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FixValues.h File Reference
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Namespaces
namespace
FIX
Variables
const int
FIX::DeliveryForm_BOOKENTRY
= 1
const int
FIX::DeliveryForm_BEARER
= 2
const int
FIX::DeliveryForm_BOOK_ENTRY
= 1
const int
FIX::ExecRestatementReason_GTRENEW
= 1
const int
FIX::ExecRestatementReason_WAREHOUSE_RECAP
= 10
const int
FIX::ExecRestatementReason_CANCELEDNOTBEST
= 9
const int
FIX::ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE
= 7
const int
FIX::ExecRestatementReason_CXLTRADINGHALT
= 6
const int
FIX::ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY
= 5
const int
FIX::ExecRestatementReason_GT_CORPORATE_ACTION
= 0
const int
FIX::ExecRestatementReason_PEG_REFRESH
= 11
const int
FIX::ExecRestatementReason_VERBAL
= 2
const int
FIX::ExecRestatementReason_CANCELED_NOT_BEST
= 9
const int
FIX::ExecRestatementReason_CANCEL_ON_TRADING_HALT
= 6
const int
FIX::ExecRestatementReason_REPX
= 3
const int
FIX::ExecRestatementReason_MRKTOPTION
= 8
const int
FIX::ExecRestatementReason_VERBAL_CHANGE
= 2
const int
FIX::ExecRestatementReason_PARTDEC
= 5
const int
FIX::ExecRestatementReason_CXLSYSTEMFAILURE
= 7
const int
FIX::ExecRestatementReason_GTCORPACT
= 0
const int
FIX::ExecRestatementReason_OTHER
= 99
const int
FIX::ExecRestatementReason_BROKER_OPTION
= 4
const int
FIX::ExecRestatementReason_WAREHOUSERECAP
= 10
const int
FIX::ExecRestatementReason_BRKROPT
= 4
const int
FIX::ExecRestatementReason_REPRICING_OF_ORDER
= 3
const int
FIX::ExecRestatementReason_MARKET
= 8
const int
FIX::ExecRestatementReason_GT_RENEWAL
= 1
const int
FIX::AllocIntermedReqType_PENDING_RELEASE
= 2
const int
FIX::AllocIntermedReqType_PENDING_REVERSAL
= 3
const int
FIX::AllocIntermedReqType_ACCOUNTLEVELREJECT
= 6
const int
FIX::AllocIntermedReqType_PENDINGACCEPT
= 1
const int
FIX::AllocIntermedReqType_BLOCK_LEVEL_REJECT
= 5
const int
FIX::AllocIntermedReqType_ACCOUNT_LEVEL_REJECT
= 6
const int
FIX::AllocIntermedReqType_BLOCKLEVELREJECT
= 5
const int
FIX::AllocIntermedReqType_PENDING_ACCEPT
= 1
const int
FIX::AllocIntermedReqType_PENDINGREVERSAL
= 3
const int
FIX::AllocIntermedReqType_PENDINGRELEASE
= 2
const int
FIX::AllocIntermedReqType_ACCEPT
= 4
const int
FIX::SecurityListTypeSource_GICS
= 3
const int
FIX::SecurityListTypeSource_NAICS
= 2
const int
FIX::SecurityListTypeSource_ICB
= 1
const int
FIX::CollInquiryQualifier_PARTIALLY_ASSIGNED
= 5
const int
FIX::CollInquiryQualifier_OUTSTANDING_TRADES
= 7
const int
FIX::CollInquiryQualifier_SUBSTITUTIONELIGIBLE
= 3
const int
FIX::CollInquiryQualifier_TRADE_DATE
= 0
const int
FIX::CollInquiryQualifier_FULLYASSIGNED
= 6
const int
FIX::CollInquiryQualifier_SUBSTITUTION_ELIGIBLE
= 3
const int
FIX::CollInquiryQualifier_FULLY_ASSIGNED
= 6
const int
FIX::CollInquiryQualifier_NOTASSIGNED
= 4
const int
FIX::CollInquiryQualifier_GCINSTRUMENT
= 1
const int
FIX::CollInquiryQualifier_NOT_ASSIGNED
= 4
const int
FIX::CollInquiryQualifier_COLLATERAL_INSTRUMENT
= 2
const int
FIX::CollInquiryQualifier_OUTSTANDINGTRADES
= 7
const int
FIX::CollInquiryQualifier_TRADEDATE
= 0
const int
FIX::CollInquiryQualifier_GC_INSTRUMENT
= 1
const int
FIX::CollInquiryQualifier_PARTIALLYASSIGNED
= 5
const int
FIX::CollInquiryQualifier_COLLATERALINSTRUMENT
= 2
const int
FIX::ContingencyType_ONE_UPDATES_THE_OTHER_4
= 4
const int
FIX::ContingencyType_ONE_TRIGGERS_THE_OTHER
= 2
const int
FIX::ContingencyType_ONE_CANCELS_THE_OTHER
= 1
const int
FIX::ContingencyType_ONE_UPDATES_THE_OTHER_3
= 3
const char
FIX::EmailType_NEW
= '0'
const char
FIX::EmailType_REPLY
= '1'
const char
FIX::EmailType_ADMIN_REPLY
= '2'
const char
FIX::EmailType_ADMINREPLY
= '2'
const char
FIX::IOIQltyInd_MEDIUM
= 'M'
const char
FIX::IOIQltyInd_HIGH
= 'H'
const char
FIX::IOIQltyInd_LOW
= 'L'
const int
FIX::MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY
= 2
const int
FIX::MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY
= 1
const int
FIX::MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY
= 0
const int
FIX::AccountType_ACCOUNTCUSTOMER
= 1
const int
FIX::AccountType_HOUSE_TRADER
= 3
const int
FIX::AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS
= 1
const int
FIX::AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS
= 2
const int
FIX::AccountType_FLOOR_TRADER
= 4
const int
FIX::AccountType_JOINT_BACK_OFFICE_ACCOUNT
= 8
const int
FIX::AccountType_HOUSETRADER
= 3
const int
FIX::AccountType_FLOORTRADER
= 4
const int
FIX::AccountType_ACCOUNTNONCUSTOMERCROSS
= 6
const int
FIX::AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED
= 6
const int
FIX::AccountType_ACCOUNTNONCUSTOMER
= 2
const int
FIX::AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS
= 1
const int
FIX::AccountType_HOUSETRADERCROSS
= 7
const int
FIX::AccountType_JOINTBOACCT
= 8
const int
FIX::AccountType_JOINT_BACKOFFICE_ACCOUNT
= 8
const int
FIX::AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED
= 7
const int
FIX::HaltReasonInt_ADDITIONAL_INFORMATION
= 3
const int
FIX::HaltReasonInt_NEWS_PENDING
= 4
const int
FIX::HaltReasonInt_ORDER_INFLUX
= 1
const int
FIX::HaltReasonInt_NEWS_DISSEMINATION
= 0
const int
FIX::HaltReasonInt_EQUIPMENT_CHANGEOVER
= 5
const int
FIX::HaltReasonInt_ORDER_IMBALANCE
= 2
const char
FIX::ClearingFeeIndicator_3RDYEARDELEGATE
[] = "3"
const char
FIX::ClearingFeeIndicator_FULLASSOCIATEMEMBER
[] = "F"
const char
FIX::ClearingFeeIndicator_106H_AND_106J_FIRMS
[] = "H"
const char
FIX::ClearingFeeIndicator_4THYEARDELEGATE
[] = "4"
const char
FIX::ClearingFeeIndicator_5THYEARDELEGATE
[] = "5"
const char
FIX::ClearingFeeIndicator_EQUITYCLEARINGMEMBER
[] = "E"
const char
FIX::ClearingFeeIndicator_GIMIDEMCOMMEMBERSHIP
[] = "I"
const char
FIX::ClearingFeeIndicator_2NDYEARDELEGATE
[] = "2"
const char
FIX::ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT
[] = "1"
const char
FIX::ClearingFeeIndicator_1STYEARDELEGATE
[] = "1"
const char
FIX::ClearingFeeIndicator_106H106J
[] = "H"
const char
FIX::ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS
[] = "I"
const char
FIX::ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT
[] = "2"
const char
FIX::ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT
[] = "4"
const char
FIX::ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT
[] = "3"
const char
FIX::ClearingFeeIndicator_LESSEE_106F_EMPLOYEES
[] = "L"
const char
FIX::ClearingFeeIndicator_6THYEARDELEGATE
[] = "9"
const char
FIX::ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER
[] = "C"
const char
FIX::ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT
[] = "5"
const char
FIX::ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS
[] = "F"
const char
FIX::ClearingFeeIndicator_CBOE_MEMBER
[] = "B"
const char
FIX::ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT
[] = "1"
const char
FIX::ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT
[] = "5"
const char
FIX::ClearingFeeIndicator_NONMEMBERCUSTOMER
[] = "C"
const char
FIX::ClearingFeeIndicator_LESSEE_AND_106F_EMPLOYEES
[] = "L"
const char
FIX::ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR
[] = "F"
const char
FIX::ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT
[] = "3"
const char
FIX::ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT
[] = "2"
const char
FIX::ClearingFeeIndicator_CBOEMEMBER
[] = "B"
const char
FIX::ClearingFeeIndicator_LESSEE106F
[] = "L"
const char
FIX::ClearingFeeIndicator_ALLOTHERS
[] = "M"
const char
FIX::ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER
[] = "E"
const char
FIX::ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES
[] = "M"
const char
FIX::ClearingFeeIndicator_6TH_YEAR_AND_BEYOND_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT
[] = "9"
const char
FIX::ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT
[] = "4"
const char
FIX::ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT
[] = "9"
const int
FIX::BidType_DISCLOSED_STYLE
= 2
const int
FIX::BidType_NONDISC
= 1
const int
FIX::BidType_NO_BIDDING_PROCESS
= 3
const int
FIX::BidType_DISC
= 2
const int
FIX::BidType_DISCLOSED_SYTLE
= 2
const int
FIX::BidType_NOBID
= 3
const int
FIX::BidType_NON_DISCLOSED_STYLE
= 1
const int
FIX::QuotePriceType_PER_SHARE
= 2
const int
FIX::QuotePriceType_BASISPOINTSRELATIVETOBENCHMARK
= 6
const int
FIX::QuotePriceType_TEDPRICE
= 7
const int
FIX::QuotePriceType_PERSHARE
= 2
const int
FIX::QuotePriceType_YIELD
= 10
const int
FIX::QuotePriceType_FIXED_AMOUNT
= 3
const int
FIX::QuotePriceType_TED_YIELD
= 8
const int
FIX::QuotePriceType_PREMIUM
= 5
const int
FIX::QuotePriceType_FIXEDAMOUNT
= 3
const int
FIX::QuotePriceType_YIELDSPREADSWAPS
= 9
const int
FIX::QuotePriceType_TEDYIELD
= 8
const int
FIX::QuotePriceType_DISCOUNT
= 4
const int
FIX::QuotePriceType_YIELD_SPREAD
= 9
const int
FIX::QuotePriceType_TED_PRICE
= 7
const int
FIX::QuotePriceType_PERCENT
= 1
const int
FIX::QuotePriceType_SPREAD
= 6
const int
FIX::MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE
= 4
const int
FIX::MultilegPriceMethod_REVERSED_NET_PRICE
= 1
const int
FIX::MultilegPriceMethod_MULTIPLIED_PRICE
= 5
const int
FIX::MultilegPriceMethod_INDIVIDUAL
= 3
const int
FIX::MultilegPriceMethod_YIELD_DIFFERENCE
= 2
const int
FIX::MultilegPriceMethod_NET_PRICE
= 0
const int
FIX::ListMethod_PRE_LISTED_ONLY
= 0
const int
FIX::ListMethod_USER_REQUESTED
= 1
const char
FIX::MDImplicitDelete_NO
= 'N'
const char
FIX::MDImplicitDelete_YES
= 'Y'
const int
FIX::RoutingType_BLOCKLIST
= 4
const int
FIX::RoutingType_TARGET_LIST
= 2
const int
FIX::RoutingType_TARGET_FIRM
= 1
const int
FIX::RoutingType_TARGETFIRM
= 1
const int
FIX::RoutingType_TARGETLIST
= 2
const int
FIX::RoutingType_BLOCK_LIST
= 4
const int
FIX::RoutingType_BLOCK_FIRM
= 3
const int
FIX::RoutingType_BLOCKFIRM
= 3
const char
FIX::BidTradeType_RISKTRADE
= 'R'
const char
FIX::BidTradeType_VWAPGUARANTEE
= 'G'
const char
FIX::BidTradeType_AGENCY
= 'A'
const char
FIX::BidTradeType_GUARANTEEDCLOSE
= 'J'
const char
FIX::BidTradeType_VWAP_GUARANTEE
= 'G'
const char
FIX::BidTradeType_RISK_TRADE
= 'R'
const char
FIX::BidTradeType_GUARANTEED_CLOSE
= 'J'
const int
FIX::OrdRejReason_INCORRECT_ALLOCATED_QUANTITY
= 14
const int
FIX::OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER
= 7
const int
FIX::OrdRejReason_DUPLICATEVERBAL
= 7
const int
FIX::OrdRejReason_ORDER_EXCEEDS_LIMIT
= 3
const int
FIX::OrdRejReason_EXCHANGE_CLOSED
= 2
const int
FIX::OrdRejReason_DUPLICATE
= 6
const int
FIX::OrdRejReason_SURVEILLENCE_OPTION
= 12
const int
FIX::OrdRejReason_UNKNOWN_ORDER
= 5
const int
FIX::OrdRejReason_INCORRECTALLOCATEDQUANTITY
= 14
const int
FIX::OrdRejReason_TOOLATE
= 4
const int
FIX::OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC
= 11
const int
FIX::OrdRejReason_DUPLICATE_ORDER
= 6
const int
FIX::OrdRejReason_TOO_LATE_TO_ENTER
= 4
const int
FIX::OrdRejReason_INCORRECT_QUANTITY
= 13
const int
FIX::OrdRejReason_UNKNOWNSYM
= 1
const int
FIX::OrdRejReason_STALE
= 8
const int
FIX::OrdRejReason_UNKNOWN_ACCOUNT
= 15
const int
FIX::OrdRejReason_INVALID_PRICE_INCREMENT
= 18
const int
FIX::OrdRejReason_BROKEROPT
= 0
const int
FIX::OrdRejReason_EXCEEDSLIM
= 3
const int
FIX::OrdRejReason_INVALID_INVESTOR_ID
= 10
const int
FIX::OrdRejReason_UNKNOWN_SYMBOL
= 1
const int
FIX::OrdRejReason_INCORRECTQUANTITY
= 13
const int
FIX::OrdRejReason_UNKNOWNACCOUNTS
= 15
const int
FIX::OrdRejReason_OTHER
= 99
const int
FIX::OrdRejReason_BROKER
= 0
const int
FIX::OrdRejReason_BROKER_OPTION
= 0
const int
FIX::OrdRejReason_SURVEILLENCE
= 12
const int
FIX::OrdRejReason_EXCHCLOSED
= 2
const int
FIX::OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND
= 16
const int
FIX::OrdRejReason_INVINVID
= 10
const int
FIX::OrdRejReason_UNSUPPORDERCHAR
= 11
const int
FIX::OrdRejReason_TRADEALONGREQ
= 9
const int
FIX::OrdRejReason_UNKNOWN
= 5
const int
FIX::OrdRejReason_TRADE_ALONG_REQUIRED
= 9
const int
FIX::OrdRejReason_STALE_ORDER
= 8
const int
FIX::MaturityMonthYearIncrementUnits_WEEKS
= 2
const int
FIX::MaturityMonthYearIncrementUnits_MONTHS
= 0
const int
FIX::MaturityMonthYearIncrementUnits_YEARS
= 3
const int
FIX::MaturityMonthYearIncrementUnits_DAYS
= 1
const char
FIX::DisplayWhen_EXHAUST
= '2'
const char
FIX::DisplayWhen_IMMEDIATE
= '1'
const int
FIX::ApplQueueAction_END_SESSION
= 3
const int
FIX::ApplQueueAction_QUEUEFLUSHED
= 1
const int
FIX::ApplQueueAction_QUEUE_FLUSHED
= 1
const int
FIX::ApplQueueAction_ENDSESSION
= 3
const int
FIX::ApplQueueAction_OVERLAYLAST
= 2
const int
FIX::ApplQueueAction_OVERLAY_LAST
= 2
const int
FIX::ApplQueueAction_NOACTIONTAKEN
= 0
const int
FIX::ApplQueueAction_NO_ACTION_TAKEN
= 0
const char
FIX::RegistTransType_REPLACE
= '1'
const char
FIX::RegistTransType_NEW
= '0'
const char
FIX::RegistTransType_CANCEL
= '2'
const int
FIX::PriceType_PRODUCT_TICKS_IN_HALFS
= 13
const int
FIX::PriceType_FIXEDCABINETTRADEPRICE
= 10
const int
FIX::PriceType_PER_SHARE
= 2
const int
FIX::PriceType_PCT
= 1
const int
FIX::PriceType_VARIABLECABINETTRADEPRICE
= 11
const int
FIX::PriceType_PRODUCT_TICKS_IN_FOURTHS
= 14
const int
FIX::PriceType_TEDPRICE
= 7
const int
FIX::PriceType_YIELD
= 9
const int
FIX::PriceType_TED_YIELD
= 8
const int
FIX::PriceType_PREMIUM
= 5
const int
FIX::PriceType_FIXED_AMOUNT
= 3
const int
FIX::PriceType_TEDYIELD
= 8
const int
FIX::PriceType_DISCOUNT
= 4
const int
FIX::PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS
= 18
const int
FIX::PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS
= 19
const int
FIX::PriceType_CPS
= 2
const int
FIX::PriceType_PERCENTAGE
= 1
const int
FIX::PriceType_PRODUCT_TICKS_IN_EIGHTS
= 15
const int
FIX::PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS
= 17
const int
FIX::PriceType_ABS
= 3
const int
FIX::PriceType_VARIABLE_CABINET_TRADE_PRICE
= 11
const int
FIX::PriceType_PER_UNIT
= 2
const int
FIX::PriceType_PRODUCT_TICKS_IN_SIXTEENTHS
= 16
const int
FIX::PriceType_TED_PRICE
= 7
const int
FIX::PriceType_FIXED_CABINET_TRADE_PRICE
= 10
const int
FIX::PriceType_SPREAD
= 6
const int
FIX::PriceType_BASIS_POINTS_RELATIVE_TO_BENCHMARK
= 6
const int
FIX::SettlObligMode_PRELIMINARY
= 1
const int
FIX::SettlObligMode_FINAL
= 2
const char
FIX::SecurityUpdateAction_DELETE
= 'D'
const char
FIX::SecurityUpdateAction_ADD
= 'A'
const char
FIX::SecurityUpdateAction_MODIFY
= 'M'
const int
FIX::NetworkRequestType_STOP_SUBSCRIBING
