Advertisement
Guest User

Untitled

a guest
Feb 25th, 2019
536
0
Never
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
text 195.52 KB | None | 0 0
  1. #ifndef FIX_VALUES_H
  2. #define FIX_VALUES_H
  3.  
  4. #include <string>
  5.  
  6. namespace FIX
  7. {
  8. const char MsgType_Heartbeat[] = "0";
  9. const char MsgType_TestRequest[] = "1";
  10. const char MsgType_ResendRequest[] = "2";
  11. const char MsgType_Reject[] = "3";
  12. const char MsgType_SequenceReset[] = "4";
  13. const char MsgType_Logout[] = "5";
  14. const char MsgType_Logon[] = "A";
  15. const char MsgType_IOI[] = "6";
  16. const char MsgType_Advertisement[] = "7";
  17. const char MsgType_ExecutionReport[] = "8";
  18. const char MsgType_OrderCancelReject[] = "9";
  19. const char MsgType_News[] = "B";
  20. const char MsgType_Email[] = "C";
  21. const char MsgType_NewOrderSingle[] = "D";
  22. const char MsgType_NewOrderList[] = "E";
  23. const char MsgType_OrderCancelRequest[] = "F";
  24. const char MsgType_OrderCancelReplaceRequest[] = "G";
  25. const char MsgType_OrderStatusRequest[] = "H";
  26. const char MsgType_Allocation[] = "J";
  27. const char MsgType_ListCancelRequest[] = "K";
  28. const char MsgType_ListExecute[] = "L";
  29. const char MsgType_ListStatusRequest[] = "M";
  30. const char MsgType_ListStatus[] = "N";
  31. const char MsgType_AllocationInstructionAck[] = "P";
  32. const char MsgType_DontKnowTrade[] = "Q";
  33. const char MsgType_QuoteRequest[] = "R";
  34. const char MsgType_Quote[] = "S";
  35. const char MsgType_SettlementInstructions[] = "T";
  36. const char MsgType_MarketDataRequest[] = "V";
  37. const char MsgType_MarketDataSnapshotFullRefresh[] = "W";
  38. const char MsgType_MarketDataIncrementalRefresh[] = "X";
  39. const char MsgType_MarketDataRequestReject[] = "Y";
  40. const char MsgType_QuoteCancel[] = "Z";
  41. const char MsgType_QuoteStatusRequest[] = "a";
  42. const char MsgType_QuoteAcknowledgement[] = "b";
  43. const char MsgType_SecurityDefinitionRequest[] = "c";
  44. const char MsgType_SecurityDefinition[] = "d";
  45. const char MsgType_SecurityStatusRequest[] = "e";
  46. const char MsgType_SecurityStatus[] = "f";
  47. const char MsgType_TradingSessionStatusRequest[] = "g";
  48. const char MsgType_TradingSessionStatus[] = "h";
  49. const char MsgType_MassQuote[] = "i";
  50. const char MsgType_BusinessMessageReject[] = "j";
  51. const char MsgType_BidRequest[] = "k";
  52. const char MsgType_BidResponse[] = "l";
  53. const char MsgType_ListStrikePrice[] = "m";
  54. const char MsgType_PositionReport[] = "AP";
  55. const char MsgType_RequestForPosition[] = "UAN";
  56. const char MsgType_GatewayStatusRequest[] = "UAR";
  57. const char MsgType_GatewayStatus[] = "UAT";
  58. const char MsgType_AllocationAck[] = "P";
  59. const char MsgType_MassQuoteAcknowledgement[] = "b";
  60. const char MsgType_XMLnonFIX[] = "n";
  61. const char MsgType_RegistrationInstructions[] = "o";
  62. const char MsgType_RegistrationInstructionsResponse[] = "p";
  63. const char MsgType_OrderMassCancelRequest[] = "q";
  64. const char MsgType_OrderMassCancelReport[] = "r";
  65. const char MsgType_NewOrderCross[] = "s";
  66. const char MsgType_CrossOrderCancelRequest[] = "u";
  67. const char MsgType_CrossOrderCancelReplaceRequest[] = "t";
  68. const char MsgType_SecurityTypeRequest[] = "v";
  69. const char MsgType_SecurityTypes[] = "w";
  70. const char MsgType_SecurityListRequest[] = "x";
  71. const char MsgType_SecurityList[] = "y";
  72. const char MsgType_DerivativeSecurityListRequest[] = "z";
  73. const char MsgType_DerivativeSecurityList[] = "AA";
  74. const char MsgType_NewOrderMultileg[] = "AB";
  75. const char MsgType_MultilegOrderCancelReplaceRequest[] = "AC";
  76. const char MsgType_TradeCaptureReportRequest[] = "AD";
  77. const char MsgType_TradeCaptureReport[] = "AE";
  78. const char MsgType_OrderMassStatusRequest[] = "AF";
  79. const char MsgType_QuoteRequestReject[] = "AG";
  80. const char MsgType_RFQRequest[] = "AH";
  81. const char MsgType_QuoteStatusReport[] = "AI";
  82. const char MsgType_AllocationInstruction[] = "J";
  83. const char MsgType_MultilegOrderCancelReplace[] = "AC";
  84. const char MsgType_QuoteResponse[] = "AJ";
  85. const char MsgType_Confirmation[] = "AK";
  86. const char MsgType_PositionMaintenanceRequest[] = "AL";
  87. const char MsgType_PositionMaintenanceReport[] = "AM";
  88. const char MsgType_RequestForPositions[] = "AN";
  89. const char MsgType_RequestForPositionsAck[] = "AO";
  90. const char MsgType_TradeCaptureReportRequestAck[] = "AQ";
  91. const char MsgType_TradeCaptureReportAck[] = "AR";
  92. const char MsgType_AllocationReport[] = "AS";
  93. const char MsgType_AllocationReportAck[] = "AT";
  94. const char MsgType_ConfirmationAck[] = "AU";
  95. const char MsgType_SettlementInstructionRequest[] = "AV";
  96. const char MsgType_AssignmentReport[] = "AW";
  97. const char MsgType_CollateralRequest[] = "AX";
  98. const char MsgType_CollateralAssignment[] = "AY";
  99. const char MsgType_CollateralResponse[] = "AZ";
  100. const char MsgType_CollateralReport[] = "BA";
  101. const char MsgType_CollateralInquiry[] = "BB";
  102. const char MsgType_NetworkCounterpartySystemStatusRequest[] = "BC";
  103. const char MsgType_NetworkCounterpartySystemStatusResponse[] = "BD";
  104. const char MsgType_UserRequest[] = "BE";
  105. const char MsgType_UserResponse[] = "BF";
  106. const char MsgType_CollateralInquiryAck[] = "BG";
  107. const char MsgType_ConfirmationRequest[] = "BH";
  108. const char MsgType_ContraryIntentionReport[] = "BO";
  109. const char MsgType_SecurityDefinitionUpdateReport[] = "BP";
  110. const char MsgType_SecurityListUpdateReport[] = "BK";
  111. const char MsgType_AdjustedPositionReport[] = "BL";
  112. const char MsgType_AllocationInstructionAlert[] = "BM";
  113. const char MsgType_ExecutionAcknowledgement[] = "BN";
  114. const char MsgType_TradingSessionList[] = "BJ";
  115. const char MsgType_TradingSessionListRequest[] = "BI";
  116. const char MsgType_SettlementObligationReport[] = "BQ";
  117. const char MsgType_DerivativeSecurityListUpdateReport[] = "BR";
  118. const char MsgType_TradingSessionListUpdateReport[] = "BS";
  119. const char MsgType_MarketDefinitionRequest[] = "BT";
  120. const char MsgType_MarketDefinition[] = "BU";
  121. const char MsgType_MarketDefinitionUpdateReport[] = "BV";
  122. const char MsgType_ApplicationMessageRequest[] = "BW";
  123. const char MsgType_ApplicationMessageRequestAck[] = "BX";
  124. const char MsgType_ApplicationMessageReport[] = "BY";
  125. const char MsgType_OrderMassActionReport[] = "BZ";
  126. const char MsgType_OrderMassActionRequest[] = "CA";
  127. const char MsgType_UserNotification[] = "CB";
  128. const char MsgType_StreamAssignmentRequest[] = "CC";
  129. const char MsgType_StreamAssignmentReport[] = "CD";
  130. const char MsgType_StreamAssignmentReportACK[] = "CE";
  131. const char PossDupFlag_NO = 'N';
  132. const char PossDupFlag_YES = 'Y';
  133. const char PossResend_NO = 'N';
  134. const char PossResend_YES = 'Y';
  135. const int EncryptMethod_NONE_OTHER = 0;
  136. const int EncryptMethod_PKCS = 1;
  137. const int EncryptMethod_DES = 2;
  138. const int EncryptMethod_PKCS_DES = 3;
  139. const int EncryptMethod_PGP_DES = 4;
  140. const int EncryptMethod_PGP_DES_MD5 = 5;
  141. const int EncryptMethod_PEM_DES_MD5 = 6;
  142. const int EncryptMethod_NONE = 0;
  143. const char GapFillFlag_NO = 'N';
  144. const char GapFillFlag_YES = 'Y';
  145. const char ResetSeqNumFlag_NO = 'N';
  146. const char ResetSeqNumFlag_YES = 'Y';
  147. const char MessageEncoding_ISO_2022_JP[] = "ISO-2022-JP";
  148. const char MessageEncoding_EUC_JP[] = "EUC-JP";
  149. const char MessageEncoding_SHIFT_JIS[] = "SHIFT_JIS";
  150. const char MessageEncoding_UTF_8[] = "UTF-8";
  151. const char MessageEncoding_JIS[] = "ISO-2022-JP";
  152. const char MessageEncoding_EUC[] = "EUC-JP";
  153. const char MessageEncoding_FOR_USING_SJIS[] = "Shift_JIS";
  154. const char MessageEncoding_UNICODE[] = "UTF-8";
  155. const int SessionRejectReason_INVALID_TAG_NUMBER = 0;
  156. const int SessionRejectReason_REQUIRED_TAG_MISSING = 1;
  157. const int SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM = 10;
  158. const int SessionRejectReason_INVALID_MSGTYPE = 11;
  159. const int SessionRejectReason_XML_VALIDATION_ERROR = 12;
  160. const int SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE = 13;
  161. const int SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER = 14;
  162. const int SessionRejectReason_REPEATING_GROUP_FIELDS_OUT_OF_ORDER = 15;
  163. const int SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP = 16;
  164. const int SessionRejectReason_NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER = 17;
  165. const int SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE = 2;
  166. const int SessionRejectReason_UNDEFINED_TAG = 3;
  167. const int SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE = 4;
  168. const int SessionRejectReason_VALUE_IS_INCORRECT = 5;
  169. const int SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE = 6;
  170. const int SessionRejectReason_DECRYPTION_PROBLEM = 7;
  171. const int SessionRejectReason_SIGNATURE_PROBLEM = 8;
  172. const int SessionRejectReason_COMPID_PROBLEM = 9;
  173. const int SessionRejectReason_OTHER = 99;
  174. const char MsgDirection_RECEIVE = 'R';
  175. const char MsgDirection_SEND = 'S';
  176. const char TestMessageIndicator_YES = 'Y';
  177. const char TestMessageIndicator_NO = 'N';
  178. const char ApplVerID_FIX27[] = "0";
  179. const char ApplVerID_FIX30[] = "1";
  180. const char ApplVerID_FIX40[] = "2";
  181. const char ApplVerID_FIX41[] = "3";
  182. const char ApplVerID_FIX42[] = "4";
  183. const char ApplVerID_FIX43[] = "5";
  184. const char ApplVerID_FIX44[] = "6";
  185. const char ApplVerID_FIX50[] = "7";
  186. const char ApplVerID_FIX50SP1[] = "8";
  187. const char ApplVerID_FIX50SP2[] = "9";
  188. const char AdvSide_BUY = 'B';
  189. const char AdvSide_SELL = 'S';
  190. const char AdvSide_TRADE = 'T';
  191. const char AdvSide_CROSS = 'X';
  192. const char AdvTransType_CANCEL[] = "C";
  193. const char AdvTransType_NEW[] = "N";
  194. const char AdvTransType_REPLACE[] = "R";
  195. const char CommType_PER_SHARE = '1';
  196. const char CommType_PERCENTAGE = '2';
  197. const char CommType_ABSOLUTE = '3';
  198. const char CommType_PER_BOND = '6';
  199. const char CommType_5 = '5';
  200. const char CommType_4 = '4';
  201. const char CommType_PER_UNIT = '1';
  202. const char CommType_POINTS_PER_BOND_OR_CONTRACT_SUPPLY_CONTRACTMULTIPLIER = '6';
  203. const char CommType_PERCENT = '2';
  204. const char CommType_PERCENTAGE_WAIVED_4 = '4';
  205. const char CommType_PERCENTAGE_WAIVED_5 = '5';
  206. const char CommType_POINTS_PER_BOND_OR_CONTRACT = '6';
  207. const char ExecInst_STAY_ON_OFFERSIDE = '0';
  208. const char ExecInst_NOT_HELD = '1';
  209. const char ExecInst_WORK = '2';
  210. const char ExecInst_GO_ALONG = '3';
  211. const char ExecInst_OVER_THE_DAY = '4';
  212. const char ExecInst_HELD = '5';
  213. const char ExecInst_PARTICIPATE_DONT_INITIATE = '6';
  214. const char ExecInst_STRICT_SCALE = '7';
  215. const char ExecInst_TRY_TO_SCALE = '8';
  216. const char ExecInst_STAY_ON_BIDSIDE = '9';
  217. const char ExecInst_NO_CROSS = 'A';
  218. const char ExecInst_OK_TO_CROSS = 'B';
  219. const char ExecInst_CALL_FIRST = 'C';
  220. const char ExecInst_PERCENT_OF_VOLUME = 'D';
  221. const char ExecInst_DO_NOT_INCREASE = 'E';
  222. const char ExecInst_DO_NOT_REDUCE = 'F';
  223. const char ExecInst_ALL_OR_NONE = 'G';
  224. const char ExecInst_INSTITUTIONS_ONLY = 'I';
  225. const char ExecInst_LAST_PEG = 'L';
  226. const char ExecInst_MID_PRICE_PEG = 'M';
  227. const char ExecInst_NON_NEGOTIABLE = 'N';
  228. const char ExecInst_OPENING_PEG = 'O';
  229. const char ExecInst_MARKET_PEG = 'P';
  230. const char ExecInst_PRIMARY_PEG = 'R';
  231. const char ExecInst_SUSPEND = 'S';
  232. const char ExecInst_CUSTOMER_DISPLAY_INSTRUCTION = 'U';
  233. const char ExecInst_NETTING = 'V';
  234. const char ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 'T';
  235. const char ExecInst_PEG_TO_VWAP = 'W';
  236. const char ExecInst_TRYTOSTOP = 'Y';
  237. const char ExecInst_MIDPRCPEG = 'M';
  238. const char ExecInst_MARKPEG = 'P';
  239. const char ExecInst_CANCELONSYSFAIL = 'Q';
  240. const char ExecInst_PRIMPEG = 'R';
  241. const char ExecInst_CUSTDISPINST = 'U';
  242. const char ExecInst_PEGVWAP = 'W';
  243. const char ExecInst_TRADEALONG = 'X';
  244. const char ExecInst_PERCVOL = 'D';
  245. const char ExecInst_STAYOFFER = '0';
  246. const char ExecInst_OVERDAY = '4';
  247. const char ExecInst_PARTNOTINIT = '6';
  248. const char ExecInst_STRICTSCALE = '7';
  249. const char ExecInst_TRYTOSCALE = '8';
  250. const char ExecInst_STAYBID = '9';
  251. const char ExecInst_NOCROSS = 'A';
  252. const char ExecInst_OPENPEG = 'O';
  253. const char ExecInst_CALLFIRST = 'C';
  254. const char ExecInst_NONNEGO = 'N';
  255. const char ExecInst_DNI = 'E';
  256. const char ExecInst_DNR = 'F';
  257. const char ExecInst_AON = 'G';
  258. const char ExecInst_RESTATEONSYSFAIL = 'H';
  259. const char ExecInst_INSTITONLY = 'I';
  260. const char ExecInst_RESTATEONTRADINGHALT = 'J';
  261. const char ExecInst_CANCELONTRADINGHALT = 'K';
  262. const char ExecInst_LASTPEG = 'L';
  263. const char ExecInst_GOALONG = '3';
  264. const char ExecInst_OKCROSS = 'B';
  265. const char ExecInst_NOTHELD = '1';
  266. const char ExecInst_REINSTATE_ON_SYSTEM_FAILURE = 'H';
  267. const char ExecInst_REINSTATE_ON_TRADING_HALT = 'J';
  268. const char ExecInst_CANCEL_ON_TRADING_HALT = 'K';
  269. const char ExecInst_CANCEL_ON_SYSTEM_FAILURE = 'Q';
  270. const char ExecInst_TRADE_ALONG = 'X';
  271. const char ExecInst_TRY_TO_STOP = 'Y';
  272. const char ExecInst_CANCEL_IF_NOT_BEST = 'Z';
  273. const char ExecInst_TRAILING_STOP_PEG = 'a';
  274. const char ExecInst_STRICT_LIMIT = 'b';
  275. const char ExecInst_IGNORE_PRICE_VALIDITY_CHECKS = 'c';
  276. const char ExecInst_PEG_TO_LIMIT_PRICE = 'd';
  277. const char ExecInst_WORK_TO_TARGET_STRATEGY = 'e';
  278. const char ExecInst_STAY_ON_OFFER_SIDE = '0';
  279. const char ExecInst_STAY_ON_BID_SIDE = '9';
  280. const char ExecInst_REINSTATE_ON_SYSTEM_FAILUE = 'H';
  281. const char ExecInst_INTERMARKET_SWEEP = 'f';
  282. const char ExecInst_EXTERNAL_ROUTING_ALLOWED = 'g';
  283. const char ExecInst_EXTERNAL_ROUTING_NOT_ALLOWED = 'h';
  284. const char ExecInst_IMBALANCE_ONLY = 'i';
  285. const char ExecInst_SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE = 'j';
  286. const char ExecInst_BEST_EXECUTION = 'k';
  287. const char ExecInst_SUSPEND_ON_SYSTEM_FAILURE = 'l';
  288. const char ExecInst_SUSPEND_ON_TRADING_HALT = 'm';
  289. const char ExecInst_REINSTATE_ON_CONNECTION_LOSS = 'n';
  290. const char ExecInst_CANCEL_ON_CONNECTION_LOSS = 'o';
  291. const char ExecInst_SUSPEND_ON_CONNECTION_LOSS = 'p';
  292. const char ExecInst_RELEASE_FROM_SUSPENSION = 'q';
  293. const char ExecInst_EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED = 'r';
  294. const char ExecInst_EXECUTE_AS_DURATION_NEUTRAL = 's';
  295. const char ExecInst_EXECUTE_AS_FX_NEUTRAL = 't';
  296. const char ExecTransType_NEW = '0';
  297. const char ExecTransType_CANCEL = '1';
  298. const char ExecTransType_CORRECT = '2';
  299. const char ExecTransType_STATUS = '3';
  300. const char HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION = '1';
  301. const char HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK = '2';
  302. const char HandlInst_MANUAL_ORDER_BEST_EXECUTION = '3';
  303. const char IDSource_CUSIP[] = "1";
  304. const char IDSource_SEDOL[] = "2";
  305. const char IDSource_QUIK[] = "3";
  306. const char IDSource_ISIN_NUMBER[] = "4";
  307. const char IDSource_RIC_CODE[] = "5";
  308. const char IDSource_ISO_CURRENCY_CODE[] = "6";
  309. const char IDSource_ISO_COUNTRY_CODE[] = "7";
  310. const char IDSource_EXCHANGE_SYMBOL[] = "8";
  311. const char IDSource_CONSOLIDATED_TAPE_ASSOCIATION[] = "9";
  312. const char IOIOthSvc_AUTEX = 'A';
  313. const char IOIOthSvc_BRIDGE = 'B';
  314. const char IOIQltyInd_HIGH = 'H';
  315. const char IOIQltyInd_LOW = 'L';
  316. const char IOIQltyInd_MEDIUM = 'M';
  317. const char IOIShares_LARGE[] = "L";
  318. const char IOIShares_MEDIUM[] = "M";
  319. const char IOIShares_SMALL[] = "S";
  320. const char IOITransType_CANCEL = 'C';
  321. const char IOITransType_NEW = 'N';
  322. const char IOITransType_REPLACE = 'R';
  323. const char LastCapacity_AGENT = '1';
  324. const char LastCapacity_CROSS_AS_AGENT = '2';
  325. const char LastCapacity_CROSS_AS_PRINCIPAL = '3';
  326. const char LastCapacity_PRINCIPAL = '4';
  327. const char OrdStatus_NEW = '0';
  328. const char OrdStatus_PARTIALLY_FILLED = '1';
  329. const char OrdStatus_FILLED = '2';
  330. const char OrdStatus_DONE_FOR_DAY = '3';
  331. const char OrdStatus_CANCELED = '4';
  332. const char OrdStatus_REPLACED = '5';
  333. const char OrdStatus_PENDING_CANCEL_REPLACE = '6';
  334. const char OrdStatus_STOPPED = '7';
  335. const char OrdStatus_REJECTED = '8';
  336. const char OrdStatus_SUSPENDED = '9';
  337. const char OrdStatus_PENDING_NEW = 'A';
  338. const char OrdStatus_CALCULATED = 'B';
  339. const char OrdStatus_EXPIRED = 'C';
  340. const char OrdStatus_PENDING_CANCEL = '6';
  341. const char OrdStatus_ACCEPTED_FOR_BIDDING = 'D';
  342. const char OrdStatus_PENDING_REPLACE = 'E';
  343. const char OrdType_MARKET = '1';
  344. const char OrdType_LIMIT = '2';
  345. const char OrdType_STOP = '3';
  346. const char OrdType_STOP_LIMIT = '4';
  347. const char OrdType_MARKET_ON_CLOSE = '5';
  348. const char OrdType_WITH_OR_WITHOUT = '6';
  349. const char OrdType_LIMIT_OR_BETTER = '7';
  350. const char OrdType_LIMIT_WITH_OR_WITHOUT = '8';
  351. const char OrdType_ON_BASIS = '9';
  352. const char OrdType_ON_CLOSE = 'A';
  353. const char OrdType_LIMIT_ON_CLOSE = 'B';
  354. const char OrdType_FOREX = 'G';
  355. const char OrdType_PREVIOUSLY_QUOTED = 'D';
  356. const char OrdType_PREVIOUSLY_INDICATED = 'E';
  357. const char OrdType_PEGGED = 'P';
  358. const char OrdType_FOREX_C = 'C';
  359. const char OrdType_FOREX_F = 'F';
  360. const char OrdType_FOREX_G = 'G';
  361. const char OrdType_FOREX_H = 'H';
  362. const char OrdType_FUNARI = 'I';
  363. const char OrdType_MARKET_IF_TOUCHED = 'J';
  364. const char OrdType_MARKET_WITH_LEFTOVER_AS_LIMIT = 'K';
  365. const char OrdType_PREVIOUS_FUND_VALUATION_POINT = 'L';
  366. const char OrdType_NEXT_FUND_VALUATION_POINT = 'M';
  367. const char OrdType_FOREX_MARKET = 'C';
  368. const char OrdType_FOREX_LIMIT = 'F';
  369. const char OrdType_FOREX_SWAP = 'G';
  370. const char OrdType_FOREX_PREVIOUSLY_QUOTED = 'H';
  371. const char OrdType_MARKET_WITH_LEFT_OVER_AS_LIMIT = 'K';
  372. const char OrdType_COUNTER_ORDER_SELECTION = 'Q';
  373. const char Rule80A_AGENCY_SINGLE_ORDER = 'A';
  374. const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG = 'C';
  375. const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG = 'D';
  376. const char Rule80A_INDIVIDUAL_INVESTOR_SINGLE_ORDER = 'I';
  377. const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER = 'J';
  378. const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER = 'K';
  379. const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER = 'M';
  380. const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER = 'N';
  381. const char Rule80A_PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY = 'U';
  382. const char Rule80A_ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER = 'W';
  383. const char Rule80A_PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY = 'Y';
  384. const char Rule80A_SHORT_EXEMPT_TRANSACTION_B = 'B';
  385. const char Rule80A_REGISTERED_EQUITY_MARKET_MAKER_TRADES = 'E';
  386. const char Rule80A_SHORT_EXEMPT_TRANSACTION_F = 'F';
  387. const char Rule80A_SHORT_EXEMPT_TRANSACTION_H = 'H';
  388. const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'L';
  389. const char Rule80A_COMPETING_DEALER_TRADES_O = 'O';
  390. const char Rule80A_PRINCIPAL = 'P';
  391. const char Rule80A_COMPETING_DEALER_TRADES_R = 'R';
  392. const char Rule80A_SPECIALIST_TRADES = 'S';
  393. const char Rule80A_COMPETING_DEALER_TRADES_T = 'T';
  394. const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE = 'X';
  395. const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER = 'Z';
  396. const char Rule80A_SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL = 'E';
  397. const char Rule80A_PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER = 'O';
  398. const char Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPETING_MARKET_MAKER = 'R';
  399. const char Rule80A_TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER = 'T';
  400. const char Side_BUY = '1';
  401. const char Side_SELL = '2';
  402. const char Side_BUY_MINUS = '3';
  403. const char Side_SELL_PLUS = '4';
  404. const char Side_SELL_SHORT = '5';
  405. const char Side_SELL_SHORT_EXEMPT = '6';
  406. const char Side_UNDISCLOSED = '7';
  407. const char Side_CROSS = '8';
  408. const char Side_CROSS_SHORT = '9';
  409. const char Side_AS_DEFINED = 'B';
  410. const char Side_OPPOSITE = 'C';
  411. const char Side_CROSS_SHORT_EXEMPT = 'A';
  412. const char Side_SUBSCRIBE = 'D';
  413. const char Side_REDEEM = 'E';
  414. const char Side_LEND = 'F';
  415. const char Side_BORROW = 'G';
  416. const char Side_CROSS_SHORT_EXXMPT = 'A';
  417. const char TimeInForce_DAY = '0';
  418. const char TimeInForce_GOOD_TILL_CANCEL = '1';
  419. const char TimeInForce_AT_THE_OPENING = '2';
  420. const char TimeInForce_IMMEDIATE_OR_CANCEL = '3';
  421. const char TimeInForce_FILL_OR_KILL = '4';
  422. const char TimeInForce_GOOD_TILL_CROSSING = '5';
  423. const char TimeInForce_GOOD_TILL_DATE = '6';
  424. const char TimeInForce_AT_THE_CLOSE = '7';
  425. const char TimeInForce_GOOD_THROUGH_CROSSING = '8';
  426. const char TimeInForce_AT_CROSSING = '9';
  427. const char Urgency_NORMAL = '0';
  428. const char Urgency_FLASH = '1';
  429. const char Urgency_BACKGROUND = '2';
  430. const char SettlmntTyp_REGULAR = '0';
  431. const char SettlmntTyp_CASH = '1';
  432. const char SettlmntTyp_NEXT_DAY = '2';
  433. const char SettlmntTyp_T_PLUS_2 = '3';
  434. const char SettlmntTyp_T_PLUS_3 = '4';
  435. const char SettlmntTyp_T_PLUS_4 = '5';
  436. const char SettlmntTyp_FUTURE = '6';
  437. const char SettlmntTyp_WHEN_ISSUED = '7';
  438. const char SettlmntTyp_SELLERS_OPTION = '8';
  439. const char SettlmntTyp_T_PLUS_5 = '9';
  440. const char SettlmntTyp_T_PLUS_1 = 'A';
  441. const char SettlmntTyp_WHEN_AND_IF_ISSUED = '7';
  442. const char SymbolSfx_EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE[] = "CD";
  443. const char SymbolSfx_WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN[] = "WI";
  444. const char AllocTransType_NEW = '0';
  445. const char AllocTransType_REPLACE = '1';
  446. const char AllocTransType_CANCEL = '2';
  447. const char AllocTransType_PRELIMINARY = '3';
  448. const char AllocTransType_CALCULATED = '4';
  449. const char AllocTransType_CALCULATED_WITHOUT_PRELIMINARY = '5';
  450. const char AllocTransType_REVERSAL = '6';
  451. const char OpenClose_CLOSE = 'C';
  452. const char OpenClose_OPEN = 'O';
  453. const char OpenClose_FIFO = 'F';
  454. const char OpenClose_MANUAL_FILL = 'M';
  455. const char ProcessCode_REGULAR = '0';
  456. const char ProcessCode_SOFT_DOLLAR = '1';
  457. const char ProcessCode_STEP_IN = '2';
  458. const char ProcessCode_STEP_OUT = '3';
  459. const char ProcessCode_SOFT_DOLLAR_STEP_IN = '4';
  460. const char ProcessCode_SOFT_DOLLAR_STEP_OUT = '5';
  461. const char ProcessCode_PLAN_SPONSOR = '6';
  462. const int AllocStatus_ACCEPTED = 0;
  463. const int AllocStatus_REJECTED = 1;
  464. const int AllocStatus_PARTIAL_ACCEPT = 2;
  465. const int AllocStatus_RECEIVED = 3;
  466. const int AllocStatus_BLOCK_LEVEL_REJECT = 1;
  467. const int AllocStatus_ACCOUNT_LEVEL_REJECT = 2;
  468. const int AllocStatus_INCOMPLETE = 4;
  469. const int AllocStatus_REJECTED_BY_INTERMEDIARY = 5;
  470. const int AllocStatus_ALLOCATION_PENDING = 6;
  471. const int AllocStatus_REVERSED = 7;
  472. const int AllocRejCode_UNKNOWN_ACCOUNT = 0;
  473. const int AllocRejCode_INCORRECT_QUANTITY = 1;
  474. const int AllocRejCode_INCORRECT_AVERAGE_PRICE = 2;
  475. const int AllocRejCode_UNKNOWN_EXECUTING_BROKER_MNEMONIC = 3;
  476. const int AllocRejCode_COMMISSION_DIFFERENCE = 4;
  477. const int AllocRejCode_UNKNOWN_ORDERID = 5;
  478. const int AllocRejCode_UNKNOWN_LISTID = 6;
  479. const int AllocRejCode_OTHER = 7;
  480. const int AllocRejCode_INCORRECT_ALLOCATED_QUANTITY = 8;
  481. const int AllocRejCode_CALCULATION_DIFFERENCE = 9;
  482. const int AllocRejCode_UNKNOWN_OR_STALE_EXECID = 10;
  483. const int AllocRejCode_MISMATCHED_DATA_VALUE = 11;
  484. const int AllocRejCode_UNKNOWN_CLORDID = 12;
  485. const int AllocRejCode_WAREHOUSE_REQUEST_REJECTED = 13;
  486. const int AllocRejCode_INCORRECT_AVERAGEG_PRICE = 2;
  487. const int AllocRejCode_MISMATCHED_DATA = 11;
  488. const int AllocRejCode_OTHER_7 = 7;
  489. const int AllocRejCode_OTHER_99 = 99;
  490. const char EmailType_NEW = '0';
  491. const char EmailType_REPLY = '1';
  492. const char EmailType_ADMIN_REPLY = '2';
  493. const char ExDestination_NONE = '0';
  494. const char ExDestination_POSIT = '4';
  495. const int CxlRejReason_TOO_LATE_TO_CANCEL = 0;
  496. const int CxlRejReason_UNKNOWN_ORDER = 1;
  497. const int CxlRejReason_BROKER_OPTION = 2;
  498. const int CxlRejReason_ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS = 3;
  499. const int CxlRejReason_DUPLICATE_CLORDID_RECEIVED = 6;
  500. const int CxlRejReason_ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER = 5;
  501. const int CxlRejReason_UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST = 4;
  502. const int CxlRejReason_BROKER = 2;
  503. const int CxlRejReason_ORIGORDMODTIME = 5;
  504. const int CxlRejReason_DUPLICATE_CLORDID = 6;
  505. const int CxlRejReason_OTHER = 99;
  506. const int CxlRejReason_INVALID_PRICE_INCREMENT = 18;
  507. const int CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE = 7;
  508. const int CxlRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 8;
  509. const int OrdRejReason_BROKER_OPTION = 0;
  510. const int OrdRejReason_UNKNOWN_SYMBOL = 1;
  511. const int OrdRejReason_EXCHANGE_CLOSED = 2;
  512. const int OrdRejReason_ORDER_EXCEEDS_LIMIT = 3;
  513. const int OrdRejReason_TOO_LATE_TO_ENTER = 4;
  514. const int OrdRejReason_UNKNOWN_ORDER = 5;
  515. const int OrdRejReason_DUPLICATE_ORDER = 6;
  516. const int OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER = 7;
