quickfix_ruby 1.14.3.1 → 1.15.1

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Files changed (105) hide show
  1. checksums.yaml +4 -4
  2. data/ext/quickfix/Acceptor.h +2 -0
  3. data/ext/quickfix/AtomicCount.h +82 -12
  4. data/ext/quickfix/DOMDocument.h +9 -7
  5. data/ext/quickfix/DataDictionary.cpp +77 -14
  6. data/ext/quickfix/DataDictionary.h +90 -16
  7. data/ext/quickfix/Dictionary.cpp +1 -2
  8. data/ext/quickfix/Exceptions.h +3 -5
  9. data/ext/quickfix/Field.h +83 -32
  10. data/ext/quickfix/FieldConvertors.cpp +93 -0
  11. data/ext/quickfix/FieldConvertors.h +129 -275
  12. data/ext/quickfix/FieldMap.cpp +53 -13
  13. data/ext/quickfix/FieldMap.h +200 -62
  14. data/ext/quickfix/FieldTypes.cpp +10 -10
  15. data/ext/quickfix/FieldTypes.h +293 -44
  16. data/ext/quickfix/FileLog.cpp +6 -10
  17. data/ext/quickfix/FileLog.h +4 -10
  18. data/ext/quickfix/FileStore.cpp +19 -6
  19. data/ext/quickfix/FileStore.h +4 -0
  20. data/ext/quickfix/FixFieldNumbers.h +1462 -1461
  21. data/ext/quickfix/FixFields.h +1462 -1461
  22. data/ext/quickfix/FixValues.h +3230 -3227
  23. data/ext/quickfix/HttpConnection.cpp +1 -1
  24. data/ext/quickfix/Initiator.cpp +7 -1
  25. data/ext/quickfix/Initiator.h +2 -0
  26. data/ext/quickfix/Log.h +6 -12
  27. data/ext/quickfix/Message.cpp +186 -57
  28. data/ext/quickfix/Message.h +109 -47
  29. data/ext/quickfix/MySQLConnection.h +1 -1
  30. data/ext/quickfix/PostgreSQLConnection.h +1 -1
  31. data/ext/quickfix/QuickfixRuby.cpp +79141 -77959
  32. data/ext/quickfix/QuickfixRuby.h +1 -1
  33. data/ext/quickfix/SSLSocketAcceptor.cpp +410 -0
  34. data/ext/quickfix/SSLSocketAcceptor.h +185 -0
  35. data/ext/quickfix/SSLSocketConnection.cpp +427 -0
  36. data/ext/quickfix/SSLSocketConnection.h +206 -0
  37. data/ext/quickfix/SSLSocketInitiator.cpp +485 -0
  38. data/ext/quickfix/SSLSocketInitiator.h +196 -0
  39. data/ext/quickfix/Session.cpp +113 -20
  40. data/ext/quickfix/Session.h +18 -4
  41. data/ext/quickfix/SessionFactory.cpp +10 -3
  42. data/ext/quickfix/SessionSettings.cpp +5 -3
  43. data/ext/quickfix/SessionSettings.h +97 -5
  44. data/ext/quickfix/Settings.cpp +72 -2
  45. data/ext/quickfix/Settings.h +3 -0
  46. data/ext/quickfix/SharedArray.h +140 -6
  47. data/ext/quickfix/SocketConnection.cpp +2 -2
  48. data/ext/quickfix/SocketConnector.cpp +5 -2
  49. data/ext/quickfix/SocketConnector.h +3 -2
  50. data/ext/quickfix/SocketInitiator.cpp +28 -4
  51. data/ext/quickfix/SocketInitiator.h +1 -1
  52. data/ext/quickfix/SocketMonitor.cpp +5 -5
  53. data/ext/quickfix/ThreadedSSLSocketAcceptor.cpp +455 -0
  54. data/ext/quickfix/ThreadedSSLSocketAcceptor.h +217 -0
  55. data/ext/quickfix/ThreadedSSLSocketConnection.cpp +404 -0
  56. data/ext/quickfix/ThreadedSSLSocketConnection.h +189 -0
  57. data/ext/quickfix/ThreadedSSLSocketInitiator.cpp +469 -0
  58. data/ext/quickfix/ThreadedSSLSocketInitiator.h +201 -0
  59. data/ext/quickfix/ThreadedSocketAcceptor.cpp +5 -1
  60. data/ext/quickfix/ThreadedSocketConnection.cpp +8 -2
  61. data/ext/quickfix/ThreadedSocketConnection.h +4 -1
  62. data/ext/quickfix/ThreadedSocketInitiator.cpp +24 -4
  63. data/ext/quickfix/ThreadedSocketInitiator.h +1 -1
  64. data/ext/quickfix/Utility.cpp +23 -1
  65. data/ext/quickfix/Utility.h +28 -2
  66. data/ext/quickfix/UtilitySSL.cpp +1733 -0
  67. data/ext/quickfix/UtilitySSL.h +277 -0
  68. data/ext/quickfix/config-all.h +10 -0
  69. data/ext/quickfix/dirent_windows.h +838 -0
  70. data/ext/quickfix/double-conversion/bignum-dtoa.cc +641 -0
  71. data/ext/quickfix/double-conversion/bignum-dtoa.h +84 -0
  72. data/ext/quickfix/double-conversion/bignum.cc +766 -0
  73. data/ext/quickfix/double-conversion/bignum.h +144 -0
  74. data/ext/quickfix/double-conversion/cached-powers.cc +176 -0
  75. data/ext/quickfix/double-conversion/cached-powers.h +64 -0
  76. data/ext/quickfix/double-conversion/diy-fp.cc +57 -0
  77. data/ext/quickfix/double-conversion/diy-fp.h +118 -0
  78. data/ext/quickfix/double-conversion/double-conversion.cc +994 -0
  79. data/ext/quickfix/double-conversion/double-conversion.h +543 -0
  80. data/ext/quickfix/double-conversion/fast-dtoa.cc +665 -0
  81. data/ext/quickfix/double-conversion/fast-dtoa.h +88 -0
  82. data/ext/quickfix/double-conversion/fixed-dtoa.cc +404 -0
  83. data/ext/quickfix/double-conversion/fixed-dtoa.h +56 -0
  84. data/ext/quickfix/double-conversion/ieee.h +402 -0
  85. data/ext/quickfix/double-conversion/strtod.cc +557 -0
  86. data/ext/quickfix/double-conversion/strtod.h +45 -0
  87. data/ext/quickfix/double-conversion/utils.h +372 -0
  88. data/ext/quickfix/stdint_msvc.h +254 -0
  89. data/lib/quickfix44.rb +3329 -10
  90. data/lib/quickfix50.rb +6649 -81
  91. data/lib/quickfix50sp1.rb +8054 -142
  92. data/lib/quickfix50sp2.rb +10900 -234
  93. data/lib/quickfix_fields.rb +7662 -7649
  94. data/spec/FIX40.xml +28 -28
  95. data/spec/FIX41.xml +29 -29
  96. data/spec/FIX42.xml +47 -47
  97. data/spec/FIX43.xml +148 -148
  98. data/spec/FIX44.xml +1078 -1081
  99. data/spec/FIX50.xml +1292 -1289
  100. data/spec/FIX50SP1.xml +1811 -1802
  101. data/spec/FIX50SP2.xml +1948 -1939
  102. data/spec/FIXT11.xml +5 -8
  103. data/test/test_FieldBaseTestCase.rb +1 -1
  104. data/test/test_MessageTestCase.rb +2 -2
  105. metadata +42 -6
@@ -49,7 +49,7 @@ Log* FileLogFactory::create()
49
49
  catch( ConfigError& )
50
50
  {
51
51
  m_globalLogCount--;
52
- throw;
52
+ throw;
53
53
  }
54
54
  }
55
55
 
@@ -57,7 +57,7 @@ Log* FileLogFactory::create( const SessionID& s )
57
57
  {
58
58
  if ( m_path.size() && m_backupPath.size() )
59
59
  return new FileLog( m_path, m_backupPath, s );
60
- if ( m_path.size() )
60
+ if ( m_path.size() )
61
61
  return new FileLog( m_path, s );
62
62
 
63
63
  std::string path;
@@ -80,7 +80,7 @@ void FileLogFactory::destroy( Log* pLog )
80
80
  {
81
81
  delete pLog;
82
82
  m_globalLogCount = 0;
83
- }
83
+ }
84
84
  }
85
85
  else
86
86
  {
@@ -89,25 +89,21 @@ void FileLogFactory::destroy( Log* pLog )
89
89
  }
90
90
 
91
91
  FileLog::FileLog( const std::string& path )
92
- : m_millisecondsInTimeStamp( true )
93
92
  {
94
93
  init( path, path, "GLOBAL" );
95
94
  }
96
95
 
97
96
  FileLog::FileLog( const std::string& path, const std::string& backupPath )
98
- : m_millisecondsInTimeStamp( true )
99
97
  {
100
98
  init( path, backupPath, "GLOBAL" );
101
99
  }
102
100
 
103
101
  FileLog::FileLog( const std::string& path, const SessionID& s )
104
- : m_millisecondsInTimeStamp( true )
105
102
  {
106
103
  init( path, path, generatePrefix(s) );
107
104
  }
108
105
 
109
106
  FileLog::FileLog( const std::string& path, const std::string& backupPath, const SessionID& s )
110
- : m_millisecondsInTimeStamp( true )
111
107
  {
112
108
  init( path, backupPath, generatePrefix(s) );
113
109
  }
@@ -131,7 +127,7 @@ std::string FileLog::generatePrefix( const SessionID& s )
131
127
  }
132
128
 
133
129
  void FileLog::init( std::string path, std::string backupPath, const std::string& prefix )
134
- {
130
+ {
135
131
  file_mkdir( path.c_str() );
136
132
  file_mkdir( backupPath.c_str() );
137
133
 
@@ -177,7 +173,7 @@ void FileLog::backup()
177
173
  {
178
174
  std::stringstream messagesFileName;
179
175
  std::stringstream eventFileName;
180
-
176
+
181
177
  messagesFileName << m_fullBackupPrefix << "messages.backup." << ++i << ".log";
182
178
  eventFileName << m_fullBackupPrefix << "event.backup." << i << ".log";
183
179
  FILE* messagesLogFile = file_fopen( messagesFileName.str().c_str(), "r" );
@@ -191,7 +187,7 @@ void FileLog::backup()
191
187
  m_event.open( m_eventFileName.c_str(), std::ios::out | std::ios::trunc );
192
188
  return;
193
189
  }
194
-
190
+
195
191
  if( messagesLogFile != NULL ) file_fclose( messagesLogFile );
196
192
  if( eventLogFile != NULL ) file_fclose( eventLogFile );
197
193
  }
@@ -63,7 +63,7 @@ private:
63
63
  /**
64
64
  * File based implementation of Log
65
65
  *
66
- * Two files are created by this implementation. One for messages,
66
+ * Two files are created by this implementation. One for messages,
67
67
  * and one for events.
68
68
  *
69
69
  */
@@ -80,21 +80,16 @@ public:
80
80
  void backup();
81
81
 
82
82
  void onIncoming( const std::string& value )
83
- { m_messages << UtcTimeStampConvertor::convert(UtcTimeStamp(), m_millisecondsInTimeStamp) << " : " << value << std::endl; }
83
+ { m_messages << UtcTimeStampConvertor::convert(UtcTimeStamp(), 9) << " : " << value << std::endl; }
84
84
  void onOutgoing( const std::string& value )
85
- { m_messages << UtcTimeStampConvertor::convert(UtcTimeStamp(), m_millisecondsInTimeStamp) << " : " << value << std::endl; }
85
+ { m_messages << UtcTimeStampConvertor::convert(UtcTimeStamp(), 9) << " : " << value << std::endl; }
86
86
  void onEvent( const std::string& value )
87
87
  {
88
88
  UtcTimeStamp now;
89
- m_event << UtcTimeStampConvertor::convert( now, m_millisecondsInTimeStamp )
89
+ m_event << UtcTimeStampConvertor::convert( now, 9 )
90
90
  << " : " << value << std::endl;
91
91
  }
92
92
 
93
- bool getMillisecondsInTimeStamp() const
94
- { return m_millisecondsInTimeStamp; }
95
- void setMillisecondsInTimeStamp ( bool value )
96
- { m_millisecondsInTimeStamp = value; }
97
-
98
93
  private:
99
94
  std::string generatePrefix( const SessionID& sessionID );
100
95
  void init( std::string path, std::string backupPath, const std::string& prefix );
@@ -105,7 +100,6 @@ private:
105
100
  std::string m_eventFileName;
106
101
  std::string m_fullPrefix;
107
102
  std::string m_fullBackupPrefix;
108
- bool m_millisecondsInTimeStamp;
109
103
  };
110
104
  }
111
105
 
@@ -130,10 +130,18 @@ void FileStore::populateCache()
130
130
  {
131
131
  int num;
132
132
  long offset;
133
- size_t size;
133
+ std::size_t size;
134
134
 
135
- while ( FILE_FSCANF( headerFile, "%d,%ld,%lu ", &num, &offset, &size ) == 3 )
136
- m_offsets[ num ] = std::make_pair( offset, size );
135
+ while (FILE_FSCANF(headerFile, "%d,%ld,%lu ", &num, &offset, &size) == 3)
136
+ {
137
+ std::pair<NumToOffset::iterator, bool> it =
138
+ m_offsets.insert(NumToOffset::value_type(num, std::make_pair(offset, size)));
139
+ //std::cout << it.first->second.first << " --- " << it.first->second.second << '\n';
140
+ if (it.second == false)
141
+ {
142
+ it.first->second = std::make_pair(offset, size);
143
+ }
144
+ }
137
145
  fclose( headerFile );
138
146
  }
139
147
 
@@ -160,7 +168,7 @@ void FileStore::populateCache()
160
168
  #endif
161
169
  if( result == 1 )
162
170
  {
163
- m_cache.setCreationTime( UtcTimeStampConvertor::convert( time, true ) );
171
+ m_cache.setCreationTime( UtcTimeStampConvertor::convert( time ) );
164
172
  }
165
173
  fclose( sessionFile );
166
174
  }
@@ -192,11 +200,16 @@ throw ( IOException )
192
200
  long offset = ftell( m_msgFile );
193
201
  if ( offset < 0 )
194
202
  throw IOException( "Unable to get file pointer position from " + m_msgFileName );
195
- size_t size = msg.size();
203
+ std::size_t size = msg.size();
196
204
 
197
205
  if ( fprintf( m_headerFile, "%d,%ld,%lu ", msgSeqNum, offset, size ) < 0 )
198
206
  throw IOException( "Unable to write to file " + m_headerFileName );
199
- m_offsets[ msgSeqNum ] = std::make_pair( offset, size );
207
+ std::pair<NumToOffset::iterator, bool> it =
208
+ m_offsets.insert(NumToOffset::value_type(msgSeqNum, std::make_pair(offset, size)));
209
+ if (it.second == false)
210
+ {
211
+ it.first->second = std::make_pair(offset, size);
212
+ }
200
213
  fwrite( msg.c_str(), sizeof( char ), msg.size(), m_msgFile );
201
214
  if ( ferror( m_msgFile ) )
202
215
  throw IOException( "Unable to write to file " + m_msgFileName );
@@ -100,7 +100,11 @@ public:
100
100
  void refresh() throw ( IOException );
101
101
 
102
102
  private:
103
+ #ifdef _MSC_VER
103
104
  typedef std::pair < int, int > OffsetSize;
105
+ #else
106
+ typedef std::pair < long, std::size_t > OffsetSize;
107
+ #endif
104
108
  typedef std::map < int, OffsetSize > NumToOffset;
105
109
 
