FixFields.h 51 KB

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