quickfix_ruby 1.14.3.1 → 1.15.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/ext/quickfix/Acceptor.h +2 -0
- data/ext/quickfix/AtomicCount.h +82 -12
- data/ext/quickfix/DOMDocument.h +9 -7
- data/ext/quickfix/DataDictionary.cpp +77 -14
- data/ext/quickfix/DataDictionary.h +90 -16
- data/ext/quickfix/Dictionary.cpp +1 -2
- data/ext/quickfix/Exceptions.h +3 -5
- data/ext/quickfix/Field.h +83 -32
- data/ext/quickfix/FieldConvertors.cpp +93 -0
- data/ext/quickfix/FieldConvertors.h +129 -275
- data/ext/quickfix/FieldMap.cpp +53 -13
- data/ext/quickfix/FieldMap.h +200 -62
- data/ext/quickfix/FieldTypes.cpp +10 -10
- data/ext/quickfix/FieldTypes.h +293 -44
- data/ext/quickfix/FileLog.cpp +6 -10
- data/ext/quickfix/FileLog.h +4 -10
- data/ext/quickfix/FileStore.cpp +19 -6
- data/ext/quickfix/FileStore.h +4 -0
- data/ext/quickfix/FixFieldNumbers.h +1462 -1461
- data/ext/quickfix/FixFields.h +1462 -1461
- data/ext/quickfix/FixValues.h +3230 -3227
- data/ext/quickfix/HttpConnection.cpp +1 -1
- data/ext/quickfix/Initiator.cpp +7 -1
- data/ext/quickfix/Initiator.h +2 -0
- data/ext/quickfix/Log.h +6 -12
- data/ext/quickfix/Message.cpp +186 -57
- data/ext/quickfix/Message.h +109 -47
- data/ext/quickfix/MySQLConnection.h +1 -1
- data/ext/quickfix/PostgreSQLConnection.h +1 -1
- data/ext/quickfix/QuickfixRuby.cpp +79141 -77959
- data/ext/quickfix/QuickfixRuby.h +1 -1
- data/ext/quickfix/SSLSocketAcceptor.cpp +410 -0
- data/ext/quickfix/SSLSocketAcceptor.h +185 -0
- data/ext/quickfix/SSLSocketConnection.cpp +427 -0
- data/ext/quickfix/SSLSocketConnection.h +206 -0
- data/ext/quickfix/SSLSocketInitiator.cpp +485 -0
- data/ext/quickfix/SSLSocketInitiator.h +196 -0
- data/ext/quickfix/Session.cpp +113 -20
- data/ext/quickfix/Session.h +18 -4
- data/ext/quickfix/SessionFactory.cpp +10 -3
- data/ext/quickfix/SessionSettings.cpp +5 -3
- data/ext/quickfix/SessionSettings.h +97 -5
- data/ext/quickfix/Settings.cpp +72 -2
- data/ext/quickfix/Settings.h +3 -0
- data/ext/quickfix/SharedArray.h +140 -6
- data/ext/quickfix/SocketConnection.cpp +2 -2
- data/ext/quickfix/SocketConnector.cpp +5 -2
- data/ext/quickfix/SocketConnector.h +3 -2
- data/ext/quickfix/SocketInitiator.cpp +28 -4
- data/ext/quickfix/SocketInitiator.h +1 -1
- data/ext/quickfix/SocketMonitor.cpp +5 -5
- data/ext/quickfix/ThreadedSSLSocketAcceptor.cpp +455 -0
- data/ext/quickfix/ThreadedSSLSocketAcceptor.h +217 -0
- data/ext/quickfix/ThreadedSSLSocketConnection.cpp +404 -0
- data/ext/quickfix/ThreadedSSLSocketConnection.h +189 -0
- data/ext/quickfix/ThreadedSSLSocketInitiator.cpp +469 -0
- data/ext/quickfix/ThreadedSSLSocketInitiator.h +201 -0
- data/ext/quickfix/ThreadedSocketAcceptor.cpp +5 -1
- data/ext/quickfix/ThreadedSocketConnection.cpp +8 -2
- data/ext/quickfix/ThreadedSocketConnection.h +4 -1
- data/ext/quickfix/ThreadedSocketInitiator.cpp +24 -4
- data/ext/quickfix/ThreadedSocketInitiator.h +1 -1
- data/ext/quickfix/Utility.cpp +23 -1
- data/ext/quickfix/Utility.h +28 -2
- data/ext/quickfix/UtilitySSL.cpp +1733 -0
- data/ext/quickfix/UtilitySSL.h +277 -0
- data/ext/quickfix/config-all.h +10 -0
- data/ext/quickfix/dirent_windows.h +838 -0
- data/ext/quickfix/double-conversion/bignum-dtoa.cc +641 -0
- data/ext/quickfix/double-conversion/bignum-dtoa.h +84 -0
- data/ext/quickfix/double-conversion/bignum.cc +766 -0
- data/ext/quickfix/double-conversion/bignum.h +144 -0
- data/ext/quickfix/double-conversion/cached-powers.cc +176 -0
- data/ext/quickfix/double-conversion/cached-powers.h +64 -0
- data/ext/quickfix/double-conversion/diy-fp.cc +57 -0
- data/ext/quickfix/double-conversion/diy-fp.h +118 -0
- data/ext/quickfix/double-conversion/double-conversion.cc +994 -0
- data/ext/quickfix/double-conversion/double-conversion.h +543 -0
- data/ext/quickfix/double-conversion/fast-dtoa.cc +665 -0
- data/ext/quickfix/double-conversion/fast-dtoa.h +88 -0
- data/ext/quickfix/double-conversion/fixed-dtoa.cc +404 -0
- data/ext/quickfix/double-conversion/fixed-dtoa.h +56 -0
- data/ext/quickfix/double-conversion/ieee.h +402 -0
- data/ext/quickfix/double-conversion/strtod.cc +557 -0
- data/ext/quickfix/double-conversion/strtod.h +45 -0
- data/ext/quickfix/double-conversion/utils.h +372 -0
- data/ext/quickfix/stdint_msvc.h +254 -0
- data/lib/quickfix44.rb +3329 -10
- data/lib/quickfix50.rb +6649 -81
- data/lib/quickfix50sp1.rb +8054 -142
- data/lib/quickfix50sp2.rb +10900 -234
- data/lib/quickfix_fields.rb +7662 -7649
- data/spec/FIX40.xml +28 -28
- data/spec/FIX41.xml +29 -29
- data/spec/FIX42.xml +47 -47
- data/spec/FIX43.xml +148 -148
- data/spec/FIX44.xml +1078 -1081
- data/spec/FIX50.xml +1292 -1289
- data/spec/FIX50SP1.xml +1811 -1802
- data/spec/FIX50SP2.xml +1948 -1939
- data/spec/FIXT11.xml +5 -8
- data/test/test_FieldBaseTestCase.rb +1 -1
- data/test/test_MessageTestCase.rb +2 -2
- metadata +42 -6
data/ext/quickfix/FileLog.cpp
CHANGED
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@@ -49,7 +49,7 @@ Log* FileLogFactory::create()
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catch( ConfigError& )
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{
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m_globalLogCount--;
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-
throw;
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+
throw;
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}
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}
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@@ -57,7 +57,7 @@ Log* FileLogFactory::create( const SessionID& s )
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{
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if ( m_path.size() && m_backupPath.size() )
