fix8  version 1.4.0
Open Source C++ FIX Framework
Myfix_types.hpp
Go to the documentation of this file.
1 //-------------------------------------------------------------------------------------------------
2 // *** f8c generated file: DO NOT EDIT! Created: 2016-09-16 11:50:22 ***
3 //-------------------------------------------------------------------------------------------------
4 /*
5 
6 Fix8 is released under the GNU LESSER GENERAL PUBLIC LICENSE Version 3.
7 
8 Fix8 Open Source FIX Engine.
9 Copyright (C) 2010-16 David L. Dight <fix@fix8.org>
10 
11 Fix8 is free software: you can redistribute it and / or modify it under the terms of the
12 GNU Lesser General Public License as published by the Free Software Foundation, either
13 version 3 of the License, or (at your option) any later version.
14 
15 Fix8 is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without
16 even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
17 
18 You should have received a copy of the GNU Lesser General Public License along with Fix8.
19 If not, see <http://www.gnu.org/licenses/>.
20 
21 *******************************************************************************************
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23 * *
24 * Binary works that are the results of compilation of code that is generated by the Fix8 *
25 * compiler can be released without releasing your source code as long as your binary *
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27 * required to leave the copyright text in the generated code. *
28 * *
29 *******************************************************************************************
30 
31 BECAUSE THE PROGRAM IS LICENSED FREE OF CHARGE, THERE IS NO WARRANTY FOR THE PROGRAM, TO
32 THE EXTENT PERMITTED BY APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE
33 COPYRIGHT HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY OF ANY
34 KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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36 THE QUALITY AND PERFORMANCE OF THE PROGRAM IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE,
37 YOU ASSUME THE COST OF ALL NECESSARY SERVICING, REPAIR OR CORRECTION.
38 
39 IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING WILL ANY COPYRIGHT
40 HOLDER, OR ANY OTHER PARTY WHO MAY MODIFY AND/OR REDISTRIBUTE THE PROGRAM AS PERMITTED
41 ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY GENERAL, SPECIAL, INCIDENTAL OR
42 CONSEQUENTIAL DAMAGES ARISING OUT OF THE USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT
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45 HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGES.
46 
47 */
48 
49 //-------------------------------------------------------------------------------------------------
50 #include <fix8/f8config.h>
51 #if defined FIX8_MAGIC_NUM && FIX8_MAGIC_NUM > 16793600L
52 #error Myfix_types.hpp version 1.4.0 is out of date. Please regenerate with f8c.
53 #endif
54 //-------------------------------------------------------------------------------------------------
55 // Myfix_types.hpp
56 //-------------------------------------------------------------------------------------------------
57 #ifndef FIX8_4D796669785F74797065732E687070_
58 #define FIX8_4D796669785F74797065732E687070_
59 
60 namespace FIX8 {
61 namespace TEX {
62 
63 //-------------------------------------------------------------------------------------------------
65 //-------------------------------------------------------------------------------------------------
67 //-------------------------------------------------------------------------------------------------
69 //-------------------------------------------------------------------------------------------------
71 const char AdvSide_BUY('B');
72 const char AdvSide_SELL('S');
73 const char AdvSide_TRADE('T');
74 const char AdvSide_CROSS('X');
75 const size_t AdvSide_realm_els(4);
76 //-------------------------------------------------------------------------------------------------
78 const f8String AdvTransType_CANCEL("C");
79 const f8String AdvTransType_NEW("N");
81 const size_t AdvTransType_realm_els(3);
82 //-------------------------------------------------------------------------------------------------
84 //-------------------------------------------------------------------------------------------------
86 //-------------------------------------------------------------------------------------------------
88 //-------------------------------------------------------------------------------------------------
90 //-------------------------------------------------------------------------------------------------
92 //-------------------------------------------------------------------------------------------------
94 //-------------------------------------------------------------------------------------------------
96 //-------------------------------------------------------------------------------------------------
98 const char CommType_PER_UNIT('1');
99 const char CommType_PERCENT('2');
100 const char CommType_ABSOLUTE('3');
101 const char CommType_PERCENTAGE_WAIVED_4('4');
102 const char CommType_PERCENTAGE_WAIVED_5('5');
104 const size_t CommType_realm_els(6);
105 //-------------------------------------------------------------------------------------------------
107 //-------------------------------------------------------------------------------------------------
109 //-------------------------------------------------------------------------------------------------
111 //-------------------------------------------------------------------------------------------------
113 //-------------------------------------------------------------------------------------------------
116 const f8String ExecInst_NOT_HELD("1");
117 const f8String ExecInst_WORK("2");
118 const f8String ExecInst_GO_ALONG("3");
120 const f8String ExecInst_HELD("5");
125 const f8String ExecInst_NO_CROSS("A");
126 const f8String ExecInst_OK_TO_CROSS("B");
127 const f8String ExecInst_CALL_FIRST("C");
131 const f8String ExecInst_ALL_OR_NONE("G");
136 const f8String ExecInst_LAST_PEG("L");
139 const f8String ExecInst_OPENING_PEG("O");
140 const f8String ExecInst_MARKET_PEG("P");
142 const f8String ExecInst_PRIMARY_PEG("R");
143 const f8String ExecInst_SUSPEND("S");
146 const f8String ExecInst_NETTING("V");
147 const f8String ExecInst_PEG_TO_VWAP("W");
148 const f8String ExecInst_TRADE_ALONG("X");
149 const f8String ExecInst_TRY_TO_STOP("Y");
171 const size_t ExecInst_realm_els(56);
172 //-------------------------------------------------------------------------------------------------
174 //-------------------------------------------------------------------------------------------------
179 const size_t HandlInst_realm_els(3);
180 //-------------------------------------------------------------------------------------------------
204 const size_t SecurityIDSource_realm_els(22);
205 //-------------------------------------------------------------------------------------------------
207 //-------------------------------------------------------------------------------------------------
209 const char IOIQltyInd_HIGH('H');
210 const char IOIQltyInd_LOW('L');
211 const char IOIQltyInd_MEDIUM('M');
212 const size_t IOIQltyInd_realm_els(3);
213 //-------------------------------------------------------------------------------------------------
215 //-------------------------------------------------------------------------------------------------
217 const f8String IOIQty_1000000000("0");
218 const f8String IOIQty_LARGE("L");
219 const f8String IOIQty_MEDIUM("M");
220 const f8String IOIQty_SMALL("S");
222 const size_t IOIQty_realm_els(5);
223 //-------------------------------------------------------------------------------------------------
225 const char IOITransType_CANCEL('C');
226 const char IOITransType_NEW('N');
227 const char IOITransType_REPLACE('R');
228 const size_t IOITransType_realm_els(3);
229 //-------------------------------------------------------------------------------------------------
231 const char LastCapacity_AGENT('1');
232 const char LastCapacity_CROSS_AS_AGENT('2');
233 const char LastCapacity_CROSS_AS_PRINCIPAL('3');
234 const char LastCapacity_PRINCIPAL('4');
235 const size_t LastCapacity_realm_els(4);
236 //-------------------------------------------------------------------------------------------------
238 //-------------------------------------------------------------------------------------------------
240 //-------------------------------------------------------------------------------------------------
242 //-------------------------------------------------------------------------------------------------
244 //-------------------------------------------------------------------------------------------------
246 //-------------------------------------------------------------------------------------------------
248 const f8String MsgType_HEARTBEAT("0");
249 const f8String MsgType_TESTREQUEST("1");
251 const f8String MsgType_REJECT("3");
253 const f8String MsgType_LOGOUT("5");
254 const f8String MsgType_IOI("6");
258 const f8String MsgType_LOGON("A");
266 const f8String MsgType_RFQREQUEST("AH");
268 const f8String MsgType_QUOTERESPONSE("AJ");
269 const f8String MsgType_CONFIRMATION("AK");
274 const f8String MsgType_POSITIONREPORT("AP");
285 const f8String MsgType_NEWS("B");
290 const f8String MsgType_USERREQUEST("BE");
291 const f8String MsgType_USERRESPONSE("BF");
312 const f8String MsgType_EMAIL("C");
321 const f8String MsgType_NEWORDERLIST("E");
327 const f8String MsgType_LISTEXECUTE("L");
329 const f8String MsgType_LISTSTATUS("N");
332 const f8String MsgType_QUOTEREQUEST("R");
333 const f8String MsgType_QUOTE("S");
339 const f8String MsgType_QUOTECANCEL("Z");
348 const f8String MsgType_MASSQUOTE("i");
350 const f8String MsgType_BIDREQUEST("k");
351 const f8String MsgType_BIDRESPONSE("l");
353 const f8String MsgType_XML_NON_FIX("n");
364 const f8String MsgType_SECURITYLIST("y");
366 const size_t MsgType_realm_els(118);
367 //-------------------------------------------------------------------------------------------------
369 //-------------------------------------------------------------------------------------------------
371 //-------------------------------------------------------------------------------------------------
373 //-------------------------------------------------------------------------------------------------
375 const char OrdStatus_NEW('0');
376 const char OrdStatus_PARTIALLY_FILLED('1');
377 const char OrdStatus_FILLED('2');
378 const char OrdStatus_DONE_FOR_DAY('3');
379 const char OrdStatus_CANCELED('4');
380 const char OrdStatus_REPLACED('5');
381 const char OrdStatus_PENDING_CANCEL('6');
382 const char OrdStatus_STOPPED('7');
383 const char OrdStatus_REJECTED('8');
384 const char OrdStatus_SUSPENDED('9');
385 const char OrdStatus_PENDING_NEW('A');
386 const char OrdStatus_CALCULATED('B');
387 const char OrdStatus_EXPIRED('C');
388 const char OrdStatus_ACCEPTED_FOR_BIDDING('D');
389 const char OrdStatus_PENDING_REPLACE('E');
390 const size_t OrdStatus_realm_els(15);
391 //-------------------------------------------------------------------------------------------------
393 const char OrdType_MARKET('1');
394 const char OrdType_LIMIT('2');
395 const char OrdType_STOP('3');
396 const char OrdType_STOP_LIMIT('4');
397 const char OrdType_MARKET_ON_CLOSE('5');
398 const char OrdType_WITH_OR_WITHOUT('6');
399 const char OrdType_LIMIT_OR_BETTER('7');
400 const char OrdType_LIMIT_WITH_OR_WITHOUT('8');
401 const char OrdType_ON_BASIS('9');
402 const char OrdType_ON_CLOSE('A');
403 const char OrdType_LIMIT_ON_CLOSE('B');
404 const char OrdType_FOREX_MARKET('C');
405 const char OrdType_PREVIOUSLY_QUOTED('D');
406 const char OrdType_PREVIOUSLY_INDICATED('E');
407 const char OrdType_FOREX_LIMIT('F');
408 const char OrdType_FOREX_SWAP('G');
409 const char OrdType_FOREX_PREVIOUSLY_QUOTED('H');
410 const char OrdType_FUNARI('I');
411 const char OrdType_MARKET_IF_TOUCHED('J');
414 const char OrdType_NEXT_FUND_VALUATION_POINT('M');
415 const char OrdType_PEGGED('P');
416 const char OrdType_COUNTER_ORDER_SELECTION('Q');
417 const size_t OrdType_realm_els(24);
418 //-------------------------------------------------------------------------------------------------
420 //-------------------------------------------------------------------------------------------------
422 //-------------------------------------------------------------------------------------------------
424 //-------------------------------------------------------------------------------------------------
426 //-------------------------------------------------------------------------------------------------
428 //-------------------------------------------------------------------------------------------------
430 //-------------------------------------------------------------------------------------------------
432 //-------------------------------------------------------------------------------------------------
434 //-------------------------------------------------------------------------------------------------
436 //-------------------------------------------------------------------------------------------------
438 //-------------------------------------------------------------------------------------------------
440 const char Side_BUY('1');
441 const char Side_SELL('2');
442 const char Side_BUY_MINUS('3');
443 const char Side_SELL_PLUS('4');
444 const char Side_SELL_SHORT('5');
445 const char Side_SELL_SHORT_EXEMPT('6');
446 const char Side_UNDISCLOSED('7');
447 const char Side_CROSS('8');
448 const char Side_CROSS_SHORT('9');
449 const char Side_CROSS_SHORT_EXEMPT('A');
450 const char Side_AS_DEFINED('B');
451 const char Side_OPPOSITE('C');
452 const char Side_SUBSCRIBE('D');
453 const char Side_REDEEM('E');
454 const char Side_LEND('F');
455 const char Side_BORROW('G');
456 const size_t Side_realm_els(16);
457 //-------------------------------------------------------------------------------------------------
459 //-------------------------------------------------------------------------------------------------
461 //-------------------------------------------------------------------------------------------------
463 //-------------------------------------------------------------------------------------------------
465 //-------------------------------------------------------------------------------------------------
467 const char TimeInForce_DAY('0');
468 const char TimeInForce_GOOD_TILL_CANCEL('1');
469 const char TimeInForce_AT_THE_OPENING('2');
470 const char TimeInForce_IMMEDIATE_OR_CANCEL('3');
471 const char TimeInForce_FILL_OR_KILL('4');
472 const char TimeInForce_GOOD_TILL_CROSSING('5');
473 const char TimeInForce_GOOD_TILL_DATE('6');
474 const char TimeInForce_AT_THE_CLOSE('7');
475 const char TimeInForce_GOOD_THROUGH_CROSSING('8');
476 const char TimeInForce_AT_CROSSING('9');