= 4
const int
FIX::NetworkRequestType_LEVELOFDETAIL
= 8
const int
FIX::NetworkRequestType_SUBSCRIBE
= 2
const int
FIX::NetworkRequestType_SNAPSHOT
= 1
const int
FIX::NetworkRequestType_STOPSUBSCRIBING
= 4
const int
FIX::NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED
= 8
const int
FIX::PartyRole_TRADER_MNEMONIC
= 53
const int
FIX::PartyRole_ACCEPTABLE_COUNTERPARTY
= 56
const int
FIX::PartyRole_HOST_COMPETENT_AUTHORITY
= 68
const int
FIX::PartyRole_CONTRATRADER
= 37
const int
FIX::PartyRole_EXECUTINGFIRM
= 1
const int
FIX::PartyRole_CUSTOMER_ACCOUNT
= 24
const int
FIX::PartyRole_POSITIONACCOUNT
= 38
const int
FIX::PartyRole_REPORT_ORIGINATOR
= 62
const int
FIX::PartyRole_CONTRAFIRM
= 17
const int
FIX::PartyRole_EXECUTION_VENUE
= 73
const int
FIX::PartyRole_INTERMEDIARY
= 29
const int
FIX::PartyRole_ORDER_ENTRY_OPERATOR_ID
= 44
const int
FIX::PartyRole_INTRODUCING_BROKER
= 60
const int
FIX::PartyRole_FOREIGN_FIRM
= 46
const int
FIX::PartyRole_HOME_COMPETENT_AUTHORITY
= 69
const int
FIX::PartyRole_EXECUTINGSYSTEM
= 16
const int
FIX::PartyRole_SECONDARY_ACCOUNT_NUMBER
= 45
const int
FIX::PartyRole_INVESTMENT_FIRM
= 67
const int
FIX::PartyRole_CONTRA_CLEARING_FIRM
= 18
const int
FIX::PartyRole_CONTRA_POSITION_ACCOUNT
= 41
const int
FIX::PartyRole_SYSTEMATIC_INTERNALISER
= 63
const int
FIX::PartyRole_EXCHANGE
= 22
const int
FIX::PartyRole_INTERNAL_CARRY_ACCOUNT
= 43
const int
FIX::PartyRole_LOCATE
= 8
const int
FIX::PartyRole_CORRESPONDENTCLEARINGORGANIZATION
= 25
const int
FIX::PartyRole_ORDER_ORIGINATION_TRADER
= 11
const int
FIX::PartyRole_SUB_CUSTODIAN
= 31
const int
FIX::PartyRole_ENTERING_UNIT
= 58
const int
FIX::PartyRole_STEP_OUT_FIRM
= 80
const int
FIX::PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION
= 71
const int
FIX::PartyRole_SENDER_LOCATION
= 54
const int
FIX::PartyRole_REGULATED_MARKET
= 65
const int
FIX::PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY
= 85
const int
FIX::PartyRole_SETTLEMENTLOCATION
= 10
const int
FIX::PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY
= 70
const int
FIX::PartyRole_QUOTE_ORIGINATOR
= 61
const int
FIX::PartyRole_CLEARING_ORGANIZATION
= 21
const int
FIX::PartyRole_SESSION_ID
= 55
const int
FIX::PartyRole_MARKET_MAKER
= 66
const int
FIX::PartyRole_INTERESTED_PARTY
= 33
const int
FIX::PartyRole_TRANSFER_TO_FIRM
= 40
const int
FIX::PartyRole_CONTRA_TRADER
= 37
const int
FIX::PartyRole_ENTERINGTRADER
= 36
const int
FIX::PartyRole_ENTERING_TRADER
= 36
const int
FIX::PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT
= 52
const int
FIX::PartyRole_BENEFICIARY
= 32
const int
FIX::PartyRole_CONTRA_INVESTOR_ID
= 39
const int
FIX::PartyRole_FORIEGN_FIRM
= 46
const int
FIX::PartyRole_SETTLEMENT_LOCATION
= 10
const int
FIX::PartyRole_CLEARINGORGANIZATION
= 21
const int
FIX::PartyRole_EXECUTING_SYSTEM
= 16
const int
FIX::PartyRole_CLEARING_FIRM
= 4
const int
FIX::PartyRole_PLEDGEE_ACCOUNT
= 51
const int
FIX::PartyRole_CLIENT_ID
= 3
const int
FIX::PartyRole_ENTERING_FIRM
= 7
const int
FIX::PartyRole_ALLOCENTITY
= 39
const int
FIX::PartyRole_INVESTOR_ID
= 5
const int
FIX::PartyRole_CLEARINGFIRM
= 4
const int
FIX::PartyRole_CORRESPONDANT_CLEARING_FIRM
= 15
const int
FIX::PartyRole_SUBCUSTODIAN
= 31
const int
FIX::PartyRole_BUYER_SELLER
= 27
const int
FIX::PartyRole_CLEARING_ACCOUNT
= 83
const int
FIX::PartyRole_ENTERINGFIRM
= 7
const int
FIX::PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES
= 79
const int
FIX::PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION
= 25
const int
FIX::PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY
= 84
const int
FIX::PartyRole_CUSTOMERACCOUNT
= 24
const int
FIX::PartyRole_MARKET_DATA_ENTRY_ORIGINATOR
= 74
const int
FIX::PartyRole_INTRODUCINGFIRM
= 6
const int
FIX::PartyRole_EXECUTING_UNIT
= 59
const int
FIX::PartyRole_CENTRAL_REGISTRATION_DEPOSITORY
= 82
const int
FIX::PartyRole_INTERESTEDPARTY
= 33
const int
FIX::PartyRole_LOCATION_ID
= 75
const int
FIX::PartyRole_ORDERORIGINATOR
= 13
const int
FIX::PartyRole_CORRESPONDENT_BROKER
= 26
const int
FIX::PartyRole_ASSET_MANAGER
= 49
const int
FIX::PartyRole_MULTILATERAL_TRADING_FACILITY
= 64
const int
FIX::PartyRole_SPONSORINGFIRM
= 19
const int
FIX::PartyRole_ORDER_ORIGINATION_FIRM
= 13
const int
FIX::PartyRole_CONTRA_EXCHANGE
= 42
const int
FIX::PartyRole_INVESTORID
= 5
const int
FIX::PartyRole_FUNDMANAGER
= 9
const int
FIX::PartyRole_REGULATORYBODY
= 34
const int
FIX::PartyRole_CONTRA_FIRM
= 17
const int
FIX::PartyRole_BROKER_OF_CREDIT
= 2
const int
FIX::PartyRole_LIQUIDITYPROVIDER
= 35
const int
FIX::PartyRole_GIVEUPCLEARINGFIRM
= 14
const int
FIX::PartyRole_CONTRACLEARINGFIRM
= 18
const int
FIX::PartyRole_CLAIMING_ACCOUNT
= 48
const int
FIX::PartyRole_INTRODUCING_FIRM
= 6
const int
FIX::PartyRole_GIVEUP_CLEARING_FIRM
= 14
const int
FIX::PartyRole_EXECUTINGTRADER
= 12
const int
FIX::PartyRole_UNDERLYING_CONTRA_FIRM
= 20
const int
FIX::PartyRole_EXECUTING_FIRM
= 1
const int
FIX::PartyRole_AGENT
= 30
const int
FIX::PartyRole_LIQUIDITY_PROVIDER
= 35
const int
FIX::PartyRole_POSITION_ACCOUNT
= 38
const int
FIX::PartyRole_BROKEROFCREDIT
= 2
const int
FIX::PartyRole_THIRD_PARTY_ALLOCATION_FIRM
= 47
const int
FIX::PartyRole_CLIENTID
= 3
const int
FIX::PartyRole_PLEDGOR_ACCOUNT
= 50
const int
FIX::PartyRole_REPORTING_INTERMEDIARY
= 72
const int
FIX::PartyRole_EXECUTING_TRADER
= 12
const int
FIX::PartyRole_CUSTODIAN
= 28
const int
FIX::PartyRole_BROKERCLEARINGID
= 81
const int
FIX::PartyRole_CORRESPONDENTBROKER
= 26
const int
FIX::PartyRole_LOCATE_LENDING_FIRM
= 8
const int
FIX::PartyRole_INITIATINGTRADER
= 11
const int
FIX::PartyRole_REGULATORY_BODY
= 34
const int
FIX::PartyRole_UNACCEPTABLE_COUNTERPARTY
= 57
const int
FIX::PartyRole_CORRESPONDANTCLEARINGFIRM
= 15
const int
FIX::PartyRole_FUND_MANAGER_CLIENT_ID
= 9
const int
FIX::PartyRole_BUYERSELLERRECEIVERDELIVERER
= 27
const int
FIX::PartyRole_DESK_ID
= 76
const int
FIX::PartyRole_ALLOCATION_ENTITY
= 78
const int
FIX::PartyRole_MARKET_DATA_MARKET
= 77
const int
FIX::PartyRole_SPONSORING_FIRM
= 19
const int
FIX::PartyRole_LOCATELENDINGFIRM
= 8
const int
FIX::PartyRole_UNDRCONTRAFIRM
= 20
const char
FIX::AssignmentMethod_PRO_RATA
= 'P'
const char
FIX::AssignmentMethod_RANDOM
= 'R'
const char
FIX::AssignmentMethod_PRORATA
= 'P'
const int
FIX::StrategyParameterType_MONTHYEAR
= 18
const int
FIX::StrategyParameterType_TZTIMEONLY
= 27
const int
FIX::StrategyParameterType_PRICE
= 8
const int
FIX::StrategyParameterType_QTY
= 7
const int
FIX::StrategyParameterType_BOOLEAN
= 13
const int
FIX::StrategyParameterType_MULTIPLECHARVALUE
= 15
const int
FIX::StrategyParameterType_CHAR
= 12
const int
FIX::StrategyParameterType_NUMINGROUP
= 3
const int
FIX::StrategyParameterType_TAGNUM
= 5
const int
FIX::StrategyParameterType_COUNTRY
= 25
const int
FIX::StrategyParameterType_TENOR
= 29
const int
FIX::StrategyParameterType_LOCALMKTTIME
= 21
const int
FIX::StrategyParameterType_INT
= 1
const int
FIX::StrategyParameterType_LOCALMKTDATE
= 21
const int
FIX::StrategyParameterType_EXCHANGE
= 17
const int
FIX::StrategyParameterType_LANGUAGE
= 26
const int
FIX::StrategyParameterType_MONTH_YEAR
= 18
const int
FIX::StrategyParameterType_PERCENTAGE
= 11
const int
FIX::StrategyParameterType_LENGTH
= 2
const int
FIX::StrategyParameterType_TZTIMESTAMP
= 28
const int
FIX::StrategyParameterType_MULTIPLESTRINGVALUE
= 24
const int
FIX::StrategyParameterType_UTCTIMESTAMP
= 19
const int
FIX::StrategyParameterType_DATA
= 23
const int
FIX::StrategyParameterType_CURRENCY
= 16
const int
FIX::StrategyParameterType_STRING
= 14
const int
FIX::StrategyParameterType_AMT
= 10
const int
FIX::StrategyParameterType_FLOAT
= 6
const int
FIX::StrategyParameterType_UTCDATE
= 22
const int
FIX::StrategyParameterType_UTCTIMEONLY
= 20
const int
FIX::StrategyParameterType_SEQNUM
= 4
const int
FIX::StrategyParameterType_UTCDATEONLY
= 22
const int
FIX::StrategyParameterType_PRICEOFFSET
= 9
const int
FIX::EncryptMethod_PGP_DES_MD5
= 5
const int
FIX::EncryptMethod_PGPDESMD5SEEAPPNOTEONFIXWEBSITE
= 5
const int
FIX::EncryptMethod_PKCS_DES
= 3
const int
FIX::EncryptMethod_NONEOTHER
= 0
const int
FIX::EncryptMethod_PKCSDESPROPRIETARY
= 3
const int
FIX::EncryptMethod_PGPDESDEFUNCT
= 4
const int
FIX::EncryptMethod_PEMDESMD5SEEAPPNOTEONFIXWEBSITENAFORFIXMLNOTUSED
= 6
const int
FIX::EncryptMethod_PKCS
= 1
const int
FIX::EncryptMethod_PGP_DES
= 4
const int
FIX::EncryptMethod_NONE
= 0
const int
FIX::EncryptMethod_DES
= 2
const int
FIX::EncryptMethod_PKCSPROPRIETARY
= 1
const int
FIX::EncryptMethod_NONE_OTHER
= 0
const int
FIX::EncryptMethod_DESECBMODE
= 2
const int
FIX::EncryptMethod_PEM_DES_MD5
= 6
const char
FIX::PosAmtType_ACCRUED_COUPON_AMOUNT
[] = "ACPN"
const char
FIX::PosAmtType_PREMIUM_AMOUNT
[] = "PREM"
const char
FIX::PosAmtType_STARTOFDAYMARKTOMARKETAMOUNT
[] = "SMTM"
const char
FIX::PosAmtType_INCREMENTALMARKTOMARKETAMOUNT
[] = "IMTM"
const char
FIX::PosAmtType_CASHAMOUNTCORPORATEEVENT
[] = "CASH"
const char
FIX::PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET
[] = "ICMTM"
const char
FIX::PosAmtType_TOTAL_BANKED_AMOUNT
[] = "BANK"
const char
FIX::PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT
[] = "FMTM"
const char
FIX::PosAmtType_SETTLEMENT_VALUE
[] = "SETL"
const char
FIX::PosAmtType_VALUEADJUSTEDAMOUNT
[] = "VADJ"
const char
FIX::PosAmtType_CASH_AMOUNT
[] = "CASH"
const char
FIX::PosAmtType_PREMIUMAMOUNT
[] = "PREM"
const char
FIX::PosAmtType_INITIAL_TRADE_COUPON_AMOUNT
[] = "ICPN"
const char
FIX::PosAmtType_INCREMENTAL_ACCRUED_COUPON
[] = "IACPN"
const char
FIX::PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT
[] = "SMTM"
const char
FIX::PosAmtType_VALUE_ADJUSTED_AMOUNT
[] = "VADJ"
const char
FIX::PosAmtType_CASHRESIDUALAMOUNT
[] = "CRES"
const char
FIX::PosAmtType_COLLATERALIZED_MARK_TO_MARKET
[] = "CMTM"
const char
FIX::PosAmtType_CASH_RESIDUAL_AMOUNT
[] = "CRES"
const char
FIX::PosAmtType_COMPENSATION_AMOUNT
[] = "DLV"
const char
FIX::PosAmtType_TRADE_VARIATION_AMOUNT
[] = "TVAR"
const char
FIX::PosAmtType_TRADEVARIATIONAMOUNT
[] = "TVAR"
const char
FIX::PosAmtType_FINALMARKTOMARKETAMOUNT
[] = "FMTM"
const char
FIX::PosAmtType_COUPON_AMOUNT
[] = "CPN"
const char
FIX::PosAmtType_TOTAL_COLLATERALIZED_AMOUNT
[] = "COLAT"
const char
FIX::PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT
[] = "IMTM"
const char
FIX::ResetSeqNumFlag_NO
= 'N'
const char
FIX::ResetSeqNumFlag_YES
= 'Y'
const int
FIX::CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED
= 7
const int
FIX::CollInquiryResult_NOCOLLATERALFOUNDFORTHEORDERSPECIFIED
= 7
const int
FIX::CollInquiryResult_NOCOLLATERALFOUNDFORTHETRADESPECIFIED
= 6
const int
FIX::CollInquiryResult_INVALIDORUNKNOWNINSTRUMENT
= 1
const int
FIX::CollInquiryResult_INVALID_DESTINATION_REQUESTED
= 5
const int
FIX::CollInquiryResult_INVALIDORUNKNOWNCOLLATERALTYPE
= 2
const int
FIX::CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY
= 9
const int
FIX::CollInquiryResult_INVALIDTRANSPORTTYPEREQUESTED
= 4
const int
FIX::CollInquiryResult_INVALIDPARTIES
= 3
const int
FIX::CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE
= 2
const int
FIX::CollInquiryResult_INVALIDDESTINATIONREQUESTED
= 5
const int
FIX::CollInquiryResult_SUCCESSFUL
= 0
const int
FIX::CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT
= 1
const int
FIX::CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED
= 8
const int
FIX::CollInquiryResult_OTHER
= 99
const int
FIX::CollInquiryResult_UNAUTHORIZEDFORCOLLATERALINQUIRY
= 9
const int
FIX::CollInquiryResult_COLLATERALINQUIRYTYPENOTSUPPORTED
= 8
const int
FIX::CollInquiryResult_INVALID_PARTIES
= 3
const int
FIX::CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED
= 4
const int
FIX::CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED
= 6
const int
FIX::CollAsgnRespType_DECLINED
= 2
const int
FIX::CollAsgnRespType_RECEIVED
= 0
const int
FIX::CollAsgnRespType_REJECTED
= 3
const int
FIX::CollAsgnRespType_ACCEPTED
= 1
const char
FIX::UnsolicitedIndicator_NO
= 'N'
const char
FIX::UnsolicitedIndicator_YES
= 'Y'
const int
FIX::QuoteEntryRejectReason_UNKNWNSYM
= 1
const int
FIX::QuoteEntryRejectReason_EXCHCLSD
= 2
const int
FIX::QuoteEntryRejectReason_EXHCNAGE
= 2
const int
FIX::QuoteEntryRejectReason_DUPORD
= 6
const int
FIX::QuoteEntryRejectReason_INVALID_PRICE
= 8
const int
FIX::QuoteEntryRejectReason_TOOLATE
= 4
const int
FIX::QuoteEntryRejectReason_INVBIDASK
= 7
const int
FIX::QuoteEntryRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY
= 9
const int
FIX::QuoteEntryRejectReason_TOO_LATE_TO_ENTER
= 4
const int
FIX::QuoteEntryRejectReason_QUOTE_EXCEEDS_LIMIT
= 3
const int
FIX::QuoteEntryRejectReason_ORDEXCLIM
= 3
const int
FIX::QuoteEntryRejectReason_UNKNORD
= 5
const int
FIX::QuoteEntryRejectReason_INVPX
= 8
const int
FIX::QuoteEntryRejectReason_EXCHANGE
= 2
const int
FIX::QuoteEntryRejectReason_UNKNOWN_SYMBOL
= 1
const int
FIX::QuoteEntryRejectReason_NOTAUTH
= 9
const int
FIX::QuoteEntryRejectReason_OTHER
= 99
const int
FIX::QuoteEntryRejectReason_INVALID_BID_ASK_SPREAD
= 7
const int
FIX::QuoteEntryRejectReason_UNKNOWN_QUOTE
= 5
const int
FIX::QuoteEntryRejectReason_DUPLICATE_QUOTE
= 6
const char
FIX::OrderCapacity_PROPRIETARY
= 'G'
const char
FIX::OrderCapacity_RISKLESS_PRINCIPAL
= 'R'
const char
FIX::OrderCapacity_AGENT_FOR_OTHER_MEMBER
= 'W'
const char
FIX::OrderCapacity_PRINCIPAL
= 'P'
const char
FIX::OrderCapacity_AGENCY
= 'A'
const char
FIX::OrderCapacity_INDIVIDUAL
= 'I'
const char
FIX::OrderCapacity_AGENTOTHERMEMBER
= 'W'
const char
FIX::OrderCapacity_RISKLESSPRINCIPAL
= 'R'
const int
FIX::QuoteAckStatus_CANCELED_FOR_UNDERLYING
= 3
const int
FIX::QuoteAckStatus_CANCELED_ALL
= 4
const int
FIX::QuoteAckStatus_CANCELED_FOR_SECURITY_TYPE
= 2
const int
FIX::QuoteAckStatus_REJECTED
= 5
const int
FIX::QuoteAckStatus_CANCELED_FOR_SYMBOL
= 1
const int
FIX::QuoteAckStatus_ACCEPTED
= 0
const int
FIX::UserRequestType_CHANGE_PASSWORD_FOR_USER
= 3
const int
FIX::UserRequestType_CHANGEPASSWORDFORUSER
= 3
const int
FIX::UserRequestType_LOGOFFUSER
= 2
const int
FIX::UserRequestType_LOG_OFF_USER
= 2
const int
FIX::UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS
= 4
const int
FIX::UserRequestType_REQUESTINDIVIDUALUSERSTATUS
= 4
const int
FIX::UserRequestType_LOGONUSER
= 1
const int
