quickfix_ruby 1.14.3

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Files changed (149) hide show
  1. checksums.yaml +7 -0
  2. data/ext/quickfix/Acceptor.cpp +248 -0
  3. data/ext/quickfix/Acceptor.h +127 -0
  4. data/ext/quickfix/Allocator.h +9 -0
  5. data/ext/quickfix/Application.h +127 -0
  6. data/ext/quickfix/AtomicCount.h +109 -0
  7. data/ext/quickfix/DOMDocument.h +74 -0
  8. data/ext/quickfix/DataDictionary.cpp +618 -0
  9. data/ext/quickfix/DataDictionary.h +539 -0
  10. data/ext/quickfix/DataDictionaryProvider.cpp +71 -0
  11. data/ext/quickfix/DataDictionaryProvider.h +70 -0
  12. data/ext/quickfix/DatabaseConnectionID.h +105 -0
  13. data/ext/quickfix/DatabaseConnectionPool.h +91 -0
  14. data/ext/quickfix/Dictionary.cpp +162 -0
  15. data/ext/quickfix/Dictionary.h +94 -0
  16. data/ext/quickfix/Event.h +95 -0
  17. data/ext/quickfix/Exceptions.h +299 -0
  18. data/ext/quickfix/Field.h +672 -0
  19. data/ext/quickfix/FieldConvertors.h +863 -0
  20. data/ext/quickfix/FieldMap.cpp +238 -0
  21. data/ext/quickfix/FieldMap.h +244 -0
  22. data/ext/quickfix/FieldNumbers.h +46 -0
  23. data/ext/quickfix/FieldTypes.cpp +64 -0
  24. data/ext/quickfix/FieldTypes.h +698 -0
  25. data/ext/quickfix/Fields.h +31 -0
  26. data/ext/quickfix/FileLog.cpp +200 -0
  27. data/ext/quickfix/FileLog.h +112 -0
  28. data/ext/quickfix/FileStore.cpp +332 -0
  29. data/ext/quickfix/FileStore.h +129 -0
  30. data/ext/quickfix/FixFieldNumbers.h +1537 -0
  31. data/ext/quickfix/FixFields.h +1538 -0
  32. data/ext/quickfix/FixValues.h +3281 -0
  33. data/ext/quickfix/FlexLexer.h +188 -0
  34. data/ext/quickfix/Group.cpp +64 -0
  35. data/ext/quickfix/Group.h +73 -0
  36. data/ext/quickfix/HtmlBuilder.h +186 -0
  37. data/ext/quickfix/HttpConnection.cpp +739 -0
  38. data/ext/quickfix/HttpConnection.h +78 -0
  39. data/ext/quickfix/HttpMessage.cpp +149 -0
  40. data/ext/quickfix/HttpMessage.h +133 -0
  41. data/ext/quickfix/HttpParser.cpp +49 -0
  42. data/ext/quickfix/HttpParser.h +54 -0
  43. data/ext/quickfix/HttpServer.cpp +169 -0
  44. data/ext/quickfix/HttpServer.h +78 -0
  45. data/ext/quickfix/Initiator.cpp +289 -0
  46. data/ext/quickfix/Initiator.h +149 -0
  47. data/ext/quickfix/Log.cpp +77 -0
  48. data/ext/quickfix/Log.h +179 -0
  49. data/ext/quickfix/Message.cpp +580 -0
  50. data/ext/quickfix/Message.h +370 -0
  51. data/ext/quickfix/MessageCracker.h +188 -0
  52. data/ext/quickfix/MessageSorters.cpp +105 -0
  53. data/ext/quickfix/MessageSorters.h +156 -0
  54. data/ext/quickfix/MessageStore.cpp +146 -0
  55. data/ext/quickfix/MessageStore.h +174 -0
  56. data/ext/quickfix/Mutex.h +131 -0
  57. data/ext/quickfix/MySQLConnection.h +194 -0
  58. data/ext/quickfix/MySQLLog.cpp +275 -0
  59. data/ext/quickfix/MySQLLog.h +145 -0
  60. data/ext/quickfix/MySQLStore.cpp +331 -0
  61. data/ext/quickfix/MySQLStore.h +142 -0
  62. data/ext/quickfix/NullStore.cpp +54 -0
  63. data/ext/quickfix/NullStore.h +99 -0
  64. data/ext/quickfix/OdbcConnection.h +266 -0
  65. data/ext/quickfix/OdbcLog.cpp +252 -0
  66. data/ext/quickfix/OdbcLog.h +117 -0
  67. data/ext/quickfix/OdbcStore.cpp +338 -0
  68. data/ext/quickfix/OdbcStore.h +113 -0
  69. data/ext/quickfix/PUGIXML_DOMDocument.cpp +112 -0
  70. data/ext/quickfix/PUGIXML_DOMDocument.h +81 -0
  71. data/ext/quickfix/Parser.cpp +103 -0
  72. data/ext/quickfix/Parser.h +57 -0
  73. data/ext/quickfix/PostgreSQLConnection.h +176 -0
  74. data/ext/quickfix/PostgreSQLLog.cpp +276 -0
  75. data/ext/quickfix/PostgreSQLLog.h +144 -0
  76. data/ext/quickfix/PostgreSQLStore.cpp +334 -0
  77. data/ext/quickfix/PostgreSQLStore.h +141 -0
  78. data/ext/quickfix/Queue.h +75 -0
  79. data/ext/quickfix/QuickfixRuby.cpp +252066 -0
  80. data/ext/quickfix/QuickfixRuby.h +34 -0
  81. data/ext/quickfix/Responder.h +43 -0
  82. data/ext/quickfix/Session.cpp +1487 -0
  83. data/ext/quickfix/Session.h +335 -0
  84. data/ext/quickfix/SessionFactory.cpp +274 -0
  85. data/ext/quickfix/SessionFactory.h +86 -0
  86. data/ext/quickfix/SessionID.h +170 -0
  87. data/ext/quickfix/SessionSettings.cpp +189 -0
  88. data/ext/quickfix/SessionSettings.h +171 -0
  89. data/ext/quickfix/SessionState.h +231 -0
  90. data/ext/quickfix/Settings.cpp +100 -0
  91. data/ext/quickfix/Settings.h +53 -0
  92. data/ext/quickfix/SharedArray.h +150 -0
  93. data/ext/quickfix/SocketAcceptor.cpp +222 -0
  94. data/ext/quickfix/SocketAcceptor.h +75 -0
  95. data/ext/quickfix/SocketConnection.cpp +238 -0
  96. data/ext/quickfix/SocketConnection.h +103 -0
  97. data/ext/quickfix/SocketConnector.cpp +116 -0
  98. data/ext/quickfix/SocketConnector.h +67 -0
  99. data/ext/quickfix/SocketInitiator.cpp +260 -0
  100. data/ext/quickfix/SocketInitiator.h +81 -0
  101. data/ext/quickfix/SocketMonitor.cpp +335 -0
  102. data/ext/quickfix/SocketMonitor.h +111 -0
  103. data/ext/quickfix/SocketServer.cpp +177 -0
  104. data/ext/quickfix/SocketServer.h +100 -0
  105. data/ext/quickfix/ThreadedSocketAcceptor.cpp +258 -0
  106. data/ext/quickfix/ThreadedSocketAcceptor.h +98 -0
  107. data/ext/quickfix/ThreadedSocketConnection.cpp +209 -0
  108. data/ext/quickfix/ThreadedSocketConnection.h +82 -0
  109. data/ext/quickfix/ThreadedSocketInitiator.cpp +268 -0
  110. data/ext/quickfix/ThreadedSocketInitiator.h +84 -0
  111. data/ext/quickfix/TimeRange.cpp +173 -0
  112. data/ext/quickfix/TimeRange.h +258 -0
  113. data/ext/quickfix/Utility.cpp +537 -0
  114. data/ext/quickfix/Utility.h +219 -0
  115. data/ext/quickfix/Values.h +62 -0
  116. data/ext/quickfix/config.h +0 -0
  117. data/ext/quickfix/config_windows.h +0 -0
  118. data/ext/quickfix/extconf.rb +12 -0
  119. data/ext/quickfix/index.h +37 -0
  120. data/ext/quickfix/pugiconfig.hpp +72 -0
  121. data/ext/quickfix/pugixml.cpp +10765 -0
  122. data/ext/quickfix/pugixml.hpp +1341 -0
  123. data/ext/quickfix/strptime.h +7 -0
  124. data/lib/quickfix40.rb +274 -0
  125. data/lib/quickfix41.rb +351 -0
  126. data/lib/quickfix42.rb +1184 -0
  127. data/lib/quickfix43.rb +3504 -0
  128. data/lib/quickfix44.rb +10721 -0
  129. data/lib/quickfix50.rb +13426 -0
  130. data/lib/quickfix50sp1.rb +15629 -0
  131. data/lib/quickfix50sp2.rb +17068 -0
  132. data/lib/quickfix_fields.rb +19853 -0
  133. data/lib/quickfix_ruby.rb +82 -0
  134. data/lib/quickfixt11.rb +70 -0
  135. data/spec/FIX40.xml +862 -0
  136. data/spec/FIX41.xml +1285 -0
  137. data/spec/FIX42.xml +2746 -0
  138. data/spec/FIX43.xml +4229 -0
  139. data/spec/FIX44.xml +6596 -0
  140. data/spec/FIX50.xml +8137 -0
  141. data/spec/FIX50SP1.xml +9496 -0
  142. data/spec/FIX50SP2.xml +10011 -0
  143. data/spec/FIXT11.xml +313 -0
  144. data/test/test_DataDictionaryTestCase.rb +268 -0
  145. data/test/test_DictionaryTestCase.rb +112 -0
  146. data/test/test_FieldBaseTestCase.rb +24 -0
  147. data/test/test_MessageTestCase.rb +368 -0
  148. data/test/test_SessionSettingsTestCase.rb +41 -0
  149. metadata +193 -0
@@ -0,0 +1,1538 @@
1
+ #ifndef FIX_FIELDS_H
2
+ #define FIX_FIELDS_H
3
+
4
+ #include "Field.h"
5
+
6
+ #undef Yield
7
+
8
+ namespace FIX
9
+ {
10
+ DEFINE_INT(MaxPriceLevels);
11
+ DEFINE_DATA(DerivativeEncodedIssuer);
12
+ DEFINE_NUMINGROUP(NoCompIDs);
13
+ DEFINE_STRING(SettlInstRefID);
14
+ DEFINE_STRING(NestedPartyID);
15
+ DEFINE_PERCENTAGE(DetachmentPoint);
16
+ DEFINE_BOOLEAN(LateIndicator);
17
+ DEFINE_STRING(SecurityListID);
18
+ DEFINE_INT(DerivativeFlowScheduleType);
19
+ DEFINE_BOOLEAN(FlexibleIndicator);
20
+ DEFINE_NUMINGROUP(NoExecInstRules);
21
+ DEFINE_UTCTIMESTAMP(SideTrdRegTimestamp);
22
+ DEFINE_INT(DeliveryForm);
23
+ DEFINE_INT(ExecRestatementReason);
24
+ DEFINE_PERCENTAGE(MidYield);
25
+ DEFINE_FLOAT(ContractMultiplier);
26
+ DEFINE_AMT(CcyAmt);
27
+ DEFINE_QTY(LegOrderQty);
28
+ DEFINE_INT(AllocIntermedReqType);
29
+ DEFINE_STRING(UnderlyingIssuer);
30
+ DEFINE_NUMINGROUP(NoNested2PartyIDs);
31
+ DEFINE_QTY(MinTradeVol);
32
+ DEFINE_AMT(SettlCurrAmt);
33
+ DEFINE_INT(DerivativeInstrumentPartyRole);
34
+ DEFINE_INT(YieldRedemptionPriceType);
35
+ DEFINE_STRING(NewsRefID);
36
+ DEFINE_INT(SecurityListTypeSource);
37
+ DEFINE_STRING(ApplReqID);
38
+ DEFINE_STRING(DerivativeFuturesValuationMethod);
39
+ DEFINE_NUMINGROUP(NoLegSecurityAltID);
40
+ DEFINE_STRING(DerivativeSecurityType);
41
+ DEFINE_INT(CollInquiryQualifier);
