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- #ifndef FIX_FIELDS_H
- #define FIX_FIELDS_H
- #include "Field.h"
- #undef Yield
- namespace FIX
- {
- DEFINE_INT(MaxPriceLevels);
- DEFINE_DATA(DerivativeEncodedIssuer);
- DEFINE_NUMINGROUP(NoCompIDs);
- DEFINE_STRING(SettlInstRefID);
- DEFINE_STRING(NestedPartyID);
- DEFINE_PERCENTAGE(DetachmentPoint);
- DEFINE_BOOLEAN(LateIndicator);
- DEFINE_STRING(SecurityListID);
- DEFINE_INT(DerivativeFlowScheduleType);
- DEFINE_BOOLEAN(FlexibleIndicator);
- DEFINE_NUMINGROUP(NoExecInstRules);
- DEFINE_UTCTIMESTAMP(SideTrdRegTimestamp);
- DEFINE_INT(DeliveryForm);
- DEFINE_INT(ExecRestatementReason);
- DEFINE_PERCENTAGE(MidYield);
- DEFINE_FLOAT(ContractMultiplier);
- DEFINE_AMT(CcyAmt);
- DEFINE_QTY(LegOrderQty);
- DEFINE_INT(AllocIntermedReqType);
- DEFINE_STRING(UnderlyingIssuer);
- DEFINE_NUMINGROUP(NoNested2PartyIDs);
- DEFINE_QTY(MinTradeVol);
- DEFINE_AMT(SettlCurrAmt);
- DEFINE_INT(DerivativeInstrumentPartyRole);
- DEFINE_INT(YieldRedemptionPriceType);
- DEFINE_STRING(NewsRefID);
- DEFINE_INT(SecurityListTypeSource);
- DEFINE_STRING(ApplReqID);
- DEFINE_STRING(DerivativeFuturesValuationMethod);
- DEFINE_NUMINGROUP(NoLegSecurityAltID);
- DEFINE_STRING(DerivativeSecurityType);
- DEFINE_INT(CollInquiryQualifier);
- DEFINE_DATA(RawData);
- DEFINE_STRING(CashSettlAgentContactPhone);
- DEFINE_STRING(CreditRating);
- DEFINE_INT(ContingencyType);
- DEFINE_CURRENCY(StrikeCurrency);
- DEFINE_QTY(TradeVolume);
- DEFINE_STRING(SideTrdRegTimestampSrc);
- DEFINE_LOCALMKTDATE(DeliveryDate);
- DEFINE_CHAR(EmailType);
- DEFINE_DATA(EncodedListExecInst);
- DEFINE_UTCTIMESTAMP(ContraTradeTime);
- DEFINE_INT(MaturityMonthYearIncrement);
- DEFINE_CHAR(RootPartyIDSource);
- DEFINE_LOCALMKTDATE(UnderlyingCouponPaymentDate);
- DEFINE_PERCENTAGE(BidYield);
- DEFINE_CHAR(IOIQltyInd);
- DEFINE_STRING(Issuer);
- DEFINE_STRING(CardNumber);
- DEFINE_NUMINGROUP(NoLegStipulations);
- DEFINE_EXCHANGE(LegSecurityExchange);
- DEFINE_QTY(CashOrderQty);
- DEFINE_AMT(AccruedInterestAmt);
- DEFINE_STRING(MDEntrySeller);
- DEFINE_PRICE(LegPrice);
- DEFINE_STRING(DeliverToCompID);
- DEFINE_STRING(TargetLocationID);
- DEFINE_PRICEOFFSET(OfferForwardPoints2);
- DEFINE_QTY(RatioQty);
- DEFINE_INT(MultiLegRptTypeReq);
- DEFINE_STRING(AllocAccount);
- DEFINE_QTY(TotalVolumeTraded);
- DEFINE_NUMINGROUP(LinesOfText);
- DEFINE_INT(AccountType);
- DEFINE_INT(MDEntryPositionNo);
- DEFINE_INT(HaltReasonInt);
- DEFINE_LOCALMKTDATE(FutSettDate);
- DEFINE_STRING(SecurityDesc);
- DEFINE_QTY(MinQty);
- DEFINE_CURRENCY(SettlCurrency);
- DEFINE_FLOAT(PegOffsetValue);
- DEFINE_STRING(DerivativeSecurityAltIDSource);
- DEFINE_NUMINGROUP(NoSettlPartySubIDs);
- DEFINE_STRING(AllocReportID);
- DEFINE_STRING(LegCFICode);
- DEFINE_LOCALMKTDATE(LegFutSettDate);
- DEFINE_STRING(LegBenchmarkCurveName);
- DEFINE_STRING(ClearingFeeIndicator);
- DEFINE_STRING(BrokerOfCredit);
- DEFINE_STRING(SecurityListRefID);
- DEFINE_TZTIMEONLY(UnderlyingLegMaturityTime);
- DEFINE_INT(NestedPartySubIDType);
- DEFINE_INT(BidType);
- DEFINE_STRING(MDEntryRefID);
- DEFINE_QTY(UnderlyingUnitOfMeasureQty);
- DEFINE_LOCALMKTDATE(UnderlyingLegMaturityDate);
- DEFINE_PRICE(StartTickPriceRange);
- DEFINE_MONTHYEAR(LegContractSettlMonth);
- DEFINE_STRING(UnderlyingSecurityDesc);
- DEFINE_STRING(CashDistribPayRef);
- DEFINE_INT(QuotePriceType);
- DEFINE_DATA(EncodedAllocText);
- DEFINE_MONTHYEAR(UnderlyingMaturityMonthYear);
- DEFINE_PERCENTAGE(UnderlyingOriginalNotionalPercentageOutstanding);
- DEFINE_INT(MultilegPriceMethod);
- DEFINE_INT(TotNoFills);
- DEFINE_STRING(DerivativeSettleOnOpenFlag);
- DEFINE_INT(UnderlyingRepurchaseTerm);
- DEFINE_COUNTRY(DerivativeCountryOfIssue);
- DEFINE_INT(ListMethod);
- DEFINE_STRING(UnderlyingCPProgram);
- DEFINE_FLOAT(PriceDelta);
- DEFINE_SEQNUM(RefSeqNum);
- DEFINE_BOOLEAN(AutoAcceptIndicator);
- DEFINE_BOOLEAN(MDImplicitDelete);
- DEFINE_NUMINGROUP(NoStipulations);
- DEFINE_LOCALMKTDATE(ClearingBusinessDate);
- DEFINE_STRING(LocationID);
- DEFINE_CURRENCY(Currency);
- DEFINE_INT(RoutingType);
- DEFINE_PRICE(UnderlyingStrikePrice);
- DEFINE_CHAR(BidTradeType);
- DEFINE_PERCENTAGE(UnderlyingAttachmentPoint);
- DEFINE_INT(TotNoRejQuotes);
- DEFINE_STRING(OrdStatusReqID);
- DEFINE_STRING(SenderCompID);
- DEFINE_INT(OrdRejReason);
- DEFINE_INT(MaturityMonthYearIncrementUnits);
- DEFINE_CHAR(DisplayWhen);
- DEFINE_INT(ApplQueueAction);
- DEFINE_CHAR(RegistTransType);
- DEFINE_STRING(PaymentRemitterID);
- DEFINE_INT(PriceType);
- DEFINE_STRING(MarketReqID);
- DEFINE_NUMINGROUP(NoNestedInstrAttrib);
- DEFINE_STRING(SecuritySubType);
- DEFINE_STRING(ClOrdID);
- DEFINE_DAYOFMONTH(MaturityDay);
- DEFINE_STRING(UnderlyingSeniority);
- DEFINE_STRING(MarketSegmentDesc);
- DEFINE_NUMINGROUP(NoMarketSegments);
- DEFINE_INT(SettlObligMode);
- DEFINE_CHAR(SecurityUpdateAction);
- DEFINE_INT(NetworkRequestType);
- DEFINE_PERCENTAGE(LiquidityPctLow);
- DEFINE_INT(PartyRole);
- DEFINE_FLOAT(LegRatioQty);
- DEFINE_FLOAT(SettlCurrFxRate);
- DEFINE_INT(LegContractMultiplierUnit);
- DEFINE_DATA(SecureData);
- DEFINE_STRING(SenderLocationID);
- DEFINE_PRICE(FirstPx);
- DEFINE_DATA(EncodedLegIssuer);
- DEFINE_CHAR(AssignmentMethod);
- DEFINE_STRING(RoutingID);
- DEFINE_INT(StrategyParameterType);
- DEFINE_INT(EncryptMethod);
- DEFINE_STRING(UnderlyingStateOrProvinceOfIssue);
- DEFINE_SEQNUM(ApplNewSeqNum);
- DEFINE_LENGTH(DerivativeEncodedSecurityDescLen);
- DEFINE_CURRENCY(TradingCurrency);
- DEFINE_PRICE(SecondaryHighLimitPrice);
- DEFINE_PRICE(OrderAvgPx);
- DEFINE_STRING(PosAmtType);
- DEFINE_BOOLEAN(ResetSeqNumFlag);
- DEFINE_NUMINGROUP(NoHops);
- DEFINE_INT(CollInquiryResult);
- DEFINE_LOCALMKTDATE(StartDate);
- DEFINE_INT(CollAsgnRespType);
- DEFINE_QTY(OrderBookingQty);
- DEFINE_NUMINGROUP(NoQuoteQualifiers);
- DEFINE_BOOLEAN(UnsolicitedIndicator);
- DEFINE_STRING(RefCstmApplVerID);
- DEFINE_STRING(SideExecID);
- DEFINE_STRING(RejectText);
- DEFINE_STRING(ExchangeSpecialInstructions);
- DEFINE_STRING(TradeID);
- DEFINE_PRICE(RndPx);
- DEFINE_INT(QuoteEntryRejectReason);
- DEFINE_CHAR(OrderCapacity);
- DEFINE_INT(SideLastQty);
- DEFINE_STRING(DerivativeUnitOfMeasure);
- DEFINE_NUMINGROUP(NoLegAllocs);
- DEFINE_INT(QuoteAckStatus);
- DEFINE_STRING(SecondaryFirmTradeID);
- DEFINE_INT(UserRequestType);
- DEFINE_INT(SecondaryTrdType);
- DEFINE_INT(TradeReportTransType);
- DEFINE_CHAR(AdvSide);
- DEFINE_STRING(DerivativeSecuritySubType);
- DEFINE_STRING(TriggerTradingSessionSubID);
- DEFINE_STRING(TradeLinkID);
- DEFINE_PRICE(LegBenchmarkPrice);
- DEFINE_SEQNUM(HopRefID);
- DEFINE_STRING(Designation);