106
110
  void open( bool deleteFile );
@@ -5,1533 +5,1534 @@ namespace FIX
5
5
  {
6
6
  namespace FIELD
7
7
  {
8
- const int MaxPriceLevels = 1090;
9
- const int DerivativeEncodedIssuer = 1278;
10
- const int NoCompIDs = 936;
11
- const int SettlInstRefID = 214;
12
- const int NestedPartyID = 524;
13
- const int DetachmentPoint = 1458;
14
- const int LateIndicator = 978;
15
- const int SecurityListID = 1465;
16
- const int DerivativeFlowScheduleType = 1442;
17
- const int FlexibleIndicator = 1244;
18
- const int NoExecInstRules = 1232;
19
- const int SideTrdRegTimestamp = 1012;
20
- const int DeliveryForm = 668;
21
- const int ExecRestatementReason = 378;
22
- const int MidYield = 633;
23
- const int ContractMultiplier = 231;
24
- const int CcyAmt = 1157;
25
- const int LegOrderQty = 685;
26
- const int AllocIntermedReqType = 808;
27
- const int UnderlyingIssuer = 306;
28
- const int NoNested2PartyIDs = 756;
29
- const int MinTradeVol = 562;
30
- const int SettlCurrAmt = 119;
31
- const int DerivativeInstrumentPartyRole = 1295;
32
- const int YieldRedemptionPriceType = 698;
33
- const int NewsRefID = 1476;
34
- const int SecurityListTypeSource = 1471;
35
- const int ApplReqID = 1346;
36
- const int DerivativeFuturesValuationMethod = 1319;
37
- const int NoLegSecurityAltID = 604;
38
- const int DerivativeSecurityType = 1249;
39
- const int CollInquiryQualifier = 896;
40
- const int RawData = 96;
41
- const int CashSettlAgentContactPhone = 187;
42
- const int CreditRating = 255;
43
- const int ContingencyType = 1385;
44
- const int StrikeCurrency = 947;
45
- const int TradeVolume = 1020;
46
- const int SideTrdRegTimestampSrc = 1014;
47
- const int DeliveryDate = 743;
48
- const int EmailType = 94;
49
- const int EncodedListExecInst = 353;
50
- const int ContraTradeTime = 438;
51
- const int MaturityMonthYearIncrement = 1229;
52
- const int RootPartyIDSource = 1118;
53
- const int UnderlyingCouponPaymentDate = 241;
54
- const int BidYield = 632;
55
- const int IOIQltyInd = 25;
56
- const int Issuer = 106;
57
- const int CardNumber = 489;
58
- const int NoLegStipulations = 683;
59
- const int LegSecurityExchange = 616;
60
- const int CashOrderQty = 152;
61
- const int AccruedInterestAmt = 159;
62
- const int MDEntrySeller = 289;
63
- const int LegPrice = 566;
64
- const int DeliverToCompID = 128;
65
- const int TargetLocationID = 143;
66
- const int OfferForwardPoints2 = 643;
67
- const int RatioQty = 319;
68
- const int MultiLegRptTypeReq = 563;
69
- const int AllocAccount = 79;
70
- const int TotalVolumeTraded = 387;
71
- const int LinesOfText = 33;
72
- const int AccountType = 581;
73
- const int MDEntryPositionNo = 290;
74
- const int HaltReasonInt = 327;
75
- const int FutSettDate = 64;
76
- const int SecurityDesc = 107;
77
- const int MinQty = 110;
78
- const int SettlCurrency = 120;
79
- const int PegOffsetValue = 211;
80
- const int DerivativeSecurityAltIDSource = 1220;
81
- const int NoSettlPartySubIDs = 801;
82
- const int AllocReportID = 755;
83
- const int LegCFICode = 608;
84
- const int LegFutSettDate = 588;
85
- const int LegBenchmarkCurveName = 677;
86
- const int ClearingFeeIndicator = 635;
87
- const int BrokerOfCredit = 92;
88
- const int SecurityListRefID = 1466;
89
- const int UnderlyingLegMaturityTime = 1405;
90
- const int NestedPartySubIDType = 805;
91
- const int BidType = 394;
92
- const int MDEntryRefID = 280;
93
- const int UnderlyingUnitOfMeasureQty = 1423;
94
- const int UnderlyingLegMaturityDate = 1345;
95
- const int StartTickPriceRange = 1206;
96
- const int LegContractSettlMonth = 955;
97
- const int UnderlyingSecurityDesc = 307;
98
- const int CashDistribPayRef = 501;
99
- const int QuotePriceType = 692;
100
- const int EncodedAllocText = 361;
101
- const int UnderlyingMaturityMonthYear = 313;
102
- const int UnderlyingOriginalNotionalPercentageOutstanding = 1456;
103
- const int MultilegPriceMethod = 1378;
104
- const int TotNoFills = 1361;
105
- const int DerivativeSettleOnOpenFlag = 1254;
106
- const int UnderlyingRepurchaseTerm = 244;
107
- const int DerivativeCountryOfIssue = 1258;
108
- const int ListMethod = 1198;
109
- const int UnderlyingCPProgram = 877;
110
- const int PriceDelta = 811;
8
+ const int BeginSeqNo = 7;
9
+ const int BeginString = 8;
10
+ const int BodyLength = 9;
11
+ const int CheckSum = 10;
12
+ const int EndSeqNo = 16;
13
+ const int MsgSeqNum = 34;
14
+ const int MsgType = 35;
15
+ const int NewSeqNo = 36;
16
+ const int PossDupFlag = 43;
111
17
  const int RefSeqNum = 45;
112
- const int AutoAcceptIndicator = 754;
113
- const int MDImplicitDelete = 547;
114
- const int NoStipulations = 232;
115
- const int ClearingBusinessDate = 715;
116
- const int LocationID = 283;
117
- const int Currency = 15;
118
- const int RoutingType = 216;
119
- const int UnderlyingStrikePrice = 316;
120
- const int BidTradeType = 418;
121
- const int UnderlyingAttachmentPoint = 1459;
122
- const int TotNoRejQuotes = 1170;
123
- const int OrdStatusReqID = 790;
124
18
  const int SenderCompID = 49;
125
- const int OrdRejReason = 103;
126
- const int MaturityMonthYearIncrementUnits = 1302;
127
- const int DisplayWhen = 1083;
128
- const int ApplQueueAction = 815;
129
- const int RegistTransType = 514;
130
- const int PaymentRemitterID = 505;
131
- const int PriceType = 423;
132
- const int MarketReqID = 1393;
133
- const int NoNestedInstrAttrib = 1312;
134
- const int SecuritySubType = 762;
135
- const int ClOrdID = 11;
136
- const int MaturityDay = 205;
137
- const int UnderlyingSeniority = 1454;
138
- const int MarketSegmentDesc = 1396;
139
- const int NoMarketSegments = 1310;
140
- const int SettlObligMode = 1159;
141
- const int SecurityUpdateAction = 980;
142
- const int NetworkRequestType = 935;
143
- const int LiquidityPctLow = 402;
144
- const int PartyRole = 452;
145
- const int LegRatioQty = 623;
146
- const int SettlCurrFxRate = 155;
147
- const int LegContractMultiplierUnit = 1436;
19
+ const int SenderSubID = 50;
20
+ const int SendingTime = 52;
21
+ const int TargetCompID = 56;
22
+ const int TargetSubID = 57;
23
+ const int Text = 58;
24
+ const int Signature = 89;
25
+ const int SecureDataLen = 90;
148
26
  const int SecureData = 91;
149
- const int SenderLocationID = 142;
150
- const int FirstPx = 1025;
151
- const int EncodedLegIssuer = 619;
152
- const int AssignmentMethod = 744;
153
- const int RoutingID = 217;
154
- const int StrategyParameterType = 959;
27
+ const int SignatureLength = 93;
28
+ const int RawDataLength = 95;
29
+ const int RawData = 96;
30
+ const int PossResend = 97;
155
31
  const int EncryptMethod = 98;
156
- const int UnderlyingStateOrProvinceOfIssue = 593;
157
- const int ApplNewSeqNum = 1399;
158
- const int DerivativeEncodedSecurityDescLen = 1280;
159
- const int TradingCurrency = 1245;
160
- const int SecondaryHighLimitPrice = 1230;
161
- const int OrderAvgPx = 799;
162
- const int PosAmtType = 707;
32
+ const int HeartBtInt = 108;
33
+ const int TestReqID = 112;
34
+ const int OnBehalfOfCompID = 115;
35
+ const int OnBehalfOfSubID = 116;
36
+ const int OrigSendingTime = 122;
37
+ const int GapFillFlag = 123;
38
+ const int DeliverToCompID = 128;
39
+ const int DeliverToSubID = 129;
163
40
  const int ResetSeqNumFlag = 141;
41
+ const int SenderLocationID = 142;
42
+ const int TargetLocationID = 143;
43
+ const int OnBehalfOfLocationID = 144;
44
+ const int DeliverToLocationID = 145;
45
+ const int XmlDataLen = 212;
46
+ const int XmlData = 213;
47
+ const int MessageEncoding = 347;
48
+ const int EncodedTextLen = 354;
49
+ const int EncodedText = 355;
50
+ const int LastMsgSeqNumProcessed = 369;
51
+ const int RefTagID = 371;
52
+ const int RefMsgType = 372;
53
+ const int SessionRejectReason = 373;
54
+ const int MaxMessageSize = 383;
55
+ const int NoMsgTypes = 384;
56
+ const int MsgDirection = 385;
57
+ const int TestMessageIndicator = 464;
58
+ const int Username = 553;
59
+ const int Password = 554;
164
60
  const int NoHops = 627;
165
- const int CollInquiryResult = 946;
166
- const int StartDate = 916;
167
- const int CollAsgnRespType = 905;
168
- const int OrderBookingQty = 800;
169
- const int NoQuoteQualifiers = 735;
170
- const int UnsolicitedIndicator = 325;
61
+ const int HopCompID = 628;
62
+ const int HopSendingTime = 629;
63
+ const int HopRefID = 630;
64
+ const int NextExpectedMsgSeqNum = 789;
65
+ const int ApplVerID = 1128;
66
+ const int CstmApplVerID = 1129;
67
+ const int RefApplVerID = 1130;
171
68
  const int RefCstmApplVerID = 1131;
172
- const int SideExecID = 1427;
173
- const int RejectText = 1328;
174
- const int ExchangeSpecialInstructions = 1139;
175
- const int TradeID = 1003;
176
- const int RndPx = 991;
177
- const int QuoteEntryRejectReason = 368;
178
- const int OrderCapacity = 528;
179
- const int SideLastQty = 1009;
180
- const int DerivativeUnitOfMeasure = 1269;
181
- const int NoLegAllocs = 670;
182
- const int QuoteAckStatus = 297;
183
- const int SecondaryFirmTradeID = 1042;
184
- const int UserRequestType = 924;
185
- const int SecondaryTrdType = 855;
186
- const int TradeReportTransType = 487;
69
+ const int DefaultApplVerID = 1137;
70
+ const int Account = 1;
71
+ const int AdvId = 2;
72
+ const int AdvRefID = 3;
187
73
  const int AdvSide = 4;
188
- const int DerivativeSecuritySubType = 1250;
189
- const int TriggerTradingSessionSubID = 1114;
190
- const int TradeLinkID = 820;
191
- const int LegBenchmarkPrice = 679;
192
- const int HopRefID = 630;
193
- const int Designation = 494;
194
- const int TradeRequestID = 568;
195
- const int LegFlowScheduleType = 1440;
196
- const int LegPriceUnitOfMeasure = 1421;
197
- const int Nested4PartyIDSource = 1416;
198
- const int CoveredOrUncovered = 203;
199
- const int AcctIDSource = 660;
200
- const int MktOfferPx = 646;
201
- const int NoCapacities = 862;
202
- const int TradeRequestType = 569;
203
- const int NoNestedPartyIDs = 539;
204
- const int TradSesStatus = 340;
205
- const int UnderlyingNotionalPercentageOutstanding = 1455;
206
- const int ApplLastSeqNum = 1350;
207
- const int PegPriceType = 1094;
208
- const int StrategyParameterName = 958;
209
- const int StreamAsgnRejReason = 1502;
210
- const int MatchIncrement = 1089;
211
- const int Nested3PartyRole = 951;
212
- const int UnderlyingPx = 810;
213
- const int PriceImprovement = 639;
214
- const int ValuationMethod = 1197;
215
- const int DerivativeSecurityID = 1216;
216
- const int NoExpiration = 981;
217
- const int TargetCompID = 56;
218
- const int MDEntryBuyer = 288;
219
- const int NoDerivativeInstrumentPartySubIDs = 1296;
220
- const int NoMaturityRules = 1236;
221
- const int QuoteMsgID = 1166;
222
- const int TriggerType = 1100;
223
- const int PriceProtectionScope = 1092;
224
- const int TotNumAssignmentReports = 832;
225
- const int ContraLegRefID = 655;
226
- const int TradeReportRejectReason = 751;
227
- const int TradeReportRefID = 572;
228
- const int SecurityListType = 1470;
229
- const int DerivativeSecurityIDSource = 1217;
230
- const int AssignmentUnit = 745;
231
- const int TradeReportID = 571;
232
- const int NoRpts = 82;
233
- const int LegBenchmarkPriceType = 680;
234
- const int EncodedSubjectLen = 356;
235
- const int SecurityXML = 1185;
236
- const int LegReportID = 990;
237
- const int Nested3PartySubIDType = 954;
238
- const int BenchmarkSecurityIDSource = 761;
239
- const int QuoteRejectReason = 300;
240
- const int HeartBtInt = 108;
241
- const int BidForwardPoints = 189;
242
- const int PossResend = 97;
74
+ const int AdvTransType = 5;
75
+ const int AvgPx = 6;
76
+ const int ClOrdID = 11;
77
+ const int Commission = 12;
78
+ const int CommType = 13;
79
+ const int CumQty = 14;
80
+ const int Currency = 15;
81
+ const int ExecID = 17;
82
+ const int ExecInst = 18;
83
+ const int ExecRefID = 19;
84
+ const int ExecTransType = 20;
85
+ const int HandlInst = 21;
86
+ const int IDSource = 22;
87
+ const int IOIid = 23;
88
+ const int IOIOthSvc = 24;
89
+ const int IOIQltyInd = 25;
90
+ const int IOIRefID = 26;
91
+ const int IOIShares = 27;
92
+ const int IOITransType = 28;
93
+ const int LastCapacity = 29;
94
+ const int LastMkt = 30;
95
+ const int LastPx = 31;
96
+ const int LastShares = 32;
97
+ const int LinesOfText = 33;
98
+ const int OrderID = 37;
99
+ const int OrderQty = 38;
100
+ const int OrdStatus = 39;
101
+ const int OrdType = 40;
102
+ const int OrigClOrdID = 41;
103
+ const int OrigTime = 42;
104
+ const int Price = 44;
105
+ const int RelatdSym = 46;
106
+ const int Rule80A = 47;
107
+ const int SecurityID = 48;
108
+ const int Shares = 53;
109
+ const int Side = 54;
243
110
  const int Symbol = 55;
244
- const int EncodedUnderlyingSecurityDesc = 365;
245
- const int MarketReportID = 1394;
246
- const int DiscretionPrice = 845;
247
- const int ContAmtValue = 520;
248
- const int QuantityType = 465;
249
- const int ComplexEventPriceBoundaryMethod = 1487;
250
- const int ImpliedMarketIndicator = 1144;
251
- const int AllocClearingFeeIndicator = 1136;
252
- const int QuoteRequestType = 303;
253
- const int SecurityRequestResult = 560;
254
- const int OrderRestrictions = 529;
255
- const int NoSideTrdRegTS = 1016;
256
- const int Text = 58;
257
- const int EncodedTextLen = 354;
258
- const int ListExecInstType = 433;
259
- const int SecondaryOrderID = 198;
111
+ const int TimeInForce = 59;
112
+ const int TransactTime = 60;
113
+ const int Urgency = 61;
114
+ const int ValidUntilTime = 62;
115
+ const int SettlmntTyp = 63;
116
+ const int FutSettDate = 64;
117
+ const int SymbolSfx = 65;
118
+ const int ListID = 66;
119
+ const int ListSeqNo = 67;
120
+ const int ListNoOrds = 68;
121
+ const int ListExecInst = 69;
122
+ const int AllocID = 70;
123
+ const int AllocTransType = 71;
124
+ const int RefAllocID = 72;
125
+ const int NoOrders = 73;
126
+ const int AvgPrxPrecision = 74;
127
+ const int TradeDate = 75;
260
128
  const int ExecBroker = 76;
261
- const int SecurityXMLLen = 1184;
262
- const int ApplSeqNum = 1181;
263
- const int MaxTradeVol = 1140;
264
- const int OfferSwapPoints = 1066;
265
- const int SettlPartySubIDType = 786;
266
- const int DistribPaymentMethod = 477;
267
- const int TotalAffectedOrders = 533;
268
- const int StrikeIncrement = 1204;
269
- const int OrderHandlingInstSource = 1032;
270
- const int CopyMsgIndicator = 797;
129
+ const int OpenClose = 77;
130
+ const int NoAllocs = 78;
131
+ const int AllocAccount = 79;
132
+ const int AllocShares = 80;
133
+ const int ProcessCode = 81;
134
+ const int NoRpts = 82;
135
+ const int RptSeq = 83;
136
+ const int CxlQty = 84;
271
137
  const int NoDlvyInst = 85;
272
- const int QuoteEntryID = 299;
273
- const int AffirmStatus = 940;
274
- const int MailingInst = 482;
138
+ const int DlvyInst = 86;
139
+ const int AllocStatus = 87;
140
+ const int AllocRejCode = 88;
141
+ const int BrokerOfCredit = 92;
142
+ const int EmailType = 94;
143
+ const int StopPx = 99;
144
+ const int ExDestination = 100;
145
+ const int CxlRejReason = 102;
146
+ const int OrdRejReason = 103;
147
+ const int IOIQualifier = 104;
148
+ const int WaveNo = 105;
149
+ const int Issuer = 106;
150
+ const int SecurityDesc = 107;
151
+ const int ClientID = 109;
152
+ const int MinQty = 110;
153
+ const int MaxFloor = 111;
154
+ const int ReportToExch = 113;
155
+ const int LocateReqd = 114;
156
+ const int QuoteID = 117;
157
+ const int NetMoney = 118;
158
+ const int SettlCurrAmt = 119;
159
+ const int SettlCurrency = 120;
160
+ const int ForexReq = 121;
161
+ const int NoExecs = 124;
162
+ const int CxlType = 125;
163
+ const int ExpireTime = 126;
164
+ const int DKReason = 127;
165
+ const int IOINaturalFlag = 130;
166
+ const int QuoteReqID = 131;
167
+ const int BidPx = 132;
168
+ const int OfferPx = 133;
169
+ const int BidSize = 134;
275
170
  const int OfferSize = 135;
276
- const int LegSecurityType = 609;
277
- const int OrigCustOrderCapacity = 1432;
278
- const int AllocMethod = 1002;
279
- const int QuantityDate = 976;
280
- const int TargetStrategyPerformance = 850;
281
- const int CardExpDate = 490;
282
- const int ConfirmID = 664;
283
- const int StandInstDbName = 170;
284
- const int DayOrderQty = 424;
285
- const int HighLimitPrice = 1149;
286
- const int FirmTradeID = 1041;
287
- const int SecondaryIndividualAllocID = 989;
288
- const int AgreementDesc = 913;
289
- const int MassCancelResponse = 531;
290
- const int LegSettlCurrency = 675;
291
- const int Commission = 12;
292
- const int StreamAsgnReqType = 1498;
293
- const int BidSwapPoints = 1065;
294
- const int NoSettlPartyIDs = 781;
295
- const int SymbolSfx = 65;
296
- const int BusinessRejectRefID = 379;
297
- const int Price2 = 640;
298
- const int FillLiquidityInd = 1443;
299
- const int MassActionReportID = 1369;
300
- const int DerivativeIssuer = 1275;
301
- const int ExDestinationIDSource = 1133;
302
- const int CollRespID = 904;
303
- const int SecurityListRequestType = 559;
304
- const int EncodedLegSecurityDesc = 622;
305
- const int UnderlyingSettlementStatus = 988;
306
- const int SecurityAltID = 455;
307
- const int RegistRefID = 508;
308
- const int DerivativePriceQuoteMethod = 1318;
309
- const int OrderDelay = 1428;
310
- const int NoNotAffectedOrders = 1370;
311
