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00001 #ifndef FIX_VALUES_H 00002 #define FIX_VALUES_H 00003 00004 #include <string> 00005 00006 namespace FIX 00007 { 00008 const int DeliveryForm_BOOKENTRY = 1; 00009 const int DeliveryForm_BEARER = 2; 00010 const int DeliveryForm_BOOK_ENTRY = 1; 00011 const int ExecRestatementReason_GTRENEW = 1; 00012 const int ExecRestatementReason_WAREHOUSE_RECAP = 10; 00013 const int ExecRestatementReason_CANCELEDNOTBEST = 9; 00014 const int ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE = 7; 00015 const int ExecRestatementReason_CXLTRADINGHALT = 6; 00016 const int ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY = 5; 00017 const int ExecRestatementReason_GT_CORPORATE_ACTION = 0; 00018 const int ExecRestatementReason_PEG_REFRESH = 11; 00019 const int ExecRestatementReason_VERBAL = 2; 00020 const int ExecRestatementReason_CANCELED_NOT_BEST = 9; 00021 const int ExecRestatementReason_CANCEL_ON_TRADING_HALT = 6; 00022 const int ExecRestatementReason_REPX = 3; 00023 const int ExecRestatementReason_MRKTOPTION = 8; 00024 const int ExecRestatementReason_VERBAL_CHANGE = 2; 00025 const int ExecRestatementReason_PARTDEC = 5; 00026 const int ExecRestatementReason_CXLSYSTEMFAILURE = 7; 00027 const int ExecRestatementReason_GTCORPACT = 0; 00028 const int ExecRestatementReason_OTHER = 99; 00029 const int ExecRestatementReason_BROKER_OPTION = 4; 00030 const int ExecRestatementReason_WAREHOUSERECAP = 10; 00031 const int ExecRestatementReason_BRKROPT = 4; 00032 const int ExecRestatementReason_REPRICING_OF_ORDER = 3; 00033 const int ExecRestatementReason_MARKET = 8; 00034 const int ExecRestatementReason_GT_RENEWAL = 1; 00035 const int AllocIntermedReqType_PENDING_RELEASE = 2; 00036 const int AllocIntermedReqType_PENDING_REVERSAL = 3; 00037 const int AllocIntermedReqType_ACCOUNTLEVELREJECT = 6; 00038 const int AllocIntermedReqType_PENDINGACCEPT = 1; 00039 const int AllocIntermedReqType_BLOCK_LEVEL_REJECT = 5; 00040 const int AllocIntermedReqType_ACCOUNT_LEVEL_REJECT = 6; 00041 const int AllocIntermedReqType_BLOCKLEVELREJECT = 5; 00042 const int AllocIntermedReqType_PENDING_ACCEPT = 1; 00043 const int AllocIntermedReqType_PENDINGREVERSAL = 3; 00044 const int AllocIntermedReqType_PENDINGRELEASE = 2; 00045 const int AllocIntermedReqType_ACCEPT = 4; 00046 const int SecurityListTypeSource_GICS = 3; 00047 const int SecurityListTypeSource_NAICS = 2; 00048 const int SecurityListTypeSource_ICB = 1; 00049 const int CollInquiryQualifier_PARTIALLY_ASSIGNED = 5; 00050 const int CollInquiryQualifier_OUTSTANDING_TRADES = 7; 00051 const int CollInquiryQualifier_SUBSTITUTIONELIGIBLE = 3; 00052 const int CollInquiryQualifier_TRADE_DATE = 0; 00053 const int CollInquiryQualifier_FULLYASSIGNED = 6; 00054 const int CollInquiryQualifier_SUBSTITUTION_ELIGIBLE = 3; 00055 const int CollInquiryQualifier_FULLY_ASSIGNED = 6; 00056 const int CollInquiryQualifier_NOTASSIGNED = 4; 00057 const int CollInquiryQualifier_GCINSTRUMENT = 1; 00058 const int CollInquiryQualifier_NOT_ASSIGNED = 4; 00059 const int CollInquiryQualifier_COLLATERAL_INSTRUMENT = 2; 00060 const int CollInquiryQualifier_OUTSTANDINGTRADES = 7; 00061 const int CollInquiryQualifier_TRADEDATE = 0; 00062 const int CollInquiryQualifier_GC_INSTRUMENT = 1; 00063 const int CollInquiryQualifier_PARTIALLYASSIGNED = 5; 00064 const int CollInquiryQualifier_COLLATERALINSTRUMENT = 2; 00065 const int ContingencyType_ONE_UPDATES_THE_OTHER_4 = 4; 00066 const int ContingencyType_ONE_TRIGGERS_THE_OTHER = 2; 00067 const int ContingencyType_ONE_CANCELS_THE_OTHER = 1; 00068 const int ContingencyType_ONE_UPDATES_THE_OTHER_3 = 3; 00069 const char EmailType_NEW = '0'; 00070 const char EmailType_REPLY = '1'; 00071 const char EmailType_ADMIN_REPLY = '2'; 00072 const char EmailType_ADMINREPLY = '2'; 00073 const char IOIQltyInd_MEDIUM = 'M'; 00074 const char IOIQltyInd_HIGH = 'H'; 00075 const char IOIQltyInd_LOW = 'L'; 00076 const int MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY = 2; 00077 const int MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY = 1; 00078 const int MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY = 0; 00079 const int AccountType_ACCOUNTCUSTOMER = 1; 00080 const int AccountType_HOUSE_TRADER = 3; 00081 const int AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS = 1; 00082 const int AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2; 00083 const int AccountType_FLOOR_TRADER = 4; 00084 const int AccountType_JOINT_BACK_OFFICE_ACCOUNT = 8; 00085 const int AccountType_HOUSETRADER = 3; 00086 const int AccountType_FLOORTRADER = 4; 00087 const int AccountType_ACCOUNTNONCUSTOMERCROSS = 6; 00088 const int AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6; 00089 const int AccountType_ACCOUNTNONCUSTOMER = 2; 00090 const int AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS = 1; 00091 const int AccountType_HOUSETRADERCROSS = 7; 00092 const int AccountType_JOINTBOACCT = 8; 00093 const int AccountType_JOINT_BACKOFFICE_ACCOUNT = 8; 00094 const int AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7; 00095 const int HaltReasonInt_ADDITIONAL_INFORMATION = 3; 00096 const int HaltReasonInt_NEWS_PENDING = 4; 00097 const int HaltReasonInt_ORDER_INFLUX = 1; 00098 const int HaltReasonInt_NEWS_DISSEMINATION = 0; 00099 const int HaltReasonInt_EQUIPMENT_CHANGEOVER = 5; 00100 const int HaltReasonInt_ORDER_IMBALANCE = 2; 00101 const char ClearingFeeIndicator_3RDYEARDELEGATE[] = "3"; 00102 const char ClearingFeeIndicator_FULLASSOCIATEMEMBER[] = "F"; 00103 const char ClearingFeeIndicator_106H_AND_106J_FIRMS[] = "H"; 00104 const char ClearingFeeIndicator_4THYEARDELEGATE[] = "4"; 00105 const char ClearingFeeIndicator_5THYEARDELEGATE[] = "5"; 00106 const char ClearingFeeIndicator_EQUITYCLEARINGMEMBER[] = "E"; 00107 const char ClearingFeeIndicator_GIMIDEMCOMMEMBERSHIP[] = "I"; 00108 const char ClearingFeeIndicator_2NDYEARDELEGATE[] = "2"; 00109 const char ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "1"; 00110 const char ClearingFeeIndicator_1STYEARDELEGATE[] = "1"; 00111 const char ClearingFeeIndicator_106H106J[] = "H"; 00112 const char ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS[] = "I"; 00113 const char ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "2"; 00114 const char ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "4"; 00115 const char ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "3"; 00116 const char ClearingFeeIndicator_LESSEE_106F_EMPLOYEES[] = "L"; 00117 const char ClearingFeeIndicator_6THYEARDELEGATE[] = "9"; 00118 const char ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER[] = "C"; 00119 const char ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "5"; 00120 const char ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS[] = "F"; 00121 const char ClearingFeeIndicator_CBOE_MEMBER[] = "B"; 00122 const char ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "1"; 00123 const char ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "5"; 00124 const char ClearingFeeIndicator_NONMEMBERCUSTOMER[] = "C"; 00125 const char ClearingFeeIndicator_LESSEE_AND_106F_EMPLOYEES[] = "L"; 00126 const char ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR[] = "F"; 00127 const char ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "3"; 00128 const char ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "2"; 00129 const char ClearingFeeIndicator_CBOEMEMBER[] = "B"; 00130 const char ClearingFeeIndicator_LESSEE106F[] = "L"; 00131 const char ClearingFeeIndicator_ALLOTHERS[] = "M"; 00132 const char ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER[] = "E"; 00133 const char ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES[] = "M"; 00134 const char ClearingFeeIndicator_6TH_YEAR_AND_BEYOND_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "9"; 00135 const char ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "4"; 00136 const char ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "9"; 00137 const int BidType_DISCLOSED_STYLE = 2; 00138 const int BidType_NONDISC = 1; 00139 const int BidType_NO_BIDDING_PROCESS = 3; 00140 const int BidType_DISC = 2; 00141 const int BidType_DISCLOSED_SYTLE = 2; 00142 const int BidType_NOBID = 3; 00143 const int BidType_NON_DISCLOSED_STYLE = 1; 00144 const int QuotePriceType_PER_SHARE = 2; 00145 const int QuotePriceType_BASISPOINTSRELATIVETOBENCHMARK = 6; 00146 const int QuotePriceType_TEDPRICE = 7; 00147 const int QuotePriceType_PERSHARE = 2; 00148 const int QuotePriceType_YIELD = 10; 00149 const int QuotePriceType_FIXED_AMOUNT = 3; 00150 const int QuotePriceType_TED_YIELD = 8; 00151 const int QuotePriceType_PREMIUM = 5; 00152 const int QuotePriceType_FIXEDAMOUNT = 3; 00153 const int QuotePriceType_YIELDSPREADSWAPS = 9; 00154 const int QuotePriceType_TEDYIELD = 8; 00155 const int QuotePriceType_DISCOUNT = 4; 00156 const int QuotePriceType_YIELD_SPREAD = 9; 00157 const int QuotePriceType_TED_PRICE = 7; 00158 const int QuotePriceType_PERCENT = 1; 00159 const int QuotePriceType_SPREAD = 6; 00160 const int MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE = 4; 00161 const int MultilegPriceMethod_REVERSED_NET_PRICE = 1; 00162 const int MultilegPriceMethod_MULTIPLIED_PRICE = 5; 00163 const int MultilegPriceMethod_INDIVIDUAL = 3; 00164 const int MultilegPriceMethod_YIELD_DIFFERENCE = 2; 00165 const int MultilegPriceMethod_NET_PRICE = 0; 00166 const int ListMethod_PRE_LISTED_ONLY = 0; 00167 const int ListMethod_USER_REQUESTED = 1; 00168 const char MDImplicitDelete_NO = 'N'; 00169 const char MDImplicitDelete_YES = 'Y'; 00170 const int RoutingType_BLOCKLIST = 4; 00171 const int RoutingType_TARGET_LIST = 2; 00172 const int RoutingType_TARGET_FIRM = 1; 00173 const int RoutingType_TARGETFIRM = 1; 00174 const int RoutingType_TARGETLIST = 2; 00175 const int RoutingType_BLOCK_LIST = 4; 00176 const int RoutingType_BLOCK_FIRM = 3; 00177 const int RoutingType_BLOCKFIRM = 3; 00178 const char BidTradeType_RISKTRADE = 'R'; 00179 const char BidTradeType_VWAPGUARANTEE = 'G'; 00180 const char BidTradeType_AGENCY = 'A'; 00181 const char BidTradeType_GUARANTEEDCLOSE = 'J'; 00182 const char BidTradeType_VWAP_GUARANTEE = 'G'; 00183 const char BidTradeType_RISK_TRADE = 'R'; 00184 const char BidTradeType_GUARANTEED_CLOSE = 'J'; 00185 const int OrdRejReason_INCORRECT_ALLOCATED_QUANTITY = 14; 00186 const int OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER = 7; 00187 const int OrdRejReason_DUPLICATEVERBAL = 7; 00188 const int OrdRejReason_ORDER_EXCEEDS_LIMIT = 3; 00189 const int OrdRejReason_EXCHANGE_CLOSED = 2; 00190 const int OrdRejReason_DUPLICATE = 6; 00191 const int OrdRejReason_SURVEILLENCE_OPTION = 12; 00192 const int OrdRejReason_UNKNOWN_ORDER = 5; 00193 const int OrdRejReason_INCORRECTALLOCATEDQUANTITY = 14; 00194 const int OrdRejReason_TOOLATE = 4; 00195 const int OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11; 00196 const int OrdRejReason_DUPLICATE_ORDER = 6; 00197 const int OrdRejReason_TOO_LATE_TO_ENTER = 4; 00198 const int OrdRejReason_INCORRECT_QUANTITY = 13; 00199 const int OrdRejReason_UNKNOWNSYM = 1; 00200 const int OrdRejReason_STALE = 8; 00201 const int OrdRejReason_UNKNOWN_ACCOUNT = 15; 00202 const int OrdRejReason_INVALID_PRICE_INCREMENT = 18; 00203 const int OrdRejReason_BROKEROPT = 0; 00204 const int OrdRejReason_EXCEEDSLIM = 3; 00205 const int OrdRejReason_INVALID_INVESTOR_ID = 10; 00206 const int OrdRejReason_UNKNOWN_SYMBOL = 1; 00207 const int OrdRejReason_INCORRECTQUANTITY = 13; 00208 const