Namespaces | |
| namespace | FIELD |
| namespace | TYPE |
Data Structures | |
| class | Acceptor |
| Base for classes which act as an acceptor for incoming connections. More... | |
| class | Application |
| This interface must be implemented to define what your FIX application does. More... | |
| class | SynchronizedApplication |
| This is a special implementation of the Application interface that takes in another Application interface and synchronizes all of its callbacks. More... | |
| class | NullApplication |
| An empty implementation of an Application. More... | |
| class | CallStack |
| Keeps track of callstacks for multiple threads. More... | |
| class | DatabaseConnectionID |
| class | DatabaseConnectionPool |
| class | DataDictionary |
| Represents a data dictionary for a version of FIX. More... | |
| class | Dictionary |
| For storage and retrieval of key/value pairs. More... | |
| class | DOMAttributes |
| Interface that represents attribute from underlying XML parser. More... | |
| class | DOMNode |
| Interface that represents node from underlying XML parser. More... | |
| class | DOMDocument |
| Interface that represents document of underlying XML parser. More... | |
| class | Event |
| Portable implementation of an event/conditional mutex. More... | |
| struct | Exception |
| Base QuickFIX exception type. More... | |
| struct | FieldNotFound |
| Field not found inside a message. More... | |
| struct | FieldConvertError |
| Unable to convert field into its native format. More... | |
| struct | MessageParseError |
| Unable to parse message. More... | |
| struct | InvalidMessage |
| Not a recognizable message. More... | |
| struct | ConfigError |
| Application is not configured correctly More... | |
| struct | RuntimeError |
| Application encountered serious error during runtime More... | |
| struct | InvalidTagNumber |
| Tag number does not exist in specification. More... | |
| struct | RequiredTagMissing |
| Required field is not in message. More... | |
| struct | TagNotDefinedForMessage |
| Field does not belong to message. More... | |
| struct | NoTagValue |
| Field exists in message without a value. More... | |
| struct | IncorrectTagValue |
| Field has a value that is out of range. More... | |
| struct | IncorrectDataFormat |
| Field has a badly formatted value. More... | |
| struct | IncorrectMessageStructure |
| Message is not structured correctly. More... | |
| struct | DuplicateFieldNumber |
| Field shows up twice in the message. More... | |
| struct | InvalidMessageType |
| Not a known message type. More... | |
| struct | UnsupportedMessageType |
| Message type not supported by application. More... | |
| struct | UnsupportedVersion |
| Version of FIX is not supported. More... | |
| struct | TagOutOfOrder |
| Tag is not in the correct order. More... | |
| struct | RepeatedTag |
| Repeated tag not part of repeating group. More... | |
| struct | RepeatingGroupCountMismatch |
| Repeated group count not equal to actual count. More... | |
| struct | DoNotSend |
| Indicates user does not want to send a message. More... | |
| struct | RejectLogon |
| User wants to reject permission to logon. More... | |
| struct | SessionNotFound |
| Session cannot be found for specified action. More... | |
| struct | IOException |
| IO Error. More... | |
| struct | SocketException |
| Socket Error. More... | |
| struct | SocketSendFailed |
| Socket send operation failed. More... | |
| struct | SocketRecvFailed |
| Socket recv operation failed. More... | |
| struct | SocketCloseFailed |
| Socket close operation failed. More... | |
| class | FieldBase |
| Base representation of all Field classes. More... | |
| class | StringField |
| MSC doesn't support partial template specialization so we have this. More... | |
| class | CharField |
| Field that contains a character value. More... | |
| class | DoubleField |
| Field that contains a double value. More... | |
| class | IntField |
| Field that contains an integer value. More... | |
| class | BoolField |
| Field that contains a boolean value. More... | |
| class | UtcTimeStampField |
| Field that contains a UTC time stamp value. More... | |
| class | UtcDateField |
| Field that contains a UTC date value. More... | |
| class | UtcTimeOnlyField |
| Field that contains a UTC time value. More... | |
| class | CheckSumField |
| Field that contains a checksum value. More... | |
| struct | EmptyConvertor |
| Empty convertor is a no-op. More... | |
| struct | IntConvertor |
| Converts integer to/from a string. More... | |
| struct | CheckSumConvertor |
| Converts checksum to/from a string. More... | |
| struct | DoubleConvertor |
| Converts double to/from a string. More... | |
| struct | CharConvertor |
| Converts character to/from a string. More... | |
| struct | BoolConvertor |
| Converts boolean to/from a string. More... | |
| struct | UtcTimeStampConvertor |
| Converts a UtcTimeStamp to/from a string. More... | |
| struct | UtcTimeOnlyConvertor |
| Converts a UtcTimeOnly to/from a string. More... | |
| struct | UtcDateConvertor |
| Converts a UtcDate to/from a string. More... | |
| class | FieldMap |
| Stores and organizes a collection of Fields. More... | |
| struct | DateTime |
| Date and Time stored as a Julian day number and number of milliseconds since midnight. More... | |
| class | UtcTimeStamp |
| Date and Time represented in UTC. More... | |
| class | UtcTimeOnly |
| Time only represented in UTC. More... | |
| class | UtcDate |
| Date only represented in UTC. More... | |
| class | FileLogFactory |
| Creates a file based implementation of Log. More... | |
| class | FileLog |
| File based implementation of Log. More... | |
| class | FileStoreFactory |
| Creates a file based implementation of MessageStore. More... | |
| class | FileStore |
| File based implementation of MessageStore. More... | |
| class | Group |
| Base class for all FIX repeating groups. More... | |
| class | HttpConnection |
| Encapsulates a HTTP socket file descriptor. More... | |
| class | HttpMessage |
| HTTP Message that implemented GET functionality. More... | |
| class | HttpParser |
| Parses HTTP messages off an input stream. More... | |
| class | HttpServer |
| Basic HTTP Server. More... | |
| class | Initiator |
| Base for classes which act as an initiator for establishing connections. More... | |
| class | LIBXML_DOMAttributes |
| XML attribute as represented by libxml. More... | |
| class | LIBXML_DOMNode |
| XML node as represented by libxml. More... | |
| class | LIBXML_DOMDocument |
| XML document as represented by libxml. More... | |
| class | LogFactory |
| This interface must be implemented to create a Log. More... | |
| class | ScreenLogFactory |
| Creates a screen based implementation of Log. More... | |
| class | Log |
| This interface must be implemented to log messages and events. More... | |
| class | ScreenLog |
| Screen based implementation of Log. More... | |
| class | Message |
| Base class for all FIX messages. More... | |
| class | MessageCracker |
| Takes in a generic Message and produces an object that represents its specific version and message type. More... | |
| struct | header_order |
| Sorts fields in correct header order. More... | |
| struct | trailer_order |
| Sorts fields in correct trailer order. More... | |
| struct | group_order |
| Sorts fields in correct group order. More... | |
| struct | message_order |
| Sorts fields in header, normal, or trailer order. More... | |
| class | MessageStoreFactory |
| This interface must be implemented to create a MessageStore. More... | |
| class | MemoryStoreFactory |
| Creates a memory based implementation of MessageStore. More... | |
| class | MessageStore |
| This interface must be implemented to store and retrieve messages and sequence numbers. More... | |
| class | MemoryStore |
| Memory based implementation of MessageStore. More... | |
| class | MessageStoreFactoryExceptionWrapper |
| class | MessageStoreExceptionWrapper |
| class | MSXML_DOMAttributes |
| XML attribute as represented by msxml. More... | |
| class | MSXML_DOMNode |
| XML node as represented by msxml. More... | |
| class | MSXML_DOMDocument |
| XML document as represented by msxml. More... | |
| class | Mutex |
| Portable implementation of a mutex. More... | |
| class | Locker |
| Locks/Unlocks a mutex using RAII. More... | |
| class | ReverseLocker |
| Does the opposite of the Locker to ensure mutex ends up in a locked state. More... | |
| class | Parser |
| Parses FIX messages off an input stream. More... | |
| class | Queue |
| A thread safe monitored queue. More... | |
| class | Responder |
| Interface implements sending on and disconnecting a transport. More... | |
| class | Session |
| Maintains the state and implements the logic of a FIX session. More... | |
| class | SessionFactory |
| Responsible for creating Session objects. More... | |
| class | SessionID |
| Unique session id consists of BeginString, SenderCompID and TargetCompID. More... | |
| class | SessionSettings |
| Container for setting dictionaries mapped to sessions. More... | |
| class | SessionState |
| Maintains all of state for the Session class. More... | |
| class | SessionTime |
| Keeps track of when session is active. More... | |
| class | Settings |
| Internal representation of QuickFIX configuration settings. More... | |
| class | SocketAcceptor |
| Socket implementation of Acceptor. More... | |
| class | SocketConnection |
| Encapsulates a socket file descriptor (single-threaded). More... | |
| class | ConnectorWrapper |
| Handles events from SocketMonitor for client connections. More... | |
| class | SocketConnector |
| Connects sockets to remote ports and addresses. More... | |
| class | SocketInitiator |
| Socket implementation of Initiator. More... | |
| class | SocketMonitor |
| Monitors events on a collection of sockets. More... | |
| class | ServerWrapper |
| Handles events from SocketMonitor for server connections. More... | |
| struct | SocketInfo |
| Information about listening socket. More... | |
| class | SocketServer |
| Listens for and accepts incoming socket connections on a port. More... | |
| class | ThreadedSocketAcceptor |
| Threaded Socket implementation of Acceptor. More... | |
| class | ThreadedSocketConnection |
| Encapsulates a socket file descriptor (multi-threaded). More... | |
| class | ThreadedSocketInitiator |
| Threaded Socket implementation of Initiator. More... | |
Typedefs | |
| typedef std::auto_ptr < DOMAttributes > | DOMAttributesPtr |
| typedef std::auto_ptr< DOMNode > | DOMNodePtr |
| typedef std::auto_ptr < DOMDocument > | DOMDocumentPtr |
| typedef DoubleField | PriceField |
| typedef DoubleField | AmtField |
| typedef DoubleField | QtyField |
| typedef StringField | CurrencyField |
| typedef StringField | MultipleValueStringField |
| typedef StringField | ExchangeField |
| typedef StringField | LocalMktDateField |
| typedef StringField | DataField |
| typedef DoubleField | FloatField |
| typedef DoubleField | PriceOffsetField |
| typedef StringField | MonthField |
| typedef StringField | MonthYearField |
| typedef StringField | DayOfMonthField |
| typedef UtcDateField | UtcDateOnlyField |
| typedef IntField | LengthField |
| typedef IntField | NumInGroupField |
| typedef IntField | SeqNumField |
| typedef DoubleField | PercentageField |
| typedef StringField | CountryField |
| typedef EmptyConvertor | StringConvertor |
| typedef UtcDateConvertor | UtcDateOnlyConvertor |
