FixValues.h

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/* -*- C++ -*- */
 
/****************************************************************************
** Copyright (c) quickfixengine.org  All rights reserved.
**
** This file is part of the QuickFIX FIX Engine
**
** This file may be distributed under the terms of the quickfixengine.org
** license as defined by quickfixengine.org and appearing in the file
** LICENSE included in the packaging of this file.
**
** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
**
** See http://www.quickfixengine.org/LICENSE for licensing information.
**
** Contact ask@quickfixengine.org if any conditions of this licensing are
** not clear to you.
**
****************************************************************************/

#ifndef FIX_VALUES_H
#define FIX_VALUES_H

#include <string>

namespace FIX
{
  
 const char MsgType_BusinessMessageReject[] = "j";
 const char MsgType_UserRequest[] = "BE";
 const char MsgType_UserResponse[] = "BF";
 const char MsgType_Advertisement[] = "7";
 const char MsgType_News[] = "B";
 const char MsgType_Email[] = "C";
 const char MsgType_QuoteRequest[] = "R";
 const char MsgType_QuoteResponse[] = "AJ";
 const char MsgType_QuoteRequestReject[] = "AG";
 const char MsgType_RFQRequest[] = "AH";
 const char MsgType_Quote[] = "S";
 const char MsgType_QuoteCancel[] = "Z";
 const char MsgType_QuoteStatusRequest[] = "a";
 const char MsgType_QuoteStatusReport[] = "AI";
 const char MsgType_MassQuote[] = "i";
 const char MsgType_MassQuoteAcknowledgement[] = "b";
 const char MsgType_MarketDataRequest[] = "V";
 const char MsgType_MarketDataSnapshotFullRefresh[] = "W";
 const char MsgType_MarketDataIncrementalRefresh[] = "X";
 const char MsgType_MarketDataRequestReject[] = "Y";
 const char MsgType_SecurityDefinitionRequest[] = "c";
 const char MsgType_SecurityDefinition[] = "d";
 const char MsgType_SecurityTypeRequest[] = "v";
 const char MsgType_SecurityTypes[] = "w";
 const char MsgType_SecurityListRequest[] = "x";
 const char MsgType_SecurityList[] = "y";
 const char MsgType_DerivativeSecurityListRequest[] = "z";
 const char MsgType_DerivativeSecurityList[] = "AA";
 const char MsgType_SecurityStatusRequest[] = "e";
 const char MsgType_SecurityStatus[] = "f";
 const char MsgType_TradingSessionStatusRequest[] = "g";
 const char MsgType_TradingSessionStatus[] = "h";
 const char MsgType_NewOrderSingle[] = "D";
 const char MsgType_ExecutionReport[] = "8";
 const char MsgType_DontKnowTradeDK[] = "Q";
 const char MsgType_OrderCancelReplaceRequest[] = "G";
 const char MsgType_OrderCancelRequest[] = "F";
 const char MsgType_OrderCancelReject[] = "9";
 const char MsgType_OrderStatusRequest[] = "H";
 const char MsgType_OrderMassCancelRequest[] = "q";
 const char MsgType_OrderMassCancelReport[] = "r";
 const char MsgType_OrderMassStatusRequest[] = "AF";
 const char MsgType_NewOrderCross[] = "s";
 const char MsgType_CrossOrderCancelReplaceRequest[] = "t";
 const char MsgType_CrossOrderCancelRequest[] = "u";
 const char MsgType_NewOrderMultileg[] = "AB";
 const char MsgType_MultilegOrderCancelReplace[] = "AC";
 const char MsgType_BidRequest[] = "k";
 const char MsgType_BidResponse[] = "l";
 const char MsgType_NewOrderList[] = "E";
 const char MsgType_ListStrikePrice[] = "m";
 const char MsgType_ListStatus[] = "N";
 const char MsgType_ListExecute[] = "L";
 const char MsgType_ListCancelRequest[] = "K";
 const char MsgType_ListStatusRequest[] = "M";
 const char MsgType_AllocationInstruction[] = "J";
 const char MsgType_AllocationInstructionAck[] = "P";
 const char MsgType_AllocationReport[] = "AS";
 const char MsgType_AllocationReportAck[] = "AT";
 const char MsgType_Confirmation[] = "AK";
 const char MsgType_Confirmation_Ack[] = "AU";
 const char MsgType_ConfirmationRequest[] = "BH";
 const char MsgType_SettlementInstructions[] = "T";
 const char MsgType_SettlementInstructionRequest[] = "AV";
 const char MsgType_TradeCaptureReportRequest[] = "AD";
 const char MsgType_TradeCaptureReportRequestAck[] = "AQ";
 const char MsgType_TradeCaptureReport[] = "AE";
 const char MsgType_TradeCaptureReportAck[] = "AR";
 const char MsgType_RegistrationInstructions[] = "o";
 const char MsgType_RegistrationInstructionsResponse[] = "p";
 const char MsgType_PositionMaintenanceRequest[] = "AL";
 const char MsgType_PositionMaintenanceReport[] = "AM";
 const char MsgType_RequestForPositions[] = "AN";
 const char MsgType_RequestForPositionsAck[] = "AO";
 const char MsgType_PositionReport[] = "AP";
 const char MsgType_AssignmentReport[] = "AW";
 const char MsgType_CollateralRequest[] = "AX";
 const char MsgType_CollateralAssignment[] = "AY";
 const char MsgType_CollateralResponse[] = "AZ";
 const char MsgType_CollateralReport[] = "BA";
 const char MsgType_CollateralInquiry[] = "BB";
 const char MsgType_NetworkCounterpartySystemStatusRequest[] = "BC";
 const char MsgType_NetworkCounterpartySystemStatusResponse[] = "BD";
 const char MsgType_CollateralInquiryAck[] = "BG";
 const char MsgType_ContraryIntentionReport[] = "BO";
 const char MsgType_SecurityDefinitionUpdateReport[] = "BP";
 const char MsgType_SecurityListUpdateReport[] = "BK";
 const char MsgType_AdjustedPositionReport[] = "BL";
 const char MsgType_AllocationInstructionAlert[] = "BM";
 const char MsgType_ExecutionAcknowledgement[] = "BN";
 const char MsgType_TradingSessionList[] = "BJ";
 const char MsgType_TradingSessionListRequest[] = "BI";
 const char MsgType_IndicationOfInterest[] = "6";
 const char AdvSide_BUY = 'B';
 const char AdvSide_SELL = 'S';
 const char AdvSide_CROSS = 'X';
 const char AdvSide_TRADE = 'T';
 const char AdvTransType_NEW[] = "N";
 const char AdvTransType_CANCEL[] = "C";
 const char AdvTransType_REPLACE[] = "R";
 const char CommType_PER_UNIT = '1';
 const char CommType_PERCENTAGE = '2';
 const char CommType_ABSOLUTE = '3';
 const char CommType_PERCENTAGE_WAIVED_CASH_DISCOUNT = '4';
 const char CommType_PERCENTAGE_WAIVED_ENHANCED_UNITS = '5';
 const char CommType_POINTS_PER_BOND_OR_OR_CONTRACT = '6';
 const char ExecInst_STAY_ON_OFFERSIDE = '0';
 const char ExecInst_NOT_HELD = '1';
 const char ExecInst_WORK = '2';
 const char ExecInst_GO_ALONG = '3';
 const char ExecInst_OVER_THE_DAY = '4';
 const char ExecInst_HELD = '5';
 const char ExecInst_PARTICIPATE_DONT_INITIATE = '6';
 const char ExecInst_STRICT_SCALE = '7';
 const char ExecInst_TRY_TO_SCALE = '8';
 const char ExecInst_STAY_ON_BIDSIDE = '9';
 const char ExecInst_NO_CROSS = 'A';
 const char ExecInst_OK_TO_CROSS = 'B';
 const char ExecInst_CALL_FIRST = 'C';
 const char ExecInst_PERCENT_OF_VOLUME = 'D';
 const char ExecInst_DO_NOT_INCREASE = 'E';
 const char ExecInst_DO_NOT_REDUCE = 'F';
 const char ExecInst_ALL_OR_NONE = 'G';
 const char ExecInst_REINSTATE_ON_SYSTEM_FAILURE = 'H';
 const char ExecInst_INSTITUTIONS_ONLY = 'I';
 const char ExecInst_REINSTATE_ON_TRADING_HALT = 'J';
 const char ExecInst_CANCEL_ON_TRADING_HALT = 'K';
 const char ExecInst_LAST_PEG = 'L';
 const char ExecInst_MID_PRICE = 'M';
 const char ExecInst_NON_NEGOTIABLE = 'N';
 const char ExecInst_OPENING_PEG = 'O';
 const char ExecInst_MARKET_PEG = 'P';
 const char ExecInst_CANCEL_ON_SYSTEM_FAILURE = 'Q';
 const char ExecInst_PRIMARY_PEG = 'R';
 const char ExecInst_SUSPEND = 'S';
 const char ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 'T';
 const char ExecInst_CUSTOMER_DISPLAY_INSTRUCTION = 'U';
 const char ExecInst_NETTING = 'V';
 const char ExecInst_PEG_TO_VWAP = 'W';
 const char ExecInst_TRADE_ALONG = 'X';
 const char ExecInst_TRY_TO_STOP = 'Y';
 const char ExecInst_CANCEL_IF_NOT_BEST = 'Z';
 const char ExecInst_TRAILING_STOP_PEG = 'a';
 const char ExecInst_STRICT_LIMIT = 'b';
 const char ExecInst_IGNORE_PRICE_VALIDITY_CHECKS = 'c';
 const char ExecInst_PEG_TO_LIMIT_PRICE = 'd';
 const char ExecInst_WORK_TO_TARGET_STRATEGY = 'e';
 const char ExecInst_INTERMARKET_SWEEP = 'f';
 const char ExecInst_EXTERNAL_ROUTING_ALLOWED = 'g';
 const char ExecInst_EXTERNAL_ROUTING_NOT_ALLOWED = 'h';
 const char ExecInst_IMBALANCE_ONLY = 'i';
 const char ExecInst_SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE = 'j';
 const char ExecInst_BEST_EXECUTION = 'k';
 const char ExecTransType_NEW = '0';
 const char ExecTransType_CANCEL = '1';
 const char ExecTransType_CORRECT = '2';
 const char ExecTransType_STATUS = '3';
 const char HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE = '1';
 const char HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC = '2';
 const char HandlInst_MANUAL_ORDER = '3';
 const char SecurityIDSource_CUSIP[] = "1";
 const char SecurityIDSource_SEDOL[] = "2";
 const char SecurityIDSource_QUIK[] = "3";
 const char SecurityIDSource_ISIN_NUMBER[] = "4";
 const char SecurityIDSource_RIC_CODE[] = "5";
 const char SecurityIDSource_ISO_CURRENCY_CODE[] = "6";
 const char SecurityIDSource_ISO_COUNTRY_CODE[] = "7";
 const char SecurityIDSource_EXCHANGE_SYMBOL[] = "8";
 const char SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION[] = "9";
 const char SecurityIDSource_BLOOMBERG_SYMBOL[] = "A";
 const char SecurityIDSource_WERTPAPIER[] = "B";
 const char SecurityIDSource_DUTCH[] = "C";
 const char SecurityIDSource_VALOREN[] = "D";
 const char SecurityIDSource_SICOVAM[] = "E";
 const char SecurityIDSource_BELGIAN[] = "F";
 const char SecurityIDSource_COMMON[] = "G";
 const char SecurityIDSource_CLEARING_HOUSE_CLEARING_ORGANIZATION[] = "H";
 const char SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION[] = "I";
 const char SecurityIDSource_OPTIONS_PRICE_REPORTING_AUTHORITY[] = "J";
 const char SecurityIDSource_ISDA_FPML_PRODUCT_URL[] = "K";
 const char SecurityIDSource_LETTER_OF_CREDIT[] = "L";
 const char IOIQltyInd_LOW = 'L';
 const char IOIQltyInd_MEDIUM = 'M';
 const char IOIQltyInd_HIGH = 'H';
 const char IOIQty__1000000000[] = "0";
 const char IOIQty_SMALL[] = "S";
 const char IOIQty_MEDIUM[] = "M";
 const char IOIQty_LARGE[] = "L";
 const char IOIQty_UNDISCLOSED_QUANTITY[] = "U";
 const char IOITransType_NEW = 'N';
 const char IOITransType_CANCEL = 'C';
 const char IOITransType_REPLACE = 'R';
 const char LastCapacity_AGENT = '1';
 const char LastCapacity_CROSS_AS_AGENT = '2';
 const char LastCapacity_CROSS_AS_PRINCIPAL = '3';
 const char LastCapacity_PRINCIPAL = '4';
 const char OrdStatus_NEW = '0';
 const char OrdStatus_PARTIALLY_FILLED = '1';
 const char OrdStatus_FILLED = '2';
 const char OrdStatus_DONE_FOR_DAY = '3';
 const char OrdStatus_CANCELED = '4';
 const char OrdStatus_REPLACED = '5';