42
+ DEFINE_DATA(RawData);
43
+ DEFINE_STRING(CashSettlAgentContactPhone);
44
+ DEFINE_STRING(CreditRating);
45
+ DEFINE_INT(ContingencyType);
46
+ DEFINE_CURRENCY(StrikeCurrency);
47
+ DEFINE_QTY(TradeVolume);
48
+ DEFINE_STRING(SideTrdRegTimestampSrc);
49
+ DEFINE_LOCALMKTDATE(DeliveryDate);
50
+ DEFINE_CHAR(EmailType);
51
+ DEFINE_DATA(EncodedListExecInst);
52
+ DEFINE_UTCTIMESTAMP(ContraTradeTime);
53
+ DEFINE_INT(MaturityMonthYearIncrement);
54
+ DEFINE_CHAR(RootPartyIDSource);
55
+ DEFINE_LOCALMKTDATE(UnderlyingCouponPaymentDate);
56
+ DEFINE_PERCENTAGE(BidYield);
57
+ DEFINE_CHAR(IOIQltyInd);
58
+ DEFINE_STRING(Issuer);
59
+ DEFINE_STRING(CardNumber);
60
+ DEFINE_NUMINGROUP(NoLegStipulations);
61
+ DEFINE_EXCHANGE(LegSecurityExchange);
62
+ DEFINE_QTY(CashOrderQty);
63
+ DEFINE_AMT(AccruedInterestAmt);
64
+ DEFINE_STRING(MDEntrySeller);
65
+ DEFINE_PRICE(LegPrice);
66
+ DEFINE_STRING(DeliverToCompID);
67
+ DEFINE_STRING(TargetLocationID);
68
+ DEFINE_PRICEOFFSET(OfferForwardPoints2);
69
+ DEFINE_QTY(RatioQty);
70
+ DEFINE_INT(MultiLegRptTypeReq);
71
+ DEFINE_STRING(AllocAccount);
72
+ DEFINE_QTY(TotalVolumeTraded);
73
+ DEFINE_NUMINGROUP(LinesOfText);
74
+ DEFINE_INT(AccountType);
75
+ DEFINE_INT(MDEntryPositionNo);
76
+ DEFINE_INT(HaltReasonInt);
77
+ DEFINE_LOCALMKTDATE(FutSettDate);
78
+ DEFINE_STRING(SecurityDesc);
79
+ DEFINE_QTY(MinQty);
80
+ DEFINE_CURRENCY(SettlCurrency);
81
+ DEFINE_FLOAT(PegOffsetValue);
82
+ DEFINE_STRING(DerivativeSecurityAltIDSource);
83
+ DEFINE_NUMINGROUP(NoSettlPartySubIDs);
84
+ DEFINE_STRING(AllocReportID);
85
+ DEFINE_STRING(LegCFICode);
86
+ DEFINE_LOCALMKTDATE(LegFutSettDate);
87
+ DEFINE_STRING(LegBenchmarkCurveName);
88
+ DEFINE_STRING(ClearingFeeIndicator);
89
+ DEFINE_STRING(BrokerOfCredit);
90
+ DEFINE_STRING(SecurityListRefID);
91
+ DEFINE_TZTIMEONLY(UnderlyingLegMaturityTime);
92
+ DEFINE_INT(NestedPartySubIDType);
93
+ DEFINE_INT(BidType);
94
+ DEFINE_STRING(MDEntryRefID);
95
+ DEFINE_QTY(UnderlyingUnitOfMeasureQty);
96
+ DEFINE_LOCALMKTDATE(UnderlyingLegMaturityDate);
97
+ DEFINE_PRICE(StartTickPriceRange);
98
+ DEFINE_MONTHYEAR(LegContractSettlMonth);
99
+ DEFINE_STRING(UnderlyingSecurityDesc);
100
+ DEFINE_STRING(CashDistribPayRef);
101
+ DEFINE_INT(QuotePriceType);
102
+ DEFINE_DATA(EncodedAllocText);
103
+ DEFINE_MONTHYEAR(UnderlyingMaturityMonthYear);
104
+ DEFINE_PERCENTAGE(UnderlyingOriginalNotionalPercentageOutstanding);
105
+ DEFINE_INT(MultilegPriceMethod);
106
+ DEFINE_INT(TotNoFills);
107
+ DEFINE_STRING(DerivativeSettleOnOpenFlag);
108
+ DEFINE_INT(UnderlyingRepurchaseTerm);
109
+ DEFINE_COUNTRY(DerivativeCountryOfIssue);
110
+ DEFINE_INT(ListMethod);
111
+ DEFINE_STRING(UnderlyingCPProgram);
112
+ DEFINE_FLOAT(PriceDelta);
113
+ DEFINE_SEQNUM(RefSeqNum);
114
+ DEFINE_BOOLEAN(AutoAcceptIndicator);
115
+ DEFINE_BOOLEAN(MDImplicitDelete);
116
+ DEFINE_NUMINGROUP(NoStipulations);
117
+ DEFINE_LOCALMKTDATE(ClearingBusinessDate);
118
+ DEFINE_STRING(LocationID);
119
+ DEFINE_CURRENCY(Currency);
120
+ DEFINE_INT(RoutingType);
121
+ DEFINE_PRICE(UnderlyingStrikePrice);
122
+ DEFINE_CHAR(BidTradeType);
123
+ DEFINE_PERCENTAGE(UnderlyingAttachmentPoint);
124
+ DEFINE_INT(TotNoRejQuotes);
125
+ DEFINE_STRING(OrdStatusReqID);
126
+ DEFINE_STRING(SenderCompID);
127
+ DEFINE_INT(OrdRejReason);
128
+ DEFINE_INT(MaturityMonthYearIncrementUnits);
129
+ DEFINE_CHAR(DisplayWhen);
130
+ DEFINE_INT(ApplQueueAction);
131
+ DEFINE_CHAR(RegistTransType);
132
+ DEFINE_STRING(PaymentRemitterID);
133
+ DEFINE_INT(PriceType);
134
+ DEFINE_STRING(MarketReqID);
135
+ DEFINE_NUMINGROUP(NoNestedInstrAttrib);
136
+ DEFINE_STRING(SecuritySubType);
137
+ DEFINE_STRING(ClOrdID);
138
+ DEFINE_DAYOFMONTH(MaturityDay);
139
+ DEFINE_STRING(UnderlyingSeniority);
140
+ DEFINE_STRING(MarketSegmentDesc);
141
+ DEFINE_NUMINGROUP(NoMarketSegments);
142
+ DEFINE_INT(SettlObligMode);
143
+ DEFINE_CHAR(SecurityUpdateAction);
144
+ DEFINE_INT(NetworkRequestType);
145
+ DEFINE_PERCENTAGE(LiquidityPctLow);
146
+ DEFINE_INT(PartyRole);
147
+ DEFINE_FLOAT(LegRatioQty);
148
+ DEFINE_FLOAT(SettlCurrFxRate);
149
+ DEFINE_INT(LegContractMultiplierUnit);
150
+ DEFINE_DATA(SecureData);
151
+ DEFINE_STRING(SenderLocationID);
152
+ DEFINE_PRICE(FirstPx);
153
+ DEFINE_DATA(EncodedLegIssuer);
154
+ DEFINE_CHAR(AssignmentMethod);
155
+ DEFINE_STRING(RoutingID);
156
+ DEFINE_INT(StrategyParameterType);
157
+ DEFINE_INT(EncryptMethod);
158
+ DEFINE_STRING(UnderlyingStateOrProvinceOfIssue);
159
+ DEFINE_SEQNUM(ApplNewSeqNum);
160
+ DEFINE_LENGTH(DerivativeEncodedSecurityDescLen);
161
+ DEFINE_CURRENCY(TradingCurrency);
162
+ DEFINE_PRICE(SecondaryHighLimitPrice);
163
+ DEFINE_PRICE(OrderAvgPx);
164
+ DEFINE_STRING(PosAmtType);
165
+ DEFINE_BOOLEAN(ResetSeqNumFlag);
166
+ DEFINE_NUMINGROUP(NoHops);
167
+ DEFINE_INT(CollInquiryResult);
168
+ DEFINE_LOCALMKTDATE(StartDate);
169
+ DEFINE_INT(CollAsgnRespType);
170
+ DEFINE_QTY(OrderBookingQty);
171
+ DEFINE_NUMINGROUP(NoQuoteQualifiers);
172
+ DEFINE_BOOLEAN(UnsolicitedIndicator);
173
+ DEFINE_STRING(RefCstmApplVerID);
174
+ DEFINE_STRING(SideExecID);
175
+ DEFINE_STRING(RejectText);
176
+ DEFINE_STRING(ExchangeSpecialInstructions);
177
+ DEFINE_STRING(TradeID);
178
+ DEFINE_PRICE(RndPx);
179
+ DEFINE_INT(QuoteEntryRejectReason);
180
+ DEFINE_CHAR(OrderCapacity);
181
+ DEFINE_INT(SideLastQty);
182
+ DEFINE_STRING(DerivativeUnitOfMeasure);
183
+ DEFINE_NUMINGROUP(NoLegAllocs);
184
+ DEFINE_INT(QuoteAckStatus);
185
+ DEFINE_STRING(SecondaryFirmTradeID);
186
+ DEFINE_INT(UserRequestType);
187
+ DEFINE_INT(SecondaryTrdType);
188
+ DEFINE_INT(TradeReportTransType);
189
+ DEFINE_CHAR(AdvSide);
190
+ DEFINE_STRING(DerivativeSecuritySubType);
191
+ DEFINE_STRING(TriggerTradingSessionSubID);
192
+ DEFINE_STRING(TradeLinkID);
193
+ DEFINE_PRICE(LegBenchmarkPrice);
194
+ DEFINE_SEQNUM(HopRefID);
195
+ DEFINE_STRING(Designation);
196
+ DEFINE_STRING(TradeRequestID);
197
+ DEFINE_INT(LegFlowScheduleType);
198
+ DEFINE_STRING(LegPriceUnitOfMeasure);
199
+ DEFINE_CHAR(Nested4PartyIDSource);
200
+ DEFINE_INT(CoveredOrUncovered);
201
+ DEFINE_INT(AcctIDSource);
202
+ DEFINE_PRICE(MktOfferPx);
203
+ DEFINE_NUMINGROUP(NoCapacities);
204
+ DEFINE_INT(TradeRequestType);
205
+ DEFINE_NUMINGROUP(NoNestedPartyIDs);
206
+ DEFINE_INT(TradSesStatus);
207
+ DEFINE_PERCENTAGE(UnderlyingNotionalPercentageOutstanding);
208
+ DEFINE_SEQNUM(ApplLastSeqNum);
209
+ DEFINE_INT(PegPriceType);
210
+ DEFINE_STRING(StrategyParameterName);
211
+ DEFINE_INT(StreamAsgnRejReason);
212
+ DEFINE_QTY(MatchIncrement);
213
+ DEFINE_INT(Nested3PartyRole);
214
+ DEFINE_PRICE(UnderlyingPx);
215
+ DEFINE_PRICEOFFSET(PriceImprovement);
216
+ DEFINE_STRING(ValuationMethod);
217
+ DEFINE_STRING(DerivativeSecurityID);
218
+ DEFINE_NUMINGROUP(NoExpiration);
219
+ DEFINE_STRING(TargetCompID);
220
+ DEFINE_STRING(MDEntryBuyer);
221
+ DEFINE_NUMINGROUP(NoDerivativeInstrumentPartySubIDs);
222
+ DEFINE_NUMINGROUP(NoMaturityRules);
223
+ DEFINE_STRING(QuoteMsgID);
224
+ DEFINE_CHAR(TriggerType);
225
+ DEFINE_CHAR(PriceProtectionScope);
226
+ DEFINE_INT(TotNumAssignmentReports);
227
+ DEFINE_STRING(ContraLegRefID);
228
+ DEFINE_INT(TradeReportRejectReason);
229
+ DEFINE_STRING(TradeReportRefID);
230
+ DEFINE_INT(SecurityListType);
231
+ DEFINE_STRING(DerivativeSecurityIDSource);
232
+ DEFINE_QTY(AssignmentUnit);
233
+ DEFINE_STRING(TradeReportID);
234
+ DEFINE_INT(NoRpts);
235
+ DEFINE_INT(LegBenchmarkPriceType);
236
+ DEFINE_LENGTH(EncodedSubjectLen);
237
+ DEFINE_XMLDATA(SecurityXML);
238
+ DEFINE_STRING(LegReportID);
239
+ DEFINE_INT(Nested3PartySubIDType);
240
+ DEFINE_STRING(BenchmarkSecurityIDSource);
241
+ DEFINE_INT(QuoteRejectReason);
242
+ DEFINE_INT(HeartBtInt);
243
+ DEFINE_PRICEOFFSET(BidForwardPoints);
244
+ DEFINE_BOOLEAN(PossResend);
245
+ DEFINE_STRING(Symbol);
246
+ DEFINE_DATA(EncodedUnderlyingSecurityDesc);
247
+ DEFINE_STRING(MarketReportID);
248
+ DEFINE_PRICE(DiscretionPrice);
249
+ DEFINE_FLOAT(ContAmtValue);
250
+ DEFINE_INT(QuantityType);
251
+ DEFINE_INT(ComplexEventPriceBoundaryMethod);
252
+ DEFINE_INT(ImpliedMarketIndicator);
253
+ DEFINE_STRING(AllocClearingFeeIndicator);
254
+ DEFINE_INT(QuoteRequestType);
255
+ DEFINE_INT(SecurityRequestResult);
256
+ DEFINE_MULTIPLECHARVALUE(OrderRestrictions);