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return new FileLog( m_path, m_backupPath, s );
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-
if ( m_path.size() )
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+
if ( m_path.size() )
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return new FileLog( m_path, s );
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std::string path;
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@@ -80,7 +80,7 @@ void FileLogFactory::destroy( Log* pLog )
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{
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delete pLog;
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m_globalLogCount = 0;
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-
}
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+
}
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}
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else
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{
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@@ -89,25 +89,21 @@ void FileLogFactory::destroy( Log* pLog )
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}
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FileLog::FileLog( const std::string& path )
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: m_millisecondsInTimeStamp( true )
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{
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init( path, path, "GLOBAL" );
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}
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FileLog::FileLog( const std::string& path, const std::string& backupPath )
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: m_millisecondsInTimeStamp( true )
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{
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init( path, backupPath, "GLOBAL" );
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}
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FileLog::FileLog( const std::string& path, const SessionID& s )
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: m_millisecondsInTimeStamp( true )
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{
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init( path, path, generatePrefix(s) );
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}
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FileLog::FileLog( const std::string& path, const std::string& backupPath, const SessionID& s )
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: m_millisecondsInTimeStamp( true )
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{
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init( path, backupPath, generatePrefix(s) );
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}
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@@ -131,7 +127,7 @@ std::string FileLog::generatePrefix( const SessionID& s )
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}
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void FileLog::init( std::string path, std::string backupPath, const std::string& prefix )
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{
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{
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file_mkdir( path.c_str() );
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file_mkdir( backupPath.c_str() );
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@@ -177,7 +173,7 @@ void FileLog::backup()
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{
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std::stringstream messagesFileName;
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std::stringstream eventFileName;
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-
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+
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messagesFileName << m_fullBackupPrefix << "messages.backup." << ++i << ".log";
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eventFileName << m_fullBackupPrefix << "event.backup." << i << ".log";
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FILE* messagesLogFile = file_fopen( messagesFileName.str().c_str(), "r" );
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@@ -191,7 +187,7 @@ void FileLog::backup()
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m_event.open( m_eventFileName.c_str(), std::ios::out | std::ios::trunc );
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return;
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}
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-
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+
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if( messagesLogFile != NULL ) file_fclose( messagesLogFile );
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if( eventLogFile != NULL ) file_fclose( eventLogFile );
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}
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data/ext/quickfix/FileLog.h
CHANGED
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@@ -63,7 +63,7 @@ private:
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/**
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* File based implementation of Log
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*
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-
* Two files are created by this implementation. One for messages,
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* Two files are created by this implementation. One for messages,
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* and one for events.
