MsgType_QuoteRequestReject [] = "AG"
const char MsgType_OrderMassStatusRequest [] = "AF"
const char MsgType_ApplicationMessageRequestAck [] = "BX"
const char MsgType_SecurityStatusRequest [] = "e"
const char MsgType_AllocationACK [] = "P"
const char MsgType_MarketDefinitionUpdateReport [] = "BV"
const char MsgType_CrossOrderCancelReplaceRequest [] = "t"
const char MsgType_OrderMassCancelReport [] = "r"
const char MsgType_AssignmentReport [] = "AW"
const char MsgType_BidResponse [] = "l"
const char MsgType_RequestForPositions [] = "AN"
const char MsgType_SettlementObligationReport [] = "BQ"
const char MsgType_OrderMassCancelRequest [] = "q"
const char MsgType_TradingSessionList [] = "BJ"
const char MsgType_OrderStatusRequest [] = "H"
const char MsgType_CollateralAssignment [] = "AY"
const char MsgType_StreamAssignmentReport [] = "CD"
const char MsgType_OrderMassActionRequest [] = "CA"
const char MsgType_AllocationAck [] = "P"
const char MsgType_QuoteRequest [] = "R"
const char MsgType_CollateralInquiryAck [] = "BG"
const char MsgType_MarketDataSnapshotFullRefresh [] = "W"
const char MsgType_SettlementInstructions [] = "T"
const char MsgType_OrderCancelReplaceRequest [] = "G"
const char MsgType_TradeCaptureReportRequest [] = "AD"
const char MsgType_RFQRequest [] = "AH"
const char MsgType_OrderCancelRequest [] = "F"
const char MsgType_MultilegOrderCancelReplaceRequest [] = "AC"
const char MsgType_AllocationInstructionAck [] = "P"
const char MsgType_MarketDataRequest [] = "V"
const char MsgType_MarketDataRequestReject [] = "Y"
const char MultiLegReportingType_SINGLE = '1'
const char MultiLegReportingType_MULTILEG = '3'
const char MultiLegReportingType_SINGLE_SECURITY = '1'
const char MultiLegReportingType_MULTI_LEG_SECURITY = '3'
const char MultiLegReportingType_INDIVLEG = '2'
const char MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY = '2'
const char MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = '2'
const char IDSource_EXCHANGE_SYMBOL [] = "8"
const char IDSource_RIC_CODE [] = "5"
const char IDSource_ISO_CURRENCY_CODE [] = "6"
const char IDSource_ISIN_NUMBER [] = "4"
const char IDSource_SEDOL [] = "2"
const char IDSource_ISO_COUNTRY_CODE [] = "7"
const char IDSource_CONSOLIDATED_TAPE_ASSOCIATION [] = "9"
const char IDSource_QUIK [] = "3"
const char IDSource_CUSIP [] = "1"
const char OrdStatus_NEW = '0'
const char OrdStatus_CALCULATED = 'B'
const char OrdStatus_PENDINGNEW = 'A'
const char OrdStatus_PENDING_CANCEL = '6'
const char OrdStatus_PARTIAL = '1'
const char OrdStatus_PENDING_CANCEL_REPLACE = '6'
const char OrdStatus_PENDING_NEW = 'A'
const char OrdStatus_STOPPED = '7'
const char OrdStatus_FILLED = '2'
const char OrdStatus_PENDING_REPLACE = 'E'
const char OrdStatus_CANCELED = '4'
const char OrdStatus_ACCEPTED_FOR_BIDDING = 'D'
const char OrdStatus_SUSPENDED = '9'
const char OrdStatus_DONE = '3'
const char OrdStatus_REJECTED = '8'
const char OrdStatus_PARTIALLY_FILLED = '1'
const char OrdStatus_EXPIRED = 'C'
const char OrdStatus_REPLACED = '5'
const char OrdStatus_DONE_FOR_DAY = '3'
const char OrdStatus_ACCEPTBIDDING = 'D'
const char OrdStatus_PENDINGREP = 'E'
const int CustomerOrFirm_FIRM = 1
const int CustomerOrFirm_CUSTOMER = 0
const int AdjustmentType_DELTA_MINUS = 2
const int AdjustmentType_DELTAPLUS = 1
const int AdjustmentType_DELTA_PLUS = 1
const int AdjustmentType_DELTAMINUS = 2
const int AdjustmentType_FINAL = 3
const int AdjustmentType_PROCESSREQUESTASMARGINDISPOSITION = 0
const int AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION = 0
const char AsOfIndicator_TRUE = '1'
const char AsOfIndicator_FALSE = '0'
const int MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT = 9
const int MassActionScope_ALL_ORDERS_FOR_A_MARKET = 8
const int MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2
const int MassActionScope_ALL_ORDERS = 7
const int MassActionScope_ALL_ORDERS_FOR_A_CFICODE = 4
const int MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 12
const int MassActionScope_ALL_ORDERS_FOR_A_SECURITY = 1
const int MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION = 6
const int MassActionScope_CANCEL_FOR_SECURITY_ISSUER = 11
const int MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP = 10
const int MassActionScope_ALL_ORDERS_FOR_A_PRODUCT = 3
const int MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE = 5
const char VenueType_PIT = 'P'
const char VenueType_EX_PIT = 'X'
const char VenueType_ELECTRONIC = 'E'
const int MassActionType_CANCEL_ORDERS = 3
const int MassActionType_RELEASE_ORDERS_FROM_SUSPENSION = 2
const int MassActionType_SUSPEND_ORDERS = 1
const int PosMaintResult_SUCCESSFULCOMPLETION = 0
const int PosMaintResult_SUCCESSFUL_COMPLETION = 0
const int PosMaintResult_OTHER = 99
const int PosMaintResult_REJECTED = 1
const char IOIShares_MEDIUM [] = "M"
const char IOIShares_LARGE [] = "L"
const char IOIShares_SMALL [] = "S"
const int PegOffsetType_PRICE = 0
const int PegOffsetType_BASISPOINTS = 1
const int PegOffsetType_PRICE_TIER = 3
const int PegOffsetType_TICKS = 2
const int PegOffsetType_PRICETIERLEVEL = 3
const int PegOffsetType_BASIS_POINTS = 1
const int MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT = 8
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1
const int MassCancelRejectReason_INVALIDSECURITY = 1
const int MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED = 0
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9
const int MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY = 2
const int MassCancelRejectReason_INVALIDPRODUCT = 3
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET = 7
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_TYPE = 5
const int MassCancelRejectReason_INVALIDUNDERLYING = 2
const int MassCancelRejectReason_OTHER = 99
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10
const int MassCancelRejectReason_INVALIDCFICODE = 4
const int MassCancelRejectReason_INVALIDSECURITYTYPE = 5
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3
const int MassCancelRejectReason_INVALID_OR_UNKNOWN_UNDERLYING = 2
const int MassCancelRejectReason_INVALIDTRDSESSION = 6
const int MassCancelRejectReason_MASSCXLNOTSUPPORTED = 0
const int ResponseTransportType_OUTOFBAND = 1
const int ResponseTransportType_INBAND = 0
const int ResponseTransportType_OUT_OF_BAND = 1
const int TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID = 1
const int TradSesStatusRejReason_UNKNOWNTRADINGSESSIONID = 1
const int TradSesStatusRejReason_OTHER = 99
const int TrdRegTimestampType_EXECUTION_TIME = 1
const int TrdRegTimestampType_BROKEREXECUTION = 5
const int TrdRegTimestampType_BROKERRECEIPT = 4
const int TrdRegTimestampType_TIMEIN = 2
const int TrdRegTimestampType_TIME_IN = 2
const int TrdRegTimestampType_TIMEOUT = 3
const int TrdRegTimestampType_SUBMISSION_TO_CLEARING = 7
const int TrdRegTimestampType_BROKER_RECEIPT = 4
const int TrdRegTimestampType_DESK_RECEIPT = 6
const int TrdRegTimestampType_EXECUTIONTIME = 1
const int TrdRegTimestampType_BROKER_EXECUTION = 5
const int TrdRegTimestampType_TIME_OUT = 3
const char ApplVerID_FIX50SP1 [] = "8"
const char ApplVerID_FIX27 [] = "0"
const char ApplVerID_FIX50SP2 [] = "9"
const char ApplVerID_FIX50 [] = "7"
const char ApplVerID_FIX40 [] = "2"
const char ApplVerID_FIX41 [] = "3"
const char ApplVerID_FIX30 [] = "1"
const char ApplVerID_FIX42 [] = "4"
const char ApplVerID_FIX43 [] = "5"
const char ApplVerID_FIX44 [] = "6"
const char HandlInst_MANUAL_ORDER_BEST_EXECUTION = '3'
const char HandlInst_AUTOEXECPUB = '2'
const char HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION = '1'
const char HandlInst_AUTOEXECPRIV = '1'
const char HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK = '2'
const char HandlInst_MANUAL = '3'
const char TradingSessionSubID_POST_TRADING [] = "5"
const char TradingSessionSubID_INTRADAY_AUCTION [] = "6"
const char TradingSessionSubID_PRE_TRADING [] = "1"
const char TradingSessionSubID_QUIESCENT [] = "7"
const char TradingSessionSubID_3 [] = "3"
const char TradingSessionSubID_OPENING_OR_OPENING_AUCTION [] = "2"
const char TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION [] = "4"
const char MDEntryType_SWAP_VALUE_FACTOR = 'S'
const char MDEntryType_OPEN_INTEREST = 'C'
const char MDEntryType_COMPOSITE_UNDERLYING_PRICE = 'D'
const char MDEntryType_SESSION_HIGH_BID = 'N'
const char MDEntryType_INDEXVALUE = '3'
const char MDEntryType_OPENINTEREST = 'C'
const char MDEntryType_CLOSING_PRICE = '5'
const char MDEntryType_PRIOR_SETTLE_PRICE = 'M'
const char MDEntryType_TRADING_SESSION_VWAP_PRICE = '9'
const char MDEntryType_TRADING_SESSION_LOW_PRICE = '8'
const char MDEntryType_SETTLE_HIGH_PRICE = 'K'
const char MDEntryType_IMBALANCE = 'A'
const char MDEntryType_FIXING_PRICE = 'W'
const char MDEntryType_CASH_RATE = 'X'
const char MDEntryType_CLOSING = '5'
const char MDEntryType_OPENING = '4'
const char MDEntryType_OPENING_PRICE = '4'
const char MDEntryType_TRADINGHIGH = '7'
const char MDEntryType_TRADEVOLUME = 'B'
const char MDEntryType_TRADE = '2'
const char MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'V'
const char MDEntryType_SIMULATED_SELL_PRICE = 'E'
const char MDEntryType_EMPTY_BOOK = 'J'
const char MDEntryType_AUCTION_CLEARING_PRICE = 'Q'
const char MDEntryType_BID = '0'
const char MDEntryType_RECOVERY_RATE_FOR_SHORT = 'a'
const char MDEntryType_SIMULATED_BUY_PRICE = 'F'
const char MDEntryType_EARLY_PRICES = 'P'
const char MDEntryType_TRADINGLOW = '8'
const char MDEntryType_TRADING_SESSION_HIGH_PRICE = '7'
const char MDEntryType_INDEX_VALUE = '3'
const char MDEntryType_RECOVERY_RATE_FOR_LONG = 'Z'
const char MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'R'
const char MDEntryType_MID_PRICE = 'H'
const char MDEntryType_SETTLEMENT = '6'
const char MDEntryType_RECOVERY_RATE = 'Y'
const char MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'T'
const char MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'U'
const char MDEntryType_TRADE_VOLUME = 'B'
const char MDEntryType_MARGIN_RATE = 'G'
const char MDEntryType_SETTLE_LOW_PRICE = 'L'
const char MDEntryType_SESSION_LOW_OFFER = 'O'
const char MDEntryType_TRADINGVWAP = '9'
const char MDEntryType_SETTLEMENT_PRICE = '6'
const char MDEntryType_OFFER = '1'
const int PegMoveType_FLOATING = 0
const int PegMoveType_FIXED = 1
const int AvgPxIndicator_NOAVERAGEPRICING = 0
const int AvgPxIndicator_NO_AVERAGE_PRICING = 0
const int AvgPxIndicator_LASTTRADEAVERAGEPRICEGROUP = 2
const int AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 1
const int AvgPxIndicator_TRADEAVERAGEPRICEGROUP = 1
const int AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 2
const char CancellationRights_NO_WAIVER_AGREEMENT = 'M'
const char CancellationRights_NO_M = 'M'
const char CancellationRights_NO_N = 'N'
const char CancellationRights_NOINSTIT = 'O'
const char CancellationRights_NO_INSTITUTIONAL = 'O'
const char CancellationRights_YES = 'Y'
const char CancellationRights_NO_O = 'O'
const char CancellationRights_NOEXECONLY = 'N'
const char CancellationRights_NO_EXECUTION_ONLY = 'N'
const char CancellationRights_NOWAIVER = 'M'
const char ExecPriceType_CREATIONPRICEADJAMT = 'E'
const char ExecPriceType_CREATION_PRICE = 'C'
const char ExecPriceType_CREATIONPRICE = 'C'
const char ExecPriceType_SINGLEPRICE = 'S'
const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT = 'D'
const char ExecPriceType_OFFERPRICE = 'O'
const char ExecPriceType_BIDPRICE = 'B'
const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT = 'P'
const char ExecPriceType_CREATIONPRICEADJPCT = 'D'
const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT = 'Q'
const char ExecPriceType_OFFERPRICEMINUSADJAMT = 'Q'
const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT = 'E'
const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT = 'P'
const char ExecPriceType_OFFERPRICEMINUSADJPCT = 'P'
const char ExecPriceType_BID_PRICE = 'B'
const char ExecPriceType_SINGLE_PRICE = 'S'
const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT = 'D'
const char ExecPriceType_OFFER_PRICE = 'O'
const int AllocSettlInstType_PHONEFORINSTRUCTIONS = 4
const int AllocSettlInstType_SSIDBIDSPROVIDED = 3
const int AllocSettlInstType_FULLDETAILSPROVIDED = 2
const int AllocSettlInstType_USEDEFAULTINSTRUCTIONS = 0
const int AllocSettlInstType_SSI_DB_IDS_PROVIDED = 3
const int AllocSettlInstType_PHONE_FOR_INSTRUCTIONS = 4
const int AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED = 1
const int AllocSettlInstType_FULL_DETAILS_PROVIDED = 2
const int AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS = 0
const int AllocSettlInstType_DERIVEFROMPARAMETERSPROVIDED = 1
const int StatsType_AVERAGE_PRICE = 3
const int StatsType_HIGH = 2
const int StatsType_EXCHANGE_LAST = 1
const int StatsType_TURNOVER = 4
const int TradSesMode_SIMULATED = 2
const int TradSesMode_PRODUCTION = 3
const int TradSesMode_TESTING = 1
const char SettlInstSource_INSTITUTIONS_INSTRUCTIONS = '2'
const char SettlInstSource_BROKERS_INSTRUCTIONS = '1'
const char SettlInstSource_INVESTORCIV = '3'
const char SettlInstSource_INVESTOR = '3'
const char SettlInstSource_INSTINSTR = '2'
const char SettlInstSource_BROKERINSTR = '1'
const int ExpType_DIFFERENCE = 5
const int ExpType_FINAL_WILL_BE_EXERCISED = 3
const int ExpType_NON_AUTO_EXERCISE = 2
const int ExpType_CONTRARY_INTENTION = 4
const int ExpType_AUTO_EXERCISE = 1
const char SettlInstTransType_REPLACE = 'R'
const char SettlInstTransType_NEW = 'N'
const char SettlInstTransType_RESTATE = 'T'
const char SettlInstTransType_CANCEL = 'C'
const int TradeRequestResult_TRADEREQUESTTYPENOTSUPPORTED = 8
const int TradeRequestResult_INVALIDORUNKNOWNINSTRUMENT = 1
const int TradeRequestResult_INVALID_DESTINATION_REQUESTED = 5
const int TradeRequestResult_UNAUTHORIZED_ROR_TRADE_CAPTURE_REPORT_REQUEST = 9
const int TradeRequestResult_INVALIDTRANSPORTTYPEREQUESTED = 4
const int TradeRequestResult_INVALIDPARTIES = 3
const int TradeRequestResult_INVALIDDESTINATIONREQUESTED = 5
const int TradeRequestResult_SUCCESSFUL = 0
const int TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1
const int TradeRequestResult_OTHER = 99
const int TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED = 2
const int TradeRequestResult_INVALID_PARTIES = 3
const int TradeRequestResult_UNAUTHORIZEDFORTRADECAPTUREREPORTREQUEST = 9
const int TradeRequestResult_NOT_AUTHORIZED = 9
const int TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4
const int TradeRequestResult_INVALIDTYPEOFTRADEREQUESTED = 2
const int TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED = 8
const char TestMessageIndicator_NO = 'N'
const char TestMessageIndicator_YES = 'Y'
const int ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE = 2
const int ExpirationCycle_EXPIREONTRADINGSESSIONOPEN = 1
const int ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE = 0
const int ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN = 1
const int ExpirationCycle_EXPIREONTRADINGSESSIONCLOSE = 0
const int AllocCancReplaceReason_ORIGINALDETAILSINCORRECT = 1
const int AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS = 2
const int AllocCancReplaceReason_OTHER = 99
const int AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT = 1
const int AllocCancReplaceReason_CHANGEINUNDERLYINGORDERDETAILS = 2
const int CxlRejReason_DUPLICATE_CLORDID = 6
const int CxlRejReason_UNABLETOPROCESS = 4
const int CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE = 7
const int CxlRejReason_DUPCLORDID = 6
const int CxlRejReason_DUPLICATE_CLORDID_RECEIVED = 6
const int CxlRejReason_UNKNOWN_ORDER = 1
const int CxlRejReason_TOO_LATE_TO_CANCEL = 0
const int CxlRejReason_TOOLATE = 0
const int CxlRejReason_ORIGORDMODTIME = 5
const int CxlRejReason_INVALID_PRICE_INCREMENT = 18
const int CxlRejReason_BROKEROPT = 2
const int CxlRejReason_ALREADYPENDINGCXL = 3
const int CxlRejReason_OTHER = 99
const int CxlRejReason_BROKER = 2
const int CxlRejReason_BROKER_OPTION = 2
const int CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST = 4
const int CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS = 3
const int CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 8
const int CxlRejReason_ORIGORDMODTIMEMISMATCH = 5
const int CxlRejReason_ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER = 5
const int CxlRejReason_UNKNOWN = 1
const int RespondentType_SPECIFIED_MARKET_PARTICIPANTS = 2
const int RespondentType_ALL_MARKET_MAKERS = 3
const int RespondentType_ALL_MARKET_PARTICIPANTS = 1
const int RespondentType_PRIMARY_MARKET_MAKER = 4
const char DKReason_NO_MATCHING_ORDER = 'D'
const char DKReason_UNKNOWNSYMBOL = 'A'
const char DKReason_PRICE_EXCEEDS_LIMIT = 'E'
const char DKReason_QUANTITYEXCEEDSORDER = 'C'
const char DKReason_QUANTITY_EXCEEDS_ORDER = 'C'
const char DKReason_UNKNOWN_SYMBOL = 'A'
const char DKReason_OTHER = 'Z'
const char DKReason_WRONGSIDE = 'B'
const char DKReason_CALCULATIONDIFFERENCE = 'F'
const char DKReason_PRICEEXCEEDSLIMIT = 'E'
const char DKReason_WRONG_SIDE = 'B'
const char DKReason_CALCULATION_DIFFERENCE = 'F'
const char DKReason_NOMATCH = 'D'
const char PositionEffect_DEFAULT = 'D'
const char PositionEffect_CLOSE = 'C'
const char PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN = 'N'
const char PositionEffect_OPEN = 'O'
const char PositionEffect_FIFO = 'F'
const char PositionEffect_ROLLED = 'R'
const char TriggerAction_ACTIVATE = '1'
const char TriggerAction_MODIFY = '2'
const char TriggerAction_CANCEL = '3'
const int ClearingInstruction_BILATERALNETTINGONLY = 2
const int ClearingInstruction_SPECIALTRADE = 4
const int ClearingInstruction_EXCLUDE_FROM_ALL_NETTING = 1
const int ClearingInstruction_AUTOMATIC_POSTING_MODE = 9
const int ClearingInstruction_EXCLEARING = 3
const int ClearingInstruction_MULTILATERAL_NETTING = 5
const int ClearingInstruction_CLEARAGAINSTCENTRALCOUNTERPARTY = 6
const int ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY = 7
const int ClearingInstruction_AUTOMATIC_GIVE_UP_MODE = 10
const int ClearingInstruction_CUSTOMER_TRADE = 12
const int ClearingInstruction_AUTOMATICPOSTINGMODETRADEPOSTINGTOTHEPOSITIONACCOUNTNUMBERSPECIFIED = 9
const int ClearingInstruction_EX_CLEARING = 3
const int ClearingInstruction_QUALIFIEDSERVICEREPRESENTATIVEQSR = 11
const int ClearingInstruction_MULTILATERALNETTING = 5
const int ClearingInstruction_PROCESSNORMALLY = 0
const int ClearingInstruction_EXCLUDEFROMALLNETTING = 1
const int ClearingInstruction_SELFCLEARING = 13
const int ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY = 6
const int ClearingInstruction_BILATERAL_NETTING_ONLY = 2
const int ClearingInstruction_EXCLUDEFROMCENTRALCOUNTERPARTY = 7
const int ClearingInstruction_MANUALMODEPREPOSTINGANDORPREGIVEUP = 8
const int ClearingInstruction_CUSTOMERTRADE = 12
const int ClearingInstruction_PROCESS_NORMALLY = 0
const int ClearingInstruction_SPECIAL_TRADE = 4
const int ClearingInstruction_MANUAL_MODE = 8
const int ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR = 11
const int ClearingInstruction_AUTOMATICGIVEUPMODETRADEGIVEUPTOTHEGIVEUPDESTINATIONNUMBERSPECIFIED = 10
const int ClearingInstruction_SELF_CLEARING = 13
const char OpenCloseSettlFlag_SESSION_OPEN = '1'
const char OpenCloseSettlFlag_EXPECTED_ENTRY = '3'
const char OpenCloseSettlFlag_THEORETICALPRICE = '5'
const char OpenCloseSettlFlag_ENTRYFROMPREVBUSINESSDAY = '4'
const char OpenCloseSettlFlag_DAILY_OPEN = '0'
const char OpenCloseSettlFlag_DAILYOPEN = '0'
const char OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE = '5'
const char OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY = '2'
const char OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY = '4'
const char OpenCloseSettlFlag_DELIVERYSETTLEMENT = '2'
const char OpenCloseSettlFlag_SESSIONOPEN = '1'
const char OpenCloseSettlFlag_EXPECTEDENTRY = '3'
const int DiscretionMoveType_FLOATING = 0
const int DiscretionMoveType_FIXED = 1
const int MDUpdateType_INCREMENTAL_REFRESH = 1
const int MDUpdateType_FULL_REFRESH = 0
const int MDUpdateType_FULL = 0
const int MDUpdateType_INCREMENTAL = 1
const char TickDirection_MINUS_TICK = '2'
const char TickDirection_ZERO_PLUS_TICK = '1'
const char TickDirection_ZERO_MINUS_TICK = '3'
const char TickDirection_PLUS_TICK = '0'
const char TickDirection_PLUS = '0'
const char TickDirection_ZEROPLUS = '1'
const char TickDirection_MINUS = '2'
const char TickDirection_ZEROMINUS = '3'
const char YieldType_MARK_TO_MARKET_YIELD [] = "MARK"
const char YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER [] = "LASTQUARTER"
const char YieldType_YIELD_TO_MATURITY [] = "MATURITY"
const char YieldType_YIELDTOTENDERDATE [] = "TENDER"
const char YieldType_PREVIOUS_CLOSE_YIELD [] = "PREVCLOSE"
const char YieldType_COMPOUND_YIELD_THE_YIELD_OF_CERTAIN_JAPANESE_BONDS_BASED_ON_ITS_PRICE_CERTAIN_JAPANESE_BONDS_HAVE_IRREGULAR_FIRST_OR_LAST_COUPONS_AND_THE_YIELD_IS_CALCULATED_COMPOUND_FOR_THESE_IRREGULAR_PERIODS [] = "COMPOUND"
const char YieldType_YIELDTOSHORTESTAVERAGELIFE [] = "SHORTAVGLIFE"
const char YieldType_YIELD_AT_ISSUE [] = "ATISSUE"
const char YieldType_YIELD_TO_NEXT_REFUND [] = "NEXTREFUND"
const char YieldType_YIELDATISSUE [] = "ATISSUE"
const char YieldType_CLOSINGYIELD [] = "CLOSE"
const char YieldType_GVNTEQUIVALENTYIELD [] = "GOVTEQUIV"
const char YieldType_ANNUALYIELD [] = "ANNUAL"
const char YieldType_AFTER_TAX_YIELD [] = "AFTERTAX"
const char YieldType_GVNT_EQUIVALENT_YIELD [] = "GOVTEQUIV"
const char YieldType_YIELDCHANGESINCECLOSE [] = "CHANGE"
const char YieldType_YIELDTOMATURITY [] = "MATURITY"
const char YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE_SAME_AS_AVGLIFE_ABOVE [] = "SHORTAVGLIFE"
const char YieldType_YIELD_CHANGE_SINCE_CLOSE_THE_CHANGE_IN_THE_YIELD_SINCE_THE_PREVIOUS_DAYS_CLOSING_YIELD [] = "CHANGE"
const char YieldType_SEMI [] = "SEMIANNUAL"
const char YieldType_CURRENT_YIELD_ANNUAL_INTEREST_ON_A_BOND_DIVIDED_BY_THE_MARKET_VALUE_THE_ACTUAL_INCOME_RATE_OF_RETURN_AS_OPPOSED_TO_THE_COUPON_RATE_EXPRESSED_AS_A_PERCENTAGE [] = "CURRENT"
const char YieldType_CLOSING_YIELD_MOST_RECENT_YEAR [] = "LASTYEAR"
const char YieldType_YIELD_TO_NEXT_CALL [] = "CALL"
const char YieldType_YIELD_CHANGE_SINCE_CLOSE [] = "CHANGE"
const char YieldType_PROCEEDS_YIELD [] = "PROCEEDS"
const char YieldType_YIELD_TO_MATURITY_THE_YIELD_OF_A_BOND_TO_ITS_MATURITY_DATE [] = "MATURITY"
const char YieldType_TAX_EQUIVALENT_YIELD_THE_AFTER_TAX_YIELD_GROSSED_UP_BY_THE_MAXIMUM_FEDERAL_TAX_RATE_OF_396_FOR_COMPARISON_TO_TAXABLE_YIELDS [] = "TAXEQUIV"
const char YieldType_INVERSE_FLOATER_BOND_YIELD_INVERSE_FLOATER_SEMI_ANNUAL_BOND_EQUIVALENT_RATE [] = "INVERSEFLOATER"
const char YieldType_CURRENT_YIELD [] = "CURRENT"
const char YieldType_SIMPLEYIELD [] = "SIMPLE"
const char YieldType_TRUEGROSSYIELD [] = "GROSS"
const char YieldType_COMPOUND_YIELD [] = "COMPOUND"
const char YieldType_CLOSINGYIELDMOSTRECENTYEAR [] = "LASTYEAR"
const char YieldType_BOOK_YIELD_THE_YIELD_OF_A_SECURITY_CALCULATED_BY_USING_ITS_BOOK_VALUE_INSTEAD_OF_THE_CURRENT_MARKET_PRICE_THIS_TERM_IS_TYPICALLY_USED_IN_THE_US_DOMESTIC_MARKET [] = "BOOK"
const char YieldType_YIELD_TO_NEXT_PUT_THE_YIELD_TO_THE_DATE_AT_WHICH_THE_BOND_HOLDER_CAN_NEXT_PUT_THE_BOND_TO_THE_ISSUER [] = "PUT"
const char YieldType_GOVERNMENT_EQUIVALENT_YIELD_ASK_YIELD_BASED_ON_SEMI_ANNUAL_COUPONS_COMPOUNDING_IN_ALL_PERIODS_AND_ACTUAL_ACTUAL_CALENDAR [] = "GOVTEQUIV"
const char YieldType_YIELD_TO_TENDER_DATE_THE_YIELD_ON_A_MUNICIPAL_BOND_TO_ITS_MANDATORY_TENDER_DATE [] = "TENDER"
const char YieldType_YIELD_TO_AVG_MATURITY [] = "AVGMATURITY"
const char YieldType_YIELD_TO_TENDER_DATE [] = "TENDER"
const char YieldType_PROCEEDSYIELD [] = "PROCEEDS"
const char YieldType_OPEN_AVERAGE_YIELD_THE_AVERAGE_YIELD_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO [] = "OPENAVG"
const char YieldType_ANNUAL_YIELD [] = "ANNUAL"
const char YieldType_YIELD_TO_WORST [] = "WORST"
const char YieldType_BOOK_YIELD [] = "BOOK"
const char YieldType_YIELD_TO_NEXT_PUT [] = "PUT"
const char YieldType_CLOSING_YIELD_MOST_RECENT_MONTH_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_MONTHS_END [] = "LASTMONTH"
const char YieldType_CLOSING_YIELD_MOST_RECENT_YEAR_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_YEARS_END [] = "LASTYEAR"
const char YieldType_OPENAVERAGEYIELD [] = "OPENAVG"
const char YieldType_TRUE_YIELD [] = "TRUE"
const char YieldType_TAX_EQUIVALENT_YIELD [] = "TAXEQUIV"
const char YieldType_TRUE_GROSS_YIELD [] = "GROSS"
const char YieldType_INVERSE_FLOATER_BOND_YIELD [] = "INVERSEFLOATER"
const char YieldType_TRUE_YIELD_THE_YIELD_CALCULATED_WITH_COUPON_DATES_MOVED_FROM_A_WEEKEND_OR_HOLIDAY_TO_THE_NEXT_VALID_SETTLEMENT_DATE [] = "TRUE"
const char YieldType_SEMI_ANNUAL_YIELD_THE_YIELD_OF_A_BOND_WHOSE_COUPON_PAYMENTS_ARE_REINVESTED_SEMI_ANNUALLY [] = "SEMIANNUAL"
const char YieldType_AFTERTAXYIELD [] = "AFTERTAX"
const char YieldType_CLOSING_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE [] = "CLOSE"
const char YieldType_YIELDTOWORSTCONVENTION [] = "WORST"
const char YieldType_PREVIOUS_CLOSE_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_1_DAY_AGO [] = "PREVCLOSE"
const char YieldType_COMPOUNDYIELD [] = "COMPOUND"
const char YieldType_YIELD_VALUE_OF_1_32_THE_AMOUNT_THAT_THE_YIELD_WILL_CHANGE_FOR_A_1_32ND_CHANGE_IN_PRICE [] = "VALUE1/32"
const char YieldType_YIELD_TO_LONGEST_AVERAGE [] = "LONGEST"
const char YieldType_PREVIOUSCLOSEYIELD [] = "PREVCLOSE"
const char YieldType_CLOSINGYIELDMOSTRECENTMONTH [] = "LASTMONTH"
const char YieldType_CLOSING_YIELD_MOST_RECENT_MONTH [] = "LASTMONTH"
const char YieldType_YIELD_TO_AVERAGE_LIFE_THE_YIELD_ASSUMING_THAT_ALL_SINKS [] = "AVGLIFE"
const char YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_QUARTERS_END [] = "LASTQUARTER"
const char YieldType_YIELD_TO_SHORTEST_AVERAGE [] = "SHORTEST"
const char YieldType_TAXEQUIVALENTYIELD [] = "TAXEQUIV"
const char YieldType_MOSTRECENTCLOSINGYIELD [] = "LASTCLOSE"
const char YieldType_MARKTOMARKETYIELD [] = "MARK"
const char YieldType_CURRENTYIELD [] = "CURRENT"
const char YieldType_OPEN_AVERAGE_YIELD [] = "OPENAVG"
const char YieldType_TRUE_GROSS_YIELD_YIELD_CALCULATED_USING_THE_PRICE_INCLUDING_ACCRUED_INTEREST_WHERE_COUPON_DATES_ARE_MOVED_FROM_HOLIDAYS_AND_WEEKENDS_TO_THE_NEXT_TRADING_DAY [] = "GROSS"
const char YieldType_YIELD_WITH_INFLATION_ASSUMPTION [] = "INFLATION"
const char YieldType_YIELDTONEXTREFUNDSINKING [] = "NEXTREFUND"
const char YieldType_PROCEEDS_YIELD_THE_CD_EQUIVALENT_YIELD_WHEN_THE_REMAINING_TIME_TO_MATURITY_IS_LESS_THAN_TWO_YEARS [] = "PROCEEDS"
const char YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE_THE_YIELD_ASSUMING_ONLY_MANDATORY_SINKS_ARE_TAKEN_THIS_RESULTS_IN_A_LOWER_PAYDOWN_OF_DEBT_THE_YIELD_IS_THEN_CALCULATED_TO_THE_FINAL_PAYMENT_DATE [] = "LONGAVGLIFE"
const char YieldType_MARK_TO_MARKET_YIELD_AN_ADJUSTMENT_IN_THE_VALUATION_OF_A_SECURITIES_PORTFOLIO_TO_REFLECT_THE_CURRENT_MARKET_VALUES_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO [] = "MARK"
const char YieldType_SIMPLE_YIELD [] = "SIMPLE"
const char YieldType_YIELD_TO_AVERAGE_MATURITY [] = "AVGMATURITY"
const char YieldType_YIELD_TO_WORST_CONVENTION_THE_LOWEST_YIELD_TO_ALL_POSSIBLE_REDEMPTION_DATE_SCENARIOS [] = "WORST"
const char YieldType_YIELD_TO_NEXT_CALL_THE_YIELD_OF_A_BOND_TO_THE_NEXT_POSSIBLE_CALL_DATE [] = "CALL"
const char YieldType_YIELDTOAVGMATURITY [] = "AVGMATURITY"
const char YieldType_YIELDTOLONGESTAVERAGELIFE [] = "LONGAVGLIFE"
const char YieldType_ANNUAL_YIELD_THE_ANNUAL_INTEREST_OR_DIVIDEND_INCOME_AN_INVESTMENT_EARNS_EXPRESSED_AS_A_PERCENTAGE_OF_THE_INVESTMENTS_TOTAL_VALUE [] = "ANNUAL"
const char YieldType_SEMI_ANNUAL_YIELD [] = "SEMIANNUAL"
const char YieldType_MOST_RECENT_CLOSING_YIELD [] = "LASTCLOSE"
const char YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE [] = "SHORTAVGLIFE"
const char YieldType_CLOSING_YIELD [] = "CLOSE"
const char YieldType_YIELDINFLATIONASSUMPTION [] = "INFLATION"
const char YieldType_YIELD_WITH_INFLATION_ASSUMPTION_BASED_ON_PRICE_THE_RETURN_AN_INVESTOR_WOULD_REQUIRE_ON_A_NORMAL_BOND_THAT_WOULD_MAKE_THE_REAL_RETURN_EQUAL_TO_THAT_OF_THE_INFLATION_INDEXED_BOND_ASSUMING_A_CONSTANT_INFLATION_RATE [] = "INFLATION"
const char YieldType_TRUEYIELD [] = "TRUE"
const char YieldType_CLOSINGYIELDMOSTRECENTQUARTER [] = "LASTQUARTER"
const char YieldType_YIELD_VALUE_OF_1_32 [] = "VALUE1_32"
const char YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE [] = "LONGAVGLIFE"
const char YieldType_INVFLOATERBONDYIELD [] = "INVERSEFLOATER"
const char YieldType_MOST_RECENT_CLOSING_YIELD_THE_LAST_AVAILABLE_YIELD_STORED_IN_HISTORY_COMPUTED_USING_PRICE [] = "LASTCLOSE"
const char YieldType_YIELDTONEXTPUT [] = "PUT"
const char YieldType_YIELDTONEXTCALL [] = "CALL"
const char YieldType_SIMPLE_YIELD_THE_YIELD_OF_A_BOND_ASSUMING_NO_REINVESTMENT_OF_COUPON_PAYMENTS [] = "SIMPLE"
const char YieldType_BOOKYIELD [] = "BOOK"
const char YieldType_YIELDVALUEOF132 [] = "VALUE1_32"
const int PegScope_NATIONAL_XXCLUDING_LOCAL = 4
const int PegScope_NATIONAL_EXCLUDING_LOCAL = 4
const int PegScope_LOCAL = 1
const int PegScope_NATIONALEXCLUDINGLOCAL = 4
const int PegScope_GLOBAL = 3
const int PegScope_NATIONAL = 2
const int PegScope_LOCALEXCHANGEECNATS = 1
const int SettlDeliveryType_TRI_PARTY = 2
const int SettlDeliveryType_HOLD_IN_CUSTODY = 3
const int SettlDeliveryType_FREE = 1
const int SettlDeliveryType_VERSUS_PAYMENT_DELIVER = 0
const int SettlDeliveryType_FREE_DELIVER = 1
const int SettlDeliveryType_VERSUS_PAYMENT = 0
const int DiscretionLimitType_STRICT = 1
const int DiscretionLimitType_ORWORSE = 2
const int DiscretionLimitType_OR_BETTER = 0
const int DiscretionLimitType_OR_WORSE = 2
const int DiscretionLimitType_ORBETTER = 0
const int PartyDetailsRequestResult_UNSUPPORTED_PARTYLISTRESPONSETYPE = 3
const int PartyDetailsRequestResult_PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE = 5
const int PartyDetailsRequestResult_VALID_REQUEST = 0
const int PartyDetailsRequestResult_REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED = 6
const int PartyDetailsRequestResult_NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2
const int PartyDetailsRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1
const int PartyDetailsRequestResult_OTHER = 99
const int PartyDetailsRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA = 4
const char ExerciseMethod_AUTOMATIC = 'A'
const char ExerciseMethod_MANUAL = 'M'
const char WorkingIndicator_NO = 'N'
const char WorkingIndicator_YES = 'Y'
const int SideMultiLegReportingType_INDIVIDUALLEGOFAMULTILEGSECURITY = 2
const int SideMultiLegReportingType_SINGLE_SECURITY = 1
const int SideMultiLegReportingType_MULTILEG_SECURITY = 3
const int SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = 2
const int SideMultiLegReportingType_MULTILEGSECURITY = 3
const int SideMultiLegReportingType_SINGLESECURITY = 1
const int ConfirmRejReason_MISSINGSETTLEMENTINSTRUCTIONS = 2
const int ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS = 2
const int ConfirmRejReason_MISMATCHEDACCOUNT = 1
const int ConfirmRejReason_MISMATCHED_ACCOUNT = 1
const int ConfirmRejReason_OTHER = 99
const char BidRequestTransType_NEW = 'N'
const char BidRequestTransType_NO = 'N'
const char BidRequestTransType_CANCEL = 'C'
const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1
const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9
const int MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11
const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5
const int MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4
const int MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY = 2
const int MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6
const int MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT = 8
const int MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET = 7
const int MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED = 0
const int MassActionRejectReason_OTHER = 99
const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10
const int MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3
const int CollApplType_GENERAL = 1
const int CollApplType_SPECIFIC_DEPOSIT = 0
const int ConfirmType_CONFIRMATION = 2
const int ConfirmType_CONFIRMATION_REQUEST_REJECTED = 3
const int ConfirmType_CONFIRMATIONREQUESTREJECTED = 3
const int ConfirmType_STATUS = 1
const int MDQuoteType_INDICATIVE = 0
const int MDQuoteType_RESTRICTED_TRADEABLE = 2
const int MDQuoteType_INDICATIVE_AND_TRADEABLE = 4
const int MDQuoteType_TRADEABLE = 1
const int MDQuoteType_COUNTER = 3
const int QtyType_CONTRACTS = 1
const int QtyType_UNITS_OF_MEASURE_PER_TIME_UNIT = 2
const int QtyType_UNITS = 0
const int QuoteRespType_END_TRADE = 7
const int QuoteRespType_HITLIFT = 1
const int QuoteRespType_HIT_LIFT = 1
const int QuoteRespType_COVER = 4
const int QuoteRespType_DONE_AWAY = 5
const int QuoteRespType_DONEAWAY = 5
const int QuoteRespType_TIMED_OUT = 8
const int QuoteRespType_PASS = 6
const int QuoteRespType_EXPIRED = 3
const int QuoteRespType_COUNTER = 2
const char IOINaturalFlag_NO = 'N'
const char IOINaturalFlag_YES = 'Y'
const char SettlObligSource_INSTRUCTIONS_OF_BROKER = '1'
const char SettlObligSource_INVESTOR = '3'
const char SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION = '2'
const int TrdSubType_ON_HOURS_TRADE = 34
const int TrdSubType_INTERIM_PROTECTED_TRADE = 38
const int TrdSubType_K = 16
const int TrdSubType_LC = 17
const int TrdSubType_WN = 31
const int TrdSubType_CONVERTED_SWAP = 36
const int TrdSubType_B = 15
const int TrdSubType_M = 18
const int TrdSubType_RT = 28
const int TrdSubType_ONSET_DUE_TO_AN_ALLOCATION = 6
const int TrdSubType_CMTA = 0
const int TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT = 1
const int TrdSubType_DIFFERENTIAL_SPREAD = 7
const int TrdSubType_TRANSACTION_FROM_EXERCISE = 9
const int TrdSubType_TRANSACTION_FROM_ASSIGNMENT = 10
const int TrdSubType_N = 19
const int TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT = 8
const int TrdSubType_NR = 21
const int TrdSubType_SW = 29
const int TrdSubType_OTC_QUOTE = 35
const int TrdSubType_ADVISORY_FOR_CONTRA_SIDE = 4
const int TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION = 5
const int TrdSubType_P = 22
const int TrdSubType_CROSSED_TRADE = 37
const int TrdSubType_PA = 23
const int TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT = 2
const int TrdSubType_R = 26
const int TrdSubType_RO = 27
const int TrdSubType_WT = 32
const int TrdSubType_OFF_HOURS_TRADE = 33
const int TrdSubType_REJECT_FOR_SUBMITTING_SIDE = 3
const int TrdSubType_ONSET_DUT_TO_AN_ALLOCATION = 6
const int TrdSubType_AI = 14
const int TrdSubType_PC = 24
const int TrdSubType_PN = 25
const int TrdSubType_LARGE_IN_SCALE = 39
const int TrdSubType_NM = 20
const int TrdSubType_T = 30
const int TrdSubType_ACATS = 11
const char ExecTransType_NEW = '0'
const char ExecTransType_CORRECT = '2'
const char ExecTransType_CANCEL = '1'
const char ExecTransType_STATUS = '3'
const char DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR = '0'
const char DayBookingInst_ACCUMULATE = '2'
const char DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING_SPEAK_FIRST = '1'
const char DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR_AUTO = '0'
const char DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING = '1'
const int FlowScheduleType_NERC_EASTERN_OFF_PEAK = 0
const int FlowScheduleType_NERC_WESTERN_PEAK = 4
const int FlowScheduleType_NERC_EASTERN_PEAK = 3
const int FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH = 2
const int FlowScheduleType_NERC_WESTERN_OFF_PEAK = 1
const int MDOriginType_CROSS = 2
const int MDOriginType_OFF_BOOK = 1
const int MDOriginType_BOOK = 0
const int CollInquiryStatus_ACCEPTED_WITH_WARNINGS = 1
const int CollInquiryStatus_COMPLETED = 2
const int CollInquiryStatus_ACCEPTEDWITHWARNINGS = 1
const int CollInquiryStatus_REJECTED = 4
const int CollInquiryStatus_COMPLETEDWITHWARNINGS = 3
const int CollInquiryStatus_ACCEPTED = 0
const int CollInquiryStatus_COMPLETED_WITH_WARNINGS = 3
const int CPProgram_3A3 = 1
const int CPProgram_OTHER = 99
const int CPProgram_3 = 1
const int CPProgram_42 = 2
const int CPProgram_4 = 2
const int PosReqType_POSITIONS = 0
const int PosReqType_BACKOUT_MESSAGE = 5
const int PosReqType_DELTA_POSITIONS = 6
const int PosReqType_SETTLEMENT_ACTIVITY = 4
const int PosReqType_TRADES = 1
const int PosReqType_EXERCISES = 2
const int PosReqType_ASSIGNMENTS = 3
const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2
const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY = 1
const int MassStatusReqType_STATUSSECURITYTYPE = 5
const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE = 4
const int MassStatusReqType_STATUSTRDSESSION = 6
const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID = 8
const int MassStatusReqType_STATUS_FOR_SECURITY_ISSUER = 9
const int MassStatusReqType_STATUSCFICODE = 4
const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION = 6
const int MassStatusReqType_STATUSUNDERLYINGSECURITY = 2
const int MassStatusReqType_STATUSPARTYID = 8
const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT = 3
const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE = 5
const int MassStatusReqType_STATUS_FOR_ALL_ORDERS = 7
const int MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 10
const int MassStatusReqType_STATUSSECURITY = 1
const int MassStatusReqType_STATUSPRODUCT = 3
const int MassStatusReqType_STATUSALLORDERS = 7
const char SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST = '2'
const char SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES = '1'
const char SubscriptionRequestType_SNAPSHOTUPDATE = '1'
const char SubscriptionRequestType_SNAPSHOT = '0'
const char SubscriptionRequestType_UNSUBSCRIBE = '2'
const int NewsCategory_MARKETPLACE_NEWS = 1
const int NewsCategory_TECHNICAL_NEWS = 3
const int NewsCategory_COMPANY_NEWS = 0
const int NewsCategory_OTHER_NEWS = 99
const int NewsCategory_FINANCIAL_MARKET_NEWS = 2
const char IOIQty_MEDIUM [] = "M"
const char IOIQty_1000000000 [] = "0"
const char IOIQty_LARGE [] = "L"
const char IOIQty_SMALL [] = "S"
const char IOIQty_UNDISCLOSED_QUANTITY [] = "U"
const int ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION = 2
const int ApplResponseError_APPLICATION_DOES_NOT_EXIST = 0
const int ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE = 1
const char TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE = 'D'
const char TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE = 'U'
const int LastLiquidityInd_ADDEDLIQUIDITY = 1
const int LastLiquidityInd_LIQUIDITY_ROUTED_OUT = 3
const int LastLiquidityInd_LIQUIDITYROUTEDOUT = 3
const int LastLiquidityInd_AUCTION = 4
const int LastLiquidityInd_REMOVEDLIQUIDITY = 2
const int LastLiquidityInd_ADDED_LIQUIDITY = 1
const int LastLiquidityInd_REMOVED_LIQUIDITY = 2
const int StrikePriceDeterminationMethod_STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION = 3
const int StrikePriceDeterminationMethod_STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE = 2
const int StrikePriceDeterminationMethod_FIXED_STRIKE = 1
const int StrikePriceDeterminationMethod_STRIKE_SET_TO_OPTIMAL_VALUE = 4
const int TargetStrategy_MININIZEMARKETIMPACT = 3
const int TargetStrategy_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES = 1000
const int TargetStrategy_PARTICIPATE = 2
const int TargetStrategy_MININIZE_MARKET_IMPACT = 3
const int TargetStrategy_VWAP = 1
const char DueToRelated_NO = 'N'
const char DueToRelated_YES = 'Y'
const char UnderlyingCashType_DIFF [] = "DIFF"
const char UnderlyingCashType_FIXED [] = "FIXED"
const int CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2
const int CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1
const int CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3
const int CustOrderCapacity_ALL_OTHER = 4
const char OwnershipType_JOINT_TRUSTEES = '2'
const char OwnershipType_JOINT_INVESTORS = 'J'
const char OwnershipType_TENANTS_IN_COMMON = 'T'
const char UnitOfMeasure_US_DOLLARS [] = "USD"
const char UnitOfMeasure_TROY_OUNCES [] = "oz_tr"
const char UnitOfMeasure_TONS [] = "tn"
const char UnitOfMeasure_BILLION_CUBIC_FEET [] = "Bcf"
const char UnitOfMeasure_ONE_MILLION_BTU [] = "MMBtu"
const char UnitOfMeasure_MEGAWATT_HOURS [] = "MWh"
const char UnitOfMeasure_MILLION_BARRELS [] = "MMbbl"
const char UnitOfMeasure_GALLONS [] = "Gal"
const char UnitOfMeasure_BARRELS [] = "Bbl"
const char UnitOfMeasure_POUNDS [] = "lbs"
const char UnitOfMeasure_METRIC_TONS [] = "t"
const char UnitOfMeasure_ALLOWANCES [] = "Alw"
const char UnitOfMeasure_BUSHELS [] = "Bu"
const int SecDefStatus_INVALID_DEFINITION_REQUEST = 4
const int SecDefStatus_PENDING_APPROVAL = 0
const int SecDefStatus_APPROVED = 1
const int SecDefStatus_UNAUTHORIZEDREQUEST = 3
const int SecDefStatus_PENDINGAPPROVAL = 0
const int SecDefStatus_UNAUTHORIZED_REQUEST = 3
const int SecDefStatus_INVALIDDEFINITIONREQUEST = 4
const int SecDefStatus_APPROVEDACCEPTED = 1
const int SecDefStatus_REJECTED = 2
const char SettlmntTyp_WHEN_AND_IF_ISSUED = '7'
const char SettlmntTyp_T_PLUS_1 = 'A'
const char SettlmntTyp_FUTURE = '6'
const char SettlmntTyp_SELLERS_OPTION = '8'
const char SettlmntTyp_T_PLUS_2 = '3'
const char SettlmntTyp_T_PLUS_3 = '4'
const char SettlmntTyp_T_PLUS_4 = '5'
const char SettlmntTyp_REGULAR = '0'
const char SettlmntTyp_T_PLUS_5 = '9'
const char SettlmntTyp_WHEN_ISSUED = '7'
const char SettlmntTyp_NEXT_DAY = '2'
const char SettlmntTyp_CASH = '1'
const int TradePublishIndicator_DO_NOT_PUBLISH_TRADE = 0
const int TradePublishIndicator_DEFERRED_PUBLICATION = 2
const int TradePublishIndicator_PUBLISH_TRADE = 1
const int ApplResponseType_MESSAGES_NOT_AVAILABLE = 2
const int ApplResponseType_APPLICATION_DOES_NOT_EXIST = 1
const int ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED = 0
const int StandInstDbType_SID = 1
const int StandInstDbType_DTC_SID = 1
const int StandInstDbType_CUSTODIAN = 3
const int StandInstDbType_ALERT = 2
const int StandInstDbType_ACCOUNTNET = 4
const int StandInstDbType_A_GLOBAL_CUSTODIAN = 3
const int StandInstDbType_THOMSON_ALERT = 2
const int StandInstDbType_OTHER = 0
const int QuoteEntryStatus_CROSS_MARKET_WARNING = 13
const int QuoteEntryStatus_LOCKED_MARKET_WARNING = 12
const int QuoteEntryStatus_CANCELED_DUE_TO_CROSS_MARKET = 15
const int QuoteEntryStatus_CANCELED_DUE_TO_LOCK_MARKET = 14
const int QuoteEntryStatus_REJECTED = 5
const int QuoteEntryStatus_EXPIRED = 7
const int QuoteEntryStatus_REMOVED_FROM_MARKET = 6
const int QuoteEntryStatus_ACCEPTED = 0
const int QuoteEntryStatus_ACTIVE = 16
const char TriggerPriceType_BEST_MID = '6'
const char TriggerPriceType_BEST_BID_OR_LAST_TRADE = '4'
const char TriggerPriceType_BEST_BID = '3'
const char TriggerPriceType_BEST_OFFER_OR_LAST_TRADE = '5'
const char TriggerPriceType_BEST_OFFER = '1'
const char TriggerPriceType_LAST_TRADE = '2'
const int SideTrdSubTyp_EXTERNAL_TRANSFER = 2
const int SideTrdSubTyp_TRANSACTION_FROM_ASSIGNMENT = 10
const int SideTrdSubTyp_TRANSACTION_FROM_EXERCISE = 9
const int SideTrdSubTyp_DIFFERENTIAL_SPREAD = 7
const int SideTrdSubTyp_ONSET_DUE_TO_AN_ALLOCATION = 6
const int SideTrdSubTyp_REJECT_FOR_SUBMITTING_TRADE = 3
const int SideTrdSubTyp_CMTA = 0
const int SideTrdSubTyp_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT = 8
const int SideTrdSubTyp_INTERNAL_TRANSFER = 1
const int SideTrdSubTyp_OFFSET_DUE_TO_AN_ALLOCATION = 5
const int SideTrdSubTyp_ADVISORY_FOR_CONTRA_SIDE = 4
const int SettlInstReqRejCode_UNABLE_TO_PROCESS_REQUEST = 0
const int SettlInstReqRejCode_NOMATCHINGSETTLEMENTINSTRUCTIONSFOUND = 2
const int SettlInstReqRejCode_UNKNOWNACCOUNT = 1
const int SettlInstReqRejCode_UNABLETOPROCESSREQUEST = 0
const int SettlInstReqRejCode_UNKNOWN_ACCOUNT = 1
const int SettlInstReqRejCode_NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND = 2
const int SettlInstReqRejCode_OTHER = 99
const char Urgency_FLASH = '1'
const char Urgency_NORMAL = '0'
const char Urgency_BACKGROUND = '2'
const int CollAsgnTransType_REPLACE = 1
const int CollAsgnTransType_NEW = 0
const int CollAsgnTransType_REVERSE = 4
const int CollAsgnTransType_CANCEL = 2
const int CollAsgnTransType_RELEASE = 3
const int PaymentMethod_FED_WIRE = 7
const int PaymentMethod_ACHCREDIT = 13
const int PaymentMethod_TELEGRAPHICTRANSFER = 6
const int PaymentMethod_DIRECTDEBITBECS = 9
const int PaymentMethod_EUROCLEAR = 3
const int PaymentMethod_ACH_CREDIT = 13
const int PaymentMethod_TELEGRAPHIC_TRANSFER = 6
const int PaymentMethod_FEDWIRE = 7
const int PaymentMethod_CREDITCARD = 11
const int PaymentMethod_DIRECT_DEBIT = 9
const int PaymentMethod_CREDIT_CARD = 11
const int PaymentMethod_CHEQUE = 5
const int PaymentMethod_DIRECT_CREDIT = 10
const int PaymentMethod_CREST = 1
const int PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM = 15
const int PaymentMethod_DEBITCARD = 8
const int PaymentMethod_CLEARSTREAM = 4
const int PaymentMethod_BPAY = 14
const int PaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS = 15
const int PaymentMethod_NSCC = 2
const int PaymentMethod_DEBIT_CARD = 8
const int PaymentMethod_ACHDEBIT = 12
const int PaymentMethod_DIRECTCREDITBECS = 10
const int PaymentMethod_ACH_DEBIT = 12
const char TriggerPriceTypeScope_LOCAL = '1'
const char TriggerPriceTypeScope_NONE = '0'
const char TriggerPriceTypeScope_GLOBAL = '3'
const char TriggerPriceTypeScope_NATIONAL = '2'
const int PegLimitType_STRICT = 1
const int PegLimitType_ORWORSE = 2
const int PegLimitType_OR_BETTER = 0
const int PegLimitType_OR_WORSE = 2
const int PegLimitType_ORBETTER = 0
const char Side_BORROW = 'G'
const char Side_SELLPLUS = '4'
const char Side_BUY_MINUS = '3'
const char Side_BUYMIN = '3'
const char Side_ASDEFINED = 'B'
const char Side_SUBSCRIBE = 'D'
const char Side_CROSS_SHORT_EXEMPT = 'A'
const char Side_UNDISCLOSED = '7'
const char Side_SELLSHT = '5'
const char Side_SELLSHTEX = '6'
const char Side_CROSSSHORTEX = 'A'
const char Side_CROSS = '8'
const char Side_SELL_SHORT_EXEMPT = '6'
const char Side_UNDISC = '7'
const char Side_CROSSSHORT = '9'
const char Side_BORROWFINANCING = 'G'
const char Side_BUY = '1'
const char Side_CROSS_SHORT_EXXMPT = 'A'
const char Side_SELL = '2'
const char Side_LEND = 'F'
const char Side_SELL_SHORT = '5'
const char Side_OPPOSITE = 'C'
const char Side_CROSS_SHORT = '9'
const char Side_SELL_PLUS = '4'
const char Side_REDEEM = 'E'
const char Side_LENDFINANCING = 'F'
const char Side_AS_DEFINED = 'B'
const int ContAmtType_COMMISSIONAMT = 1
const int ContAmtType_FUNDBASEDRENEWALCOMM = 11
const int ContAmtType_INITIALCHARGEPCT = 4
const int ContAmtType_EXITCHARGEAMT = 9
const int ContAmtType_EXIT_CHARGE = 10
const int ContAmtType_DILUTION_LEVY_AMOUNT = 7
const int ContAmtType_DILUTION_LEVY_PERCENT = 8
const int ContAmtType_DISCOUNT_AMOUNT = 5
const int ContAmtType_COMMISSION = 2
const int ContAmtType_INITIAL_CHARGE_PERCENT = 4
const int ContAmtType_DILUTIONLEVYAMT = 7
const int ContAmtType_DILUTION_LEVY = 8
const int ContAmtType_COMMISSION_AMOUNT = 1
const int ContAmtType_NET_SETTLEMENT_AMOUNT = 15
const int ContAmtType_EXITCHARGEPCT = 10
const int ContAmtType_COMMISSIONPCT = 2
const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION = 11
const int ContAmtType_DISCOUNT = 6
const int ContAmtType_FUNDBASEDRENEWALCOMMAMTORD = 13
const int ContAmtType_DISCOUNTPCT = 6
const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13 = 13
const int ContAmtType_EXIT_CHARGE_AMOUNT = 9
const int ContAmtType_INITIAL_CHARGE = 4
const int ContAmtType_EXIT_CHARGE_PERCENT = 10
const int ContAmtType_DISCOUNT_PERCENT = 6
const int ContAmtType_INITIALCHARGEAMT = 3
const int ContAmtType_DILUTIONLEVYPCT = 8
const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14 = 14
const int ContAmtType_FUNDBASEDRENEWALCOMMAMTPROJ = 14
const int ContAmtType_NETSETTLEMENTAMOUNT = 15
const int ContAmtType_PROJECTEDFUNDVALUE = 12
const int ContAmtType_DISCOUNTAMT = 5
const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT = 11
const int ContAmtType_COMMISSION_PERCENT = 2
const int ContAmtType_PROJECTED_FUND_VALUE = 12
const int ContAmtType_INITIAL_CHARGE_AMOUNT = 3
const char OrderCategory_IMPLIED_ORDER = '7'
const char OrderCategory_STREAMING_PRICE = '9'
const char OrderCategory_QUOTE_REQUEST = '6'
const char OrderCategory_CROSS_ORDER = '8'
const char OrderCategory_MULTILEG_ORDER = '4'
const char OrderCategory_PRIVATELY_NEGOTIATED_TRADE = '3'
const char OrderCategory_QUOTE = '2'
const char OrderCategory_ORDER = '1'
const char OrderCategory_LINKED_ORDER = '5'
const char AdvTransType_REPLACE [] = "R"
const char AdvTransType_NEW [] = "N"
const char AdvTransType_ADVCANCEL [] = "C"
const char AdvTransType_ADVREPLACE [] = "R"
const char AdvTransType_ADVNEW [] = "N"
const char AdvTransType_CANCEL [] = "C"
const char PublishTrdIndicator_NO = 'N'
const char PublishTrdIndicator_YES = 'Y'
const int SecurityResponseType_ACCPTSECPROPREV = 2
const int SecurityResponseType_SECLISTTYPESRET = 3
const int SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST = 4
const int SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST = 3
const int SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE = 2
const int SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS = 1
const int SecurityResponseType_ACCPTSECPROP = 1
const int SecurityResponseType_REJECT_SECURITY_PROPOSAL = 5
const int SecurityResponseType_SECLISTRET = 4
const int SecurityResponseType_REJSECPROP = 5
const int SecurityResponseType_CAN_NOT_MATCH_SELECTION_CRITERIA = 6
const int SecurityResponseType_CANNOT_MATCH_SELECTION_CRITERIA = 6
const int SecurityResponseType_NOMATCH = 6
const int SessionStatus_PASSWORD_EXPIRED = 8
const int SessionStatus_SESSION_LOGOUT_COMPLETE = 4
const int SessionStatus_INVALID_USERNAME_OR_PASSWORD = 5
const int SessionStatus_SESSION_ACTIVE = 0
const int SessionStatus_SESSION_PASSWORD_CHANGED = 1
const int SessionStatus_ACCOUNT_LOCKED = 6
const int SessionStatus_LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME = 7
const int SessionStatus_SESSION_PASSWORD_DUE_TO_EXPIRE = 2
const int SessionStatus_NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY = 3
const int AllocAccountType_JBO = 8
const int AllocAccountType_HOUSE_TRADER = 3
const int AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2
const int AllocAccountType_FLOOR_TRADER = 4
const int AllocAccountType_ACCOUNTISHOUSETRADERANDISCROSSMARGINED = 7
const int AllocAccountType_ACCOUNTISCARRIEDONCUSTOMERSIDEOFBOOKS = 1
const int AllocAccountType_JOINT_BACK_OFFICE_ACCOUNT = 8
const int AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKSANDISCROSSMARGINED = 6
const int AllocAccountType_HOUSETRADER = 3
const int AllocAccountType_FLOORTRADER = 4
const int AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6
const int AllocAccountType_ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS = 1
const int AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKS = 2
const int AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7
const char AllocTransType_REPLACE = '1'
const char AllocTransType_NEW = '0'
const char AllocTransType_CALCULATED = '4'
const char AllocTransType_PRELIMINARY = '3'
const char AllocTransType_CALCULATEDWITHOUTPRELIMINARY = '5'
const char AllocTransType_CANCEL = '2'
const char AllocTransType_REVERSAL = '6'
const char AllocTransType_CALCULATED_WITHOUT_PRELIMINARY = '5'
const int ExpirationQtyType_DIFFERENCE = 5
const int ExpirationQtyType_FINAL_WILL_BE_EXERCISED = 3
const int ExpirationQtyType_NON_AUTO_EXERCISE = 2
const int ExpirationQtyType_CONTRARY_INTENTION = 4
const int ExpirationQtyType_AUTO_EXERCISE = 1
const int AllocHandlInst_FORWARDMATCH = 3
const int AllocHandlInst_FORWARD_AND_MATCH = 3
const int AllocHandlInst_FORWARD = 2
const int AllocHandlInst_MATCH = 1
const int TradeRequestStatus_COMPLETED = 1
const int TradeRequestStatus_REJECTED = 2
const int TradeRequestStatus_ACCEPTED = 0
const char PreallocMethod_DO_NOT_PRO_RATA_DISCUSS_FIRST = '1'
const char PreallocMethod_PRO_RATA = '0'
const char PreallocMethod_DO_NOT_PRORATA_DISCUSS_FIRST = '1'
const char PreallocMethod_DO_NOT_PRO_RATA = '1'
const char PreallocMethod_PRORATA = '0'
const int TaxAdvantageType_ROTHIRANONPROTOTYPEUS = 25
const int TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTROLLOVERUS = 17
const int TaxAdvantageType_PROFITSHARINGPLANUS = 19
const int TaxAdvantageType_SELF_DIRECTED_IRA = 21
const int TaxAdvantageType_401 = 20
const int TaxAdvantageType_EMPLOYER_11 = 11
const int TaxAdvantageType_457US = 23
const int TaxAdvantageType_EMPLOYER_12 = 12
const int TaxAdvantageType_MINI_CASH_ISA = 3
const int TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA = 4
const int TaxAdvantageType_ROTH_CONVERSION_IRA_26 = 26
const int TaxAdvantageType_EMPLOYEE = 9
const int TaxAdvantageType_SELFDIRECTEDIRAUS = 21
const int TaxAdvantageType_403 = 22
const int TaxAdvantageType_NON_FUND_PROTOTYPE_IRA = 13
const int TaxAdvantageType_NONFUNDPROTOTYPEIRAUS = 13
const int TaxAdvantageType_ROTH_CONVERSION_IRA_27 = 27
const int TaxAdvantageType_ROTHCONVERSIONIRANONPROTOTYPEUS = 27
const int TaxAdvantageType_MINI_INSURANCE_ISA = 5
const int TaxAdvantageType_ROTHCONVERSIONIRAFUNDPROTOTYPEUS = 26
const int TaxAdvantageType_EDUCATIONIRAFUNDPROTOTYPEUS = 28
const int TaxAdvantageType_MAXIISAUK = 1
const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_ROLLOVER = 17
const int TaxAdvantageType_NONFUNDQUALIFIEDPLANUS = 14
const int TaxAdvantageType_EMPLOYER_CURRENT_YEAR = 12
const int TaxAdvantageType_PRIORYEARPAYMENTUS = 7
const int TaxAdvantageType_TESSAUK = 2
const int TaxAdvantageType_CURRENTYEARPAYMENTUS = 6
const int TaxAdvantageType_EDUCATIONIRANONPROTOTYPEUS = 29
const int TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTUS = 16
const int TaxAdvantageType_KEOGHUS = 18
const int TaxAdvantageType_EDUCATION_IRA_28 = 28
const int TaxAdvantageType_PROFIT_SHARING_PLAN = 19
const int TaxAdvantageType_NON_FUND_QUALIFIED_PLAN = 14
const int TaxAdvantageType_ROTHIRAFUNDPROTOTYPEUS = 24
const int TaxAdvantageType_EDUCATION_IRA_29 = 29
const int TaxAdvantageType_EMPLOYEE_10 = 10
const int TaxAdvantageType_EMPLOYEE_9 = 9
const int TaxAdvantageType_EMPLOYEE_CURRENT_YEAR = 10
const int TaxAdvantageType_MAXI_ISA = 1
const int TaxAdvantageType_MINIINSURANCEISAUK = 5
const int TaxAdvantageType_PRIOR_YEAR_PAYMENT = 7
const int TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN = 15
const int TaxAdvantageType_401K = 20
const int TaxAdvantageType_403BUS = 22
const int TaxAdvantageType_MINICASHISAUK = 3
const int TaxAdvantageType_ROTH_IRA_24 = 24
const int TaxAdvantageType_MINISTOCKSANDSHARESISAUK = 4
const int TaxAdvantageType_OTHER = 999
const int TaxAdvantageType_EMPLOYERCURRENTYEARUS = 12
const int TaxAdvantageType_ASSET_TRANSFER = 8
const int TaxAdvantageType_ROTH_IRA_25 = 25
const int TaxAdvantageType_KEOGH = 18
const int TaxAdvantageType_DEFINEDCONTRIBUTIONPLANUS = 15
const int TaxAdvantageType_401KUS = 20
const int TaxAdvantageType_TESSA = 2
const int TaxAdvantageType_NONE_NOT_APPLICABLE = 0
const int TaxAdvantageType_NONE = 0
const int TaxAdvantageType_457 = 23
const int TaxAdvantageType_EMPLOYEEPRIORYEARUS = 9
const int TaxAdvantageType_EMPLOYERPRIORYEARUS = 11
const int TaxAdvantageType_EMPLOYER = 11
const int TaxAdvantageType_EMPLOYEECURRENTYEARUS = 10
const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_16 = 16
const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT = 16
const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_17 = 17
const int TaxAdvantageType_CURRENT_YEAR_PAYMENT = 6
const int TaxAdvantageType_ASSETTRANSFERUS = 8
const char MessageEncoding_EUC_JP [] = "EUC-JP"
const char MessageEncoding_SHIFT_JIS [] = "SHIFT_JIS"
const char MessageEncoding_UTF_8 [] = "UTF-8"
const char MessageEncoding_ISO_2022_JP [] = "ISO-2022-JP"
const char TimeInForce_GOOD_TILL_CROSSING = '5'
const char TimeInForce_FILL_OR_KILL = '4'
const char TimeInForce_GOOD_TILL_DATE = '6'
const char TimeInForce_ATTHEOPENING = '2'
const char TimeInForce_FILLORKILL = '4'
const char TimeInForce_GOODTILLDATE = '6'
const char TimeInForce_GOODTILLCANCEL = '1'
const char TimeInForce_ATTHECLOSE = '7'
const char TimeInForce_GOOD_TILL_CANCEL = '1'
const char TimeInForce_DAY = '0'
const char TimeInForce_AT_CROSSING = '9'
const char TimeInForce_IMMEDIATEORCANCEL = '3'
const char TimeInForce_IMMEDIATE_OR_CANCEL = '3'
const char TimeInForce_GOODTILLCROSSING = '5'
const char TimeInForce_GOOD_THROUGH_CROSSING = '8'
const char TimeInForce_AT_THE_CLOSE = '7'
const char TimeInForce_AT_THE_OPENING = '2'
const char IOIQualifier_AON = 'A'
const char IOIQualifier_THROUGH_THE_DAY = 'T'
const char IOIQualifier_INDIDCATION = 'W'
const char IOIQualifier_MOC = 'B'
const char IOIQualifier_READYTRADE = 'R'
const char IOIQualifier_ATMID = 'Y'
const char IOIQualifier_INDWRKAWAY = 'W'
const char IOIQualifier_AT_THE_MARKET = 'Q'
const char IOIQualifier_AT_THE_MIDPOINT = 'Y'
const char IOIQualifier_CROSSING_OPPORTUNITY = 'X'
const char IOIQualifier_CURRENT_QUOTE = 'Q'
const char IOIQualifier_IN_TOUCH_WITH = 'I'
const char IOIQualifier_ALL_OR_NONE = 'A'
const char IOIQualifier_THROUGHDAY = 'T'
const char IOIQualifier_TAKING_A_POSITION = 'P'
const char IOIQualifier_AT_THE_OPEN = 'O'
const char IOIQualifier_TAKEPOSITION = 'P'
const char IOIQualifier_PORTFOLIO_SHOW_N = 'S'
const char IOIQualifier_INTOUCH = 'I'
const char IOIQualifier_MOREBEHIND = 'M'
const char IOIQualifier_ATMARKET = 'Q'
const char IOIQualifier_CROSSOPP = 'X'
const char IOIQualifier_PREOPEN = 'Z'
const char IOIQualifier_ATCLOSE = 'C'
const char IOIQualifier_MARKET_ON_CLOSE = 'B'
const char IOIQualifier_VERSUS = 'V'
const char IOIQualifier_LIMIT = 'L'
const char IOIQualifier_PORTFOLIO_SHOWN = 'S'
const char IOIQualifier_READY_TO_TRADE = 'R'
const char IOIQualifier_PRE_OPEN = 'Z'
const char IOIQualifier_INDICATION = 'W'
const char IOIQualifier_MORE_BEHIND = 'M'
const char IOIQualifier_ATOPEN = 'O'
const char IOIQualifier_VWAP = 'D'
const char IOIQualifier_PORTSHOW = 'S'
const char IOIQualifier_AT_THE_CLOSE = 'C'
const int StrikePriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY = 4
const int StrikePriceBoundaryMethod_GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY = 5
const int StrikePriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY = 2
const int StrikePriceBoundaryMethod_LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY = 1
const int StrikePriceBoundaryMethod_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY = 3
const char MiscFeeType_CONVERSION [] = "11"
const char MiscFeeType_CONSUMPTION_TAX [] = "9"
const char MiscFeeType_LOCAL_COMMISSION [] = "3"
const char MiscFeeType_TAX [] = "2"
const char MiscFeeType_LOCALCOMM [] = "3"
const char MiscFeeType_MARKUP [] = "8"
const char MiscFeeType_SECURITY_LENDING [] = "14"
const char MiscFeeType_PER_TRANSACTION [] = "10"
const char MiscFeeType_REGULATORY [] = "1"
const char MiscFeeType_EXCHFEE [] = "4"
const char MiscFeeType_CONSUMPTION [] = "9"
const char MiscFeeType_STAMP [] = "5"
const char MiscFeeType_TRANSFER_FEE [] = "13"
const char MiscFeeType_AGENT [] = "12"
const char MiscFeeType_OTHER [] = "7"
const char MiscFeeType_TRANSACTION [] = "10"
const char MiscFeeType_REG [] = "1"
const char MiscFeeType_EXCHANGE_FEES [] = "4"
const char MiscFeeType_LEVY [] = "6"
const char SecurityIDSource_CLEARING_HOUSE [] = "H"
const char SecurityIDSource_OPTION_PRICE_REPORTING_AUTHORITY [] = "J"
const char SecurityIDSource_EXCHANGE_SYMBOL [] = "8"
const char SecurityIDSource_SICOVAM [] = "E"
const char SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION [] = "I"
const char SecurityIDSource_ISDA_FPML_PRODUCT_URL [] = "K"
const char SecurityIDSource_RIC [] = "5"
const char SecurityIDSource_CLEARINGHOUSE [] = "H"
const char SecurityIDSource_FPML [] = "I"
const char SecurityIDSource_RIC_CODE [] = "5"
const char SecurityIDSource_ISOCURR [] = "6"
const char SecurityIDSource_ISO_CURRENCY_CODE [] = "6"
const char SecurityIDSource_COMMON [] = "G"
const char SecurityIDSource_VALOREN [] = "D"
const char SecurityIDSource_BELGIAN [] = "F"
const char SecurityIDSource_CTA [] = "9"
const char SecurityIDSource_ISIN_NUMBER [] = "4"
const char SecurityIDSource_ISIN [] = "4"
const char SecurityIDSource_ISOCOUNTRY [] = "7"
const char SecurityIDSource_SEDOL [] = "2"
const char SecurityIDSource_ISO_COUNTRY_CODE [] = "7"
const char SecurityIDSource_LETTER_OF_CREDIT [] = "L"
const char SecurityIDSource_BLOOMBERG_SYMBOL [] = "A"
const char SecurityIDSource_BLMBRG [] = "A"
const char SecurityIDSource_OPTIONPRICEREPORTINGAUTHORITY [] = "J"
const char SecurityIDSource_WERTPAPIER [] = "B"
const char SecurityIDSource_MARKETPLACE_ASSIGNED_IDENTIFIER [] = "M"
const char SecurityIDSource_EXCHSYMB [] = "8"
const char SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION [] = "9"
const char SecurityIDSource_DUTCH [] = "C"
const char SecurityIDSource_QUIK [] = "3"
const char SecurityIDSource_CUSIP [] = "1"
const int NewsRefType_OTHER_LANGUAGE = 1
const int NewsRefType_COMPLIMENTARY = 2
const int NewsRefType_REPLACEMENT = 0
const char TriggerOrderType_LIMIT = '2'
const char TriggerOrderType_MARKET = '1'
const int CrossType_CROSS_AON = 1
const int CrossType_CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE_ONE_SIDE_OF_THE_CROSS_IS_FULLY_EXECUTED = 3
const int CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT_BOTH_SIDES_ARE_TREATED_IN_THE_SAME_MANNER_THIS_IS_EQUIVALENT_TO_AN_ALL_OR_NONE = 1
const int CrossType_CROSSAON = 1
const int CrossType_CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE = 4
const int CrossType_CROSS_ONE_SIDE = 3
const int CrossType_CROSS_SAME_PRICE = 4
const int CrossType_CROSSSAMEPRICE = 4
const int CrossType_CROSS_IOC = 2
const int CrossType_CROSSIOC = 2
const int CrossType_CROSSONESIDE = 3
const int CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED_ONE_SIDE_IS_FULLY_EXECUTED_THE_OTHER_SIDE_IS_PARTIALLY_EXECUTED_WITH_THE_REMAINDER_BEING_CANCELLED_THIS_IS_EQUIVALENT_TO_AN_IMMEDIATE_OR_CANCEL_ON_THE_OTHER_SIDE = 2
const char OpenCloseSettleFlag_SESSION_OPEN = '1'
const char OpenCloseSettleFlag_DAILY_OPEN = '0'
const char OpenCloseSettleFlag_EXPECTED_PRICE = '3'
const char OpenCloseSettleFlag_PRICE_FROM_PREVIOUS_BUSINESS_DAY = '4'
const char OpenCloseSettleFlag_DELIVERY_SETTLEMENT_PRICE = '2'
const int MDBookType_PRICE_DEPTH = 2
const int MDBookType_ORDER_DEPTH = 3
const int MDBookType_TOP_OF_BOOK = 1
const char BasisPxType_VWAPAFT = '8'
const char BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI = '9'
const char BasisPxType_VWAP_THROUGH_A_MORNING_SESSION = '7'
const char BasisPxType_CLOSING_PRICE = '3'
const char BasisPxType_VWAP_THROUGH_A_DAY = '6'
const char BasisPxType_CLOSING_PRICE_AT_MORNINGN_SESSION = '2'
const char BasisPxType_VWAPDAY = '6'
const char BasisPxType_VWAPMORNXYORI = 'A'
const char BasisPxType_VWAPMORN = '7'
const char BasisPxType_VWAPDAYXYORI = '9'
const char BasisPxType_OTHERS = 'Z'
const char BasisPxType_OPEN = 'D'
const char BasisPxType_CURRPX = '4'
const char BasisPxType_VWAPAFTXYORI = 'B'
const char BasisPxType_CLOSING_PRICE_AT_MORNING_SESSION = '2'
const char BasisPxType_CLSPXMORN = '2'
const char BasisPxType_CURRENT_PRICE = '4'
const char BasisPxType_SQ = '5'
const char BasisPxType_CLSPX = '3'
const char BasisPxType_STRIKE = 'C'
const char BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI = 'B'
const char BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI = 'A'
const char BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION = '8'
