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00001 #ifndef FIX_VALUES_H 00002 #define FIX_VALUES_H 00003 00004 #include <string> 00005 00006 namespace FIX 00007 { 00008 const int DeliveryForm_BOOKENTRY = 1; 00009 const int DeliveryForm_BEARER = 2; 00010 const int DeliveryForm_BOOK_ENTRY = 1; 00011 const int ExecRestatementReason_GTRENEW = 1; 00012 const int ExecRestatementReason_WAREHOUSE_RECAP = 10; 00013 const int ExecRestatementReason_CANCELEDNOTBEST = 9; 00014 const int ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE = 7; 00015 const int ExecRestatementReason_CXLTRADINGHALT = 6; 00016 const int ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY = 5; 00017 const int ExecRestatementReason_GT_CORPORATE_ACTION = 0; 00018 const int ExecRestatementReason_PEG_REFRESH = 11; 00019 const int ExecRestatementReason_VERBAL = 2; 00020 const int ExecRestatementReason_CANCELED_NOT_BEST = 9; 00021 const int ExecRestatementReason_CANCEL_ON_TRADING_HALT = 6; 00022 const int ExecRestatementReason_REPX = 3; 00023 const int ExecRestatementReason_MRKTOPTION = 8; 00024 const int ExecRestatementReason_VERBAL_CHANGE = 2; 00025 const int ExecRestatementReason_PARTDEC = 5; 00026 const int ExecRestatementReason_CXLSYSTEMFAILURE = 7; 00027 const int ExecRestatementReason_GTCORPACT = 0; 00028 const int ExecRestatementReason_OTHER = 99; 00029 const int ExecRestatementReason_BROKER_OPTION = 4; 00030 const int ExecRestatementReason_WAREHOUSERECAP = 10; 00031 const int ExecRestatementReason_BRKROPT = 4; 00032 const int ExecRestatementReason_REPRICING_OF_ORDER = 3; 00033 const int ExecRestatementReason_MARKET = 8; 00034 const int ExecRestatementReason_GT_RENEWAL = 1; 00035 const int AllocIntermedReqType_PENDING_RELEASE = 2; 00036 const int AllocIntermedReqType_PENDING_REVERSAL = 3; 00037 const int AllocIntermedReqType_ACCOUNTLEVELREJECT = 6; 00038 const int AllocIntermedReqType_PENDINGACCEPT = 1; 00039 const int AllocIntermedReqType_BLOCK_LEVEL_REJECT = 5; 00040 const int AllocIntermedReqType_ACCOUNT_LEVEL_REJECT = 6; 00041 const int AllocIntermedReqType_BLOCKLEVELREJECT = 5; 00042 const int AllocIntermedReqType_PENDING_ACCEPT = 1; 00043 const int AllocIntermedReqType_PENDINGREVERSAL = 3; 00044 const int AllocIntermedReqType_PENDINGRELEASE = 2; 00045 const int AllocIntermedReqType_ACCEPT = 4; 00046 const int SecurityListTypeSource_GICS = 3; 00047 const int SecurityListTypeSource_NAICS = 2; 00048 const int SecurityListTypeSource_ICB = 1; 00049 const int CollInquiryQualifier_PARTIALLY_ASSIGNED = 5; 00050 const int CollInquiryQualifier_OUTSTANDING_TRADES = 7; 00051 const int CollInquiryQualifier_SUBSTITUTIONELIGIBLE = 3; 00052 const int CollInquiryQualifier_TRADE_DATE = 0; 00053 const int CollInquiryQualifier_FULLYASSIGNED = 6; 00054 const int CollInquiryQualifier_SUBSTITUTION_ELIGIBLE = 3; 00055 const int CollInquiryQualifier_FULLY_ASSIGNED = 6; 00056 const int CollInquiryQualifier_NOTASSIGNED = 4; 00057 const int CollInquiryQualifier_GCINSTRUMENT = 1; 00058 const int CollInquiryQualifier_NOT_ASSIGNED = 4; 00059 const int CollInquiryQualifier_COLLATERAL_INSTRUMENT = 2; 00060 const int CollInquiryQualifier_OUTSTANDINGTRADES = 7; 00061 const int CollInquiryQualifier_TRADEDATE = 0; 00062 const int CollInquiryQualifier_GC_INSTRUMENT = 1; 00063 const int CollInquiryQualifier_PARTIALLYASSIGNED = 5; 00064 const int CollInquiryQualifier_COLLATERALINSTRUMENT = 2; 00065 const int ContingencyType_ONE_UPDATES_THE_OTHER_4 = 4; 00066 const int ContingencyType_ONE_TRIGGERS_THE_OTHER = 2; 00067 const int ContingencyType_ONE_CANCELS_THE_OTHER = 1; 00068 const int ContingencyType_ONE_UPDATES_THE_OTHER_3 = 3; 00069 const char EmailType_NEW = '0'; 00070 const char EmailType_REPLY = '1'; 00071 const char EmailType_ADMIN_REPLY = '2'; 00072 const char EmailType_ADMINREPLY = '2'; 00073 const char IOIQltyInd_MEDIUM = 'M'; 00074 const char IOIQltyInd_HIGH = 'H'; 00075 const char IOIQltyInd_LOW = 'L'; 00076 const int MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY = 2; 00077 const int MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY = 1; 00078 const int MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY = 0; 00079 const int AccountType_ACCOUNTCUSTOMER = 1; 00080 const int AccountType_HOUSE_TRADER = 3; 00081 const int AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS = 1; 00082 const int AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2; 00083 const int AccountType_FLOOR_TRADER = 4; 00084 const int AccountType_JOINT_BACK_OFFICE_ACCOUNT = 8; 00085 const int AccountType_HOUSETRADER = 3; 00086 const int AccountType_FLOORTRADER = 4; 00087 const int AccountType_ACCOUNTNONCUSTOMERCROSS = 6; 00088 const int AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6; 00089 const int AccountType_ACCOUNTNONCUSTOMER = 2; 00090 const int AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS = 1; 00091 const int AccountType_HOUSETRADERCROSS = 7; 00092 const int AccountType_JOINTBOACCT = 8; 00093 const int AccountType_JOINT_BACKOFFICE_ACCOUNT = 8; 00094 const int AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7; 00095 const int HaltReasonInt_ADDITIONAL_INFORMATION = 3; 00096 const int HaltReasonInt_NEWS_PENDING = 4; 00097 const int HaltReasonInt_ORDER_INFLUX = 1; 00098 const int HaltReasonInt_NEWS_DISSEMINATION = 0; 00099 const int HaltReasonInt_EQUIPMENT_CHANGEOVER = 5; 00100 const int HaltReasonInt_ORDER_IMBALANCE = 2; 00101 const char ClearingFeeIndicator_3RDYEARDELEGATE[] = "3"; 00102 const char ClearingFeeIndicator_FULLASSOCIATEMEMBER[] = "F"; 00103 const char ClearingFeeIndicator_106H_AND_106J_FIRMS[] = "H"; 00104 const char ClearingFeeIndicator_4THYEARDELEGATE[] = "4"; 00105 const char ClearingFeeIndicator_5THYEARDELEGATE[] = "5"; 00106 const char ClearingFeeIndicator_EQUITYCLEARINGMEMBER[] = "E"; 00107 const char ClearingFeeIndicator_GIMIDEMCOMMEMBERSHIP[] = "I"; 00108 const char ClearingFeeIndicator_2NDYEARDELEGATE[] = "2"; 00109 const char ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "1"; 00110 const char ClearingFeeIndicator_1STYEARDELEGATE[] = "1"; 00111 const char ClearingFeeIndicator_106H106J[] = "H"; 00112 const char ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS[] = "I"; 00113 const char ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "2"; 00114 const char ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "4"; 00115 const char ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "3"; 00116 const char ClearingFeeIndicator_LESSEE_106F_EMPLOYEES[] = "L"; 00117 const char ClearingFeeIndicator_6THYEARDELEGATE[] = "9"; 00118 const char ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER[] = "C"; 00119 const char ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "5"; 00120 const char ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS[] = "F"; 00121 const char ClearingFeeIndicator_CBOE_MEMBER[] = "B"; 00122 const char ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "1"; 00123 const char ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "5"; 00124 const char ClearingFeeIndicator_NONMEMBERCUSTOMER[] = "C"; 00125 const char ClearingFeeIndicator_LESSEE_AND_106F_EMPLOYEES[] = "L"; 00126 const char ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR[] = "F"; 00127 const char ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "3"; 00128 const char ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "2"; 00129 const char ClearingFeeIndicator_CBOEMEMBER[] = "B"; 00130 const char ClearingFeeIndicator_LESSEE106F[] = "L"; 00131 const char ClearingFeeIndicator_ALLOTHERS[] = "M"; 00132 const char ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER[] = "E"; 00133 const char ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES[] = "M"; 00134 const char ClearingFeeIndicator_6TH_YEAR_AND_BEYOND_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "9"; 00135 const char ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "4"; 00136 const char ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "9"; 00137 const int BidType_DISCLOSED_STYLE = 2; 00138 const int BidType_NONDISC = 1; 00139 const int BidType_NO_BIDDING_PROCESS = 3; 00140 const int BidType_DISC = 2; 00141 const int BidType_DISCLOSED_SYTLE = 2; 00142 const int BidType_NOBID = 3; 00143 const int BidType_NON_DISCLOSED_STYLE = 1; 00144 const int QuotePriceType_PER_SHARE = 2; 00145 const int QuotePriceType_BASISPOINTSRELATIVETOBENCHMARK = 6; 00146 const int QuotePriceType_TEDPRICE = 7; 00147 const int QuotePriceType_PERSHARE = 2; 00148 const int QuotePriceType_YIELD = 10; 00149 const int QuotePriceType_FIXED_AMOUNT = 3; 00150 const int QuotePriceType_TED_YIELD = 8; 00151 const int QuotePriceType_PREMIUM = 5; 00152 const int QuotePriceType_FIXEDAMOUNT = 3; 00153 const int QuotePriceType_YIELDSPREADSWAPS = 9; 00154 const int QuotePriceType_TEDYIELD = 8; 00155 const int QuotePriceType_DISCOUNT = 4; 00156 const int QuotePriceType_YIELD_SPREAD = 9; 00157 const int QuotePriceType_TED_PRICE = 7; 00158 const int QuotePriceType_PERCENT = 1; 00159 const int QuotePriceType_SPREAD = 6; 00160 const int MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE = 4; 00161 const int MultilegPriceMethod_REVERSED_NET_PRICE = 1; 00162 const int MultilegPriceMethod_MULTIPLIED_PRICE = 5; 00163 const int MultilegPriceMethod_INDIVIDUAL = 3; 00164 const int MultilegPriceMethod_YIELD_DIFFERENCE = 2; 00165 const int MultilegPriceMethod_NET_PRICE = 0; 00166 const int ListMethod_PRE_LISTED_ONLY = 0; 00167 const int ListMethod_USER_REQUESTED = 1; 00168 const char MDImplicitDelete_NO = 'N'; 00169 const char MDImplicitDelete_YES = 'Y'; 00170 const int RoutingType_BLOCKLIST = 4; 00171 const int RoutingType_TARGET_LIST = 2; 00172 const int RoutingType_TARGET_FIRM = 1; 00173 const int RoutingType_TARGETFIRM = 1; 00174 const int RoutingType_TARGETLIST = 2; 00175 const int RoutingType_BLOCK_LIST = 4; 00176 const int RoutingType_BLOCK_FIRM = 3; 00177 const int RoutingType_BLOCKFIRM = 3; 00178 const char BidTradeType_RISKTRADE = 'R'; 00179 const char BidTradeType_VWAPGUARANTEE = 'G'; 00180 const char BidTradeType_AGENCY = 'A'; 00181 const char BidTradeType_GUARANTEEDCLOSE = 'J'; 00182 const char BidTradeType_VWAP_GUARANTEE = 'G'; 00183 const char BidTradeType_RISK_TRADE = 'R'; 00184 const char BidTradeType_GUARANTEED_CLOSE = 'J'; 00185 const int OrdRejReason_INCORRECT_ALLOCATED_QUANTITY = 14; 00186 const int OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER = 7; 00187 const int OrdRejReason_DUPLICATEVERBAL = 7; 00188 const int OrdRejReason_ORDER_EXCEEDS_LIMIT = 3; 00189 const int OrdRejReason_EXCHANGE_CLOSED = 2; 00190 const int OrdRejReason_DUPLICATE = 6; 00191 const int OrdRejReason_SURVEILLENCE_OPTION = 12; 00192 const int OrdRejReason_UNKNOWN_ORDER = 5; 00193 const int OrdRejReason_INCORRECTALLOCATEDQUANTITY = 14; 00194 const int OrdRejReason_TOOLATE = 4; 00195 const int OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11; 00196 const int OrdRejReason_DUPLICATE_ORDER = 6; 00197 const int OrdRejReason_TOO_LATE_TO_ENTER = 4; 00198 const int OrdRejReason_INCORRECT_QUANTITY = 13; 00199 const int OrdRejReason_UNKNOWNSYM = 1; 00200 const int OrdRejReason_STALE = 8; 00201 const int OrdRejReason_UNKNOWN_ACCOUNT = 15; 00202 const int OrdRejReason_INVALID_PRICE_INCREMENT = 18; 00203 const int OrdRejReason_BROKEROPT = 0; 00204 const int OrdRejReason_EXCEEDSLIM = 3; 00205 const int OrdRejReason_INVALID_INVESTOR_ID = 10; 00206 const int OrdRejReason_UNKNOWN_SYMBOL = 1; 00207 const int OrdRejReason_INCORRECTQUANTITY = 13; 00208 const int OrdRejReason_UNKNOWNACCOUNTS = 15; 00209 const int OrdRejReason_OTHER = 99; 00210 const int OrdRejReason_BROKER = 0; 00211 const int OrdRejReason_BROKER_OPTION = 0; 00212 const int OrdRejReason_SURVEILLENCE = 12; 00213 const int OrdRejReason_EXCHCLOSED = 2; 00214 const int OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 16; 00215 const int OrdRejReason_INVINVID = 10; 00216 const int OrdRejReason_UNSUPPORDERCHAR = 11; 00217 const int OrdRejReason_TRADEALONGREQ = 9; 00218 const int OrdRejReason_UNKNOWN = 5; 00219 const int OrdRejReason_TRADE_ALONG_REQUIRED = 9; 00220 const int OrdRejReason_STALE_ORDER = 8; 00221 const int MaturityMonthYearIncrementUnits_WEEKS = 2; 00222 const int MaturityMonthYearIncrementUnits_MONTHS = 0; 00223 const int MaturityMonthYearIncrementUnits_YEARS = 3; 00224 const int MaturityMonthYearIncrementUnits_DAYS = 1; 00225 const char DisplayWhen_EXHAUST = '2'; 00226 const char DisplayWhen_IMMEDIATE = '1'; 00227 const int ApplQueueAction_END_SESSION = 3; 00228 const int ApplQueueAction_QUEUEFLUSHED = 1; 00229 const int ApplQueueAction_QUEUE_FLUSHED = 1; 00230 const int ApplQueueAction_ENDSESSION = 3; 00231 const int ApplQueueAction_OVERLAYLAST = 2; 00232 const int ApplQueueAction_OVERLAY_LAST = 2; 00233 const int ApplQueueAction_NOACTIONTAKEN = 0; 00234 const int ApplQueueAction_NO_ACTION_TAKEN = 0; 00235 const char RegistTransType_REPLACE = '1'; 00236 const char RegistTransType_NEW = '0'; 00237 const char RegistTransType_CANCEL = '2'; 00238 const int PriceType_PRODUCT_TICKS_IN_HALFS = 13; 00239 const int PriceType_FIXEDCABINETTRADEPRICE = 10; 00240 const int PriceType_PER_SHARE = 2; 00241 const int PriceType_PCT = 1; 00242 const int PriceType_VARIABLECABINETTRADEPRICE = 11; 00243 const int PriceType_PRODUCT_TICKS_IN_FOURTHS = 14; 00244 const int PriceType_TEDPRICE = 7; 00245 const int PriceType_YIELD = 9; 00246 const int PriceType_TED_YIELD = 8; 00247 const int PriceType_PREMIUM = 5; 00248 const int PriceType_FIXED_AMOUNT = 3; 00249 const int PriceType_TEDYIELD = 8; 00250 const int PriceType_DISCOUNT = 4; 00251 const int PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS = 18; 00252 const int PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS = 19; 00253 const int PriceType_CPS = 2; 00254 const int PriceType_PERCENTAGE = 1; 00255 const int PriceType_PRODUCT_TICKS_IN_EIGHTS = 15; 00256 const int PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS = 17; 00257 const int PriceType_ABS = 3; 00258 const int PriceType_VARIABLE_CABINET_TRADE_PRICE = 11; 00259 const int PriceType_PER_UNIT = 2; 00260 const int PriceType_PRODUCT_TICKS_IN_SIXTEENTHS = 16; 00261 const int PriceType_TED_PRICE = 7; 00262 const int PriceType_FIXED_CABINET_TRADE_PRICE = 10; 00263 const int PriceType_SPREAD = 6; 00264 const int PriceType_BASIS_POINTS_RELATIVE_TO_BENCHMARK = 6; 00265 const int SettlObligMode_PRELIMINARY = 1; 00266 const int SettlObligMode_FINAL = 2; 00267 const char SecurityUpdateAction_DELETE = 'D'; 00268 const char SecurityUpdateAction_ADD = 'A'; 00269 const char SecurityUpdateAction_MODIFY = 'M'; 00270 const int NetworkRequestType_STOP_SUBSCRIBING = 4; 00271 const int NetworkRequestType_LEVELOFDETAIL = 8; 00272 const int NetworkRequestType_SUBSCRIBE = 2; 00273 const int NetworkRequestType_SNAPSHOT = 1; 00274 const int NetworkRequestType_STOPSUBSCRIBING = 4; 00275 const int NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED = 8; 00276 const int PartyRole_TRADER_MNEMONIC = 53; 00277 const int PartyRole_ACCEPTABLE_COUNTERPARTY = 56; 00278 const int PartyRole_HOST_COMPETENT_AUTHORITY = 68; 00279 const int PartyRole_CONTRATRADER = 37; 00280 const int PartyRole_EXECUTINGFIRM = 1; 00281 const int PartyRole_CUSTOMER_ACCOUNT = 24; 00282 const int PartyRole_POSITIONACCOUNT = 38; 00283 const int PartyRole_REPORT_ORIGINATOR = 62; 00284 const int PartyRole_CONTRAFIRM = 17; 00285 const int PartyRole_EXECUTION_VENUE = 73; 00286 const int PartyRole_INTERMEDIARY = 29; 00287 const int PartyRole_ORDER_ENTRY_OPERATOR_ID = 44; 00288 const int PartyRole_INTRODUCING_BROKER = 60; 00289 const int PartyRole_FOREIGN_FIRM = 46; 00290 const int PartyRole_HOME_COMPETENT_AUTHORITY = 69; 00291 const int PartyRole_EXECUTINGSYSTEM = 16; 00292 const int PartyRole_SECONDARY_ACCOUNT_NUMBER = 45; 00293 const int PartyRole_INVESTMENT_FIRM = 67; 00294 const int PartyRole_CONTRA_CLEARING_FIRM = 18; 00295 const int PartyRole_CONTRA_POSITION_ACCOUNT = 41; 00296 const int PartyRole_SYSTEMATIC_INTERNALISER = 63; 00297 const int PartyRole_EXCHANGE = 22; 00298 const int PartyRole_INTERNAL_CARRY_ACCOUNT = 43; 00299 const int PartyRole_LOCATE = 8; 00300 const int PartyRole_CORRESPONDENTCLEARINGORGANIZATION = 25; 00301 const int PartyRole_ORDER_ORIGINATION_TRADER = 11; 00302 const int PartyRole_SUB_CUSTODIAN = 31; 00303 const int PartyRole_ENTERING_UNIT = 58; 00304 const int PartyRole_STEP_OUT_FIRM = 80; 00305 const int PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION = 71; 00306 const int PartyRole_SENDER_LOCATION = 54; 00307 const int PartyRole_REGULATED_MARKET = 65; 00308 const int PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY = 85; 00309 const int PartyRole_SETTLEMENTLOCATION = 10; 00310 const int PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY = 70; 00311 const int PartyRole_QUOTE_ORIGINATOR = 61; 00312 const int PartyRole_CLEARING_ORGANIZATION = 21; 00313 const int PartyRole_SESSION_ID = 55; 00314 const int PartyRole_MARKET_MAKER = 66; 00315 const int PartyRole_INTERESTED_PARTY = 33; 00316 const int PartyRole_TRANSFER_TO_FIRM = 40; 00317 const int PartyRole_CONTRA_TRADER = 37; 00318 const int PartyRole_ENTERINGTRADER = 36; 00319 const int PartyRole_ENTERING_TRADER = 36; 00320 const int PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT = 52; 00321 const int PartyRole_BENEFICIARY = 32; 00322 const int PartyRole_CONTRA_INVESTOR_ID = 39; 00323 const int PartyRole_FORIEGN_FIRM = 46; 00324 const int PartyRole_SETTLEMENT_LOCATION = 10; 00325 const int PartyRole_CLEARINGORGANIZATION = 21; 00326 const int PartyRole_EXECUTING_SYSTEM = 16; 00327 const int PartyRole_CLEARING_FIRM = 4; 00328 const int PartyRole_PLEDGEE_ACCOUNT = 51; 00329 const int PartyRole_CLIENT_ID = 3; 00330 const int PartyRole_ENTERING_FIRM = 7; 00331 const int PartyRole_ALLOCENTITY = 39; 00332 const int PartyRole_INVESTOR_ID = 5; 00333 const int PartyRole_CLEARINGFIRM = 4; 00334 const int PartyRole_CORRESPONDANT_CLEARING_FIRM = 15; 00335 const int PartyRole_SUBCUSTODIAN = 31; 00336 const int PartyRole_BUYER_SELLER = 27; 00337 const int PartyRole_CLEARING_ACCOUNT = 83; 00338 const int PartyRole_ENTERINGFIRM = 7; 00339 const int PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES = 79; 00340 const int PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION = 25; 00341 const int PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY = 84; 00342 const int PartyRole_CUSTOMERACCOUNT = 24; 00343 const int PartyRole_MARKET_DATA_ENTRY_ORIGINATOR = 74; 00344 const int PartyRole_INTRODUCINGFIRM = 6; 00345 const int PartyRole_EXECUTING_UNIT = 59; 00346 const int PartyRole_CENTRAL_REGISTRATION_DEPOSITORY = 82; 00347 const int PartyRole_INTERESTEDPARTY = 33; 00348 const int PartyRole_LOCATION_ID = 75; 00349 const int PartyRole_ORDERORIGINATOR = 13; 00350 const int PartyRole_CORRESPONDENT_BROKER = 26; 00351 const int PartyRole_ASSET_MANAGER = 49; 00352 const int PartyRole_MULTILATERAL_TRADING_FACILITY = 64; 00353 const int PartyRole_SPONSORINGFIRM = 19; 00354 const int PartyRole_ORDER_ORIGINATION_FIRM = 13; 00355 const int PartyRole_CONTRA_EXCHANGE = 42; 00356 const int PartyRole_INVESTORID = 5; 00357 const int PartyRole_FUNDMANAGER = 9; 00358 const int PartyRole_REGULATORYBODY = 34; 00359 const int PartyRole_CONTRA_FIRM = 17; 00360 const int PartyRole_BROKER_OF_CREDIT = 2; 00361 const int PartyRole_LIQUIDITYPROVIDER = 35; 00362 const int PartyRole_GIVEUPCLEARINGFIRM = 14; 00363 const int PartyRole_CONTRACLEARINGFIRM = 18; 00364 const int PartyRole_CLAIMING_ACCOUNT = 48; 00365 const int PartyRole_INTRODUCING_FIRM = 6; 00366 const int PartyRole_GIVEUP_CLEARING_FIRM = 14; 00367 const int PartyRole_EXECUTINGTRADER = 12; 00368 const int PartyRole_UNDERLYING_CONTRA_FIRM = 20; 00369 const int PartyRole_EXECUTING_FIRM = 1; 00370 const int PartyRole_AGENT = 30; 00371 const int PartyRole_LIQUIDITY_PROVIDER = 35; 00372 const int PartyRole_POSITION_ACCOUNT = 38; 00373 const int PartyRole_BROKEROFCREDIT = 2; 00374 const int PartyRole_THIRD_PARTY_ALLOCATION_FIRM = 47; 00375 const int PartyRole_CLIENTID = 3; 00376 const int PartyRole_PLEDGOR_ACCOUNT = 50; 00377 const int PartyRole_REPORTING_INTERMEDIARY = 72; 00378 const int PartyRole_EXECUTING_TRADER = 12; 00379 const int PartyRole_CUSTODIAN = 28; 00380 const int PartyRole_BROKERCLEARINGID = 81; 00381 const int PartyRole_CORRESPONDENTBROKER = 26; 00382 const int PartyRole_LOCATE_LENDING_FIRM = 8; 00383 const int PartyRole_INITIATINGTRADER = 11; 00384 const int PartyRole_REGULATORY_BODY = 34; 00385 const int PartyRole_UNACCEPTABLE_COUNTERPARTY = 57; 00386 const int PartyRole_CORRESPONDANTCLEARINGFIRM = 15; 00387 const int PartyRole_FUND_MANAGER_CLIENT_ID = 9; 00388 const int PartyRole_BUYERSELLERRECEIVERDELIVERER = 27; 00389 const int PartyRole_DESK_ID = 76; 00390 const int PartyRole_ALLOCATION_ENTITY = 78; 00391 const int PartyRole_MARKET_DATA_MARKET = 77; 00392 const int PartyRole_SPONSORING_FIRM = 19; 00393 const int PartyRole_LOCATELENDINGFIRM = 8; 00394 const int PartyRole_UNDRCONTRAFIRM = 20; 00395 const char AssignmentMethod_PRO_RATA = 'P'; 00396 const char AssignmentMethod_RANDOM = 'R'; 00397 const char AssignmentMethod_PRORATA = 'P'; 00398 const int StrategyParameterType_MONTHYEAR = 18; 00399 const int StrategyParameterType_TZTIMEONLY = 27; 00400 const int StrategyParameterType_PRICE = 8; 00401 const int StrategyParameterType_QTY = 7; 00402 const int StrategyParameterType_BOOLEAN = 13; 00403 const int StrategyParameterType_MULTIPLECHARVALUE = 15; 00404 const int StrategyParameterType_CHAR = 12; 00405 const int StrategyParameterType_NUMINGROUP = 3; 00406 const int StrategyParameterType_TAGNUM = 5; 00407 const int StrategyParameterType_COUNTRY = 25; 00408 const int StrategyParameterType_TENOR = 29; 00409 const int StrategyParameterType_LOCALMKTTIME = 21; 00410 const int StrategyParameterType_INT = 1; 00411 const int StrategyParameterType_LOCALMKTDATE = 21; 00412 const int StrategyParameterType_EXCHANGE = 17; 00413 const int StrategyParameterType_LANGUAGE = 26; 00414 const int StrategyParameterType_MONTH_YEAR = 18; 00415 const int StrategyParameterType_PERCENTAGE = 11; 00416 const int StrategyParameterType_LENGTH = 2; 00417 const int StrategyParameterType_TZTIMESTAMP = 28; 00418 const int StrategyParameterType_MULTIPLESTRINGVALUE = 24; 00419 const int StrategyParameterType_UTCTIMESTAMP = 19; 00420 const int StrategyParameterType_DATA = 23; 00421 const int StrategyParameterType_CURRENCY = 16; 00422 const int StrategyParameterType_STRING = 14; 00423 const int StrategyParameterType_AMT = 10; 00424 const int StrategyParameterType_FLOAT = 6; 00425 const int StrategyParameterType_UTCDATE = 22; 00426 const int StrategyParameterType_UTCTIMEONLY = 20; 00427 const int StrategyParameterType_SEQNUM = 4; 00428 const int StrategyParameterType_UTCDATEONLY = 22; 00429 const int StrategyParameterType_PRICEOFFSET = 9; 00430 const int EncryptMethod_PGP_DES_MD5 = 5; 00431 const int EncryptMethod_PGPDESMD5SEEAPPNOTEONFIXWEBSITE = 5; 00432 const int EncryptMethod_PKCS_DES = 3; 00433 const int EncryptMethod_NONEOTHER = 0; 00434 const int EncryptMethod_PKCSDESPROPRIETARY = 3; 00435 const int EncryptMethod_PGPDESDEFUNCT = 4; 00436 const int EncryptMethod_PEMDESMD5SEEAPPNOTEONFIXWEBSITENAFORFIXMLNOTUSED = 6; 00437 const int EncryptMethod_PKCS = 1; 00438 const int EncryptMethod_PGP_DES = 4; 00439 const int EncryptMethod_NONE = 0; 00440 const int EncryptMethod_DES = 2; 00441 const int EncryptMethod_PKCSPROPRIETARY = 1; 00442 const int EncryptMethod_NONE_OTHER = 0; 00443 const int EncryptMethod_DESECBMODE = 2; 00444 const int EncryptMethod_PEM_DES_MD5 = 6; 00445 const char PosAmtType_ACCRUED_COUPON_AMOUNT[] = "ACPN"; 00446 const char PosAmtType_PREMIUM_AMOUNT[] = "PREM"; 00447 const char PosAmtType_STARTOFDAYMARKTOMARKETAMOUNT[] = "SMTM"; 00448 const char PosAmtType_INCREMENTALMARKTOMARKETAMOUNT[] = "IMTM"; 00449 const char PosAmtType_CASHAMOUNTCORPORATEEVENT[] = "CASH"; 00450 const char PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET[] = "ICMTM"; 00451 const char PosAmtType_TOTAL_BANKED_AMOUNT[] = "BANK"; 00452 const char PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT[] = "FMTM"; 00453 const char PosAmtType_SETTLEMENT_VALUE[] = "SETL"; 00454 const char PosAmtType_VALUEADJUSTEDAMOUNT[] = "VADJ"; 00455 const char PosAmtType_CASH_AMOUNT[] = "CASH"; 00456 const char PosAmtType_PREMIUMAMOUNT[] = "PREM"; 00457 const char PosAmtType_INITIAL_TRADE_COUPON_AMOUNT[] = "ICPN"; 00458 const char PosAmtType_INCREMENTAL_ACCRUED_COUPON[] = "IACPN"; 00459 const char PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT[] = "SMTM"; 00460 const char PosAmtType_VALUE_ADJUSTED_AMOUNT[] = "VADJ"; 00461 const char PosAmtType_CASHRESIDUALAMOUNT[] = "CRES"; 00462 const char PosAmtType_COLLATERALIZED_MARK_TO_MARKET[] = "CMTM"; 00463 const char PosAmtType_CASH_RESIDUAL_AMOUNT[] = "CRES"; 00464 const char PosAmtType_COMPENSATION_AMOUNT[] = "DLV"; 00465 const char PosAmtType_TRADE_VARIATION_AMOUNT[] = "TVAR"; 00466 const char PosAmtType_TRADEVARIATIONAMOUNT[] = "TVAR"; 00467 const char PosAmtType_FINALMARKTOMARKETAMOUNT[] = "FMTM"; 00468 const char PosAmtType_COUPON_AMOUNT[] = "CPN"; 00469 const char PosAmtType_TOTAL_COLLATERALIZED_AMOUNT[] = "COLAT"; 00470 const char PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT[] = "IMTM"; 00471 const char ResetSeqNumFlag_NO = 'N'; 00472 const char ResetSeqNumFlag_YES = 'Y'; 00473 const int CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED = 7; 00474 const int CollInquiryResult_NOCOLLATERALFOUNDFORTHEORDERSPECIFIED = 7; 00475 const int CollInquiryResult_NOCOLLATERALFOUNDFORTHETRADESPECIFIED = 6; 00476 const int CollInquiryResult_INVALIDORUNKNOWNINSTRUMENT = 1; 00477 const int CollInquiryResult_INVALID_DESTINATION_REQUESTED = 5; 00478 const int CollInquiryResult_INVALIDORUNKNOWNCOLLATERALTYPE = 2; 00479 const int CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY = 9; 00480 const int CollInquiryResult_INVALIDTRANSPORTTYPEREQUESTED = 4; 00481 const int CollInquiryResult_INVALIDPARTIES = 3; 00482 const int CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE = 2; 00483 const int CollInquiryResult_INVALIDDESTINATIONREQUESTED = 5; 00484 const int CollInquiryResult_SUCCESSFUL = 0; 00485 const int CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1; 00486 const int CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED = 8; 00487 const int CollInquiryResult_OTHER = 99; 00488 const int CollInquiryResult_UNAUTHORIZEDFORCOLLATERALINQUIRY = 9; 00489 const int CollInquiryResult_COLLATERALINQUIRYTYPENOTSUPPORTED = 8; 00490 const int CollInquiryResult_INVALID_PARTIES = 3; 00491 const int CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4; 00492 const int CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED = 6; 00493 const int CollAsgnRespType_DECLINED = 2; 00494 const int CollAsgnRespType_RECEIVED = 0; 00495 const int CollAsgnRespType_REJECTED = 3; 00496 const int CollAsgnRespType_ACCEPTED = 1; 00497 const char UnsolicitedIndicator_NO = 'N'; 00498 const char UnsolicitedIndicator_YES = 'Y'; 00499 const int QuoteEntryRejectReason_UNKNWNSYM = 1; 00500 const int QuoteEntryRejectReason_EXCHCLSD = 2; 00501 const int QuoteEntryRejectReason_EXHCNAGE = 2; 00502 const int QuoteEntryRejectReason_DUPORD = 6; 00503 const int QuoteEntryRejectReason_INVALID_PRICE = 8; 00504 const int QuoteEntryRejectReason_TOOLATE = 4; 00505 const int QuoteEntryRejectReason_INVBIDASK = 7; 00506 const int QuoteEntryRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9; 00507 const int QuoteEntryRejectReason_TOO_LATE_TO_ENTER = 4; 00508 const int QuoteEntryRejectReason_QUOTE_EXCEEDS_LIMIT = 3; 00509 const int QuoteEntryRejectReason_ORDEXCLIM = 3; 00510 const int QuoteEntryRejectReason_UNKNORD = 5; 00511 const int QuoteEntryRejectReason_INVPX = 8; 00512 const int QuoteEntryRejectReason_EXCHANGE = 2; 00513 const int QuoteEntryRejectReason_UNKNOWN_SYMBOL = 1; 00514 const int QuoteEntryRejectReason_NOTAUTH = 9; 00515 const int QuoteEntryRejectReason_OTHER = 99; 00516 const int QuoteEntryRejectReason_INVALID_BID_ASK_SPREAD = 7; 00517 const int QuoteEntryRejectReason_UNKNOWN_QUOTE = 5; 00518 const int QuoteEntryRejectReason_DUPLICATE_QUOTE = 6; 00519 const char OrderCapacity_PROPRIETARY = 'G'; 00520 const char OrderCapacity_RISKLESS_PRINCIPAL = 'R'; 00521 const char OrderCapacity_AGENT_FOR_OTHER_MEMBER = 'W'; 00522 const char OrderCapacity_PRINCIPAL = 'P'; 00523 const char OrderCapacity_AGENCY = 'A'; 00524 const char OrderCapacity_INDIVIDUAL = 'I'; 00525 const char OrderCapacity_AGENTOTHERMEMBER = 'W'; 00526 const char OrderCapacity_RISKLESSPRINCIPAL = 'R'; 00527 const int QuoteAckStatus_CANCELED_FOR_UNDERLYING = 3; 00528 const int QuoteAckStatus_CANCELED_ALL = 4; 00529 const int QuoteAckStatus_CANCELED_FOR_SECURITY_TYPE = 2; 00530 const int QuoteAckStatus_REJECTED = 5; 00531 const int QuoteAckStatus_CANCELED_FOR_SYMBOL = 1; 00532 const int QuoteAckStatus_ACCEPTED = 0; 00533 const int UserRequestType_CHANGE_PASSWORD_FOR_USER = 3; 00534 const int UserRequestType_CHANGEPASSWORDFORUSER = 3; 00535 const int UserRequestType_LOGOFFUSER = 2; 00536 const int UserRequestType_LOG_OFF_USER = 2; 00537 const int UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS = 4; 00538 const int UserRequestType_REQUESTINDIVIDUALUSERSTATUS = 4; 00539 const int UserRequestType_LOGONUSER = 1; 00540 const int UserRequestType_LOG_ON_USER = 1; 00541 const int TradeReportTransType_REPLACE = 2; 00542 const int TradeReportTransType_NEW = 0; 00543 const int TradeReportTransType_REVERSE = 4; 00544 const int TradeReportTransType_CANCEL = 1; 00545 const int TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE = 5; 00546 const int TradeReportTransType_RELEASE = 3; 00547 const char AdvSide_CROSS = 'X'; 00548 const char AdvSide_TRADE = 'T'; 00549 const char AdvSide_BUY = 'B'; 00550 const char AdvSide_SELL = 'S'; 00551 const int CoveredOrUncovered_COVERED = 0; 00552 const int CoveredOrUncovered_UNCOVERED = 1; 00553 const int AcctIDSource_TFMGSPTA = 3; 00554 const int AcctIDSource_TFM = 3; 00555 const int AcctIDSource_DTCCCODE = 5; 00556 const int AcctIDSource_SIDCODE = 2; 00557 const int AcctIDSource_OMGEOALERTID = 4; 00558 const int AcctIDSource_BIC = 1; 00559 const int AcctIDSource_OTHER = 99; 00560 const int AcctIDSource_OMGEO = 4; 00561 const int AcctIDSource_SID_CODE = 2; 00562 const int AcctIDSource_DTCC_CODE = 5; 00563 const int TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA = 2; 00564 const int TradeRequestType_ALL_TRADES = 0; 00565 const int TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST = 1; 00566 const int TradeRequestType_UNREPORTEDTRADES = 3; 00567 const int TradeRequestType_ALLTRADES = 0; 00568 const int TradeRequestType_ADVISORIESMATCH = 4; 00569 const int TradeRequestType_MATCHEDTRADES = 1; 00570 const int TradeRequestType_UNMATCHEDTRADES = 2; 00571 const int TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA = 3; 00572 const int TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA = 4; 00573 const int TradSesStatus_PRECLOSE = 5; 00574 const int TradSesStatus_HALTED = 1; 00575 const int TradSesStatus_REQREJ = 6; 00576 const int TradSesStatus_REQUEST_REJECTED = 6; 00577 const int TradSesStatus_OPEN = 2; 00578 const int TradSesStatus_PREOPEN = 4; 00579 const int TradSesStatus_PRE_OPEN = 4; 00580 const int TradSesStatus_UNKNOWN = 0; 00581 const int TradSesStatus_PRE_CLOSE = 5; 00582 const int TradSesStatus_CLOSED = 3; 00583 const int PegPriceType_LAST_PEG = 1; 00584 const int PegPriceType_PRIMARY_PEG = 5; 00585 const int PegPriceType_OPENING_PEG = 3; 00586 const int PegPriceType_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 6; 00587 const int PegPriceType_TRAILING_STOP_PEG = 8; 00588 const int PegPriceType_PEG_TO_LIMIT_PRICE = 9; 00589 const int PegPriceType_MID_PRICE_PEG = 2; 00590 const int PegPriceType_MARKET_PEG = 4; 00591 const int PegPriceType_PEG_TO_VWAP = 7; 00592 const int