Index
Source Files
Annotated Class List
Alphabetical Class List
Class Hierarchy
Graphical Class Hierarchy
|
Index
Source Files
Annotated Class List
Alphabetical Class List
Class Hierarchy
Graphical Class Hierarchy
|
Namespaces | |
| namespace | FIELD |
| namespace | TYPE |
Classes | |
| class | Acceptor |
| Base for classes which act as an acceptor for incoming connections. More... | |
| class | Application |
| This interface must be implemented to define what your FIX application does. More... | |
| class | SynchronizedApplication |
| This is a special implementation of the Application interface that takes in another Application interface and synchronizes all of its callbacks. More... | |
| class | NullApplication |
| An empty implementation of an Application. More... | |
| class | CallStack |
| Keeps track of callstacks for multiple threads. More... | |
| class | DatabaseConnectionID |
| class | DatabaseConnectionPool |
| class | DataDictionary |
| Represents a data dictionary for a version of FIX. More... | |
| class | DataDictionaryProvider |
| Queries for DataDictionary based on appropriate version of FIX. More... | |
| class | Dictionary |
| For storage and retrieval of key/value pairs. More... | |
| class | DOMAttributes |
| Interface that represents attribute from underlying XML parser. More... | |
| class | DOMNode |
| Interface that represents node from underlying XML parser. More... | |
| class | DOMDocument |
| Interface that represents document of underlying XML parser. More... | |
| class | Event |
| Portable implementation of an event/conditional mutex. More... | |
| struct | Exception |
| Base QuickFIX exception type. More... | |
| struct | DataDictionaryNotFound |
| DataDictionary not found for BeginString or ApplVerID. More... | |
| struct | FieldNotFound |
| Field not found inside a message. More... | |
| struct | FieldConvertError |
| Unable to convert field into its native format. More... | |
| struct | MessageParseError |
| Unable to parse message. More... | |
| struct | InvalidMessage |
| Not a recognizable message. More... | |
| struct | ConfigError |
| Application is not configured correctly More... | |
| struct | RuntimeError |
| Application encountered serious error during runtime More... | |
| struct | InvalidTagNumber |
| Tag number does not exist in specification. More... | |
| struct | RequiredTagMissing |
| Required field is not in message. More... | |
| struct | TagNotDefinedForMessage |
| Field does not belong to message. More... | |
| struct | NoTagValue |
| Field exists in message without a value. More... | |
| struct | IncorrectTagValue |
| Field has a value that is out of range. More... | |
| struct | IncorrectDataFormat |
| Field has a badly formatted value. More... | |
| struct | IncorrectMessageStructure |
| Message is not structured correctly. More... | |
| struct | DuplicateFieldNumber |
| Field shows up twice in the message. More... | |
| struct | InvalidMessageType |
| Not a known message type. More... | |
| struct | UnsupportedMessageType |
| Message type not supported by application. More... | |
| struct | UnsupportedVersion |
| Version of FIX is not supported. More... | |
| struct | TagOutOfOrder |
| Tag is not in the correct order. More... | |
| struct | RepeatedTag |
| Repeated tag not part of repeating group. More... | |
| struct | RepeatingGroupCountMismatch |
| Repeated group count not equal to actual count. More... | |
| struct | DoNotSend |
| Indicates user does not want to send a message. More... | |
| struct | RejectLogon |
| User wants to reject permission to logon. More... | |
| struct | SessionNotFound |
| Session cannot be found for specified action. More... | |
| struct | IOException |
| IO Error. More... | |
| struct | SocketException |
| Socket Error. More... | |
| struct | SocketSendFailed |
| Socket send operation failed. More... | |
| struct | SocketRecvFailed |
| Socket recv operation failed. More... | |
| struct | SocketCloseFailed |
| Socket close operation failed. More... | |
| class | FieldBase |
| Base representation of all Field classes. More... | |
| class | StringField |
| MSC doesn't support partial template specialization so we have this. More... | |
| class | CharField |
| Field that contains a character value. More... | |
| class | DoubleField |
| Field that contains a double value. More... | |
| class | IntField |
| Field that contains an integer value. More... | |
| class | BoolField |
| Field that contains a boolean value. More... | |
| class | UtcTimeStampField |
| Field that contains a UTC time stamp value. More... | |
| class | UtcDateField |
| Field that contains a UTC date value. More... | |
| class | UtcTimeOnlyField |
| Field that contains a UTC time value. More... | |
| class | CheckSumField |
| Field that contains a checksum value. More... | |
| struct | EmptyConvertor |
| Empty convertor is a no-op. More... | |
| struct | IntConvertor |
| Converts integer to/from a string. More... | |
| struct | CheckSumConvertor |
| Converts checksum to/from a string. More... | |
| struct | DoubleConvertor |
| Converts double to/from a string. More... | |
| struct | CharConvertor |
| Converts character to/from a string. More... | |
| struct | BoolConvertor |
| Converts boolean to/from a string. More... | |
| struct | UtcTimeStampConvertor |
| Converts a UtcTimeStamp to/from a string. More... | |
| struct | UtcTimeOnlyConvertor |
| Converts a UtcTimeOnly to/from a string. More... | |
| struct | UtcDateConvertor |
| Converts a UtcDate to/from a string. More... | |
| class | FieldMap |
| Stores and organizes a collection of Fields. More... | |
| struct | DateTime |
| Date and Time stored as a Julian day number and number of milliseconds since midnight. More... | |
| class | UtcTimeStamp |
| Date and Time represented in UTC. More... | |
| class | LocalTimeStamp |
| Date and Time represented in local time. More... | |
| class | UtcTimeOnly |
| Time only represented in UTC. More... | |
| class | LocalTimeOnly |
| Time only represented in local time. More... | |
| class | UtcDate |
| Date only represented in UTC. More... | |
| class | LocalDate |
| Date only represented in local time. More... | |
| class | FileLogFactory |
| Creates a file based implementation of Log. More... | |
| class | FileLog |
| File based implementation of Log. More... | |
| class | FileStoreFactory |
| Creates a file based implementation of MessageStore. More... | |
| class | FileStore |
| File based implementation of MessageStore. More... | |
| class | Group |
| Base class for all FIX repeating groups. More... | |
| class | HttpConnection |
| Encapsulates a HTTP socket file descriptor. More... | |
| class | HttpMessage |
| HTTP Message that implemented GET functionality. More... | |
| class | HttpParser |
| Parses HTTP messages off an input stream. More... | |
| class | HttpServer |
| Basic HTTP Server. More... | |
| class | Initiator |
| Base for classes which act as an initiator for establishing connections. More... | |
| class | LIBXML_DOMAttributes |
| XML attribute as represented by libxml. More... | |
| class | LIBXML_DOMNode |
| XML node as represented by libxml. More... | |
| class | LIBXML_DOMDocument |
| XML document as represented by libxml. More... | |
| class | LogFactory |
| This interface must be implemented to create a Log. More... | |
| class | ScreenLogFactory |
| Creates a screen based implementation of Log. More... | |
| class | Log |
| This interface must be implemented to log messages and events. More... | |
| class | NullLog |
| Null implementation of Log. More... | |
| class | ScreenLog |
| Screen based implementation of Log. More... | |
| class | Message |
| Base class for all FIX messages. More... | |
| class | MessageCracker |
| Takes in a generic Message and produces an object that represents its specific version and message type. More... | |
| struct | header_order |
| Sorts fields in correct header order. More... | |
| struct | trailer_order |
| Sorts fields in correct trailer order. More... | |
| struct | group_order |
| Sorts fields in correct group order. More... | |
| struct | message_order |
| Sorts fields in header, normal, or trailer order. More... | |
| class | MessageStoreFactory |
| This interface must be implemented to create a MessageStore. More... | |
| class | MemoryStoreFactory |
| Creates a memory based implementation of MessageStore. More... | |
| class | MessageStore |
| This interface must be implemented to store and retrieve messages and sequence numbers. More... | |
| class | MemoryStore |
| Memory based implementation of MessageStore. More... | |
| class | MessageStoreFactoryExceptionWrapper |
| class | MessageStoreExceptionWrapper |
| class | MSXML_DOMAttributes |
| XML attribute as represented by msxml. More... | |
| class | MSXML_DOMNode |
| XML node as represented by msxml. More... | |
| class | MSXML_DOMDocument |
| XML document as represented by msxml. More... | |
| class | Mutex |
| Portable implementation of a mutex. More... | |
| class | Locker |
| Locks/Unlocks a mutex using RAII. More... | |
| class | ReverseLocker |
| Does the opposite of the Locker to ensure mutex ends up in a locked state. More... | |
| class | NullStoreFactory |
| Null implementation of MessageStore. More... | |
| class | NullStore |
| Null implementation of MessageStore. More... | |
| class | Parser |
| Parses FIX messages off an input stream. More... | |
| class | Queue |
| A thread safe monitored queue. More... | |
| class | Responder |
| Interface implements sending on and disconnecting a transport. More... | |
| class | Session |
| Maintains the state and implements the logic of a FIX session. More... | |
| class | SessionFactory |
| Responsible for creating Session objects. More... | |
| class | SessionID |
| Unique session id consists of BeginString, SenderCompID and TargetCompID. More... | |
| class | SessionSettings |
| Container for setting dictionaries mapped to sessions. More... | |
| class | SessionState |
| Maintains all of state for the Session class. More... | |
| class | Settings |
| Internal representation of QuickFIX configuration settings. More... | |
| class | SocketAcceptor |
| Socket implementation of Acceptor. More... | |
| class | SocketConnection |
| Encapsulates a socket file descriptor (single-threaded). More... | |
| class | ConnectorWrapper |
| Handles events from SocketMonitor for client connections. More... | |
| class | SocketConnector |
| Connects sockets to remote ports and addresses. More... | |
| class | SocketInitiator |
| Socket implementation of Initiator. More... | |
| class | SocketMonitor |
| Monitors events on a collection of sockets. More... | |
| class | ServerWrapper |
| Handles events from SocketMonitor for server connections. More... | |
| struct | SocketInfo |
| Information about listening socket. More... | |
| class | SocketServer |
| Listens for and accepts incoming socket connections on a port. More... | |
| class | ThreadedSocketAcceptor |
| Threaded Socket implementation of Acceptor. More... | |
| class | ThreadedSocketConnection |
| Encapsulates a socket file descriptor (multi-threaded). More... | |
| class | ThreadedSocketInitiator |
| Threaded Socket implementation of Initiator. More... | |
| class | TimeRange |
| Keeps track of when session is active. More... | |
Typedefs | |
| typedef std::auto_ptr < DOMAttributes > | DOMAttributesPtr |
| typedef std::auto_ptr< DOMNode > | DOMNodePtr |
| typedef std::auto_ptr < DOMDocument > | DOMDocumentPtr |
| typedef DoubleField | PriceField |
| typedef DoubleField | AmtField |
| typedef DoubleField | QtyField |
