Index  Source Files  Annotated Class List  Alphabetical Class List  Class Hierarchy  Graphical Class Hierarchy

FIX Namespace Reference

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...
struct	CallStack::Method
	Represents a method in the CallStack. More...
class	CallStack::Context
	A single CallStack context (thread of execution). More...
class	CallStack::Ignore
	Use this in a code block that should ignore CallStack traces. More...
class	DatabaseConnectionID
class	DatabaseConnectionPool
class	DataDictionary
	Represents a data dictionary for a 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	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	UtcTimeOnly
	Time only represented in UTC. More...
class	UtcDate
	Date only represented in UTC. 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	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	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	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	SessionTime
	Keeps track of when session is active. 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	SocketConnector::Strategy
class	SocketInitiator
	Socket implementation of Initiator. More...
class	SocketMonitor
	Monitors events on a collection of sockets. More...
class	SocketMonitor::Strategy
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	SocketServer::Strategy
class	ThreadedSocketAcceptor
	Threaded Socket implementation of Acceptor. More...
struct	ThreadedSocketAcceptor::AcceptorThreadInfo
struct	ThreadedSocketAcceptor::ConnectionThreadInfo
class	ThreadedSocketConnection
	Encapsulates a socket file descriptor (multi-threaded). More...
class	ThreadedSocketInitiator
	Threaded Socket implementation of Initiator. 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	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 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	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 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	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 FieldMap	Header
typedef FieldMap	Trailer
typedef std::less< int >	normal_order
typedef void *(	THREAD_START_ROUTINE )(void *)
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)
	DEFINE_CHAR (ExecTransType)
	DEFINE_STRING (IDSource)
	DEFINE_CHAR (IOIOthSvc)
	DEFINE_STRING (IOIShares)
	DEFINE_QTY (LastShares)
	DEFINE_STRING (RelatdSym)
	DEFINE_CHAR (Rule80A)
	DEFINE_QTY (Shares)
	DEFINE_CHAR (SettlmntTyp)
	DEFINE_LOCALMKTDATE (FutSettDate)
	DEFINE_INT (AvgPrxPrecision)
	DEFINE_STRING (ExecBroker)
	DEFINE_CHAR (OpenClose)
	DEFINE_INT (AllocShares)
	DEFINE_CHAR (DlvyInst)
	DEFINE_STRING (BrokerOfCredit)
	DEFINE_STRING (ClientID)
	DEFINE_CHAR (CxlType)
	DEFINE_STRING (SettlLocation)
	DEFINE_STRING (SettlDepositoryCode)
	DEFINE_STRING (SettlBrkrCode)
	DEFINE_STRING (SettlInstCode)
	DEFINE_STRING (SecuritySettlAgentName)
	DEFINE_STRING (SecuritySettlAgentCode)
	DEFINE_STRING (SecuritySettlAgentAcctNum)
	DEFINE_STRING (SecuritySettlAgentAcctName)
	DEFINE_STRING (SecuritySettlAgentContactName)
	DEFINE_STRING (SecuritySettlAgentContactPhone)
	DEFINE_STRING (CashSettlAgentName)
