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