477 const size_t TimeInForce_realm_els(10);
478 //-------------------------------------------------------------------------------------------------
480 //-------------------------------------------------------------------------------------------------
482 const char Urgency_NORMAL('0');
483 const char Urgency_FLASH('1');
484 const char Urgency_BACKGROUND('2');
485 const size_t Urgency_realm_els(3);
486 //-------------------------------------------------------------------------------------------------
488 //-------------------------------------------------------------------------------------------------
490 const f8String SettlType_REGULAR("0");
491 const f8String SettlType_CASH("1");
492 const f8String SettlType_NEXT_DAY("2");
493 const f8String SettlType_T_PLUS_2("3");
494 const f8String SettlType_T_PLUS_3("4");
495 const f8String SettlType_T_PLUS_4("5");
496 const f8String SettlType_FUTURE("6");
499 const f8String SettlType_T_PLUS_5("9");
502 const size_t SettlType_realm_els(12);
503 //-------------------------------------------------------------------------------------------------
505 //-------------------------------------------------------------------------------------------------
509 const size_t SymbolSfx_realm_els(2);
510 //-------------------------------------------------------------------------------------------------
512 //-------------------------------------------------------------------------------------------------
514 //-------------------------------------------------------------------------------------------------
516 //-------------------------------------------------------------------------------------------------
518 //-------------------------------------------------------------------------------------------------
520 //-------------------------------------------------------------------------------------------------
522 const char AllocTransType_NEW('0');
523 const char AllocTransType_REPLACE('1');
524 const char AllocTransType_CANCEL('2');
525 const char AllocTransType_PRELIMINARY('3');
526 const char AllocTransType_CALCULATED('4');
528 const char AllocTransType_REVERSAL('6');
529 const size_t AllocTransType_realm_els(7);
530 //-------------------------------------------------------------------------------------------------
532 //-------------------------------------------------------------------------------------------------
534 //-------------------------------------------------------------------------------------------------
536 //-------------------------------------------------------------------------------------------------
538 //-------------------------------------------------------------------------------------------------
540 const char PositionEffect_CLOSE('C');
541 const char PositionEffect_DEFAULT('D');
542 const char PositionEffect_FIFO('F');
544 const char PositionEffect_OPEN('O');
545 const char PositionEffect_ROLLED('R');
546 const size_t PositionEffect_realm_els(6);
547 //-------------------------------------------------------------------------------------------------
549 //-------------------------------------------------------------------------------------------------
551 //-------------------------------------------------------------------------------------------------
553 //-------------------------------------------------------------------------------------------------
555 const char ProcessCode_REGULAR('0');
556 const char ProcessCode_SOFT_DOLLAR('1');
557 const char ProcessCode_STEP_IN('2');
558 const char ProcessCode_STEP_OUT('3');
559 const char ProcessCode_SOFT_DOLLAR_STEP_IN('4');
560 const char ProcessCode_SOFT_DOLLAR_STEP_OUT('5');
561 const char ProcessCode_PLAN_SPONSOR('6');
562 const size_t ProcessCode_realm_els(7);
563 //-------------------------------------------------------------------------------------------------
565 //-------------------------------------------------------------------------------------------------
567 //-------------------------------------------------------------------------------------------------
569 //-------------------------------------------------------------------------------------------------
571 //-------------------------------------------------------------------------------------------------
573 const int AllocStatus_ACCEPTED(0);
574 const int AllocStatus_BLOCK_LEVEL_REJECT(1);
576 const int AllocStatus_RECEIVED(3);
577 const int AllocStatus_INCOMPLETE(4);
579 const int AllocStatus_ALLOCATION_PENDING(6);
580 const int AllocStatus_REVERSED(7);
581 const size_t AllocStatus_realm_els(8);
582 //-------------------------------------------------------------------------------------------------
584 const int AllocRejCode_UNKNOWN_ACCOUNT(0);
589 const int AllocRejCode_UNKNOWN_ORDERID(5);
590 const int AllocRejCode_UNKNOWN_LISTID(6);
591 const int AllocRejCode_OTHER_7(7);
595 const int AllocRejCode_MISMATCHED_DATA(11);
596 const int AllocRejCode_UNKNOWN_CLORDID(12);
598 const int AllocRejCode_OTHER_99(99);
599 const size_t AllocRejCode_realm_els(15);
600 //-------------------------------------------------------------------------------------------------
602 //-------------------------------------------------------------------------------------------------
604 //-------------------------------------------------------------------------------------------------
606 //-------------------------------------------------------------------------------------------------
608 //-------------------------------------------------------------------------------------------------
610 const char EmailType_NEW('0');
611 const char EmailType_REPLY('1');
612 const char EmailType_ADMIN_REPLY('2');
613 const size_t EmailType_realm_els(3);
614 //-------------------------------------------------------------------------------------------------
616 //-------------------------------------------------------------------------------------------------
618 //-------------------------------------------------------------------------------------------------
620 //-------------------------------------------------------------------------------------------------
622 const int EncryptMethod_NONE_OTHER(0);
623 const int EncryptMethod_PKCS(1);
624 const int EncryptMethod_DES(2);
625 const int EncryptMethod_PKCS_DES(3);
626 const int EncryptMethod_PGP_DES(4);
627 const int EncryptMethod_PGP_DES_MD5(5);
628 const int EncryptMethod_PEM_DES_MD5(6);
629 const size_t EncryptMethod_realm_els(7);
630 //-------------------------------------------------------------------------------------------------
632 //-------------------------------------------------------------------------------------------------
634 //-------------------------------------------------------------------------------------------------
637 const int CxlRejReason_UNKNOWN_ORDER(1);
638 const int CxlRejReason_BROKER(2);
641 const int CxlRejReason_ORIGORDMODTIME(5);
642 const int CxlRejReason_DUPLICATE_CLORDID(6);
646 const int CxlRejReason_OTHER(99);
647 const size_t CxlRejReason_realm_els(11);
648 //-------------------------------------------------------------------------------------------------
650 const int OrdRejReason_BROKER(0);
651 const int OrdRejReason_UNKNOWN_SYMBOL(1);
652 const int OrdRejReason_EXCHANGE_CLOSED(2);
654 const int OrdRejReason_TOO_LATE_TO_ENTER(4);
655 const int OrdRejReason_UNKNOWN_ORDER(5);
656 const int OrdRejReason_DUPLICATE_ORDER(6);
658 const int OrdRejReason_STALE_ORDER(8);
663 const int OrdRejReason_INCORRECT_QUANTITY(13);
665 const int OrdRejReason_UNKNOWN_ACCOUNT(15);
668 const int OrdRejReason_OTHER(99);
669 const size_t OrdRejReason_realm_els(19);
670 //-------------------------------------------------------------------------------------------------
672 const char IOIQualifier_ALL_OR_NONE('A');
673 const char IOIQualifier_MARKET_ON_CLOSE('B');
674 const char IOIQualifier_AT_THE_CLOSE('C');
675 const char IOIQualifier_VWAP('D');
676 const char IOIQualifier_IN_TOUCH_WITH('I');
677 const char IOIQualifier_LIMIT('L');
678 const char IOIQualifier_MORE_BEHIND('M');
679 const char IOIQualifier_AT_THE_OPEN('O');
680 const char IOIQualifier_TAKING_A_POSITION('P');
681 const char IOIQualifier_AT_THE_MARKET('Q');
682 const char IOIQualifier_READY_TO_TRADE('R');
683 const char IOIQualifier_PORTFOLIO_SHOWN('S');
684 const char IOIQualifier_THROUGH_THE_DAY('T');
685 const char IOIQualifier_VERSUS('V');
686 const char IOIQualifier_INDICATION('W');
687 const char IOIQualifier_CROSSING_OPPORTUNITY('X');
688 const char IOIQualifier_AT_THE_MIDPOINT('Y');
689 const char IOIQualifier_PRE_OPEN('Z');
690 const size_t IOIQualifier_realm_els(18);
691 //-------------------------------------------------------------------------------------------------
693 //-------------------------------------------------------------------------------------------------
695 //-------------------------------------------------------------------------------------------------
697 //-------------------------------------------------------------------------------------------------
699 //-------------------------------------------------------------------------------------------------
701 //-------------------------------------------------------------------------------------------------
703 //-------------------------------------------------------------------------------------------------
705 const char ReportToExch_NO('N');
706 const char ReportToExch_YES('Y');
707 const size_t ReportToExch_realm_els(2);
708 //-------------------------------------------------------------------------------------------------
710 const char LocateReqd_NO('N');
711 const char LocateReqd_YES('Y');
712 const size_t LocateReqd_realm_els(2);
713 //-------------------------------------------------------------------------------------------------
715 //-------------------------------------------------------------------------------------------------
717 //-------------------------------------------------------------------------------------------------
719 //-------------------------------------------------------------------------------------------------
721 //-------------------------------------------------------------------------------------------------
723 //-------------------------------------------------------------------------------------------------
725 //-------------------------------------------------------------------------------------------------
727 const char ForexReq_NO('N');
728 const char ForexReq_YES('Y');
729 const size_t ForexReq_realm_els(2);
730 //-------------------------------------------------------------------------------------------------
732 //-------------------------------------------------------------------------------------------------
734 //-------------------------------------------------------------------------------------------------
736 //-------------------------------------------------------------------------------------------------
738 //-------------------------------------------------------------------------------------------------
740 const char DKReason_UNKNOWN_SYMBOL('A');
741 const char DKReason_WRONG_SIDE('B');
742 const char DKReason_QUANTITY_EXCEEDS_ORDER('C');
743 const char DKReason_NO_MATCHING_ORDER('D');
744 const char DKReason_PRICE_EXCEEDS_LIMIT('E');
745 const char DKReason_CALCULATION_DIFFERENCE('F');
746 const char DKReason_OTHER('Z');
747 const size_t DKReason_realm_els(7);
748 //-------------------------------------------------------------------------------------------------
750 //-------------------------------------------------------------------------------------------------
752 //-------------------------------------------------------------------------------------------------
754 const char IOINaturalFlag_NO('N');
755 const char IOINaturalFlag_YES('Y');
756 const size_t IOINaturalFlag_realm_els(2);
757 //-------------------------------------------------------------------------------------------------
759 //-------------------------------------------------------------------------------------------------
761 //-------------------------------------------------------------------------------------------------
763 //-------------------------------------------------------------------------------------------------
765 //-------------------------------------------------------------------------------------------------
767 //-------------------------------------------------------------------------------------------------
769 //-------------------------------------------------------------------------------------------------
771 //-------------------------------------------------------------------------------------------------
773 //-------------------------------------------------------------------------------------------------
777 const f8String MiscFeeType_CONVERSION("11");
778 const f8String MiscFeeType_AGENT("12");
781 const f8String MiscFeeType_TAX("2");
784 const f8String MiscFeeType_STAMP("5");
785 const f8String MiscFeeType_LEVY("6");
786 const f8String MiscFeeType_OTHER("7");
787 const f8String MiscFeeType_MARKUP("8");
789 const size_t MiscFeeType_realm_els(14);
790 //-------------------------------------------------------------------------------------------------
792 //-------------------------------------------------------------------------------------------------
794 //-------------------------------------------------------------------------------------------------
796 //-------------------------------------------------------------------------------------------------
798 //-------------------------------------------------------------------------------------------------
800 //-------------------------------------------------------------------------------------------------
802 //-------------------------------------------------------------------------------------------------
804 //-------------------------------------------------------------------------------------------------
806 //-------------------------------------------------------------------------------------------------
808 //-------------------------------------------------------------------------------------------------
810 //-------------------------------------------------------------------------------------------------
812 const char ExecType_NEW('0');
813 const char ExecType_DONE_FOR_DAY('3');
814 const char ExecType_CANCELED('4');
815 const char ExecType_REPLACED('5');
816 const char ExecType_PENDING_CANCEL('6');
817 const char ExecType_STOPPED('7');
818 const char ExecType_REJECTED('8');
819 const char ExecType_SUSPENDED('9');
820 const char ExecType_PENDING_NEW('A');
821 const char ExecType_CALCULATED('B');
822 const char ExecType_EXPIRED('C');
823 const char ExecType_RESTATED('D');
824 const char ExecType_PENDING_REPLACE('E');
825 const char ExecType_TRADE('F');
826 const char ExecType_TRADE_CORRECT('G');
827 const char ExecType_TRADE_CANCEL('H');
828 const char ExecType_ORDER_STATUS('I');
829 const char ExecType_TRADE_IN_A_CLEARING_HOLD('J');
