FixTValues.h File Reference

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Namespaces

namespace FIX

Variables

const char FIX::MsgType_Heartbeat [] = "0"

const char FIX::MsgType_TestRequest [] = "1"

const char FIX::MsgType_ResendRequest [] = "2"

const char FIX::MsgType_Reject [] = "3"

const char FIX::MsgType_SequenceReset [] = "4"

const char FIX::MsgType_Logout [] = "5"

const char FIX::MsgType_Logon [] = "A"

const char FIX::MsgType_HEARTBEAT [] = "0"

const char FIX::MsgType_TEST_REQUEST [] = "1"

const char FIX::MsgType_RESEND_REQUEST [] = "2"

const char FIX::MsgType_REJECT [] = "3"

const char FIX::MsgType_SEQUENCE_RESET [] = "4"

const char FIX::MsgType_LOGOUT [] = "5"

const char FIX::MsgType_INDICATION_OF_INTEREST [] = "6"

const char FIX::MsgType_ADVERTISEMENT [] = "7"

const char FIX::MsgType_EXECUTION_REPORT [] = "8"

const char FIX::MsgType_ORDER_CANCEL_REJECT [] = "9"

const char FIX::MsgType_LOGON [] = "A"

const char FIX::MsgType_NEWS [] = "B"

const char FIX::MsgType_EMAIL [] = "C"

const char FIX::MsgType_ORDER_SINGLE [] = "D"

const char FIX::MsgType_ORDER_LIST [] = "E"

const char FIX::MsgType_ORDER_CANCEL_REQUEST [] = "F"

const char FIX::MsgType_ORDER_CANCEL_REPLACE_REQUEST [] = "G"

const char FIX::MsgType_ORDER_STATUS_REQUEST [] = "H"

const char FIX::MsgType_ALLOCATION_INSTRUCTION [] = "J"

const char FIX::MsgType_LIST_CANCEL_REQUEST [] = "K"

const char FIX::MsgType_LIST_EXECUTE [] = "L"

const char FIX::MsgType_LIST_STATUS_REQUEST [] = "M"

const char FIX::MsgType_LIST_STATUS [] = "N"

const char FIX::MsgType_ALLOCATION_INSTRUCTION_ACK [] = "P"

const char FIX::MsgType_DONT_KNOW_TRADE [] = "Q"

const char FIX::MsgType_QUOTE_REQUEST [] = "R"

const char FIX::MsgType_QUOTE [] = "S"

const char FIX::MsgType_SETTLEMENT_INSTRUCTIONS [] = "T"

const char FIX::MsgType_MARKET_DATA_REQUEST [] = "V"

const char FIX::MsgType_MARKET_DATA_SNAPSHOT_FULL_REFRESH [] = "W"

const char FIX::MsgType_MARKET_DATA_INCREMENTAL_REFRESH [] = "X"

const char FIX::MsgType_MARKET_DATA_REQUEST_REJECT [] = "Y"

const char FIX::MsgType_QUOTE_CANCEL [] = "Z"

const char FIX::MsgType_QUOTE_STATUS_REQUEST [] = "a"

const char FIX::MsgType_MASS_QUOTE_ACKNOWLEDGEMENT [] = "b"

const char FIX::MsgType_SECURITY_DEFINITION_REQUEST [] = "c"

const char FIX::MsgType_SECURITY_DEFINITION [] = "d"

const char FIX::MsgType_SECURITY_STATUS_REQUEST [] = "e"

const char FIX::MsgType_SECURITY_STATUS [] = "f"

const char FIX::MsgType_TRADING_SESSION_STATUS_REQUEST [] = "g"

const char FIX::MsgType_TRADING_SESSION_STATUS [] = "h"

const char FIX::MsgType_MASS_QUOTE [] = "i"

const char FIX::MsgType_BUSINESS_MESSAGE_REJECT [] = "j"

