EPAM B2BITS CME MDP Handler C++  5.4.2
Variables
Cme::Mdp::FIXTag Namespace Reference

Variables

static const int MsgType = 35
 
static const int AggressorIndicator = 1057
 
static const int AggressorSide = 5797
 
static const int ApplID = 1180
 
static const int Asset = 6937
 
static const int CFICode = 461
 
static const int ClearedVolume = 5791
 
static const int CollateralMarketPrice = 2689
 
static const int ContractMultiplier = 231
 
static const int ContractMultiplierUnit = 1435
 
static const int CountryOfIssue = 470
 
static const int CouponDayCount = 1950
 
static const int CouponFrequencyPeriod = 1948
 
static const int CouponFrequencyUnit = 1949
 
static const int CouponRate = 223
 
static const int Currency = 15
 
static const int CurrentChunk = 37710
 
static const int DatedDate = 873
 
static const int DecayQuantity = 5818
 
static const int DecayStartDate = 5819
 
static const int DirtyPrice = 37001
 
static const int DisplayFactor = 9787
 
static const int EndDate = 917
 
static const int EventTime = 1145
 
static const int EventType = 865
 
static const int FinancialInstrumentFullName = 2714
 
static const int FlowScheduleType = 1439
 
static const int HaltReason = 327
 
static const int HeartBtInt = 108
 
static const int HighLimitPrice = 1149
 
static const int InstAttribType = 871
 
static const int InstAttribValue = 872
 
static const int InstrumentGUID = 37513
 
static const int IssueDate = 225
 
static const int Issuer = 106
 
static const int LastMsgSeqNumProcessed = 369
 
static const int LastQty = 32
 
static const int LastUpdateTime = 779
 
static const int LegOptionDelta = 1017
 
static const int LegPrice = 566
 
static const int LegRatioQty = 623
 
static const int LegSecurityID = 602
 
static const int LegSecurityIDSource = 603
 
static const int LegSide = 624
 
static const int LotType = 1093
 
static const int LowLimitPrice = 1148
 
static const int MainFraction = 37702
 
static const int MarketDepth = 264
 
static const int MarketSegmentID = 1300
 
static const int MarketSet = 37722
 
static const int MatchAlgorithm = 1142
 
static const int MatchEventIndicator = 5799
 
static const int MaturityDate = 541
 
static const int MaturityMonthYear = 200
 
static const int MaxNoOfSubstitutions = 37715
 
static const int MaxPriceVariation = 1143
 
static const int MaxTradeVol = 1140
 
static const int MDDisplayQty = 37706
 
static const int MDEntryPx = 270
 
static const int MDEntrySize = 271
 
static const int MDEntryType = 269
 
static const int MDFeedType = 1022
 
static const int MDOrderPriority = 37707
 
static const int MDPriceLevel = 1023
 
static const int MDSecurityTradingStatus = 1682
 
static const int MDStreamID = 1500
 
static const int MDTradeEntryID = 37711
 
static const int MDUpdateAction = 279
 
static const int MinCabPrice = 9850
 
static const int MinLotSize = 1231
 
static const int MinPriceIncrement = 969
 
static const int MinPriceIncrementAmount = 1146
 
static const int MinTradeVol = 562
 
static const int MoneyOrPar = 37714
 
static const int NoChunks = 37709
 
static const int NoEvents = 864
 
static const int NoInstAttrib = 870
 
static const int NoLegs = 555
 
static const int NoLotTypeRules = 1234
 
static const int NoMDEntries = 268
 
static const int NoMDFeedTypes = 1141
 
static const int NoOrderIDEntries = 37705
 
static const int NoRelatedInstruments = 1647
 
static const int NoRelatedSym = 146
 
static const int NoUnderlyings = 711
 
static const int NumberOfOrders = 346
 
static const int OpenCloseSettlFlag = 286
 
static const int OpenInterestQty = 5792
 
static const int OrderID = 37
 
static const int OrderQty = 38
 
static const int OrderUpdateAction = 37708
 
static const int OriginalContractSize = 5849
 
static const int PartyRoleClearingOrg = 9736
 