 const char OrdStatus_PENDING_CANCEL = '6';
 const char OrdStatus_STOPPED = '7';
 const char OrdStatus_REJECTED = '8';
 const char OrdStatus_SUSPENDED = '9';
 const char OrdStatus_PENDING_NEW = 'A';
 const char OrdStatus_CALCULATED = 'B';
 const char OrdStatus_EXPIRED = 'C';
 const char OrdStatus_ACCEPTED_FOR_BIDDING = 'D';
 const char OrdStatus_PENDING_REPLACE = 'E';
 const char OrdType_MARKET = '1';
 const char OrdType_LIMIT = '2';
 const char OrdType_STOP = '3';
 const char OrdType_STOP_LIMIT = '4';
 const char OrdType_MARKET_ON_CLOSE = '5';
 const char OrdType_WITH_OR_WITHOUT = '6';
 const char OrdType_LIMIT_OR_BETTER = '7';
 const char OrdType_LIMIT_WITH_OR_WITHOUT = '8';
 const char OrdType_ON_BASIS = '9';
 const char OrdType_ON_CLOSE = 'A';
 const char OrdType_LIMIT_ON_CLOSE = 'B';
 const char OrdType_FOREX_MARKET = 'C';
 const char OrdType_PREVIOUSLY_QUOTED = 'D';
 const char OrdType_PREVIOUSLY_INDICATED = 'E';
 const char OrdType_FOREX_LIMIT = 'F';
 const char OrdType_FOREX_SWAP = 'G';
 const char OrdType_FOREX_PREVIOUSLY_QUOTED = 'H';
 const char OrdType_FUNARI = 'I';
 const char OrdType_MARKET_IF_TOUCHED = 'J';
 const char OrdType_MARKET_WITH_LEFTOVER_AS_LIMIT = 'K';
 const char OrdType_PREVIOUS_FUND_VALUATION_POINT = 'L';
 const char OrdType_NEXT_FUND_VALUATION_POINT = 'M';
 const char OrdType_PEGGED = 'P';
 const char OrdType_COUNTER_ORDER_SELECTION = 'Q';
 const char Side_BUY = '1';
 const char Side_SELL = '2';
 const char Side_BUY_MINUS = '3';
 const char Side_SELL_PLUS = '4';
 const char Side_SELL_SHORT = '5';
 const char Side_SELL_SHORT_EXEMPT = '6';
 const char Side_UNDISCLOSED = '7';
 const char Side_CROSS = '8';
 const char Side_CROSS_SHORT = '9';
 const char Side_CROSS_SHORT_EXEMPT = 'A';
 const char Side_AS_DEFINED = 'B';
 const char Side_OPPOSITE = 'C';
 const char Side_SUBSCRIBE = 'D';
 const char Side_REDEEM = 'E';
 const char Side_LEND = 'F';
 const char Side_BORROW = 'G';
 const char TimeInForce_DAY = '0';
 const char TimeInForce_GOOD_TILL_CANCEL = '1';
 const char TimeInForce_AT_THE_OPENING = '2';
 const char TimeInForce_IMMEDIATE_OR_CANCEL = '3';
 const char TimeInForce_FILL_OR_KILL = '4';
 const char TimeInForce_GOOD_TILL_CROSSING = '5';
 const char TimeInForce_GOOD_TILL_DATE = '6';
 const char TimeInForce_AT_THE_CLOSE = '7';
 const char Urgency_NORMAL = '0';
 const char Urgency_FLASH = '1';
 const char Urgency_BACKGROUND = '2';
 const char SettlType_REGULAR[] = "0";
 const char SettlType_CASH[] = "1";
 const char SettlType_NEXT_DAY[] = "2";
 const char SettlType_T_PLUS_2[] = "3";
 const char SettlType_T_PLUS_3[] = "4";
 const char SettlType_T_PLUS_4[] = "5";
 const char SettlType_FUTURE[] = "6";
 const char SettlType_WHEN_AND_IF_ISSUED[] = "7";
 const char SettlType_SELLERS_OPTION[] = "8";
 const char SettlType_T_PLUS_5[] = "9";
 const char SettlType_FX_SPOT_NEXT_SETTLEMENT[] = "C";
 const char SettlType_BROKEN_DATE[] = "B";
 const char SymbolSfx_WHEN_ISSUED[] = "WI";
 const char SymbolSfx_A_EUCP_WITH_LUMP_SUM_INTEREST[] = "CD";
 const char AllocTransType_NEW = '0';
 const char AllocTransType_REPLACE = '1';
 const char AllocTransType_CANCEL = '2';
 const char AllocTransType_PRELIMINARY = '3';
 const char AllocTransType_CALCULATED = '4';
 const char AllocTransType_CALCULATED_WITHOUT_PRELIMINARY = '5';
 const char AllocTransType_REVERSAL = '6';
 const char PositionEffect_OPEN = 'O';
 const char PositionEffect_CLOSE = 'C';
 const char PositionEffect_ROLLED = 'R';
 const char PositionEffect_FIFO = 'F';
 const char ProcessCode_REGULAR = '0';
 const char ProcessCode_SOFT_DOLLAR = '1';
 const char ProcessCode_STEP_IN = '2';
 const char ProcessCode_STEP_OUT = '3';
 const char ProcessCode_SOFT_DOLLAR_STEP_IN = '4';
 const char ProcessCode_SOFT_DOLLAR_STEP_OUT = '5';
 const char ProcessCode_PLAN_SPONSOR = '6';
 const int AllocStatus_ACCEPTED = 0;
 const int AllocStatus_BLOCK_LEVEL_REJECT = 1;
 const int AllocStatus_ACCOUNT_LEVEL_REJECT = 2;
 const int AllocStatus_RECEIVED = 3;
 const int AllocStatus_INCOMPLETE = 4;
 const int AllocStatus_REJECTED_BY_INTERMEDIARY = 5;
 const int AllocStatus_ALLOCATION_PENDING = 6;
 const int AllocStatus_REVERSED = 7;
 const int AllocRejCode_UNKNOWN_ACCOUNT = 0;
 const int AllocRejCode_INCORRECT_QUANTITY = 1;
 const int AllocRejCode_INCORRECT_AVERAGE_PRICE = 2;
 const int AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC = 3;
 const int AllocRejCode_COMMISSION_DIFFERENCE = 4;
 const int AllocRejCode_UNKNOWN_ORDERID = 5;
 const int AllocRejCode_UNKNOWN_LISTID = 6;
 const int AllocRejCode_OTHER = 7;
 const int AllocRejCode_INCORRECT_ALLOCATED_QUANTITY = 8;
 const int AllocRejCode_CALCULATION_DIFFERENCE = 9;
 const int AllocRejCode_UNKNOWN_OR_STALE_EXEC_ID = 10;
 const int AllocRejCode_MISMATCHED_DATA_VALUE = 11;
 const int AllocRejCode_UNKNOWN_CLORDID = 12;
 const int AllocRejCode_WAREHOUSE_REQUEST_REJECTED = 13;
 const char EmailType_NEW = '0';
 const char EmailType_REPLY = '1';
 const char EmailType_ADMIN_REPLY = '2';
 const int CxlRejReason_TOO_LATE_TO_CANCEL = 0;
 const int CxlRejReason_UNKNOWN_ORDER = 1;
 const int CxlRejReason_BROKER_EXCHANGE_OPTION = 2;
 const int CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS = 3;
 const int CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST = 4;
 const int CxlRejReason_ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER = 5;
 const int CxlRejReason_DUPLICATE_CLORDID_RECEIVED = 6;
 const int CxlRejReason_INVALID_PRICE_INCREMENT = 18;
 const int CxlRejReason_OTHER = 99;
 const int OrdRejReason_BROKER_EXCHANGE_OPTION = 0;
 const int OrdRejReason_UNKNOWN_SYMBOL = 1;
 const int OrdRejReason_EXCHANGE_CLOSED = 2;
 const int OrdRejReason_ORDER_EXCEEDS_LIMIT = 3;
 const int OrdRejReason_TOO_LATE_TO_ENTER = 4;
 const int OrdRejReason_UNKNOWN_ORDER = 5;
 const int OrdRejReason_DUPLICATE_ORDER = 6;
 const int OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER = 7;
 const int OrdRejReason_STALE_ORDER = 8;
 const int OrdRejReason_TRADE_ALONG_REQUIRED = 9;
 const int OrdRejReason_INVALID_INVESTOR_ID = 10;
 const int OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11;
 const int OrdRejReason_SURVEILLENCE_OPTION = 12;
 const int OrdRejReason_INCORRECT_QUANTITY = 13;
 const int OrdRejReason_INCORRECT_ALLOCATED_QUANTITY = 14;
 const int OrdRejReason_UNKNOWN_ACCOUNT = 15;
 const int OrdRejReason_INVALID_PRICE_INCREMENT = 18;
 const int OrdRejReason_OTHER = 99;
 const char IOIQualifier_ALL_OR_NONE = 'A';
 const char IOIQualifier_MARKET_ON_CLOSE = 'B';
 const char IOIQualifier_AT_THE_CLOSE = 'C';
 const char IOIQualifier_VWAP = 'D';
 const char IOIQualifier_IN_TOUCH_WITH = 'I';
 const char IOIQualifier_LIMIT = 'L';
 const char IOIQualifier_MORE_BEHIND = 'M';
 const char IOIQualifier_AT_THE_OPEN = 'O';
 const char IOIQualifier_TAKING_A_POSITION = 'P';
 const char IOIQualifier_AT_THE_MARKET = 'Q';
 const char IOIQualifier_READY_TO_TRADE = 'R';
 const char IOIQualifier_PORTFOLIO_SHOWN = 'S';
 const char IOIQualifier_THROUGH_THE_DAY = 'T';
 const char IOIQualifier_VERSUS = 'V';
 const char IOIQualifier_INDICATION_WORKING_AWAY = 'W';
 const char IOIQualifier_CROSSING_OPPORTUNITY = 'X';
 const char IOIQualifier_AT_THE_MIDPOINT = 'Y';
 const char IOIQualifier_PRE_OPEN = 'Z';
 const char CxlType_PARTIAL_CANCEL = 'P';
 const char CxlType_FULL_REMAINING_QUANTITY = 'F';
 const char DKReason_UNKNOWN_SYMBOL = 'A';
 const char DKReason_WRONG_SIDE = 'B';
 const char DKReason_QUANTITY_EXCEEDS_ORDER = 'C';
 const char DKReason_NO_MATCHING_ORDER = 'D';
 const char DKReason_PRICE_EXCEEDS_LIMIT = 'E';
 const char DKReason_CALCULATION_DIFFERENCE = 'F';
 const char DKReason_OTHER = 'Z';
 const char MiscFeeType_REGULATORY[] = "1";
 const char MiscFeeType_TAX[] = "2";
 const char MiscFeeType_LOCAL_COMMISSION[] = "3";
 const char MiscFeeType_EXCHANGE_FEES[] = "4";
 const char MiscFeeType_STAMP[] = "5";
 const char MiscFeeType_LEVY[] = "6";
 const char MiscFeeType_OTHER[] = "7";
 const char MiscFeeType_MARKUP[] = "8";
 const char MiscFeeType_CONSUMPTION_TAX[] = "9";
 const char MiscFeeType_PER_TRANSACTION[] = "10";
 const char MiscFeeType_CONVERSION[] = "11";
 const char MiscFeeType_AGENT[] = "12";
 const char MiscFeeType_TRANSFER_FEE[] = "13";
 const char MiscFeeType_SECURITY_LENDING[] = "14";
 const char ExecType_NEW = '0';
 const char ExecType_PARTIAL_FILL = '1';
 const char ExecType_FILL = '2';
 const char ExecType_DONE_FOR_DAY = '3';
 const char ExecType_CANCELED = '4';
 const char ExecType_REPLACE = '5';
 const char ExecType_PENDING_CANCEL = '6';
 const char ExecType_STOPPED = '7';
 const char ExecType_REJECTED = '8';
 const char ExecType_SUSPENDED = '9';
 const char ExecType_PENDING_NEW = 'A';
 const char ExecType_CALCULATED = 'B';
 const char ExecType_EXPIRED = 'C';
 const char ExecType_RESTATED = 'D';
 const char ExecType_PENDING_REPLACE = 'E';
 const char ExecType_TRADE = 'F';
 const char ExecType_TRADE_CORRECT = 'G';
 const char ExecType_TRADE_CANCEL = 'H';
 const char ExecType_ORDER_STATUS = 'I';
 const char ExecType_TRADE_IN_A_CLEARING_HOLD = 'J';
 const char ExecType_TRADE_HAS_BEEN_RELEASED_TO_CLEARING = 'K';
 const char ExecType_TRIGGERED_OR_ACTIVATED_BY_SYSTEM = 'L';
 const char SettlCurrFxRateCalc_MULTIPLY = 'M';
 const char SettlCurrFxRateCalc_DIVIDE = 'D';
 const char SettlInstMode_DEFAULT = '0';
 const char SettlInstMode_STANDING_INSTRUCTIONS_PROVIDED = '1';
 const char SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING = '2';
 const char SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_STANDING = '3';
 const char SettlInstMode_SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT = '4';
 const char SettlInstMode_REQUEST_REJECT = '5';
 const char SettlInstTransType_NEW = 'N';
 const char SettlInstTransType_CANCEL = 'C';
 const char SettlInstTransType_REPLACE = 'R';
 const char SettlInstTransType_RESTATE = 'T';
 const char SettlInstSource_BROKERS_INSTRUCTIONS = '1';
 const char SettlInstSource_INSTITUTIONS_INSTRUCTIONS = '2';
 const char SettlInstSource_INVESTOR = '3';
 const char SettlLocation_CEDEL[] = "CED";
 const char SettlLocation_DEPOSITORY_TRUST_COMPANY[] = "DTC";
 const char SettlLocation_EUROCLEAR[] = "EUR";
 const char SettlLocation_FEDERAL_BOOK_ENTRY[] = "FED";
 const char SettlLocation_LOCAL_MARKET_SETTLE_LOCATION[] = "ISO";
 const char SettlLocation_PHYSICAL[] = "PNY";
 const char SettlLocation_PARTICIPANT_TRUST_COMPANY[] = "PTC";
 const char SecurityType_WILDCARD[] = "?";
 const char SecurityType_ASSET_BACKED_SECURITIES[] = "ABS";