const char FIX::MsgType_BID_REQUEST [] = "k"

const char FIX::MsgType_BID_RESPONSE [] = "l"

const char FIX::MsgType_LIST_STRIKE_PRICE [] = "m"

const char FIX::MsgType_XML_MESSAGE [] = "n"

const char FIX::MsgType_REGISTRATION_INSTRUCTIONS [] = "o"

const char FIX::MsgType_REGISTRATION_INSTRUCTIONS_RESPONSE [] = "p"

const char FIX::MsgType_ORDER_MASS_CANCEL_REQUEST [] = "q"

const char FIX::MsgType_ORDER_MASS_CANCEL_REPORT [] = "r"

const char FIX::MsgType_NEW_ORDER_CROSS [] = "s"

const char FIX::MsgType_CROSS_ORDER_CANCEL_REPLACE_REQUEST [] = "t"

const char FIX::MsgType_CROSS_ORDER_CANCEL_REQUEST [] = "u"

const char FIX::MsgType_SECURITY_TYPE_REQUEST [] = "v"

const char FIX::MsgType_SECURITY_TYPES [] = "w"

const char FIX::MsgType_SECURITY_LIST_REQUEST [] = "x"

const char FIX::MsgType_SECURITY_LIST [] = "y"

const char FIX::MsgType_DERIVATIVE_SECURITY_LIST_REQUEST [] = "z"

const char FIX::MsgType_DERIVATIVE_SECURITY_LIST [] = "AA"

const char FIX::MsgType_NEW_ORDER_MULTILEG [] = "AB"

const char FIX::MsgType_MULTILEG_ORDER_CANCEL_REPLACE [] = "AC"

const char FIX::MsgType_TRADE_CAPTURE_REPORT_REQUEST [] = "AD"

const char FIX::MsgType_TRADE_CAPTURE_REPORT [] = "AE"

const char FIX::MsgType_ORDER_MASS_STATUS_REQUEST [] = "AF"

const char FIX::MsgType_QUOTE_REQUEST_REJECT [] = "AG"

const char FIX::MsgType_RFQ_REQUEST [] = "AH"

const char FIX::MsgType_QUOTE_STATUS_REPORT [] = "AI"

const char FIX::MsgType_QUOTE_RESPONSE [] = "AJ"

const char FIX::MsgType_CONFIRMATION [] = "AK"

const char FIX::MsgType_POSITION_MAINTENANCE_REQUEST [] = "AL"

const char FIX::MsgType_POSITION_MAINTENANCE_REPORT [] = "AM"

const char FIX::MsgType_REQUEST_FOR_POSITIONS [] = "AN"

const char FIX::MsgType_REQUEST_FOR_POSITIONS_ACK [] = "AO"

const char FIX::MsgType_POSITION_REPORT [] = "AP"

const char FIX::MsgType_TRADE_CAPTURE_REPORT_REQUEST_ACK [] = "AQ"

const char FIX::MsgType_TRADE_CAPTURE_REPORT_ACK [] = "AR"

const char FIX::MsgType_ALLOCATION_REPORT [] = "AS"

const char FIX::MsgType_ALLOCATION_REPORT_ACK [] = "AT"

const char FIX::MsgType_CONFIRMATION_ACK [] = "AU"

const char FIX::MsgType_SETTLEMENT_INSTRUCTION_REQUEST [] = "AV"

const char FIX::MsgType_ASSIGNMENT_REPORT [] = "AW"

const char FIX::MsgType_COLLATERAL_REQUEST [] = "AX"

const char FIX::MsgType_COLLATERAL_ASSIGNMENT [] = "AY"

const char FIX::MsgType_COLLATERAL_RESPONSE [] = "AZ"

const char FIX::MsgType_COLLATERAL_REPORT [] = "BA"

const char FIX::MsgType_COLLATERAL_INQUIRY [] = "BB"

const char FIX::MsgType_NETWORK_STATUS_REQUEST [] = "BC"