| typedef StringField | CurrencyField |
| typedef StringField | MultipleValueStringField |
| typedef StringField | MultipleStringValueField |
| typedef StringField | MultipleCharValueField |
| typedef StringField | ExchangeField |
| typedef StringField | LocalMktDateField |
| typedef StringField | DataField |
| typedef DoubleField | FloatField |
| typedef DoubleField | PriceOffsetField |
| typedef StringField | MonthField |
| typedef StringField | MonthYearField |
| typedef StringField | DayOfMonthField |
| typedef UtcDateField | UtcDateOnlyField |
| typedef IntField | LengthField |
| typedef IntField | NumInGroupField |
| typedef IntField | SeqNumField |
| typedef DoubleField | PercentageField |
| typedef StringField | CountryField |
| typedef StringField | TzTimeOnlyField |
| typedef StringField | TzTimeStampField |
| typedef EmptyConvertor | StringConvertor |
| typedef UtcDateConvertor | UtcDateOnlyConvertor |
| typedef StringConvertor | STRING_CONVERTOR |
| typedef CharConvertor | CHAR_CONVERTOR |
| typedef DoubleConvertor | PRICE_CONVERTOR |
| typedef IntConvertor | INT_CONVERTOR |
| typedef DoubleConvertor | AMT_CONVERTOR |
| typedef DoubleConvertor | QTY_CONVERTOR |
| typedef StringConvertor | CURRENCY_CONVERTOR |
| typedef StringConvertor | MULTIPLEVALUESTRING_CONVERTOR |
| typedef StringConvertor | MULTIPLESTRINGVALUE_CONVERTOR |
| typedef StringConvertor | MULTIPLECHARVALUE_CONVERTOR |
| typedef StringConvertor | EXCHANGE_CONVERTOR |
| typedef UtcTimeStampConvertor | UTCTIMESTAMP_CONVERTOR |
| typedef BoolConvertor | BOOLEAN_CONVERTOR |
| typedef StringConvertor | LOCALMKTDATE_CONVERTOR |
| typedef StringConvertor | DATA_CONVERTOR |
| typedef DoubleConvertor | FLOAT_CONVERTOR |
| typedef DoubleConvertor | PRICEOFFSET_CONVERTOR |
| typedef StringConvertor | MONTHYEAR_CONVERTOR |
| typedef StringConvertor | DAYOFMONTH_CONVERTOR |
| typedef UtcDateConvertor | UTCDATE_CONVERTOR |
| typedef UtcTimeOnlyConvertor | UTCTIMEONLY_CONVERTOR |
| typedef IntConvertor | NUMINGROUP_CONVERTOR |
| typedef DoubleConvertor | PERCENTAGE_CONVERTOR |
| typedef IntConvertor | SEQNUM_CONVERTOR |
| typedef IntConvertor | LENGTH_CONVERTOR |
| typedef StringConvertor | COUNTRY_CONVERTOR |
| typedef StringConvertor | TZTIMEONLY_CONVERTOR |
| typedef StringConvertor | TZTIMESTAMP_CONVERTOR |
| typedef StringConvertor | XMLDATA_CONVERTOR |
| typedef StringConvertor | LANGUAGE_CONVERTOR |
| typedef CheckSumConvertor | CHECKSUM_CONVERTOR |
| typedef UtcDate | UtcDateOnly |
| typedef std::string | STRING |
| typedef char | CHAR |
| typedef double | PRICE |
| typedef int | INT |
| typedef double | AMT |
| typedef double | QTY |
| typedef std::string | CURRENCY |
| typedef std::string | MULTIPLEVALUESTRING |
| typedef std::string | MULTIPLESTRINGVALUE |
| typedef std::string | MULTIPLECHARVALUE |
| typedef std::string | EXCHANGE |
| typedef UtcTimeStamp | UTCTIMESTAMP |
| typedef bool | BOOLEAN |
| typedef std::string | LOCALMKTDATE |
| typedef std::string | DATA |
| typedef double | FLOAT |
| typedef double | PRICEOFFSET |
| typedef std::string | MONTHYEAR |
| typedef std::string | DAYOFMONTH |
| typedef UtcDate | UTCDATE |
| typedef UtcDateOnly | UTCDATEONLY |
| typedef UtcTimeOnly | UTCTIMEONLY |
| typedef int | NUMINGROUP |
| typedef double | PERCENTAGE |
| typedef int | SEQNUM |
| typedef int | LENGTH |
| typedef std::string | COUNTRY |
| typedef std::string | TZTIMEONLY |
| typedef std::string | TZTIMESTAMP |
| typedef std::string | XMLDATA |
| typedef std::string | LANGUAGE |
| typedef FieldMap | Header |
| typedef FieldMap | Trailer |
| typedef std::less< int > | normal_order |
| typedef void *( | THREAD_START_ROUTINE )(void *) |
| typedef pthread_t | thread_id |
Functions | |
| std::ostream & | operator<< (std::ostream &ostream, const CallStack::Method &method) |
| bool | operator== (const CallStack::Method &rhs, const CallStack::Method &lhs) |
| bool | operator< (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs) |
| bool | operator== (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs) |
| bool | operator!= (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs) |
| std::ostream & | operator<< (std::ostream &stream, const FieldBase &field) |
| bool | operator< (const StringField &lhs, const char *rhs) |
| bool | operator< (const char *lhs, const StringField &rhs) |
| bool | operator> (const StringField &lhs, const char *rhs) |
| bool | operator> (const char *lhs, const StringField &rhs) |
| bool | operator== (const StringField &lhs, const char *rhs) |
| bool | operator== (const char *lhs, const StringField &rhs) |
| bool | operator!= (const StringField &lhs, const char *rhs) |
| bool | operator!= (const char *lhs, const StringField &rhs) |
| bool | operator<= (const StringField &lhs, const char *rhs) |
| bool | operator<= (const char *lhs, const StringField &rhs) |
| bool | operator>= (const StringField &lhs, const char *rhs) |
| bool | operator>= (const char *lhs, const StringField &rhs) |
| bool | operator< (const StringField &lhs, const std::string &rhs) |
| bool | operator< (const std::string &lhs, const StringField &rhs) |
| bool | operator> (const StringField &lhs, const std::string &rhs) |
| bool | operator> (const std::string &lhs, const StringField &rhs) |
| bool | operator== (const StringField &lhs, const std::string &rhs) |
| bool | operator== (const std::string &lhs, const StringField &rhs) |
| bool | operator!= (const StringField &lhs, const std::string &rhs) |
| bool | operator!= (const std::string &lhs, const StringField &rhs) |
| bool | operator<= (const StringField &lhs, const std::string &rhs) |
| bool | operator<= (const std::string &lhs, const StringField &rhs) |
| bool | operator>= (const StringField &lhs, const std::string &rhs) |
| bool | operator>= (const std::string &lhs, const StringField &rhs) |
| template<class T > | |
| char * | integer_to_string (char *buf, const size_t len, T t) |
| template<class T > | |
| char * | integer_to_string_padded (char *buf, const size_t len, T t, const size_t width=0, const char paddingChar= '0') |
| bool | operator== (const DateTime &lhs, const DateTime &rhs) |
| bool | operator!= (const DateTime &lhs, const DateTime &rhs) |
| bool | operator< (const DateTime &lhs, const DateTime &rhs) |
| bool | operator> (const DateTime &lhs, const DateTime &rhs) |
| bool | operator<= (const DateTime &lhs, const DateTime &rhs) |
| bool | operator>= (const DateTime &lhs, const DateTime &rhs) |
| int | operator- (const DateTime &lhs, const DateTime &rhs) |
| Calculate the difference between two DateTime values and return the result as a number of seconds. | |
| DEFINE_STRING (RelatedPartyID) | |
| DEFINE_INT (MaxPriceLevels) | |
| DEFINE_DATA (DerivativeEncodedIssuer) | |
| DEFINE_NUMINGROUP (NoCompIDs) | |
| DEFINE_STRING (SettlInstRefID) | |
| DEFINE_STRING (NestedPartyID) | |
| DEFINE_PERCENTAGE (DetachmentPoint) | |
| DEFINE_BOOLEAN (LateIndicator) | |
| DEFINE_DATA (RiskEncodedSecurityDesc) | |
| DEFINE_STRING (RelationshipRiskSecuritySubType) | |
| DEFINE_STRING (SecurityListID) | |
| DEFINE_INT (DerivativeFlowScheduleType) | |
| DEFINE_LENGTH (EncodedSymbolLen) | |
| DEFINE_BOOLEAN (FlexibleIndicator) | |
| DEFINE_NUMINGROUP (NoExecInstRules) | |
| DEFINE_UTCTIMESTAMP (SideTrdRegTimestamp) | |
| DEFINE_INT (DeliveryForm) | |
| DEFINE_INT (ExecRestatementReason) | |
| DEFINE_PERCENTAGE (MidYield) | |
| DEFINE_FLOAT (ContractMultiplier) | |
| DEFINE_CHAR (PartyAltIDSource) | |
| DEFINE_AMT (CcyAmt) | |
| DEFINE_INT (AllocIntermedReqType) | |
| DEFINE_NUMINGROUP (NoNested2PartyIDs) | |
| DEFINE_STRING (UnderlyingIssuer) | |
| DEFINE_QTY (LegOrderQty) | |
| DEFINE_QTY (MinTradeVol) | |
| DEFINE_AMT (SettlCurrAmt) | |
| DEFINE_INT (DerivativeInstrumentPartyRole) | |
| DEFINE_INT (YieldRedemptionPriceType) | |
| DEFINE_STRING (NewsRefID) | |
| DEFINE_INT (SecurityListTypeSource) | |
| DEFINE_STRING (ApplReqID) | |
| DEFINE_STRING (DerivativeFuturesValuationMethod) | |
| DEFINE_STRING (NoLegSecurityAltID) | |
| DEFINE_STRING (DerivativeSecurityType) | |
| DEFINE_INT (CollInquiryQualifier) | |
| DEFINE_DATA (RawData) | |
| DEFINE_STRING (CashSettlAgentContactPhone) | |
| DEFINE_STRING (CreditRating) | |
| DEFINE_INT (ContingencyType) | |
| DEFINE_CURRENCY (StrikeCurrency) | |
| DEFINE_QTY (TradeVolume) | |
| DEFINE_STRING (SideTrdRegTimestampSrc) | |
| DEFINE_LOCALMKTDATE (DeliveryDate) | |
| DEFINE_CHAR (EmailType) | |
| DEFINE_DATA (EncodedListExecInst) | |
| DEFINE_UTCTIMESTAMP (ContraTradeTime) | |
| DEFINE_INT (MaturityMonthYearIncrement) | |
| DEFINE_CHAR (RootPartyIDSource) | |
| DEFINE_LOCALMKTDATE (UnderlyingCouponPaymentDate) | |
| DEFINE_PERCENTAGE (BidYield) | |
| DEFINE_CHAR (IOIQltyInd) | |
| DEFINE_STRING (Issuer) | |
| DEFINE_STRING (CardNumber) | |
| DEFINE_NUMINGROUP (NoRelatedPartyIDs) | |
| DEFINE_NUMINGROUP (NoLegStipulations) | |
| DEFINE_EXCHANGE (LegSecurityExchange) | |
| DEFINE_QTY (CashOrderQty) | |
| DEFINE_AMT (AccruedInterestAmt) | |
| DEFINE_STRING (MDEntrySeller) | |
| DEFINE_PRICE (LegPrice) | |
| DEFINE_TZTIMEONLY (RelationshipRiskMaturityTime) | |
| DEFINE_STRING (DeliverToCompID) | |
| DEFINE_STRING (TargetLocationID) | |
| DEFINE_PRICEOFFSET (OfferForwardPoints2) | |
| DEFINE_QTY (RatioQty) | |
| DEFINE_INT (MultiLegRptTypeReq) | |
| DEFINE_STRING (AllocAccount) | |
| DEFINE_QTY (TotalVolumeTraded) | |
| DEFINE_NUMINGROUP (LinesOfText) | |
| DEFINE_INT (AccountType) | |
| DEFINE_INT (MDEntryPositionNo) | |
| DEFINE_INT (HaltReasonInt) | |
| DEFINE_LOCALMKTDATE (FutSettDate) | |
| DEFINE_STRING (SecurityDesc) | |
| DEFINE_QTY (MinQty) | |
| DEFINE_CURRENCY (SettlCurrency) | |
| DEFINE_FLOAT (PegOffsetValue) | |
| DEFINE_STRING (DerivativeSecurityAltIDSource) | |
| DEFINE_NUMINGROUP (NoSettlPartySubIDs) | |
| DEFINE_STRING (AllocReportID) | |
| DEFINE_STRING (LegCFICode) | |
| DEFINE_LOCALMKTDATE (LegFutSettDate) | |
| DEFINE_STRING (LegBenchmarkCurveName) | |
| DEFINE_STRING (ClearingFeeIndicator) | |
| DEFINE_STRING (BrokerOfCredit) | |
| DEFINE_STRING (SecurityListRefID) | |
| DEFINE_TZTIMEONLY (UnderlyingLegMaturityTime) | |
| DEFINE_INT (NestedPartySubIDType) | |
| DEFINE_INT (BidType) | |
| DEFINE_STRING (MDEntryRefID) | |
| DEFINE_QTY (UnderlyingUnitOfMeasureQty) | |
| DEFINE_LOCALMKTDATE (UnderlyingLegMaturityDate) | |
| DEFINE_PRICE (StartTickPriceRange) | |
| DEFINE_MONTHYEAR (LegContractSettlMonth) | |
| DEFINE_STRING (UnderlyingSecurityDesc) | |
| DEFINE_STRING (CashDistribPayRef) | |
| DEFINE_INT (QuotePriceType) | |
| DEFINE_DATA (EncodedAllocText) | |
| DEFINE_MONTHYEAR (UnderlyingMaturityMonthYear) | |
| DEFINE_PERCENTAGE (RiskWarningLevelPercent) | |
| DEFINE_PERCENTAGE (UnderlyingOriginalNotionalPercentageOutstanding) | |
| DEFINE_INT (MultilegPriceMethod) | |
| DEFINE_INT (TotNoFills) | |
| DEFINE_STRING (DerivativeSettleOnOpenFlag) | |
| DEFINE_INT (UnderlyingRepurchaseTerm) | |
| DEFINE_STRING (RiskWarningLevelName) | |
| DEFINE_COUNTRY (DerivativeCountryOfIssue) | |
| DEFINE_INT (ListMethod) | |
| DEFINE_STRING (UnderlyingCPProgram) | |
| DEFINE_FLOAT (PriceDelta) | |
| DEFINE_SEQNUM (RefSeqNum) | |
| DEFINE_BOOLEAN (AutoAcceptIndicator) | |
| DEFINE_BOOLEAN (MDImplicitDelete) | |
| DEFINE_NUMINGROUP (NoStipulations) | |
| DEFINE_LOCALMKTDATE (ClearingBusinessDate) | |
| DEFINE_NUMINGROUP (NoRelationshipRiskLimits) | |
| DEFINE_STRING (LocationID) | |
| DEFINE_CURRENCY (Currency) | |
| DEFINE_INT (RoutingType) | |
| DEFINE_PRICE (UnderlyingStrikePrice) | |
| DEFINE_CHAR (BidTradeType) | |
| DEFINE_INT (RelationshipRiskInstrumentOperator) | |
| DEFINE_PERCENTAGE (UnderlyingAttachmentPoint) | |