 const char SecurityType_AMENDED_AND_RESTATED[] = "AMENDED";
 const char SecurityType_OTHER_ANTICIPATION_NOTES[] = "AN";
 const char SecurityType_BANKERS_ACCEPTANCE[] = "BA";
 const char SecurityType_BANK_NOTES[] = "BN";
 const char SecurityType_BILL_OF_EXCHANGES[] = "BOX";
 const char SecurityType_BRADY_BOND[] = "BRADY";
 const char SecurityType_BRIDGE_LOAN[] = "BRIDGE";
 const char SecurityType_BUY_SELLBACK[] = "BUYSELL";
 const char SecurityType_CONVERTIBLE_BOND[] = "CB";
 const char SecurityType_CERTIFICATE_OF_DEPOSIT[] = "CD";
 const char SecurityType_CALL_LOANS[] = "CL";
 const char SecurityType_CORP_MORTGAGE_BACKED_SECURITIES[] = "CMBS";
 const char SecurityType_COLLATERALIZED_MORTGAGE_OBLIGATION[] = "CMO";
 const char SecurityType_CERTIFICATE_OF_OBLIGATION[] = "COFO";
 const char SecurityType_CERTIFICATE_OF_PARTICIPATION[] = "COFP";
 const char SecurityType_CORPORATE_BOND[] = "CORP";
 const char SecurityType_COMMERCIAL_PAPER[] = "CP";
 const char SecurityType_CORPORATE_PRIVATE_PLACEMENT[] = "CPP";
 const char SecurityType_COMMON_STOCK[] = "CS";
 const char SecurityType_DEFAULTED[] = "DEFLTED";
 const char SecurityType_DEBTOR_IN_POSSESSION[] = "DINP";
 const char SecurityType_DEPOSIT_NOTES[] = "DN";
 const char SecurityType_DUAL_CURRENCY[] = "DUAL";
 const char SecurityType_EURO_CERTIFICATE_OF_DEPOSIT[] = "EUCD";
 const char SecurityType_EURO_CORPORATE_BOND[] = "EUCORP";
 const char SecurityType_EURO_COMMERCIAL_PAPER[] = "EUCP";
 const char SecurityType_EURO_SOVEREIGNS[] = "EUSOV";
 const char SecurityType_EURO_SUPRANATIONAL_COUPONS[] = "EUSUPRA";
 const char SecurityType_FEDERAL_AGENCY_COUPON[] = "FAC";
 const char SecurityType_FEDERAL_AGENCY_DISCOUNT_NOTE[] = "FADN";
 const char SecurityType_FOREIGN_EXCHANGE_CONTRACT[] = "FOR";
 const char SecurityType_FORWARD[] = "FORWARD";
 const char SecurityType_FUTURE[] = "FUT";
 const char SecurityType_GENERAL_OBLIGATION_BONDS[] = "GO";
 const char SecurityType_IOETTE_MORTGAGE[] = "IET";
 const char SecurityType_LETTER_OF_CREDIT[] = "LOFC";
 const char SecurityType_LIQUIDITY_NOTE[] = "LQN";
 const char SecurityType_MATURED[] = "MATURED";
 const char SecurityType_MORTGAGE_BACKED_SECURITIES[] = "MBS";
 const char SecurityType_MUTUAL_FUND[] = "MF";
 const char SecurityType_MORTGAGE_INTEREST_ONLY[] = "MIO";
 const char SecurityType_MULTI_LEG_INSTRUMENT[] = "MLEG";
 const char SecurityType_MORTGAGE_PRINCIPAL_ONLY[] = "MPO";
 const char SecurityType_MORTGAGE_PRIVATE_PLACEMENT[] = "MPP";
 const char SecurityType_MISCELLANEOUS_PASS_THROUGH[] = "MPT";
 const char SecurityType_MANDATORY_TENDER[] = "MT";
 const char SecurityType_MEDIUM_TERM_NOTES[] = "MTN";
 const char SecurityType_NO_SECURITY_TYPE[] = "NONE";
 const char SecurityType_OVERNIGHT[] = "ONITE";
 const char SecurityType_OPTION[] = "OPT";
 const char SecurityType_PRIVATE_EXPORT_FUNDING[] = "PEF";
 const char SecurityType_PFANDBRIEFE[] = "PFAND";
 const char SecurityType_PROMISSORY_NOTE[] = "PN";
 const char SecurityType_PREFERRED_STOCK[] = "PS";
 const char SecurityType_PLAZOS_FIJOS[] = "PZFJ";
 const char SecurityType_REVENUE_ANTICIPATION_NOTE[] = "RAN";
 const char SecurityType_REPLACED[] = "REPLACD";
 const char SecurityType_REPURCHASE[] = "REPO";
 const char SecurityType_RETIRED[] = "RETIRED";
 const char SecurityType_REVENUE_BONDS[] = "REV";
 const char SecurityType_REVOLVER_LOAN[] = "RVLV";
 const char SecurityType_REVOLVER_TERM_LOAN[] = "RVLVTRM";
 const char SecurityType_SECURITIES_LOAN[] = "SECLOAN";
 const char SecurityType_SECURITIES_PLEDGE[] = "SECPLEDGE";
 const char SecurityType_SPECIAL_ASSESSMENT[] = "SPCLA";
 const char SecurityType_SPECIAL_OBLIGATION[] = "SPCLO";
 const char SecurityType_SPECIAL_TAX[] = "SPCLT";
 const char SecurityType_SHORT_TERM_LOAN_NOTE[] = "STN";
 const char SecurityType_STRUCTURED_NOTES[] = "STRUCT";
 const char SecurityType_USD_SUPRANATIONAL_COUPONS[] = "SUPRA";
 const char SecurityType_SWING_LINE_FACILITY[] = "SWING";
 const char SecurityType_TAX_ANTICIPATION_NOTE[] = "TAN";
 const char SecurityType_TAX_ALLOCATION[] = "TAXA";
 const char SecurityType_TO_BE_ANNOUNCED[] = "TBA";
 const char SecurityType_US_TREASURY_BILL[] = "TBILL";
 const char SecurityType_US_TREASURY_BOND[] = "TBOND";
 const char SecurityType_PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE[] = "TCAL";
 const char SecurityType_TIME_DEPOSIT[] = "TD";
 const char SecurityType_TAX_EXEMPT_COMMERCIAL_PAPER[] = "TECP";
 const char SecurityType_TERM_LOAN[] = "TERM";
 const char SecurityType_INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE[] = "TINT";
 const char SecurityType_TREASURY_INFLATION_PROTECTED_SECURITIES[] = "TIPS";
 const char SecurityType_US_TREASURY_NOTE[] = "TNOTE";
 const char SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE[] = "TPRN";
 const char SecurityType_TAX_AND_REVENUE_ANTICIPATION_NOTE[] = "TRAN";
 const char SecurityType_US_TREASURY_NOTE2[] = "UST";
 const char SecurityType_US_TREASURY_BILL2[] = "USTB";
 const char SecurityType_VARIABLE_RATE_DEMAND_NOTE[] = "VRDN";
 const char SecurityType_WARRANT[] = "WAR";
 const char SecurityType_WITHDRAWN[] = "WITHDRN";
 const char SecurityType__UNKNOWN[] = "WLD";
 const char SecurityType_EXTENDED_COMM_NOTE[] = "XCN";
 const char SecurityType_INDEXED_LINKED[] = "XLINKD";
 const char SecurityType_YANKEE_CORPORATE_BOND[] = "YANK";
 const char SecurityType_YANKEE_CERTIFICATE_OF_DEPOSIT[] = "YCD";
 const char SecurityType_OPTIONS_ON_PHYSICAL[] = "OOP";
 const char SecurityType_OPTIONS_ON_FUTURES[] = "OOF";
 const char SecurityType_CASH[] = "CASH";
 const int StandInstDbType_OTHER = 0;
 const int StandInstDbType_DTC_SID = 1;
 const int StandInstDbType_THOMSON_ALERT = 2;
 const int StandInstDbType_A_GLOBAL_CUSTODIAN = 3;
 const int StandInstDbType_ACCOUNTNET = 4;
 const int SettlDeliveryType_VERSUS_PAYMENT = 0;
 const int SettlDeliveryType_FREE = 1;
 const int SettlDeliveryType_TRI_PARTY = 2;
 const int SettlDeliveryType_HOLD_IN_CUSTODY = 3;
 const int AllocLinkType_F_X_NETTING = 0;
 const int AllocLinkType_F_X_SWAP = 1;
 const int PutOrCall_PUT = 0;
 const int PutOrCall_CALL = 1;
 const int CoveredOrUncovered_COVERED = 0;
 const int CoveredOrUncovered_UNCOVERED = 1;
 const int CustomerOrFirm_CUSTOMER = 0;
 const int CustomerOrFirm_FIRM = 1;
 const int AllocHandlInst_MATCH = 1;
 const int AllocHandlInst_FORWARD = 2;
 const int AllocHandlInst_FORWARD_AND_MATCH = 3;
 const int RoutingType_TARGET_FIRM = 1;
 const int RoutingType_TARGET_LIST = 2;
 const int RoutingType_BLOCK_FIRM = 3;
 const int RoutingType_BLOCK_LIST = 4;
 const char Benchmark_CURVE = '1';
 const char Benchmark_FIVEYR = '2';
 const char Benchmark_OLD5 = '3';
 const char Benchmark_TENYR = '4';
 const char Benchmark_OLD10 = '5';
 const char Benchmark_THIRTYYR = '6';
 const char Benchmark_OLD30 = '7';
 const char Benchmark_THREEMOLIBOR = '8';
 const char Benchmark_SIXMOLIBOR = '9';
 const char BenchmarkCurveName_EONIA[] = "EONIA";
 const char BenchmarkCurveName_EUREPO[] = "EUREPO";
 const char BenchmarkCurveName_EURIBOR[] = "Euribor";
 const char BenchmarkCurveName_FUTURESWAP[] = "FutureSWAP";
 const char BenchmarkCurveName_LIBID[] = "LIBID";
 const char BenchmarkCurveName_LIBOR[] = "LIBOR";
 const char BenchmarkCurveName_MUNIAAA[] = "MuniAAA";
 const char BenchmarkCurveName_OTHER[] = "OTHER";
 const char BenchmarkCurveName_PFANDBRIEFE[] = "Pfandbriefe";
 const char BenchmarkCurveName_SONIA[] = "SONIA";
 const char BenchmarkCurveName_SWAP[] = "SWAP";
 const char BenchmarkCurveName_TREASURY[] = "Treasury";
 const char StipulationType_ABSOLUTE_PREPAYMENT_SPEED[] = "ABS";
 const char StipulationType_AMT[] = "AMT";
 const char StipulationType_AUTO_REINVESTMENT_AT_OR_BETTER[] = "AUTOREINV";
 const char StipulationType_BANK_QUALIFIED[] = "BANKQUAL";
 const char StipulationType_BARGAIN_CONDITIONS[] = "BGNCON";
 const char StipulationType_COUPON_RANGE[] = "COUPON";
 const char StipulationType_CONSTANT_PREPAYMENT_PENALTY[] = "CPP";
 const char StipulationType_CONSTANT_PREPAYMENT_RATE[] = "CPR";
 const char StipulationType_CONSTANT_PREPAYMENT_YIELD[] = "CPY";
 const char StipulationType_ISO_CURRENCY_CODE[] = "CURRENCY";
 const char StipulationType_CUSTOM_START_END_DATE[] = "CUSTOMDATE";
 const char StipulationType_GEOGRAPHICS_AND_PERCENT_RANGE[] = "GEOG";
 const char StipulationType_VALUATION_DISCOUNT[] = "HAIRCUT";
 const char StipulationType_FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE[] = "HEP";
 const char StipulationType_INSURED[] = "INSURED";
 const char StipulationType_YEAR_OR_YEAR_MONTH_OF_ISSUE[] = "ISSUE";
 const char StipulationType_ISSUERS_TICKER[] = "ISSUER";
 const char StipulationType_ISSUE_SIZE_RANGE[] = "ISSUESIZE";
 const char StipulationType_LOOKBACK_DAYS[] = "LOOKBACK";
 const char StipulationType_EXPLICIT_LOT_IDENTIFIER[] = "LOT";
 const char StipulationType_LOT_VARIANCE[] = "LOTVAR";
 const char StipulationType_MATURITY_YEAR_AND_MONTH[] = "MAT";
 const char StipulationType_MATURITY_RANGE[] = "MATURITY";
 const char StipulationType_MAXIMUM_SUBSTITUTIONS[] = "MAXSUBS";
 const char StipulationType_PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE[] = "MHP";
 const char StipulationType_MINIMUM_DENOMINATION[] = "MINDNOM";
 const char StipulationType_MINIMUM_INCREMENT[] = "MININCR";
 const char StipulationType_MINIMUM_QUANTITY[] = "MINQTY";
 const char StipulationType_MONTHLY_PREPAYMENT_RATE[] = "MPR";
 const char StipulationType_PAYMENT_FREQUENCY_CALENDAR[] = "PAYFREQ";
 const char StipulationType_NUMBER_OF_PIECES[] = "PIECES";
 const char StipulationType_POOLS_MAXIMUM[] = "PMAX";
 const char StipulationType_PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE[] = "PPC";
 const char StipulationType_POOLS_PER_LOT[] = "PPL";
 const char StipulationType_POOLS_PER_MILLION[] = "PPM";
 const char StipulationType_POOLS_PER_TRADE[] = "PPT";
 const char StipulationType_PRICE_RANGE[] = "PRICE";
 const char StipulationType_PRICING_FREQUENCY[] = "PRICEFREQ";
 const char StipulationType_PRODUCTION_YEAR[] = "PROD";
 const char StipulationType_CALL_PROTECTION[] = "PROTECT";
 const char StipulationType_PERCENT_OF_BMA_PREPAYMENT_CURVE[] = "PSA";
 const char StipulationType_PURPOSE[] = "PURPOSE";
 const char StipulationType_BENCHMARK_PRICE_SOURCE[] = "PXSOURCE";
 const char StipulationType_RATING_SOURCE_AND_RANGE[] = "RATING";
 const char StipulationType_TYPE_OF_REDEMPTION[] = "REDEMPTION";
 const char StipulationType_RESTRICTED[] = "RESTRICTED";
 const char StipulationType_MARKET_SECTOR[] = "SECTOR";