832 const size_t ExecType_realm_els(20);
833 //-------------------------------------------------------------------------------------------------
835 //-------------------------------------------------------------------------------------------------
837 //-------------------------------------------------------------------------------------------------
839 //-------------------------------------------------------------------------------------------------
841 //-------------------------------------------------------------------------------------------------
843 //-------------------------------------------------------------------------------------------------
845 const char SettlCurrFxRateCalc_DIVIDE('D');
846 const char SettlCurrFxRateCalc_MULTIPLY('M');
847 const size_t SettlCurrFxRateCalc_realm_els(2);
848 //-------------------------------------------------------------------------------------------------
850 //-------------------------------------------------------------------------------------------------
852 //-------------------------------------------------------------------------------------------------
854 //-------------------------------------------------------------------------------------------------
856 const char SettlInstMode_DEFAULT('0');
861 const char SettlInstMode_REQUEST_REJECT('5');
862 const size_t SettlInstMode_realm_els(6);
863 //-------------------------------------------------------------------------------------------------
865 //-------------------------------------------------------------------------------------------------
867 //-------------------------------------------------------------------------------------------------
869 const char SettlInstTransType_CANCEL('C');
870 const char SettlInstTransType_NEW('N');
871 const char SettlInstTransType_REPLACE('R');
872 const char SettlInstTransType_RESTATE('T');
873 const size_t SettlInstTransType_realm_els(4);
874 //-------------------------------------------------------------------------------------------------
876 //-------------------------------------------------------------------------------------------------
880 const char SettlInstSource_INVESTOR('3');
881 const size_t SettlInstSource_realm_els(3);
882 //-------------------------------------------------------------------------------------------------
886 const f8String SecurityType_AMENDED_RESTATED("AMENDED");
892 const f8String SecurityType_BRADY_BOND("BRADY");
893 const f8String SecurityType_BRIDGE_LOAN("BRIDGE");
894 const f8String SecurityType_BUY_SELLBACK("BUYSELL");
897 const f8String SecurityType_CASH("CASH");
912 const f8String SecurityType_DEFAULTED("DEFLTED");
925 const f8String SecurityType_FORWARD("FORWARD");
927 const f8String SecurityType_FUTURE("FUT");
928 const f8String SecurityType_FX_FORWARD("FXFWD");
930 const f8String SecurityType_FX_SPOT("FXSPOT");
931 const f8String SecurityType_FX_SWAP("FXSWAP");
937 const f8String SecurityType_MATURED("MATURED");
948 const f8String SecurityType_OVERNIGHT("ONITE");
952 const f8String SecurityType_OPTION("OPT");
954 const f8String SecurityType_PFANDBRIEFE("PFAND");
958 const f8String SecurityType_PLAZOS_FIJOS("PZFJ");
960 const f8String SecurityType_REPLACED("REPLACD");
961 const f8String SecurityType_REPURCHASE("REPO");
962 const f8String SecurityType_RETIRED("RETIRED");
966 const f8String SecurityType_SECURITIES_LOAN("SECLOAN");
967 const f8String SecurityType_SECURITIES_PLEDGE("SECPLEDGE");
971 const f8String SecurityType_SPECIAL_TAX("SPCLT");
985 const f8String SecurityType_TERM_LOAN("TERM");
996 const f8String SecurityType_WARRANT("WAR");
997 const f8String SecurityType_WITHDRAWN("WITHDRN");
999 const f8String SecurityType_INDEXED_LINKED("XLINKD");
1002 const size_t SecurityType_realm_els(118);
1003 //-------------------------------------------------------------------------------------------------
1005 //-------------------------------------------------------------------------------------------------
1007 const int StandInstDbType_OTHER(0);
1008 const int StandInstDbType_DTC_SID(1);
1009 const int StandInstDbType_THOMSON_ALERT(2);
1011 const int StandInstDbType_ACCOUNTNET(4);
1012 const size_t StandInstDbType_realm_els(5);
1013 //-------------------------------------------------------------------------------------------------
1015 //-------------------------------------------------------------------------------------------------
1017 //-------------------------------------------------------------------------------------------------
1020 const int SettlDeliveryType_FREE_DELIVER(1);
1021 const int SettlDeliveryType_TRI_PARTY(2);
1023 const size_t SettlDeliveryType_realm_els(4);
1024 //-------------------------------------------------------------------------------------------------
1026 //-------------------------------------------------------------------------------------------------
1028 //-------------------------------------------------------------------------------------------------
1030 //-------------------------------------------------------------------------------------------------
1032 //-------------------------------------------------------------------------------------------------
1034 //-------------------------------------------------------------------------------------------------
1036 //-------------------------------------------------------------------------------------------------
1038 //-------------------------------------------------------------------------------------------------
1040 //-------------------------------------------------------------------------------------------------
1042 //-------------------------------------------------------------------------------------------------
1044 const int AllocLinkType_FX_NETTING(0);
1045 const int AllocLinkType_FX_SWAP(1);
1046 const size_t AllocLinkType_realm_els(2);
1047 //-------------------------------------------------------------------------------------------------
1049 //-------------------------------------------------------------------------------------------------
1051 //-------------------------------------------------------------------------------------------------
1053 //-------------------------------------------------------------------------------------------------
1055 const int PutOrCall_PUT(0);
1056 const int PutOrCall_CALL(1);
1057 const size_t PutOrCall_realm_els(2);
1058 //-------------------------------------------------------------------------------------------------
1060 //-------------------------------------------------------------------------------------------------
1062 const int CoveredOrUncovered_COVERED(0);
1063 const int CoveredOrUncovered_UNCOVERED(1);
1064 const size_t CoveredOrUncovered_realm_els(2);
1065 //-------------------------------------------------------------------------------------------------
1067 //-------------------------------------------------------------------------------------------------
1069 //-------------------------------------------------------------------------------------------------
1071 const char NotifyBrokerOfCredit_NO('N');
1072 const char NotifyBrokerOfCredit_YES('Y');
1073 const size_t NotifyBrokerOfCredit_realm_els(2);
1074 //-------------------------------------------------------------------------------------------------
1076 const int AllocHandlInst_MATCH(1);
1077 const int AllocHandlInst_FORWARD(2);
1079 const size_t AllocHandlInst_realm_els(3);
1080 //-------------------------------------------------------------------------------------------------
1082 //-------------------------------------------------------------------------------------------------
1084 //-------------------------------------------------------------------------------------------------
1086 //-------------------------------------------------------------------------------------------------
1088 //-------------------------------------------------------------------------------------------------
1090 //-------------------------------------------------------------------------------------------------
1092 //-------------------------------------------------------------------------------------------------
1094 const int RoutingType_TARGET_FIRM(1);
1095 const int RoutingType_TARGET_LIST(2);
1096 const int RoutingType_BLOCK_FIRM(3);
1097 const int RoutingType_BLOCK_LIST(4);
1098 const size_t RoutingType_realm_els(4);
1099 //-------------------------------------------------------------------------------------------------
1101 //-------------------------------------------------------------------------------------------------
1103 //-------------------------------------------------------------------------------------------------
1105 //-------------------------------------------------------------------------------------------------
1107 const f8String BenchmarkCurveName_EONIA("EONIA");
1108 const f8String BenchmarkCurveName_EUREPO("EUREPO");
1109 const f8String BenchmarkCurveName_EURIBOR("Euribor");
1110 const f8String BenchmarkCurveName_FUTURESWAP("FutureSWAP");
1111 const f8String BenchmarkCurveName_LIBID("LIBID");
1112 const f8String BenchmarkCurveName_LIBOR("LIBOR");
1113 const f8String BenchmarkCurveName_MUNIAAA("MuniAAA");
1114 const f8String BenchmarkCurveName_OTHER("OTHER");
1115 const f8String BenchmarkCurveName_PFANDBRIEFE("Pfandbriefe");
1116 const f8String BenchmarkCurveName_SONIA("SONIA");
1117 const f8String BenchmarkCurveName_SWAP("SWAP");
1118 const f8String BenchmarkCurveName_TREASURY("Treasury");
1119 const size_t BenchmarkCurveName_realm_els(12);
1120 //-------------------------------------------------------------------------------------------------
1122 //-------------------------------------------------------------------------------------------------
1124 //-------------------------------------------------------------------------------------------------
1126 //-------------------------------------------------------------------------------------------------
1128 //-------------------------------------------------------------------------------------------------
1130 //-------------------------------------------------------------------------------------------------
1132 //-------------------------------------------------------------------------------------------------
1134 //-------------------------------------------------------------------------------------------------
1136 //-------------------------------------------------------------------------------------------------
1138 //-------------------------------------------------------------------------------------------------
1140 //-------------------------------------------------------------------------------------------------
1142 //-------------------------------------------------------------------------------------------------
1150 const f8String StipulationType_BANK_QUALIFIED("BANKQUAL");
1152 const f8String StipulationType_BROKERS_SALES_CREDIT("BROKERCREDIT");
1153 const f8String StipulationType_COUPON_RANGE("COUPON");
1159 const f8String StipulationType_DISCOUNT_RATE("DISCOUNT");
1163 const f8String StipulationType_INSURED("INSURED");
1168 const f8String StipulationType_ISSUE_SIZE_RANGE("ISSUESIZE");
1170 const f8String StipulationType_LOOKBACK_DAYS("LOOKBACK");
1172 const f8String StipulationType_LOT_VARIANCE("LOTVAR");
1174 const f8String StipulationType_MATURITY_RANGE("MATURITY");
1176 const f8String StipulationType_MAXIMUM_ORDER_SIZE("MAXORDQTY");
1192 const f8String StipulationType_PRICE_RANGE("PRICE");
1193 const f8String StipulationType_PRICING_FREQUENCY("PRICEFREQ");
1196 const f8String StipulationType_CALL_PROTECTION("PROTECT");
1198 const f8String StipulationType_PURPOSE("PURPOSE");
1201 const f8String StipulationType_TYPE_OF_REDEMPTION("REDEMPTION");
1205 const f8String StipulationType_RESTRICTED("RESTRICTED");
1208 const f8String StipulationType_MARKET_SECTOR("SECTOR");
1211 const f8String StipulationType_STRUCTURE("STRUCT");
1215 const f8String StipulationType_TRADERS_CREDIT("TRADERCREDIT");
1221 const f8String StipulationType_WHOLE_POOL("WHOLE");
1222 const f8String StipulationType_YIELD_RANGE("YIELD");
1224 const size_t StipulationType_realm_els(80);
1225 //-------------------------------------------------------------------------------------------------
1227 //-------------------------------------------------------------------------------------------------
1229 const f8String YieldType_AFTER_TAX_YIELD("AFTERTAX");
1230 const f8String YieldType_ANNUAL_YIELD("ANNUAL");
1231 const f8String YieldType_YIELD_AT_ISSUE("ATISSUE");
1232 const f8String YieldType_YIELD_TO_AVG_MATURITY("AVGMATURITY");
1233 const f8String YieldType_BOOK_YIELD("BOOK");
1236 const f8String YieldType_CLOSING_YIELD("CLOSE");
1237 const f8String YieldType_COMPOUND_YIELD("COMPOUND");
1238 const f8String YieldType_CURRENT_YIELD("CURRENT");
1239 const f8String YieldType_GVNT_EQUIVALENT_YIELD("GOVTEQUIV");
1240 const f8String YieldType_TRUE_GROSS_YIELD("GROSS");
1242 const f8String YieldType_INVERSE_FLOATER_BOND_YIELD("INVERSEFLOATER");
1249 const f8String YieldType_YIELD_TO_MATURITY("MATURITY");
1250 const f8String YieldType_YIELD_TO_NEXT_REFUND("NEXTREFUND");
1251 const f8String YieldType_OPEN_AVERAGE_YIELD("OPENAVG");
1252 const f8String YieldType_PREVIOUS_CLOSE_YIELD("PREVCLOSE");
1253 const f8String YieldType_PROCEEDS_YIELD("PROCEEDS");
1255 const f8String YieldType_SEMI_ANNUAL_YIELD("SEMIANNUAL");
1257 const f8String YieldType_SIMPLE_YIELD("SIMPLE");
1258 const f8String YieldType_TAX_EQUIVALENT_YIELD("TAXEQUIV");
1260 const f8String YieldType_TRUE_YIELD("TRUE");
1261 const f8String YieldType_YIELD_VALUE_OF_1_32("VALUE1_32");
1262 const f8String YieldType_YIELD_TO_WORST("WORST");
1263 const size_t YieldType_realm_els(34);
1264 //-------------------------------------------------------------------------------------------------
1266 //-------------------------------------------------------------------------------------------------
1268 //-------------------------------------------------------------------------------------------------
1270 //-------------------------------------------------------------------------------------------------
1272 //-------------------------------------------------------------------------------------------------
1274 //-------------------------------------------------------------------------------------------------
1276 //-------------------------------------------------------------------------------------------------
1278 //-------------------------------------------------------------------------------------------------
1280 //-------------------------------------------------------------------------------------------------
1282 //-------------------------------------------------------------------------------------------------
1284 //-------------------------------------------------------------------------------------------------
1286 //-------------------------------------------------------------------------------------------------
