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FixFields.h

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00001 /* -*- C++ -*- */
00002  
00003 /****************************************************************************
00004 ** Copyright (c) quickfixengine.org  All rights reserved.
00005 **
00006 ** This file is part of the QuickFIX FIX Engine
00007 **
00008 ** This file may be distributed under the terms of the quickfixengine.org
00009 ** license as defined by quickfixengine.org and appearing in the file
00010 ** LICENSE included in the packaging of this file.
00011 **
00012 ** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
00013 ** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
00014 **
00015 ** See http://www.quickfixengine.org/LICENSE for licensing information.
00016 **
00017 ** Contact ask@quickfixengine.org if any conditions of this licensing are
00018 ** not clear to you.
00019 **
00020 ****************************************************************************/
00021 
00022 #ifndef FIX_FIELDS_H
00023 #define FIX_FIELDS_H
00024 
00025 #include "Field.h"
00026 
00027 #undef Yield
00028 
00029 namespace FIX
00030 {
00031   
00032  DEFINE_STRING(Account);
00033  DEFINE_STRING(AdvId);
00034  DEFINE_STRING(AdvRefID);
00035  DEFINE_CHAR(AdvSide);
00036  DEFINE_STRING(AdvTransType);
00037  DEFINE_PRICE(AvgPx);
00038  DEFINE_STRING(ClOrdID);
00039  DEFINE_AMT(Commission);
00040  DEFINE_CHAR(CommType);
00041  DEFINE_QTY(CumQty);
00042  DEFINE_CURRENCY(Currency);
00043  DEFINE_STRING(ExecID);
00044  DEFINE_MULTIPLECHARVALUE(ExecInst);
00045  DEFINE_STRING(ExecRefID);
00046  DEFINE_CHAR(ExecTransType);
00047  DEFINE_CHAR(HandlInst);
00048  DEFINE_STRING(SecurityIDSource);
00049  DEFINE_STRING(IOIid);
00050  DEFINE_CHAR(IOIQltyInd);
00051  DEFINE_STRING(IOIRefID);
00052  DEFINE_STRING(IOIQty);
00053  DEFINE_CHAR(IOITransType);
00054  DEFINE_CHAR(LastCapacity);
00055  DEFINE_EXCHANGE(LastMkt);
00056  DEFINE_PRICE(LastPx);
00057  DEFINE_QTY(LastQty);
00058  DEFINE_NUMINGROUP(NoLinesOfText);
00059  DEFINE_STRING(OrderID);
00060  DEFINE_QTY(OrderQty);
00061  DEFINE_CHAR(OrdStatus);
00062  DEFINE_CHAR(OrdType);
00063  DEFINE_STRING(OrigClOrdID);
00064  DEFINE_UTCTIMESTAMP(OrigTime);
00065  DEFINE_PRICE(Price);
00066  DEFINE_STRING(SecurityID);
00067  DEFINE_QTY(Quantity);
00068  DEFINE_CHAR(Side);
00069  DEFINE_STRING(Symbol);
00070  DEFINE_CHAR(TimeInForce);
00071  DEFINE_UTCTIMESTAMP(TransactTime);
00072  DEFINE_CHAR(Urgency);
00073  DEFINE_UTCTIMESTAMP(ValidUntilTime);
00074  DEFINE_STRING(SettlType);
00075  DEFINE_LOCALMKTDATE(SettlDate);
00076  DEFINE_STRING(SymbolSfx);
00077  DEFINE_STRING(ListID);
00078  DEFINE_INT(ListSeqNo);
00079  DEFINE_INT(TotNoOrders);
00080  DEFINE_INT(ListNoOrds);
00081  DEFINE_STRING(ListExecInst);
00082  DEFINE_STRING(AllocID);
00083  DEFINE_CHAR(AllocTransType);
00084  DEFINE_STRING(RefAllocID);
00085  DEFINE_NUMINGROUP(NoOrders);
00086  DEFINE_INT(AvgPxPrecision);
00087  DEFINE_LOCALMKTDATE(TradeDate);
00088  DEFINE_STRING(ExecBroker);
00089  DEFINE_CHAR(PositionEffect);
00090  DEFINE_NUMINGROUP(NoAllocs);
00091  DEFINE_STRING(AllocAccount);
00092  DEFINE_QTY(AllocQty);
00093  DEFINE_CHAR(ProcessCode);
00094  DEFINE_INT(NoRpts);
00095  DEFINE_INT(RptSeq);
00096  DEFINE_QTY(CxlQty);
00097  DEFINE_NUMINGROUP(NoDlvyInst);
00098  DEFINE_STRING(DlvyInst);
00099  DEFINE_INT(AllocStatus);
00100  DEFINE_INT(AllocRejCode);
00101  DEFINE_STRING(BrokerOfCredit);
00102  DEFINE_CHAR(EmailType);
00103  DEFINE_PRICE(StopPx);
00104  DEFINE_EXCHANGE(ExDestination);
00105  DEFINE_INT(CxlRejReason);
00106  DEFINE_INT(OrdRejReason);
00107  DEFINE_CHAR(IOIQualifier);
00108  DEFINE_STRING(WaveNo);
00109  DEFINE_STRING(Issuer);
00110  DEFINE_STRING(SecurityDesc);
00111  DEFINE_STRING(ClientID);
00112  DEFINE_QTY(MinQty);
00113  DEFINE_QTY(MaxFloor);
00114  DEFINE_BOOLEAN(ReportToExch);
00115  DEFINE_BOOLEAN(LocateReqd);
00116  DEFINE_STRING(QuoteID);
00117  DEFINE_AMT(NetMoney);
00118  DEFINE_AMT(SettlCurrAmt);
00119  DEFINE_CURRENCY(SettlCurrency);
00120  DEFINE_BOOLEAN(ForexReq);
00121  DEFINE_NUMINGROUP(NoExecs);
00122  DEFINE_CHAR(CxlType);
00123  DEFINE_UTCTIMESTAMP(ExpireTime);
00124  DEFINE_CHAR(DKReason);
00125  DEFINE_BOOLEAN(IOINaturalFlag);
00126  DEFINE_STRING(QuoteReqID);
00127  DEFINE_PRICE(BidPx);
00128  DEFINE_PRICE(OfferPx);
00129  DEFINE_QTY(BidSize);
00130  DEFINE_QTY(OfferSize);
00131  DEFINE_NUMINGROUP(NoMiscFees);
00132  DEFINE_AMT(MiscFeeAmt);
00133  DEFINE_CURRENCY(MiscFeeCurr);
00134  DEFINE_STRING(MiscFeeType);
00135  DEFINE_PRICE(PrevClosePx);
00136  DEFINE_NUMINGROUP(NoRelatedSym);
00137  DEFINE_STRING(Subject);
00138  DEFINE_STRING(Headline);
00139  DEFINE_STRING(URLLink);
00140  DEFINE_CHAR(ExecType);
00141  DEFINE_QTY(LeavesQty);
00142  DEFINE_QTY(CashOrderQty);
00143  DEFINE_PRICE(AllocAvgPx);
00144  DEFINE_AMT(AllocNetMoney);
00145  DEFINE_FLOAT(SettlCurrFxRate);
00146  DEFINE_CHAR(SettlCurrFxRateCalc);
00147  DEFINE_INT(NumDaysInterest);
00148  DEFINE_PERCENTAGE(AccruedInterestRate);
00149  DEFINE_AMT(AccruedInterestAmt);
00150  DEFINE_CHAR(SettlInstMode);
00151  DEFINE_STRING(AllocText);
00152  DEFINE_STRING(SettlInstID);
00153  DEFINE_CHAR(SettlInstTransType);
00154  DEFINE_STRING(EmailThreadID);
00155  DEFINE_CHAR(SettlInstSource);