 const char StipulationType_SECURITYTYPE_INCLUDED_OR_EXCLUDED[] = "SECTYPE";
 const char StipulationType_SINGLE_MONTHLY_MORTALITY[] = "SMM";
 const char StipulationType_STRUCTURE[] = "STRUCT";
 const char StipulationType_SUBSTITUTIONS_FREQUENCY[] = "SUBSFREQ";
 const char StipulationType_SUBSTITUTIONS_LEFT[] = "SUBSLEFT";
 const char StipulationType_FREEFORM_TEXT[] = "TEXT";
 const char StipulationType_TRADE_VARIANCE[] = "TRDVAR";
 const char StipulationType_WEIGHTED_AVERAGE_COUPON[] = "WAC";
 const char StipulationType_WEIGHTED_AVERAGE_LIFE_COUPON[] = "WAL";
 const char StipulationType_WEIGHTED_AVERAGE_LOAN_AGE[] = "WALA";
 const char StipulationType_WEIGHTED_AVERAGE_MATURITY[] = "WAM";
 const char StipulationType_WHOLE_POOL[] = "WHOLE";
 const char StipulationType_YIELD_RANGE[] = "YIELD";
 const char StipulationValue_SPECIAL_CUM_DIVIDEND[] = "CD";
 const char StipulationValue_SPECIAL_EX_DIVIDEND[] = "XD";
 const char StipulationValue_SPECIAL_CUM_COUPON[] = "CC";
 const char StipulationValue_SPECIAL_EX_COUPON[] = "XC";
 const char StipulationValue_SPECIAL_CUM_BONUS[] = "CB";
 const char StipulationValue_SPECIAL_EX_BONUS[] = "XB";
 const char StipulationValue_SPECIAL_CUM_RIGHTS[] = "CR";
 const char StipulationValue_SPECIAL_EX_RIGHTS[] = "XR";
 const char StipulationValue_SPECIAL_CUM_CAPITAL_REPAYMENTS[] = "CP";
 const char StipulationValue_SPECIAL_EX_CAPITAL_REPAYMENTS[] = "XP";
 const char StipulationValue_CASH_SETTLEMENT[] = "CS";
 const char StipulationValue_SPECIAL_PRICE[] = "SP";
 const char StipulationValue_REPORT_FOR_EUROPEAN_EQUITY_MARKET_SECURITIES[] = "TR";
 const char StipulationValue_GUARANTEED_DELIVERY[] = "GD";
 const char YieldType_AFTER_TAX_YIELD[] = "AFTERTAX";
 const char YieldType_ANNUAL_YIELD[] = "ANNUAL";
 const char YieldType_YIELD_AT_ISSUE[] = "ATISSUE";
 const char YieldType_YIELD_TO_AVERAGE_MATURITY[] = "AVGMATURITY";
 const char YieldType_BOOK_YIELD[] = "BOOK";
 const char YieldType_YIELD_TO_NEXT_CALL[] = "CALL";
 const char YieldType_YIELD_CHANGE_SINCE_CLOSE[] = "CHANGE";
 const char YieldType_CLOSING_YIELD[] = "CLOSE";
 const char YieldType_COMPOUND_YIELD[] = "COMPOUND";
 const char YieldType_CURRENT_YIELD[] = "CURRENT";
 const char YieldType_GOVERNMENT_EQUIVALENT_YIELD[] = "GOVTEQUIV";
 const char YieldType_TRUE_GROSS_YIELD[] = "GROSS";
 const char YieldType_YIELD_WITH_INFLATION_ASSUMPTION[] = "INFLATION";
 const char YieldType_INVERSE_FLOATER_BOND_YIELD[] = "INVERSEFLOATER";
 const char YieldType_MOST_RECENT_CLOSING_YIELD[] = "LASTCLOSE";
 const char YieldType_CLOSING_YIELD_MOST_RECENT_MONTH[] = "LASTMONTH";
 const char YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER[] = "LASTQUARTER";
 const char YieldType_CLOSING_YIELD_MOST_RECENT_YEAR[] = "LASTYEAR";
 const char YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE[] = "LONGAVGLIFE";
 const char YieldType_MARK_TO_MARKET_YIELD[] = "MARK";
 const char YieldType_YIELD_TO_MATURITY[] = "MATURITY";
 const char YieldType_YIELD_TO_NEXT_REFUND[] = "NEXTREFUND";
 const char YieldType_OPEN_AVERAGE_YIELD[] = "OPENAVG";
 const char YieldType_PREVIOUS_CLOSE_YIELD[] = "PREVCLOSE";
 const char YieldType_PROCEEDS_YIELD[] = "PROCEEDS";
 const char YieldType_YIELD_TO_NEXT_PUT[] = "PUT";
 const char YieldType_SEMI_ANNUAL_YIELD[] = "SEMIANNUAL";
 const char YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE[] = "SHORTAVGLIFE";
 const char YieldType_SIMPLE_YIELD[] = "SIMPLE";
 const char YieldType_TAX_EQUIVALENT_YIELD[] = "TAXEQUIV";
 const char YieldType_YIELD_TO_TENDER_DATE[] = "TENDER";
 const char YieldType_TRUE_YIELD[] = "TRUE";
 const char YieldType_YIELD_VALUE_OF_1_32[] = "VALUE1_32";
 const char YieldType_YIELD_TO_WORST[] = "WORST";
 const char SubscriptionRequestType_SNAPSHOT = '0';
 const char SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES = '1';
 const char SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST = '2';
 const int MDUpdateType_FULL_REFRESH = 0;
 const int MDUpdateType_INCREMENTAL_REFRESH = 1;
 const char MDEntryType_BID = '0';
 const char MDEntryType_OFFER = '1';
 const char MDEntryType_TRADE = '2';
 const char MDEntryType_INDEX_VALUE = '3';
 const char MDEntryType_OPENING_PRICE = '4';
 const char MDEntryType_CLOSING_PRICE = '5';
 const char MDEntryType_SETTLEMENT_PRICE = '6';
 const char MDEntryType_TRADING_SESSION_HIGH_PRICE = '7';
 const char MDEntryType_TRADING_SESSION_LOW_PRICE = '8';
 const char MDEntryType_TRADING_SESSION_VWAP_PRICE = '9';
 const char MDEntryType_IMBALANCE = 'A';
 const char MDEntryType_TRADE_VOLUME = 'B';
 const char MDEntryType_OPEN_INTEREST = 'C';
 const char MDEntryType_COMPOSITE_UNDERLYING_PRICE = 'D';
 const char MDEntryType_SIMULATED_SELL_PRICE = 'E';
 const char MDEntryType_SIMULATED_BUY_PRICE = 'F';
 const char MDEntryType_MARGIN_RATE = 'G';
 const char MDEntryType_MID_PRICE = 'H';
 const char MDEntryType_EMPTY_BOOK = 'J';
 const char MDEntryType_SETTLE_HIGH_PRICE = 'K';
 const char MDEntryType_SETTLE_LOW_PRICE = 'L';
 const char MDEntryType_PRIOR_SETTLE_PRICE = 'M';
 const char MDEntryType_SESSION_HIGH_BID = 'N';
 const char MDEntryType_SESSION_LOW_OFFER = 'O';
 const char MDEntryType_EARLY_PRICES = 'P';
 const char MDEntryType_AUCTION_CLEARING_PRICE = 'Q';
 const char TickDirection_PLUS_TICK = '0';
 const char TickDirection_ZERO_PLUS_TICK = '1';
 const char TickDirection_MINUS_TICK = '2';
 const char TickDirection_ZERO_MINUS_TICK = '3';
 const char QuoteCondition_OPEN_ACTIVE[] = "A";
 const char QuoteCondition_CLOSED_INACTIVE[] = "B";
 const char QuoteCondition_EXCHANGE_BEST[] = "C";
 const char QuoteCondition_CONSOLIDATED_BEST[] = "D";
 const char QuoteCondition_LOCKED[] = "E";
 const char QuoteCondition_CROSSED[] = "F";
 const char QuoteCondition_DEPTH[] = "G";
 const char QuoteCondition_FAST_TRADING[] = "H";
 const char QuoteCondition_NON_FIRM[] = "I";
 const char QuoteCondition_MANUAL_SLOW_QUOTE[] = "L";
 const char QuoteCondition_OUTRIGHT_PRICE[] = "J";
 const char QuoteCondition_IMPLIED_PRICE[] = "K";
 const char QuoteCondition_DEPTH_ON_OFFER[] = "M";
 const char QuoteCondition_DEPTH_ON_BID[] = "N";
 const char QuoteCondition_CLOSING[] = "O";
 const char QuoteCondition_NEWS_DISSEMINATION[] = "P";
 const char QuoteCondition_TRADING_RANGE[] = "Q";
 const char QuoteCondition_ORDER_INFLUX[] = "R";
 const char QuoteCondition_DUE_TO_RELATED[] = "S";
 const char QuoteCondition_NEWS_PENDING[] = "T";
 const char QuoteCondition_ADDITIONAL_INFO[] = "U";
 const char QuoteCondition_ADDITIONAL_INFO_DUE_TO_RELATED[] = "V";
 const char QuoteCondition_RESUME[] = "W";
 const char QuoteCondition_VIEW_OF_COMMON[] = "X";
 const char QuoteCondition_VOLUME_ALERT[] = "Y";
 const char QuoteCondition_ORDER_IMBALANCE[] = "Z";
 const char QuoteCondition_EQUIPMENT_CHANGEOVER[] = "a";
 const char QuoteCondition_NO_OPEN[] = "b";
 const char QuoteCondition_REGULAR_ETH[] = "c";
 const char QuoteCondition_AUTOMATIC_EXECUTION[] = "d";
 const char QuoteCondition_AUTOMATIC_EXECUTION_ETH[] = "e";
 const char QuoteCondition_FAST_MARKET_ETH[] = "f";
 const char QuoteCondition_INACTIVE_ETH[] = "g";
 const char QuoteCondition_ROTATION[] = "h";
 const char QuoteCondition_ROTATION_ETH[] = "i";
 const char QuoteCondition_HALT[] = "j";
 const char QuoteCondition_HALT_ETH[] = "k";
 const char QuoteCondition_DUE_TO_NEWS_DISSEMINATION[] = "l";
 const char QuoteCondition_DUE_TO_NEWS_PENDING[] = "m";
 const char QuoteCondition_TRADING_RESUME[] = "n";
 const char QuoteCondition_OUT_OF_SEQUENCE[] = "o";
 const char QuoteCondition_BID_SPECIALIST[] = "p";
 const char QuoteCondition_OFFER_SPECIALIST[] = "q";
 const char QuoteCondition_BID_OFFER_SPECIALIST[] = "r";
 const char QuoteCondition_END_OF_DAY_SAM[] = "s";
 const char QuoteCondition_FORBIDDEN_SAM[] = "t";
 const char QuoteCondition_FROZEN_SAM[] = "u";
 const char QuoteCondition_PREOPENING_SAM[] = "v";
 const char QuoteCondition_OPENING_SAM[] = "w";
 const char QuoteCondition_OPEN_SAM[] = "x";
 const char QuoteCondition_SURVEILLANCE_SAM[] = "y";
 const char QuoteCondition_SUSPENDED_SAM[] = "z";
 const char QuoteCondition_RESERVED_SAM[] = "0";
 const char QuoteCondition_NO_ACTIVE_SAM[] = "1";
 const char QuoteCondition_RESTRICTED[] = "2";
 const char QuoteCondition_NO_MARKET_ACTIVITY[] = "1000";
 const char QuoteCondition_NO_DATA_AVAILABLE[] = "1001";
 const char QuoteCondition_NOT_APPLICABLE[] = "1002";
 const char QuoteCondition_AMOUNT_THRESHOLD_EXCEEDED[] = "1003";
 const char TradeCondition_CASH_MARKET[] = "A";
 const char TradeCondition_AVERAGE_PRICE_TRADE[] = "B";
 const char TradeCondition_CASH_TRADE[] = "C";
 const char TradeCondition_NEXT_DAY_MARKET[] = "D";
 const char TradeCondition_OPENING_REOPENING_TRADE_DETAIL[] = "E";
 const char TradeCondition_INTRADAY_TRADE_DETAIL[] = "F";
 const char TradeCondition_RULE127[] = "G";
 const char TradeCondition_RULE155[] = "H";
 const char TradeCondition_SOLD_LAST[] = "I";
 const char TradeCondition_NEXT_DAY_TRADE[] = "J";
 const char TradeCondition_OPENED[] = "K";
 const char TradeCondition_SELLER[] = "L";
 const char TradeCondition_SOLD[] = "M";
 const char TradeCondition_STOPPED_STOCK[] = "N";
 const char TradeCondition_IMBALANCE_MORE_BUYERS[] = "P";
 const char TradeCondition_IMBALANCE_MORE_SELLERS[] = "Q";
 const char TradeCondition_OPENING_PRICE[] = "R";
 const char TradeCondition_TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE[] = "Y";
 const char TradeCondition_TRADES_RESULTING_FROM_INTERMARKET_SWEEP[] = "Z";
 const char TradeCondition_BARGAIN_CONDITION[] = "S";
 const char TradeCondition_CONVERTED_PRICE_INDICATOR[] = "T";
 const char TradeCondition_EXCHANGE_LAST[] = "U";
 const char TradeCondition_FINAL_PRICE_OF_SESSION[] = "V";
 const char TradeCondition_EX_PIT[] = "W";
 const char TradeCondition_CROSSED[] = "X";
 const char TradeCondition_CANCEL[] = "0";
 const char TradeCondition_VOLUME_ONLY[] = "a";
 const char TradeCondition_DIRECT_PLUS[] = "b";
 const char TradeCondition_ACQUISITION[] = "c";
 const char TradeCondition_BUNCHED[] = "d";
 const char TradeCondition_DISTRIBUTION[] = "e";
 const char TradeCondition_BUNCHED_SALE[] = "f";
 const char TradeCondition_SPLIT_TRADE[] = "g";
 const char TradeCondition_CANCEL_STOPPED[] = "h";
 const char TradeCondition_CANCEL_ETH[] = "i";
 const char TradeCondition_CANCEL_STOPPED_ETH[] = "j";
 const char TradeCondition_OUT_OF_SEQUENCE_ETH[] = "k";
 const char TradeCondition_CANCEL_LAST_ETH[] = "l";
 const char TradeCondition_SOLD_LAST_SALE_ETH[] = "m";
 const char TradeCondition_CANCEL_LAST[] = "n";