int OrdRejReason_UNKNOWNACCOUNTS = 15; 00209 const int OrdRejReason_OTHER = 99; 00210 const int OrdRejReason_BROKER = 0; 00211 const int OrdRejReason_BROKER_OPTION = 0; 00212 const int OrdRejReason_SURVEILLENCE = 12; 00213 const int OrdRejReason_EXCHCLOSED = 2; 00214 const int OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 16; 00215 const int OrdRejReason_INVINVID = 10; 00216 const int OrdRejReason_UNSUPPORDERCHAR = 11; 00217 const int OrdRejReason_TRADEALONGREQ = 9; 00218 const int OrdRejReason_UNKNOWN = 5; 00219 const int OrdRejReason_TRADE_ALONG_REQUIRED = 9; 00220 const int OrdRejReason_STALE_ORDER = 8; 00221 const int MaturityMonthYearIncrementUnits_WEEKS = 2; 00222 const int MaturityMonthYearIncrementUnits_MONTHS = 0; 00223 const int MaturityMonthYearIncrementUnits_YEARS = 3; 00224 const int MaturityMonthYearIncrementUnits_DAYS = 1; 00225 const char DisplayWhen_EXHAUST = '2'; 00226 const char DisplayWhen_IMMEDIATE = '1'; 00227 const int ApplQueueAction_END_SESSION = 3; 00228 const int ApplQueueAction_QUEUEFLUSHED = 1; 00229 const int ApplQueueAction_QUEUE_FLUSHED = 1; 00230 const int ApplQueueAction_ENDSESSION = 3; 00231 const int ApplQueueAction_OVERLAYLAST = 2; 00232 const int ApplQueueAction_OVERLAY_LAST = 2; 00233 const int ApplQueueAction_NOACTIONTAKEN = 0; 00234 const int ApplQueueAction_NO_ACTION_TAKEN = 0; 00235 const char RegistTransType_REPLACE = '1'; 00236 const char RegistTransType_NEW = '0'; 00237 const char RegistTransType_CANCEL = '2'; 00238 const int PriceType_PRODUCT_TICKS_IN_HALFS = 13; 00239 const int PriceType_FIXEDCABINETTRADEPRICE = 10; 00240 const int PriceType_PER_SHARE = 2; 00241 const int PriceType_PCT = 1; 00242 const int PriceType_VARIABLECABINETTRADEPRICE = 11; 00243 const int PriceType_PRODUCT_TICKS_IN_FOURTHS = 14; 00244 const int PriceType_TEDPRICE = 7; 00245 const int PriceType_YIELD = 9; 00246 const int PriceType_TED_YIELD = 8; 00247 const int PriceType_PREMIUM = 5; 00248 const int PriceType_FIXED_AMOUNT = 3; 00249 const int PriceType_TEDYIELD = 8; 00250 const int PriceType_DISCOUNT = 4; 00251 const int PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS = 18; 00252 const int PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS = 19; 00253 const int PriceType_CPS = 2; 00254 const int PriceType_PERCENTAGE = 1; 00255 const int PriceType_PRODUCT_TICKS_IN_EIGHTS = 15; 00256 const int PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS = 17; 00257 const int PriceType_ABS = 3; 00258 const int PriceType_VARIABLE_CABINET_TRADE_PRICE = 11; 00259 const int PriceType_PER_UNIT = 2; 00260 const int PriceType_PRODUCT_TICKS_IN_SIXTEENTHS = 16; 00261 const int PriceType_TED_PRICE = 7; 00262 const int PriceType_FIXED_CABINET_TRADE_PRICE = 10; 00263 const int PriceType_SPREAD = 6; 00264 const int PriceType_BASIS_POINTS_RELATIVE_TO_BENCHMARK = 6; 00265 const int SettlObligMode_PRELIMINARY = 1; 00266 const int SettlObligMode_FINAL = 2; 00267 const char SecurityUpdateAction_DELETE = 'D'; 00268 const char SecurityUpdateAction_ADD = 'A'; 00269 const char SecurityUpdateAction_MODIFY = 'M'; 00270 const int NetworkRequestType_STOP_SUBSCRIBING = 4; 00271 const int NetworkRequestType_LEVELOFDETAIL = 8; 00272 const int NetworkRequestType_SUBSCRIBE = 2; 00273 const int NetworkRequestType_SNAPSHOT = 1; 00274 const int NetworkRequestType_STOPSUBSCRIBING = 4; 00275 const int NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED = 8; 00276 const int PartyRole_TRADER_MNEMONIC = 53; 00277 const int PartyRole_ACCEPTABLE_COUNTERPARTY = 56; 00278 const int PartyRole_HOST_COMPETENT_AUTHORITY = 68; 00279 const int PartyRole_CONTRATRADER = 37; 00280 const int PartyRole_EXECUTINGFIRM = 1; 00281 const int PartyRole_CUSTOMER_ACCOUNT = 24; 00282 const int PartyRole_POSITIONACCOUNT = 38; 00283 const int PartyRole_REPORT_ORIGINATOR = 62; 00284 const int PartyRole_CONTRAFIRM = 17; 00285 const int PartyRole_EXECUTION_VENUE = 73; 00286 const int PartyRole_INTERMEDIARY = 29; 00287 const int PartyRole_ORDER_ENTRY_OPERATOR_ID = 44; 00288 const int PartyRole_INTRODUCING_BROKER = 60; 00289 const int PartyRole_FOREIGN_FIRM = 46; 00290 const int PartyRole_HOME_COMPETENT_AUTHORITY = 69; 00291 const int PartyRole_EXECUTINGSYSTEM = 16; 00292 const int PartyRole_SECONDARY_ACCOUNT_NUMBER = 45; 00293 const int PartyRole_INVESTMENT_FIRM = 67; 00294 const int PartyRole_CONTRA_CLEARING_FIRM = 18; 00295 const int PartyRole_CONTRA_POSITION_ACCOUNT = 41; 00296 const int PartyRole_SYSTEMATIC_INTERNALISER = 63; 00297 const int PartyRole_EXCHANGE = 22; 00298 const int PartyRole_INTERNAL_CARRY_ACCOUNT = 43; 00299 const int PartyRole_LOCATE = 8; 00300 const int PartyRole_CORRESPONDENTCLEARINGORGANIZATION = 25; 00301 const int PartyRole_ORDER_ORIGINATION_TRADER = 11; 00302 const int PartyRole_SUB_CUSTODIAN = 31; 00303 const int PartyRole_ENTERING_UNIT = 58; 00304 const int PartyRole_STEP_OUT_FIRM = 80; 00305 const int PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION = 71; 00306 const int PartyRole_SENDER_LOCATION = 54; 00307 const int PartyRole_REGULATED_MARKET = 65; 00308 const int PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY = 85; 00309 const int PartyRole_SETTLEMENTLOCATION = 10; 00310 const int PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY = 70; 00311 const int PartyRole_QUOTE_ORIGINATOR = 61; 00312 const int PartyRole_CLEARING_ORGANIZATION = 21; 00313 const int PartyRole_SESSION_ID = 55; 00314 const int PartyRole_MARKET_MAKER = 66; 00315 const int PartyRole_INTERESTED_PARTY = 33; 00316 const int PartyRole_TRANSFER_TO_FIRM = 40; 00317 const int PartyRole_CONTRA_TRADER = 37; 00318 const int PartyRole_ENTERINGTRADER = 36; 00319 const int PartyRole_ENTERING_TRADER = 36; 00320 const int PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT = 52; 00321 const int PartyRole_BENEFICIARY = 32; 00322 const int PartyRole_CONTRA_INVESTOR_ID = 39; 00323 const int PartyRole_FORIEGN_FIRM = 46; 00324 const int PartyRole_SETTLEMENT_LOCATION = 10; 00325 const int PartyRole_CLEARINGORGANIZATION = 21; 00326 const int PartyRole_EXECUTING_SYSTEM = 16; 00327 const int PartyRole_CLEARING_FIRM = 4; 00328 const int PartyRole_PLEDGEE_ACCOUNT = 51; 00329 const int PartyRole_CLIENT_ID = 3; 00330 const int PartyRole_ENTERING_FIRM = 7; 00331 const int PartyRole_ALLOCENTITY = 39; 00332 const int PartyRole_INVESTOR_ID = 5; 00333 const int PartyRole_CLEARINGFIRM = 4; 00334 const int PartyRole_CORRESPONDANT_CLEARING_FIRM = 15; 00335 const int PartyRole_SUBCUSTODIAN = 31; 00336 const int PartyRole_BUYER_SELLER = 27; 00337 const int PartyRole_CLEARING_ACCOUNT = 83; 00338 const int PartyRole_ENTERINGFIRM = 7; 00339 const int PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES = 79; 00340 const int PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION = 25; 00341 const int PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY = 84; 00342 const int PartyRole_CUSTOMERACCOUNT = 24; 00343 const int PartyRole_MARKET_DATA_ENTRY_ORIGINATOR = 74; 00344 const int PartyRole_INTRODUCINGFIRM = 6; 00345 const int PartyRole_EXECUTING_UNIT = 59; 00346 const int PartyRole_CENTRAL_REGISTRATION_DEPOSITORY = 82; 00347 const int PartyRole_INTERESTEDPARTY = 33; 00348 const int PartyRole_LOCATION_ID = 75; 00349 const int PartyRole_ORDERORIGINATOR = 13; 00350 const int PartyRole_CORRESPONDENT_BROKER = 26; 00351 const int PartyRole_ASSET_MANAGER = 49; 00352 const int PartyRole_MULTILATERAL_TRADING_FACILITY = 64; 00353 const int PartyRole_SPONSORINGFIRM = 19; 00354 const int PartyRole_ORDER_ORIGINATION_FIRM = 13; 00355 const int PartyRole_CONTRA_EXCHANGE = 42; 00356 const int PartyRole_INVESTORID = 5; 00357 const int PartyRole_FUNDMANAGER = 9; 00358 const int PartyRole_REGULATORYBODY = 34; 00359 const int PartyRole_CONTRA_FIRM = 17; 00360 const int PartyRole_BROKER_OF_CREDIT = 2; 00361 const int PartyRole_LIQUIDITYPROVIDER = 35; 00362 const int PartyRole_GIVEUPCLEARINGFIRM = 14; 00363 const int PartyRole_CONTRACLEARINGFIRM = 18; 00364 const int PartyRole_CLAIMING_ACCOUNT = 48; 00365 const int PartyRole_INTRODUCING_FIRM = 6; 00366 const int PartyRole_GIVEUP_CLEARING_FIRM = 14; 00367 const int PartyRole_EXECUTINGTRADER = 12; 00368 const int PartyRole_UNDERLYING_CONTRA_FIRM = 20; 00369 const int PartyRole_EXECUTING_FIRM = 1; 00370 const int PartyRole_AGENT = 30; 00371 const int PartyRole_LIQUIDITY_PROVIDER = 35; 00372 const int PartyRole_POSITION_ACCOUNT = 38; 00373 const int PartyRole_BROKEROFCREDIT = 2; 00374 const int PartyRole_THIRD_PARTY_ALLOCATION_FIRM = 47; 00375 const int PartyRole_CLIENTID = 3; 00376 const int PartyRole_PLEDGOR_ACCOUNT = 50; 00377 const int PartyRole_REPORTING_INTERMEDIARY = 72; 00378 const int PartyRole_EXECUTING_TRADER = 12; 00379 const int PartyRole_CUSTODIAN = 28; 00380 const int PartyRole_BROKERCLEARINGID = 81; 00381 const int PartyRole_CORRESPONDENTBROKER = 26; 00382 const int PartyRole_LOCATE_LENDING_FIRM = 8; 00383 const int PartyRole_INITIATINGTRADER = 11; 00384 const int PartyRole_REGULATORY_BODY = 34; 00385 const int PartyRole_UNACCEPTABLE_COUNTERPARTY = 57; 00386 const int PartyRole_CORRESPONDANTCLEARINGFIRM = 15; 00387 const int PartyRole_FUND_MANAGER_CLIENT_ID = 9; 00388 const int PartyRole_BUYERSELLERRECEIVERDELIVERER = 27; 00389 const int PartyRole_DESK_ID = 76; 00390 const int PartyRole_ALLOCATION_ENTITY = 78; 00391 const int PartyRole_MARKET_DATA_MARKET = 77; 00392 const int PartyRole_SPONSORING_FIRM = 19; 00393 const int PartyRole_LOCATELENDINGFIRM = 8; 00394 const int PartyRole_UNDRCONTRAFIRM = 20; 00395 const char AssignmentMethod_PRO_RATA = 'P'; 00396 const char AssignmentMethod_RANDOM = 'R'; 00397 const char AssignmentMethod_PRORATA = 'P'; 00398 const int StrategyParameterType_MONTHYEAR = 18; 00399 const int StrategyParameterType_TZTIMEONLY = 27; 00400 const int StrategyParameterType_PRICE = 8; 00401 const int StrategyParameterType_QTY = 7; 00402 const int StrategyParameterType_BOOLEAN = 13; 00403 const int StrategyParameterType_MULTIPLECHARVALUE = 15; 00404 const int StrategyParameterType_CHAR = 12; 00405 const int StrategyParameterType_NUMINGROUP = 3; 00406 const int StrategyParameterType_TAGNUM = 5; 00407 const int StrategyParameterType_COUNTRY = 25; 00408 const int StrategyParameterType_TENOR = 29; 00409 const int StrategyParameterType_LOCALMKTTIME = 21; 00410 const int StrategyParameterType_INT = 1; 00411 const int StrategyParameterType_LOCALMKTDATE = 21; 00412 const int StrategyParameterType_EXCHANGE = 17; 00413 const int StrategyParameterType_LANGUAGE = 26; 00414 const int StrategyParameterType_MONTH_YEAR = 18; 00415 const int StrategyParameterType_PERCENTAGE = 11; 00416 const int StrategyParameterType_LENGTH = 2; 00417 const int StrategyParameterType_TZTIMESTAMP = 28; 00418 const int StrategyParameterType_MULTIPLESTRINGVALUE = 24; 00419 const int StrategyParameterType_UTCTIMESTAMP = 19; 00420 const int StrategyParameterType_DATA = 23; 00421 const int StrategyParameterType_CURRENCY = 16; 00422 const int StrategyParameterType_STRING = 14; 00423 const int StrategyParameterType_AMT = 10; 00424 const int StrategyParameterType_FLOAT = 6; 00425 const int StrategyParameterType_UTCDATE = 22; 00426 const int StrategyParameterType_UTCTIMEONLY = 20; 00427 const int StrategyParameterType_SEQNUM = 4; 00428 const int StrategyParameterType_UTCDATEONLY = 22; 00429 const int StrategyParameterType_PRICEOFFSET = 9; 00430 const int EncryptMethod_PGP_DES_MD5 = 5; 00431 const int EncryptMethod_PGPDESMD5SEEAPPNOTEONFIXWEBSITE = 5; 00432 const int EncryptMethod_PKCS_DES = 3; 