const char FIX::MsgType_NETWORK_STATUS_RESPONSE [] = "BD"

const char FIX::MsgType_USER_REQUEST [] = "BE"

const char FIX::MsgType_USER_RESPONSE [] = "BF"

const char FIX::MsgType_COLLATERAL_INQUIRY_ACK [] = "BG"

const char FIX::MsgType_CONFIRMATION_REQUEST [] = "BH"

const char FIX::MsgType_TRADING_SESSION_LIST_REQUEST [] = "BI"

const char FIX::MsgType_TRADING_SESSION_LIST [] = "BJ"

const char FIX::MsgType_SECURITY_LIST_UPDATE_REPORT [] = "BK"

const char FIX::MsgType_ADJUSTED_POSITION_REPORT [] = "BL"

const char FIX::MsgType_ALLOCATION_INSTRUCTION_ALERT [] = "BM"

const char FIX::MsgType_EXECUTION_ACKNOWLEDGEMENT [] = "BN"

const char FIX::MsgType_CONTRARY_INTENTION_REPORT [] = "BO"

const char FIX::MsgType_SECURITY_DEFINITION_UPDATE_REPORT [] = "BP"

const int FIX::EncryptMethod_NONE_OTHER = 0

const int FIX::EncryptMethod_PKCS = 1

const int FIX::EncryptMethod_DES = 2

const int FIX::EncryptMethod_PKCS_DES = 3

const int FIX::EncryptMethod_PGP_DES = 4

const int FIX::EncryptMethod_PGP_DES_MD5 = 5

const int FIX::EncryptMethod_PEM_DES_MD5 = 6

const char FIX::MessageEncoding_ISO_2022_JP [] = "ISO-2022-JP"

const char FIX::MessageEncoding_EUC_JP [] = "EUC-JP"

const char FIX::MessageEncoding_SHIFT_JIS [] = "SHIFT_JIS"

const char FIX::MessageEncoding_UTF_8 [] = "UTF-8"

const int FIX::SessionRejectReason_INVALID_TAG_NUMBER = 0

const int FIX::SessionRejectReason_REQUIRED_TAG_MISSING = 1

const int FIX::SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM = 10

const int FIX::SessionRejectReason_INVALID_MSGTYPE = 11

const int FIX::SessionRejectReason_XML_VALIDATION_ERROR = 12

const int FIX::SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE = 13

const int FIX::SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER = 14

const int FIX::SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER = 15

const int FIX::SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP = 16

const int FIX::SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER = 17

const int FIX::SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE = 2

const int FIX::SessionRejectReason_UNDEFINED_TAG = 3

const int FIX::SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE = 4

const int FIX::SessionRejectReason_VALUE_IS_INCORRECT = 5

const int FIX::SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE = 6

const int FIX::SessionRejectReason_DECRYPTION_PROBLEM = 7

const int FIX::SessionRejectReason_SIGNATURE_PROBLEM = 8

const int FIX::SessionRejectReason_COMPID_PROBLEM = 9

const int FIX::SessionRejectReason_OTHER = 99

const char FIX::MsgDirection_RECEIVE = 'R'

const char FIX::MsgDirection_SEND = 'S'

const char FIX::ApplVerID_FIX27 [] = "0"

const char FIX::ApplVerID_FIX30 [] = "1"

const char FIX::ApplVerID_FIX40 [] = "2"

const char FIX::ApplVerID_FIX41 [] = "3"

const char FIX::ApplVerID_FIX42 [] = "4"

const char FIX::ApplVerID_FIX43 [] = "5"

const char FIX::ApplVerID_FIX44 [] = "6"

const char FIX::ApplVerID_FIX50 [] = "7"