	DEFINE_STRING (CashSettlAgentCode)
	DEFINE_STRING (CashSettlAgentAcctNum)
	DEFINE_STRING (CashSettlAgentAcctName)
	DEFINE_STRING (CashSettlAgentContactName)
	DEFINE_STRING (CashSettlAgentContactPhone)
	DEFINE_INT (PutOrCall)
	DEFINE_INT (CustomerOrFirm)
	DEFINE_DAYOFMONTH (MaturityDay)
	DEFINE_PRICEOFFSET (PegDifference)
	DEFINE_PRICEOFFSET (SpreadToBenchmark)
	DEFINE_CHAR (Benchmark)
	DEFINE_STRING (OpenCloseSettleFlag)
	DEFINE_STRING (UnderlyingIDSource)
	DEFINE_INT (QuoteAckStatus)
	DEFINE_INT (TotQuoteEntries)
	DEFINE_DAYOFMONTH (UnderlyingMaturityDay)
	DEFINE_INT (UnderlyingPutOrCall)
	DEFINE_QTY (RatioQty)
	DEFINE_UTCTIMESTAMP (OnBehalfOfSendingTime)
	DEFINE_PRICEOFFSET (DiscretionOffset)
	DEFINE_INT (TotalNumSecurities)
	DEFINE_CHAR (TradeType)
	DEFINE_STRING (ClearingFirm)
	DEFINE_STRING (ClearingAccount)
	DEFINE_UTCDATE (TotalVolumeTradedDate)
	DEFINE_UTCTIMEONLY (TotalVolumeTradedTime)
	DEFINE_STRING (CardIssNo)
	DEFINE_STRING (RegistDetls)
	DEFINE_INT (TotalNumSecurityTypes)
	DEFINE_CHAR (LegSettlmntTyp)
	DEFINE_STRING (LegFutSettDate)
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')
std::istream &	operator>> (std::istream &stream, FIELD::Field &field)
	DEFINE_STRING (Account)
	DEFINE_STRING (AdvId)
	DEFINE_STRING (AdvRefID)
	DEFINE_CHAR (AdvSide)
	DEFINE_STRING (AdvTransType)
	DEFINE_PRICE (AvgPx)
	DEFINE_SEQNUM (BeginSeqNo)
	DEFINE_STRING (BeginString)
	DEFINE_LENGTH (BodyLength)
	DEFINE_CHECKSUM (CheckSum)
	DEFINE_STRING (ClOrdID)
	DEFINE_AMT (Commission)
	DEFINE_CHAR (CommType)
	DEFINE_QTY (CumQty)
	DEFINE_CURRENCY (Currency)
	DEFINE_SEQNUM (EndSeqNo)
	DEFINE_STRING (ExecID)
	DEFINE_MULTIPLEVALUESTRING (ExecInst)
	DEFINE_STRING (ExecRefID)
	DEFINE_CHAR (HandlInst)
	DEFINE_STRING (SecurityIDSource)
	DEFINE_STRING (IOIid)
	DEFINE_CHAR (IOIQltyInd)
	DEFINE_STRING (IOIRefID)
	DEFINE_STRING (IOIQty)
	DEFINE_CHAR (IOITransType)
	DEFINE_CHAR (LastCapacity)
	DEFINE_EXCHANGE (LastMkt)
	DEFINE_PRICE (LastPx)
	DEFINE_QTY (LastQty)
	DEFINE_NUMINGROUP (LinesOfText)
	DEFINE_SEQNUM (MsgSeqNum)
	DEFINE_STRING (MsgType)
	DEFINE_SEQNUM (NewSeqNo)
	DEFINE_STRING (OrderID)
	DEFINE_QTY (OrderQty)
	DEFINE_CHAR (OrdStatus)
	DEFINE_CHAR (OrdType)
	DEFINE_STRING (OrigClOrdID)
	DEFINE_UTCTIMESTAMP (OrigTime)
	DEFINE_BOOLEAN (PossDupFlag)
	DEFINE_PRICE (Price)
	DEFINE_SEQNUM (RefSeqNum)
	DEFINE_STRING (SenderCompID)
	DEFINE_STRING (SenderSubID)
	DEFINE_UTCTIMESTAMP (SendingTime)
	DEFINE_QTY (Quantity)
	DEFINE_CHAR (Side)
	DEFINE_STRING (Symbol)
	DEFINE_STRING (TargetCompID)
	DEFINE_STRING (TargetSubID)
	DEFINE_STRING (Text)
	DEFINE_CHAR (TimeInForce)
	DEFINE_UTCTIMESTAMP (TransactTime)
	DEFINE_CHAR (Urgency)
	DEFINE_UTCTIMESTAMP (ValidUntilTime)
	DEFINE_CHAR (SettlType)
	DEFINE_LOCALMKTDATE (SettlDate)
	DEFINE_STRING (ListID)
	DEFINE_INT (ListSeqNo)
	DEFINE_INT (TotNoOrders)
	DEFINE_INT (ListNoOrds)
	DEFINE_STRING (ListExecInst)
	DEFINE_STRING (AllocID)
	DEFINE_CHAR (AllocTransType)
	DEFINE_STRING (RefAllocID)
	DEFINE_NUMINGROUP (NoOrders)
	DEFINE_INT (AvgPxPrecision)
	DEFINE_LOCALMKTDATE (TradeDate)
	DEFINE_CHAR (PositionEffect)
	DEFINE_NUMINGROUP (NoAllocs)
	DEFINE_STRING (AllocAccount)
	DEFINE_QTY (AllocQty)