const int ComplexEventType_ROLLING_BARRIER = 9
const int ComplexEventType_UNDERLYING = 7
const int ComplexEventType_KNOCK_OUT_UP = 5
const int ComplexEventType_KNOCK_IN_UP = 3
const int ComplexEventType_KOCK_IN_DOWN = 4
const int ComplexEventType_TRIGGER = 2
const int ComplexEventType_RESET_BARRIER = 8
const int ComplexEventType_CAPPED = 1
const int ComplexEventType_KNOCK_OUT_DOWN = 6
const int MassActionResponse_REJECTED = 0
const int MassActionResponse_ACCEPTED = 1
const int SecurityRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 9
const int SecurityRequestType_REQUEST_LIST_SECURITY_TYPES = 2
const int SecurityRequestType_REQSECIDPROV = 1
const int SecurityRequestType_REQUEST_LIST_SECURITIES = 3
const int SecurityRequestType_REQSECID = 0
const int SecurityRequestType_SYMBOL = 4
const int SecurityRequestType_SECURITYTYPE_AND_OR_CFICODE = 5
const int SecurityRequestType_REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED = 1
const int SecurityRequestType_REQSECLIST = 3
const int SecurityRequestType_TRADINGSESSIONID = 7
const int SecurityRequestType_PRODUCT = 6
const int SecurityRequestType_ALL_SECURITIES = 8
const int SecurityRequestType_REQSECLISTTYPES = 2
const int SecurityRequestType_REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS = 0
const int ListRejectReason_EXCHANGE_CLOSED = 2
const int ListRejectReason_UNKNOWN_ORDER = 5
const int ListRejectReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11
const int ListRejectReason_DUPLICATE_ORDER = 6
const int ListRejectReason_TOO_LATE_TO_ENTER = 4
const int ListRejectReason_OTHER = 99
const int ListRejectReason_BROKER = 0
const char DeskType_PROPRIETARY [] = "PR"
const char DeskType_ARBITRAGE [] = "AR"
const char DeskType_TRADING [] = "T"
const char DeskType_DERIVATIVES [] = "D"
const char DeskType_SALES [] = "S"
const char DeskType_INSTITUTIONAL [] = "IS"
const char DeskType_INTERNATIONAL [] = "IN"
const char DeskType_AGENCY [] = "A"
const char DeskType_PREFERRED_TRADING [] = "PF"
const char DeskType_OTHER [] = "O"
const char DeskType_PROGRAM_TRADING [] = "PT"
const char SettlType_T4 [] = "5"
const char SettlType_T5 [] = "8"
const char SettlType_WHEN_AND_IF_ISSUED [] = "7"
const char SettlType_NEXTDAY [] = "2"
const char SettlType_FUTURE [] = "6"
const char SettlType_T_PLUS_2 [] = "3"
const char SettlType_SELLERS_OPTION [] = "8"
const char SettlType_BROKEN_DATE [] = "B"
const char SettlType_T_PLUS_3 [] = "4"
const char SettlType_T_PLUS_4 [] = "5"
const char SettlType_REGULAR [] = "0"
const char SettlType_NEXT_DAY [] = "2"
const char SettlType_T_PLUS_5 [] = "9"
const char SettlType_FX_SPOT_NEXT_SETTLEMENT [] = "C"
const char SettlType_T1 [] = "9"
const char SettlType_WHENISSUED [] = "7"
const char SettlType_T2 [] = "3"
const char SettlType_T3 [] = "4"
const char SettlType_CASH [] = "1"
const char OpenClose_CLOSE = 'C'
const char OpenClose_OPEN = 'O'
const int ContractMultiplierUnit_SHARES = 0
const int ContractMultiplierUnit_HOURS = 1
const int ContractMultiplierUnit_DAYS = 2
const int TrdType_VOLUME_WEIGHTED_AVERAGE_TRADE = 51
const int TrdType_LATE_TRADE = 4
const int TrdType_FUTURES_LARGE_ORDER_EXECUTION = 17
const int TrdType_EXCHANGE_OF_FUTURES_FOR_FUTURES = 18
const int TrdType_SPECIAL_EX_CAPITAL_REPAYMENTS = 35
const int TrdType_BLOCK_TRADE_38 = 38
const int TrdType_DELTA_NEUTRAL_TRANSACTION = 46
const int TrdType_CASH_SETTLEMENT = 29
const int TrdType_SPECIAL_CUM_CAPITAL_REPAYMENTS = 34
const int TrdType_SPECIAL_CUM_BONUS = 36
const int TrdType_BLOCK_TRADES = 40
const int TrdType_ALL_OR_NONE = 16
const int TrdType_OPTION_EXERCISE = 45
const int TrdType_FINANCING_TRANSACTION = 47
const int TrdType_TRANSFER = 3
const int TrdType_REGULAR_TRADE = 0
const int TrdType_TRADING_AT_SETTLEMENT = 15
const int TrdType_SPECIAL_EX_DIVIDEND = 26
const int TrdType_SPECIAL_EX_COUPON = 28
const int TrdType_SPECIAL_PRICE = 30
const int TrdType_SPECIAL_CUM_RIGHTS = 32
const int TrdType_SPECIAL_EX_BONUS = 37
const int TrdType_BLOCKTRADE = 1
const int TrdType_EXCHANGE_GRANTED_TRADE = 52
const int TrdType_EXCHANGE_BASIS_FACILITY = 55
const int TrdType_BLOCK_TRADE_1 = 1
const int TrdType_LATE_BUNCHED_TRADE = 8
const int TrdType_ERROR_TRADE = 24
const int TrdType_NAME_CHANGE = 41
const int TrdType_LATEBUNCHEDTRADE = 8
const int TrdType_EFP = 2
const int TrdType_NON_STANDARD_SETTLEMENT = 48
const int TrdType_PRIOR_REFERENCE_PRICE_TRADE = 9
const int TrdType_EXCHANGE_FOR_RISK = 11
const int TrdType_EXCHANGE_FOR_SWAP = 12
const int TrdType_EXCHANGE_OF_FUTURES_FOR = 13
const int TrdType_OPTION_INTERIM_TRADE = 19
const int TrdType_PRIVATELY_NEGOTIATED_TRADES = 22
const int TrdType_SUBSTITUTION_OF_FUTURES_FOR_FORWARDS = 23
const int TrdType_SPECIAL_CUM_DIVIDEND = 25
const int TrdType_GUARANTEED_DELIVERY = 31
const int TrdType_PROROGATION_SELL = 44
const int TrdType_WEIGHTEDAVERAGEPRICETRADE = 6
const int TrdType_PORTFOLIO_TRADE = 50
const int TrdType_WEIGHTED_AVERAGE_PRICE_TRADE = 6
const int TrdType_WORKED_PRINCIPAL_TRADE = 39
const int TrdType_PORTFOLIO_TRANSFER = 42
const int TrdType_T_TRADE = 5
const int TrdType_EXCHANGE_OF_OPTIONS_FOR_OPTIONS = 14
const int TrdType_SPECIAL_CUM_COUPON = 27
const int TrdType_BUNCHEDTRADE = 7
const int TrdType_TTRADE = 5
const int TrdType_OTC = 54
const int TrdType_AFTER_HOURS_TRADE = 10
const int TrdType_PRIORREFERENCEPRICETRADE = 9
const int TrdType_AFTERHOURSTRADE = 10
const int TrdType_DERIVATIVE_RELATED_TRANSACTION = 49
const int TrdType_REPURCHASE_AGREEMENT = 53
const int TrdType_SPECIAL_EX_RIGHTS = 33
const int TrdType_PROROGATION_BUY = 43
const int TrdType_BUNCHED_TRADE = 7
const int TrdType_OPTION_CABINET_TRADE = 20
const int TrdType_LATETRADE = 4
const int TrdType_REGULARTRADE = 0
const char RestructuringType_MODIFIED_MOD_RESTRUCTURING [] = "MM"
const char RestructuringType_FULL_RESTRUCTURING [] = "FR"
const char RestructuringType_NO_RESTRUCTURING_SPECIFIED [] = "XR"
const char RestructuringType_MODIFIED_RESTRUCTURING [] = "MR"
const int ProgRptReqs_SELLSIDE = 2
const int ProgRptReqs_REALTIME = 3
const int ProgRptReqs_REAL_TIME_EXECUTION_REPORTS = 3
const int ProgRptReqs_BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST = 1
const int ProgRptReqs_SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD = 2
const int ProgRptReqs_BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST = 1
const int ProgRptReqs_BUYSIDE = 1
const int ProgRptReqs_SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD = 2
const char TradingSessionID_EVENING [] = "5"
const char TradingSessionID_AFTER_HOURS [] = "6"
const char TradingSessionID_HALFDAY [] = "2"
const char TradingSessionID_DAY [] = "1"
const char TradingSessionID_MORNING [] = "3"
const char TradingSessionID_AFTERNOON [] = "4"
const int ListOrderStatus_RECVFOREXEC = 2
const int ListOrderStatus_CXL = 4
const int ListOrderStatus_REJ = 7
const int ListOrderStatus_CANCELING = 4
const int ListOrderStatus_REJECT = 7
const int ListOrderStatus_ALL_DONE = 6
const int ListOrderStatus_INBIDPROC = 1
const int ListOrderStatus_ALLDONE = 6
const int ListOrderStatus_IN_BIDDING_PROCESS = 1
const int ListOrderStatus_RECEIVED_FOR_EXECUTION = 2
const int ListOrderStatus_ALERT = 5
const int ListOrderStatus_RECEIVEDFOREXECUTION = 2
const int ListOrderStatus_INBIDDINGPROCESS = 1
const int ListOrderStatus_EXEC = 3
const int ListOrderStatus_CANCELLING = 4
const int ListOrderStatus_EXECUTING = 3
const char RegistStatus_REJECT = 'R'
const char RegistStatus_REMINDER_IE_REGISTRATION_INSTRUCTIONS_ARE_STILL_OUTSTANDING = 'N'
const char RegistStatus_REJECTED = 'R'
const char RegistStatus_ACCEPTED = 'A'
const char RegistStatus_REMINDER = 'N'
const char RegistStatus_HELD = 'H'
const char RegistStatus_ACCEPT = 'A'
const int UnderlyingPriceDeterminationMethod_OPTIMAL_VALUE = 3
const int UnderlyingPriceDeterminationMethod_SPECIAL_REFERENCE = 2
const int UnderlyingPriceDeterminationMethod_AVERAGE_VALUE = 4
const int UnderlyingPriceDeterminationMethod_REGULAR = 1
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY = '1'
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY_GROUP = 'A'
const char MassCancelRequestType_CXLORDERSSECURITYTYPE = '5'
const char MassCancelRequestType_CXLORDERSUNDERLYINGSECURITY = '2'
const char MassCancelRequestType_CXLORDERSTRDSESSION = '6'
const char MassCancelRequestType_CXLALLORDERS = '7'
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET = '8'
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT = '9'
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5'
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6'
const char MassCancelRequestType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 'C'
const char MassCancelRequestType_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2'
const char MassCancelRequestType_CXLORDERSSECURITY = '1'
const char MassCancelRequestType_CXLORDERSPRODUCT = '3'
const char MassCancelRequestType_CANCEL_ALL_ORDERS = '7'
const char MassCancelRequestType_CANCEL_FOR_SECURITY_ISSUER = 'B'
const char MassCancelRequestType_CXLORDERSCFICODE = '4'
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_PRODUCT = '3'
const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_CFICODE = '4'
const int DerivativeSecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 8
const int DerivativeSecurityListRequestType_UNDELYINGSYMBOL = 5
const int DerivativeSecurityListRequestType_UNDERLYING_PRODUCT = 7
const int DerivativeSecurityListRequestType_UNDERLYING_SECURITYTYPE_AND_OR_CFICODE = 6
const int DerivativeSecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE = 1
const int DerivativeSecurityListRequestType_SYMBOL = 0
const int DerivativeSecurityListRequestType_TRADINGSESSIONID = 3
const int DerivativeSecurityListRequestType_ALL_SECURITIES = 4
const int DerivativeSecurityListRequestType_PRODUCT = 2
const char CxlRejResponseTo_ORDCXLREPREQ = '2'
const char CxlRejResponseTo_ORDER_CANCEL_REQUEST = '1'
const char CxlRejResponseTo_ORDER_CANCEL_REPLACE_REQUEST = '2'
const char CxlRejResponseTo_ORDCXLREQ = '1'
const int QuoteCancelType_CANCEL_BY_QUOTETYPE = 6
const int QuoteCancelType_CANCEL_FOR_ONE_OR_MORE_SECURITIES = 1
const int QuoteCancelType_CANCEL_QUOTE_SPECIFIED_IN_QUOTEID = 5
const int QuoteCancelType_CANCEL_FOR_UNDERLYING_SYMBOL = 3
const int QuoteCancelType_CXLUNDER = 3
const int QuoteCancelType_CANCEL_ALL_QUOTES = 4
const int QuoteCancelType_CXLSYM = 1
const int QuoteCancelType_CANCEL_FOR_UNDERLYING_SECURITY = 3
const int QuoteCancelType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 8
const int QuoteCancelType_CANCEL_FOR_SECURITY_ISSUER = 7
const int QuoteCancelType_CXLSECTYPE = 2
const int QuoteCancelType_CANCEL_FOR_ALL_QUOTES = 4
const int QuoteCancelType_CXLALL = 4
const int QuoteCancelType_CANCEL_FOR_SECURITY_TYPE = 2
const int QuoteCancelType_CANCEL_FOR_SYMBOL = 1
const char StipulationType_POOLS_PER_LOT [] = "PPL"
const char StipulationType_MAXIMUM_LOAN_BALANCE [] = "MAXBAL"
const char StipulationType_CONSTANTPREPAYMENTYIELD [] = "CPY"
const char StipulationType_CUSTOM_START_END_DATE [] = "CUSTOMDATE"
const char StipulationType_CALL_PROTECTION [] = "PROTECT"
const char StipulationType_MATURITYYEARANDMONTH [] = "MAT"
const char StipulationType_FINALCPROFHOMEEQUITYPREPAYMENTCURVE [] = "HEP"
const char StipulationType_MATURITYRANGE [] = "MATURITY"
const char StipulationType_COUPON_RANGE [] = "COUPON"
const char StipulationType_PERCENTOFBMAPREPAYMENTCURVE [] = "PSA"
const char StipulationType_SUBSTITUTIONSLEFTREPO [] = "SUBSLEFT"
const char StipulationType_LOOKBACKDAYS [] = "LOOKBACK"
const char StipulationType_CALLPROTECTION [] = "PROTECT"
const char StipulationType_MAXIMUMSUBSTITUTIONSREPO [] = "MAXSUBS"
const char StipulationType_YEARORYEARMONTHOFISSUE [] = "ISSUE"
const char StipulationType_CONSTANTPREPAYMENTRATE [] = "CPR"
const char StipulationType_ISSUE_SIZE_RANGE [] = "ISSUESIZE"
const char StipulationType_WEIGHTEDAVERAGEMATURITY [] = "WAM"
const char StipulationType_CONSTANT_PREPAYMENT_RATE [] = "CPR"
const char StipulationType_PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE [] = "MHP"
const char StipulationType_POOLSMINIMUM [] = "PMIN"
const char StipulationType_FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE [] = "HEP"
const char StipulationType_BROKERS_SALES_CREDIT [] = "BROKERCREDIT"
const char StipulationType_ORDER_QUANTITY_INCREMENT [] = "ORDRINCR"
const char StipulationType_REFERENCE_TO_ROLLING_OR_CLOSING_TRADE [] = "REFTRADE"
const char StipulationType_AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET [] = "AVAILQTY"
const char StipulationType_ISSUERS_TICKER [] = "ISSUER"
const char StipulationType_ISOCURRENCYCODE [] = "CURRENCY"
const char StipulationType_THE_MINIMUM_RESIDUAL_OFFER_QUANTITY [] = "LEAVEQTY"
const char StipulationType_DISCOUNT_RATE [] = "DISCOUNT"
const char StipulationType_VALUATIONDISCOUNT [] = "HAIRCUT"
const char StipulationType_SINGLE_MONTHLY_MORTALITY [] = "SMM"
const char StipulationType_LOT_VARIANCE [] = "LOTVAR"
const char StipulationType_PERCENTOFMANUFACTUREDHOUSINGPREPAYMENTCURVE [] = "MHP"
const char StipulationType_FREEFORMTEXT [] = "TEXT"
const char StipulationType_WHOLE_POOL [] = "WHOLE"
const char StipulationType_GEOGRAPHICS_AND_RANGE [] = "GEOG"
const char StipulationType_INTEREST_OF_ROLLING_OR_CLOSING_TRADE [] = "REFINT"
const char StipulationType_TRADEVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED [] = "TRDVAR"
const char StipulationType_FREEFORM_TEXT [] = "TEXT"
const char StipulationType_RATING_SOURCE_AND_RANGE [] = "RATING"
const char StipulationType_OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS [] = "INTERNALQTY"
const char StipulationType_OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS [] = "INTERNALPX"
const char StipulationType_NUMBER_OF_PIECES [] = "PIECES"
const char StipulationType_MINIMUM_INCREMENT [] = "MININCR"
const char StipulationType_PRODUCTIONYEAR [] = "PROD"
const char StipulationType_WEIGHTED_AVERAGE_MATURITY [] = "WAM"
const char StipulationType_GEOGRAPHICS [] = "GEOG"
const char StipulationType_MINIMUMQUANTITY [] = "MINQTY"
const char StipulationType_POOL_IDENTIFIER [] = "POOL"
const char StipulationType_MATURITY_YEAR_AND_MONTH [] = "MAT"
const char StipulationType_PRICINGFREQUENCY [] = "PRICEFREQ"
const char StipulationType_SECURITYTYPEINCLUDEDOREXCLUDED [] = "SECTYPE"
const char StipulationType_EXPLICITLOTIDENTIFIER [] = "LOT"
const char StipulationType_MAXIMUM_SUBSTITUTIONS [] = "MAXSUBS"
const char StipulationType_PRIMARY_OR_SECONDARY_MARKET_INDICATOR [] = "PRIMARY"
const char StipulationType_WEIGHTEDAVERAGELOANAGE [] = "WALA"
const char StipulationType_BENCHMARK_PRICE_SOURCE [] = "PXSOURCE"
const char StipulationType_MINIMUMDENOMINATION [] = "MINDNOM"
const char StipulationType_YEAR_OR_YEAR_MONTH_OF_ISSUE [] = "ISSUE"
const char StipulationType_PAYMENTFREQUENCYCALENDAR [] = "PAYFREQ"
const char StipulationType_POOLS_MAXIMUM [] = "PMAX"
const char StipulationType_SUBSTITUTIONS_FREQUENCY [] = "SUBSFREQ"
const char StipulationType_BENCHMARKPRICESOURCE [] = "PXSOURCE"
const char StipulationType_ABSOLUTEPREPAYMENTSPEED [] = "ABS"
const char StipulationType_BANKQUALIFIED [] = "BANKQUAL"
const char StipulationType_YIELDRANGE [] = "YIELD"
const char StipulationType_BARGAINCONDITIONS [] = "BGNCON"
const char StipulationType_MONTHLYPREPAYMENTRATE [] = "MPR"
const char StipulationType_POOLSPERLOT [] = "PPL"
const char StipulationType_CONSTANT_PREPAYMENT_YIELD [] = "CPY"
const char StipulationType_MINIMUM_DENOMINATION [] = "MINDNOM"
const char StipulationType_ALTERNATIVE_MINIMUM_TAX [] = "AMT"
const char StipulationType_CUSTOMSTARTENDDATE [] = "CUSTOMDATE"
const char StipulationType_TYPEOFREDEMPTIONVALUESARE [] = "REDEMPTION"
const char StipulationType_PERCENT_OF_BMA_PREPAYMENT_CURVE [] = "PSA"
const char StipulationType_NUMBEROFPIECES [] = "PIECES"
const char StipulationType_AMT [] = "AMT"
const char StipulationType_CONSTANTPREPAYMENTPENALTY [] = "CPP"
const char StipulationType_MAXIMUM_ORDER_SIZE [] = "MAXORDQTY"
const char StipulationType_AUTOREINVESTMENTATRATEORBETTER [] = "AUTOREINV"
const char StipulationType_BARGAIN_CONDITIONS [] = "BGNCON"
const char StipulationType_GEOGRAPHICSANDRANGE [] = "GEOG"
const char StipulationType_LOTVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED [] = "LOTVAR"
const char StipulationType_TYPE_OF_ROLL_TRADE [] = "ROLLTYPE"
const char StipulationType_PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE [] = "REFPRIN"
const char StipulationType_PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE [] = "PPC"
const char StipulationType_WEIGHTED_AVERAGE_COUPON [] = "WAC"
const char StipulationType_AUTO_REINVESTMENT_AT_RATE_OR_BETTER [] = "AUTOREINV"
const char StipulationType_STRUCTURE [] = "STRUCT"
const char StipulationType_WHOLEPOOL [] = "WHOLE"
const char StipulationType_MARKET_SECTOR [] = "SECTOR"
const char StipulationType_MATURITY_RANGE [] = "MATURITY"
const char StipulationType_SECURITY_TYPE_INCLUDED_OR_EXCLUDED [] = "SECTYPE"
const char StipulationType_POOLSPERMILLION [] = "PPM"
const char StipulationType_TRADE_VARIANCE [] = "TRDVAR"
const char StipulationType_ISSUERSTICKER [] = "ISSUER"
const char StipulationType_PRICERANGE [] = "PRICE"
const char StipulationType_LOOKBACK_DAYS [] = "LOOKBACK"
const char StipulationType_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE [] = "MHP"
const char StipulationType_POOLS_PER_MILLION [] = "PPM"
const char StipulationType_MINIMUMINCREMENT [] = "MININCR"
const char StipulationType_MATURITY_YEAR [] = "MAT"
const char StipulationType_RATINGSOURCEANDRANGE [] = "RATING"
const char StipulationType_AVERAGE_LOAN_SIZE [] = "AVSIZE"
const char StipulationType_PURPOSE [] = "PURPOSE"
const char StipulationType_ISO_CURRENCY_CODE [] = "CURRENCY"
const char StipulationType_RESTRICTED [] = "RESTRICTED"
const char StipulationType_BROKER_SALES_CREDIT_OVERRIDE [] = "SALESCREDITOVR"
const char StipulationType_WEIGHTED_AVERAGE_LIFE_COUPON [] = "WAL"
const char StipulationType_WEIGHTEDAVERAGECOUPON [] = "WAC"
const char StipulationType_OF_PROSPECTUS_PREPAYMENT_CURVE [] = "PPC"
const char StipulationType_ISSUESIZERANGE [] = "ISSUESIZE"
const char StipulationType_YEAR_OF_ISSUE [] = "ISSUE"
const char StipulationType_WEIGHTEDAVERAGELIFECOUPON [] = "WAL"
const char StipulationType_PAYMENT_FREQUENCY_CALENDAR [] = "PAYFREQ"
const char StipulationType_TRADERS_CREDIT [] = "TRADERCREDIT"
const char StipulationType_MINIMUM_QUANTITY [] = "MINQTY"
const char StipulationType_SUBSTITUTIONS_LEFT [] = "SUBSLEFT"
const char StipulationType_POOLS_PER_TRADE [] = "PPT"
const char StipulationType_TYPE_OF_REDEMPTION [] = "REDEMPTION"
const char StipulationType_CONSTANT_PREPAYMENT_PENALTY [] = "CPP"
const char StipulationType_WEIGHTED_AVERAGE_LOAN_AGE [] = "WALA"
const char StipulationType_PRICE_RANGE [] = "PRICE"
const char StipulationType_SUBSTITUTIONSFREQUENCYREPO [] = "SUBSFREQ"
const char StipulationType_PRODUCTION_YEAR [] = "PROD"
const char StipulationType_SINGLEMONTHLYMORTALITY [] = "SMM"
const char StipulationType_OF_BMA_PREPAYMENT_CURVE [] = "PSA"
const char StipulationType_EXPLICIT_LOT_IDENTIFIER [] = "LOT"
const char StipulationType_ABSOLUTE_PREPAYMENT_SPEED [] = "ABS"
const char StipulationType_MAXIMUMDENOMINATION [] = "MAXDNOM"
const char StipulationType_PERCENTOFPROSPECTUSPREPAYMENTCURVE [] = "PPC"
const char StipulationType_VALUATION_DISCOUNT [] = "HAIRCUT"
const char StipulationType_YIELD_TO_MATURITY [] = "YTM"
const char StipulationType_WEIGHTED_AVERAGE_LIFE [] = "WAL"
const char StipulationType_POOLSMAXIMUM [] = "PMAX"
const char StipulationType_YIELD_RANGE [] = "YIELD"
const char StipulationType_PRICING_FREQUENCY [] = "PRICEFREQ"
const char StipulationType_POOLSPERTRADE [] = "PPT"
const char StipulationType_MONTHLY_PREPAYMENT_RATE [] = "MPR"
const char StipulationType_COUPONRANGE [] = "COUPON"
const char StipulationType_MARKETSECTOR [] = "SECTOR"
const char StipulationType_AVERAGE_FICO_SCORE [] = "AVFICO"
const char StipulationType_INSURED [] = "INSURED"
const char StipulationType_BANK_QUALIFIED [] = "BANKQUAL"
const char PriceQuoteMethod_STANDARD [] = "STD"
const char PriceQuoteMethod_PERCENT_OF_PAR [] = "PCTPAR"
const char PriceQuoteMethod_INDEX [] = "INX"
const char PriceQuoteMethod_INTEREST_RATE_INDEX [] = "INT"
const int SessionRejectReason_REQUIREDTAGMISSING = 1
const int SessionRejectReason_TAGSPECIFIEDOUTOFREQUIREDORDER = 14
const int SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER = 17
const int SessionRejectReason_INVALIDTAGNUMBER = 0
const int SessionRejectReason_VALUEISINCORRECTOUTOFRANGEFORTHISTAG = 5
const int SessionRejectReason_COMPID_PROBLEM = 9
const int SessionRejectReason_SENDINGTIMEACCURACYPROBLEM = 10
const int SessionRejectReason_SIGNATURE_PROBLEM = 8
const int SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE = 2
const int SessionRejectReason_UNDEFINEDTAG = 3
const int SessionRejectReason_XML_VALIDATION_ERROR = 12
const int SessionRejectReason_NONDATAVALUEINCLUDESFIELDDELIMITERSOHCHARACTER = 17
const int SessionRejectReason_UNDEFINED_TAG = 3
const int SessionRejectReason_TAGAPPEARSMORETHANONCE = 13
const int SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE = 6
const int SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER = 15
const int SessionRejectReason_REQUIRED_TAG_MISSING = 1
const int SessionRejectReason_INVALIDMSGTYPE = 11
const int SessionRejectReason_XMLVALIDATIONERROR = 12
const int SessionRejectReason_REPEATINGGROUPFIELDSOUTOFORDER = 15
const int SessionRejectReason_INCORRECTNUMINGROUPCOUNTFORREPEATINGGROUP = 16
const int SessionRejectReason_TAGSPECIFIEDWITHOUTAVALUE = 4
const int SessionRejectReason_DECRYPTIONPROBLEM = 7
const int SessionRejectReason_INCORRECTDATAFORMATFORVALUE = 6
const int SessionRejectReason_OTHER = 99
const int SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP = 16
const int SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE = 13
const int SessionRejectReason_COMPIDPROBLEM = 9
const int SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER = 14
const int SessionRejectReason_SIGNATUREPROBLEM = 8
const int SessionRejectReason_DECRYPTION_PROBLEM = 7
const int SessionRejectReason_INVALID_TAG_NUMBER = 0
const int SessionRejectReason_TAGNOTDEFINEDFORTHISMESSAGETYPE = 2
const int SessionRejectReason_VALUE_IS_INCORRECT = 5
const int SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE = 4
const int SessionRejectReason_INVALID_MSGTYPE = 11
const int SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM = 10
const int DeliveryType_TRI_PARTY = 2
const int DeliveryType_HOLD_IN_CUSTODY = 3
const int DeliveryType_FREE = 1
const int DeliveryType_HOLDINCUSTODY = 3
const int DeliveryType_VERSUSPAYMENT = 0
const int DeliveryType_VERSUS_PAYMENT_DELIVER = 0
const int DeliveryType_FREE_DELIVER = 1
const int DeliveryType_TRIPARTY = 2
const char Scope_LOCAL = '1'
const char Scope_LOCAL_MARKET = '1'
const char Scope_GLOBAL = '3'
const char Scope_NATIONAL = '2'
const char Scope_LOCALMARKET = '1'
const char DeleteReason_CANCELLATION = '0'
const char DeleteReason_CANCELTRADEBUST = '0'
const char DeleteReason_CANCELATION = '0'
const char DeleteReason_ERROR = '1'
const char InViewOfCommon_NO = 'N'
const char InViewOfCommon_YES = 'Y'
const char NoSides_BOTHSIDES = '2'
const char NoSides_ONESIDE = '1'
const char NoSides_ONE_SIDE = '1'
const char NoSides_BOTH_SIDES = '2'
const char SecurityType_TERM_LIQUIDITY_NOTE [] = "TLQN"
const char SecurityType_TO_BE_ANNOUNCED [] = "TBA"
const char SecurityType_REVERSE_REPURCHASE_AGREEMENT [] = "RVRP"
const char SecurityType_BRADY_BOND [] = "BRADY"
const char SecurityType_TREASURYINFLATIONPROTECTEDSECURITIES [] = "TIPS"
const char SecurityType_CORP_MORTGAGE_BACKED_SECURITIES [] = "CMBS"
const char SecurityType_CERTIFICATE_OF_PARTICIPATION [] = "COFP"
const char SecurityType_BUY_SELLBACK [] = "BUYSELL"
const char SecurityType_OPTIONS_ON_COMBO [] = "OOC"
const char SecurityType_MULTILEG_INSTRUMENT [] = "MLEG"
const char SecurityType_TAX_ALLOCATION [] = "TAXA"
const char SecurityType_US_TREASURY_NOTE_BOND [] = "UST"
const char SecurityType_REVENUE_ANTICIPATION_NOTE [] = "RAN"
const char SecurityType_YANKEECERTIFICATEOFDEPOSIT [] = "YCD"
const char SecurityType_MEDIUMTERMNOTES [] = "MTN"
const char SecurityType_SPECIAL_TAX [] = "SPCLT"
const char SecurityType_PRIVATE_EXPORT_FUNDING [] = "PEF"
const char SecurityType_EUROCERTIFICATEOFDEPOSIT [] = "EUCD"
const char SecurityType_SPECIAL_OBLIGATION [] = "SPCLO"
const char SecurityType_FX_SWAP [] = "FXSWAP"
const char SecurityType_REVOLVER_TERM_LOAN [] = "RVLVTRM"
const char SecurityType_TAXEXEMPTCOMMERCIALPAPER [] = "TECP"
const char SecurityType_REVOLVER_LOAN [] = "RVLV"
const char SecurityType_CASH [] = "CASH"
const char SecurityType_USTREASURYNOTEDEPRECATEDVALUEUSETNOTE [] = "UST"
const char SecurityType_MISCELLANEOUS_PASS_THRU [] = "MPT"
const char SecurityType_CONVERTIBLEBOND [] = "CB"
const char SecurityType_VARIABLE_RATE_DEMAND_NOTE [] = "VRDN"
const char SecurityType_MULTILEGINSTRUMENT [] = "MLEG"
const char SecurityType_FEDERAL_AGENCY_DISCOUNT_NOTE [] = "FADN"
const char SecurityType_SPECIALOBLIGATION [] = "SPCLO"
const char SecurityType_CANADIAN_TREASURY_BILLS [] = "CTB"
const char SecurityType_REVENUEANTICIPATIONNOTE [] = "RAN"
const char SecurityType_CERTIFICATEOFOBLIGATION [] = "COFO"
const char SecurityType_INDEXEDLINKED [] = "XLINKD"
const char SecurityType_LETTER_OF_CREDIT [] = "LOFC"
const char SecurityType_MANDATORYTENDER [] = "MT"
const char SecurityType_USTREASURYBOND [] = "TBOND"
const char SecurityType_TERMLOAN [] = "TERM"
const char SecurityType_OPTIONS_ON_FUTURES [] = "OOF"
const char SecurityType_PROMISSORYNOTE [] = "PN"
const char SecurityType_DUAL_CURRENCY [] = "DUAL"
const char SecurityType_WILDCARD_ENTRY [] = "WLD"
const char SecurityType_BANK_DEPOSITORY_NOTE [] = "BDN"
const char SecurityType_REPLACED [] = "REPLACD"
const char SecurityType_MORTGAGE_PRINCIPAL_ONLY [] = "MPO"
const char SecurityType_CANADIAN_TREASURY_NOTES [] = "CAN"
const char SecurityType_USTREASURYBILLDEPRECATEDVALUEUSETBILL [] = "USTB"
const char SecurityType_TOBEANNOUNCED [] = "TBA"
const char SecurityType_SECURITIES_PLEDGE [] = "SECPLEDGE"
const char SecurityType_YANKEE_CORPORATE_BOND [] = "YANK"
const char SecurityType_FX_SPOT [] = "FXSPOT"
const char SecurityType_LIQUIDITYNOTE [] = "LQN"
const char SecurityType_OVERNIGHT [] = "ONITE"
const char SecurityType_MORTGAGE_INTEREST_ONLY [] = "MIO"
const char SecurityType_BRIDGELOAN [] = "BRIDGE"
const char SecurityType_OTHER_ANTICIPATION_NOTES_BAN_GAN_ETC [] = "AN"
const char SecurityType_EXTENDED_COMM_NOTE [] = "XCN"
const char SecurityType_CERTIFICATEOFPARTICIPATION [] = "COFP"
const char SecurityType_CATS_TIGERS_LIONS [] = "ZOO"
const char SecurityType_FORWARD [] = "FORWARD"
const char SecurityType_YANKEE_CERTIFICATE_OF_DEPOSIT [] = "YCD"
const char SecurityType_PREFERRED_STOCK [] = "PS"
const char SecurityType_US_TREASURY_BOND [] = "TBOND"
const char SecurityType_TREASURY_INFLATION_PROTECTED_SECURITIES [] = "TIPS"
const char SecurityType_BUYSELLBACK [] = "BUYSELL"
const char SecurityType_OPTIONS_ON_PHYSICAL [] = "OOP"
const char SecurityType_ASSETBACKEDSECURITIES [] = "ABS"
const char SecurityType_NON_DELIVERABLE_FORWARD [] = "FXNDF"
const char SecurityType_MORTGAGE_PRINCIPLE_ONLY [] = "MPO"
const char SecurityType_MORTGAGE_IOETTE [] = "IET"
const char SecurityType_USD_SUPRANATIONAL_COUPONS [] = "SUPRA"
const char SecurityType_WARRANT [] = "WAR"
const char SecurityType_FOREIGN_EXCHANGE_CONTRACT [] = "FOR"
const char SecurityType_FOREIGNEXCHANGECONTRACT [] = "FOR"
const char SecurityType_EURO_CORPORATE_FLOATING_RATE_NOTES [] = "EUFRN"
const char SecurityType_SPECIAL_ASSESSMENT [] = "SPCLA"
const char SecurityType_EUROSUPRANATIONALCOUPONS [] = "EUSUPRA"
const char SecurityType_DEBTOR_IN_POSSESSION [] = "DINP"
const char SecurityType_CANADIAN_MONEY_MARKETS [] = "CAMM"
const char SecurityType_MORTGAGEPRINCIPALONLY [] = "MPO"
const char SecurityType_USTREASURYNOTE [] = "TNOTE"
const char SecurityType_DEBTORINPOSSESSION [] = "DINP"
const char SecurityType_REVENUEBONDS [] = "REV"
const char SecurityType_MORTGAGEINTERESTONLY [] = "MIO"
const char SecurityType_DEPOSITNOTES [] = "DN"
const char SecurityType_PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE [] = "TCAL"
const char SecurityType_MORTGAGEPRIVATEPLACEMENT [] = "MPP"
const char SecurityType_NO_SECURITY_TYPE [] = "NONE"
const char SecurityType_SPECIALASSESSMENT [] = "SPCLA"
const char SecurityType_LETTEROFCREDIT [] = "LOFC"
const char SecurityType_TAXALLOCATION [] = "TAXA"
const char SecurityType_TAXABLE_MUNICIPAL_CP [] = "TMCP"
const char SecurityType_OPTION [] = "OPT"
const char SecurityType_NOSECURITYTYPE [] = "NONE"
const char SecurityType_PROMISSORY_NOTE [] = "PN"
const char SecurityType_COLLATERALIZEDMORTGAGEOBLIGATION [] = "CMO"
const char SecurityType_DUALCURRENCY [] = "DUAL"
const char SecurityType_CREDIT_DEFAULT_SWAP [] = "CDS"
const char SecurityType_TAXANTICIPATIONNOTE [] = "TAN"
const char SecurityType_MORTGAGE_PRIVATE_PLACEMENT [] = "MPP"
const char SecurityType_GENERAL_OBLIGATION_BONDS [] = "GO"
const char SecurityType_SHORTTERMLOANNOTE [] = "STN"
const char SecurityType_COMMERCIAL_PAPER [] = "CP"
const char SecurityType_MORTGAGE_BACKED_SECURITIES [] = "MBS"
const char SecurityType_EURO_SOVEREIGNS [] = "EUSOV"
const char SecurityType_TAX_REVENUE_ANTICIPATION_NOTE [] = "TRAN"
const char SecurityType_PFANDBRIEFE [] = "PFAND"
const char SecurityType_OTHER_ANTICIPATION_NOTES [] = "AN"
const char SecurityType_TAX_EXEMPT_COMMERCIAL_PAPER [] = "TECP"
const char SecurityType_PRIVATEEXPORTFUNDING [] = "PEF"
const char SecurityType_OTHERANTICIPATIONNOTESBANGANETC [] = "AN"
const char SecurityType_TAX_ANTICIPATION_NOTE [] = "TAN"
const char SecurityType_TREASURY_BILL [] = "TB"
const char SecurityType_PLAZOS_FIJOS [] = "PZFJ"
const char SecurityType_EURO_COMMERCIAL_PAPER [] = "EUCP"
const char SecurityType_MANDATORY_TENDER [] = "MT"
const char SecurityType_COLLATERALIZED_MORTGAGE_OBLIGATION [] = "CMO"
const char SecurityType_PREFERREDSTOCK [] = "PS"
const char SecurityType_VARIABLERATEDEMANDNOTE [] = "VRDN"
const char SecurityType_DEFAULTED [] = "DEFLTED"
const char SecurityType_INDEXED_LINKED [] = "XLINKD"
const char SecurityType_IOETTE_MORTGAGE [] = "IET"
const char SecurityType_CERTIFICATE_OF_DEPOSIT [] = "CD"
const char SecurityType_BILLOFEXCHANGES [] = "BOX"
const char SecurityType_PRINCIPALSTRIPOFACALLABLEBONDORNOTE [] = "TCAL"
const char SecurityType_EUROSOVEREIGNS [] = "EUSOV"
const char SecurityType_TIME_DEPOSIT [] = "TD"
const char SecurityType_CORPORATEBOND [] = "CORP"
const char SecurityType_FX_FORWARD [] = "FXFWD"
const char SecurityType_US_CORPORATE_FLOATING_RATE_NOTES [] = "FRN"
const char SecurityType_US_TREASURY_NOTE_TNOTE [] = "TNOTE"
const char SecurityType_MORTGAGEBACKEDSECURITIES [] = "MBS"
const char SecurityType_DEPOSIT_NOTES [] = "DN"
const char SecurityType_CORPORATEPRIVATEPLACEMENT [] = "CPP"
const char SecurityType_FEDERAL_HOUSING_AUTHORITY [] = "FHA"
const char SecurityType_MATURED [] = "MATURED"
const char SecurityType_SWINGLINEFACILITY [] = "SWING"
const char SecurityType_MULTI_LEG_INSTRUMENT [] = "MLEG"
const char SecurityType_CANADIAN_PROVINCIAL_BONDS [] = "PROV"
const char SecurityType_MEDIUM_TERM_NOTES [] = "MTN"
const char SecurityType_RETIRED [] = "RETIRED"
const char SecurityType_MUTUAL_FUND [] = "MF"
const char SecurityType_SECURITIESPLEDGE [] = "SECPLEDGE"
const char SecurityType_COMMERCIALPAPER [] = "CP"
const char SecurityType_REPURCHASE_AGREEMENT [] = "RP"
const char SecurityType_BILL_OF_EXCHANGES [] = "BOX"
const char SecurityType_MUTUALFUND [] = "MF"
const char SecurityType_COLLATERALIZE_MORTGAGE_OBLIGATION [] = "CMO"
const char SecurityType_EXTENDEDCOMMNOTE [] = "XCN"
const char SecurityType_FEDERAL_HOME_LOAN [] = "FHL"
const char SecurityType_REVOLVERLOAN [] = "RVLV"
const char SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE [] = "TPRN"
const char SecurityType_STRUCTURED_NOTES [] = "STRUCT"
const char SecurityType_INTERESTSTRIPFROMANYBONDORNOTE [] = "TINT"
const char SecurityType_CANADIAN_MORTGAGE_BONDS [] = "CMB"
const char SecurityType_REPURCHASE [] = "REPO"
const char SecurityType_AGENCY_POOLS [] = "POOL"
const char SecurityType_EURO_CORPORATE_BOND [] = "EUCORP"
const char SecurityType_SWING_LINE_FACILITY [] = "SWING"
const char SecurityType_USDSUPRANATIONALCOUPONS [] = "SUPRA"
const char SecurityType_REVOLVERTERMLOAN [] = "RVLVTRM"
const char SecurityType_LIQUIDITY_NOTE [] = "LQN"
const char SecurityType_MISCELLANEOUSPASSTHROUGH [] = "MPT"
const char SecurityType_CONVERTIBLE_BOND [] = "CB"
const char SecurityType_ASSET_BACKED_SECURITIES [] = "ABS"
const char SecurityType_WILDCARDENTRY [] = "WLD"
const char SecurityType_YANKEECORPORATEBOND [] = "YANK"
const char SecurityType_TAXREVENUEANTICIPATIONNOTE [] = "TRAN"
const char SecurityType_GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION [] = "GN"
const char SecurityType_BRADYBOND [] = "BRADY"
const char SecurityType_USTREASURYBILL [] = "TBILL"
const char SecurityType_STUDENT_LOAN_MARKETING_ASSOCIATION [] = "SL"
const char SecurityType_EUROCORPORATEBOND [] = "EUCORP"
const char SecurityType_FUTURE [] = "FUT"
const char SecurityType_US_TREASURY_BILL_TBILL [] = "TBILL"
const char SecurityType_TREASURIES_PLUS_AGENCY_DEBENTURE [] = "GOVT"
const char SecurityType_EURO_CERTIFICATE_OF_DEPOSIT [] = "EUCD"
const char SecurityType_BANKERS_ACCEPTANCE [] = "BA"
const char SecurityType_AMENDEDRESTATED [] = "AMENDED"
const char SecurityType_TERM_LOAN [] = "TERM"
const char SecurityType_BANKNOTES [] = "BN"
const char SecurityType_SHORT_TERM_LOAN_NOTE [] = "STN"
const char SecurityType_AMENDED_RESTATED [] = "AMENDED"
const char SecurityType_INTEREST_RATE_SWAP [] = "IRS"
const char SecurityType_EUROCOMMERCIALPAPER [] = "EUCP"
const char SecurityType_US_TREASURY_NOTE_UST [] = "UST"
const char SecurityType_US_TREASURY_BILL_USTB [] = "USTB"
const char SecurityType_FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION [] = "FN"
const char SecurityType_WITHDRAWN [] = "WITHDRN"
const char SecurityType_CORPORATE_PRIVATE_PLACEMENT [] = "CPP"
const char SecurityType_CERTIFICATE_OF_OBLIGATION [] = "COFO"
const char SecurityType_INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE [] = "TINT"
const char SecurityType_STRUCTUREDNOTES [] = "STRUCT"
const char SecurityType_BANKERSACCEPTANCE [] = "BA"
const char SecurityType_NO_ISITC_SECURITY_TYPE [] = "NONE"
const char SecurityType_CALLLOANS [] = "CL"
const char SecurityType_MISCELLANEOUS_PASS_THROUGH [] = "MPT"
const char SecurityType_FEDERAL_AGENCY_COUPON [] = "FAC"
const char SecurityType_CORPORATE_BOND [] = "CORP"
const char SecurityType_WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST [] = "?"
const char SecurityType_CORPMORTGAGEBACKEDSECURITIES [] = "CMBS"
const char SecurityType_EURO_SUPRANATIONAL_COUPONS [] = "EUSUPRA"
const char SecurityType_CALL_LOANS [] = "CL"
const char SecurityType_CERTIFICATEOFDEPOSIT [] = "CD"
const char SecurityType_SECURED_LIQUIDITY_NOTE [] = "SLQN"
const char SecurityType_TIMEDEPOSIT [] = "TD"
const char SecurityType_BANK_NOTES [] = "BN"
const char SecurityType_US_TREASURY_BILL [] = "USTB"
const char SecurityType_GENERALOBLIGATIONBONDS [] = "GO"
const char SecurityType_COMMONSTOCK [] = "CS"
const char SecurityType_PLAZOSFIJOS [] = "PZFJ"
const char SecurityType_SECURITIES_LOAN [] = "SECLOAN"
const char SecurityType_SECURITIESLOAN [] = "SECLOAN"
const char SecurityType_MUNICIPAL_BOND [] = "MUNI"
const char SecurityType_REVENUE_BONDS [] = "REV"
const char SecurityType_SPECIALTAX [] = "SPCLT"
const char SecurityType_PRINCIPALSTRIPFROMANONCALLABLEBONDORNOTE [] = "TPRN"
const char SecurityType_BRIDGE_LOAN [] = "BRIDGE"
const char SecurityType_IOETTEMORTGAGE [] = "IET"
const char SecurityType_FEDERALAGENCYCOUPON [] = "FAC"
const char SecurityType_COMMON_STOCK [] = "CS"
const char SecurityType_FEDERALAGENCYDISCOUNTNOTE [] = "FADN"
const char RoundingDirection_ROUNDUP = '2'
const char RoundingDirection_ROUND_DOWN = '1'
const char RoundingDirection_ROUND_TO_NEAREST = '0'
const char RoundingDirection_ROUND_UP = '2'
const char RoundingDirection_ROUNDDOWN = '1'
const char RoundingDirection_ROUNDNEAREST = '0'
const char TimeUnit_MINUTE [] = "Min"
const char TimeUnit_WEEK [] = "Wk"
const char TimeUnit_SECOND [] = "S"
const char TimeUnit_MONTH [] = "Mo"
const char TimeUnit_HOUR [] = "H"
const char TimeUnit_DAY [] = "D"
const char TimeUnit_YEAR [] = "Yr"
const int LegSwapType_MODIFIED_DURATION = 2
const int LegSwapType_PARFORPAR = 1
const int LegSwapType_RISK = 4
const int LegSwapType_PAR_FOR_PAR = 1
const int LegSwapType_MODIFIEDDURATION = 2
const int LegSwapType_PROCEEDS = 5
const char IOITransType_REPLACE = 'R'
const char IOITransType_NEW = 'N'
const char IOITransType_CANCEL = 'C'
const int PosReqResult_REQUESTFORPOSITIONNOTSUPPORTED = 4
const int PosReqResult_VALID_REQUEST = 0
const int PosReqResult_NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA = 2
const int PosReqResult_NOT_AUTHORIZED_TO_REQUEST_POSITIONS = 3
const int PosReqResult_INVALID_OR_UNSUPPORTED_REQUEST = 1
const int PosReqResult_NOTAUTHORIZEDTOREQUESTPOSITIONS = 3
const int PosReqResult_OTHER = 99
const int PosReqResult_NOPOSITIONSFOUNDTHATMATCHCRITERIA = 2
const int PosReqResult_REQUEST_FOR_POSITION_NOT_SUPPORTED = 4
const int PosReqResult_INVALIDORUNSUPPORTEDREQUEST = 1
const int PosReqResult_VALIDREQUEST = 0
const char SettlInstMode_ACCOUNTOVERRIDING = '2'
const char SettlInstMode_REJECT = '5'
const char SettlInstMode_DEFAULT = '0'
const char SettlInstMode_REQUEST_REJECT = '5'
const char SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING = '2'
const char SettlInstMode_SIPROVIDED = '1'
const char SettlInstMode_ACCOUNTSTANDING = '3'
const char SettlInstMode_CIVORDERSINGLEACCT = '4'
const char SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_STANDING = '3'
const char SettlInstMode_SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT = '4'
const char SettlInstMode_STANDING_INSTRUCTIONS_PROVIDED = '1'
const char PreviouslyReported_NO = 'N'
const char PreviouslyReported_YES = 'Y'
const char CustOrderHandlingInst_PEGGED [] = "PEG"
const char CustOrderHandlingInst_MARKET_ON_OPEN [] = "MOO"
const char CustOrderHandlingInst_SCALE [] = "SCL"
const char CustOrderHandlingInst_FILL_OR_KILL [] = "FOK"
const char CustOrderHandlingInst_ALL_OR_NONE [] = "AON"
const char CustOrderHandlingInst_NOT_HELD [] = "NH"
const char CustOrderHandlingInst_DIRECTED_ORDER [] = "DIR"
const char CustOrderHandlingInst_STOP_STOCK_TRANSACTION [] = "S.W"
const char CustOrderHandlingInst_OVER_THE_DAY [] = "OVD"
const char CustOrderHandlingInst_ADD_ON_ORDER [] = "ADD"
const char CustOrderHandlingInst_MARKET_AT_CLOSE [] = "MAC"
const char CustOrderHandlingInst_LIMIT_ON_OPEN [] = "LOO"
const char CustOrderHandlingInst_CASH_NOT_HELD [] = "CNH"
const char CustOrderHandlingInst_MARKET_ON_CLOSE [] = "MOC"
const char CustOrderHandlingInst_TIME_ORDER [] = "TMO"
const char CustOrderHandlingInst_LIMIT_ON_CLOSE [] = "LOC"
const char CustOrderHandlingInst_IMMEDIATE_OR_CANCEL [] = "IOC"
const char CustOrderHandlingInst_TRAILING_STOP [] = "TS"
const char CustOrderHandlingInst_WORK [] = "WRK"
const char CustOrderHandlingInst_RESERVE_SIZE_ORDER [] = "RSV"
const char CustOrderHandlingInst_MINIMUM_QUANTITY [] = "MQT"
const char CustOrderHandlingInst_MARKET_AT_OPEN [] = "MAO"
const char CustOrderHandlingInst_IMBALANCE_ONLY [] = "IO"
const char CustOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION [] = "E.W"
const char SecurityStatus_INACTIVE [] = "2"
const char SecurityStatus_ACTIVE [] = "1"
const char ProcessCode_SOFT_DOLLAR = '1'
const char ProcessCode_STEPOUTSOFT = '5'
const char ProcessCode_STEPOUT = '3'
const char ProcessCode_PLAN_SPONSOR = '6'
const char ProcessCode_STEP_IN = '2'
const char ProcessCode_STEPIN = '2'
const char ProcessCode_REGULAR = '0'
const char ProcessCode_SOFTDOLLAR = '1'
const char ProcessCode_PLANSPONSOR = '6'
const char ProcessCode_STEPINSOFT = '4'
const char ProcessCode_SOFT_DOLLAR_STEP_OUT = '5'
const char ProcessCode_STEP_OUT = '3'
const char ProcessCode_SOFT_DOLLAR_STEP_IN = '4'
const char ExecInst_TRY_TO_STOP = 'Y'
const char ExecInst_PEG_TO_LIMIT_PRICE = 'd'
const char ExecInst_EXECUTE_AS_DURATION_NEUTRAL = 's'
const char ExecInst_PARTICIPANT_DONT_INITIATE = '6'
const char ExecInst_REINSTATE_ON_TRADING_HALT = 'J'
const char ExecInst_NO_CROSS = 'A'
const char ExecInst_PEGVWAP = 'W'
const char ExecInst_STRICT_SCALE = '7'
const char ExecInst_AON = 'G'
const char ExecInst_TRAILING_STOP_PEG = 'a'
const char ExecInst_TRAILSTOPPEG = 'a'
const char ExecInst_MARKPEG = 'P'
const char ExecInst_MIDPRCPEG = 'M'
const char ExecInst_OKCROSS = 'B'
const char ExecInst_EXECUTE_AS_FX_NEUTRAL = 't'
const char ExecInst_CUSTDISPINST = 'U'
const char ExecInst_IGNOREPRICECHK = 'c'
const char ExecInst_STRICTLIMIT = 'b'
const char ExecInst_WORKTOSTRATEGY = 'e'
const char ExecInst_OK_TO_CROSS = 'B'
const char ExecInst_SUSPEND_ON_SYSTEM_FAILURE = 'l'
const char ExecInst_REINSTATE_ON_SYSTEM_FAILURE = 'H'
const char ExecInst_GO_ALONG = '3'
const char ExecInst_INSTITONLY = 'I'
const char ExecInst_DO_NOT_INCREASE = 'E'
const char ExecInst_SUSPEND = 'S'
const char ExecInst_TRYTOSTOP = 'Y'
const char ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 'T'
const char ExecInst_SUSPEND_ON_TRADING_HALT = 'm'
const char ExecInst_INTERMARKET_SWEEP = 'f'
const char ExecInst_IGNORE_PRICE_VALIDITY_CHECKS = 'c'
const char ExecInst_PARTICIPATE_DONT_INITIATE = '6'
const char ExecInst_LASTPEG = 'L'
const char ExecInst_PEG_TO_VWAP = 'W'
const char ExecInst_PRIMARY_PEG = 'R'
const char ExecInst_NONNEGO = 'N'
const char ExecInst_BEST_EXECUTION = 'k'
const char ExecInst_STAY_ON_BID_SIDE = '9'
const char ExecInst_NOTHELD = '1'
const char ExecInst_STRICTSCALE = '7'
const char ExecInst_REINSTATE_ON_CONNECTION_LOSS = 'n'
const char ExecInst_DNI = 'E'
const char ExecInst_TRYTOSCALE = '8'
const char ExecInst_PERCENT_OF_VOLUME = 'D'
const char ExecInst_GOALONG = '3'
const char ExecInst_WORK = '2'
const char ExecInst_HELD = '5'
const char ExecInst_NOCROSS = 'A'
const char ExecInst_RELEASE_FROM_SUSPENSION = 'q'
const char ExecInst_STRICT_LIMIT = 'b'
const char ExecInst_OPENPEG = 'O'
const char ExecInst_STAY_ON_BIDSIDE = '9'
const char ExecInst_STAY_ON_OFFERSIDE = '0'
const char ExecInst_OVER_THE_DAY = '4'
const char ExecInst_RESTATEONTRADINGHALT = 'J'
const char ExecInst_INSTITUTIONS_ONLY = 'I'
const char ExecInst_NOT_HELD = '1'
const char ExecInst_CANCELONTRADINGHALT = 'K'
const char ExecInst_CANCELONSYSFAIL = 'Q'
const char ExecInst_CANCEL_ON_SYSTEM_FAILURE = 'Q'
const char ExecInst_MARKET_PEG = 'P'
const char ExecInst_TRADEALONG = 'X'
const char ExecInst_CALL_FIRST = 'C'
const char ExecInst_PEGTOLIMIT = 'd'
const char ExecInst_EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED = 'r'
const char ExecInst_SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE = 'j'
const char ExecInst_NON_NEGOTIABLE = 'N'
const char ExecInst_TRY_TO_SCALE = '8'
const char ExecInst_EXTERNAL_ROUTING_ALLOWED = 'g'
const char ExecInst_WORK_TO_TARGET_STRATEGY = 'e'
const char ExecInst_STAY_ON_OFFER_SIDE = '0'
const char ExecInst_CUSTOMER_DISPLAY_INSTRUCTION = 'U'
const char ExecInst_OVERDAY = '4'
const char ExecInst_LAST_PEG = 'L'
const char ExecInst_CALLFIRST = 'C'
const char ExecInst_REINSTATE_ON_SYSTEM_FAILUE = 'H'
const char ExecInst_DO_NOT_REDUCE = 'F'
const char ExecInst_MID_PRICE_PEG = 'M'
const char ExecInst_ALL_OR_NONE = 'G'
const char ExecInst_OPENING_PEG = 'O'
const char ExecInst_PERCVOL = 'D'
const char ExecInst_SUSPEND_ON_CONNECTION_LOSS = 'p'
const char ExecInst_CANCEL_ON_CONNECTION_LOSS = 'o'
const char ExecInst_EXTERNAL_ROUTING_NOT_ALLOWED = 'h'
const char ExecInst_CANCEL_IF_NOT_BEST = 'Z'
const char ExecInst_PARTNOTINIT = '6'
const char ExecInst_CXLIFNOTBEST = 'Z'
const char ExecInst_NETTING = 'V'
const char ExecInst_IMBALANCE_ONLY = 'i'
const char ExecInst_CANCEL_ON_TRADING_HALT = 'K'
const char ExecInst_TRADE_ALONG = 'X'
const char ExecInst_DNR = 'F'
const char ExecInst_STAYOFFER = '0'
const char ExecInst_STAYBID = '9'
const char ExecInst_RESTATEONSYSFAIL = 'H'
const char ExecInst_PRIMPEG = 'R'
const char ExecType_REPLACE = '5'
const char ExecType_NEW = '0'
const char ExecType_CALCULATED = 'B'
const char ExecType_PENDINGNEW = 'A'
const char ExecType_ORDERSTATUS = 'I'
const char ExecType_PENDING_CANCEL = '6'
const char ExecType_TRADE_IN_A_CLEARING_HOLD = 'J'
const char ExecType_TRADE_HAS_BEEN_RELEASED_TO_CLEARING = 'K'
const char ExecType_ORDER_STATUS = 'I'
const char ExecType_PENDING_CANCEL_REPLACE = '6'
const char ExecType_PARTIAL_FILL = '1'
const char ExecType_PENDINGCXL = '6'
const char ExecType_PENDING_NEW = 'A'
const char ExecType_STOPPED = '7'
const char ExecType_CANCELED = '4'
const char ExecType_PENDING_REPLACE = 'E'
const char ExecType_TRADE = 'F'
const char ExecType_TRADE_CORRECT = 'G'
const char ExecType_PENDINGREPLACE = 'E'
const char ExecType_SUSPENDED = '9'
const char ExecType_FILL = '2'
const char ExecType_DONE = '3'
const char ExecType_RESTATED = 'D'
const char ExecType_REJECTED = '8'
const char ExecType_REPLACED = '5'
const char ExecType_EXPIRED = 'C'
const char ExecType_DONE_FOR_DAY = '3'
const char ExecType_TRIGGERED_OR_ACTIVATED_BY_SYSTEM = 'L'
const char ExecType_TRADECORRECT = 'G'
const char ExecType_TRADECANCEL = 'H'
const char ExecType_TRADE_CANCEL = 'H'
const char ExecType_CANCELLED = '4'
const int MultilegModel_USER_DEFINED_MULTLEG_SECURITY = 1
const int MultilegModel_PREDEFINED_MULTILEG_SECURITY = 0
const int MultilegModel_USER_DEFINED_NON_SECURITIZED_MULTILEG = 2
const int EventType_SWAP_NEXT_START_DATE = 11
const int EventType_LAST_ELIGIBLE_TRADE_DATE = 7
const int EventType_FIRST_DELIVERY_DATE = 13
const int EventType_TENDER = 3
const int EventType_INITIAL_INVENTORY_DUE_DATE = 15
const int EventType_FIRST_INTENT_DATE = 17
const int EventType_ACTIVATION = 5
const int EventType_PUT = 1
const int EventType_SWAP_START_DATE = 8
const int EventType_SWAP_NEXT_ROLL_DATE = 12
const int EventType_LAST_DELIVERY_DATE = 14
const int EventType_POSITION_REMOVAL_DATE = 19
const int EventType_SWAP_ROLL_DATE = 10
const int EventType_FINAL_INVENTORY_DUE_DATE = 16
const int EventType_OTHER = 99
const int EventType_INACTIVIATION = 6
const int EventType_SINKINGFUNDCALL = 4
const int EventType_SWAP_END_DATE = 9
const int EventType_LAST_INTENT_DATE = 18
const int EventType_SINKING_FUND_CALL = 4
const int EventType_CALL = 2
const int TradeAllocIndicator_ALLOCATIONREQUIREDALLOCATIONINFORMATIONNOTPROVIDED = 1
const int TradeAllocIndicator_ALLOCATION_REQUIRED = 1
const int TradeAllocIndicator_ALLOCATION_TO_CLAIM_ACCOUNT = 5
const int TradeAllocIndicator_USEALLOCATIONPROVIDEDWITHTHETRADE = 2
const int TradeAllocIndicator_ALLOCATION_FROM_EXECUTOR = 4
const int TradeAllocIndicator_USE_ALLOCATION_PROVIDED_WITH_THE_TRADE = 2
const int TradeAllocIndicator_ALLOCATIONNOTREQUIRED = 0
const int TradeAllocIndicator_ALLOCATION_NOT_REQUIRED = 0
const int TradeAllocIndicator_ALLOCATION_GIVE_UP_EXECUTOR = 3
const int UserStatus_NOT_LOGGED_IN = 2
const int UserStatus_PASSWORD_INCORRECT = 4
const int UserStatus_USERNOTRECOGNISED = 3
const int UserStatus_LOGGED_IN = 1
const int UserStatus_PASSWORDCHANGED = 5
const int UserStatus_FORCED_USER_LOGOUT_BY_EXCHANGE = 7
const int UserStatus_USER_NOT_RECOGNISED = 3
const int UserStatus_NOTLOGGEDIN = 2
const int UserStatus_PASSWORD_CHANGED = 5
const int UserStatus_OTHER = 6
const int UserStatus_LOGGEDIN = 1
const int UserStatus_SESSION_SHUTDOWN_WARNING = 8
const int UserStatus_PASSWORDINCORRECT = 4
const char InstrRegistry_PHYSICAL [] = "ZZ"
const char InstrRegistry_COUNTRY [] = "ISO"
const char InstrRegistry_CUSTODIAN [] = "BIC"
const int OrderDelayUnit_WEEKS = 13
const int OrderDelayUnit_TENTHS_OF_A_SECOND = 1
const int OrderDelayUnit_SECONDS = 0
const int OrderDelayUnit_MONTHS = 14
const int OrderDelayUnit_YEARS = 15
const int OrderDelayUnit_NANOSECONDS = 5
const int OrderDelayUnit_HUNDREDTHS_OF_A_SECOND = 2
const int OrderDelayUnit_HOURS = 11
const int OrderDelayUnit_MICROSECONDS = 4
const int OrderDelayUnit_MINUTES = 10
const int OrderDelayUnit_MILLISECONDS = 3
const int OrderDelayUnit_DAYS = 12
const char TradedFlatSwitch_NO = 'N'
const char TradedFlatSwitch_YES = 'Y'
const int TrdRptStatus_ACCEPTED_WITH_ERRORS = 3
const int TrdRptStatus_REJECTED = 1
const int TrdRptStatus_ACCEPTED = 0
const int QuoteStatus_CANCELEDDUETOLOCKMARKET = 14
const int QuoteStatus_REJ = 5
const int QuoteStatus_PENDING = 10
const int QuoteStatus_LOCKEDMARKETWARNING = 12
const int QuoteStatus_CROSSMARKETWARNING = 13
const int QuoteStatus_REMOVED = 6
const int QuoteStatus_CXLUNDER = 3
const int QuoteStatus_PENDING_END_TRADE = 19
const int QuoteStatus_CROSS_MARKET_WARNING = 13
const int QuoteStatus_QUOTENOTFOUND = 9
const int QuoteStatus_CANCELED = 17
const int QuoteStatus_LOCKED_MARKET_WARNING = 12
const int QuoteStatus_CXLSYM = 1
const int QuoteStatus_CANCELED_FOR_UNDERLYING = 3
const int QuoteStatus_UNSOLICITED_QUOTE_REPLENISHMENT = 18
const int QuoteStatus_TOO_LATE_TO_END = 20
const int QuoteStatus_CANCELED_DUE_TO_LOCK_MARKET = 14
const int QuoteStatus_CANCELED_DUE_TO_CROSS_MARKET = 15
const int QuoteStatus_ACCPT = 0
const int QuoteStatus_CANCELED_FOR_SECURITY_TYPE = 2
const int QuoteStatus_CANCELED_ALL = 4
const int QuoteStatus_PASS = 11
const int QuoteStatus_CANCELEDDUETOCROSSMARKET = 15
const int QuoteStatus_REJECTED = 5
const int QuoteStatus_QUERY = 8
const int QuoteStatus_CXLSECTYPE = 2
const int QuoteStatus_ACCEPTED = 0
const int QuoteStatus_EXPIRED = 7
const int QuoteStatus_CANCELED_FOR_SYMBOL = 1
const int QuoteStatus_REMOVED_FROM_MARKET = 6
const int QuoteStatus_ACTIVE = 16
const int QuoteStatus_CANCEL_FOR_SYMBOL = 1
const int QuoteStatus_CXLALL = 4
const int QuoteStatus_QUOTE_NOT_FOUND = 9
const char SolicitedFlag_NO = 'N'
const char SolicitedFlag_YES = 'Y'
const int RiskLimitType_GROSS_LIMIT = 1
const int RiskLimitType_SHORT_LIMIT = 5
const int RiskLimitType_LONG_LIMIT = 4
const int RiskLimitType_NET_LIMIT = 2
const int RiskLimitType_EXPOSURE = 3
const int ShortSaleReason_DEALER_SOLD_SHORT = 0
const int ShortSaleReason_DEALERSOLDSHORTEXEMPT = 1
const int ShortSaleReason_QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT = 5
const int ShortSaleReason_DEALERSOLDSHORT = 0
const int ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT = 2
const int ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT_EXEMPT = 3
const int ShortSaleReason_SELLINGCUSTOMERSOLDSHORT = 2
const int ShortSaleReason_SELLINGCUSTOMERSOLDSHORTEXEMPT = 3
const int ShortSaleReason_DEALER_SOLD_SHORT_EXEMPT = 1
const int ShortSaleReason_QSRORAGUCONTRASIDESOLDSHORT = 4
const int ShortSaleReason_QUALIFIED_SERVICE_REPRESENTATIVE = 4
const int ShortSaleReason_QSRORAGUCONTRASIDESOLDSHORTEXEMPT = 5
const int PegRoundDirection_MOREPASSIVE = 2
const int PegRoundDirection_MOREAGGRESSIVE = 1
const int PegRoundDirection_MORE_AGGRESSIVE = 1
const int PegRoundDirection_MORE_PASSIVE = 2
const int ModelType_PROPRIETARY = 1
const int ModelType_UTILITY_PROVIDED_STANDARD_MODEL = 0
const char FuturesValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT [] = "FUTDA"
const char FuturesValuationMethod_PREMIUM_STYLE [] = "EQTY"
const char FuturesValuationMethod_FUTURES_STYLE_MARK_TO_MARKET [] = "FUT"
const char SettlMethod_CASH_SETTLEMENT_REQUIRED = 'C'
const char SettlMethod_PHYSICAL_SETTLEMENT_REQUIRED = 'P'
const int ConfirmStatus_CONFIRMED = 4
const int ConfirmStatus_REQUESTREJECTED = 5
const int ConfirmStatus_MISSINGSETTLEMENTINSTRUCTIONS = 3
const int ConfirmStatus_MISSING_SETTLEMENT_INSTRUCTIONS = 3
const int ConfirmStatus_REQUEST_REJECTED = 5
const int ConfirmStatus_MISMATCHEDACCOUNT = 2
const int ConfirmStatus_MISMATCHED_ACCOUNT = 2
const int ConfirmStatus_RECEIVED = 1
const char LocateReqd_NO = 'N'
const char LocateReqd_YES = 'Y'
const int Adjustment_CANCEL = 1
const int Adjustment_CORRECTION = 3
const int Adjustment_ERROR = 2
const int StreamAsgnType_ASSIGNMENT = 1
const int StreamAsgnType_TERMINATE_UNASSIGN = 3
const int StreamAsgnType_REJECTED = 2
const char LastRptRequested_NO = 'N'
const char LastRptRequested_YES = 'Y'
const char SettlSessID_END_OF_DAY [] = "EOD"
const char SettlSessID_REGULAR_TRADING_HOURS [] = "RTH"
const char SettlSessID_ELECTRONIC_TRADING_HOURS [] = "ETH"
const char SettlSessID_INTRADAY [] = "ITD"
const int TradeReportType_NO_WAS = 5
const int TradeReportType_ADDENDUM = 4
const int TradeReportType_7 = 7
const int TradeReportType_PENDED = 10
const int TradeReportType_LOCKEDINTRADEBREAK = 7
const int TradeReportType_DEFAULTED = 8
const int TradeReportType_DECLINE = 3
const int TradeReportType_ALLEGED_NEW = 11
const int TradeReportType_ALLEGED_TRADE_REPORT_CANCEL = 14
const int TradeReportType_ALLEGED_15 = 15
const int TradeReportType_ALLEGED_ADDENDUM = 12
const int TradeReportType_ALLEGED = 1
const int TradeReportType_SUBMIT = 0
const int TradeReportType_NOWAS = 5
const int TradeReportType_ALLEGED_1 = 1
const int TradeReportType_INVALID_CMTA = 9
const int TradeReportType_TRADEREPORTCANCEL = 6
const int TradeReportType_TRADE_REPORT_CANCEL = 6
const int TradeReportType_ALLEGED_NO_WAS = 13
const int TradeReportType_ACCEPT = 2
const int ExerciseStyle_AMERICAN = 1
const int ExerciseStyle_EUROPEAN = 0
const int ExerciseStyle_BERMUDA = 2
const char HaltReasonChar_EQUIPCHANGE = 'X'
const char HaltReasonChar_ADDITIONAL_INFORMATION = 'M'
const char HaltReasonChar_ORDINFL = 'E'
const char HaltReasonChar_NEW_PENDING = 'P'
const char HaltReasonChar_NEWSDISS = 'D'
const char HaltReasonChar_NEWS_PENDING = 'P'
const char HaltReasonChar_ORDER_INFLUX = 'E'
const char HaltReasonChar_NEWS_DISSEMINATION = 'D'
const char HaltReasonChar_ADDINFO = 'M'
const char HaltReasonChar_ORDIMB = 'I'
const char HaltReasonChar_EQUIPMENT_CHANGEOVER = 'X'
const char HaltReasonChar_ORDER_IMBALANCE = 'I'
const char HaltReasonChar_NEWSPEND = 'P'
const char ExDestination_POSIT = '4'
const char ExDestination_NONE = '0'
const int AllocReportType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY = 4
const int AllocReportType_WAREHOUSE_RECAP = 5
const int AllocReportType_REJECT = 10
const int AllocReportType_REQUESTTOINTERMEDIARY = 8
const int AllocReportType_ACCEPT_PENDING = 11
const int AllocReportType_REQUEST_TO_INTERMEDIARY = 8
const int AllocReportType_COMPLETE = 12
const int AllocReportType_SELLSIDECALCULATEDUSINGPRELIMINARY = 3
const int AllocReportType_PRELIMINARY_REQUEST_TO_INTERMEDIARY = 2
const int AllocReportType_SELLSIDE_CALCULATED_USING_PRELIMINARY = 3
const int AllocReportType_REVERSE_PENDING = 14
const int AllocReportType_WAREHOUSERECAP = 5
const int AllocReportType_ACCEPT = 9
const int AllocReportType_SELLSIDECALCULATEDWITHOUTPRELIMINARY = 4
const int AllocType_BUYSIDEREADYTOBOOKSINGLE = 5
const int AllocType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY = 4
const int AllocType_CALCULATED = 1
const int AllocType_INCOMPLETE_GROUP = 12
const int AllocType_REVERSAL_PENDING = 14
const int AllocType_PRELIMINARY = 2
const int AllocType_REJECT = 10
const int AllocType_WAREHOUSEINSTRUCTION = 7
const int AllocType_BUYSIDEPRELIM = 2
const int AllocType_REQUESTTOINTERMEDIARY = 8
const int AllocType_ACCEPT_PENDING = 11
const int AllocType_BUYSIDEREADYTOBOOKCOMBINED = 6
const int AllocType_BUYSIDE_CALCULATED = 1
const int AllocType_REQUEST_TO_INTERMEDIARY = 8
const int AllocType_SELLSIDECALCWITHOUTPRELIM = 4
const int AllocType_BUYSIDE_READY_TO_BOOK_5 = 5
const int AllocType_BUYSIDE_READY_TO_BOOK_6 = 6
const int AllocType_COMPLETE_GROUP = 13
const int AllocType_BUYSIDECALC = 1
const int AllocType_SELLSIDE_CALCULATED_USING_PRELIMINARY = 3
const int AllocType_READY_TO_BOOK = 5
const int AllocType_BUYSIDE_READY_TO_BOOK = 6
const int AllocType_WAREHOUSE_INSTRUCTION = 7
const int AllocType_BUYSIDE_PRELIMINARY = 2
const int AllocType_ACCEPT = 9
const int AllocType_SELLSIDECALC = 3
const int QuoteRequestRejectReason_INSUFFICIENT_CREDIT = 11
const int QuoteRequestRejectReason_NOMARKETFORINSTRUMENT = 8
const int QuoteRequestRejectReason_NOTAUTHTOREQQUOTE = 6
const int QuoteRequestRejectReason_NOT_AUTHORIZED_TO_REQUEST_QUOTE = 6
const int QuoteRequestRejectReason_QUOTEREQUESTEXLIMIT = 3
const int QuoteRequestRejectReason_INVALID_PRICE = 5
const int QuoteRequestRejectReason_EXCHANGECLOSED = 2
const int QuoteRequestRejectReason_TOOLATE = 4
const int QuoteRequestRejectReason_INVPRICE = 5
const int QuoteRequestRejectReason_NOMATCHFORINQUIRY = 7
const int QuoteRequestRejectReason_TOO_LATE_TO_ENTER = 4
const int QuoteRequestRejectReason_NO_MATCH_FOR_INQUIRY = 7
const int QuoteRequestRejectReason_UNKNOWNSYM = 1
const int QuoteRequestRejectReason_EXCHANGE = 2
const int QuoteRequestRejectReason_NO_MARKET_FOR_INSTRUMENT = 8
const int QuoteRequestRejectReason_UNKNOWN_SYMBOL = 1
const int QuoteRequestRejectReason_OTHER = 99
const int QuoteRequestRejectReason_PASS = 10
const int QuoteRequestRejectReason_NOINVENTORY = 9
const int QuoteRequestRejectReason_NO_INVENTORY = 9
const int QuoteRequestRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3
const int LiquidityIndType_5DAY = 1
const int LiquidityIndType_NORMAL = 3
const int LiquidityIndType_20_DAY_MOVING_AVERAGE = 2
const int LiquidityIndType_5_DAY_MOVING_AVERAGE = 1
const int LiquidityIndType_5DAY_MOVING_AVERAGE = 1
const int LiquidityIndType_NORMAL_MARKET_SIZE = 3
const int LiquidityIndType_OTHER = 4
const int LiquidityIndType_20DAY = 2
const int StatusValue_IN_PROCESS = 4
const int StatusValue_NOTCONNECTEDDOWNEXPECTEDUP = 2
const int StatusValue_NOT_CONNECTED_2 = 2
const int StatusValue_NOTCONNECTEDDOWNEXPECTEDDOWN = 3
const int StatusValue_CONNECTED = 1
const int StatusValue_NOT_CONNECTED_3 = 3
const int StatusValue_INPROCESS = 4
const char PosType_INTRA_SPREAD_QTY [] = "IAS"
const char PosType_INTER_SPREAD_QTY [] = "IES"
const char PosType_TRANSFER_TRADE_QTY [] = "TRF"
const char PosType_EXCHANGE_FOR_PHYSICAL_QTY [] = "EP"
const char PosType_TRANSFERTRADEQTY [] = "TRF"
const char PosType_TRANSACTIONQUANTITY [] = "TQ"
const char PosType_ADJUSTMENTQTY [] = "PA"
const char PosType_START_OF_DAY_QTY [] = "SOD"
const char PosType_ENDOFDAYQTY [] = "FIN"
const char PosType_DELIVERY_QTY [] = "DLV"
const char PosType_TRANSACTIONFROMEXERCISE [] = "TX"
const char PosType_OPTIONEXERCISEQTY [] = "EX"
const char PosType_DELIVERYQTY [] = "DLV"
const char PosType_OPTION_ASSIGNMENT [] = "AS"
const char PosType_PIT_TRADE_QTY [] = "PIT"
const char PosType_TRANSACTION_FROM_ASSIGNMENT [] = "TA"
const char PosType_TRANSACTION_FROM_EXERCISE [] = "TX"
const char PosType_INTEGRALSPLIT [] = "SPL"
const char PosType_ELECTRONICTRADEQTY [] = "ETR"
const char PosType_AS_OF_TRADE_QTY [] = "ASF"
const char PosType_ELECTRONIC_TRADE_QTY [] = "ETR"
const char PosType_PITTRADEQTY [] = "PIT"
const char PosType_OPTIONASSIGNMENT [] = "AS"
const char PosType_SUCCESSION_EVENT_ADJUSTMENT [] = "SEA"
const char PosType_OPTION_EXERCISE_QTY [] = "EX"
const char PosType_TRANSACTION_QUANTITY [] = "TQ"
const char PosType_NET_DELTA_QTY [] = "DLT"
const char PosType_END_OF_DAY_QTY [] = "FIN"
const char PosType_ADJUSTMENT_QTY [] = "PA"
const char PosType_TOTAL_TRANSACTION_QTY [] = "TOT"
const char PosType_DELIVERY_NOTICE_QTY [] = "DN"
const char PosType_RECEIVE_QUANTITY [] = "RCV"
const char PosType_ASOFTRADEQTY [] = "ASF"
const char PosType_ALLOCATIONTRADEQTY [] = "ALC"
const char PosType_CREDIT_EVENT_ADJUSTMENT [] = "CEA"
const char PosType_PRIVATELY_NEGOTIATED_TRADE_QTY [] = "PNTN"
const char PosType_CROSS_MARGIN_QTY [] = "XM"
const char PosType_CORPORATE_ACTION_ADJUSTMENT [] = "CAA"
const char PosType_TOTALTRANSACTIONQTY [] = "TOT"
const char PosType_STARTOFDAYQTY [] = "SOD"
const char PosType_INTEGRAL_SPLIT [] = "SPL"
const char PosType_INTERSPREADQTY [] = "IES"
const char PosType_INTRASPREADQTY [] = "IAS"
const char PosType_ALLOCATION_TRADE_QTY [] = "ALC"
const char PosType_CROSSMARGINQTY [] = "XM"
const char PosType_TRANSACTIONFROMASSIGNMENT [] = "TA"
const int StreamAsgnAckType_ASSIGNMENT_REJECTED = 1
const int StreamAsgnAckType_ASSIGNMENT_ACCEPTED = 0
const int RiskInstrumentOperator_EXCLUDE = 2
const int RiskInstrumentOperator_INCLUDE = 1
const int MiscFeeBasis_PERUNIT = 1
const int MiscFeeBasis_ABSOLUTE = 0
const int MiscFeeBasis_PERCENTAGE = 2
const int MiscFeeBasis_PER_UNIT = 1
const char OrdType_FOREX_MARKET = 'C'
const char OrdType_FOREX_PREVIOUSLY_QUOTED = 'H'
const char OrdType_ONBASIS = '9'
const char OrdType_PREVIOUSLYINDICATED = 'E'
const char OrdType_PREVIOUS_FUND_VALUATION_POINT = 'L'
const char OrdType_PEGGED = 'P'
const char OrdType_LIMITONCLOSE = 'B'
const char OrdType_LIMIT_WITH_OR_WITHOUT = '8'
const char OrdType_STOP_LIMIT = '4'
const char OrdType_FOREX_SWAP = 'G'
const char OrdType_WITHORWITHOUT = '6'
const char OrdType_FOREXLIMIT = 'F'
const char OrdType_MARKET_WITH_LEFT_OVER_AS_LIMIT = 'K'
const char OrdType_PREVIOUSLYQUOTED = 'D'
const char OrdType_PREVIOUSLY_QUOTED = 'D'
const char OrdType_COUNTER_ORDER_SELECTION = 'Q'
const char OrdType_LIMITWITHORWITHOUT = '8'
const char OrdType_FOREXSWAP = 'G'
const char OrdType_MARKET_IF_TOUCHED = 'J'
const char OrdType_NEXT_FUND_VALUATION_POINT = 'M'
const char OrdType_FOREX_C = 'C'
const char OrdType_ON_CLOSE = 'A'
const char OrdType_STOP = '3'
const char OrdType_STOPLIMIT = '4'
const char OrdType_LIMITORBETTER = '7'
const char OrdType_ONCLOSE = 'A'
const char OrdType_FOREX_LIMIT = 'F'
const char OrdType_FOREXMARKET = 'C'
const char OrdType_FOREX = 'C'
const char OrdType_MARKETIFTOUCHED = 'J'
const char OrdType_FUNARI = 'I'
const char OrdType_FOREX_F = 'F'
const char OrdType_PREVIOUSLY_INDICATED = 'E'
const char OrdType_WITH_OR_WITHOUT = '6'
const char OrdType_MARKET_ON_CLOSE = '5'
const char OrdType_LIMIT = '2'
const char OrdType_MARKET_WITH_LEFTOVER_AS_LIMIT = 'K'
const char OrdType_FOREX_G = 'G'
const char OrdType_LIMIT_ON_CLOSE = 'B'
const char OrdType_MARKETONCLOSE = '5'
const char OrdType_PREVIOUSFUNDVALUATIONPOINT = 'L'
const char OrdType_NEXTFUNDVALUATIONPOINT = 'M'
const char OrdType_FOREX_H = 'H'
const char OrdType_FOREXPREVIOUSLYQUOTED = 'H'
const char OrdType_MARKETWITHLEFTOVERLIMIT = 'K'
const char OrdType_ON_BASIS = '9'
const char OrdType_LIMIT_OR_BETTER = '7'
const char OrdType_MARKET = '1'
const char MatchType_ACT_DEFAULT_AFTER_M2 [] = "M5"
const char MatchType_SUMMARIZEDMATCHUSINGA2 [] = "S2"
const char MatchType_COUNTER_ORDER_SELECTION_6 [] = "6"
const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND [] = "A4"
const char MatchType_SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED [] = "S4"
const char MatchType_NON_ACT [] = "MT"
const char MatchType_SUMMARIZEDMATCHUSINGA3 [] = "S3"
const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S1 [] = "S1"
const char MatchType_SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH [] = "M2"
const char MatchType_SUMMARIZEDMATCHUSINGA4 [] = "S4"
const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S2 [] = "S2"
const char MatchType_TWO_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT [] = "61"
const char MatchType_SUMMARIZEDMATCHUSINGA5 [] = "S5"
const char MatchType_NASDAQACTM2MATCH [] = "ACTM2"
const char MatchType_CROSS_AUCTION_5 [] = "5"
const char MatchType_ACT_M1_MATCH [] = "M1"
const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES [] = "A4"
const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S3 [] = "S3"
const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGES [] = "A4"