| typedef StringConvertor | STRING_CONVERTOR |
| typedef CharConvertor | CHAR_CONVERTOR |
| typedef DoubleConvertor | PRICE_CONVERTOR |
| typedef IntConvertor | INT_CONVERTOR |
| typedef DoubleConvertor | AMT_CONVERTOR |
| typedef DoubleConvertor | QTY_CONVERTOR |
| typedef StringConvertor | CURRENCY_CONVERTOR |
| typedef StringConvertor | MULTIPLEVALUESTRING_CONVERTOR |
| typedef StringConvertor | EXCHANGE_CONVERTOR |
| typedef UtcTimeStampConvertor | UTCTIMESTAMP_CONVERTOR |
| typedef BoolConvertor | BOOLEAN_CONVERTOR |
| typedef StringConvertor | LOCALMKTDATE_CONVERTOR |
| typedef StringConvertor | DATA_CONVERTOR |
| typedef DoubleConvertor | FLOAT_CONVERTOR |
| typedef DoubleConvertor | PRICEOFFSET_CONVERTOR |
| typedef StringConvertor | MONTHYEAR_CONVERTOR |
| typedef StringConvertor | DAYOFMONTH_CONVERTOR |
| typedef UtcDateConvertor | UTCDATE_CONVERTOR |
| typedef UtcTimeOnlyConvertor | UTCTIMEONLY_CONVERTOR |
| typedef IntConvertor | NUMINGROUP_CONVERTOR |
| typedef DoubleConvertor | PERCENTAGE_CONVERTOR |
| typedef IntConvertor | SEQNUM_CONVERTOR |
| typedef IntConvertor | LENGTH_CONVERTOR |
| typedef StringConvertor | COUNTRY_CONVERTOR |
| typedef CheckSumConvertor | CHECKSUM_CONVERTOR |
| typedef UtcDate | UtcDateOnly |
| typedef std::string | STRING |
| typedef char | CHAR |
| typedef double | PRICE |
| typedef int | INT |
| typedef double | AMT |
| typedef double | QTY |
| typedef std::string | CURRENCY |
| typedef std::string | MULTIPLEVALUESTRING |
| typedef std::string | EXCHANGE |
| typedef UtcTimeStamp | UTCTIMESTAMP |
| typedef bool | BOOLEAN |
| typedef std::string | LOCALMKTDATE |
| typedef std::string | DATA |
| typedef double | FLOAT |
| typedef double | PRICEOFFSET |
| typedef std::string | MONTHYEAR |
| typedef std::string | DAYOFMONTH |
| typedef UtcDate | UTCDATE |
| typedef UtcDateOnly | UTCDATEONLY |
| typedef UtcTimeOnly | UTCTIMEONLY |
| typedef int | NUMINGROUP |
| typedef double | PERCENTAGE |
| typedef int | SEQNUM |
| typedef int | LENGTH |
| typedef std::string | COUNTRY |
| typedef FieldMap | Header |
| typedef FieldMap | Trailer |
| typedef std::less< int > | normal_order |
| typedef void *( | THREAD_START_ROUTINE )(void *) |
Functions | |
| std::ostream & | operator<< (std::ostream &ostream, const CallStack::Method &method) |
| bool | operator== (const CallStack::Method &rhs, const CallStack::Method &lhs) |
| bool | operator< (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs) |
| bool | operator== (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs) |
| bool | operator!= (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs) |
| DEFINE_CHAR (ExecTransType) | |
| DEFINE_STRING (IDSource) | |
| DEFINE_CHAR (IOIOthSvc) | |
| DEFINE_STRING (IOIShares) | |
| DEFINE_QTY (LastShares) | |
| DEFINE_STRING (RelatdSym) | |
| DEFINE_CHAR (Rule80A) | |
| DEFINE_QTY (Shares) | |
| DEFINE_CHAR (SettlmntTyp) | |
| DEFINE_LOCALMKTDATE (FutSettDate) | |
| DEFINE_INT (AvgPrxPrecision) | |
| DEFINE_STRING (ExecBroker) | |
| DEFINE_CHAR (OpenClose) | |
| DEFINE_INT (AllocShares) | |
| DEFINE_CHAR (DlvyInst) | |
| DEFINE_STRING (BrokerOfCredit) | |
| DEFINE_STRING (ClientID) | |
| DEFINE_CHAR (CxlType) | |
| DEFINE_STRING (SettlLocation) | |
| DEFINE_STRING (SettlDepositoryCode) | |
| DEFINE_STRING (SettlBrkrCode) | |
| DEFINE_STRING (SettlInstCode) | |
| DEFINE_STRING (SecuritySettlAgentName) | |
| DEFINE_STRING (SecuritySettlAgentCode) | |
| DEFINE_STRING (SecuritySettlAgentAcctNum) | |
| DEFINE_STRING (SecuritySettlAgentAcctName) | |
| DEFINE_STRING (SecuritySettlAgentContactName) | |
| DEFINE_STRING (SecuritySettlAgentContactPhone) | |
| DEFINE_STRING (CashSettlAgentName) | |
| DEFINE_STRING (CashSettlAgentCode) | |
| DEFINE_STRING (CashSettlAgentAcctNum) | |
| DEFINE_STRING (CashSettlAgentAcctName) | |
| DEFINE_STRING (CashSettlAgentContactName) | |
| DEFINE_STRING (CashSettlAgentContactPhone) | |
| DEFINE_LOCALMKTDATE (FutSettDate2) | |
| DEFINE_INT (PutOrCall) | |
| DEFINE_INT (CustomerOrFirm) | |
| DEFINE_DAYOFMONTH (MaturityDay) | |
| DEFINE_PRICEOFFSET (PegDifference) | |
| DEFINE_PRICEOFFSET (SpreadToBenchmark) | |
| DEFINE_CHAR (Benchmark) | |
| DEFINE_STRING (OpenCloseSettleFlag) | |
| DEFINE_STRING (UnderlyingIDSource) | |
| DEFINE_INT (QuoteAckStatus) | |
| DEFINE_INT (TotQuoteEntries) | |
| DEFINE_DAYOFMONTH (UnderlyingMaturityDay) | |
| DEFINE_INT (UnderlyingPutOrCall) | |
| DEFINE_QTY (RatioQty) | |
| DEFINE_UTCTIMESTAMP (OnBehalfOfSendingTime) | |
| DEFINE_PRICEOFFSET (DiscretionOffset) | |
| DEFINE_INT (TotalNumSecurities) | |
| DEFINE_CHAR (TradeType) | |
| DEFINE_STRING (ClearingFirm) | |
| DEFINE_STRING (ClearingAccount) | |
| DEFINE_UTCDATE (TotalVolumeTradedDate) | |
| DEFINE_UTCTIMEONLY (TotalVolumeTradedTime) | |
| DEFINE_STRING (CardIssNo) | |
| DEFINE_STRING (RegistDetls) | |
| DEFINE_INT (TotalNumSecurityTypes) | |
| DEFINE_CHAR (LegSettlmntTyp) | |
| DEFINE_STRING (LegFutSettDate) | |
| std::ostream & | operator<< (std::ostream &stream, const FieldBase &field) |
| bool | operator< (const StringField &lhs, const char *rhs) |
| bool | operator< (const char *lhs, const StringField &rhs) |
| bool | operator> (const StringField &lhs, const char *rhs) |
| bool | operator> (const char *lhs, const StringField &rhs) |
| bool | operator== (const StringField &lhs, const char *rhs) |
| bool | operator== (const char *lhs, const StringField &rhs) |
| bool | operator!= (const StringField &lhs, const char *rhs) |
| bool | operator!= (const char *lhs, const StringField &rhs) |
| bool | operator<= (const StringField &lhs, const char *rhs) |
| bool | operator<= (const char *lhs, const StringField &rhs) |
| bool | operator>= (const StringField &lhs, const char *rhs) |
| bool | operator>= (const char *lhs, const StringField &rhs) |
| bool | operator< (const StringField &lhs, const std::string &rhs) |
| bool | operator< (const std::string &lhs, const StringField &rhs) |
| bool | operator> (const StringField &lhs, const std::string &rhs) |
| bool | operator> (const std::string &lhs, const StringField &rhs) |
| bool | operator== (const StringField &lhs, const std::string &rhs) |
| bool | operator== (const std::string &lhs, const StringField &rhs) |
| bool | operator!= (const StringField &lhs, const std::string &rhs) |
| bool | operator!= (const std::string &lhs, const StringField &rhs) |
| bool | operator<= (const StringField &lhs, const std::string &rhs) |
| bool | operator<= (const std::string &lhs, const StringField &rhs) |
| bool | operator>= (const StringField &lhs, const std::string &rhs) |
| bool | operator>= (const std::string &lhs, const StringField &rhs) |
| template<class T > | |
| char * | integer_to_string (char *buf, const size_t len, T t) |
| template<class T > | |
| char * | integer_to_string_padded (char *buf, const size_t len, T t, const size_t width=0, const char paddingChar= '0') |
| std::istream & | operator>> (std::istream &stream, FIELD::Field &field) |
| DEFINE_STRING (Account) | |
| DEFINE_STRING (AdvId) | |
| DEFINE_STRING (AdvRefID) | |
| DEFINE_CHAR (AdvSide) | |
| DEFINE_STRING (AdvTransType) | |
| DEFINE_PRICE (AvgPx) | |
| DEFINE_SEQNUM (BeginSeqNo) | |
| DEFINE_STRING (BeginString) | |
| DEFINE_LENGTH (BodyLength) | |
| DEFINE_CHECKSUM (CheckSum) | |
| DEFINE_STRING (ClOrdID) | |
| DEFINE_AMT (Commission) | |
| DEFINE_CHAR (CommType) | |
| DEFINE_QTY (CumQty) | |
| DEFINE_CURRENCY (Currency) | |
| DEFINE_SEQNUM (EndSeqNo) | |
| DEFINE_STRING (ExecID) | |
| DEFINE_MULTIPLEVALUESTRING (ExecInst) | |
| DEFINE_STRING (ExecRefID) | |
| DEFINE_CHAR (HandlInst) | |
| DEFINE_STRING (SecurityIDSource) | |
| DEFINE_STRING (IOIid) | |
| DEFINE_CHAR (IOIQltyInd) | |
| DEFINE_STRING (IOIRefID) | |
| DEFINE_STRING (IOIQty) | |
| DEFINE_CHAR (IOITransType) | |
| DEFINE_CHAR (LastCapacity) | |
| DEFINE_EXCHANGE (LastMkt) | |
| DEFINE_PRICE (LastPx) | |
| DEFINE_QTY (LastQty) | |
| DEFINE_NUMINGROUP (LinesOfText) | |
| DEFINE_SEQNUM (MsgSeqNum) | |
| DEFINE_STRING (MsgType) | |
| DEFINE_SEQNUM (NewSeqNo) | |
| DEFINE_STRING (OrderID) | |
| DEFINE_QTY (OrderQty) | |
| DEFINE_CHAR (OrdStatus) | |
| DEFINE_CHAR (OrdType) | |
| DEFINE_STRING (OrigClOrdID) | |
| DEFINE_UTCTIMESTAMP (OrigTime) | |
| DEFINE_BOOLEAN (PossDupFlag) | |
| DEFINE_PRICE (Price) | |
| DEFINE_SEQNUM (RefSeqNum) | |
| DEFINE_STRING (SecurityID) | |
| DEFINE_STRING (SenderCompID) | |
| DEFINE_STRING (SenderSubID) | |
| DEFINE_UTCTIMESTAMP (SendingTime) | |
| DEFINE_QTY (Quantity) | |
| DEFINE_CHAR (Side) | |
| DEFINE_STRING (Symbol) | |
| DEFINE_STRING (TargetCompID) | |
| DEFINE_STRING (TargetSubID) | |
| DEFINE_STRING (Text) | |
| DEFINE_CHAR (TimeInForce) | |
| DEFINE_UTCTIMESTAMP (TransactTime) | |
| DEFINE_CHAR (Urgency) | |
| DEFINE_UTCTIMESTAMP (ValidUntilTime) | |
| DEFINE_CHAR (SettlType) | |
| DEFINE_LOCALMKTDATE (SettlDate) | |
| DEFINE_STRING (SymbolSfx) | |
| DEFINE_STRING (ListID) | |
| DEFINE_INT (ListSeqNo) | |
| DEFINE_INT (TotNoOrders) | |
| DEFINE_INT (ListNoOrds) | |
| DEFINE_STRING (ListExecInst) | |
| DEFINE_STRING (AllocID) | |
| DEFINE_CHAR (AllocTransType) | |
| DEFINE_STRING (RefAllocID) | |
| DEFINE_NUMINGROUP (NoOrders) | |
| DEFINE_INT (AvgPxPrecision) | |
| DEFINE_LOCALMKTDATE (TradeDate) | |
| DEFINE_CHAR (PositionEffect) | |
| DEFINE_NUMINGROUP (NoAllocs) | |
| DEFINE_STRING (AllocAccount) | |
| DEFINE_QTY (AllocQty) | |
| DEFINE_CHAR (ProcessCode) | |
| DEFINE_NUMINGROUP (NoRpts) | |
| DEFINE_INT (RptSeq) | |
| DEFINE_QTY (CxlQty) | |
| DEFINE_NUMINGROUP (NoDlvyInst) | |
| DEFINE_INT (AllocStatus) | |
| DEFINE_INT (AllocRejCode) | |
| DEFINE_DATA (Signature) | |
| DEFINE_LENGTH (SecureDataLen) | |
| DEFINE_DATA (SecureData) | |
| DEFINE_LENGTH (SignatureLength) | |
| DEFINE_CHAR (EmailType) | |
| DEFINE_LENGTH (RawDataLength) | |
| DEFINE_DATA (RawData) | |
| DEFINE_BOOLEAN (PossResend) | |
| DEFINE_INT (EncryptMethod) | |
| DEFINE_PRICE (StopPx) | |
| DEFINE_EXCHANGE (ExDestination) | |
| DEFINE_INT (CxlRejReason) | |
| DEFINE_INT (OrdRejReason) | |
| DEFINE_CHAR (IOIQualifier) | |
| DEFINE_STRING (WaveNo) | |
| DEFINE_STRING (Issuer) | |
| DEFINE_STRING (SecurityDesc) | |
| DEFINE_INT (HeartBtInt) | |
| DEFINE_QTY (MinQty) | |
| DEFINE_QTY (MaxFloor) | |
| DEFINE_STRING (TestReqID) | |
| DEFINE_BOOLEAN (ReportToExch) | |
| DEFINE_BOOLEAN (LocateReqd) | |
| DEFINE_STRING (OnBehalfOfCompID) | |
| DEFINE_STRING (OnBehalfOfSubID) | |
| DEFINE_STRING (QuoteID) | |
| DEFINE_AMT (NetMoney) | |
| DEFINE_AMT (SettlCurrAmt) | |
| DEFINE_CURRENCY (SettlCurrency) | |
| DEFINE_BOOLEAN (ForexReq) | |
| DEFINE_UTCTIMESTAMP (OrigSendingTime) | |
| DEFINE_BOOLEAN (GapFillFlag) | |
| DEFINE_NUMINGROUP (NoExecs) | |
| DEFINE_UTCTIMESTAMP (ExpireTime) | |
| DEFINE_CHAR (DKReason) | |
| DEFINE_STRING (DeliverToCompID) | |
| DEFINE_STRING (DeliverToSubID) | |
| DEFINE_BOOLEAN (IOINaturalFlag) | |
| DEFINE_STRING (QuoteReqID) | |
| DEFINE_PRICE (BidPx) | |
| DEFINE_PRICE (OfferPx) | |
| DEFINE_QTY (BidSize) | |
| DEFINE_QTY (OfferSize) | |
| DEFINE_NUMINGROUP (NoMiscFees) | |
| DEFINE_AMT (MiscFeeAmt) | |
| DEFINE_CURRENCY (MiscFeeCurr) | |
| DEFINE_CHAR (MiscFeeType) | |
| DEFINE_PRICE (PrevClosePx) | |
| DEFINE_BOOLEAN (ResetSeqNumFlag) | |
| DEFINE_STRING (SenderLocationID) | |
| DEFINE_STRING (TargetLocationID) | |
| DEFINE_STRING (OnBehalfOfLocationID) | |
| DEFINE_STRING (DeliverToLocationID) | |
| DEFINE_NUMINGROUP (NoRelatedSym) | |
| DEFINE_STRING (Subject) | |
| DEFINE_STRING (Headline) | |
| DEFINE_STRING (URLLink) | |
