1 #ifndef FIX_FIELDS_H 2 #define FIX_FIELDS_H 3 4 #include "Field.h" 5 6 #undef Yield 7 8 namespace FIX 9 { 10 DEFINE_SEQNUM(BeginSeqNo); 11 DEFINE_STRING(BeginString); 12 DEFINE_LENGTH(BodyLength); 13 DEFINE_CHECKSUM(CheckSum); 14 DEFINE_SEQNUM(EndSeqNo); 15 DEFINE_SEQNUM(MsgSeqNum); 16 DEFINE_STRING(MsgType); 17 DEFINE_SEQNUM(NewSeqNo); 18 DEFINE_BOOLEAN(PossDupFlag); 19 DEFINE_SEQNUM(RefSeqNum); 20 DEFINE_STRING(SenderCompID); 21 DEFINE_STRING(SenderSubID); 22 DEFINE_UTCTIMESTAMP(SendingTime); 23 DEFINE_STRING(TargetCompID); 24 DEFINE_STRING(TargetSubID); 25 DEFINE_STRING(Text); 26 DEFINE_DATA(Signature); 27 DEFINE_LENGTH(SecureDataLen); 28 DEFINE_DATA(SecureData); 29 DEFINE_LENGTH(SignatureLength); 30 DEFINE_LENGTH(RawDataLength); 31 DEFINE_DATA(RawData); 32 DEFINE_BOOLEAN(PossResend); 33 DEFINE_INT(EncryptMethod); 34 DEFINE_INT(HeartBtInt); 35 DEFINE_STRING(TestReqID); 36 DEFINE_STRING(OnBehalfOfCompID); 37 DEFINE_STRING(OnBehalfOfSubID); 38 DEFINE_UTCTIMESTAMP(OrigSendingTime); 39 DEFINE_BOOLEAN(GapFillFlag); 40 DEFINE_STRING(DeliverToCompID); 41 DEFINE_STRING(DeliverToSubID); 42 DEFINE_BOOLEAN(ResetSeqNumFlag); 43 DEFINE_STRING(SenderLocationID); 44 DEFINE_STRING(TargetLocationID); 45 DEFINE_STRING(OnBehalfOfLocationID); 46 DEFINE_STRING(DeliverToLocationID); 47 DEFINE_LENGTH(XmlDataLen); 48 DEFINE_DATA(XmlData); 49 DEFINE_STRING(MessageEncoding); 50 DEFINE_LENGTH(EncodedTextLen); 51 DEFINE_DATA(EncodedText); 52 DEFINE_SEQNUM(LastMsgSeqNumProcessed); 53 DEFINE_INT(RefTagID); 54 DEFINE_STRING(RefMsgType); 55 DEFINE_INT(SessionRejectReason); 56 DEFINE_LENGTH(MaxMessageSize); 57 DEFINE_NUMINGROUP(NoMsgTypes); 58 DEFINE_CHAR(MsgDirection); 59 DEFINE_BOOLEAN(TestMessageIndicator); 60 DEFINE_STRING(Username); 61 DEFINE_STRING(Password); 62 DEFINE_NUMINGROUP(NoHops); 63 DEFINE_STRING(HopCompID); 64 DEFINE_UTCTIMESTAMP(HopSendingTime); 65 DEFINE_SEQNUM(HopRefID); 66 DEFINE_SEQNUM(NextExpectedMsgSeqNum); 67 DEFINE_STRING(ApplVerID); 68 DEFINE_STRING(CstmApplVerID); 69 DEFINE_STRING(RefApplVerID); 70 DEFINE_STRING(RefCstmApplVerID); 71 DEFINE_STRING(DefaultApplVerID); 72 DEFINE_STRING(Account); 73 DEFINE_STRING(AdvId); 74 DEFINE_STRING(AdvRefID); 75 DEFINE_CHAR(AdvSide); 76 DEFINE_STRING(AdvTransType); 77 DEFINE_PRICE(AvgPx); 78 DEFINE_STRING(ClOrdID); 79 DEFINE_AMT(Commission); 80 DEFINE_CHAR(CommType); 81 DEFINE_QTY(CumQty); 82 DEFINE_CURRENCY(Currency); 83 DEFINE_STRING(ExecID); 84 DEFINE_MULTIPLECHARVALUE(ExecInst); 85 DEFINE_STRING(ExecRefID); 86 DEFINE_CHAR(ExecTransType); 87 DEFINE_CHAR(HandlInst); 88 DEFINE_STRING(IDSource); 89 DEFINE_STRING(IOIid); 90 DEFINE_CHAR(IOIOthSvc); 91 DEFINE_CHAR(IOIQltyInd); 92 DEFINE_STRING(IOIRefID); 93 DEFINE_STRING(IOIShares); 94 DEFINE_CHAR(IOITransType); 95 DEFINE_CHAR(LastCapacity); 96 DEFINE_EXCHANGE(LastMkt); 97 DEFINE_PRICE(LastPx); 98 DEFINE_QTY(LastShares); 99 DEFINE_NUMINGROUP(LinesOfText); 100 DEFINE_STRING(OrderID); 101 DEFINE_QTY(OrderQty); 102 DEFINE_CHAR(OrdStatus); 103 DEFINE_CHAR(OrdType); 104 DEFINE_STRING(OrigClOrdID); 105 DEFINE_UTCTIMESTAMP(OrigTime); 106 DEFINE_PRICE(Price); 107 DEFINE_STRING(RelatdSym); 108 DEFINE_CHAR(Rule80A); 109 DEFINE_STRING(SecurityID); 110 DEFINE_QTY(Shares); 111 DEFINE_CHAR(Side); 112 DEFINE_STRING(Symbol); 113 DEFINE_CHAR(TimeInForce); 114 DEFINE_UTCTIMESTAMP(TransactTime); 115 DEFINE_CHAR(Urgency); 116 DEFINE_UTCTIMESTAMP(ValidUntilTime); 117 DEFINE_CHAR(SettlmntTyp); 118 DEFINE_LOCALMKTDATE(FutSettDate); 119 DEFINE_STRING(SymbolSfx); 120 DEFINE_STRING(ListID); 121 DEFINE_INT(ListSeqNo); 122 DEFINE_INT(ListNoOrds); 123 DEFINE_STRING(ListExecInst); 124 DEFINE_STRING(AllocID); 125 DEFINE_CHAR(AllocTransType); 126 DEFINE_STRING(RefAllocID); 127 DEFINE_NUMINGROUP(NoOrders); 128 DEFINE_INT(AvgPrxPrecision); 129 DEFINE_LOCALMKTDATE(TradeDate); 130 DEFINE_STRING(ExecBroker); 131 DEFINE_CHAR(OpenClose); 132 DEFINE_NUMINGROUP(NoAllocs); 133 DEFINE_STRING(AllocAccount); 134 DEFINE_QTY(AllocShares); 135 DEFINE_CHAR(ProcessCode); 136 DEFINE_INT(NoRpts); 137 DEFINE_INT(RptSeq); 138 DEFINE_QTY(CxlQty); 139 DEFINE_NUMINGROUP(NoDlvyInst); 140 DEFINE_STRING(DlvyInst); 141 DEFINE_INT(AllocStatus); 142 DEFINE_INT(AllocRejCode); 143 DEFINE_STRING(BrokerOfCredit); 144 DEFINE_CHAR(EmailType); 145 DEFINE_PRICE(StopPx); 146 DEFINE_EXCHANGE(ExDestination); 147 DEFINE_INT(CxlRejReason); 148 DEFINE_INT(OrdRejReason); 149 DEFINE_CHAR(IOIQualifier); 150 DEFINE_STRING(WaveNo); 151 DEFINE_STRING(Issuer); 152 DEFINE_STRING(SecurityDesc); 153 DEFINE_STRING(ClientID); 154 DEFINE_QTY(MinQty); 155 DEFINE_QTY(MaxFloor); 156 DEFINE_BOOLEAN(ReportToExch); 157 DEFINE_BOOLEAN(LocateReqd); 158 DEFINE_STRING(QuoteID); 159 DEFINE_AMT(NetMoney); 160 DEFINE_AMT(SettlCurrAmt); 161 DEFINE_CURRENCY(SettlCurrency); 162 DEFINE_BOOLEAN(ForexReq); 163 DEFINE_NUMINGROUP(NoExecs); 164 DEFINE_CHAR(CxlType); 165 DEFINE_UTCTIMESTAMP(ExpireTime); 166 DEFINE_CHAR(DKReason); 167 DEFINE_BOOLEAN(IOINaturalFlag); 168 DEFINE_STRING(QuoteReqID); 169 DEFINE_PRICE(BidPx); 170 DEFINE_PRICE(OfferPx); 171 DEFINE_QTY(BidSize); 172 DEFINE_QTY(OfferSize); 173 DEFINE_NUMINGROUP(NoMiscFees); 174 DEFINE_AMT(MiscFeeAmt); 175 DEFINE_CURRENCY(MiscFeeCurr); 176 DEFINE_STRING(MiscFeeType); 177 DEFINE_PRICE(PrevClosePx); 178 DEFINE_NUMINGROUP(NoRelatedSym); 179 DEFINE_STRING(Subject); 180 DEFINE_STRING(Headline); 181 DEFINE_STRING(URLLink); 182 DEFINE_CHAR(ExecType); 183 DEFINE_QTY(LeavesQty); 184 DEFINE_QTY(CashOrderQty); 185 DEFINE_PRICE(AllocAvgPx); 186 DEFINE_AMT(AllocNetMoney); 187 DEFINE_FLOAT(SettlCurrFxRate); 188 DEFINE_CHAR(SettlCurrFxRateCalc); 189 DEFINE_INT(NumDaysInterest); 190 DEFINE_PERCENTAGE(AccruedInterestRate); 191 DEFINE_AMT(AccruedInterestAmt); 192 DEFINE_CHAR(SettlInstMode); 193 DEFINE_STRING(AllocText); 194 DEFINE_STRING(SettlInstID); 195 DEFINE_CHAR(SettlInstTransType); 196 DEFINE_STRING(EmailThreadID); 197 DEFINE_CHAR(SettlInstSource); 198 DEFINE_STRING(SettlLocation); 199 DEFINE_STRING(SecurityType); 200 DEFINE_UTCTIMESTAMP(EffectiveTime); 201 DEFINE_INT(StandInstDbType); 202 DEFINE_STRING(StandInstDbName); 203 DEFINE_STRING(StandInstDbID); 204 DEFINE_INT(SettlDeliveryType); 205 DEFINE_STRING(SettlDepositoryCode); 206 DEFINE_STRING(SettlBrkrCode); 207 DEFINE_STRING(SettlInstCode); 208 DEFINE_STRING(SecuritySettlAgentName); 209 DEFINE_STRING(SecuritySettlAgentCode); 210 DEFINE_STRING(SecuritySettlAgentAcctNum); 211 DEFINE_STRING(SecuritySettlAgentAcctName); 212 DEFINE_STRING(SecuritySettlAgentContactName); 213 DEFINE_STRING(SecuritySettlAgentContactPhone); 214 DEFINE_STRING(CashSettlAgentName); 215 DEFINE_STRING(CashSettlAgentCode); 216 DEFINE_STRING(CashSettlAgentAcctNum); 217 DEFINE_STRING(CashSettlAgentAcctName); 218 DEFINE_STRING(CashSettlAgentContactName); 219 DEFINE_STRING(CashSettlAgentContactPhone); 220 DEFINE_PRICE(BidSpotRate); 221 DEFINE_PRICEOFFSET(BidForwardPoints); 222 DEFINE_PRICE(OfferSpotRate); 223 DEFINE_PRICEOFFSET(OfferForwardPoints); 224 DEFINE_QTY(OrderQty2); 225 DEFINE_LOCALMKTDATE(FutSettDate2); 226 DEFINE_PRICE(LastSpotRate); 227 