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*
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*/
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void backup();
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void onIncoming( const std::string& value )
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{ m_messages << UtcTimeStampConvertor::convert(UtcTimeStamp(),
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{ m_messages << UtcTimeStampConvertor::convert(UtcTimeStamp(), 9) << " : " << value << std::endl; }
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void onOutgoing( const std::string& value )
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{ m_messages << UtcTimeStampConvertor::convert(UtcTimeStamp(),
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{ m_messages << UtcTimeStampConvertor::convert(UtcTimeStamp(), 9) << " : " << value << std::endl; }
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void onEvent( const std::string& value )
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{
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UtcTimeStamp now;
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m_event << UtcTimeStampConvertor::convert( now,
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m_event << UtcTimeStampConvertor::convert( now, 9 )
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<< " : " << value << std::endl;
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}
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bool getMillisecondsInTimeStamp() const
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{ return m_millisecondsInTimeStamp; }
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void setMillisecondsInTimeStamp ( bool value )
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{ m_millisecondsInTimeStamp = value; }
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private:
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std::string generatePrefix( const SessionID& sessionID );
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void init( std::string path, std::string backupPath, const std::string& prefix );
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std::string m_eventFileName;
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std::string m_fullPrefix;
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std::string m_fullBackupPrefix;
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bool m_millisecondsInTimeStamp;
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};
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}
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data/ext/quickfix/FileStore.cpp
CHANGED
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@@ -130,10 +130,18 @@ void FileStore::populateCache()
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{
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int num;
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long offset;
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size_t size;
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std::size_t size;
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while (
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while (FILE_FSCANF(headerFile, "%d,%ld,%lu ", &num, &offset, &size) == 3)
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{
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std::pair<NumToOffset::iterator, bool> it =
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m_offsets.insert(NumToOffset::value_type(num, std::make_pair(offset, size)));
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//std::cout << it.first->second.first << " --- " << it.first->second.second << '\n';
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if (it.second == false)
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{
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it.first->second = std::make_pair(offset, size);
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}
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}
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fclose( headerFile );
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}
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#endif
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if( result == 1 )
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{
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m_cache.setCreationTime( UtcTimeStampConvertor::convert( time
