FixValue.h 236 KB

12345678910111213141516171819202122232425262728293031323334353637383940414243444546474849505152535455565758596061626364656667686970717273747576777879808182838485868788899091929394959697989910010110210310410510610710810911011111211311411511611711811912012112212312412512612712812913013113213313413513613713813914014114214314414514614714814915015115215315415515615715815916016116216316416516616716816917017117217317417517617717817918018118218318418518618718818919019119219319419519619719819920020120220320420520620720820921021121221321421521621721821922022122222322422522622722822923023123223323423523623723823924024124224324424524624724824925025125225325425525625725825926026126226326426526626726826927027127227327427527627727827928028128228328428528628728828929029129229329429529629729829930030130230330430530630730830931031131231331431531631731831932032132232332432532632732832933033133233333433533633733833934034134234334434534634734834935035135235335435535635735835936036136236336436536636736836937037137237337437537637737837938038138238338438538638738838939039139239339439539639739839940040140240340440540640740840941041141241341441541641741841942042142242342442542642742842943043143243343443543643743843944044144244344444544644744844945045145245345445545645745845946046146246346446546646746846947047147247347447547647747847948048148248348448548648748848949049149249349449549649749849950050150250350450550650750850951051151251351451551651751851952052152252352452552652752852953053153253353453553653753853954054154254354454554654754854955055155255355455555655755855956056156256356456556656756856957057157257357457557657757857958058158258358458558658758858959059159259359459559659759859960060160260360460560660760860961061161261361461561661761861962062162262362462562662762862963063163263363463563663763863964064164264364464564664764864965065165265365465565665765865966066166266366466566666766866967067167267367467567667767867968068168268368468568668768868969069169269369469569669769869970070170270370470570670770870971071171271371471571671771871972072172272372472572672772872973073173273373473573673773873974074174274374474574674774874975075175275375475575675775875976076176276376476576676776876977077177277377477577677777877978078178278378478578678778878979079179279379479579679779879980080180280380480580680780880981081181281381481581681781881982082182282382482582682782882983083183283383483583683783883984084184284384484584684784884985085185285385485585685785885986086186286386486586686786886987087187287387487587687787887988088188288388488588688788888989089189289389489589689789889990090190290390490590690790890991091191291391491591691791891992092192292392492592692792892993093193293393493593693793893994094194294394494594694794894995095195295395495595695795895996096196296396496596696796896997097197297397497597697797897998098198298398498598698798898999099199299399499599699799899910001001100210031004100510061007100810091010101110121013101410151016101710181019102010211022102310241025102610271028102910301031103210331034103510361037103810391040104110421043104410451046104710481049105010511052105310541055105610571058105910601061106210631064106510661067106810691070107110721073107410751076107710781079108010811082108310841085108610871088108910901091109210931094109510961097109810991100110111021103110411051106110711081109111011111112111311141115111611171118111911201121112211231124112511261127112811291130113111321133113411351136113711381139114011411142114311441145114611471148114911501151115211531154115511561157115811591160116111621163116411651166116711681169117011711172117311741175117611771178117911801181118211831184118511861187118811891190119111921193119411951196119711981199120012011202120312041205120612071208120912101211121212131214121512161217121812191220122112221223122412251226122712281229123012311232123312341235123612371238123912401241124212431244124512461247124812491250125112521253125412551256125712581259126012611262126312641265126612671268126912701271127212731274127512761277127812791280128112821283128412851286128712881289129012911292129312941295129612971298129913001301130213031304130513061307130813091310131113121313131413151316131713181319132013211322132313241325132613271328132913301331133213331334133513361337133813391340134113421343134413451346134713481349135013511352135313541355135613571358135913601361136213631364136513661367136813691370137113721373137413751376137713781379138013811382138313841385138613871388138913901391139213931394139513961397139813991400140114021403140414051406140714081409141014111412141314141415141614171418141914201421142214231424142514261427142814291430143114321433143414351436143714381439144014411442144314441445144614471448144914501451145214531454145514561457145814591460146114621463146414651466146714681469147014711472147314741475147614771478147914801481148214831484148514861487148814891490149114921493149414951496149714981499150015011502150315041505150615071508150915101511151215131514151515161517151815191520152115221523152415251526152715281529153015311532153315341535153615371538153915401541154215431544154515461547154815491550155115521553155415551556155715581559156015611562156315641565156615671568156915701571157215731574157515761577157815791580158115821583158415851586158715881589159015911592159315941595159615971598159916001601160216031604160516061607160816091610161116121613161416151616161716181619162016211622162316241625162616271628162916301631163216331634163516361637163816391640164116421643164416451646164716481649165016511652165316541655165616571658165916601661166216631664166516661667166816691670167116721673167416751676167716781679168016811682168316841685168616871688168916901691169216931694169516961697169816991700170117021703170417051706170717081709171017111712171317141715171617171718171917201721172217231724172517261727172817291730173117321733173417351736173717381739174017411742174317441745174617471748174917501751175217531754175517561757175817591760176117621763176417651766176717681769177017711772177317741775177617771778177917801781178217831784178517861787178817891790179117921793179417951796179717981799180018011802180318041805180618071808180918101811181218131814181518161817181818191820182118221823182418251826182718281829183018311832183318341835183618371838183918401841184218431844184518461847184818491850185118521853185418551856185718581859186018611862186318641865186618671868186918701871187218731874187518761877187818791880188118821883188418851886188718881889189018911892189318941895189618971898189919001901190219031904190519061907190819091910191119121913191419151916191719181919192019211922192319241925192619271928192919301931193219331934193519361937193819391940194119421943194419451946194719481949195019511952195319541955195619571958195919601961196219631964196519661967196819691970197119721973197419751976197719781979198019811982198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202520262027202820292030203120322033203420352036203720382039204020412042204320442045204620472048204920502051205220532054205520562057205820592060206120622063206420652066206720682069207020712072207320742075207620772078207920802081208220832084208520862087208820892090209120922093209420952096209720982099210021012102210321042105210621072108210921102111211221132114211521162117211821192120212121222123212421252126212721282129213021312132213321342135213621372138213921402141214221432144214521462147214821492150215121522153215421552156215721582159216021612162216321642165216621672168216921702171217221732174217521762177217821792180218121822183218421852186218721882189219021912192219321942195219621972198219922002201220222032204220522062207220822092210221122122213221422152216221722182219222022212222222322242225222622272228222922302231223222332234223522362237223822392240224122422243224422452246224722482249225022512252225322542255225622572258225922602261226222632264226522662267226822692270227122722273227422752276227722782279228022812282228322842285228622872288228922902291229222932294229522962297229822992300230123022303230423052306230723082309231023112312231323142315231623172318231923202321232223232324232523262327232823292330233123322333233423352336233723382339234023412342234323442345234623472348234923502351235223532354235523562357235823592360236123622363236423652366236723682369237023712372237323742375237623772378237923802381238223832384238523862387238823892390239123922393239423952396239723982399240024012402240324042405240624072408240924102411241224132414241524162417241824192420242124222423242424252426242724282429243024312432243324342435243624372438243924402441244224432444244524462447244824492450245124522453245424552456245724582459246024612462246324642465246624672468246924702471247224732474247524762477247824792480248124822483248424852486248724882489249024912492249324942495249624972498249925002501250225032504250525062507250825092510251125122513251425152516251725182519252025212522252325242525252625272528252925302531253225332534253525362537253825392540254125422543254425452546254725482549255025512552255325542555255625572558255925602561256225632564256525662567256825692570257125722573257425752576257725782579258025812582258325842585258625872588258925902591259225932594259525962597259825992600260126022603260426052606260726082609261026112612261326142615261626172618261926202621262226232624262526262627262826292630263126322633263426352636263726382639264026412642264326442645264626472648264926502651265226532654265526562657265826592660266126622663266426652666266726682669267026712672267326742675267626772678267926802681268226832684268526862687268826892690269126922693269426952696269726982699270027012702270327042705270627072708270927102711271227132714271527162717271827192720272127222723272427252726272727282729273027312732273327342735273627372738273927402741274227432744274527462747274827492750275127522753275427552756275727582759276027612762276327642765276627672768276927702771277227732774277527762777277827792780278127822783278427852786278727882789279027912792279327942795279627972798279928002801280228032804280528062807280828092810281128122813281428152816281728182819282028212822282328242825282628272828282928302831283228332834283528362837283828392840284128422843284428452846284728482849285028512852285328542855285628572858285928602861286228632864286528662867286828692870287128722873287428752876287728782879288028812882288328842885288628872888288928902891289228932894289528962897289828992900290129022903290429052906290729082909291029112912291329142915291629172918291929202921292229232924292529262927292829292930293129322933293429352936293729382939294029412942294329442945294629472948294929502951295229532954295529562957295829592960296129622963296429652966296729682969297029712972297329742975297629772978297929802981298229832984298529862987298829892990299129922993299429952996299729982999300030013002300330043005300630073008300930103011301230133014301530163017301830193020302130223023302430253026302730283029303030313032303330343035303630373038303930403041304230433044304530463047304830493050305130523053305430553056305730583059306030613062306330643065306630673068306930703071307230733074307530763077307830793080308130823083308430853086308730883089309030913092309330943095309630973098309931003101310231033104310531063107310831093110311131123113311431153116311731183119312031213122312331243125312631273128312931303131313231333134313531363137313831393140314131423143314431453146314731483149315031513152315331543155315631573158315931603161316231633164316531663167316831693170317131723173317431753176317731783179318031813182318331843185318631873188318931903191319231933194319531963197319831993200320132023203320432053206320732083209321032113212321332143215321632173218321932203221322232233224322532263227322832293230323132323233323432353236323732383239324032413242324332443245324632473248324932503251325232533254325532563257325832593260326132623263326432653266326732683269327032713272327332743275327632773278327932803281328232833284328532863287328832893290329132923293329432953296329732983299330033013302330333043305330633073308330933103311331233133314331533163317331833193320332133223323332433253326332733283329333033313332333333343335333633373338333933403341334233433344334533463347334833493350335133523353335433553356335733583359336033613362336333643365336633673368336933703371337233733374337533763377337833793380338133823383338433853386338733883389339033913392339333943395339633973398339934003401340234033404340534063407340834093410341134123413341434153416341734183419342034213422342334243425342634273428342934303431343234333434343534363437343834393440344134423443344434453446344734483449345034513452345334543455345634573458345934603461346234633464346534663467346834693470347134723473347434753476347734783479348034813482348334843485348634873488348934903491349234933494349534963497349834993500350135023503350435053506350735083509351035113512351335143515351635173518351935203521352235233524352535263527352835293530353135323533353435353536353735383539354035413542354335443545354635473548354935503551355235533554355535563557355835593560356135623563356435653566356735683569357035713572357335743575357635773578357935803581358235833584358535863587358835893590359135923593359435953596359735983599360036013602360336043605360636073608360936103611361236133614361536163617361836193620362136223623362436253626362736283629363036313632363336343635363636373638363936403641364236433644364536463647364836493650365136523653365436553656365736583659366036613662366336643665366636673668366936703671367236733674367536763677367836793680368136823683368436853686368736883689369036913692369336943695369636973698369937003701370237033704370537063707370837093710371137123713371437153716371737183719372037213722372337243725372637273728372937303731373237333734373537363737373837393740374137423743374437453746374737483749375037513752375337543755375637573758375937603761376237633764376537663767376837693770377137723773377437753776377737783779378037813782378337843785378637873788378937903791379237933794379537963797379837993800380138023803380438053806380738083809381038113812381338143815381638173818381938203821382238233824382538263827382838293830383138323833383438353836383738383839384038413842384338443845384638473848384938503851385238533854385538563857385838593860386138623863386438653866386738683869387038713872387338743875387638773878387938803881388238833884388538863887388838893890389138923893389438953896389738983899390039013902390339043905390639073908390939103911391239133914391539163917391839193920392139223923392439253926392739283929393039313932393339343935393639373938393939403941394239433944394539463947394839493950395139523953395439553956395739583959396039613962396339643965396639673968396939703971397239733974397539763977397839793980398139823983398439853986398739883989399039913992399339943995399639973998399940004001400240034004400540064007400840094010401140124013401440154016401740184019402040214022402340244025402640274028402940304031403240334034403540364037403840394040404140424043404440454046404740484049405040514052405340544055405640574058405940604061406240634064406540664067406840694070407140724073407440754076407740784079408040814082408340844085408640874088408940904091409240934094409540964097409840994100410141024103410441054106410741084109411041114112411341144115411641174118411941204121412241234124412541264127412841294130413141324133413441354136413741384139414041414142414341444145414641474148414941504151415241534154415541564157415841594160416141624163416441654166416741684169417041714172417341744175417641774178417941804181418241834184418541864187418841894190419141924193419441954196419741984199420042014202420342044205420642074208420942104211421242134214421542164217421842194220422142224223422442254226422742284229423042314232423342344235423642374238423942404241424242434244424542464247424842494250425142524253425442554256425742584259426042614262426342644265426642674268426942704271427242734274427542764277427842794280428142824283428442854286428742884289429042914292429342944295429642974298429943004301430243034304430543064307430843094310431143124313431443154316431743184319432043214322432343244325432643274328432943304331433243334334433543364337433843394340434143424343434443454346434743484349435043514352435343544355435643574358435943604361436243634364436543664367436843694370437143724373437443754376437743784379438043814382438343844385438643874388438943904391439243934394439543964397439843994400440144024403440444054406440744084409441044114412441344144415441644174418441944204421442244234424442544264427442844294430443144324433443444354436443744384439444044414442444344444445444644474448444944504451445244534454445544564457445844594460446144624463446444654466446744684469447044714472447344744475447644774478447944804481448244834484448544864487448844894490449144924493449444954496449744984499450045014502450345044505450645074508450945104511451245134514451545164517451845194520
  1. #ifndef __FIX_VALUES_H__
  2. #define __FIX_VALUES_H__
  3. const int DeliveryForm_BOOKENTRY = 1;
  4. const int DeliveryForm_BEARER = 2;
  5. const int DeliveryForm_BOOK_ENTRY = 1;
  6. const int ExecRestatementReason_GTRENEW = 1;
  7. const int ExecRestatementReason_WAREHOUSE_RECAP = 10;
  8. const int ExecRestatementReason_CANCELEDNOTBEST = 9;
  9. const int ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE = 7;
  10. const int ExecRestatementReason_CXLTRADINGHALT = 6;
  11. const int ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY = 5;
  12. const int ExecRestatementReason_GT_CORPORATE_ACTION = 0;
  13. const int ExecRestatementReason_PEG_REFRESH = 11;
  14. const int ExecRestatementReason_VERBAL = 2;
  15. const int ExecRestatementReason_CANCELED_NOT_BEST = 9;
  16. const int ExecRestatementReason_CANCEL_ON_TRADING_HALT = 6;
  17. const int ExecRestatementReason_REPX = 3;
  18. const int ExecRestatementReason_MRKTOPTION = 8;
  19. const int ExecRestatementReason_VERBAL_CHANGE = 2;
  20. const int ExecRestatementReason_PARTDEC = 5;
  21. const int ExecRestatementReason_CXLSYSTEMFAILURE = 7;
  22. const int ExecRestatementReason_GTCORPACT = 0;
  23. const int ExecRestatementReason_OTHER = 99;
  24. const int ExecRestatementReason_BROKER_OPTION = 4;
  25. const int ExecRestatementReason_WAREHOUSERECAP = 10;
  26. const int ExecRestatementReason_BRKROPT = 4;
  27. const int ExecRestatementReason_REPRICING_OF_ORDER = 3;
  28. const int ExecRestatementReason_MARKET = 8;
  29. const int ExecRestatementReason_GT_RENEWAL = 1;
  30. const int AllocIntermedReqType_PENDING_RELEASE = 2;
  31. const int AllocIntermedReqType_PENDING_REVERSAL = 3;
  32. const int AllocIntermedReqType_ACCOUNTLEVELREJECT = 6;
  33. const int AllocIntermedReqType_PENDINGACCEPT = 1;
  34. const int AllocIntermedReqType_BLOCK_LEVEL_REJECT = 5;
  35. const int AllocIntermedReqType_ACCOUNT_LEVEL_REJECT = 6;
  36. const int AllocIntermedReqType_BLOCKLEVELREJECT = 5;
  37. const int AllocIntermedReqType_PENDING_ACCEPT = 1;
  38. const int AllocIntermedReqType_PENDINGREVERSAL = 3;
  39. const int AllocIntermedReqType_PENDINGRELEASE = 2;
  40. const int AllocIntermedReqType_ACCEPT = 4;
  41. const int SecurityListTypeSource_GICS = 3;
  42. const int SecurityListTypeSource_NAICS = 2;
  43. const int SecurityListTypeSource_ICB = 1;
  44. const int CollInquiryQualifier_PARTIALLY_ASSIGNED = 5;
  45. const int CollInquiryQualifier_OUTSTANDING_TRADES = 7;
  46. const int CollInquiryQualifier_SUBSTITUTIONELIGIBLE = 3;
  47. const int CollInquiryQualifier_TRADE_DATE = 0;
  48. const int CollInquiryQualifier_FULLYASSIGNED = 6;
  49. const int CollInquiryQualifier_SUBSTITUTION_ELIGIBLE = 3;
  50. const int CollInquiryQualifier_FULLY_ASSIGNED = 6;
  51. const int CollInquiryQualifier_NOTASSIGNED = 4;
  52. const int CollInquiryQualifier_GCINSTRUMENT = 1;
  53. const int CollInquiryQualifier_NOT_ASSIGNED = 4;
  54. const int CollInquiryQualifier_COLLATERAL_INSTRUMENT = 2;
  55. const int CollInquiryQualifier_OUTSTANDINGTRADES = 7;
  56. const int CollInquiryQualifier_TRADEDATE = 0;
  57. const int CollInquiryQualifier_GC_INSTRUMENT = 1;
  58. const int CollInquiryQualifier_PARTIALLYASSIGNED = 5;
  59. const int CollInquiryQualifier_COLLATERALINSTRUMENT = 2;
  60. const int ContingencyType_ONE_UPDATES_THE_OTHER_4 = 4;
  61. const int ContingencyType_ONE_TRIGGERS_THE_OTHER = 2;
  62. const int ContingencyType_ONE_CANCELS_THE_OTHER = 1;
  63. const int ContingencyType_ONE_UPDATES_THE_OTHER_3 = 3;
  64. const char EmailType_NEW = '0';
  65. const char EmailType_REPLY = '1';
  66. const char EmailType_ADMIN_REPLY = '2';
  67. const char EmailType_ADMINREPLY = '2';
  68. const char IOIQltyInd_MEDIUM = 'M';
  69. const char IOIQltyInd_HIGH = 'H';
  70. const char IOIQltyInd_LOW = 'L';
  71. const int MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY = 2;
  72. const int MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY = 1;
  73. const int MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY = 0;
  74. const int AccountType_ACCOUNTCUSTOMER = 1;
  75. const int AccountType_HOUSE_TRADER = 3;
  76. const int AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS = 1;
  77. const int AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2;
  78. const int AccountType_FLOOR_TRADER = 4;
  79. const int AccountType_JOINT_BACK_OFFICE_ACCOUNT = 8;
  80. const int AccountType_HOUSETRADER = 3;
  81. const int AccountType_FLOORTRADER = 4;
  82. const int AccountType_ACCOUNTNONCUSTOMERCROSS = 6;
  83. const int AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6;
  84. const int AccountType_ACCOUNTNONCUSTOMER = 2;
  85. const int AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS = 1;
  86. const int AccountType_HOUSETRADERCROSS = 7;
  87. const int AccountType_JOINTBOACCT = 8;
  88. const int AccountType_JOINT_BACKOFFICE_ACCOUNT = 8;
  89. const int AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7;
  90. const int HaltReasonInt_ADDITIONAL_INFORMATION = 3;
  91. const int HaltReasonInt_NEWS_PENDING = 4;
  92. const int HaltReasonInt_ORDER_INFLUX = 1;
  93. const int HaltReasonInt_NEWS_DISSEMINATION = 0;
  94. const int HaltReasonInt_EQUIPMENT_CHANGEOVER = 5;
  95. const int HaltReasonInt_ORDER_IMBALANCE = 2;
  96. const char ClearingFeeIndicator_3RDYEARDELEGATE[] = "3";
  97. const char ClearingFeeIndicator_FULLASSOCIATEMEMBER[] = "F";
  98. const char ClearingFeeIndicator_106H_AND_106J_FIRMS[] = "H";
  99. const char ClearingFeeIndicator_4THYEARDELEGATE[] = "4";
  100. const char ClearingFeeIndicator_5THYEARDELEGATE[] = "5";
  101. const char ClearingFeeIndicator_EQUITYCLEARINGMEMBER[] = "E";
  102. const char ClearingFeeIndicator_GIMIDEMCOMMEMBERSHIP[] = "I";
  103. const char ClearingFeeIndicator_2NDYEARDELEGATE[] = "2";
  104. const char ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "1";
  105. const char ClearingFeeIndicator_1STYEARDELEGATE[] = "1";
  106. const char ClearingFeeIndicator_106H106J[] = "H";
  107. const char ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS[] = "I";
  108. const char ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "2";
  109. const char ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "4";
  110. const char ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "3";
  111. const char ClearingFeeIndicator_LESSEE_106F_EMPLOYEES[] = "L";
  112. const char ClearingFeeIndicator_6THYEARDELEGATE[] = "9";
  113. const char ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER[] = "C";
  114. const char ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "5";
  115. const char ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS[] = "F";
  116. const char ClearingFeeIndicator_CBOE_MEMBER[] = "B";
  117. const char ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "1";
  118. const char ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "5";
  119. const char ClearingFeeIndicator_NONMEMBERCUSTOMER[] = "C";
  120. const char ClearingFeeIndicator_LESSEE_AND_106F_EMPLOYEES[] = "L";
  121. const char ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR[] = "F";
  122. const char ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "3";
  123. const char ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "2";
  124. const char ClearingFeeIndicator_CBOEMEMBER[] = "B";
  125. const char ClearingFeeIndicator_LESSEE106F[] = "L";
  126. const char ClearingFeeIndicator_ALLOTHERS[] = "M";
  127. const char ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER[] = "E";
  128. const char ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES[] = "M";
  129. const char ClearingFeeIndicator_6TH_YEAR_AND_BEYOND_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "9";
  130. const char ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "4";
  131. const char ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "9";
  132. const int BidType_DISCLOSED_STYLE = 2;
  133. const int BidType_NONDISC = 1;
  134. const int BidType_NO_BIDDING_PROCESS = 3;
  135. const int BidType_DISC = 2;
  136. const int BidType_DISCLOSED_SYTLE = 2;
  137. const int BidType_NOBID = 3;
  138. const int BidType_NON_DISCLOSED_STYLE = 1;
  139. const int QuotePriceType_PER_SHARE = 2;
  140. const int QuotePriceType_BASISPOINTSRELATIVETOBENCHMARK = 6;
  141. const int QuotePriceType_TEDPRICE = 7;
  142. const int QuotePriceType_PERSHARE = 2;
  143. const int QuotePriceType_YIELD = 10;
  144. const int QuotePriceType_FIXED_AMOUNT = 3;
  145. const int QuotePriceType_TED_YIELD = 8;
  146. const int QuotePriceType_PREMIUM = 5;
  147. const int QuotePriceType_FIXEDAMOUNT = 3;
  148. const int QuotePriceType_YIELDSPREADSWAPS = 9;
  149. const int QuotePriceType_TEDYIELD = 8;
  150. const int QuotePriceType_DISCOUNT = 4;
  151. const int QuotePriceType_YIELD_SPREAD = 9;
  152. const int QuotePriceType_TED_PRICE = 7;
  153. const int QuotePriceType_PERCENT = 1;
  154. const int QuotePriceType_SPREAD = 6;
  155. const int MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE = 4;
  156. const int MultilegPriceMethod_REVERSED_NET_PRICE = 1;
  157. const int MultilegPriceMethod_MULTIPLIED_PRICE = 5;
  158. const int MultilegPriceMethod_INDIVIDUAL = 3;
  159. const int MultilegPriceMethod_YIELD_DIFFERENCE = 2;
  160. const int MultilegPriceMethod_NET_PRICE = 0;
  161. const int ListMethod_PRE_LISTED_ONLY = 0;
  162. const int ListMethod_USER_REQUESTED = 1;
  163. const char MDImplicitDelete_NO = 'N';
  164. const char MDImplicitDelete_YES = 'Y';
  165. const int RoutingType_BLOCKLIST = 4;
  166. const int RoutingType_TARGET_LIST = 2;
  167. const int RoutingType_TARGET_FIRM = 1;
  168. const int RoutingType_TARGETFIRM = 1;
  169. const int RoutingType_TARGETLIST = 2;
  170. const int RoutingType_BLOCK_LIST = 4;
  171. const int RoutingType_BLOCK_FIRM = 3;
  172. const int RoutingType_BLOCKFIRM = 3;
  173. const char BidTradeType_RISKTRADE = 'R';
  174. const char BidTradeType_VWAPGUARANTEE = 'G';
  175. const char BidTradeType_AGENCY = 'A';
  176. const char BidTradeType_GUARANTEEDCLOSE = 'J';
  177. const char BidTradeType_VWAP_GUARANTEE = 'G';
  178. const char BidTradeType_RISK_TRADE = 'R';
  179. const char BidTradeType_GUARANTEED_CLOSE = 'J';
  180. const int OrdRejReason_INCORRECT_ALLOCATED_QUANTITY = 14;
  181. const int OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER = 7;
  182. const int OrdRejReason_DUPLICATEVERBAL = 7;
  183. const int OrdRejReason_ORDER_EXCEEDS_LIMIT = 3;
  184. const int OrdRejReason_EXCHANGE_CLOSED = 2;
  185. const int OrdRejReason_DUPLICATE = 6;
  186. const int OrdRejReason_SURVEILLENCE_OPTION = 12;
  187. const int OrdRejReason_UNKNOWN_ORDER = 5;
  188. const int OrdRejReason_INCORRECTALLOCATEDQUANTITY = 14;
  189. const int OrdRejReason_TOOLATE = 4;
  190. const int OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11;
  191. const int OrdRejReason_DUPLICATE_ORDER = 6;
  192. const int OrdRejReason_TOO_LATE_TO_ENTER = 4;
  193. const int OrdRejReason_INCORRECT_QUANTITY = 13;
  194. const int OrdRejReason_UNKNOWNSYM = 1;
  195. const int OrdRejReason_STALE = 8;
  196. const int OrdRejReason_UNKNOWN_ACCOUNT = 15;
  197. const int OrdRejReason_INVALID_PRICE_INCREMENT = 18;
  198. const int OrdRejReason_BROKEROPT = 0;
  199. const int OrdRejReason_EXCEEDSLIM = 3;
  200. const int OrdRejReason_INVALID_INVESTOR_ID = 10;
  201. const int OrdRejReason_UNKNOWN_SYMBOL = 1;
  202. const int OrdRejReason_INCORRECTQUANTITY = 13;
  203. const int OrdRejReason_UNKNOWNACCOUNTS = 15;
  204. const int OrdRejReason_OTHER = 99;
  205. const int OrdRejReason_BROKER = 0;
  206. const int OrdRejReason_BROKER_OPTION = 0;
  207. const int OrdRejReason_SURVEILLENCE = 12;
  208. const int OrdRejReason_EXCHCLOSED = 2;
  209. const int OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 16;
  210. const int OrdRejReason_INVINVID = 10;
  211. const int OrdRejReason_UNSUPPORDERCHAR = 11;
  212. const int OrdRejReason_TRADEALONGREQ = 9;
  213. const int OrdRejReason_UNKNOWN = 5;
  214. const int OrdRejReason_TRADE_ALONG_REQUIRED = 9;
  215. const int OrdRejReason_STALE_ORDER = 8;
  216. const int MaturityMonthYearIncrementUnits_WEEKS = 2;
  217. const int MaturityMonthYearIncrementUnits_MONTHS = 0;
  218. const int MaturityMonthYearIncrementUnits_YEARS = 3;
  219. const int MaturityMonthYearIncrementUnits_DAYS = 1;
  220. const char DisplayWhen_EXHAUST = '2';
  221. const char DisplayWhen_IMMEDIATE = '1';
  222. const int ApplQueueAction_END_SESSION = 3;
  223. const int ApplQueueAction_QUEUEFLUSHED = 1;
  224. const int ApplQueueAction_QUEUE_FLUSHED = 1;
  225. const int ApplQueueAction_ENDSESSION = 3;
  226. const int ApplQueueAction_OVERLAYLAST = 2;
  227. const int ApplQueueAction_OVERLAY_LAST = 2;
  228. const int ApplQueueAction_NOACTIONTAKEN = 0;
  229. const int ApplQueueAction_NO_ACTION_TAKEN = 0;
  230. const char RegistTransType_REPLACE = '1';
  231. const char RegistTransType_NEW = '0';
  232. const char RegistTransType_CANCEL = '2';
  233. const int PriceType_PRODUCT_TICKS_IN_HALFS = 13;
  234. const int PriceType_FIXEDCABINETTRADEPRICE = 10;
  235. const int PriceType_PER_SHARE = 2;
  236. const int PriceType_PCT = 1;
  237. const int PriceType_VARIABLECABINETTRADEPRICE = 11;
  238. const int PriceType_PRODUCT_TICKS_IN_FOURTHS = 14;
  239. const int PriceType_TEDPRICE = 7;
  240. const int PriceType_YIELD = 9;
  241. const int PriceType_TED_YIELD = 8;
  242. const int PriceType_PREMIUM = 5;
  243. const int PriceType_FIXED_AMOUNT = 3;
  244. const int PriceType_TEDYIELD = 8;
  245. const int PriceType_DISCOUNT = 4;
  246. const int PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS = 18;
  247. const int PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS = 19;
  248. const int PriceType_CPS = 2;
  249. const int PriceType_PERCENTAGE = 1;
  250. const int PriceType_PRODUCT_TICKS_IN_EIGHTS = 15;
  251. const int PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS = 17;
  252. const int PriceType_ABS = 3;
  253. const int PriceType_VARIABLE_CABINET_TRADE_PRICE = 11;
  254. const int PriceType_PER_UNIT = 2;
  255. const int PriceType_PRODUCT_TICKS_IN_SIXTEENTHS = 16;
  256. const int PriceType_TED_PRICE = 7;
  257. const int PriceType_FIXED_CABINET_TRADE_PRICE = 10;
  258. const int PriceType_SPREAD = 6;
  259. const int PriceType_BASIS_POINTS_RELATIVE_TO_BENCHMARK = 6;
  260. const int SettlObligMode_PRELIMINARY = 1;
  261. const int SettlObligMode_FINAL = 2;
  262. const char SecurityUpdateAction_DELETE = 'D';
  263. const char SecurityUpdateAction_ADD = 'A';
  264. const char SecurityUpdateAction_MODIFY = 'M';
  265. const int NetworkRequestType_STOP_SUBSCRIBING = 4;
  266. const int NetworkRequestType_LEVELOFDETAIL = 8;
  267. const int NetworkRequestType_SUBSCRIBE = 2;
  268. const int NetworkRequestType_SNAPSHOT = 1;
  269. const int NetworkRequestType_STOPSUBSCRIBING = 4;
  270. const int NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED = 8;
  271. const int PartyRole_TRADER_MNEMONIC = 53;
  272. const int PartyRole_ACCEPTABLE_COUNTERPARTY = 56;
  273. const int PartyRole_HOST_COMPETENT_AUTHORITY = 68;
  274. const int PartyRole_CONTRATRADER = 37;
  275. const int PartyRole_EXECUTINGFIRM = 1;
  276. const int PartyRole_CUSTOMER_ACCOUNT = 24;
  277. const int PartyRole_POSITIONACCOUNT = 38;
  278. const int PartyRole_REPORT_ORIGINATOR = 62;
  279. const int PartyRole_CONTRAFIRM = 17;
  280. const int PartyRole_EXECUTION_VENUE = 73;
  281. const int PartyRole_INTERMEDIARY = 29;
  282. const int PartyRole_ORDER_ENTRY_OPERATOR_ID = 44;
  283. const int PartyRole_INTRODUCING_BROKER = 60;
  284. const int PartyRole_FOREIGN_FIRM = 46;
  285. const int PartyRole_HOME_COMPETENT_AUTHORITY = 69;
  286. const int PartyRole_EXECUTINGSYSTEM = 16;
  287. const int PartyRole_SECONDARY_ACCOUNT_NUMBER = 45;
  288. const int PartyRole_INVESTMENT_FIRM = 67;
  289. const int PartyRole_CONTRA_CLEARING_FIRM = 18;
  290. const int PartyRole_CONTRA_POSITION_ACCOUNT = 41;
  291. const int PartyRole_SYSTEMATIC_INTERNALISER = 63;
  292. const int PartyRole_EXCHANGE = 22;
  293. const int PartyRole_INTERNAL_CARRY_ACCOUNT = 43;
  294. const int PartyRole_LOCATE = 8;
  295. const int PartyRole_CORRESPONDENTCLEARINGORGANIZATION = 25;
  296. const int PartyRole_ORDER_ORIGINATION_TRADER = 11;
  297. const int PartyRole_SUB_CUSTODIAN = 31;
  298. const int PartyRole_ENTERING_UNIT = 58;
  299. const int PartyRole_STEP_OUT_FIRM = 80;
  300. const int PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION = 71;
  301. const int PartyRole_SENDER_LOCATION = 54;
  302. const int PartyRole_REGULATED_MARKET = 65;
  303. const int PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY = 85;
  304. const int PartyRole_SETTLEMENTLOCATION = 10;
  305. const int PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY = 70;
  306. const int PartyRole_QUOTE_ORIGINATOR = 61;
  307. const int PartyRole_CLEARING_ORGANIZATION = 21;
  308. const int PartyRole_SESSION_ID = 55;
  309. const int PartyRole_MARKET_MAKER = 66;
  310. const int PartyRole_INTERESTED_PARTY = 33;
  311. const int PartyRole_TRANSFER_TO_FIRM = 40;
  312. const int PartyRole_CONTRA_TRADER = 37;
  313. const int PartyRole_ENTERINGTRADER = 36;
  314. const int PartyRole_ENTERING_TRADER = 36;
  315. const int PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT = 52;
  316. const int PartyRole_BENEFICIARY = 32;
  317. const int PartyRole_CONTRA_INVESTOR_ID = 39;
  318. const int PartyRole_FORIEGN_FIRM = 46;
  319. const int PartyRole_SETTLEMENT_LOCATION = 10;
  320. const int PartyRole_CLEARINGORGANIZATION = 21;
  321. const int PartyRole_EXECUTING_SYSTEM = 16;
  322. const int PartyRole_CLEARING_FIRM = 4;
  323. const int PartyRole_PLEDGEE_ACCOUNT = 51;
  324. const int PartyRole_CLIENT_ID = 3;
  325. const int PartyRole_ENTERING_FIRM = 7;
  326. const int PartyRole_ALLOCENTITY = 39;
  327. const int PartyRole_INVESTOR_ID = 5;
  328. const int PartyRole_CLEARINGFIRM = 4;
  329. const int PartyRole_CORRESPONDANT_CLEARING_FIRM = 15;
  330. const int PartyRole_SUBCUSTODIAN = 31;
  331. const int PartyRole_BUYER_SELLER = 27;
  332. const int PartyRole_CLEARING_ACCOUNT = 83;
  333. const int PartyRole_ENTERINGFIRM = 7;
  334. const int PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES = 79;