| DEFINE_INT (TotNoRejQuotes) | |
| DEFINE_STRING (OrdStatusReqID) | |
| DEFINE_STRING (SenderCompID) | |
| DEFINE_INT (OrdRejReason) | |
| DEFINE_INT (MaturityMonthYearIncrementUnits) | |
| DEFINE_CHAR (DisplayWhen) | |
| DEFINE_INT (ApplQueueAction) | |
| DEFINE_CHAR (RegistTransType) | |
| DEFINE_STRING (PaymentRemitterID) | |
| DEFINE_INT (PriceType) | |
| DEFINE_STRING (MarketReqID) | |
| DEFINE_NUMINGROUP (NoNestedInstrAttrib) | |
| DEFINE_STRING (SecuritySubType) | |
| DEFINE_STRING (ClOrdID) | |
| DEFINE_DAYOFMONTH (MaturityDay) | |
| DEFINE_STRING (UnderlyingSeniority) | |
| DEFINE_STRING (MarketSegmentDesc) | |
| DEFINE_NUMINGROUP (NoMarketSegments) | |
| DEFINE_INT (SettlObligMode) | |
| DEFINE_CHAR (SecurityUpdateAction) | |
| DEFINE_INT (NetworkRequestType) | |
| DEFINE_PERCENTAGE (LiquidityPctLow) | |
| DEFINE_INT (PartyRole) | |
| DEFINE_FLOAT (LegRatioQty) | |
| DEFINE_FLOAT (SettlCurrFxRate) | |
| DEFINE_INT (RelatedPartyRole) | |
| DEFINE_INT (LegContractMultiplierUnit) | |
| DEFINE_DATA (SecureData) | |
| DEFINE_STRING (SenderLocationID) | |
| DEFINE_PRICE (FirstPx) | |
| DEFINE_DATA (EncodedLegIssuer) | |
| DEFINE_CHAR (AssignmentMethod) | |
| DEFINE_STRING (RoutingID) | |
| DEFINE_STRING (RelationshipRiskSecurityAltID) | |
| DEFINE_STRING (RelatedPartyAltID) | |
| DEFINE_INT (StrategyParameterType) | |
| DEFINE_INT (EncryptMethod) | |
| DEFINE_STRING (UnderlyingStateOrProvinceOfIssue) | |
| DEFINE_SEQNUM (ApplNewSeqNum) | |
| DEFINE_LENGTH (DerivativeEncodedSecurityDescLen) | |
| DEFINE_CURRENCY (TradingCurrency) | |
| DEFINE_PRICE (SecondaryHighLimitPrice) | |
| DEFINE_PRICE (OrderAvgPx) | |
| DEFINE_STRING (PosAmtType) | |
| DEFINE_BOOLEAN (ResetSeqNumFlag) | |
| DEFINE_NUMINGROUP (NoHops) | |
| DEFINE_INT (CollInquiryResult) | |
| DEFINE_LOCALMKTDATE (StartDate) | |
| DEFINE_INT (CollAsgnRespType) | |
| DEFINE_QTY (OrderBookingQty) | |
| DEFINE_NUMINGROUP (NoQuoteQualifiers) | |
| DEFINE_BOOLEAN (UnsolicitedIndicator) | |
| DEFINE_STRING (RefCstmApplVerID) | |
| DEFINE_STRING (SideExecID) | |
| DEFINE_STRING (RejectText) | |
| DEFINE_STRING (ExchangeSpecialInstructions) | |
| DEFINE_STRING (TradeID) | |
| DEFINE_PRICE (RndPx) | |
| DEFINE_INT (QuoteEntryRejectReason) | |
| DEFINE_CHAR (OrderCapacity) | |
| DEFINE_INT (SideLastQty) | |
| DEFINE_STRING (DerivativeUnitOfMeasure) | |
| DEFINE_NUMINGROUP (NoLegAllocs) | |
| DEFINE_INT (QuoteAckStatus) | |
| DEFINE_STRING (SecondaryFirmTradeID) | |
| DEFINE_INT (UserRequestType) | |
| DEFINE_INT (SecondaryTrdType) | |
| DEFINE_INT (TradeReportTransType) | |
| DEFINE_CHAR (AdvSide) | |
| DEFINE_STRING (RelatedContextPartySubID) | |
| DEFINE_STRING (DerivativeSecuritySubType) | |
| DEFINE_STRING (TriggerTradingSessionSubID) | |
| DEFINE_STRING (TradeLinkID) | |
| DEFINE_PRICE (LegBenchmarkPrice) | |
| DEFINE_SEQNUM (HopRefID) | |
| DEFINE_STRING (Designation) | |
| DEFINE_STRING (TradeRequestID) | |
| DEFINE_INT (RelationshipRiskLimitType) | |
| DEFINE_STRING (RiskSecurityIDSource) | |
| DEFINE_INT (LegFlowScheduleType) | |
| DEFINE_STRING (LegPriceUnitOfMeasure) | |
| DEFINE_CHAR (Nested4PartyIDSource) | |
| DEFINE_INT (CoveredOrUncovered) | |
| DEFINE_INT (AcctIDSource) | |
| DEFINE_PRICE (MktOfferPx) | |
| DEFINE_NUMINGROUP (NoCapacities) | |
| DEFINE_INT (TradeRequestType) | |
| DEFINE_NUMINGROUP (NoNestedPartyIDs) | |
| DEFINE_INT (TradSesStatus) | |
| DEFINE_PERCENTAGE (UnderlyingNotionalPercentageOutstanding) | |
| DEFINE_SEQNUM (ApplLastSeqNum) | |
| DEFINE_INT (PegPriceType) | |
| DEFINE_STRING (StrategyParameterName) | |
| DEFINE_INT (StreamAsgnRejReason) | |
| DEFINE_QTY (MatchIncrement) | |
| DEFINE_INT (Nested3PartyRole) | |
| DEFINE_PRICE (UnderlyingPx) | |
| DEFINE_PRICEOFFSET (PriceImprovement) | |
| DEFINE_STRING (ValuationMethod) | |
| DEFINE_STRING (DerivativeSecurityID) | |
| DEFINE_NUMINGROUP (NoExpiration) | |
| DEFINE_STRING (TargetCompID) | |
| DEFINE_STRING (MDEntryBuyer) | |
| DEFINE_PERCENTAGE (RelationshipRiskCouponRate) | |
| DEFINE_NUMINGROUP (NoDerivativeInstrumentPartySubIDs) | |
| DEFINE_NUMINGROUP (NoMaturityRules) | |
| DEFINE_STRING (QuoteMsgID) | |
| DEFINE_CHAR (TriggerType) | |
| DEFINE_CHAR (PriceProtectionScope) | |
| DEFINE_INT (TotNumAssignmentReports) | |
| DEFINE_STRING (ContraLegRefID) | |
| DEFINE_INT (TradeReportRejectReason) | |
| DEFINE_STRING (TradeReportRefID) | |
| DEFINE_INT (SecurityListType) | |
| DEFINE_STRING (DerivativeSecurityIDSource) | |
| DEFINE_QTY (AssignmentUnit) | |
| DEFINE_STRING (TradeReportID) | |
| DEFINE_INT (NoRpts) | |
| DEFINE_INT (LegBenchmarkPriceType) | |
| DEFINE_LENGTH (EncodedSubjectLen) | |
| DEFINE_XMLDATA (SecurityXML) | |
| DEFINE_STRING (LegReportID) | |
| DEFINE_INT (Nested3PartySubIDType) | |
| DEFINE_STRING (BenchmarkSecurityIDSource) | |
| DEFINE_INT (QuoteRejectReason) | |
| DEFINE_INT (HeartBtInt) | |
| DEFINE_PRICEOFFSET (BidForwardPoints) | |
| DEFINE_BOOLEAN (PossResend) | |
| DEFINE_STRING (Symbol) | |
| DEFINE_DATA (EncodedUnderlyingSecurityDesc) | |
| DEFINE_INT (RelatedPartyAltSubIDType) | |
| DEFINE_STRING (MarketReportID) | |
| DEFINE_PRICE (DiscretionPrice) | |
| DEFINE_FLOAT (ContAmtValue) | |
| DEFINE_INT (QuantityType) | |
| DEFINE_INT (ComplexEventPriceBoundaryMethod) | |
| DEFINE_INT (ImpliedMarketIndicator) | |
| DEFINE_STRING (AllocClearingFeeIndicator) | |
| DEFINE_INT (QuoteRequestType) | |
| DEFINE_INT (SecurityRequestResult) | |
| DEFINE_MULTIPLECHARVALUE (OrderRestrictions) | |
| DEFINE_NUMINGROUP (NoSideTrdRegTS) | |
| DEFINE_STRING (Text) | |
| DEFINE_LENGTH (EncodedTextLen) | |
| DEFINE_CHAR (ListExecInstType) | |
| DEFINE_STRING (SecondaryOrderID) | |
| DEFINE_STRING (ExecBroker) | |
| DEFINE_LENGTH (RelationshipRiskEncodedSecurityDescLen) | |
| DEFINE_LENGTH (SecurityXMLLen) | |
| DEFINE_SEQNUM (ApplSeqNum) | |
| DEFINE_QTY (MaxTradeVol) | |
| DEFINE_PRICEOFFSET (OfferSwapPoints) | |
| DEFINE_INT (SettlPartySubIDType) | |
| DEFINE_INT (DistribPaymentMethod) | |
| DEFINE_INT (TotalAffectedOrders) | |
| DEFINE_FLOAT (StrikeIncrement) | |
| DEFINE_INT (OrderHandlingInstSource) | |
| DEFINE_BOOLEAN (CopyMsgIndicator) | |
| DEFINE_NUMINGROUP (NoDlvyInst) | |
| DEFINE_STRING (QuoteEntryID) | |
| DEFINE_INT (AffirmStatus) | |
| DEFINE_STRING (MailingInst) | |
| DEFINE_QTY (OfferSize) | |
| DEFINE_STRING (LegSecurityType) | |
| DEFINE_STRING (RiskLimitPlatform) | |
| DEFINE_INT (OrigCustOrderCapacity) | |
| DEFINE_INT (AllocMethod) | |
| DEFINE_LOCALMKTDATE (QuantityDate) | |
| DEFINE_FLOAT (TargetStrategyPerformance) | |
| DEFINE_LOCALMKTDATE (CardExpDate) | |
| DEFINE_STRING (ConfirmID) | |
| DEFINE_STRING (StandInstDbName) | |
| DEFINE_QTY (DayOrderQty) | |
| DEFINE_PRICE (HighLimitPrice) | |
| DEFINE_STRING (FirmTradeID) | |
| DEFINE_STRING (SecondaryIndividualAllocID) | |
| DEFINE_STRING (AgreementDesc) | |
| DEFINE_CHAR (MassCancelResponse) | |
| DEFINE_CURRENCY (LegSettlCurrency) | |
| DEFINE_AMT (Commission) | |
| DEFINE_INT (StreamAsgnReqType) | |
| DEFINE_PRICEOFFSET (BidSwapPoints) | |
| DEFINE_NUMINGROUP (NoSettlPartyIDs) | |
| DEFINE_STRING (SymbolSfx) | |
| DEFINE_STRING (BusinessRejectRefID) | |
| DEFINE_PRICE (Price2) | |
| DEFINE_INT (FillLiquidityInd) | |
| DEFINE_STRING (MassActionReportID) | |
| DEFINE_STRING (DerivativeIssuer) | |
| DEFINE_CHAR (ExDestinationIDSource) | |
| DEFINE_STRING (CollRespID) | |
| DEFINE_INT (SecurityListRequestType) | |
| DEFINE_DATA (EncodedLegSecurityDesc) | |
| DEFINE_INT (RelatedContextPartyRole) | |
| DEFINE_STRING (UnderlyingSettlementStatus) | |
| DEFINE_STRING (SecurityAltID) | |
| DEFINE_STRING (RegistRefID) | |
| DEFINE_BOOLEAN (RelationshipRiskFlexibleIndicator) | |
| DEFINE_STRING (DerivativePriceQuoteMethod) | |
| DEFINE_STRING (RelationshipRiskProductComplex) | |
| DEFINE_INT (OrderDelay) | |
| DEFINE_NUMINGROUP (NoNotAffectedOrders) | |
| DEFINE_STRING (Nested3PartyID) | |
| DEFINE_INT (CollAsgnReason) | |
| DEFINE_UTCTIMEONLY (TotalVolumeTradedTime) | |
| DEFINE_EXCHANGE (SecurityExchange) | |
| DEFINE_INT (SettlPriceType) | |
| DEFINE_QTY (UnitOfMeasureQty) | |
| DEFINE_STRING (UserRequestID) | |
| DEFINE_PRICE (LastParPx) | |
| DEFINE_MONTHYEAR (EndMaturityMonthYear) | |
| DEFINE_CHAR (DealingCapacity) | |
| DEFINE_PRICE (PrevClosePx) | |
| DEFINE_STRING (TradeInputDevice) | |
| DEFINE_QTY (DayCumQty) | |
| DEFINE_STRING (SecuritySettlAgentAcctNum) | |
| DEFINE_CURRENCY (LegCurrency) | |
| DEFINE_DATA (EncryptedNewPassword) | |
| DEFINE_AMT (DerivativeMinPriceIncrementAmount) | |
| DEFINE_NUMINGROUP (NoNested3PartySubIDs) | |
| DEFINE_STRING (RefSubID) | |
| DEFINE_INT (SettlPartyRole) | |
| DEFINE_STRING (CashDistribAgentName) | |
| DEFINE_FLOAT (LegContractMultiplier) | |
| DEFINE_INT (ProgPeriodInterval) | |
| DEFINE_CHAR (LegSettlType) | |
| DEFINE_STRING (OnBehalfOfLocationID) | |
| DEFINE_STRING (OnBehalfOfSubID) | |
| DEFINE_STRING (RelationshipRiskLimitPlatform) | |
| DEFINE_STRING (RelatedPartySubID) | |
| DEFINE_UTCTIMEONLY (ComplexEventEndTime) | |
| DEFINE_INT (RateSourceType) | |
| DEFINE_STRING (DerivativeStateOrProvinceOfIssue) | |
| DEFINE_STRING (TradeLegRefID) | |
| DEFINE_UTCTIMESTAMP (RelSymTransactTime) | |
| DEFINE_NUMINGROUP (NoComplexEventTimes) | |
| DEFINE_QTY (LegCalculatedCcyLastQty) | |
| DEFINE_CHAR (Nested3PartyIDSource) | |
| DEFINE_LOCALMKTDATE (DatedDate) | |
| DEFINE_STRING (SettlInstID) | |
| DEFINE_AMT (OpenInterest) | |
| DEFINE_FLOAT (UnderlyingContractMultiplier) | |
| DEFINE_INT (TotQuoteEntries) | |
| DEFINE_STRING (PartyAltSubID) | |
| DEFINE_INT (TotNoCxldQuotes) | |
| DEFINE_BOOLEAN (AggregatedBook) | |
| DEFINE_STRING (PaymentRef) | |
| DEFINE_LOCALMKTDATE (PaymentDate) | |
| DEFINE_PERCENTAGE (OrderPercent) | |
| DEFINE_INT (PosQtyStatus) | |
| DEFINE_STRING (RiskRestructuringType) | |
| DEFINE_NUMINGROUP (NoNested4PartySubIDs) | |
| DEFINE_BOOLEAN (PrivateQuote) | |
| DEFINE_STRING (SecondaryTradeID) | |
| DEFINE_STRING (SecuritySettlAgentContactPhone) | |
| DEFINE_LENGTH (EncodedMktSegmDescLen) | |
| DEFINE_CURRENCY (SideCurrency) | |
| DEFINE_QTY (LegQty) | |
| DEFINE_STRING (MsgType) | |
| DEFINE_NUMINGROUP (NoTradingSessions) | |
| DEFINE_STRING (IOIid) | |
| DEFINE_CHAR (MultiLegReportingType) | |
| DEFINE_STRING (IDSource) | |
| DEFINE_STRING (LegStipulationType) | |
| DEFINE_INT (DerivativeContractMultiplierUnit) | |
| DEFINE_STRING (MarketSegmentID) | |
| DEFINE_CHAR (OrdStatus) | |
| DEFINE_LOCALMKTDATE (MaturityDate) | |
| DEFINE_INT (ApplTotalMessageCount) | |
| DEFINE_STRING (InstrumentPartySubID) | |
| DEFINE_INT (CustomerOrFirm) | |
| DEFINE_INT (AdjustmentType) | |
| DEFINE_NUMINGROUP (NoPartyAltSubIDs) | |
| DEFINE_STRING (UnderlyingInstrumentPartyID) | |
| DEFINE_CHAR (AsOfIndicator) | |
| DEFINE_STRING (QuoteStatusReqID) | |
| DEFINE_CHAR (LegPositionEffect) | |
| DEFINE_PRICE (MDEntryPx) | |
| DEFINE_INT (MassActionScope) | |
| DEFINE_BOOLEAN (ReportedPxDiff) | |
| DEFINE_LOCALMKTDATE (UnderlyingSettlementDate) | |
| DEFINE_NUMINGROUP (NoNestedPartySubIDs) | |
| DEFINE_STRING (AllocReportRefID) | |
| DEFINE_AMT (Concession) | |
| DEFINE_DATA (EncodedSecurityDesc) | |
| DEFINE_STRING (ExecRefID) | |
| DEFINE_CHAR (VenueType) | |
| DEFINE_INT (MassActionType) | |
| DEFINE_INT (PosMaintResult) | |
| DEFINE_STRING (IOIShares) | |
| DEFINE_STRING (BenchmarkSecurityID) | |
| DEFINE_QTY (LegLastQty) | |
| DEFINE_CURRENCY (AllocSettlCurrency) | |
| DEFINE_COUNTRY (LegCountryOfIssue) | |
| DEFINE_DATA (DerivativeSecurityXML) | |
| DEFINE_STRING (StrikeRuleID) | |
| DEFINE_STRING (RefCompID) | |
| DEFINE_FLOAT (SettlCurrOfferFxRate) | |
| DEFINE_PERCENTAGE (OfferYield) | |
| DEFINE_STRING (RelatedContextPartyID) | |
