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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 FIXT_VALUES_H 00023 #define FIXT_VALUES_H 00024 00025 #include <string> 00026 00027 namespace FIX 00028 { 00029 00030 const char MsgType_Heartbeat[] = "0"; 00031 const char MsgType_TestRequest[] = "1"; 00032 const char MsgType_ResendRequest[] = "2"; 00033 const char MsgType_Reject[] = "3"; 00034 const char MsgType_SequenceReset[] = "4"; 00035 const char MsgType_Logout[] = "5"; 00036 const char MsgType_Logon[] = "A"; 00037 const char MsgType_HEARTBEAT[] = "0"; 00038 const char MsgType_TEST_REQUEST[] = "1"; 00039 const char MsgType_RESEND_REQUEST[] = "2"; 00040 const char MsgType_REJECT[] = "3"; 00041 const char MsgType_SEQUENCE_RESET[] = "4"; 00042 const char MsgType_LOGOUT[] = "5"; 00043 const char MsgType_INDICATION_OF_INTEREST[] = "6"; 00044 const char MsgType_ADVERTISEMENT[] = "7"; 00045 const char MsgType_EXECUTION_REPORT[] = "8"; 00046 const char MsgType_ORDER_CANCEL_REJECT[] = "9"; 00047 const char MsgType_LOGON[] = "A"; 00048 const char MsgType_NEWS[] = "B"; 00049 const char MsgType_EMAIL[] = "C"; 00050 const char MsgType_ORDER_SINGLE[] = "D"; 00051 const char MsgType_ORDER_LIST[] = "E"; 00052 const char MsgType_ORDER_CANCEL_REQUEST[] = "F"; 00053 const char MsgType_ORDER_CANCEL_REPLACE_REQUEST[] = "G"; 00054 const char MsgType_ORDER_STATUS_REQUEST[] = "H"; 00055 const char MsgType_ALLOCATION_INSTRUCTION[] = "J"; 00056 const char MsgType_LIST_CANCEL_REQUEST[] = "K"; 00057 const char MsgType_LIST_EXECUTE[] = "L"; 00058 const char MsgType_LIST_STATUS_REQUEST[] = "M"; 00059 const char MsgType_LIST_STATUS[] = "N"; 00060 const char MsgType_ALLOCATION_INSTRUCTION_ACK[] = "P"; 00061 const char MsgType_DONT_KNOW_TRADE[] = "Q"; 00062 const char MsgType_QUOTE_REQUEST[] = "R"; 00063 const char MsgType_QUOTE[] = "S"; 00064 const char MsgType_SETTLEMENT_INSTRUCTIONS[] = "T"; 00065 const char MsgType_MARKET_DATA_REQUEST[] = "V"; 00066 const char MsgType_MARKET_DATA_SNAPSHOT_FULL_REFRESH[] = "W"; 00067 const char MsgType_MARKET_DATA_INCREMENTAL_REFRESH[] = "X"; 00068 const char MsgType_MARKET_DATA_REQUEST_REJECT[] = "Y"; 00069 const char MsgType_QUOTE_CANCEL[] = "Z"; 00070 const char MsgType_QUOTE_STATUS_REQUEST[] = "a"; 00071 const char MsgType_MASS_QUOTE_ACKNOWLEDGEMENT[] = "b"; 00072 const char MsgType_SECURITY_DEFINITION_REQUEST[] = "c"; 00073 const char MsgType_SECURITY_DEFINITION[] = "d"; 00074 const char MsgType_SECURITY_STATUS_REQUEST[] = "e"; 00075 const char MsgType_SECURITY_STATUS[] = "f"; 00076 const char MsgType_TRADING_SESSION_STATUS_REQUEST[] = "g"; 00077 const char MsgType_TRADING_SESSION_STATUS[] = "h"; 00078 const char MsgType_MASS_QUOTE[] = "i"; 00079 const char MsgType_BUSINESS_MESSAGE_REJECT[] = "j"; 00080 const char MsgType_BID_REQUEST[] = "k"; 00081 