- const int Nested3PartyID = 949;
312
- const int CollAsgnReason = 895;
313
- const int TotalVolumeTradedTime = 450;
314
- const int SecurityExchange = 207;
315
- const int SettlPriceType = 731;
316
- const int UnitOfMeasureQty = 1147;
317
- const int UserRequestID = 923;
318
- const int LastParPx = 669;
319
- const int EndMaturityMonthYear = 1226;
320
- const int DealingCapacity = 1048;
171
+ const int NoMiscFees = 136;
172
+ const int MiscFeeAmt = 137;
173
+ const int MiscFeeCurr = 138;
174
+ const int MiscFeeType = 139;
321
175
  const int PrevClosePx = 140;
322
- const int TradeInputDevice = 579;
323
- const int DayCumQty = 425;
324
- const int SecuritySettlAgentAcctNum = 178;
325
- const int LegCurrency = 556;
326
- const int EncryptedNewPassword = 1404;
327
- const int DerivativeMinPriceIncrementAmount = 1268;
328
- const int NoNested3PartySubIDs = 952;
329
- const int RefSubID = 931;
330
- const int SettlPartyRole = 784;
331
- const int CashDistribAgentName = 498;
332
- const int LegContractMultiplier = 614;
333
- const int ProgPeriodInterval = 415;
334
- const int LegSettlType = 587;
335
- const int OnBehalfOfLocationID = 144;
336
- const int OnBehalfOfSubID = 116;
337
- const int ComplexEventEndTime = 1496;
338
- const int RateSourceType = 1447;
339
- const int DerivativeStateOrProvinceOfIssue = 1259;
340
- const int TradeLegRefID = 824;
341
- const int RelSymTransactTime = 1504;
342
- const int NoComplexEventTimes = 1494;
343
- const int LegCalculatedCcyLastQty = 1074;
344
- const int Nested3PartyIDSource = 950;
345
- const int DatedDate = 873;
176
+ const int NoRelatedSym = 146;
177
+ const int Subject = 147;
178
+ const int Headline = 148;
179
+ const int URLLink = 149;
180
+ const int ExecType = 150;
181
+ const int LeavesQty = 151;
182
+ const int CashOrderQty = 152;
183
+ const int AllocAvgPx = 153;
184
+ const int AllocNetMoney = 154;
185
+ const int SettlCurrFxRate = 155;
186
+ const int SettlCurrFxRateCalc = 156;
187
+ const int NumDaysInterest = 157;
188
+ const int AccruedInterestRate = 158;
189
+ const int AccruedInterestAmt = 159;
190
+ const int SettlInstMode = 160;
191
+ const int AllocText = 161;
346
192
  const int SettlInstID = 162;
347
- const int OpenInterest = 746;
348
- const int UnderlyingContractMultiplier = 436;
349
- const int TotQuoteEntries = 304;
350
- const int TotNoCxldQuotes = 1168;
351
- const int AggregatedBook = 266;
352
- const int PaymentRef = 476;
353
- const int PaymentDate = 504;
354
- const int OrderPercent = 516;
355
- const int PosQtyStatus = 706;
356
- const int NoNested4PartySubIDs = 1413;
357
- const int PrivateQuote = 1171;
358
- const int SecondaryTradeID = 1040;
359
- const int SecuritySettlAgentContactPhone = 181;
360
- const int EncodedMktSegmDescLen = 1397;
361
- const int SideCurrency = 1154;
362
- const int LegQty = 687;
363
- const int MsgType = 35;
364
- const int NoTradingSessions = 386;
365
- const int IOIid = 23;
366
- const int MultiLegReportingType = 442;
367
- const int IDSource = 22;
368
- const int LegStipulationType = 688;
369
- const int DerivativeContractMultiplierUnit = 1438;
370
- const int MarketSegmentID = 1300;
371
- const int OrdStatus = 39;
372
- const int MaturityDate = 541;
373
- const int ApplTotalMessageCount = 1349;
374
- const int InstrumentPartySubID = 1053;
375
- const int CustomerOrFirm = 204;
376
- const int AdjustmentType = 718;
377
- const int UnderlyingInstrumentPartyID = 1059;
378
- const int AsOfIndicator = 1015;
379
- const int QuoteStatusReqID = 649;
380
- const int LegPositionEffect = 564;
381
- const int MDEntryPx = 270;
382
- const int MassActionScope = 1374;
383
- const int ReportedPxDiff = 1134;
384
- const int UnderlyingSettlementDate = 987;
385
- const int NoNestedPartySubIDs = 804;
386
- const int AllocReportRefID = 795;
387
- const int Concession = 238;
388
- const int EncodedSecurityDesc = 351;
389
- const int ExecRefID = 19;
390
- const int VenueType = 1430;
391
- const int MassActionType = 1373;
392
- const int PosMaintResult = 723;
393
- const int IOIShares = 27;
394
- const int BenchmarkSecurityID = 699;
395
- const int LegLastQty = 1418;
396
- const int AllocSettlCurrency = 736;
397
- const int LegCountryOfIssue = 596;
398
- const int DerivativeSecurityXML = 1283;
399
- const int StrikeRuleID = 1223;
400
- const int RefCompID = 930;
401
- const int SettlCurrOfferFxRate = 657;
402
- const int OfferYield = 634;
403
- const int TargetPartyIDSource = 1463;
404
- const int EncryptedNewPasswordLen = 1403;
405
- const int NoPositions = 702;
406
- const int TotalAccruedInterestAmt = 540;
407
- const int UnderlyingOptAttribute = 317;
408
- const int DerivativeInstrAttribValue = 1314;
409
- const int InstrumentPartyIDSource = 1050;
410
- const int PegOffsetType = 836;
411
- const int MassCancelRejectReason = 532;
412
- const int ResponseTransportType = 725;
413
- const int LegSecurityIDSource = 603;
414
- const int BasisFeaturePrice = 260;
415
- const int CouponPaymentDate = 224;
416
- const int TradSesStatusRejReason = 567;
417
- const int UnderlyingDetachmentPoint = 1460;
418
- const int MaturityRuleID = 1222;
419
- const int UnderlyingRepoCollateralSecurityType = 243;
420
- const int NoTimeInForceRules = 1239;
421
- const int NoRootPartySubIDs = 1120;
422
- const int DisplayMinIncr = 1087;
423
- const int TrdRegTimestampType = 770;
424
- const int LegProduct = 607;
425
- const int ApplVerID = 1128;
426
- const int HandlInst = 21;
427
- const int ListUpdateAction = 1324;
428
- const int NestedInstrAttribValue = 1211;
429
- const int TradingSessionSubID = 625;
430
- const int RFQReqID = 644;
431
- const int UnderlyingLegSymbolSfx = 1331;
432
- const int LiquidityNumSecurities = 441;
433
- const int NoMsgTypes = 384;
434
- const int TradSesStartTime = 341;
435
- const int MDEntryType = 269;
436
- const int AgreementCurrency = 918;
437
- const int PegMoveType = 835;
438
- const int PegDifference = 211;
439
- const int Spread = 218;
440
- const int EncodedAllocTextLen = 360;
441
- const int OutsideIndexPct = 407;
442
- const int DerivFlexProductEligibilityIndicator = 1243;
443
- const int AvgPxIndicator = 819;
444
- const int NoIOIQualifiers = 199;
445
- const int CancellationRights = 480;
446
- const int ListSeqNo = 67;
447
- const int CardIssNum = 491;
448
- const int EncodedMktSegmDesc = 1398;
449
- const int DerivativeEventType = 1287;
450
- const int DerivativeMaturityMonthYear = 1251;
451
- const int SideTradeReportID = 1005;
452
- const int NoQuoteSets = 296;
453
- const int Nested4PartySubIDType = 1411;
454
- const int FillPx = 1364;
455
- const int StrikeExerciseStyle = 1304;
456
- const int DeskID = 284;
457
- const int CrossPercent = 413;
458
- const int MaturityMonthYear = 200;
459
- const int ComplexEventPrice = 1486;
460
- const int NoNewsRefIDs = 1475;
461
- const int UnderlyingCapValue = 1038;
462
- const int CPRegType = 876;
463
- const int CashDistribAgentCode = 499;
464
- const int ExecPriceType = 484;
465
- const int LegAllocID = 1366;
466
- const int MDEntryTime = 273;
467
- const int TotalNumSecurities = 393;
468
- const int AllocSettlInstType = 780;
469
- const int TargetPartyID = 1462;
470
- const int DerivativeStrikeCurrency = 1262;
471
- const int StatsType = 1176;
472
- const int ApplExtID = 1156;
473
- const int SettlementCycleNo = 1153;
474
- const int UnderlyingStrikeCurrency = 941;
475
- const int TradSesMode = 339;
476
- const int SettlInstSource = 165;
477
- const int UnderlyingLegSecurityDesc = 1392;
478
- const int NoDerivativeInstrumentParties = 1292;
479
- const int DerivativeEventTime = 1289;
480
- const int TickIncrement = 1208;
481
- const int UndlyInstrumentPartyID = 1059;
482
- const int NoUndlyInstrumentParties = 1058;
483
- const int ExpType = 982;
484
- const int SecondaryClOrdID = 526;
485
193
  const int SettlInstTransType = 163;
486
- const int SideComplianceID = 659;
487
- const int TradeRequestResult = 749;
488
- const int OrigPosReqRefID = 713;
489
- const int OrigCrossID = 551;
490
- const int TradeInputSource = 578;
491
- const int OrderQty2 = 192;
492
- const int TestMessageIndicator = 464;
493
- const int DerivativeEventDate = 1288;
494
- const int SideGrossTradeAmt = 1072;
495
- const int PeggedPrice = 839;
496
- const int ExpirationCycle = 827;
497
- const int AllocCancReplaceReason = 796;
498
- const int CxlRejReason = 102;
499
- const int BeginString = 8;
500
- const int DeliverToSubID = 129;
501
- const int LegPriceUnitOfMeasureQty = 1422;
502
- const int NoCollInquiryQualifier = 938;
503
- const int OfferPx = 133;
504
- const int TotalVolumeTradedDate = 449;
505
- const int NoContAmts = 518;
506
- const int MinOfferSize = 648;
507
- const int AvgParPx = 860;
508
- const int LegFactor = 253;
509
- const int RespondentType = 1172;
510
- const int DisplayLowQty = 1085;
511
- const int DKReason = 127;
512
- const int BenchmarkPrice = 662;
513
- const int ListID = 66;
514
- const int LegSecurityAltID = 605;
515
- const int PositionEffect = 77;
516
- const int TriggerAction = 1101;
517
- const int RefOrderID = 1080;
518
- const int ClearingInstruction = 577;
194
+ const int EmailThreadID = 164;
195
+ const int SettlInstSource = 165;
196
+ const int SettlLocation = 166;
197
+ const int SecurityType = 167;
198
+ const int EffectiveTime = 168;
199
+ const int StandInstDbType = 169;
200
+ const int StandInstDbName = 170;
201
+ const int StandInstDbID = 171;
202
+ const int SettlDeliveryType = 172;
203
+ const int SettlDepositoryCode = 173;
204
+ const int SettlBrkrCode = 174;
519
205
  const int SettlInstCode = 175;
520
- const int NumDaysInterest = 157;
521
- const int OpenCloseSettlFlag = 286;
522
- const int NoComplexEventDates = 1491;
523
- const int DerivativeEncodedIssuerLen = 1277;
524
- const int StrikeMultiplier = 967;
525
- const int DiscretionMoveType = 841;
526
- const int ListNoOrds = 68;
527
- const int PegSymbol = 1098;
528
- const int DayAvgPx = 426;
529
- const int Headline = 148;
530
- const int NestedPartySubID = 545;
531
- const int CardIssNo = 491;
206
+ const int SecuritySettlAgentName = 176;
207
+ const int SecuritySettlAgentCode = 177;
208
+ const int SecuritySettlAgentAcctNum = 178;
209
+ const int SecuritySettlAgentAcctName = 179;
210
+ const int SecuritySettlAgentContactName = 180;
211
+ const int SecuritySettlAgentContactPhone = 181;
212
+ const int CashSettlAgentName = 182;
213
+ const int CashSettlAgentCode = 183;
214
+ const int CashSettlAgentAcctNum = 184;
215
+ const int CashSettlAgentAcctName = 185;
216
+ const int CashSettlAgentContactName = 186;
217
+ const int CashSettlAgentContactPhone = 187;
218
+ const int BidSpotRate = 188;
219
+ const int BidForwardPoints = 189;
220
+ const int OfferSpotRate = 190;
221
+ const int OfferForwardPoints = 191;
222
+ const int OrderQty2 = 192;
223
+ const int FutSettDate2 = 193;
224
+ const int LastSpotRate = 194;
225
+ const int LastForwardPoints = 195;
226
+ const int AllocLinkID = 196;
227
+ const int AllocLinkType = 197;
228
+ const int SecondaryOrderID = 198;
229
+ const int NoIOIQualifiers = 199;
230
+ const int MaturityMonthYear = 200;
231
+ const int PutOrCall = 201;
232
+ const int StrikePrice = 202;
233
+ const int CoveredOrUncovered = 203;
234
+ const int CustomerOrFirm = 204;
235
+ const int MaturityDay = 205;
532
236
  const int OptAttribute = 206;
533
- const int LastForwardPoints2 = 641;
237
+ const int SecurityExchange = 207;
238
+ const int NotifyBrokerOfCredit = 208;
239
+ const int AllocHandlInst = 209;
240
+ const int MaxShow = 210;
241
+ const int PegDifference = 211;
242
+ const int SendingDate = 51;
243
+ const int TotNoOrders = 68;
244
+ const int SettlInstRefID = 214;
245
+ const int NoRoutingIDs = 215;
246
+ const int RoutingType = 216;
247
+ const int RoutingID = 217;
248
+ const int SpreadToBenchmark = 218;
249
+ const int Benchmark = 219;
250
+ const int CouponRate = 223;
251
+ const int ContractMultiplier = 231;
252
+ const int MDReqID = 262;
253
+ const int SubscriptionRequestType = 263;
254
+ const int MarketDepth = 264;
534
255
  const int MDUpdateType = 265;
256
+ const int AggregatedBook = 266;
257
+ const int NoMDEntryTypes = 267;
258
+ const int NoMDEntries = 268;
259
+ const int MDEntryType = 269;
260
+ const int MDEntryPx = 270;
261
+ const int MDEntrySize = 271;
262
+ const int MDEntryDate = 272;
263
+ const int MDEntryTime = 273;
535
264
  const int TickDirection = 274;
536
- const int LegRedemptionDate = 254;
537
- const int StrikePrice = 202;
538
- const int EncodedIssuer = 349;
539
- const int YieldType = 235;
540
- const int TradingReferencePrice = 1150;
541
- const int MDEntrySpotRate = 1026;
542
- const int ParticipationRate = 849;
543
- const int PegScope = 840;
544
- const int InterestAtMaturity = 738;
545
- const int LegIndividualAllocID = 672;
546
- const int AllowableOneSidednessValue = 766;
547
- const int CashSettlAgentName = 182;
548
- const int ContraTradeQty = 437;
549
- const int LegMaturityTime = 1212;
550
- const int SettlDeliveryType = 172;
551
- const int SecondaryPriceLimitType = 1305;
552
- const int MidPx = 631;
553
- const int AvgPx = 6;
554
- const int DiscretionLimitType = 843;
555
- const int StrikeTime = 443;
556
- const int SettlSessSubID = 717;
557
- const int MailingDtls = 474;
558
- const int BidID = 390;
559
- const int ExerciseMethod = 747;
560
- const int CommCurrency = 479;
561
- const int NoSettlOblig = 1165;
562
- const int MaxPriceVariation = 1143;
563
- const int WorkingIndicator = 636;
564
- const int CashSettlAgentAcctName = 185;
565
- const int SellVolume = 331;
566
- const int SideMultiLegReportingType = 752;
567
- const int DerivativeEventText = 1291;
568
- const int PegSecurityDesc = 1099;
569
- const int AllocCustomerCapacity = 993;
570
- const int ConfirmRejReason = 774;
571
- const int BidRequestTransType = 374;
572
- const int CashDistribAgentAcctNumber = 500;
573
- const int LegExecInst = 1384;
574
- const int CapPrice = 1199;
575
- const int LegRepurchaseTerm = 251;
576
- const int RegistAcctType = 493;
577
- const int MassActionRejectReason = 1376;
578
- const int DerivativePutOrCall = 1323;
579
- const int StartMaturityMonthYear = 1241;
580
- const int CollApplType = 1043;
581
- const int NoUnderlyingAmounts = 984;
582
- const int ConfirmType = 773;
583
- const int LegMaturityMonthYear = 610;
584
- const int RelatdSym = 46;
585
- const int UnderlyingLegSecuritySubType = 1338;
586
- const int NoUnderlyingSecurityAltID = 457;
587
- const int MDQuoteType = 1070;
588
- const int QtyType = 854;
589
- const int QuoteRespType = 694;
590
- const int IOINaturalFlag = 130;
591
- const int BenchmarkCurvePoint = 222;
592
- const int TradSesUpdateAction = 1327;
593
- const int UnderlyingCashAmount = 973;
594
- const int CollAsgnID = 902;
595
- const int ExchangeRule = 825;
596
- const int EncodedHeadline = 359;
597
- const int RegistID = 513;
598
- const int CrossID = 548;
599
- const int NoExecs = 124;
600
- const int DerivativeSecurityGroup = 1247;
601
- const int SecondaryDisplayQty = 1082;
602
- const int RefMsgType = 372;
603
- const int StandInstDbID = 171;
604
- const int EncodedLegSecurityDescLen = 621;
605
- const int DerivativeEventPx = 1290;
606
- const int SettlObligSource = 1164;
607
- const int TrdSubType = 829;
608
- const int EncodedUnderlyingIssuerLen = 362;
609
- const int ExecTransType = 20;
610
- const int BeginSeqNo = 7;
611
- const int DayBookingInst = 589;
612
- const int FlowScheduleType = 1439;
613
- const int MDOriginType = 1024;
614
- const int CollInquiryStatus = 945;
615
- const int NoInstrAttrib = 870;
616
- const int RegistEmail = 511;
617
- const int StreamAsgnReqID = 1497;
618
- const int CPProgram = 875;
619
- const int ConfirmReqID = 859;
620
- const int AltMDSourceID = 817;
621
- const int NoOrders = 73;
622
- const int CashDistribAgentAcctName = 502;
623
- const int UndlyInstrumentPartyIDSource = 1060;
624
- const int UnderlyingSettlMethod = 1039;
625
- const int NoMDEntryTypes = 267;
626
- const int MDEntryForwardPoints = 1027;
627
- const int PosReqType = 724;
628
- const int MassStatusReqType = 585;
629
- const int TradeOriginationDate = 229;
630
- const int SettlPrice = 730;
631
- const int SecuritySettlAgentAcctName = 179;
632
- const int NoDerivativeEvents = 1286;
633
- const int UnderlyingEndPrice = 883;
634
- const int SubscriptionRequestType = 263;
635
- const int TotalNumSecurityTypes = 557;
636
- const int NewsCategory = 1473;
637
- const int UnderlyingLegPutOrCall = 1343;
638
- const int URLLink = 149;
639
- const int NoInstrumentPartySubIDs = 1052;
640
- const int UnderlyingCurrentValue = 885;
641
- const int InterestAccrualDate = 874;
642
- const int FutSettDate2 = 193;
643
- const int NoClearingInstructions = 576;
644
- const int UnderlyingCurrency = 318;
645
- const int LegInterestAccrualDate = 956;
646
- const int NewPassword = 925;
647
- const int RedemptionDate = 240;
648
- const int RefApplLastSeqNum = 1357;
649
- const int StartCash = 921;
650
- const int MaxMessageSize = 383;
651
- const int OfferForwardPoints = 191;
652
- const int IOIQty = 27;
653
- const int LastQty = 32;
654
- const int ApplResponseError = 1354;
655
- const int UnderlyingLegSecurityType = 1337;
656
- const int DerivativePriceUnitOfMeasure = 1315;