StreamAsgnRejReason_NO_AVAILABLE_STREAM = 3; 00593 const int StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE = 1; 00594 const int StreamAsgnRejReason_UNKNOWN_CLIENT = 0; 00595 const int StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR = 2; 00596 const int StreamAsgnRejReason_OTHER = 99; 00597 const char ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT[] = "FUTDA"; 00598 const char ValuationMethod_PREMIUM_STYLE[] = "EQTY"; 00599 const char ValuationMethod_CDS_IN_DELIVERY[] = "CDSD"; 00600 const char ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON[] = "CDS"; 00601 const char ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET[] = "FUT"; 00602 const char TriggerType_SPECIFIED_TRADING_SESSION = '2'; 00603 const char TriggerType_NEXT_AUCTION = '3'; 00604 const char TriggerType_PRICE_MOVEMENT = '4'; 00605 const char TriggerType_PARTIAL_EXECUTION = '1'; 00606 const char PriceProtectionScope_LOCAL = '1'; 00607 const char PriceProtectionScope_NONE = '0'; 00608 const char PriceProtectionScope_GLOBAL = '3'; 00609 const char PriceProtectionScope_NATIONAL = '2'; 00610 const int TradeReportRejectReason_SUCCESSFULDEFAULT = 0; 00611 const int TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES = 3; 00612 const int TradeReportRejectReason_SUCCESSFUL = 0; 00613 const int TradeReportRejectReason_INVALID_PARTY_ONFORMATION = 1; 00614 const int TradeReportRejectReason_UNKNOWN_INSTRUMENT = 2; 00615 const int TradeReportRejectReason_OTHER = 99; 00616 const int TradeReportRejectReason_INVALIDTRADETYPE = 4; 00617 const int TradeReportRejectReason_UNKNOWNINSTRUMENT = 2; 00618 const int TradeReportRejectReason_INVALID_TRADE_TYPE = 4; 00619 const int TradeReportRejectReason_UNAUTHORIZEDTOREPORTTRADES = 3; 00620 const int TradeReportRejectReason_INVALIDPARTYINFORMATION = 1; 00621 const int SecurityListType_NEWSPAPER_LIST = 4; 00622 const int SecurityListType_TRADING_LIST = 2; 00623 const int SecurityListType_INDUSTRY_CLASSIFICATION = 1; 00624 const int SecurityListType_MARKET = 3; 00625 const int QuoteRejectReason_QUOTE_LOCKED = 11; 00626 const int QuoteRejectReason_UNKNSYM = 1; 00627 const int QuoteRejectReason_EXCHCLSD = 2; 00628 const int QuoteRejectReason_DUPORD = 6; 00629 const int QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 13; 00630 const int QuoteRejectReason_INVALID_PRICE = 8; 00631 const int QuoteRejectReason_TOOLATE = 4; 00632 const int QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9; 00633 const int QuoteRejectReason_TOO_LATE_TO_ENTER = 4; 00634 const int QuoteRejectReason_UNKNORD = 5; 00635 const int QuoteRejectReason_INVPX = 8; 00636 const int QuoteRejectReason_EXCHANGE = 2; 00637 const int QuoteRejectReason_INVSPREAD = 7; 00638 const int QuoteRejectReason_UNKNOWN_SYMBOL = 1; 00639 const int QuoteRejectReason_NOTAUTH = 9; 00640 const int QuoteRejectReason_OTHER = 99; 00641 const int QuoteRejectReason_INVALID_BID_ASK_SPREAD = 7; 00642 const int QuoteRejectReason_UNKNOWN_QUOTE = 5; 00643 const int QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 12; 00644 const int QuoteRejectReason_ORDEXLIM = 3; 00645 const int QuoteRejectReason_DUPLICATE_QUOTE = 6; 00646 const int QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 10; 00647 const int QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3; 00648 const char PossResend_NO = 'N'; 00649 const char PossResend_YES = 'Y'; 00650 const int QuantityType_SHARES = 1; 00651 const int QuantityType_CURRENTFACE = 3; 00652 const int QuantityType_PAR = 8; 00653 const int QuantityType_BONDS = 2; 00654 const int QuantityType_ORIGINALFACE = 4; 00655 const int QuantityType_CONTRACTS = 6; 00656 const int QuantityType_OTHER = 7; 00657 const int QuantityType_CURRENCY = 5; 00658 const int ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 4; 00659 const int ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE = 3; 00660 const int ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE = 1; 00661 const int ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE = 5; 00662 const int ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 2; 00663 const int ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT = 3; 00664 const int ImpliedMarketIndicator_NOT_IMPLIED = 0; 00665 const int ImpliedMarketIndicator_IMPLIED_OUT = 2; 00666 const int ImpliedMarketIndicator_IMPLIED_IN = 1; 00667 const int QuoteRequestType_AUTOMATIC = 2; 00668 const int QuoteRequestType_MAN = 1; 00669 const int QuoteRequestType_AUTO = 2; 00670 const int QuoteRequestType_MANUAL = 1; 00671 const int SecurityRequestResult_INSTRUMENTUNAVAILABLE = 4; 00672 const int SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2; 00673 const int SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA = 3; 00674 const int SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE = 4; 00675 const int SecurityRequestResult_VALID_REQUEST = 0; 00676 const int SecurityRequestResult_VALIDREQ = 0; 00677 const int SecurityRequestResult_NOINSTRUMENTSFOUND = 2; 00678 const int SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1; 00679 const int SecurityRequestResult_NOTAUTHORIZED = 3; 00680 const int SecurityRequestResult_NOTSUPPORTED = 5; 00681 const int SecurityRequestResult_INVALIDREQ = 1; 00682 const int SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED = 5; 00683 const char OrderRestrictions_ISSUER_HOLDING = 'B'; 00684 const char OrderRestrictions_NON_INDEXARBITRAGE = '3'; 00685 const char OrderRestrictions_EXMRKTPART = '8'; 00686 const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY = '5'; 00687 const char OrderRestrictions_NON_ALGORITHMIC = 'D'; 00688 const char OrderRestrictions_EXTNERAL_INTER_CONNECTED_MARKET_LINKAGE = '9'; 00689 const char OrderRestrictions_NON_INDEX_ARBITRAGE = '3'; 00690 const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY = '6'; 00691 const char OrderRestrictions_PROGRAM_TRADE = '1'; 00692 const char OrderRestrictions_ISSUE_PRICE_STABILIZATION = 'C'; 00693 const char OrderRestrictions_INDEXARBITRAGE = '2'; 00694 const char OrderRestrictions_ACTMMDERIV = '6'; 00695 const char OrderRestrictions_FORENTITY = '7'; 00696 const char OrderRestrictions_CROSS = 'F'; 00697 const char OrderRestrictions_PROGRAMTRADE = '1'; 00698 const char OrderRestrictions_RISKARB = 'A'; 00699 const char OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE = '9'; 00700 const char OrderRestrictions_FOREIGN_ENTITY = '7'; 00701 const char OrderRestrictions_COMPETINGMARKETMAKER = '4'; 00702 const char OrderRestrictions_EXINTMRKTLINK = '9'; 00703 const char OrderRestrictions_INDEX_ARBITRAGE = '2'; 00704 const char OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT = '8'; 00705 const char OrderRestrictions_ALGORITHMIC = 'E'; 00706 const char OrderRestrictions_ACTMM = '5'; 00707 const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY = '6'; 00708 const char OrderRestrictions_RISKLESS_ARBITRAGE = 'A'; 00709 const char OrderRestrictions_COMPETING_MARKET_MAKER = '4'; 00710 const char ListExecInstType_WAIT_FOR_EXECUT_INSTRUCTION = '2'; 00711 const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN = '3'; 00712 const char ListExecInstType_IMMED = '1'; 00713 const char ListExecInstType_WAIT = '2'; 00714 const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW = '5'; 00715 const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3 = '3'; 00716 const char ListExecInstType_IMMEDIATE = '1'; 00717 const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4 = '4'; 00718 const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5 = '5'; 00719 const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP = '4'; 00720 const char ListExecInstType_EXCHCIVBUYTOP = '4'; 00721 const char ListExecInstType_EXCHCIVBUYWD = '5'; 00722 const char ListExecInstType_EXCHCIVSELL = '3'; 00723 const char ListExecInstType_WAIT_FOR_EXECUTE_INSTRUCTION = '2'; 00724 const int DistribPaymentMethod_FED_WIRE = 7; 00725 const int DistribPaymentMethod_ACH_CREDIT = 9; 00726 const int DistribPaymentMethod_EUROCLEAR = 3; 00727 const int DistribPaymentMethod_TELEGRAPHICTRANSFER = 6; 00728 const int DistribPaymentMethod_ACHCREDIT = 9; 00729 const int DistribPaymentMethod_TELEGRAPHIC_TRANSFER = 6; 00730 const int DistribPaymentMethod_FEDWIRE = 7; 00731 const int DistribPaymentMethod_CHEQUE = 5; 00732 const int DistribPaymentMethod_DIRECT_CREDIT = 8; 00733 const int DistribPaymentMethod_CREST = 1; 00734 const int DistribPaymentMethod_BPAY = 10; 00735 const int DistribPaymentMethod_CLEARSTREAM = 4; 00736 const int DistribPaymentMethod_DIRECTCREDITBECSBACS = 8; 00737 const int DistribPaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS = 11; 00738 const int DistribPaymentMethod_NSCC = 2; 00739 const int DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS = 11; 00740 const int DistribPaymentMethod_REINVESTINFUND = 12; 00741 const int DistribPaymentMethod_REINVEST_IN_FUND = 12; 00742 const int OrderHandlingInstSource_NASD_OATS = 1; 00743 const int AffirmStatus_CONFIRMREJECTED = 2; 00744 const int AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED = 2; 00745 const int AffirmStatus_AFFIRMED = 3; 00746 const int AffirmStatus_RECEIVED = 1; 00747 const int OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2; 00748 const int OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1; 00749 const int OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3; 00750 const int OrigCustOrderCapacity_ALL_OTHER = 4; 00751 const int AllocMethod_GUARANTOR = 2; 00752 const int AllocMethod_AUTOMATIC = 1; 00753 const int AllocMethod_MANUAL = 3; 00754 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY = '1'; 00755 const char MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 'C'; 00756 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP = 'A'; 00757 const char MassCancelResponse_CXLORDERSSECURITYTYPE = '5'; 00758 const char MassCancelResponse_CXLORDERSUNDERLYINGSECURITY = '2'; 00759 const char MassCancelResponse_CXLORDERSTRDSESSION = '6'; 00760 const char MassCancelResponse_CXLALLORDERS = '7'; 00761 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET = '8'; 00762 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT = '9'; 00763 const char MassCancelResponse_CXLREQREJ = '0'; 00764 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5'; 00765 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6'; 00766 const char MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2'; 00767 const char MassCancelResponse_CXLORDERSSECURITY = '1'; 00768 const char MassCancelResponse_CXLORDERSPRODUCT = '3'; 00769 const char MassCancelResponse_CANCEL_ALL_ORDERS = '7'; 00770 const char MassCancelResponse_CANCEL_REQUEST_REJECTED = '0'; 00771 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER = 'B'; 00772 const char MassCancelResponse_CXLORDERSCFICODE = '4'; 00773 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE = '4'; 00774 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT = '3'; 00775 const int StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER = 1; 00776 const int StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER = 2; 00777 const char SymbolSfx_EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE[] = "CD"; 00778 const char SymbolSfx_EUCPLUMPSUMINTEREST[] = "CD"; 00779 const char SymbolSfx_WHENISSUED[] = "WI"; 00780 const char SymbolSfx_WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN[] = "WI"; 00781 const char ExDestinationIDSource_PROPRIETARY = 'D'; 00782 const char ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER = 'C'; 00783 const char ExDestinationIDSource_BIC = 'B'; 00784 const char ExDestinationIDSource_MIC = 'G'; 00785 const char ExDestinationIDSource_ISO_COUNTRY_CODE = 'E'; 00786 const int SecurityListRequestType_ALLSECURITIES = 4; 00787 const int SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 5; 00788 const int SecurityListRequestType_SECURITYTYPECFICODE = 1; 00789 const int SecurityListRequestType_SYMBOL = 0; 00790 const int SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE = 1; 00791 const int SecurityListRequestType_TRADINGSESSIONID = 3; 00792 const int SecurityListRequestType_ALL_SECURITIES = 4; 00793 const int SecurityListRequestType_PRODUCT = 2; 00794 const int CollAsgnReason_FORWARDCOLLATERALDEMAND = 5; 00795 const int CollAsgnReason_ADVERSETAXEVENT = 7; 00796 const int CollAsgnReason_MARGINDEFICIENCY = 3; 00797 const int CollAsgnReason_TIME_WARNING = 2; 00798 const int CollAsgnReason_TIMEWARNING = 2; 00799 const int CollAsgnReason_ADVERSE_TAX_EVENT = 7; 00800 const int CollAsgnReason_MARGINEXCESS = 4; 00801 const int CollAsgnReason_MARGIN_DEFICIENCY = 3; 00802 const int CollAsgnReason_SCHEDULED = 1; 00803 const int CollAsgnReason_INITIAL = 0; 00804 const int CollAsgnReason_FORWARD_COLLATERAL_DEMAND = 5; 00805 const int CollAsgnReason_EVENTOFDEFAULT = 6; 00806 const int CollAsgnReason_MARGIN_EXCESS = 4; 00807 const int CollAsgnReason_EVENT_OF_DEFAULT = 6; 00808 const int SettlPriceType_FINAL = 1; 00809 const int SettlPriceType_THEORETICAL = 2; 00810 const char DealingCapacity_RISKLESS_PRINCIPAL = 'R'; 00811 const char DealingCapacity_PRINCIPAL = 'P'; 00812 const char DealingCapacity_AGENT = 'A'; 00813 const int RateSourceType_SECONDARY = 1; 00814 const int RateSourceType_PRIMARY = 0; 00815 const char AggregatedBook_NO = 'N'; 00816 const char AggregatedBook_YES = 'Y'; 00817 const int PosQtyStatus_SUBMITTED = 0; 00818 const int PosQtyStatus_REJECTED = 2; 00819 const int PosQtyStatus_ACCEPTED = 1; 00820 const char MsgType_TradingSessionStatusRequest[] = "g"; 00821 const char MsgType_ListStatus[] = "N"; 00822 const char MsgType_Email[] = "C"; 00823 const char MsgType_ListExecute[] = "L"; 00824 const char MsgType_Confirmation[] = "AK"; 00825 const char MsgType_NewOrderMultileg[] = "AB"; 00826 const char MsgType_IndicationofInterest[] = "6"; 00827 const char MsgType_MarketDataIncrementalRefresh[] = "X"; 00828 const char MsgType_TradeCaptureReport[] = "AE"; 00829 const char MsgType_RequestForPositionsAck[] = "AO"; 00830 const char MsgType_StreamAssignmentRequest[] = "CC"; 00831 const char MsgType_SecurityListRequest[] = "x"; 00832 const char MsgType_CollateralReport[] = "BA"; 00833 const char MsgType_PositionMaintenanceReport[] = "AM"; 00834 const char MsgType_PositionReport[] = "AP"; 00835 const char MsgType_StreamAssignmentReportACK[] = "CE"; 00836 const char MsgType_UserRequest[] = "BE"; 00837 const char MsgType_PositionMaintenanceRequest[] = "AL"; 00838 const char MsgType_NetworkCounterpartySystemStatusResponse[] = "BD"; 00839 const char MsgType_NewOrderCross[] = "s"; 00840 const char MsgType_AdjustedPositionReport[] = "BL"; 00841 const char MsgType_Logon[] = "A"; 00842 const char MsgType_IOI[] = "6"; 00843 const char MsgType_ListStrikePrice[] = "m"; 00844 const char MsgType_BidRequest[] = "k"; 00845 const char MsgType_TradingSessionStatus[] = "h"; 00846 const char MsgType_RegistrationInstructionsResponse[] = "p"; 00847 const char MsgType_Advertisement[] = "7"; 00848 const char MsgType_MassQuote[] = "i"; 00849 const char MsgType_Logout[] = "5"; 00850 const char MsgType_AllocationReport[] = "AS"; 00851 const char MsgType_SecurityDefinitionUpdateReport[] = "BP"; 00852 const char MsgType_ListStatusRequest[] = "M"; 00853 const char MsgType_BusinessMessageReject[] = "j"; 00854 const char MsgType_ConfirmationAck[] = "AU"; 00855 const char MsgType_TestRequest[] = "1"; 00856 const char MsgType_SecurityList[] = "y"; 00857 const char MsgType_ListCancelRequest[] = "K"; 00858 const char MsgType_News[] = "B"; 00859 const char MsgType_TradingSessionListUpdateReport[] = "BS"; 00860 const char MsgType_Heartbeat[] = "0"; 00861 const char MsgType_QuoteAcknowledgement[] = "b"; 00862 const char MsgType_AllocationReportAck[] = "AT"; 00863 const char MsgType_ConfirmationRequest[] = "BH"; 00864 const char MsgType_OrderMassActionReport[] = "BZ"; 00865 const char MsgType_CollateralInquiry[] = "BB"; 00866 const char MsgType_SecurityTypeRequest[] = "v"; 00867 const char MsgType_NewOrderList[] = "E"; 00868 const char MsgType_ExecutionAcknowledgement[] = "BN"; 00869 const char MsgType_TradingSessionListRequest[] = "BI"; 00870 const char MsgType_SecurityTypes[] = "w"; 00871 const char MsgType_MarketDefinition[] = "BU"; 00872 const char MsgType_SequenceReset[] = "4"; 00873 const char MsgType_CollateralResponse[] = "AZ"; 00874 const char MsgType_MassQuoteAcknowledgement[] = "b"; 00875 const char MsgType_QuoteResponse[] = "AJ"; 00876 const char MsgType_QuoteStatusRequest[] = "a"; 00877 const char MsgType_QuoteCancel[] = "Z"; 00878 const char MsgType_ContraryIntentionReport[] = "BO"; 00879 const char MsgType_PartyDetailsListReport[] = "CG"; 00880 const char MsgType_PartyDetailsListRequest[] = "CF"; 00881 const char MsgType_CrossOrderCancelRequest[] = "u"; 00882 const char MsgType_NewOrderSingle[] = "D"; 00883 const char MsgType_DerivativeSecurityListRequest[] = "z"; 00884 const char MsgType_CollateralRequest[] = "AX"; 00885 const char MsgType_UserNotification[] = "CB"; 00886 const char MsgType_UserResponse[] = "BF"; 00887 const char MsgType_DontKnowTrade[] = "Q"; 00888 const char MsgType_TradeCaptureReportAck[] = "AR"; 00889 const char MsgType_ApplicationMessageRequest[] = "BW"; 00890 const char MsgType_MultilegOrderCancelReplace[] = "AC"; 00891 const char MsgType_OrderCancelReject[] = "9"; 00892 const char MsgType_ExecutionReport[] = "8"; 00893 const char MsgType_QuoteStatusReport[] = "AI"; 00894 const char MsgType_ResendRequest[] = "2"; 00895 const char MsgType_Quote[] = "S"; 00896 const char MsgType_SettlementInstructionRequest[] = "AV"; 00897 const char MsgType_SecurityListUpdateReport[] = "BK"; 00898 const char MsgType_AllocationInstructionAlert[] = "BM"; 00899 const char MsgType_TradeCaptureReportRequestAck[] = "AQ"; 00900 const char MsgType_AllocationInstruction[] = "J"; 00901 const char MsgType_Allocation[] = "J"; 00902 const char MsgType_ApplicationMessageReport[] = "BY"; 00903 const char MsgType_RegistrationInstructions[] = "o"; 00904 const char MsgType_SecurityDefinition[] = "d"; 00905 const char MsgType_SecurityDefinitionRequest[] = "c"; 00906 const char MsgType_SecurityStatus[] = "f"; 00907 const char MsgType_DerivativeSecurityList[] = "AA"; 00908 const char MsgType_NetworkCounterpartySystemStatusRequest[] = "BC"; 00909 const char MsgType_MarketDefinitionRequest[] = "BT"; 00910 const char MsgType_Reject[] = "3"; 00911 const char MsgType_DerivativeSecurityListUpdateReport[] = "BR"; 00912 const char MsgType_QuoteRequestReject[] = "AG"; 00913 const char MsgType_OrderMassStatusRequest[] = "AF"; 00914 const char MsgType_ApplicationMessageRequestAck[] = "BX"; 00915 const char MsgType_SecurityStatusRequest[] = "e"; 00916 const char MsgType_AllocationACK[] = "P"; 00917 const char MsgType_MarketDefinitionUpdateReport[] = "BV"; 00918 const char MsgType_CrossOrderCancelReplaceRequest[] = "t"; 00919 const char MsgType_OrderMassCancelReport[] = "r"; 00920 const char MsgType_AssignmentReport[] = "AW"; 00921 const char MsgType_BidResponse[] = "l"; 00922 const char MsgType_RequestForPositions[] = "AN"; 00923 const char MsgType_SettlementObligationReport[] = "BQ"; 00924 const char MsgType_OrderMassCancelRequest[] = "q"; 00925 const char MsgType_TradingSessionList[] = "BJ"; 00926 const char MsgType_OrderStatusRequest[] = "H"; 00927 const char MsgType_CollateralAssignment[] = "AY"; 00928 const char MsgType_StreamAssignmentReport[] = "CD"; 00929 const char MsgType_OrderMassActionRequest[] = "CA"; 00930 const char MsgType_AllocationAck[] = "P"; 00931 const char MsgType_QuoteRequest[] = "R"; 00932 const char MsgType_CollateralInquiryAck[] = "BG"; 00933 const char MsgType_MarketDataSnapshotFullRefresh[] = "W"; 00934 const char MsgType_SettlementInstructions[] = "T"; 00935 const char MsgType_OrderCancelReplaceRequest[] = "G"; 00936 const char MsgType_TradeCaptureReportRequest[] = "AD"; 00937 const char MsgType_RFQRequest[] = "AH"; 00938 const char MsgType_OrderCancelRequest[] = "F"; 00939 const char MsgType_MultilegOrderCancelReplaceRequest[] = "AC"; 00940 const char MsgType_AllocationInstructionAck[] = "P"; 00941 const char MsgType_MarketDataRequest[] = "V"; 00942 const char MsgType_MarketDataRequestReject[] = "Y"; 00943 const char MultiLegReportingType_SINGLE = '1'; 00944 const char MultiLegReportingType_MULTILEG = '3'; 00945 const char MultiLegReportingType_SINGLE_SECURITY = '1'; 00946 const char MultiLegReportingType_MULTI_LEG_SECURITY = '3'; 00947 const char MultiLegReportingType_INDIVLEG = '2'; 00948 const char MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY = '2'; 00949 const char MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = '2'; 00950 const char IDSource_EXCHANGE_SYMBOL[] = "8"; 00951 const char IDSource_RIC_CODE[] = "5"; 00952 const char IDSource_ISO_CURRENCY_CODE[] = "6"; 00953 const char IDSource_ISIN_NUMBER[] = "4"; 00954 const char IDSource_SEDOL[] = "2"; 00955 const char IDSource_ISO_COUNTRY_CODE[] = "7"; 00956 const char IDSource_CONSOLIDATED_TAPE_ASSOCIATION[] = "9"; 00957 const char IDSource_QUIK[] = "3"; 00958 const char IDSource_CUSIP[] = "1"; 00959 const char OrdStatus_NEW = '0'; 00960 const char OrdStatus_CALCULATED = 'B'; 00961 const char OrdStatus_PENDINGNEW = 'A'; 00962 const char OrdStatus_PENDING_CANCEL = '6'; 00963 const char OrdStatus_PARTIAL = '1'; 00964 const char OrdStatus_PENDING_CANCEL_REPLACE = '6'; 00965 const char OrdStatus_PENDING_NEW = 'A'; 00966 const char OrdStatus_STOPPED = '7'; 00967 const char OrdStatus_FILLED = '2'; 00968 const char OrdStatus_PENDING_REPLACE = 'E'; 00969 const char OrdStatus_CANCELED = '4'; 00970 const char OrdStatus_ACCEPTED_FOR_BIDDING = 'D'; 00971 const char OrdStatus_SUSPENDED = '9'; 00972 const char OrdStatus_DONE = '3'; 00973 const char OrdStatus_REJECTED = '8'; 00974 const char OrdStatus_PARTIALLY_FILLED = '1'; 00975 const char OrdStatus_EXPIRED = 'C'; 00976 const char OrdStatus_REPLACED = '5'; 00977 const char OrdStatus_DONE_FOR_DAY = '3'; 00978 const char OrdStatus_ACCEPTBIDDING = 'D'; 00979 const char OrdStatus_PENDINGREP = 'E'; 00980 const int CustomerOrFirm_FIRM = 1; 00981 const int CustomerOrFirm_CUSTOMER = 0; 00982 const int AdjustmentType_DELTA_MINUS = 2; 00983 const int AdjustmentType_DELTAPLUS = 1; 00984 const int AdjustmentType_DELTA_PLUS = 1; 00985 const int AdjustmentType_DELTAMINUS = 2; 00986 const int AdjustmentType_FINAL = 3; 00987 const int AdjustmentType_PROCESSREQUESTASMARGINDISPOSITION = 0; 00988 const int AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION = 0; 00989 const char AsOfIndicator_TRUE = '1'; 00990 const char AsOfIndicator_FALSE = '0'; 00991 const int MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT = 9; 00992 const int MassActionScope_ALL_ORDERS_FOR_A_MARKET = 8; 00993 const int MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2; 00994 const int MassActionScope_ALL_ORDERS = 7; 00995 const int MassActionScope_ALL_ORDERS_FOR_A_CFICODE = 4; 00996 const int MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 12; 00997 const int MassActionScope_ALL_ORDERS_FOR_A_SECURITY = 1; 00998 const int MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION = 6; 00999 const int MassActionScope_CANCEL_FOR_SECURITY_ISSUER = 11; 01000 const int MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP = 10; 01001 const int MassActionScope_ALL_ORDERS_FOR_A_PRODUCT = 3; 01002 const int MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE = 5; 01003 const char VenueType_PIT = 'P'; 01004 const char VenueType_EX_PIT = 'X'; 01005 const char VenueType_ELECTRONIC = 'E'; 01006 const int MassActionType_CANCEL_ORDERS = 3; 01007 const int MassActionType_RELEASE_ORDERS_FROM_SUSPENSION = 2; 01008 const int MassActionType_SUSPEND_ORDERS = 1; 01009 const int PosMaintResult_SUCCESSFULCOMPLETION = 0; 01010 const int PosMaintResult_SUCCESSFUL_COMPLETION = 0; 01011 const int PosMaintResult_OTHER = 99; 01012 const int PosMaintResult_REJECTED = 1; 01013 const char IOIShares_MEDIUM[] = "M"; 01014 const char IOIShares_LARGE[] = "L"; 01015 const char IOIShares_SMALL[] = "S"; 01016 const int PegOffsetType_PRICE = 0; 01017 const int PegOffsetType_BASISPOINTS = 1; 01018 const int PegOffsetType_PRICE_TIER = 3; 01019 const int PegOffsetType_TICKS = 2; 01020 const int PegOffsetType_PRICETIERLEVEL = 3; 01021 const int PegOffsetType_BASIS_POINTS = 1; 01022 const int MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT = 8; 01023 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1; 01024 const int MassCancelRejectReason_INVALIDSECURITY = 1; 01025 const int MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED = 0; 01026 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9; 01027 const int MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY = 2; 01028 const int MassCancelRejectReason_INVALIDPRODUCT = 3; 01029 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11; 01030 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5; 01031 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4; 01032 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6; 01033 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET = 7; 01034 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_TYPE = 5; 01035 const int MassCancelRejectReason_INVALIDUNDERLYING = 2; 01036 const int MassCancelRejectReason_OTHER = 99; 01037 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10; 01038 const int MassCancelRejectReason_INVALIDCFICODE = 4; 01039 const int MassCancelRejectReason_INVALIDSECURITYTYPE = 5; 01040 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3; 01041 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_UNDERLYING = 2; 01042 const int MassCancelRejectReason_INVALIDTRDSESSION = 6; 01043 const int MassCancelRejectReason_MASSCXLNOTSUPPORTED = 0; 01044 const int ResponseTransportType_OUTOFBAND = 1; 01045 const int ResponseTransportType_INBAND = 0; 01046 const int ResponseTransportType_OUT_OF_BAND = 1; 01047 const int TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID = 1; 01048 const int TradSesStatusRejReason_UNKNOWNTRADINGSESSIONID = 1; 01049 const int TradSesStatusRejReason_OTHER = 99; 01050 const int TrdRegTimestampType_EXECUTION_TIME = 1; 01051 const int TrdRegTimestampType_BROKEREXECUTION = 5; 01052 const int TrdRegTimestampType_BROKERRECEIPT = 4; 01053 const int TrdRegTimestampType_TIMEIN = 2; 01054 const int TrdRegTimestampType_TIME_IN = 2; 01055 const int TrdRegTimestampType_TIMEOUT = 3; 01056 const int TrdRegTimestampType_SUBMISSION_TO_CLEARING = 7; 01057 const int TrdRegTimestampType_BROKER_RECEIPT = 4; 01058 const int TrdRegTimestampType_DESK_RECEIPT = 6; 01059 const int TrdRegTimestampType_EXECUTIONTIME = 1; 01060 const int TrdRegTimestampType_BROKER_EXECUTION = 5; 01061 const int TrdRegTimestampType_TIME_OUT = 3; 01062 const char ApplVerID_FIX50SP1[] = "8"; 01063 const char ApplVerID_FIX27[] = "0"; 01064 const char ApplVerID_FIX50SP2[] = "9"; 01065 const char ApplVerID_FIX50[] = "7"; 01066 const char ApplVerID_FIX40[] = "2"; 01067 const char ApplVerID_FIX41[] = "3"; 01068 const char ApplVerID_FIX30[] = "1"; 01069 const char ApplVerID_FIX42[] = "4"; 01070 const char ApplVerID_FIX43[] = "5"; 01071 const char ApplVerID_FIX44[] = "6"; 01072 const char HandlInst_MANUAL_ORDER_BEST_EXECUTION = '3'; 01073 const char HandlInst_AUTOEXECPUB = '2'; 01074 const char HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION = '1'; 01075 const char HandlInst_AUTOEXECPRIV = '1'; 01076 const char HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK = '2'; 01077 const char HandlInst_MANUAL = '3'; 01078 const char TradingSessionSubID_POST_TRADING[] = "5"; 01079 const char TradingSessionSubID_INTRADAY_AUCTION[] = "6"; 01080 const char TradingSessionSubID_PRE_TRADING[] = "1"; 01081 const char TradingSessionSubID_QUIESCENT[] = "7"; 01082 const char TradingSessionSubID_3[] = "3"; 01083 const char TradingSessionSubID_OPENING_OR_OPENING_AUCTION[] = "2"; 01084 const char TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION[] = "4"; 01085 const char MDEntryType_SWAP_VALUE_FACTOR = 'S'; 01086 const char MDEntryType_OPEN_INTEREST = 'C'; 01087 const char MDEntryType_COMPOSITE_UNDERLYING_PRICE = 'D'; 01088 const char MDEntryType_SESSION_HIGH_BID = 'N'; 01089 const char MDEntryType_INDEXVALUE = '3'; 01090 const char MDEntryType_OPENINTEREST = 'C'; 01091 const char MDEntryType_CLOSING_PRICE = '5'; 01092 const char MDEntryType_PRIOR_SETTLE_PRICE = 'M'; 01093 const char MDEntryType_TRADING_SESSION_VWAP_PRICE = '9'; 01094 const char MDEntryType_TRADING_SESSION_LOW_PRICE = '8'; 01095 const char MDEntryType_SETTLE_HIGH_PRICE = 'K'; 01096 const char MDEntryType_IMBALANCE = 'A'; 01097 const char MDEntryType_FIXING_PRICE = 'W'; 01098 const char MDEntryType_CASH_RATE = 'X'; 01099 const char MDEntryType_CLOSING = '5'; 01100 const char MDEntryType_OPENING = '4'; 01101 const char MDEntryType_OPENING_PRICE = '4'; 01102 const char MDEntryType_TRADINGHIGH = '7'; 01103 const char MDEntryType_TRADEVOLUME = 'B'; 01104 const char MDEntryType_TRADE = '2'; 01105 const char MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'V'; 01106 const char MDEntryType_SIMULATED_SELL_PRICE = 'E'; 01107 const char MDEntryType_EMPTY_BOOK = 'J'; 01108 const char MDEntryType_AUCTION_CLEARING_PRICE = 'Q'; 01109 const char MDEntryType_BID = '0'; 01110 const char MDEntryType_RECOVERY_RATE_FOR_SHORT = 'a'; 01111 const char MDEntryType_SIMULATED_BUY_PRICE = 'F'; 01112 const char MDEntryType_EARLY_PRICES = 'P'; 01113 const char MDEntryType_TRADINGLOW = '8'; 01114 const char MDEntryType_TRADING_SESSION_HIGH_PRICE = '7'; 01115 const char MDEntryType_INDEX_VALUE = '3'; 01116 const char MDEntryType_RECOVERY_RATE_FOR_LONG = 'Z'; 01117 const char MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'R'; 01118 const char MDEntryType_MID_PRICE = 'H'; 01119 const char MDEntryType_SETTLEMENT = '6'; 01120 const char MDEntryType_RECOVERY_RATE = 'Y'; 01121 const char MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'T'; 01122 const char MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'U'; 01123 const char MDEntryType_TRADE_VOLUME = 'B'; 01124 const char MDEntryType_MARGIN_RATE = 'G'; 01125 const char MDEntryType_SETTLE_LOW_PRICE = 'L'; 01126 const char MDEntryType_SESSION_LOW_OFFER = 'O'; 01127 const char MDEntryType_TRADINGVWAP = '9'; 01128 const char MDEntryType_SETTLEMENT_PRICE = '6'; 01129 const char MDEntryType_OFFER = '1'; 01130 const int PegMoveType_FLOATING = 0; 01131 const int PegMoveType_FIXED = 1; 01132 const int AvgPxIndicator_NOAVERAGEPRICING = 0; 01133 const int AvgPxIndicator_NO_AVERAGE_PRICING = 0; 01134 const int AvgPxIndicator_LASTTRADEAVERAGEPRICEGROUP = 2; 01135 const int AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 1; 01136 const int AvgPxIndicator_TRADEAVERAGEPRICEGROUP = 1; 01137 const int AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 2; 01138 const char CancellationRights_NO_WAIVER_AGREEMENT = 'M'; 01139 const char CancellationRights_NO_M = 'M'; 01140 const char CancellationRights_NO_N = 'N'; 01141 const char CancellationRights_NOINSTIT = 'O'; 01142 const char CancellationRights_NO_INSTITUTIONAL = 'O'; 01143 const char CancellationRights_YES = 'Y'; 01144 const char CancellationRights_NO_O = 'O'; 01145 const char CancellationRights_NOEXECONLY = 'N'; 01146 const char CancellationRights_NO_EXECUTION_ONLY = 'N'; 01147 const char CancellationRights_NOWAIVER = 'M'; 01148 const char ExecPriceType_CREATIONPRICEADJAMT = 'E'; 01149 const char ExecPriceType_CREATION_PRICE = 'C'; 01150 const char ExecPriceType_CREATIONPRICE = 'C'; 01151 const char ExecPriceType_SINGLEPRICE = 'S'; 01152 const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT = 'D'; 01153 const char ExecPriceType_OFFERPRICE = 'O'; 01154 const char ExecPriceType_BIDPRICE = 'B'; 01155 const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT = 'P'; 01156 const char ExecPriceType_CREATIONPRICEADJPCT = 'D'; 01157 const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT = 'Q'; 01158 const char ExecPriceType_OFFERPRICEMINUSADJAMT = 