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FixValues.h File Reference
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Namespaces
namespace
FIX
Variables
const int
FIX::DeliveryForm_BOOKENTRY
= 1
const int
FIX::DeliveryForm_BEARER
= 2
const int
FIX::DeliveryForm_BOOK_ENTRY
= 1
const int
FIX::ExecRestatementReason_GTRENEW
= 1
const int
FIX::ExecRestatementReason_WAREHOUSE_RECAP
= 10
const int
FIX::ExecRestatementReason_CANCELEDNOTBEST
= 9
const int
FIX::ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE
= 7
const int
FIX::ExecRestatementReason_CXLTRADINGHALT
= 6
const int
FIX::ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY
= 5
const int
FIX::ExecRestatementReason_GT_CORPORATE_ACTION
= 0
const int
FIX::ExecRestatementReason_PEG_REFRESH
= 11
const int
FIX::ExecRestatementReason_VERBAL
= 2
const int
FIX::ExecRestatementReason_CANCELED_NOT_BEST
= 9
const int
FIX::ExecRestatementReason_CANCEL_ON_TRADING_HALT
= 6
const int
FIX::ExecRestatementReason_REPX
= 3
const int
FIX::ExecRestatementReason_MRKTOPTION
= 8
const int
FIX::ExecRestatementReason_VERBAL_CHANGE
= 2
const int
FIX::ExecRestatementReason_PARTDEC
= 5
const int
FIX::ExecRestatementReason_CXLSYSTEMFAILURE
= 7
const int
FIX::ExecRestatementReason_GTCORPACT
= 0
const int
FIX::ExecRestatementReason_OTHER
= 99
const int
FIX::ExecRestatementReason_BROKER_OPTION
= 4
const int
FIX::ExecRestatementReason_WAREHOUSERECAP
= 10
const int
FIX::ExecRestatementReason_BRKROPT
= 4
const int
FIX::ExecRestatementReason_REPRICING_OF_ORDER
= 3
const int
FIX::ExecRestatementReason_MARKET
= 8
const int
FIX::ExecRestatementReason_GT_RENEWAL
= 1
const int
FIX::AllocIntermedReqType_PENDING_RELEASE
= 2
const int
FIX::AllocIntermedReqType_PENDING_REVERSAL
= 3
const int
FIX::AllocIntermedReqType_ACCOUNTLEVELREJECT
= 6
const int
FIX::AllocIntermedReqType_PENDINGACCEPT
= 1
const int
FIX::AllocIntermedReqType_BLOCK_LEVEL_REJECT
= 5
const int
FIX::AllocIntermedReqType_ACCOUNT_LEVEL_REJECT
= 6
const int
FIX::AllocIntermedReqType_BLOCKLEVELREJECT
= 5
const int
FIX::AllocIntermedReqType_PENDING_ACCEPT
= 1
const int
FIX::AllocIntermedReqType_PENDINGREVERSAL
= 3
const int
FIX::AllocIntermedReqType_PENDINGRELEASE
= 2
const int
FIX::AllocIntermedReqType_ACCEPT
= 4
const int
FIX::SecurityListTypeSource_GICS
= 3
const int
FIX::SecurityListTypeSource_NAICS
= 2
const int
FIX::SecurityListTypeSource_ICB
= 1
const int
FIX::CollInquiryQualifier_PARTIALLY_ASSIGNED
= 5
const int
FIX::CollInquiryQualifier_OUTSTANDING_TRADES
= 7
const int
FIX::CollInquiryQualifier_SUBSTITUTIONELIGIBLE
= 3
const int
FIX::CollInquiryQualifier_TRADE_DATE
= 0
const int
FIX::CollInquiryQualifier_FULLYASSIGNED
= 6
const int
FIX::CollInquiryQualifier_SUBSTITUTION_ELIGIBLE
= 3
const int
FIX::CollInquiryQualifier_FULLY_ASSIGNED
= 6
const int
FIX::CollInquiryQualifier_NOTASSIGNED
= 4
const int
FIX::CollInquiryQualifier_GCINSTRUMENT
= 1
const int
FIX::CollInquiryQualifier_NOT_ASSIGNED
= 4
const int
FIX::CollInquiryQualifier_COLLATERAL_INSTRUMENT
= 2
const int
FIX::CollInquiryQualifier_OUTSTANDINGTRADES
= 7
const int
FIX::CollInquiryQualifier_TRADEDATE
= 0
const int
FIX::CollInquiryQualifier_GC_INSTRUMENT
= 1
const int
FIX::CollInquiryQualifier_PARTIALLYASSIGNED
= 5
const int
FIX::CollInquiryQualifier_COLLATERALINSTRUMENT
= 2
const int
FIX::ContingencyType_ONE_UPDATES_THE_OTHER_4
= 4
const int
FIX::ContingencyType_ONE_TRIGGERS_THE_OTHER
= 2
const int
FIX::ContingencyType_ONE_CANCELS_THE_OTHER
= 1
const int
FIX::ContingencyType_ONE_UPDATES_THE_OTHER_3
= 3
const char
FIX::EmailType_NEW
= '0'
const char
FIX::EmailType_REPLY
= '1'
const char
FIX::EmailType_ADMIN_REPLY
= '2'
const char
FIX::EmailType_ADMINREPLY
= '2'
const char
FIX::IOIQltyInd_MEDIUM
= 'M'
const char
FIX::IOIQltyInd_HIGH
= 'H'
const char
FIX::IOIQltyInd_LOW
= 'L'
const int
FIX::MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY
= 2
const int
FIX::MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY
= 1
const int
FIX::MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY
= 0
const int
FIX::AccountType_ACCOUNTCUSTOMER
= 1
const int
FIX::AccountType_HOUSE_TRADER
= 3
const int
FIX::AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS
= 1
const int
FIX::AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS
= 2
const int
FIX::AccountType_FLOOR_TRADER
= 4
const int
FIX::AccountType_JOINT_BACK_OFFICE_ACCOUNT
= 8
const int
FIX::AccountType_HOUSETRADER
= 3
const int
FIX::AccountType_FLOORTRADER
= 4
const int
FIX::AccountType_ACCOUNTNONCUSTOMERCROSS
= 6
const int
FIX::AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED
= 6
const int
FIX::AccountType_ACCOUNTNONCUSTOMER
= 2
const int
FIX::AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS
= 1
const int
FIX::AccountType_HOUSETRADERCROSS
= 7
const int
FIX::AccountType_JOINTBOACCT
= 8
const int
FIX::AccountType_JOINT_BACKOFFICE_ACCOUNT
= 8
const int
FIX::AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED
= 7
const int
FIX::HaltReasonInt_ADDITIONAL_INFORMATION
= 3
const int
FIX::HaltReasonInt_NEWS_PENDING
= 4
const int
FIX::HaltReasonInt_ORDER_INFLUX
= 1
const int
FIX::HaltReasonInt_NEWS_DISSEMINATION
= 0
const int
FIX::HaltReasonInt_EQUIPMENT_CHANGEOVER
= 5
const int
FIX::HaltReasonInt_ORDER_IMBALANCE
= 2
const char
FIX::ClearingFeeIndicator_3RDYEARDELEGATE
[] = "3"
const char
FIX::ClearingFeeIndicator_FULLASSOCIATEMEMBER
[] = "F"
const char
FIX::ClearingFeeIndicator_106H_AND_106J_FIRMS
[] = "H"
const char
FIX::ClearingFeeIndicator_4THYEARDELEGATE
[] = "4"
const char
FIX::ClearingFeeIndicator_5THYEARDELEGATE
[] = "5"
const char
FIX::ClearingFeeIndicator_EQUITYCLEARINGMEMBER
[] = "E"
const char
FIX::ClearingFeeIndicator_GIMIDEMCOMMEMBERSHIP
[] = "I"
const char
FIX::ClearingFeeIndicator_2NDYEARDELEGATE
[] = "2"
const char
FIX::ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT
[] = "1"
const char
FIX::ClearingFeeIndicator_1STYEARDELEGATE
[] = "1"
const char
FIX::ClearingFeeIndicator_106H106J
[] = "H"
const char
FIX::ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS
[] = "I"
const char
FIX::ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT
[] = "2"
const char
FIX::ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT
[] = "4"
const char
FIX::ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT
[] = "3"
const char
FIX::ClearingFeeIndicator_LESSEE_106F_EMPLOYEES
[] = "L"
const char
FIX::ClearingFeeIndicator_6THYEARDELEGATE
[] = "9"
const char
FIX::ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER
[] = "C"
const char
FIX::ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT
[] = "5"
const char
FIX::ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS
[] = "F"
const char
FIX::ClearingFeeIndicator_CBOE_MEMBER
[] = "B"
const char
FIX::ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT
[] = "1"
const char
FIX::ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT
[] = "5"
const char
FIX::ClearingFeeIndicator_NONMEMBERCUSTOMER
[] = "C"
const char
FIX::ClearingFeeIndicator_LESSEE_AND_106F_EMPLOYEES
[] = "L"
const char
FIX::ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR
[] = "F"
const char
FIX::ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT
[] = "3"
const char
FIX::ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT
[] = "2"
const char
FIX::ClearingFeeIndicator_CBOEMEMBER
[] = "B"
const char
FIX::ClearingFeeIndicator_LESSEE106F
[] = "L"
const char
FIX::ClearingFeeIndicator_ALLOTHERS
[] = "M"
const char
FIX::ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER
[] = "E"
const char
FIX::ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES
[] = "M"
const char
FIX::ClearingFeeIndicator_6TH_YEAR_AND_BEYOND_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT
[] = "9"
const char
FIX::ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT
[] = "4"
const char
FIX::ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT
[] = "9"
const int
FIX::BidType_DISCLOSED_STYLE
= 2
const int
FIX::BidType_NONDISC
= 1
const int
FIX::BidType_NO_BIDDING_PROCESS
= 3
const int
FIX::BidType_DISC
= 2
const int
FIX::BidType_DISCLOSED_SYTLE
= 2
const int
FIX::BidType_NOBID
= 3
const int
FIX::BidType_NON_DISCLOSED_STYLE
= 1
const int
FIX::QuotePriceType_PER_SHARE
= 2
const int
FIX::QuotePriceType_BASISPOINTSRELATIVETOBENCHMARK
= 6
const int
FIX::QuotePriceType_TEDPRICE
= 7
const int
FIX::QuotePriceType_PERSHARE
= 2
const int
FIX::QuotePriceType_YIELD
= 10
const int
FIX::QuotePriceType_FIXED_AMOUNT
= 3
const int
FIX::QuotePriceType_TED_YIELD
= 8
const int
FIX::QuotePriceType_PREMIUM
= 5
const int
FIX::QuotePriceType_FIXEDAMOUNT
= 3
const int
FIX::QuotePriceType_YIELDSPREADSWAPS
= 9
const int
FIX::QuotePriceType_TEDYIELD
= 8
const int
FIX::QuotePriceType_DISCOUNT
= 4
const int
FIX::QuotePriceType_YIELD_SPREAD
= 9
const int
FIX::QuotePriceType_TED_PRICE
= 7
const int
FIX::QuotePriceType_PERCENT
= 1
const int
FIX::QuotePriceType_SPREAD
= 6
const int
FIX::MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE
= 4
const int
FIX::MultilegPriceMethod_REVERSED_NET_PRICE
= 1
const int
FIX::MultilegPriceMethod_MULTIPLIED_PRICE
= 5
const int
FIX::MultilegPriceMethod_INDIVIDUAL
= 3
const int
FIX::MultilegPriceMethod_YIELD_DIFFERENCE
= 2
const int
FIX::MultilegPriceMethod_NET_PRICE
= 0
const int
FIX::ListMethod_PRE_LISTED_ONLY
= 0
const int
FIX::ListMethod_USER_REQUESTED
= 1
const char
FIX::MDImplicitDelete_NO
= 'N'
const char
FIX::MDImplicitDelete_YES
= 'Y'
const int
FIX::RoutingType_BLOCKLIST
= 4
const int
FIX::RoutingType_TARGET_LIST
= 2
const int
FIX::RoutingType_TARGET_FIRM
= 1
const int
FIX::RoutingType_TARGETFIRM
= 1
const int
FIX::RoutingType_TARGETLIST
= 2
const int
FIX::RoutingType_BLOCK_LIST
= 4
const int
FIX::RoutingType_BLOCK_FIRM
= 3
const int
FIX::RoutingType_BLOCKFIRM
= 3
const char
FIX::BidTradeType_RISKTRADE
= 'R'
const char
FIX::BidTradeType_VWAPGUARANTEE
= 'G'
const char
FIX::BidTradeType_AGENCY
= 'A'
const char
FIX::BidTradeType_GUARANTEEDCLOSE
= 'J'
const char
FIX::BidTradeType_VWAP_GUARANTEE
= 'G'
const char
FIX::BidTradeType_RISK_TRADE
= 'R'
const char
FIX::BidTradeType_GUARANTEED_CLOSE
= 'J'
const int
FIX::OrdRejReason_INCORRECT_ALLOCATED_QUANTITY
= 14
const int
FIX::OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER
= 7
const int
FIX::OrdRejReason_DUPLICATEVERBAL
= 7
const int
FIX::OrdRejReason_ORDER_EXCEEDS_LIMIT
= 3
const int
FIX::OrdRejReason_EXCHANGE_CLOSED
= 2
const int
FIX::OrdRejReason_DUPLICATE
= 6
const int
FIX::OrdRejReason_SURVEILLENCE_OPTION
= 12
const int
FIX::OrdRejReason_UNKNOWN_ORDER
= 5
const int
FIX::OrdRejReason_INCORRECTALLOCATEDQUANTITY
= 14
const int
FIX::OrdRejReason_TOOLATE
= 4
const int
FIX::OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC
= 11
const int
FIX::OrdRejReason_DUPLICATE_ORDER
= 6
const int
FIX::OrdRejReason_TOO_LATE_TO_ENTER
= 4
const int
FIX::OrdRejReason_INCORRECT_QUANTITY
= 13
const int
FIX::OrdRejReason_UNKNOWNSYM
= 1
const int
FIX::OrdRejReason_STALE
= 8
const int
FIX::OrdRejReason_UNKNOWN_ACCOUNT
= 15
const int
FIX::OrdRejReason_INVALID_PRICE_INCREMENT
= 18
const int
FIX::OrdRejReason_BROKEROPT
= 0
const int
FIX::OrdRejReason_EXCEEDSLIM
= 3
const int
FIX::OrdRejReason_INVALID_INVESTOR_ID
= 10
const int
FIX::OrdRejReason_UNKNOWN_SYMBOL
= 1
const int
FIX::OrdRejReason_INCORRECTQUANTITY
= 13
const int
FIX::OrdRejReason_UNKNOWNACCOUNTS
= 15
const int
FIX::OrdRejReason_OTHER
= 99
const int
FIX::OrdRejReason_BROKER
= 0
const int
FIX::OrdRejReason_BROKER_OPTION
= 0
const int
FIX::OrdRejReason_SURVEILLENCE
= 12
const int
FIX::OrdRejReason_EXCHCLOSED
= 2
const int
FIX::OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND
= 16
const int
FIX::OrdRejReason_INVINVID
= 10
const int
FIX::OrdRejReason_UNSUPPORDERCHAR
= 11
const int
FIX::OrdRejReason_TRADEALONGREQ
= 9
const int
FIX::OrdRejReason_UNKNOWN
= 5
const int
FIX::OrdRejReason_TRADE_ALONG_REQUIRED
= 9
const int
FIX::OrdRejReason_STALE_ORDER
= 8
const int
FIX::MaturityMonthYearIncrementUnits_WEEKS
= 2
const int
FIX::MaturityMonthYearIncrementUnits_MONTHS
= 0
const int
FIX::MaturityMonthYearIncrementUnits_YEARS
= 3
const int
FIX::MaturityMonthYearIncrementUnits_DAYS
= 1
const char
FIX::DisplayWhen_EXHAUST
= '2'
const char
FIX::DisplayWhen_IMMEDIATE
= '1'
const int
FIX::ApplQueueAction_END_SESSION
= 3
const int
FIX::ApplQueueAction_QUEUEFLUSHED
= 1
const int
FIX::ApplQueueAction_QUEUE_FLUSHED
= 1
const int
FIX::ApplQueueAction_ENDSESSION
= 3
const int
FIX::ApplQueueAction_OVERLAYLAST
= 2
const int
FIX::ApplQueueAction_OVERLAY_LAST
= 2
const int
FIX::ApplQueueAction_NOACTIONTAKEN
= 0
const int
FIX::ApplQueueAction_NO_ACTION_TAKEN
= 0
const char
FIX::RegistTransType_REPLACE
= '1'
const char
FIX::RegistTransType_NEW
= '0'
const char
FIX::RegistTransType_CANCEL
= '2'
const int
FIX::PriceType_PRODUCT_TICKS_IN_HALFS
= 13
const int
FIX::PriceType_FIXEDCABINETTRADEPRICE
= 10
const int
FIX::PriceType_PER_SHARE
= 2
const int
FIX::PriceType_PCT
= 1
const int
FIX::PriceType_VARIABLECABINETTRADEPRICE
= 11
const int
FIX::PriceType_PRODUCT_TICKS_IN_FOURTHS
= 14
const int
FIX::PriceType_TEDPRICE
= 7
const int
FIX::PriceType_YIELD
= 9
const int
FIX::PriceType_TED_YIELD
= 8
const int
FIX::PriceType_PREMIUM
= 5
const int
FIX::PriceType_FIXED_AMOUNT
= 3
const int
FIX::PriceType_TEDYIELD
= 8
const int
FIX::PriceType_DISCOUNT
= 4
const int
FIX::PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS
= 18
const int
FIX::PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS
= 19
const int
FIX::PriceType_CPS
= 2
const int
FIX::PriceType_PERCENTAGE
= 1
const int
FIX::PriceType_PRODUCT_TICKS_IN_EIGHTS
= 15
const int
FIX::PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS
= 17
const int
FIX::PriceType_ABS
= 3
const int
FIX::PriceType_VARIABLE_CABINET_TRADE_PRICE
= 11
const int
FIX::PriceType_PER_UNIT
= 2
const int
FIX::PriceType_PRODUCT_TICKS_IN_SIXTEENTHS
= 16
const int
FIX::PriceType_TED_PRICE
= 7
const int
FIX::PriceType_FIXED_CABINET_TRADE_PRICE
= 10
const int
FIX::PriceType_SPREAD
= 6
const int
FIX::PriceType_BASIS_POINTS_RELATIVE_TO_BENCHMARK
= 6
const int
FIX::SettlObligMode_PRELIMINARY
= 1
const int
FIX::SettlObligMode_FINAL
= 2
const char
FIX::SecurityUpdateAction_DELETE
= 'D'
const char
FIX::SecurityUpdateAction_ADD
= 'A'
const char
FIX::SecurityUpdateAction_MODIFY
= 'M'
const int
FIX::NetworkRequestType_STOP_SUBSCRIBING
= 4
const int
FIX::NetworkRequestType_LEVELOFDETAIL
= 8
const int
FIX::NetworkRequestType_SUBSCRIBE
= 2
const int
FIX::NetworkRequestType_SNAPSHOT
= 1
const int
FIX::NetworkRequestType_STOPSUBSCRIBING
= 4
const int
FIX::NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED
= 8
const int
FIX::PartyRole_TRADER_MNEMONIC
= 53
const int
FIX::PartyRole_ACCEPTABLE_COUNTERPARTY
= 56
const int
FIX::PartyRole_HOST_COMPETENT_AUTHORITY
= 68
const int
FIX::PartyRole_CONTRATRADER
= 37
const int
FIX::PartyRole_EXECUTINGFIRM
= 1
const int
FIX::PartyRole_CUSTOMER_ACCOUNT
= 24
const int
FIX::PartyRole_POSITIONACCOUNT
= 38
const int
FIX::PartyRole_REPORT_ORIGINATOR
= 62
const int
FIX::PartyRole_CONTRAFIRM
= 17
const int
FIX::PartyRole_EXECUTION_VENUE
= 73
const int
FIX::PartyRole_INTERMEDIARY
= 29
const int
FIX::PartyRole_ORDER_ENTRY_OPERATOR_ID
= 44
const int
FIX::PartyRole_INTRODUCING_BROKER
= 60
const int
FIX::PartyRole_FOREIGN_FIRM
= 46
const int
FIX::PartyRole_HOME_COMPETENT_AUTHORITY
= 69
const int
FIX::PartyRole_EXECUTINGSYSTEM
= 16
const int
FIX::PartyRole_SECONDARY_ACCOUNT_NUMBER
= 45
const int
FIX::PartyRole_INVESTMENT_FIRM
= 67
const int
FIX::PartyRole_CONTRA_CLEARING_FIRM
= 18
const int
FIX::PartyRole_CONTRA_POSITION_ACCOUNT
= 41
const int
FIX::PartyRole_SYSTEMATIC_INTERNALISER
= 63
const int
FIX::PartyRole_EXCHANGE
= 22
const int
FIX::PartyRole_INTERNAL_CARRY_ACCOUNT
= 43
const int
FIX::PartyRole_LOCATE
= 8
const int
FIX::PartyRole_CORRESPONDENTCLEARINGORGANIZATION
= 25
const int
FIX::PartyRole_ORDER_ORIGINATION_TRADER
= 11
const int
FIX::PartyRole_SUB_CUSTODIAN
= 31
const int
FIX::PartyRole_ENTERING_UNIT
= 58
const int
FIX::PartyRole_STEP_OUT_FIRM
= 80
const int
FIX::PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION
= 71
const int
FIX::PartyRole_SENDER_LOCATION
= 54
const int
FIX::PartyRole_REGULATED_MARKET
= 65
const int
FIX::PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY
= 85
const int
FIX::PartyRole_SETTLEMENTLOCATION
= 10
const int
FIX::PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY
= 70
const int
FIX::PartyRole_QUOTE_ORIGINATOR
= 61
const int
FIX::PartyRole_CLEARING_ORGANIZATION
= 21
const int
FIX::PartyRole_SESSION_ID
= 55
const int
FIX::PartyRole_MARKET_MAKER
= 66
const int
FIX::PartyRole_INTERESTED_PARTY
= 33
const int
FIX::PartyRole_TRANSFER_TO_FIRM
= 40
const int
FIX::PartyRole_CONTRA_TRADER
= 37
const int
FIX::PartyRole_ENTERINGTRADER
= 36
const int
FIX::PartyRole_ENTERING_TRADER
= 36
const int
FIX::PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT
= 52
const int
FIX::PartyRole_BENEFICIARY
= 32
const int
FIX::PartyRole_CONTRA_INVESTOR_ID
= 39
const int
FIX::PartyRole_FORIEGN_FIRM
= 46
const int
FIX::PartyRole_SETTLEMENT_LOCATION
= 10
const int
FIX::PartyRole_CLEARINGORGANIZATION
= 21
const int
FIX::PartyRole_EXECUTING_SYSTEM
= 16
const int
FIX::PartyRole_CLEARING_FIRM
= 4
const int
FIX::PartyRole_PLEDGEE_ACCOUNT
= 51
const int
FIX::PartyRole_CLIENT_ID
= 3
const int
FIX::PartyRole_ENTERING_FIRM
= 7
const int
FIX::PartyRole_ALLOCENTITY
= 39
const int
FIX::PartyRole_INVESTOR_ID
= 5
const int
FIX::PartyRole_CLEARINGFIRM
= 4
const int
FIX::PartyRole_CORRESPONDANT_CLEARING_FIRM
= 15
const int
FIX::PartyRole_SUBCUSTODIAN
= 31
const int
FIX::PartyRole_BUYER_SELLER
= 27
const int
FIX::PartyRole_CLEARING_ACCOUNT
= 83
const int
FIX::PartyRole_ENTERINGFIRM
= 7
const int
FIX::PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES
= 79
const int
FIX::PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION
= 25
const int
FIX::PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY
= 84
const int
FIX::PartyRole_CUSTOMERACCOUNT
= 24
const int
FIX::PartyRole_MARKET_DATA_ENTRY_ORIGINATOR
= 74
const int
FIX::PartyRole_INTRODUCINGFIRM
= 6
const int
FIX::PartyRole_EXECUTING_UNIT
= 59
const int
FIX::PartyRole_CENTRAL_REGISTRATION_DEPOSITORY
= 82
const int
FIX::PartyRole_INTERESTEDPARTY
= 33
const int
FIX::PartyRole_LOCATION_ID
= 75
const int
FIX::PartyRole_ORDERORIGINATOR
= 13
const int
FIX::PartyRole_CORRESPONDENT_BROKER
= 26
const int
FIX::PartyRole_ASSET_MANAGER
= 49
const int
FIX::PartyRole_MULTILATERAL_TRADING_FACILITY
= 64
const int
FIX::PartyRole_SPONSORINGFIRM
= 19
const int
FIX::PartyRole_ORDER_ORIGINATION_FIRM
= 13
const int
FIX::PartyRole_CONTRA_EXCHANGE
= 42
const int
FIX::PartyRole_INVESTORID
= 5
const int
FIX::PartyRole_FUNDMANAGER
= 9
const int
FIX::PartyRole_REGULATORYBODY
= 34
const int
FIX::PartyRole_CONTRA_FIRM
= 17
const int
FIX::PartyRole_BROKER_OF_CREDIT
= 2
const int
FIX::PartyRole_LIQUIDITYPROVIDER
= 35
const int
FIX::PartyRole_GIVEUPCLEARINGFIRM
= 14
const int
FIX::PartyRole_CONTRACLEARINGFIRM
= 18
const int
FIX::PartyRole_CLAIMING_ACCOUNT
= 48
const int
FIX::PartyRole_INTRODUCING_FIRM
= 6
const int
FIX::PartyRole_GIVEUP_CLEARING_FIRM
= 14
const int
FIX::PartyRole_EXECUTINGTRADER
= 12
const int
FIX::PartyRole_UNDERLYING_CONTRA_FIRM
= 20
const int
FIX::PartyRole_EXECUTING_FIRM
= 1
const int
FIX::PartyRole_AGENT
= 30
const int
FIX::PartyRole_LIQUIDITY_PROVIDER
= 35
const int
FIX::PartyRole_POSITION_ACCOUNT
= 38
const int
FIX::PartyRole_BROKEROFCREDIT
= 2
const int
FIX::PartyRole_THIRD_PARTY_ALLOCATION_FIRM
= 47
const int
FIX::PartyRole_CLIENTID
= 3
const int
FIX::PartyRole_PLEDGOR_ACCOUNT
= 50
const int
FIX::PartyRole_REPORTING_INTERMEDIARY
= 72
const int
FIX::PartyRole_EXECUTING_TRADER
= 12
const int
FIX::PartyRole_CUSTODIAN
= 28
const int
FIX::PartyRole_BROKERCLEARINGID
= 81
const int
FIX::PartyRole_CORRESPONDENTBROKER
= 26
const int
FIX::PartyRole_LOCATE_LENDING_FIRM
= 8
const int
FIX::PartyRole_INITIATINGTRADER
= 11
const int
FIX::PartyRole_REGULATORY_BODY
= 34
const int
FIX::PartyRole_UNACCEPTABLE_COUNTERPARTY
= 57
const int
FIX::PartyRole_CORRESPONDANTCLEARINGFIRM
= 15
const int
FIX::PartyRole_FUND_MANAGER_CLIENT_ID
= 9
const int
FIX::PartyRole_BUYERSELLERRECEIVERDELIVERER
= 27
const int
FIX::PartyRole_DESK_ID
= 76
const int
FIX::PartyRole_ALLOCATION_ENTITY
= 78
const int
FIX::PartyRole_MARKET_DATA_MARKET
= 77
const int
FIX::PartyRole_SPONSORING_FIRM
= 19
const int
FIX::PartyRole_LOCATELENDINGFIRM
= 8
const int
FIX::PartyRole_UNDRCONTRAFIRM
= 20
const char
FIX::AssignmentMethod_PRO_RATA
= 'P'
const char
FIX::AssignmentMethod_RANDOM
= 'R'
const char
FIX::AssignmentMethod_PRORATA
= 'P'
const int
FIX::StrategyParameterType_MONTHYEAR
= 18
const int
FIX::StrategyParameterType_TZTIMEONLY
= 27
const int
FIX::StrategyParameterType_PRICE
= 8
const int
FIX::StrategyParameterType_QTY
= 7
const int
FIX::StrategyParameterType_BOOLEAN
= 13
const int
FIX::StrategyParameterType_MULTIPLECHARVALUE
= 15
const int
FIX::StrategyParameterType_CHAR
= 12
const int
FIX::StrategyParameterType_NUMINGROUP
= 3
const int
FIX::StrategyParameterType_TAGNUM
= 5
const int
FIX::StrategyParameterType_COUNTRY
= 25
const int
FIX::StrategyParameterType_TENOR
= 29
const int
FIX::StrategyParameterType_LOCALMKTTIME
= 21
const int
FIX::StrategyParameterType_INT
= 1
const int
FIX::StrategyParameterType_LOCALMKTDATE
= 21
const int
FIX::StrategyParameterType_EXCHANGE
= 17
const int
FIX::StrategyParameterType_LANGUAGE
= 26
const int
FIX::StrategyParameterType_MONTH_YEAR
= 18
const int
FIX::StrategyParameterType_PERCENTAGE
= 11
const int
FIX::StrategyParameterType_LENGTH
= 2
const int
FIX::StrategyParameterType_TZTIMESTAMP
= 28
const int
FIX::StrategyParameterType_MULTIPLESTRINGVALUE
= 24
const int
FIX::StrategyParameterType_UTCTIMESTAMP
= 19
const int
FIX::StrategyParameterType_DATA
= 23
const int
FIX::StrategyParameterType_CURRENCY
= 16
const int
FIX::StrategyParameterType_STRING
= 14
const int
FIX::StrategyParameterType_AMT
= 10
const int
FIX::StrategyParameterType_FLOAT
= 6
const int
FIX::StrategyParameterType_UTCDATE
= 22
const int
FIX::StrategyParameterType_UTCTIMEONLY
= 20
const int
FIX::StrategyParameterType_SEQNUM
= 4
const int
FIX::StrategyParameterType_UTCDATEONLY
= 22
const int
FIX::StrategyParameterType_PRICEOFFSET
= 9
const int
FIX::EncryptMethod_PGP_DES_MD5
= 5
const int
FIX::EncryptMethod_PGPDESMD5SEEAPPNOTEONFIXWEBSITE
= 5
const int
FIX::EncryptMethod_PKCS_DES
= 3
const int
FIX::EncryptMethod_NONEOTHER
= 0
const int
FIX::EncryptMethod_PKCSDESPROPRIETARY
= 3
const int
FIX::EncryptMethod_PGPDESDEFUNCT
= 4
const int
FIX::EncryptMethod_PEMDESMD5SEEAPPNOTEONFIXWEBSITENAFORFIXMLNOTUSED
= 6
const int
FIX::EncryptMethod_PKCS
= 1
const int
FIX::EncryptMethod_PGP_DES
= 4
const int
FIX::EncryptMethod_NONE
= 0
const int
FIX::EncryptMethod_DES
= 2
const int
FIX::EncryptMethod_PKCSPROPRIETARY
= 1
const int
FIX::EncryptMethod_NONE_OTHER
= 0
const int
FIX::EncryptMethod_DESECBMODE
= 2
const int
FIX::EncryptMethod_PEM_DES_MD5
= 6
const char
FIX::PosAmtType_ACCRUED_COUPON_AMOUNT
[] = "ACPN"
const char
FIX::PosAmtType_PREMIUM_AMOUNT
[] = "PREM"
const char
FIX::PosAmtType_STARTOFDAYMARKTOMARKETAMOUNT
[] = "SMTM"
const char
FIX::PosAmtType_INCREMENTALMARKTOMARKETAMOUNT
[] = "IMTM"
const char
FIX::PosAmtType_CASHAMOUNTCORPORATEEVENT
[] = "CASH"
const char
FIX::PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET
[] = "ICMTM"
const char
FIX::PosAmtType_TOTAL_BANKED_AMOUNT
[] = "BANK"
const char
FIX::PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT
[] = "FMTM"
const char
FIX::PosAmtType_SETTLEMENT_VALUE
[] = "SETL"
const char
FIX::PosAmtType_VALUEADJUSTEDAMOUNT
[] = "VADJ"
const char
FIX::PosAmtType_CASH_AMOUNT
[] = "CASH"
const char
FIX::PosAmtType_PREMIUMAMOUNT
[] = "PREM"
const char
FIX::PosAmtType_INITIAL_TRADE_COUPON_AMOUNT
[] = "ICPN"
const char
FIX::PosAmtType_INCREMENTAL_ACCRUED_COUPON
[] = "IACPN"
const char
FIX::PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT
[] = "SMTM"
const char
FIX::PosAmtType_VALUE_ADJUSTED_AMOUNT
[] = "VADJ"
const char
FIX::PosAmtType_CASHRESIDUALAMOUNT
[] = "CRES"
const char
FIX::PosAmtType_COLLATERALIZED_MARK_TO_MARKET
[] = "CMTM"
const char
FIX::PosAmtType_CASH_RESIDUAL_AMOUNT
[] = "CRES"
const char
FIX::PosAmtType_COMPENSATION_AMOUNT
[] = "DLV"
const char
FIX::PosAmtType_TRADE_VARIATION_AMOUNT
[] = "TVAR"
const char
FIX::PosAmtType_TRADEVARIATIONAMOUNT
[] = "TVAR"
const char
FIX::PosAmtType_FINALMARKTOMARKETAMOUNT
[] = "FMTM"
const char
FIX::PosAmtType_COUPON_AMOUNT
[] = "CPN"
const char
FIX::PosAmtType_TOTAL_COLLATERALIZED_AMOUNT
[] = "COLAT"
const char
FIX::PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT
[] = "IMTM"
const char
FIX::ResetSeqNumFlag_NO
= 'N'
const char
FIX::ResetSeqNumFlag_YES
= 'Y'
const int
FIX::CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED
= 7
const int
FIX::CollInquiryResult_NOCOLLATERALFOUNDFORTHEORDERSPECIFIED
= 7
const int
FIX::CollInquiryResult_NOCOLLATERALFOUNDFORTHETRADESPECIFIED
= 6
const int
FIX::CollInquiryResult_INVALIDORUNKNOWNINSTRUMENT
= 1
const int
FIX::CollInquiryResult_INVALID_DESTINATION_REQUESTED
= 5
const int
FIX::CollInquiryResult_INVALIDORUNKNOWNCOLLATERALTYPE
= 2
const int
FIX::CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY
= 9
const int
FIX::CollInquiryResult_INVALIDTRANSPORTTYPEREQUESTED
= 4
const int
FIX::CollInquiryResult_INVALIDPARTIES
= 3
const int
FIX::CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE
= 2
const int
FIX::CollInquiryResult_INVALIDDESTINATIONREQUESTED
= 5
const int
FIX::CollInquiryResult_SUCCESSFUL
= 0
const int
FIX::CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT
= 1
const int
FIX::CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED
= 8
const int
FIX::CollInquiryResult_OTHER
= 99
const int
FIX::CollInquiryResult_UNAUTHORIZEDFORCOLLATERALINQUIRY
= 9
const int
FIX::CollInquiryResult_COLLATERALINQUIRYTYPENOTSUPPORTED
= 8
const int
FIX::CollInquiryResult_INVALID_PARTIES
= 3
const int
FIX::CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED
= 4
const int
FIX::CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED
= 6
const int
FIX::CollAsgnRespType_DECLINED
= 2
const int
FIX::CollAsgnRespType_RECEIVED
= 0
const int
FIX::CollAsgnRespType_REJECTED
= 3
const int
FIX::CollAsgnRespType_ACCEPTED
= 1
const char
FIX::UnsolicitedIndicator_NO
= 'N'
const char
FIX::UnsolicitedIndicator_YES
= 'Y'
const int
FIX::QuoteEntryRejectReason_UNKNWNSYM
= 1
const int
FIX::QuoteEntryRejectReason_EXCHCLSD
= 2
const int
FIX::QuoteEntryRejectReason_EXHCNAGE
= 2
const int
FIX::QuoteEntryRejectReason_DUPORD
= 6
const int
FIX::QuoteEntryRejectReason_INVALID_PRICE
= 8
const int
FIX::QuoteEntryRejectReason_TOOLATE
= 4
const int
FIX::QuoteEntryRejectReason_INVBIDASK
= 7
const int
FIX::QuoteEntryRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY
= 9
const int
FIX::QuoteEntryRejectReason_TOO_LATE_TO_ENTER
= 4
const int
FIX::QuoteEntryRejectReason_QUOTE_EXCEEDS_LIMIT
= 3
const int
FIX::QuoteEntryRejectReason_ORDEXCLIM
= 3
const int
FIX::QuoteEntryRejectReason_UNKNORD
= 5
const int
FIX::QuoteEntryRejectReason_INVPX
= 8
const int
FIX::QuoteEntryRejectReason_EXCHANGE
= 2
const int
FIX::QuoteEntryRejectReason_UNKNOWN_SYMBOL
= 1
const int
FIX::QuoteEntryRejectReason_NOTAUTH
= 9
const int
FIX::QuoteEntryRejectReason_OTHER
= 99
const int
FIX::QuoteEntryRejectReason_INVALID_BID_ASK_SPREAD
= 7
const int
FIX::QuoteEntryRejectReason_UNKNOWN_QUOTE
= 5
const int
FIX::QuoteEntryRejectReason_DUPLICATE_QUOTE
= 6
const char
FIX::OrderCapacity_PROPRIETARY
= 'G'
const char
FIX::OrderCapacity_RISKLESS_PRINCIPAL
= 'R'
const char
FIX::OrderCapacity_AGENT_FOR_OTHER_MEMBER
= 'W'
const char
FIX::OrderCapacity_PRINCIPAL
= 'P'
const char
FIX::OrderCapacity_AGENCY
= 'A'
const char
FIX::OrderCapacity_INDIVIDUAL
= 'I'
const char
FIX::OrderCapacity_AGENTOTHERMEMBER
= 'W'
const char
FIX::OrderCapacity_RISKLESSPRINCIPAL
= 'R'
const int
FIX::QuoteAckStatus_CANCELED_FOR_UNDERLYING
= 3
const int
FIX::QuoteAckStatus_CANCELED_ALL
= 4
const int
FIX::QuoteAckStatus_CANCELED_FOR_SECURITY_TYPE
= 2
const int
FIX::QuoteAckStatus_REJECTED
= 5
const int
FIX::QuoteAckStatus_CANCELED_FOR_SYMBOL
= 1
const int
FIX::QuoteAckStatus_ACCEPTED
= 0
const int
FIX::UserRequestType_CHANGE_PASSWORD_FOR_USER
= 3
const int
FIX::UserRequestType_CHANGEPASSWORDFORUSER
= 3
const int
FIX::UserRequestType_LOGOFFUSER
= 2
const int
FIX::UserRequestType_LOG_OFF_USER
= 2
const int
FIX::UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS
= 4
const int
FIX::UserRequestType_REQUESTINDIVIDUALUSERSTATUS
= 4
const int
FIX::UserRequestType_LOGONUSER
= 1
const int
FIX::UserRequestType_LOG_ON_USER
= 1
const int
FIX::TradeReportTransType_REPLACE
= 2
const int
FIX::TradeReportTransType_NEW
= 0
const int
FIX::TradeReportTransType_REVERSE
= 4
const int
FIX::TradeReportTransType_CANCEL
= 1
const int
FIX::TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE
= 5
const int
FIX::TradeReportTransType_RELEASE
= 3
const char
FIX::AdvSide_CROSS
= 'X'
const char
FIX::AdvSide_TRADE
= 'T'
const char
FIX::AdvSide_BUY
= 'B'
const char
FIX::AdvSide_SELL
= 'S'
const int
FIX::CoveredOrUncovered_COVERED
= 0
const int
FIX::CoveredOrUncovered_UNCOVERED
= 1
const int
FIX::AcctIDSource_TFMGSPTA
= 3
const int
FIX::AcctIDSource_TFM
= 3
const int
FIX::AcctIDSource_DTCCCODE
= 5
const int
FIX::AcctIDSource_SIDCODE
= 2
const int
FIX::AcctIDSource_OMGEOALERTID
= 4
const int
FIX::AcctIDSource_BIC
= 1
const int
FIX::AcctIDSource_OTHER
= 99
const int
FIX::AcctIDSource_OMGEO
= 4
const int
FIX::AcctIDSource_SID_CODE
= 2
const int
FIX::AcctIDSource_DTCC_CODE
= 5
const int
FIX::TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA
= 2
const int
FIX::TradeRequestType_ALL_TRADES
= 0
const int
FIX::TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST
= 1
const int
FIX::TradeRequestType_UNREPORTEDTRADES
= 3
const int
FIX::TradeRequestType_ALLTRADES
= 0
const int
FIX::TradeRequestType_ADVISORIESMATCH
= 4
const int
FIX::TradeRequestType_MATCHEDTRADES
= 1
const int
FIX::TradeRequestType_UNMATCHEDTRADES
= 2
const int
FIX::TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA
= 3
const int
FIX::TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA
= 4
const int
FIX::TradSesStatus_PRECLOSE
= 5
const int
FIX::TradSesStatus_HALTED
= 1
const int
FIX::TradSesStatus_REQREJ
= 6
const int
FIX::TradSesStatus_REQUEST_REJECTED
= 6
const int
FIX::TradSesStatus_OPEN
= 2
const int
FIX::TradSesStatus_PREOPEN
= 4
const int
FIX::TradSesStatus_PRE_OPEN
= 4
const int
FIX::TradSesStatus_UNKNOWN
= 0
const int
FIX::TradSesStatus_PRE_CLOSE
= 5
const int
FIX::TradSesStatus_CLOSED
= 3
const int
FIX::PegPriceType_LAST_PEG
= 1
const int
FIX::PegPriceType_PRIMARY_PEG
= 5
const int
FIX::PegPriceType_OPENING_PEG
= 3
const int
FIX::PegPriceType_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER
= 6
const int
FIX::PegPriceType_TRAILING_STOP_PEG
= 8
const int
FIX::PegPriceType_PEG_TO_LIMIT_PRICE
= 9
const int
FIX::PegPriceType_MID_PRICE_PEG
= 2
const int
FIX::PegPriceType_MARKET_PEG
= 4
const int
FIX::PegPriceType_PEG_TO_VWAP
= 7
const int
FIX::StreamAsgnRejReason_NO_AVAILABLE_STREAM
= 3
const int
FIX::StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE
= 1
const int
FIX::StreamAsgnRejReason_UNKNOWN_CLIENT
= 0
const int
FIX::StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR
= 2
const int
FIX::StreamAsgnRejReason_OTHER
= 99
const char
FIX::ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT
