EPAM B2BITS CME MDP Handler C++
5.4.2
|
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 |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |
|
static |