257
+ DEFINE_NUMINGROUP(NoSideTrdRegTS);
258
+ DEFINE_STRING(Text);
259
+ DEFINE_LENGTH(EncodedTextLen);
260
+ DEFINE_CHAR(ListExecInstType);
261
+ DEFINE_STRING(SecondaryOrderID);
262
+ DEFINE_STRING(ExecBroker);
263
+ DEFINE_LENGTH(SecurityXMLLen);
264
+ DEFINE_SEQNUM(ApplSeqNum);
265
+ DEFINE_QTY(MaxTradeVol);
266
+ DEFINE_PRICEOFFSET(OfferSwapPoints);
267
+ DEFINE_INT(SettlPartySubIDType);
268
+ DEFINE_INT(DistribPaymentMethod);
269
+ DEFINE_INT(TotalAffectedOrders);
270
+ DEFINE_FLOAT(StrikeIncrement);
271
+ DEFINE_INT(OrderHandlingInstSource);
272
+ DEFINE_BOOLEAN(CopyMsgIndicator);
273
+ DEFINE_NUMINGROUP(NoDlvyInst);
274
+ DEFINE_STRING(QuoteEntryID);
275
+ DEFINE_INT(AffirmStatus);
276
+ DEFINE_STRING(MailingInst);
277
+ DEFINE_QTY(OfferSize);
278
+ DEFINE_STRING(LegSecurityType);
279
+ DEFINE_INT(OrigCustOrderCapacity);
280
+ DEFINE_INT(AllocMethod);
281
+ DEFINE_LOCALMKTDATE(QuantityDate);
282
+ DEFINE_FLOAT(TargetStrategyPerformance);
283
+ DEFINE_LOCALMKTDATE(CardExpDate);
284
+ DEFINE_STRING(ConfirmID);
285
+ DEFINE_STRING(StandInstDbName);
286
+ DEFINE_QTY(DayOrderQty);
287
+ DEFINE_PRICE(HighLimitPrice);
288
+ DEFINE_STRING(FirmTradeID);
289
+ DEFINE_STRING(SecondaryIndividualAllocID);
290
+ DEFINE_STRING(AgreementDesc);
291
+ DEFINE_CHAR(MassCancelResponse);
292
+ DEFINE_CURRENCY(LegSettlCurrency);
293
+ DEFINE_AMT(Commission);
294
+ DEFINE_INT(StreamAsgnReqType);
295
+ DEFINE_PRICEOFFSET(BidSwapPoints);
296
+ DEFINE_NUMINGROUP(NoSettlPartyIDs);
297
+ DEFINE_STRING(SymbolSfx);
298
+ DEFINE_STRING(BusinessRejectRefID);
299
+ DEFINE_PRICE(Price2);
300
+ DEFINE_INT(FillLiquidityInd);
301
+ DEFINE_STRING(MassActionReportID);
302
+ DEFINE_STRING(DerivativeIssuer);
303
+ DEFINE_CHAR(ExDestinationIDSource);
304
+ DEFINE_STRING(CollRespID);
305
+ DEFINE_INT(SecurityListRequestType);
306
+ DEFINE_DATA(EncodedLegSecurityDesc);
307
+ DEFINE_STRING(UnderlyingSettlementStatus);
308
+ DEFINE_STRING(SecurityAltID);
309
+ DEFINE_STRING(RegistRefID);
310
+ DEFINE_STRING(DerivativePriceQuoteMethod);
311
+ DEFINE_INT(OrderDelay);
312
+ DEFINE_NUMINGROUP(NoNotAffectedOrders);
313
+ DEFINE_STRING(Nested3PartyID);
314
+ DEFINE_INT(CollAsgnReason);
315
+ DEFINE_UTCTIMEONLY(TotalVolumeTradedTime);
316
+ DEFINE_EXCHANGE(SecurityExchange);
317
+ DEFINE_INT(SettlPriceType);
318
+ DEFINE_QTY(UnitOfMeasureQty);
319
+ DEFINE_STRING(UserRequestID);
320
+ DEFINE_PRICE(LastParPx);
321
+ DEFINE_MONTHYEAR(EndMaturityMonthYear);
322
+ DEFINE_CHAR(DealingCapacity);
323
+ DEFINE_PRICE(PrevClosePx);
324
+ DEFINE_STRING(TradeInputDevice);
325
+ DEFINE_QTY(DayCumQty);
326
+ DEFINE_STRING(SecuritySettlAgentAcctNum);
327
+ DEFINE_CURRENCY(LegCurrency);
328
+ DEFINE_DATA(EncryptedNewPassword);
329
+ DEFINE_AMT(DerivativeMinPriceIncrementAmount);
330
+ DEFINE_NUMINGROUP(NoNested3PartySubIDs);
331
+ DEFINE_STRING(RefSubID);
332
+ DEFINE_INT(SettlPartyRole);
333
+ DEFINE_STRING(CashDistribAgentName);
334
+ DEFINE_FLOAT(LegContractMultiplier);
335
+ DEFINE_INT(ProgPeriodInterval);
336
+ DEFINE_CHAR(LegSettlType);
337
+ DEFINE_STRING(OnBehalfOfLocationID);
338
+ DEFINE_STRING(OnBehalfOfSubID);
339
+ DEFINE_UTCTIMEONLY(ComplexEventEndTime);
340
+ DEFINE_INT(RateSourceType);
341
+ DEFINE_STRING(DerivativeStateOrProvinceOfIssue);
342
+ DEFINE_STRING(TradeLegRefID);
343
+ DEFINE_UTCTIMESTAMP(RelSymTransactTime);
344
+ DEFINE_NUMINGROUP(NoComplexEventTimes);
345
+ DEFINE_QTY(LegCalculatedCcyLastQty);
346
+ DEFINE_CHAR(Nested3PartyIDSource);
347
+ DEFINE_LOCALMKTDATE(DatedDate);
348
+ DEFINE_STRING(SettlInstID);
349
+ DEFINE_AMT(OpenInterest);
350
+ DEFINE_FLOAT(UnderlyingContractMultiplier);
351
+ DEFINE_INT(TotQuoteEntries);
352
+ DEFINE_INT(TotNoCxldQuotes);
353
+ DEFINE_BOOLEAN(AggregatedBook);
354
+ DEFINE_STRING(PaymentRef);
355
+ DEFINE_LOCALMKTDATE(PaymentDate);
356
+ DEFINE_PERCENTAGE(OrderPercent);
357
+ DEFINE_INT(PosQtyStatus);
358
+ DEFINE_NUMINGROUP(NoNested4PartySubIDs);
359
+ DEFINE_BOOLEAN(PrivateQuote);
360
+ DEFINE_STRING(SecondaryTradeID);
361
+ DEFINE_STRING(SecuritySettlAgentContactPhone);
362
+ DEFINE_LENGTH(EncodedMktSegmDescLen);
363
+ DEFINE_CURRENCY(SideCurrency);
364
+ DEFINE_QTY(LegQty);
365
+ DEFINE_STRING(MsgType);
366
+ DEFINE_NUMINGROUP(NoTradingSessions);
367
+ DEFINE_STRING(IOIid);
368
+ DEFINE_CHAR(MultiLegReportingType);
369
+ DEFINE_STRING(IDSource);
370
+ DEFINE_STRING(LegStipulationType);
371
+ DEFINE_INT(DerivativeContractMultiplierUnit);
372
+ DEFINE_STRING(MarketSegmentID);
373
+ DEFINE_CHAR(OrdStatus);
374
+ DEFINE_LOCALMKTDATE(MaturityDate);
375
+ DEFINE_INT(ApplTotalMessageCount);
376
+ DEFINE_STRING(InstrumentPartySubID);
377
+ DEFINE_INT(CustomerOrFirm);
378
+ DEFINE_INT(AdjustmentType);
379
+ DEFINE_STRING(UnderlyingInstrumentPartyID);
380
+ DEFINE_CHAR(AsOfIndicator);
381
+ DEFINE_STRING(QuoteStatusReqID);
382
+ DEFINE_CHAR(LegPositionEffect);
383
+ DEFINE_PRICE(MDEntryPx);
384
+ DEFINE_INT(MassActionScope);
385
+ DEFINE_BOOLEAN(ReportedPxDiff);
386
+ DEFINE_LOCALMKTDATE(UnderlyingSettlementDate);
387
+ DEFINE_NUMINGROUP(NoNestedPartySubIDs);
388
+ DEFINE_STRING(AllocReportRefID);
389
+ DEFINE_AMT(Concession);
390
+ DEFINE_DATA(EncodedSecurityDesc);
391
+ DEFINE_STRING(ExecRefID);
392
+ DEFINE_CHAR(VenueType);
393
+ DEFINE_INT(MassActionType);
394
+ DEFINE_INT(PosMaintResult);
395
+ DEFINE_STRING(IOIShares);
396
+ DEFINE_STRING(BenchmarkSecurityID);
397
+ DEFINE_QTY(LegLastQty);
398
+ DEFINE_CURRENCY(AllocSettlCurrency);
399
+ DEFINE_COUNTRY(LegCountryOfIssue);
400
+ DEFINE_DATA(DerivativeSecurityXML);
401
+ DEFINE_STRING(StrikeRuleID);
402
+ DEFINE_STRING(RefCompID);
403
+ DEFINE_FLOAT(SettlCurrOfferFxRate);
404
+ DEFINE_PERCENTAGE(OfferYield);
405
+ DEFINE_CHAR(TargetPartyIDSource);
406
+ DEFINE_LENGTH(EncryptedNewPasswordLen);
407
+ DEFINE_NUMINGROUP(NoPositions);
408
+ DEFINE_AMT(TotalAccruedInterestAmt);
409
+ DEFINE_CHAR(UnderlyingOptAttribute);
410
+ DEFINE_STRING(DerivativeInstrAttribValue);
411
+ DEFINE_CHAR(InstrumentPartyIDSource);
412
+ DEFINE_INT(PegOffsetType);
413
+ DEFINE_INT(MassCancelRejectReason);
414
+ DEFINE_INT(ResponseTransportType);
415
+ DEFINE_STRING(LegSecurityIDSource);
416
+ DEFINE_PRICE(BasisFeaturePrice);
417
+ DEFINE_LOCALMKTDATE(CouponPaymentDate);
418
+ DEFINE_INT(TradSesStatusRejReason);
419
+ DEFINE_PERCENTAGE(UnderlyingDetachmentPoint);
420
+ DEFINE_STRING(MaturityRuleID);
421
+ DEFINE_STRING(UnderlyingRepoCollateralSecurityType);
422
+ DEFINE_NUMINGROUP(NoTimeInForceRules);
423
+ DEFINE_NUMINGROUP(NoRootPartySubIDs);
424
+ DEFINE_QTY(DisplayMinIncr);
425
+ DEFINE_INT(TrdRegTimestampType);
426
+ DEFINE_INT(LegProduct);
427
+ DEFINE_STRING(ApplVerID);
428
+ DEFINE_CHAR(HandlInst);
429
+ DEFINE_CHAR(ListUpdateAction);
430
+ DEFINE_STRING(NestedInstrAttribValue);
431
+ DEFINE_STRING(TradingSessionSubID);
432
+ DEFINE_STRING(RFQReqID);
433
+ DEFINE_STRING(UnderlyingLegSymbolSfx);
434
+ DEFINE_INT(LiquidityNumSecurities);
435
+ DEFINE_NUMINGROUP(NoMsgTypes);
436
+ DEFINE_UTCTIMESTAMP(TradSesStartTime);
437
+ DEFINE_CHAR(MDEntryType);
438
+ DEFINE_CURRENCY(AgreementCurrency);
439
+ DEFINE_INT(PegMoveType);
440
+ DEFINE_PRICEOFFSET(PegDifference);
441
+ DEFINE_PRICEOFFSET(Spread);
442
+ DEFINE_LENGTH(EncodedAllocTextLen);
443
+ DEFINE_PERCENTAGE(OutsideIndexPct);
444
+ DEFINE_BOOLEAN(DerivFlexProductEligibilityIndicator);
445
+ DEFINE_INT(AvgPxIndicator);
446
+ DEFINE_NUMINGROUP(NoIOIQualifiers);
447
+ DEFINE_CHAR(CancellationRights);
448
+ DEFINE_INT(ListSeqNo);
449
+ DEFINE_STRING(CardIssNum);
450
+ DEFINE_DATA(EncodedMktSegmDesc);
451
+ DEFINE_INT(DerivativeEventType);
452
+ DEFINE_MONTHYEAR(DerivativeMaturityMonthYear);
453
+ DEFINE_STRING(SideTradeReportID);
454
+ DEFINE_NUMINGROUP(NoQuoteSets);
455
+ DEFINE_INT(Nested4PartySubIDType);
456
+ DEFINE_PRICE(FillPx);
457
+ DEFINE_INT(StrikeExerciseStyle);
458
+ DEFINE_STRING(DeskID);
459
+ DEFINE_PERCENTAGE(CrossPercent);
460
+ DEFINE_MONTHYEAR(MaturityMonthYear);
461
+ DEFINE_PRICE(ComplexEventPrice);
462
+ DEFINE_NUMINGROUP(NoNewsRefIDs);
463
+ DEFINE_AMT(UnderlyingCapValue);
464
+ DEFINE_STRING(CPRegType);
465
+ DEFINE_STRING(CashDistribAgentCode);
466
+ DEFINE_CHAR(ExecPriceType);
467
+ DEFINE_STRING(LegAllocID);
468
+ DEFINE_UTCTIMEONLY(MDEntryTime);
469
+ DEFINE_INT(TotalNumSecurities);
470
+ DEFINE_INT(AllocSettlInstType);