- DEFINE_STRING(TradeRequestID);
- DEFINE_INT(LegFlowScheduleType);
- DEFINE_STRING(LegPriceUnitOfMeasure);
- DEFINE_CHAR(Nested4PartyIDSource);
- DEFINE_INT(CoveredOrUncovered);
- DEFINE_INT(AcctIDSource);
- DEFINE_PRICE(MktOfferPx);
- DEFINE_NUMINGROUP(NoCapacities);
- DEFINE_INT(TradeRequestType);
- DEFINE_NUMINGROUP(NoNestedPartyIDs);
- DEFINE_INT(TradSesStatus);
- DEFINE_PERCENTAGE(UnderlyingNotionalPercentageOutstanding);
- DEFINE_SEQNUM(ApplLastSeqNum);
- DEFINE_INT(PegPriceType);
- DEFINE_STRING(StrategyParameterName);
- DEFINE_INT(StreamAsgnRejReason);
- DEFINE_QTY(MatchIncrement);
- DEFINE_INT(Nested3PartyRole);
- DEFINE_PRICE(UnderlyingPx);
- DEFINE_PRICEOFFSET(PriceImprovement);
- DEFINE_STRING(ValuationMethod);
- DEFINE_STRING(DerivativeSecurityID);
- DEFINE_NUMINGROUP(NoExpiration);
- DEFINE_STRING(TargetCompID);
- DEFINE_STRING(MDEntryBuyer);
- DEFINE_NUMINGROUP(NoDerivativeInstrumentPartySubIDs);
- DEFINE_NUMINGROUP(NoMaturityRules);
- DEFINE_STRING(QuoteMsgID);
- DEFINE_CHAR(TriggerType);
- DEFINE_CHAR(PriceProtectionScope);
- DEFINE_INT(TotNumAssignmentReports);
- DEFINE_STRING(ContraLegRefID);
- DEFINE_INT(TradeReportRejectReason);
- DEFINE_STRING(TradeReportRefID);
- DEFINE_INT(SecurityListType);
- DEFINE_STRING(DerivativeSecurityIDSource);
- DEFINE_QTY(AssignmentUnit);
- DEFINE_STRING(TradeReportID);
- DEFINE_INT(NoRpts);
- DEFINE_INT(LegBenchmarkPriceType);
- DEFINE_LENGTH(EncodedSubjectLen);
- DEFINE_XMLDATA(SecurityXML);
- DEFINE_STRING(LegReportID);
- DEFINE_INT(Nested3PartySubIDType);
- DEFINE_STRING(BenchmarkSecurityIDSource);
- DEFINE_INT(QuoteRejectReason);
- DEFINE_INT(HeartBtInt);
- DEFINE_PRICEOFFSET(BidForwardPoints);
- DEFINE_BOOLEAN(PossResend);
- DEFINE_STRING(Symbol);
- DEFINE_DATA(EncodedUnderlyingSecurityDesc);
- DEFINE_STRING(MarketReportID);
- DEFINE_PRICE(DiscretionPrice);
- DEFINE_FLOAT(ContAmtValue);
- DEFINE_INT(QuantityType);
- DEFINE_INT(ComplexEventPriceBoundaryMethod);
- DEFINE_INT(ImpliedMarketIndicator);
- DEFINE_STRING(AllocClearingFeeIndicator);
- DEFINE_INT(QuoteRequestType);
- DEFINE_INT(SecurityRequestResult);
- DEFINE_MULTIPLECHARVALUE(OrderRestrictions);
- DEFINE_NUMINGROUP(NoSideTrdRegTS);
- DEFINE_STRING(Text);
- DEFINE_LENGTH(EncodedTextLen);
- DEFINE_CHAR(ListExecInstType);
- DEFINE_STRING(SecondaryOrderID);
- DEFINE_STRING(ExecBroker);
- DEFINE_LENGTH(SecurityXMLLen);
- DEFINE_SEQNUM(ApplSeqNum);
- DEFINE_QTY(MaxTradeVol);
- DEFINE_PRICEOFFSET(OfferSwapPoints);
- DEFINE_INT(SettlPartySubIDType);
- DEFINE_INT(DistribPaymentMethod);
- DEFINE_INT(TotalAffectedOrders);
- DEFINE_FLOAT(StrikeIncrement);
- DEFINE_INT(OrderHandlingInstSource);
- DEFINE_BOOLEAN(CopyMsgIndicator);
- DEFINE_NUMINGROUP(NoDlvyInst);
- DEFINE_STRING(QuoteEntryID);
- DEFINE_INT(AffirmStatus);
- DEFINE_STRING(MailingInst);
- DEFINE_QTY(OfferSize);
- DEFINE_STRING(LegSecurityType);
- DEFINE_INT(OrigCustOrderCapacity);
- DEFINE_INT(AllocMethod);
- DEFINE_LOCALMKTDATE(QuantityDate);
- DEFINE_FLOAT(TargetStrategyPerformance);
- DEFINE_LOCALMKTDATE(CardExpDate);
- DEFINE_STRING(ConfirmID);
- DEFINE_STRING(StandInstDbName);
- DEFINE_QTY(DayOrderQty);
- DEFINE_PRICE(HighLimitPrice);
- DEFINE_STRING(FirmTradeID);
- DEFINE_STRING(SecondaryIndividualAllocID);
- DEFINE_STRING(AgreementDesc);
- DEFINE_CHAR(MassCancelResponse);
- DEFINE_CURRENCY(LegSettlCurrency);
- DEFINE_AMT(Commission);
- DEFINE_INT(StreamAsgnReqType);
- DEFINE_PRICEOFFSET(BidSwapPoints);
- DEFINE_NUMINGROUP(NoSettlPartyIDs);
- DEFINE_STRING(SymbolSfx);
- DEFINE_STRING(BusinessRejectRefID);
- DEFINE_PRICE(Price2);
- DEFINE_INT(FillLiquidityInd);
- DEFINE_STRING(MassActionReportID);
- DEFINE_STRING(DerivativeIssuer);
- DEFINE_CHAR(ExDestinationIDSource);
- DEFINE_STRING(CollRespID);
- DEFINE_INT(SecurityListRequestType);
- DEFINE_DATA(EncodedLegSecurityDesc);
- DEFINE_STRING(UnderlyingSettlementStatus);
- DEFINE_STRING(SecurityAltID);
- DEFINE_STRING(RegistRefID);
- DEFINE_STRING(DerivativePriceQuoteMethod);
- DEFINE_INT(OrderDelay);
- DEFINE_NUMINGROUP(NoNotAffectedOrders);
- DEFINE_STRING(Nested3PartyID);
- DEFINE_INT(CollAsgnReason);
- DEFINE_UTCTIMEONLY(TotalVolumeTradedTime);
- DEFINE_EXCHANGE(SecurityExchange);
- DEFINE_INT(SettlPriceType);
- DEFINE_QTY(UnitOfMeasureQty);
- DEFINE_STRING(UserRequestID);
- DEFINE_PRICE(LastParPx);
- DEFINE_MONTHYEAR(EndMaturityMonthYear);
- DEFINE_CHAR(DealingCapacity);
- DEFINE_PRICE(PrevClosePx);
- DEFINE_STRING(TradeInputDevice);
- DEFINE_QTY(DayCumQty);
- DEFINE_STRING(SecuritySettlAgentAcctNum);
- DEFINE_CURRENCY(LegCurrency);
- DEFINE_DATA(EncryptedNewPassword);
- DEFINE_AMT(DerivativeMinPriceIncrementAmount);
- DEFINE_NUMINGROUP(NoNested3PartySubIDs);
- DEFINE_STRING(RefSubID);
- DEFINE_INT(SettlPartyRole);
- DEFINE_STRING(CashDistribAgentName);
- DEFINE_FLOAT(LegContractMultiplier);
- DEFINE_INT(ProgPeriodInterval);
- DEFINE_CHAR(LegSettlType);
- DEFINE_STRING(OnBehalfOfLocationID);
- DEFINE_STRING(OnBehalfOfSubID);
- DEFINE_UTCTIMEONLY(ComplexEventEndTime);
- DEFINE_INT(RateSourceType);
- DEFINE_STRING(DerivativeStateOrProvinceOfIssue);
- DEFINE_STRING(TradeLegRefID);
- DEFINE_UTCTIMESTAMP(RelSymTransactTime);
- DEFINE_NUMINGROUP(NoComplexEventTimes);
- DEFINE_QTY(LegCalculatedCcyLastQty);
- DEFINE_CHAR(Nested3PartyIDSource);
- DEFINE_LOCALMKTDATE(DatedDate);
- DEFINE_STRING(SettlInstID);
- DEFINE_AMT(OpenInterest);
- DEFINE_FLOAT(UnderlyingContractMultiplier);
- DEFINE_INT(TotQuoteEntries);
- DEFINE_INT(TotNoCxldQuotes);
- DEFINE_BOOLEAN(AggregatedBook);
- DEFINE_STRING(PaymentRef);
- DEFINE_LOCALMKTDATE(PaymentDate);
- DEFINE_PERCENTAGE(OrderPercent);
- DEFINE_INT(PosQtyStatus);
- DEFINE_NUMINGROUP(NoNested4PartySubIDs);
- DEFINE_BOOLEAN(PrivateQuote);
- DEFINE_STRING(SecondaryTradeID);
- DEFINE_STRING(SecuritySettlAgentContactPhone);
- DEFINE_LENGTH(EncodedMktSegmDescLen);
- DEFINE_CURRENCY(SideCurrency);
- DEFINE_QTY(LegQty);
- DEFINE_STRING(MsgType);
- DEFINE_NUMINGROUP(NoTradingSessions);
- DEFINE_STRING(IOIid);
- DEFINE_CHAR(MultiLegReportingType);
- DEFINE_STRING(IDSource);
- DEFINE_STRING(LegStipulationType);
- DEFINE_INT(DerivativeContractMultiplierUnit);
- DEFINE_STRING(MarketSegmentID);
- DEFINE_CHAR(OrdStatus);
- DEFINE_LOCALMKTDATE(MaturityDate);
- DEFINE_INT(ApplTotalMessageCount);
- DEFINE_STRING(InstrumentPartySubID);
- DEFINE_INT(CustomerOrFirm);
- DEFINE_INT(AdjustmentType);
- DEFINE_STRING(UnderlyingInstrumentPartyID);
- DEFINE_CHAR(AsOfIndicator);
- DEFINE_STRING(QuoteStatusReqID);
- DEFINE_CHAR(LegPositionEffect);
- DEFINE_PRICE(MDEntryPx);
- DEFINE_INT(MassActionScope);
- DEFINE_BOOLEAN(ReportedPxDiff);