  517. const int OrdRejReason_STALE_ORDER = 8;
  518. const int OrdRejReason_TRADE_ALONG_REQUIRED = 9;
  519. const int OrdRejReason_INVALID_INVESTOR_ID = 10;
  520. const int OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11;
  521. const int OrdRejReason_SURVEILLENCE_OPTION = 12;
  522. const int OrdRejReason_BROKER = 0;
  523. const int OrdRejReason_UNSUPPORTED_ORDER_CHARACTERISTIC12_SURVEILLENCE_OPTION = 11;
  524. const int OrdRejReason_INCORRECT_QUANTITY = 13;
  525. const int OrdRejReason_INCORRECT_ALLOCATED_QUANTITY = 14;
  526. const int OrdRejReason_UNKNOWN_ACCOUNT = 15;
  527. const int OrdRejReason_OTHER = 99;
  528. const int OrdRejReason_INVALID_PRICE_INCREMENT = 18;
  529. const int OrdRejReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 16;
  530. const char IOIQualifier_ALL_OR_NONE = 'A';
  531. const char IOIQualifier_AT_THE_CLOSE = 'C';
  532. const char IOIQualifier_IN_TOUCH_WITH = 'I';
  533. const char IOIQualifier_LIMIT = 'L';
  534. const char IOIQualifier_MORE_BEHIND = 'M';
  535. const char IOIQualifier_AT_THE_OPEN = 'O';
  536. const char IOIQualifier_TAKING_A_POSITION = 'P';
  537. const char IOIQualifier_CURRENT_QUOTE = 'Q';
  538. const char IOIQualifier_PORTFOLIO_SHOW_N = 'S';
  539. const char IOIQualifier_THROUGH_THE_DAY = 'T';
  540. const char IOIQualifier_VERSUS = 'V';
  541. const char IOIQualifier_INDICATION = 'W';
  542. const char IOIQualifier_CROSSING_OPPORTUNITY = 'X';
  543. const char IOIQualifier_AT_THE_MARKET = 'Q';
  544. const char IOIQualifier_AT_THE_MIDPOINT = 'Y';
  545. const char IOIQualifier_PRE_OPEN = 'Z';
  546. const char IOIQualifier_READY_TO_TRADE = 'R';
  547. const char IOIQualifier_PORTFOLIO_SHOWN = 'S';
  548. const char IOIQualifier_VWAP = 'D';
  549. const char IOIQualifier_MARKET_ON_CLOSE = 'B';
  550. const char IOIQualifier_INDIDCATION = 'W';
  551. const char ReportToExch_NO = 'N';
  552. const char ReportToExch_YES = 'Y';
  553. const char LocateReqd_NO = 'N';
  554. const char LocateReqd_YES = 'Y';
  555. const char ForexReq_NO = 'N';
  556. const char ForexReq_YES = 'Y';
  557. const char CxlType_FULL_REMAINING_QUANTITY = 'F';
  558. const char CxlType_PARTIAL_CANCEL = 'P';
  559. const char DKReason_UNKNOWN_SYMBOL = 'A';
  560. const char DKReason_WRONG_SIDE = 'B';
  561. const char DKReason_QUANTITY_EXCEEDS_ORDER = 'C';
  562. const char DKReason_NO_MATCHING_ORDER = 'D';
  563. const char DKReason_PRICE_EXCEEDS_LIMIT = 'E';
  564. const char DKReason_OTHER = 'Z';
  565. const char DKReason_CALCULATION_DIFFERENCE = 'F';
  566. const char IOINaturalFlag_NO = 'N';
  567. const char IOINaturalFlag_YES = 'Y';
  568. const char MiscFeeType_REGULATORY[] = "1";
  569. const char MiscFeeType_TAX[] = "2";
  570. const char MiscFeeType_LOCAL_COMMISSION[] = "3";
  571. const char MiscFeeType_EXCHANGE_FEES[] = "4";
  572. const char MiscFeeType_STAMP[] = "5";
  573. const char MiscFeeType_LEVY[] = "6";
  574. const char MiscFeeType_OTHER[] = "7";
  575. const char MiscFeeType_MARKUP[] = "8";
  576. const char MiscFeeType_CONSUMPTION_TAX[] = "9";
  577. const char MiscFeeType_PER_TRANSACTION[] = "10";
  578. const char MiscFeeType_CONVERSION[] = "11";
  579. const char MiscFeeType_AGENT[] = "12";
  580. const char MiscFeeType_TRANSFER_FEE[] = "13";
  581. const char MiscFeeType_SECURITY_LENDING[] = "14";
  582. const char ExecType_NEW = '0';
  583. const char ExecType_PARTIAL_FILL = '1';
  584. const char ExecType_FILL = '2';
  585. const char ExecType_DONE_FOR_DAY = '3';
  586. const char ExecType_CANCELLED = '4';
  587. const char ExecType_REPLACE = '5';
  588. const char ExecType_PENDING_CANCEL_REPLACE = '6';
  589. const char ExecType_STOPPED = '7';
  590. const char ExecType_REJECTED = '8';
  591. const char ExecType_SUSPENDED = '9';
  592. const char ExecType_PENDING_NEW = 'A';
  593. const char ExecType_CALCULATED = 'B';
  594. const char ExecType_EXPIRED = 'C';
  595. const char ExecType_CANCELED = '4';
  596. const char ExecType_PENDING_CANCEL = '6';
  597. const char ExecType_RESTATED = 'D';
  598. const char ExecType_PENDING_REPLACE = 'E';
  599. const char ExecType_TRADE = 'F';
  600. const char ExecType_TRADE_CORRECT = 'G';
  601. const char ExecType_TRADE_CANCEL = 'H';
  602. const char ExecType_ORDER_STATUS = 'I';
  603. const char ExecType_REPLACED = '5';
  604. const char ExecType_TRADE_IN_A_CLEARING_HOLD = 'J';
  605. const char ExecType_TRADE_HAS_BEEN_RELEASED_TO_CLEARING = 'K';
  606. const char ExecType_TRIGGERED_OR_ACTIVATED_BY_SYSTEM = 'L';
  607. const char SettlCurrFxRateCalc_MULTIPLY = 'M';
  608. const char SettlCurrFxRateCalc_DIVIDE = 'D';
  609. const char SettlInstMode_DEFAULT = '0';
  610. const char SettlInstMode_STANDING_INSTRUCTIONS_PROVIDED = '1';
  611. const char SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING = '2';
  612. const char SettlInstMode_SPECIFIC_ALLOCATION_ACCOUNT_STANDING = '3';
  613. const char SettlInstMode_SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT = '4';
  614. const char SettlInstMode_REQUEST_REJECT = '5';
  615. const char SettlInstTransType_CANCEL = 'C';
  616. const char SettlInstTransType_NEW = 'N';
  617. const char SettlInstTransType_REPLACE = 'R';
  618. const char SettlInstTransType_RESTATE = 'T';
  619. const char SettlInstSource_BROKERS_INSTRUCTIONS = '1';
  620. const char SettlInstSource_INSTITUTIONS_INSTRUCTIONS = '2';
  621. const char SettlInstSource_INVESTOR = '3';
  622. const char SettlLocation_CEDEL[] = "CED";
  623. const char SettlLocation_DEPOSITORY_TRUST_COMPANY[] = "DTC";
  624. const char SettlLocation_EUROCLEAR[] = "EUR";
  625. const char SettlLocation_FEDERAL_BOOK_ENTRY[] = "FED";
  626. const char SettlLocation_LOCAL_MARKET_SETTLE_LOCATION[] = "ISO Country Code";
  627. const char SettlLocation_PHYSICAL[] = "PNY";
  628. const char SettlLocation_PARTICIPANT_TRUST_COMPANY[] = "PTC";
  629. const char SecurityType_BANKERS_ACCEPTANCE[] = "BA";
  630. const char SecurityType_CERTIFICATE_OF_DEPOSIT[] = "CD";
  631. const char SecurityType_COLLATERALIZE_MORTGAGE_OBLIGATION[] = "CMO";
  632. const char SecurityType_CORPORATE_BOND[] = "CORP";
  633. const char SecurityType_COMMERCIAL_PAPER[] = "CP";
  634. const char SecurityType_CORPORATE_PRIVATE_PLACEMENT[] = "CPP";
  635. const char SecurityType_COMMON_STOCK[] = "CS";
  636. const char SecurityType_FEDERAL_HOUSING_AUTHORITY[] = "FHA";
  637. const char SecurityType_FEDERAL_HOME_LOAN[] = "FHL";
  638. const char SecurityType_FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION[] = "FN";
  639. const char SecurityType_FOREIGN_EXCHANGE_CONTRACT[] = "FOR";
  640. const char SecurityType_FUTURE[] = "FUT";
  641. const char SecurityType_GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION[] = "GN";
  642. const char SecurityType_TREASURIES_PLUS_AGENCY_DEBENTURE[] = "GOVT";
  643. const char SecurityType_MUTUAL_FUND[] = "MF";
  644. const char SecurityType_MORTGAGE_INTEREST_ONLY[] = "MIO";
  645. const char SecurityType_MORTGAGE_PRINCIPLE_ONLY[] = "MPO";
  646. const char SecurityType_MORTGAGE_PRIVATE_PLACEMENT[] = "MPP";
  647. const char SecurityType_MISCELLANEOUS_PASS_THRU[] = "MPT";
  648. const char SecurityType_MUNICIPAL_BOND[] = "MUNI";
  649. const char SecurityType_NO_ISITC_SECURITY_TYPE[] = "NONE";
  650. const char SecurityType_OPTION[] = "OPT";
  651. const char SecurityType_PREFERRED_STOCK[] = "PS";
  652. const char SecurityType_REPURCHASE_AGREEMENT[] = "RP";
  653. const char SecurityType_REVERSE_REPURCHASE_AGREEMENT[] = "RVRP";
  654. const char SecurityType_STUDENT_LOAN_MARKETING_ASSOCIATION[] = "SL";
  655. const char SecurityType_TIME_DEPOSIT[] = "TD";
  656. const char SecurityType_US_TREASURY_BILL[] = "USTB";
  657. const char SecurityType_WARRANT[] = "WAR";
  658. const char SecurityType_CATS_TIGERS_LIONS[] = "ZOO";
  659. const char SecurityType_WILDCARD_ENTRY[] = "WLD";
  660. const char SecurityType_CONVERTIBLE_BOND[] = "CB";
  661. const char SecurityType_MORTGAGE_IOETTE[] = "IET";
  662. const char SecurityType_MORTGAGE_PRINCIPAL_ONLY[] = "MPO";
  663. const char SecurityType_VARIABLE_RATE_DEMAND_NOTE[] = "VRDN";
  664. const char SecurityType_PLAZOS_FIJOS[] = "PZFJ";
  665. const char SecurityType_PROMISSORY_NOTE[] = "PN";
  666. const char SecurityType_OVERNIGHT[] = "ONITE";
  667. const char SecurityType_MEDIUM_TERM_NOTES[] = "MTN";
  668. const char SecurityType_TAX_EXEMPT_COMMERCIAL_PAPER[] = "TECP";
  669. const char SecurityType_AMENDED_RESTATED[] = "AMENDED";
  670. const char SecurityType_BRIDGE_LOAN[] = "BRIDGE";
  671. const char SecurityType_LETTER_OF_CREDIT[] = "LOFC";
  672. const char SecurityType_SWING_LINE_FACILITY[] = "SWING";
  673. const char SecurityType_DEBTOR_IN_POSSESSION[] = "DINP";
  674. const char SecurityType_DEFAULTED[] = "DEFLTED";
  675. const char SecurityType_WITHDRAWN[] = "WITHDRN";
  676. const char SecurityType_LIQUIDITY_NOTE[] = "LQN";
  677. const char SecurityType_MATURED[] = "MATURED";
  678. const char SecurityType_DEPOSIT_NOTES[] = "DN";
  679. const char SecurityType_RETIRED[] = "RETIRED";
  680. const char SecurityType_BANK_NOTES[] = "BN";
  681. const char SecurityType_BILL_OF_EXCHANGES[] = "BOX";
  682. const char SecurityType_CALL_LOANS[] = "CL";
  683. const char SecurityType_REPLACED[] = "REPLACD";
  684. const char SecurityType_MANDATORY_TENDER[] = "MT";
  685. const char SecurityType_REVOLVER_TERM_LOAN[] = "RVLVTRM";
  686. const char SecurityType_SHORT_TERM_LOAN_NOTE[] = "STN";
  687. const char SecurityType_MISCELLANEOUS_PASS_THROUGH[] = "MPT";
  688. const char SecurityType_TO_BE_ANNOUNCED[] = "TBA";
  689. const char SecurityType_OTHER_ANTICIPATION_NOTES_BAN_GAN_ETC[] = "AN";
  690. const char SecurityType_CERTIFICATE_OF_PARTICIPATION[] = "COFP";
  691. const char SecurityType_MORTGAGE_BACKED_SECURITIES[] = "MBS";
  692. const char SecurityType_REVENUE_BONDS[] = "REV";
  693. const char SecurityType_SPECIAL_ASSESSMENT[] = "SPCLA";
  694. const char SecurityType_SPECIAL_OBLIGATION[] = "SPCLO";
  695. const char SecurityType_SPECIAL_TAX[] = "SPCLT";
  696. const char SecurityType_TAX_ANTICIPATION_NOTE[] = "TAN";
  697. const char SecurityType_TAX_ALLOCATION[] = "TAXA";
  698. const char SecurityType_CERTIFICATE_OF_OBLIGATION[] = "COFO";
  699. const char SecurityType_GENERAL_OBLIGATION_BONDS[] = "GO";
  700. const char SecurityType_MULTI_LEG_INSTRUMENT[] = "MLEG";
  701. const char SecurityType_TAX_REVENUE_ANTICIPATION_NOTE[] = "TRAN";
  702. const char SecurityType_NO_SECURITY_TYPE[] = "NONE";
  703. const char SecurityType_EXTENDED_COMM_NOTE[] = "XCN";
  704. const char SecurityType_AGENCY_POOLS[] = "POOL";
  705. const char SecurityType_ASSET_BACKED_SECURITIES[] = "ABS";
  706. const char SecurityType_CORP_MORTGAGE_BACKED_SECURITIES[] = "CMBS";
  707. const char SecurityType_COLLATERALIZED_MORTGAGE_OBLIGATION[] = "CMO";
  708. const char SecurityType_IOETTE_MORTGAGE[] = "IET";
  709. const char SecurityType_REVENUE_ANTICIPATION_NOTE[] = "RAN";
  710. const char SecurityType_REVOLVER_LOAN[] = "RVLV";
  711. const char SecurityType_FEDERAL_AGENCY_COUPON[] = "FAC";
  712. const char SecurityType_FEDERAL_AGENCY_DISCOUNT_NOTE[] = "FADN";
  713. const char SecurityType_PRIVATE_EXPORT_FUNDING[] = "PEF";
  714. const char SecurityType_DUAL_CURRENCY[] = "DUAL";
  715. const char SecurityType_INDEXED_LINKED[] = "XLINKD";
  716. const char SecurityType_YANKEE_CORPORATE_BOND[] = "YANK";
  717. const char SecurityType_BRADY_BOND[] = "BRADY";
  718. const char SecurityType_US_TREASURY_BOND[] = "TBOND";
  719. const char SecurityType_INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE[] = "TINT";
  720. const char SecurityType_TREASURY_INFLATION_PROTECTED_SECURITIES[] = "TIPS";
  721. const char SecurityType_PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE[] = "TCAL";
  722. const char SecurityType_PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE[] = "TPRN";
  723. const char SecurityType_US_TREASURY_NOTE_BOND[] = "UST";
  724. const char SecurityType_TERM_LOAN[] = "TERM";
  725. const char SecurityType_STRUCTURED_NOTES[] = "STRUCT";
  726. const char SecurityType_EURO_SUPRANATIONAL_COUPONS[] = "EUSUPRA";
  727. const char SecurityType_USD_SUPRANATIONAL_COUPONS[] = "SUPRA";
  728. const char SecurityType_EURO_CORPORATE_BOND[] = "EUCORP";
  729. const char SecurityType_EURO_SOVEREIGNS[] = "EUSOV";
  730. const char SecurityType_US_TREASURY_NOTE_UST[] = "UST";
  731. const char SecurityType_US_TREASURY_BILL_USTB[] = "USTB";
  732. const char SecurityType_US_TREASURY_NOTE_TNOTE[] = "TNOTE";
  733. const char SecurityType_US_TREASURY_BILL_TBILL[] = "TBILL";
  734. const char SecurityType_REPURCHASE[] = "REPO";
  735. const char SecurityType_FORWARD[] = "FORWARD";
  736. const char SecurityType_BUY_SELLBACK[] = "BUYSELL";
  737. const char SecurityType_SECURITIES_LOAN[] = "SECLOAN";
  738. const char SecurityType_SECURITIES_PLEDGE[] = "SECPLEDGE";
  739. const char SecurityType_EURO_CERTIFICATE_OF_DEPOSIT[] = "EUCD";
  740. const char SecurityType_EURO_COMMERCIAL_PAPER[] = "EUCP";
  741. const char SecurityType_YANKEE_CERTIFICATE_OF_DEPOSIT[] = "YCD";
  742. const char SecurityType_PFANDBRIEFE[] = "PFAND";
  743. const char SecurityType_OTHER_ANTICIPATION_NOTES[] = "AN";
  744. const char SecurityType_MULTILEG_INSTRUMENT[] = "MLEG";
  745. const char SecurityType_OPTIONS_ON_FUTURES[] = "OOF";
  746. const char SecurityType_OPTIONS_ON_PHYSICAL[] = "OOP";
  747. const char SecurityType_CASH[] = "CASH";
  748. const char SecurityType_EURO_CORPORATE_FLOATING_RATE_NOTES[] = "EUFRN";
  749. const char SecurityType_US_CORPORATE_FLOATING_RATE_NOTES[] = "FRN";
  750. const char SecurityType_CREDIT_DEFAULT_SWAP[] = "CDS";
  751. const char SecurityType_INTEREST_RATE_SWAP[] = "IRS";
  752. const char SecurityType_OPTIONS_ON_COMBO[] = "OOC";
  753. const char SecurityType_CANADIAN_TREASURY_NOTES[] = "CAN";
  754. const char SecurityType_CANADIAN_TREASURY_BILLS[] = "CTB";
  755. const char SecurityType_CANADIAN_PROVINCIAL_BONDS[] = "PROV";
  756. const char SecurityType_TREASURY_BILL[] = "TB";
  757. const char SecurityType_BANK_DEPOSITORY_NOTE[] = "BDN";
  758. const char SecurityType_CANADIAN_MONEY_MARKETS[] = "CAMM";
  759. const char SecurityType_SECURED_LIQUIDITY_NOTE[] = "SLQN";
  760. const char SecurityType_TERM_LIQUIDITY_NOTE[] = "TLQN";
  761. const char SecurityType_CANADIAN_MORTGAGE_BONDS[] = "CMB";
  762. const char SecurityType_TAXABLE_MUNICIPAL_CP[] = "TMCP";
  763. const char SecurityType_WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST[] = "?";
  764. const char SecurityType_NON_DELIVERABLE_FORWARD[] = "FXNDF";
  765. const char SecurityType_FX_SPOT[] = "FXSPOT";
  766. const char SecurityType_FX_FORWARD[] = "FXFWD";
  767. const char SecurityType_FX_SWAP[] = "FXSWAP";
  768. const int StandInstDbType_OTHER = 0;
  769. const int StandInstDbType_DTC_SID = 1;
  770. const int StandInstDbType_THOMSON_ALERT = 2;
  771. const int StandInstDbType_A_GLOBAL_CUSTODIAN = 3;
  772. const int StandInstDbType_ACCOUNTNET = 4;
  773. const int SettlDeliveryType_FREE = 1;
  774. const int SettlDeliveryType_VERSUS_PAYMENT = 0;
  775. const int SettlDeliveryType_VERSUS_PAYMENT_DELIVER = 0;
  776. const int SettlDeliveryType_FREE_DELIVER = 1;
  777. const int SettlDeliveryType_TRI_PARTY = 2;
  778. const int SettlDeliveryType_HOLD_IN_CUSTODY = 3;
  779. const int AllocLinkType_F_X_NETTING = 0;
  780. const int AllocLinkType_F_X_SWAP = 1;
  781. const int AllocLinkType_FX_NETTING = 0;
  782. const int AllocLinkType_FX_SWAP = 1;
  783. const int PutOrCall_PUT = 0;
  784. const int PutOrCall_CALL = 1;
  785. const int CoveredOrUncovered_COVERED = 0;
  786. const int CoveredOrUncovered_UNCOVERED = 1;
  787. const int CustomerOrFirm_CUSTOMER = 0;
  788. const int CustomerOrFirm_FIRM = 1;
  789. const char NotifyBrokerOfCredit_NO = 'N';
  790. const char NotifyBrokerOfCredit_YES = 'Y';
  791. const int AllocHandlInst_MATCH = 1;
  792. const int AllocHandlInst_FORWARD = 2;
  793. const int AllocHandlInst_FORWARD_AND_MATCH = 3;
  794. const char SettlType_REGULAR[] = "0";
  795. const char SettlType_CASH[] = "1";
  796. const char SettlType_NEXT_DAY[] = "2";
  797. const char SettlType_T_PLUS_2[] = "3";
  798. const char SettlType_T_PLUS_3[] = "4";
  799. const char SettlType_T_PLUS_4[] = "5";
  800. const char SettlType_FUTURE[] = "6";
  801. const char SettlType_WHEN_AND_IF_ISSUED[] = "7";
  802. const char SettlType_SELLERS_OPTION[] = "8";
  803. const char SettlType_T_PLUS_5[] = "9";
  804. const char SettlType_BROKEN_DATE[] = "B";
  805. const char SettlType_FX_SPOT_NEXT_SETTLEMENT[] = "C";
  806. const int RoutingType_TARGET_FIRM = 1;
  807. const int RoutingType_TARGET_LIST = 2;
  808. const int RoutingType_BLOCK_FIRM = 3;
  809. const int RoutingType_BLOCK_LIST = 4;
  810. const char Benchmark_CURVE = '1';
  811. const char Benchmark_5_YR = '2';
  812. const char Benchmark_OLD_5 = '3';
  813. const char Benchmark_10_YR = '4';
  814. const char Benchmark_OLD_10 = '5';
  815. const char Benchmark_30_YR = '6';
  816. const char Benchmark_OLD_30 = '7';
  817. const char Benchmark_3_MO_LIBOR = '8';
  818. const char Benchmark_6_MO_LIBOR = '9';
  819. const char SubscriptionRequestType_SNAPSHOT = '0';
  820. const char SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES = '1';
  821. const char SubscriptionRequestType_DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST = '2';
  822. const int MDUpdateType_FULL_REFRESH = 0;
  823. const int MDUpdateType_INCREMENTAL_REFRESH = 1;
  824. const char AggregatedBook_NO = 'N';
  825. const char AggregatedBook_YES = 'Y';
  826. const char MDEntryType_BID = '0';
  827. const char MDEntryType_OFFER = '1';
  828. const char MDEntryType_TRADE = '2';
  829. const char MDEntryType_INDEX_VALUE = '3';
  830. const char MDEntryType_OPENING_PRICE = '4';
  831. const char MDEntryType_CLOSING_PRICE = '5';
  832. const char MDEntryType_SETTLEMENT_PRICE = '6';
  833. const char MDEntryType_TRADING_SESSION_HIGH_PRICE = '7';
  834. const char MDEntryType_TRADING_SESSION_LOW_PRICE = '8';
  835. const char MDEntryType_TRADING_SESSION_VWAP_PRICE = '9';
  836. const char MDEntryType_IMBALANCE = 'A';
  837. const char MDEntryType_TRADE_VOLUME = 'B';
  838. const char MDEntryType_OPEN_INTEREST = 'C';
  839. const char MDEntryType_COMPOSITE_UNDERLYING_PRICE = 'D';
  840. const char MDEntryType_SIMULATED_SELL_PRICE = 'E';
  841. const char MDEntryType_SIMULATED_BUY_PRICE = 'F';
  842. const char MDEntryType_MARGIN_RATE = 'G';
  843. const char MDEntryType_MID_PRICE = 'H';
  844. const char MDEntryType_EMPTY_BOOK = 'J';
  845. const char MDEntryType_SETTLE_HIGH_PRICE = 'K';
  846. const char MDEntryType_SETTLE_LOW_PRICE = 'L';
  847. const char MDEntryType_PRIOR_SETTLE_PRICE = 'M';
  848. const char MDEntryType_SESSION_HIGH_BID = 'N';
  849. const char MDEntryType_SESSION_LOW_OFFER = 'O';
  850. const char MDEntryType_EARLY_PRICES = 'P';
  851. const char MDEntryType_AUCTION_CLEARING_PRICE = 'Q';
  852. const char MDEntryType_SWAP_VALUE_FACTOR = 'S';
  853. const char MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'R';
  854. const char MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS = 'T';
  855. const char MDEntryType_DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'U';
  856. const char MDEntryType_CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS = 'V';
  857. const char MDEntryType_RECOVERY_RATE = 'Y';
  858. const char MDEntryType_RECOVERY_RATE_FOR_LONG = 'Z';
  859. const char MDEntryType_RECOVERY_RATE_FOR_SHORT = 'a';
  860. const char MDEntryType_FIXING_PRICE = 'W';
  861. const char MDEntryType_CASH_RATE = 'X';
  862. const char TickDirection_PLUS_TICK = '0';
  863. const char TickDirection_ZERO_PLUS_TICK = '1';
  864. const char TickDirection_MINUS_TICK = '2';
  865. const char TickDirection_ZERO_MINUS_TICK = '3';
  866. const char QuoteCondition_OPEN[] = "A";
  867. const char QuoteCondition_CLOSED[] = "B";
  868. const char QuoteCondition_EXCHANGE_BEST[] = "C";
  869. const char QuoteCondition_CONSOLIDATED_BEST[] = "D";
  870. const char QuoteCondition_LOCKED[] = "E";
  871. const char QuoteCondition_CROSSED[] = "F";
  872. const char QuoteCondition_DEPTH[] = "G";
  873. const char QuoteCondition_FAST_TRADING[] = "H";
  874. const char QuoteCondition_NON_FIRM[] = "I";
  875. const char QuoteCondition_OPEN_ACTIVE[] = "A";
  876. const char QuoteCondition_CLOSED_INACTIVE[] = "B";
  877. const char QuoteCondition_MANUAL_SLOW_QUOTE[] = "L";
  878. const char QuoteCondition_OUTRIGHT_PRICE[] = "J";
  879. const char QuoteCondition_IMPLIED_PRICE[] = "K";
  880. const char QuoteCondition_DEPTH_ON_OFFER[] = "M";
  881. const char QuoteCondition_DEPTH_ON_BID[] = "N";
  882. const char QuoteCondition_CLOSING[] = "O";
  883. const char QuoteCondition_NEWS_DISSEMINATION[] = "P";
  884. const char QuoteCondition_TRADING_RANGE[] = "Q";
  885. const char QuoteCondition_ORDER_INFLUX[] = "R";
  886. const char QuoteCondition_DUE_TO_RELATED[] = "S";
  887. const char QuoteCondition_NEWS_PENDING[] = "T";
  888. const char QuoteCondition_ADDITIONAL_INFO[] = "U";
  889. const char QuoteCondition_ADDITIONAL_INFO_DUE_TO_RELATED[] = "V";
  890. const char QuoteCondition_RESUME[] = "W";
  891. const char QuoteCondition_VIEW_OF_COMMON[] = "X";
  892. const char QuoteCondition_VOLUME_ALERT[] = "Y";
  893. const char QuoteCondition_ORDER_IMBALANCE[] = "Z";
  894. const char QuoteCondition_EQUIPMENT_CHANGEOVER[] = "a";
  895. const char QuoteCondition_NO_OPEN[] = "b";
  896. const char QuoteCondition_REGULAR_ETH[] = "c";
  897. const char QuoteCondition_AUTOMATIC_EXECUTION[] = "d";
  898. const char QuoteCondition_AUTOMATIC_EXECUTION_ETH[] = "e";
  899. const char QuoteCondition_FAST_MARKET_ETH[] = "f ";
  900. const char QuoteCondition_INACTIVE_ETH[] = "g";
  901. const char QuoteCondition_ROTATION[] = "h";
  902. const char QuoteCondition_ROTATION_ETH[] = "i";
  903. const char QuoteCondition_HALT[] = "j";
  904. const char QuoteCondition_HALT_ETH[] = "k";
  905. const char QuoteCondition_DUE_TO_NEWS_DISSEMINATION[] = "l";
  906. const char QuoteCondition_DUE_TO_NEWS_PENDING[] = "m";
  907. const char QuoteCondition_TRADING_RESUME[] = "n";
  908. const char QuoteCondition_OUT_OF_SEQUENCE[] = "o";
  909. const char QuoteCondition_BID_SPECIALIST[] = "p";
  910. const char QuoteCondition_OFFER_SPECIALIST[] = "q";
  911. const char QuoteCondition_BID_OFFER_SPECIALIST[] = "r";
  912. const char QuoteCondition_END_OF_DAY_SAM[] = "s";
  913. const char QuoteCondition_FORBIDDEN_SAM[] = "t";
  914. const char QuoteCondition_FROZEN_SAM[] = "u";
  915. const char QuoteCondition_PREOPENING_SAM[] = "v";
  916. const char QuoteCondition_OPENING_SAM[] = "w";
  917. const char QuoteCondition_OPEN_SAM[] = "x";
  918. const char QuoteCondition_SURVEILLANCE_SAM[] = "y";
  919. const char QuoteCondition_SUSPENDED_SAM[] = "z";
  920. const char QuoteCondition_RESERVED_SAM[] = "0";
  921. const char QuoteCondition_NO_ACTIVE_SAM[] = "1";
  922. const char QuoteCondition_RESTRICTED[] = "2";
  923. const char QuoteCondition_REST_OF_BOOK_VWAP[] = "3";
  924. const char QuoteCondition_BETTER_PRICES_IN_CONDITIONAL_ORDERS[] = "4";
  925. const char QuoteCondition_MEDIAN_PRICE[] = "5";
  926. const char QuoteCondition_FULL_CURVE[] = "6";
  927. const char QuoteCondition_FLAT_CURVE[] = "7";
  928. const char TradeCondition_CASH[] = "A";
  929. const char TradeCondition_AVERAGE_PRICE_TRADE[] = "B";
  930. const char TradeCondition_CASH_TRADE[] = "C";
  931. const char TradeCondition_NEXT_DAY[] = "D";
  932. const char TradeCondition_OPENING[] = "E";
  933. const char TradeCondition_INTRADAY_TRADE_DETAIL[] = "F";
  934. const char TradeCondition_RULE_127_TRADE[] = "G";
  935. const char TradeCondition_RULE_155_TRADE[] = "H";
  936. const char TradeCondition_SOLD_LAST[] = "I";
  937. const char TradeCondition_NEXT_DAY_TRADE[] = "J";
  938. const char TradeCondition_OPENED[] = "K";
  939. const char TradeCondition_SELLER[] = "L";
  940. const char TradeCondition_SOLD[] = "M";
  941. const char TradeCondition_STOPPED_STOCK[] = "N";
  942. const char TradeCondition_IMBALANCE_MORE_BUYERS[] = "P";
  943. const char TradeCondition_IMBALANCE_MORE_SELLERS[] = "Q";
  944. const char TradeCondition_OPENING_PRICE[] = "R";
  945. const char TradeCondition_OPENING_REOPENING_TRADE_DETAIL[] = "E";
  946. const char TradeCondition_BARGAIN_CONDITION[] = "S";
  947. const char TradeCondition_CONVERTED_PRICE_INDICATOR[] = "T";
  948. const char TradeCondition_EXCHANGE_LAST[] = "U";
  949. const char TradeCondition_FINAL_PRICE_OF_SESSION[] = "V";
  950. const char TradeCondition_EX_PIT[] = "W";
  951. const char TradeCondition_CROSSED_X[] = "X";
  952. const char TradeCondition_TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE[] = "Y";
  953. const char TradeCondition_TRADES_RESULTING_FROM_INTERMARKET_SWEEP[] = "Z";
  954. const char TradeCondition_VOLUME_ONLY[] = "a";
  955. const char TradeCondition_DIRECT_PLUS[] = "b";
  956. const char TradeCondition_ACQUISITION[] = "c";
  957. const char TradeCondition_BUNCHED[] = "d";
  958. const char TradeCondition_DISTRIBUTION[] = "e";
  959. const char TradeCondition_BUNCHED_SALE[] = "f";
  960. const char TradeCondition_SPLIT_TRADE[] = "g";
  961. const char TradeCondition_CANCEL_STOPPED[] = "h";
  962. const char TradeCondition_CANCEL_ETH[] = "i";
  963. const char TradeCondition_CANCEL_STOPPED_ETH[] = "j";
  964. const char TradeCondition_OUT_OF_SEQUENCE_ETH[] = "k";
  965. const char TradeCondition_CANCEL_LAST_ETH[] = "l";
  966. const char TradeCondition_SOLD_LAST_SALE_ETH[] = "m";
  967. const char TradeCondition_CANCEL_LAST[] = "n";
  968. const char TradeCondition_SOLD_LAST_SALE[] = "o";
  969. const char TradeCondition_CANCEL_OPEN[] = "p";
  970. const char TradeCondition_CANCEL_OPEN_ETH[] = "q";
  971. const char TradeCondition_OPENED_SALE_ETH[] = "r";
  972. const char TradeCondition_CANCEL_ONLY[] = "s";
  973. const char TradeCondition_CANCEL_ONLY_ETH[] = "t";
  974. const char TradeCondition_LATE_OPEN_ETH[] = "u";
  975. const char TradeCondition_AUTO_EXECUTION_ETH[] = "v";
  976. const char TradeCondition_REOPEN[] = "w";
  977. const char TradeCondition_REOPEN_ETH[] = "x";
  978. const char TradeCondition_ADJUSTED[] = "y";
  979. const char TradeCondition_ADJUSTED_ETH[] = "z";
  980. const char TradeCondition_SPREAD[] = "AA";
  981. const char TradeCondition_SPREAD_ETH[] = "AB";
  982. const char TradeCondition_STRADDLE[] = "AC";
  983. const char TradeCondition_STRADDLE_ETH[] = "AD";
  984. const char TradeCondition_STOPPED[] = "AE";
  985. const char TradeCondition_STOPPED_ETH[] = "AF";
  986. const char TradeCondition_REGULAR_ETH[] = "AG";
  987. const char TradeCondition_COMBO[] = "AH";
  988. const char TradeCondition_COMBO_ETH[] = "AI";
  989. const char TradeCondition_OFFICIAL_CLOSING_PRICE[] = "AJ";
  990. const char TradeCondition_PRIOR_REFERENCE_PRICE[] = "AK";
  991. const char TradeCondition_CANCEL[] = "0";
  992. const char TradeCondition_STOPPED_SOLD_LAST[] = "AL";