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m_cache.setCreationTime( UtcTimeStampConvertor::convert( time ) );
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}
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fclose( sessionFile );
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}
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long offset = ftell( m_msgFile );
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throw IOException( "Unable to get file pointer position from " + m_msgFileName );
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size_t size = msg.size();
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std::size_t size = msg.size();
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if ( fprintf( m_headerFile, "%d,%ld,%lu ", msgSeqNum, offset, size ) < 0 )
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throw IOException( "Unable to write to file " + m_headerFileName );
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m_offsets.insert(NumToOffset::value_type(msgSeqNum, std::make_pair(offset, size)));
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if (it.second == false)
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{
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data/ext/quickfix/FileStore.h
CHANGED
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void refresh() throw ( IOException );
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#ifdef _MSC_VER
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typedef std::pair < int, int > OffsetSize;
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#else
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typedef std::pair < long, std::size_t > OffsetSize;
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#endif
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typedef std::map < int, OffsetSize > NumToOffset;
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void open( bool deleteFile );
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@@ -5,1533 +5,1534 @@ namespace FIX
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{
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namespace FIELD
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{
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const int
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const int
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const int
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const int
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const int
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const int
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const int
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const int
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const int
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const int FlexibleIndicator = 1244;
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const int NoExecInstRules = 1232;
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const int SideTrdRegTimestamp = 1012;
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const int DeliveryForm = 668;
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const int ExecRestatementReason = 378;
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const int MidYield = 633;
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const int ContractMultiplier = 231;
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const int CcyAmt = 1157;
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const int LegOrderQty = 685;
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const int AllocIntermedReqType = 808;
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const int UnderlyingIssuer = 306;
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const int NoNested2PartyIDs = 756;
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const int MinTradeVol = 562;
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const int SettlCurrAmt = 119;
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const int DerivativeInstrumentPartyRole = 1295;
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const int YieldRedemptionPriceType = 698;
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const int NewsRefID = 1476;
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const int SecurityListTypeSource = 1471;
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const int ApplReqID = 1346;
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const int DerivativeFuturesValuationMethod = 1319;
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const int NoLegSecurityAltID = 604;