- DEFINE_LOCALMKTDATE(UnderlyingSettlementDate);
- DEFINE_NUMINGROUP(NoNestedPartySubIDs);
- DEFINE_STRING(AllocReportRefID);
- DEFINE_AMT(Concession);
- DEFINE_DATA(EncodedSecurityDesc);
- DEFINE_STRING(ExecRefID);
- DEFINE_CHAR(VenueType);
- DEFINE_INT(MassActionType);
- DEFINE_INT(PosMaintResult);
- DEFINE_STRING(IOIShares);
- DEFINE_STRING(BenchmarkSecurityID);
- DEFINE_QTY(LegLastQty);
- DEFINE_CURRENCY(AllocSettlCurrency);
- DEFINE_COUNTRY(LegCountryOfIssue);
- DEFINE_DATA(DerivativeSecurityXML);
- DEFINE_STRING(StrikeRuleID);
- DEFINE_STRING(RefCompID);
- DEFINE_FLOAT(SettlCurrOfferFxRate);
- DEFINE_PERCENTAGE(OfferYield);
- DEFINE_CHAR(TargetPartyIDSource);
- DEFINE_LENGTH(EncryptedNewPasswordLen);
- DEFINE_NUMINGROUP(NoPositions);
- DEFINE_AMT(TotalAccruedInterestAmt);
- DEFINE_CHAR(UnderlyingOptAttribute);
- DEFINE_STRING(DerivativeInstrAttribValue);
- DEFINE_CHAR(InstrumentPartyIDSource);
- DEFINE_INT(PegOffsetType);
- DEFINE_INT(MassCancelRejectReason);
- DEFINE_INT(ResponseTransportType);
- DEFINE_STRING(LegSecurityIDSource);
- DEFINE_PRICE(BasisFeaturePrice);
- DEFINE_LOCALMKTDATE(CouponPaymentDate);
- DEFINE_INT(TradSesStatusRejReason);
- DEFINE_PERCENTAGE(UnderlyingDetachmentPoint);
- DEFINE_STRING(MaturityRuleID);
- DEFINE_STRING(UnderlyingRepoCollateralSecurityType);
- DEFINE_NUMINGROUP(NoTimeInForceRules);
- DEFINE_NUMINGROUP(NoRootPartySubIDs);
- DEFINE_QTY(DisplayMinIncr);
- DEFINE_INT(TrdRegTimestampType);
- DEFINE_INT(LegProduct);
- DEFINE_STRING(ApplVerID);
- DEFINE_CHAR(HandlInst);
- DEFINE_CHAR(ListUpdateAction);
- DEFINE_STRING(NestedInstrAttribValue);
- DEFINE_STRING(TradingSessionSubID);
- DEFINE_STRING(RFQReqID);
- DEFINE_STRING(UnderlyingLegSymbolSfx);
- DEFINE_INT(LiquidityNumSecurities);
- DEFINE_NUMINGROUP(NoMsgTypes);
- DEFINE_UTCTIMESTAMP(TradSesStartTime);
- DEFINE_CHAR(MDEntryType);
- DEFINE_CURRENCY(AgreementCurrency);
- DEFINE_INT(PegMoveType);
- DEFINE_PRICEOFFSET(PegDifference);
- DEFINE_PRICEOFFSET(Spread);
- DEFINE_LENGTH(EncodedAllocTextLen);
- DEFINE_PERCENTAGE(OutsideIndexPct);
- DEFINE_BOOLEAN(DerivFlexProductEligibilityIndicator);
- DEFINE_INT(AvgPxIndicator);
- DEFINE_NUMINGROUP(NoIOIQualifiers);
- DEFINE_CHAR(CancellationRights);
- DEFINE_INT(ListSeqNo);
- DEFINE_STRING(CardIssNum);
- DEFINE_DATA(EncodedMktSegmDesc);
- DEFINE_INT(DerivativeEventType);
- DEFINE_MONTHYEAR(DerivativeMaturityMonthYear);
- DEFINE_STRING(SideTradeReportID);
- DEFINE_NUMINGROUP(NoQuoteSets);
- DEFINE_INT(Nested4PartySubIDType);
- DEFINE_PRICE(FillPx);
- DEFINE_INT(StrikeExerciseStyle);
- DEFINE_STRING(DeskID);
- DEFINE_PERCENTAGE(CrossPercent);
- DEFINE_MONTHYEAR(MaturityMonthYear);
- DEFINE_PRICE(ComplexEventPrice);
- DEFINE_NUMINGROUP(NoNewsRefIDs);
- DEFINE_AMT(UnderlyingCapValue);
- DEFINE_STRING(CPRegType);
- DEFINE_STRING(CashDistribAgentCode);
- DEFINE_CHAR(ExecPriceType);
- DEFINE_STRING(LegAllocID);
- DEFINE_UTCTIMEONLY(MDEntryTime);
- DEFINE_INT(TotalNumSecurities);
- DEFINE_INT(AllocSettlInstType);
- DEFINE_STRING(TargetPartyID);
- DEFINE_CURRENCY(DerivativeStrikeCurrency);
- DEFINE_INT(StatsType);
- DEFINE_INT(ApplExtID);
- DEFINE_INT(SettlementCycleNo);
- DEFINE_CURRENCY(UnderlyingStrikeCurrency);
- DEFINE_INT(TradSesMode);
- DEFINE_CHAR(SettlInstSource);
- DEFINE_STRING(UnderlyingLegSecurityDesc);
- DEFINE_NUMINGROUP(NoDerivativeInstrumentParties);
- DEFINE_UTCTIMESTAMP(DerivativeEventTime);
- DEFINE_PRICE(TickIncrement);
- DEFINE_STRING(UndlyInstrumentPartyID);
- DEFINE_NUMINGROUP(NoUndlyInstrumentParties);
- DEFINE_INT(ExpType);
- DEFINE_STRING(SecondaryClOrdID);
- DEFINE_CHAR(SettlInstTransType);
- DEFINE_STRING(SideComplianceID);
- DEFINE_INT(TradeRequestResult);
- DEFINE_STRING(OrigPosReqRefID);
- DEFINE_STRING(OrigCrossID);
- DEFINE_STRING(TradeInputSource);
- DEFINE_QTY(OrderQty2);
- DEFINE_BOOLEAN(TestMessageIndicator);
- DEFINE_LOCALMKTDATE(DerivativeEventDate);
- DEFINE_AMT(SideGrossTradeAmt);
- DEFINE_PRICE(PeggedPrice);
- DEFINE_INT(ExpirationCycle);
- DEFINE_INT(AllocCancReplaceReason);
- DEFINE_INT(CxlRejReason);
- DEFINE_STRING(BeginString);
- DEFINE_STRING(DeliverToSubID);
- DEFINE_QTY(LegPriceUnitOfMeasureQty);
- DEFINE_NUMINGROUP(NoCollInquiryQualifier);
- DEFINE_PRICE(OfferPx);
- DEFINE_UTCDATE(TotalVolumeTradedDate);
- DEFINE_NUMINGROUP(NoContAmts);
- DEFINE_QTY(MinOfferSize);
- DEFINE_PRICE(AvgParPx);
- DEFINE_FLOAT(LegFactor);
- DEFINE_INT(RespondentType);
- DEFINE_QTY(DisplayLowQty);
- DEFINE_CHAR(DKReason);
- DEFINE_PRICE(BenchmarkPrice);
- DEFINE_STRING(ListID);
- DEFINE_STRING(LegSecurityAltID);
- DEFINE_CHAR(PositionEffect);
- DEFINE_CHAR(TriggerAction);
- DEFINE_STRING(RefOrderID);
- DEFINE_INT(ClearingInstruction);
- DEFINE_STRING(SettlInstCode);
- DEFINE_INT(NumDaysInterest);
- DEFINE_MULTIPLECHARVALUE(OpenCloseSettlFlag);
- DEFINE_NUMINGROUP(NoComplexEventDates);
- DEFINE_LENGTH(DerivativeEncodedIssuerLen);
- DEFINE_FLOAT(StrikeMultiplier);
- DEFINE_INT(DiscretionMoveType);
- DEFINE_INT(ListNoOrds);
- DEFINE_STRING(PegSymbol);
- DEFINE_PRICE(DayAvgPx);
- DEFINE_STRING(Headline);
- DEFINE_STRING(NestedPartySubID);
- DEFINE_STRING(CardIssNo);
- DEFINE_CHAR(OptAttribute);
- DEFINE_PRICEOFFSET(LastForwardPoints2);
- DEFINE_INT(MDUpdateType);
- DEFINE_CHAR(TickDirection);
- DEFINE_LOCALMKTDATE(LegRedemptionDate);
- DEFINE_PRICE(StrikePrice);
- DEFINE_DATA(EncodedIssuer);
- DEFINE_STRING(YieldType);
- DEFINE_PRICE(TradingReferencePrice);
- DEFINE_FLOAT(MDEntrySpotRate);
- DEFINE_PERCENTAGE(ParticipationRate);
- DEFINE_INT(PegScope);
- DEFINE_AMT(InterestAtMaturity);
- DEFINE_STRING(LegIndividualAllocID);
- DEFINE_AMT(AllowableOneSidednessValue);
- DEFINE_STRING(CashSettlAgentName);
- DEFINE_QTY(ContraTradeQty);
- DEFINE_TZTIMEONLY(LegMaturityTime);
- DEFINE_INT(SettlDeliveryType);
- DEFINE_INT(SecondaryPriceLimitType);
- DEFINE_PRICE(MidPx);
- DEFINE_PRICE(AvgPx);
- DEFINE_INT(DiscretionLimitType);
- DEFINE_UTCTIMESTAMP(StrikeTime);
- DEFINE_STRING(SettlSessSubID);
- DEFINE_STRING(MailingDtls);
- DEFINE_STRING(BidID);
- DEFINE_CHAR(ExerciseMethod);
- DEFINE_CURRENCY(CommCurrency);
- DEFINE_NUMINGROUP(NoSettlOblig);
- DEFINE_FLOAT(MaxPriceVariation);
- DEFINE_BOOLEAN(WorkingIndicator);
- DEFINE_STRING(CashSettlAgentAcctName);
- DEFINE_QTY(SellVolume);
- DEFINE_INT(SideMultiLegReportingType);
- DEFINE_STRING(DerivativeEventText);
- DEFINE_STRING(PegSecurityDesc);
- DEFINE_STRING(AllocCustomerCapacity);
- DEFINE_INT(ConfirmRejReason);
- DEFINE_CHAR(BidRequestTransType);
- DEFINE_STRING(CashDistribAgentAcctNumber);
- DEFINE_MULTIPLECHARVALUE(LegExecInst);
- DEFINE_PRICE(CapPrice);
- DEFINE_INT(LegRepurchaseTerm);