FIX::UserRequestType_LOG_ON_USER
= 1
const int
FIX::TradeReportTransType_REPLACE
= 2
const int
FIX::TradeReportTransType_NEW
= 0
const int
FIX::TradeReportTransType_REVERSE
= 4
const int
FIX::TradeReportTransType_CANCEL
= 1
const int
FIX::TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE
= 5
const int
FIX::TradeReportTransType_RELEASE
= 3
const char
FIX::AdvSide_CROSS
= 'X'
const char
FIX::AdvSide_TRADE
= 'T'
const char
FIX::AdvSide_BUY
= 'B'
const char
FIX::AdvSide_SELL
= 'S'
const int
FIX::CoveredOrUncovered_COVERED
= 0
const int
FIX::CoveredOrUncovered_UNCOVERED
= 1
const int
FIX::AcctIDSource_TFMGSPTA
= 3
const int
FIX::AcctIDSource_TFM
= 3
const int
FIX::AcctIDSource_DTCCCODE
= 5
const int
FIX::AcctIDSource_SIDCODE
= 2
const int
FIX::AcctIDSource_OMGEOALERTID
= 4
const int
FIX::AcctIDSource_BIC
= 1
const int
FIX::AcctIDSource_OTHER
= 99
const int
FIX::AcctIDSource_OMGEO
= 4
const int
FIX::AcctIDSource_SID_CODE
= 2
const int
FIX::AcctIDSource_DTCC_CODE
= 5
const int
FIX::TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA
= 2
const int
FIX::TradeRequestType_ALL_TRADES
= 0
const int
FIX::TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST
= 1
const int
FIX::TradeRequestType_UNREPORTEDTRADES
= 3
const int
FIX::TradeRequestType_ALLTRADES
= 0
const int
FIX::TradeRequestType_ADVISORIESMATCH
= 4
const int
FIX::TradeRequestType_MATCHEDTRADES
= 1
const int
FIX::TradeRequestType_UNMATCHEDTRADES
= 2
const int
FIX::TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA
= 3
const int
FIX::TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA
= 4
const int
FIX::TradSesStatus_PRECLOSE
= 5
const int
FIX::TradSesStatus_HALTED
= 1
const int
FIX::TradSesStatus_REQREJ
= 6
const int
FIX::TradSesStatus_REQUEST_REJECTED
= 6
const int
FIX::TradSesStatus_OPEN
= 2
const int
FIX::TradSesStatus_PREOPEN
= 4
const int
FIX::TradSesStatus_PRE_OPEN
= 4
const int
FIX::TradSesStatus_UNKNOWN
= 0
const int
FIX::TradSesStatus_PRE_CLOSE
= 5
const int
FIX::TradSesStatus_CLOSED
= 3
const int
FIX::PegPriceType_LAST_PEG
= 1
const int
FIX::PegPriceType_PRIMARY_PEG
= 5
const int
FIX::PegPriceType_OPENING_PEG
= 3
const int
FIX::PegPriceType_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER
= 6
const int
FIX::PegPriceType_TRAILING_STOP_PEG
= 8
const int
FIX::PegPriceType_PEG_TO_LIMIT_PRICE
= 9
const int
FIX::PegPriceType_MID_PRICE_PEG
= 2
const int
FIX::PegPriceType_MARKET_PEG
= 4
const int
FIX::PegPriceType_PEG_TO_VWAP
= 7
const int
FIX::StreamAsgnRejReason_NO_AVAILABLE_STREAM
= 3
const int
FIX::StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE
= 1
const int
FIX::StreamAsgnRejReason_UNKNOWN_CLIENT
= 0
const int
FIX::StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR
= 2
const int
FIX::StreamAsgnRejReason_OTHER
= 99
const char
FIX::ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT
[] = "FUTDA"
const char
FIX::ValuationMethod_PREMIUM_STYLE
[] = "EQTY"
const char
FIX::ValuationMethod_CDS_IN_DELIVERY
[] = "CDSD"
const char
FIX::ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON
[] = "CDS"
const char
FIX::ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET
[] = "FUT"
const char
FIX::TriggerType_SPECIFIED_TRADING_SESSION
= '2'
const char
FIX::TriggerType_NEXT_AUCTION
= '3'
const char
FIX::TriggerType_PRICE_MOVEMENT
= '4'
const char
FIX::TriggerType_PARTIAL_EXECUTION
= '1'
const char
FIX::PriceProtectionScope_LOCAL
= '1'
const char
FIX::PriceProtectionScope_NONE
= '0'
const char
FIX::PriceProtectionScope_GLOBAL
= '3'
const char
FIX::PriceProtectionScope_NATIONAL
= '2'
const int
FIX::TradeReportRejectReason_SUCCESSFULDEFAULT
= 0
const int
FIX::TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES
= 3
const int
FIX::TradeReportRejectReason_SUCCESSFUL
= 0
const int
FIX::TradeReportRejectReason_INVALID_PARTY_ONFORMATION
= 1
const int
FIX::TradeReportRejectReason_UNKNOWN_INSTRUMENT
= 2
const int
FIX::TradeReportRejectReason_OTHER
= 99
const int
FIX::TradeReportRejectReason_INVALIDTRADETYPE
= 4
const int
FIX::TradeReportRejectReason_UNKNOWNINSTRUMENT
= 2
const int
FIX::TradeReportRejectReason_INVALID_TRADE_TYPE
= 4
const int
FIX::TradeReportRejectReason_UNAUTHORIZEDTOREPORTTRADES
= 3
const int
FIX::TradeReportRejectReason_INVALIDPARTYINFORMATION
= 1
const int
FIX::SecurityListType_NEWSPAPER_LIST
= 4
const int
FIX::SecurityListType_TRADING_LIST
= 2
const int
FIX::SecurityListType_INDUSTRY_CLASSIFICATION
= 1
const int
FIX::SecurityListType_MARKET
= 3
const int
FIX::QuoteRejectReason_QUOTE_LOCKED
= 11
const int
FIX::QuoteRejectReason_UNKNSYM
= 1
const int
FIX::QuoteRejectReason_EXCHCLSD
= 2
const int
FIX::QuoteRejectReason_DUPORD
= 6
const int
FIX::QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY
= 13
const int
FIX::QuoteRejectReason_INVALID_PRICE
= 8
const int
FIX::QuoteRejectReason_TOOLATE
= 4
const int
FIX::QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY
= 9
const int
FIX::QuoteRejectReason_TOO_LATE_TO_ENTER
= 4
const int
FIX::QuoteRejectReason_UNKNORD
= 5
const int
FIX::QuoteRejectReason_INVPX
= 8
const int
FIX::QuoteRejectReason_EXCHANGE
= 2
const int
FIX::QuoteRejectReason_INVSPREAD
= 7
const int
FIX::QuoteRejectReason_UNKNOWN_SYMBOL
= 1
const int
FIX::QuoteRejectReason_NOTAUTH
= 9
const int
FIX::QuoteRejectReason_OTHER
= 99
const int
FIX::QuoteRejectReason_INVALID_BID_ASK_SPREAD
= 7
const int
FIX::QuoteRejectReason_UNKNOWN_QUOTE
= 5
const int
FIX::QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER
= 12
const int
FIX::QuoteRejectReason_ORDEXLIM
= 3
const int
FIX::QuoteRejectReason_DUPLICATE_QUOTE
= 6
const int
FIX::QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND
= 10
const int
FIX::QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT
= 3
const char
FIX::PossResend_NO
= 'N'
const char
FIX::PossResend_YES
= 'Y'
const int
FIX::QuantityType_SHARES
= 1
const int
FIX::QuantityType_CURRENTFACE
= 3
const int
FIX::QuantityType_PAR
= 8
const int
FIX::QuantityType_BONDS
= 2
const int
FIX::QuantityType_ORIGINALFACE
= 4
const int
FIX::QuantityType_CONTRACTS
= 6
const int
FIX::QuantityType_OTHER
= 7
const int
FIX::QuantityType_CURRENCY
= 5
const int
FIX::ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE
= 4
const int
FIX::ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE
= 3
const int
FIX::ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE
= 1
const int
FIX::ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE
= 5
const int
FIX::ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE
= 2
const int
FIX::ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT
= 3
const int
FIX::ImpliedMarketIndicator_NOT_IMPLIED
= 0
const int
FIX::ImpliedMarketIndicator_IMPLIED_OUT
= 2
const int
FIX::ImpliedMarketIndicator_IMPLIED_IN
= 1
const int
FIX::QuoteRequestType_AUTOMATIC
= 2
const int
FIX::QuoteRequestType_MAN
= 1
const int
FIX::QuoteRequestType_AUTO
= 2
const int
FIX::QuoteRequestType_MANUAL
= 1
const int
FIX::SecurityRequestResult_INSTRUMENTUNAVAILABLE
= 4
const int
FIX::SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA
= 2
const int
FIX::SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA
= 3
const int
FIX::SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE
= 4
const int
FIX::SecurityRequestResult_VALID_REQUEST
= 0
const int
FIX::SecurityRequestResult_VALIDREQ
= 0
const int
FIX::SecurityRequestResult_NOINSTRUMENTSFOUND
= 2
const int
FIX::SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST
= 1
const int
FIX::SecurityRequestResult_NOTAUTHORIZED
= 3
const int
FIX::SecurityRequestResult_NOTSUPPORTED
= 5
const int
FIX::SecurityRequestResult_INVALIDREQ
= 1
const int
FIX::SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED
= 5
const char
FIX::OrderRestrictions_ISSUER_HOLDING
= 'B'
const char
FIX::OrderRestrictions_NON_INDEXARBITRAGE
= '3'
const char
FIX::OrderRestrictions_EXMRKTPART
= '8'
const char
FIX::OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY
= '5'
const char
FIX::OrderRestrictions_NON_ALGORITHMIC
= 'D'
const char
FIX::OrderRestrictions_EXTNERAL_INTER_CONNECTED_MARKET_LINKAGE
= '9'
const char
FIX::OrderRestrictions_NON_INDEX_ARBITRAGE
= '3'
const char
FIX::OrderRestrictions_ACTING_AS_MARKET_MAKER_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY
= '6'
const char
FIX::OrderRestrictions_PROGRAM_TRADE
= '1'
const char
FIX::OrderRestrictions_ISSUE_PRICE_STABILIZATION
= 'C'
const char
FIX::OrderRestrictions_INDEXARBITRAGE
= '2'
const char
FIX::OrderRestrictions_ACTMMDERIV
= '6'
const char
FIX::OrderRestrictions_FORENTITY
= '7'
const char
FIX::OrderRestrictions_CROSS
= 'F'
const char
FIX::OrderRestrictions_PROGRAMTRADE
= '1'
const char
FIX::OrderRestrictions_RISKARB
= 'A'
const char
FIX::OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE
= '9'
const char
FIX::OrderRestrictions_FOREIGN_ENTITY
= '7'
const char
FIX::OrderRestrictions_COMPETINGMARKETMAKER
= '4'
const char
FIX::OrderRestrictions_EXINTMRKTLINK
= '9'
const char
FIX::OrderRestrictions_INDEX_ARBITRAGE
= '2'
const char
FIX::OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT
= '8'
const char
FIX::OrderRestrictions_ALGORITHMIC
= 'E'
const char
FIX::OrderRestrictions_ACTMM
= '5'
const char
FIX::OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY
= '6'
const char
FIX::OrderRestrictions_RISKLESS_ARBITRAGE
= 'A'
const char
FIX::OrderRestrictions_COMPETING_MARKET_MAKER
= '4'
const char
FIX::ListExecInstType_WAIT_FOR_EXECUT_INSTRUCTION
= '2'
const char
FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN
= '3'
const char
FIX::ListExecInstType_IMMED
= '1'
const char
FIX::ListExecInstType_WAIT
= '2'
const char
FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW
= '5'
const char
FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3
= '3'
const char
FIX::ListExecInstType_IMMEDIATE
= '1'
const char
FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4
= '4'
const char
FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5
= '5'
const char
FIX::ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP
= '4'
const char
FIX::ListExecInstType_EXCHCIVBUYTOP
= '4'
const char
FIX::ListExecInstType_EXCHCIVBUYWD
= '5'
const char
FIX::ListExecInstType_EXCHCIVSELL
= '3'
const char
FIX::ListExecInstType_WAIT_FOR_EXECUTE_INSTRUCTION
= '2'
const int
FIX::DistribPaymentMethod_FED_WIRE
= 7
const int
FIX::DistribPaymentMethod_ACH_CREDIT
= 9
const int
FIX::DistribPaymentMethod_EUROCLEAR
= 3
const int
FIX::DistribPaymentMethod_TELEGRAPHICTRANSFER
= 6
const int
FIX::DistribPaymentMethod_ACHCREDIT
= 9
const int
FIX::DistribPaymentMethod_TELEGRAPHIC_TRANSFER
= 6
const int
FIX::DistribPaymentMethod_FEDWIRE
= 7
const int
FIX::DistribPaymentMethod_CHEQUE
= 5
const int
FIX::DistribPaymentMethod_DIRECT_CREDIT
= 8
const int
FIX::DistribPaymentMethod_CREST
= 1
const int
FIX::DistribPaymentMethod_BPAY
= 10
const int
FIX::DistribPaymentMethod_CLEARSTREAM
= 4
const int
FIX::DistribPaymentMethod_DIRECTCREDITBECSBACS
= 8
const int
FIX::DistribPaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS
= 11
const int
FIX::DistribPaymentMethod_NSCC
= 2
const int
FIX::DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS
= 11
const int
FIX::DistribPaymentMethod_REINVESTINFUND
= 12
const int
FIX::DistribPaymentMethod_REINVEST_IN_FUND
= 12
const int
FIX::OrderHandlingInstSource_NASD_OATS
= 1
const int
FIX::AffirmStatus_CONFIRMREJECTED
= 2
const int
FIX::AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED
= 2
const int
FIX::AffirmStatus_AFFIRMED
= 3
const int
FIX::AffirmStatus_RECEIVED
= 1
const int
FIX::OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT
= 2
const int
FIX::OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT
= 1
const int
FIX::OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER
= 3
const int
FIX::OrigCustOrderCapacity_ALL_OTHER
= 4
const int
FIX::AllocMethod_GUARANTOR
= 2
const int
FIX::AllocMethod_AUTOMATIC
= 1
const int
FIX::AllocMethod_MANUAL
= 3
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY
= '1'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY
= 'C'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP
= 'A'
const char
FIX::MassCancelResponse_CXLORDERSSECURITYTYPE
= '5'
const char
FIX::MassCancelResponse_CXLORDERSUNDERLYINGSECURITY
= '2'
const char
FIX::MassCancelResponse_CXLORDERSTRDSESSION
= '6'
const char
FIX::MassCancelResponse_CXLALLORDERS
= '7'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET
= '8'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT
= '9'
const char
FIX::MassCancelResponse_CXLREQREJ
= '0'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE
= '5'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION
= '6'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY
= '2'
const char
FIX::MassCancelResponse_CXLORDERSSECURITY
= '1'
const char
FIX::MassCancelResponse_CXLORDERSPRODUCT
= '3'
const char
FIX::MassCancelResponse_CANCEL_ALL_ORDERS
= '7'
const char
FIX::MassCancelResponse_CANCEL_REQUEST_REJECTED
= '0'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER
= 'B'
const char
FIX::MassCancelResponse_CXLORDERSCFICODE
= '4'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE
= '4'
const char
FIX::MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT
= '3'
const int
FIX::StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER
= 1
const int
FIX::StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER
= 2
const char
FIX::SymbolSfx_EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE
[] = "CD"
const char
FIX::SymbolSfx_EUCPLUMPSUMINTEREST
[] = "CD"
const char
FIX::SymbolSfx_WHENISSUED
[] = "WI"
const char
FIX::SymbolSfx_WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN
[] = "WI"
const char
FIX::ExDestinationIDSource_PROPRIETARY
= 'D'
const char
FIX::ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER
= 'C'
const char
FIX::ExDestinationIDSource_BIC
= 'B'
const char
FIX::ExDestinationIDSource_MIC
= 'G'
const char
FIX::ExDestinationIDSource_ISO_COUNTRY_CODE
= 'E'
const int
FIX::SecurityListRequestType_ALLSECURITIES
= 4
const int
FIX::SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID
= 5
const int
FIX::SecurityListRequestType_SECURITYTYPECFICODE
= 1
const int
FIX::SecurityListRequestType_SYMBOL
= 0
const int
FIX::SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE
= 1
const int
FIX::SecurityListRequestType_TRADINGSESSIONID
= 3
const int