DEFINE_PRICEOFFSET(LastForwardPoints); 228 DEFINE_STRING(AllocLinkID); 229 DEFINE_INT(AllocLinkType); 230 DEFINE_STRING(SecondaryOrderID); 231 DEFINE_NUMINGROUP(NoIOIQualifiers); 232 DEFINE_MONTHYEAR(MaturityMonthYear); 233 DEFINE_INT(PutOrCall); 234 DEFINE_PRICE(StrikePrice); 235 DEFINE_INT(CoveredOrUncovered); 236 DEFINE_INT(CustomerOrFirm); 237 DEFINE_DAYOFMONTH(MaturityDay); 238 DEFINE_CHAR(OptAttribute); 239 DEFINE_EXCHANGE(SecurityExchange); 240 DEFINE_BOOLEAN(NotifyBrokerOfCredit); 241 DEFINE_INT(AllocHandlInst); 242 DEFINE_QTY(MaxShow); 243 DEFINE_PRICEOFFSET(PegDifference); 244 DEFINE_LOCALMKTDATE(SendingDate); 245 DEFINE_INT(TotNoOrders); 246 DEFINE_STRING(SettlInstRefID); 247 DEFINE_NUMINGROUP(NoRoutingIDs); 248 DEFINE_INT(RoutingType); 249 DEFINE_STRING(RoutingID); 250 DEFINE_PRICEOFFSET(SpreadToBenchmark); 251 DEFINE_CHAR(Benchmark); 252 DEFINE_PERCENTAGE(CouponRate); 253 DEFINE_FLOAT(ContractMultiplier); 254 DEFINE_STRING(MDReqID); 255 DEFINE_CHAR(SubscriptionRequestType); 256 DEFINE_INT(MarketDepth); 257 DEFINE_INT(MDUpdateType); 258 DEFINE_BOOLEAN(AggregatedBook); 259 DEFINE_NUMINGROUP(NoMDEntryTypes); 260 DEFINE_NUMINGROUP(NoMDEntries); 261 DEFINE_CHAR(MDEntryType); 262 DEFINE_PRICE(MDEntryPx); 263 DEFINE_QTY(MDEntrySize); 264 DEFINE_UTCDATEONLY(MDEntryDate); 265 DEFINE_UTCTIMEONLY(MDEntryTime); 266 DEFINE_CHAR(TickDirection); 267 DEFINE_EXCHANGE(MDMkt); 268 DEFINE_MULTIPLESTRINGVALUE(QuoteCondition); 269 DEFINE_MULTIPLESTRINGVALUE(TradeCondition); 270 DEFINE_STRING(MDEntryID); 271 DEFINE_CHAR(MDUpdateAction); 272 DEFINE_STRING(MDEntryRefID); 273 DEFINE_CHAR(MDReqRejReason); 274 DEFINE_STRING(MDEntryOriginator); 275 DEFINE_STRING(LocationID); 276 DEFINE_STRING(DeskID); 277 DEFINE_CHAR(DeleteReason); 278 DEFINE_MULTIPLEVALUESTRING(OpenCloseSettleFlag); 279 DEFINE_INT(SellerDays); 280 DEFINE_STRING(MDEntryBuyer); 281 DEFINE_STRING(MDEntrySeller); 282 DEFINE_INT(MDEntryPositionNo); 283 DEFINE_MULTIPLECHARVALUE(FinancialStatus); 284 DEFINE_MULTIPLECHARVALUE(CorporateAction); 285 DEFINE_QTY(DefBidSize); 286 DEFINE_QTY(DefOfferSize); 287 DEFINE_NUMINGROUP(NoQuoteEntries); 288 DEFINE_NUMINGROUP(NoQuoteSets); 289 DEFINE_INT(QuoteAckStatus); 290 DEFINE_INT(QuoteCancelType); 291 DEFINE_STRING(QuoteEntryID); 292 DEFINE_INT(QuoteRejectReason); 293 DEFINE_INT(QuoteResponseLevel); 294 DEFINE_STRING(QuoteSetID); 295 DEFINE_INT(QuoteRequestType); 296 DEFINE_INT(TotQuoteEntries); 297 DEFINE_STRING(UnderlyingIDSource); 298 DEFINE_STRING(UnderlyingIssuer); 299 DEFINE_STRING(UnderlyingSecurityDesc); 300 DEFINE_EXCHANGE(UnderlyingSecurityExchange); 301 DEFINE_STRING(UnderlyingSecurityID); 302 DEFINE_STRING(UnderlyingSecurityType); 303 DEFINE_STRING(UnderlyingSymbol); 304 DEFINE_STRING(UnderlyingSymbolSfx); 305 DEFINE_MONTHYEAR(UnderlyingMaturityMonthYear); 306 DEFINE_DAYOFMONTH(UnderlyingMaturityDay); 307 DEFINE_INT(UnderlyingPutOrCall); 308 DEFINE_PRICE(UnderlyingStrikePrice); 309 DEFINE_CHAR(UnderlyingOptAttribute); 310 DEFINE_CURRENCY(UnderlyingCurrency); 311 DEFINE_QTY(RatioQty); 312 DEFINE_STRING(SecurityReqID); 313 DEFINE_INT(SecurityRequestType); 314 DEFINE_STRING(SecurityResponseID); 315 DEFINE_INT(SecurityResponseType); 316 DEFINE_STRING(SecurityStatusReqID); 317 DEFINE_BOOLEAN(UnsolicitedIndicator); 318 DEFINE_INT(SecurityTradingStatus); 319 DEFINE_CHAR(HaltReasonChar); 320 DEFINE_BOOLEAN(InViewOfCommon); 321 DEFINE_BOOLEAN(DueToRelated); 322 DEFINE_QTY(BuyVolume); 323 DEFINE_QTY(SellVolume); 324 DEFINE_PRICE(HighPx); 325 DEFINE_PRICE(LowPx); 326 DEFINE_INT(Adjustment); 327 DEFINE_STRING(TradSesReqID); 328 DEFINE_STRING(TradingSessionID); 329 DEFINE_STRING(ContraTrader); 330 DEFINE_INT(TradSesMethod); 331 DEFINE_INT(TradSesMode); 332 DEFINE_INT(TradSesStatus); 333 DEFINE_UTCTIMESTAMP(TradSesStartTime); 334 DEFINE_UTCTIMESTAMP(TradSesOpenTime); 335 DEFINE_UTCTIMESTAMP(TradSesPreCloseTime); 336 DEFINE_UTCTIMESTAMP(TradSesCloseTime); 337 DEFINE_UTCTIMESTAMP(TradSesEndTime); 338 DEFINE_INT(NumberOfOrders); 339 DEFINE_LENGTH(EncodedIssuerLen); 340 DEFINE_DATA(EncodedIssuer); 341 DEFINE_LENGTH(EncodedSecurityDescLen); 342 DEFINE_DATA(EncodedSecurityDesc); 343 DEFINE_LENGTH(EncodedListExecInstLen); 344 DEFINE_DATA(EncodedListExecInst); 345 DEFINE_LENGTH(EncodedSubjectLen); 346 DEFINE_DATA(EncodedSubject); 347 DEFINE_LENGTH(EncodedHeadlineLen); 348 DEFINE_DATA(EncodedHeadline); 349 DEFINE_LENGTH(EncodedAllocTextLen); 350 DEFINE_DATA(EncodedAllocText); 351 DEFINE_LENGTH(EncodedUnderlyingIssuerLen); 352 DEFINE_DATA(EncodedUnderlyingIssuer); 353 DEFINE_LENGTH(EncodedUnderlyingSecurityDescLen); 354 DEFINE_DATA(EncodedUnderlyingSecurityDesc); 355 DEFINE_PRICE(AllocPrice); 356 DEFINE_UTCTIMESTAMP(QuoteSetValidUntilTime); 357 DEFINE_INT(QuoteEntryRejectReason); 358 DEFINE_UTCTIMESTAMP(OnBehalfOfSendingTime); 359 DEFINE_CHAR(BidRequestTransType); 360 DEFINE_STRING(ContraBroker); 361 DEFINE_STRING(ComplianceID); 362 DEFINE_BOOLEAN(SolicitedFlag); 363 DEFINE_INT(ExecRestatementReason); 364 DEFINE_STRING(BusinessRejectRefID); 365 DEFINE_INT(BusinessRejectReason); 366 DEFINE_AMT(GrossTradeAmt); 367 DEFINE_NUMINGROUP(NoContraBrokers); 368 DEFINE_NUMINGROUP(NoTradingSessions); 369 DEFINE_QTY(TotalVolumeTraded); 370 DEFINE_CHAR(DiscretionInst); 371 DEFINE_PRICEOFFSET(DiscretionOffset); 372 DEFINE_STRING(BidID); 373 DEFINE_STRING(ClientBidID); 374 DEFINE_STRING(ListName); 375 DEFINE_INT(TotalNumSecurities); 376 DEFINE_INT(BidType); 377 DEFINE_INT(NumTickets); 378 DEFINE_AMT(SideValue1); 379 DEFINE_AMT(SideValue2); 380 DEFINE_NUMINGROUP(NoBidDescriptors); 381 DEFINE_INT(BidDescriptorType); 382 DEFINE_STRING(BidDescriptor); 383 DEFINE_INT(SideValueInd); 384 DEFINE_PERCENTAGE(LiquidityPctLow); 385 DEFINE_PERCENTAGE(LiquidityPctHigh); 386 DEFINE_AMT(LiquidityValue); 387 DEFINE_PERCENTAGE(EFPTrackingError); 388 DEFINE_AMT(FairValue); 389 DEFINE_PERCENTAGE(OutsideIndexPct); 390 DEFINE_AMT(ValueOfFutures); 391 DEFINE_INT(LiquidityIndType); 392 DEFINE_PERCENTAGE(WtAverageLiquidity); 393 DEFINE_BOOLEAN(ExchangeForPhysical); 394 DEFINE_AMT(OutMainCntryUIndex); 395 DEFINE_PERCENTAGE(CrossPercent); 396 DEFINE_INT(ProgRptReqs); 397 DEFINE_INT(ProgPeriodInterval); 398 DEFINE_INT(IncTaxInd); 399 DEFINE_INT(NumBidders); 400 DEFINE_CHAR(TradeType); 401 DEFINE_CHAR(BasisPxType); 402 DEFINE_NUMINGROUP(NoBidComponents); 403 DEFINE_COUNTRY(Country); 404 DEFINE_INT(TotNoStrikes); 405 DEFINE_INT(PriceType); 406 DEFINE_QTY(DayOrderQty); 407 DEFINE_QTY(DayCumQty); 408 DEFINE_PRICE(DayAvgPx); 409 DEFINE_INT(GTBookingInst); 410 DEFINE_NUMINGROUP(NoStrikes); 411 DEFINE_INT(ListStatusType); 412 DEFINE_INT(NetGrossInd); 413 DEFINE_INT(ListOrderStatus); 414 DEFINE_LOCALMKTDATE(ExpireDate); 415 DEFINE_CHAR(ListExecInstType); 416 DEFINE_CHAR(CxlRejResponseTo); 417 DEFINE_PERCENTAGE(UnderlyingCouponRate); 418 DEFINE_FLOAT(UnderlyingContractMultiplier); 419 DEFINE_QTY(ContraTradeQty); 420 DEFINE_UTCTIMESTAMP(ContraTradeTime); 421 DEFINE_STRING(ClearingFirm); 422 DEFINE_STRING(ClearingAccount); 423 DEFINE_INT(LiquidityNumSecurities); 424 DEFINE_CHAR(MultiLegReportingType); 