- DEFINE_STRING(RegistAcctType);
- DEFINE_INT(MassActionRejectReason);
- DEFINE_INT(DerivativePutOrCall);
- DEFINE_MONTHYEAR(StartMaturityMonthYear);
- DEFINE_INT(CollApplType);
- DEFINE_NUMINGROUP(NoUnderlyingAmounts);
- DEFINE_INT(ConfirmType);
- DEFINE_MONTHYEAR(LegMaturityMonthYear);
- DEFINE_STRING(RelatdSym);
- DEFINE_STRING(UnderlyingLegSecuritySubType);
- DEFINE_NUMINGROUP(NoUnderlyingSecurityAltID);
- DEFINE_INT(MDQuoteType);
- DEFINE_INT(QtyType);
- DEFINE_INT(QuoteRespType);
- DEFINE_BOOLEAN(IOINaturalFlag);
- DEFINE_STRING(BenchmarkCurvePoint);
- DEFINE_CHAR(TradSesUpdateAction);
- DEFINE_AMT(UnderlyingCashAmount);
- DEFINE_STRING(CollAsgnID);
- DEFINE_STRING(ExchangeRule);
- DEFINE_DATA(EncodedHeadline);
- DEFINE_STRING(RegistID);
- DEFINE_STRING(CrossID);
- DEFINE_NUMINGROUP(NoExecs);
- DEFINE_STRING(DerivativeSecurityGroup);
- DEFINE_QTY(SecondaryDisplayQty);
- DEFINE_STRING(RefMsgType);
- DEFINE_STRING(StandInstDbID);
- DEFINE_LENGTH(EncodedLegSecurityDescLen);
- DEFINE_PRICE(DerivativeEventPx);
- DEFINE_CHAR(SettlObligSource);
- DEFINE_INT(TrdSubType);
- DEFINE_LENGTH(EncodedUnderlyingIssuerLen);
- DEFINE_CHAR(ExecTransType);
- DEFINE_SEQNUM(BeginSeqNo);
- DEFINE_CHAR(DayBookingInst);
- DEFINE_INT(FlowScheduleType);
- DEFINE_INT(MDOriginType);
- DEFINE_INT(CollInquiryStatus);
- DEFINE_NUMINGROUP(NoInstrAttrib);
- DEFINE_STRING(RegistEmail);
- DEFINE_STRING(StreamAsgnReqID);
- DEFINE_INT(CPProgram);
- DEFINE_STRING(ConfirmReqID);
- DEFINE_STRING(AltMDSourceID);
- DEFINE_NUMINGROUP(NoOrders);
- DEFINE_STRING(CashDistribAgentAcctName);
- DEFINE_CHAR(UndlyInstrumentPartyIDSource);
- DEFINE_STRING(UnderlyingSettlMethod);
- DEFINE_NUMINGROUP(NoMDEntryTypes);
- DEFINE_PRICEOFFSET(MDEntryForwardPoints);
- DEFINE_INT(PosReqType);
- DEFINE_INT(MassStatusReqType);
- DEFINE_LOCALMKTDATE(TradeOriginationDate);
- DEFINE_PRICE(SettlPrice);
- DEFINE_STRING(SecuritySettlAgentAcctName);
- DEFINE_NUMINGROUP(NoDerivativeEvents);
- DEFINE_PRICE(UnderlyingEndPrice);
- DEFINE_CHAR(SubscriptionRequestType);
- DEFINE_INT(TotalNumSecurityTypes);
- DEFINE_INT(NewsCategory);
- DEFINE_INT(UnderlyingLegPutOrCall);
- DEFINE_STRING(URLLink);
- DEFINE_NUMINGROUP(NoInstrumentPartySubIDs);
- DEFINE_AMT(UnderlyingCurrentValue);
- DEFINE_LOCALMKTDATE(InterestAccrualDate);
- DEFINE_LOCALMKTDATE(FutSettDate2);
- DEFINE_NUMINGROUP(NoClearingInstructions);
- DEFINE_CURRENCY(UnderlyingCurrency);
- DEFINE_LOCALMKTDATE(LegInterestAccrualDate);
- DEFINE_STRING(NewPassword);
- DEFINE_LOCALMKTDATE(RedemptionDate);
- DEFINE_SEQNUM(RefApplLastSeqNum);
- DEFINE_AMT(StartCash);
- DEFINE_LENGTH(MaxMessageSize);
- DEFINE_PRICEOFFSET(OfferForwardPoints);
- DEFINE_STRING(IOIQty);
- DEFINE_QTY(LastQty);
- DEFINE_INT(ApplResponseError);
- DEFINE_STRING(UnderlyingLegSecurityType);
- DEFINE_STRING(DerivativePriceUnitOfMeasure);
- DEFINE_CHAR(TriggerPriceDirection);
- DEFINE_STRING(PositionCurrency);
- DEFINE_STRING(MessageEventSource);
- DEFINE_STRING(CollInquiryID);
- DEFINE_AMT(UnderlyingStartValue);
- DEFINE_INT(LastLiquidityInd);
- DEFINE_STRING(SecurityID);
- DEFINE_NUMINGROUP(NoMDEntries);
- DEFINE_INT(StrikePriceDeterminationMethod);
- DEFINE_LOCALMKTDATE(EndDate);
- DEFINE_AMT(CashOutstanding);
- DEFINE_STRING(MDReqID);
- DEFINE_STRING(IOIRefID);
- DEFINE_INT(TargetStrategy);
- DEFINE_STRING(ConfirmRefID);
- DEFINE_INT(SellerDays);
- DEFINE_BOOLEAN(DueToRelated);
- DEFINE_PRICE(SecondaryTradingReferencePrice);
- DEFINE_NUMINGROUP(NoMDFeedTypes);
- DEFINE_INT(UnderlyingInstrumentPartySubIDType);
- DEFINE_UTCTIMESTAMP(TradSesCloseTime);
- DEFINE_MONTHYEAR(ContractSettlMonth);
- DEFINE_PRICE(DerivativeStrikePrice);
- DEFINE_STRING(TriggerSecurityDesc);
- DEFINE_STRING(UnderlyingCashType);
- DEFINE_NUMINGROUP(NoMiscFees);
- DEFINE_INT(CustOrderCapacity);
- DEFINE_CURRENCY(LegAllocSettlCurrency);
- DEFINE_QTY(UnderlyingAdjustedQuantity);
- DEFINE_CHAR(OwnershipType);
- DEFINE_QTY(MaxShow);
- DEFINE_STRING(LegSecurityID);
- DEFINE_STRING(DerivativeSecurityDesc);
- DEFINE_STRING(UnitOfMeasure);
- DEFINE_QTY(Quantity);
- DEFINE_STRING(NewsID);
- DEFINE_INT(UndlyInstrumentPartySubIDType);
- DEFINE_STRING(SettleOnOpenFlag);
- DEFINE_UTCTIMESTAMP(LastUpdateTime);
- DEFINE_PERCENTAGE(RepurchaseRate);
- DEFINE_INT(RepurchaseTerm);
- DEFINE_INT(NestedPartyRole);
- DEFINE_STRING(SecondaryExecID);
- DEFINE_STRING(Pool);
- DEFINE_NUMINGROUP(NoTickRules);
- DEFINE_FLOAT(Volatility);
- DEFINE_PERCENTAGE(PctAtRisk);
- DEFINE_EXCHANGE(UnderlyingSecurityExchange);
- DEFINE_PRICE(LegStrikePrice);
- DEFINE_CHAR(SettlmntTyp);
- DEFINE_INT(TradePublishIndicator);
- DEFINE_INT(ApplResponseType);
- DEFINE_INT(MDSubBookType);
- DEFINE_STRING(Username);
- DEFINE_INT(StandInstDbType);
- DEFINE_INT(QuoteEntryStatus);
- DEFINE_CHAR(TriggerPriceType);
- DEFINE_INT(SideTrdSubTyp);
- DEFINE_STRING(UnderlyingTradingSessionSubID);
- DEFINE_INT(SettlInstReqRejCode);
- DEFINE_PRICE(MktBidPx);
- DEFINE_STRING(UnderlyingLegSymbol);
- DEFINE_FLOAT(StrikeValue);
- DEFINE_CHAR(Urgency);
- DEFINE_STRING(AllocID);
- DEFINE_AMT(UnderlyingDeliveryAmount);
- DEFINE_INT(SideQty);
- DEFINE_INT(CollAsgnTransType);
- DEFINE_PRICEOFFSET(ThresholdAmount);
- DEFINE_QTY(DefBidSize);
- DEFINE_STRING(LegStateOrProvinceOfIssue);
- DEFINE_INT(PaymentMethod);
- DEFINE_CHAR(UnderlyingLegOptAttribute);
- DEFINE_FLOAT(LegVolatility);
- DEFINE_INT(DerivativeInstrAttribType);
- DEFINE_QTY(DerivativeUnitOfMeasureQty);
- DEFINE_NUMINGROUP(NoStatsIndicators);
- DEFINE_CHAR(TriggerPriceTypeScope);
- DEFINE_STRING(LastNetworkResponseID);
- DEFINE_INT(UnderlyingSettlPriceType);
- DEFINE_STRING(ApplReportID);
- DEFINE_INT(PegLimitType);
- DEFINE_STRING(ExecID);
- DEFINE_CHAR(Side);
- DEFINE_PRICE(UnderlyingLastPx);
- DEFINE_INT(MarketDepth);
- DEFINE_PRICEOFFSET(DiscretionOffset);
- DEFINE_INT(ContAmtType);
- DEFINE_CURRENCY(MiscFeeCurr);
- DEFINE_PERCENTAGE(AttachmentPoint);
- DEFINE_CHAR(OrderCategory);
- DEFINE_STRING(AdvTransType);
- DEFINE_PERCENTAGE(WtAverageLiquidity);
- DEFINE_UTCTIMESTAMP(QuoteSetValidUntilTime);
- DEFINE_NUMINGROUP(NoNested4PartyIDs);
- DEFINE_INT(LegPutOrCall);
- DEFINE_STRING(UserStatusText);
- DEFINE_STRING(Nested2PartySubID);
- DEFINE_PERCENTAGE(EFPTrackingError);
- DEFINE_INT(SideLiquidityInd);
- DEFINE_FLOAT(DerivativeMinPriceIncrement);
- DEFINE_BOOLEAN(PublishTrdIndicator);
- DEFINE_COUNTRY(InvestorCountryOfResidence);
- DEFINE_STRING(SideReasonCd);
- DEFINE_FLOAT(MinPriceIncrement);
- DEFINE_STRING(SecuritySettlAgentContactName);
- DEFINE_INT(SecurityResponseType);
- DEFINE_STRING(LegBenchmarkCurvePoint);
- DEFINE_STRING(ClearingFirm);
- DEFINE_INT(SessionStatus);