| DEFINE_CHAR (ExecType) | |
| DEFINE_QTY (LeavesQty) | |
| DEFINE_QTY (CashOrderQty) | |
| DEFINE_PRICE (AllocAvgPx) | |
| DEFINE_AMT (AllocNetMoney) | |
| DEFINE_FLOAT (SettlCurrFxRate) | |
| DEFINE_CHAR (SettlCurrFxRateCalc) | |
| DEFINE_INT (NumDaysInterest) | |
| DEFINE_PERCENTAGE (AccruedInterestRate) | |
| DEFINE_AMT (AccruedInterestAmt) | |
| DEFINE_CHAR (SettlInstMode) | |
| DEFINE_STRING (AllocText) | |
| DEFINE_STRING (SettlInstID) | |
| DEFINE_CHAR (SettlInstTransType) | |
| DEFINE_STRING (EmailThreadID) | |
| DEFINE_CHAR (SettlInstSource) | |
| DEFINE_STRING (SecurityType) | |
| DEFINE_UTCTIMESTAMP (EffectiveTime) | |
| DEFINE_INT (StandInstDbType) | |
| DEFINE_STRING (StandInstDbName) | |
| DEFINE_STRING (StandInstDbID) | |
| DEFINE_INT (SettlDeliveryType) | |
| DEFINE_PRICE (BidSpotRate) | |
| DEFINE_PRICEOFFSET (BidForwardPoints) | |
| DEFINE_PRICE (OfferSpotRate) | |
| DEFINE_PRICEOFFSET (OfferForwardPoints) | |
| DEFINE_QTY (OrderQty2) | |
| DEFINE_LOCALMKTDATE (SettlDate2) | |
| DEFINE_PRICE (LastSpotRate) | |
| DEFINE_PRICEOFFSET (LastForwardPoints) | |
| DEFINE_STRING (AllocLinkID) | |
| DEFINE_INT (AllocLinkType) | |
| DEFINE_STRING (SecondaryOrderID) | |
| DEFINE_NUMINGROUP (NoIOIQualifiers) | |
| DEFINE_MONTHYEAR (MaturityMonthYear) | |
| DEFINE_PRICE (StrikePrice) | |
| DEFINE_INT (CoveredOrUncovered) | |
| DEFINE_CHAR (OptAttribute) | |
| DEFINE_EXCHANGE (SecurityExchange) | |
| DEFINE_BOOLEAN (NotifyBrokerOfCredit) | |
| DEFINE_INT (AllocHandlInst) | |
| DEFINE_QTY (MaxShow) | |
| DEFINE_FLOAT (PegOffsetValue) | |
| DEFINE_LENGTH (XmlDataLen) | |
| DEFINE_DATA (XmlData) | |
| DEFINE_STRING (SettlInstRefID) | |
| DEFINE_NUMINGROUP (NoRoutingIDs) | |
| DEFINE_INT (RoutingType) | |
| DEFINE_STRING (RoutingID) | |
| DEFINE_PRICEOFFSET (Spread) | |
| DEFINE_CURRENCY (BenchmarkCurveCurrency) | |
| DEFINE_STRING (BenchmarkCurveName) | |
| DEFINE_STRING (BenchmarkCurvePoint) | |
| DEFINE_PERCENTAGE (CouponRate) | |
| DEFINE_LOCALMKTDATE (CouponPaymentDate) | |
| DEFINE_LOCALMKTDATE (IssueDate) | |
| DEFINE_INT (RepurchaseTerm) | |
| DEFINE_PERCENTAGE (RepurchaseRate) | |
| DEFINE_FLOAT (Factor) | |
| DEFINE_LOCALMKTDATE (TradeOriginationDate) | |
| DEFINE_LOCALMKTDATE (ExDate) | |
| DEFINE_FLOAT (ContractMultiplier) | |
| DEFINE_NUMINGROUP (NoStipulations) | |
| DEFINE_STRING (StipulationType) | |
| DEFINE_STRING (StipulationValue) | |
| DEFINE_STRING (YieldType) | |
| DEFINE_PERCENTAGE (Yield) | |
| DEFINE_AMT (TotalTakedown) | |
| DEFINE_AMT (Concession) | |
| DEFINE_INT (RepoCollateralSecurityType) | |
| DEFINE_LOCALMKTDATE (RedemptionDate) | |
| DEFINE_LOCALMKTDATE (UnderlyingCouponPaymentDate) | |
| DEFINE_LOCALMKTDATE (UnderlyingIssueDate) | |
| DEFINE_INT (UnderlyingRepoCollateralSecurityType) | |
| DEFINE_INT (UnderlyingRepurchaseTerm) | |
| DEFINE_PERCENTAGE (UnderlyingRepurchaseRate) | |
| DEFINE_FLOAT (UnderlyingFactor) | |
| DEFINE_LOCALMKTDATE (UnderlyingRedemptionDate) | |
| DEFINE_LOCALMKTDATE (LegCouponPaymentDate) | |
| DEFINE_LOCALMKTDATE (LegIssueDate) | |
| DEFINE_INT (LegRepoCollateralSecurityType) | |
| DEFINE_INT (LegRepurchaseTerm) | |
| DEFINE_PERCENTAGE (LegRepurchaseRate) | |
| DEFINE_FLOAT (LegFactor) | |
| DEFINE_LOCALMKTDATE (LegRedemptionDate) | |
| DEFINE_STRING (CreditRating) | |
| DEFINE_STRING (UnderlyingCreditRating) | |
| DEFINE_STRING (LegCreditRating) | |
| DEFINE_BOOLEAN (TradedFlatSwitch) | |
| DEFINE_LOCALMKTDATE (BasisFeatureDate) | |
| DEFINE_PRICE (BasisFeaturePrice) | |
| DEFINE_STRING (MDReqID) | |
| DEFINE_CHAR (SubscriptionRequestType) | |
| DEFINE_INT (MarketDepth) | |
| DEFINE_INT (MDUpdateType) | |
| DEFINE_BOOLEAN (AggregatedBook) | |
| DEFINE_NUMINGROUP (NoMDEntryTypes) | |
| DEFINE_NUMINGROUP (NoMDEntries) | |
| DEFINE_CHAR (MDEntryType) | |
| DEFINE_PRICE (MDEntryPx) | |
| DEFINE_QTY (MDEntrySize) | |
| DEFINE_UTCDATEONLY (MDEntryDate) | |
| DEFINE_UTCTIMEONLY (MDEntryTime) | |
| DEFINE_CHAR (TickDirection) | |
| DEFINE_EXCHANGE (MDMkt) | |
| DEFINE_MULTIPLEVALUESTRING (QuoteCondition) | |
| DEFINE_MULTIPLEVALUESTRING (TradeCondition) | |
| DEFINE_STRING (MDEntryID) | |
| DEFINE_CHAR (MDUpdateAction) | |
| DEFINE_STRING (MDEntryRefID) | |
| DEFINE_CHAR (MDReqRejReason) | |
| DEFINE_STRING (MDEntryOriginator) | |
| DEFINE_STRING (LocationID) | |
| DEFINE_STRING (DeskID) | |
| DEFINE_CHAR (DeleteReason) | |
| DEFINE_MULTIPLEVALUESTRING (OpenCloseSettlFlag) | |
| DEFINE_INT (SellerDays) | |
| DEFINE_STRING (MDEntryBuyer) | |
| DEFINE_STRING (MDEntrySeller) | |
| DEFINE_INT (MDEntryPositionNo) | |
| DEFINE_MULTIPLEVALUESTRING (FinancialStatus) | |
| DEFINE_MULTIPLEVALUESTRING (CorporateAction) | |
| DEFINE_QTY (DefBidSize) | |
| DEFINE_QTY (DefOfferSize) | |
| DEFINE_NUMINGROUP (NoQuoteEntries) | |
| DEFINE_NUMINGROUP (NoQuoteSets) | |
| DEFINE_INT (QuoteStatus) | |
| DEFINE_INT (QuoteCancelType) | |
| DEFINE_STRING (QuoteEntryID) | |
| DEFINE_INT (QuoteRejectReason) | |
| DEFINE_INT (QuoteResponseLevel) | |
| DEFINE_STRING (QuoteSetID) | |
| DEFINE_INT (QuoteRequestType) | |
| DEFINE_INT (TotNoQuoteEntries) | |
| DEFINE_STRING (UnderlyingSecurityIDSource) | |
| DEFINE_STRING (UnderlyingIssuer) | |
| DEFINE_STRING (UnderlyingSecurityDesc) | |
| DEFINE_EXCHANGE (UnderlyingSecurityExchange) | |
| DEFINE_STRING (UnderlyingSecurityID) | |
| DEFINE_STRING (UnderlyingSecurityType) | |
| DEFINE_STRING (UnderlyingSymbol) | |
| DEFINE_STRING (UnderlyingSymbolSfx) | |
| DEFINE_MONTHYEAR (UnderlyingMaturityMonthYear) | |
| DEFINE_PRICE (UnderlyingStrikePrice) | |
| DEFINE_CHAR (UnderlyingOptAttribute) | |
| DEFINE_CURRENCY (UnderlyingCurrency) | |
| DEFINE_STRING (SecurityReqID) | |
| DEFINE_INT (SecurityRequestType) | |
| DEFINE_STRING (SecurityResponseID) | |
| DEFINE_INT (SecurityResponseType) | |
| DEFINE_STRING (SecurityStatusReqID) | |
| DEFINE_BOOLEAN (UnsolicitedIndicator) | |
| DEFINE_INT (SecurityTradingStatus) | |
| DEFINE_CHAR (HaltReason) | |
| DEFINE_BOOLEAN (InViewOfCommon) | |
| DEFINE_BOOLEAN (DueToRelated) | |
| DEFINE_QTY (BuyVolume) | |
| DEFINE_QTY (SellVolume) | |
| DEFINE_PRICE (HighPx) | |
| DEFINE_PRICE (LowPx) | |
| DEFINE_INT (Adjustment) | |
| DEFINE_STRING (TradSesReqID) | |
| DEFINE_STRING (TradingSessionID) | |
| DEFINE_STRING (ContraTrader) | |
| DEFINE_INT (TradSesMethod) | |
| DEFINE_INT (TradSesMode) | |
| DEFINE_INT (TradSesStatus) | |
| DEFINE_UTCTIMESTAMP (TradSesStartTime) | |
| DEFINE_UTCTIMESTAMP (TradSesOpenTime) | |
| DEFINE_UTCTIMESTAMP (TradSesPreCloseTime) | |
| DEFINE_UTCTIMESTAMP (TradSesCloseTime) | |
| DEFINE_UTCTIMESTAMP (TradSesEndTime) | |
| DEFINE_INT (NumberOfOrders) | |
| DEFINE_STRING (MessageEncoding) | |
| DEFINE_LENGTH (EncodedIssuerLen) | |
| DEFINE_DATA (EncodedIssuer) | |
| DEFINE_LENGTH (EncodedSecurityDescLen) | |
| DEFINE_DATA (EncodedSecurityDesc) | |
| DEFINE_LENGTH (EncodedListExecInstLen) | |
| DEFINE_DATA (EncodedListExecInst) | |
| DEFINE_LENGTH (EncodedTextLen) | |
| DEFINE_DATA (EncodedText) | |
| DEFINE_LENGTH (EncodedSubjectLen) | |
| DEFINE_DATA (EncodedSubject) | |
| DEFINE_LENGTH (EncodedHeadlineLen) | |
| DEFINE_DATA (EncodedHeadline) | |
| DEFINE_LENGTH (EncodedAllocTextLen) | |
| DEFINE_DATA (EncodedAllocText) | |
| DEFINE_LENGTH (EncodedUnderlyingIssuerLen) | |
| DEFINE_DATA (EncodedUnderlyingIssuer) | |
| DEFINE_LENGTH (EncodedUnderlyingSecurityDescLen) | |
| DEFINE_DATA (EncodedUnderlyingSecurityDesc) | |
| DEFINE_PRICE (AllocPrice) | |
| DEFINE_UTCTIMESTAMP (QuoteSetValidUntilTime) | |
| DEFINE_INT (QuoteEntryRejectReason) | |
| DEFINE_SEQNUM (LastMsgSeqNumProcessed) | |
| DEFINE_INT (RefTagID) | |
| DEFINE_STRING (RefMsgType) | |
| DEFINE_INT (SessionRejectReason) | |
| DEFINE_CHAR (BidRequestTransType) | |
| DEFINE_STRING (ContraBroker) | |
| DEFINE_STRING (ComplianceID) | |
| DEFINE_BOOLEAN (SolicitedFlag) | |
| DEFINE_INT (ExecRestatementReason) | |
| DEFINE_STRING (BusinessRejectRefID) | |
| DEFINE_INT (BusinessRejectReason) | |
| DEFINE_AMT (GrossTradeAmt) | |
| DEFINE_NUMINGROUP (NoContraBrokers) | |
| DEFINE_LENGTH (MaxMessageSize) | |
| DEFINE_NUMINGROUP (NoMsgTypes) | |
| DEFINE_CHAR (MsgDirection) | |
| DEFINE_NUMINGROUP (NoTradingSessions) | |
| DEFINE_QTY (TotalVolumeTraded) | |
| DEFINE_CHAR (DiscretionInst) | |
| DEFINE_FLOAT (DiscretionOffsetValue) | |
| DEFINE_STRING (BidID) | |
| DEFINE_STRING (ClientBidID) | |
| DEFINE_STRING (ListName) | |
| DEFINE_INT (TotNoRelatedSym) | |
| DEFINE_INT (BidType) | |
| DEFINE_INT (NumTickets) | |
| DEFINE_AMT (SideValue1) | |
| DEFINE_AMT (SideValue2) | |
| DEFINE_NUMINGROUP (NoBidDescriptors) | |
| DEFINE_INT (BidDescriptorType) | |
| DEFINE_STRING (BidDescriptor) | |
| DEFINE_INT (SideValueInd) | |
| DEFINE_PERCENTAGE (LiquidityPctLow) | |
| DEFINE_PERCENTAGE (LiquidityPctHigh) | |
| DEFINE_AMT (LiquidityValue) | |
| DEFINE_PERCENTAGE (EFPTrackingError) | |
| DEFINE_AMT (FairValue) | |
| DEFINE_PERCENTAGE (OutsideIndexPct) | |
| DEFINE_AMT (ValueOfFutures) | |
| DEFINE_INT (LiquidityIndType) | |
| DEFINE_PERCENTAGE (WtAverageLiquidity) | |
| DEFINE_BOOLEAN (ExchangeForPhysical) | |
| DEFINE_AMT (OutMainCntryUIndex) | |
| DEFINE_PERCENTAGE (CrossPercent) | |
| DEFINE_INT (ProgRptReqs) | |
| DEFINE_INT (ProgPeriodInterval) | |
| DEFINE_INT (IncTaxInd) | |
| DEFINE_INT (NumBidders) | |
| DEFINE_CHAR (BidTradeType) | |
| DEFINE_CHAR (BasisPxType) | |
| DEFINE_NUMINGROUP (NoBidComponents) | |
| DEFINE_COUNTRY (Country) | |
| DEFINE_INT (TotNoStrikes) | |
| DEFINE_INT (PriceType) | |
| DEFINE_QTY (DayOrderQty) | |
| DEFINE_QTY (DayCumQty) | |
| DEFINE_PRICE (DayAvgPx) | |
| DEFINE_INT (GTBookingInst) | |
| DEFINE_NUMINGROUP (NoStrikes) | |
| DEFINE_INT (ListStatusType) | |
| DEFINE_INT (NetGrossInd) | |
| DEFINE_INT (ListOrderStatus) | |
| DEFINE_LOCALMKTDATE (ExpireDate) | |
| DEFINE_CHAR (ListExecInstType) | |
| DEFINE_CHAR (CxlRejResponseTo) | |
| DEFINE_PERCENTAGE (UnderlyingCouponRate) | |
| DEFINE_FLOAT (UnderlyingContractMultiplier) | |
| DEFINE_QTY (ContraTradeQty) | |
| DEFINE_UTCTIMESTAMP (ContraTradeTime) | |
| DEFINE_INT (LiquidityNumSecurities) | |
| DEFINE_CHAR (MultiLegReportingType) | |
| DEFINE_UTCTIMESTAMP (StrikeTime) | |
| DEFINE_STRING (ListStatusText) | |
| DEFINE_LENGTH (EncodedListStatusTextLen) | |
| DEFINE_DATA (EncodedListStatusText) | |
| DEFINE_CHAR (PartyIDSource) | |
| DEFINE_STRING (PartyID) | |
| DEFINE_PRICEOFFSET (NetChgPrevDay) | |
| DEFINE_INT (PartyRole) | |
| DEFINE_NUMINGROUP (NoPartyIDs) | |
| DEFINE_NUMINGROUP (NoSecurityAltID) | |
| DEFINE_STRING (SecurityAltID) | |
| DEFINE_STRING (SecurityAltIDSource) | |
| DEFINE_NUMINGROUP (NoUnderlyingSecurityAltID) | |
| DEFINE_STRING (UnderlyingSecurityAltID) | |
| DEFINE_STRING (UnderlyingSecurityAltIDSource) | |
| DEFINE_INT (Product) | |
| DEFINE_STRING (CFICode) | |
| DEFINE_INT (UnderlyingProduct) | |
| DEFINE_STRING (UnderlyingCFICode) | |
| DEFINE_BOOLEAN (TestMessageIndicator) | |
| DEFINE_INT (QuantityType) | |
| DEFINE_STRING (BookingRefID) | |
| DEFINE_STRING (IndividualAllocID) | |
| DEFINE_CHAR (RoundingDirection) | |
| DEFINE_FLOAT (RoundingModulus) | |
| DEFINE_COUNTRY (CountryOfIssue) | |
| DEFINE_STRING (StateOrProvinceOfIssue) | |
| DEFINE_STRING (LocaleOfIssue) | |
| DEFINE_NUMINGROUP (NoRegistDtls) | |
| DEFINE_STRING (MailingDtls) | |
| DEFINE_COUNTRY (InvestorCountryOfResidence) | |
| DEFINE_STRING (PaymentRef) | |
| DEFINE_INT (DistribPaymentMethod) | |
| DEFINE_CURRENCY (CashDistribCurr) | |
| DEFINE_CURRENCY (CommCurrency) | |
| DEFINE_CHAR (CancellationRights) | |