1288 //-------------------------------------------------------------------------------------------------
1290 //-------------------------------------------------------------------------------------------------
1292 //-------------------------------------------------------------------------------------------------
1294 //-------------------------------------------------------------------------------------------------
1296 //-------------------------------------------------------------------------------------------------
1298 //-------------------------------------------------------------------------------------------------
1300 //-------------------------------------------------------------------------------------------------
1302 //-------------------------------------------------------------------------------------------------
1304 //-------------------------------------------------------------------------------------------------
1306 //-------------------------------------------------------------------------------------------------
1308 //-------------------------------------------------------------------------------------------------
1310 const char TradedFlatSwitch_NO('N');
1311 const char TradedFlatSwitch_YES('Y');
1312 const size_t TradedFlatSwitch_realm_els(2);
1313 //-------------------------------------------------------------------------------------------------
1315 //-------------------------------------------------------------------------------------------------
1317 //-------------------------------------------------------------------------------------------------
1319 //-------------------------------------------------------------------------------------------------
1321 const char SubscriptionRequestType_SNAPSHOT('0');
1324 const size_t SubscriptionRequestType_realm_els(3);
1325 //-------------------------------------------------------------------------------------------------
1327 //-------------------------------------------------------------------------------------------------
1329 const int MDUpdateType_FULL_REFRESH(0);
1331 const size_t MDUpdateType_realm_els(2);
1332 //-------------------------------------------------------------------------------------------------
1334 const char AggregatedBook_NO('N');
1335 const char AggregatedBook_YES('Y');
1336 const size_t AggregatedBook_realm_els(2);
1337 //-------------------------------------------------------------------------------------------------
1339 //-------------------------------------------------------------------------------------------------
1341 //-------------------------------------------------------------------------------------------------
1343 const char MDEntryType_BID('0');
1344 const char MDEntryType_OFFER('1');
1345 const char MDEntryType_TRADE('2');
1346 const char MDEntryType_INDEX_VALUE('3');
1347 const char MDEntryType_OPENING_PRICE('4');
1348 const char MDEntryType_CLOSING_PRICE('5');
1349 const char MDEntryType_SETTLEMENT_PRICE('6');
1353 const char MDEntryType_IMBALANCE('A');
1354 const char MDEntryType_TRADE_VOLUME('B');
1355 const char MDEntryType_OPEN_INTEREST('C');
1357 const char MDEntryType_SIMULATED_SELL_PRICE('E');
1358 const char MDEntryType_SIMULATED_BUY_PRICE('F');
1359 const char MDEntryType_MARGIN_RATE('G');
1360 const char MDEntryType_MID_PRICE('H');
1361 const char MDEntryType_EMPTY_BOOK('J');
1362 const char MDEntryType_SETTLE_HIGH_PRICE('K');
1363 const char MDEntryType_SETTLE_LOW_PRICE('L');
1364 const char MDEntryType_PRIOR_SETTLE_PRICE('M');
1365 const char MDEntryType_SESSION_HIGH_BID('N');
1366 const char MDEntryType_SESSION_LOW_OFFER('O');
1367 const char MDEntryType_EARLY_PRICES('P');
1368 const char MDEntryType_AUCTION_CLEARING_PRICE('Q');
1370 const char MDEntryType_SWAP_VALUE_FACTOR('S');
1374 const char MDEntryType_FIXING_PRICE('W');
1375 const char MDEntryType_CASH_RATE('X');
1376 const char MDEntryType_RECOVERY_RATE('Y');
1377 const char MDEntryType_RECOVERY_RATE_FOR_LONG('Z');
1378 const char MDEntryType_RECOVERY_RATE_FOR_SHORT('a');
1379 const size_t MDEntryType_realm_els(36);
1380 //-------------------------------------------------------------------------------------------------
1382 //-------------------------------------------------------------------------------------------------
1384 //-------------------------------------------------------------------------------------------------
1386 //-------------------------------------------------------------------------------------------------
1388 //-------------------------------------------------------------------------------------------------
1390 const char TickDirection_PLUS_TICK('0');
1391 const char TickDirection_ZERO_PLUS_TICK('1');
1392 const char TickDirection_MINUS_TICK('2');
1393 const char TickDirection_ZERO_MINUS_TICK('3');
1394 const size_t TickDirection_realm_els(4);
1395 //-------------------------------------------------------------------------------------------------
1397 //-------------------------------------------------------------------------------------------------
1411 const f8String QuoteCondition_LOCKED("E");
1412 const f8String QuoteCondition_CROSSED("F");
1413 const f8String QuoteCondition_DEPTH("G");
1421 const f8String QuoteCondition_CLOSING("O");
1429 const f8String QuoteCondition_RESUME("W");
1434 const f8String QuoteCondition_NO_OPEN("b");
1442 const f8String QuoteCondition_HALT("j");
1459 const size_t QuoteCondition_realm_els(60);
1460 //-------------------------------------------------------------------------------------------------
1462 const f8String TradeCondition_CANCEL("0");
1467 const f8String TradeCondition_CASH("A");
1468 const f8String TradeCondition_SPREAD("AA");
1470 const f8String TradeCondition_STRADDLE("AC");
1472 const f8String TradeCondition_STOPPED("AE");
1475 const f8String TradeCondition_COMBO("AH");
1485 const f8String TradeCondition_FORM_T("AR");
1498 const f8String TradeCondition_OPENED("K");
1499 const f8String TradeCondition_SELLER("L");
1500 const f8String TradeCondition_SOLD("M");
1509 const f8String TradeCondition_EX_PIT("W");
1516 const f8String TradeCondition_BUNCHED("d");
1535 const f8String TradeCondition_REOPEN("w");
1539 const size_t TradeCondition_realm_els(77);
1540 //-------------------------------------------------------------------------------------------------
1542 //-------------------------------------------------------------------------------------------------
1544 const char MDUpdateAction_NEW('0');
1545 const char MDUpdateAction_CHANGE('1');
1546 const char MDUpdateAction_DELETE('2');
1547 const char MDUpdateAction_DELETE_THRU('3');
1548 const char MDUpdateAction_DELETE_FROM('4');
1549 const char MDUpdateAction_OVERLAY('5');
1550 const size_t MDUpdateAction_realm_els(6);
1551 //-------------------------------------------------------------------------------------------------
1553 //-------------------------------------------------------------------------------------------------
1555 const char MDReqRejReason_UNKNOWN_SYMBOL('0');
1556 const char MDReqRejReason_DUPLICATE_MDREQID('1');
1565 const char MDReqRejReason_UNSUPPORTED_SCOPE('A');
1568 const char MDReqRejReason_INSUFFICIENT_CREDIT('D');
1569 const size_t MDReqRejReason_realm_els(14);
1570 //-------------------------------------------------------------------------------------------------
1572 //-------------------------------------------------------------------------------------------------
1574 //-------------------------------------------------------------------------------------------------
1576 //-------------------------------------------------------------------------------------------------
1578 const char DeleteReason_CANCELLATION('0');
1579 const char DeleteReason_ERROR('1');
1580 const size_t DeleteReason_realm_els(2);
1581 //-------------------------------------------------------------------------------------------------
1589 const size_t OpenCloseSettlFlag_realm_els(6);
1590 //-------------------------------------------------------------------------------------------------
1592 //-------------------------------------------------------------------------------------------------
1594 //-------------------------------------------------------------------------------------------------
1596 //-------------------------------------------------------------------------------------------------
1598 //-------------------------------------------------------------------------------------------------
1603 const size_t FinancialStatus_realm_els(3);
1604 //-------------------------------------------------------------------------------------------------
1609 const f8String CorporateAction_NEW("D");
1626 const f8String CorporateAction_CUSIP("U");
1629 const size_t CorporateAction_realm_els(23);
1630 //-------------------------------------------------------------------------------------------------
1632 //-------------------------------------------------------------------------------------------------
1634 //-------------------------------------------------------------------------------------------------
1636 //-------------------------------------------------------------------------------------------------
1638 //-------------------------------------------------------------------------------------------------
1640 const int QuoteStatus_ACCEPTED(0);
1641 const int QuoteStatus_CANCEL_FOR_SYMBOL(1);
1644 const int QuoteStatus_CANCELED_ALL(4);
1645 const int QuoteStatus_REJECTED(5);
1646 const int QuoteStatus_REMOVED_FROM_MARKET(6);
1647 const int QuoteStatus_EXPIRED(7);
1648 const int QuoteStatus_QUERY(8);
1649 const int QuoteStatus_QUOTE_NOT_FOUND(9);
1650 const int QuoteStatus_PENDING(10);
1651 const int QuoteStatus_PASS(11);
1652 const int QuoteStatus_LOCKED_MARKET_WARNING(12);
1653 const int QuoteStatus_CROSS_MARKET_WARNING(13);
1656 const int QuoteStatus_ACTIVE(16);
1657 const int QuoteStatus_CANCELED(17);
1659 const int QuoteStatus_PENDING_END_TRADE(19);
1660 const int QuoteStatus_TOO_LATE_TO_END(20);
1661 const size_t QuoteStatus_realm_els(21);
1662 //-------------------------------------------------------------------------------------------------
1672 const size_t QuoteCancelType_realm_els(8);
1673 //-------------------------------------------------------------------------------------------------
1675 //-------------------------------------------------------------------------------------------------
1678 const int QuoteRejectReason_EXCHANGE(2);
1681 const int QuoteRejectReason_UNKNOWN_QUOTE(5);
1684 const int QuoteRejectReason_INVALID_PRICE(8);
1687 const int QuoteRejectReason_QUOTE_LOCKED(11);
1690 const int QuoteRejectReason_OTHER(99);
1691 const size_t QuoteRejectReason_realm_els(14);
1692 //-------------------------------------------------------------------------------------------------
1698 const size_t QuoteResponseLevel_realm_els(4);
1699 //-------------------------------------------------------------------------------------------------
1701 //-------------------------------------------------------------------------------------------------
1703 const int QuoteRequestType_MANUAL(1);
1704 const int QuoteRequestType_AUTOMATIC(2);
1705 const size_t QuoteRequestType_realm_els(2);
1706 //-------------------------------------------------------------------------------------------------
1708 //-------------------------------------------------------------------------------------------------
1710 //-------------------------------------------------------------------------------------------------
1712 //-------------------------------------------------------------------------------------------------
1714 //-------------------------------------------------------------------------------------------------
1716 //-------------------------------------------------------------------------------------------------
1718 //-------------------------------------------------------------------------------------------------
1720 //-------------------------------------------------------------------------------------------------
1722 //-------------------------------------------------------------------------------------------------
1724 //-------------------------------------------------------------------------------------------------
1726 //-------------------------------------------------------------------------------------------------
1728 //-------------------------------------------------------------------------------------------------
1730 //-------------------------------------------------------------------------------------------------
1732 //-------------------------------------------------------------------------------------------------
1734 //-------------------------------------------------------------------------------------------------
1736 //-------------------------------------------------------------------------------------------------
1742 const int SecurityRequestType_SYMBOL(4);
1744 const int SecurityRequestType_PRODUCT(6);
1748 const size_t SecurityRequestType_realm_els(10);
1749 //-------------------------------------------------------------------------------------------------
1751 //-------------------------------------------------------------------------------------------------
1759 const size_t SecurityResponseType_realm_els(6);
1760 //-------------------------------------------------------------------------------------------------
1762 //-------------------------------------------------------------------------------------------------
1764 const char UnsolicitedIndicator_NO('N');
1765 const char UnsolicitedIndicator_YES('Y');
1766 const size_t UnsolicitedIndicator_realm_els(2);
1767 //-------------------------------------------------------------------------------------------------
1771 const int SecurityTradingStatus_RESUME(3);
1772 const int SecurityTradingStatus_NO_OPEN(4);
1779 const int SecurityTradingStatus_11(11);
1789 const int SecurityTradingStatus_PRE_OPEN(21);
1791 const int SecurityTradingStatus_FAST_MARKET(23);
1792 const int SecurityTradingStatus_PRE_CROSS(24);
1793 const int SecurityTradingStatus_CROSS(25);
1794 const int SecurityTradingStatus_POST_CLOSE(26);
1795 const size_t SecurityTradingStatus_realm_els(26);
1796 //-------------------------------------------------------------------------------------------------
1799 const int HaltReasonInt_ORDER_INFLUX(1);
1800 const int HaltReasonInt_ORDER_IMBALANCE(2);
1802 const int HaltReasonInt_NEWS_PENDING(4);
1804 const size_t HaltReasonInt_realm_els(6);
1805 //-------------------------------------------------------------------------------------------------
1807 const char InViewOfCommon_NO('N');
1808 const char InViewOfCommon_YES('Y');
1809 const size_t InViewOfCommon_realm_els(2);
1810 //-------------------------------------------------------------------------------------------------
1812 const char DueToRelated_NO('N');
1813 const char DueToRelated_YES('Y');
1814 const size_t DueToRelated_realm_els(2);