	DEFINE_CHAR (ProcessCode)
	DEFINE_NUMINGROUP (NoRpts)
	DEFINE_INT (RptSeq)
	DEFINE_QTY (CxlQty)
	DEFINE_NUMINGROUP (NoDlvyInst)
	DEFINE_INT (AllocStatus)
	DEFINE_INT (AllocRejCode)
	DEFINE_DATA (Signature)
	DEFINE_LENGTH (SecureDataLen)
	DEFINE_DATA (SecureData)
	DEFINE_LENGTH (SignatureLength)
	DEFINE_CHAR (EmailType)
	DEFINE_LENGTH (RawDataLength)
	DEFINE_DATA (RawData)
	DEFINE_BOOLEAN (PossResend)
	DEFINE_INT (EncryptMethod)
	DEFINE_PRICE (StopPx)
	DEFINE_EXCHANGE (ExDestination)
	DEFINE_INT (CxlRejReason)
	DEFINE_INT (OrdRejReason)
	DEFINE_CHAR (IOIQualifier)
	DEFINE_STRING (WaveNo)
	DEFINE_STRING (Issuer)
	DEFINE_STRING (SecurityDesc)
	DEFINE_INT (HeartBtInt)
	DEFINE_QTY (MinQty)
	DEFINE_QTY (MaxFloor)
	DEFINE_STRING (TestReqID)
	DEFINE_BOOLEAN (ReportToExch)
	DEFINE_BOOLEAN (LocateReqd)
	DEFINE_STRING (OnBehalfOfCompID)
	DEFINE_STRING (OnBehalfOfSubID)
	DEFINE_STRING (QuoteID)
	DEFINE_AMT (NetMoney)
	DEFINE_AMT (SettlCurrAmt)
	DEFINE_CURRENCY (SettlCurrency)
	DEFINE_BOOLEAN (ForexReq)
	DEFINE_UTCTIMESTAMP (OrigSendingTime)
	DEFINE_BOOLEAN (GapFillFlag)
	DEFINE_NUMINGROUP (NoExecs)
	DEFINE_UTCTIMESTAMP (ExpireTime)
	DEFINE_CHAR (DKReason)
	DEFINE_STRING (DeliverToCompID)
	DEFINE_STRING (DeliverToSubID)
	DEFINE_BOOLEAN (IOINaturalFlag)
	DEFINE_STRING (QuoteReqID)
	DEFINE_PRICE (BidPx)
	DEFINE_PRICE (OfferPx)
	DEFINE_QTY (BidSize)
	DEFINE_QTY (OfferSize)
	DEFINE_NUMINGROUP (NoMiscFees)
	DEFINE_AMT (MiscFeeAmt)
	DEFINE_CURRENCY (MiscFeeCurr)
	DEFINE_CHAR (MiscFeeType)
	DEFINE_PRICE (PrevClosePx)
	DEFINE_BOOLEAN (ResetSeqNumFlag)
	DEFINE_STRING (SenderLocationID)
	DEFINE_STRING (TargetLocationID)
	DEFINE_STRING (OnBehalfOfLocationID)
	DEFINE_STRING (DeliverToLocationID)
	DEFINE_NUMINGROUP (NoRelatedSym)
	DEFINE_STRING (Subject)
	DEFINE_STRING (Headline)
	DEFINE_STRING (URLLink)
	DEFINE_CHAR (ExecType)
	DEFINE_QTY (LeavesQty)
	DEFINE_QTY (CashOrderQty)
	DEFINE_PRICE (AllocAvgPx)
	DEFINE_AMT (AllocNetMoney)
	DEFINE_FLOAT (SettlCurrFxRate)
	DEFINE_CHAR (SettlCurrFxRateCalc)
	DEFINE_INT (NumDaysInterest)
	DEFINE_PERCENTAGE (AccruedInterestRate)
	DEFINE_AMT (AccruedInterestAmt)
	DEFINE_CHAR (SettlInstMode)
	DEFINE_STRING (AllocText)
	DEFINE_STRING (SettlInstID)
	DEFINE_CHAR (SettlInstTransType)
	DEFINE_STRING (EmailThreadID)
	DEFINE_CHAR (SettlInstSource)
	DEFINE_STRING (SecurityType)
	DEFINE_UTCTIMESTAMP (EffectiveTime)
	DEFINE_INT (StandInstDbType)
	DEFINE_STRING (StandInstDbName)
	DEFINE_STRING (StandInstDbID)
	DEFINE_INT (SettlDeliveryType)
	DEFINE_PRICE (BidSpotRate)
	DEFINE_PRICEOFFSET (BidForwardPoints)
	DEFINE_PRICE (OfferSpotRate)
	DEFINE_PRICEOFFSET (OfferForwardPoints)
	DEFINE_PRICE (LastSpotRate)
	DEFINE_PRICEOFFSET (LastForwardPoints)
	DEFINE_STRING (AllocLinkID)
	DEFINE_INT (AllocLinkType)
	DEFINE_STRING (SecondaryOrderID)
	DEFINE_NUMINGROUP (NoIOIQualifiers)
	DEFINE_MONTHYEAR (MaturityMonthYear)
	DEFINE_PRICE (StrikePrice)
	DEFINE_INT (CoveredOrUncovered)
	DEFINE_CHAR (OptAttribute)
	DEFINE_EXCHANGE (SecurityExchange)
	DEFINE_BOOLEAN (NotifyBrokerOfCredit)
	DEFINE_INT (AllocHandlInst)
	DEFINE_QTY (MaxShow)
	DEFINE_FLOAT (PegOffsetValue)
	DEFINE_LENGTH (XmlDataLen)