'Q'; 01159 const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT = 'E'; 01160 const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT = 'P'; 01161 const char ExecPriceType_OFFERPRICEMINUSADJPCT = 'P'; 01162 const char ExecPriceType_BID_PRICE = 'B'; 01163 const char ExecPriceType_SINGLE_PRICE = 'S'; 01164 const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT = 'D'; 01165 const char ExecPriceType_OFFER_PRICE = 'O'; 01166 const int AllocSettlInstType_PHONEFORINSTRUCTIONS = 4; 01167 const int AllocSettlInstType_SSIDBIDSPROVIDED = 3; 01168 const int AllocSettlInstType_FULLDETAILSPROVIDED = 2; 01169 const int AllocSettlInstType_USEDEFAULTINSTRUCTIONS = 0; 01170 const int AllocSettlInstType_SSI_DB_IDS_PROVIDED = 3; 01171 const int AllocSettlInstType_PHONE_FOR_INSTRUCTIONS = 4; 01172 const int AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED = 1; 01173 const int AllocSettlInstType_FULL_DETAILS_PROVIDED = 2; 01174 const int AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS = 0; 01175 const int AllocSettlInstType_DERIVEFROMPARAMETERSPROVIDED = 1; 01176 const int StatsType_AVERAGE_PRICE = 3; 01177 const int StatsType_HIGH = 2; 01178 const int StatsType_EXCHANGE_LAST = 1; 01179 const int StatsType_TURNOVER = 4; 01180 const int TradSesMode_SIMULATED = 2; 01181 const int TradSesMode_PRODUCTION = 3; 01182 const int TradSesMode_TESTING = 1; 01183 const char SettlInstSource_INSTITUTIONS_INSTRUCTIONS = '2'; 01184 const char SettlInstSource_BROKERS_INSTRUCTIONS = '1'; 01185 const char SettlInstSource_INVESTORCIV = '3'; 01186 const char SettlInstSource_INVESTOR = '3'; 01187 const char SettlInstSource_INSTINSTR = '2'; 01188 const char SettlInstSource_BROKERINSTR = '1'; 01189 const int ExpType_DIFFERENCE = 5; 01190 const int ExpType_FINAL_WILL_BE_EXERCISED = 3; 01191 const int ExpType_NON_AUTO_EXERCISE = 2; 01192 const int ExpType_CONTRARY_INTENTION = 4; 01193 const int ExpType_AUTO_EXERCISE = 1; 01194 const char SettlInstTransType_REPLACE = 'R'; 01195 const char SettlInstTransType_NEW = 'N'; 01196 const char SettlInstTransType_RESTATE = 'T'; 01197 const char SettlInstTransType_CANCEL = 'C'; 01198 const int TradeRequestResult_TRADEREQUESTTYPENOTSUPPORTED = 8; 01199 const int TradeRequestResult_INVALIDORUNKNOWNINSTRUMENT = 1; 01200 const int TradeRequestResult_INVALID_DESTINATION_REQUESTED = 5; 01201 const int TradeRequestResult_UNAUTHORIZED_ROR_TRADE_CAPTURE_REPORT_REQUEST = 9; 01202 const int TradeRequestResult_INVALIDTRANSPORTTYPEREQUESTED = 4; 01203 const int TradeRequestResult_INVALIDPARTIES = 3; 01204 const int TradeRequestResult_INVALIDDESTINATIONREQUESTED = 5; 01205 const int TradeRequestResult_SUCCESSFUL = 0; 01206 const int TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1; 01207 const int TradeRequestResult_OTHER = 99; 01208 const int TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED = 2; 01209 const int TradeRequestResult_INVALID_PARTIES = 3; 01210 const int TradeRequestResult_UNAUTHORIZEDFORTRADECAPTUREREPORTREQUEST = 9; 01211 const int TradeRequestResult_NOT_AUTHORIZED = 9; 01212 const int TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4; 01213 const int TradeRequestResult_INVALIDTYPEOFTRADEREQUESTED = 2; 01214 const int TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED = 8; 01215 const char TestMessageIndicator_NO = 'N'; 01216 const char TestMessageIndicator_YES = 'Y'; 01217 const int ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE = 2; 01218 const int ExpirationCycle_EXPIREONTRADINGSESSIONOPEN = 1; 01219 const int ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE = 0; 01220 const int ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN = 1; 01221 const int ExpirationCycle_EXPIREONTRADINGSESSIONCLOSE = 0; 01222 const int AllocCancReplaceReason_ORIGINALDETAILSINCORRECT = 1; 01223 const int AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS = 2; 01224 const int AllocCancReplaceReason_OTHER = 99; 01225 const int AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT = 1; 01226 const int AllocCancReplaceReason_CHANGEINUNDERLYINGORDERDETAILS = 2; 01227 const int CxlRejReason_DUPLICATE_CLORDID = 6; 01228 const int CxlRejReason_UNABLETOPROCESS = 4; 01229 const int CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE = 7; 01230 const int CxlRejReason_DUPCLORDID = 6; 01231 const int CxlRejReason_DUPLICATE_CLORDID_RECEIVED = 6; 01232 const int CxlRejReason_UNKNOWN_ORDER = 1; 01233 const int CxlRejReason_TOO_LATE_TO_CANCEL = 0; 01234 const int CxlRejReason_TOOLATE = 0; 01235 const int CxlRejReason_ORIGORDMODTIME = 5; 01236 const int CxlRejReason_INVALID_PRICE_INCREMENT = 18; 01237 const int CxlRejReason_BROKEROPT = 2; 01238 const int CxlRejReason_ALREADYPENDINGCXL = 3; 01239 const int CxlRejReason_OTHER = 99; 01240 const int CxlRejReason_BROKER = 2; 01241 const int CxlRejReason_BROKER_OPTION = 2; 01242 const int CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST = 4; 01243 const int CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS = 3; 01244 const int CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 8; 01245 const int CxlRejReason_ORIGORDMODTIMEMISMATCH = 5; 01246 const int CxlRejReason_ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER = 5; 01247 const int CxlRejReason_UNKNOWN = 1; 01248 const int RespondentType_SPECIFIED_MARKET_PARTICIPANTS = 2; 01249 const int RespondentType_ALL_MARKET_MAKERS = 3; 01250 const int RespondentType_ALL_MARKET_PARTICIPANTS = 1; 01251 const int RespondentType_PRIMARY_MARKET_MAKER = 4; 01252 const char DKReason_NO_MATCHING_ORDER = 'D'; 01253 const char DKReason_UNKNOWNSYMBOL = 'A'; 01254 const char DKReason_PRICE_EXCEEDS_LIMIT = 'E'; 01255 const char DKReason_QUANTITYEXCEEDSORDER = 'C'; 01256 const char DKReason_QUANTITY_EXCEEDS_ORDER = 'C'; 01257 const char DKReason_UNKNOWN_SYMBOL = 'A'; 01258 const char DKReason_OTHER = 'Z'; 01259 const char DKReason_WRONGSIDE = 'B'; 01260 const char DKReason_CALCULATIONDIFFERENCE = 'F'; 01261 const char DKReason_PRICEEXCEEDSLIMIT = 'E'; 01262 const char DKReason_WRONG_SIDE = 'B'; 01263 const char DKReason_CALCULATION_DIFFERENCE = 'F'; 01264 const char DKReason_NOMATCH = 'D'; 01265 const char PositionEffect_DEFAULT = 'D'; 01266 const char PositionEffect_CLOSE = 'C'; 01267 const char PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN = 'N'; 01268 const char PositionEffect_OPEN = 'O'; 01269 const char PositionEffect_FIFO = 'F'; 01270 const char PositionEffect_ROLLED = 'R'; 01271 const char TriggerAction_ACTIVATE = '1'; 01272 const char TriggerAction_MODIFY = '2'; 01273 const char TriggerAction_CANCEL = '3'; 01274 const int ClearingInstruction_BILATERALNETTINGONLY = 2; 01275 const int ClearingInstruction_SPECIALTRADE = 4; 01276 const int ClearingInstruction_EXCLUDE_FROM_ALL_NETTING = 1; 01277 const int ClearingInstruction_AUTOMATIC_POSTING_MODE = 9; 01278 const int ClearingInstruction_EXCLEARING = 3; 01279 const int ClearingInstruction_MULTILATERAL_NETTING = 5; 01280 const int ClearingInstruction_CLEARAGAINSTCENTRALCOUNTERPARTY = 6; 01281 const int ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY = 7; 01282 const int ClearingInstruction_AUTOMATIC_GIVE_UP_MODE = 10; 01283 const int ClearingInstruction_CUSTOMER_TRADE = 12; 01284 const int ClearingInstruction_AUTOMATICPOSTINGMODETRADEPOSTINGTOTHEPOSITIONACCOUNTNUMBERSPECIFIED = 9; 01285 const int ClearingInstruction_EX_CLEARING = 3; 01286 const int ClearingInstruction_QUALIFIEDSERVICEREPRESENTATIVEQSR = 11; 01287 const int ClearingInstruction_MULTILATERALNETTING = 5; 01288 const int ClearingInstruction_PROCESSNORMALLY = 0; 01289 const int ClearingInstruction_EXCLUDEFROMALLNETTING = 1; 01290 const int ClearingInstruction_SELFCLEARING = 13; 01291 const int ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY = 6; 01292 const int ClearingInstruction_BILATERAL_NETTING_ONLY = 2; 01293 const int ClearingInstruction_EXCLUDEFROMCENTRALCOUNTERPARTY = 7; 01294 const int ClearingInstruction_MANUALMODEPREPOSTINGANDORPREGIVEUP = 8; 01295 const int ClearingInstruction_CUSTOMERTRADE = 12; 01296 const int ClearingInstruction_PROCESS_NORMALLY = 0; 01297 const int ClearingInstruction_SPECIAL_TRADE = 4; 01298 const int ClearingInstruction_MANUAL_MODE = 8; 01299 const int ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR = 11; 01300 const int ClearingInstruction_AUTOMATICGIVEUPMODETRADEGIVEUPTOTHEGIVEUPDESTINATIONNUMBERSPECIFIED = 10; 01301 const int ClearingInstruction_SELF_CLEARING = 13; 01302 const char OpenCloseSettlFlag_SESSION_OPEN = '1'; 01303 const char OpenCloseSettlFlag_EXPECTED_ENTRY = '3'; 01304 const char OpenCloseSettlFlag_THEORETICALPRICE = '5'; 01305 const char OpenCloseSettlFlag_ENTRYFROMPREVBUSINESSDAY = '4'; 01306 const char OpenCloseSettlFlag_DAILY_OPEN = '0'; 01307 const char OpenCloseSettlFlag_DAILYOPEN = '0'; 01308 const char OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE = '5'; 01309 const char OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY = '2'; 01310 const char OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY = '4'; 01311 const char OpenCloseSettlFlag_DELIVERYSETTLEMENT = '2'; 01312 const char OpenCloseSettlFlag_SESSIONOPEN = '1'; 01313 const char OpenCloseSettlFlag_EXPECTEDENTRY = '3'; 01314 const int DiscretionMoveType_FLOATING = 0; 01315 const int DiscretionMoveType_FIXED = 1; 01316 const int MDUpdateType_INCREMENTAL_REFRESH = 1; 01317 const int MDUpdateType_FULL_REFRESH = 0; 01318 const int MDUpdateType_FULL = 0; 01319 const int MDUpdateType_INCREMENTAL = 1; 01320 const char TickDirection_MINUS_TICK = '2'; 01321 const char TickDirection_ZERO_PLUS_TICK = '1'; 01322 const char TickDirection_ZERO_MINUS_TICK = '3'; 01323 const char TickDirection_PLUS_TICK = '0'; 01324 const char TickDirection_PLUS = '0'; 01325 const char TickDirection_ZEROPLUS = '1'; 01326 const char TickDirection_MINUS = '2'; 01327 const char TickDirection_ZEROMINUS = '3'; 01328 const char YieldType_MARK_TO_MARKET_YIELD[] = "MARK"; 01329 const char YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER[] = "LASTQUARTER"; 01330 const char YieldType_YIELD_TO_MATURITY[] = "MATURITY"; 01331 const char YieldType_YIELDTOTENDERDATE[] = "TENDER"; 01332 const char YieldType_PREVIOUS_CLOSE_YIELD[] = "PREVCLOSE"; 01333 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"; 01334 const char YieldType_YIELDTOSHORTESTAVERAGELIFE[] = "SHORTAVGLIFE"; 01335 const char YieldType_YIELD_AT_ISSUE[] = "ATISSUE"; 01336 const char YieldType_YIELD_TO_NEXT_REFUND[] = "NEXTREFUND"; 01337 const char YieldType_YIELDATISSUE[] = "ATISSUE"; 01338 const char YieldType_CLOSINGYIELD[] = "CLOSE"; 01339 const char YieldType_GVNTEQUIVALENTYIELD[] = "GOVTEQUIV"; 01340 const char YieldType_ANNUALYIELD[] = "ANNUAL"; 01341 const char YieldType_AFTER_TAX_YIELD[] = "AFTERTAX"; 01342 const char YieldType_GVNT_EQUIVALENT_YIELD[] = "GOVTEQUIV"; 01343 const char YieldType_YIELDCHANGESINCECLOSE[] = "CHANGE"; 01344 const char YieldType_YIELDTOMATURITY[] = "MATURITY"; 01345 const char YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE_SAME_AS_AVGLIFE_ABOVE[] = "SHORTAVGLIFE"; 01346 const char YieldType_YIELD_CHANGE_SINCE_CLOSE_THE_CHANGE_IN_THE_YIELD_SINCE_THE_PREVIOUS_DAYS_CLOSING_YIELD[] = "CHANGE"; 01347 const char YieldType_SEMI[] = "SEMIANNUAL"; 01348 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"; 01349 const char YieldType_CLOSING_YIELD_MOST_RECENT_YEAR[] = "LASTYEAR"; 01350 const char YieldType_YIELD_TO_NEXT_CALL[] = "CALL"; 01351 const char YieldType_YIELD_CHANGE_SINCE_CLOSE[] = "CHANGE"; 01352 const char YieldType_PROCEEDS_YIELD[] = "PROCEEDS"; 01353 const char YieldType_YIELD_TO_MATURITY_THE_YIELD_OF_A_BOND_TO_ITS_MATURITY_DATE[] = "MATURITY"; 01354 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"; 01355 const char YieldType_INVERSE_FLOATER_BOND_YIELD_INVERSE_FLOATER_SEMI_ANNUAL_BOND_EQUIVALENT_RATE[] = "INVERSEFLOATER"; 01356 const char YieldType_CURRENT_YIELD[] = "CURRENT"; 01357 const char YieldType_SIMPLEYIELD[] = "SIMPLE"; 01358 const char YieldType_TRUEGROSSYIELD[] = "GROSS"; 01359 const char YieldType_COMPOUND_YIELD[] = "COMPOUND"; 01360 const char YieldType_CLOSINGYIELDMOSTRECENTYEAR[] = "LASTYEAR"; 01361 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"; 01362 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"; 01363 const char YieldType_GOVERNMENT_EQUIVALENT_YIELD_ASK_YIELD_BASED_ON_SEMI_ANNUAL_COUPONS_COMPOUNDING_IN_ALL_PERIODS_AND_ACTUAL_ACTUAL_CALENDAR[] = "GOVTEQUIV"; 01364 const char YieldType_YIELD_TO_TENDER_DATE_THE_YIELD_ON_A_MUNICIPAL_BOND_TO_ITS_MANDATORY_TENDER_DATE[] = "TENDER"; 01365 const char YieldType_YIELD_TO_AVG_MATURITY[] = "AVGMATURITY"; 01366 const char YieldType_YIELD_TO_TENDER_DATE[] = "TENDER"; 01367 const char YieldType_PROCEEDSYIELD[] = "PROCEEDS"; 01368 const char YieldType_OPEN_AVERAGE_YIELD_THE_AVERAGE_YIELD_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO[] = "OPENAVG"; 01369 const char YieldType_ANNUAL_YIELD[] = "ANNUAL"; 01370 const char YieldType_YIELD_TO_WORST[] = "WORST"; 01371 const char YieldType_BOOK_YIELD[] = "BOOK"; 01372 const char YieldType_YIELD_TO_NEXT_PUT[] = "PUT"; 01373 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"; 01374 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"; 01375 const char YieldType_OPENAVERAGEYIELD[] = "OPENAVG"; 01376 const char YieldType_TRUE_YIELD[] = "TRUE"; 01377 const char YieldType_TAX_EQUIVALENT_YIELD[] = "TAXEQUIV"; 01378 const char YieldType_TRUE_GROSS_YIELD[] = "GROSS"; 01379 const char YieldType_INVERSE_FLOATER_BOND_YIELD[] = "INVERSEFLOATER"; 01380 const char YieldType_TRUE_YIELD_THE_YIELD_CALCULATED_WITH_COUPON_DATES_MOVED_FROM_A_WEEKEND_OR_HOLIDAY_TO_THE_NEXT_VALID_SETTLEMENT_DATE[] = "TRUE"; 01381 const char YieldType_SEMI_ANNUAL_YIELD_THE_YIELD_OF_A_BOND_WHOSE_COUPON_PAYMENTS_ARE_REINVESTED_SEMI_ANNUALLY[] = "SEMIANNUAL"; 01382 const char YieldType_AFTERTAXYIELD[] = "AFTERTAX"; 01383 const char YieldType_CLOSING_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE[] = "CLOSE"; 01384 const char YieldType_YIELDTOWORSTCONVENTION[] = "WORST"; 01385 const char YieldType_PREVIOUS_CLOSE_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_1_DAY_AGO[] = "PREVCLOSE"; 01386 const char YieldType_COMPOUNDYIELD[] = "COMPOUND"; 01387 const char YieldType_YIELD_VALUE_OF_1_32_THE_AMOUNT_THAT_THE_YIELD_WILL_CHANGE_FOR_A_1_32ND_CHANGE_IN_PRICE[] = "VALUE1/32"; 01388 const char YieldType_YIELD_TO_LONGEST_AVERAGE[] = "LONGEST"; 01389 const char YieldType_PREVIOUSCLOSEYIELD[] = "PREVCLOSE"; 01390 const char YieldType_CLOSINGYIELDMOSTRECENTMONTH[] = "LASTMONTH"; 01391 const char YieldType_CLOSING_YIELD_MOST_RECENT_MONTH[] = "LASTMONTH"; 01392 const char YieldType_YIELD_TO_AVERAGE_LIFE_THE_YIELD_ASSUMING_THAT_ALL_SINKS[] = "AVGLIFE"; 01393 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"; 01394 const char YieldType_YIELD_TO_SHORTEST_AVERAGE[] = "SHORTEST"; 01395 const char YieldType_TAXEQUIVALENTYIELD[] = "TAXEQUIV"; 01396 const char YieldType_MOSTRECENTCLOSINGYIELD[] = "LASTCLOSE"; 01397 const char YieldType_MARKTOMARKETYIELD[] = "MARK"; 01398 const char YieldType_CURRENTYIELD[] = "CURRENT"; 01399 const char YieldType_OPEN_AVERAGE_YIELD[] = "OPENAVG"; 01400 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"; 01401 const char YieldType_YIELD_WITH_INFLATION_ASSUMPTION[] = "INFLATION"; 01402 const char YieldType_YIELDTONEXTREFUNDSINKING[] = "NEXTREFUND"; 01403 const char YieldType_PROCEEDS_YIELD_THE_CD_EQUIVALENT_YIELD_WHEN_THE_REMAINING_TIME_TO_MATURITY_IS_LESS_THAN_TWO_YEARS[] = "PROCEEDS"; 01404 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"; 01405 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"; 01406 const char YieldType_SIMPLE_YIELD[] = "SIMPLE"; 01407 const char YieldType_YIELD_TO_AVERAGE_MATURITY[] = "AVGMATURITY"; 01408 const char YieldType_YIELD_TO_WORST_CONVENTION_THE_LOWEST_YIELD_TO_ALL_POSSIBLE_REDEMPTION_DATE_SCENARIOS[] = "WORST"; 01409 const char YieldType_YIELD_TO_NEXT_CALL_THE_YIELD_OF_A_BOND_TO_THE_NEXT_POSSIBLE_CALL_DATE[] = "CALL"; 01410 const char YieldType_YIELDTOAVGMATURITY[] = "AVGMATURITY"; 01411 const char YieldType_YIELDTOLONGESTAVERAGELIFE[] = "LONGAVGLIFE"; 01412 const char YieldType_ANNUAL_YIELD_THE_ANNUAL_INTEREST_OR_DIVIDEND_INCOME_AN_INVESTMENT_EARNS_EXPRESSED_AS_A_PERCENTAGE_OF_THE_INVESTMENTS_TOTAL_VALUE[] = "ANNUAL"; 01413 const char YieldType_SEMI_ANNUAL_YIELD[] = "SEMIANNUAL"; 01414 const char YieldType_MOST_RECENT_CLOSING_YIELD[] = "LASTCLOSE"; 01415 const char YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE[] = "SHORTAVGLIFE"; 01416 const char YieldType_CLOSING_YIELD[] = "CLOSE"; 01417 const char YieldType_YIELDINFLATIONASSUMPTION[] = "INFLATION"; 01418 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"; 01419 const char YieldType_TRUEYIELD[] = "TRUE"; 01420 const char YieldType_CLOSINGYIELDMOSTRECENTQUARTER[] = "LASTQUARTER"; 01421 const char YieldType_YIELD_VALUE_OF_1_32[] = "VALUE1_32"; 01422 const char YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE[] = "LONGAVGLIFE"; 01423 const char YieldType_INVFLOATERBONDYIELD[] = "INVERSEFLOATER"; 01424 const char YieldType_MOST_RECENT_CLOSING_YIELD_THE_LAST_AVAILABLE_YIELD_STORED_IN_HISTORY_COMPUTED_USING_PRICE[] = "LASTCLOSE"; 01425 const char YieldType_YIELDTONEXTPUT[] = "PUT"; 01426 const char YieldType_YIELDTONEXTCALL[] = "CALL"; 01427 const char YieldType_SIMPLE_YIELD_THE_YIELD_OF_A_BOND_ASSUMING_NO_REINVESTMENT_OF_COUPON_PAYMENTS[] = "SIMPLE"; 01428 const char YieldType_BOOKYIELD[] = "BOOK"; 01429 const char YieldType_YIELDVALUEOF132[] = "VALUE1_32"; 01430 const int PegScope_NATIONAL_XXCLUDING_LOCAL = 4; 01431 const int PegScope_NATIONAL_EXCLUDING_LOCAL = 4; 01432 const int PegScope_LOCAL = 1; 01433 const int PegScope_NATIONALEXCLUDINGLOCAL = 4; 01434 const int PegScope_GLOBAL = 3; 01435 const int PegScope_NATIONAL = 2; 01436 const int PegScope_LOCALEXCHANGEECNATS = 1; 01437 const int SettlDeliveryType_TRI_PARTY = 2; 01438 const int SettlDeliveryType_HOLD_IN_CUSTODY = 3; 01439 const int SettlDeliveryType_FREE = 1; 01440 const int SettlDeliveryType_VERSUS_PAYMENT_DELIVER = 0; 01441 const int SettlDeliveryType_FREE_DELIVER = 1; 01442 const int SettlDeliveryType_VERSUS_PAYMENT = 0; 01443 const int DiscretionLimitType_STRICT = 1; 01444 const int DiscretionLimitType_ORWORSE = 2; 01445 const int DiscretionLimitType_OR_BETTER = 0; 01446 const int DiscretionLimitType_OR_WORSE = 2; 01447 const int DiscretionLimitType_ORBETTER = 0; 01448 const int PartyDetailsRequestResult_UNSUPPORTED_PARTYLISTRESPONSETYPE = 3; 01449 const int PartyDetailsRequestResult_PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE = 5; 01450 const int PartyDetailsRequestResult_VALID_REQUEST = 0; 01451 const int PartyDetailsRequestResult_REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED = 6; 01452 const int PartyDetailsRequestResult_NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2; 01453 const int PartyDetailsRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1; 01454 const int PartyDetailsRequestResult_OTHER = 99; 01455 const int PartyDetailsRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA = 4; 01456 const char ExerciseMethod_AUTOMATIC = 'A'; 01457 const char ExerciseMethod_MANUAL = 'M'; 01458 const char WorkingIndicator_NO = 'N'; 01459 const char WorkingIndicator_YES = 'Y'; 01460 const int SideMultiLegReportingType_INDIVIDUALLEGOFAMULTILEGSECURITY = 2; 01461 const int SideMultiLegReportingType_SINGLE_SECURITY = 1; 01462 const int SideMultiLegReportingType_MULTILEG_SECURITY = 3; 01463 const int SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = 2; 01464 const int SideMultiLegReportingType_MULTILEGSECURITY = 3; 01465 const int SideMultiLegReportingType_SINGLESECURITY = 1; 01466 const int ConfirmRejReason_MISSINGSETTLEMENTINSTRUCTIONS = 2; 01467 const int ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS = 2; 01468 const int ConfirmRejReason_MISMATCHEDACCOUNT = 1; 01469 const int ConfirmRejReason_MISMATCHED_ACCOUNT = 1; 01470 const int ConfirmRejReason_OTHER = 99; 01471 const char BidRequestTransType_NEW = 'N'; 01472 const char BidRequestTransType_NO = 'N'; 01473 const char BidRequestTransType_CANCEL = 'C'; 01474 const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1; 01475 const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9; 01476 const int MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11; 01477 const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5; 01478 const int MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4; 01479 const int MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY = 2; 01480 const int MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6; 01481 const int MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT = 8; 01482 const int MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET = 7; 01483 const int MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED = 0; 01484 const int MassActionRejectReason_OTHER = 99; 01485 const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10; 01486 const int MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3; 01487 const int CollApplType_GENERAL = 1; 01488 const int CollApplType_SPECIFIC_DEPOSIT = 0; 01489 const int ConfirmType_CONFIRMATION = 2; 01490 const int ConfirmType_CONFIRMATION_REQUEST_REJECTED = 3; 01491 const int ConfirmType_CONFIRMATIONREQUESTREJECTED = 3; 01492 const int ConfirmType_STATUS = 1; 01493 const int MDQuoteType_INDICATIVE = 0; 01494 const int MDQuoteType_RESTRICTED_TRADEABLE = 2; 01495 const int MDQuoteType_INDICATIVE_AND_TRADEABLE = 4; 01496 const int MDQuoteType_TRADEABLE = 1; 01497 const int MDQuoteType_COUNTER = 3; 01498 const int QtyType_CONTRACTS = 1; 01499 const int QtyType_UNITS_OF_MEASURE_PER_TIME_UNIT = 2; 01500 const int QtyType_UNITS = 0; 01501 const int QuoteRespType_END_TRADE = 7; 01502 const int QuoteRespType_HITLIFT = 1; 01503 const int QuoteRespType_HIT_LIFT = 1; 01504 const int QuoteRespType_COVER = 4; 01505 const int QuoteRespType_DONE_AWAY = 5; 01506 const int QuoteRespType_DONEAWAY = 5; 01507 const int QuoteRespType_TIMED_OUT = 8; 01508 const int QuoteRespType_PASS = 6; 01509 const int QuoteRespType_EXPIRED = 3; 01510 const int QuoteRespType_COUNTER = 2; 01511 const char IOINaturalFlag_NO = 'N'; 01512 const char IOINaturalFlag_YES = 'Y'; 01513 const char SettlObligSource_INSTRUCTIONS_OF_BROKER = '1'; 01514 const char SettlObligSource_INVESTOR = '3'; 01515 const char SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION = '2'; 01516 const int TrdSubType_ON_HOURS_TRADE = 34; 01517 const int TrdSubType_INTERIM_PROTECTED_TRADE = 38; 01518 const int TrdSubType_K = 16; 01519 const int TrdSubType_LC = 17; 01520 const int TrdSubType_WN = 31; 01521 const int TrdSubType_CONVERTED_SWAP = 36; 01522 const int TrdSubType_B = 15; 01523 const int TrdSubType_M = 18; 01524 const int TrdSubType_RT = 28; 01525 const int TrdSubType_ONSET_DUE_TO_AN_ALLOCATION = 6; 01526 const int TrdSubType_CMTA = 0; 01527 const int TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT = 1; 01528 const int TrdSubType_DIFFERENTIAL_SPREAD = 7; 01529 const int TrdSubType_TRANSACTION_FROM_EXERCISE = 9; 01530 const int TrdSubType_TRANSACTION_FROM_ASSIGNMENT = 10; 01531 const int TrdSubType_N = 19; 01532 const int TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT = 8; 01533 const int TrdSubType_NR = 21; 01534 const int TrdSubType_SW = 29; 01535 const int TrdSubType_OTC_QUOTE = 35; 01536 const int TrdSubType_ADVISORY_FOR_CONTRA_SIDE = 4; 01537 const int TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION = 5; 01538 const int TrdSubType_P = 22; 01539 const int TrdSubType_CROSSED_TRADE = 37; 01540 const int TrdSubType_PA = 23; 01541 const int TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT = 2; 01542 const int TrdSubType_R = 26; 01543 const int TrdSubType_RO = 27; 01544 const int TrdSubType_WT = 32; 01545 const int TrdSubType_OFF_HOURS_TRADE = 33; 01546 const int TrdSubType_REJECT_FOR_SUBMITTING_SIDE = 3; 01547 const int TrdSubType_ONSET_DUT_TO_AN_ALLOCATION = 6; 01548 const int TrdSubType_AI = 14; 01549 const int TrdSubType_PC = 24; 01550 const int TrdSubType_PN = 25; 01551 const int TrdSubType_LARGE_IN_SCALE = 39; 01552 const int TrdSubType_NM = 20; 01553 const int TrdSubType_T = 30; 01554 const int TrdSubType_ACATS = 11; 01555 const char ExecTransType_NEW = '0'; 01556 const char ExecTransType_CORRECT = '2'; 01557 const char ExecTransType_CANCEL = '1'; 01558 const char ExecTransType_STATUS = '3'; 01559 const char DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR = '0'; 01560 const char DayBookingInst_ACCUMULATE = '2'; 01561 const char DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING_SPEAK_FIRST = '1'; 01562 const char DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR_AUTO = '0'; 01563 const char DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING = '1'; 01564 const int FlowScheduleType_NERC_EASTERN_OFF_PEAK = 0; 01565 const int FlowScheduleType_NERC_WESTERN_PEAK = 4; 01566 const int FlowScheduleType_NERC_EASTERN_PEAK = 3; 01567 const int FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH = 2; 01568 const int FlowScheduleType_NERC_WESTERN_OFF_PEAK = 1; 01569 const int MDOriginType_CROSS = 2; 01570 const int MDOriginType_OFF_BOOK = 1; 01571 const int MDOriginType_BOOK = 0; 01572 const int CollInquiryStatus_ACCEPTED_WITH_WARNINGS = 1; 01573 const int CollInquiryStatus_COMPLETED = 2; 01574 const int CollInquiryStatus_ACCEPTEDWITHWARNINGS = 1; 01575 const int CollInquiryStatus_REJECTED = 4; 01576 const int CollInquiryStatus_COMPLETEDWITHWARNINGS = 3; 01577 const int CollInquiryStatus_ACCEPTED = 0; 01578 const int CollInquiryStatus_COMPLETED_WITH_WARNINGS = 3; 01579 const int CPProgram_3A3 = 1; 01580 const int CPProgram_OTHER = 99; 01581 const int CPProgram_3 = 1; 01582 const int CPProgram_42 = 2; 01583 const int CPProgram_4 = 2; 01584 const int PosReqType_POSITIONS = 0; 01585 const int PosReqType_BACKOUT_MESSAGE = 5; 01586 const int PosReqType_DELTA_POSITIONS = 6; 01587 const int PosReqType_SETTLEMENT_ACTIVITY = 4; 01588 const int PosReqType_TRADES = 1; 01589 const int PosReqType_EXERCISES = 2; 01590 const int PosReqType_ASSIGNMENTS = 3; 01591 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2; 01592 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY = 1; 01593 const int MassStatusReqType_STATUSSECURITYTYPE = 5; 01594 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE = 4; 01595 const int MassStatusReqType_STATUSTRDSESSION = 6; 01596 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID = 8; 01597 const int MassStatusReqType_STATUS_FOR_SECURITY_ISSUER = 9; 01598 const int MassStatusReqType_STATUSCFICODE = 4; 01599 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION = 6; 01600 const int MassStatusReqType_STATUSUNDERLYINGSECURITY = 2; 01601 const int MassStatusReqType_STATUSPARTYID = 8; 01602 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT = 3; 01603 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE = 5; 01604 const int MassStatusReqType_STATUS_FOR_ALL_ORDERS = 7; 01605 const int MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 10; 01606 const int MassStatusReqType_STATUSSECURITY = 1; 01607 const int MassStatusReqType_STATUSPRODUCT = 3; 01608 const int MassStatusReqType_STATUSALLORDERS = 7; 01609 const char SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST = '2'; 01610 const char SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES = '1'; 01611 const char SubscriptionRequestType_SNAPSHOTUPDATE = '1'; 01612 const char SubscriptionRequestType_SNAPSHOT = '0'; 01613 const char SubscriptionRequestType_UNSUBSCRIBE = '2'; 01614 const int NewsCategory_MARKETPLACE_NEWS = 1; 01615 const int NewsCategory_TECHNICAL_NEWS = 3; 01616 const int NewsCategory_COMPANY_NEWS = 0; 01617 const int NewsCategory_OTHER_NEWS = 99; 01618 const int NewsCategory_FINANCIAL_MARKET_NEWS = 2; 01619 const char IOIQty_MEDIUM[] = "M"; 01620 const char IOIQty_1000000000[] = "0"; 01621 const char IOIQty_LARGE[] = "L"; 01622 const char IOIQty_SMALL[] = "S"; 01623 const char IOIQty_UNDISCLOSED_QUANTITY[] = "U"; 01624 const int ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION = 2; 01625 const int ApplResponseError_APPLICATION_DOES_NOT_EXIST = 0; 01626 const int ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE = 1; 01627 const char TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE = 'D'; 01628 const char TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE = 'U'; 01629 const int LastLiquidityInd_ADDEDLIQUIDITY = 1; 01630 const int LastLiquidityInd_LIQUIDITY_ROUTED_OUT = 3; 01631 const int LastLiquidityInd_LIQUIDITYROUTEDOUT = 3; 01632 const int LastLiquidityInd_AUCTION = 4; 01633 const int LastLiquidityInd_REMOVEDLIQUIDITY = 2; 01634 const int LastLiquidityInd_ADDED_LIQUIDITY = 1; 01635 const int LastLiquidityInd_REMOVED_LIQUIDITY = 2; 01636 const int StrikePriceDeterminationMethod_STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION = 3; 01637 const int StrikePriceDeterminationMethod_STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE = 2; 01638 const int StrikePriceDeterminationMethod_FIXED_STRIKE = 1; 01639 const int StrikePriceDeterminationMethod_STRIKE_SET_TO_OPTIMAL_VALUE = 4; 01640 const int TargetStrategy_MININIZEMARKETIMPACT = 3; 01641 const int TargetStrategy_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES = 1000; 01642 const int TargetStrategy_PARTICIPATE = 2; 01643 const int TargetStrategy_MININIZE_MARKET_IMPACT = 3; 01644 const int TargetStrategy_VWAP = 1; 01645 const char DueToRelated_NO = 'N'; 01646 const char DueToRelated_YES = 'Y'; 01647 const char UnderlyingCashType_DIFF[] = "DIFF"; 01648 const char UnderlyingCashType_FIXED[] = "FIXED"; 01649 const int CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2; 01650 const int CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1; 01651 const int CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3; 01652 const int CustOrderCapacity_ALL_OTHER = 4; 01653 const char OwnershipType_JOINT_TRUSTEES = '2'; 01654 const char OwnershipType_JOINT_INVESTORS = 'J'; 01655 const char OwnershipType_TENANTS_IN_COMMON = 'T'; 01656 const char UnitOfMeasure_US_DOLLARS[] = "USD"; 01657 const char UnitOfMeasure_TROY_OUNCES[] = "oz_tr"; 01658 const char UnitOfMeasure_TONS[] = "tn"; 01659 const char UnitOfMeasure_BILLION_CUBIC_FEET[] = "Bcf"; 01660 const char UnitOfMeasure_ONE_MILLION_BTU[] = "MMBtu"; 01661 const char UnitOfMeasure_MEGAWATT_HOURS[] = "MWh"; 01662 const char UnitOfMeasure_MILLION_BARRELS[] = "MMbbl"; 01663 const char UnitOfMeasure_GALLONS[] = "Gal"; 01664 const char UnitOfMeasure_BARRELS[] = "Bbl"; 01665 const char UnitOfMeasure_POUNDS[] = "lbs"; 01666 const char UnitOfMeasure_METRIC_TONS[] = "t"; 01667 const char UnitOfMeasure_ALLOWANCES[] = "Alw"; 01668 const char UnitOfMeasure_BUSHELS[] = "Bu"; 01669 const int SecDefStatus_INVALID_DEFINITION_REQUEST = 4; 01670 const int SecDefStatus_PENDING_APPROVAL = 0; 01671 const int SecDefStatus_APPROVED = 1; 01672 const int SecDefStatus_UNAUTHORIZEDREQUEST = 3; 01673 const int SecDefStatus_PENDINGAPPROVAL = 0; 01674 const int SecDefStatus_UNAUTHORIZED_REQUEST = 3; 01675 const int SecDefStatus_INVALIDDEFINITIONREQUEST = 4; 01676 const int SecDefStatus_APPROVEDACCEPTED = 1; 01677 const int SecDefStatus_REJECTED = 2; 01678 const char SettlmntTyp_WHEN_AND_IF_ISSUED = '7'; 01679 const char SettlmntTyp_T_PLUS_1 = 'A'; 01680 const char SettlmntTyp_FUTURE = '6'; 01681 const char SettlmntTyp_SELLERS_OPTION = '8'; 01682 const char SettlmntTyp_T_PLUS_2 = '3'; 01683 const char SettlmntTyp_T_PLUS_3 = '4'; 01684 const char SettlmntTyp_T_PLUS_4 = '5'; 01685 const char SettlmntTyp_REGULAR = '0'; 01686 const char SettlmntTyp_T_PLUS_5 = '9'; 01687 const char SettlmntTyp_WHEN_ISSUED = '7'; 01688 const char SettlmntTyp_NEXT_DAY = '2'; 01689 const char SettlmntTyp_CASH = '1'; 01690 const int TradePublishIndicator_DO_NOT_PUBLISH_TRADE = 0; 01691 const int TradePublishIndicator_DEFERRED_PUBLICATION = 2; 01692 const int TradePublishIndicator_PUBLISH_TRADE = 1; 01693 const int ApplResponseType_MESSAGES_NOT_AVAILABLE = 2; 01694 const int ApplResponseType_APPLICATION_DOES_NOT_EXIST = 1; 01695 const int ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED = 0; 01696 const int StandInstDbType_SID = 1; 01697 const int StandInstDbType_DTC_SID = 1; 01698 const int StandInstDbType_CUSTODIAN = 3; 01699 const int StandInstDbType_ALERT = 2; 01700 const int StandInstDbType_ACCOUNTNET = 4; 01701 const int StandInstDbType_A_GLOBAL_CUSTODIAN = 3; 01702 const int StandInstDbType_THOMSON_ALERT = 2; 01703 const int StandInstDbType_OTHER = 0; 01704 const int QuoteEntryStatus_CROSS_MARKET_WARNING = 13; 01705 const int QuoteEntryStatus_LOCKED_MARKET_WARNING = 12; 01706 const int QuoteEntryStatus_CANCELED_DUE_TO_CROSS_MARKET = 15; 01707 const int QuoteEntryStatus_CANCELED_DUE_TO_LOCK_MARKET = 14; 01708 const int QuoteEntryStatus_REJECTED = 5; 01709 const int QuoteEntryStatus_EXPIRED = 7; 01710 const int QuoteEntryStatus_REMOVED_FROM_MARKET = 6; 01711 const int QuoteEntryStatus_ACCEPTED = 0; 01712 const int QuoteEntryStatus_ACTIVE = 16; 01713 const char TriggerPriceType_BEST_MID = '6'; 01714 const char TriggerPriceType_BEST_BID_OR_LAST_TRADE = '4'; 01715 const char TriggerPriceType_BEST_BID = '3'; 01716 const char TriggerPriceType_BEST_OFFER_OR_LAST_TRADE = '5'; 01717 const char TriggerPriceType_BEST_OFFER = '1'; 01718 const char TriggerPriceType_LAST_TRADE = '2'; 01719 const int SideTrdSubTyp_EXTERNAL_TRANSFER = 2; 01720 const int SideTrdSubTyp_TRANSACTION_FROM_ASSIGNMENT = 10; 01721 const int SideTrdSubTyp_TRANSACTION_FROM_EXERCISE = 9; 01722 const int SideTrdSubTyp_DIFFERENTIAL_SPREAD = 7; 01723 const int SideTrdSubTyp_ONSET_DUE_TO_AN_ALLOCATION = 6; 01724 const int SideTrdSubTyp_REJECT_FOR_SUBMITTING_TRADE = 3; 01725 const int SideTrdSubTyp_CMTA = 0; 01726 const int SideTrdSubTyp_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT = 8; 01727 const int SideTrdSubTyp_INTERNAL_TRANSFER = 1; 01728 const int SideTrdSubTyp_OFFSET_DUE_TO_AN_ALLOCATION = 5; 01729 const int SideTrdSubTyp_ADVISORY_FOR_CONTRA_SIDE = 4; 01730 const int SettlInstReqRejCode_UNABLE_TO_PROCESS_REQUEST = 0; 01731 const int SettlInstReqRejCode_NOMATCHINGSETTLEMENTINSTRUCTIONSFOUND = 2; 01732 const int SettlInstReqRejCode_UNKNOWNACCOUNT = 1; 01733 const int SettlInstReqRejCode_UNABLETOPROCESSREQUEST = 0; 01734 const int SettlInstReqRejCode_UNKNOWN_ACCOUNT = 1; 01735 const int SettlInstReqRejCode_NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND = 2; 01736 const int SettlInstReqRejCode_OTHER = 99; 01737 const char Urgency_FLASH = '1'; 01738 const char Urgency_NORMAL = '0'; 01739 const char Urgency_BACKGROUND = '2'; 01740 const int CollAsgnTransType_REPLACE = 1; 01741 const int CollAsgnTransType_NEW = 0; 01742 const int CollAsgnTransType_REVERSE = 4; 01743 const int CollAsgnTransType_CANCEL = 2; 01744 const int CollAsgnTransType_RELEASE = 3; 01745 const int PaymentMethod_FED_WIRE = 7; 01746 const int PaymentMethod_ACHCREDIT = 13; 01747 const int PaymentMethod_TELEGRAPHICTRANSFER = 6; 01748 const int PaymentMethod_DIRECTDEBITBECS = 9; 01749 const int PaymentMethod_EUROCLEAR = 3; 01750 const int PaymentMethod_ACH_CREDIT = 13; 01751 const int PaymentMethod_TELEGRAPHIC_TRANSFER = 6; 01752 const int PaymentMethod_FEDWIRE = 7; 01753 const int PaymentMethod_CREDITCARD = 11; 01754 const int PaymentMethod_DIRECT_DEBIT = 9; 01755 const int PaymentMethod_CREDIT_CARD = 11; 01756 const int PaymentMethod_CHEQUE = 5; 01757 const int PaymentMethod_DIRECT_CREDIT = 10; 01758 const int PaymentMethod_CREST = 1; 01759 const int PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM = 15; 01760 const int PaymentMethod_DEBITCARD = 8; 01761 const int PaymentMethod_CLEARSTREAM = 4; 01762 const int PaymentMethod_BPAY = 14; 01763 const int PaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS = 15; 01764 const int PaymentMethod_NSCC = 2; 01765 const int PaymentMethod_DEBIT_CARD = 8; 01766 const int PaymentMethod_ACHDEBIT = 12; 01767 const int PaymentMethod_DIRECTCREDITBECS = 10; 01768 const int PaymentMethod_ACH_DEBIT = 12; 01769 const char TriggerPriceTypeScope_LOCAL = '1'; 01770 const char TriggerPriceTypeScope_NONE = '0'; 01771 const char TriggerPriceTypeScope_GLOBAL = '3'; 01772 const char TriggerPriceTypeScope_NATIONAL = '2'; 01773 const int PegLimitType_STRICT = 1; 01774 const int PegLimitType_ORWORSE = 2; 01775 const int PegLimitType_OR_BETTER = 0; 01776 const int PegLimitType_OR_WORSE = 2; 01777 const int PegLimitType_ORBETTER = 0; 01778 const char Side_BORROW = 'G'; 01779 const char Side_SELLPLUS = '4'; 01780 const char Side_BUY_MINUS = '3'; 01781 const char Side_BUYMIN = '3'; 01782 const char Side_ASDEFINED = 'B'; 01783 const char Side_SUBSCRIBE = 'D'; 01784 const char Side_CROSS_SHORT_EXEMPT = 'A'; 01785 const char Side_UNDISCLOSED = '7'; 01786 const char Side_SELLSHT = '5'; 01787 const char Side_SELLSHTEX = '6'; 01788 const char Side_CROSSSHORTEX = 'A'; 01789 const char Side_CROSS = '8'; 01790 const char Side_SELL_SHORT_EXEMPT = '6'; 01791 const char Side_UNDISC = '7'; 01792 const char Side_CROSSSHORT = '9'; 01793 const char Side_BORROWFINANCING = 'G'; 01794 const char Side_BUY = '1'; 01795 const char Side_CROSS_SHORT_EXXMPT = 'A'; 01796 const char Side_SELL = '2'; 01797 const char Side_LEND = 'F'; 01798 const char Side_SELL_SHORT = '5'; 01799 const char Side_OPPOSITE = 'C'; 01800 const char Side_CROSS_SHORT = '9'; 01801 const char Side_SELL_PLUS = '4'; 01802 const char Side_REDEEM = 'E'; 01803 const char Side_LENDFINANCING = 'F'; 01804 const char Side_AS_DEFINED = 'B'; 01805 const int ContAmtType_COMMISSIONAMT = 1; 01806 const int ContAmtType_FUNDBASEDRENEWALCOMM = 11; 01807 const int ContAmtType_INITIALCHARGEPCT = 4; 01808 const int ContAmtType_EXITCHARGEAMT = 9; 01809 const int ContAmtType_EXIT_CHARGE = 10; 01810 const int ContAmtType_DILUTION_LEVY_AMOUNT = 7; 01811 const int ContAmtType_DILUTION_LEVY_PERCENT = 8; 01812 const int ContAmtType_DISCOUNT_AMOUNT = 5; 01813 const int ContAmtType_COMMISSION = 2; 01814 const int ContAmtType_INITIAL_CHARGE_PERCENT = 4; 01815 const int ContAmtType_DILUTIONLEVYAMT = 7; 01816 const int ContAmtType_DILUTION_LEVY = 8; 01817 const int ContAmtType_COMMISSION_AMOUNT = 1; 01818 const int ContAmtType_NET_SETTLEMENT_AMOUNT = 15; 01819 const int ContAmtType_EXITCHARGEPCT = 10; 01820 const int ContAmtType_COMMISSIONPCT = 2; 01821 const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION = 11; 01822 const int ContAmtType_DISCOUNT = 6; 01823 const int ContAmtType_FUNDBASEDRENEWALCOMMAMTORD = 13; 01824 const int ContAmtType_DISCOUNTPCT = 6; 01825 const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13 = 13; 01826 const int ContAmtType_EXIT_CHARGE_AMOUNT = 9; 01827 const int ContAmtType_INITIAL_CHARGE = 4; 01828 const int ContAmtType_EXIT_CHARGE_PERCENT = 10; 01829 const int ContAmtType_DISCOUNT_PERCENT = 6; 01830 const int ContAmtType_INITIALCHARGEAMT = 3; 01831 const int ContAmtType_DILUTIONLEVYPCT = 8; 01832 const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14 = 14; 01833 const int ContAmtType_FUNDBASEDRENEWALCOMMAMTPROJ = 14; 01834 const int ContAmtType_NETSETTLEMENTAMOUNT = 15; 01835 const int ContAmtType_PROJECTEDFUNDVALUE = 12; 01836 const int ContAmtType_DISCOUNTAMT = 5; 01837 const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT = 11; 01838 const int ContAmtType_COMMISSION_PERCENT = 2; 01839 const int ContAmtType_PROJECTED_FUND_VALUE = 12; 01840 const int ContAmtType_INITIAL_CHARGE_AMOUNT = 3; 01841 const char OrderCategory_IMPLIED_ORDER = '7'; 01842 const char OrderCategory_STREAMING_PRICE = '9'; 01843 const char OrderCategory_QUOTE_REQUEST = '6'; 01844 const char OrderCategory_CROSS_ORDER = '8'; 01845 const char OrderCategory_MULTILEG_ORDER = '4'; 01846 const char OrderCategory_PRIVATELY_NEGOTIATED_TRADE = '3'; 01847 const char OrderCategory_QUOTE = '2'; 01848 const char OrderCategory_ORDER = '1'; 01849 const char OrderCategory_LINKED_ORDER = '5'; 01850 const char AdvTransType_REPLACE[] = "R"; 01851 const char AdvTransType_NEW[] = "N"; 01852 const char AdvTransType_ADVCANCEL[] = "C"; 01853 const char AdvTransType_ADVREPLACE[] = "R"; 01854 const char AdvTransType_ADVNEW[] = "N"; 01855 const char AdvTransType_CANCEL[] = "C"; 01856 const char PublishTrdIndicator_NO = 'N'; 01857 const char PublishTrdIndicator_YES = 'Y'; 01858 const int SecurityResponseType_ACCPTSECPROPREV = 2; 01859 const int SecurityResponseType_SECLISTTYPESRET = 3; 01860 const int SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST = 4; 01861 const int SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST = 3; 01862 const int SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE = 2; 01863 const int SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS = 1; 01864 const int SecurityResponseType_ACCPTSECPROP = 1; 01865 const int SecurityResponseType_REJECT_SECURITY_PROPOSAL = 5; 01866 const int SecurityResponseType_SECLISTRET = 4; 01867 const int SecurityResponseType_REJSECPROP = 5; 01868 const int SecurityResponseType_CAN_NOT_MATCH_SELECTION_CRITERIA = 6; 01869 const int SecurityResponseType_CANNOT_MATCH_SELECTION_CRITERIA = 6; 01870 const int SecurityResponseType_NOMATCH = 6; 01871 const int SessionStatus_PASSWORD_EXPIRED = 8; 01872 const int SessionStatus_SESSION_LOGOUT_COMPLETE = 4; 01873 const int SessionStatus_INVALID_USERNAME_OR_PASSWORD = 5; 01874 const int SessionStatus_SESSION_ACTIVE = 0; 01875 const int SessionStatus_SESSION_PASSWORD_CHANGED = 1; 01876 const int SessionStatus_ACCOUNT_LOCKED = 6; 01877 const int SessionStatus_LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME = 7; 01878 const int SessionStatus_SESSION_PASSWORD_DUE_TO_EXPIRE = 2; 01879 const int SessionStatus_NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY = 3; 01880 const int AllocAccountType_JBO = 8; 01881 const int AllocAccountType_HOUSE_TRADER = 3; 01882 const int AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2; 01883 const int AllocAccountType_FLOOR_TRADER = 4; 01884 const int AllocAccountType_ACCOUNTISHOUSETRADERANDISCROSSMARGINED = 7; 01885 const int AllocAccountType_ACCOUNTISCARRIEDONCUSTOMERSIDEOFBOOKS = 1; 01886 const int AllocAccountType_JOINT_BACK_OFFICE_ACCOUNT = 8; 01887 const int AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKSANDISCROSSMARGINED = 6; 01888 const int AllocAccountType_HOUSETRADER = 3; 01889 const int AllocAccountType_FLOORTRADER = 4; 01890 const int AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6; 01891 const int AllocAccountType_ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS = 1; 01892 const int AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKS = 2; 01893 const int AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7; 01894 const char AllocTransType_REPLACE = '1'; 01895 const char AllocTransType_NEW = '0'; 01896 const char AllocTransType_CALCULATED = '4'; 01897 const char AllocTransType_PRELIMINARY = '3'; 01898 const char AllocTransType_CALCULATEDWITHOUTPRELIMINARY = '5'; 01899 const char AllocTransType_CANCEL = '2'; 01900 const char AllocTransType_REVERSAL = '6'; 01901 const char AllocTransType_CALCULATED_WITHOUT_PRELIMINARY = '5'; 01902 const int ExpirationQtyType_DIFFERENCE = 5; 01903 const int ExpirationQtyType_FINAL_WILL_BE_EXERCISED = 3; 01904 const int ExpirationQtyType_NON_AUTO_EXERCISE = 2; 01905 const int ExpirationQtyType_CONTRARY_INTENTION = 4; 01906 const int ExpirationQtyType_AUTO_EXERCISE = 1; 01907 const int AllocHandlInst_FORWARDMATCH = 3; 01908 const int AllocHandlInst_FORWARD_AND_MATCH = 3; 01909 const int AllocHandlInst_FORWARD = 2; 01910 const int AllocHandlInst_MATCH = 1; 01911 const int TradeRequestStatus_COMPLETED = 1; 01912 const int TradeRequestStatus_REJECTED = 2; 01913 const int TradeRequestStatus_ACCEPTED = 0; 01914 const char PreallocMethod_DO_NOT_PRO_RATA_DISCUSS_FIRST = '1'; 01915 const char PreallocMethod_PRO_RATA = '0'; 01916 const char PreallocMethod_DO_NOT_PRORATA_DISCUSS_FIRST = '1'; 01917 const char PreallocMethod_DO_NOT_PRO_RATA = '1'; 01918 const char PreallocMethod_PRORATA = '0'; 01919 const int TaxAdvantageType_ROTHIRANONPROTOTYPEUS = 25; 01920 const int TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTROLLOVERUS = 17; 01921 const int TaxAdvantageType_PROFITSHARINGPLANUS = 19; 01922 const int TaxAdvantageType_SELF_DIRECTED_IRA = 21; 01923 const int TaxAdvantageType_401 = 20; 01924 const int TaxAdvantageType_EMPLOYER_11 = 11; 01925 const int TaxAdvantageType_457US = 23; 01926 const int TaxAdvantageType_EMPLOYER_12 = 12; 01927 const int TaxAdvantageType_MINI_CASH_ISA = 3; 01928 const int TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA = 4; 01929 const int TaxAdvantageType_ROTH_CONVERSION_IRA_26 = 26; 01930 const int TaxAdvantageType_EMPLOYEE = 9; 01931 const int TaxAdvantageType_SELFDIRECTEDIRAUS = 21; 01932 const int TaxAdvantageType_403 = 22; 01933 const int TaxAdvantageType_NON_FUND_PROTOTYPE_IRA = 13; 01934 const int TaxAdvantageType_NONFUNDPROTOTYPEIRAUS = 13; 01935 const int TaxAdvantageType_ROTH_CONVERSION_IRA_27 = 27; 01936 const int TaxAdvantageType_ROTHCONVERSIONIRANONPROTOTYPEUS = 27; 01937 const int TaxAdvantageType_MINI_INSURANCE_ISA = 5; 01938 const int TaxAdvantageType_ROTHCONVERSIONIRAFUNDPROTOTYPEUS = 26; 01939 const int TaxAdvantageType_EDUCATIONIRAFUNDPROTOTYPEUS = 28; 01940 const int TaxAdvantageType_MAXIISAUK = 1; 01941 const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_ROLLOVER = 17; 01942 const int TaxAdvantageType_NONFUNDQUALIFIEDPLANUS = 14; 01943 const int TaxAdvantageType_EMPLOYER_CURRENT_YEAR = 12; 01944 const int TaxAdvantageType_PRIORYEARPAYMENTUS = 7; 01945 const int TaxAdvantageType_TESSAUK = 2; 01946 const int TaxAdvantageType_CURRENTYEARPAYMENTUS = 6; 01947 const int TaxAdvantageType_EDUCATIONIRANONPROTOTYPEUS = 29; 01948 const int TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTUS = 16; 01949 const int TaxAdvantageType_KEOGHUS = 18; 01950 const int TaxAdvantageType_EDUCATION_IRA_28 = 28; 01951 const int TaxAdvantageType_PROFIT_SHARING_PLAN = 19; 01952 const int TaxAdvantageType_NON_FUND_QUALIFIED_PLAN = 14; 01953 const int TaxAdvantageType_ROTHIRAFUNDPROTOTYPEUS = 24; 01954 const int TaxAdvantageType_EDUCATION_IRA_29 = 29; 01955 const int TaxAdvantageType_EMPLOYEE_10 = 10; 01956 const int TaxAdvantageType_EMPLOYEE_9 = 9; 01957 const int TaxAdvantageType_EMPLOYEE_CURRENT_YEAR = 10; 01958 const int TaxAdvantageType_MAXI_ISA = 1; 01959 const int TaxAdvantageType_MINIINSURANCEISAUK = 5; 01960 const int TaxAdvantageType_PRIOR_YEAR_PAYMENT = 7; 01961 const int TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN = 15; 01962 const int TaxAdvantageType_401K = 20; 01963 const int TaxAdvantageType_403BUS = 22; 01964 const int TaxAdvantageType_MINICASHISAUK = 3; 01965 const int TaxAdvantageType_ROTH_IRA_24 = 24; 01966 const int TaxAdvantageType_MINISTOCKSANDSHARESISAUK = 4; 01967 const int TaxAdvantageType_OTHER = 999; 01968 const int TaxAdvantageType_EMPLOYERCURRENTYEARUS = 12; 01969 const int TaxAdvantageType_ASSET_TRANSFER = 8; 01970 const int TaxAdvantageType_ROTH_IRA_25 = 25; 01971 const int TaxAdvantageType_KEOGH = 18; 01972 const int TaxAdvantageType_DEFINEDCONTRIBUTIONPLANUS = 15; 01973 const int TaxAdvantageType_401KUS = 20; 01974 const int TaxAdvantageType_TESSA = 2; 01975 const int TaxAdvantageType_NONE_NOT_APPLICABLE = 0; 01976 const int TaxAdvantageType_NONE = 0; 01977 const int TaxAdvantageType_457 = 23; 01978 const int TaxAdvantageType_EMPLOYEEPRIORYEARUS = 9; 01979 const int TaxAdvantageType_EMPLOYERPRIORYEARUS = 11; 01980 const int TaxAdvantageType_EMPLOYER = 11; 01981 const int TaxAdvantageType_EMPLOYEECURRENTYEARUS = 10; 01982 const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_16 = 16; 01983 const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT = 16; 01984 const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_17 = 17; 01985 const int TaxAdvantageType_CURRENT_YEAR_PAYMENT = 6; 01986 const int TaxAdvantageType_ASSETTRANSFERUS = 8; 01987 const char MessageEncoding_EUC_JP[] = "EUC-JP"; 01988 const char MessageEncoding_SHIFT_JIS[] = "SHIFT_JIS"; 01989 const char MessageEncoding_UTF_8[] = "UTF-8"; 01990 const char MessageEncoding_ISO_2022_JP[] = "ISO-2022-JP"; 01991 const char TimeInForce_GOOD_TILL_CROSSING = '5'; 01992 const char TimeInForce_FILL_OR_KILL = '4'; 01993 const char TimeInForce_GOOD_TILL_DATE = '6'; 01994 const char TimeInForce_ATTHEOPENING = '2'; 01995 const char TimeInForce_FILLORKILL = '4'; 01996 const char TimeInForce_GOODTILLDATE = '6'; 01997 const char TimeInForce_GOODTILLCANCEL = '1'; 01998 const char TimeInForce_ATTHECLOSE = '7'; 01999 const char TimeInForce_GOOD_TILL_CANCEL = '1'; 02000 const char TimeInForce_DAY = '0'; 02001 const char TimeInForce_AT_CROSSING = '9'; 02002 const char TimeInForce_IMMEDIATEORCANCEL = '3'; 02003 const char TimeInForce_IMMEDIATE_OR_CANCEL = '3'; 02004 const char TimeInForce_GOODTILLCROSSING = '5'; 02005 const char TimeInForce_GOOD_THROUGH_CROSSING = '8'; 02006 const char TimeInForce_AT_THE_CLOSE = '7'; 02007 const char TimeInForce_AT_THE_OPENING = '2'; 02008 const char IOIQualifier_AON = 'A'; 02009 const char IOIQualifier_THROUGH_THE_DAY = 'T'; 02010 const char IOIQualifier_INDIDCATION = 'W'; 02011 const char IOIQualifier_MOC = 'B'; 02012 const char IOIQualifier_READYTRADE = 'R'; 02013 const char IOIQualifier_ATMID = 'Y'; 02014 const char IOIQualifier_INDWRKAWAY = 'W'; 02015 const char IOIQualifier_AT_THE_MARKET = 'Q'; 02016 const char IOIQualifier_AT_THE_MIDPOINT = 'Y'; 02017 const char IOIQualifier_CROSSING_OPPORTUNITY = 'X'; 02018 const char IOIQualifier_CURRENT_QUOTE = 'Q'; 02019 const char IOIQualifier_IN_TOUCH_WITH = 'I'; 02020 const char IOIQualifier_ALL_OR_NONE = 'A'; 02021 const char IOIQualifier_THROUGHDAY = 'T'; 02022 const char IOIQualifier_TAKING_A_POSITION = 'P'; 02023 const char IOIQualifier_AT_THE_OPEN = 'O'; 02024 const char IOIQualifier_TAKEPOSITION = 'P'; 02025 const char IOIQualifier_PORTFOLIO_SHOW_N = 'S'; 02026 const char IOIQualifier_INTOUCH = 'I'; 02027 const char IOIQualifier_MOREBEHIND = 'M'; 02028 const char IOIQualifier_ATMARKET = 'Q'; 02029 const char IOIQualifier_CROSSOPP = 'X'; 02030 const char IOIQualifier_PREOPEN = 'Z'; 02031 const char IOIQualifier_ATCLOSE = 'C'; 02032 const char IOIQualifier_MARKET_ON_CLOSE = 'B'; 02033 const char IOIQualifier_VERSUS = 'V'; 02034 const char IOIQualifier_LIMIT = 'L'; 02035 const char IOIQualifier_PORTFOLIO_SHOWN = 'S'; 02036 const char IOIQualifier_READY_TO_TRADE = 'R'; 02037 const char IOIQualifier_PRE_OPEN = 'Z'; 02038 const char IOIQualifier_INDICATION = 'W'; 02039 const char IOIQualifier_MORE_BEHIND = 'M'; 02040 const char IOIQualifier_ATOPEN = 'O'; 02041 const char IOIQualifier_VWAP = 'D'; 02042 const char IOIQualifier_PORTSHOW = 'S'; 02043 const char IOIQualifier_AT_THE_CLOSE = 'C'; 02044 const int StrikePriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY = 4; 02045 const int StrikePriceBoundaryMethod_GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY = 5; 02046 const int StrikePriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY = 2; 02047 const int StrikePriceBoundaryMethod_LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY = 1; 02048 const int StrikePriceBoundaryMethod_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY = 3; 02049 const char MiscFeeType_CONVERSION[] = "11"; 02050 const char MiscFeeType_CONSUMPTION_TAX[] = "9"; 02051 const char MiscFeeType_LOCAL_COMMISSION[] = "3"; 02052 const char MiscFeeType_TAX[] = "2"; 02053 const char MiscFeeType_LOCALCOMM[] = "3"; 02054 const char MiscFeeType_MARKUP[] = "8"; 02055 const char MiscFeeType_SECURITY_LENDING[] = "14"; 02056 const char MiscFeeType_PER_TRANSACTION[] = "10"; 02057 const char MiscFeeType_REGULATORY[] = "1"; 02058 const char MiscFeeType_EXCHFEE[] = "4"; 02059 const char MiscFeeType_CONSUMPTION[] = "9"; 02060 const char MiscFeeType_STAMP[] = "5"; 02061 const char MiscFeeType_TRANSFER_FEE[] = "13"; 02062 const char MiscFeeType_AGENT[] = "12"; 02063 const char MiscFeeType_OTHER[] = "7"; 02064 const char MiscFeeType_TRANSACTION[] = "10"; 02065 const char MiscFeeType_REG[] = "1"; 02066 const char MiscFeeType_EXCHANGE_FEES[] = "4"; 02067 const char MiscFeeType_LEVY[] = "6"; 02068 const char SecurityIDSource_CLEARING_HOUSE[] = "H"; 02069 const char SecurityIDSource_OPTION_PRICE_REPORTING_AUTHORITY[] = "J"; 02070 const char SecurityIDSource_EXCHANGE_SYMBOL[] = "8"; 02071 const char SecurityIDSource_SICOVAM[] = "E"; 02072 const char SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION[] = "I"; 02073 const char SecurityIDSource_ISDA_FPML_PRODUCT_URL[] = "K"; 02074 const char SecurityIDSource_RIC[] = "5"; 02075 const char SecurityIDSource_CLEARINGHOUSE[] = "H"; 02076 const char SecurityIDSource_FPML[] = "I"; 02077 const char SecurityIDSource_RIC_CODE[] = "5"; 02078 const char SecurityIDSource_ISOCURR[] = "6"; 02079 const char SecurityIDSource_ISO_CURRENCY_CODE[] = "6"; 02080 const char SecurityIDSource_COMMON[] = "G"; 02081 const char SecurityIDSource_VALOREN[] = "D"; 02082 const char SecurityIDSource_BELGIAN[] = "F"; 02083 const char SecurityIDSource_CTA[] = "9"; 02084 const char SecurityIDSource_ISIN_NUMBER[] = "4"; 02085 const char SecurityIDSource_ISIN[] = "4"; 02086 const char SecurityIDSource_ISOCOUNTRY[] = "7"; 02087 const char SecurityIDSource_SEDOL[] = "2"; 02088 const char SecurityIDSource_ISO_COUNTRY_CODE[] = "7"; 02089 const char SecurityIDSource_LETTER_OF_CREDIT[] = "L"; 02090 const char SecurityIDSource_BLOOMBERG_SYMBOL[] = "A"; 02091 const char SecurityIDSource_BLMBRG[] = "A"; 02092 const char SecurityIDSource_OPTIONPRICEREPORTINGAUTHORITY[] = "J"; 02093 const char SecurityIDSource_WERTPAPIER[] = "B"; 02094 const char SecurityIDSource_MARKETPLACE_ASSIGNED_IDENTIFIER[] = "M"; 02095 const char SecurityIDSource_EXCHSYMB[] = "8"; 02096 const char SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION[] = "9"; 02097 const char SecurityIDSource_DUTCH[] = "C"; 02098 const char SecurityIDSource_QUIK[] = "3"; 02099 const char SecurityIDSource_CUSIP[] = "1"; 02100 const int NewsRefType_OTHER_LANGUAGE = 1; 02101 const int NewsRefType_COMPLIMENTARY = 2; 02102 const int NewsRefType_REPLACEMENT = 0; 02103 const char TriggerOrderType_LIMIT = '2'; 02104 const char TriggerOrderType_MARKET = '1'; 02105 const int CrossType_CROSS_AON = 1; 02106 const int CrossType_CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE_ONE_SIDE_OF_THE_CROSS_IS_FULLY_EXECUTED = 3; 02107 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; 02108 const int CrossType_CROSSAON = 1; 02109 const int CrossType_CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE = 4; 02110 const int CrossType_CROSS_ONE_SIDE = 3; 02111 const int CrossType_CROSS_SAME_PRICE = 4; 02112 const int CrossType_CROSSSAMEPRICE = 4; 02113 const int CrossType_CROSS_IOC = 2; 02114 const int CrossType_CROSSIOC = 2; 02115 const int CrossType_CROSSONESIDE = 3; 02116 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; 02117 const char OpenCloseSettleFlag_SESSION_OPEN = '1'; 02118 const char OpenCloseSettleFlag_DAILY_OPEN = '0'; 02119 const char OpenCloseSettleFlag_EXPECTED_PRICE = '3'; 02120 const char OpenCloseSettleFlag_PRICE_FROM_PREVIOUS_BUSINESS_DAY = '4'; 02121 const char OpenCloseSettleFlag_DELIVERY_SETTLEMENT_PRICE = '2'; 02122 const int MDBookType_PRICE_DEPTH = 2; 02123 const int MDBookType_ORDER_DEPTH = 3; 02124 const int MDBookType_TOP_OF_BOOK = 1; 02125 const char BasisPxType_VWAPAFT = '8'; 02126 const char BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI = '9'; 02127 const char BasisPxType_VWAP_THROUGH_A_MORNING_SESSION = '7'; 02128 const char BasisPxType_CLOSING_PRICE = '3'; 02129 const char BasisPxType_VWAP_THROUGH_A_DAY = '6'; 02130 const char BasisPxType_CLOSING_PRICE_AT_MORNINGN_SESSION = '2'; 02131 const char BasisPxType_VWAPDAY = '6'; 02132 const char BasisPxType_VWAPMORNXYORI = 'A'; 02133 const char BasisPxType_VWAPMORN = '7'; 02134 const char BasisPxType_VWAPDAYXYORI = '9'; 02135 const char BasisPxType_OTHERS = 'Z'; 02136 const char BasisPxType_OPEN = 'D'; 02137 const char BasisPxType_CURRPX = '4'; 02138 const char BasisPxType_VWAPAFTXYORI = 'B'; 02139 const char BasisPxType_CLOSING_PRICE_AT_MORNING_SESSION = '2'; 02140 const char BasisPxType_CLSPXMORN = '2'; 02141 const char BasisPxType_CURRENT_PRICE = '4'; 02142 const char BasisPxType_SQ = '5'; 02143 const char BasisPxType_CLSPX = '3'; 02144 const char BasisPxType_STRIKE = 'C'; 02145 const char BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI = 'B'; 02146 const char BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI = 'A'; 02147 const char BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION = '8'; 02148 const int ComplexEventType_ROLLING_BARRIER = 9; 02149 const int ComplexEventType_UNDERLYING = 7; 02150 const int ComplexEventType_KNOCK_OUT_UP = 5; 02151 const int ComplexEventType_KNOCK_IN_UP = 3; 02152 const int ComplexEventType_KOCK_IN_DOWN = 4; 02153 const int ComplexEventType_TRIGGER = 2; 02154 const int ComplexEventType_RESET_BARRIER = 8; 02155 const int ComplexEventType_CAPPED = 1; 02156 const int ComplexEventType_KNOCK_OUT_DOWN = 6; 02157 const int MassActionResponse_REJECTED = 0; 02158 const int MassActionResponse_ACCEPTED = 1; 02159 const int SecurityRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 9; 02160 const int SecurityRequestType_REQUEST_LIST_SECURITY_TYPES = 2; 02161 const int SecurityRequestType_REQSECIDPROV = 1; 02162 const int SecurityRequestType_REQUEST_LIST_SECURITIES = 3; 02163 const int SecurityRequestType_REQSECID = 0; 02164 const int SecurityRequestType_SYMBOL = 4; 02165 const int SecurityRequestType_SECURITYTYPE_AND_OR_CFICODE = 5; 02166 const int SecurityRequestType_REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED = 1; 02167 const int SecurityRequestType_REQSECLIST = 3; 02168 const int SecurityRequestType_TRADINGSESSIONID = 7; 02169 const int SecurityRequestType_PRODUCT = 6; 02170 const int SecurityRequestType_ALL_SECURITIES = 8; 02171 const int SecurityRequestType_REQSECLISTTYPES = 2; 02172 const int SecurityRequestType_REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS = 0; 02173 const int ListRejectReason_EXCHANGE_CLOSED = 2; 02174 const int ListRejectReason_UNKNOWN_ORDER = 5; 02175 const int ListRejectReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11; 02176 const int ListRejectReason_DUPLICATE_ORDER = 6; 02177 const int ListRejectReason_TOO_LATE_TO_ENTER = 4; 02178 const int ListRejectReason_OTHER = 99; 02179 const int ListRejectReason_BROKER = 0; 02180 const char DeskType_PROPRIETARY[] = "PR"; 02181 const char DeskType_ARBITRAGE[] = "AR"; 02182 const char DeskType_TRADING[] = "T"; 02183 const char DeskType_DERIVATIVES[] = "D"; 02184 const char DeskType_SALES[] = "S"; 02185 const char DeskType_INSTITUTIONAL[] = "IS"; 02186 const char DeskType_INTERNATIONAL[] = "IN"; 02187 const char DeskType_AGENCY[] = "A"; 02188 const char DeskType_PREFERRED_TRADING[] = "PF"; 02189 const char DeskType_OTHER[] = "O"; 02190 const char DeskType_PROGRAM_TRADING[] = "PT"; 02191 const char SettlType_T4[] = "5"; 02192 const char SettlType_T5[] = "8"; 02193 const char SettlType_WHEN_AND_IF_ISSUED[] = "7"; 02194 const char SettlType_NEXTDAY[] = "2"; 02195 const char SettlType_FUTURE[] = "6"; 02196 const char SettlType_T_PLUS_2[] = "3"; 02197 const char SettlType_SELLERS_OPTION[] = "8"; 02198 const char SettlType_BROKEN_DATE[] = "B"; 02199 const char SettlType_T_PLUS_3[] = "4"; 02200 const char SettlType_T_PLUS_4[] = "5"; 02201 const char SettlType_REGULAR[] = "0"; 02202 const char SettlType_NEXT_DAY[] = "2"; 02203 const char SettlType_T_PLUS_5[] = "9"; 02204 const char SettlType_FX_SPOT_NEXT_SETTLEMENT[] = "C"; 02205 const char SettlType_T1[] = "9"; 02206 const char SettlType_WHENISSUED[] = "7"; 02207 const char SettlType_T2[] = "3"; 02208 const char SettlType_T3[] = "4"; 02209 const char SettlType_CASH[] = "1"; 02210 const char OpenClose_CLOSE = 'C'; 02211 const char OpenClose_OPEN = 'O'; 02212 const int ContractMultiplierUnit_SHARES = 0; 02213 const int ContractMultiplierUnit_HOURS = 1; 02214 const int ContractMultiplierUnit_DAYS = 2; 02215 const int TrdType_VOLUME_WEIGHTED_AVERAGE_TRADE = 51; 02216 const int TrdType_LATE_TRADE = 4; 02217 const int TrdType_FUTURES_LARGE_ORDER_EXECUTION = 17; 02218 const int TrdType_EXCHANGE_OF_FUTURES_FOR_FUTURES = 18; 02219 const int TrdType_SPECIAL_EX_CAPITAL_REPAYMENTS = 35; 02220 const int TrdType_BLOCK_TRADE_38 = 38; 02221 const int TrdType_DELTA_NEUTRAL_TRANSACTION = 46; 02222 const int TrdType_CASH_SETTLEMENT = 29; 02223 const int TrdType_SPECIAL_CUM_CAPITAL_REPAYMENTS = 34; 02224 const int TrdType_SPECIAL_CUM_BONUS = 36; 02225 const int TrdType_BLOCK_TRADES = 40; 02226 const int TrdType_ALL_OR_NONE = 16; 02227 const int TrdType_OPTION_EXERCISE = 45; 02228 const int TrdType_FINANCING_TRANSACTION = 47; 02229 const int TrdType_TRANSFER = 3; 02230 const int TrdType_REGULAR_TRADE = 0; 02231 const int TrdType_TRADING_AT_SETTLEMENT = 15; 02232 const int TrdType_SPECIAL_EX_DIVIDEND = 26; 02233 const int TrdType_SPECIAL_EX_COUPON = 28; 02234 const int TrdType_SPECIAL_PRICE = 30; 02235 const int TrdType_SPECIAL_CUM_RIGHTS = 32; 02236 const int TrdType_SPECIAL_EX_BONUS = 37; 02237 const int TrdType_BLOCKTRADE = 1; 02238 const int TrdType_EXCHANGE_GRANTED_TRADE = 52; 02239 const int TrdType_EXCHANGE_BASIS_FACILITY = 55; 02240 const int TrdType_BLOCK_TRADE_1 = 1; 02241 const int TrdType_LATE_BUNCHED_TRADE = 8; 02242 const int TrdType_ERROR_TRADE = 24; 02243 const int TrdType_NAME_CHANGE = 41; 02244 const int TrdType_LATEBUNCHEDTRADE = 8; 02245 const int TrdType_EFP = 2; 02246 const int TrdType_NON_STANDARD_SETTLEMENT = 48; 02247 const int TrdType_PRIOR_REFERENCE_PRICE_TRADE = 9; 02248 const int TrdType_EXCHANGE_FOR_RISK = 11; 02249 const int TrdType_EXCHANGE_FOR_SWAP = 12; 02250 const int TrdType_EXCHANGE_OF_FUTURES_FOR = 13; 02251 const int TrdType_OPTION_INTERIM_TRADE = 19; 02252 const int TrdType_PRIVATELY_NEGOTIATED_TRADES = 22; 02253 const int TrdType_SUBSTITUTION_OF_FUTURES_FOR_FORWARDS = 23; 02254 const int TrdType_SPECIAL_CUM_DIVIDEND = 25; 02255 const int TrdType_GUARANTEED_DELIVERY = 31; 02256 const int TrdType_PROROGATION_SELL = 44; 02257 const int TrdType_WEIGHTEDAVERAGEPRICETRADE = 6; 02258 const int TrdType_PORTFOLIO_TRADE = 50; 02259 const int TrdType_WEIGHTED_AVERAGE_PRICE_TRADE = 6; 02260 const int TrdType_WORKED_PRINCIPAL_TRADE = 39; 02261 const int TrdType_PORTFOLIO_TRANSFER = 42; 02262 const int TrdType_T_TRADE = 5; 02263 const int TrdType_EXCHANGE_OF_OPTIONS_FOR_OPTIONS = 14; 02264 const int TrdType_SPECIAL_CUM_COUPON = 27; 02265 const int TrdType_BUNCHEDTRADE = 7; 02266 const int TrdType_TTRADE = 5; 02267 const int TrdType_OTC = 54; 02268 const int TrdType_AFTER_HOURS_TRADE = 10; 02269 const int TrdType_PRIORREFERENCEPRICETRADE = 9; 02270 const int TrdType_AFTERHOURSTRADE = 10; 02271 const int TrdType_DERIVATIVE_RELATED_TRANSACTION = 49; 02272 const int TrdType_REPURCHASE_AGREEMENT = 53; 02273 const int TrdType_SPECIAL_EX_RIGHTS = 33; 02274 const int TrdType_PROROGATION_BUY = 43; 02275 const int TrdType_BUNCHED_TRADE = 7; 02276 const int TrdType_OPTION_CABINET_TRADE = 20; 02277 const int TrdType_LATETRADE = 4; 02278 const int TrdType_REGULARTRADE = 0; 02279 const char RestructuringType_MODIFIED_MOD_RESTRUCTURING[] = "MM"; 02280 const char RestructuringType_FULL_RESTRUCTURING[] = "FR"; 02281 const char RestructuringType_NO_RESTRUCTURING_SPECIFIED[] = "XR"; 02282 const char RestructuringType_MODIFIED_RESTRUCTURING[] = "MR"; 02283 const int ProgRptReqs_SELLSIDE = 2; 02284 const int ProgRptReqs_REALTIME = 3; 02285 const int ProgRptReqs_REAL_TIME_EXECUTION_REPORTS = 3; 02286 const int ProgRptReqs_BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST = 1; 02287 const int ProgRptReqs_SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD = 2; 02288 const int