425 DEFINE_UTCTIMESTAMP(StrikeTime); 426 DEFINE_STRING(ListStatusText); 427 DEFINE_LENGTH(EncodedListStatusTextLen); 428 DEFINE_DATA(EncodedListStatusText); 429 DEFINE_STRING(SecurityIDSource); 430 DEFINE_STRING(IOIQty); 431 DEFINE_QTY(LastQty); 432 DEFINE_QTY(Quantity); 433 DEFINE_CHAR(PositionEffect); 434 DEFINE_QTY(AllocQty); 435 DEFINE_PRICEOFFSET(Spread); 436 DEFINE_CURRENCY(BenchmarkCurveCurrency); 437 DEFINE_STRING(BenchmarkCurveName); 438 DEFINE_STRING(BenchmarkCurvePoint); 439 DEFINE_LOCALMKTDATE(CouponPaymentDate); 440 DEFINE_LOCALMKTDATE(IssueDate); 441 DEFINE_INT(RepurchaseTerm); 442 DEFINE_PERCENTAGE(RepurchaseRate); 443 DEFINE_FLOAT(Factor); 444 DEFINE_LOCALMKTDATE(TradeOriginationDate); 445 DEFINE_LOCALMKTDATE(ExDate); 446 DEFINE_NUMINGROUP(NoStipulations); 447 DEFINE_STRING(StipulationType); 448 DEFINE_STRING(StipulationValue); 449 DEFINE_STRING(YieldType); 450 DEFINE_PERCENTAGE(Yield); 451 DEFINE_AMT(TotalTakedown); 452 DEFINE_AMT(Concession); 453 DEFINE_STRING(RepoCollateralSecurityType); 454 DEFINE_LOCALMKTDATE(RedemptionDate); 455 DEFINE_LOCALMKTDATE(UnderlyingCouponPaymentDate); 456 DEFINE_LOCALMKTDATE(UnderlyingIssueDate); 457 DEFINE_STRING(UnderlyingRepoCollateralSecurityType); 458 DEFINE_INT(UnderlyingRepurchaseTerm); 459 DEFINE_PERCENTAGE(UnderlyingRepurchaseRate); 460 DEFINE_FLOAT(UnderlyingFactor); 461 DEFINE_LOCALMKTDATE(UnderlyingRedemptionDate); 462 DEFINE_LOCALMKTDATE(LegCouponPaymentDate); 463 DEFINE_LOCALMKTDATE(LegIssueDate); 464 DEFINE_STRING(LegRepoCollateralSecurityType); 465 DEFINE_INT(LegRepurchaseTerm); 466 DEFINE_PERCENTAGE(LegRepurchaseRate); 467 DEFINE_FLOAT(LegFactor); 468 DEFINE_LOCALMKTDATE(LegRedemptionDate); 469 DEFINE_STRING(CreditRating); 470 DEFINE_STRING(UnderlyingCreditRating); 471 DEFINE_STRING(LegCreditRating); 472 DEFINE_BOOLEAN(TradedFlatSwitch); 473 DEFINE_LOCALMKTDATE(BasisFeatureDate); 474 DEFINE_PRICE(BasisFeaturePrice); 475 DEFINE_INT(QuoteStatus); 476 DEFINE_STRING(UnderlyingSecurityIDSource); 477 DEFINE_CHAR(PartyIDSource); 478 DEFINE_STRING(PartyID); 479 DEFINE_UTCDATE(TotalVolumeTradedDate); 480 DEFINE_UTCTIMEONLY(TotalVolumeTradedTime); 481 DEFINE_PRICEOFFSET(NetChgPrevDay); 482 DEFINE_INT(PartyRole); 483 DEFINE_NUMINGROUP(NoPartyIDs); 484 DEFINE_NUMINGROUP(NoSecurityAltID); 485 DEFINE_STRING(SecurityAltID); 486 DEFINE_STRING(SecurityAltIDSource); 487 DEFINE_NUMINGROUP(NoUnderlyingSecurityAltID); 488 DEFINE_STRING(UnderlyingSecurityAltID); 489 DEFINE_STRING(UnderlyingSecurityAltIDSource); 490 DEFINE_INT(Product); 491 DEFINE_STRING(CFICode); 492 DEFINE_INT(UnderlyingProduct); 493 DEFINE_STRING(UnderlyingCFICode); 494 DEFINE_INT(QuantityType); 495 DEFINE_STRING(BookingRefID); 496 DEFINE_STRING(IndividualAllocID); 497 DEFINE_CHAR(RoundingDirection); 498 DEFINE_FLOAT(RoundingModulus); 499 DEFINE_COUNTRY(CountryOfIssue); 500 DEFINE_STRING(StateOrProvinceOfIssue); 501 DEFINE_STRING(LocaleOfIssue); 502 DEFINE_NUMINGROUP(NoRegistDtls); 503 DEFINE_STRING(MailingDtls); 504 DEFINE_COUNTRY(InvestorCountryOfResidence); 505 DEFINE_STRING(PaymentRef); 506 DEFINE_INT(DistribPaymentMethod); 507 DEFINE_CURRENCY(CashDistribCurr); 508 DEFINE_CURRENCY(CommCurrency); 509 DEFINE_CHAR(CancellationRights); 510 DEFINE_CHAR(MoneyLaunderingStatus); 511 DEFINE_STRING(MailingInst); 512 DEFINE_UTCTIMESTAMP(TransBkdTime); 513 DEFINE_CHAR(ExecPriceType); 514 DEFINE_FLOAT(ExecPriceAdjustment); 515 DEFINE_LOCALMKTDATE(DateOfBirth); 516 DEFINE_INT(TradeReportTransType); 517 DEFINE_STRING(CardHolderName); 518 DEFINE_STRING(CardNumber); 519 DEFINE_LOCALMKTDATE(CardExpDate); 520 DEFINE_STRING(CardIssNo); 521 DEFINE_INT(PaymentMethod); 522 DEFINE_STRING(RegistAcctType); 523 DEFINE_STRING(Designation); 524 DEFINE_INT(TaxAdvantageType); 525 DEFINE_STRING(RegistRejReasonText); 526 DEFINE_CHAR(FundRenewWaiv); 527 DEFINE_STRING(CashDistribAgentName); 528 DEFINE_STRING(CashDistribAgentCode); 529 DEFINE_STRING(CashDistribAgentAcctNumber); 530 DEFINE_STRING(CashDistribPayRef); 531 DEFINE_LOCALMKTDATE(CardStartDate); 532 DEFINE_LOCALMKTDATE(PaymentDate); 533 DEFINE_STRING(PaymentRemitterID); 534 DEFINE_CHAR(RegistStatus); 535 DEFINE_INT(RegistRejReasonCode); 536 DEFINE_STRING(RegistRefID); 537 DEFINE_STRING(RegistDetls); 538 DEFINE_NUMINGROUP(NoDistribInsts); 539 DEFINE_STRING(RegistEmail); 540 DEFINE_PERCENTAGE(DistribPercentage); 541 DEFINE_STRING(RegistID); 542 DEFINE_CHAR(RegistTransType); 543 DEFINE_UTCTIMESTAMP(ExecValuationPoint); 544 DEFINE_PERCENTAGE(OrderPercent); 545 DEFINE_CHAR(OwnershipType); 546 DEFINE_NUMINGROUP(NoContAmts); 547 DEFINE_INT(ContAmtType); 548 DEFINE_FLOAT(ContAmtValue); 549 DEFINE_CURRENCY(ContAmtCurr); 550 DEFINE_INT(OwnerType); 551 DEFINE_STRING(PartySubID); 552 DEFINE_STRING(NestedPartyID); 553 DEFINE_CHAR(NestedPartyIDSource); 554 DEFINE_STRING(SecondaryClOrdID); 555 DEFINE_STRING(SecondaryExecID); 556 DEFINE_CHAR(OrderCapacity); 557 DEFINE_MULTIPLECHARVALUE(OrderRestrictions); 558 DEFINE_CHAR(MassCancelRequestType); 559 DEFINE_CHAR(MassCancelResponse); 560 DEFINE_INT(MassCancelRejectReason); 561 DEFINE_INT(TotalAffectedOrders); 562 DEFINE_NUMINGROUP(NoAffectedOrders); 563 DEFINE_STRING(AffectedOrderID); 564 DEFINE_STRING(AffectedSecondaryOrderID); 565 DEFINE_INT(QuoteType); 566 DEFINE_INT(NestedPartyRole); 567 DEFINE_NUMINGROUP(NoNestedPartyIDs); 568 DEFINE_AMT(TotalAccruedInterestAmt); 569 DEFINE_LOCALMKTDATE(MaturityDate); 570 DEFINE_LOCALMKTDATE(UnderlyingMaturityDate); 571 DEFINE_STRING(InstrRegistry); 572 DEFINE_CHAR(CashMargin); 573 DEFINE_STRING(NestedPartySubID); 574 DEFINE_MULTIPLECHARVALUE(Scope); 575 DEFINE_BOOLEAN(MDImplicitDelete); 576 DEFINE_STRING(CrossID); 577 DEFINE_INT(CrossType); 578 DEFINE_INT(CrossPrioritization); 579 DEFINE_STRING(OrigCrossID); 580 DEFINE_NUMINGROUP(NoSides); 581 DEFINE_NUMINGROUP(NoLegs); 582 DEFINE_CURRENCY(LegCurrency); 583 DEFINE_INT(TotalNumSecurityTypes); 584 DEFINE_NUMINGROUP(NoSecurityTypes); 585 DEFINE_INT(SecurityListRequestType); 586 DEFINE_INT(SecurityRequestResult); 587 DEFINE_QTY(RoundLot); 588 DEFINE_QTY(MinTradeVol); 589 DEFINE_INT(MultiLegRptTypeReq); 590 DEFINE_CHAR(LegPositionEffect); 591 DEFINE_INT(LegCoveredOrUncovered); 592 DEFINE_PRICE(LegPrice); 593 DEFINE_INT(TradSesStatusRejReason); 594 DEFINE_STRING(TradeRequestID); 595 DEFINE_INT(TradeRequestType); 596 DEFINE_BOOLEAN(PreviouslyReported); 597 DEFINE_STRING(TradeReportID); 598 DEFINE_STRING(TradeReportRefID); 599 DEFINE_CHAR(MatchStatus); 600 DEFINE_STRING(MatchType); 601 DEFINE_BOOLEAN(OddLot); 602 DEFINE_NUMINGROUP(NoClearingInstructions); 603 DEFINE_INT(ClearingInstruction); 604 DEFINE_STRING(TradeInputSource); 605 DEFINE_STRING(TradeInputDevice); 606 DEFINE_NUMINGROUP(NoDates); 607 DEFINE_INT(AccountType); 608 DEFINE_INT(CustOrderCapacity); 609 DEFINE_STRING(ClOrdLinkID); 610 DEFINE_STRING(MassStatusReqID); 611 DEFINE_INT(MassStatusReqType); 612 DEFINE_UTCTIMESTAMP(OrigOrdModTime); 613 DEFINE_CHAR(LegSettlmntTyp); 614 DEFINE_LOCALMKTDATE(LegFutSettDate); 615 DEFINE_CHAR(DayBookingInst); 616 DEFINE_CHAR(BookingUnit); 