FIX::SecurityListRequestType_ALL_SECURITIES
= 4
const int
FIX::SecurityListRequestType_PRODUCT
= 2
const int
FIX::CollAsgnReason_FORWARDCOLLATERALDEMAND
= 5
const int
FIX::CollAsgnReason_ADVERSETAXEVENT
= 7
const int
FIX::CollAsgnReason_MARGINDEFICIENCY
= 3
const int
FIX::CollAsgnReason_TIME_WARNING
= 2
const int
FIX::CollAsgnReason_TIMEWARNING
= 2
const int
FIX::CollAsgnReason_ADVERSE_TAX_EVENT
= 7
const int
FIX::CollAsgnReason_MARGINEXCESS
= 4
const int
FIX::CollAsgnReason_MARGIN_DEFICIENCY
= 3
const int
FIX::CollAsgnReason_SCHEDULED
= 1
const int
FIX::CollAsgnReason_INITIAL
= 0
const int
FIX::CollAsgnReason_FORWARD_COLLATERAL_DEMAND
= 5
const int
FIX::CollAsgnReason_EVENTOFDEFAULT
= 6
const int
FIX::CollAsgnReason_MARGIN_EXCESS
= 4
const int
FIX::CollAsgnReason_EVENT_OF_DEFAULT
= 6
const int
FIX::SettlPriceType_FINAL
= 1
const int
FIX::SettlPriceType_THEORETICAL
= 2
const char
FIX::DealingCapacity_RISKLESS_PRINCIPAL
= 'R'
const char
FIX::DealingCapacity_PRINCIPAL
= 'P'
const char
FIX::DealingCapacity_AGENT
= 'A'
const int
FIX::RateSourceType_SECONDARY
= 1
const int
FIX::RateSourceType_PRIMARY
= 0
const char
FIX::AggregatedBook_NO
= 'N'
const char
FIX::AggregatedBook_YES
= 'Y'
const int
FIX::PosQtyStatus_SUBMITTED
= 0
const int
FIX::PosQtyStatus_REJECTED
= 2
const int
FIX::PosQtyStatus_ACCEPTED
= 1
const char
FIX::MsgType_TradingSessionStatusRequest
[] = "g"
const char
FIX::MsgType_ListStatus
[] = "N"
const char
FIX::MsgType_Email
[] = "C"
const char
FIX::MsgType_ListExecute
[] = "L"
const char
FIX::MsgType_Confirmation
[] = "AK"
const char
FIX::MsgType_NewOrderMultileg
[] = "AB"
const char
FIX::MsgType_IndicationofInterest
[] = "6"
const char
FIX::MsgType_MarketDataIncrementalRefresh
[] = "X"
const char
FIX::MsgType_TradeCaptureReport
[] = "AE"
const char
FIX::MsgType_RequestForPositionsAck
[] = "AO"
const char
FIX::MsgType_StreamAssignmentRequest
[] = "CC"
const char
FIX::MsgType_SecurityListRequest
[] = "x"
const char
FIX::MsgType_CollateralReport
[] = "BA"
const char
FIX::MsgType_PositionMaintenanceReport
[] = "AM"
const char
FIX::MsgType_PositionReport
[] = "AP"
const char
FIX::MsgType_StreamAssignmentReportACK
[] = "CE"
const char
FIX::MsgType_UserRequest
[] = "BE"
const char
FIX::MsgType_PositionMaintenanceRequest
[] = "AL"
const char
FIX::MsgType_NetworkCounterpartySystemStatusResponse
[] = "BD"
const char
FIX::MsgType_NewOrderCross
[] = "s"
const char
FIX::MsgType_AdjustedPositionReport
[] = "BL"
const char
FIX::MsgType_Logon
[] = "A"
const char
FIX::MsgType_IOI
[] = "6"
const char
FIX::MsgType_ListStrikePrice
[] = "m"
const char
FIX::MsgType_BidRequest
[] = "k"
const char
FIX::MsgType_TradingSessionStatus
[] = "h"
const char
FIX::MsgType_RegistrationInstructionsResponse
[] = "p"
const char
FIX::MsgType_Advertisement
[] = "7"
const char
FIX::MsgType_MassQuote
[] = "i"
const char
FIX::MsgType_Logout
[] = "5"
const char
FIX::MsgType_AllocationReport
[] = "AS"
const char
FIX::MsgType_SecurityDefinitionUpdateReport
[] = "BP"
const char
FIX::MsgType_ListStatusRequest
[] = "M"
const char
FIX::MsgType_BusinessMessageReject
[] = "j"
const char
FIX::MsgType_ConfirmationAck
[] = "AU"
const char
FIX::MsgType_TestRequest
[] = "1"
const char
FIX::MsgType_SecurityList
[] = "y"
const char
FIX::MsgType_ListCancelRequest
[] = "K"
const char
FIX::MsgType_News
[] = "B"
const char
FIX::MsgType_TradingSessionListUpdateReport
[] = "BS"
const char
FIX::MsgType_Heartbeat
[] = "0"
const char
FIX::MsgType_QuoteAcknowledgement
[] = "b"
const char
FIX::MsgType_AllocationReportAck
[] = "AT"
const char
FIX::MsgType_ConfirmationRequest
[] = "BH"
const char
FIX::MsgType_OrderMassActionReport
[] = "BZ"
const char
FIX::MsgType_CollateralInquiry
[] = "BB"
const char
FIX::MsgType_SecurityTypeRequest
[] = "v"
const char
FIX::MsgType_NewOrderList
[] = "E"
const char
FIX::MsgType_ExecutionAcknowledgement
[] = "BN"
const char
FIX::MsgType_TradingSessionListRequest
[] = "BI"
const char
FIX::MsgType_SecurityTypes
[] = "w"
const char
FIX::MsgType_MarketDefinition
[] = "BU"
const char
FIX::MsgType_SequenceReset
[] = "4"
const char
FIX::MsgType_CollateralResponse
[] = "AZ"
const char
FIX::MsgType_MassQuoteAcknowledgement
[] = "b"
const char
FIX::MsgType_QuoteResponse
[] = "AJ"
const char
FIX::MsgType_QuoteStatusRequest
[] = "a"
const char
FIX::MsgType_QuoteCancel
[] = "Z"
const char
FIX::MsgType_ContraryIntentionReport
[] = "BO"
const char
FIX::MsgType_PartyDetailsListReport
[] = "CG"
const char
FIX::MsgType_PartyDetailsListRequest
[] = "CF"
const char
FIX::MsgType_CrossOrderCancelRequest
[] = "u"
const char
FIX::MsgType_NewOrderSingle
[] = "D"
const char
FIX::MsgType_DerivativeSecurityListRequest
[] = "z"
const char
FIX::MsgType_CollateralRequest
[] = "AX"
const char
FIX::MsgType_UserNotification
[] = "CB"
const char
FIX::MsgType_UserResponse
[] = "BF"
const char
FIX::MsgType_DontKnowTrade
[] = "Q"
const char
FIX::MsgType_TradeCaptureReportAck
[] = "AR"
const char
FIX::MsgType_ApplicationMessageRequest
[] = "BW"
const char
FIX::MsgType_MultilegOrderCancelReplace
[] = "AC"
const char
FIX::MsgType_OrderCancelReject
[] = "9"
const char
FIX::MsgType_ExecutionReport
[] = "8"
const char
FIX::MsgType_QuoteStatusReport
[] = "AI"
const char
FIX::MsgType_ResendRequest
[] = "2"
const char
FIX::MsgType_Quote
[] = "S"
const char
FIX::MsgType_SettlementInstructionRequest
[] = "AV"
const char
FIX::MsgType_SecurityListUpdateReport
[] = "BK"
const char
FIX::MsgType_AllocationInstructionAlert
[] = "BM"
const char
FIX::MsgType_TradeCaptureReportRequestAck
[] = "AQ"
const char
FIX::MsgType_AllocationInstruction
[] = "J"
const char
FIX::MsgType_Allocation
[] = "J"
const char
FIX::MsgType_ApplicationMessageReport
[] = "BY"
const char
FIX::MsgType_RegistrationInstructions
[] = "o"
const char
FIX::MsgType_SecurityDefinition
[] = "d"
const char
FIX::MsgType_SecurityDefinitionRequest
[] = "c"
const char
FIX::MsgType_SecurityStatus
[] = "f"
const char
FIX::MsgType_DerivativeSecurityList
[] = "AA"
const char
FIX::MsgType_NetworkCounterpartySystemStatusRequest
[] = "BC"
const char
FIX::MsgType_MarketDefinitionRequest
[] = "BT"
const char
FIX::MsgType_Reject
[] = "3"
const char
FIX::MsgType_DerivativeSecurityListUpdateReport
[] = "BR"
const char
FIX::MsgType_QuoteRequestReject
[] = "AG"
const char
FIX::MsgType_OrderMassStatusRequest
[] = "AF"
const char
FIX::MsgType_ApplicationMessageRequestAck
[] = "BX"
const char
FIX::MsgType_SecurityStatusRequest
[] = "e"
const char
FIX::MsgType_AllocationACK
[] = "P"
const char
FIX::MsgType_MarketDefinitionUpdateReport
[] = "BV"
const char
FIX::MsgType_CrossOrderCancelReplaceRequest
[] = "t"
const char
FIX::MsgType_OrderMassCancelReport
[] = "r"
const char
FIX::MsgType_AssignmentReport
[] = "AW"
const char
FIX::MsgType_BidResponse
[] = "l"
const char
FIX::MsgType_RequestForPositions
[] = "AN"
const char
FIX::MsgType_SettlementObligationReport
[] = "BQ"
const char
FIX::MsgType_OrderMassCancelRequest
[] = "q"
const char
FIX::MsgType_TradingSessionList
[] = "BJ"
const char
FIX::MsgType_OrderStatusRequest
[] = "H"
const char
FIX::MsgType_CollateralAssignment
[] = "AY"
const char
FIX::MsgType_StreamAssignmentReport
[] = "CD"
const char
FIX::MsgType_OrderMassActionRequest
[] = "CA"
const char
FIX::MsgType_AllocationAck
[] = "P"
const char
FIX::MsgType_QuoteRequest
[] = "R"
const char
FIX::MsgType_CollateralInquiryAck
[] = "BG"
const char
FIX::MsgType_MarketDataSnapshotFullRefresh
[] = "W"
const char
FIX::MsgType_SettlementInstructions
[] = "T"
const char
FIX::MsgType_OrderCancelReplaceRequest
[] = "G"
const char
FIX::MsgType_TradeCaptureReportRequest
[] = "AD"
const char
FIX::MsgType_RFQRequest
[] = "AH"
const char
FIX::MsgType_OrderCancelRequest
[] = "F"
const char
FIX::MsgType_MultilegOrderCancelReplaceRequest
[] = "AC"
const char
FIX::MsgType_AllocationInstructionAck
[] = "P"
const char
FIX::MsgType_MarketDataRequest
[] = "V"
const char
FIX::MsgType_MarketDataRequestReject
[] = "Y"
const char
FIX::MultiLegReportingType_SINGLE
= '1'
const char
FIX::MultiLegReportingType_MULTILEG
= '3'
const char
FIX::MultiLegReportingType_SINGLE_SECURITY
= '1'
const char
FIX::MultiLegReportingType_MULTI_LEG_SECURITY
= '3'
const char
FIX::MultiLegReportingType_INDIVLEG
= '2'
const char
FIX::MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY
= '2'
const char
FIX::MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY
= '2'
const char
FIX::IDSource_EXCHANGE_SYMBOL
[] = "8"
const char
FIX::IDSource_RIC_CODE
[] = "5"
const char
FIX::IDSource_ISO_CURRENCY_CODE
[] = "6"
const char
FIX::IDSource_ISIN_NUMBER
[] = "4"
const char
FIX::IDSource_SEDOL
[] = "2"
const char
FIX::IDSource_ISO_COUNTRY_CODE
[] = "7"
const char
FIX::IDSource_CONSOLIDATED_TAPE_ASSOCIATION
[] = "9"
const char
FIX::IDSource_QUIK
[] = "3"
const char
FIX::IDSource_CUSIP
[] = "1"
const char
FIX::OrdStatus_NEW
= '0'
const char
FIX::OrdStatus_CALCULATED
= 'B'
const char
FIX::OrdStatus_PENDINGNEW
= 'A'
const char
FIX::OrdStatus_PENDING_CANCEL
= '6'
const char
FIX::OrdStatus_PARTIAL
= '1'
const char
FIX::OrdStatus_PENDING_CANCEL_REPLACE
= '6'
const char
FIX::OrdStatus_PENDING_NEW
= 'A'
const char
FIX::OrdStatus_STOPPED
= '7'
const char
FIX::OrdStatus_FILLED
= '2'
const char
FIX::OrdStatus_PENDING_REPLACE
= 'E'
const char
FIX::OrdStatus_CANCELED
= '4'
const char
FIX::OrdStatus_ACCEPTED_FOR_BIDDING
= 'D'
const char
FIX::OrdStatus_SUSPENDED
= '9'
const char
FIX::OrdStatus_DONE
= '3'
const char
FIX::OrdStatus_REJECTED
= '8'
const char
FIX::OrdStatus_PARTIALLY_FILLED
= '1'
const char
FIX::OrdStatus_EXPIRED
= 'C'
const char
FIX::OrdStatus_REPLACED
= '5'
const char
FIX::OrdStatus_DONE_FOR_DAY
= '3'
const char
FIX::OrdStatus_ACCEPTBIDDING
= 'D'
const char
FIX::OrdStatus_PENDINGREP
= 'E'
const int
FIX::CustomerOrFirm_FIRM
= 1
const int
FIX::CustomerOrFirm_CUSTOMER
= 0
const int
FIX::AdjustmentType_DELTA_MINUS
= 2
const int
FIX::AdjustmentType_DELTAPLUS
= 1
const int
FIX::AdjustmentType_DELTA_PLUS
= 1
const int
FIX::AdjustmentType_DELTAMINUS
= 2
const int
FIX::AdjustmentType_FINAL
= 3
const int
FIX::AdjustmentType_PROCESSREQUESTASMARGINDISPOSITION
= 0
const int
FIX::AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION
= 0
const char
FIX::AsOfIndicator_TRUE
= '1'
const char
FIX::AsOfIndicator_FALSE
= '0'
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT
= 9
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_MARKET
= 8
const int
FIX::MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY
= 2
const int
FIX::MassActionScope_ALL_ORDERS
= 7
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_CFICODE
= 4
const int
FIX::MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY
= 12
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_SECURITY
= 1
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION
= 6
const int
FIX::MassActionScope_CANCEL_FOR_SECURITY_ISSUER
= 11
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP
= 10
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_PRODUCT
= 3
const int
FIX::MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE
= 5
const char
FIX::VenueType_PIT
= 'P'
const char
FIX::VenueType_EX_PIT
= 'X'
const char
FIX::VenueType_ELECTRONIC
= 'E'
const int
FIX::MassActionType_CANCEL_ORDERS
= 3
const int
FIX::MassActionType_RELEASE_ORDERS_FROM_SUSPENSION
= 2
const int
FIX::MassActionType_SUSPEND_ORDERS
= 1
const int
FIX::PosMaintResult_SUCCESSFULCOMPLETION
= 0
const int
FIX::PosMaintResult_SUCCESSFUL_COMPLETION
= 0
const int
FIX::PosMaintResult_OTHER
= 99
const int
FIX::PosMaintResult_REJECTED
= 1
const char
FIX::IOIShares_MEDIUM
[] = "M"
const char
FIX::IOIShares_LARGE
[] = "L"
const char
FIX::IOIShares_SMALL
[] = "S"
const int
FIX::PegOffsetType_PRICE
= 0
const int
FIX::PegOffsetType_BASISPOINTS
= 1
const int
FIX::PegOffsetType_PRICE_TIER
= 3
const int
FIX::PegOffsetType_TICKS
= 2
const int
FIX::PegOffsetType_PRICETIERLEVEL
= 3
const int
FIX::PegOffsetType_BASIS_POINTS
= 1
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT
= 8
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY
= 1
const int
FIX::MassCancelRejectReason_INVALIDSECURITY
= 1
const int
FIX::MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED
= 0
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP
= 9
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY
= 2
const int
FIX::MassCancelRejectReason_INVALIDPRODUCT
= 3
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY
= 11
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE
= 5
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE
= 4
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION
= 6
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET
= 7
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_TYPE
= 5
const int
FIX::MassCancelRejectReason_INVALIDUNDERLYING
= 2
const int
FIX::MassCancelRejectReason_OTHER
= 99
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER
= 10
const int
FIX::MassCancelRejectReason_INVALIDCFICODE
= 4
const int
FIX::MassCancelRejectReason_INVALIDSECURITYTYPE
= 5
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT
= 3
const int
FIX::MassCancelRejectReason_INVALID_OR_UNKNOWN_UNDERLYING
= 2
const int
FIX::MassCancelRejectReason_INVALIDTRDSESSION
= 6
const int
FIX::MassCancelRejectReason_MASSCXLNOTSUPPORTED
= 0
const int
FIX::ResponseTransportType_OUTOFBAND
= 1
const int
FIX::ResponseTransportType_INBAND
= 0
const int
FIX::ResponseTransportType_OUT_OF_BAND
= 1
const int
FIX::TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID
= 1
const int
FIX::TradSesStatusRejReason_UNKNOWNTRADINGSESSIONID
= 1
const int
FIX::TradSesStatusRejReason_OTHER
= 99
const int
FIX::TrdRegTimestampType_EXECUTION_TIME
= 1
const int
FIX::TrdRegTimestampType_BROKEREXECUTION
= 5
const int
FIX::TrdRegTimestampType_BROKERRECEIPT
= 4
const int
FIX::TrdRegTimestampType_TIMEIN
= 2
const int
FIX::TrdRegTimestampType_TIME_IN
= 2
const int
FIX::TrdRegTimestampType_TIMEOUT
= 3
const int
FIX::TrdRegTimestampType_SUBMISSION_TO_CLEARING
= 7
const int
FIX::TrdRegTimestampType_BROKER_RECEIPT
= 4
const int
FIX::TrdRegTimestampType_DESK_RECEIPT
= 6
const int
FIX::TrdRegTimestampType_EXECUTIONTIME
= 1
const int
FIX::TrdRegTimestampType_BROKER_EXECUTION
= 5
const int
FIX::TrdRegTimestampType_TIME_OUT
= 3
const char
FIX::ApplVerID_FIX50SP1
[] = "8"
const char
FIX::ApplVerID_FIX27