  335. const int PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION = 25;
  336. const int PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY = 84;
  337. const int PartyRole_CUSTOMERACCOUNT = 24;
  338. const int PartyRole_MARKET_DATA_ENTRY_ORIGINATOR = 74;
  339. const int PartyRole_INTRODUCINGFIRM = 6;
  340. const int PartyRole_EXECUTING_UNIT = 59;
  341. const int PartyRole_CENTRAL_REGISTRATION_DEPOSITORY = 82;
  342. const int PartyRole_INTERESTEDPARTY = 33;
  343. const int PartyRole_LOCATION_ID = 75;
  344. const int PartyRole_ORDERORIGINATOR = 13;
  345. const int PartyRole_CORRESPONDENT_BROKER = 26;
  346. const int PartyRole_ASSET_MANAGER = 49;
  347. const int PartyRole_MULTILATERAL_TRADING_FACILITY = 64;
  348. const int PartyRole_SPONSORINGFIRM = 19;
  349. const int PartyRole_ORDER_ORIGINATION_FIRM = 13;
  350. const int PartyRole_CONTRA_EXCHANGE = 42;
  351. const int PartyRole_INVESTORID = 5;
  352. const int PartyRole_FUNDMANAGER = 9;
  353. const int PartyRole_REGULATORYBODY = 34;
  354. const int PartyRole_CONTRA_FIRM = 17;
  355. const int PartyRole_BROKER_OF_CREDIT = 2;
  356. const int PartyRole_LIQUIDITYPROVIDER = 35;
  357. const int PartyRole_GIVEUPCLEARINGFIRM = 14;
  358. const int PartyRole_CONTRACLEARINGFIRM = 18;
  359. const int PartyRole_CLAIMING_ACCOUNT = 48;
  360. const int PartyRole_INTRODUCING_FIRM = 6;
  361. const int PartyRole_GIVEUP_CLEARING_FIRM = 14;
  362. const int PartyRole_EXECUTINGTRADER = 12;
  363. const int PartyRole_UNDERLYING_CONTRA_FIRM = 20;
  364. const int PartyRole_EXECUTING_FIRM = 1;
  365. const int PartyRole_AGENT = 30;
  366. const int PartyRole_LIQUIDITY_PROVIDER = 35;
  367. const int PartyRole_POSITION_ACCOUNT = 38;
  368. const int PartyRole_BROKEROFCREDIT = 2;
  369. const int PartyRole_THIRD_PARTY_ALLOCATION_FIRM = 47;
  370. const int PartyRole_CLIENTID = 3;
  371. const int PartyRole_PLEDGOR_ACCOUNT = 50;
  372. const int PartyRole_REPORTING_INTERMEDIARY = 72;
  373. const int PartyRole_EXECUTING_TRADER = 12;
  374. const int PartyRole_CUSTODIAN = 28;
  375. const int PartyRole_BROKERCLEARINGID = 81;
  376. const int PartyRole_CORRESPONDENTBROKER = 26;
  377. const int PartyRole_LOCATE_LENDING_FIRM = 8;
  378. const int PartyRole_INITIATINGTRADER = 11;
  379. const int PartyRole_REGULATORY_BODY = 34;
  380. const int PartyRole_UNACCEPTABLE_COUNTERPARTY = 57;
  381. const int PartyRole_CORRESPONDANTCLEARINGFIRM = 15;
  382. const int PartyRole_FUND_MANAGER_CLIENT_ID = 9;
  383. const int PartyRole_BUYERSELLERRECEIVERDELIVERER = 27;
  384. const int PartyRole_DESK_ID = 76;
  385. const int PartyRole_ALLOCATION_ENTITY = 78;
  386. const int PartyRole_MARKET_DATA_MARKET = 77;
  387. const int PartyRole_SPONSORING_FIRM = 19;
  388. const int PartyRole_LOCATELENDINGFIRM = 8;
  389. const int PartyRole_UNDRCONTRAFIRM = 20;
  390. const char AssignmentMethod_PRO_RATA = 'P';
  391. const char AssignmentMethod_RANDOM = 'R';
  392. const char AssignmentMethod_PRORATA = 'P';
  393. const int StrategyParameterType_MONTHYEAR = 18;
  394. const int StrategyParameterType_TZTIMEONLY = 27;
  395. const int StrategyParameterType_PRICE = 8;
  396. const int StrategyParameterType_QTY = 7;
  397. const int StrategyParameterType_BOOLEAN = 13;
  398. const int StrategyParameterType_MULTIPLECHARVALUE = 15;
  399. const int StrategyParameterType_CHAR = 12;
  400. const int StrategyParameterType_NUMINGROUP = 3;
  401. const int StrategyParameterType_TAGNUM = 5;
  402. const int StrategyParameterType_COUNTRY = 25;
  403. const int StrategyParameterType_TENOR = 29;
  404. const int StrategyParameterType_LOCALMKTTIME = 21;
  405. const int StrategyParameterType_INT = 1;
  406. const int StrategyParameterType_LOCALMKTDATE = 21;
  407. const int StrategyParameterType_EXCHANGE = 17;
  408. const int StrategyParameterType_LANGUAGE = 26;
  409. const int StrategyParameterType_MONTH_YEAR = 18;
  410. const int StrategyParameterType_PERCENTAGE = 11;
  411. const int StrategyParameterType_LENGTH = 2;
  412. const int StrategyParameterType_TZTIMESTAMP = 28;
  413. const int StrategyParameterType_MULTIPLESTRINGVALUE = 24;
  414. const int StrategyParameterType_UTCTIMESTAMP = 19;
  415. const int StrategyParameterType_DATA = 23;
  416. const int StrategyParameterType_CURRENCY = 16;
  417. const int StrategyParameterType_STRING = 14;
  418. const int StrategyParameterType_AMT = 10;
  419. const int StrategyParameterType_FLOAT = 6;
  420. const int StrategyParameterType_UTCDATE = 22;
  421. const int StrategyParameterType_UTCTIMEONLY = 20;
  422. const int StrategyParameterType_SEQNUM = 4;
  423. const int StrategyParameterType_UTCDATEONLY = 22;
  424. const int StrategyParameterType_PRICEOFFSET = 9;
  425. const int EncryptMethod_PGP_DES_MD5 = 5;
  426. const int EncryptMethod_PGPDESMD5SEEAPPNOTEONFIXWEBSITE = 5;
  427. const int EncryptMethod_PKCS_DES = 3;
  428. const int EncryptMethod_NONEOTHER = 0;
  429. const int EncryptMethod_PKCSDESPROPRIETARY = 3;
  430. const int EncryptMethod_PGPDESDEFUNCT = 4;
  431. const int EncryptMethod_PEMDESMD5SEEAPPNOTEONFIXWEBSITENAFORFIXMLNOTUSED = 6;
  432. const int EncryptMethod_PKCS = 1;
  433. const int EncryptMethod_PGP_DES = 4;
  434. const int EncryptMethod_NONE = 0;
  435. const int EncryptMethod_DES = 2;
  436. const int EncryptMethod_PKCSPROPRIETARY = 1;
  437. const int EncryptMethod_NONE_OTHER = 0;
  438. const int EncryptMethod_DESECBMODE = 2;
  439. const int EncryptMethod_PEM_DES_MD5 = 6;
  440. const char PosAmtType_ACCRUED_COUPON_AMOUNT[] = "ACPN";
  441. const char PosAmtType_PREMIUM_AMOUNT[] = "PREM";
  442. const char PosAmtType_STARTOFDAYMARKTOMARKETAMOUNT[] = "SMTM";
  443. const char PosAmtType_INCREMENTALMARKTOMARKETAMOUNT[] = "IMTM";
  444. const char PosAmtType_CASHAMOUNTCORPORATEEVENT[] = "CASH";
  445. const char PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET[] = "ICMTM";
  446. const char PosAmtType_TOTAL_BANKED_AMOUNT[] = "BANK";
  447. const char PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT[] = "FMTM";
  448. const char PosAmtType_SETTLEMENT_VALUE[] = "SETL";
  449. const char PosAmtType_VALUEADJUSTEDAMOUNT[] = "VADJ";
  450. const char PosAmtType_CASH_AMOUNT[] = "CASH";
  451. const char PosAmtType_PREMIUMAMOUNT[] = "PREM";
  452. const char PosAmtType_INITIAL_TRADE_COUPON_AMOUNT[] = "ICPN";
  453. const char PosAmtType_INCREMENTAL_ACCRUED_COUPON[] = "IACPN";
  454. const char PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT[] = "SMTM";
  455. const char PosAmtType_VALUE_ADJUSTED_AMOUNT[] = "VADJ";
  456. const char PosAmtType_CASHRESIDUALAMOUNT[] = "CRES";
  457. const char PosAmtType_COLLATERALIZED_MARK_TO_MARKET[] = "CMTM";
  458. const char PosAmtType_CASH_RESIDUAL_AMOUNT[] = "CRES";
  459. const char PosAmtType_COMPENSATION_AMOUNT[] = "DLV";
  460. const char PosAmtType_TRADE_VARIATION_AMOUNT[] = "TVAR";
  461. const char PosAmtType_TRADEVARIATIONAMOUNT[] = "TVAR";
  462. const char PosAmtType_FINALMARKTOMARKETAMOUNT[] = "FMTM";
  463. const char PosAmtType_COUPON_AMOUNT[] = "CPN";
  464. const char PosAmtType_TOTAL_COLLATERALIZED_AMOUNT[] = "COLAT";
  465. const char PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT[] = "IMTM";
  466. const char ResetSeqNumFlag_NO = 'N';
  467. const char ResetSeqNumFlag_YES = 'Y';
  468. const int CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED = 7;
  469. const int CollInquiryResult_NOCOLLATERALFOUNDFORTHEORDERSPECIFIED = 7;
  470. const int CollInquiryResult_NOCOLLATERALFOUNDFORTHETRADESPECIFIED = 6;
  471. const int CollInquiryResult_INVALIDORUNKNOWNINSTRUMENT = 1;
  472. const int CollInquiryResult_INVALID_DESTINATION_REQUESTED = 5;
  473. const int CollInquiryResult_INVALIDORUNKNOWNCOLLATERALTYPE = 2;
  474. const int CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY = 9;
  475. const int CollInquiryResult_INVALIDTRANSPORTTYPEREQUESTED = 4;
  476. const int CollInquiryResult_INVALIDPARTIES = 3;
  477. const int CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE = 2;
  478. const int CollInquiryResult_INVALIDDESTINATIONREQUESTED = 5;
  479. const int CollInquiryResult_SUCCESSFUL = 0;
  480. const int CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1;
  481. const int CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED = 8;
  482. const int CollInquiryResult_OTHER = 99;
  483. const int CollInquiryResult_UNAUTHORIZEDFORCOLLATERALINQUIRY = 9;
  484. const int CollInquiryResult_COLLATERALINQUIRYTYPENOTSUPPORTED = 8;
  485. const int CollInquiryResult_INVALID_PARTIES = 3;
  486. const int CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4;
  487. const int CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED = 6;
  488. const int CollAsgnRespType_DECLINED = 2;
  489. const int CollAsgnRespType_RECEIVED = 0;
  490. const int CollAsgnRespType_REJECTED = 3;
  491. const int CollAsgnRespType_ACCEPTED = 1;
  492. const char UnsolicitedIndicator_NO = 'N';
  493. const char UnsolicitedIndicator_YES = 'Y';
  494. const int QuoteEntryRejectReason_UNKNWNSYM = 1;
  495. const int QuoteEntryRejectReason_EXCHCLSD = 2;
  496. const int QuoteEntryRejectReason_EXHCNAGE = 2;
  497. const int QuoteEntryRejectReason_DUPORD = 6;
  498. const int QuoteEntryRejectReason_INVALID_PRICE = 8;
  499. const int QuoteEntryRejectReason_TOOLATE = 4;
  500. const int QuoteEntryRejectReason_INVBIDASK = 7;
  501. const int QuoteEntryRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9;
  502. const int QuoteEntryRejectReason_TOO_LATE_TO_ENTER = 4;
  503. const int QuoteEntryRejectReason_QUOTE_EXCEEDS_LIMIT = 3;
  504. const int QuoteEntryRejectReason_ORDEXCLIM = 3;
  505. const int QuoteEntryRejectReason_UNKNORD = 5;
  506. const int QuoteEntryRejectReason_INVPX = 8;
  507. const int QuoteEntryRejectReason_EXCHANGE = 2;
  508. const int QuoteEntryRejectReason_UNKNOWN_SYMBOL = 1;
  509. const int QuoteEntryRejectReason_NOTAUTH = 9;
  510. const int QuoteEntryRejectReason_OTHER = 99;
  511. const int QuoteEntryRejectReason_INVALID_BID_ASK_SPREAD = 7;
  512. const int QuoteEntryRejectReason_UNKNOWN_QUOTE = 5;
  513. const int QuoteEntryRejectReason_DUPLICATE_QUOTE = 6;
  514. const char OrderCapacity_PROPRIETARY = 'G';
  515. const char OrderCapacity_RISKLESS_PRINCIPAL = 'R';
  516. const char OrderCapacity_AGENT_FOR_OTHER_MEMBER = 'W';
  517. const char OrderCapacity_PRINCIPAL = 'P';
  518. const char OrderCapacity_AGENCY = 'A';
  519. const char OrderCapacity_INDIVIDUAL = 'I';
  520. const char OrderCapacity_AGENTOTHERMEMBER = 'W';
  521. const char OrderCapacity_RISKLESSPRINCIPAL = 'R';
  522. const int QuoteAckStatus_CANCELED_FOR_UNDERLYING = 3;
  523. const int QuoteAckStatus_CANCELED_ALL = 4;
  524. const int QuoteAckStatus_CANCELED_FOR_SECURITY_TYPE = 2;
  525. const int QuoteAckStatus_REJECTED = 5;
  526. const int QuoteAckStatus_CANCELED_FOR_SYMBOL = 1;
  527. const int QuoteAckStatus_ACCEPTED = 0;
  528. const int UserRequestType_CHANGE_PASSWORD_FOR_USER = 3;
  529. const int UserRequestType_CHANGEPASSWORDFORUSER = 3;
  530. const int UserRequestType_LOGOFFUSER = 2;
  531. const int UserRequestType_LOG_OFF_USER = 2;
  532. const int UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS = 4;
  533. const int UserRequestType_REQUESTINDIVIDUALUSERSTATUS = 4;
  534. const int UserRequestType_LOGONUSER = 1;
  535. const int UserRequestType_LOG_ON_USER = 1;
  536. const int TradeReportTransType_REPLACE = 2;
  537. const int TradeReportTransType_NEW = 0;
  538. const int TradeReportTransType_REVERSE = 4;
  539. const int TradeReportTransType_CANCEL = 1;
  540. const int TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE = 5;
  541. const int TradeReportTransType_RELEASE = 3;
  542. const char AdvSide_CROSS = 'X';
  543. const char AdvSide_TRADE = 'T';
  544. const char AdvSide_BUY = 'B';
  545. const char AdvSide_SELL = 'S';
  546. const int CoveredOrUncovered_COVERED = 0;
  547. const int CoveredOrUncovered_UNCOVERED = 1;
  548. const int AcctIDSource_TFMGSPTA = 3;
  549. const int AcctIDSource_TFM = 3;
  550. const int AcctIDSource_DTCCCODE = 5;
  551. const int AcctIDSource_SIDCODE = 2;
  552. const int AcctIDSource_OMGEOALERTID = 4;
  553. const int AcctIDSource_BIC = 1;
  554. const int AcctIDSource_OTHER = 99;
  555. const int AcctIDSource_OMGEO = 4;
  556. const int AcctIDSource_SID_CODE = 2;
  557. const int AcctIDSource_DTCC_CODE = 5;
  558. const int TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA = 2;
  559. const int TradeRequestType_ALL_TRADES = 0;
  560. const int TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST = 1;
  561. const int TradeRequestType_UNREPORTEDTRADES = 3;
  562. const int TradeRequestType_ALLTRADES = 0;
  563. const int TradeRequestType_ADVISORIESMATCH = 4;
  564. const int TradeRequestType_MATCHEDTRADES = 1;
  565. const int TradeRequestType_UNMATCHEDTRADES = 2;
  566. const int TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA = 3;
  567. const int TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA = 4;
  568. const int TradSesStatus_PRECLOSE = 5;
  569. const int TradSesStatus_HALTED = 1;
  570. const int TradSesStatus_REQREJ = 6;
  571. const int TradSesStatus_REQUEST_REJECTED = 6;
  572. const int TradSesStatus_OPEN = 2;
  573. const int TradSesStatus_PREOPEN = 4;
  574. const int TradSesStatus_PRE_OPEN = 4;
  575. const int TradSesStatus_UNKNOWN = 0;
  576. const int TradSesStatus_PRE_CLOSE = 5;
  577. const int TradSesStatus_CLOSED = 3;
  578. const int PegPriceType_LAST_PEG = 1;
  579. const int PegPriceType_PRIMARY_PEG = 5;
  580. const int PegPriceType_OPENING_PEG = 3;
  581. const int PegPriceType_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 6;
  582. const int PegPriceType_TRAILING_STOP_PEG = 8;
  583. const int PegPriceType_PEG_TO_LIMIT_PRICE = 9;
  584. const int PegPriceType_MID_PRICE_PEG = 2;
  585. const int PegPriceType_MARKET_PEG = 4;
  586. const int PegPriceType_PEG_TO_VWAP = 7;
  587. const int StreamAsgnRejReason_NO_AVAILABLE_STREAM = 3;
  588. const int StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE = 1;
  589. const int StreamAsgnRejReason_UNKNOWN_CLIENT = 0;
  590. const int StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR = 2;
  591. const int StreamAsgnRejReason_OTHER = 99;
  592. const char ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT[] = "FUTDA";
  593. const char ValuationMethod_PREMIUM_STYLE[] = "EQTY";
  594. const char ValuationMethod_CDS_IN_DELIVERY[] = "CDSD";
  595. const char ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON[] = "CDS";
  596. const char ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET[] = "FUT";
  597. const char TriggerType_SPECIFIED_TRADING_SESSION = '2';
  598. const char TriggerType_NEXT_AUCTION = '3';
  599. const char TriggerType_PRICE_MOVEMENT = '4';
  600. const char TriggerType_PARTIAL_EXECUTION = '1';
  601. const char PriceProtectionScope_LOCAL = '1';
  602. const char PriceProtectionScope_NONE = '0';
  603. const char PriceProtectionScope_GLOBAL = '3';
  604. const char PriceProtectionScope_NATIONAL = '2';
  605. const int TradeReportRejectReason_SUCCESSFULDEFAULT = 0;
  606. const int TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES = 3;
  607. const int TradeReportRejectReason_SUCCESSFUL = 0;
  608. const int TradeReportRejectReason_INVALID_PARTY_ONFORMATION = 1;
  609. const int TradeReportRejectReason_UNKNOWN_INSTRUMENT = 2;
  610. const int TradeReportRejectReason_OTHER = 99;
  611. const int TradeReportRejectReason_INVALIDTRADETYPE = 4;
  612. const int TradeReportRejectReason_UNKNOWNINSTRUMENT = 2;
  613. const int TradeReportRejectReason_INVALID_TRADE_TYPE = 4;
  614. const int TradeReportRejectReason_UNAUTHORIZEDTOREPORTTRADES = 3;
  615. const int TradeReportRejectReason_INVALIDPARTYINFORMATION = 1;
  616. const int SecurityListType_NEWSPAPER_LIST = 4;
  617. const int SecurityListType_TRADING_LIST = 2;
  618. const int SecurityListType_INDUSTRY_CLASSIFICATION = 1;
  619. const int SecurityListType_MARKET = 3;
  620. const int QuoteRejectReason_QUOTE_LOCKED = 11;
  621. const int QuoteRejectReason_UNKNSYM = 1;
  622. const int QuoteRejectReason_EXCHCLSD = 2;
  623. const int QuoteRejectReason_DUPORD = 6;
  624. const int QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 13;
  625. const int QuoteRejectReason_INVALID_PRICE = 8;
  626. const int QuoteRejectReason_TOOLATE = 4;
  627. const int QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9;
  628. const int QuoteRejectReason_TOO_LATE_TO_ENTER = 4;
  629. const int QuoteRejectReason_UNKNORD = 5;
  630. const int QuoteRejectReason_INVPX = 8;
  631. const int QuoteRejectReason_EXCHANGE = 2;
  632. const int QuoteRejectReason_INVSPREAD = 7;
  633. const int QuoteRejectReason_UNKNOWN_SYMBOL = 1;
  634. const int QuoteRejectReason_NOTAUTH = 9;
  635. const int QuoteRejectReason_OTHER = 99;
  636. const int QuoteRejectReason_INVALID_BID_ASK_SPREAD = 7;
  637. const int QuoteRejectReason_UNKNOWN_QUOTE = 5;
  638. const int QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 12;
  639. const int QuoteRejectReason_ORDEXLIM = 3;
  640. const int QuoteRejectReason_DUPLICATE_QUOTE = 6;
  641. const int QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 10;
  642. const int QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3;
  643. const char PossResend_NO = 'N';
  644. const char PossResend_YES = 'Y';
  645. const int QuantityType_SHARES = 1;
  646. const int QuantityType_CURRENTFACE = 3;
  647. const int QuantityType_PAR = 8;
  648. const int QuantityType_BONDS = 2;
  649. const int QuantityType_ORIGINALFACE = 4;
  650. const int QuantityType_CONTRACTS = 6;
  651. const int QuantityType_OTHER = 7;
  652. const int QuantityType_CURRENCY = 5;
  653. const int ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 4;
  654. const int ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE = 3;
  655. const int ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE = 1;
  656. const int ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE = 5;
  657. const int ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 2;
  658. const int ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT = 3;
  659. const int ImpliedMarketIndicator_NOT_IMPLIED = 0;
  660. const int ImpliedMarketIndicator_IMPLIED_OUT = 2;
  661. const int ImpliedMarketIndicator_IMPLIED_IN = 1;
  662. const int QuoteRequestType_AUTOMATIC = 2;
  663. const int QuoteRequestType_MAN = 1;
  664. const int QuoteRequestType_AUTO = 2;
  665. const int QuoteRequestType_MANUAL = 1;
  666. const int SecurityRequestResult_INSTRUMENTUNAVAILABLE = 4;
  667. const int SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2;
  668. const int SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA = 3;
  669. const int SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE = 4;
  670. const int SecurityRequestResult_VALID_REQUEST = 0;
  671. const int SecurityRequestResult_VALIDREQ = 0;
  672. const int SecurityRequestResult_NOINSTRUMENTSFOUND = 2;
  673. const int SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1;
  674. const int SecurityRequestResult_NOTAUTHORIZED = 3;
  675. const int SecurityRequestResult_NOTSUPPORTED = 5;
  676. const int SecurityRequestResult_INVALIDREQ = 1;
  677. const int SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED = 5;
  678. const char OrderRestrictions_ISSUER_HOLDING = 'B';
  679. const char OrderRestrictions_NON_INDEXARBITRAGE = '3';
  680. const char OrderRestrictions_EXMRKTPART = '8';
  681. const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY = '5';
  682. const char OrderRestrictions_NON_ALGORITHMIC = 'D';
  683. const char OrderRestrictions_EXTNERAL_INTER_CONNECTED_MARKET_LINKAGE = '9';
  684. const char OrderRestrictions_NON_INDEX_ARBITRAGE = '3';
  685. const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY = '6';
  686. const char OrderRestrictions_PROGRAM_TRADE = '1';
  687. const char OrderRestrictions_ISSUE_PRICE_STABILIZATION = 'C';
  688. const char OrderRestrictions_INDEXARBITRAGE = '2';
  689. const char OrderRestrictions_ACTMMDERIV = '6';
  690. const char OrderRestrictions_FORENTITY = '7';
  691. const char OrderRestrictions_CROSS = 'F';
  692. const char OrderRestrictions_PROGRAMTRADE = '1';
  693. const char OrderRestrictions_RISKARB = 'A';
  694. const char OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE = '9';
  695. const char OrderRestrictions_FOREIGN_ENTITY = '7';
  696. const char OrderRestrictions_COMPETINGMARKETMAKER = '4';
  697. const char OrderRestrictions_EXINTMRKTLINK = '9';
  698. const char OrderRestrictions_INDEX_ARBITRAGE = '2';
  699. const char OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT = '8';
  700. const char OrderRestrictions_ALGORITHMIC = 'E';
  701. const char OrderRestrictions_ACTMM = '5';
  702. const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY = '6';
  703. const char OrderRestrictions_RISKLESS_ARBITRAGE = 'A';
  704. const char OrderRestrictions_COMPETING_MARKET_MAKER = '4';
  705. const char ListExecInstType_WAIT_FOR_EXECUT_INSTRUCTION = '2';
  706. const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN = '3';
  707. const char ListExecInstType_IMMED = '1';
  708. const char ListExecInstType_WAIT = '2';
  709. const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW = '5';
  710. const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3 = '3';
  711. const char ListExecInstType_IMMEDIATE = '1';
  712. const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4 = '4';
  713. const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5 = '5';
  714. const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP = '4';
  715. const char ListExecInstType_EXCHCIVBUYTOP = '4';
  716. const char ListExecInstType_EXCHCIVBUYWD = '5';
  717. const char ListExecInstType_EXCHCIVSELL = '3';
  718. const char ListExecInstType_WAIT_FOR_EXECUTE_INSTRUCTION = '2';
  719. const int DistribPaymentMethod_FED_WIRE = 7;
  720. const int DistribPaymentMethod_ACH_CREDIT = 9;
  721. const int DistribPaymentMethod_EUROCLEAR = 3;
  722. const int DistribPaymentMethod_TELEGRAPHICTRANSFER = 6;
  723. const int DistribPaymentMethod_ACHCREDIT = 9;
  724. const int DistribPaymentMethod_TELEGRAPHIC_TRANSFER = 6;
  725. const int DistribPaymentMethod_FEDWIRE = 7;
  726. const int DistribPaymentMethod_CHEQUE = 5;
  727. const int DistribPaymentMethod_DIRECT_CREDIT = 8;
  728. const int DistribPaymentMethod_CREST = 1;
  729. const int DistribPaymentMethod_BPAY = 10;
  730. const int DistribPaymentMethod_CLEARSTREAM = 4;
  731. const int DistribPaymentMethod_DIRECTCREDITBECSBACS = 8;
  732. const int DistribPaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS = 11;
  733. const int DistribPaymentMethod_NSCC = 2;
  734. const int DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS = 11;
  735. const int DistribPaymentMethod_REINVESTINFUND = 12;
  736. const int DistribPaymentMethod_REINVEST_IN_FUND = 12;
  737. const int OrderHandlingInstSource_NASD_OATS = 1;
  738. const int AffirmStatus_CONFIRMREJECTED = 2;
  739. const int AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED = 2;
  740. const int AffirmStatus_AFFIRMED = 3;
  741. const int AffirmStatus_RECEIVED = 1;
  742. const int OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2;
  743. const int OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1;
  744. const int OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3;
  745. const int OrigCustOrderCapacity_ALL_OTHER = 4;
  746. const int AllocMethod_GUARANTOR = 2;
  747. const int AllocMethod_AUTOMATIC = 1;
  748. const int AllocMethod_MANUAL = 3;
  749. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY = '1';
  750. const char MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 'C';
  751. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP = 'A';
  752. const char MassCancelResponse_CXLORDERSSECURITYTYPE = '5';
  753. const char MassCancelResponse_CXLORDERSUNDERLYINGSECURITY = '2';
  754. const char MassCancelResponse_CXLORDERSTRDSESSION = '6';
  755. const char MassCancelResponse_CXLALLORDERS = '7';
  756. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET = '8';
  757. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT = '9';
  758. const char MassCancelResponse_CXLREQREJ = '0';
  759. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5';
  760. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6';
  761. const char MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2';
  762. const char MassCancelResponse_CXLORDERSSECURITY = '1';
  763. const char MassCancelResponse_CXLORDERSPRODUCT = '3';
  764. const char MassCancelResponse_CANCEL_ALL_ORDERS = '7';
  765. const char MassCancelResponse_CANCEL_REQUEST_REJECTED = '0';
  766. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER = 'B';
  767. const char MassCancelResponse_CXLORDERSCFICODE = '4';
  768. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE = '4';
  769. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT = '3';
  770. const int StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER = 1;
  771. const int StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER = 2;
  772. const char SymbolSfx_EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE[] = "CD";
  773. const char SymbolSfx_EUCPLUMPSUMINTEREST[] = "CD";
  774. const char SymbolSfx_WHENISSUED[] = "WI";
  775. const char SymbolSfx_WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN[] = "WI";
  776. const char ExDestinationIDSource_PROPRIETARY = 'D';
  777. const char ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER = 'C';
  778. const char ExDestinationIDSource_BIC = 'B';
  779. const char ExDestinationIDSource_MIC = 'G';
  780. const char ExDestinationIDSource_ISO_COUNTRY_CODE = 'E';
  781. const int SecurityListRequestType_ALLSECURITIES = 4;
  782. const int SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 5;
  783. const int SecurityListRequestType_SECURITYTYPECFICODE = 1;
  784. const int SecurityListRequestType_SYMBOL = 0;
  785. const int SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE = 1;
  786. const int SecurityListRequestType_TRADINGSESSIONID = 3;
  787. const int SecurityListRequestType_ALL_SECURITIES = 4;
  788. const int SecurityListRequestType_PRODUCT = 2;
  789. const int CollAsgnReason_FORWARDCOLLATERALDEMAND = 5;
  790. const int CollAsgnReason_ADVERSETAXEVENT = 7;
  791. const int CollAsgnReason_MARGINDEFICIENCY = 3;
  792. const int CollAsgnReason_TIME_WARNING = 2;
  793. const int CollAsgnReason_TIMEWARNING = 2;
  794. const int CollAsgnReason_ADVERSE_TAX_EVENT = 7;
  795. const int CollAsgnReason_MARGINEXCESS = 4;
  796. const int CollAsgnReason_MARGIN_DEFICIENCY = 3;
  797. const int CollAsgnReason_SCHEDULED = 1;
  798. const int CollAsgnReason_INITIAL = 0;
  799. const int CollAsgnReason_FORWARD_COLLATERAL_DEMAND = 5;
  800. const int CollAsgnReason_EVENTOFDEFAULT = 6;
  801. const int CollAsgnReason_MARGIN_EXCESS = 4;
  802. const int CollAsgnReason_EVENT_OF_DEFAULT = 6;
  803. const int SettlPriceType_FINAL = 1;
  804. const int SettlPriceType_THEORETICAL = 2;
  805. const char DealingCapacity_RISKLESS_PRINCIPAL = 'R';
  806. const char DealingCapacity_PRINCIPAL = 'P';
  807. const char DealingCapacity_AGENT = 'A';
  808. const int RateSourceType_SECONDARY = 1;
  809. const int RateSourceType_PRIMARY = 0;
  810. const char AggregatedBook_NO = 'N';
  811. const char AggregatedBook_YES = 'Y';
  812. const int PosQtyStatus_SUBMITTED = 0;
  813. const int PosQtyStatus_REJECTED = 2;
  814. const int PosQtyStatus_ACCEPTED = 1;
  815. const char MsgType_TradingSessionStatusRequest[] = "g";
  816. const char MsgType_ListStatus[] = "N";
  817. const char MsgType_Email[] = "C";
  818. const char MsgType_ListExecute[] = "L";
  819. const char MsgType_Confirmation[] = "AK";
  820. const char MsgType_NewOrderMultileg[] = "AB";
  821. const char MsgType_IndicationofInterest[] = "6";
  822. const char MsgType_MarketDataIncrementalRefresh[] = "X";
  823. const char MsgType_TradeCaptureReport[] = "AE";
  824. const char MsgType_RequestForPositionsAck[] = "AO";
  825. const char MsgType_StreamAssignmentRequest[] = "CC";
  826. const char MsgType_SecurityListRequest[] = "x";
  827. const char MsgType_CollateralReport[] = "BA";
  828. const char MsgType_PositionMaintenanceReport[] = "AM";
  829. const char MsgType_PositionReport[] = "AP";
  830. const char MsgType_StreamAssignmentReportACK[] = "CE";
  831. const char MsgType_UserRequest[] = "BE";
  832. const char MsgType_PositionMaintenanceRequest[] = "AL";
  833. const char MsgType_NetworkCounterpartySystemStatusResponse[] = "BD";
  834. const char MsgType_NewOrderCross[] = "s";
  835. const char MsgType_AdjustedPositionReport[] = "BL";
  836. const char MsgType_Logon[] = "A";
  837. const char MsgType_IOI[] = "6";
  838. const char MsgType_ListStrikePrice[] = "m";
  839. const char MsgType_BidRequest[] = "k";
  840. const char MsgType_TradingSessionStatus[] = "h";
  841. const char MsgType_RegistrationInstructionsResponse[] = "p";
  842. const char MsgType_Advertisement[] = "7";
  843. const char MsgType_MassQuote[] = "i";
  844. const char MsgType_Logout[] = "5";
  845. const char MsgType_AllocationReport[] = "AS";
  846. const char MsgType_SecurityDefinitionUpdateReport[] = "BP";
  847. const char MsgType_ListStatusRequest[] = "M";
  848. const char MsgType_BusinessMessageReject[] = "j";
  849. const char MsgType_ConfirmationAck[] = "AU";
  850. const char MsgType_TestRequest[] = "1";
  851. const char MsgType_SecurityList[] = "y";
  852. const char MsgType_ListCancelRequest[] = "K";
  853. const char MsgType_News[] = "B";
  854. const char MsgType_TradingSessionListUpdateReport[] = "BS";
  855. const char MsgType_Heartbeat[] = "0";
  856. const char MsgType_QuoteAcknowledgement[] = "b";
  857. const char MsgType_AllocationReportAck[] = "AT";
  858. const char MsgType_ConfirmationRequest[] = "BH";
  859. const char MsgType_OrderMassActionReport[] = "BZ";
  860. const char MsgType_CollateralInquiry[] = "BB";
  861. const char MsgType_SecurityTypeRequest[] = "v";
  862. const char MsgType_NewOrderList[] = "E";
  863. const char MsgType_ExecutionAcknowledgement[] = "BN";
  864. const char MsgType_TradingSessionListRequest[] = "BI";
  865. const char MsgType_SecurityTypes[] = "w";
  866. const char MsgType_MarketDefinition[] = "BU";
  867. const char MsgType_SequenceReset[] = "4";
  868. const char MsgType_CollateralResponse[] = "AZ";
  869. const char MsgType_MassQuoteAcknowledgement[] = "b";
  870. const char MsgType_QuoteResponse[] = "AJ";
  871. const char MsgType_QuoteStatusRequest[] = "a";
  872. const char MsgType_QuoteCancel[] = "Z";
  873. const char MsgType_ContraryIntentionReport[] = "BO";
  874. const char MsgType_PartyDetailsListReport[] = "CG";
  875. const char MsgType_PartyDetailsListRequest[] = "CF";
  876. const char MsgType_CrossOrderCancelRequest[] = "u";
  877. const char MsgType_NewOrderSingle[] = "D";
  878. const char MsgType_DerivativeSecurityListRequest[] = "z";
  879. const char MsgType_CollateralRequest[] = "AX";
  880. const char MsgType_UserNotification[] = "CB";
  881. const char MsgType_UserResponse[] = "BF";
  882. const char MsgType_DontKnowTrade[] = "Q";
  883. const char MsgType_TradeCaptureReportAck[] = "AR";
  884. const char MsgType_ApplicationMessageRequest[] = "BW";
  885. const char MsgType_MultilegOrderCancelReplace[] = "AC";
  886. const char MsgType_OrderCancelReject[] = "9";
  887. const char MsgType_ExecutionReport[] = "8";
  888. const char MsgType_QuoteStatusReport[] = "AI";
  889. const char MsgType_ResendRequest[] = "2";
  890. const char MsgType_Quote[] = "S";
  891. const char MsgType_SettlementInstructionRequest[] = "AV";
  892. const char MsgType_SecurityListUpdateReport[] = "BK";
  893. const char MsgType_AllocationInstructionAlert[] = "BM";
  894. const char MsgType_TradeCaptureReportRequestAck[] = "AQ";
  895. const char MsgType_AllocationInstruction[] = "J";
  896. const char MsgType_Allocation[] = "J";
  897. const char MsgType_ApplicationMessageReport[] = "BY";
  898. const char MsgType_RegistrationInstructions[] = "o";
  899. const char MsgType_SecurityDefinition[] = "d";
  900. const char MsgType_SecurityDefinitionRequest[] = "c";
  901. const char MsgType_SecurityStatus[] = "f";
  902. const char MsgType_DerivativeSecurityList[] = "AA";
  903. const char MsgType_NetworkCounterpartySystemStatusRequest[] = "BC";
  904. const char MsgType_MarketDefinitionRequest[] = "BT";
  905. const char MsgType_Reject[] = "3";
  906. const char MsgType_DerivativeSecurityListUpdateReport[] = "BR";
  907. const char MsgType_QuoteRequestReject[] = "AG";
  908. const char MsgType_OrderMassStatusRequest[] = "AF";
  909. const char MsgType_ApplicationMessageRequestAck[] = "BX";
  910. const char MsgType_SecurityStatusRequest[] = "e";
  911. const char MsgType_AllocationACK[] = "P";
  912. const char MsgType_MarketDefinitionUpdateReport[] = "BV";
  913. const char MsgType_CrossOrderCancelReplaceRequest[] = "t";
  914. const char MsgType_OrderMassCancelReport[] = "r";
  915. const char MsgType_AssignmentReport[] = "AW";
  916. const char MsgType_BidResponse[] = "l";
  917. const char MsgType_RequestForPositions[] = "AN";
  918. const char MsgType_SettlementObligationReport[] = "BQ";
  919. const char MsgType_OrderMassCancelRequest[] = "q";
  920. const char MsgType_TradingSessionList[] = "BJ";
  921. const char MsgType_OrderStatusRequest[] = "H";
  922. const char MsgType_CollateralAssignment[] = "AY";
  923. const char MsgType_StreamAssignmentReport[] = "CD";
  924. const char MsgType_OrderMassActionRequest[] = "CA";
  925. const char MsgType_AllocationAck[] = "P";
  926. const char MsgType_QuoteRequest[] = "R";
  927. const char MsgType_CollateralInquiryAck[] = "BG";
  928. const char MsgType_MarketDataSnapshotFullRefresh[] = "W";
  929. const char MsgType_SettlementInstructions[] = "T";
  930. const char MsgType_OrderCancelReplaceRequest[] = "G";
  931. const char MsgType_TradeCaptureReportRequest[] = "AD";
  932. const char MsgType_RFQRequest[] = "AH";
  933. const char MsgType_OrderCancelRequest[] = "F";
  934. const char MsgType_MultilegOrderCancelReplaceRequest[] = "AC";
  935. const char MsgType_AllocationInstructionAck[] = "P";
  936. const char MsgType_MarketDataRequest[] = "V";
  937. const char MsgType_MarketDataRequestReject[] = "Y";
  938. const char MultiLegReportingType_SINGLE = '1';
  939. const char MultiLegReportingType_MULTILEG = '3';
  940. const char MultiLegReportingType_SINGLE_SECURITY = '1';
  941. const char MultiLegReportingType_MULTI_LEG_SECURITY = '3';
  942. const char MultiLegReportingType_INDIVLEG = '2';
  943. const char MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY = '2';
  944. const char MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = '2';
  945. const char IDSource_EXCHANGE_SYMBOL[] = "8";
  946. const char IDSource_RIC_CODE[] = "5";
  947. const char IDSource_ISO_CURRENCY_CODE[] = "6";
  948. const char IDSource_ISIN_NUMBER[] = "4";
  949. const char IDSource_SEDOL[] = "2";
  950. const char IDSource_ISO_COUNTRY_CODE[] = "7";
  951. const char IDSource_CONSOLIDATED_TAPE_ASSOCIATION[] = "9";