Namespaces
namespace	FIX
Variables
const char	FIX::MsgType_Heartbeat [] = "0"
const char	FIX::MsgType_TestRequest [] = "1"
const char	FIX::MsgType_ResendRequest [] = "2"
const char	FIX::MsgType_Reject [] = "3"
const char	FIX::MsgType_SequenceReset [] = "4"
const char	FIX::MsgType_Logout [] = "5"
const char	FIX::MsgType_Logon [] = "A"
const char	FIX::MsgType_HEARTBEAT [] = "0"
const char	FIX::MsgType_TEST_REQUEST [] = "1"
const char	FIX::MsgType_RESEND_REQUEST [] = "2"
const char	FIX::MsgType_REJECT [] = "3"
const char	FIX::MsgType_SEQUENCE_RESET [] = "4"
const char	FIX::MsgType_LOGOUT [] = "5"
const char	FIX::MsgType_INDICATION_OF_INTEREST [] = "6"
const char	FIX::MsgType_ADVERTISEMENT [] = "7"
const char	FIX::MsgType_EXECUTION_REPORT [] = "8"
const char	FIX::MsgType_ORDER_CANCEL_REJECT [] = "9"
const char	FIX::MsgType_LOGON [] = "A"
const char	FIX::MsgType_NEWS [] = "B"
const char	FIX::MsgType_EMAIL [] = "C"
const char	FIX::MsgType_ORDER_SINGLE [] = "D"
const char	FIX::MsgType_ORDER_LIST [] = "E"
const char	FIX::MsgType_ORDER_CANCEL_REQUEST [] = "F"
const char	FIX::MsgType_ORDER_CANCEL_REPLACE_REQUEST [] = "G"
const char	FIX::MsgType_ORDER_STATUS_REQUEST [] = "H"
const char	FIX::MsgType_ALLOCATION_INSTRUCTION [] = "J"
const char	FIX::MsgType_LIST_CANCEL_REQUEST [] = "K"
const char	FIX::MsgType_LIST_EXECUTE [] = "L"
const char	FIX::MsgType_LIST_STATUS_REQUEST [] = "M"
const char	FIX::MsgType_LIST_STATUS [] = "N"
const char	FIX::MsgType_ALLOCATION_INSTRUCTION_ACK [] = "P"
const char	FIX::MsgType_DONT_KNOW_TRADE [] = "Q"
const char	FIX::MsgType_QUOTE_REQUEST [] = "R"
const char	FIX::MsgType_QUOTE [] = "S"
const char	FIX::MsgType_SETTLEMENT_INSTRUCTIONS [] = "T"
const char	FIX::MsgType_MARKET_DATA_REQUEST [] = "V"
const char	FIX::MsgType_MARKET_DATA_SNAPSHOT_FULL_REFRESH [] = "W"
const char	FIX::MsgType_MARKET_DATA_INCREMENTAL_REFRESH [] = "X"
const char	FIX::MsgType_MARKET_DATA_REQUEST_REJECT [] = "Y"
const char	FIX::MsgType_QUOTE_CANCEL [] = "Z"
const char	FIX::MsgType_QUOTE_STATUS_REQUEST [] = "a"
const char	FIX::MsgType_MASS_QUOTE_ACKNOWLEDGEMENT [] = "b"
const char	FIX::MsgType_SECURITY_DEFINITION_REQUEST [] = "c"
const char	FIX::MsgType_SECURITY_DEFINITION [] = "d"
const char	FIX::MsgType_SECURITY_STATUS_REQUEST [] = "e"
const char	FIX::MsgType_SECURITY_STATUS [] = "f"
const char	FIX::MsgType_TRADING_SESSION_STATUS_REQUEST [] = "g"
const char	FIX::MsgType_TRADING_SESSION_STATUS [] = "h"
const char	FIX::MsgType_MASS_QUOTE [] = "i"
const char	FIX::MsgType_BUSINESS_MESSAGE_REJECT [] = "j"
const char	FIX::MsgType_BID_REQUEST [] = "k"
const char	FIX::MsgType_BID_RESPONSE [] = "l"
const char	FIX::MsgType_LIST_STRIKE_PRICE [] = "m"