617 DEFINE_CHAR(PreallocMethod); 618 DEFINE_COUNTRY(UnderlyingCountryOfIssue); 619 DEFINE_STRING(UnderlyingStateOrProvinceOfIssue); 620 DEFINE_STRING(UnderlyingLocaleOfIssue); 621 DEFINE_STRING(UnderlyingInstrRegistry); 622 DEFINE_COUNTRY(LegCountryOfIssue); 623 DEFINE_STRING(LegStateOrProvinceOfIssue); 624 DEFINE_STRING(LegLocaleOfIssue); 625 DEFINE_STRING(LegInstrRegistry); 626 DEFINE_STRING(LegSymbol); 627 DEFINE_STRING(LegSymbolSfx); 628 DEFINE_STRING(LegSecurityID); 629 DEFINE_STRING(LegSecurityIDSource); 630 DEFINE_NUMINGROUP(NoLegSecurityAltID); 631 DEFINE_STRING(LegSecurityAltID); 632 DEFINE_STRING(LegSecurityAltIDSource); 633 DEFINE_INT(LegProduct); 634 DEFINE_STRING(LegCFICode); 635 DEFINE_STRING(LegSecurityType); 636 DEFINE_MONTHYEAR(LegMaturityMonthYear); 637 DEFINE_LOCALMKTDATE(LegMaturityDate); 638 DEFINE_PRICE(LegStrikePrice); 639 DEFINE_CHAR(LegOptAttribute); 640 DEFINE_FLOAT(LegContractMultiplier); 641 DEFINE_PERCENTAGE(LegCouponRate); 642 DEFINE_EXCHANGE(LegSecurityExchange); 643 DEFINE_STRING(LegIssuer); 644 DEFINE_LENGTH(EncodedLegIssuerLen); 645 DEFINE_DATA(EncodedLegIssuer); 646 DEFINE_STRING(LegSecurityDesc); 647 DEFINE_LENGTH(EncodedLegSecurityDescLen); 648 DEFINE_DATA(EncodedLegSecurityDesc); 649 DEFINE_FLOAT(LegRatioQty); 650 DEFINE_CHAR(LegSide); 651 DEFINE_STRING(TradingSessionSubID); 652 DEFINE_INT(AllocType); 653 DEFINE_PRICE(MidPx); 654 DEFINE_PERCENTAGE(BidYield); 655 DEFINE_PERCENTAGE(MidYield); 656 DEFINE_PERCENTAGE(OfferYield); 657 DEFINE_STRING(ClearingFeeIndicator); 658 DEFINE_BOOLEAN(WorkingIndicator); 659 DEFINE_PRICE(LegLastPx); 660 DEFINE_INT(PriorityIndicator); 661 DEFINE_PRICEOFFSET(PriceImprovement); 662 DEFINE_PRICE(Price2); 663 DEFINE_PRICEOFFSET(LastForwardPoints2); 664 DEFINE_PRICEOFFSET(BidForwardPoints2); 665 DEFINE_PRICEOFFSET(OfferForwardPoints2); 666 DEFINE_STRING(RFQReqID); 667 DEFINE_PRICE(MktBidPx); 668 DEFINE_PRICE(MktOfferPx); 669 DEFINE_QTY(MinBidSize); 670 DEFINE_QTY(MinOfferSize); 671 DEFINE_STRING(QuoteStatusReqID); 672 DEFINE_BOOLEAN(LegalConfirm); 673 DEFINE_PRICE(UnderlyingLastPx); 674 DEFINE_QTY(UnderlyingLastQty); 675 DEFINE_STRING(LegRefID); 676 DEFINE_STRING(ContraLegRefID); 677 DEFINE_FLOAT(SettlCurrBidFxRate); 678 DEFINE_FLOAT(SettlCurrOfferFxRate); 679 DEFINE_INT(QuoteRequestRejectReason); 680 DEFINE_STRING(SideComplianceID); 681 DEFINE_STRING(IOIID); 682 DEFINE_NUMINGROUP(NoLinesOfText); 683 DEFINE_STRING(SettlType); 684 DEFINE_LOCALMKTDATE(SettlDate); 685 DEFINE_INT(AvgPxPrecision); 686 DEFINE_LOCALMKTDATE(SettlDate2); 687 DEFINE_FLOAT(PegOffsetValue); 688 DEFINE_MULTIPLECHARVALUE(OpenCloseSettlFlag); 689 DEFINE_INT(TotNoQuoteEntries); 690 DEFINE_FLOAT(DiscretionOffsetValue); 691 DEFINE_INT(TotNoRelatedSym); 692 DEFINE_CHAR(BidTradeType); 693 DEFINE_STRING(CardIssNum); 694 DEFINE_STRING(CashDistribAgentAcctName); 695 DEFINE_STRING(RegistDtls); 696 DEFINE_INT(TotNoSecurityTypes); 697 DEFINE_CHAR(LegSettlType); 698 DEFINE_LOCALMKTDATE(LegSettlDate); 699 DEFINE_INT(AcctIDSource); 700 DEFINE_INT(AllocAcctIDSource); 701 DEFINE_PRICE(BenchmarkPrice); 702 DEFINE_INT(BenchmarkPriceType); 703 DEFINE_STRING(ConfirmID); 704 DEFINE_INT(ConfirmStatus); 705 DEFINE_INT(ConfirmTransType); 706 DEFINE_MONTHYEAR(ContractSettlMonth); 707 DEFINE_INT(DeliveryForm); 708 DEFINE_PRICE(LastParPx); 709 DEFINE_NUMINGROUP(NoLegAllocs); 710 DEFINE_STRING(LegAllocAccount); 711 DEFINE_STRING(LegIndividualAllocID); 712 DEFINE_QTY(LegAllocQty); 713 DEFINE_STRING(LegAllocAcctIDSource); 714 DEFINE_CURRENCY(LegSettlCurrency); 715 DEFINE_CURRENCY(LegBenchmarkCurveCurrency); 716 DEFINE_STRING(LegBenchmarkCurveName); 717 DEFINE_STRING(LegBenchmarkCurvePoint); 718 DEFINE_PRICE(LegBenchmarkPrice); 719 DEFINE_INT(LegBenchmarkPriceType); 720 DEFINE_PRICE(LegBidPx); 721 DEFINE_STRING(LegIOIQty); 722 DEFINE_NUMINGROUP(NoLegStipulations); 723 DEFINE_PRICE(LegOfferPx); 724 DEFINE_INT(LegPriceType); 725 DEFINE_QTY(LegQty); 726 DEFINE_STRING(LegStipulationType); 727 DEFINE_STRING(LegStipulationValue); 728 DEFINE_INT(LegSwapType); 729 DEFINE_STRING(Pool); 730 DEFINE_INT(QuotePriceType); 731 DEFINE_STRING(QuoteRespID); 732 DEFINE_INT(QuoteRespType); 733 DEFINE_CHAR(QuoteQualifier); 734 DEFINE_LOCALMKTDATE(YieldRedemptionDate); 735 DEFINE_PRICE(YieldRedemptionPrice); 736 DEFINE_INT(YieldRedemptionPriceType); 737 DEFINE_STRING(BenchmarkSecurityID); 738 DEFINE_BOOLEAN(ReversalIndicator); 739 DEFINE_LOCALMKTDATE(YieldCalcDate); 740 DEFINE_NUMINGROUP(NoPositions); 741 DEFINE_STRING(PosType); 742 DEFINE_QTY(LongQty); 743 DEFINE_QTY(ShortQty); 744 DEFINE_INT(PosQtyStatus); 745 DEFINE_STRING(PosAmtType); 746 DEFINE_AMT(PosAmt); 747 DEFINE_INT(PosTransType); 748 DEFINE_STRING(PosReqID); 749 DEFINE_NUMINGROUP(NoUnderlyings); 750 DEFINE_INT(PosMaintAction); 751 DEFINE_STRING(OrigPosReqRefID); 752 DEFINE_STRING(PosMaintRptRefID); 753 DEFINE_LOCALMKTDATE(ClearingBusinessDate); 754 DEFINE_STRING(SettlSessID); 755 DEFINE_STRING(SettlSessSubID); 756 DEFINE_INT(AdjustmentType); 757 DEFINE_BOOLEAN(ContraryInstructionIndicator); 758 DEFINE_BOOLEAN(PriorSpreadIndicator); 759 DEFINE_STRING(PosMaintRptID); 760 DEFINE_INT(PosMaintStatus); 761 DEFINE_INT(PosMaintResult); 762 DEFINE_INT(PosReqType); 763 DEFINE_INT(ResponseTransportType); 764 DEFINE_STRING(ResponseDestination); 765 DEFINE_INT(TotalNumPosReports); 766 DEFINE_INT(PosReqResult); 767 DEFINE_INT(PosReqStatus); 768 DEFINE_PRICE(SettlPrice); 769 DEFINE_INT(SettlPriceType); 770 DEFINE_PRICE(UnderlyingSettlPrice); 771 DEFINE_INT(UnderlyingSettlPriceType); 772 DEFINE_PRICE(PriorSettlPrice); 773 DEFINE_NUMINGROUP(NoQuoteQualifiers); 774 DEFINE_CURRENCY(AllocSettlCurrency); 775 DEFINE_AMT(AllocSettlCurrAmt); 776 DEFINE_AMT(InterestAtMaturity); 777 DEFINE_LOCALMKTDATE(LegDatedDate); 778 DEFINE_STRING(LegPool); 779 DEFINE_AMT(AllocInterestAtMaturity); 780 DEFINE_AMT(AllocAccruedInterestAmt); 781 DEFINE_LOCALMKTDATE(DeliveryDate); 782 DEFINE_CHAR(AssignmentMethod); 783 DEFINE_QTY(AssignmentUnit); 784 DEFINE_AMT(OpenInterest); 785 DEFINE_CHAR(ExerciseMethod); 786 DEFINE_INT(TotNumTradeReports); 787 DEFINE_INT(TradeRequestResult); 788 DEFINE_INT(TradeRequestStatus); 789 DEFINE_INT(TradeReportRejectReason); 790 DEFINE_INT(SideMultiLegReportingType); 791 DEFINE_NUMINGROUP(NoPosAmt); 792 DEFINE_BOOLEAN(AutoAcceptIndicator); 793 DEFINE_STRING(AllocReportID); 794 DEFINE_NUMINGROUP(NoNested2PartyIDs); 795 DEFINE_STRING(Nested2PartyID); 796 DEFINE_CHAR(Nested2PartyIDSource); 797 DEFINE_INT(Nested2PartyRole); 798 DEFINE_STRING(Nested2PartySubID); 799 DEFINE_STRING(BenchmarkSecurityIDSource); 800 DEFINE_STRING(SecuritySubType); 801 DEFINE_STRING(UnderlyingSecuritySubType); 802 DEFINE_STRING(LegSecuritySubType); 803 DEFINE_PERCENTAGE(AllowableOneSidednessPct); 804 DEFINE_AMT(AllowableOneSidednessValue); 805 DEFINE_CURRENCY(AllowableOneSidednessCurr); 806 DEFINE_NUMINGROUP(NoTrdRegTimestamps); 807 DEFINE_UTCTIMESTAMP(TrdRegTimestamp); 808 DEFINE_INT(TrdRegTimestampType); 809 DEFINE_STRING(TrdRegTimestampOrigin); 810 DEFINE_STRING(ConfirmRefID); 811 