657
- const int TriggerPriceDirection = 1109;
658
- const int PositionCurrency = 1055;
659
- const int MessageEventSource = 1011;
660
- const int CollInquiryID = 909;
661
- const int UnderlyingStartValue = 884;
662
- const int LastLiquidityInd = 851;
663
- const int SecurityID = 48;
664
- const int NoMDEntries = 268;
665
- const int StrikePriceDeterminationMethod = 1478;
666
- const int EndDate = 917;
667
- const int CashOutstanding = 901;
668
- const int MDReqID = 262;
669
- const int IOIRefID = 26;
670
- const int TargetStrategy = 847;
671
- const int ConfirmRefID = 772;
265
+ const int MDMkt = 275;
266
+ const int QuoteCondition = 276;
267
+ const int TradeCondition = 277;
268
+ const int MDEntryID = 278;
269
+ const int MDUpdateAction = 279;
270
+ const int MDEntryRefID = 280;
271
+ const int MDReqRejReason = 281;
272
+ const int MDEntryOriginator = 282;
273
+ const int LocationID = 283;
274
+ const int DeskID = 284;
275
+ const int DeleteReason = 285;
276
+ const int OpenCloseSettleFlag = 286;
672
277
  const int SellerDays = 287;
673
- const int DueToRelated = 329;
674
- const int SecondaryTradingReferencePrice = 1240;
675
- const int NoMDFeedTypes = 1141;
676
- const int UnderlyingInstrumentPartySubIDType = 1064;
677
- const int TradSesCloseTime = 344;
678
- const int ContractSettlMonth = 667;
679
- const int DerivativeStrikePrice = 1261;
680
- const int TriggerSecurityDesc = 1106;
681
- const int UnderlyingCashType = 974;
682
- const int NoMiscFees = 136;
683
- const int CustOrderCapacity = 582;
684
- const int LegAllocSettlCurrency = 1367;
685
- const int UnderlyingAdjustedQuantity = 1044;
686
- const int OwnershipType = 517;
687
- const int MaxShow = 210;
688
- const int LegSecurityID = 602;
689
- const int DerivativeSecurityDesc = 1279;
690
- const int UnitOfMeasure = 996;
691
- const int Quantity = 53;
692
- const int NewsID = 1472;
693
- const int UndlyInstrumentPartySubIDType = 1064;
694
- const int SettleOnOpenFlag = 966;
695
- const int LastUpdateTime = 779;
696
- const int RepurchaseRate = 227;
697
- const int RepurchaseTerm = 226;
698
- const int NestedPartyRole = 538;
699
- const int SecondaryExecID = 527;
700
- const int Pool = 691;
701
- const int NoTickRules = 1205;
702
- const int Volatility = 1188;
703
- const int PctAtRisk = 869;
704
- const int UnderlyingSecurityExchange = 308;
705
- const int LegStrikePrice = 612;
706
- const int SettlmntTyp = 63;
707
- const int TradePublishIndicator = 1390;
708
- const int ApplResponseType = 1348;
709
- const int MDSubBookType = 1173;
710
- const int Username = 553;
711
- const int StandInstDbType = 169;
712
- const int QuoteEntryStatus = 1167;
713
- const int TriggerPriceType = 1107;
714
- const int SideTrdSubTyp = 1008;
715
- const int UnderlyingTradingSessionSubID = 823;
716
- const int SettlInstReqRejCode = 792;
717
- const int MktBidPx = 645;
718
- const int UnderlyingLegSymbol = 1330;
719
- const int StrikeValue = 968;
720
- const int Urgency = 61;
721
- const int AllocID = 70;
722
- const int UnderlyingDeliveryAmount = 1037;
723
- const int SideQty = 1009;
724
- const int CollAsgnTransType = 903;
725
- const int ThresholdAmount = 834;
278
+ const int MDEntryBuyer = 288;
279
+ const int MDEntrySeller = 289;
280
+ const int MDEntryPositionNo = 290;
281
+ const int FinancialStatus = 291;
282
+ const int CorporateAction = 292;
726
283
  const int DefBidSize = 293;
727
- const int LegStateOrProvinceOfIssue = 597;
728
- const int PaymentMethod = 492;
729
- const int UnderlyingLegOptAttribute = 1391;
730
- const int LegVolatility = 1379;
731
- const int DerivativeInstrAttribType = 1313;
732
- const int DerivativeUnitOfMeasureQty = 1270;
733
- const int NoStatsIndicators = 1175;
734
- const int TriggerPriceTypeScope = 1108;
735
- const int LastNetworkResponseID = 934;
736
- const int UnderlyingSettlPriceType = 733;
737
- const int ApplReportID = 1356;
738
- const int PegLimitType = 837;
739
- const int ExecID = 17;
740
- const int Side = 54;
741
- const int UnderlyingLastPx = 651;
742
- const int MarketDepth = 264;
743
- const int DiscretionOffset = 389;
744
- const int ContAmtType = 519;
745
- const int MiscFeeCurr = 138;
746
- const int AttachmentPoint = 1457;
747
- const int OrderCategory = 1115;
748
- const int AdvTransType = 5;
749
- const int WtAverageLiquidity = 410;
750
- const int QuoteSetValidUntilTime = 367;
751
- const int NoNested4PartyIDs = 1414;
752
- const int LegPutOrCall = 1358;
753
- const int UserStatusText = 927;
754
- const int Nested2PartySubID = 760;
755
- const int EFPTrackingError = 405;
756
- const int SideLiquidityInd = 1444;
757
- const int DerivativeMinPriceIncrement = 1267;
758
- const int PublishTrdIndicator = 852;
759
- const int InvestorCountryOfResidence = 475;
760
- const int SideReasonCd = 1007;
761
- const int MinPriceIncrement = 969;
762
- const int SecuritySettlAgentContactName = 180;
284
+ const int DefOfferSize = 294;
285
+ const int NoQuoteEntries = 295;
286
+ const int NoQuoteSets = 296;
287
+ const int QuoteAckStatus = 297;
288
+ const int QuoteCancelType = 298;
289
+ const int QuoteEntryID = 299;
290
+ const int QuoteRejectReason = 300;
291
+ const int QuoteResponseLevel = 301;
292
+ const int QuoteSetID = 302;
293
+ const int QuoteRequestType = 303;
294
+ const int TotQuoteEntries = 304;
295
+ const int UnderlyingIDSource = 305;
296
+ const int UnderlyingIssuer = 306;
297
+ const int UnderlyingSecurityDesc = 307;
298
+ const int UnderlyingSecurityExchange = 308;
299
+ const int UnderlyingSecurityID = 309;
300
+ const int UnderlyingSecurityType = 310;
301
+ const int UnderlyingSymbol = 311;
302
+ const int UnderlyingSymbolSfx = 312;
303
+ const int UnderlyingMaturityMonthYear = 313;
304
+ const int UnderlyingMaturityDay = 314;
305
+ const int UnderlyingPutOrCall = 315;
306
+ const int UnderlyingStrikePrice = 316;
307
+ const int UnderlyingOptAttribute = 317;
308
+ const int UnderlyingCurrency = 318;
309
+ const int RatioQty = 319;
310
+ const int SecurityReqID = 320;
311
+ const int SecurityRequestType = 321;
312
+ const int SecurityResponseID = 322;
763
313
  const int SecurityResponseType = 323;
764
- const int LegBenchmarkCurvePoint = 678;
765
- const int ClearingFirm = 439;
766
- const int SessionStatus = 1409;
767
- const int TriggerSecurityID = 1104;
768
- const int TotNoAllocs = 892;
769
- const int NoAltMDSource = 816;
770
- const int AllocAccountType = 798;
771
- const int LastPx = 31;
772
- const int AllocTransType = 71;
773
- const int TotNoQuoteEntries = 304;
774
- const int MinBidSize = 647;
775
- const int SettlBrkrCode = 174;
776
- const int CardHolderName = 488;
777
- const int ExpirationQtyType = 982;
778
- const int EncodedUnderlyingSecurityDescLen = 364;
779
- const int QuoteReqID = 131;
780
- const int PriceUnitOfMeasure = 1191;
781
- const int TZTransactTime = 1132;
782
- const int AllocHandlInst = 209;
783
- const int UnderlyingInstrumentPartyIDSource = 1060;
784
- const int CurrencyRatio = 1382;
785
- const int RefreshQty = 1088;
786
- const int TradeRequestStatus = 750;
787
- const int TrdRepIndicator = 1389;
788
- const int MiscFeeAmt = 137;
789
- const int TradSesOpenTime = 342;
790
- const int PreallocMethod = 591;
791
- const int TaxAdvantageType = 495;
792
- const int MessageEncoding = 347;
793
- const int NoPartySubIDs = 802;
794
- const int SettlInstReqID = 791;
795
- const int LegRepoCollateralSecurityType = 250;
796
- const int AffectedSecondaryOrderID = 536;
797
- const int DerivativeMaturityTime = 1253;
798
- const int ExpireTime = 126;
799
- const int UnderlyingFactor = 246;
800
- const int OrigOrdModTime = 586;
801
- const int NoTrdRepIndicators = 1387;
802
- const int DerivativeMaturityDate = 1252;
803
- const int DerivativeCFICode = 1248;
804
- const int Nested2PartySubIDType = 807;
805
- const int LegIOIQty = 682;
806
- const int ExpireDate = 432;
807
- const int NoMatchRules = 1235;
808
- const int ApplEndSeqNum = 1183;
809
- const int EventPx = 867;
810
- const int AsgnRptID = 833;
811
- const int TimeInForce = 59;
314
+ const int SecurityStatusReqID = 324;
315
+ const int UnsolicitedIndicator = 325;
316
+ const int SecurityTradingStatus = 326;
317
+ const int HaltReasonChar = 327;
318
+ const int InViewOfCommon = 328;
319
+ const int DueToRelated = 329;
320
+ const int BuyVolume = 330;
321
+ const int SellVolume = 331;
322
+ const int HighPx = 332;
812
323
  const int LowPx = 333;
813
- const int IOIQualifier = 104;
814
- const int WaveNo = 105;
815
- const int StrikePriceBoundaryMethod = 1479;
816
- const int DerivativeIssueDate = 1276;
817
- const int MiscFeeType = 139;
818
- const int QuoteID = 117;
819
- const int DerivativeInstrumentPartyIDSource = 1294;
820
- const int SettlObligID = 1161;
821
- const int InstrAttribValue = 872;
822
- const int LiquidityValue = 404;
823
- const int SecurityIDSource = 22;
824
- const int NewsRefType = 1477;
825
- const int NoOfLegUnderlyings = 1342;
826
- const int DerivativeEncodedSecurityDesc = 1281;
827
- const int TriggerOrderType = 1111;
828
- const int UnderlyingDirtyPrice = 882;
829
- const int CrossType = 549;
830
- const int RepoCollateralSecurityType = 239;
831
- const int Password = 554;
832
- const int OpenCloseSettleFlag = 286;
833
- const int Subject = 147;
834
- const int RefApplReqID = 1433;
835
- const int UnderlyingEndValue = 886;
836
- const int NewSeqNo = 36;
837
- const int OrigTradeHandlingInstr = 1124;
838
- const int DisplayHighQty = 1086;
839
- const int MDBookType = 1021;
840
- const int MarginExcess = 899;
841
- const int BasisPxType = 419;
842
- const int DlvyInst = 86;
324
+ const int Adjustment = 334;
325
+ const int TradSesReqID = 335;
326
+ const int TradingSessionID = 336;
327
+ const int ContraTrader = 337;
328
+ const int TradSesMethod = 338;
329
+ const int TradSesMode = 339;
330
+ const int TradSesStatus = 340;
331
+ const int TradSesStartTime = 341;
332
+ const int TradSesOpenTime = 342;
333
+ const int TradSesPreCloseTime = 343;
334
+ const int TradSesCloseTime = 344;
335
+ const int TradSesEndTime = 345;
336
+ const int NumberOfOrders = 346;
337
+ const int EncodedIssuerLen = 348;
338
+ const int EncodedIssuer = 349;
339
+ const int EncodedSecurityDescLen = 350;
340
+ const int EncodedSecurityDesc = 351;
341
+ const int EncodedListExecInstLen = 352;
342
+ const int EncodedListExecInst = 353;
343
+ const int EncodedSubjectLen = 356;
344
+ const int EncodedSubject = 357;
345
+ const int EncodedHeadlineLen = 358;
346
+ const int EncodedHeadline = 359;
347
+ const int EncodedAllocTextLen = 360;
348
+ const int EncodedAllocText = 361;
349
+ const int EncodedUnderlyingIssuerLen = 362;
350
+ const int EncodedUnderlyingIssuer = 363;
351
+ const int EncodedUnderlyingSecurityDescLen = 364;
352
+ const int EncodedUnderlyingSecurityDesc = 365;
353
+ const int AllocPrice = 366;
354
+ const int QuoteSetValidUntilTime = 367;
355
+ const int QuoteEntryRejectReason = 368;
356
+ const int OnBehalfOfSendingTime = 370;
357
+ const int BidRequestTransType = 374;
358
+ const int ContraBroker = 375;
843
359
  const int ComplianceID = 376;
844
- const int EmailThreadID = 164;
845
- const int ContAmtCurr = 521;
846
- const int ComplexEventType = 1484;
847
- const int MassActionResponse = 1375;
848
- const int UnderlyingIssueDate = 242;
849
- const int SecurityRequestType = 321;
850
- const int AllocInterestAtMaturity = 741;
851
- const int ListRejectReason = 1386;
852
- const int DeskType = 1033;
853
- const int SecondaryTradeReportID = 818;
854
- const int SettlType = 63;
855
- const int OpenClose = 77;
856
- const int ContractMultiplierUnit = 1435;
857
- const int SecondaryLowLimitPrice = 1221;
858
- const int ExpQty = 983;
859
- const int NetworkRequestID = 933;
860
- const int TrdType = 828;
861
- const int NoUnderlyings = 711;
862
- const int MDMkt = 275;
863
- const int LastMkt = 30;
864
- const int RestructuringType = 1449;
865
- const int NoStrikeRules = 1201;
360
+ const int SolicitedFlag = 377;
361
+ const int ExecRestatementReason = 378;
362
+ const int BusinessRejectRefID = 379;
363
+ const int BusinessRejectReason = 380;
364
+ const int GrossTradeAmt = 381;
365
+ const int NoContraBrokers = 382;
366
+ const int NoTradingSessions = 386;
367
+ const int TotalVolumeTraded = 387;
368
+ const int DiscretionInst = 388;
369
+ const int DiscretionOffset = 389;
370
+ const int BidID = 390;
371
+ const int ClientBidID = 391;
866
372
  const int ListName = 392;
373
+ const int TotalNumSecurities = 393;
374
+ const int BidType = 394;
375
+ const int NumTickets = 395;
376
+ const int SideValue1 = 396;
377
+ const int SideValue2 = 397;
378
+ const int NoBidDescriptors = 398;
379
+ const int BidDescriptorType = 399;
380
+ const int BidDescriptor = 400;
381
+ const int SideValueInd = 401;
382
+ const int LiquidityPctLow = 402;
383
+ const int LiquidityPctHigh = 403;
384
+ const int LiquidityValue = 404;
385
+ const int EFPTrackingError = 405;
386
+ const int FairValue = 406;
387
+ const int OutsideIndexPct = 407;
388
+ const int ValueOfFutures = 408;
389
+ const int LiquidityIndType = 409;
390
+ const int WtAverageLiquidity = 410;
391
+ const int ExchangeForPhysical = 411;
392
+ const int OutMainCntryUIndex = 412;
393
+ const int CrossPercent = 413;
867
394
  const int ProgRptReqs = 414;
868
- const int TradingSessionID = 336;
395
+ const int ProgPeriodInterval = 415;
396
+ const int IncTaxInd = 416;
397
+ const int NumBidders = 417;
398
+ const int TradeType = 418;
399
+ const int BasisPxType = 419;
400
+ const int NoBidComponents = 420;
401
+ const int Country = 421;
402
+ const int TotNoStrikes = 422;
403
+ const int PriceType = 423;
404
+ const int DayOrderQty = 424;
405
+ const int DayCumQty = 425;
406
+ const int DayAvgPx = 426;
407
+ const int GTBookingInst = 427;
408
+ const int NoStrikes = 428;
409
+ const int ListStatusType = 429;
410
+ const int NetGrossInd = 430;
869
411
  const int ListOrderStatus = 431;
870
- const int RegistStatus = 506;
871
- const int PosAmt = 708;
872
- const int UnderlyingPriceDeterminationMethod = 1481;
873
- const int NoUnderlyingStips = 887;
874
- const int TradSesPreCloseTime = 343;
875
- const int MassCancelRequestType = 530;
876
- const int UnderlyingLegSecurityAltIDSource = 1336;
877
- const int SettlPartyID = 782;
878
- const int NoAffectedOrders = 534;
879
- const int CashSettlAgentAcctNum = 184;
880
- const int UnderlyingLegMaturityMonthYear = 1339;
881
- const int NoLotTypeRules = 1234;
882
- const int NoDates = 580;
412
+ const int ExpireDate = 432;
413
+ const int ListExecInstType = 433;
883
414
  const int CxlRejResponseTo = 434;
884
- const int EffectiveTime = 168;
885
- const int GrossTradeAmt = 381;
886
- const int SecurityListDesc = 1467;
887
- const int NotAffectedOrderID = 1371;
888
- const int DerivativeStrikeValue = 1264;
889
- const int NoPosAmt = 753;
890
- const int LegCreditRating = 257;
891
- const int BidForwardPoints2 = 642;
892
- const int SettlDate = 64;
893
- const int ClientID = 109;
894
- const int QuoteCancelType = 298;
415
+ const int UnderlyingCouponRate = 435;
416
+ const int UnderlyingContractMultiplier = 436;
417
+ const int ContraTradeQty = 437;
418
+ const int ContraTradeTime = 438;
419
+ const int ClearingFirm = 439;
420
+ const int ClearingAccount = 440;
421
+ const int LiquidityNumSecurities = 441;
422
+ const int MultiLegReportingType = 442;
423
+ const int StrikeTime = 443;
424
+ const int ListStatusText = 444;
425
+ const int EncodedListStatusTextLen = 445;
426
+ const int EncodedListStatusText = 446;
427
+ const int SecurityIDSource = 22;
428
+ const int IOIQty = 27;
429
+ const int LastQty = 32;
430
+ const int Quantity = 53;
431
+ const int PositionEffect = 77;
432
+ const int AllocQty = 80;
433
+ const int Spread = 218;
434
+ const int BenchmarkCurveCurrency = 220;
435
+ const int BenchmarkCurveName = 221;
436
+ const int BenchmarkCurvePoint = 222;
437
+ const int CouponPaymentDate = 224;
438
+ const int IssueDate = 225;
439
+ const int RepurchaseTerm = 226;
440
+ const int RepurchaseRate = 227;
441
+ const int Factor = 228;
442
+ const int TradeOriginationDate = 229;
443
+ const int ExDate = 230;
444
+ const int NoStipulations = 232;
895
445
  const int StipulationType = 233;
896
- const int OutMainCntryUIndex = 412;
897
- const int LegSettlmntTyp = 587;
898
- const int DerivativeNTPositionLimit = 1274;
899
- const int PriceQuoteMethod = 1196;
900
- const int LowLimitPrice = 1148;
901
- const int LegUnitOfMeasure = 999;
902
- const int SessionRejectReason = 373;
903
- const int DeliveryType = 919;
904
- const int AllocPrice = 366;
905
- const int NoBidComponents = 420;
906
- const int QuoteQualifier = 695;
446
+ const int StipulationValue = 234;
447
+ const int YieldType = 235;
448
+ const int Yield = 236;
449
+ const int TotalTakedown = 237;
450
+ const int Concession = 238;
451
+ const int RepoCollateralSecurityType = 239;
452
+ const int RedemptionDate = 240;
453
+ const int UnderlyingCouponPaymentDate = 241;
454
+ const int UnderlyingIssueDate = 242;
455
+ const int UnderlyingRepoCollateralSecurityType = 243;
456
+ const int UnderlyingRepurchaseTerm = 244;
457
+ const int UnderlyingRepurchaseRate = 245;
458
+ const int UnderlyingFactor = 246;
459