| DEFINE_CHAR (TargetPartyIDSource) | |
| DEFINE_LENGTH (EncryptedNewPasswordLen) | |
| DEFINE_NUMINGROUP (NoPositions) | |
| DEFINE_AMT (TotalAccruedInterestAmt) | |
| DEFINE_CHAR (UnderlyingOptAttribute) | |
| DEFINE_STRING (DerivativeInstrAttribValue) | |
| DEFINE_CHAR (InstrumentPartyIDSource) | |
| DEFINE_INT (PegOffsetType) | |
| DEFINE_INT (MassCancelRejectReason) | |
| DEFINE_INT (ResponseTransportType) | |
| DEFINE_STRING (LegSecurityIDSource) | |
| DEFINE_PRICE (BasisFeaturePrice) | |
| DEFINE_LOCALMKTDATE (CouponPaymentDate) | |
| DEFINE_INT (TradSesStatusRejReason) | |
| DEFINE_PERCENTAGE (UnderlyingDetachmentPoint) | |
| DEFINE_STRING (MaturityRuleID) | |
| DEFINE_INT (UnderlyingRepoCollateralSecurityType) | |
| DEFINE_NUMINGROUP (NoTimeInForceRules) | |
| DEFINE_NUMINGROUP (NoRootPartySubIDs) | |
| DEFINE_QTY (DisplayMinIncr) | |
| DEFINE_INT (TrdRegTimestampType) | |
| DEFINE_INT (LegProduct) | |
| DEFINE_STRING (ApplVerID) | |
| DEFINE_CHAR (HandlInst) | |
| DEFINE_CHAR (ListUpdateAction) | |
| DEFINE_STRING (NestedInstrAttribValue) | |
| DEFINE_STRING (TradingSessionSubID) | |
| DEFINE_STRING (RFQReqID) | |
| DEFINE_EXCHANGE (RelationshipRiskSecurityExchange) | |
| DEFINE_STRING (UnderlyingLegSymbolSfx) | |
| DEFINE_INT (LiquidityNumSecurities) | |
| DEFINE_NUMINGROUP (NoMsgTypes) | |
| DEFINE_UTCTIMESTAMP (TradSesStartTime) | |
| DEFINE_CHAR (MDEntryType) | |
| DEFINE_CURRENCY (AgreementCurrency) | |
| DEFINE_INT (PegMoveType) | |
| DEFINE_STRING (AsgnReqID) | |
| DEFINE_PRICEOFFSET (PegDifference) | |
| DEFINE_PRICEOFFSET (Spread) | |
| DEFINE_LENGTH (EncodedAllocTextLen) | |
| DEFINE_PERCENTAGE (OutsideIndexPct) | |
| DEFINE_BOOLEAN (DerivFlexProductEligibilityIndicator) | |
| DEFINE_INT (AvgPxIndicator) | |
| DEFINE_NUMINGROUP (NoIOIQualifiers) | |
| DEFINE_CHAR (CancellationRights) | |
| DEFINE_INT (ListSeqNo) | |
| DEFINE_STRING (CardIssNum) | |
| DEFINE_STRING (RiskCFICode) | |
| DEFINE_DATA (EncodedMktSegmDesc) | |
| DEFINE_INT (DerivativeEventType) | |
| DEFINE_MONTHYEAR (DerivativeMaturityMonthYear) | |
| DEFINE_STRING (SideTradeReportID) | |
| DEFINE_NUMINGROUP (NoQuoteSets) | |
| DEFINE_STRING (RelationshipRiskSecurityDesc) | |
| DEFINE_INT (Nested4PartySubIDType) | |
| DEFINE_PRICE (FillPx) | |
| DEFINE_INT (StrikeExerciseStyle) | |
| DEFINE_STRING (DeskID) | |
| DEFINE_PERCENTAGE (CrossPercent) | |
| DEFINE_MONTHYEAR (MaturityMonthYear) | |
| DEFINE_PRICE (ComplexEventPrice) | |
| DEFINE_NUMINGROUP (NoNewsRefIDs) | |
| DEFINE_AMT (UnderlyingCapValue) | |
| DEFINE_STRING (CPRegType) | |
| DEFINE_STRING (CashDistribAgentCode) | |
| DEFINE_CHAR (ExecPriceType) | |
| DEFINE_STRING (LegAllocID) | |
| DEFINE_UTCTIMEONLY (MDEntryTime) | |
| DEFINE_INT (TotalNumSecurities) | |
| DEFINE_INT (AllocSettlInstType) | |
| DEFINE_STRING (TargetPartyID) | |
| DEFINE_CURRENCY (DerivativeStrikeCurrency) | |
| DEFINE_INT (StatsType) | |
| DEFINE_INT (ApplExtID) | |
| DEFINE_INT (SettlementCycleNo) | |
| DEFINE_CURRENCY (UnderlyingStrikeCurrency) | |
| DEFINE_INT (TradSesMode) | |
| DEFINE_CHAR (SettlInstSource) | |
| DEFINE_INT (PartyAltSubIDType) | |
| DEFINE_STRING (UnderlyingLegSecurityDesc) | |
| DEFINE_NUMINGROUP (NoDerivativeInstrumentParties) | |
| DEFINE_UTCTIMESTAMP (DerivativeEventTime) | |
| DEFINE_PRICE (TickIncrement) | |
| DEFINE_STRING (UndlyInstrumentPartyID) | |
| DEFINE_NUMINGROUP (NoUndlyInstrumentParties) | |
| DEFINE_INT (ExpType) | |
| DEFINE_STRING (SecondaryClOrdID) | |
| DEFINE_CHAR (SettlInstTransType) | |
| DEFINE_STRING (SideComplianceID) | |
| DEFINE_INT (TradeRequestResult) | |
| DEFINE_STRING (OrigPosReqRefID) | |
| DEFINE_STRING (OrigCrossID) | |
| DEFINE_STRING (TradeInputSource) | |
| DEFINE_QTY (OrderQty2) | |
| DEFINE_BOOLEAN (TestMessageIndicator) | |
| DEFINE_STRING (ContextPartySubID) | |
| DEFINE_LOCALMKTDATE (DerivativeEventDate) | |
| DEFINE_AMT (SideGrossTradeAmt) | |
| DEFINE_PRICE (PeggedPrice) | |
| DEFINE_INT (ExpirationCycle) | |
| DEFINE_INT (AllocCancReplaceReason) | |
| DEFINE_INT (CxlRejReason) | |
| DEFINE_STRING (BeginString) | |
| DEFINE_STRING (DeliverToSubID) | |
| DEFINE_NUMINGROUP (NoRelatedPartyAltIDs) | |
| DEFINE_STRING (RiskProductComplex) | |
| DEFINE_QTY (LegPriceUnitOfMeasureQty) | |
| DEFINE_NUMINGROUP (NoCollInquiryQualifier) | |
| DEFINE_PRICE (OfferPx) | |
| DEFINE_UTCDATEONLY (TotalVolumeTradedDate) | |
| DEFINE_NUMINGROUP (NoContAmts) | |
| DEFINE_QTY (MinOfferSize) | |
| DEFINE_PRICE (AvgParPx) | |
| DEFINE_FLOAT (LegFactor) | |
| DEFINE_INT (RespondentType) | |
| DEFINE_QTY (DisplayLowQty) | |
| DEFINE_CHAR (DKReason) | |
| DEFINE_PRICE (BenchmarkPrice) | |
| DEFINE_STRING (ListID) | |
| DEFINE_STRING (LegSecurityAltID) | |
| DEFINE_CHAR (PositionEffect) | |
| DEFINE_INT (RelatedPartySubIDType) | |
| DEFINE_CHAR (TriggerAction) | |
| DEFINE_STRING (RefOrderID) | |
| DEFINE_INT (ClearingInstruction) | |
| DEFINE_STRING (SettlInstCode) | |
| DEFINE_INT (NumDaysInterest) | |
| DEFINE_MULTIPLECHARVALUE (OpenCloseSettlFlag) | |
| DEFINE_NUMINGROUP (NoComplexEventDates) | |
| DEFINE_LENGTH (DerivativeEncodedIssuerLen) | |
| DEFINE_FLOAT (StrikeMultiplier) | |
| DEFINE_INT (DiscretionMoveType) | |
| DEFINE_INT (ListNoOrds) | |
| DEFINE_CHAR (RelatedPartyIDSource) | |
| DEFINE_STRING (PegSymbol) | |
| DEFINE_PRICE (DayAvgPx) | |
| DEFINE_STRING (Headline) | |
| DEFINE_STRING (NestedPartySubID) | |
| DEFINE_STRING (CardIssNo) | |
| DEFINE_CHAR (OptAttribute) | |
| DEFINE_PRICEOFFSET (LastForwardPoints2) | |
| DEFINE_INT (MDUpdateType) | |
| DEFINE_CHAR (TickDirection) | |
| DEFINE_LOCALMKTDATE (LegRedemptionDate) | |
| DEFINE_PRICE (StrikePrice) | |
| DEFINE_DATA (EncodedIssuer) | |
| DEFINE_STRING (YieldType) | |
| DEFINE_PRICE (TradingReferencePrice) | |
| DEFINE_FLOAT (MDEntrySpotRate) | |
| DEFINE_PERCENTAGE (ParticipationRate) | |
| DEFINE_INT (PegScope) | |
| DEFINE_AMT (InterestAtMaturity) | |
| DEFINE_STRING (LegIndividualAllocID) | |
| DEFINE_AMT (AllowableOneSidednessValue) | |
| DEFINE_STRING (CashSettlAgentName) | |
| DEFINE_QTY (ContraTradeQty) | |
| DEFINE_TZTIMEONLY (LegMaturityTime) | |
| DEFINE_INT (SettlDeliveryType) | |
| DEFINE_INT (SecondaryPriceLimitType) | |
| DEFINE_PRICE (MidPx) | |
| DEFINE_PRICE (AvgPx) | |
| DEFINE_INT (DiscretionLimitType) | |
| DEFINE_UTCTIMESTAMP (StrikeTime) | |
| DEFINE_STRING (SettlSessSubID) | |
| DEFINE_STRING (MailingDtls) | |
| DEFINE_STRING (BidID) | |
| DEFINE_INT (PartyDetailsRequestResult) | |
| DEFINE_CHAR (ExerciseMethod) | |
| DEFINE_CURRENCY (CommCurrency) | |
| DEFINE_NUMINGROUP (NoSettlOblig) | |
| DEFINE_FLOAT (MaxPriceVariation) | |
| DEFINE_BOOLEAN (WorkingIndicator) | |
| DEFINE_STRING (CashSettlAgentAcctName) | |
| DEFINE_QTY (SellVolume) | |
| DEFINE_INT (SideMultiLegReportingType) | |
| DEFINE_STRING (DerivativeEventText) | |
| DEFINE_STRING (PegSecurityDesc) | |
| DEFINE_STRING (AllocCustomerCapacity) | |
| DEFINE_INT (ConfirmRejReason) | |
| DEFINE_CHAR (BidRequestTransType) | |
| DEFINE_STRING (CashDistribAgentAcctNumber) | |
| DEFINE_MULTIPLECHARVALUE (LegExecInst) | |
| DEFINE_PRICE (CapPrice) | |
| DEFINE_INT (LegRepurchaseTerm) | |
| DEFINE_STRING (RegistAcctType) | |
| DEFINE_INT (MassActionRejectReason) | |
| DEFINE_INT (DerivativePutOrCall) | |
| DEFINE_MONTHYEAR (StartMaturityMonthYear) | |
| DEFINE_INT (CollApplType) | |
| DEFINE_NUMINGROUP (NoUnderlyingAmounts) | |
| DEFINE_INT (ConfirmType) | |
| DEFINE_MONTHYEAR (LegMaturityMonthYear) | |
| DEFINE_STRING (RelatdSym) | |
| DEFINE_AMT (RiskLimitAmount) | |
| DEFINE_STRING (UnderlyingLegSecuritySubType) | |
| DEFINE_NUMINGROUP (NoUnderlyingSecurityAltID) | |
| DEFINE_STRING (RelationshipRiskCFICode) | |
| DEFINE_NUMINGROUP (NoRelatedPartySubIDs) | |
| DEFINE_STRING (RiskSymbolSfx) | |
| DEFINE_INT (MDQuoteType) | |
| DEFINE_INT (QtyType) | |
| DEFINE_INT (QuoteRespType) | |
| DEFINE_BOOLEAN (IOINaturalFlag) | |
| DEFINE_STRING (BenchmarkCurvePoint) | |
| DEFINE_CHAR (TradSesUpdateAction) | |
| DEFINE_AMT (UnderlyingCashAmount) | |
| DEFINE_STRING (CollAsgnID) | |
| DEFINE_STRING (ExchangeRule) | |
| DEFINE_DATA (EncodedHeadline) | |
| DEFINE_STRING (RegistID) | |
| DEFINE_STRING (CrossID) | |
| DEFINE_NUMINGROUP (NoExecs) | |
| DEFINE_STRING (DerivativeSecurityGroup) | |
| DEFINE_QTY (SecondaryDisplayQty) | |
| DEFINE_STRING (RefMsgType) | |
| DEFINE_STRING (StandInstDbID) | |
| DEFINE_LENGTH (EncodedLegSecurityDescLen) | |
| DEFINE_PRICE (DerivativeEventPx) | |
| DEFINE_CHAR (SettlObligSource) | |
| DEFINE_INT (TrdSubType) | |
| DEFINE_LENGTH (EncodedUnderlyingIssuerLen) | |
| DEFINE_CHAR (ExecTransType) | |
| DEFINE_SEQNUM (BeginSeqNo) | |
| DEFINE_CHAR (DayBookingInst) | |
| DEFINE_INT (FlowScheduleType) | |
| DEFINE_INT (MDOriginType) | |
| DEFINE_INT (CollInquiryStatus) | |
| DEFINE_NUMINGROUP (NoInstrAttrib) | |
| DEFINE_STRING (RegistEmail) | |
| DEFINE_STRING (StreamAsgnReqID) | |
| DEFINE_INT (CPProgram) | |
| DEFINE_STRING (ConfirmReqID) | |
| DEFINE_STRING (AltMDSourceID) | |
| DEFINE_NUMINGROUP (NoOrders) | |
| DEFINE_STRING (CashDistribAgentAcctName) | |
| DEFINE_NUMINGROUP (NoContextPartySubIDs) | |
| DEFINE_CHAR (UndlyInstrumentPartyIDSource) | |
| DEFINE_STRING (UnderlyingSettlMethod) | |
| DEFINE_NUMINGROUP (NoMDEntryTypes) | |
| DEFINE_PRICEOFFSET (MDEntryForwardPoints) | |
| DEFINE_INT (PosReqType) | |
| DEFINE_INT (MassStatusReqType) | |
| DEFINE_LOCALMKTDATE (TradeOriginationDate) | |
| DEFINE_PRICE (SettlPrice) | |
| DEFINE_STRING (SecuritySettlAgentAcctName) | |
| DEFINE_FLOAT (RiskInstrumentMultiplier) | |
| DEFINE_NUMINGROUP (NoDerivativeEvents) | |
| DEFINE_PRICE (UnderlyingEndPrice) | |
| DEFINE_CHAR (SubscriptionRequestType) | |
| DEFINE_INT (TotalNumSecurityTypes) | |
| DEFINE_INT (NewsCategory) | |
| DEFINE_INT (UnderlyingLegPutOrCall) | |
| DEFINE_STRING (URLLink) | |
| DEFINE_NUMINGROUP (NoInstrumentPartySubIDs) | |
| DEFINE_AMT (UnderlyingCurrentValue) | |
| DEFINE_LOCALMKTDATE (InterestAccrualDate) | |
| DEFINE_LOCALMKTDATE (FutSettDate2) | |
| DEFINE_NUMINGROUP (NoClearingInstructions) | |
| DEFINE_CURRENCY (UnderlyingCurrency) | |
| DEFINE_LOCALMKTDATE (LegInterestAccrualDate) | |
| DEFINE_STRING (NewPassword) | |
| DEFINE_LOCALMKTDATE (RedemptionDate) | |
| DEFINE_SEQNUM (RefApplLastSeqNum) | |
| DEFINE_AMT (StartCash) | |
| DEFINE_LENGTH (MaxMessageSize) | |
| DEFINE_PRICEOFFSET (OfferForwardPoints) | |
| DEFINE_STRING (IOIQty) | |
| DEFINE_QTY (LastQty) | |
| DEFINE_INT (ApplResponseError) | |
| DEFINE_STRING (UnderlyingLegSecurityType) | |
| DEFINE_STRING (DerivativePriceUnitOfMeasure) | |
| DEFINE_CHAR (TriggerPriceDirection) | |
| DEFINE_STRING (PositionCurrency) | |
| DEFINE_STRING (MessageEventSource) | |
| DEFINE_STRING (CollInquiryID) | |
| DEFINE_AMT (UnderlyingStartValue) | |
| DEFINE_INT (LastLiquidityInd) | |
| DEFINE_STRING (SecurityID) | |
| DEFINE_NUMINGROUP (NoMDEntries) | |
| DEFINE_NUMINGROUP (NoPartyListResponseTypes) | |
| DEFINE_INT (StrikePriceDeterminationMethod) | |
| DEFINE_LOCALMKTDATE (EndDate) | |
| DEFINE_AMT (CashOutstanding) | |
| DEFINE_STRING (MDReqID) | |
| DEFINE_STRING (IOIRefID) | |
| DEFINE_NUMINGROUP (NoContextPartyIDs) | |
| DEFINE_INT (TargetStrategy) | |
| DEFINE_STRING (ConfirmRefID) | |
| DEFINE_INT (SellerDays) | |
| DEFINE_BOOLEAN (DueToRelated) | |
| DEFINE_PRICE (SecondaryTradingReferencePrice) | |
| DEFINE_NUMINGROUP (NoMDFeedTypes) | |
| DEFINE_INT (UnderlyingInstrumentPartySubIDType) | |
| DEFINE_UTCTIMESTAMP (TradSesCloseTime) | |
| DEFINE_MONTHYEAR (ContractSettlMonth) | |
| DEFINE_PRICE (DerivativeStrikePrice) | |
| DEFINE_STRING (TriggerSecurityDesc) | |