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const int DerivativeSecurityType = 1249;
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const int CollInquiryQualifier = 896;
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const int RawData = 96;
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const int CashSettlAgentContactPhone = 187;
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const int CreditRating = 255;
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const int ContingencyType = 1385;
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const int StrikeCurrency = 947;
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const int TradeVolume = 1020;
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const int SideTrdRegTimestampSrc = 1014;
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const int DeliveryDate = 743;
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const int EmailType = 94;
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const int EncodedListExecInst = 353;
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const int ContraTradeTime = 438;
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const int MaturityMonthYearIncrement = 1229;
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const int RootPartyIDSource = 1118;
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const int UnderlyingCouponPaymentDate = 241;
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const int BidYield = 632;
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const int IOIQltyInd = 25;
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const int Issuer = 106;
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const int CardNumber = 489;
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const int NoLegStipulations = 683;
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const int LegSecurityExchange = 616;
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|
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
|
|
126
|
-
const int
|
|
127
|
-
const int
|
|
128
|
-
const int
|
|
129
|
-
const int
|
|
130
|
-
const int
|
|
131
|
-
const int
|
|
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
|
|
150
|
-
const int
|
|
151
|
-
const int
|
|
152
|
-
const int
|
|
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
|
|
157
|
-
const int
|
|
158
|
-
const int
|
|
159
|
-
const int
|
|
160
|
-
const int
|
|
161
|
-
const int
|
|
162
|
-
const int
|
|
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
|
|
166
|
-
const int
|
|
167
|
-
const int
|
|
168
|
-
const int
|
|
169
|
-
const int
|
|
170
|
-
const int
|
|
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
|
|
173
|
-
const int
|
|
174
|
-
const int
|
|
175
|
-
const int
|
|
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
|
|
189
|
-
const int
|
|
190
|
-
const int
|
|
191
|
-
const int
|
|
192
|
-
const int
|
|
193
|
-
const int
|
|
194
|
-
const int
|
|
195
|
-
const int
|
|
196
|
-
const int
|
|
197
|
-
const int
|
|
198
|
-
const int
|
|
199
|
-
const int
|
|
200
|
-
const int
|
|
201
|
-
const int
|
|
202
|
-
const int
|
|
203
|
-
const int
|
|
204
|
-
const int
|
|
205
|
-
const int
|
|
206
|
-
const int
|
|
207
|
-
const int
|
|
208
|
-
const int
|
|
209
|
-
const int
|
|
210
|
-
const int
|
|
211
|
-
const int
|
|
212
|
-
const int
|
|
213
|
-
const int
|
|
214
|
-
const int
|
|
215
|
-
const int
|
|
216
|
-
const int
|
|
217
|
-
const int
|
|
218
|
-
const int
|
|
219
|
-
const int
|
|
220
|
-
const int
|
|
221
|
-
const int
|
|
222
|
-
const int
|
|
223
|
-
const int
|
|
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
|
|
245
|
-
const int
|
|
246
|
-
const int
|
|
247
|
-
const int
|
|
248
|
-
const int
|
|
249
|
-
const int
|
|
250
|
-
const int
|
|
251
|
-
const int
|
|
252
|
-
const int
|
|
253
|
-
const int
|
|
254
|
-
const int
|
|
255
|
-
const int
|
|
256
|
-
const int
|
|
257
|
-
const int
|
|
258
|
-
const int
|
|
259
|
-
const int
|
|
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
|
|
262
|
-
const int
|
|
263
|
-
const int
|
|
264
|
-
const int
|
|
265
|
-
const int
|
|
266
|
-
const int
|
|
267
|
-
const int
|
|
268
|
-
const int
|
|
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
|
|
273
|
-
const int
|
|
274
|
-
const int
|
|
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
|
|
277
|
-
const int
|
|
278
|
-
const int
|
|
279
|
-
const int
|
|
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
|
|
323
|
-
const int
|
|
324
|
-
const int
|
|
325