00156  DEFINE_STRING(SettlLocation);
00157  DEFINE_STRING(SecurityType);
00158  DEFINE_UTCTIMESTAMP(EffectiveTime);
00159  DEFINE_INT(StandInstDbType);
00160  DEFINE_STRING(StandInstDbName);
00161  DEFINE_STRING(StandInstDbID);
00162  DEFINE_INT(SettlDeliveryType);
00163  DEFINE_STRING(SettlDepositoryCode);
00164  DEFINE_STRING(SettlBrkrCode);
00165  DEFINE_STRING(SettlInstCode);
00166  DEFINE_STRING(SecuritySettlAgentName);
00167  DEFINE_STRING(SecuritySettlAgentCode);
00168  DEFINE_STRING(SecuritySettlAgentAcctNum);
00169  DEFINE_STRING(SecuritySettlAgentAcctName);
00170  DEFINE_STRING(SecuritySettlAgentContactName);
00171  DEFINE_STRING(SecuritySettlAgentContactPhone);
00172  DEFINE_STRING(CashSettlAgentName);
00173  DEFINE_STRING(CashSettlAgentCode);
00174  DEFINE_STRING(CashSettlAgentAcctNum);
00175  DEFINE_STRING(CashSettlAgentAcctName);
00176  DEFINE_STRING(CashSettlAgentContactName);
00177  DEFINE_STRING(CashSettlAgentContactPhone);
00178  DEFINE_PRICE(BidSpotRate);
00179  DEFINE_PRICEOFFSET(BidForwardPoints);
00180  DEFINE_PRICE(OfferSpotRate);
00181  DEFINE_PRICEOFFSET(OfferForwardPoints);
00182  DEFINE_QTY(OrderQty2);
00183  DEFINE_LOCALMKTDATE(SettlDate2);
00184  DEFINE_PRICE(LastSpotRate);
00185  DEFINE_PRICEOFFSET(LastForwardPoints);
00186  DEFINE_STRING(AllocLinkID);
00187  DEFINE_INT(AllocLinkType);
00188  DEFINE_STRING(SecondaryOrderID);
00189  DEFINE_NUMINGROUP(NoIOIQualifiers);
00190  DEFINE_MONTHYEAR(MaturityMonthYear);
00191  DEFINE_INT(PutOrCall);
00192  DEFINE_PRICE(StrikePrice);
00193  DEFINE_INT(CoveredOrUncovered);
00194  DEFINE_INT(CustomerOrFirm);
00195  DEFINE_DAYOFMONTH(MaturityDay);
00196  DEFINE_CHAR(OptAttribute);
00197  DEFINE_EXCHANGE(SecurityExchange);
00198  DEFINE_BOOLEAN(NotifyBrokerOfCredit);
00199  DEFINE_INT(AllocHandlInst);
00200  DEFINE_QTY(MaxShow);
00201  DEFINE_FLOAT(PegOffsetValue);
00202  DEFINE_STRING(SettlInstRefID);
00203  DEFINE_NUMINGROUP(NoRoutingIDs);
00204  DEFINE_INT(RoutingType);
00205  DEFINE_STRING(RoutingID);
00206  DEFINE_PRICEOFFSET(Spread);
00207  DEFINE_CHAR(Benchmark);
00208  DEFINE_CURRENCY(BenchmarkCurveCurrency);
00209  DEFINE_STRING(BenchmarkCurveName);
00210  DEFINE_STRING(BenchmarkCurvePoint);
00211  DEFINE_PERCENTAGE(CouponRate);
00212  DEFINE_LOCALMKTDATE(CouponPaymentDate);
00213  DEFINE_LOCALMKTDATE(IssueDate);
00214  DEFINE_INT(RepurchaseTerm);
00215  DEFINE_PERCENTAGE(RepurchaseRate);
00216  DEFINE_FLOAT(Factor);
00217  DEFINE_LOCALMKTDATE(TradeOriginationDate);
00218  DEFINE_LOCALMKTDATE(ExDate);
00219  DEFINE_FLOAT(ContractMultiplier);
00220  DEFINE_NUMINGROUP(NoStipulations);
00221  DEFINE_STRING(StipulationType);
00222  DEFINE_STRING(StipulationValue);
00223  DEFINE_STRING(YieldType);
00224  DEFINE_PERCENTAGE(Yield);
00225  DEFINE_AMT(TotalTakedown);
00226  DEFINE_AMT(Concession);
00227  DEFINE_INT(RepoCollateralSecurityType);
00228  DEFINE_LOCALMKTDATE(RedemptionDate);
00229  DEFINE_LOCALMKTDATE(UnderlyingCouponPaymentDate);
00230  DEFINE_LOCALMKTDATE(UnderlyingIssueDate);
00231  DEFINE_INT(UnderlyingRepoCollateralSecurityType);
00232  DEFINE_INT(UnderlyingRepurchaseTerm);
00233  DEFINE_PERCENTAGE(UnderlyingRepurchaseRate);
00234  DEFINE_FLOAT(UnderlyingFactor);
00235  DEFINE_LOCALMKTDATE(UnderlyingRedemptionDate);
00236  DEFINE_LOCALMKTDATE(LegCouponPaymentDate);
00237  DEFINE_LOCALMKTDATE(LegIssueDate);
00238  DEFINE_INT(LegRepoCollateralSecurityType);
00239  DEFINE_INT(LegRepurchaseTerm);
00240  DEFINE_PERCENTAGE(LegRepurchaseRate);
00241  DEFINE_FLOAT(LegFactor);
00242  DEFINE_LOCALMKTDATE(LegRedemptionDate);
00243  DEFINE_STRING(CreditRating);
00244  DEFINE_STRING(UnderlyingCreditRating);
00245  DEFINE_STRING(LegCreditRating);
00246  DEFINE_BOOLEAN(TradedFlatSwitch);
00247  DEFINE_LOCALMKTDATE(BasisFeatureDate);
00248  DEFINE_PRICE(BasisFeaturePrice);
00249  DEFINE_STRING(MDReqID);
00250  DEFINE_CHAR(SubscriptionRequestType);
00251  DEFINE_INT(MarketDepth);
00252  DEFINE_INT(MDUpdateType);
00253  DEFINE_BOOLEAN(AggregatedBook);
00254  DEFINE_NUMINGROUP(NoMDEntryTypes);
00255  DEFINE_NUMINGROUP(NoMDEntries);
00256  DEFINE_CHAR(MDEntryType);
00257  DEFINE_PRICE(MDEntryPx);
00258  DEFINE_QTY(MDEntrySize);
00259  DEFINE_UTCDATEONLY(MDEntryDate);
00260  DEFINE_UTCTIMEONLY(MDEntryTime);
00261  DEFINE_CHAR(TickDirection);
00262  DEFINE_EXCHANGE(MDMkt);
00263  DEFINE_MULTIPLESTRINGVALUE(QuoteCondition);
00264  DEFINE_MULTIPLESTRINGVALUE(TradeCondition);
00265  DEFINE_STRING(MDEntryID);
00266  DEFINE_CHAR(MDUpdateAction);
00267  DEFINE_STRING(MDEntryRefID);
00268  DEFINE_CHAR(MDReqRejReason);
00269  DEFINE_STRING(MDEntryOriginator);
00270  DEFINE_STRING(LocationID);
00271  DEFINE_STRING(DeskID);
00272  DEFINE_CHAR(DeleteReason);
00273  DEFINE_MULTIPLECHARVALUE(OpenCloseSettlFlag);
00274  DEFINE_INT(SellerDays);
00275  DEFINE_STRING(MDEntryBuyer);
00276  DEFINE_STRING(MDEntrySeller);
00277  DEFINE_INT(MDEntryPositionNo);
00278  DEFINE_MULTIPLECHARVALUE(FinancialStatus);
00279  DEFINE_MULTIPLECHARVALUE(CorporateAction);
00280  DEFINE_QTY(DefBidSize);
00281  DEFINE_QTY(DefOfferSize);
00282  DEFINE_NUMINGROUP(NoQuoteEntries);
00283  DEFINE_NUMINGROUP(NoQuoteSets);
00284  DEFINE_INT(QuoteStatus);
00285  DEFINE_INT(QuoteCancelType);
00286  DEFINE_STRING(QuoteEntryID);
00287  DEFINE_INT(QuoteRejectReason);