| DEFINE_STRING (UnderlyingCashType) | |
| DEFINE_NUMINGROUP (NoMiscFees) | |
| DEFINE_INT (CustOrderCapacity) | |
| DEFINE_EXCHANGE (RiskSecurityExchange) | |
| DEFINE_CURRENCY (LegAllocSettlCurrency) | |
| DEFINE_QTY (UnderlyingAdjustedQuantity) | |
| DEFINE_CHAR (OwnershipType) | |
| DEFINE_QTY (MaxShow) | |
| DEFINE_STRING (LegSecurityID) | |
| DEFINE_DATA (EncodedSymbol) | |
| DEFINE_STRING (DerivativeSecurityDesc) | |
| DEFINE_STRING (UnitOfMeasure) | |
| DEFINE_INT (SecDefStatus) | |
| DEFINE_QTY (Quantity) | |
| DEFINE_STRING (NewsID) | |
| DEFINE_INT (UndlyInstrumentPartySubIDType) | |
| DEFINE_STRING (SettleOnOpenFlag) | |
| DEFINE_UTCTIMESTAMP (LastUpdateTime) | |
| DEFINE_PERCENTAGE (RepurchaseRate) | |
| DEFINE_INT (RepurchaseTerm) | |
| DEFINE_INT (NestedPartyRole) | |
| DEFINE_STRING (SecondaryExecID) | |
| DEFINE_STRING (Pool) | |
| DEFINE_NUMINGROUP (NoTickRules) | |
| DEFINE_FLOAT (Volatility) | |
| DEFINE_PERCENTAGE (PctAtRisk) | |
| DEFINE_EXCHANGE (UnderlyingSecurityExchange) | |
| DEFINE_PRICE (LegStrikePrice) | |
| DEFINE_CHAR (SettlmntTyp) | |
| DEFINE_INT (TradePublishIndicator) | |
| DEFINE_INT (ApplResponseType) | |
| DEFINE_INT (MDSubBookType) | |
| DEFINE_STRING (Username) | |
| DEFINE_INT (StandInstDbType) | |
| DEFINE_CHAR (RelatedContextPartyIDSource) | |
| DEFINE_INT (QuoteEntryStatus) | |
| DEFINE_CHAR (TriggerPriceType) | |
| DEFINE_INT (SideTrdSubTyp) | |
| DEFINE_STRING (UnderlyingTradingSessionSubID) | |
| DEFINE_INT (SettlInstReqRejCode) | |
| DEFINE_PRICE (MktBidPx) | |
| DEFINE_STRING (UnderlyingLegSymbol) | |
| DEFINE_FLOAT (StrikeValue) | |
| DEFINE_CHAR (Urgency) | |
| DEFINE_STRING (AllocID) | |
| DEFINE_NUMINGROUP (NoPartyList) | |
| DEFINE_AMT (UnderlyingDeliveryAmount) | |
| DEFINE_INT (SideQty) | |
| DEFINE_INT (CollAsgnTransType) | |
| DEFINE_PRICEOFFSET (ThresholdAmount) | |
| DEFINE_QTY (DefBidSize) | |
| DEFINE_STRING (LegStateOrProvinceOfIssue) | |
| DEFINE_INT (PaymentMethod) | |
| DEFINE_PERCENTAGE (RiskCouponRate) | |
| DEFINE_CHAR (UnderlyingLegOptAttribute) | |
| DEFINE_FLOAT (LegVolatility) | |
| DEFINE_INT (DerivativeInstrAttribType) | |
| DEFINE_QTY (DerivativeUnitOfMeasureQty) | |
| DEFINE_NUMINGROUP (NoStatsIndicators) | |
| DEFINE_CHAR (TriggerPriceTypeScope) | |
| DEFINE_STRING (LastNetworkResponseID) | |
| DEFINE_INT (UnderlyingSettlPriceType) | |
| DEFINE_STRING (ApplReportID) | |
| DEFINE_INT (PegLimitType) | |
| DEFINE_STRING (ExecID) | |
| DEFINE_CHAR (Side) | |
| DEFINE_PRICE (UnderlyingLastPx) | |
| DEFINE_INT (MarketDepth) | |
| DEFINE_PRICEOFFSET (DiscretionOffset) | |
| DEFINE_INT (ContAmtType) | |
| DEFINE_CURRENCY (MiscFeeCurr) | |
| DEFINE_NUMINGROUP (NoRiskLimits) | |
| DEFINE_PERCENTAGE (AttachmentPoint) | |
| DEFINE_CHAR (OrderCategory) | |
| DEFINE_STRING (AdvTransType) | |
| DEFINE_PERCENTAGE (WtAverageLiquidity) | |
| DEFINE_UTCTIMESTAMP (QuoteSetValidUntilTime) | |
| DEFINE_NUMINGROUP (NoNested4PartyIDs) | |
| DEFINE_INT (LegPutOrCall) | |
| DEFINE_STRING (UserStatusText) | |
| DEFINE_STRING (Nested2PartySubID) | |
| DEFINE_PERCENTAGE (EFPTrackingError) | |
| DEFINE_INT (SideLiquidityInd) | |
| DEFINE_FLOAT (DerivativeMinPriceIncrement) | |
| DEFINE_BOOLEAN (PublishTrdIndicator) | |
| DEFINE_COUNTRY (InvestorCountryOfResidence) | |
| DEFINE_STRING (SideReasonCd) | |
| DEFINE_FLOAT (MinPriceIncrement) | |
| DEFINE_STRING (SecuritySettlAgentContactName) | |
| DEFINE_INT (SecurityResponseType) | |
| DEFINE_STRING (LegBenchmarkCurvePoint) | |
| DEFINE_STRING (ClearingFirm) | |
| DEFINE_STRING (RelationshipRiskSecurityIDSource) | |
| DEFINE_INT (SessionStatus) | |
| DEFINE_STRING (TriggerSecurityID) | |
| DEFINE_INT (TotNoAllocs) | |
| DEFINE_NUMINGROUP (NoAltMDSource) | |
| DEFINE_INT (AllocAccountType) | |
| DEFINE_PRICE (LastPx) | |
| DEFINE_CHAR (AllocTransType) | |
| DEFINE_INT (TotNoQuoteEntries) | |
| DEFINE_QTY (MinBidSize) | |
| DEFINE_STRING (SettlBrkrCode) | |
| DEFINE_STRING (CardHolderName) | |
| DEFINE_INT (ExpirationQtyType) | |
| DEFINE_LENGTH (EncodedUnderlyingSecurityDescLen) | |
| DEFINE_STRING (QuoteReqID) | |
| DEFINE_NUMINGROUP (NoRelatedPartyAltSubIDs) | |
| DEFINE_INT (RiskProduct) | |
| DEFINE_STRING (RiskSecurityAltIDSource) | |
| DEFINE_STRING (PriceUnitOfMeasure) | |
| DEFINE_TZTIMESTAMP (TZTransactTime) | |
| DEFINE_INT (AllocHandlInst) | |
| DEFINE_CHAR (UnderlyingInstrumentPartyIDSource) | |
| DEFINE_FLOAT (CurrencyRatio) | |
| DEFINE_QTY (RefreshQty) | |
| DEFINE_INT (TradeRequestStatus) | |
| DEFINE_BOOLEAN (TrdRepIndicator) | |
| DEFINE_AMT (MiscFeeAmt) | |
| DEFINE_UTCTIMESTAMP (TradSesOpenTime) | |
| DEFINE_CHAR (PreallocMethod) | |
| DEFINE_INT (TaxAdvantageType) | |
| DEFINE_STRING (MessageEncoding) | |
| DEFINE_INT (RiskPutOrCall) | |
| DEFINE_STRING (RiskSecurityGroup) | |
| DEFINE_NUMINGROUP (NoPartySubIDs) | |
| DEFINE_STRING (SettlInstReqID) | |
| DEFINE_INT (LegRepoCollateralSecurityType) | |
| DEFINE_STRING (AffectedSecondaryOrderID) | |
| DEFINE_STRING (RiskSymbol) | |
| DEFINE_TZTIMEONLY (DerivativeMaturityTime) | |
| DEFINE_UTCTIMESTAMP (ExpireTime) | |
| DEFINE_FLOAT (UnderlyingFactor) | |
| DEFINE_UTCTIMESTAMP (OrigOrdModTime) | |
| DEFINE_NUMINGROUP (NoTrdRepIndicators) | |
| DEFINE_LOCALMKTDATE (DerivativeMaturityDate) | |
| DEFINE_STRING (DerivativeCFICode) | |
| DEFINE_INT (Nested2PartySubIDType) | |
| DEFINE_STRING (LegIOIQty) | |
| DEFINE_LOCALMKTDATE (ExpireDate) | |
| DEFINE_STRING (RiskSecurityType) | |
| DEFINE_NUMINGROUP (NoMatchRules) | |
| DEFINE_SEQNUM (ApplEndSeqNum) | |
| DEFINE_PRICE (EventPx) | |
| DEFINE_STRING (AsgnRptID) | |
| DEFINE_CHAR (TimeInForce) | |
| DEFINE_PRICE (LowPx) | |
| DEFINE_CHAR (IOIQualifier) | |
| DEFINE_STRING (WaveNo) | |
| DEFINE_STRING (RiskSeniority) | |
| DEFINE_INT (StrikePriceBoundaryMethod) | |
| DEFINE_LOCALMKTDATE (DerivativeIssueDate) | |
| DEFINE_STRING (MiscFeeType) | |
| DEFINE_STRING (QuoteID) | |
| DEFINE_BOOLEAN (RiskFlexibleIndicator) | |
| DEFINE_STRING (DerivativeInstrumentPartyIDSource) | |
| DEFINE_STRING (SettlObligID) | |
| DEFINE_STRING (InstrAttribValue) | |
| DEFINE_AMT (LiquidityValue) | |
| DEFINE_STRING (SecurityIDSource) | |
| DEFINE_INT (NewsRefType) | |
| DEFINE_NUMINGROUP (NoOfLegUnderlyings) | |
| DEFINE_DATA (DerivativeEncodedSecurityDesc) | |
| DEFINE_CHAR (TriggerOrderType) | |
| DEFINE_PRICE (UnderlyingDirtyPrice) | |
| DEFINE_INT (CrossType) | |
| DEFINE_INT (RepoCollateralSecurityType) | |
| DEFINE_STRING (Password) | |
| DEFINE_MULTIPLEVALUESTRING (OpenCloseSettleFlag) | |
| DEFINE_STRING (Subject) | |
| DEFINE_STRING (RefApplReqID) | |
| DEFINE_AMT (UnderlyingEndValue) | |
| DEFINE_SEQNUM (NewSeqNo) | |
| DEFINE_CHAR (OrigTradeHandlingInstr) | |
| DEFINE_QTY (DisplayHighQty) | |
| DEFINE_INT (MDBookType) | |
| DEFINE_AMT (MarginExcess) | |
| DEFINE_CHAR (BasisPxType) | |
| DEFINE_STRING (DlvyInst) | |
| DEFINE_STRING (ComplianceID) | |
| DEFINE_STRING (EmailThreadID) | |
| DEFINE_CURRENCY (ContAmtCurr) | |
| DEFINE_STRING (RelationshipRiskSecurityGroup) | |
| DEFINE_INT (ComplexEventType) | |
| DEFINE_INT (MassActionResponse) | |
| DEFINE_LOCALMKTDATE (UnderlyingIssueDate) | |
| DEFINE_INT (SecurityRequestType) | |
| DEFINE_AMT (AllocInterestAtMaturity) | |
| DEFINE_INT (ListRejectReason) | |
| DEFINE_STRING (DeskType) | |
| DEFINE_STRING (SecondaryTradeReportID) | |
| DEFINE_STRING (SettlType) | |
| DEFINE_CHAR (OpenClose) | |
| DEFINE_INT (ContractMultiplierUnit) | |
| DEFINE_PRICE (SecondaryLowLimitPrice) | |
| DEFINE_QTY (ExpQty) | |
| DEFINE_STRING (NetworkRequestID) | |
| DEFINE_INT (TrdType) | |
| DEFINE_NUMINGROUP (NoUnderlyings) | |
| DEFINE_EXCHANGE (MDMkt) | |
| DEFINE_EXCHANGE (LastMkt) | |
| DEFINE_STRING (RestructuringType) | |
| DEFINE_NUMINGROUP (NoStrikeRules) | |
| DEFINE_STRING (ListName) | |
| DEFINE_INT (ProgRptReqs) | |
| DEFINE_STRING (TradingSessionID) | |
| DEFINE_INT (ListOrderStatus) | |
| DEFINE_CHAR (RegistStatus) | |
| DEFINE_AMT (PosAmt) | |
| DEFINE_INT (UnderlyingPriceDeterminationMethod) | |
| DEFINE_NUMINGROUP (NoUnderlyingStips) | |
| DEFINE_UTCTIMESTAMP (TradSesPreCloseTime) | |
| DEFINE_CHAR (MassCancelRequestType) | |
| DEFINE_STRING (UnderlyingLegSecurityAltIDSource) | |
| DEFINE_STRING (SettlPartyID) | |
| DEFINE_NUMINGROUP (NoAffectedOrders) | |
| DEFINE_STRING (CashSettlAgentAcctNum) | |
| DEFINE_MONTHYEAR (UnderlyingLegMaturityMonthYear) | |
| DEFINE_INT (DerivativeSecurityListRequestType) | |
| DEFINE_NUMINGROUP (NoLotTypeRules) | |
| DEFINE_INT (NoDates) | |
| DEFINE_CHAR (CxlRejResponseTo) | |
| DEFINE_UTCTIMESTAMP (EffectiveTime) | |
| DEFINE_AMT (GrossTradeAmt) | |
| DEFINE_STRING (ContextPartyID) | |
| DEFINE_STRING (SecurityListDesc) | |
| DEFINE_STRING (NotAffectedOrderID) | |
| DEFINE_FLOAT (DerivativeStrikeValue) | |
| DEFINE_NUMINGROUP (NoPosAmt) | |
| DEFINE_STRING (LegCreditRating) | |
| DEFINE_STRING (RelationshipRiskInstrumentSettlType) | |
| DEFINE_PRICEOFFSET (BidForwardPoints2) | |
| DEFINE_LOCALMKTDATE (SettlDate) | |
| DEFINE_STRING (ClientID) | |
| DEFINE_INT (QuoteCancelType) | |
| DEFINE_STRING (StipulationType) | |
| DEFINE_AMT (OutMainCntryUIndex) | |
| DEFINE_CHAR (LegSettlmntTyp) | |
| DEFINE_NUMINGROUP (NoRelationshipRiskInstruments) | |
| DEFINE_INT (DerivativeNTPositionLimit) | |
| DEFINE_STRING (PriceQuoteMethod) | |
| DEFINE_PRICE (LowLimitPrice) | |
| DEFINE_STRING (LegUnitOfMeasure) | |
| DEFINE_INT (SessionRejectReason) | |
| DEFINE_STRING (PartyDetailsListReportID) | |
| DEFINE_INT (DeliveryType) | |
| DEFINE_PRICE (AllocPrice) | |
| DEFINE_NUMINGROUP (NoBidComponents) | |
| DEFINE_CHAR (QuoteQualifier) | |
| DEFINE_MULTIPLECHARVALUE (Scope) | |
| DEFINE_NUMINGROUP (NoSecurityAltID) | |
| DEFINE_STRING (RootPartySubID) | |
| DEFINE_STRING (DeliverToLocationID) | |
| DEFINE_CHAR (DeleteReason) | |
| DEFINE_PRICE (BidSpotRate) | |
| DEFINE_STRING (Nested4PartyID) | |
| DEFINE_BOOLEAN (InViewOfCommon) | |
| DEFINE_PRICE (UnderlyingSettlPrice) | |
| DEFINE_STRING (RegistRejReasonText) | |
| DEFINE_NUMINGROUP (NoSides) | |
| DEFINE_STRING (LegAllocAccount) | |
| DEFINE_NUMINGROUP (NoRelationshipRiskWarningLevels) | |
| DEFINE_INT (RelationshipRiskProduct) | |
| DEFINE_STRING (LegSecurityDesc) | |
| DEFINE_STRING (ClOrdLinkID) | |
| DEFINE_UTCTIMESTAMP (OrigSendingTime) | |
| DEFINE_LENGTH (EncodedLegIssuerLen) | |
| DEFINE_STRING (OrderID) | |
| DEFINE_STRING (SecurityType) | |
| DEFINE_CHAR (RoundingDirection) | |
| DEFINE_STRING (FillExecID) | |
| DEFINE_NUMINGROUP (NoEvents) | |
| DEFINE_QTY (RoundLot) | |
| DEFINE_QTY (MDEntrySize) | |
| DEFINE_LENGTH (EncodedIssuerLen) | |
| DEFINE_QTY (DerivativePriceUnitOfMeasureQty) | |
| DEFINE_STRING (TimeUnit) | |
| DEFINE_INT (TotNoOrders) | |
| DEFINE_STRING (PartyAltID) | |
| DEFINE_INT (LegSwapType) | |
| DEFINE_CHAR (IOITransType) | |
| DEFINE_LENGTH (RawDataLength) | |
| DEFINE_STRING (UnderlyingSecurityType) | |
| DEFINE_STRING (UnderlyingLegSecurityAltID) | |
| DEFINE_INT (SecurityReportID) | |
| DEFINE_INT (TotNumReports) | |
| DEFINE_INT (TotalNumPosReports) | |
| DEFINE_STRING (SecurityReqID) | |
| DEFINE_INT (PosReqResult) | |
| DEFINE_PRICEOFFSET (LegOfferForwardPoints) | |
| DEFINE_CURRENCY (AllowableOneSidednessCurr) | |
| DEFINE_STRING (AffectedOrderID) | |
| DEFINE_COUNTRY (UnderlyingCountryOfIssue) | |
| DEFINE_PERCENTAGE (UnderlyingRepurchaseRate) | |
| DEFINE_SEQNUM (LastMsgSeqNumProcessed) | |
| DEFINE_STRING (UnderlyingCFICode) | |
| DEFINE_CHAR (DerivativeOptAttribute) | |
| DEFINE_STRING (PegSecurityID) | |
| DEFINE_STRING (HostCrossID) | |
| DEFINE_CHAR (ExecInstValue) | |
| DEFINE_AMT (DerivativeOptPayAmount) | |
| DEFINE_PERCENTAGE (UnderlyingCouponRate) | |