|
-
const int
|
|
326
|
-
const int
|
|
327
|
-
const int
|
|
328
|
-
const int
|
|
329
|
-
const int
|
|
330
|
-
const int
|
|
331
|
-
const int
|
|
332
|
-
const int
|
|
333
|
-
const int
|
|
334
|
-
const int
|
|
335
|
-
const int
|
|
336
|
-
const int
|
|
337
|
-
const int
|
|
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
|
|
487
|
-
const int
|
|
488
|
-
const int
|
|
489
|
-
const int
|
|
490
|
-
const int
|
|
491
|
-
const int
|
|
492
|
-
const int
|
|
493
|
-
const int
|
|
494
|
-
const int
|
|
495
|
-
const int
|
|
496
|
-
const int
|
|
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
|
|
521
|
-
const int
|
|
522
|
-
const int
|
|
523
|
-
const int
|
|
524
|
-
const int
|
|
525
|
-
const int
|
|
526
|
-
const int
|
|
527
|
-
const int
|
|
528
|
-
const int
|
|
529
|
-
const int
|
|
530
|
-
const int
|
|
531
|
-
const int
|
|
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
|
|
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
|
|
537
|
-
const int
|
|
538
|
-
const int
|
|
539
|
-
const int
|
|
540
|
-
const int
|
|
541
|
-
const int
|
|
542
|
-
const int
|
|
543
|
-
const int
|
|
544
|
-
const int
|
|
545
|
-
const int
|
|
546
|
-
const int
|
|
547
|
-
const int
|
|
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
|
|
674
|
-
const int
|
|
675
|
-
const int
|
|
676
|
-
const int
|
|
677
|
-
const int
|
|
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
|
|
728
|
-
const int
|
|
729
|
-
const int
|
|
730
|
-
const int
|
|
731
|
-
const int
|
|
732
|
-
const int
|
|
733
|
-
const int
|
|
734
|
-
const int
|
|
735
|
-
const int
|
|
736
|
-
const int
|
|
737
|
-
const int
|
|
738
|
-
const int
|
|
739
|
-
const int
|
|
740
|
-
const int
|
|
741
|
-
const int
|
|
742
|
-
const int
|
|
743
|
-
const int
|
|
744
|
-
const int
|
|
745
|
-
const int
|
|
746
|
-
const int
|
|
747
|
-
const int
|
|
748
|
-
const int
|
|
749
|
-
const int
|
|
750
|
-
const int
|
|
751
|
-
const int
|
|
752
|
-
const int
|
|
753
|
-
const int
|
|
754
|
-
const int
|
|
755
|
-
const int
|
|
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
|
|
765
|
-
const int
|
|
766
|
-
const int
|
|
767
|
-
const int
|
|
768
|
-
const int
|
|
769
|
-
const int
|
|
770
|
-
const int
|
|
771
|
-
const int
|
|
772
|
-
const int
|
|
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
|
|
814
|
-
const int
|
|
815
|
-
const int
|
|
816
|
-
const int
|
|
817
|
-
const int
|
|
818
|
-
const int
|
|
819
|
-
const int
|
|
820
|
-
const int
|
|
821
|
-
const int
|
|
822
|
-
const int
|
|
823
|
-
const int
|
|
824
|
-
const int
|
|
825
|
-
const int
|
|
826
|
-
const int
|
|
827
|
-
const int
|
|
828
|
-
const int
|
|
829
|
-
const int
|
|
830
|
-
const int
|
|
831
|
-
const int
|
|
832
|
-
const int
|
|
833
|
-
const int
|
|
834
|
-
const int
|
|
835
|
-
const int
|
|
836
|
-
const int
|
|
837
|
-
const int
|
|
838
|
-
const int
|
|
839
|
-
const int
|
|
840
|
-
const int
|
|
841
|
-
const int
|
|
842
|
-
const int
|
|
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
|
|
845
|
-
const int
|
|
846
|
-
const int
|
|
847
|
-
const int
|
|
848
|
-
const int
|
|
849
|
-
const int
|
|
850
|
-
const int
|
|
851
|
-
const int
|
|
852
|
-
const int
|
|
853
|
-
const int
|
|
854
|
-
const int
|
|
855
|
-
const int
|
|
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
|
|
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
|
|
871
|
-
const int
|
|
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
|
|
885
|
-
const int
|
|
886
|
-
const int
|
|
887
|
-
const int
|
|
888
|
-
const int
|
|
889
|
-
const int
|
|
890
|
-
const int
|
|
891
|
-
const int
|
|
892
|
-
const int
|
|
893
|
-
const int
|
|
894
|
-
const int
|
|
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
|
|
897
|
-
const int
|
|
898
|
-
const int
|
|
899
|
-
const int
|
|
900
|
-
const int
|
|
901
|
-
const int
|
|
902
|
-
const int
|
|
903
|
-
const int
|
|
904
|
-
const int
|
|
905
|
-
const int
|
|
906
|
-
const int
|
|
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
|
|
909
|
-
const int
|
|
910
|
-
const int
|
|
911
|
-
const int
|
|
912
|
-
const int
|
|
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
|
|
919
|
-
const int
|
|
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
|
|
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
|
|
924
|
-
const int
|
|
925
|
-
const int
|
|
926
|
-
const int
|
|
927
|
-
const int
|
|
928
|
-
const int
|
|
929
|
-
const int
|
|
930
|
-
const int
|
|
931
|
-
const int
|
|
932
|
-
const int
|
|
933
|
-
const int
|
|
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
