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/home/orenmnero/autobuild/quickfix/src/C++/Values.h

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00001 /* -*- C++ -*- */
00002  
00003 /****************************************************************************
00004 ** Copyright (c) quickfixengine.org  All rights reserved.
00005 **
00006 ** This file is part of the QuickFIX FIX Engine
00007 **
00008 ** This file may be distributed under the terms of the quickfixengine.org
00009 ** license as defined by quickfixengine.org and appearing in the file
00010 ** LICENSE included in the packaging of this file.
00011 **
00012 ** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
00013 ** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
00014 **
00015 ** See http://www.quickfixengine.org/LICENSE for licensing information.
00016 **
00017 ** Contact ask@quickfixengine.org if any conditions of this licensing are
00018 ** not clear to you.
00019 **
00020 ****************************************************************************/
00021  
00022 #ifndef FIX_VALUES_H
00023 #define FIX_VALUES_H
00024 
00025 #include "DeprecatedValues.h"
00026 #include <string>
00027 
00028 namespace FIX
00029 {
00030   const char BeginString_FIX44[] = "FIX.4.4";
00031   const char BeginString_FIX43[] = "FIX.4.3";
00032   const char BeginString_FIX42[] = "FIX.4.2";
00033   const char BeginString_FIX41[] = "FIX.4.1";
00034   const char BeginString_FIX40[] = "FIX.4.0";
00035   
00036  const char MsgType_Heartbeat[] = "0";
00037  const char MsgType_Logon[] = "A";
00038  const char MsgType_TestRequest[] = "1";
00039  const char MsgType_ResendRequest[] = "2";
00040  const char MsgType_Reject[] = "3";
00041  const char MsgType_SequenceReset[] = "4";
00042  const char MsgType_Logout[] = "5";
00043  const char MsgType_BusinessMessageReject[] = "j";
00044  const char MsgType_UserRequest[] = "BE";
00045  const char MsgType_UserResponse[] = "BF";
00046  const char MsgType_Advertisement[] = "7";
00047  const char MsgType_IndicationOfInterest[] = "6";
00048  const char MsgType_News[] = "B";
00049  const char MsgType_Email[] = "C";
00050  const char MsgType_QuoteRequest[] = "R";
00051  const char MsgType_QuoteResponse[] = "AJ";
00052  const char MsgType_QuoteRequestReject[] = "AG";
00053  const char MsgType_RFQRequest[] = "AH";
00054  const char MsgType_Quote[] = "S";
00055  const char MsgType_QuoteCancel[] = "Z";
00056  const char MsgType_QuoteStatusRequest[] = "a";
00057  const char MsgType_QuoteStatusReport[] = "AI";
00058  const char MsgType_MassQuote[] = "i";
00059  const char MsgType_MassQuoteAcknowledgement[] = "b";
00060  const char MsgType_MarketDataRequest[] = "V";
00061  const char MsgType_MarketDataSnapshotFullRefresh[] = "W";
00062  const char MsgType_MarketDataIncrementalRefresh[] = "X";
00063  const char MsgType_MarketDataRequestReject[] = "Y";
00064  const char MsgType_SecurityDefinitionRequest[] = "c";
00065  const char MsgType_SecurityDefinition[] = "d";
00066  const char MsgType_SecurityTypeRequest[] = "v";
00067  const char MsgType_SecurityTypes[] = "w";
00068  const char MsgType_SecurityListRequest[] = "x";
00069  const char MsgType_SecurityList[] = "y";