00433 const int EncryptMethod_NONEOTHER = 0; 00434 const int EncryptMethod_PKCSDESPROPRIETARY = 3; 00435 const int EncryptMethod_PGPDESDEFUNCT = 4; 00436 const int EncryptMethod_PEMDESMD5SEEAPPNOTEONFIXWEBSITENAFORFIXMLNOTUSED = 6; 00437 const int EncryptMethod_PKCS = 1; 00438 const int EncryptMethod_PGP_DES = 4; 00439 const int EncryptMethod_NONE = 0; 00440 const int EncryptMethod_DES = 2; 00441 const int EncryptMethod_PKCSPROPRIETARY = 1; 00442 const int EncryptMethod_NONE_OTHER = 0; 00443 const int EncryptMethod_DESECBMODE = 2; 00444 const int EncryptMethod_PEM_DES_MD5 = 6; 00445 const char PosAmtType_ACCRUED_COUPON_AMOUNT[] = "ACPN"; 00446 const char PosAmtType_PREMIUM_AMOUNT[] = "PREM"; 00447 const char PosAmtType_STARTOFDAYMARKTOMARKETAMOUNT[] = "SMTM"; 00448 const char PosAmtType_INCREMENTALMARKTOMARKETAMOUNT[] = "IMTM"; 00449 const char PosAmtType_CASHAMOUNTCORPORATEEVENT[] = "CASH"; 00450 const char PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET[] = "ICMTM"; 00451 const char PosAmtType_TOTAL_BANKED_AMOUNT[] = "BANK"; 00452 const char PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT[] = "FMTM"; 00453 const char PosAmtType_SETTLEMENT_VALUE[] = "SETL"; 00454 const char PosAmtType_VALUEADJUSTEDAMOUNT[] = "VADJ"; 00455 const char PosAmtType_CASH_AMOUNT[] = "CASH"; 00456 const char PosAmtType_PREMIUMAMOUNT[] = "PREM"; 00457 const char PosAmtType_INITIAL_TRADE_COUPON_AMOUNT[] = "ICPN"; 00458 const char PosAmtType_INCREMENTAL_ACCRUED_COUPON[] = "IACPN"; 00459 const char PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT[] = "SMTM"; 00460 const char PosAmtType_VALUE_ADJUSTED_AMOUNT[] = "VADJ"; 00461 const char PosAmtType_CASHRESIDUALAMOUNT[] = "CRES"; 00462 const char PosAmtType_COLLATERALIZED_MARK_TO_MARKET[] = "CMTM"; 00463 const char PosAmtType_CASH_RESIDUAL_AMOUNT[] = "CRES"; 00464 const char PosAmtType_COMPENSATION_AMOUNT[] = "DLV"; 00465 const char PosAmtType_TRADE_VARIATION_AMOUNT[] = "TVAR"; 00466 const char PosAmtType_TRADEVARIATIONAMOUNT[] = "TVAR"; 00467 const char PosAmtType_FINALMARKTOMARKETAMOUNT[] = "FMTM"; 00468 const char PosAmtType_COUPON_AMOUNT[] = "CPN"; 00469 const char PosAmtType_TOTAL_COLLATERALIZED_AMOUNT[] = "COLAT"; 00470 const char PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT[] = "IMTM"; 00471 const char ResetSeqNumFlag_NO = 'N'; 00472 const char ResetSeqNumFlag_YES = 'Y'; 00473 const int CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED = 7; 00474 const int CollInquiryResult_NOCOLLATERALFOUNDFORTHEORDERSPECIFIED = 7; 00475 const int CollInquiryResult_NOCOLLATERALFOUNDFORTHETRADESPECIFIED = 6; 00476 const int CollInquiryResult_INVALIDORUNKNOWNINSTRUMENT = 1; 00477 const int CollInquiryResult_INVALID_DESTINATION_REQUESTED = 5; 00478 const int CollInquiryResult_INVALIDORUNKNOWNCOLLATERALTYPE = 2; 00479 const int CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY = 9; 00480 const int CollInquiryResult_INVALIDTRANSPORTTYPEREQUESTED = 4; 00481 const int CollInquiryResult_INVALIDPARTIES = 3; 00482 const int CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE = 2; 00483 const int CollInquiryResult_INVALIDDESTINATIONREQUESTED = 5; 00484 const int CollInquiryResult_SUCCESSFUL = 0; 00485 const int CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1; 00486 const int CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED = 8; 00487 const int CollInquiryResult_OTHER = 99; 00488 const int CollInquiryResult_UNAUTHORIZEDFORCOLLATERALINQUIRY = 9; 00489 const int CollInquiryResult_COLLATERALINQUIRYTYPENOTSUPPORTED = 8; 00490 const int CollInquiryResult_INVALID_PARTIES = 3; 00491 const int CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4; 00492 const int CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED = 6; 00493 const int CollAsgnRespType_DECLINED = 2; 00494 const int CollAsgnRespType_RECEIVED = 0; 00495 const int CollAsgnRespType_REJECTED = 3; 00496 const int CollAsgnRespType_ACCEPTED = 1; 00497 const char UnsolicitedIndicator_NO = 'N'; 00498 const char UnsolicitedIndicator_YES = 'Y'; 00499 const int QuoteEntryRejectReason_UNKNWNSYM = 1; 00500 const int QuoteEntryRejectReason_EXCHCLSD = 2; 00501 const int QuoteEntryRejectReason_EXHCNAGE = 2; 00502 const int QuoteEntryRejectReason_DUPORD = 6; 00503 const int QuoteEntryRejectReason_INVALID_PRICE = 8; 00504 const int QuoteEntryRejectReason_TOOLATE = 4; 00505 const int QuoteEntryRejectReason_INVBIDASK = 7; 00506 const int QuoteEntryRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9; 00507 const int QuoteEntryRejectReason_TOO_LATE_TO_ENTER = 4; 00508 const int QuoteEntryRejectReason_QUOTE_EXCEEDS_LIMIT = 3; 00509 const int QuoteEntryRejectReason_ORDEXCLIM = 3; 00510 const int QuoteEntryRejectReason_UNKNORD = 5; 00511 const int QuoteEntryRejectReason_INVPX = 8; 00512 const int QuoteEntryRejectReason_EXCHANGE = 2; 00513 const int QuoteEntryRejectReason_UNKNOWN_SYMBOL = 1; 00514 const int QuoteEntryRejectReason_NOTAUTH = 9; 00515 const int QuoteEntryRejectReason_OTHER = 99; 00516 const int QuoteEntryRejectReason_INVALID_BID_ASK_SPREAD = 7; 00517 const int QuoteEntryRejectReason_UNKNOWN_QUOTE = 5; 00518 const int QuoteEntryRejectReason_DUPLICATE_QUOTE = 6; 00519 const char OrderCapacity_PROPRIETARY = 'G'; 00520 const char OrderCapacity_RISKLESS_PRINCIPAL = 'R'; 00521 const char OrderCapacity_AGENT_FOR_OTHER_MEMBER = 'W'; 00522 const char OrderCapacity_PRINCIPAL = 'P'; 00523 const char OrderCapacity_AGENCY = 'A'; 00524 const char OrderCapacity_INDIVIDUAL = 'I'; 00525 const char OrderCapacity_AGENTOTHERMEMBER = 'W'; 00526 const char OrderCapacity_RISKLESSPRINCIPAL = 'R'; 00527 const int QuoteAckStatus_CANCELED_FOR_UNDERLYING = 3; 00528 const int QuoteAckStatus_CANCELED_ALL = 4; 00529 const int QuoteAckStatus_CANCELED_FOR_SECURITY_TYPE = 2; 00530 const int QuoteAckStatus_REJECTED = 5; 00531 const int QuoteAckStatus_CANCELED_FOR_SYMBOL = 1; 00532 const int QuoteAckStatus_ACCEPTED = 0; 00533 const int UserRequestType_CHANGE_PASSWORD_FOR_USER = 3; 00534 const int UserRequestType_CHANGEPASSWORDFORUSER = 3; 00535 const int UserRequestType_LOGOFFUSER = 2; 00536 const int UserRequestType_LOG_OFF_USER = 2; 00537 const int UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS = 4; 00538 const int UserRequestType_REQUESTINDIVIDUALUSERSTATUS = 4; 00539 const int UserRequestType_LOGONUSER = 1; 00540 const int UserRequestType_LOG_ON_USER = 1; 00541 const int TradeReportTransType_REPLACE = 2; 00542 const int TradeReportTransType_NEW = 0; 00543 const int TradeReportTransType_REVERSE = 4; 00544 const int TradeReportTransType_CANCEL = 1; 00545 const int TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE = 5; 00546 const int TradeReportTransType_RELEASE = 3; 00547 const char AdvSide_CROSS = 'X'; 00548 const char AdvSide_TRADE = 'T'; 00549 const char AdvSide_BUY = 'B'; 00550 const char AdvSide_SELL = 'S'; 00551 const int CoveredOrUncovered_COVERED = 0; 00552 const int CoveredOrUncovered_UNCOVERED = 1; 00553 const int AcctIDSource_TFMGSPTA = 3; 00554 const int AcctIDSource_TFM = 3; 00555 const int AcctIDSource_DTCCCODE = 5; 00556 const int AcctIDSource_SIDCODE = 2; 00557 const int AcctIDSource_OMGEOALERTID = 4; 00558 const int AcctIDSource_BIC = 1; 00559 const int AcctIDSource_OTHER = 99; 00560 const int AcctIDSource_OMGEO = 4; 00561 const int AcctIDSource_SID_CODE = 2; 00562 const int AcctIDSource_DTCC_CODE = 5; 00563 const int TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA = 2; 00564 const int TradeRequestType_ALL_TRADES = 0; 00565 const int TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST = 1; 00566 const int TradeRequestType_UNREPORTEDTRADES = 3; 00567 const int TradeRequestType_ALLTRADES = 0; 00568 const int TradeRequestType_ADVISORIESMATCH = 4; 00569 const int TradeRequestType_MATCHEDTRADES = 1; 00570 const int TradeRequestType_UNMATCHEDTRADES = 2; 00571 const int TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA = 3; 00572 const int TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA = 4; 00573 const int TradSesStatus_PRECLOSE = 5; 00574 const int TradSesStatus_HALTED = 1; 00575 const int TradSesStatus_REQREJ = 6; 00576 const int TradSesStatus_REQUEST_REJECTED = 6; 00577 const int TradSesStatus_OPEN = 2; 00578 const int TradSesStatus_PREOPEN = 4; 00579 const int TradSesStatus_PRE_OPEN = 4; 00580 const int TradSesStatus_UNKNOWN = 0; 00581 const int TradSesStatus_PRE_CLOSE = 5; 00582 const int TradSesStatus_CLOSED = 3; 00583 const int PegPriceType_LAST_PEG = 1; 00584 const int PegPriceType_PRIMARY_PEG = 5; 00585 const int PegPriceType_OPENING_PEG = 3; 00586 const int PegPriceType_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 6; 00587 const int PegPriceType_TRAILING_STOP_PEG = 8; 00588 const int PegPriceType_PEG_TO_LIMIT_PRICE = 9; 00589 const int PegPriceType_MID_PRICE_PEG = 2; 00590 const int PegPriceType_MARKET_PEG = 4; 00591 const int PegPriceType_PEG_TO_VWAP = 7; 00592 const int StreamAsgnRejReason_NO_AVAILABLE_STREAM = 3; 00593 const int StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE = 1; 00594 const int StreamAsgnRejReason_UNKNOWN_CLIENT = 0; 00595 const int StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR = 2; 00596 const int StreamAsgnRejReason_OTHER = 99; 00597 const char ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT[] = "FUTDA"; 00598 const char ValuationMethod_PREMIUM_STYLE[] = "EQTY"; 00599 const char ValuationMethod_CDS_IN_DELIVERY[] = "CDSD"; 00600 const char ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON[] = "CDS"; 00601 const char ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET[] = "FUT"; 00602 const char TriggerType_SPECIFIED_TRADING_SESSION = '2'; 00603 const char TriggerType_NEXT_AUCTION = '3'; 00604 const char TriggerType_PRICE_MOVEMENT = '4'; 00605 const char TriggerType_PARTIAL_EXECUTION = '1'; 00606 const char PriceProtectionScope_LOCAL = '1'; 00607 const char PriceProtectionScope_NONE = '0'; 00608 const char PriceProtectionScope_GLOBAL = '3'; 00609 const char PriceProtectionScope_NATIONAL = '2'; 00610 const int TradeReportRejectReason_SUCCESSFULDEFAULT = 0; 00611 const int TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES = 3; 00612 const int TradeReportRejectReason_SUCCESSFUL = 0; 00613 const int TradeReportRejectReason_INVALID_PARTY_ONFORMATION = 1; 00614 const int TradeReportRejectReason_UNKNOWN_INSTRUMENT = 2; 00615 const int TradeReportRejectReason_OTHER = 99; 00616 const int TradeReportRejectReason_INVALIDTRADETYPE = 4; 00617 const int TradeReportRejectReason_UNKNOWNINSTRUMENT = 2; 00618 const int TradeReportRejectReason_INVALID_TRADE_TYPE = 4; 00619 const int TradeReportRejectReason_UNAUTHORIZEDTOREPORTTRADES = 3; 00620 const int TradeReportRejectReason_INVALIDPARTYINFORMATION = 1; 00621 const int SecurityListType_NEWSPAPER_LIST = 4; 00622 const int SecurityListType_TRADING_LIST = 2; 00623 const int SecurityListType_INDUSTRY_CLASSIFICATION = 1; 00624 const int SecurityListType_MARKET = 3; 00625 const int QuoteRejectReason_QUOTE_LOCKED = 11; 00626 const int QuoteRejectReason_UNKNSYM = 1; 00627 const int QuoteRejectReason_EXCHCLSD = 2; 00628 const int QuoteRejectReason_DUPORD = 6; 00629 const int QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 13; 00630 const int QuoteRejectReason_INVALID_PRICE = 8; 00631 const int QuoteRejectReason_TOOLATE = 4; 00632 const int QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9; 00633 const int QuoteRejectReason_TOO_LATE_TO_ENTER = 4; 00634 const int QuoteRejectReason_UNKNORD = 5; 00635 const int