471
+ DEFINE_STRING(TargetPartyID);
472
+ DEFINE_CURRENCY(DerivativeStrikeCurrency);
473
+ DEFINE_INT(StatsType);
474
+ DEFINE_INT(ApplExtID);
475
+ DEFINE_INT(SettlementCycleNo);
476
+ DEFINE_CURRENCY(UnderlyingStrikeCurrency);
477
+ DEFINE_INT(TradSesMode);
478
+ DEFINE_CHAR(SettlInstSource);
479
+ DEFINE_STRING(UnderlyingLegSecurityDesc);
480
+ DEFINE_NUMINGROUP(NoDerivativeInstrumentParties);
481
+ DEFINE_UTCTIMESTAMP(DerivativeEventTime);
482
+ DEFINE_PRICE(TickIncrement);
483
+ DEFINE_STRING(UndlyInstrumentPartyID);
484
+ DEFINE_NUMINGROUP(NoUndlyInstrumentParties);
485
+ DEFINE_INT(ExpType);
486
+ DEFINE_STRING(SecondaryClOrdID);
487
+ DEFINE_CHAR(SettlInstTransType);
488
+ DEFINE_STRING(SideComplianceID);
489
+ DEFINE_INT(TradeRequestResult);
490
+ DEFINE_STRING(OrigPosReqRefID);
491
+ DEFINE_STRING(OrigCrossID);
492
+ DEFINE_STRING(TradeInputSource);
493
+ DEFINE_QTY(OrderQty2);
494
+ DEFINE_BOOLEAN(TestMessageIndicator);
495
+ DEFINE_LOCALMKTDATE(DerivativeEventDate);
496
+ DEFINE_AMT(SideGrossTradeAmt);
497
+ DEFINE_PRICE(PeggedPrice);
498
+ DEFINE_INT(ExpirationCycle);
499
+ DEFINE_INT(AllocCancReplaceReason);
500
+ DEFINE_INT(CxlRejReason);
501
+ DEFINE_STRING(BeginString);
502
+ DEFINE_STRING(DeliverToSubID);
503
+ DEFINE_QTY(LegPriceUnitOfMeasureQty);
504
+ DEFINE_NUMINGROUP(NoCollInquiryQualifier);
505
+ DEFINE_PRICE(OfferPx);
506
+ DEFINE_UTCDATE(TotalVolumeTradedDate);
507
+ DEFINE_NUMINGROUP(NoContAmts);
508
+ DEFINE_QTY(MinOfferSize);
509
+ DEFINE_PRICE(AvgParPx);
510
+ DEFINE_FLOAT(LegFactor);
511
+ DEFINE_INT(RespondentType);
512
+ DEFINE_QTY(DisplayLowQty);
513
+ DEFINE_CHAR(DKReason);
514
+ DEFINE_PRICE(BenchmarkPrice);
515
+ DEFINE_STRING(ListID);
516
+ DEFINE_STRING(LegSecurityAltID);
517
+ DEFINE_CHAR(PositionEffect);
518
+ DEFINE_CHAR(TriggerAction);
519
+ DEFINE_STRING(RefOrderID);
520
+ DEFINE_INT(ClearingInstruction);
521
+ DEFINE_STRING(SettlInstCode);
522
+ DEFINE_INT(NumDaysInterest);
523
+ DEFINE_MULTIPLECHARVALUE(OpenCloseSettlFlag);
524
+ DEFINE_NUMINGROUP(NoComplexEventDates);
525
+ DEFINE_LENGTH(DerivativeEncodedIssuerLen);
526
+ DEFINE_FLOAT(StrikeMultiplier);
527
+ DEFINE_INT(DiscretionMoveType);
528
+ DEFINE_INT(ListNoOrds);
529
+ DEFINE_STRING(PegSymbol);
530
+ DEFINE_PRICE(DayAvgPx);
531
+ DEFINE_STRING(Headline);
532
+ DEFINE_STRING(NestedPartySubID);
533
+ DEFINE_STRING(CardIssNo);
534
+ DEFINE_CHAR(OptAttribute);
535
+ DEFINE_PRICEOFFSET(LastForwardPoints2);
536
+ DEFINE_INT(MDUpdateType);
537
+ DEFINE_CHAR(TickDirection);
538
+ DEFINE_LOCALMKTDATE(LegRedemptionDate);
539
+ DEFINE_PRICE(StrikePrice);
540
+ DEFINE_DATA(EncodedIssuer);
541
+ DEFINE_STRING(YieldType);
542
+ DEFINE_PRICE(TradingReferencePrice);
543
+ DEFINE_FLOAT(MDEntrySpotRate);
544
+ DEFINE_PERCENTAGE(ParticipationRate);
545
+ DEFINE_INT(PegScope);
546
+ DEFINE_AMT(InterestAtMaturity);
547
+ DEFINE_STRING(LegIndividualAllocID);
548
+ DEFINE_AMT(AllowableOneSidednessValue);
549
+ DEFINE_STRING(CashSettlAgentName);
550
+ DEFINE_QTY(ContraTradeQty);
551
+ DEFINE_TZTIMEONLY(LegMaturityTime);
552
+ DEFINE_INT(SettlDeliveryType);
553
+ DEFINE_INT(SecondaryPriceLimitType);
554
+ DEFINE_PRICE(MidPx);
555
+ DEFINE_PRICE(AvgPx);
556
+ DEFINE_INT(DiscretionLimitType);
557
+ DEFINE_UTCTIMESTAMP(StrikeTime);
558
+ DEFINE_STRING(SettlSessSubID);
559
+ DEFINE_STRING(MailingDtls);
560
+ DEFINE_STRING(BidID);
561
+ DEFINE_CHAR(ExerciseMethod);
562
+ DEFINE_CURRENCY(CommCurrency);
563
+ DEFINE_NUMINGROUP(NoSettlOblig);
564
+ DEFINE_FLOAT(MaxPriceVariation);
565
+ DEFINE_BOOLEAN(WorkingIndicator);
566
+ DEFINE_STRING(CashSettlAgentAcctName);
567
+ DEFINE_QTY(SellVolume);
568
+ DEFINE_INT(SideMultiLegReportingType);
569
+ DEFINE_STRING(DerivativeEventText);
570
+ DEFINE_STRING(PegSecurityDesc);
571
+ DEFINE_STRING(AllocCustomerCapacity);
572
+ DEFINE_INT(ConfirmRejReason);
573
+ DEFINE_CHAR(BidRequestTransType);
574
+ DEFINE_STRING(CashDistribAgentAcctNumber);
575
+ DEFINE_MULTIPLECHARVALUE(LegExecInst);
576
+ DEFINE_PRICE(CapPrice);
577
+ DEFINE_INT(LegRepurchaseTerm);
578
+ DEFINE_STRING(RegistAcctType);
579
+ DEFINE_INT(MassActionRejectReason);
580
+ DEFINE_INT(DerivativePutOrCall);
581
+ DEFINE_MONTHYEAR(StartMaturityMonthYear);
582
+ DEFINE_INT(CollApplType);
583
+ DEFINE_NUMINGROUP(NoUnderlyingAmounts);
584
+ DEFINE_INT(ConfirmType);
585
+ DEFINE_MONTHYEAR(LegMaturityMonthYear);
586
+ DEFINE_STRING(RelatdSym);
587
+ DEFINE_STRING(UnderlyingLegSecuritySubType);
588
+ DEFINE_NUMINGROUP(NoUnderlyingSecurityAltID);
589
+ DEFINE_INT(MDQuoteType);
590
+ DEFINE_INT(QtyType);
591
+ DEFINE_INT(QuoteRespType);
592
+ DEFINE_BOOLEAN(IOINaturalFlag);
593
+ DEFINE_STRING(BenchmarkCurvePoint);
594
+ DEFINE_CHAR(TradSesUpdateAction);
595
+ DEFINE_AMT(UnderlyingCashAmount);
596
+ DEFINE_STRING(CollAsgnID);
597
+ DEFINE_STRING(ExchangeRule);
598
+ DEFINE_DATA(EncodedHeadline);
599
+ DEFINE_STRING(RegistID);
600
+ DEFINE_STRING(CrossID);
601
+ DEFINE_NUMINGROUP(NoExecs);
602
+ DEFINE_STRING(DerivativeSecurityGroup);
603
+ DEFINE_QTY(SecondaryDisplayQty);
604
+ DEFINE_STRING(RefMsgType);
605
+ DEFINE_STRING(StandInstDbID);
606
+ DEFINE_LENGTH(EncodedLegSecurityDescLen);
607
+ DEFINE_PRICE(DerivativeEventPx);
608
+ DEFINE_CHAR(SettlObligSource);
609
+ DEFINE_INT(TrdSubType);
610
+ DEFINE_LENGTH(EncodedUnderlyingIssuerLen);
611
+ DEFINE_CHAR(ExecTransType);
612
+ DEFINE_SEQNUM(BeginSeqNo);
613
+ DEFINE_CHAR(DayBookingInst);
614
+ DEFINE_INT(FlowScheduleType);
615
+ DEFINE_INT(MDOriginType);
616
+ DEFINE_INT(CollInquiryStatus);
617
+ DEFINE_NUMINGROUP(NoInstrAttrib);
618
+ DEFINE_STRING(RegistEmail);
619
+ DEFINE_STRING(StreamAsgnReqID);
620
+ DEFINE_INT(CPProgram);
621
+ DEFINE_STRING(ConfirmReqID);
622
+ DEFINE_STRING(AltMDSourceID);
623
+ DEFINE_NUMINGROUP(NoOrders);
624
+ DEFINE_STRING(CashDistribAgentAcctName);
625
+ DEFINE_CHAR(UndlyInstrumentPartyIDSource);
626
+ DEFINE_STRING(UnderlyingSettlMethod);
627
+ DEFINE_NUMINGROUP(NoMDEntryTypes);
628
+ DEFINE_PRICEOFFSET(MDEntryForwardPoints);
629
+ DEFINE_INT(PosReqType);
630
+ DEFINE_INT(MassStatusReqType);
631
+ DEFINE_LOCALMKTDATE(TradeOriginationDate);
632
+ DEFINE_PRICE(SettlPrice);
633
+ DEFINE_STRING(SecuritySettlAgentAcctName);
634
+ DEFINE_NUMINGROUP(NoDerivativeEvents);
635
+ DEFINE_PRICE(UnderlyingEndPrice);
636
+ DEFINE_CHAR(SubscriptionRequestType);
637
+ DEFINE_INT(TotalNumSecurityTypes);
638
+ DEFINE_INT(NewsCategory);
639
+ DEFINE_INT(UnderlyingLegPutOrCall);
640
+ DEFINE_STRING(URLLink);
641
+ DEFINE_NUMINGROUP(NoInstrumentPartySubIDs);
642
+ DEFINE_AMT(UnderlyingCurrentValue);
643
+ DEFINE_LOCALMKTDATE(InterestAccrualDate);
644
+ DEFINE_LOCALMKTDATE(FutSettDate2);
645
+ DEFINE_NUMINGROUP(NoClearingInstructions);
646
+ DEFINE_CURRENCY(UnderlyingCurrency);
647
+ DEFINE_LOCALMKTDATE(LegInterestAccrualDate);
648
+ DEFINE_STRING(NewPassword);
649
+ DEFINE_LOCALMKTDATE(RedemptionDate);
650
+ DEFINE_SEQNUM(RefApplLastSeqNum);
651
+ DEFINE_AMT(StartCash);
652
+ DEFINE_LENGTH(MaxMessageSize);
653
+ DEFINE_PRICEOFFSET(OfferForwardPoints);
654
+ DEFINE_STRING(IOIQty);
655
+ DEFINE_QTY(LastQty);
656
+ DEFINE_INT(ApplResponseError);
657
+ DEFINE_STRING(UnderlyingLegSecurityType);
658
+ DEFINE_STRING(DerivativePriceUnitOfMeasure);
659
+ DEFINE_CHAR(TriggerPriceDirection);
660
+ DEFINE_STRING(PositionCurrency);
661
+ DEFINE_STRING(MessageEventSource);
662
+ DEFINE_STRING(CollInquiryID);
663
+ DEFINE_AMT(UnderlyingStartValue);
664
+ DEFINE_INT(LastLiquidityInd);
665
+ DEFINE_STRING(SecurityID);
666
+ DEFINE_NUMINGROUP(NoMDEntries);
667
+ DEFINE_INT(StrikePriceDeterminationMethod);
668
+ DEFINE_LOCALMKTDATE(EndDate);
669
+ DEFINE_AMT(CashOutstanding);
670
+ DEFINE_STRING(MDReqID);
671
+ DEFINE_STRING(IOIRefID);
672
+ DEFINE_INT(TargetStrategy);
673
+ DEFINE_STRING(ConfirmRefID);
674
+ DEFINE_INT(SellerDays);
675
+ DEFINE_BOOLEAN(DueToRelated);
676
+ DEFINE_PRICE(SecondaryTradingReferencePrice);
677
+ DEFINE_NUMINGROUP(NoMDFeedTypes);
678
+ DEFINE_INT(UnderlyingInstrumentPartySubIDType);
679
+ DEFINE_UTCTIMESTAMP(TradSesCloseTime);
680
+ DEFINE_MONTHYEAR(ContractSettlMonth);
681
+ DEFINE_PRICE(DerivativeStrikePrice);
682
+ DEFINE_STRING(TriggerSecurityDesc);
683
+ DEFINE_STRING(UnderlyingCashType);
684
+ DEFINE_NUMINGROUP(NoMiscFees);
685
+ DEFINE_INT(CustOrderCapacity);
686