[] = "FUTDA"
const char
FIX::ValuationMethod_PREMIUM_STYLE
[] = "EQTY"
const char
FIX::ValuationMethod_CDS_IN_DELIVERY
[] = "CDSD"
const char
FIX::ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON
[] = "CDS"
const char
FIX::ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET
[] = "FUT"
const char
FIX::TriggerType_SPECIFIED_TRADING_SESSION
= '2'
const char
FIX::TriggerType_NEXT_AUCTION
= '3'
const char
FIX::TriggerType_PRICE_MOVEMENT
= '4'
const char
FIX::TriggerType_PARTIAL_EXECUTION
= '1'
const char
FIX::PriceProtectionScope_LOCAL
= '1'
const char
FIX::PriceProtectionScope_NONE
= '0'
const char
FIX::PriceProtectionScope_GLOBAL
= '3'
const char
FIX::PriceProtectionScope_NATIONAL
= '2'
const int
FIX::TradeReportRejectReason_SUCCESSFULDEFAULT
= 0
const int
FIX::TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES
= 3
const int
FIX::TradeReportRejectReason_SUCCESSFUL
= 0
const int
FIX::TradeReportRejectReason_INVALID_PARTY_ONFORMATION
= 1
const int
FIX::TradeReportRejectReason_UNKNOWN_INSTRUMENT
= 2
const int
FIX::TradeReportRejectReason_OTHER
= 99
const int
FIX::TradeReportRejectReason_INVALIDTRADETYPE
= 4
const int
FIX::TradeReportRejectReason_UNKNOWNINSTRUMENT
= 2
const int
FIX::TradeReportRejectReason_INVALID_TRADE_TYPE
= 4
const int
FIX::TradeReportRejectReason_UNAUTHORIZEDTOREPORTTRADES
= 3
const int
FIX::TradeReportRejectReason_INVALIDPARTYINFORMATION
= 1
const int
FIX::SecurityListType_NEWSPAPER_LIST
= 4
const int
FIX::SecurityListType_TRADING_LIST
= 2
const int
FIX::SecurityListType_INDUSTRY_CLASSIFICATION
= 1
const int
FIX::SecurityListType_MARKET
= 3
const int
FIX::QuoteRejectReason_QUOTE_LOCKED
= 11
const int
FIX::QuoteRejectReason_UNKNSYM
= 1
const int
FIX::QuoteRejectReason_EXCHCLSD
= 2
const int
FIX::QuoteRejectReason_DUPORD
= 6
const int
FIX::QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY
= 13
const int
FIX::QuoteRejectReason_INVALID_PRICE
= 8
const int
FIX::QuoteRejectReason_TOOLATE
= 4
const int
FIX::QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY
= 9
const int
FIX::QuoteRejectReason_TOO_LATE_TO_ENTER
= 4
const int
FIX::QuoteRejectReason_UNKNORD
= 5
const int
FIX::QuoteRejectReason_INVPX
= 8
const int
FIX::QuoteRejectReason_EXCHANGE
= 2
const int
FIX::QuoteRejectReason_INVSPREAD
= 7
const int
FIX::QuoteRejectReason_UNKNOWN_SYMBOL
= 1
const int
FIX::QuoteRejectReason_NOTAUTH
= 9
const int
FIX::QuoteRejectReason_OTHER
= 99
const int
FIX::QuoteRejectReason_INVALID_BID_ASK_SPREAD
= 7
const int
FIX::QuoteRejectReason_UNKNOWN_QUOTE
= 5
const int
FIX::QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER
= 12
const int
FIX::QuoteRejectReason_ORDEXLIM
= 3
const int
FIX::QuoteRejectReason_DUPLICATE_QUOTE
= 6
const int
FIX::QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND
= 10
const int
FIX::QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT
= 3
const char
FIX::PossResend_NO
= 'N'
const char
FIX::PossResend_YES
= 'Y'
const int
FIX::QuantityType_SHARES
= 1
const int
FIX::QuantityType_CURRENTFACE
= 3
const int
FIX::QuantityType_PAR
= 8
const int
FIX::QuantityType_BONDS
= 2
const int
FIX::QuantityType_ORIGINALFACE
= 4
const int
FIX::QuantityType_CONTRACTS
= 6
const int
FIX::QuantityType_OTHER
= 7
const int
FIX::QuantityType_CURRENCY
= 5
const int
FIX::ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE
= 4
const int
FIX::ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE
= 3
const int
FIX::ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE
= 1
const int
FIX::ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE
= 5
const int
FIX::ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE
= 2
const int
FIX::ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT
= 3
const int
FIX::ImpliedMarketIndicator_NOT_IMPLIED
= 0
const int
FIX::ImpliedMarketIndicator_IMPLIED_OUT
= 2
const int
FIX::ImpliedMarketIndicator_IMPLIED_IN
= 1
const int
FIX::QuoteRequestType_AUTOMATIC
= 2
const int
FIX::QuoteRequestType_MAN
= 1
const int
FIX::QuoteRequestType_AUTO
= 2
const int
FIX::QuoteRequestType_MANUAL
= 1
const int
FIX::SecurityRequestResult_INSTRUMENTUNAVAILABLE
= 4
const int
FIX::SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA
= 2
const int
FIX::SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA
= 3
const int
FIX::SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE
= 4
const int
FIX::SecurityRequestResult_VALID_REQUEST
= 0
const int
FIX::SecurityRequestResult_VALIDREQ
= 0
const int
FIX::SecurityRequestResult_NOINSTRUMENTSFOUND
= 2
const int
FIX::SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST
= 1
const int
FIX::SecurityRequestResult_NOTAUTHORIZED
= 3
const int
FIX::SecurityRequestResult_NOTSUPPORTED
= 5
const int
FIX::SecurityRequestResult_INVALIDREQ
= 1
const int
FIX::SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED
= 5
const char
FIX::OrderRestrictions_ISSUER_HOLDING
= 'B'
const char
FIX::OrderRestrictions_NON_INDEXARBITRAGE
= '3'
const char
FIX::OrderRestrictions_EXMRKTPART
= '8'
const char
FIX::OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY
= '5'
const char
FIX::OrderRestrictions_NON_ALGORITHMIC
= 'D'
const char
FIX::OrderRestrictions_EXTNERAL_INTER_CONNECTED_MARKET_LINKAGE
= '9'
const char
FIX::OrderRestrictions_NON_INDEX_ARBITRAGE
= '3'
const char
FIX::OrderRestrictions_ACTING_AS_MARKET_MAKER_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY
= '6'
const char
FIX::OrderRestrictions_PROGRAM_TRADE
= '1'
const char
FIX::OrderRestrictions_ISSUE_PRICE_STABILIZATION
= 'C'
const char
FIX::OrderRestrictions_INDEXARBITRAGE
= '2'
const char
FIX::OrderRestrictions_ACTMMDERIV
= '6'
const char
FIX::OrderRestrictions_FORENTITY
= '7'
const char
FIX::OrderRestrictions_CROSS
= 'F'
const char
FIX::OrderRestrictions_PROGRAMTRADE
= '1'
const char
FIX::OrderRestrictions_RISKARB
= 'A'
const char
FIX::OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE
= '9'
const char
FIX::OrderRestrictions_FOREIGN_ENTITY
= '7'
const char
FIX::OrderRestrictions_COMPETINGMARKETMAKER
= '4'
const char
FIX::OrderRestrictions_EXINTMRKTLINK
= '9'
const char
FIX::OrderRestrictions_INDEX_ARBITRAGE
= '2'
const char
FIX::OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT
= '8'
const char
FIX::OrderRestrictions_ALGORITHMIC
= 'E'
const char
FIX::OrderRestrictions_ACTMM
= '5'
const char
FIX::OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY
= '6'
const char
FIX::OrderRestrictions_RISKLESS_ARBITRAGE
= 'A'
const char
FIX::OrderRestrictions_COMPETING_MARKET_MAKER
= '4'
const char
FIX::ListExecInstType_WAIT_FOR_EXECUT_INSTRUCTION
= '2'
const char
FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN
= '3'
const char
FIX::ListExecInstType_IMMED
= '1'
const char
FIX::ListExecInstType_WAIT
= '2'
const char
FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW
= '5'
const char
FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3
= '3'
const char
FIX::ListExecInstType_IMMEDIATE
= '1'
const char
FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4
= '4'
const char
FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5
= '5'
const char
FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP
= '4'
const char
FIX::ListExecInstType_EXCHCIVBUYTOP
= '4'
const char
FIX::ListExecInstType_EXCHCIVBUYWD
= '5'
const char
FIX::ListExecInstType_EXCHCIVSELL
= '3'
const char
FIX::ListExecInstType_WAIT_FOR_EXECUTE_INSTRUCTION
= '2'
const int
FIX::DistribPaymentMethod_FED_WIRE
= 7
const int
FIX::DistribPaymentMethod_ACH_CREDIT
= 9
const int
FIX::DistribPaymentMethod_EUROCLEAR
= 3
const int
FIX::DistribPaymentMethod_TELEGRAPHICTRANSFER
= 6
const int
FIX::DistribPaymentMethod_ACHCREDIT
= 9
const int
FIX::DistribPaymentMethod_TELEGRAPHIC_TRANSFER
= 6
const int
FIX::DistribPaymentMethod_FEDWIRE
= 7
const int
FIX::DistribPaymentMethod_CHEQUE
= 5
const int
FIX::DistribPaymentMethod_DIRECT_CREDIT
= 8
const int
FIX::DistribPaymentMethod_CREST
= 1
const int
FIX::DistribPaymentMethod_BPAY
= 10
const int
FIX::DistribPaymentMethod_CLEARSTREAM
= 4
const int
FIX::DistribPaymentMethod_DIRECTCREDITBECSBACS
= 8
const int
FIX::DistribPaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS
= 11
const int
FIX::DistribPaymentMethod_NSCC
= 2
const int
FIX::DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS
= 11
const int
FIX::DistribPaymentMethod_REINVESTINFUND
= 12
const int
FIX::DistribPaymentMethod_REINVEST_IN_FUND
= 12
const int
FIX::OrderHandlingInstSource_NASD_OATS
= 1
const int
FIX::AffirmStatus_CONFIRMREJECTED
= 2
const int
FIX::AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED
= 2
const int
FIX::AffirmStatus_AFFIRMED
= 3
const int
FIX::AffirmStatus_RECEIVED
= 1
const int
FIX::OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT
= 2
const int
FIX::OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT
= 1
const int
FIX::OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER
= 3
const int
FIX::OrigCustOrderCapacity_ALL_OTHER
= 4
const int
FIX::AllocMethod_GUARANTOR
= 2
const int
FIX::AllocMethod_AUTOMATIC
= 1
const int
FIX::AllocMethod_MANUAL
= 3
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY
= '1'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY
= 'C'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP
= 'A'
const char
FIX::MassCancelResponse_CXLORDERSSECURITYTYPE
= '5'
const char
FIX::MassCancelResponse_CXLORDERSUNDERLYINGSECURITY
= '2'
const char
FIX::MassCancelResponse_CXLORDERSTRDSESSION
= '6'
const char
FIX::MassCancelResponse_CXLALLORDERS
= '7'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET
= '8'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT
= '9'
const char
FIX::MassCancelResponse_CXLREQREJ
= '0'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE
= '5'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION
= '6'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY
= '2'
const char
FIX::MassCancelResponse_CXLORDERSSECURITY
= '1'
const char
FIX::MassCancelResponse_CXLORDERSPRODUCT
= '3'
const char
FIX::MassCancelResponse_CANCEL_ALL_ORDERS
= '7'
const char
FIX::MassCancelResponse_CANCEL_REQUEST_REJECTED
= '0'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER
= 'B'
const char
FIX::MassCancelResponse_CXLORDERSCFICODE
= '4'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE
= '4'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT
= '3'
const int
FIX::StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER
= 1
const int
FIX::StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER
= 2
const char
FIX::SymbolSfx_EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE
[] = "CD"
const char
FIX::SymbolSfx_EUCPLUMPSUMINTEREST
[] = "CD"
const char
FIX::SymbolSfx_WHENISSUED
[] = "WI"
const char
FIX::SymbolSfx_WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN
[] = "WI"
const char
FIX::ExDestinationIDSource_PROPRIETARY
= 'D'
const char
FIX::ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER
= 'C'
const char
FIX::ExDestinationIDSource_BIC
= 'B'
const char
FIX::ExDestinationIDSource_MIC
= 'G'
const char
FIX::ExDestinationIDSource_ISO_COUNTRY_CODE
= 'E'
const int
FIX::SecurityListRequestType_ALLSECURITIES
= 4
const int
FIX::SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID
= 5
const int
FIX::SecurityListRequestType_SECURITYTYPECFICODE
= 1
const int
FIX::SecurityListRequestType_SYMBOL
= 0
const int
FIX::SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE
= 1
const int
FIX::SecurityListRequestType_TRADINGSESSIONID
= 3
const int
FIX::SecurityListRequestType_ALL_SECURITIES
= 4
const int
FIX::SecurityListRequestType_PRODUCT
= 2
const int
FIX::CollAsgnReason_FORWARDCOLLATERALDEMAND
= 5
const int
FIX::CollAsgnReason_ADVERSETAXEVENT
= 7
const int
FIX::CollAsgnReason_MARGINDEFICIENCY
= 3
const int
FIX::CollAsgnReason_TIME_WARNING
= 2
const int
FIX::CollAsgnReason_TIMEWARNING
= 2
const int
FIX::CollAsgnReason_ADVERSE_TAX_EVENT
= 7
const int
FIX::CollAsgnReason_MARGINEXCESS
= 4
const int
FIX::CollAsgnReason_MARGIN_DEFICIENCY
= 3
const int
FIX::CollAsgnReason_SCHEDULED
= 1
const int
FIX::CollAsgnReason_INITIAL
= 0
const int
FIX::CollAsgnReason_FORWARD_COLLATERAL_DEMAND
= 5
const int
FIX::CollAsgnReason_EVENTOFDEFAULT
= 6
const int
FIX::CollAsgnReason_MARGIN_EXCESS
= 4
const int
FIX::CollAsgnReason_EVENT_OF_DEFAULT
= 6
const int
FIX::SettlPriceType_FINAL
= 1
const int
FIX::SettlPriceType_THEORETICAL
= 2
const char
FIX::DealingCapacity_RISKLESS_PRINCIPAL
= 'R'
const char
FIX::DealingCapacity_PRINCIPAL
= 'P'
const char
FIX::DealingCapacity_AGENT
= 'A'
const int
FIX::RateSourceType_SECONDARY
= 1
const int
FIX::RateSourceType_PRIMARY
= 0
const char
FIX::AggregatedBook_NO
= 'N'
const char
FIX::AggregatedBook_YES
= 'Y'
const int
FIX::PosQtyStatus_SUBMITTED
= 0
const int
FIX::PosQtyStatus_REJECTED
= 2
const int
FIX::PosQtyStatus_ACCEPTED
= 1
const char
FIX::MsgType_TradingSessionStatusRequest
[] = "g"
const char
FIX::MsgType_ListStatus
[] = "N"
const char
FIX::MsgType_Email
[] = "C"
const char
FIX::MsgType_ListExecute
[] = "L"
const char
FIX::MsgType_Confirmation
[] = "AK"
const char
FIX::MsgType_NewOrderMultileg
[] = "AB"
const char
FIX::MsgType_IndicationofInterest
[] = "6"
const char
FIX::MsgType_MarketDataIncrementalRefresh
[] = "X"
const char
FIX::MsgType_TradeCaptureReport
[] = "AE"
const char
FIX::MsgType_RequestForPositionsAck
[] = "AO"
const char
FIX::MsgType_StreamAssignmentRequest
[] = "CC"
const char
FIX::MsgType_SecurityListRequest
[] = "x"
const char
FIX::MsgType_CollateralReport
[] = "BA"
const char
FIX::MsgType_PositionMaintenanceReport
[] = "AM"
const char
FIX::MsgType_PositionReport
[] = "AP"
const char
FIX::MsgType_StreamAssignmentReportACK
[] = "CE"
const char
FIX::MsgType_UserRequest
[] = "BE"
const char
FIX::MsgType_PositionMaintenanceRequest
[] = "AL"
const char
FIX::MsgType_NetworkCounterpartySystemStatusResponse
[] = "BD"
const char
FIX::MsgType_NewOrderCross
[] = "s"
const char
FIX::MsgType_AdjustedPositionReport
[] = "BL"
const char
FIX::MsgType_Logon
[] = "A"
const char
FIX::MsgType_IOI
[] = "6"
const char
FIX::MsgType_ListStrikePrice
[] = "m"
const char
FIX::MsgType_BidRequest
[] = "k"
const char
FIX::MsgType_TradingSessionStatus
[] = "h"
const char
FIX::MsgType_RegistrationInstructionsResponse
[] = "p"
const char
FIX::MsgType_Advertisement
[] = "7"
const char
FIX::MsgType_MassQuote
[] = "i"
const char
FIX::MsgType_Logout
[] = "5"
const char
FIX::MsgType_AllocationReport
[] = "AS"
const char
FIX::MsgType_SecurityDefinitionUpdateReport
[] = "BP"
const char
FIX::MsgType_ListStatusRequest
[] = "M"
const char
FIX::MsgType_BusinessMessageReject
[] = "j"
const char
FIX::MsgType_ConfirmationAck
[] = "AU"
const char
FIX::MsgType_TestRequest
[] = "1"
const char
FIX::MsgType_SecurityList
[] = "y"
const char
FIX::MsgType_ListCancelRequest
[] = "K"
const char
FIX::MsgType_News
[] = "B"
const char
FIX::MsgType_TradingSessionListUpdateReport
[] = "BS"
const char
FIX::MsgType_Heartbeat
[] = "0"
const char
FIX::MsgType_QuoteAcknowledgement
[] = "b"
const char
FIX::MsgType_AllocationReportAck
[] = "AT"
const char
FIX::MsgType_ConfirmationRequest
[] = "BH"
const char
FIX::MsgType_OrderMassActionReport
[] = "BZ"
const char
FIX::MsgType_CollateralInquiry
[] = "BB"
const char
FIX::MsgType_SecurityTypeRequest
[] = "v"
const char
FIX::MsgType_NewOrderList
[] = "E"
const char
FIX::MsgType_ExecutionAcknowledgement
[] = "BN"
const char
FIX::MsgType_TradingSessionListRequest
[] = "BI"
const char
FIX::MsgType_SecurityTypes
[] = "w"
const char
FIX::MsgType_MarketDefinition
[] = "BU"
const char
FIX::MsgType_SequenceReset
[] = "4"
const char
FIX::MsgType_CollateralResponse
[] = "AZ"
const char
FIX::MsgType_MassQuoteAcknowledgement
[] = "b"
const char
FIX::MsgType_QuoteResponse
[] = "AJ"
const char
FIX::MsgType_QuoteStatusRequest
[] = "a"
const char
FIX::MsgType_QuoteCancel
[] = "Z"
const char
FIX::MsgType_ContraryIntentionReport
[] = "BO"
const char
FIX::MsgType_PartyDetailsListReport
[] = "CG"
const char
FIX::MsgType_PartyDetailsListRequest
[] = "CF"
const char
FIX::MsgType_CrossOrderCancelRequest
[] = "u"
const char
FIX::MsgType_NewOrderSingle
[] = "D"
const char
FIX::MsgType_DerivativeSecurityListRequest
[] = "z"
const char
FIX::MsgType_CollateralRequest
[] = "AX"
const char
FIX::MsgType_UserNotification
[] = "CB"
const char
FIX::MsgType_UserResponse
[] = "BF"
const char
FIX::MsgType_DontKnowTrade
[] = "Q"
const char
FIX::MsgType_TradeCaptureReportAck
[] = "AR"
const char
FIX::MsgType_ApplicationMessageRequest
[] = "BW"
const char
FIX::MsgType_MultilegOrderCancelReplace
[] = "AC"
const char
FIX::MsgType_OrderCancelReject
[] = "9"
const char
FIX::MsgType_ExecutionReport
[] = "8"
const char
FIX::MsgType_QuoteStatusReport
[] = "AI"
const char
FIX::MsgType_ResendRequest
[] = "2"
const char
FIX::MsgType_Quote
[] = "S"
const char
FIX::MsgType_SettlementInstructionRequest
[] = "AV"
const char
FIX::MsgType_SecurityListUpdateReport
[] = "BK"
const char
FIX::MsgType_AllocationInstructionAlert
[] = "BM"
const char
FIX::MsgType_TradeCaptureReportRequestAck
[] = "AQ"
const char
FIX::MsgType_AllocationInstruction
[] = "J"
const char
FIX::MsgType_Allocation
[] = "J"
const char
FIX::MsgType_ApplicationMessageReport
[] = "BY"
const char
FIX::MsgType_RegistrationInstructions
[] = "o"
const char
FIX::MsgType_SecurityDefinition
[] = "d"
const char
FIX::MsgType_SecurityDefinitionRequest
[] = "c"
const char
FIX::MsgType_SecurityStatus
[] = "f"
const char
FIX::MsgType_DerivativeSecurityList
[] = "AA"
const char
FIX::MsgType_NetworkCounterpartySystemStatusRequest
[] = "BC"
const char
FIX::MsgType_MarketDefinitionRequest
[] = "BT"
const char
FIX::MsgType_Reject
[] = "3"
const char
FIX::MsgType_DerivativeSecurityListUpdateReport
[] = "BR"
const char
FIX::MsgType_QuoteRequestReject
[] = "AG"
const char
FIX::MsgType_OrderMassStatusRequest
[] = "AF"
const char
FIX::MsgType_ApplicationMessageRequestAck
[] = "BX"
const char
FIX::MsgType_SecurityStatusRequest
[] = "e"
const char
FIX::MsgType_AllocationACK
[] = "P"
const char
FIX::MsgType_MarketDefinitionUpdateReport
[] = "BV"
const char
FIX::MsgType_CrossOrderCancelReplaceRequest
[] = "t"
const char
FIX::MsgType_OrderMassCancelReport
[] = "r"
const char
FIX::MsgType_AssignmentReport
[] = "AW"
const char
FIX::MsgType_BidResponse
[] = "l"
const char
FIX::MsgType_RequestForPositions
[] = "AN"
const char
FIX::MsgType_SettlementObligationReport
[] = "BQ"
const char
FIX::MsgType_OrderMassCancelRequest
[] = "q"
const char
FIX::MsgType_TradingSessionList
[] = "BJ"
const char
FIX::MsgType_OrderStatusRequest
[] = "H"
const char
FIX::MsgType_CollateralAssignment
[] = "AY"
const char
FIX::MsgType_StreamAssignmentReport
[] = "CD"
const char
FIX::MsgType_OrderMassActionRequest
[] = "CA"
const char
FIX::MsgType_AllocationAck
[] = "P"
const char
FIX::MsgType_QuoteRequest
[] = "R"
const char
FIX::MsgType_CollateralInquiryAck
[] = "BG"
const char
FIX::MsgType_MarketDataSnapshotFullRefresh
[] = "W"
const char
FIX::MsgType_SettlementInstructions
[] = "T"
const char
FIX::MsgType_OrderCancelReplaceRequest
[] = "G"
const char
FIX::MsgType_TradeCaptureReportRequest
[] = "AD"
const char
FIX::MsgType_RFQRequest
[] = "AH"
const char
FIX::MsgType_OrderCancelRequest
[] = "F"
const char
FIX::MsgType_MultilegOrderCancelReplaceRequest
[] = "AC"
const char
FIX::MsgType_AllocationInstructionAck
[] = "P"
const char
FIX::MsgType_MarketDataRequest
[] = "V"
const char
FIX::MsgType_MarketDataRequestReject
[] = "Y"
const char
FIX::MultiLegReportingType_SINGLE
= '1'
const char
FIX::MultiLegReportingType_MULTILEG
= '3'
const char
FIX::MultiLegReportingType_SINGLE_SECURITY
= '1'
const char
FIX::MultiLegReportingType_MULTI_LEG_SECURITY
= '3'
const char
FIX::MultiLegReportingType_INDIVLEG
= '2'
const char
FIX::MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY
= '2'
const char
FIX::MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY
= '2'
const char
FIX::IDSource_EXCHANGE_SYMBOL
[] = "8"
const char
FIX::IDSource_RIC_CODE
[] = "5"
const char
FIX::IDSource_ISO_CURRENCY_CODE
[] = "6"
const char
FIX::IDSource_ISIN_NUMBER
[] = "4"
const char
FIX::IDSource_SEDOL
[] = "2"
const char
FIX::IDSource_ISO_COUNTRY_CODE
[] = "7"
const char
FIX::IDSource_CONSOLIDATED_TAPE_ASSOCIATION
[] = "9"
const char
FIX::IDSource_QUIK
[] = "3"
const char
FIX::IDSource_CUSIP
[] = "1"
const char
FIX::OrdStatus_NEW
= '0'
const char
FIX::OrdStatus_CALCULATED
= 'B'
const char
FIX::OrdStatus_PENDINGNEW
= 'A'
const char
FIX::OrdStatus_PENDING_CANCEL
= '6'
const char
FIX::OrdStatus_PARTIAL
= '1'
const char
FIX::OrdStatus_PENDING_CANCEL_REPLACE
= '6'
const char
FIX::OrdStatus_PENDING_NEW
= 'A'
const char
FIX::OrdStatus_STOPPED
= '7'
const char
FIX::OrdStatus_FILLED
= '2'
const char
FIX::OrdStatus_PENDING_REPLACE
= 'E'
const char
FIX::OrdStatus_CANCELED
= '4'
const char
FIX::OrdStatus_ACCEPTED_FOR_BIDDING
= 'D'
const char
FIX::OrdStatus_SUSPENDED
= '9'
const char
FIX::OrdStatus_DONE
= '3'
const char
FIX::OrdStatus_REJECTED
= '8'
const char
FIX::OrdStatus_PARTIALLY_FILLED
= '1'
const char
FIX::OrdStatus_EXPIRED
= 'C'
const char
FIX::OrdStatus_REPLACED
= '5'
const char
FIX::OrdStatus_DONE_FOR_DAY
= '3'
const char
FIX::OrdStatus_ACCEPTBIDDING
= 'D'
const char
FIX::OrdStatus_PENDINGREP
= 'E'
const int
FIX::CustomerOrFirm_FIRM
= 1
const int
FIX::CustomerOrFirm_CUSTOMER
= 0
const int
FIX::AdjustmentType_DELTA_MINUS
= 2
const int
FIX::AdjustmentType_DELTAPLUS
= 1
const int
FIX::AdjustmentType_DELTA_PLUS
= 1
const int
FIX::AdjustmentType_DELTAMINUS
= 2
const int
FIX::AdjustmentType_FINAL
= 3
const int
FIX::AdjustmentType_PROCESSREQUESTASMARGINDISPOSITION
= 0
const int
FIX::AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION
= 0
const char
FIX::AsOfIndicator_TRUE
= '1'
const char
FIX::AsOfIndicator_FALSE
= '0'
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT
= 9
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_MARKET
= 8
const int
FIX::MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY
= 2
const int
FIX::MassActionScope_ALL_ORDERS
= 7
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_CFICODE
= 4
const int
FIX::MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY
= 12
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_SECURITY
= 1
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION
= 6
const int
FIX::MassActionScope_CANCEL_FOR_SECURITY_ISSUER
= 11
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP
= 10
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_PRODUCT
= 3
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE
= 5
const char
FIX::VenueType_PIT
= 'P'
const char
FIX::VenueType_EX_PIT
= 'X'
const char
FIX::VenueType_ELECTRONIC
= 'E'
const int
FIX::MassActionType_CANCEL_ORDERS
= 3
const int
FIX::MassActionType_RELEASE_ORDERS_FROM_SUSPENSION
= 2
const int
FIX::MassActionType_SUSPEND_ORDERS
= 1
const int
FIX::PosMaintResult_SUCCESSFULCOMPLETION
= 0
const int
FIX::PosMaintResult_SUCCESSFUL_COMPLETION
= 0
const int
FIX::PosMaintResult_OTHER
= 99
const int
FIX::PosMaintResult_REJECTED
= 1
const char
FIX::IOIShares_MEDIUM
[] = "M"
const char
FIX::IOIShares_LARGE
[] = "L"
const char
FIX::IOIShares_SMALL
[] = "S"
const int
FIX::PegOffsetType_PRICE
= 0
const int
FIX::PegOffsetType_BASISPOINTS
= 1
const int
FIX::PegOffsetType_PRICE_TIER
= 3
const int
FIX::PegOffsetType_TICKS
= 2
const int
FIX::PegOffsetType_PRICETIERLEVEL
= 3
const int
FIX::PegOffsetType_BASIS_POINTS
= 1
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT
= 8
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY
= 1
const int
FIX::MassCancelRejectReason_INVALIDSECURITY
= 1
const int
FIX::MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED
= 0
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP
= 9
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY
= 2
const int
FIX::MassCancelRejectReason_INVALIDPRODUCT
= 3
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY
= 11
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE
= 5
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE
= 4
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION
= 6
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET
= 7
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_TYPE
= 5
const int
FIX::MassCancelRejectReason_INVALIDUNDERLYING
= 2
const int
FIX::MassCancelRejectReason_OTHER
= 99
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER
= 10
const int
FIX::MassCancelRejectReason_INVALIDCFICODE
= 4
const int
FIX::MassCancelRejectReason_INVALIDSECURITYTYPE
= 5
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT
= 3
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_UNDERLYING
= 2
const int
FIX::MassCancelRejectReason_INVALIDTRDSESSION
= 6
const int
FIX::MassCancelRejectReason_MASSCXLNOTSUPPORTED
= 0
const int
FIX::ResponseTransportType_OUTOFBAND
= 1
const int
FIX::ResponseTransportType_INBAND
= 0
const int
FIX::ResponseTransportType_OUT_OF_BAND
= 1
const int
FIX::TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID
= 1
const int
FIX::TradSesStatusRejReason_UNKNOWNTRADINGSESSIONID
= 1
const int
FIX::TradSesStatusRejReason_OTHER
= 99
const int
FIX::TrdRegTimestampType_EXECUTION_TIME
= 1
const int
FIX::TrdRegTimestampType_BROKEREXECUTION
= 5
const int
FIX::TrdRegTimestampType_BROKERRECEIPT
= 4
const int
FIX::TrdRegTimestampType_TIMEIN
= 2
const int
FIX::TrdRegTimestampType_TIME_IN
= 2
const int
FIX::TrdRegTimestampType_TIMEOUT
= 3
const int
FIX::TrdRegTimestampType_SUBMISSION_TO_CLEARING
= 7
const int
FIX::TrdRegTimestampType_BROKER_RECEIPT
= 4
const int
FIX::TrdRegTimestampType_DESK_RECEIPT
= 6
const int
FIX::TrdRegTimestampType_EXECUTIONTIME
= 1
const int
FIX::TrdRegTimestampType_BROKER_EXECUTION
= 5
const int
FIX::TrdRegTimestampType_TIME_OUT
= 3
const char
FIX::ApplVerID_FIX50SP1
[] = "8"
const char
FIX::ApplVerID_FIX27
[] = "0"
const char
FIX::ApplVerID_FIX50SP2
[] = "9"
const char
FIX::ApplVerID_FIX50
[] = "7"
const char
FIX::ApplVerID_FIX40
[] = "2"
const char
FIX::ApplVerID_FIX41
[] = "3"
const char
FIX::ApplVerID_FIX30
[] = "1"
const char
FIX::ApplVerID_FIX42
[] = "4"
const char
FIX::ApplVerID_FIX43
[] = "5"
const char
FIX::ApplVerID_FIX44
[] = "6"
const char
FIX::HandlInst_MANUAL_ORDER_BEST_EXECUTION
= '3'
const char
FIX::HandlInst_AUTOEXECPUB
= '2'
const char
FIX::HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION
= '1'
const char
FIX::HandlInst_AUTOEXECPRIV
= '1'
const char
FIX::HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK
= '2'
const char
FIX::HandlInst_MANUAL
= '3'
const char
FIX::TradingSessionSubID_POST_TRADING
[] = "5"
const char
FIX::TradingSessionSubID_INTRADAY_AUCTION
[] = "6"
const char
FIX::TradingSessionSubID_PRE_TRADING
[] = "1"
const char
FIX::TradingSessionSubID_QUIESCENT
[] = "7"
const char
FIX::TradingSessionSubID_3
[] = "3"
const char
FIX::TradingSessionSubID_OPENING_OR_OPENING_AUCTION
[] = "2"
const char
FIX::TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION
[] = "4"
const char
FIX::MDEntryType_SWAP_VALUE_FACTOR
= 'S'
const char
FIX::MDEntryType_OPEN_INTEREST
= 'C'
const char
FIX::MDEntryType_COMPOSITE_UNDERLYING_PRICE
= 'D'
const char
FIX::MDEntryType_SESSION_HIGH_BID
= 'N'
const char
FIX::MDEntryType_INDEXVALUE
= '3'
const char
FIX::MDEntryType_OPENINTEREST
= 'C'
const char
FIX::MDEntryType_CLOSING_PRICE
= '5'
const char
FIX::MDEntryType_PRIOR_SETTLE_PRICE
= 'M'
const char
FIX::MDEntryType_TRADING_SESSION_VWAP_PRICE
= '9'
const char
FIX::MDEntryType_TRADING_SESSION_LOW_PRICE
= '8'
const char
FIX::MDEntryType_SETTLE_HIGH_PRICE
= 'K'
const char
FIX::MDEntryType_IMBALANCE
= 'A'
const char
FIX::MDEntryType_FIXING_PRICE
= 'W'
const char
FIX::MDEntryType_CASH_RATE
= 'X'
const char
FIX::MDEntryType_CLOSING
= '5'
const char
FIX::MDEntryType_OPENING
= '4'
const char
FIX::MDEntryType_OPENING_PRICE
= '4'
const char
FIX::MDEntryType_TRADINGHIGH
= '7'
const char
FIX::MDEntryType_TRADEVOLUME
= 'B'
const char
FIX::MDEntryType_TRADE
= '2'
const char
FIX::MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS
= 'V'
const char
FIX::MDEntryType_SIMULATED_SELL_PRICE
= 'E'
const char
FIX::MDEntryType_EMPTY_BOOK
= 'J'
const char
FIX::MDEntryType_AUCTION_CLEARING_PRICE
= 'Q'
const char
FIX::MDEntryType_BID
= '0'
const char
FIX::MDEntryType_RECOVERY_RATE_FOR_SHORT
= 'a'
const char
FIX::MDEntryType_SIMULATED_BUY_PRICE
= 'F'
const char
FIX::MDEntryType_EARLY_PRICES
= 'P'
const char
FIX::MDEntryType_TRADINGLOW
= '8'
const char
FIX::MDEntryType_TRADING_SESSION_HIGH_PRICE
= '7'
const char
FIX::MDEntryType_INDEX_VALUE
= '3'
const char
FIX::MDEntryType_RECOVERY_RATE_FOR_LONG
= 'Z'
const char
FIX::MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS
= 'R'
const char
FIX::MDEntryType_MID_PRICE
= 'H'
const char
FIX::MDEntryType_SETTLEMENT
= '6'
const char
FIX::MDEntryType_RECOVERY_RATE
= 'Y'
const char
FIX::MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS
= 'T'
const char
FIX::MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS
= 'U'
const char
FIX::MDEntryType_TRADE_VOLUME
= 'B'
const char
FIX::MDEntryType_MARGIN_RATE
= 'G'
const char
FIX::MDEntryType_SETTLE_LOW_PRICE
= 'L'
const char
FIX::MDEntryType_SESSION_LOW_OFFER
= 'O'
const char
FIX::MDEntryType_TRADINGVWAP
= '9'
const char
FIX::MDEntryType_SETTLEMENT_PRICE
= '6'
const char
FIX::MDEntryType_OFFER
= '1'
const int
FIX::PegMoveType_FLOATING
= 0
const int
FIX::PegMoveType_FIXED
= 1
const int
FIX::AvgPxIndicator_NOAVERAGEPRICING
= 0
const int
FIX::AvgPxIndicator_NO_AVERAGE_PRICING
= 0
const int
FIX::AvgPxIndicator_LASTTRADEAVERAGEPRICEGROUP
= 2
const int
FIX::AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID
= 1
const int
FIX::AvgPxIndicator_TRADEAVERAGEPRICEGROUP
= 1
const int
FIX::AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID
= 2
const char
FIX::CancellationRights_NO_WAIVER_AGREEMENT
= 'M'
const char
FIX::CancellationRights_NO_M
= 'M'
const char
FIX::CancellationRights_NO_N
= 'N'
const char
FIX::CancellationRights_NOINSTIT
= 'O'
const char
FIX::CancellationRights_NO_INSTITUTIONAL
= 'O'
const char
FIX::CancellationRights_YES
= 'Y'
const char
FIX::CancellationRights_NO_O
= 'O'
const char
FIX::CancellationRights_NOEXECONLY
= 'N'
const char
FIX::CancellationRights_NO_EXECUTION_ONLY
= 'N'
const char
FIX::CancellationRights_NOWAIVER
= 'M'
const char
FIX::ExecPriceType_CREATIONPRICEADJAMT
= 'E'
const char
FIX::ExecPriceType_CREATION_PRICE
= 'C'
const char
FIX::ExecPriceType_CREATIONPRICE
= 'C'
const char
FIX::ExecPriceType_SINGLEPRICE
= 'S'
const char
FIX::ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT
= 'D'
const char
FIX::ExecPriceType_OFFERPRICE
= 'O'
const char
FIX::ExecPriceType_BIDPRICE
= 'B'
const char
FIX::ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT
= 'P'
const char
FIX::ExecPriceType_CREATIONPRICEADJPCT
= 'D'
const char
FIX::ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT
= 'Q'
const char
FIX::ExecPriceType_OFFERPRICEMINUSADJAMT
= 'Q'
const char
FIX::ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT
= 'E'
const char
FIX::ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT
= 'P'
const char
FIX::ExecPriceType_OFFERPRICEMINUSADJPCT
= 'P'
const char
FIX::ExecPriceType_BID_PRICE
= 'B'
const char
FIX::ExecPriceType_SINGLE_PRICE
= 'S'
const char
FIX::ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT
= 'D'
const char
FIX::ExecPriceType_OFFER_PRICE
= 'O'
const int
FIX::AllocSettlInstType_PHONEFORINSTRUCTIONS
= 4
const int
FIX::AllocSettlInstType_SSIDBIDSPROVIDED
= 3
const int
FIX::AllocSettlInstType_FULLDETAILSPROVIDED
= 2
const int
FIX::AllocSettlInstType_USEDEFAULTINSTRUCTIONS