[] = "0"
const char
FIX::ApplVerID_FIX50SP2
[] = "9"
const char
FIX::ApplVerID_FIX50
[] = "7"
const char
FIX::ApplVerID_FIX40
[] = "2"
const char
FIX::ApplVerID_FIX41
[] = "3"
const char
FIX::ApplVerID_FIX30
[] = "1"
const char
FIX::ApplVerID_FIX42
[] = "4"
const char
FIX::ApplVerID_FIX43
[] = "5"
const char
FIX::ApplVerID_FIX44
[] = "6"
const char
FIX::HandlInst_MANUAL_ORDER_BEST_EXECUTION
= '3'
const char
FIX::HandlInst_AUTOEXECPUB
= '2'
const char
FIX::HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION
= '1'
const char
FIX::HandlInst_AUTOEXECPRIV
= '1'
const char
FIX::HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK
= '2'
const char
FIX::HandlInst_MANUAL
= '3'
const char
FIX::TradingSessionSubID_POST_TRADING
[] = "5"
const char
FIX::TradingSessionSubID_INTRADAY_AUCTION
[] = "6"
const char
FIX::TradingSessionSubID_PRE_TRADING
[] = "1"
const char
FIX::TradingSessionSubID_QUIESCENT
[] = "7"
const char
FIX::TradingSessionSubID_3
[] = "3"
const char
FIX::TradingSessionSubID_OPENING_OR_OPENING_AUCTION
[] = "2"
const char
FIX::TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION
[] = "4"
const char
FIX::MDEntryType_SWAP_VALUE_FACTOR
= 'S'
const char
FIX::MDEntryType_OPEN_INTEREST
= 'C'
const char
FIX::MDEntryType_COMPOSITE_UNDERLYING_PRICE
= 'D'
const char
FIX::MDEntryType_SESSION_HIGH_BID
= 'N'
const char
FIX::MDEntryType_INDEXVALUE
= '3'
const char
FIX::MDEntryType_OPENINTEREST
= 'C'
const char
FIX::MDEntryType_CLOSING_PRICE
= '5'
const char
FIX::MDEntryType_PRIOR_SETTLE_PRICE
= 'M'
const char
FIX::MDEntryType_TRADING_SESSION_VWAP_PRICE
= '9'
const char
FIX::MDEntryType_TRADING_SESSION_LOW_PRICE
= '8'
const char
FIX::MDEntryType_SETTLE_HIGH_PRICE
= 'K'
const char
FIX::MDEntryType_IMBALANCE
= 'A'
const char
FIX::MDEntryType_FIXING_PRICE
= 'W'
const char
FIX::MDEntryType_CASH_RATE
= 'X'
const char
FIX::MDEntryType_CLOSING
= '5'
const char
FIX::MDEntryType_OPENING
= '4'
const char
FIX::MDEntryType_OPENING_PRICE
= '4'
const char
FIX::MDEntryType_TRADINGHIGH
= '7'
const char
FIX::MDEntryType_TRADEVOLUME
= 'B'
const char
FIX::MDEntryType_TRADE
= '2'
const char
FIX::MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS
= 'V'
const char
FIX::MDEntryType_SIMULATED_SELL_PRICE
= 'E'
const char
FIX::MDEntryType_EMPTY_BOOK
= 'J'
const char
FIX::MDEntryType_AUCTION_CLEARING_PRICE
= 'Q'
const char
FIX::MDEntryType_BID
= '0'
const char
FIX::MDEntryType_RECOVERY_RATE_FOR_SHORT
= 'a'
const char
FIX::MDEntryType_SIMULATED_BUY_PRICE
= 'F'
const char
FIX::MDEntryType_EARLY_PRICES
= 'P'
const char
FIX::MDEntryType_TRADINGLOW
= '8'
const char
FIX::MDEntryType_TRADING_SESSION_HIGH_PRICE
= '7'
const char
FIX::MDEntryType_INDEX_VALUE
= '3'
const char
FIX::MDEntryType_RECOVERY_RATE_FOR_LONG
= 'Z'
const char
FIX::MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS
= 'R'
const char
FIX::MDEntryType_MID_PRICE
= 'H'
const char
FIX::MDEntryType_SETTLEMENT
= '6'
const char
FIX::MDEntryType_RECOVERY_RATE
= 'Y'
const char
FIX::MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS
= 'T'
const char
FIX::MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS
= 'U'
const char
FIX::MDEntryType_TRADE_VOLUME
= 'B'
const char
FIX::MDEntryType_MARGIN_RATE
= 'G'
const char
FIX::MDEntryType_SETTLE_LOW_PRICE
= 'L'
const char
FIX::MDEntryType_SESSION_LOW_OFFER
= 'O'
const char
FIX::MDEntryType_TRADINGVWAP
= '9'
const char
FIX::MDEntryType_SETTLEMENT_PRICE
= '6'
const char
FIX::MDEntryType_OFFER
= '1'
const int
FIX::PegMoveType_FLOATING
= 0
const int
FIX::PegMoveType_FIXED
= 1
const int
FIX::AvgPxIndicator_NOAVERAGEPRICING
= 0
const int
FIX::AvgPxIndicator_NO_AVERAGE_PRICING
= 0
const int
FIX::AvgPxIndicator_LASTTRADEAVERAGEPRICEGROUP
= 2
const int
FIX::AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID
= 1
const int
FIX::AvgPxIndicator_TRADEAVERAGEPRICEGROUP
= 1
const int
FIX::AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID
= 2
const char
FIX::CancellationRights_NO_WAIVER_AGREEMENT
= 'M'
const char
FIX::CancellationRights_NO_M
= 'M'
const char
FIX::CancellationRights_NO_N
= 'N'
const char
FIX::CancellationRights_NOINSTIT
= 'O'
const char
FIX::CancellationRights_NO_INSTITUTIONAL
= 'O'
const char
FIX::CancellationRights_YES
= 'Y'
const char
FIX::CancellationRights_NO_O
= 'O'
const char
FIX::CancellationRights_NOEXECONLY
= 'N'
const char
FIX::CancellationRights_NO_EXECUTION_ONLY
= 'N'
const char
FIX::CancellationRights_NOWAIVER
= 'M'
const char
FIX::ExecPriceType_CREATIONPRICEADJAMT
= 'E'
const char
FIX::ExecPriceType_CREATION_PRICE
= 'C'
const char
FIX::ExecPriceType_CREATIONPRICE
= 'C'
const char
FIX::ExecPriceType_SINGLEPRICE
= 'S'
const char
FIX::ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT
= 'D'
const char
FIX::ExecPriceType_OFFERPRICE
= 'O'
const char
FIX::ExecPriceType_BIDPRICE
= 'B'
const char
FIX::ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT
= 'P'
const char
FIX::ExecPriceType_CREATIONPRICEADJPCT
= 'D'
const char
FIX::ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT
= 'Q'
const char
FIX::ExecPriceType_OFFERPRICEMINUSADJAMT
= 'Q'
const char
FIX::ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT
= 'E'
const char
FIX::ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT
= 'P'
const char
FIX::ExecPriceType_OFFERPRICEMINUSADJPCT
= 'P'
const char
FIX::ExecPriceType_BID_PRICE
= 'B'
const char
FIX::ExecPriceType_SINGLE_PRICE
= 'S'
const char
FIX::ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT
= 'D'
const char
FIX::ExecPriceType_OFFER_PRICE
= 'O'
const int
FIX::AllocSettlInstType_PHONEFORINSTRUCTIONS
= 4
const int
FIX::AllocSettlInstType_SSIDBIDSPROVIDED
= 3
const int
FIX::AllocSettlInstType_FULLDETAILSPROVIDED
= 2
const int
FIX::AllocSettlInstType_USEDEFAULTINSTRUCTIONS
= 0
const int
FIX::AllocSettlInstType_SSI_DB_IDS_PROVIDED
= 3
const int
FIX::AllocSettlInstType_PHONE_FOR_INSTRUCTIONS
= 4
const int
FIX::AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED
= 1
const int
FIX::AllocSettlInstType_FULL_DETAILS_PROVIDED
= 2
const int
FIX::AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS
= 0
const int
FIX::AllocSettlInstType_DERIVEFROMPARAMETERSPROVIDED
= 1
const int
FIX::StatsType_AVERAGE_PRICE
= 3
const int
FIX::StatsType_HIGH
= 2
const int
FIX::StatsType_EXCHANGE_LAST
= 1
const int
FIX::StatsType_TURNOVER
= 4
const int
FIX::TradSesMode_SIMULATED
= 2
const int
FIX::TradSesMode_PRODUCTION
= 3
const int
FIX::TradSesMode_TESTING
= 1
const char
FIX::SettlInstSource_INSTITUTIONS_INSTRUCTIONS
= '2'
const char
FIX::SettlInstSource_BROKERS_INSTRUCTIONS
= '1'
const char
FIX::SettlInstSource_INVESTORCIV
= '3'
const char
FIX::SettlInstSource_INVESTOR
= '3'
const char
FIX::SettlInstSource_INSTINSTR
= '2'
const char
FIX::SettlInstSource_BROKERINSTR
= '1'
const int
FIX::ExpType_DIFFERENCE
= 5
const int
FIX::ExpType_FINAL_WILL_BE_EXERCISED
= 3
const int
FIX::ExpType_NON_AUTO_EXERCISE
= 2
const int
FIX::ExpType_CONTRARY_INTENTION
= 4
const int
FIX::ExpType_AUTO_EXERCISE
= 1
const char
FIX::SettlInstTransType_REPLACE
= 'R'
const char
FIX::SettlInstTransType_NEW
= 'N'
const char
FIX::SettlInstTransType_RESTATE
= 'T'
const char
FIX::SettlInstTransType_CANCEL
= 'C'
const int
FIX::TradeRequestResult_TRADEREQUESTTYPENOTSUPPORTED
= 8
const int
FIX::TradeRequestResult_INVALIDORUNKNOWNINSTRUMENT
= 1
const int
FIX::TradeRequestResult_INVALID_DESTINATION_REQUESTED
= 5
const int
FIX::TradeRequestResult_UNAUTHORIZED_ROR_TRADE_CAPTURE_REPORT_REQUEST
= 9
const int
FIX::TradeRequestResult_INVALIDTRANSPORTTYPEREQUESTED
= 4
const int
FIX::TradeRequestResult_INVALIDPARTIES
= 3
const int
FIX::TradeRequestResult_INVALIDDESTINATIONREQUESTED
= 5
const int
FIX::TradeRequestResult_SUCCESSFUL
= 0
const int
FIX::TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT
= 1
const int
FIX::TradeRequestResult_OTHER
= 99
const int
FIX::TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED
= 2
const int
FIX::TradeRequestResult_INVALID_PARTIES
= 3
const int
FIX::TradeRequestResult_UNAUTHORIZEDFORTRADECAPTUREREPORTREQUEST
= 9
const int
FIX::TradeRequestResult_NOT_AUTHORIZED
= 9
const int
FIX::TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED
= 4
const int
FIX::TradeRequestResult_INVALIDTYPEOFTRADEREQUESTED
= 2
const int
FIX::TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED
= 8
const char
FIX::TestMessageIndicator_NO
= 'N'
const char
FIX::TestMessageIndicator_YES
= 'Y'
const int
FIX::ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE
= 2
const int
FIX::ExpirationCycle_EXPIREONTRADINGSESSIONOPEN
= 1
const int
FIX::ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE
= 0
const int
FIX::ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN
= 1
const int
FIX::ExpirationCycle_EXPIREONTRADINGSESSIONCLOSE
= 0
const int
FIX::AllocCancReplaceReason_ORIGINALDETAILSINCORRECT
= 1
const int
FIX::AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS
= 2
const int
FIX::AllocCancReplaceReason_OTHER
= 99
const int
FIX::AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT
= 1
const int
FIX::AllocCancReplaceReason_CHANGEINUNDERLYINGORDERDETAILS
= 2
const int
FIX::CxlRejReason_DUPLICATE_CLORDID
= 6
const int
FIX::CxlRejReason_UNABLETOPROCESS
= 4
const int
FIX::CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE
= 7
const int
FIX::CxlRejReason_DUPCLORDID
= 6
const int
FIX::CxlRejReason_DUPLICATE_CLORDID_RECEIVED
= 6
const int
FIX::CxlRejReason_UNKNOWN_ORDER
= 1
const int
FIX::CxlRejReason_TOO_LATE_TO_CANCEL
= 0
const int
FIX::CxlRejReason_TOOLATE
= 0
const int
FIX::CxlRejReason_ORIGORDMODTIME
= 5
const int
FIX::CxlRejReason_INVALID_PRICE_INCREMENT
= 18
const int
FIX::CxlRejReason_BROKEROPT
= 2
const int
FIX::CxlRejReason_ALREADYPENDINGCXL
= 3
const int
FIX::CxlRejReason_OTHER
= 99
const int
FIX::CxlRejReason_BROKER
= 2
const int
FIX::CxlRejReason_BROKER_OPTION
= 2
const int
FIX::CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST
= 4
const int
FIX::CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS
= 3
const int
FIX::CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND
= 8
const int
FIX::CxlRejReason_ORIGORDMODTIMEMISMATCH
= 5
const int
FIX::CxlRejReason_ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER
= 5
const int
FIX::CxlRejReason_UNKNOWN
= 1
const int
FIX::RespondentType_SPECIFIED_MARKET_PARTICIPANTS
= 2
const int
FIX::RespondentType_ALL_MARKET_MAKERS
= 3
const int
FIX::RespondentType_ALL_MARKET_PARTICIPANTS
= 1
const int
FIX::RespondentType_PRIMARY_MARKET_MAKER
= 4
const char
FIX::DKReason_NO_MATCHING_ORDER
= 'D'
const char
FIX::DKReason_UNKNOWNSYMBOL
= 'A'
const char
FIX::DKReason_PRICE_EXCEEDS_LIMIT
= 'E'
const char
FIX::DKReason_QUANTITYEXCEEDSORDER
= 'C'
const char
FIX::DKReason_QUANTITY_EXCEEDS_ORDER
= 'C'
const char
FIX::DKReason_UNKNOWN_SYMBOL
= 'A'
const char
FIX::DKReason_OTHER
= 'Z'
const char
FIX::DKReason_WRONGSIDE
= 'B'
const char
FIX::DKReason_CALCULATIONDIFFERENCE
= 'F'
const char
FIX::DKReason_PRICEEXCEEDSLIMIT
= 'E'
const char
FIX::DKReason_WRONG_SIDE
= 'B'
const char
FIX::DKReason_CALCULATION_DIFFERENCE
= 'F'
const char
FIX::DKReason_NOMATCH
= 'D'
const char
FIX::PositionEffect_DEFAULT
= 'D'
const char
FIX::PositionEffect_CLOSE
= 'C'
const char
FIX::PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN
= 'N'
const char
FIX::PositionEffect_OPEN
= 'O'
const char
FIX::PositionEffect_FIFO
= 'F'
const char
FIX::PositionEffect_ROLLED
= 'R'
const char
FIX::TriggerAction_ACTIVATE
= '1'
const char
FIX::TriggerAction_MODIFY
= '2'
const char
FIX::TriggerAction_CANCEL
= '3'
const int
FIX::ClearingInstruction_BILATERALNETTINGONLY
= 2
const int
FIX::ClearingInstruction_SPECIALTRADE
= 4
const int
FIX::ClearingInstruction_EXCLUDE_FROM_ALL_NETTING
= 1
const int
FIX::ClearingInstruction_AUTOMATIC_POSTING_MODE
= 9
const int
FIX::ClearingInstruction_EXCLEARING
= 3
const int
FIX::ClearingInstruction_MULTILATERAL_NETTING
= 5
const int
FIX::ClearingInstruction_CLEARAGAINSTCENTRALCOUNTERPARTY
= 6
const int
FIX::ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY
= 7
const int
FIX::ClearingInstruction_AUTOMATIC_GIVE_UP_MODE
= 10
const int
FIX::ClearingInstruction_CUSTOMER_TRADE
= 12
const int
FIX::ClearingInstruction_AUTOMATICPOSTINGMODETRADEPOSTINGTOTHEPOSITIONACCOUNTNUMBERSPECIFIED
= 9
const int
FIX::ClearingInstruction_EX_CLEARING
= 3
const int
FIX::ClearingInstruction_QUALIFIEDSERVICEREPRESENTATIVEQSR
= 11
const int
FIX::ClearingInstruction_MULTILATERALNETTING
= 5
const int
FIX::ClearingInstruction_PROCESSNORMALLY
= 0
const int
FIX::ClearingInstruction_EXCLUDEFROMALLNETTING
= 1
const int
FIX::ClearingInstruction_SELFCLEARING
= 13
const int
FIX::ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY
= 6
const int
FIX::ClearingInstruction_BILATERAL_NETTING_ONLY
= 2
const int
FIX::ClearingInstruction_EXCLUDEFROMCENTRALCOUNTERPARTY
= 7
const int
FIX::ClearingInstruction_MANUALMODEPREPOSTINGANDORPREGIVEUP
= 8
const int
FIX::ClearingInstruction_CUSTOMERTRADE
= 12
const int
FIX::ClearingInstruction_PROCESS_NORMALLY
= 0
const int
FIX::ClearingInstruction_SPECIAL_TRADE
= 4
const int
FIX::ClearingInstruction_MANUAL_MODE
= 8
const int
FIX::ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR
= 11
const int
FIX::ClearingInstruction_AUTOMATICGIVEUPMODETRADEGIVEUPTOTHEGIVEUPDESTINATIONNUMBERSPECIFIED
= 10
const int
FIX::ClearingInstruction_SELF_CLEARING
= 13
const char
FIX::OpenCloseSettlFlag_SESSION_OPEN
= '1'
const char
FIX::OpenCloseSettlFlag_EXPECTED_ENTRY
= '3'
const char
FIX::OpenCloseSettlFlag_THEORETICALPRICE
= '5'
const char
FIX::OpenCloseSettlFlag_ENTRYFROMPREVBUSINESSDAY
= '4'
const char
FIX::OpenCloseSettlFlag_DAILY_OPEN
= '0'
const char
FIX::OpenCloseSettlFlag_DAILYOPEN
= '0'
const char
FIX::OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE
= '5'
const char
FIX::OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY
= '2'
const char
FIX::OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY
= '4'
const char
FIX::OpenCloseSettlFlag_DELIVERYSETTLEMENT
= '2'
const char
FIX::OpenCloseSettlFlag_SESSIONOPEN
= '1'
const char
FIX::OpenCloseSettlFlag_EXPECTEDENTRY
= '3'
const int
FIX::DiscretionMoveType_FLOATING
= 0
const int
FIX::DiscretionMoveType_FIXED
= 1
const int
FIX::MDUpdateType_INCREMENTAL_REFRESH
= 1
const int
FIX::MDUpdateType_FULL_REFRESH
= 0
const int
FIX::MDUpdateType_FULL
= 0
const int