00288  DEFINE_INT(QuoteResponseLevel);
00289  DEFINE_STRING(QuoteSetID);
00290  DEFINE_INT(QuoteRequestType);
00291  DEFINE_INT(TotNoQuoteEntries);
00292  DEFINE_STRING(UnderlyingSecurityIDSource);
00293  DEFINE_STRING(UnderlyingIssuer);
00294  DEFINE_STRING(UnderlyingSecurityDesc);
00295  DEFINE_EXCHANGE(UnderlyingSecurityExchange);
00296  DEFINE_STRING(UnderlyingSecurityID);
00297  DEFINE_STRING(UnderlyingSecurityType);
00298  DEFINE_STRING(UnderlyingSymbol);
00299  DEFINE_STRING(UnderlyingSymbolSfx);
00300  DEFINE_MONTHYEAR(UnderlyingMaturityMonthYear);
00301  DEFINE_DAYOFMONTH(UnderlyingMaturityDay);
00302  DEFINE_INT(UnderlyingPutOrCall);
00303  DEFINE_PRICE(UnderlyingStrikePrice);
00304  DEFINE_CHAR(UnderlyingOptAttribute);
00305  DEFINE_CURRENCY(UnderlyingCurrency);
00306  DEFINE_QTY(RatioQty);
00307  DEFINE_STRING(SecurityReqID);
00308  DEFINE_INT(SecurityRequestType);
00309  DEFINE_STRING(SecurityResponseID);
00310  DEFINE_INT(SecurityResponseType);
00311  DEFINE_STRING(SecurityStatusReqID);
00312  DEFINE_BOOLEAN(UnsolicitedIndicator);
00313  DEFINE_INT(SecurityTradingStatus);
00314  DEFINE_CHAR(HaltReason);
00315  DEFINE_BOOLEAN(InViewOfCommon);
00316  DEFINE_BOOLEAN(DueToRelated);
00317  DEFINE_QTY(BuyVolume);
00318  DEFINE_QTY(SellVolume);
00319  DEFINE_PRICE(HighPx);
00320  DEFINE_PRICE(LowPx);
00321  DEFINE_INT(Adjustment);
00322  DEFINE_STRING(TradSesReqID);
00323  DEFINE_STRING(TradingSessionID);
00324  DEFINE_STRING(ContraTrader);
00325  DEFINE_INT(TradSesMethod);
00326  DEFINE_INT(TradSesMode);
00327  DEFINE_INT(TradSesStatus);
00328  DEFINE_UTCTIMESTAMP(TradSesStartTime);
00329  DEFINE_UTCTIMESTAMP(TradSesOpenTime);
00330  DEFINE_UTCTIMESTAMP(TradSesPreCloseTime);
00331  DEFINE_UTCTIMESTAMP(TradSesCloseTime);
00332  DEFINE_UTCTIMESTAMP(TradSesEndTime);
00333  DEFINE_INT(NumberOfOrders);
00334  DEFINE_LENGTH(EncodedIssuerLen);
00335  DEFINE_DATA(EncodedIssuer);
00336  DEFINE_LENGTH(EncodedSecurityDescLen);
00337  DEFINE_DATA(EncodedSecurityDesc);
00338  DEFINE_LENGTH(EncodedListExecInstLen);
00339  DEFINE_DATA(EncodedListExecInst);
00340  DEFINE_LENGTH(EncodedSubjectLen);
00341  DEFINE_DATA(EncodedSubject);
00342  DEFINE_LENGTH(EncodedHeadlineLen);
00343  DEFINE_DATA(EncodedHeadline);
00344  DEFINE_LENGTH(EncodedAllocTextLen);
00345  DEFINE_DATA(EncodedAllocText);
00346  DEFINE_LENGTH(EncodedUnderlyingIssuerLen);
00347  DEFINE_DATA(EncodedUnderlyingIssuer);
00348  DEFINE_LENGTH(EncodedUnderlyingSecurityDescLen);
00349  DEFINE_DATA(EncodedUnderlyingSecurityDesc);
00350  DEFINE_PRICE(AllocPrice);
00351  DEFINE_UTCTIMESTAMP(QuoteSetValidUntilTime);
00352  DEFINE_INT(QuoteEntryRejectReason);
00353  DEFINE_UTCTIMESTAMP(OnBehalfOfSendingTime);
00354  DEFINE_CHAR(BidRequestTransType);
00355  DEFINE_STRING(ContraBroker);
00356  DEFINE_STRING(ComplianceID);
00357  DEFINE_BOOLEAN(SolicitedFlag);
00358  DEFINE_INT(ExecRestatementReason);
00359  DEFINE_STRING(BusinessRejectRefID);
00360  DEFINE_INT(BusinessRejectReason);
00361  DEFINE_AMT(GrossTradeAmt);
00362  DEFINE_NUMINGROUP(NoContraBrokers);
00363  DEFINE_NUMINGROUP(NoTradingSessions);
00364  DEFINE_QTY(TotalVolumeTraded);
00365  DEFINE_CHAR(DiscretionInst);
00366  DEFINE_FLOAT(DiscretionOffsetValue);
00367  DEFINE_STRING(BidID);
00368  DEFINE_STRING(ClientBidID);
00369  DEFINE_STRING(ListName);
00370  DEFINE_INT(TotNoRelatedSym);
00371  DEFINE_INT(BidType);
00372  DEFINE_INT(NumTickets);
00373  DEFINE_AMT(SideValue1);
00374  DEFINE_AMT(SideValue2);
00375  DEFINE_NUMINGROUP(NoBidDescriptors);
00376  DEFINE_INT(BidDescriptorType);
00377  DEFINE_STRING(BidDescriptor);
00378  DEFINE_INT(SideValueInd);
00379  DEFINE_PERCENTAGE(LiquidityPctLow);
00380  DEFINE_PERCENTAGE(LiquidityPctHigh);
00381  DEFINE_AMT(LiquidityValue);
00382  DEFINE_PERCENTAGE(EFPTrackingError);
00383  DEFINE_AMT(FairValue);
00384  DEFINE_PERCENTAGE(OutsideIndexPct);
00385  DEFINE_AMT(ValueOfFutures);
00386  DEFINE_INT(LiquidityIndType);
00387  DEFINE_PERCENTAGE(WtAverageLiquidity);
00388  DEFINE_BOOLEAN(ExchangeForPhysical);
00389  DEFINE_AMT(OutMainCntryUIndex);
00390  DEFINE_PERCENTAGE(CrossPercent);
00391  DEFINE_INT(ProgRptReqs);
00392  DEFINE_INT(ProgPeriodInterval);
00393  DEFINE_INT(IncTaxInd);
00394  DEFINE_INT(NumBidders);
00395  DEFINE_CHAR(BidTradeType);
00396  DEFINE_CHAR(BasisPxType);
00397  DEFINE_NUMINGROUP(NoBidComponents);
00398  DEFINE_COUNTRY(Country);
00399  DEFINE_INT(TotNoStrikes);
00400  DEFINE_INT(PriceType);
00401  DEFINE_QTY(DayOrderQty);
00402  DEFINE_QTY(DayCumQty);
00403  DEFINE_PRICE(DayAvgPx);
00404  DEFINE_INT(GTBookingInst);
00405  DEFINE_NUMINGROUP(NoStrikes);
00406  DEFINE_INT(ListStatusType);
00407  DEFINE_INT(NetGrossInd);
00408  DEFINE_INT(ListOrderStatus);
00409  DEFINE_LOCALMKTDATE(ExpireDate);
00410  DEFINE_CHAR(ListExecInstType);
00411  DEFINE_CHAR(CxlRejResponseTo);
00412  DEFINE_PERCENTAGE(UnderlyingCouponRate);
00413  DEFINE_FLOAT(UnderlyingContractMultiplier);
00414  DEFINE_QTY(ContraTradeQty);
00415  DEFINE_UTCTIMESTAMP(ContraTradeTime);
00416  DEFINE_STRING(ClearingFirm);
00417  DEFINE_STRING(ClearingAccount);
00418  DEFINE_INT(LiquidityNumSecurities);
00419  DEFINE_CHAR(MultiLegReportingType);
00420  DEFINE_UTCTIMESTAMP(StrikeTime);
00421  DEFINE_STRING(ListStatusText);
00422  DEFINE_LENGTH(EncodedListStatusTextLen);