  952. const char IDSource_QUIK[] = "3";
  953. const char IDSource_CUSIP[] = "1";
  954. const char OrdStatus_NEW = '0';
  955. const char OrdStatus_CALCULATED = 'B';
  956. const char OrdStatus_PENDINGNEW = 'A';
  957. const char OrdStatus_PENDING_CANCEL = '6';
  958. const char OrdStatus_PARTIAL = '1';
  959. const char OrdStatus_PENDING_CANCEL_REPLACE = '6';
  960. const char OrdStatus_PENDING_NEW = 'A';
  961. const char OrdStatus_STOPPED = '7';
  962. const char OrdStatus_FILLED = '2';
  963. const char OrdStatus_PENDING_REPLACE = 'E';
  964. const char OrdStatus_CANCELED = '4';
  965. const char OrdStatus_ACCEPTED_FOR_BIDDING = 'D';
  966. const char OrdStatus_SUSPENDED = '9';
  967. const char OrdStatus_DONE = '3';
  968. const char OrdStatus_REJECTED = '8';
  969. const char OrdStatus_PARTIALLY_FILLED = '1';
  970. const char OrdStatus_EXPIRED = 'C';
  971. const char OrdStatus_REPLACED = '5';
  972. const char OrdStatus_DONE_FOR_DAY = '3';
  973. const char OrdStatus_ACCEPTBIDDING = 'D';
  974. const char OrdStatus_PENDINGREP = 'E';
  975. const int CustomerOrFirm_FIRM = 1;
  976. const int CustomerOrFirm_CUSTOMER = 0;
  977. const int AdjustmentType_DELTA_MINUS = 2;
  978. const int AdjustmentType_DELTAPLUS = 1;
  979. const int AdjustmentType_DELTA_PLUS = 1;
  980. const int AdjustmentType_DELTAMINUS = 2;
  981. const int AdjustmentType_FINAL = 3;
  982. const int AdjustmentType_PROCESSREQUESTASMARGINDISPOSITION = 0;
  983. const int AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION = 0;
  984. const char AsOfIndicator_TRUE = '1';
  985. const char AsOfIndicator_FALSE = '0';
  986. const int MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT = 9;
  987. const int MassActionScope_ALL_ORDERS_FOR_A_MARKET = 8;
  988. const int MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2;
  989. const int MassActionScope_ALL_ORDERS = 7;
  990. const int MassActionScope_ALL_ORDERS_FOR_A_CFICODE = 4;
  991. const int MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 12;
  992. const int MassActionScope_ALL_ORDERS_FOR_A_SECURITY = 1;
  993. const int MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION = 6;
  994. const int MassActionScope_CANCEL_FOR_SECURITY_ISSUER = 11;
  995. const int MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP = 10;
  996. const int MassActionScope_ALL_ORDERS_FOR_A_PRODUCT = 3;
  997. const int MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE = 5;
  998. const char VenueType_PIT = 'P';
  999. const char VenueType_EX_PIT = 'X';
  1000. const char VenueType_ELECTRONIC = 'E';
  1001. const int MassActionType_CANCEL_ORDERS = 3;
  1002. const int MassActionType_RELEASE_ORDERS_FROM_SUSPENSION = 2;
  1003. const int MassActionType_SUSPEND_ORDERS = 1;
  1004. const int PosMaintResult_SUCCESSFULCOMPLETION = 0;
  1005. const int PosMaintResult_SUCCESSFUL_COMPLETION = 0;
  1006. const int PosMaintResult_OTHER = 99;
  1007. const int PosMaintResult_REJECTED = 1;
  1008. const char IOIShares_MEDIUM[] = "M";
  1009. const char IOIShares_LARGE[] = "L";
  1010. const char IOIShares_SMALL[] = "S";
  1011. const int PegOffsetType_PRICE = 0;
  1012. const int PegOffsetType_BASISPOINTS = 1;
  1013. const int PegOffsetType_PRICE_TIER = 3;
  1014. const int PegOffsetType_TICKS = 2;
  1015. const int PegOffsetType_PRICETIERLEVEL = 3;
  1016. const int PegOffsetType_BASIS_POINTS = 1;
  1017. const int MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT = 8;
  1018. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1;
  1019. const int MassCancelRejectReason_INVALIDSECURITY = 1;
  1020. const int MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED = 0;
  1021. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9;
  1022. const int MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY = 2;
  1023. const int MassCancelRejectReason_INVALIDPRODUCT = 3;
  1024. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11;
  1025. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5;
  1026. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4;
  1027. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6;
  1028. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET = 7;
  1029. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_TYPE = 5;
  1030. const int MassCancelRejectReason_INVALIDUNDERLYING = 2;
  1031. const int MassCancelRejectReason_OTHER = 99;
  1032. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10;
  1033. const int MassCancelRejectReason_INVALIDCFICODE = 4;
  1034. const int MassCancelRejectReason_INVALIDSECURITYTYPE = 5;
  1035. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3;
  1036. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_UNDERLYING = 2;
  1037. const int MassCancelRejectReason_INVALIDTRDSESSION = 6;
  1038. const int MassCancelRejectReason_MASSCXLNOTSUPPORTED = 0;
  1039. const int ResponseTransportType_OUTOFBAND = 1;
  1040. const int ResponseTransportType_INBAND = 0;
  1041. const int ResponseTransportType_OUT_OF_BAND = 1;
  1042. const int TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID = 1;
  1043. const int TradSesStatusRejReason_UNKNOWNTRADINGSESSIONID = 1;
  1044. const int TradSesStatusRejReason_OTHER = 99;
  1045. const int TrdRegTimestampType_EXECUTION_TIME = 1;
  1046. const int TrdRegTimestampType_BROKEREXECUTION = 5;
  1047. const int TrdRegTimestampType_BROKERRECEIPT = 4;
  1048. const int TrdRegTimestampType_TIMEIN = 2;
  1049. const int TrdRegTimestampType_TIME_IN = 2;
  1050. const int TrdRegTimestampType_TIMEOUT = 3;
  1051. const int TrdRegTimestampType_SUBMISSION_TO_CLEARING = 7;
  1052. const int TrdRegTimestampType_BROKER_RECEIPT = 4;
  1053. const int TrdRegTimestampType_DESK_RECEIPT = 6;
  1054. const int TrdRegTimestampType_EXECUTIONTIME = 1;
  1055. const int TrdRegTimestampType_BROKER_EXECUTION = 5;
  1056. const int TrdRegTimestampType_TIME_OUT = 3;
  1057. const char ApplVerID_FIX50SP1[] = "8";
  1058. const char ApplVerID_FIX27[] = "0";
  1059. const char ApplVerID_FIX50SP2[] = "9";
  1060. const char ApplVerID_FIX50[] = "7";
  1061. const char ApplVerID_FIX40[] = "2";
  1062. const char ApplVerID_FIX41[] = "3";
  1063. const char ApplVerID_FIX30[] = "1";
  1064. const char ApplVerID_FIX42[] = "4";
  1065. const char ApplVerID_FIX43[] = "5";
  1066. const char ApplVerID_FIX44[] = "6";
  1067. const char HandlInst_MANUAL_ORDER_BEST_EXECUTION = '3';
  1068. const char HandlInst_AUTOEXECPUB = '2';
  1069. const char HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION = '1';
  1070. const char HandlInst_AUTOEXECPRIV = '1';
  1071. const char HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK = '2';
  1072. const char HandlInst_MANUAL = '3';
  1073. const char TradingSessionSubID_POST_TRADING[] = "5";
  1074. const char TradingSessionSubID_INTRADAY_AUCTION[] = "6";
  1075. const char TradingSessionSubID_PRE_TRADING[] = "1";
  1076. const char TradingSessionSubID_QUIESCENT[] = "7";
  1077. const char TradingSessionSubID_3[] = "3";
  1078. const char TradingSessionSubID_OPENING_OR_OPENING_AUCTION[] = "2";
  1079. const char TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION[] = "4";
  1080. const char MDEntryType_SWAP_VALUE_FACTOR = 'S';
  1081. const char MDEntryType_OPEN_INTEREST = 'C';
  1082. const char MDEntryType_COMPOSITE_UNDERLYING_PRICE = 'D';
  1083. const char MDEntryType_SESSION_HIGH_BID = 'N';
  1084. const char MDEntryType_INDEXVALUE = '3';
  1085. const char MDEntryType_OPENINTEREST = 'C';
  1086. const char MDEntryType_CLOSING_PRICE = '5';
  1087. const char MDEntryType_PRIOR_SETTLE_PRICE = 'M';
  1088. const char MDEntryType_TRADING_SESSION_VWAP_PRICE = '9';
  1089. const char MDEntryType_TRADING_SESSION_LOW_PRICE = '8';
  1090. const char MDEntryType_SETTLE_HIGH_PRICE = 'K';
  1091. const char MDEntryType_IMBALANCE = 'A';
  1092. const char MDEntryType_FIXING_PRICE = 'W';
  1093. const char MDEntryType_CASH_RATE = 'X';
  1094. const char MDEntryType_CLOSING = '5';
  1095. const char MDEntryType_OPENING = '4';
  1096. const char MDEntryType_OPENING_PRICE = '4';
  1097. const char MDEntryType_TRADINGHIGH = '7';
  1098. const char MDEntryType_TRADEVOLUME = 'B';
  1099. const char MDEntryType_TRADE = '2';
  1100. const char MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'V';
  1101. const char MDEntryType_SIMULATED_SELL_PRICE = 'E';
  1102. const char MDEntryType_EMPTY_BOOK = 'J';
  1103. const char MDEntryType_AUCTION_CLEARING_PRICE = 'Q';
  1104. const char MDEntryType_BID = '0';
  1105. const char MDEntryType_RECOVERY_RATE_FOR_SHORT = 'a';
  1106. const char MDEntryType_SIMULATED_BUY_PRICE = 'F';
  1107. const char MDEntryType_EARLY_PRICES = 'P';
  1108. const char MDEntryType_TRADINGLOW = '8';
  1109. const char MDEntryType_TRADING_SESSION_HIGH_PRICE = '7';
  1110. const char MDEntryType_INDEX_VALUE = '3';
  1111. const char MDEntryType_RECOVERY_RATE_FOR_LONG = 'Z';
  1112. const char MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'R';
  1113. const char MDEntryType_MID_PRICE = 'H';
  1114. const char MDEntryType_SETTLEMENT = '6';
  1115. const char MDEntryType_RECOVERY_RATE = 'Y';
  1116. const char MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'T';
  1117. const char MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'U';
  1118. const char MDEntryType_TRADE_VOLUME = 'B';
  1119. const char MDEntryType_MARGIN_RATE = 'G';
  1120. const char MDEntryType_SETTLE_LOW_PRICE = 'L';
  1121. const char MDEntryType_SESSION_LOW_OFFER = 'O';
  1122. const char MDEntryType_TRADINGVWAP = '9';
  1123. const char MDEntryType_SETTLEMENT_PRICE = '6';
  1124. const char MDEntryType_OFFER = '1';
  1125. const int PegMoveType_FLOATING = 0;
  1126. const int PegMoveType_FIXED = 1;
  1127. const int AvgPxIndicator_NOAVERAGEPRICING = 0;
  1128. const int AvgPxIndicator_NO_AVERAGE_PRICING = 0;
  1129. const int AvgPxIndicator_LASTTRADEAVERAGEPRICEGROUP = 2;
  1130. const int AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 1;
  1131. const int AvgPxIndicator_TRADEAVERAGEPRICEGROUP = 1;
  1132. const int AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 2;
  1133. const char CancellationRights_NO_WAIVER_AGREEMENT = 'M';
  1134. const char CancellationRights_NO_M = 'M';
  1135. const char CancellationRights_NO_N = 'N';
  1136. const char CancellationRights_NOINSTIT = 'O';
  1137. const char CancellationRights_NO_INSTITUTIONAL = 'O';
  1138. const char CancellationRights_YES = 'Y';
  1139. const char CancellationRights_NO_O = 'O';
  1140. const char CancellationRights_NOEXECONLY = 'N';
  1141. const char CancellationRights_NO_EXECUTION_ONLY = 'N';
  1142. const char CancellationRights_NOWAIVER = 'M';
  1143. const char ExecPriceType_CREATIONPRICEADJAMT = 'E';
  1144. const char ExecPriceType_CREATION_PRICE = 'C';
  1145. const char ExecPriceType_CREATIONPRICE = 'C';
  1146. const char ExecPriceType_SINGLEPRICE = 'S';
  1147. const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT = 'D';
  1148. const char ExecPriceType_OFFERPRICE = 'O';
  1149. const char ExecPriceType_BIDPRICE = 'B';
  1150. const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT = 'P';
  1151. const char ExecPriceType_CREATIONPRICEADJPCT = 'D';
  1152. const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT = 'Q';
  1153. const char ExecPriceType_OFFERPRICEMINUSADJAMT = 'Q';
  1154. const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT = 'E';
  1155. const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT = 'P';
  1156. const char ExecPriceType_OFFERPRICEMINUSADJPCT = 'P';
  1157. const char ExecPriceType_BID_PRICE = 'B';
  1158. const char ExecPriceType_SINGLE_PRICE = 'S';
  1159. const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT = 'D';
  1160. const char ExecPriceType_OFFER_PRICE = 'O';
  1161. const int AllocSettlInstType_PHONEFORINSTRUCTIONS = 4;
  1162. const int AllocSettlInstType_SSIDBIDSPROVIDED = 3;
  1163. const int AllocSettlInstType_FULLDETAILSPROVIDED = 2;
  1164. const int AllocSettlInstType_USEDEFAULTINSTRUCTIONS = 0;
  1165. const int AllocSettlInstType_SSI_DB_IDS_PROVIDED = 3;
  1166. const int AllocSettlInstType_PHONE_FOR_INSTRUCTIONS = 4;
  1167. const int AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED = 1;
  1168. const int AllocSettlInstType_FULL_DETAILS_PROVIDED = 2;
  1169. const int AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS = 0;
  1170. const int AllocSettlInstType_DERIVEFROMPARAMETERSPROVIDED = 1;
  1171. const int StatsType_AVERAGE_PRICE = 3;
  1172. const int StatsType_HIGH = 2;
  1173. const int StatsType_EXCHANGE_LAST = 1;
  1174. const int StatsType_TURNOVER = 4;
  1175. const int TradSesMode_SIMULATED = 2;
  1176. const int TradSesMode_PRODUCTION = 3;
  1177. const int TradSesMode_TESTING = 1;
  1178. const char SettlInstSource_INSTITUTIONS_INSTRUCTIONS = '2';
  1179. const char SettlInstSource_BROKERS_INSTRUCTIONS = '1';
  1180. const char SettlInstSource_INVESTORCIV = '3';
  1181. const char SettlInstSource_INVESTOR = '3';
  1182. const char SettlInstSource_INSTINSTR = '2';
  1183. const char SettlInstSource_BROKERINSTR = '1';
  1184. const int ExpType_DIFFERENCE = 5;
  1185. const int ExpType_FINAL_WILL_BE_EXERCISED = 3;
  1186. const int ExpType_NON_AUTO_EXERCISE = 2;
  1187. const int ExpType_CONTRARY_INTENTION = 4;
  1188. const int ExpType_AUTO_EXERCISE = 1;
  1189. const char SettlInstTransType_REPLACE = 'R';
  1190. const char SettlInstTransType_NEW = 'N';
  1191. const char SettlInstTransType_RESTATE = 'T';
  1192. const char SettlInstTransType_CANCEL = 'C';
  1193. const int TradeRequestResult_TRADEREQUESTTYPENOTSUPPORTED = 8;
  1194. const int TradeRequestResult_INVALIDORUNKNOWNINSTRUMENT = 1;
  1195. const int TradeRequestResult_INVALID_DESTINATION_REQUESTED = 5;
  1196. const int TradeRequestResult_UNAUTHORIZED_ROR_TRADE_CAPTURE_REPORT_REQUEST = 9;
  1197. const int TradeRequestResult_INVALIDTRANSPORTTYPEREQUESTED = 4;
  1198. const int TradeRequestResult_INVALIDPARTIES = 3;
  1199. const int TradeRequestResult_INVALIDDESTINATIONREQUESTED = 5;
  1200. const int TradeRequestResult_SUCCESSFUL = 0;
  1201. const int TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1;
  1202. const int TradeRequestResult_OTHER = 99;
  1203. const int TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED = 2;
  1204. const int TradeRequestResult_INVALID_PARTIES = 3;
  1205. const int TradeRequestResult_UNAUTHORIZEDFORTRADECAPTUREREPORTREQUEST = 9;
  1206. const int TradeRequestResult_NOT_AUTHORIZED = 9;
  1207. const int TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4;
  1208. const int TradeRequestResult_INVALIDTYPEOFTRADEREQUESTED = 2;
  1209. const int TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED = 8;
  1210. const char TestMessageIndicator_NO = 'N';
  1211. const char TestMessageIndicator_YES = 'Y';
  1212. const int ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE = 2;
  1213. const int ExpirationCycle_EXPIREONTRADINGSESSIONOPEN = 1;
  1214. const int ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE = 0;
  1215. const int ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN = 1;
  1216. const int ExpirationCycle_EXPIREONTRADINGSESSIONCLOSE = 0;
  1217. const int AllocCancReplaceReason_ORIGINALDETAILSINCORRECT = 1;
  1218. const int AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS = 2;
  1219. const int AllocCancReplaceReason_OTHER = 99;
  1220. const int AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT = 1;
  1221. const int AllocCancReplaceReason_CHANGEINUNDERLYINGORDERDETAILS = 2;
  1222. const int CxlRejReason_DUPLICATE_CLORDID = 6;
  1223. const int CxlRejReason_UNABLETOPROCESS = 4;
  1224. const int CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE = 7;
  1225. const int CxlRejReason_DUPCLORDID = 6;
  1226. const int CxlRejReason_DUPLICATE_CLORDID_RECEIVED = 6;
  1227. const int CxlRejReason_UNKNOWN_ORDER = 1;
  1228. const int CxlRejReason_TOO_LATE_TO_CANCEL = 0;
  1229. const int CxlRejReason_TOOLATE = 0;
  1230. const int CxlRejReason_ORIGORDMODTIME = 5;
  1231. const int CxlRejReason_INVALID_PRICE_INCREMENT = 18;
  1232. const int CxlRejReason_BROKEROPT = 2;
  1233. const int CxlRejReason_ALREADYPENDINGCXL = 3;
  1234. const int CxlRejReason_OTHER = 99;
  1235. const int CxlRejReason_BROKER = 2;
  1236. const int CxlRejReason_BROKER_OPTION = 2;
  1237. const int CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST = 4;
  1238. const int CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS = 3;
  1239. const int CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 8;
  1240. const int CxlRejReason_ORIGORDMODTIMEMISMATCH = 5;
  1241. const int CxlRejReason_ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER = 5;
  1242. const int CxlRejReason_UNKNOWN = 1;
  1243. const int RespondentType_SPECIFIED_MARKET_PARTICIPANTS = 2;
  1244. const int RespondentType_ALL_MARKET_MAKERS = 3;
  1245. const int RespondentType_ALL_MARKET_PARTICIPANTS = 1;
  1246. const int RespondentType_PRIMARY_MARKET_MAKER = 4;
  1247. const char DKReason_NO_MATCHING_ORDER = 'D';
  1248. const char DKReason_UNKNOWNSYMBOL = 'A';
  1249. const char DKReason_PRICE_EXCEEDS_LIMIT = 'E';
  1250. const char DKReason_QUANTITYEXCEEDSORDER = 'C';
  1251. const char DKReason_QUANTITY_EXCEEDS_ORDER = 'C';
  1252. const char DKReason_UNKNOWN_SYMBOL = 'A';
  1253. const char DKReason_OTHER = 'Z';
  1254. const char DKReason_WRONGSIDE = 'B';
  1255. const char DKReason_CALCULATIONDIFFERENCE = 'F';
  1256. const char DKReason_PRICEEXCEEDSLIMIT = 'E';
  1257. const char DKReason_WRONG_SIDE = 'B';
  1258. const char DKReason_CALCULATION_DIFFERENCE = 'F';
  1259. const char DKReason_NOMATCH = 'D';
  1260. const char PositionEffect_DEFAULT = 'D';
  1261. const char PositionEffect_CLOSE = 'C';
  1262. const char PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN = 'N';
  1263. const char PositionEffect_OPEN = 'O';
  1264. const char PositionEffect_FIFO = 'F';
  1265. const char PositionEffect_ROLLED = 'R';
  1266. const char TriggerAction_ACTIVATE = '1';
  1267. const char TriggerAction_MODIFY = '2';
  1268. const char TriggerAction_CANCEL = '3';
  1269. const int ClearingInstruction_BILATERALNETTINGONLY = 2;
  1270. const int ClearingInstruction_SPECIALTRADE = 4;
  1271. const int ClearingInstruction_EXCLUDE_FROM_ALL_NETTING = 1;
  1272. const int ClearingInstruction_AUTOMATIC_POSTING_MODE = 9;
  1273. const int ClearingInstruction_EXCLEARING = 3;
  1274. const int ClearingInstruction_MULTILATERAL_NETTING = 5;
  1275. const int ClearingInstruction_CLEARAGAINSTCENTRALCOUNTERPARTY = 6;
  1276. const int ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY = 7;
  1277. const int ClearingInstruction_AUTOMATIC_GIVE_UP_MODE = 10;
  1278. const int ClearingInstruction_CUSTOMER_TRADE = 12;
  1279. const int ClearingInstruction_AUTOMATICPOSTINGMODETRADEPOSTINGTOTHEPOSITIONACCOUNTNUMBERSPECIFIED = 9;
  1280. const int ClearingInstruction_EX_CLEARING = 3;
  1281. const int ClearingInstruction_QUALIFIEDSERVICEREPRESENTATIVEQSR = 11;
  1282. const int ClearingInstruction_MULTILATERALNETTING = 5;
  1283. const int ClearingInstruction_PROCESSNORMALLY = 0;
  1284. const int ClearingInstruction_EXCLUDEFROMALLNETTING = 1;
  1285. const int ClearingInstruction_SELFCLEARING = 13;
  1286. const int ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY = 6;
  1287. const int ClearingInstruction_BILATERAL_NETTING_ONLY = 2;
  1288. const int ClearingInstruction_EXCLUDEFROMCENTRALCOUNTERPARTY = 7;
  1289. const int ClearingInstruction_MANUALMODEPREPOSTINGANDORPREGIVEUP = 8;
  1290. const int ClearingInstruction_CUSTOMERTRADE = 12;
  1291. const int ClearingInstruction_PROCESS_NORMALLY = 0;
  1292. const int ClearingInstruction_SPECIAL_TRADE = 4;
  1293. const int ClearingInstruction_MANUAL_MODE = 8;
  1294. const int ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR = 11;
  1295. const int ClearingInstruction_AUTOMATICGIVEUPMODETRADEGIVEUPTOTHEGIVEUPDESTINATIONNUMBERSPECIFIED = 10;
  1296. const int ClearingInstruction_SELF_CLEARING = 13;
  1297. const char OpenCloseSettlFlag_SESSION_OPEN = '1';
  1298. const char OpenCloseSettlFlag_EXPECTED_ENTRY = '3';
  1299. const char OpenCloseSettlFlag_THEORETICALPRICE = '5';
  1300. const char OpenCloseSettlFlag_ENTRYFROMPREVBUSINESSDAY = '4';
  1301. const char OpenCloseSettlFlag_DAILY_OPEN = '0';
  1302. const char OpenCloseSettlFlag_DAILYOPEN = '0';
  1303. const char OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE = '5';
  1304. const char OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY = '2';
  1305. const char OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY = '4';
  1306. const char OpenCloseSettlFlag_DELIVERYSETTLEMENT = '2';
  1307. const char OpenCloseSettlFlag_SESSIONOPEN = '1';
  1308. const char OpenCloseSettlFlag_EXPECTEDENTRY = '3';
  1309. const int DiscretionMoveType_FLOATING = 0;
  1310. const int DiscretionMoveType_FIXED = 1;
  1311. const int MDUpdateType_INCREMENTAL_REFRESH = 1;
  1312. const int MDUpdateType_FULL_REFRESH = 0;
  1313. const int MDUpdateType_FULL = 0;
  1314. const int MDUpdateType_INCREMENTAL = 1;
  1315. const char TickDirection_MINUS_TICK = '2';
  1316. const char TickDirection_ZERO_PLUS_TICK = '1';
  1317. const char TickDirection_ZERO_MINUS_TICK = '3';
  1318. const char TickDirection_PLUS_TICK = '0';
  1319. const char TickDirection_PLUS = '0';
  1320. const char TickDirection_ZEROPLUS = '1';
  1321. const char TickDirection_MINUS = '2';
  1322. const char TickDirection_ZEROMINUS = '3';
  1323. const char YieldType_MARK_TO_MARKET_YIELD[] = "MARK";
  1324. const char YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER[] = "LASTQUARTER";
  1325. const char YieldType_YIELD_TO_MATURITY[] = "MATURITY";
  1326. const char YieldType_YIELDTOTENDERDATE[] = "TENDER";
  1327. const char YieldType_PREVIOUS_CLOSE_YIELD[] = "PREVCLOSE";
  1328. const char YieldType_COMPOUND_YIELD_THE_YIELD_OF_CERTAIN_JAPANESE_BONDS_BASED_ON_ITS_PRICE_CERTAIN_JAPANESE_BONDS_HAVE_IRREGULAR_FIRST_OR_LAST_COUPONS_AND_THE_YIELD_IS_CALCULATED_COMPOUND_FOR_THESE_IRREGULAR_PERIODS[] = "COMPOUND";
  1329. const char YieldType_YIELDTOSHORTESTAVERAGELIFE[] = "SHORTAVGLIFE";
  1330. const char YieldType_YIELD_AT_ISSUE[] = "ATISSUE";
  1331. const char YieldType_YIELD_TO_NEXT_REFUND[] = "NEXTREFUND";
  1332. const char YieldType_YIELDATISSUE[] = "ATISSUE";
  1333. const char YieldType_CLOSINGYIELD[] = "CLOSE";
  1334. const char YieldType_GVNTEQUIVALENTYIELD[] = "GOVTEQUIV";
  1335. const char YieldType_ANNUALYIELD[] = "ANNUAL";
  1336. const char YieldType_AFTER_TAX_YIELD[] = "AFTERTAX";
  1337. const char YieldType_GVNT_EQUIVALENT_YIELD[] = "GOVTEQUIV";
  1338. const char YieldType_YIELDCHANGESINCECLOSE[] = "CHANGE";
  1339. const char YieldType_YIELDTOMATURITY[] = "MATURITY";
  1340. const char YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE_SAME_AS_AVGLIFE_ABOVE[] = "SHORTAVGLIFE";
  1341. const char YieldType_YIELD_CHANGE_SINCE_CLOSE_THE_CHANGE_IN_THE_YIELD_SINCE_THE_PREVIOUS_DAYS_CLOSING_YIELD[] = "CHANGE";
  1342. const char YieldType_SEMI[] = "SEMIANNUAL";
  1343. const char YieldType_CURRENT_YIELD_ANNUAL_INTEREST_ON_A_BOND_DIVIDED_BY_THE_MARKET_VALUE_THE_ACTUAL_INCOME_RATE_OF_RETURN_AS_OPPOSED_TO_THE_COUPON_RATE_EXPRESSED_AS_A_PERCENTAGE[] = "CURRENT";
  1344. const char YieldType_CLOSING_YIELD_MOST_RECENT_YEAR[] = "LASTYEAR";
  1345. const char YieldType_YIELD_TO_NEXT_CALL[] = "CALL";
  1346. const char YieldType_YIELD_CHANGE_SINCE_CLOSE[] = "CHANGE";
  1347. const char YieldType_PROCEEDS_YIELD[] = "PROCEEDS";
  1348. const char YieldType_YIELD_TO_MATURITY_THE_YIELD_OF_A_BOND_TO_ITS_MATURITY_DATE[] = "MATURITY";
  1349. const char YieldType_TAX_EQUIVALENT_YIELD_THE_AFTER_TAX_YIELD_GROSSED_UP_BY_THE_MAXIMUM_FEDERAL_TAX_RATE_OF_396_FOR_COMPARISON_TO_TAXABLE_YIELDS[] = "TAXEQUIV";
  1350. const char YieldType_INVERSE_FLOATER_BOND_YIELD_INVERSE_FLOATER_SEMI_ANNUAL_BOND_EQUIVALENT_RATE[] = "INVERSEFLOATER";
  1351. const char YieldType_CURRENT_YIELD[] = "CURRENT";
  1352. const char YieldType_SIMPLEYIELD[] = "SIMPLE";
  1353. const char YieldType_TRUEGROSSYIELD[] = "GROSS";
  1354. const char YieldType_COMPOUND_YIELD[] = "COMPOUND";
  1355. const char YieldType_CLOSINGYIELDMOSTRECENTYEAR[] = "LASTYEAR";
  1356. const char YieldType_BOOK_YIELD_THE_YIELD_OF_A_SECURITY_CALCULATED_BY_USING_ITS_BOOK_VALUE_INSTEAD_OF_THE_CURRENT_MARKET_PRICE_THIS_TERM_IS_TYPICALLY_USED_IN_THE_US_DOMESTIC_MARKET[] = "BOOK";
  1357. const char YieldType_YIELD_TO_NEXT_PUT_THE_YIELD_TO_THE_DATE_AT_WHICH_THE_BOND_HOLDER_CAN_NEXT_PUT_THE_BOND_TO_THE_ISSUER[] = "PUT";
  1358. const char YieldType_GOVERNMENT_EQUIVALENT_YIELD_ASK_YIELD_BASED_ON_SEMI_ANNUAL_COUPONS_COMPOUNDING_IN_ALL_PERIODS_AND_ACTUAL_ACTUAL_CALENDAR[] = "GOVTEQUIV";
  1359. const char YieldType_YIELD_TO_TENDER_DATE_THE_YIELD_ON_A_MUNICIPAL_BOND_TO_ITS_MANDATORY_TENDER_DATE[] = "TENDER";
  1360. const char YieldType_YIELD_TO_AVG_MATURITY[] = "AVGMATURITY";
  1361. const char YieldType_YIELD_TO_TENDER_DATE[] = "TENDER";
  1362. const char YieldType_PROCEEDSYIELD[] = "PROCEEDS";
  1363. const char YieldType_OPEN_AVERAGE_YIELD_THE_AVERAGE_YIELD_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO[] = "OPENAVG";
  1364. const char YieldType_ANNUAL_YIELD[] = "ANNUAL";
  1365. const char YieldType_YIELD_TO_WORST[] = "WORST";
  1366. const char YieldType_BOOK_YIELD[] = "BOOK";
  1367. const char YieldType_YIELD_TO_NEXT_PUT[] = "PUT";
  1368. const char YieldType_CLOSING_YIELD_MOST_RECENT_MONTH_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_MONTHS_END[] = "LASTMONTH";
  1369. const char YieldType_CLOSING_YIELD_MOST_RECENT_YEAR_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_YEARS_END[] = "LASTYEAR";
  1370. const char YieldType_OPENAVERAGEYIELD[] = "OPENAVG";
  1371. const char YieldType_TRUE_YIELD[] = "TRUE";
  1372. const char YieldType_TAX_EQUIVALENT_YIELD[] = "TAXEQUIV";
  1373. const char YieldType_TRUE_GROSS_YIELD[] = "GROSS";
  1374. const char YieldType_INVERSE_FLOATER_BOND_YIELD[] = "INVERSEFLOATER";
  1375. const char YieldType_TRUE_YIELD_THE_YIELD_CALCULATED_WITH_COUPON_DATES_MOVED_FROM_A_WEEKEND_OR_HOLIDAY_TO_THE_NEXT_VALID_SETTLEMENT_DATE[] = "TRUE";
  1376. const char YieldType_SEMI_ANNUAL_YIELD_THE_YIELD_OF_A_BOND_WHOSE_COUPON_PAYMENTS_ARE_REINVESTED_SEMI_ANNUALLY[] = "SEMIANNUAL";
  1377. const char YieldType_AFTERTAXYIELD[] = "AFTERTAX";
  1378. const char YieldType_CLOSING_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE[] = "CLOSE";
  1379. const char YieldType_YIELDTOWORSTCONVENTION[] = "WORST";
  1380. const char YieldType_PREVIOUS_CLOSE_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_1_DAY_AGO[] = "PREVCLOSE";
  1381. const char YieldType_COMPOUNDYIELD[] = "COMPOUND";
  1382. const char YieldType_YIELD_VALUE_OF_1_32_THE_AMOUNT_THAT_THE_YIELD_WILL_CHANGE_FOR_A_1_32ND_CHANGE_IN_PRICE[] = "VALUE1/32";
  1383. const char YieldType_YIELD_TO_LONGEST_AVERAGE[] = "LONGEST";
  1384. const char YieldType_PREVIOUSCLOSEYIELD[] = "PREVCLOSE";
  1385. const char YieldType_CLOSINGYIELDMOSTRECENTMONTH[] = "LASTMONTH";
  1386. const char YieldType_CLOSING_YIELD_MOST_RECENT_MONTH[] = "LASTMONTH";
  1387. const char YieldType_YIELD_TO_AVERAGE_LIFE_THE_YIELD_ASSUMING_THAT_ALL_SINKS[] = "AVGLIFE";
  1388. const char YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_QUARTERS_END[] = "LASTQUARTER";
  1389. const char YieldType_YIELD_TO_SHORTEST_AVERAGE[] = "SHORTEST";
  1390. const char YieldType_TAXEQUIVALENTYIELD[] = "TAXEQUIV";
  1391. const char YieldType_MOSTRECENTCLOSINGYIELD[] = "LASTCLOSE";
  1392. const char YieldType_MARKTOMARKETYIELD[] = "MARK";
  1393. const char YieldType_CURRENTYIELD[] = "CURRENT";
  1394. const char YieldType_OPEN_AVERAGE_YIELD[] = "OPENAVG";
  1395. const char YieldType_TRUE_GROSS_YIELD_YIELD_CALCULATED_USING_THE_PRICE_INCLUDING_ACCRUED_INTEREST_WHERE_COUPON_DATES_ARE_MOVED_FROM_HOLIDAYS_AND_WEEKENDS_TO_THE_NEXT_TRADING_DAY[] = "GROSS";
  1396. const char YieldType_YIELD_WITH_INFLATION_ASSUMPTION[] = "INFLATION";
  1397. const char YieldType_YIELDTONEXTREFUNDSINKING[] = "NEXTREFUND";
  1398. const char YieldType_PROCEEDS_YIELD_THE_CD_EQUIVALENT_YIELD_WHEN_THE_REMAINING_TIME_TO_MATURITY_IS_LESS_THAN_TWO_YEARS[] = "PROCEEDS";
  1399. const char YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE_THE_YIELD_ASSUMING_ONLY_MANDATORY_SINKS_ARE_TAKEN_THIS_RESULTS_IN_A_LOWER_PAYDOWN_OF_DEBT_THE_YIELD_IS_THEN_CALCULATED_TO_THE_FINAL_PAYMENT_DATE[] = "LONGAVGLIFE";
  1400. const char YieldType_MARK_TO_MARKET_YIELD_AN_ADJUSTMENT_IN_THE_VALUATION_OF_A_SECURITIES_PORTFOLIO_TO_REFLECT_THE_CURRENT_MARKET_VALUES_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO[] = "MARK";
  1401. const char YieldType_SIMPLE_YIELD[] = "SIMPLE";
  1402. const char YieldType_YIELD_TO_AVERAGE_MATURITY[] = "AVGMATURITY";
  1403. const char YieldType_YIELD_TO_WORST_CONVENTION_THE_LOWEST_YIELD_TO_ALL_POSSIBLE_REDEMPTION_DATE_SCENARIOS[] = "WORST";
  1404. const char YieldType_YIELD_TO_NEXT_CALL_THE_YIELD_OF_A_BOND_TO_THE_NEXT_POSSIBLE_CALL_DATE[] = "CALL";
  1405. const char YieldType_YIELDTOAVGMATURITY[] = "AVGMATURITY";
  1406. const char YieldType_YIELDTOLONGESTAVERAGELIFE[] = "LONGAVGLIFE";
  1407. const char YieldType_ANNUAL_YIELD_THE_ANNUAL_INTEREST_OR_DIVIDEND_INCOME_AN_INVESTMENT_EARNS_EXPRESSED_AS_A_PERCENTAGE_OF_THE_INVESTMENTS_TOTAL_VALUE[] = "ANNUAL";
  1408. const char YieldType_SEMI_ANNUAL_YIELD[] = "SEMIANNUAL";
  1409. const char YieldType_MOST_RECENT_CLOSING_YIELD[] = "LASTCLOSE";
  1410. const char YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE[] = "SHORTAVGLIFE";
  1411. const char YieldType_CLOSING_YIELD[] = "CLOSE";
  1412. const char YieldType_YIELDINFLATIONASSUMPTION[] = "INFLATION";
  1413. const char YieldType_YIELD_WITH_INFLATION_ASSUMPTION_BASED_ON_PRICE_THE_RETURN_AN_INVESTOR_WOULD_REQUIRE_ON_A_NORMAL_BOND_THAT_WOULD_MAKE_THE_REAL_RETURN_EQUAL_TO_THAT_OF_THE_INFLATION_INDEXED_BOND_ASSUMING_A_CONSTANT_INFLATION_RATE[] = "INFLATION";
  1414. const char YieldType_TRUEYIELD[] = "TRUE";
  1415. const char YieldType_CLOSINGYIELDMOSTRECENTQUARTER[] = "LASTQUARTER";
  1416. const char YieldType_YIELD_VALUE_OF_1_32[] = "VALUE1_32";
  1417. const char YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE[] = "LONGAVGLIFE";
  1418. const char YieldType_INVFLOATERBONDYIELD[] = "INVERSEFLOATER";
  1419. const char YieldType_MOST_RECENT_CLOSING_YIELD_THE_LAST_AVAILABLE_YIELD_STORED_IN_HISTORY_COMPUTED_USING_PRICE[] = "LASTCLOSE";
  1420. const char YieldType_YIELDTONEXTPUT[] = "PUT";
  1421. const char YieldType_YIELDTONEXTCALL[] = "CALL";
  1422. const char YieldType_SIMPLE_YIELD_THE_YIELD_OF_A_BOND_ASSUMING_NO_REINVESTMENT_OF_COUPON_PAYMENTS[] = "SIMPLE";
  1423. const char YieldType_BOOKYIELD[] = "BOOK";
  1424. const char YieldType_YIELDVALUEOF132[] = "VALUE1_32";
  1425. const int PegScope_NATIONAL_XXCLUDING_LOCAL = 4;
  1426. const int PegScope_NATIONAL_EXCLUDING_LOCAL = 4;
  1427. const int PegScope_LOCAL = 1;
  1428. const int PegScope_NATIONALEXCLUDINGLOCAL = 4;
  1429. const int PegScope_GLOBAL = 3;
  1430. const int PegScope_NATIONAL = 2;
  1431. const int PegScope_LOCALEXCHANGEECNATS = 1;
  1432. const int SettlDeliveryType_TRI_PARTY = 2;
  1433. const int SettlDeliveryType_HOLD_IN_CUSTODY = 3;
  1434. const int SettlDeliveryType_FREE = 1;
  1435. const int SettlDeliveryType_VERSUS_PAYMENT_DELIVER = 0;
  1436. const int SettlDeliveryType_FREE_DELIVER = 1;
  1437. const int SettlDeliveryType_VERSUS_PAYMENT = 0;
  1438. const int DiscretionLimitType_STRICT = 1;
  1439. const int DiscretionLimitType_ORWORSE = 2;
  1440. const int DiscretionLimitType_OR_BETTER = 0;
  1441. const int DiscretionLimitType_OR_WORSE = 2;
  1442. const int DiscretionLimitType_ORBETTER = 0;
  1443. const int PartyDetailsRequestResult_UNSUPPORTED_PARTYLISTRESPONSETYPE = 3;
  1444. const int PartyDetailsRequestResult_PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE = 5;
  1445. const int PartyDetailsRequestResult_VALID_REQUEST = 0;
  1446. const int PartyDetailsRequestResult_REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED = 6;
  1447. const int PartyDetailsRequestResult_NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2;
  1448. const int PartyDetailsRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1;
  1449. const int PartyDetailsRequestResult_OTHER = 99;
  1450. const int PartyDetailsRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA = 4;
  1451. const char ExerciseMethod_AUTOMATIC = 'A';
  1452. const char ExerciseMethod_MANUAL = 'M';
  1453. const char WorkingIndicator_NO = 'N';
  1454. const char WorkingIndicator_YES = 'Y';
  1455. const int SideMultiLegReportingType_INDIVIDUALLEGOFAMULTILEGSECURITY = 2;
  1456. const int SideMultiLegReportingType_SINGLE_SECURITY = 1;
  1457. const int SideMultiLegReportingType_MULTILEG_SECURITY = 3;
  1458. const int SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = 2;
  1459. const int SideMultiLegReportingType_MULTILEGSECURITY = 3;
  1460. const int SideMultiLegReportingType_SINGLESECURITY = 1;
  1461. const int ConfirmRejReason_MISSINGSETTLEMENTINSTRUCTIONS = 2;
  1462. const int ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS = 2;
  1463. const int ConfirmRejReason_MISMATCHEDACCOUNT = 1;
  1464. const int ConfirmRejReason_MISMATCHED_ACCOUNT = 1;
  1465. const int ConfirmRejReason_OTHER = 99;
  1466. const char BidRequestTransType_NEW = 'N';
  1467. const char BidRequestTransType_NO = 'N';
  1468. const char BidRequestTransType_CANCEL = 'C';
  1469. const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1;
  1470. const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9;
  1471. const int MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11;
  1472. const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5;
  1473. const int MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4;
  1474. const int MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY = 2;
  1475. const int MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6;
  1476. const int MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT = 8;
  1477. const int MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET = 7;
  1478. const int MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED = 0;
  1479. const int MassActionRejectReason_OTHER = 99;
  1480. const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10;
  1481. const int MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3;
  1482. const int CollApplType_GENERAL = 1;
  1483. const int CollApplType_SPECIFIC_DEPOSIT = 0;
  1484. const int ConfirmType_CONFIRMATION = 2;
  1485. const int ConfirmType_CONFIRMATION_REQUEST_REJECTED = 3;
  1486. const int ConfirmType_CONFIRMATIONREQUESTREJECTED = 3;
  1487. const int ConfirmType_STATUS = 1;
  1488. const int MDQuoteType_INDICATIVE = 0;
  1489. const int MDQuoteType_RESTRICTED_TRADEABLE = 2;
  1490. const int MDQuoteType_INDICATIVE_AND_TRADEABLE = 4;
  1491. const int MDQuoteType_TRADEABLE = 1;
  1492. const int MDQuoteType_COUNTER = 3;
  1493. const int QtyType_CONTRACTS = 1;
  1494. const int QtyType_UNITS_OF_MEASURE_PER_TIME_UNIT = 2;
  1495. const int QtyType_UNITS = 0;