FIX::MDUpdateType_INCREMENTAL
= 1
const char
FIX::TickDirection_MINUS_TICK
= '2'
const char
FIX::TickDirection_ZERO_PLUS_TICK
= '1'
const char
FIX::TickDirection_ZERO_MINUS_TICK
= '3'
const char
FIX::TickDirection_PLUS_TICK
= '0'
const char
FIX::TickDirection_PLUS
= '0'
const char
FIX::TickDirection_ZEROPLUS
= '1'
const char
FIX::TickDirection_MINUS
= '2'
const char
FIX::TickDirection_ZEROMINUS
= '3'
const char
FIX::YieldType_MARK_TO_MARKET_YIELD
[] = "MARK"
const char
FIX::YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER
[] = "LASTQUARTER"
const char
FIX::YieldType_YIELD_TO_MATURITY
[] = "MATURITY"
const char
FIX::YieldType_YIELDTOTENDERDATE
[] = "TENDER"
const char
FIX::YieldType_PREVIOUS_CLOSE_YIELD
[] = "PREVCLOSE"
const char
FIX::YieldType_COMPOUND_YIELD_THE_YIELD_OF_CERTAIN_JAPANESE_BONDS_BASED_ON_ITS_PRICE_CERTAIN_JAPANESE_BONDS_HAVE_IRREGULAR_FIRST_OR_LAST_COUPONS_AND_THE_YIELD_IS_CALCULATED_COMPOUND_FOR_THESE_IRREGULAR_PERIODS
[] = "COMPOUND"
const char
FIX::YieldType_YIELDTOSHORTESTAVERAGELIFE
[] = "SHORTAVGLIFE"
const char
FIX::YieldType_YIELD_AT_ISSUE
[] = "ATISSUE"
const char
FIX::YieldType_YIELD_TO_NEXT_REFUND
[] = "NEXTREFUND"
const char
FIX::YieldType_YIELDATISSUE
[] = "ATISSUE"
const char
FIX::YieldType_CLOSINGYIELD
[] = "CLOSE"
const char
FIX::YieldType_GVNTEQUIVALENTYIELD
[] = "GOVTEQUIV"
const char
FIX::YieldType_ANNUALYIELD
[] = "ANNUAL"
const char
FIX::YieldType_AFTER_TAX_YIELD
[] = "AFTERTAX"
const char
FIX::YieldType_GVNT_EQUIVALENT_YIELD
[] = "GOVTEQUIV"
const char
FIX::YieldType_YIELDCHANGESINCECLOSE
[] = "CHANGE"
const char
FIX::YieldType_YIELDTOMATURITY
[] = "MATURITY"
const char
FIX::YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE_SAME_AS_AVGLIFE_ABOVE
[] = "SHORTAVGLIFE"
const char
FIX::YieldType_YIELD_CHANGE_SINCE_CLOSE_THE_CHANGE_IN_THE_YIELD_SINCE_THE_PREVIOUS_DAYS_CLOSING_YIELD
[] = "CHANGE"
const char
FIX::YieldType_SEMI
[] = "SEMIANNUAL"
const char
FIX::YieldType_CURRENT_YIELD_ANNUAL_INTEREST_ON_A_BOND_DIVIDED_BY_THE_MARKET_VALUE_THE_ACTUAL_INCOME_RATE_OF_RETURN_AS_OPPOSED_TO_THE_COUPON_RATE_EXPRESSED_AS_A_PERCENTAGE
[] = "CURRENT"
const char
FIX::YieldType_CLOSING_YIELD_MOST_RECENT_YEAR
[] = "LASTYEAR"
const char
FIX::YieldType_YIELD_TO_NEXT_CALL
[] = "CALL"
const char
FIX::YieldType_YIELD_CHANGE_SINCE_CLOSE
[] = "CHANGE"
const char
FIX::YieldType_PROCEEDS_YIELD
[] = "PROCEEDS"
const char
FIX::YieldType_YIELD_TO_MATURITY_THE_YIELD_OF_A_BOND_TO_ITS_MATURITY_DATE
[] = "MATURITY"
const char
FIX::YieldType_TAX_EQUIVALENT_YIELD_THE_AFTER_TAX_YIELD_GROSSED_UP_BY_THE_MAXIMUM_FEDERAL_TAX_RATE_OF_396_FOR_COMPARISON_TO_TAXABLE_YIELDS
[] = "TAXEQUIV"
const char
FIX::YieldType_INVERSE_FLOATER_BOND_YIELD_INVERSE_FLOATER_SEMI_ANNUAL_BOND_EQUIVALENT_RATE
[] = "INVERSEFLOATER"
const char
FIX::YieldType_CURRENT_YIELD
[] = "CURRENT"
const char
FIX::YieldType_SIMPLEYIELD
[] = "SIMPLE"
const char
FIX::YieldType_TRUEGROSSYIELD
[] = "GROSS"
const char
FIX::YieldType_COMPOUND_YIELD
[] = "COMPOUND"
const char
FIX::YieldType_CLOSINGYIELDMOSTRECENTYEAR
[] = "LASTYEAR"
const char
FIX::YieldType_BOOK_YIELD_THE_YIELD_OF_A_SECURITY_CALCULATED_BY_USING_ITS_BOOK_VALUE_INSTEAD_OF_THE_CURRENT_MARKET_PRICE_THIS_TERM_IS_TYPICALLY_USED_IN_THE_US_DOMESTIC_MARKET
[] = "BOOK"
const char
FIX::YieldType_YIELD_TO_NEXT_PUT_THE_YIELD_TO_THE_DATE_AT_WHICH_THE_BOND_HOLDER_CAN_NEXT_PUT_THE_BOND_TO_THE_ISSUER
[] = "PUT"
const char
FIX::YieldType_GOVERNMENT_EQUIVALENT_YIELD_ASK_YIELD_BASED_ON_SEMI_ANNUAL_COUPONS_COMPOUNDING_IN_ALL_PERIODS_AND_ACTUAL_ACTUAL_CALENDAR
[] = "GOVTEQUIV"
const char
FIX::YieldType_YIELD_TO_TENDER_DATE_THE_YIELD_ON_A_MUNICIPAL_BOND_TO_ITS_MANDATORY_TENDER_DATE
[] = "TENDER"
const char
FIX::YieldType_YIELD_TO_AVG_MATURITY
[] = "AVGMATURITY"
const char
FIX::YieldType_YIELD_TO_TENDER_DATE
[] = "TENDER"
const char
FIX::YieldType_PROCEEDSYIELD
[] = "PROCEEDS"
const char
FIX::YieldType_OPEN_AVERAGE_YIELD_THE_AVERAGE_YIELD_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO
[] = "OPENAVG"
const char
FIX::YieldType_ANNUAL_YIELD
[] = "ANNUAL"
const char
FIX::YieldType_YIELD_TO_WORST
[] = "WORST"
const char
FIX::YieldType_BOOK_YIELD
[] = "BOOK"
const char
FIX::YieldType_YIELD_TO_NEXT_PUT
[] = "PUT"
const char
FIX::YieldType_CLOSING_YIELD_MOST_RECENT_MONTH_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_MONTHS_END
[] = "LASTMONTH"
const char
FIX::YieldType_CLOSING_YIELD_MOST_RECENT_YEAR_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_YEARS_END
[] = "LASTYEAR"
const char
FIX::YieldType_OPENAVERAGEYIELD
[] = "OPENAVG"
const char
FIX::YieldType_TRUE_YIELD
[] = "TRUE"
const char
FIX::YieldType_TAX_EQUIVALENT_YIELD
[] = "TAXEQUIV"
const char
FIX::YieldType_TRUE_GROSS_YIELD
[] = "GROSS"
const char
FIX::YieldType_INVERSE_FLOATER_BOND_YIELD
[] = "INVERSEFLOATER"
const char
FIX::YieldType_TRUE_YIELD_THE_YIELD_CALCULATED_WITH_COUPON_DATES_MOVED_FROM_A_WEEKEND_OR_HOLIDAY_TO_THE_NEXT_VALID_SETTLEMENT_DATE
[] = "TRUE"
const char
FIX::YieldType_SEMI_ANNUAL_YIELD_THE_YIELD_OF_A_BOND_WHOSE_COUPON_PAYMENTS_ARE_REINVESTED_SEMI_ANNUALLY
[] = "SEMIANNUAL"
const char
FIX::YieldType_AFTERTAXYIELD
[] = "AFTERTAX"
const char
FIX::YieldType_CLOSING_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE
[] = "CLOSE"
const char
FIX::YieldType_YIELDTOWORSTCONVENTION
[] = "WORST"
const char
FIX::YieldType_PREVIOUS_CLOSE_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_1_DAY_AGO
[] = "PREVCLOSE"
const char
FIX::YieldType_COMPOUNDYIELD
[] = "COMPOUND"
const char
FIX::YieldType_YIELD_VALUE_OF_1_32_THE_AMOUNT_THAT_THE_YIELD_WILL_CHANGE_FOR_A_1_32ND_CHANGE_IN_PRICE
[] = "VALUE1/32"
const char
FIX::YieldType_YIELD_TO_LONGEST_AVERAGE
[] = "LONGEST"
const char
FIX::YieldType_PREVIOUSCLOSEYIELD
[] = "PREVCLOSE"
const char
FIX::YieldType_CLOSINGYIELDMOSTRECENTMONTH
[] = "LASTMONTH"
const char
FIX::YieldType_CLOSING_YIELD_MOST_RECENT_MONTH
[] = "LASTMONTH"
const char
FIX::YieldType_YIELD_TO_AVERAGE_LIFE_THE_YIELD_ASSUMING_THAT_ALL_SINKS
[] = "AVGLIFE"
const char
FIX::YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_QUARTERS_END
[] = "LASTQUARTER"
const char
FIX::YieldType_YIELD_TO_SHORTEST_AVERAGE
[] = "SHORTEST"
const char
FIX::YieldType_TAXEQUIVALENTYIELD
[] = "TAXEQUIV"
const char
FIX::YieldType_MOSTRECENTCLOSINGYIELD
[] = "LASTCLOSE"
const char
FIX::YieldType_MARKTOMARKETYIELD
[] = "MARK"
const char
FIX::YieldType_CURRENTYIELD
[] = "CURRENT"
const char
FIX::YieldType_OPEN_AVERAGE_YIELD
[] = "OPENAVG"
const char
FIX::YieldType_TRUE_GROSS_YIELD_YIELD_CALCULATED_USING_THE_PRICE_INCLUDING_ACCRUED_INTEREST_WHERE_COUPON_DATES_ARE_MOVED_FROM_HOLIDAYS_AND_WEEKENDS_TO_THE_NEXT_TRADING_DAY
[] = "GROSS"
const char
FIX::YieldType_YIELD_WITH_INFLATION_ASSUMPTION
[] = "INFLATION"
const char
FIX::YieldType_YIELDTONEXTREFUNDSINKING
[] = "NEXTREFUND"
const char
FIX::YieldType_PROCEEDS_YIELD_THE_CD_EQUIVALENT_YIELD_WHEN_THE_REMAINING_TIME_TO_MATURITY_IS_LESS_THAN_TWO_YEARS
[] = "PROCEEDS"
const char
FIX::YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE_THE_YIELD_ASSUMING_ONLY_MANDATORY_SINKS_ARE_TAKEN_THIS_RESULTS_IN_A_LOWER_PAYDOWN_OF_DEBT_THE_YIELD_IS_THEN_CALCULATED_TO_THE_FINAL_PAYMENT_DATE
[] = "LONGAVGLIFE"
const char
FIX::YieldType_MARK_TO_MARKET_YIELD_AN_ADJUSTMENT_IN_THE_VALUATION_OF_A_SECURITIES_PORTFOLIO_TO_REFLECT_THE_CURRENT_MARKET_VALUES_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO
[] = "MARK"
const char
FIX::YieldType_SIMPLE_YIELD
[] = "SIMPLE"
const char
FIX::YieldType_YIELD_TO_AVERAGE_MATURITY
[] = "AVGMATURITY"
const char
FIX::YieldType_YIELD_TO_WORST_CONVENTION_THE_LOWEST_YIELD_TO_ALL_POSSIBLE_REDEMPTION_DATE_SCENARIOS
[] = "WORST"
const char
FIX::YieldType_YIELD_TO_NEXT_CALL_THE_YIELD_OF_A_BOND_TO_THE_NEXT_POSSIBLE_CALL_DATE
[] = "CALL"
const char
FIX::YieldType_YIELDTOAVGMATURITY
[] = "AVGMATURITY"
const char
FIX::YieldType_YIELDTOLONGESTAVERAGELIFE
[] = "LONGAVGLIFE"
const char
FIX::YieldType_ANNUAL_YIELD_THE_ANNUAL_INTEREST_OR_DIVIDEND_INCOME_AN_INVESTMENT_EARNS_EXPRESSED_AS_A_PERCENTAGE_OF_THE_INVESTMENTS_TOTAL_VALUE
[] = "ANNUAL"
const char
FIX::YieldType_SEMI_ANNUAL_YIELD
[] = "SEMIANNUAL"
const char
FIX::YieldType_MOST_RECENT_CLOSING_YIELD
[] = "LASTCLOSE"
const char
FIX::YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE
[] = "SHORTAVGLIFE"
const char
FIX::YieldType_CLOSING_YIELD
[] = "CLOSE"
const char
FIX::YieldType_YIELDINFLATIONASSUMPTION
[] = "INFLATION"
const char
FIX::YieldType_YIELD_WITH_INFLATION_ASSUMPTION_BASED_ON_PRICE_THE_RETURN_AN_INVESTOR_WOULD_REQUIRE_ON_A_NORMAL_BOND_THAT_WOULD_MAKE_THE_REAL_RETURN_EQUAL_TO_THAT_OF_THE_INFLATION_INDEXED_BOND_ASSUMING_A_CONSTANT_INFLATION_RATE
[] = "INFLATION"
const char
FIX::YieldType_TRUEYIELD
[] = "TRUE"
const char
FIX::YieldType_CLOSINGYIELDMOSTRECENTQUARTER
[] = "LASTQUARTER"
const char
FIX::YieldType_YIELD_VALUE_OF_1_32
[] = "VALUE1_32"
const char
FIX::YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE
[] = "LONGAVGLIFE"
const char
FIX::YieldType_INVFLOATERBONDYIELD
[] = "INVERSEFLOATER"
const char
FIX::YieldType_MOST_RECENT_CLOSING_YIELD_THE_LAST_AVAILABLE_YIELD_STORED_IN_HISTORY_COMPUTED_USING_PRICE
[] = "LASTCLOSE"
const char
FIX::YieldType_YIELDTONEXTPUT
[] = "PUT"
const char
FIX::YieldType_YIELDTONEXTCALL
[] = "CALL"
const char
FIX::YieldType_SIMPLE_YIELD_THE_YIELD_OF_A_BOND_ASSUMING_NO_REINVESTMENT_OF_COUPON_PAYMENTS
[] = "SIMPLE"
const char
FIX::YieldType_BOOKYIELD
[] = "BOOK"
const char
FIX::YieldType_YIELDVALUEOF132
[] = "VALUE1_32"
const int
FIX::PegScope_NATIONAL_XXCLUDING_LOCAL
= 4
const int
FIX::PegScope_NATIONAL_EXCLUDING_LOCAL
= 4
const int
FIX::PegScope_LOCAL
= 1
const int
FIX::PegScope_NATIONALEXCLUDINGLOCAL
= 4
const int
FIX::PegScope_GLOBAL
= 3
const int
FIX::PegScope_NATIONAL
= 2
const int
FIX::PegScope_LOCALEXCHANGEECNATS
= 1
const int
FIX::SettlDeliveryType_TRI_PARTY
= 2
const int
FIX::SettlDeliveryType_HOLD_IN_CUSTODY
= 3
const int
FIX::SettlDeliveryType_FREE
= 1
const int
FIX::SettlDeliveryType_VERSUS_PAYMENT_DELIVER
= 0
const int
FIX::SettlDeliveryType_FREE_DELIVER
= 1
const int
FIX::SettlDeliveryType_VERSUS_PAYMENT
= 0
const int
FIX::DiscretionLimitType_STRICT
= 1
const int
FIX::DiscretionLimitType_ORWORSE
= 2
const int
FIX::DiscretionLimitType_OR_BETTER
= 0
const int
FIX::DiscretionLimitType_OR_WORSE
= 2
const int
FIX::DiscretionLimitType_ORBETTER
= 0
const int
FIX::PartyDetailsRequestResult_UNSUPPORTED_PARTYLISTRESPONSETYPE
= 3
const int
FIX::PartyDetailsRequestResult_PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE
= 5
const int
FIX::PartyDetailsRequestResult_VALID_REQUEST
= 0
const int
FIX::PartyDetailsRequestResult_REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED
= 6
const int
FIX::PartyDetailsRequestResult_NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA
= 2
const int
FIX::PartyDetailsRequestResult_INVALID_OR_UNSUPPORTED_REQUEST
= 1
const int
FIX::PartyDetailsRequestResult_OTHER
= 99
const int
FIX::PartyDetailsRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA
= 4
const char
FIX::ExerciseMethod_AUTOMATIC
= 'A'
const char
FIX::ExerciseMethod_MANUAL
= 'M'
const char
FIX::WorkingIndicator_NO
= 'N'
const char
FIX::WorkingIndicator_YES
= 'Y'
const int
FIX::SideMultiLegReportingType_INDIVIDUALLEGOFAMULTILEGSECURITY
= 2
const int
FIX::SideMultiLegReportingType_SINGLE_SECURITY
= 1
const int
FIX::SideMultiLegReportingType_MULTILEG_SECURITY
= 3
const int
FIX::SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY
= 2
const int
FIX::SideMultiLegReportingType_MULTILEGSECURITY
= 3
const int
FIX::SideMultiLegReportingType_SINGLESECURITY
= 1
const int
FIX::ConfirmRejReason_MISSINGSETTLEMENTINSTRUCTIONS
= 2
const int
FIX::ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS
= 2
const int
FIX::ConfirmRejReason_MISMATCHEDACCOUNT
= 1
const int
FIX::ConfirmRejReason_MISMATCHED_ACCOUNT
= 1
const int
FIX::ConfirmRejReason_OTHER
= 99
const char
FIX::BidRequestTransType_NEW
= 'N'
const char
FIX::BidRequestTransType_NO
= 'N'
const char
FIX::BidRequestTransType_CANCEL
= 'C'
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY
= 1
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP
= 9
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY
= 11
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE
= 5
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE
= 4
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY
= 2
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION
= 6
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT
= 8
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET
= 7
const int
FIX::MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED
= 0
const int
FIX::MassActionRejectReason_OTHER
= 99
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER
= 10
const int
FIX::MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT
= 3
const int
FIX::CollApplType_GENERAL
= 1
const int
FIX::CollApplType_SPECIFIC_DEPOSIT
= 0
const int
FIX::ConfirmType_CONFIRMATION
= 2
const int
FIX::ConfirmType_CONFIRMATION_REQUEST_REJECTED
= 3
const int
FIX::ConfirmType_CONFIRMATIONREQUESTREJECTED
= 3
const int
FIX::ConfirmType_STATUS
= 1
const int
FIX::MDQuoteType_INDICATIVE
= 0
const int
FIX::MDQuoteType_RESTRICTED_TRADEABLE
= 2
const int
FIX::MDQuoteType_INDICATIVE_AND_TRADEABLE
= 4
const int
FIX::MDQuoteType_TRADEABLE
= 1
const int
FIX::MDQuoteType_COUNTER
= 3
const int
FIX::QtyType_CONTRACTS
= 1
const int
FIX::QtyType_UNITS_OF_MEASURE_PER_TIME_UNIT
= 2
const int
FIX::QtyType_UNITS
= 0
const int
FIX::QuoteRespType_END_TRADE
= 7
const int
FIX::QuoteRespType_HITLIFT
= 1
const int
FIX::QuoteRespType_HIT_LIFT
= 1
const int
FIX::QuoteRespType_COVER
= 4
const int
FIX::QuoteRespType_DONE_AWAY
= 5
const int
FIX::QuoteRespType_DONEAWAY
= 5
const int
FIX::QuoteRespType_TIMED_OUT
= 8
const int
FIX::QuoteRespType_PASS
= 6
const int
FIX::QuoteRespType_EXPIRED
= 3
const int
FIX::QuoteRespType_COUNTER
= 2
const char
FIX::IOINaturalFlag_NO
= 'N'
const char
FIX::IOINaturalFlag_YES
= 'Y'
const char
FIX::SettlObligSource_INSTRUCTIONS_OF_BROKER
= '1'
const char
FIX::SettlObligSource_INVESTOR
= '3'
const char
FIX::SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION
= '2'
const int
FIX::TrdSubType_ON_HOURS_TRADE
= 34
const int
FIX::TrdSubType_INTERIM_PROTECTED_TRADE
= 38
const int
FIX::TrdSubType_K
= 16
const int
FIX::TrdSubType_LC