00070  const char MsgType_DerivativeSecurityListRequest[] = "z";
00071  const char MsgType_DerivativeSecurityList[] = "AA";
00072  const char MsgType_SecurityStatusRequest[] = "e";
00073  const char MsgType_SecurityStatus[] = "f";
00074  const char MsgType_TradingSessionStatusRequest[] = "g";
00075  const char MsgType_TradingSessionStatus[] = "h";
00076  const char MsgType_NewOrderSingle[] = "D";
00077  const char MsgType_ExecutionReport[] = "8";
00078  const char MsgType_DontKnowTrade[] = "Q";
00079  const char MsgType_OrderCancelReplaceRequest[] = "G";
00080  const char MsgType_OrderCancelRequest[] = "F";
00081  const char MsgType_OrderCancelReject[] = "9";
00082  const char MsgType_OrderStatusRequest[] = "H";
00083  const char MsgType_OrderMassCancelRequest[] = "q";
00084  const char MsgType_OrderMassCancelReport[] = "r";
00085  const char MsgType_OrderMassStatusRequest[] = "AF";
00086  const char MsgType_NewOrderCross[] = "s";
00087  const char MsgType_CrossOrderCancelReplaceRequest[] = "t";
00088  const char MsgType_CrossOrderCancelRequest[] = "u";
00089  const char MsgType_NewOrderMultileg[] = "AB";
00090  const char MsgType_MultilegOrderCancelReplaceRequest[] = "AC";
00091  const char MsgType_BidRequest[] = "k";
00092  const char MsgType_BidResponse[] = "l";
00093  const char MsgType_NewOrderList[] = "E";
00094  const char MsgType_ListStrikePrice[] = "m";
00095  const char MsgType_ListStatus[] = "N";
00096  const char MsgType_ListExecute[] = "L";
00097  const char MsgType_ListCancelRequest[] = "K";
00098  const char MsgType_ListStatusRequest[] = "M";
00099  const char MsgType_AllocationInstruction[] = "J";
00100  const char MsgType_AllocationInstructionAck[] = "P";
00101  const char MsgType_AllocationReport[] = "AS";
00102  const char MsgType_AllocationReportAck[] = "AT";
00103  const char MsgType_Confirmation[] = "AK";
00104  const char MsgType_ConfirmationAck[] = "AU";
00105  const char MsgType_ConfirmationRequest[] = "BH";
00106  const char MsgType_SettlementInstructions[] = "T";
00107  const char MsgType_SettlementInstructionRequest[] = "AV";
00108  const char MsgType_TradeCaptureReportRequest[] = "AD";
00109  const char MsgType_TradeCaptureReportRequestAck[] = "AQ";
00110  const char MsgType_TradeCaptureReport[] = "AE";
00111  const char MsgType_TradeCaptureReportAck[] = "AR";
00112  const char MsgType_RegistrationInstructions[] = "o";
00113  const char MsgType_RegistrationInstructionsResponse[] = "p";
00114  const char MsgType_PositionMaintenanceRequest[] = "AL";
00115  const char MsgType_PositionMaintenanceReport[] = "AM";
00116  const char MsgType_RequestForPositions[] = "AN";
00117  const char MsgType_RequestForPositionsAck[] = "AO";
00118  const char MsgType_PositionReport[] = "AP";
00119  const char MsgType_AssignmentReport[] = "AW";
00120  const char MsgType_CollateralRequest[] = "AX";
00121  const char MsgType_CollateralAssignment[] = "AY";
00122  const char MsgType_CollateralResponse[] = "AZ";
00123  const char MsgType_CollateralReport[] = "BA";
00124  const char MsgType_CollateralInquiry[] = "BB";
00125  const char MsgType_CollateralInquiryAck[] = "BG";
00126  const char AdvSide_BUY = 'B';