  1496. const int QuoteRespType_END_TRADE = 7;
  1497. const int QuoteRespType_HITLIFT = 1;
  1498. const int QuoteRespType_HIT_LIFT = 1;
  1499. const int QuoteRespType_COVER = 4;
  1500. const int QuoteRespType_DONE_AWAY = 5;
  1501. const int QuoteRespType_DONEAWAY = 5;
  1502. const int QuoteRespType_TIMED_OUT = 8;
  1503. const int QuoteRespType_PASS = 6;
  1504. const int QuoteRespType_EXPIRED = 3;
  1505. const int QuoteRespType_COUNTER = 2;
  1506. const char IOINaturalFlag_NO = 'N';
  1507. const char IOINaturalFlag_YES = 'Y';
  1508. const char SettlObligSource_INSTRUCTIONS_OF_BROKER = '1';
  1509. const char SettlObligSource_INVESTOR = '3';
  1510. const char SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION = '2';
  1511. const int TrdSubType_ON_HOURS_TRADE = 34;
  1512. const int TrdSubType_INTERIM_PROTECTED_TRADE = 38;
  1513. const int TrdSubType_K = 16;
  1514. const int TrdSubType_LC = 17;
  1515. const int TrdSubType_WN = 31;
  1516. const int TrdSubType_CONVERTED_SWAP = 36;
  1517. const int TrdSubType_B = 15;
  1518. const int TrdSubType_M = 18;
  1519. const int TrdSubType_RT = 28;
  1520. const int TrdSubType_ONSET_DUE_TO_AN_ALLOCATION = 6;
  1521. const int TrdSubType_CMTA = 0;
  1522. const int TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT = 1;
  1523. const int TrdSubType_DIFFERENTIAL_SPREAD = 7;
  1524. const int TrdSubType_TRANSACTION_FROM_EXERCISE = 9;
  1525. const int TrdSubType_TRANSACTION_FROM_ASSIGNMENT = 10;
  1526. const int TrdSubType_N = 19;
  1527. const int TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT = 8;
  1528. const int TrdSubType_NR = 21;
  1529. const int TrdSubType_SW = 29;
  1530. const int TrdSubType_OTC_QUOTE = 35;
  1531. const int TrdSubType_ADVISORY_FOR_CONTRA_SIDE = 4;
  1532. const int TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION = 5;
  1533. const int TrdSubType_P = 22;
  1534. const int TrdSubType_CROSSED_TRADE = 37;
  1535. const int TrdSubType_PA = 23;
  1536. const int TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT = 2;
  1537. const int TrdSubType_R = 26;
  1538. const int TrdSubType_RO = 27;
  1539. const int TrdSubType_WT = 32;
  1540. const int TrdSubType_OFF_HOURS_TRADE = 33;
  1541. const int TrdSubType_REJECT_FOR_SUBMITTING_SIDE = 3;
  1542. const int TrdSubType_ONSET_DUT_TO_AN_ALLOCATION = 6;
  1543. const int TrdSubType_AI = 14;
  1544. const int TrdSubType_PC = 24;
  1545. const int TrdSubType_PN = 25;
  1546. const int TrdSubType_LARGE_IN_SCALE = 39;
  1547. const int TrdSubType_NM = 20;
  1548. const int TrdSubType_T = 30;
  1549. const int TrdSubType_ACATS = 11;
  1550. const char ExecTransType_NEW = '0';
  1551. const char ExecTransType_CORRECT = '2';
  1552. const char ExecTransType_CANCEL = '1';
  1553. const char ExecTransType_STATUS = '3';
  1554. const char DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR = '0';
  1555. const char DayBookingInst_ACCUMULATE = '2';
  1556. const char DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING_SPEAK_FIRST = '1';
  1557. const char DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR_AUTO = '0';
  1558. const char DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING = '1';
  1559. const int FlowScheduleType_NERC_EASTERN_OFF_PEAK = 0;
  1560. const int FlowScheduleType_NERC_WESTERN_PEAK = 4;
  1561. const int FlowScheduleType_NERC_EASTERN_PEAK = 3;
  1562. const int FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH = 2;
  1563. const int FlowScheduleType_NERC_WESTERN_OFF_PEAK = 1;
  1564. const int MDOriginType_CROSS = 2;
  1565. const int MDOriginType_OFF_BOOK = 1;
  1566. const int MDOriginType_BOOK = 0;
  1567. const int CollInquiryStatus_ACCEPTED_WITH_WARNINGS = 1;
  1568. const int CollInquiryStatus_COMPLETED = 2;
  1569. const int CollInquiryStatus_ACCEPTEDWITHWARNINGS = 1;
  1570. const int CollInquiryStatus_REJECTED = 4;
  1571. const int CollInquiryStatus_COMPLETEDWITHWARNINGS = 3;
  1572. const int CollInquiryStatus_ACCEPTED = 0;
  1573. const int CollInquiryStatus_COMPLETED_WITH_WARNINGS = 3;
  1574. const int CPProgram_3A3 = 1;
  1575. const int CPProgram_OTHER = 99;
  1576. const int CPProgram_3 = 1;
  1577. const int CPProgram_42 = 2;
  1578. const int CPProgram_4 = 2;
  1579. const int PosReqType_POSITIONS = 0;
  1580. const int PosReqType_BACKOUT_MESSAGE = 5;
  1581. const int PosReqType_DELTA_POSITIONS = 6;
  1582. const int PosReqType_SETTLEMENT_ACTIVITY = 4;
  1583. const int PosReqType_TRADES = 1;
  1584. const int PosReqType_EXERCISES = 2;
  1585. const int PosReqType_ASSIGNMENTS = 3;
  1586. const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2;
  1587. const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY = 1;
  1588. const int MassStatusReqType_STATUSSECURITYTYPE = 5;
  1589. const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE = 4;
  1590. const int MassStatusReqType_STATUSTRDSESSION = 6;
  1591. const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID = 8;
  1592. const int MassStatusReqType_STATUS_FOR_SECURITY_ISSUER = 9;
  1593. const int MassStatusReqType_STATUSCFICODE = 4;
  1594. const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION = 6;
  1595. const int MassStatusReqType_STATUSUNDERLYINGSECURITY = 2;
  1596. const int MassStatusReqType_STATUSPARTYID = 8;
  1597. const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT = 3;
  1598. const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE = 5;
  1599. const int MassStatusReqType_STATUS_FOR_ALL_ORDERS = 7;
  1600. const int MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 10;
  1601. const int MassStatusReqType_STATUSSECURITY = 1;
  1602. const int MassStatusReqType_STATUSPRODUCT = 3;
  1603. const int MassStatusReqType_STATUSALLORDERS = 7;
  1604. const char SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST = '2';
  1605. const char SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES = '1';
  1606. const char SubscriptionRequestType_SNAPSHOTUPDATE = '1';
  1607. const char SubscriptionRequestType_SNAPSHOT = '0';
  1608. const char SubscriptionRequestType_UNSUBSCRIBE = '2';
  1609. const int NewsCategory_MARKETPLACE_NEWS = 1;
  1610. const int NewsCategory_TECHNICAL_NEWS = 3;
  1611. const int NewsCategory_COMPANY_NEWS = 0;
  1612. const int NewsCategory_OTHER_NEWS = 99;
  1613. const int NewsCategory_FINANCIAL_MARKET_NEWS = 2;
  1614. const char IOIQty_MEDIUM[] = "M";
  1615. const char IOIQty_1000000000[] = "0";
  1616. const char IOIQty_LARGE[] = "L";
  1617. const char IOIQty_SMALL[] = "S";
  1618. const char IOIQty_UNDISCLOSED_QUANTITY[] = "U";
  1619. const int ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION = 2;
  1620. const int ApplResponseError_APPLICATION_DOES_NOT_EXIST = 0;
  1621. const int ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE = 1;
  1622. const char TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE = 'D';
  1623. const char TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE = 'U';
  1624. const int LastLiquidityInd_ADDEDLIQUIDITY = 1;
  1625. const int LastLiquidityInd_LIQUIDITY_ROUTED_OUT = 3;
  1626. const int LastLiquidityInd_LIQUIDITYROUTEDOUT = 3;
  1627. const int LastLiquidityInd_AUCTION = 4;
  1628. const int LastLiquidityInd_REMOVEDLIQUIDITY = 2;
  1629. const int LastLiquidityInd_ADDED_LIQUIDITY = 1;
  1630. const int LastLiquidityInd_REMOVED_LIQUIDITY = 2;
  1631. const int StrikePriceDeterminationMethod_STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION = 3;
  1632. const int StrikePriceDeterminationMethod_STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE = 2;
  1633. const int StrikePriceDeterminationMethod_FIXED_STRIKE = 1;
  1634. const int StrikePriceDeterminationMethod_STRIKE_SET_TO_OPTIMAL_VALUE = 4;
  1635. const int TargetStrategy_MININIZEMARKETIMPACT = 3;
  1636. const int TargetStrategy_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES = 1000;
  1637. const int TargetStrategy_PARTICIPATE = 2;
  1638. const int TargetStrategy_MININIZE_MARKET_IMPACT = 3;
  1639. const int TargetStrategy_VWAP = 1;
  1640. const char DueToRelated_NO = 'N';
  1641. const char DueToRelated_YES = 'Y';
  1642. const char UnderlyingCashType_DIFF[] = "DIFF";
  1643. const char UnderlyingCashType_FIXED[] = "FIXED";
  1644. const int CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2;
  1645. const int CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1;
  1646. const int CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3;
  1647. const int CustOrderCapacity_ALL_OTHER = 4;
  1648. const char OwnershipType_JOINT_TRUSTEES = '2';
  1649. const char OwnershipType_JOINT_INVESTORS = 'J';
  1650. const char OwnershipType_TENANTS_IN_COMMON = 'T';
  1651. const char UnitOfMeasure_US_DOLLARS[] = "USD";
  1652. const char UnitOfMeasure_TROY_OUNCES[] = "oz_tr";
  1653. const char UnitOfMeasure_TONS[] = "tn";
  1654. const char UnitOfMeasure_BILLION_CUBIC_FEET[] = "Bcf";
  1655. const char UnitOfMeasure_ONE_MILLION_BTU[] = "MMBtu";
  1656. const char UnitOfMeasure_MEGAWATT_HOURS[] = "MWh";
  1657. const char UnitOfMeasure_MILLION_BARRELS[] = "MMbbl";
  1658. const char UnitOfMeasure_GALLONS[] = "Gal";
  1659. const char UnitOfMeasure_BARRELS[] = "Bbl";
  1660. const char UnitOfMeasure_POUNDS[] = "lbs";
  1661. const char UnitOfMeasure_METRIC_TONS[] = "t";
  1662. const char UnitOfMeasure_ALLOWANCES[] = "Alw";
  1663. const char UnitOfMeasure_BUSHELS[] = "Bu";
  1664. const int SecDefStatus_INVALID_DEFINITION_REQUEST = 4;
  1665. const int SecDefStatus_PENDING_APPROVAL = 0;
  1666. const int SecDefStatus_APPROVED = 1;
  1667. const int SecDefStatus_UNAUTHORIZEDREQUEST = 3;
  1668. const int SecDefStatus_PENDINGAPPROVAL = 0;
  1669. const int SecDefStatus_UNAUTHORIZED_REQUEST = 3;
  1670. const int SecDefStatus_INVALIDDEFINITIONREQUEST = 4;
  1671. const int SecDefStatus_APPROVEDACCEPTED = 1;
  1672. const int SecDefStatus_REJECTED = 2;
  1673. const char SettlmntTyp_WHEN_AND_IF_ISSUED = '7';
  1674. const char SettlmntTyp_T_PLUS_1 = 'A';
  1675. const char SettlmntTyp_FUTURE = '6';
  1676. const char SettlmntTyp_SELLERS_OPTION = '8';
  1677. const char SettlmntTyp_T_PLUS_2 = '3';
  1678. const char SettlmntTyp_T_PLUS_3 = '4';
  1679. const char SettlmntTyp_T_PLUS_4 = '5';
  1680. const char SettlmntTyp_REGULAR = '0';
  1681. const char SettlmntTyp_T_PLUS_5 = '9';
  1682. const char SettlmntTyp_WHEN_ISSUED = '7';
  1683. const char SettlmntTyp_NEXT_DAY = '2';
  1684. const char SettlmntTyp_CASH = '1';
  1685. const int TradePublishIndicator_DO_NOT_PUBLISH_TRADE = 0;
  1686. const int TradePublishIndicator_DEFERRED_PUBLICATION = 2;
  1687. const int TradePublishIndicator_PUBLISH_TRADE = 1;
  1688. const int ApplResponseType_MESSAGES_NOT_AVAILABLE = 2;
  1689. const int ApplResponseType_APPLICATION_DOES_NOT_EXIST = 1;
  1690. const int ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED = 0;
  1691. const int StandInstDbType_SID = 1;
  1692. const int StandInstDbType_DTC_SID = 1;
  1693. const int StandInstDbType_CUSTODIAN = 3;
  1694. const int StandInstDbType_ALERT = 2;
  1695. const int StandInstDbType_ACCOUNTNET = 4;
  1696. const int StandInstDbType_A_GLOBAL_CUSTODIAN = 3;
  1697. const int StandInstDbType_THOMSON_ALERT = 2;
  1698. const int StandInstDbType_OTHER = 0;
  1699. const int QuoteEntryStatus_CROSS_MARKET_WARNING = 13;
  1700. const int QuoteEntryStatus_LOCKED_MARKET_WARNING = 12;
  1701. const int QuoteEntryStatus_CANCELED_DUE_TO_CROSS_MARKET = 15;
  1702. const int QuoteEntryStatus_CANCELED_DUE_TO_LOCK_MARKET = 14;
  1703. const int QuoteEntryStatus_REJECTED = 5;
  1704. const int QuoteEntryStatus_EXPIRED = 7;
  1705. const int QuoteEntryStatus_REMOVED_FROM_MARKET = 6;
  1706. const int QuoteEntryStatus_ACCEPTED = 0;
  1707. const int QuoteEntryStatus_ACTIVE = 16;
  1708. const char TriggerPriceType_BEST_MID = '6';
  1709. const char TriggerPriceType_BEST_BID_OR_LAST_TRADE = '4';
  1710. const char TriggerPriceType_BEST_BID = '3';
  1711. const char TriggerPriceType_BEST_OFFER_OR_LAST_TRADE = '5';
  1712. const char TriggerPriceType_BEST_OFFER = '1';
  1713. const char TriggerPriceType_LAST_TRADE = '2';
  1714. const int SideTrdSubTyp_EXTERNAL_TRANSFER = 2;
  1715. const int SideTrdSubTyp_TRANSACTION_FROM_ASSIGNMENT = 10;
  1716. const int SideTrdSubTyp_TRANSACTION_FROM_EXERCISE = 9;
  1717. const int SideTrdSubTyp_DIFFERENTIAL_SPREAD = 7;
  1718. const int SideTrdSubTyp_ONSET_DUE_TO_AN_ALLOCATION = 6;
  1719. const int SideTrdSubTyp_REJECT_FOR_SUBMITTING_TRADE = 3;
  1720. const int SideTrdSubTyp_CMTA = 0;
  1721. const int SideTrdSubTyp_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT = 8;
  1722. const int SideTrdSubTyp_INTERNAL_TRANSFER = 1;
  1723. const int SideTrdSubTyp_OFFSET_DUE_TO_AN_ALLOCATION = 5;
  1724. const int SideTrdSubTyp_ADVISORY_FOR_CONTRA_SIDE = 4;
  1725. const int SettlInstReqRejCode_UNABLE_TO_PROCESS_REQUEST = 0;
  1726. const int SettlInstReqRejCode_NOMATCHINGSETTLEMENTINSTRUCTIONSFOUND = 2;
  1727. const int SettlInstReqRejCode_UNKNOWNACCOUNT = 1;
  1728. const int SettlInstReqRejCode_UNABLETOPROCESSREQUEST = 0;
  1729. const int SettlInstReqRejCode_UNKNOWN_ACCOUNT = 1;
  1730. const int SettlInstReqRejCode_NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND = 2;
  1731. const int SettlInstReqRejCode_OTHER = 99;
  1732. const char Urgency_FLASH = '1';
  1733. const char Urgency_NORMAL = '0';
  1734. const char Urgency_BACKGROUND = '2';
  1735. const int CollAsgnTransType_REPLACE = 1;
  1736. const int CollAsgnTransType_NEW = 0;
  1737. const int CollAsgnTransType_REVERSE = 4;
  1738. const int CollAsgnTransType_CANCEL = 2;
  1739. const int CollAsgnTransType_RELEASE = 3;
  1740. const int PaymentMethod_FED_WIRE = 7;
  1741. const int PaymentMethod_ACHCREDIT = 13;
  1742. const int PaymentMethod_TELEGRAPHICTRANSFER = 6;
  1743. const int PaymentMethod_DIRECTDEBITBECS = 9;
  1744. const int PaymentMethod_EUROCLEAR = 3;
  1745. const int PaymentMethod_ACH_CREDIT = 13;
  1746. const int PaymentMethod_TELEGRAPHIC_TRANSFER = 6;
  1747. const int PaymentMethod_FEDWIRE = 7;
  1748. const int PaymentMethod_CREDITCARD = 11;
  1749. const int PaymentMethod_DIRECT_DEBIT = 9;
  1750. const int PaymentMethod_CREDIT_CARD = 11;
  1751. const int PaymentMethod_CHEQUE = 5;
  1752. const int PaymentMethod_DIRECT_CREDIT = 10;
  1753. const int PaymentMethod_CREST = 1;
  1754. const int PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM = 15;
  1755. const int PaymentMethod_DEBITCARD = 8;
  1756. const int PaymentMethod_CLEARSTREAM = 4;
  1757. const int PaymentMethod_BPAY = 14;
  1758. const int PaymentMethod_HIGHVALUECLEARINGSYSTEMHVACS = 15;
  1759. const int PaymentMethod_NSCC = 2;
  1760. const int PaymentMethod_DEBIT_CARD = 8;
  1761. const int PaymentMethod_ACHDEBIT = 12;
  1762. const int PaymentMethod_DIRECTCREDITBECS = 10;
  1763. const int PaymentMethod_ACH_DEBIT = 12;
  1764. const char TriggerPriceTypeScope_LOCAL = '1';
  1765. const char TriggerPriceTypeScope_NONE = '0';
  1766. const char TriggerPriceTypeScope_GLOBAL = '3';
  1767. const char TriggerPriceTypeScope_NATIONAL = '2';
  1768. const int PegLimitType_STRICT = 1;
  1769. const int PegLimitType_ORWORSE = 2;
  1770. const int PegLimitType_OR_BETTER = 0;
  1771. const int PegLimitType_OR_WORSE = 2;
  1772. const int PegLimitType_ORBETTER = 0;
  1773. const char Side_BORROW = 'G';
  1774. const char Side_SELLPLUS = '4';
  1775. const char Side_BUY_MINUS = '3';
  1776. const char Side_BUYMIN = '3';
  1777. const char Side_ASDEFINED = 'B';
  1778. const char Side_SUBSCRIBE = 'D';
  1779. const char Side_CROSS_SHORT_EXEMPT = 'A';
  1780. const char Side_UNDISCLOSED = '7';
  1781. const char Side_SELLSHT = '5';
  1782. const char Side_SELLSHTEX = '6';
  1783. const char Side_CROSSSHORTEX = 'A';
  1784. const char Side_CROSS = '8';
  1785. const char Side_SELL_SHORT_EXEMPT = '6';
  1786. const char Side_UNDISC = '7';
  1787. const char Side_CROSSSHORT = '9';
  1788. const char Side_BORROWFINANCING = 'G';
  1789. const char Side_BUY = '1';
  1790. const char Side_CROSS_SHORT_EXXMPT = 'A';
  1791. const char Side_SELL = '2';
  1792. const char Side_LEND = 'F';
  1793. const char Side_SELL_SHORT = '5';
  1794. const char Side_OPPOSITE = 'C';
  1795. const char Side_CROSS_SHORT = '9';
  1796. const char Side_SELL_PLUS = '4';
  1797. const char Side_REDEEM = 'E';
  1798. const char Side_LENDFINANCING = 'F';
  1799. const char Side_AS_DEFINED = 'B';
  1800. const int ContAmtType_COMMISSIONAMT = 1;
  1801. const int ContAmtType_FUNDBASEDRENEWALCOMM = 11;
  1802. const int ContAmtType_INITIALCHARGEPCT = 4;
  1803. const int ContAmtType_EXITCHARGEAMT = 9;
  1804. const int ContAmtType_EXIT_CHARGE = 10;
  1805. const int ContAmtType_DILUTION_LEVY_AMOUNT = 7;
  1806. const int ContAmtType_DILUTION_LEVY_PERCENT = 8;
  1807. const int ContAmtType_DISCOUNT_AMOUNT = 5;
  1808. const int ContAmtType_COMMISSION = 2;
  1809. const int ContAmtType_INITIAL_CHARGE_PERCENT = 4;
  1810. const int ContAmtType_DILUTIONLEVYAMT = 7;
  1811. const int ContAmtType_DILUTION_LEVY = 8;
  1812. const int ContAmtType_COMMISSION_AMOUNT = 1;
  1813. const int ContAmtType_NET_SETTLEMENT_AMOUNT = 15;
  1814. const int ContAmtType_EXITCHARGEPCT = 10;
  1815. const int ContAmtType_COMMISSIONPCT = 2;
  1816. const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION = 11;
  1817. const int ContAmtType_DISCOUNT = 6;
  1818. const int ContAmtType_FUNDBASEDRENEWALCOMMAMTORD = 13;
  1819. const int ContAmtType_DISCOUNTPCT = 6;
  1820. const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13 = 13;
  1821. const int ContAmtType_EXIT_CHARGE_AMOUNT = 9;
  1822. const int ContAmtType_INITIAL_CHARGE = 4;
  1823. const int ContAmtType_EXIT_CHARGE_PERCENT = 10;
  1824. const int ContAmtType_DISCOUNT_PERCENT = 6;
  1825. const int ContAmtType_INITIALCHARGEAMT = 3;
  1826. const int ContAmtType_DILUTIONLEVYPCT = 8;
  1827. const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14 = 14;
  1828. const int ContAmtType_FUNDBASEDRENEWALCOMMAMTPROJ = 14;
  1829. const int ContAmtType_NETSETTLEMENTAMOUNT = 15;
  1830. const int ContAmtType_PROJECTEDFUNDVALUE = 12;
  1831. const int ContAmtType_DISCOUNTAMT = 5;
  1832. const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT = 11;
  1833. const int ContAmtType_COMMISSION_PERCENT = 2;
  1834. const int ContAmtType_PROJECTED_FUND_VALUE = 12;
  1835. const int ContAmtType_INITIAL_CHARGE_AMOUNT = 3;
  1836. const char OrderCategory_IMPLIED_ORDER = '7';
  1837. const char OrderCategory_STREAMING_PRICE = '9';
  1838. const char OrderCategory_QUOTE_REQUEST = '6';
  1839. const char OrderCategory_CROSS_ORDER = '8';
  1840. const char OrderCategory_MULTILEG_ORDER = '4';
  1841. const char OrderCategory_PRIVATELY_NEGOTIATED_TRADE = '3';
  1842. const char OrderCategory_QUOTE = '2';
  1843. const char OrderCategory_ORDER = '1';
  1844. const char OrderCategory_LINKED_ORDER = '5';
  1845. const char AdvTransType_REPLACE[] = "R";
  1846. const char AdvTransType_NEW[] = "N";
  1847. const char AdvTransType_ADVCANCEL[] = "C";
  1848. const char AdvTransType_ADVREPLACE[] = "R";
  1849. const char AdvTransType_ADVNEW[] = "N";
  1850. const char AdvTransType_CANCEL[] = "C";
  1851. const char PublishTrdIndicator_NO = 'N';
  1852. const char PublishTrdIndicator_YES = 'Y';
  1853. const int SecurityResponseType_ACCPTSECPROPREV = 2;
  1854. const int SecurityResponseType_SECLISTTYPESRET = 3;
  1855. const int SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST = 4;
  1856. const int SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST = 3;
  1857. const int SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE = 2;
  1858. const int SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS = 1;
  1859. const int SecurityResponseType_ACCPTSECPROP = 1;
  1860. const int SecurityResponseType_REJECT_SECURITY_PROPOSAL = 5;
  1861. const int SecurityResponseType_SECLISTRET = 4;
  1862. const int SecurityResponseType_REJSECPROP = 5;
  1863. const int SecurityResponseType_CAN_NOT_MATCH_SELECTION_CRITERIA = 6;
  1864. const int SecurityResponseType_CANNOT_MATCH_SELECTION_CRITERIA = 6;
  1865. const int SecurityResponseType_NOMATCH = 6;
  1866. const int SessionStatus_PASSWORD_EXPIRED = 8;
  1867. const int SessionStatus_SESSION_LOGOUT_COMPLETE = 4;
  1868. const int SessionStatus_INVALID_USERNAME_OR_PASSWORD = 5;
  1869. const int SessionStatus_SESSION_ACTIVE = 0;
  1870. const int SessionStatus_SESSION_PASSWORD_CHANGED = 1;
  1871. const int SessionStatus_ACCOUNT_LOCKED = 6;
  1872. const int SessionStatus_LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME = 7;
  1873. const int SessionStatus_SESSION_PASSWORD_DUE_TO_EXPIRE = 2;
  1874. const int SessionStatus_NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY = 3;
  1875. const int AllocAccountType_JBO = 8;
  1876. const int AllocAccountType_HOUSE_TRADER = 3;
  1877. const int AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2;
  1878. const int AllocAccountType_FLOOR_TRADER = 4;
  1879. const int AllocAccountType_ACCOUNTISHOUSETRADERANDISCROSSMARGINED = 7;
  1880. const int AllocAccountType_ACCOUNTISCARRIEDONCUSTOMERSIDEOFBOOKS = 1;
  1881. const int AllocAccountType_JOINT_BACK_OFFICE_ACCOUNT = 8;
  1882. const int AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKSANDISCROSSMARGINED = 6;
  1883. const int AllocAccountType_HOUSETRADER = 3;
  1884. const int AllocAccountType_FLOORTRADER = 4;
  1885. const int AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6;
  1886. const int AllocAccountType_ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS = 1;
  1887. const int AllocAccountType_ACCOUNTISCARRIEDONNONCUSTOMERSIDEOFBOOKS = 2;
  1888. const int AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7;
  1889. const char AllocTransType_REPLACE = '1';
  1890. const char AllocTransType_NEW = '0';
  1891. const char AllocTransType_CALCULATED = '4';
  1892. const char AllocTransType_PRELIMINARY = '3';
  1893. const char AllocTransType_CALCULATEDWITHOUTPRELIMINARY = '5';
  1894. const char AllocTransType_CANCEL = '2';
  1895. const char AllocTransType_REVERSAL = '6';
  1896. const char AllocTransType_CALCULATED_WITHOUT_PRELIMINARY = '5';
  1897. const int ExpirationQtyType_DIFFERENCE = 5;
  1898. const int ExpirationQtyType_FINAL_WILL_BE_EXERCISED = 3;
  1899. const int ExpirationQtyType_NON_AUTO_EXERCISE = 2;
  1900. const int ExpirationQtyType_CONTRARY_INTENTION = 4;
  1901. const int ExpirationQtyType_AUTO_EXERCISE = 1;
  1902. const int AllocHandlInst_FORWARDMATCH = 3;
  1903. const int AllocHandlInst_FORWARD_AND_MATCH = 3;
  1904. const int AllocHandlInst_FORWARD = 2;
  1905. const int AllocHandlInst_MATCH = 1;
  1906. const int TradeRequestStatus_COMPLETED = 1;
  1907. const int TradeRequestStatus_REJECTED = 2;
  1908. const int TradeRequestStatus_ACCEPTED = 0;
  1909. const char PreallocMethod_DO_NOT_PRO_RATA_DISCUSS_FIRST = '1';
  1910. const char PreallocMethod_PRO_RATA = '0';
  1911. const char PreallocMethod_DO_NOT_PRORATA_DISCUSS_FIRST = '1';
  1912. const char PreallocMethod_DO_NOT_PRO_RATA = '1';
  1913. const char PreallocMethod_PRORATA = '0';
  1914. const int TaxAdvantageType_ROTHIRANONPROTOTYPEUS = 25;
  1915. const int TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTROLLOVERUS = 17;
  1916. const int TaxAdvantageType_PROFITSHARINGPLANUS = 19;
  1917. const int TaxAdvantageType_SELF_DIRECTED_IRA = 21;
  1918. const int TaxAdvantageType_401 = 20;
  1919. const int TaxAdvantageType_EMPLOYER_11 = 11;
  1920. const int TaxAdvantageType_457US = 23;
  1921. const int TaxAdvantageType_EMPLOYER_12 = 12;
  1922. const int TaxAdvantageType_MINI_CASH_ISA = 3;
  1923. const int TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA = 4;
  1924. const int TaxAdvantageType_ROTH_CONVERSION_IRA_26 = 26;
  1925. const int TaxAdvantageType_EMPLOYEE = 9;
  1926. const int TaxAdvantageType_SELFDIRECTEDIRAUS = 21;
  1927. const int TaxAdvantageType_403 = 22;
  1928. const int TaxAdvantageType_NON_FUND_PROTOTYPE_IRA = 13;
  1929. const int TaxAdvantageType_NONFUNDPROTOTYPEIRAUS = 13;
  1930. const int TaxAdvantageType_ROTH_CONVERSION_IRA_27 = 27;
  1931. const int TaxAdvantageType_ROTHCONVERSIONIRANONPROTOTYPEUS = 27;
  1932. const int TaxAdvantageType_MINI_INSURANCE_ISA = 5;
  1933. const int TaxAdvantageType_ROTHCONVERSIONIRAFUNDPROTOTYPEUS = 26;
  1934. const int TaxAdvantageType_EDUCATIONIRAFUNDPROTOTYPEUS = 28;
  1935. const int TaxAdvantageType_MAXIISAUK = 1;
  1936. const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_ROLLOVER = 17;
  1937. const int TaxAdvantageType_NONFUNDQUALIFIEDPLANUS = 14;
  1938. const int TaxAdvantageType_EMPLOYER_CURRENT_YEAR = 12;
  1939. const int TaxAdvantageType_PRIORYEARPAYMENTUS = 7;
  1940. const int TaxAdvantageType_TESSAUK = 2;
  1941. const int TaxAdvantageType_CURRENTYEARPAYMENTUS = 6;
  1942. const int TaxAdvantageType_EDUCATIONIRANONPROTOTYPEUS = 29;
  1943. const int TaxAdvantageType_INDIVIDUALRETIREMENTACCOUNTUS = 16;
  1944. const int TaxAdvantageType_KEOGHUS = 18;
  1945. const int TaxAdvantageType_EDUCATION_IRA_28 = 28;
  1946. const int TaxAdvantageType_PROFIT_SHARING_PLAN = 19;
  1947. const int TaxAdvantageType_NON_FUND_QUALIFIED_PLAN = 14;
  1948. const int TaxAdvantageType_ROTHIRAFUNDPROTOTYPEUS = 24;
  1949. const int TaxAdvantageType_EDUCATION_IRA_29 = 29;
  1950. const int TaxAdvantageType_EMPLOYEE_10 = 10;
  1951. const int TaxAdvantageType_EMPLOYEE_9 = 9;
  1952. const int TaxAdvantageType_EMPLOYEE_CURRENT_YEAR = 10;
  1953. const int TaxAdvantageType_MAXI_ISA = 1;
  1954. const int TaxAdvantageType_MINIINSURANCEISAUK = 5;
  1955. const int TaxAdvantageType_PRIOR_YEAR_PAYMENT = 7;
  1956. const int TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN = 15;
  1957. const int TaxAdvantageType_401K = 20;
  1958. const int TaxAdvantageType_403BUS = 22;
  1959. const int TaxAdvantageType_MINICASHISAUK = 3;
  1960. const int TaxAdvantageType_ROTH_IRA_24 = 24;
  1961. const int TaxAdvantageType_MINISTOCKSANDSHARESISAUK = 4;
  1962. const int TaxAdvantageType_OTHER = 999;
  1963. const int TaxAdvantageType_EMPLOYERCURRENTYEARUS = 12;
  1964. const int TaxAdvantageType_ASSET_TRANSFER = 8;
  1965. const int TaxAdvantageType_ROTH_IRA_25 = 25;
  1966. const int TaxAdvantageType_KEOGH = 18;
  1967. const int TaxAdvantageType_DEFINEDCONTRIBUTIONPLANUS = 15;
  1968. const int TaxAdvantageType_401KUS = 20;
  1969. const int TaxAdvantageType_TESSA = 2;
  1970. const int TaxAdvantageType_NONE_NOT_APPLICABLE = 0;
  1971. const int TaxAdvantageType_NONE = 0;
  1972. const int TaxAdvantageType_457 = 23;
  1973. const int TaxAdvantageType_EMPLOYEEPRIORYEARUS = 9;
  1974. const int TaxAdvantageType_EMPLOYERPRIORYEARUS = 11;
  1975. const int TaxAdvantageType_EMPLOYER = 11;
  1976. const int TaxAdvantageType_EMPLOYEECURRENTYEARUS = 10;
  1977. const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_16 = 16;
  1978. const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT = 16;
  1979. const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_17 = 17;
  1980. const int TaxAdvantageType_CURRENT_YEAR_PAYMENT = 6;
  1981. const int TaxAdvantageType_ASSETTRANSFERUS = 8;
  1982. const char MessageEncoding_EUC_JP[] = "EUC-JP";
  1983. const char MessageEncoding_SHIFT_JIS[] = "SHIFT_JIS";
  1984. const char MessageEncoding_UTF_8[] = "UTF-8";
  1985. const char MessageEncoding_ISO_2022_JP[] = "ISO-2022-JP";
  1986. const char TimeInForce_GOOD_TILL_CROSSING = '5';
  1987. const char TimeInForce_FILL_OR_KILL = '4';
  1988. const char TimeInForce_GOOD_TILL_DATE = '6';
  1989. const char TimeInForce_ATTHEOPENING = '2';
  1990. const char TimeInForce_FILLORKILL = '4';
  1991. const char TimeInForce_GOODTILLDATE = '6';
  1992. const char TimeInForce_GOODTILLCANCEL = '1';
  1993. const char TimeInForce_ATTHECLOSE = '7';
  1994. const char TimeInForce_GOOD_TILL_CANCEL = '1';
  1995. const char TimeInForce_DAY = '0';
  1996. const char TimeInForce_AT_CROSSING = '9';
  1997. const char TimeInForce_IMMEDIATEORCANCEL = '3';
  1998. const char TimeInForce_IMMEDIATE_OR_CANCEL = '3';
  1999. const char TimeInForce_GOODTILLCROSSING = '5';
  2000. const char TimeInForce_GOOD_THROUGH_CROSSING = '8';
  2001. const char TimeInForce_AT_THE_CLOSE = '7';
  2002. const char TimeInForce_AT_THE_OPENING = '2';
  2003. const char IOIQualifier_AON = 'A';
  2004. const char IOIQualifier_THROUGH_THE_DAY = 'T';
  2005. const char IOIQualifier_INDIDCATION = 'W';
  2006. const char IOIQualifier_MOC = 'B';
  2007. const char IOIQualifier_READYTRADE = 'R';
  2008. const char IOIQualifier_ATMID = 'Y';
  2009. const char IOIQualifier_INDWRKAWAY = 'W';
  2010. const char IOIQualifier_AT_THE_MARKET = 'Q';
  2011. const char IOIQualifier_AT_THE_MIDPOINT = 'Y';
  2012. const char IOIQualifier_CROSSING_OPPORTUNITY = 'X';
  2013. const char IOIQualifier_CURRENT_QUOTE = 'Q';
  2014. const char IOIQualifier_IN_TOUCH_WITH = 'I';
  2015. const char IOIQualifier_ALL_OR_NONE = 'A';
  2016. const char IOIQualifier_THROUGHDAY = 'T';
  2017. const char IOIQualifier_TAKING_A_POSITION = 'P';
  2018. const char IOIQualifier_AT_THE_OPEN = 'O';
  2019. const char IOIQualifier_TAKEPOSITION = 'P';
  2020. const char IOIQualifier_PORTFOLIO_SHOW_N = 'S';
  2021. const char IOIQualifier_INTOUCH = 'I';
  2022. const char IOIQualifier_MOREBEHIND = 'M';
  2023. const char IOIQualifier_ATMARKET = 'Q';
  2024. const char IOIQualifier_CROSSOPP = 'X';
  2025. const char IOIQualifier_PREOPEN = 'Z';
  2026. const char IOIQualifier_ATCLOSE = 'C';
  2027. const char IOIQualifier_MARKET_ON_CLOSE = 'B';
  2028. const char IOIQualifier_VERSUS = 'V';
  2029. const char IOIQualifier_LIMIT = 'L';
  2030. const char IOIQualifier_PORTFOLIO_SHOWN = 'S';
  2031. const char IOIQualifier_READY_TO_TRADE = 'R';
  2032. const char IOIQualifier_PRE_OPEN = 'Z';
  2033. const char IOIQualifier_INDICATION = 'W';
  2034. const char IOIQualifier_MORE_BEHIND = 'M';
  2035. const char IOIQualifier_ATOPEN = 'O';
  2036. const char IOIQualifier_VWAP = 'D';
  2037. const char IOIQualifier_PORTSHOW = 'S';
  2038. const char IOIQualifier_AT_THE_CLOSE = 'C';
  2039. const int StrikePriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY = 4;
  2040. const int StrikePriceBoundaryMethod_GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY = 5;
  2041. const int StrikePriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY = 2;
  2042. const int StrikePriceBoundaryMethod_LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY = 1;
  2043. const int StrikePriceBoundaryMethod_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY = 3;
  2044. const char MiscFeeType_CONVERSION[] = "11";
  2045. const char MiscFeeType_CONSUMPTION_TAX[] = "9";
  2046. const char MiscFeeType_LOCAL_COMMISSION[] = "3";
  2047. const char MiscFeeType_TAX[] = "2";
  2048. const char MiscFeeType_LOCALCOMM[] = "3";
  2049. const char MiscFeeType_MARKUP[] = "8";
  2050. const char MiscFeeType_SECURITY_LENDING[] = "14";
  2051. const char MiscFeeType_PER_TRANSACTION[] = "10";
  2052. const char MiscFeeType_REGULATORY[] = "1";
  2053. const char MiscFeeType_EXCHFEE[] = "4";
  2054. const char MiscFeeType_CONSUMPTION[] = "9";
  2055. const char MiscFeeType_STAMP[] = "5";
  2056. const char MiscFeeType_TRANSFER_FEE[] = "13";
  2057. const char MiscFeeType_AGENT[] = "12";
  2058. const char MiscFeeType_OTHER[] = "7";
  2059. const char MiscFeeType_TRANSACTION[] = "10";
  2060. const char MiscFeeType_REG[] = "1";
  2061. const char MiscFeeType_EXCHANGE_FEES[] = "4";
  2062. const char MiscFeeType_LEVY[] = "6";
  2063. const char SecurityIDSource_CLEARING_HOUSE[] = "H";
  2064. const char SecurityIDSource_OPTION_PRICE_REPORTING_AUTHORITY[] = "J";
  2065. const char SecurityIDSource_EXCHANGE_SYMBOL[] = "8";
  2066. const char SecurityIDSource_SICOVAM[] = "E";
  2067. const char SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION[] = "I";
  2068. const char SecurityIDSource_ISDA_FPML_PRODUCT_URL[] = "K";
  2069. const char SecurityIDSource_RIC[] = "5";
  2070. const char SecurityIDSource_CLEARINGHOUSE[] = "H";
  2071. const char SecurityIDSource_FPML[] = "I";
  2072. const char SecurityIDSource_RIC_CODE[] = "5";
  2073. const char SecurityIDSource_ISOCURR[] = "6";
  2074. const char SecurityIDSource_ISO_CURRENCY_CODE[] = "6";
  2075. const char SecurityIDSource_COMMON[] = "G";
  2076. const char SecurityIDSource_VALOREN[] = "D";
  2077. const char SecurityIDSource_BELGIAN[] = "F";
  2078. const char SecurityIDSource_CTA[] = "9";
  2079. const char SecurityIDSource_ISIN_NUMBER[] = "4";
  2080. const char SecurityIDSource_ISIN[] = "4";
  2081. const char SecurityIDSource_ISOCOUNTRY[] = "7";
  2082. const char SecurityIDSource_SEDOL[] = "2";
  2083. const char SecurityIDSource_ISO_COUNTRY_CODE[] = "7";
  2084. const char SecurityIDSource_LETTER_OF_CREDIT[] = "L";
  2085. const char SecurityIDSource_BLOOMBERG_SYMBOL[] = "A";
  2086. const char SecurityIDSource_BLMBRG[] = "A";
  2087. const char SecurityIDSource_OPTIONPRICEREPORTINGAUTHORITY[] = "J";
  2088. const char SecurityIDSource_WERTPAPIER[] = "B";
  2089. const char SecurityIDSource_MARKETPLACE_ASSIGNED_IDENTIFIER[] = "M";
  2090. const char SecurityIDSource_EXCHSYMB[] = "8";
  2091. const char SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION[] = "9";
  2092. const char SecurityIDSource_DUTCH[] = "C";
  2093. const char SecurityIDSource_QUIK[] = "3";
  2094. const char SecurityIDSource_CUSIP[] = "1";
  2095. const int NewsRefType_OTHER_LANGUAGE = 1;
  2096. const int NewsRefType_COMPLIMENTARY = 2;
  2097. const int NewsRefType_REPLACEMENT = 0;
  2098. const char TriggerOrderType_LIMIT = '2';
  2099. const char TriggerOrderType_MARKET = '1';
  2100. const int CrossType_CROSS_AON = 1;
  2101. const int CrossType_CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE_ONE_SIDE_OF_THE_CROSS_IS_FULLY_EXECUTED = 3;
  2102. const int CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT_BOTH_SIDES_ARE_TREATED_IN_THE_SAME_MANNER_THIS_IS_EQUIVALENT_TO_AN_ALL_OR_NONE = 1;
  2103. const int CrossType_CROSSAON = 1;
  2104. const int CrossType_CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE = 4;
  2105. const int CrossType_CROSS_ONE_SIDE = 3;
  2106. const int CrossType_CROSS_SAME_PRICE = 4;
  2107. const int CrossType_CROSSSAMEPRICE = 4;
  2108. const int CrossType_CROSS_IOC = 2;
  2109. const int CrossType_CROSSIOC = 2;
  2110. const int CrossType_CROSSONESIDE = 3;
  2111. const int CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED_ONE_SIDE_IS_FULLY_EXECUTED_THE_OTHER_SIDE_IS_PARTIALLY_EXECUTED_WITH_THE_REMAINDER_BEING_CANCELLED_THIS_IS_EQUIVALENT_TO_AN_IMMEDIATE_OR_CANCEL_ON_THE_OTHER_SIDE = 2;
  2112. const char OpenCloseSettleFlag_SESSION_OPEN = '1';
  2113. const char OpenCloseSettleFlag_DAILY_OPEN = '0';
  2114. const char OpenCloseSettleFlag_EXPECTED_PRICE = '3';
  2115. const char OpenCloseSettleFlag_PRICE_FROM_PREVIOUS_BUSINESS_DAY = '4';
  2116. const char OpenCloseSettleFlag_DELIVERY_SETTLEMENT_PRICE = '2';
  2117. const int MDBookType_PRICE_DEPTH = 2;
  2118. const int MDBookType_ORDER_DEPTH = 3;
  2119. const int MDBookType_TOP_OF_BOOK = 1;
  2120. const char BasisPxType_VWAPAFT = '8';