  993. const char TradeCondition_STOPPED_OUT_OF_SEQUENCE[] = "AM";
  994. const char TradeCondition_OFFICAL_CLOSING_PRICE[] = "AN";
  995. const char TradeCondition_CROSSED_AO[] = "AO";
  996. const char TradeCondition_FAST_MARKET[] = "AP";
  997. const char TradeCondition_AUTOMATIC_EXECUTION[] = "AQ";
  998. const char TradeCondition_FORM_T[] = "AR";
  999. const char TradeCondition_BASKET_INDEX[] = "AS";
  1000. const char TradeCondition_BURST_BASKET[] = "AT";
  1001. const char TradeCondition_OUTSIDE_SPREAD[] = "AV";
  1002. const char TradeCondition_IMPLIED_TRADE[] = "1";
  1003. const char TradeCondition_MARKETPLACE_ENTERED_TRADE[] = "2";
  1004. const char TradeCondition_MULT_ASSET_CLASS_MULTILEG_TRADE[] = "3";
  1005. const char TradeCondition_MULTILEG_TO_MULTILEG_TRADE[] = "4";
  1006. const char MDUpdateAction_NEW = '0';
  1007. const char MDUpdateAction_CHANGE = '1';
  1008. const char MDUpdateAction_DELETE = '2';
  1009. const char MDUpdateAction_DELETE_THRU = '3';
  1010. const char MDUpdateAction_DELETE_FROM = '4';
  1011. const char MDUpdateAction_OVERLAY = '5';
  1012. const char MDReqRejReason_UNKNOWN_SYMBOL = '0';
  1013. const char MDReqRejReason_DUPLICATE_MDREQID = '1';
  1014. const char MDReqRejReason_INSUFFICIENT_BANDWIDTH = '2';
  1015. const char MDReqRejReason_INSUFFICIENT_PERMISSIONS = '3';
  1016. const char MDReqRejReason_UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE = '4';
  1017. const char MDReqRejReason_UNSUPPORTED_MARKETDEPTH = '5';
  1018. const char MDReqRejReason_UNSUPPORTED_MDUPDATETYPE = '6';
  1019. const char MDReqRejReason_UNSUPPORTED_AGGREGATEDBOOK = '7';
  1020. const char MDReqRejReason_UNSUPPORTED_MDENTRYTYPE = '8';
  1021. const char MDReqRejReason_UNSUPPORTED_MDIMPLICITDELETE = 'C';
  1022. const char MDReqRejReason_UNSUPPORTED_OPENCLOSESETTLEFLAG = 'B';
  1023. const char MDReqRejReason_UNSUPPORTED_SCOPE = 'A';
  1024. const char MDReqRejReason_UNSUPPORTED_TRADINGSESSIONID = '9';
  1025. const char MDReqRejReason_INSUFFICIENT_CREDIT = 'D';
  1026. const char DeleteReason_CANCELATION = '0';
  1027. const char DeleteReason_ERROR = '1';
  1028. const char DeleteReason_CANCELLATION = '0';
  1029. const char OpenCloseSettleFlag_DAILY_OPEN = '0';
  1030. const char OpenCloseSettleFlag_SESSION_OPEN = '1';
  1031. const char OpenCloseSettleFlag_DELIVERY_SETTLEMENT_PRICE = '2';
  1032. const char OpenCloseSettleFlag_EXPECTED_PRICE = '3';
  1033. const char OpenCloseSettleFlag_PRICE_FROM_PREVIOUS_BUSINESS_DAY = '4';
  1034. const char FinancialStatus_BANKRUPT = '1';
  1035. const char FinancialStatus_PENDING_DELISTING = '2';
  1036. const char FinancialStatus_RESTRICTED = '3';
  1037. const char CorporateAction_EX_DIVIDEND = 'A';
  1038. const char CorporateAction_EX_DISTRIBUTION = 'B';
  1039. const char CorporateAction_EX_RIGHTS = 'C';
  1040. const char CorporateAction_NEW = 'D';
  1041. const char CorporateAction_EX_INTEREST = 'E';
  1042. const char CorporateAction_CASH_DIVIDEND = 'F';
  1043. const char CorporateAction_STOCK_DIVIDEND = 'G';
  1044. const char CorporateAction_NON_INTEGER_STOCK_SPLIT = 'H';
  1045. const char CorporateAction_REVERSE_STOCK_SPLIT = 'I';
  1046. const char CorporateAction_STANDARD_INTEGER_STOCK_SPLIT = 'J';
  1047. const char CorporateAction_POSITION_CONSOLIDATION = 'K';
  1048. const char CorporateAction_LIQUIDATION_REORGANIZATION = 'L';
  1049. const char CorporateAction_MERGER_REORGANIZATION = 'M';
  1050. const char CorporateAction_RIGHTS_OFFERING = 'N';
  1051. const char CorporateAction_SHAREHOLDER_MEETING = 'O';
  1052. const char CorporateAction_SPINOFF = 'P';
  1053. const char CorporateAction_TENDER_OFFER = 'Q';
  1054. const char CorporateAction_WARRANT = 'R';
  1055. const char CorporateAction_SPECIAL_ACTION = 'S';
  1056. const char CorporateAction_SYMBOL_CONVERSION = 'T';
  1057. const char CorporateAction_CUSIP = 'U';
  1058. const char CorporateAction_LEAP_ROLLOVER = 'V';
  1059. const char CorporateAction_SUCCESSION_EVENT = 'W';
  1060. const int QuoteAckStatus_ACCEPTED = 0;
  1061. const int QuoteAckStatus_CANCELED_FOR_SYMBOL = 1;
  1062. const int QuoteAckStatus_CANCELED_FOR_SECURITY_TYPE = 2;
  1063. const int QuoteAckStatus_CANCELED_FOR_UNDERLYING = 3;
  1064. const int QuoteAckStatus_CANCELED_ALL = 4;
  1065. const int QuoteAckStatus_REJECTED = 5;
  1066. const int QuoteCancelType_CANCEL_FOR_SYMBOL = 1;
  1067. const int QuoteCancelType_CANCEL_FOR_SECURITY_TYPE = 2;
  1068. const int QuoteCancelType_CANCEL_FOR_UNDERLYING_SYMBOL = 3;
  1069. const int QuoteCancelType_CANCEL_FOR_ALL_QUOTES = 4;
  1070. const int QuoteCancelType_CANCEL_ALL_QUOTES = 4;
  1071. const int QuoteCancelType_CANCEL_QUOTE_SPECIFIED_IN_QUOTEID = 5;
  1072. const int QuoteCancelType_CANCEL_FOR_ONE_OR_MORE_SECURITIES = 1;
  1073. const int QuoteCancelType_CANCEL_FOR_UNDERLYING_SECURITY = 3;
  1074. const int QuoteCancelType_CANCEL_BY_QUOTETYPE = 6;
  1075. const int QuoteCancelType_CANCEL_FOR_SECURITY_ISSUER = 7;
  1076. const int QuoteCancelType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 8;
  1077. const int QuoteRejectReason_UNKNOWN_SYMBOL = 1;
  1078. const int QuoteRejectReason_EXCHANGE = 2;
  1079. const int QuoteRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3;
  1080. const int QuoteRejectReason_TOO_LATE_TO_ENTER = 4;
  1081. const int QuoteRejectReason_UNKNOWN_QUOTE = 5;
  1082. const int QuoteRejectReason_DUPLICATE_QUOTE = 6;
  1083. const int QuoteRejectReason_INVALID_BID_ASK_SPREAD = 7;
  1084. const int QuoteRejectReason_INVALID_PRICE = 8;
  1085. const int QuoteRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9;
  1086. const int QuoteRejectReason_OTHER = 99;
  1087. const int QuoteRejectReason_PRICE_EXCEEDS_CURRENT_PRICE_BAND = 10;
  1088. const int QuoteRejectReason_QUOTE_LOCKED = 11;
  1089. const int QuoteRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 12;
  1090. const int QuoteRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 13;
  1091. const int QuoteResponseLevel_NO_ACKNOWLEDGEMENT = 0;
  1092. const int QuoteResponseLevel_ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES = 1;
  1093. const int QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGES = 2;
  1094. const int QuoteResponseLevel_SUMMARY_ACKNOWLEDGEMENT = 3;
  1095. const int QuoteResponseLevel_ACKNOWLEDGE_EACH_QUOTE_MESSAGE = 2;
  1096. const int QuoteRequestType_MANUAL = 1;
  1097. const int QuoteRequestType_AUTOMATIC = 2;
  1098. const int SecurityRequestType_REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS = 0;
  1099. const int SecurityRequestType_REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED = 1;
  1100. const int SecurityRequestType_REQUEST_LIST_SECURITY_TYPES = 2;
  1101. const int SecurityRequestType_REQUEST_LIST_SECURITIES = 3;
  1102. const int SecurityRequestType_SYMBOL = 4;
  1103. const int SecurityRequestType_SECURITYTYPE_AND_OR_CFICODE = 5;
  1104. const int SecurityRequestType_PRODUCT = 6;
  1105. const int SecurityRequestType_TRADINGSESSIONID = 7;
  1106. const int SecurityRequestType_ALL_SECURITIES = 8;
  1107. const int SecurityRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 9;
  1108. const int SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_AS_IS = 1;
  1109. const int SecurityResponseType_ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE = 2;
  1110. const int SecurityResponseType_LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST = 3;
  1111. const int SecurityResponseType_LIST_OF_SECURITIES_RETURNED_PER_REQUEST = 4;
  1112. const int SecurityResponseType_REJECT_SECURITY_PROPOSAL = 5;
  1113. const int SecurityResponseType_CAN_NOT_MATCH_SELECTION_CRITERIA = 6;
  1114. const int SecurityResponseType_CANNOT_MATCH_SELECTION_CRITERIA = 6;
  1115. const char UnsolicitedIndicator_NO = 'N';
  1116. const char UnsolicitedIndicator_YES = 'Y';
  1117. const int SecurityTradingStatus_OPENING_DELAY = 1;
  1118. const int SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_SELL = 10;
  1119. const int SecurityTradingStatus_NO_MARKET_IMBALANCE = 12;
  1120. const int SecurityTradingStatus_NO_MARKET_ON_CLOSE_IMBALANCE = 13;
  1121. const int SecurityTradingStatus_ITS_PRE_OPENING = 14;
  1122. const int SecurityTradingStatus_NEW_PRICE_INDICATION = 15;
  1123. const int SecurityTradingStatus_TRADE_DISSEMINATION_TIME = 16;
  1124. const int SecurityTradingStatus_READY_TO_TRADE = 17;
  1125. const int SecurityTradingStatus_NOT_AVAILABLE_FOR_TRADING = 18;
  1126. const int SecurityTradingStatus_NOT_TRADED_ON_THIS_MARKET = 19;
  1127. const int SecurityTradingStatus_TRADING_HALT = 2;
  1128. const int SecurityTradingStatus_UNKNOWN_OR_INVALID = 20;
  1129. const int SecurityTradingStatus_RESUME = 3;
  1130. const int SecurityTradingStatus_NO_OPEN_NO_RESUME = 4;
  1131. const int SecurityTradingStatus_PRICE_INDICATION = 5;
  1132. const int SecurityTradingStatus_TRADING_RANGE_INDICATION = 6;
  1133. const int SecurityTradingStatus_MARKET_IMBALANCE_BUY = 7;
  1134. const int SecurityTradingStatus_MARKET_IMBALANCE_SELL = 8;
  1135. const int SecurityTradingStatus_MARKET_ON_CLOSE_IMBALANCE_BUY = 9;
  1136. const int SecurityTradingStatus_OPENING_ROTATION = 22;
  1137. const int SecurityTradingStatus_PRE_OPEN = 21;
  1138. const int SecurityTradingStatus_FAST_MARKET = 23;
  1139. const int SecurityTradingStatus_NO_OPEN = 4;
  1140. const int SecurityTradingStatus_PRE_CROSS = 24;
  1141. const int SecurityTradingStatus_CROSS = 25;
  1142. const int SecurityTradingStatus_POST_CLOSE = 26;
  1143. const char HaltReasonChar_NEWS_DISSEMINATION = 'D';
  1144. const char HaltReasonChar_ORDER_INFLUX = 'E';
  1145. const char HaltReasonChar_ORDER_IMBALANCE = 'I';
  1146. const char HaltReasonChar_ADDITIONAL_INFORMATION = 'M';
  1147. const char HaltReasonChar_NEWS_PENDING = 'P';
  1148. const char HaltReasonChar_EQUIPMENT_CHANGEOVER = 'X';
  1149. const char HaltReasonChar_NEW_PENDING = 'P';
  1150. const char InViewOfCommon_NO = 'N';
  1151. const char InViewOfCommon_YES = 'Y';
  1152. const char DueToRelated_NO = 'N';
  1153. const char DueToRelated_YES = 'Y';
  1154. const int Adjustment_CANCEL = 1;
  1155. const int Adjustment_ERROR = 2;
  1156. const int Adjustment_CORRECTION = 3;
  1157. const char TradingSessionID_DAY[] = "1";
  1158. const char TradingSessionID_HALFDAY[] = "2";
  1159. const char TradingSessionID_MORNING[] = "3";
  1160. const char TradingSessionID_AFTERNOON[] = "4";
  1161. const char TradingSessionID_EVENING[] = "5";
  1162. const char TradingSessionID_AFTER_HOURS[] = "6";
  1163. const int TradSesMethod_ELECTRONIC = 1;
  1164. const int TradSesMethod_OPEN_OUTCRY = 2;
  1165. const int TradSesMethod_TWO_PARTY = 3;
  1166. const int TradSesMode_TESTING = 1;
  1167. const int TradSesMode_SIMULATED = 2;
  1168. const int TradSesMode_PRODUCTION = 3;
  1169. const int TradSesStatus_HALTED = 1;
  1170. const int TradSesStatus_OPEN = 2;
  1171. const int TradSesStatus_CLOSED = 3;
  1172. const int TradSesStatus_PRE_OPEN = 4;
  1173. const int TradSesStatus_PRE_CLOSE = 5;
  1174. const int TradSesStatus_REQUEST_REJECTED = 6;
  1175. const int TradSesStatus_UNKNOWN = 0;
  1176. const int QuoteEntryRejectReason_UNKNOWN_SYMBOL = 1;
  1177. const int QuoteEntryRejectReason_EXCHANGE = 2;
  1178. const int QuoteEntryRejectReason_QUOTE_EXCEEDS_LIMIT = 3;
  1179. const int QuoteEntryRejectReason_TOO_LATE_TO_ENTER = 4;
  1180. const int QuoteEntryRejectReason_UNKNOWN_QUOTE = 5;
  1181. const int QuoteEntryRejectReason_DUPLICATE_QUOTE = 6;
  1182. const int QuoteEntryRejectReason_INVALID_BID_ASK_SPREAD = 7;
  1183. const int QuoteEntryRejectReason_INVALID_PRICE = 8;
  1184. const int QuoteEntryRejectReason_NOT_AUTHORIZED_TO_QUOTE_SECURITY = 9;
  1185. const char BidRequestTransType_CANCEL = 'C';
  1186. const char BidRequestTransType_NO = 'N';
  1187. const char BidRequestTransType_NEW = 'N';
  1188. const char SolicitedFlag_NO = 'N';
  1189. const char SolicitedFlag_YES = 'Y';
  1190. const int ExecRestatementReason_GT_CORPORATE_ACTION = 0;
  1191. const int ExecRestatementReason_GT_RENEWAL = 1;
  1192. const int ExecRestatementReason_VERBAL_CHANGE = 2;
  1193. const int ExecRestatementReason_REPRICING_OF_ORDER = 3;
  1194. const int ExecRestatementReason_BROKER_OPTION = 4;
  1195. const int ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY = 5;
  1196. const int ExecRestatementReason_CANCEL_ON_SYSTEM_FAILURE = 7;
  1197. const int ExecRestatementReason_MARKET = 8;
  1198. const int ExecRestatementReason_CANCEL_ON_TRADING_HALT = 6;
  1199. const int ExecRestatementReason_CANCELED_NOT_BEST = 9;
  1200. const int ExecRestatementReason_WAREHOUSE_RECAP = 10;
  1201. const int ExecRestatementReason_OTHER = 99;
  1202. const int ExecRestatementReason_PEG_REFRESH = 11;
  1203. const int BusinessRejectReason_OTHER = 0;
  1204. const int BusinessRejectReason_UNKOWN_ID = 1;
  1205. const int BusinessRejectReason_UNKNOWN_SECURITY = 2;
  1206. const int BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE = 3;
  1207. const int BusinessRejectReason_APPLICATION_NOT_AVAILABLE = 4;
  1208. const int BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING = 5;
  1209. const int BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME = 7;
  1210. const int BusinessRejectReason_NOT_AUTHORIZED = 6;
  1211. const int BusinessRejectReason_UNKNOWN_ID = 1;
  1212. const int BusinessRejectReason_UNKNOWN_MESSAGE_TYPE = 3;
  1213. const int BusinessRejectReason_INVALID_PRICE_INCREMENT = 18;
  1214. const char DiscretionInst_RELATED_TO_DISPLAYED_PRICE = '0';
  1215. const char DiscretionInst_RELATED_TO_MARKET_PRICE = '1';
  1216. const char DiscretionInst_RELATED_TO_PRIMARY_PRICE = '2';
  1217. const char DiscretionInst_RELATED_TO_LOCAL_PRIMARY_PRICE = '3';
  1218. const char DiscretionInst_RELATED_TO_MIDPOINT_PRICE = '4';
  1219. const char DiscretionInst_RELATED_TO_LAST_TRADE_PRICE = '5';
  1220. const char DiscretionInst_RELATED_TO_VWAP = '6';
  1221. const char DiscretionInst_AVERAGE_PRICE_GUARANTEE = '7';
  1222. const int BidType_NON_DISCLOSED_STYLE = 1;
  1223. const int BidType_DISCLOSED_STYLE = 2;
  1224. const int BidType_NO_BIDDING_PROCESS = 3;
  1225. const int BidType_DISCLOSED_SYTLE = 2;
  1226. const int BidDescriptorType_INDEX = 3;
  1227. const int BidDescriptorType_COUNTRY = 2;
  1228. const int BidDescriptorType_SECTOR = 1;
  1229. const int SideValueInd_SIDEVALUE1 = 1;
  1230. const int SideValueInd_SIDEVALUE_2 = 2;
  1231. const int SideValueInd_SIDE_VALUE_1 = 1;
  1232. const int SideValueInd_SIDE_VALUE_2 = 2;
  1233. const int LiquidityIndType_5_DAY_MOVING_AVERAGE = 1;
  1234. const int LiquidityIndType_20_DAY_MOVING_AVERAGE = 2;
  1235. const int LiquidityIndType_NORMAL_MARKET_SIZE = 3;
  1236. const int LiquidityIndType_OTHER = 4;
  1237. const int LiquidityIndType_5DAY_MOVING_AVERAGE = 1;
  1238. const char ExchangeForPhysical_NO = 'N';
  1239. const char ExchangeForPhysical_YES = 'Y';
  1240. const int ProgRptReqs_BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST = 1;
  1241. const int ProgRptReqs_SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD = 2;
  1242. const int ProgRptReqs_REAL_TIME_EXECUTION_REPORTS = 3;
  1243. const int ProgRptReqs_BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST = 1;
  1244. const int ProgRptReqs_SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD = 2;
  1245. const int IncTaxInd_NET = 1;
  1246. const int IncTaxInd_GROSS = 2;
  1247. const char TradeType_AGENCY = 'A';
  1248. const char TradeType_VWAP_GUARANTEE = 'G';
  1249. const char TradeType_GUARANTEED_CLOSE = 'J';
  1250. const char TradeType_RISK_TRADE = 'R';
  1251. const char BasisPxType_CLOSING_PRICE_AT_MORNING_SESSION = '2';
  1252. const char BasisPxType_CLOSING_PRICE = '3';
  1253. const char BasisPxType_CURRENT_PRICE = '4';
  1254. const char BasisPxType_SQ = '5';
  1255. const char BasisPxType_VWAP_THROUGH_A_DAY = '6';
  1256. const char BasisPxType_VWAP_THROUGH_A_MORNING_SESSION = '7';
  1257. const char BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION = '8';
  1258. const char BasisPxType_VWAP_THROUGH_A_DAY_EXCEPT_YORI = '9';
  1259. const char BasisPxType_VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI = 'A';
  1260. const char BasisPxType_VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI = 'B';
  1261. const char BasisPxType_STRIKE = 'C';
  1262. const char BasisPxType_OPEN = 'D';
  1263. const char BasisPxType_OTHERS = 'Z';
  1264. const int PriceType_PERCENTAGE = 1;
  1265. const int PriceType_PER_SHARE = 2;
  1266. const int PriceType_FIXED_AMOUNT = 3;
  1267. const int PriceType_DISCOUNT = 4;
  1268. const int PriceType_BASIS_POINTS_RELATIVE_TO_BENCHMARK = 6;
  1269. const int PriceType_TED_PRICE = 7;
  1270. const int PriceType_TED_YIELD = 8;
  1271. const int PriceType_PREMIUM = 5;
  1272. const int PriceType_PER_UNIT = 2;
  1273. const int PriceType_DISCOUNT_PERCENTAGE_POINTS_BELOW_PAR = 4;
  1274. const int PriceType_PREMIUM_PERCENTAGE_POINTS_OVER_PAR = 5;
  1275. const int PriceType_SPREAD = 6;
  1276. const int PriceType_YIELD = 9;
  1277. const int PriceType_FIXED_CABINET_TRADE_PRICE = 10;
  1278. const int PriceType_VARIABLE_CABINET_TRADE_PRICE = 11;
  1279. const int PriceType_PRODUCT_TICKS_IN_HALFS = 13;
  1280. const int PriceType_PRODUCT_TICKS_IN_FOURTHS = 14;
  1281. const int PriceType_PRODUCT_TICKS_IN_EIGHTS = 15;
  1282. const int PriceType_PRODUCT_TICKS_IN_SIXTEENTHS = 16;
  1283. const int PriceType_PRODUCT_TICKS_IN_THIRTY_SECONDS = 17;
  1284. const int PriceType_PRODUCT_TICKS_IN_SIXTY_FORTHS = 18;
  1285. const int PriceType_PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS = 19;
  1286. const int GTBookingInst_BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION = 0;
  1287. const int GTBookingInst_ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES = 1;
  1288. const int GTBookingInst_ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE = 2;
  1289. const int ListStatusType_ALERT = 6;
  1290. const int ListStatusType_EXECSTARTED = 4;
  1291. const int ListStatusType_TIMED = 3;
  1292. const int ListStatusType_RESPONSE = 2;
  1293. const int ListStatusType_ACK = 1;
  1294. const int ListStatusType_ALLDONE = 5;
  1295. const int ListStatusType_EXEC_STARTED = 4;
  1296. const int ListStatusType_ALL_DONE = 5;
  1297. const int NetGrossInd_NET = 1;
  1298. const int NetGrossInd_GROSS = 2;
  1299. const int ListOrderStatus_CANCELING = 4;
  1300. const int ListOrderStatus_EXECUTING = 3;
  1301. const int ListOrderStatus_REJECT = 7;
  1302. const int ListOrderStatus_ALL_DONE = 6;
  1303. const int ListOrderStatus_ALERT = 5;
  1304. const int ListOrderStatus_RECEIVEDFOREXECUTION = 2;
  1305. const int ListOrderStatus_INBIDDINGPROCESS = 1;
  1306. const int ListOrderStatus_IN_BIDDING_PROCESS = 1;
  1307. const int ListOrderStatus_RECEIVED_FOR_EXECUTION = 2;
  1308. const int ListOrderStatus_CANCELLING = 4;
  1309. const char ListExecInstType_IMMEDIATE = '1';
  1310. const char ListExecInstType_WAIT_FOR_EXECUTE_INSTRUCTION = '2';
  1311. const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW = '5';
  1312. const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP = '4';
  1313. const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN = '3';
  1314. const char ListExecInstType_WAIT_FOR_EXECUT_INSTRUCTION = '2';
  1315. const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_3 = '3';
  1316. const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_4 = '4';
  1317. const char ListExecInstType_EXCHANGE_SWITCH_CIV_ORDER_5 = '5';
  1318. const char CxlRejResponseTo_ORDER_CANCEL_REQUEST = '1';
  1319. const char CxlRejResponseTo_ORDER_CANCEL_REPLACE_REQUEST = '2';
  1320. const char MultiLegReportingType_SINGLE_SECURITY = '1';
  1321. const char MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY = '2';
  1322. const char MultiLegReportingType_MULTI_LEG_SECURITY = '3';
  1323. const char MultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = '2';
  1324. const char PartyIDSource_SHORT_CODE_IDENTIFIER = 'P';
  1325. const char PartyIDSource_CHINESE_B_SHARE = '5';
  1326. const char PartyIDSource_US_EMPLOYER_IDENTIFICATION_NUMBER = '8';
  1327. const char PartyIDSource_AUSTRALIAN_TAX_FILE_NUMBER = 'A';
  1328. const char PartyIDSource_AUSTRALIAN_BUSINESS_NUMBER = '9';
  1329. const char PartyIDSource_ISO_COUNTRY_CODE = 'E';
  1330. const char PartyIDSource_BIC = 'B';
  1331. const char PartyIDSource_US_SOCIAL_SECURITY_NUMBER = '7';
  1332. const char PartyIDSource_PROPRIETARY_CUSTOM_CODE = 'D';
  1333. const char PartyIDSource_SETTLEMENT_ENTITY_LOCATION = 'F';
  1334. const char PartyIDSource_KOREAN_INVESTOR_ID = '1';
  1335. const char PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII = '2';
  1336. const char PartyIDSource_TAIWANESE_TRADING_ACCOUNT = '3';
  1337. const char PartyIDSource_MALAYSIAN_CENTRAL_DEPOSITORY = '4';
  1338. const char PartyIDSource_UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER = '6';
  1339. const char PartyIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER = 'C';
  1340. const char PartyIDSource_MIC = 'G';
  1341. const char PartyIDSource_CSD_PARTICIPANT_MEMBER_CODE = 'H';
  1342. const char PartyIDSource_DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT = 'I';
  1343. const char PartyIDSource_US_EMPLOYER_OR_TAX_ID_NUMBER = '8';
  1344. const char PartyIDSource_TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID = '2';
  1345. const char PartyIDSource_TAIWANESE_TRADING_ACCT = '3';
  1346. const char PartyIDSource_CHINESE_INVESTOR_ID = '5';
  1347. const char PartyIDSource_PROPRIETARY = 'D';
  1348. const int PartyRole_EXECUTING_FIRM = 1;
  1349. const int PartyRole_BROKER_OF_CREDIT = 2;
  1350. const int PartyRole_CLIENT_ID = 3;
  1351. const int PartyRole_CLEARING_FIRM = 4;
  1352. const int PartyRole_INVESTOR_ID = 5;
  1353. const int PartyRole_INTRODUCING_FIRM = 6;
  1354. const int PartyRole_EXECUTING_TRADER = 12;
  1355. const int PartyRole_NON_EXECUTING_BROKER = 26;
  1356. const int PartyRole_INVESTMENT_DECISION_MAKER = 122;
  1357. const int PartyRole_CORRESPONDANT_CLEARING_FIRM = 15;
  1358. const int PartyRole_UNDERLYING_CONTRA_FIRM = 20;
  1359. const int PartyRole_SPONSORING_FIRM = 19;
  1360. const int PartyRole_CONTRA_CLEARING_FIRM = 18;
  1361. const int PartyRole_CONTRA_FIRM = 17;
  1362. const int PartyRole_EXECUTING_SYSTEM = 16;
  1363. const int PartyRole_ENTERING_FIRM = 7;
  1364. const int PartyRole_GIVEUP_CLEARING_FIRM = 14;
  1365. const int PartyRole_LOCATE_LENDING_FIRM = 8;
  1366. const int PartyRole_FUND_MANAGER_CLIENT_ID = 9;
  1367. const int PartyRole_SETTLEMENT_LOCATION = 10;
  1368. const int PartyRole_ORDER_ORIGINATION_TRADER = 11;
  1369. const int PartyRole_ORDER_ORIGINATION_FIRM = 13;
  1370. const int PartyRole_CLEARING_ORGANIZATION = 21;
  1371. const int PartyRole_EXCHANGE = 22;
  1372. const int PartyRole_CUSTOMER_ACCOUNT = 24;
  1373. const int PartyRole_CORRESPONDENT_CLEARING_ORGANIZATION = 25;
  1374. const int PartyRole_CORRESPONDENT_BROKER = 26;
  1375. const int PartyRole_BUYER_SELLER = 27;
  1376. const int PartyRole_CUSTODIAN = 28;
  1377. const int PartyRole_INTERMEDIARY = 29;
  1378. const int PartyRole_AGENT = 30;
  1379. const int PartyRole_SUB_CUSTODIAN = 31;
  1380. const int PartyRole_BENEFICIARY = 32;
  1381. const int PartyRole_INTERESTED_PARTY = 33;
  1382. const int PartyRole_REGULATORY_BODY = 34;
  1383. const int PartyRole_LIQUIDITY_PROVIDER = 35;
  1384. const int PartyRole_ENTERING_TRADER = 36;
  1385. const int PartyRole_CONTRA_TRADER = 37;
  1386. const int PartyRole_POSITION_ACCOUNT = 38;
  1387. const int PartyRole_LOCATE = 8;
  1388. const int PartyRole_CONTRA_INVESTOR_ID = 39;
  1389. const int PartyRole_TRANSFER_TO_FIRM = 40;
  1390. const int PartyRole_CONTRA_POSITION_ACCOUNT = 41;
  1391. const int PartyRole_CONTRA_EXCHANGE = 42;
  1392. const int PartyRole_INTERNAL_CARRY_ACCOUNT = 43;
  1393. const int PartyRole_ORDER_ENTRY_OPERATOR_ID = 44;
  1394. const int PartyRole_SECONDARY_ACCOUNT_NUMBER = 45;
  1395. const int PartyRole_FORIEGN_FIRM = 46;
  1396. const int PartyRole_THIRD_PARTY_ALLOCATION_FIRM = 47;
  1397. const int PartyRole_CLAIMING_ACCOUNT = 48;
  1398. const int PartyRole_ASSET_MANAGER = 49;
  1399. const int PartyRole_PLEDGOR_ACCOUNT = 50;
  1400. const int PartyRole_PLEDGEE_ACCOUNT = 51;
  1401. const int PartyRole_LARGE_TRADER_REPORTABLE_ACCOUNT = 52;
  1402. const int PartyRole_TRADER_MNEMONIC = 53;
  1403. const int PartyRole_SENDER_LOCATION = 54;
  1404. const int PartyRole_SESSION_ID = 55;
  1405. const int PartyRole_ACCEPTABLE_COUNTERPARTY = 56;
  1406. const int PartyRole_UNACCEPTABLE_COUNTERPARTY = 57;
  1407. const int PartyRole_ENTERING_UNIT = 58;
  1408. const int PartyRole_EXECUTING_UNIT = 59;
  1409. const int PartyRole_INTRODUCING_BROKER = 60;
  1410. const int PartyRole_QUOTE_ORIGINATOR = 61;
  1411. const int PartyRole_REPORT_ORIGINATOR = 62;
  1412. const int PartyRole_SYSTEMATIC_INTERNALISER = 63;
  1413. const int PartyRole_MULTILATERAL_TRADING_FACILITY = 64;
  1414. const int PartyRole_REGULATED_MARKET = 65;
  1415. const int PartyRole_MARKET_MAKER = 66;
  1416. const int PartyRole_INVESTMENT_FIRM = 67;
  1417. const int PartyRole_HOST_COMPETENT_AUTHORITY = 68;
  1418. const int PartyRole_HOME_COMPETENT_AUTHORITY = 69;
  1419. const int PartyRole_COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY = 70;
  1420. const int PartyRole_COMPETENT_AUTHORITY_OF_THE_TRANSACTION = 71;
  1421. const int PartyRole_REPORTING_INTERMEDIARY = 72;
  1422. const int PartyRole_EXECUTION_VENUE = 73;
  1423. const int PartyRole_MARKET_DATA_ENTRY_ORIGINATOR = 74;
  1424. const int PartyRole_LOCATION_ID = 75;
  1425. const int PartyRole_DESK_ID = 76;
  1426. const int PartyRole_MARKET_DATA_MARKET = 77;
  1427. const int PartyRole_ALLOCATION_ENTITY = 78;
  1428. const int PartyRole_PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES = 79;
  1429. const int PartyRole_STEP_OUT_FIRM = 80;
  1430. const int PartyRole_BROKERCLEARINGID = 81;
  1431. const int PartyRole_FOREIGN_FIRM = 46;
  1432. const int PartyRole_CENTRAL_REGISTRATION_DEPOSITORY = 82;
  1433. const int PartyRole_CLEARING_ACCOUNT = 83;
  1434. const int PartyRole_ACCEPTABLE_SETTLING_COUNTERPARTY = 84;
  1435. const int PartyRole_UNACCEPTABLE_SETTLING_COUNTERPARTY = 85;
  1436. const char OrderCapacity_AGENCY = 'A';
  1437. const char OrderCapacity_PROPRIETARY = 'G';
  1438. const char OrderCapacity_INDIVIDUAL = 'I';
  1439. const char OrderCapacity_PRINCIPAL = 'P';
  1440. const char OrderCapacity_RISKLESS_PRINCIPAL = 'R';
  1441. const char OrderCapacity_AGENT_FOR_OTHER_MEMBER = 'W';
  1442. const char OrderCapacity_MIXED_CAPACITY = 'M';
  1443. const int LastLiquidityIndicator_ADDED_LIQUIDITY = 1;
  1444. const int LastLiquidityIndicator_REMOVED_LIQUIDITY = 2;
  1445. const int EventType_EXPIRY DATE = 5;
  1446. const int EventType_PUT = 1;
  1447. const int EventType_CALL = 2;
  1448. const int EventType_TENDER = 3;