| DEFINE_CHAR (MoneyLaunderingStatus) | |
| DEFINE_STRING (MailingInst) | |
| DEFINE_UTCTIMESTAMP (TransBkdTime) | |
| DEFINE_CHAR (ExecPriceType) | |
| DEFINE_FLOAT (ExecPriceAdjustment) | |
| DEFINE_LOCALMKTDATE (DateOfBirth) | |
| DEFINE_INT (TradeReportTransType) | |
| DEFINE_STRING (CardHolderName) | |
| DEFINE_STRING (CardNumber) | |
| DEFINE_LOCALMKTDATE (CardExpDate) | |
| DEFINE_STRING (CardIssNum) | |
| DEFINE_INT (PaymentMethod) | |
| DEFINE_STRING (RegistAcctType) | |
| DEFINE_STRING (Designation) | |
| DEFINE_INT (TaxAdvantageType) | |
| DEFINE_STRING (RegistRejReasonText) | |
| DEFINE_CHAR (FundRenewWaiv) | |
| DEFINE_STRING (CashDistribAgentName) | |
| DEFINE_STRING (CashDistribAgentCode) | |
| DEFINE_STRING (CashDistribAgentAcctNumber) | |
| DEFINE_STRING (CashDistribPayRef) | |
| DEFINE_STRING (CashDistribAgentAcctName) | |
| DEFINE_LOCALMKTDATE (CardStartDate) | |
| DEFINE_LOCALMKTDATE (PaymentDate) | |
| DEFINE_STRING (PaymentRemitterID) | |
| DEFINE_CHAR (RegistStatus) | |
| DEFINE_INT (RegistRejReasonCode) | |
| DEFINE_STRING (RegistRefID) | |
| DEFINE_STRING (RegistDtls) | |
| DEFINE_NUMINGROUP (NoDistribInsts) | |
| DEFINE_STRING (RegistEmail) | |
| DEFINE_PERCENTAGE (DistribPercentage) | |
| DEFINE_STRING (RegistID) | |
| DEFINE_CHAR (RegistTransType) | |
| DEFINE_UTCTIMESTAMP (ExecValuationPoint) | |
| DEFINE_PERCENTAGE (OrderPercent) | |
| DEFINE_CHAR (OwnershipType) | |
| DEFINE_NUMINGROUP (NoContAmts) | |
| DEFINE_INT (ContAmtType) | |
| DEFINE_FLOAT (ContAmtValue) | |
| DEFINE_CURRENCY (ContAmtCurr) | |
| DEFINE_INT (OwnerType) | |
| DEFINE_STRING (PartySubID) | |
| DEFINE_STRING (NestedPartyID) | |
| DEFINE_CHAR (NestedPartyIDSource) | |
| DEFINE_STRING (SecondaryClOrdID) | |
| DEFINE_STRING (SecondaryExecID) | |
| DEFINE_CHAR (OrderCapacity) | |
| DEFINE_MULTIPLEVALUESTRING (OrderRestrictions) | |
| DEFINE_CHAR (MassCancelRequestType) | |
| DEFINE_CHAR (MassCancelResponse) | |
| DEFINE_CHAR (MassCancelRejectReason) | |
| DEFINE_INT (TotalAffectedOrders) | |
| DEFINE_INT (NoAffectedOrders) | |
| DEFINE_STRING (AffectedOrderID) | |
| DEFINE_STRING (AffectedSecondaryOrderID) | |
| DEFINE_INT (QuoteType) | |
| DEFINE_INT (NestedPartyRole) | |
| DEFINE_NUMINGROUP (NoNestedPartyIDs) | |
| DEFINE_AMT (TotalAccruedInterestAmt) | |
| DEFINE_LOCALMKTDATE (MaturityDate) | |
| DEFINE_LOCALMKTDATE (UnderlyingMaturityDate) | |
| DEFINE_STRING (InstrRegistry) | |
| DEFINE_CHAR (CashMargin) | |
| DEFINE_STRING (NestedPartySubID) | |
| DEFINE_MULTIPLEVALUESTRING (Scope) | |
| DEFINE_BOOLEAN (MDImplicitDelete) | |
| DEFINE_STRING (CrossID) | |
| DEFINE_INT (CrossType) | |
| DEFINE_INT (CrossPrioritization) | |
| DEFINE_STRING (OrigCrossID) | |
| DEFINE_NUMINGROUP (NoSides) | |
| DEFINE_STRING (Username) | |
| DEFINE_STRING (Password) | |
| DEFINE_NUMINGROUP (NoLegs) | |
| DEFINE_CURRENCY (LegCurrency) | |
| DEFINE_INT (TotNoSecurityTypes) | |
| DEFINE_NUMINGROUP (NoSecurityTypes) | |
| DEFINE_INT (SecurityListRequestType) | |
| DEFINE_INT (SecurityRequestResult) | |
| DEFINE_QTY (RoundLot) | |
| DEFINE_QTY (MinTradeVol) | |
| DEFINE_INT (MultiLegRptTypeReq) | |
| DEFINE_CHAR (LegPositionEffect) | |
| DEFINE_INT (LegCoveredOrUncovered) | |
| DEFINE_PRICE (LegPrice) | |
| DEFINE_INT (TradSesStatusRejReason) | |
| DEFINE_STRING (TradeRequestID) | |
| DEFINE_INT (TradeRequestType) | |
| DEFINE_BOOLEAN (PreviouslyReported) | |
| DEFINE_STRING (TradeReportID) | |
| DEFINE_STRING (TradeReportRefID) | |
| DEFINE_CHAR (MatchStatus) | |
| DEFINE_STRING (MatchType) | |
| DEFINE_BOOLEAN (OddLot) | |
| DEFINE_INT (NoClearingInstructions) | |
| DEFINE_INT (ClearingInstruction) | |
| DEFINE_STRING (TradeInputSource) | |
| DEFINE_STRING (TradeInputDevice) | |
| DEFINE_INT (NoDates) | |
| DEFINE_INT (AccountType) | |
| DEFINE_INT (CustOrderCapacity) | |
| DEFINE_STRING (ClOrdLinkID) | |
| DEFINE_STRING (MassStatusReqID) | |
| DEFINE_INT (MassStatusReqType) | |
| DEFINE_UTCTIMESTAMP (OrigOrdModTime) | |
| DEFINE_CHAR (LegSettlType) | |
| DEFINE_LOCALMKTDATE (LegSettlDate) | |
| DEFINE_CHAR (DayBookingInst) | |
| DEFINE_CHAR (BookingUnit) | |
| DEFINE_CHAR (PreallocMethod) | |
| DEFINE_COUNTRY (UnderlyingCountryOfIssue) | |
| DEFINE_STRING (UnderlyingStateOrProvinceOfIssue) | |
| DEFINE_STRING (UnderlyingLocaleOfIssue) | |
| DEFINE_STRING (UnderlyingInstrRegistry) | |
| DEFINE_COUNTRY (LegCountryOfIssue) | |
| DEFINE_STRING (LegStateOrProvinceOfIssue) | |
| DEFINE_STRING (LegLocaleOfIssue) | |
| DEFINE_STRING (LegInstrRegistry) | |
| DEFINE_STRING (LegSymbol) | |
| DEFINE_STRING (LegSymbolSfx) | |
| DEFINE_STRING (LegSecurityID) | |
| DEFINE_STRING (LegSecurityIDSource) | |
| DEFINE_STRING (NoLegSecurityAltID) | |
| DEFINE_STRING (LegSecurityAltID) | |
| DEFINE_STRING (LegSecurityAltIDSource) | |
| DEFINE_INT (LegProduct) | |
| DEFINE_STRING (LegCFICode) | |
| DEFINE_STRING (LegSecurityType) | |
| DEFINE_MONTHYEAR (LegMaturityMonthYear) | |
| DEFINE_LOCALMKTDATE (LegMaturityDate) | |
| DEFINE_PRICE (LegStrikePrice) | |
| DEFINE_CHAR (LegOptAttribute) | |
| DEFINE_FLOAT (LegContractMultiplier) | |
| DEFINE_PERCENTAGE (LegCouponRate) | |
| DEFINE_EXCHANGE (LegSecurityExchange) | |
| DEFINE_STRING (LegIssuer) | |
| DEFINE_LENGTH (EncodedLegIssuerLen) | |
| DEFINE_DATA (EncodedLegIssuer) | |
| DEFINE_STRING (LegSecurityDesc) | |
| DEFINE_LENGTH (EncodedLegSecurityDescLen) | |
| DEFINE_DATA (EncodedLegSecurityDesc) | |
| DEFINE_FLOAT (LegRatioQty) | |
| DEFINE_CHAR (LegSide) | |
| DEFINE_STRING (TradingSessionSubID) | |
| DEFINE_INT (AllocType) | |
| DEFINE_NUMINGROUP (NoHops) | |
| DEFINE_STRING (HopCompID) | |
| DEFINE_UTCTIMESTAMP (HopSendingTime) | |
| DEFINE_SEQNUM (HopRefID) | |
| DEFINE_PRICE (MidPx) | |
| DEFINE_PERCENTAGE (BidYield) | |
| DEFINE_PERCENTAGE (MidYield) | |
| DEFINE_PERCENTAGE (OfferYield) | |
| DEFINE_STRING (ClearingFeeIndicator) | |
| DEFINE_BOOLEAN (WorkingIndicator) | |
| DEFINE_PRICE (LegLastPx) | |
| DEFINE_INT (PriorityIndicator) | |
| DEFINE_PRICEOFFSET (PriceImprovement) | |
| DEFINE_PRICE (Price2) | |
| DEFINE_PRICEOFFSET (LastForwardPoints2) | |
| DEFINE_PRICEOFFSET (BidForwardPoints2) | |
| DEFINE_PRICEOFFSET (OfferForwardPoints2) | |
| DEFINE_STRING (RFQReqID) | |
| DEFINE_PRICE (MktBidPx) | |
| DEFINE_PRICE (MktOfferPx) | |
| DEFINE_QTY (MinBidSize) | |
| DEFINE_QTY (MinOfferSize) | |
| DEFINE_STRING (QuoteStatusReqID) | |
| DEFINE_BOOLEAN (LegalConfirm) | |
| DEFINE_PRICE (UnderlyingLastPx) | |
| DEFINE_QTY (UnderlyingLastQty) | |
| DEFINE_STRING (LegRefID) | |
| DEFINE_STRING (ContraLegRefID) | |
| DEFINE_FLOAT (SettlCurrBidFxRate) | |
| DEFINE_FLOAT (SettlCurrOfferFxRate) | |
| DEFINE_INT (QuoteRequestRejectReason) | |
| DEFINE_STRING (SideComplianceID) | |
| DEFINE_INT (AcctIDSource) | |
| DEFINE_INT (AllocAcctIDSource) | |
| DEFINE_PRICE (BenchmarkPrice) | |
| DEFINE_INT (BenchmarkPriceType) | |
| DEFINE_STRING (ConfirmID) | |
| DEFINE_INT (ConfirmStatus) | |
| DEFINE_INT (ConfirmTransType) | |
| DEFINE_MONTHYEAR (ContractSettlMonth) | |
| DEFINE_INT (DeliveryForm) | |
| DEFINE_PRICE (LastParPx) | |
| DEFINE_NUMINGROUP (NoLegAllocs) | |
| DEFINE_STRING (LegAllocAccount) | |
| DEFINE_STRING (LegIndividualAllocID) | |
| DEFINE_QTY (LegAllocQty) | |
| DEFINE_STRING (LegAllocAcctIDSource) | |
| DEFINE_CURRENCY (LegSettlCurrency) | |
| DEFINE_CURRENCY (LegBenchmarkCurveCurrency) | |
| DEFINE_STRING (LegBenchmarkCurveName) | |
| DEFINE_STRING (LegBenchmarkCurvePoint) | |
| DEFINE_PRICE (LegBenchmarkPrice) | |
| DEFINE_INT (LegBenchmarkPriceType) | |
| DEFINE_PRICE (LegBidPx) | |
| DEFINE_STRING (LegIOIQty) | |
| DEFINE_NUMINGROUP (NoLegStipulations) | |
| DEFINE_PRICE (LegOfferPx) | |
| DEFINE_QTY (LegOrderQty) | |
| DEFINE_INT (LegPriceType) | |
| DEFINE_QTY (LegQty) | |
| DEFINE_STRING (LegStipulationType) | |
| DEFINE_STRING (LegStipulationValue) | |
| DEFINE_INT (LegSwapType) | |
| DEFINE_STRING (Pool) | |
| DEFINE_INT (QuotePriceType) | |
| DEFINE_STRING (QuoteRespID) | |
| DEFINE_INT (QuoteRespType) | |
| DEFINE_CHAR (QuoteQualifier) | |
| DEFINE_LOCALMKTDATE (YieldRedemptionDate) | |
| DEFINE_PRICE (YieldRedemptionPrice) | |
| DEFINE_INT (YieldRedemptionPriceType) | |
| DEFINE_STRING (BenchmarkSecurityID) | |
| DEFINE_BOOLEAN (ReversalIndicator) | |
| DEFINE_LOCALMKTDATE (YieldCalcDate) | |
| DEFINE_NUMINGROUP (NoPositions) | |
| DEFINE_STRING (PosType) | |
| DEFINE_QTY (LongQty) | |
| DEFINE_QTY (ShortQty) | |
| DEFINE_INT (PosQtyStatus) | |
| DEFINE_STRING (PosAmtType) | |
| DEFINE_AMT (PosAmt) | |
| DEFINE_INT (PosTransType) | |
| DEFINE_STRING (PosReqID) | |
| DEFINE_NUMINGROUP (NoUnderlyings) | |
| DEFINE_INT (PosMaintAction) | |
| DEFINE_STRING (OrigPosReqRefID) | |
| DEFINE_STRING (PosMaintRptRefID) | |
| DEFINE_LOCALMKTDATE (ClearingBusinessDate) | |
| DEFINE_STRING (SettlSessID) | |
| DEFINE_STRING (SettlSessSubID) | |
| DEFINE_INT (AdjustmentType) | |
| DEFINE_BOOLEAN (ContraryInstructionIndicator) | |
| DEFINE_BOOLEAN (PriorSpreadIndicator) | |
| DEFINE_STRING (PosMaintRptID) | |
| DEFINE_INT (PosMaintStatus) | |
| DEFINE_INT (PosMaintResult) | |
| DEFINE_INT (PosReqType) | |
| DEFINE_INT (ResponseTransportType) | |
| DEFINE_STRING (ResponseDestination) | |
| DEFINE_INT (TotalNumPosReports) | |
| DEFINE_INT (PosReqResult) | |
| DEFINE_INT (PosReqStatus) | |
| DEFINE_PRICE (SettlPrice) | |
| DEFINE_INT (SettlPriceType) | |
| DEFINE_PRICE (UnderlyingSettlPrice) | |
| DEFINE_INT (UnderlyingSettlPriceType) | |
| DEFINE_PRICE (PriorSettlPrice) | |
| DEFINE_NUMINGROUP (NoQuoteQualifiers) | |
| DEFINE_CURRENCY (AllocSettlCurrency) | |
| DEFINE_AMT (AllocSettlCurrAmt) | |
| DEFINE_AMT (InterestAtMaturity) | |
| DEFINE_LOCALMKTDATE (LegDatedDate) | |
| DEFINE_STRING (LegPool) | |
| DEFINE_AMT (AllocInterestAtMaturity) | |
| DEFINE_AMT (AllocAccruedInterestAmt) | |
| DEFINE_LOCALMKTDATE (DeliveryDate) | |
| DEFINE_CHAR (AssignmentMethod) | |
| DEFINE_QTY (AssignmentUnit) | |
| DEFINE_AMT (OpenInterest) | |
| DEFINE_CHAR (ExerciseMethod) | |
| DEFINE_INT (TotNumTradeReports) | |
| DEFINE_INT (TradeRequestResult) | |
| DEFINE_INT (TradeRequestStatus) | |
| DEFINE_INT (TradeReportRejectReason) | |
| DEFINE_INT (SideMultiLegReportingType) | |
| DEFINE_NUMINGROUP (NoPosAmt) | |
| DEFINE_BOOLEAN (AutoAcceptIndicator) | |
| DEFINE_STRING (AllocReportID) | |
| DEFINE_NUMINGROUP (NoNested2PartyIDs) | |
| DEFINE_STRING (Nested2PartyID) | |
| DEFINE_CHAR (Nested2PartyIDSource) | |
| DEFINE_INT (Nested2PartyRole) | |
| DEFINE_STRING (Nested2PartySubID) | |
| DEFINE_STRING (BenchmarkSecurityIDSource) | |
| DEFINE_STRING (SecuritySubType) | |
| DEFINE_STRING (UnderlyingSecuritySubType) | |
| DEFINE_STRING (LegSecuritySubType) | |
| DEFINE_PERCENTAGE (AllowableOneSidednessPct) | |
| DEFINE_AMT (AllowableOneSidednessValue) | |
| DEFINE_CURRENCY (AllowableOneSidednessCurr) | |
| DEFINE_NUMINGROUP (NoTrdRegTimestamps) | |
| DEFINE_UTCTIMESTAMP (TrdRegTimestamp) | |
| DEFINE_INT (TrdRegTimestampType) | |
| DEFINE_STRING (TrdRegTimestampOrigin) | |
| DEFINE_STRING (ConfirmRefID) | |
| DEFINE_INT (ConfirmType) | |
| DEFINE_INT (ConfirmRejReason) | |
| DEFINE_INT (BookingType) | |
| DEFINE_INT (IndividualAllocRejCode) | |
| DEFINE_STRING (SettlInstMsgID) | |
| DEFINE_NUMINGROUP (NoSettlInst) | |
| DEFINE_UTCTIMESTAMP (LastUpdateTime) | |
| DEFINE_INT (AllocSettlInstType) | |
| DEFINE_NUMINGROUP (NoSettlPartyIDs) | |
| DEFINE_STRING (SettlPartyID) | |
| DEFINE_CHAR (SettlPartyIDSource) | |
| DEFINE_INT (SettlPartyRole) | |