- DEFINE_STRING(TriggerSecurityID);
- DEFINE_INT(TotNoAllocs);
- DEFINE_NUMINGROUP(NoAltMDSource);
- DEFINE_INT(AllocAccountType);
- DEFINE_PRICE(LastPx);
- DEFINE_CHAR(AllocTransType);
- DEFINE_INT(TotNoQuoteEntries);
- DEFINE_QTY(MinBidSize);
- DEFINE_STRING(SettlBrkrCode);
- DEFINE_STRING(CardHolderName);
- DEFINE_INT(ExpirationQtyType);
- DEFINE_LENGTH(EncodedUnderlyingSecurityDescLen);
- DEFINE_STRING(QuoteReqID);
- DEFINE_STRING(PriceUnitOfMeasure);
- DEFINE_TZTIMESTAMP(TZTransactTime);
- DEFINE_INT(AllocHandlInst);
- DEFINE_CHAR(UnderlyingInstrumentPartyIDSource);
- DEFINE_FLOAT(CurrencyRatio);
- DEFINE_QTY(RefreshQty);
- DEFINE_INT(TradeRequestStatus);
- DEFINE_BOOLEAN(TrdRepIndicator);
- DEFINE_AMT(MiscFeeAmt);
- DEFINE_UTCTIMESTAMP(TradSesOpenTime);
- DEFINE_CHAR(PreallocMethod);
- DEFINE_INT(TaxAdvantageType);
- DEFINE_STRING(MessageEncoding);
- DEFINE_NUMINGROUP(NoPartySubIDs);
- DEFINE_STRING(SettlInstReqID);
- DEFINE_STRING(LegRepoCollateralSecurityType);
- DEFINE_STRING(AffectedSecondaryOrderID);
- DEFINE_TZTIMEONLY(DerivativeMaturityTime);
- DEFINE_UTCTIMESTAMP(ExpireTime);
- DEFINE_FLOAT(UnderlyingFactor);
- DEFINE_UTCTIMESTAMP(OrigOrdModTime);
- DEFINE_NUMINGROUP(NoTrdRepIndicators);
- DEFINE_LOCALMKTDATE(DerivativeMaturityDate);
- DEFINE_STRING(DerivativeCFICode);
- DEFINE_INT(Nested2PartySubIDType);
- DEFINE_STRING(LegIOIQty);
- DEFINE_LOCALMKTDATE(ExpireDate);
- DEFINE_NUMINGROUP(NoMatchRules);
- DEFINE_SEQNUM(ApplEndSeqNum);
- DEFINE_PRICE(EventPx);
- DEFINE_STRING(AsgnRptID);
- DEFINE_CHAR(TimeInForce);
- DEFINE_PRICE(LowPx);
- DEFINE_CHAR(IOIQualifier);
- DEFINE_STRING(WaveNo);
- DEFINE_INT(StrikePriceBoundaryMethod);
- DEFINE_LOCALMKTDATE(DerivativeIssueDate);
- DEFINE_STRING(MiscFeeType);
- DEFINE_STRING(QuoteID);
- DEFINE_STRING(DerivativeInstrumentPartyIDSource);
- DEFINE_STRING(SettlObligID);
- DEFINE_STRING(InstrAttribValue);
- DEFINE_AMT(LiquidityValue);
- DEFINE_STRING(SecurityIDSource);
- DEFINE_INT(NewsRefType);
- DEFINE_NUMINGROUP(NoOfLegUnderlyings);
- DEFINE_DATA(DerivativeEncodedSecurityDesc);
- DEFINE_CHAR(TriggerOrderType);
- DEFINE_PRICE(UnderlyingDirtyPrice);
- DEFINE_INT(CrossType);
- DEFINE_STRING(RepoCollateralSecurityType);
- DEFINE_STRING(Password);
- DEFINE_MULTIPLEVALUESTRING(OpenCloseSettleFlag);
- DEFINE_STRING(Subject);
- DEFINE_STRING(RefApplReqID);
- DEFINE_AMT(UnderlyingEndValue);
- DEFINE_SEQNUM(NewSeqNo);
- DEFINE_CHAR(OrigTradeHandlingInstr);
- DEFINE_QTY(DisplayHighQty);
- DEFINE_INT(MDBookType);
- DEFINE_AMT(MarginExcess);
- DEFINE_CHAR(BasisPxType);
- DEFINE_STRING(DlvyInst);
- DEFINE_STRING(ComplianceID);
- DEFINE_STRING(EmailThreadID);
- DEFINE_CURRENCY(ContAmtCurr);
- DEFINE_INT(ComplexEventType);
- DEFINE_INT(MassActionResponse);
- DEFINE_LOCALMKTDATE(UnderlyingIssueDate);
- DEFINE_INT(SecurityRequestType);
- DEFINE_AMT(AllocInterestAtMaturity);
- DEFINE_INT(ListRejectReason);
- DEFINE_STRING(DeskType);
- DEFINE_STRING(SecondaryTradeReportID);
- DEFINE_STRING(SettlType);
- DEFINE_CHAR(OpenClose);
- DEFINE_INT(ContractMultiplierUnit);
- DEFINE_PRICE(SecondaryLowLimitPrice);
- DEFINE_QTY(ExpQty);
- DEFINE_STRING(NetworkRequestID);
- DEFINE_INT(TrdType);
- DEFINE_NUMINGROUP(NoUnderlyings);
- DEFINE_EXCHANGE(MDMkt);
- DEFINE_EXCHANGE(LastMkt);
- DEFINE_STRING(RestructuringType);
- DEFINE_NUMINGROUP(NoStrikeRules);
- DEFINE_STRING(ListName);
- DEFINE_INT(ProgRptReqs);
- DEFINE_STRING(TradingSessionID);
- DEFINE_INT(ListOrderStatus);
- DEFINE_CHAR(RegistStatus);
- DEFINE_AMT(PosAmt);
- DEFINE_INT(UnderlyingPriceDeterminationMethod);
- DEFINE_NUMINGROUP(NoUnderlyingStips);
- DEFINE_UTCTIMESTAMP(TradSesPreCloseTime);
- DEFINE_CHAR(MassCancelRequestType);
- DEFINE_STRING(UnderlyingLegSecurityAltIDSource);
- DEFINE_STRING(SettlPartyID);
- DEFINE_NUMINGROUP(NoAffectedOrders);
- DEFINE_STRING(CashSettlAgentAcctNum);
- DEFINE_MONTHYEAR(UnderlyingLegMaturityMonthYear);
- DEFINE_NUMINGROUP(NoLotTypeRules);
- DEFINE_NUMINGROUP(NoDates);
- DEFINE_CHAR(CxlRejResponseTo);
- DEFINE_UTCTIMESTAMP(EffectiveTime);
- DEFINE_AMT(GrossTradeAmt);
- DEFINE_STRING(SecurityListDesc);
- DEFINE_STRING(NotAffectedOrderID);
- DEFINE_FLOAT(DerivativeStrikeValue);
- DEFINE_NUMINGROUP(NoPosAmt);
- DEFINE_STRING(LegCreditRating);
- DEFINE_PRICEOFFSET(BidForwardPoints2);
- DEFINE_LOCALMKTDATE(SettlDate);
- DEFINE_STRING(ClientID);
- DEFINE_INT(QuoteCancelType);
- DEFINE_STRING(StipulationType);
- DEFINE_AMT(OutMainCntryUIndex);
- DEFINE_CHAR(LegSettlmntTyp);
- DEFINE_INT(DerivativeNTPositionLimit);
- DEFINE_STRING(PriceQuoteMethod);
- DEFINE_PRICE(LowLimitPrice);
- DEFINE_STRING(LegUnitOfMeasure);
- DEFINE_INT(SessionRejectReason);
- DEFINE_INT(DeliveryType);
- DEFINE_PRICE(AllocPrice);
- DEFINE_NUMINGROUP(NoBidComponents);
- DEFINE_CHAR(QuoteQualifier);
- DEFINE_MULTIPLECHARVALUE(Scope);
- DEFINE_NUMINGROUP(NoSecurityAltID);
- DEFINE_STRING(RootPartySubID);
- DEFINE_STRING(DeliverToLocationID);
- DEFINE_CHAR(DeleteReason);
- DEFINE_PRICE(BidSpotRate);
- DEFINE_STRING(Nested4PartyID);
- DEFINE_BOOLEAN(InViewOfCommon);
- DEFINE_PRICE(UnderlyingSettlPrice);
- DEFINE_STRING(RegistRejReasonText);
- DEFINE_NUMINGROUP(NoSides);
- DEFINE_STRING(LegAllocAccount);
- DEFINE_STRING(LegSecurityDesc);
- DEFINE_STRING(ClOrdLinkID);
- DEFINE_UTCTIMESTAMP(OrigSendingTime);
- DEFINE_LENGTH(EncodedLegIssuerLen);
- DEFINE_STRING(OrderID);
- DEFINE_STRING(SecurityType);
- DEFINE_CHAR(RoundingDirection);
- DEFINE_STRING(FillExecID);
- DEFINE_NUMINGROUP(NoEvents);
- DEFINE_QTY(RoundLot);
- DEFINE_QTY(MDEntrySize);
- DEFINE_LENGTH(EncodedIssuerLen);
- DEFINE_QTY(DerivativePriceUnitOfMeasureQty);
- DEFINE_STRING(TimeUnit);
- DEFINE_INT(TotNoOrders);
- DEFINE_INT(LegSwapType);
- DEFINE_CHAR(IOITransType);
- DEFINE_LENGTH(RawDataLength);
- DEFINE_STRING(UnderlyingSecurityType);
- DEFINE_STRING(UnderlyingLegSecurityAltID);
- DEFINE_INT(SecurityReportID);
- DEFINE_INT(TotNumReports);
- DEFINE_INT(TotalNumPosReports);
- DEFINE_STRING(SecurityReqID);
- DEFINE_INT(PosReqResult);
- DEFINE_PRICEOFFSET(LegOfferForwardPoints);
- DEFINE_CURRENCY(AllowableOneSidednessCurr);
- DEFINE_STRING(AffectedOrderID);
- DEFINE_COUNTRY(UnderlyingCountryOfIssue);
- DEFINE_PERCENTAGE(UnderlyingRepurchaseRate);
- DEFINE_SEQNUM(LastMsgSeqNumProcessed);
- DEFINE_STRING(UnderlyingCFICode);
- DEFINE_CHAR(DerivativeOptAttribute);
- DEFINE_STRING(PegSecurityID);
- DEFINE_STRING(HostCrossID);
- DEFINE_CHAR(ExecInstValue);
- DEFINE_AMT(DerivativeOptPayAmount);
- DEFINE_PERCENTAGE(UnderlyingCouponRate);
- DEFINE_CHAR(SettlInstMode);
- DEFINE_STRING(SecurityAltIDSource);
- DEFINE_BOOLEAN(PreviouslyReported);