const char	FIX::MsgType_XML_MESSAGE [] = "n"
const char	FIX::MsgType_REGISTRATION_INSTRUCTIONS [] = "o"
const char	FIX::MsgType_REGISTRATION_INSTRUCTIONS_RESPONSE [] = "p"
const char	FIX::MsgType_ORDER_MASS_CANCEL_REQUEST [] = "q"
const char	FIX::MsgType_ORDER_MASS_CANCEL_REPORT [] = "r"
const char	FIX::MsgType_NEW_ORDER_CROSS [] = "s"
const char	FIX::MsgType_CROSS_ORDER_CANCEL_REPLACE_REQUEST [] = "t"
const char	FIX::MsgType_CROSS_ORDER_CANCEL_REQUEST [] = "u"
const char	FIX::MsgType_SECURITY_TYPE_REQUEST [] = "v"
const char	FIX::MsgType_SECURITY_TYPES [] = "w"
const char	FIX::MsgType_SECURITY_LIST_REQUEST [] = "x"
const char	FIX::MsgType_SECURITY_LIST [] = "y"
const char	FIX::MsgType_DERIVATIVE_SECURITY_LIST_REQUEST [] = "z"
const char	FIX::MsgType_DERIVATIVE_SECURITY_LIST [] = "AA"
const char	FIX::MsgType_NEW_ORDER_MULTILEG [] = "AB"
const char	FIX::MsgType_MULTILEG_ORDER_CANCEL_REPLACE [] = "AC"
const char	FIX::MsgType_TRADE_CAPTURE_REPORT_REQUEST [] = "AD"
const char	FIX::MsgType_TRADE_CAPTURE_REPORT [] = "AE"
const char	FIX::MsgType_ORDER_MASS_STATUS_REQUEST [] = "AF"
const char	FIX::MsgType_QUOTE_REQUEST_REJECT [] = "AG"
const char	FIX::MsgType_RFQ_REQUEST [] = "AH"
const char	FIX::MsgType_QUOTE_STATUS_REPORT [] = "AI"
const char	FIX::MsgType_QUOTE_RESPONSE [] = "AJ"
const char	FIX::MsgType_CONFIRMATION [] = "AK"
const char	FIX::MsgType_POSITION_MAINTENANCE_REQUEST [] = "AL"
const char	FIX::MsgType_POSITION_MAINTENANCE_REPORT [] = "AM"
const char	FIX::MsgType_REQUEST_FOR_POSITIONS [] = "AN"
const char	FIX::MsgType_REQUEST_FOR_POSITIONS_ACK [] = "AO"
const char	FIX::MsgType_POSITION_REPORT [] = "AP"
const char	FIX::MsgType_TRADE_CAPTURE_REPORT_REQUEST_ACK [] = "AQ"
const char	FIX::MsgType_TRADE_CAPTURE_REPORT_ACK [] = "AR"
const char	FIX::MsgType_ALLOCATION_REPORT [] = "AS"
const char	FIX::MsgType_ALLOCATION_REPORT_ACK [] = "AT"
const char	FIX::MsgType_CONFIRMATION_ACK [] = "AU"
const char	FIX::MsgType_SETTLEMENT_INSTRUCTION_REQUEST [] = "AV"
const char	FIX::MsgType_ASSIGNMENT_REPORT [] = "AW"
const char	FIX::MsgType_COLLATERAL_REQUEST [] = "AX"
const char	FIX::MsgType_COLLATERAL_ASSIGNMENT [] = "AY"
const char	FIX::MsgType_COLLATERAL_RESPONSE [] = "AZ"
const char	FIX::MsgType_COLLATERAL_REPORT [] = "BA"
const char	FIX::MsgType_COLLATERAL_INQUIRY [] = "BB"
const char	FIX::MsgType_NETWORK_STATUS_REQUEST [] = "BC"
const char	FIX::MsgType_NETWORK_STATUS_RESPONSE [] = "BD"
const char	FIX::MsgType_USER_REQUEST [] = "BE"
const char	FIX::MsgType_USER_RESPONSE [] = "BF"
const char	FIX::MsgType_COLLATERAL_INQUIRY_ACK [] = "BG"
const char	FIX::MsgType_CONFIRMATION_REQUEST [] = "BH"