| DEFINE_STRING (SettlPartySubID) | |
| DEFINE_INT (SettlPartySubIDType) | |
| DEFINE_CHAR (DlvyInstType) | |
| DEFINE_INT (TerminationType) | |
| DEFINE_SEQNUM (NextExpectedMsgSeqNum) | |
| DEFINE_STRING (OrdStatusReqID) | |
| DEFINE_STRING (SettlInstReqID) | |
| DEFINE_INT (SettlInstReqRejCode) | |
| DEFINE_STRING (SecondaryAllocID) | |
| DEFINE_INT (AllocReportType) | |
| DEFINE_STRING (AllocReportRefID) | |
| DEFINE_INT (AllocCancReplaceReason) | |
| DEFINE_BOOLEAN (CopyMsgIndicator) | |
| DEFINE_INT (AllocAccountType) | |
| DEFINE_PRICE (OrderAvgPx) | |
| DEFINE_QTY (OrderBookingQty) | |
| DEFINE_NUMINGROUP (NoSettlPartySubIDs) | |
| DEFINE_NUMINGROUP (NoPartySubIDs) | |
| DEFINE_INT (PartySubIDType) | |
| DEFINE_NUMINGROUP (NoNestedPartySubIDs) | |
| DEFINE_INT (NestedPartySubIDType) | |
| DEFINE_NUMINGROUP (NoNested2PartySubIDs) | |
| DEFINE_INT (Nested2PartySubIDType) | |
| DEFINE_INT (AllocIntermedReqType) | |
| DEFINE_PRICE (UnderlyingPx) | |
| DEFINE_FLOAT (PriceDelta) | |
| DEFINE_INT (ApplQueueMax) | |
| DEFINE_INT (ApplQueueDepth) | |
| DEFINE_INT (ApplQueueResolution) | |
| DEFINE_INT (ApplQueueAction) | |
| DEFINE_NUMINGROUP (NoAltMDSource) | |
| DEFINE_STRING (AltMDSourceID) | |
| DEFINE_STRING (SecondaryTradeReportID) | |
| DEFINE_INT (AvgPxIndicator) | |
| DEFINE_STRING (TradeLinkID) | |
| DEFINE_STRING (OrderInputDevice) | |
| DEFINE_STRING (UnderlyingTradingSessionID) | |
| DEFINE_STRING (UnderlyingTradingSessionSubID) | |
| DEFINE_STRING (TradeLegRefID) | |
| DEFINE_STRING (ExchangeRule) | |
| DEFINE_INT (TradeAllocIndicator) | |
| DEFINE_INT (ExpirationCycle) | |
| DEFINE_INT (TrdType) | |
| DEFINE_INT (TrdSubType) | |
| DEFINE_STRING (TransferReason) | |
| DEFINE_STRING (AsgnReqID) | |
| DEFINE_INT (TotNumAssignmentReports) | |
| DEFINE_STRING (AsgnRptID) | |
| DEFINE_PRICEOFFSET (ThresholdAmount) | |
| DEFINE_INT (PegMoveType) | |
| DEFINE_INT (PegOffsetType) | |
| DEFINE_INT (PegLimitType) | |
| DEFINE_INT (PegRoundDirection) | |
| DEFINE_PRICE (PeggedPrice) | |
| DEFINE_INT (PegScope) | |
| DEFINE_INT (DiscretionMoveType) | |
| DEFINE_INT (DiscretionOffsetType) | |
| DEFINE_INT (DiscretionLimitType) | |
| DEFINE_INT (DiscretionRoundDirection) | |
| DEFINE_PRICE (DiscretionPrice) | |
| DEFINE_INT (DiscretionScope) | |
| DEFINE_INT (TargetStrategy) | |
| DEFINE_STRING (TargetStrategyParameters) | |
| DEFINE_PERCENTAGE (ParticipationRate) | |
| DEFINE_FLOAT (TargetStrategyPerformance) | |
| DEFINE_INT (LastLiquidityInd) | |
| DEFINE_BOOLEAN (PublishTrdIndicator) | |
| DEFINE_INT (ShortSaleReason) | |
| DEFINE_INT (QtyType) | |
| DEFINE_INT (SecondaryTrdType) | |
| DEFINE_INT (TradeReportType) | |
| DEFINE_INT (AllocNoOrdersType) | |
| DEFINE_AMT (SharedCommission) | |
| DEFINE_STRING (ConfirmReqID) | |
| DEFINE_PRICE (AvgParPx) | |
| DEFINE_PRICE (ReportedPx) | |
| DEFINE_NUMINGROUP (NoCapacities) | |
| DEFINE_QTY (OrderCapacityQty) | |
| DEFINE_NUMINGROUP (NoEvents) | |
| DEFINE_INT (EventType) | |
| DEFINE_LOCALMKTDATE (EventDate) | |
| DEFINE_PRICE (EventPx) | |
| DEFINE_STRING (EventText) | |
| DEFINE_PERCENTAGE (PctAtRisk) | |
| DEFINE_NUMINGROUP (NoInstrAttrib) | |
| DEFINE_INT (InstrAttribType) | |
| DEFINE_STRING (InstrAttribValue) | |
| DEFINE_LOCALMKTDATE (DatedDate) | |
| DEFINE_LOCALMKTDATE (InterestAccrualDate) | |
| DEFINE_INT (CPProgram) | |
| DEFINE_STRING (CPRegType) | |
| DEFINE_STRING (UnderlyingCPProgram) | |
| DEFINE_STRING (UnderlyingCPRegType) | |
| DEFINE_QTY (UnderlyingQty) | |
| DEFINE_STRING (TrdMatchID) | |
| DEFINE_STRING (SecondaryTradeReportRefID) | |
| DEFINE_PRICE (UnderlyingDirtyPrice) | |
| DEFINE_PRICE (UnderlyingEndPrice) | |
| DEFINE_AMT (UnderlyingStartValue) | |
| DEFINE_AMT (UnderlyingCurrentValue) | |
| DEFINE_AMT (UnderlyingEndValue) | |
| DEFINE_NUMINGROUP (NoUnderlyingStips) | |
| DEFINE_STRING (UnderlyingStipType) | |
| DEFINE_STRING (UnderlyingStipValue) | |
| DEFINE_AMT (MaturityNetMoney) | |
| DEFINE_INT (MiscFeeBasis) | |
| DEFINE_INT (TotNoAllocs) | |
| DEFINE_BOOLEAN (LastFragment) | |
| DEFINE_STRING (CollReqID) | |
| DEFINE_INT (CollAsgnReason) | |
| DEFINE_INT (CollInquiryQualifier) | |
| DEFINE_NUMINGROUP (NoTrades) | |
| DEFINE_PERCENTAGE (MarginRatio) | |
| DEFINE_AMT (MarginExcess) | |
| DEFINE_AMT (TotalNetValue) | |
| DEFINE_AMT (CashOutstanding) | |
| DEFINE_STRING (CollAsgnID) | |
| DEFINE_INT (CollAsgnTransType) | |
| DEFINE_STRING (CollRespID) | |
| DEFINE_INT (CollAsgnRespType) | |
| DEFINE_INT (CollAsgnRejectReason) | |
| DEFINE_STRING (CollAsgnRefID) | |
| DEFINE_STRING (CollRptID) | |
| DEFINE_STRING (CollInquiryID) | |
| DEFINE_INT (CollStatus) | |
| DEFINE_INT (TotNumReports) | |
| DEFINE_BOOLEAN (LastRptRequested) | |
| DEFINE_STRING (AgreementDesc) | |
| DEFINE_STRING (AgreementID) | |
| DEFINE_LOCALMKTDATE (AgreementDate) | |
| DEFINE_LOCALMKTDATE (StartDate) | |
| DEFINE_LOCALMKTDATE (EndDate) | |
| DEFINE_CURRENCY (AgreementCurrency) | |
| DEFINE_INT (DeliveryType) | |
| DEFINE_AMT (EndAccruedInterestAmt) | |
| DEFINE_AMT (StartCash) | |
| DEFINE_AMT (EndCash) | |
| DEFINE_STRING (UserRequestID) | |
| DEFINE_INT (UserRequestType) | |
| DEFINE_STRING (NewPassword) | |
| DEFINE_INT (UserStatus) | |
| DEFINE_STRING (UserStatusText) | |
| DEFINE_INT (StatusValue) | |
| DEFINE_STRING (StatusText) | |
| DEFINE_STRING (RefCompID) | |
| DEFINE_STRING (RefSubID) | |
| DEFINE_STRING (NetworkResponseID) | |
| DEFINE_STRING (NetworkRequestID) | |
| DEFINE_STRING (LastNetworkResponseID) | |
| DEFINE_INT (NetworkRequestType) | |
| DEFINE_NUMINGROUP (NoCompIDs) | |
| DEFINE_INT (NetworkStatusResponseType) | |
| DEFINE_NUMINGROUP (NoCollInquiryQualifier) | |
| DEFINE_INT (TrdRptStatus) | |
| DEFINE_INT (AffirmStatus) | |
| DEFINE_CURRENCY (UnderlyingStrikeCurrency) | |
| DEFINE_CURRENCY (LegStrikeCurrency) | |
| DEFINE_STRING (TimeBracket) | |
| DEFINE_INT (CollAction) | |
| DEFINE_INT (CollInquiryStatus) | |
| DEFINE_INT (CollInquiryResult) | |
| DEFINE_CURRENCY (StrikeCurrency) | |
| DEFINE_NUMINGROUP (NoNested3PartyIDs) | |
| DEFINE_STRING (Nested3PartyID) | |
| DEFINE_CHAR (Nested3PartyIDSource) | |
| DEFINE_INT (Nested3PartyRole) | |
| DEFINE_NUMINGROUP (NoNested3PartySubIDs) | |
| DEFINE_STRING (Nested3PartySubID) | |
| DEFINE_INT (Nested3PartySubIDType) | |
| DEFINE_MONTHYEAR (LegContractSettlMonth) | |
| DEFINE_LOCALMKTDATE (LegInterestAccrualDate) | |
| bool | operator== (const DateTime &lhs, const DateTime &rhs) |
| bool | operator!= (const DateTime &lhs, const DateTime &rhs) |
| bool | operator< (const DateTime &lhs, const DateTime &rhs) |
| bool | operator> (const DateTime &lhs, const DateTime &rhs) |
| bool | operator<= (const DateTime &lhs, const DateTime &rhs) |
| bool | operator>= (const DateTime &lhs, const DateTime &rhs) |
| int | operator- (const DateTime &lhs, const DateTime &rhs) |
| Calculate the difference between two DateTime values and return the result as a number of seconds. | |
| std::ostream & | operator<< (std::ostream &stream, const HttpMessage &message) |
| std::ostream & | operator<< (std::ostream &stream, const Message &message) |
| MsgType | identifyType (const std::string &message) throw ( MessageParseError ) |
| Parse the type of a message from a string. | |
| bool | operator< (const SessionID &lhs, const SessionID &rhs) |
| bool | operator== (const SessionID &lhs, const SessionID &rhs) |
| bool | operator!= (const SessionID &lhs, const SessionID &rhs) |
| std::ostream & | operator<< (std::ostream &stream, const SessionID &sessionID) |
| std::istream & | operator>> (std::istream &stream, SessionID &sessionID) |
| std::istream & | operator>> (std::istream &stream, SessionSettings &s) throw ( ConfigError ) |
| std::ostream & | operator<< (std::ostream &stream, const SessionSettings &s) |
| std::istream & | operator>> (std::istream &stream, Settings &s) |
| void | string_replace (const std::string &oldValue, const std::string &newValue, std::string &value) |
| std::string | string_toUpper (const std::string &value) |
| std::string | string_toLower (const std::string &value) |
| void | socket_init () |
| void | socket_term () |
| int | socket_createAcceptor (int port, bool reuse) |
| int | socket_createConnector () |
| int | socket_connect (int socket, const char *address, int port) |
| int | socket_accept (int s) |
| int | socket_send (int s, const char *msg, int length) |
| void | socket_close (int s) |
| bool | socket_fionread (int s, int &bytes) |
| bool | socket_disconnected (int s) |
| int | socket_setsockopt (int s, int opt) |
| int | socket_getsockopt (int s, int opt, int &optval) |
| int | socket_fcntl (int s, int opt, int arg) |
| int | socket_getfcntlflag (int s, int arg) |
| int | socket_setfcntlflag (int s, int arg) |
| void | socket_setnonblock (int socket) |
| bool | socket_isValid (int socket) |
| bool | socket_isBad (int s) |
| void | socket_invalidate (int &socket) |
| short | socket_hostport (int socket) |
| const char * | socket_hostname (int socket) |
| const char * | socket_hostname (const char *name) |
| const char * | socket_peername (int socket) |
| std::pair< int, int > | socket_createpair () |
| tm | time_gmtime (const time_t *t) |
| tm | time_localtime (const time_t *t) |
| bool | thread_spawn (THREAD_START_ROUTINE func, void *var, unsigned &thread) |
| bool | thread_spawn (THREAD_START_ROUTINE func, void *var) |
| void | thread_join (unsigned thread) |
| void | thread_detach (unsigned thread) |
| unsigned | thread_self () |
| void | process_sleep (double s) |
| std::string | file_separator () |
| void | file_mkdir (const char *path) |
| FILE * | file_fopen (const char *path, const char *mode) |
| void | file_unlink (const char *path) |
| std::string | file_appendpath (const std::string &path, const std::string &file) |
Variables | |
| const char | ExecTransType_NEW = '0' |
| const char | ExecTransType_CANCEL = '1' |
| const char | ExecTransType_CORRECT = '2' |
| const char | ExecTransType_STATUS = '3' |
| const char | IDSource_CUSIP [] = "1" |
| const char | IDSource_SEDOL [] = "2" |
| const char | IDSource_QUIK [] = "3" |
| const char | IDSource_ISIN_NUMBER [] = "4" |
| const char | IDSource_RIC_CODE [] = "5" |
| const char | IDSource_ISO_CURRENCY_CODE [] = "6" |
| const char | IDSource_ISO_COUNTRY_CODE [] = "7" |
| const char | IDSource_EXCHANGE_SYMBOL [] = "8" |
| const char | IDSource_CONSOLIDATED_TAPE_ASSOCIATION [] = "9" |
| const char | IOIShares_SMALL [] = "S" |
| const char | IOIShares_MEDIUM [] = "M" |
| const char | IOIShares_LARGE [] = "L" |
| const char | Rule80A_AGENCY_SINGLE_ORDER = 'A' |
| const char | Rule80A_SHORT_EXEMPT_TRANSACTION_REFER_TO_A_TYPE = 'B' |
| const char | Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM = 'C' |
| const char | Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM = 'D' |
| const char | Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL = 'E' |
| const char | Rule80A_SHORT_EXEMPT_TRANSACTION_REFER_TO_W_TYPE = 'F' |
| const char | Rule80A_SHORT_EXEMPT_TRANSACTION_REFER_TO_I_TYPE = 'H' |
| const char | Rule80A_INDIVIDUAL_INVESTOR = 'I' |
| const char | Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER = 'J' |
| const char | Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER = 'K' |
| const char | Rule80A_SHORT_EXEMPT_AFFILIATED = 'L' |
| const char | Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER = 'M' |
| const char | Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER = 'N' |
| const char | Rule80A_PROPRIETARY_AFFILIATED = 'O' |
| const char | Rule80A_PRINCIPAL = 'P' |