+ DEFINE_CURRENCY(LegAllocSettlCurrency);
687
+ DEFINE_QTY(UnderlyingAdjustedQuantity);
688
+ DEFINE_CHAR(OwnershipType);
689
+ DEFINE_QTY(MaxShow);
690
+ DEFINE_STRING(LegSecurityID);
691
+ DEFINE_STRING(DerivativeSecurityDesc);
692
+ DEFINE_STRING(UnitOfMeasure);
693
+ DEFINE_QTY(Quantity);
694
+ DEFINE_STRING(NewsID);
695
+ DEFINE_INT(UndlyInstrumentPartySubIDType);
696
+ DEFINE_STRING(SettleOnOpenFlag);
697
+ DEFINE_UTCTIMESTAMP(LastUpdateTime);
698
+ DEFINE_PERCENTAGE(RepurchaseRate);
699
+ DEFINE_INT(RepurchaseTerm);
700
+ DEFINE_INT(NestedPartyRole);
701
+ DEFINE_STRING(SecondaryExecID);
702
+ DEFINE_STRING(Pool);
703
+ DEFINE_NUMINGROUP(NoTickRules);
704
+ DEFINE_FLOAT(Volatility);
705
+ DEFINE_PERCENTAGE(PctAtRisk);
706
+ DEFINE_EXCHANGE(UnderlyingSecurityExchange);
707
+ DEFINE_PRICE(LegStrikePrice);
708
+ DEFINE_CHAR(SettlmntTyp);
709
+ DEFINE_INT(TradePublishIndicator);
710
+ DEFINE_INT(ApplResponseType);
711
+ DEFINE_INT(MDSubBookType);
712
+ DEFINE_STRING(Username);
713
+ DEFINE_INT(StandInstDbType);
714
+ DEFINE_INT(QuoteEntryStatus);
715
+ DEFINE_CHAR(TriggerPriceType);
716
+ DEFINE_INT(SideTrdSubTyp);
717
+ DEFINE_STRING(UnderlyingTradingSessionSubID);
718
+ DEFINE_INT(SettlInstReqRejCode);
719
+ DEFINE_PRICE(MktBidPx);
720
+ DEFINE_STRING(UnderlyingLegSymbol);
721
+ DEFINE_FLOAT(StrikeValue);
722
+ DEFINE_CHAR(Urgency);
723
+ DEFINE_STRING(AllocID);
724
+ DEFINE_AMT(UnderlyingDeliveryAmount);
725
+ DEFINE_INT(SideQty);
726
+ DEFINE_INT(CollAsgnTransType);
727
+ DEFINE_PRICEOFFSET(ThresholdAmount);
728
+ DEFINE_QTY(DefBidSize);
729
+ DEFINE_STRING(LegStateOrProvinceOfIssue);
730
+ DEFINE_INT(PaymentMethod);
731
+ DEFINE_CHAR(UnderlyingLegOptAttribute);
732
+ DEFINE_FLOAT(LegVolatility);
733
+ DEFINE_INT(DerivativeInstrAttribType);
734
+ DEFINE_QTY(DerivativeUnitOfMeasureQty);
735
+ DEFINE_NUMINGROUP(NoStatsIndicators);
736
+ DEFINE_CHAR(TriggerPriceTypeScope);
737
+ DEFINE_STRING(LastNetworkResponseID);
738
+ DEFINE_INT(UnderlyingSettlPriceType);
739
+ DEFINE_STRING(ApplReportID);
740
+ DEFINE_INT(PegLimitType);
741
+ DEFINE_STRING(ExecID);
742
+ DEFINE_CHAR(Side);
743
+ DEFINE_PRICE(UnderlyingLastPx);
744
+ DEFINE_INT(MarketDepth);
745
+ DEFINE_PRICEOFFSET(DiscretionOffset);
746
+ DEFINE_INT(ContAmtType);
747
+ DEFINE_CURRENCY(MiscFeeCurr);
748
+ DEFINE_PERCENTAGE(AttachmentPoint);
749
+ DEFINE_CHAR(OrderCategory);
750
+ DEFINE_STRING(AdvTransType);
751
+ DEFINE_PERCENTAGE(WtAverageLiquidity);
752
+ DEFINE_UTCTIMESTAMP(QuoteSetValidUntilTime);
753
+ DEFINE_NUMINGROUP(NoNested4PartyIDs);
754
+ DEFINE_INT(LegPutOrCall);
755
+ DEFINE_STRING(UserStatusText);
756
+ DEFINE_STRING(Nested2PartySubID);
757
+ DEFINE_PERCENTAGE(EFPTrackingError);
758
+ DEFINE_INT(SideLiquidityInd);
759
+ DEFINE_FLOAT(DerivativeMinPriceIncrement);
760
+ DEFINE_BOOLEAN(PublishTrdIndicator);
761
+ DEFINE_COUNTRY(InvestorCountryOfResidence);
762
+ DEFINE_STRING(SideReasonCd);
763
+ DEFINE_FLOAT(MinPriceIncrement);
764
+ DEFINE_STRING(SecuritySettlAgentContactName);
765
+ DEFINE_INT(SecurityResponseType);
766
+ DEFINE_STRING(LegBenchmarkCurvePoint);
767
+ DEFINE_STRING(ClearingFirm);
768
+ DEFINE_INT(SessionStatus);
769
+ DEFINE_STRING(TriggerSecurityID);
770
+ DEFINE_INT(TotNoAllocs);
771
+ DEFINE_NUMINGROUP(NoAltMDSource);
772
+ DEFINE_INT(AllocAccountType);
773
+ DEFINE_PRICE(LastPx);
774
+ DEFINE_CHAR(AllocTransType);
775
+ DEFINE_INT(TotNoQuoteEntries);
776
+ DEFINE_QTY(MinBidSize);
777
+ DEFINE_STRING(SettlBrkrCode);
778
+ DEFINE_STRING(CardHolderName);
779
+ DEFINE_INT(ExpirationQtyType);
780
+ DEFINE_LENGTH(EncodedUnderlyingSecurityDescLen);
781
+ DEFINE_STRING(QuoteReqID);
782
+ DEFINE_STRING(PriceUnitOfMeasure);
783
+ DEFINE_TZTIMESTAMP(TZTransactTime);
784
+ DEFINE_INT(AllocHandlInst);
785
+ DEFINE_CHAR(UnderlyingInstrumentPartyIDSource);
786
+ DEFINE_FLOAT(CurrencyRatio);
787
+ DEFINE_QTY(RefreshQty);
788
+ DEFINE_INT(TradeRequestStatus);
789
+ DEFINE_BOOLEAN(TrdRepIndicator);
790
+ DEFINE_AMT(MiscFeeAmt);
791
+ DEFINE_UTCTIMESTAMP(TradSesOpenTime);
792
+ DEFINE_CHAR(PreallocMethod);
793
+ DEFINE_INT(TaxAdvantageType);
794
+ DEFINE_STRING(MessageEncoding);
795
+ DEFINE_NUMINGROUP(NoPartySubIDs);
796
+ DEFINE_STRING(SettlInstReqID);
797
+ DEFINE_STRING(LegRepoCollateralSecurityType);
798
+ DEFINE_STRING(AffectedSecondaryOrderID);
799
+ DEFINE_TZTIMEONLY(DerivativeMaturityTime);
800
+ DEFINE_UTCTIMESTAMP(ExpireTime);
801
+ DEFINE_FLOAT(UnderlyingFactor);
802
+ DEFINE_UTCTIMESTAMP(OrigOrdModTime);
803
+ DEFINE_NUMINGROUP(NoTrdRepIndicators);
804
+ DEFINE_LOCALMKTDATE(DerivativeMaturityDate);
805
+ DEFINE_STRING(DerivativeCFICode);
806
+ DEFINE_INT(Nested2PartySubIDType);
807
+ DEFINE_STRING(LegIOIQty);
808
+ DEFINE_LOCALMKTDATE(ExpireDate);
809
+ DEFINE_NUMINGROUP(NoMatchRules);
810
+ DEFINE_SEQNUM(ApplEndSeqNum);
811
+ DEFINE_PRICE(EventPx);
812
+ DEFINE_STRING(AsgnRptID);
813
+ DEFINE_CHAR(TimeInForce);
814
+ DEFINE_PRICE(LowPx);
815
+ DEFINE_CHAR(IOIQualifier);
816
+ DEFINE_STRING(WaveNo);
817
+ DEFINE_INT(StrikePriceBoundaryMethod);
818
+ DEFINE_LOCALMKTDATE(DerivativeIssueDate);
819
+ DEFINE_STRING(MiscFeeType);
820
+ DEFINE_STRING(QuoteID);
821
+ DEFINE_STRING(DerivativeInstrumentPartyIDSource);
822
+ DEFINE_STRING(SettlObligID);
823
+ DEFINE_STRING(InstrAttribValue);
824
+ DEFINE_AMT(LiquidityValue);
825
+ DEFINE_STRING(SecurityIDSource);
826
+ DEFINE_INT(NewsRefType);
827
+ DEFINE_NUMINGROUP(NoOfLegUnderlyings);
828
+ DEFINE_DATA(DerivativeEncodedSecurityDesc);
829
+ DEFINE_CHAR(TriggerOrderType);
830
+ DEFINE_PRICE(UnderlyingDirtyPrice);
831
+ DEFINE_INT(CrossType);
832
+ DEFINE_STRING(RepoCollateralSecurityType);
833
+ DEFINE_STRING(Password);
834
+ DEFINE_MULTIPLEVALUESTRING(OpenCloseSettleFlag);
835
+ DEFINE_STRING(Subject);
836
+ DEFINE_STRING(RefApplReqID);
837
+ DEFINE_AMT(UnderlyingEndValue);
838
+ DEFINE_SEQNUM(NewSeqNo);
839
+ DEFINE_CHAR(OrigTradeHandlingInstr);
840
+ DEFINE_QTY(DisplayHighQty);
841
+ DEFINE_INT(MDBookType);
842
+ DEFINE_AMT(MarginExcess);
843
+ DEFINE_CHAR(BasisPxType);
844
+ DEFINE_STRING(DlvyInst);
845
+ DEFINE_STRING(ComplianceID);
846
+ DEFINE_STRING(EmailThreadID);
847
+ DEFINE_CURRENCY(ContAmtCurr);
848
+ DEFINE_INT(ComplexEventType);
849
+ DEFINE_INT(MassActionResponse);
850
+ DEFINE_LOCALMKTDATE(UnderlyingIssueDate);
851
+ DEFINE_INT(SecurityRequestType);
852
+ DEFINE_AMT(AllocInterestAtMaturity);
853
+ DEFINE_INT(ListRejectReason);
854
+ DEFINE_STRING(DeskType);
855
+ DEFINE_STRING(SecondaryTradeReportID);
856
+ DEFINE_STRING(SettlType);
857
+ DEFINE_CHAR(OpenClose);
858
+ DEFINE_INT(ContractMultiplierUnit);
859
+ DEFINE_PRICE(SecondaryLowLimitPrice);
860
+ DEFINE_QTY(ExpQty);
861
+ DEFINE_STRING(NetworkRequestID);
862
+ DEFINE_INT(TrdType);
863
+ DEFINE_NUMINGROUP(NoUnderlyings);
864
+ DEFINE_EXCHANGE(MDMkt);
865
+ DEFINE_EXCHANGE(LastMkt);
866
+ DEFINE_STRING(RestructuringType);
867
+ DEFINE_NUMINGROUP(NoStrikeRules);
868
+ DEFINE_STRING(ListName);
869
+ DEFINE_INT(ProgRptReqs);
870
+ DEFINE_STRING(TradingSessionID);
871
+ DEFINE_INT(ListOrderStatus);
872
+ DEFINE_CHAR(RegistStatus);
873
+ DEFINE_AMT(PosAmt);
874
+ DEFINE_INT(UnderlyingPriceDeterminationMethod);
875
+ DEFINE_NUMINGROUP(NoUnderlyingStips);
876
+ DEFINE_UTCTIMESTAMP(TradSesPreCloseTime);
877
+ DEFINE_CHAR(MassCancelRequestType);
878
+ DEFINE_STRING(UnderlyingLegSecurityAltIDSource);
879
+ DEFINE_STRING(SettlPartyID);
880
+ DEFINE_NUMINGROUP(NoAffectedOrders);
881
+ DEFINE_STRING(CashSettlAgentAcctNum);
882
+ DEFINE_MONTHYEAR(UnderlyingLegMaturityMonthYear);
883
+ DEFINE_NUMINGROUP(NoLotTypeRules);
884
+ DEFINE_NUMINGROUP(NoDates);
885
+ DEFINE_CHAR(CxlRejResponseTo);
886
+ DEFINE_UTCTIMESTAMP(EffectiveTime);
887
+ DEFINE_AMT(GrossTradeAmt);
888
+ DEFINE_STRING(SecurityListDesc);
889
+ DEFINE_STRING(NotAffectedOrderID);
890
+ DEFINE_FLOAT(DerivativeStrikeValue);
891
+ DEFINE_NUMINGROUP(NoPosAmt);
892
+ DEFINE_STRING(LegCreditRating);
893
+ DEFINE_PRICEOFFSET(BidForwardPoints2);
894
+ DEFINE_LOCALMKTDATE(SettlDate);
895
+ DEFINE_STRING(ClientID);
896
+ DEFINE_INT(QuoteCancelType);
897
+ DEFINE_STRING(StipulationType);
898
+ DEFINE_AMT(OutMainCntryUIndex);
899
+ DEFINE_CHAR(LegSettlmntTyp);
900
+ DEFINE_INT(DerivativeNTPositionLimit);
901
+ DEFINE_STRING(PriceQuoteMethod);
902
+ DEFINE_PRICE(LowLimitPrice);
903