00127  const char AdvSide_SELL = 'S';
00128  const char AdvSide_CROSS = 'X';
00129  const char AdvSide_TRADE = 'T';
00130  const char AdvTransType_NEW[] = "N";
00131  const char AdvTransType_CANCEL[] = "C";
00132  const char AdvTransType_REPLACE[] = "R";
00133  const char CommType_PER_UNIT = '1';
00134  const char CommType_PERCENTAGE = '2';
00135  const char CommType_ABSOLUTE = '3';
00136  const char CommType_PERCENTAGE_WAIVED_CASH_DISCOUNT = '4';
00137  const char CommType_PERCENTAGE_WAIVED_ENHANCED_UNITS = '5';
00138  const char CommType_POINTS_PER_BOND_OR_OR_CONTRACT = '6';
00139  const char ExecInst_NOT_HELD = '1';
00140  const char ExecInst_WORK = '2';
00141  const char ExecInst_GO_ALONG = '3';
00142  const char ExecInst_OVER_THE_DAY = '4';
00143  const char ExecInst_HELD = '5';
00144  const char ExecInst_PARTICIPATE_DONT_INITIATE = '6';
00145  const char ExecInst_STRICT_SCALE = '7';
00146  const char ExecInst_TRY_TO_SCALE = '8';
00147  const char ExecInst_STAY_ON_BIDSIDE = '9';
00148  const char ExecInst_STAY_ON_OFFERSIDE = '0';
00149  const char ExecInst_NO_CROSS = 'A';
00150  const char ExecInst_OK_TO_CROSS = 'B';
00151  const char ExecInst_CALL_FIRST = 'C';
00152  const char ExecInst_PERCENT_OF_VOLUME = 'D';
00153  const char ExecInst_DO_NOT_INCREASE = 'E';
00154  const char ExecInst_DO_NOT_REDUCE = 'F';
00155  const char ExecInst_ALL_OR_NONE = 'G';
00156  const char ExecInst_REINSTATE_ON_SYSTEM_FAILURE = 'H';
00157  const char ExecInst_INSTITUTIONS_ONLY = 'I';
00158  const char ExecInst_REINSTATE_ON_TRADING_HALT = 'J';
00159  const char ExecInst_CANCEL_ON_TRADING_HALT = 'K';
00160  const char ExecInst_LAST_PEG = 'L';
00161  const char ExecInst_MID_PRICE = 'M';
00162  const char ExecInst_NON_NEGOTIABLE = 'N';
00163  const char ExecInst_OPENING_PEG = 'O';
00164  const char ExecInst_MARKET_PEG = 'P';
00165  const char ExecInst_CANCEL_ON_SYSTEM_FAILURE = 'Q';
00166  const char ExecInst_PRIMARY_PEG = 'R';
00167  const char ExecInst_SUSPEND = 'S';
00168  const char ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 'T';
00169  const char ExecInst_CUSTOMER_DISPLAY_INSTRUCTION = 'U';
00170  const char ExecInst_NETTING = 'V';
00171  const char ExecInst_PEG_TO_VWAP = 'W';
00172  const char ExecInst_TRADE_ALONG = 'X';
00173  const char ExecInst_TRY_TO_STOP = 'Y';
00174  const char ExecInst_CANCEL_IF_NOT_BEST = 'Z';
00175  const char ExecInst_TRAILING_STOP_PEG = 'a';
00176  const char ExecInst_STRICT_LIMIT = 'b';
00177  const char ExecInst_IGNORE_PRICE_VALIDITY_CHECKS = 'c';
00178  const char ExecInst_PEG_TO_LIMIT_PRICE = 'd';
00179  const char ExecInst_WORK_TO_TARGET_STRATEGY = 'e';
00180  const char HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE = '1';
00181  const char HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC = '2';
00182  const char HandlInst_MANUAL_ORDER = '3';
00183  const char SecurityIDSource_CUSIP[] = "1";
00184  const char SecurityIDSource_SEDOL[] = "2";
00185  const char SecurityIDSource_QUIK[] = "3";
00186  const char SecurityIDSource_ISIN_NUMBER[] = "4";
00187  const char SecurityIDSource_RIC_CODE[] = "5";
00188  const char SecurityIDSource_ISO_CURRENCY_CODE[] = "6";