  1449. const int EventType_SINKING_FUND_CALL = 4;
  1450. const int EventType_OTHER = 99;
  1451. const int EventType_ACTIVATION = 5;
  1452. const int EventType_INACTIVIATION = 6;
  1453. const int EventType_LAST_ELIGIBLE_TRADE_DATE = 7;
  1454. const int EventType_SWAP_START_DATE = 8;
  1455. const int EventType_SWAP_END_DATE = 9;
  1456. const int EventType_SWAP_ROLL_DATE = 10;
  1457. const int EventType_SWAP_NEXT_START_DATE = 11;
  1458. const int EventType_SWAP_NEXT_ROLL_DATE = 12;
  1459. const int EventType_FIRST_DELIVERY_DATE = 13;
  1460. const int EventType_LAST_DELIVERY_DATE = 14;
  1461. const int EventType_INITIAL_INVENTORY_DUE_DATE = 15;
  1462. const int EventType_FINAL_INVENTORY_DUE_DATE = 16;
  1463. const int EventType_FIRST_INTENT_DATE = 17;
  1464. const int EventType_LAST_INTENT_DATE = 18;
  1465. const int EventType_POSITION_REMOVAL_DATE = 19;
  1466. const char AggressorIndicator_YES = 'Y';
  1467. const char AggressorIndicator_NO = 'N';
  1468. const int OrderOrigination_ORDER_RECEIVED_FROM_CUSTOMER = 1;
  1469. const int OrderOrigination_ORDER_RECEIVED_FROM_WITHIN_FIRM = 2;
  1470. const int OrderOrigination_ORDER_RECEIVED_FROM_ANOTHER_BROKER_DEALER = 3;
  1471. const int OrderOrigination_ORDER_RECEIVED_FROM_CUSTOMER_OR_ORIGINATED_WITHIN_FIRM = 4;
  1472. const int OrderOrigination_ORDER_RECEIVED_FROM_DIRECT_OR_SPONSORED_ACCESS_CUSTOMER = 5;
  1473. const int OrderOrigination_ORDER_RECEIVED_FROM_OTHER_NON_DEA = 99;
  1474. const int PartyRoleQualifier_ALGORITHM = 22;
  1475. const int PartyRoleQualifier_FIRM_OR_LEGAL_ENTITY = 23;
  1476. const int PartyRoleQualifier_NATURAL_PERSON = 24;
  1477. const int OrderAttributeType_AGGREGATED_ORDER = 0;
  1478. const int OrderAttributeType_PENDING_ALLOCATION = 1;
  1479. const int OrderAttributeType_LIQUIDITY_PROVISION_ACTIVITY_ORDER = 2;
  1480. const int OrderAttributeType_RISK_REDUCTION_ORDER = 3;
  1481. const int OrderAttributeType_ALGORITHMIC_ORDER = 4;
  1482. const int OrderAttributeType_SYSTEMATIC_INTERNALIZER_ORDER = 5;
  1483. const char SMPInstruction_CANCEL_RESTING = 'O';
  1484. const char SMPInstruction_CANCEL_NEW = 'N';
  1485. const char SMPInstruction_CANCEL_BOTH_RESTING_INBOUND = 'B';
  1486. const char SMPInstruction_CANCEL_INBOUND = 'I';
  1487. const int TrdRegPublicationReason_ILQD = 4;
  1488. const int TrdRegPublicationReason_SIZE = 5;
  1489. const int TrdRegPublicationReason_LRGS = 6;
  1490. const int TrdRegPublicationReason_XFPH = 33;
  1491. const int TrdRegPublicationReason_TPAC = 34;
  1492. const char SecuritySubType_UNKNOWN[] = "Unknown";
  1493. const char SecuritySubType_STRANGLE[] = "Strangle";
  1494. const char SecuritySubType_STRADDLE[] = "Straddle";
  1495. const char SecuritySubType_GUTS[] = "Guts";
  1496. const char SecuritySubType_LADDER[] = "Ladder";
  1497. const char SecuritySubType_VOLA[] = "Volatility Trade";
  1498. const char SecuritySubType_IRON_BUTTERFLY[] = "Iron BFly";
  1499. const char SecuritySubType_BOX[] = "Box";
  1500. const char SecuritySubType_COMBO[] = "Combo";
  1501. const char SecuritySubType_2X1RATIO[] = "2X1 Ratio";
  1502. const char SecuritySubType_CALLPUT[] = "Misc. Call/Put Spread";
  1503. const char SecuritySubType_CONV_REVERS[] = "Conversion/Reversal";
  1504. const char SecuritySubType_DIAG_CALENDAR[] = "Diag Calendar";
  1505. const char SecuritySubType_STRAD_CALENDAR[] = "Strad Calendar";
  1506. const char SecuritySubType_DIAG_STRAD_CAL[] = "Diag Strad Calendar";
  1507. const char SecuritySubType_INTERPROD[] = "Inter-Product";
  1508. const char SecuritySubType_CALENDAR[] = "Calendar";
  1509. const char SecuritySubType_CONDOR[] = "Condor";
  1510. const char SecuritySubType_BUTTERFLY[] = "Butterfly";
  1511. const char SecuritySubType_STRIP[] = "Strip";
  1512. const char SecuritySubType_PACK[] = "Pack";
  1513. const char SecuritySubType_BUNDLE[] = "Bundle";
  1514. const char SecuritySubType_SYNTH_CONV_REVERS[] = "Synthetic Conv/Rev";
  1515. const char SecuritySubType_CALL_SPREAD_VERS_PUT[] = "Call Spread vs. Put";
  1516. const char SecuritySubType_PUT_SPREAD_VERS_CALL[] = "Put Spread vs. Call";
  1517. const char SecuritySubType_STRAD_VERS_CALLPUT[] = "Straddle vs. Call/Put";
  1518. const char SecuritySubType_HEDGED_CALLPUT[] = "Hedged Call/Put Spread";
  1519. const char SecuritySubType_HEDGED_STRAD[] = "Hedged Straddle";
  1520. const char SecuritySubType_HEDGED_CALL_SPREAD_VERS_PUT[] = "Hedged Call Spread versus Put";
  1521. const char SecuritySubType_HEDGED_PUT_SPREAD_VERS_CALL[] = "Hedged Put Spread versus Call";
  1522. const char SecuritySubType_HEDGED_CALLPUT_LADDER[] = "Hedged Ladder";
  1523. const char SecuritySubType_HEDGED_COMBO[] = "Hedged Combo";
  1524. const char SecuritySubType_HEDGED_2X1RATIO[] = "Vol 1x2 Ratio";
  1525. const char SecuritySubType_HEDGED_CALENDAR[] = "Vol Calendar";
  1526. const char SecuritySubType_JELLY_ROLL[] = "Jelly Roll";
  1527. const char SecuritySubType_IRON_CONDOR[] = "Iron Condor";
  1528. const char SecuritySubType_OPTION_STRIP[] = "Option Strip";
  1529. const char SecuritySubType_REDUCED_TICK_SPREAD[] = "Reduced Tick Spread";
  1530. const char SecuritySubType_HEDGED_STRANGLE[] = "Hedged Strangle";
  1531. const char SecuritySubType_FUTURE_SPREAD[] = "Spread";
  1532. const char SecuritySubType_HEDGED_DIAG_CALENDAR[] = "Hedged Call/Put Diag Calendar Spread";
  1533. const char SecuritySubType_HEDGED_STRAD_CALENDAR[] = "Hedged Straddle Calendar Spread";
  1534. const char SecuritySubType_HEDGED_DIAG_STRAD_CAL[] = "Hedged Diagonal Straddle Calendar Spread";
  1535. const char SecuritySubType_HEDGED_BUTTERFLY[] = "Hedged Butterfly";
  1536. const char SecuritySubType_HEDGED_IRON_CONDOR[] = "Hedged Iron Condor";
  1537. const char SecuritySubType_HEDGED_CONDOR[] = "Hedged Condor";
  1538. const char SecuritySubType_HEDGED_IRON_BUTTERFLY[] = "Hedged Iron Butterfly";
  1539. const char SecuritySubType_HEDGED_GUTS[] = "Hedged Guts";
  1540. const char SecuritySubType_CABINET[] = "Cabinet";
  1541. const char SecuritySubType_HEDGED_CONV_REVERS[] = "Conversion/Reversal vs. Short U/L";
  1542. const char SecuritySubType_BUY_WRITE[] = "Buy/Write";
  1543. const char SecuritySubType_VERTICAL[] = "Vertical";
  1544. const char SecuritySubType_CUSTOM_MARKET[] = "Custom Market";
  1545. const char SecuritySubType_COVERED[] = "Covered";
  1546. const char SecuritySubType_HORIZONTAL[] = "Horizontal";
  1547. const char SecuritySubType_XMAS_TREE[] = "X-Mas Tree";
  1548. const char SecuritySubType_RISK_REVERSAL[] = "Risk Reversal";
  1549. const char SecuritySubType_HORIZONTAL_STRADDLE[] = "Horizontal Straddle";
  1550. const char SecuritySubType_DOUBLE[] = "Double";
  1551. const char SecuritySubType_COND_CURVE[] = "Conditional Curve";
  1552. const char SecuritySubType_STRADDLE_STRIP[] = "Straddle Strip";
  1553. const char SecuritySubType_3WAY[] = "3-Way";
  1554. const char SecuritySubType_1X2RATIO[] = "1x2 Ratio";
  1555. const char SecuritySubType_1X3RATIO[] = "1x3 Ratio";
  1556. const char SecuritySubType_2X3RATIO[] = "2x3 Ratio";
  1557. const char SecuritySubType_PACK_BUTTERFLY[] = "Pack Butterfly";
  1558. const char SecuritySubType_DOUBLE_BUTTERFLY[] = "Double Butterfly";
  1559. const char SecuritySubType_MONTH_PACK[] = "Month vs. Pack";
  1560. const char SecuritySubType_CRACK[] = "Crack";
  1561. const char SecuritySubType_HEDGED_VERTICAL[] = "Hedged Vertical";
  1562. const char SecuritySubType_HEDGED_HORIZONTAL[] = "Hedged Horizontal";
  1563. const char SecuritySubType_HEDGED_XMAS_TREE[] = "Hedged X-Mas Tree";
  1564. const char SecuritySubType_HEDGED_STRIP[] = "Hedged Strip";
  1565. const char SecuritySubType_HEDGED_RISK_REVERSAL[] = "Hedged Risk Reversal";
  1566. const char SecuritySubType_HEDGED_HORIZONTAL_STRADDLE[] = "Hedged Horizontal Straddle";
  1567. const char SecuritySubType_HEDGED_DOUBLE[] = "Hedged Double";
  1568. const char SecuritySubType_HEDGED_COND_CURVE[] = "Hedged Conditional Curve";
  1569. const char SecuritySubType_HEDGED_STRADDLE_STRIP[] = "Hedged Straddle Strip";
  1570. const char SecuritySubType_HEDGED_3WAY[] = "Hedged 3-Way";
  1571. const char SecuritySubType_HEDGED_BOX[] = "Hedged Box";
  1572. const char SecuritySubType_TAILOR_MADE[] = "Tailor Made Combinations";
  1573. const char SecuritySubType_ICS[] = "ICS";
  1574. const char SecuritySubType_NON_STANDARD_COMBINATION[] = "Non Standard Combination";
  1575. const char SecuritySubType_3WAY_CALL[] = "3-Way Straddle vs. Call";
  1576. const char SecuritySubType_3WAY_PUT[] = "3-Way Straddle vs. Put";
  1577. const char SecuritySubType_CUSTOM_CARRY[] = "Custom Carry";
  1578. const char SecuritySubType_RRTCS[] = "Reverse Reduced Tick Calendar Spread";
  1579. const int TrdType_Block_Trade = 1;
  1580. const int TrdType_Exchange_For_Swap (EFS) = 12;
  1581. const int TrdType_Committed = 89;
  1582. const int TrdType_Exchange_for_Physical_Equity_Index = 90;
  1583. const int TrdType_Exchange_forPhysical_Fixed_Income = 91;
  1584. const int TrdType_Cross = 92;
  1585. const int TrdType_One_Sided = 93;
  1586. const int TrdType_Against_Actual = 94;
  1587. const int TrdType_Asset_Allocation = 95;
  1588. const int TrdType_Basis = 96;
  1589. const int TrdType_Guaranteed_Cross = 97;
  1590. const int TrdType_Prof_Trade = 98;
  1591. const int TrdType_Vola = 99;
  1592. const int TrdType_REGULAR_TRADE = 0;
  1593. const int TrdType_BLOCK_TRADE = 1;
  1594. const int TrdType_EFP = 2;
  1595. const int TrdType_TRANSFER = 3;
  1596. const int TrdType_LATE_TRADE = 4;
  1597. const int TrdType_T_TRADE = 5;
  1598. const int TrdType_WEIGHTED_AVERAGE_PRICE_TRADE = 6;
  1599. const int TrdType_BUNCHED_TRADE = 7;
  1600. const int TrdType_LATE_BUNCHED_TRADE = 8;
  1601. const int TrdType_PRIOR_REFERENCE_PRICE_TRADE = 9;
  1602. const int TrdType_AFTER_HOURS_TRADE = 10;
  1603. const int TrdType_BLOCK_TRADE_1 = 1;
  1604. const int TrdType_EXCHANGE_FOR_RISK = 11;
  1605. const int TrdType_EXCHANGE_FOR_SWAP = 12;
  1606. const int TrdType_EXCHANGE_OF_FUTURES_FOR = 13;
  1607. const int TrdType_EXCHANGE_OF_OPTIONS_FOR_OPTIONS = 14;
  1608. const int TrdType_TRADING_AT_SETTLEMENT = 15;
  1609. const int TrdType_ALL_OR_NONE = 16;
  1610. const int TrdType_FUTURES_LARGE_ORDER_EXECUTION = 17;
  1611. const int TrdType_EXCHANGE_OF_FUTURES_FOR_FUTURES = 18;
  1612. const int TrdType_OPTION_INTERIM_TRADE = 19;
  1613. const int TrdType_OPTION_CABINET_TRADE = 20;
  1614. const int TrdType_PRIVATELY_NEGOTIATED_TRADES = 22;
  1615. const int TrdType_SUBSTITUTION_OF_FUTURES_FOR_FORWARDS = 23;
  1616. const int TrdType_ERROR_TRADE = 24;
  1617. const int TrdType_SPECIAL_CUM_DIVIDEND = 25;
  1618. const int TrdType_SPECIAL_EX_DIVIDEND = 26;
  1619. const int TrdType_SPECIAL_CUM_COUPON = 27;
  1620. const int TrdType_SPECIAL_EX_COUPON = 28;
  1621. const int TrdType_CASH_SETTLEMENT = 29;
  1622. const int TrdType_SPECIAL_PRICE = 30;
  1623. const int TrdType_GUARANTEED_DELIVERY = 31;
  1624. const int TrdType_SPECIAL_CUM_RIGHTS = 32;
  1625. const int TrdType_SPECIAL_EX_RIGHTS = 33;
  1626. const int TrdType_SPECIAL_CUM_CAPITAL_REPAYMENTS = 34;
  1627. const int TrdType_SPECIAL_EX_CAPITAL_REPAYMENTS = 35;
  1628. const int TrdType_SPECIAL_CUM_BONUS = 36;
  1629. const int TrdType_SPECIAL_EX_BONUS = 37;
  1630. const int TrdType_BLOCK_TRADE_38 = 38;
  1631. const int TrdType_WORKED_PRINCIPAL_TRADE = 39;
  1632. const int TrdType_BLOCK_TRADES = 40;
  1633. const int TrdType_NAME_CHANGE = 41;
  1634. const int TrdType_PORTFOLIO_TRANSFER = 42;
  1635. const int TrdType_PROROGATION_BUY = 43;
  1636. const int TrdType_PROROGATION_SELL = 44;
  1637. const int TrdType_OPTION_EXERCISE = 45;
  1638. const int TrdType_DELTA_NEUTRAL_TRANSACTION = 46;
  1639. const int TrdType_FINANCING_TRANSACTION = 47;
  1640. const int TrdType_NON_STANDARD_SETTLEMENT = 48;
  1641. const int TrdType_DERIVATIVE_RELATED_TRANSACTION = 49;
  1642. const int TrdType_PORTFOLIO_TRADE = 50;
  1643. const int TrdType_VOLUME_WEIGHTED_AVERAGE_TRADE = 51;
  1644. const int TrdType_EXCHANGE_GRANTED_TRADE = 52;
  1645. const int TrdType_REPURCHASE_AGREEMENT = 53;
  1646. const int TrdType_OTC = 54;
  1647. const int TrdType_EXCHANGE_BASIS_FACILITY = 55;
  1648. const char ManualOrderIndicator_Order was sent manually = 'Y';
  1649. const char ManualOrderIndicator_Order was generated by automated trading logic = 'N';
  1650. const char SyntheticOrdStatus_Waiting[] = "N";
  1651. const char SyntheticOrdStatus_Pending Trigger[] = "T";
  1652. const char SyntheticOrdStatus_Rejected[] = "J";
  1653. const char SyntheticOrdStatus_Working[] = "W";
  1654. const char SyntheticOrdStatus_Hold[] = "H";
  1655. const char SyntheticOrdStatus_Paused[] = "P";
  1656. const char SyntheticOrdStatus_Deleting[] = "E";
  1657. const char SyntheticOrdStatus_Deleted[] = "D";
  1658. const char SyntheticOrdStatus_Pulling[] = "L";
  1659. const char SyntheticOrdStatus_Pausing[] = "S";
  1660. const char SyntheticOrdStatus_Resuming[] = "M";
  1661. const char SyntheticOrdStatus_Initializing[] = "I";
  1662. const char SyntheticOrdStatus_Recovering[] = "R";
  1663. const char SyntheticOrdStatus_Filled[] = "F";
  1664. const char SyntheticOrdStatus_Expired[] = "X";
  1665. const char SyntheticOrdStatus_Unmanaged[] = "U";
  1666. const char SyntheticOrdType_Time Slicer[] = "1";
  1667. const char SyntheticOrdType_Time Duration[] = "2";
  1668. const char SyntheticOrdType_Volume Slicer[] = "3";
  1669. const char SyntheticOrdType_Volume Duration[] = "4";
  1670. const char SyntheticOrdType_Iceberg[] = "5";
  1671. const char SyntheticOrdMod_Stop[] = "1";
  1672. const char SyntheticOrdMod_If-Touched[] = "2";
  1673. const char SyntheticOrdMod_Trailing Stop[] = "3";
  1674. const char SyntheticOrdMod_Trailing If-Touched[] = "4";
  1675. const char SyntheticOrdMod_Trailing Limit[] = "5";
  1676. const char SyntheticOrdMod_Machine Gun[] = "6";
  1677. const char StagedOrderStatus_Available = 'A';
  1678. const char StagedOrderStatus_Owned = 'O';
  1679. const char StagedRoutingLevel_Broker = 'B';
  1680. const char StagedRoutingLevel_Internal = 'I';
  1681. const char LinkType_SPREAD_QUOTING = '1';
  1682. const char LinkType_SPREAD_HEDGE = '2';
  1683. const char LinkType_SPREAD_POSITION_RESERVE = '3';
  1684. const char LinkType_SYNTHETIC_CHILD = '5';
  1685. const char LinkType_SYNTHETIC_CHILD_POSITION_RESERVE = '6';
  1686. const char LinkType_STAGED_CHILD = '7';
  1687. const char LinkType_ALGO_CHILD = 'A';
  1688. const char LinkType_SPREAD_SNIPER = 'S';
  1689. const char LinkType_UNKNOWN = 'U';
  1690. const char RelativePriceType_LTP[] = "0";
  1691. const char RelativePriceType_Bid[] = "1";
  1692. const char RelativePriceType_Ask[] = "2";
  1693. const char RelativePriceType_SameSide[] = "3";
  1694. const char RelativePriceType_OppositeSide[] = "4";
  1695. const char RelativePriceType_Trigger[] = "5";
  1696. const char EndDateTimeAction_Cancel[] = "C";
  1697. const char EndDateTimeAction_Market[] = "M";
  1698. const char EndDateTimeAction_Leave[] = "L";
  1699. const char WATType_Quantity[] = "1";
  1700. const char WATType_Percentage[] = "2";
  1701. const char TriggerPriceType_LTP = '0';
  1702. const char TriggerPriceType_Bid = '1';
  1703. const char TriggerPriceType_Ask = '2';
  1704. const char TriggerPriceType_SameSide = '3';
  1705. const char TriggerPriceType_OppositeSide = '4';
  1706. const char TriggerPriceType_BEST_OFFER = '1';
  1707. const char TriggerPriceType_LAST_TRADE = '2';
  1708. const char TriggerPriceType_BEST_BID = '3';
  1709. const char TriggerPriceType_BEST_BID_OR_LAST_TRADE = '4';
  1710. const char TriggerPriceType_BEST_OFFER_OR_LAST_TRADE = '5';
  1711. const char TriggerPriceType_BEST_MID = '6';
  1712. const char TriggerQtyType_Absolute Quantity[] = "1";
  1713. const char TriggerQtyType_Percentage[] = "2";
  1714. const char TriggerQtyOperator_Greater Than or Equal To[] = "0";
  1715. const char TriggerQtyOperator_Less Than or Equal To[] = "1";
  1716. const char TrailingPriceType_LTP[] = "0";
  1717. const char TrailingPriceType_Bid[] = "1";
  1718. const char TrailingPriceType_Ask[] = "2";
  1719. const char TrailingPriceType_SameSide[] = "3";
  1720. const char TrailingPriceType_OppositeSide[] = "4";
  1721. const char SlicerIntervalUnit_Minutes[] = "1";
  1722. const char SlicerIntervalUnit_Seconds[] = "2";
  1723. const char SlicerIntervalUnit_Milliseconds[] = "3";
  1724. const char DurationType_Time[] = "1";
  1725. const char DurationType_Time Intervale[] = "2";
  1726. const char DurationType_Volume[] = "3";
  1727. const char DurationUnit_Hours[] = "1";
  1728. const char DurationUnit_Minutes[] = "2";
  1729. const char DurationUnit_Seconds[] = "3";
  1730. const char LeftActionTrigger_At End[] = "0";
  1731. const char LeftActionTrigger_Half Life[] = "1";
  1732. const char LeftAction_Leave[] = "0";
  1733. const char LeftAction_Merge[] = "1";
  1734. const char LeftAction_Market[] = "2";
  1735. const char LeftAction_Payup[] = "3";
  1736. const int PriceDisplayType_NORMAL = 0;
  1737. const int PriceDisplayType_THIRTY_SECONDS = 15;
  1738. const int PriceDisplayType_YIELD_PRICE_ONE = 2;
  1739. const int PriceDisplayType_YIELD_PRICE_TWO = 3;
  1740. const int PriceDisplayType_DISCOUNT = 4;
  1741. const int PriceDisplayType_DECIMAL = 5;
  1742. const int PriceDisplayType_BASIS = 6;
  1743. const int PriceDisplayType_ROLL = 7;
  1744. const int PriceDisplayType_SPREAD = 8;
  1745. const int PriceDisplayType_512TH = 9;
  1746. const int PriceDisplayType_HALF_CENTS = 10;
  1747. const int PriceDisplayType_FOURTHS = 11;
  1748. const int PriceDisplayType_MODIFIED_FOURTHS = 12;
  1749. const int PriceDisplayType_EIGHTHS = 13;
  1750. const int PriceDisplayType_MODIFIED_DECIMAL_FOURTHS = 14;
  1751. const int PriceDisplayType_SIXTY_FOURTHS = 16;
  1752. const int PriceDisplayType_HALF_THIRTY_SECONDS = 17;
  1753. const int PriceDisplayType_QUARTER_THIRTY_SECONDS = 18;
  1754. const int PriceDisplayType_HALF_SIXTY_FOURTHS = 19;
  1755. const int PriceDisplayType_FIVES = 20;
  1756. const int PriceDisplayType_HALF_POINTS = 21;
  1757. const int PriceDisplayType_FIVE_ONE_THOUSANDTHS = 22;
  1758. const int PriceDisplayType_ONE_HUNDRETHS = 23;
  1759. const int PriceDisplayType_TENTHS = 24;
  1760. const int PriceDisplayType_TEN_HUNDREDTHS_OF_A_CENT = 25;
  1761. const int PriceDisplayType_NO_DECIMALS = 26;
  1762. const int PriceDisplayType_MODIFIED_1/40_POINTS = 27;
  1763. const int PriceDisplayType_EIGHTH_THIRTY_SECONDS = 28;
  1764. const int PriceDisplayType_BROKERTEC_1/64 = 30;
  1765. const int PriceDisplayType_BROKERTEC_2/8 = 31;
  1766. const int PriceDisplayType_BROKERTEC_2/8_OF_1/32 = 32;
  1767. const int PriceDisplayType_BROKERTEC_1/8_OF_1/32 = 33;
  1768. const int PriceDisplayType_BROKERTEC_BOTH_1/100_AND_1/8 = 34;
  1769. const int PriceDisplayType_BROKERTEC_NORMAL = 35;
  1770. const int PriceDisplayType_BROKERTEC_POINTS_FFQ = 36;
  1771. const int PriceDisplayType_BROKERTEC_32NDS_Q = 37;
  1772. const int PriceDisplayType_QUARTER_32NDS_4X = 38;
  1773. const int PriceDisplayType_QUARTER_32NDS_2X = 39;
  1774. const int PriceDisplayType_BROKERTEC_YIELD = 40;
  1775. const int PriceDisplayType_HALF_CENTS_2X = 41;
  1776. const int PriceDisplayType_NORMAL_2X = 42;
  1777. const int PriceDisplayType_NORMAL_5X = 43;
  1778. const int PriceDisplayType_NORMAL_100X = 44;
  1779. const int PriceDisplayType_FIVE_ONE_THOUSANDTHS_2X = 45;
  1780. const int PriceDisplayType_FIVE_ONE_THOUSANDTHS_5X = 46;
  1781. const int PriceDisplayType_FIVE_ONE_THOUSANDTHS_10X = 47;
  1782. const int PriceDisplayType_TEN_HUNDREDTHS_2X = 48;
  1783. const int PriceDisplayType_TEN_HUNDREDTHS_5X = 49;
  1784. const int PriceDisplayType_TEN_HUNDREDTHS_10X = 50;
  1785. const int PriceDisplayType_QUARTER_ONE_HUNDREDTHS = 51;
  1786. const int PriceDisplayType_NORMAL_10X = 52;
  1787. const int PriceDisplayType_NORMAL_50X = 53;
  1788. const int PriceDisplayType_NORMAL_500X = 54;
  1789. const int PriceDisplayType_NORMAL_25X = 55;
  1790. const int PriceDisplayType_BTEC_INVERTED = 56;
  1791. const int PriceDisplayType_1_16_OF_1_32 = 57;
  1792. const char PassiveAggressive_PASSIVE = 'P';
  1793. const char PassiveAggressive_AGGRESSIVE = 'A';
  1794. const char AutoAggressive_AUTOAGRESSIVE_ORDER = 'Y';
  1795. const char AutoAggressive_NONAUTOAGRESSIVE_ORDER = 'N';
  1796. const int MDEntryState_NONE = 1;
  1797. const int MDEntryState_PUBLIC_WORKUP_AGGRESSOR_HIT = 2;
  1798. const int MDEntryState_PUBLIC_WORKUP_AGGRESSOR_TAKE = 3;
  1799. const int MDEntryState_PRIVATE_WORKUP_AGGRESSOR_HIT = 4;
  1800. const int MDEntryState_PRIVATE_WORKUP_AGGRESSOR_TAKE = 5;
  1801. const char MDEntrySizeType_Minimum Available[] = "1";
  1802. const char MDEntrySizeType_Net Aggregate[] = "2";
  1803. const char MDEntrySizeType_Minimum Available and Net Aggregate[] = "1 2";
  1804. const char AggressorSide_Buyer = '1';
  1805. const char AggressorSide_Seller = '2';
  1806. const char ExactNumOrdersIndicator_Yes = 'Y';
  1807. const char ExactNumOrdersIndicator_No = 'N';
  1808. const char DropCopyOrder_YES = 'Y';
  1809. const char DropCopyOrder_NO = 'N';
  1810. const int PosReqType_POSITIONS = 0;
  1811. const int PosReqType_TRADES = 1;
  1812. const int PosReqType_START_OF_DAYS = 4;
  1813. const int PosReqType_MANUAL_FILLS = 5;
  1814. const int PosReqType_DETAILED_START_OF_DAYS = 6;
  1815. const int PosReqType_EXERCISES = 2;
  1816. const int PosReqType_ASSIGNMENTS = 3;
  1817. const int PosReqType_SETTLEMENT_ACTIVITY = 4;
  1818. const int PosReqType_BACKOUT_MESSAGE = 5;
  1819. const int PosReqType_DELTA_POSITIONS = 6;
  1820. const char RequestTickTable_YES = 'Y';
  1821. const char RequestTickTable_NO = 'N';
  1822. const int ForceLogout_NOT_FORCED = 0;
  1823. const int ForceLogout_FORCED = 1;
  1824. const int GatewayStatus_HALTED = 1;
  1825. const int GatewayStatus_OPEN = 2;
  1826. const int GatewayStatus_CLOSED = 3;
  1827. const int GatewayStatus_PRE_OPEN = 4;
  1828. const int GatewayStatus_PRE_CLOSED = 5;
  1829. const int SubExchangeGateway_PRICE = 1;
  1830. const int SubExchangeGateway_ORDER = 2;
  1831. const int SubExchangeGateway_FILL = 3;
  1832. const char DeliveryTerm_DAY = 'D';
  1833. const char DeliveryTerm_WEEK = 'W';
  1834. const char DeliveryTerm_BALANCE_OF_MONTH = 'B';
  1835. const char DeliveryTerm_QUARTER = 'Q';
  1836. const char DeliveryTerm_SEASON = 'S';
  1837. const char DeliveryTerm_YEAR = 'Y';
  1838. const char DeliveryTerm_VARIABLE = 'V';
  1839. const char DeliveryTerm_BALANCE_OF_WEEK = 'L';
  1840. const char DeliveryTerm_CUSTOM = 'X';
  1841. const char DeliveryTerm_SAME_DAY = 'A';
  1842. const char DeliveryTerm_NEXT_DAY = 'N';
  1843. const char UnderlyingDeliveryTerm_DAY = 'D';
  1844. const char UnderlyingDeliveryTerm_WEEK = 'W';
  1845. const char UnderlyingDeliveryTerm_BALANCE = 'B';
  1846. const char UnderlyingDeliveryTerm_QUARTER = 'Q';
  1847. const char UnderlyingDeliveryTerm_SEASON = 'S';
  1848. const char UnderlyingDeliveryTerm_YEAR = 'Y';
  1849. const char UnderlyingDeliveryTerm_VARIABLE = 'V';
  1850. const char IncludeHistoricalFills_Yes = 'Y';
  1851. const char IncludeHistoricalFills_No = 'N';
  1852. const char IncludeNumberOfOrders_Yes = 'Y';
  1853. const char IncludeNumberOfOrders_No = 'N';
  1854. const char SecurityIDSource_SICOVAM[] = "E";
  1855. const char SecurityIDSource_SEDOL[] = "2";
  1856. const char SecurityIDSource_CUSIP[] = "1";
  1857. const char SecurityIDSource_QUIK[] = "3";
  1858. const char SecurityIDSource_BELGIAN[] = "F";
  1859. const char SecurityIDSource_VALOREN[] = "D";
  1860. const char SecurityIDSource_DUTCH[] = "C";
  1861. const char SecurityIDSource_WERTPAPIER[] = "B";
  1862. const char SecurityIDSource_BLOOMBERG_SYMBOL[] = "A";
  1863. const char SecurityIDSource_CONSOLIDATED_TAPE_ASSOCIATION[] = "9";
  1864. const char SecurityIDSource_EXCHANGE_SYMBOL[] = "8";
  1865. const char SecurityIDSource_ISO_COUNTRY_CODE[] = "7";
  1866. const char SecurityIDSource_ISO_CURRENCY_CODE[] = "6";
  1867. const char SecurityIDSource_RIC_CODE[] = "5";
  1868. const char SecurityIDSource_ISIN_NUMBER[] = "4";
  1869. const char SecurityIDSource_COMMON[] = "G";
  1870. const char SecurityIDSource_CLEARING_HOUSE[] = "H";
  1871. const char SecurityIDSource_ISDA_FPML_PRODUCT_SPECIFICATION[] = "I";
  1872. const char SecurityIDSource_OPTIONS_PRICE_REPORTING_AUTHORITY[] = "J";
  1873. const char SecurityIDSource_OPTION_PRICE_REPORTING_AUTHORITY[] = "J";
  1874. const char SecurityIDSource_ISDA_FPML_PRODUCT_URL[] = "K";
  1875. const char SecurityIDSource_LETTER_OF_CREDIT[] = "L";
  1876. const char SecurityIDSource_MARKETPLACE_ASSIGNED_IDENTIFIER[] = "M";
  1877. const char IOIQty_LARGE[] = "L";
  1878. const char IOIQty_MEDIUM[] = "M";
  1879. const char IOIQty_SMALL[] = "S";
  1880. const char IOIQty_UNDISCLOSED_QUANTITY[] = "U";
  1881. const char PositionEffect_FIFO = 'F';
  1882. const char PositionEffect_ROLLED = 'R';
  1883. const char PositionEffect_CLOSE = 'C';
  1884. const char PositionEffect_OPEN = 'O';
  1885. const char PositionEffect_CLOSE_BUT_NOTIFY_ON_OPEN = 'N';
  1886. const char PositionEffect_DEFAULT = 'D';
  1887. const char BenchmarkCurveName_SWAP[] = "SWAP";
  1888. const char BenchmarkCurveName_LIBID[] = "LIBID";
  1889. const char BenchmarkCurveName_OTHER[] = "OTHER";
  1890. const char BenchmarkCurveName_TREASURY[] = "Treasury";
  1891. const char BenchmarkCurveName_EURIBOR[] = "Euribor";
  1892. const char BenchmarkCurveName_PFANDBRIEFE[] = "Pfandbriefe";
  1893. const char BenchmarkCurveName_FUTURESWAP[] = "FutureSWAP";
  1894. const char BenchmarkCurveName_MUNIAAA[] = "MuniAAA";
  1895. const char BenchmarkCurveName_LIBOR[] = "LIBOR";
  1896. const char BenchmarkCurveName_EONIA[] = "EONIA";
  1897. const char BenchmarkCurveName_EUREPO[] = "EUREPO";
  1898. const char BenchmarkCurveName_SONIA[] = "SONIA";
  1899. const char StipulationType_ABSOLUTE_PREPAYMENT_SPEED[] = "ABS";
  1900. const char StipulationType_WEIGHTED_AVERAGE_LOAN_AGE[] = "WALA";
  1901. const char StipulationType_WEIGHTED_AVERAGE_MATURITY[] = "WAM";
  1902. const char StipulationType_CONSTANT_PREPAYMENT_RATE[] = "CPR";
  1903. const char StipulationType_FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE[] = "HEP";
  1904. const char StipulationType_WEIGHTED_AVERAGE_LIFE[] = "WAL";
  1905. const char StipulationType_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE[] = "MHP";
  1906. const char StipulationType_SINGLE_MONTHLY_MORTALITY[] = "SMM";
  1907. const char StipulationType_MONTHLY_PREPAYMENT_RATE[] = "MPR";
  1908. const char StipulationType_OF_BMA_PREPAYMENT_CURVE[] = "PSA";
  1909. const char StipulationType_OF_PROSPECTUS_PREPAYMENT_CURVE[] = "PPC";
  1910. const char StipulationType_CONSTANT_PREPAYMENT_PENALTY[] = "CPP";
  1911. const char StipulationType_LOT_VARIANCE[] = "LOTVAR";
  1912. const char StipulationType_CONSTANT_PREPAYMENT_YIELD[] = "CPY";
  1913. const char StipulationType_WEIGHTED_AVERAGE_COUPON[] = "WAC";