| const char | Rule80A_TRANSACTIONS_NON_MEMBER = 'R' |
| const char | Rule80A_SPECIALIST_TRADES = 'S' |
| const char | Rule80A_TRANSACTIONS_UNAFFILIATED_MEMBER = 'T' |
| const char | Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY = 'U' |
| const char | Rule80A_ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER = 'W' |
| const char | Rule80A_SHORT_EXEMPT_NOT_AFFILIATED = 'X' |
| const char | Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY = 'Y' |
| const char | Rule80A_SHORT_EXEMPT_NONMEMBER = 'Z' |
| const char | SettlmntTyp_REGULAR = '0' |
| const char | SettlmntTyp_CASH = '1' |
| const char | SettlmntTyp_NEXT_DAY = '2' |
| const char | SettlmntTyp_T_PLUS_2 = '3' |
| const char | SettlmntTyp_T_PLUS_3 = '4' |
| const char | SettlmntTyp_T_PLUS_4 = '5' |
| const char | SettlmntTyp_FUTURE = '6' |
| const char | SettlmntTyp_WHEN_AND_IF_ISSUED = '7' |
| const char | SettlmntTyp_SELLERS_OPTION = '8' |
| const char | SettlmntTyp_T_PLUS_5 = '9' |
| const char | SettlmntTyp_T_PLUS_1 = 'A' |
| const char | OpenClose_OPEN = 'O' |
| const char | OpenClose_CLOSE = 'C' |
| const char | CxlType_PARTIAL_CANCEL = 'P' |
| const char | CxlType_FULL_REMAINING_QUANTITY = 'F' |
| const char | SettlLocation_CEDEL [] = "CED" |
| const char | SettlLocation_DEPOSITORY_TRUST_COMPANY [] = "DTC" |
| const char | SettlLocation_EUROCLEAR [] = "EUR" |
| const char | SettlLocation_FEDERAL_BOOK_ENTRY [] = "FED" |
| const char | SettlLocation_PHYSICAL [] = "PED" |
| const char | SettlLocation_PARTICIPANT_TRUST_COMPANY_ISO_COUNTRY [] = "PTC" |
| const int | PutOrCall_PUT = 0 |
| const int | PutOrCall_CALL = 1 |
| const int | CustomerOrFirm_CUSTOMER = 0 |
| const int | CustomerOrFirm_FIRM = 1 |
| const char | Benchmark_CURVE = '1' |
| const char | Benchmark_FIVEYR = '2' |
| const char | Benchmark_OLD5 = '3' |
| const char | Benchmark_TENYR = '4' |
| const char | Benchmark_OLD10 = '5' |
| const char | Benchmark_THIRTYYR = '6' |
| const char | Benchmark_OLD30 = '7' |
| const char | Benchmark_THREEMOLIBOR = '8' |
| const char | Benchmark_SIXMOLIBOR = '9' |
| const char | OpenCloseSettleFlag_DAILY_OPEN = '0' |
| const char | OpenCloseSettleFlag_SESSION_OPEN = '1' |
| const char | OpenCloseSettleFlag_DELIVERY_SETTLEMENT_PRICE = '2' |
| const char | OpenCloseSettleFlag_EXPECTED_PRICE = '3' |
| const char | OpenCloseSettleFlag_PRICE_FROM_PREVIOUS_BUSINESS_DAY = '4' |
| static FIELD::Field const | headerOrder [] |
| const char | BEGINSTRING [] = "BeginString" |
| const char | SENDERCOMPID [] = "SenderCompID" |
| const char | TARGETCOMPID [] = "TargetCompID" |
| const char | SESSION_QUALIFIER [] = "SessionQualifier" |
| const char | CONNECTION_TYPE [] = "ConnectionType" |
| const char | USE_DATA_DICTIONARY [] = "UseDataDictionary" |
| const char | SEND_RESETSEQNUMFLAG [] = "SendResetSeqNumFlag" |
| const char | SEND_REDUNDANT_RESENDREQUESTS [] = "SendRedundantResendRequests" |
| const char | DATA_DICTIONARY [] = "DataDictionary" |
| const char | START_TIME [] = "StartTime" |
| const char | END_TIME [] = "EndTime" |
| const char | START_DAY [] = "StartDay" |
| const char | END_DAY [] = "EndDay" |
| const char | CHECK_COMPID [] = "CheckCompID" |
| const char | CHECK_LATENCY [] = "CheckLatency" |
| const char | MAX_LATENCY [] = "MaxLatency" |
| const char | HEARTBTINT [] = "HeartBtInt" |
| const char | SOCKET_ACCEPT_PORT [] = "SocketAcceptPort" |
| const char | SOCKET_REUSE_ADDRESS [] = "SocketReuseAddress" |
| const char | SOCKET_CONNECT_HOST [] = "SocketConnectHost" |
| const char | SOCKET_CONNECT_PORT [] = "SocketConnectPort" |
| const char | SOCKET_NODELAY [] = "SocketNodelay" |
| const char | RECONNECT_INTERVAL [] = "ReconnectInterval" |
| const char | VALIDATE_FIELDS_OUT_OF_ORDER [] = "ValidateFieldsOutOfOrder" |
| const char | VALIDATE_FIELDS_HAVE_VALUES [] = "ValidateFieldsHaveValues" |
| const char | VALIDATE_USER_DEFINED_FIELDS [] = "ValidateUserDefinedFields" |
| const char | LOGON_TIMEOUT [] = "LogonTimeout" |
| const char | LOGOUT_TIMEOUT [] = "LogoutTimeout" |
| const char | FILE_STORE_PATH [] = "FileStorePath" |
| const char | MYSQL_STORE_USECONNECTIONPOOL [] = "MySQLStoreUseConnectionPool" |
| const char | MYSQL_STORE_DATABASE [] = "MySQLStoreDatabase" |
| const char | MYSQL_STORE_USER [] = "MySQLStoreUser" |
| const char | MYSQL_STORE_PASSWORD [] = "MySQLStorePassword" |
| const char | MYSQL_STORE_HOST [] = "MySQLStoreHost" |
| const char | MYSQL_STORE_PORT [] = "MySQLStorePort" |
| const char | POSTGRESQL_STORE_USECONNECTIONPOOL [] = "PostgreSQLStoreUseConnectionPool" |
| const char | POSTGRESQL_STORE_DATABASE [] = "PostgreSQLStoreDatabase" |
| const char | POSTGRESQL_STORE_USER [] = "PostgreSQLStoreUser" |
| const char | POSTGRESQL_STORE_PASSWORD [] = "PostgreSQLStorePassword" |
| const char | POSTGRESQL_STORE_HOST [] = "PostgreSQLStoreHost" |
| const char | POSTGRESQL_STORE_PORT [] = "PostgreSQLStorePort" |
| const char | ODBC_STORE_USER [] = "OdbcStoreUser" |
| const char | ODBC_STORE_PASSWORD [] = "OdbcStorePassword" |
| const char | ODBC_STORE_CONNECTION_STRING [] = "OdbcStoreConnectionString" |
| const char | FILE_LOG_PATH [] = "FileLogPath" |
| const char | SCREEN_LOG_SHOW_INCOMING [] = "ScreenLogShowIncoming" |
| const char | SCREEN_LOG_SHOW_OUTGOING [] = "ScreenLogShowOutgoing" |
| const char | SCREEN_LOG_SHOW_EVENTS [] = "ScreenLogShowEvents" |
| const char | MYSQL_LOG_USECONNECTIONPOOL [] = "MySQLLogUseConnectionPool" |
| const char | MYSQL_LOG_DATABASE [] = "MySQLLogDatabase" |
| const char | MYSQL_LOG_USER [] = "MySQLLogUser" |
| const char | MYSQL_LOG_PASSWORD [] = "MySQLLogPassword" |
| const char | MYSQL_LOG_HOST [] = "MySQLLogHost" |
| const char | MYSQL_LOG_PORT [] = "MySQLLogPort" |
| const char | POSTGRESQL_LOG_USECONNECTIONPOOL [] = "PostgreSQLLogUseConnectionPool" |
| const char | POSTGRESQL_LOG_DATABASE [] = "PostgreSQLLogDatabase" |
| const char | POSTGRESQL_LOG_USER [] = "PostgreSQLLogUser" |
| const char | POSTGRESQL_LOG_PASSWORD [] = "PostgreSQLLogPassword" |
| const char | POSTGRESQL_LOG_HOST [] = "PostgreSQLLogHost" |
| const char | POSTGRESQL_LOG_PORT [] = "PostgreSQLLogPort" |
| const char | ODBC_LOG_USER [] = "OdbcLogUser" |
| const char | ODBC_LOG_PASSWORD [] = "OdbcLogPassword" |
| const char | ODBC_LOG_CONNECTION_STRING [] = "OdbcLogConnectionString" |
| const char | RESET_ON_LOGON [] = "ResetOnLogon" |
| const char | RESET_ON_LOGOUT [] = "ResetOnLogout" |
| const char | RESET_ON_DISCONNECT [] = "ResetOnDisconnect" |
| const char | REFRESH_ON_LOGON [] = "RefreshOnLogon" |
| const char | MILLISECONDS_IN_TIMESTAMP [] = "MillisecondsInTimeStamp" |
| const char | HTTP_ACCEPT_PORT [] = "HttpAcceptPort" |
| const char | PERSIST_MESSAGES [] = "PersistMessages" |
| const char | BeginString_FIX44 [] = "FIX.4.4" |
| const char | BeginString_FIX43 [] = "FIX.4.3" |
| const char | BeginString_FIX42 [] = "FIX.4.2" |
| const char | BeginString_FIX41 [] = "FIX.4.1" |
| const char | BeginString_FIX40 [] = "FIX.4.0" |
| const char | MsgType_Heartbeat [] = "0" |
| const char | MsgType_Logon [] = "A" |
| const char | MsgType_TestRequest [] = "1" |
| const char | MsgType_ResendRequest [] = "2" |
| const char | MsgType_Reject [] = "3" |
| const char | MsgType_SequenceReset [] = "4" |
| const char | MsgType_Logout [] = "5" |
| const char | MsgType_BusinessMessageReject [] = "j" |
| const char | MsgType_UserRequest [] = "BE" |
| const char | MsgType_UserResponse [] = "BF" |
| const char | MsgType_Advertisement [] = "7" |
| const char | MsgType_IndicationOfInterest [] = "6" |
| const char | MsgType_News [] = "B" |
| const char | MsgType_Email [] = "C" |
| const char | MsgType_QuoteRequest [] = "R" |
| const char | MsgType_QuoteResponse [] = "AJ" |
| const char | MsgType_QuoteRequestReject [] = "AG" |
| const char | MsgType_RFQRequest [] = "AH" |
| const char | MsgType_Quote [] = "S" |
| const char | MsgType_QuoteCancel [] = "Z" |
| const char | MsgType_QuoteStatusRequest [] = "a" |
| const char | MsgType_QuoteStatusReport [] = "AI" |
| const char | MsgType_MassQuote [] = "i" |
| const char | MsgType_MassQuoteAcknowledgement [] = "b" |
| const char | MsgType_MarketDataRequest [] = "V" |
| const char | MsgType_MarketDataSnapshotFullRefresh [] = "W" |
| const char | MsgType_MarketDataIncrementalRefresh [] = "X" |
| const char | MsgType_MarketDataRequestReject [] = "Y" |
| const char | MsgType_SecurityDefinitionRequest [] = "c" |
| const char | MsgType_SecurityDefinition [] = "d" |
| const char | MsgType_SecurityTypeRequest [] = "v" |
| const char | MsgType_SecurityTypes [] = "w" |
| const char | MsgType_SecurityListRequest [] = "x" |
| const char | MsgType_SecurityList [] = "y" |
| const char | MsgType_DerivativeSecurityListRequest [] = "z" |
| const char | MsgType_DerivativeSecurityList [] = "AA" |
| const char | MsgType_SecurityStatusRequest [] = "e" |
| const char | MsgType_SecurityStatus [] = "f" |
| const char | MsgType_TradingSessionStatusRequest [] = "g" |
| const char | MsgType_TradingSessionStatus [] = "h" |
| const char | MsgType_NewOrderSingle [] = "D" |
| const char | MsgType_ExecutionReport [] = "8" |
| const char | MsgType_DontKnowTrade [] = "Q" |
| const char | MsgType_OrderCancelReplaceRequest [] = "G" |
| const char | MsgType_OrderCancelRequest [] = "F" |
| const char | MsgType_OrderCancelReject [] = "9" |
| const char | MsgType_OrderStatusRequest [] = "H" |
| const char | MsgType_OrderMassCancelRequest [] = "q" |
| const char | MsgType_OrderMassCancelReport [] = "r" |
| const char | MsgType_OrderMassStatusRequest [] = "AF" |
| const char | MsgType_NewOrderCross [] = "s" |
| const char | MsgType_CrossOrderCancelReplaceRequest [] = "t" |
| const char | MsgType_CrossOrderCancelRequest [] = "u" |
| const char | MsgType_NewOrderMultileg [] = "AB" |
| const char | MsgType_MultilegOrderCancelReplaceRequest [] = "AC" |
| const char | MsgType_BidRequest [] = "k" |
| const char | MsgType_BidResponse [] = "l" |
| const char | MsgType_NewOrderList [] = "E" |
| const char | MsgType_ListStrikePrice [] = "m" |
| const char | MsgType_ListStatus [] = "N" |
| const char | MsgType_ListExecute [] = "L" |
| const char | MsgType_ListCancelRequest [] = "K" |
| const char | MsgType_ListStatusRequest [] = "M" |
| const char | MsgType_AllocationInstruction [] = "J" |
| const char | MsgType_AllocationInstructionAck [] = "P" |
| const char | MsgType_AllocationReport [] = "AS" |
| const char | MsgType_AllocationReportAck [] = "AT" |
| const char | MsgType_Confirmation [] = "AK" |
| const char | MsgType_ConfirmationAck [] = "AU" |
| const char | MsgType_ConfirmationRequest [] = "BH" |
| const char | MsgType_SettlementInstructions [] = "T" |
| const char | MsgType_SettlementInstructionRequest [] = "AV" |
| const char | MsgType_TradeCaptureReportRequest [] = "AD" |
| const char | MsgType_TradeCaptureReportRequestAck [] = "AQ" |
| const char | MsgType_TradeCaptureReport [] = "AE" |
| const char | MsgType_TradeCaptureReportAck [] = "AR" |
| const char | MsgType_RegistrationInstructions [] = "o" |
| const char | MsgType_RegistrationInstructionsResponse [] = "p" |
| const char | MsgType_PositionMaintenanceRequest [] = "AL" |
| const char | MsgType_PositionMaintenanceReport [] = "AM" |
| const char | MsgType_RequestForPositions [] = "AN" |
| const char | MsgType_RequestForPositionsAck [] = "AO" |
| const char | MsgType_PositionReport [] = "AP" |
| const char | MsgType_AssignmentReport [] = "AW" |
| const char | MsgType_CollateralRequest [] = "AX" |
