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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