00189  const char SecurityIDSource_ISO_COUNTRY_CODE[] = "7";
00190  const char SecurityIDSource_EXCHANGE_SYMBOL[] = "8";
00191  const char SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION[] = "9";
00192  const char SecurityIDSource_BLOOMBERG_SYMBOL[] = "A";
00193  const char SecurityIDSource_WERTPAPIER[] = "B";
00194  const char SecurityIDSource_DUTCH[] = "C";
00195  const char SecurityIDSource_VALOREN[] = "D";
00196  const char SecurityIDSource_SICOVAM[] = "E";
00197  const char SecurityIDSource_BELGIAN[] = "F";
00198  const char SecurityIDSource_COMMON[] = "G";
00199  const char SecurityIDSource_CLEARING_HOUSE_CLEARING_ORGANIZATION[] = "H";
00200  const char SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION[] = "I";
00201  const char SecurityIDSource_OPTIONS_PRICE_REPORTING_AUTHORITY[] = "J";
00202  const char IOIQltyInd_LOW = 'L';
00203  const char IOIQltyInd_MEDIUM = 'M';
00204  const char IOIQltyInd_HIGH = 'H';
00205  const char IOITransType_NEW = 'N';
00206  const char IOITransType_CANCEL = 'C';
00207  const char IOITransType_REPLACE = 'R';
00208  const char LastCapacity_AGENT = '1';
00209  const char LastCapacity_CROSS_AS_AGENT = '2';
00210  const char LastCapacity_CROSS_AS_PRINCIPAL = '3';
00211  const char LastCapacity_PRINCIPAL = '4';
00212  const char MsgType_HEARTBEAT[] = "0";
00213  const char MsgType_TEST_REQUEST[] = "1";
00214  const char MsgType_RESEND_REQUEST[] = "2";
00215  const char MsgType_REJECT[] = "3";
00216  const char MsgType_SEQUENCE_RESET[] = "4";
00217  const char MsgType_LOGOUT[] = "5";
00218  const char MsgType_INDICATION_OF_INTEREST[] = "6";
00219  const char MsgType_ADVERTISEMENT[] = "7";
00220  const char MsgType_EXECUTION_REPORT[] = "8";
00221  const char MsgType_ORDER_CANCEL_REJECT[] = "9";
00222  const char MsgType_LOGON[] = "A";
00223  const char MsgType_NEWS[] = "B";
00224  const char MsgType_EMAIL[] = "C";
00225  const char MsgType_ORDER_SINGLE[] = "D";
00226  const char MsgType_ORDER_LIST[] = "E";
00227  const char MsgType_ORDER_CANCEL_REQUEST[] = "F";
00228  const char MsgType_ORDER_CANCEL_REPLACE_REQUEST[] = "G";
00229  const char MsgType_ORDER_STATUS_REQUEST[] = "H";
00230  const char MsgType_ALLOCATION_INSTRUCTION[] = "J";
00231  const char MsgType_LIST_CANCEL_REQUEST[] = "K";
00232  const char MsgType_LIST_EXECUTE[] = "L";
00233  const char MsgType_LIST_STATUS_REQUEST[] = "M";
00234  const char MsgType_LIST_STATUS[] = "N";
00235  const char MsgType_ALLOCATION_INSTRUCTION_ACK[] = "P";
00236  const char MsgType_DONT_KNOW_TRADE[] = "Q";
00237  const char MsgType_QUOTE_REQUEST[] = "R";
00238  const char MsgType_QUOTE[] = "S";
00239  const char MsgType_SETTLEMENT_INSTRUCTIONS[] = "T";
00240  const char MsgType_MARKET_DATA_REQUEST[] = "V";
00241  const char MsgType_MARKET_DATA_SNAPSHOT_FULL_REFRESH[] = "W";
00242  const char MsgType_MARKET_DATA_INCREMENTAL_REFRESH[] = "X";
00243  const char MsgType_MARKET_DATA_REQUEST_REJECT[] = "Y";
00244  const char MsgType_QUOTE_CANCEL[] = "Z";
00245  const char MsgType_QUOTE_STATUS_REQUEST[] = "a";
00246  const char MsgType_MASS_QUOTE_ACKNOWLEDGEMENT[] = "b";
00247  const char MsgType_SECURITY_DEFINITION_REQUEST[] = "c";
00248  const char MsgType_SECURITY_DEFINITION[] = "d";