  1914. const char StipulationType_YEAR_OF_ISSUE[] = "ISSUE";
  1915. const char StipulationType_MATURITY_YEAR[] = "MAT";
  1916. const char StipulationType_NUMBER_OF_PIECES[] = "PIECES";
  1917. const char StipulationType_POOLS_MAXIMUM[] = "PMAX";
  1918. const char StipulationType_POOLS_PER_MILLION[] = "PPM";
  1919. const char StipulationType_POOLS_PER_LOT[] = "PPL";
  1920. const char StipulationType_POOLS_PER_TRADE[] = "PPT";
  1921. const char StipulationType_PRODUCTION_YEAR[] = "PROD";
  1922. const char StipulationType_TRADE_VARIANCE[] = "TRDVAR";
  1923. const char StipulationType_GEOGRAPHICS[] = "GEOG";
  1924. const char StipulationType_AMT[] = "AMT";
  1925. const char StipulationType_AUTO_REINVESTMENT_AT_RATE_OR_BETTER[] = "AUTOREINV";
  1926. const char StipulationType_BANK_QUALIFIED[] = "BANKQUAL";
  1927. const char StipulationType_BARGAIN_CONDITIONS_SEE[] = "BGNCON";
  1928. const char StipulationType_COUPON_RANGE[] = "COUPON";
  1929. const char StipulationType_ISO_CURRENCY_CODE[] = "CURRENCY";
  1930. const char StipulationType_CUSTOM_START_END_DATE[] = "CUSTOMDATE";
  1931. const char StipulationType_GEOGRAPHICS_AND_RANGE[] = "GEOG";
  1932. const char StipulationType_VALUATION_DISCOUNT[] = "HAIRCUT";
  1933. const char StipulationType_INSURED[] = "INSURED";
  1934. const char StipulationType_YEAR_OR_YEAR_MONTH_OF_ISSUE[] = "ISSUE";
  1935. const char StipulationType_ISSUERS_TICKER[] = "ISSUER";
  1936. const char StipulationType_ISSUE_SIZE_RANGE[] = "ISSUESIZE";
  1937. const char StipulationType_LOOKBACK_DAYS[] = "LOOKBACK";
  1938. const char StipulationType_EXPLICIT_LOT_IDENTIFIER[] = "LOT";
  1939. const char StipulationType_MATURITY_YEAR_AND_MONTH[] = "MAT";
  1940. const char StipulationType_MATURITY_RANGE[] = "MATURITY";
  1941. const char StipulationType_MAXIMUM_SUBSTITUTIONS[] = "MAXSUBS";
  1942. const char StipulationType_MINIMUM_QUANTITY[] = "MINQTY";
  1943. const char StipulationType_MINIMUM_INCREMENT[] = "MININCR";
  1944. const char StipulationType_MINIMUM_DENOMINATION[] = "MINDNOM";
  1945. const char StipulationType_PAYMENT_FREQUENCY_CALENDAR[] = "PAYFREQ";
  1946. const char StipulationType_PRICE_RANGE[] = "PRICE";
  1947. const char StipulationType_PRICING_FREQUENCY[] = "PRICEFREQ";
  1948. const char StipulationType_CALL_PROTECTION[] = "PROTECT";
  1949. const char StipulationType_PURPOSE[] = "PURPOSE";
  1950. const char StipulationType_BENCHMARK_PRICE_SOURCE[] = "PXSOURCE";
  1951. const char StipulationType_RATING_SOURCE_AND_RANGE[] = "RATING";
  1952. const char StipulationType_TYPE_OF_REDEMPTION_VALUES_ARE_NONCALLABLE_CALLABLE_PREFUNDED_ESCROWEDTOMATURITY_PUTABLE_CONVERTIBLE[] = "REDEMPTION";
  1953. const char StipulationType_RESTRICTED[] = "RESTRICTED";
  1954. const char StipulationType_MARKET_SECTOR[] = "SECTOR";
  1955. const char StipulationType_SECURITYTYPE_INCLUDED_OR_EXCLUDED[] = "SECTYPE";
  1956. const char StipulationType_STRUCTURE[] = "STRUCT";
  1957. const char StipulationType_SUBSTITUTIONS_FREQUENCY[] = "SUBSFREQ";
  1958. const char StipulationType_SUBSTITUTIONS_LEFT[] = "SUBSLEFT";
  1959. const char StipulationType_FREEFORM_TEXT[] = "TEXT";
  1960. const char StipulationType_WEIGHTED_AVERAGE_COUPONVALUE_IN_PERCENT[] = "WAC";
  1961. const char StipulationType_WEIGHTED_AVERAGE_LIFE_COUPON_VALUE_IN_PERCENT[] = "WAL";
  1962. const char StipulationType_WEIGHTED_AVERAGE_LOAN_AGE_VALUE_IN_MONTHS[] = "WALA";
  1963. const char StipulationType_WEIGHTED_AVERAGE_MATURITY_VALUE_IN_MONTHS[] = "WAM";
  1964. const char StipulationType_WHOLE_POOL[] = "WHOLE";
  1965. const char StipulationType_YIELD_RANGE[] = "YIELD";
  1966. const char StipulationType_ALTERNATIVE_MINIMUM_TAX[] = "AMT";
  1967. const char StipulationType_BARGAIN_CONDITIONS[] = "BGNCON";
  1968. const char StipulationType_TYPE_OF_REDEMPTION[] = "REDEMPTION";
  1969. const char StipulationType_SECURITY_TYPE_INCLUDED_OR_EXCLUDED[] = "SECTYPE";
  1970. const char StipulationType_WEIGHTED_AVERAGE_LIFE_COUPON[] = "WAL";
  1971. const char StipulationType_PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE[] = "MHP";
  1972. const char StipulationType_PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE[] = "PPC";
  1973. const char StipulationType_PERCENT_OF_BMA_PREPAYMENT_CURVE[] = "PSA";
  1974. const char StipulationType_AVERAGE_FICO_SCORE[] = "AVFICO";
  1975. const char StipulationType_AVERAGE_LOAN_SIZE[] = "AVSIZE";
  1976. const char StipulationType_MAXIMUM_LOAN_BALANCE[] = "MAXBAL";
  1977. const char StipulationType_POOL_IDENTIFIER[] = "POOL";
  1978. const char StipulationType_TYPE_OF_ROLL_TRADE[] = "ROLLTYPE";
  1979. const char StipulationType_REFERENCE_TO_ROLLING_OR_CLOSING_TRADE[] = "REFTRADE";
  1980. const char StipulationType_PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE[] = "REFPRIN";
  1981. const char StipulationType_INTEREST_OF_ROLLING_OR_CLOSING_TRADE[] = "REFINT";
  1982. const char StipulationType_AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET[] = "AVAILQTY";
  1983. const char StipulationType_BROKERS_SALES_CREDIT[] = "BROKERCREDIT";
  1984. const char StipulationType_OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS[] = "INTERNALPX";
  1985. const char StipulationType_OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS[] = "INTERNALQTY";
  1986. const char StipulationType_THE_MINIMUM_RESIDUAL_OFFER_QUANTITY[] = "LEAVEQTY";
  1987. const char StipulationType_MAXIMUM_ORDER_SIZE[] = "MAXORDQTY";
  1988. const char StipulationType_ORDER_QUANTITY_INCREMENT[] = "ORDRINCR";
  1989. const char StipulationType_PRIMARY_OR_SECONDARY_MARKET_INDICATOR[] = "PRIMARY";
  1990. const char StipulationType_BROKER_SALES_CREDIT_OVERRIDE[] = "SALESCREDITOVR";
  1991. const char StipulationType_TRADERS_CREDIT[] = "TRADERCREDIT";
  1992. const char StipulationType_DISCOUNT_RATE[] = "DISCOUNT";
  1993. const char StipulationType_YIELD_TO_MATURITY[] = "YTM";
  1994. const char YieldType_TRUE_YIELD_THE_YIELD_CALCULATED_WITH_COUPON_DATES_MOVED_FROM_A_WEEKEND_OR_HOLIDAY_TO_THE_NEXT_VALID_SETTLEMENT_DATE[] = "TRUE";
  1995. const char YieldType_PREVIOUS_CLOSE_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_1_DAY_AGO[] = "PREVCLOSE";
  1996. const char YieldType_YIELD_TO_LONGEST_AVERAGE[] = "LONGEST";
  1997. const char YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE_THE_YIELD_ASSUMING_ONLY_MANDATORY_SINKS_ARE_TAKEN_THIS_RESULTS_IN_A_LOWER_PAYDOWN_OF_DEBT_THE_YIELD_IS_THEN_CALCULATED_TO_THE_FINAL_PAYMENT_DATE[] = "LONGAVGLIFE";
  1998. const char YieldType_YIELD_TO_MATURITY_THE_YIELD_OF_A_BOND_TO_ITS_MATURITY_DATE[] = "MATURITY";
  1999. const char YieldType_MARK_TO_MARKET_YIELD_AN_ADJUSTMENT_IN_THE_VALUATION_OF_A_SECURITIES_PORTFOLIO_TO_REFLECT_THE_CURRENT_MARKET_VALUES_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO[] = "MARK";
  2000. const char YieldType_OPEN_AVERAGE_YIELD_THE_AVERAGE_YIELD_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO[] = "OPENAVG";
  2001. const char YieldType_YIELD_TO_NEXT_PUT_THE_YIELD_TO_THE_DATE_AT_WHICH_THE_BOND_HOLDER_CAN_NEXT_PUT_THE_BOND_TO_THE_ISSUER[] = "PUT";
  2002. const char YieldType_PROCEEDS_YIELD_THE_CD_EQUIVALENT_YIELD_WHEN_THE_REMAINING_TIME_TO_MATURITY_IS_LESS_THAN_TWO_YEARS[] = "PROCEEDS";
  2003. const char YieldType_SEMI_ANNUAL_YIELD_THE_YIELD_OF_A_BOND_WHOSE_COUPON_PAYMENTS_ARE_REINVESTED_SEMI_ANNUALLY[] = "SEMIANNUAL";
  2004. const char YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE_SAME_AS_AVGLIFE_ABOVE[] = "SHORTAVGLIFE";
  2005. const char YieldType_YIELD_TO_SHORTEST_AVERAGE[] = "SHORTEST";
  2006. const char YieldType_SIMPLE_YIELD_THE_YIELD_OF_A_BOND_ASSUMING_NO_REINVESTMENT_OF_COUPON_PAYMENTS[] = "SIMPLE";
  2007. const char YieldType_YIELD_TO_TENDER_DATE_THE_YIELD_ON_A_MUNICIPAL_BOND_TO_ITS_MANDATORY_TENDER_DATE[] = "TENDER";
  2008. const char YieldType_YIELD_VALUE_OF_1_32_THE_AMOUNT_THAT_THE_YIELD_WILL_CHANGE_FOR_A_1_32ND_CHANGE_IN_PRICE[] = "VALUE1/32";
  2009. const char YieldType_YIELD_TO_WORST_CONVENTION_THE_LOWEST_YIELD_TO_ALL_POSSIBLE_REDEMPTION_DATE_SCENARIOS[] = "WORST";
  2010. const char YieldType_TAX_EQUIVALENT_YIELD_THE_AFTER_TAX_YIELD_GROSSED_UP_BY_THE_MAXIMUM_FEDERAL_TAX_RATE_OF_396_FOR_COMPARISON_TO_TAXABLE_YIELDS[] = "TAXEQUIV";
  2011. const char YieldType_ANNUAL_YIELD_THE_ANNUAL_INTEREST_OR_DIVIDEND_INCOME_AN_INVESTMENT_EARNS_EXPRESSED_AS_A_PERCENTAGE_OF_THE_INVESTMENTS_TOTAL_VALUE[] = "ANNUAL";
  2012. const char YieldType_CLOSING_YIELD_MOST_RECENT_YEAR_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_YEARS_END[] = "LASTYEAR";
  2013. const char YieldType_YIELD_TO_NEXT_REFUND[] = "NEXTREFUND";
  2014. const char YieldType_AFTER_TAX_YIELD[] = "AFTERTAX";
  2015. const char YieldType_YIELD_AT_ISSUE[] = "ATISSUE";
  2016. const char YieldType_YIELD_TO_AVERAGE_LIFE_THE_YIELD_ASSUMING_THAT_ALL_SINKS[] = "AVGLIFE";
  2017. const char YieldType_YIELD_TO_AVERAGE_MATURITY_THE_YIELD_ACHIEVED_BY_SUBSTITUTING_A_BONDS_AVERAGE_MATURITY_FOR_THE_ISSUES_FINAL_MATURITY_DATE[] = "AVGMATURITY";
  2018. const char YieldType_BOOK_YIELD_THE_YIELD_OF_A_SECURITY_CALCULATED_BY_USING_ITS_BOOK_VALUE_INSTEAD_OF_THE_CURRENT_MARKET_PRICE_THIS_TERM_IS_TYPICALLY_USED_IN_THE_US_DOMESTIC_MARKET[] = "BOOK";
  2019. const char YieldType_YIELD_TO_NEXT_CALL_THE_YIELD_OF_A_BOND_TO_THE_NEXT_POSSIBLE_CALL_DATE[] = "CALL";
  2020. const char YieldType_YIELD_CHANGE_SINCE_CLOSE_THE_CHANGE_IN_THE_YIELD_SINCE_THE_PREVIOUS_DAYS_CLOSING_YIELD[] = "CHANGE";
  2021. const char YieldType_COMPOUND_YIELD_THE_YIELD_OF_CERTAIN_JAPANESE_BONDS_BASED_ON_ITS_PRICE_CERTAIN_JAPANESE_BONDS_HAVE_IRREGULAR_FIRST_OR_LAST_COUPONS_AND_THE_YIELD_IS_CALCULATED_COMPOUND_FOR_THESE_IRREGULAR_PERIODS[] = "COMPOUND";
  2022. const char YieldType_CURRENT_YIELD_ANNUAL_INTEREST_ON_A_BOND_DIVIDED_BY_THE_MARKET_VALUE_THE_ACTUAL_INCOME_RATE_OF_RETURN_AS_OPPOSED_TO_THE_COUPON_RATE_EXPRESSED_AS_A_PERCENTAGE[] = "CURRENT";
  2023. const char YieldType_TRUE_GROSS_YIELD_YIELD_CALCULATED_USING_THE_PRICE_INCLUDING_ACCRUED_INTEREST_WHERE_COUPON_DATES_ARE_MOVED_FROM_HOLIDAYS_AND_WEEKENDS_TO_THE_NEXT_TRADING_DAY[] = "GROSS";
  2024. const char YieldType_GOVERNMENT_EQUIVALENT_YIELD_ASK_YIELD_BASED_ON_SEMI_ANNUAL_COUPONS_COMPOUNDING_IN_ALL_PERIODS_AND_ACTUAL_ACTUAL_CALENDAR[] = "GOVTEQUIV";
  2025. const char YieldType_YIELD_WITH_INFLATION_ASSUMPTION_BASED_ON_PRICE_THE_RETURN_AN_INVESTOR_WOULD_REQUIRE_ON_A_NORMAL_BOND_THAT_WOULD_MAKE_THE_REAL_RETURN_EQUAL_TO_THAT_OF_THE_INFLATION_INDEXED_BOND_ASSUMING_A_CONSTANT_INFLATION_RATE[] = "INFLATION";
  2026. const char YieldType_INVERSE_FLOATER_BOND_YIELD_INVERSE_FLOATER_SEMI_ANNUAL_BOND_EQUIVALENT_RATE[] = "INVERSEFLOATER";
  2027. const char YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_QUARTERS_END[] = "LASTQUARTER";
  2028. const char YieldType_MOST_RECENT_CLOSING_YIELD_THE_LAST_AVAILABLE_YIELD_STORED_IN_HISTORY_COMPUTED_USING_PRICE[] = "LASTCLOSE";
  2029. const char YieldType_CLOSING_YIELD_MOST_RECENT_MONTH_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_MONTHS_END[] = "LASTMONTH";
  2030. const char YieldType_CLOSING_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE[] = "CLOSE";
  2031. const char YieldType_ANNUAL_YIELD[] = "ANNUAL";
  2032. const char YieldType_YIELD_TO_AVERAGE_MATURITY[] = "AVGMATURITY";
  2033. const char YieldType_BOOK_YIELD[] = "BOOK";
  2034. const char YieldType_YIELD_TO_NEXT_CALL[] = "CALL";
  2035. const char YieldType_YIELD_CHANGE_SINCE_CLOSE[] = "CHANGE";
  2036. const char YieldType_CLOSING_YIELD[] = "CLOSE";
  2037. const char YieldType_COMPOUND_YIELD[] = "COMPOUND";
  2038. const char YieldType_CURRENT_YIELD[] = "CURRENT";
  2039. const char YieldType_TRUE_GROSS_YIELD[] = "GROSS";
  2040. const char YieldType_GOVERNMENT_EQUIVALENT_YIELD[] = "GOVTEQUIV";
  2041. const char YieldType_YIELD_WITH_INFLATION_ASSUMPTION[] = "INFLATION";
  2042. const char YieldType_INVERSE_FLOATER_BOND_YIELD[] = "INVERSEFLOATER";
  2043. const char YieldType_MOST_RECENT_CLOSING_YIELD[] = "LASTCLOSE";
  2044. const char YieldType_CLOSING_YIELD_MOST_RECENT_MONTH[] = "LASTMONTH";
  2045. const char YieldType_CLOSING_YIELD_MOST_RECENT_QUARTER[] = "LASTQUARTER";
  2046. const char YieldType_CLOSING_YIELD_MOST_RECENT_YEAR[] = "LASTYEAR";
  2047. const char YieldType_YIELD_TO_LONGEST_AVERAGE_LIFE[] = "LONGAVGLIFE";
  2048. const char YieldType_MARK_TO_MARKET_YIELD[] = "MARK";
  2049. const char YieldType_YIELD_TO_MATURITY[] = "MATURITY";
  2050. const char YieldType_OPEN_AVERAGE_YIELD[] = "OPENAVG";
  2051. const char YieldType_YIELD_TO_NEXT_PUT[] = "PUT";
  2052. const char YieldType_PREVIOUS_CLOSE_YIELD[] = "PREVCLOSE";
  2053. const char YieldType_PROCEEDS_YIELD[] = "PROCEEDS";
  2054. const char YieldType_SEMI_ANNUAL_YIELD[] = "SEMIANNUAL";
  2055. const char YieldType_YIELD_TO_SHORTEST_AVERAGE_LIFE[] = "SHORTAVGLIFE";
  2056. const char YieldType_SIMPLE_YIELD[] = "SIMPLE";
  2057. const char YieldType_TAX_EQUIVALENT_YIELD[] = "TAXEQUIV";
  2058. const char YieldType_YIELD_TO_TENDER_DATE[] = "TENDER";
  2059. const char YieldType_TRUE_YIELD[] = "TRUE";
  2060. const char YieldType_YIELD_VALUE_OF_1_32[] = "VALUE1_32";
  2061. const char YieldType_YIELD_TO_WORST[] = "WORST";
  2062. const char YieldType_YIELD_TO_AVG_MATURITY[] = "AVGMATURITY";
  2063. const char YieldType_GVNT_EQUIVALENT_YIELD[] = "GOVTEQUIV";
  2064. const char TradedFlatSwitch_NO = 'N';
  2065. const char TradedFlatSwitch_YES = 'Y';
  2066. const int QuoteStatus_REMOVED_FROM_MARKET = 6;
  2067. const int QuoteStatus_CANCELED_FOR_SYMBOL = 1;
  2068. const int QuoteStatus_PENDING = 10;
  2069. const int QuoteStatus_QUOTE_NOT_FOUND = 9;
  2070. const int QuoteStatus_QUERY = 8;
  2071. const int QuoteStatus_EXPIRED = 7;
  2072. const int QuoteStatus_REJECTED = 5;
  2073. const int QuoteStatus_CANCELED_ALL = 4;
  2074. const int QuoteStatus_CANCELED_FOR_UNDERLYING = 3;
  2075. const int QuoteStatus_CANCELED_FOR_SECURITY_TYPE = 2;
  2076. const int QuoteStatus_ACCEPTED = 0;
  2077. const int QuoteStatus_PASS = 11;
  2078. const int QuoteStatus_LOCKED_MARKET_WARNING = 12;
  2079. const int QuoteStatus_CROSS_MARKET_WARNING = 13;
  2080. const int QuoteStatus_CANCELED_DUE_TO_LOCK_MARKET = 14;
  2081. const int QuoteStatus_CANCELED_DUE_TO_CROSS_MARKET = 15;
  2082. const int QuoteStatus_CANCEL_FOR_SYMBOL = 1;
  2083. const int QuoteStatus_ACTIVE = 16;
  2084. const int QuoteStatus_CANCELED = 17;
  2085. const int QuoteStatus_UNSOLICITED_QUOTE_REPLENISHMENT = 18;
  2086. const int QuoteStatus_PENDING_END_TRADE = 19;
  2087. const int QuoteStatus_TOO_LATE_TO_END = 20;
  2088. const int Product_LOAN = 8;
  2089. const int Product_OTHER = 12;
  2090. const int Product_MUNICIPAL = 11;
  2091. const int Product_AGENCY = 1;
  2092. const int Product_CORPORATE = 3;
  2093. const int Product_CURRENCY = 4;
  2094. const int Product_COMMODITY = 2;
  2095. const int Product_GOVERNMENT = 6;
  2096. const int Product_MORTGAGE = 10;
  2097. const int Product_INDEX = 7;
  2098. const int Product_MONEYMARKET = 9;
  2099. const int Product_EQUITY = 5;
  2100. const int Product_FINANCING = 13;
  2101. const int QuantityType_CONTRACTS = 6;
  2102. const int QuantityType_OTHER = 7;
  2103. const int QuantityType_CURRENCY = 5;
  2104. const int QuantityType_ORIGINALFACE = 4;
  2105. const int QuantityType_CURRENTFACE = 3;
  2106. const int QuantityType_BONDS = 2;
  2107. const int QuantityType_SHARES = 1;
  2108. const int QuantityType_PAR = 8;
  2109. const char RoundingDirection_ROUND_TO_NEAREST = '0';
  2110. const char RoundingDirection_ROUND_DOWN = '1';
  2111. const char RoundingDirection_ROUND_UP = '2';
  2112. const int DistribPaymentMethod_CREST = 1;
  2113. const int DistribPaymentMethod_NSCC = 2;
  2114. const int DistribPaymentMethod_EUROCLEAR = 3;
  2115. const int DistribPaymentMethod_CLEARSTREAM = 4;
  2116. const int DistribPaymentMethod_CHEQUE = 5;
  2117. const int DistribPaymentMethod_TELEGRAPHIC_TRANSFER = 6;
  2118. const int DistribPaymentMethod_FEDWIRE = 7;
  2119. const int DistribPaymentMethod_DIRECT_CREDIT = 8;
  2120. const int DistribPaymentMethod_ACH_CREDIT = 9;
  2121. const int DistribPaymentMethod_BPAY = 10;
  2122. const int DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM = 11;
  2123. const int DistribPaymentMethod_REINVEST_IN_FUND = 12;
  2124. const int DistribPaymentMethod_FED_WIRE = 7;
  2125. const int DistribPaymentMethod_HIGH_VALUE_CLEARING_SYSTEM_HVACS = 11;
  2126. const char CancellationRights_NO_WAIVER_AGREEMENT = 'M';
  2127. const char CancellationRights_NO_EXECUTION_ONLY = 'N';
  2128. const char CancellationRights_YES = 'Y';
  2129. const char CancellationRights_NO_INSTITUTIONAL = 'O';
  2130. const char CancellationRights_NO_N = 'N';
  2131. const char CancellationRights_NO_M = 'M';
  2132. const char CancellationRights_NO_O = 'O';
  2133. const char MoneyLaunderingStatus_EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION = '3';
  2134. const char MoneyLaunderingStatus_EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION = '2';
  2135. const char MoneyLaunderingStatus_EXEMPT_BELOW_THE_LIMIT = '1';
  2136. const char MoneyLaunderingStatus_PASSED = 'Y';
  2137. const char MoneyLaunderingStatus_NOT_CHECKED = 'N';
  2138. const char MoneyLaunderingStatus_EXEMPT_1 = '1';
  2139. const char MoneyLaunderingStatus_EXEMPT_2 = '2';
  2140. const char MoneyLaunderingStatus_EXEMPT_3 = '3';
  2141. const char ExecPriceType_SINGLE_PRICE = 'S';
  2142. const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT = 'Q';
  2143. const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT = 'P';
  2144. const char ExecPriceType_OFFER_PRICE = 'O';
  2145. const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT = 'E';
  2146. const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT = 'D';
  2147. const char ExecPriceType_CREATION_PRICE = 'C';
  2148. const char ExecPriceType_BID_PRICE = 'B';
  2149. const char ExecPriceType_CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT = 'D';
  2150. const char ExecPriceType_OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT = 'P';
  2151. const int TradeReportTransType_NEW = 0;
  2152. const int TradeReportTransType_REPLACE = 2;
  2153. const int TradeReportTransType_CANCEL = 1;
  2154. const int TradeReportTransType_RELEASE = 3;
  2155. const int TradeReportTransType_REVERSE = 4;
  2156. const int TradeReportTransType_CANCEL_DUE_TO_BACK_OUT_OF_TRADE = 5;
  2157. const int PaymentMethod_BPAY = 14;
  2158. const int PaymentMethod_ACH_CREDIT = 13;
  2159. const int PaymentMethod_ACH_DEBIT = 12;
  2160. const int PaymentMethod_CREDIT_CARD = 11;
  2161. const int PaymentMethod_DIRECT_CREDIT = 10;
  2162. const int PaymentMethod_DIRECT_DEBIT = 9;
  2163. const int PaymentMethod_DEBIT_CARD = 8;
  2164. const int PaymentMethod_FEDWIRE = 7;
  2165. const int PaymentMethod_HIGH_VALUE_CLEARING_SYSTEM = 15;
  2166. const int PaymentMethod_EUROCLEAR = 3;
  2167. const int PaymentMethod_TELEGRAPHIC_TRANSFER = 6;
  2168. const int PaymentMethod_CLEARSTREAM = 4;
  2169. const int PaymentMethod_CREST = 1;
  2170. const int PaymentMethod_NSCC = 2;
  2171. const int PaymentMethod_CHEQUE = 5;
  2172. const int PaymentMethod_FED_WIRE = 7;
  2173. const int TaxAdvantageType_PROFIT_SHARING_PLAN = 19;
  2174. const int TaxAdvantageType_EMPLOYER = 11;
  2175. const int TaxAdvantageType_EMPLOYER_CURRENT_YEAR = 12;
  2176. const int TaxAdvantageType_NON_FUND_PROTOTYPE_IRA = 13;
  2177. const int TaxAdvantageType_NON_FUND_QUALIFIED_PLAN = 14;
  2178. const int TaxAdvantageType_DEFINED_CONTRIBUTION_PLAN = 15;
  2179. const int TaxAdvantageType_EMPLOYEE_CURRENT_YEAR = 10;
  2180. const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_ROLLOVER = 17;
  2181. const int TaxAdvantageType_MINI_INSURANCE_ISA = 5;
  2182. const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT = 16;
  2183. const int TaxAdvantageType_EMPLOYEE = 9;
  2184. const int TaxAdvantageType_ASSET_TRANSFER = 8;
  2185. const int TaxAdvantageType_SELF_DIRECTED_IRA = 21;
  2186. const int TaxAdvantageType_CURRENT_YEAR_PAYMENT = 6;
  2187. const int TaxAdvantageType_401K = 20;
  2188. const int TaxAdvantageType_MINI_STOCKS_AND_SHARES_ISA = 4;
  2189. const int TaxAdvantageType_MINI_CASH_ISA = 3;
  2190. const int TaxAdvantageType_TESSA = 2;
  2191. const int TaxAdvantageType_MAXI_ISA = 1;
  2192. const int TaxAdvantageType_NONE_NOT_APPLICABLE = 0;
  2193. const int TaxAdvantageType_PRIOR_YEAR_PAYMENT = 7;
  2194. const int TaxAdvantageType_457 = 23;
  2195. const int TaxAdvantageType_ROTH_IRA_24 = 24;
  2196. const int TaxAdvantageType_ROTH_IRA_25 = 25;
  2197. const int TaxAdvantageType_ROTH_CONVERSION_IRA_26 = 26;
  2198. const int TaxAdvantageType_ROTH_CONVERSION_IRA_27 = 27;
  2199. const int TaxAdvantageType_EDUCATION_IRA_28 = 28;
  2200. const int TaxAdvantageType_EDUCATION_IRA_29 = 29;
  2201. const int TaxAdvantageType_KEOGH = 18;
  2202. const int TaxAdvantageType_403 = 22;
  2203. const int TaxAdvantageType_EMPLOYEE_9 = 9;
  2204. const int TaxAdvantageType_EMPLOYEE_10 = 10;
  2205. const int TaxAdvantageType_EMPLOYER_11 = 11;
  2206. const int TaxAdvantageType_EMPLOYER_12 = 12;
  2207. const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_16 = 16;
  2208. const int TaxAdvantageType_INDIVIDUAL_RETIREMENT_ACCOUNT_17 = 17;
  2209. const int TaxAdvantageType_401 = 20;
  2210. const int TaxAdvantageType_OTHER = 999;
  2211. const char FundRenewWaiv_NO = 'N';
  2212. const char FundRenewWaiv_YES = 'Y';
  2213. const char RegistStatus_ACCEPT = 'A';
  2214. const char RegistStatus_REMINDER = 'N';
  2215. const char RegistStatus_REJECT = 'R';
  2216. const char RegistStatus_HELD = 'H';
  2217. const char RegistStatus_ACCEPTED = 'A';
  2218. const char RegistStatus_REJECTED = 'R';
  2219. const char RegistStatus_REMINDER_IE_REGISTRATION_INSTRUCTIONS_ARE_STILL_OUTSTANDING = 'N';
  2220. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NODISTRIBINSTNS = 13;
  2221. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE = 17;
  2222. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME = 16;
  2223. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETLS = 4;
  2224. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD = 15;
  2225. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE = 14;
  2226. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_OWNERSHIP_TYPE = 3;
  2227. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE = 2;
  2228. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE = 12;
  2229. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_DATE_OF_BIRTH = 11;
  2230. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE = 10;
  2231. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_INVESTOR_ID = 9;
  2232. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INST = 8;
  2233. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DTLS = 7;
  2234. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_SEQ_NO = 5;
  2235. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_ACCOUNT_TYPE = 1;
  2236. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM = 18;
  2237. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DTLS = 6;
  2238. const int RegistRejReasonCode_OTHER = 99;
  2239. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_REG_DETAILS = 4;
  2240. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_REG_DETAILS = 6;
  2241. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_DETAILS = 7;
  2242. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS = 8;
  2243. const int RegistRejReasonCode_INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE = 10;
  2244. const int RegistRejReasonCode_INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS = 13;
  2245. const char RegistTransType_CANCEL = '2';
  2246. const char RegistTransType_NEW = '0';
  2247. const char RegistTransType_REPLACE = '1';
  2248. const char OwnershipType_JOINT_INVESTORS = 'J';
  2249. const char OwnershipType_TENANTS_IN_COMMON = 'T';
  2250. const char OwnershipType_JOINT_TRUSTEES = '2';
  2251. const int ContAmtType_NET_SETTLEMENT_AMOUNT = 15;
  2252. const int ContAmtType_COMMISSION_AMOUNT = 1;
  2253. const int ContAmtType_COMMISSION = 2;
  2254. const int ContAmtType_INITIAL_CHARGE_AMOUNT = 3;
  2255. const int ContAmtType_INITIAL_CHARGE = 4;
  2256. const int ContAmtType_DISCOUNT_AMOUNT = 5;
  2257. const int ContAmtType_DISCOUNT = 6;
  2258. const int ContAmtType_DILUTION_LEVY_AMOUNT = 7;
  2259. const int ContAmtType_DILUTION_LEVY = 8;
  2260. const int ContAmtType_EXIT_CHARGE_AMOUNT = 9;
  2261. const int ContAmtType_EXIT_CHARGE = 10;
  2262. const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION = 11;
  2263. const int ContAmtType_PROJECTED_FUND_VALUE = 12;
  2264. const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14 = 14;
  2265. const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13 = 13;
  2266. const int ContAmtType_COMMISSION_PERCENT = 2;
  2267. const int ContAmtType_INITIAL_CHARGE_PERCENT = 4;
  2268. const int ContAmtType_DISCOUNT_PERCENT = 6;
  2269. const int ContAmtType_DILUTION_LEVY_PERCENT = 8;
  2270. const int ContAmtType_EXIT_CHARGE_PERCENT = 10;
  2271. const int ContAmtType_FUND_BASED_RENEWAL_COMMISSION_PERCENT = 11;
  2272. const int OwnerType_COMPANY_TRUSTEE = 5;
  2273. const int OwnerType_NOMINEE = 13;
  2274. const int OwnerType_CORPORATE_BODY = 12;
  2275. const int OwnerType_NON_PROFIT_ORGANIZATION = 11;
  2276. const int OwnerType_NETWORKING_SUB_ACCOUNT = 10;
  2277. const int OwnerType_FIDUCIARIES = 9;
  2278. const int OwnerType_TRUSTS = 8;
  2279. const int OwnerType_PENSION_PLAN = 6;
  2280. const int OwnerType_INDIVIDUAL_TRUSTEE = 4;
  2281. const int OwnerType_PUBLIC_COMPANY = 2;
  2282. const int OwnerType_PRIVATE_COMPANY = 3;
  2283. const int OwnerType_INDIVIDUAL_INVESTOR = 1;
  2284. const int OwnerType_CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT = 7;
  2285. const char OrderRestrictions_FOREIGN_ENTITY = '7';
  2286. const char OrderRestrictions_RISKLESS_ARBITRAGE = 'A';
  2287. const char OrderRestrictions_PROGRAM_TRADE = '1';
  2288. const char OrderRestrictions_EXTERNAL_MARKET_PARTICIPANT = '8';
  2289. const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY = '6';
  2290. const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY = '5';
  2291. const char OrderRestrictions_NON_INDEX_ARBITRAGE = '3';
  2292. const char OrderRestrictions_INDEX_ARBITRAGE = '2';
  2293. const char OrderRestrictions_COMPETING_MARKET_MAKER = '4';
  2294. const char OrderRestrictions_EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE = '9';
  2295. const char OrderRestrictions_ACTING_AS_MARKET_MAKER_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY = '6';
  2296. const char OrderRestrictions_EXTNERAL_INTER_CONNECTED_MARKET_LINKAGE = '9';
  2297. const char OrderRestrictions_ISSUER_HOLDING = 'B';
  2298. const char OrderRestrictions_ISSUE_PRICE_STABILIZATION = 'C';
  2299. const char OrderRestrictions_NON_ALGORITHMIC = 'D';
  2300. const char OrderRestrictions_ALGORITHMIC = 'E';