const char MatchType_NASDAQACTDEFAULTAFTERM2 [] = "ACTM5"
const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGES [] = "A2"
const char MatchType_NASDAQACTM1MATCH [] = "ACTM1"
const char MatchType_CALL_AUCTION_7 [] = "7"
const char MatchType_CROSS_AUCTION_63 [] = "63"
const char MatchType_ISSUING_BUY_BACK_AUCTION [] = "8"
const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S4 [] = "S4"
const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME [] = "A5"
const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGESANDEXECUTIONTIME [] = "A1"
const char MatchType_ONE_PARTY_TRADE_REPORT [] = "1"
const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S5 [] = "S5"
const char MatchType_ACT_M2_MATCH [] = "M2"
const char MatchType_SUMMARIZEDMATCHMINUSBADGESANDTIMES [] = "M2"
const char MatchType_NASDAQACTDEFAULTTRADE [] = "ACTM4"
const char MatchType_CALL_AUCTION [] = "7"
const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH [] = "M1"
const char MatchType_ACT_ACCEPTED_TRADE [] = "M3"
const char MatchType_TWO_PARTY_TRADE_REPORT [] = "2"
const char MatchType_SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED [] = "S1"
const char MatchType_CONTINUOUS_AUTO_MATCH [] = "62"
const char MatchType_ONE_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT [] = "60"
const char MatchType_ACT_M6_MATCH [] = "M6"
const char MatchType_SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED [] = "S5"
const char MatchType_ACT_DEFAULT_TRADE [] = "M4"
const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORMINUSBADGESANDTIMES [] = "M1"
const char MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST [] = "AQ"
const char MatchType_AUTO_MATCH [] = "4"
const char MatchType_NASDAQACTM6MATCH [] = "ACTM6"
const char MatchType_OCSLOCKEDIN [] = "MT"
const char MatchType_COUNTER_ORDER_SELECTION [] = "6"
const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES [] = "A2"
const char MatchType_SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED [] = "S3"
const char MatchType_NASDAQACTACCEPTEDTRADE [] = "ACTM3"
const char MatchType_CALL_AUCTION_65 [] = "65"
const char MatchType_CROSS_AUCTION [] = "5"
const char MatchType_OCS_LOCKED_IN_NON_ACT [] = "MT"
const char MatchType_CONFIRMED_TRADE_REPORT [] = "3"
const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME [] = "A5"
const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGESANDEXECUTIONTIME [] = "A3"
const char MatchType_SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED [] = "S2"
const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSEXECUTIONTIME [] = "A5"
const char MatchType_NASDAQNONACT [] = "ACTMT"
const char MatchType_COMPAREDRECORDSRESULTINGFROMSTAMPEDADVISORIESORSPECIALISTACCEPTSPAIROFFS [] = "AQ"
const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME [] = "A3"
const char MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS [] = "AQ"
const char MatchType_SUMMARIZEDMATCHUSINGA1 [] = "S1"
const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME [] = "A1"
const char MatchType_COUNTER_ORDER_SELECTION_64 [] = "64"
const int OptPayoutType_BINARY = 3
const int OptPayoutType_VANILLA = 1
const int OptPayoutType_CAPPED = 2
const char MarketUpdateAction_DELETE = 'D'
const char MarketUpdateAction_ADD = 'A'
const char MarketUpdateAction_MODIFY = 'M'
const int CollAsgnRejectReason_INVALIDTYPEOFCOLLATERAL = 4
const int CollAsgnRejectReason_UNAUTHORIZED_TRANSACTION = 2
const int CollAsgnRejectReason_UNKNOWN_OR_INVALID_INSTRUMENT = 1
const int CollAsgnRejectReason_UNKNOWNDEAL = 0
const int CollAsgnRejectReason_UNKNOWN_DEAL = 0
const int CollAsgnRejectReason_UNAUTHORIZEDTRANSACTION = 2
const int CollAsgnRejectReason_INVALID_TYPE_OF_COLLATERAL = 4
const int CollAsgnRejectReason_INSUFFICIENTCOLLATERAL = 3
const int CollAsgnRejectReason_UNKNOWNORINVALIDINSTRUMENT = 1
const int CollAsgnRejectReason_EXCESSIVE_SUBSTITUTION = 5
const int CollAsgnRejectReason_OTHER = 99
const int CollAsgnRejectReason_INSUFFICIENT_COLLATERAL = 3
const int CollAsgnRejectReason_EXCESSIVESUBSTITUTION = 5
const int IndividualAllocType_SUB_ALLOCATE = 1
const int IndividualAllocType_THIRD_PARTY_ALLOCATION = 2
const int GTBookingInst_ACCUMUNTILFILL = 1
const int GTBookingInst_ACCUMUNTILNOTIFY = 2
const int GTBookingInst_BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION = 0
const int GTBookingInst_ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE = 2
const int GTBookingInst_ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES = 1
const int GTBookingInst_BOOKALL = 0
const int GTBookingInst_ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE = 2
const int GTBookingInst_ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES = 1
const int PutOrCall_PUT = 0
const int PutOrCall_CALL = 1
const char FundRenewWaiv_NO = 'N'
const char FundRenewWaiv_YES = 'Y'
const char ForexReq_NO = 'N'
const char ForexReq_YES = 'Y'
const int TickRuleType_TRADED_AS_A_SPREAD_LEG = 3
const int TickRuleType_REGULAR = 0
const int TickRuleType_VARIABLE = 1
const int TickRuleType_SETTLED_AS_A_SPREAD_LEG = 4
const int TickRuleType_FIXED = 2
const int DiscretionOffsetType_PRICE = 0
const int DiscretionOffsetType_BASISPOINTS = 1
const int DiscretionOffsetType_PRICE_TIER = 3
const int DiscretionOffsetType_TICKS = 2
const int DiscretionOffsetType_PRICETIERLEVEL = 3
const int DiscretionOffsetType_BASIS_POINTS = 1
const int ConfirmTransType_REPLACE = 1
const int ConfirmTransType_NEW = 0
const int ConfirmTransType_CANCEL = 2
const int MDSecSizeType_CUSTOMER = 1
const int TradSesEvent_CHANGE_OF_TRADING_STATUS = 3
const int TradSesEvent_CHANGE_OF_TRADING_SESSION = 1
const int TradSesEvent_CHANGE_OF_TRADING_SUBSESSION = 2
const int TradSesEvent_TRADING_RESUMES = 0
const char DlvyInstType_SECURITIES = 'S'
const char DlvyInstType_CASH = 'C'
const char TradeCondition_IMPLIED_TRADE [] = "1"
const char TradeCondition_CASHMKT [] = "A"
const char TradeCondition_OPENING_PRICE [] = "R"
const char TradeCondition_PRIOR_REFERENCE_PRICE [] = "AK"
const char TradeCondition_CANCEL_LAST_ETH [] = "l"
const char TradeCondition_SELLER [] = "L"
const char TradeCondition_DISTRIBUTION [] = "e"
const char TradeCondition_NEXT_DAY_TRADE [] = "J"
const char TradeCondition_STRADDLE_ETH [] = "AD"
const char TradeCondition_SPREAD [] = "AA"
const char TradeCondition_OPENINGPRICE [] = "R"
const char TradeCondition_CROSSED_AO [] = "AO"
const char TradeCondition_SOLD_LAST_SALE [] = "o"
const char TradeCondition_OPENED_SALE_ETH [] = "r"
const char TradeCondition_REOPEN_ETH [] = "x"
const char TradeCondition_SOLD_LAST_SALE_ETH [] = "m"
const char TradeCondition_STOPPED_SOLD_LAST [] = "AL"
const char TradeCondition_TRADES_RESULTING_FROM_INTERMARKET_SWEEP [] = "Z"
const char TradeCondition_NEXTDAY_D [] = "D"
const char TradeCondition_FORM_T [] = "AR"
const char TradeCondition_ADJUSTED [] = "y"
const char TradeCondition_CANCEL_ETH [] = "i"
const char TradeCondition_OUT_OF_SEQUENCE_ETH [] = "k"
const char TradeCondition_RULE127 [] = "G"
const char TradeCondition_COMBO_ETH [] = "AI"
const char TradeCondition_CANCEL_ONLY_ETH [] = "t"
const char TradeCondition_STRADDLE [] = "AC"
const char TradeCondition_OUTSIDE_SPREAD [] = "AV"
const char TradeCondition_BUNCHED_SALE [] = "f"
const char TradeCondition_CANCEL_STOPPED [] = "h"
const char TradeCondition_LATE_OPEN_ETH [] = "u"
const char TradeCondition_OPENING_REOPENING_TRADE_DETAIL [] = "E"
const char TradeCondition_CANCEL [] = "0"
const char TradeCondition_COMBO [] = "AH"
const char TradeCondition_OPENING [] = "E"
const char TradeCondition_ACQUISITION [] = "c"
const char TradeCondition_OPENED [] = "K"
const char TradeCondition_CANCEL_ONLY [] = "s"
const char TradeCondition_NEXT_DAY [] = "D"
const char TradeCondition_BARGAIN_CONDITION [] = "S"
const char TradeCondition_STOPPED [] = "AE"
const char TradeCondition_CONVERTED_PRICE_INDICATOR [] = "T"
const char TradeCondition_OFFICIAL_CLOSING_PRICE [] = "AJ"
const char TradeCondition_ADJUSTED_ETH [] = "z"
const char TradeCondition_AVGPX [] = "B"
const char TradeCondition_RULE_155_TRADE [] = "H"
const char TradeCondition_SOLDLAST [] = "I"
const char TradeCondition_NEXTDAY_J [] = "J"
const char TradeCondition_AUTOMATIC_EXECUTION [] = "AQ"
const char TradeCondition_CROSSED_X [] = "X"
const char TradeCondition_AUTO_EXECUTION_ETH [] = "v"
const char TradeCondition_MULTILEG_TO_MULTILEG_TRADE [] = "4"
const char TradeCondition_OFFICAL_CLOSING_PRICE [] = "AN"
const char TradeCondition_FINAL_PRICE_OF_SESSION [] = "V"
const char TradeCondition_BASKET_INDEX [] = "AS"
const char TradeCondition_TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE [] = "Y"
const char TradeCondition_STOPPED_STOCK [] = "N"
const char TradeCondition_MULT_ASSET_CLASS_MULTILEG_TRADE [] = "3"
const char TradeCondition_STOPPED_ETH [] = "AF"
const char TradeCondition_REGULAR_ETH [] = "AG"
const char TradeCondition_CANCEL_OPEN [] = "p"
const char TradeCondition_CASH [] = "A"
const char TradeCondition_CASHTRADE [] = "C"
const char TradeCondition_RULE155 [] = "H"
const char TradeCondition_CANCEL_STOPPED_ETH [] = "j"
const char TradeCondition_VOLUME_ONLY [] = "a"
const char TradeCondition_SPLIT_TRADE [] = "g"
const char TradeCondition_STOPPED_OUT_OF_SEQUENCE [] = "AM"
const char TradeCondition_CASH_TRADE [] = "C"
const char TradeCondition_IMBALANCE_MORE_BUYERS [] = "P"
const char TradeCondition_BUNCHED [] = "d"
const char TradeCondition_INTRADAY [] = "F"
const char TradeCondition_IMBALANCE_MORE_SELLERS [] = "Q"
const char TradeCondition_INTRADAY_TRADE_DETAIL [] = "F"
const char TradeCondition_RULE_127_TRADE [] = "G"
const char TradeCondition_IMBALANCEMOREBUYERS [] = "P"
const char TradeCondition_REOPEN [] = "w"
const char TradeCondition_EX_PIT [] = "W"
const char TradeCondition_CANCEL_LAST [] = "n"
const char TradeCondition_DIRECT_PLUS [] = "b"
const char TradeCondition_IMBALANCEMORESELLERS [] = "Q"
const char TradeCondition_AVERAGE_PRICE_TRADE [] = "B"
const char TradeCondition_SOLD_LAST [] = "I"
const char TradeCondition_MARKETPLACE_ENTERED_TRADE [] = "2"
const char TradeCondition_SPREAD_ETH [] = "AB"
const char TradeCondition_CANCEL_OPEN_ETH [] = "q"
const char TradeCondition_EXCHANGE_LAST [] = "U"
const char TradeCondition_FAST_MARKET [] = "AP"
const char TradeCondition_BURST_BASKET [] = "AT"
const char TradeCondition_SOLD [] = "M"
const int PriceLimitType_PRICE = 0
const int PriceLimitType_TICKS = 1
const int PriceLimitType_PERCENTAGE = 2
const char CommType_PER_SHARE = '1'
const char CommType_PCTWAIVEDCSHDISC = '4'
const char CommType_ABSOLUTE = '3'
const char CommType_PCTWAIVEDENUNITS = '5'
const char CommType_PERBOND = '6'
const char CommType_PER_BOND = '6'
const char CommType_PERCENTAGE = '2'
const char CommType_PERCENTAGE_WAIVED_4 = '4'
const char CommType_POINTS_PER_BOND_OR_CONTRACT = '6'
const char CommType_PERCENTAGE_WAIVED_5 = '5'
const char CommType_PER_UNIT = '1'
const char CommType_PERCENT = '2'
const char CommType_4 = '4'
const char CommType_5 = '5'
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS = 13
const int RegistRejReasonCode_INVALIDOWNERSHIPTYPE = 3
const int RegistRejReasonCode_INVALIDREGDTLS = 6
const int RegistRejReasonCode_INVALIDMAILINGDTLS = 7
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DTLS = 7
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETAILS = 4
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS = 8
const int RegistRejReasonCode_INVALIDINVESTORCOUNTRYOFRESIDENCE = 12
const int RegistRejReasonCode_INVALIDCASHDISTRIBAGENTCODE = 17
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE = 2
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME = 16
const int RegistRejReasonCode_INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE = 10
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE = 10
const int RegistRejReasonCode_INVALIDDATEOFBIRTH = 11
const int RegistRejReasonCode_INVALIDDISTRIBPAYMENTMETHOD = 15
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DATE_OF_BIRTH = 11
const int RegistRejReasonCode_INVALIDNODISTRIBINSTNS = 13
const int RegistRejReasonCode_INVALIDCASHDISTRIBAGENTACCTNUM = 18
const int RegistRejReasonCode_INVALIDTAXEXEMPTTYPE = 2
const int RegistRejReasonCode_INVALIDMAILINGINST = 8
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INST = 8
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETLS = 4
const int RegistRejReasonCode_INVALIDACCOUNTTYPE = 1
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD = 15
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE = 17
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DETAILS = 6
const int RegistRejReasonCode_INVALIDREGSEQNO = 5
const int RegistRejReasonCode_OTHER = 99
const int RegistRejReasonCode_INVALIDDISTRIBPERCENTAGE = 14
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DTLS = 6
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_ACCOUNT_TYPE = 1
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DETAILS = 7
const int RegistRejReasonCode_INVALIDINVESTORIDSOURCE = 10
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE = 12
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE = 14
const int RegistRejReasonCode_INVALIDCASHDISTRIBAGENTACCTNAME = 16
const int RegistRejReasonCode_INVALIDNOREGDETLS = 4
const int RegistRejReasonCode_INVALIDINVESTORID = 9
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM = 18
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_SEQ_NO = 5
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID = 9
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_OWNERSHIP_TYPE = 3
const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NODISTRIBINSTNS = 13
const char FinancialStatus_BANKRUPT = '1'
const char FinancialStatus_PENDINGDELISTING = '2'
const char FinancialStatus_RESTRICTED = '3'
const char FinancialStatus_PENDING_DELISTING = '2'
const char LastFragment_NO = 'N'
const char LastFragment_YES = 'Y'
const char NotifyBrokerOfCredit_NO = 'N'
const char NotifyBrokerOfCredit_YES = 'Y'
const int PartySubIDType_REGISTERED_ADDRESS_12 = 12
const int PartySubIDType_CASH_ACCOUNT_NUMBER = 15
const int PartySubIDType_FAX_NUMBER = 21
const int PartySubIDType_CONTACTNAME = 9
const int PartySubIDType_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES = 4000
const int PartySubIDType_DEPARTMENT = 24
const int PartySubIDType_CONTACT_NAME = 9
const int PartySubIDType_TELEXNUMBER = 20
const int PartySubIDType_PERSON = 2
const int PartySubIDType_FIRM = 1
const int PartySubIDType_CASH_ACCOUNT_NAME = 23
const int PartySubIDType_POSITION_ACCOUNT_TYPE = 26
const int PartySubIDType_POSTAL_ADDRESS = 6
const int PartySubIDType_SECURITY_LOCATE_ID = 27
const int PartySubIDType_POSTALADDRESS = 6
const int PartySubIDType_FUND_ACCOUNT_NAME = 19
const int PartySubIDType_PROFESSIONAL_CLIENT = 30
const int PartySubIDType_LOCATION = 31
const int PartySubIDType_FULLLEGALNAMEOFFIRM = 5
const int PartySubIDType_LOCATIONDESK = 25
const int PartySubIDType_REGISTEREDADDRESS_12 = 12
const int PartySubIDType_REGISTRATION_NUMBER = 11
const int PartySubIDType_EMAILADDRESS = 8
const int PartySubIDType_SYSTEM = 3
const int PartySubIDType_SECURITIESACCOUNTNUMBER = 10
const int PartySubIDType_REGULATORY_STATUS = 13
const int PartySubIDType_CSD_PARTICIPANT_MEMBER_CODE = 17
const int PartySubIDType_PHONENUMBER = 7
const int PartySubIDType_CURRENCY_DELIVERY_IDENTIFIER = 33
const int PartySubIDType_REGISTRATION_NAME = 14
const int PartySubIDType_REGISTERED_ADDRESS_18 = 18
const int PartySubIDType_TELEX_NUMBER = 20
const int PartySubIDType_EMAIL_ADDRESS = 8
const int PartySubIDType_FAXNUMBER = 21
const int PartySubIDType_BIC = 16
const int PartySubIDType_CASHACCOUNT = 15
const int PartySubIDType_REGISTRATIONNUMBER = 11
const int PartySubIDType_LOCATION_DESK = 25
const int PartySubIDType_APPLICATION = 4
const int PartySubIDType_CASHACCOUNTNAME = 23
const int PartySubIDType_SECURITIES_ACCOUNT_NAME = 22
const int PartySubIDType_PHONE_NUMBER = 7
const int PartySubIDType_SECURITIESACCOUNTNAME = 22
const int PartySubIDType_REGISTRATIONNAME = 14
const int PartySubIDType_ELIGIBLE_COUNTERPARTY = 29
const int PartySubIDType_REGISTEREDADDRESS_18 = 18
const int PartySubIDType_SECURITIES_ACCOUNT_NUMBER = 10
const int PartySubIDType_FULL_LEGAL_NAME_OF_FIRM = 5
const int PartySubIDType_MARKET_MAKER = 28
const int PartySubIDType_EXECUTION_VENUE = 32
const int PartySubIDType_POSITIONACCOUNTTYPE = 26
const int PartySubIDType_FUNDACCOUNTNAME = 19
const int PartySubIDType_CSDPARTICIPANTMEMBERCODE = 17
const int PartySubIDType_REGULATORYSTATUS = 13
const int AllocNoOrdersType_EXPLICIT_LIST_PROVIDED = 1
const int AllocNoOrdersType_NOTSPECIFIED = 0
const int AllocNoOrdersType_NOT_SPECIFIED = 0
const int AllocNoOrdersType_EXPLICITLISTPROVIDED = 1
const int AllocLinkType_FX_SWAP = 1
const int AllocLinkType_F_X_NETTING = 0
const int AllocLinkType_FXNETTING = 0
const int AllocLinkType_FX_NETTING = 0
const int AllocLinkType_FXSWAP = 1
const int AllocLinkType_F_X_SWAP = 1
const int UnderlyingSettlementType_T_PLUS_1 = 2
const int UnderlyingSettlementType_T_PLUS_3 = 4
const int UnderlyingSettlementType_T_PLUS_4 = 5
const char DisplayMethod_NEW = '2'
const char DisplayMethod_UNDISCLOSED = '4'
const char DisplayMethod_RANDOM = '3'
const char DisplayMethod_INITIAL = '1'
const int CollStatus_PARTIALLY_ASSIGNED = 1
const int CollStatus_ASSIGNEDACCEPTED = 3
const int CollStatus_ASSIGNMENT_PROPOSED = 2
const int CollStatus_ASSIGNED = 3
const int CollStatus_CHALLENGED = 4
const int CollStatus_UNASSIGNED = 0
const int CollStatus_ASSIGNMENTPROPOSED = 2
const int CollStatus_PARTIALLYASSIGNED = 1
const int SideValueInd_SIDEVALUE_2 = 2
const int SideValueInd_SIDEVALUE1 = 1
const int SideValueInd_SIDEVALUE2 = 2
const int SideValueInd_SIDE_VALUE_1 = 1
const int SideValueInd_SIDE_VALUE_2 = 2
const char MsgDirection_RECEIVE = 'R'
const char MsgDirection_SEND = 'S'
const char MDUpdateAction_DELETE = '2'
const char MDUpdateAction_NEW = '0'
const char MDUpdateAction_DELETE_THRU = '3'
const char MDUpdateAction_DELETE_FROM = '4'
const char MDUpdateAction_OVERLAY = '5'
const char MDUpdateAction_CHANGE = '1'
const char MatchStatus_ADVALERT = '2'
const char MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRED = '1'
const char MatchStatus_COMPARED_MATCHED_OR_AFFIRMED = '0'
const char MatchStatus_ADVISORY_OR_ALERT = '2'
const char MatchStatus_UNCOMPUNMATUNAFF = '1'
const char MatchStatus_COMPMATAFF = '0'
const char MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRMED = '1'
const int RateSource_REUTERS = 1
const int RateSource_OTHER = 99
const int RateSource_BLOOMBERG = 0
const int RateSource_TELERATE = 2
const char AllocPositionEffect_CLOSE = 'C'
const char AllocPositionEffect_FIFO = 'F'
const char AllocPositionEffect_OPEN = 'O'
const char AllocPositionEffect_ROLLED = 'R'
const char PartyIDSource_US_EMPLOYER_OR_TAX_ID_NUMBER = '8'
const char PartyIDSource_PROPRIETARY = 'D'
const char PartyIDSource_USEMPLOYERIDNUMBER = '8'
const char PartyIDSource_ACCPTMARKETPART = 'C'
const char PartyIDSource_CSDPARTCODE = 'H'
const char PartyIDSource_AUSTRALIAN_TAX_FILE_NUMBER = 'A'
const char PartyIDSource_KOREANINVESTORID = '1'
const char PartyIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER = 'C'
const char PartyIDSource_AUSTRALIAN_BUSINESS_NUMBER = '9'
const char PartyIDSource_US_EMPLOYER_IDENTIFICATION_NUMBER = '8'
const char PartyIDSource_AUSTRALIANTAXFILENUMBER = 'A'
const char PartyIDSource_TAIWANESE_TRADING_ACCOUNT = '3'
const char PartyIDSource_TAIWANESE_TRADING_ACCT = '3'
const char PartyIDSource_CHINESEBSHARE = '5'
const char PartyIDSource_AUSTRALIANBUSINESSNUMBER = '9'
const char PartyIDSource_MALAYSIAN_CENTRAL_DEPOSITORY = '4'
const char PartyIDSource_US_SOCIAL_SECURITY_NUMBER = '7'
const char PartyIDSource_TAIWANESEQUALIFIED = '2'
const char PartyIDSource_USSOCIALSECURITY = '7'
const char PartyIDSource_DIRECTEDDEFINEDISITC = 'I'
const char PartyIDSource_UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER = '6'
const char PartyIDSource_CSD_PARTICIPANT_MEMBER_CODE = 'H'
const char PartyIDSource_DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT = 'I'
const char PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII = '2'
const char PartyIDSource_SETTLEMENT_ENTITY_LOCATION = 'F'
const char PartyIDSource_PROPRIETARY_CUSTOM_CODE = 'D'
const char PartyIDSource_UKNATIONALINSPENNUMBER = '6'
const char PartyIDSource_BIC = 'B'
const char PartyIDSource_CHINESE_INVESTOR_ID = '5'
const char PartyIDSource_TAIWANESETRADINGACCT = '3'
const char PartyIDSource_MIC = 'G'
const char PartyIDSource_KOREAN_INVESTOR_ID = '1'
const char PartyIDSource_ISO_COUNTRY_CODE = 'E'
const char PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID = '2'
const char PartyIDSource_PROPCODE = 'D'
const char PartyIDSource_ISOCODE = 'E'
const char PartyIDSource_CHINESE_B_SHARE = '5'
const char PartyIDSource_MCDNUMBER = '4'
const char PartyIDSource_SETTLENTLOC = 'F'
const char ExchangeForPhysical_NO = 'N'
const char ExchangeForPhysical_YES = 'Y'
const int SecurityTradingEvent_CHANGE_OF_SECURITY_TRADING_STATUS = 6
const int SecurityTradingEvent_CHANGE_OF_TRADING_SESSION = 4
const int SecurityTradingEvent_CHANGE_OF_SECURITY_STATUS = 6
const int SecurityTradingEvent_PRICE_VOLATILITY_INTERRUPTION = 3
const int SecurityTradingEvent_CHANGE_OF_BOOK_TYPE = 7
const int SecurityTradingEvent_CHANGE_OF_TRADING_SUBSESSION = 5
const int SecurityTradingEvent_CHANGE_OF_MARKET_DEPTH = 8
const int SecurityTradingEvent_TRADING_RESUMES = 2
const int SecurityTradingEvent_ORDER_IMBALANCE_AUCTION_IS_EXTENDED = 1
const int CollAction_ADD = 1
const int CollAction_REMOVE = 2
const int CollAction_RETAIN = 0
const char PossDupFlag_NO = 'N'
const char PossDupFlag_YES = 'Y'
const int ListStatusType_ALL_DONE = 5
const int ListStatusType_TIMED = 3
const int ListStatusType_RESP = 2
const int ListStatusType_EXECSTARTED = 4
const int ListStatusType_RESPONSE = 2
const int ListStatusType_ALLDONE = 5
const int ListStatusType_ALERT = 6
const int ListStatusType_ACK = 1
const int ListStatusType_EXEC_STARTED = 4
const int ListStatusType_EXECSTART = 4
const char GapFillFlag_NO = 'N'
const char GapFillFlag_YES = 'Y'
const char TradeHandlingInstr_AUTOMATED_FLOOR_ORDER_ROUTING = '4'
const char TradeHandlingInstr_TWO_PARTY_REPORT = '1'
const char TradeHandlingInstr_ONE_PARTY_REPORT_FOR_MATCHING = '2'
const char TradeHandlingInstr_TRADE_CONFIRMATION = '0'
const char TradeHandlingInstr_ONE_PARTY_REPORT_FOR_PASS_THROUGH = '3'
const char TradeHandlingInstr_TWO_PARTY_REPORT_FOR_CLAIM = '5'
const int TradSesMethod_TWOPARTY = 3
const int TradSesMethod_ELECTRONIC = 1
const int TradSesMethod_OPENOUTCRY = 2
const int TradSesMethod_TWO_PARTY = 3
const int TradSesMethod_OPEN_OUTCRY = 2
const char TradeType_AGENCY = 'A'
const char TradeType_VWAP_GUARANTEE = 'G'
const char TradeType_RISK_TRADE = 'R'
const char TradeType_GUARANTEED_CLOSE = 'J'
const int ComplexEventCondition_AND = 1
const int ComplexEventCondition_OR = 2
const char BenchmarkCurveName_SONIA [] = "SONIA"
const char BenchmarkCurveName_MUNIAAA [] = "MuniAAA"
const char BenchmarkCurveName_LIBID [] = "LIBID"
const char BenchmarkCurveName_PFANDBRIEFE [] = "Pfandbriefe"
const char BenchmarkCurveName_EUREPO [] = "EUREPO"
const char BenchmarkCurveName_FUTURESWAP [] = "FutureSWAP"
const char BenchmarkCurveName_TREASURY [] = "Treasury"
const char BenchmarkCurveName_OTHER [] = "OTHER"
const char BenchmarkCurveName_EURIBOR [] = "Euribor"
const char BenchmarkCurveName_EONIA [] = "EONIA"
const char BenchmarkCurveName_LIBOR [] = "LIBOR"
const char BenchmarkCurveName_SWAP [] = "SWAP"
const char CashMargin_MARGINCLOSE = '3'
const char CashMargin_MARGINOPEN = '2'
const char CashMargin_MARGIN_CLOSE = '3'
const char CashMargin_MARGIN_OPEN = '2'
const char CashMargin_CASH = '1'
const char SettlObligTransType_REPLACE = 'R'
const char SettlObligTransType_NEW = 'N'
const char SettlObligTransType_RESTATE = 'T'
const char SettlObligTransType_CANCEL = 'C'
const char DeskOrderHandlingInst_PEGGED [] = "PEG"
const char DeskOrderHandlingInst_MARKET_ON_OPEN [] = "MOO"
const char DeskOrderHandlingInst_SCALE [] = "SCL"
const char DeskOrderHandlingInst_FILL_OR_KILL [] = "FOK"
const char DeskOrderHandlingInst_ALL_OR_NONE [] = "AON"
const char DeskOrderHandlingInst_NOT_HELD [] = "NH"
const char DeskOrderHandlingInst_DIRECTED_ORDER [] = "DIR"
const char DeskOrderHandlingInst_STOP_STOCK_TRANSACTION [] = "S.W"
const char DeskOrderHandlingInst_OVER_THE_DAY [] = "OVD"
const char DeskOrderHandlingInst_ADD_ON_ORDER [] = "ADD"
const char DeskOrderHandlingInst_MARKET_AT_CLOSE [] = "MAC"
const char DeskOrderHandlingInst_LIMIT_ON_OPEN [] = "LOO"
const char DeskOrderHandlingInst_CASH_NOT_HELD [] = "CNH"
const char DeskOrderHandlingInst_MARKET_ON_CLOSE [] = "MOC"
const char DeskOrderHandlingInst_TIME_ORDER [] = "TMO"
const char DeskOrderHandlingInst_LIMIT_ON_CLOSE [] = "LOC"
const char DeskOrderHandlingInst_IMMEDIATE_OR_CANCEL [] = "IOC"
const char DeskOrderHandlingInst_TRAILING_STOP [] = "TS"
const char DeskOrderHandlingInst_WORK [] = "WRK"
const char DeskOrderHandlingInst_RESERVE_SIZE_ORDER [] = "RSV"
const char DeskOrderHandlingInst_MINIMUM_QUANTITY [] = "MQT"
const char DeskOrderHandlingInst_MARKET_AT_OPEN [] = "MAO"
const char DeskOrderHandlingInst_IMBALANCE_ONLY [] = "IO"
const char DeskOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION [] = "E.W"
const int PosTransType_DO_NOT_EXERCISE = 2
const int PosTransType_POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION = 4
const int PosTransType_DONOTEXERCISE = 2
const int PosTransType_LARGE_TRADER_SUBMISSION = 6
const int PosTransType_POSITIONCHANGESUBMISSIONMARGINDISPOSITION = 4
const int PosTransType_POSITIONADJUSTMENT = 3
const int PosTransType_EXERCISE = 1
const int PosTransType_POSITION_ADJUSTMENT = 3
const int PosTransType_PLEDGE = 5
const char Seniority_SUBORDINATED [] = "SB"
const char Seniority_SENIOR_SECURED [] = "SD"
const char Seniority_SENIOR [] = "SR"
const char SettlCurrFxRateCalc_DIVIDE = 'D'
const char SettlCurrFxRateCalc_MULTIPLY = 'M'
const int PosMaintStatus_ACCEPTED_WITH_WARNINGS = 1
const int PosMaintStatus_COMPLETED = 3
const int PosMaintStatus_ACCEPTEDWITHWARNINGS = 1
const int PosMaintStatus_COMPLETEDWITHWARNINGS = 4
const int PosMaintStatus_REJECTED = 2
const int PosMaintStatus_ACCEPTED = 0
const int PosMaintStatus_COMPLETED_WITH_WARNINGS = 4
const char Benchmark_6_MO_LIBOR = '9'
const char Benchmark_OLD_5 = '3'
const char Benchmark_OLD_30 = '7'
const char Benchmark_30YR = '6'
const char Benchmark_5YR = '2'
const char Benchmark_3_MO_LIBOR = '8'
const char Benchmark_OLD_10 = '5'
const char Benchmark_6MOLIBOR = '9'
const char Benchmark_10YR = '4'
const char Benchmark_CURVE = '1'
const char Benchmark_30_YR = '6'
const char Benchmark_10_YR = '4'
const char Benchmark_5_YR = '2'
const char Benchmark_OLD30 = '7'
const char Benchmark_OLD5 = '3'
const char Benchmark_OLD10 = '5'
const char Benchmark_3MOLIBOR = '8'
const int MaturityMonthYearFormat_YEARMONTHWEEK = 2
const int MaturityMonthYearFormat_YEARMONTHDAY = 1
const int MaturityMonthYearFormat_YEARMONTH_ONLY = 0
const char LegalConfirm_NO = 'N'
const char LegalConfirm_YES = 'Y'
const int ApplReportType_REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM = 1
const int ApplReportType_APPLICATION_MESSAGE_RE_SEND_COMPLETED = 3
const int ApplReportType_RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM = 0
const int ApplReportType_HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID = 2
const char ReportToExch_NO = 'N'
const char ReportToExch_YES = 'Y'
const int AllocRejCode_INCORRECT_ALLOCATED_QUANTITY = 8
const int AllocRejCode_UNKNOWNACCT = 0
const int AllocRejCode_INCORRECTAVGPRC = 2
const int AllocRejCode_UNKNOWN_ORDERID = 5
const int AllocRejCode_WAREHOUSEREQUESTREJECTED = 13
const int AllocRejCode_UNKNOWNORSTALEEXECID = 10
const int AllocRejCode_WAREHOUSE_REQUEST_REJECTED = 13
const int AllocRejCode_INCORRECT_AVERAGEG_PRICE = 2
const int AllocRejCode_MISMATCHEDDATA = 11
const int AllocRejCode_INCORRECTBRKMNC = 3
const int AllocRejCode_UNKNOWNLISTID = 6
const int AllocRejCode_OTHER_99 = 99
const int AllocRejCode_INCORRECTALLOCATEDQUANTITY = 8
const int AllocRejCode_UNKNOWN_LISTID = 6
const int AllocRejCode_INCORRECT_QUANTITY = 1
const int AllocRejCode_INCORRECT_AVERAGE_PRICE = 2
const int AllocRejCode_UNKNOWN_ACCOUNT = 0
const int AllocRejCode_UNKNOWN_OR_STALE_EXECID = 10
const int AllocRejCode_OTHER = 7
const int AllocRejCode_OTHER_7 = 7
const int AllocRejCode_UNKNOWN_CLORDID = 12
const int AllocRejCode_INCORRECTQTY = 1
const int AllocRejCode_COMMDIFF = 4
const int AllocRejCode_CALCULATIONDIFFERENCE = 9
const int AllocRejCode_UNKNOWNCLORDID = 12
const int AllocRejCode_UNKNOWNORDID = 5
const int AllocRejCode_MISMATCHED_DATA = 11
const int AllocRejCode_CALCULATION_DIFFERENCE = 9
const int AllocRejCode_COMMISSION_DIFFERENCE = 4
const int AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC = 3
const int RefOrdIDReason_GTC_FROM_PREVIOUS_DAY = 0
const int RefOrdIDReason_PARTIAL_FILL_REMAINING = 1
const int RefOrdIDReason_ORDER_CHANGED = 2
const char RefOrderIDSource_SECONDARYORDERID = '0'
const char RefOrderIDSource_ORDERID = '1'
const char RefOrderIDSource_MDENTRYID = '2'
const char RefOrderIDSource_ORIGINAL_ORDER_ID = '4'
const char RefOrderIDSource_MENTRYID = '2'
const char RefOrderIDSource_QUOTEENTRYID = '3'
const char RefOrderIDSource_QUOTENTRYID = '3'
const char RefOrderIDSource_ORDEID = '1'
const char RefOrderIDSource_SECONDARYORDEID = '0'
const char LastCapacity_A = '1'
const char LastCapacity_XP = '3'
const char LastCapacity_CROSS_AS_PRINCIPAL = '3'
const char LastCapacity_PRINCIPAL = '4'
const char LastCapacity_P = '4'
const char LastCapacity_CROSS_AS_AGENT = '2'
const char LastCapacity_AGENT = '1'
const char LastCapacity_XA = '2'
const int InstrAttribType_INSTRUMENT_STRIKE_PRICE = 28
const int InstrAttribType_IN_DEFAULT = 15
const int InstrAttribType_COUPONPERIOD = 8
const int InstrAttribType_ORIGINAL_ISSUE_DISCOUNT = 10
const int InstrAttribType_PRE_REFUNDED = 14
const int InstrAttribType_SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX = 19
const int InstrAttribType_CALLABLEPUTTABLE = 11
const int InstrAttribType_WHEN_AND_IF_ISSUED = 9
const int InstrAttribType_STEPPEDCOUPON = 7
const int InstrAttribType_UNRATED = 16
const int InstrAttribType_CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED = 22
const int InstrAttribType_STEPPED_COUPON = 7
const int InstrAttribType_TEXT = 99
const int InstrAttribType_ORIGINALISSUEDISCOUNTPRICE = 20
const int InstrAttribType_ESCROWEDTOREDEMPTIONDATE = 13
const int InstrAttribType_INSTRUMENT_DENOMINATOR = 25
const int InstrAttribType_ESCROWED_TO_REDEMPTION_DATE = 13
const int InstrAttribType_INTEREST_BEARING = 3
const int InstrAttribType_TAXABLE = 17
const int InstrAttribType_CALLABLE_PUTTABLE = 11
const int InstrAttribType_CALLABLE_BELOW_MATURITY_VALUE = 21
const int InstrAttribType_COUPON_PERIOD = 8
const int InstrAttribType_LESSFEEFORPUT = 6
const int InstrAttribType_INTERESTBEARING = 3
const int InstrAttribType_PREREFUNDED = 14
const int InstrAttribType_INSTRUMENT_PRICE_PRECISION = 27
const int InstrAttribType_TRADEABLE_INDICATOR = 29
const int InstrAttribType_ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE = 20
const int InstrAttribType_VARIABLE_RATE = 5
const int InstrAttribType_WHENISSUED = 9
const int InstrAttribType_ZEROCOUPON = 2
const int InstrAttribType_SUBJECTTOALTERNATIVEMINIMUMTAX = 19
const int InstrAttribType_ESCROWEDTOMATURITY = 12
const int InstrAttribType_FLAT = 1
const int InstrAttribType_TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY = 24
const int InstrAttribType_INSTRUMENT_NUMERATOR = 26
const int InstrAttribType_ESCROWED_TO_MATURITY = 12
const int InstrAttribType_LESS_FEE_FOR_PUT = 6
const int InstrAttribType_TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE = 99
const int InstrAttribType_CALLABLEWITHOUTNOTICEBYMAILTOHOLDERUNLESSREGISTERED = 22
const int InstrAttribType_INDEXED = 18
const int InstrAttribType_INDEFAULT = 15
const int InstrAttribType_ZERO_COUPON = 2
const int InstrAttribType_NOPERIODICPAYMENTS = 4
const int InstrAttribType_CALLABLEBELOWMATURITYVALUE = 21
const int InstrAttribType_ORIGINALISSUEDISCOUNT = 10
const int InstrAttribType_PRICE_TICK_RULES_FOR_SECURITY = 23
const int InstrAttribType_NO_PERIODIC_PAYMENTS = 4
const int InstrAttribType_VARIABLERATE = 5
const int Product_FINANCING = 13
const int Product_COMMODITY = 2
const int Product_EQUITY = 5
const int Product_CORPORATE = 3
const int Product_AGENCY = 1
const int Product_OTHER = 12
const int Product_MONEYMARKET = 9
const int Product_MORTGAGE = 10
const int Product_CURRENCY = 4
const int Product_INDEX = 7
const int Product_MUNICIPAL = 11
const int Product_LOAN = 8
const int Product_GOVERNMENT = 6
const int SecurityTradingStatus_NOMKTIMB = 12
const int SecurityTradingStatus_NOOPEN = 4
const int SecurityTradingStatus_FAST_MARKET = 23
const int SecurityTradingStatus_NO_OPEN_NO_RESUME = 4
const int SecurityTradingStatus_TRADING_HALT = 2
const int SecurityTradingStatus_NOT_AVAILABLE_FOR_TRADING = 18
const int SecurityTradingStatus_11 = 11
const int SecurityTradingStatus_NO_OPEN = 4
const int SecurityTradingStatus_NOTTRADED = 19
const int SecurityTradingStatus_FASTMARKET = 23
const int SecurityTradingStatus_MKTBALSELL = 8
const int SecurityTradingStatus_NEWPXIND = 15
const int SecurityTradingStatus_TRDDISTIME = 16
const int SecurityTradingStatus_PXIND = 5
const int SecurityTradingStatus_CROSS = 25
const int SecurityTradingStatus_OPENINGROTATION = 22
const int SecurityTradingStatus_TRDRNGIND = 6
const int SecurityTradingStatus_RESUME = 3
const int SecurityTradingStatus_TRADE_DISSEMINATION_TIME = 16
const int SecurityTradingStatus_NO_MARKET_ON_CLOSE_IMBALANCE = 13
const int SecurityTradingStatus_POST_CLOSE = 26
const int SecurityTradingStatus_OPENDELAY = 1
const int SecurityTradingStatus_READY = 17
const int SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_BUY = 9
const int SecurityTradingStatus_NOTAVAIL = 18
const int SecurityTradingStatus_MARKET_IMBALANCE_SELL = 8
const int SecurityTradingStatus_OPENING_DELAY = 1
const int SecurityTradingStatus_MKTONCLSIMBSELL = 10
const int SecurityTradingStatus_NOT_TRADED_ON_THIS_MARKET = 19
const int SecurityTradingStatus_ITS_PRE_OPENING = 14
const int SecurityTradingStatus_PRE_CROSS = 24
const int SecurityTradingStatus_NA = 11
const int SecurityTradingStatus_NOMKTONCLSIMB = 13
const int SecurityTradingStatus_PRE_OPEN = 21
const int SecurityTradingStatus_MARKET_IMBALANCE_BUY = 7
const int SecurityTradingStatus_TRADING_RANGE_INDICATION = 6
const int SecurityTradingStatus_READY_TO_TRADE = 17
const int SecurityTradingStatus_NEW_PRICE_INDICATION = 15
const int SecurityTradingStatus_ITSPREOPN = 14
const int SecurityTradingStatus_TRDHALT = 2
const int SecurityTradingStatus_MKTONCLSIMBBUY = 9
const int SecurityTradingStatus_OPENING_ROTATION = 22
const int SecurityTradingStatus_PRICE_INDICATION = 5
const int SecurityTradingStatus_UNKNOWN_OR_INVALID = 20
const int SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_SELL = 10
const int SecurityTradingStatus_UNKNOWN = 20
const int SecurityTradingStatus_MKTIMBBUY = 7
const int SecurityTradingStatus_NO_MARKET_IMBALANCE = 12
const char Rule80A_PRGINDEXARBOTHMEM = 'N'
const char Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPETING_MARKET_MAKER = 'R'
const char Rule80A_SPECIALIST_TRADES = 'S'
const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER = 'J'
const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG = 'D'
const char Rule80A_SHTEXTRANI = 'H'
const char Rule80A_SHTEXTRANMEMWT = 'X'
const char Rule80A_SHORT_EXEMPT_TRANSACTION_F = 'F'
const char Rule80A_COMPETING_DEALER_TRADES_O = 'O'
const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER = 'K'
const char Rule80A_AGENCY_ALGORITHMIC_PROGRAM_TRADING = 'K'
const char Rule80A_SHTEXTRANMEM = 'L'
const char Rule80A_PRGINDEXARBOTHAGN = 'U'
const char Rule80A_PRGNONINDEXARBINV = 'J'
const char Rule80A_SHORT_EXEMPT_TRANSACTION_H = 'H'
const char Rule80A_PRINCIPAL = 'P'
const char Rule80A_AGENCY_INDEX_ARBITRAGE = 'U'
const char Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER = 'R'
const char Rule80A_SHTEXTRANA = 'B'
const char Rule80A_SHTEXTRANW = 'F'
const char Rule80A_PRGINDEXARBINV = 'K'
const char Rule80A_COMPETING_DEALER_TRADES_R = 'R'
const char Rule80A_INDIVIDUAL_INVESTOR_SINGLE_ORDER = 'I'
const char Rule80A_PROPRIETARY_NON_ALGORITHMIC_PROGRAM_TRADE = 'C'
const char Rule80A_AGENT_FOR_OTHER_MEMBER_NON_ALGORITHMIC_PROGRAM_TRADE = 'N'
const char Rule80A_ALLOTHERAGN = 'W'
const char Rule80A_PRGNONINDEXARBOTHAGN = 'Y'
const char Rule80A_PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER = 'O'
const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'X'
const char Rule80A_AGENCYSINGLE = 'A'
const char Rule80A_COMPETING_DEALER_TRADES_T = 'T'
const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER = 'N'
const char Rule80A_PROPRIETARY_ALGORITHMIC_PROGRAM_TRADING = 'J'
const char Rule80A_AGENCY_NON_ALGORITHMIC_PROGRAM_TRADE = 'Y'
const char Rule80A_PRGNONINDEXARBMEM = 'C'
const char Rule80A_PRGNONINDEXARBOTHMEM = 'M'
const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER = 'Z'
const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY = 'Y'
const char Rule80A_ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER = 'W'
const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG = 'C'
const char Rule80A_PRGINDEXARBMEM = 'D'
const char Rule80A_INVINESTOR = 'I'
const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL = 'E'
const char Rule80A_SHORT_EXEMPT_TRANSACTION_B = 'B'
const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'L'
const char Rule80A_AGENCY_SINGLE_ORDER = 'A'
const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'L'
const char Rule80A_COMPETINGDEALER = 'O'
const char Rule80A_COMPDEALER1 = 'R'
const char Rule80A_SHTEXTRANNONMEM = 'Z'
const char Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER = 'T'
const char Rule80A_REGISTERED_EQUITY_MARKET_MAKER_TRADES = 'E'
const char Rule80A_MARKETMAKER = 'E'
const char Rule80A_SPECIALIST = 'S'
const char Rule80A_COMPDEALER2 = 'T'
const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY = 'U'
const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER = 'M'
const char CorporateAction_MERGER_REORGANIZATION = 'M'
const char CorporateAction_SYMBOL_CONVERSION = 'T'
const char CorporateAction_NEW = 'D'
const char CorporateAction_SUCCESSION_EVENT = 'W'
const char CorporateAction_STOCK_DIVIDEND = 'G'
const char CorporateAction_REVERSE_STOCK_SPLIT = 'I'
const char CorporateAction_POSITION_CONSOLIDATION = 'K'
const char CorporateAction_SPINOFF = 'P'
const char CorporateAction_EXDIVIDEND = 'A'
const char CorporateAction_EX_INTEREST = 'E'
const char CorporateAction_LIQUIDATION_REORGANIZATION = 'L'
const char CorporateAction_CASH_DIVIDEND = 'F'
const char CorporateAction_STANDARD_INTEGER_STOCK_SPLIT = 'J'
const char CorporateAction_RIGHTS_OFFERING = 'N'
const char CorporateAction_SHAREHOLDER_MEETING = 'O'
const char CorporateAction_WARRANT = 'R'
const char CorporateAction_EXDIST = 'B'
const char CorporateAction_EX_RIGHTS = 'C'
const char CorporateAction_EX_DISTRIBUTION = 'B'
const char CorporateAction_EX_DIVIDEND = 'A'
const char CorporateAction_TENDER_OFFER = 'Q'
const char CorporateAction_SPECIAL_ACTION = 'S'
const char CorporateAction_EXINTEREST = 'E'
const char CorporateAction_NON_INTEGER_STOCK_SPLIT = 'H'
const char CorporateAction_CUSIP = 'U'
const char CorporateAction_LEAP_ROLLOVER = 'V'
const char CorporateAction_EXRIGHTS = 'C'
const int TerminationType_TERM = 2
const int TerminationType_FLEXIBLE = 3
const int TerminationType_OPEN = 4
const int TerminationType_OVERNIGHT = 1
const int PosMaintAction_REPLACE = 2
const int PosMaintAction_NEW = 1
const int PosMaintAction_REVERSE = 4
const int PosMaintAction_CANCEL = 3
const int ComplexEventPriceTimeType_SPECIFIED_DATE_TIME = 3
const int ComplexEventPriceTimeType_EXPIRATION = 1
const int ComplexEventPriceTimeType_IMMEDIATE = 2
const char UnderlyingFXRateCalc_DIVIDE = 'D'
const char UnderlyingFXRateCalc_MULTIPLY = 'M'
const char OddLot_NO = 'N'
const char OddLot_YES = 'Y'
const char BookingUnit_AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE = '2'
const char BookingUnit_AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER = '1'
const char BookingUnit_EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT = '0'
const int AllocStatus_REJECTED_BY_INTERMEDIARY = 5
const int AllocStatus_ACCEPTEDSUCCESSFULLYPROCESSED = 0
const int AllocStatus_ACCOUNTLEVELREJECT = 2
const int AllocStatus_BLOCK_LEVEL_REJECT = 1
const int AllocStatus_ACCOUNT_LEVEL_REJECT = 2
const int AllocStatus_INCOMPLETE = 4
const int AllocStatus_ALLOCATION_PENDING = 6
const int AllocStatus_BLOCKLEVELREJECT = 1
const int AllocStatus_REJECTEDBYINTERMEDIARY = 5
const int AllocStatus_RECEIVEDRECEIVEDNOTYETPROCESSED = 3
const int AllocStatus_REVERSED = 7
const int AllocStatus_RECEIVED = 3
const int AllocStatus_PARTIAL_ACCEPT = 2
const int AllocStatus_REJECTED = 1
const int AllocStatus_ACCEPTED = 0
const int IncTaxInd_NET = 1
const int IncTaxInd_GROSS = 2
const int PartyListResponseType_RETURN_ONLY_PARTY_INFORMATION = 1
const int PartyListResponseType_RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES = 0
const int PartyListResponseType_INCLUDE_RISK_LIMIT_INFORMATION = 3
const int PartyListResponseType_INCLUDE_INFORMATION_ON_RELATED_PARTIES = 2
const int PosReqStatus_COMPLETED = 0
const int PosReqStatus_REJECTED = 2
const int PosReqStatus_COMPLETEDWITHWARNINGS = 1
const int PosReqStatus_COMPLETED_WITH_WARNINGS = 1
const int PriorityIndicator_PRIORITY_UNCHANGED = 0
const int PriorityIndicator_PRIORITYUNCHANGED = 0
const int PriorityIndicator_LOSTPRIORITY = 1
const int PriorityIndicator_LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE = 1
const char MoneyLaunderingStatus_NOTCHECKED = 'N'
const char MoneyLaunderingStatus_EXEMPT_BELOW_THE_LIMIT = '1'
const char MoneyLaunderingStatus_EXAUTHCREDIT = '3'
const char MoneyLaunderingStatus_EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION = '2'
const char MoneyLaunderingStatus_EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION = '3'
const char MoneyLaunderingStatus_NOT_CHECKED = 'N'
const char MoneyLaunderingStatus_PASSED = 'Y'
const char MoneyLaunderingStatus_EXEMPT_1 = '1'
const char MoneyLaunderingStatus_EXCLIENTMONEYTYPE = '2'
const char MoneyLaunderingStatus_EXEMPT_2 = '2'
const char MoneyLaunderingStatus_EXBELOWLIM = '1'
const char MoneyLaunderingStatus_EXEMPT_3 = '3'
const char LotType_ROUND_LOT_BASED_UPON_UNITOFMEASURE = '4'
const char LotType_ROUND_LOT = '2'
const char LotType_ODD_LOT = '1'
const char LotType_BLOCK_LOT = '3'
const char QuoteCondition_FLAT_CURVE [] = "7"
const char QuoteCondition_REST_OF_BOOK_VWAP [] = "3"
const char QuoteCondition_BETTER_PRICES_IN_CONDITIONAL_ORDERS [] = "4"
const char QuoteCondition_TRADING_RANGE [] = "Q"
const char QuoteCondition_HALT_ETH [] = "k"
const char QuoteCondition_BID_OFFER_SPECIALIST [] = "r"
const char QuoteCondition_CONSOLBEST [] = "D"
const char QuoteCondition_CROSSED [] = "F"
const char QuoteCondition_NO_OPEN [] = "b"
const char QuoteCondition_HALT [] = "j"
const char QuoteCondition_PREOPENING_SAM [] = "v"
const char QuoteCondition_OPEN_SAM [] = "x"
const char QuoteCondition_RESERVED_SAM [] = "0"
const char QuoteCondition_OUTRIGHT_PRICE [] = "J"
const char QuoteCondition_IMPLIED_PRICE [] = "K"
const char QuoteCondition_DEPTH_ON_OFFER [] = "M"
const char QuoteCondition_ADDITIONAL_INFO_DUE_TO_RELATED [] = "V"
const char QuoteCondition_REGULAR_ETH [] = "c"
const char QuoteCondition_ROTATION_ETH [] = "i"
const char QuoteCondition_NONFIRM [] = "I"
const char QuoteCondition_EXCHANGE_BEST [] = "C"
const char QuoteCondition_DEPTH_ON_BID [] = "N"
const char QuoteCondition_CLOSING [] = "O"
const char QuoteCondition_VIEW_OF_COMMON [] = "X"
const char QuoteCondition_FORBIDDEN_SAM [] = "t"
const char QuoteCondition_LOCKED [] = "E"
const char QuoteCondition_ORDER_INFLUX [] = "R"
const char QuoteCondition_NEWS_PENDING [] = "T"
const char QuoteCondition_RESUME [] = "W"
const char QuoteCondition_TRADING_RESUME [] = "n"
const char QuoteCondition_OUT_OF_SEQUENCE [] = "o"
const char QuoteCondition_END_OF_DAY_SAM [] = "s"
const char QuoteCondition_FROZEN_SAM [] = "u"
const char QuoteCondition_OPENING_SAM [] = "w"
const char QuoteCondition_MANUAL_SLOW_QUOTE [] = "L"
const char QuoteCondition_NEWS_DISSEMINATION [] = "P"
const char QuoteCondition_DUE_TO_RELATED [] = "S"
const char QuoteCondition_VOLUME_ALERT [] = "Y"
const char QuoteCondition_FAST_MARKET_ETH [] = "f "
const char QuoteCondition_INACTIVE_ETH [] = "g"
const char QuoteCondition_DUE_TO_NEWS_DISSEMINATION [] = "l"
const char QuoteCondition_SURVEILLANCE_SAM [] = "y"
const char QuoteCondition_DEPTH [] = "G"
const char QuoteCondition_OPEN [] = "A"
const char QuoteCondition_AUTOMATIC_EXECUTION [] = "d"
const char QuoteCondition_DUE_TO_NEWS_PENDING [] = "m"
const char QuoteCondition_NO_ACTIVE_SAM [] = "1"
const char QuoteCondition_OFFER_SPECIALIST [] = "q"
const char QuoteCondition_SUSPENDED_SAM [] = "z"
const char QuoteCondition_RESTRICTED [] = "2"
const char QuoteCondition_NON_FIRM [] = "I"
const char QuoteCondition_CLOSED_INACTIVE [] = "B"
const char QuoteCondition_ADDITIONAL_INFO [] = "U"
const char QuoteCondition_EQUIPMENT_CHANGEOVER [] = "a"
const char QuoteCondition_EXCHBEST [] = "C"
const char QuoteCondition_FAST_TRADING [] = "H"
const char QuoteCondition_FULL_CURVE [] = "6"
const char QuoteCondition_MEDIAN_PRICE [] = "5"
const char QuoteCondition_OPEN_ACTIVE [] = "A"
const char QuoteCondition_ORDER_IMBALANCE [] = "Z"
const char QuoteCondition_AUTOMATIC_EXECUTION_ETH [] = "e"
const char QuoteCondition_ROTATION [] = "h"
const char QuoteCondition_BID_SPECIALIST [] = "p"
const char QuoteCondition_FAST [] = "H"
const char QuoteCondition_CONSOLIDATED_BEST [] = "D"
const char QuoteCondition_CLOSED [] = "B"
const int PartyRelationship_OWNED_BY_30 = 30
const int PartyRelationship_PROVIDES_QUOTES_TO = 17
const int PartyRelationship_POSTS_TRADES_TO = 14
const int PartyRelationship_REGULATORY_OWNER_OF = 29
const int PartyRelationship_SUBSIDIARY_OF = 28
const int PartyRelationship_HAS_MEMBERS = 10
const int PartyRelationship_ENTERS_TRADES_THROUGH = 16
const int PartyRelationship_BENEFICIAL_OWNER_OF = 35
const int PartyRelationship_OWNED_BY_34 = 34
const int PartyRelationship_CONTROLS = 31
const int PartyRelationship_REQUESTS_QUOTES_FROM = 18
const int PartyRelationship_SPONSORS = 5
const int PartyRelationship_CLEARS_THROUGH = 2
const int PartyRelationship_OWNED_BY_36 = 36
const int PartyRelationship_BROKERS_TRADES_THROUGH = 22
const int PartyRelationship_INVESTS_THROUGH = 20
const int PartyRelationship_PARTICIPANT_OF_MARKETPLACE = 12
const int PartyRelationship_LEGAL = 33
const int PartyRelationship_ENTERS_TRADES_FOR = 15
const int PartyRelationship_CARRIES_POSITIONS_FOR = 13
const int PartyRelationship_IS_GUARANTEED_BY = 8
const int PartyRelationship_IS_CONTROLLED_BY = 32
const int PartyRelationship_PROVIDES_TRADING_SERVICES_FOR = 23
const int PartyRelationship_IS_ALSO = 0
const int PartyRelationship_PARENT_FIRM_FOR = 27
const int PartyRelationship_APPROVED_BY = 26
const int PartyRelationship_APPROVES_OF = 25
const int PartyRelationship_USES_TRADING_SERVICES_OF = 24
const int PartyRelationship_PROVIDES_GUARANTEE_FOR = 7
const int PartyRelationship_SPONSORED_THROUGH = 6
const int PartyRelationship_TRADES_FOR = 3
const int PartyRelationship_CLEARS_FOR = 1
const int PartyRelationship_BROKERS_TRADES_FOR = 21
const int PartyRelationship_INVESTS_FOR = 19
const int PartyRelationship_PROVIDES_MARKETPLACE_FOR = 11
const int PartyRelationship_MEMBER_OF = 9
const int PartyRelationship_TRADES_THROUGH = 4
const char SettlLocation_EUROCLEAR [] = "EUR"
const char SettlLocation_CEDEL [] = "CED"
const char SettlLocation_PARTICIPANT_TRUST_COMPANY [] = "PTC"
const char SettlLocation_PHYSICAL [] = "PNY"
const char SettlLocation_EURO_CLEAR [] = "EUR"
const char SettlLocation_FEDERALBOOKENTRY [] = "FED"
const char SettlLocation_PARTICIPANTTRUSTCOMPANY [] = "PTC"
const char SettlLocation_DEPOSITORY_TRUST_COMPANY [] = "DTC"
const char SettlLocation_DEPOSITORYTRUSTCOMPANY [] = "DTC"
const char SettlLocation_LOCAL_MARKET_SETTLE_LOCATION [] = "ISO_Country_Code"
const char SettlLocation_LOCALMARKETSETTLELOCATION [] = "ISO_Country_Code"
const char SettlLocation_FEDERAL_BOOK_ENTRY [] = "FED"
const int DiscretionScope_LOCAL = 1
const int DiscretionScope_NATIONAL_EXCLUDING_LOCAL = 4
const int DiscretionScope_NATIONALEXCLUDINGLOCAL = 4
const int DiscretionScope_GLOBAL = 3
const int DiscretionScope_NATIONAL = 2
const int DiscretionScope_LOCALEXCHANGEECNATS = 1
const int OwnerType_NETWORKINGSUBACCT = 10
const int OwnerType_PUBLIC_COMPANY = 2
const int OwnerType_INDIVIDUAL_TRUSTEE = 4
const int OwnerType_CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT = 7
const int OwnerType_INDIVIDUAL_INVESTOR = 1
const int OwnerType_COMPANY_TRUSTEE = 5
const int OwnerType_CORPBODY = 12
const int OwnerType_INDIVTRUSTEE = 4
const int OwnerType_PENSIONPLAN = 6
const int OwnerType_PRIVATE_COMPANY = 3
const int OwnerType_NETWORKING_SUB_ACCOUNT = 10
const int OwnerType_NON_PROFITORG = 11
const int OwnerType_PRIVATECOMPANY = 3
const int OwnerType_PENSION_PLAN = 6
const int OwnerType_COMPANYTRUSTEE = 5
const int OwnerType_TRUSTS = 8
const int OwnerType_FIDUCIARIES = 9
const int OwnerType_INDIVINVESTOR = 1
const int OwnerType_NON_PROFIT_ORGANIZATION = 11
const int OwnerType_CORPORATE_BODY = 12
const int OwnerType_PUBLICCOMPANY = 2
const int OwnerType_CUSTODIANMINORSACT = 7
const int OwnerType_NOMINEE = 13
const int ApplQueueResolution_END_SESSION = 3
const int ApplQueueResolution_QUEUEFLUSHED = 1
const int ApplQueueResolution_QUEUE_FLUSHED = 1
const int ApplQueueResolution_ENDSESSION = 3
const int ApplQueueResolution_OVERLAYLAST = 2
const int ApplQueueResolution_OVERLAY_LAST = 2
const int ApplQueueResolution_NOACTIONTAKEN = 0
const int ApplQueueResolution_NO_ACTION_TAKEN = 0
const int QuoteResponseLevel_SUMMARY_ACKNOWLEDGEMENT = 3
const int QuoteResponseLevel_ACKEACH = 2
const int QuoteResponseLevel_ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES = 1
const int QuoteResponseLevel_ACKNEG = 1
const int QuoteResponseLevel_NOACK = 0
const int QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGE = 2
const int QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGES = 2
const int QuoteResponseLevel_NO_ACKNOWLEDGEMENT = 0
const char ExecAckStatus_RECEIVED_NOT_YET_PROCESSED = '0'
const char ExecAckStatus_DONT_KNOW = '2'
const char ExecAckStatus_ACCEPTED = '1'
const int NetGrossInd_NET = 1
const int NetGrossInd_GROSS = 2
const char CxlType_PARTIAL_CANCEL = 'P'
const char CxlType_FULL_REMAINING_QUANTITY = 'F'
const int DeskTypeSource_NASD_OATS = 1
const int DiscretionRoundDirection_MOREPASSIVE = 2
const int DiscretionRoundDirection_MOREAGGRESSIVE = 1
const int DiscretionRoundDirection_MORE_AGGRESSIVE = 1
const int DiscretionRoundDirection_MORE_PASSIVE = 2
const int BidDescriptorType_COUNTRY = 2
const int BidDescriptorType_INDEX = 3
const int BidDescriptorType_SECTOR = 1
const int NetworkStatusResponseType_INCREMENTAL_UPDATE = 2
const int NetworkStatusResponseType_INCREMENTALUPDATE = 2
const int NetworkStatusResponseType_FULL = 1
const int QuoteType_INDICATIVE = 0
const int QuoteType_RESTRICTEDTRADEABLE = 2
const int QuoteType_RESTRICTED_TRADEABLE = 2
const int QuoteType_TRADEABLE = 1
const int QuoteType_COUNTER = 3
const char DiscretionInst_RELVWAP = '6'
const char DiscretionInst_RELLOCPRIMPX = '3'
const char DiscretionInst_RELATED_TO_MARKET_PRICE = '1'
const char DiscretionInst_RELMIDPX = '4'
const char DiscretionInst_RELATED_TO_VWAP = '6'
const char DiscretionInst_RELATED_TO_MIDPOINT_PRICE = '4'
const char DiscretionInst_RELDISPPX = '0'
const char DiscretionInst_RELATED_TO_DISPLAYED_PRICE = '0'
const char DiscretionInst_RELATED_TO_PRIMARY_PRICE = '2'
const char DiscretionInst_AVERAGE_PRICE_GUARANTEE = '7'
const char DiscretionInst_RELMKTPX = '1'
const char DiscretionInst_RELPRIMPX = '2'
const char DiscretionInst_RELLSTPX = '5'
const char DiscretionInst_RELATED_TO_LAST_TRADE_PRICE = '5'
const char DiscretionInst_RELATED_TO_LOCAL_PRIMARY_PRICE = '3'
const int CrossPrioritization_BUY_SIDE_IS_PRIORITIZED = 1
const int CrossPrioritization_SELL_SIDE_IS_PRIORITIZED = 2
const int CrossPrioritization_BUY_SIDE_PRIORITIZED = 1
const int CrossPrioritization_SELL_SIDE_PRIORITIZED = 2
const int CrossPrioritization_NONE = 0
const int CrossPrioritization_SELLSIDE_PRIORITIZED = 2
const int CrossPrioritization_BUYSIDE_PRIORITIZED = 1
const char IOIOthSvc_AUTEX = 'A'
const char IOIOthSvc_BRIDGE = 'B'
const char MDReqRejReason_UNSUPPSUB = '4'
const char MDReqRejReason_UNSUPPORTED_MDENTRYTYPE = '8'
const char MDReqRejReason_INSUFFICIENT_CREDIT = 'D'
const char MDReqRejReason_UNSUPPMKTDEPTH = '5'
const char MDReqRejReason_UNSUPPENTRY = '8'
const char MDReqRejReason_INSUFFICIENT_BANDWIDTH = '2'
const char MDReqRejReason_UNSUPPORTED_SCOPE = 'A'
const char MDReqRejReason_UNSUPPMDIMPLICITDELETE = 'C'
const char MDReqRejReason_UNSUPPORTED_TRADINGSESSIONID = '9'
const char MDReqRejReason_UNKNOWNSYM = '0'
const char MDReqRejReason_UNSUPPMDUPDATE = '6'
const char MDReqRejReason_UNSUPPPOSITIONEFFECTSETTLEFLAG = 'B'
const char MDReqRejReason_DUPLICATE_MDREQID = '1'
const char MDReqRejReason_DUPID = '1'
const char MDReqRejReason_UNSUPPORTED_AGGREGATEDBOOK = '7'
const char MDReqRejReason_UNSUPPORTED_MDUPDATETYPE = '6'
const char MDReqRejReason_UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE = '4'
const char MDReqRejReason_UNKNOWN_SYMBOL = '0'
const char MDReqRejReason_INSBAND = '2'
const char MDReqRejReason_UNSUPPSCOPE = 'A'
const char MDReqRejReason_UNSUPPORTED_OPENCLOSESETTLEFLAG = 'B'
const char MDReqRejReason_UNSUPPORTED_MARKETDEPTH = '5'
const char MDReqRejReason_UNSUPPAGGBK = '7'
const char MDReqRejReason_INSUFFICIENT_PERMISSIONS = '3'
const char MDReqRejReason_INSPERM = '3'
const char MDReqRejReason_UNSUPPTRDSESSIONID = '9'
const char MDReqRejReason_UNSUPPORTED_MDIMPLICITDELETE = 'C'
const int ApplReqType_REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS = 2
const int ApplReqType_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS = 4
const int ApplReqType_CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS = 6
const int ApplReqType_SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS = 1
const int ApplReqType_RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS = 0
const int ApplReqType_REQUEST_VALID_SET_OF_APPLICATIONS = 3
const int ApplReqType_CANCEL_RETRANSMISSION = 5
const char AggressorIndicator_NO = 'N'
const char AggressorIndicator_YES = 'Y'
const int BusinessRejectReason_APPNA = 4
const int BusinessRejectReason_UNKNOWN_SECURITY = 2
const int BusinessRejectReason_UNKNMSGTYPE = 3
const int BusinessRejectReason_CONDFLDMISS = 5
const int BusinessRejectReason_UNKNID = 1
const int BusinessRejectReason_APPLICATION_NOT_AVAILABLE = 4
const int BusinessRejectReason_INVALID_PRICE_INCREMENT = 18
const int BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME = 7
const int BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING = 5
const int BusinessRejectReason_UNKNOWN_ID = 1
const int BusinessRejectReason_NOTAUTH = 6
const int BusinessRejectReason_NODELIVTOFIRM = 7
const int BusinessRejectReason_OTHER = 0
const int BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE = 3
const int BusinessRejectReason_UNKNOWN_MESSAGE_TYPE = 3
const int BusinessRejectReason_NOT_AUTHORIZED = 6
const int BusinessRejectReason_UNKNSEC = 2
const int BusinessRejectReason_UNKOWN_ID = 1
const int BookingType_REGULAR_BOOKING = 0
const int BookingType_REGULARBOOKING = 0
const int BookingType_CFD = 1
const int BookingType_CFDCONTRACTFORDIFFERENCE = 1
const int BookingType_TOTALRETURNSWAP = 2
const int BookingType_TOTAL_RETURN_SWAP = 2
static int const headerOrder []
const char BEGINSTRING [] = "BeginString"
const char SENDERCOMPID [] = "SenderCompID"
const char TARGETCOMPID [] = "TargetCompID"
const char SESSION_QUALIFIER [] = "SessionQualifier"
const char DEFAULT_APPLVERID [] = "DefaultApplVerID"
const char CONNECTION_TYPE [] = "ConnectionType"
const char USE_DATA_DICTIONARY [] = "UseDataDictionary"
const char SEND_RESETSEQNUMFLAG [] = "SendResetSeqNumFlag"
const char SEND_REDUNDANT_RESENDREQUESTS [] = "SendRedundantResendRequests"
const char DATA_DICTIONARY [] = "DataDictionary"
const char TRANSPORT_DATA_DICTIONARY [] = "TransportDataDictionary"
const char APP_DATA_DICTIONARY [] = "AppDataDictionary"
const char USE_LOCAL_TIME [] = "UseLocalTime"
const char START_TIME [] = "StartTime"
const char END_TIME [] = "EndTime"
const char START_DAY [] = "StartDay"
const char END_DAY [] = "EndDay"
const char LOGON_TIME [] = "LogonTime"
const char LOGOUT_TIME [] = "LogoutTime"
const char LOGON_DAY [] = "LogonDay"
const char LOGOUT_DAY [] = "LogoutDay"
const char CHECK_COMPID [] = "CheckCompID"
const char CHECK_LATENCY [] = "CheckLatency"
const char MAX_LATENCY [] = "MaxLatency"
const char HEARTBTINT [] = "HeartBtInt"
const char SOCKET_ACCEPT_PORT [] = "SocketAcceptPort"
const char SOCKET_REUSE_ADDRESS [] = "SocketReuseAddress"
const char SOCKET_CONNECT_HOST [] = "SocketConnectHost"
const char SOCKET_CONNECT_PORT [] = "SocketConnectPort"
const char SOCKET_NODELAY [] = "SocketNodelay"
const char SOCKET_SEND_BUFFER_SIZE [] = "SendBufferSize"
const char SOCKET_RECEIVE_BUFFER_SIZE [] = "ReceiveBufferSize"
const char RECONNECT_INTERVAL [] = "ReconnectInterval"
const char VALIDATE_FIELDS_OUT_OF_ORDER [] = "ValidateFieldsOutOfOrder"
const char VALIDATE_FIELDS_HAVE_VALUES [] = "ValidateFieldsHaveValues"
const char VALIDATE_USER_DEFINED_FIELDS [] = "ValidateUserDefinedFields"
const char LOGON_TIMEOUT [] = "LogonTimeout"
const char LOGOUT_TIMEOUT [] = "LogoutTimeout"
const char FILE_STORE_PATH [] = "FileStorePath"
const char MYSQL_STORE_USECONNECTIONPOOL [] = "MySQLStoreUseConnectionPool"
const char MYSQL_STORE_DATABASE [] = "MySQLStoreDatabase"
const char MYSQL_STORE_USER [] = "MySQLStoreUser"
const char MYSQL_STORE_PASSWORD [] = "MySQLStorePassword"
const char MYSQL_STORE_HOST [] = "MySQLStoreHost"
const char MYSQL_STORE_PORT [] = "MySQLStorePort"
const char POSTGRESQL_STORE_USECONNECTIONPOOL [] = "PostgreSQLStoreUseConnectionPool"
const char POSTGRESQL_STORE_DATABASE [] = "PostgreSQLStoreDatabase"
const char POSTGRESQL_STORE_USER [] = "PostgreSQLStoreUser"
const char POSTGRESQL_STORE_PASSWORD [] = "PostgreSQLStorePassword"
const char POSTGRESQL_STORE_HOST [] = "PostgreSQLStoreHost"
const char POSTGRESQL_STORE_PORT [] = "PostgreSQLStorePort"
const char ODBC_STORE_USER [] = "OdbcStoreUser"
const char ODBC_STORE_PASSWORD [] = "OdbcStorePassword"
const char ODBC_STORE_CONNECTION_STRING [] = "OdbcStoreConnectionString"
const char FILE_LOG_PATH [] = "FileLogPath"
const char FILE_LOG_BACKUP_PATH [] = "FileLogBackupPath"
const char SCREEN_LOG_SHOW_INCOMING [] = "ScreenLogShowIncoming"
const char SCREEN_LOG_SHOW_OUTGOING [] = "ScreenLogShowOutgoing"
const char SCREEN_LOG_SHOW_EVENTS [] = "ScreenLogShowEvents"
const char MYSQL_LOG_USECONNECTIONPOOL [] = "MySQLLogUseConnectionPool"
const char MYSQL_LOG_DATABASE [] = "MySQLLogDatabase"
const char MYSQL_LOG_USER [] = "MySQLLogUser"
const char MYSQL_LOG_PASSWORD [] = "MySQLLogPassword"
const char MYSQL_LOG_HOST [] = "MySQLLogHost"
const char MYSQL_LOG_PORT [] = "MySQLLogPort"
const char MYSQL_LOG_INCOMING_TABLE [] = "MySQLLogIncomingTable"
const char MYSQL_LOG_OUTGOING_TABLE [] = "MySQLLogOutgoingTable"
const char MYSQL_LOG_EVENT_TABLE [] = "MySQLLogEventTable"
const char POSTGRESQL_LOG_USECONNECTIONPOOL [] = "PostgreSQLLogUseConnectionPool"
const char POSTGRESQL_LOG_DATABASE [] = "PostgreSQLLogDatabase"
const char POSTGRESQL_LOG_USER [] = "PostgreSQLLogUser"
const char POSTGRESQL_LOG_PASSWORD [] = "PostgreSQLLogPassword"
const char POSTGRESQL_LOG_HOST [] = "PostgreSQLLogHost"
const char POSTGRESQL_LOG_PORT [] = "PostgreSQLLogPort"
const char POSTGRESQL_LOG_INCOMING_TABLE [] = "PostgreSQLLogIncomingTable"
const char POSTGRESQL_LOG_OUTGOING_TABLE [] = "PostgreSQLLogOutgoingTable"
const char POSTGRESQL_LOG_EVENT_TABLE [] = "PostgreSQLLogEventTable"
const char ODBC_LOG_USER [] = "OdbcLogUser"
const char ODBC_LOG_PASSWORD [] = "OdbcLogPassword"
const char ODBC_LOG_CONNECTION_STRING [] = "OdbcLogConnectionString"
const char ODBC_LOG_INCOMING_TABLE [] = "OdbcLogIncomingTable"
const char ODBC_LOG_OUTGOING_TABLE [] = "OdbcLogOutgoingTable"
const char ODBC_LOG_EVENT_TABLE [] = "OdbcLogEventTable"
const char RESET_ON_LOGON [] = "ResetOnLogon"
const char RESET_ON_LOGOUT [] = "ResetOnLogout"
const char RESET_ON_DISCONNECT [] = "ResetOnDisconnect"
const char REFRESH_ON_LOGON [] = "RefreshOnLogon"
const char MILLISECONDS_IN_TIMESTAMP [] = "MillisecondsInTimeStamp"
const char HTTP_ACCEPT_PORT [] = "HttpAcceptPort"
const char PERSIST_MESSAGES [] = "PersistMessages"
const char BeginString_FIXT11 [] = "FIXT.1.1"
const char BeginString_FIX50 [] = "FIX.5.0"
const char BeginString_FIX44 [] = "FIX.4.4"
const char BeginString_FIX43 [] = "FIX.4.3"
const char BeginString_FIX42 [] = "FIX.4.2"
const char BeginString_FIX41 [] = "FIX.4.1"
const char BeginString_FIX40 [] = "FIX.4.0"
const char SessionRejectReason_INVALID_TAG_NUMBER_TEXT [] = "Invalid tag number"
const char SessionRejectReason_REQUIRED_TAG_MISSING_TEXT [] = "Required tag missing"
const char SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE_TEXT [] = "Tag not defined for this message type"
const char SessionRejectReason_UNDEFINED_TAG_TEXT [] = "Undefined Tag"
const char SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE_TEXT [] = "Tag specified without a value"
const char SessionRejectReason_VALUE_IS_INCORRECT_TEXT [] = "Value is incorrect (out of range) for this tag"
const char SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE_TEXT [] = "Incorrect data format for value"
const char SessionRejectReason_DECRYPTION_PROBLEM_TEXT [] = "Decryption problem"
const char SessionRejectReason_SIGNATURE_PROBLEM_TEXT [] = "Signature problem"
const char SessionRejectReason_COMPID_PROBLEM_TEXT [] = "CompID problem"
const char SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM_TEXT [] = "SendingTime accuracy problem"
const char SessionRejectReason_INVALID_MSGTYPE_TEXT [] = "Invalid MsgType"
const char SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE_TEXT [] = "Tag appears more than once"
const char SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER_TEXT [] = "Tag specified out of required order"
const char SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP_TEXT [] = "Incorrect NumInGroup count for repeating group"
const char BusinessRejectReason_OTHER_TEXT [] = "Other"
const char BusinessRejectReason_UNKNOWN_ID_TEXT [] = "Unknown ID"
const char BusinessRejectReason_UNKNOWN_SECURITY_TEXT [] = "Unknown Security"
const char BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE_TEXT [] = "Unsupported Message Type"
const char BusinessRejectReason_APPLICATION_NOT_AVAILABLE_TEXT [] = "Application Not Available"
const char BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING_TEXT [] = "Conditionally Required Field Missing"
const char BusinessRejectReason_NOT_AUTHORIZED_TEXT [] = "Not Authorized"
const char BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME_TEXT [] = "Deliver to firm not available at this time"