1815 //-------------------------------------------------------------------------------------------------
1817 //-------------------------------------------------------------------------------------------------
1819 //-------------------------------------------------------------------------------------------------
1821 //-------------------------------------------------------------------------------------------------
1823 //-------------------------------------------------------------------------------------------------
1825 const int Adjustment_CANCEL(1);
1826 const int Adjustment_ERROR(2);
1827 const int Adjustment_CORRECTION(3);
1828 const size_t Adjustment_realm_els(3);
1829 //-------------------------------------------------------------------------------------------------
1831 //-------------------------------------------------------------------------------------------------
1833 const f8String TradingSessionID_DAY("1");
1839 const size_t TradingSessionID_realm_els(6);
1840 //-------------------------------------------------------------------------------------------------
1842 //-------------------------------------------------------------------------------------------------
1844 const int TradSesMethod_ELECTRONIC(1);
1845 const int TradSesMethod_OPEN_OUTCRY(2);
1846 const int TradSesMethod_TWO_PARTY(3);
1847 const size_t TradSesMethod_realm_els(3);
1848 //-------------------------------------------------------------------------------------------------
1850 const int TradSesMode_TESTING(1);
1851 const int TradSesMode_SIMULATED(2);
1852 const int TradSesMode_PRODUCTION(3);
1853 const size_t TradSesMode_realm_els(3);
1854 //-------------------------------------------------------------------------------------------------
1856 const int TradSesStatus_UNKNOWN(0);
1857 const int TradSesStatus_HALTED(1);
1858 const int TradSesStatus_OPEN(2);
1859 const int TradSesStatus_CLOSED(3);
1860 const int TradSesStatus_PRE_OPEN(4);
1861 const int TradSesStatus_PRE_CLOSE(5);
1862 const int TradSesStatus_REQUEST_REJECTED(6);
1863 const size_t TradSesStatus_realm_els(7);
1864 //-------------------------------------------------------------------------------------------------
1866 //-------------------------------------------------------------------------------------------------
1868 //-------------------------------------------------------------------------------------------------
1870 //-------------------------------------------------------------------------------------------------
1872 //-------------------------------------------------------------------------------------------------
1874 //-------------------------------------------------------------------------------------------------
1876 //-------------------------------------------------------------------------------------------------
1878 const f8String MessageEncoding_EUC_JP("EUC-JP");
1879 const f8String MessageEncoding_ISO_2022_JP("ISO-2022-JP");
1880 const f8String MessageEncoding_SHIFT_JIS("SHIFT_JIS");
1881 const f8String MessageEncoding_UTF_8("UTF-8");
1882 const size_t MessageEncoding_realm_els(4);
1883 //-------------------------------------------------------------------------------------------------
1885 //-------------------------------------------------------------------------------------------------
1887 //-------------------------------------------------------------------------------------------------
1889 //-------------------------------------------------------------------------------------------------
1891 //-------------------------------------------------------------------------------------------------
1893 //-------------------------------------------------------------------------------------------------
1895 //-------------------------------------------------------------------------------------------------
1897 //-------------------------------------------------------------------------------------------------
1899 //-------------------------------------------------------------------------------------------------
1901 //-------------------------------------------------------------------------------------------------
1903 //-------------------------------------------------------------------------------------------------
1905 //-------------------------------------------------------------------------------------------------
1907 //-------------------------------------------------------------------------------------------------
1909 //-------------------------------------------------------------------------------------------------
1911 //-------------------------------------------------------------------------------------------------
1913 //-------------------------------------------------------------------------------------------------
1915 //-------------------------------------------------------------------------------------------------
1917 //-------------------------------------------------------------------------------------------------
1919 //-------------------------------------------------------------------------------------------------
1921 //-------------------------------------------------------------------------------------------------
1923 //-------------------------------------------------------------------------------------------------
1925 //-------------------------------------------------------------------------------------------------
1927 //-------------------------------------------------------------------------------------------------
1929 //-------------------------------------------------------------------------------------------------
1931 //-------------------------------------------------------------------------------------------------
1951 const int SessionRejectReason_OTHER(99);
1952 const size_t SessionRejectReason_realm_els(19);
1953 //-------------------------------------------------------------------------------------------------
1955 const char BidRequestTransType_CANCEL('C');
1956 const char BidRequestTransType_NO('N');
1957 const size_t BidRequestTransType_realm_els(2);
1958 //-------------------------------------------------------------------------------------------------
1960 //-------------------------------------------------------------------------------------------------
1962 //-------------------------------------------------------------------------------------------------
1964 const char SolicitedFlag_NO('N');
1965 const char SolicitedFlag_YES('Y');
1966 const size_t SolicitedFlag_realm_els(2);
1967 //-------------------------------------------------------------------------------------------------
1977 const int ExecRestatementReason_MARKET(8);
1980 const int ExecRestatementReason_PEG_REFRESH(11);
1981 const int ExecRestatementReason_OTHER(99);
1982 const size_t ExecRestatementReason_realm_els(13);
1983 //-------------------------------------------------------------------------------------------------
1985 //-------------------------------------------------------------------------------------------------
1987 const int BusinessRejectReason_OTHER(0);
1988 const int BusinessRejectReason_UNKNOWN_ID(1);
1996 const size_t BusinessRejectReason_realm_els(9);
1997 //-------------------------------------------------------------------------------------------------
1999 //-------------------------------------------------------------------------------------------------
2001 //-------------------------------------------------------------------------------------------------
2003 //-------------------------------------------------------------------------------------------------
2005 //-------------------------------------------------------------------------------------------------
2007 const char MsgDirection_RECEIVE('R');
2008 const char MsgDirection_SEND('S');
2009 const size_t MsgDirection_realm_els(2);
2010 //-------------------------------------------------------------------------------------------------
2012 //-------------------------------------------------------------------------------------------------
2014 //-------------------------------------------------------------------------------------------------
2022 const char DiscretionInst_RELATED_TO_VWAP('6');
2024 const size_t DiscretionInst_realm_els(8);
2025 //-------------------------------------------------------------------------------------------------
2027 //-------------------------------------------------------------------------------------------------
2029 //-------------------------------------------------------------------------------------------------
2031 //-------------------------------------------------------------------------------------------------
2033 //-------------------------------------------------------------------------------------------------
2035 //-------------------------------------------------------------------------------------------------
2037 const int BidType_NON_DISCLOSED_STYLE(1);
2038 const int BidType_DISCLOSED_SYTLE(2);
2039 const int BidType_NO_BIDDING_PROCESS(3);
2040 const size_t BidType_realm_els(3);
2041 //-------------------------------------------------------------------------------------------------
2043 //-------------------------------------------------------------------------------------------------
2045 //-------------------------------------------------------------------------------------------------
2047 //-------------------------------------------------------------------------------------------------
2049 //-------------------------------------------------------------------------------------------------
2051 const int BidDescriptorType_SECTOR(1);
2052 const int BidDescriptorType_COUNTRY(2);
2053 const int BidDescriptorType_INDEX(3);
2054 const size_t BidDescriptorType_realm_els(3);
2055 //-------------------------------------------------------------------------------------------------
2057 //-------------------------------------------------------------------------------------------------
2059 const int SideValueInd_SIDE_VALUE_1(1);
2060 const int SideValueInd_SIDE_VALUE_2(2);
2061 const size_t SideValueInd_realm_els(2);
2062 //-------------------------------------------------------------------------------------------------
2064 //-------------------------------------------------------------------------------------------------
2066 //-------------------------------------------------------------------------------------------------
2068 //-------------------------------------------------------------------------------------------------
2070 //-------------------------------------------------------------------------------------------------
2072 //-------------------------------------------------------------------------------------------------
2074 //-------------------------------------------------------------------------------------------------
2076 //-------------------------------------------------------------------------------------------------
2081 const int LiquidityIndType_OTHER(4);
2082 const size_t LiquidityIndType_realm_els(4);
2083 //-------------------------------------------------------------------------------------------------
2085 //-------------------------------------------------------------------------------------------------
2087 const char ExchangeForPhysical_NO('N');
2088 const char ExchangeForPhysical_YES('Y');
2089 const size_t ExchangeForPhysical_realm_els(2);
2090 //-------------------------------------------------------------------------------------------------
2092 //-------------------------------------------------------------------------------------------------
2094 //-------------------------------------------------------------------------------------------------
2099 const size_t ProgRptReqs_realm_els(3);
2100 //-------------------------------------------------------------------------------------------------
2102 //-------------------------------------------------------------------------------------------------
2104 const int IncTaxInd_NET(1);
2105 const int IncTaxInd_GROSS(2);
2106 const size_t IncTaxInd_realm_els(2);
2107 //-------------------------------------------------------------------------------------------------
2109 //-------------------------------------------------------------------------------------------------
2111 const char BidTradeType_AGENCY('A');
2112 const char BidTradeType_VWAP_GUARANTEE('G');
2113 const char BidTradeType_GUARANTEED_CLOSE('J');
2114 const char BidTradeType_RISK_TRADE('R');
2115 const size_t BidTradeType_realm_els(4);
2116 //-------------------------------------------------------------------------------------------------
2119 const char BasisPxType_CLOSING_PRICE('3');
2120 const char BasisPxType_CURRENT_PRICE('4');
2121 const char BasisPxType_SQ('5');
2122 const char BasisPxType_VWAP_THROUGH_A_DAY('6');
2128 const char BasisPxType_STRIKE('C');
2129 const char BasisPxType_OPEN('D');
2130 const char BasisPxType_OTHERS('Z');
2131 const size_t BasisPxType_realm_els(13);
2132 //-------------------------------------------------------------------------------------------------
2134 //-------------------------------------------------------------------------------------------------
2136 //-------------------------------------------------------------------------------------------------
2138 //-------------------------------------------------------------------------------------------------
2140 const int PriceType_PERCENTAGE(1);
2141 const int PriceType_PER_UNIT(2);
2142 const int PriceType_FIXED_AMOUNT(3);
2143 const int PriceType_DISCOUNT(4);
2144 const int PriceType_PREMIUM(5);
2145 const int PriceType_SPREAD(6);
2146 const int PriceType_TED_PRICE(7);
2147 const int PriceType_TED_YIELD(8);
2148 const int PriceType_YIELD(9);
2151 const int PriceType_PRODUCT_TICKS_IN_HALFS(13);
2153 const int PriceType_PRODUCT_TICKS_IN_EIGHTS(15);
2158 const size_t PriceType_realm_els(18);
2159 //-------------------------------------------------------------------------------------------------
2161 //-------------------------------------------------------------------------------------------------
2163 //-------------------------------------------------------------------------------------------------
2165 //-------------------------------------------------------------------------------------------------
2170 const size_t GTBookingInst_realm_els(3);
2171 //-------------------------------------------------------------------------------------------------
2173 //-------------------------------------------------------------------------------------------------
2175 const int ListStatusType_ACK(1);
2176 const int ListStatusType_RESPONSE(2);
2177 const int ListStatusType_TIMED(3);
2178 const int ListStatusType_EXEC_STARTED(4);
2179 const int ListStatusType_ALL_DONE(5);
2180 const int ListStatusType_ALERT(6);
2181 const size_t ListStatusType_realm_els(6);
2182 //-------------------------------------------------------------------------------------------------
2184 const int NetGrossInd_NET(1);
2185 const int NetGrossInd_GROSS(2);