QuoteRejectReason_INVPX = 8; 00636 const int QuoteRejectReason_EXCHANGE = 2; 00637 const int QuoteRejectReason_INVSPREAD = 7; 00638 const int QuoteRejectReason_UNKNOWN_SYMBOL = 1; 00639 const int QuoteRejectReason_NOTAUTH = 9; 00640 const int QuoteRejectReason_OTHER = 99; 00641 const int QuoteRejectReason_INVALID_BID_ASK_SPREAD = 7; 00642 const int QuoteRejectReason_UNKNOWN_QUOTE = 5; 00643 const int QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 12; 00644 const int QuoteRejectReason_ORDEXLIM = 3; 00645 const int QuoteRejectReason_DUPLICATE_QUOTE = 6; 00646 const int QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 10; 00647 const int QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3; 00648 const char PossResend_NO = 'N'; 00649 const char PossResend_YES = 'Y'; 00650 const int QuantityType_SHARES = 1; 00651 const int QuantityType_CURRENTFACE = 3; 00652 const int QuantityType_PAR = 8; 00653 const int QuantityType_BONDS = 2; 00654 const int QuantityType_ORIGINALFACE = 4; 00655 const int QuantityType_CONTRACTS = 6; 00656 const int QuantityType_OTHER = 7; 00657 const int QuantityType_CURRENCY = 5; 00658 const int ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 4; 00659 const int ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE = 3; 00660 const int ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE = 1; 00661 const int ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE = 5; 00662 const int ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 2; 00663 const int ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT = 3; 00664 const int ImpliedMarketIndicator_NOT_IMPLIED = 0; 00665 const int ImpliedMarketIndicator_IMPLIED_OUT = 2; 00666 const int ImpliedMarketIndicator_IMPLIED_IN = 1; 00667 const int QuoteRequestType_AUTOMATIC = 2; 00668 const int QuoteRequestType_MAN = 1; 00669 const int QuoteRequestType_AUTO = 2; 00670 const int QuoteRequestType_MANUAL = 1; 00671 const int SecurityRequestResult_INSTRUMENTUNAVAILABLE = 4; 00672 const int SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2; 00673 const int SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA = 3; 00674 const int SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE = 4; 00675 const int SecurityRequestResult_VALID_REQUEST = 0; 00676 const int SecurityRequestResult_VALIDREQ = 0; 00677 const int SecurityRequestResult_NOINSTRUMENTSFOUND = 2; 00678 const int SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1; 00679 const int SecurityRequestResult_NOTAUTHORIZED = 3; 00680 const int SecurityRequestResult_NOTSUPPORTED = 5; 00681 const int SecurityRequestResult_INVALIDREQ = 1; 00682 const int SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED = 5; 00683 const char OrderRestrictions_ISSUER_HOLDING = 'B'; 00684 const char OrderRestrictions_NON_INDEXARBITRAGE = '3'; 00685 const char OrderRestrictions_EXMRKTPART = '8'; 00686 const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY = '5'; 00687 const char OrderRestrictions_NON_ALGORITHMIC = 'D'; 00688 const char OrderRestrictions_EXTNERAL_INTER_CONNECTED_MARKET_LINKAGE = '9'; 00689 const char OrderRestrictions_NON_INDEX_ARBITRAGE = '3'; 00690 const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY = '6'; 00691 const char OrderRestrictions_PROGRAM_TRADE = '1'; 00692 const char OrderRestrictions_ISSUE_PRICE_STABILIZATION = 'C'; 00693 const char OrderRestrictions_INDEXARBITRAGE = '2'; 00694 const char OrderRestrictions_ACTMMDERIV = '6'; 00695 const char OrderRestrictions_FORENTITY = '7'; 00696 const char OrderRestrictions_CROSS = 'F'; 00697 const char OrderRestrictions_PROGRAMTRADE = '1'; 00698 const char OrderRestrictions_RISKARB = 'A'; 00699 const char OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE = '9'; 00700 const char OrderRestrictions_FOREIGN_ENTITY = '7'; 00701 const char OrderRestrictions_COMPETINGMARKETMAKER = '4'; 00702 const char OrderRestrictions_EXINTMRKTLINK = '9'; 00703 const char OrderRestrictions_INDEX_ARBITRAGE = '2'; 00704 const char OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT = '8'; 00705 const char OrderRestrictions_ALGORITHMIC = 'E'; 00706 const char OrderRestrictions_ACTMM = '5'; 00707 const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY = '6'; 00708 const char OrderRestrictions_RISKLESS_ARBITRAGE = 'A'; 00709 const char OrderRestrictions_COMPETING_MARKET_MAKER = '4'; 00710 const char ListExecInstType_WAIT_FOR_EXECUT_INSTRUCTION = '2'; 00711 const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN = '3'; 00712 const char ListExecInstType_IMMED = '1'; 00713 const char ListExecInstType_WAIT = '2'; 00714 const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW = '5'; 00715 const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3 = '3'; 00716 const char ListExecInstType_IMMEDIATE = '1'; 00717 const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4 = '4'; 00718 const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5 = '5'; 00719 const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP = '4'; 00720 const char ListExecInstType_EXCHCIVBUYTOP = '4'; 00721 const char ListExecInstType_EXCHCIVBUYWD = '5'; 00722 const char ListExecInstType_EXCHCIVSELL = '3'; 00723 const char ListExecInstType_WAIT_FOR_EXECUTE_INSTRUCTION = '2'; 00724 const int DistribPaymentMethod_FED_WIRE = 7; 00725 const int DistribPaymentMethod_ACH_CREDIT = 9; 00726 const int DistribPaymentMethod_EUROCLEAR = 3; 00727 const int DistribPaymentMethod_TELEGRAPHICTRANSFER = 6; 00728 const int DistribPaymentMethod_ACHCREDIT = 9; 00729 const int DistribPaymentMethod_TELEGRAPHIC_TRANSFER = 6; 00730 const int DistribPaymentMethod_FEDWIRE = 7; 00731 const int DistribPaymentMethod_CHEQUE = 5; 00732 const int DistribPaymentMethod_DIRECT_CREDIT = 8; 00733 const int DistribPaymentMethod_CREST = 1; 00734 const int DistribPaymentMethod_BPAY = 10; 00735 const int DistribPaymentMethod_CLEARSTREAM = 4; 00736 const int DistribPaymentMethod_DIRECTCREDITBECSBACS = 8; 00737 const int DistribPaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS = 11; 00738 const int DistribPaymentMethod_NSCC = 2; 00739 const int DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS = 11; 00740 const int DistribPaymentMethod_REINVESTINFUND = 12; 00741 const int DistribPaymentMethod_REINVEST_IN_FUND = 12; 00742 const int OrderHandlingInstSource_NASD_OATS = 1; 00743 const int AffirmStatus_CONFIRMREJECTED = 2; 00744 const int AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED = 2; 00745 const int AffirmStatus_AFFIRMED = 3; 00746 const int AffirmStatus_RECEIVED = 1; 00747 const int OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2; 00748 const int OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1; 00749 const int OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3; 00750 const int OrigCustOrderCapacity_ALL_OTHER = 4; 00751 const int AllocMethod_GUARANTOR = 2; 00752 const int AllocMethod_AUTOMATIC = 1; 00753 const int AllocMethod_MANUAL = 3; 00754 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY = '1'; 00755 const char MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 'C'; 00756 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP = 'A'; 00757 const char MassCancelResponse_CXLORDERSSECURITYTYPE = '5'; 00758 const char MassCancelResponse_CXLORDERSUNDERLYINGSECURITY = '2'; 00759 const char MassCancelResponse_CXLORDERSTRDSESSION = '6'; 00760 const char MassCancelResponse_CXLALLORDERS = '7'; 00761 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET = '8'; 00762 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT = '9'; 00763 const char MassCancelResponse_CXLREQREJ = '0'; 00764 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5'; 00765 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6'; 00766 const char MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2'; 00767 const char MassCancelResponse_CXLORDERSSECURITY = '1'; 00768 const char MassCancelResponse_CXLORDERSPRODUCT = '3'; 00769 const char MassCancelResponse_CANCEL_ALL_ORDERS = '7'; 00770 const char MassCancelResponse_CANCEL_REQUEST_REJECTED = '0'; 00771 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER = 'B'; 00772 const char MassCancelResponse_CXLORDERSCFICODE = '4'; 00773 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE = '4'; 00774 const char MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT = '3'; 00775 const int StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER = 1; 00776 const int StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER = 2; 00777 const char SymbolSfx_EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE[] = "CD"; 00778 const char SymbolSfx_EUCPLUMPSUMINTEREST[] = "CD"; 00779 const char SymbolSfx_WHENISSUED[] = "WI"; 00780 const char SymbolSfx_WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN[] = "WI"; 00781 const char ExDestinationIDSource_PROPRIETARY = 'D'; 00782 const char ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER = 'C'; 00783 const char ExDestinationIDSource_BIC = 'B'; 00784 const char ExDestinationIDSource_MIC = 'G'; 00785 const char ExDestinationIDSource_ISO_COUNTRY_CODE = 'E'; 00786 const int SecurityListRequestType_ALLSECURITIES = 4; 00787 const int SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 5; 00788 const int SecurityListRequestType_SECURITYTYPECFICODE = 1; 00789 const int SecurityListRequestType_SYMBOL = 0; 00790 const int SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE = 1; 00791 const int SecurityListRequestType_TRADINGSESSIONID = 3; 00792 const int SecurityListRequestType_ALL_SECURITIES = 4; 00793 const int SecurityListRequestType_PRODUCT = 2; 00794 const int CollAsgnReason_FORWARDCOLLATERALDEMAND = 5; 00795 const int CollAsgnReason_ADVERSETAXEVENT = 7; 00796 const int CollAsgnReason_MARGINDEFICIENCY = 3; 00797 const int CollAsgnReason_TIME_WARNING = 2; 00798 const int CollAsgnReason_TIMEWARNING = 2; 00799 const int CollAsgnReason_ADVERSE_TAX_EVENT = 7; 00800 const int CollAsgnReason_MARGINEXCESS = 4; 00801 const int CollAsgnReason_MARGIN_DEFICIENCY = 3; 00802 const int CollAsgnReason_SCHEDULED = 1; 00803 const int CollAsgnReason_INITIAL = 0; 00804 const int CollAsgnReason_FORWARD_COLLATERAL_DEMAND = 5; 00805 const int CollAsgnReason_EVENTOFDEFAULT = 6; 00806 const int CollAsgnReason_MARGIN_EXCESS = 4; 00807 const int CollAsgnReason_EVENT_OF_DEFAULT = 6; 00808 const int SettlPriceType_FINAL = 1; 00809 const int SettlPriceType_THEORETICAL = 2; 00810 const char DealingCapacity_RISKLESS_PRINCIPAL = 'R'; 00811 const char DealingCapacity_PRINCIPAL = 'P'; 00812 const char DealingCapacity_AGENT = 'A'; 00813 const int RateSourceType_SECONDARY = 1; 00814 const int RateSourceType_PRIMARY = 0; 00815 const char AggregatedBook_NO = 'N'; 00816 const char AggregatedBook_YES = 'Y'; 00817 const int PosQtyStatus_SUBMITTED = 0; 00818 const int PosQtyStatus_REJECTED = 2; 00819 const int PosQtyStatus_ACCEPTED = 1; 00820 const char MsgType_TradingSessionStatusRequest[] = "g"; 00821 const char MsgType_ListStatus[] = "N"; 00822 const char MsgType_Email[] = "C"; 00823 const char MsgType_ListExecute[] = "L"; 00824 const char MsgType_Confirmation[] = "AK"; 00825 const char MsgType_NewOrderMultileg[] = "AB"; 00826 const char MsgType_IndicationofInterest[] = "6"; 00827 const char MsgType_MarketDataIncrementalRefresh[] = "X"; 00828 const char MsgType_TradeCaptureReport[] = "AE"; 00829 const char MsgType_RequestForPositionsAck[] = "AO"; 00830 const char MsgType_StreamAssignmentRequest[] = "CC"; 00831 const char MsgType_SecurityListRequest[] = "x"; 00832 const char