|
|
936
|
-
const int
|
|
937
|
-
const int
|
|
938
|
-
const int
|
|
939
|
-
const int
|
|
940
|
-
const int
|
|
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
|
|
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
|
|
947
|
-
const int
|
|
948
|
-
const int
|
|
949
|
-
const int
|
|
950
|
-
const int
|
|
951
|
-
const int
|
|
952
|
-
const int
|
|
953
|
-
const int
|
|
954
|
-
const int
|
|
955
|
-
const int
|
|
956
|
-
const int
|
|
957
|
-
const int
|
|
958
|
-
const int
|
|
959
|
-
const int
|
|
960
|
-
const int
|
|
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
|
|
963
|
-
const int
|
|
964
|
-
const int
|
|
965
|
-
const int
|
|
966
|
-
const int
|
|
967
|
-
const int
|
|
968
|
-
const int
|
|
969
|
-
const int
|
|
970
|
-
const int
|
|
971
|
-
const int
|
|
972
|
-
const int
|
|
973
|
-
const int
|
|
974
|
-
const int
|
|
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
|
|
1015
|
-
const int
|
|
1016
|
-
const int
|
|
1017
|
-
const int
|
|
1018
|
-
const int
|
|
1019
|
-
const int
|
|
1020
|
-
const int
|
|
1021
|
-
const int
|
|
1022
|
-
const int
|
|
1023
|
-
const int
|
|
1024
|
-
const int
|
|
1025
|
-
const int
|
|
1026
|
-
const int
|
|
1027
|
-
const int
|
|
1028
|
-
const int
|
|
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
|
|
1032
|
-
const int
|
|
1033
|
-
const int
|
|
1034
|
-
const int
|
|
1035
|
-
const int
|
|
1036
|
-
const int
|
|
1037
|
-
const int
|
|
1038
|
-
const int
|
|
1039
|
-
const int
|
|
1040
|
-
const int
|
|
1041
|
-
const int
|
|
1042
|
-
const int
|
|
1043
|
-
const int
|
|
1044
|
-
const int
|
|
1045
|
-
const int
|
|
1046
|
-
const int
|
|
1047
|
-
const int
|
|
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
|
|
1056
|
-
const int
|
|
1057
|
-
const int
|
|
1058
|
-
const int
|
|
1059
|
-
const int
|
|
1060
|
-
const int
|
|
1061
|
-
const int
|
|
1062
|
-
const int
|
|
1063
|
-
const int
|
|
1064
|
-
const int
|
|
1065
|
-
const int
|
|
1066
|
-
const int
|
|
1067
|
-
const int
|
|
1068
|
-
const int
|
|
1069
|
-
const int
|
|
1070
|
-
const int
|
|
1071
|
-
const int
|
|
1072
|
-
const int
|
|
1073
|
-
const int
|
|
1074
|
-
const int
|
|
1075
|
-
const int
|
|
1076
|
-
const int
|
|
1077
|
-
const int
|
|
1078
|
-
const int
|
|
1079
|
-
const int
|
|
1080
|
-
const int
|
|
1081
|
-
const int
|
|
1082
|
-
const int
|
|
1083
|
-
const int
|
|
1084
|
-
const int
|
|
1085
|
-
const int
|
|
1086
|
-
const int
|
|
1087
|
-
const int
|
|
1088
|
-
const int
|
|
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
|
|
1099
|
-
const int
|
|
1100
|
-
const int
|
|
1101
|
-
const int
|
|
1102
|
-
const int
|
|
1103
|
-
const int
|
|
1104
|
-
const int
|
|
1105
|
-
const int
|
|
1106
|
-
const int
|
|
1107
|
-
const int
|
|
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
|
|
1110
|
-
const int
|
|
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
|
|
1113
|
-
const int
|
|
1114
|
-
const int
|
|
1115
|
-
const int
|
|
1116
|
-
const int
|
|
1117
|
-
const int
|
|
1118
|
-
const int
|
|
1119
|
-
const int
|
|
1120
|
-
const int
|
|
1121
|
-
const int
|
|
1122
|
-
const int
|
|
1123
|
-
const int
|
|
1124
|
-
const int
|
|
1125
|
-
const int
|
|
1126
|
-
const int
|
|
1127
|
-
const int
|
|
1128
|
-
const int
|
|
1129
|
-
const int
|
|
1130
|
-
const int
|
|
1131
|
-
const int
|
|
1132
|
-
const int
|
|
1133
|
-
const int
|
|
1134
|
-
const int
|
|
1135
|
-
const int
|
|
1136
|
-
const int
|
|
1137
|
-
const int
|
|
1138
|
-
const int
|
|
1139
|
-
const int
|
|
1140
|
-
const int
|
|
1141
|
-
const int
|
|
1142
|
-
const int
|
|
1143
|
-
const int
|
|
1144
|
-
const int
|
|
1145
|
-
const int
|
|
1146
|
-
const int
|
|
1147
|
-
const int
|
|
1148
|
-
const int
|
|
1149
|
-
const int
|
|
1150
|
-
const int
|
|
1151
|
-
const int
|
|
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
|
|
1178
|
-
const int
|
|
1179
|
-
const int
|
|
1180
|
-
const int
|
|
1181
|
-
const int
|
|
1182
|
-
const int
|
|
1183
|
-
const int
|
|
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
|
|
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
|
|
1204
|
-
const int
|
|
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
|
|
1211
|
-
const int
|
|
1212
|
-
const int
|
|
1213
|
-
const int
|
|
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
|
|
1216
|
-
const int
|
|
1217
|
-
const int
|
|
1218
|
-
const int
|
|
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
|
|
1221
|
-
const int
|
|
1222
|
-
const int
|
|
1223
|
-
const int
|
|
1224
|
-
const int
|
|
1225
|
-