 const char TradeCondition_SOLD_LAST_SALE[] = "o";
 const char TradeCondition_CANCEL_OPEN[] = "p";
 const char TradeCondition_CANCEL_OPEN_ETH[] = "q";
 const char TradeCondition_OPENED_SALE_ETH[] = "r";
 const char TradeCondition_CANCEL_ONLY[] = "s";
 const char TradeCondition_CANCEL_ONLY_ETH[] = "t";
 const char TradeCondition_LATE_OPEN_ETH[] = "u";
 const char TradeCondition_AUTO_EXECUTION_ETH[] = "v";
 const char TradeCondition_REOPEN[] = "w";
 const char TradeCondition_REOPEN_ETH[] = "x";
 const char TradeCondition_ADJUSTED[] = "y";
 const char TradeCondition_ADJUSTED_ETH[] = "z";
 const char TradeCondition_SPREAD[] = "AA";
 const char TradeCondition_SPREAD_ETH[] = "AB";
 const char TradeCondition_STRADDLE[] = "AC";
 const char TradeCondition_STRADDLE_ETH[] = "AD";
 const char TradeCondition_STOPPED[] = "AE";
 const char TradeCondition_STOPPED_ETH[] = "AF";
 const char TradeCondition_REGULAR_ETH[] = "AG";
 const char TradeCondition_COMBO[] = "AH";
 const char TradeCondition_COMBO_ETH[] = "AI";
 const char TradeCondition_OFFICIAL_CLOSING_PRICE[] = "AJ";
 const char TradeCondition_PRIOR_REFERENCE_PRICE[] = "AK";
 const char TradeCondition_STOPPED_SOLD_LAST[] = "AL";
 const char TradeCondition_STOPPED_OUT_OF_SEQUENCE[] = "AM";
 const char TradeCondition_OFFICAL_CLOSING_PRICE[] = "AN";
 const char TradeCondition_CROSSED2[] = "AO";
 const char TradeCondition_FAST_MARKET[] = "AP";
 const char TradeCondition_AUTOMATIC_EXECUTION[] = "AQ";
 const char TradeCondition_FORM_T[] = "AR";
 const char TradeCondition_BASKET_INDEX[] = "AS";
 const char TradeCondition_BURST_BASKET[] = "AT";
 const char TradeCondition_NO_MARKET_ACTIVITY[] = "1000";
 const char TradeCondition_NO_DATA_AVAILABLE[] = "1001";
 const char TradeCondition_NOT_APPLICABLE[] = "1002";
 const char MDUpdateAction_NEW = '0';
 const char MDUpdateAction_CHANGE = '1';
 const char MDUpdateAction_DELETE = '2';
 const char MDUpdateAction_DELETE_THRU = '3';
 const char MDUpdateAction_DELETE_FROM = '4';
 const char MDReqRejReason_UNKNOWN_SYMBOL = '0';
 const char MDReqRejReason_DUPLICATE_MDREQID = '1';
 const char MDReqRejReason_INSUFFICIENT_BANDWIDTH = '2';
 const char MDReqRejReason_INSUFFICIENT_PERMISSIONS = '3';
 const char MDReqRejReason_UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE = '4';
 const char MDReqRejReason_UNSUPPORTED_MARKETDEPTH = '5';
 const char MDReqRejReason_UNSUPPORTED_MDUPDATETYPE = '6';
 const char MDReqRejReason_UNSUPPORTED_AGGREGATEDBOOK = '7';
 const char MDReqRejReason_UNSUPPORTED_MDENTRYTYPE = '8';
 const char MDReqRejReason_UNSUPPORTED_TRADINGSESSIONID = '9';
 const char MDReqRejReason_UNSUPPORTED_SCOPE = 'A';
 const char MDReqRejReason_UNSUPPORTED_OPENCLOSESETTLEFLAG = 'B';
 const char MDReqRejReason_UNSUPPORTED_MDIMPLICITDELETE = 'C';
 const char MDReqRejReason_INSUFFICIENT_CREDIT = 'D';
 const char DeleteReason_CANCELATION_TRADE_BUST = '0';
 const char DeleteReason_ERROR = '1';
 const char OpenCloseSettlFlag_DAILY_OPEN_CLOSE_SETTLEMENT_ENTRY = '0';
 const char OpenCloseSettlFlag_SESSION_OPEN_CLOSE_SETTLEMENT_ENTRY = '1';
 const char OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY = '2';
 const char OpenCloseSettlFlag_EXPECTED_ENTRY = '3';
 const char OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY = '4';
 const char OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE = '5';
 const char FinancialStatus_BANKRUPT = '1';
 const char FinancialStatus_PENDING_DELISTING = '2';
 const char FinancialStatus_RESTRICTED = '3';
 const char CorporateAction_EX_DIVIDEND = 'A';
 const char CorporateAction_EX_DISTRIBUTION = 'B';
 const char CorporateAction_EX_RIGHTS = 'C';
 const char CorporateAction_NEW = 'D';
 const char CorporateAction_EX_INTEREST = 'E';
 const char CorporateAction_CASH_DIVIDEND = 'F';
 const char CorporateAction_STOCK_DIVIDEND = 'G';
 const char CorporateAction_NON_INTEGER_STOCK_SPLIT = 'H';
 const char CorporateAction_REVERSE_STOCK_SPLIT = 'I';
 const char CorporateAction_STANDARD_INTEGER_STOCK_SPLIT = 'J';
 const char CorporateAction_POSITION_CONSOLIDATION = 'K';
 const char CorporateAction_LIQUIDATION_REORGANIZATION = 'L';
 const char CorporateAction_MERGER_REORGANIZATION = 'M';
 const char CorporateAction_RIGHTS_OFFERING = 'N';
 const char CorporateAction_SHAREHOLDER_MEETING = 'O';
 const char CorporateAction_SPINOFF = 'P';
 const char CorporateAction_TENDER_OFFER = 'Q';
 const char CorporateAction_WARRANT = 'R';
 const char CorporateAction_SPECIAL_ACTION = 'S';
 const char CorporateAction_SYMBOL_CONVERSION = 'T';
 const char CorporateAction_CUSIP = 'U';
 const char CorporateAction_LEAP_ROLLOVER = 'V';
 const int QuoteStatus_ACCEPTED = 0;
 const int QuoteStatus_CANCELED_FOR_SYMBOL = 1;
 const int QuoteStatus_PENDING = 10;
 const int QuoteStatus_PASS = 11;
 const int QuoteStatus_LOCKED_MARKET_WARNING = 12;
 const int QuoteStatus_CROSS_MARKET_WARNING = 13;
 const int QuoteStatus_CANCELED_DUE_TO_LOCK_MARKET = 14;
 const int QuoteStatus_CANCELED_DUE_TO_CROSS_MARKET = 15;
 const int QuoteStatus_CANCELED_FOR_SECURITY_TYPE = 2;
 const int QuoteStatus_CANCELED_FOR_UNDERLYING = 3;
 const int QuoteStatus_CANCELED_ALL = 4;
 const int QuoteStatus_REJECTED = 5;
 const int QuoteStatus_REMOVED_FROM_MARKET = 6;
 const int QuoteStatus_EXPIRED = 7;
 const int QuoteStatus_QUERY = 8;
 const int QuoteStatus_QUOTE_NOT_FOUND = 9;
 const int QuoteCancelType_CANCEL_FOR_SYMBOL = 1;
 const int QuoteCancelType_CANCEL_FOR_SECURITY_TYPE = 2;
 const int QuoteCancelType_CANCEL_FOR_UNDERLYING_SYMBOL = 3;
 const int QuoteCancelType_CANCEL_ALL_QUOTES = 4;
 const int QuoteCancelType_CANCEL_QUOTE_SPECIFIED_IN_QUOTEID = 5;
 const int QuoteRejectReason_UNKNOWN_SYMBOL = 1;
 const int QuoteRejectReason_EXCHANGE_CLOSED = 2;
 const int QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3;
 const int QuoteRejectReason_TOO_LATE_TO_ENTER = 4;
 const int QuoteRejectReason_UNKNOWN_QUOTE = 5;
 const int QuoteRejectReason_DUPLICATE_QUOTE = 6;
 const int QuoteRejectReason_INVALID_BID_ASK_SPREAD = 7;
 const int QuoteRejectReason_INVALID_PRICE = 8;
 const int QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9;
 const int QuoteRejectReason_OTHER = 99;
 const int QuoteResponseLevel_NO_ACKNOWLEDGEMENT = 0;
 const int QuoteResponseLevel_ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES = 1;
 const int QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGES = 2;
 const int QuoteRequestType_MANUAL = 1;
 const int QuoteRequestType_AUTOMATIC = 2;
 const int SecurityRequestType_REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS = 0;
 const int SecurityRequestType_REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED = 1;
 const int SecurityRequestType_REQUEST_LIST_SECURITY_TYPES = 2;
 const int SecurityRequestType_REQUEST_LIST_SECURITIES = 3;
 const int SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS = 1;
 const int SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE = 2;
 const int SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST = 3;
 const int SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST = 4;
 const int SecurityResponseType_REJECT_SECURITY_PROPOSAL = 5;
 const int SecurityResponseType_CAN_NOT_MATCH_SELECTION_CRITERIA = 6;
 const int SecurityTradingStatus_OPENING_DELAY = 1;
 const int SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_SELL = 10;
 const int SecurityTradingStatus_NOT_ASSIGNED = 11;
 const int SecurityTradingStatus_NO_MARKET_IMBALANCE = 12;
 const int SecurityTradingStatus_NO_MARKET_ON_CLOSE_IMBALANCE = 13;
 const int SecurityTradingStatus_ITS_PRE_OPENING = 14;
 const int SecurityTradingStatus_NEW_PRICE_INDICATION = 15;
 const int SecurityTradingStatus_TRADE_DISSEMINATION_TIME = 16;
 const int SecurityTradingStatus_READY_TO_TRADE_START_OF_SESSION = 17;
 const int SecurityTradingStatus_NOT_AVAILABLE_FOR_TRADING_END_OF_SESSION = 18;
 const int SecurityTradingStatus_NOT_TRADED_ON_THIS_MARKET = 19;
 const int SecurityTradingStatus_TRADING_HALT = 2;
 const int SecurityTradingStatus_UNKNOWN_OR_INVALID = 20;
 const int SecurityTradingStatus_PRE_OPEN = 21;
 const int SecurityTradingStatus_OPENING_ROTATION = 22;
 const int SecurityTradingStatus_FAST_MARKET = 23;
 const int SecurityTradingStatus_RESUME = 3;
 const int SecurityTradingStatus_NO_OPEN_NO_RESUME = 4;
 const int SecurityTradingStatus_PRICE_INDICATION = 5;
 const int SecurityTradingStatus_TRADING_RANGE_INDICATION = 6;
 const int SecurityTradingStatus_MARKET_IMBALANCE_BUY = 7;
 const int SecurityTradingStatus_MARKET_IMBALANCE_SELL = 8;
 const int SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_BUY = 9;
 const char HaltReason_NEWS_DISSEMINATION = 'D';
 const char HaltReason_ORDER_INFLUX = 'E';
 const char HaltReason_ORDER_IMBALANCE = 'I';
 const char HaltReason_ADDITIONAL_INFORMATION = 'M';
 const char HaltReason_NEWS_PENDING = 'P';
 const char HaltReason_EQUIPMENT_CHANGEOVER = 'X';
 const int Adjustment_CANCEL = 1;
 const int Adjustment_ERROR = 2;
 const int Adjustment_CORRECTION = 3;
 const int TradSesMethod_ELECTRONIC = 1;
 const int TradSesMethod_OPEN_OUTCRY = 2;
 const int TradSesMethod_TWO_PARTY = 3;
 const int TradSesMode_TESTING = 1;
 const int TradSesMode_SIMULATED = 2;
 const int TradSesMode_PRODUCTION = 3;
 const int TradSesStatus_UNKNOWN = 0;
 const int TradSesStatus_HALTED = 1;
 const int TradSesStatus_OPEN = 2;
 const int TradSesStatus_CLOSED = 3;
 const int TradSesStatus_PRE_OPEN = 4;
 const int TradSesStatus_PRE_CLOSE = 5;
 const int TradSesStatus_REQUEST_REJECTED = 6;
 const int QuoteEntryRejectReason_UNKNOWN_SYMBOL = 1;
 const int QuoteEntryRejectReason_EXCHANGE_CLOSED = 2;
 const int QuoteEntryRejectReason_QUOTE_EXCEEDS_LIMIT = 3;
 const int QuoteEntryRejectReason_TOO_LATE_TO_ENTER = 4;
 const int QuoteEntryRejectReason_UNKNOWN_QUOTE = 5;
 const int QuoteEntryRejectReason_DUPLICATE_QUOTE = 6;
 const int QuoteEntryRejectReason_INVALID_BID_ASK_SPREAD = 7;
 const int QuoteEntryRejectReason_INVALID_PRICE = 8;
 const int QuoteEntryRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9;
 const int QuoteEntryRejectReason_OTHER = 99;
 const char BidRequestTransType_CANCEL = 'C';
 const char BidRequestTransType_NEW = 'N';
 const int ExecRestatementReason_GT_CORPORATE_ACTION = 0;
 const int ExecRestatementReason_GT_RENEWAL_RESTATEMENT = 1;
 const int ExecRestatementReason_WAREHOUSE_RECAP = 10;
 const int ExecRestatementReason_VERBAL_CHANGE = 2;
 const int ExecRestatementReason_REPRICING_OF_ORDER = 3;
 const int ExecRestatementReason_BROKER_OPTION = 4;