static const int ParValue = 37723
 
static const int PriceDisplayFormat = 9800
 
static const int PriceQuoteMethod = 1196
 
static const int PriceRatio = 5770
 
static const int PutOrCall = 201
 
static const int QuoteReqID = 131
 
static const int QuoteType = 537
 
static const int ReferenceID = 9633
 
static const int RelatedInstrumentGUID = 37724
 
static const int RelatedSecurityID = 1650
 
static const int RelatedSecurityIDSource = 1651
 
static const int RelatedSymbol = 1649
 
static const int RiskSet = 37721
 
static const int RptSeq = 83
 
static const int SecurityAltID = 455
 
static const int SecurityAltIDSource = 456
 
static const int SecurityExchange = 207
 
static const int SecurityGroup = 1151
 
static const int SecurityID = 48
 
static const int SecurityIDSource = 22
 
static const int SecuritySubType = 762
 
static const int SecurityTradingEvent = 1174
 
static const int SecurityTradingStatus = 326
 
static const int SecurityType = 167
 
static const int SecurityUpdateAction = 980
 
static const int SettlCurrency = 120
 
static const int SettlPriceType = 731
 
static const int Side = 54
 
static const int StartDate = 916
 
static const int StrikeCurrency = 947
 
static const int StrikePrice = 202
 
static const int SubFraction = 37703
 
static const int Symbol = 55
 
static const int TermCode = 37716
 
static const int TerminationType = 788
 
static const int Text = 58
 
static const int TickRule = 6350
 
static const int TotNumReports = 911
 
static const int TradeableSize = 37719
 
static const int TradeDate = 75
 
static const int TradeLinkID = 820
 
static const int TradingReferenceDate = 5796
 
static const int TradingReferencePrice = 1150
 
static const int TransactTime = 60
 
static const int UnderlyingCountryOfIssue = 592
 
static const int UnderlyingFinancialInstrumentFullName = 2720
 
static const int UnderlyingInstrumentGUID = 37519
 
static const int UnderlyingIssuer = 306
 
static const int UnderlyingMaturityDate = 542
 
static const int UnderlyingMaxLifeTime = 37717
 
static const int UnderlyingMinDaysToMaturity = 37718
 
static const int UnderlyingProduct = 462
 
static const int UnderlyingSecurityAltID = 458
 
static const int UnderlyingSecurityAltIDSource = 459
 
static const int UnderlyingSecurityID = 309
 
static const int UnderlyingSecurityIDSource = 305
 
static const int UnderlyingSecurityType = 310
 
static const int UnderlyingSymbol = 311
 
static const int UnitOfMeasure = 996
 
static const int UnitOfMeasureQty = 1147
 
static const int UserDefinedInstrument = 9779
 

Variable Documentation

const int Cme::Mdp::FIXTag::AggressorIndicator = 1057
static
const int Cme::Mdp::FIXTag::AggressorSide = 5797
static
const int Cme::Mdp::FIXTag::ApplID = 1180
static
const int Cme::Mdp::FIXTag::Asset = 6937
static
const int Cme::Mdp::FIXTag::CFICode = 461
static
const int Cme::Mdp::FIXTag::ClearedVolume = 5791
static
const int Cme::Mdp::FIXTag::CollateralMarketPrice = 2689
static
const int Cme::Mdp::FIXTag::ContractMultiplier = 231
static
const int Cme::Mdp::FIXTag::ContractMultiplierUnit = 1435
static
const int Cme::Mdp::FIXTag::CountryOfIssue = 470
static
const int Cme::Mdp::FIXTag::CouponDayCount = 1950
static
const int Cme::Mdp::FIXTag::CouponFrequencyPeriod = 1948
static
const int Cme::Mdp::FIXTag::CouponFrequencyUnit = 1949
static
const int Cme::Mdp::FIXTag::CouponRate = 223
static
const int Cme::Mdp::FIXTag::Currency = 15
static
const int Cme::Mdp::FIXTag::CurrentChunk = 37710
static
const int Cme::Mdp::FIXTag::DatedDate = 873
static
const int Cme::Mdp::FIXTag::DecayQuantity = 5818
static
const int Cme::Mdp::FIXTag::DecayStartDate = 5819
static
const int Cme::Mdp::FIXTag::DirtyPrice = 37001
static
const int Cme::Mdp::FIXTag::DisplayFactor = 9787