const char MsgType_BID_RESPONSE[] = "l"; 00082 const char MsgType_LIST_STRIKE_PRICE[] = "m"; 00083 const char MsgType_XML_MESSAGE[] = "n"; 00084 const char MsgType_REGISTRATION_INSTRUCTIONS[] = "o"; 00085 const char MsgType_REGISTRATION_INSTRUCTIONS_RESPONSE[] = "p"; 00086 const char MsgType_ORDER_MASS_CANCEL_REQUEST[] = "q"; 00087 const char MsgType_ORDER_MASS_CANCEL_REPORT[] = "r"; 00088 const char MsgType_NEW_ORDER_CROSS[] = "s"; 00089 const char MsgType_CROSS_ORDER_CANCEL_REPLACE_REQUEST[] = "t"; 00090 const char MsgType_CROSS_ORDER_CANCEL_REQUEST[] = "u"; 00091 const char MsgType_SECURITY_TYPE_REQUEST[] = "v"; 00092 const char MsgType_SECURITY_TYPES[] = "w"; 00093 const char MsgType_SECURITY_LIST_REQUEST[] = "x"; 00094 const char MsgType_SECURITY_LIST[] = "y"; 00095 const char MsgType_DERIVATIVE_SECURITY_LIST_REQUEST[] = "z"; 00096 const char MsgType_DERIVATIVE_SECURITY_LIST[] = "AA"; 00097 const char MsgType_NEW_ORDER_MULTILEG[] = "AB"; 00098 const char MsgType_MULTILEG_ORDER_CANCEL_REPLACE[] = "AC"; 00099 const char MsgType_TRADE_CAPTURE_REPORT_REQUEST[] = "AD"; 00100 const char MsgType_TRADE_CAPTURE_REPORT[] = "AE"; 00101 const char MsgType_ORDER_MASS_STATUS_REQUEST[] = "AF"; 00102 const char MsgType_QUOTE_REQUEST_REJECT[] = "AG"; 00103 const char MsgType_RFQ_REQUEST[] = "AH"; 00104 const char MsgType_QUOTE_STATUS_REPORT[] = "AI"; 00105 const char MsgType_QUOTE_RESPONSE[] = "AJ"; 00106 const char MsgType_CONFIRMATION[] = "AK"; 00107 const char MsgType_POSITION_MAINTENANCE_REQUEST[] = "AL"; 00108 const char MsgType_POSITION_MAINTENANCE_REPORT[] = "AM"; 00109 const char MsgType_REQUEST_FOR_POSITIONS[] = "AN"; 00110 const char MsgType_REQUEST_FOR_POSITIONS_ACK[] = "AO"; 00111 const char MsgType_POSITION_REPORT[] = "AP"; 00112 const char MsgType_TRADE_CAPTURE_REPORT_REQUEST_ACK[] = "AQ"; 00113 const char MsgType_TRADE_CAPTURE_REPORT_ACK[] = "AR"; 00114 const char MsgType_ALLOCATION_REPORT[] = "AS"; 00115 const char MsgType_ALLOCATION_REPORT_ACK[] = "AT"; 00116 const char MsgType_CONFIRMATION_ACK[] = "AU"; 00117 const char MsgType_SETTLEMENT_INSTRUCTION_REQUEST[] = "AV"; 00118 const char MsgType_ASSIGNMENT_REPORT[] = "AW"; 00119 const char MsgType_COLLATERAL_REQUEST[] = "AX"; 00120 const char MsgType_COLLATERAL_ASSIGNMENT[] = "AY"; 00121 const char MsgType_COLLATERAL_RESPONSE[] = "AZ"; 00122 const char MsgType_COLLATERAL_REPORT[] = "BA"; 00123 const char MsgType_COLLATERAL_INQUIRY[] = "BB"; 00124 const char MsgType_NETWORK_STATUS_REQUEST[] = "BC"; 00125 const char MsgType_NETWORK_STATUS_RESPONSE[] = "BD"; 00126 const char MsgType_USER_REQUEST[] = "BE"; 00127 const char MsgType_USER_RESPONSE[] = "BF"; 00128 const char MsgType_COLLATERAL_INQUIRY_ACK[] = "BG"; 00129 const char MsgType_CONFIRMATION_REQUEST[] = "BH"; 00130 const char MsgType_TRADING_SESSION_LIST_REQUEST[] = "BI"; 