DEFINE_INT(ConfirmType); 812 DEFINE_INT(ConfirmRejReason); 813 DEFINE_INT(BookingType); 814 DEFINE_INT(IndividualAllocRejCode); 815 DEFINE_STRING(SettlInstMsgID); 816 DEFINE_NUMINGROUP(NoSettlInst); 817 DEFINE_UTCTIMESTAMP(LastUpdateTime); 818 DEFINE_INT(AllocSettlInstType); 819 DEFINE_NUMINGROUP(NoSettlPartyIDs); 820 DEFINE_STRING(SettlPartyID); 821 DEFINE_CHAR(SettlPartyIDSource); 822 DEFINE_INT(SettlPartyRole); 823 DEFINE_STRING(SettlPartySubID); 824 DEFINE_INT(SettlPartySubIDType); 825 DEFINE_CHAR(DlvyInstType); 826 DEFINE_INT(TerminationType); 827 DEFINE_STRING(OrdStatusReqID); 828 DEFINE_STRING(SettlInstReqID); 829 DEFINE_INT(SettlInstReqRejCode); 830 DEFINE_STRING(SecondaryAllocID); 831 DEFINE_INT(AllocReportType); 832 DEFINE_STRING(AllocReportRefID); 833 DEFINE_INT(AllocCancReplaceReason); 834 DEFINE_BOOLEAN(CopyMsgIndicator); 835 DEFINE_INT(AllocAccountType); 836 DEFINE_PRICE(OrderAvgPx); 837 DEFINE_QTY(OrderBookingQty); 838 DEFINE_NUMINGROUP(NoSettlPartySubIDs); 839 DEFINE_NUMINGROUP(NoPartySubIDs); 840 DEFINE_INT(PartySubIDType); 841 DEFINE_NUMINGROUP(NoNestedPartySubIDs); 842 DEFINE_INT(NestedPartySubIDType); 843 DEFINE_NUMINGROUP(NoNested2PartySubIDs); 844 DEFINE_INT(Nested2PartySubIDType); 845 DEFINE_INT(AllocIntermedReqType); 846 DEFINE_PRICE(UnderlyingPx); 847 DEFINE_FLOAT(PriceDelta); 848 DEFINE_INT(ApplQueueMax); 849 DEFINE_INT(ApplQueueDepth); 850 DEFINE_INT(ApplQueueResolution); 851 DEFINE_INT(ApplQueueAction); 852 DEFINE_NUMINGROUP(NoAltMDSource); 853 DEFINE_STRING(AltMDSourceID); 854 DEFINE_STRING(SecondaryTradeReportID); 855 DEFINE_INT(AvgPxIndicator); 856 DEFINE_STRING(TradeLinkID); 857 DEFINE_STRING(OrderInputDevice); 858 DEFINE_STRING(UnderlyingTradingSessionID); 859 DEFINE_STRING(UnderlyingTradingSessionSubID); 860 DEFINE_STRING(TradeLegRefID); 861 DEFINE_STRING(ExchangeRule); 862 DEFINE_INT(TradeAllocIndicator); 863 DEFINE_INT(ExpirationCycle); 864 DEFINE_INT(TrdType); 865 DEFINE_INT(TrdSubType); 866 DEFINE_STRING(TransferReason); 867 DEFINE_INT(TotNumAssignmentReports); 868 DEFINE_STRING(AsgnRptID); 869 DEFINE_PRICEOFFSET(ThresholdAmount); 870 DEFINE_INT(PegMoveType); 871 DEFINE_INT(PegOffsetType); 872 DEFINE_INT(PegLimitType); 873 DEFINE_INT(PegRoundDirection); 874 DEFINE_PRICE(PeggedPrice); 875 DEFINE_INT(PegScope); 876 DEFINE_INT(DiscretionMoveType); 877 DEFINE_INT(DiscretionOffsetType); 878 DEFINE_INT(DiscretionLimitType); 879 DEFINE_INT(DiscretionRoundDirection); 880 DEFINE_PRICE(DiscretionPrice); 881 DEFINE_INT(DiscretionScope); 882 DEFINE_INT(TargetStrategy); 883 DEFINE_STRING(TargetStrategyParameters); 884 DEFINE_PERCENTAGE(ParticipationRate); 885 DEFINE_FLOAT(TargetStrategyPerformance); 886 DEFINE_INT(LastLiquidityInd); 887 DEFINE_BOOLEAN(PublishTrdIndicator); 888 DEFINE_INT(ShortSaleReason); 889 DEFINE_INT(QtyType); 890 DEFINE_INT(SecondaryTrdType); 891 DEFINE_INT(TradeReportType); 892 DEFINE_INT(AllocNoOrdersType); 893 DEFINE_AMT(SharedCommission); 894 DEFINE_STRING(ConfirmReqID); 895 DEFINE_PRICE(AvgParPx); 896 DEFINE_PRICE(ReportedPx); 897 DEFINE_NUMINGROUP(NoCapacities); 898 DEFINE_QTY(OrderCapacityQty); 899 DEFINE_NUMINGROUP(NoEvents); 900 DEFINE_INT(EventType); 901 DEFINE_LOCALMKTDATE(EventDate); 902 DEFINE_PRICE(EventPx); 903 DEFINE_STRING(EventText); 904 DEFINE_PERCENTAGE(PctAtRisk); 905 DEFINE_NUMINGROUP(NoInstrAttrib); 906 DEFINE_INT(InstrAttribType); 907 DEFINE_STRING(InstrAttribValue); 908 DEFINE_LOCALMKTDATE(DatedDate); 909 DEFINE_LOCALMKTDATE(InterestAccrualDate); 910 DEFINE_INT(CPProgram); 911 DEFINE_STRING(CPRegType); 912 DEFINE_STRING(UnderlyingCPProgram); 913 DEFINE_STRING(UnderlyingCPRegType); 914 DEFINE_QTY(UnderlyingQty); 915 DEFINE_STRING(TrdMatchID); 916 DEFINE_STRING(SecondaryTradeReportRefID); 917 DEFINE_PRICE(UnderlyingDirtyPrice); 918 DEFINE_PRICE(UnderlyingEndPrice); 919 DEFINE_AMT(UnderlyingStartValue); 920 DEFINE_AMT(UnderlyingCurrentValue); 921 DEFINE_AMT(UnderlyingEndValue); 922 DEFINE_NUMINGROUP(NoUnderlyingStips); 923 DEFINE_STRING(UnderlyingStipType); 924 DEFINE_STRING(UnderlyingStipValue); 925 DEFINE_AMT(MaturityNetMoney); 926 DEFINE_INT(MiscFeeBasis); 927 DEFINE_INT(TotNoAllocs); 928 DEFINE_BOOLEAN(LastFragment); 929 DEFINE_STRING(CollReqID); 930 DEFINE_INT(CollAsgnReason); 931 DEFINE_INT(CollInquiryQualifier); 932 DEFINE_NUMINGROUP(NoTrades); 933 DEFINE_PERCENTAGE(MarginRatio); 934 DEFINE_AMT(MarginExcess); 935 DEFINE_AMT(TotalNetValue); 936 DEFINE_AMT(CashOutstanding); 937 DEFINE_STRING(CollAsgnID); 938 DEFINE_INT(CollAsgnTransType); 939 DEFINE_STRING(CollRespID); 940 DEFINE_INT(CollAsgnRespType); 941 DEFINE_INT(CollAsgnRejectReason); 942 DEFINE_STRING(CollAsgnRefID); 943 DEFINE_STRING(CollRptID); 944 DEFINE_STRING(CollInquiryID); 945 DEFINE_INT(CollStatus); 946 DEFINE_INT(TotNumReports); 947 DEFINE_BOOLEAN(LastRptRequested); 948 DEFINE_STRING(AgreementDesc); 949 DEFINE_STRING(AgreementID); 950 DEFINE_LOCALMKTDATE(AgreementDate); 951 DEFINE_LOCALMKTDATE(StartDate); 952 DEFINE_LOCALMKTDATE(EndDate); 953 DEFINE_CURRENCY(AgreementCurrency); 954 DEFINE_INT(DeliveryType); 955 DEFINE_AMT(EndAccruedInterestAmt); 956 DEFINE_AMT(StartCash); 957 DEFINE_AMT(EndCash); 958 DEFINE_STRING(UserRequestID); 959 DEFINE_INT(UserRequestType); 960 DEFINE_STRING(NewPassword); 961 DEFINE_INT(UserStatus); 962 DEFINE_STRING(UserStatusText); 963 DEFINE_INT(StatusValue); 964 DEFINE_STRING(StatusText); 965 DEFINE_STRING(RefCompID); 966 DEFINE_STRING(RefSubID); 967 DEFINE_STRING(NetworkResponseID); 968 DEFINE_STRING(NetworkRequestID); 969 DEFINE_STRING(LastNetworkResponseID); 970 DEFINE_INT(NetworkRequestType); 971 DEFINE_NUMINGROUP(NoCompIDs); 972 DEFINE_INT(NetworkStatusResponseType); 973 DEFINE_NUMINGROUP(NoCollInquiryQualifier); 974 DEFINE_INT(TrdRptStatus); 975 DEFINE_INT(AffirmStatus); 976 DEFINE_CURRENCY(UnderlyingStrikeCurrency); 977 DEFINE_CURRENCY(LegStrikeCurrency); 978 DEFINE_STRING(TimeBracket); 979 DEFINE_INT(CollAction); 980 DEFINE_INT(CollInquiryStatus); 981 DEFINE_INT(CollInquiryResult); 982 DEFINE_CURRENCY(StrikeCurrency); 983 DEFINE_NUMINGROUP(NoNested3PartyIDs); 984 DEFINE_STRING(Nested3PartyID); 985 DEFINE_CHAR(Nested3PartyIDSource); 986 DEFINE_INT(Nested3PartyRole); 987 DEFINE_NUMINGROUP(NoNested3PartySubIDs); 988 DEFINE_STRING(Nested3PartySubID); 989 DEFINE_INT(Nested3PartySubIDType); 990 DEFINE_MONTHYEAR(LegContractSettlMonth); 991 DEFINE_LOCALMKTDATE(LegInterestAccrualDate); 992 DEFINE_QTY(LegOrderQty); 993 DEFINE_NUMINGROUP(NoStrategyParameters); 994 DEFINE_STRING(StrategyParameterName); 995 DEFINE_INT(StrategyParameterType); 996 DEFINE_STRING(StrategyParameterValue); 997 DEFINE_STRING(HostCrossID); 998 DEFINE_UTCTIMESTAMP(SideTimeInForce); 999 DEFINE_INT(MDReportID); 1000 DEFINE_INT(SecurityReportID); 1001 DEFINE_STRING(SecurityStatus); 1002 DEFINE_STRING(SettleOnOpenFlag); 1003 DEFINE_FLOAT(StrikeMultiplier); 1004 DEFINE_FLOAT(StrikeValue); 1005 DEFINE_FLOAT(MinPriceIncrement); 1006 DEFINE_INT(PositionLimit); 1007 DEFINE_INT(NTPositionLimit); 1008 DEFINE_PERCENTAGE(UnderlyingAllocationPercent); 1009 DEFINE_AMT(UnderlyingCashAmount); 