+ DEFINE_STRING(LegUnitOfMeasure);
904
+ DEFINE_INT(SessionRejectReason);
905
+ DEFINE_INT(DeliveryType);
906
+ DEFINE_PRICE(AllocPrice);
907
+ DEFINE_NUMINGROUP(NoBidComponents);
908
+ DEFINE_CHAR(QuoteQualifier);
909
+ DEFINE_MULTIPLECHARVALUE(Scope);
910
+ DEFINE_NUMINGROUP(NoSecurityAltID);
911
+ DEFINE_STRING(RootPartySubID);
912
+ DEFINE_STRING(DeliverToLocationID);
913
+ DEFINE_CHAR(DeleteReason);
914
+ DEFINE_PRICE(BidSpotRate);
915
+ DEFINE_STRING(Nested4PartyID);
916
+ DEFINE_BOOLEAN(InViewOfCommon);
917
+ DEFINE_PRICE(UnderlyingSettlPrice);
918
+ DEFINE_STRING(RegistRejReasonText);
919
+ DEFINE_NUMINGROUP(NoSides);
920
+ DEFINE_STRING(LegAllocAccount);
921
+ DEFINE_STRING(LegSecurityDesc);
922
+ DEFINE_STRING(ClOrdLinkID);
923
+ DEFINE_UTCTIMESTAMP(OrigSendingTime);
924
+ DEFINE_LENGTH(EncodedLegIssuerLen);
925
+ DEFINE_STRING(OrderID);
926
+ DEFINE_STRING(SecurityType);
927
+ DEFINE_CHAR(RoundingDirection);
928
+ DEFINE_STRING(FillExecID);
929
+ DEFINE_NUMINGROUP(NoEvents);
930
+ DEFINE_QTY(RoundLot);
931
+ DEFINE_QTY(MDEntrySize);
932
+ DEFINE_LENGTH(EncodedIssuerLen);
933
+ DEFINE_QTY(DerivativePriceUnitOfMeasureQty);
934
+ DEFINE_STRING(TimeUnit);
935
+ DEFINE_INT(TotNoOrders);
936
+ DEFINE_INT(LegSwapType);
937
+ DEFINE_CHAR(IOITransType);
938
+ DEFINE_LENGTH(RawDataLength);
939
+ DEFINE_STRING(UnderlyingSecurityType);
940
+ DEFINE_STRING(UnderlyingLegSecurityAltID);
941
+ DEFINE_INT(SecurityReportID);
942
+ DEFINE_INT(TotNumReports);
943
+ DEFINE_INT(TotalNumPosReports);
944
+ DEFINE_STRING(SecurityReqID);
945
+ DEFINE_INT(PosReqResult);
946
+ DEFINE_PRICEOFFSET(LegOfferForwardPoints);
947
+ DEFINE_CURRENCY(AllowableOneSidednessCurr);
948
+ DEFINE_STRING(AffectedOrderID);
949
+ DEFINE_COUNTRY(UnderlyingCountryOfIssue);
950
+ DEFINE_PERCENTAGE(UnderlyingRepurchaseRate);
951
+ DEFINE_SEQNUM(LastMsgSeqNumProcessed);
952
+ DEFINE_STRING(UnderlyingCFICode);
953
+ DEFINE_CHAR(DerivativeOptAttribute);
954
+ DEFINE_STRING(PegSecurityID);
955
+ DEFINE_STRING(HostCrossID);
956
+ DEFINE_CHAR(ExecInstValue);
957
+ DEFINE_AMT(DerivativeOptPayAmount);
958
+ DEFINE_PERCENTAGE(UnderlyingCouponRate);
959
+ DEFINE_CHAR(SettlInstMode);
960
+ DEFINE_STRING(SecurityAltIDSource);
961
+ DEFINE_BOOLEAN(PreviouslyReported);
962
+ DEFINE_STRING(RptSys);
963
+ DEFINE_NUMINGROUP(NoNested2PartySubIDs);
964
+ DEFINE_STRING(RefAllocID);
965
+ DEFINE_QTY(DefOfferSize);
966
+ DEFINE_STRING(ProductComplex);
967
+ DEFINE_MULTIPLESTRINGVALUE(CustOrderHandlingInst);
968
+ DEFINE_INT(MDPriceLevel);
969
+ DEFINE_FLOAT(LegOptionRatio);
970
+ DEFINE_STRING(SecurityStatus);
971
+ DEFINE_STRING(LegRefID);
972
+ DEFINE_PERCENTAGE(DividendYield);
973
+ DEFINE_INT(DerivativeInstrumentPartySubIDType);
974
+ DEFINE_PRICE(EndStrikePxRange);
975
+ DEFINE_QTY(DisplayQty);
976
+ DEFINE_STRING(LegSecuritySubType);
977
+ DEFINE_CHAR(ProcessCode);
978
+ DEFINE_MULTIPLECHARVALUE(ExecInst);
979
+ DEFINE_UTCTIMESTAMP(TradSesEndTime);
980
+ DEFINE_UTCTIMESTAMP(OrigTime);
981
+ DEFINE_UTCTIMESTAMP(ExecValuationPoint);
982
+ DEFINE_CHAR(ExecType);
983
+ DEFINE_INT(Nested4PartyRole);
984
+ DEFINE_INT(MultilegModel);
985
+ DEFINE_STRING(SecurityGroup);
986
+ DEFINE_INT(EventType);
987
+ DEFINE_INT(TradeAllocIndicator);
988
+ DEFINE_LOCALMKTDATE(YieldCalcDate);
989
+ DEFINE_AMT(ValueOfFutures);
990
+ DEFINE_CHAR(LegSide);
991
+ DEFINE_INT(UserStatus);
992
+ DEFINE_AMT(SideValue1);
993
+ DEFINE_QTY(CxlQty);
994
+ DEFINE_STRING(SecurityResponseID);
995
+ DEFINE_STRING(InstrRegistry);
996
+ DEFINE_STRING(StreamAsgnRptID);
997
+ DEFINE_INT(OrderDelayUnit);
998
+ DEFINE_FLOAT(LegCurrencyRatio);
999
+ DEFINE_PRICE(EndTickPriceRange);
1000
+ DEFINE_STRING(CollReqID);
1001
+ DEFINE_STRING(LegPool);
1002
+ DEFINE_QTY(ShortQty);
1003
+ DEFINE_AMT(SideValue2);
1004
+ DEFINE_BOOLEAN(TradedFlatSwitch);
1005
+ DEFINE_STRING(MassStatusReqID);
1006
+ DEFINE_UTCTIMESTAMP(ComplexEventEndDate);
1007
+ DEFINE_EXCHANGE(MarketID);
1008
+ DEFINE_LOCALMKTDATE(OrigTradeDate);
1009
+ DEFINE_BOOLEAN(PreTradeAnonymity);
1010
+ DEFINE_INT(TrdRptStatus);
1011
+ DEFINE_PERCENTAGE(DistribPercentage);
1012
+ DEFINE_INT(QuoteStatus);
1013
+ DEFINE_STRING(ClearingAccount);
1014
+ DEFINE_STRING(TrdMatchID);
1015
+ DEFINE_STRING(OrderInputDevice);
1016
+ DEFINE_BOOLEAN(SolicitedFlag);
1017
+ DEFINE_UTCTIMESTAMP(TransactTime);
1018
+ DEFINE_INT(UnderlyingFlowScheduleType);
1019
+ DEFINE_STRING(UnderlyingStipValue);
1020
+ DEFINE_SEQNUM(NextExpectedMsgSeqNum);
1021
+ DEFINE_CURRENCY(BenchmarkCurveCurrency);
1022
+ DEFINE_STRING(CFICode);
1023
+ DEFINE_FLOAT(Factor);
1024
+ DEFINE_QTY(LastShares);
1025
+ DEFINE_UTCTIMESTAMP(EventTime);
1026
+ DEFINE_INT(RootPartySubIDType);
1027
+ DEFINE_INT(ShortSaleReason);
1028
+ DEFINE_DATA(XmlData);
1029
+ DEFINE_NUMINGROUP(NoTargetPartyIDs);
1030
+ DEFINE_NUMINGROUP(NoRootPartyIDs);
1031
+ DEFINE_LOCALMKTDATE(EventDate);
1032
+ DEFINE_INT(PegRoundDirection);
1033
+ DEFINE_LOCALMKTDATE(LegSettlDate);
1034
+ DEFINE_INT(ModelType);
1035
+ DEFINE_BOOLEAN(DefaultVerIndicator);
1036
+ DEFINE_STRING(FuturesValuationMethod);
1037
+ DEFINE_CHAR(SettlMethod);
1038
+ DEFINE_FLOAT(UnderlyingFXRate);
1039
+ DEFINE_INT(ConfirmStatus);
1040
+ DEFINE_BOOLEAN(LocateReqd);
1041
+ DEFINE_STRING(PosMaintRptID);
1042
+ DEFINE_INT(Adjustment);
1043
+ DEFINE_INT(StreamAsgnType);
1044
+ DEFINE_BOOLEAN(LastRptRequested);
1045
+ DEFINE_STRING(LocaleOfIssue);
1046
+ DEFINE_STRING(SenderSubID);
1047
+ DEFINE_PRICE(HighPx);
1048
+ DEFINE_AMT(AllocSettlCurrAmt);
1049
+ DEFINE_PERCENTAGE(ComplexEventPriceBoundaryPrecision);
1050
+ DEFINE_INT(InstrumentPartyRole);
1051
+ DEFINE_PRICE(YieldRedemptionPrice);
1052
+ DEFINE_QTY(CumQty);
1053
+ DEFINE_STRING(OrigClOrdID);
1054
+ DEFINE_STRING(SettlSessID);
1055
+ DEFINE_STRING(ParentMktSegmID);
1056
+ DEFINE_INT(TradeReportType);
1057
+ DEFINE_INT(AvgPrxPrecision);
1058
+ DEFINE_NUMINGROUP(NoLegs);
1059
+ DEFINE_STRING(UnderlyingSymbol);
1060
+ DEFINE_INT(ExerciseStyle);
1061
+ DEFINE_CHAR(HaltReasonChar);
1062
+ DEFINE_EXCHANGE(ExDestination);
1063
+ DEFINE_CHAR(DerivativeInstrmtAssignmentMethod);
1064
+ DEFINE_STRING(UnderlyingIDSource);
1065
+ DEFINE_STRING(AdvId);
1066
+ DEFINE_UTCTIMESTAMP(TransBkdTime);
1067
+ DEFINE_PRICE(LegLastPx);
1068
+ DEFINE_INT(AllocReportType);
1069
+ DEFINE_STRING(RegistDtls);
1070
+ DEFINE_INT(AllocType);
1071
+ DEFINE_INT(QuoteRequestRejectReason);
1072
+ DEFINE_STRING(UnderlyingUnitOfMeasure);
1073
+ DEFINE_STRING(IndividualAllocID);
1074
+ DEFINE_PRICE(LegOfferPx);
1075
+ DEFINE_INT(LiquidityIndType);
1076
+ DEFINE_UTCTIMESTAMP(HopSendingTime);
1077
+ DEFINE_BOOLEAN(ApplResendFlag);
1078
+ DEFINE_PRICE(DerivativeCapPrice);
1079
+ DEFINE_AMT(ComplexOptPayoutAmount);
1080
+ DEFINE_LANGUAGE(LanguageCode);
1081
+ DEFINE_STRING(SettlObligRefID);
1082
+ DEFINE_STRING(OrigTradeID);
1083
+ DEFINE_AMT(UnderlyingCollectAmount);
1084
+ DEFINE_INT(StatusValue);
1085
+ DEFINE_PRICE(OfferSpotRate);
1086
+ DEFINE_STRING(PosType);
1087
+ DEFINE_LOCALMKTDATE(UnderlyingRedemptionDate);
1088
+ DEFINE_STRING(SettlDepositoryCode);
1089
+ DEFINE_INT(StreamAsgnAckType);
1090
+ DEFINE_PRICE(FloorPrice);
1091
+ DEFINE_QTY(UnderlyingPriceUnitOfMeasureQty);
1092
+ DEFINE_FLOAT(FeeMultiplier);
1093
+ DEFINE_TZTIMEONLY(UnderlyingMaturityTime);
1094
+ DEFINE_STRING(ApplID);
1095
+ DEFINE_AMT(LegGrossTradeAmt);
1096
+ DEFINE_UTCDATEONLY(MDEntryDate);
1097
+ DEFINE_CURRENCY(LegBenchmarkCurveCurrency);
1098
+ DEFINE_AMT(OptPayoutAmount);
1099
+ DEFINE_INT(MiscFeeBasis);
1100
+ DEFINE_UTCTIMESTAMP(ValidUntilTime);
1101
+ DEFINE_CHAR(OrdType);
1102
+ DEFINE_STRING(AdvRefID);
1103
+ DEFINE_STRING(HopCompID);
1104
+ DEFINE_STRING(PosMaintRptRefID);
1105
+ DEFINE_STRING(LegStipulationValue);
1106
+ DEFINE_STRING(MatchType);
1107
+ DEFINE_INT(OptPayoutType);
1108
+ DEFINE_STRING(UnderlyingPriceUnitOfMeasure);
1109
+ DEFINE_CHAR(MarketUpdateAction);
1110
+ DEFINE_INT(CollAsgnRejectReason);
1111
+ DEFINE_PRICE(PeggedRefPrice);
1112
+ DEFINE_INT(IndividualAllocType);
1113
+ DEFINE_AMT(EndCash);
1114
+ DEFINE_STRING(EventText);
1115
+ DEFINE_LOCALMKTDATE(ExDate);
1116
+ DEFINE_CHAR(NestedPartyIDSource);
1117
+ DEFINE_INT(GTBookingInst);
1118
+ DEFINE_STRING(DerivativeValuationMethod);
1119
+ DEFINE_INT(NumberOfOrders);
1120
+ DEFINE_INT(TrdRepPartyRole);