  2301. const char OrderRestrictions_CROSS = 'F';
  2302. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY = '1';
  2303. const char MassCancelRequestType_CANCEL_ALL_ORDERS = '7';
  2304. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6';
  2305. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5';
  2306. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_CFICODE = '4';
  2307. const char MassCancelRequestType_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2';
  2308. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_PRODUCT = '3';
  2309. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET = '8';
  2310. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT = '9';
  2311. const char MassCancelRequestType_CANCEL_ORDERS_FOR_A_SECURITY_GROUP = 'A';
  2312. const char MassCancelRequestType_CANCEL_FOR_SECURITY_ISSUER = 'B';
  2313. const char MassCancelRequestType_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 'C';
  2314. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_TRADING_SESSION = '6';
  2315. const char MassCancelResponse_CANCEL_REQUEST_REJECTED = '0';
  2316. const char MassCancelResponse_CANCEL_ALL_ORDERS = '7';
  2317. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_PRODUCT = '3';
  2318. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITYTYPE = '5';
  2319. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_CFICODE = '4';
  2320. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY = '1';
  2321. const char MassCancelResponse_CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY = '2';
  2322. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET = '8';
  2323. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_MARKET_SEGMENT = '9';
  2324. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITY_GROUP = 'A';
  2325. const char MassCancelResponse_CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER = 'B';
  2326. const char MassCancelResponse_CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 'C';
  2327. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_UNDERLYING = 2;
  2328. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6;
  2329. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_TYPE = 5;
  2330. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3;
  2331. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1;
  2332. const int MassCancelRejectReason_MASS_CANCEL_NOT_SUPPORTED = 0;
  2333. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4;
  2334. const int MassCancelRejectReason_OTHER = 99;
  2335. const int MassCancelRejectReason_INVALID_OR_UNKOWN_UNDERLYING_SECURITY = 2;
  2336. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5;
  2337. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_MARKET = 7;
  2338. const int MassCancelRejectReason_INVALID_OR_UNKOWN_MARKET_SEGMENT = 8;
  2339. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9;
  2340. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10;
  2341. const int MassCancelRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11;
  2342. const int QuoteType_INDICATIVE = 0;
  2343. const int QuoteType_TRADEABLE = 1;
  2344. const int QuoteType_RESTRICTED_TRADEABLE = 2;
  2345. const int QuoteType_COUNTER = 3;
  2346. const char CashMargin_MARGIN_OPEN = '2';
  2347. const char CashMargin_MARGIN_CLOSE = '3';
  2348. const char CashMargin_CASH = '1';
  2349. const char Scope_LOCAL = '1';
  2350. const char Scope_NATIONAL = '2';
  2351. const char Scope_GLOBAL = '3';
  2352. const char Scope_LOCAL_MARKET = '1';
  2353. const char MDImplicitDelete_YES = 'Y';
  2354. const char MDImplicitDelete_NO = 'N';
  2355. const int CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT_BOTH_SIDES_ARE_TREATED_IN_THE_SAME_MANNER_THIS_IS_EQUIVALENT_TO_AN_ALL_OR_NONE = 1;
  2356. const int CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED_ONE_SIDE_IS_FULLY_EXECUTED_THE_OTHER_SIDE_IS_PARTIALLY_EXECUTED_WITH_THE_REMAINDER_BEING_CANCELLED_THIS_IS_EQUIVALENT_TO_AN_IMMEDIATE_OR_CANCEL_ON_THE_OTHER_SIDE = 2;
  2357. const int CrossType_CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE_ONE_SIDE_OF_THE_CROSS_IS_FULLY_EXECUTED = 3;
  2358. const int CrossType_CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE = 4;
  2359. const int CrossType_CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED_ONE_SIDE_IS_FULLY_EXECUTED_THE_OTHER_SIDE_IS_PARTIALLY_EXECUTED_WITH_THE_REMAINDER_BEING_CANCELLED_THIS_IS_EQUIVALENT_TO_AN_IMMEDIATE_OR_CANCEL_ON_THE_OTHER_SIDE_NOTE_THE_CROSSPRIORITZATION = 2;
  2360. const int CrossType_CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE_IN_THE_CASE_OTHER_ORDERS_EXIST_WITH_THE_SAME_PRICE_THE_QUANTITY_OF_THE_CROSS_IS_EXECUTED_AGAINST_THE_EXISTING_ORDERS_AND_QUOTES_THE_REMAINDER_OF_THE_CROSS_IS_EXECUTED_AGAINST_THE_OTHER_SIDE_OF_THE_CROSS_THE_TWO_SIDES_POTENTIALLY_HAVE_DIFFERENT_QUANTITIES = 4;
  2361. const int CrossType_CROSS_AON = 1;
  2362. const int CrossType_CROSS_IOC = 2;
  2363. const int CrossType_CROSS_ONE_SIDE = 3;
  2364. const int CrossType_CROSS_SAME_PRICE = 4;
  2365. const int CrossPrioritization_SELLSIDE_PRIORITIZED = 2;
  2366. const int CrossPrioritization_NONE = 0;
  2367. const int CrossPrioritization_BUYSIDE_PRIORITIZED = 1;
  2368. const int CrossPrioritization_BUY_SIDE_IS_PRIORITIZED = 1;
  2369. const int CrossPrioritization_SELL_SIDE_IS_PRIORITIZED = 2;
  2370. const char NoSides_ONE_SIDE = '1';
  2371. const char NoSides_BOTH_SIDES = '2';
  2372. const int SecurityListRequestType_SECURITYTYPE_AND_OR_CFICODE = 1;
  2373. const int SecurityListRequestType_PRODUCT = 2;
  2374. const int SecurityListRequestType_TRADINGSESSIONID = 3;
  2375. const int SecurityListRequestType_ALL_SECURITIES = 4;
  2376. const int SecurityListRequestType_SYMBOL = 0;
  2377. const int SecurityListRequestType_MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID = 5;
  2378. const int SecurityRequestResult_INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE = 4;
  2379. const int SecurityRequestResult_VALID_REQUEST = 0;
  2380. const int SecurityRequestResult_INVALID_OR_UNSUPPORTED_REQUEST = 1;
  2381. const int SecurityRequestResult_REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED = 5;
  2382. const int SecurityRequestResult_NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA = 3;
  2383. const int SecurityRequestResult_NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA = 2;
  2384. const int MultiLegRptTypeReq_REPORT_BY_MULITLEG_SECURITY_ONLY = 0;
  2385. const int MultiLegRptTypeReq_REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY = 1;
  2386. const int MultiLegRptTypeReq_REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY = 2;
  2387. const int TradSesStatusRejReason_UNKNOWN_OR_INVALID_TRADINGSESSIONID = 1;
  2388. const int TradSesStatusRejReason_OTHER = 99;
  2389. const int TradeRequestType_ADVISORIES_THAT_MATCH_CRITERIA = 4;
  2390. const int TradeRequestType_UNREPORTED_TRADES_THAT_MATCH_CRITERIA = 3;
  2391. const int TradeRequestType_UNMATCHED_TRADES_THAT_MATCH_CRITERIA = 2;
  2392. const int TradeRequestType_MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST = 1;
  2393. const int TradeRequestType_ALL_TRADES = 0;
  2394. const char PreviouslyReported_NO = 'N';
  2395. const char PreviouslyReported_YES = 'Y';
  2396. const char MatchStatus_COMPARED_MATCHED_OR_AFFIRMED = '0';
  2397. const char MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRMED = '1';
  2398. const char MatchStatus_ADVISORY_OR_ALERT = '2';
  2399. const char MatchStatus_UNCOMPARED_UNMATCHED_OR_UNAFFIRED = '1';
  2400. const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S5[] = "S5";
  2401. const char MatchType_ACT_M1_MATCH[] = "M1";
  2402. const char MatchType_ACT_M6_MATCH[] = "M6";
  2403. const char MatchType_ACT_DEFAULT_AFTER_M2[] = "M5";
  2404. const char MatchType_ACT_ACCEPTED_TRADE[] = "M3";
  2405. const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S2[] = "S2";
  2406. const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S3[] = "S3";
  2407. const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S4[] = "S4";
  2408. const char MatchType_ACT_M2_MATCH[] = "M2";
  2409. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES[] = "A2";
  2410. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME[] = "A3";
  2411. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND[] = "A4";
  2412. const char MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST[] = "AQ";
  2413. const char MatchType_NON_ACT[] = "MT";
  2414. const char MatchType_ACT_DEFAULT_TRADE[] = "M4";
  2415. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME[] = "A1";
  2416. const char MatchType_SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S1[] = "S1";
  2417. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME[] = "A5";
  2418. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES[] = "A4";
  2419. const char MatchType_COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS[] = "AQ";
  2420. const char MatchType_SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S1";
  2421. const char MatchType_SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S2";
  2422. const char MatchType_SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S3";
  2423. const char MatchType_SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S4";
  2424. const char MatchType_SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED[] = "S5";
  2425. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH[] = "M1";
  2426. const char MatchType_SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH[] = "M2";
  2427. const char MatchType_OCS_LOCKED_IN_NON_ACT[] = "MT";
  2428. const char MatchType_ONE_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT[] = "60";
  2429. const char MatchType_TWO_PARTY_PRIVATELY_NEGOTIATED_TRADE_REPORT[] = "61";
  2430. const char MatchType_CONTINUOUS_AUTO_MATCH[] = "62";
  2431. const char MatchType_CROSS_AUCTION_63[] = "63";
  2432. const char MatchType_COUNTER_ORDER_SELECTION_64[] = "64";
  2433. const char MatchType_CALL_AUCTION_65[] = "65";
  2434. const char MatchType_EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME[] = "A5";
  2435. const char MatchType_SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED[] = "S1";
  2436. const char MatchType_ONE_PARTY_TRADE_REPORT[] = "1";
  2437. const char MatchType_TWO_PARTY_TRADE_REPORT[] = "2";
  2438. const char MatchType_CONFIRMED_TRADE_REPORT[] = "3";
  2439. const char MatchType_AUTO_MATCH[] = "4";
  2440. const char MatchType_CROSS_AUCTION_5[] = "5";
  2441. const char MatchType_COUNTER_ORDER_SELECTION_6[] = "6";
  2442. const char MatchType_CALL_AUCTION_7[] = "7";
  2443. const char MatchType_CROSS_AUCTION[] = "5";
  2444. const char MatchType_COUNTER_ORDER_SELECTION[] = "6";
  2445. const char MatchType_CALL_AUCTION[] = "7";
  2446. const char MatchType_ISSUING_BUY_BACK_AUCTION[] = "8";
  2447. const char OddLot_YES = 'Y';
  2448. const char OddLot_NO = 'N';
  2449. const int ClearingInstruction_MANUAL_MODE = 8;
  2450. const int ClearingInstruction_MULTILATERAL_NETTING = 5;
  2451. const int ClearingInstruction_AUTOMATIC_POSTING_MODE = 9;
  2452. const int ClearingInstruction_BILATERAL_NETTING_ONLY = 2;
  2453. const int ClearingInstruction_CLEAR_AGAINST_CENTRAL_COUNTERPARTY = 6;
  2454. const int ClearingInstruction_AUTOMATIC_GIVE_UP_MODE = 10;
  2455. const int ClearingInstruction_SPECIAL_TRADE = 4;
  2456. const int ClearingInstruction_EX_CLEARING = 3;
  2457. const int ClearingInstruction_PROCESS_NORMALLY = 0;
  2458. const int ClearingInstruction_EXCLUDE_FROM_CENTRAL_COUNTERPARTY = 7;
  2459. const int ClearingInstruction_EXCLUDE_FROM_ALL_NETTING = 1;
  2460. const int ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE = 11;
  2461. const int ClearingInstruction_CUSTOMER_TRADE = 12;
  2462. const int ClearingInstruction_SELF_CLEARING = 13;
  2463. const int ClearingInstruction_QUALIFIED_SERVICE_REPRESENTATIVE_QSR = 11;
  2464. const int AccountType_HOUSE_TRADER = 3;
  2465. const int AccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7;
  2466. const int AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6;
  2467. const int AccountType_FLOOR_TRADER = 4;
  2468. const int AccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2;
  2469. const int AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS = 1;
  2470. const int AccountType_JOINT_BACKOFFICE_ACCOUNT = 8;
  2471. const int AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS = 1;
  2472. const int AccountType_JOINT_BACK_OFFICE_ACCOUNT = 8;
  2473. const int CustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1;
  2474. const int CustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2;
  2475. const int CustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3;
  2476. const int CustOrderCapacity_ALL_OTHER = 4;
  2477. const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITY = 1;
  2478. const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2;
  2479. const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PRODUCT = 3;
  2480. const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_CFICODE = 4;
  2481. const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE = 5;
  2482. const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION = 6;
  2483. const int MassStatusReqType_STATUS_FOR_ORDERS_FOR_A_PARTYID = 8;
  2484. const int MassStatusReqType_STATUS_FOR_ALL_ORDERS = 7;
  2485. const int MassStatusReqType_STATUS_FOR_SECURITY_ISSUER = 9;
  2486. const int MassStatusReqType_STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY = 10;
  2487. const char DayBookingInst_CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR = '0';
  2488. const char DayBookingInst_SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING = '1';
  2489. const char DayBookingInst_ACCUMULATE = '2';
  2490. const char BookingUnit_AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER = '1';
  2491. const char BookingUnit_AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE = '2';
  2492. const char BookingUnit_EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT = '0';
  2493. const char PreallocMethod_PRO_RATA = '0';
  2494. const char PreallocMethod_DO_NOT_PRO_RATA_DISCUSS_FIRST = '1';
  2495. const char PreallocMethod_DO_NOT_PRO_RATA = '1';
  2496. const char TradingSessionSubID_PRE_TRADING[] = "1";
  2497. const char TradingSessionSubID_OPENING_OR_OPENING_AUCTION[] = "2";
  2498. const char TradingSessionSubID_3[] = "3";
  2499. const char TradingSessionSubID_CLOSING_OR_CLOSING_AUCTION[] = "4";
  2500. const char TradingSessionSubID_POST_TRADING[] = "5";
  2501. const char TradingSessionSubID_INTRADAY_AUCTION[] = "6";
  2502. const char TradingSessionSubID_QUIESCENT[] = "7";
  2503. const int AllocType_BUYSIDE_READY_TO_BOOK_6 = 6;
  2504. const int AllocType_BUYSIDE_PRELIMINARY = 2;
  2505. const int AllocType_SELLSIDE_CALCULATED_USING_PRELIMINARY = 3;
  2506. const int AllocType_BUYSIDE_READY_TO_BOOK_5 = 5;
  2507. const int AllocType_BUYSIDE_CALCULATED = 1;
  2508. const int AllocType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY = 4;
  2509. const int AllocType_CALCULATED = 1;
  2510. const int AllocType_PRELIMINARY = 2;
  2511. const int AllocType_READY_TO_BOOK = 5;
  2512. const int AllocType_WAREHOUSE_INSTRUCTION = 7;
  2513. const int AllocType_REQUEST_TO_INTERMEDIARY = 8;
  2514. const int AllocType_BUYSIDE_READY_TO_BOOK = 6;
  2515. const int AllocType_ACCEPT = 9;
  2516. const int AllocType_REJECT = 10;
  2517. const int AllocType_ACCEPT_PENDING = 11;
  2518. const int AllocType_INCOMPLETE_GROUP = 12;
  2519. const int AllocType_COMPLETE_GROUP = 13;
  2520. const int AllocType_REVERSAL_PENDING = 14;
  2521. const char ClearingFeeIndicator_106H_AND_106J_FIRMS[] = "H";
  2522. const char ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "5";
  2523. const char ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "4";
  2524. const char ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "3";
  2525. const char ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "2";
  2526. const char ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "1";
  2527. const char ClearingFeeIndicator_ALL_OTHER_OWNERSHIP_TYPES[] = "M";
  2528. const char ClearingFeeIndicator_GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS[] = "I";
  2529. const char ClearingFeeIndicator_6TH_YEAR_AND_BEYOND_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT[] = "9";
  2530. const char ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR[] = "F";
  2531. const char ClearingFeeIndicator_EQUITY_MEMBER_AND_CLEARING_MEMBER[] = "E";
  2532. const char ClearingFeeIndicator_NON_MEMBER_AND_CUSTOMER[] = "C";
  2533. const char ClearingFeeIndicator_CBOE_MEMBER[] = "B";
  2534. const char ClearingFeeIndicator_LESSEE_AND_106F_EMPLOYEES[] = "L";
  2535. const char ClearingFeeIndicator_FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS[] = "F";
  2536. const char ClearingFeeIndicator_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "1";
  2537. const char ClearingFeeIndicator_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "2";
  2538. const char ClearingFeeIndicator_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "3";
  2539. const char ClearingFeeIndicator_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "4";
  2540. const char ClearingFeeIndicator_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "5";
  2541. const char ClearingFeeIndicator_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT[] = "9";
  2542. const char ClearingFeeIndicator_LESSEE_106F_EMPLOYEES[] = "L";
  2543. const char WorkingIndicator_NO = 'N';
  2544. const char WorkingIndicator_YES = 'Y';
  2545. const int PriorityIndicator_PRIORITY_UNCHANGED = 0;
  2546. const int PriorityIndicator_LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE = 1;
  2547. const char LegalConfirm_YES = 'Y';
  2548. const char LegalConfirm_NO = 'N';
  2549. const int QuoteRequestRejectReason_UNKNOWN_SYMBOL = 1;
  2550. const int QuoteRequestRejectReason_EXCHANGE = 2;
  2551. const int QuoteRequestRejectReason_QUOTE_REQUEST_EXCEEDS_LIMIT = 3;
  2552. const int QuoteRequestRejectReason_TOO_LATE_TO_ENTER = 4;
  2553. const int QuoteRequestRejectReason_INVALID_PRICE = 5;
  2554. const int QuoteRequestRejectReason_NOT_AUTHORIZED_TO_REQUEST_QUOTE = 6;
  2555. const int QuoteRequestRejectReason_NO_MATCH_FOR_INQUIRY = 7;
  2556. const int QuoteRequestRejectReason_NO_MARKET_FOR_INSTRUMENT = 8;
  2557. const int QuoteRequestRejectReason_NO_INVENTORY = 9;
  2558. const int QuoteRequestRejectReason_PASS = 10;
  2559. const int QuoteRequestRejectReason_OTHER = 99;
  2560. const int QuoteRequestRejectReason_INSUFFICIENT_CREDIT = 11;
  2561. const char OpenCloseSettlFlag_DAILY_OPEN = '0';
  2562. const char OpenCloseSettlFlag_SESSION_OPEN = '1';
  2563. const char OpenCloseSettlFlag_DELIVERY_SETTLEMENT_ENTRY = '2';
  2564. const char OpenCloseSettlFlag_EXPECTED_ENTRY = '3';
  2565. const char OpenCloseSettlFlag_ENTRY_FROM_PREVIOUS_BUSINESS_DAY = '4';
  2566. const char OpenCloseSettlFlag_THEORETICAL_PRICE_VALUE = '5';
  2567. const char BidTradeType_RISK_TRADE = 'R';
  2568. const char BidTradeType_VWAP_GUARANTEE = 'G';
  2569. const char BidTradeType_AGENCY = 'A';
  2570. const char BidTradeType_GUARANTEED_CLOSE = 'J';
  2571. const int AcctIDSource_BIC = 1;
  2572. const int AcctIDSource_SID_CODE = 2;
  2573. const int AcctIDSource_TFM = 3;
  2574. const int AcctIDSource_OMGEO = 4;
  2575. const int AcctIDSource_DTCC_CODE = 5;
  2576. const int AcctIDSource_OTHER = 99;
  2577. const int ConfirmStatus_RECEIVED = 1;
  2578. const int ConfirmStatus_MISMATCHED_ACCOUNT = 2;
  2579. const int ConfirmStatus_MISSING_SETTLEMENT_INSTRUCTIONS = 3;
  2580. const int ConfirmStatus_CONFIRMED = 4;
  2581. const int ConfirmStatus_REQUEST_REJECTED = 5;
  2582. const int ConfirmTransType_NEW = 0;
  2583. const int ConfirmTransType_REPLACE = 1;
  2584. const int ConfirmTransType_CANCEL = 2;
  2585. const int DeliveryForm_BOOKENTRY = 1;
  2586. const int DeliveryForm_BEARER = 2;
  2587. const int DeliveryForm_BOOK_ENTRY = 1;
  2588. const int LegSwapType_PAR_FOR_PAR = 1;
  2589. const int LegSwapType_MODIFIED_DURATION = 2;
  2590. const int LegSwapType_RISK = 4;
  2591. const int LegSwapType_PROCEEDS = 5;
  2592. const int QuotePriceType_PERCENT = 1;
  2593. const int QuotePriceType_PER_SHARE = 2;
  2594. const int QuotePriceType_FIXED_AMOUNT = 3;
  2595. const int QuotePriceType_DISCOUNT_PERCENTAGE_POINTS_BELOW_PAR = 4;
  2596. const int QuotePriceType_PREMIUM_PERCENTAGE_POINTS_OVER_PAR = 5;
  2597. const int QuotePriceType_BASIS_POINTS_RELATIVE_TO_BENCHMARK = 6;
  2598. const int QuotePriceType_TED_PRICE = 7;
  2599. const int QuotePriceType_TED_YIELD = 8;
  2600. const int QuotePriceType_YIELD_SPREAD = 9;
  2601. const int QuotePriceType_YIELD = 10;
  2602. const int QuotePriceType_DISCOUNT = 4;
  2603. const int QuotePriceType_PREMIUM = 5;
  2604. const int QuotePriceType_SPREAD = 6;
  2605. const int QuoteRespType_HIT_LIFT = 1;
  2606. const int QuoteRespType_COUNTER = 2;
  2607. const int QuoteRespType_EXPIRED = 3;
  2608. const int QuoteRespType_COVER = 4;
  2609. const int QuoteRespType_DONE_AWAY = 5;
  2610. const int QuoteRespType_PASS = 6;
  2611. const int QuoteRespType_END_TRADE = 7;
  2612. const int QuoteRespType_TIMED_OUT = 8;
  2613. const char PosType_TRANSACTION_QUANTITY[] = "TQ";
  2614. const char PosType_INTRA_SPREAD_QTY[] = "IAS";
  2615. const char PosType_INTER_SPREAD_QTY[] = "IES";
  2616. const char PosType_END_OF_DAY_QTY[] = "FIN";
  2617. const char PosType_START_OF_DAY_QTY[] = "SOD";
  2618. const char PosType_OPTION_EXERCISE_QTY[] = "EX";
  2619. const char PosType_OPTION_ASSIGNMENT[] = "AS";
  2620. const char PosType_TRANSACTION_FROM_EXERCISE[] = "TX";
  2621. const char PosType_TRANSACTION_FROM_ASSIGNMENT[] = "TA";
  2622. const char PosType_PIT_TRADE_QTY[] = "PIT";
  2623. const char PosType_TRANSFER_TRADE_QTY[] = "TRF";
  2624. const char PosType_ELECTRONIC_TRADE_QTY[] = "ETR";
  2625. const char PosType_ALLOCATION_TRADE_QTY[] = "ALC";
  2626. const char PosType_ADJUSTMENT_QTY[] = "PA";
  2627. const char PosType_AS_OF_TRADE_QTY[] = "ASF";
  2628. const char PosType_DELIVERY_QTY[] = "DLV";
  2629. const char PosType_TOTAL_TRANSACTION_QTY[] = "TOT";
  2630. const char PosType_CROSS_MARGIN_QTY[] = "XM";
  2631. const char PosType_INTEGRAL_SPLIT[] = "SPL";
  2632. const char PosType_RECEIVE_QUANTITY[] = "RCV";
  2633. const char PosType_CORPORATE_ACTION_ADJUSTMENT[] = "CAA";
  2634. const char PosType_DELIVERY_NOTICE_QTY[] = "DN";
  2635. const char PosType_EXCHANGE_FOR_PHYSICAL_QTY[] = "EP";
  2636. const char PosType_PRIVATELY_NEGOTIATED_TRADE_QTY[] = "PNTN";
  2637. const char PosType_NET_DELTA_QTY[] = "DLT";
  2638. const char PosType_CREDIT_EVENT_ADJUSTMENT[] = "CEA";
  2639. const char PosType_SUCCESSION_EVENT_ADJUSTMENT[] = "SEA";
  2640. const int PosQtyStatus_SUBMITTED = 0;
  2641. const int PosQtyStatus_ACCEPTED = 1;
  2642. const int PosQtyStatus_REJECTED = 2;
  2643. const char PosAmtType_FINAL_MARK_TO_MARKET_AMOUNT[] = "FMTM";
  2644. const char PosAmtType_INCREMENTAL_MARK_TO_MARKET_AMOUNT[] = "IMTM";
  2645. const char PosAmtType_TRADE_VARIATION_AMOUNT[] = "TVAR";
  2646. const char PosAmtType_START_OF_DAY_MARK_TO_MARKET_AMOUNT[] = "SMTM";
  2647. const char PosAmtType_PREMIUM_AMOUNT[] = "PREM";
  2648. const char PosAmtType_CASH_RESIDUAL_AMOUNT[] = "CRES";
  2649. const char PosAmtType_CASH_AMOUNT[] = "CASH";
  2650. const char PosAmtType_VALUE_ADJUSTED_AMOUNT[] = "VADJ";
  2651. const char PosAmtType_SETTLEMENT_VALUE[] = "SETL";
  2652. const char PosAmtType_INITIAL_TRADE_COUPON_AMOUNT[] = "ICPN";
  2653. const char PosAmtType_ACCRUED_COUPON_AMOUNT[] = "ACPN";
  2654. const char PosAmtType_COUPON_AMOUNT[] = "CPN";
  2655. const char PosAmtType_INCREMENTAL_ACCRUED_COUPON[] = "IACPN";
  2656. const char PosAmtType_COLLATERALIZED_MARK_TO_MARKET[] = "CMTM";
  2657. const char PosAmtType_INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET[] = "ICMTM";
  2658. const char PosAmtType_COMPENSATION_AMOUNT[] = "DLV";
  2659. const char PosAmtType_TOTAL_BANKED_AMOUNT[] = "BANK";
  2660. const char PosAmtType_TOTAL_COLLATERALIZED_AMOUNT[] = "COLAT";
  2661. const int PosTransType_EXERCISE = 1;
  2662. const int PosTransType_DO_NOT_EXERCISE = 2;
  2663. const int PosTransType_POSITION_ADJUSTMENT = 3;
  2664. const int PosTransType_POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION = 4;
  2665. const int PosTransType_PLEDGE = 5;
  2666. const int PosTransType_LARGE_TRADER_SUBMISSION = 6;
  2667. const int PosMaintAction_NEW_USED_TO_INCREMENT_THE_OVERALL_TRANSACTION_QUANTITY = 1;
  2668. const int PosMaintAction_REPLACE_USED_TO_OVERRIDE_THE_OVERALL_TRANSACTION_QUANTITY_OR_SPECIFIC_ADD_MESSAGES_BASED_ON_THE_REFERENCE_ID = 2;
  2669. const int PosMaintAction_CANCEL_USED_TO_REMOVE_THE_OVERALL_TRANSACTION_OR_SPECIFIC_ADD_MESSAGES_BASED_ON_REFERENCE_ID = 3;
  2670. const int PosMaintAction_NEW = 1;
  2671. const int PosMaintAction_REPLACE = 2;
  2672. const int PosMaintAction_CANCEL = 3;
  2673. const int PosMaintAction_REVERSE = 4;
  2674. const char SettlSessID_INTRADAY[] = "ITD";
  2675. const char SettlSessID_REGULAR_TRADING_HOURS[] = "RTH";
  2676. const char SettlSessID_ELECTRONIC_TRADING_HOURS[] = "ETH";
  2677. const char SettlSessID_END_OF_DAY[] = "EOD";
  2678. const int AdjustmentType_PROCESS_REQUEST_AS_MARGIN_DISPOSITION = 0;
  2679. const int AdjustmentType_DELTA_PLUS = 1;
  2680. const int AdjustmentType_DELTA_MINUS = 2;
  2681. const int AdjustmentType_FINAL = 3;
  2682. const int PosMaintStatus_ACCEPTED = 0;
  2683. const int PosMaintStatus_ACCEPTED_WITH_WARNINGS = 1;
  2684. const int PosMaintStatus_REJECTED = 2;
  2685. const int PosMaintStatus_COMPLETED = 3;
  2686. const int PosMaintStatus_COMPLETED_WITH_WARNINGS = 4;
  2687. const int PosMaintResult_SUCCESSFUL_COMPLETION = 0;
  2688. const int PosMaintResult_REJECTED = 1;
  2689. const int PosMaintResult_OTHER = 99;
  2690. const int ResponseTransportType_INBAND_TRANSPORT_THE_REQUEST_WAS_SENT_OVER = 0;
  2691. const int ResponseTransportType_OUT_OF_BAND_PRE_ARRANGED_OUT_OF_BAND_DELIVERY_MECHANISM = 1;
  2692. const int ResponseTransportType_INBAND = 0;
  2693. const int ResponseTransportType_OUT_OF_BAND = 1;
  2694. const int PosReqResult_VALID_REQUEST = 0;
  2695. const int PosReqResult_INVALID_OR_UNSUPPORTED_REQUEST = 1;
  2696. const int PosReqResult_NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA = 2;
  2697. const int PosReqResult_NOT_AUTHORIZED_TO_REQUEST_POSITIONS = 3;
  2698. const int PosReqResult_REQUEST_FOR_POSITION_NOT_SUPPORTED = 4;
  2699. const int PosReqResult_OTHER = 99;
  2700. const int PosReqStatus_COMPLETED = 0;
  2701. const int PosReqStatus_COMPLETED_WITH_WARNINGS = 1;
  2702. const int PosReqStatus_REJECTED = 2;
  2703. const int SettlPriceType_FINAL = 1;
  2704. const int SettlPriceType_THEORETICAL = 2;
  2705. const char AssignmentMethod_RANDOM = 'R';