MsgType_CollateralReport[] = "BA"; 00833 const char MsgType_PositionMaintenanceReport[] = "AM"; 00834 const char MsgType_PositionReport[] = "AP"; 00835 const char MsgType_StreamAssignmentReportACK[] = "CE"; 00836 const char MsgType_UserRequest[] = "BE"; 00837 const char MsgType_PositionMaintenanceRequest[] = "AL"; 00838 const char MsgType_NetworkCounterpartySystemStatusResponse[] = "BD"; 00839 const char MsgType_NewOrderCross[] = "s"; 00840 const char MsgType_AdjustedPositionReport[] = "BL"; 00841 const char MsgType_Logon[] = "A"; 00842 const char MsgType_IOI[] = "6"; 00843 const char MsgType_ListStrikePrice[] = "m"; 00844 const char MsgType_BidRequest[] = "k"; 00845 const char MsgType_TradingSessionStatus[] = "h"; 00846 const char MsgType_RegistrationInstructionsResponse[] = "p"; 00847 const char MsgType_Advertisement[] = "7"; 00848 const char MsgType_MassQuote[] = "i"; 00849 const char MsgType_Logout[] = "5"; 00850 const char MsgType_AllocationReport[] = "AS"; 00851 const char MsgType_SecurityDefinitionUpdateReport[] = "BP"; 00852 const char MsgType_ListStatusRequest[] = "M"; 00853 const char MsgType_BusinessMessageReject[] = "j"; 00854 const char MsgType_ConfirmationAck[] = "AU"; 00855 const char MsgType_TestRequest[] = "1"; 00856 const char MsgType_SecurityList[] = "y"; 00857 const char MsgType_ListCancelRequest[] = "K"; 00858 const char MsgType_News[] = "B"; 00859 const char MsgType_TradingSessionListUpdateReport[] = "BS"; 00860 const char MsgType_Heartbeat[] = "0"; 00861 const char MsgType_QuoteAcknowledgement[] = "b"; 00862 const char MsgType_AllocationReportAck[] = "AT"; 00863 const char MsgType_ConfirmationRequest[] = "BH"; 00864 const char MsgType_OrderMassActionReport[] = "BZ"; 00865 const char MsgType_CollateralInquiry[] = "BB"; 00866 const char MsgType_SecurityTypeRequest[] = "v"; 00867 const char MsgType_NewOrderList[] = "E"; 00868 const char MsgType_ExecutionAcknowledgement[] = "BN"; 00869 const char MsgType_TradingSessionListRequest[] = "BI"; 00870 const char MsgType_SecurityTypes[] = "w"; 00871 const char MsgType_MarketDefinition[] = "BU"; 00872 const char MsgType_SequenceReset[] = "4"; 00873 const char MsgType_CollateralResponse[] = "AZ"; 00874 const char MsgType_MassQuoteAcknowledgement[] = "b"; 00875 const char MsgType_QuoteResponse[] = "AJ"; 00876 const char MsgType_QuoteStatusRequest[] = "a"; 00877 const char MsgType_QuoteCancel[] = "Z"; 00878 const char MsgType_ContraryIntentionReport[] = "BO"; 00879 const char MsgType_PartyDetailsListReport[] = "CG"; 00880 const char MsgType_PartyDetailsListRequest[] = "CF"; 00881 const char MsgType_CrossOrderCancelRequest[] = "u"; 00882 const char MsgType_NewOrderSingle[] = "D"; 00883 const char MsgType_DerivativeSecurityListRequest[] = "z"; 00884 const char MsgType_CollateralRequest[] = "AX"; 00885 const char MsgType_UserNotification[] = "CB"; 00886 const char MsgType_UserResponse[] = "BF"; 00887 const char MsgType_DontKnowTrade[] = "Q"; 00888 const char MsgType_TradeCaptureReportAck[] = "AR"; 00889 const char MsgType_ApplicationMessageRequest[] = "BW"; 00890 const char MsgType_MultilegOrderCancelReplace[] = "AC"; 00891 const char MsgType_OrderCancelReject[] = "9"; 00892 const char MsgType_ExecutionReport[] = "8"; 00893 const char MsgType_QuoteStatusReport[] = "AI"; 00894 const char MsgType_ResendRequest[] = "2"; 00895 const char MsgType_Quote[] = "S"; 00896 const char MsgType_SettlementInstructionRequest[] = "AV"; 00897 const char MsgType_SecurityListUpdateReport[] = "BK"; 00898 const char MsgType_AllocationInstructionAlert[] = "BM"; 00899 const char MsgType_TradeCaptureReportRequestAck[] = "AQ"; 00900 const char MsgType_AllocationInstruction[] = "J"; 00901 const char MsgType_Allocation[] = "J"; 00902 const char MsgType_ApplicationMessageReport[] = "BY"; 00903 const char MsgType_RegistrationInstructions[] = "o"; 00904 const char MsgType_SecurityDefinition[] = "d"; 00905 const char MsgType_SecurityDefinitionRequest[] = "c"; 00906 const char MsgType_SecurityStatus[] = "f"; 00907 const char MsgType_DerivativeSecurityList[] = "AA"; 00908 const char MsgType_NetworkCounterpartySystemStatusRequest[] = "BC"; 00909 const char MsgType_MarketDefinitionRequest[] = "BT"; 00910 const char MsgType_Reject[] = "3"; 00911 const char MsgType_DerivativeSecurityListUpdateReport[] = "BR"; 00912 const char MsgType_QuoteRequestReject[] = "AG"; 00913 const char MsgType_OrderMassStatusRequest[] = "AF"; 00914 const char MsgType_ApplicationMessageRequestAck[] = "BX"; 00915 const char MsgType_SecurityStatusRequest[] = "e"; 00916 const char MsgType_AllocationACK[] = "P"; 00917 const char MsgType_MarketDefinitionUpdateReport[] = "BV"; 00918 const char MsgType_CrossOrderCancelReplaceRequest[] = "t"; 00919 const char MsgType_OrderMassCancelReport[] = "r"; 00920 const char MsgType_AssignmentReport[] = "AW"; 00921 const char MsgType_BidResponse[] = "l"; 00922 const char MsgType_RequestForPositions[] = "AN"; 00923 const char MsgType_SettlementObligationReport[] = "BQ"; 00924 const char MsgType_OrderMassCancelRequest[] = "q"; 00925 const char MsgType_TradingSessionList[] = "BJ"; 00926 const char MsgType_OrderStatusRequest[] = "H"; 00927 const char MsgType_CollateralAssignment[] = "AY"; 00928 const char MsgType_StreamAssignmentReport[] = "CD"; 00929 const char MsgType_OrderMassActionRequest[] = "CA"; 00930 const char MsgType_AllocationAck[] = "P"; 00931 const char MsgType_QuoteRequest[] = "R"; 00932 const char MsgType_CollateralInquiryAck[] = "BG"; 00933 const char MsgType_MarketDataSnapshotFullRefresh[] = "W"; 00934 const char MsgType_SettlementInstructions[] = "T"; 00935 const char MsgType_OrderCancelReplaceRequest[] = "G"; 00936 const char MsgType_TradeCaptureReportRequest[] = "AD"; 00937 const char MsgType_RFQRequest[] = "AH"; 00938 const char MsgType_OrderCancelRequest[] = "F"; 00939 const char MsgType_MultilegOrderCancelReplaceRequest[] = "AC"; 00940 const char MsgType_AllocationInstructionAck[] = "P"; 00941 const char MsgType_MarketDataRequest[] = "V"; 00942 const char MsgType_MarketDataRequestReject[] = "Y"; 00943 const char MultiLegReportingType_SINGLE = '1'; 00944 const char MultiLegReportingType_MULTILEG = '3'; 00945 const char MultiLegReportingType_SINGLE_SECURITY = '1'; 00946 const char MultiLegReportingType_MULTI_LEG_SECURITY = '3'; 00947 const char MultiLegReportingType_INDIVLEG = '2'; 00948 const char MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY = '2'; 00949 const char MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = '2'; 00950 const char IDSource_EXCHANGE_SYMBOL[] = "8"; 00951 const char IDSource_RIC_CODE[] = "5"; 00952 const char IDSource_ISO_CURRENCY_CODE[] = "6"; 00953 const char IDSource_ISIN_NUMBER[] = "4"; 00954 const char IDSource_SEDOL[] = "2"; 00955 const char IDSource_ISO_COUNTRY_CODE[] = "7"; 00956 const char IDSource_CONSOLIDATED_TAPE_ASSOCIATION[] = "9"; 00957 const char IDSource_QUIK[] = "3"; 00958 const char IDSource_CUSIP[] = "1"; 00959 const char OrdStatus_NEW = '0'; 00960 const char OrdStatus_CALCULATED = 'B'; 00961 const char OrdStatus_PENDINGNEW = 'A'; 00962 const char OrdStatus_PENDING_CANCEL = '6'; 00963 const char OrdStatus_PARTIAL = '1'; 00964 const char OrdStatus_PENDING_CANCEL_REPLACE = '6'; 00965 const char OrdStatus_PENDING_NEW = 'A'; 00966 const char OrdStatus_STOPPED = '7'; 00967 const char OrdStatus_FILLED = '2'; 00968 const char OrdStatus_PENDING_REPLACE = 'E'; 00969 const char OrdStatus_CANCELED = '4'; 00970 const char OrdStatus_ACCEPTED_FOR_BIDDING = 'D'; 00971 const char OrdStatus_SUSPENDED = '9'; 00972 const char OrdStatus_DONE = '3'; 00973 const char OrdStatus_REJECTED = '8'; 00974 const char OrdStatus_PARTIALLY_FILLED = '1'; 00975 const char OrdStatus_EXPIRED = 'C'; 00976 const char OrdStatus_REPLACED = '5'; 00977 const char OrdStatus_DONE_FOR_DAY = '3'; 00978 const char OrdStatus_ACCEPTBIDDING = 'D'; 00979 const char OrdStatus_PENDINGREP = 'E'; 00980 const int CustomerOrFirm_FIRM = 1; 00981 const int CustomerOrFirm_CUSTOMER = 0; 00982 const int AdjustmentType_DELTA_MINUS = 2; 00983 const int AdjustmentType_DELTAPLUS = 1; 00984 const int AdjustmentType_DELTA_PLUS = 1; 00985 const int AdjustmentType_DELTAMINUS = 2; 00986 const int AdjustmentType_FINAL = 3; 00987 const int AdjustmentType_PROCESSREQUESTASMARGINDISPOSITION = 0; 00988 const int AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION = 0; 00989 const char AsOfIndicator_TRUE = '1'; 00990 const char AsOfIndicator_FALSE = '0'; 00991 const int MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT = 9; 00992 const int MassActionScope_ALL_ORDERS_FOR_A_MARKET = 8; 00993 const int MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2; 00994 const int MassActionScope_ALL_ORDERS = 7; 00995 const int MassActionScope_ALL_ORDERS_FOR_A_CFICODE = 4; 00996 const int MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 12; 00997 const int MassActionScope_ALL_ORDERS_FOR_A_SECURITY = 1; 00998 const int MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION = 6; 00999 const int MassActionScope_CANCEL_FOR_SECURITY_ISSUER = 11; 01000 const int MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP = 10; 01001 const int MassActionScope_ALL_ORDERS_FOR_A_PRODUCT = 3; 01002 const int MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE = 5; 01003 const char VenueType_PIT = 'P'; 01004 const char VenueType_EX_PIT = 'X'; 01005 const char VenueType_ELECTRONIC = 'E'; 01006 const int MassActionType_CANCEL_ORDERS = 3; 01007 const int MassActionType_RELEASE_ORDERS_FROM_SUSPENSION = 2; 01008 const int MassActionType_SUSPEND_ORDERS = 1; 01009 const int PosMaintResult_SUCCESSFULCOMPLETION = 0; 01010 const int PosMaintResult_SUCCESSFUL_COMPLETION = 0; 01011 const int PosMaintResult_OTHER = 99; 01012 const int PosMaintResult_REJECTED = 1; 01013 const char IOIShares_MEDIUM[] = "M"; 01014 const char IOIShares_LARGE[] = "L"; 01015 const char IOIShares_SMALL[] = "S"; 01016 const int PegOffsetType_PRICE = 0; 01017 const int PegOffsetType_BASISPOINTS = 1; 01018 const int PegOffsetType_PRICE_TIER = 3; 01019 const int PegOffsetType_TICKS = 2; 01020 const int PegOffsetType_PRICETIERLEVEL = 3; 01021 const int PegOffsetType_BASIS_POINTS = 1; 01022 const int MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT = 8; 01023 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1; 01024 const int MassCancelRejectReason_INVALIDSECURITY = 1; 01025 const int MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED = 0; 01026 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9; 01027 const int MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY = 2; 01028 const int MassCancelRejectReason_INVALIDPRODUCT = 3; 01029 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11; 01030 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5; 01031 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4; 01032 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6; 01033 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET = 7; 01034 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_TYPE = 5; 01035 const int MassCancelRejectReason_INVALIDUNDERLYING = 2; 01036 const int MassCancelRejectReason_OTHER = 99; 01037 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10; 01038 const int MassCancelRejectReason_INVALIDCFICODE = 4; 01039 const int MassCancelRejectReason_INVALIDSECURITYTYPE = 5; 01040 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3; 01041 const int MassCancelRejectReason_INVALID_OR_UNKNOWN_UNDERLYING = 2; 01042 const int MassCancelRejectReason_INVALIDTRDSESSION = 6; 01043 const int MassCancelRejectReason_MASSCXLNOTSUPPORTED = 0; 01044 const int ResponseTransportType_OUTOFBAND = 1; 01045 const int ResponseTransportType_INBAND = 0; 01046 const int ResponseTransportType_OUT_OF_BAND = 1; 01047 const int TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID = 1; 01048 const int TradSesStatusRejReason_UNKNOWNTRADINGSESSIONID = 1; 01049 const int TradSesStatusRejReason_OTHER = 99; 01050 const int TrdRegTimestampType_EXECUTION_TIME = 1; 01051 const int TrdRegTimestampType_BROKEREXECUTION = 5; 01052 const int TrdRegTimestampType_BROKERRECEIPT = 4; 01053 const int TrdRegTimestampType_TIMEIN = 2; 01054 const int TrdRegTimestampType_TIME_IN = 2; 01055 const int TrdRegTimestampType_TIMEOUT = 3; 01056 const int TrdRegTimestampType_SUBMISSION_TO_CLEARING = 7; 01057 const int TrdRegTimestampType_BROKER_RECEIPT = 4; 01058 const int TrdRegTimestampType_DESK_RECEIPT = 6; 01059 const int TrdRegTimestampType_EXECUTIONTIME = 1; 01060 const int TrdRegTimestampType_BROKER_EXECUTION = 5; 01061 const int TrdRegTimestampType_TIME_OUT = 3; 01062 const char ApplVerID_FIX50SP1[] = "8"; 01063 const char ApplVerID_FIX27[] = "0"; 01064 const char ApplVerID_FIX50SP2[] = "9"; 01065 const char ApplVerID_FIX50[] = "7"; 01066 const char ApplVerID_FIX40[] = "2"; 01067 const char ApplVerID_FIX41[] = "3"; 01068 const char ApplVerID_FIX30[] = "1"; 01069 const char ApplVerID_FIX42[] = "4"; 01070 const char ApplVerID_FIX43[] = "5"; 01071 const char ApplVerID_FIX44[] = "6"; 01072 const char HandlInst_MANUAL_ORDER_BEST_EXECUTION = '3'; 01073 const char HandlInst_AUTOEXECPUB = '2'; 01074 const char HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION = '1'; 01075 const char HandlInst_AUTOEXECPRIV = '1'; 01076 const char HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK = '2'; 01077 const char HandlInst_MANUAL = '3'; 01078 const char TradingSessionSubID_POST_TRADING[] = "5"; 01079 const char TradingSessionSubID_INTRADAY_AUCTION[] = "6"; 01080 const char TradingSessionSubID_PRE_TRADING[] = "1"; 01081 const char TradingSessionSubID_QUIESCENT[] = "7"; 01082 const char TradingSessionSubID_3[] = "3"; 01083 const char TradingSessionSubID_OPENING_OR_OPENING_AUCTION[] = "2"; 01084 const char TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION[] = "4"; 01085 const char MDEntryType_SWAP_VALUE_FACTOR = 'S'; 01086 const char MDEntryType_OPEN_INTEREST = 'C'; 01087 const char MDEntryType_COMPOSITE_UNDERLYING_PRICE = 'D'; 01088 const char MDEntryType_SESSION_HIGH_BID = 'N'; 01089 const char MDEntryType_INDEXVALUE = '3'; 01090 const char MDEntryType_OPENINTEREST = 'C'; 01091 const char MDEntryType_CLOSING_PRICE = '5'; 01092 const char MDEntryType_PRIOR_SETTLE_PRICE = 'M'; 01093 const char MDEntryType_TRADING_SESSION_VWAP_PRICE = '9'; 01094 const char MDEntryType_TRADING_SESSION_LOW_PRICE = '8'; 01095 const char MDEntryType_SETTLE_HIGH_PRICE = 'K'; 01096 const char MDEntryType_IMBALANCE = 'A'; 01097 const char MDEntryType_FIXING_PRICE = 'W'; 01098 const char MDEntryType_CASH_RATE = 'X'; 01099 const char MDEntryType_CLOSING = '5'; 01100 const char MDEntryType_OPENING = '4'; 01101 const char MDEntryType_OPENING_PRICE = '4'; 01102 const char MDEntryType_TRADINGHIGH = '7'; 01103 const char MDEntryType_TRADEVOLUME = 'B'; 01104 const char MDEntryType_TRADE = '2'; 01105 const char MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'V'; 01106 const char MDEntryType_SIMULATED_SELL_PRICE = 'E'; 01107 const char MDEntryType_EMPTY_BOOK = 'J'; 01108 const char MDEntryType_AUCTION_CLEARING_PRICE = 'Q'; 01109 const char MDEntryType_BID = '0'; 01110 const char MDEntryType_RECOVERY_RATE_FOR_SHORT = 'a'; 01111 const char MDEntryType_SIMULATED_BUY_PRICE = 'F'; 01112 const char MDEntryType_EARLY_PRICES = 'P'; 01113 const char MDEntryType_TRADINGLOW = '8'; 01114 const char MDEntryType_TRADING_SESSION_HIGH_PRICE = '7'; 01115 const char MDEntryType_INDEX_VALUE = '3'; 01116 const char MDEntryType_RECOVERY_RATE_FOR_LONG = 'Z'; 01117 const char MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'R'; 01118 const char MDEntryType_MID_PRICE = 'H'; 01119 const char MDEntryType_SETTLEMENT = '6'; 01120 const char MDEntryType_RECOVERY_RATE = 'Y'; 01121 const char MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'T'; 01122 const char MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'U'; 01123 const char MDEntryType_TRADE_VOLUME = 'B'; 01124 const char MDEntryType_MARGIN_RATE = 'G'; 01125 const char MDEntryType_SETTLE_LOW_PRICE = 'L'; 01126 const char MDEntryType_SESSION_LOW_OFFER = 'O'; 01127 const char MDEntryType_TRADINGVWAP = '9'; 01128 const char MDEntryType_SETTLEMENT_PRICE = '6'; 01129 const char MDEntryType_OFFER = '1'; 01130 const int PegMoveType_FLOATING = 0; 01131 const int PegMoveType_FIXED = 1; 01132 const int AvgPxIndicator_NOAVERAGEPRICING = 0; 01133 const int AvgPxIndicator_NO_AVERAGE_PRICING = 0; 01134 const int AvgPxIndicator_LASTTRADEAVERAGEPRICEGROUP = 2; 01135 const int AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 1; 01136 const int AvgPxIndicator_TRADEAVERAGEPRICEGROUP = 1; 01137 const int AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 2; 01138 const char CancellationRights_NO_WAIVER_AGREEMENT = 'M'; 01139 const char CancellationRights_NO_M = 'M'; 01140 const char CancellationRights_NO_N = 'N'; 01141 const char CancellationRights_NOINSTIT = 'O'; 01142 const char CancellationRights_NO_INSTITUTIONAL = 'O'; 01143 const char CancellationRights_YES = 'Y'; 01144 const char CancellationRights_NO_O = 'O'; 01145 const char CancellationRights_NOEXECONLY = 'N'; 01146 const char CancellationRights_NO_EXECUTION_ONLY = 'N'; 01147 const char CancellationRights_NOWAIVER = 'M'; 01148 const char ExecPriceType_CREATIONPRICEADJAMT = 'E'; 01149 const char ExecPriceType_CREATION_PRICE = 'C'; 01150 const char ExecPriceType_CREATIONPRICE = 'C'; 01151 const char ExecPriceType_SINGLEPRICE = 'S'; 01152 const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT = 'D'; 01153 const char ExecPriceType_OFFERPRICE = 'O'; 01154 const char ExecPriceType_BIDPRICE = 'B'; 01155 const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT = 'P'; 01156 const char ExecPriceType_CREATIONPRICEADJPCT = 'D'; 01157 const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT = 'Q'; 01158 const char ExecPriceType_OFFERPRICEMINUSADJAMT = 'Q'; 01159 const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT = 'E'; 01160 const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT = 'P'; 01161 const char ExecPriceType_OFFERPRICEMINUSADJPCT = 'P'; 01162 const char ExecPriceType_BID_PRICE = 'B'; 01163 const char ExecPriceType_SINGLE_PRICE = 'S'; 01164 const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT = 'D'; 01165 const char ExecPriceType_OFFER_PRICE = 'O'; 01166 const int AllocSettlInstType_PHONEFORINSTRUCTIONS = 4; 01167 const int AllocSettlInstType_SSIDBIDSPROVIDED = 3; 01168 const int AllocSettlInstType_FULLDETAILSPROVIDED = 2; 01169 const int AllocSettlInstType_USEDEFAULTINSTRUCTIONS = 0; 01170 const int AllocSettlInstType_SSI_DB_IDS_PROVIDED = 3; 01171 const int AllocSettlInstType_PHONE_FOR_INSTRUCTIONS = 4; 01172 const int AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED = 1; 01173 const int AllocSettlInstType_FULL_DETAILS_PROVIDED = 2; 01174 const int AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS = 0; 01175 const int AllocSettlInstType_DERIVEFROMPARAMETERSPROVIDED = 1; 01176 const int StatsType_AVERAGE_PRICE = 3; 01177 const int StatsType_HIGH = 2; 01178 const int StatsType_EXCHANGE_LAST = 1; 01179 const int StatsType_TURNOVER = 4; 01180 const int TradSesMode_SIMULATED = 2; 01181 const int TradSesMode_PRODUCTION = 3; 01182 const int TradSesMode_TESTING = 1; 01183 const char SettlInstSource_INSTITUTIONS_INSTRUCTIONS = '2'; 01184 const char SettlInstSource_BROKERS_INSTRUCTIONS = '1'; 01185 const char SettlInstSource_INVESTORCIV = '3'; 01186 const char SettlInstSource_INVESTOR = '3'; 01187 const char SettlInstSource_INSTINSTR = '2'; 01188 const char SettlInstSource_BROKERINSTR = '1'; 01189 const int ExpType_DIFFERENCE = 5; 01190 const int ExpType_FINAL_WILL_BE_EXERCISED = 3; 01191 const int ExpType_NON_AUTO_EXERCISE = 2; 01192 const int ExpType_CONTRARY_INTENTION = 4; 01193 const int ExpType_AUTO_EXERCISE = 1; 01194 const char SettlInstTransType_REPLACE = 'R'; 01195 const char SettlInstTransType_NEW = 'N'; 01196 const char SettlInstTransType_RESTATE = 'T'; 01197 const char SettlInstTransType_CANCEL = 'C'; 01198 const int TradeRequestResult_TRADEREQUESTTYPENOTSUPPORTED = 8; 01199 const int TradeRequestResult_INVALIDORUNKNOWNINSTRUMENT = 1; 01200 const int TradeRequestResult_INVALID_DESTINATION_REQUESTED = 5; 01201 const int TradeRequestResult_UNAUTHORIZED_ROR_TRADE_CAPTURE_REPORT_REQUEST = 9; 01202 const int TradeRequestResult_INVALIDTRANSPORTTYPEREQUESTED = 4; 01203 const int TradeRequestResult_INVALIDPARTIES = 3; 01204 const int TradeRequestResult_INVALIDDESTINATIONREQUESTED = 5; 01205 const int TradeRequestResult_SUCCESSFUL = 0; 01206 const int TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1; 01207 const int TradeRequestResult_OTHER = 99; 01208 const int TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED = 2; 01209 const int TradeRequestResult_INVALID_PARTIES = 3; 01210 const int TradeRequestResult_UNAUTHORIZEDFORTRADECAPTUREREPORTREQUEST = 9; 01211 const int TradeRequestResult_NOT_AUTHORIZED = 9; 01212 const int TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4; 01213 const int TradeRequestResult_INVALIDTYPEOFTRADEREQUESTED = 2; 01214 const int TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED = 8; 01215 const char TestMessageIndicator_NO = 'N'; 01216 const char TestMessageIndicator_YES = 'Y'; 01217 const int ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE = 2; 01218 const int ExpirationCycle_EXPIREONTRADINGSESSIONOPEN = 1; 01219 const int ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE = 0; 01220 const int ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN = 1; 01221 const int ExpirationCycle_EXPIREONTRADINGSESSIONCLOSE = 0; 01222 const int AllocCancReplaceReason_ORIGINALDETAILSINCORRECT = 1; 01223 const int AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS = 2; 01224 const int AllocCancReplaceReason_OTHER = 99; 01225 const int AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT = 1; 01226 const int AllocCancReplaceReason_CHANGEINUNDERLYINGORDERDETAILS = 2; 01227 const int CxlRejReason_DUPLICATE_CLORDID = 6; 01228 const int CxlRejReason_UNABLETOPROCESS = 4; 01229 const int CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE = 7; 01230 const int CxlRejReason_DUPCLORDID = 6; 01231 const int CxlRejReason_DUPLICATE_CLORDID_RECEIVED = 6; 01232 const int CxlRejReason_UNKNOWN_ORDER = 1; 01233 const int CxlRejReason_TOO_LATE_TO_CANCEL = 0; 01234 const int CxlRejReason_TOOLATE = 0; 01235 const int CxlRejReason_ORIGORDMODTIME = 5; 01236 const int CxlRejReason_INVALID_PRICE_INCREMENT = 18; 01237 const int CxlRejReason_BROKEROPT = 2; 01238 const int CxlRejReason_ALREADYPENDINGCXL = 3; 01239 const int CxlRejReason_OTHER = 99; 01240 const int CxlRejReason_BROKER = 2; 01241 const int CxlRejReason_BROKER_OPTION = 2; 01242 const int CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST = 4; 01243 const int CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS = 3; 01244 const int CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 8; 01245 const int CxlRejReason_ORIGORDMODTIMEMISMATCH = 5; 01246 const int