 const int ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY = 5;
 const int ExecRestatementReason_CANCEL_ON_TRADING_HALT = 6;
 const int ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE = 7;
 const int ExecRestatementReason_MARKET_OPTION = 8;
 const int ExecRestatementReason_CANCELED_NOT_BEST = 9;
 const int ExecRestatementReason_OTHER = 99;
 const int ExecRestatementReason_PEG_REFRESH = 11;
 const int BusinessRejectReason_OTHER = 0;
 const int BusinessRejectReason_UNKOWN_ID = 1;
 const int BusinessRejectReason_UNKNOWN_SECURITY = 2;
 const int BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE = 3;
 const int BusinessRejectReason_APPLICATION_NOT_AVAILABLE = 4;
 const int BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING = 5;
 const int BusinessRejectReason_NOT_AUTHORIZED = 6;
 const int BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME = 7;
 const int BusinessRejectReason_INVALID_PRICE_INCREMENT = 18;
 const char DiscretionInst_RELATED_TO_DISPLAYED_PRICE = '0';
 const char DiscretionInst_RELATED_TO_MARKET_PRICE = '1';
 const char DiscretionInst_RELATED_TO_PRIMARY_PRICE = '2';
 const char DiscretionInst_RELATED_TO_LOCAL_PRIMARY_PRICE = '3';
 const char DiscretionInst_RELATED_TO_MIDPOINT_PRICE = '4';
 const char DiscretionInst_RELATED_TO_LAST_TRADE_PRICE = '5';
 const char DiscretionInst_RELATED_TO_VWAP = '6';
 const char DiscretionInst_AVERAGE_PRICE_GUARANTEE = '7';
 const int BidType_NON_DISCLOSED = 1;
 const int BidType_DISCLOSED_STYLE = 2;
 const int BidType_NO_BIDDING_PROCESS = 3;
 const int BidDescriptorType_SECTOR = 1;
 const int BidDescriptorType_COUNTRY = 2;
 const int BidDescriptorType_INDEX = 3;
 const int SideValueInd_SIDEVALUE1 = 1;
 const int SideValueInd_SIDEVALUE2 = 2;
 const int LiquidityIndType_FIVEDAY_MOVING_AVERAGE = 1;
 const int LiquidityIndType_TWENTYDAY_MOVING_AVERAGE = 2;
 const int LiquidityIndType_NORMAL_MARKET_SIZE = 3;
 const int LiquidityIndType_OTHER = 4;
 const int ProgRptReqs_BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST = 1;
 const int ProgRptReqs_SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS = 2;
 const int ProgRptReqs_REAL_TIME_EXECUTION_REPORTS = 3;
 const int IncTaxInd_NET = 1;
 const int IncTaxInd_GROSS = 2;
 const char BidTradeType_AGENCY = 'A';
 const char BidTradeType_VWAP_GUARANTEE = 'G';
 const char BidTradeType_GUARANTEED_CLOSE = 'J';
 const char BidTradeType_RISK_TRADE = 'R';
 const char BasisPxType_CLOSING_PRICE_AT_MORNING_SESSION = '2';
 const char BasisPxType_CLOSING_PRICE = '3';
 const char BasisPxType_CURRENT_PRICE = '4';
 const char BasisPxType_SQ = '5';
 const char BasisPxType_VWAP_THROUGH_A_DAY = '6';
 const char BasisPxType_VWAP_THROUGH_A_MORNING_SESSION = '7';
 const char BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION = '8';
 const char BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI = '9';
 const char BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI = 'A';
 const char BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI = 'B';
 const char BasisPxType_STRIKE = 'C';
 const char BasisPxType_OPEN = 'D';
 const char BasisPxType_OTHERS = 'Z';
 const int PriceType_PERCENTAGE = 1;
 const int PriceType_FIXED_CABINET_TRADE_PRICE = 10;
 const int PriceType_VARIABLE_CABINET_TRADE_PRICE = 11;
 const int PriceType_PER_UNIT = 2;
 const int PriceType_FIXED_AMOUNT = 3;
 const int PriceType_DISCOUNT = 4;
 const int PriceType_PREMIUM = 5;
 const int PriceType_SPREAD = 6;
 const int PriceType_TED_PRICE = 7;
 const int PriceType_TED_YIELD = 8;
 const int PriceType_YIELD = 9;
 const int PriceType_PRODUCT_TICKS_IN_HALFS = 13;
 const int PriceType_PRODUCT_TICKS_IN_FOURTHS = 14;
 const int PriceType_PRODUCT_TICKS_IN_EIGHTS = 15;
 const int PriceType_PRODUCT_TICKS_IN_SIXTEENTHS = 16;
 const int PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS = 17;
 const int PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS = 18;
 const int PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS = 19;
 const int GTBookingInst_BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION = 0;
 const int GTBookingInst_ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES = 1;
 const int GTBookingInst_ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE = 2;
 const int ListStatusType_ACK = 1;
 const int ListStatusType_RESPONSE = 2;
 const int ListStatusType_TIMED = 3;
 const int ListStatusType_EXECSTARTED = 4;
 const int ListStatusType_ALLDONE = 5;
 const int ListStatusType_ALERT = 6;
 const int NetGrossInd_NET = 1;
 const int NetGrossInd_GROSS = 2;
 const int ListOrderStatus_INBIDDINGPROCESS = 1;
 const int ListOrderStatus_RECEIVEDFOREXECUTION = 2;
 const int ListOrderStatus_EXECUTING = 3;
 const int ListOrderStatus_CANCELING = 4;
 const int ListOrderStatus_ALERT = 5;
 const int ListOrderStatus_ALL_DONE = 6;
 const int ListOrderStatus_REJECT = 7;
 const char ListExecInstType_IMMEDIATE = '1';
 const char ListExecInstType_WAIT_FOR_EXECUTE_INSTRUCTION = '2';
 const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN = '3';
 const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP = '4';
 const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW = '5';
 const char CxlRejResponseTo_ORDER_CANCEL_REQUEST = '1';
 const char CxlRejResponseTo_ORDER_CANCEL_REPLACE_REQUEST = '2';
 const char MultiLegReportingType_SINGLE_SECURITY = '1';
 const char MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY = '2';
 const char MultiLegReportingType_MULTI_LEG_SECURITY = '3';
 const char PartyIDSource_KOREAN_INVESTOR_ID = '1';
 const char PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID = '2';
 const char PartyIDSource_TAIWANESE_TRADING_ACCOUNT = '3';
 const char PartyIDSource_MALAYSIAN_CENTRAL_DEPOSITORY_NUMBER = '4';
 const char PartyIDSource_CHINESE_B_SHARE = '5';
 const char PartyIDSource_UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER = '6';
 const char PartyIDSource_US_SOCIAL_SECURITY_NUMBER = '7';
 const char PartyIDSource_US_EMPLOYER_IDENTIFICATION_NUMBER = '8';
 const char PartyIDSource_AUSTRALIAN_BUSINESS_NUMBER = '9';
 const char PartyIDSource_AUSTRALIAN_TAX_FILE_NUMBER = 'A';
 const char PartyIDSource_BIC = 'B';
 const char PartyIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER = 'C';
 const char PartyIDSource_PROPRIETARY_CUSTOM_CODE = 'D';
 const char PartyIDSource_ISO_COUNTRY_CODE = 'E';
 const char PartyIDSource_SETTLEMENT_ENTITY_LOCATION = 'F';
 const char PartyIDSource_MIC = 'G';
 const char PartyIDSource_CSD_PARTICIPANT_MEMBER_CODE = 'H';
 const char PartyIDSource_DIRECTED_BROKER = 'I';
 const int PartyRole_EXECUTING_FIRM = 1;
 const int PartyRole_BROKER_OF_CREDIT = 2;
 const int PartyRole_CLIENT_ID = 3;
 const int PartyRole_CLEARING_FIRM = 4;
 const int PartyRole_INVESTOR_ID = 5;
 const int PartyRole_INTRODUCING_FIRM = 6;
 const int PartyRole_ENTERING_FIRM = 7;
 const int PartyRole_LOCATE_LENDING_FIRM = 8;
 const int PartyRole_FUND_MANAGER_CLIENT_ID = 9;
 const int PartyRole_SETTLEMENT_LOCATION = 10;
 const int PartyRole_ORDER_ORIGINATION_TRADER = 11;
 const int PartyRole_EXECUTING_TRADER = 12;
 const int PartyRole_ORDER_ORIGINATION_FIRM = 13;
 const int PartyRole_GIVEUP_CLEARING_FIRM = 14;
 const int PartyRole_CORRESPONDANT_CLEARING_FIRM = 15;
 const int PartyRole_EXECUTING_SYSTEM = 16;
 const int PartyRole_CONTRA_FIRM = 17;
 const int PartyRole_CONTRA_CLEARING_FIRM = 18;
 const int PartyRole_SPONSORING_FIRM = 19;
 const int PartyRole_UNDERLYING_CONTRA_FIRM = 20;
 const int PartyRole_CLEARING_ORGANIZATION = 21;
 const int PartyRole_EXCHANGE = 22;
 const int PartyRole_CUSTOMER_ACCOUNT = 24;
 const int PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION = 25;
 const int PartyRole_CORRESPONDENT_BROKER = 26;
 const int PartyRole_BUYER_SELLER = 27;
 const int PartyRole_CUSTODIAN = 28;
 const int PartyRole_INTERMEDIARY = 29;
 const int PartyRole_AGENT = 30;
 const int PartyRole_SUB_CUSTODIAN = 31;
 const int PartyRole_BENEFICIARY = 32;
 const int PartyRole_INTERESTED_PARTY = 33;
 const int PartyRole_REGULATORY_BODY = 34;
 const int PartyRole_LIQUIDITY_PROVIDER = 35;
 const int PartyRole_ENTERING_TRADER = 36;
 const int PartyRole_CONTRA_TRADER = 37;
 const int PartyRole_POSITION_ACCOUNT = 38;
 const int PartyRole_CONTRA_INVESTOR_ID = 39;
 const int PartyRole_TRANSFER_TO_FIRM = 40;
 const int PartyRole_CONTRA_POSITION_ACCOUNT = 41;
 const int PartyRole_CONTRA_EXCHANGE = 42;
 const int PartyRole_INTERNAL_CARRY_ACCOUNT = 43;
 const int PartyRole_ORDER_ENTRY_OPERATOR_ID = 44;
 const int PartyRole_SECONDARY_ACCOUNT_NUMBER = 45;
 const int PartyRole_FORIEGN_FIRM = 46;
 const int PartyRole_THIRD_PARTY_ALLOCATION_FIRM = 47;
 const int PartyRole_CLAIMING_ACCOUNT = 48;
 const int PartyRole_ASSET_MANAGER = 49;
 const int PartyRole_PLEDGOR_ACCOUNT = 50;
 const int PartyRole_PLEDGEE_ACCOUNT = 51;
 const int PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT = 52;
 const int PartyRole_TRADER_MNEMONIC = 53;
 const int PartyRole_SENDER_LOCATION = 54;
 const int PartyRole_SESSION_ID = 55;
 const int PartyRole_ACCEPTABLE_COUNTERPARTY = 56;
 const int PartyRole_UNACCEPTABLE_COUNTERPARTY = 57;
 const int PartyRole_ENTERING_UNIT = 58;
 const int PartyRole_EXECUTING_UNIT = 59;
 const int PartyRole_INTRODUCING_BROKER = 60;
 const int PartyRole_QUOTE_ORIGINATOR = 61;
 const int PartyRole_REPORT_ORIGINATOR = 62;
 const int PartyRole_SYSTEMATIC_INTERNALISER = 63;
 const int PartyRole_MULTILATERAL_TRADING_FACILITY = 64;
 const int PartyRole_REGULATED_MARKET = 65;
 const int PartyRole_MARKET_MAKER = 66;
 const int PartyRole_INVESTMENT_FIRM = 67;
 const int PartyRole_HOST_COMPETENT_AUTHORITY = 68;
 const int PartyRole_HOME_COMPETENT_AUTHORITY = 69;
 const int PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY = 70;
 const int PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION = 71;
 const int PartyRole_REPORTING_INTERMEDIARY = 72;
 const int PartyRole_EXECUTION_VENUE = 73;
 const int PartyRole_MARKET_DATA_ENTRY_ORIGINATOR = 74;
 const int PartyRole_LOCATION_ID = 75;
 const int PartyRole_DESK_ID = 76;
 const int PartyRole_MARKET_DATA_MARKET = 77;
 const int PartyRole_ALLOCATION_ENTITY = 78;
 const int Product_AGENCY = 1;
 const int Product_COMMODITY = 2;
 const int Product_CORPORATE = 3;
 const int Product_CURRENCY = 4;
 const int Product_EQUITY = 5;
 const int Product_GOVERNMENT = 6;
 const int Product_INDEX = 7;
 const int Product_LOAN = 8;
 const int Product_MONEYMARKET = 9;
 const int Product_MORTGAGE = 10;
 const int Product_MUNICIPAL = 11;