00249  const char MsgType_SECURITY_STATUS_REQUEST[] = "e";
00250  const char MsgType_SECURITY_STATUS[] = "f";
00251  const char MsgType_TRADING_SESSION_STATUS_REQUEST[] = "g";
00252  const char MsgType_TRADING_SESSION_STATUS[] = "h";
00253  const char MsgType_MASS_QUOTE[] = "i";
00254  const char MsgType_BUSINESS_MESSAGE_REJECT[] = "j";
00255  const char MsgType_BID_REQUEST[] = "k";
00256  const char MsgType_BID_RESPONSE[] = "l";
00257  const char MsgType_LIST_STRIKE_PRICE[] = "m";
00258  const char MsgType_XML_MESSAGE[] = "n";
00259  const char MsgType_REGISTRATION_INSTRUCTIONS[] = "o";
00260  const char MsgType_REGISTRATION_INSTRUCTIONS_RESPONSE[] = "p";
00261  const char MsgType_ORDER_MASS_CANCEL_REQUEST[] = "q";
00262  const char MsgType_ORDER_MASS_CANCEL_REPORT[] = "r";
00263  const char MsgType_NEW_ORDER_CROSS[] = "s";
00264  const char MsgType_CROSS_ORDER_CANCEL_REPLACE_REQUEST[] = "t";
00265  const char MsgType_CROSS_ORDER_CANCEL_REQUEST[] = "u";
00266  const char MsgType_SECURITY_TYPE_REQUEST[] = "v";
00267  const char MsgType_SECURITY_TYPES[] = "w";
00268  const char MsgType_SECURITY_LIST_REQUEST[] = "x";
00269  const char MsgType_SECURITY_LIST[] = "y";
00270  const char MsgType_DERIVATIVE_SECURITY_LIST_REQUEST[] = "z";
00271  const char MsgType_DERIVATIVE_SECURITY_LIST[] = "AA";
00272  const char MsgType_NEW_ORDER_MULTILEG[] = "AB";
00273  const char MsgType_MULTILEG_ORDER_CANCEL_REPLACE[] = "AC";
00274  const char MsgType_TRADE_CAPTURE_REPORT_REQUEST[] = "AD";
00275  const char MsgType_TRADE_CAPTURE_REPORT[] = "AE";
00276  const char MsgType_ORDER_MASS_STATUS_REQUEST[] = "AF";
00277  const char MsgType_QUOTE_REQUEST_REJECT[] = "AG";
00278  const char MsgType_RFQ_REQUEST[] = "AH";
00279  const char MsgType_QUOTE_STATUS_REPORT[] = "AI";
00280  const char MsgType_QUOTE_RESPONSE[] = "AJ";
00281  const char MsgType_CONFIRMATION[] = "AK";
00282  const char MsgType_POSITION_MAINTENANCE_REQUEST[] = "AL";
00283  const char MsgType_POSITION_MAINTENANCE_REPORT[] = "AM";
00284  const char MsgType_REQUEST_FOR_POSITIONS[] = "AN";
00285  const char MsgType_REQUEST_FOR_POSITIONS_ACK[] = "AO";
00286  const char MsgType_POSITION_REPORT[] = "AP";
00287  const char MsgType_TRADE_CAPTURE_REPORT_REQUEST_ACK[] = "AQ";
00288  const char MsgType_TRADE_CAPTURE_REPORT_ACK[] = "AR";
00289  const char MsgType_ALLOCATION_REPORT[] = "AS";
00290  const char MsgType_ALLOCATION_REPORT_ACK[] = "AT";
00291  const char MsgType_CONFIRMATION_ACK[] = "AU";
00292  const char MsgType_SETTLEMENT_INSTRUCTION_REQUEST[] = "AV";
00293  const char MsgType_ASSIGNMENT_REPORT[] = "AW";
00294  const char MsgType_COLLATERAL_REQUEST[] = "AX";
00295  const char MsgType_COLLATERAL_ASSIGNMENT[] = "AY";
00296  const char MsgType_COLLATERAL_RESPONSE[] = "AZ";
00297  const char MsgType_COLLATERAL_REPORT[] = "BA";
00298  const char MsgType_COLLATERAL_INQUIRY[] = "BB";
00299  const char MsgType_NETWORK_STATUS_REQUEST[] = "BC";
00300  const char MsgType_NETWORK_STATUS_RESPONSE[] = "BD";
00301  const char MsgType_USER_REQUEST[] = "BE";
00302  const char MsgType_USER_RESPONSE[] = "BF";
00303  const char MsgType_COLLATERAL_INQUIRY_ACK[] = "BG";