  2121. const char BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI = '9';
  2122. const char BasisPxType_VWAP_THROUGH_A_MORNING_SESSION = '7';
  2123. const char BasisPxType_CLOSING_PRICE = '3';
  2124. const char BasisPxType_VWAP_THROUGH_A_DAY = '6';
  2125. const char BasisPxType_CLOSING_PRICE_AT_MORNINGN_SESSION = '2';
  2126. const char BasisPxType_VWAPDAY = '6';
  2127. const char BasisPxType_VWAPMORNXYORI = 'A';
  2128. const char BasisPxType_VWAPMORN = '7';
  2129. const char BasisPxType_VWAPDAYXYORI = '9';
  2130. const char BasisPxType_OTHERS = 'Z';
  2131. const char BasisPxType_OPEN = 'D';
  2132. const char BasisPxType_CURRPX = '4';
  2133. const char BasisPxType_VWAPAFTXYORI = 'B';
  2134. const char BasisPxType_CLOSING_PRICE_AT_MORNING_SESSION = '2';
  2135. const char BasisPxType_CLSPXMORN = '2';
  2136. const char BasisPxType_CURRENT_PRICE = '4';
  2137. const char BasisPxType_SQ = '5';
  2138. const char BasisPxType_CLSPX = '3';
  2139. const char BasisPxType_STRIKE = 'C';
  2140. const char BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI = 'B';
  2141. const char BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI = 'A';
  2142. const char BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION = '8';
  2143. const int ComplexEventType_ROLLING_BARRIER = 9;
  2144. const int ComplexEventType_UNDERLYING = 7;
  2145. const int ComplexEventType_KNOCK_OUT_UP = 5;
  2146. const int ComplexEventType_KNOCK_IN_UP = 3;
  2147. const int ComplexEventType_KOCK_IN_DOWN = 4;
  2148. const int ComplexEventType_TRIGGER = 2;
  2149. const int ComplexEventType_RESET_BARRIER = 8;
  2150. const int ComplexEventType_CAPPED = 1;
  2151. const int ComplexEventType_KNOCK_OUT_DOWN = 6;
  2152. const int MassActionResponse_REJECTED = 0;
  2153. const int MassActionResponse_ACCEPTED = 1;
  2154. const int SecurityRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 9;
  2155. const int SecurityRequestType_REQUEST_LIST_SECURITY_TYPES = 2;
  2156. const int SecurityRequestType_REQSECIDPROV = 1;
  2157. const int SecurityRequestType_REQUEST_LIST_SECURITIES = 3;
  2158. const int SecurityRequestType_REQSECID = 0;
  2159. const int SecurityRequestType_SYMBOL = 4;
  2160. const int SecurityRequestType_SECURITYTYPE_AND_OR_CFICODE = 5;
  2161. const int SecurityRequestType_REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED = 1;
  2162. const int SecurityRequestType_REQSECLIST = 3;
  2163. const int SecurityRequestType_TRADINGSESSIONID = 7;
  2164. const int SecurityRequestType_PRODUCT = 6;
  2165. const int SecurityRequestType_ALL_SECURITIES = 8;
  2166. const int SecurityRequestType_REQSECLISTTYPES = 2;
  2167. const int SecurityRequestType_REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS = 0;
  2168. const int ListRejectReason_EXCHANGE_CLOSED = 2;
  2169. const int ListRejectReason_UNKNOWN_ORDER = 5;
  2170. const int ListRejectReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11;
  2171. const int ListRejectReason_DUPLICATE_ORDER = 6;
  2172. const int ListRejectReason_TOO_LATE_TO_ENTER = 4;
  2173. const int ListRejectReason_OTHER = 99;
  2174. const int ListRejectReason_BROKER = 0;
  2175. const char DeskType_PROPRIETARY[] = "PR";
  2176. const char DeskType_ARBITRAGE[] = "AR";
  2177. const char DeskType_TRADING[] = "T";
  2178. const char DeskType_DERIVATIVES[] = "D";
  2179. const char DeskType_SALES[] = "S";
  2180. const char DeskType_INSTITUTIONAL[] = "IS";
  2181. const char DeskType_INTERNATIONAL[] = "IN";
  2182. const char DeskType_AGENCY[] = "A";
  2183. const char DeskType_PREFERRED_TRADING[] = "PF";
  2184. const char DeskType_OTHER[] = "O";
  2185. const char DeskType_PROGRAM_TRADING[] = "PT";
  2186. const char SettlType_T4[] = "5";
  2187. const char SettlType_T5[] = "8";
  2188. const char SettlType_WHEN_AND_IF_ISSUED[] = "7";
  2189. const char SettlType_NEXTDAY[] = "2";
  2190. const char SettlType_FUTURE[] = "6";
  2191. const char SettlType_T_PLUS_2[] = "3";
  2192. const char SettlType_SELLERS_OPTION[] = "8";
  2193. const char SettlType_BROKEN_DATE[] = "B";
  2194. const char SettlType_T_PLUS_3[] = "4";
  2195. const char SettlType_T_PLUS_4[] = "5";
  2196. const char SettlType_REGULAR[] = "0";
  2197. const char SettlType_NEXT_DAY[] = "2";
  2198. const char SettlType_T_PLUS_5[] = "9";
  2199. const char SettlType_FX_SPOT_NEXT_SETTLEMENT[] = "C";
  2200. const char SettlType_T1[] = "9";
  2201. const char SettlType_WHENISSUED[] = "7";
  2202. const char SettlType_T2[] = "3";
  2203. const char SettlType_T3[] = "4";
  2204. const char SettlType_CASH[] = "1";
  2205. const char OpenClose_CLOSE = 'C';
  2206. const char OpenClose_OPEN = 'O';
  2207. const int ContractMultiplierUnit_SHARES = 0;
  2208. const int ContractMultiplierUnit_HOURS = 1;
  2209. const int ContractMultiplierUnit_DAYS = 2;
  2210. const int TrdType_VOLUME_WEIGHTED_AVERAGE_TRADE = 51;
  2211. const int TrdType_LATE_TRADE = 4;
  2212. const int TrdType_FUTURES_LARGE_ORDER_EXECUTION = 17;
  2213. const int TrdType_EXCHANGE_OF_FUTURES_FOR_FUTURES = 18;
  2214. const int TrdType_SPECIAL_EX_CAPITAL_REPAYMENTS = 35;
  2215. const int TrdType_BLOCK_TRADE_38 = 38;
  2216. const int TrdType_DELTA_NEUTRAL_TRANSACTION = 46;
  2217. const int TrdType_CASH_SETTLEMENT = 29;
  2218. const int TrdType_SPECIAL_CUM_CAPITAL_REPAYMENTS = 34;
  2219. const int TrdType_SPECIAL_CUM_BONUS = 36;
  2220. const int TrdType_BLOCK_TRADES = 40;
  2221. const int TrdType_ALL_OR_NONE = 16;
  2222. const int TrdType_OPTION_EXERCISE = 45;
  2223. const int TrdType_FINANCING_TRANSACTION = 47;
  2224. const int TrdType_TRANSFER = 3;
  2225. const int TrdType_REGULAR_TRADE = 0;
  2226. const int TrdType_TRADING_AT_SETTLEMENT = 15;
  2227. const int TrdType_SPECIAL_EX_DIVIDEND = 26;
  2228. const int TrdType_SPECIAL_EX_COUPON = 28;
  2229. const int TrdType_SPECIAL_PRICE = 30;
  2230. const int TrdType_SPECIAL_CUM_RIGHTS = 32;
  2231. const int TrdType_SPECIAL_EX_BONUS = 37;
  2232. const int TrdType_BLOCKTRADE = 1;
  2233. const int TrdType_EXCHANGE_GRANTED_TRADE = 52;
  2234. const int TrdType_EXCHANGE_BASIS_FACILITY = 55;
  2235. const int TrdType_BLOCK_TRADE_1 = 1;
  2236. const int TrdType_LATE_BUNCHED_TRADE = 8;
  2237. const int TrdType_ERROR_TRADE = 24;
  2238. const int TrdType_NAME_CHANGE = 41;
  2239. const int TrdType_LATEBUNCHEDTRADE = 8;
  2240. const int TrdType_EFP = 2;
  2241. const int TrdType_NON_STANDARD_SETTLEMENT = 48;
  2242. const int TrdType_PRIOR_REFERENCE_PRICE_TRADE = 9;
  2243. const int TrdType_EXCHANGE_FOR_RISK = 11;
  2244. const int TrdType_EXCHANGE_FOR_SWAP = 12;
  2245. const int TrdType_EXCHANGE_OF_FUTURES_FOR = 13;
  2246. const int TrdType_OPTION_INTERIM_TRADE = 19;
  2247. const int TrdType_PRIVATELY_NEGOTIATED_TRADES = 22;
  2248. const int TrdType_SUBSTITUTION_OF_FUTURES_FOR_FORWARDS = 23;
  2249. const int TrdType_SPECIAL_CUM_DIVIDEND = 25;
  2250. const int TrdType_GUARANTEED_DELIVERY = 31;
  2251. const int TrdType_PROROGATION_SELL = 44;
  2252. const int TrdType_WEIGHTEDAVERAGEPRICETRADE = 6;
  2253. const int TrdType_PORTFOLIO_TRADE = 50;
  2254. const int TrdType_WEIGHTED_AVERAGE_PRICE_TRADE = 6;
  2255. const int TrdType_WORKED_PRINCIPAL_TRADE = 39;
  2256. const int TrdType_PORTFOLIO_TRANSFER = 42;
  2257. const int TrdType_T_TRADE = 5;
  2258. const int TrdType_EXCHANGE_OF_OPTIONS_FOR_OPTIONS = 14;
  2259. const int TrdType_SPECIAL_CUM_COUPON = 27;
  2260. const int TrdType_BUNCHEDTRADE = 7;
  2261. const int TrdType_TTRADE = 5;
  2262. const int TrdType_OTC = 54;
  2263. const int TrdType_AFTER_HOURS_TRADE = 10;
  2264. const int TrdType_PRIORREFERENCEPRICETRADE = 9;
  2265. const int TrdType_AFTERHOURSTRADE = 10;
  2266. const int TrdType_DERIVATIVE_RELATED_TRANSACTION = 49;
  2267. const int TrdType_REPURCHASE_AGREEMENT = 53;
  2268. const int TrdType_SPECIAL_EX_RIGHTS = 33;
  2269. const int TrdType_PROROGATION_BUY = 43;
  2270. const int TrdType_BUNCHED_TRADE = 7;
  2271. const int TrdType_OPTION_CABINET_TRADE = 20;
  2272. const int TrdType_LATETRADE = 4;
  2273. const int TrdType_REGULARTRADE = 0;
  2274. const char RestructuringType_MODIFIED_MOD_RESTRUCTURING[] = "MM";
  2275. const char RestructuringType_FULL_RESTRUCTURING[] = "FR";
  2276. const char RestructuringType_NO_RESTRUCTURING_SPECIFIED[] = "XR";
  2277. const char RestructuringType_MODIFIED_RESTRUCTURING[] = "MR";
  2278. const int ProgRptReqs_SELLSIDE = 2;
  2279. const int ProgRptReqs_REALTIME = 3;
  2280. const int ProgRptReqs_REAL_TIME_EXECUTION_REPORTS = 3;
  2281. const int ProgRptReqs_BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST = 1;
  2282. const int ProgRptReqs_SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD = 2;
  2283. const int ProgRptReqs_BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST = 1;
  2284. const int ProgRptReqs_BUYSIDE = 1;
  2285. const int ProgRptReqs_SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD = 2;
  2286. const char TradingSessionID_EVENING[] = "5";
  2287. const char TradingSessionID_AFTER_HOURS[] = "6";
  2288. const char TradingSessionID_HALFDAY[] = "2";
  2289. const char TradingSessionID_DAY[] = "1";
  2290. const char TradingSessionID_MORNING[] = "3";
  2291. const char TradingSessionID_AFTERNOON[] = "4";
  2292. const int ListOrderStatus_RECVFOREXEC = 2;
  2293. const int ListOrderStatus_CXL = 4;
  2294. const int ListOrderStatus_REJ = 7;
  2295. const int ListOrderStatus_CANCELING = 4;
  2296. const int ListOrderStatus_REJECT = 7;
  2297. const int ListOrderStatus_ALL_DONE = 6;
  2298. const int ListOrderStatus_INBIDPROC = 1;
  2299. const int ListOrderStatus_ALLDONE = 6;
  2300. const int ListOrderStatus_IN_BIDDING_PROCESS = 1;
  2301. const int ListOrderStatus_RECEIVED_FOR_EXECUTION = 2;
  2302. const int ListOrderStatus_ALERT = 5;
  2303. const int ListOrderStatus_RECEIVEDFOREXECUTION = 2;
  2304. const int ListOrderStatus_INBIDDINGPROCESS = 1;
  2305. const int ListOrderStatus_EXEC = 3;
  2306. const int ListOrderStatus_CANCELLING = 4;
  2307. const int ListOrderStatus_EXECUTING = 3;
  2308. const char RegistStatus_REJECT = 'R';
  2309. const char RegistStatus_REMINDER_IE_REGISTRATION_INSTRUCTIONS_ARE_STILL_OUTSTANDING = 'N';
  2310. const char RegistStatus_REJECTED = 'R';
  2311. const char RegistStatus_ACCEPTED = 'A';
  2312. const char RegistStatus_REMINDER = 'N';
  2313. const char RegistStatus_HELD = 'H';
  2314. const char RegistStatus_ACCEPT = 'A';
  2315. const int UnderlyingPriceDeterminationMethod_OPTIMAL_VALUE = 3;
  2316. const int UnderlyingPriceDeterminationMethod_SPECIAL_REFERENCE = 2;
  2317. const int UnderlyingPriceDeterminationMethod_AVERAGE_VALUE = 4;
  2318. const int UnderlyingPriceDeterminationMethod_REGULAR = 1;
  2319. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY = '1';
  2320. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY_GROUP = 'A';
  2321. const char MassCancelRequestType_CXLORDERSSECURITYTYPE = '5';
  2322. const char MassCancelRequestType_CXLORDERSUNDERLYINGSECURITY = '2';
  2323. const char MassCancelRequestType_CXLORDERSTRDSESSION = '6';
  2324. const char MassCancelRequestType_CXLALLORDERS = '7';
  2325. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET = '8';
  2326. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT = '9';
  2327. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5';
  2328. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6';
  2329. const char MassCancelRequestType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 'C';
  2330. const char MassCancelRequestType_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2';
  2331. const char MassCancelRequestType_CXLORDERSSECURITY = '1';
  2332. const char MassCancelRequestType_CXLORDERSPRODUCT = '3';
  2333. const char MassCancelRequestType_CANCEL_ALL_ORDERS = '7';
  2334. const char MassCancelRequestType_CANCEL_FOR_SECURITY_ISSUER = 'B';
  2335. const char MassCancelRequestType_CXLORDERSCFICODE = '4';
  2336. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_PRODUCT = '3';
  2337. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_CFICODE = '4';
  2338. const int DerivativeSecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 8;
  2339. const int DerivativeSecurityListRequestType_UNDELYINGSYMBOL = 5;
  2340. const int DerivativeSecurityListRequestType_UNDERLYING_PRODUCT = 7;
  2341. const int DerivativeSecurityListRequestType_UNDERLYING_SECURITYTYPE_AND_OR_CFICODE = 6;
  2342. const int DerivativeSecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE = 1;
  2343. const int DerivativeSecurityListRequestType_SYMBOL = 0;
  2344. const int DerivativeSecurityListRequestType_TRADINGSESSIONID = 3;
  2345. const int DerivativeSecurityListRequestType_ALL_SECURITIES = 4;
  2346. const int DerivativeSecurityListRequestType_PRODUCT = 2;
  2347. const char CxlRejResponseTo_ORDCXLREPREQ = '2';
  2348. const char CxlRejResponseTo_ORDER_CANCEL_REQUEST = '1';
  2349. const char CxlRejResponseTo_ORDER_CANCEL_REPLACE_REQUEST = '2';
  2350. const char CxlRejResponseTo_ORDCXLREQ = '1';
  2351. const int QuoteCancelType_CANCEL_BY_QUOTETYPE = 6;
  2352. const int QuoteCancelType_CANCEL_FOR_ONE_OR_MORE_SECURITIES = 1;
  2353. const int QuoteCancelType_CANCEL_QUOTE_SPECIFIED_IN_QUOTEID = 5;
  2354. const int QuoteCancelType_CANCEL_FOR_UNDERLYING_SYMBOL = 3;
  2355. const int QuoteCancelType_CXLUNDER = 3;
  2356. const int QuoteCancelType_CANCEL_ALL_QUOTES = 4;
  2357. const int QuoteCancelType_CXLSYM = 1;
  2358. const int QuoteCancelType_CANCEL_FOR_UNDERLYING_SECURITY = 3;
  2359. const int QuoteCancelType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 8;
  2360. const int QuoteCancelType_CANCEL_FOR_SECURITY_ISSUER = 7;
  2361. const int QuoteCancelType_CXLSECTYPE = 2;
  2362. const int QuoteCancelType_CANCEL_FOR_ALL_QUOTES = 4;
  2363. const int QuoteCancelType_CXLALL = 4;
  2364. const int QuoteCancelType_CANCEL_FOR_SECURITY_TYPE = 2;
  2365. const int QuoteCancelType_CANCEL_FOR_SYMBOL = 1;
  2366. const char StipulationType_POOLS_PER_LOT[] = "PPL";
  2367. const char StipulationType_MAXIMUM_LOAN_BALANCE[] = "MAXBAL";
  2368. const char StipulationType_CONSTANTPREPAYMENTYIELD[] = "CPY";
  2369. const char StipulationType_CUSTOM_START_END_DATE[] = "CUSTOMDATE";
  2370. const char StipulationType_CALL_PROTECTION[] = "PROTECT";
  2371. const char StipulationType_MATURITYYEARANDMONTH[] = "MAT";
  2372. const char StipulationType_FINALCPROFHOMEEQUITYPREPAYMENTCURVE[] = "HEP";
  2373. const char StipulationType_MATURITYRANGE[] = "MATURITY";
  2374. const char StipulationType_COUPON_RANGE[] = "COUPON";
  2375. const char StipulationType_PERCENTOFBMAPREPAYMENTCURVE[] = "PSA";
  2376. const char StipulationType_SUBSTITUTIONSLEFTREPO[] = "SUBSLEFT";
  2377. const char StipulationType_LOOKBACKDAYS[] = "LOOKBACK";
  2378. const char StipulationType_CALLPROTECTION[] = "PROTECT";
  2379. const char StipulationType_MAXIMUMSUBSTITUTIONSREPO[] = "MAXSUBS";
  2380. const char StipulationType_YEARORYEARMONTHOFISSUE[] = "ISSUE";
  2381. const char StipulationType_CONSTANTPREPAYMENTRATE[] = "CPR";
  2382. const char StipulationType_ISSUE_SIZE_RANGE[] = "ISSUESIZE";
  2383. const char StipulationType_WEIGHTEDAVERAGEMATURITY[] = "WAM";
  2384. const char StipulationType_CONSTANT_PREPAYMENT_RATE[] = "CPR";
  2385. const char StipulationType_PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE[] = "MHP";
  2386. const char StipulationType_POOLSMINIMUM[] = "PMIN";
  2387. const char StipulationType_FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE[] = "HEP";
  2388. const char StipulationType_BROKERS_SALES_CREDIT[] = "BROKERCREDIT";
  2389. const char StipulationType_ORDER_QUANTITY_INCREMENT[] = "ORDRINCR";
  2390. const char StipulationType_REFERENCE_TO_ROLLING_OR_CLOSING_TRADE[] = "REFTRADE";
  2391. const char StipulationType_AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET[] = "AVAILQTY";
  2392. const char StipulationType_ISSUERS_TICKER[] = "ISSUER";
  2393. const char StipulationType_ISOCURRENCYCODE[] = "CURRENCY";
  2394. const char StipulationType_THE_MINIMUM_RESIDUAL_OFFER_QUANTITY[] = "LEAVEQTY";
  2395. const char StipulationType_DISCOUNT_RATE[] = "DISCOUNT";
  2396. const char StipulationType_VALUATIONDISCOUNT[] = "HAIRCUT";
  2397. const char StipulationType_SINGLE_MONTHLY_MORTALITY[] = "SMM";
  2398. const char StipulationType_LOT_VARIANCE[] = "LOTVAR";
  2399. const char StipulationType_PERCENTOFMANUFACTUREDHOUSINGPREPAYMENTCURVE[] = "MHP";
  2400. const char StipulationType_FREEFORMTEXT[] = "TEXT";
  2401. const char StipulationType_WHOLE_POOL[] = "WHOLE";
  2402. const char StipulationType_GEOGRAPHICS_AND_RANGE[] = "GEOG";
  2403. const char StipulationType_INTEREST_OF_ROLLING_OR_CLOSING_TRADE[] = "REFINT";
  2404. const char StipulationType_TRADEVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED[] = "TRDVAR";
  2405. const char StipulationType_FREEFORM_TEXT[] = "TEXT";
  2406. const char StipulationType_RATING_SOURCE_AND_RANGE[] = "RATING";
  2407. const char StipulationType_OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS[] = "INTERNALQTY";
  2408. const char StipulationType_OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS[] = "INTERNALPX";
  2409. const char StipulationType_NUMBER_OF_PIECES[] = "PIECES";
  2410. const char StipulationType_MINIMUM_INCREMENT[] = "MININCR";
  2411. const char StipulationType_PRODUCTIONYEAR[] = "PROD";
  2412. const char StipulationType_WEIGHTED_AVERAGE_MATURITY[] = "WAM";
  2413. const char StipulationType_GEOGRAPHICS[] = "GEOG";
  2414. const char StipulationType_MINIMUMQUANTITY[] = "MINQTY";
  2415. const char StipulationType_POOL_IDENTIFIER[] = "POOL";
  2416. const char StipulationType_MATURITY_YEAR_AND_MONTH[] = "MAT";
  2417. const char StipulationType_PRICINGFREQUENCY[] = "PRICEFREQ";
  2418. const char StipulationType_SECURITYTYPEINCLUDEDOREXCLUDED[] = "SECTYPE";
  2419. const char StipulationType_EXPLICITLOTIDENTIFIER[] = "LOT";
  2420. const char StipulationType_MAXIMUM_SUBSTITUTIONS[] = "MAXSUBS";
  2421. const char StipulationType_PRIMARY_OR_SECONDARY_MARKET_INDICATOR[] = "PRIMARY";
  2422. const char StipulationType_WEIGHTEDAVERAGELOANAGE[] = "WALA";
  2423. const char StipulationType_BENCHMARK_PRICE_SOURCE[] = "PXSOURCE";
  2424. const char StipulationType_MINIMUMDENOMINATION[] = "MINDNOM";
  2425. const char StipulationType_YEAR_OR_YEAR_MONTH_OF_ISSUE[] = "ISSUE";
  2426. const char StipulationType_PAYMENTFREQUENCYCALENDAR[] = "PAYFREQ";
  2427. const char StipulationType_POOLS_MAXIMUM[] = "PMAX";
  2428. const char StipulationType_SUBSTITUTIONS_FREQUENCY[] = "SUBSFREQ";
  2429. const char StipulationType_BENCHMARKPRICESOURCE[] = "PXSOURCE";
  2430. const char StipulationType_ABSOLUTEPREPAYMENTSPEED[] = "ABS";
  2431. const char StipulationType_BANKQUALIFIED[] = "BANKQUAL";
  2432. const char StipulationType_YIELDRANGE[] = "YIELD";
  2433. const char StipulationType_BARGAINCONDITIONS[] = "BGNCON";
  2434. const char StipulationType_MONTHLYPREPAYMENTRATE[] = "MPR";
  2435. const char StipulationType_POOLSPERLOT[] = "PPL";
  2436. const char StipulationType_CONSTANT_PREPAYMENT_YIELD[] = "CPY";
  2437. const char StipulationType_MINIMUM_DENOMINATION[] = "MINDNOM";
  2438. const char StipulationType_ALTERNATIVE_MINIMUM_TAX[] = "AMT";
  2439. const char StipulationType_CUSTOMSTARTENDDATE[] = "CUSTOMDATE";
  2440. const char StipulationType_TYPEOFREDEMPTIONVALUESARE[] = "REDEMPTION";
  2441. const char StipulationType_PERCENT_OF_BMA_PREPAYMENT_CURVE[] = "PSA";
  2442. const char StipulationType_NUMBEROFPIECES[] = "PIECES";
  2443. const char StipulationType_AMT[] = "AMT";
  2444. const char StipulationType_CONSTANTPREPAYMENTPENALTY[] = "CPP";
  2445. const char StipulationType_MAXIMUM_ORDER_SIZE[] = "MAXORDQTY";
  2446. const char StipulationType_AUTOREINVESTMENTATRATEORBETTER[] = "AUTOREINV";
  2447. const char StipulationType_BARGAIN_CONDITIONS[] = "BGNCON";
  2448. const char StipulationType_GEOGRAPHICSANDRANGE[] = "GEOG";
  2449. const char StipulationType_LOTVARIANCEVALUEINPERCENTMAXIMUMOVERORUNDERALLOCATIONALLOWED[] = "LOTVAR";
  2450. const char StipulationType_TYPE_OF_ROLL_TRADE[] = "ROLLTYPE";
  2451. const char StipulationType_PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE[] = "REFPRIN";
  2452. const char StipulationType_PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE[] = "PPC";
  2453. const char StipulationType_WEIGHTED_AVERAGE_COUPON[] = "WAC";
  2454. const char StipulationType_AUTO_REINVESTMENT_AT_RATE_OR_BETTER[] = "AUTOREINV";
  2455. const char StipulationType_STRUCTURE[] = "STRUCT";
  2456. const char StipulationType_WHOLEPOOL[] = "WHOLE";
  2457. const char StipulationType_MARKET_SECTOR[] = "SECTOR";
  2458. const char StipulationType_MATURITY_RANGE[] = "MATURITY";
  2459. const char StipulationType_SECURITY_TYPE_INCLUDED_OR_EXCLUDED[] = "SECTYPE";
  2460. const char StipulationType_POOLSPERMILLION[] = "PPM";
  2461. const char StipulationType_TRADE_VARIANCE[] = "TRDVAR";
  2462. const char StipulationType_ISSUERSTICKER[] = "ISSUER";
  2463. const char StipulationType_PRICERANGE[] = "PRICE";
  2464. const char StipulationType_LOOKBACK_DAYS[] = "LOOKBACK";
  2465. const char StipulationType_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE[] = "MHP";
  2466. const char StipulationType_POOLS_PER_MILLION[] = "PPM";
  2467. const char StipulationType_MINIMUMINCREMENT[] = "MININCR";
  2468. const char StipulationType_MATURITY_YEAR[] = "MAT";
  2469. const char StipulationType_RATINGSOURCEANDRANGE[] = "RATING";
  2470. const char StipulationType_AVERAGE_LOAN_SIZE[] = "AVSIZE";
  2471. const char StipulationType_PURPOSE[] = "PURPOSE";
  2472. const char StipulationType_ISO_CURRENCY_CODE[] = "CURRENCY";
  2473. const char StipulationType_RESTRICTED[] = "RESTRICTED";
  2474. const char StipulationType_BROKER_SALES_CREDIT_OVERRIDE[] = "SALESCREDITOVR";
  2475. const char StipulationType_WEIGHTED_AVERAGE_LIFE_COUPON[] = "WAL";
  2476. const char StipulationType_WEIGHTEDAVERAGECOUPON[] = "WAC";
  2477. const char StipulationType_OF_PROSPECTUS_PREPAYMENT_CURVE[] = "PPC";
  2478. const char StipulationType_ISSUESIZERANGE[] = "ISSUESIZE";
  2479. const char StipulationType_YEAR_OF_ISSUE[] = "ISSUE";
  2480. const char StipulationType_WEIGHTEDAVERAGELIFECOUPON[] = "WAL";
  2481. const char StipulationType_PAYMENT_FREQUENCY_CALENDAR[] = "PAYFREQ";
  2482. const char StipulationType_TRADERS_CREDIT[] = "TRADERCREDIT";
  2483. const char StipulationType_MINIMUM_QUANTITY[] = "MINQTY";
  2484. const char StipulationType_SUBSTITUTIONS_LEFT[] = "SUBSLEFT";
  2485. const char StipulationType_POOLS_PER_TRADE[] = "PPT";
  2486. const char StipulationType_TYPE_OF_REDEMPTION[] = "REDEMPTION";
  2487. const char StipulationType_CONSTANT_PREPAYMENT_PENALTY[] = "CPP";
  2488. const char StipulationType_WEIGHTED_AVERAGE_LOAN_AGE[] = "WALA";
  2489. const char StipulationType_PRICE_RANGE[] = "PRICE";
  2490. const char StipulationType_SUBSTITUTIONSFREQUENCYREPO[] = "SUBSFREQ";
  2491. const char StipulationType_PRODUCTION_YEAR[] = "PROD";
  2492. const char StipulationType_SINGLEMONTHLYMORTALITY[] = "SMM";
  2493. const char StipulationType_OF_BMA_PREPAYMENT_CURVE[] = "PSA";
  2494. const char StipulationType_EXPLICIT_LOT_IDENTIFIER[] = "LOT";
  2495. const char StipulationType_ABSOLUTE_PREPAYMENT_SPEED[] = "ABS";
  2496. const char StipulationType_MAXIMUMDENOMINATION[] = "MAXDNOM";
  2497. const char StipulationType_PERCENTOFPROSPECTUSPREPAYMENTCURVE[] = "PPC";
  2498. const char StipulationType_VALUATION_DISCOUNT[] = "HAIRCUT";
  2499. const char StipulationType_YIELD_TO_MATURITY[] = "YTM";
  2500. const char StipulationType_WEIGHTED_AVERAGE_LIFE[] = "WAL";
  2501. const char StipulationType_POOLSMAXIMUM[] = "PMAX";
  2502. const char StipulationType_YIELD_RANGE[] = "YIELD";
  2503. const char StipulationType_PRICING_FREQUENCY[] = "PRICEFREQ";
  2504. const char StipulationType_POOLSPERTRADE[] = "PPT";
  2505. const char StipulationType_MONTHLY_PREPAYMENT_RATE[] = "MPR";
  2506. const char StipulationType_COUPONRANGE[] = "COUPON";
  2507. const char StipulationType_MARKETSECTOR[] = "SECTOR";
  2508. const char StipulationType_AVERAGE_FICO_SCORE[] = "AVFICO";
  2509. const char StipulationType_INSURED[] = "INSURED";
  2510. const char StipulationType_BANK_QUALIFIED[] = "BANKQUAL";
  2511. const char PriceQuoteMethod_STANDARD[] = "STD";
  2512. const char PriceQuoteMethod_PERCENT_OF_PAR[] = "PCTPAR";
  2513. const char PriceQuoteMethod_INDEX[] = "INX";
  2514. const char PriceQuoteMethod_INTEREST_RATE_INDEX[] = "INT";
  2515. const int SessionRejectReason_REQUIREDTAGMISSING = 1;
  2516. const int SessionRejectReason_TAGSPECIFIEDOUTOFREQUIREDORDER = 14;
  2517. const int SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER = 17;
  2518. const int SessionRejectReason_INVALIDTAGNUMBER = 0;
  2519. const int SessionRejectReason_VALUEISINCORRECTOUTOFRANGEFORTHISTAG = 5;
  2520. const int SessionRejectReason_COMPID_PROBLEM = 9;
  2521. const int SessionRejectReason_SENDINGTIMEACCURACYPROBLEM = 10;
  2522. const int SessionRejectReason_SIGNATURE_PROBLEM = 8;
  2523. const int SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE = 2;
  2524. const int SessionRejectReason_UNDEFINEDTAG = 3;
  2525. const int SessionRejectReason_XML_VALIDATION_ERROR = 12;
  2526. const int SessionRejectReason_NONDATAVALUEINCLUDESFIELDDELIMITERSOHCHARACTER = 17;
  2527. const int SessionRejectReason_UNDEFINED_TAG = 3;
  2528. const int SessionRejectReason_TAGAPPEARSMORETHANONCE = 13;
  2529. const int SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE = 6;
  2530. const int SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER = 15;
  2531. const int SessionRejectReason_REQUIRED_TAG_MISSING = 1;
  2532. const int SessionRejectReason_INVALIDMSGTYPE = 11;
  2533. const int SessionRejectReason_XMLVALIDATIONERROR = 12;
  2534. const int SessionRejectReason_REPEATINGGROUPFIELDSOUTOFORDER = 15;
  2535. const int SessionRejectReason_INCORRECTNUMINGROUPCOUNTFORREPEATINGGROUP = 16;
  2536. const int SessionRejectReason_TAGSPECIFIEDWITHOUTAVALUE = 4;
  2537. const int SessionRejectReason_DECRYPTIONPROBLEM = 7;
  2538. const int SessionRejectReason_INCORRECTDATAFORMATFORVALUE = 6;
  2539. const int SessionRejectReason_OTHER = 99;
  2540. const int SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP = 16;
  2541. const int SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE = 13;
  2542. const int SessionRejectReason_COMPIDPROBLEM = 9;
  2543. const int SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER = 14;
  2544. const int SessionRejectReason_SIGNATUREPROBLEM = 8;
  2545. const int SessionRejectReason_DECRYPTION_PROBLEM = 7;
  2546. const int SessionRejectReason_INVALID_TAG_NUMBER = 0;
  2547. const int SessionRejectReason_TAGNOTDEFINEDFORTHISMESSAGETYPE = 2;
  2548. const int SessionRejectReason_VALUE_IS_INCORRECT = 5;
  2549. const int SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE = 4;
  2550. const int SessionRejectReason_INVALID_MSGTYPE = 11;
  2551. const int SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM = 10;
  2552. const int DeliveryType_TRI_PARTY = 2;
  2553. const int DeliveryType_HOLD_IN_CUSTODY = 3;
  2554. const int DeliveryType_FREE = 1;
  2555. const int DeliveryType_HOLDINCUSTODY = 3;
  2556. const int DeliveryType_VERSUSPAYMENT = 0;
  2557. const int DeliveryType_VERSUS_PAYMENT_DELIVER = 0;
  2558. const int DeliveryType_FREE_DELIVER = 1;
  2559. const int DeliveryType_TRIPARTY = 2;
  2560. const char Scope_LOCAL = '1';
  2561. const char Scope_LOCAL_MARKET = '1';
  2562. const char Scope_GLOBAL = '3';
  2563. const char Scope_NATIONAL = '2';
  2564. const char Scope_LOCALMARKET = '1';
  2565. const char DeleteReason_CANCELLATION = '0';
  2566. const char DeleteReason_CANCELTRADEBUST = '0';
  2567. const char DeleteReason_CANCELATION = '0';
  2568. const char DeleteReason_ERROR = '1';
  2569. const char InViewOfCommon_NO = 'N';
  2570. const char InViewOfCommon_YES = 'Y';
  2571. const char NoSides_BOTHSIDES = '2';
  2572. const char NoSides_ONESIDE = '1';
  2573. const char NoSides_ONE_SIDE = '1';
  2574. const char NoSides_BOTH_SIDES = '2';
  2575. const char SecurityType_TERM_LIQUIDITY_NOTE[] = "TLQN";
  2576. const char SecurityType_TO_BE_ANNOUNCED[] = "TBA";
  2577. const char SecurityType_REVERSE_REPURCHASE_AGREEMENT[] = "RVRP";
  2578. const char SecurityType_BRADY_BOND[] = "BRADY";
  2579. const char SecurityType_TREASURYINFLATIONPROTECTEDSECURITIES[] = "TIPS";
  2580. const char SecurityType_CORP_MORTGAGE_BACKED_SECURITIES[] = "CMBS";
  2581. const char SecurityType_CERTIFICATE_OF_PARTICIPATION[] = "COFP";
  2582. const char SecurityType_BUY_SELLBACK[] = "BUYSELL";
  2583. const char SecurityType_OPTIONS_ON_COMBO[] = "OOC";
  2584. const char SecurityType_MULTILEG_INSTRUMENT[] = "MLEG";
  2585. const char SecurityType_TAX_ALLOCATION[] = "TAXA";
  2586. const char SecurityType_US_TREASURY_NOTE_BOND[] = "UST";
  2587. const char SecurityType_REVENUE_ANTICIPATION_NOTE[] = "RAN";
  2588. const char SecurityType_YANKEECERTIFICATEOFDEPOSIT[] = "YCD";
  2589. const char SecurityType_MEDIUMTERMNOTES[] = "MTN";
  2590. const char SecurityType_SPECIAL_TAX[] = "SPCLT";
  2591. const char SecurityType_PRIVATE_EXPORT_FUNDING[] = "PEF";
  2592. const char SecurityType_EUROCERTIFICATEOFDEPOSIT[] = "EUCD";
  2593. const char SecurityType_SPECIAL_OBLIGATION[] = "SPCLO";
  2594. const char SecurityType_FX_SWAP[] = "FXSWAP";
  2595. const char SecurityType_REVOLVER_TERM_LOAN[] = "RVLVTRM";
  2596. const char SecurityType_TAXEXEMPTCOMMERCIALPAPER[] = "TECP";
  2597. const char SecurityType_REVOLVER_LOAN[] = "RVLV";
  2598. const char SecurityType_CASH[] = "CASH";
  2599. const char SecurityType_USTREASURYNOTEDEPRECATEDVALUEUSETNOTE[] = "UST";
  2600. const char SecurityType_MISCELLANEOUS_PASS_THRU[] = "MPT";
  2601. const char SecurityType_CONVERTIBLEBOND[] = "CB";
  2602. const char SecurityType_VARIABLE_RATE_DEMAND_NOTE[] = "VRDN";
  2603. const char SecurityType_MULTILEGINSTRUMENT[] = "MLEG";
  2604. const char SecurityType_FEDERAL_AGENCY_DISCOUNT_NOTE[] = "FADN";
  2605. const char SecurityType_SPECIALOBLIGATION[] = "SPCLO";
  2606. const char SecurityType_CANADIAN_TREASURY_BILLS[] = "CTB";
  2607. const char SecurityType_REVENUEANTICIPATIONNOTE[] = "RAN";
  2608. const char SecurityType_CERTIFICATEOFOBLIGATION[] = "COFO";
  2609. const char SecurityType_INDEXEDLINKED[] = "XLINKD";
  2610. const char SecurityType_LETTER_OF_CREDIT[] = "LOFC";
  2611. const char SecurityType_MANDATORYTENDER[] = "MT";
  2612. const char SecurityType_USTREASURYBOND[] = "TBOND";
  2613. const char SecurityType_TERMLOAN[] = "TERM";
  2614. const char SecurityType_OPTIONS_ON_FUTURES[] = "OOF";
  2615. const char SecurityType_PROMISSORYNOTE[] = "PN";
  2616. const char SecurityType_DUAL_CURRENCY[] = "DUAL";
  2617. const char SecurityType_WILDCARD_ENTRY[] = "WLD";
  2618. const char SecurityType_BANK_DEPOSITORY_NOTE[] = "BDN";
  2619. const char SecurityType_REPLACED[] = "REPLACD";
  2620. const char SecurityType_MORTGAGE_PRINCIPAL_ONLY[] = "MPO";
  2621. const char SecurityType_CANADIAN_TREASURY_NOTES[] = "CAN";
  2622. const char SecurityType_USTREASURYBILLDEPRECATEDVALUEUSETBILL[] = "USTB";
  2623. const char SecurityType_TOBEANNOUNCED[] = "TBA";
  2624. const char SecurityType_SECURITIES_PLEDGE[] = "SECPLEDGE";
  2625. const char SecurityType_YANKEE_CORPORATE_BOND[] = "YANK";
  2626. const char SecurityType_FX_SPOT[] = "FXSPOT";
  2627. const char SecurityType_LIQUIDITYNOTE[] = "LQN";
  2628. const char SecurityType_OVERNIGHT[] = "ONITE";
  2629. const char SecurityType_MORTGAGE_INTEREST_ONLY[] = "MIO";
  2630. const char SecurityType_BRIDGELOAN[] = "BRIDGE";
  2631. const char SecurityType_OTHER_ANTICIPATION_NOTES_BAN_GAN_ETC[] = "AN";
  2632. const char SecurityType_EXTENDED_COMM_NOTE[] = "XCN";
  2633. const char SecurityType_CERTIFICATEOFPARTICIPATION[] = "COFP";
  2634. const char SecurityType_CATS_TIGERS_LIONS[] = "ZOO";
  2635. const char SecurityType_FORWARD[] = "FORWARD";
  2636. const char SecurityType_YANKEE_CERTIFICATE_OF_DEPOSIT[] = "YCD";
  2637. const char SecurityType_PREFERRED_STOCK[] = "PS";
  2638. const char SecurityType_US_TREASURY_BOND[] = "TBOND";
  2639. const char SecurityType_TREASURY_INFLATION_PROTECTED_SECURITIES[] = "TIPS";
  2640. const char SecurityType_BUYSELLBACK[] = "BUYSELL";
  2641. const char SecurityType_OPTIONS_ON_PHYSICAL[] = "OOP";
  2642. const char SecurityType_ASSETBACKEDSECURITIES[] = "ABS";
  2643. const char SecurityType_NON_DELIVERABLE_FORWARD[] = "FXNDF";
  2644. const char SecurityType_MORTGAGE_PRINCIPLE_ONLY[] = "MPO";
  2645. const char SecurityType_MORTGAGE_IOETTE[] = "IET";
  2646. const char SecurityType_USD_SUPRANATIONAL_COUPONS[] = "SUPRA";
  2647. const char SecurityType_WARRANT[] = "WAR";
  2648. const char SecurityType_FOREIGN_EXCHANGE_CONTRACT[] = "FOR";
  2649. const char SecurityType_FOREIGNEXCHANGECONTRACT[] = "FOR";
  2650. const char SecurityType_EURO_CORPORATE_FLOATING_RATE_NOTES[] = "EUFRN";
  2651. const char SecurityType_SPECIAL_ASSESSMENT[] = "SPCLA";
  2652. const char SecurityType_EUROSUPRANATIONALCOUPONS[] = "EUSUPRA";
  2653. const char SecurityType_DEBTOR_IN_POSSESSION[] = "DINP";
  2654. const char SecurityType_CANADIAN_MONEY_MARKETS[] = "CAMM";
  2655. const char SecurityType_MORTGAGEPRINCIPALONLY[] = "MPO";
  2656. const char SecurityType_USTREASURYNOTE[] = "TNOTE";
  2657. const char SecurityType_DEBTORINPOSSESSION[] = "DINP";
  2658. const char SecurityType_REVENUEBONDS[] = "REV";
  2659. const char SecurityType_MORTGAGEINTERESTONLY[] = "MIO";
  2660. const char SecurityType_DEPOSITNOTES[] = "DN";
  2661. const char SecurityType_PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE[] = "TCAL";
  2662. const char SecurityType_MORTGAGEPRIVATEPLACEMENT[] = "MPP";
  2663. const char SecurityType_NO_SECURITY_TYPE[] = "NONE";
  2664. const char SecurityType_SPECIALASSESSMENT[] = "SPCLA";
  2665. const char SecurityType_LETTEROFCREDIT[] = "LOFC";
  2666. const char SecurityType_TAXALLOCATION[] = "TAXA";
  2667. const char SecurityType_TAXABLE_MUNICIPAL_CP[] = "TMCP";
  2668. const char SecurityType_OPTION[] = "OPT";
  2669. const char SecurityType_NOSECURITYTYPE[] = "NONE";
  2670. const char SecurityType_PROMISSORY_NOTE[] = "PN";
  2671. const char SecurityType_COLLATERALIZEDMORTGAGEOBLIGATION[] = "CMO";
  2672. const char SecurityType_DUALCURRENCY[] = "DUAL";
  2673. const char SecurityType_CREDIT_DEFAULT_SWAP[] = "CDS";
  2674. const char SecurityType_TAXANTICIPATIONNOTE[] = "TAN";
  2675. const char SecurityType_MORTGAGE_PRIVATE_PLACEMENT[] = "MPP";
  2676. const char SecurityType_GENERAL_OBLIGATION_BONDS[] = "GO";
  2677. const char SecurityType_SHORTTERMLOANNOTE[] = "STN";
  2678. const char SecurityType_COMMERCIAL_PAPER[] = "CP";
  2679. const char SecurityType_MORTGAGE_BACKED_SECURITIES[] = "MBS";
  2680. const char SecurityType_EURO_SOVEREIGNS[] = "EUSOV";
  2681. const char SecurityType_TAX_REVENUE_ANTICIPATION_NOTE[] = "TRAN";
  2682. const char SecurityType_PFANDBRIEFE[] = "PFAND";
  2683. const char SecurityType_OTHER_ANTICIPATION_NOTES[] = "AN";