Typedef Documentation

typedef double FIX::AMT

Definition at line 630 of file FieldTypes.h.

Definition at line 635 of file FieldConvertors.h.

Definition at line 435 of file Field.h.

typedef bool FIX::BOOLEAN

Definition at line 638 of file FieldTypes.h.

Definition at line 643 of file FieldConvertors.h.

typedef char FIX::CHAR

Definition at line 627 of file FieldTypes.h.

Definition at line 632 of file FieldConvertors.h.

Definition at line 661 of file FieldConvertors.h.

typedef std::string FIX::COUNTRY

Definition at line 652 of file FieldTypes.h.

Definition at line 656 of file FieldConvertors.h.

Definition at line 454 of file Field.h.

typedef std::string FIX::CURRENCY

Definition at line 632 of file FieldTypes.h.

Definition at line 637 of file FieldConvertors.h.

Definition at line 437 of file Field.h.

typedef std::string FIX::DATA

Definition at line 640 of file FieldTypes.h.

Definition at line 645 of file FieldConvertors.h.

Definition at line 443 of file Field.h.

typedef std::string FIX::DAYOFMONTH

Definition at line 644 of file FieldTypes.h.

Definition at line 649 of file FieldConvertors.h.

Definition at line 448 of file Field.h.

typedef std::auto_ptr<DOMAttributes> FIX::DOMAttributesPtr

Definition at line 43 of file DOMDocument.h.

typedef std::auto_ptr<DOMDocument> FIX::DOMDocumentPtr

Definition at line 71 of file DOMDocument.h.

typedef std::auto_ptr<DOMNode> FIX::DOMNodePtr

Definition at line 57 of file DOMDocument.h.

typedef std::string FIX::EXCHANGE

Definition at line 636 of file FieldTypes.h.

Definition at line 641 of file FieldConvertors.h.

Definition at line 441 of file Field.h.

typedef double FIX::FLOAT

Definition at line 641 of file FieldTypes.h.

Definition at line 646 of file FieldConvertors.h.

Definition at line 444 of file Field.h.

Definition at line 41 of file Message.h.

typedef int FIX::INT

Definition at line 629 of file FieldTypes.h.

Definition at line 634 of file FieldConvertors.h.

typedef std::string FIX::LANGUAGE

Definition at line 656 of file FieldTypes.h.

Definition at line 660 of file FieldConvertors.h.

typedef int FIX::LENGTH

Definition at line 651 of file FieldTypes.h.

Definition at line 655 of file FieldConvertors.h.

Definition at line 450 of file Field.h.

typedef std::string FIX::LOCALMKTDATE

Definition at line 639 of file FieldTypes.h.

Definition at line 644 of file FieldConvertors.h.

Definition at line 442 of file Field.h.

Definition at line 446 of file Field.h.

typedef std::string FIX::MONTHYEAR

Definition at line 643 of file FieldTypes.h.

Definition at line 648 of file FieldConvertors.h.

Definition at line 447 of file Field.h.

typedef std::string FIX::MULTIPLECHARVALUE

Definition at line 635 of file FieldTypes.h.

Definition at line 640 of file FieldConvertors.h.

Definition at line 440 of file Field.h.

typedef std::string FIX::MULTIPLESTRINGVALUE

Definition at line 634 of file FieldTypes.h.

Definition at line 639 of file FieldConvertors.h.

Definition at line 439 of file Field.h.

typedef std::string FIX::MULTIPLEVALUESTRING

Definition at line 633 of file FieldTypes.h.

Definition at line 638 of file FieldConvertors.h.

Definition at line 438 of file Field.h.

typedef std::less< int > FIX::normal_order

Definition at line 104 of file MessageSorters.h.

typedef int FIX::NUMINGROUP

Definition at line 648 of file FieldTypes.h.

Definition at line 652 of file FieldConvertors.h.

Definition at line 451 of file Field.h.

typedef double FIX::PERCENTAGE

Definition at line 649 of file FieldTypes.h.

Definition at line 653 of file FieldConvertors.h.

Definition at line 453 of file Field.h.

typedef double FIX::PRICE

Definition at line 628 of file FieldTypes.h.

Definition at line 633 of file FieldConvertors.h.

Definition at line 434 of file Field.h.

typedef double FIX::PRICEOFFSET

Definition at line 642 of file FieldTypes.h.

Definition at line 647 of file FieldConvertors.h.

Definition at line 445 of file Field.h.

typedef double FIX::QTY

Definition at line 631 of file FieldTypes.h.

Definition at line 636 of file FieldConvertors.h.

Definition at line 436 of file Field.h.

typedef int FIX::SEQNUM

Definition at line 650 of file FieldTypes.h.

Definition at line 654 of file FieldConvertors.h.

Definition at line 452 of file Field.h.

typedef std::string FIX::STRING

Definition at line 626 of file FieldTypes.h.

Definition at line 631 of file FieldConvertors.h.

Definition at line 121 of file FieldConvertors.h.

typedef pthread_t FIX::thread_id

Definition at line 149 of file Utility.h.

typedef void*( FIX::THREAD_START_ROUTINE)(void *)

Definition at line 142 of file Utility.h.

Definition at line 42 of file Message.h.

typedef std::string FIX::TZTIMEONLY

Definition at line 653 of file FieldTypes.h.

Definition at line 657 of file FieldConvertors.h.

Definition at line 455 of file Field.h.

typedef std::string FIX::TZTIMESTAMP

Definition at line 654 of file FieldTypes.h.

Definition at line 658 of file FieldConvertors.h.

Definition at line 456 of file Field.h.

Definition at line 645 of file FieldTypes.h.

Definition at line 650 of file FieldConvertors.h.

Definition at line 646 of file FieldTypes.h.

Definition at line 624 of file FieldTypes.h.

Definition at line 629 of file FieldConvertors.h.

Definition at line 449 of file Field.h.

Definition at line 647 of file FieldTypes.h.

Definition at line 651 of file FieldConvertors.h.

Definition at line 637 of file FieldTypes.h.

Definition at line 642 of file FieldConvertors.h.

typedef std::string FIX::XMLDATA

Definition at line 655 of file FieldTypes.h.

Definition at line 659 of file FieldConvertors.h.


Function Documentation

FIX::DEFINE_AMT ( MaturityNetMoney   ) 
FIX::DEFINE_AMT ( OptPayAmount   ) 
FIX::DEFINE_AMT ( EndAccruedInterestAmt   ) 
FIX::DEFINE_AMT ( NetMoney   ) 
FIX::DEFINE_AMT ( FairValue   ) 
FIX::DEFINE_AMT ( AllocNetMoney   ) 
FIX::DEFINE_AMT ( UnderlyingPayAmount   ) 
FIX::DEFINE_AMT ( MinPriceIncrementAmount   ) 
FIX::DEFINE_AMT ( AllocAccruedInterestAmt   ) 
FIX::DEFINE_AMT ( SharedCommission   ) 
FIX::DEFINE_AMT ( TotalNetValue   ) 
FIX::DEFINE_AMT ( TotalTakedown   ) 
FIX::DEFINE_AMT ( EndCash   ) 
FIX::DEFINE_AMT ( OptPayoutAmount   ) 
FIX::DEFINE_AMT ( LegGrossTradeAmt   ) 
FIX::DEFINE_AMT ( UnderlyingCollectAmount   ) 
FIX::DEFINE_AMT ( ComplexOptPayoutAmount   ) 
FIX::DEFINE_AMT ( RelationshipRiskLimitAmount   ) 
FIX::DEFINE_AMT ( AllocSettlCurrAmt   ) 
FIX::DEFINE_AMT ( SideValue2   ) 
FIX::DEFINE_AMT ( SideValue1   ) 
FIX::DEFINE_AMT ( ValueOfFutures   ) 
FIX::DEFINE_AMT ( DerivativeOptPayAmount   ) 
FIX::DEFINE_AMT ( OutMainCntryUIndex   ) 
FIX::DEFINE_AMT ( GrossTradeAmt   ) 
FIX::DEFINE_AMT ( PosAmt   ) 
FIX::DEFINE_AMT ( AllocInterestAtMaturity   ) 
FIX::DEFINE_AMT ( MarginExcess   ) 
FIX::DEFINE_AMT ( UnderlyingEndValue   ) 
FIX::DEFINE_AMT ( LiquidityValue   ) 
FIX::DEFINE_AMT ( MiscFeeAmt   ) 
FIX::DEFINE_AMT ( UnderlyingDeliveryAmount   ) 
FIX::DEFINE_AMT ( CashOutstanding   ) 
FIX::DEFINE_AMT ( UnderlyingStartValue   ) 
FIX::DEFINE_AMT ( StartCash   ) 
FIX::DEFINE_AMT ( UnderlyingCurrentValue   ) 
FIX::DEFINE_AMT ( UnderlyingCashAmount   ) 
FIX::DEFINE_AMT ( RiskLimitAmount   ) 
FIX::DEFINE_AMT ( AllowableOneSidednessValue   ) 
FIX::DEFINE_AMT ( InterestAtMaturity   ) 
FIX::DEFINE_AMT ( SideGrossTradeAmt   ) 
FIX::DEFINE_AMT ( UnderlyingCapValue   ) 
FIX::DEFINE_AMT ( TotalAccruedInterestAmt   ) 
FIX::DEFINE_AMT ( Concession   ) 
FIX::DEFINE_AMT ( OpenInterest   ) 
FIX::DEFINE_AMT ( DerivativeMinPriceIncrementAmount   ) 
FIX::DEFINE_AMT ( Commission   ) 
FIX::DEFINE_AMT ( AccruedInterestAmt   ) 
FIX::DEFINE_AMT ( SettlCurrAmt   ) 
FIX::DEFINE_AMT ( CcyAmt   ) 
FIX::DEFINE_BOOLEAN ( AggressorIndicator   ) 
FIX::DEFINE_BOOLEAN ( FlexProductEligibilityIndicator   ) 
FIX::DEFINE_BOOLEAN ( ReversalIndicator   ) 
FIX::DEFINE_BOOLEAN ( OddLot   ) 
FIX::DEFINE_BOOLEAN ( ContraryInstructionIndicator   ) 
FIX::DEFINE_BOOLEAN ( ReportToExch   ) 
FIX::DEFINE_BOOLEAN ( LegalConfirm   ) 
FIX::DEFINE_BOOLEAN ( ManualOrderIndicator   ) 
FIX::DEFINE_BOOLEAN ( PriorSpreadIndicator   ) 
FIX::DEFINE_BOOLEAN ( GapFillFlag   ) 
FIX::DEFINE_BOOLEAN ( PossDupFlag   ) 
FIX::DEFINE_BOOLEAN ( CustDirectedOrder   ) 
FIX::DEFINE_BOOLEAN ( ExchangeForPhysical   ) 
FIX::DEFINE_BOOLEAN ( RefreshIndicator   ) 
FIX::DEFINE_BOOLEAN ( NotifyBrokerOfCredit   ) 
FIX::DEFINE_BOOLEAN ( LastFragment   ) 
FIX::DEFINE_BOOLEAN ( ForexReq   ) 
FIX::DEFINE_BOOLEAN ( ApplResendFlag   ) 
FIX::DEFINE_BOOLEAN ( LastRptRequested   ) 
FIX::DEFINE_BOOLEAN ( LocateReqd   ) 
FIX::DEFINE_BOOLEAN ( DefaultVerIndicator   ) 
FIX::DEFINE_BOOLEAN ( SolicitedFlag   ) 
FIX::DEFINE_BOOLEAN ( PreTradeAnonymity   ) 
FIX::DEFINE_BOOLEAN ( TradedFlatSwitch   ) 
FIX::DEFINE_BOOLEAN ( PreviouslyReported   ) 
FIX::DEFINE_BOOLEAN ( InViewOfCommon   ) 
FIX::DEFINE_BOOLEAN ( RiskFlexibleIndicator   ) 
FIX::DEFINE_BOOLEAN ( TrdRepIndicator   ) 
FIX::DEFINE_BOOLEAN ( PublishTrdIndicator   ) 
FIX::DEFINE_BOOLEAN ( DueToRelated   ) 
FIX::DEFINE_BOOLEAN ( IOINaturalFlag   ) 
FIX::DEFINE_BOOLEAN ( WorkingIndicator   ) 
FIX::DEFINE_BOOLEAN ( TestMessageIndicator   ) 
FIX::DEFINE_BOOLEAN ( DerivFlexProductEligibilityIndicator   ) 
FIX::DEFINE_BOOLEAN ( ReportedPxDiff   ) 
FIX::DEFINE_BOOLEAN ( PrivateQuote   ) 
FIX::DEFINE_BOOLEAN ( AggregatedBook   ) 
FIX::DEFINE_BOOLEAN ( RelationshipRiskFlexibleIndicator   ) 
FIX::DEFINE_BOOLEAN ( CopyMsgIndicator   ) 
FIX::DEFINE_BOOLEAN ( PossResend   ) 
FIX::DEFINE_BOOLEAN ( UnsolicitedIndicator   ) 
FIX::DEFINE_BOOLEAN ( ResetSeqNumFlag   ) 
FIX::DEFINE_BOOLEAN ( MDImplicitDelete   ) 
FIX::DEFINE_BOOLEAN ( AutoAcceptIndicator   ) 
FIX::DEFINE_BOOLEAN ( FlexibleIndicator   ) 
FIX::DEFINE_BOOLEAN ( LateIndicator   ) 
FIX::DEFINE_CHAR ( MDReqRejReason   ) 
FIX::DEFINE_CHAR ( IOIOthSvc   ) 
FIX::DEFINE_CHAR ( DiscretionInst   ) 
FIX::DEFINE_CHAR ( CxlType   ) 
FIX::DEFINE_CHAR ( ExecAckStatus   ) 
FIX::DEFINE_CHAR ( RelatedPartyAltIDSource   ) 
FIX::DEFINE_CHAR ( LotType   ) 
FIX::DEFINE_CHAR ( MoneyLaunderingStatus   ) 
FIX::DEFINE_CHAR ( DerivativeExerciseStyle   ) 
FIX::DEFINE_CHAR ( BookingUnit   ) 
FIX::DEFINE_CHAR ( UnderlyingFXRateCalc   ) 
FIX::DEFINE_CHAR ( Rule80A   ) 
FIX::DEFINE_CHAR ( LegOptAttribute   ) 
FIX::DEFINE_CHAR ( Nested2PartyIDSource   ) 
FIX::DEFINE_CHAR ( LastCapacity   ) 
FIX::DEFINE_CHAR ( RefOrderIDSource   ) 
FIX::DEFINE_CHAR ( Benchmark   ) 
FIX::DEFINE_CHAR ( SettlCurrFxRateCalc   ) 
FIX::DEFINE_CHAR ( SettlPartyIDSource   ) 
FIX::DEFINE_CHAR ( SettlObligTransType   ) 
FIX::DEFINE_CHAR ( CashMargin   ) 
FIX::DEFINE_CHAR ( TradeType   ) 
FIX::DEFINE_CHAR ( TradeHandlingInstr   ) 
FIX::DEFINE_CHAR ( PartyIDSource   ) 
FIX::DEFINE_CHAR ( AllocPositionEffect   ) 
FIX::DEFINE_CHAR ( MatchStatus   ) 
FIX::DEFINE_CHAR ( MDUpdateAction   ) 
FIX::DEFINE_CHAR ( MsgDirection   ) 
FIX::DEFINE_CHAR ( DisplayMethod   ) 
FIX::DEFINE_CHAR ( DerivativeSettlMethod   ) 
FIX::DEFINE_CHAR ( CommType   ) 
FIX::DEFINE_CHAR ( DlvyInstType   ) 
FIX::DEFINE_CHAR ( InstrmtAssignmentMethod   ) 
FIX::DEFINE_CHAR ( FundRenewWaiv   ) 
FIX::DEFINE_CHAR ( NestedPartyIDSource   ) 
FIX::DEFINE_CHAR ( MarketUpdateAction   ) 
FIX::DEFINE_CHAR ( OrdType   ) 
FIX::DEFINE_CHAR ( DerivativeInstrmtAssignmentMethod   ) 
FIX::DEFINE_CHAR ( HaltReasonChar   ) 
FIX::DEFINE_CHAR ( SettlMethod   ) 
FIX::DEFINE_CHAR ( LegSide   ) 
FIX::DEFINE_CHAR ( ExecType   ) 
FIX::DEFINE_CHAR ( ProcessCode   ) 
FIX::DEFINE_CHAR ( ContextPartyIDSource   ) 
FIX::DEFINE_CHAR ( SettlInstMode   ) 
FIX::DEFINE_CHAR ( ExecInstValue   ) 
FIX::DEFINE_CHAR ( DerivativeOptAttribute   ) 
FIX::DEFINE_CHAR ( IOITransType   ) 
FIX::DEFINE_CHAR ( RoundingDirection   ) 
FIX::DEFINE_CHAR ( DeleteReason   ) 
FIX::DEFINE_CHAR ( QuoteQualifier   ) 
FIX::DEFINE_CHAR ( LegSettlmntTyp   ) 
FIX::DEFINE_CHAR ( CxlRejResponseTo   ) 
FIX::DEFINE_CHAR ( MassCancelRequestType   ) 
FIX::DEFINE_CHAR ( RegistStatus   ) 
FIX::DEFINE_CHAR ( OpenClose   ) 
FIX::DEFINE_CHAR ( BasisPxType   ) 
FIX::DEFINE_CHAR ( OrigTradeHandlingInstr   ) 
FIX::DEFINE_CHAR ( TriggerOrderType   ) 
FIX::DEFINE_CHAR ( IOIQualifier   ) 
FIX::DEFINE_CHAR ( TimeInForce   ) 
FIX::DEFINE_CHAR ( PreallocMethod   ) 
FIX::DEFINE_CHAR ( UnderlyingInstrumentPartyIDSource   ) 
FIX::DEFINE_CHAR ( AllocTransType   ) 
FIX::DEFINE_CHAR ( OrderCategory   ) 
FIX::DEFINE_CHAR ( Side   ) 
FIX::DEFINE_CHAR ( TriggerPriceTypeScope   ) 
FIX::DEFINE_CHAR ( UnderlyingLegOptAttribute   ) 
FIX::DEFINE_CHAR ( Urgency   ) 
FIX::DEFINE_CHAR ( TriggerPriceType   ) 
FIX::DEFINE_CHAR ( RelatedContextPartyIDSource   ) 
FIX::DEFINE_CHAR ( SettlmntTyp   ) 
FIX::DEFINE_CHAR ( OwnershipType   ) 
FIX::DEFINE_CHAR ( TriggerPriceDirection   ) 
FIX::DEFINE_CHAR ( SubscriptionRequestType   ) 
FIX::DEFINE_CHAR ( UndlyInstrumentPartyIDSource   ) 
FIX::DEFINE_CHAR ( DayBookingInst   ) 
FIX::DEFINE_CHAR ( ExecTransType   ) 
FIX::DEFINE_CHAR ( SettlObligSource   ) 
FIX::DEFINE_CHAR ( TradSesUpdateAction   ) 
FIX::DEFINE_CHAR ( BidRequestTransType   ) 
FIX::DEFINE_CHAR ( ExerciseMethod   ) 
FIX::DEFINE_CHAR ( TickDirection   ) 
FIX::DEFINE_CHAR ( OptAttribute   ) 
FIX::DEFINE_CHAR ( RelatedPartyIDSource   ) 
FIX::DEFINE_CHAR ( TriggerAction   ) 
FIX::DEFINE_CHAR ( PositionEffect   ) 
FIX::DEFINE_CHAR ( DKReason   ) 
FIX::DEFINE_CHAR ( SettlInstTransType   ) 
FIX::DEFINE_CHAR ( SettlInstSource   ) 
FIX::DEFINE_CHAR ( ExecPriceType   ) 
FIX::DEFINE_CHAR ( CancellationRights   ) 
FIX::DEFINE_CHAR ( MDEntryType   ) 
FIX::DEFINE_CHAR ( ListUpdateAction   ) 
FIX::DEFINE_CHAR ( HandlInst   ) 
FIX::DEFINE_CHAR ( InstrumentPartyIDSource   ) 
FIX::DEFINE_CHAR ( UnderlyingOptAttribute   ) 
FIX::DEFINE_CHAR ( TargetPartyIDSource   ) 
FIX::DEFINE_CHAR ( VenueType   ) 
FIX::DEFINE_CHAR ( LegPositionEffect   ) 
FIX::DEFINE_CHAR ( AsOfIndicator   ) 
FIX::DEFINE_CHAR ( OrdStatus   ) 
FIX::DEFINE_CHAR ( MultiLegReportingType   ) 
FIX::DEFINE_CHAR ( Nested3PartyIDSource   ) 
FIX::DEFINE_CHAR ( LegSettlType   ) 
FIX::DEFINE_CHAR ( DealingCapacity   ) 
FIX::DEFINE_CHAR ( ExDestinationIDSource   ) 
FIX::DEFINE_CHAR ( MassCancelResponse   ) 
FIX::DEFINE_CHAR ( ListExecInstType   ) 
FIX::DEFINE_CHAR ( PriceProtectionScope   ) 
FIX::DEFINE_CHAR ( TriggerType   ) 
FIX::DEFINE_CHAR ( Nested4PartyIDSource   ) 
FIX::DEFINE_CHAR ( AdvSide   ) 
FIX::DEFINE_CHAR ( OrderCapacity   ) 
FIX::DEFINE_CHAR ( AssignmentMethod   ) 
FIX::DEFINE_CHAR ( SecurityUpdateAction   ) 
FIX::DEFINE_CHAR ( RegistTransType   ) 
FIX::DEFINE_CHAR ( DisplayWhen   ) 
FIX::DEFINE_CHAR ( BidTradeType   ) 
FIX::DEFINE_CHAR ( IOIQltyInd   ) 
FIX::DEFINE_CHAR ( RootPartyIDSource   ) 
FIX::DEFINE_CHAR ( EmailType   ) 
FIX::DEFINE_CHAR ( PartyAltIDSource   ) 
FIX::DEFINE_CHECKSUM ( CheckSum   ) 
FIX::DEFINE_COUNTRY ( Country   ) 
FIX::DEFINE_COUNTRY ( CountryOfIssue   ) 
FIX::DEFINE_COUNTRY ( UnderlyingCountryOfIssue   ) 
FIX::DEFINE_COUNTRY ( InvestorCountryOfResidence   ) 
FIX::DEFINE_COUNTRY ( LegCountryOfIssue   ) 
FIX::DEFINE_COUNTRY ( DerivativeCountryOfIssue   ) 
FIX::DEFINE_CURRENCY ( LegStrikeCurrency   ) 
FIX::DEFINE_CURRENCY ( RelationshipRiskLimitCurrency   ) 
FIX::DEFINE_CURRENCY ( CashDistribCurr   ) 
FIX::DEFINE_CURRENCY ( RiskLimitCurrency   ) 
FIX::DEFINE_CURRENCY ( SideSettlCurrency   ) 
FIX::DEFINE_CURRENCY ( LegBenchmarkCurveCurrency   ) 
FIX::DEFINE_CURRENCY ( BenchmarkCurveCurrency   ) 
FIX::DEFINE_CURRENCY ( AllowableOneSidednessCurr   ) 
FIX::DEFINE_CURRENCY ( ContAmtCurr   ) 
FIX::DEFINE_CURRENCY ( MiscFeeCurr   ) 
FIX::DEFINE_CURRENCY ( LegAllocSettlCurrency   ) 
FIX::DEFINE_CURRENCY ( UnderlyingCurrency   ) 
FIX::DEFINE_CURRENCY ( CommCurrency   ) 
FIX::DEFINE_CURRENCY ( UnderlyingStrikeCurrency   ) 
FIX::DEFINE_CURRENCY ( DerivativeStrikeCurrency   ) 
FIX::DEFINE_CURRENCY ( AgreementCurrency   ) 
FIX::DEFINE_CURRENCY ( AllocSettlCurrency   ) 
FIX::DEFINE_CURRENCY ( SideCurrency   ) 
FIX::DEFINE_CURRENCY ( LegCurrency   ) 
FIX::DEFINE_CURRENCY ( LegSettlCurrency   ) 
FIX::DEFINE_CURRENCY ( TradingCurrency   ) 
FIX::DEFINE_CURRENCY ( Currency   ) 
FIX::DEFINE_CURRENCY ( SettlCurrency   ) 
FIX::DEFINE_CURRENCY ( StrikeCurrency   ) 
FIX::DEFINE_DATA ( EncodedListStatusText   ) 
FIX::DEFINE_DATA ( Signature   ) 
FIX::DEFINE_DATA ( EncryptedPassword   ) 
FIX::DEFINE_DATA ( EncodedUnderlyingIssuer   ) 
FIX::DEFINE_DATA ( EncodedText   ) 
FIX::DEFINE_DATA ( EncodedSecurityListDesc   ) 
FIX::DEFINE_DATA ( RelationshipRiskEncodedSecurityDesc   ) 
FIX::DEFINE_DATA ( EncodedSubject   ) 
FIX::DEFINE_DATA ( XmlData   ) 
FIX::DEFINE_DATA ( DerivativeEncodedSecurityDesc   ) 
FIX::DEFINE_DATA ( EncodedSymbol   ) 
FIX::DEFINE_DATA ( EncodedHeadline   ) 
FIX::DEFINE_DATA ( EncodedIssuer   ) 
FIX::DEFINE_DATA ( EncodedMktSegmDesc   ) 
FIX::DEFINE_DATA ( DerivativeSecurityXML   ) 
FIX::DEFINE_DATA ( EncodedSecurityDesc   ) 
FIX::DEFINE_DATA ( EncryptedNewPassword   ) 
FIX::DEFINE_DATA ( EncodedLegSecurityDesc   ) 
FIX::DEFINE_DATA ( EncodedUnderlyingSecurityDesc   ) 
FIX::DEFINE_DATA ( EncodedLegIssuer   ) 
FIX::DEFINE_DATA ( SecureData   ) 
FIX::DEFINE_DATA ( EncodedAllocText   ) 
FIX::DEFINE_DATA ( EncodedListExecInst   ) 
FIX::DEFINE_DATA ( RawData   ) 
FIX::DEFINE_DATA ( RiskEncodedSecurityDesc   ) 
FIX::DEFINE_DATA ( DerivativeEncodedIssuer   ) 
FIX::DEFINE_DAYOFMONTH ( UnderlyingMaturityDay   ) 
FIX::DEFINE_DAYOFMONTH ( MaturityDay   ) 
FIX::DEFINE_EXCHANGE ( DerivativeSecurityExchange   ) 
FIX::DEFINE_EXCHANGE ( ExDestination   ) 
FIX::DEFINE_EXCHANGE ( MarketID   ) 
FIX::DEFINE_EXCHANGE ( LastMkt   ) 
FIX::DEFINE_EXCHANGE ( MDMkt   ) 
FIX::DEFINE_EXCHANGE ( UnderlyingSecurityExchange   ) 
FIX::DEFINE_EXCHANGE ( RiskSecurityExchange   ) 
FIX::DEFINE_EXCHANGE ( RelationshipRiskSecurityExchange   ) 
FIX::DEFINE_EXCHANGE ( SecurityExchange   ) 
FIX::DEFINE_EXCHANGE ( LegSecurityExchange   ) 
FIX::DEFINE_FLOAT ( SettlCurrBidFxRate   ) 
FIX::DEFINE_FLOAT ( ExecPriceAdjustment   ) 
FIX::DEFINE_FLOAT ( DerivativeStrikeMultiplier   ) 
FIX::DEFINE_FLOAT ( TimeToExpiration   ) 
FIX::DEFINE_FLOAT ( DerivativeContractMultiplier   ) 
FIX::DEFINE_FLOAT ( RiskFreeRate   ) 
FIX::DEFINE_FLOAT ( RelationshipRiskInstrumentMultiplier   ) 
FIX::DEFINE_FLOAT ( RoundingModulus   ) 
FIX::DEFINE_FLOAT ( DiscretionOffsetValue   ) 
FIX::DEFINE_FLOAT ( FeeMultiplier   ) 
FIX::DEFINE_FLOAT ( UnderlyingFXRate   ) 
FIX::DEFINE_FLOAT ( Factor   ) 
FIX::DEFINE_FLOAT ( LegCurrencyRatio   ) 
FIX::DEFINE_FLOAT ( LegOptionRatio   ) 
FIX::DEFINE_FLOAT ( DerivativeStrikeValue   ) 
FIX::DEFINE_FLOAT ( UnderlyingFactor   ) 
FIX::DEFINE_FLOAT ( CurrencyRatio   ) 
FIX::DEFINE_FLOAT ( MinPriceIncrement   ) 
FIX::DEFINE_FLOAT ( DerivativeMinPriceIncrement   ) 
FIX::DEFINE_FLOAT ( LegVolatility   ) 
FIX::DEFINE_FLOAT ( StrikeValue   ) 
FIX::DEFINE_FLOAT ( Volatility   ) 
FIX::DEFINE_FLOAT ( RiskInstrumentMultiplier   ) 
FIX::DEFINE_FLOAT ( MaxPriceVariation   ) 
FIX::DEFINE_FLOAT ( MDEntrySpotRate   ) 
FIX::DEFINE_FLOAT ( StrikeMultiplier   ) 
FIX::DEFINE_FLOAT ( LegFactor   ) 
FIX::DEFINE_FLOAT ( SettlCurrOfferFxRate   ) 
FIX::DEFINE_FLOAT ( UnderlyingContractMultiplier   ) 
FIX::DEFINE_FLOAT ( LegContractMultiplier   ) 
FIX::DEFINE_FLOAT ( TargetStrategyPerformance   ) 
FIX::DEFINE_FLOAT ( StrikeIncrement   ) 
FIX::DEFINE_FLOAT ( ContAmtValue   ) 
FIX::DEFINE_FLOAT ( SettlCurrFxRate   ) 
FIX::DEFINE_FLOAT ( LegRatioQty   ) 
FIX::DEFINE_FLOAT ( PriceDelta   ) 
FIX::DEFINE_FLOAT ( PegOffsetValue   ) 
FIX::DEFINE_FLOAT ( ContractMultiplier   ) 
FIX::DEFINE_INT ( BookingType   ) 
FIX::DEFINE_INT ( DerivativePositionLimit   ) 
FIX::DEFINE_INT ( UnderlyingInstrumentPartyRole   ) 
FIX::DEFINE_INT ( UnderlyingPutOrCall   ) 
FIX::DEFINE_INT ( BusinessRejectReason   ) 
FIX::DEFINE_INT ( ApplReqType   ) 
FIX::DEFINE_INT ( RelationshipRiskPutOrCall   ) 
FIX::DEFINE_INT ( CrossPrioritization   ) 
FIX::DEFINE_INT ( TargetPartyRole   ) 
FIX::DEFINE_INT ( IndividualAllocRejCode   ) 
FIX::DEFINE_INT ( QuoteType   ) 
FIX::DEFINE_INT ( RelatedContextPartySubIDType   ) 
FIX::DEFINE_INT ( NetworkStatusResponseType   ) 
FIX::DEFINE_INT ( BidDescriptorType   ) 
FIX::DEFINE_INT ( DiscretionRoundDirection   ) 
FIX::DEFINE_INT ( DeskTypeSource   ) 
FIX::DEFINE_INT ( BenchmarkPriceType   ) 
FIX::DEFINE_INT ( AvgPxPrecision   ) 
FIX::DEFINE_INT ( NetGrossInd   ) 
FIX::DEFINE_INT ( QuoteResponseLevel   ) 
FIX::DEFINE_INT ( Nested2PartyRole   ) 
FIX::DEFINE_INT ( ApplQueueResolution   ) 
FIX::DEFINE_INT ( OwnerType   ) 
FIX::DEFINE_INT ( DiscretionScope   ) 
FIX::DEFINE_INT ( UnderlyingExerciseStyle   ) 
FIX::DEFINE_INT ( PartyRelationship   ) 
FIX::DEFINE_INT ( ContextPartySubIDType   ) 
FIX::DEFINE_INT ( PriorityIndicator   ) 
FIX::DEFINE_INT ( PosReqStatus   ) 
FIX::DEFINE_INT ( PartyListResponseType   ) 
FIX::DEFINE_INT ( TotNoPartyList   ) 
FIX::DEFINE_INT ( IncTaxInd   ) 
FIX::DEFINE_INT ( AllocStatus   ) 
FIX::DEFINE_INT ( ComplexEventPriceTimeType   ) 
FIX::DEFINE_INT ( PosMaintAction   ) 
FIX::DEFINE_INT ( TerminationType   ) 
FIX::DEFINE_INT ( TotNoStrikes   ) 
FIX::DEFINE_INT ( SecurityTradingStatus   ) 
FIX::DEFINE_INT ( DerivativeListMethod   ) 
FIX::DEFINE_INT ( Product   ) 
FIX::DEFINE_INT ( InstrAttribType   ) 
FIX::DEFINE_INT ( RefTagID   ) 
FIX::DEFINE_INT ( NTPositionLimit   ) 
FIX::DEFINE_INT ( RefOrdIDReason   ) 
FIX::DEFINE_INT ( AllocRejCode   ) 
FIX::DEFINE_INT ( ApplQueueDepth   ) 
FIX::DEFINE_INT ( ApplReportType   ) 
FIX::DEFINE_INT ( TotNoRelatedSym   ) 
FIX::DEFINE_INT ( MaturityMonthYearFormat   ) 
FIX::DEFINE_INT ( PosMaintStatus   ) 
FIX::DEFINE_INT ( PosTransType   ) 
FIX::DEFINE_INT ( LegNumber   ) 
FIX::DEFINE_INT ( UnderlyingProduct   ) 
FIX::DEFINE_INT ( TotNoAccQuotes   ) 
FIX::DEFINE_INT ( EncryptedPasswordMethod   ) 
FIX::DEFINE_INT ( ComplexEventCondition   ) 
FIX::DEFINE_INT ( TradSesMethod   ) 
FIX::DEFINE_INT ( LegPriceType   ) 
FIX::DEFINE_INT ( RefApplExtID   ) 
FIX::DEFINE_INT ( ListStatusType   ) 
FIX::DEFINE_INT ( CollAction   ) 
FIX::DEFINE_INT ( NestedInstrAttribType   ) 
FIX::DEFINE_INT ( LegExerciseStyle   ) 
FIX::DEFINE_INT ( AllocAcctIDSource   ) 
FIX::DEFINE_INT ( NumBidders   ) 
FIX::DEFINE_INT ( SecurityTradingEvent   ) 
FIX::DEFINE_INT ( NumTickets   ) 
FIX::DEFINE_INT ( TotNoSecurityTypes   ) 
FIX::DEFINE_INT ( TotNumTradeReports   ) 
FIX::DEFINE_INT ( RateSource   ) 
FIX::DEFINE_INT ( UnderlyingContractMultiplierUnit   ) 
FIX::DEFINE_INT ( UndlyInstrumentPartyRole   ) 
FIX::DEFINE_INT ( SideValueInd   ) 
FIX::DEFINE_INT ( DefaultApplExtID   ) 
FIX::DEFINE_INT ( CollStatus   ) 
FIX::DEFINE_INT ( RptSeq   ) 
FIX::DEFINE_INT ( UnderlyingSettlementType   ) 
FIX::DEFINE_INT ( AllocLinkType   ) 
FIX::DEFINE_INT ( PositionLimit   ) 
FIX::DEFINE_INT ( AllocNoOrdersType   ) 
FIX::DEFINE_INT ( PartySubIDType   ) 
FIX::DEFINE_INT ( SideTrdRegTimestampType   ) 
FIX::DEFINE_INT ( RegistRejReasonCode   ) 
FIX::DEFINE_INT ( PriceLimitType   ) 
FIX::DEFINE_INT ( RootPartyRole   ) 
FIX::DEFINE_INT ( DerivativeProduct   ) 
FIX::DEFINE_INT ( TradSesEvent   ) 
FIX::DEFINE_INT ( ContextPartyRole   ) 
FIX::DEFINE_INT ( ApplQueueMax   ) 
FIX::DEFINE_INT ( InstrumentPartySubIDType   ) 
FIX::DEFINE_INT ( MDSecSizeType   ) 
FIX::DEFINE_INT ( ConfirmTransType   ) 
FIX::DEFINE_INT ( DiscretionOffsetType   ) 
FIX::DEFINE_INT ( TickRuleType   ) 
FIX::DEFINE_INT ( PutOrCall   ) 
FIX::DEFINE_INT ( LegCoveredOrUncovered   ) 
FIX::DEFINE_INT ( MDReportID   ) 
FIX::DEFINE_INT ( TrdRepPartyRole   ) 
FIX::DEFINE_INT ( NumberOfOrders   ) 
FIX::DEFINE_INT ( GTBookingInst   ) 
FIX::DEFINE_INT ( IndividualAllocType   ) 
FIX::DEFINE_INT ( CollAsgnRejectReason   ) 
FIX::DEFINE_INT ( OptPayoutType   ) 
FIX::DEFINE_INT ( MiscFeeBasis   ) 
FIX::DEFINE_INT ( RiskInstrumentOperator   ) 
FIX::DEFINE_INT ( StreamAsgnAckType   ) 
FIX::DEFINE_INT ( StatusValue   ) 
FIX::DEFINE_INT ( LiquidityIndType   ) 
FIX::DEFINE_INT ( QuoteRequestRejectReason   ) 
FIX::DEFINE_INT ( AllocType   ) 
FIX::DEFINE_INT ( AllocReportType   ) 
FIX::DEFINE_INT ( ExerciseStyle   ) 
FIX::DEFINE_INT ( AvgPrxPrecision   ) 
FIX::DEFINE_INT ( TradeReportType   ) 
FIX::DEFINE_INT ( InstrumentPartyRole   ) 
FIX::DEFINE_INT ( StreamAsgnType   ) 
FIX::DEFINE_INT ( Adjustment   ) 
FIX::DEFINE_INT ( ConfirmStatus   ) 
FIX::DEFINE_INT ( ModelType   ) 
FIX::DEFINE_INT ( PegRoundDirection   ) 
FIX::DEFINE_INT ( ShortSaleReason   ) 
FIX::DEFINE_INT ( RootPartySubIDType   ) 
FIX::DEFINE_INT ( RequestedPartyRole   ) 
FIX::DEFINE_INT ( UnderlyingFlowScheduleType   ) 
FIX::DEFINE_INT ( RiskLimitType   ) 
FIX::DEFINE_INT ( QuoteStatus   ) 
FIX::DEFINE_INT ( TrdRptStatus   ) 
FIX::DEFINE_INT ( OrderDelayUnit   ) 
FIX::DEFINE_INT ( UserStatus   ) 
FIX::DEFINE_INT ( TradeAllocIndicator   ) 
FIX::DEFINE_INT ( EventType   ) 
FIX::DEFINE_INT ( MultilegModel   ) 
FIX::DEFINE_INT ( Nested4PartyRole   ) 
FIX::DEFINE_INT ( DerivativeInstrumentPartySubIDType   ) 
FIX::DEFINE_INT ( MDPriceLevel   ) 
FIX::DEFINE_INT ( PosReqResult   ) 
FIX::DEFINE_INT ( TotalNumPosReports   ) 
FIX::DEFINE_INT ( TotNumReports   ) 
FIX::DEFINE_INT ( SecurityReportID   ) 
FIX::DEFINE_INT ( LegSwapType   ) 
FIX::DEFINE_INT ( TotNoOrders   ) 
FIX::DEFINE_INT ( RelationshipRiskProduct   ) 
FIX::DEFINE_INT ( DeliveryType   ) 
FIX::DEFINE_INT ( SessionRejectReason   ) 
FIX::DEFINE_INT ( DerivativeNTPositionLimit   ) 
FIX::DEFINE_INT ( QuoteCancelType   ) 
FIX::DEFINE_INT ( NoDates   ) 
FIX::DEFINE_INT ( DerivativeSecurityListRequestType   ) 
FIX::DEFINE_INT ( UnderlyingPriceDeterminationMethod   ) 
FIX::DEFINE_INT ( ListOrderStatus   ) 
FIX::DEFINE_INT ( ProgRptReqs   ) 
FIX::DEFINE_INT ( TrdType   ) 
FIX::DEFINE_INT ( ContractMultiplierUnit   ) 
FIX::DEFINE_INT ( ListRejectReason   ) 
FIX::DEFINE_INT ( SecurityRequestType   ) 
FIX::DEFINE_INT ( MassActionResponse   ) 
FIX::DEFINE_INT ( ComplexEventType   ) 
FIX::DEFINE_INT ( MDBookType   ) 
FIX::DEFINE_INT ( RepoCollateralSecurityType   ) 
FIX::DEFINE_INT ( CrossType   ) 
FIX::DEFINE_INT ( NewsRefType   ) 
FIX::DEFINE_INT ( StrikePriceBoundaryMethod   ) 
FIX::DEFINE_INT ( Nested2PartySubIDType   ) 
FIX::DEFINE_INT ( LegRepoCollateralSecurityType   ) 
FIX::DEFINE_INT ( RiskPutOrCall   ) 
FIX::DEFINE_INT ( TaxAdvantageType   ) 
FIX::DEFINE_INT ( TradeRequestStatus   ) 
FIX::DEFINE_INT ( AllocHandlInst   ) 
FIX::DEFINE_INT ( RiskProduct   ) 
FIX::DEFINE_INT ( ExpirationQtyType   ) 
FIX::DEFINE_INT ( TotNoQuoteEntries   ) 
FIX::DEFINE_INT ( AllocAccountType   ) 
FIX::DEFINE_INT ( TotNoAllocs   ) 
FIX::DEFINE_INT ( SessionStatus   ) 
FIX::DEFINE_INT ( SecurityResponseType   ) 
FIX::DEFINE_INT ( SideLiquidityInd   ) 
FIX::DEFINE_INT ( LegPutOrCall   ) 
FIX::DEFINE_INT ( ContAmtType   ) 
FIX::DEFINE_INT ( MarketDepth   ) 
FIX::DEFINE_INT ( PegLimitType   ) 
FIX::DEFINE_INT ( UnderlyingSettlPriceType   ) 
FIX::DEFINE_INT ( DerivativeInstrAttribType   ) 
FIX::DEFINE_INT ( PaymentMethod   ) 
FIX::DEFINE_INT ( CollAsgnTransType   ) 
FIX::DEFINE_INT ( SideQty   ) 
FIX::DEFINE_INT ( SettlInstReqRejCode   ) 
FIX::DEFINE_INT ( SideTrdSubTyp   ) 
FIX::DEFINE_INT ( QuoteEntryStatus   ) 
FIX::DEFINE_INT ( StandInstDbType   ) 
FIX::DEFINE_INT ( MDSubBookType   ) 
FIX::DEFINE_INT ( ApplResponseType   ) 
FIX::DEFINE_INT ( TradePublishIndicator   ) 
FIX::DEFINE_INT ( NestedPartyRole   ) 
FIX::DEFINE_INT ( RepurchaseTerm   ) 
FIX::DEFINE_INT ( UndlyInstrumentPartySubIDType   ) 
FIX::DEFINE_INT ( SecDefStatus   ) 
FIX::DEFINE_INT ( CustOrderCapacity   ) 
FIX::DEFINE_INT ( UnderlyingInstrumentPartySubIDType   ) 
FIX::DEFINE_INT ( SellerDays   ) 
FIX::DEFINE_INT ( TargetStrategy   ) 
FIX::DEFINE_INT ( StrikePriceDeterminationMethod   ) 
FIX::DEFINE_INT ( LastLiquidityInd   ) 
FIX::DEFINE_INT ( ApplResponseError   ) 
FIX::DEFINE_INT ( UnderlyingLegPutOrCall   ) 
FIX::DEFINE_INT ( NewsCategory   ) 
FIX::DEFINE_INT ( TotalNumSecurityTypes   ) 
FIX::DEFINE_INT ( MassStatusReqType   ) 
FIX::DEFINE_INT ( PosReqType   ) 
FIX::DEFINE_INT ( CPProgram   ) 
FIX::DEFINE_INT ( CollInquiryStatus   ) 
FIX::DEFINE_INT ( MDOriginType   ) 
FIX::DEFINE_INT ( FlowScheduleType   ) 
FIX::DEFINE_INT ( TrdSubType   ) 
FIX::DEFINE_INT ( QuoteRespType   ) 
FIX::DEFINE_INT ( QtyType   ) 
FIX::DEFINE_INT ( MDQuoteType   ) 
FIX::DEFINE_INT ( ConfirmType   ) 
FIX::DEFINE_INT ( CollApplType   ) 
FIX::DEFINE_INT ( DerivativePutOrCall   ) 
FIX::DEFINE_INT ( MassActionRejectReason   ) 
FIX::DEFINE_INT ( LegRepurchaseTerm   ) 
FIX::DEFINE_INT ( ConfirmRejReason   ) 
FIX::DEFINE_INT ( SideMultiLegReportingType   ) 
FIX::DEFINE_INT ( PartyDetailsRequestResult   ) 
FIX::DEFINE_INT ( DiscretionLimitType   ) 
FIX::DEFINE_INT ( SecondaryPriceLimitType   ) 
FIX::DEFINE_INT ( SettlDeliveryType   ) 
FIX::DEFINE_INT ( PegScope   ) 
FIX::DEFINE_INT ( MDUpdateType   ) 
FIX::DEFINE_INT ( ListNoOrds   ) 
FIX::DEFINE_INT ( DiscretionMoveType   ) 
FIX::DEFINE_INT ( NumDaysInterest   ) 
FIX::DEFINE_INT ( ClearingInstruction   ) 
FIX::DEFINE_INT ( RelatedPartySubIDType   ) 
FIX::DEFINE_INT ( RespondentType   ) 
FIX::DEFINE_INT ( CxlRejReason   ) 
FIX::DEFINE_INT ( AllocCancReplaceReason   ) 
FIX::DEFINE_INT ( ExpirationCycle   ) 
FIX::DEFINE_INT ( TradeRequestResult   ) 
FIX::DEFINE_INT ( ExpType   ) 
FIX::DEFINE_INT ( PartyAltSubIDType   ) 
FIX::DEFINE_INT ( TradSesMode   ) 
FIX::DEFINE_INT ( SettlementCycleNo   ) 
FIX::DEFINE_INT ( ApplExtID   ) 
FIX::DEFINE_INT ( StatsType   ) 
FIX::DEFINE_INT ( AllocSettlInstType   ) 
FIX::DEFINE_INT ( TotalNumSecurities   ) 
FIX::DEFINE_INT ( StrikeExerciseStyle   ) 
FIX::DEFINE_INT ( Nested4PartySubIDType   ) 
FIX::DEFINE_INT ( DerivativeEventType   ) 
FIX::DEFINE_INT ( ListSeqNo   ) 
FIX::DEFINE_INT ( AvgPxIndicator   ) 
FIX::DEFINE_INT ( PegMoveType   ) 
FIX::DEFINE_INT ( LiquidityNumSecurities   ) 
FIX::DEFINE_INT ( LegProduct   ) 
FIX::DEFINE_INT ( TrdRegTimestampType   ) 
FIX::DEFINE_INT ( UnderlyingRepoCollateralSecurityType   ) 
FIX::DEFINE_INT ( TradSesStatusRejReason   ) 
FIX::DEFINE_INT ( ResponseTransportType   ) 
FIX::DEFINE_INT ( MassCancelRejectReason   ) 
FIX::DEFINE_INT ( PegOffsetType   ) 
FIX::DEFINE_INT ( PosMaintResult   ) 
FIX::DEFINE_INT ( MassActionType   ) 
FIX::DEFINE_INT ( MassActionScope   ) 
FIX::DEFINE_INT ( AdjustmentType   ) 
FIX::DEFINE_INT ( CustomerOrFirm   ) 
FIX::DEFINE_INT ( ApplTotalMessageCount   ) 
FIX::DEFINE_INT ( DerivativeContractMultiplierUnit   ) 
FIX::DEFINE_INT ( PosQtyStatus   ) 
FIX::DEFINE_INT ( TotNoCxldQuotes   ) 
FIX::DEFINE_INT ( TotQuoteEntries   ) 
FIX::DEFINE_INT ( RateSourceType   ) 
FIX::DEFINE_INT ( ProgPeriodInterval   ) 
FIX::DEFINE_INT ( SettlPartyRole   ) 
FIX::DEFINE_INT ( SettlPriceType   ) 
FIX::DEFINE_INT ( CollAsgnReason   ) 
FIX::DEFINE_INT ( OrderDelay   ) 
FIX::DEFINE_INT ( RelatedContextPartyRole   ) 
FIX::DEFINE_INT ( SecurityListRequestType   ) 
FIX::DEFINE_INT ( FillLiquidityInd   ) 
FIX::DEFINE_INT ( StreamAsgnReqType   ) 
FIX::DEFINE_INT ( AllocMethod   ) 
FIX::DEFINE_INT ( OrigCustOrderCapacity   ) 
FIX::DEFINE_INT ( AffirmStatus   ) 
FIX::DEFINE_INT ( OrderHandlingInstSource   ) 
FIX::DEFINE_INT ( TotalAffectedOrders   ) 
FIX::DEFINE_INT ( DistribPaymentMethod   ) 
FIX::DEFINE_INT ( SettlPartySubIDType   ) 
FIX::DEFINE_INT ( SecurityRequestResult   ) 
FIX::DEFINE_INT ( QuoteRequestType   ) 
FIX::DEFINE_INT ( ImpliedMarketIndicator   ) 
FIX::DEFINE_INT ( ComplexEventPriceBoundaryMethod   ) 
FIX::DEFINE_INT ( QuantityType   ) 
FIX::DEFINE_INT ( RelatedPartyAltSubIDType   ) 
FIX::DEFINE_INT ( HeartBtInt   ) 
FIX::DEFINE_INT ( QuoteRejectReason   ) 
FIX::DEFINE_INT ( Nested3PartySubIDType   ) 
FIX::DEFINE_INT ( LegBenchmarkPriceType   ) 
FIX::DEFINE_INT ( NoRpts   ) 
FIX::DEFINE_INT ( SecurityListType   ) 
FIX::DEFINE_INT ( TradeReportRejectReason   ) 
FIX::DEFINE_INT ( TotNumAssignmentReports   ) 
FIX::DEFINE_INT ( Nested3PartyRole   ) 
FIX::DEFINE_INT ( StreamAsgnRejReason   ) 
FIX::DEFINE_INT ( PegPriceType   ) 
FIX::DEFINE_INT ( TradSesStatus   ) 
FIX::DEFINE_INT ( TradeRequestType   ) 
FIX::DEFINE_INT ( AcctIDSource   ) 
FIX::DEFINE_INT ( CoveredOrUncovered   ) 
FIX::DEFINE_INT ( LegFlowScheduleType   ) 
FIX::DEFINE_INT ( RelationshipRiskLimitType   ) 
FIX::DEFINE_INT ( TradeReportTransType   ) 
FIX::DEFINE_INT ( SecondaryTrdType   ) 
FIX::DEFINE_INT ( UserRequestType   ) 
FIX::DEFINE_INT ( QuoteAckStatus   ) 
FIX::DEFINE_INT ( SideLastQty   ) 
FIX::DEFINE_INT ( QuoteEntryRejectReason   ) 
FIX::DEFINE_INT ( CollAsgnRespType   ) 
FIX::DEFINE_INT ( CollInquiryResult   ) 
FIX::DEFINE_INT ( EncryptMethod   ) 
FIX::DEFINE_INT ( StrategyParameterType   ) 
FIX::DEFINE_INT ( LegContractMultiplierUnit   ) 
FIX::DEFINE_INT ( RelatedPartyRole   ) 
FIX::DEFINE_INT ( PartyRole   ) 
FIX::DEFINE_INT ( NetworkRequestType   ) 
FIX::DEFINE_INT ( SettlObligMode   ) 
FIX::DEFINE_INT ( PriceType   ) 
FIX::DEFINE_INT ( ApplQueueAction   ) 
FIX::DEFINE_INT ( MaturityMonthYearIncrementUnits   ) 
FIX::DEFINE_INT ( OrdRejReason   ) 
FIX::DEFINE_INT ( TotNoRejQuotes   ) 
FIX::DEFINE_INT ( RelationshipRiskInstrumentOperator   ) 
FIX::DEFINE_INT ( RoutingType   ) 
FIX::DEFINE_INT ( ListMethod   ) 
FIX::DEFINE_INT ( UnderlyingRepurchaseTerm   ) 
FIX::DEFINE_INT ( TotNoFills   ) 
FIX::DEFINE_INT ( MultilegPriceMethod   ) 
FIX::DEFINE_INT ( QuotePriceType   ) 
FIX::DEFINE_INT ( BidType   ) 
FIX::DEFINE_INT ( NestedPartySubIDType   ) 
FIX::DEFINE_INT ( HaltReasonInt   ) 
FIX::DEFINE_INT ( MDEntryPositionNo   ) 
FIX::DEFINE_INT ( AccountType   ) 
FIX::DEFINE_INT ( MultiLegRptTypeReq   ) 
FIX::DEFINE_INT ( MaturityMonthYearIncrement   ) 
FIX::DEFINE_INT ( ContingencyType   ) 
FIX::DEFINE_INT ( CollInquiryQualifier   ) 
FIX::DEFINE_INT ( SecurityListTypeSource   ) 
FIX::DEFINE_INT ( YieldRedemptionPriceType   ) 
FIX::DEFINE_INT ( DerivativeInstrumentPartyRole   ) 
FIX::DEFINE_INT ( AllocIntermedReqType   ) 
FIX::DEFINE_INT ( ExecRestatementReason   ) 
FIX::DEFINE_INT ( DeliveryForm   ) 
FIX::DEFINE_INT ( DerivativeFlowScheduleType   ) 
FIX::DEFINE_INT ( MaxPriceLevels   ) 
FIX::DEFINE_LANGUAGE ( LanguageCode   ) 
FIX::DEFINE_LENGTH ( EncodedHeadlineLen   ) 
FIX::DEFINE_LENGTH ( SignatureLength   ) 
FIX::DEFINE_LENGTH ( RiskEncodedSecurityDescLen   ) 
FIX::DEFINE_LENGTH ( BodyLength   ) 
FIX::DEFINE_LENGTH ( SecureDataLen   ) 
FIX::DEFINE_LENGTH ( DerivativeSecurityXMLLen   ) 
FIX::DEFINE_LENGTH ( EncodedListStatusTextLen   ) 
FIX::DEFINE_LENGTH ( EncodedSecurityDescLen   ) 
FIX::DEFINE_LENGTH ( EncodedListExecInstLen   ) 
FIX::DEFINE_LENGTH ( XmlDataLen   ) 
FIX::DEFINE_LENGTH ( EncodedSecurityListDescLen   ) 
FIX::DEFINE_LENGTH ( EncryptedPasswordLen   ) 
FIX::DEFINE_LENGTH ( RawDataLength   ) 
FIX::DEFINE_LENGTH ( EncodedIssuerLen   ) 
FIX::DEFINE_LENGTH ( EncodedLegIssuerLen   ) 
FIX::DEFINE_LENGTH ( EncodedUnderlyingSecurityDescLen   ) 
FIX::DEFINE_LENGTH ( MaxMessageSize   ) 
FIX::DEFINE_LENGTH ( EncodedUnderlyingIssuerLen   ) 
FIX::DEFINE_LENGTH ( EncodedLegSecurityDescLen   ) 
FIX::DEFINE_LENGTH ( DerivativeEncodedIssuerLen   ) 
FIX::DEFINE_LENGTH ( EncodedAllocTextLen   ) 
FIX::DEFINE_LENGTH ( EncryptedNewPasswordLen   ) 
FIX::DEFINE_LENGTH ( EncodedMktSegmDescLen   ) 
FIX::DEFINE_LENGTH ( SecurityXMLLen   ) 
FIX::DEFINE_LENGTH ( RelationshipRiskEncodedSecurityDescLen   ) 
FIX::DEFINE_LENGTH ( EncodedTextLen   ) 
FIX::DEFINE_LENGTH ( EncodedSubjectLen   ) 
FIX::DEFINE_LENGTH ( DerivativeEncodedSecurityDescLen   ) 
FIX::DEFINE_LENGTH ( EncodedSymbolLen   ) 
FIX::DEFINE_LOCALMKTDATE ( TradeDate   ) 
FIX::DEFINE_LOCALMKTDATE ( LegIssueDate   ) 
FIX::DEFINE_LOCALMKTDATE ( DateOfBirth   ) 
FIX::DEFINE_LOCALMKTDATE ( SettlDate2   ) 
FIX::DEFINE_LOCALMKTDATE ( SendingDate   ) 
FIX::DEFINE_LOCALMKTDATE ( LegCouponPaymentDate   ) 
FIX::DEFINE_LOCALMKTDATE ( IssueDate   ) 
FIX::DEFINE_LOCALMKTDATE ( LegDatedDate   ) 
FIX::DEFINE_LOCALMKTDATE ( YieldRedemptionDate   ) 
FIX::DEFINE_LOCALMKTDATE ( UnderlyingMaturityDate   ) 
FIX::DEFINE_LOCALMKTDATE ( BasisFeatureDate   ) 
FIX::DEFINE_LOCALMKTDATE ( LegMaturityDate   ) 
FIX::DEFINE_LOCALMKTDATE ( AgreementDate   ) 
FIX::DEFINE_LOCALMKTDATE ( CardStartDate   ) 
FIX::DEFINE_LOCALMKTDATE ( ExDate   ) 
FIX::DEFINE_LOCALMKTDATE ( UnderlyingRedemptionDate   ) 
FIX::DEFINE_LOCALMKTDATE ( LegSettlDate   ) 
FIX::DEFINE_LOCALMKTDATE ( EventDate   ) 
FIX::DEFINE_LOCALMKTDATE ( OrigTradeDate   ) 
FIX::DEFINE_LOCALMKTDATE ( YieldCalcDate   ) 
FIX::DEFINE_LOCALMKTDATE ( SettlDate   ) 
FIX::DEFINE_LOCALMKTDATE ( UnderlyingIssueDate   ) 
FIX::DEFINE_LOCALMKTDATE ( DerivativeIssueDate   ) 
FIX::DEFINE_LOCALMKTDATE ( ExpireDate   ) 
FIX::DEFINE_LOCALMKTDATE ( DerivativeMaturityDate   ) 
FIX::DEFINE_LOCALMKTDATE ( EndDate   ) 
FIX::DEFINE_LOCALMKTDATE ( RedemptionDate   ) 
FIX::DEFINE_LOCALMKTDATE ( LegInterestAccrualDate   ) 
FIX::DEFINE_LOCALMKTDATE ( FutSettDate2   ) 
FIX::DEFINE_LOCALMKTDATE ( InterestAccrualDate   ) 
FIX::DEFINE_LOCALMKTDATE ( TradeOriginationDate   ) 
FIX::DEFINE_LOCALMKTDATE ( LegRedemptionDate   ) 
FIX::DEFINE_LOCALMKTDATE ( DerivativeEventDate   ) 
FIX::DEFINE_LOCALMKTDATE ( CouponPaymentDate   ) 
FIX::DEFINE_LOCALMKTDATE ( UnderlyingSettlementDate   ) 
FIX::DEFINE_LOCALMKTDATE ( MaturityDate   ) 
FIX::DEFINE_LOCALMKTDATE ( PaymentDate   ) 
FIX::DEFINE_LOCALMKTDATE ( DatedDate   ) 
FIX::DEFINE_LOCALMKTDATE ( CardExpDate   ) 
FIX::DEFINE_LOCALMKTDATE ( QuantityDate   ) 
FIX::DEFINE_LOCALMKTDATE ( StartDate   ) 
FIX::DEFINE_LOCALMKTDATE ( ClearingBusinessDate   ) 
FIX::DEFINE_LOCALMKTDATE ( UnderlyingLegMaturityDate   ) 
FIX::DEFINE_LOCALMKTDATE ( LegFutSettDate   ) 
FIX::DEFINE_LOCALMKTDATE ( FutSettDate   ) 
FIX::DEFINE_LOCALMKTDATE ( UnderlyingCouponPaymentDate   ) 
FIX::DEFINE_LOCALMKTDATE ( DeliveryDate   ) 
FIX::DEFINE_MONTHYEAR ( RiskMaturityMonthYear   ) 
FIX::DEFINE_MONTHYEAR ( RelationshipRiskMaturityMonthYear   ) 
FIX::DEFINE_MONTHYEAR ( DerivativeContractSettlMonth   ) 
FIX::DEFINE_MONTHYEAR ( UnderlyingLegMaturityMonthYear   ) 
FIX::DEFINE_MONTHYEAR ( ContractSettlMonth   ) 
FIX::DEFINE_MONTHYEAR ( LegMaturityMonthYear   ) 
FIX::DEFINE_MONTHYEAR ( StartMaturityMonthYear   ) 
FIX::DEFINE_MONTHYEAR ( MaturityMonthYear   ) 
FIX::DEFINE_MONTHYEAR ( DerivativeMaturityMonthYear   ) 
FIX::DEFINE_MONTHYEAR ( EndMaturityMonthYear   ) 
FIX::DEFINE_MONTHYEAR ( UnderlyingMaturityMonthYear   ) 
FIX::DEFINE_MONTHYEAR ( LegContractSettlMonth   ) 
FIX::DEFINE_MULTIPLECHARVALUE ( CorporateAction   ) 
FIX::DEFINE_MULTIPLECHARVALUE ( FinancialStatus   ) 
FIX::DEFINE_MULTIPLECHARVALUE ( ExecInst   ) 
FIX::DEFINE_MULTIPLECHARVALUE ( Scope   ) 
FIX::DEFINE_MULTIPLECHARVALUE ( LegExecInst   ) 
FIX::DEFINE_MULTIPLECHARVALUE ( OpenCloseSettlFlag   ) 
FIX::DEFINE_MULTIPLECHARVALUE ( OrderRestrictions   ) 
FIX::DEFINE_MULTIPLESTRINGVALUE ( QuoteCondition   ) 
FIX::DEFINE_MULTIPLESTRINGVALUE ( DeskOrderHandlingInst   ) 
FIX::DEFINE_MULTIPLESTRINGVALUE ( TradeCondition   ) 
FIX::DEFINE_MULTIPLESTRINGVALUE ( CustOrderHandlingInst   ) 
FIX::DEFINE_MULTIPLEVALUESTRING ( OpenCloseSettleFlag   ) 
FIX::DEFINE_NUMINGROUP ( NoStrategyParameters   ) 
FIX::DEFINE_NUMINGROUP ( NoRiskSecurityAltID   ) 
FIX::DEFINE_NUMINGROUP ( NoInstrumentParties   ) 
FIX::DEFINE_NUMINGROUP ( NoRegistDtls   ) 
FIX::DEFINE_NUMINGROUP ( NoRelatedContextPartyIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoDerivativeInstrAttrib   ) 
FIX::DEFINE_NUMINGROUP ( NoTrdRegTimestamps   ) 
FIX::DEFINE_NUMINGROUP ( NoComplexEvents   ) 
FIX::DEFINE_NUMINGROUP ( NoNested3PartyIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoUnderlyingLegSecurityAltID   ) 
FIX::DEFINE_NUMINGROUP ( NoBidDescriptors   ) 
FIX::DEFINE_NUMINGROUP ( NoSecurityTypes   ) 
FIX::DEFINE_NUMINGROUP ( NoQuoteEntries   ) 
FIX::DEFINE_NUMINGROUP ( NoApplIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoRoutingIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoOrdTypeRules   ) 
FIX::DEFINE_NUMINGROUP ( NoFills   ) 
FIX::DEFINE_NUMINGROUP ( NoRelationshipRiskSecurityAltID   ) 
FIX::DEFINE_NUMINGROUP ( NoRelatedSym   ) 
FIX::DEFINE_NUMINGROUP ( NoRateSources   ) 
FIX::DEFINE_NUMINGROUP ( NoAllocs   ) 
FIX::DEFINE_NUMINGROUP ( NoSettlDetails   ) 
FIX::DEFINE_NUMINGROUP ( NoTradingSessionRules   ) 
FIX::DEFINE_NUMINGROUP ( NoOfSecSizes   ) 
FIX::DEFINE_NUMINGROUP ( NoStrikes   ) 
FIX::DEFINE_NUMINGROUP ( NoDistribInsts   ) 
FIX::DEFINE_NUMINGROUP ( NoRiskInstruments   ) 
FIX::DEFINE_NUMINGROUP ( NoRequestedPartyRoles   ) 
FIX::DEFINE_NUMINGROUP ( NoDerivativeSecurityAltID   ) 
FIX::DEFINE_NUMINGROUP ( NoPartyAltIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoContraBrokers   ) 
FIX::DEFINE_NUMINGROUP ( NoPartyIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoTrades   ) 
FIX::DEFINE_NUMINGROUP ( NoUndlyInstrumentPartySubIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoLinesOfText   ) 
FIX::DEFINE_NUMINGROUP ( NoSettlInst   ) 
FIX::DEFINE_NUMINGROUP ( NoAsgnReqs   ) 
FIX::DEFINE_NUMINGROUP ( NoRiskWarningLevels   ) 
FIX::DEFINE_NUMINGROUP ( NoPartyRelationships   ) 
FIX::DEFINE_NUMINGROUP ( NoLegs   ) 
FIX::DEFINE_NUMINGROUP ( NoRootPartyIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoTargetPartyIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoRelatedContextPartySubIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoNested2PartySubIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoEvents   ) 
FIX::DEFINE_NUMINGROUP ( NoRelationshipRiskWarningLevels   ) 
FIX::DEFINE_NUMINGROUP ( NoSides   ) 
FIX::DEFINE_NUMINGROUP ( NoSecurityAltID   ) 
FIX::DEFINE_NUMINGROUP ( NoBidComponents   ) 
FIX::DEFINE_NUMINGROUP ( NoRelationshipRiskInstruments   ) 
FIX::DEFINE_NUMINGROUP ( NoPosAmt   ) 
FIX::DEFINE_NUMINGROUP ( NoLotTypeRules   ) 
FIX::DEFINE_NUMINGROUP ( NoAffectedOrders   ) 
FIX::DEFINE_NUMINGROUP ( NoUnderlyingStips   ) 
FIX::DEFINE_NUMINGROUP ( NoStrikeRules   ) 
FIX::DEFINE_NUMINGROUP ( NoUnderlyings   ) 
FIX::DEFINE_NUMINGROUP ( NoOfLegUnderlyings   ) 
FIX::DEFINE_NUMINGROUP ( NoMatchRules   ) 
FIX::DEFINE_NUMINGROUP ( NoTrdRepIndicators   ) 
FIX::DEFINE_NUMINGROUP ( NoPartySubIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoRelatedPartyAltSubIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoAltMDSource   ) 
FIX::DEFINE_NUMINGROUP ( NoNested4PartyIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoRiskLimits   ) 
FIX::DEFINE_NUMINGROUP ( NoStatsIndicators   ) 
FIX::DEFINE_NUMINGROUP ( NoPartyList   ) 
FIX::DEFINE_NUMINGROUP ( NoTickRules   ) 
FIX::DEFINE_NUMINGROUP ( NoMiscFees   ) 
FIX::DEFINE_NUMINGROUP ( NoMDFeedTypes   ) 
FIX::DEFINE_NUMINGROUP ( NoContextPartyIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoPartyListResponseTypes   ) 
FIX::DEFINE_NUMINGROUP ( NoMDEntries   ) 
FIX::DEFINE_NUMINGROUP ( NoClearingInstructions   ) 
FIX::DEFINE_NUMINGROUP ( NoInstrumentPartySubIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoDerivativeEvents   ) 
FIX::DEFINE_NUMINGROUP ( NoMDEntryTypes   ) 
FIX::DEFINE_NUMINGROUP ( NoContextPartySubIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoOrders   ) 
FIX::DEFINE_NUMINGROUP ( NoInstrAttrib   ) 
FIX::DEFINE_NUMINGROUP ( NoExecs   ) 
FIX::DEFINE_NUMINGROUP ( NoRelatedPartySubIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoUnderlyingSecurityAltID   ) 
FIX::DEFINE_NUMINGROUP ( NoUnderlyingAmounts   ) 
FIX::DEFINE_NUMINGROUP ( NoSettlOblig   ) 
FIX::DEFINE_NUMINGROUP ( NoComplexEventDates   ) 
FIX::DEFINE_NUMINGROUP ( NoContAmts   ) 
FIX::DEFINE_NUMINGROUP ( NoCollInquiryQualifier   ) 
FIX::DEFINE_NUMINGROUP ( NoRelatedPartyAltIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoUndlyInstrumentParties   ) 
FIX::DEFINE_NUMINGROUP ( NoDerivativeInstrumentParties   ) 
FIX::DEFINE_NUMINGROUP ( NoNewsRefIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoQuoteSets   ) 
FIX::DEFINE_NUMINGROUP ( NoIOIQualifiers   ) 
FIX::DEFINE_NUMINGROUP ( NoMsgTypes   ) 
FIX::DEFINE_NUMINGROUP ( NoRootPartySubIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoTimeInForceRules   ) 
FIX::DEFINE_NUMINGROUP ( NoPositions   ) 
FIX::DEFINE_NUMINGROUP ( NoNestedPartySubIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoPartyAltSubIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoTradingSessions   ) 
FIX::DEFINE_NUMINGROUP ( NoNested4PartySubIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoComplexEventTimes   ) 
FIX::DEFINE_NUMINGROUP ( NoNested3PartySubIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoNotAffectedOrders   ) 
FIX::DEFINE_NUMINGROUP ( NoSettlPartyIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoDlvyInst   ) 
FIX::DEFINE_NUMINGROUP ( NoSideTrdRegTS   ) 
FIX::DEFINE_NUMINGROUP ( NoMaturityRules   ) 
FIX::DEFINE_NUMINGROUP ( NoDerivativeInstrumentPartySubIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoExpiration   ) 
FIX::DEFINE_NUMINGROUP ( NoNestedPartyIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoCapacities   ) 
FIX::DEFINE_NUMINGROUP ( NoLegAllocs   ) 
FIX::DEFINE_NUMINGROUP ( NoQuoteQualifiers   ) 
FIX::DEFINE_NUMINGROUP ( NoHops   ) 
FIX::DEFINE_NUMINGROUP ( NoMarketSegments   ) 
FIX::DEFINE_NUMINGROUP ( NoNestedInstrAttrib   ) 
FIX::DEFINE_NUMINGROUP ( NoRelationshipRiskLimits   ) 
FIX::DEFINE_NUMINGROUP ( NoStipulations   ) 
FIX::DEFINE_NUMINGROUP ( NoSettlPartySubIDs   ) 
FIX::DEFINE_NUMINGROUP ( LinesOfText   ) 
FIX::DEFINE_NUMINGROUP ( NoLegStipulations   ) 
FIX::DEFINE_NUMINGROUP ( NoRelatedPartyIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoNested2PartyIDs   ) 
FIX::DEFINE_NUMINGROUP ( NoExecInstRules   ) 
FIX::DEFINE_NUMINGROUP ( NoCompIDs   ) 
FIX::DEFINE_PERCENTAGE ( OriginalNotionalPercentageOutstanding   ) 
FIX::DEFINE_PERCENTAGE ( RelationshipRiskWarningLevelPercent   ) 
FIX::DEFINE_PERCENTAGE ( Yield   ) 
FIX::DEFINE_PERCENTAGE ( LegRepurchaseRate   ) 
FIX::DEFINE_PERCENTAGE ( LiquidityPctHigh   ) 
FIX::DEFINE_PERCENTAGE ( LegCouponRate   ) 
FIX::DEFINE_PERCENTAGE ( CouponRate   ) 
FIX::DEFINE_PERCENTAGE ( MarginRatio   ) 
FIX::DEFINE_PERCENTAGE ( AccruedInterestRate   ) 
FIX::DEFINE_PERCENTAGE ( StrikePriceBoundaryPrecision   ) 
FIX::DEFINE_PERCENTAGE ( LegDividendYield   ) 
FIX::DEFINE_PERCENTAGE ( UnderlyingAllocationPercent   ) 
FIX::DEFINE_PERCENTAGE ( AllowableOneSidednessPct   ) 
FIX::DEFINE_PERCENTAGE ( NotionalPercentageOutstanding   ) 
FIX::DEFINE_PERCENTAGE ( ComplexEventPriceBoundaryPrecision   ) 
FIX::DEFINE_PERCENTAGE ( DistribPercentage   ) 
FIX::DEFINE_PERCENTAGE ( DividendYield   ) 
FIX::DEFINE_PERCENTAGE ( UnderlyingCouponRate   ) 
FIX::DEFINE_PERCENTAGE ( UnderlyingRepurchaseRate   ) 
FIX::DEFINE_PERCENTAGE ( EFPTrackingError   ) 
FIX::DEFINE_PERCENTAGE ( WtAverageLiquidity   ) 
FIX::DEFINE_PERCENTAGE ( AttachmentPoint   ) 
FIX::DEFINE_PERCENTAGE ( RiskCouponRate   ) 
FIX::DEFINE_PERCENTAGE ( PctAtRisk   ) 
FIX::DEFINE_PERCENTAGE ( RepurchaseRate   ) 
FIX::DEFINE_PERCENTAGE ( ParticipationRate   ) 
FIX::DEFINE_PERCENTAGE ( CrossPercent   ) 
FIX::DEFINE_PERCENTAGE ( OutsideIndexPct   ) 
FIX::DEFINE_PERCENTAGE ( UnderlyingDetachmentPoint   ) 
FIX::DEFINE_PERCENTAGE ( OfferYield   ) 
FIX::DEFINE_PERCENTAGE ( OrderPercent   ) 
FIX::DEFINE_PERCENTAGE ( RelationshipRiskCouponRate   ) 
FIX::DEFINE_PERCENTAGE ( UnderlyingNotionalPercentageOutstanding   ) 
FIX::DEFINE_PERCENTAGE ( LiquidityPctLow   ) 
FIX::DEFINE_PERCENTAGE ( UnderlyingAttachmentPoint   ) 
FIX::DEFINE_PERCENTAGE ( UnderlyingOriginalNotionalPercentageOutstanding   ) 
FIX::DEFINE_PERCENTAGE ( RiskWarningLevelPercent   ) 
FIX::DEFINE_PERCENTAGE ( BidYield   ) 
FIX::DEFINE_PERCENTAGE ( MidYield   ) 
FIX::DEFINE_PERCENTAGE ( DetachmentPoint   ) 
FIX::DEFINE_PRICE ( StartStrikePxRange   ) 
FIX::DEFINE_PRICE ( StopPx   ) 
FIX::DEFINE_PRICE ( DerivativeFloorPrice   ) 
FIX::DEFINE_PRICE ( PriorSettlPrice   ) 
FIX::DEFINE_PRICE ( BidPx   ) 
FIX::DEFINE_PRICE ( AllocAvgPx   ) 
FIX::DEFINE_PRICE ( ReportedPx   ) 
FIX::DEFINE_PRICE ( Price   ) 
FIX::DEFINE_PRICE ( LastSpotRate   ) 
FIX::DEFINE_PRICE ( TriggerNewPrice   ) 
FIX::DEFINE_PRICE ( LegBidPx   ) 
FIX::DEFINE_PRICE ( UnderlyingLegStrikePrice   ) 
FIX::DEFINE_PRICE ( TriggerPrice   ) 
FIX::DEFINE_PRICE ( PeggedRefPrice   ) 
FIX::DEFINE_PRICE ( FloorPrice   ) 
FIX::DEFINE_PRICE ( OfferSpotRate   ) 
FIX::DEFINE_PRICE ( DerivativeCapPrice   ) 
FIX::DEFINE_PRICE ( LegOfferPx   ) 
FIX::DEFINE_PRICE ( LegLastPx   ) 
FIX::DEFINE_PRICE ( YieldRedemptionPrice   ) 
FIX::DEFINE_PRICE ( HighPx   ) 
FIX::DEFINE_PRICE ( EndTickPriceRange   ) 
FIX::DEFINE_PRICE ( EndStrikePxRange   ) 
FIX::DEFINE_PRICE ( UnderlyingSettlPrice   ) 
FIX::DEFINE_PRICE ( BidSpotRate   ) 
FIX::DEFINE_PRICE ( AllocPrice   ) 
FIX::DEFINE_PRICE ( LowLimitPrice   ) 
FIX::DEFINE_PRICE ( SecondaryLowLimitPrice   ) 
FIX::DEFINE_PRICE ( UnderlyingDirtyPrice   ) 
FIX::DEFINE_PRICE ( LowPx   ) 
FIX::DEFINE_PRICE ( EventPx   ) 
FIX::DEFINE_PRICE ( LastPx   ) 
FIX::DEFINE_PRICE ( UnderlyingLastPx   ) 
FIX::DEFINE_PRICE ( MktBidPx   ) 
FIX::DEFINE_PRICE ( LegStrikePrice   ) 
FIX::DEFINE_PRICE ( DerivativeStrikePrice   ) 
FIX::DEFINE_PRICE ( SecondaryTradingReferencePrice   ) 
FIX::DEFINE_PRICE ( UnderlyingEndPrice   ) 
FIX::DEFINE_PRICE ( SettlPrice   ) 
FIX::DEFINE_PRICE ( DerivativeEventPx   ) 
FIX::DEFINE_PRICE ( CapPrice   ) 
FIX::DEFINE_PRICE ( AvgPx   ) 
FIX::DEFINE_PRICE ( MidPx   ) 
FIX::DEFINE_PRICE ( TradingReferencePrice   ) 
FIX::DEFINE_PRICE ( StrikePrice   ) 
FIX::DEFINE_PRICE ( DayAvgPx   ) 
FIX::DEFINE_PRICE ( BenchmarkPrice   ) 
FIX::DEFINE_PRICE ( AvgParPx   ) 
FIX::DEFINE_PRICE ( OfferPx   ) 
FIX::DEFINE_PRICE ( PeggedPrice   ) 
FIX::DEFINE_PRICE ( TickIncrement   ) 
FIX::DEFINE_PRICE ( ComplexEventPrice   ) 
FIX::DEFINE_PRICE ( FillPx   ) 
FIX::DEFINE_PRICE ( BasisFeaturePrice   ) 
FIX::DEFINE_PRICE ( MDEntryPx   ) 
FIX::DEFINE_PRICE ( PrevClosePx   ) 
FIX::DEFINE_PRICE ( LastParPx   ) 
FIX::DEFINE_PRICE ( Price2   ) 
FIX::DEFINE_PRICE ( HighLimitPrice   ) 
FIX::DEFINE_PRICE ( DiscretionPrice   ) 
FIX::DEFINE_PRICE ( UnderlyingPx   ) 
FIX::DEFINE_PRICE ( MktOfferPx   ) 
FIX::DEFINE_PRICE ( LegBenchmarkPrice   ) 
FIX::DEFINE_PRICE ( RndPx   ) 
FIX::DEFINE_PRICE ( OrderAvgPx   ) 
FIX::DEFINE_PRICE ( SecondaryHighLimitPrice   ) 
FIX::DEFINE_PRICE ( FirstPx   ) 
FIX::DEFINE_PRICE ( UnderlyingStrikePrice   ) 
FIX::DEFINE_PRICE ( StartTickPriceRange   ) 
FIX::DEFINE_PRICE ( LegPrice   ) 
FIX::DEFINE_PRICEOFFSET ( LastSwapPoints   ) 
FIX::DEFINE_PRICEOFFSET ( LegBidForwardPoints   ) 
FIX::DEFINE_PRICEOFFSET ( LastForwardPoints   ) 
FIX::DEFINE_PRICEOFFSET ( SwapPoints   ) 
FIX::DEFINE_PRICEOFFSET ( LegLastForwardPoints   ) 
FIX::DEFINE_PRICEOFFSET ( SpreadToBenchmark   ) 
FIX::DEFINE_PRICEOFFSET ( NetChgPrevDay   ) 
FIX::DEFINE_PRICEOFFSET ( LegOfferForwardPoints   ) 
FIX::DEFINE_PRICEOFFSET ( BidForwardPoints2   ) 
FIX::DEFINE_PRICEOFFSET ( DiscretionOffset   ) 
FIX::DEFINE_PRICEOFFSET ( ThresholdAmount   ) 
FIX::DEFINE_PRICEOFFSET ( OfferForwardPoints   ) 
FIX::DEFINE_PRICEOFFSET ( MDEntryForwardPoints   ) 
FIX::DEFINE_PRICEOFFSET ( LastForwardPoints2   ) 
FIX::DEFINE_PRICEOFFSET ( Spread   ) 
FIX::DEFINE_PRICEOFFSET ( PegDifference   ) 
FIX::DEFINE_PRICEOFFSET ( BidSwapPoints   ) 
FIX::DEFINE_PRICEOFFSET ( OfferSwapPoints   ) 
FIX::DEFINE_PRICEOFFSET ( BidForwardPoints   ) 
FIX::DEFINE_PRICEOFFSET ( PriceImprovement   ) 
FIX::DEFINE_PRICEOFFSET ( OfferForwardPoints2   ) 
FIX::DEFINE_QTY ( OrderQty   ) 
FIX::DEFINE_QTY ( BidSize   ) 
FIX::DEFINE_QTY ( Shares   ) 
FIX::DEFINE_QTY ( LegAllocQty   ) 
FIX::DEFINE_QTY ( LegUnitOfMeasureQty   ) 
FIX::DEFINE_QTY ( MaxFloor   ) 
FIX::DEFINE_QTY ( AllocShares   ) 
FIX::DEFINE_QTY ( UnderlyingQty   ) 
FIX::DEFINE_QTY ( BuyVolume   ) 
FIX::DEFINE_QTY ( PriceUnitOfMeasureQty   ) 
FIX::DEFINE_QTY ( UnderlyingLastQty   ) 
FIX::DEFINE_QTY ( MDSecSize   ) 
FIX::DEFINE_QTY ( MinLotSize   ) 
FIX::DEFINE_QTY ( TriggerNewQty   ) 
FIX::DEFINE_QTY ( FillQty   ) 
FIX::DEFINE_QTY ( LongQty   ) 
FIX::DEFINE_QTY ( OrderCapacityQty   ) 
FIX::DEFINE_QTY ( AllocQty   ) 
FIX::DEFINE_QTY ( CalculatedCcyLastQty   ) 
FIX::DEFINE_QTY ( LeavesQty   ) 
FIX::DEFINE_QTY ( UnderlyingPriceUnitOfMeasureQty   ) 
FIX::DEFINE_QTY ( CumQty   ) 
FIX::DEFINE_QTY ( LastShares   ) 
FIX::DEFINE_QTY ( ShortQty   ) 
FIX::DEFINE_QTY ( CxlQty   ) 
FIX::DEFINE_QTY ( DisplayQty   ) 
FIX::DEFINE_QTY ( DefOfferSize   ) 
FIX::DEFINE_QTY ( DerivativePriceUnitOfMeasureQty   ) 
FIX::DEFINE_QTY ( MDEntrySize   ) 
FIX::DEFINE_QTY ( RoundLot   ) 
FIX::DEFINE_QTY ( ExpQty   ) 
FIX::DEFINE_QTY ( DisplayHighQty   ) 
FIX::DEFINE_QTY ( RefreshQty   ) 
FIX::DEFINE_QTY ( MinBidSize   ) 
FIX::DEFINE_QTY ( DerivativeUnitOfMeasureQty   ) 
FIX::DEFINE_QTY ( DefBidSize   ) 
FIX::DEFINE_QTY ( Quantity   ) 
FIX::DEFINE_QTY ( MaxShow   ) 
FIX::DEFINE_QTY ( UnderlyingAdjustedQuantity   ) 
FIX::DEFINE_QTY ( LastQty   ) 
FIX::DEFINE_QTY ( SecondaryDisplayQty   ) 
FIX::DEFINE_QTY ( SellVolume   ) 
FIX::DEFINE_QTY ( ContraTradeQty   ) 
FIX::DEFINE_QTY ( DisplayLowQty   ) 
FIX::DEFINE_QTY ( MinOfferSize   ) 
FIX::DEFINE_QTY ( LegPriceUnitOfMeasureQty   ) 
FIX::DEFINE_QTY ( OrderQty2   ) 
FIX::DEFINE_QTY ( DisplayMinIncr   ) 
FIX::DEFINE_QTY ( LegLastQty   ) 
FIX::DEFINE_QTY ( LegQty   ) 
FIX::DEFINE_QTY ( LegCalculatedCcyLastQty   ) 
FIX::DEFINE_QTY ( DayCumQty   ) 
FIX::DEFINE_QTY ( UnitOfMeasureQty   ) 
FIX::DEFINE_QTY ( DayOrderQty   ) 
FIX::DEFINE_QTY ( OfferSize   ) 
FIX::DEFINE_QTY ( MaxTradeVol   ) 
FIX::DEFINE_QTY ( AssignmentUnit   ) 
FIX::DEFINE_QTY ( MatchIncrement   ) 
FIX::DEFINE_QTY ( OrderBookingQty   ) 
FIX::DEFINE_QTY ( UnderlyingUnitOfMeasureQty   ) 
FIX::DEFINE_QTY ( MinQty   ) 
FIX::DEFINE_QTY ( TotalVolumeTraded   ) 
FIX::DEFINE_QTY ( RatioQty   ) 
FIX::DEFINE_QTY ( CashOrderQty   ) 
FIX::DEFINE_QTY ( TradeVolume   ) 
FIX::DEFINE_QTY ( MinTradeVol   ) 
FIX::DEFINE_QTY ( LegOrderQty   ) 
FIX::DEFINE_SEQNUM ( ApplBegSeqNum   ) 
FIX::DEFINE_SEQNUM ( MsgSeqNum   ) 
FIX::DEFINE_SEQNUM ( EndSeqNo   ) 
FIX::DEFINE_SEQNUM ( NextExpectedMsgSeqNum   ) 
FIX::DEFINE_SEQNUM ( LastMsgSeqNumProcessed   ) 
FIX::DEFINE_SEQNUM ( NewSeqNo   ) 
FIX::DEFINE_SEQNUM ( ApplEndSeqNum   ) 
FIX::DEFINE_SEQNUM ( RefApplLastSeqNum   ) 
FIX::DEFINE_SEQNUM ( BeginSeqNo   ) 
FIX::DEFINE_SEQNUM ( ApplSeqNum   ) 
FIX::DEFINE_SEQNUM ( ApplLastSeqNum   ) 
FIX::DEFINE_SEQNUM ( HopRefID   ) 
FIX::DEFINE_SEQNUM ( ApplNewSeqNum   ) 
FIX::DEFINE_SEQNUM ( RefSeqNum   ) 
FIX::DEFINE_STRING ( StipulationValue   ) 
FIX::DEFINE_STRING ( TierCode   ) 
FIX::DEFINE_STRING ( RelationshipRiskSymbolSfx   ) 
FIX::DEFINE_STRING ( UnderlyingLegSecurityIDSource   ) 
FIX::DEFINE_STRING ( RiskSecurityAltID   ) 
FIX::DEFINE_STRING ( RiskSecurityDesc   ) 
FIX::DEFINE_STRING ( StrategyParameterValue   ) 
FIX::DEFINE_STRING ( UnderlyingTimeUnit   ) 
FIX::DEFINE_STRING ( UnderlyingCPRegType   ) 
FIX::DEFINE_STRING ( SecondaryTradeReportRefID   ) 
FIX::DEFINE_STRING ( UndlyInstrumentPartySubID   ) 
FIX::DEFINE_STRING ( DerivativeInstrumentPartySubID   ) 
FIX::DEFINE_STRING ( RelationshipRiskSymbol   ) 
FIX::DEFINE_STRING ( ReceivedDeptID   ) 
FIX::DEFINE_STRING ( OrigSecondaryTradeID   ) 
FIX::DEFINE_STRING ( UnderlyingCreditRating   ) 
FIX::DEFINE_STRING ( TestReqID   ) 
FIX::DEFINE_STRING ( UnderlyingSecurityAltIDSource   ) 
FIX::DEFINE_STRING ( ListExecInst   ) 
FIX::DEFINE_STRING ( LegSymbolSfx   ) 
FIX::DEFINE_STRING ( Nested2PartyID   ) 
FIX::DEFINE_STRING ( TrdRegTimestampOrigin   ) 
FIX::DEFINE_STRING ( Nested3PartySubID   ) 
FIX::DEFINE_STRING ( QuoteRespID   ) 
FIX::DEFINE_STRING ( SecurityStatusReqID   ) 
FIX::DEFINE_STRING ( ApplResponseID   ) 
FIX::DEFINE_STRING ( CashSettlAgentContactName   ) 
FIX::DEFINE_STRING ( SettlLocation   ) 
FIX::DEFINE_STRING ( UnderlyingRestructuringType   ) 
FIX::DEFINE_STRING ( UnderlyingLocaleOfIssue   ) 
FIX::DEFINE_STRING ( TriggerSymbol   ) 
FIX::DEFINE_STRING ( DerivativeProductComplex   ) 
FIX::DEFINE_STRING ( DerivativeSecurityStatus   ) 
FIX::DEFINE_STRING ( ContIntRptID   ) 
FIX::DEFINE_STRING ( Nested4PartySubID   ) 
FIX::DEFINE_STRING ( DerivativeTimeUnit   ) 
FIX::DEFINE_STRING ( UnderlyingLegCFICode   ) 
FIX::DEFINE_STRING ( TargetSubID   ) 
FIX::DEFINE_STRING ( CollRptID   ) 
FIX::DEFINE_STRING ( ReferencePage   ) 
FIX::DEFINE_STRING ( LegAllocAcctIDSource   ) 
FIX::DEFINE_STRING ( ListStatusText   ) 
FIX::DEFINE_STRING ( UnderlyingStipType   ) 
FIX::DEFINE_STRING ( DerivativeLocaleOfIssue   ) 
FIX::DEFINE_STRING ( UnderlyingInstrRegistry   ) 
FIX::DEFINE_STRING ( DefaultCstmApplVerID   ) 
FIX::DEFINE_STRING ( RelationshipRiskWarningLevelName   ) 
FIX::DEFINE_STRING ( InstrumentPartyID   ) 
FIX::DEFINE_STRING ( UnderlyingInstrumentPartySubID   ) 
FIX::DEFINE_STRING ( SecurityXMLSchema   ) 
FIX::DEFINE_STRING ( DerivativeInstrumentPartyID   ) 
FIX::DEFINE_STRING ( UnderlyingSecurityAltID   ) 
FIX::DEFINE_STRING ( DerivativeSecurityXMLSchema   ) 
FIX::DEFINE_STRING ( RootPartyID   ) 
FIX::DEFINE_STRING ( DerivativeInstrRegistry   ) 
FIX::DEFINE_STRING ( RelatedPartyAltSubID   ) 
FIX::DEFINE_STRING ( StateOrProvinceOfIssue   ) 
FIX::DEFINE_STRING ( UnderlyingTradingSessionID   ) 
FIX::DEFINE_STRING ( CollAsgnRefID   ) 
FIX::DEFINE_STRING ( Seniority   ) 
FIX::DEFINE_STRING ( DerivativeSymbol   ) 
FIX::DEFINE_STRING ( TradingSessionDesc   ) 
FIX::DEFINE_STRING ( NotAffOrigClOrdID   ) 
FIX::DEFINE_STRING ( RelationshipRiskSecurityType   ) 
FIX::DEFINE_STRING ( QuoteSetID   ) 
FIX::DEFINE_STRING ( UnderlyingSymbolSfx   ) 
FIX::DEFINE_STRING ( BenchmarkCurveName   ) 
FIX::DEFINE_STRING ( TimeBracket   ) 
FIX::DEFINE_STRING ( DerivativeSecurityAltID   ) 
FIX::DEFINE_STRING ( AgreementID   ) 
FIX::DEFINE_STRING ( PartyDetailsListRequestID   ) 
FIX::DEFINE_STRING ( CashSettlAgentCode   ) 
FIX::DEFINE_STRING ( RelationshipRiskSecurityID   ) 
FIX::DEFINE_STRING ( TargetStrategyParameters   ) 
FIX::DEFINE_STRING ( RefApplID   ) 
FIX::DEFINE_STRING ( StatusText   ) 
FIX::DEFINE_STRING ( SideFillStationCd   ) 
FIX::DEFINE_STRING ( RiskInstrumentSettlType   ) 
FIX::DEFINE_STRING ( ContraTrader   ) 
FIX::DEFINE_STRING ( DerivativeSymbolSfx   ) 
FIX::DEFINE_STRING ( SecuritySettlAgentCode   ) 
FIX::DEFINE_STRING ( NetworkResponseID   ) 
FIX::DEFINE_STRING ( SettlPartySubID   ) 
FIX::DEFINE_STRING ( LegLocaleOfIssue   ) 
FIX::DEFINE_STRING ( UnderlyingLegSecurityID   ) 
FIX::DEFINE_STRING ( RegistDetls   ) 
FIX::DEFINE_STRING ( LegIssuer   ) 
FIX::DEFINE_STRING ( LegSymbol   ) 
FIX::DEFINE_STRING ( UnderlyingSecurityIDSource   ) 
FIX::DEFINE_STRING ( RefApplVerID   ) 
FIX::DEFINE_STRING ( InputSource   ) 
FIX::DEFINE_STRING ( Account   ) 
FIX::DEFINE_STRING ( CstmApplVerID   ) 
FIX::DEFINE_STRING ( UnderlyingSecuritySubType   ) 
FIX::DEFINE_STRING ( MDFeedType   ) 
FIX::DEFINE_STRING ( PegSecurityIDSource   ) 
FIX::DEFINE_STRING ( LegInstrRegistry   ) 
FIX::DEFINE_STRING ( MDEntryOriginator   ) 
FIX::DEFINE_STRING ( TriggerTradingSessionID   ) 
FIX::DEFINE_STRING ( RiskSecuritySubType   ) 
FIX::DEFINE_STRING ( AllocText   ) 
FIX::DEFINE_STRING ( SettlObligMsgID   ) 
FIX::DEFINE_STRING ( UnderlyingSecurityID   ) 
FIX::DEFINE_STRING ( OnBehalfOfCompID   ) 
FIX::DEFINE_STRING ( AllocLinkID   ) 
FIX::DEFINE_STRING ( PartySubID   ) 
FIX::DEFINE_STRING ( RelationshipRiskRestructuringType   ) 
FIX::DEFINE_STRING ( IOIID   ) 
FIX::DEFINE_STRING ( DefaultApplVerID   ) 
FIX::DEFINE_STRING ( ClientBidID   ) 
FIX::DEFINE_STRING ( TriggerSecurityIDSource   ) 
FIX::DEFINE_STRING ( UnderlyingLegSecurityExchange   ) 
FIX::DEFINE_STRING ( MDEntryID   ) 
FIX::DEFINE_STRING ( PartyID   ) 
FIX::DEFINE_STRING ( ContraBroker   ) 
FIX::DEFINE_STRING ( LegSecurityAltIDSource   ) 
FIX::DEFINE_STRING ( PosReqID   ) 
FIX::DEFINE_STRING ( BookingRefID   ) 
FIX::DEFINE_STRING ( TransferReason   ) 
FIX::DEFINE_STRING ( LegTimeUnit   ) 
FIX::DEFINE_STRING ( ResponseDestination   ) 
FIX::DEFINE_STRING ( TradSesReqID   ) 
FIX::DEFINE_STRING ( SettlInstMsgID   ) 
FIX::DEFINE_STRING ( MDStreamID   ) 
FIX::DEFINE_STRING ( RelationshipRiskSecurityAltIDSource   ) 
FIX::DEFINE_STRING ( BidDescriptor   ) 
FIX::DEFINE_STRING ( SecuritySettlAgentName   ) 
FIX::DEFINE_STRING ( MatchAlgorithm   ) 
FIX::DEFINE_STRING ( SecondaryAllocID   ) 
FIX::DEFINE_STRING ( DerivativeValuationMethod   ) 
FIX::DEFINE_STRING ( EventText   ) 
FIX::DEFINE_STRING ( UnderlyingPriceUnitOfMeasure   ) 
FIX::DEFINE_STRING ( MatchType   ) 
FIX::DEFINE_STRING ( LegStipulationValue   ) 
FIX::DEFINE_STRING ( PosMaintRptRefID   ) 
FIX::DEFINE_STRING ( HopCompID   ) 
FIX::DEFINE_STRING ( AdvRefID   ) 
FIX::DEFINE_STRING ( ApplID   ) 
FIX::DEFINE_STRING ( SettlDepositoryCode   ) 
FIX::DEFINE_STRING ( PosType   ) 
FIX::DEFINE_STRING ( OrigTradeID   ) 
FIX::DEFINE_STRING ( SettlObligRefID   ) 
FIX::DEFINE_STRING ( RiskSecurityID   ) 
FIX::DEFINE_STRING ( IndividualAllocID   ) 
FIX::DEFINE_STRING ( UnderlyingUnitOfMeasure   ) 
FIX::DEFINE_STRING ( RegistDtls   ) 
FIX::DEFINE_STRING ( AdvId   ) 
FIX::DEFINE_STRING ( UnderlyingIDSource   ) 
FIX::DEFINE_STRING ( UnderlyingSymbol   ) 
FIX::DEFINE_STRING ( ParentMktSegmID   ) 
FIX::DEFINE_STRING ( SettlSessID   ) 
FIX::DEFINE_STRING ( OrigClOrdID   ) 
FIX::DEFINE_STRING ( SenderSubID   ) 
FIX::DEFINE_STRING ( LocaleOfIssue   ) 
FIX::DEFINE_STRING ( PosMaintRptID   ) 
FIX::DEFINE_STRING ( FuturesValuationMethod   ) 
FIX::DEFINE_STRING ( RelationshipRiskSeniority   ) 
FIX::DEFINE_STRING ( CFICode   ) 
FIX::DEFINE_STRING ( UnderlyingStipValue   ) 
FIX::DEFINE_STRING ( OrderInputDevice   ) 
FIX::DEFINE_STRING ( TrdMatchID   ) 
FIX::DEFINE_STRING ( ClearingAccount   ) 
FIX::DEFINE_STRING ( MassStatusReqID   ) 
FIX::DEFINE_STRING ( LegPool   ) 
FIX::DEFINE_STRING ( CollReqID   ) 
FIX::DEFINE_STRING ( StreamAsgnRptID   ) 
FIX::DEFINE_STRING ( InstrRegistry   ) 
FIX::DEFINE_STRING ( SecurityResponseID   ) 
FIX::DEFINE_STRING ( SecurityGroup   ) 
FIX::DEFINE_STRING ( LegSecuritySubType   ) 
FIX::DEFINE_STRING ( LegRefID   ) 
FIX::DEFINE_STRING ( SecurityStatus   ) 
FIX::DEFINE_STRING ( ProductComplex   ) 
FIX::DEFINE_STRING ( RefAllocID   ) 
FIX::DEFINE_STRING ( RptSys   ) 
FIX::DEFINE_STRING ( SecurityAltIDSource   ) 
FIX::DEFINE_STRING ( HostCrossID   ) 
FIX::DEFINE_STRING ( PegSecurityID   ) 
FIX::DEFINE_STRING ( UnderlyingCFICode   ) 
FIX::DEFINE_STRING ( AffectedOrderID   ) 
FIX::DEFINE_STRING ( SecurityReqID   ) 
FIX::DEFINE_STRING ( UnderlyingLegSecurityAltID   ) 
FIX::DEFINE_STRING ( UnderlyingSecurityType   ) 
FIX::DEFINE_STRING ( PartyAltID   ) 
FIX::DEFINE_STRING ( TimeUnit   ) 
FIX::DEFINE_STRING ( FillExecID   ) 
FIX::DEFINE_STRING ( SecurityType   ) 
FIX::DEFINE_STRING ( OrderID   ) 
FIX::DEFINE_STRING ( ClOrdLinkID   ) 
FIX::DEFINE_STRING ( LegSecurityDesc   ) 
FIX::DEFINE_STRING ( LegAllocAccount   ) 
FIX::DEFINE_STRING ( RegistRejReasonText   ) 
FIX::DEFINE_STRING ( Nested4PartyID   ) 
FIX::DEFINE_STRING ( DeliverToLocationID   ) 
FIX::DEFINE_STRING ( RootPartySubID   ) 
FIX::DEFINE_STRING ( PartyDetailsListReportID   ) 
FIX::DEFINE_STRING ( LegUnitOfMeasure   ) 
FIX::DEFINE_STRING ( PriceQuoteMethod   ) 
FIX::DEFINE_STRING ( StipulationType   ) 
FIX::DEFINE_STRING ( ClientID   ) 
FIX::DEFINE_STRING ( RelationshipRiskInstrumentSettlType   ) 
FIX::DEFINE_STRING ( LegCreditRating   ) 
FIX::DEFINE_STRING ( NotAffectedOrderID   ) 
FIX::DEFINE_STRING ( SecurityListDesc   ) 
FIX::DEFINE_STRING ( ContextPartyID   ) 
FIX::DEFINE_STRING ( CashSettlAgentAcctNum   ) 
FIX::DEFINE_STRING ( SettlPartyID   ) 
FIX::DEFINE_STRING ( UnderlyingLegSecurityAltIDSource   ) 
FIX::DEFINE_STRING ( TradingSessionID   ) 
FIX::DEFINE_STRING ( ListName   ) 
FIX::DEFINE_STRING ( RestructuringType   ) 
FIX::DEFINE_STRING ( NetworkRequestID   ) 
FIX::DEFINE_STRING ( SettlType   ) 
FIX::DEFINE_STRING ( SecondaryTradeReportID   ) 
FIX::DEFINE_STRING ( DeskType   ) 
FIX::DEFINE_STRING ( RelationshipRiskSecurityGroup   ) 
FIX::DEFINE_STRING ( EmailThreadID   ) 
FIX::DEFINE_STRING ( ComplianceID   ) 
FIX::DEFINE_STRING ( DlvyInst   ) 
FIX::DEFINE_STRING ( RefApplReqID   ) 
FIX::DEFINE_STRING ( Subject   ) 
FIX::DEFINE_STRING ( Password   ) 
FIX::DEFINE_STRING ( SecurityIDSource   ) 
FIX::DEFINE_STRING ( InstrAttribValue   ) 
FIX::DEFINE_STRING ( SettlObligID   ) 
FIX::DEFINE_STRING ( DerivativeInstrumentPartyIDSource   ) 
FIX::DEFINE_STRING ( QuoteID   ) 
FIX::DEFINE_STRING ( MiscFeeType   ) 
FIX::DEFINE_STRING ( RiskSeniority   ) 
FIX::DEFINE_STRING ( WaveNo   ) 
FIX::DEFINE_STRING ( AsgnRptID   ) 
FIX::DEFINE_STRING ( RiskSecurityType   ) 
FIX::DEFINE_STRING ( LegIOIQty   ) 
FIX::DEFINE_STRING ( DerivativeCFICode   ) 
FIX::DEFINE_STRING ( RiskSymbol   ) 
FIX::DEFINE_STRING ( AffectedSecondaryOrderID   ) 
FIX::DEFINE_STRING ( SettlInstReqID   ) 
FIX::DEFINE_STRING ( RiskSecurityGroup   ) 
FIX::DEFINE_STRING ( MessageEncoding   ) 
FIX::DEFINE_STRING ( PriceUnitOfMeasure   ) 
FIX::DEFINE_STRING ( RiskSecurityAltIDSource   ) 
FIX::DEFINE_STRING ( QuoteReqID   ) 
FIX::DEFINE_STRING ( CardHolderName   ) 
FIX::DEFINE_STRING ( SettlBrkrCode   ) 
FIX::DEFINE_STRING ( TriggerSecurityID   ) 
FIX::DEFINE_STRING ( RelationshipRiskSecurityIDSource   ) 
FIX::DEFINE_STRING ( ClearingFirm   ) 
FIX::DEFINE_STRING ( LegBenchmarkCurvePoint   ) 
FIX::DEFINE_STRING ( SecuritySettlAgentContactName   ) 
FIX::DEFINE_STRING ( SideReasonCd   ) 
FIX::DEFINE_STRING ( Nested2PartySubID   ) 
FIX::DEFINE_STRING ( UserStatusText   ) 
FIX::DEFINE_STRING ( AdvTransType   ) 
FIX::DEFINE_STRING ( ExecID   ) 
FIX::DEFINE_STRING ( ApplReportID   ) 
FIX::DEFINE_STRING ( LastNetworkResponseID   ) 
FIX::DEFINE_STRING ( LegStateOrProvinceOfIssue   ) 
FIX::DEFINE_STRING ( AllocID   ) 
FIX::DEFINE_STRING ( UnderlyingLegSymbol   ) 
FIX::DEFINE_STRING ( UnderlyingTradingSessionSubID   ) 
FIX::DEFINE_STRING ( Username   ) 
FIX::DEFINE_STRING ( Pool   ) 
FIX::DEFINE_STRING ( SecondaryExecID   ) 
FIX::DEFINE_STRING ( SettleOnOpenFlag   ) 
FIX::DEFINE_STRING ( NewsID   ) 
FIX::DEFINE_STRING ( UnitOfMeasure   ) 
FIX::DEFINE_STRING ( DerivativeSecurityDesc   ) 
FIX::DEFINE_STRING ( LegSecurityID   ) 
FIX::DEFINE_STRING ( UnderlyingCashType   ) 
FIX::DEFINE_STRING ( TriggerSecurityDesc   ) 
FIX::DEFINE_STRING ( ConfirmRefID   ) 
FIX::DEFINE_STRING ( IOIRefID   ) 
FIX::DEFINE_STRING ( MDReqID   ) 
FIX::DEFINE_STRING ( SecurityID   ) 
FIX::DEFINE_STRING ( CollInquiryID   ) 
FIX::DEFINE_STRING ( MessageEventSource   ) 
FIX::DEFINE_STRING ( PositionCurrency   ) 
FIX::DEFINE_STRING ( DerivativePriceUnitOfMeasure   ) 
FIX::DEFINE_STRING ( UnderlyingLegSecurityType   ) 
FIX::DEFINE_STRING ( IOIQty   ) 
FIX::DEFINE_STRING ( NewPassword   ) 
FIX::DEFINE_STRING ( URLLink   ) 
FIX::DEFINE_STRING ( SecuritySettlAgentAcctName   ) 
FIX::DEFINE_STRING ( UnderlyingSettlMethod   ) 
FIX::DEFINE_STRING ( CashDistribAgentAcctName   ) 
FIX::DEFINE_STRING ( AltMDSourceID   ) 
FIX::DEFINE_STRING ( ConfirmReqID   ) 
FIX::DEFINE_STRING ( StreamAsgnReqID   ) 
FIX::DEFINE_STRING ( RegistEmail   ) 
FIX::DEFINE_STRING ( StandInstDbID   ) 
FIX::DEFINE_STRING ( RefMsgType   ) 
FIX::DEFINE_STRING ( DerivativeSecurityGroup   ) 
FIX::DEFINE_STRING ( CrossID   ) 
FIX::DEFINE_STRING ( RegistID   ) 
FIX::DEFINE_STRING ( ExchangeRule   ) 
FIX::DEFINE_STRING ( CollAsgnID   ) 
FIX::DEFINE_STRING ( BenchmarkCurvePoint   ) 
FIX::DEFINE_STRING ( RiskSymbolSfx   ) 
FIX::DEFINE_STRING ( RelationshipRiskCFICode   ) 
FIX::DEFINE_STRING ( UnderlyingLegSecuritySubType   ) 
FIX::DEFINE_STRING ( RelatdSym   ) 
FIX::DEFINE_STRING ( RegistAcctType   ) 
FIX::DEFINE_STRING ( CashDistribAgentAcctNumber   ) 
FIX::DEFINE_STRING ( AllocCustomerCapacity   ) 
FIX::DEFINE_STRING ( PegSecurityDesc   ) 
FIX::DEFINE_STRING ( DerivativeEventText   ) 
FIX::DEFINE_STRING ( CashSettlAgentAcctName   ) 
FIX::DEFINE_STRING ( BidID   ) 
FIX::DEFINE_STRING ( MailingDtls   ) 
FIX::DEFINE_STRING ( SettlSessSubID   ) 
FIX::DEFINE_STRING ( CashSettlAgentName   ) 
FIX::DEFINE_STRING ( LegIndividualAllocID   ) 
FIX::DEFINE_STRING ( YieldType   ) 
FIX::DEFINE_STRING ( CardIssNo   ) 
FIX::DEFINE_STRING ( NestedPartySubID   ) 
FIX::DEFINE_STRING ( Headline   ) 
FIX::DEFINE_STRING ( PegSymbol   ) 
FIX::DEFINE_STRING ( SettlInstCode   ) 
FIX::DEFINE_STRING ( RefOrderID   ) 
FIX::DEFINE_STRING ( LegSecurityAltID   ) 
FIX::DEFINE_STRING ( ListID   ) 
FIX::DEFINE_STRING ( RiskProductComplex   ) 
FIX::DEFINE_STRING ( DeliverToSubID   ) 
FIX::DEFINE_STRING ( BeginString   ) 
FIX::DEFINE_STRING ( ContextPartySubID   ) 
FIX::DEFINE_STRING ( TradeInputSource   ) 
FIX::DEFINE_STRING ( OrigCrossID   ) 
FIX::DEFINE_STRING ( OrigPosReqRefID   ) 
FIX::DEFINE_STRING ( SideComplianceID   ) 
FIX::DEFINE_STRING ( SecondaryClOrdID   ) 
FIX::DEFINE_STRING ( UndlyInstrumentPartyID   ) 
FIX::DEFINE_STRING ( UnderlyingLegSecurityDesc   ) 
FIX::DEFINE_STRING ( TargetPartyID   ) 
FIX::DEFINE_STRING ( LegAllocID   ) 
FIX::DEFINE_STRING ( CashDistribAgentCode   ) 
FIX::DEFINE_STRING ( CPRegType   ) 
FIX::DEFINE_STRING ( DeskID   ) 
FIX::DEFINE_STRING ( RelationshipRiskSecurityDesc   ) 
FIX::DEFINE_STRING ( SideTradeReportID   ) 
FIX::DEFINE_STRING ( RiskCFICode   ) 
FIX::DEFINE_STRING ( CardIssNum   ) 
FIX::DEFINE_STRING ( AsgnReqID   ) 
FIX::DEFINE_STRING ( UnderlyingLegSymbolSfx   ) 
FIX::DEFINE_STRING ( RFQReqID   ) 
FIX::DEFINE_STRING ( TradingSessionSubID   ) 
FIX::DEFINE_STRING ( NestedInstrAttribValue   ) 
FIX::DEFINE_STRING ( ApplVerID   ) 
FIX::DEFINE_STRING ( MaturityRuleID   ) 
FIX::DEFINE_STRING ( LegSecurityIDSource   ) 
FIX::DEFINE_STRING ( DerivativeInstrAttribValue   ) 
FIX::DEFINE_STRING ( RelatedContextPartyID   ) 
FIX::DEFINE_STRING ( RefCompID   ) 
FIX::DEFINE_STRING ( StrikeRuleID   ) 
FIX::DEFINE_STRING ( BenchmarkSecurityID   ) 
FIX::DEFINE_STRING ( IOIShares   ) 
FIX::DEFINE_STRING ( ExecRefID   ) 
FIX::DEFINE_STRING ( AllocReportRefID   ) 
FIX::DEFINE_STRING ( QuoteStatusReqID   ) 
FIX::DEFINE_STRING ( UnderlyingInstrumentPartyID   ) 
FIX::DEFINE_STRING ( InstrumentPartySubID   ) 
FIX::DEFINE_STRING ( MarketSegmentID   ) 
FIX::DEFINE_STRING ( LegStipulationType   ) 
FIX::DEFINE_STRING ( IDSource   ) 
FIX::DEFINE_STRING ( IOIid   ) 
FIX::DEFINE_STRING ( MsgType   ) 
FIX::DEFINE_STRING ( SecuritySettlAgentContactPhone   ) 
FIX::DEFINE_STRING ( SecondaryTradeID   ) 
FIX::DEFINE_STRING ( RiskRestructuringType   ) 
FIX::DEFINE_STRING ( PaymentRef   ) 
FIX::DEFINE_STRING ( PartyAltSubID   ) 
FIX::DEFINE_STRING ( SettlInstID   ) 
FIX::DEFINE_STRING ( TradeLegRefID   ) 
FIX::DEFINE_STRING ( DerivativeStateOrProvinceOfIssue   ) 
FIX::DEFINE_STRING ( RelatedPartySubID   ) 
FIX::DEFINE_STRING ( RelationshipRiskLimitPlatform   ) 
FIX::DEFINE_STRING ( OnBehalfOfSubID   ) 
FIX::DEFINE_STRING ( OnBehalfOfLocationID   ) 
FIX::DEFINE_STRING ( CashDistribAgentName   ) 
FIX::DEFINE_STRING ( RefSubID   ) 
FIX::DEFINE_STRING ( SecuritySettlAgentAcctNum   ) 
FIX::DEFINE_STRING ( TradeInputDevice   ) 
FIX::DEFINE_STRING ( UserRequestID   ) 
FIX::DEFINE_STRING ( Nested3PartyID   ) 
FIX::DEFINE_STRING ( RelationshipRiskProductComplex   ) 
FIX::DEFINE_STRING ( DerivativePriceQuoteMethod   ) 
FIX::DEFINE_STRING ( RegistRefID   ) 
FIX::DEFINE_STRING ( SecurityAltID   ) 
FIX::DEFINE_STRING ( UnderlyingSettlementStatus   ) 
FIX::DEFINE_STRING ( CollRespID   ) 
FIX::DEFINE_STRING ( DerivativeIssuer   ) 
FIX::DEFINE_STRING ( MassActionReportID   ) 
FIX::DEFINE_STRING ( BusinessRejectRefID   ) 
FIX::DEFINE_STRING ( SymbolSfx   ) 
FIX::DEFINE_STRING ( AgreementDesc   ) 
FIX::DEFINE_STRING ( SecondaryIndividualAllocID   ) 
FIX::DEFINE_STRING ( FirmTradeID   ) 
FIX::DEFINE_STRING ( StandInstDbName   ) 
FIX::DEFINE_STRING ( ConfirmID   ) 
FIX::DEFINE_STRING ( RiskLimitPlatform   ) 
FIX::DEFINE_STRING ( LegSecurityType   ) 
FIX::DEFINE_STRING ( MailingInst   ) 
FIX::DEFINE_STRING ( QuoteEntryID   ) 
FIX::DEFINE_STRING ( ExecBroker   ) 
FIX::DEFINE_STRING ( SecondaryOrderID   ) 
FIX::DEFINE_STRING ( Text   ) 
FIX::DEFINE_STRING ( AllocClearingFeeIndicator   ) 
FIX::DEFINE_STRING ( MarketReportID   ) 
FIX::DEFINE_STRING ( Symbol   ) 
FIX::DEFINE_STRING ( BenchmarkSecurityIDSource   ) 
FIX::DEFINE_STRING ( LegReportID   ) 
FIX::DEFINE_STRING ( TradeReportID   ) 
FIX::DEFINE_STRING ( DerivativeSecurityIDSource   ) 
FIX::DEFINE_STRING ( TradeReportRefID   ) 
FIX::DEFINE_STRING ( ContraLegRefID   ) 
FIX::DEFINE_STRING ( QuoteMsgID   ) 
FIX::DEFINE_STRING ( MDEntryBuyer   ) 
FIX::DEFINE_STRING ( TargetCompID   ) 
FIX::DEFINE_STRING ( DerivativeSecurityID   ) 
FIX::DEFINE_STRING ( ValuationMethod   ) 
FIX::DEFINE_STRING ( StrategyParameterName   ) 
FIX::DEFINE_STRING ( LegPriceUnitOfMeasure   ) 
FIX::DEFINE_STRING ( RiskSecurityIDSource   ) 
FIX::DEFINE_STRING ( TradeRequestID   ) 
FIX::DEFINE_STRING ( Designation   ) 
FIX::DEFINE_STRING ( TradeLinkID   ) 
FIX::DEFINE_STRING ( TriggerTradingSessionSubID   ) 
FIX::DEFINE_STRING ( DerivativeSecuritySubType   ) 
FIX::DEFINE_STRING ( RelatedContextPartySubID   ) 
FIX::DEFINE_STRING ( SecondaryFirmTradeID   ) 
FIX::DEFINE_STRING ( DerivativeUnitOfMeasure   ) 
FIX::DEFINE_STRING ( TradeID   ) 
FIX::DEFINE_STRING ( ExchangeSpecialInstructions   ) 
FIX::DEFINE_STRING ( RejectText   ) 
FIX::DEFINE_STRING ( SideExecID   ) 
FIX::DEFINE_STRING ( RefCstmApplVerID   ) 
FIX::DEFINE_STRING ( PosAmtType   ) 
FIX::DEFINE_STRING ( UnderlyingStateOrProvinceOfIssue   ) 
FIX::DEFINE_STRING ( RelatedPartyAltID   ) 
FIX::DEFINE_STRING ( RelationshipRiskSecurityAltID   ) 
FIX::DEFINE_STRING ( RoutingID   ) 
FIX::DEFINE_STRING ( SenderLocationID   ) 
FIX::DEFINE_STRING ( MarketSegmentDesc   ) 
FIX::DEFINE_STRING ( UnderlyingSeniority   ) 
FIX::DEFINE_STRING ( ClOrdID   ) 
FIX::DEFINE_STRING ( SecuritySubType   ) 
FIX::DEFINE_STRING ( MarketReqID   ) 
FIX::DEFINE_STRING ( PaymentRemitterID   ) 
FIX::DEFINE_STRING ( SenderCompID   ) 
FIX::DEFINE_STRING ( OrdStatusReqID   ) 
FIX::DEFINE_STRING ( LocationID   ) 
FIX::DEFINE_STRING ( UnderlyingCPProgram   ) 
FIX::DEFINE_STRING ( RiskWarningLevelName   ) 
FIX::DEFINE_STRING ( DerivativeSettleOnOpenFlag   ) 
FIX::DEFINE_STRING ( CashDistribPayRef   ) 
FIX::DEFINE_STRING ( UnderlyingSecurityDesc   ) 
FIX::DEFINE_STRING ( MDEntryRefID   ) 
FIX::DEFINE_STRING ( SecurityListRefID   ) 
FIX::DEFINE_STRING ( BrokerOfCredit   ) 
FIX::DEFINE_STRING ( ClearingFeeIndicator   ) 
FIX::DEFINE_STRING ( LegBenchmarkCurveName   ) 
FIX::DEFINE_STRING ( LegCFICode   ) 
FIX::DEFINE_STRING ( AllocReportID   ) 
FIX::DEFINE_STRING ( DerivativeSecurityAltIDSource   ) 
FIX::DEFINE_STRING ( SecurityDesc   ) 
FIX::DEFINE_STRING ( AllocAccount   ) 
FIX::DEFINE_STRING ( TargetLocationID   ) 
FIX::DEFINE_STRING ( DeliverToCompID   ) 
FIX::DEFINE_STRING ( MDEntrySeller   ) 
FIX::DEFINE_STRING ( CardNumber   ) 
FIX::DEFINE_STRING ( Issuer   ) 
FIX::DEFINE_STRING ( SideTrdRegTimestampSrc   ) 
FIX::DEFINE_STRING ( CreditRating   ) 
FIX::DEFINE_STRING ( CashSettlAgentContactPhone   ) 
FIX::DEFINE_STRING ( DerivativeSecurityType   ) 
FIX::DEFINE_STRING ( NoLegSecurityAltID   ) 
FIX::DEFINE_STRING ( DerivativeFuturesValuationMethod   ) 
FIX::DEFINE_STRING ( ApplReqID   ) 
FIX::DEFINE_STRING ( NewsRefID   ) 
FIX::DEFINE_STRING ( UnderlyingIssuer   ) 
FIX::DEFINE_STRING ( SecurityListID   ) 
FIX::DEFINE_STRING ( RelationshipRiskSecuritySubType   ) 
FIX::DEFINE_STRING ( NestedPartyID   ) 
FIX::DEFINE_STRING ( SettlInstRefID   ) 
FIX::DEFINE_STRING ( RelatedPartyID   ) 
FIX::DEFINE_TZTIMEONLY ( MaturityTime   ) 
FIX::DEFINE_TZTIMEONLY ( UnderlyingMaturityTime   ) 
FIX::DEFINE_TZTIMEONLY ( RiskMaturityTime   ) 
FIX::DEFINE_TZTIMEONLY ( DerivativeMaturityTime   ) 
FIX::DEFINE_TZTIMEONLY ( LegMaturityTime   ) 
FIX::DEFINE_TZTIMEONLY ( UnderlyingLegMaturityTime   ) 
FIX::DEFINE_TZTIMEONLY ( RelationshipRiskMaturityTime   ) 
FIX::DEFINE_TZTIMESTAMP ( TZTransactTime   ) 
FIX::DEFINE_UTCDATEONLY ( MDEntryDate   ) 
FIX::DEFINE_UTCDATEONLY ( TotalVolumeTradedDate   ) 
FIX::DEFINE_UTCTIMEONLY ( ComplexEventStartTime   ) 
FIX::DEFINE_UTCTIMEONLY ( MDEntryTime   ) 
FIX::DEFINE_UTCTIMEONLY ( ComplexEventEndTime   ) 
FIX::DEFINE_UTCTIMEONLY ( TotalVolumeTradedTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( ComplexEventStartDate   ) 
FIX::DEFINE_UTCTIMESTAMP ( SendingTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( OnBehalfOfSendingTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( TrdRegTimestamp   ) 
FIX::DEFINE_UTCTIMESTAMP ( SideTimeInForce   ) 
FIX::DEFINE_UTCTIMESTAMP ( ValidUntilTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( HopSendingTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( TransBkdTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( EventTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( TransactTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( ComplexEventEndDate   ) 
FIX::DEFINE_UTCTIMESTAMP ( ExecValuationPoint   ) 
FIX::DEFINE_UTCTIMESTAMP ( OrigTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( TradSesEndTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( OrigSendingTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( EffectiveTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( TradSesPreCloseTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( OrigOrdModTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( ExpireTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( TradSesOpenTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( QuoteSetValidUntilTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( LastUpdateTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( TradSesCloseTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( StrikeTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( DerivativeEventTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( TradSesStartTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( RelSymTransactTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( ContraTradeTime   ) 
FIX::DEFINE_UTCTIMESTAMP ( SideTrdRegTimestamp   ) 
FIX::DEFINE_XMLDATA ( SecurityXML   ) 
std::string FIX::file_appendpath ( const std::string &  path,
const std::string &  file 
)
bool FIX::file_exists ( const char *  path  ) 
void FIX::file_fclose ( FILE *  file  ) 