- DEFINE_STRING(RptSys);
- DEFINE_NUMINGROUP(NoNested2PartySubIDs);
- DEFINE_STRING(RefAllocID);
- DEFINE_QTY(DefOfferSize);
- DEFINE_STRING(ProductComplex);
- DEFINE_MULTIPLESTRINGVALUE(CustOrderHandlingInst);
- DEFINE_INT(MDPriceLevel);
- DEFINE_FLOAT(LegOptionRatio);
- DEFINE_STRING(SecurityStatus);
- DEFINE_STRING(LegRefID);
- DEFINE_PERCENTAGE(DividendYield);
- DEFINE_INT(DerivativeInstrumentPartySubIDType);
- DEFINE_PRICE(EndStrikePxRange);
- DEFINE_QTY(DisplayQty);
- DEFINE_STRING(LegSecuritySubType);
- DEFINE_CHAR(ProcessCode);
- DEFINE_MULTIPLECHARVALUE(ExecInst);
- DEFINE_UTCTIMESTAMP(TradSesEndTime);
- DEFINE_UTCTIMESTAMP(OrigTime);
- DEFINE_UTCTIMESTAMP(ExecValuationPoint);
- DEFINE_CHAR(ExecType);
- DEFINE_INT(Nested4PartyRole);
- DEFINE_INT(MultilegModel);
- DEFINE_STRING(SecurityGroup);
- DEFINE_INT(EventType);
- DEFINE_INT(TradeAllocIndicator);
- DEFINE_LOCALMKTDATE(YieldCalcDate);
- DEFINE_AMT(ValueOfFutures);
- DEFINE_CHAR(LegSide);
- DEFINE_INT(UserStatus);
- DEFINE_AMT(SideValue1);
- DEFINE_QTY(CxlQty);
- DEFINE_STRING(SecurityResponseID);
- DEFINE_STRING(InstrRegistry);
- DEFINE_STRING(StreamAsgnRptID);
- DEFINE_INT(OrderDelayUnit);
- DEFINE_FLOAT(LegCurrencyRatio);
- DEFINE_PRICE(EndTickPriceRange);
- DEFINE_STRING(CollReqID);
- DEFINE_STRING(LegPool);
- DEFINE_QTY(ShortQty);
- DEFINE_AMT(SideValue2);
- DEFINE_BOOLEAN(TradedFlatSwitch);
- DEFINE_STRING(MassStatusReqID);
- DEFINE_UTCTIMESTAMP(ComplexEventEndDate);
- DEFINE_EXCHANGE(MarketID);
- DEFINE_LOCALMKTDATE(OrigTradeDate);
- DEFINE_BOOLEAN(PreTradeAnonymity);
- DEFINE_INT(TrdRptStatus);
- DEFINE_PERCENTAGE(DistribPercentage);
- DEFINE_INT(QuoteStatus);
- DEFINE_STRING(ClearingAccount);
- DEFINE_STRING(TrdMatchID);
- DEFINE_STRING(OrderInputDevice);
- DEFINE_BOOLEAN(SolicitedFlag);
- DEFINE_UTCTIMESTAMP(TransactTime);
- DEFINE_INT(UnderlyingFlowScheduleType);
- DEFINE_STRING(UnderlyingStipValue);
- DEFINE_SEQNUM(NextExpectedMsgSeqNum);
- DEFINE_CURRENCY(BenchmarkCurveCurrency);
- DEFINE_STRING(CFICode);
- DEFINE_FLOAT(Factor);
- DEFINE_QTY(LastShares);
- DEFINE_UTCTIMESTAMP(EventTime);
- DEFINE_INT(RootPartySubIDType);
- DEFINE_INT(ShortSaleReason);
- DEFINE_DATA(XmlData);
- DEFINE_NUMINGROUP(NoTargetPartyIDs);
- DEFINE_NUMINGROUP(NoRootPartyIDs);
- DEFINE_LOCALMKTDATE(EventDate);
- DEFINE_INT(PegRoundDirection);
- DEFINE_LOCALMKTDATE(LegSettlDate);
- DEFINE_INT(ModelType);
- DEFINE_BOOLEAN(DefaultVerIndicator);
- DEFINE_STRING(FuturesValuationMethod);
- DEFINE_CHAR(SettlMethod);
- DEFINE_FLOAT(UnderlyingFXRate);
- DEFINE_INT(ConfirmStatus);
- DEFINE_BOOLEAN(LocateReqd);
- DEFINE_STRING(PosMaintRptID);
- DEFINE_INT(Adjustment);
- DEFINE_INT(StreamAsgnType);
- DEFINE_BOOLEAN(LastRptRequested);
- DEFINE_STRING(LocaleOfIssue);
- DEFINE_STRING(SenderSubID);
- DEFINE_PRICE(HighPx);
- DEFINE_AMT(AllocSettlCurrAmt);
- DEFINE_PERCENTAGE(ComplexEventPriceBoundaryPrecision);
- DEFINE_INT(InstrumentPartyRole);
- DEFINE_PRICE(YieldRedemptionPrice);
- DEFINE_QTY(CumQty);
- DEFINE_STRING(OrigClOrdID);
- DEFINE_STRING(SettlSessID);
- DEFINE_STRING(ParentMktSegmID);
- DEFINE_INT(TradeReportType);
- DEFINE_INT(AvgPrxPrecision);
- DEFINE_NUMINGROUP(NoLegs);
- DEFINE_STRING(UnderlyingSymbol);
- DEFINE_INT(ExerciseStyle);
- DEFINE_CHAR(HaltReasonChar);
- DEFINE_EXCHANGE(ExDestination);
- DEFINE_CHAR(DerivativeInstrmtAssignmentMethod);
- DEFINE_STRING(UnderlyingIDSource);
- DEFINE_STRING(AdvId);
- DEFINE_UTCTIMESTAMP(TransBkdTime);
- DEFINE_PRICE(LegLastPx);
- DEFINE_INT(AllocReportType);
- DEFINE_STRING(RegistDtls);
- DEFINE_INT(AllocType);
- DEFINE_INT(QuoteRequestRejectReason);
- DEFINE_STRING(UnderlyingUnitOfMeasure);
- DEFINE_STRING(IndividualAllocID);
- DEFINE_PRICE(LegOfferPx);
- DEFINE_INT(LiquidityIndType);
- DEFINE_UTCTIMESTAMP(HopSendingTime);
- DEFINE_BOOLEAN(ApplResendFlag);
- DEFINE_PRICE(DerivativeCapPrice);
- DEFINE_AMT(ComplexOptPayoutAmount);
- DEFINE_LANGUAGE(LanguageCode);
- DEFINE_STRING(SettlObligRefID);
- DEFINE_STRING(OrigTradeID);
- DEFINE_AMT(UnderlyingCollectAmount);
- DEFINE_INT(StatusValue);
- DEFINE_PRICE(OfferSpotRate);
- DEFINE_STRING(PosType);
- DEFINE_LOCALMKTDATE(UnderlyingRedemptionDate);
- DEFINE_STRING(SettlDepositoryCode);
- DEFINE_INT(StreamAsgnAckType);
- DEFINE_PRICE(FloorPrice);
- DEFINE_QTY(UnderlyingPriceUnitOfMeasureQty);
- DEFINE_FLOAT(FeeMultiplier);
- DEFINE_TZTIMEONLY(UnderlyingMaturityTime);
- DEFINE_STRING(ApplID);
- DEFINE_AMT(LegGrossTradeAmt);
- DEFINE_UTCDATEONLY(MDEntryDate);
- DEFINE_CURRENCY(LegBenchmarkCurveCurrency);
- DEFINE_AMT(OptPayoutAmount);
- DEFINE_INT(MiscFeeBasis);
- DEFINE_UTCTIMESTAMP(ValidUntilTime);
- DEFINE_CHAR(OrdType);
- DEFINE_STRING(AdvRefID);
- DEFINE_STRING(HopCompID);
- DEFINE_STRING(PosMaintRptRefID);
- DEFINE_STRING(LegStipulationValue);
- DEFINE_STRING(MatchType);
- DEFINE_INT(OptPayoutType);
- DEFINE_STRING(UnderlyingPriceUnitOfMeasure);
- DEFINE_CHAR(MarketUpdateAction);
- DEFINE_INT(CollAsgnRejectReason);
- DEFINE_PRICE(PeggedRefPrice);
- DEFINE_INT(IndividualAllocType);
- DEFINE_AMT(EndCash);
- DEFINE_STRING(EventText);
- DEFINE_LOCALMKTDATE(ExDate);
- DEFINE_CHAR(NestedPartyIDSource);
- DEFINE_INT(GTBookingInst);
- DEFINE_STRING(DerivativeValuationMethod);
- DEFINE_INT(NumberOfOrders);
- DEFINE_INT(TrdRepPartyRole);
- DEFINE_PRICE(TriggerPrice);
- DEFINE_INT(MDReportID);
- DEFINE_STRING(SecondaryAllocID);
- DEFINE_QTY(LeavesQty);
- DEFINE_LOCALMKTDATE(CardStartDate);
- DEFINE_INT(LegCoveredOrUncovered);
- DEFINE_INT(PutOrCall);
- DEFINE_STRING(MatchAlgorithm);
- DEFINE_QTY(CalculatedCcyLastQty);
- DEFINE_CHAR(FundRenewWaiv);
- DEFINE_STRING(SecuritySettlAgentName);
- DEFINE_STRING(BidDescriptor);
- DEFINE_STRING(MDStreamID);
- DEFINE_NUMINGROUP(NoAsgnReqs);
- DEFINE_PERCENTAGE(NotionalPercentageOutstanding);
- DEFINE_NUMINGROUP(NoSettlInst);
- DEFINE_STRING(SettlInstMsgID);
- DEFINE_BOOLEAN(ForexReq);
- DEFINE_STRING(TradSesReqID);
- DEFINE_PRICE(UnderlyingLegStrikePrice);
- DEFINE_INT(TickRuleType);
- DEFINE_CHAR(InstrmtAssignmentMethod);
- DEFINE_INT(DiscretionOffsetType);
- DEFINE_INT(ConfirmTransType);
- DEFINE_AMT(TotalTakedown);
- DEFINE_STRING(ResponseDestination);
- DEFINE_INT(MDSecSizeType);
- DEFINE_INT(InstrumentPartySubIDType);
- DEFINE_STRING(LegTimeUnit);
- DEFINE_STRING(TransferReason);
- DEFINE_INT(ApplQueueMax);
- DEFINE_FLOAT(DiscretionOffsetValue);
- DEFINE_STRING(BookingRefID);
- DEFINE_PRICE(LegBidPx);
- DEFINE_INT(TradSesEvent);
- DEFINE_INT(DerivativeProduct);
- DEFINE_INT(RootPartyRole);
- DEFINE_CHAR(DlvyInstType);
- DEFINE_NUMINGROUP(NoLinesOfText);
- DEFINE_STRING(PosReqID);