| const char | MsgType_CollateralAssignment [] = "AY" |
| const char | MsgType_CollateralResponse [] = "AZ" |
| const char | MsgType_CollateralReport [] = "BA" |
| const char | MsgType_CollateralInquiry [] = "BB" |
| const char | MsgType_NetworkStatusRequest [] = "BC" |
| const char | MsgType_CollateralInquiryAck [] = "BG" |
| const char | AdvSide_BUY = 'B' |
| const char | AdvSide_SELL = 'S' |
| const char | AdvSide_CROSS = 'X' |
| const char | AdvSide_TRADE = 'T' |
| const char | AdvTransType_NEW [] = "N" |
| const char | AdvTransType_CANCEL [] = "C" |
| const char | AdvTransType_REPLACE [] = "R" |
| const char | CommType_PER_UNIT = '1' |
| const char | CommType_PERCENTAGE = '2' |
| const char | CommType_ABSOLUTE = '3' |
| const char | CommType_PERCENTAGE_WAIVED_CASH_DISCOUNT = '4' |
| const char | CommType_PERCENTAGE_WAIVED_ENHANCED_UNITS = '5' |
| const char | CommType_POINTS_PER_BOND_OR_OR_CONTRACT = '6' |
| const char | ExecInst_NOT_HELD = '1' |
| const char | ExecInst_WORK = '2' |
| const char | ExecInst_GO_ALONG = '3' |
| const char | ExecInst_OVER_THE_DAY = '4' |
| const char | ExecInst_HELD = '5' |
| const char | ExecInst_PARTICIPATE_DONT_INITIATE = '6' |
| const char | ExecInst_STRICT_SCALE = '7' |
| const char | ExecInst_TRY_TO_SCALE = '8' |
| const char | ExecInst_STAY_ON_BIDSIDE = '9' |
| const char | ExecInst_STAY_ON_OFFERSIDE = '0' |
| const char | ExecInst_NO_CROSS = 'A' |
| const char | ExecInst_OK_TO_CROSS = 'B' |
| const char | ExecInst_CALL_FIRST = 'C' |
| const char | ExecInst_PERCENT_OF_VOLUME = 'D' |
| const char | ExecInst_DO_NOT_INCREASE = 'E' |
| const char | ExecInst_DO_NOT_REDUCE = 'F' |
| const char | ExecInst_ALL_OR_NONE = 'G' |
| const char | ExecInst_REINSTATE_ON_SYSTEM_FAILURE = 'H' |
| const char | ExecInst_INSTITUTIONS_ONLY = 'I' |
| const char | ExecInst_REINSTATE_ON_TRADING_HALT = 'J' |
| const char | ExecInst_CANCEL_ON_TRADING_HALT = 'K' |
| const char | ExecInst_LAST_PEG = 'L' |
| const char | ExecInst_MID_PRICE = 'M' |
| const char | ExecInst_NON_NEGOTIABLE = 'N' |
| const char | ExecInst_OPENING_PEG = 'O' |
| const char | ExecInst_MARKET_PEG = 'P' |
| const char | ExecInst_CANCEL_ON_SYSTEM_FAILURE = 'Q' |
| const char | ExecInst_PRIMARY_PEG = 'R' |
| const char | ExecInst_SUSPEND = 'S' |
| const char | ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 'T' |
| const char | ExecInst_CUSTOMER_DISPLAY_INSTRUCTION = 'U' |
| const char | ExecInst_NETTING = 'V' |
| const char | ExecInst_PEG_TO_VWAP = 'W' |
| const char | ExecInst_TRADE_ALONG = 'X' |
| const char | ExecInst_TRY_TO_STOP = 'Y' |
| const char | ExecInst_CANCEL_IF_NOT_BEST = 'Z' |
| const char | ExecInst_TRAILING_STOP_PEG = 'a' |
| const char | ExecInst_STRICT_LIMIT = 'b' |
| const char | ExecInst_IGNORE_PRICE_VALIDITY_CHECKS = 'c' |
| const char | ExecInst_PEG_TO_LIMIT_PRICE = 'd' |
| const char | ExecInst_WORK_TO_TARGET_STRATEGY = 'e' |
| const char | HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE = '1' |
| const char | HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC = '2' |
| const char | HandlInst_MANUAL_ORDER = '3' |
| const char | SecurityIDSource_CUSIP [] = "1" |
| const char | SecurityIDSource_SEDOL [] = "2" |
| const char | SecurityIDSource_QUIK [] = "3" |
| const char | SecurityIDSource_ISIN_NUMBER [] = "4" |
| const char | SecurityIDSource_RIC_CODE [] = "5" |
| const char | SecurityIDSource_ISO_CURRENCY_CODE [] = "6" |
| const char | SecurityIDSource_ISO_COUNTRY_CODE [] = "7" |
| const char | SecurityIDSource_EXCHANGE_SYMBOL [] = "8" |
| const char | SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION [] = "9" |
| const char | SecurityIDSource_BLOOMBERG_SYMBOL [] = "A" |
| const char | SecurityIDSource_WERTPAPIER [] = "B" |
| const char | SecurityIDSource_DUTCH [] = "C" |
| const char | SecurityIDSource_VALOREN [] = "D" |
| const char | SecurityIDSource_SICOVAM [] = "E" |
| const char | SecurityIDSource_BELGIAN [] = "F" |
| const char | SecurityIDSource_COMMON [] = "G" |
| const char | SecurityIDSource_CLEARING_HOUSE_CLEARING_ORGANIZATION [] = "H" |
| const char | SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION [] = "I" |
| const char | SecurityIDSource_OPTIONS_PRICE_REPORTING_AUTHORITY [] = "J" |
| const char | IOIQltyInd_LOW = 'L' |
| const char | IOIQltyInd_MEDIUM = 'M' |
| const char | IOIQltyInd_HIGH = 'H' |
| const char | IOITransType_NEW = 'N' |
| const char | IOITransType_CANCEL = 'C' |
| const char | IOITransType_REPLACE = 'R' |
| const char | LastCapacity_AGENT = '1' |
| const char | LastCapacity_CROSS_AS_AGENT = '2' |
| const char | LastCapacity_CROSS_AS_PRINCIPAL = '3' |
| const char | LastCapacity_PRINCIPAL = '4' |
| const char | MsgType_HEARTBEAT [] = "0" |
| const char | MsgType_TEST_REQUEST [] = "1" |
| const char | MsgType_RESEND_REQUEST [] = "2" |
| const char | MsgType_REJECT [] = "3" |
| const char | MsgType_SEQUENCE_RESET [] = "4" |
| const char | MsgType_LOGOUT [] = "5" |
| const char | MsgType_INDICATION_OF_INTEREST [] = "6" |
| const char | MsgType_ADVERTISEMENT [] = "7" |
| const char | MsgType_EXECUTION_REPORT [] = "8" |
| const char | MsgType_ORDER_CANCEL_REJECT [] = "9" |
| const char | MsgType_LOGON [] = "A" |
| const char | MsgType_NEWS [] = "B" |
| const char | MsgType_EMAIL [] = "C" |
| const char | MsgType_ORDER_SINGLE [] = "D" |
| const char | MsgType_ORDER_LIST [] = "E" |
| const char | MsgType_ORDER_CANCEL_REQUEST [] = "F" |
| const char | MsgType_ORDER_CANCEL_REPLACE_REQUEST [] = "G" |
| const char | MsgType_ORDER_STATUS_REQUEST [] = "H" |
| const char | MsgType_ALLOCATION_INSTRUCTION [] = "J" |
| const char | MsgType_LIST_CANCEL_REQUEST [] = "K" |
| const char | MsgType_LIST_EXECUTE [] = "L" |
| const char | MsgType_LIST_STATUS_REQUEST [] = "M" |
| const char | MsgType_LIST_STATUS [] = "N" |
| const char | MsgType_ALLOCATION_INSTRUCTION_ACK [] = "P" |
| const char | MsgType_DONT_KNOW_TRADE [] = "Q" |
| const char | MsgType_QUOTE_REQUEST [] = "R" |
| const char | MsgType_QUOTE [] = "S" |
| const char | MsgType_SETTLEMENT_INSTRUCTIONS [] = "T" |
| const char | MsgType_MARKET_DATA_REQUEST [] = "V" |
| const char | MsgType_MARKET_DATA_SNAPSHOT_FULL_REFRESH [] = "W" |
| const char | MsgType_MARKET_DATA_INCREMENTAL_REFRESH [] = "X" |
| const char | MsgType_MARKET_DATA_REQUEST_REJECT [] = "Y" |
| const char | MsgType_QUOTE_CANCEL [] = "Z" |
| const char | MsgType_QUOTE_STATUS_REQUEST [] = "a" |
| const char | MsgType_MASS_QUOTE_ACKNOWLEDGEMENT [] = "b" |
| const char | MsgType_SECURITY_DEFINITION_REQUEST [] = "c" |
| const char | MsgType_SECURITY_DEFINITION [] = "d" |
| const char | MsgType_SECURITY_STATUS_REQUEST [] = "e" |
| const char | MsgType_SECURITY_STATUS [] = "f" |
| const char | MsgType_TRADING_SESSION_STATUS_REQUEST [] = "g" |
| const char | MsgType_TRADING_SESSION_STATUS [] = "h" |
| const char | MsgType_MASS_QUOTE [] = "i" |
| const char | MsgType_BUSINESS_MESSAGE_REJECT [] = "j" |
| const char | MsgType_BID_REQUEST [] = "k" |
| const char | MsgType_BID_RESPONSE [] = "l" |
| const char | MsgType_LIST_STRIKE_PRICE [] = "m" |
| const char | MsgType_XML_MESSAGE [] = "n" |
| const char | MsgType_REGISTRATION_INSTRUCTIONS [] = "o" |
| const char | MsgType_REGISTRATION_INSTRUCTIONS_RESPONSE [] = "p" |
| const char | MsgType_ORDER_MASS_CANCEL_REQUEST [] = "q" |
| const char | MsgType_ORDER_MASS_CANCEL_REPORT [] = "r" |
| const char | MsgType_NEW_ORDER_CROSS [] = "s" |
| const char | MsgType_CROSS_ORDER_CANCEL_REPLACE_REQUEST [] = "t" |
| const char | MsgType_CROSS_ORDER_CANCEL_REQUEST [] = "u" |
| const char | MsgType_SECURITY_TYPE_REQUEST [] = "v" |
| const char | MsgType_SECURITY_TYPES [] = "w" |
| const char | MsgType_SECURITY_LIST_REQUEST [] = "x" |
| const char | MsgType_SECURITY_LIST [] = "y" |
| const char | MsgType_DERIVATIVE_SECURITY_LIST_REQUEST [] = "z" |
| const char | MsgType_DERIVATIVE_SECURITY_LIST [] = "AA" |
| const char | MsgType_NEW_ORDER_MULTILEG [] = "AB" |
| const char | MsgType_MULTILEG_ORDER_CANCEL_REPLACE [] = "AC" |
| const char | MsgType_TRADE_CAPTURE_REPORT_REQUEST [] = "AD" |
| const char | MsgType_TRADE_CAPTURE_REPORT [] = "AE" |
| const char | MsgType_ORDER_MASS_STATUS_REQUEST [] = "AF" |
| const char | MsgType_QUOTE_REQUEST_REJECT [] = "AG" |
| const char | MsgType_RFQ_REQUEST [] = "AH" |
| const char | MsgType_QUOTE_STATUS_REPORT [] = "AI" |
| const char | MsgType_QUOTE_RESPONSE [] = "AJ" |
| const char | MsgType_CONFIRMATION [] = "AK" |
| const char | MsgType_POSITION_MAINTENANCE_REQUEST [] = "AL" |
| const char | MsgType_POSITION_MAINTENANCE_REPORT [] = "AM" |
| const char | MsgType_REQUEST_FOR_POSITIONS [] = "AN" |
| const char | MsgType_REQUEST_FOR_POSITIONS_ACK [] = "AO" |
| const char | MsgType_POSITION_REPORT [] = "AP" |
| const char | MsgType_TRADE_CAPTURE_REPORT_REQUEST_ACK [] = "AQ" |
| const char | MsgType_TRADE_CAPTURE_REPORT_ACK [] = "AR" |
| const char | MsgType_ALLOCATION_REPORT [] = "AS" |
| const char | MsgType_ALLOCATION_REPORT_ACK [] = "AT" |
| const char | MsgType_CONFIRMATION_ACK [] = "AU" |
| const char | MsgType_SETTLEMENT_INSTRUCTION_REQUEST [] = "AV" |
| const char | MsgType_ASSIGNMENT_REPORT [] = "AW" |
| const char | MsgType_COLLATERAL_REQUEST [] = "AX" |
| const char | MsgType_COLLATERAL_ASSIGNMENT [] = "AY" |
| const char | MsgType_COLLATERAL_RESPONSE [] = "AZ" |
| const char | MsgType_COLLATERAL_REPORT [] = "BA" |
| const char | MsgType_COLLATERAL_INQUIRY [] = "BB" |
| const char | MsgType_NETWORK_STATUS_REQUEST [] = "BC" |
| const char | MsgType_NETWORK_STATUS_RESPONSE [] = "BD" |
| const char | MsgType_USER_REQUEST [] = "BE" |
| const char | MsgType_USER_RESPONSE [] = "BF" |
| const char | MsgType_COLLATERAL_INQUIRY_ACK [] = "BG" |
| const char | MsgType_CONFIRMATION_REQUEST [] = "BH" |
| const char | OrdStatus_NEW = '0' |
| const char | OrdStatus_PARTIALLY_FILLED = '1' |
| const char | OrdStatus_FILLED = '2' |
| const char | OrdStatus_DONE_FOR_DAY = '3' |
| const char | OrdStatus_CANCELED = '4' |
| const char | OrdStatus_REPLACED = '5' |
| const char | OrdStatus_PENDING_CANCEL = '6' |
| const char | OrdStatus_STOPPED = '7' |
| const char | OrdStatus_REJECTED = '8' |
| const char | OrdStatus_SUSPENDED = '9' |
| const char | OrdStatus_PENDING_NEW = 'A' |
| const char | OrdStatus_CALCULATED = 'B' |
| const char | OrdStatus_EXPIRED = 'C' |
| const char | OrdStatus_ACCEPTED_FOR_BIDDING = 'D' |
| const char | OrdStatus_PENDING_REPLACE = 'E' |
| const char | OrdType_MARKET = '1' |
| const char | OrdType_LIMIT = '2' |
| const char | OrdType_STOP = '3' |
| const char | OrdType_STOP_LIMIT = '4' |
| const char | OrdType_MARKET_ON_CLOSE = '5' |
| const char | OrdType_WITH_OR_WITHOUT = '6' |
| const char | OrdType_LIMIT_OR_BETTER = '7' |
| const char | OrdType_LIMIT_WITH_OR_WITHOUT = '8' |
| const char | OrdType_ON_BASIS = '9' |
| const char | OrdType_ON_CLOSE = 'A' |
| const char | OrdType_LIMIT_ON_CLOSE = 'B' |
| const char | OrdType_FOREX_MARKET = 'C' |
| const char | OrdType_PREVIOUSLY_QUOTED = 'D' |
| const char | OrdType_PREVIOUSLY_INDICATED = 'E' |
| const char | OrdType_FOREX_LIMIT = 'F' |
| const char | OrdType_FOREX_SWAP = 'G' |
| const char | OrdType_FOREX_PREVIOUSLY_QUOTED = 'H' |
| const char | OrdType_FUNARI = 'I' |
| const char | OrdType_MARKET_IF_TOUCHED = 'J' |
| const char | OrdType_MARKET_WITH_LEFTOVER_AS_LIMIT = 'K' |
| const char | OrdType_PREVIOUS_FUND_VALUATION_POINT = 'L' |
| const char | OrdType_NEXT_FUND_VALUATION_POINT = 'M' |
| const char | OrdType_PEGGED = 'P' |
| const char | Side_BUY = '1' |
| const char | Side_SELL = '2' |