+ const int UnderlyingRedemptionDate = 247;
460
+ const int LegCouponPaymentDate = 248;
461
+ const int LegIssueDate = 249;
462
+ const int LegRepoCollateralSecurityType = 250;
463
+ const int LegRepurchaseTerm = 251;
464
+ const int LegRepurchaseRate = 252;
465
+ const int LegFactor = 253;
466
+ const int LegRedemptionDate = 254;
467
+ const int CreditRating = 255;
468
+ const int UnderlyingCreditRating = 256;
469
+ const int LegCreditRating = 257;
470
+ const int TradedFlatSwitch = 258;
471
+ const int BasisFeatureDate = 259;
472
+ const int BasisFeaturePrice = 260;
473
+ const int QuoteStatus = 297;
474
+ const int UnderlyingSecurityIDSource = 305;
475
+ const int PartyIDSource = 447;
476
+ const int PartyID = 448;
477
+ const int TotalVolumeTradedDate = 449;
478
+ const int TotalVolumeTradedTime = 450;
479
+ const int NetChgPrevDay = 451;
480
+ const int PartyRole = 452;
481
+ const int NoPartyIDs = 453;
482
+ const int NoSecurityAltID = 454;
483
+ const int SecurityAltID = 455;
484
+ const int SecurityAltIDSource = 456;
485
+ const int NoUnderlyingSecurityAltID = 457;
486
+ const int UnderlyingSecurityAltID = 458;
487
+ const int UnderlyingSecurityAltIDSource = 459;
488
+ const int Product = 460;
489
+ const int CFICode = 461;
490
+ const int UnderlyingProduct = 462;
491
+ const int UnderlyingCFICode = 463;
492
+ const int QuantityType = 465;
493
+ const int BookingRefID = 466;
494
+ const int IndividualAllocID = 467;
495
+ const int RoundingDirection = 468;
496
+ const int RoundingModulus = 469;
497
+ const int CountryOfIssue = 470;
498
+ const int StateOrProvinceOfIssue = 471;
499
+ const int LocaleOfIssue = 472;
500
+ const int NoRegistDtls = 473;
501
+ const int MailingDtls = 474;
502
+ const int InvestorCountryOfResidence = 475;
503
+ const int PaymentRef = 476;
504
+ const int DistribPaymentMethod = 477;
505
+ const int CashDistribCurr = 478;
506
+ const int CommCurrency = 479;
507
+ const int CancellationRights = 480;
508
+ const int MoneyLaunderingStatus = 481;
509
+ const int MailingInst = 482;
510
+ const int TransBkdTime = 483;
511
+ const int ExecPriceType = 484;
512
+ const int ExecPriceAdjustment = 485;
513
+ const int DateOfBirth = 486;
514
+ const int TradeReportTransType = 487;
515
+ const int CardHolderName = 488;
516
+ const int CardNumber = 489;
517
+ const int CardExpDate = 490;
518
+ const int CardIssNo = 491;
519
+ const int PaymentMethod = 492;
520
+ const int RegistAcctType = 493;
521
+ const int Designation = 494;
522
+ const int TaxAdvantageType = 495;
523
+ const int RegistRejReasonText = 496;
524
+ const int FundRenewWaiv = 497;
525
+ const int CashDistribAgentName = 498;
526
+ const int CashDistribAgentCode = 499;
527
+ const int CashDistribAgentAcctNumber = 500;
528
+ const int CashDistribPayRef = 501;
529
+ const int CardStartDate = 503;
530
+ const int PaymentDate = 504;
531
+ const int PaymentRemitterID = 505;
532
+ const int RegistStatus = 506;
533
+ const int RegistRejReasonCode = 507;
534
+ const int RegistRefID = 508;
535
+ const int RegistDetls = 509;
536
+ const int NoDistribInsts = 510;
537
+ const int RegistEmail = 511;
538
+ const int DistribPercentage = 512;
539
+ const int RegistID = 513;
540
+ const int RegistTransType = 514;
541
+ const int ExecValuationPoint = 515;
542
+ const int OrderPercent = 516;
543
+ const int OwnershipType = 517;
544
+ const int NoContAmts = 518;
545
+ const int ContAmtType = 519;
546
+ const int ContAmtValue = 520;
547
+ const int ContAmtCurr = 521;
548
+ const int OwnerType = 522;
549
+ const int PartySubID = 523;
550
+ const int NestedPartyID = 524;
551
+ const int NestedPartyIDSource = 525;
552
+ const int SecondaryClOrdID = 526;
553
+ const int SecondaryExecID = 527;
554
+ const int OrderCapacity = 528;
555
+ const int OrderRestrictions = 529;
556
+ const int MassCancelRequestType = 530;
557
+ const int MassCancelResponse = 531;
558
+ const int MassCancelRejectReason = 532;
559
+ const int TotalAffectedOrders = 533;
560
+ const int NoAffectedOrders = 534;
561
+ const int AffectedOrderID = 535;
562
+ const int AffectedSecondaryOrderID = 536;
563
+ const int QuoteType = 537;
564
+ const int NestedPartyRole = 538;
565
+ const int NoNestedPartyIDs = 539;
566
+ const int TotalAccruedInterestAmt = 540;
567
+ const int MaturityDate = 541;
568
+ const int UnderlyingMaturityDate = 542;
569
+ const int InstrRegistry = 543;
570
+ const int CashMargin = 544;
571
+ const int NestedPartySubID = 545;
907
572
  const int Scope = 546;
908
- const int NoSecurityAltID = 454;
909
- const int RootPartySubID = 1121;
910
- const int DeliverToLocationID = 145;
911
- const int DeleteReason = 285;
912
- const int BidSpotRate = 188;
913
- const int Nested4PartyID = 1415;
914
- const int InViewOfCommon = 328;
915
- const int UnderlyingSettlPrice = 732;
916
- const int RegistRejReasonText = 496;
573
+ const int MDImplicitDelete = 547;
574
+ const int CrossID = 548;
575
+ const int CrossType = 549;
576
+ const int CrossPrioritization = 550;
577
+ const int OrigCrossID = 551;
917
578
  const int NoSides = 552;
918
- const int LegAllocAccount = 671;
919
- const int LegSecurityDesc = 620;
579
+ const int NoLegs = 555;
580
+ const int LegCurrency = 556;
581
+ const int TotalNumSecurityTypes = 557;
582
+ const int NoSecurityTypes = 558;
583
+ const int SecurityListRequestType = 559;
584
+ const int SecurityRequestResult = 560;
585
+ const int RoundLot = 561;
586
+ const int MinTradeVol = 562;
587
+ const int MultiLegRptTypeReq = 563;
588
+ const int LegPositionEffect = 564;
589
+ const int LegCoveredOrUncovered = 565;
590
+ const int LegPrice = 566;
591
+ const int TradSesStatusRejReason = 567;
592
+ const int TradeRequestID = 568;
593
+ const int TradeRequestType = 569;
594
+ const int PreviouslyReported = 570;
595
+ const int TradeReportID = 571;
596
+ const int TradeReportRefID = 572;
597
+ const int MatchStatus = 573;
598
+ const int MatchType = 574;
599
+ const int OddLot = 575;
600
+ const int NoClearingInstructions = 576;
601
+ const int ClearingInstruction = 577;
602
+ const int TradeInputSource = 578;
603
+ const int TradeInputDevice = 579;
604
+ const int NoDates = 580;
605
+ const int AccountType = 581;
606
+ const int CustOrderCapacity = 582;
920
607
  const int ClOrdLinkID = 583;
921
- const int OrigSendingTime = 122;
608
+ const int MassStatusReqID = 584;
609
+ const int MassStatusReqType = 585;
610
+ const int OrigOrdModTime = 586;
611
+ const int LegSettlmntTyp = 587;
612
+ const int LegFutSettDate = 588;
613
+ const int DayBookingInst = 589;
614
+ const int BookingUnit = 590;
615
+ const int PreallocMethod = 591;
616
+ const int UnderlyingCountryOfIssue = 592;
617
+ const int UnderlyingStateOrProvinceOfIssue = 593;
618
+ const int UnderlyingLocaleOfIssue = 594;
619
+ const int UnderlyingInstrRegistry = 595;
620
+ const int LegCountryOfIssue = 596;
621
+ const int LegStateOrProvinceOfIssue = 597;
622
+ const int LegLocaleOfIssue = 598;
623
+ const int LegInstrRegistry = 599;
624
+ const int LegSymbol = 600;
625
+ const int LegSymbolSfx = 601;
626
+ const int LegSecurityID = 602;
627
+ const int LegSecurityIDSource = 603;
628
+ const int NoLegSecurityAltID = 604;
629
+ const int LegSecurityAltID = 605;
630
+ const int LegSecurityAltIDSource = 606;
631
+ const int LegProduct = 607;
632
+ const int LegCFICode = 608;
633
+ const int LegSecurityType = 609;
634
+ const int LegMaturityMonthYear = 610;
635
+ const int LegMaturityDate = 611;
636
+ const int LegStrikePrice = 612;
637
+ const int LegOptAttribute = 613;
638
+ const int LegContractMultiplier = 614;
639
+ const int LegCouponRate = 615;
640
+ const int LegSecurityExchange = 616;
641
+ const int LegIssuer = 617;
922
642
  const int EncodedLegIssuerLen = 618;
923
- const int OrderID = 37;
924
- const int SecurityType = 167;
925
- const int RoundingDirection = 468;
926
- const int FillExecID = 1363;
927
- const int NoEvents = 864;
928
- const int RoundLot = 561;
929
- const int MDEntrySize = 271;
930
- const int EncodedIssuerLen = 348;
931
- const int DerivativePriceUnitOfMeasureQty = 1316;
932
- const int TimeUnit = 997;
933
- const int TotNoOrders = 68;
643
+ const int EncodedLegIssuer = 619;
644
+ const int LegSecurityDesc = 620;
645
+ const int EncodedLegSecurityDescLen = 621;
646
+ const int EncodedLegSecurityDesc = 622;
647
+ const int LegRatioQty = 623;
648
+ const int LegSide = 624;
649
+ const int TradingSessionSubID = 625;
650
+ const int AllocType = 626;
651
+ const int MidPx = 631;
652
+ const int BidYield = 632;
653
+ const int MidYield = 633;
654
+ const int OfferYield = 634;
655
+ const int ClearingFeeIndicator = 635;
656
+ const int WorkingIndicator = 636;
657
+ const int LegLastPx = 637;
658
+ const int PriorityIndicator = 638;
659
+ const int PriceImprovement = 639;
660
+ const int Price2 = 640;
661
+ const int LastForwardPoints2 = 641;
662
+ const int BidForwardPoints2 = 642;
663
+ const int OfferForwardPoints2 = 643;
664
+ const int RFQReqID = 644;
665
+ const int MktBidPx = 645;
666
+ const int MktOfferPx = 646;
667
+ const int MinBidSize = 647;
668
+ const int MinOfferSize = 648;
669
+ const int QuoteStatusReqID = 649;
670
+ const int LegalConfirm = 650;
671
+ const int UnderlyingLastPx = 651;
672
+ const int UnderlyingLastQty = 652;
673
+ const int LegRefID = 654;
674
+ const int ContraLegRefID = 655;
675
+ const int SettlCurrBidFxRate = 656;
676
+ const int SettlCurrOfferFxRate = 657;
677
+ const int QuoteRequestRejectReason = 658;
678
+ const int SideComplianceID = 659;
679
+ const int IOIID = 23;
680
+ const int NoLinesOfText = 33;
681
+ const int SettlType = 63;
682
+ const int SettlDate = 64;
683
+ const int AvgPxPrecision = 74;
684
+ const int SettlDate2 = 193;
685
+ const int PegOffsetValue = 211;
686
+ const int OpenCloseSettlFlag = 286;
687
+ const int TotNoQuoteEntries = 304;
688
+ const int DiscretionOffsetValue = 389;
689
+ const int TotNoRelatedSym = 393;
690
+ const int BidTradeType = 418;
691
+ const int CardIssNum = 491;
692
+ const int CashDistribAgentAcctName = 502;
693
+ const int RegistDtls = 509;
694
+ const int TotNoSecurityTypes = 557;
695
+ const int LegSettlType = 587;
696
+ const int LegSettlDate = 588;
697
+ const int AcctIDSource = 660;
698
+ const int AllocAcctIDSource = 661;
699
+ const int BenchmarkPrice = 662;
700
+ const int BenchmarkPriceType = 663;
701
+ const int ConfirmID = 664;
702
+ const int ConfirmStatus = 665;
703
+ const int ConfirmTransType = 666;
704
+ const int ContractSettlMonth = 667;
705
+ const int DeliveryForm = 668;
706
+ const int LastParPx = 669;
707
+ const int NoLegAllocs = 670;
708
+ const int LegAllocAccount = 671;
709
+ const int LegIndividualAllocID = 672;
710
+ const int LegAllocQty = 673;
711
+ const int LegAllocAcctIDSource = 674;
712
+ const int LegSettlCurrency = 675;
713
+ const int LegBenchmarkCurveCurrency = 676;
714
+ const int LegBenchmarkCurveName = 677;
715
+ const int LegBenchmarkCurvePoint = 678;
716
+ const int LegBenchmarkPrice = 679;
717
+ const int LegBenchmarkPriceType = 680;
718
+ const int LegBidPx = 681;
719
+ const int LegIOIQty = 682;
720
+ const int NoLegStipulations = 683;
721
+ const int LegOfferPx = 684;
722
+ const int LegPriceType = 686;
723
+ const int LegQty = 687;
724
+ const int LegStipulationType = 688;
725
+ const int LegStipulationValue = 689;
934
726
  const int LegSwapType = 690;
935
- const int IOITransType = 28;
936
- const int RawDataLength = 95;
937
- const int UnderlyingSecurityType = 310;
938
- const int UnderlyingLegSecurityAltID = 1335;
939
- const int SecurityReportID = 964;
940
- const int TotNumReports = 911;
727
+ const int Pool = 691;
728
+ const int QuotePriceType = 692;
729
+ const int QuoteRespID = 693;
730
+ const int QuoteRespType = 694;
731
+ const int QuoteQualifier = 695;
732
+ const int YieldRedemptionDate = 696;
733
+ const int YieldRedemptionPrice = 697;
734
+ const int YieldRedemptionPriceType = 698;
735
+ const int BenchmarkSecurityID = 699;
736
+ const int ReversalIndicator = 700;
737
+ const int YieldCalcDate = 701;
738
+ const int NoPositions = 702;
739
+ const int PosType = 703;
740
+ const int LongQty = 704;
741
+ const int ShortQty = 705;
742
+ const int PosQtyStatus = 706;
743
+ const int PosAmtType = 707;
744
+ const int PosAmt = 708;
745
+ const int PosTransType = 709;
746
+ const int PosReqID = 710;
747
+ const int NoUnderlyings = 711;
748
+ const int PosMaintAction = 712;
749
+ const int OrigPosReqRefID = 713;
750
+ const int PosMaintRptRefID = 714;
751
+ const int ClearingBusinessDate = 715;
752
+ const int SettlSessID = 716;
753
+ const int SettlSessSubID = 717;
754
+ const int AdjustmentType = 718;
755
+ const int ContraryInstructionIndicator = 719;
756
+ const int PriorSpreadIndicator = 720;
757
+ const int PosMaintRptID = 721;
758
+ const int PosMaintStatus = 722;
759
+ const int PosMaintResult = 723;
760
+ const int PosReqType = 724;
761
+ const int ResponseTransportType = 725;
762
+ const int ResponseDestination = 726;
941
763
  const int TotalNumPosReports = 727;
942
- const int SecurityReqID = 320;
943
764
  const int PosReqResult = 728;
944
- const int LegOfferForwardPoints = 1068;
765
+ const int PosReqStatus = 729;
766
+ const int SettlPrice = 730;
767
+ const int SettlPriceType = 731;
768
+ const int UnderlyingSettlPrice = 732;
769
+ const int UnderlyingSettlPriceType = 733;
770
+ const int PriorSettlPrice = 734;
771
+ const int NoQuoteQualifiers = 735;
772
+ const int AllocSettlCurrency = 736;
773
+ const int AllocSettlCurrAmt = 737;
774
+ const int InterestAtMaturity = 738;
775
+ const int LegDatedDate = 739;
776
+ const int LegPool = 740;
777
+ const int AllocInterestAtMaturity = 741;
778
+ const int AllocAccruedInterestAmt = 742;
779
+ const int DeliveryDate = 743;
780
+ const int AssignmentMethod = 744;
781
+ const int AssignmentUnit = 745;
782
+ const int OpenInterest = 746;
783
+ const int ExerciseMethod = 747;
784
+ const int TotNumTradeReports = 748;
785
+ const int TradeRequestResult = 749;
786
+ const int TradeRequestStatus = 750;
787
+ const int TradeReportRejectReason = 751;
788
+ const int SideMultiLegReportingType = 752;
789
+ const int NoPosAmt = 753;
790
+ const int AutoAcceptIndicator = 754;
791
+ const int AllocReportID = 755;
792
+ const int NoNested2PartyIDs = 756;
793
+ const int Nested2PartyID = 757;
794
+ const int Nested2PartyIDSource = 758;
795
+ const int Nested2PartyRole = 759;
796
+ const int Nested2PartySubID = 760;
797
+ const int BenchmarkSecurityIDSource = 761;
798
+ const int SecuritySubType = 762;
799
+ const int UnderlyingSecuritySubType = 763;
800
+ const int LegSecuritySubType = 764;
801
+ const int AllowableOneSidednessPct = 765;
802
+ const int AllowableOneSidednessValue = 766;
945
803
  const int AllowableOneSidednessCurr = 767;
946
- const int AffectedOrderID = 535;
947
- const int UnderlyingCountryOfIssue = 592;
948
- const int UnderlyingRepurchaseRate = 245;
949
- const int LastMsgSeqNumProcessed = 369;
950
- const int UnderlyingCFICode = 463;
951
- const int DerivativeOptAttribute = 1265;
952
- const int PegSecurityID = 1097;
953
- const int HostCrossID = 961;
954
- const int ExecInstValue = 1308;
955
- const int DerivativeOptPayAmount = 1225;
956
- const int UnderlyingCouponRate = 435;
957
- const int SettlInstMode = 160;
958
- const int SecurityAltIDSource = 456;
959
- const int PreviouslyReported = 570;
960
- const int RptSys = 1135;
804
+ const int NoTrdRegTimestamps = 768;
805
+ const int TrdRegTimestamp = 769;
806
+ const int TrdRegTimestampType = 770;
807
+ const int TrdRegTimestampOrigin = 771;
808
+ const int ConfirmRefID = 772;
809
+ const int ConfirmType = 773;
810
+ const int ConfirmRejReason = 774;
811
+ const int BookingType = 775;
812
+ const int IndividualAllocRejCode = 776;
813
+ const int SettlInstMsgID = 777;
814
+ const int NoSettlInst = 778;
815
+ const int LastUpdateTime = 779;
816
+ const int AllocSettlInstType = 780;
817
+ const int NoSettlPartyIDs = 781;
818
+ const int SettlPartyID = 782;
819
+ const int SettlPartyIDSource = 783;
820
+ const int SettlPartyRole = 784;
821
+ const int SettlPartySubID = 785;
822
+ const int SettlPartySubIDType = 786;
823
+ const int DlvyInstType = 787;
824
+ const int TerminationType = 788;
825
+ const int OrdStatusReqID = 790;
826
+ const int SettlInstReqID = 791;
827
+ const int SettlInstReqRejCode = 792;
828
+ const int SecondaryAllocID = 793;
829
+ const int AllocReportType = 794;
830
+ const int AllocReportRefID = 795;
831
+ const int AllocCancReplaceReason = 796;
832
+ const int CopyMsgIndicator = 797;
833
+ const int AllocAccountType = 798;
834
+ const int OrderAvgPx = 799;
835
+ const int OrderBookingQty = 800;
836
+ const int NoSettlPartySubIDs = 801;
837
+ const int NoPartySubIDs = 802;
838
+ const int PartySubIDType = 803;
839
+ const int NoNestedPartySubIDs = 804;
840
+ const int NestedPartySubIDType = 805;
961
841
  const int NoNested2PartySubIDs = 806;
962
- const int RefAllocID = 72;
963
- const int DefOfferSize = 294;
964
- const int ProductComplex = 1227;
965
- const int CustOrderHandlingInst = 1031;
966
- const int MDPriceLevel = 1023;
967
- const int LegOptionRatio = 1017;
968
- const int SecurityStatus = 965;
969
- const int LegRefID = 654;
970
- const int DividendYield = 1380;
971