00304  const char MsgType_CONFIRMATION_REQUEST[] = "BH";
00305  const char OrdStatus_NEW = '0';
00306  const char OrdStatus_PARTIALLY_FILLED = '1';
00307  const char OrdStatus_FILLED = '2';
00308  const char OrdStatus_DONE_FOR_DAY = '3';
00309  const char OrdStatus_CANCELED = '4';
00310  const char OrdStatus_REPLACED = '5';
00311  const char OrdStatus_PENDING_CANCEL = '6';
00312  const char OrdStatus_STOPPED = '7';
00313  const char OrdStatus_REJECTED = '8';
00314  const char OrdStatus_SUSPENDED = '9';
00315  const char OrdStatus_PENDING_NEW = 'A';
00316  const char OrdStatus_CALCULATED = 'B';
00317  const char OrdStatus_EXPIRED = 'C';
00318  const char OrdStatus_ACCEPTED_FOR_BIDDING = 'D';
00319  const char OrdStatus_PENDING_REPLACE = 'E';
00320  const char OrdType_MARKET = '1';
00321  const char OrdType_LIMIT = '2';
00322  const char OrdType_STOP = '3';
00323  const char OrdType_STOP_LIMIT = '4';
00324  const char OrdType_MARKET_ON_CLOSE = '5';
00325  const char OrdType_WITH_OR_WITHOUT = '6';
00326  const char OrdType_LIMIT_OR_BETTER = '7';
00327  const char OrdType_LIMIT_WITH_OR_WITHOUT = '8';
00328  const char OrdType_ON_BASIS = '9';
00329  const char OrdType_ON_CLOSE = 'A';
00330  const char OrdType_LIMIT_ON_CLOSE = 'B';
00331  const char OrdType_FOREX_MARKET = 'C';
00332  const char OrdType_PREVIOUSLY_QUOTED = 'D';
00333  const char OrdType_PREVIOUSLY_INDICATED = 'E';
00334  const char OrdType_FOREX_LIMIT = 'F';
00335  const char OrdType_FOREX_SWAP = 'G';
00336  const char OrdType_FOREX_PREVIOUSLY_QUOTED = 'H';
00337  const char OrdType_FUNARI = 'I';
00338  const char OrdType_MARKET_IF_TOUCHED = 'J';
00339  const char OrdType_MARKET_WITH_LEFTOVER_AS_LIMIT = 'K';
00340  const char OrdType_PREVIOUS_FUND_VALUATION_POINT = 'L';
00341  const char OrdType_NEXT_FUND_VALUATION_POINT = 'M';
00342  const char OrdType_PEGGED = 'P';
00343  const char Side_BUY = '1';
00344  const char Side_SELL = '2';
00345  const char Side_BUY_MINUS = '3';
00346  const char Side_SELL_PLUS = '4';
00347  const char Side_SELL_SHORT = '5';
00348  const char Side_SELL_SHORT_EXEMPT = '6';
00349  const char Side_UNDISCLOSED = '7';
00350  const char Side_CROSS = '8';
00351  const char Side_CROSS_SHORT = '9';
00352  const char Side_CROSS_SHORT_EXEMPT = 'A';
00353  const char Side_AS_DEFINED = 'B';
00354  const char Side_OPPOSITE = 'C';
00355  const char Side_SUBSCRIBE = 'D';
00356  const char Side_REDEEM = 'E';
00357  const char Side_LEND = 'F';
00358  const char Side_BORROW = 'G';
00359  const char TimeInForce_DAY = '0';
00360  const char TimeInForce_GOOD_TILL_CANCEL = '1';
00361  const char TimeInForce_AT_THE_OPENING = '2';
00362  const char TimeInForce_IMMEDIATE_OR_CANCEL = '3';
00363  const char TimeInForce_FILL_OR_KILL = '4';
00364  const char TimeInForce_GOOD_TILL_CROSSING = '5';
00365  const char TimeInForce_GOOD_TILL_DATE = '6';
00366  const char TimeInForce_AT_THE_CLOSE = '7';
00367  const char Urgency_NORMAL = '0';
00368  const char Urgency_FLASH = '1';
00369  const char Urgency_BACKGROUND = '2';
00370  const char SettlType_REGULAR = '0';
00371  const char SettlType_CASH = '1';
00372  const char SettlType_NEXT_DAY = '2';
00373  const char SettlType_T_PLUS_2 = '3';