ProgRptReqs_BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST = 1; 02289 const int ProgRptReqs_BUYSIDE = 1; 02290 const int ProgRptReqs_SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD = 2; 02291 const char TradingSessionID_EVENING[] = "5"; 02292 const char TradingSessionID_AFTER_HOURS[] = "6"; 02293 const char TradingSessionID_HALFDAY[] = "2"; 02294 const char TradingSessionID_DAY[] = "1"; 02295 const char TradingSessionID_MORNING[] = "3"; 02296 const char TradingSessionID_AFTERNOON[] = "4"; 02297 const int ListOrderStatus_RECVFOREXEC = 2; 02298 const int ListOrderStatus_CXL = 4; 02299 const int ListOrderStatus_REJ = 7; 02300 const int ListOrderStatus_CANCELING = 4; 02301 const int ListOrderStatus_REJECT = 7; 02302 const int ListOrderStatus_ALL_DONE = 6; 02303 const int ListOrderStatus_INBIDPROC = 1; 02304 const int ListOrderStatus_ALLDONE = 6; 02305 const int ListOrderStatus_IN_BIDDING_PROCESS = 1; 02306 const int ListOrderStatus_RECEIVED_FOR_EXECUTION = 2; 02307 const int ListOrderStatus_ALERT = 5; 02308 const int ListOrderStatus_RECEIVEDFOREXECUTION = 2; 02309 const int ListOrderStatus_INBIDDINGPROCESS = 1; 02310 const int ListOrderStatus_EXEC = 3; 02311 const int ListOrderStatus_CANCELLING = 4; 02312 const int ListOrderStatus_EXECUTING = 3; 02313 const char RegistStatus_REJECT = 'R'; 02314 const char RegistStatus_REMINDER_IE_REGISTRATION_INSTRUCTIONS_ARE_STILL_OUTSTANDING = 'N'; 02315 const char RegistStatus_REJECTED = 'R'; 02316 const char RegistStatus_ACCEPTED = 'A'; 02317 const char RegistStatus_REMINDER = 'N'; 02318 const char RegistStatus_HELD = 'H'; 02319 const char RegistStatus_ACCEPT = 'A'; 02320 const int UnderlyingPriceDeterminationMethod_OPTIMAL_VALUE = 3; 02321 const int UnderlyingPriceDeterminationMethod_SPECIAL_REFERENCE = 2; 02322 const int UnderlyingPriceDeterminationMethod_AVERAGE_VALUE = 4; 02323 const int UnderlyingPriceDeterminationMethod_REGULAR = 1; 02324 const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY = '1'; 02325 const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY_GROUP = 'A'; 02326 const char MassCancelRequestType_CXLORDERSSECURITYTYPE = '5'; 02327 const char MassCancelRequestType_CXLORDERSUNDERLYINGSECURITY = '2'; 02328 const char MassCancelRequestType_CXLORDERSTRDSESSION = '6'; 02329 const char MassCancelRequestType_CXLALLORDERS = '7'; 02330 const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET = '8'; 02331 const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT = '9'; 02332 const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5'; 02333 const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6'; 02334 const char MassCancelRequestType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 'C'; 02335 const char MassCancelRequestType_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2'; 02336 const char MassCancelRequestType_CXLORDERSSECURITY = '1'; 02337 const char MassCancelRequestType_CXLORDERSPRODUCT = '3'; 02338 const char MassCancelRequestType_CANCEL_ALL_ORDERS = '7'; 02339 const char MassCancelRequestType_CANCEL_FOR_SECURITY_ISSUER = 'B'; 02340 const char MassCancelRequestType_CXLORDERSCFICODE = '4'; 02341 const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_PRODUCT = '3'; 02342 const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_CFICODE = '4'; 02343 const int DerivativeSecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 8; 02344 const int DerivativeSecurityListRequestType_UNDELYINGSYMBOL = 5; 02345 const int DerivativeSecurityListRequestType_UNDERLYING_PRODUCT = 7; 02346 const int DerivativeSecurityListRequestType_UNDERLYING_SECURITYTYPE_AND_OR_CFICODE = 6; 02347 const int DerivativeSecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE = 1; 02348 const int DerivativeSecurityListRequestType_SYMBOL = 0; 02349 const int DerivativeSecurityListRequestType_TRADINGSESSIONID = 3; 02350 const int DerivativeSecurityListRequestType_ALL_SECURITIES = 4; 02351 const int DerivativeSecurityListRequestType_PRODUCT = 2; 02352 const char CxlRejResponseTo_ORDCXLREPREQ = '2'; 02353 const char CxlRejResponseTo_ORDER_CANCEL_REQUEST = '1'; 02354 const char CxlRejResponseTo_ORDER_CANCEL_REPLACE_REQUEST = '2'; 02355 const char CxlRejResponseTo_ORDCXLREQ = '1'; 02356 const int QuoteCancelType_CANCEL_BY_QUOTETYPE = 6; 02357 const int QuoteCancelType_CANCEL_FOR_ONE_OR_MORE_SECURITIES = 1; 02358 const int QuoteCancelType_CANCEL_QUOTE_SPECIFIED_IN_QUOTEID = 5; 02359 const int QuoteCancelType_CANCEL_FOR_UNDERLYING_SYMBOL = 3; 02360 const int QuoteCancelType_CXLUNDER = 3; 02361 const int QuoteCancelType_CANCEL_ALL_QUOTES = 4; 02362 const int QuoteCancelType_CXLSYM = 1; 02363 const int QuoteCancelType_CANCEL_FOR_UNDERLYING_SECURITY = 3; 02364 const int QuoteCancelType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 8; 02365 const int QuoteCancelType_CANCEL_FOR_SECURITY_ISSUER = 7; 02366 const int QuoteCancelType_CXLSECTYPE = 2; 02367 const int QuoteCancelType_CANCEL_FOR_ALL_QUOTES = 4; 02368 const int QuoteCancelType_CXLALL = 4; 02369 const int QuoteCancelType_CANCEL_FOR_SECURITY_TYPE = 2; 02370 const int QuoteCancelType_CANCEL_FOR_SYMBOL = 1; 02371 const char StipulationType_POOLS_PER_LOT[] = "PPL"; 02372 const char StipulationType_MAXIMUM_LOAN_BALANCE[] = "MAXBAL"; 02373 const char StipulationType_CONSTANTPREPAYMENTYIELD[] = "CPY"; 02374 const char StipulationType_CUSTOM_START_END_DATE[] = "CUSTOMDATE"; 02375 const char StipulationType_CALL_PROTECTION[] = "PROTECT"; 02376 const char StipulationType_MATURITYYEARANDMONTH[] = "MAT"; 02377 const char StipulationType_FINALCPROFHOMEEQUITYPREPAYMENTCURVE[] = "HEP"; 02378 const char StipulationType_MATURITYRANGE[] = "MATURITY"; 02379 const char StipulationType_COUPON_RANGE[] = "COUPON"; 02380 const char StipulationType_PERCENTOFBMAPREPAYMENTCURVE[] = "PSA"; 02381 const char StipulationType_SUBSTITUTIONSLEFTREPO[] = "SUBSLEFT"; 02382 const char StipulationType_LOOKBACKDAYS[] = "LOOKBACK"; 02383 const char StipulationType_CALLPROTECTION[] = "PROTECT"; 02384 const char StipulationType_MAXIMUMSUBSTITUTIONSREPO[] = "MAXSUBS"; 02385 const char StipulationType_YEARORYEARMONTHOFISSUE[] = "ISSUE"; 02386 const char StipulationType_CONSTANTPREPAYMENTRATE[] = "CPR"; 02387 const char StipulationType_ISSUE_SIZE_RANGE[] = "ISSUESIZE"; 02388 const char StipulationType_WEIGHTEDAVERAGEMATURITY[] = "WAM"; 02389 const char StipulationType_CONSTANT_PREPAYMENT_RATE[] = "CPR"; 02390 const char StipulationType_PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE[] = "MHP"; 02391 const char StipulationType_POOLSMINIMUM[] = "PMIN"; 02392 const char StipulationType_FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE[] = "HEP"; 02393 const char StipulationType_BROKERS_SALES_CREDIT[] = "BROKERCREDIT"; 02394 const char StipulationType_ORDER_QUANTITY_INCREMENT[] = "ORDRINCR"; 02395 const char StipulationType_REFERENCE_TO_ROLLING_OR_CLOSING_TRADE[] = "REFTRADE"; 02396 const char StipulationType_AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET[] = "AVAILQTY"; 02397 const char StipulationType_ISSUERS_TICKER[] = "ISSUER"; 02398 const char StipulationType_ISOCURRENCYCODE[] = "CURRENCY"; 02399 const char StipulationType_THE_MINIMUM_RESIDUAL_OFFER_QUANTITY[] = "LEAVEQTY"; 02400 const char StipulationType_DISCOUNT_RATE[] = "DISCOUNT"; 02401 const char StipulationType_VALUATIONDISCOUNT[] = "HAIRCUT"; 02402 const char StipulationType_SINGLE_MONTHLY_MORTALITY[] = "SMM"; 02403 const char StipulationType_LOT_VARIANCE[] = "LOTVAR"; 02404 const char StipulationType_PERCENTOFMANUFACTUREDHOUSINGPREPAYMENTCURVE[] = "MHP"; 02405 const char StipulationType_FREEFORMTEXT[] = "TEXT"; 02406 const char StipulationType_WHOLE_POOL[] = "WHOLE"; 02407 const char StipulationType_GEOGRAPHICS_AND_RANGE[] = "GEOG"; 02408 const char StipulationType_INTEREST_OF_ROLLING_OR_CLOSING_TRADE[] = "REFINT"; 02409 const char StipulationType_TRADEVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED[] = "TRDVAR"; 02410 const char StipulationType_FREEFORM_TEXT[] = "TEXT"; 02411 const char StipulationType_RATING_SOURCE_AND_RANGE[] = "RATING"; 02412 const char StipulationType_OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS[] = "INTERNALQTY"; 02413 const char StipulationType_OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS[] = "INTERNALPX"; 02414 const char StipulationType_NUMBER_OF_PIECES[] = "PIECES"; 02415 const char StipulationType_MINIMUM_INCREMENT[] = "MININCR"; 02416 const char StipulationType_PRODUCTIONYEAR[] = "PROD"; 02417 const char StipulationType_WEIGHTED_AVERAGE_MATURITY[] = "WAM"; 02418 const char StipulationType_GEOGRAPHICS[] = "GEOG"; 02419 const char StipulationType_MINIMUMQUANTITY[] = "MINQTY"; 02420 const char StipulationType_POOL_IDENTIFIER[] = "POOL"; 02421 const char StipulationType_MATURITY_YEAR_AND_MONTH[] = "MAT"; 02422 const char StipulationType_PRICINGFREQUENCY[] = "PRICEFREQ"; 02423 const char StipulationType_SECURITYTYPEINCLUDEDOREXCLUDED[] = "SECTYPE"; 02424 const char StipulationType_EXPLICITLOTIDENTIFIER[] = "LOT"; 02425 const char StipulationType_MAXIMUM_SUBSTITUTIONS[] = "MAXSUBS"; 02426 const char StipulationType_PRIMARY_OR_SECONDARY_MARKET_INDICATOR[] = "PRIMARY"; 02427 const char StipulationType_WEIGHTEDAVERAGELOANAGE[] = "WALA"; 02428 const char StipulationType_BENCHMARK_PRICE_SOURCE[] = "PXSOURCE"; 02429 const char StipulationType_MINIMUMDENOMINATION[] = "MINDNOM"; 02430 const char StipulationType_YEAR_OR_YEAR_MONTH_OF_ISSUE[] = "ISSUE"; 02431 const char StipulationType_PAYMENTFREQUENCYCALENDAR[] = "PAYFREQ"; 02432 const char StipulationType_POOLS_MAXIMUM[] = "PMAX"; 02433 const char StipulationType_SUBSTITUTIONS_FREQUENCY[] = "SUBSFREQ"; 02434 const char StipulationType_BENCHMARKPRICESOURCE[] = "PXSOURCE"; 02435 const char StipulationType_ABSOLUTEPREPAYMENTSPEED[] = "ABS"; 02436 const char StipulationType_BANKQUALIFIED[] = "BANKQUAL"; 02437 const char StipulationType_YIELDRANGE[] = "YIELD"; 02438 const char StipulationType_BARGAINCONDITIONS[] = "BGNCON"; 02439 const char StipulationType_MONTHLYPREPAYMENTRATE[] = "MPR"; 02440 const char StipulationType_POOLSPERLOT[] = "PPL"; 02441 const char StipulationType_CONSTANT_PREPAYMENT_YIELD[] = "CPY"; 02442 const char StipulationType_MINIMUM_DENOMINATION[] = "MINDNOM"; 02443 const char StipulationType_ALTERNATIVE_MINIMUM_TAX[] = "AMT"; 02444 const char StipulationType_CUSTOMSTARTENDDATE[] = "CUSTOMDATE"; 02445 const char StipulationType_TYPEOFREDEMPTIONVALUESARE[] = "REDEMPTION"; 02446 const char StipulationType_PERCENT_OF_BMA_PREPAYMENT_CURVE[] = "PSA"; 02447 const char StipulationType_NUMBEROFPIECES[] = "PIECES"; 02448 const char StipulationType_AMT[] = "AMT"; 02449 const char StipulationType_CONSTANTPREPAYMENTPENALTY[] = "CPP"; 02450 const char StipulationType_MAXIMUM_ORDER_SIZE[] = "MAXORDQTY"; 02451 const char StipulationType_AUTOREINVESTMENTATRATEORBETTER[] = "AUTOREINV"; 02452 const char StipulationType_BARGAIN_CONDITIONS[] = "BGNCON"; 02453 const char StipulationType_GEOGRAPHICSANDRANGE[] = "GEOG"; 02454 const char StipulationType_LOTVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED[] = "LOTVAR"; 02455 const char StipulationType_TYPE_OF_ROLL_TRADE[] = "ROLLTYPE"; 02456 const char StipulationType_PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE[] = "REFPRIN"; 02457 const char StipulationType_PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE[] = "PPC"; 02458 const char StipulationType_WEIGHTED_AVERAGE_COUPON[] = "WAC"; 02459 const char StipulationType_AUTO_REINVESTMENT_AT_RATE_OR_BETTER[] = "AUTOREINV"; 02460 const char StipulationType_STRUCTURE[] = "STRUCT"; 02461 const char StipulationType_WHOLEPOOL[] = "WHOLE"; 02462 const char StipulationType_MARKET_SECTOR[] = "SECTOR"; 02463 const char StipulationType_MATURITY_RANGE[] = "MATURITY"; 02464 const char StipulationType_SECURITY_TYPE_INCLUDED_OR_EXCLUDED[] = "SECTYPE"; 02465 const char StipulationType_POOLSPERMILLION[] = "PPM"; 02466 const char StipulationType_TRADE_VARIANCE[] = "TRDVAR"; 02467 const char StipulationType_ISSUERSTICKER[] = "ISSUER"; 02468 const char StipulationType_PRICERANGE[] = "PRICE"; 02469 const char StipulationType_LOOKBACK_DAYS[] = "LOOKBACK"; 02470 const char StipulationType_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE[] = "MHP"; 02471 const char StipulationType_POOLS_PER_MILLION[] = "PPM"; 02472 const char StipulationType_MINIMUMINCREMENT[] = "MININCR"; 02473 const char StipulationType_MATURITY_YEAR[] = "MAT"; 02474 const char StipulationType_RATINGSOURCEANDRANGE[] = "RATING"; 02475 const char StipulationType_AVERAGE_LOAN_SIZE[] = "AVSIZE"; 02476 const char StipulationType_PURPOSE[] = "PURPOSE"; 02477 const char StipulationType_ISO_CURRENCY_CODE[] = "CURRENCY"; 02478 const char StipulationType_RESTRICTED[] = "RESTRICTED"; 02479 const char StipulationType_BROKER_SALES_CREDIT_OVERRIDE[] = "SALESCREDITOVR"; 02480 const char StipulationType_WEIGHTED_AVERAGE_LIFE_COUPON[] = "WAL"; 02481 const char StipulationType_WEIGHTEDAVERAGECOUPON[] = "WAC"; 02482 const char StipulationType_OF_PROSPECTUS_PREPAYMENT_CURVE[] = "PPC"; 02483 const char StipulationType_ISSUESIZERANGE[] = "ISSUESIZE"; 02484 const char StipulationType_YEAR_OF_ISSUE[] = "ISSUE"; 02485 const char StipulationType_WEIGHTEDAVERAGELIFECOUPON[] = "WAL"; 02486 const char StipulationType_PAYMENT_FREQUENCY_CALENDAR[] = "PAYFREQ"; 02487 const char StipulationType_TRADERS_CREDIT[] = "TRADERCREDIT"; 02488 const char StipulationType_MINIMUM_QUANTITY[] = "MINQTY"; 02489 const char StipulationType_SUBSTITUTIONS_LEFT[] = "SUBSLEFT"; 02490 const char StipulationType_POOLS_PER_TRADE[] = "PPT"; 02491 const char StipulationType_TYPE_OF_REDEMPTION[] = "REDEMPTION"; 02492 const char StipulationType_CONSTANT_PREPAYMENT_PENALTY[] = "CPP"; 02493 const char StipulationType_WEIGHTED_AVERAGE_LOAN_AGE[] = "WALA"; 02494 const char StipulationType_PRICE_RANGE[] = "PRICE"; 02495 const char StipulationType_SUBSTITUTIONSFREQUENCYREPO[] = "SUBSFREQ"; 02496 const char StipulationType_PRODUCTION_YEAR[] = "PROD"; 02497 const char StipulationType_SINGLEMONTHLYMORTALITY[] = "SMM"; 02498 const char StipulationType_OF_BMA_PREPAYMENT_CURVE[] = "PSA"; 02499 const char StipulationType_EXPLICIT_LOT_IDENTIFIER[] = "LOT"; 02500 const char StipulationType_ABSOLUTE_PREPAYMENT_SPEED[] = "ABS"; 02501 const char StipulationType_MAXIMUMDENOMINATION[] = "MAXDNOM"; 02502 const char StipulationType_PERCENTOFPROSPECTUSPREPAYMENTCURVE[] = "PPC"; 02503 const char StipulationType_VALUATION_DISCOUNT[] = "HAIRCUT"; 02504 const char StipulationType_YIELD_TO_MATURITY[] = "YTM"; 02505 const char StipulationType_WEIGHTED_AVERAGE_LIFE[] = "WAL"; 02506 const char StipulationType_POOLSMAXIMUM[] = "PMAX"; 02507 const char StipulationType_YIELD_RANGE[] = "YIELD"; 02508 const char StipulationType_PRICING_FREQUENCY[] = "PRICEFREQ"; 02509 const char StipulationType_POOLSPERTRADE[] = "PPT"; 02510 const char StipulationType_MONTHLY_PREPAYMENT_RATE[] = "MPR"; 02511 const char StipulationType_COUPONRANGE[] = "COUPON"; 02512 const char StipulationType_MARKETSECTOR[] = "SECTOR"; 02513 const char StipulationType_AVERAGE_FICO_SCORE[] = "AVFICO"; 02514 const char StipulationType_INSURED[] = "INSURED"; 02515 const char StipulationType_BANK_QUALIFIED[] = "BANKQUAL"; 02516 const char PriceQuoteMethod_STANDARD[] = "STD"; 02517 const char PriceQuoteMethod_PERCENT_OF_PAR[] = "PCTPAR"; 02518 const char PriceQuoteMethod_INDEX[] = "INX"; 02519 const char PriceQuoteMethod_INTEREST_RATE_INDEX[] = "INT"; 02520 const int SessionRejectReason_REQUIREDTAGMISSING = 1; 02521 const int SessionRejectReason_TAGSPECIFIEDOUTOFREQUIREDORDER = 14; 02522 const int SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER = 17; 02523 const int SessionRejectReason_INVALIDTAGNUMBER = 0; 02524 const int SessionRejectReason_VALUEISINCORRECTOUTOFRANGEFORTHISTAG = 5; 02525 const int SessionRejectReason_COMPID_PROBLEM = 9; 02526 const int SessionRejectReason_SENDINGTIMEACCURACYPROBLEM = 10; 02527 const int SessionRejectReason_SIGNATURE_PROBLEM = 8; 02528 const int SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE = 2; 02529 const int SessionRejectReason_UNDEFINEDTAG = 3; 02530 const int SessionRejectReason_XML_VALIDATION_ERROR = 12; 02531 const int SessionRejectReason_NONDATAVALUEINCLUDESFIELDDELIMITERSOHCHARACTER = 17; 02532 const int SessionRejectReason_UNDEFINED_TAG = 3; 02533 const int SessionRejectReason_TAGAPPEARSMORETHANONCE = 13; 02534 const int SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE = 6; 02535 const int SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER = 15; 02536 const int SessionRejectReason_REQUIRED_TAG_MISSING = 1; 02537 const int SessionRejectReason_INVALIDMSGTYPE = 11; 02538 const int SessionRejectReason_XMLVALIDATIONERROR = 12; 02539 const int SessionRejectReason_REPEATINGGROUPFIELDSOUTOFORDER = 15; 02540 const int SessionRejectReason_INCORRECTNUMINGROUPCOUNTFORREPEATINGGROUP = 16; 02541 const int SessionRejectReason_TAGSPECIFIEDWITHOUTAVALUE = 4; 02542 const int SessionRejectReason_DECRYPTIONPROBLEM = 7; 02543 const int SessionRejectReason_INCORRECTDATAFORMATFORVALUE = 6; 02544 const int SessionRejectReason_OTHER = 99; 02545 const int SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP = 16; 02546 const int SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE = 13; 02547 const int SessionRejectReason_COMPIDPROBLEM = 9; 02548 const int SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER = 14; 02549 const int SessionRejectReason_SIGNATUREPROBLEM = 8; 02550 const int SessionRejectReason_DECRYPTION_PROBLEM = 7; 02551 const int SessionRejectReason_INVALID_TAG_NUMBER = 0; 02552 const int SessionRejectReason_TAGNOTDEFINEDFORTHISMESSAGETYPE = 2; 02553 const int SessionRejectReason_VALUE_IS_INCORRECT = 5; 02554 const int SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE = 4; 02555 const int SessionRejectReason_INVALID_MSGTYPE = 11; 02556 const int SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM = 10; 02557 const int DeliveryType_TRI_PARTY = 2; 02558 const int DeliveryType_HOLD_IN_CUSTODY = 3; 02559 const int DeliveryType_FREE = 1; 02560 const int DeliveryType_HOLDINCUSTODY = 3; 02561 const int DeliveryType_VERSUSPAYMENT = 0; 02562 const int DeliveryType_VERSUS_PAYMENT_DELIVER = 0; 02563 const int DeliveryType_FREE_DELIVER = 1; 02564 const int DeliveryType_TRIPARTY = 2; 02565 const char Scope_LOCAL = '1'; 02566 const char Scope_LOCAL_MARKET = '1'; 02567 const char Scope_GLOBAL = '3'; 02568 const char Scope_NATIONAL = '2'; 02569 const char Scope_LOCALMARKET = '1'; 02570 const char DeleteReason_CANCELLATION = '0'; 02571 const char DeleteReason_CANCELTRADEBUST = '0'; 02572 const char DeleteReason_CANCELATION = '0'; 02573 const char DeleteReason_ERROR = '1'; 02574 const char InViewOfCommon_NO = 'N'; 02575 const char InViewOfCommon_YES = 'Y'; 02576 const char NoSides_BOTHSIDES = '2'; 02577 const char NoSides_ONESIDE = '1'; 02578 const char NoSides_ONE_SIDE = '1'; 02579 const char NoSides_BOTH_SIDES = '2'; 02580 const char SecurityType_TERM_LIQUIDITY_NOTE[] = "TLQN"; 02581 const char SecurityType_TO_BE_ANNOUNCED[] = "TBA"; 02582 const char SecurityType_REVERSE_REPURCHASE_AGREEMENT[] = "RVRP"; 02583 const char SecurityType_BRADY_BOND[] = "BRADY"; 02584 const char SecurityType_TREASURYINFLATIONPROTECTEDSECURITIES[] = "TIPS"; 02585 const char SecurityType_CORP_MORTGAGE_BACKED_SECURITIES[] = "CMBS"; 02586 const char SecurityType_CERTIFICATE_OF_PARTICIPATION[] = "COFP"; 02587 const char SecurityType_BUY_SELLBACK[] = "BUYSELL"; 02588 const char SecurityType_OPTIONS_ON_COMBO[] = "OOC"; 02589 const char SecurityType_MULTILEG_INSTRUMENT[] = "MLEG"; 02590 const char SecurityType_TAX_ALLOCATION[] = "TAXA"; 02591 const char SecurityType_US_TREASURY_NOTE_BOND[] = "UST"; 02592 const char SecurityType_REVENUE_ANTICIPATION_NOTE[] = "RAN"; 02593 const char SecurityType_YANKEECERTIFICATEOFDEPOSIT[] = "YCD"; 02594 const char SecurityType_MEDIUMTERMNOTES[] = "MTN"; 02595 const char SecurityType_SPECIAL_TAX[] = "SPCLT"; 02596 const char SecurityType_PRIVATE_EXPORT_FUNDING[] = "PEF"; 02597 const char SecurityType_EUROCERTIFICATEOFDEPOSIT[] = "EUCD"; 02598 const char SecurityType_SPECIAL_OBLIGATION[] = "SPCLO"; 02599 const char SecurityType_FX_SWAP[] = "FXSWAP"; 02600 const char SecurityType_REVOLVER_TERM_LOAN[] = "RVLVTRM"; 02601 const char SecurityType_TAXEXEMPTCOMMERCIALPAPER[] = "TECP"; 02602 const char SecurityType_REVOLVER_LOAN[] = "RVLV"; 02603 const char SecurityType_CASH[] = "CASH"; 02604 const char SecurityType_USTREASURYNOTEDEPRECATEDVALUEUSETNOTE[] = "UST"; 02605 const char SecurityType_MISCELLANEOUS_PASS_THRU[] = "MPT"; 02606 const char SecurityType_CONVERTIBLEBOND[] = "CB"; 02607 const char SecurityType_VARIABLE_RATE_DEMAND_NOTE[] = "VRDN"; 02608 const char SecurityType_MULTILEGINSTRUMENT[] = "MLEG"; 02609 const char SecurityType_FEDERAL_AGENCY_DISCOUNT_NOTE[] = "FADN"; 02610 const char SecurityType_SPECIALOBLIGATION[] = "SPCLO"; 02611 const char SecurityType_CANADIAN_TREASURY_BILLS[] = "CTB"; 02612 const char SecurityType_REVENUEANTICIPATIONNOTE[] = "RAN"; 02613 const char SecurityType_CERTIFICATEOFOBLIGATION[] = "COFO"; 02614 const char SecurityType_INDEXEDLINKED[] = "XLINKD"; 02615 const char SecurityType_LETTER_OF_CREDIT[] = "LOFC"; 02616 const char SecurityType_MANDATORYTENDER[] = "MT"; 02617 const char SecurityType_USTREASURYBOND[] = "TBOND"; 02618 const char SecurityType_TERMLOAN[] = "TERM"; 02619 const char SecurityType_OPTIONS_ON_FUTURES[] = "OOF"; 02620 const char SecurityType_PROMISSORYNOTE[] = "PN"; 02621 const char SecurityType_DUAL_CURRENCY[] = "DUAL"; 02622 const char SecurityType_WILDCARD_ENTRY[] = "WLD"; 02623 const char SecurityType_BANK_DEPOSITORY_NOTE[] = "BDN"; 02624 const char SecurityType_REPLACED[] = "REPLACD"; 02625 const char SecurityType_MORTGAGE_PRINCIPAL_ONLY[] = "MPO"; 02626 const char SecurityType_CANADIAN_TREASURY_NOTES[] = "CAN"; 02627 const char SecurityType_USTREASURYBILLDEPRECATEDVALUEUSETBILL[] = "USTB"; 02628 const char SecurityType_TOBEANNOUNCED[] = "TBA"; 02629 const char SecurityType_SECURITIES_PLEDGE[] = "SECPLEDGE"; 02630 const char SecurityType_YANKEE_CORPORATE_BOND[] = "YANK"; 02631 const char SecurityType_FX_SPOT[] = "FXSPOT"; 02632 const char SecurityType_LIQUIDITYNOTE[] = "LQN"; 02633 const char SecurityType_OVERNIGHT[] = "ONITE"; 02634 const char SecurityType_MORTGAGE_INTEREST_ONLY[] = "MIO"; 02635 const char SecurityType_BRIDGELOAN[] = "BRIDGE"; 02636 const char SecurityType_OTHER_ANTICIPATION_NOTES_BAN_GAN_ETC[] = "AN"; 02637 const char SecurityType_EXTENDED_COMM_NOTE[] = "XCN"; 02638 const char SecurityType_CERTIFICATEOFPARTICIPATION[] = "COFP"; 02639 const char SecurityType_CATS_TIGERS_LIONS[] = "ZOO"; 02640 const char SecurityType_FORWARD[] = "FORWARD"; 02641 const char SecurityType_YANKEE_CERTIFICATE_OF_DEPOSIT[] = "YCD"; 02642 const char SecurityType_PREFERRED_STOCK[] = "PS"; 02643 const char SecurityType_US_TREASURY_BOND[] = "TBOND"; 02644 const char SecurityType_TREASURY_INFLATION_PROTECTED_SECURITIES[] = "TIPS"; 02645 const char SecurityType_BUYSELLBACK[] = "BUYSELL"; 02646 const char SecurityType_OPTIONS_ON_PHYSICAL[] = "OOP"; 02647 const char SecurityType_ASSETBACKEDSECURITIES[] = "ABS"; 02648 const char SecurityType_NON_DELIVERABLE_FORWARD[] = "FXNDF"; 02649 const char SecurityType_MORTGAGE_PRINCIPLE_ONLY[] = "MPO"; 02650 const char SecurityType_MORTGAGE_IOETTE[] = "IET"; 02651 const char SecurityType_USD_SUPRANATIONAL_COUPONS[] = "SUPRA"; 02652 const char SecurityType_WARRANT[] = "WAR"; 02653 const char SecurityType_FOREIGN_EXCHANGE_CONTRACT[] = "FOR"; 02654 const char SecurityType_FOREIGNEXCHANGECONTRACT[] = "FOR"; 02655 const char SecurityType_EURO_CORPORATE_FLOATING_RATE_NOTES[] = "EUFRN"; 02656 const char SecurityType_SPECIAL_ASSESSMENT[] = "SPCLA"; 02657 const char SecurityType_EUROSUPRANATIONALCOUPONS[] = "EUSUPRA"; 02658 const char SecurityType_DEBTOR_IN_POSSESSION[] = "DINP"; 02659 const char SecurityType_CANADIAN_MONEY_MARKETS[] = "CAMM"; 02660 const char SecurityType_MORTGAGEPRINCIPALONLY[] = "MPO"; 02661 const char SecurityType_USTREASURYNOTE[] = "TNOTE"; 02662 const char SecurityType_DEBTORINPOSSESSION[] = "DINP"; 02663 const char SecurityType_REVENUEBONDS[] = "REV"; 02664 const char SecurityType_MORTGAGEINTERESTONLY[] = "MIO"; 02665 const char SecurityType_DEPOSITNOTES[] = "DN"; 02666 const char SecurityType_PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE[] = "TCAL"; 02667 const char SecurityType_MORTGAGEPRIVATEPLACEMENT[] = "MPP"; 02668 const char SecurityType_NO_SECURITY_TYPE[] = "NONE"; 02669 const char SecurityType_SPECIALASSESSMENT[] = "SPCLA"; 02670 const char SecurityType_LETTEROFCREDIT[] = "LOFC"; 02671 const char SecurityType_TAXALLOCATION[] = "TAXA"; 02672 const char SecurityType_TAXABLE_MUNICIPAL_CP[] = "TMCP"; 02673 const char SecurityType_OPTION[] = "OPT"; 02674 const char SecurityType_NOSECURITYTYPE[] = "NONE"; 02675 const char SecurityType_PROMISSORY_NOTE[] = "PN"; 02676 const char SecurityType_COLLATERALIZEDMORTGAGEOBLIGATION[] = "CMO"; 02677 const char SecurityType_DUALCURRENCY[] = "DUAL"; 02678 const char SecurityType_CREDIT_DEFAULT_SWAP[] = "CDS"; 02679 const char SecurityType_TAXANTICIPATIONNOTE[] = "TAN"; 02680 const char SecurityType_MORTGAGE_PRIVATE_PLACEMENT[] = "MPP"; 02681 const char SecurityType_GENERAL_OBLIGATION_BONDS[] = "GO"; 02682 const char SecurityType_SHORTTERMLOANNOTE[] = "STN"; 02683 const char SecurityType_COMMERCIAL_PAPER[] = "CP"; 02684 const char SecurityType_MORTGAGE_BACKED_SECURITIES[] = "MBS"; 02685 const char SecurityType_EURO_SOVEREIGNS[] = "EUSOV"; 02686 const char SecurityType_TAX_REVENUE_ANTICIPATION_NOTE[] = "TRAN"; 02687 const char SecurityType_PFANDBRIEFE[] = "PFAND"; 02688 const char SecurityType_OTHER_ANTICIPATION_NOTES[] = "AN"; 02689 const char SecurityType_TAX_EXEMPT_COMMERCIAL_PAPER[] = "TECP"; 02690 const char SecurityType_PRIVATEEXPORTFUNDING[] = "PEF"; 02691 const char SecurityType_OTHERANTICIPATIONNOTESBANGANETC[] = "AN"; 02692 const char SecurityType_TAX_ANTICIPATION_NOTE[] = "TAN"; 02693 const char SecurityType_TREASURY_BILL[] = "TB"; 02694 const char SecurityType_PLAZOS_FIJOS[] = "PZFJ"; 02695 const char SecurityType_EURO_COMMERCIAL_PAPER[] = "EUCP"; 02696 const char SecurityType_MANDATORY_TENDER[] = "MT"; 02697 const char SecurityType_COLLATERALIZED_MORTGAGE_OBLIGATION[] = "CMO"; 02698 const char SecurityType_PREFERREDSTOCK[] = "PS"; 02699 const char SecurityType_VARIABLERATEDEMANDNOTE[] = "VRDN"; 02700 const char SecurityType_DEFAULTED[] = "DEFLTED"; 02701 const char SecurityType_INDEXED_LINKED[] = "XLINKD"; 02702 const char SecurityType_IOETTE_MORTGAGE[] = "IET"; 02703 const char SecurityType_CERTIFICATE_OF_DEPOSIT[] = "CD"; 02704 const char SecurityType_BILLOFEXCHANGES[] = "BOX"; 02705 const char SecurityType_PRINCIPALSTRIPOFACALLABLEBONDORNOTE[] = "TCAL"; 02706 const char SecurityType_EUROSOVEREIGNS[] = "EUSOV"; 02707 const char SecurityType_TIME_DEPOSIT[] = "TD"; 02708 const char SecurityType_CORPORATEBOND[] = "CORP"; 02709 const char SecurityType_FX_FORWARD[] = "FXFWD"; 02710 const char SecurityType_US_CORPORATE_FLOATING_RATE_NOTES[] = "FRN"; 02711 const char SecurityType_US_TREASURY_NOTE_TNOTE[] = "TNOTE"; 02712 const char SecurityType_MORTGAGEBACKEDSECURITIES[] = "MBS"; 02713 const char SecurityType_DEPOSIT_NOTES[] = "DN"; 02714 const char SecurityType_CORPORATEPRIVATEPLACEMENT[] = "CPP"; 02715 const char SecurityType_FEDERAL_HOUSING_AUTHORITY[] = "FHA"; 02716 const char SecurityType_MATURED[] = "MATURED"; 02717 const char SecurityType_SWINGLINEFACILITY[] = "SWING"; 02718 const char SecurityType_MULTI_LEG_INSTRUMENT[] = "MLEG"; 02719 const char SecurityType_CANADIAN_PROVINCIAL_BONDS[] = "PROV"; 02720 const char SecurityType_MEDIUM_TERM_NOTES[] = "MTN"; 02721 const char SecurityType_RETIRED[] = "RETIRED"; 02722 const char SecurityType_MUTUAL_FUND[] = "MF"; 02723 const char SecurityType_SECURITIESPLEDGE[] = "SECPLEDGE"; 02724 const char SecurityType_COMMERCIALPAPER[] = "CP"; 02725 const char SecurityType_REPURCHASE_AGREEMENT[] = "RP"; 02726 const char SecurityType_BILL_OF_EXCHANGES[] = "BOX"; 02727 const char SecurityType_MUTUALFUND[] = "MF"; 02728 const char SecurityType_COLLATERALIZE_MORTGAGE_OBLIGATION[] = "CMO"; 02729 const char SecurityType_EXTENDEDCOMMNOTE[] = "XCN"; 02730 const char SecurityType_FEDERAL_HOME_LOAN[] = "FHL"; 02731 const char SecurityType_REVOLVERLOAN[] = "RVLV"; 02732 const char SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE[] = "TPRN"; 02733 const char SecurityType_STRUCTURED_NOTES[] = "STRUCT"; 02734 const char SecurityType_INTERESTSTRIPFROMANYBONDORNOTE[] = "TINT"; 02735 const char SecurityType_CANADIAN_MORTGAGE_BONDS[] = "CMB"; 02736 const char SecurityType_REPURCHASE[] = "REPO"; 02737 const char SecurityType_AGENCY_POOLS[] = "POOL"; 02738 const char SecurityType_EURO_CORPORATE_BOND[] = "EUCORP"; 02739 const char SecurityType_SWING_LINE_FACILITY[] = "SWING"; 02740 const char SecurityType_USDSUPRANATIONALCOUPONS[] = "SUPRA"; 02741 const char SecurityType_REVOLVERTERMLOAN[] = "RVLVTRM"; 02742 const char SecurityType_LIQUIDITY_NOTE[] = "LQN"; 02743 const char SecurityType_MISCELLANEOUSPASSTHROUGH[] = "MPT"; 02744 const char SecurityType_CONVERTIBLE_BOND[] = "CB"; 02745 const char SecurityType_ASSET_BACKED_SECURITIES[] = "ABS"; 02746 const char SecurityType_WILDCARDENTRY[] = "WLD"; 02747 const char SecurityType_YANKEECORPORATEBOND[] = "YANK"; 02748 const char SecurityType_TAXREVENUEANTICIPATIONNOTE[] = "TRAN"; 02749 const char SecurityType_GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION[] = "GN"; 02750 const char SecurityType_BRADYBOND[] = "BRADY"; 02751 const char SecurityType_USTREASURYBILL[] = "TBILL"; 02752 const char SecurityType_STUDENT_LOAN_MARKETING_ASSOCIATION[] = "SL"; 02753 const char SecurityType_EUROCORPORATEBOND[] = "EUCORP"; 02754 const char SecurityType_FUTURE[] = "FUT"; 02755 const char SecurityType_US_TREASURY_BILL_TBILL[] = "TBILL"; 02756 const char SecurityType_TREASURIES_PLUS_AGENCY_DEBENTURE[] = "GOVT"; 02757 const char SecurityType_EURO_CERTIFICATE_OF_DEPOSIT[] = "EUCD"; 02758 const char SecurityType_BANKERS_ACCEPTANCE[] = "BA"; 02759 const char SecurityType_AMENDEDRESTATED[] = "AMENDED"; 02760 const char SecurityType_TERM_LOAN[] = "TERM"; 02761 const char SecurityType_BANKNOTES[] = "BN"; 02762 const char SecurityType_SHORT_TERM_LOAN_NOTE[] = "STN"; 02763 const char SecurityType_AMENDED_RESTATED[] = "AMENDED"; 02764 const char SecurityType_INTEREST_RATE_SWAP[] = "IRS"; 02765 const char SecurityType_EUROCOMMERCIALPAPER[] = "EUCP"; 02766 const char SecurityType_US_TREASURY_NOTE_UST[] = "UST"; 02767 const char SecurityType_US_TREASURY_BILL_USTB[] = "USTB"; 02768 const char SecurityType_FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION[] = "FN"; 02769 const char SecurityType_WITHDRAWN[] = "WITHDRN"; 02770 const char SecurityType_CORPORATE_PRIVATE_PLACEMENT[] = "CPP"; 02771 const char SecurityType_CERTIFICATE_OF_OBLIGATION[] = "COFO"; 02772 const char SecurityType_INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE[] = "TINT"; 02773 const char SecurityType_STRUCTUREDNOTES[] = "STRUCT"; 02774 const char SecurityType_BANKERSACCEPTANCE[] = "BA"; 02775 const char SecurityType_NO_ISITC_SECURITY_TYPE[] = "NONE"; 02776 const char SecurityType_CALLLOANS[] = "CL"; 02777 const char SecurityType_MISCELLANEOUS_PASS_THROUGH[] = "MPT"; 02778 const char SecurityType_FEDERAL_AGENCY_COUPON[] = "FAC"; 02779 const char SecurityType_CORPORATE_BOND[] = "CORP"; 02780 const char SecurityType_WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST[] = "?"; 02781 const char SecurityType_CORPMORTGAGEBACKEDSECURITIES[] = "CMBS"; 02782 const char SecurityType_EURO_SUPRANATIONAL_COUPONS[] = "EUSUPRA"; 02783 const char SecurityType_CALL_LOANS[] = "CL"; 02784 const char SecurityType_CERTIFICATEOFDEPOSIT[] = "CD"; 02785 const char SecurityType_SECURED_LIQUIDITY_NOTE[] = "SLQN"; 02786 const char SecurityType_TIMEDEPOSIT[] = "TD"; 02787 const char