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