 const int Product_OTHER = 12;
 const int Product_FINANCING = 13;
 const int QuantityType_SHARES = 1;
 const int QuantityType_BONDS = 2;
 const int QuantityType_CURRENTFACE = 3;
 const int QuantityType_ORIGINALFACE = 4;
 const int QuantityType_CURRENCY = 5;
 const int QuantityType_CONTRACTS = 6;
 const int QuantityType_OTHER = 7;
 const int QuantityType_PAR = 8;
 const char RoundingDirection_ROUND_TO_NEAREST = '0';
 const char RoundingDirection_ROUND_DOWN = '1';
 const char RoundingDirection_ROUND_UP = '2';
 const int DistribPaymentMethod_CREST = 1;
 const int DistribPaymentMethod_NSCC = 2;
 const int DistribPaymentMethod_EUROCLEAR = 3;
 const int DistribPaymentMethod_CLEARSTREAM = 4;
 const int DistribPaymentMethod_CHEQUE = 5;
 const int DistribPaymentMethod_TELEGRAPHIC_TRANSFER = 6;
 const int DistribPaymentMethod_FEDWIRE = 7;
 const int DistribPaymentMethod_DIRECT_CREDIT = 8;
 const int DistribPaymentMethod_ACH_CREDIT = 9;
 const int DistribPaymentMethod_BPAY = 10;
 const int DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS = 11;
 const int DistribPaymentMethod_REINVEST_IN_FUND = 12;
 const char CancellationRights_NO_EXECUTION_ONLY = 'N';
 const char CancellationRights_NO_WAIVER_AGREEMENT = 'M';
 const char CancellationRights_NO_INSTITUTIONAL = 'O';
 const char CancellationRights_YES = 'Y';
 const char MoneyLaunderingStatus_PASSED = 'Y';
 const char MoneyLaunderingStatus_NOT_CHECKED = 'N';
 const char MoneyLaunderingStatus_EXEMPT_BELOW_THE_LIMIT = '1';
 const char MoneyLaunderingStatus_EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION = '2';
 const char MoneyLaunderingStatus_EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION = '3';
 const char ExecPriceType_BID_PRICE = 'B';
 const char ExecPriceType_CREATION_PRICE = 'C';
 const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT = 'D';
 const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT = 'E';
 const char ExecPriceType_OFFER_PRICE = 'O';
 const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT = 'P';
 const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT = 'Q';
 const char ExecPriceType_SINGLE_PRICE = 'S';
 const int TradeReportTransType_NEW = 0;
 const int TradeReportTransType_CANCEL = 1;
 const int TradeReportTransType_REPLACE = 2;
 const int TradeReportTransType_RELEASE = 3;
 const int TradeReportTransType_REVERSE = 4;
 const int TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE = 5;
 const int PaymentMethod_CREST = 1;
 const int PaymentMethod_NSCC = 2;
 const int PaymentMethod_EUROCLEAR = 3;
 const int PaymentMethod_CLEARSTREAM = 4;
 const int PaymentMethod_CHEQUE = 5;
 const int PaymentMethod_TELEGRAPHIC_TRANSFER = 6;
 const int PaymentMethod_FEDWIRE = 7;
 const int PaymentMethod_DEBIT_CARD = 8;
 const int PaymentMethod_DIRECT_DEBIT = 9;
 const int PaymentMethod_DIRECT_CREDIT = 10;
 const int PaymentMethod_CREDIT_CARD = 11;
 const int PaymentMethod_ACH_DEBIT = 12;
 const int PaymentMethod_ACH_CREDIT = 13;
 const int PaymentMethod_BPAY = 14;
 const int PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM = 15;
 const int TaxAdvantageType_NONE = 0;
 const int TaxAdvantageType_MAXI_ISA = 1;
 const int TaxAdvantageType_TESSA = 2;
 const int TaxAdvantageType_MINI_CASH_ISA = 3;
 const int TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA = 4;
 const int TaxAdvantageType_MINI_INSURANCE_ISA = 5;
 const int TaxAdvantageType_CURRENT_YEAR_PAYMENT = 6;
 const int TaxAdvantageType_PRIOR_YEAR_PAYMENT = 7;
 const int TaxAdvantageType_ASSET_TRANSFER = 8;
 const int TaxAdvantageType_EMPLOYEE_PRIOR_YEAR = 9;
 const int TaxAdvantageType_EMPLOYEE = 10;
 const int TaxAdvantageType_EMPLOYER = 11;
 const int TaxAdvantageType_EMPLOYER2 = 12;
 const int TaxAdvantageType_NON_FUND_PROTOTYPE_IRA = 13;
 const int TaxAdvantageType_NON_FUND_QUALIFIED_PLAN = 14;
 const int TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN = 15;
 const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT = 16;
 const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT2 = 17;
 const int TaxAdvantageType_KEOGH = 18;
 const int TaxAdvantageType_PROFIT_SHARING_PLAN = 19;
 const int TaxAdvantageType__401_K = 20;
 const int TaxAdvantageType_SELF_DIRECTED_IRA = 21;
 const int TaxAdvantageType__403_B = 22;
 const int TaxAdvantageType__457 = 23;
 const int TaxAdvantageType_ROTH_IRA = 24;
 const int TaxAdvantageType_ROTH_IRA2 = 25;
 const int TaxAdvantageType_ROTH_CONVERSION_IRA = 26;
 const int TaxAdvantageType_ROTH_CONVERSION_IRA2 = 27;
 const int TaxAdvantageType_EDUCATION_IRA = 28;
 const int TaxAdvantageType_EDUCATION_IRA2 = 29;
 const int TaxAdvantageType_OTHER = 999;
 const char FundRenewWaiv_NO = 'N';
 const char FundRenewWaiv_YES = 'Y';
 const char RegistStatus_ACCEPTED = 'A';
 const char RegistStatus_REJECTED = 'R';
 const char RegistStatus_HELD = 'H';
 const char RegistStatus_REMINDER = 'N';
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_ACCOUNT_TYPE = 1;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE = 2;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_OWNERSHIP_TYPE = 3;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETLS = 4;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_SEQ_NO = 5;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DTLS = 6;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DTLS = 7;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INST = 8;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID = 9;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE = 10;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DATE_OF_BIRTH = 11;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE = 12;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NODISTRIBINSTNS = 13;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE = 14;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD = 15;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME = 16;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE = 17;
 const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM = 18;
 const int RegistRejReasonCode_OTHER = 99;
 const char RegistTransType_NEW = '0';
 const char RegistTransType_REPLACE = '1';
 const char RegistTransType_CANCEL = '2';
 const char OwnershipType_JOINT_INVESTORS = 'J';
 const char OwnershipType_TENANTS_IN_COMMON = 'T';
 const char OwnershipType_JOINT_TRUSTEES = '2';
 const int ContAmtType_COMMISSION_AMOUNT = 1;
 const int ContAmtType_COMMISSION_PERCENT = 2;
 const int ContAmtType_INITIAL_CHARGE_AMOUNT = 3;
 const int ContAmtType_INITIAL_CHARGE_PERCENT = 4;
 const int ContAmtType_DISCOUNT_AMOUNT = 5;
 const int ContAmtType_DISCOUNT_PERCENT = 6;
 const int ContAmtType_DILUTION_LEVY_AMOUNT = 7;
 const int ContAmtType_DILUTION_LEVY_PERCENT = 8;
 const int ContAmtType_EXIT_CHARGE_AMOUNT = 9;
 const int ContAmtType_EXIT_CHARGE_PERCENT = 10;
 const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT = 11;
 const int ContAmtType_PROJECTED_FUND_VALUE = 12;
 const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT = 13;
 const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT2 = 14;
 const int ContAmtType_NET_SETTLEMENT_AMOUNT = 15;
 const int OwnerType_INDIVIDUAL_INVESTOR = 1;
 const int OwnerType_PUBLIC_COMPANY = 2;
 const int OwnerType_PRIVATE_COMPANY = 3;
 const int OwnerType_INDIVIDUAL_TRUSTEE = 4;
 const int OwnerType_COMPANY_TRUSTEE = 5;
 const int OwnerType_PENSION_PLAN = 6;
 const int OwnerType_CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT = 7;
 const int OwnerType_TRUSTS = 8;
 const int OwnerType_FIDUCIARIES = 9;
 const int OwnerType_NETWORKING_SUB_ACCOUNT = 10;
 const int OwnerType_NON_PROFIT_ORGANIZATION = 11;
 const int OwnerType_CORPORATE_BODY = 12;
 const int OwnerType_NOMINEE = 13;
 const char OrderCapacity_AGENCY = 'A';
 const char OrderCapacity_PROPRIETARY = 'G';
 const char OrderCapacity_INDIVIDUAL = 'I';
 const char OrderCapacity_PRINCIPAL = 'P';
 const char OrderCapacity_RISKLESS_PRINCIPAL = 'R';
 const char OrderCapacity_AGENT_FOR_OTHER_MEMBER = 'W';
 const char OrderRestrictions_PROGRAM_TRADE = '1';
 const char OrderRestrictions_INDEX_ARBITRAGE = '2';
 const char OrderRestrictions_NON_INDEX_ARBITRAGE = '3';
 const char OrderRestrictions_COMPETING_MARKET_MAKER = '4';
 const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY = '5';
 const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY = '6';
 const char OrderRestrictions_FOREIGN_ENTITY = '7';
 const char OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT = '8';
 const char OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE = '9';
 const char OrderRestrictions_RISKLESS_ARBITRAGE = 'A';
 const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY = '1';
 const char MassCancelRequestType_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2';
 const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_PRODUCT = '3';
 const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_CFICODE = '4';
 const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5';
 const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6';
 const char MassCancelRequestType_CANCEL_ALL_ORDERS = '7';
 const char MassCancelResponse_CANCEL_REQUEST_REJECTED = '0';
 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY = '1';
 const char MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2';
 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT = '3';
 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE = '4';
 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5';
 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6';
 const char MassCancelResponse_CANCEL_ALL_ORDERS = '7';
 const int MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED = 0;
 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1;
 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_UNDERLYING = 2;
 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3;
 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4;
 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_TYPE = 5;
 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6;
 const int MassCancelRejectReason_OTHER = 99;
 const int QuoteType_INDICATIVE = 0;
 const int QuoteType_TRADEABLE = 1;
 const int QuoteType_RESTRICTED_TRADEABLE = 2;
 const int QuoteType_COUNTER = 3;
 const char CashMargin_CASH = '1';
 const char CashMargin_MARGIN_OPEN = '2';
 const char CashMargin_MARGIN_CLOSE = '3';
 const char Scope_LOCAL = '1';
 const char Scope_NATIONAL = '2';
 const char Scope_GLOBAL = '3';