  2706. const char AssignmentMethod_PRORATA = 'P';
  2707. const char AssignmentMethod_PRO_RATA = 'P';
  2708. const char ExerciseMethod_AUTOMATIC = 'A';
  2709. const char ExerciseMethod_MANUAL = 'M';
  2710. const int TradeRequestResult_SUCCESSFUL = 0;
  2711. const int TradeRequestResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1;
  2712. const int TradeRequestResult_INVALID_TYPE_OF_TRADE_REQUESTED = 2;
  2713. const int TradeRequestResult_INVALID_PARTIES = 3;
  2714. const int TradeRequestResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4;
  2715. const int TradeRequestResult_INVALID_DESTINATION_REQUESTED = 5;
  2716. const int TradeRequestResult_TRADEREQUESTTYPE_NOT_SUPPORTED = 8;
  2717. const int TradeRequestResult_UNAUTHORIZED_FOR_TRADE_CAPTURE_REPORT_REQUEST = 9;
  2718. const int TradeRequestResult_OTHER = 99;
  2719. const int TradeRequestResult_UNAUTHORIZED_ROR_TRADE_CAPTURE_REPORT_REQUEST = 9;
  2720. const int TradeRequestResult_NOT_AUTHORIZED = 9;
  2721. const int TradeRequestStatus_ACCEPTED = 0;
  2722. const int TradeRequestStatus_COMPLETED = 1;
  2723. const int TradeRequestStatus_REJECTED = 2;
  2724. const int TradeReportRejectReason_SUCCESSFUL = 0;
  2725. const int TradeReportRejectReason_INVALID_PARTY_INFORMATION = 1;
  2726. const int TradeReportRejectReason_UNKNOWN_INSTRUMENT = 2;
  2727. const int TradeReportRejectReason_UNAUTHORIZED_TO_REPORT_TRADES = 3;
  2728. const int TradeReportRejectReason_INVALID_TRADE_TYPE = 4;
  2729. const int TradeReportRejectReason_OTHER = 99;
  2730. const int TradeReportRejectReason_INVALID_PARTY_ONFORMATION = 1;
  2731. const int SideMultiLegReportingType_SINGLE_SECURITY = 1;
  2732. const int SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY = 2;
  2733. const int SideMultiLegReportingType_MULTI_LEG_SECURITY = 3;
  2734. const int SideMultiLegReportingType_INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY = 2;
  2735. const int SideMultiLegReportingType_MULTILEG_SECURITY = 3;
  2736. const int TrdRegTimestampType_EXECUTION_TIME = 1;
  2737. const int TrdRegTimestampType_TIME_IN = 2;
  2738. const int TrdRegTimestampType_TIME_OUT = 3;
  2739. const int TrdRegTimestampType_BROKER_RECEIPT = 4;
  2740. const int TrdRegTimestampType_BROKER_EXECUTION = 5;
  2741. const int TrdRegTimestampType_DESK_RECEIPT = 6;
  2742. const int TrdRegTimestampType_SUBMISSION_TO_CLEARING = 7;
  2743. const int ConfirmType_STATUS = 1;
  2744. const int ConfirmType_CONFIRMATION = 2;
  2745. const int ConfirmType_CONFIRMATION_REQUEST_REJECTED = 3;
  2746. const int ConfirmRejReason_MISMATCHED_ACCOUNT = 1;
  2747. const int ConfirmRejReason_MISSING_SETTLEMENT_INSTRUCTIONS = 2;
  2748. const int ConfirmRejReason_OTHER = 99;
  2749. const int BookingType_REGULAR_BOOKING = 0;
  2750. const int BookingType_CFD = 1;
  2751. const int BookingType_TOTAL_RETURN_SWAP = 2;
  2752. const int AllocSettlInstType_USE_DEFAULT_INSTRUCTIONS = 0;
  2753. const int AllocSettlInstType_DERIVE_FROM_PARAMETERS_PROVIDED = 1;
  2754. const int AllocSettlInstType_FULL_DETAILS_PROVIDED = 2;
  2755. const int AllocSettlInstType_SSI_DB_IDS_PROVIDED = 3;
  2756. const int AllocSettlInstType_PHONE_FOR_INSTRUCTIONS = 4;
  2757. const char DlvyInstType_SECURITIES = 'S';
  2758. const char DlvyInstType_CASH = 'C';
  2759. const int TerminationType_OVERNIGHT = 1;
  2760. const int TerminationType_TERM = 2;
  2761. const int TerminationType_FLEXIBLE = 3;
  2762. const int TerminationType_OPEN = 4;
  2763. const int SettlInstReqRejCode_UNABLE_TO_PROCESS_REQUEST = 0;
  2764. const int SettlInstReqRejCode_UNKNOWN_ACCOUNT = 1;
  2765. const int SettlInstReqRejCode_NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND = 2;
  2766. const int SettlInstReqRejCode_OTHER = 99;
  2767. const int AllocReportType_SELLSIDE_CALCULATED_USING_PRELIMINARY = 3;
  2768. const int AllocReportType_SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY = 4;
  2769. const int AllocReportType_WAREHOUSE_RECAP = 5;
  2770. const int AllocReportType_REQUEST_TO_INTERMEDIARY = 8;
  2771. const int AllocReportType_PRELIMINARY_REQUEST_TO_INTERMEDIARY = 2;
  2772. const int AllocReportType_ACCEPT = 9;
  2773. const int AllocReportType_REJECT = 10;
  2774. const int AllocReportType_ACCEPT_PENDING = 11;
  2775. const int AllocReportType_COMPLETE = 12;
  2776. const int AllocReportType_REVERSE_PENDING = 14;
  2777. const int AllocCancReplaceReason_ORIGINAL_DETAILS_INCOMPLETE_INCORRECT = 1;
  2778. const int AllocCancReplaceReason_CHANGE_IN_UNDERLYING_ORDER_DETAILS = 2;
  2779. const int AllocCancReplaceReason_OTHER = 99;
  2780. const int AllocAccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS = 1;
  2781. const int AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS = 2;
  2782. const int AllocAccountType_HOUSE_TRADER = 3;
  2783. const int AllocAccountType_FLOOR_TRADER = 4;
  2784. const int AllocAccountType_ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED = 6;
  2785. const int AllocAccountType_ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED = 7;
  2786. const int AllocAccountType_JOINT_BACKOFFICE_ACCOUNT = 8;
  2787. const int AllocAccountType_ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS = 1;
  2788. const int AllocAccountType_JOINT_BACK_OFFICE_ACCOUNT = 8;
  2789. const int PartySubIDType_FIRM = 1;
  2790. const int PartySubIDType_PERSON = 2;
  2791. const int PartySubIDType_SYSTEM = 3;
  2792. const int PartySubIDType_APPLICATION = 4;
  2793. const int PartySubIDType_FULL_LEGAL_NAME_OF_FIRM = 5;
  2794. const int PartySubIDType_POSTAL_ADDRESS = 6;
  2795. const int PartySubIDType_PHONE_NUMBER = 7;
  2796. const int PartySubIDType_EMAIL_ADDRESS = 8;
  2797. const int PartySubIDType_CONTACT_NAME = 9;
  2798. const int PartySubIDType_SECURITIES_ACCOUNT_NUMBER = 10;
  2799. const int PartySubIDType_REGISTRATION_NUMBER = 11;
  2800. const int PartySubIDType_REGISTERED_ADDRESS_12 = 12;
  2801. const int PartySubIDType_REGULATORY_STATUS = 13;
  2802. const int PartySubIDType_REGISTRATION_NAME = 14;
  2803. const int PartySubIDType_CASH_ACCOUNT_NUMBER = 15;
  2804. const int PartySubIDType_BIC = 16;
  2805. const int PartySubIDType_CSD_PARTICIPANT_MEMBER_CODE = 17;
  2806. const int PartySubIDType_REGISTERED_ADDRESS_18 = 18;
  2807. const int PartySubIDType_FUND_ACCOUNT_NAME = 19;
  2808. const int PartySubIDType_TELEX_NUMBER = 20;
  2809. const int PartySubIDType_FAX_NUMBER = 21;
  2810. const int PartySubIDType_SECURITIES_ACCOUNT_NAME = 22;
  2811. const int PartySubIDType_CASH_ACCOUNT_NAME = 23;
  2812. const int PartySubIDType_DEPARTMENT = 24;
  2813. const int PartySubIDType_LOCATION = 31;
  2814. const int PartySubIDType_POSITION_ACCOUNT_TYPE = 26;
  2815. const int PartySubIDType_LOCATION_DESK = 25;
  2816. const int PartySubIDType_SECURITY_LOCATE_ID = 27;
  2817. const int PartySubIDType_MARKET_MAKER = 28;
  2818. const int PartySubIDType_ELIGIBLE_COUNTERPARTY = 29;
  2819. const int PartySubIDType_PROFESSIONAL_CLIENT = 30;
  2820. const int PartySubIDType_EXECUTION_VENUE = 32;
  2821. const int PartySubIDType_CURRENCY_DELIVERY_IDENTIFIER = 33;
  2822. const int AllocIntermedReqType_PENDING_ACCEPT = 1;
  2823. const int AllocIntermedReqType_PENDING_RELEASE = 2;
  2824. const int AllocIntermedReqType_PENDING_REVERSAL = 3;
  2825. const int AllocIntermedReqType_ACCEPT = 4;
  2826. const int AllocIntermedReqType_BLOCK_LEVEL_REJECT = 5;
  2827. const int AllocIntermedReqType_ACCOUNT_LEVEL_REJECT = 6;
  2828. const int ApplQueueResolution_NO_ACTION_TAKEN = 0;
  2829. const int ApplQueueResolution_QUEUE_FLUSHED = 1;
  2830. const int ApplQueueResolution_OVERLAY_LAST = 2;
  2831. const int ApplQueueResolution_END_SESSION = 3;
  2832. const int ApplQueueAction_NO_ACTION_TAKEN = 0;
  2833. const int ApplQueueAction_QUEUE_FLUSHED = 1;
  2834. const int ApplQueueAction_OVERLAY_LAST = 2;
  2835. const int ApplQueueAction_END_SESSION = 3;
  2836. const int AvgPxIndicator_NO_AVERAGE_PRICING = 0;
  2837. const int AvgPxIndicator_TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 1;
  2838. const int AvgPxIndicator_LAST_TRADE_IN_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 2;
  2839. const int AvgPxIndicator_LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID = 2;
  2840. const int TradeAllocIndicator_ALLOCATION_NOT_REQUIRED = 0;
  2841. const int TradeAllocIndicator_ALLOCATION_REQUIRED = 1;
  2842. const int TradeAllocIndicator_USE_ALLOCATION_PROVIDED_WITH_THE_TRADE = 2;
  2843. const int TradeAllocIndicator_ALLOCATION_GIVE_UP_EXECUTOR = 3;
  2844. const int TradeAllocIndicator_ALLOCATION_FROM_EXECUTOR = 4;
  2845. const int TradeAllocIndicator_ALLOCATION_TO_CLAIM_ACCOUNT = 5;
  2846. const int ExpirationCycle_EXPIRE_ON_TRADING_SESSION_CLOSE = 0;
  2847. const int ExpirationCycle_EXPIRE_ON_TRADING_SESSION_OPEN = 1;
  2848. const int ExpirationCycle_TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE = 2;
  2849. const int TrdSubType_CMTA = 0;
  2850. const int TrdSubType_INTERNAL_TRANSFER_OR_ADJUSTMENT = 1;
  2851. const int TrdSubType_EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT = 2;
  2852. const int TrdSubType_REJECT_FOR_SUBMITTING_SIDE = 3;
  2853. const int TrdSubType_ADVISORY_FOR_CONTRA_SIDE = 4;
  2854. const int TrdSubType_OFFSET_DUE_TO_AN_ALLOCATION = 5;
  2855. const int TrdSubType_ONSET_DUT_TO_AN_ALLOCATION = 6;
  2856. const int TrdSubType_DIFFERENTIAL_SPREAD = 7;
  2857. const int TrdSubType_IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT = 8;
  2858. const int TrdSubType_TRANSACTION_FROM_EXERCISE = 9;
  2859. const int TrdSubType_TRANSACTION_FROM_ASSIGNMENT = 10;
  2860. const int TrdSubType_ACATS = 11;
  2861. const int TrdSubType_AI = 14;
  2862. const int TrdSubType_B = 15;
  2863. const int TrdSubType_K = 16;
  2864. const int TrdSubType_LC = 17;
  2865. const int TrdSubType_M = 18;
  2866. const int TrdSubType_N = 19;
  2867. const int TrdSubType_NM = 20;
  2868. const int TrdSubType_NR = 21;
  2869. const int TrdSubType_P = 22;
  2870. const int TrdSubType_PA = 23;
  2871. const int TrdSubType_PC = 24;
  2872. const int TrdSubType_PN = 25;
  2873. const int TrdSubType_R = 26;
  2874. const int TrdSubType_RO = 27;
  2875. const int TrdSubType_RT = 28;
  2876. const int TrdSubType_SW = 29;
  2877. const int TrdSubType_T = 30;
  2878. const int TrdSubType_WN = 31;
  2879. const int TrdSubType_WT = 32;
  2880. const int TrdSubType_OFF_HOURS_TRADE = 33;
  2881. const int TrdSubType_ON_HOURS_TRADE = 34;
  2882. const int TrdSubType_OTC_QUOTE = 35;
  2883. const int TrdSubType_CONVERTED_SWAP = 36;
  2884. const int TrdSubType_CROSSED_TRADE = 37;
  2885. const int TrdSubType_INTERIM_PROTECTED_TRADE = 38;
  2886. const int TrdSubType_LARGE_IN_SCALE = 39;
  2887. const int TrdSubType_ONSET_DUE_TO_AN_ALLOCATION = 6;
  2888. const int PegMoveType_FLOATING = 0;
  2889. const int PegMoveType_FIXED = 1;
  2890. const int PegOffsetType_PRICE = 0;
  2891. const int PegOffsetType_BASIS_POINTS = 1;
  2892. const int PegOffsetType_TICKS = 2;
  2893. const int PegOffsetType_PRICE_TIER = 3;
  2894. const int PegLimitType_OR_BETTER = 0;
  2895. const int PegLimitType_STRICT_LIMIT_IS_A_STRICT_LIMIT = 1;
  2896. const int PegLimitType_OR_WORSE_FOR_A_BUY_THE_PEG_LIMIT_IS_A_MINIMUM_AND_FOR_A_SELL_THE_PEG_LIMIT_IS_A_MAXIMUM = 2;
  2897. const int PegLimitType_STRICT = 1;
  2898. const int PegLimitType_OR_WORSE = 2;
  2899. const int PegRoundDirection_MORE_AGGRESSIVE_ON_A_BUY_ORDER_ROUND_THE_PRICE_UP_ROUND_UP_TO_THE_NEAREST_TICK_ON_A_SELL_ROUND_DOWN_TO_THE_NEAREST_TICK = 1;
  2900. const int PegRoundDirection_MORE_PASSIVE_ON_A_BUY_ORDER_ROUND_DOWN_TO_NEAREST_TICK_ON_A_SELL_ORDER_ROUND_UP_TO_NEAREST_TICK = 2;
  2901. const int PegRoundDirection_MORE_AGGRESSIVE = 1;
  2902. const int PegRoundDirection_MORE_PASSIVE = 2;
  2903. const int PegScope_LOCAL = 1;
  2904. const int PegScope_NATIONAL = 2;
  2905. const int PegScope_GLOBAL = 3;
  2906. const int PegScope_NATIONAL_EXCLUDING_LOCAL = 4;
  2907. const int PegScope_NATIONAL_XXCLUDING_LOCAL = 4;
  2908. const int DiscretionMoveType_FLOATING = 0;
  2909. const int DiscretionMoveType_FIXED = 1;
  2910. const int DiscretionOffsetType_PRICE = 0;
  2911. const int DiscretionOffsetType_BASIS_POINTS = 1;
  2912. const int DiscretionOffsetType_TICKS = 2;
  2913. const int DiscretionOffsetType_PRICE_TIER = 3;
  2914. const int DiscretionLimitType_OR_BETTER = 0;
  2915. const int DiscretionLimitType_STRICT_LIMIT_IS_A_STRICT_LIMIT = 1;
  2916. const int DiscretionLimitType_OR_WORSE_FOR_A_BUY_THE_DISCRETION_PRICE_IS_A_MINIMUM_AND_FOR_A_SELL_THE_DISCRETION_PRICE_IS_A_MAXIMUM = 2;
  2917. const int DiscretionLimitType_STRICT = 1;
  2918. const int DiscretionLimitType_OR_WORSE = 2;
  2919. const int DiscretionRoundDirection_MORE_AGGRESSIVE_ON_A_BUY_ORDER_ROUND_THE_PRICE_UP_ROUND_UP_TO_THE_NEAREST_TICK_ON_A_SELL_ROUND_DOWN_TO_THE_NEAREST_TICK = 1;
  2920. const int DiscretionRoundDirection_MORE_PASSIVE_ON_A_BUY_ORDER_ROUND_DOWN_TO_NEAREST_TICK_ON_A_SELL_ORDER_ROUND_UP_TO_NEAREST_TICK = 2;
  2921. const int DiscretionRoundDirection_MORE_AGGRESSIVE = 1;
  2922. const int DiscretionRoundDirection_MORE_PASSIVE = 2;
  2923. const int DiscretionScope_LOCAL = 1;
  2924. const int DiscretionScope_NATIONAL = 2;
  2925. const int DiscretionScope_GLOBAL = 3;
  2926. const int DiscretionScope_NATIONAL_EXCLUDING_LOCAL = 4;
  2927. const int TargetStrategy_VWAP = 1;
  2928. const int TargetStrategy_PARTICIPATE = 2;
  2929. const int TargetStrategy_MININIZE_MARKET_IMPACT = 3;
  2930. const int LastLiquidityInd_ADDED_LIQUIDITY = 1;
  2931. const int LastLiquidityInd_REMOVED_LIQUIDITY = 2;
  2932. const int LastLiquidityInd_LIQUIDITY_ROUTED_OUT = 3;
  2933. const int LastLiquidityInd_AUCTION = 4;
  2934. const char PublishTrdIndicator_YES = 'Y';
  2935. const char PublishTrdIndicator_NO = 'N';
  2936. const int ShortSaleReason_DEALER_SOLD_SHORT = 0;
  2937. const int ShortSaleReason_DEALER_SOLD_SHORT_EXEMPT = 1;
  2938. const int ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT = 2;
  2939. const int ShortSaleReason_SELLING_CUSTOMER_SOLD_SHORT_EXEMPT = 3;
  2940. const int ShortSaleReason_QUALIFED_SERVICE_REPRESENTATIVE = 4;
  2941. const int ShortSaleReason_QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT = 5;
  2942. const int ShortSaleReason_QUALIFIED_SERVICE_REPRESENTATIVE = 4;
  2943. const int QtyType_UNITS = 0;
  2944. const int QtyType_CONTRACTS = 1;
  2945. const int QtyType_UNITS_OF_MEASURE_PER_TIME_UNIT = 2;
  2946. const int TradeReportType_SUBMIT = 0;
  2947. const int TradeReportType_ALLEGED = 1;
  2948. const int TradeReportType_ACCEPT = 2;
  2949. const int TradeReportType_DECLINE = 3;
  2950. const int TradeReportType_ADDENDUM = 4;
  2951. const int TradeReportType_NO_WAS = 5;
  2952. const int TradeReportType_TRADE_REPORT_CANCEL = 6;
  2953. const int TradeReportType_LOCKED_IN_TRADE_BREAK = 7;
  2954. const int TradeReportType_ALLEGED_1 = 1;
  2955. const int TradeReportType_7 = 7;
  2956. const int TradeReportType_DEFAULTED = 8;
  2957. const int TradeReportType_INVALID_CMTA = 9;
  2958. const int TradeReportType_PENDED = 10;
  2959. const int TradeReportType_ALLEGED_NEW = 11;
  2960. const int TradeReportType_ALLEGED_ADDENDUM = 12;
  2961. const int TradeReportType_ALLEGED_NO_WAS = 13;
  2962. const int TradeReportType_ALLEGED_TRADE_REPORT_CANCEL = 14;
  2963. const int TradeReportType_ALLEGED_15 = 15;
  2964. const int AllocNoOrdersType_NOT_SPECIFIED = 0;
  2965. const int AllocNoOrdersType_EXPLICIT_LIST_PROVIDED = 1;
  2966. const int InstrAttribType_FLAT = 1;
  2967. const int InstrAttribType_ZERO_COUPON = 2;
  2968. const int InstrAttribType_INTEREST_BEARING = 3;
  2969. const int InstrAttribType_NO_PERIODIC_PAYMENTS = 4;
  2970. const int InstrAttribType_VARIABLE_RATE = 5;
  2971. const int InstrAttribType_LESS_FEE_FOR_PUT = 6;
  2972. const int InstrAttribType_STEPPED_COUPON = 7;
  2973. const int InstrAttribType_COUPON_PERIOD = 8;
  2974. const int InstrAttribType_WHEN_AND_IF_ISSUED = 9;
  2975. const int InstrAttribType_ORIGINAL_ISSUE_DISCOUNT = 10;
  2976. const int InstrAttribType_CALLABLE_PUTTABLE = 11;
  2977. const int InstrAttribType_ESCROWED_TO_MATURITY = 12;
  2978. const int InstrAttribType_ESCROWED_TO_REDEMPTION_DATE_CALLABLE_SUPPLY_REDEMPTION_DATE_IN_THE_INSTRATTRIBVALUE = 13;
  2979. const int InstrAttribType_PREREFUNDED = 14;
  2980. const int InstrAttribType_IN_DEFAULT = 15;
  2981. const int InstrAttribType_UNRATED = 16;
  2982. const int InstrAttribType_TAXABLE = 17;
  2983. const int InstrAttribType_INDEXED = 18;
  2984. const int InstrAttribType_SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX = 19;
  2985. const int InstrAttribType_ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE = 20;
  2986. const int InstrAttribType_CALLABLE_BELOW_MATURITY_VALUE = 21;
  2987. const int InstrAttribType_CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED = 22;
  2988. const int InstrAttribType_TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE = 99;
  2989. const int InstrAttribType_ESCROWED_TO_REDEMPTION_DATE = 13;
  2990. const int InstrAttribType_PRE_REFUNDED = 14;
  2991. const int InstrAttribType_PRICE_TICK_RULES_FOR_SECURITY = 23;
  2992. const int InstrAttribType_TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY = 24;
  2993. const int InstrAttribType_INSTRUMENT_DENOMINATOR = 25;
  2994. const int InstrAttribType_INSTRUMENT_NUMERATOR = 26;
  2995. const int InstrAttribType_INSTRUMENT_PRICE_PRECISION = 27;
  2996. const int InstrAttribType_INSTRUMENT_STRIKE_PRICE = 28;
  2997. const int InstrAttribType_TRADEABLE_INDICATOR = 29;
  2998. const int CPProgram_3 = 1;
  2999. const int CPProgram_4 = 2;
  3000. const int CPProgram_OTHER = 99;
  3001. const int MiscFeeBasis_ABSOLUTE = 0;
  3002. const int MiscFeeBasis_PER_UNIT = 1;
  3003. const int MiscFeeBasis_PERCENTAGE = 2;
  3004. const char LastFragment_YES = 'Y';
  3005. const char LastFragment_NO = 'N';
  3006. const int CollAsgnReason_INITIAL = 0;
  3007. const int CollAsgnReason_SCHEDULED = 1;
  3008. const int CollAsgnReason_TIME_WARNING = 2;
  3009. const int CollAsgnReason_MARGIN_DEFICIENCY = 3;
  3010. const int CollAsgnReason_MARGIN_EXCESS = 4;
  3011. const int CollAsgnReason_FORWARD_COLLATERAL_DEMAND = 5;
  3012. const int CollAsgnReason_EVENT_OF_DEFAULT = 6;
  3013. const int CollAsgnReason_ADVERSE_TAX_EVENT = 7;
  3014. const int CollInquiryQualifier_TRADEDATE = 0;
  3015. const int CollInquiryQualifier_GC_INSTRUMENT = 1;
  3016. const int CollInquiryQualifier_COLLATERALINSTRUMENT = 2;
  3017. const int CollInquiryQualifier_SUBSTITUTION_ELIGIBLE = 3;
  3018. const int CollInquiryQualifier_NOT_ASSIGNED = 4;
  3019. const int CollInquiryQualifier_PARTIALLY_ASSIGNED = 5;
  3020. const int CollInquiryQualifier_FULLY_ASSIGNED = 6;
  3021. const int CollInquiryQualifier_OUTSTANDING_TRADES = 7;
  3022. const int CollInquiryQualifier_TRADE_DATE = 0;
  3023. const int CollInquiryQualifier_COLLATERAL_INSTRUMENT = 2;
  3024. const int CollAsgnTransType_NEW = 0;
  3025. const int CollAsgnTransType_REPLACE = 1;
  3026. const int CollAsgnTransType_CANCEL = 2;
  3027. const int CollAsgnTransType_RELEASE = 3;
  3028. const int CollAsgnTransType_REVERSE = 4;
  3029. const int CollAsgnRespType_RECEIVED = 0;
  3030. const int CollAsgnRespType_ACCEPTED = 1;
  3031. const int CollAsgnRespType_DECLINED = 2;
  3032. const int CollAsgnRespType_REJECTED = 3;
  3033. const int CollAsgnRejectReason_UNKNOWN_DEAL = 0;
  3034. const int CollAsgnRejectReason_UNKNOWN_OR_INVALID_INSTRUMENT = 1;
  3035. const int CollAsgnRejectReason_UNAUTHORIZED_TRANSACTION = 2;
  3036. const int CollAsgnRejectReason_INSUFFICIENT_COLLATERAL = 3;
  3037. const int CollAsgnRejectReason_INVALID_TYPE_OF_COLLATERAL = 4;
  3038. const int CollAsgnRejectReason_EXCESSIVE_SUBSTITUTION = 5;
  3039. const int CollAsgnRejectReason_OTHER = 99;
  3040. const int CollStatus_UNASSIGNED = 0;
  3041. const int CollStatus_PARTIALLY_ASSIGNED = 1;
  3042. const int CollStatus_ASSIGNMENT_PROPOSED = 2;
  3043. const int CollStatus_ASSIGNED = 3;
  3044. const int CollStatus_CHALLENGED = 4;
  3045. const char LastRptRequested_NO = 'N';
  3046. const char LastRptRequested_YES = 'Y';
  3047. const int DeliveryType_VERSUS_PAYMENT_DELIVER = 0;
  3048. const int DeliveryType_FREE_DELIVER = 1;
  3049. const int DeliveryType_TRI_PARTY = 2;
  3050. const int DeliveryType_HOLD_IN_CUSTODY = 3;
  3051. const int UserRequestType_LOGONUSER = 1;
  3052. const int UserRequestType_LOGOFFUSER = 2;
  3053. const int UserRequestType_CHANGEPASSWORDFORUSER = 3;
  3054. const int UserRequestType_REQUEST_INDIVIDUAL_USER_STATUS = 4;
  3055. const int UserRequestType_LOG_ON_USER = 1;
  3056. const int UserRequestType_LOG_OFF_USER = 2;
  3057. const int UserRequestType_CHANGE_PASSWORD_FOR_USER = 3;
  3058. const int UserStatus_LOGGED_IN = 1;
  3059. const int UserStatus_NOT_LOGGED_IN = 2;
  3060. const int UserStatus_USER_NOT_RECOGNISED = 3;
  3061. const int UserStatus_PASSWORD_INCORRECT = 4;
  3062. const int UserStatus_PASSWORD_CHANGED = 5;
  3063. const int UserStatus_OTHER = 6;
  3064. const int UserStatus_FORCED_USER_LOGOUT_BY_EXCHANGE = 7;
  3065. const int UserStatus_SESSION_SHUTDOWN_WARNING = 8;
  3066. const int StatusValue_CONNECTED = 1;
  3067. const int StatusValue_NOT_CONNECTED_DOWN_EXPECTED_UP = 2;
  3068. const int StatusValue_NOT_CONNECTED_DOWN_EXPECTED_DOWN = 3;
  3069. const int StatusValue_IN_PROCESS = 4;
  3070. const int StatusValue_NOT_CONNECTED_2 = 2;
  3071. const int StatusValue_NOT_CONNECTED_3 = 3;
  3072. const int NetworkRequestType_SNAPSHOT = 1;
  3073. const int NetworkRequestType_SUBSCRIBE = 2;
  3074. const int NetworkRequestType_STOP_SUBSCRIBING = 4;
  3075. const int NetworkRequestType_LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED = 8;
  3076. const int NetworkStatusResponseType_FULL = 1;
  3077. const int NetworkStatusResponseType_INCREMENTAL_UPDATE = 2;
  3078. const int TrdRptStatus_ACCEPTED = 0;
  3079. const int TrdRptStatus_REJECTED = 1;
  3080. const int TrdRptStatus_ACCEPTED_WITH_ERRORS = 3;
  3081. const int AffirmStatus_RECEIVED = 1;
  3082. const int AffirmStatus_CONFIRM_REJECTED_IE_NOT_AFFIRMED = 2;
  3083. const int AffirmStatus_AFFIRMED = 3;
  3084. const int CollAction_RETAIN = 0;
  3085. const int CollAction_ADD = 1;
  3086. const int CollAction_REMOVE = 2;
  3087. const int CollInquiryStatus_ACCEPTED = 0;
  3088. const int CollInquiryStatus_ACCEPTED_WITH_WARNINGS = 1;
  3089. const int CollInquiryStatus_COMPLETED = 2;
  3090. const int CollInquiryStatus_COMPLETED_WITH_WARNINGS = 3;
  3091. const int CollInquiryStatus_REJECTED = 4;
  3092. const int CollInquiryResult_SUCCESSFUL = 0;
  3093. const int CollInquiryResult_INVALID_OR_UNKNOWN_INSTRUMENT = 1;
  3094. const int CollInquiryResult_INVALID_OR_UNKNOWN_COLLATERAL_TYPE = 2;
  3095. const int CollInquiryResult_INVALID_PARTIES = 3;
  3096. const int CollInquiryResult_INVALID_TRANSPORT_TYPE_REQUESTED = 4;
  3097. const int CollInquiryResult_INVALID_DESTINATION_REQUESTED = 5;
  3098. const int CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED = 6;
  3099. const int CollInquiryResult_NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED = 7;
  3100. const int CollInquiryResult_COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED = 8;
  3101. const int CollInquiryResult_UNAUTHORIZED_FOR_COLLATERAL_INQUIRY = 9;
  3102. const int CollInquiryResult_OTHER = 99;
  3103. const int StrategyParameterType_INT = 1;
  3104. const int StrategyParameterType_LENGTH = 2;
  3105. const int StrategyParameterType_NUMINGROUP = 3;
  3106. const int StrategyParameterType_SEQNUM = 4;
  3107. const int StrategyParameterType_TAGNUM = 5;
  3108. const int StrategyParameterType_FLOAT = 6;
  3109. const int StrategyParameterType_QTY = 7;
  3110. const int StrategyParameterType_PRICE = 8;
  3111. const int StrategyParameterType_PRICEOFFSET = 9;
  3112. const int StrategyParameterType_AMT = 10;
  3113. const int StrategyParameterType_PERCENTAGE = 11;
  3114. const int StrategyParameterType_CHAR = 12;
  3115. const int StrategyParameterType_BOOLEAN = 13;
  3116. const int StrategyParameterType_STRING = 14;
  3117. const int StrategyParameterType_MULTIPLECHARVALUE = 15;
  3118. const int StrategyParameterType_CURRENCY = 16;
  3119. const int StrategyParameterType_EXCHANGE = 17;
  3120. const int StrategyParameterType_MONTHYEAR = 18;
  3121. const int StrategyParameterType_UTCTIMESTAMP = 19;
  3122. const int StrategyParameterType_UTCTIMEONLY = 20;
  3123. const int StrategyParameterType_LOCALMKTTIME = 21;
  3124. const int StrategyParameterType_UTCDATE = 22;
  3125. const int StrategyParameterType_DATA = 23;
  3126. const int StrategyParameterType_MULTIPLESTRINGVALUE = 24;
  3127. const int StrategyParameterType_LOCALMKTDATE = 21;
  3128. const int StrategyParameterType_UTCDATEONLY = 22;
  3129. const int StrategyParameterType_COUNTRY = 25;
  3130. const int StrategyParameterType_LANGUAGE = 26;
  3131. const int StrategyParameterType_TZTIMEONLY = 27;
  3132. const int StrategyParameterType_TZTIMESTAMP = 28;
  3133. const int StrategyParameterType_TENOR = 29;
  3134. const char SecurityStatus_ACTIVE[] = "1";
  3135. const char SecurityStatus_INACTIVE[] = "2";
  3136. const char UnderlyingCashType_FIXED[] = "FIXED";
  3137. const char UnderlyingCashType_DIFF[] = "DIFF";
  3138. const int UnderlyingSettlementType_T_PLUS_1 = 2;
  3139. const int UnderlyingSettlementType_T_PLUS_3 = 4;
  3140. const int UnderlyingSettlementType_T_PLUS_4 = 5;
  3141. const char SecurityUpdateAction_ADD = 'A';
  3142. const char SecurityUpdateAction_DELETE = 'D';
  3143. const char SecurityUpdateAction_MODIFY = 'M';
  3144. const int ExpType_AUTO_EXERCISE = 1;
  3145. const int ExpType_NON_AUTO_EXERCISE = 2;
  3146. const int ExpType_FINAL_WILL_BE_EXERCISED = 3;
  3147. const int ExpType_CONTRARY_INTENTION = 4;
  3148. const int ExpType_DIFFERENCE = 5;
  3149. const int IndividualAllocType_SUB_ALLOCATE = 1;
  3150. const int IndividualAllocType_THIRD_PARTY_ALLOCATION = 2;
  3151. const char UnitOfMeasure_BARRELS[] = "Bbl";
  3152. const char UnitOfMeasure_BILLION_CUBIC_FEET[] = "Bcf";
  3153. const char UnitOfMeasure_BUSHELS[] = "Bu";
  3154. const char UnitOfMeasure_POUNDS[] = "lbs";
  3155. const char UnitOfMeasure_GALLONS[] = "Gal";
  3156. const char UnitOfMeasure_MILLION_BARRELS[] = "MMbbl";
  3157. const char UnitOfMeasure_ONE_MILLION_BTU[] = "MMBtu";
  3158. const char UnitOfMeasure_MEGAWATT_HOURS[] = "MWh";
  3159. const char UnitOfMeasure_TROY_OUNCES[] = "oz_tr";
  3160. const char UnitOfMeasure_METRIC_TONS[] = "t";
  3161. const char UnitOfMeasure_TONS[] = "tn";
  3162. const char UnitOfMeasure_US_DOLLARS[] = "USD";
  3163. const char UnitOfMeasure_ALLOWANCES[] = "Alw";
  3164. const char TimeUnit_HOUR[] = "H";
  3165. const char TimeUnit_MINUTE[] = "Min";
  3166. const char TimeUnit_SECOND[] = "S";
  3167. const char TimeUnit_DAY[] = "D";
  3168. const char TimeUnit_WEEK[] = "Wk";
  3169. const char TimeUnit_MONTH[] = "Mo";
  3170. const char TimeUnit_YEAR[] = "Yr";