1121
+ DEFINE_PRICE(TriggerPrice);
1122
+ DEFINE_INT(MDReportID);
1123
+ DEFINE_STRING(SecondaryAllocID);
1124
+ DEFINE_QTY(LeavesQty);
1125
+ DEFINE_LOCALMKTDATE(CardStartDate);
1126
+ DEFINE_INT(LegCoveredOrUncovered);
1127
+ DEFINE_INT(PutOrCall);
1128
+ DEFINE_STRING(MatchAlgorithm);
1129
+ DEFINE_QTY(CalculatedCcyLastQty);
1130
+ DEFINE_CHAR(FundRenewWaiv);
1131
+ DEFINE_STRING(SecuritySettlAgentName);
1132
+ DEFINE_STRING(BidDescriptor);
1133
+ DEFINE_STRING(MDStreamID);
1134
+ DEFINE_NUMINGROUP(NoAsgnReqs);
1135
+ DEFINE_PERCENTAGE(NotionalPercentageOutstanding);
1136
+ DEFINE_NUMINGROUP(NoSettlInst);
1137
+ DEFINE_STRING(SettlInstMsgID);
1138
+ DEFINE_BOOLEAN(ForexReq);
1139
+ DEFINE_STRING(TradSesReqID);
1140
+ DEFINE_PRICE(UnderlyingLegStrikePrice);
1141
+ DEFINE_INT(TickRuleType);
1142
+ DEFINE_CHAR(InstrmtAssignmentMethod);
1143
+ DEFINE_INT(DiscretionOffsetType);
1144
+ DEFINE_INT(ConfirmTransType);
1145
+ DEFINE_AMT(TotalTakedown);
1146
+ DEFINE_STRING(ResponseDestination);
1147
+ DEFINE_INT(MDSecSizeType);
1148
+ DEFINE_INT(InstrumentPartySubIDType);
1149
+ DEFINE_STRING(LegTimeUnit);
1150
+ DEFINE_STRING(TransferReason);
1151
+ DEFINE_INT(ApplQueueMax);
1152
+ DEFINE_FLOAT(DiscretionOffsetValue);
1153
+ DEFINE_STRING(BookingRefID);
1154
+ DEFINE_PRICE(LegBidPx);
1155
+ DEFINE_INT(TradSesEvent);
1156
+ DEFINE_INT(DerivativeProduct);
1157
+ DEFINE_INT(RootPartyRole);
1158
+ DEFINE_CHAR(DlvyInstType);
1159
+ DEFINE_NUMINGROUP(NoLinesOfText);
1160
+ DEFINE_STRING(PosReqID);
1161
+ DEFINE_STRING(LegSecurityAltIDSource);
1162
+ DEFINE_DATA(EncodedSubject);
1163
+ DEFINE_STRING(ContraBroker);
1164
+ DEFINE_MULTIPLESTRINGVALUE(TradeCondition);
1165
+ DEFINE_STRING(PartyID);
1166
+ DEFINE_STRING(MDEntryID);
1167
+ DEFINE_STRING(UnderlyingLegSecurityExchange);
1168
+ DEFINE_INT(PriceLimitType);
1169
+ DEFINE_STRING(TriggerSecurityIDSource);
1170
+ DEFINE_NUMINGROUP(NoUndlyInstrumentPartySubIDs);
1171
+ DEFINE_STRING(ClientBidID);
1172
+ DEFINE_PRICEOFFSET(NetChgPrevDay);
1173
+ DEFINE_STRING(DefaultApplVerID);
1174
+ DEFINE_STRING(IOIID);
1175
+ DEFINE_PRICEOFFSET(SpreadToBenchmark);
1176
+ DEFINE_CHAR(CommType);
1177
+ DEFINE_INT(RegistRejReasonCode);
1178
+ DEFINE_UTCTIMESTAMP(SideTimeInForce);
1179
+ DEFINE_UTCTIMESTAMP(TrdRegTimestamp);
1180
+ DEFINE_MULTIPLECHARVALUE(FinancialStatus);
1181
+ DEFINE_NUMINGROUP(NoTrades);
1182
+ DEFINE_BOOLEAN(LastFragment);
1183
+ DEFINE_STRING(PartySubID);
1184
+ DEFINE_QTY(AllocQty);
1185
+ DEFINE_BOOLEAN(NotifyBrokerOfCredit);
1186
+ DEFINE_INT(SideTrdRegTimestampType);
1187
+ DEFINE_LOCALMKTDATE(AgreementDate);
1188
+ DEFINE_INT(PartySubIDType);
1189
+ DEFINE_AMT(TotalNetValue);
1190
+ DEFINE_INT(AllocNoOrdersType);
1191
+ DEFINE_STRING(AllocLinkID);
1192
+ DEFINE_FLOAT(RoundingModulus);
1193
+ DEFINE_STRING(OnBehalfOfCompID);
1194
+ DEFINE_STRING(UnderlyingSecurityID);
1195
+ DEFINE_STRING(SettlObligMsgID);
1196
+ DEFINE_INT(PositionLimit);
1197
+ DEFINE_AMT(SharedCommission);
1198
+ DEFINE_PERCENTAGE(AllowableOneSidednessPct);
1199
+ DEFINE_STRING(AllocText);
1200
+ DEFINE_SEQNUM(EndSeqNo);
1201
+ DEFINE_NUMINGROUP(NoPartyIDs);
1202
+ DEFINE_NUMINGROUP(NoContraBrokers);
1203
+ DEFINE_INT(AllocLinkType);
1204
+ DEFINE_PERCENTAGE(UnderlyingAllocationPercent);
1205
+ DEFINE_AMT(AllocAccruedInterestAmt);
1206
+ DEFINE_DATA(EncodedSecurityListDesc);
1207
+ DEFINE_LENGTH(EncryptedPasswordLen);
1208
+ DEFINE_PERCENTAGE(LegDividendYield);
1209
+ DEFINE_BOOLEAN(RefreshIndicator);
1210
+ DEFINE_CURRENCY(SideSettlCurrency);
1211
+ DEFINE_INT(UnderlyingSettlementType);
1212
+ DEFINE_QTY(OrderCapacityQty);
1213
+ DEFINE_QTY(LongQty);
1214
+ DEFINE_CHAR(DerivativeSettlMethod);
1215
+ DEFINE_STRING(TriggerTradingSessionID);
1216
+ DEFINE_CHAR(DisplayMethod);
1217
+ DEFINE_INT(RptSeq);
1218
+ DEFINE_STRING(MDEntryOriginator);
1219
+ DEFINE_STRING(LegInstrRegistry);
1220
+ DEFINE_QTY(FillQty);
1221
+ DEFINE_STRING(PegSecurityIDSource);
1222
+ DEFINE_TZTIMEONLY(MaturityTime);
1223
+ DEFINE_STRING(MDFeedType);
1224
+ DEFINE_INT(CollStatus);
1225
+ DEFINE_STRING(UnderlyingSecuritySubType);
1226
+ DEFINE_STRING(CstmApplVerID);
1227
+ DEFINE_INT(DefaultApplExtID);
1228
+ DEFINE_NUMINGROUP(NoDerivativeSecurityAltID);
1229
+ DEFINE_INT(SideValueInd);
1230
+ DEFINE_DATA(EncodedText);
1231
+ DEFINE_STRING(Account);
1232
+ DEFINE_PRICE(TriggerNewPrice);
1233
+ DEFINE_INT(UndlyInstrumentPartyRole);
1234
+ DEFINE_CHAR(MsgDirection);
1235
+ DEFINE_LOCALMKTDATE(LegMaturityDate);
1236
+ DEFINE_INT(UnderlyingContractMultiplierUnit);
1237
+ DEFINE_STRING(InputSource);
1238
+ DEFINE_CHAR(MDUpdateAction);
1239
+ DEFINE_CHAR(MatchStatus);
1240
+ DEFINE_INT(RateSource);
1241
+ DEFINE_CHAR(AllocPositionEffect);
1242
+ DEFINE_CHAR(PartyIDSource);
1243
+ DEFINE_DATA(EncodedUnderlyingIssuer);
1244
+ DEFINE_DATA(EncryptedPassword);
1245
+ DEFINE_QTY(TriggerNewQty);
1246
+ DEFINE_PRICEOFFSET(LegLastForwardPoints);
1247
+ DEFINE_INT(TotNumTradeReports);
1248
+ DEFINE_STRING(RefApplVerID);
1249
+ DEFINE_PRICE(LastSpotRate);
1250
+ DEFINE_PRICE(Price);
1251
+ DEFINE_STRING(UnderlyingSecurityIDSource);
1252
+ DEFINE_INT(TotNoSecurityTypes);
1253
+ DEFINE_PRICE(ReportedPx);
1254
+ DEFINE_STRING(LegSymbol);
1255
+ DEFINE_STRING(LegIssuer);
1256
+ DEFINE_STRING(RegistDetls);
1257
+ DEFINE_STRING(UnderlyingLegSecurityID);
1258
+ DEFINE_QTY(MinLotSize);
1259
+ DEFINE_INT(NumTickets);
1260
+ DEFINE_STRING(LegLocaleOfIssue);
1261
+ DEFINE_BOOLEAN(ExchangeForPhysical);
1262
+ DEFINE_INT(SecurityTradingEvent);
1263
+ DEFINE_AMT(MinPriceIncrementAmount);
1264
+ DEFINE_AMT(UnderlyingPayAmount);
1265
+ DEFINE_STRING(SettlPartySubID);
1266
+ DEFINE_AMT(AllocNetMoney);
1267
+ DEFINE_DAYOFMONTH(UnderlyingMaturityDay);
1268
+ DEFINE_STRING(NetworkResponseID);
1269
+ DEFINE_INT(NumBidders);
1270
+ DEFINE_INT(AllocAcctIDSource);
1271
+ DEFINE_PRICE(AllocAvgPx);
1272
+ DEFINE_STRING(SecuritySettlAgentCode);
1273
+ DEFINE_NUMINGROUP(NoDistribInsts);
1274
+ DEFINE_BOOLEAN(CustDirectedOrder);
1275
+ DEFINE_AMT(FairValue);
1276
+ DEFINE_NUMINGROUP(NoStrikes);
1277
+ DEFINE_LENGTH(EncodedSecurityListDescLen);
1278
+ DEFINE_INT(LegExerciseStyle);
1279
+ DEFINE_STRING(DerivativeSymbolSfx);
1280
+ DEFINE_INT(NestedInstrAttribType);
1281
+ DEFINE_STRING(ContraTrader);
1282
+ DEFINE_QTY(MDSecSize);
1283
+ DEFINE_NUMINGROUP(NoOfSecSizes);
1284
+ DEFINE_INT(CollAction);
1285
+ DEFINE_QTY(UnderlyingLastQty);
1286
+ DEFINE_BOOLEAN(PossDupFlag);
1287
+ DEFINE_INT(ListStatusType);
1288
+ DEFINE_STRING(SideFillStationCd);
1289
+ DEFINE_STRING(StatusText);
1290
+ DEFINE_LOCALMKTDATE(BasisFeatureDate);
1291
+ DEFINE_LENGTH(XmlDataLen);
1292
+ DEFINE_LOCALMKTDATE(UnderlyingMaturityDate);
1293
+ DEFINE_BOOLEAN(GapFillFlag);
1294
+ DEFINE_INT(RefApplExtID);
1295
+ DEFINE_STRING(RefApplID);
1296
+ DEFINE_NUMINGROUP(NoTradingSessionRules);
1297
+ DEFINE_PRICEOFFSET(SwapPoints);
1298
+ DEFINE_STRING(TargetStrategyParameters);
1299
+ DEFINE_PRICEOFFSET(LastForwardPoints);
1300
+ DEFINE_LOCALMKTDATE(YieldRedemptionDate);
1301
+ DEFINE_NUMINGROUP(NoSettlDetails);
1302
+ DEFINE_CHAR(TradeHandlingInstr);
1303
+ DEFINE_STRING(CashSettlAgentCode);
1304
+ DEFINE_INT(LegPriceType);
1305
+ DEFINE_LENGTH(EncodedListExecInstLen);
1306
+ DEFINE_INT(TradSesMethod);
1307
+ DEFINE_STRING(AgreementID);
1308
+ DEFINE_CURRENCY(CashDistribCurr);
1309
+ DEFINE_PRICE(BidPx);
1310
+ DEFINE_CHAR(TradeType);
1311
+ DEFINE_LENGTH(EncodedSecurityDescLen);
1312
+ DEFINE_INT(ComplexEventCondition);
1313
+ DEFINE_INT(EncryptedPasswordMethod);
1314
+ DEFINE_STRING(DerivativeSecurityAltID);
1315
+ DEFINE_INT(TotNoAccQuotes);
1316
+ DEFINE_STRING(TimeBracket);
1317
+ DEFINE_NUMINGROUP(NoAllocs);
1318
+ DEFINE_INT(UnderlyingProduct);
1319
+ DEFINE_STRING(BenchmarkCurveName);
1320
+ DEFINE_STRING(UnderlyingSymbolSfx);
1321
+ DEFINE_PERCENTAGE(StrikePriceBoundaryPrecision);
1322
+ DEFINE_STRING(QuoteSetID);
1323
+ DEFINE_CHAR(CashMargin);
1324
+ DEFINE_CHAR(SettlObligTransType);
1325
+ DEFINE_INT(LegNumber);
1326
+ DEFINE_MULTIPLESTRINGVALUE(DeskOrderHandlingInst);
1327
+ DEFINE_CHAR(SettlPartyIDSource);
1328
+ DEFINE_PRICE(PriorSettlPrice);
1329
+ DEFINE_STRING(NotAffOrigClOrdID);
1330
+ DEFINE_STRING(TradingSessionDesc);
1331
+ DEFINE_PRICE(DerivativeFloorPrice);
1332
+ DEFINE_STRING(DerivativeSymbol);