00423  DEFINE_DATA(EncodedListStatusText);
00424  DEFINE_CHAR(PartyIDSource);
00425  DEFINE_STRING(PartyID);
00426  DEFINE_UTCDATEONLY(TotalVolumeTradedDate);
00427  DEFINE_UTCTIMEONLY(TotalVolumeTradedTime);
00428  DEFINE_PRICEOFFSET(NetChgPrevDay);
00429  DEFINE_INT(PartyRole);
00430  DEFINE_NUMINGROUP(NoPartyIDs);
00431  DEFINE_NUMINGROUP(NoSecurityAltID);
00432  DEFINE_STRING(SecurityAltID);
00433  DEFINE_STRING(SecurityAltIDSource);
00434  DEFINE_NUMINGROUP(NoUnderlyingSecurityAltID);
00435  DEFINE_STRING(UnderlyingSecurityAltID);
00436  DEFINE_STRING(UnderlyingSecurityAltIDSource);
00437  DEFINE_INT(Product);
00438  DEFINE_STRING(CFICode);
00439  DEFINE_INT(UnderlyingProduct);
00440  DEFINE_STRING(UnderlyingCFICode);
00441  DEFINE_INT(QuantityType);
00442  DEFINE_STRING(BookingRefID);
00443  DEFINE_STRING(IndividualAllocID);
00444  DEFINE_CHAR(RoundingDirection);
00445  DEFINE_FLOAT(RoundingModulus);
00446  DEFINE_COUNTRY(CountryOfIssue);
00447  DEFINE_STRING(StateOrProvinceOfIssue);
00448  DEFINE_STRING(LocaleOfIssue);
00449  DEFINE_NUMINGROUP(NoRegistDtls);
00450  DEFINE_STRING(MailingDtls);
00451  DEFINE_COUNTRY(InvestorCountryOfResidence);
00452  DEFINE_STRING(PaymentRef);
00453  DEFINE_INT(DistribPaymentMethod);
00454  DEFINE_CURRENCY(CashDistribCurr);
00455  DEFINE_CURRENCY(CommCurrency);
00456  DEFINE_CHAR(CancellationRights);
00457  DEFINE_CHAR(MoneyLaunderingStatus);
00458  DEFINE_STRING(MailingInst);
00459  DEFINE_UTCTIMESTAMP(TransBkdTime);
00460  DEFINE_CHAR(ExecPriceType);
00461  DEFINE_FLOAT(ExecPriceAdjustment);
00462  DEFINE_LOCALMKTDATE(DateOfBirth);
00463  DEFINE_INT(TradeReportTransType);
00464  DEFINE_STRING(CardHolderName);
00465  DEFINE_STRING(CardNumber);
00466  DEFINE_LOCALMKTDATE(CardExpDate);
00467  DEFINE_STRING(CardIssNum);
00468  DEFINE_INT(PaymentMethod);
00469  DEFINE_STRING(RegistAcctType);
00470  DEFINE_STRING(Designation);
00471  DEFINE_INT(TaxAdvantageType);
00472  DEFINE_STRING(RegistRejReasonText);
00473  DEFINE_CHAR(FundRenewWaiv);
00474  DEFINE_STRING(CashDistribAgentName);
00475  DEFINE_STRING(CashDistribAgentCode);
00476  DEFINE_STRING(CashDistribAgentAcctNumber);
00477  DEFINE_STRING(CashDistribPayRef);
00478  DEFINE_STRING(CashDistribAgentAcctName);
00479  DEFINE_LOCALMKTDATE(CardStartDate);
00480  DEFINE_LOCALMKTDATE(PaymentDate);
00481  DEFINE_STRING(PaymentRemitterID);
00482  DEFINE_CHAR(RegistStatus);
00483  DEFINE_INT(RegistRejReasonCode);
00484  DEFINE_STRING(RegistRefID);
00485  DEFINE_STRING(RegistDtls);
00486  DEFINE_NUMINGROUP(NoDistribInsts);
00487  DEFINE_STRING(RegistEmail);
00488  DEFINE_PERCENTAGE(DistribPercentage);
00489  DEFINE_STRING(RegistID);
00490  DEFINE_CHAR(RegistTransType);
00491  DEFINE_UTCTIMESTAMP(ExecValuationPoint);
00492  DEFINE_PERCENTAGE(OrderPercent);
00493  DEFINE_CHAR(OwnershipType);
00494  DEFINE_NUMINGROUP(NoContAmts);
00495  DEFINE_INT(ContAmtType);
00496  DEFINE_FLOAT(ContAmtValue);
00497  DEFINE_CURRENCY(ContAmtCurr);
00498  DEFINE_INT(OwnerType);
00499  DEFINE_STRING(PartySubID);
00500  DEFINE_STRING(NestedPartyID);
00501  DEFINE_CHAR(NestedPartyIDSource);
00502  DEFINE_STRING(SecondaryClOrdID);
00503  DEFINE_STRING(SecondaryExecID);
00504  DEFINE_CHAR(OrderCapacity);
00505  DEFINE_MULTIPLECHARVALUE(OrderRestrictions);
00506  DEFINE_CHAR(MassCancelRequestType);
00507  DEFINE_CHAR(MassCancelResponse);
00508  DEFINE_INT(MassCancelRejectReason);
00509  DEFINE_INT(TotalAffectedOrders);
00510  DEFINE_INT(NoAffectedOrders);
00511  DEFINE_STRING(AffectedOrderID);
00512  DEFINE_STRING(AffectedSecondaryOrderID);
00513  DEFINE_INT(QuoteType);
00514  DEFINE_INT(NestedPartyRole);
00515  DEFINE_NUMINGROUP(NoNestedPartyIDs);
00516  DEFINE_AMT(TotalAccruedInterestAmt);
00517  DEFINE_LOCALMKTDATE(MaturityDate);
00518  DEFINE_LOCALMKTDATE(UnderlyingMaturityDate);
00519  DEFINE_STRING(InstrRegistry);
00520  DEFINE_CHAR(CashMargin);
00521  DEFINE_STRING(NestedPartySubID);
00522  DEFINE_MULTIPLECHARVALUE(Scope);
00523  DEFINE_BOOLEAN(MDImplicitDelete);
00524  DEFINE_STRING(CrossID);
00525  DEFINE_INT(CrossType);
00526  DEFINE_INT(CrossPrioritization);
00527  DEFINE_STRING(OrigCrossID);
00528  DEFINE_NUMINGROUP(NoSides);
00529  DEFINE_NUMINGROUP(NoLegs);
00530  DEFINE_CURRENCY(LegCurrency);
00531  DEFINE_INT(TotNoSecurityTypes);
00532  DEFINE_NUMINGROUP(NoSecurityTypes);
00533  DEFINE_INT(SecurityListRequestType);
00534  DEFINE_INT(SecurityRequestResult);
00535  DEFINE_QTY(RoundLot);
00536  DEFINE_QTY(MinTradeVol);
00537  DEFINE_INT(MultiLegRptTypeReq);
00538  DEFINE_CHAR(LegPositionEffect);
00539  DEFINE_INT(LegCoveredOrUncovered);
00540  DEFINE_PRICE(LegPrice);
00541  DEFINE_INT(TradSesStatusRejReason);
00542  DEFINE_STRING(TradeRequestID);
00543  DEFINE_INT(TradeRequestType);
00544  DEFINE_BOOLEAN(PreviouslyReported);
00545  DEFINE_STRING(TradeReportID);
00546  DEFINE_STRING(TradeReportRefID);
00547  DEFINE_CHAR(MatchStatus);
00548  DEFINE_STRING(MatchType);
00549  DEFINE_BOOLEAN(OddLot);
00550  DEFINE_NUMINGROUP(NoClearingInstructions);
00551  DEFINE_INT(ClearingInstruction);
00552  DEFINE_STRING(TradeInputSource);
00553  DEFINE_STRING(TradeInputDevice);
00554  DEFINE_INT(NoDates);
00555  DEFINE_INT(AccountType);
00556  DEFINE_INT(CustOrderCapacity);
00557  DEFINE_STRING(ClOrdLinkID);
00558  DEFINE_STRING(MassStatusReqID);