= 0
const int
FIX::AllocSettlInstType_SSI_DB_IDS_PROVIDED
= 3
const int
FIX::AllocSettlInstType_PHONE_FOR_INSTRUCTIONS
= 4
const int
FIX::AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED
= 1
const int
FIX::AllocSettlInstType_FULL_DETAILS_PROVIDED
= 2
const int
FIX::AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS
= 0
const int
FIX::AllocSettlInstType_DERIVEFROMPARAMETERSPROVIDED
= 1
const int
FIX::StatsType_AVERAGE_PRICE
= 3
const int
FIX::StatsType_HIGH
= 2
const int
FIX::StatsType_EXCHANGE_LAST
= 1
const int
FIX::StatsType_TURNOVER
= 4
const int
FIX::TradSesMode_SIMULATED
= 2
const int
FIX::TradSesMode_PRODUCTION
= 3
const int
FIX::TradSesMode_TESTING
= 1
const char
FIX::SettlInstSource_INSTITUTIONS_INSTRUCTIONS
= '2'
const char
FIX::SettlInstSource_BROKERS_INSTRUCTIONS
= '1'
const char
FIX::SettlInstSource_INVESTORCIV
= '3'
const char
FIX::SettlInstSource_INVESTOR
= '3'
const char
FIX::SettlInstSource_INSTINSTR
= '2'
const char
FIX::SettlInstSource_BROKERINSTR
= '1'
const int
FIX::ExpType_DIFFERENCE
= 5
const int
FIX::ExpType_FINAL_WILL_BE_EXERCISED
= 3
const int
FIX::ExpType_NON_AUTO_EXERCISE
= 2
const int
FIX::ExpType_CONTRARY_INTENTION
= 4
const int
FIX::ExpType_AUTO_EXERCISE
= 1
const char
FIX::SettlInstTransType_REPLACE
= 'R'
const char
FIX::SettlInstTransType_NEW
= 'N'
const char
FIX::SettlInstTransType_RESTATE
= 'T'
const char
FIX::SettlInstTransType_CANCEL
= 'C'
const int
FIX::TradeRequestResult_TRADEREQUESTTYPENOTSUPPORTED
= 8
const int
FIX::TradeRequestResult_INVALIDORUNKNOWNINSTRUMENT
= 1
const int
FIX::TradeRequestResult_INVALID_DESTINATION_REQUESTED
= 5
const int
FIX::TradeRequestResult_UNAUTHORIZED_ROR_TRADE_CAPTURE_REPORT_REQUEST
= 9
const int
FIX::TradeRequestResult_INVALIDTRANSPORTTYPEREQUESTED
= 4
const int
FIX::TradeRequestResult_INVALIDPARTIES
= 3
const int
FIX::TradeRequestResult_INVALIDDESTINATIONREQUESTED
= 5
const int
FIX::TradeRequestResult_SUCCESSFUL
= 0
const int
FIX::TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT
= 1
const int
FIX::TradeRequestResult_OTHER
= 99
const int
FIX::TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED
= 2
const int
FIX::TradeRequestResult_INVALID_PARTIES
= 3
const int
FIX::TradeRequestResult_UNAUTHORIZEDFORTRADECAPTUREREPORTREQUEST
= 9
const int
FIX::TradeRequestResult_NOT_AUTHORIZED
= 9
const int
FIX::TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED
= 4
const int
FIX::TradeRequestResult_INVALIDTYPEOFTRADEREQUESTED
= 2
const int
FIX::TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED
= 8
const char
FIX::TestMessageIndicator_NO
= 'N'
const char
FIX::TestMessageIndicator_YES
= 'Y'
const int
FIX::ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE
= 2
const int
FIX::ExpirationCycle_EXPIREONTRADINGSESSIONOPEN
= 1
const int
FIX::ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE
= 0
const int
FIX::ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN
= 1
const int
FIX::ExpirationCycle_EXPIREONTRADINGSESSIONCLOSE
= 0
const int
FIX::AllocCancReplaceReason_ORIGINALDETAILSINCORRECT
= 1
const int
FIX::AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS
= 2
const int
FIX::AllocCancReplaceReason_OTHER
= 99
const int
FIX::AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT
= 1
const int
FIX::AllocCancReplaceReason_CHANGEINUNDERLYINGORDERDETAILS
= 2
const int
FIX::CxlRejReason_DUPLICATE_CLORDID
= 6
const int
FIX::CxlRejReason_UNABLETOPROCESS
= 4
const int
FIX::CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE
= 7
const int
FIX::CxlRejReason_DUPCLORDID
= 6
const int
FIX::CxlRejReason_DUPLICATE_CLORDID_RECEIVED
= 6
const int
FIX::CxlRejReason_UNKNOWN_ORDER
= 1
const int
FIX::CxlRejReason_TOO_LATE_TO_CANCEL
= 0
const int
FIX::CxlRejReason_TOOLATE
= 0
const int
FIX::CxlRejReason_ORIGORDMODTIME
= 5
const int
FIX::CxlRejReason_INVALID_PRICE_INCREMENT
= 18
const int
FIX::CxlRejReason_BROKEROPT
= 2
const int
FIX::CxlRejReason_ALREADYPENDINGCXL
= 3
const int
FIX::CxlRejReason_OTHER
= 99
const int
FIX::CxlRejReason_BROKER
= 2
const int
FIX::CxlRejReason_BROKER_OPTION
= 2
const int
FIX::CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST
= 4
const int
FIX::CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS
= 3
const int
FIX::CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND
= 8
const int
FIX::CxlRejReason_ORIGORDMODTIMEMISMATCH
= 5
const int
FIX::CxlRejReason_ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER
= 5
const int
FIX::CxlRejReason_UNKNOWN
= 1
const int
FIX::RespondentType_SPECIFIED_MARKET_PARTICIPANTS
= 2
const int
FIX::RespondentType_ALL_MARKET_MAKERS
= 3
const int
FIX::RespondentType_ALL_MARKET_PARTICIPANTS
= 1
const int
FIX::RespondentType_PRIMARY_MARKET_MAKER
= 4
const char
FIX::DKReason_NO_MATCHING_ORDER
= 'D'
const char
FIX::DKReason_UNKNOWNSYMBOL
= 'A'
const char
FIX::DKReason_PRICE_EXCEEDS_LIMIT
= 'E'
const char
FIX::DKReason_QUANTITYEXCEEDSORDER
= 'C'
const char
FIX::DKReason_QUANTITY_EXCEEDS_ORDER
= 'C'
const char
FIX::DKReason_UNKNOWN_SYMBOL
= 'A'
const char
FIX::DKReason_OTHER
= 'Z'
const char
FIX::DKReason_WRONGSIDE
= 'B'
const char
FIX::DKReason_CALCULATIONDIFFERENCE
= 'F'
const char
FIX::DKReason_PRICEEXCEEDSLIMIT
= 'E'
const char
FIX::DKReason_WRONG_SIDE
= 'B'
const char
FIX::DKReason_CALCULATION_DIFFERENCE
= 'F'
const char
FIX::DKReason_NOMATCH
= 'D'
const char
FIX::PositionEffect_DEFAULT
= 'D'
const char
FIX::PositionEffect_CLOSE
= 'C'
const char
FIX::PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN
= 'N'
const char
FIX::PositionEffect_OPEN
= 'O'
const char
FIX::PositionEffect_FIFO
= 'F'
const char
FIX::PositionEffect_ROLLED
= 'R'
const char
FIX::TriggerAction_ACTIVATE
= '1'
const char
FIX::TriggerAction_MODIFY
= '2'
const char
FIX::TriggerAction_CANCEL
= '3'
const int
FIX::ClearingInstruction_BILATERALNETTINGONLY
= 2
const int
FIX::ClearingInstruction_SPECIALTRADE
= 4
const int
FIX::ClearingInstruction_EXCLUDE_FROM_ALL_NETTING
= 1
const int
FIX::ClearingInstruction_AUTOMATIC_POSTING_MODE
= 9
const int
FIX::ClearingInstruction_EXCLEARING
= 3
const int
FIX::ClearingInstruction_MULTILATERAL_NETTING
= 5
const int
FIX::ClearingInstruction_CLEARAGAINSTCENTRALCOUNTERPARTY
= 6
const int
FIX::ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY
= 7
const int
FIX::ClearingInstruction_AUTOMATIC_GIVE_UP_MODE
= 10
const int
FIX::ClearingInstruction_CUSTOMER_TRADE
= 12
const int
FIX::ClearingInstruction_AUTOMATICPOSTINGMODETRADEPOSTINGTOTHEPOSITIONACCOUNTNUMBERSPECIFIED
= 9
const int
FIX::ClearingInstruction_EX_CLEARING
= 3
const int
FIX::ClearingInstruction_QUALIFIEDSERVICEREPRESENTATIVEQSR
= 11
const int
FIX::ClearingInstruction_MULTILATERALNETTING
= 5
const int
FIX::ClearingInstruction_PROCESSNORMALLY
= 0
const int
FIX::ClearingInstruction_EXCLUDEFROMALLNETTING
= 1
const int
FIX::ClearingInstruction_SELFCLEARING
= 13
const int
FIX::ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY
= 6
const int
FIX::ClearingInstruction_BILATERAL_NETTING_ONLY
= 2
const int
FIX::ClearingInstruction_EXCLUDEFROMCENTRALCOUNTERPARTY
= 7
const int
FIX::ClearingInstruction_MANUALMODEPREPOSTINGANDORPREGIVEUP
= 8
const int
FIX::ClearingInstruction_CUSTOMERTRADE
= 12
const int
FIX::ClearingInstruction_PROCESS_NORMALLY
= 0
const int
FIX::ClearingInstruction_SPECIAL_TRADE
= 4
const int
FIX::ClearingInstruction_MANUAL_MODE
= 8
const int
FIX::ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR
= 11
const int
FIX::ClearingInstruction_AUTOMATICGIVEUPMODETRADEGIVEUPTOTHEGIVEUPDESTINATIONNUMBERSPECIFIED
= 10
const int
FIX::ClearingInstruction_SELF_CLEARING
= 13
const char
FIX::OpenCloseSettlFlag_SESSION_OPEN
= '1'
const char
FIX::OpenCloseSettlFlag_EXPECTED_ENTRY
= '3'
const char
FIX::OpenCloseSettlFlag_THEORETICALPRICE
= '5'
const char
FIX::OpenCloseSettlFlag_ENTRYFROMPREVBUSINESSDAY
= '4'
const char
FIX::OpenCloseSettlFlag_DAILY_OPEN
= '0'
const char
FIX::OpenCloseSettlFlag_DAILYOPEN
= '0'
const char
FIX::OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE
= '5'
const char
FIX::OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY
= '2'
const char
FIX::OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY
= '4'
const char
FIX::OpenCloseSettlFlag_DELIVERYSETTLEMENT
= '2'
const char
FIX::OpenCloseSettlFlag_SESSIONOPEN
= '1'
const char
FIX::OpenCloseSettlFlag_EXPECTEDENTRY
= '3'
const int
FIX::DiscretionMoveType_FLOATING
= 0
const int
FIX::DiscretionMoveType_FIXED
= 1
const int
FIX::MDUpdateType_INCREMENTAL_REFRESH
= 1
const int
FIX::MDUpdateType_FULL_REFRESH
= 0
const int
FIX::MDUpdateType_FULL
= 0
const int
FIX::MDUpdateType_INCREMENTAL
= 1
const char
FIX::TickDirection_MINUS_TICK
= '2'
const char
FIX::TickDirection_ZERO_PLUS_TICK
= '1'
const char
FIX::TickDirection_ZERO_MINUS_TICK
= '3'
const char
FIX::TickDirection_PLUS_TICK
= '0'
const char
FIX::TickDirection_PLUS
= '0'
const char
FIX::TickDirection_ZEROPLUS
= '1'
const char
FIX::TickDirection_MINUS
= '2'
const char
FIX::TickDirection_ZEROMINUS
= '3'
const char
FIX::YieldType_MARK_TO_MARKET_YIELD
[] = "MARK"
const char
FIX::YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER
[] = "LASTQUARTER"
const char
FIX::YieldType_YIELD_TO_MATURITY
[] = "MATURITY"
const char
FIX::YieldType_YIELDTOTENDERDATE
[] = "TENDER"
const char
FIX::YieldType_PREVIOUS_CLOSE_YIELD
[] = "PREVCLOSE"
const char
FIX::YieldType_COMPOUND_YIELD_THE_YIELD_OF_CERTAIN_JAPANESE_BONDS_BASED_ON_ITS_PRICE_CERTAIN_JAPANESE_BONDS_HAVE_IRREGULAR_FIRST_OR_LAST_COUPONS_AND_THE_YIELD_IS_CALCULATED_COMPOUND_FOR_THESE_IRREGULAR_PERIODS
[] = "COMPOUND"
const char
FIX::YieldType_YIELDTOSHORTESTAVERAGELIFE
[] = "SHORTAVGLIFE"
const char
FIX::YieldType_YIELD_AT_ISSUE
[] = "ATISSUE"
const char
FIX::YieldType_YIELD_TO_NEXT_REFUND
[] = "NEXTREFUND"
const char
FIX::YieldType_YIELDATISSUE
[] = "ATISSUE"
const char
FIX::YieldType_CLOSINGYIELD
[] = "CLOSE"
const char
FIX::YieldType_GVNTEQUIVALENTYIELD
[] = "GOVTEQUIV"
const char
FIX::YieldType_ANNUALYIELD
[] = "ANNUAL"
const char
FIX::YieldType_AFTER_TAX_YIELD
[] = "AFTERTAX"
const char
FIX::YieldType_GVNT_EQUIVALENT_YIELD
[] = "GOVTEQUIV"
const char
FIX::YieldType_YIELDCHANGESINCECLOSE
[] = "CHANGE"
const char
FIX::YieldType_YIELDTOMATURITY
[] = "MATURITY"
const char
FIX::YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE_SAME_AS_AVGLIFE_ABOVE
[] = "SHORTAVGLIFE"
const char
FIX::YieldType_YIELD_CHANGE_SINCE_CLOSE_THE_CHANGE_IN_THE_YIELD_SINCE_THE_PREVIOUS_DAYS_CLOSING_YIELD
[] = "CHANGE"
const char
FIX::YieldType_SEMI
[] = "SEMIANNUAL"
const char
FIX::YieldType_CURRENT_YIELD_ANNUAL_INTEREST_ON_A_BOND_DIVIDED_BY_THE_MARKET_VALUE_THE_ACTUAL_INCOME_RATE_OF_RETURN_AS_OPPOSED_TO_THE_COUPON_RATE_EXPRESSED_AS_A_PERCENTAGE
[] = "CURRENT"
const char
FIX::YieldType_CLOSING_YIELD_MOST_RECENT_YEAR
[] = "LASTYEAR"
const char
FIX::YieldType_YIELD_TO_NEXT_CALL
[] = "CALL"
const char
FIX::YieldType_YIELD_CHANGE_SINCE_CLOSE
[] = "CHANGE"
const char
FIX::YieldType_PROCEEDS_YIELD
[] = "PROCEEDS"
const char
FIX::YieldType_YIELD_TO_MATURITY_THE_YIELD_OF_A_BOND_TO_ITS_MATURITY_DATE
[] = "MATURITY"
const char
FIX::YieldType_TAX_EQUIVALENT_YIELD_THE_AFTER_TAX_YIELD_GROSSED_UP_BY_THE_MAXIMUM_FEDERAL_TAX_RATE_OF_396_FOR_COMPARISON_TO_TAXABLE_YIELDS
[] = "TAXEQUIV"
const char
FIX::YieldType_INVERSE_FLOATER_BOND_YIELD_INVERSE_FLOATER_SEMI_ANNUAL_BOND_EQUIVALENT_RATE
[] = "INVERSEFLOATER"
const char
FIX::YieldType_CURRENT_YIELD
[] = "CURRENT"
const char
FIX::YieldType_SIMPLEYIELD
[] = "SIMPLE"
const char
FIX::YieldType_TRUEGROSSYIELD
[] = "GROSS"
const char
FIX::YieldType_COMPOUND_YIELD
[] = "COMPOUND"
const char
FIX::YieldType_CLOSINGYIELDMOSTRECENTYEAR
[] = "LASTYEAR"
const char
FIX::YieldType_BOOK_YIELD_THE_YIELD_OF_A_SECURITY_CALCULATED_BY_USING_ITS_BOOK_VALUE_INSTEAD_OF_THE_CURRENT_MARKET_PRICE_THIS_TERM_IS_TYPICALLY_USED_IN_THE_US_DOMESTIC_MARKET
[] = "BOOK"
const char
FIX::YieldType_YIELD_TO_NEXT_PUT_THE_YIELD_TO_THE_DATE_AT_WHICH_THE_BOND_HOLDER_CAN_NEXT_PUT_THE_BOND_TO_THE_ISSUER
[] = "PUT"
const char
FIX::YieldType_GOVERNMENT_EQUIVALENT_YIELD_ASK_YIELD_BASED_ON_SEMI_ANNUAL_COUPONS_COMPOUNDING_IN_ALL_PERIODS_AND_ACTUAL_ACTUAL_CALENDAR
[] = "GOVTEQUIV"
const char
FIX::YieldType_YIELD_TO_TENDER_DATE_THE_YIELD_ON_A_MUNICIPAL_BOND_TO_ITS_MANDATORY_TENDER_DATE
[] = "TENDER"
const char
FIX::YieldType_YIELD_TO_AVG_MATURITY
[] = "AVGMATURITY"
const char
FIX::YieldType_YIELD_TO_TENDER_DATE
[] = "TENDER"
const char
FIX::YieldType_PROCEEDSYIELD
[] = "PROCEEDS"
const char
FIX::YieldType_OPEN_AVERAGE_YIELD_THE_AVERAGE_YIELD_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO
[] = "OPENAVG"
const char
FIX::YieldType_ANNUAL_YIELD
[] = "ANNUAL"
const char
FIX::YieldType_YIELD_TO_WORST
[] = "WORST"
const char
FIX::YieldType_BOOK_YIELD
[] = "BOOK"
const char
FIX::YieldType_YIELD_TO_NEXT_PUT
[] = "PUT"
const char
FIX::YieldType_CLOSING_YIELD_MOST_RECENT_MONTH_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_MONTHS_END
[] = "LASTMONTH"
const char
FIX::YieldType_CLOSING_YIELD_MOST_RECENT_YEAR_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_YEARS_END
[] = "LASTYEAR"
const char
FIX::YieldType_OPENAVERAGEYIELD
[] = "OPENAVG"
const char
FIX::YieldType_TRUE_YIELD
[] = "TRUE"
const char
FIX::YieldType_TAX_EQUIVALENT_YIELD
[] = "TAXEQUIV"
const char
FIX::YieldType_TRUE_GROSS_YIELD
[] = "GROSS"
const char
FIX::YieldType_INVERSE_FLOATER_BOND_YIELD
[] = "INVERSEFLOATER"
const char
FIX::YieldType_TRUE_YIELD_THE_YIELD_CALCULATED_WITH_COUPON_DATES_MOVED_FROM_A_WEEKEND_OR_HOLIDAY_TO_THE_NEXT_VALID_SETTLEMENT_DATE
[] = "TRUE"
const char
FIX::YieldType_SEMI_ANNUAL_YIELD_THE_YIELD_OF_A_BOND_WHOSE_COUPON_PAYMENTS_ARE_REINVESTED_SEMI_ANNUALLY
[] = "SEMIANNUAL"
const char
FIX::YieldType_AFTERTAXYIELD
[] = "AFTERTAX"
const char
FIX::YieldType_CLOSING_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE
[] = "CLOSE"
const char
FIX::YieldType_YIELDTOWORSTCONVENTION
[] = "WORST"
const char
FIX::YieldType_PREVIOUS_CLOSE_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_1_DAY_AGO
[] = "PREVCLOSE"
const char
FIX::YieldType_COMPOUNDYIELD
[] = "COMPOUND"
const char
FIX::YieldType_YIELD_VALUE_OF_1_32_THE_AMOUNT_THAT_THE_YIELD_WILL_CHANGE_FOR_A_1_32ND_CHANGE_IN_PRICE
[] = "VALUE1/32"
const char
FIX::YieldType_YIELD_TO_LONGEST_AVERAGE
[] = "LONGEST"
const char
FIX::YieldType_PREVIOUSCLOSEYIELD
[] = "PREVCLOSE"
const char
FIX::YieldType_CLOSINGYIELDMOSTRECENTMONTH
[] = "LASTMONTH"
const char
FIX::YieldType_CLOSING_YIELD_MOST_RECENT_MONTH
[] = "LASTMONTH"
const char
FIX::YieldType_YIELD_TO_AVERAGE_LIFE_THE_YIELD_ASSUMING_THAT_ALL_SINKS
[] = "AVGLIFE"
const char
FIX::YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_QUARTERS_END
[] = "LASTQUARTER"
const char
FIX::YieldType_YIELD_TO_SHORTEST_AVERAGE
[] = "SHORTEST"
const char
FIX::YieldType_TAXEQUIVALENTYIELD
[] = "TAXEQUIV"
const char
FIX::YieldType_MOSTRECENTCLOSINGYIELD
[] = "LASTCLOSE"
const char
FIX::YieldType_MARKTOMARKETYIELD
[] = "MARK"
const char
FIX::YieldType_CURRENTYIELD
[] = "CURRENT"
const char
FIX::YieldType_OPEN_AVERAGE_YIELD
[] = "OPENAVG"
const char
FIX::YieldType_TRUE_GROSS_YIELD_YIELD_CALCULATED_USING_THE_PRICE_INCLUDING_ACCRUED_INTEREST_WHERE_COUPON_DATES_ARE_MOVED_FROM_HOLIDAYS_AND_WEEKENDS_TO_THE_NEXT_TRADING_DAY
[] = "GROSS"
const char
FIX::YieldType_YIELD_WITH_INFLATION_ASSUMPTION
[] = "INFLATION"
const char
FIX::YieldType_YIELDTONEXTREFUNDSINKING
[] = "NEXTREFUND"
const char
FIX::YieldType_PROCEEDS_YIELD_THE_CD_EQUIVALENT_YIELD_WHEN_THE_REMAINING_TIME_TO_MATURITY_IS_LESS_THAN_TWO_YEARS
[] = "PROCEEDS"
const char
FIX::YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE_THE_YIELD_ASSUMING_ONLY_MANDATORY_SINKS_ARE_TAKEN_THIS_RESULTS_IN_A_LOWER_PAYDOWN_OF_DEBT_THE_YIELD_IS_THEN_CALCULATED_TO_THE_FINAL_PAYMENT_DATE
[] = "LONGAVGLIFE"
const char
FIX::YieldType_MARK_TO_MARKET_YIELD_AN_ADJUSTMENT_IN_THE_VALUATION_OF_A_SECURITIES_PORTFOLIO_TO_REFLECT_THE_CURRENT_MARKET_VALUES_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO
[] = "MARK"
const char
FIX::YieldType_SIMPLE_YIELD
[] = "SIMPLE"
const char
FIX::YieldType_YIELD_TO_AVERAGE_MATURITY
[] = "AVGMATURITY"
const char
FIX::YieldType_YIELD_TO_WORST_CONVENTION_THE_LOWEST_YIELD_TO_ALL_POSSIBLE_REDEMPTION_DATE_SCENARIOS
[] = "WORST"
const char
FIX::YieldType_YIELD_TO_NEXT_CALL_THE_YIELD_OF_A_BOND_TO_THE_NEXT_POSSIBLE_CALL_DATE
[] = "CALL"
const char
FIX::YieldType_YIELDTOAVGMATURITY
[] = "AVGMATURITY"
const char
FIX::YieldType_YIELDTOLONGESTAVERAGELIFE
[] = "LONGAVGLIFE"
const char
FIX::YieldType_ANNUAL_YIELD_THE_ANNUAL_INTEREST_OR_DIVIDEND_INCOME_AN_INVESTMENT_EARNS_EXPRESSED_AS_A_PERCENTAGE_OF_THE_INVESTMENTS_TOTAL_VALUE
[] = "ANNUAL"
const char
FIX::YieldType_SEMI_ANNUAL_YIELD
[] = "SEMIANNUAL"
const char
FIX::YieldType_MOST_RECENT_CLOSING_YIELD
[] = "LASTCLOSE"
const char
FIX::YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE
[] = "SHORTAVGLIFE"
const char
FIX::YieldType_CLOSING_YIELD
[] = "CLOSE"
const char
FIX::YieldType_YIELDINFLATIONASSUMPTION
[] = "INFLATION"
const char
FIX::YieldType_YIELD_WITH_INFLATION_ASSUMPTION_BASED_ON_PRICE_THE_RETURN_AN_INVESTOR_WOULD_REQUIRE_ON_A_NORMAL_BOND_THAT_WOULD_MAKE_THE_REAL_RETURN_EQUAL_TO_THAT_OF_THE_INFLATION_INDEXED_BOND_ASSUMING_A_CONSTANT_INFLATION_RATE
[] = "INFLATION"
const char
FIX::YieldType_TRUEYIELD
[] = "TRUE"
const char
FIX::YieldType_CLOSINGYIELDMOSTRECENTQUARTER
[] = "LASTQUARTER"
const char
FIX::YieldType_YIELD_VALUE_OF_1_32
[] = "VALUE1_32"
const char
FIX::YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE
[] = "LONGAVGLIFE"
const char
FIX::YieldType_INVFLOATERBONDYIELD
[] = "INVERSEFLOATER"
const char
FIX::YieldType_MOST_RECENT_CLOSING_YIELD_THE_LAST_AVAILABLE_YIELD_STORED_IN_HISTORY_COMPUTED_USING_PRICE
[] = "LASTCLOSE"
const char
FIX::YieldType_YIELDTONEXTPUT
[] = "PUT"
const char
FIX::YieldType_YIELDTONEXTCALL
[] = "CALL"
const char
FIX::YieldType_SIMPLE_YIELD_THE_YIELD_OF_A_BOND_ASSUMING_NO_REINVESTMENT_OF_COUPON_PAYMENTS
[] = "SIMPLE"
const char
FIX::YieldType_BOOKYIELD
[] = "BOOK"
const char
FIX::YieldType_YIELDVALUEOF132
[] = "VALUE1_32"
const int
FIX::PegScope_NATIONAL_XXCLUDING_LOCAL
= 4
const int
FIX::PegScope_NATIONAL_EXCLUDING_LOCAL
= 4
const int
FIX::PegScope_LOCAL
= 1
const int
FIX::PegScope_NATIONALEXCLUDINGLOCAL
= 4
const int
FIX::PegScope_GLOBAL
= 3
const int
FIX::PegScope_NATIONAL
= 2
const int
FIX::PegScope_LOCALEXCHANGEECNATS
= 1
const int
FIX::SettlDeliveryType_TRI_PARTY
= 2
const int
FIX::SettlDeliveryType_HOLD_IN_CUSTODY
= 3
const int
FIX::SettlDeliveryType_FREE
= 1
const int
FIX::SettlDeliveryType_VERSUS_PAYMENT_DELIVER
= 0
const int
FIX::SettlDeliveryType_FREE_DELIVER
= 1
const int
FIX::SettlDeliveryType_VERSUS_PAYMENT
= 0
const int
FIX::DiscretionLimitType_STRICT
= 1
const int
FIX::DiscretionLimitType_ORWORSE
= 2
const int
FIX::DiscretionLimitType_OR_BETTER
= 0
const int
FIX::DiscretionLimitType_OR_WORSE
= 2
const int
FIX::DiscretionLimitType_ORBETTER
= 0
const int
FIX::PartyDetailsRequestResult_UNSUPPORTED_PARTYLISTRESPONSETYPE
= 3
const int
FIX::PartyDetailsRequestResult_PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE
= 5
const int
FIX::PartyDetailsRequestResult_VALID_REQUEST
= 0
const int
FIX::PartyDetailsRequestResult_REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED
= 6
const int
FIX::PartyDetailsRequestResult_NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA
= 2
const int
FIX::PartyDetailsRequestResult_INVALID_OR_UNSUPPORTED_REQUEST
= 1
const int
FIX::PartyDetailsRequestResult_OTHER
= 99
const int
FIX::PartyDetailsRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA
= 4
const char
FIX::ExerciseMethod_AUTOMATIC
= 'A'
const char
FIX::ExerciseMethod_MANUAL
= 'M'
const char
FIX::WorkingIndicator_NO
= 'N'
const char
FIX::WorkingIndicator_YES
= 'Y'
const int
FIX::SideMultiLegReportingType_INDIVIDUALLEGOFAMULTILEGSECURITY
= 2
const int
FIX::SideMultiLegReportingType_SINGLE_SECURITY
= 1
const int
FIX::SideMultiLegReportingType_MULTILEG_SECURITY
= 3
const int
FIX::SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY
= 2
const int
FIX::SideMultiLegReportingType_MULTILEGSECURITY
= 3
const int
FIX::SideMultiLegReportingType_SINGLESECURITY
= 1
const int
FIX::ConfirmRejReason_MISSINGSETTLEMENTINSTRUCTIONS
= 2
const int
FIX::ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS
= 2
const int
FIX::ConfirmRejReason_MISMATCHEDACCOUNT
= 1
const int
FIX::ConfirmRejReason_MISMATCHED_ACCOUNT
= 1
const int
FIX::ConfirmRejReason_OTHER
= 99
const char
FIX::BidRequestTransType_NEW
= 'N'
const char
FIX::BidRequestTransType_NO
= 'N'
const char
FIX::BidRequestTransType_CANCEL
= 'C'
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY
= 1
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP
= 9
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY
= 11
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE
= 5
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE
= 4
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY
= 2
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION
= 6
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT
= 8
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET
= 7
const int
FIX::MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED
= 0
const int
FIX::MassActionRejectReason_OTHER
= 99
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER
= 10
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT
= 3
const int
FIX::CollApplType_GENERAL
= 1
const int
FIX::CollApplType_SPECIFIC_DEPOSIT
= 0
const int
FIX::ConfirmType_CONFIRMATION
= 2
const int
FIX::ConfirmType_CONFIRMATION_REQUEST_REJECTED
= 3
const int
FIX::ConfirmType_CONFIRMATIONREQUESTREJECTED
= 3
const int
FIX::ConfirmType_STATUS
= 1
const int
FIX::MDQuoteType_INDICATIVE
= 0
const int
FIX::MDQuoteType_RESTRICTED_TRADEABLE
= 2
const int
FIX::MDQuoteType_INDICATIVE_AND_TRADEABLE
= 4
const int
FIX::MDQuoteType_TRADEABLE
= 1
const int
FIX::MDQuoteType_COUNTER
= 3
const int
FIX::QtyType_CONTRACTS
= 1
const int
FIX::QtyType_UNITS_OF_MEASURE_PER_TIME_UNIT
= 2
const int
FIX::QtyType_UNITS
= 0
const int
FIX::QuoteRespType_END_TRADE
= 7
const int
FIX::QuoteRespType_HITLIFT
= 1
const int
FIX::QuoteRespType_HIT_LIFT
= 1
const int
FIX::QuoteRespType_COVER
= 4
const int
FIX::QuoteRespType_DONE_AWAY
= 5
const int
FIX::QuoteRespType_DONEAWAY
= 5
const int
FIX::QuoteRespType_TIMED_OUT
= 8
const int
FIX::QuoteRespType_PASS
= 6
const int
FIX::QuoteRespType_EXPIRED
= 3
const int
FIX::QuoteRespType_COUNTER
= 2
const char
FIX::IOINaturalFlag_NO
= 'N'
const char
FIX::IOINaturalFlag_YES
= 'Y'
const char
FIX::SettlObligSource_INSTRUCTIONS_OF_BROKER
= '1'
const char
FIX::SettlObligSource_INVESTOR
= '3'
const char
FIX::SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION
= '2'
const int
FIX::TrdSubType_ON_HOURS_TRADE
= 34
const int
FIX::TrdSubType_INTERIM_PROTECTED_TRADE
= 38
const int
FIX::TrdSubType_K
= 16
const int
FIX::TrdSubType_LC
= 17
const int
FIX::TrdSubType_WN
= 31
const int
FIX::TrdSubType_CONVERTED_SWAP
= 36
const int
FIX::TrdSubType_B
= 15
const int
FIX::TrdSubType_M
= 18
const int
FIX::TrdSubType_RT
= 28
const int
FIX::TrdSubType_ONSET_DUE_TO_AN_ALLOCATION
= 6
const int
FIX::TrdSubType_CMTA
= 0
const int
FIX::TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT
= 1
const int
FIX::TrdSubType_DIFFERENTIAL_SPREAD
= 7
const int
FIX::TrdSubType_TRANSACTION_FROM_EXERCISE
= 9
const int
FIX::TrdSubType_TRANSACTION_FROM_ASSIGNMENT
= 10
const int
FIX::TrdSubType_N
= 19
const int
FIX::TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT
= 8
const int
FIX::TrdSubType_NR
= 21
const int
FIX::TrdSubType_SW
= 29
const int
FIX::TrdSubType_OTC_QUOTE
= 35
const int
FIX::TrdSubType_ADVISORY_FOR_CONTRA_SIDE
= 4
const int
FIX::TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION
= 5
const int
FIX::TrdSubType_P
= 22
const int
FIX::TrdSubType_CROSSED_TRADE
= 37
const int
FIX::TrdSubType_PA
= 23
const int
FIX::TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT
= 2
const int
FIX::TrdSubType_R
= 26
const int
FIX::TrdSubType_RO
= 27
const int
FIX::TrdSubType_WT
= 32
const int
FIX::TrdSubType_OFF_HOURS_TRADE
= 33
const int
FIX::TrdSubType_REJECT_FOR_SUBMITTING_SIDE
= 3
const int
FIX::TrdSubType_ONSET_DUT_TO_AN_ALLOCATION
= 6
const int
FIX::TrdSubType_AI
= 14
const int
FIX::TrdSubType_PC
= 24
const int
FIX::TrdSubType_PN
= 25
const int
FIX::TrdSubType_LARGE_IN_SCALE
= 39
const int
FIX::TrdSubType_NM
= 20
const int
FIX::TrdSubType_T
= 30
const int
FIX::TrdSubType_ACATS
= 11
const char
FIX::ExecTransType_NEW
= '0'
const char
FIX::ExecTransType_CORRECT
= '2'
const char
FIX::ExecTransType_CANCEL
= '1'
const char
FIX::ExecTransType_STATUS
= '3'
const char
FIX::DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR
= '0'
const char
FIX::DayBookingInst_ACCUMULATE
= '2'
const char
FIX::DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING_SPEAK_FIRST
= '1'
const char
FIX::DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR_AUTO
= '0'
const char
FIX::DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING
= '1'
const int
FIX::FlowScheduleType_NERC_EASTERN_OFF_PEAK
= 0
const int
FIX::FlowScheduleType_NERC_WESTERN_PEAK
= 4
const int
FIX::FlowScheduleType_NERC_EASTERN_PEAK
= 3
const int
FIX::FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH
= 2
const int
FIX::FlowScheduleType_NERC_WESTERN_OFF_PEAK
= 1
const int
FIX::MDOriginType_CROSS
= 2
const int
FIX::MDOriginType_OFF_BOOK
= 1
const int
FIX::MDOriginType_BOOK
= 0
const int
FIX::CollInquiryStatus_ACCEPTED_WITH_WARNINGS
= 1
const int
FIX::CollInquiryStatus_COMPLETED
= 2
const int
FIX::CollInquiryStatus_ACCEPTEDWITHWARNINGS
= 1
const int
FIX::CollInquiryStatus_REJECTED
= 4
const int
FIX::CollInquiryStatus_COMPLETEDWITHWARNINGS
= 3
const int
FIX::CollInquiryStatus_ACCEPTED
= 0
const int
FIX::CollInquiryStatus_COMPLETED_WITH_WARNINGS
= 3
const int
FIX::CPProgram_3A3
= 1
const int
FIX::CPProgram_OTHER
= 99
const int
FIX::CPProgram_3
= 1
const int
FIX::CPProgram_42
= 2
const int
FIX::CPProgram_4
= 2
const int
FIX::PosReqType_POSITIONS
= 0
const int
FIX::PosReqType_BACKOUT_MESSAGE
= 5
const int
FIX::PosReqType_DELTA_POSITIONS
= 6
const int
FIX::PosReqType_SETTLEMENT_ACTIVITY
= 4
const int
FIX::PosReqType_TRADES
= 1
const int
FIX::PosReqType_EXERCISES
= 2
const int
FIX::PosReqType_ASSIGNMENTS
= 3
const int
FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY
= 2
const int
FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY
= 1
const int
FIX::MassStatusReqType_STATUSSECURITYTYPE
= 5
const int
FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE
= 4
const int
FIX::MassStatusReqType_STATUSTRDSESSION
= 6
const int
FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID
= 8
const int
FIX::MassStatusReqType_STATUS_FOR_SECURITY_ISSUER
= 9
const int
FIX::MassStatusReqType_STATUSCFICODE
= 4
const int
FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION
= 6
const int
FIX::MassStatusReqType_STATUSUNDERLYINGSECURITY
= 2
const int
FIX::MassStatusReqType_STATUSPARTYID
= 8
const int
FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT
= 3
const int
FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE
= 5
const int
FIX::MassStatusReqType_STATUS_FOR_ALL_ORDERS
= 7
const int
FIX::MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY
= 10
const int
FIX::MassStatusReqType_STATUSSECURITY
= 1
const int
FIX::MassStatusReqType_STATUSPRODUCT
= 3
const int
FIX::MassStatusReqType_STATUSALLORDERS
= 7
const char
FIX::SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST
= '2'
const char
FIX::SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES
= '1'
const char
FIX::SubscriptionRequestType_SNAPSHOTUPDATE
= '1'
const char
FIX::SubscriptionRequestType_SNAPSHOT
= '0'
const char
FIX::SubscriptionRequestType_UNSUBSCRIBE
= '2'
const int
FIX::NewsCategory_MARKETPLACE_NEWS
= 1
const int
FIX::NewsCategory_TECHNICAL_NEWS
= 3
const int
FIX::NewsCategory_COMPANY_NEWS
= 0
const int
FIX::NewsCategory_OTHER_NEWS
= 99
const int
FIX::NewsCategory_FINANCIAL_MARKET_NEWS
= 2
const char
FIX::IOIQty_MEDIUM
[] = "M"
const char
FIX::IOIQty_1000000000
[] = "0"
const char
FIX::IOIQty_LARGE
[] = "L"
const char
FIX::IOIQty_SMALL
[] = "S"
const char
FIX::IOIQty_UNDISCLOSED_QUANTITY
[] = "U"
const int
FIX::ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION
= 2
const int
FIX::ApplResponseError_APPLICATION_DOES_NOT_EXIST
= 0
const int
FIX::ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE
= 1
const char
FIX::TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE
= 'D'
const char
FIX::TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE
= 'U'
const int
FIX::LastLiquidityInd_ADDEDLIQUIDITY
= 1
const int
FIX::LastLiquidityInd_LIQUIDITY_ROUTED_OUT
= 3
const int
FIX::LastLiquidityInd_LIQUIDITYROUTEDOUT
= 3
const int
FIX::LastLiquidityInd_AUCTION
= 4
const int
FIX::LastLiquidityInd_REMOVEDLIQUIDITY
= 2
const int
FIX::LastLiquidityInd_ADDED_LIQUIDITY
= 1
const int
FIX::LastLiquidityInd_REMOVED_LIQUIDITY
= 2
const int
FIX::StrikePriceDeterminationMethod_STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION
= 3
const int
FIX::StrikePriceDeterminationMethod_STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE
= 2
const int
FIX::StrikePriceDeterminationMethod_FIXED_STRIKE
= 1
const int
FIX::StrikePriceDeterminationMethod_STRIKE_SET_TO_OPTIMAL_VALUE
= 4
const int
FIX::TargetStrategy_MININIZEMARKETIMPACT
= 3
const int
FIX::TargetStrategy_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES
= 1000
const int
FIX::TargetStrategy_PARTICIPATE
= 2
const int
FIX::TargetStrategy_MININIZE_MARKET_IMPACT
= 3
const int
FIX::TargetStrategy_VWAP
= 1
const char
FIX::DueToRelated_NO
= 'N'
const char
FIX::DueToRelated_YES
= 'Y'
const char
FIX::UnderlyingCashType_DIFF
[] = "DIFF"
const char
FIX::UnderlyingCashType_FIXED
[] = "FIXED"
const int
FIX::CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT
= 2
const int
FIX::CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT
= 1
const int
FIX::CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER
= 3
const int
FIX::CustOrderCapacity_ALL_OTHER
= 4
const char
FIX::OwnershipType_JOINT_TRUSTEES
= '2'
const char
FIX::OwnershipType_JOINT_INVESTORS
= 'J'
const char
FIX::OwnershipType_TENANTS_IN_COMMON
= 'T'
const char
FIX::UnitOfMeasure_US_DOLLARS
[] = "USD"
const char
FIX::UnitOfMeasure_TROY_OUNCES
[] = "oz_tr"
const char
FIX::UnitOfMeasure_TONS
[] = "tn"
const char
FIX::UnitOfMeasure_BILLION_CUBIC_FEET
[] = "Bcf"
const char
FIX::UnitOfMeasure_ONE_MILLION_BTU
[] = "MMBtu"
const char
FIX::UnitOfMeasure_MEGAWATT_HOURS
[] = "MWh"
const char
FIX::UnitOfMeasure_MILLION_BARRELS
[] = "MMbbl"
const char
FIX::UnitOfMeasure_GALLONS
[] = "Gal"
const char
FIX::UnitOfMeasure_BARRELS
[] = "Bbl"
const char
FIX::UnitOfMeasure_POUNDS
[] = "lbs"
const char
FIX::UnitOfMeasure_METRIC_TONS
[] = "t"
const char
FIX::UnitOfMeasure_ALLOWANCES
[] = "Alw"
const char
FIX::UnitOfMeasure_BUSHELS
[] = "Bu"
const int
FIX::SecDefStatus_INVALID_DEFINITION_REQUEST
= 4
const int
FIX::SecDefStatus_PENDING_APPROVAL
= 0
const int
FIX::SecDefStatus_APPROVED
= 1
const int
FIX::SecDefStatus_UNAUTHORIZEDREQUEST
= 3
const int
FIX::SecDefStatus_PENDINGAPPROVAL
= 0
const int
FIX::SecDefStatus_UNAUTHORIZED_REQUEST
= 3
const int
FIX::SecDefStatus_INVALIDDEFINITIONREQUEST
= 4
const int
FIX::SecDefStatus_APPROVEDACCEPTED
= 1
const int
FIX::SecDefStatus_REJECTED
= 2
const char
FIX::SettlmntTyp_WHEN_AND_IF_ISSUED
= '7'
const char
FIX::SettlmntTyp_T_PLUS_1
= 'A'
const char
FIX::SettlmntTyp_FUTURE
= '6'
const char