CxlRejReason_ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER = 5; 01247 const int CxlRejReason_UNKNOWN = 1; 01248 const int RespondentType_SPECIFIED_MARKET_PARTICIPANTS = 2; 01249 const int RespondentType_ALL_MARKET_MAKERS = 3; 01250 const int RespondentType_ALL_MARKET_PARTICIPANTS = 1; 01251 const int RespondentType_PRIMARY_MARKET_MAKER = 4; 01252 const char DKReason_NO_MATCHING_ORDER = 'D'; 01253 const char DKReason_UNKNOWNSYMBOL = 'A'; 01254 const char DKReason_PRICE_EXCEEDS_LIMIT = 'E'; 01255 const char DKReason_QUANTITYEXCEEDSORDER = 'C'; 01256 const char DKReason_QUANTITY_EXCEEDS_ORDER = 'C'; 01257 const char DKReason_UNKNOWN_SYMBOL = 'A'; 01258 const char DKReason_OTHER = 'Z'; 01259 const char DKReason_WRONGSIDE = 'B'; 01260 const char DKReason_CALCULATIONDIFFERENCE = 'F'; 01261 const char DKReason_PRICEEXCEEDSLIMIT = 'E'; 01262 const char DKReason_WRONG_SIDE = 'B'; 01263 const char DKReason_CALCULATION_DIFFERENCE = 'F'; 01264 const char DKReason_NOMATCH = 'D'; 01265 const char PositionEffect_DEFAULT = 'D'; 01266 const char PositionEffect_CLOSE = 'C'; 01267 const char PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN = 'N'; 01268 const char PositionEffect_OPEN = 'O'; 01269 const char PositionEffect_FIFO = 'F'; 01270 const char PositionEffect_ROLLED = 'R'; 01271 const char TriggerAction_ACTIVATE = '1'; 01272 const char TriggerAction_MODIFY = '2'; 01273 const char TriggerAction_CANCEL = '3'; 01274 const int ClearingInstruction_BILATERALNETTINGONLY = 2; 01275 const int ClearingInstruction_SPECIALTRADE = 4; 01276 const int ClearingInstruction_EXCLUDE_FROM_ALL_NETTING = 1; 01277 const int ClearingInstruction_AUTOMATIC_POSTING_MODE = 9; 01278 const int ClearingInstruction_EXCLEARING = 3; 01279 const int ClearingInstruction_MULTILATERAL_NETTING = 5; 01280 const int ClearingInstruction_CLEARAGAINSTCENTRALCOUNTERPARTY = 6; 01281 const int ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY = 7; 01282 const int ClearingInstruction_AUTOMATIC_GIVE_UP_MODE = 10; 01283 const int ClearingInstruction_CUSTOMER_TRADE = 12; 01284 const int ClearingInstruction_AUTOMATICPOSTINGMODETRADEPOSTINGTOTHEPOSITIONACCOUNTNUMBERSPECIFIED = 9; 01285 const int ClearingInstruction_EX_CLEARING = 3; 01286 const int ClearingInstruction_QUALIFIEDSERVICEREPRESENTATIVEQSR = 11; 01287 const int ClearingInstruction_MULTILATERALNETTING = 5; 01288 const int ClearingInstruction_PROCESSNORMALLY = 0; 01289 const int ClearingInstruction_EXCLUDEFROMALLNETTING = 1; 01290 const int ClearingInstruction_SELFCLEARING = 13; 01291 const int ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY = 6; 01292 const int ClearingInstruction_BILATERAL_NETTING_ONLY = 2; 01293 const int ClearingInstruction_EXCLUDEFROMCENTRALCOUNTERPARTY = 7; 01294 const int ClearingInstruction_MANUALMODEPREPOSTINGANDORPREGIVEUP = 8; 01295 const int ClearingInstruction_CUSTOMERTRADE = 12; 01296 const int ClearingInstruction_PROCESS_NORMALLY = 0; 01297 const int ClearingInstruction_SPECIAL_TRADE = 4; 01298 const int ClearingInstruction_MANUAL_MODE = 8; 01299 const int ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR = 11; 01300 const int ClearingInstruction_AUTOMATICGIVEUPMODETRADEGIVEUPTOTHEGIVEUPDESTINATIONNUMBERSPECIFIED = 10; 01301 const int ClearingInstruction_SELF_CLEARING = 13; 01302 const char OpenCloseSettlFlag_SESSION_OPEN = '1'; 01303 const char OpenCloseSettlFlag_EXPECTED_ENTRY = '3'; 01304 const char OpenCloseSettlFlag_THEORETICALPRICE = '5'; 01305 const char OpenCloseSettlFlag_ENTRYFROMPREVBUSINESSDAY = '4'; 01306 const char OpenCloseSettlFlag_DAILY_OPEN = '0'; 01307 const char OpenCloseSettlFlag_DAILYOPEN = '0'; 01308 const char OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE = '5'; 01309 const char OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY = '2'; 01310 const char OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY = '4'; 01311 const char OpenCloseSettlFlag_DELIVERYSETTLEMENT = '2'; 01312 const char OpenCloseSettlFlag_SESSIONOPEN = '1'; 01313 const char OpenCloseSettlFlag_EXPECTEDENTRY = '3'; 01314 const int DiscretionMoveType_FLOATING = 0; 01315 const int DiscretionMoveType_FIXED = 1; 01316 const int MDUpdateType_INCREMENTAL_REFRESH = 1; 01317 const int MDUpdateType_FULL_REFRESH = 0; 01318 const int MDUpdateType_FULL = 0; 01319 const int MDUpdateType_INCREMENTAL = 1; 01320 const char TickDirection_MINUS_TICK = '2'; 01321 const char TickDirection_ZERO_PLUS_TICK = '1'; 01322 const char TickDirection_ZERO_MINUS_TICK = '3'; 01323 const char TickDirection_PLUS_TICK = '0'; 01324 const char TickDirection_PLUS = '0'; 01325 const char TickDirection_ZEROPLUS = '1'; 01326 const char TickDirection_MINUS = '2'; 01327 const char TickDirection_ZEROMINUS = '3'; 01328 const char YieldType_MARK_TO_MARKET_YIELD[] = "MARK"; 01329 const char YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER[] = "LASTQUARTER"; 01330 const char YieldType_YIELD_TO_MATURITY[] = "MATURITY"; 01331 const char YieldType_YIELDTOTENDERDATE[] = "TENDER"; 01332 const char YieldType_PREVIOUS_CLOSE_YIELD[] = "PREVCLOSE"; 01333 const char 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"; 01334 const char YieldType_YIELDTOSHORTESTAVERAGELIFE[] = "SHORTAVGLIFE"; 01335 const char YieldType_YIELD_AT_ISSUE[] = "ATISSUE"; 01336 const char YieldType_YIELD_TO_NEXT_REFUND[] = "NEXTREFUND"; 01337 const char YieldType_YIELDATISSUE[] = "ATISSUE"; 01338 const char YieldType_CLOSINGYIELD[] = "CLOSE"; 01339 const char YieldType_GVNTEQUIVALENTYIELD[] = "GOVTEQUIV"; 01340 const char YieldType_ANNUALYIELD[] = "ANNUAL"; 01341 const char YieldType_AFTER_TAX_YIELD[] = "AFTERTAX"; 01342 const char YieldType_GVNT_EQUIVALENT_YIELD[] = "GOVTEQUIV"; 01343 const char YieldType_YIELDCHANGESINCECLOSE[] = "CHANGE"; 01344 const char YieldType_YIELDTOMATURITY[] = "MATURITY"; 01345 const char YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE_SAME_AS_AVGLIFE_ABOVE[] = "SHORTAVGLIFE"; 01346 const char YieldType_YIELD_CHANGE_SINCE_CLOSE_THE_CHANGE_IN_THE_YIELD_SINCE_THE_PREVIOUS_DAYS_CLOSING_YIELD[] = "CHANGE"; 01347 const char YieldType_SEMI[] = "SEMIANNUAL"; 01348 const char 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"; 01349 const char YieldType_CLOSING_YIELD_MOST_RECENT_YEAR[] = "LASTYEAR"; 01350 const char YieldType_YIELD_TO_NEXT_CALL[] = "CALL"; 01351 const char YieldType_YIELD_CHANGE_SINCE_CLOSE[] = "CHANGE"; 01352 const char YieldType_PROCEEDS_YIELD[] = "PROCEEDS"; 01353 const char YieldType_YIELD_TO_MATURITY_THE_YIELD_OF_A_BOND_TO_ITS_MATURITY_DATE[] = "MATURITY"; 01354 const char YieldType_TAX_EQUIVALENT_YIELD_THE_AFTER_TAX_YIELD_GROSSED_UP_BY_THE_MAXIMUM_FEDERAL_TAX_RATE_OF_396_FOR_COMPARISON_TO_TAXABLE_YIELDS[] = "TAXEQUIV"; 01355 const char YieldType_INVERSE_FLOATER_BOND_YIELD_INVERSE_FLOATER_SEMI_ANNUAL_BOND_EQUIVALENT_RATE[] = "INVERSEFLOATER"; 01356 const char YieldType_CURRENT_YIELD[] = "CURRENT"; 01357 const char YieldType_SIMPLEYIELD[] = "SIMPLE"; 01358 const char YieldType_TRUEGROSSYIELD[] = "GROSS"; 01359 const char YieldType_COMPOUND_YIELD[] = "COMPOUND"; 01360 const char YieldType_CLOSINGYIELDMOSTRECENTYEAR[] = "LASTYEAR"; 01361 const char 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"; 01362 const char YieldType_YIELD_TO_NEXT_PUT_THE_YIELD_TO_THE_DATE_AT_WHICH_THE_BOND_HOLDER_CAN_NEXT_PUT_THE_BOND_TO_THE_ISSUER[] = "PUT"; 01363 const char YieldType_GOVERNMENT_EQUIVALENT_YIELD_ASK_YIELD_BASED_ON_SEMI_ANNUAL_COUPONS_COMPOUNDING_IN_ALL_PERIODS_AND_ACTUAL_ACTUAL_CALENDAR[] = "GOVTEQUIV"; 01364 const char YieldType_YIELD_TO_TENDER_DATE_THE_YIELD_ON_A_MUNICIPAL_BOND_TO_ITS_MANDATORY_TENDER_DATE[] = "TENDER"; 01365 const char YieldType_YIELD_TO_AVG_MATURITY[] = "AVGMATURITY"; 01366 const char YieldType_YIELD_TO_TENDER_DATE[] = "TENDER"; 01367 const char YieldType_PROCEEDSYIELD[] = "PROCEEDS"; 01368 const char YieldType_OPEN_AVERAGE_YIELD_THE_AVERAGE_YIELD_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO[] = "OPENAVG"; 01369 const char YieldType_ANNUAL_YIELD[] = "ANNUAL"; 01370 const char YieldType_YIELD_TO_WORST[] = "WORST"; 01371 const char YieldType_BOOK_YIELD[] = "BOOK"; 01372 const char YieldType_YIELD_TO_NEXT_PUT[] = "PUT"; 01373 const char YieldType_CLOSING_YIELD_MOST_RECENT_MONTH_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_MONTHS_END[] = "LASTMONTH"; 01374 const char YieldType_CLOSING_YIELD_MOST_RECENT_YEAR_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_YEARS_END[] = "LASTYEAR"; 01375 const char YieldType_OPENAVERAGEYIELD[] = "OPENAVG"; 01376 const char YieldType_TRUE_YIELD[] = "TRUE"; 01377 const char YieldType_TAX_EQUIVALENT_YIELD[] = "TAXEQUIV"; 01378 const char YieldType_TRUE_GROSS_YIELD[] = "GROSS"; 01379 const char YieldType_INVERSE_FLOATER_BOND_YIELD[] = "INVERSEFLOATER"; 01380 const char YieldType_TRUE_YIELD_THE_YIELD_CALCULATED_WITH_COUPON_DATES_MOVED_FROM_A_WEEKEND_OR_HOLIDAY_TO_THE_NEXT_VALID_SETTLEMENT_DATE[] = "TRUE"; 01381 const char YieldType_SEMI_ANNUAL_YIELD_THE_YIELD_OF_A_BOND_WHOSE_COUPON_PAYMENTS_ARE_REINVESTED_SEMI_ANNUALLY[] = "SEMIANNUAL"; 01382 const char YieldType_AFTERTAXYIELD[] = "AFTERTAX"; 01383 const char YieldType_CLOSING_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE[] = "CLOSE"; 01384 const char YieldType_YIELDTOWORSTCONVENTION[] = "WORST"; 01385 const char YieldType_PREVIOUS_CLOSE_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_1_DAY_AGO[] = "PREVCLOSE"; 01386 const char YieldType_COMPOUNDYIELD[] = "COMPOUND"; 01387 const char YieldType_YIELD_VALUE_OF_1_32_THE_AMOUNT_THAT_THE_YIELD_WILL_CHANGE_FOR_A_1_32ND_CHANGE_IN_PRICE[] = "VALUE1/32"; 01388 const char YieldType_YIELD_TO_LONGEST_AVERAGE[] = "LONGEST"; 01389 const char YieldType_PREVIOUSCLOSEYIELD[] = "PREVCLOSE"; 01390 const char YieldType_CLOSINGYIELDMOSTRECENTMONTH[] = "LASTMONTH"; 01391 const char YieldType_CLOSING_YIELD_MOST_RECENT_MONTH[] = "LASTMONTH"; 01392 const char YieldType_YIELD_TO_AVERAGE_LIFE_THE_YIELD_ASSUMING_THAT_ALL_SINKS[] = "AVGLIFE"; 01393 const char YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_QUARTERS_END[] = "LASTQUARTER"; 01394 const char YieldType_YIELD_TO_SHORTEST_AVERAGE[] = "SHORTEST"; 01395 const char YieldType_TAXEQUIVALENTYIELD[] = "TAXEQUIV"; 01396 const char YieldType_MOSTRECENTCLOSINGYIELD[] = "LASTCLOSE"; 01397 const char YieldType_MARKTOMARKETYIELD[] = "MARK"; 01398 const char YieldType_CURRENTYIELD[] = "CURRENT"; 01399 const char YieldType_OPEN_AVERAGE_YIELD[] = "OPENAVG"; 01400 const char 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"; 01401 const char YieldType_YIELD_WITH_INFLATION_ASSUMPTION[] = "INFLATION"; 01402 const char YieldType_YIELDTONEXTREFUNDSINKING[] = "NEXTREFUND"; 01403 const char YieldType_PROCEEDS_YIELD_THE_CD_EQUIVALENT_YIELD_WHEN_THE_REMAINING_TIME_TO_MATURITY_IS_LESS_THAN_TWO_YEARS[] = "PROCEEDS"; 01404 const char 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"; 01405 const char 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"; 01406 const char YieldType_SIMPLE_YIELD[] = "SIMPLE"; 01407 const char YieldType_YIELD_TO_AVERAGE_MATURITY[] = "AVGMATURITY"; 01408 const char YieldType_YIELD_TO_WORST_CONVENTION_THE_LOWEST_YIELD_TO_ALL_POSSIBLE_REDEMPTION_DATE_SCENARIOS[] = "WORST"; 01409 const char YieldType_YIELD_TO_NEXT_CALL_THE_YIELD_OF_A_BOND_TO_THE_NEXT_POSSIBLE_CALL_DATE[] = "CALL"; 01410 const char YieldType_YIELDTOAVGMATURITY[] = "AVGMATURITY"; 01411 const char YieldType_YIELDTOLONGESTAVERAGELIFE[] = "LONGAVGLIFE"; 01412 const char YieldType_ANNUAL_YIELD_THE_ANNUAL_INTEREST_OR_DIVIDEND_INCOME_AN_INVESTMENT_EARNS_EXPRESSED_AS_A_PERCENTAGE_OF_THE_INVESTMENTS_TOTAL_VALUE[] = "ANNUAL"; 