00374  const char SettlType_T_PLUS_3 = '4';
00375  const char SettlType_T_PLUS_4 = '5';
00376  const char SettlType_FUTURE = '6';
00377  const char SettlType_WHEN_AND_IF_ISSUED = '7';
00378  const char SettlType_SELLERS_OPTION = '8';
00379  const char SettlType_T_PLUS_5 = '9';
00380  const char SymbolSfx_WHEN_ISSUED[] = "WI";
00381  const char SymbolSfx_A_EUCP_WITH_LUMP_SUM_INTEREST[] = "CD";
00382  const char AllocTransType_NEW = '0';
00383  const char AllocTransType_REPLACE = '1';
00384  const char AllocTransType_CANCEL = '2';
00385  const char PositionEffect_OPEN = 'O';
00386  const char PositionEffect_CLOSE = 'C';
00387  const char PositionEffect_ROLLED = 'R';
00388  const char PositionEffect_FIFO = 'F';
00389  const char ProcessCode_REGULAR = '0';
00390  const char ProcessCode_SOFT_DOLLAR = '1';
00391  const char ProcessCode_STEP_IN = '2';
00392  const char ProcessCode_STEP_OUT = '3';
00393  const char ProcessCode_SOFT_DOLLAR_STEP_IN = '4';
00394  const char ProcessCode_SOFT_DOLLAR_STEP_OUT = '5';
00395  const char ProcessCode_PLAN_SPONSOR = '6';
00396  const int AllocStatus_ACCEPTED = 0;
00397  const int AllocStatus_BLOCK_LEVEL_REJECT = 1;
00398  const int AllocStatus_ACCOUNT_LEVEL_REJECT = 2;
00399  const int AllocStatus_RECEIVED = 3;
00400  const int AllocStatus_INCOMPLETE = 4;
00401  const int AllocStatus_REJECTED_BY_INTERMEDIARY = 5;
00402  const int AllocRejCode_UNKNOWN_ACCOUNT = 0;
00403  const int AllocRejCode_INCORRECT_QUANTITY = 1;
00404  const int AllocRejCode_INCORRECT_AVERAGE_PRICE = 2;
00405  const int AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC = 3;
00406  const int AllocRejCode_COMMISSION_DIFFERENCE = 4;
00407  const int AllocRejCode_UNKNOWN_ORDERID = 5;
00408  const int AllocRejCode_UNKNOWN_LISTID = 6;
00409  const int AllocRejCode_OTHER = 7;
00410  const int AllocRejCode_INCORRECT_ALLOCATED_QUANTITY = 8;
00411  const int AllocRejCode_CALCULATION_DIFFERENCE = 9;
00412  const char EmailType_NEW = '0';
00413  const char EmailType_REPLY = '1';
00414  const char EmailType_ADMIN_REPLY = '2';
00415  const int EncryptMethod_NONE_OTHER = 0;
00416  const int EncryptMethod_PKCS = 1;
00417  const int EncryptMethod_DES = 2;
00418  const int EncryptMethod_PKCS_DES = 3;
00419  const int EncryptMethod_PGP_DES = 4;
00420  const int EncryptMethod_PGP_DES_MD5 = 5;
00421  const int EncryptMethod_PEM_DES_MD5 = 6;
00422  const int CxlRejReason_TOO_LATE_TO_CANCEL = 0;
00423  const int CxlRejReason_UNKNOWN_ORDER = 1;
00424  const int CxlRejReason_BROKER_EXCHANGE_OPTION = 2;
00425  const int CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS = 3;
00426  const int CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST = 4;
00427  const int CxlRejReason_ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER = 5;
00428  const int CxlRejReason_DUPLICATE_CLORDID_RECEIVED = 6;
00429  const int CxlRejReason_OTHER = 99;
00430  const int OrdRejReason_BROKER_EXCHANGE_OPTION = 0;
00431  const int OrdRejReason_UNKNOWN_SYMBOL = 1;
00432  const int OrdRejReason_EXCHANGE_CLOSED = 2;
00433  const int OrdRejReason_ORDER_EXCEEDS_LIMIT = 3;
00434  const int OrdRejReason_TOO_LATE_TO_ENTER = 4;
00435  const int OrdRejReason_UNKNOWN_ORDER = 5;