1333
+ DEFINE_FLOAT(RiskFreeRate);
1334
+ DEFINE_INT(PosTransType);
1335
+ DEFINE_SEQNUM(MsgSeqNum);
1336
+ DEFINE_DATA(Signature);
1337
+ DEFINE_STRING(Seniority);
1338
+ DEFINE_NUMINGROUP(NoRateSources);
1339
+ DEFINE_QTY(PriceUnitOfMeasureQty);
1340
+ DEFINE_STRING(CollAsgnRefID);
1341
+ DEFINE_QTY(BuyVolume);
1342
+ DEFINE_CHAR(SettlCurrFxRateCalc);
1343
+ DEFINE_INT(PosMaintStatus);
1344
+ DEFINE_BOOLEAN(PriorSpreadIndicator);
1345
+ DEFINE_CHAR(Benchmark);
1346
+ DEFINE_INT(MaturityMonthYearFormat);
1347
+ DEFINE_STRING(UnderlyingTradingSessionID);
1348
+ DEFINE_INT(TotNoRelatedSym);
1349
+ DEFINE_STRING(StateOrProvinceOfIssue);
1350
+ DEFINE_STRING(DerivativeInstrRegistry);
1351
+ DEFINE_PRICEOFFSET(LegBidForwardPoints);
1352
+ DEFINE_BOOLEAN(ManualOrderIndicator);
1353
+ DEFINE_AMT(NetMoney);
1354
+ DEFINE_BOOLEAN(LegalConfirm);
1355
+ DEFINE_COUNTRY(CountryOfIssue);
1356
+ DEFINE_INT(ApplReportType);
1357
+ DEFINE_STRING(RootPartyID);
1358
+ DEFINE_QTY(UnderlyingQty);
1359
+ DEFINE_INT(ApplQueueDepth);
1360
+ DEFINE_PRICE(StopPx);
1361
+ DEFINE_BOOLEAN(ReportToExch);
1362
+ DEFINE_BOOLEAN(ContraryInstructionIndicator);
1363
+ DEFINE_LENGTH(EncodedListStatusTextLen);
1364
+ DEFINE_STRING(DerivativeSecurityXMLSchema);
1365
+ DEFINE_NUMINGROUP(NoRelatedSym);
1366
+ DEFINE_INT(AllocRejCode);
1367
+ DEFINE_STRING(UnderlyingSecurityAltID);
1368
+ DEFINE_INT(RefOrdIDReason);
1369
+ DEFINE_STRING(DerivativeInstrumentPartyID);
1370
+ DEFINE_STRING(SecurityXMLSchema);
1371
+ DEFINE_CHAR(RefOrderIDSource);
1372
+ DEFINE_INT(NTPositionLimit);
1373
+ DEFINE_AMT(EndAccruedInterestAmt);
1374
+ DEFINE_PERCENTAGE(AccruedInterestRate);
1375
+ DEFINE_CHAR(LastCapacity);
1376
+ DEFINE_STRING(UnderlyingInstrumentPartySubID);
1377
+ DEFINE_NUMINGROUP(NoFills);
1378
+ DEFINE_NUMINGROUP(NoOrdTypeRules);
1379
+ DEFINE_STRING(InstrumentPartyID);
1380
+ DEFINE_PERCENTAGE(MarginRatio);
1381
+ DEFINE_INT(RefTagID);
1382
+ DEFINE_NUMINGROUP(NoRoutingIDs);
1383
+ DEFINE_PERCENTAGE(CouponRate);
1384
+ DEFINE_NUMINGROUP(NoApplIDs);
1385
+ DEFINE_MONTHYEAR(DerivativeContractSettlMonth);
1386
+ DEFINE_INT(InstrAttribType);
1387
+ DEFINE_INT(Product);
1388
+ DEFINE_QTY(AllocShares);
1389
+ DEFINE_NUMINGROUP(NoQuoteEntries);
1390
+ DEFINE_STRING(DefaultCstmApplVerID);
1391
+ DEFINE_INT(DerivativeListMethod);
1392
+ DEFINE_LENGTH(DerivativeSecurityXMLLen);
1393
+ DEFINE_LOCALMKTDATE(LegDatedDate);
1394
+ DEFINE_CHAR(Nested2PartyIDSource);
1395
+ DEFINE_STRING(UnderlyingInstrRegistry);
1396
+ DEFINE_LOCALMKTDATE(IssueDate);
1397
+ DEFINE_INT(SecurityTradingStatus);
1398
+ DEFINE_CHAR(LegOptAttribute);
1399
+ DEFINE_QTY(MaxFloor);
1400
+ DEFINE_STRING(DerivativeLocaleOfIssue);
1401
+ DEFINE_AMT(OptPayAmount);
1402
+ DEFINE_STRING(UnderlyingStipType);
1403
+ DEFINE_CHAR(Rule80A);
1404
+ DEFINE_INT(TotNoStrikes);
1405
+ DEFINE_MULTIPLECHARVALUE(CorporateAction);
1406
+ DEFINE_INT(TerminationType);
1407
+ DEFINE_PERCENTAGE(LegCouponRate);
1408
+ DEFINE_INT(PosMaintAction);
1409
+ DEFINE_NUMINGROUP(NoSecurityTypes);
1410
+ DEFINE_INT(ComplexEventPriceTimeType);
1411
+ DEFINE_PRICEOFFSET(LastSwapPoints);
1412
+ DEFINE_CHAR(UnderlyingFXRateCalc);
1413
+ DEFINE_STRING(ListStatusText);
1414
+ DEFINE_BOOLEAN(OddLot);
1415
+ DEFINE_CHAR(BookingUnit);
1416
+ DEFINE_STRING(LegAllocAcctIDSource);
1417
+ DEFINE_UTCTIMESTAMP(OnBehalfOfSendingTime);
1418
+ DEFINE_INT(AllocStatus);
1419
+ DEFINE_STRING(ReferencePage);
1420
+ DEFINE_CHAR(DerivativeExerciseStyle);
1421
+ DEFINE_SEQNUM(ApplBegSeqNum);
1422
+ DEFINE_STRING(CollRptID);
1423
+ DEFINE_INT(IncTaxInd);
1424
+ DEFINE_NUMINGROUP(NoBidDescriptors);
1425
+ DEFINE_LOCALMKTDATE(LegCouponPaymentDate);
1426
+ DEFINE_NUMINGROUP(NoUnderlyingLegSecurityAltID);
1427
+ DEFINE_BOOLEAN(ReversalIndicator);
1428
+ DEFINE_CHECKSUM(CheckSum);
1429
+ DEFINE_STRING(TargetSubID);
1430
+ DEFINE_INT(PosReqStatus);
1431
+ DEFINE_INT(PriorityIndicator);
1432
+ DEFINE_STRING(UnderlyingLegCFICode);
1433
+ DEFINE_STRING(DerivativeTimeUnit);
1434
+ DEFINE_NUMINGROUP(NoNested3PartyIDs);
1435
+ DEFINE_PERCENTAGE(LiquidityPctHigh);
1436
+ DEFINE_CHAR(MoneyLaunderingStatus);
1437
+ DEFINE_STRING(Nested4PartySubID);
1438
+ DEFINE_EXCHANGE(DerivativeSecurityExchange);
1439
+ DEFINE_CHAR(LotType);
1440
+ DEFINE_STRING(ContIntRptID);
1441
+ DEFINE_MULTIPLESTRINGVALUE(QuoteCondition);
1442
+ DEFINE_UTCTIMEONLY(ComplexEventStartTime);
1443
+ DEFINE_NUMINGROUP(NoComplexEvents);
1444
+ DEFINE_FLOAT(DerivativeContractMultiplier);
1445
+ DEFINE_STRING(DerivativeSecurityStatus);
1446
+ DEFINE_STRING(DerivativeProductComplex);
1447
+ DEFINE_STRING(TriggerSymbol);
1448
+ DEFINE_STRING(UnderlyingLocaleOfIssue);
1449
+ DEFINE_UTCTIMESTAMP(SendingTime);
1450
+ DEFINE_UTCTIMESTAMP(ComplexEventStartDate);
1451
+ DEFINE_STRING(UnderlyingRestructuringType);
1452
+ DEFINE_QTY(LegUnitOfMeasureQty);
1453
+ DEFINE_NUMINGROUP(NoTrdRegTimestamps);
1454
+ DEFINE_LOCALMKTDATE(SendingDate);
1455
+ DEFINE_FLOAT(TimeToExpiration);
1456
+ DEFINE_QTY(LegAllocQty);
1457
+ DEFINE_STRING(SettlLocation);
1458
+ DEFINE_INT(UnderlyingExerciseStyle);
1459
+ DEFINE_STRING(CashSettlAgentContactName);
1460
+ DEFINE_PERCENTAGE(LegRepurchaseRate);
1461
+ DEFINE_STRING(ApplResponseID);
1462
+ DEFINE_NUMINGROUP(NoDerivativeInstrAttrib);
1463
+ DEFINE_FLOAT(DerivativeStrikeMultiplier);
1464
+ DEFINE_CURRENCY(LegStrikeCurrency);
1465
+ DEFINE_STRING(SecurityStatusReqID);
1466
+ DEFINE_LENGTH(SecureDataLen);
1467
+ DEFINE_INT(DiscretionScope);
1468
+ DEFINE_INT(OwnerType);
1469
+ DEFINE_QTY(Shares);
1470
+ DEFINE_PERCENTAGE(Yield);
1471
+ DEFINE_STRING(QuoteRespID);
1472
+ DEFINE_STRING(Nested3PartySubID);
1473
+ DEFINE_INT(ApplQueueResolution);
1474
+ DEFINE_STRING(TrdRegTimestampOrigin);
1475
+ DEFINE_INT(Nested2PartyRole);
1476
+ DEFINE_STRING(Nested2PartyID);
1477
+ DEFINE_QTY(BidSize);
1478
+ DEFINE_STRING(LegSymbolSfx);
1479
+ DEFINE_INT(QuoteResponseLevel);
1480
+ DEFINE_LENGTH(BodyLength);
1481
+ DEFINE_STRING(ListExecInst);
1482
+ DEFINE_CHAR(ExecAckStatus);
1483
+ DEFINE_LOCALMKTDATE(SettlDate2);
1484
+ DEFINE_INT(NetGrossInd);
1485
+ DEFINE_STRING(UnderlyingSecurityAltIDSource);
1486
+ DEFINE_STRING(TestReqID);
1487
+ DEFINE_CHAR(CxlType);
1488
+ DEFINE_STRING(UnderlyingCreditRating);
1489
+ DEFINE_INT(AvgPxPrecision);
1490
+ DEFINE_INT(BenchmarkPriceType);
1491
+ DEFINE_INT(DeskTypeSource);
1492
+ DEFINE_INT(DiscretionRoundDirection);
1493
+ DEFINE_STRING(OrigSecondaryTradeID);
1494
+ DEFINE_STRING(ReceivedDeptID);
1495
+ DEFINE_AMT(MaturityNetMoney);
1496
+ DEFINE_INT(BidDescriptorType);
1497
+ DEFINE_STRING(DerivativeInstrumentPartySubID);
1498
+ DEFINE_INT(NetworkStatusResponseType);
1499
+ DEFINE_LOCALMKTDATE(DateOfBirth);
1500
+ DEFINE_PRICE(StartStrikePxRange);
1501
+ DEFINE_STRING(UndlyInstrumentPartySubID);
1502
+ DEFINE_STRING(SecondaryTradeReportRefID);
1503
+ DEFINE_STRING(UnderlyingCPRegType);
1504
+ DEFINE_LENGTH(SignatureLength);
1505
+ DEFINE_QTY(OrderQty);
1506
+ DEFINE_PERCENTAGE(OriginalNotionalPercentageOutstanding);
1507
+ DEFINE_STRING(UnderlyingTimeUnit);
1508
+ DEFINE_LENGTH(EncodedHeadlineLen);
1509
+ DEFINE_NUMINGROUP(NoRegistDtls);
1510
+ DEFINE_STRING(StrategyParameterValue);
1511
+ DEFINE_NUMINGROUP(NoInstrumentParties);
1512
+ DEFINE_INT(QuoteType);
1513
+ DEFINE_NUMINGROUP(NoStrategyParameters);
1514
+ DEFINE_INT(IndividualAllocRejCode);
1515
+ DEFINE_CHAR(DiscretionInst);
1516
+ DEFINE_INT(TargetPartyRole);
1517
+ DEFINE_INT(CrossPrioritization);
1518
+ DEFINE_DATA(EncodedListStatusText);
1519
+ DEFINE_CHAR(IOIOthSvc);
1520
+ DEFINE_LOCALMKTDATE(LegIssueDate);
1521
+ DEFINE_CHAR(MDReqRejReason);
1522
+ DEFINE_INT(ApplReqType);
1523
+ DEFINE_COUNTRY(Country);
1524
+ DEFINE_STRING(UnderlyingLegSecurityIDSource);
1525
+ DEFINE_BOOLEAN(FlexProductEligibilityIndicator);
1526
+ DEFINE_BOOLEAN(AggressorIndicator);
1527
+ DEFINE_FLOAT(ExecPriceAdjustment);
1528
+ DEFINE_INT(BusinessRejectReason);
1529
+ DEFINE_LOCALMKTDATE(TradeDate);
1530
+ DEFINE_INT(UnderlyingPutOrCall);
1531
+ DEFINE_INT(UnderlyingInstrumentPartyRole);
1532
+ DEFINE_INT(DerivativePositionLimit);
1533
+ DEFINE_STRING(TierCode);
1534
+ DEFINE_INT(BookingType);
1535
+ DEFINE_STRING(StipulationValue);
1536
+ DEFINE_FLOAT(SettlCurrBidFxRate);
1537
+ }
1538
+ #endif //FIX_FIELDS_H