1010 DEFINE_STRING(UnderlyingCashType); 1011 DEFINE_INT(UnderlyingSettlementType); 1012 DEFINE_LOCALMKTDATE(QuantityDate); 1013 DEFINE_STRING(ContIntRptID); 1014 DEFINE_BOOLEAN(LateIndicator); 1015 DEFINE_STRING(InputSource); 1016 DEFINE_CHAR(SecurityUpdateAction); 1017 DEFINE_NUMINGROUP(NoExpiration); 1018 DEFINE_INT(ExpType); 1019 DEFINE_QTY(ExpQty); 1020 DEFINE_NUMINGROUP(NoUnderlyingAmounts); 1021 DEFINE_AMT(UnderlyingPayAmount); 1022 DEFINE_AMT(UnderlyingCollectAmount); 1023 DEFINE_LOCALMKTDATE(UnderlyingSettlementDate); 1024 DEFINE_STRING(UnderlyingSettlementStatus); 1025 DEFINE_STRING(SecondaryIndividualAllocID); 1026 DEFINE_STRING(LegReportID); 1027 DEFINE_PRICE(RndPx); 1028 DEFINE_INT(IndividualAllocType); 1029 DEFINE_STRING(AllocCustomerCapacity); 1030 DEFINE_STRING(TierCode); 1031 DEFINE_STRING(UnitOfMeasure); 1032 DEFINE_STRING(TimeUnit); 1033 DEFINE_STRING(UnderlyingUnitOfMeasure); 1034 DEFINE_STRING(LegUnitOfMeasure); 1035 DEFINE_STRING(UnderlyingTimeUnit); 1036 DEFINE_STRING(LegTimeUnit); 1037 DEFINE_INT(AllocMethod); 1038 DEFINE_STRING(TradeID); 1039 DEFINE_STRING(SideTradeReportID); 1040 DEFINE_STRING(SideFillStationCd); 1041 DEFINE_STRING(SideReasonCd); 1042 DEFINE_INT(SideTrdSubTyp); 1043 DEFINE_INT(SideQty); 1044 DEFINE_STRING(MessageEventSource); 1045 DEFINE_UTCTIMESTAMP(SideTrdRegTimestamp); 1046 DEFINE_INT(SideTrdRegTimestampType); 1047 DEFINE_STRING(SideTrdRegTimestampSrc); 1048 DEFINE_CHAR(AsOfIndicator); 1049 DEFINE_NUMINGROUP(NoSideTrdRegTS); 1050 DEFINE_FLOAT(LegOptionRatio); 1051 DEFINE_NUMINGROUP(NoInstrumentParties); 1052 DEFINE_STRING(InstrumentPartyID); 1053 DEFINE_QTY(TradeVolume); 1054 DEFINE_INT(MDBookType); 1055 DEFINE_STRING(MDFeedType); 1056 DEFINE_INT(MDPriceLevel); 1057 DEFINE_INT(MDOriginType); 1058 DEFINE_PRICE(FirstPx); 1059 DEFINE_FLOAT(MDEntrySpotRate); 1060 DEFINE_PRICEOFFSET(MDEntryForwardPoints); 1061 DEFINE_BOOLEAN(ManualOrderIndicator); 1062 DEFINE_BOOLEAN(CustDirectedOrder); 1063 DEFINE_STRING(ReceivedDeptID); 1064 DEFINE_MULTIPLESTRINGVALUE(CustOrderHandlingInst); 1065 DEFINE_INT(OrderHandlingInstSource); 1066 DEFINE_STRING(DeskType); 1067 DEFINE_INT(DeskTypeSource); 1068 DEFINE_MULTIPLESTRINGVALUE(DeskOrderHandlingInst); 1069 DEFINE_CHAR(ExecAckStatus); 1070 DEFINE_AMT(UnderlyingDeliveryAmount); 1071 DEFINE_AMT(UnderlyingCapValue); 1072 DEFINE_STRING(UnderlyingSettlMethod); 1073 DEFINE_STRING(SecondaryTradeID); 1074 DEFINE_STRING(FirmTradeID); 1075 DEFINE_STRING(SecondaryFirmTradeID); 1076 DEFINE_INT(CollApplType); 1077 DEFINE_QTY(UnderlyingAdjustedQuantity); 1078 DEFINE_FLOAT(UnderlyingFXRate); 1079 DEFINE_CHAR(UnderlyingFXRateCalc); 1080 DEFINE_CHAR(AllocPositionEffect); 1081 DEFINE_CHAR(DealingCapacity); 1082 DEFINE_CHAR(InstrmtAssignmentMethod); 1083 DEFINE_CHAR(InstrumentPartyIDSource); 1084 DEFINE_INT(InstrumentPartyRole); 1085 DEFINE_NUMINGROUP(NoInstrumentPartySubIDs); 1086 DEFINE_STRING(InstrumentPartySubID); 1087 DEFINE_INT(InstrumentPartySubIDType); 1088 DEFINE_STRING(PositionCurrency); 1089 DEFINE_QTY(CalculatedCcyLastQty); 1090 DEFINE_BOOLEAN(AggressorIndicator); 1091 DEFINE_NUMINGROUP(NoUndlyInstrumentParties); 1092 DEFINE_STRING(UndlyInstrumentPartyID); 1093 DEFINE_CHAR(UndlyInstrumentPartyIDSource); 1094 DEFINE_INT(UndlyInstrumentPartyRole); 1095 DEFINE_NUMINGROUP(NoUndlyInstrumentPartySubIDs); 1096 DEFINE_STRING(UndlyInstrumentPartySubID); 1097 DEFINE_INT(UndlyInstrumentPartySubIDType); 1098 DEFINE_PRICEOFFSET(BidSwapPoints); 1099 DEFINE_PRICEOFFSET(OfferSwapPoints); 1100 DEFINE_PRICEOFFSET(LegBidForwardPoints); 1101 DEFINE_PRICEOFFSET(LegOfferForwardPoints); 1102 DEFINE_PRICEOFFSET(SwapPoints); 1103 DEFINE_INT(MDQuoteType); 1104 DEFINE_PRICEOFFSET(LastSwapPoints); 1105 DEFINE_AMT(SideGrossTradeAmt); 1106 DEFINE_PRICEOFFSET(LegLastForwardPoints); 1107 DEFINE_QTY(LegCalculatedCcyLastQty); 1108 DEFINE_AMT(LegGrossTradeAmt); 1109 DEFINE_TZTIMEONLY(MaturityTime); 1110 DEFINE_STRING(RefOrderID); 1111 DEFINE_CHAR(RefOrderIDSource); 1112 DEFINE_QTY(SecondaryDisplayQty); 1113 DEFINE_CHAR(DisplayWhen); 1114 DEFINE_CHAR(DisplayMethod); 1115 DEFINE_QTY(DisplayLowQty); 1116 DEFINE_QTY(DisplayHighQty); 1117 DEFINE_QTY(DisplayMinIncr); 1118 DEFINE_QTY(RefreshQty); 1119 DEFINE_QTY(MatchIncrement); 1120 DEFINE_INT(MaxPriceLevels); 1121 DEFINE_BOOLEAN(PreTradeAnonymity); 1122 DEFINE_CHAR(PriceProtectionScope); 1123 DEFINE_CHAR(LotType); 1124 DEFINE_INT(PegPriceType); 1125 DEFINE_PRICE(PeggedRefPrice); 1126 DEFINE_STRING(PegSecurityIDSource); 1127 DEFINE_STRING(PegSecurityID); 1128 DEFINE_STRING(PegSymbol); 1129 DEFINE_STRING(PegSecurityDesc); 1130 DEFINE_CHAR(TriggerType); 1131 DEFINE_CHAR(TriggerAction); 1132 DEFINE_PRICE(TriggerPrice); 1133 DEFINE_STRING(TriggerSymbol); 1134 DEFINE_STRING(TriggerSecurityID); 1135 DEFINE_STRING(TriggerSecurityIDSource); 1136 DEFINE_STRING(TriggerSecurityDesc); 1137 DEFINE_CHAR(TriggerPriceType); 1138 DEFINE_CHAR(TriggerPriceTypeScope); 1139 DEFINE_CHAR(TriggerPriceDirection); 1140 DEFINE_PRICE(TriggerNewPrice); 1141 DEFINE_CHAR(TriggerOrderType); 1142 DEFINE_QTY(TriggerNewQty); 1143 DEFINE_STRING(TriggerTradingSessionID); 1144 DEFINE_STRING(TriggerTradingSessionSubID); 1145 DEFINE_CHAR(OrderCategory); 1146 DEFINE_NUMINGROUP(NoRootPartyIDs); 1147 DEFINE_STRING(RootPartyID); 1148 DEFINE_CHAR(RootPartyIDSource); 1149 DEFINE_INT(RootPartyRole); 1150 DEFINE_NUMINGROUP(NoRootPartySubIDs); 1151 DEFINE_STRING(RootPartySubID); 1152 DEFINE_INT(RootPartySubIDType); 1153 DEFINE_CHAR(TradeHandlingInstr); 1154 DEFINE_CHAR(OrigTradeHandlingInstr); 1155 DEFINE_LOCALMKTDATE(OrigTradeDate); 1156 DEFINE_STRING(OrigTradeID); 1157 DEFINE_STRING(OrigSecondaryTradeID); 1158 DEFINE_TZTIMESTAMP(TZTransactTime); 1159 DEFINE_CHAR(ExDestinationIDSource); 1160 DEFINE_BOOLEAN(ReportedPxDiff); 1161 DEFINE_STRING(RptSys); 1162 DEFINE_STRING(AllocClearingFeeIndicator); 1163 DEFINE_QTY(DisplayQty); 1164 DEFINE_STRING(ExchangeSpecialInstructions); 1165 DEFINE_NUMINGROUP(NoUsernames); 1166 DEFINE_INT(ExpirationQtyType); 1167 DEFINE_QTY(MaxTradeVol); 1168 DEFINE_NUMINGROUP(NoMDFeedTypes); 1169 DEFINE_STRING(MatchAlgorithm); 1170 DEFINE_FLOAT(MaxPriceVariation); 1171 DEFINE_INT(ImpliedMarketIndicator); 1172 DEFINE_UTCTIMESTAMP(EventTime); 1173 DEFINE_AMT(MinPriceIncrementAmount); 1174 DEFINE_QTY(UnitOfMeasureQty); 1175 DEFINE_PRICE(LowLimitPrice); 1176 DEFINE_PRICE(HighLimitPrice); 1177 DEFINE_PRICE(TradingReferencePrice); 1178 DEFINE_STRING(SecurityGroup); 1179 DEFINE_INT(LegNumber); 1180 DEFINE_INT(SettlementCycleNo); 1181 DEFINE_CURRENCY(SideCurrency); 1182 DEFINE_CURRENCY(SideSettlCurrency); 1183 DEFINE_INT(ApplExtID); 1184 DEFINE_AMT(CcyAmt); 1185 DEFINE_NUMINGROUP(NoSettlDetails); 1186 DEFINE_INT(SettlObligMode); 1187 DEFINE_STRING(SettlObligMsgID); 1188 DEFINE_STRING(SettlObligID); 1189 DEFINE_CHAR(SettlObligTransType); 1190 DEFINE_STRING(SettlObligRefID); 1191 DEFINE_CHAR(SettlObligSource); 1192 DEFINE_NUMINGROUP(NoSettlOblig); 1193 DEFINE_STRING(QuoteMsgID); 1194 DEFINE_INT(QuoteEntryStatus); 1195 DEFINE_INT(TotNoCxldQuotes); 