| const char | Side_BUY_MINUS = '3' |
| const char | Side_SELL_PLUS = '4' |
| const char | Side_SELL_SHORT = '5' |
| const char | Side_SELL_SHORT_EXEMPT = '6' |
| const char | Side_UNDISCLOSED = '7' |
| const char | Side_CROSS = '8' |
| const char | Side_CROSS_SHORT = '9' |
| const char | Side_CROSS_SHORT_EXEMPT = 'A' |
| const char | Side_AS_DEFINED = 'B' |
| const char | Side_OPPOSITE = 'C' |
| const char | Side_SUBSCRIBE = 'D' |
| const char | Side_REDEEM = 'E' |
| const char | Side_LEND = 'F' |
| const char | Side_BORROW = 'G' |
| const char | TimeInForce_DAY = '0' |
| const char | TimeInForce_GOOD_TILL_CANCEL = '1' |
| const char | TimeInForce_AT_THE_OPENING = '2' |
| const char | TimeInForce_IMMEDIATE_OR_CANCEL = '3' |
| const char | TimeInForce_FILL_OR_KILL = '4' |
| const char | TimeInForce_GOOD_TILL_CROSSING = '5' |
| const char | TimeInForce_GOOD_TILL_DATE = '6' |
| const char | TimeInForce_AT_THE_CLOSE = '7' |
| const char | Urgency_NORMAL = '0' |
| const char | Urgency_FLASH = '1' |
| const char | Urgency_BACKGROUND = '2' |
| const char | SettlType_REGULAR = '0' |
| const char | SettlType_CASH = '1' |
| const char | SettlType_NEXT_DAY = '2' |
| const char | SettlType_T_PLUS_2 = '3' |
| const char | SettlType_T_PLUS_3 = '4' |
| const char | SettlType_T_PLUS_4 = '5' |
| const char | SettlType_FUTURE = '6' |
| const char | SettlType_WHEN_AND_IF_ISSUED = '7' |
| const char | SettlType_SELLERS_OPTION = '8' |
| const char | SettlType_T_PLUS_5 = '9' |
| const char | SymbolSfx_WHEN_ISSUED [] = "WI" |
| const char | SymbolSfx_A_EUCP_WITH_LUMP_SUM_INTEREST [] = "CD" |
| const char | AllocTransType_NEW = '0' |
| const char | AllocTransType_REPLACE = '1' |
| const char | AllocTransType_CANCEL = '2' |
| const char | PositionEffect_OPEN = 'O' |
| const char | PositionEffect_CLOSE = 'C' |
| const char | PositionEffect_ROLLED = 'R' |
| const char | PositionEffect_FIFO = 'F' |
| const char | ProcessCode_REGULAR = '0' |
| const char | ProcessCode_SOFT_DOLLAR = '1' |
| const char | ProcessCode_STEP_IN = '2' |
| const char | ProcessCode_STEP_OUT = '3' |
| const char | ProcessCode_SOFT_DOLLAR_STEP_IN = '4' |
| const char | ProcessCode_SOFT_DOLLAR_STEP_OUT = '5' |
| const char | ProcessCode_PLAN_SPONSOR = '6' |
| const int | AllocStatus_ACCEPTED = 0 |
| const int | AllocStatus_BLOCK_LEVEL_REJECT = 1 |
| const int | AllocStatus_ACCOUNT_LEVEL_REJECT = 2 |
| const int | AllocStatus_RECEIVED = 3 |
| const int | AllocStatus_INCOMPLETE = 4 |
| const int | AllocStatus_REJECTED_BY_INTERMEDIARY = 5 |
| const int | AllocRejCode_UNKNOWN_ACCOUNT = 0 |
| const int | AllocRejCode_INCORRECT_QUANTITY = 1 |
| const int | AllocRejCode_INCORRECT_AVERAGE_PRICE = 2 |
| const int | AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC = 3 |
| const int | AllocRejCode_COMMISSION_DIFFERENCE = 4 |
| const int | AllocRejCode_UNKNOWN_ORDERID = 5 |
| const int | AllocRejCode_UNKNOWN_LISTID = 6 |
| const int | AllocRejCode_OTHER = 7 |
| const int | AllocRejCode_INCORRECT_ALLOCATED_QUANTITY = 8 |
| const int | AllocRejCode_CALCULATION_DIFFERENCE = 9 |
| const char | EmailType_NEW = '0' |
| const char | EmailType_REPLY = '1' |
| const char | EmailType_ADMIN_REPLY = '2' |
| const int | EncryptMethod_NONE_OTHER = 0 |
| const int | EncryptMethod_PKCS = 1 |
| const int | EncryptMethod_DES = 2 |
| const int | EncryptMethod_PKCS_DES = 3 |
| const int | EncryptMethod_PGP_DES = 4 |
| const int | EncryptMethod_PGP_DES_MD5 = 5 |
| const int | EncryptMethod_PEM_DES_MD5 = 6 |
| const int | CxlRejReason_TOO_LATE_TO_CANCEL = 0 |
| const int | CxlRejReason_UNKNOWN_ORDER = 1 |
| const int | CxlRejReason_BROKER_EXCHANGE_OPTION = 2 |
| const int | CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS = 3 |
| const int | CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST = 4 |
| const int | CxlRejReason_ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER = 5 |
| const int | CxlRejReason_DUPLICATE_CLORDID_RECEIVED = 6 |
| const int | CxlRejReason_OTHER = 99 |
| const int | OrdRejReason_BROKER_EXCHANGE_OPTION = 0 |
| const int | OrdRejReason_UNKNOWN_SYMBOL = 1 |
| const int | OrdRejReason_EXCHANGE_CLOSED = 2 |
| const int | OrdRejReason_ORDER_EXCEEDS_LIMIT = 3 |
| const int | OrdRejReason_TOO_LATE_TO_ENTER = 4 |
| const int | OrdRejReason_UNKNOWN_ORDER = 5 |
| const int | OrdRejReason_DUPLICATE_ORDER = 6 |
| const int | OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER = 7 |
| const int | OrdRejReason_STALE_ORDER = 8 |
| const int | OrdRejReason_TRADE_ALONG_REQUIRED = 9 |
| const int | OrdRejReason_INVALID_INVESTOR_ID = 10 |
| const int | OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11 |
| const int | OrdRejReason_SURVEILLENCE_OPTION = 12 |
| const int | OrdRejReason_INCORRECT_QUANTITY = 13 |
| const int | OrdRejReason_INCORRECT_ALLOCATED_QUANTITY = 14 |
| const int | OrdRejReason_UNKNOWN_ACCOUNT = 15 |
| const int | OrdRejReason_OTHER = 99 |
| const char | IOIQualifier_ALL_OR_NONE = 'A' |
| const char | IOIQualifier_MARKET_ON_CLOSE = 'B' |
| const char | IOIQualifier_AT_THE_CLOSE = 'C' |
| const char | IOIQualifier_VWAP = 'D' |
| const char | IOIQualifier_IN_TOUCH_WITH = 'I' |
| const char | IOIQualifier_LIMIT = 'L' |
| const char | IOIQualifier_MORE_BEHIND = 'M' |
| const char | IOIQualifier_AT_THE_OPEN = 'O' |
| const char | IOIQualifier_TAKING_A_POSITION = 'P' |
| const char | IOIQualifier_AT_THE_MARKET = 'Q' |
| const char | IOIQualifier_READY_TO_TRADE = 'R' |
| const char | IOIQualifier_PORTFOLIO_SHOWN = 'S' |
| const char | IOIQualifier_THROUGH_THE_DAY = 'T' |
| const char | IOIQualifier_VERSUS = 'V' |
| const char | IOIQualifier_INDICATION_WORKING_AWAY = 'W' |
| const char | IOIQualifier_CROSSING_OPPORTUNITY = 'X' |
| const char | IOIQualifier_AT_THE_MIDPOINT = 'Y' |
| const char | IOIQualifier_PRE_OPEN = 'Z' |
| const char | DKReason_UNKNOWN_SYMBOL = 'A' |
| const char | DKReason_WRONG_SIDE = 'B' |
| const char | DKReason_QUANTITY_EXCEEDS_ORDER = 'C' |
| const char | DKReason_NO_MATCHING_ORDER = 'D' |
| const char | DKReason_PRICE_EXCEEDS_LIMIT = 'E' |
| const char | DKReason_CALCULATION_DIFFERENCE = 'F' |
| const char | DKReason_OTHER = 'Z' |
| const char | MiscFeeType_REGULATORY = '1' |
| const char | MiscFeeType_TAX = '2' |
| const char | MiscFeeType_LOCAL_COMMISSION = '3' |
| const char | MiscFeeType_EXCHANGE_FEES = '4' |
| const char | MiscFeeType_STAMP = '5' |
| const char | MiscFeeType_LEVY = '6' |
| const char | MiscFeeType_OTHER = '7' |
| const char | MiscFeeType_MARKUP = '8' |
| const char | MiscFeeType_CONSUMPTION_TAX = '9' |
| const char | ExecType_NEW = '0' |
| const char | ExecType_PARTIAL_FILL = '1' |
| const char | ExecType_FILL = '2' |
| const char | ExecType_DONE_FOR_DAY = '3' |
| const char | ExecType_CANCELED = '4' |
| const char | ExecType_REPLACE = '5' |
| const char | ExecType_PENDING_CANCEL = '6' |
| const char | ExecType_STOPPED = '7' |
| const char | ExecType_REJECTED = '8' |
| const char | ExecType_SUSPENDED = '9' |
| const char | ExecType_PENDING_NEW = 'A' |
| const char | ExecType_CALCULATED = 'B' |
| const char | ExecType_EXPIRED = 'C' |
| const char | ExecType_RESTATED = 'D' |
| const char | ExecType_PENDING_REPLACE = 'E' |
| const char | ExecType_TRADE = 'F' |
| const char | ExecType_TRADE_CORRECT = 'G' |
| const char | ExecType_TRADE_CANCEL = 'H' |
| const char | ExecType_ORDER_STATUS = 'I' |
| const char | SettlCurrFxRateCalc_MULTIPLY = 'M' |
| const char | SettlCurrFxRateCalc_DIVIDE = 'D' |
| const char | SettlInstMode_DEFAULT = '0' |
| const char | SettlInstMode_STANDING_INSTRUCTIONS_PROVIDED = '1' |
| const char | SettlInstMode_SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT = '4' |
| const char | SettlInstMode_REQUEST_REJECT = '5' |
| const char | SettlInstTransType_NEW = 'N' |
| const char | SettlInstTransType_CANCEL = 'C' |
| const char | SettlInstTransType_REPLACE = 'R' |
| const char | SettlInstTransType_RESTATE = 'T' |
| const char | SettlInstSource_BROKERS_INSTRUCTIONS = '1' |
| const char | SettlInstSource_INSTITUTIONS_INSTRUCTIONS = '2' |
| const char | SettlInstSource_INVESTOR = '3' |
| const char | SecurityType_EURO_SUPRANATIONAL_COUPONS [] = "EUSUPRA" |
| const char | SecurityType_FEDERAL_AGENCY_COUPON [] = "FAC" |
| const char | SecurityType_FEDERAL_AGENCY_DISCOUNT_NOTE [] = "FADN" |
| const char | SecurityType_PRIVATE_EXPORT_FUNDING [] = "PEF" |
| const char | SecurityType_USD_SUPRANATIONAL_COUPONS [] = "SUPRA" |
| const char | SecurityType_FUTURE [] = "FUT" |
| const char | SecurityType_OPTION [] = "OPT" |
| const char | SecurityType_CORPORATE_BOND [] = "CORP" |
| const char | SecurityType_CORPORATE_PRIVATE_PLACEMENT [] = "CPP" |
| const char | SecurityType_CONVERTIBLE_BOND [] = "CB" |
| const char | SecurityType_DUAL_CURRENCY [] = "DUAL" |
| const char | SecurityType_EURO_CORPORATE_BOND [] = "EUCORP" |
| const char | SecurityType_INDEXED_LINKED [] = "XLINKD" |
| const char | SecurityType_STRUCTURED_NOTES [] = "STRUCT" |
| const char | SecurityType_YANKEE_CORPORATE_BOND [] = "YANK" |
| const char | SecurityType_FOREIGN_EXCHANGE_CONTRACT [] = "FOR" |
| const char | SecurityType_COMMON_STOCK [] = "CS" |
| const char | SecurityType_PREFERRED_STOCK [] = "PS" |
| const char | SecurityType_BRADY_BOND [] = "BRADY" |
| const char | SecurityType_EURO_SOVEREIGNS [] = "EUSOV" |
| const char | SecurityType_US_TREASURY_BOND [] = "TBOND" |
| const char | SecurityType_INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE [] = "TINT" |
| const char | SecurityType_TREASURY_INFLATION_PROTECTED_SECURITIES [] = "TIPS" |
| const char | SecurityType_PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE [] = "TCAL" |
| const char | SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE [] = "TPRN" |
| const char | SecurityType_US_TREASURY_NOTE [] = "TNOTE" |
| const char | SecurityType_US_TREASURY_BILL [] = "TBILL" |
| const char | SecurityType_REPURCHASE [] = "REPO" |
| const char | SecurityType_FORWARD [] = "FORWARD" |
| const char | SecurityType_BUY_SELLBACK [] = "BUYSELL" |
| const char | SecurityType_SECURITIES_LOAN [] = "SECLOAN" |
| const char | SecurityType_SECURITIES_PLEDGE [] = "SECPLEDGE" |
| const char | SecurityType_TERM_LOAN [] = "TERM" |
| const char | SecurityType_REVOLVER_LOAN [] = "RVLV" |
| const char | SecurityType_REVOLVER_TERM_LOAN [] = "RVLVTRM" |
| const char | SecurityType_BRIDGE_LOAN [] = "BRIDGE" |
| const char | SecurityType_LETTER_OF_CREDIT [] = "LOFC" |
| const char | SecurityType_SWING_LINE_FACILITY [] = "SWING" |
| const char | SecurityType_DEBTOR_IN_POSSESSION [] = "DINP" |
| const char | SecurityType_DEFAULTED [] = "DEFLTED" |
| const char | SecurityType_WITHDRAWN [] = "WITHDRN" |
| const char | SecurityType_REPLACED [] = "REPLACD" |
| const char | SecurityType_MATURED [] = "MATURED" |
| const char | SecurityType_AMENDED_AND_RESTATED [] = "AMENDED" |
| const char | SecurityType_RETIRED [] = "RETIRED" |
| const char | SecurityType_BANKERS_ACCEPTANCE [] = "BA" |
| const char | SecurityType_BANK_NOTES [] = "BN" |
| const char | SecurityType_BILL_OF_EXCHANGES [] = "BOX" |
| const char | SecurityType_CERTIFICATE_OF_DEPOSIT [] = "CD" |
| const char | SecurityType_CALL_LOANS [] = "CL" |
| const char | SecurityType_COMMERCIAL_PAPER [] = "CP" |
| const char | SecurityType_DEPOSIT_NOTES [] = "DN" |
| const char | SecurityType_EURO_CERTIFICATE_OF_DEPOSIT [] = "EUCD" |
| const char | SecurityType_EURO_COMMERCIAL_PAPER [] = "EUCP" |
| const char | SecurityType_LIQUIDITY_NOTE [] = "LQN" |
| const char | |