SecurityType_BANK_NOTES[] = "BN"; 02788 const char SecurityType_US_TREASURY_BILL[] = "USTB"; 02789 const char SecurityType_GENERALOBLIGATIONBONDS[] = "GO"; 02790 const char SecurityType_COMMONSTOCK[] = "CS"; 02791 const char SecurityType_PLAZOSFIJOS[] = "PZFJ"; 02792 const char SecurityType_SECURITIES_LOAN[] = "SECLOAN"; 02793 const char SecurityType_SECURITIESLOAN[] = "SECLOAN"; 02794 const char SecurityType_MUNICIPAL_BOND[] = "MUNI"; 02795 const char SecurityType_REVENUE_BONDS[] = "REV"; 02796 const char SecurityType_SPECIALTAX[] = "SPCLT"; 02797 const char SecurityType_PRINCIPALSTRIPFROMANONCALLABLEBONDORNOTE[] = "TPRN"; 02798 const char SecurityType_BRIDGE_LOAN[] = "BRIDGE"; 02799 const char SecurityType_IOETTEMORTGAGE[] = "IET"; 02800 const char SecurityType_FEDERALAGENCYCOUPON[] = "FAC"; 02801 const char SecurityType_COMMON_STOCK[] = "CS"; 02802 const char SecurityType_FEDERALAGENCYDISCOUNTNOTE[] = "FADN"; 02803 const char RoundingDirection_ROUNDUP = '2'; 02804 const char RoundingDirection_ROUND_DOWN = '1'; 02805 const char RoundingDirection_ROUND_TO_NEAREST = '0'; 02806 const char RoundingDirection_ROUND_UP = '2'; 02807 const char RoundingDirection_ROUNDDOWN = '1'; 02808 const char RoundingDirection_ROUNDNEAREST = '0'; 02809 const char TimeUnit_MINUTE[] = "Min"; 02810 const char TimeUnit_WEEK[] = "Wk"; 02811 const char TimeUnit_SECOND[] = "S"; 02812 const char TimeUnit_MONTH[] = "Mo"; 02813 const char TimeUnit_HOUR[] = "H"; 02814 const char TimeUnit_DAY[] = "D"; 02815 const char TimeUnit_YEAR[] = "Yr"; 02816 const int LegSwapType_MODIFIED_DURATION = 2; 02817 const int LegSwapType_PARFORPAR = 1; 02818 const int LegSwapType_RISK = 4; 02819 const int LegSwapType_PAR_FOR_PAR = 1; 02820 const int LegSwapType_MODIFIEDDURATION = 2; 02821 const int LegSwapType_PROCEEDS = 5; 02822 const char IOITransType_REPLACE = 'R'; 02823 const char IOITransType_NEW = 'N'; 02824 const char IOITransType_CANCEL = 'C'; 02825 const int PosReqResult_REQUESTFORPOSITIONNOTSUPPORTED = 4; 02826 const int PosReqResult_VALID_REQUEST = 0; 02827 const int PosReqResult_NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA = 2; 02828 const int PosReqResult_NOT_AUTHORIZED_TO_REQUEST_POSITIONS = 3; 02829 const int PosReqResult_INVALID_OR_UNSUPPORTED_REQUEST = 1; 02830 const int PosReqResult_NOTAUTHORIZEDTOREQUESTPOSITIONS = 3; 02831 const int PosReqResult_OTHER = 99; 02832 const int PosReqResult_NOPOSITIONSFOUNDTHATMATCHCRITERIA = 2; 02833 const int PosReqResult_REQUEST_FOR_POSITION_NOT_SUPPORTED = 4; 02834 const int PosReqResult_INVALIDORUNSUPPORTEDREQUEST = 1; 02835 const int PosReqResult_VALIDREQUEST = 0; 02836 const char SettlInstMode_ACCOUNTOVERRIDING = '2'; 02837 const char SettlInstMode_REJECT = '5'; 02838 const char SettlInstMode_DEFAULT = '0'; 02839 const char SettlInstMode_REQUEST_REJECT = '5'; 02840 const char SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING = '2'; 02841 const char SettlInstMode_SIPROVIDED = '1'; 02842 const char SettlInstMode_ACCOUNTSTANDING = '3'; 02843 const char SettlInstMode_CIVORDERSINGLEACCT = '4'; 02844 const char SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_STANDING = '3'; 02845 const char SettlInstMode_SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT = '4'; 02846 const char SettlInstMode_STANDING_INSTRUCTIONS_PROVIDED = '1'; 02847 const char PreviouslyReported_NO = 'N'; 02848 const char PreviouslyReported_YES = 'Y'; 02849 const char CustOrderHandlingInst_PEGGED[] = "PEG"; 02850 const char CustOrderHandlingInst_MARKET_ON_OPEN[] = "MOO"; 02851 const char CustOrderHandlingInst_SCALE[] = "SCL"; 02852 const char CustOrderHandlingInst_FILL_OR_KILL[] = "FOK"; 02853 const char CustOrderHandlingInst_ALL_OR_NONE[] = "AON"; 02854 const char CustOrderHandlingInst_NOT_HELD[] = "NH"; 02855 const char CustOrderHandlingInst_DIRECTED_ORDER[] = "DIR"; 02856 const char CustOrderHandlingInst_STOP_STOCK_TRANSACTION[] = "S.W"; 02857 const char CustOrderHandlingInst_OVER_THE_DAY[] = "OVD"; 02858 const char CustOrderHandlingInst_ADD_ON_ORDER[] = "ADD"; 02859 const char CustOrderHandlingInst_MARKET_AT_CLOSE[] = "MAC"; 02860 const char CustOrderHandlingInst_LIMIT_ON_OPEN[] = "LOO"; 02861 const char CustOrderHandlingInst_CASH_NOT_HELD[] = "CNH"; 02862 const char CustOrderHandlingInst_MARKET_ON_CLOSE[] = "MOC"; 02863 const char CustOrderHandlingInst_TIME_ORDER[] = "TMO"; 02864 const char CustOrderHandlingInst_LIMIT_ON_CLOSE[] = "LOC"; 02865 const char CustOrderHandlingInst_IMMEDIATE_OR_CANCEL[] = "IOC"; 02866 const char CustOrderHandlingInst_TRAILING_STOP[] = "TS"; 02867 const char CustOrderHandlingInst_WORK[] = "WRK"; 02868 const char CustOrderHandlingInst_RESERVE_SIZE_ORDER[] = "RSV"; 02869 const char CustOrderHandlingInst_MINIMUM_QUANTITY[] = "MQT"; 02870 const char CustOrderHandlingInst_MARKET_AT_OPEN[] = "MAO"; 02871 const char CustOrderHandlingInst_IMBALANCE_ONLY[] = "IO"; 02872 const char CustOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION[] = "E.W"; 02873 const char SecurityStatus_INACTIVE[] = "2"; 02874 const char SecurityStatus_ACTIVE[] = "1"; 02875 const char ProcessCode_SOFT_DOLLAR = '1'; 02876 const char ProcessCode_STEPOUTSOFT = '5'; 02877 const char ProcessCode_STEPOUT = '3'; 02878 const char ProcessCode_PLAN_SPONSOR = '6'; 02879 const char ProcessCode_STEP_IN = '2'; 02880 const char ProcessCode_STEPIN = '2'; 02881 const char ProcessCode_REGULAR = '0'; 02882 const char ProcessCode_SOFTDOLLAR = '1'; 02883 const char ProcessCode_PLANSPONSOR = '6'; 02884 const char ProcessCode_STEPINSOFT = '4'; 02885 const char ProcessCode_SOFT_DOLLAR_STEP_OUT = '5'; 02886 const char ProcessCode_STEP_OUT = '3'; 02887 const char ProcessCode_SOFT_DOLLAR_STEP_IN = '4'; 02888 const char ExecInst_TRY_TO_STOP = 'Y'; 02889 const char ExecInst_PEG_TO_LIMIT_PRICE = 'd'; 02890 const char ExecInst_EXECUTE_AS_DURATION_NEUTRAL = 's'; 02891 const char ExecInst_PARTICIPANT_DONT_INITIATE = '6'; 02892 const char ExecInst_REINSTATE_ON_TRADING_HALT = 'J'; 02893 const char ExecInst_NO_CROSS = 'A'; 02894 const char ExecInst_PEGVWAP = 'W'; 02895 const char ExecInst_STRICT_SCALE = '7'; 02896 const char ExecInst_AON = 'G'; 02897 const char ExecInst_TRAILING_STOP_PEG = 'a'; 02898 const char ExecInst_TRAILSTOPPEG = 'a'; 02899 const char ExecInst_MARKPEG = 'P'; 02900 const char ExecInst_MIDPRCPEG = 'M'; 02901 const char ExecInst_OKCROSS = 'B'; 02902 const char ExecInst_EXECUTE_AS_FX_NEUTRAL = 't'; 02903 const char ExecInst_CUSTDISPINST = 'U'; 02904 const char ExecInst_IGNOREPRICECHK = 'c'; 02905 const char ExecInst_STRICTLIMIT = 'b'; 02906 const char ExecInst_WORKTOSTRATEGY = 'e'; 02907 const char ExecInst_OK_TO_CROSS = 'B'; 02908 const char ExecInst_SUSPEND_ON_SYSTEM_FAILURE = 'l'; 02909 const char ExecInst_REINSTATE_ON_SYSTEM_FAILURE = 'H'; 02910 const char ExecInst_GO_ALONG = '3'; 02911 const char ExecInst_INSTITONLY = 'I'; 02912 const char ExecInst_DO_NOT_INCREASE = 'E'; 02913 const char ExecInst_SUSPEND = 'S'; 02914 const char ExecInst_TRYTOSTOP = 'Y'; 02915 const char ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 'T'; 02916 const char ExecInst_SUSPEND_ON_TRADING_HALT = 'm'; 02917 const char ExecInst_INTERMARKET_SWEEP = 'f'; 02918 const char ExecInst_IGNORE_PRICE_VALIDITY_CHECKS = 'c'; 02919 const char ExecInst_PARTICIPATE_DONT_INITIATE = '6'; 02920 const char ExecInst_LASTPEG = 'L'; 02921 const char ExecInst_PEG_TO_VWAP = 'W'; 02922 const char ExecInst_PRIMARY_PEG = 'R'; 02923 const char ExecInst_NONNEGO = 'N'; 02924 const char ExecInst_BEST_EXECUTION = 'k'; 02925 const char ExecInst_STAY_ON_BID_SIDE = '9'; 02926 const char ExecInst_NOTHELD = '1'; 02927 const char ExecInst_STRICTSCALE = '7'; 02928 const char ExecInst_REINSTATE_ON_CONNECTION_LOSS = 'n'; 02929 const char ExecInst_DNI = 'E'; 02930 const char ExecInst_TRYTOSCALE = '8'; 02931 const char ExecInst_PERCENT_OF_VOLUME = 'D'; 02932 const char ExecInst_GOALONG = '3'; 02933 const char ExecInst_WORK = '2'; 02934 const char ExecInst_HELD = '5'; 02935 const char ExecInst_NOCROSS = 'A'; 02936 const char ExecInst_RELEASE_FROM_SUSPENSION = 'q'; 02937 const char ExecInst_STRICT_LIMIT = 'b'; 02938 const char ExecInst_OPENPEG = 'O'; 02939 const char ExecInst_STAY_ON_BIDSIDE = '9'; 02940 const char ExecInst_STAY_ON_OFFERSIDE = '0'; 02941 const char ExecInst_OVER_THE_DAY = '4'; 02942 const char ExecInst_RESTATEONTRADINGHALT = 'J'; 02943 const char ExecInst_INSTITUTIONS_ONLY = 'I'; 02944 const char ExecInst_NOT_HELD = '1'; 02945 const char ExecInst_CANCELONTRADINGHALT = 'K'; 02946 const char ExecInst_CANCELONSYSFAIL = 'Q'; 02947 const char ExecInst_CANCEL_ON_SYSTEM_FAILURE = 'Q'; 02948 const char ExecInst_MARKET_PEG = 'P'; 02949 const char ExecInst_TRADEALONG = 'X'; 02950 const char ExecInst_CALL_FIRST = 'C'; 02951 const char ExecInst_PEGTOLIMIT = 'd'; 02952 const char ExecInst_EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED = 'r'; 02953 const char ExecInst_SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE = 'j'; 02954 const char ExecInst_NON_NEGOTIABLE = 'N'; 02955 const char ExecInst_TRY_TO_SCALE = '8'; 02956 const char ExecInst_EXTERNAL_ROUTING_ALLOWED = 'g'; 02957 const char ExecInst_WORK_TO_TARGET_STRATEGY = 'e'; 02958 const char ExecInst_STAY_ON_OFFER_SIDE = '0'; 02959 const char ExecInst_CUSTOMER_DISPLAY_INSTRUCTION = 'U'; 02960 const char ExecInst_OVERDAY = '4'; 02961 const char ExecInst_LAST_PEG = 'L'; 02962 const char ExecInst_CALLFIRST = 'C'; 02963 const char ExecInst_REINSTATE_ON_SYSTEM_FAILUE = 'H'; 02964 const char ExecInst_DO_NOT_REDUCE = 'F'; 02965 const char ExecInst_MID_PRICE_PEG = 'M'; 02966 const char ExecInst_ALL_OR_NONE = 'G'; 02967 const char ExecInst_OPENING_PEG = 'O'; 02968 const char ExecInst_PERCVOL = 'D'; 02969 const char ExecInst_SUSPEND_ON_CONNECTION_LOSS = 'p'; 02970 const char ExecInst_CANCEL_ON_CONNECTION_LOSS = 'o'; 02971 const char ExecInst_EXTERNAL_ROUTING_NOT_ALLOWED = 'h'; 02972 const char ExecInst_CANCEL_IF_NOT_BEST = 'Z'; 02973 const char ExecInst_PARTNOTINIT = '6'; 02974 const char ExecInst_CXLIFNOTBEST = 'Z'; 02975 const char ExecInst_NETTING = 'V'; 02976 const char ExecInst_IMBALANCE_ONLY = 'i'; 02977 const char ExecInst_CANCEL_ON_TRADING_HALT = 'K'; 02978 const char ExecInst_TRADE_ALONG = 'X'; 02979 const char ExecInst_DNR = 'F'; 02980 const char ExecInst_STAYOFFER = '0'; 02981 const char ExecInst_STAYBID = '9'; 02982 const char ExecInst_RESTATEONSYSFAIL = 'H'; 02983 const char ExecInst_PRIMPEG = 'R'; 02984 const char ExecType_REPLACE = '5'; 02985 const char ExecType_NEW = '0'; 02986 const char ExecType_CALCULATED = 'B'; 02987 const char ExecType_PENDINGNEW = 'A'; 02988 const char ExecType_ORDERSTATUS = 'I'; 02989 const char ExecType_PENDING_CANCEL = '6'; 02990 const char ExecType_TRADE_IN_A_CLEARING_HOLD = 'J'; 02991 const char ExecType_TRADE_HAS_BEEN_RELEASED_TO_CLEARING = 'K'; 02992 const char ExecType_ORDER_STATUS = 'I'; 02993 const char ExecType_PENDING_CANCEL_REPLACE = '6'; 02994 const char ExecType_PARTIAL_FILL = '1'; 02995 const char ExecType_PENDINGCXL = '6'; 02996 const char ExecType_PENDING_NEW = 'A'; 02997 const char ExecType_STOPPED = '7'; 02998 const char ExecType_CANCELED = '4'; 02999 const char ExecType_PENDING_REPLACE = 'E'; 03000 const char ExecType_TRADE = 'F'; 03001 const char ExecType_TRADE_CORRECT = 'G'; 03002 const char ExecType_PENDINGREPLACE = 'E'; 03003 const char ExecType_SUSPENDED = '9'; 03004 const char ExecType_FILL = '2'; 03005 const char ExecType_DONE = '3'; 03006 const char ExecType_RESTATED = 'D'; 03007 const char ExecType_REJECTED = '8'; 03008 const char ExecType_REPLACED = '5'; 03009 const char ExecType_EXPIRED = 'C'; 03010 const char ExecType_DONE_FOR_DAY = '3'; 03011 const char ExecType_TRIGGERED_OR_ACTIVATED_BY_SYSTEM = 'L'; 03012 const char ExecType_TRADECORRECT = 'G'; 03013 const char ExecType_TRADECANCEL = 'H'; 03014 const char ExecType_TRADE_CANCEL = 'H'; 03015 const char ExecType_CANCELLED = '4'; 03016 const int MultilegModel_USER_DEFINED_MULTLEG_SECURITY = 1; 03017 const int MultilegModel_PREDEFINED_MULTILEG_SECURITY = 0; 03018 const int MultilegModel_USER_DEFINED_NON_SECURITIZED_MULTILEG = 2; 03019 const int EventType_SWAP_NEXT_START_DATE = 11; 03020 const int EventType_LAST_ELIGIBLE_TRADE_DATE = 7; 03021 const int EventType_FIRST_DELIVERY_DATE = 13; 03022 const int EventType_TENDER = 3; 03023 const int EventType_INITIAL_INVENTORY_DUE_DATE = 15; 03024 const int EventType_FIRST_INTENT_DATE = 17; 03025 const int EventType_ACTIVATION = 5; 03026 const int EventType_PUT = 1; 03027 const int EventType_SWAP_START_DATE = 8; 03028 const int EventType_SWAP_NEXT_ROLL_DATE = 12; 03029 const int EventType_LAST_DELIVERY_DATE = 14; 03030 const int EventType_POSITION_REMOVAL_DATE = 19; 03031 const int EventType_SWAP_ROLL_DATE = 10; 03032 const int EventType_FINAL_INVENTORY_DUE_DATE = 16; 03033 const int EventType_OTHER = 99; 03034 const int EventType_INACTIVIATION = 6; 03035 const int EventType_SINKINGFUNDCALL = 4; 03036 const int EventType_SWAP_END_DATE = 9; 03037 const int EventType_LAST_INTENT_DATE = 18; 03038 const int EventType_SINKING_FUND_CALL = 4; 03039 const int EventType_CALL = 2; 03040 const int TradeAllocIndicator_ALLOCATIONREQUIREDALLOCATIONINFORMATIONNOTPROVIDED = 1; 03041 const int TradeAllocIndicator_ALLOCATION_REQUIRED = 1; 03042 const int TradeAllocIndicator_ALLOCATION_TO_CLAIM_ACCOUNT = 5; 03043 const int TradeAllocIndicator_USEALLOCATIONPROVIDEDWITHTHETRADE = 2; 03044 const int TradeAllocIndicator_ALLOCATION_FROM_EXECUTOR = 4; 03045 const int TradeAllocIndicator_USE_ALLOCATION_PROVIDED_WITH_THE_TRADE = 2; 03046 const int TradeAllocIndicator_ALLOCATIONNOTREQUIRED = 0; 03047 const int TradeAllocIndicator_ALLOCATION_NOT_REQUIRED = 0; 03048 const int TradeAllocIndicator_ALLOCATION_GIVE_UP_EXECUTOR = 3; 03049 const int UserStatus_NOT_LOGGED_IN = 2; 03050 const int UserStatus_PASSWORD_INCORRECT = 4; 03051 const int UserStatus_USERNOTRECOGNISED = 3; 03052 const int UserStatus_LOGGED_IN = 1; 03053 const int UserStatus_PASSWORDCHANGED = 5; 03054 const int UserStatus_FORCED_USER_LOGOUT_BY_EXCHANGE = 7; 03055 const int UserStatus_USER_NOT_RECOGNISED = 3; 03056 const int UserStatus_NOTLOGGEDIN = 2; 03057 const int UserStatus_PASSWORD_CHANGED = 5; 03058 const int UserStatus_OTHER = 6; 03059 const int UserStatus_LOGGEDIN = 1; 03060 const int UserStatus_SESSION_SHUTDOWN_WARNING = 8; 03061 const int UserStatus_PASSWORDINCORRECT = 4; 03062 const char InstrRegistry_PHYSICAL[] = "ZZ"; 03063 const char InstrRegistry_COUNTRY[] = "ISO"; 03064 const char InstrRegistry_CUSTODIAN[] = "BIC"; 03065 const int OrderDelayUnit_WEEKS = 13; 03066 const int OrderDelayUnit_TENTHS_OF_A_SECOND = 1; 03067 const int OrderDelayUnit_SECONDS = 0; 03068 const int OrderDelayUnit_MONTHS = 14; 03069 const int OrderDelayUnit_YEARS = 15; 03070 const int OrderDelayUnit_NANOSECONDS = 5; 03071 const int OrderDelayUnit_HUNDREDTHS_OF_A_SECOND = 2; 03072 const int OrderDelayUnit_HOURS = 11; 03073 const int OrderDelayUnit_MICROSECONDS = 4; 03074 const int OrderDelayUnit_MINUTES = 10; 03075 const int OrderDelayUnit_MILLISECONDS = 3; 03076 const int OrderDelayUnit_DAYS = 12; 03077 const char TradedFlatSwitch_NO = 'N'; 03078 const char TradedFlatSwitch_YES = 'Y'; 03079 const int TrdRptStatus_ACCEPTED_WITH_ERRORS = 3; 03080 const int TrdRptStatus_REJECTED = 1; 03081 const int TrdRptStatus_ACCEPTED = 0; 03082 const int QuoteStatus_CANCELEDDUETOLOCKMARKET = 14; 03083 const int QuoteStatus_REJ = 5; 03084 const int QuoteStatus_PENDING = 10; 03085 const int QuoteStatus_LOCKEDMARKETWARNING = 12; 03086 const int QuoteStatus_CROSSMARKETWARNING = 13; 03087 const int QuoteStatus_REMOVED = 6; 03088 const int QuoteStatus_CXLUNDER = 3; 03089 const int QuoteStatus_PENDING_END_TRADE = 19; 03090 const int QuoteStatus_CROSS_MARKET_WARNING = 13; 03091 const int QuoteStatus_QUOTENOTFOUND = 9; 03092 const int QuoteStatus_CANCELED = 17; 03093 const int QuoteStatus_LOCKED_MARKET_WARNING = 12; 03094 const int QuoteStatus_CXLSYM = 1; 03095 const int QuoteStatus_CANCELED_FOR_UNDERLYING = 3; 03096 const int QuoteStatus_UNSOLICITED_QUOTE_REPLENISHMENT = 18; 03097 const int QuoteStatus_TOO_LATE_TO_END = 20; 03098 const int QuoteStatus_CANCELED_DUE_TO_LOCK_MARKET = 14; 03099 const int QuoteStatus_CANCELED_DUE_TO_CROSS_MARKET = 15; 03100 const int QuoteStatus_ACCPT = 0; 03101 const int QuoteStatus_CANCELED_FOR_SECURITY_TYPE = 2; 03102 const int QuoteStatus_CANCELED_ALL = 4; 03103 const int QuoteStatus_PASS = 11; 03104 const int QuoteStatus_CANCELEDDUETOCROSSMARKET = 15; 03105 const int QuoteStatus_REJECTED = 5; 03106 const int QuoteStatus_QUERY = 8; 03107 const int QuoteStatus_CXLSECTYPE = 2; 03108 const int QuoteStatus_ACCEPTED = 0; 03109 const int QuoteStatus_EXPIRED = 7; 03110 const int QuoteStatus_CANCELED_FOR_SYMBOL = 1; 03111 const int QuoteStatus_REMOVED_FROM_MARKET = 6; 03112 const int QuoteStatus_ACTIVE = 16; 03113 const int QuoteStatus_CANCEL_FOR_SYMBOL = 1; 03114 const int QuoteStatus_CXLALL = 4; 03115 const int QuoteStatus_QUOTE_NOT_FOUND = 9; 03116 const char SolicitedFlag_NO = 'N'; 03117 const char SolicitedFlag_YES = 'Y'; 03118 const int RiskLimitType_GROSS_LIMIT = 1; 03119 const int RiskLimitType_SHORT_LIMIT = 5; 03120 const int RiskLimitType_LONG_LIMIT = 4; 03121 const int RiskLimitType_NET_LIMIT = 2; 03122 const int RiskLimitType_EXPOSURE = 3; 03123 const int ShortSaleReason_DEALER_SOLD_SHORT = 0; 03124 const int ShortSaleReason_DEALERSOLDSHORTEXEMPT = 1; 03125 const int ShortSaleReason_QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT = 5; 03126 const int ShortSaleReason_DEALERSOLDSHORT = 0; 03127 const int ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT = 2; 03128 const int ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT_EXEMPT = 3; 03129 const int ShortSaleReason_SELLINGCUSTOMERSOLDSHORT = 2; 03130 const int ShortSaleReason_SELLINGCUSTOMERSOLDSHORTEXEMPT = 3; 03131 const int ShortSaleReason_DEALER_SOLD_SHORT_EXEMPT = 1; 03132 const int ShortSaleReason_QSRORAGUCONTRASIDESOLDSHORT = 4; 03133 const int ShortSaleReason_QUALIFIED_SERVICE_REPRESENTATIVE = 4; 03134 const int ShortSaleReason_QSRORAGUCONTRASIDESOLDSHORTEXEMPT = 5; 03135 const int PegRoundDirection_MOREPASSIVE = 2; 03136 const int PegRoundDirection_MOREAGGRESSIVE = 1; 03137 const int PegRoundDirection_MORE_AGGRESSIVE = 1; 03138 const int PegRoundDirection_MORE_PASSIVE = 2; 03139 const int ModelType_PROPRIETARY = 1; 03140 const int ModelType_UTILITY_PROVIDED_STANDARD_MODEL = 0; 03141 const char FuturesValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT[] = "FUTDA"; 03142 const char FuturesValuationMethod_PREMIUM_STYLE[] = "EQTY"; 03143 const char FuturesValuationMethod_FUTURES_STYLE_MARK_TO_MARKET[] = "FUT"; 03144 const char SettlMethod_CASH_SETTLEMENT_REQUIRED = 'C'; 03145 const char SettlMethod_PHYSICAL_SETTLEMENT_REQUIRED = 'P'; 03146 const int ConfirmStatus_CONFIRMED = 4; 03147 const int ConfirmStatus_REQUESTREJECTED = 5; 03148 const int ConfirmStatus_MISSINGSETTLEMENTINSTRUCTIONS = 3; 03149 const int ConfirmStatus_MISSING_SETTLEMENT_INSTRUCTIONS = 3; 03150 const int ConfirmStatus_REQUEST_REJECTED = 5; 03151 const int ConfirmStatus_MISMATCHEDACCOUNT = 2; 03152 const int ConfirmStatus_MISMATCHED_ACCOUNT = 2; 03153 const int ConfirmStatus_RECEIVED = 1; 03154 const char LocateReqd_NO = 'N'; 03155 const char LocateReqd_YES = 'Y'; 03156 const int Adjustment_CANCEL = 1; 03157 const int Adjustment_CORRECTION = 3; 03158 const int Adjustment_ERROR = 2; 03159 const int StreamAsgnType_ASSIGNMENT = 1; 03160 const int StreamAsgnType_TERMINATE_UNASSIGN = 3; 03161 const int StreamAsgnType_REJECTED = 2; 03162 const char LastRptRequested_NO = 'N'; 03163 const char LastRptRequested_YES = 'Y'; 03164 const char SettlSessID_END_OF_DAY[] = "EOD"; 03165 const char SettlSessID_REGULAR_TRADING_HOURS[] = "RTH"; 03166 const char SettlSessID_ELECTRONIC_TRADING_HOURS[] = "ETH"; 03167 const char SettlSessID_INTRADAY[] = "ITD"; 03168 const int TradeReportType_NO_WAS = 5; 03169 const int TradeReportType_ADDENDUM = 4; 03170 const int TradeReportType_7 = 7; 03171 const int TradeReportType_PENDED = 10; 03172 const int TradeReportType_LOCKEDINTRADEBREAK = 7; 03173 const int TradeReportType_DEFAULTED = 8; 03174 const int TradeReportType_DECLINE = 3; 03175 const int TradeReportType_ALLEGED_NEW = 11; 03176 const int TradeReportType_ALLEGED_TRADE_REPORT_CANCEL = 14; 03177 const int TradeReportType_ALLEGED_15 = 15; 03178 const int TradeReportType_ALLEGED_ADDENDUM = 12; 03179 const int TradeReportType_ALLEGED = 1; 03180 const int TradeReportType_SUBMIT = 0; 03181 const int TradeReportType_NOWAS = 5; 03182 const int TradeReportType_ALLEGED_1 = 1; 03183 const int TradeReportType_INVALID_CMTA = 9; 03184 const int TradeReportType_TRADEREPORTCANCEL = 6; 03185 const int TradeReportType_TRADE_REPORT_CANCEL = 6; 03186 const int TradeReportType_ALLEGED_NO_WAS = 13; 03187 const int TradeReportType_ACCEPT = 2; 03188 const int ExerciseStyle_AMERICAN = 1; 03189 const int ExerciseStyle_EUROPEAN = 0; 03190 const int ExerciseStyle_BERMUDA = 2; 03191 const char HaltReasonChar_EQUIPCHANGE = 'X'; 03192 const char HaltReasonChar_ADDITIONAL_INFORMATION = 'M'; 03193 const char HaltReasonChar_ORDINFL = 'E'; 03194 const char HaltReasonChar_NEW_PENDING = 'P'; 03195 const char HaltReasonChar_NEWSDISS = 'D'; 03196 const char HaltReasonChar_NEWS_PENDING = 'P'; 03197 const char HaltReasonChar_ORDER_INFLUX = 'E'; 03198 const char HaltReasonChar_NEWS_DISSEMINATION = 'D'; 03199 const char HaltReasonChar_ADDINFO = 'M'; 03200 const char HaltReasonChar_ORDIMB = 'I'; 03201 const char HaltReasonChar_EQUIPMENT_CHANGEOVER = 'X'; 03202 const char HaltReasonChar_ORDER_IMBALANCE = 'I'; 03203 const char HaltReasonChar_NEWSPEND = 'P'; 03204 const char ExDestination_POSIT = '4'; 03205 const char ExDestination_NONE = '0'; 03206 const int AllocReportType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY = 4; 03207 const int AllocReportType_WAREHOUSE_RECAP = 5; 03208 const int AllocReportType_REJECT = 10; 03209 const int AllocReportType_REQUESTTOINTERMEDIARY = 8; 03210 const int AllocReportType_ACCEPT_PENDING = 11; 03211 const int AllocReportType_REQUEST_TO_INTERMEDIARY = 8; 03212 const int AllocReportType_COMPLETE = 12; 03213 const int AllocReportType_SELLSIDECALCULATEDUSINGPRELIMINARY = 3; 03214 const int AllocReportType_PRELIMINARY_REQUEST_TO_INTERMEDIARY = 2; 03215 const int AllocReportType_SELLSIDE_CALCULATED_USING_PRELIMINARY = 3; 03216 const int AllocReportType_REVERSE_PENDING = 14; 03217 const int AllocReportType_WAREHOUSERECAP = 5; 03218 const int AllocReportType_ACCEPT = 9; 03219 const int AllocReportType_SELLSIDECALCULATEDWITHOUTPRELIMINARY = 4; 03220 const int AllocType_BUYSIDEREADYTOBOOKSINGLE = 5; 03221 const int AllocType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY = 4; 03222 const int AllocType_CALCULATED = 1; 03223 const int AllocType_INCOMPLETE_GROUP = 12; 03224 const int AllocType_REVERSAL_PENDING = 14; 03225 const int AllocType_PRELIMINARY = 2; 03226 const int AllocType_REJECT = 10; 03227 const int AllocType_WAREHOUSEINSTRUCTION = 7; 03228 const int AllocType_BUYSIDEPRELIM = 2; 03229 const int AllocType_REQUESTTOINTERMEDIARY = 8; 03230 const int AllocType_ACCEPT_PENDING = 11; 03231 const int AllocType_BUYSIDEREADYTOBOOKCOMBINED = 6; 03232 const int AllocType_BUYSIDE_CALCULATED = 1; 03233 const int AllocType_REQUEST_TO_INTERMEDIARY = 8; 03234 const int AllocType_SELLSIDECALCWITHOUTPRELIM = 4; 03235 const int AllocType_BUYSIDE_READY_TO_BOOK_5 = 5; 03236 const int AllocType_BUYSIDE_READY_TO_BOOK_6 = 6; 03237 const int AllocType_COMPLETE_GROUP = 13; 03238 const int AllocType_BUYSIDECALC = 1; 03239 const int AllocType_SELLSIDE_CALCULATED_USING_PRELIMINARY = 3; 03240 const int AllocType_READY_TO_BOOK = 5; 03241 const int AllocType_BUYSIDE_READY_TO_BOOK = 6; 03242 const int AllocType_WAREHOUSE_INSTRUCTION = 7; 03243 const int AllocType_BUYSIDE_PRELIMINARY = 2; 03244 const int AllocType_ACCEPT = 9; 03245 const int AllocType_SELLSIDECALC = 3; 03246 const int QuoteRequestRejectReason_INSUFFICIENT_CREDIT = 11; 03247 const int QuoteRequestRejectReason_NOMARKETFORINSTRUMENT = 8; 03248 const int QuoteRequestRejectReason_NOTAUTHTOREQQUOTE = 6; 03249 const int QuoteRequestRejectReason_NOT_AUTHORIZED_TO_REQUEST_QUOTE = 6; 03250 const int QuoteRequestRejectReason_QUOTEREQUESTEXLIMIT = 3; 03251 const int QuoteRequestRejectReason_INVALID_PRICE = 5; 03252 const int QuoteRequestRejectReason_EXCHANGECLOSED = 2; 03253 const int QuoteRequestRejectReason_TOOLATE = 4; 03254 const int QuoteRequestRejectReason_INVPRICE = 5; 03255 const int QuoteRequestRejectReason_NOMATCHFORINQUIRY = 7; 03256 const int QuoteRequestRejectReason_TOO_LATE_TO_ENTER = 4; 03257 const int QuoteRequestRejectReason_NO_MATCH_FOR_INQUIRY = 7; 03258 const int QuoteRequestRejectReason_UNKNOWNSYM = 1; 03259 const int QuoteRequestRejectReason_EXCHANGE = 2; 03260 const int QuoteRequestRejectReason_NO_MARKET_FOR_INSTRUMENT = 8; 03261 const int QuoteRequestRejectReason_UNKNOWN_SYMBOL = 1; 03262 const int QuoteRequestRejectReason_OTHER = 99; 03263 const int QuoteRequestRejectReason_PASS = 10; 03264 const int QuoteRequestRejectReason_NOINVENTORY = 9; 03265 const int QuoteRequestRejectReason_NO_INVENTORY = 9; 03266 const int QuoteRequestRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3; 03267 const int LiquidityIndType_5DAY = 1; 03268 const int LiquidityIndType_NORMAL = 3; 03269 const int LiquidityIndType_20_DAY_MOVING_AVERAGE = 2; 03270 const int LiquidityIndType_5_DAY_MOVING_AVERAGE = 1; 03271 const int LiquidityIndType_5DAY_MOVING_AVERAGE = 1; 03272 const int LiquidityIndType_NORMAL_MARKET_SIZE = 3; 03273 const int LiquidityIndType_OTHER = 4; 03274 const int LiquidityIndType_20DAY = 2; 03275 const int StatusValue_IN_PROCESS = 4; 03276 const int StatusValue_NOTCONNECTEDDOWNEXPECTEDUP = 2; 03277 const int StatusValue_NOT_CONNECTED_2 = 2; 03278 const int StatusValue_NOTCONNECTEDDOWNEXPECTEDDOWN = 3; 03279 const int StatusValue_CONNECTED = 1; 03280 const int StatusValue_NOT_CONNECTED_3 = 3; 03281 const int StatusValue_INPROCESS = 4; 03282 const char PosType_INTRA_SPREAD_QTY[] = "IAS"; 03283 const char PosType_INTER_SPREAD_QTY[] = "IES"; 03284 const char PosType_TRANSFER_TRADE_QTY[] = "TRF"; 03285 const char PosType_EXCHANGE_FOR_PHYSICAL_QTY[] = "EP"; 03286 const char PosType_TRANSFERTRADEQTY[] = "TRF"; 03287 const char PosType_TRANSACTIONQUANTITY[] = "TQ"; 03288 const char PosType_ADJUSTMENTQTY[] = "PA"; 03289 const char PosType_START_OF_DAY_QTY[] = "SOD"; 03290 const char PosType_ENDOFDAYQTY[] = "FIN"; 03291 const char PosType_DELIVERY_QTY[] = "DLV"; 03292 const char PosType_TRANSACTIONFROMEXERCISE[] = "TX"; 03293 const char PosType_OPTIONEXERCISEQTY[] = "EX"; 03294 const char PosType_DELIVERYQTY[] = "DLV"; 03295 const char PosType_OPTION_ASSIGNMENT[] = "AS"; 03296 const char PosType_PIT_TRADE_QTY[] = "PIT"; 03297 const char PosType_TRANSACTION_FROM_ASSIGNMENT[] = "TA"; 03298 const char PosType_TRANSACTION_FROM_EXERCISE[] = "TX"; 03299 const char PosType_INTEGRALSPLIT[] = "SPL"; 03300 const char PosType_ELECTRONICTRADEQTY[] = "ETR"; 03301 const char PosType_AS_OF_TRADE_QTY[] = "ASF"; 03302 const char PosType_ELECTRONIC_TRADE_QTY[] = "ETR"; 03303 const char PosType_PITTRADEQTY[] = "PIT"; 03304 const char PosType_OPTIONASSIGNMENT[] = "AS"; 03305 const char PosType_SUCCESSION_EVENT_ADJUSTMENT[] = "SEA"; 03306 const char PosType_OPTION_EXERCISE_QTY[] = "EX"; 03307 const char PosType_TRANSACTION_QUANTITY[] = "TQ"; 03308 const char PosType_NET_DELTA_QTY[] = "DLT"; 03309 const char PosType_END_OF_DAY_QTY[] = "FIN"; 03310 const char PosType_ADJUSTMENT_QTY[] = "PA"; 03311 const char PosType_TOTAL_TRANSACTION_QTY[] = "TOT"; 03312 const char PosType_DELIVERY_NOTICE_QTY[] = "DN"; 03313 const char PosType_RECEIVE_QUANTITY[] = "RCV"; 03314 const char PosType_ASOFTRADEQTY[] = "ASF"; 03315 const char PosType_ALLOCATIONTRADEQTY[] = "ALC"; 03316 const char PosType_CREDIT_EVENT_ADJUSTMENT[] = "CEA"; 03317 const char PosType_PRIVATELY_NEGOTIATED_TRADE_QTY[] = "PNTN"; 03318 const char PosType_CROSS_MARGIN_QTY[] = "XM"; 03319 const char PosType_CORPORATE_ACTION_ADJUSTMENT[] = "CAA"; 03320 const char PosType_TOTALTRANSACTIONQTY[] = "TOT"; 03321 const char PosType_STARTOFDAYQTY[] = "SOD"; 03322 const char PosType_INTEGRAL_SPLIT[] = "SPL"; 03323 const char PosType_INTERSPREADQTY[] = "IES"; 03324 const char PosType_INTRASPREADQTY[] = "IAS"; 03325 const char PosType_ALLOCATION_TRADE_QTY[] = "ALC"; 03326 const char PosType_CROSSMARGINQTY[] = "XM"; 03327 const char PosType_TRANSACTIONFROMASSIGNMENT[] = "TA"; 03328 const int StreamAsgnAckType_ASSIGNMENT_REJECTED = 1; 03329 const int StreamAsgnAckType_ASSIGNMENT_ACCEPTED = 0; 03330 const int RiskInstrumentOperator_EXCLUDE = 2; 03331 const int RiskInstrumentOperator_INCLUDE = 1; 03332 const int MiscFeeBasis_PERUNIT = 1; 03333 const int MiscFeeBasis_ABSOLUTE = 0; 03334 const int MiscFeeBasis_PERCENTAGE = 2; 03335 const int MiscFeeBasis_PER_UNIT = 1; 03336 const char OrdType_FOREX_MARKET = 'C'; 03337 const char OrdType_FOREX_PREVIOUSLY_QUOTED = 'H'; 03338 const char OrdType_ONBASIS = '9'; 03339 const char OrdType_PREVIOUSLYINDICATED = 'E'; 03340 const char OrdType_PREVIOUS_FUND_VALUATION_POINT = 'L'; 03341 const char OrdType_PEGGED = 'P'; 03342 const char OrdType_LIMITONCLOSE = 'B'; 03343 const char OrdType_LIMIT_WITH_OR_WITHOUT = '8'; 03344 const char OrdType_STOP_LIMIT = '4'; 03345 const char OrdType_FOREX_SWAP = 'G'; 03346 const char OrdType_WITHORWITHOUT = '6'; 03347 const char OrdType_FOREXLIMIT = 'F'; 03348 const char OrdType_MARKET_WITH_LEFT_OVER_AS_LIMIT = 'K'; 03349 const char OrdType_PREVIOUSLYQUOTED = 'D'; 03350 const char OrdType_PREVIOUSLY_QUOTED = 'D'; 03351 const char OrdType_COUNTER_ORDER_SELECTION = 'Q'; 03352 const char OrdType_LIMITWITHORWITHOUT = '8'; 03353 const char OrdType_FOREXSWAP = 'G'; 03354 const char OrdType_MARKET_IF_TOUCHED = 'J'; 03355 const char OrdType_NEXT_FUND_VALUATION_POINT = 'M'; 03356 const char OrdType_FOREX_C = 'C'; 03357 const char OrdType_ON_CLOSE = 'A'; 03358 const char OrdType_STOP = '3'; 03359 const char OrdType_STOPLIMIT = '4'; 03360 const char OrdType_LIMITORBETTER = '7'; 03361 const char OrdType_ONCLOSE = 'A'; 03362 const char OrdType_FOREX_LIMIT = 'F'; 03363 const char OrdType_FOREXMARKET = 'C'; 03364 const char OrdType_FOREX = 'C'; 03365 const char OrdType_MARKETIFTOUCHED = 'J'; 03366 const char OrdType_FUNARI = 'I'; 03367 const char OrdType_FOREX_F = 'F'; 03368 const char OrdType_PREVIOUSLY_INDICATED = 'E'; 03369 const char OrdType_WITH_OR_WITHOUT = '6'; 03370 const char OrdType_MARKET_ON_CLOSE = '5'; 03371 const char OrdType_LIMIT = '2'; 03372 const char OrdType_MARKET_WITH_LEFTOVER_AS_LIMIT = 'K'; 03373 const char OrdType_FOREX_G = 'G'; 03374 const char OrdType_LIMIT_ON_CLOSE = 'B'; 03375 const char OrdType_MARKETONCLOSE = '5'; 03376 const char OrdType_PREVIOUSFUNDVALUATIONPOINT = 'L'; 03377 const char OrdType_NEXTFUNDVALUATIONPOINT = 'M'; 03378 const char OrdType_FOREX_H = 'H'; 03379 const char OrdType_FOREXPREVIOUSLYQUOTED = 'H'; 03380 const char OrdType_MARKETWITHLEFTOVERLIMIT = 'K'; 03381 const char OrdType_ON_BASIS = '9'; 03382 const char OrdType_LIMIT_OR_BETTER = '7'; 03383 const char OrdType_MARKET = '1'; 03384 const char MatchType_ACT_DEFAULT_AFTER_M2[] = "M5"; 03385 const char MatchType_SUMMARIZEDMATCHUSINGA2[] = "S2"; 03386 const char MatchType_COUNTER_ORDER_SELECTION_6[] = "6"; 03387 const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND[] = "A4"; 03388 const char MatchType_SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S4"; 03389 const char MatchType_NON_ACT[] = "MT"; 03390 const char MatchType_SUMMARIZEDMATCHUSINGA3[] = "S3"; 03391 const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S1[] = "S1"; 03392 const char MatchType_SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH[] = "M2"; 03393 const char MatchType_SUMMARIZEDMATCHUSINGA4[] = "S4"; 03394 const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S2[] = "S2"; 03395 const char