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FixTValues.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 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

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