static
const int Cme::Mdp::FIXTag::EndDate = 917
static
const int Cme::Mdp::FIXTag::EventTime = 1145
static
const int Cme::Mdp::FIXTag::EventType = 865
static
const int Cme::Mdp::FIXTag::FinancialInstrumentFullName = 2714
static
const int Cme::Mdp::FIXTag::FlowScheduleType = 1439
static
const int Cme::Mdp::FIXTag::HaltReason = 327
static
const int Cme::Mdp::FIXTag::HeartBtInt = 108
static
const int Cme::Mdp::FIXTag::HighLimitPrice = 1149
static
const int Cme::Mdp::FIXTag::InstAttribType = 871
static
const int Cme::Mdp::FIXTag::InstAttribValue = 872
static
const int Cme::Mdp::FIXTag::InstrumentGUID = 37513
static
const int Cme::Mdp::FIXTag::IssueDate = 225
static
const int Cme::Mdp::FIXTag::Issuer = 106
static
const int Cme::Mdp::FIXTag::LastMsgSeqNumProcessed = 369
static
const int Cme::Mdp::FIXTag::LastQty = 32
static
const int Cme::Mdp::FIXTag::LastUpdateTime = 779
static
const int Cme::Mdp::FIXTag::LegOptionDelta = 1017
static
const int Cme::Mdp::FIXTag::LegPrice = 566
static
const int Cme::Mdp::FIXTag::LegRatioQty = 623
static
const int Cme::Mdp::FIXTag::LegSecurityID = 602
static
const int Cme::Mdp::FIXTag::LegSecurityIDSource = 603
static
const int Cme::Mdp::FIXTag::LegSide = 624
static
const int Cme::Mdp::FIXTag::LotType = 1093
static
const int Cme::Mdp::FIXTag::LowLimitPrice = 1148
static
const int Cme::Mdp::FIXTag::MainFraction = 37702
static
const int Cme::Mdp::FIXTag::MarketDepth = 264
static
const int Cme::Mdp::FIXTag::MarketSegmentID = 1300
static
const int Cme::Mdp::FIXTag::MarketSet = 37722
static
const int Cme::Mdp::FIXTag::MatchAlgorithm = 1142
static
const int Cme::Mdp::FIXTag::MatchEventIndicator = 5799
static
const int Cme::Mdp::FIXTag::MaturityDate = 541
static
const int Cme::Mdp::FIXTag::MaturityMonthYear = 200
static
const int Cme::Mdp::FIXTag::MaxNoOfSubstitutions = 37715
static
const int Cme::Mdp::FIXTag::MaxPriceVariation = 1143
static
const int Cme::Mdp::FIXTag::MaxTradeVol = 1140
static
const int Cme::Mdp::FIXTag::MDDisplayQty = 37706
static
const int Cme::Mdp::FIXTag::MDEntryPx = 270
static
const int Cme::Mdp::FIXTag::MDEntrySize = 271
static
const int Cme::Mdp::FIXTag::MDEntryType = 269
static
const int Cme::Mdp::FIXTag::MDFeedType = 1022
static
const int Cme::Mdp::FIXTag::MDOrderPriority = 37707
static
const int Cme::Mdp::FIXTag::MDPriceLevel = 1023
static
const int Cme::Mdp::FIXTag::MDSecurityTradingStatus = 1682
static
const int Cme::Mdp::FIXTag::MDStreamID = 1500
static
const int Cme::Mdp::FIXTag::MDTradeEntryID = 37711
static
const int Cme::Mdp::FIXTag::MDUpdateAction = 279
static
const int Cme::Mdp::FIXTag::MinCabPrice = 9850
static
const int Cme::Mdp::FIXTag::MinLotSize = 1231
static
const int Cme::Mdp::FIXTag::MinPriceIncrement = 969
static
const int Cme::Mdp::FIXTag::MinPriceIncrementAmount = 1146
static
const int Cme::Mdp::FIXTag::MinTradeVol = 562
static
const int Cme::Mdp::FIXTag::MoneyOrPar = 37714
static
const int Cme::Mdp::FIXTag::MsgType = 35
static
const int Cme::Mdp::FIXTag::NoChunks = 37709
static
const int Cme::Mdp::FIXTag::NoEvents = 864
static
const int Cme::Mdp::FIXTag::NoInstAttrib = 870
static
const int Cme::Mdp::FIXTag::NoLegs = 555
static
const int Cme::Mdp::FIXTag::NoLotTypeRules = 1234
static
const int Cme::Mdp::FIXTag::NoMDEntries = 268
static
const int Cme::Mdp::FIXTag::NoMDFeedTypes = 1141
static
const int Cme::Mdp::FIXTag::NoOrderIDEntries = 37705
static
const int Cme::Mdp::FIXTag::NoRelatedInstruments = 1647
static
const int Cme::Mdp::FIXTag::NoRelatedSym = 146
static
const int Cme::Mdp::FIXTag::NoUnderlyings = 711
static
const int Cme::Mdp::FIXTag::NumberOfOrders = 346
static
const int Cme::Mdp::FIXTag::OpenCloseSettlFlag = 286
static
const int Cme::Mdp::FIXTag::OpenInterestQty = 5792
static
const int Cme::Mdp::FIXTag::OrderID = 37