= 17
const int
FIX::TrdSubType_WN
= 31
const int
FIX::TrdSubType_CONVERTED_SWAP
= 36
const int
FIX::TrdSubType_B
= 15
const int
FIX::TrdSubType_M
= 18
const int
FIX::TrdSubType_RT
= 28
const int
FIX::TrdSubType_ONSET_DUE_TO_AN_ALLOCATION
= 6
const int
FIX::TrdSubType_CMTA
= 0
const int
FIX::TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT
= 1
const int
FIX::TrdSubType_DIFFERENTIAL_SPREAD
= 7
const int
FIX::TrdSubType_TRANSACTION_FROM_EXERCISE
= 9
const int
FIX::TrdSubType_TRANSACTION_FROM_ASSIGNMENT
= 10
const int
FIX::TrdSubType_N
= 19
const int
FIX::TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT
= 8
const int
FIX::TrdSubType_NR
= 21
const int
FIX::TrdSubType_SW
= 29
const int
FIX::TrdSubType_OTC_QUOTE
= 35
const int
FIX::TrdSubType_ADVISORY_FOR_CONTRA_SIDE
= 4
const int
FIX::TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION
= 5
const int
FIX::TrdSubType_P
= 22
const int
FIX::TrdSubType_CROSSED_TRADE
= 37
const int
FIX::TrdSubType_PA
= 23
const int
FIX::TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT
= 2
const int
FIX::TrdSubType_R
= 26
const int
FIX::TrdSubType_RO
= 27
const int
FIX::TrdSubType_WT
= 32
const int
FIX::TrdSubType_OFF_HOURS_TRADE
= 33
const int
FIX::TrdSubType_REJECT_FOR_SUBMITTING_SIDE
= 3
const int
FIX::TrdSubType_ONSET_DUT_TO_AN_ALLOCATION
= 6
const int
FIX::TrdSubType_AI
= 14
const int
FIX::TrdSubType_PC
= 24
const int
FIX::TrdSubType_PN
= 25
const int
FIX::TrdSubType_LARGE_IN_SCALE
= 39
const int
FIX::TrdSubType_NM
= 20
const int
FIX::TrdSubType_T
= 30
const int
FIX::TrdSubType_ACATS
= 11
const char
FIX::ExecTransType_NEW
= '0'
const char
FIX::ExecTransType_CORRECT
= '2'
const char
FIX::ExecTransType_CANCEL
= '1'
const char
FIX::ExecTransType_STATUS
= '3'
const char
FIX::DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR
= '0'
const char
FIX::DayBookingInst_ACCUMULATE
= '2'
const char
FIX::DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING_SPEAK_FIRST
= '1'
const char
FIX::DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR_AUTO
= '0'
const char
FIX::DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING
= '1'
const int
FIX::FlowScheduleType_NERC_EASTERN_OFF_PEAK
= 0
const int
FIX::FlowScheduleType_NERC_WESTERN_PEAK
= 4
const int
FIX::FlowScheduleType_NERC_EASTERN_PEAK
= 3
const int
FIX::FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH
= 2
const int
FIX::FlowScheduleType_NERC_WESTERN_OFF_PEAK
= 1
const int
FIX::MDOriginType_CROSS
= 2
const int
FIX::MDOriginType_OFF_BOOK
= 1
const int
FIX::MDOriginType_BOOK
= 0
const int
FIX::CollInquiryStatus_ACCEPTED_WITH_WARNINGS
= 1
const int
FIX::CollInquiryStatus_COMPLETED
= 2
const int
FIX::CollInquiryStatus_ACCEPTEDWITHWARNINGS
= 1
const int
FIX::CollInquiryStatus_REJECTED
= 4
const int
FIX::CollInquiryStatus_COMPLETEDWITHWARNINGS
= 3
const int
FIX::CollInquiryStatus_ACCEPTED
= 0
const int
FIX::CollInquiryStatus_COMPLETED_WITH_WARNINGS
= 3
const int
FIX::CPProgram_3A3
= 1
const int
FIX::CPProgram_OTHER
= 99
const int
FIX::CPProgram_3
= 1
const int
FIX::CPProgram_42
= 2
const int
FIX::CPProgram_4
= 2
const int
FIX::PosReqType_POSITIONS
= 0
const int
FIX::PosReqType_BACKOUT_MESSAGE
= 5
const int
FIX::PosReqType_DELTA_POSITIONS
= 6
const int
FIX::PosReqType_SETTLEMENT_ACTIVITY
= 4
const int
FIX::PosReqType_TRADES
= 1
const int
FIX::PosReqType_EXERCISES
= 2
const int
FIX::PosReqType_ASSIGNMENTS
= 3
const int
FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY
= 2
const int
FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY
= 1
const int
FIX::MassStatusReqType_STATUSSECURITYTYPE
= 5
const int
FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE
= 4
const int
FIX::MassStatusReqType_STATUSTRDSESSION
= 6
const int
FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID
= 8
const int
FIX::MassStatusReqType_STATUS_FOR_SECURITY_ISSUER
= 9
const int
FIX::MassStatusReqType_STATUSCFICODE
= 4
const int
FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION
= 6
const int
FIX::MassStatusReqType_STATUSUNDERLYINGSECURITY
= 2
const int
FIX::MassStatusReqType_STATUSPARTYID
= 8
const int
FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT
= 3
const int
FIX::MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE
= 5
const int
FIX::MassStatusReqType_STATUS_FOR_ALL_ORDERS
= 7
const int
FIX::MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY
= 10
const int
FIX::MassStatusReqType_STATUSSECURITY
= 1
const int
FIX::MassStatusReqType_STATUSPRODUCT
= 3
const int
FIX::MassStatusReqType_STATUSALLORDERS
= 7
const char
FIX::SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST
= '2'
const char
FIX::SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES
= '1'
const char
FIX::SubscriptionRequestType_SNAPSHOTUPDATE
= '1'
const char
FIX::SubscriptionRequestType_SNAPSHOT
= '0'
const char
FIX::SubscriptionRequestType_UNSUBSCRIBE
= '2'
const int
FIX::NewsCategory_MARKETPLACE_NEWS
= 1
const int
FIX::NewsCategory_TECHNICAL_NEWS
= 3
const int
FIX::NewsCategory_COMPANY_NEWS
= 0
const int
FIX::NewsCategory_OTHER_NEWS
= 99
const int
FIX::NewsCategory_FINANCIAL_MARKET_NEWS
= 2
const char
FIX::IOIQty_MEDIUM
[] = "M"
const char
FIX::IOIQty_1000000000
[] = "0"
const char
FIX::IOIQty_LARGE
[] = "L"
const char
FIX::IOIQty_SMALL
[] = "S"
const char
FIX::IOIQty_UNDISCLOSED_QUANTITY
[] = "U"
const int
FIX::ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION
= 2
const int
FIX::ApplResponseError_APPLICATION_DOES_NOT_EXIST
= 0
const int
FIX::ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE
= 1
const char
FIX::TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE
= 'D'
const char
FIX::TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE
= 'U'
const int
FIX::LastLiquidityInd_ADDEDLIQUIDITY
= 1
const int
FIX::LastLiquidityInd_LIQUIDITY_ROUTED_OUT
= 3
const int
FIX::LastLiquidityInd_LIQUIDITYROUTEDOUT
= 3
const int
FIX::LastLiquidityInd_AUCTION
= 4
const int
FIX::LastLiquidityInd_REMOVEDLIQUIDITY
= 2
const int
FIX::LastLiquidityInd_ADDED_LIQUIDITY
= 1
const int
FIX::LastLiquidityInd_REMOVED_LIQUIDITY
= 2
const int
FIX::StrikePriceDeterminationMethod_STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION
= 3
const int
FIX::StrikePriceDeterminationMethod_STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE
= 2
const int
FIX::StrikePriceDeterminationMethod_FIXED_STRIKE
= 1
const int
FIX::StrikePriceDeterminationMethod_STRIKE_SET_TO_OPTIMAL_VALUE
= 4
const int
FIX::TargetStrategy_MININIZEMARKETIMPACT
= 3
const int
FIX::TargetStrategy_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES
= 1000
const int
FIX::TargetStrategy_PARTICIPATE
= 2
const int
FIX::TargetStrategy_MININIZE_MARKET_IMPACT
= 3
const int
FIX::TargetStrategy_VWAP
= 1
const char
FIX::DueToRelated_NO
= 'N'
const char
FIX::DueToRelated_YES
= 'Y'
const char
FIX::UnderlyingCashType_DIFF
[] = "DIFF"
const char
FIX::UnderlyingCashType_FIXED
[] = "FIXED"
const int
FIX::CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT
= 2
const int
FIX::CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT
= 1
const int
FIX::CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER
= 3
const int
FIX::CustOrderCapacity_ALL_OTHER
= 4
const char
FIX::OwnershipType_JOINT_TRUSTEES
= '2'
const char
FIX::OwnershipType_JOINT_INVESTORS
= 'J'
const char
FIX::OwnershipType_TENANTS_IN_COMMON
= 'T'
const char
FIX::UnitOfMeasure_US_DOLLARS
[] = "USD"
const char
FIX::UnitOfMeasure_TROY_OUNCES
[] = "oz_tr"
const char
FIX::UnitOfMeasure_TONS
[] = "tn"
const char
FIX::UnitOfMeasure_BILLION_CUBIC_FEET
[] = "Bcf"
const char
FIX::UnitOfMeasure_ONE_MILLION_BTU
[] = "MMBtu"
const char
FIX::UnitOfMeasure_MEGAWATT_HOURS
[] = "MWh"
const char
FIX::UnitOfMeasure_MILLION_BARRELS
[] = "MMbbl"
const char
FIX::UnitOfMeasure_GALLONS
[] = "Gal"
const char
FIX::UnitOfMeasure_BARRELS
[] = "Bbl"
const char
FIX::UnitOfMeasure_POUNDS
[] = "lbs"
const char
FIX::UnitOfMeasure_METRIC_TONS
[] = "t"
const char
FIX::UnitOfMeasure_ALLOWANCES
[] = "Alw"
const char
FIX::UnitOfMeasure_BUSHELS
[] = "Bu"
const int
FIX::SecDefStatus_INVALID_DEFINITION_REQUEST
= 4
const int
FIX::SecDefStatus_PENDING_APPROVAL
= 0
const int
FIX::SecDefStatus_APPROVED
= 1
const int
FIX::SecDefStatus_UNAUTHORIZEDREQUEST
= 3
const int
FIX::SecDefStatus_PENDINGAPPROVAL
= 0
const int
FIX::SecDefStatus_UNAUTHORIZED_REQUEST
= 3
const int
FIX::SecDefStatus_INVALIDDEFINITIONREQUEST
= 4
const int
FIX::SecDefStatus_APPROVEDACCEPTED
= 1
const int
FIX::SecDefStatus_REJECTED
= 2
const char
FIX::SettlmntTyp_WHEN_AND_IF_ISSUED
= '7'
const char
FIX::SettlmntTyp_T_PLUS_1
= 'A'
const char
FIX::SettlmntTyp_FUTURE
= '6'
const char
FIX::SettlmntTyp_SELLERS_OPTION
= '8'
const char
FIX::SettlmntTyp_T_PLUS_2
= '3'
const char
FIX::SettlmntTyp_T_PLUS_3
= '4'
const char
FIX::SettlmntTyp_T_PLUS_4
= '5'
const char
FIX::SettlmntTyp_REGULAR
= '0'
const char
FIX::SettlmntTyp_T_PLUS_5
= '9'
const char
FIX::SettlmntTyp_WHEN_ISSUED
= '7'
const char
FIX::SettlmntTyp_NEXT_DAY
= '2'
const char
FIX::SettlmntTyp_CASH
= '1'
const int
FIX::TradePublishIndicator_DO_NOT_PUBLISH_TRADE
= 0
const int
FIX::TradePublishIndicator_DEFERRED_PUBLICATION
= 2
const int
FIX::TradePublishIndicator_PUBLISH_TRADE
= 1
const int
FIX::ApplResponseType_MESSAGES_NOT_AVAILABLE
= 2
const int
FIX::ApplResponseType_APPLICATION_DOES_NOT_EXIST
= 1
const int
FIX::ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED
= 0
const int
FIX::StandInstDbType_SID
= 1
const int
FIX::StandInstDbType_DTC_SID
= 1
const int
FIX::StandInstDbType_CUSTODIAN
= 3
const int
FIX::StandInstDbType_ALERT
= 2
const int
FIX::StandInstDbType_ACCOUNTNET
= 4
const int
FIX::StandInstDbType_A_GLOBAL_CUSTODIAN
= 3
const int
FIX::StandInstDbType_THOMSON_ALERT
= 2
const int
FIX::StandInstDbType_OTHER
= 0
const int
FIX::QuoteEntryStatus_CROSS_MARKET_WARNING
= 13
const int
FIX::QuoteEntryStatus_LOCKED_MARKET_WARNING
= 12
const int
FIX::QuoteEntryStatus_CANCELED_DUE_TO_CROSS_MARKET
= 15
const int
FIX::QuoteEntryStatus_CANCELED_DUE_TO_LOCK_MARKET
= 14
const int
FIX::QuoteEntryStatus_REJECTED
= 5
const int
FIX::QuoteEntryStatus_EXPIRED
= 7
const int
FIX::QuoteEntryStatus_REMOVED_FROM_MARKET
= 6
const int
FIX::QuoteEntryStatus_ACCEPTED
= 0
const int
FIX::QuoteEntryStatus_ACTIVE
= 16
const char
FIX::TriggerPriceType_BEST_MID
= '6'
const char
FIX::TriggerPriceType_BEST_BID_OR_LAST_TRADE
= '4'
const char
FIX::TriggerPriceType_BEST_BID
= '3'
const char
FIX::TriggerPriceType_BEST_OFFER_OR_LAST_TRADE
= '5'
const char
FIX::TriggerPriceType_BEST_OFFER
= '1'
const char
FIX::TriggerPriceType_LAST_TRADE
= '2'
const int
FIX::SideTrdSubTyp_EXTERNAL_TRANSFER
= 2
const int
FIX::SideTrdSubTyp_TRANSACTION_FROM_ASSIGNMENT
= 10
const int
FIX::SideTrdSubTyp_TRANSACTION_FROM_EXERCISE
= 9
const int
FIX::SideTrdSubTyp_DIFFERENTIAL_SPREAD
= 7
const int
FIX::SideTrdSubTyp_ONSET_DUE_TO_AN_ALLOCATION
= 6
const int
FIX::SideTrdSubTyp_REJECT_FOR_SUBMITTING_TRADE
= 3
const int
FIX::SideTrdSubTyp_CMTA
= 0
const int
FIX::SideTrdSubTyp_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT
= 8
const int
FIX::SideTrdSubTyp_INTERNAL_TRANSFER
= 1
const int
FIX::SideTrdSubTyp_OFFSET_DUE_TO_AN_ALLOCATION
= 5
const int
FIX::SideTrdSubTyp_ADVISORY_FOR_CONTRA_SIDE
= 4
const int
FIX::SettlInstReqRejCode_UNABLE_TO_PROCESS_REQUEST
= 0
const int
FIX::SettlInstReqRejCode_NOMATCHINGSETTLEMENTINSTRUCTIONSFOUND
= 2
const int
FIX::SettlInstReqRejCode_UNKNOWNACCOUNT
= 1
const int
FIX::SettlInstReqRejCode_UNABLETOPROCESSREQUEST
= 0
const int
FIX::SettlInstReqRejCode_UNKNOWN_ACCOUNT
= 1
const int
FIX::SettlInstReqRejCode_NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND
= 2
const int
FIX::SettlInstReqRejCode_OTHER
= 99
const char
FIX::Urgency_FLASH
= '1'
const char
FIX::Urgency_NORMAL
= '0'
const char
FIX::Urgency_BACKGROUND
= '2'
const int
FIX::CollAsgnTransType_REPLACE
= 1
const int
FIX::CollAsgnTransType_NEW
= 0
const int
FIX::CollAsgnTransType_REVERSE
= 4
const int
FIX::CollAsgnTransType_CANCEL
= 2
const int
FIX::CollAsgnTransType_RELEASE
= 3
const int
FIX::PaymentMethod_FED_WIRE
= 7
const int
FIX::PaymentMethod_ACHCREDIT
= 13
const int
FIX::PaymentMethod_TELEGRAPHICTRANSFER
= 6
const int
FIX::PaymentMethod_DIRECTDEBITBECS
= 9
const int
FIX::PaymentMethod_EUROCLEAR
= 3
const int
FIX::PaymentMethod_ACH_CREDIT
= 13
const int
FIX::PaymentMethod_TELEGRAPHIC_TRANSFER
= 6
const int
FIX::PaymentMethod_FEDWIRE
= 7
const int
FIX::PaymentMethod_CREDITCARD
= 11
const int
FIX::PaymentMethod_DIRECT_DEBIT
= 9
const int
FIX::PaymentMethod_CREDIT_CARD
= 11
const int
FIX::PaymentMethod_CHEQUE
= 5
const int
FIX::PaymentMethod_DIRECT_CREDIT
= 10
const int
FIX::PaymentMethod_CREST
= 1
const int
FIX::PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM
= 15
const int
FIX::PaymentMethod_DEBITCARD
= 8
const int
FIX::PaymentMethod_CLEARSTREAM
= 4
const int
FIX::PaymentMethod_BPAY
= 14
const int
FIX::PaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS
= 15
const int
FIX::PaymentMethod_NSCC
= 2
const int
FIX::PaymentMethod_DEBIT_CARD
= 8
const int
FIX::PaymentMethod_ACHDEBIT
= 12
const int
FIX::PaymentMethod_DIRECTCREDITBECS
= 10
const int
FIX::PaymentMethod_ACH_DEBIT
= 12
const char
FIX::TriggerPriceTypeScope_LOCAL
= '1'
const char
FIX::TriggerPriceTypeScope_NONE
= '0'
const char
FIX::TriggerPriceTypeScope_GLOBAL
= '3'
const char
FIX::TriggerPriceTypeScope_NATIONAL
= '2'
const int
FIX::PegLimitType_STRICT
= 1
const int
FIX::PegLimitType_ORWORSE
= 2
const int
FIX::PegLimitType_OR_BETTER
= 0
const int
FIX::PegLimitType_OR_WORSE
= 2
const int
FIX::PegLimitType_ORBETTER
= 0
const char
FIX::Side_BORROW
= 'G'
const char
FIX::Side_SELLPLUS
= '4'
const char
FIX::Side_BUY_MINUS
= '3'
const char
FIX::Side_BUYMIN
= '3'
const char
FIX::Side_ASDEFINED
= 'B'
const char
FIX::Side_SUBSCRIBE
= 'D'
const char
FIX::Side_CROSS_SHORT_EXEMPT
= 'A'
const char
FIX::Side_UNDISCLOSED
= '7'
const char
FIX::Side_SELLSHT
= '5'
const char
FIX::Side_SELLSHTEX
= '6'
const char
FIX::Side_CROSSSHORTEX
= 'A'
const char
FIX::Side_CROSS
= '8'
const char
FIX::Side_SELL_SHORT_EXEMPT
= '6'
const char
FIX::Side_UNDISC
= '7'
const char
FIX::Side_CROSSSHORT
= '9'
const char
FIX::Side_BORROWFINANCING
= 'G'
const char
FIX::Side_BUY
= '1'
const char
FIX::Side_CROSS_SHORT_EXXMPT
= 'A'
const char
FIX::Side_SELL
= '2'
const char
FIX::Side_LEND
= 'F'
const char