2186 const size_t NetGrossInd_realm_els(2);
2187 //-------------------------------------------------------------------------------------------------
2191 const int ListOrderStatus_EXECUTING(3);
2192 const int ListOrderStatus_CANCELLING(4);
2193 const int ListOrderStatus_ALERT(5);
2194 const int ListOrderStatus_ALL_DONE(6);
2195 const int ListOrderStatus_REJECT(7);
2196 const size_t ListOrderStatus_realm_els(7);
2197 //-------------------------------------------------------------------------------------------------
2199 //-------------------------------------------------------------------------------------------------
2201 const char ListExecInstType_IMMEDIATE('1');
2206 const size_t ListExecInstType_realm_els(5);
2207 //-------------------------------------------------------------------------------------------------
2211 const size_t CxlRejResponseTo_realm_els(2);
2212 //-------------------------------------------------------------------------------------------------
2214 //-------------------------------------------------------------------------------------------------
2216 //-------------------------------------------------------------------------------------------------
2218 //-------------------------------------------------------------------------------------------------
2220 //-------------------------------------------------------------------------------------------------
2222 //-------------------------------------------------------------------------------------------------
2227 const size_t MultiLegReportingType_realm_els(3);
2228 //-------------------------------------------------------------------------------------------------
2230 //-------------------------------------------------------------------------------------------------
2232 //-------------------------------------------------------------------------------------------------
2234 //-------------------------------------------------------------------------------------------------
2236 //-------------------------------------------------------------------------------------------------
2238 const char PartyIDSource_KOREAN_INVESTOR_ID('1');
2240 const char PartyIDSource_TAIWANESE_TRADING_ACCT('3');
2242 const char PartyIDSource_CHINESE_INVESTOR_ID('5');
2248 const char PartyIDSource_BIC('B');
2250 const char PartyIDSource_PROPRIETARY('D');
2251 const char PartyIDSource_ISO_COUNTRY_CODE('E');
2253 const char PartyIDSource_MIC('G');
2256 const size_t PartyIDSource_realm_els(18);
2257 //-------------------------------------------------------------------------------------------------
2259 //-------------------------------------------------------------------------------------------------
2261 //-------------------------------------------------------------------------------------------------
2263 const int PartyRole_EXECUTING_FIRM(1);
2264 const int PartyRole_BROKER_OF_CREDIT(2);
2265 const int PartyRole_CLIENT_ID(3);
2266 const int PartyRole_CLEARING_FIRM(4);
2267 const int PartyRole_INVESTOR_ID(5);
2268 const int PartyRole_INTRODUCING_FIRM(6);
2269 const int PartyRole_ENTERING_FIRM(7);
2270 const int PartyRole_LOCATE(8);
2272 const int PartyRole_SETTLEMENT_LOCATION(10);
2274 const int PartyRole_EXECUTING_TRADER(12);
2275 const int PartyRole_ORDER_ORIGINATION_FIRM(13);
2276 const int PartyRole_GIVEUP_CLEARING_FIRM(14);
2278 const int PartyRole_EXECUTING_SYSTEM(16);
2279 const int PartyRole_CONTRA_FIRM(17);
2280 const int PartyRole_CONTRA_CLEARING_FIRM(18);
2281 const int PartyRole_SPONSORING_FIRM(19);
2282 const int PartyRole_UNDERLYING_CONTRA_FIRM(20);
2283 const int PartyRole_CLEARING_ORGANIZATION(21);
2284 const int PartyRole_EXCHANGE(22);
2285 const int PartyRole_CUSTOMER_ACCOUNT(24);
2287 const int PartyRole_CORRESPONDENT_BROKER(26);
2288 const int PartyRole_BUYER_SELLER(27);
2289 const int PartyRole_CUSTODIAN(28);
2290 const int PartyRole_INTERMEDIARY(29);
2291 const int PartyRole_AGENT(30);
2292 const int PartyRole_SUB_CUSTODIAN(31);
2293 const int PartyRole_BENEFICIARY(32);
2294 const int PartyRole_INTERESTED_PARTY(33);
2295 const int PartyRole_REGULATORY_BODY(34);
2296 const int PartyRole_LIQUIDITY_PROVIDER(35);
2297 const int PartyRole_ENTERING_TRADER(36);
2298 const int PartyRole_CONTRA_TRADER(37);
2299 const int PartyRole_POSITION_ACCOUNT(38);
2300 const int PartyRole_CONTRA_INVESTOR_ID(39);
2301 const int PartyRole_TRANSFER_TO_FIRM(40);
2302 const int PartyRole_CONTRA_POSITION_ACCOUNT(41);
2303 const int PartyRole_CONTRA_EXCHANGE(42);
2304 const int PartyRole_INTERNAL_CARRY_ACCOUNT(43);
2305 const int PartyRole_ORDER_ENTRY_OPERATOR_ID(44);
2307 const int PartyRole_FOREIGN_FIRM(46);
2309 const int PartyRole_CLAIMING_ACCOUNT(48);
2310 const int PartyRole_ASSET_MANAGER(49);
2311 const int PartyRole_PLEDGOR_ACCOUNT(50);
2312 const int PartyRole_PLEDGEE_ACCOUNT(51);
2314 const int PartyRole_TRADER_MNEMONIC(53);
2315 const int PartyRole_SENDER_LOCATION(54);
2316 const int PartyRole_SESSION_ID(55);
2317 const int PartyRole_ACCEPTABLE_COUNTERPARTY(56);
2319 const int PartyRole_ENTERING_UNIT(58);
2320 const int PartyRole_EXECUTING_UNIT(59);
2321 const int PartyRole_INTRODUCING_BROKER(60);
2322 const int PartyRole_QUOTE_ORIGINATOR(61);
2323 const int PartyRole_REPORT_ORIGINATOR(62);
2324 const int PartyRole_SYSTEMATIC_INTERNALISER(63);
2326 const int PartyRole_REGULATED_MARKET(65);
2327 const int PartyRole_MARKET_MAKER(66);
2328 const int PartyRole_INVESTMENT_FIRM(67);
2333 const int PartyRole_REPORTING_INTERMEDIARY(72);
2334 const int PartyRole_EXECUTION_VENUE(73);
2336 const int PartyRole_LOCATION_ID(75);
2337 const int PartyRole_DESK_ID(76);
2338 const int PartyRole_MARKET_DATA_MARKET(77);
2339 const int PartyRole_ALLOCATION_ENTITY(78);
2341 const int PartyRole_STEP_OUT_FIRM(80);
2342 const int PartyRole_BROKERCLEARINGID(81);
2344 const int PartyRole_CLEARING_ACCOUNT(83);
2347 const size_t PartyRole_realm_els(84);
2348 //-------------------------------------------------------------------------------------------------
2350 //-------------------------------------------------------------------------------------------------
2352 //-------------------------------------------------------------------------------------------------
2354 //-------------------------------------------------------------------------------------------------
2356 //-------------------------------------------------------------------------------------------------
2358 //-------------------------------------------------------------------------------------------------
2360 //-------------------------------------------------------------------------------------------------
2362 //-------------------------------------------------------------------------------------------------
2364 const int Product_AGENCY(1);
2365 const int Product_COMMODITY(2);
2366 const int Product_CORPORATE(3);
2367 const int Product_CURRENCY(4);
2368 const int Product_EQUITY(5);
2369 const int Product_GOVERNMENT(6);
2370 const int Product_INDEX(7);
2371 const int Product_LOAN(8);
2372 const int Product_MONEYMARKET(9);
2373 const int Product_MORTGAGE(10);
2374 const int Product_MUNICIPAL(11);
2375 const int Product_OTHER(12);
2376 const int Product_FINANCING(13);
2377 const size_t Product_realm_els(13);
2378 //-------------------------------------------------------------------------------------------------
2380 //-------------------------------------------------------------------------------------------------
2382 //-------------------------------------------------------------------------------------------------
2384 //-------------------------------------------------------------------------------------------------
2386 //-------------------------------------------------------------------------------------------------
2388 //-------------------------------------------------------------------------------------------------
2390 //-------------------------------------------------------------------------------------------------
2392 const char RoundingDirection_ROUND_TO_NEAREST('0');
2393 const char RoundingDirection_ROUND_DOWN('1');
2394 const char RoundingDirection_ROUND_UP('2');
2395 const size_t RoundingDirection_realm_els(3);
2396 //-------------------------------------------------------------------------------------------------
2398 //-------------------------------------------------------------------------------------------------
2400 //-------------------------------------------------------------------------------------------------
2402 //-------------------------------------------------------------------------------------------------
2404 //-------------------------------------------------------------------------------------------------
2406 //-------------------------------------------------------------------------------------------------
2408 //-------------------------------------------------------------------------------------------------
2410 //-------------------------------------------------------------------------------------------------
2412 //-------------------------------------------------------------------------------------------------
2414 const int DistribPaymentMethod_CREST(1);
2415 const int DistribPaymentMethod_NSCC(2);
2416 const int DistribPaymentMethod_EUROCLEAR(3);
2418 const int DistribPaymentMethod_CHEQUE(5);
2420 const int DistribPaymentMethod_FED_WIRE(7);
2422 const int DistribPaymentMethod_ACH_CREDIT(9);
2423 const int DistribPaymentMethod_BPAY(10);
2426 const size_t DistribPaymentMethod_realm_els(12);
2427 //-------------------------------------------------------------------------------------------------
2429 //-------------------------------------------------------------------------------------------------
2431 //-------------------------------------------------------------------------------------------------
2433 const char CancellationRights_NO_M('M');
2434 const char CancellationRights_NO_N('N');
2435 const char CancellationRights_NO_O('O');
2436 const char CancellationRights_YES('Y');
2437 const size_t CancellationRights_realm_els(4);
2438 //-------------------------------------------------------------------------------------------------
2440 const char MoneyLaunderingStatus_EXEMPT_1('1');
2441 const char MoneyLaunderingStatus_EXEMPT_2('2');
2442 const char MoneyLaunderingStatus_EXEMPT_3('3');
2443 const char MoneyLaunderingStatus_NOT_CHECKED('N');
2444 const char MoneyLaunderingStatus_PASSED('Y');
2445 const size_t MoneyLaunderingStatus_realm_els(5);
2446 //-------------------------------------------------------------------------------------------------
2448 //-------------------------------------------------------------------------------------------------
2450 //-------------------------------------------------------------------------------------------------
2452 const char ExecPriceType_BID_PRICE('B');
2453 const char ExecPriceType_CREATION_PRICE('C');
2456 const char ExecPriceType_OFFER_PRICE('O');
2459 const char ExecPriceType_SINGLE_PRICE('S');
2460 const size_t ExecPriceType_realm_els(8);
2461 //-------------------------------------------------------------------------------------------------
2463 //-------------------------------------------------------------------------------------------------
2465 //-------------------------------------------------------------------------------------------------
2467 const int TradeReportTransType_NEW(0);
2468 const int TradeReportTransType_CANCEL(1);
2469 const int TradeReportTransType_REPLACE(2);
2470 const int TradeReportTransType_RELEASE(3);
2471 const int TradeReportTransType_REVERSE(4);
2473 const size_t TradeReportTransType_realm_els(6);
2474 //-------------------------------------------------------------------------------------------------
2476 //-------------------------------------------------------------------------------------------------
2478 //-------------------------------------------------------------------------------------------------
2480 //-------------------------------------------------------------------------------------------------
2482 //-------------------------------------------------------------------------------------------------
2484 const int PaymentMethod_CREST(1);
2485 const int PaymentMethod_NSCC(2);
2486 const int PaymentMethod_EUROCLEAR(3);
2487 const int PaymentMethod_CLEARSTREAM(4);
2488 const int PaymentMethod_CHEQUE(5);
2490 const int PaymentMethod_FED_WIRE(7);
2491 const int PaymentMethod_DEBIT_CARD(8);
2492 const int PaymentMethod_DIRECT_DEBIT(9);
2493 const int PaymentMethod_DIRECT_CREDIT(10);
2494 const int PaymentMethod_CREDIT_CARD(11);
2495 const int PaymentMethod_ACH_DEBIT(12);
2496 const int PaymentMethod_ACH_CREDIT(13);
2497 const int PaymentMethod_BPAY(14);
2499 const size_t PaymentMethod_realm_els(15);
2500 //-------------------------------------------------------------------------------------------------
2502 //-------------------------------------------------------------------------------------------------
2504 //-------------------------------------------------------------------------------------------------
2507 const int TaxAdvantageType_MAXI_ISA(1);
2508 const int TaxAdvantageType_TESSA(2);
2509 const int TaxAdvantageType_MINI_CASH_ISA(3);
2514 const int TaxAdvantageType_ASSET_TRANSFER(8);
2515 const int TaxAdvantageType_EMPLOYEE_9(9);
2516 const int TaxAdvantageType_EMPLOYEE_10(10);
2517 const int TaxAdvantageType_EMPLOYER_11(11);
2518 const int TaxAdvantageType_EMPLOYER_12(12);
2524 const int TaxAdvantageType_KEOGH(18);
2526 const int TaxAdvantageType_401(20);
2528 const int TaxAdvantageType_403(22);
2529 const int TaxAdvantageType_457(23);
2530 const int TaxAdvantageType_ROTH_IRA_24(24);
2531 const int TaxAdvantageType_ROTH_IRA_25(25);
2534 const int TaxAdvantageType_EDUCATION_IRA_28(28);
2535 const int TaxAdvantageType_EDUCATION_IRA_29(29);
2536 const int TaxAdvantageType_OTHER(999);
2537 const size_t TaxAdvantageType_realm_els(31);
2538 //-------------------------------------------------------------------------------------------------
2540 //-------------------------------------------------------------------------------------------------
2542 const char FundRenewWaiv_NO('N');
2543 const char FundRenewWaiv_YES('Y');
2544 const size_t FundRenewWaiv_realm_els(2);
2545 //-------------------------------------------------------------------------------------------------
2547 //-------------------------------------------------------------------------------------------------
2549 //-------------------------------------------------------------------------------------------------
2551 //-------------------------------------------------------------------------------------------------
2553 //-------------------------------------------------------------------------------------------------
2555 //-------------------------------------------------------------------------------------------------
2557 //-------------------------------------------------------------------------------------------------