const int
|
|
1226
|
-
const int
|
|
1227
|
-
const int
|
|
1228
|
-
const int
|
|
1229
|
-
const int
|
|
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
|
|
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
|
|
1245
|
-
const int
|
|
1246
|
-
const int
|
|
1247
|
-
const int
|
|
1248
|
-
const int
|
|
1249
|
-
const int
|
|
1250
|
-
const int
|
|
1251
|
-
const int
|
|
1252
|
-
const int
|
|
1253
|
-
const int
|
|
1254
|
-
const int
|
|
1255
|
-
const int
|
|
1256
|
-
const int
|
|
1257
|
-
const int
|
|
1258
|
-
const int
|
|
1259
|
-
const int
|
|
1260
|
-
const int
|
|
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
|
|
1263
|
-
const int
|
|
1264
|
-
const int
|
|
1265
|
-
const int
|
|
1266
|
-
const int
|
|
1267
|
-
const int
|
|
1268
|
-
const int
|
|
1269
|
-
const int
|
|
1270
|
-
const int
|
|
1271
|
-
const int
|
|
1272
|
-
const int
|
|
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
|
|
1301
|
-
const int
|
|
1302
|
-
const int
|
|
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
|
|
1324
|
-
const int
|
|
1325
|
-
const int
|
|
1326
|
-
const int
|
|
1327
|
-
const int
|
|
1328
|
-
const int
|
|
1329
|
-
const int
|
|
1330
|
-
const int
|
|
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
|
|
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
|
|
1339
|
-
const int
|
|
1340
|
-
const int
|
|
1341
|
-
const int
|
|
1342
|
-
const int
|
|
1343
|
-
const int
|
|
1344
|
-
const int
|
|
1345
|
-
const int
|
|
1346
|
-
const int
|
|
1347
|
-
const int
|
|
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
|
|
1350
|
-
const int
|
|
1351
|
-
const int
|
|
1352
|
-
const int
|
|
1353
|
-
const int
|
|
1354
|
-
const int
|
|
1355
|
-
const int
|
|
1356
|
-
const int
|
|
1357
|
-
const int
|
|
1358
|
-
const int
|
|
1359
|
-
const int
|
|
1360
|
-
const int
|
|
1361
|
-
const int
|
|
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
|
|
1364
|
-
const int
|
|
1365
|
-
const int
|
|
1366
|
-
const int
|
|
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
|
|
1369
|
-
const int
|
|
1370
|
-
const int
|
|
1371
|
-
const int
|
|
1372
|
-
const int
|
|
1373
|
-
const int
|
|
1374
|
-
const int
|
|
1375
|
-
const int
|
|
1376
|
-
const int
|
|
1377
|
-
const int
|
|
1378
|
-
const int
|
|
1379
|
-
const int
|
|
1380
|
-
const int
|
|
1381
|
-
const int
|
|
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
|
|
1384
|
-
const int
|
|
1385
|
-
const int
|
|
1386
|
-
const int
|
|
1387
|
-
const int
|
|
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
|
|
1390
|
-
const int
|
|
1391
|
-
const int
|
|
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
|
|
1437
|
-
const int
|
|
1438
|
-
const int
|
|
1439
|
-
const int
|
|
1440
|
-
const int
|
|
1441
|
-
const int
|
|
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
|
|
1458
|
-
const int
|
|
1459
|
-
const int
|
|
1460
|
-
const int
|
|
1461
|
-
const int
|
|
1462
|
-
const int
|
|
1463
|
-
const int
|
|
1464
|
-
const int
|
|
1465
|
-
const int
|
|
1466
|
-
const int
|
|
1467
|
-
const int
|
|
1468
|
-
const int
|
|
1469
|
-
const int
|
|
1470
|
-
const int
|
|
1471
|
-
const int
|
|
1472
|
-
const int
|
|
1473
|
-
const int
|
|
1474
|
-
const int
|
|
1475
|
-
const int
|
|
1476
|
-
const int
|
|
1477
|
-
const int
|
|
1478
|
-
const int
|
|
1479
|
-
const int
|
|
1480
|
-
const int
|
|
1481
|
-
const int
|
|
1482
|
-
const int
|
|
1483
|
-
const int
|
|
1484
|
-
const int
|
|
1485
|
-
const int
|
|
1486
|
-
const int
|
|
1487
|
-
const int
|
|
1488
|
-
const int
|
|
1489
|
-
const int
|
|
1490
|
-
const int
|
|
1491
|
-
const int
|
|
1492
|
-
const int
|
|
1493
|
-
const int
|
|
1494
|
-
const int
|
|
1495
|
-
const int
|
|
1496
|
-
const int
|
|
1497
|
-
const int
|
|
1498
|
-
const int
|
|
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
|
|
1506
|
-
const int
|
|
1507
|
-
const int
|
|
1508
|
-
const int
|
|
1509
|
-
const int
|
|
1510
|
-
const int
|
|
1511
|
-
const int
|
|
1512
|
-
const int
|
|
1513
|
-
const int
|
|
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
|
|
1516
|
-
const int
|
|
1517
|
-
const int
|
|
1518
|
-
const int
|
|
1519
|
-
const int
|
|
1520
|
-
const int
|
|
1521
|
-
const int
|
|
1522
|
-
const int
|
|
1523
|
-
const int
|
|
1524
|
-
const int
|
|
1525
|
-
const int
|
|
1526
|
-
const int
|
|
1527
|
-
const int
|
|
1528
|
-
const int
|
|
1529
|
-
const int
|
|
1530
|
-
const int
|
|
1531
|
-
const int
|
|
1532
|
-
const int
|
|
1533
|
-
const int
|
|
1534
|
-
const int
|
|
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
|