00559  DEFINE_INT(MassStatusReqType);
00560  DEFINE_UTCTIMESTAMP(OrigOrdModTime);
00561  DEFINE_CHAR(LegSettlType);
00562  DEFINE_LOCALMKTDATE(LegSettlDate);
00563  DEFINE_CHAR(DayBookingInst);
00564  DEFINE_CHAR(BookingUnit);
00565  DEFINE_CHAR(PreallocMethod);
00566  DEFINE_COUNTRY(UnderlyingCountryOfIssue);
00567  DEFINE_STRING(UnderlyingStateOrProvinceOfIssue);
00568  DEFINE_STRING(UnderlyingLocaleOfIssue);
00569  DEFINE_STRING(UnderlyingInstrRegistry);
00570  DEFINE_COUNTRY(LegCountryOfIssue);
00571  DEFINE_STRING(LegStateOrProvinceOfIssue);
00572  DEFINE_STRING(LegLocaleOfIssue);
00573  DEFINE_STRING(LegInstrRegistry);
00574  DEFINE_STRING(LegSymbol);
00575  DEFINE_STRING(LegSymbolSfx);
00576  DEFINE_STRING(LegSecurityID);
00577  DEFINE_STRING(LegSecurityIDSource);
00578  DEFINE_STRING(NoLegSecurityAltID);
00579  DEFINE_STRING(LegSecurityAltID);
00580  DEFINE_STRING(LegSecurityAltIDSource);
00581  DEFINE_INT(LegProduct);
00582  DEFINE_STRING(LegCFICode);
00583  DEFINE_STRING(LegSecurityType);
00584  DEFINE_MONTHYEAR(LegMaturityMonthYear);
00585  DEFINE_LOCALMKTDATE(LegMaturityDate);
00586  DEFINE_PRICE(LegStrikePrice);
00587  DEFINE_CHAR(LegOptAttribute);
00588  DEFINE_FLOAT(LegContractMultiplier);
00589  DEFINE_PERCENTAGE(LegCouponRate);
00590  DEFINE_EXCHANGE(LegSecurityExchange);
00591  DEFINE_STRING(LegIssuer);
00592  DEFINE_LENGTH(EncodedLegIssuerLen);
00593  DEFINE_DATA(EncodedLegIssuer);
00594  DEFINE_STRING(LegSecurityDesc);
00595  DEFINE_LENGTH(EncodedLegSecurityDescLen);
00596  DEFINE_DATA(EncodedLegSecurityDesc);
00597  DEFINE_FLOAT(LegRatioQty);
00598  DEFINE_CHAR(LegSide);
00599  DEFINE_STRING(TradingSessionSubID);
00600  DEFINE_INT(AllocType);
00601  DEFINE_PRICE(MidPx);
00602  DEFINE_PERCENTAGE(BidYield);
00603  DEFINE_PERCENTAGE(MidYield);
00604  DEFINE_PERCENTAGE(OfferYield);
00605  DEFINE_STRING(ClearingFeeIndicator);
00606  DEFINE_BOOLEAN(WorkingIndicator);
00607  DEFINE_PRICE(LegLastPx);
00608  DEFINE_INT(PriorityIndicator);
00609  DEFINE_PRICEOFFSET(PriceImprovement);
00610  DEFINE_PRICE(Price2);
00611  DEFINE_PRICEOFFSET(LastForwardPoints2);
00612  DEFINE_PRICEOFFSET(BidForwardPoints2);
00613  DEFINE_PRICEOFFSET(OfferForwardPoints2);
00614  DEFINE_STRING(RFQReqID);
00615  DEFINE_PRICE(MktBidPx);
00616  DEFINE_PRICE(MktOfferPx);
00617  DEFINE_QTY(MinBidSize);
00618  DEFINE_QTY(MinOfferSize);
00619  DEFINE_STRING(QuoteStatusReqID);
00620  DEFINE_BOOLEAN(LegalConfirm);
00621  DEFINE_PRICE(UnderlyingLastPx);
00622  DEFINE_QTY(UnderlyingLastQty);
00623  DEFINE_INT(SecDefStatus);
00624  DEFINE_STRING(LegRefID);
00625  DEFINE_STRING(ContraLegRefID);
00626  DEFINE_FLOAT(SettlCurrBidFxRate);
00627  DEFINE_FLOAT(SettlCurrOfferFxRate);
00628  DEFINE_INT(QuoteRequestRejectReason);
00629  DEFINE_STRING(SideComplianceID);
00630  DEFINE_INT(AcctIDSource);
00631  DEFINE_INT(AllocAcctIDSource);
00632  DEFINE_PRICE(BenchmarkPrice);
00633  DEFINE_INT(BenchmarkPriceType);
00634  DEFINE_STRING(ConfirmID);
00635  DEFINE_INT(ConfirmStatus);
00636  DEFINE_INT(ConfirmTransType);
00637  DEFINE_MONTHYEAR(ContractSettlMonth);
00638  DEFINE_INT(DeliveryForm);
00639  DEFINE_PRICE(LastParPx);
00640  DEFINE_NUMINGROUP(NoLegAllocs);
00641  DEFINE_STRING(LegAllocAccount);
00642  DEFINE_STRING(LegIndividualAllocID);
00643  DEFINE_QTY(LegAllocQty);
00644  DEFINE_STRING(LegAllocAcctIDSource);
00645  DEFINE_CURRENCY(LegSettlCurrency);
00646  DEFINE_CURRENCY(LegBenchmarkCurveCurrency);
00647  DEFINE_STRING(LegBenchmarkCurveName);
00648  DEFINE_STRING(LegBenchmarkCurvePoint);
00649  DEFINE_PRICE(LegBenchmarkPrice);
00650  DEFINE_INT(LegBenchmarkPriceType);
00651  DEFINE_PRICE(LegBidPx);
00652  DEFINE_STRING(LegIOIQty);
00653  DEFINE_NUMINGROUP(NoLegStipulations);
00654  DEFINE_PRICE(LegOfferPx);
00655  DEFINE_QTY(LegOrderQty);
00656  DEFINE_INT(LegPriceType);
00657  DEFINE_QTY(LegQty);
00658  DEFINE_STRING(LegStipulationType);
00659  DEFINE_STRING(LegStipulationValue);
00660  DEFINE_INT(LegSwapType);
00661  DEFINE_STRING(Pool);
00662  DEFINE_INT(QuotePriceType);
00663  DEFINE_STRING(QuoteRespID);
00664  DEFINE_INT(QuoteRespType);
00665  DEFINE_CHAR(QuoteQualifier);
00666  DEFINE_LOCALMKTDATE(YieldRedemptionDate);
00667  DEFINE_PRICE(YieldRedemptionPrice);
00668  DEFINE_INT(YieldRedemptionPriceType);
00669  DEFINE_STRING(BenchmarkSecurityID);
00670  DEFINE_BOOLEAN(ReversalIndicator);
00671  DEFINE_LOCALMKTDATE(YieldCalcDate);
00672  DEFINE_NUMINGROUP(NoPositions);
00673  DEFINE_STRING(PosType);
00674  DEFINE_QTY(LongQty);
00675  DEFINE_QTY(ShortQty);
00676  DEFINE_INT(PosQtyStatus);
00677  DEFINE_STRING(PosAmtType);
00678  DEFINE_AMT(PosAmt);
00679  DEFINE_INT(PosTransType);
00680  DEFINE_STRING(PosReqID);
00681  DEFINE_NUMINGROUP(NoUnderlyings);
00682  DEFINE_INT(PosMaintAction);
00683  DEFINE_STRING(OrigPosReqRefID);
00684  DEFINE_STRING(PosMaintRptRefID);
00685  DEFINE_LOCALMKTDATE(ClearingBusinessDate);
00686  DEFINE_STRING(SettlSessID);
00687  DEFINE_STRING(SettlSessSubID);
00688  DEFINE_INT(AdjustmentType);
00689  DEFINE_BOOLEAN(ContraryInstructionIndicator);
00690  DEFINE_BOOLEAN(PriorSpreadIndicator);
00691  DEFINE_STRING(PosMaintRptID);
00692  DEFINE_INT(PosMaintStatus);
00693  DEFINE_INT(PosMaintResult);
00694  DEFINE_INT(PosReqType);
00695  DEFINE_INT(ResponseTransportType);
00696  DEFINE_STRING(ResponseDestination);