  3171. const int AllocMethod_AUTOMATIC = 1;
  3172. const int AllocMethod_GUARANTOR = 2;
  3173. const int AllocMethod_MANUAL = 3;
  3174. const char AsOfIndicator_FALSE = '0';
  3175. const char AsOfIndicator_TRUE = '1';
  3176. const int MDBookType_TOP_OF_BOOK = 1;
  3177. const int MDBookType_PRICE_DEPTH = 2;
  3178. const int MDBookType_ORDER_DEPTH = 3;
  3179. const int MDOriginType_BOOK = 0;
  3180. const int MDOriginType_OFF_BOOK = 1;
  3181. const int MDOriginType_CROSS = 2;
  3182. const char CustOrderHandlingInst_ADD_ON_ORDER[] = "ADD";
  3183. const char CustOrderHandlingInst_ALL_OR_NONE[] = "AON";
  3184. const char CustOrderHandlingInst_CASH_NOT_HELD[] = "CNH";
  3185. const char CustOrderHandlingInst_DIRECTED_ORDER[] = "DIR";
  3186. const char CustOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION[] = "E.W";
  3187. const char CustOrderHandlingInst_FILL_OR_KILL[] = "FOK";
  3188. const char CustOrderHandlingInst_IMBALANCE_ONLY[] = "IO";
  3189. const char CustOrderHandlingInst_IMMEDIATE_OR_CANCEL[] = "IOC";
  3190. const char CustOrderHandlingInst_LIMIT_ON_OPEN[] = "LOO";
  3191. const char CustOrderHandlingInst_LIMIT_ON_CLOSE[] = "LOC";
  3192. const char CustOrderHandlingInst_MARKET_AT_OPEN[] = "MAO";
  3193. const char CustOrderHandlingInst_MARKET_AT_CLOSE[] = "MAC";
  3194. const char CustOrderHandlingInst_MARKET_ON_OPEN[] = "MOO";
  3195. const char CustOrderHandlingInst_MARKET_ON_CLOSE[] = "MOC";
  3196. const char CustOrderHandlingInst_MINIMUM_QUANTITY[] = "MQT";
  3197. const char CustOrderHandlingInst_NOT_HELD[] = "NH";
  3198. const char CustOrderHandlingInst_OVER_THE_DAY[] = "OVD";
  3199. const char CustOrderHandlingInst_PEGGED[] = "PEG";
  3200. const char CustOrderHandlingInst_RESERVE_SIZE_ORDER[] = "RSV";
  3201. const char CustOrderHandlingInst_STOP_STOCK_TRANSACTION[] = "S.W";
  3202. const char CustOrderHandlingInst_SCALE[] = "SCL";
  3203. const char CustOrderHandlingInst_TIME_ORDER[] = "TMO";
  3204. const char CustOrderHandlingInst_TRAILING_STOP[] = "TS";
  3205. const char CustOrderHandlingInst_WORK[] = "WRK";
  3206. const int OrderHandlingInstSource_NASD_OATS = 1;
  3207. const char DeskType_AGENCY[] = "A";
  3208. const char DeskType_ARBITRAGE[] = "AR";
  3209. const char DeskType_DERIVATIVES[] = "D";
  3210. const char DeskType_INTERNATIONAL[] = "IN";
  3211. const char DeskType_INSTITUTIONAL[] = "IS";
  3212. const char DeskType_OTHER[] = "O";
  3213. const char DeskType_PREFERRED_TRADING[] = "PF";
  3214. const char DeskType_PROPRIETARY[] = "PR";
  3215. const char DeskType_PROGRAM_TRADING[] = "PT";
  3216. const char DeskType_SALES[] = "S";
  3217. const char DeskType_TRADING[] = "T";
  3218. const int DeskTypeSource_NASD_OATS = 1;
  3219. const char DeskOrderHandlingInst_ADD_ON_ORDER[] = "ADD";
  3220. const char DeskOrderHandlingInst_ALL_OR_NONE[] = "AON";
  3221. const char DeskOrderHandlingInst_CASH_NOT_HELD[] = "CNH";
  3222. const char DeskOrderHandlingInst_DIRECTED_ORDER[] = "DIR";
  3223. const char DeskOrderHandlingInst_EXCHANGE_FOR_PHYSICAL_TRANSACTION[] = "E.W";
  3224. const char DeskOrderHandlingInst_FILL_OR_KILL[] = "FOK";
  3225. const char DeskOrderHandlingInst_IMBALANCE_ONLY[] = "IO";
  3226. const char DeskOrderHandlingInst_IMMEDIATE_OR_CANCEL[] = "IOC";
  3227. const char DeskOrderHandlingInst_LIMIT_ON_OPEN[] = "LOO";
  3228. const char DeskOrderHandlingInst_LIMIT_ON_CLOSE[] = "LOC";
  3229. const char DeskOrderHandlingInst_MARKET_AT_OPEN[] = "MAO";
  3230. const char DeskOrderHandlingInst_MARKET_AT_CLOSE[] = "MAC";
  3231. const char DeskOrderHandlingInst_MARKET_ON_OPEN[] = "MOO";
  3232. const char DeskOrderHandlingInst_MARKET_ON_CLOSE[] = "MOC";
  3233. const char DeskOrderHandlingInst_MINIMUM_QUANTITY[] = "MQT";
  3234. const char DeskOrderHandlingInst_NOT_HELD[] = "NH";
  3235. const char DeskOrderHandlingInst_OVER_THE_DAY[] = "OVD";
  3236. const char DeskOrderHandlingInst_PEGGED[] = "PEG";
  3237. const char DeskOrderHandlingInst_RESERVE_SIZE_ORDER[] = "RSV";
  3238. const char DeskOrderHandlingInst_STOP_STOCK_TRANSACTION[] = "S.W";
  3239. const char DeskOrderHandlingInst_SCALE[] = "SCL";
  3240. const char DeskOrderHandlingInst_TIME_ORDER[] = "TMO";
  3241. const char DeskOrderHandlingInst_TRAILING_STOP[] = "TS";
  3242. const char DeskOrderHandlingInst_WORK[] = "WRK";
  3243. const char ExecAckStatus_RECEIVED_NOT_YET_PROCESSED = '0';
  3244. const char ExecAckStatus_ACCEPTED = '1';
  3245. const char ExecAckStatus_DONT_KNOW = '2';
  3246. const int CollApplType_SPECIFIC_DEPOSIT = 0;
  3247. const int CollApplType_GENERAL = 1;
  3248. const char UnderlyingFXRateCalc_DIVIDE = 'D';
  3249. const char UnderlyingFXRateCalc_MULTIPLY = 'M';
  3250. const char AllocPositionEffect_OPEN = 'O';
  3251. const char AllocPositionEffect_CLOSE = 'C';
  3252. const char AllocPositionEffect_ROLLED = 'R';
  3253. const char AllocPositionEffect_FIFO = 'F';
  3254. const char DealingCapacity_AGENT = 'A';
  3255. const char DealingCapacity_PRINCIPAL = 'P';
  3256. const char DealingCapacity_RISKLESS_PRINCIPAL = 'R';
  3257. const char InstrmtAssignmentMethod_RANDOM = 'R';
  3258. const char InstrmtAssignmentMethod_PRORATA = 'P';
  3259. const char InstrmtAssignmentMethod_PRO_RATA = 'P';
  3260. const int MDQuoteType_INDICATIVE = 0;
  3261. const int MDQuoteType_TRADEABLE = 1;
  3262. const int MDQuoteType_RESTRICTED_TRADEABLE = 2;
  3263. const int MDQuoteType_COUNTER = 3;
  3264. const int MDQuoteType_INDICATIVE_AND_TRADEABLE = 4;
  3265. const char RefOrderIDSource_SECONDARYORDEID = '0';
  3266. const char RefOrderIDSource_ORDEID = '1';
  3267. const char RefOrderIDSource_MENTRYID = '2';
  3268. const char RefOrderIDSource_QUOTENTRYID = '3';
  3269. const char RefOrderIDSource_SECONDARYORDERID = '0';
  3270. const char RefOrderIDSource_ORDERID = '1';
  3271. const char RefOrderIDSource_MDENTRYID = '2';
  3272. const char RefOrderIDSource_QUOTEENTRYID = '3';
  3273. const char RefOrderIDSource_ORIGINAL_ORDER_ID = '4';
  3274. const char DisplayWhen_IMMEDIATE = '1';
  3275. const char DisplayWhen_EXHAUST = '2';
  3276. const char DisplayMethod_INITIAL = '1';
  3277. const char DisplayMethod_NEW = '2';
  3278. const char DisplayMethod_RANDOM = '3';
  3279. const char DisplayMethod_UNDISCLOSED = '4';
  3280. const char PriceProtectionScope_NONE = '0';
  3281. const char PriceProtectionScope_LOCAL = '1';
  3282. const char PriceProtectionScope_NATIONAL = '2';
  3283. const char PriceProtectionScope_GLOBAL = '3';
  3284. const char LotType_ODD_LOT = '1';
  3285. const char LotType_ROUND_LOT = '2';
  3286. const char LotType_BLOCK_LOT = '3';
  3287. const char LotType_ROUND_LOT_BASED_UPON_UNITOFMEASURE = '4';
  3288. const int PegPriceType_LAST_PEG = 1;
  3289. const int PegPriceType_MID_PRICE_PEG = 2;
  3290. const int PegPriceType_OPENING_PEG = 3;
  3291. const int PegPriceType_MARKET_PEG = 4;
  3292. const int PegPriceType_PRIMARY_PEG = 5;
  3293. const int PegPriceType_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER = 6;
  3294. const int PegPriceType_PEG_TO_VWAP = 7;
  3295. const int PegPriceType_TRAILING_STOP_PEG = 8;
  3296. const int PegPriceType_PEG_TO_LIMIT_PRICE = 9;
  3297. const char TriggerType_PARTIAL_EXECUTION = '1';
  3298. const char TriggerType_SPECIFIED_TRADING_SESSION = '2';
  3299. const char TriggerType_NEXT_AUCTION = '3';
  3300. const char TriggerType_PRICE_MOVEMENT = '4';
  3301. const char TriggerAction_ACTIVATE = '1';
  3302. const char TriggerAction_MODIFY = '2';
  3303. const char TriggerAction_CANCEL = '3';
  3304. const char TriggerPriceTypeScope_NONE = '0';
  3305. const char TriggerPriceTypeScope_LOCAL = '1';
  3306. const char TriggerPriceTypeScope_NATIONAL = '2';
  3307. const char TriggerPriceTypeScope_GLOBAL = '3';
  3308. const char TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE = 'U';
  3309. const char TriggerPriceDirection_TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE = 'D';
  3310. const char TriggerOrderType_MARKET = '1';
  3311. const char TriggerOrderType_LIMIT = '2';
  3312. const char OrderCategory_ORDER = '1';
  3313. const char OrderCategory_QUOTE = '2';
  3314. const char OrderCategory_PRIVATELY_NEGOTIATED_TRADE = '3';
  3315. const char OrderCategory_MULTILEG_ORDER = '4';
  3316. const char OrderCategory_LINKED_ORDER = '5';
  3317. const char OrderCategory_QUOTE_REQUEST = '6';
  3318. const char OrderCategory_IMPLIED_ORDER = '7';
  3319. const char OrderCategory_CROSS_ORDER = '8';
  3320. const char OrderCategory_STREAMING_PRICE = '9';
  3321. const char TradeHandlingInstr_TRADE_CONFIRMATION = '0';
  3322. const char TradeHandlingInstr_TWO_PARTY_REPORT = '1';
  3323. const char TradeHandlingInstr_ONE_PARTY_REPORT_FOR_MATCHING = '2';
  3324. const char TradeHandlingInstr_ONE_PARTY_REPORT_FOR_PASS_THROUGH = '3';
  3325. const char TradeHandlingInstr_AUTOMATED_FLOOR_ORDER_ROUTING = '4';
  3326. const char TradeHandlingInstr_TWO_PARTY_REPORT_FOR_CLAIM = '5';
  3327. const char ExDestinationIDSource_BIC = 'B';
  3328. const char ExDestinationIDSource_GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER = 'C';
  3329. const char ExDestinationIDSource_PROPRIETARY = 'D';
  3330. const char ExDestinationIDSource_ISO_COUNTRY_CODE = 'E';
  3331. const char ExDestinationIDSource_MIC = 'G';
  3332. const int ExpirationQtyType_AUTO_EXERCISE = 1;
  3333. const int ExpirationQtyType_NON_AUTO_EXERCISE = 2;
  3334. const int ExpirationQtyType_FINAL_WILL_BE_EXERCISED = 3;
  3335. const int ExpirationQtyType_CONTRARY_INTENTION = 4;
  3336. const int ExpirationQtyType_DIFFERENCE = 5;
  3337. const int ImpliedMarketIndicator_NOT_IMPLIED = 0;
  3338. const int ImpliedMarketIndicator_IMPLIED_IN = 1;
  3339. const int ImpliedMarketIndicator_IMPLIED_OUT = 2;
  3340. const int ImpliedMarketIndicator_BOTH_IMPLIED_IN_AND_IMPLIED_OUT = 3;
  3341. const int SettlObligMode_PRELIMINARY = 1;
  3342. const int SettlObligMode_FINAL = 2;
  3343. const char SettlObligTransType_CANCEL = 'C';
  3344. const char SettlObligTransType_NEW = 'N';
  3345. const char SettlObligTransType_REPLACE = 'R';
  3346. const char SettlObligTransType_RESTATE = 'T';
  3347. const char SettlObligSource_INSTRUCTIONS_OF_BROKER = '1';
  3348. const char SettlObligSource_INSTRUCTIONS_FOR_INSTITUTION = '2';
  3349. const char SettlObligSource_INVESTOR = '3';
  3350. const int QuoteEntryStatus_ACCEPTED = 0;
  3351. const int QuoteEntryStatus_REJECTED = 5;
  3352. const int QuoteEntryStatus_REMOVED_FROM_MARKET = 6;
  3353. const int QuoteEntryStatus_EXPIRED = 7;
  3354. const int QuoteEntryStatus_LOCKED_MARKET_WARNING = 12;
  3355. const int QuoteEntryStatus_CROSS_MARKET_WARNING = 13;
  3356. const int QuoteEntryStatus_CANCELED_DUE_TO_LOCK_MARKET = 14;
  3357. const int QuoteEntryStatus_CANCELED_DUE_TO_CROSS_MARKET = 15;
  3358. const int QuoteEntryStatus_ACTIVE = 16;
  3359. const char PrivateQuote_YES = 'Y';
  3360. const char PrivateQuote_NO = 'N';
  3361. const int RespondentType_ALL_MARKET_PARTICIPANTS = 1;
  3362. const int RespondentType_SPECIFIED_MARKET_PARTICIPANTS = 2;
  3363. const int RespondentType_ALL_MARKET_MAKERS = 3;
  3364. const int RespondentType_PRIMARY_MARKET_MAKER = 4;
  3365. const int SecurityTradingEvent_ORDER_IMBALANCE_AUCTION_IS_EXTENDED = 1;
  3366. const int SecurityTradingEvent_TRADING_RESUMES = 2;
  3367. const int SecurityTradingEvent_PRICE_VOLATILITY_INTERRUPTION = 3;
  3368. const int SecurityTradingEvent_CHANGE_OF_TRADING_SESSION = 4;
  3369. const int SecurityTradingEvent_CHANGE_OF_TRADING_SUBSESSION = 5;
  3370. const int SecurityTradingEvent_CHANGE_OF_SECURITY_STATUS = 6;
  3371. const int SecurityTradingEvent_CHANGE_OF_BOOK_TYPE = 7;
  3372. const int SecurityTradingEvent_CHANGE_OF_MARKET_DEPTH = 8;
  3373. const int SecurityTradingEvent_CHANGE_OF_SECURITY_TRADING_STATUS = 6;
  3374. const int StatsType_EXCHANGE_LAST = 1;
  3375. const int StatsType_HIGH = 2;
  3376. const int StatsType_AVERAGE_PRICE = 3;
  3377. const int StatsType_TURNOVER = 4;
  3378. const int MDSecSizeType_CUSTOMER = 1;
  3379. const char SettlMethod_CASH_SETTLEMENT_REQUIRED = 'C';
  3380. const char SettlMethod_PHYSICAL_SETTLEMENT_REQUIRED = 'P';
  3381. const int ExerciseStyle_EUROPEAN = 0;
  3382. const int ExerciseStyle_AMERICAN = 1;
  3383. const int ExerciseStyle_BERMUDA = 2;
  3384. const char PriceQuoteMethod_STANDARD_MONEY_PER_UNIT_OF_A_PHYSICAL[] = "STD";
  3385. const char PriceQuoteMethod_INDEX[] = "INX";
  3386. const char PriceQuoteMethod_INTEREST_RATE_INDEX[] = "INT";
  3387. const char PriceQuoteMethod_PERCENT_OF_PAR[] = "PCTPAR";
  3388. const char FuturesValuationMethod_PREMIUM_STYLE[] = "EQTY";
  3389. const char FuturesValuationMethod_FUTURES_STYLE_MARK_TO_MARKET[] = "FUT";
  3390. const char FuturesValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT[] = "FUTDA";
  3391. const int ListMethod_PRE_LISTED_ONLY = 0;
  3392. const int ListMethod_USER_REQUESTED = 1;
  3393. const int TickRuleType_REGULAR = 0;
  3394. const int TickRuleType_VARIABLE = 1;
  3395. const int TickRuleType_FIXED = 2;
  3396. const int TickRuleType_TRADED_AS_A_SPREAD_LEG = 3;
  3397. const int TickRuleType_SETTLED_AS_A_SPREAD_LEG = 4;
  3398. const int MaturityMonthYearIncrementUnits_MONTHS = 0;
  3399. const int MaturityMonthYearIncrementUnits_DAYS = 1;
  3400. const int MaturityMonthYearIncrementUnits_WEEKS = 2;
  3401. const int MaturityMonthYearIncrementUnits_YEARS = 3;
  3402. const int MaturityMonthYearFormat_YEARMONTH_ONLY = 0;
  3403. const int MaturityMonthYearFormat_YEARMONTHDAY = 1;
  3404. const int MaturityMonthYearFormat_YEARMONTHWEEK = 2;
  3405. const int PriceLimitType_PRICE = 0;
  3406. const int PriceLimitType_TICKS = 1;
  3407. const int PriceLimitType_PERCENTAGE = 2;
  3408. const int ApplReqType_RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS = 0;
  3409. const int ApplReqType_SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS = 1;
  3410. const int ApplReqType_REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS = 2;
  3411. const int ApplReqType_REQUEST_VALID_SET_OF_APPLICATIONS = 3;
  3412. const int ApplReqType_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS = 4;
  3413. const int ApplReqType_CANCEL_RETRANSMISSION = 5;
  3414. const int ApplReqType_CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS = 6;
  3415. const int ApplResponseType_REQUEST_SUCCESSFULLY_PROCESSED = 0;
  3416. const int ApplResponseType_APPLICATION_DOES_NOT_EXIST = 1;
  3417. const int ApplResponseType_MESSAGES_NOT_AVAILABLE = 2;
  3418. const int ApplResponseError_APPLICATION_DOES_NOT_EXIST = 0;
  3419. const int ApplResponseError_MESSAGES_REQUESTED_ARE_NOT_AVAILABLE = 1;
  3420. const int ApplResponseError_USER_NOT_AUTHORIZED_FOR_APPLICATION = 2;
  3421. const int TradSesEvent_TRADING_RESUMES = 0;
  3422. const int TradSesEvent_CHANGE_OF_TRADING_SESSION = 1;
  3423. const int TradSesEvent_CHANGE_OF_TRADING_SUBSESSION = 2;
  3424. const int TradSesEvent_CHANGE_OF_TRADING_STATUS = 3;
  3425. const int MassActionType_SUSPEND_ORDERS = 1;
  3426. const int MassActionType_RELEASE_ORDERS_FROM_SUSPENSION = 2;
  3427. const int MassActionType_CANCEL_ORDERS = 3;
  3428. const int MassActionScope_ALL_ORDERS_FOR_A_SECURITY = 1;
  3429. const int MassActionScope_ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY = 2;
  3430. const int MassActionScope_ALL_ORDERS_FOR_A_PRODUCT = 3;
  3431. const int MassActionScope_ALL_ORDERS_FOR_A_CFICODE = 4;
  3432. const int MassActionScope_ALL_ORDERS_FOR_A_SECURITYTYPE = 5;
  3433. const int MassActionScope_ALL_ORDERS_FOR_A_TRADING_SESSION = 6;
  3434. const int MassActionScope_ALL_ORDERS = 7;
  3435. const int MassActionScope_ALL_ORDERS_FOR_A_MARKET = 8;
  3436. const int MassActionScope_ALL_ORDERS_FOR_A_MARKET_SEGMENT = 9;
  3437. const int MassActionScope_ALL_ORDERS_FOR_A_SECURITY_GROUP = 10;
  3438. const int MassActionScope_CANCEL_FOR_SECURITY_ISSUER = 11;
  3439. const int MassActionScope_CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY = 12;
  3440. const int MassActionResponse_REJECTED = 0;
  3441. const int MassActionResponse_ACCEPTED = 1;
  3442. const int MassActionRejectReason_MASS_ACTION_NOT_SUPPORTED = 0;
  3443. const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY = 1;
  3444. const int MassActionRejectReason_INVALID_OR_UNKNOWN_UNDERLYING_SECURITY = 2;
  3445. const int MassActionRejectReason_INVALID_OR_UNKNOWN_PRODUCT = 3;
  3446. const int MassActionRejectReason_INVALID_OR_UNKNOWN_CFICODE = 4;
  3447. const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITYTYPE = 5;
  3448. const int MassActionRejectReason_INVALID_OR_UNKNOWN_TRADING_SESSION = 6;
  3449. const int MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET = 7;
  3450. const int MassActionRejectReason_INVALID_OR_UNKNOWN_MARKET_SEGMENT = 8;
  3451. const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_GROUP = 9;
  3452. const int MassActionRejectReason_OTHER = 99;
  3453. const int MassActionRejectReason_INVALID_OR_UNKNOWN_SECURITY_ISSUER = 10;
  3454. const int MassActionRejectReason_INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY = 11;
  3455. const int MultilegModel_PREDEFINED_MULTILEG_SECURITY = 0;
  3456. const int MultilegModel_USER_DEFINED_MULTLEG_SECURITY = 1;
  3457. const int MultilegModel_USER_DEFINED_NON_SECURITIZED_MULTILEG = 2;
  3458. const int MultilegPriceMethod_NET_PRICE = 0;
  3459. const int MultilegPriceMethod_REVERSED_NET_PRICE = 1;
  3460. const int MultilegPriceMethod_YIELD_DIFFERENCE = 2;
  3461. const int MultilegPriceMethod_INDIVIDUAL = 3;
  3462. const int MultilegPriceMethod_CONTRACT_WEIGHTED_AVERAGE_PRICE = 4;
  3463. const int MultilegPriceMethod_MULTIPLIED_PRICE = 5;
  3464. const int ContingencyType_ONE_CANCELS_THE_OTHER = 1;
  3465. const int ContingencyType_ONE_TRIGGERS_THE_OTHER = 2;
  3466. const int ContingencyType_ONE_UPDATES_THE_OTHER_3 = 3;
  3467. const int ContingencyType_ONE_UPDATES_THE_OTHER_4 = 4;
  3468. const int ListRejectReason_BROKER = 0;
  3469. const int ListRejectReason_EXCHANGE_CLOSED = 2;
  3470. const int ListRejectReason_TOO_LATE_TO_ENTER = 4;
  3471. const int ListRejectReason_UNKNOWN_ORDER = 5;
  3472. const int ListRejectReason_DUPLICATE_ORDER = 6;
  3473. const int ListRejectReason_UNSUPPORTED_ORDER_CHARACTERISTIC = 11;
  3474. const int ListRejectReason_OTHER = 99;
  3475. const int TradePublishIndicator_DO_NOT_PUBLISH_TRADE = 0;
  3476. const int TradePublishIndicator_PUBLISH_TRADE = 1;
  3477. const int TradePublishIndicator_DEFERRED_PUBLICATION = 2;
  3478. const char MarketUpdateAction_ADD = 'A';
  3479. const char MarketUpdateAction_DELETE = 'D';
  3480. const char MarketUpdateAction_MODIFY = 'M';
  3481. const int SessionStatus_SESSION_ACTIVE = 0;
  3482. const int SessionStatus_SESSION_PASSWORD_CHANGED = 1;
  3483. const int SessionStatus_SESSION_PASSWORD_DUE_TO_EXPIRE = 2;
  3484. const int SessionStatus_NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY = 3;
  3485. const int SessionStatus_SESSION_LOGOUT_COMPLETE = 4;
  3486. const int SessionStatus_INVALID_USERNAME_OR_PASSWORD = 5;
  3487. const int SessionStatus_ACCOUNT_LOCKED = 6;
  3488. const int SessionStatus_LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME = 7;
  3489. const int SessionStatus_PASSWORD_EXPIRED = 8;
  3490. const int ApplReportType_RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM = 0;
  3491. const int ApplReportType_REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM = 1;
  3492. const int ApplReportType_HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID = 2;
  3493. const int ApplReportType_APPLICATION_MESSAGE_RE_SEND_COMPLETED = 3;
  3494. const int HaltReasonInt_NEWS_DISSEMINATION = 0;
  3495. const int HaltReasonInt_ORDER_INFLUX = 1;
  3496. const int HaltReasonInt_ORDER_IMBALANCE = 2;
  3497. const int HaltReasonInt_ADDITIONAL_INFORMATION = 3;
  3498. const int HaltReasonInt_NEWS_PENDING = 4;
  3499. const int HaltReasonInt_EQUIPMENT_CHANGEOVER = 5;
  3500. const char ValuationMethod_PREMIUM_STYLE[] = "EQTY";
  3501. const char ValuationMethod_FUTURES_STYLE_MARK_TO_MARKET[] = "FUT";
  3502. const char ValuationMethod_FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT[] = "FUTDA";
  3503. const char ValuationMethod_CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON[] = "CDS";
  3504. const char ValuationMethod_CDS_IN_DELIVERY[] = "CDSD";
  3505. const int OrderDelayUnit_SECONDS = 0;
  3506. const int OrderDelayUnit_TENTHS_OF_A_SECOND = 1;
  3507. const int OrderDelayUnit_HUNDREDTHS_OF_A_SECOND = 2;
  3508. const int OrderDelayUnit_MILLISECONDS = 3;
  3509. const int OrderDelayUnit_MICROSECONDS = 4;
  3510. const int OrderDelayUnit_NANOSECONDS = 5;
  3511. const int OrderDelayUnit_MINUTES = 10;
  3512. const int OrderDelayUnit_HOURS = 11;
  3513. const int OrderDelayUnit_DAYS = 12;
  3514. const int OrderDelayUnit_WEEKS = 13;
  3515. const int OrderDelayUnit_MONTHS = 14;
  3516. const int OrderDelayUnit_YEARS = 15;
  3517. const char VenueType_ELECTRONIC = 'E';
  3518. const char VenueType_PIT = 'P';
  3519. const char VenueType_EX_PIT = 'X';
  3520. const int RefOrdIDReason_GTC_FROM_PREVIOUS_DAY = 0;
  3521. const int RefOrdIDReason_PARTIAL_FILL_REMAINING = 1;
  3522. const int RefOrdIDReason_ORDER_CHANGED = 2;
  3523. const int OrigCustOrderCapacity_MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT = 1;
  3524. const int OrigCustOrderCapacity_CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT = 2;
  3525. const int OrigCustOrderCapacity_MEMBER_TRADING_FOR_ANOTHER_MEMBER = 3;
  3526. const int OrigCustOrderCapacity_ALL_OTHER = 4;
  3527. const int ModelType_UTILITY_PROVIDED_STANDARD_MODEL = 0;
  3528. const int ModelType_PROPRIETARY = 1;
  3529. const int ContractMultiplierUnit_SHARES = 0;
  3530. const int ContractMultiplierUnit_HOURS = 1;
  3531. const int ContractMultiplierUnit_DAYS = 2;
  3532. const int FlowScheduleType_NERC_EASTERN_OFF_PEAK = 0;
  3533. const int FlowScheduleType_NERC_WESTERN_OFF_PEAK = 1;
  3534. const int FlowScheduleType_NERC_CALENDAR_ALL_DAYS_IN_MONTH = 2;
  3535. const int FlowScheduleType_NERC_EASTERN_PEAK = 3;
  3536. const int FlowScheduleType_NERC_WESTERN_PEAK = 4;
  3537. const int RateSource_BLOOMBERG = 0;
  3538. const int RateSource_REUTERS = 1;
  3539. const int RateSource_TELERATE = 2;
  3540. const int RateSource_OTHER = 99;
  3541. const int RateSourceType_PRIMARY = 0;
  3542. const int RateSourceType_SECONDARY = 1;
  3543. const char RestructuringType_FULL_RESTRUCTURING[] = "FR";
  3544. const char RestructuringType_MODIFIED_RESTRUCTURING[] = "MR";
  3545. const char RestructuringType_MODIFIED_MOD_RESTRUCTURING[] = "MM";
  3546. const char RestructuringType_NO_RESTRUCTURING_SPECIFIED[] = "XR";
  3547. const char Seniority_SENIOR_SECURED[] = "SD";
  3548. const char Seniority_SENIOR[] = "SR";
  3549. const char Seniority_SUBORDINATED[] = "SB";
  3550. const int SecurityListType_INDUSTRY_CLASSIFICATION = 1;
  3551. const int SecurityListType_TRADING_LIST = 2;
  3552. const int SecurityListType_MARKET = 3;
  3553. const int SecurityListType_NEWSPAPER_LIST = 4;
  3554. const int SecurityListTypeSource_ICB = 1;
  3555. const int SecurityListTypeSource_NAICS = 2;
  3556. const int SecurityListTypeSource_GICS = 3;
  3557. const int NewsCategory_COMPANY_NEWS = 0;
  3558. const int NewsCategory_MARKETPLACE_NEWS = 1;
  3559. const int NewsCategory_FINANCIAL_MARKET_NEWS = 2;
  3560. const int NewsCategory_TECHNICAL_NEWS = 3;
  3561. const int NewsCategory_OTHER_NEWS = 99;
  3562. const int NewsRefType_REPLACEMENT = 0;
  3563. const int NewsRefType_OTHER_LANGUAGE = 1;
  3564. const int NewsRefType_COMPLIMENTARY = 2;
  3565. const int StrikePriceDeterminationMethod_FIXED_STRIKE = 1;
  3566. const int StrikePriceDeterminationMethod_STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE = 2;
  3567. const int StrikePriceDeterminationMethod_STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION = 3;
  3568. const int StrikePriceDeterminationMethod_STRIKE_SET_TO_OPTIMAL_VALUE = 4;
  3569. const int StrikePriceBoundaryMethod_LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY = 1;
  3570. const int StrikePriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY = 2;
  3571. const int StrikePriceBoundaryMethod_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY = 3;
  3572. const int StrikePriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY = 4;
  3573. const int StrikePriceBoundaryMethod_GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY = 5;
  3574. const int UnderlyingPriceDeterminationMethod_REGULAR = 1;
  3575. const int UnderlyingPriceDeterminationMethod_SPECIAL_REFERENCE = 2;
  3576. const int UnderlyingPriceDeterminationMethod_OPTIMAL_VALUE = 3;
  3577. const int UnderlyingPriceDeterminationMethod_AVERAGE_VALUE = 4;
  3578. const int OptPayoutType_VANILLA = 1;
  3579. const int OptPayoutType_CAPPED = 2;
  3580. const int OptPayoutType_BINARY = 3;
  3581. const int ComplexEventType_CAPPED = 1;
  3582. const int ComplexEventType_TRIGGER = 2;
  3583. const int ComplexEventType_KNOCK_IN_UP = 3;
  3584. const int ComplexEventType_KOCK_IN_DOWN = 4;
  3585. const int ComplexEventType_KNOCK_OUT_UP = 5;
  3586. const int ComplexEventType_KNOCK_OUT_DOWN = 6;
  3587. const int ComplexEventType_UNDERLYING = 7;
  3588. const int ComplexEventType_RESET_BARRIER = 8;
  3589. const int ComplexEventType_ROLLING_BARRIER = 9;
  3590. const int ComplexEventPriceBoundaryMethod_LESS_THAN_COMPLEXEVENTPRICE = 1;
  3591. const int ComplexEventPriceBoundaryMethod_LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 2;
  3592. const int ComplexEventPriceBoundaryMethod_EQUAL_TO_COMPLEXEVENTPRICE = 3;
  3593. const int ComplexEventPriceBoundaryMethod_GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE = 4;
  3594. const int ComplexEventPriceBoundaryMethod_GREATER_THAN_COMPLEXEVENTPRICE = 5;
  3595. const int ComplexEventPriceTimeType_EXPIRATION = 1;
  3596. const int ComplexEventPriceTimeType_IMMEDIATE = 2;
  3597. const int ComplexEventPriceTimeType_SPECIFIED_DATE_TIME = 3;
  3598. const int ComplexEventCondition_AND = 1;
  3599. const int ComplexEventCondition_OR = 2;
  3600. const int StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER = 1;
  3601. const int StreamAsgnReqType_STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER = 2;
  3602. const int StreamAsgnRejReason_UNKNOWN_CLIENT = 0;
  3603. const int StreamAsgnRejReason_EXCEEDS_MAXIMUM_SIZE = 1;
  3604. const int StreamAsgnRejReason_UNKNOWN_OR_INVALID_CURRENCY_PAIR = 2;
  3605. const int StreamAsgnRejReason_NO_AVAILABLE_STREAM = 3;
  3606. const int StreamAsgnRejReason_OTHER = 99;
  3607. const int StreamAsgnAckType_ASSIGNMENT_ACCEPTED = 0;
  3608. const int StreamAsgnAckType_ASSIGNMENT_REJECTED = 1;
  3609. const int StreamAsgnType_ASSIGNMENT = 1;
  3610. const int StreamAsgnType_REJECTED = 2;
  3611. const int StreamAsgnType_TERMINATE_UNASSIGN = 3;
  3612. }
  3613. #endif //FIX_VALUES_H
Advertisement
Add Comment
Please, Sign In to add comment
Advertisement