FIX::Side_SELL_SHORT
= '5'
const char
FIX::Side_OPPOSITE
= 'C'
const char
FIX::Side_CROSS_SHORT
= '9'
const char
FIX::Side_SELL_PLUS
= '4'
const char
FIX::Side_REDEEM
= 'E'
const char
FIX::Side_LENDFINANCING
= 'F'
const char
FIX::Side_AS_DEFINED
= 'B'
const int
FIX::ContAmtType_COMMISSIONAMT
= 1
const int
FIX::ContAmtType_FUNDBASEDRENEWALCOMM
= 11
const int
FIX::ContAmtType_INITIALCHARGEPCT
= 4
const int
FIX::ContAmtType_EXITCHARGEAMT
= 9
const int
FIX::ContAmtType_EXIT_CHARGE
= 10
const int
FIX::ContAmtType_DILUTION_LEVY_AMOUNT
= 7
const int
FIX::ContAmtType_DILUTION_LEVY_PERCENT
= 8
const int
FIX::ContAmtType_DISCOUNT_AMOUNT
= 5
const int
FIX::ContAmtType_COMMISSION
= 2
const int
FIX::ContAmtType_INITIAL_CHARGE_PERCENT
= 4
const int
FIX::ContAmtType_DILUTIONLEVYAMT
= 7
const int
FIX::ContAmtType_DILUTION_LEVY
= 8
const int
FIX::ContAmtType_COMMISSION_AMOUNT
= 1
const int
FIX::ContAmtType_NET_SETTLEMENT_AMOUNT
= 15
const int
FIX::ContAmtType_EXITCHARGEPCT
= 10
const int
FIX::ContAmtType_COMMISSIONPCT
= 2
const int
FIX::ContAmtType_FUND_BASED_RENEWAL_COMMISSION
= 11
const int
FIX::ContAmtType_DISCOUNT
= 6
const int
FIX::ContAmtType_FUNDBASEDRENEWALCOMMAMTORD
= 13
const int
FIX::ContAmtType_DISCOUNTPCT
= 6
const int
FIX::ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13
= 13
const int
FIX::ContAmtType_EXIT_CHARGE_AMOUNT
= 9
const int
FIX::ContAmtType_INITIAL_CHARGE
= 4
const int
FIX::ContAmtType_EXIT_CHARGE_PERCENT
= 10
const int
FIX::ContAmtType_DISCOUNT_PERCENT
= 6
const int
FIX::ContAmtType_INITIALCHARGEAMT
= 3
const int
FIX::ContAmtType_DILUTIONLEVYPCT
= 8
const int
FIX::ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14
= 14
const int
FIX::ContAmtType_FUNDBASEDRENEWALCOMMAMTPROJ
= 14
const int
FIX::ContAmtType_NETSETTLEMENTAMOUNT
= 15
const int
FIX::ContAmtType_PROJECTEDFUNDVALUE
= 12
const int
FIX::ContAmtType_DISCOUNTAMT
= 5
const int
FIX::ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT
= 11
const int
FIX::ContAmtType_COMMISSION_PERCENT
= 2
const int
FIX::ContAmtType_PROJECTED_FUND_VALUE
= 12
const int
FIX::ContAmtType_INITIAL_CHARGE_AMOUNT
= 3
const char
FIX::OrderCategory_IMPLIED_ORDER
= '7'
const char
FIX::OrderCategory_STREAMING_PRICE
= '9'
const char
FIX::OrderCategory_QUOTE_REQUEST
= '6'
const char
FIX::OrderCategory_CROSS_ORDER
= '8'
const char
FIX::OrderCategory_MULTILEG_ORDER
= '4'
const char
FIX::OrderCategory_PRIVATELY_NEGOTIATED_TRADE
= '3'
const char
FIX::OrderCategory_QUOTE
= '2'
const char
FIX::OrderCategory_ORDER
= '1'
const char
FIX::OrderCategory_LINKED_ORDER
= '5'
const char
FIX::AdvTransType_REPLACE
[] = "R"
const char
FIX::AdvTransType_NEW
[] = "N"
const char
FIX::AdvTransType_ADVCANCEL
[] = "C"
const char
FIX::AdvTransType_ADVREPLACE
[] = "R"
const char
FIX::AdvTransType_ADVNEW
[] = "N"
const char
FIX::AdvTransType_CANCEL
[] = "C"
const char
FIX::PublishTrdIndicator_NO
= 'N'
const char
FIX::PublishTrdIndicator_YES
= 'Y'
const int
FIX::SecurityResponseType_ACCPTSECPROPREV
= 2
const int
FIX::SecurityResponseType_SECLISTTYPESRET
= 3
const int
FIX::SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST
= 4
const int
FIX::SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST
= 3
const int
FIX::SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE
= 2
const int
FIX::SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS
= 1
const int
FIX::SecurityResponseType_ACCPTSECPROP
= 1
const int
FIX::SecurityResponseType_REJECT_SECURITY_PROPOSAL
= 5
const int
FIX::SecurityResponseType_SECLISTRET
= 4
const int
FIX::SecurityResponseType_REJSECPROP
= 5
const int
FIX::SecurityResponseType_CAN_NOT_MATCH_SELECTION_CRITERIA
= 6
const int
FIX::SecurityResponseType_CANNOT_MATCH_SELECTION_CRITERIA
= 6
const int
FIX::SecurityResponseType_NOMATCH
= 6
const int
FIX::SessionStatus_PASSWORD_EXPIRED
= 8
const int
FIX::SessionStatus_SESSION_LOGOUT_COMPLETE
= 4
const int
FIX::SessionStatus_INVALID_USERNAME_OR_PASSWORD
= 5
const int
FIX::SessionStatus_SESSION_ACTIVE
= 0
const int
FIX::SessionStatus_SESSION_PASSWORD_CHANGED
= 1
const int
FIX::SessionStatus_ACCOUNT_LOCKED
= 6
const int
FIX::SessionStatus_LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME
= 7
const int
FIX::SessionStatus_SESSION_PASSWORD_DUE_TO_EXPIRE
= 2
const int
FIX::SessionStatus_NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY
= 3
const int
FIX::AllocAccountType_JBO
= 8
const int
FIX::AllocAccountType_HOUSE_TRADER
= 3
const int
FIX::AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS
= 2
const int
FIX::AllocAccountType_FLOOR_TRADER
= 4
const int
FIX::AllocAccountType_ACCOUNTISHOUSETRADERANDISCROSSMARGINED
= 7
const int
FIX::AllocAccountType_ACCOUNTISCARRIEDONCUSTOMERSIDEOFBOOKS
= 1
const int
FIX::AllocAccountType_JOINT_BACK_OFFICE_ACCOUNT
= 8
const int
FIX::AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKSANDISCROSSMARGINED
= 6
const int
FIX::AllocAccountType_HOUSETRADER
= 3
const int
FIX::AllocAccountType_FLOORTRADER
= 4
const int
FIX::AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED
= 6
const int
FIX::AllocAccountType_ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS
= 1
const int
FIX::AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKS
= 2
const int
FIX::AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED
= 7
const char
FIX::AllocTransType_REPLACE
= '1'
const char
FIX::AllocTransType_NEW
= '0'
const char
FIX::AllocTransType_CALCULATED
= '4'
const char
FIX::AllocTransType_PRELIMINARY
= '3'
const char
FIX::AllocTransType_CALCULATEDWITHOUTPRELIMINARY
= '5'
const char
FIX::AllocTransType_CANCEL
= '2'
const char
FIX::AllocTransType_REVERSAL
= '6'
const char
FIX::AllocTransType_CALCULATED_WITHOUT_PRELIMINARY
= '5'
const int
FIX::ExpirationQtyType_DIFFERENCE
= 5
const int
FIX::ExpirationQtyType_FINAL_WILL_BE_EXERCISED
= 3
const int
FIX::ExpirationQtyType_NON_AUTO_EXERCISE
= 2
const int
FIX::ExpirationQtyType_CONTRARY_INTENTION
= 4
const int
FIX::ExpirationQtyType_AUTO_EXERCISE
= 1
const int
FIX::AllocHandlInst_FORWARDMATCH
= 3
const int
FIX::AllocHandlInst_FORWARD_AND_MATCH
= 3
const int
FIX::AllocHandlInst_FORWARD
= 2
const int
FIX::AllocHandlInst_MATCH
= 1
const int
FIX::TradeRequestStatus_COMPLETED
= 1
const int
FIX::TradeRequestStatus_REJECTED
= 2
const int
FIX::TradeRequestStatus_ACCEPTED
= 0
const char
FIX::PreallocMethod_DO_NOT_PRO_RATA_DISCUSS_FIRST
= '1'
const char
FIX::PreallocMethod_PRO_RATA
= '0'
const char
FIX::PreallocMethod_DO_NOT_PRORATA_DISCUSS_FIRST
= '1'
const char
FIX::PreallocMethod_DO_NOT_PRO_RATA
= '1'
const char
FIX::PreallocMethod_PRORATA
= '0'
const int
FIX::TaxAdvantageType_ROTHIRANONPROTOTYPEUS
= 25
const int
FIX::TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTROLLOVERUS
= 17
const int
FIX::TaxAdvantageType_PROFITSHARINGPLANUS
= 19
const int
FIX::TaxAdvantageType_SELF_DIRECTED_IRA
= 21
const int
FIX::TaxAdvantageType_401
= 20
const int
FIX::TaxAdvantageType_EMPLOYER_11
= 11
const int
FIX::TaxAdvantageType_457US
= 23
const int
FIX::TaxAdvantageType_EMPLOYER_12
= 12
const int
FIX::TaxAdvantageType_MINI_CASH_ISA
= 3
const int
FIX::TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA
= 4
const int
FIX::TaxAdvantageType_ROTH_CONVERSION_IRA_26
= 26
const int
FIX::TaxAdvantageType_EMPLOYEE
= 9
const int
FIX::TaxAdvantageType_SELFDIRECTEDIRAUS
= 21
const int
FIX::TaxAdvantageType_403
= 22
const int
FIX::TaxAdvantageType_NON_FUND_PROTOTYPE_IRA
= 13
const int
FIX::TaxAdvantageType_NONFUNDPROTOTYPEIRAUS
= 13
const int
FIX::TaxAdvantageType_ROTH_CONVERSION_IRA_27
= 27
const int
FIX::TaxAdvantageType_ROTHCONVERSIONIRANONPROTOTYPEUS
= 27
const int
FIX::TaxAdvantageType_MINI_INSURANCE_ISA
= 5
const int
FIX::TaxAdvantageType_ROTHCONVERSIONIRAFUNDPROTOTYPEUS
= 26
const int
FIX::TaxAdvantageType_EDUCATIONIRAFUNDPROTOTYPEUS
= 28
const int
FIX::TaxAdvantageType_MAXIISAUK
= 1
const int
FIX::TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_ROLLOVER
= 17
const int
FIX::TaxAdvantageType_NONFUNDQUALIFIEDPLANUS
= 14
const int
FIX::TaxAdvantageType_EMPLOYER_CURRENT_YEAR
= 12
const int
FIX::TaxAdvantageType_PRIORYEARPAYMENTUS
= 7
const int
FIX::TaxAdvantageType_TESSAUK
= 2
const int
FIX::TaxAdvantageType_CURRENTYEARPAYMENTUS
= 6
const int
FIX::TaxAdvantageType_EDUCATIONIRANONPROTOTYPEUS
= 29
const int
FIX::TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTUS
= 16
const int
FIX::TaxAdvantageType_KEOGHUS
= 18
const int
FIX::TaxAdvantageType_EDUCATION_IRA_28
= 28
const int
FIX::TaxAdvantageType_PROFIT_SHARING_PLAN
= 19
const int
FIX::TaxAdvantageType_NON_FUND_QUALIFIED_PLAN
= 14
const int
FIX::TaxAdvantageType_ROTHIRAFUNDPROTOTYPEUS
= 24
const int
FIX::TaxAdvantageType_EDUCATION_IRA_29
= 29
const int
FIX::TaxAdvantageType_EMPLOYEE_10
= 10
const int
FIX::TaxAdvantageType_EMPLOYEE_9
= 9
const int
FIX::TaxAdvantageType_EMPLOYEE_CURRENT_YEAR
= 10
const int
FIX::TaxAdvantageType_MAXI_ISA
= 1
const int
FIX::TaxAdvantageType_MINIINSURANCEISAUK
= 5
const int
FIX::TaxAdvantageType_PRIOR_YEAR_PAYMENT
= 7
const int
FIX::TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN
= 15
const int
FIX::TaxAdvantageType_401K
= 20
const int
FIX::TaxAdvantageType_403BUS
= 22
const int
FIX::TaxAdvantageType_MINICASHISAUK
= 3
const int
FIX::TaxAdvantageType_ROTH_IRA_24
= 24
const int
FIX::TaxAdvantageType_MINISTOCKSANDSHARESISAUK
= 4
const int
FIX::TaxAdvantageType_OTHER
= 999
const int
FIX::TaxAdvantageType_EMPLOYERCURRENTYEARUS
= 12
const int
FIX::TaxAdvantageType_ASSET_TRANSFER
= 8
const int
FIX::TaxAdvantageType_ROTH_IRA_25
= 25
const int
FIX::TaxAdvantageType_KEOGH
= 18
const int
FIX::TaxAdvantageType_DEFINEDCONTRIBUTIONPLANUS
= 15
const int
FIX::TaxAdvantageType_401KUS
= 20
const int
FIX::TaxAdvantageType_TESSA
= 2
const int
FIX::TaxAdvantageType_NONE_NOT_APPLICABLE
= 0
const int
FIX::TaxAdvantageType_NONE
= 0
const int
FIX::TaxAdvantageType_457
= 23
const int
FIX::TaxAdvantageType_EMPLOYEEPRIORYEARUS
= 9
const int
FIX::TaxAdvantageType_EMPLOYERPRIORYEARUS
= 11
const int
FIX::TaxAdvantageType_EMPLOYER
= 11
const int
FIX::TaxAdvantageType_EMPLOYEECURRENTYEARUS
= 10
const int
FIX::TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_16
= 16
const int
FIX::TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT
= 16
const int
FIX::TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_17
= 17
const int
FIX::TaxAdvantageType_CURRENT_YEAR_PAYMENT
= 6
const int
FIX::TaxAdvantageType_ASSETTRANSFERUS
= 8
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 char
FIX::MessageEncoding_ISO_2022_JP
[] = "ISO-2022-JP"
const char
FIX::TimeInForce_GOOD_TILL_CROSSING
= '5'
const char
FIX::TimeInForce_FILL_OR_KILL
= '4'
const char
FIX::TimeInForce_GOOD_TILL_DATE
= '6'
const char
FIX::TimeInForce_ATTHEOPENING
= '2'
const char
FIX::TimeInForce_FILLORKILL
= '4'
const char
FIX::TimeInForce_GOODTILLDATE
= '6'
const char
FIX::TimeInForce_GOODTILLCANCEL
= '1'
const char
FIX::TimeInForce_ATTHECLOSE
= '7'
const char
FIX::TimeInForce_GOOD_TILL_CANCEL
= '1'
const char
FIX::TimeInForce_DAY
= '0'
const char
FIX::TimeInForce_AT_CROSSING
= '9'
const char
FIX::TimeInForce_IMMEDIATEORCANCEL
= '3'
const char
FIX::TimeInForce_IMMEDIATE_OR_CANCEL
= '3'
const char
FIX::TimeInForce_GOODTILLCROSSING
= '5'
const char
FIX::TimeInForce_GOOD_THROUGH_CROSSING
= '8'
const char
FIX::TimeInForce_AT_THE_CLOSE
= '7'
const char
FIX::TimeInForce_AT_THE_OPENING
= '2'
const char
FIX::IOIQualifier_AON
= 'A'
const char
FIX::IOIQualifier_THROUGH_THE_DAY
= 'T'
const char
FIX::IOIQualifier_INDIDCATION
= 'W'
const char
FIX::IOIQualifier_MOC
= 'B'
const char
FIX::IOIQualifier_READYTRADE
= 'R'
const char
FIX::IOIQualifier_ATMID
= 'Y'
const char
FIX::IOIQualifier_INDWRKAWAY
= 'W'
const char
FIX::IOIQualifier_AT_THE_MARKET
= 'Q'
const char
FIX::IOIQualifier_AT_THE_MIDPOINT
= 'Y'
const char
FIX::IOIQualifier_CROSSING_OPPORTUNITY
= 'X'
const char
FIX::IOIQualifier_CURRENT_QUOTE
= 'Q'
const char
FIX::IOIQualifier_IN_TOUCH_WITH
= 'I'
const char
FIX::IOIQualifier_ALL_OR_NONE
= 'A'
const char
FIX::IOIQualifier_THROUGHDAY
= 'T'
const char
FIX::IOIQualifier_TAKING_A_POSITION
= 'P'
const char
FIX::IOIQualifier_AT_THE_OPEN
= 'O'
const char
FIX::IOIQualifier_TAKEPOSITION
= 'P'
const char
FIX::IOIQualifier_PORTFOLIO_SHOW_N
= 'S'
const char
FIX::IOIQualifier_INTOUCH
= 'I'
const char
FIX::IOIQualifier_MOREBEHIND
= 'M'
const char
FIX::IOIQualifier_ATMARKET
= 'Q'
const char
FIX::IOIQualifier_CROSSOPP
= 'X'
const char
FIX::IOIQualifier_PREOPEN
= 'Z'
const char
FIX::IOIQualifier_ATCLOSE
= 'C'
const char
FIX::IOIQualifier_MARKET_ON_CLOSE
= 'B'
const char
FIX::IOIQualifier_VERSUS
= 'V'
const char
FIX::IOIQualifier_LIMIT
= 'L'
const char
FIX::IOIQualifier_PORTFOLIO_SHOWN
= 'S'
const char
FIX::IOIQualifier_READY_TO_TRADE
= 'R'
const char
FIX::IOIQualifier_PRE_OPEN
= 'Z'
const char
FIX::IOIQualifier_INDICATION
= 'W'
const char
FIX::IOIQualifier_MORE_BEHIND
= 'M'
const char
FIX::IOIQualifier_ATOPEN
= 'O'
const char
FIX::IOIQualifier_VWAP
= 'D'
const char
FIX::IOIQualifier_PORTSHOW
= 'S'
const char
FIX::IOIQualifier_AT_THE_CLOSE
= 'C'
const int
FIX::StrikePriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY
= 4
const int
FIX::StrikePriceBoundaryMethod_GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY
= 5
const int
FIX::StrikePriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY
= 2
const int
FIX::StrikePriceBoundaryMethod_LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY
= 1
const int
FIX::StrikePriceBoundaryMethod_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY
= 3
const char
FIX::MiscFeeType_CONVERSION
[] = "11"
const char
FIX::MiscFeeType_CONSUMPTION_TAX
[] = "9"
const char
FIX::MiscFeeType_LOCAL_COMMISSION
[] = "3"
const char
FIX::MiscFeeType_TAX
[] = "2"
const char
FIX::MiscFeeType_LOCALCOMM
[] = "3"
const char
FIX::MiscFeeType_MARKUP
[] = "8"
const char
FIX::MiscFeeType_SECURITY_LENDING
[] = "14"
const char
FIX::MiscFeeType_PER_TRANSACTION
[] = "10"
const char
FIX::MiscFeeType_REGULATORY
[] = "1"
const char
FIX::MiscFeeType_EXCHFEE
[] = "4"
const char
FIX::MiscFeeType_CONSUMPTION
[] = "9"
const char
FIX::MiscFeeType_STAMP
[] = "5"
const char
FIX::MiscFeeType_TRANSFER_FEE
[] = "13"
const char
FIX::MiscFeeType_AGENT
[] = "12"
const char
FIX::MiscFeeType_OTHER
[] = "7"
const char
FIX::MiscFeeType_TRANSACTION
[] = "10"
const char
FIX::MiscFeeType_REG
[] = "1"
const char