FIX::SettlmntTyp_SELLERS_OPTION
= '8'
const char
FIX::SettlmntTyp_T_PLUS_2
= '3'
const char
FIX::SettlmntTyp_T_PLUS_3
= '4'
const char
FIX::SettlmntTyp_T_PLUS_4
= '5'
const char
FIX::SettlmntTyp_REGULAR
= '0'
const char
FIX::SettlmntTyp_T_PLUS_5
= '9'
const char
FIX::SettlmntTyp_WHEN_ISSUED
= '7'
const char
FIX::SettlmntTyp_NEXT_DAY
= '2'
const char
FIX::SettlmntTyp_CASH
= '1'
const int
FIX::TradePublishIndicator_DO_NOT_PUBLISH_TRADE
= 0
const int
FIX::TradePublishIndicator_DEFERRED_PUBLICATION
= 2
const int
FIX::TradePublishIndicator_PUBLISH_TRADE
= 1
const int
FIX::ApplResponseType_MESSAGES_NOT_AVAILABLE
= 2
const int
FIX::ApplResponseType_APPLICATION_DOES_NOT_EXIST
= 1
const int
FIX::ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED
= 0
const int
FIX::StandInstDbType_SID
= 1
const int
FIX::StandInstDbType_DTC_SID
= 1
const int
FIX::StandInstDbType_CUSTODIAN
= 3
const int
FIX::StandInstDbType_ALERT
= 2
const int
FIX::StandInstDbType_ACCOUNTNET
= 4
const int
FIX::StandInstDbType_A_GLOBAL_CUSTODIAN
= 3
const int
FIX::StandInstDbType_THOMSON_ALERT
= 2
const int
FIX::StandInstDbType_OTHER
= 0
const int
FIX::QuoteEntryStatus_CROSS_MARKET_WARNING
= 13
const int
FIX::QuoteEntryStatus_LOCKED_MARKET_WARNING
= 12
const int
FIX::QuoteEntryStatus_CANCELED_DUE_TO_CROSS_MARKET
= 15
const int
FIX::QuoteEntryStatus_CANCELED_DUE_TO_LOCK_MARKET
= 14
const int
FIX::QuoteEntryStatus_REJECTED
= 5
const int
FIX::QuoteEntryStatus_EXPIRED
= 7
const int
FIX::QuoteEntryStatus_REMOVED_FROM_MARKET
= 6
const int
FIX::QuoteEntryStatus_ACCEPTED
= 0
const int
FIX::QuoteEntryStatus_ACTIVE
= 16
const char
FIX::TriggerPriceType_BEST_MID
= '6'
const char
FIX::TriggerPriceType_BEST_BID_OR_LAST_TRADE
= '4'
const char
FIX::TriggerPriceType_BEST_BID
= '3'
const char
FIX::TriggerPriceType_BEST_OFFER_OR_LAST_TRADE
= '5'
const char
FIX::TriggerPriceType_BEST_OFFER
= '1'
const char
FIX::TriggerPriceType_LAST_TRADE
= '2'
const int
FIX::SideTrdSubTyp_EXTERNAL_TRANSFER
= 2
const int
FIX::SideTrdSubTyp_TRANSACTION_FROM_ASSIGNMENT
= 10
const int
FIX::SideTrdSubTyp_TRANSACTION_FROM_EXERCISE
= 9
const int
FIX::SideTrdSubTyp_DIFFERENTIAL_SPREAD
= 7
const int
FIX::SideTrdSubTyp_ONSET_DUE_TO_AN_ALLOCATION
= 6
const int
FIX::SideTrdSubTyp_REJECT_FOR_SUBMITTING_TRADE
= 3
const int
FIX::SideTrdSubTyp_CMTA
= 0
const int
FIX::SideTrdSubTyp_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT
= 8
const int
FIX::SideTrdSubTyp_INTERNAL_TRANSFER
= 1
const int
FIX::SideTrdSubTyp_OFFSET_DUE_TO_AN_ALLOCATION
= 5
const int
FIX::SideTrdSubTyp_ADVISORY_FOR_CONTRA_SIDE
= 4
const int
FIX::SettlInstReqRejCode_UNABLE_TO_PROCESS_REQUEST
= 0
const int
FIX::SettlInstReqRejCode_NOMATCHINGSETTLEMENTINSTRUCTIONSFOUND
= 2
const int
FIX::SettlInstReqRejCode_UNKNOWNACCOUNT
= 1
const int
FIX::SettlInstReqRejCode_UNABLETOPROCESSREQUEST
= 0
const int
FIX::SettlInstReqRejCode_UNKNOWN_ACCOUNT
= 1
const int
FIX::SettlInstReqRejCode_NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND
= 2
const int
FIX::SettlInstReqRejCode_OTHER
= 99
const char
FIX::Urgency_FLASH
= '1'
const char
FIX::Urgency_NORMAL
= '0'
const char
FIX::Urgency_BACKGROUND
= '2'
const int
FIX::CollAsgnTransType_REPLACE
= 1
const int
FIX::CollAsgnTransType_NEW
= 0
const int
FIX::CollAsgnTransType_REVERSE
= 4
const int
FIX::CollAsgnTransType_CANCEL
= 2
const int
FIX::CollAsgnTransType_RELEASE
= 3
const int
FIX::PaymentMethod_FED_WIRE
= 7
const int
FIX::PaymentMethod_ACHCREDIT
= 13
const int
FIX::PaymentMethod_TELEGRAPHICTRANSFER
= 6
const int
FIX::PaymentMethod_DIRECTDEBITBECS
= 9
const int
FIX::PaymentMethod_EUROCLEAR
= 3
const int
FIX::PaymentMethod_ACH_CREDIT
= 13
const int
FIX::PaymentMethod_TELEGRAPHIC_TRANSFER
= 6
const int
FIX::PaymentMethod_FEDWIRE
= 7
const int
FIX::PaymentMethod_CREDITCARD
= 11
const int
FIX::PaymentMethod_DIRECT_DEBIT
= 9
const int
FIX::PaymentMethod_CREDIT_CARD
= 11
const int
FIX::PaymentMethod_CHEQUE
= 5
const int
FIX::PaymentMethod_DIRECT_CREDIT
= 10
const int
FIX::PaymentMethod_CREST
= 1
const int
FIX::PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM
= 15
const int
FIX::PaymentMethod_DEBITCARD
= 8
const int
FIX::PaymentMethod_CLEARSTREAM
= 4
const int
FIX::PaymentMethod_BPAY
= 14
const int
FIX::PaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS
= 15
const int
FIX::PaymentMethod_NSCC
= 2
const int
FIX::PaymentMethod_DEBIT_CARD
= 8
const int
FIX::PaymentMethod_ACHDEBIT
= 12
const int
FIX::PaymentMethod_DIRECTCREDITBECS
= 10
const int
FIX::PaymentMethod_ACH_DEBIT
= 12
const char
FIX::TriggerPriceTypeScope_LOCAL
= '1'
const char
FIX::TriggerPriceTypeScope_NONE
= '0'
const char
FIX::TriggerPriceTypeScope_GLOBAL
= '3'
const char
FIX::TriggerPriceTypeScope_NATIONAL
= '2'
const int
FIX::PegLimitType_STRICT
= 1
const int
FIX::PegLimitType_ORWORSE
= 2
const int
FIX::PegLimitType_OR_BETTER
= 0
const int
FIX::PegLimitType_OR_WORSE
= 2
const int
FIX::PegLimitType_ORBETTER
= 0
const char
FIX::Side_BORROW
= 'G'
const char
FIX::Side_SELLPLUS
= '4'
const char
FIX::Side_BUY_MINUS
= '3'
const char
FIX::Side_BUYMIN
= '3'
const char
FIX::Side_ASDEFINED
= 'B'
const char
FIX::Side_SUBSCRIBE
= 'D'
const char
FIX::Side_CROSS_SHORT_EXEMPT
= 'A'
const char
FIX::Side_UNDISCLOSED
= '7'
const char
FIX::Side_SELLSHT
= '5'
const char
FIX::Side_SELLSHTEX
= '6'
const char
FIX::Side_CROSSSHORTEX
= 'A'
const char
FIX::Side_CROSS
= '8'
const char
FIX::Side_SELL_SHORT_EXEMPT
= '6'
const char
FIX::Side_UNDISC
= '7'
const char
FIX::Side_CROSSSHORT
= '9'
const char
FIX::Side_BORROWFINANCING
= 'G'
const char
FIX::Side_BUY
= '1'
const char
FIX::Side_CROSS_SHORT_EXXMPT
= 'A'
const char
FIX::Side_SELL
= '2'
const char
FIX::Side_LEND
= 'F'
const char
FIX::Side_SELL_SHORT
= '5'
const char
FIX::Side_OPPOSITE
= 'C'
const char
FIX::Side_CROSS_SHORT
= '9'
const char
FIX::Side_SELL_PLUS
= '4'
const char
FIX::Side_REDEEM
= 'E'
const char
FIX::Side_LENDFINANCING
= 'F'
const char
FIX::Side_AS_DEFINED
= 'B'
const int
FIX::ContAmtType_COMMISSIONAMT
= 1
const int
FIX::ContAmtType_FUNDBASEDRENEWALCOMM
= 11
const int
FIX::ContAmtType_INITIALCHARGEPCT
= 4
const int
FIX::ContAmtType_EXITCHARGEAMT
= 9
const int
FIX::ContAmtType_EXIT_CHARGE
= 10
const int
FIX::ContAmtType_DILUTION_LEVY_AMOUNT
= 7
const int
FIX::ContAmtType_DILUTION_LEVY_PERCENT
= 8
const int
FIX::ContAmtType_DISCOUNT_AMOUNT
= 5
const int
FIX::ContAmtType_COMMISSION
= 2
const int
FIX::ContAmtType_INITIAL_CHARGE_PERCENT
= 4
const int
FIX::ContAmtType_DILUTIONLEVYAMT
= 7
const int
FIX::ContAmtType_DILUTION_LEVY
= 8
const int
FIX::ContAmtType_COMMISSION_AMOUNT
= 1
const int
FIX::ContAmtType_NET_SETTLEMENT_AMOUNT
= 15
const int
FIX::ContAmtType_EXITCHARGEPCT
= 10
const int
FIX::ContAmtType_COMMISSIONPCT
= 2
const int
FIX::ContAmtType_FUND_BASED_RENEWAL_COMMISSION
= 11
const int
FIX::ContAmtType_DISCOUNT
= 6
const int
FIX::ContAmtType_FUNDBASEDRENEWALCOMMAMTORD
= 13
const int
FIX::ContAmtType_DISCOUNTPCT
= 6
const int
FIX::ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13
= 13
const int
FIX::ContAmtType_EXIT_CHARGE_AMOUNT
= 9
const int
FIX::ContAmtType_INITIAL_CHARGE
= 4
const int
FIX::ContAmtType_EXIT_CHARGE_PERCENT
= 10
const int
FIX::ContAmtType_DISCOUNT_PERCENT
= 6
const int
FIX::ContAmtType_INITIALCHARGEAMT
= 3
const int
FIX::ContAmtType_DILUTIONLEVYPCT
= 8
const int
FIX::ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14
= 14
const int
FIX::ContAmtType_FUNDBASEDRENEWALCOMMAMTPROJ
= 14
const int
FIX::ContAmtType_NETSETTLEMENTAMOUNT
= 15
const int
FIX::ContAmtType_PROJECTEDFUNDVALUE
= 12
const int
FIX::ContAmtType_DISCOUNTAMT
= 5
const int
FIX::ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT
= 11
const int
FIX::ContAmtType_COMMISSION_PERCENT
= 2
const int
FIX::ContAmtType_PROJECTED_FUND_VALUE
= 12
const int
FIX::ContAmtType_INITIAL_CHARGE_AMOUNT
= 3
const char
FIX::OrderCategory_IMPLIED_ORDER
= '7'
const char
FIX::OrderCategory_STREAMING_PRICE
= '9'
const char
FIX::OrderCategory_QUOTE_REQUEST
= '6'
const char
FIX::OrderCategory_CROSS_ORDER
= '8'
const char
FIX::OrderCategory_MULTILEG_ORDER
= '4'
const char
FIX::OrderCategory_PRIVATELY_NEGOTIATED_TRADE
= '3'
const char
FIX::OrderCategory_QUOTE
= '2'
const char
FIX::OrderCategory_ORDER
= '1'
const char
FIX::OrderCategory_LINKED_ORDER
= '5'
const char
FIX::AdvTransType_REPLACE
[] = "R"
const char
FIX::AdvTransType_NEW
[] = "N"
const char
FIX::AdvTransType_ADVCANCEL
[] = "C"
const char
FIX::AdvTransType_ADVREPLACE
[] = "R"
const char
FIX::AdvTransType_ADVNEW
[] = "N"
const char
FIX::AdvTransType_CANCEL
[] = "C"
const char
FIX::PublishTrdIndicator_NO
= 'N'
const char
FIX::PublishTrdIndicator_YES
= 'Y'
const int
FIX::SecurityResponseType_ACCPTSECPROPREV
= 2
const int
FIX::SecurityResponseType_SECLISTTYPESRET
= 3
const int
FIX::SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST
= 4
const int
FIX::SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST
= 3
const int
FIX::SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE
= 2
const int
FIX::SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS
= 1
const int
FIX::SecurityResponseType_ACCPTSECPROP
= 1
const int
FIX::SecurityResponseType_REJECT_SECURITY_PROPOSAL
= 5
const int
FIX::SecurityResponseType_SECLISTRET
= 4
const int
FIX::SecurityResponseType_REJSECPROP
= 5
const int
FIX::SecurityResponseType_CAN_NOT_MATCH_SELECTION_CRITERIA
= 6
const int
FIX::SecurityResponseType_CANNOT_MATCH_SELECTION_CRITERIA
= 6
const int
FIX::SecurityResponseType_NOMATCH
= 6
const int
FIX::SessionStatus_PASSWORD_EXPIRED
= 8
const int
FIX::SessionStatus_SESSION_LOGOUT_COMPLETE
= 4
const int
FIX::SessionStatus_INVALID_USERNAME_OR_PASSWORD
= 5
const int
FIX::SessionStatus_SESSION_ACTIVE
= 0
const int
FIX::SessionStatus_SESSION_PASSWORD_CHANGED
= 1
const int
FIX::SessionStatus_ACCOUNT_LOCKED
= 6
const int
FIX::SessionStatus_LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME
= 7
const int
FIX::SessionStatus_SESSION_PASSWORD_DUE_TO_EXPIRE
= 2
const int
FIX::SessionStatus_NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY
= 3
const int
FIX::AllocAccountType_JBO
= 8
const int
FIX::AllocAccountType_HOUSE_TRADER
= 3
const int
FIX::AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS
= 2
const int
FIX::AllocAccountType_FLOOR_TRADER
= 4
const int
FIX::AllocAccountType_ACCOUNTISHOUSETRADERANDISCROSSMARGINED
= 7
const int
FIX::AllocAccountType_ACCOUNTISCARRIEDONCUSTOMERSIDEOFBOOKS
= 1
const int
FIX::AllocAccountType_JOINT_BACK_OFFICE_ACCOUNT
= 8
const int
FIX::AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKSANDISCROSSMARGINED
= 6
const int
FIX::AllocAccountType_HOUSETRADER
= 3
const int
FIX::AllocAccountType_FLOORTRADER
= 4
const int
FIX::AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED
= 6
const int
FIX::AllocAccountType_ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS
= 1
const int
FIX::AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKS
= 2
const int
FIX::AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED
= 7
const char
FIX::AllocTransType_REPLACE
= '1'
const char
FIX::AllocTransType_NEW
= '0'
const char
FIX::AllocTransType_CALCULATED
= '4'
const char
FIX::AllocTransType_PRELIMINARY
= '3'
const char
FIX::AllocTransType_CALCULATEDWITHOUTPRELIMINARY
= '5'
const char
FIX::AllocTransType_CANCEL
= '2'
const char
FIX::AllocTransType_REVERSAL
= '6'
const char
FIX::AllocTransType_CALCULATED_WITHOUT_PRELIMINARY
= '5'
const int
FIX::ExpirationQtyType_DIFFERENCE
= 5
const int
FIX::ExpirationQtyType_FINAL_WILL_BE_EXERCISED
= 3
const int
FIX::ExpirationQtyType_NON_AUTO_EXERCISE
= 2
const int
FIX::ExpirationQtyType_CONTRARY_INTENTION
= 4
const int
FIX::ExpirationQtyType_AUTO_EXERCISE
= 1
const int
FIX::AllocHandlInst_FORWARDMATCH
= 3
const int
FIX::AllocHandlInst_FORWARD_AND_MATCH
= 3
const int
FIX::AllocHandlInst_FORWARD
= 2
const int
FIX::AllocHandlInst_MATCH
= 1
const int
FIX::TradeRequestStatus_COMPLETED
= 1
const int
FIX::TradeRequestStatus_REJECTED
= 2
const int
FIX::TradeRequestStatus_ACCEPTED
= 0
const char
FIX::PreallocMethod_DO_NOT_PRO_RATA_DISCUSS_FIRST
= '1'
const char
FIX::PreallocMethod_PRO_RATA
= '0'
const char
FIX::PreallocMethod_DO_NOT_PRORATA_DISCUSS_FIRST
= '1'
const char
FIX::PreallocMethod_DO_NOT_PRO_RATA
= '1'
const char
FIX::PreallocMethod_PRORATA
= '0'
const int
FIX::TaxAdvantageType_ROTHIRANONPROTOTYPEUS
= 25
const int
FIX::TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTROLLOVERUS
= 17
const int
FIX::TaxAdvantageType_PROFITSHARINGPLANUS
= 19
const int
FIX::TaxAdvantageType_SELF_DIRECTED_IRA
= 21
const int
FIX::TaxAdvantageType_401
= 20
const int
FIX::TaxAdvantageType_EMPLOYER_11
= 11
const int
FIX::TaxAdvantageType_457US
= 23
const int
FIX::TaxAdvantageType_EMPLOYER_12
= 12
const int
FIX::TaxAdvantageType_MINI_CASH_ISA
= 3
const int
FIX::TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA
= 4
const int
FIX::TaxAdvantageType_ROTH_CONVERSION_IRA_26
= 26
const int
FIX::TaxAdvantageType_EMPLOYEE
= 9
const int
FIX::TaxAdvantageType_SELFDIRECTEDIRAUS
= 21
const int
FIX::TaxAdvantageType_403
= 22
const int
FIX::TaxAdvantageType_NON_FUND_PROTOTYPE_IRA
= 13
const int
FIX::TaxAdvantageType_NONFUNDPROTOTYPEIRAUS
= 13
const int
FIX::TaxAdvantageType_ROTH_CONVERSION_IRA_27
= 27
const int
FIX::TaxAdvantageType_ROTHCONVERSIONIRANONPROTOTYPEUS
= 27
const int
FIX::TaxAdvantageType_MINI_INSURANCE_ISA
= 5
const int
FIX::TaxAdvantageType_ROTHCONVERSIONIRAFUNDPROTOTYPEUS
= 26
const int
FIX::TaxAdvantageType_EDUCATIONIRAFUNDPROTOTYPEUS
= 28
const int
FIX::TaxAdvantageType_MAXIISAUK
= 1
const int
FIX::TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_ROLLOVER
= 17
const int
FIX::TaxAdvantageType_NONFUNDQUALIFIEDPLANUS
= 14
const int
FIX::TaxAdvantageType_EMPLOYER_CURRENT_YEAR
= 12
const int
FIX::TaxAdvantageType_PRIORYEARPAYMENTUS
= 7
const int
FIX::TaxAdvantageType_TESSAUK
= 2
const int
FIX::TaxAdvantageType_CURRENTYEARPAYMENTUS
= 6
const int
FIX::TaxAdvantageType_EDUCATIONIRANONPROTOTYPEUS
= 29
const int
FIX::TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTUS
= 16
const int
FIX::TaxAdvantageType_KEOGHUS
= 18
const int
FIX::TaxAdvantageType_EDUCATION_IRA_28
= 28
const int
FIX::TaxAdvantageType_PROFIT_SHARING_PLAN
= 19
const int
FIX::TaxAdvantageType_NON_FUND_QUALIFIED_PLAN
= 14
const int
FIX::TaxAdvantageType_ROTHIRAFUNDPROTOTYPEUS
= 24
const int
FIX::TaxAdvantageType_EDUCATION_IRA_29
= 29
const int
FIX::TaxAdvantageType_EMPLOYEE_10
= 10
const int
FIX::TaxAdvantageType_EMPLOYEE_9
= 9
const int
FIX::TaxAdvantageType_EMPLOYEE_CURRENT_YEAR
= 10
const int
FIX::TaxAdvantageType_MAXI_ISA
= 1
const int
FIX::TaxAdvantageType_MINIINSURANCEISAUK
= 5
const int
FIX::TaxAdvantageType_PRIOR_YEAR_PAYMENT
= 7
const int
FIX::TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN
= 15
const int
FIX::TaxAdvantageType_401K
= 20
const int
FIX::TaxAdvantageType_403BUS
= 22
const int
FIX::TaxAdvantageType_MINICASHISAUK
= 3
const int
FIX::TaxAdvantageType_ROTH_IRA_24
= 24
const int
FIX::TaxAdvantageType_MINISTOCKSANDSHARESISAUK
= 4
const int
FIX::TaxAdvantageType_OTHER
= 999
const int
FIX::TaxAdvantageType_EMPLOYERCURRENTYEARUS
= 12
const int
FIX::TaxAdvantageType_ASSET_TRANSFER
= 8
const int
FIX::TaxAdvantageType_ROTH_IRA_25
= 25
const int
FIX::TaxAdvantageType_KEOGH
= 18
const int
FIX::TaxAdvantageType_DEFINEDCONTRIBUTIONPLANUS
= 15
const int
FIX::TaxAdvantageType_401KUS
= 20
const int
FIX::TaxAdvantageType_TESSA
= 2
const int
FIX::TaxAdvantageType_NONE_NOT_APPLICABLE
= 0
const int
FIX::TaxAdvantageType_NONE
= 0
const int
FIX::TaxAdvantageType_457
= 23
const int
FIX::TaxAdvantageType_EMPLOYEEPRIORYEARUS
= 9
const int
FIX::TaxAdvantageType_EMPLOYERPRIORYEARUS
= 11
const int
FIX::TaxAdvantageType_EMPLOYER
= 11
const int
FIX::TaxAdvantageType_EMPLOYEECURRENTYEARUS
= 10
const int
FIX::TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_16
= 16
const int
FIX::TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT
= 16
const int
FIX::TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_17
= 17
const int
FIX::TaxAdvantageType_CURRENT_YEAR_PAYMENT
= 6
const int
FIX::TaxAdvantageType_ASSETTRANSFERUS
= 8
const char
FIX::MessageEncoding_EUC_JP
[] = "EUC-JP"
const char
FIX::MessageEncoding_SHIFT_JIS
[] = "SHIFT_JIS"
const char
FIX::MessageEncoding_UTF_8
[] = "UTF-8"
const char
FIX::MessageEncoding_ISO_2022_JP
[] = "ISO-2022-JP"
const char
FIX::TimeInForce_GOOD_TILL_CROSSING
= '5'
const char
FIX::TimeInForce_FILL_OR_KILL
= '4'
const char
FIX::TimeInForce_GOOD_TILL_DATE
= '6'
const char
FIX::TimeInForce_ATTHEOPENING
= '2'
const char
FIX::TimeInForce_FILLORKILL
= '4'
const char
FIX::TimeInForce_GOODTILLDATE
= '6'
const char
FIX::TimeInForce_GOODTILLCANCEL
= '1'
const char
FIX::TimeInForce_ATTHECLOSE
= '7'
const char
FIX::TimeInForce_GOOD_TILL_CANCEL
= '1'
const char
FIX::TimeInForce_DAY
= '0'
const char
FIX::TimeInForce_AT_CROSSING
= '9'
const char
FIX::TimeInForce_IMMEDIATEORCANCEL
= '3'
const char
FIX::TimeInForce_IMMEDIATE_OR_CANCEL
= '3'
const char
FIX::TimeInForce_GOODTILLCROSSING
= '5'
const char
FIX::TimeInForce_GOOD_THROUGH_CROSSING
= '8'
const char
FIX::TimeInForce_AT_THE_CLOSE
= '7'
const char
FIX::TimeInForce_AT_THE_OPENING
= '2'
const char
FIX::IOIQualifier_AON
= 'A'
const char
FIX::IOIQualifier_THROUGH_THE_DAY
= 'T'
const char
FIX::IOIQualifier_INDIDCATION
= 'W'
const char
FIX::IOIQualifier_MOC
= 'B'
const char
FIX::IOIQualifier_READYTRADE
= 'R'
const char
FIX::IOIQualifier_ATMID
= 'Y'
const char
FIX::IOIQualifier_INDWRKAWAY
= 'W'
const char
FIX::IOIQualifier_AT_THE_MARKET
= 'Q'
const char
FIX::IOIQualifier_AT_THE_MIDPOINT
= 'Y'
const char
FIX::IOIQualifier_CROSSING_OPPORTUNITY
= 'X'
const char
FIX::IOIQualifier_CURRENT_QUOTE
= 'Q'
const char
FIX::IOIQualifier_IN_TOUCH_WITH
= 'I'
const char
FIX::IOIQualifier_ALL_OR_NONE
= 'A'
const char
FIX::IOIQualifier_THROUGHDAY
= 'T'
const char
FIX::IOIQualifier_TAKING_A_POSITION
= 'P'
const char
FIX::IOIQualifier_AT_THE_OPEN
= 'O'
const char
FIX::IOIQualifier_TAKEPOSITION
= 'P'
const char
FIX::IOIQualifier_PORTFOLIO_SHOW_N
= 'S'
const char
FIX::IOIQualifier_INTOUCH
= 'I'
const char
FIX::IOIQualifier_MOREBEHIND
= 'M'
const char
FIX::IOIQualifier_ATMARKET
= 'Q'
const char
FIX::IOIQualifier_CROSSOPP
= 'X'
const char
FIX::IOIQualifier_PREOPEN
= 'Z'
const char
FIX::IOIQualifier_ATCLOSE
= 'C'
const char
FIX::IOIQualifier_MARKET_ON_CLOSE
= 'B'
const char
FIX::IOIQualifier_VERSUS
= 'V'
const char
FIX::IOIQualifier_LIMIT
= 'L'
const char
FIX::IOIQualifier_PORTFOLIO_SHOWN
= 'S'
const char
FIX::IOIQualifier_READY_TO_TRADE
= 'R'
const char
FIX::IOIQualifier_PRE_OPEN
= 'Z'
const char
FIX::IOIQualifier_INDICATION
= 'W'
const char
FIX::IOIQualifier_MORE_BEHIND
= 'M'
const char
FIX::IOIQualifier_ATOPEN
= 'O'
const char
FIX::IOIQualifier_VWAP
= 'D'
const char
FIX::IOIQualifier_PORTSHOW
= 'S'
const char
FIX::IOIQualifier_AT_THE_CLOSE
= 'C'
const int
FIX::StrikePriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY
= 4
const int
FIX::StrikePriceBoundaryMethod_GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY
= 5
const int
FIX::StrikePriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY
= 2
const int
FIX::StrikePriceBoundaryMethod_LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY
= 1
const int
FIX::StrikePriceBoundaryMethod_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY
= 3
const char
FIX::MiscFeeType_CONVERSION
[] = "11"
const char
FIX::MiscFeeType_CONSUMPTION_TAX
[] = "9"
const char
FIX::MiscFeeType_LOCAL_COMMISSION
[] = "3"
const char
FIX::MiscFeeType_TAX
[] = "2"
const char
FIX::MiscFeeType_LOCALCOMM
[] = "3"
const char
FIX::MiscFeeType_MARKUP
[] = "8"
const char
FIX::MiscFeeType_SECURITY_LENDING
[] = "14"
const char
FIX::MiscFeeType_PER_TRANSACTION
[] = "10"
const char
FIX::MiscFeeType_REGULATORY
[] = "1"
const char
FIX::MiscFeeType_EXCHFEE
[] = "4"
const char
FIX::MiscFeeType_CONSUMPTION
[] = "9"
const char
FIX::MiscFeeType_STAMP
[] = "5"
const char
FIX::MiscFeeType_TRANSFER_FEE
[] = "13"
const char
FIX::MiscFeeType_AGENT
[] = "12"
const char
FIX::MiscFeeType_OTHER
[] = "7"
const char
FIX::MiscFeeType_TRANSACTION
[] = "10"
const char
FIX::MiscFeeType_REG
[] = "1"
const char
FIX::MiscFeeType_EXCHANGE_FEES
[] = "4"
const char
FIX::MiscFeeType_LEVY
[] = "6"
const char
FIX::SecurityIDSource_CLEARING_HOUSE
[] = "H"
const char
FIX::SecurityIDSource_OPTION_PRICE_REPORTING_AUTHORITY
[] = "J"
const char
FIX::SecurityIDSource_EXCHANGE_SYMBOL
[] = "8"
const char
FIX::SecurityIDSource_SICOVAM
[] = "E"
const char
FIX::SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION
[] = "I"
const char
FIX::SecurityIDSource_ISDA_FPML_PRODUCT_URL
[] = "K"
const char
FIX::SecurityIDSource_RIC
[] = "5"
const char
FIX::SecurityIDSource_CLEARINGHOUSE
[] = "H"
const char
FIX::SecurityIDSource_FPML
[] = "I"
const char
FIX::SecurityIDSource_RIC_CODE
[] = "5"
const char
FIX::SecurityIDSource_ISOCURR
[] = "6"
const char
FIX::SecurityIDSource_ISO_CURRENCY_CODE
[] = "6"
const char
FIX::SecurityIDSource_COMMON
[] = "G"
const char
FIX::SecurityIDSource_VALOREN
[] = "D"
const char
FIX::SecurityIDSource_BELGIAN
[] = "F"
const char
FIX::SecurityIDSource_CTA
[] = "9"
const char
FIX::SecurityIDSource_ISIN_NUMBER
[] = "4"
const char
FIX::SecurityIDSource_ISIN
[] = "4"
const char
FIX::SecurityIDSource_ISOCOUNTRY
[] = "7"
const char
FIX::SecurityIDSource_SEDOL
[] = "2"
const char
FIX::SecurityIDSource_ISO_COUNTRY_CODE
[] = "7"
const char
FIX::SecurityIDSource_LETTER_OF_CREDIT
[] = "L"
const char
FIX::SecurityIDSource_BLOOMBERG_SYMBOL
[] = "A"
const char
FIX::SecurityIDSource_BLMBRG
[] = "A"
const char
FIX::SecurityIDSource_OPTIONPRICEREPORTINGAUTHORITY
[] = "J"
const char
FIX::SecurityIDSource_WERTPAPIER
[] = "B"
const char
FIX::SecurityIDSource_MARKETPLACE_ASSIGNED_IDENTIFIER
[] = "M"
const char
FIX::SecurityIDSource_EXCHSYMB
[] = "8"
const char
FIX::SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION
[] = "9"
const char
FIX::SecurityIDSource_DUTCH
[] = "C"
const char
FIX::SecurityIDSource_QUIK
[] = "3"
const char
FIX::SecurityIDSource_CUSIP
[] = "1"
const int
FIX::NewsRefType_OTHER_LANGUAGE
= 1
const int
FIX::NewsRefType_COMPLIMENTARY
= 2
const int
FIX::NewsRefType_REPLACEMENT
= 0
const char
FIX::TriggerOrderType_LIMIT
= '2'
const char
FIX::TriggerOrderType_MARKET
= '1'
const int
FIX::CrossType_CROSS_AON
= 1
const int
FIX::CrossType_CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE_ONE_SIDE_OF_THE_CROSS_IS_FULLY_EXECUTED
= 3
const int
FIX::CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT_BOTH_SIDES_ARE_TREATED_IN_THE_SAME_MANNER_THIS_IS_EQUIVALENT_TO_AN_ALL_OR_NONE
= 1
const int
FIX::CrossType_CROSSAON
= 1
const int
FIX::CrossType_CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE
= 4
const int
FIX::CrossType_CROSS_ONE_SIDE
= 3
const int
FIX::CrossType_CROSS_SAME_PRICE
= 4
const int
FIX::CrossType_CROSSSAMEPRICE
= 4
const int
FIX::CrossType_CROSS_IOC
= 2
const int
FIX::CrossType_CROSSIOC
= 2
const int
FIX::CrossType_CROSSONESIDE
= 3
const int
FIX::CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED_ONE_SIDE_IS_FULLY_EXECUTED_THE_OTHER_SIDE_IS_PARTIALLY_EXECUTED_WITH_THE_REMAINDER_BEING_CANCELLED_THIS_IS_EQUIVALENT_TO_AN_IMMEDIATE_OR_CANCEL_ON_THE_OTHER_SIDE
= 2
const char
FIX::OpenCloseSettleFlag_SESSION_OPEN
= '1'
const char
FIX::OpenCloseSettleFlag_DAILY_OPEN
= '0'
const char
FIX::OpenCloseSettleFlag_EXPECTED_PRICE
= '3'
const char
FIX::OpenCloseSettleFlag_PRICE_FROM_PREVIOUS_BUSINESS_DAY
= '4'
const char
FIX::OpenCloseSettleFlag_DELIVERY_SETTLEMENT_PRICE
= '2'
const int
FIX::MDBookType_PRICE_DEPTH
= 2
const int
FIX::MDBookType_ORDER_DEPTH
= 3
const int
FIX::MDBookType_TOP_OF_BOOK
= 1
const char
FIX::BasisPxType_VWAPAFT
= '8'
const char
FIX::BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI
= '9'
const char
FIX::BasisPxType_VWAP_THROUGH_A_MORNING_SESSION
= '7'
const char
FIX::BasisPxType_CLOSING_PRICE
= '3'
const char
FIX::BasisPxType_VWAP_THROUGH_A_DAY
= '6'
const char
FIX::BasisPxType_CLOSING_PRICE_AT_MORNINGN_SESSION
= '2'
const char
FIX::BasisPxType_VWAPDAY
= '6'
const char
FIX::BasisPxType_VWAPMORNXYORI
= 'A'
const char
FIX::BasisPxType_VWAPMORN
= '7'
const char
FIX::BasisPxType_VWAPDAYXYORI
= '9'
const char
FIX::BasisPxType_OTHERS
= 'Z'
const char
FIX::BasisPxType_OPEN
= 'D'
const char
FIX::BasisPxType_CURRPX
= '4'
const char
FIX::BasisPxType_VWAPAFTXYORI
= 'B'
const char
FIX::BasisPxType_CLOSING_PRICE_AT_MORNING_SESSION
= '2'
const char
FIX::BasisPxType_CLSPXMORN
= '2'
const char
FIX::BasisPxType_CURRENT_PRICE
= '4'
const char
FIX::BasisPxType_SQ
= '5'
const char
FIX::BasisPxType_CLSPX
= '3'
const char
FIX::BasisPxType_STRIKE
= 'C'
const char
FIX::BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI
= 'B'
const char
FIX::BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI
= 'A'
const char
FIX::BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION
= '8'
const int
FIX::ComplexEventType_ROLLING_BARRIER
= 9
const int
FIX::ComplexEventType_UNDERLYING
= 7
const int
FIX::ComplexEventType_KNOCK_OUT_UP
= 5
const int
FIX::ComplexEventType_KNOCK_IN_UP
= 3
const int
FIX::ComplexEventType_KOCK_IN_DOWN
= 4
const int
FIX::ComplexEventType_TRIGGER
= 2
const int
FIX::ComplexEventType_RESET_BARRIER
= 8
const int
FIX::ComplexEventType_CAPPED
= 1
const int
FIX::ComplexEventType_KNOCK_OUT_DOWN
= 6
const int
FIX::MassActionResponse_REJECTED
= 0
const int
FIX::MassActionResponse_ACCEPTED
= 1
const int
FIX::SecurityRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID
= 9
const int
FIX::SecurityRequestType_REQUEST_LIST_SECURITY_TYPES
= 2
const int
FIX::SecurityRequestType_REQSECIDPROV
= 1
const int
FIX::SecurityRequestType_REQUEST_LIST_SECURITIES
= 3
const int
FIX::SecurityRequestType_REQSECID
= 0
const int
FIX::SecurityRequestType_SYMBOL
= 4
const int
FIX::SecurityRequestType_SECURITYTYPE_AND_OR_CFICODE
= 5
const int
FIX::SecurityRequestType_REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED
= 1
const int
FIX::SecurityRequestType_REQSECLIST
= 3
const int
FIX::SecurityRequestType_TRADINGSESSIONID
= 7
const int
FIX::SecurityRequestType_PRODUCT
= 6
const int
FIX::SecurityRequestType_ALL_SECURITIES
= 8
const int
FIX::SecurityRequestType_REQSECLISTTYPES
= 2
const int
FIX::SecurityRequestType_REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS
= 0
const int
FIX::ListRejectReason_EXCHANGE_CLOSED
= 2
const int
FIX::ListRejectReason_UNKNOWN_ORDER
= 5
const int
FIX::ListRejectReason_UNSUPPORTED_ORDER_CHARACTERISTIC
= 11
const int
FIX::ListRejectReason_DUPLICATE_ORDER
= 6
const int
FIX::ListRejectReason_TOO_LATE_TO_ENTER
= 4
const int
FIX::ListRejectReason_OTHER
= 99
const int
FIX::ListRejectReason_BROKER
= 0
const char
FIX::DeskType_PROPRIETARY
[] = "PR"
const char
FIX::DeskType_ARBITRAGE
[] = "AR"
const char
FIX::DeskType_TRADING
[] = "T"
const char
FIX::DeskType_DERIVATIVES
[] = "D"
const char
FIX::DeskType_SALES
[] = "S"
const char
FIX::DeskType_INSTITUTIONAL
[] = "IS"
const char
FIX::DeskType_INTERNATIONAL
[] = "IN"
const char
FIX::DeskType_AGENCY
[] = "A"
const char
FIX::DeskType_PREFERRED_TRADING
[] = "PF"
const char
FIX::DeskType_OTHER
[] = "O"
const char
FIX::DeskType_PROGRAM_TRADING
[] = "PT"
const char
FIX::SettlType_T4
[] = "5"
const char
FIX::SettlType_T5
[] = "8"
const char
FIX::SettlType_WHEN_AND_IF_ISSUED
[] = "7"
const char
FIX::SettlType_NEXTDAY
[] = "2"
const char
FIX::SettlType_FUTURE
[] = "6"
const char
FIX::SettlType_T_PLUS_2
[] = "3"
const char
FIX::SettlType_SELLERS_OPTION
[] = "8"
const char
FIX::SettlType_BROKEN_DATE
[] = "B"
const char
FIX::SettlType_T_PLUS_3
[] = "4"
const char
FIX::SettlType_T_PLUS_4
[] = "5"
const char
FIX::SettlType_REGULAR
[] = "0"
const char
FIX::SettlType_NEXT_DAY
[] = "2"
const char
FIX::SettlType_T_PLUS_5
[] = "9"
const char
FIX::SettlType_FX_SPOT_NEXT_SETTLEMENT
[] = "C"
const char
FIX::SettlType_T1
[] = "9"
const char
FIX::SettlType_WHENISSUED
[] = "7"
const char
FIX::SettlType_T2
[] = "3"
const char
FIX::SettlType_T3
[] = "4"
const char
FIX::SettlType_CASH
[] = "1"
const char
FIX::OpenClose_CLOSE
= 'C'
const char
FIX::OpenClose_OPEN
= 'O'
const int
FIX::ContractMultiplierUnit_SHARES
= 0
const int
FIX::ContractMultiplierUnit_HOURS
= 1
const int
FIX::ContractMultiplierUnit_DAYS
= 2
const int
FIX::TrdType_VOLUME_WEIGHTED_AVERAGE_TRADE
= 51
const int
FIX::TrdType_LATE_TRADE
= 4
const int
FIX::TrdType_FUTURES_LARGE_ORDER_EXECUTION
= 17
const int
FIX::TrdType_EXCHANGE_OF_FUTURES_FOR_FUTURES
= 18
const int
FIX::TrdType_SPECIAL_EX_CAPITAL_REPAYMENTS
= 35
const int
FIX::TrdType_BLOCK_TRADE_38
= 38
const int
FIX::TrdType_DELTA_NEUTRAL_TRANSACTION
= 46
const int
FIX::TrdType_CASH_SETTLEMENT
= 29
const int
FIX::TrdType_SPECIAL_CUM_CAPITAL_REPAYMENTS
= 34
const int
FIX::TrdType_SPECIAL_CUM_BONUS
= 36
const int
FIX::TrdType_BLOCK_TRADES
= 40
const int
FIX::TrdType_ALL_OR_NONE
= 16
const int
FIX::TrdType_OPTION_EXERCISE
= 45
const int
FIX::TrdType_FINANCING_TRANSACTION
= 47
const int
FIX::TrdType_TRANSFER
= 3
const int
FIX::TrdType_REGULAR_TRADE
= 0
const int
FIX::TrdType_TRADING_AT_SETTLEMENT
= 15
const int
FIX::TrdType_SPECIAL_EX_DIVIDEND
= 26
const int
FIX::TrdType_SPECIAL_EX_COUPON
= 28
const int
FIX::TrdType_SPECIAL_PRICE
= 30
const int
FIX::TrdType_SPECIAL_CUM_RIGHTS
= 32
const int
FIX::TrdType_SPECIAL_EX_BONUS
= 37
const int
FIX::TrdType_BLOCKTRADE
= 1
const int
FIX::TrdType_EXCHANGE_GRANTED_TRADE
= 52
const int
FIX::TrdType_EXCHANGE_BASIS_FACILITY
= 55
const int
FIX::TrdType_BLOCK_TRADE_1
= 1
const int
FIX::TrdType_LATE_BUNCHED_TRADE
= 8
const int
FIX::TrdType_ERROR_TRADE
= 24
const int
FIX::TrdType_NAME_CHANGE
= 41
const int
FIX::TrdType_LATEBUNCHEDTRADE
= 8
const int
FIX::TrdType_EFP
= 2
const int
FIX::TrdType_NON_STANDARD_SETTLEMENT
= 48
const int
FIX::TrdType_PRIOR_REFERENCE_PRICE_TRADE
= 9
const int
FIX::TrdType_EXCHANGE_FOR_RISK
= 11
const int
FIX::TrdType_EXCHANGE_FOR_SWAP
= 12
const int
FIX::TrdType_EXCHANGE_OF_FUTURES_FOR
= 13
const int
FIX::TrdType_OPTION_INTERIM_TRADE
= 19
const int
FIX::TrdType_PRIVATELY_NEGOTIATED_TRADES
= 22
const int
FIX::TrdType_SUBSTITUTION_OF_FUTURES_FOR_FORWARDS
= 23
const int
FIX::TrdType_SPECIAL_CUM_DIVIDEND
= 25
const int
FIX::TrdType_GUARANTEED_DELIVERY
= 31
const int
FIX::TrdType_PROROGATION_SELL
= 44
const int
FIX::TrdType_WEIGHTEDAVERAGEPRICETRADE
= 6
const int
FIX::TrdType_PORTFOLIO_TRADE
= 50
const int
FIX::TrdType_WEIGHTED_AVERAGE_PRICE_TRADE
= 6
const int
FIX::TrdType_WORKED_PRINCIPAL_TRADE
= 39
const int
FIX::TrdType_PORTFOLIO_TRANSFER
= 42
const int
FIX::TrdType_T_TRADE
= 5
const int
FIX::TrdType_EXCHANGE_OF_OPTIONS_FOR_OPTIONS
= 14
const int
FIX::TrdType_SPECIAL_CUM_COUPON
= 27
const int
FIX::TrdType_BUNCHEDTRADE
= 7
const int
FIX::TrdType_TTRADE
= 5
const int
FIX::TrdType_OTC
= 54
const int
FIX::TrdType_AFTER_HOURS_TRADE
= 10
const int
FIX::TrdType_PRIORREFERENCEPRICETRADE
= 9
const int
FIX::TrdType_AFTERHOURSTRADE
= 10
const int
FIX::TrdType_DERIVATIVE_RELATED_TRANSACTION
= 49
const int
FIX::TrdType_REPURCHASE_AGREEMENT
= 53
const int
FIX::TrdType_SPECIAL_EX_RIGHTS
= 33
const int
FIX::TrdType_PROROGATION_BUY
= 43
const int
FIX::TrdType_BUNCHED_TRADE
= 7
const int
FIX::TrdType_OPTION_CABINET_TRADE
= 20
const int
FIX::TrdType_LATETRADE
= 4
const int
FIX::TrdType_REGULARTRADE
= 0
const char
FIX::RestructuringType_MODIFIED_MOD_RESTRUCTURING
[] = "MM"
const char
FIX::RestructuringType_FULL_RESTRUCTURING
[] = "FR"
const char
FIX::RestructuringType_NO_RESTRUCTURING_SPECIFIED
[] = "XR"
const char
FIX::RestructuringType_MODIFIED_RESTRUCTURING
[] = "MR"