MatchType_TWO_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT[] = "61"; 03396 const char MatchType_SUMMARIZEDMATCHUSINGA5[] = "S5"; 03397 const char MatchType_NASDAQACTM2MATCH[] = "ACTM2"; 03398 const char MatchType_CROSS_AUCTION_5[] = "5"; 03399 const char MatchType_ACT_M1_MATCH[] = "M1"; 03400 const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES[] = "A4"; 03401 const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S3[] = "S3"; 03402 const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGES[] = "A4"; 03403 const char MatchType_NASDAQACTDEFAULTAFTERM2[] = "ACTM5"; 03404 const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGES[] = "A2"; 03405 const char MatchType_NASDAQACTM1MATCH[] = "ACTM1"; 03406 const char MatchType_CALL_AUCTION_7[] = "7"; 03407 const char MatchType_CROSS_AUCTION_63[] = "63"; 03408 const char MatchType_ISSUING_BUY_BACK_AUCTION[] = "8"; 03409 const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S4[] = "S4"; 03410 const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME[] = "A5"; 03411 const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGESANDEXECUTIONTIME[] = "A1"; 03412 const char MatchType_ONE_PARTY_TRADE_REPORT[] = "1"; 03413 const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S5[] = "S5"; 03414 const char MatchType_ACT_M2_MATCH[] = "M2"; 03415 const char MatchType_SUMMARIZEDMATCHMINUSBADGESANDTIMES[] = "M2"; 03416 const char MatchType_NASDAQACTDEFAULTTRADE[] = "ACTM4"; 03417 const char MatchType_CALL_AUCTION[] = "7"; 03418 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"; 03419 const char MatchType_ACT_ACCEPTED_TRADE[] = "M3"; 03420 const char MatchType_TWO_PARTY_TRADE_REPORT[] = "2"; 03421 const char MatchType_SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED[] = "S1"; 03422 const char MatchType_CONTINUOUS_AUTO_MATCH[] = "62"; 03423 const char MatchType_ONE_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT[] = "60"; 03424 const char MatchType_ACT_M6_MATCH[] = "M6"; 03425 const char MatchType_SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S5"; 03426 const char MatchType_ACT_DEFAULT_TRADE[] = "M4"; 03427 const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORMINUSBADGESANDTIMES[] = "M1"; 03428 const char MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST[] = "AQ"; 03429 const char MatchType_AUTO_MATCH[] = "4"; 03430 const char MatchType_NASDAQACTM6MATCH[] = "ACTM6"; 03431 const char MatchType_OCSLOCKEDIN[] = "MT"; 03432 const char MatchType_COUNTER_ORDER_SELECTION[] = "6"; 03433 const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES[] = "A2"; 03434 const char MatchType_SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S3"; 03435 const char MatchType_NASDAQACTACCEPTEDTRADE[] = "ACTM3"; 03436 const char MatchType_CALL_AUCTION_65[] = "65"; 03437 const char MatchType_CROSS_AUCTION[] = "5"; 03438 const char MatchType_OCS_LOCKED_IN_NON_ACT[] = "MT"; 03439 const char MatchType_CONFIRMED_TRADE_REPORT[] = "3"; 03440 const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME[] = "A5"; 03441 const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGESANDEXECUTIONTIME[] = "A3"; 03442 const char MatchType_SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S2"; 03443 const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSEXECUTIONTIME[] = "A5"; 03444 const char MatchType_NASDAQNONACT[] = "ACTMT"; 03445 const char MatchType_COMPAREDRECORDSRESULTINGFROMSTAMPEDADVISORIESORSPECIALISTACCEPTSPAIROFFS[] = "AQ"; 03446 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"; 03447 const char MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS[] = "AQ"; 03448 const char MatchType_SUMMARIZEDMATCHUSINGA1[] = "S1"; 03449 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"; 03450 const char MatchType_COUNTER_ORDER_SELECTION_64[] = "64"; 03451 const int OptPayoutType_BINARY = 3; 03452 const int OptPayoutType_VANILLA = 1; 03453 const int OptPayoutType_CAPPED = 2; 03454 const char MarketUpdateAction_DELETE = 'D'; 03455 const char MarketUpdateAction_ADD = 'A'; 03456 const char MarketUpdateAction_MODIFY = 'M'; 03457 const int CollAsgnRejectReason_INVALIDTYPEOFCOLLATERAL = 4; 03458 const int CollAsgnRejectReason_UNAUTHORIZED_TRANSACTION = 2; 03459 const int CollAsgnRejectReason_UNKNOWN_OR_INVALID_INSTRUMENT = 1; 03460 const int CollAsgnRejectReason_UNKNOWNDEAL = 0; 03461 const int CollAsgnRejectReason_UNKNOWN_DEAL = 0; 03462 const int CollAsgnRejectReason_UNAUTHORIZEDTRANSACTION = 2; 03463 const int CollAsgnRejectReason_INVALID_TYPE_OF_COLLATERAL = 4; 03464 const int CollAsgnRejectReason_INSUFFICIENTCOLLATERAL = 3; 03465 const int CollAsgnRejectReason_UNKNOWNORINVALIDINSTRUMENT = 1; 03466 const int CollAsgnRejectReason_EXCESSIVE_SUBSTITUTION = 5; 03467 const int CollAsgnRejectReason_OTHER = 99; 03468 const int CollAsgnRejectReason_INSUFFICIENT_COLLATERAL = 3; 03469 const int CollAsgnRejectReason_EXCESSIVESUBSTITUTION = 5; 03470 const int IndividualAllocType_SUB_ALLOCATE = 1; 03471 const int IndividualAllocType_THIRD_PARTY_ALLOCATION = 2; 03472 const int GTBookingInst_ACCUMUNTILFILL = 1; 03473 const int GTBookingInst_ACCUMUNTILNOTIFY = 2; 03474 const int GTBookingInst_BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION = 0; 03475 const int GTBookingInst_ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE = 2; 03476 const int GTBookingInst_ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES = 1; 03477 const int GTBookingInst_BOOKALL = 0; 03478 const int GTBookingInst_ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE = 2; 03479 const int GTBookingInst_ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES = 1; 03480 const int PutOrCall_PUT = 0; 03481 const int PutOrCall_CALL = 1; 03482 const char FundRenewWaiv_NO = 'N'; 03483 const char FundRenewWaiv_YES = 'Y'; 03484 const char ForexReq_NO = 'N'; 03485 const char ForexReq_YES = 'Y'; 03486 const int TickRuleType_TRADED_AS_A_SPREAD_LEG = 3; 03487 const int TickRuleType_REGULAR = 0; 03488 const int TickRuleType_VARIABLE = 1; 03489 const int TickRuleType_SETTLED_AS_A_SPREAD_LEG = 4; 03490 const int TickRuleType_FIXED = 2; 03491 const int DiscretionOffsetType_PRICE = 0; 03492 const int DiscretionOffsetType_BASISPOINTS = 1; 03493 const int DiscretionOffsetType_PRICE_TIER = 3; 03494 const int DiscretionOffsetType_TICKS = 2; 03495 const int DiscretionOffsetType_PRICETIERLEVEL = 3; 03496 const int DiscretionOffsetType_BASIS_POINTS = 1; 03497 const int ConfirmTransType_REPLACE = 1; 03498 const int ConfirmTransType_NEW = 0; 03499 const int ConfirmTransType_CANCEL = 2; 03500 const int MDSecSizeType_CUSTOMER = 1; 03501 const int TradSesEvent_CHANGE_OF_TRADING_STATUS = 3; 03502 const int TradSesEvent_CHANGE_OF_TRADING_SESSION = 1; 03503 const int TradSesEvent_CHANGE_OF_TRADING_SUBSESSION = 2; 03504 const int TradSesEvent_TRADING_RESUMES = 0; 03505 const char DlvyInstType_SECURITIES = 'S'; 03506 const char DlvyInstType_CASH = 'C'; 03507 const char TradeCondition_IMPLIED_TRADE[] = "1"; 03508 const char TradeCondition_CASHMKT[] = "A"; 03509 const char TradeCondition_OPENING_PRICE[] = "R"; 03510 const char TradeCondition_PRIOR_REFERENCE_PRICE[] = "AK"; 03511 const char TradeCondition_CANCEL_LAST_ETH[] = "l"; 03512 const char TradeCondition_SELLER[] = "L"; 03513 const char TradeCondition_DISTRIBUTION[] = "e"; 03514 const char TradeCondition_NEXT_DAY_TRADE[] = "J"; 03515 const char TradeCondition_STRADDLE_ETH[] = "AD"; 03516 const char TradeCondition_SPREAD[] = "AA"; 03517 const char TradeCondition_OPENINGPRICE[] = "R"; 03518 const char TradeCondition_CROSSED_AO[] = "AO"; 03519 const char TradeCondition_SOLD_LAST_SALE[] = "o"; 03520 const char TradeCondition_OPENED_SALE_ETH[] = "r"; 03521 const char TradeCondition_REOPEN_ETH[] = "x"; 03522 const char TradeCondition_SOLD_LAST_SALE_ETH[] = "m"; 03523 const char TradeCondition_STOPPED_SOLD_LAST[] = "AL"; 03524 const char TradeCondition_TRADES_RESULTING_FROM_INTERMARKET_SWEEP[] = "Z"; 03525 const char TradeCondition_NEXTDAY_D[] = "D"; 03526 const char TradeCondition_FORM_T[] = "AR"; 03527 const char TradeCondition_ADJUSTED[] = "y"; 03528 const char TradeCondition_CANCEL_ETH[] = "i"; 03529 const char TradeCondition_OUT_OF_SEQUENCE_ETH[] = "k"; 03530 const char TradeCondition_RULE127[] = "G"; 03531 const char TradeCondition_COMBO_ETH[] = "AI"; 03532 const char TradeCondition_CANCEL_ONLY_ETH[] = "t"; 03533 const char TradeCondition_STRADDLE[] = "AC"; 03534 const char TradeCondition_OUTSIDE_SPREAD[] = "AV"; 03535 const char TradeCondition_BUNCHED_SALE[] = "f"; 03536 const char TradeCondition_CANCEL_STOPPED[] = "h"; 03537 const char TradeCondition_LATE_OPEN_ETH[] = "u"; 03538 const char TradeCondition_OPENING_REOPENING_TRADE_DETAIL[] = "E"; 03539 const char TradeCondition_CANCEL[] = "0"; 03540 const char TradeCondition_COMBO[] = "AH"; 03541 const char TradeCondition_OPENING[] = "E"; 03542 const char TradeCondition_ACQUISITION[] = "c"; 03543 const char TradeCondition_OPENED[] = "K"; 03544 const char TradeCondition_CANCEL_ONLY[] = "s"; 03545 const char TradeCondition_NEXT_DAY[] = "D"; 03546 const char TradeCondition_BARGAIN_CONDITION[] = "S"; 03547 const char TradeCondition_STOPPED[] = "AE"; 03548 const char TradeCondition_CONVERTED_PRICE_INDICATOR[] = "T"; 03549 const char TradeCondition_OFFICIAL_CLOSING_PRICE[] = "AJ"; 03550 const char TradeCondition_ADJUSTED_ETH[] = "z"; 03551 const char TradeCondition_AVGPX[] = "B"; 03552 const char TradeCondition_RULE_155_TRADE[] = "H"; 03553 const char TradeCondition_SOLDLAST[] = "I"; 03554 const char TradeCondition_NEXTDAY_J[] = "J"; 03555 const char TradeCondition_AUTOMATIC_EXECUTION[] = "AQ"; 03556 const char TradeCondition_CROSSED_X[] = "X"; 03557 const char TradeCondition_AUTO_EXECUTION_ETH[] = "v"; 03558 const char TradeCondition_MULTILEG_TO_MULTILEG_TRADE[] = "4"; 03559 const char TradeCondition_OFFICAL_CLOSING_PRICE[] = "AN"; 03560 const char TradeCondition_FINAL_PRICE_OF_SESSION[] = "V"; 03561 const char TradeCondition_BASKET_INDEX[] = "AS"; 03562 const char TradeCondition_TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE[] = "Y"; 03563 const char TradeCondition_STOPPED_STOCK[] = "N"; 03564 const char TradeCondition_MULT_ASSET_CLASS_MULTILEG_TRADE[] = "3"; 03565 const char TradeCondition_STOPPED_ETH[] = "AF"; 03566 const char TradeCondition_REGULAR_ETH[] = "AG"; 03567 const char TradeCondition_CANCEL_OPEN[] = "p"; 03568 const char TradeCondition_CASH[] = "A"; 03569 const char TradeCondition_CASHTRADE[] = "C"; 03570 const char TradeCondition_RULE155[] = "H"; 03571 const char TradeCondition_CANCEL_STOPPED_ETH[] = "j"; 03572 const char TradeCondition_VOLUME_ONLY[] = "a"; 03573 const char TradeCondition_SPLIT_TRADE[] = "g"; 03574 const char TradeCondition_STOPPED_OUT_OF_SEQUENCE[] = "AM"; 03575 const char TradeCondition_CASH_TRADE[] = "C"; 03576 const char TradeCondition_IMBALANCE_MORE_BUYERS[] = "P"; 03577 const char TradeCondition_BUNCHED[] = "d"; 03578 const char TradeCondition_INTRADAY[] = "F"; 03579 const char TradeCondition_IMBALANCE_MORE_SELLERS[] = "Q"; 03580 const char TradeCondition_INTRADAY_TRADE_DETAIL[] = "F"; 03581 const char TradeCondition_RULE_127_TRADE[] = "G"; 03582 const char TradeCondition_IMBALANCEMOREBUYERS[] = "P"; 03583 const char TradeCondition_REOPEN[] = "w"; 03584 const char TradeCondition_EX_PIT[] = "W"; 03585 const char TradeCondition_CANCEL_LAST[] = "n"; 03586 const char TradeCondition_DIRECT_PLUS[] = "b"; 03587 const char TradeCondition_IMBALANCEMORESELLERS[] = "Q"; 03588 const char TradeCondition_AVERAGE_PRICE_TRADE[] = "B"; 03589 const char TradeCondition_SOLD_LAST[] = "I"; 03590 const char TradeCondition_MARKETPLACE_ENTERED_TRADE[] = "2"; 03591 const char TradeCondition_SPREAD_ETH[] = "AB"; 03592 const char TradeCondition_CANCEL_OPEN_ETH[] = "q"; 03593 const char TradeCondition_EXCHANGE_LAST[] = "U"; 03594 const char TradeCondition_FAST_MARKET[] = "AP"; 03595 const char TradeCondition_BURST_BASKET[] = "AT"; 03596 const char TradeCondition_SOLD[] = "M"; 03597 const int PriceLimitType_PRICE = 0; 03598 const int PriceLimitType_TICKS = 1; 03599 const int PriceLimitType_PERCENTAGE = 2; 03600 const char CommType_PER_SHARE = '1'; 03601 const char CommType_PCTWAIVEDCSHDISC = '4'; 03602 const char CommType_ABSOLUTE = '3'; 03603 const char CommType_PCTWAIVEDENUNITS = '5'; 03604 const char CommType_PERBOND = '6'; 03605 const char CommType_PER_BOND = '6'; 03606 const char CommType_PERCENTAGE = '2'; 03607 const char CommType_PERCENTAGE_WAIVED_4 = '4'; 03608 const char CommType_POINTS_PER_BOND_OR_CONTRACT = '6'; 03609 const char CommType_PERCENTAGE_WAIVED_5 = '5'; 03610 const char CommType_PER_UNIT = '1'; 03611 const char CommType_PERCENT = '2'; 03612 const char CommType_4 = '4'; 03613 const char CommType_5 = '5'; 03614 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS = 13; 03615 const int RegistRejReasonCode_INVALIDOWNERSHIPTYPE = 3; 03616 const int RegistRejReasonCode_INVALIDREGDTLS = 6; 03617 const int RegistRejReasonCode_INVALIDMAILINGDTLS = 7; 03618 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DTLS = 7; 03619 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETAILS = 4; 03620 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS = 8; 03621 const int RegistRejReasonCode_INVALIDINVESTORCOUNTRYOFRESIDENCE = 12; 03622 const int RegistRejReasonCode_INVALIDCASHDISTRIBAGENTCODE = 17; 03623 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE = 2; 03624 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME = 16; 03625 const int RegistRejReasonCode_INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE = 10; 03626 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE = 10; 03627 const int RegistRejReasonCode_INVALIDDATEOFBIRTH = 11; 03628 const int RegistRejReasonCode_INVALIDDISTRIBPAYMENTMETHOD = 15; 03629 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DATE_OF_BIRTH = 11; 03630 const int RegistRejReasonCode_INVALIDNODISTRIBINSTNS = 13; 03631 const int RegistRejReasonCode_INVALIDCASHDISTRIBAGENTACCTNUM = 18; 03632 const int RegistRejReasonCode_INVALIDTAXEXEMPTTYPE = 2; 03633 const int RegistRejReasonCode_INVALIDMAILINGINST = 8; 03634 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INST = 8; 03635 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETLS = 4; 03636 const int RegistRejReasonCode_INVALIDACCOUNTTYPE = 1; 03637 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD = 15; 03638 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE = 17; 03639 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DETAILS = 6; 03640 const int RegistRejReasonCode_INVALIDREGSEQNO = 5; 03641 const int RegistRejReasonCode_OTHER = 99; 03642 const int RegistRejReasonCode_INVALIDDISTRIBPERCENTAGE = 14; 03643 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DTLS = 6; 03644 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_ACCOUNT_TYPE = 1; 03645 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DETAILS = 7; 03646 const int RegistRejReasonCode_INVALIDINVESTORIDSOURCE = 10; 03647 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE = 12; 03648 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE = 14; 03649 const int RegistRejReasonCode_INVALIDCASHDISTRIBAGENTACCTNAME = 16; 03650 const int RegistRejReasonCode_INVALIDNOREGDETLS = 4; 03651 const int RegistRejReasonCode_INVALIDINVESTORID = 9; 03652 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM = 18; 03653 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_SEQ_NO = 5; 03654 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID = 9; 03655 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_OWNERSHIP_TYPE = 3; 03656 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NODISTRIBINSTNS = 13; 03657 const char FinancialStatus_BANKRUPT = '1'; 03658 const char FinancialStatus_PENDINGDELISTING = '2'; 03659 const char FinancialStatus_RESTRICTED = '3'; 03660 const char FinancialStatus_PENDING_DELISTING = '2'; 03661 const char LastFragment_NO = 'N'; 03662 const char LastFragment_YES = 'Y'; 03663 const char NotifyBrokerOfCredit_NO = 'N'; 03664 const char NotifyBrokerOfCredit_YES = 'Y'; 03665 const int PartySubIDType_REGISTERED_ADDRESS_12 = 12; 03666 const int PartySubIDType_CASH_ACCOUNT_NUMBER = 15; 03667 const int PartySubIDType_FAX_NUMBER = 21; 03668 const int PartySubIDType_CONTACTNAME = 9; 03669 const int PartySubIDType_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES = 4000; 03670 const int PartySubIDType_DEPARTMENT = 24; 03671 const int PartySubIDType_CONTACT_NAME = 9; 03672 const int PartySubIDType_TELEXNUMBER = 20; 03673 const int PartySubIDType_PERSON = 2; 03674 const int PartySubIDType_FIRM = 1; 03675 const int PartySubIDType_CASH_ACCOUNT_NAME = 23; 03676 const int PartySubIDType_POSITION_ACCOUNT_TYPE = 26; 03677 const int PartySubIDType_POSTAL_ADDRESS = 6; 03678 const int PartySubIDType_SECURITY_LOCATE_ID = 27; 03679 const int PartySubIDType_POSTALADDRESS = 6; 03680 const int PartySubIDType_FUND_ACCOUNT_NAME = 19; 03681 const int PartySubIDType_PROFESSIONAL_CLIENT = 30; 03682 const int PartySubIDType_LOCATION = 31; 03683 const int PartySubIDType_FULLLEGALNAMEOFFIRM = 5; 03684 const int PartySubIDType_LOCATIONDESK = 25; 03685 const int PartySubIDType_REGISTEREDADDRESS_12 = 12; 03686 const int PartySubIDType_REGISTRATION_NUMBER = 11; 03687 const int PartySubIDType_EMAILADDRESS = 8; 03688 const int PartySubIDType_SYSTEM = 3; 03689 const int PartySubIDType_SECURITIESACCOUNTNUMBER = 10; 03690 const int PartySubIDType_REGULATORY_STATUS = 13; 03691 const int PartySubIDType_CSD_PARTICIPANT_MEMBER_CODE = 17; 03692 const int PartySubIDType_PHONENUMBER = 7; 03693 const int PartySubIDType_CURRENCY_DELIVERY_IDENTIFIER = 33; 03694 const int PartySubIDType_REGISTRATION_NAME = 14; 03695 const int PartySubIDType_REGISTERED_ADDRESS_18 = 18; 03696 const int PartySubIDType_TELEX_NUMBER = 20; 03697 const int PartySubIDType_EMAIL_ADDRESS = 8; 03698 const int PartySubIDType_FAXNUMBER = 21; 03699 const int PartySubIDType_BIC = 16; 03700 const int PartySubIDType_CASHACCOUNT = 15; 03701 const int PartySubIDType_REGISTRATIONNUMBER = 11; 03702 const int PartySubIDType_LOCATION_DESK = 25; 03703 const int PartySubIDType_APPLICATION = 4; 03704 const int PartySubIDType_CASHACCOUNTNAME = 23; 03705 const int PartySubIDType_SECURITIES_ACCOUNT_NAME = 22; 03706 const int PartySubIDType_PHONE_NUMBER = 7; 03707 const int PartySubIDType_SECURITIESACCOUNTNAME = 22; 03708 const int PartySubIDType_REGISTRATIONNAME = 14; 03709 const int PartySubIDType_ELIGIBLE_COUNTERPARTY = 29; 03710 const int PartySubIDType_REGISTEREDADDRESS_18 = 18; 03711 const int PartySubIDType_SECURITIES_ACCOUNT_NUMBER = 10; 03712 const int PartySubIDType_FULL_LEGAL_NAME_OF_FIRM = 5; 03713 const int PartySubIDType_MARKET_MAKER = 28; 03714 const int PartySubIDType_EXECUTION_VENUE = 32; 03715 const int PartySubIDType_POSITIONACCOUNTTYPE = 26; 03716 const int PartySubIDType_FUNDACCOUNTNAME = 19; 03717 const int PartySubIDType_CSDPARTICIPANTMEMBERCODE = 17; 03718 const int PartySubIDType_REGULATORYSTATUS = 13; 03719 const int AllocNoOrdersType_EXPLICIT_LIST_PROVIDED = 1; 03720 const int AllocNoOrdersType_NOTSPECIFIED = 0; 03721 const int AllocNoOrdersType_NOT_SPECIFIED = 0; 03722 const int AllocNoOrdersType_EXPLICITLISTPROVIDED = 1; 03723 const int AllocLinkType_FX_SWAP = 1; 03724 const int AllocLinkType_F_X_NETTING = 0; 03725 const int AllocLinkType_FXNETTING = 0; 03726 const int AllocLinkType_FX_NETTING = 0; 03727 const int AllocLinkType_FXSWAP = 1; 03728 const int AllocLinkType_F_X_SWAP = 1; 03729 const int UnderlyingSettlementType_T_PLUS_1 = 2; 03730 const int UnderlyingSettlementType_T_PLUS_3 = 4; 03731 const int UnderlyingSettlementType_T_PLUS_4 = 5; 03732 const char DisplayMethod_NEW = '2'; 03733 const char DisplayMethod_UNDISCLOSED = '4'; 03734 const char DisplayMethod_RANDOM = '3'; 03735 const char DisplayMethod_INITIAL = '1'; 03736 const int CollStatus_PARTIALLY_ASSIGNED = 1; 03737 const int CollStatus_ASSIGNEDACCEPTED = 3; 03738 const int CollStatus_ASSIGNMENT_PROPOSED = 2; 03739 const int CollStatus_ASSIGNED = 3; 03740 const int CollStatus_CHALLENGED = 4; 03741 const int CollStatus_UNASSIGNED = 0; 03742 const int CollStatus_ASSIGNMENTPROPOSED = 2; 03743 const int CollStatus_PARTIALLYASSIGNED = 1; 03744 const int SideValueInd_SIDEVALUE_2 = 2; 03745 const int SideValueInd_SIDEVALUE1 = 1; 03746 const int SideValueInd_SIDEVALUE2 = 2; 03747 const int SideValueInd_SIDE_VALUE_1 = 1; 03748 const int SideValueInd_SIDE_VALUE_2 = 2; 03749 const char MsgDirection_RECEIVE = 'R'; 03750 const char MsgDirection_SEND = 'S'; 03751 const char MDUpdateAction_DELETE = '2'; 03752 const char MDUpdateAction_NEW = '0'; 03753 const char MDUpdateAction_DELETE_THRU = '3'; 03754 const char MDUpdateAction_DELETE_FROM = '4'; 03755 const char MDUpdateAction_OVERLAY = '5'; 03756 const char MDUpdateAction_CHANGE = '1'; 03757 const char MatchStatus_ADVALERT = '2'; 03758 const char MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRED = '1'; 03759 const char MatchStatus_COMPARED_MATCHED_OR_AFFIRMED = '0'; 03760 const char MatchStatus_ADVISORY_OR_ALERT = '2'; 03761 const char MatchStatus_UNCOMPUNMATUNAFF = '1'; 03762 const char MatchStatus_COMPMATAFF = '0'; 03763 const char MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRMED = '1'; 03764 const int RateSource_REUTERS = 1; 03765 const int RateSource_OTHER = 99; 03766 const int RateSource_BLOOMBERG = 0; 03767 const int RateSource_TELERATE = 2; 03768 const char AllocPositionEffect_CLOSE = 'C'; 03769 const char AllocPositionEffect_FIFO = 'F'; 03770 const char AllocPositionEffect_OPEN = 'O'; 03771 const char AllocPositionEffect_ROLLED = 'R'; 03772 const char PartyIDSource_US_EMPLOYER_OR_TAX_ID_NUMBER = '8'; 03773 const char PartyIDSource_PROPRIETARY = 'D'; 03774 const char PartyIDSource_USEMPLOYERIDNUMBER = '8'; 03775 const char PartyIDSource_ACCPTMARKETPART = 'C'; 03776 const char PartyIDSource_CSDPARTCODE = 'H'; 03777 const char PartyIDSource_AUSTRALIAN_TAX_FILE_NUMBER = 'A'; 03778 const char PartyIDSource_KOREANINVESTORID = '1'; 03779 const char PartyIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER = 'C'; 03780 const char PartyIDSource_AUSTRALIAN_BUSINESS_NUMBER = '9'; 03781 const char PartyIDSource_US_EMPLOYER_IDENTIFICATION_NUMBER = '8'; 03782 const char PartyIDSource_AUSTRALIANTAXFILENUMBER = 'A'; 03783 const char PartyIDSource_TAIWANESE_TRADING_ACCOUNT = '3'; 03784 const char PartyIDSource_TAIWANESE_TRADING_ACCT = '3'; 03785 const char PartyIDSource_CHINESEBSHARE = '5'; 03786 const char PartyIDSource_AUSTRALIANBUSINESSNUMBER = '9'; 03787 const char PartyIDSource_MALAYSIAN_CENTRAL_DEPOSITORY = '4'; 03788 const char PartyIDSource_US_SOCIAL_SECURITY_NUMBER = '7'; 03789 const char PartyIDSource_TAIWANESEQUALIFIED = '2'; 03790 const char PartyIDSource_USSOCIALSECURITY = '7'; 03791 const char PartyIDSource_DIRECTEDDEFINEDISITC = 'I'; 03792 const char PartyIDSource_UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER = '6'; 03793 const char PartyIDSource_CSD_PARTICIPANT_MEMBER_CODE = 'H'; 03794 const char PartyIDSource_DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT = 'I'; 03795 const char PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII = '2'; 03796 const char PartyIDSource_SETTLEMENT_ENTITY_LOCATION = 'F'; 03797 const char PartyIDSource_PROPRIETARY_CUSTOM_CODE = 'D'; 03798 const char PartyIDSource_UKNATIONALINSPENNUMBER = '6'; 03799 const char PartyIDSource_BIC = 'B'; 03800 const char PartyIDSource_CHINESE_INVESTOR_ID = '5'; 03801 const char PartyIDSource_TAIWANESETRADINGACCT = '3'; 03802 const char PartyIDSource_MIC = 'G'; 03803 const char PartyIDSource_KOREAN_INVESTOR_ID = '1'; 03804 const char PartyIDSource_ISO_COUNTRY_CODE = 'E'; 03805 const char PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID = '2'; 03806 const char PartyIDSource_PROPCODE = 'D'; 03807 const char PartyIDSource_ISOCODE = 'E'; 03808 const char PartyIDSource_CHINESE_B_SHARE = '5'; 03809 const char PartyIDSource_MCDNUMBER = '4'; 03810 const char PartyIDSource_SETTLENTLOC = 'F'; 03811 const char ExchangeForPhysical_NO = 'N'; 03812 const char ExchangeForPhysical_YES = 'Y'; 03813 const int SecurityTradingEvent_CHANGE_OF_SECURITY_TRADING_STATUS = 6; 03814 const int SecurityTradingEvent_CHANGE_OF_TRADING_SESSION = 4; 03815 const int SecurityTradingEvent_CHANGE_OF_SECURITY_STATUS = 6; 03816 const int SecurityTradingEvent_PRICE_VOLATILITY_INTERRUPTION = 3; 03817 const int SecurityTradingEvent_CHANGE_OF_BOOK_TYPE = 7; 03818 const int SecurityTradingEvent_CHANGE_OF_TRADING_SUBSESSION = 5; 03819 const int SecurityTradingEvent_CHANGE_OF_MARKET_DEPTH = 8; 03820 const int SecurityTradingEvent_TRADING_RESUMES = 2; 03821 const int SecurityTradingEvent_ORDER_IMBALANCE_AUCTION_IS_EXTENDED = 1; 03822 const int CollAction_ADD = 1; 03823 const int CollAction_REMOVE = 2; 03824 const int CollAction_RETAIN = 0; 03825 const char PossDupFlag_NO = 'N'; 03826 const char PossDupFlag_YES = 'Y'; 03827 const int ListStatusType_ALL_DONE = 5; 03828 const int ListStatusType_TIMED = 3; 03829 const int ListStatusType_RESP = 2; 03830 const int ListStatusType_EXECSTARTED = 4; 03831 const int ListStatusType_RESPONSE = 2; 03832 const int ListStatusType_ALLDONE = 5; 03833 const int ListStatusType_ALERT = 6; 03834 const int ListStatusType_ACK = 1; 03835 const int ListStatusType_EXEC_STARTED = 4; 03836 const int ListStatusType_EXECSTART = 4; 03837 const char GapFillFlag_NO = 'N'; 03838 const char GapFillFlag_YES = 'Y'; 03839 const char TradeHandlingInstr_AUTOMATED_FLOOR_ORDER_ROUTING = '4'; 03840 const char TradeHandlingInstr_TWO_PARTY_REPORT = '1'; 03841 const char TradeHandlingInstr_ONE_PARTY_REPORT_FOR_MATCHING = '2'; 03842 const char TradeHandlingInstr_TRADE_CONFIRMATION = '0'; 03843 const char TradeHandlingInstr_ONE_PARTY_REPORT_FOR_PASS_THROUGH = '3'; 03844 const char TradeHandlingInstr_TWO_PARTY_REPORT_FOR_CLAIM = '5'; 03845 const int TradSesMethod_TWOPARTY = 3; 03846 const int TradSesMethod_ELECTRONIC = 1; 03847 const int TradSesMethod_OPENOUTCRY = 2; 03848 const int TradSesMethod_TWO_PARTY = 3; 03849 const int TradSesMethod_OPEN_OUTCRY = 2; 03850 const char TradeType_AGENCY = 'A'; 03851 const char TradeType_VWAP_GUARANTEE = 'G'; 03852 const char TradeType_RISK_TRADE = 'R'; 03853 const char TradeType_GUARANTEED_CLOSE = 'J'; 03854 const int ComplexEventCondition_AND = 1; 03855 const int ComplexEventCondition_OR = 2; 03856 const char BenchmarkCurveName_SONIA[] = "SONIA"; 03857 const char BenchmarkCurveName_MUNIAAA[] = "MuniAAA"; 03858 const char BenchmarkCurveName_LIBID[] = "LIBID"; 03859 const char BenchmarkCurveName_PFANDBRIEFE[] = "Pfandbriefe"; 03860 const char BenchmarkCurveName_EUREPO[] = "EUREPO"; 03861 const char BenchmarkCurveName_FUTURESWAP[] = "FutureSWAP"; 03862 const char BenchmarkCurveName_TREASURY[] = "Treasury"; 03863 const char BenchmarkCurveName_OTHER[] = "OTHER"; 03864 const char BenchmarkCurveName_EURIBOR[] = "Euribor"; 03865 const char BenchmarkCurveName_EONIA[] = "EONIA"; 03866 const char BenchmarkCurveName_LIBOR[] = "LIBOR"; 03867 const char BenchmarkCurveName_SWAP[] = "SWAP"; 03868 const char CashMargin_MARGINCLOSE = '3'; 03869 const char CashMargin_MARGINOPEN = '2'; 03870 const char CashMargin_MARGIN_CLOSE = '3'; 03871 const char CashMargin_MARGIN_OPEN = '2'; 03872 const char CashMargin_CASH = '1'; 03873 const char SettlObligTransType_REPLACE = 'R'; 03874 const char SettlObligTransType_NEW = 'N'; 03875 const char SettlObligTransType_RESTATE = 'T'; 03876 const char SettlObligTransType_CANCEL = 'C'; 03877 const char DeskOrderHandlingInst_PEGGED[] = "PEG"; 03878 const char DeskOrderHandlingInst_MARKET_ON_OPEN[] = "MOO"; 03879 const char DeskOrderHandlingInst_SCALE[] = "SCL"; 03880 const char DeskOrderHandlingInst_FILL_OR_KILL[] = "FOK"; 03881 const char DeskOrderHandlingInst_ALL_OR_NONE[] = "AON"; 03882 const char DeskOrderHandlingInst_NOT_HELD[] = "NH"; 03883 const char DeskOrderHandlingInst_DIRECTED_ORDER[] = "DIR"; 03884 const char DeskOrderHandlingInst_STOP_STOCK_TRANSACTION[] = "S.W"; 03885 const char DeskOrderHandlingInst_OVER_THE_DAY[] = "OVD"; 03886 const char DeskOrderHandlingInst_ADD_ON_ORDER[] = "ADD"; 03887 const char DeskOrderHandlingInst_MARKET_AT_CLOSE[] = "MAC"; 03888 const char DeskOrderHandlingInst_LIMIT_ON_OPEN[] = "LOO"; 03889 const char DeskOrderHandlingInst_CASH_NOT_HELD[] = "CNH"; 03890 const char DeskOrderHandlingInst_MARKET_ON_CLOSE[] = "MOC"; 03891 const char DeskOrderHandlingInst_TIME_ORDER[] = "TMO"; 03892 const char DeskOrderHandlingInst_LIMIT_ON_CLOSE[] = "LOC"; 03893 const char DeskOrderHandlingInst_IMMEDIATE_OR_CANCEL[] = "IOC"; 03894 const char DeskOrderHandlingInst_TRAILING_STOP[] = "TS"; 03895 const char DeskOrderHandlingInst_WORK[] = "WRK"; 03896 const char DeskOrderHandlingInst_RESERVE_SIZE_ORDER[] = "RSV"; 03897 const char DeskOrderHandlingInst_MINIMUM_QUANTITY[] = "MQT"; 03898 const char DeskOrderHandlingInst_MARKET_AT_OPEN[] = "MAO"; 03899 const char DeskOrderHandlingInst_IMBALANCE_ONLY[] = "IO"; 03900 const char DeskOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION[] = "E.W"; 03901 const int PosTransType_DO_NOT_EXERCISE = 2; 03902 const int PosTransType_POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION = 4; 03903 const int PosTransType_DONOTEXERCISE = 2; 03904 const int PosTransType_LARGE_TRADER_SUBMISSION = 6; 03905 const int PosTransType_POSITIONCHANGESUBMISSIONMARGINDISPOSITION = 4; 03906 const int PosTransType_POSITIONADJUSTMENT = 3; 03907 const int PosTransType_EXERCISE = 1; 03908 const int PosTransType_POSITION_ADJUSTMENT = 3; 03909 const int PosTransType_PLEDGE = 5; 03910 const char Seniority_SUBORDINATED[] = "SB"; 03911 const char Seniority_SENIOR_SECURED[] = "SD"; 03912 const char Seniority_SENIOR[] = "SR"; 03913 const char SettlCurrFxRateCalc_DIVIDE = 'D'; 03914 const char SettlCurrFxRateCalc_MULTIPLY = 'M'; 03915 const int PosMaintStatus_ACCEPTED_WITH_WARNINGS = 1; 03916 const int PosMaintStatus_COMPLETED = 3; 03917 const int PosMaintStatus_ACCEPTEDWITHWARNINGS = 1; 03918 const int PosMaintStatus_COMPLETEDWITHWARNINGS = 4; 03919 const int PosMaintStatus_REJECTED = 2; 03920 const int PosMaintStatus_ACCEPTED = 0; 03921 const int PosMaintStatus_COMPLETED_WITH_WARNINGS = 4; 03922 const char Benchmark_6_MO_LIBOR = '9'; 03923 const char Benchmark_OLD_5 = '3'; 03924 const char Benchmark_OLD_30 = '7'; 03925 const char Benchmark_30YR = '6'; 03926 const char Benchmark_5YR = '2'; 03927 const char Benchmark_3_MO_LIBOR = '8'; 03928 const char Benchmark_OLD_10 = '5'; 03929 const char Benchmark_6MOLIBOR = '9'; 03930 const char Benchmark_10YR = '4'; 03931 const char Benchmark_CURVE = '1'; 03932 const char Benchmark_30_YR = '6'; 03933 const char Benchmark_10_YR = '4'; 03934 const char Benchmark_5_YR = '2'; 03935 const char Benchmark_OLD30 = '7'; 03936 const char Benchmark_OLD5 = '3'; 03937 const char Benchmark_OLD10 = '5'; 03938 const char Benchmark_3MOLIBOR = '8'; 03939 const int MaturityMonthYearFormat_YEARMONTHWEEK = 2; 03940 const int MaturityMonthYearFormat_YEARMONTHDAY = 1; 03941 const int MaturityMonthYearFormat_YEARMONTH_ONLY = 0; 03942 const char LegalConfirm_NO = 'N'; 03943 const char LegalConfirm_YES = 'Y'; 03944 const int ApplReportType_REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM = 1; 03945 const int ApplReportType_APPLICATION_MESSAGE_RE_SEND_COMPLETED = 3; 03946 const int ApplReportType_RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM = 0; 03947 const int ApplReportType_HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID = 2; 03948 const char ReportToExch_NO = 'N'; 03949 const char ReportToExch_YES = 'Y'; 03950 const int AllocRejCode_INCORRECT_ALLOCATED_QUANTITY = 8; 03951 const int AllocRejCode_UNKNOWNACCT = 0; 03952 const int AllocRejCode_INCORRECTAVGPRC = 2; 03953 const int AllocRejCode_UNKNOWN_ORDERID = 5; 03954 const int AllocRejCode_WAREHOUSEREQUESTREJECTED = 13; 03955 const int AllocRejCode_UNKNOWNORSTALEEXECID = 10; 03956 const int AllocRejCode_WAREHOUSE_REQUEST_REJECTED = 13; 03957 const int