1196 DEFINE_INT(TotNoAccQuotes); 1197 DEFINE_INT(TotNoRejQuotes); 1198 DEFINE_BOOLEAN(PrivateQuote); 1199 DEFINE_INT(RespondentType); 1200 DEFINE_INT(MDSubBookType); 1201 DEFINE_INT(SecurityTradingEvent); 1202 DEFINE_NUMINGROUP(NoStatsIndicators); 1203 DEFINE_INT(StatsType); 1204 DEFINE_NUMINGROUP(NoOfSecSizes); 1205 DEFINE_INT(MDSecSizeType); 1206 DEFINE_QTY(MDSecSize); 1207 DEFINE_STRING(ApplID); 1208 DEFINE_SEQNUM(ApplSeqNum); 1209 DEFINE_SEQNUM(ApplBegSeqNum); 1210 DEFINE_SEQNUM(ApplEndSeqNum); 1211 DEFINE_LENGTH(SecurityXMLLen); 1212 DEFINE_XMLDATA(SecurityXML); 1213 DEFINE_STRING(SecurityXMLSchema); 1214 DEFINE_BOOLEAN(RefreshIndicator); 1215 DEFINE_FLOAT(Volatility); 1216 DEFINE_FLOAT(TimeToExpiration); 1217 DEFINE_FLOAT(RiskFreeRate); 1218 DEFINE_STRING(PriceUnitOfMeasure); 1219 DEFINE_QTY(PriceUnitOfMeasureQty); 1220 DEFINE_CHAR(SettlMethod); 1221 DEFINE_INT(ExerciseStyle); 1222 DEFINE_AMT(OptPayAmount); 1223 DEFINE_STRING(PriceQuoteMethod); 1224 DEFINE_STRING(FuturesValuationMethod); 1225 DEFINE_INT(ListMethod); 1226 DEFINE_PRICE(CapPrice); 1227 DEFINE_PRICE(FloorPrice); 1228 DEFINE_NUMINGROUP(NoStrikeRules); 1229 DEFINE_PRICE(StartStrikePxRange); 1230 DEFINE_PRICE(EndStrikePxRange); 1231 DEFINE_FLOAT(StrikeIncrement); 1232 DEFINE_NUMINGROUP(NoTickRules); 1233 DEFINE_PRICE(StartTickPriceRange); 1234 DEFINE_PRICE(EndTickPriceRange); 1235 DEFINE_PRICE(TickIncrement); 1236 DEFINE_INT(TickRuleType); 1237 DEFINE_INT(NestedInstrAttribType); 1238 DEFINE_STRING(NestedInstrAttribValue); 1239 DEFINE_TZTIMEONLY(LegMaturityTime); 1240 DEFINE_TZTIMEONLY(UnderlyingMaturityTime); 1241 DEFINE_STRING(DerivativeSymbol); 1242 DEFINE_STRING(DerivativeSymbolSfx); 1243 DEFINE_STRING(DerivativeSecurityID); 1244 DEFINE_STRING(DerivativeSecurityIDSource); 1245 DEFINE_NUMINGROUP(NoDerivativeSecurityAltID); 1246 DEFINE_STRING(DerivativeSecurityAltID); 1247 DEFINE_STRING(DerivativeSecurityAltIDSource); 1248 DEFINE_PRICE(SecondaryLowLimitPrice); 1249 DEFINE_STRING(MaturityRuleID); 1250 DEFINE_STRING(StrikeRuleID); 1251 DEFINE_QTY(LegUnitOfMeasureQty); 1252 DEFINE_AMT(DerivativeOptPayAmount); 1253 DEFINE_MONTHYEAR(EndMaturityMonthYear); 1254 DEFINE_STRING(ProductComplex); 1255 DEFINE_STRING(DerivativeProductComplex); 1256 DEFINE_INT(MaturityMonthYearIncrement); 1257 DEFINE_PRICE(SecondaryHighLimitPrice); 1258 DEFINE_QTY(MinLotSize); 1259 DEFINE_NUMINGROUP(NoExecInstRules); 1260 DEFINE_NUMINGROUP(NoLotTypeRules); 1261 DEFINE_NUMINGROUP(NoMatchRules); 1262 DEFINE_NUMINGROUP(NoMaturityRules); 1263 DEFINE_NUMINGROUP(NoOrdTypeRules); 1264 DEFINE_NUMINGROUP(NoTimeInForceRules); 1265 DEFINE_PRICE(SecondaryTradingReferencePrice); 1266 DEFINE_MONTHYEAR(StartMaturityMonthYear); 1267 DEFINE_BOOLEAN(FlexProductEligibilityIndicator); 1268 DEFINE_BOOLEAN(DerivFlexProductEligibilityIndicator); 1269 DEFINE_BOOLEAN(FlexibleIndicator); 1270 DEFINE_CURRENCY(TradingCurrency); 1271 DEFINE_INT(DerivativeProduct); 1272 DEFINE_STRING(DerivativeSecurityGroup); 1273 DEFINE_STRING(DerivativeCFICode); 1274 DEFINE_STRING(DerivativeSecurityType); 1275 DEFINE_STRING(DerivativeSecuritySubType); 1276 DEFINE_MONTHYEAR(DerivativeMaturityMonthYear); 1277 DEFINE_LOCALMKTDATE(DerivativeMaturityDate); 1278 DEFINE_TZTIMEONLY(DerivativeMaturityTime); 1279 DEFINE_STRING(DerivativeSettleOnOpenFlag); 1280 DEFINE_CHAR(DerivativeInstrmtAssignmentMethod); 1281 DEFINE_STRING(DerivativeSecurityStatus); 1282 DEFINE_STRING(DerivativeInstrRegistry); 1283 DEFINE_COUNTRY(DerivativeCountryOfIssue); 1284 DEFINE_STRING(DerivativeStateOrProvinceOfIssue); 1285 DEFINE_STRING(DerivativeLocaleOfIssue); 1286 DEFINE_PRICE(DerivativeStrikePrice); 1287 DEFINE_CURRENCY(DerivativeStrikeCurrency); 1288 DEFINE_FLOAT(DerivativeStrikeMultiplier); 1289 DEFINE_FLOAT(DerivativeStrikeValue); 1290 DEFINE_CHAR(DerivativeOptAttribute); 1291 DEFINE_FLOAT(DerivativeContractMultiplier); 1292 DEFINE_FLOAT(DerivativeMinPriceIncrement); 1293 DEFINE_AMT(DerivativeMinPriceIncrementAmount); 1294 DEFINE_STRING(DerivativeUnitOfMeasure); 1295 DEFINE_QTY(DerivativeUnitOfMeasureQty); 1296 DEFINE_STRING(DerivativeTimeUnit); 1297 DEFINE_EXCHANGE(DerivativeSecurityExchange); 1298 DEFINE_INT(DerivativePositionLimit); 1299 DEFINE_INT(DerivativeNTPositionLimit); 1300 DEFINE_STRING(DerivativeIssuer); 1301 DEFINE_LOCALMKTDATE(DerivativeIssueDate); 1302 DEFINE_LENGTH(DerivativeEncodedIssuerLen); 1303 DEFINE_DATA(DerivativeEncodedIssuer); 1304 DEFINE_STRING(DerivativeSecurityDesc); 1305 DEFINE_LENGTH(DerivativeEncodedSecurityDescLen); 1306 DEFINE_DATA(DerivativeEncodedSecurityDesc); 1307 DEFINE_LENGTH(DerivativeSecurityXMLLen); 1308 DEFINE_DATA(DerivativeSecurityXML); 1309 DEFINE_STRING(DerivativeSecurityXMLSchema); 1310 DEFINE_MONTHYEAR(DerivativeContractSettlMonth); 1311 DEFINE_NUMINGROUP(NoDerivativeEvents); 1312 DEFINE_INT(DerivativeEventType); 1313 DEFINE_LOCALMKTDATE(DerivativeEventDate); 1314 DEFINE_UTCTIMESTAMP(DerivativeEventTime); 1315 DEFINE_PRICE(DerivativeEventPx); 1316 DEFINE_STRING(DerivativeEventText); 1317 DEFINE_NUMINGROUP(NoDerivativeInstrumentParties); 1318 DEFINE_STRING(DerivativeInstrumentPartyID); 1319 DEFINE_STRING(DerivativeInstrumentPartyIDSource); 1320 DEFINE_INT(DerivativeInstrumentPartyRole); 1321 DEFINE_NUMINGROUP(NoDerivativeInstrumentPartySubIDs); 1322 DEFINE_STRING(DerivativeInstrumentPartySubID); 1323 DEFINE_INT(DerivativeInstrumentPartySubIDType); 1324 DEFINE_CHAR(DerivativeExerciseStyle); 1325 DEFINE_STRING(MarketSegmentID); 1326 DEFINE_EXCHANGE(MarketID); 1327 DEFINE_INT(MaturityMonthYearIncrementUnits); 1328 DEFINE_INT(MaturityMonthYearFormat); 1329 DEFINE_INT(StrikeExerciseStyle); 1330 DEFINE_INT(SecondaryPriceLimitType); 1331 DEFINE_INT(PriceLimitType); 1332 DEFINE_CHAR(ExecInstValue); 1333 DEFINE_NUMINGROUP(NoTradingSessionRules); 1334 DEFINE_NUMINGROUP(NoMarketSegments); 1335 DEFINE_NUMINGROUP(NoDerivativeInstrAttrib); 1336 DEFINE_NUMINGROUP(NoNestedInstrAttrib); 1337 DEFINE_INT(DerivativeInstrAttribType); 1338 DEFINE_STRING(DerivativeInstrAttribValue); 1339 DEFINE_STRING(DerivativePriceUnitOfMeasure); 1340 DEFINE_QTY(DerivativePriceUnitOfMeasureQty); 1341 DEFINE_CHAR(DerivativeSettlMethod); 1342 DEFINE_STRING(DerivativePriceQuoteMethod); 1343 DEFINE_STRING(DerivativeFuturesValuationMethod); 1344 DEFINE_INT(DerivativeListMethod); 1345 DEFINE_PRICE(DerivativeCapPrice); 1346 DEFINE_PRICE(DerivativeFloorPrice); 1347 DEFINE_INT(DerivativePutOrCall); 1348 DEFINE_CHAR(ListUpdateAction); 1349 DEFINE_STRING(ParentMktSegmID); 1350 DEFINE_STRING(TradingSessionDesc); 1351 DEFINE_CHAR(TradSesUpdateAction); 1352 DEFINE_STRING(RejectText); 1353 DEFINE_FLOAT(FeeMultiplier); 1354 DEFINE_STRING(UnderlyingLegSymbol); 1355 DEFINE_STRING(UnderlyingLegSymbolSfx); 1356 DEFINE_STRING(UnderlyingLegSecurityID); 1357 DEFINE_STRING(UnderlyingLegSecurityIDSource); 1358 DEFINE_NUMINGROUP(NoUnderlyingLegSecurityAltID); 1359 DEFINE_STRING(UnderlyingLegSecurityAltID); 1360 DEFINE_STRING(UnderlyingLegSecurityAltIDSource); 1361 DEFINE_STRING(UnderlyingLegSecurityType); 1362 DEFINE_STRING(UnderlyingLegSecuritySubType); 