00131 const char MsgType_TRADING_SESSION_LIST[] = "BJ"; 00132 const char MsgType_SECURITY_LIST_UPDATE_REPORT[] = "BK"; 00133 const char MsgType_ADJUSTED_POSITION_REPORT[] = "BL"; 00134 const char MsgType_ALLOCATION_INSTRUCTION_ALERT[] = "BM"; 00135 const char MsgType_EXECUTION_ACKNOWLEDGEMENT[] = "BN"; 00136 const char MsgType_CONTRARY_INTENTION_REPORT[] = "BO"; 00137 const char MsgType_SECURITY_DEFINITION_UPDATE_REPORT[] = "BP"; 00138 const int EncryptMethod_NONE_OTHER = 0; 00139 const int EncryptMethod_PKCS = 1; 00140 const int EncryptMethod_DES = 2; 00141 const int EncryptMethod_PKCS_DES = 3; 00142 const int EncryptMethod_PGP_DES = 4; 00143 const int EncryptMethod_PGP_DES_MD5 = 5; 00144 const int EncryptMethod_PEM_DES_MD5 = 6; 00145 const char MessageEncoding_ISO_2022_JP[] = "ISO-2022-JP"; 00146 const char MessageEncoding_EUC_JP[] = "EUC-JP"; 00147 const char MessageEncoding_SHIFT_JIS[] = "SHIFT_JIS"; 00148 const char MessageEncoding_UTF_8[] = "UTF-8"; 00149 const int SessionRejectReason_INVALID_TAG_NUMBER = 0; 00150 const int SessionRejectReason_REQUIRED_TAG_MISSING = 1; 00151 const int SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM = 10; 00152 const int SessionRejectReason_INVALID_MSGTYPE = 11; 00153 const int SessionRejectReason_XML_VALIDATION_ERROR = 12; 00154 const int SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE = 13; 00155 const int SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER = 14; 00156 const int SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER = 15; 00157 const int SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP = 16; 00158 const int SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER = 17; 00159 const int SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE = 2; 00160 const int SessionRejectReason_UNDEFINED_TAG = 3; 00161 const int SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE = 4; 00162 const int SessionRejectReason_VALUE_IS_INCORRECT = 5; 00163 const int SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE = 6; 00164 const int SessionRejectReason_DECRYPTION_PROBLEM = 7; 00165 const int SessionRejectReason_SIGNATURE_PROBLEM = 8; 00166 const int SessionRejectReason_COMPID_PROBLEM = 9; 00167 const int SessionRejectReason_OTHER = 99; 00168 const char MsgDirection_RECEIVE = 'R'; 00169 const char MsgDirection_SEND = 'S'; 00170 const char ApplVerID_FIX27[] = "0"; 00171 const char ApplVerID_FIX30[] = "1"; 00172 const char ApplVerID_FIX40[] = "2"; 00173 const char ApplVerID_FIX41[] = "3"; 00174 const char ApplVerID_FIX42[] = "4"; 00175 const char ApplVerID_FIX43[] = "5"; 00176 const char ApplVerID_FIX44[] = "6"; 00177 const char ApplVerID_FIX50[] = "7"; 00178 } 00179 #endif //FIXT_VALUES_H
1.5.8 written by Dimitri van Heesch,
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