2559 //-------------------------------------------------------------------------------------------------
2561 //-------------------------------------------------------------------------------------------------
2563 const char RegistStatus_ACCEPTED('A');
2564 const char RegistStatus_HELD('H');
2565 const char RegistStatus_REMINDER('N');
2566 const char RegistStatus_REJECTED('R');
2567 const size_t RegistStatus_realm_els(4);
2568 //-------------------------------------------------------------------------------------------------
2588 const int RegistRejReasonCode_OTHER(99);
2589 const size_t RegistRejReasonCode_realm_els(19);
2590 //-------------------------------------------------------------------------------------------------
2592 //-------------------------------------------------------------------------------------------------
2594 //-------------------------------------------------------------------------------------------------
2596 //-------------------------------------------------------------------------------------------------
2598 //-------------------------------------------------------------------------------------------------
2600 //-------------------------------------------------------------------------------------------------
2602 //-------------------------------------------------------------------------------------------------
2604 const char RegistTransType_NEW('0');
2605 const char RegistTransType_REPLACE('1');
2606 const char RegistTransType_CANCEL('2');
2607 const size_t RegistTransType_realm_els(3);
2608 //-------------------------------------------------------------------------------------------------
2610 //-------------------------------------------------------------------------------------------------
2612 //-------------------------------------------------------------------------------------------------
2614 const char OwnershipType_JOINT_TRUSTEES('2');
2615 const char OwnershipType_JOINT_INVESTORS('J');
2616 const char OwnershipType_TENANTS_IN_COMMON('T');
2617 const size_t OwnershipType_realm_els(3);
2618 //-------------------------------------------------------------------------------------------------
2620 //-------------------------------------------------------------------------------------------------
2622 const int ContAmtType_COMMISSION_AMOUNT(1);
2623 const int ContAmtType_COMMISSION_PERCENT(2);
2626 const int ContAmtType_DISCOUNT_AMOUNT(5);
2627 const int ContAmtType_DISCOUNT_PERCENT(6);
2630 const int ContAmtType_EXIT_CHARGE_AMOUNT(9);
2631 const int ContAmtType_EXIT_CHARGE_PERCENT(10);
2633 const int ContAmtType_PROJECTED_FUND_VALUE(12);
2636 const int ContAmtType_NET_SETTLEMENT_AMOUNT(15);
2637 const size_t ContAmtType_realm_els(15);
2638 //-------------------------------------------------------------------------------------------------
2640 //-------------------------------------------------------------------------------------------------
2642 //-------------------------------------------------------------------------------------------------
2644 const int OwnerType_INDIVIDUAL_INVESTOR(1);
2645 const int OwnerType_PUBLIC_COMPANY(2);
2646 const int OwnerType_PRIVATE_COMPANY(3);
2647 const int OwnerType_INDIVIDUAL_TRUSTEE(4);
2648 const int OwnerType_COMPANY_TRUSTEE(5);
2649 const int OwnerType_PENSION_PLAN(6);
2651 const int OwnerType_TRUSTS(8);
2652 const int OwnerType_FIDUCIARIES(9);
2653 const int OwnerType_NETWORKING_SUB_ACCOUNT(10);
2654 const int OwnerType_NON_PROFIT_ORGANIZATION(11);
2655 const int OwnerType_CORPORATE_BODY(12);
2656 const int OwnerType_NOMINEE(13);
2657 const size_t OwnerType_realm_els(13);
2658 //-------------------------------------------------------------------------------------------------
2660 //-------------------------------------------------------------------------------------------------
2662 //-------------------------------------------------------------------------------------------------
2664 //-------------------------------------------------------------------------------------------------
2666 //-------------------------------------------------------------------------------------------------
2668 //-------------------------------------------------------------------------------------------------
2670 const char OrderCapacity_AGENCY('A');
2671 const char OrderCapacity_PROPRIETARY('G');
2672 const char OrderCapacity_INDIVIDUAL('I');
2673 const char OrderCapacity_PRINCIPAL('P');
2674 const char OrderCapacity_RISKLESS_PRINCIPAL('R');
2675 const char OrderCapacity_AGENT_FOR_OTHER_MEMBER('W');
2676 const size_t OrderCapacity_realm_els(6);
2677 //-------------------------------------------------------------------------------------------------
2694 const size_t OrderRestrictions_realm_els(15);
2695 //-------------------------------------------------------------------------------------------------
2709 const size_t MassCancelRequestType_realm_els(12);
2710 //-------------------------------------------------------------------------------------------------
2719 const char MassCancelResponse_CANCEL_ALL_ORDERS('7');
2725 const size_t MassCancelResponse_realm_els(13);
2726 //-------------------------------------------------------------------------------------------------
2740 const int MassCancelRejectReason_OTHER(99);
2741 const size_t MassCancelRejectReason_realm_els(13);
2742 //-------------------------------------------------------------------------------------------------
2744 //-------------------------------------------------------------------------------------------------
2746 //-------------------------------------------------------------------------------------------------
2748 //-------------------------------------------------------------------------------------------------
2750 //-------------------------------------------------------------------------------------------------
2752 const int QuoteType_INDICATIVE(0);
2753 const int QuoteType_TRADEABLE(1);
2754 const int QuoteType_RESTRICTED_TRADEABLE(2);
2755 const int QuoteType_COUNTER(3);
2756 const size_t QuoteType_realm_els(4);
2757 //-------------------------------------------------------------------------------------------------
2759 //-------------------------------------------------------------------------------------------------
2761 //-------------------------------------------------------------------------------------------------
2763 //-------------------------------------------------------------------------------------------------
2765 //-------------------------------------------------------------------------------------------------
2767 //-------------------------------------------------------------------------------------------------
2769 //-------------------------------------------------------------------------------------------------
2771 const char CashMargin_CASH('1');
2772 const char CashMargin_MARGIN_OPEN('2');
2773 const char CashMargin_MARGIN_CLOSE('3');
2774 const size_t CashMargin_realm_els(3);
2775 //-------------------------------------------------------------------------------------------------
2777 //-------------------------------------------------------------------------------------------------
2779 const f8String Scope_LOCAL_MARKET("1");
2780 const f8String Scope_NATIONAL("2");
2781 const f8String Scope_GLOBAL("3");
2782 const size_t Scope_realm_els(3);
2783 //-------------------------------------------------------------------------------------------------
2785 const char MDImplicitDelete_NO('N');
2786 const char MDImplicitDelete_YES('Y');
2787 const size_t MDImplicitDelete_realm_els(2);
2788 //-------------------------------------------------------------------------------------------------
2790 //-------------------------------------------------------------------------------------------------
2792 const int CrossType_CROSS_AON(1);
2793 const int CrossType_CROSS_IOC(2);
2794 const int CrossType_CROSS_ONE_SIDE(3);
2795 const int CrossType_CROSS_SAME_PRICE(4);
2796 const size_t CrossType_realm_els(4);
2797 //-------------------------------------------------------------------------------------------------
2799 const int CrossPrioritization_NONE(0);
2802 const size_t CrossPrioritization_realm_els(3);
2803 //-------------------------------------------------------------------------------------------------
2805 //-------------------------------------------------------------------------------------------------
2807 const int NoSides_ONE_SIDE(1);
2808 const int NoSides_BOTH_SIDES(2);
2809 const size_t NoSides_realm_els(2);
2810 //-------------------------------------------------------------------------------------------------
2812 //-------------------------------------------------------------------------------------------------
2814 //-------------------------------------------------------------------------------------------------
2816 //-------------------------------------------------------------------------------------------------
2818 //-------------------------------------------------------------------------------------------------
2820 //-------------------------------------------------------------------------------------------------
2822 //-------------------------------------------------------------------------------------------------
2824 const int SecurityListRequestType_SYMBOL(0);
2826 const int SecurityListRequestType_PRODUCT(2);
2830 const size_t SecurityListRequestType_realm_els(6);
2831 //-------------------------------------------------------------------------------------------------
2839 const size_t SecurityRequestResult_realm_els(6);
2840 //-------------------------------------------------------------------------------------------------
2842 //-------------------------------------------------------------------------------------------------
2844 //-------------------------------------------------------------------------------------------------
2849 const size_t MultiLegRptTypeReq_realm_els(3);
2850 //-------------------------------------------------------------------------------------------------
2852 //-------------------------------------------------------------------------------------------------
2854 //-------------------------------------------------------------------------------------------------
2856 //-------------------------------------------------------------------------------------------------
2859 const int TradSesStatusRejReason_OTHER(99);
2860 const size_t TradSesStatusRejReason_realm_els(2);
2861 //-------------------------------------------------------------------------------------------------
2863 //-------------------------------------------------------------------------------------------------
2865 const int TradeRequestType_ALL_TRADES(0);
2870 const size_t TradeRequestType_realm_els(5);
2871 //-------------------------------------------------------------------------------------------------
2873 const char PreviouslyReported_NO('N');
2874 const char PreviouslyReported_YES('Y');
2875 const size_t PreviouslyReported_realm_els(2);
2876 //-------------------------------------------------------------------------------------------------
2878 //-------------------------------------------------------------------------------------------------
2880 //-------------------------------------------------------------------------------------------------
2884 const char MatchStatus_ADVISORY_OR_ALERT('2');
2885 const size_t MatchStatus_realm_els(3);
2886 //-------------------------------------------------------------------------------------------------
2891 const f8String MatchType_AUTO_MATCH("4");
2894 const f8String MatchType_CALL_AUCTION("7");
2907 const f8String MatchType_ACT_M6_MATCH("M6");
2914 const size_t MatchType_realm_els(26);
2915 //-------------------------------------------------------------------------------------------------
2917 const char OddLot_NO('N');
2918 const char OddLot_YES('Y');
2919 const size_t OddLot_realm_els(2);
2920 //-------------------------------------------------------------------------------------------------
2922 //-------------------------------------------------------------------------------------------------
2927 const int ClearingInstruction_EX_CLEARING(3);
2932 const int ClearingInstruction_MANUAL_MODE(8);
2937 const int ClearingInstruction_SELF_CLEARING(13);
2938 const size_t ClearingInstruction_realm_els(14);
2939 //-------------------------------------------------------------------------------------------------
2941 //-------------------------------------------------------------------------------------------------
2943 //-------------------------------------------------------------------------------------------------
2945 //-------------------------------------------------------------------------------------------------
2949 const int AccountType_HOUSE_TRADER(3);
2950 const int AccountType_FLOOR_TRADER(4);
2954 const size_t AccountType_realm_els(7);
2955 //-------------------------------------------------------------------------------------------------
2960 const int CustOrderCapacity_ALL_OTHER(4);
2961 const size_t CustOrderCapacity_realm_els(4);
2962 //-------------------------------------------------------------------------------------------------
2964 //-------------------------------------------------------------------------------------------------
2966 //-------------------------------------------------------------------------------------------------
2978 const size_t MassStatusReqType_realm_els(10);
2979 //-------------------------------------------------------------------------------------------------
2981 //-------------------------------------------------------------------------------------------------
2983 //-------------------------------------------------------------------------------------------------
2985 //-------------------------------------------------------------------------------------------------
2989 const char DayBookingInst_ACCUMULATE('2');
2990 const size_t DayBookingInst_realm_els(3);
2991 //-------------------------------------------------------------------------------------------------
2996 const size_t BookingUnit_realm_els(3);
2997 //-------------------------------------------------------------------------------------------------
2999 const char PreallocMethod_PRO_RATA('0');
3000 const char PreallocMethod_DO_NOT_PRO_RATA('1');
3001 const size_t PreallocMethod_realm_els(2);
3002 //-------------------------------------------------------------------------------------------------
3004 //-------------------------------------------------------------------------------------------------
3006 //-------------------------------------------------------------------------------------------------
3008 //-------------------------------------------------------------------------------------------------
3010 //-------------------------------------------------------------------------------------------------
3012 //-------------------------------------------------------------------------------------------------