Referenced by FIX::FileLog::backup().

FILE * FIX::file_fopen ( const char *  path,
const char *  mode 
)
void FIX::file_mkdir ( const char *  path  ) 
int FIX::file_rename ( const char *  oldpath,
const char *  newpath 
)

Referenced by FIX::FileLog::backup().

std::string FIX::file_separator (  ) 
void FIX::file_unlink ( const char *  path  ) 

Referenced by FIX::FileStore::open().

MsgType FIX::identifyType ( const std::string &  message  )  throw ( MessageParseError ) [inline]

Parse the type of a message from a string.

Definition at line 378 of file Message.h.

References FIX::FIELD::MsgType.

Referenced by FIX::Session::next().

00380 {
00381   std::string::size_type pos = message.find( "\00135=" );
00382   if ( pos == std::string::npos ) throw MessageParseError();
00383 
00384   std::string::size_type startValue = pos + 4;
00385   std::string::size_type soh = message.find_first_of( '\001', startValue );
00386   if ( soh == std::string::npos ) throw MessageParseError();
00387 
00388   std::string value = message.substr( startValue, soh - startValue );
00389   return MsgType( value );
00390 }

template<class T >
char* FIX::integer_to_string ( char *  buf,
const size_t  len,
t 
) [inline]

Definition at line 37 of file FieldConvertors.h.

Referenced by FIX::IntConvertor::convert(), and integer_to_string_padded().

00038 {
00039   const bool isNegative = t < 0;
00040   char* p = buf + len;
00041 
00042   *--p = '\0';
00043 
00044   if( isNegative )
00045   {
00046     if( t == (std::numeric_limits<T>::min)() )
00047     {
00048       *--p = '0' + (char)((10-t%10)%10);
00049       t/=10;
00050     }
00051     t = -t;
00052     do
00053     {
00054       *--p = '0' + (char)(t % 10);
00055       t /= 10;
00056     } while (t > 0);
00057     *--p = '-';
00058   }
00059   else
00060   {
00061     do
00062     {
00063       *--p = '0' + (char)(t % 10);
00064       t /= 10;
00065     } while( t > 0 );
00066   }
00067   return p;
00068 }

template<class T >
char* FIX::integer_to_string_padded ( char *  buf,
const size_t  len,
t,
const size_t  width = 0,
const char  paddingChar = '0' 
) [inline]

Definition at line 72 of file FieldConvertors.h.

References integer_to_string().

Referenced by FIX::UtcDateConvertor::convert(), FIX::UtcTimeOnlyConvertor::convert(), FIX::UtcTimeStampConvertor::convert(), and FIX::CheckSumConvertor::convert().

00075 {
00076   if( !width ) return integer_to_string( buf, len, t );
00077 
00078   const bool isNegative = t < 0;
00079   char* p = buf + len;
00080 
00081   *--p = '\0';
00082 
00083   if( isNegative )
00084   {
00085     if( t == (std::numeric_limits<T>::min)() )
00086     {
00087       *--p = '0' + (char)(( 10 -t % 10 ) % 10);
00088       t/=10;
00089     }
00090     t=-t;
00091     do
00092     {
00093       *--p = '0' + (char)(t % 10);
00094       t /= 10;
00095     } while (t > 0);
00096     if( p > buf )
00097       *--p = '-';
00098   }
00099   else
00100   {
00101     do
00102     {
00103       *--p = '0' + (char)(t % 10);
00104       t /= 10;
00105     } while( t > 0 );
00106   }
00107   const char* stop_p = buf + len - width - 1;
00108   if( stop_p < buf ) stop_p = buf;
00109   while( p > stop_p )
00110     *--p = paddingChar;
00111   return p;
00112 }

bool FIX::isComment ( const std::string &  line  ) 

Definition at line 31 of file Settings.cpp.

00032 {
00033   if( line.size() == 0 )
00034     return false;
00035 
00036   return line[0] == '#';
00037 }

bool FIX::isKeyValue ( const std::string &  line  ) 

Definition at line 52 of file Settings.cpp.

00053 {
00054   return line.find( '=' ) != std::string::npos;
00055 }

bool FIX::isSection ( const std::string &  line  ) 

Definition at line 39 of file Settings.cpp.

00040 {
00041   if( line.size() == 0 )
00042     return false;
00043 
00044   return line[0] == '[' && line[line.size()-1] == ']';
00045 }

bool FIX::operator!= ( const SessionID &  lhs,
const SessionID &  rhs 
) [inline]

Definition at line 147 of file SessionID.h.

00148 {
00149   return !( lhs == rhs );
00150 }

bool FIX::operator!= ( const std::string &  lhs,
const StringField &  rhs 
) [inline]

Definition at line 242 of file Field.h.

References FIX::StringField::getValue().

00243   { return lhs != rhs.getValue(); }

bool FIX::operator!= ( const StringField &  lhs,
const std::string &  rhs 
) [inline]

Definition at line 240 of file Field.h.

References FIX::StringField::getValue().

00241   { return lhs.getValue() != rhs; }

bool FIX::operator!= ( const char *  lhs,
const StringField &  rhs 
) [inline]

Definition at line 217 of file Field.h.

References FIX::StringField::getValue().

00218   { return lhs != rhs.getValue(); }

bool FIX::operator!= ( const StringField &  lhs,
const char *  rhs 
) [inline]

Definition at line 215 of file Field.h.

References FIX::StringField::getValue().

00216   { return lhs.getValue() != rhs; }

bool FIX::operator!= ( const DatabaseConnectionID &  lhs,
const DatabaseConnectionID &  rhs 
) [inline]

Definition at line 99 of file DatabaseConnectionID.h.

00100 {
00101   return !( lhs == rhs );
00102 }

bool FIX::operator< ( const SessionID &  lhs,
const SessionID &  rhs 
) [inline]

Definition at line 137 of file SessionID.h.

References FIX::SessionID::toStringFrozen().

00138 {
00139   return lhs.toStringFrozen() < rhs.toStringFrozen();
00140 }

bool FIX::operator< ( const std::string &  lhs,
const StringField &  rhs 
) [inline]

Definition at line 230 of file Field.h.

References FIX::StringField::getValue().

00231   { return lhs < rhs.getValue(); }

bool FIX::operator< ( const StringField &  lhs,
const std::string &  rhs 
) [inline]

Definition at line 228 of file Field.h.

References FIX::StringField::getValue().

00229   { return lhs.getValue() < rhs; }

bool FIX::operator< ( const char *  lhs,
const StringField &  rhs 
) [inline]

Definition at line 205 of file Field.h.

References FIX::StringField::getValue().

00206   { return lhs < rhs.getValue(); }

bool FIX::operator< ( const StringField &  lhs,
const char *  rhs 
) [inline]

Definition at line 203 of file Field.h.

References FIX::StringField::getValue().

00204   { return lhs.getValue() < rhs; }

bool FIX::operator< ( const DatabaseConnectionID &  lhs,
const DatabaseConnectionID &  rhs 
) [inline]

Definition at line 66 of file DatabaseConnectionID.h.

References FIX::DatabaseConnectionID::m_database, FIX::DatabaseConnectionID::m_host, FIX::DatabaseConnectionID::m_password, FIX::DatabaseConnectionID::m_port, and FIX::DatabaseConnectionID::m_user.

00067 {
00068   if ( lhs.m_database < rhs.m_database )
00069     return true;
00070   else if ( rhs.m_database < lhs.m_database )
00071     return false;
00072   else if ( lhs.m_user < rhs.m_user )
00073     return true;
00074   else if ( rhs.m_user < lhs.m_user )
00075     return false;
00076   else if ( lhs.m_password < rhs.m_password )
00077     return true;
00078   else if ( rhs.m_password < lhs.m_password )
00079     return false;
00080   else if ( lhs.m_host < rhs.m_host )
00081     return true;
00082   else if ( rhs.m_host < lhs.m_host )
00083     return false;
00084   else if ( lhs.m_port < rhs.m_port )
00085     return true;
00086   else if ( rhs.m_port < lhs.m_port )
00087     return false;
00088   else
00089     return false;
00090 }

std::ostream & FIX::operator<< ( std::ostream &  stream,
const SessionSettings &  s 
)
std::ostream& FIX::operator<< ( std::ostream &  stream,
const SessionID &  sessionID 
) [inline]

Definition at line 153 of file SessionID.h.

00154 {
00155   stream << sessionID.toStringFrozen();
00156   return stream;
00157 }

std::ostream& FIX::operator<< ( std::ostream &  stream,
const Message &  message 
) [inline]

Definition at line 370 of file Message.h.

00371 {
00372   std::string str;
00373   stream << message.toString( str );
00374   return stream;
00375 }

std::ostream& FIX::operator<< ( std::ostream &  stream,
const HttpMessage &  message 
) [inline]

Definition at line 125 of file HttpMessage.h.

00126 {
00127   std::string str;
00128   stream << message.toString( str );
00129   return stream;
00130 }

std::ostream& FIX::operator<< ( std::ostream &  stream,
const FieldBase &  field 
) [inline]

Definition at line 139 of file Field.h.

00140 {
00141   stream << field.getString();
00142   return stream;
00143 }

std::ostream& FIX::operator<< ( std::ostream &  ostream,
const CallStack::Method &  method 
) [inline]

Definition at line 114 of file CallStack.h.

00115 {
00116   return ostream
00117          << method.name.c_str()
00118          << "(" << method.file.c_str() << ":" << method.line << ")";
00119 }

bool FIX::operator<= ( const std::string &  lhs,
const StringField &  rhs 
) [inline]

Definition at line 246 of file Field.h.

References FIX::StringField::getValue().

00247   { return lhs <= rhs.getValue(); }

bool FIX::operator<= ( const StringField &  lhs,
const std::string &  rhs 
) [inline]

Definition at line 244 of file Field.h.

References FIX::StringField::getValue().

00245   { return lhs.getValue() <= rhs; }

bool FIX::operator<= ( const char *  lhs,
const StringField &  rhs 
) [inline]

Definition at line 221 of file Field.h.

References FIX::StringField::getValue().

00222   { return lhs <= rhs.getValue(); }

bool FIX::operator<= ( const StringField &  lhs,
const char *  rhs 
) [inline]

Definition at line 219 of file Field.h.

References FIX::StringField::getValue().

00220   { return lhs.getValue() <= rhs; }

bool FIX::operator== ( const SessionID &  lhs,
const SessionID &  rhs 
) [inline]

Definition at line 142 of file SessionID.h.

References FIX::SessionID::toStringFrozen().

00143 {
00144   return lhs.toStringFrozen() == rhs.toStringFrozen();
00145 }

bool FIX::operator== ( const std::string &  lhs,
const StringField &  rhs 
) [inline]

Definition at line 238 of file Field.h.

References FIX::StringField::getValue().

00239   { return lhs == rhs.getValue(); }

bool FIX::operator== ( const StringField &  lhs,
const std::string &  rhs 
) [inline]

Definition at line 236 of file Field.h.

References FIX::StringField::getValue().

00237   { return lhs.getValue() == rhs; }

bool FIX::operator== ( const char *  lhs,
const StringField &  rhs 
) [inline]

Definition at line 213 of file Field.h.

References FIX::StringField::getValue().

00214   { return lhs == rhs.getValue(); }

bool FIX::operator== ( const StringField &  lhs,
const char *  rhs 
) [inline]

Definition at line 211 of file Field.h.

References FIX::StringField::getValue().

00212   { return lhs.getValue() == rhs; }

bool FIX::operator== ( const DatabaseConnectionID &  lhs,
const DatabaseConnectionID &  rhs 
) [inline]

Definition at line 91 of file DatabaseConnectionID.h.

References FIX::DatabaseConnectionID::m_database, FIX::DatabaseConnectionID::m_host, FIX::DatabaseConnectionID::m_password, FIX::DatabaseConnectionID::m_port, and FIX::DatabaseConnectionID::m_user.

00092 {
00093   return ( ( lhs.m_database == rhs.m_database ) &&
00094            ( lhs.m_user == rhs.m_user ) &&
00095            ( lhs.m_password == rhs.m_password ) &&
00096            ( lhs.m_host == rhs.m_host ) &&
00097            ( lhs.m_port == rhs.m_port ));
00098 }

bool FIX::operator== ( const CallStack::Method &  rhs,
const CallStack::Method &  lhs 
) [inline]

Definition at line 121 of file CallStack.h.

References FIX::CallStack::Method::file, FIX::CallStack::Method::line, and FIX::CallStack::Method::name.

00122 {
00123   return lhs.name == rhs.name
00124          && lhs.file == rhs.file
00125          && lhs.line == rhs.line;
00126 }

bool FIX::operator> ( const std::string &  lhs,
const StringField &  rhs 
) [inline]

Definition at line 234 of file Field.h.

References FIX::StringField::getValue().

00235   { return lhs > rhs.getValue(); }

bool FIX::operator> ( const StringField &  lhs,
const std::string &  rhs 
) [inline]

Definition at line 232 of file Field.h.

References FIX::StringField::getValue().

00233   { return lhs.getValue() > rhs; }

bool FIX::operator> ( const char *  lhs,
const StringField &  rhs 
) [inline]

Definition at line 209 of file Field.h.

References FIX::StringField::getValue().

00210   { return lhs > rhs.getValue(); }

bool FIX::operator> ( const StringField &  lhs,
const char *  rhs 
) [inline]

Definition at line 207 of file Field.h.

References FIX::StringField::getValue().

00208   { return lhs.getValue() > rhs; }

bool FIX::operator>= ( const std::string &  lhs,
const StringField &  rhs 
) [inline]

Definition at line 250 of file Field.h.

References FIX::StringField::getValue().

00251   { return lhs >= rhs.getValue(); }

bool FIX::operator>= ( const StringField &  lhs,
const std::string &  rhs 
) [inline]

Definition at line 248 of file Field.h.

References FIX::StringField::getValue().

00249   { return lhs.getValue() >= rhs; }

bool FIX::operator>= ( const char *  lhs,
const StringField &  rhs 
) [inline]

Definition at line 225 of file Field.h.

References FIX::StringField::getValue().

00226   { return lhs >= rhs.getValue(); }

bool FIX::operator>= ( const StringField &  lhs,
const char *  rhs 
) [inline]

Definition at line 223 of file Field.h.

References FIX::StringField::getValue().

00224   { return lhs.getValue() >= rhs; }

std::istream & FIX::operator>> ( std::istream &  stream,
Settings &  s 
)
std::istream & FIX::operator>> ( std::istream &  stream,
SessionSettings &  s 
) throw ( ConfigError )
std::istream& FIX::operator>> ( std::istream &  stream,
SessionID &  sessionID 
) [inline]

Definition at line 160 of file SessionID.h.

00161 {
00162   std::string str;
00163   stream >> str;
00164   sessionID.fromString( str );
00165   return stream;
00166 }

void FIX::process_sleep ( double  s  ) 
int FIX::socket_accept ( int  s  ) 
void FIX::socket_close ( int  s  ) 
int FIX::socket_connect ( int  socket,
const char *  address,
int  port 
)
int FIX::socket_createAcceptor ( int  port,
bool  reuse 
)
int FIX::socket_createConnector (  ) 
std::pair< int, int > FIX::socket_createpair (  ) 
bool FIX::socket_disconnected ( int  s  ) 
int FIX::socket_fcntl ( int  s,
int  opt,
int  arg 
)
bool FIX::socket_fionread ( int  s,
int &  bytes 
)
int FIX::socket_getfcntlflag ( int  s,
int  arg 
)
int FIX::socket_getsockopt ( int  s,
int  opt,
int &  optval 
)
const char * FIX::socket_hostname ( const char *  name  ) 
const char * FIX::socket_hostname ( int  socket  ) 
short FIX::socket_hostport ( int  socket  ) 
void FIX::socket_init (  ) 
void FIX::socket_invalidate ( int &  socket  ) 
bool FIX::socket_isBad ( int  s  ) 
bool FIX::socket_isValid ( int  socket  ) 
const char * FIX::socket_peername ( int  socket  ) 
int FIX::socket_send ( int  s,
const char *  msg,
int  length 
)
int FIX::socket_setfcntlflag ( int  s,
int  arg 
)
void FIX::socket_setnonblock ( int  socket  ) 
int FIX::socket_setsockopt ( int  s,
int  opt,
int  optval 
)
int FIX::socket_setsockopt ( int  s,
int  opt 
)
void FIX::socket_term (  ) 
std::pair<std::string, std::string> FIX::splitKeyValue ( const std::string &  line  ) 

Definition at line 57 of file Settings.cpp.

00058 {
00059   int equals = line.find( '=' );
00060   std::string key = std::string( line, 0, equals );
00061   std::string value = std::string( line, equals + 1, std::string::npos );
00062   return std::pair<std::string, std::string>( key, value );
00063 }

std::string FIX::splitSection ( const std::string &  line  ) 

Definition at line 47 of file Settings.cpp.

References string_strip().

00048 {
00049   return string_strip(std::string( line, 1, line.size() - 2 ));
00050 }

void FIX::string_replace ( const std::string &  oldValue,
const std::string &  newValue,
std::string &  value 
)
std::string FIX::string_strip ( const std::string &  value  ) 
std::string FIX::string_toLower ( const std::string &  value  ) 
std::string FIX::string_toUpper ( const std::string &  value  ) 
void FIX::thread_detach ( thread_id  thread  ) 
void FIX::thread_join ( thread_id  thread  ) 
thread_id FIX::thread_self (  ) 
bool FIX::thread_spawn ( THREAD_START_ROUTINE  func,
void *  var 
)
bool FIX::thread_spawn ( THREAD_START_ROUTINE  func,
void *  var,
thread_id &  thread 
)
tm FIX::time_gmtime ( const time_t *  t  ) 
tm FIX::time_localtime ( const time_t *  t  ) 

Variable Documentation

Definition at line 90 of file FixValues.h.

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Definition at line 84 of file FixValues.h.

Definition at line 93 of file FixValues.h.

Definition at line 92 of file FixValues.h.

const int FIX::AcctIDSource_BIC = 1

Definition at line 558 of file FixValues.h.

Definition at line 562 of file FixValues.h.

Definition at line 555 of file FixValues.h.

const int FIX::AcctIDSource_OMGEO = 4

Definition at line 560 of file FixValues.h.

Definition at line 557 of file FixValues.h.

const int FIX::AcctIDSource_OTHER = 99

Definition at line 559 of file FixValues.h.

Definition at line 561 of file FixValues.h.

Definition at line 556 of file FixValues.h.

const int FIX::AcctIDSource_TFM = 3

Definition at line 554 of file FixValues.h.

Definition at line 553 of file FixValues.h.

const int FIX::Adjustment_CANCEL = 1

Definition at line 3156 of file FixValues.h.

Definition at line 3157 of file FixValues.h.

const int FIX::Adjustment_ERROR = 2

Definition at line 3158 of file FixValues.h.

Definition at line 982 of file FixValues.h.

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Definition at line 988 of file FixValues.h.

Definition at line 987 of file FixValues.h.

const char FIX::AdvSide_BUY = 'B'

Definition at line 549 of file FixValues.h.

const char FIX::AdvSide_CROSS = 'X'

Definition at line 547 of file FixValues.h.

const char FIX::AdvSide_SELL = 'S'

Definition at line 550 of file FixValues.h.

const char FIX::AdvSide_TRADE = 'T'

Definition at line 548 of file FixValues.h.

const char FIX::AdvTransType_ADVCANCEL[] = "C"

Definition at line 1852 of file FixValues.h.

const char FIX::AdvTransType_ADVNEW[] = "N"

Definition at line 1854 of file FixValues.h.

const char FIX::AdvTransType_ADVREPLACE[] = "R"

Definition at line 1853 of file FixValues.h.

const char FIX::AdvTransType_CANCEL[] = "C"

Definition at line 1855 of file FixValues.h.

const char FIX::AdvTransType_NEW[] = "N"

Definition at line 1851 of file FixValues.h.

const char FIX::AdvTransType_REPLACE[] = "R"

Definition at line 1850 of file FixValues.h.

Definition at line 745 of file FixValues.h.

Definition at line 744 of file FixValues.h.

Definition at line 743 of file FixValues.h.

Definition at line 746 of file FixValues.h.

const char FIX::AggregatedBook_NO = 'N'

Definition at line 815 of file FixValues.h.

const char FIX::AggregatedBook_YES = 'Y'

Definition at line 816 of file FixValues.h.

const char FIX::AggressorIndicator_NO = 'N'

Definition at line 4498 of file FixValues.h.

const char FIX::AggressorIndicator_YES = 'Y'

Definition at line 4499 of file FixValues.h.

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Definition at line 752 of file FixValues.h.

Definition at line 751 of file FixValues.h.

const int FIX::AllocMethod_MANUAL = 3

Definition at line 753 of file FixValues.h.

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Definition at line 3958 of file FixValues.h.

const int FIX::AllocRejCode_OTHER = 7

Definition at line 3968 of file FixValues.h.

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Definition at line 1896 of file FixValues.h.

Definition at line 1901 of file FixValues.h.

Definition at line 1898 of file FixValues.h.

const char FIX::AllocTransType_CANCEL = '2'

Definition at line 1899 of file FixValues.h.

const char FIX::AllocTransType_NEW = '0'

Definition at line 1895 of file FixValues.h.

Definition at line 1897 of file FixValues.h.

const char FIX::AllocTransType_REPLACE = '1'

Definition at line 1894 of file FixValues.h.

const char FIX::AllocTransType_REVERSAL = '6'

Definition at line 1900 of file FixValues.h.

const int FIX::AllocType_ACCEPT = 9

Definition at line 3244 of file FixValues.h.

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const int FIX::AllocType_REJECT = 10

Definition at line 3226 of file FixValues.h.

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Definition at line 3227 of file FixValues.h.

const char FIX::APP_DATA_DICTIONARY[] = "AppDataDictionary"

Definition at line 48 of file SessionSettings.h.

Referenced by FIX::SessionFactory::processFixtDataDictionaries().

Definition at line 227 of file FixValues.h.

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Definition at line 1695 of file FixValues.h.

const char FIX::ApplVerID_FIX27[] = "0"

Definition at line 1063 of file FixValues.h.

const char FIX::ApplVerID_FIX30[] = "1"

Definition at line 1068 of file FixValues.h.

const char FIX::ApplVerID_FIX40[] = "2"

Definition at line 1066 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::ApplVerID_FIX41[] = "3"

Definition at line 1067 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::ApplVerID_FIX42[] = "4"

Definition at line 1069 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::ApplVerID_FIX43[] = "5"

Definition at line 1070 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::ApplVerID_FIX44[] = "6"

Definition at line 1071 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::ApplVerID_FIX50[] = "7"

Definition at line 1065 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::ApplVerID_FIX50SP1[] = "8"

Definition at line 1062 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::ApplVerID_FIX50SP2[] = "9"

Definition at line 1064 of file FixValues.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

const char FIX::AsOfIndicator_FALSE = '0'

Definition at line 990 of file FixValues.h.

const char FIX::AsOfIndicator_TRUE = '1'

Definition at line 989 of file FixValues.h.

Definition at line 395 of file FixValues.h.

Definition at line 397 of file FixValues.h.

const char FIX::AssignmentMethod_RANDOM = 'R'

Definition at line 396 of file FixValues.h.

Definition at line 1137 of file FixValues.h.

Definition at line 1134 of file FixValues.h.

Definition at line 1133 of file FixValues.h.