  2684. const char SecurityType_TAX_EXEMPT_COMMERCIAL_PAPER[] = "TECP";
  2685. const char SecurityType_PRIVATEEXPORTFUNDING[] = "PEF";
  2686. const char SecurityType_OTHERANTICIPATIONNOTESBANGANETC[] = "AN";
  2687. const char SecurityType_TAX_ANTICIPATION_NOTE[] = "TAN";
  2688. const char SecurityType_TREASURY_BILL[] = "TB";
  2689. const char SecurityType_PLAZOS_FIJOS[] = "PZFJ";
  2690. const char SecurityType_EURO_COMMERCIAL_PAPER[] = "EUCP";
  2691. const char SecurityType_MANDATORY_TENDER[] = "MT";
  2692. const char SecurityType_COLLATERALIZED_MORTGAGE_OBLIGATION[] = "CMO";
  2693. const char SecurityType_PREFERREDSTOCK[] = "PS";
  2694. const char SecurityType_VARIABLERATEDEMANDNOTE[] = "VRDN";
  2695. const char SecurityType_DEFAULTED[] = "DEFLTED";
  2696. const char SecurityType_INDEXED_LINKED[] = "XLINKD";
  2697. const char SecurityType_IOETTE_MORTGAGE[] = "IET";
  2698. const char SecurityType_CERTIFICATE_OF_DEPOSIT[] = "CD";
  2699. const char SecurityType_BILLOFEXCHANGES[] = "BOX";
  2700. const char SecurityType_PRINCIPALSTRIPOFACALLABLEBONDORNOTE[] = "TCAL";
  2701. const char SecurityType_EUROSOVEREIGNS[] = "EUSOV";
  2702. const char SecurityType_TIME_DEPOSIT[] = "TD";
  2703. const char SecurityType_CORPORATEBOND[] = "CORP";
  2704. const char SecurityType_FX_FORWARD[] = "FXFWD";
  2705. const char SecurityType_US_CORPORATE_FLOATING_RATE_NOTES[] = "FRN";
  2706. const char SecurityType_US_TREASURY_NOTE_TNOTE[] = "TNOTE";
  2707. const char SecurityType_MORTGAGEBACKEDSECURITIES[] = "MBS";
  2708. const char SecurityType_DEPOSIT_NOTES[] = "DN";
  2709. const char SecurityType_CORPORATEPRIVATEPLACEMENT[] = "CPP";
  2710. const char SecurityType_FEDERAL_HOUSING_AUTHORITY[] = "FHA";
  2711. const char SecurityType_MATURED[] = "MATURED";
  2712. const char SecurityType_SWINGLINEFACILITY[] = "SWING";
  2713. const char SecurityType_MULTI_LEG_INSTRUMENT[] = "MLEG";
  2714. const char SecurityType_CANADIAN_PROVINCIAL_BONDS[] = "PROV";
  2715. const char SecurityType_MEDIUM_TERM_NOTES[] = "MTN";
  2716. const char SecurityType_RETIRED[] = "RETIRED";
  2717. const char SecurityType_MUTUAL_FUND[] = "MF";
  2718. const char SecurityType_SECURITIESPLEDGE[] = "SECPLEDGE";
  2719. const char SecurityType_COMMERCIALPAPER[] = "CP";
  2720. const char SecurityType_REPURCHASE_AGREEMENT[] = "RP";
  2721. const char SecurityType_BILL_OF_EXCHANGES[] = "BOX";
  2722. const char SecurityType_MUTUALFUND[] = "MF";
  2723. const char SecurityType_COLLATERALIZE_MORTGAGE_OBLIGATION[] = "CMO";
  2724. const char SecurityType_EXTENDEDCOMMNOTE[] = "XCN";
  2725. const char SecurityType_FEDERAL_HOME_LOAN[] = "FHL";
  2726. const char SecurityType_REVOLVERLOAN[] = "RVLV";
  2727. const char SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE[] = "TPRN";
  2728. const char SecurityType_STRUCTURED_NOTES[] = "STRUCT";
  2729. const char SecurityType_INTERESTSTRIPFROMANYBONDORNOTE[] = "TINT";
  2730. const char SecurityType_CANADIAN_MORTGAGE_BONDS[] = "CMB";
  2731. const char SecurityType_REPURCHASE[] = "REPO";
  2732. const char SecurityType_AGENCY_POOLS[] = "POOL";
  2733. const char SecurityType_EURO_CORPORATE_BOND[] = "EUCORP";
  2734. const char SecurityType_SWING_LINE_FACILITY[] = "SWING";
  2735. const char SecurityType_USDSUPRANATIONALCOUPONS[] = "SUPRA";
  2736. const char SecurityType_REVOLVERTERMLOAN[] = "RVLVTRM";
  2737. const char SecurityType_LIQUIDITY_NOTE[] = "LQN";
  2738. const char SecurityType_MISCELLANEOUSPASSTHROUGH[] = "MPT";
  2739. const char SecurityType_CONVERTIBLE_BOND[] = "CB";
  2740. const char SecurityType_ASSET_BACKED_SECURITIES[] = "ABS";
  2741. const char SecurityType_WILDCARDENTRY[] = "WLD";
  2742. const char SecurityType_YANKEECORPORATEBOND[] = "YANK";
  2743. const char SecurityType_TAXREVENUEANTICIPATIONNOTE[] = "TRAN";
  2744. const char SecurityType_GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION[] = "GN";
  2745. const char SecurityType_BRADYBOND[] = "BRADY";
  2746. const char SecurityType_USTREASURYBILL[] = "TBILL";
  2747. const char SecurityType_STUDENT_LOAN_MARKETING_ASSOCIATION[] = "SL";
  2748. const char SecurityType_EUROCORPORATEBOND[] = "EUCORP";
  2749. const char SecurityType_FUTURE[] = "FUT";
  2750. const char SecurityType_US_TREASURY_BILL_TBILL[] = "TBILL";
  2751. const char SecurityType_TREASURIES_PLUS_AGENCY_DEBENTURE[] = "GOVT";
  2752. const char SecurityType_EURO_CERTIFICATE_OF_DEPOSIT[] = "EUCD";
  2753. const char SecurityType_BANKERS_ACCEPTANCE[] = "BA";
  2754. const char SecurityType_AMENDEDRESTATED[] = "AMENDED";
  2755. const char SecurityType_TERM_LOAN[] = "TERM";
  2756. const char SecurityType_BANKNOTES[] = "BN";
  2757. const char SecurityType_SHORT_TERM_LOAN_NOTE[] = "STN";
  2758. const char SecurityType_AMENDED_RESTATED[] = "AMENDED";
  2759. const char SecurityType_INTEREST_RATE_SWAP[] = "IRS";
  2760. const char SecurityType_EUROCOMMERCIALPAPER[] = "EUCP";
  2761. const char SecurityType_US_TREASURY_NOTE_UST[] = "UST";
  2762. const char SecurityType_US_TREASURY_BILL_USTB[] = "USTB";
  2763. const char SecurityType_FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION[] = "FN";
  2764. const char SecurityType_WITHDRAWN[] = "WITHDRN";
  2765. const char SecurityType_CORPORATE_PRIVATE_PLACEMENT[] = "CPP";
  2766. const char SecurityType_CERTIFICATE_OF_OBLIGATION[] = "COFO";
  2767. const char SecurityType_INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE[] = "TINT";
  2768. const char SecurityType_STRUCTUREDNOTES[] = "STRUCT";
  2769. const char SecurityType_BANKERSACCEPTANCE[] = "BA";
  2770. const char SecurityType_NO_ISITC_SECURITY_TYPE[] = "NONE";
  2771. const char SecurityType_CALLLOANS[] = "CL";
  2772. const char SecurityType_MISCELLANEOUS_PASS_THROUGH[] = "MPT";
  2773. const char SecurityType_FEDERAL_AGENCY_COUPON[] = "FAC";
  2774. const char SecurityType_CORPORATE_BOND[] = "CORP";
  2775. const char SecurityType_WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST[] = "?";
  2776. const char SecurityType_CORPMORTGAGEBACKEDSECURITIES[] = "CMBS";
  2777. const char SecurityType_EURO_SUPRANATIONAL_COUPONS[] = "EUSUPRA";
  2778. const char SecurityType_CALL_LOANS[] = "CL";
  2779. const char SecurityType_CERTIFICATEOFDEPOSIT[] = "CD";
  2780. const char SecurityType_SECURED_LIQUIDITY_NOTE[] = "SLQN";
  2781. const char SecurityType_TIMEDEPOSIT[] = "TD";
  2782. const char SecurityType_BANK_NOTES[] = "BN";
  2783. const char SecurityType_US_TREASURY_BILL[] = "USTB";
  2784. const char SecurityType_GENERALOBLIGATIONBONDS[] = "GO";
  2785. const char SecurityType_COMMONSTOCK[] = "CS";
  2786. const char SecurityType_PLAZOSFIJOS[] = "PZFJ";
  2787. const char SecurityType_SECURITIES_LOAN[] = "SECLOAN";
  2788. const char SecurityType_SECURITIESLOAN[] = "SECLOAN";
  2789. const char SecurityType_MUNICIPAL_BOND[] = "MUNI";
  2790. const char SecurityType_REVENUE_BONDS[] = "REV";
  2791. const char SecurityType_SPECIALTAX[] = "SPCLT";
  2792. const char SecurityType_PRINCIPALSTRIPFROMANONCALLABLEBONDORNOTE[] = "TPRN";
  2793. const char SecurityType_BRIDGE_LOAN[] = "BRIDGE";
  2794. const char SecurityType_IOETTEMORTGAGE[] = "IET";
  2795. const char SecurityType_FEDERALAGENCYCOUPON[] = "FAC";
  2796. const char SecurityType_COMMON_STOCK[] = "CS";
  2797. const char SecurityType_FEDERALAGENCYDISCOUNTNOTE[] = "FADN";
  2798. const char RoundingDirection_ROUNDUP = '2';
  2799. const char RoundingDirection_ROUND_DOWN = '1';
  2800. const char RoundingDirection_ROUND_TO_NEAREST = '0';
  2801. const char RoundingDirection_ROUND_UP = '2';
  2802. const char RoundingDirection_ROUNDDOWN = '1';
  2803. const char RoundingDirection_ROUNDNEAREST = '0';
  2804. const char TimeUnit_MINUTE[] = "Min";
  2805. const char TimeUnit_WEEK[] = "Wk";
  2806. const char TimeUnit_SECOND[] = "S";
  2807. const char TimeUnit_MONTH[] = "Mo";
  2808. const char TimeUnit_HOUR[] = "H";
  2809. const char TimeUnit_DAY[] = "D";
  2810. const char TimeUnit_YEAR[] = "Yr";
  2811. const int LegSwapType_MODIFIED_DURATION = 2;
  2812. const int LegSwapType_PARFORPAR = 1;
  2813. const int LegSwapType_RISK = 4;
  2814. const int LegSwapType_PAR_FOR_PAR = 1;
  2815. const int LegSwapType_MODIFIEDDURATION = 2;
  2816. const int LegSwapType_PROCEEDS = 5;
  2817. const char IOITransType_REPLACE = 'R';
  2818. const char IOITransType_NEW = 'N';
  2819. const char IOITransType_CANCEL = 'C';
  2820. const int PosReqResult_REQUESTFORPOSITIONNOTSUPPORTED = 4;
  2821. const int PosReqResult_VALID_REQUEST = 0;
  2822. const int PosReqResult_NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA = 2;
  2823. const int PosReqResult_NOT_AUTHORIZED_TO_REQUEST_POSITIONS = 3;
  2824. const int PosReqResult_INVALID_OR_UNSUPPORTED_REQUEST = 1;
  2825. const int PosReqResult_NOTAUTHORIZEDTOREQUESTPOSITIONS = 3;
  2826. const int PosReqResult_OTHER = 99;
  2827. const int PosReqResult_NOPOSITIONSFOUNDTHATMATCHCRITERIA = 2;
  2828. const int PosReqResult_REQUEST_FOR_POSITION_NOT_SUPPORTED = 4;
  2829. const int PosReqResult_INVALIDORUNSUPPORTEDREQUEST = 1;
  2830. const int PosReqResult_VALIDREQUEST = 0;
  2831. const char SettlInstMode_ACCOUNTOVERRIDING = '2';
  2832. const char SettlInstMode_REJECT = '5';
  2833. const char SettlInstMode_DEFAULT = '0';
  2834. const char SettlInstMode_REQUEST_REJECT = '5';
  2835. const char SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING = '2';
  2836. const char SettlInstMode_SIPROVIDED = '1';
  2837. const char SettlInstMode_ACCOUNTSTANDING = '3';
  2838. const char SettlInstMode_CIVORDERSINGLEACCT = '4';
  2839. const char SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_STANDING = '3';
  2840. const char SettlInstMode_SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT = '4';
  2841. const char SettlInstMode_STANDING_INSTRUCTIONS_PROVIDED = '1';
  2842. const char PreviouslyReported_NO = 'N';
  2843. const char PreviouslyReported_YES = 'Y';
  2844. const char CustOrderHandlingInst_PEGGED[] = "PEG";
  2845. const char CustOrderHandlingInst_MARKET_ON_OPEN[] = "MOO";
  2846. const char CustOrderHandlingInst_SCALE[] = "SCL";
  2847. const char CustOrderHandlingInst_FILL_OR_KILL[] = "FOK";
  2848. const char CustOrderHandlingInst_ALL_OR_NONE[] = "AON";
  2849. const char CustOrderHandlingInst_NOT_HELD[] = "NH";
  2850. const char CustOrderHandlingInst_DIRECTED_ORDER[] = "DIR";
  2851. const char CustOrderHandlingInst_STOP_STOCK_TRANSACTION[] = "S.W";
  2852. const char CustOrderHandlingInst_OVER_THE_DAY[] = "OVD";
  2853. const char CustOrderHandlingInst_ADD_ON_ORDER[] = "ADD";
  2854. const char CustOrderHandlingInst_MARKET_AT_CLOSE[] = "MAC";
  2855. const char CustOrderHandlingInst_LIMIT_ON_OPEN[] = "LOO";
  2856. const char CustOrderHandlingInst_CASH_NOT_HELD[] = "CNH";
  2857. const char CustOrderHandlingInst_MARKET_ON_CLOSE[] = "MOC";
  2858. const char CustOrderHandlingInst_TIME_ORDER[] = "TMO";
  2859. const char CustOrderHandlingInst_LIMIT_ON_CLOSE[] = "LOC";
  2860. const char CustOrderHandlingInst_IMMEDIATE_OR_CANCEL[] = "IOC";
  2861. const char CustOrderHandlingInst_TRAILING_STOP[] = "TS";
  2862. const char CustOrderHandlingInst_WORK[] = "WRK";
  2863. const char CustOrderHandlingInst_RESERVE_SIZE_ORDER[] = "RSV";
  2864. const char CustOrderHandlingInst_MINIMUM_QUANTITY[] = "MQT";
  2865. const char CustOrderHandlingInst_MARKET_AT_OPEN[] = "MAO";
  2866. const char CustOrderHandlingInst_IMBALANCE_ONLY[] = "IO";
  2867. const char CustOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION[] = "E.W";
  2868. const char SecurityStatus_INACTIVE[] = "2";
  2869. const char SecurityStatus_ACTIVE[] = "1";
  2870. const char ProcessCode_SOFT_DOLLAR = '1';
  2871. const char ProcessCode_STEPOUTSOFT = '5';
  2872. const char ProcessCode_STEPOUT = '3';
  2873. const char ProcessCode_PLAN_SPONSOR = '6';
  2874. const char ProcessCode_STEP_IN = '2';
  2875. const char ProcessCode_STEPIN = '2';
  2876. const char ProcessCode_REGULAR = '0';
  2877. const char ProcessCode_SOFTDOLLAR = '1';
  2878. const char ProcessCode_PLANSPONSOR = '6';
  2879. const char ProcessCode_STEPINSOFT = '4';
  2880. const char ProcessCode_SOFT_DOLLAR_STEP_OUT = '5';
  2881. const char ProcessCode_STEP_OUT = '3';
  2882. const char ProcessCode_SOFT_DOLLAR_STEP_IN = '4';
  2883. const char ExecInst_TRY_TO_STOP = 'Y';
  2884. const char ExecInst_PEG_TO_LIMIT_PRICE = 'd';
  2885. const char ExecInst_EXECUTE_AS_DURATION_NEUTRAL = 's';
  2886. const char ExecInst_PARTICIPANT_DONT_INITIATE = '6';
  2887. const char ExecInst_REINSTATE_ON_TRADING_HALT = 'J';
  2888. const char ExecInst_NO_CROSS = 'A';
  2889. const char ExecInst_PEGVWAP = 'W';
  2890. const char ExecInst_STRICT_SCALE = '7';
  2891. const char ExecInst_AON = 'G';
  2892. const char ExecInst_TRAILING_STOP_PEG = 'a';
  2893. const char ExecInst_TRAILSTOPPEG = 'a';
  2894. const char ExecInst_MARKPEG = 'P';
  2895. const char ExecInst_MIDPRCPEG = 'M';
  2896. const char ExecInst_OKCROSS = 'B';
  2897. const char ExecInst_EXECUTE_AS_FX_NEUTRAL = 't';
  2898. const char ExecInst_CUSTDISPINST = 'U';
  2899. const char ExecInst_IGNOREPRICECHK = 'c';
  2900. const char ExecInst_STRICTLIMIT = 'b';
  2901. const char ExecInst_WORKTOSTRATEGY = 'e';
  2902. const char ExecInst_OK_TO_CROSS = 'B';
  2903. const char ExecInst_SUSPEND_ON_SYSTEM_FAILURE = 'l';
  2904. const char ExecInst_REINSTATE_ON_SYSTEM_FAILURE = 'H';
  2905. const char ExecInst_GO_ALONG = '3';
  2906. const char ExecInst_INSTITONLY = 'I';
  2907. const char ExecInst_DO_NOT_INCREASE = 'E';
  2908. const char ExecInst_SUSPEND = 'S';
  2909. const char ExecInst_TRYTOSTOP = 'Y';
  2910. const char ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 'T';
  2911. const char ExecInst_SUSPEND_ON_TRADING_HALT = 'm';
  2912. const char ExecInst_INTERMARKET_SWEEP = 'f';
  2913. const char ExecInst_IGNORE_PRICE_VALIDITY_CHECKS = 'c';
  2914. const char ExecInst_PARTICIPATE_DONT_INITIATE = '6';
  2915. const char ExecInst_LASTPEG = 'L';
  2916. const char ExecInst_PEG_TO_VWAP = 'W';
  2917. const char ExecInst_PRIMARY_PEG = 'R';
  2918. const char ExecInst_NONNEGO = 'N';
  2919. const char ExecInst_BEST_EXECUTION = 'k';
  2920. const char ExecInst_STAY_ON_BID_SIDE = '9';
  2921. const char ExecInst_NOTHELD = '1';
  2922. const char ExecInst_STRICTSCALE = '7';
  2923. const char ExecInst_REINSTATE_ON_CONNECTION_LOSS = 'n';
  2924. const char ExecInst_DNI = 'E';
  2925. const char ExecInst_TRYTOSCALE = '8';
  2926. const char ExecInst_PERCENT_OF_VOLUME = 'D';
  2927. const char ExecInst_GOALONG = '3';
  2928. const char ExecInst_WORK = '2';
  2929. const char ExecInst_HELD = '5';
  2930. const char ExecInst_NOCROSS = 'A';
  2931. const char ExecInst_RELEASE_FROM_SUSPENSION = 'q';
  2932. const char ExecInst_STRICT_LIMIT = 'b';
  2933. const char ExecInst_OPENPEG = 'O';
  2934. const char ExecInst_STAY_ON_BIDSIDE = '9';
  2935. const char ExecInst_STAY_ON_OFFERSIDE = '0';
  2936. const char ExecInst_OVER_THE_DAY = '4';
  2937. const char ExecInst_RESTATEONTRADINGHALT = 'J';
  2938. const char ExecInst_INSTITUTIONS_ONLY = 'I';
  2939. const char ExecInst_NOT_HELD = '1';
  2940. const char ExecInst_CANCELONTRADINGHALT = 'K';
  2941. const char ExecInst_CANCELONSYSFAIL = 'Q';
  2942. const char ExecInst_CANCEL_ON_SYSTEM_FAILURE = 'Q';
  2943. const char ExecInst_MARKET_PEG = 'P';
  2944. const char ExecInst_TRADEALONG = 'X';
  2945. const char ExecInst_CALL_FIRST = 'C';
  2946. const char ExecInst_PEGTOLIMIT = 'd';
  2947. const char ExecInst_EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED = 'r';
  2948. const char ExecInst_SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE = 'j';
  2949. const char ExecInst_NON_NEGOTIABLE = 'N';
  2950. const char ExecInst_TRY_TO_SCALE = '8';
  2951. const char ExecInst_EXTERNAL_ROUTING_ALLOWED = 'g';
  2952. const char ExecInst_WORK_TO_TARGET_STRATEGY = 'e';
  2953. const char ExecInst_STAY_ON_OFFER_SIDE = '0';
  2954. const char ExecInst_CUSTOMER_DISPLAY_INSTRUCTION = 'U';
  2955. const char ExecInst_OVERDAY = '4';
  2956. const char ExecInst_LAST_PEG = 'L';
  2957. const char ExecInst_CALLFIRST = 'C';
  2958. const char ExecInst_REINSTATE_ON_SYSTEM_FAILUE = 'H';
  2959. const char ExecInst_DO_NOT_REDUCE = 'F';
  2960. const char ExecInst_MID_PRICE_PEG = 'M';
  2961. const char ExecInst_ALL_OR_NONE = 'G';
  2962. const char ExecInst_OPENING_PEG = 'O';
  2963. const char ExecInst_PERCVOL = 'D';
  2964. const char ExecInst_SUSPEND_ON_CONNECTION_LOSS = 'p';
  2965. const char ExecInst_CANCEL_ON_CONNECTION_LOSS = 'o';
  2966. const char ExecInst_EXTERNAL_ROUTING_NOT_ALLOWED = 'h';
  2967. const char ExecInst_CANCEL_IF_NOT_BEST = 'Z';
  2968. const char ExecInst_PARTNOTINIT = '6';
  2969. const char ExecInst_CXLIFNOTBEST = 'Z';
  2970. const char ExecInst_NETTING = 'V';
  2971. const char ExecInst_IMBALANCE_ONLY = 'i';
  2972. const char ExecInst_CANCEL_ON_TRADING_HALT = 'K';
  2973. const char ExecInst_TRADE_ALONG = 'X';
  2974. const char ExecInst_DNR = 'F';
  2975. const char ExecInst_STAYOFFER = '0';
  2976. const char ExecInst_STAYBID = '9';
  2977. const char ExecInst_RESTATEONSYSFAIL = 'H';
  2978. const char ExecInst_PRIMPEG = 'R';
  2979. const char ExecType_REPLACE = '5';
  2980. const char ExecType_NEW = '0';
  2981. const char ExecType_CALCULATED = 'B';
  2982. const char ExecType_PENDINGNEW = 'A';
  2983. const char ExecType_ORDERSTATUS = 'I';
  2984. const char ExecType_PENDING_CANCEL = '6';
  2985. const char ExecType_TRADE_IN_A_CLEARING_HOLD = 'J';
  2986. const char ExecType_TRADE_HAS_BEEN_RELEASED_TO_CLEARING = 'K';
  2987. const char ExecType_ORDER_STATUS = 'I';
  2988. const char ExecType_PENDING_CANCEL_REPLACE = '6';
  2989. const char ExecType_PARTIAL_FILL = '1';
  2990. const char ExecType_PENDINGCXL = '6';
  2991. const char ExecType_PENDING_NEW = 'A';
  2992. const char ExecType_STOPPED = '7';
  2993. const char ExecType_CANCELED = '4';
  2994. const char ExecType_PENDING_REPLACE = 'E';
  2995. const char ExecType_TRADE = 'F';
  2996. const char ExecType_TRADE_CORRECT = 'G';
  2997. const char ExecType_PENDINGREPLACE = 'E';
  2998. const char ExecType_SUSPENDED = '9';
  2999. const char ExecType_FILL = '2';
  3000. const char ExecType_DONE = '3';
  3001. const char ExecType_RESTATED = 'D';
  3002. const char ExecType_REJECTED = '8';
  3003. const char ExecType_REPLACED = '5';
  3004. const char ExecType_EXPIRED = 'C';
  3005. const char ExecType_DONE_FOR_DAY = '3';
  3006. const char ExecType_TRIGGERED_OR_ACTIVATED_BY_SYSTEM = 'L';
  3007. const char ExecType_TRADECORRECT = 'G';
  3008. const char ExecType_TRADECANCEL = 'H';
  3009. const char ExecType_TRADE_CANCEL = 'H';
  3010. const char ExecType_CANCELLED = '4';
  3011. const int MultilegModel_USER_DEFINED_MULTLEG_SECURITY = 1;
  3012. const int MultilegModel_PREDEFINED_MULTILEG_SECURITY = 0;
  3013. const int MultilegModel_USER_DEFINED_NON_SECURITIZED_MULTILEG = 2;
  3014. const int EventType_SWAP_NEXT_START_DATE = 11;
  3015. const int EventType_LAST_ELIGIBLE_TRADE_DATE = 7;
  3016. const int EventType_FIRST_DELIVERY_DATE = 13;
  3017. const int EventType_TENDER = 3;
  3018. const int EventType_INITIAL_INVENTORY_DUE_DATE = 15;
  3019. const int EventType_FIRST_INTENT_DATE = 17;
  3020. const int EventType_ACTIVATION = 5;
  3021. const int EventType_PUT = 1;
  3022. const int EventType_SWAP_START_DATE = 8;
  3023. const int EventType_SWAP_NEXT_ROLL_DATE = 12;
  3024. const int EventType_LAST_DELIVERY_DATE = 14;
  3025. const int EventType_POSITION_REMOVAL_DATE = 19;
  3026. const int EventType_SWAP_ROLL_DATE = 10;
  3027. const int EventType_FINAL_INVENTORY_DUE_DATE = 16;
  3028. const int EventType_OTHER = 99;
  3029. const int EventType_INACTIVIATION = 6;
  3030. const int EventType_SINKINGFUNDCALL = 4;
  3031. const int EventType_SWAP_END_DATE = 9;
  3032. const int EventType_LAST_INTENT_DATE = 18;
  3033. const int EventType_SINKING_FUND_CALL = 4;
  3034. const int EventType_CALL = 2;
  3035. const int TradeAllocIndicator_ALLOCATIONREQUIREDALLOCATIONINFORMATIONNOTPROVIDED = 1;
  3036. const int TradeAllocIndicator_ALLOCATION_REQUIRED = 1;
  3037. const int TradeAllocIndicator_ALLOCATION_TO_CLAIM_ACCOUNT = 5;
  3038. const int TradeAllocIndicator_USEALLOCATIONPROVIDEDWITHTHETRADE = 2;
  3039. const int TradeAllocIndicator_ALLOCATION_FROM_EXECUTOR = 4;
  3040. const int TradeAllocIndicator_USE_ALLOCATION_PROVIDED_WITH_THE_TRADE = 2;
  3041. const int TradeAllocIndicator_ALLOCATIONNOTREQUIRED = 0;
  3042. const int TradeAllocIndicator_ALLOCATION_NOT_REQUIRED = 0;
  3043. const int TradeAllocIndicator_ALLOCATION_GIVE_UP_EXECUTOR = 3;
  3044. const int UserStatus_NOT_LOGGED_IN = 2;
  3045. const int UserStatus_PASSWORD_INCORRECT = 4;
  3046. const int UserStatus_USERNOTRECOGNISED = 3;
  3047. const int UserStatus_LOGGED_IN = 1;
  3048. const int UserStatus_PASSWORDCHANGED = 5;
  3049. const int UserStatus_FORCED_USER_LOGOUT_BY_EXCHANGE = 7;
  3050. const int UserStatus_USER_NOT_RECOGNISED = 3;
  3051. const int UserStatus_NOTLOGGEDIN = 2;
  3052. const int UserStatus_PASSWORD_CHANGED = 5;
  3053. const int UserStatus_OTHER = 6;
  3054. const int UserStatus_LOGGEDIN = 1;
  3055. const int UserStatus_SESSION_SHUTDOWN_WARNING = 8;
  3056. const int UserStatus_PASSWORDINCORRECT = 4;
  3057. const char InstrRegistry_PHYSICAL[] = "ZZ";
  3058. const char InstrRegistry_COUNTRY[] = "ISO";
  3059. const char InstrRegistry_CUSTODIAN[] = "BIC";
  3060. const int OrderDelayUnit_WEEKS = 13;
  3061. const int OrderDelayUnit_TENTHS_OF_A_SECOND = 1;
  3062. const int OrderDelayUnit_SECONDS = 0;
  3063. const int OrderDelayUnit_MONTHS = 14;
  3064. const int OrderDelayUnit_YEARS = 15;
  3065. const int OrderDelayUnit_NANOSECONDS = 5;
  3066. const int OrderDelayUnit_HUNDREDTHS_OF_A_SECOND = 2;
  3067. const int OrderDelayUnit_HOURS = 11;
  3068. const int OrderDelayUnit_MICROSECONDS = 4;
  3069. const int OrderDelayUnit_MINUTES = 10;
  3070. const int OrderDelayUnit_MILLISECONDS = 3;
  3071. const int OrderDelayUnit_DAYS = 12;
  3072. const char TradedFlatSwitch_NO = 'N';
  3073. const char TradedFlatSwitch_YES = 'Y';
  3074. const int TrdRptStatus_ACCEPTED_WITH_ERRORS = 3;
  3075. const int TrdRptStatus_REJECTED = 1;
  3076. const int TrdRptStatus_ACCEPTED = 0;
  3077. const int QuoteStatus_CANCELEDDUETOLOCKMARKET = 14;
  3078. const int QuoteStatus_REJ = 5;
  3079. const int QuoteStatus_PENDING = 10;
  3080. const int QuoteStatus_LOCKEDMARKETWARNING = 12;
  3081. const int QuoteStatus_CROSSMARKETWARNING = 13;
  3082. const int QuoteStatus_REMOVED = 6;
  3083. const int QuoteStatus_CXLUNDER = 3;
  3084. const int QuoteStatus_PENDING_END_TRADE = 19;
  3085. const int QuoteStatus_CROSS_MARKET_WARNING = 13;
  3086. const int QuoteStatus_QUOTENOTFOUND = 9;
  3087. const int QuoteStatus_CANCELED = 17;
  3088. const int QuoteStatus_LOCKED_MARKET_WARNING = 12;
  3089. const int QuoteStatus_CXLSYM = 1;
  3090. const int QuoteStatus_CANCELED_FOR_UNDERLYING = 3;
  3091. const int QuoteStatus_UNSOLICITED_QUOTE_REPLENISHMENT = 18;
  3092. const int QuoteStatus_TOO_LATE_TO_END = 20;
  3093. const int QuoteStatus_CANCELED_DUE_TO_LOCK_MARKET = 14;
  3094. const int QuoteStatus_CANCELED_DUE_TO_CROSS_MARKET = 15;
  3095. const int QuoteStatus_ACCPT = 0;
  3096. const int QuoteStatus_CANCELED_FOR_SECURITY_TYPE = 2;
  3097. const int QuoteStatus_CANCELED_ALL = 4;
  3098. const int QuoteStatus_PASS = 11;
  3099. const int QuoteStatus_CANCELEDDUETOCROSSMARKET = 15;
  3100. const int QuoteStatus_REJECTED = 5;
  3101. const int QuoteStatus_QUERY = 8;
  3102. const int QuoteStatus_CXLSECTYPE = 2;
  3103. const int QuoteStatus_ACCEPTED = 0;
  3104. const int QuoteStatus_EXPIRED = 7;
  3105. const int QuoteStatus_CANCELED_FOR_SYMBOL = 1;
  3106. const int QuoteStatus_REMOVED_FROM_MARKET = 6;
  3107. const int QuoteStatus_ACTIVE = 16;
  3108. const int QuoteStatus_CANCEL_FOR_SYMBOL = 1;
  3109. const int QuoteStatus_CXLALL = 4;
  3110. const int QuoteStatus_QUOTE_NOT_FOUND = 9;
  3111. const char SolicitedFlag_NO = 'N';
  3112. const char SolicitedFlag_YES = 'Y';
  3113. const int RiskLimitType_GROSS_LIMIT = 1;
  3114. const int RiskLimitType_SHORT_LIMIT = 5;
  3115. const int RiskLimitType_LONG_LIMIT = 4;
  3116. const int RiskLimitType_NET_LIMIT = 2;
  3117. const int RiskLimitType_EXPOSURE = 3;
  3118. const int ShortSaleReason_DEALER_SOLD_SHORT = 0;
  3119. const int ShortSaleReason_DEALERSOLDSHORTEXEMPT = 1;
  3120. const int ShortSaleReason_QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT = 5;
  3121. const int ShortSaleReason_DEALERSOLDSHORT = 0;
  3122. const int ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT = 2;
  3123. const int ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT_EXEMPT = 3;
  3124. const int ShortSaleReason_SELLINGCUSTOMERSOLDSHORT = 2;
  3125. const int ShortSaleReason_SELLINGCUSTOMERSOLDSHORTEXEMPT = 3;
  3126. const int ShortSaleReason_DEALER_SOLD_SHORT_EXEMPT = 1;
  3127. const int ShortSaleReason_QSRORAGUCONTRASIDESOLDSHORT = 4;
  3128. const int ShortSaleReason_QUALIFIED_SERVICE_REPRESENTATIVE = 4;
  3129. const int ShortSaleReason_QSRORAGUCONTRASIDESOLDSHORTEXEMPT = 5;
  3130. const int PegRoundDirection_MOREPASSIVE = 2;
  3131. const int PegRoundDirection_MOREAGGRESSIVE = 1;
  3132. const int PegRoundDirection_MORE_AGGRESSIVE = 1;
  3133. const int PegRoundDirection_MORE_PASSIVE = 2;
  3134. const int ModelType_PROPRIETARY = 1;
  3135. const int ModelType_UTILITY_PROVIDED_STANDARD_MODEL = 0;
  3136. const char FuturesValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT[] = "FUTDA";
  3137. const char FuturesValuationMethod_PREMIUM_STYLE[] = "EQTY";
  3138. const char FuturesValuationMethod_FUTURES_STYLE_MARK_TO_MARKET[] = "FUT";
  3139. const char SettlMethod_CASH_SETTLEMENT_REQUIRED = 'C';
  3140. const char SettlMethod_PHYSICAL_SETTLEMENT_REQUIRED = 'P';
  3141. const int ConfirmStatus_CONFIRMED = 4;
  3142. const int ConfirmStatus_REQUESTREJECTED = 5;
  3143. const int ConfirmStatus_MISSINGSETTLEMENTINSTRUCTIONS = 3;
  3144. const int ConfirmStatus_MISSING_SETTLEMENT_INSTRUCTIONS = 3;
  3145. const int ConfirmStatus_REQUEST_REJECTED = 5;
  3146. const int ConfirmStatus_MISMATCHEDACCOUNT = 2;
  3147. const int ConfirmStatus_MISMATCHED_ACCOUNT = 2;
  3148. const int ConfirmStatus_RECEIVED = 1;
  3149. const char LocateReqd_NO = 'N';
  3150. const char LocateReqd_YES = 'Y';
  3151. const int Adjustment_CANCEL = 1;
  3152. const int Adjustment_CORRECTION = 3;
  3153. const int Adjustment_ERROR = 2;
  3154. const int StreamAsgnType_ASSIGNMENT = 1;
  3155. const int StreamAsgnType_TERMINATE_UNASSIGN = 3;
  3156. const int StreamAsgnType_REJECTED = 2;
  3157. const char LastRptRequested_NO = 'N';
  3158. const char LastRptRequested_YES = 'Y';
  3159. const char SettlSessID_END_OF_DAY[] = "EOD";
  3160. const char SettlSessID_REGULAR_TRADING_HOURS[] = "RTH";
  3161. const char SettlSessID_ELECTRONIC_TRADING_HOURS[] = "ETH";
  3162. const char SettlSessID_INTRADAY[] = "ITD";
  3163. const int TradeReportType_NO_WAS = 5;
  3164. const int TradeReportType_ADDENDUM = 4;
  3165. const int TradeReportType_7 = 7;
  3166. const int TradeReportType_PENDED = 10;
  3167. const int TradeReportType_LOCKEDINTRADEBREAK = 7;
  3168. const int TradeReportType_DEFAULTED = 8;
  3169. const int TradeReportType_DECLINE = 3;
  3170. const int TradeReportType_ALLEGED_NEW = 11;
  3171. const int TradeReportType_ALLEGED_TRADE_REPORT_CANCEL = 14;
  3172. const int TradeReportType_ALLEGED_15 = 15;
  3173. const int TradeReportType_ALLEGED_ADDENDUM = 12;
  3174. const int TradeReportType_ALLEGED = 1;
  3175. const int TradeReportType_SUBMIT = 0;
  3176. const int TradeReportType_NOWAS = 5;
  3177. const int TradeReportType_ALLEGED_1 = 1;
  3178. const int TradeReportType_INVALID_CMTA = 9;
  3179. const int TradeReportType_TRADEREPORTCANCEL = 6;
  3180. const int TradeReportType_TRADE_REPORT_CANCEL = 6;
  3181. const int TradeReportType_ALLEGED_NO_WAS = 13;
  3182. const int TradeReportType_ACCEPT = 2;
  3183. const int ExerciseStyle_AMERICAN = 1;
  3184. const int ExerciseStyle_EUROPEAN = 0;
  3185. const int ExerciseStyle_BERMUDA = 2;
  3186. const char HaltReasonChar_EQUIPCHANGE = 'X';
  3187. const char HaltReasonChar_ADDITIONAL_INFORMATION = 'M';
  3188. const char HaltReasonChar_ORDINFL = 'E';
  3189. const char HaltReasonChar_NEW_PENDING = 'P';
  3190. const char HaltReasonChar_NEWSDISS = 'D';
  3191. const char HaltReasonChar_NEWS_PENDING = 'P';
  3192. const char HaltReasonChar_ORDER_INFLUX = 'E';
  3193. const char HaltReasonChar_NEWS_DISSEMINATION = 'D';
  3194. const char HaltReasonChar_ADDINFO = 'M';
  3195. const char HaltReasonChar_ORDIMB = 'I';
  3196. const char HaltReasonChar_EQUIPMENT_CHANGEOVER = 'X';
  3197. const char HaltReasonChar_ORDER_IMBALANCE = 'I';
  3198. const char HaltReasonChar_NEWSPEND = 'P';
  3199. const char ExDestination_POSIT = '4';
  3200. const char ExDestination_NONE = '0';
  3201. const int AllocReportType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY = 4;
  3202. const int AllocReportType_WAREHOUSE_RECAP = 5;
  3203. const int AllocReportType_REJECT = 10;
  3204. const int AllocReportType_REQUESTTOINTERMEDIARY = 8;
  3205. const int AllocReportType_ACCEPT_PENDING = 11;
  3206. const int AllocReportType_REQUEST_TO_INTERMEDIARY = 8;
  3207. const int AllocReportType_COMPLETE = 12;
  3208. const int AllocReportType_SELLSIDECALCULATEDUSINGPRELIMINARY = 3;
  3209. const int AllocReportType_PRELIMINARY_REQUEST_TO_INTERMEDIARY = 2;
  3210. const int AllocReportType_SELLSIDE_CALCULATED_USING_PRELIMINARY = 3;
  3211. const int AllocReportType_REVERSE_PENDING = 14;
  3212. const int AllocReportType_WAREHOUSERECAP = 5;
  3213. const int AllocReportType_ACCEPT = 9;
  3214. const int AllocReportType_SELLSIDECALCULATEDWITHOUTPRELIMINARY = 4;
  3215. const int AllocType_BUYSIDEREADYTOBOOKSINGLE = 5;
  3216. const int AllocType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY = 4;
  3217. const int AllocType_CALCULATED = 1;
  3218. const int AllocType_INCOMPLETE_GROUP = 12;
  3219. const int AllocType_REVERSAL_PENDING = 14;
  3220. const int AllocType_PRELIMINARY = 2;
  3221. const int AllocType_REJECT = 10;
  3222. const int AllocType_WAREHOUSEINSTRUCTION = 7;
  3223. const int AllocType_BUYSIDEPRELIM = 2;
  3224. const int AllocType_REQUESTTOINTERMEDIARY = 8;
  3225. const int AllocType_ACCEPT_PENDING = 11;
  3226. const int AllocType_BUYSIDEREADYTOBOOKCOMBINED = 6;
  3227. const int AllocType_BUYSIDE_CALCULATED = 1;
  3228. const int AllocType_REQUEST_TO_INTERMEDIARY = 8;
  3229. const int AllocType_SELLSIDECALCWITHOUTPRELIM = 4;
  3230. const int AllocType_BUYSIDE_READY_TO_BOOK_5 = 5;
  3231. const int AllocType_BUYSIDE_READY_TO_BOOK_6 = 6;
  3232. const int AllocType_COMPLETE_GROUP = 13;
  3233. const int AllocType_BUYSIDECALC = 1;
  3234. const int AllocType_SELLSIDE_CALCULATED_USING_PRELIMINARY = 3;
  3235. const int AllocType_READY_TO_BOOK = 5;
  3236. const int AllocType_BUYSIDE_READY_TO_BOOK = 6;
  3237. const int AllocType_WAREHOUSE_INSTRUCTION = 7;
  3238. const int AllocType_BUYSIDE_PRELIMINARY = 2;
  3239. const int AllocType_ACCEPT = 9;
  3240. const int AllocType_SELLSIDECALC = 3;
  3241. const int QuoteRequestRejectReason_INSUFFICIENT_CREDIT = 11;
  3242. const int QuoteRequestRejectReason_NOMARKETFORINSTRUMENT = 8;
  3243. const int QuoteRequestRejectReason_NOTAUTHTOREQQUOTE = 6;
  3244. const int QuoteRequestRejectReason_NOT_AUTHORIZED_TO_REQUEST_QUOTE = 6;
  3245. const int QuoteRequestRejectReason_QUOTEREQUESTEXLIMIT = 3;
  3246. const int QuoteRequestRejectReason_INVALID_PRICE = 5;
  3247. const int QuoteRequestRejectReason_EXCHANGECLOSED = 2;
  3248. const int QuoteRequestRejectReason_TOOLATE = 4;
  3249. const int QuoteRequestRejectReason_INVPRICE = 5;
  3250. const int QuoteRequestRejectReason_NOMATCHFORINQUIRY = 7;
  3251. const int QuoteRequestRejectReason_TOO_LATE_TO_ENTER = 4;
  3252. const int QuoteRequestRejectReason_NO_MATCH_FOR_INQUIRY = 7;
  3253. const int QuoteRequestRejectReason_UNKNOWNSYM = 1;
  3254. const int QuoteRequestRejectReason_EXCHANGE = 2;
  3255. const int QuoteRequestRejectReason_NO_MARKET_FOR_INSTRUMENT = 8;
  3256. const int QuoteRequestRejectReason_UNKNOWN_SYMBOL = 1;
  3257. const int QuoteRequestRejectReason_OTHER = 99;
  3258. const int QuoteRequestRejectReason_PASS = 10;
  3259. const int QuoteRequestRejectReason_NOINVENTORY = 9;
  3260. const int QuoteRequestRejectReason_NO_INVENTORY = 9;
  3261. const int QuoteRequestRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3;
  3262. const int LiquidityIndType_5DAY = 1;
  3263. const int LiquidityIndType_NORMAL = 3;
  3264. const int LiquidityIndType_20_DAY_MOVING_AVERAGE = 2;
  3265. const int LiquidityIndType_5_DAY_MOVING_AVERAGE = 1;
  3266. const int LiquidityIndType_5DAY_MOVING_AVERAGE = 1;
  3267. const int LiquidityIndType_NORMAL_MARKET_SIZE = 3;
  3268. const int LiquidityIndType_OTHER = 4;
  3269. const int LiquidityIndType_20DAY = 2;
  3270. const int StatusValue_IN_PROCESS = 4;
  3271. const int StatusValue_NOTCONNECTEDDOWNEXPECTEDUP = 2;
  3272. const int StatusValue_NOT_CONNECTED_2 = 2;
  3273. const int StatusValue_NOTCONNECTEDDOWNEXPECTEDDOWN = 3;
  3274. const int StatusValue_CONNECTED = 1;
  3275. const int StatusValue_NOT_CONNECTED_3 = 3;
  3276. const int StatusValue_INPROCESS = 4;
  3277. const char PosType_INTRA_SPREAD_QTY[] = "IAS";
  3278. const char PosType_INTER_SPREAD_QTY[] = "IES";
  3279. const char PosType_TRANSFER_TRADE_QTY[] = "TRF";
  3280. const char PosType_EXCHANGE_FOR_PHYSICAL_QTY[] = "EP";
  3281. const char PosType_TRANSFERTRADEQTY[] = "TRF";
  3282. const char PosType_TRANSACTIONQUANTITY[] = "TQ";
  3283. const char PosType_ADJUSTMENTQTY[] = "PA";
  3284. const char PosType_START_OF_DAY_QTY[] = "SOD";
  3285. const char PosType_ENDOFDAYQTY[] = "FIN";
  3286. const char PosType_DELIVERY_QTY[] = "DLV";
  3287. const char PosType_TRANSACTIONFROMEXERCISE[] = "TX";
  3288. const char PosType_OPTIONEXERCISEQTY[] = "EX";
  3289. const char PosType_DELIVERYQTY[] = "DLV";
  3290. const char PosType_OPTION_ASSIGNMENT[] = "AS";
  3291. const char PosType_PIT_TRADE_QTY[] = "PIT";
  3292. const char PosType_TRANSACTION_FROM_ASSIGNMENT[] = "TA";
  3293. const char PosType_TRANSACTION_FROM_EXERCISE[] = "TX";
  3294. const char PosType_INTEGRALSPLIT[] = "SPL";
  3295. const char PosType_ELECTRONICTRADEQTY[] = "ETR";
  3296. const char PosType_AS_OF_TRADE_QTY[] = "ASF";
  3297. const char PosType_ELECTRONIC_TRADE_QTY[] = "ETR";
  3298. const char PosType_PITTRADEQTY[] = "PIT";
  3299. const char PosType_OPTIONASSIGNMENT[] = "AS";
  3300. const char PosType_SUCCESSION_EVENT_ADJUSTMENT[] = "SEA";
  3301. const char PosType_OPTION_EXERCISE_QTY[] = "EX";
  3302. const char PosType_TRANSACTION_QUANTITY[] = "TQ";
  3303. const char PosType_NET_DELTA_QTY[] = "DLT";
  3304. const char PosType_END_OF_DAY_QTY[] = "FIN";
  3305. const char PosType_ADJUSTMENT_QTY[] = "PA";
  3306. const char PosType_TOTAL_TRANSACTION_QTY[] = "TOT";
  3307. const char PosType_DELIVERY_NOTICE_QTY[] = "DN";
  3308. const char PosType_RECEIVE_QUANTITY[] = "RCV";
  3309. const char PosType_ASOFTRADEQTY[] = "ASF";