AllocRejCode_INCORRECT_AVERAGEG_PRICE = 2; 03958 const int AllocRejCode_MISMATCHEDDATA = 11; 03959 const int AllocRejCode_INCORRECTBRKMNC = 3; 03960 const int AllocRejCode_UNKNOWNLISTID = 6; 03961 const int AllocRejCode_OTHER_99 = 99; 03962 const int AllocRejCode_INCORRECTALLOCATEDQUANTITY = 8; 03963 const int AllocRejCode_UNKNOWN_LISTID = 6; 03964 const int AllocRejCode_INCORRECT_QUANTITY = 1; 03965 const int AllocRejCode_INCORRECT_AVERAGE_PRICE = 2; 03966 const int AllocRejCode_UNKNOWN_ACCOUNT = 0; 03967 const int AllocRejCode_UNKNOWN_OR_STALE_EXECID = 10; 03968 const int AllocRejCode_OTHER = 7; 03969 const int AllocRejCode_OTHER_7 = 7; 03970 const int AllocRejCode_UNKNOWN_CLORDID = 12; 03971 const int AllocRejCode_INCORRECTQTY = 1; 03972 const int AllocRejCode_COMMDIFF = 4; 03973 const int AllocRejCode_CALCULATIONDIFFERENCE = 9; 03974 const int AllocRejCode_UNKNOWNCLORDID = 12; 03975 const int AllocRejCode_UNKNOWNORDID = 5; 03976 const int AllocRejCode_MISMATCHED_DATA = 11; 03977 const int AllocRejCode_CALCULATION_DIFFERENCE = 9; 03978 const int AllocRejCode_COMMISSION_DIFFERENCE = 4; 03979 const int AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC = 3; 03980 const int RefOrdIDReason_GTC_FROM_PREVIOUS_DAY = 0; 03981 const int RefOrdIDReason_PARTIAL_FILL_REMAINING = 1; 03982 const int RefOrdIDReason_ORDER_CHANGED = 2; 03983 const char RefOrderIDSource_SECONDARYORDERID = '0'; 03984 const char RefOrderIDSource_ORDERID = '1'; 03985 const char RefOrderIDSource_MDENTRYID = '2'; 03986 const char RefOrderIDSource_ORIGINAL_ORDER_ID = '4'; 03987 const char RefOrderIDSource_MENTRYID = '2'; 03988 const char RefOrderIDSource_QUOTEENTRYID = '3'; 03989 const char RefOrderIDSource_QUOTENTRYID = '3'; 03990 const char RefOrderIDSource_ORDEID = '1'; 03991 const char RefOrderIDSource_SECONDARYORDEID = '0'; 03992 const char LastCapacity_A = '1'; 03993 const char LastCapacity_XP = '3'; 03994 const char LastCapacity_CROSS_AS_PRINCIPAL = '3'; 03995 const char LastCapacity_PRINCIPAL = '4'; 03996 const char LastCapacity_P = '4'; 03997 const char LastCapacity_CROSS_AS_AGENT = '2'; 03998 const char LastCapacity_AGENT = '1'; 03999 const char LastCapacity_XA = '2'; 04000 const int InstrAttribType_INSTRUMENT_STRIKE_PRICE = 28; 04001 const int InstrAttribType_IN_DEFAULT = 15; 04002 const int InstrAttribType_COUPONPERIOD = 8; 04003 const int InstrAttribType_ORIGINAL_ISSUE_DISCOUNT = 10; 04004 const int InstrAttribType_PRE_REFUNDED = 14; 04005 const int InstrAttribType_SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX = 19; 04006 const int InstrAttribType_CALLABLEPUTTABLE = 11; 04007 const int InstrAttribType_WHEN_AND_IF_ISSUED = 9; 04008 const int InstrAttribType_STEPPEDCOUPON = 7; 04009 const int InstrAttribType_UNRATED = 16; 04010 const int InstrAttribType_CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED = 22; 04011 const int InstrAttribType_STEPPED_COUPON = 7; 04012 const int InstrAttribType_TEXT = 99; 04013 const int InstrAttribType_ORIGINALISSUEDISCOUNTPRICE = 20; 04014 const int InstrAttribType_ESCROWEDTOREDEMPTIONDATE = 13; 04015 const int InstrAttribType_INSTRUMENT_DENOMINATOR = 25; 04016 const int InstrAttribType_ESCROWED_TO_REDEMPTION_DATE = 13; 04017 const int InstrAttribType_INTEREST_BEARING = 3; 04018 const int InstrAttribType_TAXABLE = 17; 04019 const int InstrAttribType_CALLABLE_PUTTABLE = 11; 04020 const int InstrAttribType_CALLABLE_BELOW_MATURITY_VALUE = 21; 04021 const int InstrAttribType_COUPON_PERIOD = 8; 04022 const int InstrAttribType_LESSFEEFORPUT = 6; 04023 const int InstrAttribType_INTERESTBEARING = 3; 04024 const int InstrAttribType_PREREFUNDED = 14; 04025 const int InstrAttribType_INSTRUMENT_PRICE_PRECISION = 27; 04026 const int InstrAttribType_TRADEABLE_INDICATOR = 29; 04027 const int InstrAttribType_ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE = 20; 04028 const int InstrAttribType_VARIABLE_RATE = 5; 04029 const int InstrAttribType_WHENISSUED = 9; 04030 const int InstrAttribType_ZEROCOUPON = 2; 04031 const int InstrAttribType_SUBJECTTOALTERNATIVEMINIMUMTAX = 19; 04032 const int InstrAttribType_ESCROWEDTOMATURITY = 12; 04033 const int InstrAttribType_FLAT = 1; 04034 const int InstrAttribType_TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY = 24; 04035 const int InstrAttribType_INSTRUMENT_NUMERATOR = 26; 04036 const int InstrAttribType_ESCROWED_TO_MATURITY = 12; 04037 const int InstrAttribType_LESS_FEE_FOR_PUT = 6; 04038 const int InstrAttribType_TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE = 99; 04039 const int InstrAttribType_CALLABLEWITHOUTNOTICEBYMAILTOHOLDERUNLESSREGISTERED = 22; 04040 const int InstrAttribType_INDEXED = 18; 04041 const int InstrAttribType_INDEFAULT = 15; 04042 const int InstrAttribType_ZERO_COUPON = 2; 04043 const int InstrAttribType_NOPERIODICPAYMENTS = 4; 04044 const int InstrAttribType_CALLABLEBELOWMATURITYVALUE = 21; 04045 const int InstrAttribType_ORIGINALISSUEDISCOUNT = 10; 04046 const int InstrAttribType_PRICE_TICK_RULES_FOR_SECURITY = 23; 04047 const int InstrAttribType_NO_PERIODIC_PAYMENTS = 4; 04048 const int InstrAttribType_VARIABLERATE = 5; 04049 const int Product_FINANCING = 13; 04050 const int Product_COMMODITY = 2; 04051 const int Product_EQUITY = 5; 04052 const int Product_CORPORATE = 3; 04053 const int Product_AGENCY = 1; 04054 const int Product_OTHER = 12; 04055 const int Product_MONEYMARKET = 9; 04056 const int Product_MORTGAGE = 10; 04057 const int Product_CURRENCY = 4; 04058 const int Product_INDEX = 7; 04059 const int Product_MUNICIPAL = 11; 04060 const int Product_LOAN = 8; 04061 const int Product_GOVERNMENT = 6; 04062 const int SecurityTradingStatus_NOMKTIMB = 12; 04063 const int SecurityTradingStatus_NOOPEN = 4; 04064 const int SecurityTradingStatus_FAST_MARKET = 23; 04065 const int SecurityTradingStatus_NO_OPEN_NO_RESUME = 4; 04066 const int SecurityTradingStatus_TRADING_HALT = 2; 04067 const int SecurityTradingStatus_NOT_AVAILABLE_FOR_TRADING = 18; 04068 const int SecurityTradingStatus_11 = 11; 04069 const int SecurityTradingStatus_NO_OPEN = 4; 04070 const int SecurityTradingStatus_NOTTRADED = 19; 04071 const int SecurityTradingStatus_FASTMARKET = 23; 04072 const int SecurityTradingStatus_MKTBALSELL = 8; 04073 const int SecurityTradingStatus_NEWPXIND = 15; 04074 const int SecurityTradingStatus_TRDDISTIME = 16; 04075 const int SecurityTradingStatus_PXIND = 5; 04076 const int SecurityTradingStatus_CROSS = 25; 04077 const int SecurityTradingStatus_OPENINGROTATION = 22; 04078 const int SecurityTradingStatus_TRDRNGIND = 6; 04079 const int SecurityTradingStatus_RESUME = 3; 04080 const int SecurityTradingStatus_TRADE_DISSEMINATION_TIME = 16; 04081 const int SecurityTradingStatus_NO_MARKET_ON_CLOSE_IMBALANCE = 13; 04082 const int SecurityTradingStatus_POST_CLOSE = 26; 04083 const int SecurityTradingStatus_OPENDELAY = 1; 04084 const int SecurityTradingStatus_READY = 17; 04085 const int SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_BUY = 9; 04086 const int SecurityTradingStatus_NOTAVAIL = 18; 04087 const int SecurityTradingStatus_MARKET_IMBALANCE_SELL = 8; 04088 const int SecurityTradingStatus_OPENING_DELAY = 1; 04089 const int SecurityTradingStatus_MKTONCLSIMBSELL = 10; 04090 const int SecurityTradingStatus_NOT_TRADED_ON_THIS_MARKET = 19; 04091 const int SecurityTradingStatus_ITS_PRE_OPENING = 14; 04092 const int SecurityTradingStatus_PRE_CROSS = 24; 04093 const int SecurityTradingStatus_NA = 11; 04094 const int SecurityTradingStatus_NOMKTONCLSIMB = 13; 04095 const int SecurityTradingStatus_PRE_OPEN = 21; 04096 const int SecurityTradingStatus_MARKET_IMBALANCE_BUY = 7; 04097 const int SecurityTradingStatus_TRADING_RANGE_INDICATION = 6; 04098 const int SecurityTradingStatus_READY_TO_TRADE = 17; 04099 const int SecurityTradingStatus_NEW_PRICE_INDICATION = 15; 04100 const int SecurityTradingStatus_ITSPREOPN = 14; 04101 const int SecurityTradingStatus_TRDHALT = 2; 04102 const int SecurityTradingStatus_MKTONCLSIMBBUY = 9; 04103 const int SecurityTradingStatus_OPENING_ROTATION = 22; 04104 const int SecurityTradingStatus_PRICE_INDICATION = 5; 04105 const int SecurityTradingStatus_UNKNOWN_OR_INVALID = 20; 04106 const int SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_SELL = 10; 04107 const int SecurityTradingStatus_UNKNOWN = 20; 04108 const int SecurityTradingStatus_MKTIMBBUY = 7; 04109 const int SecurityTradingStatus_NO_MARKET_IMBALANCE = 12; 04110 const char Rule80A_PRGINDEXARBOTHMEM = 'N'; 04111 const char Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPETING_MARKET_MAKER = 'R'; 04112 const char Rule80A_SPECIALIST_TRADES = 'S'; 04113 const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER = 'J'; 04114 const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG = 'D'; 04115 const char Rule80A_SHTEXTRANI = 'H'; 04116 const char Rule80A_SHTEXTRANMEMWT = 'X'; 04117 const char Rule80A_SHORT_EXEMPT_TRANSACTION_F = 'F'; 04118 const char Rule80A_COMPETING_DEALER_TRADES_O = 'O'; 04119 const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER = 'K'; 04120 const char Rule80A_AGENCY_ALGORITHMIC_PROGRAM_TRADING = 'K'; 04121 const char Rule80A_SHTEXTRANMEM = 'L'; 04122 const char Rule80A_PRGINDEXARBOTHAGN = 'U'; 04123 const char Rule80A_PRGNONINDEXARBINV = 'J'; 04124 const char Rule80A_SHORT_EXEMPT_TRANSACTION_H = 'H'; 04125 const char Rule80A_PRINCIPAL = 'P'; 04126 const char Rule80A_AGENCY_INDEX_ARBITRAGE = 'U'; 04127 const char Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER = 'R'; 04128 const char Rule80A_SHTEXTRANA = 'B'; 04129 const char Rule80A_SHTEXTRANW = 'F'; 04130 const char Rule80A_PRGINDEXARBINV = 'K'; 04131 const char Rule80A_COMPETING_DEALER_TRADES_R = 'R'; 04132 const char Rule80A_INDIVIDUAL_INVESTOR_SINGLE_ORDER = 'I'; 04133 const char Rule80A_PROPRIETARY_NON_ALGORITHMIC_PROGRAM_TRADE = 'C'; 04134 const char Rule80A_AGENT_FOR_OTHER_MEMBER_NON_ALGORITHMIC_PROGRAM_TRADE = 'N'; 04135 const char Rule80A_ALLOTHERAGN = 'W'; 04136 const char Rule80A_PRGNONINDEXARBOTHAGN = 'Y'; 04137 const char Rule80A_PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER = 'O'; 04138 const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'X'; 04139 const char Rule80A_AGENCYSINGLE = 'A'; 04140 const char Rule80A_COMPETING_DEALER_TRADES_T = 'T'; 04141 const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER = 'N'; 04142 const char Rule80A_PROPRIETARY_ALGORITHMIC_PROGRAM_TRADING = 'J'; 04143 const char Rule80A_AGENCY_NON_ALGORITHMIC_PROGRAM_TRADE = 'Y'; 04144 const char Rule80A_PRGNONINDEXARBMEM = 'C'; 04145 const char Rule80A_PRGNONINDEXARBOTHMEM = 'M'; 04146 const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER = 'Z'; 04147 const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY = 'Y'; 04148 const char Rule80A_ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER = 'W'; 04149 const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG = 'C'; 04150 const char Rule80A_PRGINDEXARBMEM = 'D'; 04151 const char Rule80A_INVINESTOR = 'I'; 04152 const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL = 'E'; 04153 const char Rule80A_SHORT_EXEMPT_TRANSACTION_B = 'B'; 04154 const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'L'; 04155 const char Rule80A_AGENCY_SINGLE_ORDER = 'A'; 04156 const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'L'; 04157 const char Rule80A_COMPETINGDEALER = 'O'; 04158 const char Rule80A_COMPDEALER1 = 'R'; 04159 const char Rule80A_SHTEXTRANNONMEM = 'Z'; 04160 const char Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER = 'T'; 04161 const char Rule80A_REGISTERED_EQUITY_MARKET_MAKER_TRADES = 'E'; 04162 const char Rule80A_MARKETMAKER = 'E'; 04163 const char Rule80A_SPECIALIST = 'S'; 04164 const char Rule80A_COMPDEALER2 = 'T'; 04165 const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY = 'U'; 04166 const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER = 'M'; 04167 const char CorporateAction_MERGER_REORGANIZATION = 'M'; 04168 const char CorporateAction_SYMBOL_CONVERSION = 'T'; 04169 const char CorporateAction_NEW = 'D'; 04170 const char CorporateAction_SUCCESSION_EVENT = 'W'; 04171 const char CorporateAction_STOCK_DIVIDEND = 'G'; 04172 const char CorporateAction_REVERSE_STOCK_SPLIT = 'I'; 04173 const char CorporateAction_POSITION_CONSOLIDATION = 'K'; 04174 const char CorporateAction_SPINOFF = 'P'; 04175 const char CorporateAction_EXDIVIDEND = 'A'; 04176 const char CorporateAction_EX_INTEREST = 'E'; 04177 const char CorporateAction_LIQUIDATION_REORGANIZATION = 'L'; 04178 const char CorporateAction_CASH_DIVIDEND = 'F'; 04179 const char CorporateAction_STANDARD_INTEGER_STOCK_SPLIT = 'J'; 04180 const char CorporateAction_RIGHTS_OFFERING = 'N'; 04181 const char CorporateAction_SHAREHOLDER_MEETING = 'O'; 04182 const char CorporateAction_WARRANT = 'R'; 04183 const char CorporateAction_EXDIST = 'B'; 04184 const char CorporateAction_EX_RIGHTS = 'C'; 04185 const char CorporateAction_EX_DISTRIBUTION = 'B'; 04186 const char CorporateAction_EX_DIVIDEND = 'A'; 04187 const char CorporateAction_TENDER_OFFER = 'Q'; 04188 const char CorporateAction_SPECIAL_ACTION = 'S'; 04189 const char CorporateAction_EXINTEREST = 'E'; 04190 const char CorporateAction_NON_INTEGER_STOCK_SPLIT = 'H'; 04191 const char CorporateAction_CUSIP = 'U'; 04192 const char CorporateAction_LEAP_ROLLOVER = 'V'; 04193 const char CorporateAction_EXRIGHTS = 'C'; 04194 const int TerminationType_TERM = 2; 04195 const int TerminationType_FLEXIBLE = 3; 04196 const int TerminationType_OPEN = 4; 04197 const int TerminationType_OVERNIGHT = 1; 04198 const int PosMaintAction_REPLACE = 2; 04199 const int PosMaintAction_NEW = 1; 04200 const int PosMaintAction_REVERSE = 4; 04201 const int PosMaintAction_CANCEL = 3; 04202 const int ComplexEventPriceTimeType_SPECIFIED_DATE_TIME = 3; 04203 const int ComplexEventPriceTimeType_EXPIRATION = 1; 04204 const int ComplexEventPriceTimeType_IMMEDIATE = 2; 04205 const char UnderlyingFXRateCalc_DIVIDE = 'D'; 04206 const char UnderlyingFXRateCalc_MULTIPLY = 'M'; 04207 const char OddLot_NO = 'N'; 04208 const char OddLot_YES = 'Y'; 04209 const char BookingUnit_AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE = '2'; 04210 const char BookingUnit_AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER = '1'; 04211 const char BookingUnit_EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT = '0'; 04212 const int AllocStatus_REJECTED_BY_INTERMEDIARY = 5; 04213 const int AllocStatus_ACCEPTEDSUCCESSFULLYPROCESSED = 0; 04214 const int AllocStatus_ACCOUNTLEVELREJECT = 2; 04215 const int AllocStatus_BLOCK_LEVEL_REJECT = 1; 04216 const int AllocStatus_ACCOUNT_LEVEL_REJECT = 2; 04217 const int AllocStatus_INCOMPLETE = 4; 04218 const int AllocStatus_ALLOCATION_PENDING = 6; 04219 const int AllocStatus_BLOCKLEVELREJECT = 1; 04220 const int AllocStatus_REJECTEDBYINTERMEDIARY = 5; 04221 const int AllocStatus_RECEIVEDRECEIVEDNOTYETPROCESSED = 3; 04222 const int AllocStatus_REVERSED = 7; 04223 const int AllocStatus_RECEIVED = 3; 04224 const int AllocStatus_PARTIAL_ACCEPT = 2; 04225 const int AllocStatus_REJECTED = 1; 04226 const int AllocStatus_ACCEPTED = 0; 04227 const int IncTaxInd_NET = 1; 04228 const int IncTaxInd_GROSS = 2; 04229 const int PartyListResponseType_RETURN_ONLY_PARTY_INFORMATION = 1; 04230 const int PartyListResponseType_RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES = 0; 04231 const int PartyListResponseType_INCLUDE_RISK_LIMIT_INFORMATION = 3; 04232 const int PartyListResponseType_INCLUDE_INFORMATION_ON_RELATED_PARTIES = 2; 04233 const int PosReqStatus_COMPLETED = 0; 04234 const int PosReqStatus_REJECTED = 2; 04235 const int PosReqStatus_COMPLETEDWITHWARNINGS = 1; 04236 const int PosReqStatus_COMPLETED_WITH_WARNINGS = 1; 04237 const int PriorityIndicator_PRIORITY_UNCHANGED = 0; 04238 const int PriorityIndicator_PRIORITYUNCHANGED = 0; 04239 const int PriorityIndicator_LOSTPRIORITY = 1; 04240 const int PriorityIndicator_LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE = 1; 04241 const char MoneyLaunderingStatus_NOTCHECKED = 'N'; 04242 const char MoneyLaunderingStatus_EXEMPT_BELOW_THE_LIMIT = '1'; 04243 const char MoneyLaunderingStatus_EXAUTHCREDIT = '3'; 04244 const char MoneyLaunderingStatus_EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION = '2'; 04245 const char MoneyLaunderingStatus_EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION = '3'; 04246 const char MoneyLaunderingStatus_NOT_CHECKED = 'N'; 04247 const char MoneyLaunderingStatus_PASSED = 'Y'; 04248 const char MoneyLaunderingStatus_EXEMPT_1 = '1'; 04249 const char MoneyLaunderingStatus_EXCLIENTMONEYTYPE = '2'; 04250 const char MoneyLaunderingStatus_EXEMPT_2 = '2'; 04251 const char MoneyLaunderingStatus_EXBELOWLIM = '1'; 04252 const char MoneyLaunderingStatus_EXEMPT_3 = '3'; 04253 const char LotType_ROUND_LOT_BASED_UPON_UNITOFMEASURE = '4'; 04254 const char LotType_ROUND_LOT = '2'; 04255 const char LotType_ODD_LOT = '1'; 04256 const char LotType_BLOCK_LOT = '3'; 04257 const char QuoteCondition_FLAT_CURVE[] = "7"; 04258 const char QuoteCondition_REST_OF_BOOK_VWAP[] = "3"; 04259 const char QuoteCondition_BETTER_PRICES_IN_CONDITIONAL_ORDERS[] = "4"; 04260 const char QuoteCondition_TRADING_RANGE[] = "Q"; 04261 const char QuoteCondition_HALT_ETH[] = "k"; 04262 const char QuoteCondition_BID_OFFER_SPECIALIST[] = "r"; 04263 const char QuoteCondition_CONSOLBEST[] = "D"; 04264 const char QuoteCondition_CROSSED[] = "F"; 04265 const char QuoteCondition_NO_OPEN[] = "b"; 04266 const char QuoteCondition_HALT[] = "j"; 04267 const char QuoteCondition_PREOPENING_SAM[] = "v"; 04268 const char QuoteCondition_OPEN_SAM[] = "x"; 04269 const char QuoteCondition_RESERVED_SAM[] = "0"; 04270 const char QuoteCondition_OUTRIGHT_PRICE[] = "J"; 04271 const char QuoteCondition_IMPLIED_PRICE[] = "K"; 04272 const char QuoteCondition_DEPTH_ON_OFFER[] = "M"; 04273 const char QuoteCondition_ADDITIONAL_INFO_DUE_TO_RELATED[] = "V"; 04274 const char QuoteCondition_REGULAR_ETH[] = "c"; 04275 const char QuoteCondition_ROTATION_ETH[] = "i"; 04276 const char QuoteCondition_NONFIRM[] = "I"; 04277 const char QuoteCondition_EXCHANGE_BEST[] = "C"; 04278 const char QuoteCondition_DEPTH_ON_BID[] = "N"; 04279 const char QuoteCondition_CLOSING[] = "O"; 04280 const char QuoteCondition_VIEW_OF_COMMON[] = "X"; 04281 const char QuoteCondition_FORBIDDEN_SAM[] = "t"; 04282 const char QuoteCondition_LOCKED[] = "E"; 04283 const char QuoteCondition_ORDER_INFLUX[] = "R"; 04284 const char QuoteCondition_NEWS_PENDING[] = "T"; 04285 const char QuoteCondition_RESUME[] = "W"; 04286 const char QuoteCondition_TRADING_RESUME[] = "n"; 04287 const char QuoteCondition_OUT_OF_SEQUENCE[] = "o"; 04288 const char QuoteCondition_END_OF_DAY_SAM[] = "s"; 04289 const char QuoteCondition_FROZEN_SAM[] = "u"; 04290 const char QuoteCondition_OPENING_SAM[] = "w"; 04291 const char QuoteCondition_MANUAL_SLOW_QUOTE[] = "L"; 04292 const char QuoteCondition_NEWS_DISSEMINATION[] = "P"; 04293 const char QuoteCondition_DUE_TO_RELATED[] = "S"; 04294 const char QuoteCondition_VOLUME_ALERT[] = "Y"; 04295 const char QuoteCondition_FAST_MARKET_ETH[] = "f "; 04296 const char QuoteCondition_INACTIVE_ETH[] = "g"; 04297 const char QuoteCondition_DUE_TO_NEWS_DISSEMINATION[] = "l"; 04298 const char QuoteCondition_SURVEILLANCE_SAM[] = "y"; 04299 const char QuoteCondition_DEPTH[] = "G"; 04300 const char QuoteCondition_OPEN[] = "A"; 04301 const char QuoteCondition_AUTOMATIC_EXECUTION[] = "d"; 04302 const char QuoteCondition_DUE_TO_NEWS_PENDING[] = "m"; 04303 const char QuoteCondition_NO_ACTIVE_SAM[] = "1"; 04304 const char QuoteCondition_OFFER_SPECIALIST[] = "q"; 04305 const char QuoteCondition_SUSPENDED_SAM[] = "z"; 04306 const char QuoteCondition_RESTRICTED[] = "2"; 04307 const char QuoteCondition_NON_FIRM[] = "I"; 04308 const char QuoteCondition_CLOSED_INACTIVE[] = "B"; 04309 const char QuoteCondition_ADDITIONAL_INFO[] = "U"; 04310 const char QuoteCondition_EQUIPMENT_CHANGEOVER[] = "a"; 04311 const char QuoteCondition_EXCHBEST[] = "C"; 04312 const char QuoteCondition_FAST_TRADING[] = "H"; 04313 const char QuoteCondition_FULL_CURVE[] = "6"; 04314 const char QuoteCondition_MEDIAN_PRICE[] = "5"; 04315 const char QuoteCondition_OPEN_ACTIVE[] = "A"; 04316 const char QuoteCondition_ORDER_IMBALANCE[] = "Z"; 04317 const char QuoteCondition_AUTOMATIC_EXECUTION_ETH[] = "e"; 04318 const char QuoteCondition_ROTATION[] = "h"; 04319 const char QuoteCondition_BID_SPECIALIST[] = "p"; 04320 const char QuoteCondition_FAST[] = "H"; 04321 const char QuoteCondition_CONSOLIDATED_BEST[] = "D"; 04322 const char QuoteCondition_CLOSED[] = "B"; 04323 const int PartyRelationship_OWNED_BY_30 = 30; 04324 const int PartyRelationship_PROVIDES_QUOTES_TO = 17; 04325 const int PartyRelationship_POSTS_TRADES_TO = 14; 04326 const int PartyRelationship_REGULATORY_OWNER_OF = 29; 04327 const int PartyRelationship_SUBSIDIARY_OF = 28; 04328 const int PartyRelationship_HAS_MEMBERS = 10; 04329 const int PartyRelationship_ENTERS_TRADES_THROUGH = 16; 04330 const int PartyRelationship_BENEFICIAL_OWNER_OF = 35; 04331 const int PartyRelationship_OWNED_BY_34 = 34; 04332 const int PartyRelationship_CONTROLS = 31; 04333 const int PartyRelationship_REQUESTS_QUOTES_FROM = 18; 04334 const int PartyRelationship_SPONSORS = 5; 04335 const int PartyRelationship_CLEARS_THROUGH = 2; 04336 const int PartyRelationship_OWNED_BY_36 = 36; 04337 const int PartyRelationship_BROKERS_TRADES_THROUGH = 22; 04338 const int PartyRelationship_INVESTS_THROUGH = 20; 04339 const int PartyRelationship_PARTICIPANT_OF_MARKETPLACE = 12; 04340 const int PartyRelationship_LEGAL = 33; 04341 const int PartyRelationship_ENTERS_TRADES_FOR = 15; 04342 const int PartyRelationship_CARRIES_POSITIONS_FOR = 13; 04343 const int PartyRelationship_IS_GUARANTEED_BY = 8; 04344 const int PartyRelationship_IS_CONTROLLED_BY = 32; 04345 const int PartyRelationship_PROVIDES_TRADING_SERVICES_FOR = 23; 04346 const int PartyRelationship_IS_ALSO = 0; 04347 const int PartyRelationship_PARENT_FIRM_FOR = 27; 04348 const int PartyRelationship_APPROVED_BY = 26; 04349 const int PartyRelationship_APPROVES_OF = 25; 04350 const int PartyRelationship_USES_TRADING_SERVICES_OF = 24; 04351 const int PartyRelationship_PROVIDES_GUARANTEE_FOR = 7; 04352 const int PartyRelationship_SPONSORED_THROUGH = 6; 04353 const int PartyRelationship_TRADES_FOR = 3; 04354 const int PartyRelationship_CLEARS_FOR = 1; 04355 const int PartyRelationship_BROKERS_TRADES_FOR = 21; 04356 const int PartyRelationship_INVESTS_FOR = 19; 04357 const int PartyRelationship_PROVIDES_MARKETPLACE_FOR = 11; 04358 const int PartyRelationship_MEMBER_OF = 9; 04359 const int PartyRelationship_TRADES_THROUGH = 4; 04360 const char SettlLocation_EUROCLEAR[] = "EUR"; 04361 const char SettlLocation_CEDEL[] = "CED"; 04362 const char SettlLocation_PARTICIPANT_TRUST_COMPANY[] = "PTC"; 04363 const char SettlLocation_PHYSICAL[] = "PNY"; 04364 const char SettlLocation_EURO_CLEAR[] = "EUR"; 04365 const char SettlLocation_FEDERALBOOKENTRY[] = "FED"; 04366 const char SettlLocation_PARTICIPANTTRUSTCOMPANY[] = "PTC"; 04367 const char SettlLocation_DEPOSITORY_TRUST_COMPANY[] = "DTC"; 04368 const char SettlLocation_DEPOSITORYTRUSTCOMPANY[] = "DTC"; 04369 const char SettlLocation_LOCAL_MARKET_SETTLE_LOCATION[] = "ISO_Country_Code"; 04370 const char SettlLocation_LOCALMARKETSETTLELOCATION[] = "ISO_Country_Code"; 04371 const char SettlLocation_FEDERAL_BOOK_ENTRY[] = "FED"; 04372 const int DiscretionScope_LOCAL = 1; 04373 const int DiscretionScope_NATIONAL_EXCLUDING_LOCAL = 4; 04374 const int DiscretionScope_NATIONALEXCLUDINGLOCAL = 4; 04375 const int DiscretionScope_GLOBAL = 3; 04376 const int DiscretionScope_NATIONAL = 2; 04377 const int DiscretionScope_LOCALEXCHANGEECNATS = 1; 04378 const int OwnerType_NETWORKINGSUBACCT = 10; 04379 const int OwnerType_PUBLIC_COMPANY = 2; 04380 const int OwnerType_INDIVIDUAL_TRUSTEE = 4; 04381 const int OwnerType_CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT = 7; 04382 const int OwnerType_INDIVIDUAL_INVESTOR = 1; 04383 const int OwnerType_COMPANY_TRUSTEE = 5; 04384 const int OwnerType_CORPBODY = 12; 04385 const int OwnerType_INDIVTRUSTEE = 4; 04386 const int OwnerType_PENSIONPLAN = 6; 04387 const int OwnerType_PRIVATE_COMPANY = 3; 04388 const int OwnerType_NETWORKING_SUB_ACCOUNT = 10; 04389 const int OwnerType_NON_PROFITORG = 11; 04390 const int OwnerType_PRIVATECOMPANY = 3; 04391 const int OwnerType_PENSION_PLAN = 6; 04392 const int OwnerType_COMPANYTRUSTEE = 5; 04393 const int OwnerType_TRUSTS = 8; 04394 const int OwnerType_FIDUCIARIES = 9; 04395 const int OwnerType_INDIVINVESTOR = 1; 04396 const int OwnerType_NON_PROFIT_ORGANIZATION = 11; 04397 const int OwnerType_CORPORATE_BODY = 12; 04398 const int OwnerType_PUBLICCOMPANY = 2; 04399 const int OwnerType_CUSTODIANMINORSACT = 7; 04400 const int OwnerType_NOMINEE = 13; 04401 const int ApplQueueResolution_END_SESSION = 3; 04402 const int ApplQueueResolution_QUEUEFLUSHED = 1; 04403 const int ApplQueueResolution_QUEUE_FLUSHED = 1; 04404 const int ApplQueueResolution_ENDSESSION = 3; 04405 const int ApplQueueResolution_OVERLAYLAST = 2; 04406 const int ApplQueueResolution_OVERLAY_LAST = 2; 04407 const int ApplQueueResolution_NOACTIONTAKEN = 0; 04408 const int ApplQueueResolution_NO_ACTION_TAKEN = 0; 04409 const int QuoteResponseLevel_SUMMARY_ACKNOWLEDGEMENT = 3; 04410 const int QuoteResponseLevel_ACKEACH = 2; 04411 const int QuoteResponseLevel_ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES = 1; 04412 const int QuoteResponseLevel_ACKNEG = 1; 04413 const int QuoteResponseLevel_NOACK = 0; 04414 const int QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGE = 2; 04415 const int QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGES = 2; 04416 const int QuoteResponseLevel_NO_ACKNOWLEDGEMENT = 0; 04417 const char ExecAckStatus_RECEIVED_NOT_YET_PROCESSED = '0'; 04418 const char ExecAckStatus_DONT_KNOW = '2'; 04419 const char ExecAckStatus_ACCEPTED = '1'; 04420 const int NetGrossInd_NET = 1; 04421 const int NetGrossInd_GROSS = 2; 04422 const char CxlType_PARTIAL_CANCEL = 'P'; 04423 const char CxlType_FULL_REMAINING_QUANTITY = 'F'; 04424 const int DeskTypeSource_NASD_OATS = 1; 04425 const int DiscretionRoundDirection_MOREPASSIVE = 2; 04426 const int DiscretionRoundDirection_MOREAGGRESSIVE = 1; 04427 const int DiscretionRoundDirection_MORE_AGGRESSIVE = 1; 04428 const int DiscretionRoundDirection_MORE_PASSIVE = 2; 04429 const int BidDescriptorType_COUNTRY = 2; 04430 const int BidDescriptorType_INDEX = 3; 04431 const int BidDescriptorType_SECTOR = 1; 04432 const int NetworkStatusResponseType_INCREMENTAL_UPDATE = 2; 04433 const int NetworkStatusResponseType_INCREMENTALUPDATE = 2; 04434 const int NetworkStatusResponseType_FULL = 1; 04435 const int QuoteType_INDICATIVE = 0; 04436 const int QuoteType_RESTRICTEDTRADEABLE = 2; 04437 const int QuoteType_RESTRICTED_TRADEABLE = 2; 04438 const int QuoteType_TRADEABLE = 1; 04439 const int QuoteType_COUNTER = 3; 04440 const char DiscretionInst_RELVWAP = '6'; 04441 const char DiscretionInst_RELLOCPRIMPX = '3'; 04442 const char DiscretionInst_RELATED_TO_MARKET_PRICE = '1'; 04443 const char DiscretionInst_RELMIDPX = '4'; 04444 const char DiscretionInst_RELATED_TO_VWAP = '6'; 04445 const char DiscretionInst_RELATED_TO_MIDPOINT_PRICE = '4'; 04446 const char DiscretionInst_RELDISPPX = '0'; 04447 const char DiscretionInst_RELATED_TO_DISPLAYED_PRICE = '0'; 04448 const char DiscretionInst_RELATED_TO_PRIMARY_PRICE = '2'; 04449 const char DiscretionInst_AVERAGE_PRICE_GUARANTEE = '7'; 04450 const char DiscretionInst_RELMKTPX = '1'; 04451 const char DiscretionInst_RELPRIMPX = '2'; 04452 const char DiscretionInst_RELLSTPX = '5'; 04453 const char DiscretionInst_RELATED_TO_LAST_TRADE_PRICE = '5'; 04454 const char DiscretionInst_RELATED_TO_LOCAL_PRIMARY_PRICE = '3'; 04455 const int CrossPrioritization_BUY_SIDE_IS_PRIORITIZED = 1; 04456 const int CrossPrioritization_SELL_SIDE_IS_PRIORITIZED = 2; 04457 const int CrossPrioritization_BUY_SIDE_PRIORITIZED = 1; 04458 const int CrossPrioritization_SELL_SIDE_PRIORITIZED = 2; 04459 const int CrossPrioritization_NONE = 0; 04460 const int CrossPrioritization_SELLSIDE_PRIORITIZED = 2; 04461 const int CrossPrioritization_BUYSIDE_PRIORITIZED = 1; 04462 const char IOIOthSvc_AUTEX = 'A'; 04463 const char IOIOthSvc_BRIDGE = 'B'; 04464 const char MDReqRejReason_UNSUPPSUB = '4'; 04465 const char MDReqRejReason_UNSUPPORTED_MDENTRYTYPE = '8'; 04466 const char MDReqRejReason_INSUFFICIENT_CREDIT = 'D'; 04467 const char MDReqRejReason_UNSUPPMKTDEPTH = '5'; 04468 const char MDReqRejReason_UNSUPPENTRY = '8'; 04469 const char MDReqRejReason_INSUFFICIENT_BANDWIDTH = '2'; 04470 const char MDReqRejReason_UNSUPPORTED_SCOPE = 'A'; 04471 const char MDReqRejReason_UNSUPPMDIMPLICITDELETE = 'C'; 04472 const char MDReqRejReason_UNSUPPORTED_TRADINGSESSIONID = '9'; 04473 const char MDReqRejReason_UNKNOWNSYM = '0'; 04474 const char MDReqRejReason_UNSUPPMDUPDATE = '6'; 04475 const char MDReqRejReason_UNSUPPPOSITIONEFFECTSETTLEFLAG = 'B'; 04476 const char MDReqRejReason_DUPLICATE_MDREQID = '1'; 04477 const char MDReqRejReason_DUPID = '1'; 04478 const char MDReqRejReason_UNSUPPORTED_AGGREGATEDBOOK = '7'; 04479 const char MDReqRejReason_UNSUPPORTED_MDUPDATETYPE = '6'; 04480 const char MDReqRejReason_UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE = '4'; 04481 const char MDReqRejReason_UNKNOWN_SYMBOL = '0'; 04482 const char MDReqRejReason_INSBAND = '2'; 04483 const char MDReqRejReason_UNSUPPSCOPE = 'A'; 04484 const char MDReqRejReason_UNSUPPORTED_OPENCLOSESETTLEFLAG = 'B'; 04485 const char MDReqRejReason_UNSUPPORTED_MARKETDEPTH = '5'; 04486 const char MDReqRejReason_UNSUPPAGGBK = '7'; 04487 const char MDReqRejReason_INSUFFICIENT_PERMISSIONS = '3'; 04488 const char MDReqRejReason_INSPERM = '3'; 04489 const char MDReqRejReason_UNSUPPTRDSESSIONID = '9'; 04490 const char MDReqRejReason_UNSUPPORTED_MDIMPLICITDELETE = 'C'; 04491 const int ApplReqType_REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS = 2; 04492 const int ApplReqType_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS = 4; 04493 const int ApplReqType_CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS = 6; 04494 const int ApplReqType_SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS = 1; 04495 const int ApplReqType_RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS = 0; 04496 const int ApplReqType_REQUEST_VALID_SET_OF_APPLICATIONS = 3; 04497 const int ApplReqType_CANCEL_RETRANSMISSION = 5; 04498 const char AggressorIndicator_NO = 'N'; 04499 const char AggressorIndicator_YES = 'Y'; 04500 const int BusinessRejectReason_APPNA = 4; 04501 const int BusinessRejectReason_UNKNOWN_SECURITY = 2; 04502 const int BusinessRejectReason_UNKNMSGTYPE = 3; 04503 const int BusinessRejectReason_CONDFLDMISS = 5; 04504 const int BusinessRejectReason_UNKNID = 1; 04505 const int BusinessRejectReason_APPLICATION_NOT_AVAILABLE = 4; 04506 const int BusinessRejectReason_INVALID_PRICE_INCREMENT = 18; 04507 const int BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME = 7; 04508 const int BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING = 5; 04509 const int BusinessRejectReason_UNKNOWN_ID = 1; 04510 const int BusinessRejectReason_NOTAUTH = 6; 04511 const int BusinessRejectReason_NODELIVTOFIRM = 7; 04512 const int BusinessRejectReason_OTHER = 0; 04513 const int BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE = 3; 04514 const int BusinessRejectReason_UNKNOWN_MESSAGE_TYPE = 3; 04515 const int BusinessRejectReason_NOT_AUTHORIZED = 6; 04516 const int BusinessRejectReason_UNKNSEC = 2; 04517 const int BusinessRejectReason_UNKOWN_ID = 1; 04518 const int BookingType_REGULAR_BOOKING = 0; 04519 const int BookingType_REGULARBOOKING = 0; 04520 const int BookingType_CFD = 1; 04521 const int BookingType_CFDCONTRACTFORDIFFERENCE = 1; 04522 const int BookingType_TOTALRETURNSWAP = 2; 04523 const int BookingType_TOTAL_RETURN_SWAP = 2; 04524 } 04525 #endif //FIX_VALUES_H