Definition at line 1132 of file FixValues.h.

Definition at line 1135 of file FixValues.h.

Definition at line 1136 of file FixValues.h.

Definition at line 2128 of file FixValues.h.

Definition at line 2139 of file FixValues.h.

Definition at line 2130 of file FixValues.h.

const char FIX::BasisPxType_CLSPX = '3'

Definition at line 2143 of file FixValues.h.

const char FIX::BasisPxType_CLSPXMORN = '2'

Definition at line 2140 of file FixValues.h.

Definition at line 2141 of file FixValues.h.

const char FIX::BasisPxType_CURRPX = '4'

Definition at line 2137 of file FixValues.h.

const char FIX::BasisPxType_OPEN = 'D'

Definition at line 2136 of file FixValues.h.

const char FIX::BasisPxType_OTHERS = 'Z'

Definition at line 2135 of file FixValues.h.

const char FIX::BasisPxType_SQ = '5'

Definition at line 2142 of file FixValues.h.

const char FIX::BasisPxType_STRIKE = 'C'

Definition at line 2144 of file FixValues.h.

Definition at line 2129 of file FixValues.h.

Definition at line 2126 of file FixValues.h.

Definition at line 2127 of file FixValues.h.

Definition at line 2146 of file FixValues.h.

Definition at line 2147 of file FixValues.h.

Definition at line 2145 of file FixValues.h.

const char FIX::BasisPxType_VWAPAFT = '8'

Definition at line 2125 of file FixValues.h.

Definition at line 2138 of file FixValues.h.

const char FIX::BasisPxType_VWAPDAY = '6'

Definition at line 2131 of file FixValues.h.

Definition at line 2134 of file FixValues.h.

const char FIX::BasisPxType_VWAPMORN = '7'

Definition at line 2133 of file FixValues.h.

Definition at line 2132 of file FixValues.h.

const char FIX::BEGINSTRING[] = "BeginString"

Definition at line 37 of file SessionSettings.h.

Referenced by FIX::SessionSettings::set(), and FIX::SessionSettings::validate().

const char FIX::BeginString_FIX40[] = "FIX.4.0"
const char FIX::BeginString_FIX41[] = "FIX.4.1"
const char FIX::BeginString_FIX42[] = "FIX.4.2"
const char FIX::BeginString_FIX43[] = "FIX.4.3"
const char FIX::BeginString_FIX44[] = "FIX.4.4"
const char FIX::BeginString_FIX50[] = "FIX.5.0"
const char FIX::BeginString_FIXT11[] = "FIXT.1.1"
const char FIX::Benchmark_10_YR = '4'

Definition at line 3933 of file FixValues.h.

const char FIX::Benchmark_10YR = '4'

Definition at line 3930 of file FixValues.h.

const char FIX::Benchmark_30_YR = '6'

Definition at line 3932 of file FixValues.h.

const char FIX::Benchmark_30YR = '6'

Definition at line 3925 of file FixValues.h.

const char FIX::Benchmark_3_MO_LIBOR = '8'

Definition at line 3927 of file FixValues.h.

const char FIX::Benchmark_3MOLIBOR = '8'

Definition at line 3938 of file FixValues.h.

const char FIX::Benchmark_5_YR = '2'

Definition at line 3934 of file FixValues.h.

const char FIX::Benchmark_5YR = '2'

Definition at line 3926 of file FixValues.h.

const char FIX::Benchmark_6_MO_LIBOR = '9'

Definition at line 3922 of file FixValues.h.

const char FIX::Benchmark_6MOLIBOR = '9'

Definition at line 3929 of file FixValues.h.

const char FIX::Benchmark_CURVE = '1'

Definition at line 3931 of file FixValues.h.

const char FIX::Benchmark_OLD10 = '5'

Definition at line 3937 of file FixValues.h.

const char FIX::Benchmark_OLD30 = '7'

Definition at line 3935 of file FixValues.h.

const char FIX::Benchmark_OLD5 = '3'

Definition at line 3936 of file FixValues.h.

const char FIX::Benchmark_OLD_10 = '5'

Definition at line 3928 of file FixValues.h.

const char FIX::Benchmark_OLD_30 = '7'

Definition at line 3924 of file FixValues.h.

const char FIX::Benchmark_OLD_5 = '3'

Definition at line 3923 of file FixValues.h.

const char FIX::BenchmarkCurveName_EONIA[] = "EONIA"

Definition at line 3865 of file FixValues.h.

const char FIX::BenchmarkCurveName_EUREPO[] = "EUREPO"

Definition at line 3860 of file FixValues.h.

const char FIX::BenchmarkCurveName_EURIBOR[] = "Euribor"

Definition at line 3864 of file FixValues.h.

const char FIX::BenchmarkCurveName_FUTURESWAP[] = "FutureSWAP"

Definition at line 3861 of file FixValues.h.

const char FIX::BenchmarkCurveName_LIBID[] = "LIBID"

Definition at line 3858 of file FixValues.h.

const char FIX::BenchmarkCurveName_LIBOR[] = "LIBOR"

Definition at line 3866 of file FixValues.h.

const char FIX::BenchmarkCurveName_MUNIAAA[] = "MuniAAA"

Definition at line 3857 of file FixValues.h.

const char FIX::BenchmarkCurveName_OTHER[] = "OTHER"

Definition at line 3863 of file FixValues.h.

const char FIX::BenchmarkCurveName_PFANDBRIEFE[] = "Pfandbriefe"

Definition at line 3859 of file FixValues.h.

const char FIX::BenchmarkCurveName_SONIA[] = "SONIA"

Definition at line 3856 of file FixValues.h.

const char FIX::BenchmarkCurveName_SWAP[] = "SWAP"

Definition at line 3867 of file FixValues.h.

const char FIX::BenchmarkCurveName_TREASURY[] = "Treasury"

Definition at line 3862 of file FixValues.h.

Definition at line 4429 of file FixValues.h.

Definition at line 4430 of file FixValues.h.

Definition at line 4431 of file FixValues.h.

Definition at line 1473 of file FixValues.h.

const char FIX::BidRequestTransType_NEW = 'N'

Definition at line 1471 of file FixValues.h.

const char FIX::BidRequestTransType_NO = 'N'

Definition at line 1472 of file FixValues.h.

const char FIX::BidTradeType_AGENCY = 'A'

Definition at line 180 of file FixValues.h.

Definition at line 184 of file FixValues.h.

Definition at line 181 of file FixValues.h.

const char FIX::BidTradeType_RISK_TRADE = 'R'

Definition at line 183 of file FixValues.h.

const char FIX::BidTradeType_RISKTRADE = 'R'

Definition at line 178 of file FixValues.h.

Definition at line 182 of file FixValues.h.

Definition at line 179 of file FixValues.h.

const int FIX::BidType_DISC = 2

Definition at line 140 of file FixValues.h.

Definition at line 137 of file FixValues.h.

Definition at line 141 of file FixValues.h.

Definition at line 139 of file FixValues.h.

const int FIX::BidType_NOBID = 3

Definition at line 142 of file FixValues.h.

Definition at line 143 of file FixValues.h.

const int FIX::BidType_NONDISC = 1

Definition at line 138 of file FixValues.h.

const int FIX::BookingType_CFD = 1

Definition at line 4520 of file FixValues.h.

Definition at line 4521 of file FixValues.h.

Definition at line 4518 of file FixValues.h.

Definition at line 4519 of file FixValues.h.

Definition at line 4523 of file FixValues.h.

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Definition at line 4209 of file FixValues.h.

Definition at line 4210 of file FixValues.h.

Definition at line 4211 of file FixValues.h.

Definition at line 4505 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_APPLICATION_NOT_AVAILABLE_TEXT[] = "Application Not Available"

Definition at line 57 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

Definition at line 4500 of file FixValues.h.

Definition at line 4503 of file FixValues.h.

Definition at line 4508 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject(), and FIX::Session::next().

const char FIX::BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING_TEXT[] = "Conditionally Required Field Missing"

Definition at line 58 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

Definition at line 4507 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME_TEXT[] = "Deliver to firm not available at this time"

Definition at line 60 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

Definition at line 4506 of file FixValues.h.

Definition at line 4511 of file FixValues.h.

Definition at line 4515 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_NOT_AUTHORIZED_TEXT[] = "Not Authorized"

Definition at line 59 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

Definition at line 4510 of file FixValues.h.

Definition at line 4512 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_OTHER_TEXT[] = "Other"

Definition at line 53 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

Definition at line 4504 of file FixValues.h.

Definition at line 4502 of file FixValues.h.

Definition at line 4509 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_UNKNOWN_ID_TEXT[] = "Unknown ID"

Definition at line 54 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

Definition at line 4514 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject(), and FIX::Session::next().

Definition at line 4501 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_UNKNOWN_SECURITY_TEXT[] = "Unknown Security"

Definition at line 55 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

Definition at line 4516 of file FixValues.h.

Definition at line 4517 of file FixValues.h.

Definition at line 4513 of file FixValues.h.

Definition at line 56 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

Definition at line 1146 of file FixValues.h.

Definition at line 1142 of file FixValues.h.

const char FIX::CancellationRights_NO_M = 'M'

Definition at line 1139 of file FixValues.h.

const char FIX::CancellationRights_NO_N = 'N'

Definition at line 1140 of file FixValues.h.

const char FIX::CancellationRights_NO_O = 'O'

Definition at line 1144 of file FixValues.h.

Definition at line 1138 of file FixValues.h.

Definition at line 1145 of file FixValues.h.

Definition at line 1141 of file FixValues.h.

Definition at line 1147 of file FixValues.h.

const char FIX::CancellationRights_YES = 'Y'

Definition at line 1143 of file FixValues.h.

const char FIX::CashMargin_CASH = '1'

Definition at line 3872 of file FixValues.h.

const char FIX::CashMargin_MARGIN_CLOSE = '3'

Definition at line 3870 of file FixValues.h.

const char FIX::CashMargin_MARGIN_OPEN = '2'

Definition at line 3871 of file FixValues.h.

const char FIX::CashMargin_MARGINCLOSE = '3'

Definition at line 3868 of file FixValues.h.

const char FIX::CashMargin_MARGINOPEN = '2'

Definition at line 3869 of file FixValues.h.

const char FIX::CHECK_COMPID[] = "CheckCompID"
const char FIX::CHECK_LATENCY[] = "CheckLatency"

Definition at line 111 of file FixValues.h.

Definition at line 103 of file FixValues.h.

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Definition at line 1275 of file FixValues.h.

const int FIX::CollAction_ADD = 1

Definition at line 3822 of file FixValues.h.

const int FIX::CollAction_REMOVE = 2

Definition at line 3823 of file FixValues.h.

const int FIX::CollAction_RETAIN = 0

Definition at line 3824 of file FixValues.h.

Definition at line 1487 of file FixValues.h.

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Definition at line 1575 of file FixValues.h.

const int FIX::CollStatus_ASSIGNED = 3

Definition at line 3739 of file FixValues.h.

Definition at line 3737 of file FixValues.h.

Definition at line 3738 of file FixValues.h.

Definition at line 3742 of file FixValues.h.

Definition at line 3740 of file FixValues.h.

Definition at line 3736 of file FixValues.h.

Definition at line 3743 of file FixValues.h.

Definition at line 3741 of file FixValues.h.

const char FIX::CommType_4 = '4'

Definition at line 3612 of file FixValues.h.

const char FIX::CommType_5 = '5'

Definition at line 3613 of file FixValues.h.

const char FIX::CommType_ABSOLUTE = '3'

Definition at line 3602 of file FixValues.h.

Definition at line 3601 of file FixValues.h.

Definition at line 3603 of file FixValues.h.

const char FIX::CommType_PER_BOND = '6'

Definition at line 3605 of file FixValues.h.

const char FIX::CommType_PER_SHARE = '1'

Definition at line 3600 of file FixValues.h.

const char FIX::CommType_PER_UNIT = '1'

Definition at line 3610 of file FixValues.h.

const char FIX::CommType_PERBOND = '6'

Definition at line 3604 of file FixValues.h.

const char FIX::CommType_PERCENT = '2'

Definition at line 3611 of file FixValues.h.

const char FIX::CommType_PERCENTAGE = '2'

Definition at line 3606 of file FixValues.h.

Definition at line 3607 of file FixValues.h.

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Definition at line 1489 of file FixValues.h.

Definition at line 1490 of file FixValues.h.

Definition at line 1491 of file FixValues.h.

const int FIX::ConfirmType_STATUS = 1

Definition at line 1492 of file FixValues.h.

const char FIX::CONNECTION_TYPE[] = "ConnectionType"

Definition at line 1813 of file FixValues.h.

Definition at line 1817 of file FixValues.h.

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Definition at line 4178 of file FixValues.h.

const char FIX::CorporateAction_CUSIP = 'U'

Definition at line 4191 of file FixValues.h.

Definition at line 4185 of file FixValues.h.

Definition at line 4186 of file FixValues.h.

Definition at line 4176 of file FixValues.h.

Definition at line 4184 of file FixValues.h.

const char FIX::CorporateAction_EXDIST = 'B'

Definition at line 4183 of file FixValues.h.

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Definition at line 4177 of file FixValues.h.

Definition at line 4167 of file FixValues.h.

const char FIX::CorporateAction_NEW = 'D'

Definition at line 4169 of file FixValues.h.

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Definition at line 4181 of file FixValues.h.

Definition at line 4188 of file FixValues.h.

const char FIX::CorporateAction_SPINOFF = 'P'

Definition at line 4174 of file FixValues.h.

Definition at line 4179 of file FixValues.h.

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Definition at line 4168 of file FixValues.h.

Definition at line 4187 of file FixValues.h.

const char FIX::CorporateAction_WARRANT = 'R'

Definition at line 4182 of file FixValues.h.

Definition at line 551 of file FixValues.h.

Definition at line 552 of file FixValues.h.

const int FIX::CPProgram_3 = 1

Definition at line 1581 of file FixValues.h.

const int FIX::CPProgram_3A3 = 1

Definition at line 1579 of file FixValues.h.

const int FIX::CPProgram_4 = 2

Definition at line 1583 of file FixValues.h.

const int FIX::CPProgram_42 = 2

Definition at line 1582 of file FixValues.h.

const int FIX::CPProgram_OTHER = 99

Definition at line 1580 of file FixValues.h.

Definition at line 4455 of file FixValues.h.

Definition at line 4457 of file FixValues.h.

Definition at line 4461 of file FixValues.h.

Definition at line 4459 of file FixValues.h.

Definition at line 4456 of file FixValues.h.

Definition at line 4458 of file FixValues.h.

Definition at line 4460 of file FixValues.h.

const int FIX::CrossType_CROSS_AON = 1

Definition at line 2105 of file FixValues.h.

const int FIX::CrossType_CROSS_IOC = 2

Definition at line 2113 of file FixValues.h.

Definition at line 2110 of file FixValues.h.

Definition at line 2111 of file FixValues.h.

Definition at line 2109 of file FixValues.h.

Definition at line 2107 of file FixValues.h.

Definition at line 2116 of file FixValues.h.

Definition at line 2106 of file FixValues.h.

const int FIX::CrossType_CROSSAON = 1

Definition at line 2108 of file FixValues.h.

const int FIX::CrossType_CROSSIOC = 2

Definition at line 2114 of file FixValues.h.

Definition at line 2115 of file FixValues.h.

Definition at line 2112 of file FixValues.h.

Definition at line 981 of file FixValues.h.

const int FIX::CustomerOrFirm_FIRM = 1

Definition at line 980 of file FixValues.h.

Definition at line 1652 of file FixValues.h.

Definition at line 1649 of file FixValues.h.

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Definition at line 2865 of file FixValues.h.

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Definition at line 2854 of file FixValues.h.

Definition at line 2857 of file FixValues.h.

const char FIX::CustOrderHandlingInst_PEGGED[] = "PEG"

Definition at line 2849 of file FixValues.h.

Definition at line 2868 of file FixValues.h.

const char FIX::CustOrderHandlingInst_SCALE[] = "SCL"

Definition at line 2851 of file FixValues.h.

Definition at line 2856 of file FixValues.h.

Definition at line 2863 of file FixValues.h.

Definition at line 2866 of file FixValues.h.

const char FIX::CustOrderHandlingInst_WORK[] = "WRK"

Definition at line 2867 of file FixValues.h.

Definition at line 1238 of file FixValues.h.

const int FIX::CxlRejReason_BROKER = 2

Definition at line 1240 of file FixValues.h.

Definition at line 1241 of file FixValues.h.

Definition at line 1237 of file FixValues.h.

Definition at line 1230 of file FixValues.h.

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Definition at line 1235 of file FixValues.h.

Definition at line 1246 of file FixValues.h.

Definition at line 1245 of file FixValues.h.

const int FIX::CxlRejReason_OTHER = 99

Definition at line 1239 of file FixValues.h.

Definition at line 1229 of file FixValues.h.

Definition at line 1244 of file FixValues.h.

Definition at line 1233 of file FixValues.h.

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Definition at line 2355 of file FixValues.h.

Definition at line 2354 of file FixValues.h.

Definition at line 2353 of file FixValues.h.

Definition at line 4423 of file FixValues.h.

const char FIX::CxlType_PARTIAL_CANCEL = 'P'

Definition at line 4422 of file FixValues.h.

const char FIX::DATA_DICTIONARY[] = "DataDictionary"

Definition at line 46 of file SessionSettings.h.

Referenced by FIX::SessionFactory::processFixDataDictionary().

Definition at line 1560 of file FixValues.h.

Definition at line 1559 of file FixValues.h.

Definition at line 1562 of file FixValues.h.

Definition at line 1563 of file FixValues.h.

Definition at line 1561 of file FixValues.h.

const char FIX::DealingCapacity_AGENT = 'A'

Definition at line 812 of file FixValues.h.

Definition at line 811 of file FixValues.h.

Definition at line 810 of file FixValues.h.

const char FIX::DEFAULT_APPLVERID[] = "DefaultApplVerID"

Definition at line 2572 of file FixValues.h.

Definition at line 2570 of file FixValues.h.

Definition at line 2571 of file FixValues.h.

const char FIX::DeleteReason_ERROR = '1'

Definition at line 2573 of file FixValues.h.

const int FIX::DeliveryForm_BEARER = 2

Definition at line 9 of file FixValues.h.

Definition at line 10 of file FixValues.h.

Definition at line 8 of file FixValues.h.

const int FIX::DeliveryType_FREE = 1

Definition at line 2559 of file FixValues.h.

Definition at line 2563 of file FixValues.h.

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Definition at line 3886 of file FixValues.h.

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Definition at line 3900 of file FixValues.h.

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Definition at line 3888 of file FixValues.h.

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Definition at line 3897 of file FixValues.h.

Definition at line 3882 of file FixValues.h.

Definition at line 3885 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_PEGGED[] = "PEG"

Definition at line 3877 of file FixValues.h.

Definition at line 3896 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_SCALE[] = "SCL"

Definition at line 3879 of file FixValues.h.

Definition at line 3884 of file FixValues.h.

Definition at line 3891 of file FixValues.h.

Definition at line 3894 of file FixValues.h.

const char FIX::DeskOrderHandlingInst_WORK[] = "WRK"

Definition at line 3895 of file FixValues.h.

const char FIX::DeskType_AGENCY[] = "A"

Definition at line 2187 of file FixValues.h.

const char FIX::DeskType_ARBITRAGE[] = "AR"

Definition at line 2181 of file FixValues.h.

const char FIX::DeskType_DERIVATIVES[] = "D"

Definition at line 2183 of file FixValues.h.

const char FIX::DeskType_INSTITUTIONAL[] = "IS"

Definition at line 2185 of file FixValues.h.

const char FIX::DeskType_INTERNATIONAL[] = "IN"

Definition at line 2186 of file FixValues.h.

const char FIX::DeskType_OTHER[] = "O"

Definition at line 2189 of file FixValues.h.

const char FIX::DeskType_PREFERRED_TRADING[] = "PF"

Definition at line 2188 of file FixValues.h.

const char FIX::DeskType_PROGRAM_TRADING[] = "PT"

Definition at line 2190 of file FixValues.h.

const char FIX::DeskType_PROPRIETARY[] = "PR"

Definition at line 2180 of file FixValues.h.

const char FIX::DeskType_SALES[] = "S"

Definition at line 2184 of file FixValues.h.

const char FIX::DeskType_TRADING[] = "T"

Definition at line 2182 of file FixValues.h.

Definition at line 4424 of file FixValues.h.

Definition at line 4449 of file FixValues.h.

Definition at line 4447 of file FixValues.h.

Definition at line 4453 of file FixValues.h.

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Definition at line 4445 of file FixValues.h.

Definition at line 4448 of file FixValues.h.

Definition at line 4444 of file FixValues.h.

Definition at line 4446 of file FixValues.h.

Definition at line 4441 of file FixValues.h.

const char FIX::DiscretionInst_RELLSTPX = '5'

Definition at line 4452 of file FixValues.h.

const char FIX::DiscretionInst_RELMIDPX = '4'

Definition at line 4443 of file FixValues.h.

const char FIX::DiscretionInst_RELMKTPX = '1'

Definition at line 4450 of file FixValues.h.

Definition at line 4451 of file FixValues.h.

const char FIX::DiscretionInst_RELVWAP = '6'

Definition at line 4440 of file FixValues.h.

Definition at line 1445 of file FixValues.h.

Definition at line 1446 of file FixValues.h.

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Definition at line 4427 of file FixValues.h.

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Definition at line 4375 of file FixValues.h.

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Definition at line 4377 of file FixValues.h.

Definition at line 4376 of file FixValues.h.

Definition at line 4373 of file FixValues.h.

Definition at line 4374 of file FixValues.h.

const char FIX::DisplayMethod_INITIAL = '1'

Definition at line 3735 of file FixValues.h.

const char FIX::DisplayMethod_NEW = '2'

Definition at line 3732 of file FixValues.h.

const char FIX::DisplayMethod_RANDOM = '3'

Definition at line 3734 of file FixValues.h.

Definition at line 3733 of file FixValues.h.

const char FIX::DisplayWhen_EXHAUST = '2'

Definition at line 225 of file FixValues.h.

const char FIX::DisplayWhen_IMMEDIATE = '1'

Definition at line 226 of file FixValues.h.

Definition at line 725 of file FixValues.h.

Definition at line 728 of file FixValues.h.

Definition at line 734 of file FixValues.h.

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Definition at line 730 of file FixValues.h.

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Definition at line 727 of file FixValues.h.

Definition at line 1263 of file FixValues.h.

Definition at line 1260 of file FixValues.h.

Definition at line 1252 of file FixValues.h.

const char FIX::DKReason_NOMATCH = 'D'

Definition at line 1264 of file FixValues.h.

const char FIX::DKReason_OTHER = 'Z'

Definition at line 1258 of file FixValues.h.

Definition at line 1254 of file FixValues.h.

Definition at line 1261 of file FixValues.h.

Definition at line 1256 of file FixValues.h.

Definition at line 1255 of file FixValues.h.

const char FIX::DKReason_UNKNOWN_SYMBOL = 'A'

Definition at line 1257 of file FixValues.h.

const char FIX::DKReason_UNKNOWNSYMBOL = 'A'

Definition at line 1253 of file FixValues.h.

const char FIX::DKReason_WRONG_SIDE = 'B'

Definition at line 1262 of file FixValues.h.

const char FIX::DKReason_WRONGSIDE = 'B'

Definition at line 1259 of file FixValues.h.

const char FIX::DlvyInstType_CASH = 'C'

Definition at line 3506 of file FixValues.h.

const char FIX::DlvyInstType_SECURITIES = 'S'

Definition at line 3505 of file FixValues.h.

const char FIX::DueToRelated_NO = 'N'

Definition at line 1645 of file FixValues.h.

const char FIX::DueToRelated_YES = 'Y'

Definition at line 1646 of file FixValues.h.

const char FIX::EmailType_ADMIN_REPLY = '2'

Definition at line 71 of file FixValues.h.

const char FIX::EmailType_ADMINREPLY = '2'

Definition at line 72 of file FixValues.h.

const char FIX::EmailType_NEW = '0'

Definition at line 69 of file FixValues.h.

const char FIX::EmailType_REPLY = '1'

Definition at line 70 of file FixValues.h.

const int FIX::EncryptMethod_DES = 2

Definition at line 440 of file FixValues.h.

Definition at line 443 of file FixValues.h.

const int FIX::EncryptMethod_NONE = 0

Definition at line 439 of file FixValues.h.

Definition at line 442 of file FixValues.h.

Definition at line 433 of file FixValues.h.

Definition at line 444 of file FixValues.h.

Definition at line 436 of file FixValues.h.

Definition at line 438 of file FixValues.h.

Definition at line 430 of file FixValues.h.

Definition at line 435 of file FixValues.h.

Definition at line 431 of file FixValues.h.

const int FIX::EncryptMethod_PKCS = 1

Definition at line 437 of file FixValues.h.

Definition at line 432 of file FixValues.h.

Definition at line 434 of file FixValues.h.

Definition at line 441 of file FixValues.h.

const char FIX::END_DAY[] = "EndDay"

Definition at line 53 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::END_TIME[] = "EndTime"

Definition at line 51 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

Definition at line 3025 of file FixValues.h.

const int FIX::EventType_CALL = 2

Definition at line 3039 of file FixValues.h.

Definition at line 3032 of file FixValues.h.

Definition at line 3021 of file FixValues.h.

Definition at line 3024 of file FixValues.h.

Definition at line 3034 of file FixValues.h.

Definition at line 3023 of file FixValues.h.

Definition at line 3029 of file FixValues.h.

Definition at line 3020 of file FixValues.h.

Definition at line 3037 of file FixValues.h.

const int FIX::EventType_OTHER = 99

Definition at line 3033 of file FixValues.h.

Definition at line 3030 of file FixValues.h.

const int FIX::EventType_PUT = 1

Definition at line 3026 of file FixValues.h.

Definition at line 3038 of file FixValues.h.

Definition at line 3035 of file FixValues.h.

Definition at line 3036 of file FixValues.h.

Definition at line 3028 of file FixValues.h.

Definition at line 3019 of file FixValues.h.

Definition at line 3031 of file FixValues.h.

Definition at line 3027 of file FixValues.h.

const int FIX::EventType_TENDER = 3

Definition at line 3022 of file FixValues.h.

const char FIX::ExchangeForPhysical_NO = 'N'

Definition at line 3811 of file FixValues.h.

const char FIX::ExchangeForPhysical_YES = 'Y'

Definition at line 3812 of file FixValues.h.

const char FIX::ExDestination_NONE = '0'

Definition at line 3205 of file FixValues.h.

const char FIX::ExDestination_POSIT = '4'

Definition at line 3204 of file FixValues.h.

Definition at line 783 of file FixValues.h.

Definition at line 782 of file FixValues.h.

Definition at line 785 of file FixValues.h.

Definition at line 784 of file FixValues.h.

Definition at line 781 of file FixValues.h.

const char FIX::ExecAckStatus_ACCEPTED = '1'

Definition at line 4419 of file FixValues.h.

const char FIX::ExecAckStatus_DONT_KNOW = '2'

Definition at line 4418 of file FixValues.h.

Definition at line 4417 of file FixValues.h.

const char FIX::ExecInst_ALL_OR_NONE = 'G'

Definition at line 2966 of file FixValues.h.

const char FIX::ExecInst_AON = 'G'

Definition at line 2896 of file FixValues.h.

const char FIX::ExecInst_BEST_EXECUTION = 'k'

Definition at line 2924 of file FixValues.h.

const char FIX::ExecInst_CALL_FIRST = 'C'

Definition at line 2950 of file FixValues.h.

const char FIX::ExecInst_CALLFIRST = 'C'

Definition at line 2962 of file FixValues.h.

Definition at line 2972 of file FixValues.h.

Definition at line 2970 of file FixValues.h.

Definition at line 2947 of file FixValues.h.

Definition at line 2977 of file FixValues.h.

Definition at line 2946 of file FixValues.h.

Definition at line 2945 of file FixValues.h.

const char FIX::ExecInst_CUSTDISPINST = 'U'

Definition at line 2903 of file FixValues.h.

Definition at line 2959 of file FixValues.h.

const char FIX::ExecInst_CXLIFNOTBEST = 'Z'

Definition at line 2974 of file FixValues.h.

const char FIX::ExecInst_DNI = 'E'

Definition at line 2929 of file FixValues.h.

const char FIX::ExecInst_DNR = 'F'

Definition at line 2979 of file FixValues.h.

Definition at line 2912 of file FixValues.h.

const char FIX::ExecInst_DO_NOT_REDUCE = 'F'

Definition at line 2964 of file FixValues.h.

Definition at line 2952 of file FixValues.h.

Definition at line 2890 of file FixValues.h.

Definition at line 2902 of file FixValues.h.

Definition at line 2956 of file FixValues.h.

Definition at line 2971 of file FixValues.h.

Definition at line 2915 of file FixValues.h.

const char FIX::ExecInst_GO_ALONG = '3'

Definition at line 2910 of file FixValues.h.

const char FIX::ExecInst_GOALONG = '3'

Definition at line 2932 of file FixValues.h.

const char FIX::ExecInst_HELD = '5'

Definition at line 2934 of file FixValues.h.

Definition at line 2918 of file FixValues.h.

const char FIX::ExecInst_IGNOREPRICECHK = 'c'

Definition at line 2904 of file FixValues.h.

const char FIX::ExecInst_IMBALANCE_ONLY = 'i'

Definition at line 2976 of file FixValues.h.

const char FIX::ExecInst_INSTITONLY = 'I'

Definition at line 2911 of file FixValues.h.

Definition at line 2943 of file FixValues.h.

Definition at line 2917 of file FixValues.h.

const char FIX::ExecInst_LAST_PEG = 'L'

Definition at line 2961 of file FixValues.h.

const char FIX::ExecInst_LASTPEG = 'L'

Definition at line 2920 of file FixValues.h.

const char FIX::ExecInst_MARKET_PEG = 'P'

Definition at line 2948 of file FixValues.h.

const char FIX::ExecInst_MARKPEG = 'P'

Definition at line 2899 of file FixValues.h.

const char FIX::ExecInst_MID_PRICE_PEG = 'M'

Definition at line 2965 of file FixValues.h.

const char FIX::ExecInst_MIDPRCPEG = 'M'

Definition at line 2900 of file FixValues.h.

const char FIX::ExecInst_NETTING = 'V'

Definition at line 2975 of file FixValues.h.

const char FIX::ExecInst_NO_CROSS = 'A'

Definition at line 2893 of file FixValues.h.

const char FIX::ExecInst_NOCROSS = 'A'

Definition at line 2935 of file FixValues.h.

const char FIX::ExecInst_NON_NEGOTIABLE = 'N'

Definition at line 2954 of file FixValues.h.

const char FIX::ExecInst_NONNEGO = 'N'

Definition at line 2923 of file FixValues.h.

const char FIX::ExecInst_NOT_HELD = '1'

Definition at line 2944 of file FixValues.h.

const char FIX::ExecInst_NOTHELD = '1'

Definition at line 2926 of file FixValues.h.

const char FIX::ExecInst_OK_TO_CROSS = 'B'

Definition at line 2907 of file FixValues.h.

const char FIX::ExecInst_OKCROSS = 'B'

Definition at line 2901 of file FixValues.h.

const char FIX::ExecInst_OPENING_PEG = 'O'

Definition at line 2967 of file FixValues.h.

const char FIX::ExecInst_OPENPEG = 'O'

Definition at line 2938 of file FixValues.h.

const char FIX::ExecInst_OVER_THE_DAY = '4'

Definition at line 2941 of file FixValues.h.

const char FIX::ExecInst_OVERDAY = '4'

Definition at line 2960 of file FixValues.h.

Definition at line 2891 of file FixValues.h.

Definition at line 2919 of file FixValues.h.

const char FIX::ExecInst_PARTNOTINIT = '6'

Definition at line 2973 of file FixValues.h.

Definition at line 2889 of file FixValues.h.

const char FIX::ExecInst_PEG_TO_VWAP = 'W'

Definition at line 2921 of file FixValues.h.

const char FIX::ExecInst_PEGTOLIMIT = 'd'

Definition at line 2951 of file FixValues.h.

const char FIX::ExecInst_PEGVWAP = 'W'

Definition at line 2894 of file FixValues.h.

Definition at line 2931 of file FixValues.h.

const char FIX::ExecInst_PERCVOL = 'D'

Definition at line 2968 of file FixValues.h.

const char FIX::ExecInst_PRIMARY_PEG = 'R'

Definition at line 2922 of file FixValues.h.

const char FIX::ExecInst_PRIMPEG = 'R'

Definition at line 2983 of file FixValues.h.

Definition at line 2928 of file FixValues.h.

Definition at line 2963 of file FixValues.h.

Definition at line 2909 of file FixValues.h.

Definition at line 2892 of file FixValues.h.

Definition at line 2936 of file FixValues.h.

Definition at line 2982 of file FixValues.h.

Definition at line 2942 of file FixValues.h.

Definition at line 2953 of file FixValues.h.

Definition at line 2925 of file FixValues.h.

Definition at line 2939 of file FixValues.h.

Definition at line 2958 of file FixValues.h.

Definition at line 2940 of file FixValues.h.

const char FIX::ExecInst_STAYBID = '9'

Definition at line 2981 of file FixValues.h.

const char FIX::ExecInst_STAYOFFER = '0'

Definition at line 2980 of file FixValues.h.

const char FIX::ExecInst_STRICT_LIMIT = 'b'

Definition at line 2937 of file FixValues.h.

const char FIX::ExecInst_STRICT_SCALE = '7'

Definition at line 2895 of file FixValues.h.

const char FIX::ExecInst_STRICTLIMIT = 'b'

Definition at line 2905 of file FixValues.h.

const char FIX::ExecInst_STRICTSCALE = '7'

Definition at line 2927 of file FixValues.h.

const char FIX::ExecInst_SUSPEND = 'S'

Definition at line 2913 of file FixValues.h.

Definition at line 2969 of file FixValues.h.

Definition at line 2908 of file FixValues.h.

Definition at line 2916 of file FixValues.h.

const char FIX::ExecInst_TRADE_ALONG = 'X'

Definition at line 2978 of file FixValues.h.

const char FIX::ExecInst_TRADEALONG = 'X'

Definition at line 2949 of file FixValues.h.

Definition at line 2897 of file FixValues.h.

const char FIX::ExecInst_TRAILSTOPPEG = 'a'

Definition at line 2898 of file FixValues.h.

const char FIX::ExecInst_TRY_TO_SCALE = '8'

Definition at line 2955 of file FixValues.h.

const char FIX::ExecInst_TRY_TO_STOP = 'Y'

Definition at line 2888 of file FixValues.h.

const char FIX::ExecInst_TRYTOSCALE = '8'

Definition at line 2930 of file FixValues.h.

const char FIX::ExecInst_TRYTOSTOP = 'Y'

Definition at line 2914 of file FixValues.h.

const char FIX::ExecInst_WORK = '2'

Definition at line 2933 of file FixValues.h.

Definition at line 2957 of file FixValues.h.

const char FIX::ExecInst_WORKTOSTRATEGY = 'e'

Definition at line 2906 of file FixValues.h.

const char FIX::ExecPriceType_BID_PRICE = 'B'

Definition at line 1162 of file FixValues.h.

const char FIX::ExecPriceType_BIDPRICE = 'B'

Definition at line 1154 of file FixValues.h.

Definition at line 1149 of file FixValues.h.

Definition at line 1164 of file FixValues.h.

Definition at line 1159 of file FixValues.h.

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Definition at line 1150 of file FixValues.h.

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Definition at line 1151 of file FixValues.h.

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Definition at line 25 of file FixValues.h.

Definition at line 16 of file FixValues.h.

Definition at line 18 of file FixValues.h.

Definition at line 32 of file FixValues.h.

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Definition at line 24 of file FixValues.h.

Definition at line 12 of file FixValues.h.

Definition at line 30 of file FixValues.h.

const char FIX::ExecTransType_CANCEL = '1'

Definition at line 1557 of file FixValues.h.

const char FIX::ExecTransType_CORRECT = '2'

Definition at line 1556 of file FixValues.h.

const char FIX::ExecTransType_NEW = '0'

Definition at line 1555 of file FixValues.h.

const char FIX::ExecTransType_STATUS = '3'

Definition at line 1558 of file FixValues.h.

const char FIX::ExecType_CALCULATED = 'B'

Definition at line 2986 of file FixValues.h.

const char FIX::ExecType_CANCELED = '4'

Definition at line 2998 of file FixValues.h.

const char FIX::ExecType_CANCELLED = '4'

Definition at line 3015 of file FixValues.h.

const char FIX::ExecType_DONE = '3'

Definition at line 3005 of file FixValues.h.

const char FIX::ExecType_DONE_FOR_DAY = '3'

Definition at line 3010 of file FixValues.h.

const char FIX::ExecType_EXPIRED = 'C'

Definition at line 3009 of file FixValues.h.

const char FIX::ExecType_FILL = '2'

Definition at line 3004 of file FixValues.h.

const char FIX::ExecType_NEW = '0'

Definition at line 2985 of file FixValues.h.

const char FIX::ExecType_ORDER_STATUS = 'I'

Definition at line 2992 of file FixValues.h.

const char FIX::ExecType_ORDERSTATUS = 'I'

Definition at line 2988 of file FixValues.h.

const char FIX::ExecType_PARTIAL_FILL = '1'

Definition at line 2994 of file FixValues.h.

const char FIX::ExecType_PENDING_CANCEL = '6'

Definition at line 2989 of file FixValues.h.

Definition at line 2993 of file FixValues.h.

const char FIX::ExecType_PENDING_NEW = 'A'

Definition at line 2996 of file FixValues.h.

Definition at line 2999 of file FixValues.h.

const char FIX::ExecType_PENDINGCXL = '6'

Definition at line 2995 of file FixValues.h.

const char FIX::ExecType_PENDINGNEW = 'A'

Definition at line 2987 of file FixValues.h.

const char FIX::ExecType_PENDINGREPLACE = 'E'

Definition at line 3002 of file FixValues.h.

const char FIX::ExecType_REJECTED = '8'

Definition at line 3007 of file FixValues.h.

const char FIX::ExecType_REPLACE = '5'

Definition at line 2984 of file FixValues.h.

const char FIX::ExecType_REPLACED = '5'

Definition at line 3008 of file FixValues.h.

const char FIX::ExecType_RESTATED = 'D'

Definition at line 3006 of file FixValues.h.

const char FIX::ExecType_STOPPED = '7'

Definition at line 2997 of file FixValues.h.

const char FIX::ExecType_SUSPENDED = '9'

Definition at line 3003 of file FixValues.h.

const char FIX::ExecType_TRADE = 'F'

Definition at line 3000 of file FixValues.h.

const char FIX::ExecType_TRADE_CANCEL = 'H'

Definition at line 3014 of file FixValues.h.

const char FIX::ExecType_TRADE_CORRECT = 'G'

Definition at line 3001 of file FixValues.h.

Definition at line 2991 of file FixValues.h.

Definition at line 2990 of file FixValues.h.

const char FIX::ExecType_TRADECANCEL = 'H'

Definition at line 3013 of file FixValues.h.

const char FIX::ExecType_TRADECORRECT = 'G'

Definition at line 3012 of file FixValues.h.

Definition at line 3011 of file FixValues.h.

Definition at line 1456 of file FixValues.h.

const char FIX::ExerciseMethod_MANUAL = 'M'

Definition at line 1457 of file FixValues.h.

Definition at line 3188 of file FixValues.h.

Definition at line 3190 of file FixValues.h.

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Definition at line 1904 of file FixValues.h.

Definition at line 1193 of file FixValues.h.

Definition at line 1192 of file FixValues.h.

const int FIX::ExpType_DIFFERENCE = 5

Definition at line 1189 of file FixValues.h.

Definition at line 1190 of file FixValues.h.

Definition at line 1191 of file FixValues.h.

const char FIX::FILE_LOG_BACKUP_PATH[] = "FileLogBackupPath"

Definition at line 92 of file SessionSettings.h.

Referenced by FIX::FileLogFactory::create().

const char FIX::FILE_LOG_PATH[] = "FileLogPath"

Definition at line 91 of file SessionSettings.h.

Referenced by FIX::FileLogFactory::create().

const char FIX::FILE_STORE_PATH[] = "FileStorePath"

Definition at line 75 of file SessionSettings.h.

Referenced by FIX::FileStoreFactory::create().

Definition at line 3657 of file FixValues.h.

Definition at line 3660 of file FixValues.h.

Definition at line 3658 of file FixValues.h.

Definition at line 3659 of file FixValues.h.

Definition at line 1567 of file FixValues.h.

Definition at line 1564 of file FixValues.h.

Definition at line 1566 of file FixValues.h.

Definition at line 1568 of file FixValues.h.

Definition at line 1565 of file FixValues.h.

const char FIX::ForexReq_NO = 'N'

Definition at line 3484 of file FixValues.h.

const char FIX::ForexReq_YES = 'Y'

Definition at line 3485 of file FixValues.h.

const char FIX::FundRenewWaiv_NO = 'N'

Definition at line 3482 of file FixValues.h.

const char FIX::FundRenewWaiv_YES = 'Y'

Definition at line 3483 of file FixValues.h.

Definition at line 3143 of file FixValues.h.

Definition at line 3141 of file FixValues.h.

Definition at line 3142 of file FixValues.h.

const char FIX::GapFillFlag_NO = 'N'

Definition at line 3837 of file FixValues.h.

const char FIX::GapFillFlag_YES = 'Y'

Definition at line 3838 of file FixValues.h.

Definition at line 3479 of file FixValues.h.

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Definition at line 3474 of file FixValues.h.

Definition at line 3477 of file FixValues.h.

const char FIX::HaltReasonChar_ADDINFO = 'M'

Definition at line 3199 of file FixValues.h.

Definition at line 3192 of file FixValues.h.

Definition at line 3191 of file FixValues.h.

Definition at line 3201 of file FixValues.h.

Definition at line 3194 of file FixValues.h.

Definition at line 3198 of file FixValues.h.

Definition at line 3196 of file FixValues.h.

const char FIX::HaltReasonChar_NEWSDISS = 'D'

Definition at line 3195 of file FixValues.h.

const char FIX::HaltReasonChar_NEWSPEND = 'P'

Definition at line 3203 of file FixValues.h.

Definition at line 3202 of file FixValues.h.

Definition at line 3197 of file FixValues.h.

const char FIX::HaltReasonChar_ORDIMB = 'I'

Definition at line 3200 of file FixValues.h.

const char FIX::HaltReasonChar_ORDINFL = 'E'

Definition at line 3193 of file FixValues.h.

Definition at line 95 of file FixValues.h.

Definition at line 99 of file FixValues.h.

Definition at line 98 of file FixValues.h.

Definition at line 96 of file FixValues.h.

Definition at line 100 of file FixValues.h.

Definition at line 97 of file FixValues.h.

const char FIX::HandlInst_AUTOEXECPRIV = '1'

Definition at line 1075 of file FixValues.h.

const char FIX::HandlInst_AUTOEXECPUB = '2'

Definition at line 1073 of file FixValues.h.

Definition at line 1074 of file FixValues.h.

Definition at line 1076 of file FixValues.h.

const char FIX::HandlInst_MANUAL = '3'

Definition at line 1077 of file FixValues.h.

Definition at line 1072 of file FixValues.h.

int const FIX::headerOrder[] [static]
const char FIX::HEARTBTINT[] = "HeartBtInt"

Definition at line 61 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::HTTP_ACCEPT_PORT[] = "HttpAcceptPort"

Definition at line 956 of file FixValues.h.

const char FIX::IDSource_CUSIP[] = "1"

Definition at line 958 of file FixValues.h.

const char FIX::IDSource_EXCHANGE_SYMBOL[] = "8"

Definition at line 950 of file FixValues.h.

const char FIX::IDSource_ISIN_NUMBER[] = "4"

Definition at line 953 of file FixValues.h.

const char FIX::IDSource_ISO_COUNTRY_CODE[] = "7"

Definition at line 955 of file FixValues.h.

const char FIX::IDSource_ISO_CURRENCY_CODE[] = "6"

Definition at line 952 of file FixValues.h.

const char FIX::IDSource_QUIK[] = "3"

Definition at line 957 of file FixValues.h.

const char FIX::IDSource_RIC_CODE[] = "5"

Definition at line 951 of file FixValues.h.

const char FIX::IDSource_SEDOL[] = "2"

Definition at line 954 of file FixValues.h.

Definition at line 663 of file FixValues.h.

Definition at line 666 of file FixValues.h.

Definition at line 665 of file FixValues.h.

Definition at line 664 of file FixValues.h.

const int FIX::IncTaxInd_GROSS = 2

Definition at line 4228 of file FixValues.h.

const int FIX::IncTaxInd_NET = 1

Definition at line 4227 of file FixValues.h.

Definition at line 3470 of file FixValues.h.

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Definition at line 4005 of file FixValues.h.

Definition at line 4031 of file FixValues.h.

Definition at line 4018 of file FixValues.h.

const int FIX::InstrAttribType_TEXT = 99

Definition at line 4012 of file FixValues.h.

Definition at line 4038 of file FixValues.h.

Definition at line 4034 of file FixValues.h.

Definition at line 4026 of file FixValues.h.

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Definition at line 4029 of file FixValues.h.

Definition at line 4042 of file FixValues.h.

Definition at line 4030 of file FixValues.h.

const char FIX::InstrRegistry_COUNTRY[] = "ISO"

Definition at line 3063 of file FixValues.h.

const char FIX::InstrRegistry_CUSTODIAN[] = "BIC"

Definition at line 3064 of file FixValues.h.

const char FIX::InstrRegistry_PHYSICAL[] = "ZZ"

Definition at line 3062 of file FixValues.h.

const char FIX::InViewOfCommon_NO = 'N'

Definition at line 2574 of file FixValues.h.

const char FIX::InViewOfCommon_YES = 'Y'

Definition at line 2575 of file FixValues.h.

const char FIX::IOINaturalFlag_NO = 'N'

Definition at line 1511 of file FixValues.h.

const char FIX::IOINaturalFlag_YES = 'Y'

Definition at line 1512 of file FixValues.h.

const char FIX::IOIOthSvc_AUTEX = 'A'

Definition at line 4462 of file FixValues.h.

const char FIX::IOIOthSvc_BRIDGE = 'B'

Definition at line 4463 of file FixValues.h.

const char FIX::IOIQltyInd_HIGH = 'H'

Definition at line 74 of file FixValues.h.

const char FIX::IOIQltyInd_LOW = 'L'

Definition at line 75 of file FixValues.h.

const char FIX::IOIQltyInd_MEDIUM = 'M'

Definition at line 73 of file FixValues.h.

const char FIX::IOIQty_1000000000[] = "0"

Definition at line 1620 of file FixValues.h.

const char FIX::IOIQty_LARGE[] = "L"

Definition at line 1621 of file FixValues.h.

const char FIX::IOIQty_MEDIUM[] = "M"

Definition at line 1619 of file FixValues.h.

const char FIX::IOIQty_SMALL[] = "S"

Definition at line 1622 of file FixValues.h.

Definition at line 1623 of file FixValues.h.

Definition at line 2020 of file FixValues.h.

const char FIX::IOIQualifier_AON = 'A'

Definition at line 2008 of file FixValues.h.

Definition at line 2043 of file FixValues.h.

Definition at line 2015 of file FixValues.h.

Definition at line 2016 of file FixValues.h.

Definition at line 2023 of file FixValues.h.

const char FIX::IOIQualifier_ATCLOSE = 'C'

Definition at line 2031 of file FixValues.h.

const char FIX::IOIQualifier_ATMARKET = 'Q'

Definition at line 2028 of file FixValues.h.

const char FIX::IOIQualifier_ATMID = 'Y'

Definition at line 2013 of file FixValues.h.

const char FIX::IOIQualifier_ATOPEN = 'O'

Definition at line 2040 of file FixValues.h.

Definition at line 2017 of file FixValues.h.

const char FIX::IOIQualifier_CROSSOPP = 'X'

Definition at line 2029 of file FixValues.h.

Definition at line 2018 of file FixValues.h.

Definition at line 2019 of file FixValues.h.

const char FIX::IOIQualifier_INDICATION = 'W'

Definition at line 2038 of file FixValues.h.

Definition at line 2010 of file FixValues.h.

const char FIX::IOIQualifier_INDWRKAWAY = 'W'

Definition at line 2014 of file FixValues.h.

const char FIX::IOIQualifier_INTOUCH = 'I'

Definition at line 2026 of file FixValues.h.

const char FIX::IOIQualifier_LIMIT = 'L'

Definition at line 2034 of file FixValues.h.

Definition at line 2032 of file FixValues.h.

const char FIX::IOIQualifier_MOC = 'B'

Definition at line 2011 of file FixValues.h.

Definition at line 2039 of file FixValues.h.

const char FIX::IOIQualifier_MOREBEHIND = 'M'

Definition at line 2027 of file FixValues.h.

Definition at line 2025 of file FixValues.h.

Definition at line 2035 of file FixValues.h.

const char FIX::IOIQualifier_PORTSHOW = 'S'

Definition at line 2042 of file FixValues.h.

const char FIX::IOIQualifier_PRE_OPEN = 'Z'

Definition at line 2037 of file FixValues.h.

const char FIX::IOIQualifier_PREOPEN = 'Z'

Definition at line 2030 of file FixValues.h.

Definition at line 2036 of file FixValues.h.

const char FIX::IOIQualifier_READYTRADE = 'R'

Definition at line 2012 of file FixValues.h.

Definition at line 2024 of file FixValues.h.

Definition at line 2022 of file FixValues.h.

Definition at line 2009 of file FixValues.h.

const char FIX::IOIQualifier_THROUGHDAY = 'T'

Definition at line 2021 of file FixValues.h.

const char FIX::IOIQualifier_VERSUS = 'V'

Definition at line 2033 of file FixValues.h.

const char FIX::IOIQualifier_VWAP = 'D'

Definition at line 2041 of file FixValues.h.

const char FIX::IOIShares_LARGE[] = "L"

Definition at line 1014 of file FixValues.h.

const char FIX::IOIShares_MEDIUM[] = "M"

Definition at line 1013 of file FixValues.h.

const char FIX::IOIShares_SMALL[] = "S"

Definition at line 1015 of file FixValues.h.

const char FIX::IOITransType_CANCEL = 'C'

Definition at line 2824 of file FixValues.h.

const char FIX::IOITransType_NEW = 'N'

Definition at line 2823 of file FixValues.h.

const char FIX::IOITransType_REPLACE = 'R'

Definition at line 2822 of file FixValues.h.

const char FIX::LastCapacity_A = '1'

Definition at line 3992 of file FixValues.h.

const char FIX::LastCapacity_AGENT = '1'

Definition at line 3998 of file FixValues.h.

Definition at line 3997 of file FixValues.h.

Definition at line 3994 of file FixValues.h.

const char FIX::LastCapacity_P = '4'

Definition at line 3996 of file FixValues.h.

const char FIX::LastCapacity_PRINCIPAL = '4'

Definition at line 3995 of file FixValues.h.

const char FIX::LastCapacity_XA = '2'

Definition at line 3999 of file FixValues.h.

const char FIX::LastCapacity_XP = '3'

Definition at line 3993 of file FixValues.h.

const char FIX::LastFragment_NO = 'N'

Definition at line 3661 of file FixValues.h.

const char FIX::LastFragment_YES = 'Y'

Definition at line 3662 of file FixValues.h.

Definition at line 1634 of file FixValues.h.

Definition at line 1629 of file FixValues.h.

Definition at line 1632 of file FixValues.h.

Definition at line 1630 of file FixValues.h.

Definition at line 1631 of file FixValues.h.

Definition at line 1635 of file FixValues.h.

Definition at line 1633 of file FixValues.h.

const char FIX::LastRptRequested_NO = 'N'

Definition at line 3162 of file FixValues.h.

const char FIX::LastRptRequested_YES = 'Y'

Definition at line 3163 of file FixValues.h.

const char FIX::LegalConfirm_NO = 'N'

Definition at line 3942 of file FixValues.h.

const char FIX::LegalConfirm_YES = 'Y'

Definition at line 3943 of file FixValues.h.

Definition at line 2816 of file FixValues.h.

Definition at line 2820 of file FixValues.h.

Definition at line 2819 of file FixValues.h.

Definition at line 2817 of file FixValues.h.

Definition at line 2821 of file FixValues.h.

const int FIX::LegSwapType_RISK = 4

Definition at line 2818 of file FixValues.h.

Definition at line 3269 of file FixValues.h.

Definition at line 3274 of file FixValues.h.

Definition at line 3270 of file FixValues.h.

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Definition at line 720 of file FixValues.h.

Definition at line 721 of file FixValues.h.

Definition at line 722 of file FixValues.h.

const char FIX::ListExecInstType_IMMED = '1'

Definition at line 712 of file FixValues.h.

Definition at line 716 of file FixValues.h.

const char FIX::ListExecInstType_WAIT = '2'

Definition at line 713 of file FixValues.h.

Definition at line 710 of file FixValues.h.

Definition at line 723 of file FixValues.h.

Definition at line 166 of file FixValues.h.

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Definition at line 2304 of file FixValues.h.

Definition at line 2300 of file FixValues.h.

Definition at line 2311 of file FixValues.h.

const int FIX::ListOrderStatus_CXL = 4

Definition at line 2298 of file FixValues.h.

Definition at line 2310 of file FixValues.h.

Definition at line 2312 of file FixValues.h.

Definition at line 2305 of file FixValues.h.

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Definition at line 2306 of file FixValues.h.

Definition at line 2308 of file FixValues.h.

Definition at line 2297 of file FixValues.h.

const int FIX::ListOrderStatus_REJ = 7

Definition at line 2299 of file FixValues.h.

Definition at line 2301 of file FixValues.h.

Definition at line 2179 of file FixValues.h.

Definition at line 2176 of file FixValues.h.

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Definition at line 2177 of file FixValues.h.

Definition at line 2174 of file FixValues.h.

Definition at line 2175 of file FixValues.h.

const int FIX::ListStatusType_ACK = 1

Definition at line 3834 of file FixValues.h.

Definition at line 3833 of file FixValues.h.

Definition at line 3827 of file FixValues.h.

Definition at line 3832 of file FixValues.h.

Definition at line 3835 of file FixValues.h.

Definition at line 3836 of file FixValues.h.

Definition at line 3830 of file FixValues.h.

const int FIX::ListStatusType_RESP = 2

Definition at line 3829 of file FixValues.h.

Definition at line 3831 of file FixValues.h.

Definition at line 3828 of file FixValues.h.

const char FIX::LocateReqd_NO = 'N'

Definition at line 3154 of file FixValues.h.

const char FIX::LocateReqd_YES = 'Y'

Definition at line 3155 of file FixValues.h.

const char FIX::LOGON_DAY[] = "LogonDay"

Definition at line 56 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::LOGON_TIME[] = "LogonTime"

Definition at line 54 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::LOGON_TIMEOUT[] = "LogonTimeout"
const char FIX::LOGOUT_DAY[] = "LogoutDay"

Definition at line 57 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::LOGOUT_TIME[] = "LogoutTime"

Definition at line 55 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::LOGOUT_TIMEOUT[] = "LogoutTimeout"
const char FIX::LotType_BLOCK_LOT = '3'

Definition at line 4256 of file FixValues.h.

const char FIX::LotType_ODD_LOT = '1'

Definition at line 4255 of file FixValues.h.

const char FIX::LotType_ROUND_LOT = '2'

Definition at line 4254 of file FixValues.h.

Definition at line 4253 of file FixValues.h.

const char FIX::MarketUpdateAction_ADD = 'A'

Definition at line 3455 of file FixValues.h.

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Definition at line 1593 of file FixValues.h.

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Definition at line 1600 of file FixValues.h.

const char FIX::MatchStatus_ADVALERT = '2'

Definition at line 3757 of file FixValues.h.

Definition at line 3760 of file FixValues.h.

Definition at line 3759 of file FixValues.h.

const char FIX::MatchStatus_COMPMATAFF = '0'

Definition at line 3762 of file FixValues.h.

Definition at line 3758 of file FixValues.h.

Definition at line 3763 of file FixValues.h.

Definition at line 3761 of file FixValues.h.

const char FIX::MatchType_ACT_ACCEPTED_TRADE[] = "M3"

Definition at line 3419 of file FixValues.h.

Definition at line 3384 of file FixValues.h.

const char FIX::MatchType_ACT_DEFAULT_TRADE[] = "M4"

Definition at line 3426 of file FixValues.h.

const char FIX::MatchType_ACT_M1_MATCH[] = "M1"

Definition at line 3399 of file FixValues.h.

const char FIX::MatchType_ACT_M2_MATCH[] = "M2"

Definition at line 3414 of file FixValues.h.

const char FIX::MatchType_ACT_M6_MATCH[] = "M6"

Definition at line 3424 of file FixValues.h.

const char FIX::MatchType_AUTO_MATCH[] = "4"

Definition at line 3429 of file FixValues.h.

const char FIX::MatchType_CALL_AUCTION[] = "7"

Definition at line 3417 of file FixValues.h.

const char FIX::MatchType_CALL_AUCTION_65[] = "65"

Definition at line 3436 of file FixValues.h.

const char FIX::MatchType_CALL_AUCTION_7[] = "7"

Definition at line 3406 of file FixValues.h.

Definition at line 3428 of file FixValues.h.

Definition at line 3447 of file FixValues.h.

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Definition at line 3386 of file FixValues.h.

Definition at line 3450 of file FixValues.h.

const char FIX::MatchType_CROSS_AUCTION[] = "5"

Definition at line 3437 of file FixValues.h.

const char FIX::MatchType_CROSS_AUCTION_5[] = "5"

Definition at line 3398 of file FixValues.h.

const char FIX::MatchType_CROSS_AUCTION_63[] = "63"

Definition at line 3407 of file FixValues.h.

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Definition at line 3441 of file FixValues.h.

Definition at line 3408 of file FixValues.h.

const char FIX::MatchType_NASDAQACTACCEPTEDTRADE[] = "ACTM3"

Definition at line 3435 of file FixValues.h.

Definition at line 3403 of file FixValues.h.

const char FIX::MatchType_NASDAQACTDEFAULTTRADE[] = "ACTM4"

Definition at line 3416 of file FixValues.h.

const char FIX::MatchType_NASDAQACTM1MATCH[] = "ACTM1"

Definition at line 3405 of file FixValues.h.

const char FIX::MatchType_NASDAQACTM2MATCH[] = "ACTM2"

Definition at line 3397 of file FixValues.h.

const char FIX::MatchType_NASDAQACTM6MATCH[] = "ACTM6"

Definition at line 3430 of file FixValues.h.

const char FIX::MatchType_NASDAQNONACT[] = "ACTMT"

Definition at line 3444 of file FixValues.h.

const char FIX::MatchType_NON_ACT[] = "MT"

Definition at line 3389 of file FixValues.h.

Definition at line 3438 of file FixValues.h.

const char FIX::MatchType_OCSLOCKEDIN[] = "MT"

Definition at line 3431 of file FixValues.h.

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Definition at line 3412 of file FixValues.h.

Definition at line 3392 of file FixValues.h.

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Definition at line 224 of file FixValues.h.

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Definition at line 221 of file FixValues.h.

Definition at line 223 of file FixValues.h.

const char FIX::MAX_LATENCY[] = "MaxLatency"

Definition at line 2123 of file FixValues.h.

Definition at line 2122 of file FixValues.h.

Definition at line 2124 of file FixValues.h.

Definition at line 1108 of file FixValues.h.

const char FIX::MDEntryType_BID = '0'

Definition at line 1109 of file FixValues.h.

const char FIX::MDEntryType_CASH_RATE = 'X'

Definition at line 1098 of file FixValues.h.

const char FIX::MDEntryType_CLOSING = '5'

Definition at line 1099 of file FixValues.h.

Definition at line 1091 of file FixValues.h.

Definition at line 1087 of file FixValues.h.

Definition at line 1121 of file FixValues.h.

Definition at line 1105 of file FixValues.h.

Definition at line 1117 of file FixValues.h.

Definition at line 1122 of file FixValues.h.

Definition at line 1112 of file FixValues.h.

const char FIX::MDEntryType_EMPTY_BOOK = 'J'

Definition at line 1107 of file FixValues.h.

Definition at line 1097 of file FixValues.h.

const char FIX::MDEntryType_IMBALANCE = 'A'

Definition at line 1096 of file FixValues.h.

const char FIX::MDEntryType_INDEX_VALUE = '3'

Definition at line 1115 of file FixValues.h.

const char FIX::MDEntryType_INDEXVALUE = '3'

Definition at line 1089 of file FixValues.h.

const char FIX::MDEntryType_MARGIN_RATE = 'G'

Definition at line 1124 of file FixValues.h.

const char FIX::MDEntryType_MID_PRICE = 'H'

Definition at line 1118 of file FixValues.h.

const char FIX::MDEntryType_OFFER = '1'

Definition at line 1129 of file FixValues.h.

Definition at line 1086 of file FixValues.h.

const char FIX::MDEntryType_OPENING = '4'

Definition at line 1100 of file FixValues.h.

Definition at line 1101 of file FixValues.h.

Definition at line 1090 of file FixValues.h.

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Definition at line 1088 of file FixValues.h.

Definition at line 1126 of file FixValues.h.

Definition at line 1095 of file FixValues.h.

Definition at line 1125 of file FixValues.h.

const char FIX::MDEntryType_SETTLEMENT = '6'

Definition at line 1119 of file FixValues.h.

Definition at line 1128 of file FixValues.h.

Definition at line 1111 of file FixValues.h.

Definition at line 1106 of file FixValues.h.

Definition at line 1085 of file FixValues.h.

const char FIX::MDEntryType_TRADE = '2'

Definition at line 1104 of file FixValues.h.

Definition at line 1123 of file FixValues.h.

const char FIX::MDEntryType_TRADEVOLUME = 'B'

Definition at line 1103 of file FixValues.h.

Definition at line 1114 of file FixValues.h.

Definition at line 1094 of file FixValues.h.

Definition at line 1093 of file FixValues.h.

const char FIX::MDEntryType_TRADINGHIGH = '7'

Definition at line 1102 of file FixValues.h.

const char FIX::MDEntryType_TRADINGLOW = '8'

Definition at line 1113 of file FixValues.h.

const char FIX::MDEntryType_TRADINGVWAP = '9'

Definition at line 1127 of file FixValues.h.

const char FIX::MDImplicitDelete_NO = 'N'

Definition at line 168 of file FixValues.h.

const char FIX::MDImplicitDelete_YES = 'Y'

Definition at line 169 of file FixValues.h.

const int FIX::MDOriginType_BOOK = 0

Definition at line 1571 of file FixValues.h.

const int FIX::MDOriginType_CROSS = 2

Definition at line 1569 of file FixValues.h.

Definition at line 1570 of file FixValues.h.

const int FIX::MDQuoteType_COUNTER = 3

Definition at line 1497 of file FixValues.h.

Definition at line 1493 of file FixValues.h.

Definition at line 1495 of file FixValues.h.

Definition at line 1494 of file FixValues.h.

Definition at line 1496 of file FixValues.h.

const char FIX::MDReqRejReason_DUPID = '1'

Definition at line 4477 of file FixValues.h.

Definition at line 4476 of file FixValues.h.

const char FIX::MDReqRejReason_INSBAND = '2'

Definition at line 4482 of file FixValues.h.

const char FIX::MDReqRejReason_INSPERM = '3'

Definition at line 4488 of file FixValues.h.

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Definition at line 4489 of file FixValues.h.

Definition at line 3500 of file FixValues.h.

const char FIX::MDUpdateAction_CHANGE = '1'

Definition at line 3756 of file FixValues.h.

const char FIX::MDUpdateAction_DELETE = '2'

Definition at line 3751 of file FixValues.h.

Definition at line 3754 of file FixValues.h.

Definition at line 3753 of file FixValues.h.

const char FIX::MDUpdateAction_NEW = '0'

Definition at line 3752 of file FixValues.h.

const char FIX::MDUpdateAction_OVERLAY = '5'

Definition at line 3755 of file FixValues.h.

const int FIX::MDUpdateType_FULL = 0

Definition at line 1318 of file FixValues.h.

Definition at line 1317 of file FixValues.h.

Definition at line 1319 of file FixValues.h.

Definition at line 1316 of file FixValues.h.

const char FIX::MessageEncoding_EUC_JP[] = "EUC-JP"

Definition at line 1987 of file FixValues.h.

const char FIX::MessageEncoding_ISO_2022_JP[] = "ISO-2022-JP"

Definition at line 1990 of file FixValues.h.

const char FIX::MessageEncoding_SHIFT_JIS[] = "SHIFT_JIS"

Definition at line 1988 of file FixValues.h.

const char FIX::MessageEncoding_UTF_8[] = "UTF-8"

Definition at line 1989 of file FixValues.h.

const char FIX::MILLISECONDS_IN_TIMESTAMP[] = "MillisecondsInTimeStamp"

Definition at line 3333 of file FixValues.h.

Definition at line 3335 of file FixValues.h.

Definition at line 3334 of file FixValues.h.

Definition at line 3332 of file FixValues.h.

const char FIX::MiscFeeType_AGENT[] = "12"

Definition at line 2062 of file FixValues.h.

const char FIX::MiscFeeType_CONSUMPTION[] = "9"

Definition at line 2059 of file FixValues.h.

Definition at line 2050 of file FixValues.h.

const char FIX::MiscFeeType_CONVERSION[] = "11"

Definition at line 2049 of file FixValues.h.

const char FIX::MiscFeeType_EXCHANGE_FEES[] = "4"

Definition at line 2066 of file FixValues.h.

const char FIX::MiscFeeType_EXCHFEE[] = "4"

Definition at line 2058 of file FixValues.h.

const char FIX::MiscFeeType_LEVY[] = "6"

Definition at line 2067 of file FixValues.h.

Definition at line 2051 of file FixValues.h.

const char FIX::MiscFeeType_LOCALCOMM[] = "3"

Definition at line 2053 of file FixValues.h.

const char FIX::MiscFeeType_MARKUP[] = "8"

Definition at line 2054 of file FixValues.h.

const char FIX::MiscFeeType_OTHER[] = "7"

Definition at line 2063 of file FixValues.h.

const char FIX::MiscFeeType_PER_TRANSACTION[] = "10"

Definition at line 2056 of file FixValues.h.

const char FIX::MiscFeeType_REG[] = "1"

Definition at line 2065 of file FixValues.h.

const char FIX::MiscFeeType_REGULATORY[] = "1"

Definition at line 2057 of file FixValues.h.

const char FIX::MiscFeeType_SECURITY_LENDING[] = "14"

Definition at line 2055 of file FixValues.h.

const char FIX::MiscFeeType_STAMP[] = "5"

Definition at line 2060 of file FixValues.h.

const char FIX::MiscFeeType_TAX[] = "2"

Definition at line 2052 of file FixValues.h.

const char FIX::MiscFeeType_TRANSACTION[] = "10"

Definition at line 2064 of file FixValues.h.

const char FIX::MiscFeeType_TRANSFER_FEE[] = "13"

Definition at line 2061 of file FixValues.h.

Definition at line 3139 of file FixValues.h.

Definition at line 3140 of file FixValues.h.

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Definition at line 4246 of file FixValues.h.

Definition at line 4241 of file FixValues.h.

Definition at line 4247 of file FixValues.h.

const char FIX::MsgDirection_RECEIVE = 'R'

Definition at line 3749 of file FixValues.h.

const char FIX::MsgDirection_SEND = 'S'

Definition at line 3750 of file FixValues.h.

Definition at line 840 of file FixValues.h.

const char FIX::MsgType_Advertisement[] = "7"

Definition at line 847 of file FixValues.h.

const char FIX::MsgType_Allocation[] = "J"

Definition at line 901 of file FixValues.h.

const char FIX::MsgType_AllocationAck[] = "P"

Definition at line 930 of file FixValues.h.

const char FIX::MsgType_AllocationACK[] = "P"

Definition at line 916 of file FixValues.h.

Definition at line 900 of file FixValues.h.

Definition at line 940 of file FixValues.h.

Definition at line 898 of file FixValues.h.

const char FIX::MsgType_AllocationReport[] = "AS"

Definition at line 850 of file FixValues.h.

const char FIX::MsgType_AllocationReportAck[] = "AT"

Definition at line 862 of file FixValues.h.

Definition at line 902 of file FixValues.h.

Definition at line 889 of file FixValues.h.

Definition at line 914 of file FixValues.h.

const char FIX::MsgType_AssignmentReport[] = "AW"

Definition at line 920 of file FixValues.h.

const char FIX::MsgType_BidRequest[] = "k"

Definition at line 844 of file FixValues.h.

const char FIX::MsgType_BidResponse[] = "l"

Definition at line 921 of file FixValues.h.

Definition at line 853 of file FixValues.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::MsgType_CollateralAssignment[] = "AY"

Definition at line 927 of file FixValues.h.

const char FIX::MsgType_CollateralInquiry[] = "BB"

Definition at line 865 of file FixValues.h.

const char FIX::MsgType_CollateralInquiryAck[] = "BG"

Definition at line 932 of file FixValues.h.

const char FIX::MsgType_CollateralReport[] = "BA"

Definition at line 832 of file FixValues.h.

const char FIX::MsgType_CollateralRequest[] = "AX"

Definition at line 884 of file FixValues.h.

const char FIX::MsgType_CollateralResponse[] = "AZ"

Definition at line 873 of file FixValues.h.

const char FIX::MsgType_Confirmation[] = "AK"

Definition at line 824 of file FixValues.h.

const char FIX::MsgType_ConfirmationAck[] = "AU"

Definition at line 854 of file FixValues.h.

const char FIX::MsgType_ConfirmationRequest[] = "BH"

Definition at line 863 of file FixValues.h.

Definition at line 878 of file FixValues.h.

Definition at line 918 of file FixValues.h.

Definition at line 881 of file FixValues.h.

Definition at line 907 of file FixValues.h.

Definition at line 883 of file FixValues.h.

Definition at line 911 of file FixValues.h.

const char FIX::MsgType_DontKnowTrade[] = "Q"

Definition at line 887 of file FixValues.h.

const char FIX::MsgType_Email[] = "C"

Definition at line 822 of file FixValues.h.

Definition at line 868 of file FixValues.h.

const char FIX::MsgType_ExecutionReport[] = "8"

Definition at line 892 of file FixValues.h.

const char FIX::MsgType_Heartbeat[] = "0"

Definition at line 860 of file FixValues.h.

Referenced by FIX::Session::next().

Definition at line 826 of file FixValues.h.

const char FIX::MsgType_IOI[] = "6"

Definition at line 842 of file FixValues.h.

const char FIX::MsgType_ListCancelRequest[] = "K"

Definition at line 857 of file FixValues.h.

const char FIX::MsgType_ListExecute[] = "L"

Definition at line 823 of file FixValues.h.

const char FIX::MsgType_ListStatus[] = "N"

Definition at line 821 of file FixValues.h.

const char FIX::MsgType_ListStatusRequest[] = "M"

Definition at line 852 of file FixValues.h.

const char FIX::MsgType_ListStrikePrice[] = "m"

Definition at line 843 of file FixValues.h.

const char FIX::MsgType_Logon[] = "A"
const char FIX::MsgType_Logout[] = "5"

Definition at line 827 of file FixValues.h.

const char FIX::MsgType_MarketDataRequest[] = "V"

Definition at line 941 of file FixValues.h.

Definition at line 942 of file FixValues.h.

Definition at line 933 of file FixValues.h.

const char FIX::MsgType_MarketDefinition[] = "BU"

Definition at line 871 of file FixValues.h.

Definition at line 909 of file FixValues.h.

Definition at line 917 of file FixValues.h.

const char FIX::MsgType_MassQuote[] = "i"

Definition at line 848 of file FixValues.h.

Definition at line 874 of file FixValues.h.

Definition at line 890 of file FixValues.h.

Definition at line 939 of file FixValues.h.

Definition at line 908 of file FixValues.h.

Definition at line 838 of file FixValues.h.

const char FIX::MsgType_NewOrderCross[] = "s"

Definition at line 839 of file FixValues.h.

const char FIX::MsgType_NewOrderList[] = "E"

Definition at line 867 of file FixValues.h.

const char FIX::MsgType_NewOrderMultileg[] = "AB"

Definition at line 825 of file FixValues.h.

const char FIX::MsgType_NewOrderSingle[] = "D"

Definition at line 882 of file FixValues.h.

const char FIX::MsgType_News[] = "B"

Definition at line 858 of file FixValues.h.

const char FIX::MsgType_OrderCancelReject[] = "9"

Definition at line 891 of file FixValues.h.

Definition at line 935 of file FixValues.h.

const char FIX::MsgType_OrderCancelRequest[] = "F"

Definition at line 938 of file FixValues.h.

Definition at line 864 of file FixValues.h.

Definition at line 929 of file FixValues.h.

Definition at line 919 of file FixValues.h.

Definition at line 924 of file FixValues.h.

Definition at line 913 of file FixValues.h.

const char FIX::MsgType_OrderStatusRequest[] = "H"

Definition at line 926 of file FixValues.h.

Definition at line 879 of file FixValues.h.

Definition at line 880 of file FixValues.h.

Definition at line 833 of file FixValues.h.

Definition at line 837 of file FixValues.h.

const char FIX::MsgType_PositionReport[] = "AP"

Definition at line 834 of file FixValues.h.

const char FIX::MsgType_Quote[] = "S"

Definition at line 895 of file FixValues.h.

Definition at line 861 of file FixValues.h.

const char FIX::MsgType_QuoteCancel[] = "Z"

Definition at line 877 of file FixValues.h.

const char FIX::MsgType_QuoteRequest[] = "R"

Definition at line 931 of file FixValues.h.

const char FIX::MsgType_QuoteRequestReject[] = "AG"

Definition at line 912 of file FixValues.h.

const char FIX::MsgType_QuoteResponse[] = "AJ"

Definition at line 875 of file FixValues.h.

const char FIX::MsgType_QuoteStatusReport[] = "AI"

Definition at line 893 of file FixValues.h.

const char FIX::MsgType_QuoteStatusRequest[] = "a"

Definition at line 876 of file FixValues.h.

Definition at line 903 of file FixValues.h.

Definition at line 846 of file FixValues.h.

const char FIX::MsgType_Reject[] = "3"
const char FIX::MsgType_RequestForPositions[] = "AN"

Definition at line 922 of file FixValues.h.

Definition at line 829 of file FixValues.h.

const char FIX::MsgType_ResendRequest[] = "2"

Definition at line 894 of file FixValues.h.

Referenced by FIX::Session::next(), and FIX::Session::nextQueued().

const char FIX::MsgType_RFQRequest[] = "AH"

Definition at line 937 of file FixValues.h.

const char FIX::MsgType_SecurityDefinition[] = "d"

Definition at line 904 of file FixValues.h.

Definition at line 905 of file FixValues.h.

Definition at line 851 of file FixValues.h.

const char FIX::MsgType_SecurityList[] = "y"

Definition at line 856 of file FixValues.h.

Definition at line 831 of file FixValues.h.

Definition at line 897 of file FixValues.h.

const char FIX::MsgType_SecurityStatus[] = "f"

Definition at line 906 of file FixValues.h.

Definition at line 915 of file FixValues.h.

Definition at line 866 of file FixValues.h.

const char FIX::MsgType_SecurityTypes[] = "w"

Definition at line 870 of file FixValues.h.

const char FIX::MsgType_SequenceReset[] = "4"

Definition at line 896 of file FixValues.h.

Definition at line 934 of file FixValues.h.

Definition at line 923 of file FixValues.h.

Definition at line 928 of file FixValues.h.

Definition at line 835 of file FixValues.h.

Definition at line 830 of file FixValues.h.

const char FIX::MsgType_TestRequest[] = "1"

Definition at line 855 of file FixValues.h.

Referenced by FIX::Session::next().

const char FIX::MsgType_TradeCaptureReport[] = "AE"

Definition at line 828 of file FixValues.h.

Definition at line 888 of file FixValues.h.

Definition at line 936 of file FixValues.h.

Definition at line 899 of file FixValues.h.

const char FIX::MsgType_TradingSessionList[] = "BJ"

Definition at line 925 of file FixValues.h.

Definition at line 869 of file FixValues.h.

Definition at line 859 of file FixValues.h.

Definition at line 845 of file FixValues.h.

Definition at line 820 of file FixValues.h.

const char FIX::MsgType_UserNotification[] = "CB"

Definition at line 885 of file FixValues.h.

const char FIX::MsgType_UserRequest[] = "BE"

Definition at line 836 of file FixValues.h.

const char FIX::MsgType_UserResponse[] = "BF"

Definition at line 886 of file FixValues.h.

Definition at line 3017 of file FixValues.h.

Definition at line 3016 of file FixValues.h.

Definition at line 3018 of file FixValues.h.

Definition at line 160 of file FixValues.h.

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Definition at line 161 of file FixValues.h.

Definition at line 164 of file FixValues.h.

Definition at line 948 of file FixValues.h.