00436  const int OrdRejReason_DUPLICATE_ORDER = 6;
00437  const int OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER = 7;
00438  const int OrdRejReason_STALE_ORDER = 8;
00439  const int OrdRejReason_TRADE_ALONG_REQUIRED = 9;
00440  const int OrdRejReason_INVALID_INVESTOR_ID = 10;
00441  const int OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11;
00442  const int OrdRejReason_SURVEILLENCE_OPTION = 12;
00443  const int OrdRejReason_INCORRECT_QUANTITY = 13;
00444  const int OrdRejReason_INCORRECT_ALLOCATED_QUANTITY = 14;
00445  const int OrdRejReason_UNKNOWN_ACCOUNT = 15;
00446  const int OrdRejReason_OTHER = 99;
00447  const char IOIQualifier_ALL_OR_NONE = 'A';
00448  const char IOIQualifier_MARKET_ON_CLOSE = 'B';
00449  const char IOIQualifier_AT_THE_CLOSE = 'C';
00450  const char IOIQualifier_VWAP = 'D';
00451  const char IOIQualifier_IN_TOUCH_WITH = 'I';
00452  const char IOIQualifier_LIMIT = 'L';
00453  const char IOIQualifier_MORE_BEHIND = 'M';
00454  const char IOIQualifier_AT_THE_OPEN = 'O';
00455  const char IOIQualifier_TAKING_A_POSITION = 'P';
00456  const char IOIQualifier_AT_THE_MARKET = 'Q';
00457  const char IOIQualifier_READY_TO_TRADE = 'R';
00458  const char IOIQualifier_PORTFOLIO_SHOWN = 'S';
00459  const char IOIQualifier_THROUGH_THE_DAY = 'T';
00460  const char IOIQualifier_VERSUS = 'V';
00461  const char IOIQualifier_INDICATION_WORKING_AWAY = 'W';
00462  const char IOIQualifier_CROSSING_OPPORTUNITY = 'X';
00463  const char IOIQualifier_AT_THE_MIDPOINT = 'Y';
00464  const char IOIQualifier_PRE_OPEN = 'Z';
00465  const char DKReason_UNKNOWN_SYMBOL = 'A';
00466  const char DKReason_WRONG_SIDE = 'B';
00467  const char DKReason_QUANTITY_EXCEEDS_ORDER = 'C';
00468  const char DKReason_NO_MATCHING_ORDER = 'D';
00469  const char DKReason_PRICE_EXCEEDS_LIMIT = 'E';
00470  const char DKReason_CALCULATION_DIFFERENCE = 'F';
00471  const char DKReason_OTHER = 'Z';
00472  const char MiscFeeType_REGULATORY = '1';
00473  const char MiscFeeType_TAX = '2';
00474  const char MiscFeeType_LOCAL_COMMISSION = '3';
00475  const char MiscFeeType_EXCHANGE_FEES = '4';
00476  const char MiscFeeType_STAMP = '5';
00477  const char MiscFeeType_LEVY = '6';
00478  const char MiscFeeType_OTHER = '7';
00479  const char MiscFeeType_MARKUP = '8';
00480  const char MiscFeeType_CONSUMPTION_TAX = '9';
00481  const char ExecType_NEW = '0';
00482  const char ExecType_PARTIAL_FILL = '1';
00483  const char ExecType_FILL = '2';
00484  const char ExecType_DONE_FOR_DAY = '3';
00485  const char ExecType_CANCELED = '4';
00486  const char ExecType_REPLACE = '5';
00487  const char ExecType_PENDING_CANCEL = '6';
00488  const char ExecType_STOPPED = '7';
00489  const char ExecType_REJECTED = '8';
00490  const char ExecType_SUSPENDED = '9';
00491  const char ExecType_PENDING_NEW = 'A';
00492  const char ExecType_CALCULATED = 'B';
00493  const char ExecType_EXPIRED = 'C';
00494  const char ExecType_RESTATED = 'D';
00495  const char ExecType_PENDING_REPLACE = 'E';
00496  const char ExecType_TRADE = 'F';
00497  const char ExecType_TRADE_CORRECT = 'G';
00498  const char ExecType_TRADE_CANCEL = 'H';
00499  const char ExecType_ORDER_STATUS = 'I';
00500  const