const int
FIX::ProgRptReqs_SELLSIDE
= 2
const int
FIX::ProgRptReqs_REALTIME
= 3
const int
FIX::ProgRptReqs_REAL_TIME_EXECUTION_REPORTS
= 3
const int
FIX::ProgRptReqs_BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST
= 1
const int
FIX::ProgRptReqs_SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD
= 2
const int
FIX::ProgRptReqs_BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST
= 1
const int
FIX::ProgRptReqs_BUYSIDE
= 1
const int
FIX::ProgRptReqs_SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD
= 2
const char
FIX::TradingSessionID_EVENING
[] = "5"
const char
FIX::TradingSessionID_AFTER_HOURS
[] = "6"
const char
FIX::TradingSessionID_HALFDAY
[] = "2"
const char
FIX::TradingSessionID_DAY
[] = "1"
const char
FIX::TradingSessionID_MORNING
[] = "3"
const char
FIX::TradingSessionID_AFTERNOON
[] = "4"
const int
FIX::ListOrderStatus_RECVFOREXEC
= 2
const int
FIX::ListOrderStatus_CXL
= 4
const int
FIX::ListOrderStatus_REJ
= 7
const int
FIX::ListOrderStatus_CANCELING
= 4
const int
FIX::ListOrderStatus_REJECT
= 7
const int
FIX::ListOrderStatus_ALL_DONE
= 6
const int
FIX::ListOrderStatus_INBIDPROC
= 1
const int
FIX::ListOrderStatus_ALLDONE
= 6
const int
FIX::ListOrderStatus_IN_BIDDING_PROCESS
= 1
const int
FIX::ListOrderStatus_RECEIVED_FOR_EXECUTION
= 2
const int
FIX::ListOrderStatus_ALERT
= 5
const int
FIX::ListOrderStatus_RECEIVEDFOREXECUTION
= 2
const int
FIX::ListOrderStatus_INBIDDINGPROCESS
= 1
const int
FIX::ListOrderStatus_EXEC
= 3
const int
FIX::ListOrderStatus_CANCELLING
= 4
const int
FIX::ListOrderStatus_EXECUTING
= 3
const char
FIX::RegistStatus_REJECT
= 'R'
const char
FIX::RegistStatus_REMINDER_IE_REGISTRATION_INSTRUCTIONS_ARE_STILL_OUTSTANDING
= 'N'
const char
FIX::RegistStatus_REJECTED
= 'R'
const char
FIX::RegistStatus_ACCEPTED
= 'A'
const char
FIX::RegistStatus_REMINDER
= 'N'
const char
FIX::RegistStatus_HELD
= 'H'
const char
FIX::RegistStatus_ACCEPT
= 'A'
const int
FIX::UnderlyingPriceDeterminationMethod_OPTIMAL_VALUE
= 3
const int
FIX::UnderlyingPriceDeterminationMethod_SPECIAL_REFERENCE
= 2
const int
FIX::UnderlyingPriceDeterminationMethod_AVERAGE_VALUE
= 4
const int
FIX::UnderlyingPriceDeterminationMethod_REGULAR
= 1
const char
FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY
= '1'
const char
FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY_GROUP
= 'A'
const char
FIX::MassCancelRequestType_CXLORDERSSECURITYTYPE
= '5'
const char
FIX::MassCancelRequestType_CXLORDERSUNDERLYINGSECURITY
= '2'
const char
FIX::MassCancelRequestType_CXLORDERSTRDSESSION
= '6'
const char
FIX::MassCancelRequestType_CXLALLORDERS
= '7'
const char
FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET
= '8'
const char
FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT
= '9'
const char
FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITYTYPE
= '5'
const char
FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_TRADING_SESSION
= '6'
const char
FIX::MassCancelRequestType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY
= 'C'
const char
FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY
= '2'
const char
FIX::MassCancelRequestType_CXLORDERSSECURITY
= '1'
const char
FIX::MassCancelRequestType_CXLORDERSPRODUCT
= '3'
const char
FIX::MassCancelRequestType_CANCEL_ALL_ORDERS
= '7'
const char
FIX::MassCancelRequestType_CANCEL_FOR_SECURITY_ISSUER
= 'B'
const char
FIX::MassCancelRequestType_CXLORDERSCFICODE
= '4'
const char
FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_PRODUCT
= '3'
const char
FIX::MassCancelRequestType_CANCEL_ORDERS_FOR_A_CFICODE
= '4'
const int
FIX::DerivativeSecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID
= 8
const int
FIX::DerivativeSecurityListRequestType_UNDELYINGSYMBOL
= 5
const int
FIX::DerivativeSecurityListRequestType_UNDERLYING_PRODUCT
= 7
const int
FIX::DerivativeSecurityListRequestType_UNDERLYING_SECURITYTYPE_AND_OR_CFICODE
= 6
const int
FIX::DerivativeSecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE
= 1
const int
FIX::DerivativeSecurityListRequestType_SYMBOL
= 0
const int
FIX::DerivativeSecurityListRequestType_TRADINGSESSIONID
= 3
const int
FIX::DerivativeSecurityListRequestType_ALL_SECURITIES
= 4
const int
FIX::DerivativeSecurityListRequestType_PRODUCT
= 2
const char
FIX::CxlRejResponseTo_ORDCXLREPREQ
= '2'
const char
FIX::CxlRejResponseTo_ORDER_CANCEL_REQUEST
= '1'
const char
FIX::CxlRejResponseTo_ORDER_CANCEL_REPLACE_REQUEST
= '2'
const char
FIX::CxlRejResponseTo_ORDCXLREQ
= '1'
const int
FIX::QuoteCancelType_CANCEL_BY_QUOTETYPE
= 6
const int
FIX::QuoteCancelType_CANCEL_FOR_ONE_OR_MORE_SECURITIES
= 1
const int
FIX::QuoteCancelType_CANCEL_QUOTE_SPECIFIED_IN_QUOTEID
= 5
const int
FIX::QuoteCancelType_CANCEL_FOR_UNDERLYING_SYMBOL
= 3
const int
FIX::QuoteCancelType_CXLUNDER
= 3
const int
FIX::QuoteCancelType_CANCEL_ALL_QUOTES
= 4
const int
FIX::QuoteCancelType_CXLSYM
= 1
const int
FIX::QuoteCancelType_CANCEL_FOR_UNDERLYING_SECURITY
= 3
const int
FIX::QuoteCancelType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY
= 8
const int
FIX::QuoteCancelType_CANCEL_FOR_SECURITY_ISSUER
= 7
const int
FIX::QuoteCancelType_CXLSECTYPE
= 2
const int
FIX::QuoteCancelType_CANCEL_FOR_ALL_QUOTES
= 4
const int
FIX::QuoteCancelType_CXLALL
= 4
const int
FIX::QuoteCancelType_CANCEL_FOR_SECURITY_TYPE
= 2
const int
FIX::QuoteCancelType_CANCEL_FOR_SYMBOL
= 1
const char
FIX::StipulationType_POOLS_PER_LOT
[] = "PPL"
const char
FIX::StipulationType_MAXIMUM_LOAN_BALANCE
[] = "MAXBAL"
const char
FIX::StipulationType_CONSTANTPREPAYMENTYIELD
[] = "CPY"
const char
FIX::StipulationType_CUSTOM_START_END_DATE
[] = "CUSTOMDATE"
const char
FIX::StipulationType_CALL_PROTECTION
[] = "PROTECT"
const char
FIX::StipulationType_MATURITYYEARANDMONTH
[] = "MAT"
const char
FIX::StipulationType_FINALCPROFHOMEEQUITYPREPAYMENTCURVE
[] = "HEP"
const char
FIX::StipulationType_MATURITYRANGE
[] = "MATURITY"
const char
FIX::StipulationType_COUPON_RANGE
[] = "COUPON"
const char
FIX::StipulationType_PERCENTOFBMAPREPAYMENTCURVE
[] = "PSA"
const char
FIX::StipulationType_SUBSTITUTIONSLEFTREPO
[] = "SUBSLEFT"
const char
FIX::StipulationType_LOOKBACKDAYS
[] = "LOOKBACK"
const char
FIX::StipulationType_CALLPROTECTION
[] = "PROTECT"
const char
FIX::StipulationType_MAXIMUMSUBSTITUTIONSREPO
[] = "MAXSUBS"
const char
FIX::StipulationType_YEARORYEARMONTHOFISSUE
[] = "ISSUE"
const char
FIX::StipulationType_CONSTANTPREPAYMENTRATE
[] = "CPR"
const char
FIX::StipulationType_ISSUE_SIZE_RANGE
[] = "ISSUESIZE"
const char
FIX::StipulationType_WEIGHTEDAVERAGEMATURITY
[] = "WAM"
const char
FIX::StipulationType_CONSTANT_PREPAYMENT_RATE
[] = "CPR"
const char
FIX::StipulationType_PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE
[] = "MHP"
const char
FIX::StipulationType_POOLSMINIMUM
[] = "PMIN"
const char
FIX::StipulationType_FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE
[] = "HEP"
const char
FIX::StipulationType_BROKERS_SALES_CREDIT
[] = "BROKERCREDIT"
const char
FIX::StipulationType_ORDER_QUANTITY_INCREMENT
[] = "ORDRINCR"
const char
FIX::StipulationType_REFERENCE_TO_ROLLING_OR_CLOSING_TRADE
[] = "REFTRADE"
const char
FIX::StipulationType_AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET
[] = "AVAILQTY"
const char
FIX::StipulationType_ISSUERS_TICKER
[] = "ISSUER"
const char
FIX::StipulationType_ISOCURRENCYCODE
[] = "CURRENCY"
const char
FIX::StipulationType_THE_MINIMUM_RESIDUAL_OFFER_QUANTITY
[] = "LEAVEQTY"
const char
FIX::StipulationType_DISCOUNT_RATE
[] = "DISCOUNT"
const char
FIX::StipulationType_VALUATIONDISCOUNT
[] = "HAIRCUT"
const char
FIX::StipulationType_SINGLE_MONTHLY_MORTALITY
[] = "SMM"
const char
FIX::StipulationType_LOT_VARIANCE
[] = "LOTVAR"
const char
FIX::StipulationType_PERCENTOFMANUFACTUREDHOUSINGPREPAYMENTCURVE
[] = "MHP"
const char
FIX::StipulationType_FREEFORMTEXT
[] = "TEXT"
const char
FIX::StipulationType_WHOLE_POOL
[] = "WHOLE"
const char
FIX::StipulationType_GEOGRAPHICS_AND_RANGE
[] = "GEOG"
const char
FIX::StipulationType_INTEREST_OF_ROLLING_OR_CLOSING_TRADE
[] = "REFINT"
const char
FIX::StipulationType_TRADEVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED
[] = "TRDVAR"
const char
FIX::StipulationType_FREEFORM_TEXT
[] = "TEXT"
const char
FIX::StipulationType_RATING_SOURCE_AND_RANGE
[] = "RATING"
const char
FIX::StipulationType_OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS
[] = "INTERNALQTY"
const char
FIX::StipulationType_OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS
[] = "INTERNALPX"
const char
FIX::StipulationType_NUMBER_OF_PIECES
[] = "PIECES"
const char
FIX::StipulationType_MINIMUM_INCREMENT
[] = "MININCR"
const char
FIX::StipulationType_PRODUCTIONYEAR
[] = "PROD"
const char
FIX::StipulationType_WEIGHTED_AVERAGE_MATURITY
[] = "WAM"
const char
FIX::StipulationType_GEOGRAPHICS
[] = "GEOG"
const char
FIX::StipulationType_MINIMUMQUANTITY
[] = "MINQTY"
const char
FIX::StipulationType_POOL_IDENTIFIER
[] = "POOL"
const char
FIX::StipulationType_MATURITY_YEAR_AND_MONTH
[] = "MAT"
const char
FIX::StipulationType_PRICINGFREQUENCY
[] = "PRICEFREQ"
const char
FIX::StipulationType_SECURITYTYPEINCLUDEDOREXCLUDED
[] = "SECTYPE"
const char
FIX::StipulationType_EXPLICITLOTIDENTIFIER
[] = "LOT"
const char
FIX::StipulationType_MAXIMUM_SUBSTITUTIONS
[] = "MAXSUBS"
const char
FIX::StipulationType_PRIMARY_OR_SECONDARY_MARKET_INDICATOR
[] = "PRIMARY"
const char
FIX::StipulationType_WEIGHTEDAVERAGELOANAGE
[] = "WALA"
const char
FIX::StipulationType_BENCHMARK_PRICE_SOURCE
[] = "PXSOURCE"
const char
FIX::StipulationType_MINIMUMDENOMINATION
[] = "MINDNOM"
const char
FIX::StipulationType_YEAR_OR_YEAR_MONTH_OF_ISSUE
[] = "ISSUE"
const char
FIX::StipulationType_PAYMENTFREQUENCYCALENDAR
[] = "PAYFREQ"
const char
FIX::StipulationType_POOLS_MAXIMUM
[] = "PMAX"
const char
FIX::StipulationType_SUBSTITUTIONS_FREQUENCY
[] = "SUBSFREQ"
const char
FIX::StipulationType_BENCHMARKPRICESOURCE
[] = "PXSOURCE"
const char
FIX::StipulationType_ABSOLUTEPREPAYMENTSPEED
[] = "ABS"
const char
FIX::StipulationType_BANKQUALIFIED
[] = "BANKQUAL"
const char
FIX::StipulationType_YIELDRANGE
[] = "YIELD"
const char
FIX::StipulationType_BARGAINCONDITIONS
[] = "BGNCON"
const char
FIX::StipulationType_MONTHLYPREPAYMENTRATE
[] = "MPR"
const char
FIX::StipulationType_POOLSPERLOT
[] = "PPL"
const char
FIX::StipulationType_CONSTANT_PREPAYMENT_YIELD
[] = "CPY"
const char
FIX::StipulationType_MINIMUM_DENOMINATION
[] = "MINDNOM"
const char
FIX::StipulationType_ALTERNATIVE_MINIMUM_TAX
[] = "AMT"
const char
FIX::StipulationType_CUSTOMSTARTENDDATE
[] = "CUSTOMDATE"
const char
FIX::StipulationType_TYPEOFREDEMPTIONVALUESARE
[] = "REDEMPTION"
const char
FIX::StipulationType_PERCENT_OF_BMA_PREPAYMENT_CURVE
[] = "PSA"
const char
FIX::StipulationType_NUMBEROFPIECES
[] = "PIECES"
const char
FIX::StipulationType_AMT
[] = "AMT"
const char
FIX::StipulationType_CONSTANTPREPAYMENTPENALTY
[] = "CPP"
const char
FIX::StipulationType_MAXIMUM_ORDER_SIZE
[] = "MAXORDQTY"
const char
FIX::StipulationType_AUTOREINVESTMENTATRATEORBETTER
[] = "AUTOREINV"
const char
FIX::StipulationType_BARGAIN_CONDITIONS
[] = "BGNCON"
const char
FIX::StipulationType_GEOGRAPHICSANDRANGE
[] = "GEOG"
const char
FIX::StipulationType_LOTVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED
[] = "LOTVAR"
const char
FIX::StipulationType_TYPE_OF_ROLL_TRADE
[] = "ROLLTYPE"
const char
FIX::StipulationType_PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE
[] = "REFPRIN"
const char
FIX::StipulationType_PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE
[] = "PPC"
const char
FIX::StipulationType_WEIGHTED_AVERAGE_COUPON
[] = "WAC"
const char
FIX::StipulationType_AUTO_REINVESTMENT_AT_RATE_OR_BETTER
[] = "AUTOREINV"
const char
FIX::StipulationType_STRUCTURE
[] = "STRUCT"
const char
FIX::StipulationType_WHOLEPOOL
[] = "WHOLE"
const char
FIX::StipulationType_MARKET_SECTOR
[] = "SECTOR"
const char
FIX::StipulationType_MATURITY_RANGE
[] = "MATURITY"
const char
FIX::StipulationType_SECURITY_TYPE_INCLUDED_OR_EXCLUDED
[] = "SECTYPE"
const char
FIX::StipulationType_POOLSPERMILLION
[] = "PPM"
const char
FIX::StipulationType_TRADE_VARIANCE
[] = "TRDVAR"
const char
FIX::StipulationType_ISSUERSTICKER
[] = "ISSUER"
const char
FIX::StipulationType_PRICERANGE
[] = "PRICE"
const char
FIX::StipulationType_LOOKBACK_DAYS
[] = "LOOKBACK"
const char
FIX::StipulationType_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE
[] = "MHP"
const char
FIX::StipulationType_POOLS_PER_MILLION
[] = "PPM"
const char
FIX::StipulationType_MINIMUMINCREMENT
[] = "MININCR"
const char
FIX::StipulationType_MATURITY_YEAR
[] = "MAT"
const char
FIX::StipulationType_RATINGSOURCEANDRANGE
[] = "RATING"
const char
FIX::StipulationType_AVERAGE_LOAN_SIZE
[] = "AVSIZE"
const char
FIX::StipulationType_PURPOSE
[] = "PURPOSE"
const char
FIX::StipulationType_ISO_CURRENCY_CODE
[] = "CURRENCY"
const char
FIX::StipulationType_RESTRICTED
[] = "RESTRICTED"
const char
FIX::StipulationType_BROKER_SALES_CREDIT_OVERRIDE
[] = "SALESCREDITOVR"
const char
FIX::StipulationType_WEIGHTED_AVERAGE_LIFE_COUPON
[] = "WAL"
const char
FIX::StipulationType_WEIGHTEDAVERAGECOUPON
[] = "WAC"
const char
FIX::StipulationType_OF_PROSPECTUS_PREPAYMENT_CURVE
[] = "PPC"
const char
FIX::StipulationType_ISSUESIZERANGE
[] = "ISSUESIZE"
const char
FIX::StipulationType_YEAR_OF_ISSUE
[] = "ISSUE"
const char
FIX::StipulationType_WEIGHTEDAVERAGELIFECOUPON
[] = "WAL"
const char
FIX::StipulationType_PAYMENT_FREQUENCY_CALENDAR
[] = "PAYFREQ"
const char
FIX::StipulationType_TRADERS_CREDIT
[] = "TRADERCREDIT"
const char
FIX::StipulationType_MINIMUM_QUANTITY
[] = "MINQTY"
const char
FIX::StipulationType_SUBSTITUTIONS_LEFT
[] = "SUBSLEFT"
const char
FIX::StipulationType_POOLS_PER_TRADE
[] = "PPT"
const char
FIX::StipulationType_TYPE_OF_REDEMPTION
[] = "REDEMPTION"
const char
FIX::StipulationType_CONSTANT_PREPAYMENT_PENALTY
[] = "CPP"
const char
FIX::StipulationType_WEIGHTED_AVERAGE_LOAN_AGE
[] = "WALA"
const char
FIX::StipulationType_PRICE_RANGE
[] = "PRICE"
const char
FIX::StipulationType_SUBSTITUTIONSFREQUENCYREPO
[] = "SUBSFREQ"
const char
FIX::StipulationType_PRODUCTION_YEAR
[] = "PROD"
const char
FIX::StipulationType_SINGLEMONTHLYMORTALITY
[] = "SMM"
const char
FIX::StipulationType_OF_BMA_PREPAYMENT_CURVE
[] = "PSA"
const char
FIX::StipulationType_EXPLICIT_LOT_IDENTIFIER
[] = "LOT"
const char
FIX::StipulationType_ABSOLUTE_PREPAYMENT_SPEED
[] = "ABS"
const char
FIX::StipulationType_MAXIMUMDENOMINATION
[] = "MAXDNOM"
const char
FIX::StipulationType_PERCENTOFPROSPECTUSPREPAYMENTCURVE
[] = "PPC"
const char
FIX::StipulationType_VALUATION_DISCOUNT
[] = "HAIRCUT"
const char
FIX::StipulationType_YIELD_TO_MATURITY
[] = "YTM"
const char
FIX::StipulationType_WEIGHTED_AVERAGE_LIFE
[] = "WAL"
const char
FIX::StipulationType_POOLSMAXIMUM
[] = "PMAX"
const char
FIX::StipulationType_YIELD_RANGE
[] = "YIELD"
const char
FIX::StipulationType_PRICING_FREQUENCY
[] = "PRICEFREQ"
const char
FIX::StipulationType_POOLSPERTRADE
[] = "PPT"
const char
FIX::StipulationType_MONTHLY_PREPAYMENT_RATE
[] = "MPR"
const char
FIX::StipulationType_COUPONRANGE
[] = "COUPON"
const char
FIX::StipulationType_MARKETSECTOR
[] = "SECTOR"
const char
FIX::StipulationType_AVERAGE_FICO_SCORE
[] = "AVFICO"
const char
FIX::StipulationType_INSURED
[] = "INSURED"
const char
FIX::StipulationType_BANK_QUALIFIED
[] = "BANKQUAL"
const char
FIX::PriceQuoteMethod_STANDARD
[] = "STD"
const char
FIX::PriceQuoteMethod_PERCENT_OF_PAR
[] = "PCTPAR"
const char
FIX::PriceQuoteMethod_INDEX
[] = "INX"
const char
FIX::PriceQuoteMethod_INTEREST_RATE_INDEX
[] = "INT"
const int
FIX::SessionRejectReason_REQUIREDTAGMISSING
= 1
const int
FIX::SessionRejectReason_TAGSPECIFIEDOUTOFREQUIREDORDER
= 14
const int
FIX::SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER
= 17
const int
FIX::SessionRejectReason_INVALIDTAGNUMBER
= 0
const int
FIX::SessionRejectReason_VALUEISINCORRECTOUTOFRANGEFORTHISTAG
= 5
const int
FIX::SessionRejectReason_COMPID_PROBLEM
= 9
const int
FIX::SessionRejectReason_SENDINGTIMEACCURACYPROBLEM
= 10
const int
FIX::SessionRejectReason_SIGNATURE_PROBLEM
= 8
const int
FIX::SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE
= 2
const int
FIX::SessionRejectReason_UNDEFINEDTAG
= 3
const int
FIX::SessionRejectReason_XML_VALIDATION_ERROR
= 12
const int
FIX::SessionRejectReason_NONDATAVALUEINCLUDESFIELDDELIMITERSOHCHARACTER
= 17
const int
FIX::SessionRejectReason_UNDEFINED_TAG
= 3
const int
FIX::SessionRejectReason_TAGAPPEARSMORETHANONCE
= 13
const int
FIX::SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE
= 6
const int
FIX::SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER
= 15
const int
FIX::SessionRejectReason_REQUIRED_TAG_MISSING
= 1
const int
FIX::SessionRejectReason_INVALIDMSGTYPE
= 11
const int
FIX::SessionRejectReason_XMLVALIDATIONERROR
= 12
const int
FIX::SessionRejectReason_REPEATINGGROUPFIELDSOUTOFORDER
= 15
const int
FIX::SessionRejectReason_INCORRECTNUMINGROUPCOUNTFORREPEATINGGROUP
= 16
const int
FIX::SessionRejectReason_TAGSPECIFIEDWITHOUTAVALUE
= 4
const int
FIX::SessionRejectReason_DECRYPTIONPROBLEM
= 7
const int
FIX::SessionRejectReason_INCORRECTDATAFORMATFORVALUE
= 6
const int
FIX::SessionRejectReason_OTHER
= 99
const int
FIX::SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP
= 16
const int
FIX::SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE
= 13
const int
FIX::SessionRejectReason_COMPIDPROBLEM
= 9
const int
FIX::SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER
= 14
const int
FIX::SessionRejectReason_SIGNATUREPROBLEM
= 8
const int
FIX::SessionRejectReason_DECRYPTION_PROBLEM
= 7
const int
FIX::SessionRejectReason_INVALID_TAG_NUMBER
= 0
const int
FIX::SessionRejectReason_TAGNOTDEFINEDFORTHISMESSAGETYPE
= 2
const int
FIX::SessionRejectReason_VALUE_IS_INCORRECT
= 5
const int
FIX::SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE
= 4
const int
FIX::SessionRejectReason_INVALID_MSGTYPE
= 11
const int
FIX::SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM
= 10
const int
FIX::DeliveryType_TRI_PARTY
= 2
const int
FIX::DeliveryType_HOLD_IN_CUSTODY
= 3
const int
FIX::DeliveryType_FREE
= 1
const int
FIX::DeliveryType_HOLDINCUSTODY
= 3
const int
FIX::DeliveryType_VERSUSPAYMENT
= 0
const int
FIX::DeliveryType_VERSUS_PAYMENT_DELIVER
= 0
const int
FIX::DeliveryType_FREE_DELIVER
= 1
const int
FIX::DeliveryType_TRIPARTY
= 2
const char
FIX::Scope_LOCAL
= '1'
const char
FIX::Scope_LOCAL_MARKET
= '1'
const char
FIX::Scope_GLOBAL
= '3'
const char
FIX::Scope_NATIONAL
= '2'
const char
FIX::Scope_LOCALMARKET
= '1'
const char
FIX::DeleteReason_CANCELLATION
= '0'
const char
FIX::DeleteReason_CANCELTRADEBUST
= '0'
const char
FIX::DeleteReason_CANCELATION
= '0'
const char
FIX::DeleteReason_ERROR
= '1'
const char
FIX::InViewOfCommon_NO
= 'N'
const char
FIX::InViewOfCommon_YES
= 'Y'
const char
FIX::NoSides_BOTHSIDES
= '2'
const char
FIX::NoSides_ONESIDE
= '1'
const char
FIX::NoSides_ONE_SIDE
= '1'
const char
FIX::NoSides_BOTH_SIDES
= '2'
const char
FIX::SecurityType_TERM_LIQUIDITY_NOTE
[] = "TLQN"
const char
FIX::SecurityType_TO_BE_ANNOUNCED
[] = "TBA"
const char
FIX::SecurityType_REVERSE_REPURCHASE_AGREEMENT
[] = "RVRP"
const char
FIX::SecurityType_BRADY_BOND
[] = "BRADY"
const char
FIX::SecurityType_TREASURYINFLATIONPROTECTEDSECURITIES
[] = "TIPS"
const char
FIX::SecurityType_CORP_MORTGAGE_BACKED_SECURITIES
[] = "CMBS"
const char
FIX::SecurityType_CERTIFICATE_OF_PARTICIPATION
[] = "COFP"
const char
FIX::SecurityType_BUY_SELLBACK
[] = "BUYSELL"
const char
FIX::SecurityType_OPTIONS_ON_COMBO
[] = "OOC"
const char
FIX::SecurityType_MULTILEG_INSTRUMENT
[] = "MLEG"
const char
FIX::SecurityType_TAX_ALLOCATION
[] = "TAXA"
const char
FIX::SecurityType_US_TREASURY_NOTE_BOND
[] = "UST"
const char
FIX::SecurityType_REVENUE_ANTICIPATION_NOTE
[] = "RAN"
const char
FIX::SecurityType_YANKEECERTIFICATEOFDEPOSIT
[] = "YCD"
const char
FIX::SecurityType_MEDIUMTERMNOTES
[] = "MTN"
const char
FIX::SecurityType_SPECIAL_TAX
[] = "SPCLT"
const char
FIX::SecurityType_PRIVATE_EXPORT_FUNDING
[] = "PEF"
const char
FIX::SecurityType_EUROCERTIFICATEOFDEPOSIT
[] = "EUCD"
const char
FIX::SecurityType_SPECIAL_OBLIGATION
[] = "SPCLO"
const char
FIX::SecurityType_FX_SWAP
[] = "FXSWAP"
const char
FIX::SecurityType_REVOLVER_TERM_LOAN
[] = "RVLVTRM"
const char
FIX::SecurityType_TAXEXEMPTCOMMERCIALPAPER
[] = "TECP"
const char
FIX::SecurityType_REVOLVER_LOAN
[] = "RVLV"
const char
FIX::SecurityType_CASH
[] = "CASH"
const char
FIX::SecurityType_USTREASURYNOTEDEPRECATEDVALUEUSETNOTE
[] = "UST"
const char
FIX::SecurityType_MISCELLANEOUS_PASS_THRU
[] = "MPT"
const char
FIX::SecurityType_CONVERTIBLEBOND
[] = "CB"
const char
FIX::SecurityType_VARIABLE_RATE_DEMAND_NOTE
[] = "VRDN"
const char
FIX::SecurityType_MULTILEGINSTRUMENT
[] = "MLEG"
const char
FIX::SecurityType_FEDERAL_AGENCY_DISCOUNT_NOTE
[] = "FADN"
const char
FIX::SecurityType_SPECIALOBLIGATION
[] = "SPCLO"
const char
FIX::SecurityType_CANADIAN_TREASURY_BILLS
[] = "CTB"
const char
FIX::SecurityType_REVENUEANTICIPATIONNOTE
[] = "RAN"
const char
FIX::SecurityType_CERTIFICATEOFOBLIGATION
[] = "COFO"
const char
FIX::SecurityType_INDEXEDLINKED
[] = "XLINKD"
const char
FIX::SecurityType_LETTER_OF_CREDIT
[] = "LOFC"
const char
FIX::SecurityType_MANDATORYTENDER
[] = "MT"
const char
FIX::SecurityType_USTREASURYBOND
[] = "TBOND"
const char
FIX::SecurityType_TERMLOAN
[] = "TERM"
const char
FIX::SecurityType_OPTIONS_ON_FUTURES
[] = "OOF"
const char
FIX::SecurityType_PROMISSORYNOTE
[] = "PN"
const char
FIX::SecurityType_DUAL_CURRENCY
[] = "DUAL"
const char
FIX::SecurityType_WILDCARD_ENTRY
[] = "WLD"
const char
FIX::SecurityType_BANK_DEPOSITORY_NOTE
[] = "BDN"
const char
FIX::SecurityType_REPLACED
[] = "REPLACD"
const char
FIX::SecurityType_MORTGAGE_PRINCIPAL_ONLY
[] = "MPO"
const char
FIX::SecurityType_CANADIAN_TREASURY_NOTES
[] = "CAN"
const char
FIX::SecurityType_USTREASURYBILLDEPRECATEDVALUEUSETBILL
[] = "USTB"
const char
FIX::SecurityType_TOBEANNOUNCED
[] = "TBA"
const char
FIX::SecurityType_SECURITIES_PLEDGE
[] = "SECPLEDGE"
const char
FIX::SecurityType_YANKEE_CORPORATE_BOND
[] = "YANK"
const char
FIX::SecurityType_FX_SPOT
[] = "FXSPOT"
const char
FIX::SecurityType_LIQUIDITYNOTE
[] = "LQN"
const char
FIX::SecurityType_OVERNIGHT
[] = "ONITE"
const char
FIX::SecurityType_MORTGAGE_INTEREST_ONLY
[] = "MIO"
const char
FIX::SecurityType_BRIDGELOAN
[] = "BRIDGE"
const char
FIX::SecurityType_OTHER_ANTICIPATION_NOTES_BAN_GAN_ETC
[] = "AN"
const char
FIX::SecurityType_EXTENDED_COMM_NOTE
[] = "XCN"
const char
FIX::SecurityType_CERTIFICATEOFPARTICIPATION
[] = "COFP"
const char
FIX::SecurityType_CATS_TIGERS_LIONS
[] = "ZOO"
const char
FIX::SecurityType_FORWARD
[] = "FORWARD"
const char
FIX::SecurityType_YANKEE_CERTIFICATE_OF_DEPOSIT
[] = "YCD"
const char
FIX::SecurityType_PREFERRED_STOCK
[] = "PS"
const char
FIX::SecurityType_US_TREASURY_BOND
[] = "TBOND"
const char
FIX::SecurityType_TREASURY_INFLATION_PROTECTED_SECURITIES
[] = "TIPS"
const char
FIX::SecurityType_BUYSELLBACK
[] = "BUYSELL"
const char
FIX::SecurityType_OPTIONS_ON_PHYSICAL
[] = "OOP"
const char
FIX::SecurityType_ASSETBACKEDSECURITIES
[] = "ABS"
const char
FIX::SecurityType_NON_DELIVERABLE_FORWARD
[] = "FXNDF"
const char
FIX::SecurityType_MORTGAGE_PRINCIPLE_ONLY
[] = "MPO"
const char
FIX::SecurityType_MORTGAGE_IOETTE
[] = "IET"
const char
FIX::SecurityType_USD_SUPRANATIONAL_COUPONS
[] = "SUPRA"
const char
FIX::SecurityType_WARRANT
[] = "WAR"
const char
FIX::SecurityType_FOREIGN_EXCHANGE_CONTRACT
[] = "FOR"
const char
FIX::SecurityType_FOREIGNEXCHANGECONTRACT
[] = "FOR"
const char
FIX::SecurityType_EURO_CORPORATE_FLOATING_RATE_NOTES
[] = "EUFRN"
const char
FIX::SecurityType_SPECIAL_ASSESSMENT
[] = "SPCLA"
const char
FIX::SecurityType_EUROSUPRANATIONALCOUPONS
[] = "EUSUPRA"
const char
FIX::SecurityType_DEBTOR_IN_POSSESSION
[] = "DINP"
const char
FIX::SecurityType_CANADIAN_MONEY_MARKETS
[] = "CAMM"
const char
FIX::SecurityType_MORTGAGEPRINCIPALONLY
[] = "MPO"
const char
FIX::SecurityType_USTREASURYNOTE
[] = "TNOTE"
const char
FIX::SecurityType_DEBTORINPOSSESSION
[] = "DINP"
const char
FIX::SecurityType_REVENUEBONDS
[] = "REV"
const char
FIX::SecurityType_MORTGAGEINTERESTONLY
[] = "MIO"
const char
FIX::SecurityType_DEPOSITNOTES
[] = "DN"
const char
FIX::SecurityType_PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE
[] = "TCAL"
const char
FIX::SecurityType_MORTGAGEPRIVATEPLACEMENT
[] = "MPP"
const char
FIX::SecurityType_NO_SECURITY_TYPE
[] = "NONE"
const char
FIX::SecurityType_SPECIALASSESSMENT
[] = "SPCLA"
const char
FIX::SecurityType_LETTEROFCREDIT
[] = "LOFC"
const char
FIX::SecurityType_TAXALLOCATION
[] = "TAXA"
const char
FIX::SecurityType_TAXABLE_MUNICIPAL_CP
[] = "TMCP"
const char
FIX::SecurityType_OPTION
[] = "OPT"
const char
FIX::SecurityType_NOSECURITYTYPE
[] = "NONE"
const char
FIX::SecurityType_PROMISSORY_NOTE
[] = "PN"
const char
FIX::SecurityType_COLLATERALIZEDMORTGAGEOBLIGATION
[] = "CMO"
const char
FIX::SecurityType_DUALCURRENCY
[] = "DUAL"
const char
FIX::SecurityType_CREDIT_DEFAULT_SWAP
[] = "CDS"
const char
FIX::SecurityType_TAXANTICIPATIONNOTE
[] = "TAN"
const char
FIX::SecurityType_MORTGAGE_PRIVATE_PLACEMENT
[] = "MPP"
const char
FIX::SecurityType_GENERAL_OBLIGATION_BONDS
[] = "GO"
const char
FIX::SecurityType_SHORTTERMLOANNOTE
[] = "STN"
const char
FIX::SecurityType_COMMERCIAL_PAPER
[] = "CP"
const char
FIX::SecurityType_MORTGAGE_BACKED_SECURITIES
[] = "MBS"
const char
FIX::SecurityType_EURO_SOVEREIGNS
[] = "EUSOV"
const char
FIX::SecurityType_TAX_REVENUE_ANTICIPATION_NOTE
[] = "TRAN"
const char
FIX::SecurityType_PFANDBRIEFE
[] = "PFAND"
const char
FIX::SecurityType_OTHER_ANTICIPATION_NOTES
[] = "AN"
const char
FIX::SecurityType_TAX_EXEMPT_COMMERCIAL_PAPER
[] = "TECP"
const char
FIX::SecurityType_PRIVATEEXPORTFUNDING
[] = "PEF"
const char
FIX::SecurityType_OTHERANTICIPATIONNOTESBANGANETC
[] = "AN"
const char
FIX::SecurityType_TAX_ANTICIPATION_NOTE
[] = "TAN"
const char
FIX::SecurityType_TREASURY_BILL
[] = "TB"
const char
FIX::SecurityType_PLAZOS_FIJOS
[] = "PZFJ"
const char
FIX::SecurityType_EURO_COMMERCIAL_PAPER
[] = "EUCP"
const char
FIX::SecurityType_MANDATORY_TENDER
[] = "MT"
const char
FIX::SecurityType_COLLATERALIZED_MORTGAGE_OBLIGATION
[] = "CMO"
const char
FIX::SecurityType_PREFERREDSTOCK
[] = "PS"
const char
FIX::SecurityType_VARIABLERATEDEMANDNOTE
[] = "VRDN"
const char
FIX::SecurityType_DEFAULTED
[] = "DEFLTED"
const char
FIX::SecurityType_INDEXED_LINKED
[] = "XLINKD"
const char
FIX::SecurityType_IOETTE_MORTGAGE
[] = "IET"
const char
FIX::SecurityType_CERTIFICATE_OF_DEPOSIT
[] = "CD"
const char
FIX::SecurityType_BILLOFEXCHANGES
[] = "BOX"
const char
FIX::SecurityType_PRINCIPALSTRIPOFACALLABLEBONDORNOTE
[] = "TCAL"
const char
FIX::SecurityType_EUROSOVEREIGNS
[] = "EUSOV"
const char
FIX::SecurityType_TIME_DEPOSIT
[] = "TD"
const char
FIX::SecurityType_CORPORATEBOND
[] = "CORP"
const char
FIX::SecurityType_FX_FORWARD
[] = "FXFWD"
const char
FIX::SecurityType_US_CORPORATE_FLOATING_RATE_NOTES
[] = "FRN"
const char
FIX::SecurityType_US_TREASURY_NOTE_TNOTE
[] = "TNOTE"
const char
FIX::SecurityType_MORTGAGEBACKEDSECURITIES
[] = "MBS"
const char
FIX::SecurityType_DEPOSIT_NOTES
[] = "DN"
const char
FIX::SecurityType_CORPORATEPRIVATEPLACEMENT
[] = "CPP"
const char
FIX::SecurityType_FEDERAL_HOUSING_AUTHORITY
[] = "FHA"
const char
FIX::SecurityType_MATURED
[] = "MATURED"
const char
FIX::SecurityType_SWINGLINEFACILITY
[] = "SWING"
const char
FIX::SecurityType_MULTI_LEG_INSTRUMENT
[] = "MLEG"
const char
FIX::SecurityType_CANADIAN_PROVINCIAL_BONDS
[] = "PROV"
const char
FIX::SecurityType_MEDIUM_TERM_NOTES
[] = "MTN"
const char
FIX::SecurityType_RETIRED
[] = "RETIRED"
const char
FIX::SecurityType_MUTUAL_FUND
[] = "MF"
const char
FIX::SecurityType_SECURITIESPLEDGE
[] = "SECPLEDGE"
const char
FIX::SecurityType_COMMERCIALPAPER
[] = "CP"
const char
FIX::SecurityType_REPURCHASE_AGREEMENT
[] = "RP"
const char
FIX::SecurityType_BILL_OF_EXCHANGES
[] = "BOX"
const char
FIX::SecurityType_MUTUALFUND
[] = "MF"
const char
FIX::SecurityType_COLLATERALIZE_MORTGAGE_OBLIGATION
[] = "CMO"
const char
FIX::SecurityType_EXTENDEDCOMMNOTE
[] = "XCN"
const char
FIX::SecurityType_FEDERAL_HOME_LOAN
[] = "FHL"
const char
FIX::SecurityType_REVOLVERLOAN
[] = "RVLV"
const char
FIX::SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE
[] = "TPRN"
const char
FIX::SecurityType_STRUCTURED_NOTES
[] = "STRUCT"
const char
FIX::SecurityType_INTERESTSTRIPFROMANYBONDORNOTE
[] = "TINT"
const char
FIX::SecurityType_CANADIAN_MORTGAGE_BONDS
[] = "CMB"
const char
FIX::SecurityType_REPURCHASE
[] = "REPO"
const char
FIX::SecurityType_AGENCY_POOLS
[] = "POOL"
const char
FIX::SecurityType_EURO_CORPORATE_BOND
[] = "EUCORP"
const char
FIX::SecurityType_SWING_LINE_FACILITY
[] = "SWING"
const char
FIX::SecurityType_USDSUPRANATIONALCOUPONS
[] = "SUPRA"
const char
FIX::SecurityType_REVOLVERTERMLOAN
[] = "RVLVTRM"
const char
FIX::SecurityType_LIQUIDITY_NOTE
[] = "LQN"
const char
FIX::SecurityType_MISCELLANEOUSPASSTHROUGH
[] = "MPT"
const char
FIX::SecurityType_CONVERTIBLE_BOND
[] = "CB"
const char
FIX::SecurityType_ASSET_BACKED_SECURITIES
[] = "ABS"
const char
FIX::SecurityType_WILDCARDENTRY
[] = "WLD"
const char
FIX::SecurityType_YANKEECORPORATEBOND
[] = "YANK"
const char
FIX::SecurityType_TAXREVENUEANTICIPATIONNOTE
[] = "TRAN"
const char
FIX::SecurityType_GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION
[] = "GN"
const char
FIX::SecurityType_BRADYBOND
[] = "BRADY"
const char
FIX::SecurityType_USTREASURYBILL
[] = "TBILL"
const char
FIX::SecurityType_STUDENT_LOAN_MARKETING_ASSOCIATION
[] = "SL"
const char
FIX::SecurityType_EUROCORPORATEBOND
[] = "EUCORP"
const char
FIX::SecurityType_FUTURE
[] = "FUT"
const char
FIX::SecurityType_US_TREASURY_BILL_TBILL
[] = "TBILL"
const char
FIX::SecurityType_TREASURIES_PLUS_AGENCY_DEBENTURE
[] = "GOVT"
const char
FIX::SecurityType_EURO_CERTIFICATE_OF_DEPOSIT
[] = "EUCD"
const char
FIX::SecurityType_BANKERS_ACCEPTANCE
[] = "BA"
const char
FIX::SecurityType_AMENDEDRESTATED
[] = "AMENDED"
const char
FIX::SecurityType_TERM_LOAN
[] = "TERM"
const char
FIX::SecurityType_BANKNOTES
[] = "BN"
const char
FIX::SecurityType_SHORT_TERM_LOAN_NOTE
[] = "STN"
const char
FIX::SecurityType_AMENDED_RESTATED
[] = "AMENDED"
const char
FIX::SecurityType_INTEREST_RATE_SWAP
[] = "IRS"
const char
FIX::SecurityType_EUROCOMMERCIALPAPER
[] = "EUCP"
const char
FIX::SecurityType_US_TREASURY_NOTE_UST
[] = "UST"
const char
FIX::SecurityType_US_TREASURY_BILL_USTB
[] = "USTB"
const char
FIX::SecurityType_FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION
[] = "FN"
const char
FIX::SecurityType_WITHDRAWN
[] = "WITHDRN"
const char
FIX::SecurityType_CORPORATE_PRIVATE_PLACEMENT
[] = "CPP"
const char
FIX::SecurityType_CERTIFICATE_OF_OBLIGATION
[] = "COFO"
const char
FIX::SecurityType_INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE
[] = "TINT"
const char
FIX::SecurityType_STRUCTUREDNOTES
[] = "STRUCT"
const char
FIX::SecurityType_BANKERSACCEPTANCE
[] = "BA"
const char
FIX::SecurityType_NO_ISITC_SECURITY_TYPE
[] = "NONE"
const char
FIX::SecurityType_CALLLOANS
[] = "CL"
const char
FIX::SecurityType_MISCELLANEOUS_PASS_THROUGH
[] = "MPT"
const char
FIX::SecurityType_FEDERAL_AGENCY_COUPON
[] = "FAC"
const char
FIX::SecurityType_CORPORATE_BOND
[] = "CORP"
const char
FIX::SecurityType_WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST
[] = "?"