- const int DerivativeInstrumentPartySubIDType = 1298;
972
- const int EndStrikePxRange = 1203;
973
- const int DisplayQty = 1138;
974
- const int LegSecuritySubType = 764;
975
- const int ProcessCode = 81;
976
- const int ExecInst = 18;
977
- const int TradSesEndTime = 345;
978
- const int OrigTime = 42;
979
- const int ExecValuationPoint = 515;
980
- const int ExecType = 150;
981
- const int Nested4PartyRole = 1417;
982
- const int MultilegModel = 1377;
983
- const int SecurityGroup = 1151;
984
- const int EventType = 865;
985
- const int TradeAllocIndicator = 826;
986
- const int YieldCalcDate = 701;
987
- const int ValueOfFutures = 408;
988
- const int LegSide = 624;
989
- const int UserStatus = 926;
990
- const int SideValue1 = 396;
991
- const int CxlQty = 84;
992
- const int SecurityResponseID = 322;
993
- const int InstrRegistry = 543;
994
- const int StreamAsgnRptID = 1501;
995
- const int OrderDelayUnit = 1429;
996
- const int LegCurrencyRatio = 1383;
997
- const int EndTickPriceRange = 1207;
998
- const int CollReqID = 894;
999
- const int LegPool = 740;
1000
- const int ShortQty = 705;
1001
- const int SideValue2 = 397;
1002
- const int TradedFlatSwitch = 258;
1003
- const int MassStatusReqID = 584;
1004
- const int ComplexEventEndDate = 1493;
1005
- const int MarketID = 1301;
1006
- const int OrigTradeDate = 1125;
1007
- const int PreTradeAnonymity = 1091;
1008
- const int TrdRptStatus = 939;
1009
- const int DistribPercentage = 512;
1010
- const int QuoteStatus = 297;
1011
- const int ClearingAccount = 440;
1012
- const int TrdMatchID = 880;
842
+ const int Nested2PartySubIDType = 807;
843
+ const int AllocIntermedReqType = 808;
844
+ const int UnderlyingPx = 810;
845
+ const int PriceDelta = 811;
846
+ const int ApplQueueMax = 812;
847
+ const int ApplQueueDepth = 813;
848
+ const int ApplQueueResolution = 814;
849
+ const int ApplQueueAction = 815;
850
+ const int NoAltMDSource = 816;
851
+ const int AltMDSourceID = 817;
852
+ const int SecondaryTradeReportID = 818;
853
+ const int AvgPxIndicator = 819;
854
+ const int TradeLinkID = 820;
1013
855
  const int OrderInputDevice = 821;
1014
- const int SolicitedFlag = 377;
1015
- const int TransactTime = 60;
1016
- const int UnderlyingFlowScheduleType = 1441;
1017
- const int UnderlyingStipValue = 889;
1018
- const int NextExpectedMsgSeqNum = 789;
1019
- const int BenchmarkCurveCurrency = 220;
1020
- const int CFICode = 461;
1021
- const int Factor = 228;
1022
- const int LastShares = 32;
1023
- const int EventTime = 1145;
1024
- const int RootPartySubIDType = 1122;
1025
- const int ShortSaleReason = 853;
1026
- const int XmlData = 213;
1027
- const int NoTargetPartyIDs = 1461;
1028
- const int NoRootPartyIDs = 1116;
1029
- const int EventDate = 866;
856
+ const int UnderlyingTradingSessionID = 822;
857
+ const int UnderlyingTradingSessionSubID = 823;
858
+ const int TradeLegRefID = 824;
859
+ const int ExchangeRule = 825;
860
+ const int TradeAllocIndicator = 826;
861
+ const int ExpirationCycle = 827;
862
+ const int TrdType = 828;
863
+ const int TrdSubType = 829;
864
+ const int TransferReason = 830;
865
+ const int TotNumAssignmentReports = 832;
866
+ const int AsgnRptID = 833;
867
+ const int ThresholdAmount = 834;
868
+ const int PegMoveType = 835;
869
+ const int PegOffsetType = 836;
870
+ const int PegLimitType = 837;
1030
871
  const int PegRoundDirection = 838;
1031
- const int LegSettlDate = 588;
1032
- const int ModelType = 1434;
1033
- const int DefaultVerIndicator = 1410;
1034
- const int FuturesValuationMethod = 1197;
1035
- const int SettlMethod = 1193;
1036
- const int UnderlyingFXRate = 1045;
1037
- const int ConfirmStatus = 665;
1038
- const int LocateReqd = 114;
1039
- const int PosMaintRptID = 721;
1040
- const int Adjustment = 334;
1041
- const int StreamAsgnType = 1617;
1042
- const int LastRptRequested = 912;
1043
- const int LocaleOfIssue = 472;
1044
- const int SenderSubID = 50;
1045
- const int HighPx = 332;
1046
- const int AllocSettlCurrAmt = 737;
1047
- const int ComplexEventPriceBoundaryPrecision = 1488;
1048
- const int InstrumentPartyRole = 1051;
1049
- const int YieldRedemptionPrice = 697;
1050
- const int CumQty = 14;
1051
- const int OrigClOrdID = 41;
1052
- const int SettlSessID = 716;
1053
- const int ParentMktSegmID = 1325;
872
+ const int PeggedPrice = 839;
873
+ const int PegScope = 840;
874
+ const int DiscretionMoveType = 841;
875
+ const int DiscretionOffsetType = 842;
876
+ const int DiscretionLimitType = 843;
877
+ const int DiscretionRoundDirection = 844;
878
+ const int DiscretionPrice = 845;
879
+ const int DiscretionScope = 846;
880
+ const int TargetStrategy = 847;
881
+ const int TargetStrategyParameters = 848;
882
+ const int ParticipationRate = 849;
883
+ const int TargetStrategyPerformance = 850;
884
+ const int LastLiquidityInd = 851;
885
+ const int PublishTrdIndicator = 852;
886
+ const int ShortSaleReason = 853;
887
+ const int QtyType = 854;
888
+ const int SecondaryTrdType = 855;
1054
889
  const int TradeReportType = 856;
1055
- const int AvgPrxPrecision = 74;
1056
- const int NoLegs = 555;
1057
- const int UnderlyingSymbol = 311;
1058
- const int ExerciseStyle = 1194;
1059
- const int HaltReasonChar = 327;
1060
- const int ExDestination = 100;
1061
- const int DerivativeInstrmtAssignmentMethod = 1255;
1062
- const int UnderlyingIDSource = 305;
1063
- const int AdvId = 2;
1064
- const int TransBkdTime = 483;
1065
- const int LegLastPx = 637;
1066
- const int AllocReportType = 794;
1067
- const int RegistDtls = 509;
1068
- const int AllocType = 626;
1069
- const int QuoteRequestRejectReason = 658;
1070
- const int UnderlyingUnitOfMeasure = 998;
1071
- const int IndividualAllocID = 467;
1072
- const int LegOfferPx = 684;
1073
- const int LiquidityIndType = 409;
1074
- const int HopSendingTime = 629;
1075
- const int ApplResendFlag = 1352;
1076
- const int DerivativeCapPrice = 1321;
1077
- const int ComplexOptPayoutAmount = 1485;
1078
- const int LanguageCode = 1474;
1079
- const int SettlObligRefID = 1163;
1080
- const int OrigTradeID = 1126;
1081
- const int UnderlyingCollectAmount = 986;
1082
- const int StatusValue = 928;
1083
- const int OfferSpotRate = 190;
1084
- const int PosType = 703;
1085
- const int UnderlyingRedemptionDate = 247;
1086
- const int SettlDepositoryCode = 173;
1087
- const int StreamAsgnAckType = 1503;
1088
- const int FloorPrice = 1200;
1089
- const int UnderlyingPriceUnitOfMeasureQty = 1425;
1090
- const int FeeMultiplier = 1329;
1091
- const int UnderlyingMaturityTime = 1213;
1092
- const int ApplID = 1180;
1093
- const int LegGrossTradeAmt = 1075;
1094
- const int MDEntryDate = 272;
1095
- const int LegBenchmarkCurveCurrency = 676;
1096
- const int OptPayoutAmount = 1195;
890
+ const int AllocNoOrdersType = 857;
891
+ const int SharedCommission = 858;
892
+ const int ConfirmReqID = 859;
893
+ const int AvgParPx = 860;
894
+ const int ReportedPx = 861;
895
+ const int NoCapacities = 862;
896
+ const int OrderCapacityQty = 863;
897
+ const int NoEvents = 864;
898
+ const int EventType = 865;
899
+ const int EventDate = 866;
900
+ const int EventPx = 867;
901
+ const int EventText = 868;
902
+ const int PctAtRisk = 869;
903
+ const int NoInstrAttrib = 870;
904
+ const int InstrAttribType = 871;
905
+ const int InstrAttribValue = 872;
906
+ const int DatedDate = 873;
907
+ const int InterestAccrualDate = 874;
908
+ const int CPProgram = 875;
909
+ const int CPRegType = 876;
910
+ const int UnderlyingCPProgram = 877;
911
+ const int UnderlyingCPRegType = 878;
912
+ const int UnderlyingQty = 879;
913
+ const int TrdMatchID = 880;
914
+ const int SecondaryTradeReportRefID = 881;
915
+ const int UnderlyingDirtyPrice = 882;
916
+ const int UnderlyingEndPrice = 883;
917
+ const int UnderlyingStartValue = 884;
918
+ const int UnderlyingCurrentValue = 885;
919
+ const int UnderlyingEndValue = 886;
920
+ const int NoUnderlyingStips = 887;
921
+ const int UnderlyingStipType = 888;
922
+ const int UnderlyingStipValue = 889;
923
+ const int MaturityNetMoney = 890;
1097
924
  const int MiscFeeBasis = 891;
1098
- const int ValidUntilTime = 62;
1099
- const int OrdType = 40;
1100
- const int AdvRefID = 3;
1101
- const int HopCompID = 628;
1102
- const int PosMaintRptRefID = 714;
1103
- const int LegStipulationValue = 689;
1104
- const int MatchType = 574;
1105
- const int OptPayoutType = 1482;
1106
- const int UnderlyingPriceUnitOfMeasure = 1424;
1107
- const int MarketUpdateAction = 1395;
925
+ const int TotNoAllocs = 892;
926
+ const int LastFragment = 893;
927
+ const int CollReqID = 894;
928
+ const int CollAsgnReason = 895;
929
+ const int CollInquiryQualifier = 896;
930
+ const int NoTrades = 897;
931
+ const int MarginRatio = 898;
932
+ const int MarginExcess = 899;
933
+ const int TotalNetValue = 900;
934
+ const int CashOutstanding = 901;
935
+ const int CollAsgnID = 902;
936
+ const int CollAsgnTransType = 903;
937
+ const int CollRespID = 904;
938
+ const int CollAsgnRespType = 905;
1108
939
  const int CollAsgnRejectReason = 906;
1109
- const int PeggedRefPrice = 1095;
1110
- const int IndividualAllocType = 992;
940
+ const int CollAsgnRefID = 907;
941
+ const int CollRptID = 908;
942
+ const int CollInquiryID = 909;
943
+ const int CollStatus = 910;
944
+ const int TotNumReports = 911;
945
+ const int LastRptRequested = 912;
946
+ const int AgreementDesc = 913;
947
+ const int AgreementID = 914;
948
+ const int AgreementDate = 915;
949
+ const int StartDate = 916;
950
+ const int EndDate = 917;
951
+ const int AgreementCurrency = 918;
952
+ const int DeliveryType = 919;
953
+ const int EndAccruedInterestAmt = 920;
954
+ const int StartCash = 921;
1111
955
  const int EndCash = 922;
1112
- const int EventText = 868;
1113
- const int ExDate = 230;
1114
- const int NestedPartyIDSource = 525;
1115
- const int GTBookingInst = 427;
1116
- const int DerivativeValuationMethod = 1319;
1117
- const int NumberOfOrders = 346;
1118
- const int TrdRepPartyRole = 1388;
1119
- const int TriggerPrice = 1102;
1120
- const int MDReportID = 963;
1121
- const int SecondaryAllocID = 793;
1122
- const int LeavesQty = 151;
1123
- const int CardStartDate = 503;
1124
- const int LegCoveredOrUncovered = 565;
1125
- const int PutOrCall = 201;
1126
- const int MatchAlgorithm = 1142;
1127
- const int CalculatedCcyLastQty = 1056;
1128
- const int FundRenewWaiv = 497;
1129
- const int SecuritySettlAgentName = 176;
1130
- const int BidDescriptor = 400;
1131
- const int MDStreamID = 1500;
1132
- const int NoAsgnReqs = 1499;
1133
- const int NotionalPercentageOutstanding = 1451;
1134
- const int NoSettlInst = 778;
1135
- const int SettlInstMsgID = 777;
1136
- const int ForexReq = 121;
1137
- const int TradSesReqID = 335;
1138
- const int UnderlyingLegStrikePrice = 1340;
1139
- const int TickRuleType = 1209;
1140
- const int InstrmtAssignmentMethod = 1049;
1141
- const int DiscretionOffsetType = 842;
1142
- const int ConfirmTransType = 666;
1143
- const int TotalTakedown = 237;
1144
- const int ResponseDestination = 726;
1145
- const int MDSecSizeType = 1178;
1146
- const int InstrumentPartySubIDType = 1054;
1147
- const int LegTimeUnit = 1001;
1148
- const int TransferReason = 830;
1149
- const int ApplQueueMax = 812;
1150
- const int DiscretionOffsetValue = 389;
1151
- const int BookingRefID = 466;
1152
- const int LegBidPx = 681;
1153
- const int TradSesEvent = 1368;
1154
- const int DerivativeProduct = 1246;
1155
- const int RootPartyRole = 1119;
1156
- const int DlvyInstType = 787;
1157
- const int NoLinesOfText = 33;
1158
- const int PosReqID = 710;
1159
- const int LegSecurityAltIDSource = 606;
1160
- const int EncodedSubject = 357;
1161
- const int ContraBroker = 375;
1162
- const int TradeCondition = 277;
1163
- const int PartyID = 448;
1164
- const int MDEntryID = 278;
1165
- const int UnderlyingLegSecurityExchange = 1341;
1166
- const int PriceLimitType = 1306;
1167
- const int TriggerSecurityIDSource = 1105;
1168
- const int NoUndlyInstrumentPartySubIDs = 1062;
1169
- const int ClientBidID = 391;
1170
- const int NetChgPrevDay = 451;
1171
- const int DefaultApplVerID = 1137;
1172
- const int IOIID = 23;
1173
- const int SpreadToBenchmark = 218;
1174
- const int CommType = 13;
1175
- const int RegistRejReasonCode = 507;
956
+ const int UserRequestID = 923;
957
+ const int UserRequestType = 924;
958
+ const int NewPassword = 925;
959
+ const int UserStatus = 926;
960
+ const int UserStatusText = 927;
961
+ const int StatusValue = 928;
962
+ const int StatusText = 929;
963
+ const int RefCompID = 930;
964
+ const int RefSubID = 931;
965
+ const int NetworkResponseID = 932;
966
+ const int NetworkRequestID = 933;
967
+ const int LastNetworkResponseID = 934;
968
+ const int NetworkRequestType = 935;
969
+ const int NoCompIDs = 936;
970
+ const int NetworkStatusResponseType = 937;
971
+ const int NoCollInquiryQualifier = 938;
972
+ const int TrdRptStatus = 939;
973
+ const int AffirmStatus = 940;
974
+ const int UnderlyingStrikeCurrency = 941;
975
+ const int LegStrikeCurrency = 942;
976
+ const int TimeBracket = 943;
977
+ const int CollAction = 944;
978
+ const int CollInquiryStatus = 945;
979
+ const int CollInquiryResult = 946;
980
+ const int StrikeCurrency = 947;
981
+ const int NoNested3PartyIDs = 948;
982
+ const int Nested3PartyID = 949;
983
+ const int Nested3PartyIDSource = 950;
984
+ const int Nested3PartyRole = 951;
985
+ const int NoNested3PartySubIDs = 952;
986
+ const int Nested3PartySubID = 953;
987
+ const int Nested3PartySubIDType = 954;
988
+ const int LegContractSettlMonth = 955;
989
+ const int LegInterestAccrualDate = 956;
990
+ const int LegOrderQty = 685;
991
+ const int NoStrategyParameters = 957;
992
+ const int StrategyParameterName = 958;
993
+ const int StrategyParameterType = 959;
994
+ const int StrategyParameterValue = 960;
995
+ const int HostCrossID = 961;
1176
996
  const int SideTimeInForce = 962;
1177
- const int TrdRegTimestamp = 769;
1178
- const int FinancialStatus = 291;
1179
- const int NoTrades = 897;
1180
- const int LastFragment = 893;
1181
- const int PartySubID = 523;
1182
- const int AllocQty = 80;
1183
- const int NotifyBrokerOfCredit = 208;
1184
- const int SideTrdRegTimestampType = 1013;
1185
- const int AgreementDate = 915;
1186
- const int PartySubIDType = 803;
1187
- const int TotalNetValue = 900;
1188
- const int AllocNoOrdersType = 857;
1189
- const int AllocLinkID = 196;
1190
- const int RoundingModulus = 469;
1191
- const int OnBehalfOfCompID = 115;
1192
- const int UnderlyingSecurityID = 309;
1193
- const int SettlObligMsgID = 1160;
997
+ const int MDReportID = 963;
998
+ const int SecurityReportID = 964;
999
+ const int SecurityStatus = 965;
1000
+ const int SettleOnOpenFlag = 966;
1001
+ const int StrikeMultiplier = 967;
1002
+ const int StrikeValue = 968;
1003
+ const int MinPriceIncrement = 969;
1194
1004
  const int PositionLimit = 970;
1195
- const int SharedCommission = 858;
1196
- const int AllowableOneSidednessPct = 765;
1197
- const int AllocText = 161;
1198
- const int EndSeqNo = 16;
1199
- const int NoPartyIDs = 453;
1200
- const int NoContraBrokers = 382;
1201
- const int AllocLinkType = 197;
1005
+ const int NTPositionLimit = 971;
1202
1006
  const int UnderlyingAllocationPercent = 972;
1203
- const int AllocAccruedInterestAmt = 742;
1204
- const int EncodedSecurityListDesc = 1469;
1205
- const int EncryptedPasswordLen = 1401;
1206
- const int LegDividendYield = 1381;
1207
- const int RefreshIndicator = 1187;
1208
- const int SideSettlCurrency = 1155;
1007
+ const int UnderlyingCashAmount = 973;
1008
+ const int UnderlyingCashType = 974;
1209
1009
  const int UnderlyingSettlementType = 975;
1210
- const int OrderCapacityQty = 863;
1211
- const int LongQty = 704;
1212
- const int DerivativeSettlMethod = 1317;
1213
- const int TriggerTradingSessionID = 1113;
1010
+ const int QuantityDate = 976;
1011
+ const int ContIntRptID = 977;
1012
+ const int LateIndicator = 978;
1013
+ const int InputSource = 979;
1014
+ const int SecurityUpdateAction = 980;
1015
+ const int NoExpiration = 981;
1016
+ const int ExpType = 982;
1017
+ const int ExpQty = 983;
1018
+ const int NoUnderlyingAmounts = 984;
1019
+ const int UnderlyingPayAmount = 985;
1020
+ const int UnderlyingCollectAmount = 986;
1021
+ const int UnderlyingSettlementDate = 987;
1022
+ const int UnderlyingSettlementStatus = 988;
1023
+ const int SecondaryIndividualAllocID = 989;
1024
+ const int LegReportID = 990;
1025
+ const int RndPx = 991;
1026
+ const int IndividualAllocType = 992;
1027
+ const int AllocCustomerCapacity = 993;
1028
+ const int TierCode = 994;
1029
+ const int UnitOfMeasure = 996;
1030
+ const int TimeUnit = 997;
1031
+ const int UnderlyingUnitOfMeasure = 998;
1032
+ const int LegUnitOfMeasure = 999;
1033
+ const int UnderlyingTimeUnit = 1000;
1034
+ const int LegTimeUnit = 1001;
1035
+ const int AllocMethod = 1002;
1036
+ const int TradeID = 1003;
1037
+ const int SideTradeReportID = 1005;
1038
+ const int SideFillStationCd = 1006;
1039
+ const int SideReasonCd = 1007;
1040
+ const int SideTrdSubTyp = 1008;
1041
+ const int SideQty = 1009;
1042
+ const int MessageEventSource = 1011;
1043
+ const int SideTrdRegTimestamp = 1012;