00697  DEFINE_INT(TotalNumPosReports);
00698  DEFINE_INT(PosReqResult);
00699  DEFINE_INT(PosReqStatus);
00700  DEFINE_PRICE(SettlPrice);
00701  DEFINE_INT(SettlPriceType);
00702  DEFINE_PRICE(UnderlyingSettlPrice);
00703  DEFINE_INT(UnderlyingSettlPriceType);
00704  DEFINE_PRICE(PriorSettlPrice);
00705  DEFINE_NUMINGROUP(NoQuoteQualifiers);
00706  DEFINE_CURRENCY(AllocSettlCurrency);
00707  DEFINE_AMT(AllocSettlCurrAmt);
00708  DEFINE_AMT(InterestAtMaturity);
00709  DEFINE_LOCALMKTDATE(LegDatedDate);
00710  DEFINE_STRING(LegPool);
00711  DEFINE_AMT(AllocInterestAtMaturity);
00712  DEFINE_AMT(AllocAccruedInterestAmt);
00713  DEFINE_LOCALMKTDATE(DeliveryDate);
00714  DEFINE_CHAR(AssignmentMethod);
00715  DEFINE_QTY(AssignmentUnit);
00716  DEFINE_AMT(OpenInterest);
00717  DEFINE_CHAR(ExerciseMethod);
00718  DEFINE_INT(TotNumTradeReports);
00719  DEFINE_INT(TradeRequestResult);
00720  DEFINE_INT(TradeRequestStatus);
00721  DEFINE_INT(TradeReportRejectReason);
00722  DEFINE_INT(SideMultiLegReportingType);
00723  DEFINE_NUMINGROUP(NoPosAmt);
00724  DEFINE_BOOLEAN(AutoAcceptIndicator);
00725  DEFINE_STRING(AllocReportID);
00726  DEFINE_NUMINGROUP(NoNested2PartyIDs);
00727  DEFINE_STRING(Nested2PartyID);
00728  DEFINE_CHAR(Nested2PartyIDSource);
00729  DEFINE_INT(Nested2PartyRole);
00730  DEFINE_STRING(Nested2PartySubID);
00731  DEFINE_STRING(BenchmarkSecurityIDSource);
00732  DEFINE_STRING(SecuritySubType);
00733  DEFINE_STRING(UnderlyingSecuritySubType);
00734  DEFINE_STRING(LegSecuritySubType);
00735  DEFINE_PERCENTAGE(AllowableOneSidednessPct);
00736  DEFINE_AMT(AllowableOneSidednessValue);
00737  DEFINE_CURRENCY(AllowableOneSidednessCurr);
00738  DEFINE_NUMINGROUP(NoTrdRegTimestamps);
00739  DEFINE_UTCTIMESTAMP(TrdRegTimestamp);
00740  DEFINE_INT(TrdRegTimestampType);
00741  DEFINE_STRING(TrdRegTimestampOrigin);
00742  DEFINE_STRING(ConfirmRefID);
00743  DEFINE_INT(ConfirmType);
00744  DEFINE_INT(ConfirmRejReason);
00745  DEFINE_INT(BookingType);
00746  DEFINE_INT(IndividualAllocRejCode);
00747  DEFINE_STRING(SettlInstMsgID);
00748  DEFINE_NUMINGROUP(NoSettlInst);
00749  DEFINE_UTCTIMESTAMP(LastUpdateTime);
00750  DEFINE_INT(AllocSettlInstType);
00751  DEFINE_NUMINGROUP(NoSettlPartyIDs);
00752  DEFINE_STRING(SettlPartyID);
00753  DEFINE_CHAR(SettlPartyIDSource);
00754  DEFINE_INT(SettlPartyRole);
00755  DEFINE_STRING(SettlPartySubID);
00756  DEFINE_INT(SettlPartySubIDType);
00757  DEFINE_CHAR(DlvyInstType);
00758  DEFINE_INT(TerminationType);
00759  DEFINE_STRING(OrdStatusReqID);
00760  DEFINE_STRING(SettlInstReqID);
00761  DEFINE_INT(SettlInstReqRejCode);
00762  DEFINE_STRING(SecondaryAllocID);
00763  DEFINE_INT(AllocReportType);
00764  DEFINE_STRING(AllocReportRefID);
00765  DEFINE_INT(AllocCancReplaceReason);
00766  DEFINE_BOOLEAN(CopyMsgIndicator);
00767  DEFINE_INT(AllocAccountType);
00768  DEFINE_PRICE(OrderAvgPx);
00769  DEFINE_QTY(OrderBookingQty);
00770  DEFINE_NUMINGROUP(NoSettlPartySubIDs);
00771  DEFINE_NUMINGROUP(NoPartySubIDs);
00772  DEFINE_INT(PartySubIDType);
00773  DEFINE_NUMINGROUP(NoNestedPartySubIDs);
00774  DEFINE_INT(NestedPartySubIDType);
00775  DEFINE_NUMINGROUP(NoNested2PartySubIDs);
00776  DEFINE_INT(Nested2PartySubIDType);
00777  DEFINE_INT(AllocIntermedReqType);
00778  DEFINE_PRICE(UnderlyingPx);
00779  DEFINE_FLOAT(PriceDelta);
00780  DEFINE_INT(ApplQueueMax);
00781  DEFINE_INT(ApplQueueDepth);
00782  DEFINE_INT(ApplQueueResolution);
00783  DEFINE_INT(ApplQueueAction);
00784  DEFINE_NUMINGROUP(NoAltMDSource);
00785  DEFINE_STRING(AltMDSourceID);
00786  DEFINE_STRING(SecondaryTradeReportID);
00787  DEFINE_INT(AvgPxIndicator);
00788  DEFINE_STRING(TradeLinkID);
00789  DEFINE_STRING(OrderInputDevice);
00790  DEFINE_STRING(UnderlyingTradingSessionID);
00791  DEFINE_STRING(UnderlyingTradingSessionSubID);
00792  DEFINE_STRING(TradeLegRefID);
00793  DEFINE_STRING(ExchangeRule);
00794  DEFINE_INT(TradeAllocIndicator);
00795  DEFINE_INT(ExpirationCycle);
00796  DEFINE_INT(TrdType);
00797  DEFINE_INT(TrdSubType);
00798  DEFINE_STRING(TransferReason);
00799  DEFINE_STRING(AsgnReqID);
00800  DEFINE_INT(TotNumAssignmentReports);
00801  DEFINE_STRING(AsgnRptID);
00802  DEFINE_PRICEOFFSET(ThresholdAmount);
00803  DEFINE_INT(PegMoveType);
00804  DEFINE_INT(PegOffsetType);
00805  DEFINE_INT(PegLimitType);
00806  DEFINE_INT(PegRoundDirection);
00807  DEFINE_PRICE(PeggedPrice);
00808  DEFINE_INT(PegScope);
00809  DEFINE_INT(DiscretionMoveType);
00810  DEFINE_INT(DiscretionOffsetType);
00811  DEFINE_INT(DiscretionLimitType);
00812  DEFINE_INT(DiscretionRoundDirection);
00813  DEFINE_PRICE(DiscretionPrice);
00814  DEFINE_INT(DiscretionScope);
00815  DEFINE_INT(TargetStrategy);
00816  DEFINE_STRING(TargetStrategyParameters);
00817  DEFINE_PERCENTAGE(ParticipationRate);
00818  DEFINE_FLOAT(TargetStrategyPerformance);
00819  DEFINE_INT(LastLiquidityInd);
00820  DEFINE_BOOLEAN(PublishTrdIndicator);
00821  DEFINE_INT(ShortSaleReason);
00822  DEFINE_INT(QtyType);
00823  DEFINE_INT(SecondaryTrdType);
00824  DEFINE_INT(TradeReportType);
00825  DEFINE_INT(AllocNoOrdersType);
00826  DEFINE_AMT(SharedCommission);
00827  DEFINE_STRING(ConfirmReqID);
00828  DEFINE_PRICE(AvgParPx);
00829  DEFINE_PRICE(ReportedPx);
00830  DEFINE_NUMINGROUP(NoCapacities);
00831  DEFINE_QTY(OrderCapacityQty);