const char
FIX::SecurityType_CORPMORTGAGEBACKEDSECURITIES
[] = "CMBS"
const char
FIX::SecurityType_EURO_SUPRANATIONAL_COUPONS
[] = "EUSUPRA"
const char
FIX::SecurityType_CALL_LOANS
[] = "CL"
const char
FIX::SecurityType_CERTIFICATEOFDEPOSIT
[] = "CD"
const char
FIX::SecurityType_SECURED_LIQUIDITY_NOTE
[] = "SLQN"
const char
FIX::SecurityType_TIMEDEPOSIT
[] = "TD"
const char
FIX::SecurityType_BANK_NOTES
[] = "BN"
const char
FIX::SecurityType_US_TREASURY_BILL
[] = "USTB"
const char
FIX::SecurityType_GENERALOBLIGATIONBONDS
[] = "GO"
const char
FIX::SecurityType_COMMONSTOCK
[] = "CS"
const char
FIX::SecurityType_PLAZOSFIJOS
[] = "PZFJ"
const char
FIX::SecurityType_SECURITIES_LOAN
[] = "SECLOAN"
const char
FIX::SecurityType_SECURITIESLOAN
[] = "SECLOAN"
const char
FIX::SecurityType_MUNICIPAL_BOND
[] = "MUNI"
const char
FIX::SecurityType_REVENUE_BONDS
[] = "REV"
const char
FIX::SecurityType_SPECIALTAX
[] = "SPCLT"
const char
FIX::SecurityType_PRINCIPALSTRIPFROMANONCALLABLEBONDORNOTE
[] = "TPRN"
const char
FIX::SecurityType_BRIDGE_LOAN
[] = "BRIDGE"
const char
FIX::SecurityType_IOETTEMORTGAGE
[] = "IET"
const char
FIX::SecurityType_FEDERALAGENCYCOUPON
[] = "FAC"
const char
FIX::SecurityType_COMMON_STOCK
[] = "CS"
const char
FIX::SecurityType_FEDERALAGENCYDISCOUNTNOTE
[] = "FADN"
const char
FIX::RoundingDirection_ROUNDUP
= '2'
const char
FIX::RoundingDirection_ROUND_DOWN
= '1'
const char
FIX::RoundingDirection_ROUND_TO_NEAREST
= '0'
const char
FIX::RoundingDirection_ROUND_UP
= '2'
const char
FIX::RoundingDirection_ROUNDDOWN
= '1'
const char
FIX::RoundingDirection_ROUNDNEAREST
= '0'
const char
FIX::TimeUnit_MINUTE
[] = "Min"
const char
FIX::TimeUnit_WEEK
[] = "Wk"
const char
FIX::TimeUnit_SECOND
[] = "S"
const char
FIX::TimeUnit_MONTH
[] = "Mo"
const char
FIX::TimeUnit_HOUR
[] = "H"
const char
FIX::TimeUnit_DAY
[] = "D"
const char
FIX::TimeUnit_YEAR
[] = "Yr"
const int
FIX::LegSwapType_MODIFIED_DURATION
= 2
const int
FIX::LegSwapType_PARFORPAR
= 1
const int
FIX::LegSwapType_RISK
= 4
const int
FIX::LegSwapType_PAR_FOR_PAR
= 1
const int
FIX::LegSwapType_MODIFIEDDURATION
= 2
const int
FIX::LegSwapType_PROCEEDS
= 5
const char
FIX::IOITransType_REPLACE
= 'R'
const char
FIX::IOITransType_NEW
= 'N'
const char
FIX::IOITransType_CANCEL
= 'C'
const int
FIX::PosReqResult_REQUESTFORPOSITIONNOTSUPPORTED
= 4
const int
FIX::PosReqResult_VALID_REQUEST
= 0
const int
FIX::PosReqResult_NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA
= 2
const int
FIX::PosReqResult_NOT_AUTHORIZED_TO_REQUEST_POSITIONS
= 3
const int
FIX::PosReqResult_INVALID_OR_UNSUPPORTED_REQUEST
= 1
const int
FIX::PosReqResult_NOTAUTHORIZEDTOREQUESTPOSITIONS
= 3
const int
FIX::PosReqResult_OTHER
= 99
const int
FIX::PosReqResult_NOPOSITIONSFOUNDTHATMATCHCRITERIA
= 2
const int
FIX::PosReqResult_REQUEST_FOR_POSITION_NOT_SUPPORTED
= 4
const int
FIX::PosReqResult_INVALIDORUNSUPPORTEDREQUEST
= 1
const int
FIX::PosReqResult_VALIDREQUEST
= 0
const char
FIX::SettlInstMode_ACCOUNTOVERRIDING
= '2'
const char
FIX::SettlInstMode_REJECT
= '5'
const char
FIX::SettlInstMode_DEFAULT
= '0'
const char
FIX::SettlInstMode_REQUEST_REJECT
= '5'
const char
FIX::SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING
= '2'
const char
FIX::SettlInstMode_SIPROVIDED
= '1'
const char
FIX::SettlInstMode_ACCOUNTSTANDING
= '3'
const char
FIX::SettlInstMode_CIVORDERSINGLEACCT
= '4'
const char
FIX::SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_STANDING
= '3'
const char
FIX::SettlInstMode_SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT
= '4'
const char
FIX::SettlInstMode_STANDING_INSTRUCTIONS_PROVIDED
= '1'
const char
FIX::PreviouslyReported_NO
= 'N'
const char
FIX::PreviouslyReported_YES
= 'Y'
const char
FIX::CustOrderHandlingInst_PEGGED
[] = "PEG"
const char
FIX::CustOrderHandlingInst_MARKET_ON_OPEN
[] = "MOO"
const char
FIX::CustOrderHandlingInst_SCALE
[] = "SCL"
const char
FIX::CustOrderHandlingInst_FILL_OR_KILL
[] = "FOK"
const char
FIX::CustOrderHandlingInst_ALL_OR_NONE
[] = "AON"
const char
FIX::CustOrderHandlingInst_NOT_HELD
[] = "NH"
const char
FIX::CustOrderHandlingInst_DIRECTED_ORDER
[] = "DIR"
const char
FIX::CustOrderHandlingInst_STOP_STOCK_TRANSACTION
[] = "S.W"
const char
FIX::CustOrderHandlingInst_OVER_THE_DAY
[] = "OVD"
const char
FIX::CustOrderHandlingInst_ADD_ON_ORDER
[] = "ADD"
const char
FIX::CustOrderHandlingInst_MARKET_AT_CLOSE
[] = "MAC"
const char
FIX::CustOrderHandlingInst_LIMIT_ON_OPEN
[] = "LOO"
const char
FIX::CustOrderHandlingInst_CASH_NOT_HELD
[] = "CNH"
const char
FIX::CustOrderHandlingInst_MARKET_ON_CLOSE
[] = "MOC"
const char
FIX::CustOrderHandlingInst_TIME_ORDER
[] = "TMO"
const char
FIX::CustOrderHandlingInst_LIMIT_ON_CLOSE
[] = "LOC"
const char
FIX::CustOrderHandlingInst_IMMEDIATE_OR_CANCEL
[] = "IOC"
const char
FIX::CustOrderHandlingInst_TRAILING_STOP
[] = "TS"
const char
FIX::CustOrderHandlingInst_WORK
[] = "WRK"
const char
FIX::CustOrderHandlingInst_RESERVE_SIZE_ORDER
[] = "RSV"
const char
FIX::CustOrderHandlingInst_MINIMUM_QUANTITY
[] = "MQT"
const char
FIX::CustOrderHandlingInst_MARKET_AT_OPEN
[] = "MAO"
const char
FIX::CustOrderHandlingInst_IMBALANCE_ONLY
[] = "IO"
const char
FIX::CustOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION
[] = "E.W"
const char
FIX::SecurityStatus_INACTIVE
[] = "2"
const char
FIX::SecurityStatus_ACTIVE
[] = "1"
const char
FIX::ProcessCode_SOFT_DOLLAR
= '1'
const char
FIX::ProcessCode_STEPOUTSOFT
= '5'
const char
FIX::ProcessCode_STEPOUT
= '3'
const char
FIX::ProcessCode_PLAN_SPONSOR
= '6'
const char
FIX::ProcessCode_STEP_IN
= '2'
const char
FIX::ProcessCode_STEPIN
= '2'
const char
FIX::ProcessCode_REGULAR
= '0'
const char
FIX::ProcessCode_SOFTDOLLAR
= '1'
const char
FIX::ProcessCode_PLANSPONSOR
= '6'
const char
FIX::ProcessCode_STEPINSOFT
= '4'
const char
FIX::ProcessCode_SOFT_DOLLAR_STEP_OUT
= '5'
const char
FIX::ProcessCode_STEP_OUT
= '3'
const char
FIX::ProcessCode_SOFT_DOLLAR_STEP_IN
= '4'
const char
FIX::ExecInst_TRY_TO_STOP
= 'Y'
const char
FIX::ExecInst_PEG_TO_LIMIT_PRICE
= 'd'
const char
FIX::ExecInst_EXECUTE_AS_DURATION_NEUTRAL
= 's'
const char
FIX::ExecInst_PARTICIPANT_DONT_INITIATE
= '6'
const char
FIX::ExecInst_REINSTATE_ON_TRADING_HALT
= 'J'
const char
FIX::ExecInst_NO_CROSS
= 'A'
const char
FIX::ExecInst_PEGVWAP
= 'W'
const char
FIX::ExecInst_STRICT_SCALE
= '7'
const char
FIX::ExecInst_AON
= 'G'
const char
FIX::ExecInst_TRAILING_STOP_PEG
= 'a'
const char
FIX::ExecInst_TRAILSTOPPEG
= 'a'
const char
FIX::ExecInst_MARKPEG
= 'P'
const char
FIX::ExecInst_MIDPRCPEG
= 'M'
const char
FIX::ExecInst_OKCROSS
= 'B'
const char
FIX::ExecInst_EXECUTE_AS_FX_NEUTRAL
= 't'
const char
FIX::ExecInst_CUSTDISPINST
= 'U'
const char
FIX::ExecInst_IGNOREPRICECHK
= 'c'
const char
FIX::ExecInst_STRICTLIMIT
= 'b'
const char
FIX::ExecInst_WORKTOSTRATEGY
= 'e'
const char
FIX::ExecInst_OK_TO_CROSS
= 'B'
const char
FIX::ExecInst_SUSPEND_ON_SYSTEM_FAILURE
= 'l'
const char
FIX::ExecInst_REINSTATE_ON_SYSTEM_FAILURE
= 'H'
const char
FIX::ExecInst_GO_ALONG
= '3'
const char
FIX::ExecInst_INSTITONLY
= 'I'
const char
FIX::ExecInst_DO_NOT_INCREASE
= 'E'
const char
FIX::ExecInst_SUSPEND
= 'S'
const char
FIX::ExecInst_TRYTOSTOP
= 'Y'
const char
FIX::ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER
= 'T'
const char
FIX::ExecInst_SUSPEND_ON_TRADING_HALT
= 'm'
const char
FIX::ExecInst_INTERMARKET_SWEEP
= 'f'
const char
FIX::ExecInst_IGNORE_PRICE_VALIDITY_CHECKS
= 'c'
const char
FIX::ExecInst_PARTICIPATE_DONT_INITIATE
= '6'
const char
FIX::ExecInst_LASTPEG
= 'L'
const char
FIX::ExecInst_PEG_TO_VWAP
= 'W'
const char
FIX::ExecInst_PRIMARY_PEG
= 'R'
const char
FIX::ExecInst_NONNEGO
= 'N'
const char
FIX::ExecInst_BEST_EXECUTION
= 'k'
const char
FIX::ExecInst_STAY_ON_BID_SIDE
= '9'
const char
FIX::ExecInst_NOTHELD
= '1'
const char
FIX::ExecInst_STRICTSCALE
= '7'
const char
FIX::ExecInst_REINSTATE_ON_CONNECTION_LOSS
= 'n'
const char
FIX::ExecInst_DNI
= 'E'
const char
FIX::ExecInst_TRYTOSCALE
= '8'
const char
FIX::ExecInst_PERCENT_OF_VOLUME
= 'D'
const char
FIX::ExecInst_GOALONG
= '3'
const char
FIX::ExecInst_WORK
= '2'
const char
FIX::ExecInst_HELD
= '5'
const char
FIX::ExecInst_NOCROSS
= 'A'
const char
FIX::ExecInst_RELEASE_FROM_SUSPENSION
= 'q'
const char
FIX::ExecInst_STRICT_LIMIT
= 'b'
const char
FIX::ExecInst_OPENPEG
= 'O'
const char
FIX::ExecInst_STAY_ON_BIDSIDE
= '9'
const char
FIX::ExecInst_STAY_ON_OFFERSIDE
= '0'
const char
FIX::ExecInst_OVER_THE_DAY
= '4'
const char
FIX::ExecInst_RESTATEONTRADINGHALT
= 'J'
const char
FIX::ExecInst_INSTITUTIONS_ONLY
= 'I'
const char
FIX::ExecInst_NOT_HELD
= '1'
const char
FIX::ExecInst_CANCELONTRADINGHALT
= 'K'
const char
FIX::ExecInst_CANCELONSYSFAIL
= 'Q'
const char
FIX::ExecInst_CANCEL_ON_SYSTEM_FAILURE
= 'Q'
const char
FIX::ExecInst_MARKET_PEG
= 'P'
const char
FIX::ExecInst_TRADEALONG
= 'X'
const char
FIX::ExecInst_CALL_FIRST
= 'C'
const char
FIX::ExecInst_PEGTOLIMIT
= 'd'
const char
FIX::ExecInst_EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED
= 'r'
const char
FIX::ExecInst_SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE
= 'j'
const char
FIX::ExecInst_NON_NEGOTIABLE
= 'N'
const char
FIX::ExecInst_TRY_TO_SCALE
= '8'
const char
FIX::ExecInst_EXTERNAL_ROUTING_ALLOWED
= 'g'
const char
FIX::ExecInst_WORK_TO_TARGET_STRATEGY
= 'e'
const char
FIX::ExecInst_STAY_ON_OFFER_SIDE
= '0'
const char
FIX::ExecInst_CUSTOMER_DISPLAY_INSTRUCTION
= 'U'
const char
FIX::ExecInst_OVERDAY
= '4'
const char
FIX::ExecInst_LAST_PEG
= 'L'
const char
FIX::ExecInst_CALLFIRST
= 'C'
const char
FIX::ExecInst_REINSTATE_ON_SYSTEM_FAILUE
= 'H'
const char
FIX::ExecInst_DO_NOT_REDUCE
= 'F'
const char
FIX::ExecInst_MID_PRICE_PEG
= 'M'
const char
FIX::ExecInst_ALL_OR_NONE
= 'G'
const char
FIX::ExecInst_OPENING_PEG
= 'O'
const char
FIX::ExecInst_PERCVOL
= 'D'
const char
FIX::ExecInst_SUSPEND_ON_CONNECTION_LOSS
= 'p'
const char
FIX::ExecInst_CANCEL_ON_CONNECTION_LOSS
= 'o'
const char
FIX::ExecInst_EXTERNAL_ROUTING_NOT_ALLOWED
= 'h'
const char
FIX::ExecInst_CANCEL_IF_NOT_BEST
= 'Z'
const char
FIX::ExecInst_PARTNOTINIT
= '6'
const char
FIX::ExecInst_CXLIFNOTBEST
= 'Z'
const char
FIX::ExecInst_NETTING
= 'V'
const char
FIX::ExecInst_IMBALANCE_ONLY
= 'i'
const char
FIX::ExecInst_CANCEL_ON_TRADING_HALT
= 'K'
const char
FIX::ExecInst_TRADE_ALONG
= 'X'
const char
FIX::ExecInst_DNR
= 'F'
const char
FIX::ExecInst_STAYOFFER
= '0'
const char
FIX::ExecInst_STAYBID
= '9'
const char
FIX::ExecInst_RESTATEONSYSFAIL
= 'H'
const char
FIX::ExecInst_PRIMPEG
= 'R'
const char
FIX::ExecType_REPLACE
= '5'
const char
FIX::ExecType_NEW
= '0'
const char
FIX::ExecType_CALCULATED
= 'B'
const char
FIX::ExecType_PENDINGNEW
= 'A'
const char
FIX::ExecType_ORDERSTATUS
= 'I'
const char
FIX::ExecType_PENDING_CANCEL
= '6'
const char
FIX::ExecType_TRADE_IN_A_CLEARING_HOLD
= 'J'
const char
FIX::ExecType_TRADE_HAS_BEEN_RELEASED_TO_CLEARING
= 'K'
const char
FIX::ExecType_ORDER_STATUS
= 'I'
const char
FIX::ExecType_PENDING_CANCEL_REPLACE
= '6'
const char
FIX::ExecType_PARTIAL_FILL
= '1'
const char
FIX::ExecType_PENDINGCXL
= '6'
const char
FIX::ExecType_PENDING_NEW
= 'A'
const char
FIX::ExecType_STOPPED
= '7'
const char
FIX::ExecType_CANCELED
= '4'
const char
FIX::ExecType_PENDING_REPLACE
= 'E'
const char
FIX::ExecType_TRADE
= 'F'
const char
FIX::ExecType_TRADE_CORRECT
= 'G'
const char
FIX::ExecType_PENDINGREPLACE
= 'E'
const char
FIX::ExecType_SUSPENDED
= '9'
const char
FIX::ExecType_FILL
= '2'
const char
FIX::ExecType_DONE
= '3'
const char
FIX::ExecType_RESTATED
= 'D'
const char
FIX::ExecType_REJECTED
= '8'
const char
FIX::ExecType_REPLACED
= '5'
const char
FIX::ExecType_EXPIRED
= 'C'
const char
FIX::ExecType_DONE_FOR_DAY
= '3'
const char
FIX::ExecType_TRIGGERED_OR_ACTIVATED_BY_SYSTEM
= 'L'
const char
FIX::ExecType_TRADECORRECT
= 'G'
const char
FIX::ExecType_TRADECANCEL
= 'H'
const char
FIX::ExecType_TRADE_CANCEL
= 'H'
const char
FIX::ExecType_CANCELLED
= '4'
const int
FIX::MultilegModel_USER_DEFINED_MULTLEG_SECURITY
= 1
const int
FIX::MultilegModel_PREDEFINED_MULTILEG_SECURITY
= 0
const int
FIX::MultilegModel_USER_DEFINED_NON_SECURITIZED_MULTILEG
= 2
const int
FIX::EventType_SWAP_NEXT_START_DATE
= 11
const int
FIX::EventType_LAST_ELIGIBLE_TRADE_DATE
= 7
const int
FIX::EventType_FIRST_DELIVERY_DATE
= 13
const int
FIX::EventType_TENDER
= 3
const int
FIX::EventType_INITIAL_INVENTORY_DUE_DATE
= 15
const int
FIX::EventType_FIRST_INTENT_DATE
= 17
const int
FIX::EventType_ACTIVATION
= 5
const int
FIX::EventType_PUT
= 1
const int
FIX::EventType_SWAP_START_DATE
= 8
const int
FIX::EventType_SWAP_NEXT_ROLL_DATE
= 12
const int
FIX::EventType_LAST_DELIVERY_DATE
= 14
const int
FIX::EventType_POSITION_REMOVAL_DATE
= 19
const int
FIX::EventType_SWAP_ROLL_DATE
= 10
const int
FIX::EventType_FINAL_INVENTORY_DUE_DATE
= 16
const int
FIX::EventType_OTHER
= 99
const int
FIX::EventType_INACTIVIATION
= 6
const int
FIX::EventType_SINKINGFUNDCALL
= 4
const int
FIX::EventType_SWAP_END_DATE
= 9
const int
FIX::EventType_LAST_INTENT_DATE
= 18
const int
FIX::EventType_SINKING_FUND_CALL
= 4
const int
FIX::EventType_CALL
= 2
const int
FIX::TradeAllocIndicator_ALLOCATIONREQUIREDALLOCATIONINFORMATIONNOTPROVIDED
= 1
const int
FIX::TradeAllocIndicator_ALLOCATION_REQUIRED
= 1
const int
FIX::TradeAllocIndicator_ALLOCATION_TO_CLAIM_ACCOUNT
= 5
const int
FIX::TradeAllocIndicator_USEALLOCATIONPROVIDEDWITHTHETRADE
= 2
const int
FIX::TradeAllocIndicator_ALLOCATION_FROM_EXECUTOR
= 4
const int
FIX::TradeAllocIndicator_USE_ALLOCATION_PROVIDED_WITH_THE_TRADE
= 2
const int
FIX::TradeAllocIndicator_ALLOCATIONNOTREQUIRED
= 0
const int
FIX::TradeAllocIndicator_ALLOCATION_NOT_REQUIRED
= 0
const int
FIX::TradeAllocIndicator_ALLOCATION_GIVE_UP_EXECUTOR
= 3
const int
FIX::UserStatus_NOT_LOGGED_IN
= 2
const int
FIX::UserStatus_PASSWORD_INCORRECT
= 4
const int
FIX::UserStatus_USERNOTRECOGNISED
= 3
const int
FIX::UserStatus_LOGGED_IN
= 1
const int
FIX::UserStatus_PASSWORDCHANGED
= 5
const int
FIX::UserStatus_FORCED_USER_LOGOUT_BY_EXCHANGE
= 7
const int
FIX::UserStatus_USER_NOT_RECOGNISED
= 3
const int
FIX::UserStatus_NOTLOGGEDIN
= 2
const int
FIX::UserStatus_PASSWORD_CHANGED
= 5
const int
FIX::UserStatus_OTHER
= 6
const int
FIX::UserStatus_LOGGEDIN
= 1
const int
FIX::UserStatus_SESSION_SHUTDOWN_WARNING
= 8
const int
FIX::UserStatus_PASSWORDINCORRECT
= 4
const char
FIX::InstrRegistry_PHYSICAL
[] = "ZZ"
const char
FIX::InstrRegistry_COUNTRY
[] = "ISO"
const char
FIX::InstrRegistry_CUSTODIAN
[] = "BIC"
const int
FIX::OrderDelayUnit_WEEKS
= 13
const int
FIX::OrderDelayUnit_TENTHS_OF_A_SECOND
= 1
const int
FIX::OrderDelayUnit_SECONDS
= 0
const int
FIX::OrderDelayUnit_MONTHS
= 14
const int
FIX::OrderDelayUnit_YEARS
= 15
const int
FIX::OrderDelayUnit_NANOSECONDS
= 5
const int
FIX::OrderDelayUnit_HUNDREDTHS_OF_A_SECOND
= 2
const int
FIX::OrderDelayUnit_HOURS
= 11
const int
FIX::OrderDelayUnit_MICROSECONDS
= 4
const int
FIX::OrderDelayUnit_MINUTES
= 10
const int
FIX::OrderDelayUnit_MILLISECONDS
= 3
const int
FIX::OrderDelayUnit_DAYS
= 12
const char
FIX::TradedFlatSwitch_NO
= 'N'
const char
FIX::TradedFlatSwitch_YES
= 'Y'
const int
FIX::TrdRptStatus_ACCEPTED_WITH_ERRORS
= 3
const int
FIX::TrdRptStatus_REJECTED
= 1
const int
FIX::TrdRptStatus_ACCEPTED
= 0
const int
FIX::QuoteStatus_CANCELEDDUETOLOCKMARKET
= 14
const int
FIX::QuoteStatus_REJ
= 5
const int
FIX::QuoteStatus_PENDING
= 10
const int
FIX::QuoteStatus_LOCKEDMARKETWARNING
= 12
const int
FIX::QuoteStatus_CROSSMARKETWARNING
= 13
const int
FIX::QuoteStatus_REMOVED
= 6
const int
FIX::QuoteStatus_CXLUNDER
= 3
const int
FIX::QuoteStatus_PENDING_END_TRADE
= 19
const int
FIX::QuoteStatus_CROSS_MARKET_WARNING
= 13
const int
FIX::QuoteStatus_QUOTENOTFOUND
= 9
const int
FIX::QuoteStatus_CANCELED
= 17
const int
FIX::QuoteStatus_LOCKED_MARKET_WARNING
= 12
const int
FIX::QuoteStatus_CXLSYM
= 1
const int
FIX::QuoteStatus_CANCELED_FOR_UNDERLYING
= 3
const int
FIX::QuoteStatus_UNSOLICITED_QUOTE_REPLENISHMENT
= 18
const int
FIX::QuoteStatus_TOO_LATE_TO_END
= 20
const int
FIX::QuoteStatus_CANCELED_DUE_TO_LOCK_MARKET
= 14
const int
FIX::QuoteStatus_CANCELED_DUE_TO_CROSS_MARKET
= 15
const int
FIX::QuoteStatus_ACCPT
= 0
const int
FIX::QuoteStatus_CANCELED_FOR_SECURITY_TYPE
= 2
const int
FIX::QuoteStatus_CANCELED_ALL
= 4
const int
FIX::QuoteStatus_PASS
= 11
const int
FIX::QuoteStatus_CANCELEDDUETOCROSSMARKET
= 15
const int
FIX::QuoteStatus_REJECTED
= 5
const int
FIX::QuoteStatus_QUERY
= 8
const int
FIX::QuoteStatus_CXLSECTYPE
= 2
const int
FIX::QuoteStatus_ACCEPTED
= 0
const int
FIX::QuoteStatus_EXPIRED
= 7
const int
FIX::QuoteStatus_CANCELED_FOR_SYMBOL
= 1
const int
FIX::QuoteStatus_REMOVED_FROM_MARKET
= 6
const int
FIX::QuoteStatus_ACTIVE
= 16
const int
FIX::QuoteStatus_CANCEL_FOR_SYMBOL
= 1
const int
FIX::QuoteStatus_CXLALL
= 4
const int
FIX::QuoteStatus_QUOTE_NOT_FOUND
= 9
const char
FIX::SolicitedFlag_NO
= 'N'
const char
FIX::SolicitedFlag_YES
= 'Y'
const int
FIX::RiskLimitType_GROSS_LIMIT
= 1
const int
FIX::RiskLimitType_SHORT_LIMIT
= 5
const int
FIX::RiskLimitType_LONG_LIMIT
= 4
const int
FIX::RiskLimitType_NET_LIMIT
= 2
const int
FIX::RiskLimitType_EXPOSURE
= 3
const int
FIX::ShortSaleReason_DEALER_SOLD_SHORT
= 0
const int
FIX::ShortSaleReason_DEALERSOLDSHORTEXEMPT
= 1
const int
FIX::ShortSaleReason_QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT
= 5
const int
FIX::ShortSaleReason_DEALERSOLDSHORT
= 0
const int
FIX::ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT
= 2
const int
FIX::ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT_EXEMPT
= 3
const int
FIX::ShortSaleReason_SELLINGCUSTOMERSOLDSHORT
= 2
const int
FIX::ShortSaleReason_SELLINGCUSTOMERSOLDSHORTEXEMPT
= 3
const int
FIX::ShortSaleReason_DEALER_SOLD_SHORT_EXEMPT
= 1
const int
FIX::ShortSaleReason_QSRORAGUCONTRASIDESOLDSHORT
= 4
const int
FIX::ShortSaleReason_QUALIFIED_SERVICE_REPRESENTATIVE
= 4
const int
FIX::ShortSaleReason_QSRORAGUCONTRASIDESOLDSHORTEXEMPT
= 5
const int
FIX::PegRoundDirection_MOREPASSIVE
= 2
const int
FIX::PegRoundDirection_MOREAGGRESSIVE
= 1
const int
FIX::PegRoundDirection_MORE_AGGRESSIVE
= 1
const int
FIX::PegRoundDirection_MORE_PASSIVE
= 2
const int
FIX::ModelType_PROPRIETARY
= 1
const int
FIX::ModelType_UTILITY_PROVIDED_STANDARD_MODEL
= 0
const char
FIX::FuturesValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT
[] = "FUTDA"
const char
FIX::FuturesValuationMethod_PREMIUM_STYLE
[] = "EQTY"
const char
FIX::FuturesValuationMethod_FUTURES_STYLE_MARK_TO_MARKET
[] = "FUT"
const char
FIX::SettlMethod_CASH_SETTLEMENT_REQUIRED
= 'C'
const char
FIX::SettlMethod_PHYSICAL_SETTLEMENT_REQUIRED
= 'P'
const int
FIX::ConfirmStatus_CONFIRMED
= 4
const int
FIX::ConfirmStatus_REQUESTREJECTED
= 5
const int
FIX::ConfirmStatus_MISSINGSETTLEMENTINSTRUCTIONS
= 3
const int
FIX::ConfirmStatus_MISSING_SETTLEMENT_INSTRUCTIONS
= 3
const int
FIX::ConfirmStatus_REQUEST_REJECTED
= 5
const int
FIX::ConfirmStatus_MISMATCHEDACCOUNT
= 2
const int
FIX::ConfirmStatus_MISMATCHED_ACCOUNT
= 2
const int
FIX::ConfirmStatus_RECEIVED
= 1
const char
FIX::LocateReqd_NO
= 'N'
const char
FIX::LocateReqd_YES
= 'Y'
const int
FIX::Adjustment_CANCEL
= 1
const int
FIX::Adjustment_CORRECTION
= 3
const int
FIX::Adjustment_ERROR
= 2
const int
FIX::StreamAsgnType_ASSIGNMENT
= 1
const int
FIX::StreamAsgnType_TERMINATE_UNASSIGN
= 3
const int
FIX::StreamAsgnType_REJECTED
= 2
const char
FIX::LastRptRequested_NO
= 'N'
const char
FIX::LastRptRequested_YES
= 'Y'
const char
FIX::SettlSessID_END_OF_DAY
[] = "EOD"
const char
FIX::SettlSessID_REGULAR_TRADING_HOURS
[] = "RTH"
const char
FIX::SettlSessID_ELECTRONIC_TRADING_HOURS
[] = "ETH"
const char
FIX::SettlSessID_INTRADAY
[] = "ITD"
const int
FIX::TradeReportType_NO_WAS
= 5
const int
FIX::TradeReportType_ADDENDUM
= 4
const int
FIX::TradeReportType_7
= 7
const int
FIX::TradeReportType_PENDED
= 10
const int
FIX::TradeReportType_LOCKEDINTRADEBREAK
= 7
const int
FIX::TradeReportType_DEFAULTED
= 8
const int
FIX::TradeReportType_DECLINE
= 3
const int
FIX::TradeReportType_ALLEGED_NEW
= 11
const int
FIX::TradeReportType_ALLEGED_TRADE_REPORT_CANCEL
= 14
const int
FIX::TradeReportType_ALLEGED_15
= 15
const int
FIX::TradeReportType_ALLEGED_ADDENDUM
= 12
const int
FIX::TradeReportType_ALLEGED
= 1
const int
FIX::TradeReportType_SUBMIT
= 0
const int
FIX::TradeReportType_NOWAS
= 5
const int
FIX::TradeReportType_ALLEGED_1
= 1
const int
FIX::TradeReportType_INVALID_CMTA
= 9
const int
FIX::TradeReportType_TRADEREPORTCANCEL
= 6
const int
FIX::TradeReportType_TRADE_REPORT_CANCEL
= 6
const int
FIX::TradeReportType_ALLEGED_NO_WAS
= 13
const int
FIX::TradeReportType_ACCEPT
= 2
const int
FIX::ExerciseStyle_AMERICAN
= 1
const int
FIX::ExerciseStyle_EUROPEAN
= 0
const int
FIX::ExerciseStyle_BERMUDA
= 2
const char
FIX::HaltReasonChar_EQUIPCHANGE
= 'X'
const char
FIX::HaltReasonChar_ADDITIONAL_INFORMATION
= 'M'
const char
FIX::HaltReasonChar_ORDINFL
= 'E'
const char
FIX::HaltReasonChar_NEW_PENDING
= 'P'
const char
FIX::HaltReasonChar_NEWSDISS
= 'D'
const char
FIX::HaltReasonChar_NEWS_PENDING
= 'P'
const char
FIX::HaltReasonChar_ORDER_INFLUX
= 'E'
const char
FIX::HaltReasonChar_NEWS_DISSEMINATION
= 'D'
const char
FIX::HaltReasonChar_ADDINFO
= 'M'
const char
FIX::HaltReasonChar_ORDIMB
= 'I'
const char
FIX::HaltReasonChar_EQUIPMENT_CHANGEOVER
= 'X'
const char
FIX::HaltReasonChar_ORDER_IMBALANCE
= 'I'
const char
FIX::HaltReasonChar_NEWSPEND
= 'P'
const char
FIX::ExDestination_POSIT
= '4'
const char
FIX::ExDestination_NONE
= '0'
const int
FIX::AllocReportType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY
= 4
const int
FIX::AllocReportType_WAREHOUSE_RECAP
= 5
const int
FIX::AllocReportType_REJECT
= 10
const int
FIX::AllocReportType_REQUESTTOINTERMEDIARY
= 8
const int
FIX::AllocReportType_ACCEPT_PENDING
= 11
const int
FIX::AllocReportType_REQUEST_TO_INTERMEDIARY
= 8
const int
FIX::AllocReportType_COMPLETE
= 12
const int
FIX::AllocReportType_SELLSIDECALCULATEDUSINGPRELIMINARY
= 3
const int
FIX::AllocReportType_PRELIMINARY_REQUEST_TO_INTERMEDIARY
= 2
const int
FIX::AllocReportType_SELLSIDE_CALCULATED_USING_PRELIMINARY
= 3
const int
FIX::AllocReportType_REVERSE_PENDING
= 14
const int
FIX::AllocReportType_WAREHOUSERECAP
= 5
const int
FIX::AllocReportType_ACCEPT
= 9
const int
FIX::AllocReportType_SELLSIDECALCULATEDWITHOUTPRELIMINARY
= 4
const int
FIX::AllocType_BUYSIDEREADYTOBOOKSINGLE
= 5
const int
FIX::AllocType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY
= 4
const int
FIX::AllocType_CALCULATED
= 1
const int
FIX::AllocType_INCOMPLETE_GROUP
= 12
const int
FIX::AllocType_REVERSAL_PENDING
= 14
const int
FIX::AllocType_PRELIMINARY
= 2
const int
FIX::AllocType_REJECT
= 10
const int
FIX::AllocType_WAREHOUSEINSTRUCTION
= 7
const int
FIX::AllocType_BUYSIDEPRELIM
= 2
const int
FIX::AllocType_REQUESTTOINTERMEDIARY
= 8
const int
FIX::AllocType_ACCEPT_PENDING
= 11
const int
FIX::AllocType_BUYSIDEREADYTOBOOKCOMBINED
= 6
const int
FIX::AllocType_BUYSIDE_CALCULATED
= 1
const int
FIX::AllocType_REQUEST_TO_INTERMEDIARY
= 8
const int
FIX::AllocType_SELLSIDECALCWITHOUTPRELIM
= 4
const int
FIX::AllocType_BUYSIDE_READY_TO_BOOK_5
= 5
const int
FIX::AllocType_BUYSIDE_READY_TO_BOOK_6
= 6
const int
FIX::AllocType_COMPLETE_GROUP
= 13
const int
FIX::AllocType_BUYSIDECALC
= 1
const int
FIX::AllocType_SELLSIDE_CALCULATED_USING_PRELIMINARY
= 3
const int
FIX::AllocType_READY_TO_BOOK
= 5
const int
FIX::AllocType_BUYSIDE_READY_TO_BOOK
= 6
const int
FIX::AllocType_WAREHOUSE_INSTRUCTION
= 7
const int
FIX::AllocType_BUYSIDE_PRELIMINARY
= 2
const int
FIX::AllocType_ACCEPT
= 9
const int
FIX::AllocType_SELLSIDECALC
= 3
const int
FIX::QuoteRequestRejectReason_INSUFFICIENT_CREDIT
= 11
const int
FIX::QuoteRequestRejectReason_NOMARKETFORINSTRUMENT
= 8
const int
FIX::QuoteRequestRejectReason_NOTAUTHTOREQQUOTE
= 6
const int
FIX::QuoteRequestRejectReason_NOT_AUTHORIZED_TO_REQUEST_QUOTE
= 6
const int
FIX::QuoteRequestRejectReason_QUOTEREQUESTEXLIMIT
= 3
const int
FIX::QuoteRequestRejectReason_INVALID_PRICE
= 5
const int
FIX::QuoteRequestRejectReason_EXCHANGECLOSED
= 2
const int
FIX::QuoteRequestRejectReason_TOOLATE
= 4
const int
FIX::QuoteRequestRejectReason_INVPRICE
= 5
const int
FIX::QuoteRequestRejectReason_NOMATCHFORINQUIRY
= 7
const int
FIX::QuoteRequestRejectReason_TOO_LATE_TO_ENTER
= 4
const int
FIX::QuoteRequestRejectReason_NO_MATCH_FOR_INQUIRY
= 7
const int
FIX::QuoteRequestRejectReason_UNKNOWNSYM
= 1
const int
FIX::QuoteRequestRejectReason_EXCHANGE
= 2
const int
FIX::QuoteRequestRejectReason_NO_MARKET_FOR_INSTRUMENT
= 8
const int
FIX::QuoteRequestRejectReason_UNKNOWN_SYMBOL
= 1
const int
FIX::QuoteRequestRejectReason_OTHER
= 99
const int
FIX::QuoteRequestRejectReason_PASS
= 10
const int
FIX::QuoteRequestRejectReason_NOINVENTORY
= 9
const int
FIX::QuoteRequestRejectReason_NO_INVENTORY
= 9
const int
FIX::QuoteRequestRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT
= 3
const int
FIX::LiquidityIndType_5DAY
= 1
const int
FIX::LiquidityIndType_NORMAL
= 3
const int
FIX::LiquidityIndType_20_DAY_MOVING_AVERAGE
= 2
const int
FIX::LiquidityIndType_5_DAY_MOVING_AVERAGE
= 1
const int
FIX::LiquidityIndType_5DAY_MOVING_AVERAGE
= 1
const int
FIX::LiquidityIndType_NORMAL_MARKET_SIZE
= 3
const int
FIX::LiquidityIndType_OTHER
= 4
const int
FIX::LiquidityIndType_20DAY
= 2
const int
FIX::StatusValue_IN_PROCESS
= 4
const int
FIX::StatusValue_NOTCONNECTEDDOWNEXPECTEDUP
= 2
const int
FIX::StatusValue_NOT_CONNECTED_2
= 2
const int
FIX::StatusValue_NOTCONNECTEDDOWNEXPECTEDDOWN
= 3
const int
FIX::StatusValue_CONNECTED
= 1
const int
FIX::StatusValue_NOT_CONNECTED_3
= 3
const int
FIX::StatusValue_INPROCESS
= 4
const char
FIX::PosType_INTRA_SPREAD_QTY
[] = "IAS"
const char
FIX::PosType_INTER_SPREAD_QTY
[] = "IES"
const char
FIX::PosType_TRANSFER_TRADE_QTY
[] = "TRF"
const char
FIX::PosType_EXCHANGE_FOR_PHYSICAL_QTY
[] = "EP"
const char
FIX::PosType_TRANSFERTRADEQTY
[] = "TRF"
const char
FIX::PosType_TRANSACTIONQUANTITY
[] = "TQ"
const char
FIX::PosType_ADJUSTMENTQTY
[] = "PA"
const char
FIX::PosType_START_OF_DAY_QTY
[] = "SOD"
const char
FIX::PosType_ENDOFDAYQTY
[] = "FIN"
const char
FIX::PosType_DELIVERY_QTY
[] = "DLV"
const char
FIX::PosType_TRANSACTIONFROMEXERCISE
[] = "TX"
const char
FIX::PosType_OPTIONEXERCISEQTY
[] = "EX"
const char
FIX::PosType_DELIVERYQTY
[] = "DLV"
const char
FIX::PosType_OPTION_ASSIGNMENT
[] = "AS"
const char
FIX::PosType_PIT_TRADE_QTY
[] = "PIT"
const char
FIX::PosType_TRANSACTION_FROM_ASSIGNMENT
[] = "TA"
const char
FIX::PosType_TRANSACTION_FROM_EXERCISE
[] = "TX"
const char
FIX::PosType_INTEGRALSPLIT
[] = "SPL"
const char
FIX::PosType_ELECTRONICTRADEQTY
[] = "ETR"
const char
FIX::PosType_AS_OF_TRADE_QTY
[] = "ASF"
const char
FIX::PosType_ELECTRONIC_TRADE_QTY
[] = "ETR"
const char
FIX::PosType_PITTRADEQTY
[] = "PIT"
const char
FIX::PosType_OPTIONASSIGNMENT
[] = "AS"
const char
FIX::PosType_SUCCESSION_EVENT_ADJUSTMENT
[] = "SEA"
const char
FIX::PosType_OPTION_EXERCISE_QTY
[] = "EX"
const char
FIX::PosType_TRANSACTION_QUANTITY
[] = "TQ"
const char
FIX::PosType_NET_DELTA_QTY
[] = "DLT"
const char
FIX::PosType_END_OF_DAY_QTY
[] = "FIN"
const char
FIX::PosType_ADJUSTMENT_QTY
[] = "PA"
const char
FIX::PosType_TOTAL_TRANSACTION_QTY
[] = "TOT"
const char
FIX::PosType_DELIVERY_NOTICE_QTY
[] = "DN"
const char
FIX::PosType_RECEIVE_QUANTITY
[] = "RCV"
const char
FIX::PosType_ASOFTRADEQTY
[] = "ASF"
const char
FIX::PosType_ALLOCATIONTRADEQTY
[] = "ALC"
const char
FIX::PosType_CREDIT_EVENT_ADJUSTMENT
[] = "CEA"
const char
FIX::PosType_PRIVATELY_NEGOTIATED_TRADE_QTY
[] = "PNTN"
const char
FIX::PosType_CROSS_MARGIN_QTY
[] = "XM"
const char
FIX::PosType_CORPORATE_ACTION_ADJUSTMENT
[] = "CAA"
const char
FIX::PosType_TOTALTRANSACTIONQTY
[] = "TOT"
const char
FIX::PosType_STARTOFDAYQTY
[] = "SOD"
const char
FIX::PosType_INTEGRAL_SPLIT
[] = "SPL"
const char
FIX::PosType_INTERSPREADQTY
[] = "IES"
const char
FIX::PosType_INTRASPREADQTY
[] = "IAS"
const char
FIX::PosType_ALLOCATION_TRADE_QTY
[] = "ALC"
const char
FIX::PosType_CROSSMARGINQTY
[] = "XM"
const char
FIX::PosType_TRANSACTIONFROMASSIGNMENT
[] = "TA"
const int
FIX::StreamAsgnAckType_ASSIGNMENT_REJECTED
= 1
const int
FIX::StreamAsgnAckType_ASSIGNMENT_ACCEPTED
= 0
const int
FIX::RiskInstrumentOperator_EXCLUDE
= 2
const int
FIX::RiskInstrumentOperator_INCLUDE
= 1
const int
FIX::MiscFeeBasis_PERUNIT
= 1
const int
FIX::MiscFeeBasis_ABSOLUTE
= 0
const int
FIX::MiscFeeBasis_PERCENTAGE
= 2
const int
FIX::MiscFeeBasis_PER_UNIT
= 1
const char
FIX::OrdType_FOREX_MARKET
= 'C'
const char
FIX::OrdType_FOREX_PREVIOUSLY_QUOTED
= 'H'
const char
FIX::OrdType_ONBASIS
= '9'
const char
FIX::OrdType_PREVIOUSLYINDICATED
= 'E'
const char
FIX::OrdType_PREVIOUS_FUND_VALUATION_POINT
= 'L'
const char
FIX::OrdType_PEGGED
= 'P'
const char
FIX::OrdType_LIMITONCLOSE
= 'B'
const char
FIX::OrdType_LIMIT_WITH_OR_WITHOUT
= '8'
const char
FIX::OrdType_STOP_LIMIT
= '4'
const char
FIX::OrdType_FOREX_SWAP
= 'G'
const char
FIX::OrdType_WITHORWITHOUT
= '6'
const char
FIX::OrdType_FOREXLIMIT
= 'F'
const char
FIX::OrdType_MARKET_WITH_LEFT_OVER_AS_LIMIT
= 'K'
const char
FIX::OrdType_PREVIOUSLYQUOTED
= 'D'
const char
FIX::OrdType_PREVIOUSLY_QUOTED
= 'D'
const char
FIX::OrdType_COUNTER_ORDER_SELECTION
= 'Q'
const char
FIX::OrdType_LIMITWITHORWITHOUT
= '8'
const char
FIX::OrdType_FOREXSWAP
= 'G'
const char
FIX::OrdType_MARKET_IF_TOUCHED
= 'J'
const char
FIX::OrdType_NEXT_FUND_VALUATION_POINT
= 'M'
const char
FIX::OrdType_FOREX_C
= 'C'
const char
FIX::OrdType_ON_CLOSE
= 'A'
const char
FIX::OrdType_STOP
= '3'
const char
FIX::OrdType_STOPLIMIT
= '4'
const char
FIX::OrdType_LIMITORBETTER
= '7'
const char
FIX::OrdType_ONCLOSE
= 'A'
const char
FIX::OrdType_FOREX_LIMIT
= 'F'
const char
FIX::OrdType_FOREXMARKET
= 'C'
const char
FIX::OrdType_FOREX
= 'C'
const char
FIX::OrdType_MARKETIFTOUCHED
= 'J'
const char
FIX::OrdType_FUNARI
= 'I'
const char
FIX::OrdType_FOREX_F
= 'F'
const char
FIX::OrdType_PREVIOUSLY_INDICATED
= 'E'
const char
FIX::OrdType_WITH_OR_WITHOUT
= '6'
const char
FIX::OrdType_MARKET_ON_CLOSE
= '5'
const char
FIX::OrdType_LIMIT
= '2'
const char
FIX::OrdType_MARKET_WITH_LEFTOVER_AS_LIMIT
= 'K'
const char
FIX::OrdType_FOREX_G
= 'G'
const char
FIX::OrdType_LIMIT_ON_CLOSE
= 'B'
const char
FIX::OrdType_MARKETONCLOSE
= '5'
const char
FIX::OrdType_PREVIOUSFUNDVALUATIONPOINT
= 'L'
const char
FIX::OrdType_NEXTFUNDVALUATIONPOINT
= 'M'
const char
FIX::OrdType_FOREX_H
= 'H'
const char
FIX::OrdType_FOREXPREVIOUSLYQUOTED
= 'H'
const char
FIX::OrdType_MARKETWITHLEFTOVERLIMIT
= 'K'
const char
FIX::OrdType_ON_BASIS
= '9'
const char
FIX::OrdType_LIMIT_OR_BETTER
= '7'
const char
FIX::OrdType_MARKET
= '1'
const char
FIX::MatchType_ACT_DEFAULT_AFTER_M2
[] = "M5"
const char
FIX::MatchType_SUMMARIZEDMATCHUSINGA2
[] = "S2"
const char
FIX::MatchType_COUNTER_ORDER_SELECTION_6
[] = "6"
const char
FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND
[] = "A4"
const char
FIX::MatchType_SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED
[] = "S4"
const char
FIX::MatchType_NON_ACT
[] = "MT"
const char
FIX::MatchType_SUMMARIZEDMATCHUSINGA3
[] = "S3"
const char
FIX::MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S1
[] = "S1"
const char
FIX::MatchType_SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH
[] = "M2"
const char