| DEFINE_CHAR (SettlInstMode) | |
| DEFINE_STRING (SecurityAltIDSource) | |
| DEFINE_BOOLEAN (PreviouslyReported) | |
| DEFINE_CHAR (ContextPartyIDSource) | |
| DEFINE_STRING (RptSys) | |
| DEFINE_NUMINGROUP (NoNested2PartySubIDs) | |
| DEFINE_STRING (RefAllocID) | |
| DEFINE_QTY (DefOfferSize) | |
| DEFINE_STRING (ProductComplex) | |
| DEFINE_MULTIPLESTRINGVALUE (CustOrderHandlingInst) | |
| DEFINE_INT (MDPriceLevel) | |
| DEFINE_FLOAT (LegOptionRatio) | |
| DEFINE_STRING (SecurityStatus) | |
| DEFINE_STRING (LegRefID) | |
| DEFINE_PERCENTAGE (DividendYield) | |
| DEFINE_INT (DerivativeInstrumentPartySubIDType) | |
| DEFINE_PRICE (EndStrikePxRange) | |
| DEFINE_QTY (DisplayQty) | |
| DEFINE_STRING (LegSecuritySubType) | |
| DEFINE_CHAR (ProcessCode) | |
| DEFINE_MULTIPLECHARVALUE (ExecInst) | |
| DEFINE_UTCTIMESTAMP (TradSesEndTime) | |
| DEFINE_UTCTIMESTAMP (OrigTime) | |
| DEFINE_UTCTIMESTAMP (ExecValuationPoint) | |
| DEFINE_CHAR (ExecType) | |
| DEFINE_NUMINGROUP (NoRelatedContextPartySubIDs) | |
| DEFINE_INT (Nested4PartyRole) | |
| DEFINE_INT (MultilegModel) | |
| DEFINE_STRING (SecurityGroup) | |
| DEFINE_INT (EventType) | |
| DEFINE_INT (TradeAllocIndicator) | |
| DEFINE_LOCALMKTDATE (YieldCalcDate) | |
| DEFINE_AMT (ValueOfFutures) | |
| DEFINE_CHAR (LegSide) | |
| DEFINE_INT (UserStatus) | |
| DEFINE_AMT (SideValue1) | |
| DEFINE_QTY (CxlQty) | |
| DEFINE_STRING (SecurityResponseID) | |
| DEFINE_STRING (InstrRegistry) | |
| DEFINE_STRING (StreamAsgnRptID) | |
| DEFINE_INT (OrderDelayUnit) | |
| DEFINE_FLOAT (LegCurrencyRatio) | |
| DEFINE_PRICE (EndTickPriceRange) | |
| DEFINE_STRING (CollReqID) | |
| DEFINE_STRING (LegPool) | |
| DEFINE_QTY (ShortQty) | |
| DEFINE_AMT (SideValue2) | |
| DEFINE_BOOLEAN (TradedFlatSwitch) | |
| DEFINE_STRING (MassStatusReqID) | |
| DEFINE_UTCTIMESTAMP (ComplexEventEndDate) | |
| DEFINE_EXCHANGE (MarketID) | |
| DEFINE_LOCALMKTDATE (OrigTradeDate) | |
| DEFINE_BOOLEAN (PreTradeAnonymity) | |
| DEFINE_INT (TrdRptStatus) | |
| DEFINE_PERCENTAGE (DistribPercentage) | |
| DEFINE_INT (QuoteStatus) | |
| DEFINE_STRING (ClearingAccount) | |
| DEFINE_STRING (TrdMatchID) | |
| DEFINE_STRING (OrderInputDevice) | |
| DEFINE_BOOLEAN (SolicitedFlag) | |
| DEFINE_UTCTIMESTAMP (TransactTime) | |
| DEFINE_INT (RiskLimitType) | |
| DEFINE_INT (UnderlyingFlowScheduleType) | |
| DEFINE_STRING (UnderlyingStipValue) | |
| DEFINE_SEQNUM (NextExpectedMsgSeqNum) | |
| DEFINE_CURRENCY (BenchmarkCurveCurrency) | |
| DEFINE_STRING (CFICode) | |
| DEFINE_FLOAT (Factor) | |
| DEFINE_QTY (LastShares) | |
| DEFINE_INT (RequestedPartyRole) | |
| DEFINE_UTCTIMESTAMP (EventTime) | |
| DEFINE_INT (RootPartySubIDType) | |
| DEFINE_INT (ShortSaleReason) | |
| DEFINE_DATA (XmlData) | |
| DEFINE_STRING (RelationshipRiskSeniority) | |
| DEFINE_NUMINGROUP (NoTargetPartyIDs) | |
| DEFINE_NUMINGROUP (NoRootPartyIDs) | |
| DEFINE_LOCALMKTDATE (EventDate) | |
| DEFINE_INT (PegRoundDirection) | |
| DEFINE_LOCALMKTDATE (LegSettlDate) | |
| DEFINE_INT (ModelType) | |
| DEFINE_BOOLEAN (DefaultVerIndicator) | |
| DEFINE_STRING (FuturesValuationMethod) | |
| DEFINE_CHAR (SettlMethod) | |
| DEFINE_FLOAT (UnderlyingFXRate) | |
| DEFINE_INT (ConfirmStatus) | |
| DEFINE_BOOLEAN (LocateReqd) | |
| DEFINE_STRING (PosMaintRptID) | |
| DEFINE_INT (Adjustment) | |
| DEFINE_INT (StreamAsgnType) | |
| DEFINE_BOOLEAN (LastRptRequested) | |
| DEFINE_STRING (LocaleOfIssue) | |
| DEFINE_STRING (SenderSubID) | |
| DEFINE_PRICE (HighPx) | |
| DEFINE_AMT (AllocSettlCurrAmt) | |
| DEFINE_PERCENTAGE (ComplexEventPriceBoundaryPrecision) | |
| DEFINE_INT (InstrumentPartyRole) | |
| DEFINE_PRICE (YieldRedemptionPrice) | |
| DEFINE_QTY (CumQty) | |
| DEFINE_STRING (OrigClOrdID) | |
| DEFINE_STRING (SettlSessID) | |
| DEFINE_STRING (ParentMktSegmID) | |
| DEFINE_INT (TradeReportType) | |
| DEFINE_INT (AvgPrxPrecision) | |
| DEFINE_NUMINGROUP (NoLegs) | |
| DEFINE_STRING (UnderlyingSymbol) | |
| DEFINE_INT (ExerciseStyle) | |
| DEFINE_CHAR (HaltReasonChar) | |
| DEFINE_EXCHANGE (ExDestination) | |
| DEFINE_NUMINGROUP (NoPartyRelationships) | |
| DEFINE_CHAR (DerivativeInstrmtAssignmentMethod) | |
| DEFINE_STRING (UnderlyingIDSource) | |
| DEFINE_STRING (AdvId) | |
| DEFINE_UTCTIMESTAMP (TransBkdTime) | |
| DEFINE_PRICE (LegLastPx) | |
| DEFINE_NUMINGROUP (NoRiskWarningLevels) | |
| DEFINE_INT (AllocReportType) | |
| DEFINE_STRING (RegistDtls) | |
| DEFINE_INT (AllocType) | |
| DEFINE_INT (QuoteRequestRejectReason) | |
| DEFINE_STRING (UnderlyingUnitOfMeasure) | |
| DEFINE_STRING (IndividualAllocID) | |
| DEFINE_PRICE (LegOfferPx) | |
| DEFINE_INT (LiquidityIndType) | |
| DEFINE_UTCTIMESTAMP (HopSendingTime) | |
| DEFINE_AMT (RelationshipRiskLimitAmount) | |
| DEFINE_BOOLEAN (ApplResendFlag) | |
| DEFINE_PRICE (DerivativeCapPrice) | |
| DEFINE_STRING (RiskSecurityID) | |
| DEFINE_AMT (ComplexOptPayoutAmount) | |
| DEFINE_LANGUAGE (LanguageCode) | |
| DEFINE_STRING (SettlObligRefID) | |
| DEFINE_STRING (OrigTradeID) | |
| DEFINE_AMT (UnderlyingCollectAmount) | |
| DEFINE_INT (StatusValue) | |
| DEFINE_PRICE (OfferSpotRate) | |
| DEFINE_STRING (PosType) | |
| DEFINE_LOCALMKTDATE (UnderlyingRedemptionDate) | |
| DEFINE_STRING (SettlDepositoryCode) | |
| DEFINE_INT (StreamAsgnAckType) | |
| DEFINE_PRICE (FloorPrice) | |
| DEFINE_TZTIMEONLY (RiskMaturityTime) | |
| DEFINE_QTY (UnderlyingPriceUnitOfMeasureQty) | |
| DEFINE_FLOAT (FeeMultiplier) | |
| DEFINE_TZTIMEONLY (UnderlyingMaturityTime) | |
| DEFINE_STRING (ApplID) | |
| DEFINE_AMT (LegGrossTradeAmt) | |
| DEFINE_UTCDATEONLY (MDEntryDate) | |
| DEFINE_CURRENCY (LegBenchmarkCurveCurrency) | |
| DEFINE_INT (RiskInstrumentOperator) | |
| DEFINE_AMT (OptPayoutAmount) | |
| DEFINE_INT (MiscFeeBasis) | |
| DEFINE_UTCTIMESTAMP (ValidUntilTime) | |
| DEFINE_CHAR (OrdType) | |
| DEFINE_STRING (AdvRefID) | |
| DEFINE_STRING (HopCompID) | |
| DEFINE_STRING (PosMaintRptRefID) | |
| DEFINE_STRING (LegStipulationValue) | |
| DEFINE_STRING (MatchType) | |
| DEFINE_INT (OptPayoutType) | |
| DEFINE_STRING (UnderlyingPriceUnitOfMeasure) | |
| DEFINE_CHAR (MarketUpdateAction) | |
| DEFINE_INT (CollAsgnRejectReason) | |
| DEFINE_PRICE (PeggedRefPrice) | |
| DEFINE_INT (IndividualAllocType) | |
| DEFINE_AMT (EndCash) | |
| DEFINE_STRING (EventText) | |
| DEFINE_LOCALMKTDATE (ExDate) | |
| DEFINE_CHAR (NestedPartyIDSource) | |
| DEFINE_INT (GTBookingInst) | |
| DEFINE_STRING (DerivativeValuationMethod) | |
| DEFINE_INT (NumberOfOrders) | |
| DEFINE_INT (TrdRepPartyRole) | |
| DEFINE_PRICE (TriggerPrice) | |
| DEFINE_INT (MDReportID) | |
| DEFINE_STRING (SecondaryAllocID) | |
| DEFINE_QTY (LeavesQty) | |
| DEFINE_LOCALMKTDATE (CardStartDate) | |
| DEFINE_INT (LegCoveredOrUncovered) | |
| DEFINE_INT (PutOrCall) | |
| DEFINE_STRING (MatchAlgorithm) | |
| DEFINE_QTY (CalculatedCcyLastQty) | |
| DEFINE_CHAR (FundRenewWaiv) | |
| DEFINE_STRING (SecuritySettlAgentName) | |
| DEFINE_STRING (BidDescriptor) | |
| DEFINE_STRING (RelationshipRiskSecurityAltIDSource) | |
| DEFINE_STRING (MDStreamID) | |
| DEFINE_NUMINGROUP (NoAsgnReqs) | |
| DEFINE_PERCENTAGE (NotionalPercentageOutstanding) | |
| DEFINE_NUMINGROUP (NoSettlInst) | |
| DEFINE_STRING (SettlInstMsgID) | |
| DEFINE_BOOLEAN (ForexReq) | |
| DEFINE_STRING (TradSesReqID) | |
| DEFINE_PRICE (UnderlyingLegStrikePrice) | |
| DEFINE_INT (TickRuleType) | |
| DEFINE_CHAR (InstrmtAssignmentMethod) | |
| DEFINE_INT (DiscretionOffsetType) | |
| DEFINE_INT (ConfirmTransType) | |
| DEFINE_AMT (TotalTakedown) | |
| DEFINE_STRING (ResponseDestination) | |
| DEFINE_INT (MDSecSizeType) | |
| DEFINE_INT (InstrumentPartySubIDType) | |
| DEFINE_STRING (LegTimeUnit) | |
| DEFINE_STRING (TransferReason) | |
| DEFINE_INT (ApplQueueMax) | |
| DEFINE_FLOAT (DiscretionOffsetValue) | |
| DEFINE_STRING (BookingRefID) | |
| DEFINE_PRICE (LegBidPx) | |
| DEFINE_INT (ContextPartyRole) | |
| DEFINE_INT (TradSesEvent) | |
| DEFINE_INT (DerivativeProduct) | |
| DEFINE_INT (RootPartyRole) | |
| DEFINE_CHAR (DlvyInstType) | |
| DEFINE_NUMINGROUP (NoLinesOfText) | |
| DEFINE_STRING (PosReqID) | |
| DEFINE_STRING (LegSecurityAltIDSource) | |
| DEFINE_DATA (EncodedSubject) | |
| DEFINE_STRING (ContraBroker) | |
| DEFINE_MULTIPLESTRINGVALUE (TradeCondition) | |
| DEFINE_STRING (PartyID) | |
| DEFINE_STRING (MDEntryID) | |
| DEFINE_STRING (UnderlyingLegSecurityExchange) | |
| DEFINE_INT (PriceLimitType) | |
| DEFINE_STRING (TriggerSecurityIDSource) | |
| DEFINE_NUMINGROUP (NoUndlyInstrumentPartySubIDs) | |
| DEFINE_STRING (ClientBidID) | |
| DEFINE_PRICEOFFSET (NetChgPrevDay) | |
| DEFINE_STRING (DefaultApplVerID) | |
| DEFINE_STRING (IOIID) | |
| DEFINE_PRICEOFFSET (SpreadToBenchmark) | |
| DEFINE_CHAR (CommType) | |
| DEFINE_INT (RegistRejReasonCode) | |
| DEFINE_DATA (RelationshipRiskEncodedSecurityDesc) | |
| DEFINE_STRING (RelationshipRiskRestructuringType) | |
| DEFINE_UTCTIMESTAMP (SideTimeInForce) | |
| DEFINE_UTCTIMESTAMP (TrdRegTimestamp) | |
| DEFINE_MULTIPLECHARVALUE (FinancialStatus) | |
| DEFINE_NUMINGROUP (NoTrades) | |
| DEFINE_BOOLEAN (LastFragment) | |
| DEFINE_STRING (PartySubID) | |
| DEFINE_QTY (AllocQty) | |
| DEFINE_BOOLEAN (NotifyBrokerOfCredit) | |
| DEFINE_INT (SideTrdRegTimestampType) | |
| DEFINE_LOCALMKTDATE (AgreementDate) | |
| DEFINE_INT (PartySubIDType) | |
| DEFINE_AMT (TotalNetValue) | |
| DEFINE_INT (AllocNoOrdersType) | |
| DEFINE_STRING (AllocLinkID) | |
| DEFINE_FLOAT (RoundingModulus) | |
| DEFINE_STRING (OnBehalfOfCompID) | |
| DEFINE_STRING (UnderlyingSecurityID) | |
| DEFINE_STRING (SettlObligMsgID) | |
| DEFINE_INT (PositionLimit) | |
| DEFINE_AMT (SharedCommission) | |
| DEFINE_PERCENTAGE (AllowableOneSidednessPct) | |
| DEFINE_STRING (AllocText) | |
| DEFINE_SEQNUM (EndSeqNo) | |
| DEFINE_NUMINGROUP (NoPartyIDs) | |
| DEFINE_NUMINGROUP (NoContraBrokers) | |
| DEFINE_INT (AllocLinkType) | |
| DEFINE_PERCENTAGE (UnderlyingAllocationPercent) | |
| DEFINE_AMT (AllocAccruedInterestAmt) | |
| DEFINE_STRING (RiskSecuritySubType) | |
| DEFINE_DATA (EncodedSecurityListDesc) | |
| DEFINE_LENGTH (EncryptedPasswordLen) | |
| DEFINE_PERCENTAGE (LegDividendYield) | |
| DEFINE_BOOLEAN (RefreshIndicator) | |
| DEFINE_CURRENCY (SideSettlCurrency) | |
| DEFINE_INT (UnderlyingSettlementType) | |
| DEFINE_QTY (OrderCapacityQty) | |
| DEFINE_QTY (LongQty) | |
| DEFINE_NUMINGROUP (NoPartyAltIDs) | |
| DEFINE_CHAR (DerivativeSettlMethod) | |
| DEFINE_STRING (TriggerTradingSessionID) | |
| DEFINE_CHAR (DisplayMethod) | |
| DEFINE_INT (RptSeq) | |
| DEFINE_STRING (MDEntryOriginator) | |
| DEFINE_STRING (LegInstrRegistry) | |
| DEFINE_QTY (FillQty) | |
| DEFINE_STRING (PegSecurityIDSource) | |
| DEFINE_TZTIMEONLY (MaturityTime) | |
| DEFINE_STRING (MDFeedType) | |
| DEFINE_INT (CollStatus) | |
| DEFINE_STRING (UnderlyingSecuritySubType) | |
| DEFINE_STRING (CstmApplVerID) | |
| DEFINE_INT (DefaultApplExtID) | |
| DEFINE_NUMINGROUP (NoDerivativeSecurityAltID) | |
| DEFINE_INT (SideValueInd) | |
| DEFINE_DATA (EncodedText) | |
| DEFINE_STRING (Account) | |
| DEFINE_PRICE (TriggerNewPrice) | |
| DEFINE_INT (UndlyInstrumentPartyRole) | |
| DEFINE_CHAR (MsgDirection) | |
| DEFINE_LOCALMKTDATE (LegMaturityDate) | |
| DEFINE_INT (UnderlyingContractMultiplierUnit) | |
| DEFINE_STRING (InputSource) | |
| DEFINE_CHAR (MDUpdateAction) | |
| DEFINE_CHAR (MatchStatus) | |
| DEFINE_INT (RateSource) | |
| DEFINE_CHAR (AllocPositionEffect) | |
| DEFINE_CHAR (PartyIDSource) | |
| DEFINE_DATA (EncodedUnderlyingIssuer) | |
| DEFINE_NUMINGROUP (NoRequestedPartyRoles) | |
| DEFINE_DATA (EncryptedPassword) | |
| DEFINE_QTY (TriggerNewQty) | |
| DEFINE_PRICEOFFSET (LegLastForwardPoints) | |