1363 DEFINE_MONTHYEAR(UnderlyingLegMaturityMonthYear); 1364 DEFINE_PRICE(UnderlyingLegStrikePrice); 1365 DEFINE_STRING(UnderlyingLegSecurityExchange); 1366 DEFINE_NUMINGROUP(NoOfLegUnderlyings); 1367 DEFINE_INT(UnderlyingLegPutOrCall); 1368 DEFINE_STRING(UnderlyingLegCFICode); 1369 DEFINE_LOCALMKTDATE(UnderlyingLegMaturityDate); 1370 DEFINE_STRING(ApplReqID); 1371 DEFINE_INT(ApplReqType); 1372 DEFINE_INT(ApplResponseType); 1373 DEFINE_INT(ApplTotalMessageCount); 1374 DEFINE_SEQNUM(ApplLastSeqNum); 1375 DEFINE_NUMINGROUP(NoApplIDs); 1376 DEFINE_BOOLEAN(ApplResendFlag); 1377 DEFINE_STRING(ApplResponseID); 1378 DEFINE_INT(ApplResponseError); 1379 DEFINE_STRING(RefApplID); 1380 DEFINE_STRING(ApplReportID); 1381 DEFINE_SEQNUM(RefApplLastSeqNum); 1382 DEFINE_INT(LegPutOrCall); 1383 DEFINE_INT(TotNoFills); 1384 DEFINE_NUMINGROUP(NoFills); 1385 DEFINE_STRING(FillExecID); 1386 DEFINE_PRICE(FillPx); 1387 DEFINE_QTY(FillQty); 1388 DEFINE_STRING(LegAllocID); 1389 DEFINE_CURRENCY(LegAllocSettlCurrency); 1390 DEFINE_INT(TradSesEvent); 1391 DEFINE_STRING(MassActionReportID); 1392 DEFINE_NUMINGROUP(NoNotAffectedOrders); 1393 DEFINE_STRING(NotAffectedOrderID); 1394 DEFINE_STRING(NotAffOrigClOrdID); 1395 DEFINE_INT(MassActionType); 1396 DEFINE_INT(MassActionScope); 1397 DEFINE_INT(MassActionResponse); 1398 DEFINE_INT(MassActionRejectReason); 1399 DEFINE_INT(MultilegModel); 1400 DEFINE_INT(MultilegPriceMethod); 1401 DEFINE_FLOAT(LegVolatility); 1402 DEFINE_PERCENTAGE(DividendYield); 1403 DEFINE_PERCENTAGE(LegDividendYield); 1404 DEFINE_FLOAT(CurrencyRatio); 1405 DEFINE_FLOAT(LegCurrencyRatio); 1406 DEFINE_MULTIPLECHARVALUE(LegExecInst); 1407 DEFINE_INT(ContingencyType); 1408 DEFINE_INT(ListRejectReason); 1409 DEFINE_NUMINGROUP(NoTrdRepIndicators); 1410 DEFINE_INT(TrdRepPartyRole); 1411 DEFINE_BOOLEAN(TrdRepIndicator); 1412 DEFINE_INT(TradePublishIndicator); 1413 DEFINE_CHAR(UnderlyingLegOptAttribute); 1414 DEFINE_STRING(UnderlyingLegSecurityDesc); 1415 DEFINE_STRING(MarketReqID); 1416 DEFINE_STRING(MarketReportID); 1417 DEFINE_CHAR(MarketUpdateAction); 1418 DEFINE_STRING(MarketSegmentDesc); 1419 DEFINE_LENGTH(EncodedMktSegmDescLen); 1420 DEFINE_DATA(EncodedMktSegmDesc); 1421 DEFINE_SEQNUM(ApplNewSeqNum); 1422 DEFINE_INT(EncryptedPasswordMethod); 1423 DEFINE_LENGTH(EncryptedPasswordLen); 1424 DEFINE_DATA(EncryptedPassword); 1425 DEFINE_LENGTH(EncryptedNewPasswordLen); 1426 DEFINE_DATA(EncryptedNewPassword); 1427 DEFINE_TZTIMEONLY(UnderlyingLegMaturityTime); 1428 DEFINE_INT(RefApplExtID); 1429 DEFINE_INT(DefaultApplExtID); 1430 DEFINE_STRING(DefaultCstmApplVerID); 1431 DEFINE_INT(SessionStatus); 1432 DEFINE_BOOLEAN(DefaultVerIndicator); 1433 DEFINE_INT(Nested4PartySubIDType); 1434 DEFINE_STRING(Nested4PartySubID); 1435 DEFINE_NUMINGROUP(NoNested4PartySubIDs); 1436 DEFINE_NUMINGROUP(NoNested4PartyIDs); 1437 DEFINE_STRING(Nested4PartyID); 1438 DEFINE_CHAR(Nested4PartyIDSource); 1439 DEFINE_INT(Nested4PartyRole); 1440 DEFINE_QTY(LegLastQty); 1441 DEFINE_INT(UnderlyingExerciseStyle); 1442 DEFINE_INT(LegExerciseStyle); 1443 DEFINE_STRING(LegPriceUnitOfMeasure); 1444 DEFINE_QTY(LegPriceUnitOfMeasureQty); 1445 DEFINE_QTY(UnderlyingUnitOfMeasureQty); 1446 DEFINE_STRING(UnderlyingPriceUnitOfMeasure); 1447 DEFINE_QTY(UnderlyingPriceUnitOfMeasureQty); 1448 DEFINE_INT(ApplReportType); 1449 DEFINE_INT(HaltReasonInt); 1450 DEFINE_INT(SideLastQty); 1451 DEFINE_STRING(UnderlyingInstrumentPartyID); 1452 DEFINE_CHAR(UnderlyingInstrumentPartyIDSource); 1453 DEFINE_INT(UnderlyingInstrumentPartyRole); 1454 DEFINE_STRING(UnderlyingInstrumentPartySubID); 1455 DEFINE_INT(UnderlyingInstrumentPartySubIDType); 1456 DEFINE_AMT(OptPayoutAmount); 1457 DEFINE_STRING(ValuationMethod); 1458 DEFINE_STRING(DerivativeValuationMethod); 1459 DEFINE_STRING(SideExecID); 1460 DEFINE_INT(OrderDelay); 1461 DEFINE_INT(OrderDelayUnit); 1462 DEFINE_CHAR(VenueType); 1463 DEFINE_INT(RefOrdIDReason); 1464 DEFINE_INT(OrigCustOrderCapacity); 1465 DEFINE_STRING(RefApplReqID); 1466 DEFINE_INT(ModelType); 1467 DEFINE_INT(ContractMultiplierUnit); 1468 DEFINE_INT(LegContractMultiplierUnit); 1469 DEFINE_INT(UnderlyingContractMultiplierUnit); 1470 DEFINE_INT(DerivativeContractMultiplierUnit); 1471 DEFINE_INT(FlowScheduleType); 1472 DEFINE_INT(LegFlowScheduleType); 1473 DEFINE_INT(UnderlyingFlowScheduleType); 1474 DEFINE_INT(DerivativeFlowScheduleType); 1475 DEFINE_INT(FillLiquidityInd); 1476 DEFINE_INT(SideLiquidityInd); 1477 DEFINE_NUMINGROUP(NoRateSources); 1478 DEFINE_INT(RateSource); 1479 DEFINE_INT(RateSourceType); 1480 DEFINE_STRING(ReferencePage); 1481 DEFINE_STRING(RestructuringType); 1482 DEFINE_STRING(Seniority); 1483 DEFINE_PERCENTAGE(NotionalPercentageOutstanding); 1484 DEFINE_PERCENTAGE(OriginalNotionalPercentageOutstanding); 1485 DEFINE_STRING(UnderlyingRestructuringType); 1486 DEFINE_STRING(UnderlyingSeniority); 1487 DEFINE_PERCENTAGE(UnderlyingNotionalPercentageOutstanding); 1488 DEFINE_PERCENTAGE(UnderlyingOriginalNotionalPercentageOutstanding); 1489 DEFINE_PERCENTAGE(AttachmentPoint); 1490 DEFINE_PERCENTAGE(DetachmentPoint); 1491 DEFINE_PERCENTAGE(UnderlyingAttachmentPoint); 1492 DEFINE_PERCENTAGE(UnderlyingDetachmentPoint); 1493 DEFINE_NUMINGROUP(NoTargetPartyIDs); 1494 DEFINE_STRING(TargetPartyID); 1495 DEFINE_CHAR(TargetPartyIDSource); 1496 DEFINE_INT(TargetPartyRole); 1497 DEFINE_STRING(SecurityListID); 1498 DEFINE_STRING(SecurityListRefID); 1499 DEFINE_STRING(SecurityListDesc); 1500 DEFINE_LENGTH(EncodedSecurityListDescLen); 1501 DEFINE_DATA(EncodedSecurityListDesc); 1502 DEFINE_INT(SecurityListType); 1503 DEFINE_INT(SecurityListTypeSource); 1504 DEFINE_STRING(NewsID); 1505 DEFINE_INT(NewsCategory); 1506 DEFINE_LANGUAGE(LanguageCode); 1507 DEFINE_NUMINGROUP(NoNewsRefIDs); 1508 DEFINE_STRING(NewsRefID); 1509 DEFINE_INT(NewsRefType); 1510 DEFINE_INT(StrikePriceDeterminationMethod); 1511 DEFINE_INT(StrikePriceBoundaryMethod); 1512 DEFINE_PERCENTAGE(StrikePriceBoundaryPrecision); 1513 DEFINE_INT(UnderlyingPriceDeterminationMethod); 1514 DEFINE_INT(OptPayoutType); 1515 DEFINE_NUMINGROUP(NoComplexEvents); 1516 DEFINE_INT(ComplexEventType); 1517 DEFINE_AMT(ComplexOptPayoutAmount); 1518 DEFINE_PRICE(ComplexEventPrice); 1519 DEFINE_INT(ComplexEventPriceBoundaryMethod); 1520 DEFINE_PERCENTAGE(ComplexEventPriceBoundaryPrecision); 1521 DEFINE_INT(ComplexEventPriceTimeType); 1522 DEFINE_INT(ComplexEventCondition); 1523 DEFINE_NUMINGROUP(NoComplexEventDates); 1524 DEFINE_UTCTIMESTAMP(ComplexEventStartDate); 1525 DEFINE_UTCTIMESTAMP(ComplexEventEndDate); 1526 DEFINE_NUMINGROUP(NoComplexEventTimes); 1527 DEFINE_UTCTIMEONLY(ComplexEventStartTime); 1528 DEFINE_UTCTIMEONLY(ComplexEventEndTime); 1529 DEFINE_STRING(StreamAsgnReqID); 1530 DEFINE_INT(StreamAsgnReqType); 1531 DEFINE_NUMINGROUP(NoAsgnReqs); 1532 DEFINE_STRING(MDStreamID); 1533 DEFINE_STRING(StreamAsgnRptID); 1534 DEFINE_INT(StreamAsgnRejReason); 1535 DEFINE_INT(StreamAsgnAckType); 1536 DEFINE_UTCTIMESTAMP(RelSymTransactTime); 1537 DEFINE_INT(StreamAsgnType); 1538 } 1539 #endif //FIX_FIELDS_H 1540