FIX::MatchType_SUMMARIZEDMATCHUSINGA4
[] = "S4"
const char
FIX::MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S2
[] = "S2"
const char
FIX::MatchType_TWO_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT
[] = "61"
const char
FIX::MatchType_SUMMARIZEDMATCHUSINGA5
[] = "S5"
const char
FIX::MatchType_NASDAQACTM2MATCH
[] = "ACTM2"
const char
FIX::MatchType_CROSS_AUCTION_5
[] = "5"
const char
FIX::MatchType_ACT_M1_MATCH
[] = "M1"
const char
FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES
[] = "A4"
const char
FIX::MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S3
[] = "S3"
const char
FIX::MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGES
[] = "A4"
const char
FIX::MatchType_NASDAQACTDEFAULTAFTERM2
[] = "ACTM5"
const char
FIX::MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGES
[] = "A2"
const char
FIX::MatchType_NASDAQACTM1MATCH
[] = "ACTM1"
const char
FIX::MatchType_CALL_AUCTION_7
[] = "7"
const char
FIX::MatchType_CROSS_AUCTION_63
[] = "63"
const char
FIX::MatchType_ISSUING_BUY_BACK_AUCTION
[] = "8"
const char
FIX::MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S4
[] = "S4"
const char
FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME
[] = "A5"
const char
FIX::MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGESANDEXECUTIONTIME
[] = "A1"
const char
FIX::MatchType_ONE_PARTY_TRADE_REPORT
[] = "1"
const char
FIX::MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S5
[] = "S5"
const char
FIX::MatchType_ACT_M2_MATCH
[] = "M2"
const char
FIX::MatchType_SUMMARIZEDMATCHMINUSBADGESANDTIMES
[] = "M2"
const char
FIX::MatchType_NASDAQACTDEFAULTTRADE
[] = "ACTM4"
const char
FIX::MatchType_CALL_AUCTION
[] = "7"
const char
FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH
[] = "M1"
const char
FIX::MatchType_ACT_ACCEPTED_TRADE
[] = "M3"
const char
FIX::MatchType_TWO_PARTY_TRADE_REPORT
[] = "2"
const char
FIX::MatchType_SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED
[] = "S1"
const char
FIX::MatchType_CONTINUOUS_AUTO_MATCH
[] = "62"
const char
FIX::MatchType_ONE_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT
[] = "60"
const char
FIX::MatchType_ACT_M6_MATCH
[] = "M6"
const char
FIX::MatchType_SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED
[] = "S5"
const char
FIX::MatchType_ACT_DEFAULT_TRADE
[] = "M4"
const char
FIX::MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORMINUSBADGESANDTIMES
[] = "M1"
const char
FIX::MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST
[] = "AQ"
const char
FIX::MatchType_AUTO_MATCH
[] = "4"
const char
FIX::MatchType_NASDAQACTM6MATCH
[] = "ACTM6"
const char
FIX::MatchType_OCSLOCKEDIN
[] = "MT"
const char
FIX::MatchType_COUNTER_ORDER_SELECTION
[] = "6"
const char
FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES
[] = "A2"
const char
FIX::MatchType_SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED
[] = "S3"
const char
FIX::MatchType_NASDAQACTACCEPTEDTRADE
[] = "ACTM3"
const char
FIX::MatchType_CALL_AUCTION_65
[] = "65"
const char
FIX::MatchType_CROSS_AUCTION
[] = "5"
const char
FIX::MatchType_OCS_LOCKED_IN_NON_ACT
[] = "MT"
const char
FIX::MatchType_CONFIRMED_TRADE_REPORT
[] = "3"
const char
FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME
[] = "A5"
const char
FIX::MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGESANDEXECUTIONTIME
[] = "A3"
const char
FIX::MatchType_SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED
[] = "S2"
const char
FIX::MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSEXECUTIONTIME
[] = "A5"
const char
FIX::MatchType_NASDAQNONACT
[] = "ACTMT"
const char
FIX::MatchType_COMPAREDRECORDSRESULTINGFROMSTAMPEDADVISORIESORSPECIALISTACCEPTSPAIROFFS
[] = "AQ"
const char
FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME
[] = "A3"
const char
FIX::MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS
[] = "AQ"
const char
FIX::MatchType_SUMMARIZEDMATCHUSINGA1
[] = "S1"
const char
FIX::MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME
[] = "A1"
const char
FIX::MatchType_COUNTER_ORDER_SELECTION_64
[] = "64"
const int
FIX::OptPayoutType_BINARY
= 3
const int
FIX::OptPayoutType_VANILLA
= 1
const int
FIX::OptPayoutType_CAPPED
= 2
const char
FIX::MarketUpdateAction_DELETE
= 'D'
const char
FIX::MarketUpdateAction_ADD
= 'A'
const char
FIX::MarketUpdateAction_MODIFY
= 'M'
const int
FIX::CollAsgnRejectReason_INVALIDTYPEOFCOLLATERAL
= 4
const int
FIX::CollAsgnRejectReason_UNAUTHORIZED_TRANSACTION
= 2
const int
FIX::CollAsgnRejectReason_UNKNOWN_OR_INVALID_INSTRUMENT
= 1
const int
FIX::CollAsgnRejectReason_UNKNOWNDEAL
= 0
const int
FIX::CollAsgnRejectReason_UNKNOWN_DEAL
= 0
const int
FIX::CollAsgnRejectReason_UNAUTHORIZEDTRANSACTION
= 2
const int
FIX::CollAsgnRejectReason_INVALID_TYPE_OF_COLLATERAL
= 4
const int
FIX::CollAsgnRejectReason_INSUFFICIENTCOLLATERAL
= 3
const int
FIX::CollAsgnRejectReason_UNKNOWNORINVALIDINSTRUMENT
= 1
const int
FIX::CollAsgnRejectReason_EXCESSIVE_SUBSTITUTION
= 5
const int
FIX::CollAsgnRejectReason_OTHER
= 99
const int
FIX::CollAsgnRejectReason_INSUFFICIENT_COLLATERAL
= 3
const int
FIX::CollAsgnRejectReason_EXCESSIVESUBSTITUTION
= 5
const int
FIX::IndividualAllocType_SUB_ALLOCATE
= 1
const int
FIX::IndividualAllocType_THIRD_PARTY_ALLOCATION
= 2
const int
FIX::GTBookingInst_ACCUMUNTILFILL
= 1
const int
FIX::GTBookingInst_ACCUMUNTILNOTIFY
= 2
const int
FIX::GTBookingInst_BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION
= 0
const int
FIX::GTBookingInst_ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE
= 2
const int
FIX::GTBookingInst_ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES
= 1
const int
FIX::GTBookingInst_BOOKALL
= 0
const int
FIX::GTBookingInst_ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE
= 2
const int
FIX::GTBookingInst_ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES
= 1
const int
FIX::PutOrCall_PUT
= 0
const int
FIX::PutOrCall_CALL
= 1
const char
FIX::FundRenewWaiv_NO
= 'N'
const char
FIX::FundRenewWaiv_YES
= 'Y'
const char
FIX::ForexReq_NO
= 'N'
const char
FIX::ForexReq_YES
= 'Y'
const int
FIX::TickRuleType_TRADED_AS_A_SPREAD_LEG
= 3
const int
FIX::TickRuleType_REGULAR
= 0
const int
FIX::TickRuleType_VARIABLE
= 1
const int
FIX::TickRuleType_SETTLED_AS_A_SPREAD_LEG
= 4
const int
FIX::TickRuleType_FIXED
= 2
const int
FIX::DiscretionOffsetType_PRICE
= 0
const int
FIX::DiscretionOffsetType_BASISPOINTS
= 1
const int
FIX::DiscretionOffsetType_PRICE_TIER
= 3
const int
FIX::DiscretionOffsetType_TICKS
= 2
const int
FIX::DiscretionOffsetType_PRICETIERLEVEL
= 3
const int
FIX::DiscretionOffsetType_BASIS_POINTS
= 1
const int
FIX::ConfirmTransType_REPLACE
= 1
const int
FIX::ConfirmTransType_NEW
= 0
const int
FIX::ConfirmTransType_CANCEL
= 2
const int
FIX::MDSecSizeType_CUSTOMER
= 1
const int
FIX::TradSesEvent_CHANGE_OF_TRADING_STATUS
= 3
const int
FIX::TradSesEvent_CHANGE_OF_TRADING_SESSION
= 1
const int
FIX::TradSesEvent_CHANGE_OF_TRADING_SUBSESSION
= 2
const int
FIX::TradSesEvent_TRADING_RESUMES
= 0
const char
FIX::DlvyInstType_SECURITIES
= 'S'
const char
FIX::DlvyInstType_CASH
= 'C'
const char
FIX::TradeCondition_IMPLIED_TRADE
[] = "1"
const char
FIX::TradeCondition_CASHMKT
[] = "A"
const char
FIX::TradeCondition_OPENING_PRICE
[] = "R"
const char
FIX::TradeCondition_PRIOR_REFERENCE_PRICE
[] = "AK"
const char
FIX::TradeCondition_CANCEL_LAST_ETH
[] = "l"
const char
FIX::TradeCondition_SELLER
[] = "L"
const char
FIX::TradeCondition_DISTRIBUTION
[] = "e"
const char
FIX::TradeCondition_NEXT_DAY_TRADE
[] = "J"
const char
FIX::TradeCondition_STRADDLE_ETH
[] = "AD"
const char
FIX::TradeCondition_SPREAD
[] = "AA"
const char
FIX::TradeCondition_OPENINGPRICE
[] = "R"
const char
FIX::TradeCondition_CROSSED_AO
[] = "AO"
const char
FIX::TradeCondition_SOLD_LAST_SALE
[] = "o"
const char
FIX::TradeCondition_OPENED_SALE_ETH
[] = "r"
const char
FIX::TradeCondition_REOPEN_ETH
[] = "x"
const char
FIX::TradeCondition_SOLD_LAST_SALE_ETH
[] = "m"
const char
FIX::TradeCondition_STOPPED_SOLD_LAST
[] = "AL"
const char
FIX::TradeCondition_TRADES_RESULTING_FROM_INTERMARKET_SWEEP
[] = "Z"
const char
FIX::TradeCondition_NEXTDAY_D
[] = "D"
const char
FIX::TradeCondition_FORM_T
[] = "AR"
const char
FIX::TradeCondition_ADJUSTED
[] = "y"
const char
FIX::TradeCondition_CANCEL_ETH
[] = "i"
const char
FIX::TradeCondition_OUT_OF_SEQUENCE_ETH
[] = "k"
const char
FIX::TradeCondition_RULE127
[] = "G"
const char
FIX::TradeCondition_COMBO_ETH
[] = "AI"
const char
FIX::TradeCondition_CANCEL_ONLY_ETH
[] = "t"
const char
FIX::TradeCondition_STRADDLE
[] = "AC"
const char
FIX::TradeCondition_OUTSIDE_SPREAD
[] = "AV"
const char
FIX::TradeCondition_BUNCHED_SALE
[] = "f"
const char
FIX::TradeCondition_CANCEL_STOPPED
[] = "h"
const char
FIX::TradeCondition_LATE_OPEN_ETH
[] = "u"
const char
FIX::TradeCondition_OPENING_REOPENING_TRADE_DETAIL
[] = "E"
const char
FIX::TradeCondition_CANCEL
[] = "0"
const char
FIX::TradeCondition_COMBO
[] = "AH"
const char
FIX::TradeCondition_OPENING
[] = "E"
const char
FIX::TradeCondition_ACQUISITION
[] = "c"
const char
FIX::TradeCondition_OPENED
[] = "K"
const char
FIX::TradeCondition_CANCEL_ONLY
[] = "s"
const char
FIX::TradeCondition_NEXT_DAY
[] = "D"
const char
FIX::TradeCondition_BARGAIN_CONDITION
[] = "S"
const char
FIX::TradeCondition_STOPPED
[] = "AE"
const char
FIX::TradeCondition_CONVERTED_PRICE_INDICATOR
[] = "T"
const char
FIX::TradeCondition_OFFICIAL_CLOSING_PRICE
[] = "AJ"
const char
FIX::TradeCondition_ADJUSTED_ETH
[] = "z"
const char
FIX::TradeCondition_AVGPX
[] = "B"
const char
FIX::TradeCondition_RULE_155_TRADE
[] = "H"
const char
FIX::TradeCondition_SOLDLAST
[] = "I"
const char
FIX::TradeCondition_NEXTDAY_J
[] = "J"
const char
FIX::TradeCondition_AUTOMATIC_EXECUTION
[] = "AQ"
const char
FIX::TradeCondition_CROSSED_X
[] = "X"
const char
FIX::TradeCondition_AUTO_EXECUTION_ETH
[] = "v"
const char
FIX::TradeCondition_MULTILEG_TO_MULTILEG_TRADE
[] = "4"
const char
FIX::TradeCondition_OFFICAL_CLOSING_PRICE
[] = "AN"
const char
FIX::TradeCondition_FINAL_PRICE_OF_SESSION
[] = "V"
const char
FIX::TradeCondition_BASKET_INDEX
[] = "AS"
const char
FIX::TradeCondition_TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE
[] = "Y"
const char
FIX::TradeCondition_STOPPED_STOCK
[] = "N"
const char
FIX::TradeCondition_MULT_ASSET_CLASS_MULTILEG_TRADE
[] = "3"
const char
FIX::TradeCondition_STOPPED_ETH
[] = "AF"
const char
FIX::TradeCondition_REGULAR_ETH
[] = "AG"
const char
FIX::TradeCondition_CANCEL_OPEN
[] = "p"
const char
FIX::TradeCondition_CASH
[] = "A"
const char
FIX::TradeCondition_CASHTRADE
[] = "C"
const char
FIX::TradeCondition_RULE155
[] = "H"
const char
FIX::TradeCondition_CANCEL_STOPPED_ETH
[] = "j"
const char
FIX::TradeCondition_VOLUME_ONLY
[] = "a"
const char
FIX::TradeCondition_SPLIT_TRADE
[] = "g"
const char
FIX::TradeCondition_STOPPED_OUT_OF_SEQUENCE
[] = "AM"
const char
FIX::TradeCondition_CASH_TRADE
[] = "C"
const char
FIX::TradeCondition_IMBALANCE_MORE_BUYERS
[] = "P"
const char
FIX::TradeCondition_BUNCHED
[] = "d"
const char
FIX::TradeCondition_INTRADAY
[] = "F"
const char
FIX::TradeCondition_IMBALANCE_MORE_SELLERS
[] = "Q"
const char
FIX::TradeCondition_INTRADAY_TRADE_DETAIL
[] = "F"
const char
FIX::TradeCondition_RULE_127_TRADE
[] = "G"
const char
FIX::TradeCondition_IMBALANCEMOREBUYERS
[] = "P"
const char
FIX::TradeCondition_REOPEN
[] = "w"
const char
FIX::TradeCondition_EX_PIT
[] = "W"
const char
FIX::TradeCondition_CANCEL_LAST
[] = "n"
const char
FIX::TradeCondition_DIRECT_PLUS
[] = "b"
const char
FIX::TradeCondition_IMBALANCEMORESELLERS
[] = "Q"
const char
FIX::TradeCondition_AVERAGE_PRICE_TRADE
[] = "B"
const char
FIX::TradeCondition_SOLD_LAST
[] = "I"
const char
FIX::TradeCondition_MARKETPLACE_ENTERED_TRADE
[] = "2"
const char
FIX::TradeCondition_SPREAD_ETH
[] = "AB"
const char
FIX::TradeCondition_CANCEL_OPEN_ETH
[] = "q"
const char
FIX::TradeCondition_EXCHANGE_LAST
[] = "U"
const char
FIX::TradeCondition_FAST_MARKET
[] = "AP"
const char
FIX::TradeCondition_BURST_BASKET
[] = "AT"
const char
FIX::TradeCondition_SOLD
[] = "M"
const int
FIX::PriceLimitType_PRICE
= 0
const int
FIX::PriceLimitType_TICKS
= 1
const int
FIX::PriceLimitType_PERCENTAGE
= 2
const char
FIX::CommType_PER_SHARE
= '1'
const char
FIX::CommType_PCTWAIVEDCSHDISC
= '4'
const char
FIX::CommType_ABSOLUTE
= '3'
const char
FIX::CommType_PCTWAIVEDENUNITS
= '5'
const char
FIX::CommType_PERBOND
= '6'
const char
FIX::CommType_PER_BOND
= '6'
const char
FIX::CommType_PERCENTAGE
= '2'
const char
FIX::CommType_PERCENTAGE_WAIVED_4
= '4'
const char
FIX::CommType_POINTS_PER_BOND_OR_CONTRACT
= '6'
const char
FIX::CommType_PERCENTAGE_WAIVED_5
= '5'
const char
FIX::CommType_PER_UNIT
= '1'
const char
FIX::CommType_PERCENT
= '2'
const char
FIX::CommType_4
= '4'
const char
FIX::CommType_5
= '5'
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS
= 13
const int
FIX::RegistRejReasonCode_INVALIDOWNERSHIPTYPE
= 3
const int
FIX::RegistRejReasonCode_INVALIDREGDTLS
= 6
const int
FIX::RegistRejReasonCode_INVALIDMAILINGDTLS
= 7
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DTLS
= 7
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETAILS
= 4
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS
= 8
const int
FIX::RegistRejReasonCode_INVALIDINVESTORCOUNTRYOFRESIDENCE
= 12
const int
FIX::RegistRejReasonCode_INVALIDCASHDISTRIBAGENTCODE
= 17
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE
= 2
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME
= 16
const int
FIX::RegistRejReasonCode_INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE
= 10
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE
= 10
const int
FIX::RegistRejReasonCode_INVALIDDATEOFBIRTH
= 11
const int
FIX::RegistRejReasonCode_INVALIDDISTRIBPAYMENTMETHOD
= 15
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_DATE_OF_BIRTH
= 11
const int
FIX::RegistRejReasonCode_INVALIDNODISTRIBINSTNS
= 13
const int
FIX::RegistRejReasonCode_INVALIDCASHDISTRIBAGENTACCTNUM
= 18
const int
FIX::RegistRejReasonCode_INVALIDTAXEXEMPTTYPE
= 2
const int
FIX::RegistRejReasonCode_INVALIDMAILINGINST
= 8
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INST
= 8
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETLS
= 4
const int
FIX::RegistRejReasonCode_INVALIDACCOUNTTYPE
= 1
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD
= 15
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE
= 17
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DETAILS
= 6
const int
FIX::RegistRejReasonCode_INVALIDREGSEQNO
= 5
const int
FIX::RegistRejReasonCode_OTHER
= 99
const int
FIX::RegistRejReasonCode_INVALIDDISTRIBPERCENTAGE
= 14
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DTLS
= 6
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_ACCOUNT_TYPE
= 1
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DETAILS
= 7
const int
FIX::RegistRejReasonCode_INVALIDINVESTORIDSOURCE
= 10
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE
= 12
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE
= 14
const int
FIX::RegistRejReasonCode_INVALIDCASHDISTRIBAGENTACCTNAME
= 16
const int
FIX::RegistRejReasonCode_INVALIDNOREGDETLS
= 4
const int
FIX::RegistRejReasonCode_INVALIDINVESTORID
= 9
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM
= 18
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_SEQ_NO
= 5
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID
= 9
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_OWNERSHIP_TYPE
= 3
const int
FIX::RegistRejReasonCode_INVALID_UNACCEPTABLE_NODISTRIBINSTNS
= 13
const char
FIX::FinancialStatus_BANKRUPT
= '1'
const char
FIX::FinancialStatus_PENDINGDELISTING
= '2'
const char
FIX::FinancialStatus_RESTRICTED
= '3'
const char
FIX::FinancialStatus_PENDING_DELISTING
= '2'
const char
FIX::LastFragment_NO
= 'N'
const char
FIX::LastFragment_YES
= 'Y'
const char
FIX::NotifyBrokerOfCredit_NO
= 'N'
const char
FIX::NotifyBrokerOfCredit_YES
= 'Y'
const int
FIX::PartySubIDType_REGISTERED_ADDRESS_12
= 12
const int
FIX::PartySubIDType_CASH_ACCOUNT_NUMBER
= 15
const int
FIX::PartySubIDType_FAX_NUMBER
= 21
const int
FIX::PartySubIDType_CONTACTNAME
= 9
const int
FIX::PartySubIDType_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES
= 4000
const int
FIX::PartySubIDType_DEPARTMENT
= 24
const int
FIX::PartySubIDType_CONTACT_NAME
= 9
const int
FIX::PartySubIDType_TELEXNUMBER
= 20
const int
FIX::PartySubIDType_PERSON
= 2
const int
FIX::PartySubIDType_FIRM
= 1
const int
FIX::PartySubIDType_CASH_ACCOUNT_NAME
= 23
const int
FIX::PartySubIDType_POSITION_ACCOUNT_TYPE
= 26
const int
FIX::PartySubIDType_POSTAL_ADDRESS
= 6
const int
FIX::PartySubIDType_SECURITY_LOCATE_ID
= 27
const int
FIX::PartySubIDType_POSTALADDRESS
= 6
const int
FIX::PartySubIDType_FUND_ACCOUNT_NAME
= 19
const int
FIX::PartySubIDType_PROFESSIONAL_CLIENT
= 30
const int
FIX::PartySubIDType_LOCATION
= 31
const int
FIX::PartySubIDType_FULLLEGALNAMEOFFIRM
= 5
const int
FIX::PartySubIDType_LOCATIONDESK
= 25
const int
FIX::PartySubIDType_REGISTEREDADDRESS_12
= 12
const int
FIX::PartySubIDType_REGISTRATION_NUMBER
= 11
const int
FIX::PartySubIDType_EMAILADDRESS
= 8
const int
FIX::PartySubIDType_SYSTEM
= 3
const int
FIX::PartySubIDType_SECURITIESACCOUNTNUMBER
= 10
const int
FIX::PartySubIDType_REGULATORY_STATUS
= 13
const int
FIX::PartySubIDType_CSD_PARTICIPANT_MEMBER_CODE
= 17
const int
FIX::PartySubIDType_PHONENUMBER
= 7
const int
FIX::PartySubIDType_CURRENCY_DELIVERY_IDENTIFIER
= 33
const int
FIX::PartySubIDType_REGISTRATION_NAME
= 14
const int
FIX::PartySubIDType_REGISTERED_ADDRESS_18
= 18
const int
FIX::PartySubIDType_TELEX_NUMBER
= 20
const int
FIX::PartySubIDType_EMAIL_ADDRESS
= 8
const int
FIX::PartySubIDType_FAXNUMBER
= 21
const int
FIX::PartySubIDType_BIC
= 16
const int
FIX::PartySubIDType_CASHACCOUNT
= 15
const int
FIX::PartySubIDType_REGISTRATIONNUMBER
= 11
const int
FIX::PartySubIDType_LOCATION_DESK
= 25
const int
FIX::PartySubIDType_APPLICATION
= 4
const int
FIX::PartySubIDType_CASHACCOUNTNAME
= 23
const int
FIX::PartySubIDType_SECURITIES_ACCOUNT_NAME
= 22
const int
FIX::PartySubIDType_PHONE_NUMBER
= 7
const int
FIX::PartySubIDType_SECURITIESACCOUNTNAME
= 22
const int
FIX::PartySubIDType_REGISTRATIONNAME
= 14
const int
FIX::PartySubIDType_ELIGIBLE_COUNTERPARTY
= 29
const int
FIX::PartySubIDType_REGISTEREDADDRESS_18
= 18
const int
FIX::PartySubIDType_SECURITIES_ACCOUNT_NUMBER
= 10
const int
FIX::PartySubIDType_FULL_LEGAL_NAME_OF_FIRM
= 5
const int
FIX::PartySubIDType_MARKET_MAKER
= 28
const int
FIX::PartySubIDType_EXECUTION_VENUE
= 32
const int
FIX::PartySubIDType_POSITIONACCOUNTTYPE
= 26
const int
FIX::PartySubIDType_FUNDACCOUNTNAME
= 19
const int
FIX::PartySubIDType_CSDPARTICIPANTMEMBERCODE
= 17
const int
FIX::PartySubIDType_REGULATORYSTATUS
= 13
const int
FIX::AllocNoOrdersType_EXPLICIT_LIST_PROVIDED
= 1
const int
FIX::AllocNoOrdersType_NOTSPECIFIED
= 0
const int
FIX::AllocNoOrdersType_NOT_SPECIFIED
= 0
const int
FIX::AllocNoOrdersType_EXPLICITLISTPROVIDED
= 1
const int
FIX::AllocLinkType_FX_SWAP
= 1
const int
FIX::AllocLinkType_F_X_NETTING
= 0
const int
FIX::AllocLinkType_FXNETTING
= 0
const int
FIX::AllocLinkType_FX_NETTING
= 0
const int
FIX::AllocLinkType_FXSWAP
= 1
const int
FIX::AllocLinkType_F_X_SWAP
= 1
const int
FIX::UnderlyingSettlementType_T_PLUS_1
= 2
const int
FIX::UnderlyingSettlementType_T_PLUS_3
= 4
const int
FIX::UnderlyingSettlementType_T_PLUS_4
= 5
const char
FIX::DisplayMethod_NEW
= '2'
const char
FIX::DisplayMethod_UNDISCLOSED
= '4'
const char
FIX::DisplayMethod_RANDOM
= '3'
const char
FIX::DisplayMethod_INITIAL
= '1'
const int
FIX::CollStatus_PARTIALLY_ASSIGNED
= 1
const int
FIX::CollStatus_ASSIGNEDACCEPTED
= 3
const int
FIX::CollStatus_ASSIGNMENT_PROPOSED
= 2
const int
FIX::CollStatus_ASSIGNED
= 3
const int
FIX::CollStatus_CHALLENGED
= 4
const int
FIX::CollStatus_UNASSIGNED
= 0
const int
FIX::CollStatus_ASSIGNMENTPROPOSED
= 2
const int
FIX::CollStatus_PARTIALLYASSIGNED
= 1
const int
FIX::SideValueInd_SIDEVALUE_2
= 2
const int
FIX::SideValueInd_SIDEVALUE1
= 1
const int
FIX::SideValueInd_SIDEVALUE2
= 2
const int
FIX::SideValueInd_SIDE_VALUE_1
= 1
const int
FIX::SideValueInd_SIDE_VALUE_2
= 2
const char
FIX::MsgDirection_RECEIVE
= 'R'
const char
FIX::MsgDirection_SEND
= 'S'
const char
FIX::MDUpdateAction_DELETE
= '2'
const char
FIX::MDUpdateAction_NEW
= '0'
const char
FIX::MDUpdateAction_DELETE_THRU
= '3'
const char
FIX::MDUpdateAction_DELETE_FROM
= '4'
const char
FIX::MDUpdateAction_OVERLAY
= '5'
const char
FIX::MDUpdateAction_CHANGE
= '1'
const char
FIX::MatchStatus_ADVALERT
= '2'
const char
FIX::MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRED
= '1'
const char
FIX::MatchStatus_COMPARED_MATCHED_OR_AFFIRMED
= '0'
const char
FIX::MatchStatus_ADVISORY_OR_ALERT
= '2'
const char
FIX::MatchStatus_UNCOMPUNMATUNAFF
= '1'
const char
FIX::MatchStatus_COMPMATAFF
= '0'
const char
FIX::MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRMED
= '1'
const int
FIX::RateSource_REUTERS
= 1
const int
FIX::RateSource_OTHER
= 99
const int
FIX::RateSource_BLOOMBERG
= 0
const int
FIX::RateSource_TELERATE
= 2
const char
FIX::AllocPositionEffect_CLOSE
= 'C'
const char
FIX::AllocPositionEffect_FIFO
= 'F'
const char
FIX::AllocPositionEffect_OPEN
= 'O'
const char
FIX::AllocPositionEffect_ROLLED
= 'R'
const char
FIX::PartyIDSource_US_EMPLOYER_OR_TAX_ID_NUMBER
= '8'
const char
FIX::PartyIDSource_PROPRIETARY
= 'D'
const char
FIX::PartyIDSource_USEMPLOYERIDNUMBER
= '8'
const char
FIX::PartyIDSource_ACCPTMARKETPART
= 'C'
const char
FIX::PartyIDSource_CSDPARTCODE
= 'H'
const char
FIX::PartyIDSource_AUSTRALIAN_TAX_FILE_NUMBER
= 'A'
const char
FIX::PartyIDSource_KOREANINVESTORID
= '1'
const char
FIX::PartyIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER
= 'C'
const char
FIX::PartyIDSource_AUSTRALIAN_BUSINESS_NUMBER
= '9'
const char
FIX::PartyIDSource_US_EMPLOYER_IDENTIFICATION_NUMBER
= '8'
const char
FIX::PartyIDSource_AUSTRALIANTAXFILENUMBER
= 'A'
const char
FIX::PartyIDSource_TAIWANESE_TRADING_ACCOUNT
= '3'
const char
FIX::PartyIDSource_TAIWANESE_TRADING_ACCT
= '3'
const char
FIX::PartyIDSource_CHINESEBSHARE
= '5'
const char
FIX::PartyIDSource_AUSTRALIANBUSINESSNUMBER
= '9'
const char
FIX::PartyIDSource_MALAYSIAN_CENTRAL_DEPOSITORY
= '4'
const char
FIX::PartyIDSource_US_SOCIAL_SECURITY_NUMBER
= '7'
const char
FIX::PartyIDSource_TAIWANESEQUALIFIED
= '2'
const char
FIX::PartyIDSource_USSOCIALSECURITY
= '7'
const char
FIX::PartyIDSource_DIRECTEDDEFINEDISITC
= 'I'
const char
FIX::PartyIDSource_UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER
= '6'
const char
FIX::PartyIDSource_CSD_PARTICIPANT_MEMBER_CODE
= 'H'
const char
FIX::PartyIDSource_DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT
= 'I'
const char
FIX::PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII
= '2'
const char
FIX::PartyIDSource_SETTLEMENT_ENTITY_LOCATION
= 'F'
const char
FIX::PartyIDSource_PROPRIETARY_CUSTOM_CODE
= 'D'
const char
FIX::PartyIDSource_UKNATIONALINSPENNUMBER
= '6'
const char
FIX::PartyIDSource_BIC
= 'B'
const char
FIX::PartyIDSource_CHINESE_INVESTOR_ID
= '5'
const char
FIX::PartyIDSource_TAIWANESETRADINGACCT
= '3'
const char
FIX::PartyIDSource_MIC
= 'G'
const char
FIX::PartyIDSource_KOREAN_INVESTOR_ID
= '1'
const char
FIX::PartyIDSource_ISO_COUNTRY_CODE
= 'E'
const char
FIX::PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID
= '2'
const char
FIX::PartyIDSource_PROPCODE
= 'D'
const char
FIX::PartyIDSource_ISOCODE
= 'E'
const char
FIX::PartyIDSource_CHINESE_B_SHARE
= '5'
const char
FIX::PartyIDSource_MCDNUMBER
= '4'
const char
FIX::PartyIDSource_SETTLENTLOC
= 'F'
const char
FIX::ExchangeForPhysical_NO
= 'N'
const char
FIX::ExchangeForPhysical_YES
= 'Y'
const int
FIX::SecurityTradingEvent_CHANGE_OF_SECURITY_TRADING_STATUS
= 6
const int
FIX::SecurityTradingEvent_CHANGE_OF_TRADING_SESSION
= 4
const int
FIX::SecurityTradingEvent_CHANGE_OF_SECURITY_STATUS
= 6
const int
FIX::SecurityTradingEvent_PRICE_VOLATILITY_INTERRUPTION
= 3
const int
FIX::SecurityTradingEvent_CHANGE_OF_BOOK_TYPE
= 7
const int
FIX::SecurityTradingEvent_CHANGE_OF_TRADING_SUBSESSION
= 5
const int
FIX::SecurityTradingEvent_CHANGE_OF_MARKET_DEPTH
= 8
const int
FIX::SecurityTradingEvent_TRADING_RESUMES
= 2
const int
FIX::SecurityTradingEvent_ORDER_IMBALANCE_AUCTION_IS_EXTENDED
= 1
const int
FIX::CollAction_ADD
= 1
const int
FIX::CollAction_REMOVE
= 2
const int
FIX::CollAction_RETAIN
= 0
const char
FIX::PossDupFlag_NO
= 'N'
const char
FIX::PossDupFlag_YES
= 'Y'
const int
FIX::ListStatusType_ALL_DONE
= 5
const int
FIX::ListStatusType_TIMED
= 3
const int
FIX::ListStatusType_RESP
= 2
const int
FIX::ListStatusType_EXECSTARTED
= 4
const int
FIX::ListStatusType_RESPONSE
= 2
const int
FIX::ListStatusType_ALLDONE
= 5
const int
FIX::ListStatusType_ALERT
= 6
const int
FIX::ListStatusType_ACK
= 1
const int
FIX::ListStatusType_EXEC_STARTED
= 4
const int
FIX::ListStatusType_EXECSTART
= 4
const char
FIX::GapFillFlag_NO
= 'N'
const char
FIX::GapFillFlag_YES
= 'Y'
const char
FIX::TradeHandlingInstr_AUTOMATED_FLOOR_ORDER_ROUTING
= '4'
const char
FIX::TradeHandlingInstr_TWO_PARTY_REPORT
= '1'
const char
FIX::TradeHandlingInstr_ONE_PARTY_REPORT_FOR_MATCHING
= '2'
const char
FIX::TradeHandlingInstr_TRADE_CONFIRMATION
= '0'
const char
FIX::TradeHandlingInstr_ONE_PARTY_REPORT_FOR_PASS_THROUGH
= '3'
const char
FIX::TradeHandlingInstr_TWO_PARTY_REPORT_FOR_CLAIM
= '5'
const int
FIX::TradSesMethod_TWOPARTY
= 3
const int
FIX::TradSesMethod_ELECTRONIC
= 1
const int
FIX::TradSesMethod_OPENOUTCRY
= 2
const int
FIX::TradSesMethod_TWO_PARTY
= 3
const int
FIX::TradSesMethod_OPEN_OUTCRY
= 2
const char
FIX::TradeType_AGENCY
= 'A'
const char
FIX::TradeType_VWAP_GUARANTEE
= 'G'
const char
FIX::TradeType_RISK_TRADE
= 'R'
const char
FIX::TradeType_GUARANTEED_CLOSE
= 'J'
const int
FIX::ComplexEventCondition_AND
= 1
const int
FIX::ComplexEventCondition_OR
= 2
const char
FIX::BenchmarkCurveName_SONIA
[] = "SONIA"
const char
FIX::BenchmarkCurveName_MUNIAAA
[] = "MuniAAA"
const char
FIX::BenchmarkCurveName_LIBID
[] = "LIBID"
const char
FIX::BenchmarkCurveName_PFANDBRIEFE
[] = "Pfandbriefe"
const char
FIX::BenchmarkCurveName_EUREPO
[] = "EUREPO"
const char
FIX::BenchmarkCurveName_FUTURESWAP
[] = "FutureSWAP"
const char
FIX::BenchmarkCurveName_TREASURY
[] = "Treasury"
const char
FIX::BenchmarkCurveName_OTHER
[] = "OTHER"
const char
FIX::BenchmarkCurveName_EURIBOR
[] = "Euribor"
const char
FIX::BenchmarkCurveName_EONIA
[] = "EONIA"
const char
FIX::BenchmarkCurveName_LIBOR
[] = "LIBOR"
const char
FIX::BenchmarkCurveName_SWAP
[] = "SWAP"
const char
FIX::CashMargin_MARGINCLOSE
= '3'
const char
FIX::CashMargin_MARGINOPEN
= '2'
const char
FIX::CashMargin_MARGIN_CLOSE
= '3'
const char
FIX::CashMargin_MARGIN_OPEN
= '2'
const char
FIX::CashMargin_CASH
= '1'
const char
FIX::SettlObligTransType_REPLACE
= 'R'
const char
FIX::SettlObligTransType_NEW
= 'N'
const char
FIX::SettlObligTransType_RESTATE
= 'T'
const char
FIX::SettlObligTransType_CANCEL
= 'C'
const char
FIX::DeskOrderHandlingInst_PEGGED
[] = "PEG"
const char
FIX::DeskOrderHandlingInst_MARKET_ON_OPEN
[] = "MOO"
const char
FIX::DeskOrderHandlingInst_SCALE
[] = "SCL"
const char
FIX::DeskOrderHandlingInst_FILL_OR_KILL
[] = "FOK"
const char
FIX::DeskOrderHandlingInst_ALL_OR_NONE
[] = "AON"
const char
FIX::DeskOrderHandlingInst_NOT_HELD
[] = "NH"
const char
FIX::DeskOrderHandlingInst_DIRECTED_ORDER
[] = "DIR"
const char
FIX::DeskOrderHandlingInst_STOP_STOCK_TRANSACTION
[] = "S.W"
const char
FIX::DeskOrderHandlingInst_OVER_THE_DAY
[] = "OVD"
const char
FIX::DeskOrderHandlingInst_ADD_ON_ORDER
[] = "ADD"
const char
FIX::DeskOrderHandlingInst_MARKET_AT_CLOSE
[] = "MAC"
const char
FIX::DeskOrderHandlingInst_LIMIT_ON_OPEN
[] = "LOO"
const char
FIX::DeskOrderHandlingInst_CASH_NOT_HELD
[] = "CNH"
const char
FIX::DeskOrderHandlingInst_MARKET_ON_CLOSE
[] = "MOC"
const char
FIX::DeskOrderHandlingInst_TIME_ORDER
[] = "TMO"
const char
FIX::DeskOrderHandlingInst_LIMIT_ON_CLOSE
[] = "LOC"
const char
FIX::DeskOrderHandlingInst_IMMEDIATE_OR_CANCEL
[] = "IOC"
const char
FIX::DeskOrderHandlingInst_TRAILING_STOP
[] = "TS"
const char
FIX::DeskOrderHandlingInst_WORK
[] = "WRK"
const char
FIX::DeskOrderHandlingInst_RESERVE_SIZE_ORDER
[] = "RSV"
const char
FIX::DeskOrderHandlingInst_MINIMUM_QUANTITY
[] = "MQT"
const char
FIX::DeskOrderHandlingInst_MARKET_AT_OPEN
[] = "MAO"
const char
FIX::DeskOrderHandlingInst_IMBALANCE_ONLY
[] = "IO"
const char
FIX::DeskOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION
[] = "E.W"
const int
FIX::PosTransType_DO_NOT_EXERCISE
= 2
const int
FIX::PosTransType_POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION
= 4
const int
FIX::PosTransType_DONOTEXERCISE
= 2
const int
FIX::PosTransType_LARGE_TRADER_SUBMISSION
= 6
const int
FIX::PosTransType_POSITIONCHANGESUBMISSIONMARGINDISPOSITION
= 4
const int
FIX::PosTransType_POSITIONADJUSTMENT
= 3
const int
FIX::PosTransType_EXERCISE
= 1
const int
FIX::PosTransType_POSITION_ADJUSTMENT
= 3
const int
FIX::PosTransType_PLEDGE
= 5
const char
FIX::Seniority_SUBORDINATED
[] = "SB"
const char
FIX::Seniority_SENIOR_SECURED
[] = "SD"
const char
FIX::Seniority_SENIOR
[] = "SR"
const char
FIX::SettlCurrFxRateCalc_DIVIDE
= 'D'
const char
FIX::SettlCurrFxRateCalc_MULTIPLY
= 'M'
const int
FIX::PosMaintStatus_ACCEPTED_WITH_WARNINGS
= 1
const int
FIX::PosMaintStatus_COMPLETED
= 3
const int
FIX::PosMaintStatus_ACCEPTEDWITHWARNINGS
= 1
const int
FIX::PosMaintStatus_COMPLETEDWITHWARNINGS
= 4
const int
FIX::PosMaintStatus_REJECTED
= 2
const int
FIX::PosMaintStatus_ACCEPTED
= 0
const int
FIX::PosMaintStatus_COMPLETED_WITH_WARNINGS
= 4
const char
FIX::Benchmark_6_MO_LIBOR
= '9'
const char
FIX::Benchmark_OLD_5
= '3'
const char
FIX::Benchmark_OLD_30
= '7'
const char
FIX::Benchmark_30YR
= '6'
const char
FIX::Benchmark_5YR
= '2'
const char
FIX::Benchmark_3_MO_LIBOR
= '8'
const char
FIX::Benchmark_OLD_10
= '5'
const char
FIX::Benchmark_6MOLIBOR
= '9'
const char
FIX::Benchmark_10YR
= '4'
const char
FIX::Benchmark_CURVE
= '1'
const char
FIX::Benchmark_30_YR
= '6'
const char
FIX::Benchmark_10_YR
= '4'
const char
FIX::Benchmark_5_YR
= '2'
const char
FIX::Benchmark_OLD30
= '7'
const char
FIX::Benchmark_OLD5
= '3'
const char
FIX::Benchmark_OLD10
= '5'
const char
FIX::Benchmark_3MOLIBOR
= '8'
const int
FIX::MaturityMonthYearFormat_YEARMONTHWEEK
= 2
const int
FIX::MaturityMonthYearFormat_YEARMONTHDAY
= 1
const int
FIX::MaturityMonthYearFormat_YEARMONTH_ONLY
= 0
const char
FIX::LegalConfirm_NO
= 'N'
const char
FIX::LegalConfirm_YES
= 'Y'
const int
FIX::ApplReportType_REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM
= 1
const int
FIX::ApplReportType_APPLICATION_MESSAGE_RE_SEND_COMPLETED
= 3
const int
FIX::ApplReportType_RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM
= 0
const int
FIX::ApplReportType_HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID
= 2
const char
FIX::ReportToExch_NO
= 'N'
const char
FIX::ReportToExch_YES
= 'Y'
const int
FIX::AllocRejCode_INCORRECT_ALLOCATED_QUANTITY
= 8
const int
FIX::AllocRejCode_UNKNOWNACCT
= 0
const int
FIX::AllocRejCode_INCORRECTAVGPRC
= 2
const int
FIX::AllocRejCode_UNKNOWN_ORDERID
= 5
const int
FIX::AllocRejCode_WAREHOUSEREQUESTREJECTED
= 13
const int
FIX::AllocRejCode_UNKNOWNORSTALEEXECID
= 10
const int
FIX::AllocRejCode_WAREHOUSE_REQUEST_REJECTED