static
const int Cme::Mdp::FIXTag::OrderQty = 38
static
const int Cme::Mdp::FIXTag::OrderUpdateAction = 37708
static
const int Cme::Mdp::FIXTag::OriginalContractSize = 5849
static
const int Cme::Mdp::FIXTag::PartyRoleClearingOrg = 9736
static
const int Cme::Mdp::FIXTag::ParValue = 37723
static
const int Cme::Mdp::FIXTag::PriceDisplayFormat = 9800
static
const int Cme::Mdp::FIXTag::PriceQuoteMethod = 1196
static
const int Cme::Mdp::FIXTag::PriceRatio = 5770
static
const int Cme::Mdp::FIXTag::PutOrCall = 201
static
const int Cme::Mdp::FIXTag::QuoteReqID = 131
static
const int Cme::Mdp::FIXTag::QuoteType = 537
static
const int Cme::Mdp::FIXTag::ReferenceID = 9633
static
const int Cme::Mdp::FIXTag::RelatedInstrumentGUID = 37724
static
const int Cme::Mdp::FIXTag::RelatedSecurityID = 1650
static
const int Cme::Mdp::FIXTag::RelatedSecurityIDSource = 1651
static
const int Cme::Mdp::FIXTag::RelatedSymbol = 1649
static
const int Cme::Mdp::FIXTag::RiskSet = 37721
static
const int Cme::Mdp::FIXTag::RptSeq = 83
static
const int Cme::Mdp::FIXTag::SecurityAltID = 455
static
const int Cme::Mdp::FIXTag::SecurityAltIDSource = 456
static
const int Cme::Mdp::FIXTag::SecurityExchange = 207
static
const int Cme::Mdp::FIXTag::SecurityGroup = 1151
static
const int Cme::Mdp::FIXTag::SecurityID = 48
static
const int Cme::Mdp::FIXTag::SecurityIDSource = 22
static
const int Cme::Mdp::FIXTag::SecuritySubType = 762
static
const int Cme::Mdp::FIXTag::SecurityTradingEvent = 1174
static
const int Cme::Mdp::FIXTag::SecurityTradingStatus = 326
static
const int Cme::Mdp::FIXTag::SecurityType = 167
static
const int Cme::Mdp::FIXTag::SecurityUpdateAction = 980
static
const int Cme::Mdp::FIXTag::SettlCurrency = 120
static
const int Cme::Mdp::FIXTag::SettlPriceType = 731
static
const int Cme::Mdp::FIXTag::Side = 54
static
const int Cme::Mdp::FIXTag::StartDate = 916
static
const int Cme::Mdp::FIXTag::StrikeCurrency = 947
static
const int Cme::Mdp::FIXTag::StrikePrice = 202
static
const int Cme::Mdp::FIXTag::SubFraction = 37703
static
const int Cme::Mdp::FIXTag::Symbol = 55
static
const int Cme::Mdp::FIXTag::TermCode = 37716
static
const int Cme::Mdp::FIXTag::TerminationType = 788
static
const int Cme::Mdp::FIXTag::Text = 58
static
const int Cme::Mdp::FIXTag::TickRule = 6350
static
const int Cme::Mdp::FIXTag::TotNumReports = 911
static
const int Cme::Mdp::FIXTag::TradeableSize = 37719
static
const int Cme::Mdp::FIXTag::TradeDate = 75
static
const int Cme::Mdp::FIXTag::TradeLinkID = 820
static
const int Cme::Mdp::FIXTag::TradingReferenceDate = 5796
static
const int Cme::Mdp::FIXTag::TradingReferencePrice = 1150
static
const int Cme::Mdp::FIXTag::TransactTime = 60
static
const int Cme::Mdp::FIXTag::UnderlyingCountryOfIssue = 592
static
const int Cme::Mdp::FIXTag::UnderlyingFinancialInstrumentFullName = 2720
static
const int Cme::Mdp::FIXTag::UnderlyingInstrumentGUID = 37519
static
const int Cme::Mdp::FIXTag::UnderlyingIssuer = 306
static
const int Cme::Mdp::FIXTag::UnderlyingMaturityDate = 542
static
const int Cme::Mdp::FIXTag::UnderlyingMaxLifeTime = 37717
static
const int Cme::Mdp::FIXTag::UnderlyingMinDaysToMaturity = 37718
static
const int Cme::Mdp::FIXTag::UnderlyingProduct = 462
static
const int Cme::Mdp::FIXTag::UnderlyingSecurityAltID = 458
static
const int Cme::Mdp::FIXTag::UnderlyingSecurityAltIDSource = 459
static
const int Cme::Mdp::FIXTag::UnderlyingSecurityID = 309
static
const int Cme::Mdp::FIXTag::UnderlyingSecurityIDSource = 305
static
const int Cme::Mdp::FIXTag::UnderlyingSecurityType = 310
static
const int Cme::Mdp::FIXTag::UnderlyingSymbol = 311
static
const int Cme::Mdp::FIXTag::UnitOfMeasure = 996
static
const int Cme::Mdp::FIXTag::UnitOfMeasureQty = 1147
static
const int Cme::Mdp::FIXTag::UserDefinedInstrument = 9779
static