| DEFINE_INT (TotNumTradeReports) | |
| DEFINE_STRING (RefApplVerID) | |
| DEFINE_PRICE (LastSpotRate) | |
| DEFINE_PRICE (Price) | |
| DEFINE_STRING (UnderlyingSecurityIDSource) | |
| DEFINE_INT (TotNoSecurityTypes) | |
| DEFINE_FLOAT (RelationshipRiskInstrumentMultiplier) | |
| DEFINE_NUMINGROUP (NoRiskInstruments) | |
| DEFINE_PRICE (ReportedPx) | |
| DEFINE_STRING (LegSymbol) | |
| DEFINE_STRING (LegIssuer) | |
| DEFINE_STRING (RegistDetls) | |
| DEFINE_STRING (UnderlyingLegSecurityID) | |
| DEFINE_QTY (MinLotSize) | |
| DEFINE_INT (NumTickets) | |
| DEFINE_STRING (LegLocaleOfIssue) | |
| DEFINE_BOOLEAN (ExchangeForPhysical) | |
| DEFINE_INT (SecurityTradingEvent) | |
| DEFINE_AMT (MinPriceIncrementAmount) | |
| DEFINE_AMT (UnderlyingPayAmount) | |
| DEFINE_STRING (SettlPartySubID) | |
| DEFINE_AMT (AllocNetMoney) | |
| DEFINE_DAYOFMONTH (UnderlyingMaturityDay) | |
| DEFINE_STRING (NetworkResponseID) | |
| DEFINE_INT (NumBidders) | |
| DEFINE_INT (AllocAcctIDSource) | |
| DEFINE_PRICE (AllocAvgPx) | |
| DEFINE_STRING (SecuritySettlAgentCode) | |
| DEFINE_NUMINGROUP (NoDistribInsts) | |
| DEFINE_BOOLEAN (CustDirectedOrder) | |
| DEFINE_AMT (FairValue) | |
| DEFINE_NUMINGROUP (NoStrikes) | |
| DEFINE_LENGTH (EncodedSecurityListDescLen) | |
| DEFINE_INT (LegExerciseStyle) | |
| DEFINE_STRING (DerivativeSymbolSfx) | |
| DEFINE_INT (NestedInstrAttribType) | |
| DEFINE_STRING (ContraTrader) | |
| DEFINE_STRING (RiskInstrumentSettlType) | |
| DEFINE_QTY (MDSecSize) | |
| DEFINE_NUMINGROUP (NoOfSecSizes) | |
| DEFINE_INT (CollAction) | |
| DEFINE_QTY (UnderlyingLastQty) | |
| DEFINE_BOOLEAN (PossDupFlag) | |
| DEFINE_INT (ListStatusType) | |
| DEFINE_STRING (SideFillStationCd) | |
| DEFINE_STRING (StatusText) | |
| DEFINE_LOCALMKTDATE (BasisFeatureDate) | |
| DEFINE_LENGTH (XmlDataLen) | |
| DEFINE_LOCALMKTDATE (UnderlyingMaturityDate) | |
| DEFINE_BOOLEAN (GapFillFlag) | |
| DEFINE_INT (RefApplExtID) | |
| DEFINE_STRING (RefApplID) | |
| DEFINE_NUMINGROUP (NoTradingSessionRules) | |
| DEFINE_PRICEOFFSET (SwapPoints) | |
| DEFINE_STRING (TargetStrategyParameters) | |
| DEFINE_PRICEOFFSET (LastForwardPoints) | |
| DEFINE_LOCALMKTDATE (YieldRedemptionDate) | |
| DEFINE_STRING (RelationshipRiskSecurityID) | |
| DEFINE_NUMINGROUP (NoSettlDetails) | |
| DEFINE_CHAR (TradeHandlingInstr) | |
| DEFINE_STRING (CashSettlAgentCode) | |
| DEFINE_INT (LegPriceType) | |
| DEFINE_LENGTH (EncodedListExecInstLen) | |
| DEFINE_INT (TradSesMethod) | |
| DEFINE_CURRENCY (RiskLimitCurrency) | |
| DEFINE_STRING (PartyDetailsListRequestID) | |
| DEFINE_STRING (AgreementID) | |
| DEFINE_CURRENCY (CashDistribCurr) | |
| DEFINE_PRICE (BidPx) | |
| DEFINE_CHAR (TradeType) | |
| DEFINE_LENGTH (EncodedSecurityDescLen) | |
| DEFINE_INT (ComplexEventCondition) | |
| DEFINE_INT (EncryptedPasswordMethod) | |
| DEFINE_STRING (DerivativeSecurityAltID) | |
| DEFINE_INT (TotNoAccQuotes) | |
| DEFINE_STRING (TimeBracket) | |
| DEFINE_NUMINGROUP (NoAllocs) | |
| DEFINE_INT (UnderlyingProduct) | |
| DEFINE_STRING (BenchmarkCurveName) | |
| DEFINE_STRING (UnderlyingSymbolSfx) | |
| DEFINE_PERCENTAGE (StrikePriceBoundaryPrecision) | |
| DEFINE_STRING (QuoteSetID) | |
| DEFINE_CHAR (CashMargin) | |
| DEFINE_CHAR (SettlObligTransType) | |
| DEFINE_INT (LegNumber) | |
| DEFINE_MULTIPLESTRINGVALUE (DeskOrderHandlingInst) | |
| DEFINE_CHAR (SettlPartyIDSource) | |
| DEFINE_PRICE (PriorSettlPrice) | |
| DEFINE_STRING (RelationshipRiskSecurityType) | |
| DEFINE_STRING (NotAffOrigClOrdID) | |
| DEFINE_STRING (TradingSessionDesc) | |
| DEFINE_PRICE (DerivativeFloorPrice) | |
| DEFINE_STRING (DerivativeSymbol) | |
| DEFINE_FLOAT (RiskFreeRate) | |
| DEFINE_INT (PosTransType) | |
| DEFINE_SEQNUM (MsgSeqNum) | |
| DEFINE_DATA (Signature) | |
| DEFINE_STRING (Seniority) | |
| DEFINE_NUMINGROUP (NoRateSources) | |
| DEFINE_QTY (PriceUnitOfMeasureQty) | |
| DEFINE_STRING (CollAsgnRefID) | |
| DEFINE_QTY (BuyVolume) | |
| DEFINE_CHAR (SettlCurrFxRateCalc) | |
| DEFINE_INT (PosMaintStatus) | |
| DEFINE_BOOLEAN (PriorSpreadIndicator) | |
| DEFINE_CHAR (Benchmark) | |
| DEFINE_INT (MaturityMonthYearFormat) | |
| DEFINE_STRING (UnderlyingTradingSessionID) | |
| DEFINE_INT (TotNoRelatedSym) | |
| DEFINE_STRING (StateOrProvinceOfIssue) | |
| DEFINE_STRING (RelatedPartyAltSubID) | |
| DEFINE_STRING (DerivativeInstrRegistry) | |
| DEFINE_PRICEOFFSET (LegBidForwardPoints) | |
| DEFINE_BOOLEAN (ManualOrderIndicator) | |
| DEFINE_AMT (NetMoney) | |
| DEFINE_BOOLEAN (LegalConfirm) | |
| DEFINE_COUNTRY (CountryOfIssue) | |
| DEFINE_INT (ApplReportType) | |
| DEFINE_STRING (RootPartyID) | |
| DEFINE_QTY (UnderlyingQty) | |
| DEFINE_INT (ApplQueueDepth) | |
| DEFINE_PRICE (StopPx) | |
| DEFINE_BOOLEAN (ReportToExch) | |
| DEFINE_BOOLEAN (ContraryInstructionIndicator) | |
| DEFINE_LENGTH (EncodedListStatusTextLen) | |
| DEFINE_STRING (DerivativeSecurityXMLSchema) | |
| DEFINE_NUMINGROUP (NoRelatedSym) | |
| DEFINE_INT (AllocRejCode) | |
| DEFINE_STRING (UnderlyingSecurityAltID) | |
| DEFINE_NUMINGROUP (NoRelationshipRiskSecurityAltID) | |
| DEFINE_INT (RefOrdIDReason) | |
| DEFINE_STRING (DerivativeInstrumentPartyID) | |
| DEFINE_STRING (SecurityXMLSchema) | |
| DEFINE_CHAR (RefOrderIDSource) | |
| DEFINE_INT (NTPositionLimit) | |
| DEFINE_AMT (EndAccruedInterestAmt) | |
| DEFINE_PERCENTAGE (AccruedInterestRate) | |
| DEFINE_CHAR (LastCapacity) | |
| DEFINE_CURRENCY (RelationshipRiskLimitCurrency) | |
| DEFINE_STRING (UnderlyingInstrumentPartySubID) | |
| DEFINE_NUMINGROUP (NoFills) | |
| DEFINE_NUMINGROUP (NoOrdTypeRules) | |
| DEFINE_STRING (InstrumentPartyID) | |
| DEFINE_PERCENTAGE (MarginRatio) | |
| DEFINE_INT (RefTagID) | |
| DEFINE_NUMINGROUP (NoRoutingIDs) | |
| DEFINE_PERCENTAGE (CouponRate) | |
| DEFINE_NUMINGROUP (NoApplIDs) | |
| DEFINE_MONTHYEAR (DerivativeContractSettlMonth) | |
| DEFINE_INT (InstrAttribType) | |
| DEFINE_INT (Product) | |
| DEFINE_QTY (AllocShares) | |
| DEFINE_NUMINGROUP (NoQuoteEntries) | |
| DEFINE_STRING (RelationshipRiskWarningLevelName) | |
| DEFINE_STRING (DefaultCstmApplVerID) | |
| DEFINE_INT (DerivativeListMethod) | |
| DEFINE_LENGTH (DerivativeSecurityXMLLen) | |
| DEFINE_LOCALMKTDATE (LegDatedDate) | |
| DEFINE_CHAR (Nested2PartyIDSource) | |
| DEFINE_STRING (UnderlyingInstrRegistry) | |
| DEFINE_LOCALMKTDATE (IssueDate) | |
| DEFINE_INT (SecurityTradingStatus) | |
| DEFINE_CHAR (LegOptAttribute) | |
| DEFINE_QTY (MaxFloor) | |
| DEFINE_STRING (DerivativeLocaleOfIssue) | |
| DEFINE_AMT (OptPayAmount) | |
| DEFINE_STRING (UnderlyingStipType) | |
| DEFINE_CHAR (Rule80A) | |
| DEFINE_INT (TotNoStrikes) | |
| DEFINE_MULTIPLECHARVALUE (CorporateAction) | |
| DEFINE_INT (TerminationType) | |
| DEFINE_PERCENTAGE (LegCouponRate) | |
| DEFINE_INT (PosMaintAction) | |
| DEFINE_NUMINGROUP (NoSecurityTypes) | |
| DEFINE_INT (ComplexEventPriceTimeType) | |
| DEFINE_PRICEOFFSET (LastSwapPoints) | |
| DEFINE_CHAR (UnderlyingFXRateCalc) | |
| DEFINE_STRING (ListStatusText) | |
| DEFINE_BOOLEAN (OddLot) | |
| DEFINE_CHAR (BookingUnit) | |
| DEFINE_STRING (LegAllocAcctIDSource) | |
| DEFINE_UTCTIMESTAMP (OnBehalfOfSendingTime) | |
| DEFINE_INT (AllocStatus) | |
| DEFINE_STRING (ReferencePage) | |
| DEFINE_CHAR (DerivativeExerciseStyle) | |
| DEFINE_SEQNUM (ApplBegSeqNum) | |
| DEFINE_STRING (CollRptID) | |
| DEFINE_INT (IncTaxInd) | |
| DEFINE_NUMINGROUP (NoBidDescriptors) | |
| DEFINE_LOCALMKTDATE (LegCouponPaymentDate) | |
| DEFINE_INT (TotNoPartyList) | |
| DEFINE_INT (PartyListResponseType) | |
| DEFINE_NUMINGROUP (NoUnderlyingLegSecurityAltID) | |
| DEFINE_BOOLEAN (ReversalIndicator) | |
| DEFINE_CHECKSUM (CheckSum) | |
| DEFINE_STRING (TargetSubID) | |
| DEFINE_INT (PosReqStatus) | |
| DEFINE_INT (PriorityIndicator) | |
| DEFINE_INT (ContextPartySubIDType) | |
| DEFINE_STRING (UnderlyingLegCFICode) | |
| DEFINE_STRING (DerivativeTimeUnit) | |
| DEFINE_NUMINGROUP (NoNested3PartyIDs) | |
| DEFINE_PERCENTAGE (LiquidityPctHigh) | |
| DEFINE_CHAR (MoneyLaunderingStatus) | |
| DEFINE_STRING (Nested4PartySubID) | |
| DEFINE_EXCHANGE (DerivativeSecurityExchange) | |
| DEFINE_CHAR (LotType) | |
| DEFINE_STRING (ContIntRptID) | |
| DEFINE_MULTIPLESTRINGVALUE (QuoteCondition) | |
| DEFINE_UTCTIMEONLY (ComplexEventStartTime) | |
| DEFINE_NUMINGROUP (NoComplexEvents) | |
| DEFINE_FLOAT (DerivativeContractMultiplier) | |
| DEFINE_STRING (DerivativeSecurityStatus) | |
| DEFINE_STRING (DerivativeProductComplex) | |
| DEFINE_STRING (TriggerSymbol) | |
| DEFINE_STRING (UnderlyingLocaleOfIssue) | |
| DEFINE_UTCTIMESTAMP (SendingTime) | |
| DEFINE_MONTHYEAR (RelationshipRiskMaturityMonthYear) | |
| DEFINE_CHAR (RelatedPartyAltIDSource) | |
| DEFINE_UTCTIMESTAMP (ComplexEventStartDate) | |
| DEFINE_STRING (UnderlyingRestructuringType) | |
| DEFINE_QTY (LegUnitOfMeasureQty) | |
| DEFINE_NUMINGROUP (NoTrdRegTimestamps) | |
| DEFINE_LOCALMKTDATE (SendingDate) | |
| DEFINE_INT (PartyRelationship) | |
| DEFINE_FLOAT (TimeToExpiration) | |
| DEFINE_QTY (LegAllocQty) | |
| DEFINE_STRING (SettlLocation) | |
| DEFINE_INT (UnderlyingExerciseStyle) | |
| DEFINE_STRING (CashSettlAgentContactName) | |
| DEFINE_PERCENTAGE (LegRepurchaseRate) | |
| DEFINE_STRING (ApplResponseID) | |
| DEFINE_NUMINGROUP (NoDerivativeInstrAttrib) | |
| DEFINE_FLOAT (DerivativeStrikeMultiplier) | |
| DEFINE_CURRENCY (LegStrikeCurrency) | |
| DEFINE_STRING (SecurityStatusReqID) | |
| DEFINE_LENGTH (SecureDataLen) | |
| DEFINE_INT (DiscretionScope) | |
| DEFINE_INT (OwnerType) | |
| DEFINE_QTY (Shares) | |
| DEFINE_PERCENTAGE (Yield) | |
| DEFINE_STRING (QuoteRespID) | |
| DEFINE_MONTHYEAR (RiskMaturityMonthYear) | |
| DEFINE_STRING (Nested3PartySubID) | |
| DEFINE_INT (ApplQueueResolution) | |
| DEFINE_STRING (TrdRegTimestampOrigin) | |
| DEFINE_INT (Nested2PartyRole) | |
| DEFINE_STRING (Nested2PartyID) | |
| DEFINE_QTY (BidSize) | |
| DEFINE_STRING (LegSymbolSfx) | |
| DEFINE_INT (QuoteResponseLevel) | |
| DEFINE_LENGTH (BodyLength) | |
| DEFINE_STRING (ListExecInst) | |
| DEFINE_CHAR (ExecAckStatus) | |
| DEFINE_LOCALMKTDATE (SettlDate2) | |
| DEFINE_INT (NetGrossInd) | |
| DEFINE_STRING (UnderlyingSecurityAltIDSource) | |
| DEFINE_STRING (TestReqID) | |
| DEFINE_CHAR (CxlType) | |
| DEFINE_STRING (UnderlyingCreditRating) | |
| DEFINE_INT (AvgPxPrecision) | |
| DEFINE_INT (BenchmarkPriceType) | |
| DEFINE_INT (DeskTypeSource) | |
| DEFINE_INT (DiscretionRoundDirection) | |
| DEFINE_STRING (OrigSecondaryTradeID) | |
| DEFINE_STRING (ReceivedDeptID) | |
| DEFINE_AMT (MaturityNetMoney) | |
| DEFINE_INT (BidDescriptorType) | |
| DEFINE_LENGTH (RiskEncodedSecurityDescLen) | |
| DEFINE_STRING (RelationshipRiskSymbol) | |
| DEFINE_NUMINGROUP (NoRelatedContextPartyIDs) | |
| DEFINE_STRING (DerivativeInstrumentPartySubID) | |
| DEFINE_INT (NetworkStatusResponseType) | |
| DEFINE_LOCALMKTDATE (DateOfBirth) | |
| DEFINE_INT (RelatedContextPartySubIDType) | |
| DEFINE_PRICE (StartStrikePxRange) | |
| DEFINE_STRING (UndlyInstrumentPartySubID) | |
| DEFINE_STRING (SecondaryTradeReportRefID) | |
| DEFINE_STRING (UnderlyingCPRegType) | |
| DEFINE_LENGTH (SignatureLength) | |
| DEFINE_QTY (OrderQty) | |
| DEFINE_PERCENTAGE (RelationshipRiskWarningLevelPercent) | |
| DEFINE_PERCENTAGE (OriginalNotionalPercentageOutstanding) | |
| DEFINE_STRING (UnderlyingTimeUnit) | |
| DEFINE_LENGTH (EncodedHeadlineLen) | |
| DEFINE_NUMINGROUP (NoRegistDtls) | |
| DEFINE_STRING (StrategyParameterValue) | |
| DEFINE_STRING (RiskSecurityDesc) | |
| DEFINE_NUMINGROUP (NoInstrumentParties) | |
| DEFINE_INT (QuoteType) | |
| DEFINE_NUMINGROUP (NoRiskSecurityAltID) | |
| DEFINE_NUMINGROUP (NoStrategyParameters) | |