 const int CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT = 1;
 const int CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED = 2;
 const int CrossType_CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE = 3;
 const int CrossType_CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE = 4;
 const int CrossPrioritization_NONE = 0;
 const int CrossPrioritization_BUY_SIDE_IS_PRIORITIZED = 1;
 const int CrossPrioritization_SELL_SIDE_IS_PRIORITIZED = 2;
 const char NoSides_ONE_SIDE = '1';
 const char NoSides_BOTH_SIDES = '2';
 const int SecurityListRequestType_SYMBOL = 0;
 const int SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE = 1;
 const int SecurityListRequestType_PRODUCT = 2;
 const int SecurityListRequestType_TRADINGSESSIONID = 3;
 const int SecurityListRequestType_ALL_SECURITIES = 4;
 const int SecurityRequestResult_VALID_REQUEST = 0;
 const int SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1;
 const int SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2;
 const int SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA = 3;
 const int SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE = 4;
 const int SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED = 5;
 const int MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY = 0;
 const int MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY = 1;
 const int MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY = 2;
 const int TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID = 1;
 const int TradSesStatusRejReason_OTHER = 99;
 const int TradeRequestType_ALL_TRADES = 0;
 const int TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST = 1;
 const int TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA = 2;
 const int TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA = 3;
 const int TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA = 4;
 const char MatchStatus_COMPARED_MATCHED_OR_AFFIRMED = '0';
 const char MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRMED = '1';
 const char MatchStatus_ADVISORY_OR_ALERT = '2';
 const char MatchType_ONE_PARTY_TRADE_REPORT[] = "1";
 const char MatchType_TWO_PARTY_TRADE_REPORT[] = "2";
 const char MatchType_CONFIRMED_TRADE_REPORT[] = "3";
 const char MatchType_AUTO_MATCH[] = "4";
 const char MatchType_CROSS_AUCTION[] = "5";
 const char MatchType_COUNTER_ORDER_SELECTION[] = "6";
 const char MatchType_CALL_AUCTION[] = "7";
 const char MatchType_EXACT_PLUS_FOUR_BADGES_AND_EXECUTION_TIME[] = "A1";
 const char MatchType_EXACT_PLUS_FOUR_BADGES[] = "A2";
 const char MatchType_EXACT_PLUS_TWO_BADGES_AND_EXECUTION_TIME[] = "A3";
 const char MatchType_EXACT_PLUS_TWO_BADGES[] = "A4";
 const char MatchType_EXACT_PLUS_EXECUTION_TIME[] = "A5";
 const char MatchType_ACT_ACCEPTED_TRADE[] = "M3";
 const char MatchType_ACT_DEFAULT_TRADE[] = "M4";
 const char MatchType_ACT_DEFAULT_AFTER_M2[] = "M5";
 const char MatchType_ACT_M6_MATCH[] = "M6";
 const char MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS[] = "AQ";
 const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH[] = "M1";
 const char MatchType_SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH[] = "M2";
 const char MatchType_OCS_LOCKED_IN_NON_ACT[] = "MT";
 const char MatchType_SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED[] = "S1";
 const char MatchType_SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S2";
 const char MatchType_SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S3";
 const char MatchType_SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S4";
 const char MatchType_SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S5";
 const char MatchType_ONE_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT[] = "60";
 const char MatchType_TWO_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT[] = "61";
 const char MatchType_CONTINUOUS_AUTO_MATCH[] = "62";
 const char MatchType_CROSS_AUCTION2[] = "63";
 const char MatchType_COUNTER_ORDER_SELECTION2[] = "64";
 const char MatchType_CALL_AUCTION2[] = "65";
 const int ClearingInstruction_PROCESS_NORMALLY = 0;
 const int ClearingInstruction_EXCLUDE_FROM_ALL_NETTING = 1;
 const int ClearingInstruction_BILATERAL_NETTING_ONLY = 2;
 const int ClearingInstruction_EX_CLEARING = 3;
 const int ClearingInstruction_SPECIAL_TRADE = 4;
 const int ClearingInstruction_MULTILATERAL_NETTING = 5;
 const int ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY = 6;
 const int ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY = 7;
 const int ClearingInstruction_MANUAL_MODE = 8;
 const int ClearingInstruction_AUTOMATIC_POSTING_MODE = 9;
 const int ClearingInstruction_AUTOMATIC_GIVE_UP_MODE = 10;
 const int ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR = 11;
 const int ClearingInstruction_CUSTOMER_TRADE = 12;
 const int ClearingInstruction_SELF_CLEARING = 13;
 const int AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS = 1;
 const int AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2;
 const int AccountType_HOUSE_TRADER = 3;
 const int AccountType_FLOOR_TRADER = 4;
 const int AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6;
 const int AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7;
 const int AccountType_JOINT_BACKOFFICE_ACCOUNT = 8;
 const int CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1;
 const int CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2;
 const int CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3;
 const int CustOrderCapacity_ALL_OTHER = 4;
 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY = 1;
 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2;
 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT = 3;
 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE = 4;
 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE = 5;
 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION = 6;
 const int MassStatusReqType_STATUS_FOR_ALL_ORDERS = 7;
 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID = 8;
 const char DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR = '0';
 const char DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING = '1';
 const char DayBookingInst_ACCUMULATE = '2';
 const char BookingUnit_EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT = '0';
 const char BookingUnit_AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER = '1';
 const char BookingUnit_AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE = '2';
 const char PreallocMethod_PRO_RATA = '0';
 const char PreallocMethod_DO_NOT_PRO_RATA = '1';
 const int AllocType_CALCULATED = 1;
 const int AllocType_PRELIMINARY = 2;
 const int AllocType_SELLSIDE_CALCULATED_USING_PRELIMINARY = 3;
 const int AllocType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY = 4;
 const int AllocType_READY_TO_BOOK_SINGLE_ORDER = 5;
 const int AllocType_BUYSIDE_READY_TO_BOOK = 6;
 const int AllocType_WAREHOUSE_INSTRUCTION = 7;
 const int AllocType_REQUEST_TO_INTERMEDIARY = 8;
 const int AllocType_ACCEPT = 9;
 const int AllocType_REJECT = 10;
 const int AllocType_ACCEPT_PENDING = 11;
 const int AllocType_INCOMPLETE_GROUP = 12;
 const int AllocType_COMPLETE_GROUP = 13;
 const int AllocType_REVERSAL_PENDING = 14;
 const char ClearingFeeIndicator_CBOE_MEMBER[] = "B";
 const char ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER[] = "C";
 const char ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER[] = "E";
 const char ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS[] = "F";
 const char ClearingFeeIndicator_FIRMS_106H_AND_106J[] = "H";
 const char ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS[] = "I";
 const char ClearingFeeIndicator_LESSEE_AND_106F_EMPLOYEES[] = "L";
 const char ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES[] = "M";
 const char ClearingFeeIndicator__1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "1";
 const char ClearingFeeIndicator__2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "2";
 const char ClearingFeeIndicator__3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "3";
 const char ClearingFeeIndicator__4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "4";
 const char ClearingFeeIndicator__5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "5";
 const char ClearingFeeIndicator__6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "9";
 const int PriorityIndicator_PRIORITY_UNCHANGED = 0;
 const int PriorityIndicator_LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE = 1;
 const int SecDefStatus_PENDING_APPROVAL = 0;
 const int SecDefStatus_APPROVED = 1;
 const int SecDefStatus_REJECTED = 2;
 const int SecDefStatus_UNAUTHORIZED_REQUEST = 3;
 const int SecDefStatus_INVALID_DEFINITION_REQUEST = 4;
 const int QuoteRequestRejectReason_UNKNOWN_SYMBOL = 1;
 const int QuoteRequestRejectReason_EXCHANGE_CLOSED = 2;
 const int QuoteRequestRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3;
 const int QuoteRequestRejectReason_TOO_LATE_TO_ENTER = 4;
 const int QuoteRequestRejectReason_INVALID_PRICE = 5;
 const int QuoteRequestRejectReason_NOT_AUTHORIZED_TO_REQUEST_QUOTE = 6;
 const int QuoteRequestRejectReason_NO_MATCH_FOR_INQUIRY = 7;
 const int QuoteRequestRejectReason_NO_MARKET_FOR_INSTRUMENT = 8;
 const int QuoteRequestRejectReason_NO_INVENTORY = 9;
 const int QuoteRequestRejectReason_PASS = 10;
 const int QuoteRequestRejectReason_INSUFFICIENT_CREDIT = 11;
 const int QuoteRequestRejectReason_OTHER = 99;
 const int AcctIDSource_BIC = 1;
 const int AcctIDSource_SID_CODE = 2;
 const int AcctIDSource_TFM = 3;
 const int AcctIDSource_OMGEO = 4;
 const int AcctIDSource_DTCC_CODE = 5;
 const int AcctIDSource_OTHER = 99;
 const int ConfirmStatus_RECEIVED = 1;
 const int ConfirmStatus_MISMATCHED_ACCOUNT = 2;
 const int ConfirmStatus_MISSING_SETTLEMENT_INSTRUCTIONS = 3;
 const int ConfirmStatus_CONFIRMED = 4;
 const int ConfirmStatus_REQUEST_REJECTED = 5;
 const int ConfirmTransType_NEW = 0;
 const int ConfirmTransType_REPLACE = 1;
 const int ConfirmTransType_CANCEL = 2;
 const int DeliveryForm_BOOKENTRY = 1;
 const int DeliveryForm_BEARER = 2;
 const int LegSwapType_PAR_FOR_PAR = 1;
 const int LegSwapType_MODIFIED_DURATION = 2;
 const int LegSwapType_RISK = 4;
 const int LegSwapType_PROCEEDS = 5;
 const int QuotePriceType_PERCENT = 1;
 const int QuotePriceType_PER_SHARE = 2;
 const int QuotePriceType_FIXED_AMOUNT = 3;
 const int QuotePriceType_DISCOUNT = 4;
 const int QuotePriceType_PREMIUM = 5;
 const int QuotePriceType_BASIS_POINTS_RELATIVE_TO_BENCHMARK<