1044
+ const int SideTrdRegTimestampType = 1013;
1045
+ const int SideTrdRegTimestampSrc = 1014;
1046
+ const int AsOfIndicator = 1015;
1047
+ const int NoSideTrdRegTS = 1016;
1048
+ const int LegOptionRatio = 1017;
1049
+ const int NoInstrumentParties = 1018;
1050
+ const int InstrumentPartyID = 1019;
1051
+ const int TradeVolume = 1020;
1052
+ const int MDBookType = 1021;
1053
+ const int MDFeedType = 1022;
1054
+ const int MDPriceLevel = 1023;
1055
+ const int MDOriginType = 1024;
1056
+ const int FirstPx = 1025;
1057
+ const int MDEntrySpotRate = 1026;
1058
+ const int MDEntryForwardPoints = 1027;
1059
+ const int ManualOrderIndicator = 1028;
1060
+ const int CustDirectedOrder = 1029;
1061
+ const int ReceivedDeptID = 1030;
1062
+ const int CustOrderHandlingInst = 1031;
1063
+ const int OrderHandlingInstSource = 1032;
1064
+ const int DeskType = 1033;
1065
+ const int DeskTypeSource = 1034;
1066
+ const int DeskOrderHandlingInst = 1035;
1067
+ const int ExecAckStatus = 1036;
1068
+ const int UnderlyingDeliveryAmount = 1037;
1069
+ const int UnderlyingCapValue = 1038;
1070
+ const int UnderlyingSettlMethod = 1039;
1071
+ const int SecondaryTradeID = 1040;
1072
+ const int FirmTradeID = 1041;
1073
+ const int SecondaryFirmTradeID = 1042;
1074
+ const int CollApplType = 1043;
1075
+ const int UnderlyingAdjustedQuantity = 1044;
1076
+ const int UnderlyingFXRate = 1045;
1077
+ const int UnderlyingFXRateCalc = 1046;
1078
+ const int AllocPositionEffect = 1047;
1079
+ const int DealingCapacity = 1048;
1080
+ const int InstrmtAssignmentMethod = 1049;
1081
+ const int InstrumentPartyIDSource = 1050;
1082
+ const int InstrumentPartyRole = 1051;
1083
+ const int NoInstrumentPartySubIDs = 1052;
1084
+ const int InstrumentPartySubID = 1053;
1085
+ const int InstrumentPartySubIDType = 1054;
1086
+ const int PositionCurrency = 1055;
1087
+ const int CalculatedCcyLastQty = 1056;
1088
+ const int AggressorIndicator = 1057;
1089
+ const int NoUndlyInstrumentParties = 1058;
1090
+ const int UndlyInstrumentPartyID = 1059;
1091
+ const int UndlyInstrumentPartyIDSource = 1060;
1092
+ const int UndlyInstrumentPartyRole = 1061;
1093
+ const int NoUndlyInstrumentPartySubIDs = 1062;
1094
+ const int UndlyInstrumentPartySubID = 1063;
1095
+ const int UndlyInstrumentPartySubIDType = 1064;
1096
+ const int BidSwapPoints = 1065;
1097
+ const int OfferSwapPoints = 1066;
1098
+ const int LegBidForwardPoints = 1067;
1099
+ const int LegOfferForwardPoints = 1068;
1100
+ const int SwapPoints = 1069;
1101
+ const int MDQuoteType = 1070;
1102
+ const int LastSwapPoints = 1071;
1103
+ const int SideGrossTradeAmt = 1072;
1104
+ const int LegLastForwardPoints = 1073;
1105
+ const int LegCalculatedCcyLastQty = 1074;
1106
+ const int LegGrossTradeAmt = 1075;
1107
+ const int MaturityTime = 1079;
1108
+ const int RefOrderID = 1080;
1109
+ const int RefOrderIDSource = 1081;
1110
+ const int SecondaryDisplayQty = 1082;
1111
+ const int DisplayWhen = 1083;
1214
1112
  const int DisplayMethod = 1084;
1215
- const int RptSeq = 83;
1216
- const int MDEntryOriginator = 282;
1217
- const int LegInstrRegistry = 599;
1218
- const int FillQty = 1365;
1113
+ const int DisplayLowQty = 1085;
1114
+ const int DisplayHighQty = 1086;
1115
+ const int DisplayMinIncr = 1087;
1116
+ const int RefreshQty = 1088;
1117
+ const int MatchIncrement = 1089;
1118
+ const int MaxPriceLevels = 1090;
1119
+ const int PreTradeAnonymity = 1091;
1120
+ const int PriceProtectionScope = 1092;
1121
+ const int LotType = 1093;
1122
+ const int PegPriceType = 1094;
1123
+ const int PeggedRefPrice = 1095;
1219
1124
  const int PegSecurityIDSource = 1096;
1220
- const int MaturityTime = 1079;
1221
- const int MDFeedType = 1022;
1222
- const int CollStatus = 910;
1223
- const int UnderlyingSecuritySubType = 763;
1224
- const int CstmApplVerID = 1129;
1225
- const int DefaultApplExtID = 1407;
1226
- const int NoDerivativeSecurityAltID = 1218;
1227
- const int SideValueInd = 401;
1228
- const int EncodedText = 355;
1229
- const int Account = 1;
1125
+ const int PegSecurityID = 1097;
1126
+ const int PegSymbol = 1098;
1127
+ const int PegSecurityDesc = 1099;
1128
+ const int TriggerType = 1100;
1129
+ const int TriggerAction = 1101;
1130
+ const int TriggerPrice = 1102;
1131
+ const int TriggerSymbol = 1103;
1132
+ const int TriggerSecurityID = 1104;
1133
+ const int TriggerSecurityIDSource = 1105;
1134
+ const int TriggerSecurityDesc = 1106;
1135
+ const int TriggerPriceType = 1107;
1136
+ const int TriggerPriceTypeScope = 1108;
1137
+ const int TriggerPriceDirection = 1109;
1230
1138
  const int TriggerNewPrice = 1110;
1231
- const int UndlyInstrumentPartyRole = 1061;
1232
- const int MsgDirection = 385;
1233
- const int LegMaturityDate = 611;
1234
- const int UnderlyingContractMultiplierUnit = 1437;
1235
- const int InputSource = 979;
1236
- const int MDUpdateAction = 279;
1237
- const int MatchStatus = 573;
1238
- const int RateSource = 1446;
1239
- const int AllocPositionEffect = 1047;
1240
- const int PartyIDSource = 447;
1241
- const int EncodedUnderlyingIssuer = 363;
1242
- const int EncryptedPassword = 1402;
1139
+ const int TriggerOrderType = 1111;
1243
1140
  const int TriggerNewQty = 1112;
1244
- const int LegLastForwardPoints = 1073;
1245
- const int TotNumTradeReports = 748;
1246
- const int RefApplVerID = 1130;
1247
- const int LastSpotRate = 194;
1248
- const int Price = 44;
1249
- const int UnderlyingSecurityIDSource = 305;
1250
- const int TotNoSecurityTypes = 557;
1251
- const int ReportedPx = 861;
1252
- const int LegSymbol = 600;
1253
- const int LegIssuer = 617;
1254
- const int RegistDetls = 509;
1255
- const int UnderlyingLegSecurityID = 1332;
1256
- const int MinLotSize = 1231;
1257
- const int NumTickets = 395;
1258
- const int LegLocaleOfIssue = 598;
1259
- const int ExchangeForPhysical = 411;
1260
- const int SecurityTradingEvent = 1174;
1141
+ const int TriggerTradingSessionID = 1113;
1142
+ const int TriggerTradingSessionSubID = 1114;
1143
+ const int OrderCategory = 1115;
1144
+ const int NoRootPartyIDs = 1116;
1145
+ const int RootPartyID = 1117;
1146
+ const int RootPartyIDSource = 1118;
1147
+ const int RootPartyRole = 1119;
1148
+ const int NoRootPartySubIDs = 1120;
1149
+ const int RootPartySubID = 1121;
1150
+ const int RootPartySubIDType = 1122;
1151
+ const int TradeHandlingInstr = 1123;
1152
+ const int OrigTradeHandlingInstr = 1124;
1153
+ const int OrigTradeDate = 1125;
1154
+ const int OrigTradeID = 1126;
1155
+ const int OrigSecondaryTradeID = 1127;
1156
+ const int TZTransactTime = 1132;
1157
+ const int ExDestinationIDSource = 1133;
1158
+ const int ReportedPxDiff = 1134;
1159
+ const int RptSys = 1135;
1160
+ const int AllocClearingFeeIndicator = 1136;
1161
+ const int DisplayQty = 1138;
1162
+ const int ExchangeSpecialInstructions = 1139;
1163
+ const int NoUsernames = 809;
1164
+ const int ExpirationQtyType = 982;
1165
+ const int MaxTradeVol = 1140;
1166
+ const int NoMDFeedTypes = 1141;
1167
+ const int MatchAlgorithm = 1142;
1168
+ const int MaxPriceVariation = 1143;
1169
+ const int ImpliedMarketIndicator = 1144;
1170
+ const int EventTime = 1145;
1261
1171
  const int MinPriceIncrementAmount = 1146;
1262
- const int UnderlyingPayAmount = 985;
1263
- const int SettlPartySubID = 785;
1264
- const int AllocNetMoney = 154;
1265
- const int UnderlyingMaturityDay = 314;
1266
- const int NetworkResponseID = 932;
1267
- const int NumBidders = 417;
1268
- const int AllocAcctIDSource = 661;
1269
- const int AllocAvgPx = 153;
1270
- const int SecuritySettlAgentCode = 177;
1271
- const int NoDistribInsts = 510;
1272
- const int CustDirectedOrder = 1029;
1273
- const int FairValue = 406;
1274
- const int NoStrikes = 428;
1275
- const int EncodedSecurityListDescLen = 1468;
1276
- const int LegExerciseStyle = 1420;
1277
- const int DerivativeSymbolSfx = 1215;
1278
- const int NestedInstrAttribType = 1210;
1279
- const int ContraTrader = 337;
1280
- const int MDSecSize = 1179;
1281
- const int NoOfSecSizes = 1177;
1282
- const int CollAction = 944;
1283
- const int UnderlyingLastQty = 652;
1284
- const int PossDupFlag = 43;
1285
- const int ListStatusType = 429;
1286
- const int SideFillStationCd = 1006;
1287
- const int StatusText = 929;
1288
- const int BasisFeatureDate = 259;
1289
- const int XmlDataLen = 212;
1290
- const int UnderlyingMaturityDate = 542;
1291
- const int GapFillFlag = 123;
1292
- const int RefApplExtID = 1406;
1293
- const int RefApplID = 1355;
1294
- const int NoTradingSessionRules = 1309;
1295
- const int SwapPoints = 1069;
1296
- const int TargetStrategyParameters = 848;
1297
- const int LastForwardPoints = 195;
1298
- const int YieldRedemptionDate = 696;
1172
+ const int UnitOfMeasureQty = 1147;
1173
+ const int LowLimitPrice = 1148;
1174
+ const int HighLimitPrice = 1149;
1175
+ const int TradingReferencePrice = 1150;
1176
+ const int SecurityGroup = 1151;
1177
+ const int LegNumber = 1152;
1178
+ const int SettlementCycleNo = 1153;
1179
+ const int SideCurrency = 1154;
1180
+ const int SideSettlCurrency = 1155;
1181
+ const int ApplExtID = 1156;
1182
+ const int CcyAmt = 1157;
1299
1183
  const int NoSettlDetails = 1158;
1300
- const int TradeHandlingInstr = 1123;
1301
- const int CashSettlAgentCode = 183;
1302
- const int LegPriceType = 686;
1303
- const int EncodedListExecInstLen = 352;
1304
- const int TradSesMethod = 338;
1305
- const int AgreementID = 914;
1306
- const int CashDistribCurr = 478;
1307
- const int BidPx = 132;
1308
- const int TradeType = 418;
1309
- const int EncodedSecurityDescLen = 350;
1310
- const int ComplexEventCondition = 1490;
1311
- const int EncryptedPasswordMethod = 1400;
1312
- const int DerivativeSecurityAltID = 1219;
1313
- const int TotNoAccQuotes = 1169;
1314
- const int TimeBracket = 943;
1315
- const int NoAllocs = 78;
1316
- const int UnderlyingProduct = 462;
1317
- const int BenchmarkCurveName = 221;
1318
- const int UnderlyingSymbolSfx = 312;
1319
- const int StrikePriceBoundaryPrecision = 1480;
1320
- const int QuoteSetID = 302;
1321
- const int CashMargin = 544;
1184
+ const int SettlObligMode = 1159;
1185
+ const int SettlObligMsgID = 1160;
1186
+ const int SettlObligID = 1161;
1322
1187
  const int SettlObligTransType = 1162;
1323
- const int LegNumber = 1152;
1324
- const int DeskOrderHandlingInst = 1035;
1325
- const int SettlPartyIDSource = 783;
1326
- const int PriorSettlPrice = 734;
1327
- const int NotAffOrigClOrdID = 1372;
1328
- const int TradingSessionDesc = 1326;
1329
- const int DerivativeFloorPrice = 1322;
1330
- const int DerivativeSymbol = 1214;
1188
+ const int SettlObligRefID = 1163;
1189
+ const int SettlObligSource = 1164;
1190
+ const int NoSettlOblig = 1165;
1191
+ const int QuoteMsgID = 1166;
1192
+ const int QuoteEntryStatus = 1167;
1193
+ const int TotNoCxldQuotes = 1168;
1194
+ const int TotNoAccQuotes = 1169;
1195
+ const int TotNoRejQuotes = 1170;
1196
+ const int PrivateQuote = 1171;
1197
+ const int RespondentType = 1172;
1198
+ const int MDSubBookType = 1173;
1199
+ const int SecurityTradingEvent = 1174;
1200
+ const int NoStatsIndicators = 1175;
1201
+ const int StatsType = 1176;
1202
+ const int NoOfSecSizes = 1177;
1203
+ const int MDSecSizeType = 1178;
1204
+ const int MDSecSize = 1179;
1205
+ const int ApplID = 1180;
1206
+ const int ApplSeqNum = 1181;
1207
+ const int ApplBegSeqNum = 1182;
1208
+ const int ApplEndSeqNum = 1183;
1209
+ const int SecurityXMLLen = 1184;
1210
+ const int SecurityXML = 1185;
1211
+ const int SecurityXMLSchema = 1186;
1212
+ const int RefreshIndicator = 1187;
1213
+ const int Volatility = 1188;
1214
+ const int TimeToExpiration = 1189;
1331
1215
  const int RiskFreeRate = 1190;
1332
- const int PosTransType = 709;
1333
- const int MsgSeqNum = 34;
1334
- const int Signature = 89;
1335
- const int Seniority = 1450;
1336
- const int NoRateSources = 1445;
1216
+ const int PriceUnitOfMeasure = 1191;
1337
1217
  const int PriceUnitOfMeasureQty = 1192;
1338
- const int CollAsgnRefID = 907;
1339
- const int BuyVolume = 330;
1340
- const int SettlCurrFxRateCalc = 156;
1341
- const int PosMaintStatus = 722;
1342
- const int PriorSpreadIndicator = 720;
1343
- const int Benchmark = 219;
1344
- const int MaturityMonthYearFormat = 1303;
1345
- const int UnderlyingTradingSessionID = 822;
1346
- const int TotNoRelatedSym = 393;
1347
- const int StateOrProvinceOfIssue = 471;
1218
+ const int SettlMethod = 1193;
1219
+ const int ExerciseStyle = 1194;
1220
+ const int OptPayAmount = 1195;
1221
+ const int PriceQuoteMethod = 1196;
1222
+ const int FuturesValuationMethod = 1197;
1223
+ const int ListMethod = 1198;
1224
+ const int CapPrice = 1199;
1225
+ const int FloorPrice = 1200;
1226
+ const int NoStrikeRules = 1201;
1227
+ const int StartStrikePxRange = 1202;
1228
+ const int EndStrikePxRange = 1203;
1229
+ const int StrikeIncrement = 1204;
1230
+ const int NoTickRules = 1205;
1231
+ const int StartTickPriceRange = 1206;
1232
+ const int EndTickPriceRange = 1207;
1233
+ const int TickIncrement = 1208;
1234
+ const int TickRuleType = 1209;
1235
+ const int NestedInstrAttribType = 1210;
1236
+ const int NestedInstrAttribValue = 1211;
1237
+ const int LegMaturityTime = 1212;
1238
+ const int UnderlyingMaturityTime = 1213;
1239
+ const int DerivativeSymbol = 1214;
1240
+ const int DerivativeSymbolSfx = 1215;
1241
+ const int DerivativeSecurityID = 1216;
1242
+ const int DerivativeSecurityIDSource = 1217;
1243
+ const int NoDerivativeSecurityAltID = 1218;
1244
+ const int DerivativeSecurityAltID = 1219;
1245
+ const int DerivativeSecurityAltIDSource = 1220;
1246
+ const int SecondaryLowLimitPrice = 1221;
1247
+ const int MaturityRuleID = 1222;
1248
+ const int StrikeRuleID = 1223;
1249
+ const int LegUnitOfMeasureQty = 1224;
1250
+ const int DerivativeOptPayAmount = 1225;
1251
+ const int EndMaturityMonthYear = 1226;
1252
+ const int ProductComplex = 1227;
1253
+ const int DerivativeProductComplex = 1228;
1254
+ const int MaturityMonthYearIncrement = 1229;
1255
+ const int SecondaryHighLimitPrice = 1230;
1256
+ const int MinLotSize = 1231;
1257
+ const int NoExecInstRules = 1232;
1258
+ const int NoLotTypeRules = 1234;
1259
+ const int NoMatchRules = 1235;
1260
+ const int NoMaturityRules = 1236;
1261
+ const int NoOrdTypeRules = 1237;
1262
+ const int NoTimeInForceRules = 1239;
1263
+ const int SecondaryTradingReferencePrice = 1240;
1264
+ const int StartMaturityMonthYear = 1241;
1265
+ const int FlexProductEligibilityIndicator = 1242;
1266
+ const int DerivFlexProductEligibilityIndicator = 1243;
1267
+ const int FlexibleIndicator = 1244;
1268
+ const int TradingCurrency = 1245;
1269
+ const int DerivativeProduct = 1246;
1270
+ const int DerivativeSecurityGroup = 1247;
1271
+ const int DerivativeCFICode = 1248;
1272
+ const int DerivativeSecurityType = 1249;
1273
+ const int DerivativeSecuritySubType = 1250;
1274
+ const int DerivativeMaturityMonthYear = 1251;
1275
+ const int DerivativeMaturityDate = 1252;
1276
+ const int DerivativeMaturityTime = 1253;
1277
+ const int DerivativeSettleOnOpenFlag = 1254;
1278
+ const int DerivativeInstrmtAssignmentMethod = 1255;
1279
+ const int DerivativeSecurityStatus = 1256;
1348
1280
  const int DerivativeInstrRegistry = 1257;
1349
- const int LegBidForwardPoints = 1067;
1350
- const int ManualOrderIndicator = 1028;
1351
- const int NetMoney = 118;
1352
- const int LegalConfirm = 650;
1353
- const int CountryOfIssue = 470;
1354
- const int ApplReportType = 1426;
1355
- const int RootPartyID = 1117;
1356
- const int UnderlyingQty = 879;
1357
- const int ApplQueueDepth = 813;
1358
- const int StopPx = 99;
1359
- const int ReportToExch = 113;
1360
- const int ContraryInstructionIndicator = 719;
1361
- const int EncodedListStatusTextLen = 445;
1281
+ const int DerivativeCountryOfIssue = 1258;
1282
+ const int DerivativeStateOrProvinceOfIssue = 1259;
1283
+ const int DerivativeLocaleOfIssue = 1260;
1284
+ const int DerivativeStrikePrice = 1261;
1285
+ const int DerivativeStrikeCurrency = 1262;
1286
+ const int DerivativeStrikeMultiplier = 1263;
1287
+ const int DerivativeStrikeValue = 1264;
1288
+ const int DerivativeOptAttribute = 1265;
1289
+ const int DerivativeContractMultiplier = 1266;
1290
+ const int DerivativeMinPriceIncrement = 1267;
1291
+ const int DerivativeMinPriceIncrementAmount = 1268;
1292
+ const int DerivativeUnitOfMeasure = 1269;
1293
+ const int DerivativeUnitOfMeasureQty = 1270;
1294
+ const int DerivativeTimeUnit = 1271;
1295
+ const int DerivativeSecurityExchange = 1272;
1296
+ const int DerivativePositionLimit = 1273;
1297
+ const int DerivativeNTPositionLimit = 1274;
1298
+ const int DerivativeIssuer = 1275;
1299
+ const int DerivativeIssueDate = 1276;
1300
+ const int DerivativeEncodedIssuerLen = 1277;
1301
+ const int DerivativeEncodedIssuer = 1278;
1302
+ const int DerivativeSecurityDesc = 1279;
1303
+ const int DerivativeEncodedSecurityDescLen = 1280;
1304
+ const int DerivativeEncodedSecurityDesc = 1281;
1305
+ const int DerivativeSecurityXMLLen = 1282;
1306
+ const int DerivativeSecurityXML = 1283;
1362
1307
  const int DerivativeSecurityXMLSchema = 1284;
1363
- const int NoRelatedSym = 146;
1364
- const int AllocRejCode = 88;