Definition at line 949 of file FixValues.h.

Definition at line 947 of file FixValues.h.

Definition at line 946 of file FixValues.h.

Definition at line 944 of file FixValues.h.

Definition at line 943 of file FixValues.h.

Definition at line 945 of file FixValues.h.

Definition at line 76 of file FixValues.h.

Definition at line 78 of file FixValues.h.

Definition at line 77 of file FixValues.h.

const char FIX::MYSQL_LOG_DATABASE[] = "MySQLLogDatabase"

Definition at line 97 of file SessionSettings.h.

const char FIX::MYSQL_LOG_EVENT_TABLE[] = "MySQLLogEventTable"

Definition at line 104 of file SessionSettings.h.

const char FIX::MYSQL_LOG_HOST[] = "MySQLLogHost"

Definition at line 100 of file SessionSettings.h.

const char FIX::MYSQL_LOG_INCOMING_TABLE[] = "MySQLLogIncomingTable"

Definition at line 102 of file SessionSettings.h.

const char FIX::MYSQL_LOG_OUTGOING_TABLE[] = "MySQLLogOutgoingTable"

Definition at line 103 of file SessionSettings.h.

const char FIX::MYSQL_LOG_PASSWORD[] = "MySQLLogPassword"

Definition at line 99 of file SessionSettings.h.

const char FIX::MYSQL_LOG_PORT[] = "MySQLLogPort"

Definition at line 101 of file SessionSettings.h.

const char FIX::MYSQL_LOG_USECONNECTIONPOOL[] = "MySQLLogUseConnectionPool"

Definition at line 96 of file SessionSettings.h.

const char FIX::MYSQL_LOG_USER[] = "MySQLLogUser"

Definition at line 98 of file SessionSettings.h.

const char FIX::MYSQL_STORE_DATABASE[] = "MySQLStoreDatabase"

Definition at line 77 of file SessionSettings.h.

const char FIX::MYSQL_STORE_HOST[] = "MySQLStoreHost"

Definition at line 80 of file SessionSettings.h.

const char FIX::MYSQL_STORE_PASSWORD[] = "MySQLStorePassword"

Definition at line 79 of file SessionSettings.h.

const char FIX::MYSQL_STORE_PORT[] = "MySQLStorePort"

Definition at line 81 of file SessionSettings.h.

const char FIX::MYSQL_STORE_USECONNECTIONPOOL[] = "MySQLStoreUseConnectionPool"

Definition at line 76 of file SessionSettings.h.

const char FIX::MYSQL_STORE_USER[] = "MySQLStoreUser"

Definition at line 78 of file SessionSettings.h.

const int FIX::NetGrossInd_GROSS = 2

Definition at line 4421 of file FixValues.h.

const int FIX::NetGrossInd_NET = 1

Definition at line 4420 of file FixValues.h.

Definition at line 275 of file FixValues.h.

Definition at line 271 of file FixValues.h.

Definition at line 273 of file FixValues.h.

Definition at line 270 of file FixValues.h.

Definition at line 274 of file FixValues.h.

Definition at line 272 of file FixValues.h.

Definition at line 4434 of file FixValues.h.

Definition at line 4432 of file FixValues.h.

Definition at line 4433 of file FixValues.h.

Definition at line 1616 of file FixValues.h.

Definition at line 1618 of file FixValues.h.

Definition at line 1614 of file FixValues.h.

Definition at line 1617 of file FixValues.h.

Definition at line 1615 of file FixValues.h.

Definition at line 2101 of file FixValues.h.

Definition at line 2100 of file FixValues.h.

Definition at line 2102 of file FixValues.h.

const char FIX::NoSides_BOTH_SIDES = '2'

Definition at line 2579 of file FixValues.h.

const char FIX::NoSides_BOTHSIDES = '2'

Definition at line 2576 of file FixValues.h.

const char FIX::NoSides_ONE_SIDE = '1'

Definition at line 2578 of file FixValues.h.

const char FIX::NoSides_ONESIDE = '1'

Definition at line 2577 of file FixValues.h.

const char FIX::NotifyBrokerOfCredit_NO = 'N'

Definition at line 3663 of file FixValues.h.

Definition at line 3664 of file FixValues.h.

const char FIX::ODBC_LOG_CONNECTION_STRING[] = "OdbcLogConnectionString"

Definition at line 116 of file SessionSettings.h.

const char FIX::ODBC_LOG_EVENT_TABLE[] = "OdbcLogEventTable"

Definition at line 119 of file SessionSettings.h.

const char FIX::ODBC_LOG_INCOMING_TABLE[] = "OdbcLogIncomingTable"

Definition at line 117 of file SessionSettings.h.

const char FIX::ODBC_LOG_OUTGOING_TABLE[] = "OdbcLogOutgoingTable"

Definition at line 118 of file SessionSettings.h.

const char FIX::ODBC_LOG_PASSWORD[] = "OdbcLogPassword"

Definition at line 115 of file SessionSettings.h.

const char FIX::ODBC_LOG_USER[] = "OdbcLogUser"

Definition at line 114 of file SessionSettings.h.

const char FIX::ODBC_STORE_CONNECTION_STRING[] = "OdbcStoreConnectionString"

Definition at line 90 of file SessionSettings.h.

const char FIX::ODBC_STORE_PASSWORD[] = "OdbcStorePassword"

Definition at line 89 of file SessionSettings.h.

const char FIX::ODBC_STORE_USER[] = "OdbcStoreUser"

Definition at line 88 of file SessionSettings.h.

const char FIX::OddLot_NO = 'N'

Definition at line 4207 of file FixValues.h.

const char FIX::OddLot_YES = 'Y'

Definition at line 4208 of file FixValues.h.

const char FIX::OpenClose_CLOSE = 'C'

Definition at line 2210 of file FixValues.h.

const char FIX::OpenClose_OPEN = 'O'

Definition at line 2211 of file FixValues.h.

Definition at line 2118 of file FixValues.h.

Definition at line 2121 of file FixValues.h.

Definition at line 2119 of file FixValues.h.

Definition at line 2120 of file FixValues.h.

Definition at line 2117 of file FixValues.h.

Definition at line 1306 of file FixValues.h.

Definition at line 1307 of file FixValues.h.

Definition at line 1309 of file FixValues.h.

Definition at line 1311 of file FixValues.h.

Definition at line 1310 of file FixValues.h.

Definition at line 1305 of file FixValues.h.

Definition at line 1303 of file FixValues.h.

Definition at line 1313 of file FixValues.h.

Definition at line 1302 of file FixValues.h.

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Definition at line 1308 of file FixValues.h.

Definition at line 1304 of file FixValues.h.

Definition at line 3451 of file FixValues.h.

Definition at line 3453 of file FixValues.h.

Definition at line 3452 of file FixValues.h.

const char FIX::OrderCapacity_AGENCY = 'A'

Definition at line 523 of file FixValues.h.

Definition at line 521 of file FixValues.h.

Definition at line 525 of file FixValues.h.

Definition at line 524 of file FixValues.h.

const char FIX::OrderCapacity_PRINCIPAL = 'P'

Definition at line 522 of file FixValues.h.

Definition at line 519 of file FixValues.h.

Definition at line 520 of file FixValues.h.

Definition at line 526 of file FixValues.h.

Definition at line 1844 of file FixValues.h.

Definition at line 1841 of file FixValues.h.

Definition at line 1849 of file FixValues.h.

Definition at line 1845 of file FixValues.h.

const char FIX::OrderCategory_ORDER = '1'

Definition at line 1848 of file FixValues.h.

Definition at line 1846 of file FixValues.h.

const char FIX::OrderCategory_QUOTE = '2'

Definition at line 1847 of file FixValues.h.

Definition at line 1843 of file FixValues.h.

Definition at line 1842 of file FixValues.h.

const int FIX::OrderDelayUnit_DAYS = 12

Definition at line 3076 of file FixValues.h.

const int FIX::OrderDelayUnit_HOURS = 11

Definition at line 3072 of file FixValues.h.

Definition at line 3071 of file FixValues.h.

Definition at line 3073 of file FixValues.h.

Definition at line 3075 of file FixValues.h.

Definition at line 3074 of file FixValues.h.

Definition at line 3068 of file FixValues.h.

Definition at line 3070 of file FixValues.h.

Definition at line 3067 of file FixValues.h.

Definition at line 3066 of file FixValues.h.

const int FIX::OrderDelayUnit_WEEKS = 13

Definition at line 3065 of file FixValues.h.

const int FIX::OrderDelayUnit_YEARS = 15

Definition at line 3069 of file FixValues.h.

Definition at line 742 of file FixValues.h.

Definition at line 690 of file FixValues.h.

Definition at line 686 of file FixValues.h.

Definition at line 707 of file FixValues.h.

const char FIX::OrderRestrictions_ACTMM = '5'

Definition at line 706 of file FixValues.h.

Definition at line 694 of file FixValues.h.

Definition at line 705 of file FixValues.h.

Definition at line 709 of file FixValues.h.

Definition at line 701 of file FixValues.h.

const char FIX::OrderRestrictions_CROSS = 'F'

Definition at line 696 of file FixValues.h.

Definition at line 702 of file FixValues.h.

Definition at line 685 of file FixValues.h.

Definition at line 699 of file FixValues.h.

Definition at line 704 of file FixValues.h.

Definition at line 688 of file FixValues.h.

Definition at line 700 of file FixValues.h.

Definition at line 695 of file FixValues.h.

Definition at line 703 of file FixValues.h.

Definition at line 693 of file FixValues.h.

Definition at line 692 of file FixValues.h.

Definition at line 683 of file FixValues.h.

Definition at line 687 of file FixValues.h.

Definition at line 689 of file FixValues.h.

Definition at line 684 of file FixValues.h.

Definition at line 691 of file FixValues.h.

Definition at line 697 of file FixValues.h.

Definition at line 698 of file FixValues.h.

Definition at line 708 of file FixValues.h.

const int FIX::OrdRejReason_BROKER = 0

Definition at line 210 of file FixValues.h.

Definition at line 211 of file FixValues.h.

Definition at line 203 of file FixValues.h.

Definition at line 190 of file FixValues.h.

Definition at line 186 of file FixValues.h.

Definition at line 196 of file FixValues.h.

Definition at line 187 of file FixValues.h.

Definition at line 204 of file FixValues.h.

Definition at line 189 of file FixValues.h.

Definition at line 213 of file FixValues.h.

Definition at line 185 of file FixValues.h.

Definition at line 198 of file FixValues.h.

Definition at line 193 of file FixValues.h.

Definition at line 207 of file FixValues.h.

Definition at line 205 of file FixValues.h.

Definition at line 202 of file FixValues.h.

Definition at line 215 of file FixValues.h.

Definition at line 188 of file FixValues.h.

const int FIX::OrdRejReason_OTHER = 99

Definition at line 209 of file FixValues.h.

Definition at line 214 of file FixValues.h.

const int FIX::OrdRejReason_STALE = 8

Definition at line 200 of file FixValues.h.

Definition at line 220 of file FixValues.h.

Definition at line 212 of file FixValues.h.

Definition at line 191 of file FixValues.h.

Definition at line 197 of file FixValues.h.

Definition at line 194 of file FixValues.h.

Definition at line 219 of file FixValues.h.

Definition at line 217 of file FixValues.h.

Definition at line 218 of file FixValues.h.

Definition at line 201 of file FixValues.h.

Definition at line 192 of file FixValues.h.

Definition at line 206 of file FixValues.h.

Definition at line 208 of file FixValues.h.

Definition at line 199 of file FixValues.h.

Definition at line 216 of file FixValues.h.

Definition at line 195 of file FixValues.h.

const char FIX::OrdStatus_ACCEPTBIDDING = 'D'

Definition at line 978 of file FixValues.h.

Definition at line 970 of file FixValues.h.

const char FIX::OrdStatus_CALCULATED = 'B'

Definition at line 960 of file FixValues.h.

const char FIX::OrdStatus_CANCELED = '4'

Definition at line 969 of file FixValues.h.

const char FIX::OrdStatus_DONE = '3'

Definition at line 972 of file FixValues.h.

const char FIX::OrdStatus_DONE_FOR_DAY = '3'

Definition at line 977 of file FixValues.h.

const char FIX::OrdStatus_EXPIRED = 'C'

Definition at line 975 of file FixValues.h.

const char FIX::OrdStatus_FILLED = '2'

Definition at line 967 of file FixValues.h.

const char FIX::OrdStatus_NEW = '0'

Definition at line 959 of file FixValues.h.

const char FIX::OrdStatus_PARTIAL = '1'

Definition at line 963 of file FixValues.h.

Definition at line 974 of file FixValues.h.

Definition at line 962 of file FixValues.h.

Definition at line 964 of file FixValues.h.

const char FIX::OrdStatus_PENDING_NEW = 'A'

Definition at line 965 of file FixValues.h.

Definition at line 968 of file FixValues.h.

const char FIX::OrdStatus_PENDINGNEW = 'A'

Definition at line 961 of file FixValues.h.

const char FIX::OrdStatus_PENDINGREP = 'E'

Definition at line 979 of file FixValues.h.

const char FIX::OrdStatus_REJECTED = '8'

Definition at line 973 of file FixValues.h.

const char FIX::OrdStatus_REPLACED = '5'

Definition at line 976 of file FixValues.h.

const char FIX::OrdStatus_STOPPED = '7'

Definition at line 966 of file FixValues.h.

const char FIX::OrdStatus_SUSPENDED = '9'

Definition at line 971 of file FixValues.h.

Definition at line 3351 of file FixValues.h.

const char FIX::OrdType_FOREX = 'C'

Definition at line 3364 of file FixValues.h.

const char FIX::OrdType_FOREX_C = 'C'

Definition at line 3356 of file FixValues.h.

const char FIX::OrdType_FOREX_F = 'F'

Definition at line 3367 of file FixValues.h.

const char FIX::OrdType_FOREX_G = 'G'

Definition at line 3373 of file FixValues.h.

const char FIX::OrdType_FOREX_H = 'H'

Definition at line 3378 of file FixValues.h.

const char FIX::OrdType_FOREX_LIMIT = 'F'

Definition at line 3362 of file FixValues.h.

const char FIX::OrdType_FOREX_MARKET = 'C'

Definition at line 3336 of file FixValues.h.

Definition at line 3337 of file FixValues.h.

const char FIX::OrdType_FOREX_SWAP = 'G'

Definition at line 3345 of file FixValues.h.

const char FIX::OrdType_FOREXLIMIT = 'F'

Definition at line 3347 of file FixValues.h.

const char FIX::OrdType_FOREXMARKET = 'C'

Definition at line 3363 of file FixValues.h.

Definition at line 3379 of file FixValues.h.

const char FIX::OrdType_FOREXSWAP = 'G'

Definition at line 3353 of file FixValues.h.

const char FIX::OrdType_FUNARI = 'I'

Definition at line 3366 of file FixValues.h.

const char FIX::OrdType_LIMIT = '2'

Definition at line 3371 of file FixValues.h.

const char FIX::OrdType_LIMIT_ON_CLOSE = 'B'

Definition at line 3374 of file FixValues.h.

const char FIX::OrdType_LIMIT_OR_BETTER = '7'

Definition at line 3382 of file FixValues.h.

Definition at line 3343 of file FixValues.h.

const char FIX::OrdType_LIMITONCLOSE = 'B'

Definition at line 3342 of file FixValues.h.

const char FIX::OrdType_LIMITORBETTER = '7'

Definition at line 3360 of file FixValues.h.

Definition at line 3352 of file FixValues.h.

const char FIX::OrdType_MARKET = '1'

Definition at line 3383 of file FixValues.h.

Definition at line 3354 of file FixValues.h.

const char FIX::OrdType_MARKET_ON_CLOSE = '5'

Definition at line 3370 of file FixValues.h.

Definition at line 3348 of file FixValues.h.

Definition at line 3372 of file FixValues.h.

const char FIX::OrdType_MARKETIFTOUCHED = 'J'

Definition at line 3365 of file FixValues.h.

const char FIX::OrdType_MARKETONCLOSE = '5'

Definition at line 3375 of file FixValues.h.

Definition at line 3380 of file FixValues.h.

Definition at line 3355 of file FixValues.h.

Definition at line 3377 of file FixValues.h.

const char FIX::OrdType_ON_BASIS = '9'

Definition at line 3381 of file FixValues.h.

const char FIX::OrdType_ON_CLOSE = 'A'

Definition at line 3357 of file FixValues.h.

const char FIX::OrdType_ONBASIS = '9'

Definition at line 3338 of file FixValues.h.

const char FIX::OrdType_ONCLOSE = 'A'

Definition at line 3361 of file FixValues.h.

const char FIX::OrdType_PEGGED = 'P'

Definition at line 3341 of file FixValues.h.

Definition at line 3340 of file FixValues.h.

Definition at line 3376 of file FixValues.h.

Definition at line 3368 of file FixValues.h.

Definition at line 3350 of file FixValues.h.

Definition at line 3339 of file FixValues.h.

Definition at line 3349 of file FixValues.h.

const char FIX::OrdType_STOP = '3'

Definition at line 3358 of file FixValues.h.

const char FIX::OrdType_STOP_LIMIT = '4'

Definition at line 3344 of file FixValues.h.

const char FIX::OrdType_STOPLIMIT = '4'

Definition at line 3359 of file FixValues.h.

const char FIX::OrdType_WITH_OR_WITHOUT = '6'

Definition at line 3369 of file FixValues.h.

const char FIX::OrdType_WITHORWITHOUT = '6'

Definition at line 3346 of file FixValues.h.

Definition at line 750 of file FixValues.h.

Definition at line 747 of file FixValues.h.

Definition at line 749 of file FixValues.h.

Definition at line 748 of file FixValues.h.

Definition at line 1654 of file FixValues.h.

Definition at line 1653 of file FixValues.h.

Definition at line 1655 of file FixValues.h.

Definition at line 4383 of file FixValues.h.

Definition at line 4392 of file FixValues.h.

const int FIX::OwnerType_CORPBODY = 12

Definition at line 4384 of file FixValues.h.

Definition at line 4397 of file FixValues.h.

Definition at line 4381 of file FixValues.h.

Definition at line 4399 of file FixValues.h.

Definition at line 4394 of file FixValues.h.

Definition at line 4382 of file FixValues.h.

Definition at line 4380 of file FixValues.h.

Definition at line 4395 of file FixValues.h.

Definition at line 4385 of file FixValues.h.

Definition at line 4388 of file FixValues.h.

Definition at line 4378 of file FixValues.h.

const int FIX::OwnerType_NOMINEE = 13

Definition at line 4400 of file FixValues.h.

Definition at line 4396 of file FixValues.h.

Definition at line 4389 of file FixValues.h.

Definition at line 4391 of file FixValues.h.

Definition at line 4386 of file FixValues.h.

Definition at line 4387 of file FixValues.h.

Definition at line 4390 of file FixValues.h.

Definition at line 4379 of file FixValues.h.

Definition at line 4398 of file FixValues.h.

const int FIX::OwnerType_TRUSTS = 8

Definition at line 4393 of file FixValues.h.

Definition at line 1453 of file FixValues.h.

Definition at line 1452 of file FixValues.h.

Definition at line 1455 of file FixValues.h.

Definition at line 1454 of file FixValues.h.

Definition at line 1449 of file FixValues.h.

Definition at line 1451 of file FixValues.h.

Definition at line 1448 of file FixValues.h.

Definition at line 1450 of file FixValues.h.

Definition at line 3775 of file FixValues.h.

Definition at line 3780 of file FixValues.h.

Definition at line 3777 of file FixValues.h.

Definition at line 3786 of file FixValues.h.

Definition at line 3782 of file FixValues.h.

const char FIX::PartyIDSource_BIC = 'B'

Definition at line 3799 of file FixValues.h.

Definition at line 3808 of file FixValues.h.

Definition at line 3800 of file FixValues.h.

Definition at line 3785 of file FixValues.h.

Definition at line 3793 of file FixValues.h.

Definition at line 3776 of file FixValues.h.

Definition at line 3794 of file FixValues.h.

Definition at line 3791 of file FixValues.h.

Definition at line 3779 of file FixValues.h.

Definition at line 3804 of file FixValues.h.

const char FIX::PartyIDSource_ISOCODE = 'E'

Definition at line 3807 of file FixValues.h.

Definition at line 3803 of file FixValues.h.

Definition at line 3778 of file FixValues.h.

Definition at line 3787 of file FixValues.h.

const char FIX::PartyIDSource_MCDNUMBER = '4'

Definition at line 3809 of file FixValues.h.

const char FIX::PartyIDSource_MIC = 'G'

Definition at line 3802 of file FixValues.h.

const char FIX::PartyIDSource_PROPCODE = 'D'

Definition at line 3806 of file FixValues.h.

Definition at line 3773 of file FixValues.h.

Definition at line 3797 of file FixValues.h.

Definition at line 3796 of file FixValues.h.

Definition at line 3810 of file FixValues.h.

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Definition at line 3805 of file FixValues.h.

Definition at line 3783 of file FixValues.h.

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Definition at line 3789 of file FixValues.h.

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Definition at line 3788 of file FixValues.h.

Definition at line 3774 of file FixValues.h.

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Definition at line 4355 of file FixValues.h.

Definition at line 4337 of file FixValues.h.

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Definition at line 4356 of file FixValues.h.

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Definition at line 4331 of file FixValues.h.

Definition at line 4336 of file FixValues.h.

Definition at line 4347 of file FixValues.h.

Definition at line 4339 of file FixValues.h.

Definition at line 4325 of file FixValues.h.

Definition at line 4351 of file FixValues.h.

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Definition at line 4345 of file FixValues.h.

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Definition at line 4353 of file FixValues.h.

Definition at line 4359 of file FixValues.h.

Definition at line 4350 of file FixValues.h.

Definition at line 277 of file FixValues.h.

Definition at line 341 of file FixValues.h.

const int FIX::PartyRole_AGENT = 30

Definition at line 370 of file FixValues.h.

Definition at line 390 of file FixValues.h.

Definition at line 331 of file FixValues.h.

Definition at line 351 of file FixValues.h.

Definition at line 321 of file FixValues.h.

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Definition at line 337 of file FixValues.h.

Definition at line 327 of file FixValues.h.

Definition at line 312 of file FixValues.h.

Definition at line 333 of file FixValues.h.

Definition at line 325 of file FixValues.h.

const int FIX::PartyRole_CLIENT_ID = 3

Definition at line 329 of file FixValues.h.

const int FIX::PartyRole_CLIENTID = 3

Definition at line 375 of file FixValues.h.

Definition at line 310 of file FixValues.h.

Definition at line 305 of file FixValues.h.

Definition at line 294 of file FixValues.h.

Definition at line 355 of file FixValues.h.

Definition at line 359 of file FixValues.h.

Definition at line 322 of file FixValues.h.

Definition at line 295 of file FixValues.h.

Definition at line 317 of file FixValues.h.

Definition at line 363 of file FixValues.h.

const int FIX::PartyRole_CONTRAFIRM = 17

Definition at line 284 of file FixValues.h.

Definition at line 279 of file FixValues.h.

Definition at line 334 of file FixValues.h.

Definition at line 386 of file FixValues.h.

Definition at line 350 of file FixValues.h.

Definition at line 340 of file FixValues.h.

Definition at line 381 of file FixValues.h.

Definition at line 300 of file FixValues.h.

const int FIX::PartyRole_CUSTODIAN = 28

Definition at line 379 of file FixValues.h.

Definition at line 281 of file FixValues.h.

Definition at line 342 of file FixValues.h.

const int FIX::PartyRole_DESK_ID = 76

Definition at line 389 of file FixValues.h.

Definition at line 330 of file FixValues.h.

Definition at line 319 of file FixValues.h.

Definition at line 303 of file FixValues.h.

Definition at line 338 of file FixValues.h.

Definition at line 318 of file FixValues.h.

const int FIX::PartyRole_EXCHANGE = 22

Definition at line 297 of file FixValues.h.

Definition at line 369 of file FixValues.h.

Definition at line 326 of file FixValues.h.

Definition at line 378 of file FixValues.h.

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Definition at line 356 of file FixValues.h.

Definition at line 320 of file FixValues.h.

Definition at line 371 of file FixValues.h.

Definition at line 361 of file FixValues.h.

const int FIX::PartyRole_LOCATE = 8

Definition at line 299 of file FixValues.h.

Definition at line 382 of file FixValues.h.

Definition at line 393 of file FixValues.h.

Definition at line 348 of file FixValues.h.

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Definition at line 292 of file FixValues.h.

Definition at line 306 of file FixValues.h.

const int FIX::PartyRole_SESSION_ID = 55

Definition at line 313 of file FixValues.h.

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Definition at line 368 of file FixValues.h.

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Definition at line 3703 of file FixValues.h.

const int FIX::PartySubIDType_BIC = 16

Definition at line 3699 of file FixValues.h.

Definition at line 3675 of file FixValues.h.

Definition at line 3666 of file FixValues.h.

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Definition at line 3714 of file FixValues.h.

Definition at line 3667 of file FixValues.h.

Definition at line 3698 of file FixValues.h.

const int FIX::PartySubIDType_FIRM = 1

Definition at line 3674 of file FixValues.h.

Definition at line 3712 of file FixValues.h.

Definition at line 3683 of file FixValues.h.

Definition at line 3680 of file FixValues.h.

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Definition at line 1750 of file FixValues.h.

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Definition at line 1746 of file FixValues.h.

Definition at line 1766 of file FixValues.h.

const int FIX::PaymentMethod_BPAY = 14

Definition at line 1762 of file FixValues.h.

Definition at line 1756 of file FixValues.h.

Definition at line 1761 of file FixValues.h.

Definition at line 1755 of file FixValues.h.

Definition at line 1753 of file FixValues.h.

const int FIX::PaymentMethod_CREST = 1

Definition at line 1758 of file FixValues.h.

Definition at line 1765 of file FixValues.h.

Definition at line 1760 of file FixValues.h.

Definition at line 1757 of file FixValues.h.

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Definition at line 1752 of file FixValues.h.

Definition at line 1759 of file FixValues.h.

Definition at line 1763 of file FixValues.h.

const int FIX::PaymentMethod_NSCC = 2

Definition at line 1764 of file FixValues.h.

Definition at line 1751 of file FixValues.h.

Definition at line 1747 of file FixValues.h.

Definition at line 1775 of file FixValues.h.

Definition at line 1776 of file FixValues.h.

Definition at line 1777 of file FixValues.h.

Definition at line 1774 of file FixValues.h.

const int FIX::PegLimitType_STRICT = 1

Definition at line 1773 of file FixValues.h.

const int FIX::PegMoveType_FIXED = 1

Definition at line 1131 of file FixValues.h.

Definition at line 1130 of file FixValues.h.

Definition at line 1021 of file FixValues.h.

Definition at line 1017 of file FixValues.h.

const int FIX::PegOffsetType_PRICE = 0

Definition at line 1016 of file FixValues.h.

Definition at line 1018 of file FixValues.h.

Definition at line 1020 of file FixValues.h.

const int FIX::PegOffsetType_TICKS = 2

Definition at line 1019 of file FixValues.h.

Definition at line 586 of file FixValues.h.

Definition at line 583 of file FixValues.h.

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Definition at line 3137 of file FixValues.h.

Definition at line 3138 of file FixValues.h.

Definition at line 3136 of file FixValues.h.

Definition at line 3135 of file FixValues.h.

const int FIX::PegScope_GLOBAL = 3

Definition at line 1434 of file FixValues.h.

const int FIX::PegScope_LOCAL = 1

Definition at line 1432 of file FixValues.h.

Definition at line 1436 of file FixValues.h.

const int FIX::PegScope_NATIONAL = 2

Definition at line 1435 of file FixValues.h.

Definition at line 1431 of file FixValues.h.

Definition at line 1430 of file FixValues.h.

Definition at line 1433 of file FixValues.h.

const char FIX::PERSIST_MESSAGES[] = "PersistMessages"

Definition at line 445 of file FixValues.h.

const char FIX::PosAmtType_CASH_AMOUNT[] = "CASH"

Definition at line 455 of file FixValues.h.

const char FIX::PosAmtType_CASH_RESIDUAL_AMOUNT[] = "CRES"

Definition at line 463 of file FixValues.h.

Definition at line 449 of file FixValues.h.

const char FIX::PosAmtType_CASHRESIDUALAMOUNT[] = "CRES"

Definition at line 461 of file FixValues.h.

Definition at line 462 of file FixValues.h.

Definition at line 464 of file FixValues.h.

const char FIX::PosAmtType_COUPON_AMOUNT[] = "CPN"

Definition at line 468 of file FixValues.h.

Definition at line 452 of file FixValues.h.

Definition at line 467 of file FixValues.h.

Definition at line 458 of file FixValues.h.

Definition at line 450 of file FixValues.h.

Definition at line 470 of file FixValues.h.

Definition at line 448 of file FixValues.h.

Definition at line 457 of file FixValues.h.

const char FIX::PosAmtType_PREMIUM_AMOUNT[] = "PREM"

Definition at line 446 of file FixValues.h.

const char FIX::PosAmtType_PREMIUMAMOUNT[] = "PREM"

Definition at line 456 of file FixValues.h.

const char FIX::PosAmtType_SETTLEMENT_VALUE[] = "SETL"

Definition at line 453 of file FixValues.h.

Definition at line 459 of file FixValues.h.

Definition at line 447 of file FixValues.h.

const char FIX::PosAmtType_TOTAL_BANKED_AMOUNT[] = "BANK"

Definition at line 451 of file FixValues.h.

Definition at line 469 of file FixValues.h.

Definition at line 465 of file FixValues.h.

const char FIX::PosAmtType_TRADEVARIATIONAMOUNT[] = "TVAR"

Definition at line 466 of file FixValues.h.

Definition at line 460 of file FixValues.h.

const char FIX::PosAmtType_VALUEADJUSTEDAMOUNT[] = "VADJ"

Definition at line 454 of file FixValues.h.

const char FIX::PositionEffect_CLOSE = 'C'

Definition at line 1266 of file FixValues.h.

Definition at line 1267 of file FixValues.h.

const char FIX::PositionEffect_DEFAULT = 'D'

Definition at line 1265 of file FixValues.h.

const char FIX::PositionEffect_FIFO = 'F'

Definition at line 1269 of file FixValues.h.

const char FIX::PositionEffect_OPEN = 'O'

Definition at line 1268 of file FixValues.h.

const char FIX::PositionEffect_ROLLED = 'R'

Definition at line 1270 of file FixValues.h.

Definition at line 4201 of file FixValues.h.

const int FIX::PosMaintAction_NEW = 1

Definition at line 4199 of file FixValues.h.

Definition at line 4198 of file FixValues.h.

Definition at line 4200 of file FixValues.h.

const int FIX::PosMaintResult_OTHER = 99

Definition at line 1011 of file FixValues.h.

Definition at line 1012 of file FixValues.h.

Definition at line 1010 of file FixValues.h.

Definition at line 1009 of file FixValues.h.

Definition at line 3920 of file FixValues.h.

Definition at line 3915 of file FixValues.h.

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Definition at line 819 of file FixValues.h.

Definition at line 818 of file FixValues.h.

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Definition at line 2829 of file FixValues.h.

Definition at line 2834 of file FixValues.h.

Definition at line 2827 of file FixValues.h.

Definition at line 2832 of file FixValues.h.

Definition at line 2828 of file FixValues.h.

Definition at line 2830 of file FixValues.h.

const int FIX::PosReqResult_OTHER = 99

Definition at line 2831 of file FixValues.h.

Definition at line 2833 of file FixValues.h.

Definition at line 2825 of file FixValues.h.

Definition at line 2826 of file FixValues.h.

Definition at line 2835 of file FixValues.h.

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Definition at line 1589 of file FixValues.h.

Definition at line 1584 of file FixValues.h.

Definition at line 1587 of file FixValues.h.

const int FIX::PosReqType_TRADES = 1

Definition at line 1588 of file FixValues.h.

const char FIX::PossDupFlag_NO = 'N'

Definition at line 3825 of file FixValues.h.

const char FIX::PossDupFlag_YES = 'Y'

Definition at line 3826 of file FixValues.h.

const char FIX::PossResend_NO = 'N'

Definition at line 648 of file FixValues.h.

const char FIX::PossResend_YES = 'Y'

Definition at line 649 of file FixValues.h.

const char FIX::POSTGRESQL_LOG_DATABASE[] = "PostgreSQLLogDatabase"

Definition at line 106 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_EVENT_TABLE[] = "PostgreSQLLogEventTable"

Definition at line 113 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_HOST[] = "PostgreSQLLogHost"

Definition at line 109 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_INCOMING_TABLE[] = "PostgreSQLLogIncomingTable"

Definition at line 111 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_OUTGOING_TABLE[] = "PostgreSQLLogOutgoingTable"

Definition at line 112 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_PASSWORD[] = "PostgreSQLLogPassword"

Definition at line 108 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_PORT[] = "PostgreSQLLogPort"

Definition at line 110 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_USECONNECTIONPOOL[] = "PostgreSQLLogUseConnectionPool"

Definition at line 105 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_USER[] = "PostgreSQLLogUser"

Definition at line 107 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_DATABASE[] = "PostgreSQLStoreDatabase"

Definition at line 83 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_HOST[] = "PostgreSQLStoreHost"

Definition at line 86 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_PASSWORD[] = "PostgreSQLStorePassword"

Definition at line 85 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_PORT[] = "PostgreSQLStorePort"

Definition at line 87 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_USECONNECTIONPOOL[] = "PostgreSQLStoreUseConnectionPool"

Definition at line 82 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_USER[] = "PostgreSQLStoreUser"

Definition at line 84 of file SessionSettings.h.

Definition at line 3901 of file FixValues.h.

Definition at line 3903 of file FixValues.h.

Definition at line 3907 of file FixValues.h.

Definition at line 3904 of file FixValues.h.

const int FIX::PosTransType_PLEDGE = 5

Definition at line 3909 of file FixValues.h.

Definition at line 3908 of file FixValues.h.

Definition at line 3902 of file FixValues.h.

Definition at line 3906 of file FixValues.h.

Definition at line 3905 of file FixValues.h.

const char FIX::PosType_ADJUSTMENT_QTY[] = "PA"

Definition at line 3310 of file FixValues.h.

const char FIX::PosType_ADJUSTMENTQTY[] = "PA"

Definition at line 3288 of file FixValues.h.

const char FIX::PosType_ALLOCATION_TRADE_QTY[] = "ALC"

Definition at line 3325 of file FixValues.h.

const char FIX::PosType_ALLOCATIONTRADEQTY[] = "ALC"

Definition at line 3315 of file FixValues.h.

const char FIX::PosType_AS_OF_TRADE_QTY[] = "ASF"

Definition at line 3301 of file FixValues.h.

const char FIX::PosType_ASOFTRADEQTY[] = "ASF"

Definition at line 3314 of file FixValues.h.

Definition at line 3319 of file FixValues.h.

Definition at line 3316 of file FixValues.h.

const char FIX::PosType_CROSS_MARGIN_QTY[] = "XM"

Definition at line 3318 of file FixValues.h.

const char FIX::PosType_CROSSMARGINQTY[] = "XM"

Definition at line 3326 of file FixValues.h.

const char FIX::PosType_DELIVERY_NOTICE_QTY[] = "DN"

Definition at line 3312 of file FixValues.h.

const char FIX::PosType_DELIVERY_QTY[] = "DLV"

Definition at line 3291 of file FixValues.h.

const char FIX::PosType_DELIVERYQTY[] = "DLV"

Definition at line 3294 of file FixValues.h.

const char FIX::PosType_ELECTRONIC_TRADE_QTY[] = "ETR"

Definition at line 3302 of file FixValues.h.

const char FIX::PosType_ELECTRONICTRADEQTY[] = "ETR"

Definition at line 3300 of file FixValues.h.

const char FIX::PosType_END_OF_DAY_QTY[] = "FIN"

Definition at line 3309 of file FixValues.h.

const char FIX::PosType_ENDOFDAYQTY[] = "FIN"

Definition at line 3290 of file FixValues.h.

Definition at line 3285 of file FixValues.h.

const char FIX::PosType_INTEGRAL_SPLIT[] = "SPL"

Definition at line 3322 of file FixValues.h.

const char FIX::PosType_INTEGRALSPLIT[] = "SPL"

Definition at line 3299 of file FixValues.h.

const char FIX::PosType_INTER_SPREAD_QTY[] = "IES"

Definition at line 3283 of file FixValues.h.

const char FIX::PosType_INTERSPREADQTY[] = "IES"

Definition at line 3323 of file FixValues.h.

const char FIX::PosType_INTRA_SPREAD_QTY[] = "IAS"

Definition at line 3282 of file FixValues.h.

const char FIX::PosType_INTRASPREADQTY[] = "IAS"

Definition at line 3324 of file FixValues.h.

const char FIX::PosType_NET_DELTA_QTY[] = "DLT"

Definition at line 3308 of file FixValues.h.

const char FIX::PosType_OPTION_ASSIGNMENT[] = "AS"

Definition at line 3295 of file FixValues.h.

const char FIX::PosType_OPTION_EXERCISE_QTY[] = "EX"

Definition at line 3306 of file FixValues.h.

const char FIX::PosType_OPTIONASSIGNMENT[] = "AS"

Definition at line 3304 of file FixValues.h.

const char FIX::PosType_OPTIONEXERCISEQTY[] = "EX"

Definition at line 3293 of file FixValues.h.

const char FIX::PosType_PIT_TRADE_QTY[] = "PIT"

Definition at line 3296 of file FixValues.h.

const char FIX::PosType_PITTRADEQTY[] = "PIT"

Definition at line 3303 of file FixValues.h.

Definition at line 3317 of file FixValues.h.

const char FIX::PosType_RECEIVE_QUANTITY[] = "RCV"

Definition at line 3313 of file FixValues.h.

const char FIX::PosType_START_OF_DAY_QTY[] = "SOD"

Definition at line 3289 of file FixValues.h.

const char FIX::PosType_STARTOFDAYQTY[] = "SOD"

Definition at line 3321 of file FixValues.h.

Definition at line 3305 of file FixValues.h.

const char FIX::PosType_TOTAL_TRANSACTION_QTY[] = "TOT"

Definition at line 3311 of file FixValues.h.

const char FIX::PosType_TOTALTRANSACTIONQTY[] = "TOT"

Definition at line 3320 of file FixValues.h.

Definition at line 3297 of file FixValues.h.

Definition at line 3298 of file FixValues.h.

const char FIX::PosType_TRANSACTION_QUANTITY[] = "TQ"

Definition at line 3307 of file FixValues.h.

Definition at line 3327 of file FixValues.h.

Definition at line 3292 of file FixValues.h.

const char FIX::PosType_TRANSACTIONQUANTITY[] = "TQ"

Definition at line 3287 of file FixValues.h.

const char FIX::PosType_TRANSFER_TRADE_QTY[] = "TRF"

Definition at line 3284 of file FixValues.h.

const char FIX::PosType_TRANSFERTRADEQTY[] = "TRF"

Definition at line 3286 of file FixValues.h.

Definition at line 1917 of file FixValues.h.

Definition at line 1914 of file FixValues.h.

Definition at line 1916 of file FixValues.h.

const char FIX::PreallocMethod_PRO_RATA = '0'

Definition at line 1915 of file FixValues.h.

const char FIX::PreallocMethod_PRORATA = '0'

Definition at line 1918 of file FixValues.h.

const char FIX::PreviouslyReported_NO = 'N'

Definition at line 2847 of file FixValues.h.

const char FIX::PreviouslyReported_YES = 'Y'

Definition at line 2848 of file FixValues.h.

Definition at line 3599 of file FixValues.h.

Definition at line 3597 of file FixValues.h.

Definition at line 3598 of file FixValues.h.

Definition at line 608 of file FixValues.h.

Definition at line 606 of file FixValues.h.

Definition at line 609 of file FixValues.h.

Definition at line 607 of file FixValues.h.

const char FIX::PriceQuoteMethod_INDEX[] = "INX"

Definition at line 2518 of file FixValues.h.

Definition at line 2519 of file FixValues.h.

const char FIX::PriceQuoteMethod_PERCENT_OF_PAR[] = "PCTPAR"

Definition at line 2517 of file FixValues.h.

const char FIX::PriceQuoteMethod_STANDARD[] = "STD"

Definition at line 2516 of file FixValues.h.

const int FIX::PriceType_ABS = 3

Definition at line 257 of file FixValues.h.

Definition at line 264 of file FixValues.h.

const int FIX::PriceType_CPS = 2

Definition at line 253 of file FixValues.h.

const int FIX::PriceType_DISCOUNT = 4

Definition at line 250 of file FixValues.h.

Definition at line 248 of file FixValues.h.

Definition at line 262 of file FixValues.h.

Definition at line 239 of file FixValues.h.

const int FIX::PriceType_PCT = 1

Definition at line 241 of file FixValues.h.

const int FIX::PriceType_PER_SHARE = 2

Definition at line 240 of file FixValues.h.

const int FIX::PriceType_PER_UNIT = 2

Definition at line 259 of file FixValues.h.

Definition at line 254 of file FixValues.h.

const int FIX::PriceType_PREMIUM = 5

Definition at line 247 of file FixValues.h.

Definition at line 255 of file FixValues.h.

Definition at line 243 of file FixValues.h.

Definition at line 238 of file FixValues.h.

Definition at line 252 of file FixValues.h.

Definition at line 260 of file FixValues.h.

Definition at line 251 of file FixValues.h.

Definition at line 256 of file FixValues.h.

const int FIX::PriceType_SPREAD = 6

Definition at line 263 of file FixValues.h.

const int FIX::PriceType_TED_PRICE = 7

Definition at line 261 of file FixValues.h.

const int FIX::PriceType_TED_YIELD = 8

Definition at line 246 of file FixValues.h.

const int FIX::PriceType_TEDPRICE = 7

Definition at line 244 of file FixValues.h.

const int FIX::PriceType_TEDYIELD = 8

Definition at line 249 of file FixValues.h.

Definition at line 258 of file FixValues.h.

Definition at line 242 of file FixValues.h.

const int FIX::PriceType_YIELD = 9

Definition at line 245 of file FixValues.h.

Definition at line 4240 of file FixValues.h.

Definition at line 4239 of file FixValues.h.

Definition at line 4237 of file FixValues.h.

Definition at line 4238 of file FixValues.h.

Definition at line 2878 of file FixValues.h.

const char FIX::ProcessCode_PLANSPONSOR = '6'

Definition at line 2883 of file FixValues.h.

const char FIX::ProcessCode_REGULAR = '0'

Definition at line 2881 of file FixValues.h.

const char FIX::ProcessCode_SOFT_DOLLAR = '1'

Definition at line 2875 of file FixValues.h.

Definition at line 2887 of file FixValues.h.

Definition at line 2885 of file FixValues.h.

const char FIX::ProcessCode_SOFTDOLLAR = '1'

Definition at line 2882 of file FixValues.h.

const char FIX::ProcessCode_STEP_IN = '2'

Definition at line 2879 of file FixValues.h.

const char FIX::ProcessCode_STEP_OUT = '3'

Definition at line 2886 of file FixValues.h.

const char FIX::ProcessCode_STEPIN = '2'

Definition at line 2880 of file FixValues.h.

const char FIX::ProcessCode_STEPINSOFT = '4'

Definition at line 2884 of file FixValues.h.

const char FIX::ProcessCode_STEPOUT = '3'

Definition at line 2877 of file FixValues.h.

const char FIX::ProcessCode_STEPOUTSOFT = '5'

Definition at line 2876 of file FixValues.h.

const int FIX::Product_AGENCY = 1

Definition at line 4053 of file FixValues.h.

const int FIX::Product_COMMODITY = 2

Definition at line 4050 of file FixValues.h.

const int FIX::Product_CORPORATE = 3

Definition at line 4052 of file FixValues.h.

const int FIX::Product_CURRENCY = 4

Definition at line 4057 of file FixValues.h.

const int FIX::Product_EQUITY = 5

Definition at line 4051 of file FixValues.h.

const int FIX::Product_FINANCING = 13

Definition at line 4049 of file FixValues.h.

const int FIX::Product_GOVERNMENT = 6

Definition at line 4061 of file FixValues.h.

const int FIX::Product_INDEX = 7

Definition at line 4058 of file FixValues.h.

const int FIX::Product_LOAN = 8

Definition at line 4060 of file FixValues.h.

const int FIX::Product_MONEYMARKET = 9

Definition at line 4055 of file FixValues.h.

const int FIX::Product_MORTGAGE = 10

Definition at line 4056 of file FixValues.h.

const int FIX::Product_MUNICIPAL = 11

Definition at line 4059 of file FixValues.h.

const int FIX::Product_OTHER = 12

Definition at line 4054 of file FixValues.h.

Definition at line 2288 of file FixValues.h.

const int FIX::ProgRptReqs_BUYSIDE = 1

Definition at line 2289 of file FixValues.h.

Definition at line 2286 of file FixValues.h.

Definition at line 2285 of file FixValues.h.

Definition at line 2284 of file FixValues.h.

Definition at line 2287 of file FixValues.h.

Definition at line 2283 of file FixValues.h.

Definition at line 2290 of file FixValues.h.

const char FIX::PublishTrdIndicator_NO = 'N'

Definition at line 1856 of file FixValues.h.

const char FIX::PublishTrdIndicator_YES = 'Y'

Definition at line 1857 of file FixValues.h.

const int FIX::PutOrCall_CALL = 1

Definition at line 3481 of file FixValues.h.

const int FIX::PutOrCall_PUT = 0

Definition at line 3480 of file FixValues.h.

const int FIX::QtyType_CONTRACTS = 1

Definition at line 1498 of file FixValues.h.

const int FIX::QtyType_UNITS = 0

Definition at line 1500 of file FixValues.h.

Definition at line 1499 of file FixValues.h.

const int FIX::QuantityType_BONDS = 2

Definition at line 653 of file FixValues.h.

Definition at line 655 of file FixValues.h.

Definition at line 657 of file FixValues.h.

Definition at line 651 of file FixValues.h.

Definition at line 654 of file FixValues.h.

const int FIX::QuantityType_OTHER = 7

Definition at line 656 of file FixValues.h.

const int FIX::QuantityType_PAR = 8

Definition at line 652 of file FixValues.h.

const int FIX::QuantityType_SHARES = 1

Definition at line 650 of file FixValues.h.

Definition at line 532 of file FixValues.h.

Definition at line 528 of file FixValues.h.

Definition at line 529 of file FixValues.h.

Definition at line 531 of file FixValues.h.

Definition at line 527 of file FixValues.h.

Definition at line 530 of file FixValues.h.

Definition at line 2361 of file FixValues.h.

Definition at line 2356 of file FixValues.h.

Definition at line 2367 of file FixValues.h.

Definition at line 2364 of file FixValues.h.

Definition at line 2357 of file FixValues.h.

Definition at line 2365 of file FixValues.h.

Definition at line 2369 of file FixValues.h.

Definition at line 2370 of file FixValues.h.

Definition at line 2363 of file FixValues.h.

Definition at line 2359 of file FixValues.h.

Definition at line 2358 of file FixValues.h.

Definition at line 2368 of file FixValues.h.

Definition at line 2366 of file FixValues.h.

Definition at line 2362 of file FixValues.h.

Definition at line 2360 of file FixValues.h.

Definition at line 4309 of file FixValues.h.

Definition at line 4273 of file FixValues.h.

Definition at line 4301 of file FixValues.h.

Definition at line 4317 of file FixValues.h.

Definition at line 4259 of file FixValues.h.

Definition at line 4262 of file FixValues.h.

Definition at line 4319 of file FixValues.h.

const char FIX::QuoteCondition_CLOSED[] = "B"

Definition at line 4322 of file FixValues.h.

Definition at line 4308 of file FixValues.h.

const char FIX::QuoteCondition_CLOSING[] = "O"

Definition at line 4279 of file FixValues.h.

const char FIX::QuoteCondition_CONSOLBEST[] = "D"

Definition at line 4263 of file FixValues.h.

Definition at line 4321 of file FixValues.h.

const char FIX::QuoteCondition_CROSSED[] = "F"

Definition at line 4264 of file FixValues.h.

const char FIX::QuoteCondition_DEPTH[] = "G"

Definition at line 4299 of file FixValues.h.

Definition at line 4278 of file FixValues.h.

Definition at line 4272 of file FixValues.h.

Definition at line 4297 of file FixValues.h.

Definition at line 4302 of file FixValues.h.

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Definition at line 4288 of file FixValues.h.

Definition at line 4310 of file FixValues.h.

Definition at line 4277 of file FixValues.h.

const char FIX::QuoteCondition_EXCHBEST[] = "C"

Definition at line 4311 of file FixValues.h.

const char FIX::QuoteCondition_FAST[] = "H"

Definition at line 4320 of file FixValues.h.

Definition at line 4295 of file FixValues.h.

Definition at line 4312 of file FixValues.h.

const char FIX::QuoteCondition_FLAT_CURVE[] = "7"

Definition at line 4257 of file FixValues.h.

Definition at line 4281 of file FixValues.h.

const char FIX::QuoteCondition_FROZEN_SAM[] = "u"

Definition at line 4289 of file FixValues.h.

const char FIX::QuoteCondition_FULL_CURVE[] = "6"

Definition at line 4313 of file FixValues.h.

const char FIX::QuoteCondition_HALT[] = "j"

Definition at line 4266 of file FixValues.h.

const char FIX::QuoteCondition_HALT_ETH[] = "k"

Definition at line 4261 of file FixValues.h.

Definition at line 4271 of file FixValues.h.

Definition at line 4296 of file FixValues.h.

const char FIX::QuoteCondition_LOCKED[] = "E"

Definition at line 4282 of file FixValues.h.

Definition at line 4291 of file FixValues.h.

Definition at line 4314 of file FixValues.h.

Definition at line 4292 of file FixValues.h.

Definition at line 4284 of file FixValues.h.

Definition at line 4303 of file FixValues.h.

const char FIX::QuoteCondition_NO_OPEN[] = "b"

Definition at line 4265 of file FixValues.h.

const char FIX::QuoteCondition_NON_FIRM[] = "I"

Definition at line 4307 of file FixValues.h.

const char FIX::QuoteCondition_NONFIRM[] = "I"

Definition at line 4276 of file FixValues.h.

Definition at line 4304 of file FixValues.h.

const char FIX::QuoteCondition_OPEN[] = "A"

Definition at line 4300 of file FixValues.h.

const char FIX::QuoteCondition_OPEN_ACTIVE[] = "A"

Definition at line 4315 of file FixValues.h.

const char FIX::QuoteCondition_OPEN_SAM[] = "x"

Definition at line 4268 of file FixValues.h.

const char FIX::QuoteCondition_OPENING_SAM[] = "w"

Definition at line 4290 of file FixValues.h.

Definition at line 4316 of file FixValues.h.

Definition at line 4283 of file FixValues.h.

Definition at line 4287 of file FixValues.h.

Definition at line 4270 of file FixValues.h.

Definition at line 4267 of file FixValues.h.

const char FIX::QuoteCondition_REGULAR_ETH[] = "c"

Definition at line 4274 of file FixValues.h.

Definition at line 4269 of file FixValues.h.

Definition at line 4258 of file FixValues.h.

const char FIX::QuoteCondition_RESTRICTED[] = "2"

Definition at line 4306 of file FixValues.h.

const char FIX::QuoteCondition_RESUME[] = "W"

Definition at line 4285 of file FixValues.h.

const char FIX::QuoteCondition_ROTATION[] = "h"

Definition at line 4318 of file FixValues.h.

Definition at line 4275 of file FixValues.h.

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Definition at line 150 of file FixValues.h.

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Definition at line 154 of file FixValues.h.

const int FIX::QuotePriceType_YIELD = 10

Definition at line 148 of file FixValues.h.

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Definition at line 645 of file FixValues.h.

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Definition at line 4409 of file FixValues.h.

Definition at line 1510 of file FixValues.h.

const int FIX::QuoteRespType_COVER = 4

Definition at line 1504 of file FixValues.h.

Definition at line 1505 of file FixValues.h.

Definition at line 1506 of file FixValues.h.

Definition at line 1501 of file FixValues.h.

Definition at line 1509 of file FixValues.h.

Definition at line 1503 of file FixValues.h.

Definition at line 1502 of file FixValues.h.

const int FIX::QuoteRespType_PASS = 6

Definition at line 1508 of file FixValues.h.

Definition at line 1507 of file FixValues.h.

Definition at line 3108 of file FixValues.h.

const int FIX::QuoteStatus_ACCPT = 0

Definition at line 3100 of file FixValues.h.

const int FIX::QuoteStatus_ACTIVE = 16

Definition at line 3112 of file FixValues.h.

Definition at line 3113 of file FixValues.h.

const int FIX::QuoteStatus_CANCELED = 17

Definition at line 3092 of file FixValues.h.

Definition at line 3102 of file FixValues.h.

Definition at line 3099 of file FixValues.h.

Definition at line 3098 of file FixValues.h.

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Definition at line 3095 of file FixValues.h.

Definition at line 3104 of file FixValues.h.

Definition at line 3082 of file FixValues.h.

Definition at line 3090 of file FixValues.h.

Definition at line 3086 of file FixValues.h.

const int FIX::QuoteStatus_CXLALL = 4

Definition at line 3114 of file FixValues.h.

Definition at line 3107 of file FixValues.h.

const int FIX::QuoteStatus_CXLSYM = 1

Definition at line 3094 of file FixValues.h.

Definition at line 3088 of file FixValues.h.

const int FIX::QuoteStatus_EXPIRED = 7

Definition at line 3109 of file FixValues.h.

Definition at line 3093 of file FixValues.h.

Definition at line 3085 of file FixValues.h.

const int FIX::QuoteStatus_PASS = 11

Definition at line 3103 of file FixValues.h.

const int FIX::QuoteStatus_PENDING = 10

Definition at line 3084 of file FixValues.h.

Definition at line 3089 of file FixValues.h.

const int FIX::QuoteStatus_QUERY = 8

Definition at line 3106 of file FixValues.h.

Definition at line 3115 of file FixValues.h.

Definition at line 3091 of file FixValues.h.

const int FIX::QuoteStatus_REJ = 5

Definition at line 3083 of file FixValues.h.

Definition at line 3105 of file FixValues.h.

const int FIX::QuoteStatus_REMOVED = 6

Definition at line 3087 of file FixValues.h.

Definition at line 3111 of file FixValues.h.

Definition at line 3097 of file FixValues.h.

Definition at line 3096 of file FixValues.h.

const int FIX::QuoteType_COUNTER = 3

Definition at line 4439 of file FixValues.h.

Definition at line 4435 of file FixValues.h.

Definition at line 4437 of file FixValues.h.

Definition at line 4436 of file FixValues.h.

const int FIX::QuoteType_TRADEABLE = 1

Definition at line 4438 of file FixValues.h.

Definition at line 3766 of file FixValues.h.

const int FIX::RateSource_OTHER = 99

Definition at line 3765 of file FixValues.h.

const int FIX::RateSource_REUTERS = 1

Definition at line 3764 of file FixValues.h.

const int FIX::RateSource_TELERATE = 2

Definition at line 3767 of file FixValues.h.

Definition at line 814 of file FixValues.h.

Definition at line 813 of file FixValues.h.

const char FIX::RECONNECT_INTERVAL[] = "ReconnectInterval"

Definition at line 69 of file SessionSettings.h.

Referenced by FIX::SocketInitiator::onConfigure().

Definition at line 3985 of file FixValues.h.

Definition at line 3987 of file FixValues.h.

const char FIX::RefOrderIDSource_ORDEID = '1'

Definition at line 3990 of file FixValues.h.

Definition at line 3984 of file FixValues.h.

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Definition at line 3980 of file FixValues.h.

Definition at line 3982 of file FixValues.h.

Definition at line 3981 of file FixValues.h.

const char FIX::REFRESH_ON_LOGON[] = "RefreshOnLogon"

Definition at line 3644 of file FixValues.h.

Definition at line 3624 of file FixValues.h.

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Definition at line 3651 of file FixValues.h.

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Definition at line 3640 of file FixValues.h.

Definition at line 3632 of file FixValues.h.

Definition at line 3641 of file FixValues.h.

const char FIX::RegistStatus_ACCEPT = 'A'

Definition at line 2319 of file FixValues.h.

const char FIX::RegistStatus_ACCEPTED = 'A'

Definition at line 2316 of file FixValues.h.

const char FIX::RegistStatus_HELD = 'H'

Definition at line 2318 of file FixValues.h.

const char FIX::RegistStatus_REJECT = 'R'

Definition at line 2313 of file FixValues.h.

const char FIX::RegistStatus_REJECTED = 'R'

Definition at line 2315 of file FixValues.h.

const char FIX::RegistStatus_REMINDER = 'N'

Definition at line 2317 of file FixValues.h.

Definition at line 2314 of file FixValues.h.

const char FIX::RegistTransType_CANCEL = '2'

Definition at line 237 of file FixValues.h.

const char FIX::RegistTransType_NEW = '0'

Definition at line 236 of file FixValues.h.

const char FIX::RegistTransType_REPLACE = '1'

Definition at line 235 of file FixValues.h.

const char FIX::ReportToExch_NO = 'N'

Definition at line 3948 of file FixValues.h.

const char FIX::ReportToExch_YES = 'Y'

Definition at line 3949 of file FixValues.h.

const char FIX::RESET_ON_DISCONNECT[] = "ResetOnDisconnect"
const char FIX::RESET_ON_LOGON[] = "ResetOnLogon"
const char FIX::RESET_ON_LOGOUT[] = "ResetOnLogout"
const char FIX::ResetSeqNumFlag_NO = 'N'

Definition at line 471 of file FixValues.h.

const char FIX::ResetSeqNumFlag_YES = 'Y'

Definition at line 472 of file FixValues.h.

Definition at line 1249 of file FixValues.h.

Definition at line 1250 of file FixValues.h.

Definition at line 1251 of file FixValues.h.

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Definition at line 4120 of file FixValues.h.

Definition at line 4126 of file FixValues.h.

Definition at line 4143 of file FixValues.h.

Definition at line 4155 of file FixValues.h.

const char FIX::Rule80A_AGENCYSINGLE = 'A'

Definition at line 4139 of file FixValues.h.

Definition at line 4134 of file FixValues.h.

Definition at line 4148 of file FixValues.h.

const char FIX::Rule80A_ALLOTHERAGN = 'W'

Definition at line 4135 of file FixValues.h.

const char FIX::Rule80A_COMPDEALER1 = 'R'

Definition at line 4158 of file FixValues.h.

const char FIX::Rule80A_COMPDEALER2 = 'T'

Definition at line 4164 of file FixValues.h.

Definition at line 4118 of file FixValues.h.

Definition at line 4131 of file FixValues.h.

Definition at line 4140 of file FixValues.h.

const char FIX::Rule80A_COMPETINGDEALER = 'O'

Definition at line 4157 of file FixValues.h.

Definition at line 4132 of file FixValues.h.

const char FIX::Rule80A_INVINESTOR = 'I'

Definition at line 4151 of file FixValues.h.

const char FIX::Rule80A_MARKETMAKER = 'E'

Definition at line 4162 of file FixValues.h.

const char FIX::Rule80A_PRGINDEXARBINV = 'K'

Definition at line 4130 of file FixValues.h.

const char FIX::Rule80A_PRGINDEXARBMEM = 'D'

Definition at line 4150 of file FixValues.h.

Definition at line 4122 of file FixValues.h.

Definition at line 4110 of file FixValues.h.

Definition at line 4123 of file FixValues.h.

Definition at line 4144 of file FixValues.h.

Definition at line 4136 of file FixValues.h.

Definition at line 4145 of file FixValues.h.

const char FIX::Rule80A_PRINCIPAL = 'P'

Definition at line 4125 of file FixValues.h.

Definition at line 4113 of file FixValues.h.

Definition at line 4114 of file FixValues.h.

Definition at line 4165 of file FixValues.h.

Definition at line 4166 of file FixValues.h.

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Definition at line 4138 of file FixValues.h.

Definition at line 4146 of file FixValues.h.

Definition at line 4152 of file FixValues.h.

Definition at line 4124 of file FixValues.h.

const char FIX::Rule80A_SHTEXTRANA = 'B'

Definition at line 4128 of file FixValues.h.

const char FIX::Rule80A_SHTEXTRANI = 'H'

Definition at line 4115 of file FixValues.h.

const char FIX::Rule80A_SHTEXTRANMEM = 'L'

Definition at line 4121 of file FixValues.h.

const char FIX::Rule80A_SHTEXTRANMEMWT = 'X'

Definition at line 4116 of file FixValues.h.

const char FIX::Rule80A_SHTEXTRANNONMEM = 'Z'

Definition at line 4159 of file FixValues.h.

const char FIX::Rule80A_SHTEXTRANW = 'F'

Definition at line 4129 of file FixValues.h.

const char FIX::Rule80A_SPECIALIST = 'S'

Definition at line 4163 of file FixValues.h.

Definition at line 4112 of file FixValues.h.

Definition at line 4111 of file FixValues.h.

Definition at line 4127 of file FixValues.h.

Definition at line 4160 of file FixValues.h.

const char FIX::Scope_GLOBAL = '3'

Definition at line 2567 of file FixValues.h.

const char FIX::Scope_LOCAL = '1'

Definition at line 2565 of file FixValues.h.

const char FIX::Scope_LOCAL_MARKET = '1'

Definition at line 2566 of file FixValues.h.

const char FIX::Scope_LOCALMARKET = '1'

Definition at line 2569 of file FixValues.h.

const char FIX::Scope_NATIONAL = '2'

Definition at line 2568 of file FixValues.h.

const char FIX::SCREEN_LOG_SHOW_EVENTS[] = "ScreenLogShowEvents"

Definition at line 95 of file SessionSettings.h.

Referenced by FIX::ScreenLogFactory::init().

const char FIX::SCREEN_LOG_SHOW_INCOMING[] = "ScreenLogShowIncoming"

Definition at line 93 of file SessionSettings.h.

Referenced by FIX::ScreenLogFactory::init().

const char FIX::SCREEN_LOG_SHOW_OUTGOING[] = "ScreenLogShowOutgoing"

Definition at line 94 of file SessionSettings.h.

Referenced by FIX::ScreenLogFactory::init().

Definition at line 1671 of file FixValues.h.

Definition at line 1676 of file FixValues.h.

Definition at line 1669 of file FixValues.h.

Definition at line 1675 of file FixValues.h.

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Definition at line 1677 of file FixValues.h.

Definition at line 1674 of file FixValues.h.

Definition at line 1672 of file FixValues.h.

const char FIX::SecurityIDSource_BELGIAN[] = "F"

Definition at line 2082 of file FixValues.h.

const char FIX::SecurityIDSource_BLMBRG[] = "A"

Definition at line 2091 of file FixValues.h.

Definition at line 2090 of file FixValues.h.

Definition at line 2068 of file FixValues.h.

Definition at line 2075 of file FixValues.h.

const char FIX::SecurityIDSource_COMMON[] = "G"

Definition at line 2080 of file FixValues.h.

Definition at line 2096 of file FixValues.h.

const char FIX::SecurityIDSource_CTA[] = "9"

Definition at line 2083 of file FixValues.h.

const char FIX::SecurityIDSource_CUSIP[] = "1"

Definition at line 2099 of file FixValues.h.

const char FIX::SecurityIDSource_DUTCH[] = "C"

Definition at line 2097 of file FixValues.h.

Definition at line 2070 of file FixValues.h.

const char FIX::SecurityIDSource_EXCHSYMB[] = "8"

Definition at line 2095 of file FixValues.h.

const char FIX::SecurityIDSource_FPML[] = "I"

Definition at line 2076 of file FixValues.h.

Definition at line 2072 of file FixValues.h.

Definition at line 2073 of file FixValues.h.

const char FIX::SecurityIDSource_ISIN[] = "4"

Definition at line 2085 of file FixValues.h.

Definition at line 2084 of file FixValues.h.

Definition at line 2088 of file FixValues.h.

Definition at line 2079 of file FixValues.h.

Definition at line 2086 of file FixValues.h.

const char FIX::SecurityIDSource_ISOCURR[] = "6"

Definition at line 2078 of file FixValues.h.

Definition at line 2089 of file FixValues.h.

Definition at line 2094 of file FixValues.h.

Definition at line 2069 of file FixValues.h.

Definition at line 2092 of file FixValues.h.

const char FIX::SecurityIDSource_QUIK[] = "3"

Definition at line 2098 of file FixValues.h.

const char FIX::SecurityIDSource_RIC[] = "5"

Definition at line 2074 of file FixValues.h.

const char FIX::SecurityIDSource_RIC_CODE[] = "5"

Definition at line 2077 of file FixValues.h.

const char FIX::SecurityIDSource_SEDOL[] = "2"

Definition at line 2087 of file FixValues.h.

const char FIX::SecurityIDSource_SICOVAM[] = "E"

Definition at line 2071 of file FixValues.h.

const char FIX::SecurityIDSource_VALOREN[] = "D"

Definition at line 2081 of file FixValues.h.

Definition at line 2093 of file FixValues.h.

Definition at line 792 of file FixValues.h.

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Definition at line 1859 of file FixValues.h.

const char FIX::SecurityStatus_ACTIVE[] = "1"

Definition at line 2874 of file FixValues.h.

const char FIX::SecurityStatus_INACTIVE[] = "2"

Definition at line 2873 of file FixValues.h.

Definition at line 3817 of file FixValues.h.

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Definition at line 4105 of file FixValues.h.

const char FIX::SecurityType_AGENCY_POOLS[] = "POOL"

Definition at line 2737 of file FixValues.h.

const char FIX::SecurityType_AMENDED_RESTATED[] = "AMENDED"

Definition at line 2763 of file FixValues.h.

const char FIX::SecurityType_AMENDEDRESTATED[] = "AMENDED"

Definition at line 2759 of file FixValues.h.

Definition at line 2745 of file FixValues.h.

Definition at line 2647 of file FixValues.h.

Definition at line 2623 of file FixValues.h.

const char FIX::SecurityType_BANK_NOTES[] = "BN"

Definition at line 2787 of file FixValues.h.

Definition at line 2758 of file FixValues.h.

Definition at line 2774 of file FixValues.h.

const char FIX::SecurityType_BANKNOTES[] = "BN"

Definition at line 2761 of file FixValues.h.

Definition at line 2726 of file FixValues.h.

const char FIX::SecurityType_BILLOFEXCHANGES[] = "BOX"

Definition at line 2704 of file FixValues.h.

const char FIX::SecurityType_BRADY_BOND[] = "BRADY"

Definition at line 2583 of file FixValues.h.

const char FIX::SecurityType_BRADYBOND[] = "BRADY"

Definition at line 2750 of file FixValues.h.

const char FIX::SecurityType_BRIDGE_LOAN[] = "BRIDGE"

Definition at line 2798 of file FixValues.h.

const char FIX::SecurityType_BRIDGELOAN[] = "BRIDGE"

Definition at line 2635 of file FixValues.h.

const char FIX::SecurityType_BUY_SELLBACK[] = "BUYSELL"

Definition at line 2587 of file FixValues.h.

const char FIX::SecurityType_BUYSELLBACK[] = "BUYSELL"

Definition at line 2645 of file FixValues.h.

const char FIX::SecurityType_CALL_LOANS[] = "CL"

Definition at line 2783 of file FixValues.h.

const char FIX::SecurityType_CALLLOANS[] = "CL"

Definition at line 2776 of file FixValues.h.

Definition at line 2659 of file FixValues.h.

Definition at line 2735 of file FixValues.h.

Definition at line 2719 of file FixValues.h.

Definition at line 2611 of file FixValues.h.

Definition at line 2626 of file FixValues.h.

const char FIX::SecurityType_CASH[] = "CASH"

Definition at line 2603 of file FixValues.h.

Definition at line 2639 of file FixValues.h.

Definition at line 2703 of file FixValues.h.

Definition at line 2771 of file FixValues.h.

Definition at line 2586 of file FixValues.h.

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Definition at line 2613 of file FixValues.h.

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Definition at line 2728 of file FixValues.h.

Definition at line 2697 of file FixValues.h.

Definition at line 2676 of file FixValues.h.

Definition at line 2683 of file FixValues.h.

const char FIX::SecurityType_COMMERCIALPAPER[] = "CP"

Definition at line 2724 of file FixValues.h.

const char FIX::SecurityType_COMMON_STOCK[] = "CS"

Definition at line 2801 of file FixValues.h.

const char FIX::SecurityType_COMMONSTOCK[] = "CS"

Definition at line 2790 of file FixValues.h.

Definition at line 2744 of file FixValues.h.

const char FIX::SecurityType_CONVERTIBLEBOND[] = "CB"

Definition at line 2606 of file FixValues.h.

Definition at line 2585 of file FixValues.h.

Definition at line 2781 of file FixValues.h.

const char FIX::SecurityType_CORPORATE_BOND[] = "CORP"

Definition at line 2779 of file FixValues.h.

Definition at line 2770 of file FixValues.h.

const char FIX::SecurityType_CORPORATEBOND[] = "CORP"

Definition at line 2708 of file FixValues.h.

Definition at line 2714 of file FixValues.h.

Definition at line 2678 of file FixValues.h.

Definition at line 2658 of file FixValues.h.

const char FIX::SecurityType_DEBTORINPOSSESSION[] = "DINP"

Definition at line 2662 of file FixValues.h.

const char FIX::SecurityType_DEFAULTED[] = "DEFLTED"

Definition at line 2700 of file FixValues.h.

const char FIX::SecurityType_DEPOSIT_NOTES[] = "DN"

Definition at line 2713 of file FixValues.h.

const char FIX::SecurityType_DEPOSITNOTES[] = "DN"

Definition at line 2665 of file FixValues.h.

const char FIX::SecurityType_DUAL_CURRENCY[] = "DUAL"

Definition at line 2621 of file FixValues.h.

const char FIX::SecurityType_DUALCURRENCY[] = "DUAL"

Definition at line 2677 of file FixValues.h.

Definition at line 2757 of file FixValues.h.

Definition at line 2695 of file FixValues.h.

const char FIX::SecurityType_EURO_CORPORATE_BOND[] = "EUCORP"

Definition at line 2738 of file FixValues.h.

Definition at line 2655 of file FixValues.h.

const char FIX::SecurityType_EURO_SOVEREIGNS[] = "EUSOV"

Definition at line 2685 of file FixValues.h.

Definition at line 2782 of file FixValues.h.

Definition at line 2597 of file FixValues.h.

Definition at line 2765 of file FixValues.h.

const char FIX::SecurityType_EUROCORPORATEBOND[] = "EUCORP"

Definition at line 2753 of file FixValues.h.

const char FIX::SecurityType_EUROSOVEREIGNS[] = "EUSOV"

Definition at line 2706 of file FixValues.h.

Definition at line 2657 of file FixValues.h.

Definition at line 2637 of file FixValues.h.

const char FIX::SecurityType_EXTENDEDCOMMNOTE[] = "XCN"

Definition at line 2729 of file FixValues.h.

Definition at line 2778 of file FixValues.h.

Definition at line 2609 of file FixValues.h.

Definition at line 2730 of file FixValues.h.

Definition at line 2715 of file FixValues.h.

Definition at line 2768 of file FixValues.h.

Definition at line 2800 of file FixValues.h.

Definition at line 2802 of file FixValues.h.

Definition at line 2653 of file FixValues.h.

Definition at line 2654 of file FixValues.h.

const char FIX::SecurityType_FORWARD[] = "FORWARD"

Definition at line 2640 of file FixValues.h.

const char FIX::SecurityType_FUTURE[] = "FUT"

Definition at line 2754 of file FixValues.h.

const char FIX::SecurityType_FX_FORWARD[] = "FXFWD"

Definition at line 2709 of file FixValues.h.

const char FIX::SecurityType_FX_SPOT[] = "FXSPOT"

Definition at line 2631 of file FixValues.h.

const char FIX::SecurityType_FX_SWAP[] = "FXSWAP"

Definition at line 2599 of file FixValues.h.

Definition at line 2681 of file FixValues.h.

Definition at line 2789 of file FixValues.h.

Definition at line 2749 of file FixValues.h.

const char FIX::SecurityType_INDEXED_LINKED[] = "XLINKD"

Definition at line 2701 of file FixValues.h.

const char FIX::SecurityType_INDEXEDLINKED[] = "XLINKD"

Definition at line 2614 of file FixValues.h.

Definition at line 2764 of file FixValues.h.

Definition at line 2772 of file FixValues.h.

Definition at line 2734 of file FixValues.h.

const char FIX::SecurityType_IOETTE_MORTGAGE[] = "IET"

Definition at line 2702 of file FixValues.h.

const char FIX::SecurityType_IOETTEMORTGAGE[] = "IET"

Definition at line 2799 of file FixValues.h.

const char FIX::SecurityType_LETTER_OF_CREDIT[] = "LOFC"

Definition at line 2615 of file FixValues.h.

const char FIX::SecurityType_LETTEROFCREDIT[] = "LOFC"

Definition at line 2670 of file FixValues.h.

const char FIX::SecurityType_LIQUIDITY_NOTE[] = "LQN"

Definition at line 2742 of file FixValues.h.

const char FIX::SecurityType_LIQUIDITYNOTE[] = "LQN"

Definition at line 2632 of file FixValues.h.

Definition at line 2696 of file FixValues.h.

const char FIX::SecurityType_MANDATORYTENDER[] = "MT"

Definition at line 2616 of file FixValues.h.

const char FIX::SecurityType_MATURED[] = "MATURED"

Definition at line 2716 of file FixValues.h.

Definition at line 2720 of file FixValues.h.

const char FIX::SecurityType_MEDIUMTERMNOTES[] = "MTN"

Definition at line 2594 of file FixValues.h.

Definition at line 2777 of file FixValues.h.

Definition at line 2605 of file FixValues.h.

Definition at line 2743 of file FixValues.h.

Definition at line 2684 of file FixValues.h.

Definition at line 2634 of file FixValues.h.

const char FIX::SecurityType_MORTGAGE_IOETTE[] = "IET"

Definition at line 2650 of file FixValues.h.

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Definition at line 2649 of file FixValues.h.

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Definition at line 2667 of file FixValues.h.

Definition at line 2718 of file FixValues.h.

Definition at line 2589 of file FixValues.h.

const char FIX::SecurityType_MULTILEGINSTRUMENT[] = "MLEG"

Definition at line 2608 of file FixValues.h.

const char FIX::SecurityType_MUNICIPAL_BOND[] = "MUNI"

Definition at line 2794 of file FixValues.h.

const char FIX::SecurityType_MUTUAL_FUND[] = "MF"

Definition at line 2722 of file FixValues.h.

const char FIX::SecurityType_MUTUALFUND[] = "MF"

Definition at line 2727 of file FixValues.h.

Definition at line 2775 of file FixValues.h.

const char FIX::SecurityType_NO_SECURITY_TYPE[] = "NONE"

Definition at line 2668 of file FixValues.h.

Definition at line 2648 of file FixValues.h.

const char FIX::SecurityType_NOSECURITYTYPE[] = "NONE"

Definition at line 2674 of file FixValues.h.

const char FIX::SecurityType_OPTION[] = "OPT"

Definition at line 2673 of file FixValues.h.

const char FIX::SecurityType_OPTIONS_ON_COMBO[] = "OOC"

Definition at line 2588 of file FixValues.h.

Definition at line 2619 of file FixValues.h.

Definition at line 2646 of file FixValues.h.

Definition at line 2688 of file FixValues.h.

Definition at line 2636 of file FixValues.h.

Definition at line 2691 of file FixValues.h.

const char FIX::SecurityType_OVERNIGHT[] = "ONITE"

Definition at line 2633 of file FixValues.h.

const char FIX::SecurityType_PFANDBRIEFE[] = "PFAND"

Definition at line 2687 of file FixValues.h.

const char FIX::SecurityType_PLAZOS_FIJOS[] = "PZFJ"

Definition at line 2694 of file FixValues.h.

const char FIX::SecurityType_PLAZOSFIJOS[] = "PZFJ"

Definition at line 2791 of file FixValues.h.

const char FIX::SecurityType_PREFERRED_STOCK[] = "PS"

Definition at line 2642 of file FixValues.h.

const char FIX::SecurityType_PREFERREDSTOCK[] = "PS"

Definition at line 2698 of file FixValues.h.

Definition at line 2732 of file FixValues.h.

Definition at line 2666 of file FixValues.h.

Definition at line 2797 of file FixValues.h.

Definition at line 2705 of file FixValues.h.

Definition at line 2596 of file FixValues.h.

Definition at line 2690 of file FixValues.h.

const char FIX::SecurityType_PROMISSORY_NOTE[] = "PN"

Definition at line 2675 of file FixValues.h.

const char FIX::SecurityType_PROMISSORYNOTE[] = "PN"

Definition at line 2620 of file FixValues.h.

const char FIX::SecurityType_REPLACED[] = "REPLACD"

Definition at line 2624 of file FixValues.h.

const char FIX::SecurityType_REPURCHASE[] = "REPO"

Definition at line 2736 of file FixValues.h.

