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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
1.5.8 written by Dimitri van Heesch,
© 1997-2001