  3310. const char PosType_ALLOCATIONTRADEQTY[] = "ALC";
  3311. const char PosType_CREDIT_EVENT_ADJUSTMENT[] = "CEA";
  3312. const char PosType_PRIVATELY_NEGOTIATED_TRADE_QTY[] = "PNTN";
  3313. const char PosType_CROSS_MARGIN_QTY[] = "XM";
  3314. const char PosType_CORPORATE_ACTION_ADJUSTMENT[] = "CAA";
  3315. const char PosType_TOTALTRANSACTIONQTY[] = "TOT";
  3316. const char PosType_STARTOFDAYQTY[] = "SOD";
  3317. const char PosType_INTEGRAL_SPLIT[] = "SPL";
  3318. const char PosType_INTERSPREADQTY[] = "IES";
  3319. const char PosType_INTRASPREADQTY[] = "IAS";
  3320. const char PosType_ALLOCATION_TRADE_QTY[] = "ALC";
  3321. const char PosType_CROSSMARGINQTY[] = "XM";
  3322. const char PosType_TRANSACTIONFROMASSIGNMENT[] = "TA";
  3323. const int StreamAsgnAckType_ASSIGNMENT_REJECTED = 1;
  3324. const int StreamAsgnAckType_ASSIGNMENT_ACCEPTED = 0;
  3325. const int RiskInstrumentOperator_EXCLUDE = 2;
  3326. const int RiskInstrumentOperator_INCLUDE = 1;
  3327. const int MiscFeeBasis_PERUNIT = 1;
  3328. const int MiscFeeBasis_ABSOLUTE = 0;
  3329. const int MiscFeeBasis_PERCENTAGE = 2;
  3330. const int MiscFeeBasis_PER_UNIT = 1;
  3331. const char OrdType_FOREX_MARKET = 'C';
  3332. const char OrdType_FOREX_PREVIOUSLY_QUOTED = 'H';
  3333. const char OrdType_ONBASIS = '9';
  3334. const char OrdType_PREVIOUSLYINDICATED = 'E';
  3335. const char OrdType_PREVIOUS_FUND_VALUATION_POINT = 'L';
  3336. const char OrdType_PEGGED = 'P';
  3337. const char OrdType_LIMITONCLOSE = 'B';
  3338. const char OrdType_LIMIT_WITH_OR_WITHOUT = '8';
  3339. const char OrdType_STOP_LIMIT = '4';
  3340. const char OrdType_FOREX_SWAP = 'G';
  3341. const char OrdType_WITHORWITHOUT = '6';
  3342. const char OrdType_FOREXLIMIT = 'F';
  3343. const char OrdType_MARKET_WITH_LEFT_OVER_AS_LIMIT = 'K';
  3344. const char OrdType_PREVIOUSLYQUOTED = 'D';
  3345. const char OrdType_PREVIOUSLY_QUOTED = 'D';
  3346. const char OrdType_COUNTER_ORDER_SELECTION = 'Q';
  3347. const char OrdType_LIMITWITHORWITHOUT = '8';
  3348. const char OrdType_FOREXSWAP = 'G';
  3349. const char OrdType_MARKET_IF_TOUCHED = 'J';
  3350. const char OrdType_NEXT_FUND_VALUATION_POINT = 'M';
  3351. const char OrdType_FOREX_C = 'C';
  3352. const char OrdType_ON_CLOSE = 'A';
  3353. const char OrdType_STOP = '3';
  3354. const char OrdType_STOPLIMIT = '4';
  3355. const char OrdType_LIMITORBETTER = '7';
  3356. const char OrdType_ONCLOSE = 'A';
  3357. const char OrdType_FOREX_LIMIT = 'F';
  3358. const char OrdType_FOREXMARKET = 'C';
  3359. const char OrdType_FOREX = 'C';
  3360. const char OrdType_MARKETIFTOUCHED = 'J';
  3361. const char OrdType_FUNARI = 'I';
  3362. const char OrdType_FOREX_F = 'F';
  3363. const char OrdType_PREVIOUSLY_INDICATED = 'E';
  3364. const char OrdType_WITH_OR_WITHOUT = '6';
  3365. const char OrdType_MARKET_ON_CLOSE = '5';
  3366. const char OrdType_LIMIT = '2';
  3367. const char OrdType_MARKET_WITH_LEFTOVER_AS_LIMIT = 'K';
  3368. const char OrdType_FOREX_G = 'G';
  3369. const char OrdType_LIMIT_ON_CLOSE = 'B';
  3370. const char OrdType_MARKETONCLOSE = '5';
  3371. const char OrdType_PREVIOUSFUNDVALUATIONPOINT = 'L';
  3372. const char OrdType_NEXTFUNDVALUATIONPOINT = 'M';
  3373. const char OrdType_FOREX_H = 'H';
  3374. const char OrdType_FOREXPREVIOUSLYQUOTED = 'H';
  3375. const char OrdType_MARKETWITHLEFTOVERLIMIT = 'K';
  3376. const char OrdType_ON_BASIS = '9';
  3377. const char OrdType_LIMIT_OR_BETTER = '7';
  3378. const char OrdType_MARKET = '1';
  3379. const char MatchType_ACT_DEFAULT_AFTER_M2[] = "M5";
  3380. const char MatchType_SUMMARIZEDMATCHUSINGA2[] = "S2";
  3381. const char MatchType_COUNTER_ORDER_SELECTION_6[] = "6";
  3382. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND[] = "A4";
  3383. const char MatchType_SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S4";
  3384. const char MatchType_NON_ACT[] = "MT";
  3385. const char MatchType_SUMMARIZEDMATCHUSINGA3[] = "S3";
  3386. const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S1[] = "S1";
  3387. const char MatchType_SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH[] = "M2";
  3388. const char MatchType_SUMMARIZEDMATCHUSINGA4[] = "S4";
  3389. const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S2[] = "S2";
  3390. const char MatchType_TWO_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT[] = "61";
  3391. const char MatchType_SUMMARIZEDMATCHUSINGA5[] = "S5";
  3392. const char MatchType_NASDAQACTM2MATCH[] = "ACTM2";
  3393. const char MatchType_CROSS_AUCTION_5[] = "5";
  3394. const char MatchType_ACT_M1_MATCH[] = "M1";
  3395. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES[] = "A4";
  3396. const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S3[] = "S3";
  3397. const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGES[] = "A4";
  3398. const char MatchType_NASDAQACTDEFAULTAFTERM2[] = "ACTM5";
  3399. const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGES[] = "A2";
  3400. const char MatchType_NASDAQACTM1MATCH[] = "ACTM1";
  3401. const char MatchType_CALL_AUCTION_7[] = "7";
  3402. const char MatchType_CROSS_AUCTION_63[] = "63";
  3403. const char MatchType_ISSUING_BUY_BACK_AUCTION[] = "8";
  3404. const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S4[] = "S4";
  3405. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME[] = "A5";
  3406. const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSFOURBADGESANDEXECUTIONTIME[] = "A1";
  3407. const char MatchType_ONE_PARTY_TRADE_REPORT[] = "1";
  3408. const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S5[] = "S5";
  3409. const char MatchType_ACT_M2_MATCH[] = "M2";
  3410. const char MatchType_SUMMARIZEDMATCHMINUSBADGESANDTIMES[] = "M2";
  3411. const char MatchType_NASDAQACTDEFAULTTRADE[] = "ACTM4";
  3412. const char MatchType_CALL_AUCTION[] = "7";
  3413. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH[] = "M1";
  3414. const char MatchType_ACT_ACCEPTED_TRADE[] = "M3";
  3415. const char MatchType_TWO_PARTY_TRADE_REPORT[] = "2";
  3416. const char MatchType_SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED[] = "S1";
  3417. const char MatchType_CONTINUOUS_AUTO_MATCH[] = "62";
  3418. const char MatchType_ONE_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT[] = "60";
  3419. const char MatchType_ACT_M6_MATCH[] = "M6";
  3420. const char MatchType_SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S5";
  3421. const char MatchType_ACT_DEFAULT_TRADE[] = "M4";
  3422. const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORMINUSBADGESANDTIMES[] = "M1";
  3423. const char MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST[] = "AQ";
  3424. const char MatchType_AUTO_MATCH[] = "4";
  3425. const char MatchType_NASDAQACTM6MATCH[] = "ACTM6";
  3426. const char MatchType_OCSLOCKEDIN[] = "MT";
  3427. const char MatchType_COUNTER_ORDER_SELECTION[] = "6";
  3428. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES[] = "A2";
  3429. const char MatchType_SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S3";
  3430. const char MatchType_NASDAQACTACCEPTEDTRADE[] = "ACTM3";
  3431. const char MatchType_CALL_AUCTION_65[] = "65";
  3432. const char MatchType_CROSS_AUCTION[] = "5";
  3433. const char MatchType_OCS_LOCKED_IN_NON_ACT[] = "MT";
  3434. const char MatchType_CONFIRMED_TRADE_REPORT[] = "3";
  3435. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME[] = "A5";
  3436. const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSTWOBADGESANDEXECUTIONTIME[] = "A3";
  3437. const char MatchType_SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S2";
  3438. const char MatchType_EXACTMATCHONTRADEDATESTOCKSYMBOLQUANTITYPRICETRADETYPEANDSPECIALTRADEINDICATORPLUSEXECUTIONTIME[] = "A5";
  3439. const char MatchType_NASDAQNONACT[] = "ACTMT";
  3440. const char MatchType_COMPAREDRECORDSRESULTINGFROMSTAMPEDADVISORIESORSPECIALISTACCEPTSPAIROFFS[] = "AQ";
  3441. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME[] = "A3";
  3442. const char MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS[] = "AQ";
  3443. const char MatchType_SUMMARIZEDMATCHUSINGA1[] = "S1";
  3444. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME[] = "A1";
  3445. const char MatchType_COUNTER_ORDER_SELECTION_64[] = "64";
  3446. const int OptPayoutType_BINARY = 3;
  3447. const int OptPayoutType_VANILLA = 1;
  3448. const int OptPayoutType_CAPPED = 2;
  3449. const char MarketUpdateAction_DELETE = 'D';
  3450. const char MarketUpdateAction_ADD = 'A';
  3451. const char MarketUpdateAction_MODIFY = 'M';
  3452. const int CollAsgnRejectReason_INVALIDTYPEOFCOLLATERAL = 4;
  3453. const int CollAsgnRejectReason_UNAUTHORIZED_TRANSACTION = 2;
  3454. const int CollAsgnRejectReason_UNKNOWN_OR_INVALID_INSTRUMENT = 1;
  3455. const int CollAsgnRejectReason_UNKNOWNDEAL = 0;
  3456. const int CollAsgnRejectReason_UNKNOWN_DEAL = 0;
  3457. const int CollAsgnRejectReason_UNAUTHORIZEDTRANSACTION = 2;
  3458. const int CollAsgnRejectReason_INVALID_TYPE_OF_COLLATERAL = 4;
  3459. const int CollAsgnRejectReason_INSUFFICIENTCOLLATERAL = 3;
  3460. const int CollAsgnRejectReason_UNKNOWNORINVALIDINSTRUMENT = 1;
  3461. const int CollAsgnRejectReason_EXCESSIVE_SUBSTITUTION = 5;
  3462. const int CollAsgnRejectReason_OTHER = 99;
  3463. const int CollAsgnRejectReason_INSUFFICIENT_COLLATERAL = 3;
  3464. const int CollAsgnRejectReason_EXCESSIVESUBSTITUTION = 5;
  3465. const int IndividualAllocType_SUB_ALLOCATE = 1;
  3466. const int IndividualAllocType_THIRD_PARTY_ALLOCATION = 2;
  3467. const int GTBookingInst_ACCUMUNTILFILL = 1;
  3468. const int GTBookingInst_ACCUMUNTILNOTIFY = 2;
  3469. const int GTBookingInst_BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION = 0;
  3470. const int GTBookingInst_ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE = 2;
  3471. const int GTBookingInst_ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES = 1;
  3472. const int GTBookingInst_BOOKALL = 0;
  3473. const int GTBookingInst_ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE = 2;
  3474. const int GTBookingInst_ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES = 1;
  3475. const int PutOrCall_PUT = 0;
  3476. const int PutOrCall_CALL = 1;
  3477. const char FundRenewWaiv_NO = 'N';
  3478. const char FundRenewWaiv_YES = 'Y';
  3479. const char ForexReq_NO = 'N';
  3480. const char ForexReq_YES = 'Y';
  3481. const int TickRuleType_TRADED_AS_A_SPREAD_LEG = 3;
  3482. const int TickRuleType_REGULAR = 0;
  3483. const int TickRuleType_VARIABLE = 1;
  3484. const int TickRuleType_SETTLED_AS_A_SPREAD_LEG = 4;
  3485. const int TickRuleType_FIXED = 2;
  3486. const int DiscretionOffsetType_PRICE = 0;
  3487. const int DiscretionOffsetType_BASISPOINTS = 1;
  3488. const int DiscretionOffsetType_PRICE_TIER = 3;
  3489. const int DiscretionOffsetType_TICKS = 2;
  3490. const int DiscretionOffsetType_PRICETIERLEVEL = 3;
  3491. const int DiscretionOffsetType_BASIS_POINTS = 1;
  3492. const int ConfirmTransType_REPLACE = 1;
  3493. const int ConfirmTransType_NEW = 0;
  3494. const int ConfirmTransType_CANCEL = 2;
  3495. const int MDSecSizeType_CUSTOMER = 1;
  3496. const int TradSesEvent_CHANGE_OF_TRADING_STATUS = 3;
  3497. const int TradSesEvent_CHANGE_OF_TRADING_SESSION = 1;
  3498. const int TradSesEvent_CHANGE_OF_TRADING_SUBSESSION = 2;
  3499. const int TradSesEvent_TRADING_RESUMES = 0;
  3500. const char DlvyInstType_SECURITIES = 'S';
  3501. const char DlvyInstType_CASH = 'C';
  3502. const char TradeCondition_IMPLIED_TRADE[] = "1";
  3503. const char TradeCondition_CASHMKT[] = "A";
  3504. const char TradeCondition_OPENING_PRICE[] = "R";
  3505. const char TradeCondition_PRIOR_REFERENCE_PRICE[] = "AK";
  3506. const char TradeCondition_CANCEL_LAST_ETH[] = "l";
  3507. const char TradeCondition_SELLER[] = "L";
  3508. const char TradeCondition_DISTRIBUTION[] = "e";
  3509. const char TradeCondition_NEXT_DAY_TRADE[] = "J";
  3510. const char TradeCondition_STRADDLE_ETH[] = "AD";
  3511. const char TradeCondition_SPREAD[] = "AA";
  3512. const char TradeCondition_OPENINGPRICE[] = "R";
  3513. const char TradeCondition_CROSSED_AO[] = "AO";
  3514. const char TradeCondition_SOLD_LAST_SALE[] = "o";
  3515. const char TradeCondition_OPENED_SALE_ETH[] = "r";
  3516. const char TradeCondition_REOPEN_ETH[] = "x";
  3517. const char TradeCondition_SOLD_LAST_SALE_ETH[] = "m";
  3518. const char TradeCondition_STOPPED_SOLD_LAST[] = "AL";
  3519. const char TradeCondition_TRADES_RESULTING_FROM_INTERMARKET_SWEEP[] = "Z";
  3520. const char TradeCondition_NEXTDAY_D[] = "D";
  3521. const char TradeCondition_FORM_T[] = "AR";
  3522. const char TradeCondition_ADJUSTED[] = "y";
  3523. const char TradeCondition_CANCEL_ETH[] = "i";
  3524. const char TradeCondition_OUT_OF_SEQUENCE_ETH[] = "k";
  3525. const char TradeCondition_RULE127[] = "G";
  3526. const char TradeCondition_COMBO_ETH[] = "AI";
  3527. const char TradeCondition_CANCEL_ONLY_ETH[] = "t";
  3528. const char TradeCondition_STRADDLE[] = "AC";
  3529. const char TradeCondition_OUTSIDE_SPREAD[] = "AV";
  3530. const char TradeCondition_BUNCHED_SALE[] = "f";
  3531. const char TradeCondition_CANCEL_STOPPED[] = "h";
  3532. const char TradeCondition_LATE_OPEN_ETH[] = "u";
  3533. const char TradeCondition_OPENING_REOPENING_TRADE_DETAIL[] = "E";
  3534. const char TradeCondition_CANCEL[] = "0";
  3535. const char TradeCondition_COMBO[] = "AH";
  3536. const char TradeCondition_OPENING[] = "E";
  3537. const char TradeCondition_ACQUISITION[] = "c";
  3538. const char TradeCondition_OPENED[] = "K";
  3539. const char TradeCondition_CANCEL_ONLY[] = "s";
  3540. const char TradeCondition_NEXT_DAY[] = "D";
  3541. const char TradeCondition_BARGAIN_CONDITION[] = "S";
  3542. const char TradeCondition_STOPPED[] = "AE";
  3543. const char TradeCondition_CONVERTED_PRICE_INDICATOR[] = "T";
  3544. const char TradeCondition_OFFICIAL_CLOSING_PRICE[] = "AJ";
  3545. const char TradeCondition_ADJUSTED_ETH[] = "z";
  3546. const char TradeCondition_AVGPX[] = "B";
  3547. const char TradeCondition_RULE_155_TRADE[] = "H";
  3548. const char TradeCondition_SOLDLAST[] = "I";
  3549. const char TradeCondition_NEXTDAY_J[] = "J";
  3550. const char TradeCondition_AUTOMATIC_EXECUTION[] = "AQ";
  3551. const char TradeCondition_CROSSED_X[] = "X";
  3552. const char TradeCondition_AUTO_EXECUTION_ETH[] = "v";
  3553. const char TradeCondition_MULTILEG_TO_MULTILEG_TRADE[] = "4";
  3554. const char TradeCondition_OFFICAL_CLOSING_PRICE[] = "AN";
  3555. const char TradeCondition_FINAL_PRICE_OF_SESSION[] = "V";
  3556. const char TradeCondition_BASKET_INDEX[] = "AS";
  3557. const char TradeCondition_TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE[] = "Y";
  3558. const char TradeCondition_STOPPED_STOCK[] = "N";
  3559. const char TradeCondition_MULT_ASSET_CLASS_MULTILEG_TRADE[] = "3";
  3560. const char TradeCondition_STOPPED_ETH[] = "AF";
  3561. const char TradeCondition_REGULAR_ETH[] = "AG";
  3562. const char TradeCondition_CANCEL_OPEN[] = "p";
  3563. const char TradeCondition_CASH[] = "A";
  3564. const char TradeCondition_CASHTRADE[] = "C";
  3565. const char TradeCondition_RULE155[] = "H";
  3566. const char TradeCondition_CANCEL_STOPPED_ETH[] = "j";
  3567. const char TradeCondition_VOLUME_ONLY[] = "a";
  3568. const char TradeCondition_SPLIT_TRADE[] = "g";
  3569. const char TradeCondition_STOPPED_OUT_OF_SEQUENCE[] = "AM";
  3570. const char TradeCondition_CASH_TRADE[] = "C";
  3571. const char TradeCondition_IMBALANCE_MORE_BUYERS[] = "P";
  3572. const char TradeCondition_BUNCHED[] = "d";
  3573. const char TradeCondition_INTRADAY[] = "F";
  3574. const char TradeCondition_IMBALANCE_MORE_SELLERS[] = "Q";
  3575. const char TradeCondition_INTRADAY_TRADE_DETAIL[] = "F";
  3576. const char TradeCondition_RULE_127_TRADE[] = "G";
  3577. const char TradeCondition_IMBALANCEMOREBUYERS[] = "P";
  3578. const char TradeCondition_REOPEN[] = "w";
  3579. const char TradeCondition_EX_PIT[] = "W";
  3580. const char TradeCondition_CANCEL_LAST[] = "n";
  3581. const char TradeCondition_DIRECT_PLUS[] = "b";
  3582. const char TradeCondition_IMBALANCEMORESELLERS[] = "Q";
  3583. const char TradeCondition_AVERAGE_PRICE_TRADE[] = "B";
  3584. const char TradeCondition_SOLD_LAST[] = "I";
  3585. const char TradeCondition_MARKETPLACE_ENTERED_TRADE[] = "2";
  3586. const char TradeCondition_SPREAD_ETH[] = "AB";
  3587. const char TradeCondition_CANCEL_OPEN_ETH[] = "q";
  3588. const char TradeCondition_EXCHANGE_LAST[] = "U";
  3589. const char TradeCondition_FAST_MARKET[] = "AP";
  3590. const char TradeCondition_BURST_BASKET[] = "AT";
  3591. const char TradeCondition_SOLD[] = "M";
  3592. const int PriceLimitType_PRICE = 0;
  3593. const int PriceLimitType_TICKS = 1;
  3594. const int PriceLimitType_PERCENTAGE = 2;
  3595. const char CommType_PER_SHARE = '1';
  3596. const char CommType_PCTWAIVEDCSHDISC = '4';
  3597. const char CommType_ABSOLUTE = '3';
  3598. const char CommType_PCTWAIVEDENUNITS = '5';
  3599. const char CommType_PERBOND = '6';
  3600. const char CommType_PER_BOND = '6';
  3601. const char CommType_PERCENTAGE = '2';
  3602. const char CommType_PERCENTAGE_WAIVED_4 = '4';
  3603. const char CommType_POINTS_PER_BOND_OR_CONTRACT = '6';
  3604. const char CommType_PERCENTAGE_WAIVED_5 = '5';
  3605. const char CommType_PER_UNIT = '1';
  3606. const char CommType_PERCENT = '2';
  3607. const char CommType_4 = '4';
  3608. const char CommType_5 = '5';
  3609. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS = 13;
  3610. const int RegistRejReasonCode_INVALIDOWNERSHIPTYPE = 3;
  3611. const int RegistRejReasonCode_INVALIDREGDTLS = 6;
  3612. const int RegistRejReasonCode_INVALIDMAILINGDTLS = 7;
  3613. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DTLS = 7;
  3614. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETAILS = 4;
  3615. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS = 8;
  3616. const int RegistRejReasonCode_INVALIDINVESTORCOUNTRYOFRESIDENCE = 12;
  3617. const int RegistRejReasonCode_INVALIDCASHDISTRIBAGENTCODE = 17;
  3618. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE = 2;
  3619. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME = 16;
  3620. const int RegistRejReasonCode_INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE = 10;
  3621. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE = 10;
  3622. const int RegistRejReasonCode_INVALIDDATEOFBIRTH = 11;
  3623. const int RegistRejReasonCode_INVALIDDISTRIBPAYMENTMETHOD = 15;
  3624. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DATE_OF_BIRTH = 11;
  3625. const int RegistRejReasonCode_INVALIDNODISTRIBINSTNS = 13;
  3626. const int RegistRejReasonCode_INVALIDCASHDISTRIBAGENTACCTNUM = 18;
  3627. const int RegistRejReasonCode_INVALIDTAXEXEMPTTYPE = 2;
  3628. const int RegistRejReasonCode_INVALIDMAILINGINST = 8;
  3629. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INST = 8;
  3630. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETLS = 4;
  3631. const int RegistRejReasonCode_INVALIDACCOUNTTYPE = 1;
  3632. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD = 15;
  3633. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE = 17;
  3634. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DETAILS = 6;
  3635. const int RegistRejReasonCode_INVALIDREGSEQNO = 5;
  3636. const int RegistRejReasonCode_OTHER = 99;
  3637. const int RegistRejReasonCode_INVALIDDISTRIBPERCENTAGE = 14;
  3638. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DTLS = 6;
  3639. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_ACCOUNT_TYPE = 1;
  3640. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DETAILS = 7;
  3641. const int RegistRejReasonCode_INVALIDINVESTORIDSOURCE = 10;
  3642. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE = 12;
  3643. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE = 14;
  3644. const int RegistRejReasonCode_INVALIDCASHDISTRIBAGENTACCTNAME = 16;
  3645. const int RegistRejReasonCode_INVALIDNOREGDETLS = 4;
  3646. const int RegistRejReasonCode_INVALIDINVESTORID = 9;
  3647. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM = 18;
  3648. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_SEQ_NO = 5;
  3649. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID = 9;
  3650. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_OWNERSHIP_TYPE = 3;
  3651. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NODISTRIBINSTNS = 13;
  3652. const char FinancialStatus_BANKRUPT = '1';
  3653. const char FinancialStatus_PENDINGDELISTING = '2';
  3654. const char FinancialStatus_RESTRICTED = '3';
  3655. const char FinancialStatus_PENDING_DELISTING = '2';
  3656. const char LastFragment_NO = 'N';
  3657. const char LastFragment_YES = 'Y';
  3658. const char NotifyBrokerOfCredit_NO = 'N';
  3659. const char NotifyBrokerOfCredit_YES = 'Y';
  3660. const int PartySubIDType_REGISTERED_ADDRESS_12 = 12;
  3661. const int PartySubIDType_CASH_ACCOUNT_NUMBER = 15;
  3662. const int PartySubIDType_FAX_NUMBER = 21;
  3663. const int PartySubIDType_CONTACTNAME = 9;
  3664. const int PartySubIDType_RESERVEDANDAVAILABLEFORBILATERALLYAGREEDUPONUSERDEFINEDVALUES = 4000;
  3665. const int PartySubIDType_DEPARTMENT = 24;
  3666. const int PartySubIDType_CONTACT_NAME = 9;
  3667. const int PartySubIDType_TELEXNUMBER = 20;
  3668. const int PartySubIDType_PERSON = 2;
  3669. const int PartySubIDType_FIRM = 1;
  3670. const int PartySubIDType_CASH_ACCOUNT_NAME = 23;
  3671. const int PartySubIDType_POSITION_ACCOUNT_TYPE = 26;
  3672. const int PartySubIDType_POSTAL_ADDRESS = 6;
  3673. const int PartySubIDType_SECURITY_LOCATE_ID = 27;
  3674. const int PartySubIDType_POSTALADDRESS = 6;
  3675. const int PartySubIDType_FUND_ACCOUNT_NAME = 19;
  3676. const int PartySubIDType_PROFESSIONAL_CLIENT = 30;
  3677. const int PartySubIDType_LOCATION = 31;
  3678. const int PartySubIDType_FULLLEGALNAMEOFFIRM = 5;
  3679. const int PartySubIDType_LOCATIONDESK = 25;
  3680. const int PartySubIDType_REGISTEREDADDRESS_12 = 12;
  3681. const int PartySubIDType_REGISTRATION_NUMBER = 11;
  3682. const int PartySubIDType_EMAILADDRESS = 8;
  3683. const int PartySubIDType_SYSTEM = 3;
  3684. const int PartySubIDType_SECURITIESACCOUNTNUMBER = 10;
  3685. const int PartySubIDType_REGULATORY_STATUS = 13;
  3686. const int PartySubIDType_CSD_PARTICIPANT_MEMBER_CODE = 17;
  3687. const int PartySubIDType_PHONENUMBER = 7;
  3688. const int PartySubIDType_CURRENCY_DELIVERY_IDENTIFIER = 33;
  3689. const int PartySubIDType_REGISTRATION_NAME = 14;
  3690. const int PartySubIDType_REGISTERED_ADDRESS_18 = 18;
  3691. const int PartySubIDType_TELEX_NUMBER = 20;
  3692. const int PartySubIDType_EMAIL_ADDRESS = 8;
  3693. const int PartySubIDType_FAXNUMBER = 21;
  3694. const int PartySubIDType_BIC = 16;
  3695. const int PartySubIDType_CASHACCOUNT = 15;
  3696. const int PartySubIDType_REGISTRATIONNUMBER = 11;
  3697. const int PartySubIDType_LOCATION_DESK = 25;
  3698. const int PartySubIDType_APPLICATION = 4;
  3699. const int PartySubIDType_CASHACCOUNTNAME = 23;
  3700. const int PartySubIDType_SECURITIES_ACCOUNT_NAME = 22;
  3701. const int PartySubIDType_PHONE_NUMBER = 7;
  3702. const int PartySubIDType_SECURITIESACCOUNTNAME = 22;
  3703. const int PartySubIDType_REGISTRATIONNAME = 14;
  3704. const int PartySubIDType_ELIGIBLE_COUNTERPARTY = 29;
  3705. const int PartySubIDType_REGISTEREDADDRESS_18 = 18;
  3706. const int PartySubIDType_SECURITIES_ACCOUNT_NUMBER = 10;
  3707. const int PartySubIDType_FULL_LEGAL_NAME_OF_FIRM = 5;
  3708. const int PartySubIDType_MARKET_MAKER = 28;
  3709. const int PartySubIDType_EXECUTION_VENUE = 32;
  3710. const int PartySubIDType_POSITIONACCOUNTTYPE = 26;
  3711. const int PartySubIDType_FUNDACCOUNTNAME = 19;
  3712. const int PartySubIDType_CSDPARTICIPANTMEMBERCODE = 17;
  3713. const int PartySubIDType_REGULATORYSTATUS = 13;
  3714. const int AllocNoOrdersType_EXPLICIT_LIST_PROVIDED = 1;
  3715. const int AllocNoOrdersType_NOTSPECIFIED = 0;
  3716. const int AllocNoOrdersType_NOT_SPECIFIED = 0;
  3717. const int AllocNoOrdersType_EXPLICITLISTPROVIDED = 1;
  3718. const int AllocLinkType_FX_SWAP = 1;
  3719. const int AllocLinkType_F_X_NETTING = 0;
  3720. const int AllocLinkType_FXNETTING = 0;
  3721. const int AllocLinkType_FX_NETTING = 0;
  3722. const int AllocLinkType_FXSWAP = 1;
  3723. const int AllocLinkType_F_X_SWAP = 1;
  3724. const int UnderlyingSettlementType_T_PLUS_1 = 2;
  3725. const int UnderlyingSettlementType_T_PLUS_3 = 4;
  3726. const int UnderlyingSettlementType_T_PLUS_4 = 5;
  3727. const char DisplayMethod_NEW = '2';
  3728. const char DisplayMethod_UNDISCLOSED = '4';
  3729. const char DisplayMethod_RANDOM = '3';
  3730. const char DisplayMethod_INITIAL = '1';
  3731. const int CollStatus_PARTIALLY_ASSIGNED = 1;
  3732. const int CollStatus_ASSIGNEDACCEPTED = 3;
  3733. const int CollStatus_ASSIGNMENT_PROPOSED = 2;
  3734. const int CollStatus_ASSIGNED = 3;
  3735. const int CollStatus_CHALLENGED = 4;
  3736. const int CollStatus_UNASSIGNED = 0;
  3737. const int CollStatus_ASSIGNMENTPROPOSED = 2;
  3738. const int CollStatus_PARTIALLYASSIGNED = 1;
  3739. const int SideValueInd_SIDEVALUE_2 = 2;
  3740. const int SideValueInd_SIDEVALUE1 = 1;
  3741. const int SideValueInd_SIDEVALUE2 = 2;
  3742. const int SideValueInd_SIDE_VALUE_1 = 1;
  3743. const int SideValueInd_SIDE_VALUE_2 = 2;
  3744. const char MsgDirection_RECEIVE = 'R';
  3745. const char MsgDirection_SEND = 'S';
  3746. const char MDUpdateAction_DELETE = '2';
  3747. const char MDUpdateAction_NEW = '0';
  3748. const char MDUpdateAction_DELETE_THRU = '3';
  3749. const char MDUpdateAction_DELETE_FROM = '4';
  3750. const char MDUpdateAction_OVERLAY = '5';
  3751. const char MDUpdateAction_CHANGE = '1';
  3752. const char MatchStatus_ADVALERT = '2';
  3753. const char MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRED = '1';
  3754. const char MatchStatus_COMPARED_MATCHED_OR_AFFIRMED = '0';
  3755. const char MatchStatus_ADVISORY_OR_ALERT = '2';
  3756. const char MatchStatus_UNCOMPUNMATUNAFF = '1';
  3757. const char MatchStatus_COMPMATAFF = '0';
  3758. const char MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRMED = '1';
  3759. const int RateSource_REUTERS = 1;
  3760. const int RateSource_OTHER = 99;
  3761. const int RateSource_BLOOMBERG = 0;
  3762. const int RateSource_TELERATE = 2;
  3763. const char AllocPositionEffect_CLOSE = 'C';
  3764. const char AllocPositionEffect_FIFO = 'F';
  3765. const char AllocPositionEffect_OPEN = 'O';
  3766. const char AllocPositionEffect_ROLLED = 'R';
  3767. const char PartyIDSource_US_EMPLOYER_OR_TAX_ID_NUMBER = '8';
  3768. const char PartyIDSource_PROPRIETARY = 'D';
  3769. const char PartyIDSource_USEMPLOYERIDNUMBER = '8';
  3770. const char PartyIDSource_ACCPTMARKETPART = 'C';
  3771. const char PartyIDSource_CSDPARTCODE = 'H';
  3772. const char PartyIDSource_AUSTRALIAN_TAX_FILE_NUMBER = 'A';
  3773. const char PartyIDSource_KOREANINVESTORID = '1';
  3774. const char PartyIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER = 'C';
  3775. const char PartyIDSource_AUSTRALIAN_BUSINESS_NUMBER = '9';
  3776. const char PartyIDSource_US_EMPLOYER_IDENTIFICATION_NUMBER = '8';
  3777. const char PartyIDSource_AUSTRALIANTAXFILENUMBER = 'A';
  3778. const char PartyIDSource_TAIWANESE_TRADING_ACCOUNT = '3';
  3779. const char PartyIDSource_TAIWANESE_TRADING_ACCT = '3';
  3780. const char PartyIDSource_CHINESEBSHARE = '5';
  3781. const char PartyIDSource_AUSTRALIANBUSINESSNUMBER = '9';
  3782. const char PartyIDSource_MALAYSIAN_CENTRAL_DEPOSITORY = '4';
  3783. const char PartyIDSource_US_SOCIAL_SECURITY_NUMBER = '7';
  3784. const char PartyIDSource_TAIWANESEQUALIFIED = '2';
  3785. const char PartyIDSource_USSOCIALSECURITY = '7';
  3786. const char PartyIDSource_DIRECTEDDEFINEDISITC = 'I';
  3787. const char PartyIDSource_UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER = '6';
  3788. const char PartyIDSource_CSD_PARTICIPANT_MEMBER_CODE = 'H';
  3789. const char PartyIDSource_DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT = 'I';
  3790. const char PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII = '2';
  3791. const char PartyIDSource_SETTLEMENT_ENTITY_LOCATION = 'F';
  3792. const char PartyIDSource_PROPRIETARY_CUSTOM_CODE = 'D';
  3793. const char PartyIDSource_UKNATIONALINSPENNUMBER = '6';
  3794. const char PartyIDSource_BIC = 'B';
  3795. const char PartyIDSource_CHINESE_INVESTOR_ID = '5';
  3796. const char PartyIDSource_TAIWANESETRADINGACCT = '3';
  3797. const char PartyIDSource_MIC = 'G';
  3798. const char PartyIDSource_KOREAN_INVESTOR_ID = '1';
  3799. const char PartyIDSource_ISO_COUNTRY_CODE = 'E';
  3800. const char PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID = '2';
  3801. const char PartyIDSource_PROPCODE = 'D';
  3802. const char PartyIDSource_ISOCODE = 'E';
  3803. const char PartyIDSource_CHINESE_B_SHARE = '5';
  3804. const char PartyIDSource_MCDNUMBER = '4';
  3805. const char PartyIDSource_SETTLENTLOC = 'F';
  3806. const char ExchangeForPhysical_NO = 'N';
  3807. const char ExchangeForPhysical_YES = 'Y';
  3808. const int SecurityTradingEvent_CHANGE_OF_SECURITY_TRADING_STATUS = 6;
  3809. const int SecurityTradingEvent_CHANGE_OF_TRADING_SESSION = 4;
  3810. const int SecurityTradingEvent_CHANGE_OF_SECURITY_STATUS = 6;
  3811. const int SecurityTradingEvent_PRICE_VOLATILITY_INTERRUPTION = 3;
  3812. const int SecurityTradingEvent_CHANGE_OF_BOOK_TYPE = 7;
  3813. const int SecurityTradingEvent_CHANGE_OF_TRADING_SUBSESSION = 5;
  3814. const int SecurityTradingEvent_CHANGE_OF_MARKET_DEPTH = 8;
  3815. const int SecurityTradingEvent_TRADING_RESUMES = 2;
  3816. const int SecurityTradingEvent_ORDER_IMBALANCE_AUCTION_IS_EXTENDED = 1;
  3817. const int CollAction_ADD = 1;
  3818. const int CollAction_REMOVE = 2;
  3819. const int CollAction_RETAIN = 0;
  3820. const char PossDupFlag_NO = 'N';
  3821. const char PossDupFlag_YES = 'Y';
  3822. const int ListStatusType_ALL_DONE = 5;
  3823. const int ListStatusType_TIMED = 3;
  3824. const int ListStatusType_RESP = 2;
  3825. const int ListStatusType_EXECSTARTED = 4;
  3826. const int ListStatusType_RESPONSE = 2;
  3827. const int ListStatusType_ALLDONE = 5;
  3828. const int ListStatusType_ALERT = 6;
  3829. const int ListStatusType_ACK = 1;
  3830. const int ListStatusType_EXEC_STARTED = 4;
  3831. const int ListStatusType_EXECSTART = 4;
  3832. const char GapFillFlag_NO = 'N';
  3833. const char GapFillFlag_YES = 'Y';
  3834. const char TradeHandlingInstr_AUTOMATED_FLOOR_ORDER_ROUTING = '4';
  3835. const char TradeHandlingInstr_TWO_PARTY_REPORT = '1';
  3836. const char TradeHandlingInstr_ONE_PARTY_REPORT_FOR_MATCHING = '2';
  3837. const char TradeHandlingInstr_TRADE_CONFIRMATION = '0';
  3838. const char TradeHandlingInstr_ONE_PARTY_REPORT_FOR_PASS_THROUGH = '3';
  3839. const char TradeHandlingInstr_TWO_PARTY_REPORT_FOR_CLAIM = '5';
  3840. const int TradSesMethod_TWOPARTY = 3;
  3841. const int TradSesMethod_ELECTRONIC = 1;
  3842. const int TradSesMethod_OPENOUTCRY = 2;
  3843. const int TradSesMethod_TWO_PARTY = 3;
  3844. const int TradSesMethod_OPEN_OUTCRY = 2;
  3845. const char TradeType_AGENCY = 'A';
  3846. const char TradeType_VWAP_GUARANTEE = 'G';
  3847. const char TradeType_RISK_TRADE = 'R';
  3848. const char TradeType_GUARANTEED_CLOSE = 'J';
  3849. const int ComplexEventCondition_AND = 1;
  3850. const int ComplexEventCondition_OR = 2;
  3851. const char BenchmarkCurveName_SONIA[] = "SONIA";
  3852. const char BenchmarkCurveName_MUNIAAA[] = "MuniAAA";
  3853. const char BenchmarkCurveName_LIBID[] = "LIBID";
  3854. const char BenchmarkCurveName_PFANDBRIEFE[] = "Pfandbriefe";
  3855. const char BenchmarkCurveName_EUREPO[] = "EUREPO";
  3856. const char BenchmarkCurveName_FUTURESWAP[] = "FutureSWAP";
  3857. const char BenchmarkCurveName_TREASURY[] = "Treasury";
  3858. const char BenchmarkCurveName_OTHER[] = "OTHER";
  3859. const char BenchmarkCurveName_EURIBOR[] = "Euribor";
  3860. const char BenchmarkCurveName_EONIA[] = "EONIA";
  3861. const char BenchmarkCurveName_LIBOR[] = "LIBOR";
  3862. const char BenchmarkCurveName_SWAP[] = "SWAP";
  3863. const char CashMargin_MARGINCLOSE = '3';
  3864. const char CashMargin_MARGINOPEN = '2';
  3865. const char CashMargin_MARGIN_CLOSE = '3';
  3866. const char CashMargin_MARGIN_OPEN = '2';
  3867. const char CashMargin_CASH = '1';
  3868. const char SettlObligTransType_REPLACE = 'R';
  3869. const char SettlObligTransType_NEW = 'N';
  3870. const char SettlObligTransType_RESTATE = 'T';
  3871. const char SettlObligTransType_CANCEL = 'C';
  3872. const char DeskOrderHandlingInst_PEGGED[] = "PEG";
  3873. const char DeskOrderHandlingInst_MARKET_ON_OPEN[] = "MOO";
  3874. const char DeskOrderHandlingInst_SCALE[] = "SCL";
  3875. const char DeskOrderHandlingInst_FILL_OR_KILL[] = "FOK";
  3876. const char DeskOrderHandlingInst_ALL_OR_NONE[] = "AON";
  3877. const char DeskOrderHandlingInst_NOT_HELD[] = "NH";
  3878. const char DeskOrderHandlingInst_DIRECTED_ORDER[] = "DIR";
  3879. const char DeskOrderHandlingInst_STOP_STOCK_TRANSACTION[] = "S.W";
  3880. const char DeskOrderHandlingInst_OVER_THE_DAY[] = "OVD";
  3881. const char DeskOrderHandlingInst_ADD_ON_ORDER[] = "ADD";
  3882. const char DeskOrderHandlingInst_MARKET_AT_CLOSE[] = "MAC";
  3883. const char DeskOrderHandlingInst_LIMIT_ON_OPEN[] = "LOO";
  3884. const char DeskOrderHandlingInst_CASH_NOT_HELD[] = "CNH";
  3885. const char DeskOrderHandlingInst_MARKET_ON_CLOSE[] = "MOC";
  3886. const char DeskOrderHandlingInst_TIME_ORDER[] = "TMO";
  3887. const char DeskOrderHandlingInst_LIMIT_ON_CLOSE[] = "LOC";
  3888. const char DeskOrderHandlingInst_IMMEDIATE_OR_CANCEL[] = "IOC";
  3889. const char DeskOrderHandlingInst_TRAILING_STOP[] = "TS";
  3890. const char DeskOrderHandlingInst_WORK[] = "WRK";
  3891. const char DeskOrderHandlingInst_RESERVE_SIZE_ORDER[] = "RSV";
  3892. const char DeskOrderHandlingInst_MINIMUM_QUANTITY[] = "MQT";
  3893. const char DeskOrderHandlingInst_MARKET_AT_OPEN[] = "MAO";
  3894. const char DeskOrderHandlingInst_IMBALANCE_ONLY[] = "IO";
  3895. const char DeskOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION[] = "E.W";
  3896. const int PosTransType_DO_NOT_EXERCISE = 2;
  3897. const int PosTransType_POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION = 4;
  3898. const int PosTransType_DONOTEXERCISE = 2;
  3899. const int PosTransType_LARGE_TRADER_SUBMISSION = 6;
  3900. const int PosTransType_POSITIONCHANGESUBMISSIONMARGINDISPOSITION = 4;
  3901. const int PosTransType_POSITIONADJUSTMENT = 3;
  3902. const int PosTransType_EXERCISE = 1;
  3903. const int PosTransType_POSITION_ADJUSTMENT = 3;
  3904. const int PosTransType_PLEDGE = 5;
  3905. const char Seniority_SUBORDINATED[] = "SB";
  3906. const char Seniority_SENIOR_SECURED[] = "SD";
  3907. const char Seniority_SENIOR[] = "SR";
  3908. const char SettlCurrFxRateCalc_DIVIDE = 'D';
  3909. const char SettlCurrFxRateCalc_MULTIPLY = 'M';
  3910. const int PosMaintStatus_ACCEPTED_WITH_WARNINGS = 1;