Definition at line 2725 of file FixValues.h.

const char FIX::SecurityType_RETIRED[] = "RETIRED"

Definition at line 2721 of file FixValues.h.

Definition at line 2592 of file FixValues.h.

const char FIX::SecurityType_REVENUE_BONDS[] = "REV"

Definition at line 2795 of file FixValues.h.

Definition at line 2612 of file FixValues.h.

const char FIX::SecurityType_REVENUEBONDS[] = "REV"

Definition at line 2663 of file FixValues.h.

Definition at line 2582 of file FixValues.h.

const char FIX::SecurityType_REVOLVER_LOAN[] = "RVLV"

Definition at line 2602 of file FixValues.h.

const char FIX::SecurityType_REVOLVER_TERM_LOAN[] = "RVLVTRM"

Definition at line 2600 of file FixValues.h.

const char FIX::SecurityType_REVOLVERLOAN[] = "RVLV"

Definition at line 2731 of file FixValues.h.

const char FIX::SecurityType_REVOLVERTERMLOAN[] = "RVLVTRM"

Definition at line 2741 of file FixValues.h.

Definition at line 2785 of file FixValues.h.

const char FIX::SecurityType_SECURITIES_LOAN[] = "SECLOAN"

Definition at line 2792 of file FixValues.h.

const char FIX::SecurityType_SECURITIES_PLEDGE[] = "SECPLEDGE"

Definition at line 2629 of file FixValues.h.

const char FIX::SecurityType_SECURITIESLOAN[] = "SECLOAN"

Definition at line 2793 of file FixValues.h.

const char FIX::SecurityType_SECURITIESPLEDGE[] = "SECPLEDGE"

Definition at line 2723 of file FixValues.h.

Definition at line 2762 of file FixValues.h.

Definition at line 2682 of file FixValues.h.

const char FIX::SecurityType_SPECIAL_ASSESSMENT[] = "SPCLA"

Definition at line 2656 of file FixValues.h.

const char FIX::SecurityType_SPECIAL_OBLIGATION[] = "SPCLO"

Definition at line 2598 of file FixValues.h.

const char FIX::SecurityType_SPECIAL_TAX[] = "SPCLT"

Definition at line 2595 of file FixValues.h.

const char FIX::SecurityType_SPECIALASSESSMENT[] = "SPCLA"

Definition at line 2669 of file FixValues.h.

const char FIX::SecurityType_SPECIALOBLIGATION[] = "SPCLO"

Definition at line 2610 of file FixValues.h.

const char FIX::SecurityType_SPECIALTAX[] = "SPCLT"

Definition at line 2796 of file FixValues.h.

const char FIX::SecurityType_STRUCTURED_NOTES[] = "STRUCT"

Definition at line 2733 of file FixValues.h.

const char FIX::SecurityType_STRUCTUREDNOTES[] = "STRUCT"

Definition at line 2773 of file FixValues.h.

Definition at line 2752 of file FixValues.h.

const char FIX::SecurityType_SWING_LINE_FACILITY[] = "SWING"

Definition at line 2739 of file FixValues.h.

const char FIX::SecurityType_SWINGLINEFACILITY[] = "SWING"

Definition at line 2717 of file FixValues.h.

const char FIX::SecurityType_TAX_ALLOCATION[] = "TAXA"

Definition at line 2590 of file FixValues.h.

Definition at line 2692 of file FixValues.h.

Definition at line 2689 of file FixValues.h.

Definition at line 2686 of file FixValues.h.

Definition at line 2672 of file FixValues.h.

const char FIX::SecurityType_TAXALLOCATION[] = "TAXA"

Definition at line 2671 of file FixValues.h.

Definition at line 2679 of file FixValues.h.

Definition at line 2601 of file FixValues.h.

Definition at line 2748 of file FixValues.h.

Definition at line 2580 of file FixValues.h.

const char FIX::SecurityType_TERM_LOAN[] = "TERM"

Definition at line 2760 of file FixValues.h.

const char FIX::SecurityType_TERMLOAN[] = "TERM"

Definition at line 2618 of file FixValues.h.

const char FIX::SecurityType_TIME_DEPOSIT[] = "TD"

Definition at line 2707 of file FixValues.h.

const char FIX::SecurityType_TIMEDEPOSIT[] = "TD"

Definition at line 2786 of file FixValues.h.

const char FIX::SecurityType_TO_BE_ANNOUNCED[] = "TBA"

Definition at line 2581 of file FixValues.h.

const char FIX::SecurityType_TOBEANNOUNCED[] = "TBA"

Definition at line 2628 of file FixValues.h.

Definition at line 2756 of file FixValues.h.

const char FIX::SecurityType_TREASURY_BILL[] = "TB"

Definition at line 2693 of file FixValues.h.

Definition at line 2644 of file FixValues.h.

Definition at line 2584 of file FixValues.h.

Definition at line 2710 of file FixValues.h.

const char FIX::SecurityType_US_TREASURY_BILL[] = "USTB"

Definition at line 2788 of file FixValues.h.

Definition at line 2755 of file FixValues.h.

Definition at line 2767 of file FixValues.h.

const char FIX::SecurityType_US_TREASURY_BOND[] = "TBOND"

Definition at line 2643 of file FixValues.h.

Definition at line 2591 of file FixValues.h.

Definition at line 2711 of file FixValues.h.

Definition at line 2766 of file FixValues.h.

Definition at line 2651 of file FixValues.h.

Definition at line 2740 of file FixValues.h.

const char FIX::SecurityType_USTREASURYBILL[] = "TBILL"

Definition at line 2751 of file FixValues.h.

Definition at line 2627 of file FixValues.h.

const char FIX::SecurityType_USTREASURYBOND[] = "TBOND"

Definition at line 2617 of file FixValues.h.

const char FIX::SecurityType_USTREASURYNOTE[] = "TNOTE"

Definition at line 2661 of file FixValues.h.

Definition at line 2604 of file FixValues.h.

Definition at line 2607 of file FixValues.h.

Definition at line 2699 of file FixValues.h.

const char FIX::SecurityType_WARRANT[] = "WAR"

Definition at line 2652 of file FixValues.h.

const char FIX::SecurityType_WILDCARD_ENTRY[] = "WLD"

Definition at line 2622 of file FixValues.h.

Definition at line 2780 of file FixValues.h.

const char FIX::SecurityType_WILDCARDENTRY[] = "WLD"

Definition at line 2746 of file FixValues.h.

const char FIX::SecurityType_WITHDRAWN[] = "WITHDRN"

Definition at line 2769 of file FixValues.h.

Definition at line 2641 of file FixValues.h.

Definition at line 2630 of file FixValues.h.

Definition at line 2593 of file FixValues.h.

Definition at line 2747 of file FixValues.h.

Definition at line 268 of file FixValues.h.

Definition at line 267 of file FixValues.h.

Definition at line 269 of file FixValues.h.

const char FIX::SEND_REDUNDANT_RESENDREQUESTS[] = "SendRedundantResendRequests"
const char FIX::SEND_RESETSEQNUMFLAG[] = "SendResetSeqNumFlag"

Definition at line 44 of file SessionSettings.h.

const char FIX::SENDERCOMPID[] = "SenderCompID"

Definition at line 38 of file SessionSettings.h.

Referenced by FIX::SessionSettings::set().

const char FIX::Seniority_SENIOR[] = "SR"

Definition at line 3912 of file FixValues.h.

const char FIX::Seniority_SENIOR_SECURED[] = "SD"

Definition at line 3911 of file FixValues.h.

const char FIX::Seniority_SUBORDINATED[] = "SB"

Definition at line 3910 of file FixValues.h.

const char FIX::SESSION_QUALIFIER[] = "SessionQualifier"

Definition at line 40 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

Definition at line 2525 of file FixValues.h.

Referenced by FIX::Session::doBadCompID(), and FIX::Session::generateReject().

const char FIX::SessionRejectReason_COMPID_PROBLEM_TEXT[] = "CompID problem"

Definition at line 47 of file Values.h.

Referenced by FIX::Session::generateReject().

Definition at line 2547 of file FixValues.h.

Definition at line 2550 of file FixValues.h.

const char FIX::SessionRejectReason_DECRYPTION_PROBLEM_TEXT[] = "Decryption problem"

Definition at line 45 of file Values.h.

Definition at line 2542 of file FixValues.h.

Definition at line 2534 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE_TEXT[] = "Incorrect data format for value"

Definition at line 44 of file Values.h.

Referenced by FIX::Session::generateReject().

Definition at line 2545 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP_TEXT[] = "Incorrect NumInGroup count for repeating group"

Definition at line 52 of file Values.h.

Referenced by FIX::Session::generateReject().

Definition at line 2543 of file FixValues.h.

Definition at line 2540 of file FixValues.h.

Definition at line 2555 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_INVALID_MSGTYPE_TEXT[] = "Invalid MsgType"

Definition at line 49 of file Values.h.

Referenced by FIX::Session::generateReject().

Definition at line 2551 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_INVALID_TAG_NUMBER_TEXT[] = "Invalid tag number"

Definition at line 38 of file Values.h.

Referenced by FIX::Session::generateReject().

Definition at line 2537 of file FixValues.h.

Definition at line 2523 of file FixValues.h.

Definition at line 2522 of file FixValues.h.

Definition at line 2531 of file FixValues.h.

Definition at line 2544 of file FixValues.h.

Definition at line 2535 of file FixValues.h.

Definition at line 2539 of file FixValues.h.

const char FIX::SessionRejectReason_REQUIRED_TAG_MISSING_TEXT[] = "Required tag missing"

Definition at line 39 of file Values.h.

Referenced by FIX::Session::generateReject().

Definition at line 2520 of file FixValues.h.

const char FIX::SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM_TEXT[] = "SendingTime accuracy problem"

Definition at line 48 of file Values.h.

Referenced by FIX::Session::generateReject().

Definition at line 2526 of file FixValues.h.

Definition at line 2527 of file FixValues.h.

const char FIX::SessionRejectReason_SIGNATURE_PROBLEM_TEXT[] = "Signature problem"

Definition at line 46 of file Values.h.

Definition at line 2549 of file FixValues.h.

Definition at line 2546 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE_TEXT[] = "Tag appears more than once"

Definition at line 50 of file Values.h.

Referenced by FIX::Session::generateReject().

Definition at line 2528 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE_TEXT[] = "Tag not defined for this message type"

Definition at line 40 of file Values.h.

Referenced by FIX::Session::generateReject().

Definition at line 2548 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER_TEXT[] = "Tag specified out of required order"

Definition at line 51 of file Values.h.

Referenced by FIX::Session::generateReject().

Definition at line 2554 of file FixValues.h.

Referenced by FIX::Session::generateReject(), and FIX::Session::next().

const char FIX::SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE_TEXT[] = "Tag specified without a value"

Definition at line 42 of file Values.h.

Referenced by FIX::Session::generateReject().

Definition at line 2533 of file FixValues.h.

Definition at line 2552 of file FixValues.h.

Definition at line 2521 of file FixValues.h.

Definition at line 2541 of file FixValues.h.

Definition at line 2532 of file FixValues.h.

const char FIX::SessionRejectReason_UNDEFINED_TAG_TEXT[] = "Undefined Tag"

Definition at line 41 of file Values.h.

Definition at line 2529 of file FixValues.h.

const char FIX::SessionRejectReason_VALUE_IS_INCORRECT_TEXT[] = "Value is incorrect (out of range) for this tag"

Definition at line 43 of file Values.h.

Referenced by FIX::Session::generateReject().

Definition at line 2524 of file FixValues.h.

Definition at line 2530 of file FixValues.h.

Definition at line 2538 of file FixValues.h.

Definition at line 1876 of file FixValues.h.

Definition at line 1873 of file FixValues.h.

Definition at line 1877 of file FixValues.h.

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Definition at line 1874 of file FixValues.h.

Definition at line 1872 of file FixValues.h.

Definition at line 1875 of file FixValues.h.

Definition at line 1878 of file FixValues.h.

Definition at line 3913 of file FixValues.h.

Definition at line 3914 of file FixValues.h.

Definition at line 1439 of file FixValues.h.

Definition at line 1441 of file FixValues.h.

Definition at line 1438 of file FixValues.h.

Definition at line 1437 of file FixValues.h.

Definition at line 1442 of file FixValues.h.

Definition at line 1440 of file FixValues.h.

Definition at line 2836 of file FixValues.h.

Definition at line 2842 of file FixValues.h.

Definition at line 2843 of file FixValues.h.

const char FIX::SettlInstMode_DEFAULT = '0'

Definition at line 2838 of file FixValues.h.

const char FIX::SettlInstMode_REJECT = '5'

Definition at line 2837 of file FixValues.h.

Definition at line 2839 of file FixValues.h.

Definition at line 2841 of file FixValues.h.

Definition at line 2840 of file FixValues.h.

Definition at line 2844 of file FixValues.h.

Definition at line 2845 of file FixValues.h.

Definition at line 2846 of file FixValues.h.

Definition at line 1735 of file FixValues.h.

Definition at line 1731 of file FixValues.h.

Definition at line 1736 of file FixValues.h.

Definition at line 1730 of file FixValues.h.

Definition at line 1733 of file FixValues.h.

Definition at line 1734 of file FixValues.h.

Definition at line 1732 of file FixValues.h.

Definition at line 1188 of file FixValues.h.

Definition at line 1184 of file FixValues.h.

Definition at line 1187 of file FixValues.h.

Definition at line 1183 of file FixValues.h.

Definition at line 1186 of file FixValues.h.

Definition at line 1185 of file FixValues.h.

Definition at line 1197 of file FixValues.h.

const char FIX::SettlInstTransType_NEW = 'N'

Definition at line 1195 of file FixValues.h.

Definition at line 1194 of file FixValues.h.

Definition at line 1196 of file FixValues.h.

const char FIX::SettlLocation_CEDEL[] = "CED"

Definition at line 4361 of file FixValues.h.

Definition at line 4367 of file FixValues.h.

Definition at line 4368 of file FixValues.h.

const char FIX::SettlLocation_EURO_CLEAR[] = "EUR"

Definition at line 4364 of file FixValues.h.

const char FIX::SettlLocation_EUROCLEAR[] = "EUR"

Definition at line 4360 of file FixValues.h.

Definition at line 4371 of file FixValues.h.

Definition at line 4365 of file FixValues.h.

const char FIX::SettlLocation_LOCAL_MARKET_SETTLE_LOCATION[] = "ISO_Country_Code"

Definition at line 4369 of file FixValues.h.

const char FIX::SettlLocation_LOCALMARKETSETTLELOCATION[] = "ISO_Country_Code"

Definition at line 4370 of file FixValues.h.

Definition at line 4362 of file FixValues.h.

Definition at line 4366 of file FixValues.h.

const char FIX::SettlLocation_PHYSICAL[] = "PNY"

Definition at line 4363 of file FixValues.h.

Definition at line 3144 of file FixValues.h.

Definition at line 3145 of file FixValues.h.

const char FIX::SettlmntTyp_CASH = '1'

Definition at line 1689 of file FixValues.h.

const char FIX::SettlmntTyp_FUTURE = '6'

Definition at line 1680 of file FixValues.h.

const char FIX::SettlmntTyp_NEXT_DAY = '2'

Definition at line 1688 of file FixValues.h.

const char FIX::SettlmntTyp_REGULAR = '0'

Definition at line 1685 of file FixValues.h.

Definition at line 1681 of file FixValues.h.

const char FIX::SettlmntTyp_T_PLUS_1 = 'A'

Definition at line 1679 of file FixValues.h.

const char FIX::SettlmntTyp_T_PLUS_2 = '3'

Definition at line 1682 of file FixValues.h.

const char FIX::SettlmntTyp_T_PLUS_3 = '4'

Definition at line 1683 of file FixValues.h.

const char FIX::SettlmntTyp_T_PLUS_4 = '5'

Definition at line 1684 of file FixValues.h.

const char FIX::SettlmntTyp_T_PLUS_5 = '9'

Definition at line 1686 of file FixValues.h.

Definition at line 1678 of file FixValues.h.

const char FIX::SettlmntTyp_WHEN_ISSUED = '7'

Definition at line 1687 of file FixValues.h.

Definition at line 266 of file FixValues.h.

Definition at line 265 of file FixValues.h.

Definition at line 1515 of file FixValues.h.

Definition at line 1513 of file FixValues.h.

Definition at line 1514 of file FixValues.h.

Definition at line 3876 of file FixValues.h.

const char FIX::SettlObligTransType_NEW = 'N'

Definition at line 3874 of file FixValues.h.

Definition at line 3873 of file FixValues.h.

Definition at line 3875 of file FixValues.h.

Definition at line 808 of file FixValues.h.

Definition at line 809 of file FixValues.h.

Definition at line 3166 of file FixValues.h.

const char FIX::SettlSessID_END_OF_DAY[] = "EOD"

Definition at line 3164 of file FixValues.h.

const char FIX::SettlSessID_INTRADAY[] = "ITD"

Definition at line 3167 of file FixValues.h.

Definition at line 3165 of file FixValues.h.

const char FIX::SettlType_BROKEN_DATE[] = "B"

Definition at line 2198 of file FixValues.h.

const char FIX::SettlType_CASH[] = "1"

Definition at line 2209 of file FixValues.h.

const char FIX::SettlType_FUTURE[] = "6"

Definition at line 2195 of file FixValues.h.

Definition at line 2204 of file FixValues.h.

const char FIX::SettlType_NEXT_DAY[] = "2"

Definition at line 2202 of file FixValues.h.

const char FIX::SettlType_NEXTDAY[] = "2"

Definition at line 2194 of file FixValues.h.

const char FIX::SettlType_REGULAR[] = "0"

Definition at line 2201 of file FixValues.h.

const char FIX::SettlType_SELLERS_OPTION[] = "8"

Definition at line 2197 of file FixValues.h.

const char FIX::SettlType_T1[] = "9"

Definition at line 2205 of file FixValues.h.

const char FIX::SettlType_T2[] = "3"

Definition at line 2207 of file FixValues.h.

const char FIX::SettlType_T3[] = "4"

Definition at line 2208 of file FixValues.h.

const char FIX::SettlType_T4[] = "5"

Definition at line 2191 of file FixValues.h.

const char FIX::SettlType_T5[] = "8"

Definition at line 2192 of file FixValues.h.

const char FIX::SettlType_T_PLUS_2[] = "3"

Definition at line 2196 of file FixValues.h.

const char FIX::SettlType_T_PLUS_3[] = "4"

Definition at line 2199 of file FixValues.h.

const char FIX::SettlType_T_PLUS_4[] = "5"

Definition at line 2200 of file FixValues.h.

const char FIX::SettlType_T_PLUS_5[] = "9"

Definition at line 2203 of file FixValues.h.

Definition at line 2193 of file FixValues.h.

const char FIX::SettlType_WHENISSUED[] = "7"

Definition at line 2206 of file FixValues.h.

Definition at line 3123 of file FixValues.h.

Definition at line 3131 of file FixValues.h.

Definition at line 3126 of file FixValues.h.

Definition at line 3124 of file FixValues.h.

Definition at line 3125 of file FixValues.h.

Definition at line 3132 of file FixValues.h.

Definition at line 3134 of file FixValues.h.

Definition at line 3133 of file FixValues.h.

Definition at line 3127 of file FixValues.h.

Definition at line 3128 of file FixValues.h.

Definition at line 3129 of file FixValues.h.

Definition at line 3130 of file FixValues.h.

const char FIX::Side_AS_DEFINED = 'B'

Definition at line 1804 of file FixValues.h.

const char FIX::Side_ASDEFINED = 'B'

Definition at line 1782 of file FixValues.h.

const char FIX::Side_BORROW = 'G'

Definition at line 1778 of file FixValues.h.

const char FIX::Side_BORROWFINANCING = 'G'

Definition at line 1793 of file FixValues.h.

const char FIX::Side_BUY = '1'

Definition at line 1794 of file FixValues.h.

const char FIX::Side_BUY_MINUS = '3'

Definition at line 1780 of file FixValues.h.

const char FIX::Side_BUYMIN = '3'

Definition at line 1781 of file FixValues.h.

const char FIX::Side_CROSS = '8'

Definition at line 1789 of file FixValues.h.

const char FIX::Side_CROSS_SHORT = '9'

Definition at line 1800 of file FixValues.h.

const char FIX::Side_CROSS_SHORT_EXEMPT = 'A'

Definition at line 1784 of file FixValues.h.

const char FIX::Side_CROSS_SHORT_EXXMPT = 'A'

Definition at line 1795 of file FixValues.h.

const char FIX::Side_CROSSSHORT = '9'

Definition at line 1792 of file FixValues.h.

const char FIX::Side_CROSSSHORTEX = 'A'

Definition at line 1788 of file FixValues.h.

const char FIX::Side_LEND = 'F'

Definition at line 1797 of file FixValues.h.

const char FIX::Side_LENDFINANCING = 'F'

Definition at line 1803 of file FixValues.h.

const char FIX::Side_OPPOSITE = 'C'

Definition at line 1799 of file FixValues.h.

const char FIX::Side_REDEEM = 'E'

Definition at line 1802 of file FixValues.h.

const char FIX::Side_SELL = '2'

Definition at line 1796 of file FixValues.h.

const char FIX::Side_SELL_PLUS = '4'

Definition at line 1801 of file FixValues.h.

const char FIX::Side_SELL_SHORT = '5'

Definition at line 1798 of file FixValues.h.

const char FIX::Side_SELL_SHORT_EXEMPT = '6'

Definition at line 1790 of file FixValues.h.

const char FIX::Side_SELLPLUS = '4'

Definition at line 1779 of file FixValues.h.

const char FIX::Side_SELLSHT = '5'

Definition at line 1786 of file FixValues.h.

const char FIX::Side_SELLSHTEX = '6'

Definition at line 1787 of file FixValues.h.

const char FIX::Side_SUBSCRIBE = 'D'

Definition at line 1783 of file FixValues.h.

const char FIX::Side_UNDISC = '7'

Definition at line 1791 of file FixValues.h.

const char FIX::Side_UNDISCLOSED = '7'

Definition at line 1785 of file FixValues.h.

Definition at line 1463 of file FixValues.h.

Definition at line 1460 of file FixValues.h.

Definition at line 1462 of file FixValues.h.

Definition at line 1464 of file FixValues.h.

Definition at line 1461 of file FixValues.h.

Definition at line 1465 of file FixValues.h.

Definition at line 1729 of file FixValues.h.

const int FIX::SideTrdSubTyp_CMTA = 0

Definition at line 1725 of file FixValues.h.

Definition at line 1722 of file FixValues.h.

Definition at line 1719 of file FixValues.h.

Definition at line 1726 of file FixValues.h.

Definition at line 1727 of file FixValues.h.

Definition at line 1728 of file FixValues.h.

Definition at line 1723 of file FixValues.h.

Definition at line 1724 of file FixValues.h.

Definition at line 1720 of file FixValues.h.

Definition at line 1721 of file FixValues.h.

Definition at line 3747 of file FixValues.h.

Definition at line 3748 of file FixValues.h.

Definition at line 3745 of file FixValues.h.

Definition at line 3746 of file FixValues.h.

Definition at line 3744 of file FixValues.h.

const char FIX::SOCKET_ACCEPT_PORT[] = "SocketAcceptPort"
const char FIX::SOCKET_CONNECT_HOST[] = "SocketConnectHost"
const char FIX::SOCKET_CONNECT_PORT[] = "SocketConnectPort"
const char FIX::SOCKET_NODELAY[] = "SocketNodelay"
const char FIX::SOCKET_RECEIVE_BUFFER_SIZE[] = "ReceiveBufferSize"
const char FIX::SOCKET_REUSE_ADDRESS[] = "SocketReuseAddress"
const char FIX::SOCKET_SEND_BUFFER_SIZE[] = "SendBufferSize"
const char FIX::SolicitedFlag_NO = 'N'

Definition at line 3116 of file FixValues.h.

const char FIX::SolicitedFlag_YES = 'Y'

Definition at line 3117 of file FixValues.h.

Definition at line 1701 of file FixValues.h.

Definition at line 1700 of file FixValues.h.

Definition at line 1699 of file FixValues.h.

Definition at line 1698 of file FixValues.h.

Definition at line 1697 of file FixValues.h.

Definition at line 1703 of file FixValues.h.

const int FIX::StandInstDbType_SID = 1

Definition at line 1696 of file FixValues.h.

Definition at line 1702 of file FixValues.h.

const char FIX::START_DAY[] = "StartDay"

Definition at line 52 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::START_TIME[] = "StartTime"

Definition at line 50 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

Definition at line 1176 of file FixValues.h.

Definition at line 1178 of file FixValues.h.

const int FIX::StatsType_HIGH = 2

Definition at line 1177 of file FixValues.h.

const int FIX::StatsType_TURNOVER = 4

Definition at line 1179 of file FixValues.h.

Definition at line 3279 of file FixValues.h.

Definition at line 3275 of file FixValues.h.

Definition at line 3281 of file FixValues.h.

Definition at line 3277 of file FixValues.h.

Definition at line 3280 of file FixValues.h.

Definition at line 3278 of file FixValues.h.

Definition at line 3276 of file FixValues.h.

Definition at line 2500 of file FixValues.h.

Definition at line 2435 of file FixValues.h.

Definition at line 2443 of file FixValues.h.

const char FIX::StipulationType_AMT[] = "AMT"

Definition at line 2448 of file FixValues.h.

Definition at line 2459 of file FixValues.h.

Definition at line 2451 of file FixValues.h.

Definition at line 2396 of file FixValues.h.

const char FIX::StipulationType_AVERAGE_FICO_SCORE[] = "AVFICO"

Definition at line 2513 of file FixValues.h.

const char FIX::StipulationType_AVERAGE_LOAN_SIZE[] = "AVSIZE"

Definition at line 2475 of file FixValues.h.

const char FIX::StipulationType_BANK_QUALIFIED[] = "BANKQUAL"

Definition at line 2515 of file FixValues.h.

const char FIX::StipulationType_BANKQUALIFIED[] = "BANKQUAL"

Definition at line 2436 of file FixValues.h.

const char FIX::StipulationType_BARGAIN_CONDITIONS[] = "BGNCON"

Definition at line 2452 of file FixValues.h.

const char FIX::StipulationType_BARGAINCONDITIONS[] = "BGNCON"

Definition at line 2438 of file FixValues.h.

Definition at line 2428 of file FixValues.h.

const char FIX::StipulationType_BENCHMARKPRICESOURCE[] = "PXSOURCE"

Definition at line 2434 of file FixValues.h.

const char FIX::StipulationType_BROKER_SALES_CREDIT_OVERRIDE[] = "SALESCREDITOVR"

Definition at line 2479 of file FixValues.h.

const char FIX::StipulationType_BROKERS_SALES_CREDIT[] = "BROKERCREDIT"

Definition at line 2393 of file FixValues.h.

const char FIX::StipulationType_CALL_PROTECTION[] = "PROTECT"

Definition at line 2375 of file FixValues.h.

const char FIX::StipulationType_CALLPROTECTION[] = "PROTECT"

Definition at line 2383 of file FixValues.h.

Definition at line 2492 of file FixValues.h.

Definition at line 2389 of file FixValues.h.

Definition at line 2441 of file FixValues.h.

Definition at line 2449 of file FixValues.h.

Definition at line 2386 of file FixValues.h.

Definition at line 2373 of file FixValues.h.

const char FIX::StipulationType_COUPON_RANGE[] = "COUPON"

Definition at line 2379 of file FixValues.h.

const char FIX::StipulationType_COUPONRANGE[] = "COUPON"

Definition at line 2511 of file FixValues.h.

const char FIX::StipulationType_CUSTOM_START_END_DATE[] = "CUSTOMDATE"

Definition at line 2374 of file FixValues.h.

const char FIX::StipulationType_CUSTOMSTARTENDDATE[] = "CUSTOMDATE"

Definition at line 2444 of file FixValues.h.

const char FIX::StipulationType_DISCOUNT_RATE[] = "DISCOUNT"

Definition at line 2400 of file FixValues.h.

Definition at line 2499 of file FixValues.h.

Definition at line 2424 of file FixValues.h.

Definition at line 2392 of file FixValues.h.

Definition at line 2377 of file FixValues.h.

const char FIX::StipulationType_FREEFORM_TEXT[] = "TEXT"

Definition at line 2410 of file FixValues.h.

const char FIX::StipulationType_FREEFORMTEXT[] = "TEXT"

Definition at line 2405 of file FixValues.h.

const char FIX::StipulationType_GEOGRAPHICS[] = "GEOG"

Definition at line 2418 of file FixValues.h.

Definition at line 2407 of file FixValues.h.

Definition at line 2453 of file FixValues.h.

const char FIX::StipulationType_INSURED[] = "INSURED"

Definition at line 2514 of file FixValues.h.

Definition at line 2408 of file FixValues.h.

const char FIX::StipulationType_ISO_CURRENCY_CODE[] = "CURRENCY"

Definition at line 2477 of file FixValues.h.

const char FIX::StipulationType_ISOCURRENCYCODE[] = "CURRENCY"

Definition at line 2398 of file FixValues.h.

const char FIX::StipulationType_ISSUE_SIZE_RANGE[] = "ISSUESIZE"

Definition at line 2387 of file FixValues.h.

const char FIX::StipulationType_ISSUERS_TICKER[] = "ISSUER"

Definition at line 2397 of file FixValues.h.

const char FIX::StipulationType_ISSUERSTICKER[] = "ISSUER"

Definition at line 2467 of file FixValues.h.

const char FIX::StipulationType_ISSUESIZERANGE[] = "ISSUESIZE"

Definition at line 2483 of file FixValues.h.

const char FIX::StipulationType_LOOKBACK_DAYS[] = "LOOKBACK"

Definition at line 2469 of file FixValues.h.

const char FIX::StipulationType_LOOKBACKDAYS[] = "LOOKBACK"

Definition at line 2382 of file FixValues.h.

const char FIX::StipulationType_LOT_VARIANCE[] = "LOTVAR"

Definition at line 2403 of file FixValues.h.

Definition at line 2454 of file FixValues.h.

const char FIX::StipulationType_MARKET_SECTOR[] = "SECTOR"

Definition at line 2462 of file FixValues.h.

const char FIX::StipulationType_MARKETSECTOR[] = "SECTOR"

Definition at line 2512 of file FixValues.h.

const char FIX::StipulationType_MATURITY_RANGE[] = "MATURITY"

Definition at line 2463 of file FixValues.h.

const char FIX::StipulationType_MATURITY_YEAR[] = "MAT"

Definition at line 2473 of file FixValues.h.

Definition at line 2421 of file FixValues.h.

const char FIX::StipulationType_MATURITYRANGE[] = "MATURITY"

Definition at line 2378 of file FixValues.h.

Definition at line 2376 of file FixValues.h.

Definition at line 2372 of file FixValues.h.

const char FIX::StipulationType_MAXIMUM_ORDER_SIZE[] = "MAXORDQTY"

Definition at line 2450 of file FixValues.h.

Definition at line 2425 of file FixValues.h.

const char FIX::StipulationType_MAXIMUMDENOMINATION[] = "MAXDNOM"

Definition at line 2501 of file FixValues.h.

Definition at line 2384 of file FixValues.h.

Definition at line 2442 of file FixValues.h.

const char FIX::StipulationType_MINIMUM_INCREMENT[] = "MININCR"

Definition at line 2415 of file FixValues.h.

const char FIX::StipulationType_MINIMUM_QUANTITY[] = "MINQTY"

Definition at line 2488 of file FixValues.h.

const char FIX::StipulationType_MINIMUMDENOMINATION[] = "MINDNOM"

Definition at line 2429 of file FixValues.h.

const char FIX::StipulationType_MINIMUMINCREMENT[] = "MININCR"

Definition at line 2472 of file FixValues.h.

const char FIX::StipulationType_MINIMUMQUANTITY[] = "MINQTY"

Definition at line 2419 of file FixValues.h.

Definition at line 2510 of file FixValues.h.

Definition at line 2439 of file FixValues.h.

const char FIX::StipulationType_NUMBER_OF_PIECES[] = "PIECES"

Definition at line 2414 of file FixValues.h.

const char FIX::StipulationType_NUMBEROFPIECES[] = "PIECES"

Definition at line 2447 of file FixValues.h.

Definition at line 2498 of file FixValues.h.

Definition at line 2470 of file FixValues.h.

Definition at line 2482 of file FixValues.h.

Definition at line 2413 of file FixValues.h.

Definition at line 2412 of file FixValues.h.

Definition at line 2394 of file FixValues.h.

Definition at line 2486 of file FixValues.h.

Definition at line 2431 of file FixValues.h.

Definition at line 2446 of file FixValues.h.

Definition at line 2390 of file FixValues.h.

Definition at line 2457 of file FixValues.h.

Definition at line 2380 of file FixValues.h.

Definition at line 2404 of file FixValues.h.

Definition at line 2502 of file FixValues.h.

const char FIX::StipulationType_POOL_IDENTIFIER[] = "POOL"

Definition at line 2420 of file FixValues.h.

const char FIX::StipulationType_POOLS_MAXIMUM[] = "PMAX"

Definition at line 2432 of file FixValues.h.

const char FIX::StipulationType_POOLS_PER_LOT[] = "PPL"

Definition at line 2371 of file FixValues.h.

Definition at line 2471 of file FixValues.h.

Definition at line 2490 of file FixValues.h.

const char FIX::StipulationType_POOLSMAXIMUM[] = "PMAX"

Definition at line 2506 of file FixValues.h.

const char FIX::StipulationType_POOLSMINIMUM[] = "PMIN"

Definition at line 2391 of file FixValues.h.

const char FIX::StipulationType_POOLSPERLOT[] = "PPL"

Definition at line 2440 of file FixValues.h.

Definition at line 2465 of file FixValues.h.

const char FIX::StipulationType_POOLSPERTRADE[] = "PPT"

Definition at line 2509 of file FixValues.h.

const char FIX::StipulationType_PRICE_RANGE[] = "PRICE"

Definition at line 2494 of file FixValues.h.

const char FIX::StipulationType_PRICERANGE[] = "PRICE"

Definition at line 2468 of file FixValues.h.

const char FIX::StipulationType_PRICING_FREQUENCY[] = "PRICEFREQ"

Definition at line 2508 of file FixValues.h.

const char FIX::StipulationType_PRICINGFREQUENCY[] = "PRICEFREQ"

Definition at line 2422 of file FixValues.h.

Definition at line 2426 of file FixValues.h.

Definition at line 2456 of file FixValues.h.

const char FIX::StipulationType_PRODUCTION_YEAR[] = "PROD"

Definition at line 2496 of file FixValues.h.

const char FIX::StipulationType_PRODUCTIONYEAR[] = "PROD"

Definition at line 2416 of file FixValues.h.

const char FIX::StipulationType_PURPOSE[] = "PURPOSE"

Definition at line 2476 of file FixValues.h.

Definition at line 2411 of file FixValues.h.

Definition at line 2474 of file FixValues.h.

Definition at line 2395 of file FixValues.h.

const char FIX::StipulationType_RESTRICTED[] = "RESTRICTED"

Definition at line 2478 of file FixValues.h.

Definition at line 2464 of file FixValues.h.

Definition at line 2423 of file FixValues.h.

Definition at line 2402 of file FixValues.h.

Definition at line 2497 of file FixValues.h.

const char FIX::StipulationType_STRUCTURE[] = "STRUCT"

Definition at line 2460 of file FixValues.h.

Definition at line 2433 of file FixValues.h.

const char FIX::StipulationType_SUBSTITUTIONS_LEFT[] = "SUBSLEFT"

Definition at line 2489 of file FixValues.h.

Definition at line 2495 of file FixValues.h.

const char FIX::StipulationType_SUBSTITUTIONSLEFTREPO[] = "SUBSLEFT"

Definition at line 2381 of file FixValues.h.

Definition at line 2399 of file FixValues.h.

const char FIX::StipulationType_TRADE_VARIANCE[] = "TRDVAR"

Definition at line 2466 of file FixValues.h.

const char FIX::StipulationType_TRADERS_CREDIT[] = "TRADERCREDIT"

Definition at line 2487 of file FixValues.h.

Definition at line 2409 of file FixValues.h.

const char FIX::StipulationType_TYPE_OF_REDEMPTION[] = "REDEMPTION"

Definition at line 2491 of file FixValues.h.

const char FIX::StipulationType_TYPE_OF_ROLL_TRADE[] = "ROLLTYPE"

Definition at line 2455 of file FixValues.h.

Definition at line 2445 of file FixValues.h.

const char FIX::StipulationType_VALUATION_DISCOUNT[] = "HAIRCUT"

Definition at line 2503 of file FixValues.h.

const char FIX::StipulationType_VALUATIONDISCOUNT[] = "HAIRCUT"

Definition at line 2401 of file FixValues.h.

Definition at line 2458 of file FixValues.h.

Definition at line 2505 of file FixValues.h.

Definition at line 2480 of file FixValues.h.

Definition at line 2493 of file FixValues.h.

Definition at line 2417 of file FixValues.h.

Definition at line 2481 of file FixValues.h.

Definition at line 2485 of file FixValues.h.

Definition at line 2427 of file FixValues.h.

Definition at line 2388 of file FixValues.h.

const char FIX::StipulationType_WHOLE_POOL[] = "WHOLE"

Definition at line 2406 of file FixValues.h.

const char FIX::StipulationType_WHOLEPOOL[] = "WHOLE"

Definition at line 2461 of file FixValues.h.

const char FIX::StipulationType_YEAR_OF_ISSUE[] = "ISSUE"

Definition at line 2484 of file FixValues.h.

Definition at line 2430 of file FixValues.h.

Definition at line 2385 of file FixValues.h.

const char FIX::StipulationType_YIELD_RANGE[] = "YIELD"

Definition at line 2507 of file FixValues.h.

Definition at line 2504 of file FixValues.h.

const char FIX::StipulationType_YIELDRANGE[] = "YIELD"

Definition at line 2437 of file FixValues.h.

Definition at line 423 of file FixValues.h.

Definition at line 402 of file FixValues.h.

Definition at line 404 of file FixValues.h.

Definition at line 407 of file FixValues.h.

Definition at line 421 of file FixValues.h.

Definition at line 420 of file FixValues.h.

Definition at line 412 of file FixValues.h.

Definition at line 424 of file FixValues.h.

Definition at line 410 of file FixValues.h.

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Definition at line 2048 of file FixValues.h.

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Definition at line 777 of file FixValues.h.

Definition at line 778 of file FixValues.h.

Definition at line 780 of file FixValues.h.

const char FIX::SymbolSfx_WHENISSUED[] = "WI"

Definition at line 779 of file FixValues.h.

const char FIX::TARGETCOMPID[] = "TargetCompID"

Definition at line 39 of file SessionSettings.h.

Referenced by FIX::SessionSettings::set().

Definition at line 1643 of file FixValues.h.

Definition at line 1640 of file FixValues.h.

Definition at line 1642 of file FixValues.h.

Definition at line 1641 of file FixValues.h.

const int FIX::TargetStrategy_VWAP = 1

Definition at line 1644 of file FixValues.h.

const int FIX::TaxAdvantageType_401 = 20

Definition at line 1923 of file FixValues.h.

Definition at line 1962 of file FixValues.h.

Definition at line 1973 of file FixValues.h.

const int FIX::TaxAdvantageType_403 = 22

Definition at line 1932 of file FixValues.h.

Definition at line 1963 of file FixValues.h.

const int FIX::TaxAdvantageType_457 = 23

Definition at line 1977 of file FixValues.h.

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Definition at line 1975 of file FixValues.h.

Definition at line 1934 of file FixValues.h.

Definition at line 1942 of file FixValues.h.

const int FIX::TaxAdvantageType_OTHER = 999

Definition at line 1967 of file FixValues.h.

Definition at line 1960 of file FixValues.h.

Definition at line 1944 of file FixValues.h.

Definition at line 1951 of file FixValues.h.

Definition at line 1921 of file FixValues.h.

Definition at line 1929 of file FixValues.h.

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Definition at line 1970 of file FixValues.h.

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Definition at line 4195 of file FixValues.h.

Definition at line 4196 of file FixValues.h.

Definition at line 4197 of file FixValues.h.

Definition at line 4194 of file FixValues.h.

const char FIX::TestMessageIndicator_NO = 'N'

Definition at line 1215 of file FixValues.h.

Definition at line 1216 of file FixValues.h.

const char FIX::TickDirection_MINUS = '2'

Definition at line 1326 of file FixValues.h.

Definition at line 1320 of file FixValues.h.

const char FIX::TickDirection_PLUS = '0'

Definition at line 1324 of file FixValues.h.

const char FIX::TickDirection_PLUS_TICK = '0'

Definition at line 1323 of file FixValues.h.

Definition at line 1322 of file FixValues.h.

Definition at line 1321 of file FixValues.h.

const char FIX::TickDirection_ZEROMINUS = '3'

Definition at line 1327 of file FixValues.h.

const char FIX::TickDirection_ZEROPLUS = '1'

Definition at line 1325 of file FixValues.h.

const int FIX::TickRuleType_FIXED = 2

Definition at line 3490 of file FixValues.h.

Definition at line 3487 of file FixValues.h.

Definition at line 3489 of file FixValues.h.

Definition at line 3486 of file FixValues.h.

Definition at line 3488 of file FixValues.h.

const char FIX::TimeInForce_AT_CROSSING = '9'

Definition at line 2001 of file FixValues.h.

Definition at line 2006 of file FixValues.h.

Definition at line 2007 of file FixValues.h.

const char FIX::TimeInForce_ATTHECLOSE = '7'

Definition at line 1998 of file FixValues.h.

Definition at line 1994 of file FixValues.h.

const char FIX::TimeInForce_DAY = '0'

Definition at line 2000 of file FixValues.h.

Definition at line 1992 of file FixValues.h.

const char FIX::TimeInForce_FILLORKILL = '4'

Definition at line 1995 of file FixValues.h.

Definition at line 2005 of file FixValues.h.

Definition at line 1999 of file FixValues.h.

Definition at line 1991 of file FixValues.h.

Definition at line 1993 of file FixValues.h.

Definition at line 1997 of file FixValues.h.

Definition at line 2004 of file FixValues.h.

Definition at line 1996 of file FixValues.h.

Definition at line 2003 of file FixValues.h.

Definition at line 2002 of file FixValues.h.

const char FIX::TimeUnit_DAY[] = "D"

Definition at line 2814 of file FixValues.h.

const char FIX::TimeUnit_HOUR[] = "H"

Definition at line 2813 of file FixValues.h.

const char FIX::TimeUnit_MINUTE[] = "Min"

Definition at line 2809 of file FixValues.h.

const char FIX::TimeUnit_MONTH[] = "Mo"

Definition at line 2812 of file FixValues.h.

const char FIX::TimeUnit_SECOND[] = "S"

Definition at line 2811 of file FixValues.h.

const char FIX::TimeUnit_WEEK[] = "Wk"

Definition at line 2810 of file FixValues.h.

const char FIX::TimeUnit_YEAR[] = "Yr"

Definition at line 2815 of file FixValues.h.

Definition at line 3044 of file FixValues.h.

Definition at line 3048 of file FixValues.h.

Definition at line 3047 of file FixValues.h.

Definition at line 3041 of file FixValues.h.

Definition at line 3042 of file FixValues.h.

Definition at line 3046 of file FixValues.h.

Definition at line 3040 of file FixValues.h.

Definition at line 3045 of file FixValues.h.

Definition at line 3043 of file FixValues.h.

const char FIX::TradeCondition_ACQUISITION[] = "c"

Definition at line 3542 of file FixValues.h.

const char FIX::TradeCondition_ADJUSTED[] = "y"

Definition at line 3527 of file FixValues.h.

Definition at line 3550 of file FixValues.h.

Definition at line 3557 of file FixValues.h.

Definition at line 3555 of file FixValues.h.

Definition at line 3588 of file FixValues.h.

const char FIX::TradeCondition_AVGPX[] = "B"

Definition at line 3551 of file FixValues.h.

Definition at line 3546 of file FixValues.h.

const char FIX::TradeCondition_BASKET_INDEX[] = "AS"

Definition at line 3561 of file FixValues.h.

const char FIX::TradeCondition_BUNCHED[] = "d"

Definition at line 3577 of file FixValues.h.

Definition at line 3535 of file FixValues.h.

const char FIX::TradeCondition_BURST_BASKET[] = "AT"

Definition at line 3595 of file FixValues.h.

const char FIX::TradeCondition_CANCEL[] = "0"

Definition at line 3539 of file FixValues.h.

const char FIX::TradeCondition_CANCEL_ETH[] = "i"

Definition at line 3528 of file FixValues.h.

const char FIX::TradeCondition_CANCEL_LAST[] = "n"

Definition at line 3585 of file FixValues.h.

Definition at line 3511 of file FixValues.h.

const char FIX::TradeCondition_CANCEL_ONLY[] = "s"

Definition at line 3544 of file FixValues.h.

Definition at line 3532 of file FixValues.h.

const char FIX::TradeCondition_CANCEL_OPEN[] = "p"

Definition at line 3567 of file FixValues.h.

Definition at line 3592 of file FixValues.h.

Definition at line 3536 of file FixValues.h.

Definition at line 3571 of file FixValues.h.

const char FIX::TradeCondition_CASH[] = "A"

Definition at line 3568 of file FixValues.h.

const char FIX::TradeCondition_CASH_TRADE[] = "C"

Definition at line 3575 of file FixValues.h.

const char FIX::TradeCondition_CASHMKT[] = "A"

Definition at line 3508 of file FixValues.h.

const char FIX::TradeCondition_CASHTRADE[] = "C"

Definition at line 3569 of file FixValues.h.

const char FIX::TradeCondition_COMBO[] = "AH"

Definition at line 3540 of file FixValues.h.

const char FIX::TradeCondition_COMBO_ETH[] = "AI"

Definition at line 3531 of file FixValues.h.

Definition at line 3548 of file FixValues.h.

const char FIX::TradeCondition_CROSSED_AO[] = "AO"

Definition at line 3518 of file FixValues.h.

const char FIX::TradeCondition_CROSSED_X[] = "X"

Definition at line 3556 of file FixValues.h.

const char FIX::TradeCondition_DIRECT_PLUS[] = "b"

Definition at line 3586 of file FixValues.h.

Definition at line 3513 of file FixValues.h.

const char FIX::TradeCondition_EX_PIT[] = "W"

Definition at line 3584 of file FixValues.h.

Definition at line 3593 of file FixValues.h.

const char FIX::TradeCondition_FAST_MARKET[] = "AP"

Definition at line 3594 of file FixValues.h.

Definition at line 3560 of file FixValues.h.

const char FIX::TradeCondition_FORM_T[] = "AR"

Definition at line 3526 of file FixValues.h.

Definition at line 3576 of file FixValues.h.

Definition at line 3579 of file FixValues.h.

Definition at line 3582 of file FixValues.h.

Definition at line 3587 of file FixValues.h.

Definition at line 3507 of file FixValues.h.

const char FIX::TradeCondition_INTRADAY[] = "F"

Definition at line 3578 of file FixValues.h.

Definition at line 3580 of file FixValues.h.

Definition at line 3537 of file FixValues.h.

Definition at line 3590 of file FixValues.h.

Definition at line 3564 of file FixValues.h.

Definition at line 3558 of file FixValues.h.

const char FIX::TradeCondition_NEXT_DAY[] = "D"

Definition at line 3545 of file FixValues.h.

Definition at line 3514 of file FixValues.h.

const char FIX::TradeCondition_NEXTDAY_D[] = "D"

Definition at line 3525 of file FixValues.h.

const char FIX::TradeCondition_NEXTDAY_J[] = "J"

Definition at line 3554 of file FixValues.h.

Definition at line 3559 of file FixValues.h.

Definition at line 3549 of file FixValues.h.

const char FIX::TradeCondition_OPENED[] = "K"

Definition at line 3543 of file FixValues.h.

Definition at line 3520 of file FixValues.h.

const char FIX::TradeCondition_OPENING[] = "E"

Definition at line 3541 of file FixValues.h.

Definition at line 3509 of file FixValues.h.

Definition at line 3538 of file FixValues.h.

Definition at line 3517 of file FixValues.h.

Definition at line 3529 of file FixValues.h.

Definition at line 3534 of file FixValues.h.

Definition at line 3510 of file FixValues.h.

const char FIX::TradeCondition_REGULAR_ETH[] = "AG"

Definition at line 3566 of file FixValues.h.

const char FIX::TradeCondition_REOPEN[] = "w"

Definition at line 3583 of file FixValues.h.

const char FIX::TradeCondition_REOPEN_ETH[] = "x"

Definition at line 3521 of file FixValues.h.

const char FIX::TradeCondition_RULE127[] = "G"

Definition at line 3530 of file FixValues.h.

const char FIX::TradeCondition_RULE155[] = "H"

Definition at line 3570 of file FixValues.h.

Definition at line 3581 of file FixValues.h.

Definition at line 3552 of file FixValues.h.

const char FIX::TradeCondition_SELLER[] = "L"

Definition at line 3512 of file FixValues.h.

const char FIX::TradeCondition_SOLD[] = "M"

Definition at line 3596 of file FixValues.h.

const char FIX::TradeCondition_SOLD_LAST[] = "I"

Definition at line 3589 of file FixValues.h.

Definition at line 3519 of file FixValues.h.

Definition at line 3522 of file FixValues.h.

const char FIX::TradeCondition_SOLDLAST[] = "I"

Definition at line 3553 of file FixValues.h.

const char FIX::TradeCondition_SPLIT_TRADE[] = "g"

Definition at line 3573 of file FixValues.h.

const char FIX::TradeCondition_SPREAD[] = "AA"

Definition at line 3516 of file FixValues.h.

const char FIX::TradeCondition_SPREAD_ETH[] = "AB"

Definition at line 3591 of file FixValues.h.

const char FIX::TradeCondition_STOPPED[] = "AE"

Definition at line 3547 of file FixValues.h.

const char FIX::TradeCondition_STOPPED_ETH[] = "AF"

Definition at line 3565 of file FixValues.h.

Definition at line 3574 of file FixValues.h.

Definition at line 3523 of file FixValues.h.

Definition at line 3563 of file FixValues.h.

const char FIX::TradeCondition_STRADDLE[] = "AC"

Definition at line 3533 of file FixValues.h.

const char FIX::TradeCondition_STRADDLE_ETH[] = "AD"

Definition at line 3515 of file FixValues.h.

Definition at line 3524 of file FixValues.h.

Definition at line 3562 of file FixValues.h.

const char FIX::TradeCondition_VOLUME_ONLY[] = "a"

Definition at line 3572 of file FixValues.h.

const char FIX::TradedFlatSwitch_NO = 'N'

Definition at line 3077 of file FixValues.h.

const char FIX::TradedFlatSwitch_YES = 'Y'

Definition at line 3078 of file FixValues.h.

Definition at line 3839 of file FixValues.h.

Definition at line 3841 of file FixValues.h.

Definition at line 3843 of file FixValues.h.

Definition at line 3842 of file FixValues.h.

Definition at line 3840 of file FixValues.h.

Definition at line 3844 of file FixValues.h.

Definition at line 1691 of file FixValues.h.

Definition at line 1690 of file FixValues.h.

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Definition at line 619 of file FixValues.h.

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Definition at line 542 of file FixValues.h.

Definition at line 546 of file FixValues.h.

Definition at line 541 of file FixValues.h.

Definition at line 543 of file FixValues.h.

const int FIX::TradeReportType_7 = 7

Definition at line 3170 of file FixValues.h.

Definition at line 3187 of file FixValues.h.

Definition at line 3169 of file FixValues.h.

Definition at line 3179 of file FixValues.h.

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Definition at line 3180 of file FixValues.h.

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Definition at line 3184 of file FixValues.h.

Definition at line 1200 of file FixValues.h.

Definition at line 1206 of file FixValues.h.

Definition at line 1209 of file FixValues.h.

Definition at line 1212 of file FixValues.h.

Definition at line 1208 of file FixValues.h.

Definition at line 1204 of file FixValues.h.

Definition at line 1199 of file FixValues.h.

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Definition at line 1211 of file FixValues.h.

Definition at line 1207 of file FixValues.h.

Definition at line 1205 of file FixValues.h.

Definition at line 1214 of file FixValues.h.

Definition at line 1198 of file FixValues.h.

Definition at line 1201 of file FixValues.h.

Definition at line 1210 of file FixValues.h.

Definition at line 1913 of file FixValues.h.

Definition at line 1911 of file FixValues.h.

Definition at line 1912 of file FixValues.h.

Definition at line 572 of file FixValues.h.

Definition at line 568 of file FixValues.h.

Definition at line 564 of file FixValues.h.

Definition at line 567 of file FixValues.h.

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Definition at line 569 of file FixValues.h.

Definition at line 563 of file FixValues.h.

Definition at line 570 of file FixValues.h.

Definition at line 571 of file FixValues.h.

Definition at line 566 of file FixValues.h.

const char FIX::TradeType_AGENCY = 'A'

Definition at line 3850 of file FixValues.h.

Definition at line 3853 of file FixValues.h.

const char FIX::TradeType_RISK_TRADE = 'R'

Definition at line 3852 of file FixValues.h.

Definition at line 3851 of file FixValues.h.

Definition at line 2292 of file FixValues.h.

const char FIX::TradingSessionID_AFTERNOON[] = "4"

Definition at line 2296 of file FixValues.h.

const char FIX::TradingSessionID_DAY[] = "1"

Definition at line 2294 of file FixValues.h.

const char FIX::TradingSessionID_EVENING[] = "5"

Definition at line 2291 of file FixValues.h.

const char FIX::TradingSessionID_HALFDAY[] = "2"

Definition at line 2293 of file FixValues.h.

const char FIX::TradingSessionID_MORNING[] = "3"

Definition at line 2295 of file FixValues.h.

const char FIX::TradingSessionSubID_3[] = "3"

Definition at line 1082 of file FixValues.h.

Definition at line 1084 of file FixValues.h.

Definition at line 1079 of file FixValues.h.

Definition at line 1083 of file FixValues.h.

Definition at line 1078 of file FixValues.h.

Definition at line 1080 of file FixValues.h.

Definition at line 1081 of file FixValues.h.

Definition at line 3502 of file FixValues.h.

Definition at line 3501 of file FixValues.h.

Definition at line 3503 of file FixValues.h.

Definition at line 3504 of file FixValues.h.

Definition at line 3846 of file FixValues.h.

Definition at line 3849 of file FixValues.h.

Definition at line 3847 of file FixValues.h.

Definition at line 3848 of file FixValues.h.

Definition at line 3845 of file FixValues.h.

Definition at line 1181 of file FixValues.h.

Definition at line 1180 of file FixValues.h.

const int FIX::TradSesMode_TESTING = 1

Definition at line 1182 of file FixValues.h.

Definition at line 582 of file FixValues.h.

Definition at line 574 of file FixValues.h.

const int FIX::TradSesStatus_OPEN = 2

Definition at line 577 of file FixValues.h.

Definition at line 581 of file FixValues.h.

Definition at line 579 of file FixValues.h.

Definition at line 573 of file FixValues.h.

Definition at line 578 of file FixValues.h.

Definition at line 575 of file FixValues.h.

Definition at line 576 of file FixValues.h.

Definition at line 580 of file FixValues.h.

Definition at line 1049 of file FixValues.h.

Definition at line 1047 of file FixValues.h.

Definition at line 1048 of file FixValues.h.

const char FIX::TRANSPORT_DATA_DICTIONARY[] = "TransportDataDictionary"

Definition at line 47 of file SessionSettings.h.

Referenced by FIX::SessionFactory::processFixtDataDictionaries().

Definition at line 1060 of file FixValues.h.

Definition at line 1057 of file FixValues.h.

Definition at line 1051 of file FixValues.h.

Definition at line 1052 of file FixValues.h.

Definition at line 1058 of file FixValues.h.

Definition at line 1050 of file FixValues.h.

Definition at line 1059 of file FixValues.h.

Definition at line 1056 of file FixValues.h.

Definition at line 1054 of file FixValues.h.

Definition at line 1061 of file FixValues.h.

Definition at line 1053 of file FixValues.h.

Definition at line 1055 of file FixValues.h.

Definition at line 3081 of file FixValues.h.

Definition at line 3079 of file FixValues.h.

Definition at line 3080 of file FixValues.h.

const int FIX::TrdSubType_ACATS = 11

Definition at line 1554 of file FixValues.h.

Definition at line 1536 of file FixValues.h.

const int FIX::TrdSubType_AI = 14

Definition at line 1548 of file FixValues.h.

const int FIX::TrdSubType_B = 15

Definition at line 1522 of file FixValues.h.

const int FIX::TrdSubType_CMTA = 0

Definition at line 1526 of file FixValues.h.

Definition at line 1521 of file FixValues.h.

Definition at line 1539 of file FixValues.h.

Definition at line 1528 of file FixValues.h.

Definition at line 1541 of file FixValues.h.

Definition at line 1532 of file FixValues.h.

Definition at line 1517 of file FixValues.h.

Definition at line 1527 of file FixValues.h.

const int FIX::TrdSubType_K = 16

Definition at line 1518 of file FixValues.h.

Definition at line 1551 of file FixValues.h.

const int FIX::TrdSubType_LC = 17

Definition at line 1519 of file FixValues.h.

const int FIX::TrdSubType_M = 18

Definition at line 1523 of file FixValues.h.

const int FIX::TrdSubType_N = 19

Definition at line 1531 of file FixValues.h.

const int FIX::TrdSubType_NM = 20

Definition at line 1552 of file FixValues.h.

const int FIX::TrdSubType_NR = 21

Definition at line 1533 of file FixValues.h.

Definition at line 1545 of file FixValues.h.

Definition at line 1537 of file FixValues.h.

Definition at line 1516 of file FixValues.h.

Definition at line 1525 of file FixValues.h.

Definition at line 1547 of file FixValues.h.

const int FIX::TrdSubType_OTC_QUOTE = 35

Definition at line 1535 of file FixValues.h.

const int FIX::TrdSubType_P = 22

Definition at line 1538 of file FixValues.h.

const int FIX::TrdSubType_PA = 23

Definition at line 1540 of file FixValues.h.

const int FIX::TrdSubType_PC = 24

Definition at line 1549 of file FixValues.h.

const int FIX::TrdSubType_PN = 25

Definition at line 1550 of file FixValues.h.

const int FIX::TrdSubType_R = 26

Definition at line 1542 of file FixValues.h.

Definition at line 1546 of file FixValues.h.

const int FIX::TrdSubType_RO = 27

Definition at line 1543 of file FixValues.h.

const int FIX::TrdSubType_RT = 28

Definition at line 1524 of file FixValues.h.

const int FIX::TrdSubType_SW = 29

Definition at line 1534 of file FixValues.h.

const int FIX::TrdSubType_T = 30

Definition at line 1553 of file FixValues.h.

Definition at line 1530 of file FixValues.h.

Definition at line 1529 of file FixValues.h.

const int FIX::TrdSubType_WN = 31

Definition at line 1520 of file FixValues.h.

const int FIX::TrdSubType_WT = 32

Definition at line 1544 of file FixValues.h.

Definition at line 2268 of file FixValues.h.

Definition at line 2270 of file FixValues.h.

const int FIX::TrdType_ALL_OR_NONE = 16

Definition at line 2226 of file FixValues.h.

Definition at line 2240 of file FixValues.h.

Definition at line 2220 of file FixValues.h.

const int FIX::TrdType_BLOCK_TRADES = 40

Definition at line 2225 of file FixValues.h.

const int FIX::TrdType_BLOCKTRADE = 1

Definition at line 2237 of file FixValues.h.

Definition at line 2275 of file FixValues.h.

Definition at line 2265 of file FixValues.h.

Definition at line 2222 of file FixValues.h.

Definition at line 2221 of file FixValues.h.

Definition at line 2271 of file FixValues.h.

const int FIX::TrdType_EFP = 2

Definition at line 2245 of file FixValues.h.

const int FIX::TrdType_ERROR_TRADE = 24

Definition at line 2242 of file FixValues.h.

Definition at line 2239 of file FixValues.h.

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Definition at line 2255 of file FixValues.h.

Definition at line 2241 of file FixValues.h.

const int FIX::TrdType_LATE_TRADE = 4

Definition at line 2216 of file FixValues.h.

Definition at line 2244 of file FixValues.h.

const int FIX::TrdType_LATETRADE = 4

Definition at line 2277 of file FixValues.h.

const int FIX::TrdType_NAME_CHANGE = 41

Definition at line 2243 of file FixValues.h.

Definition at line 2246 of file FixValues.h.

Definition at line 2276 of file FixValues.h.

Definition at line 2227 of file FixValues.h.

Definition at line 2251 of file FixValues.h.

const int FIX::TrdType_OTC = 54

Definition at line 2267 of file FixValues.h.

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Definition at line 2273 of file FixValues.h.

Definition at line 2234 of file FixValues.h.

Definition at line 2253 of file FixValues.h.

const int FIX::TrdType_T_TRADE = 5

Definition at line 2262 of file FixValues.h.

Definition at line 2231 of file FixValues.h.

const int FIX::TrdType_TRANSFER = 3

Definition at line 2229 of file FixValues.h.

const int FIX::TrdType_TTRADE = 5

Definition at line 2266 of file FixValues.h.

Definition at line 2215 of file FixValues.h.

Definition at line 2259 of file FixValues.h.

Definition at line 2257 of file FixValues.h.

Definition at line 2260 of file FixValues.h.

const char FIX::TriggerAction_ACTIVATE = '1'

Definition at line 1271 of file FixValues.h.

const char FIX::TriggerAction_CANCEL = '3'

Definition at line 1273 of file FixValues.h.

const char FIX::TriggerAction_MODIFY = '2'

Definition at line 1272 of file FixValues.h.

const char FIX::TriggerOrderType_LIMIT = '2'

Definition at line 2103 of file FixValues.h.

const char FIX::TriggerOrderType_MARKET = '1'

Definition at line 2104 of file FixValues.h.

Definition at line 1627 of file FixValues.h.

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Definition at line 603 of file FixValues.h.

Definition at line 605 of file FixValues.h.

Definition at line 604 of file FixValues.h.

Definition at line 602 of file FixValues.h.

const char FIX::UnderlyingCashType_DIFF[] = "DIFF"

Definition at line 1647 of file FixValues.h.

const char FIX::UnderlyingCashType_FIXED[] = "FIXED"

Definition at line 1648 of file FixValues.h.

Definition at line 4205 of file FixValues.h.

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Definition at line 3729 of file FixValues.h.

Definition at line 3730 of file FixValues.h.

Definition at line 3731 of file FixValues.h.

const char FIX::UnitOfMeasure_ALLOWANCES[] = "Alw"

Definition at line 1667 of file FixValues.h.

const char FIX::UnitOfMeasure_BARRELS[] = "Bbl"

Definition at line 1664 of file FixValues.h.

Definition at line 1659 of file FixValues.h.

const char FIX::UnitOfMeasure_BUSHELS[] = "Bu"

Definition at line 1668 of file FixValues.h.

const char FIX::UnitOfMeasure_GALLONS[] = "Gal"

Definition at line 1663 of file FixValues.h.

const char FIX::UnitOfMeasure_MEGAWATT_HOURS[] = "MWh"

Definition at line 1661 of file FixValues.h.

const char FIX::UnitOfMeasure_METRIC_TONS[] = "t"

Definition at line 1666 of file FixValues.h.

const char FIX::UnitOfMeasure_MILLION_BARRELS[] = "MMbbl"

Definition at line 1662 of file FixValues.h.

const char FIX::UnitOfMeasure_ONE_MILLION_BTU[] = "MMBtu"

Definition at line 1660 of file FixValues.h.

const char FIX::UnitOfMeasure_POUNDS[] = "lbs"

Definition at line 1665 of file FixValues.h.

const char FIX::UnitOfMeasure_TONS[] = "tn"

Definition at line 1658 of file FixValues.h.

const char FIX::UnitOfMeasure_TROY_OUNCES[] = "oz_tr"

Definition at line 1657 of file FixValues.h.

const char FIX::UnitOfMeasure_US_DOLLARS[] = "USD"

Definition at line 1656 of file FixValues.h.

const char FIX::UnsolicitedIndicator_NO = 'N'

Definition at line 497 of file FixValues.h.

Definition at line 498 of file FixValues.h.

const char FIX::Urgency_BACKGROUND = '2'

Definition at line 1739 of file FixValues.h.

const char FIX::Urgency_FLASH = '1'

Definition at line 1737 of file FixValues.h.

const char FIX::Urgency_NORMAL = '0'

Definition at line 1738 of file FixValues.h.

const char FIX::USE_DATA_DICTIONARY[] = "UseDataDictionary"

Definition at line 43 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::USE_LOCAL_TIME[] = "UseLocalTime"

Definition at line 49 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

Definition at line 533 of file FixValues.h.

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Definition at line 3054 of file FixValues.h.

Definition at line 3052 of file FixValues.h.

const int FIX::UserStatus_LOGGEDIN = 1

Definition at line 3059 of file FixValues.h.

Definition at line 3049 of file FixValues.h.

Definition at line 3056 of file FixValues.h.

const int FIX::UserStatus_OTHER = 6

Definition at line 3058 of file FixValues.h.

Definition at line 3057 of file FixValues.h.

Definition at line 3050 of file FixValues.h.

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Definition at line 3061 of file FixValues.h.

Definition at line 3060 of file FixValues.h.

Definition at line 3055 of file FixValues.h.

Definition at line 3051 of file FixValues.h.

const char FIX::VALIDATE_FIELDS_HAVE_VALUES[] = "ValidateFieldsHaveValues"

Definition at line 71 of file SessionSettings.h.

const char FIX::VALIDATE_FIELDS_OUT_OF_ORDER[] = "ValidateFieldsOutOfOrder"

Definition at line 70 of file SessionSettings.h.

const char FIX::VALIDATE_USER_DEFINED_FIELDS[] = "ValidateUserDefinedFields"

Definition at line 72 of file SessionSettings.h.

const char FIX::ValuationMethod_CDS_IN_DELIVERY[] = "CDSD"

Definition at line 599 of file FixValues.h.

Definition at line 600 of file FixValues.h.

Definition at line 601 of file FixValues.h.

Definition at line 597 of file FixValues.h.

const char FIX::ValuationMethod_PREMIUM_STYLE[] = "EQTY"

Definition at line 598 of file FixValues.h.

const char FIX::VenueType_ELECTRONIC = 'E'

Definition at line 1005 of file FixValues.h.

const char FIX::VenueType_EX_PIT = 'X'

Definition at line 1004 of file FixValues.h.

const char FIX::VenueType_PIT = 'P'

Definition at line 1003 of file FixValues.h.

const char FIX::WorkingIndicator_NO = 'N'

Definition at line 1458 of file FixValues.h.

const char FIX::WorkingIndicator_YES = 'Y'

Definition at line 1459 of file FixValues.h.

const char FIX::YieldType_AFTER_TAX_YIELD[] = "AFTERTAX"

Definition at line 1341 of file FixValues.h.

const char FIX::YieldType_AFTERTAXYIELD[] = "AFTERTAX"

Definition at line 1382 of file FixValues.h.

const char FIX::YieldType_ANNUAL_YIELD[] = "ANNUAL"

Definition at line 1369 of file FixValues.h.

Definition at line 1412 of file FixValues.h.

const char FIX::YieldType_ANNUALYIELD[] = "ANNUAL"

Definition at line 1340 of file FixValues.h.

const char FIX::YieldType_BOOK_YIELD[] = "BOOK"

Definition at line 1371 of file FixValues.h.

Definition at line 1361 of file FixValues.h.

const char FIX::YieldType_BOOKYIELD[] = "BOOK"

Definition at line 1428 of file FixValues.h.

const char FIX::YieldType_CLOSING_YIELD[] = "CLOSE"

Definition at line 1416 of file FixValues.h.

Definition at line 1391 of file FixValues.h.

Definition at line 1373 of file FixValues.h.

Definition at line 1329 of file FixValues.h.

Definition at line 1393 of file FixValues.h.

Definition at line 1349 of file FixValues.h.

Definition at line 1374 of file FixValues.h.

Definition at line 1383 of file FixValues.h.

const char FIX::YieldType_CLOSINGYIELD[] = "CLOSE"

Definition at line 1338 of file FixValues.h.

const char FIX::YieldType_CLOSINGYIELDMOSTRECENTMONTH[] = "LASTMONTH"

Definition at line 1390 of file FixValues.h.

const char FIX::YieldType_CLOSINGYIELDMOSTRECENTQUARTER[] = "LASTQUARTER"

Definition at line 1420 of file FixValues.h.

const char FIX::YieldType_CLOSINGYIELDMOSTRECENTYEAR[] = "LASTYEAR"

Definition at line 1360 of file FixValues.h.

const char FIX::YieldType_COMPOUND_YIELD[] = "COMPOUND"

Definition at line 1359 of file FixValues.h.

Definition at line 1333 of file FixValues.h.

const char FIX::YieldType_COMPOUNDYIELD[] = "COMPOUND"

Definition at line 1386 of file FixValues.h.

const char FIX::YieldType_CURRENT_YIELD[] = "CURRENT"

Definition at line 1356 of file FixValues.h.

Definition at line 1348 of file FixValues.h.

const char FIX::YieldType_CURRENTYIELD[] = "CURRENT"

Definition at line 1398 of file FixValues.h.

Definition at line 1363 of file FixValues.h.

const char FIX::YieldType_GVNT_EQUIVALENT_YIELD[] = "GOVTEQUIV"

Definition at line 1342 of file FixValues.h.

const char FIX::YieldType_GVNTEQUIVALENTYIELD[] = "GOVTEQUIV"

Definition at line 1339 of file FixValues.h.

const char FIX::YieldType_INVERSE_FLOATER_BOND_YIELD[] = "INVERSEFLOATER"

Definition at line 1379 of file FixValues.h.

Definition at line 1355 of file FixValues.h.

const char FIX::YieldType_INVFLOATERBONDYIELD[] = "INVERSEFLOATER"

Definition at line 1423 of file FixValues.h.

const char FIX::YieldType_MARK_TO_MARKET_YIELD[] = "MARK"

Definition at line 1328 of file FixValues.h.

Definition at line 1405 of file FixValues.h.

const char FIX::YieldType_MARKTOMARKETYIELD[] = "MARK"

Definition at line 1397 of file FixValues.h.

const char FIX::YieldType_MOST_RECENT_CLOSING_YIELD[] = "LASTCLOSE"

Definition at line 1414 of file FixValues.h.

Definition at line 1424 of file FixValues.h.

const char FIX::YieldType_MOSTRECENTCLOSINGYIELD[] = "LASTCLOSE"

Definition at line 1396 of file FixValues.h.

const char FIX::YieldType_OPEN_AVERAGE_YIELD[] = "OPENAVG"

Definition at line 1399 of file FixValues.h.

Definition at line 1368 of file FixValues.h.

const char FIX::YieldType_OPENAVERAGEYIELD[] = "OPENAVG"

Definition at line 1375 of file FixValues.h.

const char FIX::YieldType_PREVIOUS_CLOSE_YIELD[] = "PREVCLOSE"

Definition at line 1332 of file FixValues.h.

Definition at line 1385 of file FixValues.h.

const char FIX::YieldType_PREVIOUSCLOSEYIELD[] = "PREVCLOSE"

Definition at line 1389 of file FixValues.h.

const char FIX::YieldType_PROCEEDS_YIELD[] = "PROCEEDS"

Definition at line 1352 of file FixValues.h.

Definition at line 1403 of file FixValues.h.

const char FIX::YieldType_PROCEEDSYIELD[] = "PROCEEDS"

Definition at line 1367 of file FixValues.h.

const char FIX::YieldType_SEMI[] = "SEMIANNUAL"

Definition at line 1347 of file FixValues.h.

const char FIX::YieldType_SEMI_ANNUAL_YIELD[] = "SEMIANNUAL"

Definition at line 1413 of file FixValues.h.

Definition at line 1381 of file FixValues.h.

const char FIX::YieldType_SIMPLE_YIELD[] = "SIMPLE"

Definition at line 1406 of file FixValues.h.

Definition at line 1427 of file FixValues.h.

const char FIX::YieldType_SIMPLEYIELD[] = "SIMPLE"

Definition at line 1357 of file FixValues.h.

const char FIX::YieldType_TAX_EQUIVALENT_YIELD[] = "TAXEQUIV"

Definition at line 1377 of file FixValues.h.

Definition at line 1354 of file FixValues.h.

const char FIX::YieldType_TAXEQUIVALENTYIELD[] = "TAXEQUIV"

Definition at line 1395 of file FixValues.h.

const char FIX::YieldType_TRUE_GROSS_YIELD[] = "GROSS"

Definition at line 1378 of file FixValues.h.

Definition at line 1400 of file FixValues.h.

const char FIX::YieldType_TRUE_YIELD[] = "TRUE"

Definition at line 1376 of file FixValues.h.

Definition at line 1380 of file FixValues.h.

const char FIX::YieldType_TRUEGROSSYIELD[] = "GROSS"

Definition at line 1358 of file FixValues.h.

const char FIX::YieldType_TRUEYIELD[] = "TRUE"

Definition at line 1419 of file FixValues.h.

const char FIX::YieldType_YIELD_AT_ISSUE[] = "ATISSUE"

Definition at line 1335 of file FixValues.h.

const char FIX::YieldType_YIELD_CHANGE_SINCE_CLOSE[] = "CHANGE"

Definition at line 1351 of file FixValues.h.

Definition at line 1346 of file FixValues.h.

Definition at line 1392 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_AVERAGE_MATURITY[] = "AVGMATURITY"

Definition at line 1407 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_AVG_MATURITY[] = "AVGMATURITY"

Definition at line 1365 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_LONGEST_AVERAGE[] = "LONGEST"

Definition at line 1388 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE[] = "LONGAVGLIFE"

Definition at line 1422 of file FixValues.h.

Definition at line 1404 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_MATURITY[] = "MATURITY"

Definition at line 1330 of file FixValues.h.

Definition at line 1353 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_NEXT_CALL[] = "CALL"

Definition at line 1350 of file FixValues.h.

Definition at line 1409 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_NEXT_PUT[] = "PUT"

Definition at line 1372 of file FixValues.h.

Definition at line 1362 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_NEXT_REFUND[] = "NEXTREFUND"

Definition at line 1336 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_SHORTEST_AVERAGE[] = "SHORTEST"

Definition at line 1394 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE[] = "SHORTAVGLIFE"

Definition at line 1415 of file FixValues.h.

Definition at line 1345 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_TENDER_DATE[] = "TENDER"

Definition at line 1366 of file FixValues.h.

Definition at line 1364 of file FixValues.h.

const char FIX::YieldType_YIELD_TO_WORST[] = "WORST"

Definition at line 1370 of file FixValues.h.

Definition at line 1408 of file FixValues.h.

const char FIX::YieldType_YIELD_VALUE_OF_1_32[] = "VALUE1_32"

Definition at line 1421 of file FixValues.h.

Definition at line 1387 of file FixValues.h.

Definition at line 1401 of file FixValues.h.

Definition at line 1418 of file FixValues.h.

const char FIX::YieldType_YIELDATISSUE[] = "ATISSUE"

Definition at line 1337 of file FixValues.h.

const char FIX::YieldType_YIELDCHANGESINCECLOSE[] = "CHANGE"

Definition at line 1343 of file FixValues.h.

const char FIX::YieldType_YIELDINFLATIONASSUMPTION[] = "INFLATION"

Definition at line 1417 of file FixValues.h.

const char FIX::YieldType_YIELDTOAVGMATURITY[] = "AVGMATURITY"

Definition at line 1410 of file FixValues.h.

const char FIX::YieldType_YIELDTOLONGESTAVERAGELIFE[] = "LONGAVGLIFE"

Definition at line 1411 of file FixValues.h.

const char FIX::YieldType_YIELDTOMATURITY[] = "MATURITY"

Definition at line 1344 of file FixValues.h.

const char FIX::YieldType_YIELDTONEXTCALL[] = "CALL"

Definition at line 1426 of file FixValues.h.

const char FIX::YieldType_YIELDTONEXTPUT[] = "PUT"

Definition at line 1425 of file FixValues.h.

const char FIX::YieldType_YIELDTONEXTREFUNDSINKING[] = "NEXTREFUND"

Definition at line 1402 of file FixValues.h.

const char FIX::YieldType_YIELDTOSHORTESTAVERAGELIFE[] = "SHORTAVGLIFE"

Definition at line 1334 of file FixValues.h.

const char FIX::YieldType_YIELDTOTENDERDATE[] = "TENDER"

Definition at line 1331 of file FixValues.h.

const char FIX::YieldType_YIELDTOWORSTCONVENTION[] = "WORST"

Definition at line 1384 of file FixValues.h.

const char FIX::YieldType_YIELDVALUEOF132[] = "VALUE1_32"

Definition at line 1429 of file FixValues.h.


Generated on Mon Apr 5 20:59:57 2010 for QuickFIX by doxygen 1.6.1 written by Dimitri van Heesch, © 1997-2001