| DEFINE_INT (IndividualAllocRejCode) | |
| DEFINE_CHAR (DiscretionInst) | |
| DEFINE_STRING (RiskSecurityAltID) | |
| DEFINE_INT (TargetPartyRole) | |
| DEFINE_INT (CrossPrioritization) | |
| DEFINE_DATA (EncodedListStatusText) | |
| DEFINE_CHAR (IOIOthSvc) | |
| DEFINE_LOCALMKTDATE (LegIssueDate) | |
| DEFINE_CHAR (MDReqRejReason) | |
| DEFINE_INT (RelationshipRiskPutOrCall) | |
| DEFINE_INT (ApplReqType) | |
| DEFINE_COUNTRY (Country) | |
| DEFINE_STRING (UnderlyingLegSecurityIDSource) | |
| DEFINE_BOOLEAN (FlexProductEligibilityIndicator) | |
| DEFINE_BOOLEAN (AggressorIndicator) | |
| DEFINE_FLOAT (ExecPriceAdjustment) | |
| DEFINE_INT (BusinessRejectReason) | |
| DEFINE_LOCALMKTDATE (TradeDate) | |
| DEFINE_INT (UnderlyingPutOrCall) | |
| DEFINE_STRING (RelationshipRiskSymbolSfx) | |
| DEFINE_INT (UnderlyingInstrumentPartyRole) | |
| DEFINE_INT (DerivativePositionLimit) | |
| DEFINE_STRING (TierCode) | |
| DEFINE_INT (BookingType) | |
| DEFINE_STRING (StipulationValue) | |
| DEFINE_FLOAT (SettlCurrBidFxRate) | |
| std::ostream & | operator<< (std::ostream &stream, const HttpMessage &message) |
| std::ostream & | operator<< (std::ostream &stream, const Message &message) |
| MsgType | identifyType (const std::string &message) throw ( MessageParseError ) |
| Parse the type of a message from a string. | |
| bool | operator< (const SessionID &lhs, const SessionID &rhs) |
| bool | operator== (const SessionID &lhs, const SessionID &rhs) |
| bool | operator!= (const SessionID &lhs, const SessionID &rhs) |
| std::ostream & | operator<< (std::ostream &stream, const SessionID &sessionID) |
| std::istream & | operator>> (std::istream &stream, SessionID &sessionID) |
| std::istream & | operator>> (std::istream &stream, SessionSettings &s) throw ( ConfigError ) |
| std::ostream & | operator<< (std::ostream &stream, const SessionSettings &s) |
| bool | isComment (const std::string &line) |
| bool | isSection (const std::string &line) |
| std::string | splitSection (const std::string &line) |
| bool | isKeyValue (const std::string &line) |
| std::pair< std::string, std::string > | splitKeyValue (const std::string &line) |
| std::istream & | operator>> (std::istream &stream, Settings &s) |
| void | string_replace (const std::string &oldValue, const std::string &newValue, std::string &value) |
| std::string | string_toUpper (const std::string &value) |
| std::string | string_toLower (const std::string &value) |
| std::string | string_strip (const std::string &value) |
| void | socket_init () |
| void | socket_term () |
| int | socket_createAcceptor (int port, bool reuse) |
| int | socket_createConnector () |
| int | socket_connect (int socket, const char *address, int port) |
| int | socket_accept (int s) |
| int | socket_send (int s, const char *msg, int length) |
| void | socket_close (int s) |
| bool | socket_fionread (int s, int &bytes) |
| bool | socket_disconnected (int s) |
| int | socket_setsockopt (int s, int opt) |
| int | socket_setsockopt (int s, int opt, int optval) |
| int | socket_getsockopt (int s, int opt, int &optval) |
| int | socket_fcntl (int s, int opt, int arg) |
| int | socket_getfcntlflag (int s, int arg) |
| int | socket_setfcntlflag (int s, int arg) |
| void | socket_setnonblock (int socket) |
| bool | socket_isValid (int socket) |
| bool | socket_isBad (int s) |
| void | socket_invalidate (int &socket) |
| short | socket_hostport (int socket) |
| const char * | socket_hostname (int socket) |
| const char * | socket_hostname (const char *name) |
| const char * | socket_peername (int socket) |
| std::pair< int, int > | socket_createpair () |
| tm | time_gmtime (const time_t *t) |
| tm | time_localtime (const time_t *t) |
| bool | thread_spawn (THREAD_START_ROUTINE func, void *var, thread_id &thread) |
| bool | thread_spawn (THREAD_START_ROUTINE func, void *var) |
| void | thread_join (thread_id thread) |
| void | thread_detach (thread_id thread) |
| thread_id | thread_self () |
| void | process_sleep (double s) |
| std::string | file_separator () |
| void | file_mkdir (const char *path) |
| FILE * | file_fopen (const char *path, const char *mode) |
| void | file_fclose (FILE *file) |
| bool | file_exists (const char *path) |
| void | file_unlink (const char *path) |
| int | file_rename (const char *oldpath, const char *newpath) |
| std::string | file_appendpath (const std::string &path, const std::string &file) |
Variables | |
| const int | DeliveryForm_BOOKENTRY = 1 |
| const int | DeliveryForm_BEARER = 2 |
| const int | DeliveryForm_BOOK_ENTRY = 1 |
| const int | ExecRestatementReason_GTRENEW = 1 |
| const int | ExecRestatementReason_WAREHOUSE_RECAP = 10 |
| const int | ExecRestatementReason_CANCELEDNOTBEST = 9 |
| const int | ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE = 7 |
| const int | ExecRestatementReason_CXLTRADINGHALT = 6 |
| const int | ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY = 5 |
| const int | ExecRestatementReason_GT_CORPORATE_ACTION = 0 |
| const int | ExecRestatementReason_PEG_REFRESH = 11 |
| const int | ExecRestatementReason_VERBAL = 2 |
| const int | ExecRestatementReason_CANCELED_NOT_BEST = 9 |
| const int | ExecRestatementReason_CANCEL_ON_TRADING_HALT = 6 |
| const int | ExecRestatementReason_REPX = 3 |
| const int | ExecRestatementReason_MRKTOPTION = 8 |
| const int | ExecRestatementReason_VERBAL_CHANGE = 2 |
| const int | ExecRestatementReason_PARTDEC = 5 |
| const int | ExecRestatementReason_CXLSYSTEMFAILURE = 7 |
| const int | ExecRestatementReason_GTCORPACT = 0 |
| const int | ExecRestatementReason_OTHER = 99 |
| const int | ExecRestatementReason_BROKER_OPTION = 4 |
| const int | ExecRestatementReason_WAREHOUSERECAP = 10 |
| const int | ExecRestatementReason_BRKROPT = 4 |
| const int | ExecRestatementReason_REPRICING_OF_ORDER = 3 |
| const int | ExecRestatementReason_MARKET = 8 |
| const int | ExecRestatementReason_GT_RENEWAL = 1 |
| const int | AllocIntermedReqType_PENDING_RELEASE = 2 |
| const int | AllocIntermedReqType_PENDING_REVERSAL = 3 |
| const int | AllocIntermedReqType_ACCOUNTLEVELREJECT = 6 |
| const int | AllocIntermedReqType_PENDINGACCEPT = 1 |
| const int | AllocIntermedReqType_BLOCK_LEVEL_REJECT = 5 |
| const int | AllocIntermedReqType_ACCOUNT_LEVEL_REJECT = 6 |
| const int | AllocIntermedReqType_BLOCKLEVELREJECT = 5 |
| const int | AllocIntermedReqType_PENDING_ACCEPT = 1 |
| const int | AllocIntermedReqType_PENDINGREVERSAL = 3 |
| const int | AllocIntermedReqType_PENDINGRELEASE = 2 |
| const int | AllocIntermedReqType_ACCEPT = 4 |
| const int | SecurityListTypeSource_GICS = 3 |
| const int | SecurityListTypeSource_NAICS = 2 |
| const int | SecurityListTypeSource_ICB = 1 |
| const int | CollInquiryQualifier_PARTIALLY_ASSIGNED = 5 |
| const int | CollInquiryQualifier_OUTSTANDING_TRADES = 7 |
| const int | CollInquiryQualifier_SUBSTITUTIONELIGIBLE = 3 |
| const int | CollInquiryQualifier_TRADE_DATE = 0 |
| const int | CollInquiryQualifier_FULLYASSIGNED = 6 |
| const int | CollInquiryQualifier_SUBSTITUTION_ELIGIBLE = 3 |
| const int | CollInquiryQualifier_FULLY_ASSIGNED = 6 |
| const int | CollInquiryQualifier_NOTASSIGNED = 4 |
| const int | CollInquiryQualifier_GCINSTRUMENT = 1 |
| const int | CollInquiryQualifier_NOT_ASSIGNED = 4 |
| const int | CollInquiryQualifier_COLLATERAL_INSTRUMENT = 2 |
| const int | CollInquiryQualifier_OUTSTANDINGTRADES = 7 |
| const int | CollInquiryQualifier_TRADEDATE = 0 |
| const int | CollInquiryQualifier_GC_INSTRUMENT = 1 |
| const int | CollInquiryQualifier_PARTIALLYASSIGNED = 5 |
| const int | CollInquiryQualifier_COLLATERALINSTRUMENT = 2 |
| const int | ContingencyType_ONE_UPDATES_THE_OTHER_4 = 4 |
| const int | ContingencyType_ONE_TRIGGERS_THE_OTHER = 2 |
| const int | ContingencyType_ONE_CANCELS_THE_OTHER = 1 |
| const int | ContingencyType_ONE_UPDATES_THE_OTHER_3 = 3 |
| const char | EmailType_NEW = '0' |
| const char | EmailType_REPLY = '1' |
| const char | EmailType_ADMIN_REPLY = '2' |
| const char | EmailType_ADMINREPLY = '2' |
| const char | IOIQltyInd_MEDIUM = 'M' |
| const char | IOIQltyInd_HIGH = 'H' |
| const char | IOIQltyInd_LOW = 'L' |
| const int | MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY = 2 |
| const int | MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY = 1 |
| const int | MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY = 0 |
| const int | AccountType_ACCOUNTCUSTOMER = 1 |
| const int | AccountType_HOUSE_TRADER = 3 |
| const int | AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS = 1 |
| const int | AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2 |
| const int | AccountType_FLOOR_TRADER = 4 |
| const int | AccountType_JOINT_BACK_OFFICE_ACCOUNT = 8 |
| const int | AccountType_HOUSETRADER = 3 |
| const int | AccountType_FLOORTRADER = 4 |
| const int | AccountType_ACCOUNTNONCUSTOMERCROSS = 6 |
| const int | AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6 |
| const int | AccountType_ACCOUNTNONCUSTOMER = 2 |
| const int | AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS = 1 |
| const int | AccountType_HOUSETRADERCROSS = 7 |
| const int | AccountType_JOINTBOACCT = 8 |
| const int | AccountType_JOINT_BACKOFFICE_ACCOUNT = 8 |
| const int | AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7 |
| const int | HaltReasonInt_ADDITIONAL_INFORMATION = 3 |
| const int | HaltReasonInt_NEWS_PENDING = 4 |
| const int | HaltReasonInt_ORDER_INFLUX = 1 |
| const int | HaltReasonInt_NEWS_DISSEMINATION = 0 |
| const int | HaltReasonInt_EQUIPMENT_CHANGEOVER = 5 |
| const int | HaltReasonInt_ORDER_IMBALANCE = 2 |
| const char | ClearingFeeIndicator_3RDYEARDELEGATE [] = "3" |
| const char | ClearingFeeIndicator_FULLASSOCIATEMEMBER [] = "F" |
| const char | ClearingFeeIndicator_106H_AND_106J_FIRMS [] = "H" |
| const char | ClearingFeeIndicator_4THYEARDELEGATE [] = "4" |
| const char | ClearingFeeIndicator_5THYEARDELEGATE [] = "5" |
| const char | ClearingFeeIndicator_EQUITYCLEARINGMEMBER [] = "E" |
| const char | ClearingFeeIndicator_GIMIDEMCOMMEMBERSHIP [] = "I" |
| const char | ClearingFeeIndicator_2NDYEARDELEGATE [] = "2" |
| const char | ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "1" |
| const char | ClearingFeeIndicator_1STYEARDELEGATE [] = "1" |
| const char | ClearingFeeIndicator_106H106J [] = "H" |
| const char | ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS [] = "I" |
| const char | ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "2" |
| const char | ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "4" |
| const char | ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "3" |
| const char | ClearingFeeIndicator_LESSEE_106F_EMPLOYEES [] = "L" |
| const char | ClearingFeeIndicator_6THYEARDELEGATE [] = "9" |
| const char | ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER [] = "C" |
| const char | ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "5" |
| const char | ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS [] = "F" |
| const char | ClearingFeeIndicator_CBOE_MEMBER [] = "B" |
| const char | ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "1" |
| const char | ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "5" |
| const char | ClearingFeeIndicator_NONMEMBERCUSTOMER [] = "C" |
| const char | ClearingFeeIndicator_LESSEE_AND_106F_EMPLOYEES [] = "L" |
| const char | ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR [] = "F" |
| const char | ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT [] = "3" |
| const char | ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT [] = "2" |
| const char | ClearingFeeIndicator_CBOEMEMBER [] = "B" |
| const char | |