  3911. const int PosMaintStatus_COMPLETED = 3;
  3912. const int PosMaintStatus_ACCEPTEDWITHWARNINGS = 1;
  3913. const int PosMaintStatus_COMPLETEDWITHWARNINGS = 4;
  3914. const int PosMaintStatus_REJECTED = 2;
  3915. const int PosMaintStatus_ACCEPTED = 0;
  3916. const int PosMaintStatus_COMPLETED_WITH_WARNINGS = 4;
  3917. const char Benchmark_6_MO_LIBOR = '9';
  3918. const char Benchmark_OLD_5 = '3';
  3919. const char Benchmark_OLD_30 = '7';
  3920. const char Benchmark_30YR = '6';
  3921. const char Benchmark_5YR = '2';
  3922. const char Benchmark_3_MO_LIBOR = '8';
  3923. const char Benchmark_OLD_10 = '5';
  3924. const char Benchmark_6MOLIBOR = '9';
  3925. const char Benchmark_10YR = '4';
  3926. const char Benchmark_CURVE = '1';
  3927. const char Benchmark_30_YR = '6';
  3928. const char Benchmark_10_YR = '4';
  3929. const char Benchmark_5_YR = '2';
  3930. const char Benchmark_OLD30 = '7';
  3931. const char Benchmark_OLD5 = '3';
  3932. const char Benchmark_OLD10 = '5';
  3933. const char Benchmark_3MOLIBOR = '8';
  3934. const int MaturityMonthYearFormat_YEARMONTHWEEK = 2;
  3935. const int MaturityMonthYearFormat_YEARMONTHDAY = 1;
  3936. const int MaturityMonthYearFormat_YEARMONTH_ONLY = 0;
  3937. const char LegalConfirm_NO = 'N';
  3938. const char LegalConfirm_YES = 'Y';
  3939. const int ApplReportType_REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM = 1;
  3940. const int ApplReportType_APPLICATION_MESSAGE_RE_SEND_COMPLETED = 3;
  3941. const int ApplReportType_RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM = 0;
  3942. const int ApplReportType_HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID = 2;
  3943. const char ReportToExch_NO = 'N';
  3944. const char ReportToExch_YES = 'Y';
  3945. const int AllocRejCode_INCORRECT_ALLOCATED_QUANTITY = 8;
  3946. const int AllocRejCode_UNKNOWNACCT = 0;
  3947. const int AllocRejCode_INCORRECTAVGPRC = 2;
  3948. const int AllocRejCode_UNKNOWN_ORDERID = 5;
  3949. const int AllocRejCode_WAREHOUSEREQUESTREJECTED = 13;
  3950. const int AllocRejCode_UNKNOWNORSTALEEXECID = 10;
  3951. const int AllocRejCode_WAREHOUSE_REQUEST_REJECTED = 13;
  3952. const int AllocRejCode_INCORRECT_AVERAGEG_PRICE = 2;
  3953. const int AllocRejCode_MISMATCHEDDATA = 11;
  3954. const int AllocRejCode_INCORRECTBRKMNC = 3;
  3955. const int AllocRejCode_UNKNOWNLISTID = 6;
  3956. const int AllocRejCode_OTHER_99 = 99;
  3957. const int AllocRejCode_INCORRECTALLOCATEDQUANTITY = 8;
  3958. const int AllocRejCode_UNKNOWN_LISTID = 6;
  3959. const int AllocRejCode_INCORRECT_QUANTITY = 1;
  3960. const int AllocRejCode_INCORRECT_AVERAGE_PRICE = 2;
  3961. const int AllocRejCode_UNKNOWN_ACCOUNT = 0;
  3962. const int AllocRejCode_UNKNOWN_OR_STALE_EXECID = 10;
  3963. const int AllocRejCode_OTHER = 7;
  3964. const int AllocRejCode_OTHER_7 = 7;
  3965. const int AllocRejCode_UNKNOWN_CLORDID = 12;
  3966. const int AllocRejCode_INCORRECTQTY = 1;
  3967. const int AllocRejCode_COMMDIFF = 4;
  3968. const int AllocRejCode_CALCULATIONDIFFERENCE = 9;
  3969. const int AllocRejCode_UNKNOWNCLORDID = 12;
  3970. const int AllocRejCode_UNKNOWNORDID = 5;
  3971. const int AllocRejCode_MISMATCHED_DATA = 11;
  3972. const int AllocRejCode_CALCULATION_DIFFERENCE = 9;
  3973. const int AllocRejCode_COMMISSION_DIFFERENCE = 4;
  3974. const int AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC = 3;
  3975. const int RefOrdIDReason_GTC_FROM_PREVIOUS_DAY = 0;
  3976. const int RefOrdIDReason_PARTIAL_FILL_REMAINING = 1;
  3977. const int RefOrdIDReason_ORDER_CHANGED = 2;
  3978. const char RefOrderIDSource_SECONDARYORDERID = '0';
  3979. const char RefOrderIDSource_ORDERID = '1';
  3980. const char RefOrderIDSource_MDENTRYID = '2';
  3981. const char RefOrderIDSource_ORIGINAL_ORDER_ID = '4';
  3982. const char RefOrderIDSource_MENTRYID = '2';
  3983. const char RefOrderIDSource_QUOTEENTRYID = '3';
  3984. const char RefOrderIDSource_QUOTENTRYID = '3';
  3985. const char RefOrderIDSource_ORDEID = '1';
  3986. const char RefOrderIDSource_SECONDARYORDEID = '0';
  3987. const char LastCapacity_A = '1';
  3988. const char LastCapacity_XP = '3';
  3989. const char LastCapacity_CROSS_AS_PRINCIPAL = '3';
  3990. const char LastCapacity_PRINCIPAL = '4';
  3991. const char LastCapacity_P = '4';
  3992. const char LastCapacity_CROSS_AS_AGENT = '2';
  3993. const char LastCapacity_AGENT = '1';
  3994. const char LastCapacity_XA = '2';
  3995. const int InstrAttribType_INSTRUMENT_STRIKE_PRICE = 28;
  3996. const int InstrAttribType_IN_DEFAULT = 15;
  3997. const int InstrAttribType_COUPONPERIOD = 8;
  3998. const int InstrAttribType_ORIGINAL_ISSUE_DISCOUNT = 10;
  3999. const int InstrAttribType_PRE_REFUNDED = 14;
  4000. const int InstrAttribType_SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX = 19;
  4001. const int InstrAttribType_CALLABLEPUTTABLE = 11;
  4002. const int InstrAttribType_WHEN_AND_IF_ISSUED = 9;
  4003. const int InstrAttribType_STEPPEDCOUPON = 7;
  4004. const int InstrAttribType_UNRATED = 16;
  4005. const int InstrAttribType_CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED = 22;
  4006. const int InstrAttribType_STEPPED_COUPON = 7;
  4007. const int InstrAttribType_TEXT = 99;
  4008. const int InstrAttribType_ORIGINALISSUEDISCOUNTPRICE = 20;
  4009. const int InstrAttribType_ESCROWEDTOREDEMPTIONDATE = 13;
  4010. const int InstrAttribType_INSTRUMENT_DENOMINATOR = 25;
  4011. const int InstrAttribType_ESCROWED_TO_REDEMPTION_DATE = 13;
  4012. const int InstrAttribType_INTEREST_BEARING = 3;
  4013. const int InstrAttribType_TAXABLE = 17;
  4014. const int InstrAttribType_CALLABLE_PUTTABLE = 11;
  4015. const int InstrAttribType_CALLABLE_BELOW_MATURITY_VALUE = 21;
  4016. const int InstrAttribType_COUPON_PERIOD = 8;
  4017. const int InstrAttribType_LESSFEEFORPUT = 6;
  4018. const int InstrAttribType_INTERESTBEARING = 3;
  4019. const int InstrAttribType_PREREFUNDED = 14;
  4020. const int InstrAttribType_INSTRUMENT_PRICE_PRECISION = 27;
  4021. const int InstrAttribType_TRADEABLE_INDICATOR = 29;
  4022. const int InstrAttribType_ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE = 20;
  4023. const int InstrAttribType_VARIABLE_RATE = 5;
  4024. const int InstrAttribType_WHENISSUED = 9;
  4025. const int InstrAttribType_ZEROCOUPON = 2;
  4026. const int InstrAttribType_SUBJECTTOALTERNATIVEMINIMUMTAX = 19;
  4027. const int InstrAttribType_ESCROWEDTOMATURITY = 12;
  4028. const int InstrAttribType_FLAT = 1;
  4029. const int InstrAttribType_TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY = 24;
  4030. const int InstrAttribType_INSTRUMENT_NUMERATOR = 26;
  4031. const int InstrAttribType_ESCROWED_TO_MATURITY = 12;
  4032. const int InstrAttribType_LESS_FEE_FOR_PUT = 6;
  4033. const int InstrAttribType_TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE = 99;
  4034. const int InstrAttribType_CALLABLEWITHOUTNOTICEBYMAILTOHOLDERUNLESSREGISTERED = 22;
  4035. const int InstrAttribType_INDEXED = 18;
  4036. const int InstrAttribType_INDEFAULT = 15;
  4037. const int InstrAttribType_ZERO_COUPON = 2;
  4038. const int InstrAttribType_NOPERIODICPAYMENTS = 4;
  4039. const int InstrAttribType_CALLABLEBELOWMATURITYVALUE = 21;
  4040. const int InstrAttribType_ORIGINALISSUEDISCOUNT = 10;
  4041. const int InstrAttribType_PRICE_TICK_RULES_FOR_SECURITY = 23;
  4042. const int InstrAttribType_NO_PERIODIC_PAYMENTS = 4;
  4043. const int InstrAttribType_VARIABLERATE = 5;
  4044. const int Product_FINANCING = 13;
  4045. const int Product_COMMODITY = 2;
  4046. const int Product_EQUITY = 5;
  4047. const int Product_CORPORATE = 3;
  4048. const int Product_AGENCY = 1;
  4049. const int Product_OTHER = 12;
  4050. const int Product_MONEYMARKET = 9;
  4051. const int Product_MORTGAGE = 10;
  4052. const int Product_CURRENCY = 4;
  4053. const int Product_INDEX = 7;
  4054. const int Product_MUNICIPAL = 11;
  4055. const int Product_LOAN = 8;
  4056. const int Product_GOVERNMENT = 6;
  4057. const int SecurityTradingStatus_NOMKTIMB = 12;
  4058. const int SecurityTradingStatus_NOOPEN = 4;
  4059. const int SecurityTradingStatus_FAST_MARKET = 23;
  4060. const int SecurityTradingStatus_NO_OPEN_NO_RESUME = 4;
  4061. const int SecurityTradingStatus_TRADING_HALT = 2;
  4062. const int SecurityTradingStatus_NOT_AVAILABLE_FOR_TRADING = 18;
  4063. const int SecurityTradingStatus_11 = 11;
  4064. const int SecurityTradingStatus_NO_OPEN = 4;
  4065. const int SecurityTradingStatus_NOTTRADED = 19;
  4066. const int SecurityTradingStatus_FASTMARKET = 23;
  4067. const int SecurityTradingStatus_MKTBALSELL = 8;
  4068. const int SecurityTradingStatus_NEWPXIND = 15;
  4069. const int SecurityTradingStatus_TRDDISTIME = 16;
  4070. const int SecurityTradingStatus_PXIND = 5;
  4071. const int SecurityTradingStatus_CROSS = 25;
  4072. const int SecurityTradingStatus_OPENINGROTATION = 22;
  4073. const int SecurityTradingStatus_TRDRNGIND = 6;
  4074. const int SecurityTradingStatus_RESUME = 3;
  4075. const int SecurityTradingStatus_TRADE_DISSEMINATION_TIME = 16;
  4076. const int SecurityTradingStatus_NO_MARKET_ON_CLOSE_IMBALANCE = 13;
  4077. const int SecurityTradingStatus_POST_CLOSE = 26;
  4078. const int SecurityTradingStatus_OPENDELAY = 1;
  4079. const int SecurityTradingStatus_READY = 17;
  4080. const int SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_BUY = 9;
  4081. const int SecurityTradingStatus_NOTAVAIL = 18;
  4082. const int SecurityTradingStatus_MARKET_IMBALANCE_SELL = 8;
  4083. const int SecurityTradingStatus_OPENING_DELAY = 1;
  4084. const int SecurityTradingStatus_MKTONCLSIMBSELL = 10;
  4085. const int SecurityTradingStatus_NOT_TRADED_ON_THIS_MARKET = 19;
  4086. const int SecurityTradingStatus_ITS_PRE_OPENING = 14;
  4087. const int SecurityTradingStatus_PRE_CROSS = 24;
  4088. const int SecurityTradingStatus_NA = 11;
  4089. const int SecurityTradingStatus_NOMKTONCLSIMB = 13;
  4090. const int SecurityTradingStatus_PRE_OPEN = 21;
  4091. const int SecurityTradingStatus_MARKET_IMBALANCE_BUY = 7;
  4092. const int SecurityTradingStatus_TRADING_RANGE_INDICATION = 6;
  4093. const int SecurityTradingStatus_READY_TO_TRADE = 17;
  4094. const int SecurityTradingStatus_NEW_PRICE_INDICATION = 15;
  4095. const int SecurityTradingStatus_ITSPREOPN = 14;
  4096. const int SecurityTradingStatus_TRDHALT = 2;
  4097. const int SecurityTradingStatus_MKTONCLSIMBBUY = 9;
  4098. const int SecurityTradingStatus_OPENING_ROTATION = 22;
  4099. const int SecurityTradingStatus_PRICE_INDICATION = 5;
  4100. const int SecurityTradingStatus_UNKNOWN_OR_INVALID = 20;
  4101. const int SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_SELL = 10;
  4102. const int SecurityTradingStatus_UNKNOWN = 20;
  4103. const int SecurityTradingStatus_MKTIMBBUY = 7;
  4104. const int SecurityTradingStatus_NO_MARKET_IMBALANCE = 12;
  4105. const char Rule80A_PRGINDEXARBOTHMEM = 'N';
  4106. const char Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPETING_MARKET_MAKER = 'R';
  4107. const char Rule80A_SPECIALIST_TRADES = 'S';
  4108. const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER = 'J';
  4109. const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG = 'D';
  4110. const char Rule80A_SHTEXTRANI = 'H';
  4111. const char Rule80A_SHTEXTRANMEMWT = 'X';
  4112. const char Rule80A_SHORT_EXEMPT_TRANSACTION_F = 'F';
  4113. const char Rule80A_COMPETING_DEALER_TRADES_O = 'O';
  4114. const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER = 'K';
  4115. const char Rule80A_AGENCY_ALGORITHMIC_PROGRAM_TRADING = 'K';
  4116. const char Rule80A_SHTEXTRANMEM = 'L';
  4117. const char Rule80A_PRGINDEXARBOTHAGN = 'U';
  4118. const char Rule80A_PRGNONINDEXARBINV = 'J';
  4119. const char Rule80A_SHORT_EXEMPT_TRANSACTION_H = 'H';
  4120. const char Rule80A_PRINCIPAL = 'P';
  4121. const char Rule80A_AGENCY_INDEX_ARBITRAGE = 'U';
  4122. const char Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER = 'R';
  4123. const char Rule80A_SHTEXTRANA = 'B';
  4124. const char Rule80A_SHTEXTRANW = 'F';
  4125. const char Rule80A_PRGINDEXARBINV = 'K';
  4126. const char Rule80A_COMPETING_DEALER_TRADES_R = 'R';
  4127. const char Rule80A_INDIVIDUAL_INVESTOR_SINGLE_ORDER = 'I';
  4128. const char Rule80A_PROPRIETARY_NON_ALGORITHMIC_PROGRAM_TRADE = 'C';
  4129. const char Rule80A_AGENT_FOR_OTHER_MEMBER_NON_ALGORITHMIC_PROGRAM_TRADE = 'N';
  4130. const char Rule80A_ALLOTHERAGN = 'W';
  4131. const char Rule80A_PRGNONINDEXARBOTHAGN = 'Y';
  4132. const char Rule80A_PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER = 'O';
  4133. const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'X';
  4134. const char Rule80A_AGENCYSINGLE = 'A';
  4135. const char Rule80A_COMPETING_DEALER_TRADES_T = 'T';
  4136. const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER = 'N';
  4137. const char Rule80A_PROPRIETARY_ALGORITHMIC_PROGRAM_TRADING = 'J';
  4138. const char Rule80A_AGENCY_NON_ALGORITHMIC_PROGRAM_TRADE = 'Y';
  4139. const char Rule80A_PRGNONINDEXARBMEM = 'C';
  4140. const char Rule80A_PRGNONINDEXARBOTHMEM = 'M';
  4141. const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER = 'Z';
  4142. const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY = 'Y';
  4143. const char Rule80A_ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER = 'W';
  4144. const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG = 'C';
  4145. const char Rule80A_PRGINDEXARBMEM = 'D';
  4146. const char Rule80A_INVINESTOR = 'I';
  4147. const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL = 'E';
  4148. const char Rule80A_SHORT_EXEMPT_TRANSACTION_B = 'B';
  4149. const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'L';
  4150. const char Rule80A_AGENCY_SINGLE_ORDER = 'A';
  4151. const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'L';
  4152. const char Rule80A_COMPETINGDEALER = 'O';
  4153. const char Rule80A_COMPDEALER1 = 'R';
  4154. const char Rule80A_SHTEXTRANNONMEM = 'Z';
  4155. const char Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER = 'T';
  4156. const char Rule80A_REGISTERED_EQUITY_MARKET_MAKER_TRADES = 'E';
  4157. const char Rule80A_MARKETMAKER = 'E';
  4158. const char Rule80A_SPECIALIST = 'S';
  4159. const char Rule80A_COMPDEALER2 = 'T';
  4160. const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY = 'U';
  4161. const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER = 'M';
  4162. const char CorporateAction_MERGER_REORGANIZATION = 'M';
  4163. const char CorporateAction_SYMBOL_CONVERSION = 'T';
  4164. const char CorporateAction_NEW = 'D';
  4165. const char CorporateAction_SUCCESSION_EVENT = 'W';
  4166. const char CorporateAction_STOCK_DIVIDEND = 'G';
  4167. const char CorporateAction_REVERSE_STOCK_SPLIT = 'I';
  4168. const char CorporateAction_POSITION_CONSOLIDATION = 'K';
  4169. const char CorporateAction_SPINOFF = 'P';
  4170. const char CorporateAction_EXDIVIDEND = 'A';
  4171. const char CorporateAction_EX_INTEREST = 'E';
  4172. const char CorporateAction_LIQUIDATION_REORGANIZATION = 'L';
  4173. const char CorporateAction_CASH_DIVIDEND = 'F';
  4174. const char CorporateAction_STANDARD_INTEGER_STOCK_SPLIT = 'J';
  4175. const char CorporateAction_RIGHTS_OFFERING = 'N';
  4176. const char CorporateAction_SHAREHOLDER_MEETING = 'O';
  4177. const char CorporateAction_WARRANT = 'R';
  4178. const char CorporateAction_EXDIST = 'B';
  4179. const char CorporateAction_EX_RIGHTS = 'C';
  4180. const char CorporateAction_EX_DISTRIBUTION = 'B';
  4181. const char CorporateAction_EX_DIVIDEND = 'A';
  4182. const char CorporateAction_TENDER_OFFER = 'Q';
  4183. const char CorporateAction_SPECIAL_ACTION = 'S';
  4184. const char CorporateAction_EXINTEREST = 'E';
  4185. const char CorporateAction_NON_INTEGER_STOCK_SPLIT = 'H';
  4186. const char CorporateAction_CUSIP = 'U';
  4187. const char CorporateAction_LEAP_ROLLOVER = 'V';
  4188. const char CorporateAction_EXRIGHTS = 'C';
  4189. const int TerminationType_TERM = 2;
  4190. const int TerminationType_FLEXIBLE = 3;
  4191. const int TerminationType_OPEN = 4;
  4192. const int TerminationType_OVERNIGHT = 1;
  4193. const int PosMaintAction_REPLACE = 2;
  4194. const int PosMaintAction_NEW = 1;
  4195. const int PosMaintAction_REVERSE = 4;
  4196. const int PosMaintAction_CANCEL = 3;
  4197. const int ComplexEventPriceTimeType_SPECIFIED_DATE_TIME = 3;
  4198. const int ComplexEventPriceTimeType_EXPIRATION = 1;
  4199. const int ComplexEventPriceTimeType_IMMEDIATE = 2;
  4200. const char UnderlyingFXRateCalc_DIVIDE = 'D';
  4201. const char UnderlyingFXRateCalc_MULTIPLY = 'M';
  4202. const char OddLot_NO = 'N';
  4203. const char OddLot_YES = 'Y';
  4204. const char BookingUnit_AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE = '2';
  4205. const char BookingUnit_AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER = '1';
  4206. const char BookingUnit_EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT = '0';
  4207. const int AllocStatus_REJECTED_BY_INTERMEDIARY = 5;
  4208. const int AllocStatus_ACCEPTEDSUCCESSFULLYPROCESSED = 0;
  4209. const int AllocStatus_ACCOUNTLEVELREJECT = 2;
  4210. const int AllocStatus_BLOCK_LEVEL_REJECT = 1;
  4211. const int AllocStatus_ACCOUNT_LEVEL_REJECT = 2;
  4212. const int AllocStatus_INCOMPLETE = 4;
  4213. const int AllocStatus_ALLOCATION_PENDING = 6;
  4214. const int AllocStatus_BLOCKLEVELREJECT = 1;
  4215. const int AllocStatus_REJECTEDBYINTERMEDIARY = 5;
  4216. const int AllocStatus_RECEIVEDRECEIVEDNOTYETPROCESSED = 3;
  4217. const int AllocStatus_REVERSED = 7;
  4218. const int AllocStatus_RECEIVED = 3;
  4219. const int AllocStatus_PARTIAL_ACCEPT = 2;
  4220. const int AllocStatus_REJECTED = 1;
  4221. const int AllocStatus_ACCEPTED = 0;
  4222. const int IncTaxInd_NET = 1;
  4223. const int IncTaxInd_GROSS = 2;
  4224. const int PartyListResponseType_RETURN_ONLY_PARTY_INFORMATION = 1;
  4225. const int PartyListResponseType_RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES = 0;
  4226. const int PartyListResponseType_INCLUDE_RISK_LIMIT_INFORMATION = 3;
  4227. const int PartyListResponseType_INCLUDE_INFORMATION_ON_RELATED_PARTIES = 2;
  4228. const int PosReqStatus_COMPLETED = 0;
  4229. const int PosReqStatus_REJECTED = 2;
  4230. const int PosReqStatus_COMPLETEDWITHWARNINGS = 1;
  4231. const int PosReqStatus_COMPLETED_WITH_WARNINGS = 1;
  4232. const int PriorityIndicator_PRIORITY_UNCHANGED = 0;
  4233. const int PriorityIndicator_PRIORITYUNCHANGED = 0;
  4234. const int PriorityIndicator_LOSTPRIORITY = 1;
  4235. const int PriorityIndicator_LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE = 1;
  4236. const char MoneyLaunderingStatus_NOTCHECKED = 'N';
  4237. const char MoneyLaunderingStatus_EXEMPT_BELOW_THE_LIMIT = '1';
  4238. const char MoneyLaunderingStatus_EXAUTHCREDIT = '3';
  4239. const char MoneyLaunderingStatus_EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION = '2';
  4240. const char MoneyLaunderingStatus_EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION = '3';
  4241. const char MoneyLaunderingStatus_NOT_CHECKED = 'N';
  4242. const char MoneyLaunderingStatus_PASSED = 'Y';
  4243. const char MoneyLaunderingStatus_EXEMPT_1 = '1';
  4244. const char MoneyLaunderingStatus_EXCLIENTMONEYTYPE = '2';
  4245. const char MoneyLaunderingStatus_EXEMPT_2 = '2';
  4246. const char MoneyLaunderingStatus_EXBELOWLIM = '1';
  4247. const char MoneyLaunderingStatus_EXEMPT_3 = '3';
  4248. const char LotType_ROUND_LOT_BASED_UPON_UNITOFMEASURE = '4';
  4249. const char LotType_ROUND_LOT = '2';
  4250. const char LotType_ODD_LOT = '1';
  4251. const char LotType_BLOCK_LOT = '3';
  4252. const char QuoteCondition_FLAT_CURVE[] = "7";
  4253. const char QuoteCondition_REST_OF_BOOK_VWAP[] = "3";
  4254. const char QuoteCondition_BETTER_PRICES_IN_CONDITIONAL_ORDERS[] = "4";
  4255. const char QuoteCondition_TRADING_RANGE[] = "Q";
  4256. const char QuoteCondition_HALT_ETH[] = "k";
  4257. const char QuoteCondition_BID_OFFER_SPECIALIST[] = "r";
  4258. const char QuoteCondition_CONSOLBEST[] = "D";
  4259. const char QuoteCondition_CROSSED[] = "F";
  4260. const char QuoteCondition_NO_OPEN[] = "b";
  4261. const char QuoteCondition_HALT[] = "j";
  4262. const char QuoteCondition_PREOPENING_SAM[] = "v";
  4263. const char QuoteCondition_OPEN_SAM[] = "x";
  4264. const char QuoteCondition_RESERVED_SAM[] = "0";
  4265. const char QuoteCondition_OUTRIGHT_PRICE[] = "J";
  4266. const char QuoteCondition_IMPLIED_PRICE[] = "K";
  4267. const char QuoteCondition_DEPTH_ON_OFFER[] = "M";
  4268. const char QuoteCondition_ADDITIONAL_INFO_DUE_TO_RELATED[] = "V";
  4269. const char QuoteCondition_REGULAR_ETH[] = "c";
  4270. const char QuoteCondition_ROTATION_ETH[] = "i";
  4271. const char QuoteCondition_NONFIRM[] = "I";
  4272. const char QuoteCondition_EXCHANGE_BEST[] = "C";
  4273. const char QuoteCondition_DEPTH_ON_BID[] = "N";
  4274. const char QuoteCondition_CLOSING[] = "O";
  4275. const char QuoteCondition_VIEW_OF_COMMON[] = "X";
  4276. const char QuoteCondition_FORBIDDEN_SAM[] = "t";
  4277. const char QuoteCondition_LOCKED[] = "E";
  4278. const char QuoteCondition_ORDER_INFLUX[] = "R";
  4279. const char QuoteCondition_NEWS_PENDING[] = "T";
  4280. const char QuoteCondition_RESUME[] = "W";
  4281. const char QuoteCondition_TRADING_RESUME[] = "n";
  4282. const char QuoteCondition_OUT_OF_SEQUENCE[] = "o";
  4283. const char QuoteCondition_END_OF_DAY_SAM[] = "s";
  4284. const char QuoteCondition_FROZEN_SAM[] = "u";
  4285. const char QuoteCondition_OPENING_SAM[] = "w";
  4286. const char QuoteCondition_MANUAL_SLOW_QUOTE[] = "L";
  4287. const char QuoteCondition_NEWS_DISSEMINATION[] = "P";
  4288. const char QuoteCondition_DUE_TO_RELATED[] = "S";
  4289. const char QuoteCondition_VOLUME_ALERT[] = "Y";
  4290. const char QuoteCondition_FAST_MARKET_ETH[] = "f ";
  4291. const char QuoteCondition_INACTIVE_ETH[] = "g";
  4292. const char QuoteCondition_DUE_TO_NEWS_DISSEMINATION[] = "l";
  4293. const char QuoteCondition_SURVEILLANCE_SAM[] = "y";
  4294. const char QuoteCondition_DEPTH[] = "G";
  4295. const char QuoteCondition_OPEN[] = "A";
  4296. const char QuoteCondition_AUTOMATIC_EXECUTION[] = "d";
  4297. const char QuoteCondition_DUE_TO_NEWS_PENDING[] = "m";
  4298. const char QuoteCondition_NO_ACTIVE_SAM[] = "1";
  4299. const char QuoteCondition_OFFER_SPECIALIST[] = "q";
  4300. const char QuoteCondition_SUSPENDED_SAM[] = "z";
  4301. const char QuoteCondition_RESTRICTED[] = "2";
  4302. const char QuoteCondition_NON_FIRM[] = "I";
  4303. const char QuoteCondition_CLOSED_INACTIVE[] = "B";
  4304. const char QuoteCondition_ADDITIONAL_INFO[] = "U";
  4305. const char QuoteCondition_EQUIPMENT_CHANGEOVER[] = "a";
  4306. const char QuoteCondition_EXCHBEST[] = "C";
  4307. const char QuoteCondition_FAST_TRADING[] = "H";
  4308. const char QuoteCondition_FULL_CURVE[] = "6";
  4309. const char QuoteCondition_MEDIAN_PRICE[] = "5";
  4310. const char QuoteCondition_OPEN_ACTIVE[] = "A";
  4311. const char QuoteCondition_ORDER_IMBALANCE[] = "Z";
  4312. const char QuoteCondition_AUTOMATIC_EXECUTION_ETH[] = "e";
  4313. const char QuoteCondition_ROTATION[] = "h";
  4314. const char QuoteCondition_BID_SPECIALIST[] = "p";
  4315. const char QuoteCondition_FAST[] = "H";
  4316. const char QuoteCondition_CONSOLIDATED_BEST[] = "D";
  4317. const char QuoteCondition_CLOSED[] = "B";
  4318. const int PartyRelationship_OWNED_BY_30 = 30;
  4319. const int PartyRelationship_PROVIDES_QUOTES_TO = 17;
  4320. const int PartyRelationship_POSTS_TRADES_TO = 14;
  4321. const int PartyRelationship_REGULATORY_OWNER_OF = 29;
  4322. const int PartyRelationship_SUBSIDIARY_OF = 28;
  4323. const int PartyRelationship_HAS_MEMBERS = 10;
  4324. const int PartyRelationship_ENTERS_TRADES_THROUGH = 16;
  4325. const int PartyRelationship_BENEFICIAL_OWNER_OF = 35;
  4326. const int PartyRelationship_OWNED_BY_34 = 34;
  4327. const int PartyRelationship_CONTROLS = 31;
  4328. const int PartyRelationship_REQUESTS_QUOTES_FROM = 18;
  4329. const int PartyRelationship_SPONSORS = 5;
  4330. const int PartyRelationship_CLEARS_THROUGH = 2;
  4331. const int PartyRelationship_OWNED_BY_36 = 36;
  4332. const int PartyRelationship_BROKERS_TRADES_THROUGH = 22;
  4333. const int PartyRelationship_INVESTS_THROUGH = 20;
  4334. const int PartyRelationship_PARTICIPANT_OF_MARKETPLACE = 12;
  4335. const int PartyRelationship_LEGAL = 33;
  4336. const int PartyRelationship_ENTERS_TRADES_FOR = 15;
  4337. const int PartyRelationship_CARRIES_POSITIONS_FOR = 13;
  4338. const int PartyRelationship_IS_GUARANTEED_BY = 8;
  4339. const int PartyRelationship_IS_CONTROLLED_BY = 32;
  4340. const int PartyRelationship_PROVIDES_TRADING_SERVICES_FOR = 23;
  4341. const int PartyRelationship_IS_ALSO = 0;
  4342. const int PartyRelationship_PARENT_FIRM_FOR = 27;
  4343. const int PartyRelationship_APPROVED_BY = 26;
  4344. const int PartyRelationship_APPROVES_OF = 25;
  4345. const int PartyRelationship_USES_TRADING_SERVICES_OF = 24;
  4346. const int PartyRelationship_PROVIDES_GUARANTEE_FOR = 7;
  4347. const int PartyRelationship_SPONSORED_THROUGH = 6;
  4348. const int PartyRelationship_TRADES_FOR = 3;
  4349. const int PartyRelationship_CLEARS_FOR = 1;
  4350. const int PartyRelationship_BROKERS_TRADES_FOR = 21;
  4351. const int PartyRelationship_INVESTS_FOR = 19;
  4352. const int PartyRelationship_PROVIDES_MARKETPLACE_FOR = 11;
  4353. const int PartyRelationship_MEMBER_OF = 9;
  4354. const int PartyRelationship_TRADES_THROUGH = 4;
  4355. const char SettlLocation_EUROCLEAR[] = "EUR";
  4356. const char SettlLocation_CEDEL[] = "CED";
  4357. const char SettlLocation_PARTICIPANT_TRUST_COMPANY[] = "PTC";
  4358. const char SettlLocation_PHYSICAL[] = "PNY";
  4359. const char SettlLocation_EURO_CLEAR[] = "EUR";
  4360. const char SettlLocation_FEDERALBOOKENTRY[] = "FED";
  4361. const char SettlLocation_PARTICIPANTTRUSTCOMPANY[] = "PTC";
  4362. const char SettlLocation_DEPOSITORY_TRUST_COMPANY[] = "DTC";
  4363. const char SettlLocation_DEPOSITORYTRUSTCOMPANY[] = "DTC";
  4364. const char SettlLocation_LOCAL_MARKET_SETTLE_LOCATION[] = "ISO_Country_Code";
  4365. const char SettlLocation_LOCALMARKETSETTLELOCATION[] = "ISO_Country_Code";
  4366. const char SettlLocation_FEDERAL_BOOK_ENTRY[] = "FED";
  4367. const int DiscretionScope_LOCAL = 1;
  4368. const int DiscretionScope_NATIONAL_EXCLUDING_LOCAL = 4;
  4369. const int DiscretionScope_NATIONALEXCLUDINGLOCAL = 4;
  4370. const int DiscretionScope_GLOBAL = 3;
  4371. const int DiscretionScope_NATIONAL = 2;
  4372. const int DiscretionScope_LOCALEXCHANGEECNATS = 1;
  4373. const int OwnerType_NETWORKINGSUBACCT = 10;
  4374. const int OwnerType_PUBLIC_COMPANY = 2;
  4375. const int OwnerType_INDIVIDUAL_TRUSTEE = 4;
  4376. const int OwnerType_CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT = 7;
  4377. const int OwnerType_INDIVIDUAL_INVESTOR = 1;
  4378. const int OwnerType_COMPANY_TRUSTEE = 5;
  4379. const int OwnerType_CORPBODY = 12;
  4380. const int OwnerType_INDIVTRUSTEE = 4;
  4381. const int OwnerType_PENSIONPLAN = 6;
  4382. const int OwnerType_PRIVATE_COMPANY = 3;
  4383. const int OwnerType_NETWORKING_SUB_ACCOUNT = 10;
  4384. const int OwnerType_NON_PROFITORG = 11;
  4385. const int OwnerType_PRIVATECOMPANY = 3;
  4386. const int OwnerType_PENSION_PLAN = 6;
  4387. const int OwnerType_COMPANYTRUSTEE = 5;
  4388. const int OwnerType_TRUSTS = 8;
  4389. const int OwnerType_FIDUCIARIES = 9;
  4390. const int OwnerType_INDIVINVESTOR = 1;
  4391. const int OwnerType_NON_PROFIT_ORGANIZATION = 11;
  4392. const int OwnerType_CORPORATE_BODY = 12;
  4393. const int OwnerType_PUBLICCOMPANY = 2;
  4394. const int OwnerType_CUSTODIANMINORSACT = 7;
  4395. const int OwnerType_NOMINEE = 13;
  4396. const int ApplQueueResolution_END_SESSION = 3;
  4397. const int ApplQueueResolution_QUEUEFLUSHED = 1;
  4398. const int ApplQueueResolution_QUEUE_FLUSHED = 1;
  4399. const int ApplQueueResolution_ENDSESSION = 3;
  4400. const int ApplQueueResolution_OVERLAYLAST = 2;
  4401. const int ApplQueueResolution_OVERLAY_LAST = 2;
  4402. const int ApplQueueResolution_NOACTIONTAKEN = 0;
  4403. const int ApplQueueResolution_NO_ACTION_TAKEN = 0;
  4404. const int QuoteResponseLevel_SUMMARY_ACKNOWLEDGEMENT = 3;
  4405. const int QuoteResponseLevel_ACKEACH = 2;
  4406. const int QuoteResponseLevel_ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES = 1;
  4407. const int QuoteResponseLevel_ACKNEG = 1;
  4408. const int QuoteResponseLevel_NOACK = 0;
  4409. const int QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGE = 2;
  4410. const int QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGES = 2;
  4411. const int QuoteResponseLevel_NO_ACKNOWLEDGEMENT = 0;
  4412. const char ExecAckStatus_RECEIVED_NOT_YET_PROCESSED = '0';
  4413. const char ExecAckStatus_DONT_KNOW = '2';
  4414. const char ExecAckStatus_ACCEPTED = '1';
  4415. const int NetGrossInd_NET = 1;
  4416. const int NetGrossInd_GROSS = 2;
  4417. const char CxlType_PARTIAL_CANCEL = 'P';
  4418. const char CxlType_FULL_REMAINING_QUANTITY = 'F';
  4419. const int DeskTypeSource_NASD_OATS = 1;
  4420. const int DiscretionRoundDirection_MOREPASSIVE = 2;
  4421. const int DiscretionRoundDirection_MOREAGGRESSIVE = 1;
  4422. const int DiscretionRoundDirection_MORE_AGGRESSIVE = 1;
  4423. const int DiscretionRoundDirection_MORE_PASSIVE = 2;
  4424. const int BidDescriptorType_COUNTRY = 2;
  4425. const int BidDescriptorType_INDEX = 3;
  4426. const int BidDescriptorType_SECTOR = 1;
  4427. const int NetworkStatusResponseType_INCREMENTAL_UPDATE = 2;
  4428. const int NetworkStatusResponseType_INCREMENTALUPDATE = 2;
  4429. const int NetworkStatusResponseType_FULL = 1;
  4430. const int QuoteType_INDICATIVE = 0;
  4431. const int QuoteType_RESTRICTEDTRADEABLE = 2;
  4432. const int QuoteType_RESTRICTED_TRADEABLE = 2;
  4433. const int QuoteType_TRADEABLE = 1;
  4434. const int QuoteType_COUNTER = 3;
  4435. const char DiscretionInst_RELVWAP = '6';
  4436. const char DiscretionInst_RELLOCPRIMPX = '3';
  4437. const char DiscretionInst_RELATED_TO_MARKET_PRICE = '1';
  4438. const char DiscretionInst_RELMIDPX = '4';
  4439. const char DiscretionInst_RELATED_TO_VWAP = '6';
  4440. const char DiscretionInst_RELATED_TO_MIDPOINT_PRICE = '4';
  4441. const char DiscretionInst_RELDISPPX = '0';
  4442. const char DiscretionInst_RELATED_TO_DISPLAYED_PRICE = '0';
  4443. const char DiscretionInst_RELATED_TO_PRIMARY_PRICE = '2';
  4444. const char DiscretionInst_AVERAGE_PRICE_GUARANTEE = '7';
  4445. const char DiscretionInst_RELMKTPX = '1';
  4446. const char DiscretionInst_RELPRIMPX = '2';
  4447. const char DiscretionInst_RELLSTPX = '5';
  4448. const char DiscretionInst_RELATED_TO_LAST_TRADE_PRICE = '5';
  4449. const char DiscretionInst_RELATED_TO_LOCAL_PRIMARY_PRICE = '3';
  4450. const int CrossPrioritization_BUY_SIDE_IS_PRIORITIZED = 1;
  4451. const int CrossPrioritization_SELL_SIDE_IS_PRIORITIZED = 2;
  4452. const int CrossPrioritization_BUY_SIDE_PRIORITIZED = 1;
  4453. const int CrossPrioritization_SELL_SIDE_PRIORITIZED = 2;
  4454. const int CrossPrioritization_NONE = 0;
  4455. const int CrossPrioritization_SELLSIDE_PRIORITIZED = 2;
  4456. const int CrossPrioritization_BUYSIDE_PRIORITIZED = 1;
  4457. const char IOIOthSvc_AUTEX = 'A';
  4458. const char IOIOthSvc_BRIDGE = 'B';
  4459. const char MDReqRejReason_UNSUPPSUB = '4';
  4460. const char MDReqRejReason_UNSUPPORTED_MDENTRYTYPE = '8';
  4461. const char MDReqRejReason_INSUFFICIENT_CREDIT = 'D';
  4462. const char MDReqRejReason_UNSUPPMKTDEPTH = '5';
  4463. const char MDReqRejReason_UNSUPPENTRY = '8';
  4464. const char MDReqRejReason_INSUFFICIENT_BANDWIDTH = '2';
  4465. const char MDReqRejReason_UNSUPPORTED_SCOPE = 'A';
  4466. const char MDReqRejReason_UNSUPPMDIMPLICITDELETE = 'C';
  4467. const char MDReqRejReason_UNSUPPORTED_TRADINGSESSIONID = '9';
  4468. const char MDReqRejReason_UNKNOWNSYM = '0';
  4469. const char MDReqRejReason_UNSUPPMDUPDATE = '6';
  4470. const char MDReqRejReason_UNSUPPPOSITIONEFFECTSETTLEFLAG = 'B';
  4471. const char MDReqRejReason_DUPLICATE_MDREQID = '1';
  4472. const char MDReqRejReason_DUPID = '1';
  4473. const char MDReqRejReason_UNSUPPORTED_AGGREGATEDBOOK = '7';
  4474. const char MDReqRejReason_UNSUPPORTED_MDUPDATETYPE = '6';
  4475. const char MDReqRejReason_UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE = '4';
  4476. const char MDReqRejReason_UNKNOWN_SYMBOL = '0';
  4477. const char MDReqRejReason_INSBAND = '2';
  4478. const char MDReqRejReason_UNSUPPSCOPE = 'A';
  4479. const char MDReqRejReason_UNSUPPORTED_OPENCLOSESETTLEFLAG = 'B';
  4480. const char MDReqRejReason_UNSUPPORTED_MARKETDEPTH = '5';
  4481. const char MDReqRejReason_UNSUPPAGGBK = '7';
  4482. const char MDReqRejReason_INSUFFICIENT_PERMISSIONS = '3';
  4483. const char MDReqRejReason_INSPERM = '3';
  4484. const char MDReqRejReason_UNSUPPTRDSESSIONID = '9';
  4485. const char MDReqRejReason_UNSUPPORTED_MDIMPLICITDELETE = 'C';
  4486. const int ApplReqType_REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS = 2;
  4487. const int ApplReqType_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS = 4;
  4488. const int ApplReqType_CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS = 6;
  4489. const int ApplReqType_SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS = 1;
  4490. const int ApplReqType_RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS = 0;
  4491. const int ApplReqType_REQUEST_VALID_SET_OF_APPLICATIONS = 3;
  4492. const int ApplReqType_CANCEL_RETRANSMISSION = 5;
  4493. const char AggressorIndicator_NO = 'N';
  4494. const char AggressorIndicator_YES = 'Y';
  4495. const int BusinessRejectReason_APPNA = 4;
  4496. const int BusinessRejectReason_UNKNOWN_SECURITY = 2;
  4497. const int BusinessRejectReason_UNKNMSGTYPE = 3;
  4498. const int BusinessRejectReason_CONDFLDMISS = 5;
  4499. const int BusinessRejectReason_UNKNID = 1;
  4500. const int BusinessRejectReason_APPLICATION_NOT_AVAILABLE = 4;
  4501. const int BusinessRejectReason_INVALID_PRICE_INCREMENT = 18;
  4502. const int BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME = 7;
  4503. const int BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING = 5;
  4504. const int BusinessRejectReason_UNKNOWN_ID = 1;
  4505. const int BusinessRejectReason_NOTAUTH = 6;
  4506. const int BusinessRejectReason_NODELIVTOFIRM = 7;
  4507. const int BusinessRejectReason_OTHER = 0;
  4508. const int BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE = 3;
  4509. const int BusinessRejectReason_UNKNOWN_MESSAGE_TYPE = 3;
  4510. const int BusinessRejectReason_NOT_AUTHORIZED = 6;
  4511. const int BusinessRejectReason_UNKNSEC = 2;
  4512. const int BusinessRejectReason_UNKOWN_ID = 1;
  4513. const int BookingType_REGULAR_BOOKING = 0;
  4514. const int BookingType_REGULARBOOKING = 0;
  4515. const int BookingType_CFD = 1;
  4516. const int BookingType_CFDCONTRACTFORDIFFERENCE = 1;
  4517. const int BookingType_TOTALRETURNSWAP = 2;
  4518. const int BookingType_TOTAL_RETURN_SWAP = 2;
  4519. #endif //FIX_VALUES_H