1365
- const int UnderlyingSecurityAltID = 458;
1366
- const int RefOrdIDReason = 1431;
1308
+ const int DerivativeContractSettlMonth = 1285;
1309
+ const int NoDerivativeEvents = 1286;
1310
+ const int DerivativeEventType = 1287;
1311
+ const int DerivativeEventDate = 1288;
1312
+ const int DerivativeEventTime = 1289;
1313
+ const int DerivativeEventPx = 1290;
1314
+ const int DerivativeEventText = 1291;
1315
+ const int NoDerivativeInstrumentParties = 1292;
1367
1316
  const int DerivativeInstrumentPartyID = 1293;
1368
- const int SecurityXMLSchema = 1186;
1369
- const int RefOrderIDSource = 1081;
1370
- const int NTPositionLimit = 971;
1371
- const int EndAccruedInterestAmt = 920;
1372
- const int AccruedInterestRate = 158;
1373
- const int LastCapacity = 29;
1374
- const int UnderlyingInstrumentPartySubID = 1063;
1375
- const int NoFills = 1362;
1376
- const int NoOrdTypeRules = 1237;
1377
- const int InstrumentPartyID = 1019;
1378
- const int MarginRatio = 898;
1379
- const int RefTagID = 371;
1380
- const int NoRoutingIDs = 215;
1381
- const int CouponRate = 223;
1317
+ const int DerivativeInstrumentPartyIDSource = 1294;
1318
+ const int DerivativeInstrumentPartyRole = 1295;
1319
+ const int NoDerivativeInstrumentPartySubIDs = 1296;
1320
+ const int DerivativeInstrumentPartySubID = 1297;
1321
+ const int DerivativeInstrumentPartySubIDType = 1298;
1322
+ const int DerivativeExerciseStyle = 1299;
1323
+ const int MarketSegmentID = 1300;
1324
+ const int MarketID = 1301;
1325
+ const int MaturityMonthYearIncrementUnits = 1302;
1326
+ const int MaturityMonthYearFormat = 1303;
1327
+ const int StrikeExerciseStyle = 1304;
1328
+ const int SecondaryPriceLimitType = 1305;
1329
+ const int PriceLimitType = 1306;
1330
+ const int ExecInstValue = 1308;
1331
+ const int NoTradingSessionRules = 1309;
1332
+ const int NoMarketSegments = 1310;
1333
+ const int NoDerivativeInstrAttrib = 1311;
1334
+ const int NoNestedInstrAttrib = 1312;
1335
+ const int DerivativeInstrAttribType = 1313;
1336
+ const int DerivativeInstrAttribValue = 1314;
1337
+ const int DerivativePriceUnitOfMeasure = 1315;
1338
+ const int DerivativePriceUnitOfMeasureQty = 1316;
1339
+ const int DerivativeSettlMethod = 1317;
1340
+ const int DerivativePriceQuoteMethod = 1318;
1341
+ const int DerivativeFuturesValuationMethod = 1319;
1342
+ const int DerivativeListMethod = 1320;
1343
+ const int DerivativeCapPrice = 1321;
1344
+ const int DerivativeFloorPrice = 1322;
1345
+ const int DerivativePutOrCall = 1323;
1346
+ const int ListUpdateAction = 1324;
1347
+ const int ParentMktSegmID = 1325;
1348
+ const int TradingSessionDesc = 1326;
1349
+ const int TradSesUpdateAction = 1327;
1350
+ const int RejectText = 1328;
1351
+ const int FeeMultiplier = 1329;
1352
+ const int UnderlyingLegSymbol = 1330;
1353
+ const int UnderlyingLegSymbolSfx = 1331;
1354
+ const int UnderlyingLegSecurityID = 1332;
1355
+ const int UnderlyingLegSecurityIDSource = 1333;
1356
+ const int NoUnderlyingLegSecurityAltID = 1334;
1357
+ const int UnderlyingLegSecurityAltID = 1335;
1358
+ const int UnderlyingLegSecurityAltIDSource = 1336;
1359
+ const int UnderlyingLegSecurityType = 1337;
1360
+ const int UnderlyingLegSecuritySubType = 1338;
1361
+ const int UnderlyingLegMaturityMonthYear = 1339;
1362
+ const int UnderlyingLegStrikePrice = 1340;
1363
+ const int UnderlyingLegSecurityExchange = 1341;
1364
+ const int NoOfLegUnderlyings = 1342;
1365
+ const int UnderlyingLegPutOrCall = 1343;
1366
+ const int UnderlyingLegCFICode = 1344;
1367
+ const int UnderlyingLegMaturityDate = 1345;
1368
+ const int ApplReqID = 1346;
1369
+ const int ApplReqType = 1347;
1370
+ const int ApplResponseType = 1348;
1371
+ const int ApplTotalMessageCount = 1349;
1372
+ const int ApplLastSeqNum = 1350;
1382
1373
  const int NoApplIDs = 1351;
1383
- const int DerivativeContractSettlMonth = 1285;
1384
- const int InstrAttribType = 871;
1385
- const int Product = 460;
1386
- const int AllocShares = 80;
1387
- const int NoQuoteEntries = 295;
1374
+ const int ApplResendFlag = 1352;
1375
+ const int ApplResponseID = 1353;
1376
+ const int ApplResponseError = 1354;
1377
+ const int RefApplID = 1355;
1378
+ const int ApplReportID = 1356;
1379
+ const int RefApplLastSeqNum = 1357;
1380
+ const int LegPutOrCall = 1358;
1381
+ const int TotNoFills = 1361;
1382
+ const int NoFills = 1362;
1383
+ const int FillExecID = 1363;
1384
+ const int FillPx = 1364;
1385
+ const int FillQty = 1365;
1386
+ const int LegAllocID = 1366;
1387
+ const int LegAllocSettlCurrency = 1367;
1388
+ const int TradSesEvent = 1368;
1389
+ const int MassActionReportID = 1369;
1390
+ const int NoNotAffectedOrders = 1370;
1391
+ const int NotAffectedOrderID = 1371;
1392
+ const int NotAffOrigClOrdID = 1372;
1393
+ const int MassActionType = 1373;
1394
+ const int MassActionScope = 1374;
1395
+ const int MassActionResponse = 1375;
1396
+ const int MassActionRejectReason = 1376;
1397
+ const int MultilegModel = 1377;
1398
+ const int MultilegPriceMethod = 1378;
1399
+ const int LegVolatility = 1379;
1400
+ const int DividendYield = 1380;
1401
+ const int LegDividendYield = 1381;
1402
+ const int CurrencyRatio = 1382;
1403
+ const int LegCurrencyRatio = 1383;
1404
+ const int LegExecInst = 1384;
1405
+ const int ContingencyType = 1385;
1406
+ const int ListRejectReason = 1386;
1407
+ const int NoTrdRepIndicators = 1387;
1408
+ const int TrdRepPartyRole = 1388;
1409
+ const int TrdRepIndicator = 1389;
1410
+ const int TradePublishIndicator = 1390;
1411
+ const int UnderlyingLegOptAttribute = 1391;
1412
+ const int UnderlyingLegSecurityDesc = 1392;
1413
+ const int MarketReqID = 1393;
1414
+ const int MarketReportID = 1394;
1415
+ const int MarketUpdateAction = 1395;
1416
+ const int MarketSegmentDesc = 1396;
1417
+ const int EncodedMktSegmDescLen = 1397;
1418
+ const int EncodedMktSegmDesc = 1398;
1419
+ const int ApplNewSeqNum = 1399;
1420
+ const int EncryptedPasswordMethod = 1400;
1421
+ const int EncryptedPasswordLen = 1401;
1422
+ const int EncryptedPassword = 1402;
1423
+ const int EncryptedNewPasswordLen = 1403;
1424
+ const int EncryptedNewPassword = 1404;
1425
+ const int UnderlyingLegMaturityTime = 1405;
1426
+ const int RefApplExtID = 1406;
1427
+ const int DefaultApplExtID = 1407;
1388
1428
  const int DefaultCstmApplVerID = 1408;
1389
- const int DerivativeListMethod = 1320;
1390
- const int DerivativeSecurityXMLLen = 1282;
1391
- const int LegDatedDate = 739;
1392
- const int Nested2PartyIDSource = 758;
1393
- const int UnderlyingInstrRegistry = 595;
1394
- const int IssueDate = 225;
1395
- const int SecurityTradingStatus = 326;
1396
- const int LegOptAttribute = 613;
1397
- const int MaxFloor = 111;
1398
- const int DerivativeLocaleOfIssue = 1260;
1399
- const int OptPayAmount = 1195;
1400
- const int UnderlyingStipType = 888;
1401
- const int Rule80A = 47;
1402
- const int TotNoStrikes = 422;
1403
- const int CorporateAction = 292;
1404
- const int TerminationType = 788;
1405
- const int LegCouponRate = 615;
1406
- const int PosMaintAction = 712;
1407
- const int NoSecurityTypes = 558;
1408
- const int ComplexEventPriceTimeType = 1489;
1409
- const int LastSwapPoints = 1071;
1410
- const int UnderlyingFXRateCalc = 1046;
1411
- const int ListStatusText = 444;
1412
- const int OddLot = 575;
1413
- const int BookingUnit = 590;
1414
- const int LegAllocAcctIDSource = 674;
1415
- const int OnBehalfOfSendingTime = 370;
1416
- const int AllocStatus = 87;
1417
- const int ReferencePage = 1448;
1418
- const int DerivativeExerciseStyle = 1299;
1419
- const int ApplBegSeqNum = 1182;
1420
- const int CollRptID = 908;
1421
- const int IncTaxInd = 416;
1422
- const int NoBidDescriptors = 398;
1423
- const int LegCouponPaymentDate = 248;
1424
- const int NoUnderlyingLegSecurityAltID = 1334;
1425
- const int ReversalIndicator = 700;
1426
- const int CheckSum = 10;
1427
- const int TargetSubID = 57;
1428
- const int PosReqStatus = 729;
1429
- const int PriorityIndicator = 638;
1430
- const int UnderlyingLegCFICode = 1344;
1431
- const int DerivativeTimeUnit = 1271;
1432
- const int NoNested3PartyIDs = 948;
1433
- const int LiquidityPctHigh = 403;
1434
- const int MoneyLaunderingStatus = 481;
1429
+ const int SessionStatus = 1409;
1430
+ const int DefaultVerIndicator = 1410;
1431
+ const int Nested4PartySubIDType = 1411;
1435
1432
  const int Nested4PartySubID = 1412;
1436
- const int DerivativeSecurityExchange = 1272;
1437
- const int LotType = 1093;
1438
- const int ContIntRptID = 977;
1439
- const int QuoteCondition = 276;
1440
- const int ComplexEventStartTime = 1495;
1441
- const int NoComplexEvents = 1483;
1442
- const int DerivativeContractMultiplier = 1266;
1443
- const int DerivativeSecurityStatus = 1256;
1444
- const int DerivativeProductComplex = 1228;
1445
- const int TriggerSymbol = 1103;
1446
- const int UnderlyingLocaleOfIssue = 594;
1447
- const int SendingTime = 52;
1448
- const int ComplexEventStartDate = 1492;
1449
- const int UnderlyingRestructuringType = 1453;
1450
- const int LegUnitOfMeasureQty = 1224;
1451
- const int NoTrdRegTimestamps = 768;
1452
- const int SendingDate = 51;
1453
- const int TimeToExpiration = 1189;
1454
- const int LegAllocQty = 673;
1455
- const int SettlLocation = 166;
1433
+ const int NoNested4PartySubIDs = 1413;
1434
+ const int NoNested4PartyIDs = 1414;
1435
+ const int Nested4PartyID = 1415;
1436
+ const int Nested4PartyIDSource = 1416;
1437
+ const int Nested4PartyRole = 1417;
1438
+ const int LegLastQty = 1418;
1456
1439
  const int UnderlyingExerciseStyle = 1419;
1457
- const int CashSettlAgentContactName = 186;
1458
- const int LegRepurchaseRate = 252;
1459
- const int ApplResponseID = 1353;
1460
- const int NoDerivativeInstrAttrib = 1311;
1461
- const int DerivativeStrikeMultiplier = 1263;
1462
- const int LegStrikeCurrency = 942;
1463
- const int SecurityStatusReqID = 324;
1464
- const int SecureDataLen = 90;
1465
- const int DiscretionScope = 846;
1466
- const int OwnerType = 522;
1467
- const int Shares = 53;
1468
- const int Yield = 236;
1469
- const int QuoteRespID = 693;
1470
- const int Nested3PartySubID = 953;
1471
- const int ApplQueueResolution = 814;
1472
- const int TrdRegTimestampOrigin = 771;
1473
- const int Nested2PartyRole = 759;
1474
- const int Nested2PartyID = 757;
1475
- const int BidSize = 134;
1476
- const int LegSymbolSfx = 601;
1477
- const int QuoteResponseLevel = 301;
1478
- const int BodyLength = 9;
1479
- const int ListExecInst = 69;
1480
- const int ExecAckStatus = 1036;
1481
- const int SettlDate2 = 193;
1482
- const int NetGrossInd = 430;
1483
- const int UnderlyingSecurityAltIDSource = 459;
1484
- const int TestReqID = 112;
1485
- const int CxlType = 125;
1486
- const int UnderlyingCreditRating = 256;
1487
- const int AvgPxPrecision = 74;
1488
- const int BenchmarkPriceType = 663;
1489
- const int DeskTypeSource = 1034;
1490
- const int DiscretionRoundDirection = 844;
1491
- const int OrigSecondaryTradeID = 1127;
1492
- const int ReceivedDeptID = 1030;
1493
- const int MaturityNetMoney = 890;
1494
- const int BidDescriptorType = 399;
1495
- const int DerivativeInstrumentPartySubID = 1297;
1496
- const int NetworkStatusResponseType = 937;
1497
- const int DateOfBirth = 486;
1498
- const int StartStrikePxRange = 1202;
1499
- const int UndlyInstrumentPartySubID = 1063;
1500
- const int SecondaryTradeReportRefID = 881;
1501
- const int UnderlyingCPRegType = 878;
1502
- const int SignatureLength = 93;
1503
- const int OrderQty = 38;
1440
+ const int LegExerciseStyle = 1420;
1441
+ const int LegPriceUnitOfMeasure = 1421;
1442
+ const int LegPriceUnitOfMeasureQty = 1422;
1443
+ const int UnderlyingUnitOfMeasureQty = 1423;
1444
+ const int UnderlyingPriceUnitOfMeasure = 1424;
1445
+ const int UnderlyingPriceUnitOfMeasureQty = 1425;
1446
+ const int ApplReportType = 1426;
1447
+ const int HaltReasonInt = 327;
1448
+ const int SideLastQty = 1009;
1449
+ const int UnderlyingInstrumentPartyID = 1059;
1450
+ const int UnderlyingInstrumentPartyIDSource = 1060;
1451
+ const int UnderlyingInstrumentPartyRole = 1061;
1452
+ const int UnderlyingInstrumentPartySubID = 1063;
1453
+ const int UnderlyingInstrumentPartySubIDType = 1064;
1454
+ const int OptPayoutAmount = 1195;
1455
+ const int ValuationMethod = 1197;
1456
+ const int DerivativeValuationMethod = 1319;
1457
+ const int SideExecID = 1427;
1458
+ const int OrderDelay = 1428;
1459
+ const int OrderDelayUnit = 1429;
1460
+ const int VenueType = 1430;
1461
+ const int RefOrdIDReason = 1431;
1462
+ const int OrigCustOrderCapacity = 1432;
1463
+ const int RefApplReqID = 1433;
1464
+ const int ModelType = 1434;
1465
+ const int ContractMultiplierUnit = 1435;
1466
+ const int LegContractMultiplierUnit = 1436;
1467
+ const int UnderlyingContractMultiplierUnit = 1437;
1468
+ const int DerivativeContractMultiplierUnit = 1438;
1469
+ const int FlowScheduleType = 1439;
1470
+ const int LegFlowScheduleType = 1440;
1471
+ const int UnderlyingFlowScheduleType = 1441;
1472
+ const int DerivativeFlowScheduleType = 1442;
1473
+ const int FillLiquidityInd = 1443;
1474
+ const int SideLiquidityInd = 1444;
1475
+ const int NoRateSources = 1445;
1476
+ const int RateSource = 1446;
1477
+ const int RateSourceType = 1447;
1478
+ const int ReferencePage = 1448;
1479
+ const int RestructuringType = 1449;
1480
+ const int Seniority = 1450;
1481
+ const int NotionalPercentageOutstanding = 1451;
1504
1482
  const int OriginalNotionalPercentageOutstanding = 1452;
1505
- const int UnderlyingTimeUnit = 1000;
1506
- const int EncodedHeadlineLen = 358;
1507
- const int NoRegistDtls = 473;
1508
- const int StrategyParameterValue = 960;
1509
- const int NoInstrumentParties = 1018;
1510
- const int QuoteType = 537;
1511
- const int NoStrategyParameters = 957;
1512
- const int IndividualAllocRejCode = 776;
1513
- const int DiscretionInst = 388;
1483
+ const int UnderlyingRestructuringType = 1453;
1484
+ const int UnderlyingSeniority = 1454;
1485
+ const int UnderlyingNotionalPercentageOutstanding = 1455;
1486
+ const int UnderlyingOriginalNotionalPercentageOutstanding = 1456;
1487
+ const int AttachmentPoint = 1457;
1488
+ const int DetachmentPoint = 1458;
1489
+ const int UnderlyingAttachmentPoint = 1459;
1490
+ const int UnderlyingDetachmentPoint = 1460;
1491
+ const int NoTargetPartyIDs = 1461;
1492
+ const int TargetPartyID = 1462;
1493
+ const int TargetPartyIDSource = 1463;
1514
1494
  const int TargetPartyRole = 1464;
1515
- const int CrossPrioritization = 550;
1516
- const int EncodedListStatusText = 446;
1517
- const int IOIOthSvc = 24;
1518
- const int LegIssueDate = 249;
1519
- const int MDReqRejReason = 281;
1520
- const int ApplReqType = 1347;
1521
- const int Country = 421;
1522
- const int UnderlyingLegSecurityIDSource = 1333;
1523
- const int FlexProductEligibilityIndicator = 1242;
1524
- const int AggressorIndicator = 1057;
1525
- const int ExecPriceAdjustment = 485;
1526
- const int BusinessRejectReason = 380;
1527
- const int TradeDate = 75;
1528
- const int UnderlyingPutOrCall = 315;
1529
- const int UnderlyingInstrumentPartyRole = 1061;
1530
- const int DerivativePositionLimit = 1273;
1531
- const int TierCode = 994;
1532
- const int BookingType = 775;
1533
- const int StipulationValue = 234;
1534
- const int SettlCurrBidFxRate = 656;
1495
+ const int SecurityListID = 1465;
1496
+ const int SecurityListRefID = 1466;
1497
+ const int SecurityListDesc = 1467;
1498
+ const int EncodedSecurityListDescLen = 1468;
1499
+ const int EncodedSecurityListDesc = 1469;
1500
+ const int SecurityListType = 1470;
1501
+ const int SecurityListTypeSource = 1471;
1502
+ const int NewsID = 1472;
1503
+ const int NewsCategory = 1473;
1504
+ const int LanguageCode = 1474;
1505
+ const int NoNewsRefIDs = 1475;
1506
+ const int NewsRefID = 1476;
1507
+ const int NewsRefType = 1477;
1508
+ const int StrikePriceDeterminationMethod = 1478;
1509
+ const int StrikePriceBoundaryMethod = 1479;
1510
+ const int StrikePriceBoundaryPrecision = 1480;
1511
+ const int UnderlyingPriceDeterminationMethod = 1481;
1512
+ const int OptPayoutType = 1482;
1513
+ const int NoComplexEvents = 1483;
1514
+ const int ComplexEventType = 1484;
1515
+ const int ComplexOptPayoutAmount = 1485;
1516
+ const int ComplexEventPrice = 1486;
1517
+ const int ComplexEventPriceBoundaryMethod = 1487;
1518
+ const int ComplexEventPriceBoundaryPrecision = 1488;
1519
+ const int ComplexEventPriceTimeType = 1489;
1520
+ const int ComplexEventCondition = 1490;
1521
+ const int NoComplexEventDates = 1491;
1522
+ const int ComplexEventStartDate = 1492;
1523
+ const int ComplexEventEndDate = 1493;
1524
+ const int NoComplexEventTimes = 1494;
1525
+ const int ComplexEventStartTime = 1495;
1526
+ const int ComplexEventEndTime = 1496;
1527
+ const int StreamAsgnReqID = 1497;
1528
+ const int StreamAsgnReqType = 1498;
1529
+ const int NoAsgnReqs = 1499;
1530
+ const int MDStreamID = 1500;
1531
+ const int StreamAsgnRptID = 1501;
1532
+ const int StreamAsgnRejReason = 1502;
1533
+ const int StreamAsgnAckType = 1503;
1534
+ const int RelSymTransactTime = 1504;
1535
+ const int StreamAsgnType = 1617;
1535
1536
  }
1536
1537
  }
1537
1538
  #endif //FIX_FIELDNUMBERS_H