- DEFINE_STRING(LegSecurityAltIDSource);
- DEFINE_DATA(EncodedSubject);
- DEFINE_STRING(ContraBroker);
- DEFINE_MULTIPLESTRINGVALUE(TradeCondition);
- DEFINE_STRING(PartyID);
- DEFINE_STRING(MDEntryID);
- DEFINE_STRING(UnderlyingLegSecurityExchange);
- DEFINE_INT(PriceLimitType);
- DEFINE_STRING(TriggerSecurityIDSource);
- DEFINE_NUMINGROUP(NoUndlyInstrumentPartySubIDs);
- DEFINE_STRING(ClientBidID);
- DEFINE_PRICEOFFSET(NetChgPrevDay);
- DEFINE_STRING(DefaultApplVerID);
- DEFINE_STRING(IOIID);
- DEFINE_PRICEOFFSET(SpreadToBenchmark);
- DEFINE_CHAR(CommType);
- DEFINE_INT(RegistRejReasonCode);
- DEFINE_UTCTIMESTAMP(SideTimeInForce);
- DEFINE_UTCTIMESTAMP(TrdRegTimestamp);
- DEFINE_MULTIPLECHARVALUE(FinancialStatus);
- DEFINE_NUMINGROUP(NoTrades);
- DEFINE_BOOLEAN(LastFragment);
- DEFINE_STRING(PartySubID);
- DEFINE_QTY(AllocQty);
- DEFINE_BOOLEAN(NotifyBrokerOfCredit);
- DEFINE_INT(SideTrdRegTimestampType);
- DEFINE_LOCALMKTDATE(AgreementDate);
- DEFINE_INT(PartySubIDType);
- DEFINE_AMT(TotalNetValue);
- DEFINE_INT(AllocNoOrdersType);
- DEFINE_STRING(AllocLinkID);
- DEFINE_FLOAT(RoundingModulus);
- DEFINE_STRING(OnBehalfOfCompID);
- DEFINE_STRING(UnderlyingSecurityID);
- DEFINE_STRING(SettlObligMsgID);
- DEFINE_INT(PositionLimit);
- DEFINE_AMT(SharedCommission);
- DEFINE_PERCENTAGE(AllowableOneSidednessPct);
- DEFINE_STRING(AllocText);
- DEFINE_SEQNUM(EndSeqNo);
- DEFINE_NUMINGROUP(NoPartyIDs);
- DEFINE_NUMINGROUP(NoContraBrokers);
- DEFINE_INT(AllocLinkType);
- DEFINE_PERCENTAGE(UnderlyingAllocationPercent);
- DEFINE_AMT(AllocAccruedInterestAmt);
- DEFINE_DATA(EncodedSecurityListDesc);
- DEFINE_LENGTH(EncryptedPasswordLen);
- DEFINE_PERCENTAGE(LegDividendYield);
- DEFINE_BOOLEAN(RefreshIndicator);
- DEFINE_CURRENCY(SideSettlCurrency);
- DEFINE_INT(UnderlyingSettlementType);
- DEFINE_QTY(OrderCapacityQty);
- DEFINE_QTY(LongQty);
- DEFINE_CHAR(DerivativeSettlMethod);
- DEFINE_STRING(TriggerTradingSessionID);
- DEFINE_CHAR(DisplayMethod);
- DEFINE_INT(RptSeq);
- DEFINE_STRING(MDEntryOriginator);
- DEFINE_STRING(LegInstrRegistry);
- DEFINE_QTY(FillQty);
- DEFINE_STRING(PegSecurityIDSource);
- DEFINE_TZTIMEONLY(MaturityTime);
- DEFINE_STRING(MDFeedType);
- DEFINE_INT(CollStatus);
- DEFINE_STRING(UnderlyingSecuritySubType);
- DEFINE_STRING(CstmApplVerID);
- DEFINE_INT(DefaultApplExtID);
- DEFINE_NUMINGROUP(NoDerivativeSecurityAltID);
- DEFINE_INT(SideValueInd);
- DEFINE_DATA(EncodedText);
- DEFINE_STRING(Account);
- DEFINE_PRICE(TriggerNewPrice);
- DEFINE_INT(UndlyInstrumentPartyRole);
- DEFINE_CHAR(MsgDirection);
- DEFINE_LOCALMKTDATE(LegMaturityDate);
- DEFINE_INT(UnderlyingContractMultiplierUnit);
- DEFINE_STRING(InputSource);
- DEFINE_CHAR(MDUpdateAction);
- DEFINE_CHAR(MatchStatus);
- DEFINE_INT(RateSource);
- DEFINE_CHAR(AllocPositionEffect);
- DEFINE_CHAR(PartyIDSource);
- DEFINE_DATA(EncodedUnderlyingIssuer);
- DEFINE_DATA(EncryptedPassword);
- DEFINE_QTY(TriggerNewQty);
- DEFINE_PRICEOFFSET(LegLastForwardPoints);
- DEFINE_INT(TotNumTradeReports);
- DEFINE_STRING(RefApplVerID);
- DEFINE_PRICE(LastSpotRate);
- DEFINE_PRICE(Price);
- DEFINE_STRING(UnderlyingSecurityIDSource);
- DEFINE_INT(TotNoSecurityTypes);
- DEFINE_PRICE(ReportedPx);
- DEFINE_STRING(LegSymbol);
- DEFINE_STRING(LegIssuer);
- DEFINE_STRING(RegistDetls);
- DEFINE_STRING(UnderlyingLegSecurityID);
- DEFINE_QTY(MinLotSize);
- DEFINE_INT(NumTickets);
- DEFINE_STRING(LegLocaleOfIssue);
- DEFINE_BOOLEAN(ExchangeForPhysical);
- DEFINE_INT(SecurityTradingEvent);
- DEFINE_AMT(MinPriceIncrementAmount);
- DEFINE_AMT(UnderlyingPayAmount);
- DEFINE_STRING(SettlPartySubID);
- DEFINE_AMT(AllocNetMoney);
- DEFINE_DAYOFMONTH(UnderlyingMaturityDay);
- DEFINE_STRING(NetworkResponseID);
- DEFINE_INT(NumBidders);
- DEFINE_INT(AllocAcctIDSource);
- DEFINE_PRICE(AllocAvgPx);
- DEFINE_STRING(SecuritySettlAgentCode);
- DEFINE_NUMINGROUP(NoDistribInsts);
- DEFINE_BOOLEAN(CustDirectedOrder);
- DEFINE_AMT(FairValue);
- DEFINE_NUMINGROUP(NoStrikes);
- DEFINE_LENGTH(EncodedSecurityListDescLen);
- DEFINE_INT(LegExerciseStyle);
- DEFINE_STRING(DerivativeSymbolSfx);
- DEFINE_INT(NestedInstrAttribType);
- DEFINE_STRING(ContraTrader);
- DEFINE_QTY(MDSecSize);
- DEFINE_NUMINGROUP(NoOfSecSizes);
- DEFINE_INT(CollAction);
- DEFINE_QTY(UnderlyingLastQty);
- DEFINE_BOOLEAN(PossDupFlag);
- DEFINE_INT(ListStatusType);
- DEFINE_STRING(SideFillStationCd);
- DEFINE_STRING(StatusText);
- DEFINE_LOCALMKTDATE(BasisFeatureDate);
- DEFINE_LENGTH(XmlDataLen);
- DEFINE_LOCALMKTDATE(UnderlyingMaturityDate);
- DEFINE_BOOLEAN(GapFillFlag);
- DEFINE_INT(RefApplExtID);
- DEFINE_STRING(RefApplID);
- DEFINE_NUMINGROUP(NoTradingSessionRules);
- DEFINE_PRICEOFFSET(SwapPoints);
- DEFINE_STRING(TargetStrategyParameters);
- DEFINE_PRICEOFFSET(LastForwardPoints);
- DEFINE_LOCALMKTDATE(YieldRedemptionDate);
- DEFINE_NUMINGROUP(NoSettlDetails);
- DEFINE_CHAR(TradeHandlingInstr);
- DEFINE_STRING(CashSettlAgentCode);
- DEFINE_INT(LegPriceType);
- DEFINE_LENGTH(EncodedListExecInstLen);
- DEFINE_INT(TradSesMethod);
- DEFINE_STRING(AgreementID);
- DEFINE_CURRENCY(CashDistribCurr);
- DEFINE_PRICE(BidPx);
- DEFINE_CHAR(TradeType);
- DEFINE_LENGTH(EncodedSecurityDescLen);
- DEFINE_INT(ComplexEventCondition);
- DEFINE_INT(EncryptedPasswordMethod);
- DEFINE_STRING(DerivativeSecurityAltID);
- DEFINE_INT(TotNoAccQuotes);
- DEFINE_STRING(TimeBracket);
- DEFINE_NUMINGROUP(NoAllocs);
- DEFINE_INT(UnderlyingProduct);
- DEFINE_STRING(BenchmarkCurveName);
- DEFINE_STRING(UnderlyingSymbolSfx);
- DEFINE_PERCENTAGE(StrikePriceBoundaryPrecision);
- DEFINE_STRING(QuoteSetID);
- DEFINE_CHAR(CashMargin);
- DEFINE_CHAR(SettlObligTransType);
- DEFINE_INT(LegNumber);
- DEFINE_MULTIPLESTRINGVALUE(DeskOrderHandlingInst);
- DEFINE_CHAR(SettlPartyIDSource);
- DEFINE_PRICE(PriorSettlPrice);
- DEFINE_STRING(NotAffOrigClOrdID);
- DEFINE_STRING(TradingSessionDesc);
- DEFINE_PRICE(DerivativeFloorPrice);
- DEFINE_STRING(DerivativeSymbol);
- DEFINE_FLOAT(RiskFreeRate);
- DEFINE_INT(PosTransType);
- DEFINE_SEQNUM(MsgSeqNum);
- DEFINE_DATA(Signature);
- DEFINE_STRING(Seniority);
- DEFINE_NUMINGROUP(NoRateSources);
- DEFINE_QTY(PriceUnitOfMeasureQty);
- DEFINE_STRING(CollAsgnRefID);
- DEFINE_QTY(BuyVolume);
- DEFINE_CHAR(SettlCurrFxRateCalc);
- DEFINE_INT(PosMaintStatus);
- DEFINE_BOOLEAN(PriorSpreadIndicator);
- DEFINE_CHAR(Benchmark);
- DEFINE_INT(MaturityMonthYearFormat);
- DEFINE_STRING(UnderlyingTradingSessionID);
- DEFINE_INT(TotNoRelatedSym);
- DEFINE_STRING(StateOrProvinceOfIssue);
- DEFINE_STRING(DerivativeInstrRegistry);
- DEFINE_PRICEOFFSET(LegBidForwardPoints);
- DEFINE_BOOLEAN(ManualOrderIndicator);