00832  DEFINE_NUMINGROUP(NoEvents);
00833  DEFINE_INT(EventType);
00834  DEFINE_LOCALMKTDATE(EventDate);
00835  DEFINE_PRICE(EventPx);
00836  DEFINE_STRING(EventText);
00837  DEFINE_PERCENTAGE(PctAtRisk);
00838  DEFINE_NUMINGROUP(NoInstrAttrib);
00839  DEFINE_INT(InstrAttribType);
00840  DEFINE_STRING(InstrAttribValue);
00841  DEFINE_LOCALMKTDATE(DatedDate);
00842  DEFINE_LOCALMKTDATE(InterestAccrualDate);
00843  DEFINE_INT(CPProgram);
00844  DEFINE_STRING(CPRegType);
00845  DEFINE_STRING(UnderlyingCPProgram);
00846  DEFINE_STRING(UnderlyingCPRegType);
00847  DEFINE_QTY(UnderlyingQty);
00848  DEFINE_STRING(TrdMatchID);
00849  DEFINE_STRING(SecondaryTradeReportRefID);
00850  DEFINE_PRICE(UnderlyingDirtyPrice);
00851  DEFINE_PRICE(UnderlyingEndPrice);
00852  DEFINE_AMT(UnderlyingStartValue);
00853  DEFINE_AMT(UnderlyingCurrentValue);
00854  DEFINE_AMT(UnderlyingEndValue);
00855  DEFINE_NUMINGROUP(NoUnderlyingStips);
00856  DEFINE_STRING(UnderlyingStipType);
00857  DEFINE_STRING(UnderlyingStipValue);
00858  DEFINE_AMT(MaturityNetMoney);
00859  DEFINE_INT(MiscFeeBasis);
00860  DEFINE_INT(TotNoAllocs);
00861  DEFINE_BOOLEAN(LastFragment);
00862  DEFINE_STRING(CollReqID);
00863  DEFINE_INT(CollAsgnReason);
00864  DEFINE_INT(CollInquiryQualifier);
00865  DEFINE_NUMINGROUP(NoTrades);
00866  DEFINE_PERCENTAGE(MarginRatio);
00867  DEFINE_AMT(MarginExcess);
00868  DEFINE_AMT(TotalNetValue);
00869  DEFINE_AMT(CashOutstanding);
00870  DEFINE_STRING(CollAsgnID);
00871  DEFINE_INT(CollAsgnTransType);
00872  DEFINE_STRING(CollRespID);
00873  DEFINE_INT(CollAsgnRespType);
00874  DEFINE_INT(CollAsgnRejectReason);
00875  DEFINE_STRING(CollAsgnRefID);
00876  DEFINE_STRING(CollRptID);
00877  DEFINE_STRING(CollInquiryID);
00878  DEFINE_INT(CollStatus);
00879  DEFINE_INT(TotNumReports);
00880  DEFINE_BOOLEAN(LastRptRequested);
00881  DEFINE_STRING(AgreementDesc);
00882  DEFINE_STRING(AgreementID);
00883  DEFINE_LOCALMKTDATE(AgreementDate);
00884  DEFINE_LOCALMKTDATE(StartDate);
00885  DEFINE_LOCALMKTDATE(EndDate);
00886  DEFINE_CURRENCY(AgreementCurrency);
00887  DEFINE_INT(DeliveryType);
00888  DEFINE_AMT(EndAccruedInterestAmt);
00889  DEFINE_AMT(StartCash);
00890  DEFINE_AMT(EndCash);
00891  DEFINE_STRING(UserRequestID);
00892  DEFINE_INT(UserRequestType);
00893  DEFINE_STRING(NewPassword);
00894  DEFINE_INT(UserStatus);
00895  DEFINE_STRING(UserStatusText);
00896  DEFINE_INT(StatusValue);
00897  DEFINE_STRING(StatusText);
00898  DEFINE_STRING(RefCompID);
00899  DEFINE_STRING(RefSubID);
00900  DEFINE_STRING(NetworkResponseID);
00901  DEFINE_STRING(NetworkRequestID);
00902  DEFINE_STRING(LastNetworkResponseID);
00903  DEFINE_INT(NetworkRequestType);
00904  DEFINE_NUMINGROUP(NoCompIDs);
00905  DEFINE_INT(NetworkStatusResponseType);
00906  DEFINE_NUMINGROUP(NoCollInquiryQualifier);
00907  DEFINE_INT(TrdRptStatus);
00908  DEFINE_INT(AffirmStatus);
00909  DEFINE_CURRENCY(UnderlyingStrikeCurrency);
00910  DEFINE_CURRENCY(LegStrikeCurrency);
00911  DEFINE_STRING(TimeBracket);
00912  DEFINE_INT(CollAction);
00913  DEFINE_INT(CollInquiryStatus);
00914  DEFINE_INT(CollInquiryResult);
00915  DEFINE_CURRENCY(StrikeCurrency);
00916  DEFINE_NUMINGROUP(NoNested3PartyIDs);
00917  DEFINE_STRING(Nested3PartyID);
00918  DEFINE_CHAR(Nested3PartyIDSource);
00919  DEFINE_INT(Nested3PartyRole);
00920  DEFINE_NUMINGROUP(NoNested3PartySubIDs);
00921  DEFINE_STRING(Nested3PartySubID);
00922  DEFINE_INT(Nested3PartySubIDType);
00923  DEFINE_MONTHYEAR(LegContractSettlMonth);
00924  DEFINE_LOCALMKTDATE(LegInterestAccrualDate);
00925  DEFINE_NUMINGROUP(NoStrategyParameters);
00926  DEFINE_STRING(StrategyParameterName);
00927  DEFINE_INT(StrategyParameterType);
00928  DEFINE_STRING(StrategyParameterValue);
00929  DEFINE_STRING(HostCrossID);
00930  DEFINE_UTCTIMESTAMP(SideTimeInForce);
00931  DEFINE_INT(MDReportID);
00932  DEFINE_INT(SecurityReportID);
00933  DEFINE_STRING(SecurityStatus);
00934  DEFINE_STRING(SettleOnOpenFlag);
00935  DEFINE_FLOAT(StrikeMultiplier);
00936  DEFINE_FLOAT(StrikeValue);
00937  DEFINE_FLOAT(MinPriceIncrement);
00938  DEFINE_INT(PositionLimit);
00939  DEFINE_INT(NTPositionLimit);
00940  DEFINE_PERCENTAGE(UnderlyingAllocationPercent);
00941  DEFINE_AMT(UnderlyingCashAmount);
00942  DEFINE_STRING(UnderlyingCashType);
00943  DEFINE_INT(UnderlyingSettlementType);
00944  DEFINE_LOCALMKTDATE(QuantityDate);
00945  DEFINE_STRING(ContIntRptID);
00946  DEFINE_BOOLEAN(LateIndicator);
00947  DEFINE_STRING(InputSource);
00948  DEFINE_CHAR(SecurityUpdateAction);
00949  DEFINE_NUMINGROUP(NoExpiration);
00950  DEFINE_INT(ExpType);
00951  DEFINE_QTY(ExpQty);
00952  DEFINE_NUMINGROUP(NoUnderlyingAmounts);
00953  DEFINE_AMT(UnderlyingPayAmount);
00954  DEFINE_AMT(UnderlyingCollectAmount);
00955  DEFINE_LOCALMKTDATE(UnderlyingSettlementDate);
00956  DEFINE_STRING(UnderlyingSettlementStatus);
00957  DEFINE_STRING(SecondaryIndividualAllocID);
00958  DEFINE_STRING(LegReportID);
00959  DEFINE_PRICE(RndPx);
00960  DEFINE_INT(IndividualAllocType);
00961  DEFINE_STRING(AllocCustomerCapacity);
00962  DEFINE_STRING(TierCode);
00963  DEFINE_STRING(UnitofMeasure);
00964  DEFINE_STRING(TimeUnit);
00965  DEFINE_STRING(UnderlyingUnitofMeasure);
00966  DEFINE_STRING(LegUnitofMeasure);
00967  DEFINE_STRING(UnderlyingTimeUnit);
00968  DEFINE_STRING(LegTimeUnit);