const char	FIX::MsgType_TRADING_SESSION_LIST_REQUEST [] = "BI"
const char	FIX::MsgType_TRADING_SESSION_LIST [] = "BJ"
const char	FIX::MsgType_SECURITY_LIST_UPDATE_REPORT [] = "BK"
const char	FIX::MsgType_ADJUSTED_POSITION_REPORT [] = "BL"
const char	FIX::MsgType_ALLOCATION_INSTRUCTION_ALERT [] = "BM"
const char	FIX::MsgType_EXECUTION_ACKNOWLEDGEMENT [] = "BN"
const char	FIX::MsgType_CONTRARY_INTENTION_REPORT [] = "BO"
const char	FIX::MsgType_SECURITY_DEFINITION_UPDATE_REPORT [] = "BP"
const int	FIX::EncryptMethod_NONE_OTHER = 0
const int	FIX::EncryptMethod_PKCS = 1
const int	FIX::EncryptMethod_DES = 2
const int	FIX::EncryptMethod_PKCS_DES = 3
const int	FIX::EncryptMethod_PGP_DES = 4
const int	FIX::EncryptMethod_PGP_DES_MD5 = 5
const int	FIX::EncryptMethod_PEM_DES_MD5 = 6
const char	FIX::MessageEncoding_ISO_2022_JP [] = "ISO-2022-JP"
const char	FIX::MessageEncoding_EUC_JP [] = "EUC-JP"
const char	FIX::MessageEncoding_SHIFT_JIS [] = "SHIFT_JIS"
const char	FIX::MessageEncoding_UTF_8 [] = "UTF-8"
const int	FIX::SessionRejectReason_INVALID_TAG_NUMBER = 0
const int	FIX::SessionRejectReason_REQUIRED_TAG_MISSING = 1
const int	FIX::SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM = 10
const int	FIX::SessionRejectReason_INVALID_MSGTYPE = 11
const int	FIX::SessionRejectReason_XML_VALIDATION_ERROR = 12
const int	FIX::SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE = 13
const int	FIX::SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER = 14
const int	FIX::SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER = 15
const int	FIX::SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP = 16
const int	FIX::SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER = 17
const int	FIX::SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE = 2
const int	FIX::SessionRejectReason_UNDEFINED_TAG = 3
const int	FIX::SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE = 4
const int	FIX::SessionRejectReason_VALUE_IS_INCORRECT = 5
const int	FIX::SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE = 6
const int	FIX::SessionRejectReason_DECRYPTION_PROBLEM = 7
const int	FIX::SessionRejectReason_SIGNATURE_PROBLEM = 8
const int	FIX::SessionRejectReason_COMPID_PROBLEM = 9
const int	FIX::SessionRejectReason_OTHER = 99
const char	FIX::MsgDirection_RECEIVE = 'R'
const char	FIX::MsgDirection_SEND = 'S'
const char	FIX::ApplVerID_FIX27 [] = "0"
const char	FIX::ApplVerID_FIX30 [] = "1"
const char	FIX::ApplVerID_FIX40 [] = "2"
const char	FIX::ApplVerID_FIX41 [] = "3"
const char	FIX::ApplVerID_FIX42 [] = "4"
const char	FIX::ApplVerID_FIX43 [] = "5"
const char	FIX::ApplVerID_FIX44 [] = "6"
const char	FIX::ApplVerID_FIX50 [] = "7"