- DEFINE_AMT(NetMoney);
- DEFINE_BOOLEAN(LegalConfirm);
- DEFINE_COUNTRY(CountryOfIssue);
- DEFINE_INT(ApplReportType);
- DEFINE_STRING(RootPartyID);
- DEFINE_QTY(UnderlyingQty);
- DEFINE_INT(ApplQueueDepth);
- DEFINE_PRICE(StopPx);
- DEFINE_BOOLEAN(ReportToExch);
- DEFINE_BOOLEAN(ContraryInstructionIndicator);
- DEFINE_LENGTH(EncodedListStatusTextLen);
- DEFINE_STRING(DerivativeSecurityXMLSchema);
- DEFINE_NUMINGROUP(NoRelatedSym);
- DEFINE_INT(AllocRejCode);
- DEFINE_STRING(UnderlyingSecurityAltID);
- DEFINE_INT(RefOrdIDReason);
- DEFINE_STRING(DerivativeInstrumentPartyID);
- DEFINE_STRING(SecurityXMLSchema);
- DEFINE_CHAR(RefOrderIDSource);
- DEFINE_INT(NTPositionLimit);
- DEFINE_AMT(EndAccruedInterestAmt);
- DEFINE_PERCENTAGE(AccruedInterestRate);
- DEFINE_CHAR(LastCapacity);
- DEFINE_STRING(UnderlyingInstrumentPartySubID);
- DEFINE_NUMINGROUP(NoFills);
- DEFINE_NUMINGROUP(NoOrdTypeRules);
- DEFINE_STRING(InstrumentPartyID);
- DEFINE_PERCENTAGE(MarginRatio);
- DEFINE_INT(RefTagID);
- DEFINE_NUMINGROUP(NoRoutingIDs);
- DEFINE_PERCENTAGE(CouponRate);
- DEFINE_NUMINGROUP(NoApplIDs);
- DEFINE_MONTHYEAR(DerivativeContractSettlMonth);
- DEFINE_INT(InstrAttribType);
- DEFINE_INT(Product);
- DEFINE_QTY(AllocShares);
- DEFINE_NUMINGROUP(NoQuoteEntries);
- DEFINE_STRING(DefaultCstmApplVerID);
- DEFINE_INT(DerivativeListMethod);
- DEFINE_LENGTH(DerivativeSecurityXMLLen);
- DEFINE_LOCALMKTDATE(LegDatedDate);
- DEFINE_CHAR(Nested2PartyIDSource);
- DEFINE_STRING(UnderlyingInstrRegistry);
- DEFINE_LOCALMKTDATE(IssueDate);
- DEFINE_INT(SecurityTradingStatus);
- DEFINE_CHAR(LegOptAttribute);
- DEFINE_QTY(MaxFloor);
- DEFINE_STRING(DerivativeLocaleOfIssue);
- DEFINE_AMT(OptPayAmount);
- DEFINE_STRING(UnderlyingStipType);
- DEFINE_CHAR(Rule80A);
- DEFINE_INT(TotNoStrikes);
- DEFINE_MULTIPLECHARVALUE(CorporateAction);
- DEFINE_INT(TerminationType);
- DEFINE_PERCENTAGE(LegCouponRate);
- DEFINE_INT(PosMaintAction);
- DEFINE_NUMINGROUP(NoSecurityTypes);
- DEFINE_INT(ComplexEventPriceTimeType);
- DEFINE_PRICEOFFSET(LastSwapPoints);
- DEFINE_CHAR(UnderlyingFXRateCalc);
- DEFINE_STRING(ListStatusText);
- DEFINE_BOOLEAN(OddLot);
- DEFINE_CHAR(BookingUnit);
- DEFINE_STRING(LegAllocAcctIDSource);
- DEFINE_UTCTIMESTAMP(OnBehalfOfSendingTime);
- DEFINE_INT(AllocStatus);
- DEFINE_STRING(ReferencePage);
- DEFINE_CHAR(DerivativeExerciseStyle);
- DEFINE_SEQNUM(ApplBegSeqNum);
- DEFINE_STRING(CollRptID);
- DEFINE_INT(IncTaxInd);
- DEFINE_NUMINGROUP(NoBidDescriptors);
- DEFINE_LOCALMKTDATE(LegCouponPaymentDate);
- DEFINE_NUMINGROUP(NoUnderlyingLegSecurityAltID);
- DEFINE_BOOLEAN(ReversalIndicator);
- DEFINE_CHECKSUM(CheckSum);
- DEFINE_STRING(TargetSubID);
- DEFINE_INT(PosReqStatus);
- DEFINE_INT(PriorityIndicator);
- DEFINE_STRING(UnderlyingLegCFICode);
- DEFINE_STRING(DerivativeTimeUnit);
- DEFINE_NUMINGROUP(NoNested3PartyIDs);
- DEFINE_PERCENTAGE(LiquidityPctHigh);
- DEFINE_CHAR(MoneyLaunderingStatus);
- DEFINE_STRING(Nested4PartySubID);
- DEFINE_EXCHANGE(DerivativeSecurityExchange);
- DEFINE_CHAR(LotType);
- DEFINE_STRING(ContIntRptID);
- DEFINE_MULTIPLESTRINGVALUE(QuoteCondition);
- DEFINE_UTCTIMEONLY(ComplexEventStartTime);
- DEFINE_NUMINGROUP(NoComplexEvents);
- DEFINE_FLOAT(DerivativeContractMultiplier);
- DEFINE_STRING(DerivativeSecurityStatus);
- DEFINE_STRING(DerivativeProductComplex);
- DEFINE_STRING(TriggerSymbol);
- DEFINE_STRING(UnderlyingLocaleOfIssue);
- DEFINE_UTCTIMESTAMP(SendingTime);
- DEFINE_UTCTIMESTAMP(ComplexEventStartDate);
- DEFINE_STRING(UnderlyingRestructuringType);
- DEFINE_QTY(LegUnitOfMeasureQty);
- DEFINE_NUMINGROUP(NoTrdRegTimestamps);
- DEFINE_LOCALMKTDATE(SendingDate);
- DEFINE_FLOAT(TimeToExpiration);
- DEFINE_QTY(LegAllocQty);
- DEFINE_STRING(SettlLocation);
- DEFINE_INT(UnderlyingExerciseStyle);
- DEFINE_STRING(CashSettlAgentContactName);
- DEFINE_PERCENTAGE(LegRepurchaseRate);
- DEFINE_STRING(ApplResponseID);
- DEFINE_NUMINGROUP(NoDerivativeInstrAttrib);
- DEFINE_FLOAT(DerivativeStrikeMultiplier);
- DEFINE_CURRENCY(LegStrikeCurrency);
- DEFINE_STRING(SecurityStatusReqID);
- DEFINE_LENGTH(SecureDataLen);
- DEFINE_INT(DiscretionScope);
- DEFINE_INT(OwnerType);
- DEFINE_QTY(Shares);
- DEFINE_PERCENTAGE(Yield);
- DEFINE_STRING(QuoteRespID);
- DEFINE_STRING(Nested3PartySubID);
- DEFINE_INT(ApplQueueResolution);
- DEFINE_STRING(TrdRegTimestampOrigin);
- DEFINE_INT(Nested2PartyRole);
- DEFINE_STRING(Nested2PartyID);
- DEFINE_QTY(BidSize);
- DEFINE_STRING(LegSymbolSfx);
- DEFINE_INT(QuoteResponseLevel);
- DEFINE_LENGTH(BodyLength);
- DEFINE_STRING(ListExecInst);
- DEFINE_CHAR(ExecAckStatus);
- DEFINE_LOCALMKTDATE(SettlDate2);
- DEFINE_INT(NetGrossInd);
- DEFINE_STRING(UnderlyingSecurityAltIDSource);
- DEFINE_STRING(TestReqID);
- DEFINE_CHAR(CxlType);
- DEFINE_STRING(UnderlyingCreditRating);
- DEFINE_INT(AvgPxPrecision);
- DEFINE_INT(BenchmarkPriceType);
- DEFINE_INT(DeskTypeSource);
- DEFINE_INT(DiscretionRoundDirection);
- DEFINE_STRING(OrigSecondaryTradeID);
- DEFINE_STRING(ReceivedDeptID);
- DEFINE_AMT(MaturityNetMoney);
- DEFINE_INT(BidDescriptorType);
- DEFINE_STRING(DerivativeInstrumentPartySubID);
- DEFINE_INT(NetworkStatusResponseType);
- DEFINE_LOCALMKTDATE(DateOfBirth);
- DEFINE_PRICE(StartStrikePxRange);
- DEFINE_STRING(UndlyInstrumentPartySubID);
- DEFINE_STRING(SecondaryTradeReportRefID);
- DEFINE_STRING(UnderlyingCPRegType);
- DEFINE_LENGTH(SignatureLength);
- DEFINE_QTY(OrderQty);
- DEFINE_PERCENTAGE(OriginalNotionalPercentageOutstanding);
- DEFINE_STRING(UnderlyingTimeUnit);
- DEFINE_LENGTH(EncodedHeadlineLen);
- DEFINE_NUMINGROUP(NoRegistDtls);
- DEFINE_STRING(StrategyParameterValue);
- DEFINE_NUMINGROUP(NoInstrumentParties);
- DEFINE_INT(QuoteType);
- DEFINE_NUMINGROUP(NoStrategyParameters);
- DEFINE_INT(IndividualAllocRejCode);
- DEFINE_CHAR(DiscretionInst);
- DEFINE_INT(TargetPartyRole);
- DEFINE_INT(CrossPrioritization);
- DEFINE_DATA(EncodedListStatusText);
- DEFINE_CHAR(IOIOthSvc);
- DEFINE_LOCALMKTDATE(LegIssueDate);
- DEFINE_CHAR(MDReqRejReason);
- DEFINE_INT(ApplReqType);
- DEFINE_COUNTRY(Country);
- DEFINE_STRING(UnderlyingLegSecurityIDSource);
- DEFINE_BOOLEAN(FlexProductEligibilityIndicator);
- DEFINE_BOOLEAN(AggressorIndicator);
- DEFINE_FLOAT(ExecPriceAdjustment);
- DEFINE_INT(BusinessRejectReason);
- DEFINE_LOCALMKTDATE(TradeDate);
- DEFINE_INT(UnderlyingPutOrCall);
- DEFINE_INT(UnderlyingInstrumentPartyRole);
- DEFINE_INT(DerivativePositionLimit);
- DEFINE_STRING(TierCode);
- DEFINE_INT(BookingType);
- DEFINE_STRING(StipulationValue);
- DEFINE_FLOAT(SettlCurrBidFxRate);
- }
- #endif //FIX_FIELDS_H
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