00969  DEFINE_INT(AllocMethod);
00970  DEFINE_STRING(TradeID);
00971  DEFINE_STRING(SideTradeReportID);
00972  DEFINE_STRING(SideFillStationCd);
00973  DEFINE_STRING(SideReasonCd);
00974  DEFINE_INT(SideTrdSubTyp);
00975  DEFINE_INT(SideQty);
00976  DEFINE_STRING(MessageEventSource);
00977  DEFINE_UTCTIMESTAMP(SideTrdRegTimestamp);
00978  DEFINE_INT(SideTrdRegTimestampType);
00979  DEFINE_STRING(SideTrdRegTimestampSrc);
00980  DEFINE_CHAR(AsOfIndicator);
00981  DEFINE_NUMINGROUP(NoSideTrdRegTS);
00982  DEFINE_FLOAT(LegOptionRatio);
00983  DEFINE_NUMINGROUP(NoInstrumentParties);
00984  DEFINE_STRING(InstrumentPartyID);
00985  DEFINE_QTY(TradeVolume);
00986  DEFINE_INT(MDBookType);
00987  DEFINE_STRING(MDFeedType);
00988  DEFINE_INT(MDPriceLevel);
00989  DEFINE_INT(MDOriginType);
00990  DEFINE_PRICE(FirstPx);
00991  DEFINE_FLOAT(MDEntrySpotRate);
00992  DEFINE_PRICEOFFSET(MDEntryForwardPoints);
00993  DEFINE_BOOLEAN(ManualOrderIndicator);
00994  DEFINE_BOOLEAN(CustDirectedOrder);
00995  DEFINE_STRING(ReceivedDeptID);
00996  DEFINE_MULTIPLESTRINGVALUE(CustOrderHandlingInst);
00997  DEFINE_INT(OrderHandlingInstSource);
00998  DEFINE_STRING(DeskType);
00999  DEFINE_INT(DeskTypeSource);
01000  DEFINE_MULTIPLESTRINGVALUE(DeskOrderHandlingInst);
01001  DEFINE_CHAR(ExecAckStatus);
01002  DEFINE_AMT(UnderlyingDeliveryAmount);
01003  DEFINE_AMT(UnderlyingCapValue);
01004  DEFINE_STRING(UnderlyingSettlMethod);
01005  DEFINE_STRING(SecondaryTradeID);
01006  DEFINE_STRING(FirmTradeID);
01007  DEFINE_STRING(SecondaryFirmTradeID);
01008  DEFINE_INT(CollApplType);
01009  DEFINE_QTY(UnderlyingAdjustedQuantity);
01010  DEFINE_FLOAT(UnderlyingFXRate);
01011  DEFINE_CHAR(UnderlyingFXRateCalc);
01012  DEFINE_CHAR(AllocPositionEffect);
01013  DEFINE_PRICEOFFSET(DealingCapacity);
01014  DEFINE_CHAR(InstrmtAssignmentMethod);
01015  DEFINE_CHAR(InstrumentPartyIDSource);
01016  DEFINE_INT(InstrumentPartyRole);
01017  DEFINE_NUMINGROUP(NoInstrumentPartySubIDs);
01018  DEFINE_STRING(InstrumentPartySubID);
01019  DEFINE_INT(InstrumentPartySubIDType);
01020  DEFINE_STRING(PositionCurrency);
01021  DEFINE_QTY(CalculatedCcyLastQty);
01022  DEFINE_BOOLEAN(AggressorIndicator);
01023  DEFINE_NUMINGROUP(NoUndlyInstrumentParties);
01024  DEFINE_STRING(UndlyInstrumentPartyID);
01025  DEFINE_CHAR(UndlyInstrumentPartyIDSource);
01026  DEFINE_INT(UndlyInstrumentPartyRole);
01027  DEFINE_NUMINGROUP(NoUndlyInstrumentPartySubIDs);
01028  DEFINE_STRING(UndlyInstrumentPartySubID);
01029  DEFINE_INT(UndlyInstrumentPartySubIDType);
01030  DEFINE_PRICEOFFSET(BidSwapPoints);
01031  DEFINE_PRICEOFFSET(OfferSwapPoints);
01032  DEFINE_PRICEOFFSET(LegBidForwardPoints);
01033  DEFINE_PRICEOFFSET(LegOfferForwardPoints);
01034  DEFINE_PRICEOFFSET(SwapPoints);
01035  DEFINE_INT(MDQuoteType);
01036  DEFINE_PRICEOFFSET(LastSwapPoints);
01037  DEFINE_AMT(SideGrossTradeAmt);
01038  DEFINE_PRICEOFFSET(LegLastForwardPoints);
01039  DEFINE_QTY(LegCalculatedCcyLastQty);
01040  DEFINE_AMT(LegGrossTradeAmt);
01041  DEFINE_TZTIMEONLY(MaturityTime);
01042  DEFINE_STRING(RefOrderID);
01043  DEFINE_CHAR(RefOrderIDSource);
01044  DEFINE_QTY(SecondaryDisplayQty);
01045  DEFINE_CHAR(DisplayWhen);
01046  DEFINE_CHAR(DisplayMethod);
01047  DEFINE_QTY(DisplayLowQty);
01048  DEFINE_QTY(DisplayHighQty);
01049  DEFINE_QTY(DisplayMinIncr);
01050  DEFINE_QTY(RefreshQty);
01051  DEFINE_QTY(MatchIncrement);
01052  DEFINE_INT(MaxPriceLevels);
01053  DEFINE_BOOLEAN(PreTradeAnonymity);
01054  DEFINE_CHAR(PriceProtectionScope);
01055  DEFINE_CHAR(LotType);
01056  DEFINE_INT(PegPriceType);
01057  DEFINE_PRICE(PeggedRefPrice);
01058  DEFINE_STRING(PegSecurityIDSource);
01059  DEFINE_STRING(PegSecurityID);
01060  DEFINE_STRING(PegSymbol);
01061  DEFINE_STRING(PegSecurityDesc);
01062  DEFINE_CHAR(TriggerType);
01063  DEFINE_CHAR(TriggerAction);
01064  DEFINE_PRICE(TriggerPrice);
01065  DEFINE_STRING(TriggerSymbol);
01066  DEFINE_STRING(TriggerSecurityID);
01067  DEFINE_STRING(TriggerSecurityIDSource);
01068  DEFINE_STRING(TriggerSecurityDesc);
01069  DEFINE_CHAR(TriggerPriceType);
01070  DEFINE_CHAR(TriggerPriceTypeScope);
01071  DEFINE_CHAR(TriggerPriceDirection);
01072  DEFINE_PRICE(TriggerNewPrice);
01073  DEFINE_CHAR(TriggerOrderType);
01074  DEFINE_QTY(TriggerNewQty);
01075  DEFINE_STRING(TriggerTradingSessionID);
01076  DEFINE_STRING(TriggerTradingSessionSubID);
01077  DEFINE_CHAR(OrderCategory);
01078  DEFINE_NUMINGROUP(NoRootPartyIDs);
01079  DEFINE_STRING(RootPartyID);
01080  DEFINE_CHAR(RootPartyIDSource);
01081  DEFINE_INT(RootPartyRole);
01082  DEFINE_NUMINGROUP(NoRootPartySubIDs);
01083  DEFINE_STRING(RootPartySubID);
01084  DEFINE_INT(RootPartySubIDType);
01085  DEFINE_CHAR(TradeHandlingInstr);
01086  DEFINE_CHAR(OrigTradeHandlingInstr);
01087  DEFINE_LOCALMKTDATE(OrigTradeDate);
01088  DEFINE_STRING(OrigTradeID);
01089  DEFINE_STRING(OrigSecondaryTradeID);
01090  DEFINE_TZTIMESTAMP(TZTransactTime);
01091  DEFINE_CHAR(ExDestinationIDSource);
01092  DEFINE_BOOLEAN(ReportedPxDiff);
01093  DEFINE_STRING(RptSys);
01094  DEFINE_STRING(AllocClearingFeeIndicator);
01095  DEFINE_QTY(DisplayQty);
01096  DEFINE_STRING(ExchangeSpecialInstructions);
01097 }
01098 #endif //FIX_FIELDS_H

Generated on Mon Mar 1 13:41:38 2010 for QuickFIX by doxygen 1.5.8 written by Dimitri van Heesch, © 1997-2001