= 13
const int
FIX::AllocRejCode_INCORRECT_AVERAGEG_PRICE
= 2
const int
FIX::AllocRejCode_MISMATCHEDDATA
= 11
const int
FIX::AllocRejCode_INCORRECTBRKMNC
= 3
const int
FIX::AllocRejCode_UNKNOWNLISTID
= 6
const int
FIX::AllocRejCode_OTHER_99
= 99
const int
FIX::AllocRejCode_INCORRECTALLOCATEDQUANTITY
= 8
const int
FIX::AllocRejCode_UNKNOWN_LISTID
= 6
const int
FIX::AllocRejCode_INCORRECT_QUANTITY
= 1
const int
FIX::AllocRejCode_INCORRECT_AVERAGE_PRICE
= 2
const int
FIX::AllocRejCode_UNKNOWN_ACCOUNT
= 0
const int
FIX::AllocRejCode_UNKNOWN_OR_STALE_EXECID
= 10
const int
FIX::AllocRejCode_OTHER
= 7
const int
FIX::AllocRejCode_OTHER_7
= 7
const int
FIX::AllocRejCode_UNKNOWN_CLORDID
= 12
const int
FIX::AllocRejCode_INCORRECTQTY
= 1
const int
FIX::AllocRejCode_COMMDIFF
= 4
const int
FIX::AllocRejCode_CALCULATIONDIFFERENCE
= 9
const int
FIX::AllocRejCode_UNKNOWNCLORDID
= 12
const int
FIX::AllocRejCode_UNKNOWNORDID
= 5
const int
FIX::AllocRejCode_MISMATCHED_DATA
= 11
const int
FIX::AllocRejCode_CALCULATION_DIFFERENCE
= 9
const int
FIX::AllocRejCode_COMMISSION_DIFFERENCE
= 4
const int
FIX::AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC
= 3
const int
FIX::RefOrdIDReason_GTC_FROM_PREVIOUS_DAY
= 0
const int
FIX::RefOrdIDReason_PARTIAL_FILL_REMAINING
= 1
const int
FIX::RefOrdIDReason_ORDER_CHANGED
= 2
const char
FIX::RefOrderIDSource_SECONDARYORDERID
= '0'
const char
FIX::RefOrderIDSource_ORDERID
= '1'
const char
FIX::RefOrderIDSource_MDENTRYID
= '2'
const char
FIX::RefOrderIDSource_ORIGINAL_ORDER_ID
= '4'
const char
FIX::RefOrderIDSource_MENTRYID
= '2'
const char
FIX::RefOrderIDSource_QUOTEENTRYID
= '3'
const char
FIX::RefOrderIDSource_QUOTENTRYID
= '3'
const char
FIX::RefOrderIDSource_ORDEID
= '1'
const char
FIX::RefOrderIDSource_SECONDARYORDEID
= '0'
const char
FIX::LastCapacity_A
= '1'
const char
FIX::LastCapacity_XP
= '3'
const char
FIX::LastCapacity_CROSS_AS_PRINCIPAL
= '3'
const char
FIX::LastCapacity_PRINCIPAL
= '4'
const char
FIX::LastCapacity_P
= '4'
const char
FIX::LastCapacity_CROSS_AS_AGENT
= '2'
const char
FIX::LastCapacity_AGENT
= '1'
const char
FIX::LastCapacity_XA
= '2'
const int
FIX::InstrAttribType_INSTRUMENT_STRIKE_PRICE
= 28
const int
FIX::InstrAttribType_IN_DEFAULT
= 15
const int
FIX::InstrAttribType_COUPONPERIOD
= 8
const int
FIX::InstrAttribType_ORIGINAL_ISSUE_DISCOUNT
= 10
const int
FIX::InstrAttribType_PRE_REFUNDED
= 14
const int
FIX::InstrAttribType_SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX
= 19
const int
FIX::InstrAttribType_CALLABLEPUTTABLE
= 11
const int
FIX::InstrAttribType_WHEN_AND_IF_ISSUED
= 9
const int
FIX::InstrAttribType_STEPPEDCOUPON
= 7
const int
FIX::InstrAttribType_UNRATED
= 16
const int
FIX::InstrAttribType_CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED
= 22
const int
FIX::InstrAttribType_STEPPED_COUPON
= 7
const int
FIX::InstrAttribType_TEXT
= 99
const int
FIX::InstrAttribType_ORIGINALISSUEDISCOUNTPRICE
= 20
const int
FIX::InstrAttribType_ESCROWEDTOREDEMPTIONDATE
= 13
const int
FIX::InstrAttribType_INSTRUMENT_DENOMINATOR
= 25
const int
FIX::InstrAttribType_ESCROWED_TO_REDEMPTION_DATE
= 13
const int
FIX::InstrAttribType_INTEREST_BEARING
= 3
const int
FIX::InstrAttribType_TAXABLE
= 17
const int
FIX::InstrAttribType_CALLABLE_PUTTABLE
= 11
const int
FIX::InstrAttribType_CALLABLE_BELOW_MATURITY_VALUE
= 21
const int
FIX::InstrAttribType_COUPON_PERIOD
= 8
const int
FIX::InstrAttribType_LESSFEEFORPUT
= 6
const int
FIX::InstrAttribType_INTERESTBEARING
= 3
const int
FIX::InstrAttribType_PREREFUNDED
= 14
const int
FIX::InstrAttribType_INSTRUMENT_PRICE_PRECISION
= 27
const int
FIX::InstrAttribType_TRADEABLE_INDICATOR
= 29
const int
FIX::InstrAttribType_ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE
= 20
const int
FIX::InstrAttribType_VARIABLE_RATE
= 5
const int
FIX::InstrAttribType_WHENISSUED
= 9
const int
FIX::InstrAttribType_ZEROCOUPON
= 2
const int
FIX::InstrAttribType_SUBJECTTOALTERNATIVEMINIMUMTAX
= 19
const int
FIX::InstrAttribType_ESCROWEDTOMATURITY
= 12
const int
FIX::InstrAttribType_FLAT
= 1
const int
FIX::InstrAttribType_TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY
= 24
const int
FIX::InstrAttribType_INSTRUMENT_NUMERATOR
= 26
const int
FIX::InstrAttribType_ESCROWED_TO_MATURITY
= 12
const int
FIX::InstrAttribType_LESS_FEE_FOR_PUT
= 6
const int
FIX::InstrAttribType_TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE
= 99
const int
FIX::InstrAttribType_CALLABLEWITHOUTNOTICEBYMAILTOHOLDERUNLESSREGISTERED
= 22
const int
FIX::InstrAttribType_INDEXED
= 18
const int
FIX::InstrAttribType_INDEFAULT
= 15
const int
FIX::InstrAttribType_ZERO_COUPON
= 2
const int
FIX::InstrAttribType_NOPERIODICPAYMENTS
= 4
const int
FIX::InstrAttribType_CALLABLEBELOWMATURITYVALUE
= 21
const int
FIX::InstrAttribType_ORIGINALISSUEDISCOUNT
= 10
const int
FIX::InstrAttribType_PRICE_TICK_RULES_FOR_SECURITY
= 23
const int
FIX::InstrAttribType_NO_PERIODIC_PAYMENTS
= 4
const int
FIX::InstrAttribType_VARIABLERATE
= 5
const int
FIX::Product_FINANCING
= 13
const int
FIX::Product_COMMODITY
= 2
const int
FIX::Product_EQUITY
= 5
const int
FIX::Product_CORPORATE
= 3
const int
FIX::Product_AGENCY
= 1
const int
FIX::Product_OTHER
= 12
const int
FIX::Product_MONEYMARKET
= 9
const int
FIX::Product_MORTGAGE
= 10
const int
FIX::Product_CURRENCY
= 4
const int
FIX::Product_INDEX
= 7
const int
FIX::Product_MUNICIPAL
= 11
const int
FIX::Product_LOAN
= 8
const int
FIX::Product_GOVERNMENT
= 6
const int
FIX::SecurityTradingStatus_NOMKTIMB
= 12
const int
FIX::SecurityTradingStatus_NOOPEN
= 4
const int
FIX::SecurityTradingStatus_FAST_MARKET
= 23
const int
FIX::SecurityTradingStatus_NO_OPEN_NO_RESUME
= 4
const int
FIX::SecurityTradingStatus_TRADING_HALT
= 2
const int
FIX::SecurityTradingStatus_NOT_AVAILABLE_FOR_TRADING
= 18
const int
FIX::SecurityTradingStatus_11
= 11
const int
FIX::SecurityTradingStatus_NO_OPEN
= 4
const int
FIX::SecurityTradingStatus_NOTTRADED
= 19
const int
FIX::SecurityTradingStatus_FASTMARKET
= 23
const int
FIX::SecurityTradingStatus_MKTBALSELL
= 8
const int
FIX::SecurityTradingStatus_NEWPXIND
= 15
const int
FIX::SecurityTradingStatus_TRDDISTIME
= 16
const int
FIX::SecurityTradingStatus_PXIND
= 5
const int
FIX::SecurityTradingStatus_CROSS
= 25
const int
FIX::SecurityTradingStatus_OPENINGROTATION
= 22
const int
FIX::SecurityTradingStatus_TRDRNGIND
= 6
const int
FIX::SecurityTradingStatus_RESUME
= 3
const int
FIX::SecurityTradingStatus_TRADE_DISSEMINATION_TIME
= 16
const int
FIX::SecurityTradingStatus_NO_MARKET_ON_CLOSE_IMBALANCE
= 13
const int
FIX::SecurityTradingStatus_POST_CLOSE
= 26
const int
FIX::SecurityTradingStatus_OPENDELAY
= 1
const int
FIX::SecurityTradingStatus_READY
= 17
const int
FIX::SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_BUY
= 9
const int
FIX::SecurityTradingStatus_NOTAVAIL
= 18
const int
FIX::SecurityTradingStatus_MARKET_IMBALANCE_SELL
= 8
const int
FIX::SecurityTradingStatus_OPENING_DELAY
= 1
const int
FIX::SecurityTradingStatus_MKTONCLSIMBSELL
= 10
const int
FIX::SecurityTradingStatus_NOT_TRADED_ON_THIS_MARKET
= 19
const int
FIX::SecurityTradingStatus_ITS_PRE_OPENING
= 14
const int
FIX::SecurityTradingStatus_PRE_CROSS
= 24
const int
FIX::SecurityTradingStatus_NA
= 11
const int
FIX::SecurityTradingStatus_NOMKTONCLSIMB
= 13
const int
FIX::SecurityTradingStatus_PRE_OPEN
= 21
const int
FIX::SecurityTradingStatus_MARKET_IMBALANCE_BUY
= 7
const int
FIX::SecurityTradingStatus_TRADING_RANGE_INDICATION
= 6
const int
FIX::SecurityTradingStatus_READY_TO_TRADE
= 17
const int
FIX::SecurityTradingStatus_NEW_PRICE_INDICATION
= 15
const int
FIX::SecurityTradingStatus_ITSPREOPN
= 14
const int
FIX::SecurityTradingStatus_TRDHALT
= 2
const int
FIX::SecurityTradingStatus_MKTONCLSIMBBUY
= 9
const int
FIX::SecurityTradingStatus_OPENING_ROTATION
= 22
const int
FIX::SecurityTradingStatus_PRICE_INDICATION
= 5
const int
FIX::SecurityTradingStatus_UNKNOWN_OR_INVALID
= 20
const int
FIX::SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_SELL
= 10
const int
FIX::SecurityTradingStatus_UNKNOWN
= 20
const int
FIX::SecurityTradingStatus_MKTIMBBUY
= 7
const int
FIX::SecurityTradingStatus_NO_MARKET_IMBALANCE
= 12
const char
FIX::Rule80A_PRGINDEXARBOTHMEM
= 'N'
const char
FIX::Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPETING_MARKET_MAKER
= 'R'
const char
FIX::Rule80A_SPECIALIST_TRADES
= 'S'
const char
FIX::Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER
= 'J'
const char
FIX::Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG
= 'D'
const char
FIX::Rule80A_SHTEXTRANI
= 'H'
const char
FIX::Rule80A_SHTEXTRANMEMWT
= 'X'
const char
FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_F
= 'F'
const char
FIX::Rule80A_COMPETING_DEALER_TRADES_O
= 'O'
const char
FIX::Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER
= 'K'
const char
FIX::Rule80A_AGENCY_ALGORITHMIC_PROGRAM_TRADING
= 'K'
const char
FIX::Rule80A_SHTEXTRANMEM
= 'L'
const char
FIX::Rule80A_PRGINDEXARBOTHAGN
= 'U'
const char
FIX::Rule80A_PRGNONINDEXARBINV
= 'J'
const char
FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_H
= 'H'
const char
FIX::Rule80A_PRINCIPAL
= 'P'
const char
FIX::Rule80A_AGENCY_INDEX_ARBITRAGE
= 'U'
const char
FIX::Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER
= 'R'
const char
FIX::Rule80A_SHTEXTRANA
= 'B'
const char
FIX::Rule80A_SHTEXTRANW
= 'F'
const char
FIX::Rule80A_PRGINDEXARBINV
= 'K'
const char
FIX::Rule80A_COMPETING_DEALER_TRADES_R
= 'R'
const char
FIX::Rule80A_INDIVIDUAL_INVESTOR_SINGLE_ORDER
= 'I'
const char
FIX::Rule80A_PROPRIETARY_NON_ALGORITHMIC_PROGRAM_TRADE
= 'C'
const char
FIX::Rule80A_AGENT_FOR_OTHER_MEMBER_NON_ALGORITHMIC_PROGRAM_TRADE
= 'N'
const char
FIX::Rule80A_ALLOTHERAGN
= 'W'
const char
FIX::Rule80A_PRGNONINDEXARBOTHAGN
= 'Y'
const char
FIX::Rule80A_PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER
= 'O'
const char
FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE
= 'X'
const char
FIX::Rule80A_AGENCYSINGLE
= 'A'
const char
FIX::Rule80A_COMPETING_DEALER_TRADES_T
= 'T'
const char
FIX::Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER
= 'N'
const char
FIX::Rule80A_PROPRIETARY_ALGORITHMIC_PROGRAM_TRADING
= 'J'
const char
FIX::Rule80A_AGENCY_NON_ALGORITHMIC_PROGRAM_TRADE
= 'Y'
const char
FIX::Rule80A_PRGNONINDEXARBMEM
= 'C'
const char
FIX::Rule80A_PRGNONINDEXARBOTHMEM
= 'M'
const char
FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER
= 'Z'
const char
FIX::Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY
= 'Y'
const char
FIX::Rule80A_ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER
= 'W'
const char
FIX::Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG
= 'C'
const char
FIX::Rule80A_PRGINDEXARBMEM
= 'D'
const char
FIX::Rule80A_INVINESTOR
= 'I'
const char
FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL
= 'E'
const char
FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_B
= 'B'
const char
FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE
= 'L'
const char
FIX::Rule80A_AGENCY_SINGLE_ORDER
= 'A'
const char
FIX::Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE
= 'L'
const char
FIX::Rule80A_COMPETINGDEALER
= 'O'
const char
FIX::Rule80A_COMPDEALER1
= 'R'
const char
FIX::Rule80A_SHTEXTRANNONMEM
= 'Z'
const char
FIX::Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER
= 'T'
const char
FIX::Rule80A_REGISTERED_EQUITY_MARKET_MAKER_TRADES
= 'E'
const char
FIX::Rule80A_MARKETMAKER
= 'E'
const char
FIX::Rule80A_SPECIALIST
= 'S'
const char
FIX::Rule80A_COMPDEALER2
= 'T'
const char
FIX::Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY
= 'U'
const char
FIX::Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER
= 'M'
const char
FIX::CorporateAction_MERGER_REORGANIZATION
= 'M'
const char
FIX::CorporateAction_SYMBOL_CONVERSION
= 'T'
const char
FIX::CorporateAction_NEW
= 'D'
const char
FIX::CorporateAction_SUCCESSION_EVENT
= 'W'
const char
FIX::CorporateAction_STOCK_DIVIDEND
= 'G'
const char
FIX::CorporateAction_REVERSE_STOCK_SPLIT
= 'I'
const char
FIX::CorporateAction_POSITION_CONSOLIDATION
= 'K'
const char
FIX::CorporateAction_SPINOFF
= 'P'
const char
FIX::CorporateAction_EXDIVIDEND
= 'A'
const char
FIX::CorporateAction_EX_INTEREST
= 'E'
const char
FIX::CorporateAction_LIQUIDATION_REORGANIZATION
= 'L'
const char
FIX::CorporateAction_CASH_DIVIDEND
= 'F'
const char
FIX::CorporateAction_STANDARD_INTEGER_STOCK_SPLIT
= 'J'
const char
FIX::CorporateAction_RIGHTS_OFFERING
= 'N'
const char
FIX::CorporateAction_SHAREHOLDER_MEETING
= 'O'
const char
FIX::CorporateAction_WARRANT
= 'R'
const char
FIX::CorporateAction_EXDIST
= 'B'
const char
FIX::CorporateAction_EX_RIGHTS
= 'C'
const char
FIX::CorporateAction_EX_DISTRIBUTION
= 'B'
const char
FIX::CorporateAction_EX_DIVIDEND
= 'A'
const char
FIX::CorporateAction_TENDER_OFFER
= 'Q'
const char
FIX::CorporateAction_SPECIAL_ACTION
= 'S'
const char
FIX::CorporateAction_EXINTEREST
= 'E'
const char
FIX::CorporateAction_NON_INTEGER_STOCK_SPLIT
= 'H'
const char
FIX::CorporateAction_CUSIP
= 'U'
const char
FIX::CorporateAction_LEAP_ROLLOVER
= 'V'
const char
FIX::CorporateAction_EXRIGHTS
= 'C'
const int
FIX::TerminationType_TERM
= 2
const int
FIX::TerminationType_FLEXIBLE
= 3
const int
FIX::TerminationType_OPEN
= 4
const int
FIX::TerminationType_OVERNIGHT
= 1
const int
FIX::PosMaintAction_REPLACE
= 2
const int
FIX::PosMaintAction_NEW
= 1
const int
FIX::PosMaintAction_REVERSE
= 4
const int
FIX::PosMaintAction_CANCEL
= 3
const int
FIX::ComplexEventPriceTimeType_SPECIFIED_DATE_TIME
= 3
const int
FIX::ComplexEventPriceTimeType_EXPIRATION
= 1
const int
FIX::ComplexEventPriceTimeType_IMMEDIATE
= 2
const char
FIX::UnderlyingFXRateCalc_DIVIDE
= 'D'
const char
FIX::UnderlyingFXRateCalc_MULTIPLY
= 'M'
const char
FIX::OddLot_NO
= 'N'
const char
FIX::OddLot_YES
= 'Y'
const char
FIX::BookingUnit_AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE
= '2'
const char
FIX::BookingUnit_AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER
= '1'
const char
FIX::BookingUnit_EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT
= '0'
const int
FIX::AllocStatus_REJECTED_BY_INTERMEDIARY
= 5
const int
FIX::AllocStatus_ACCEPTEDSUCCESSFULLYPROCESSED
= 0
const int
FIX::AllocStatus_ACCOUNTLEVELREJECT
= 2
const int
FIX::AllocStatus_BLOCK_LEVEL_REJECT
= 1
const int
FIX::AllocStatus_ACCOUNT_LEVEL_REJECT
= 2
const int
FIX::AllocStatus_INCOMPLETE
= 4
const int
FIX::AllocStatus_ALLOCATION_PENDING
= 6
const int
FIX::AllocStatus_BLOCKLEVELREJECT
= 1
const int
FIX::AllocStatus_REJECTEDBYINTERMEDIARY
= 5
const int
FIX::AllocStatus_RECEIVEDRECEIVEDNOTYETPROCESSED
= 3
const int
FIX::AllocStatus_REVERSED
= 7
const int
FIX::AllocStatus_RECEIVED
= 3
const int
FIX::AllocStatus_PARTIAL_ACCEPT
= 2
const int
FIX::AllocStatus_REJECTED
= 1
const int
FIX::AllocStatus_ACCEPTED
= 0
const int
FIX::IncTaxInd_NET
= 1
const int
FIX::IncTaxInd_GROSS
= 2
const int
FIX::PartyListResponseType_RETURN_ONLY_PARTY_INFORMATION
= 1
const int
FIX::PartyListResponseType_RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES
= 0
const int
FIX::PartyListResponseType_INCLUDE_RISK_LIMIT_INFORMATION
= 3
const int
FIX::PartyListResponseType_INCLUDE_INFORMATION_ON_RELATED_PARTIES
= 2
const int
FIX::PosReqStatus_COMPLETED
= 0
const int
FIX::PosReqStatus_REJECTED
= 2
const int
FIX::PosReqStatus_COMPLETEDWITHWARNINGS
= 1
const int
FIX::PosReqStatus_COMPLETED_WITH_WARNINGS
= 1
const int
FIX::PriorityIndicator_PRIORITY_UNCHANGED
= 0
const int
FIX::PriorityIndicator_PRIORITYUNCHANGED
= 0
const int
FIX::PriorityIndicator_LOSTPRIORITY
= 1
const int
FIX::PriorityIndicator_LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE
= 1
const char
FIX::MoneyLaunderingStatus_NOTCHECKED
= 'N'
const char
FIX::MoneyLaunderingStatus_EXEMPT_BELOW_THE_LIMIT
= '1'
const char
FIX::MoneyLaunderingStatus_EXAUTHCREDIT
= '3'
const char
FIX::MoneyLaunderingStatus_EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION
= '2'
const char
FIX::MoneyLaunderingStatus_EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION
= '3'
const char
FIX::MoneyLaunderingStatus_NOT_CHECKED
= 'N'
const char
FIX::MoneyLaunderingStatus_PASSED
= 'Y'
const char
FIX::MoneyLaunderingStatus_EXEMPT_1
= '1'
const char
FIX::MoneyLaunderingStatus_EXCLIENTMONEYTYPE
= '2'
const char
FIX::MoneyLaunderingStatus_EXEMPT_2
= '2'
const char
FIX::MoneyLaunderingStatus_EXBELOWLIM
= '1'
const char
FIX::MoneyLaunderingStatus_EXEMPT_3
= '3'
const char
FIX::LotType_ROUND_LOT_BASED_UPON_UNITOFMEASURE
= '4'
const char
FIX::LotType_ROUND_LOT
= '2'
const char
FIX::LotType_ODD_LOT
= '1'
const char
FIX::LotType_BLOCK_LOT
= '3'
const char
FIX::QuoteCondition_FLAT_CURVE
[] = "7"
const char
FIX::QuoteCondition_REST_OF_BOOK_VWAP
[] = "3"
const char
FIX::QuoteCondition_BETTER_PRICES_IN_CONDITIONAL_ORDERS
[] = "4"
const char
FIX::QuoteCondition_TRADING_RANGE
[] = "Q"
const char
FIX::QuoteCondition_HALT_ETH
[] = "k"
const char
FIX::QuoteCondition_BID_OFFER_SPECIALIST
[] = "r"
const char
FIX::QuoteCondition_CONSOLBEST
[] = "D"
const char
FIX::QuoteCondition_CROSSED
[] = "F"
const char
FIX::QuoteCondition_NO_OPEN
[] = "b"
const char
FIX::QuoteCondition_HALT
[] = "j"
const char
FIX::QuoteCondition_PREOPENING_SAM
[] = "v"
const char
FIX::QuoteCondition_OPEN_SAM
[] = "x"
const char
FIX::QuoteCondition_RESERVED_SAM
[] = "0"
const char
FIX::QuoteCondition_OUTRIGHT_PRICE
[] = "J"
const char
FIX::QuoteCondition_IMPLIED_PRICE
[] = "K"
const char
FIX::QuoteCondition_DEPTH_ON_OFFER
[] = "M"
const char
FIX::QuoteCondition_ADDITIONAL_INFO_DUE_TO_RELATED
[] = "V"
const char
FIX::QuoteCondition_REGULAR_ETH
[] = "c"
const char
FIX::QuoteCondition_ROTATION_ETH
[] = "i"
const char
FIX::QuoteCondition_NONFIRM
[] = "I"
const char
FIX::QuoteCondition_EXCHANGE_BEST
[] = "C"
const char
FIX::QuoteCondition_DEPTH_ON_BID
[] = "N"
const char
FIX::QuoteCondition_CLOSING
[] = "O"
const char
FIX::QuoteCondition_VIEW_OF_COMMON
[] = "X"
const char
FIX::QuoteCondition_FORBIDDEN_SAM
[] = "t"
const char
FIX::QuoteCondition_LOCKED
[] = "E"
const char
FIX::QuoteCondition_ORDER_INFLUX
[] = "R"
const char
FIX::QuoteCondition_NEWS_PENDING
[] = "T"
const char
FIX::QuoteCondition_RESUME
[] = "W"
const char
FIX::QuoteCondition_TRADING_RESUME
[] = "n"
const char
FIX::QuoteCondition_OUT_OF_SEQUENCE
[] = "o"
const char
FIX::QuoteCondition_END_OF_DAY_SAM
[] = "s"
const char
FIX::QuoteCondition_FROZEN_SAM
[] = "u"
const char
FIX::QuoteCondition_OPENING_SAM
[] = "w"
const char
FIX::QuoteCondition_MANUAL_SLOW_QUOTE
[] = "L"
const char
FIX::QuoteCondition_NEWS_DISSEMINATION
[] = "P"
const char
FIX::QuoteCondition_DUE_TO_RELATED
[] = "S"
const char
FIX::QuoteCondition_VOLUME_ALERT
[] = "Y"
const char
FIX::QuoteCondition_FAST_MARKET_ETH
[] = "f "
const char
FIX::QuoteCondition_INACTIVE_ETH
[] = "g"
const char
FIX::QuoteCondition_DUE_TO_NEWS_DISSEMINATION
[] = "l"
const char
FIX::QuoteCondition_SURVEILLANCE_SAM
[] = "y"
const char
FIX::QuoteCondition_DEPTH
[] = "G"
const char
FIX::QuoteCondition_OPEN
[] = "A"
const char
FIX::QuoteCondition_AUTOMATIC_EXECUTION
[] = "d"
const char
FIX::QuoteCondition_DUE_TO_NEWS_PENDING
[] = "m"
const char
FIX::QuoteCondition_NO_ACTIVE_SAM
[] = "1"
const char
FIX::QuoteCondition_OFFER_SPECIALIST
[] = "q"
const char
FIX::QuoteCondition_SUSPENDED_SAM
[] = "z"
const char
FIX::QuoteCondition_RESTRICTED
[] = "2"
const char
FIX::QuoteCondition_NON_FIRM
[] = "I"
const char
FIX::QuoteCondition_CLOSED_INACTIVE
[] = "B"
const char
FIX::QuoteCondition_ADDITIONAL_INFO
[] = "U"
const char
FIX::QuoteCondition_EQUIPMENT_CHANGEOVER
[] = "a"
const char
FIX::QuoteCondition_EXCHBEST
[] = "C"
const char
FIX::QuoteCondition_FAST_TRADING
[] = "H"
const char
FIX::QuoteCondition_FULL_CURVE
[] = "6"
const char
FIX::QuoteCondition_MEDIAN_PRICE
[] = "5"
const char
FIX::QuoteCondition_OPEN_ACTIVE
[] = "A"
const char
FIX::QuoteCondition_ORDER_IMBALANCE
[] = "Z"
const char
FIX::QuoteCondition_AUTOMATIC_EXECUTION_ETH
[] = "e"
const char
FIX::QuoteCondition_ROTATION
[] = "h"
const char
FIX::QuoteCondition_BID_SPECIALIST
[] = "p"
const char
FIX::QuoteCondition_FAST
[] = "H"
const char
FIX::QuoteCondition_CONSOLIDATED_BEST
[] = "D"
const char
FIX::QuoteCondition_CLOSED
[] = "B"
const int
FIX::PartyRelationship_OWNED_BY_30
= 30
const int
FIX::PartyRelationship_PROVIDES_QUOTES_TO
= 17
const int
FIX::PartyRelationship_POSTS_TRADES_TO
= 14
const int
FIX::PartyRelationship_REGULATORY_OWNER_OF
= 29
const int
FIX::PartyRelationship_SUBSIDIARY_OF
= 28
const int
FIX::PartyRelationship_HAS_MEMBERS
= 10
const int
FIX::PartyRelationship_ENTERS_TRADES_THROUGH
= 16
const int
FIX::PartyRelationship_BENEFICIAL_OWNER_OF
= 35
const int
FIX::PartyRelationship_OWNED_BY_34
= 34
const int
FIX::PartyRelationship_CONTROLS
= 31
const int
FIX::PartyRelationship_REQUESTS_QUOTES_FROM
= 18
const int
FIX::PartyRelationship_SPONSORS
= 5
const int
FIX::PartyRelationship_CLEARS_THROUGH
= 2
const int
FIX::PartyRelationship_OWNED_BY_36
= 36
const int
FIX::PartyRelationship_BROKERS_TRADES_THROUGH
= 22
const int
FIX::PartyRelationship_INVESTS_THROUGH
= 20
const int
FIX::PartyRelationship_PARTICIPANT_OF_MARKETPLACE
= 12
const int
FIX::PartyRelationship_LEGAL
= 33
const int
FIX::PartyRelationship_ENTERS_TRADES_FOR
= 15
const int
FIX::PartyRelationship_CARRIES_POSITIONS_FOR
= 13
const int
FIX::PartyRelationship_IS_GUARANTEED_BY
= 8
const int
FIX::PartyRelationship_IS_CONTROLLED_BY
= 32
const int
FIX::PartyRelationship_PROVIDES_TRADING_SERVICES_FOR
= 23
const int
FIX::PartyRelationship_IS_ALSO
= 0
const int
FIX::PartyRelationship_PARENT_FIRM_FOR
= 27
const int
FIX::PartyRelationship_APPROVED_BY
= 26
const int
FIX::PartyRelationship_APPROVES_OF
= 25
const int
FIX::PartyRelationship_USES_TRADING_SERVICES_OF
= 24
const int
FIX::PartyRelationship_PROVIDES_GUARANTEE_FOR
= 7
const int
FIX::PartyRelationship_SPONSORED_THROUGH
= 6
const int
FIX::PartyRelationship_TRADES_FOR
= 3
const int
FIX::PartyRelationship_CLEARS_FOR
= 1
const int
FIX::PartyRelationship_BROKERS_TRADES_FOR
= 21
const int
FIX::PartyRelationship_INVESTS_FOR
= 19
const int
FIX::PartyRelationship_PROVIDES_MARKETPLACE_FOR
= 11
const int
FIX::PartyRelationship_MEMBER_OF
= 9
const int
FIX::PartyRelationship_TRADES_THROUGH
= 4
const char
FIX::SettlLocation_EUROCLEAR
[] = "EUR"
const char
FIX::SettlLocation_CEDEL
[] = "CED"
const char
FIX::SettlLocation_PARTICIPANT_TRUST_COMPANY
[] = "PTC"
const char
FIX::SettlLocation_PHYSICAL
[] = "PNY"
const char
FIX::SettlLocation_EURO_CLEAR
[] = "EUR"
const char
FIX::SettlLocation_FEDERALBOOKENTRY
[] = "FED"
const char
FIX::SettlLocation_PARTICIPANTTRUSTCOMPANY
[] = "PTC"
const char
FIX::SettlLocation_DEPOSITORY_TRUST_COMPANY
[] = "DTC"
const char
FIX::SettlLocation_DEPOSITORYTRUSTCOMPANY
[] = "DTC"
const char
FIX::SettlLocation_LOCAL_MARKET_SETTLE_LOCATION
[] = "ISO_Country_Code"
const char
FIX::SettlLocation_LOCALMARKETSETTLELOCATION
[] = "ISO_Country_Code"
const char
FIX::SettlLocation_FEDERAL_BOOK_ENTRY
[] = "FED"
const int
FIX::DiscretionScope_LOCAL
= 1
const int
FIX::DiscretionScope_NATIONAL_EXCLUDING_LOCAL
= 4
const int
FIX::DiscretionScope_NATIONALEXCLUDINGLOCAL
= 4
const int
FIX::DiscretionScope_GLOBAL
= 3
const int
FIX::DiscretionScope_NATIONAL
= 2
const int
FIX::DiscretionScope_LOCALEXCHANGEECNATS
= 1
const int
FIX::OwnerType_NETWORKINGSUBACCT
= 10
const int
FIX::OwnerType_PUBLIC_COMPANY
= 2
const int
FIX::OwnerType_INDIVIDUAL_TRUSTEE
= 4
const int
FIX::OwnerType_CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT
= 7
const int
FIX::OwnerType_INDIVIDUAL_INVESTOR
= 1
const int
FIX::OwnerType_COMPANY_TRUSTEE
= 5
const int
FIX::OwnerType_CORPBODY
= 12
const int
FIX::OwnerType_INDIVTRUSTEE
= 4
const int
FIX::OwnerType_PENSIONPLAN
= 6
const int
FIX::OwnerType_PRIVATE_COMPANY
= 3
const int
FIX::OwnerType_NETWORKING_SUB_ACCOUNT
= 10
const int
FIX::OwnerType_NON_PROFITORG
= 11
const int
FIX::OwnerType_PRIVATECOMPANY
= 3
const int
FIX::OwnerType_PENSION_PLAN
= 6
const int
FIX::OwnerType_COMPANYTRUSTEE
= 5
const int
FIX::OwnerType_TRUSTS
= 8
const int
FIX::OwnerType_FIDUCIARIES
= 9
const int
FIX::OwnerType_INDIVINVESTOR
= 1
const int
FIX::OwnerType_NON_PROFIT_ORGANIZATION
= 11
const int
FIX::OwnerType_CORPORATE_BODY
= 12
const int
FIX::OwnerType_PUBLICCOMPANY
= 2
const int
FIX::OwnerType_CUSTODIANMINORSACT
= 7
const int
FIX::OwnerType_NOMINEE
= 13
const int
FIX::ApplQueueResolution_END_SESSION
= 3
const int
FIX::ApplQueueResolution_QUEUEFLUSHED
= 1
const int
FIX::ApplQueueResolution_QUEUE_FLUSHED
= 1
const int
FIX::ApplQueueResolution_ENDSESSION
= 3
const int
FIX::ApplQueueResolution_OVERLAYLAST
= 2
const int
FIX::ApplQueueResolution_OVERLAY_LAST
= 2
const int
FIX::ApplQueueResolution_NOACTIONTAKEN
= 0
const int
FIX::ApplQueueResolution_NO_ACTION_TAKEN
= 0
const int
FIX::QuoteResponseLevel_SUMMARY_ACKNOWLEDGEMENT
= 3
const int
FIX::QuoteResponseLevel_ACKEACH
= 2
const int
FIX::QuoteResponseLevel_ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES
= 1
const int
FIX::QuoteResponseLevel_ACKNEG
= 1
const int
FIX::QuoteResponseLevel_NOACK
= 0
const int
FIX::QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGE
= 2
const int
FIX::QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGES
= 2
const int
FIX::QuoteResponseLevel_NO_ACKNOWLEDGEMENT
= 0
const char
FIX::ExecAckStatus_RECEIVED_NOT_YET_PROCESSED
= '0'
const char
FIX::ExecAckStatus_DONT_KNOW
= '2'
const char
FIX::ExecAckStatus_ACCEPTED
= '1'
const int
FIX::NetGrossInd_NET
= 1
const int
FIX::NetGrossInd_GROSS
= 2
const char
FIX::CxlType_PARTIAL_CANCEL
= 'P'
const char
FIX::CxlType_FULL_REMAINING_QUANTITY
= 'F'
const int
FIX::DeskTypeSource_NASD_OATS
= 1
const int
FIX::DiscretionRoundDirection_MOREPASSIVE
= 2
const int
FIX::DiscretionRoundDirection_MOREAGGRESSIVE
= 1
const int
FIX::DiscretionRoundDirection_MORE_AGGRESSIVE
= 1
const int
FIX::DiscretionRoundDirection_MORE_PASSIVE
= 2
const int
FIX::BidDescriptorType_COUNTRY
= 2
const int
FIX::BidDescriptorType_INDEX
= 3
const int
FIX::BidDescriptorType_SECTOR
= 1
const int
FIX::NetworkStatusResponseType_INCREMENTAL_UPDATE
= 2
const int
FIX::NetworkStatusResponseType_INCREMENTALUPDATE
= 2
const int
FIX::NetworkStatusResponseType_FULL
= 1
const int
FIX::QuoteType_INDICATIVE
= 0
const int
FIX::QuoteType_RESTRICTEDTRADEABLE
= 2
const int
FIX::QuoteType_RESTRICTED_TRADEABLE
= 2
const int
FIX::QuoteType_TRADEABLE
= 1
const int
FIX::QuoteType_COUNTER
= 3
const char
FIX::DiscretionInst_RELVWAP
= '6'
const char
FIX::DiscretionInst_RELLOCPRIMPX
= '3'
const char
FIX::DiscretionInst_RELATED_TO_MARKET_PRICE
= '1'
const char
FIX::DiscretionInst_RELMIDPX
= '4'
const char
FIX::DiscretionInst_RELATED_TO_VWAP
= '6'
const char
FIX::DiscretionInst_RELATED_TO_MIDPOINT_PRICE
= '4'
const char
FIX::DiscretionInst_RELDISPPX
= '0'
const char
FIX::DiscretionInst_RELATED_TO_DISPLAYED_PRICE
= '0'
const char
FIX::DiscretionInst_RELATED_TO_PRIMARY_PRICE
= '2'
const char
FIX::DiscretionInst_AVERAGE_PRICE_GUARANTEE
= '7'
const char
FIX::DiscretionInst_RELMKTPX
= '1'
const char
FIX::DiscretionInst_RELPRIMPX
= '2'
const char
FIX::DiscretionInst_RELLSTPX
= '5'
const char
FIX::DiscretionInst_RELATED_TO_LAST_TRADE_PRICE
= '5'
const char
FIX::DiscretionInst_RELATED_TO_LOCAL_PRIMARY_PRICE
= '3'
const int
FIX::CrossPrioritization_BUY_SIDE_IS_PRIORITIZED
= 1
const int
FIX::CrossPrioritization_SELL_SIDE_IS_PRIORITIZED
= 2
const int
FIX::CrossPrioritization_BUY_SIDE_PRIORITIZED
= 1
const int
FIX::CrossPrioritization_SELL_SIDE_PRIORITIZED
= 2
const int
FIX::CrossPrioritization_NONE
= 0
const int
FIX::CrossPrioritization_SELLSIDE_PRIORITIZED
= 2
const int
FIX::CrossPrioritization_BUYSIDE_PRIORITIZED
= 1
const char
FIX::IOIOthSvc_AUTEX
= 'A'
const char
FIX::IOIOthSvc_BRIDGE
= 'B'
const char
FIX::MDReqRejReason_UNSUPPSUB
= '4'
const char
FIX::MDReqRejReason_UNSUPPORTED_MDENTRYTYPE
= '8'
const char
FIX::MDReqRejReason_INSUFFICIENT_CREDIT
= 'D'
const char
FIX::MDReqRejReason_UNSUPPMKTDEPTH
= '5'
const char
FIX::MDReqRejReason_UNSUPPENTRY
= '8'
const char
FIX::MDReqRejReason_INSUFFICIENT_BANDWIDTH
= '2'
const char
FIX::MDReqRejReason_UNSUPPORTED_SCOPE
= 'A'
const char
FIX::MDReqRejReason_UNSUPPMDIMPLICITDELETE
= 'C'
const char
FIX::MDReqRejReason_UNSUPPORTED_TRADINGSESSIONID
= '9'
const char
FIX::MDReqRejReason_UNKNOWNSYM
= '0'
const char
FIX::MDReqRejReason_UNSUPPMDUPDATE
= '6'
const char
FIX::MDReqRejReason_UNSUPPPOSITIONEFFECTSETTLEFLAG
= 'B'
const char
FIX::MDReqRejReason_DUPLICATE_MDREQID
= '1'
const char
FIX::MDReqRejReason_DUPID
= '1'
const char
FIX::MDReqRejReason_UNSUPPORTED_AGGREGATEDBOOK
= '7'
const char
FIX::MDReqRejReason_UNSUPPORTED_MDUPDATETYPE
= '6'
const char
FIX::MDReqRejReason_UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE
= '4'
const char
FIX::MDReqRejReason_UNKNOWN_SYMBOL
= '0'
const char
FIX::MDReqRejReason_INSBAND
= '2'
const char
FIX::MDReqRejReason_UNSUPPSCOPE
= 'A'
const char
FIX::MDReqRejReason_UNSUPPORTED_OPENCLOSESETTLEFLAG
= 'B'
const char
FIX::MDReqRejReason_UNSUPPORTED_MARKETDEPTH
= '5'
const char
FIX::MDReqRejReason_UNSUPPAGGBK
= '7'
const char
FIX::MDReqRejReason_INSUFFICIENT_PERMISSIONS
= '3'
const char
FIX::MDReqRejReason_INSPERM
= '3'
const char
FIX::MDReqRejReason_UNSUPPTRDSESSIONID
= '9'
const char
FIX::MDReqRejReason_UNSUPPORTED_MDIMPLICITDELETE
= 'C'
const int
FIX::ApplReqType_REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS
= 2
const int
FIX::ApplReqType_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS
= 4
const int
FIX::ApplReqType_CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS
= 6
const int
FIX::ApplReqType_SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS
= 1
const int
FIX::ApplReqType_RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS
= 0
const int
FIX::ApplReqType_REQUEST_VALID_SET_OF_APPLICATIONS
= 3
const int
FIX::ApplReqType_CANCEL_RETRANSMISSION
= 5
const char
FIX::AggressorIndicator_NO
= 'N'
const char
FIX::AggressorIndicator_YES
= 'Y'
const int
FIX::BusinessRejectReason_APPNA
= 4
const int
FIX::BusinessRejectReason_UNKNOWN_SECURITY
= 2
const int
FIX::BusinessRejectReason_UNKNMSGTYPE
= 3
const int
FIX::BusinessRejectReason_CONDFLDMISS
= 5
const int
FIX::BusinessRejectReason_UNKNID
= 1
const int
FIX::BusinessRejectReason_APPLICATION_NOT_AVAILABLE
= 4
const int
FIX::BusinessRejectReason_INVALID_PRICE_INCREMENT
= 18
const int
FIX::BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME
= 7
const int
FIX::BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING
= 5
const int
FIX::BusinessRejectReason_UNKNOWN_ID
= 1
const int
FIX::BusinessRejectReason_NOTAUTH
= 6
const int
FIX::BusinessRejectReason_NODELIVTOFIRM
= 7
const int
FIX::BusinessRejectReason_OTHER
= 0
const int
FIX::BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE
= 3
const int
FIX::BusinessRejectReason_UNKNOWN_MESSAGE_TYPE
= 3
const int
FIX::BusinessRejectReason_NOT_AUTHORIZED
= 6
const int
FIX::BusinessRejectReason_UNKNSEC
= 2
const int
FIX::BusinessRejectReason_UNKOWN_ID
= 1
const int
FIX::BookingType_REGULAR_BOOKING
= 0
const int
FIX::BookingType_REGULARBOOKING
= 0
const int
FIX::BookingType_CFD
= 1
const int
FIX::BookingType_CFDCONTRACTFORDIFFERENCE
= 1
const int
FIX::BookingType_TOTALRETURNSWAP
= 2
const int
FIX::BookingType_TOTAL_RETURN_SWAP
= 2
Generated on Mon Apr 5 20:59:51 2010 for QuickFIX by
1.6.1 written by
Dimitri van Heesch
, © 1997-2001