01413 const char YieldType_SEMI_ANNUAL_YIELD[] = "SEMIANNUAL"; 01414 const char YieldType_MOST_RECENT_CLOSING_YIELD[] = "LASTCLOSE"; 01415 const char YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE[] = "SHORTAVGLIFE"; 01416 const char YieldType_CLOSING_YIELD[] = "CLOSE"; 01417 const char YieldType_YIELDINFLATIONASSUMPTION[] = "INFLATION"; 01418 const char 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"; 01419 const char YieldType_TRUEYIELD[] = "TRUE"; 01420 const char YieldType_CLOSINGYIELDMOSTRECENTQUARTER[] = "LASTQUARTER"; 01421 const char YieldType_YIELD_VALUE_OF_1_32[] = "VALUE1_32"; 01422 const char YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE[] = "LONGAVGLIFE"; 01423 const char YieldType_INVFLOATERBONDYIELD[] = "INVERSEFLOATER"; 01424 const char YieldType_MOST_RECENT_CLOSING_YIELD_THE_LAST_AVAILABLE_YIELD_STORED_IN_HISTORY_COMPUTED_USING_PRICE[] = "LASTCLOSE"; 01425 const char YieldType_YIELDTONEXTPUT[] = "PUT"; 01426 const char YieldType_YIELDTONEXTCALL[] = "CALL"; 01427 const char YieldType_SIMPLE_YIELD_THE_YIELD_OF_A_BOND_ASSUMING_NO_REINVESTMENT_OF_COUPON_PAYMENTS[] = "SIMPLE"; 01428 const char YieldType_BOOKYIELD[] = "BOOK"; 01429 const char YieldType_YIELDVALUEOF132[] = "VALUE1_32"; 01430 const int PegScope_NATIONAL_XXCLUDING_LOCAL = 4; 01431 const int PegScope_NATIONAL_EXCLUDING_LOCAL = 4; 01432 const int PegScope_LOCAL = 1; 01433 const int PegScope_NATIONALEXCLUDINGLOCAL = 4; 01434 const int PegScope_GLOBAL = 3; 01435 const int PegScope_NATIONAL = 2; 01436 const int PegScope_LOCALEXCHANGEECNATS = 1; 01437 const int SettlDeliveryType_TRI_PARTY = 2; 01438 const int SettlDeliveryType_HOLD_IN_CUSTODY = 3; 01439 const int SettlDeliveryType_FREE = 1; 01440 const int SettlDeliveryType_VERSUS_PAYMENT_DELIVER = 0; 01441 const int SettlDeliveryType_FREE_DELIVER = 1; 01442 const int SettlDeliveryType_VERSUS_PAYMENT = 0; 01443 const int DiscretionLimitType_STRICT = 1; 01444 const int DiscretionLimitType_ORWORSE = 2; 01445 const int DiscretionLimitType_OR_BETTER = 0; 01446 const int DiscretionLimitType_OR_WORSE = 2; 01447 const int DiscretionLimitType_ORBETTER = 0; 01448 const int PartyDetailsRequestResult_UNSUPPORTED_PARTYLISTRESPONSETYPE = 3; 01449 const int PartyDetailsRequestResult_PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE = 5; 01450 const int PartyDetailsRequestResult_VALID_REQUEST = 0; 01451 const int PartyDetailsRequestResult_REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED = 6; 01452 const int PartyDetailsRequestResult_NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2; 01453 const int PartyDetailsRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1; 01454 const int PartyDetailsRequestResult_OTHER = 99; 01455 const int PartyDetailsRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA = 4; 01456 const char ExerciseMethod_AUTOMATIC = 'A'; 01457 const char ExerciseMethod_MANUAL = 'M'; 01458 const char WorkingIndicator_NO = 'N'; 01459 const char WorkingIndicator_YES = 'Y'; 01460 const int SideMultiLegReportingType_INDIVIDUALLEGOFAMULTILEGSECURITY = 2; 01461 const int SideMultiLegReportingType_SINGLE_SECURITY = 1; 01462 const int SideMultiLegReportingType_MULTILEG_SECURITY = 3; 01463 const int SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = 2; 01464 const int SideMultiLegReportingType_MULTILEGSECURITY = 3; 01465 const int SideMultiLegReportingType_SINGLESECURITY = 1; 01466 const int ConfirmRejReason_MISSINGSETTLEMENTINSTRUCTIONS = 2; 01467 const int ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS = 2; 01468 const int ConfirmRejReason_MISMATCHEDACCOUNT = 1; 01469 const int ConfirmRejReason_MISMATCHED_ACCOUNT = 1; 01470 const int ConfirmRejReason_OTHER = 99; 01471 const char BidRequestTransType_NEW = 'N'; 01472 const char BidRequestTransType_NO = 'N'; 01473 const char BidRequestTransType_CANCEL = 'C'; 01474 const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1; 01475 const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9; 01476 const int MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11; 01477 const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5; 01478 const int MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4; 01479 const int MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY = 2; 01480 const int MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6; 01481 const int MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT = 8; 01482 const int MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET = 7; 01483 const int MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED = 0; 01484 const int MassActionRejectReason_OTHER = 99; 01485 const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10; 01486 const int MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3; 01487 const int CollApplType_GENERAL = 1; 01488 const int CollApplType_SPECIFIC_DEPOSIT = 0; 01489 const int ConfirmType_CONFIRMATION = 2; 01490 const int ConfirmType_CONFIRMATION_REQUEST_REJECTED = 3; 01491 const int ConfirmType_CONFIRMATIONREQUESTREJECTED = 3; 01492 const int ConfirmType_STATUS = 1; 01493 const int MDQuoteType_INDICATIVE = 0; 01494 const int MDQuoteType_RESTRICTED_TRADEABLE = 2; 01495 const int MDQuoteType_INDICATIVE_AND_TRADEABLE = 4; 01496 const int MDQuoteType_TRADEABLE = 1; 01497 const int MDQuoteType_COUNTER = 3; 01498 const int QtyType_CONTRACTS = 1; 01499 const int QtyType_UNITS_OF_MEASURE_PER_TIME_UNIT = 2; 01500 const int QtyType_UNITS = 0; 01501 const int QuoteRespType_END_TRADE = 7; 01502 const int QuoteRespType_HITLIFT = 1; 01503 const int QuoteRespType_HIT_LIFT = 1; 01504 const int QuoteRespType_COVER = 4; 01505 const int QuoteRespType_DONE_AWAY = 5; 01506 const int QuoteRespType_DONEAWAY = 5; 01507 const int QuoteRespType_TIMED_OUT = 8; 01508 const int QuoteRespType_PASS = 6; 01509 const int QuoteRespType_EXPIRED = 3; 01510 const int QuoteRespType_COUNTER = 2; 01511 const char IOINaturalFlag_NO = 'N'; 01512 const char IOINaturalFlag_YES = 'Y'; 01513 const char SettlObligSource_INSTRUCTIONS_OF_BROKER = '1'; 01514 const char SettlObligSource_INVESTOR = '3'; 01515 const char SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION = '2'; 01516 const int TrdSubType_ON_HOURS_TRADE = 34; 01517 const int TrdSubType_INTERIM_PROTECTED_TRADE = 38; 01518 const int TrdSubType_K = 16; 01519 const int TrdSubType_LC = 17; 01520 const int TrdSubType_WN = 31; 01521 const int TrdSubType_CONVERTED_SWAP = 36; 01522 const int TrdSubType_B = 15; 01523 const int TrdSubType_M = 18; 01524 const int TrdSubType_RT = 28; 01525 const int TrdSubType_ONSET_DUE_TO_AN_ALLOCATION = 6; 01526 const int TrdSubType_CMTA = 0; 01527 const int TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT = 1; 01528 const int TrdSubType_DIFFERENTIAL_SPREAD = 7; 01529 const int TrdSubType_TRANSACTION_FROM_EXERCISE = 9; 01530 const int TrdSubType_TRANSACTION_FROM_ASSIGNMENT = 10; 01531 const int TrdSubType_N = 19; 01532 const int TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT = 8; 01533 const int TrdSubType_NR = 21; 01534 const int TrdSubType_SW = 29; 01535 const int TrdSubType_OTC_QUOTE = 35; 01536 const int TrdSubType_ADVISORY_FOR_CONTRA_SIDE = 4; 01537 const int TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION = 5; 01538 const int TrdSubType_P = 22; 01539 const int TrdSubType_CROSSED_TRADE = 37; 01540 const int TrdSubType_PA = 23; 01541 const int TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT = 2; 01542 const int TrdSubType_R = 26; 01543 const int TrdSubType_RO = 27; 01544 const int TrdSubType_WT = 32; 01545 const int TrdSubType_OFF_HOURS_TRADE = 33; 01546 const int TrdSubType_REJECT_FOR_SUBMITTING_SIDE = 3; 01547 const int TrdSubType_ONSET_DUT_TO_AN_ALLOCATION = 6; 01548 const int TrdSubType_AI = 14; 01549 const int TrdSubType_PC = 24; 01550 const int TrdSubType_PN = 25; 01551 const int TrdSubType_LARGE_IN_SCALE = 39; 01552 const int TrdSubType_NM = 20; 01553 const int TrdSubType_T = 30; 01554 const int TrdSubType_ACATS = 11; 01555 const char ExecTransType_NEW = '0'; 01556 const char ExecTransType_CORRECT = '2'; 01557 const char ExecTransType_CANCEL = '1'; 01558 const char ExecTransType_STATUS = '3'; 01559 const char DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR = '0'; 01560 const char DayBookingInst_ACCUMULATE = '2'; 01561 const char DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING_SPEAK_FIRST = '1'; 01562 const char DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR_AUTO = '0'; 01563 const char DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING = '1'; 01564 const int FlowScheduleType_NERC_EASTERN_OFF_PEAK = 0; 01565 const int FlowScheduleType_NERC_WESTERN_PEAK = 4; 01566 const int FlowScheduleType_NERC_EASTERN_PEAK = 3; 01567 const int FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH = 2; 01568 const int FlowScheduleType_NERC_WESTERN_OFF_PEAK = 1; 01569 const int MDOriginType_CROSS = 2; 01570 const int MDOriginType_OFF_BOOK = 1; 01571 const int MDOriginType_BOOK = 0; 01572 const int CollInquiryStatus_ACCEPTED_WITH_WARNINGS = 1; 01573 const int CollInquiryStatus_COMPLETED = 2; 01574 const int CollInquiryStatus_ACCEPTEDWITHWARNINGS = 1; 01575 const int CollInquiryStatus_REJECTED = 4; 01576 const int CollInquiryStatus_COMPLETEDWITHWARNINGS = 3; 01577 const int CollInquiryStatus_ACCEPTED = 0; 01578 const int CollInquiryStatus_COMPLETED_WITH_WARNINGS = 3; 01579 const int CPProgram_3A3 = 1; 01580 const int CPProgram_OTHER = 99; 01581 const int CPProgram_3 = 1; 01582 const int CPProgram_42 = 2; 01583 const int CPProgram_4 = 2; 01584 const int PosReqType_POSITIONS = 0; 01585 const int PosReqType_BACKOUT_MESSAGE = 5; 01586 const int PosReqType_DELTA_POSITIONS = 6; 01587 const int PosReqType_SETTLEMENT_ACTIVITY = 4; 01588 const int PosReqType_TRADES = 1; 01589 const int PosReqType_EXERCISES = 2; 01590 const int PosReqType_ASSIGNMENTS = 3; 01591 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2; 01592 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY = 1; 01593 const int MassStatusReqType_STATUSSECURITYTYPE = 5; 01594 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE = 4; 01595 const int MassStatusReqType_STATUSTRDSESSION = 6; 01596 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID = 8; 01597 const int MassStatusReqType_STATUS_FOR_SECURITY_ISSUER = 9; 01598 const int MassStatusReqType_STATUSCFICODE = 4; 01599 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION = 6; 01600 const int MassStatusReqType_STATUSUNDERLYINGSECURITY = 2; 01601 const int MassStatusReqType_STATUSPARTYID = 8; 01602 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT = 3; 01603 const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE = 5; 01604 const int MassStatusReqType_STATUS_FOR_ALL_ORDERS = 7; 01605 const int MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 10; 01606 const int MassStatusReqType_STATUSSECURITY = 1; 01607 const int MassStatusReqType_STATUSPRODUCT = 3; 01608 const int MassStatusReqType_STATUSALLORDERS = 7; 01609 const char SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST = '2'; 01610 const char SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES = '1'; 01611 const char SubscriptionRequestType_SNAPSHOTUPDATE = '1'; 01612 const char SubscriptionRequestType_SNAPSHOT = '0'; 01613 const char SubscriptionRequestType_UNSUBSCRIBE = '2'; 01614 const int NewsCategory_MARKETPLACE_NEWS = 1; 01615 const int NewsCategory_TECHNICAL_NEWS = 3; 01616 const int <