3014 //-------------------------------------------------------------------------------------------------
3016 //-------------------------------------------------------------------------------------------------
3018 //-------------------------------------------------------------------------------------------------
3020 //-------------------------------------------------------------------------------------------------
3022 //-------------------------------------------------------------------------------------------------
3024 //-------------------------------------------------------------------------------------------------
3026 //-------------------------------------------------------------------------------------------------
3028 //-------------------------------------------------------------------------------------------------
3030 //-------------------------------------------------------------------------------------------------
3032 //-------------------------------------------------------------------------------------------------
3034 //-------------------------------------------------------------------------------------------------
3036 //-------------------------------------------------------------------------------------------------
3038 //-------------------------------------------------------------------------------------------------
3040 //-------------------------------------------------------------------------------------------------
3042 //-------------------------------------------------------------------------------------------------
3044 //-------------------------------------------------------------------------------------------------
3046 //-------------------------------------------------------------------------------------------------
3048 //-------------------------------------------------------------------------------------------------
3050 //-------------------------------------------------------------------------------------------------
3052 //-------------------------------------------------------------------------------------------------
3054 //-------------------------------------------------------------------------------------------------
3056 //-------------------------------------------------------------------------------------------------
3058 //-------------------------------------------------------------------------------------------------
3060 //-------------------------------------------------------------------------------------------------
3062 //-------------------------------------------------------------------------------------------------
3064 //-------------------------------------------------------------------------------------------------
3066 //-------------------------------------------------------------------------------------------------
3068 //-------------------------------------------------------------------------------------------------
3072 const f8String TradingSessionSubID_3("3");
3077 const size_t TradingSessionSubID_realm_els(7);
3078 //-------------------------------------------------------------------------------------------------
3080 const int AllocType_CALCULATED(1);
3081 const int AllocType_PRELIMINARY(2);
3084 const int AllocType_READY_TO_BOOK(5);
3085 const int AllocType_BUYSIDE_READY_TO_BOOK(6);
3086 const int AllocType_WAREHOUSE_INSTRUCTION(7);
3088 const int AllocType_ACCEPT(9);
3089 const int AllocType_REJECT(10);
3090 const int AllocType_ACCEPT_PENDING(11);
3091 const int AllocType_INCOMPLETE_GROUP(12);
3092 const int AllocType_COMPLETE_GROUP(13);
3093 const int AllocType_REVERSAL_PENDING(14);
3094 const size_t AllocType_realm_els(14);
3095 //-------------------------------------------------------------------------------------------------
3097 //-------------------------------------------------------------------------------------------------
3099 //-------------------------------------------------------------------------------------------------
3101 //-------------------------------------------------------------------------------------------------
3103 //-------------------------------------------------------------------------------------------------
3105 //-------------------------------------------------------------------------------------------------
3107 //-------------------------------------------------------------------------------------------------
3109 //-------------------------------------------------------------------------------------------------
3111 //-------------------------------------------------------------------------------------------------
3127 const size_t ClearingFeeIndicator_realm_els(14);
3128 //-------------------------------------------------------------------------------------------------
3130 const char WorkingIndicator_NO('N');
3131 const char WorkingIndicator_YES('Y');
3132 const size_t WorkingIndicator_realm_els(2);
3133 //-------------------------------------------------------------------------------------------------
3135 //-------------------------------------------------------------------------------------------------
3139 const size_t PriorityIndicator_realm_els(2);
3140 //-------------------------------------------------------------------------------------------------
3142 //-------------------------------------------------------------------------------------------------
3144 //-------------------------------------------------------------------------------------------------
3146 //-------------------------------------------------------------------------------------------------
3148 //-------------------------------------------------------------------------------------------------
3150 //-------------------------------------------------------------------------------------------------
3152 //-------------------------------------------------------------------------------------------------
3154 //-------------------------------------------------------------------------------------------------
3156 //-------------------------------------------------------------------------------------------------
3158 //-------------------------------------------------------------------------------------------------
3160 //-------------------------------------------------------------------------------------------------
3162 //-------------------------------------------------------------------------------------------------
3164 const char LegalConfirm_NO('N');
3165 const char LegalConfirm_YES('Y');
3166 const size_t LegalConfirm_realm_els(2);
3167 //-------------------------------------------------------------------------------------------------
3169 //-------------------------------------------------------------------------------------------------
3171 //-------------------------------------------------------------------------------------------------
3173 //-------------------------------------------------------------------------------------------------
3175 //-------------------------------------------------------------------------------------------------
3177 //-------------------------------------------------------------------------------------------------
3179 //-------------------------------------------------------------------------------------------------
3190 const int QuoteRequestRejectReason_PASS(10);
3192 const int QuoteRequestRejectReason_OTHER(99);
3193 const size_t QuoteRequestRejectReason_realm_els(12);
3194 //-------------------------------------------------------------------------------------------------
3196 //-------------------------------------------------------------------------------------------------
3198 const int AcctIDSource_BIC(1);
3199 const int AcctIDSource_SID_CODE(2);
3200 const int AcctIDSource_TFM(3);
3201 const int AcctIDSource_OMGEO(4);
3202 const int AcctIDSource_DTCC_CODE(5);
3203 const int AcctIDSource_OTHER(99);
3204 const size_t AcctIDSource_realm_els(6);
3205 //-------------------------------------------------------------------------------------------------
3207 //-------------------------------------------------------------------------------------------------
3209 //-------------------------------------------------------------------------------------------------
3211 //-------------------------------------------------------------------------------------------------
3213 //-------------------------------------------------------------------------------------------------
3215 const int ConfirmStatus_RECEIVED(1);
3218 const int ConfirmStatus_CONFIRMED(4);
3219 const int ConfirmStatus_REQUEST_REJECTED(5);
3220 const size_t ConfirmStatus_realm_els(5);
3221 //-------------------------------------------------------------------------------------------------
3223 const int ConfirmTransType_NEW(0);
3224 const int ConfirmTransType_REPLACE(1);
3225 const int ConfirmTransType_CANCEL(2);
3226 const size_t ConfirmTransType_realm_els(3);
3227 //-------------------------------------------------------------------------------------------------
3229 //-------------------------------------------------------------------------------------------------
3231 const int DeliveryForm_BOOK_ENTRY(1);
3232 const int DeliveryForm_BEARER(2);
3233 const size_t DeliveryForm_realm_els(2);
3234 //-------------------------------------------------------------------------------------------------
3236 //-------------------------------------------------------------------------------------------------
3238 //-------------------------------------------------------------------------------------------------
3240 //-------------------------------------------------------------------------------------------------
3242 //-------------------------------------------------------------------------------------------------
3244 //-------------------------------------------------------------------------------------------------
3246 //-------------------------------------------------------------------------------------------------
3248 //-------------------------------------------------------------------------------------------------
3250 //-------------------------------------------------------------------------------------------------
3252 //-------------------------------------------------------------------------------------------------
3254 //-------------------------------------------------------------------------------------------------
3256 //-------------------------------------------------------------------------------------------------
3258 //-------------------------------------------------------------------------------------------------
3260 //-------------------------------------------------------------------------------------------------
3262 //-------------------------------------------------------------------------------------------------
3264 //-------------------------------------------------------------------------------------------------
3266 //-------------------------------------------------------------------------------------------------
3268 //-------------------------------------------------------------------------------------------------
3270 //-------------------------------------------------------------------------------------------------
3272 //-------------------------------------------------------------------------------------------------
3274 //-------------------------------------------------------------------------------------------------
3276 //-------------------------------------------------------------------------------------------------
3278 const int LegSwapType_PAR_FOR_PAR(1);
3279 const int LegSwapType_MODIFIED_DURATION(2);
3280 const int LegSwapType_RISK(4);
3281 const int LegSwapType_PROCEEDS(5);
3282 const size_t LegSwapType_realm_els(4);
3283 //-------------------------------------------------------------------------------------------------
3285 //-------------------------------------------------------------------------------------------------
3287 const int QuotePriceType_PERCENT(1);
3288 const int QuotePriceType_PER_SHARE(2);
3289 const int QuotePriceType_FIXED_AMOUNT(3);
3290 const int QuotePriceType_DISCOUNT(4);
3291 const int QuotePriceType_PREMIUM(5);
3292 const int QuotePriceType_SPREAD(6);
3293 const int QuotePriceType_TED_PRICE(7);
3294 const int QuotePriceType_TED_YIELD(8);
3295 const int QuotePriceType_YIELD_SPREAD(9);
3296 const int QuotePriceType_YIELD(10);
3297 const size_t QuotePriceType_realm_els(10);
3298 //-------------------------------------------------------------------------------------------------
3300 //-------------------------------------------------------------------------------------------------
3302 const int QuoteRespType_HIT_LIFT(1);
3303 const int QuoteRespType_COUNTER(2);
3304 const int QuoteRespType_EXPIRED(3);
3305 const int QuoteRespType_COVER(4);
3306 const int QuoteRespType_DONE_AWAY(5);
3307 const int QuoteRespType_PASS(6);
3308 const int QuoteRespType_END_TRADE(7);
3309 const int QuoteRespType_TIMED_OUT(8);
3310 const size_t QuoteRespType_realm_els(8);
3311 //-------------------------------------------------------------------------------------------------
3313 //-------------------------------------------------------------------------------------------------
3315 //-------------------------------------------------------------------------------------------------
3317 //-------------------------------------------------------------------------------------------------
3319 //-------------------------------------------------------------------------------------------------
3321 //-------------------------------------------------------------------------------------------------
3323 //-------------------------------------------------------------------------------------------------
3325 //-------------------------------------------------------------------------------------------------
3327 //-------------------------------------------------------------------------------------------------
3331 const f8String PosType_AS_OF_TRADE_QTY("ASF");
3334 const f8String PosType_NET_DELTA_QTY("DLT");
3335 const f8String PosType_DELIVERY_QTY("DLV");
3340 const f8String PosType_END_OF_DAY_QTY("FIN");
3341 const f8String PosType_INTRA_SPREAD_QTY("IAS");
3342 const f8String PosType_INTER_SPREAD_QTY("IES");
3343 const f8String PosType_ADJUSTMENT_QTY("PA");
3344 const f8String PosType_PIT_TRADE_QTY("PIT");
3346 const f8String PosType_RECEIVE_QUANTITY("RCV");
3348 const f8String PosType_START_OF_DAY_QTY("SOD");
3349 const f8String PosType_INTEGRAL_SPLIT("SPL");
3356 const size_t PosType_realm_els(27);
3357 //-------------------------------------------------------------------------------------------------
3359 //-------------------------------------------------------------------------------------------------
3361 //-------------------------------------------------------------------------------------------------
3363 const int PosQtyStatus_SUBMITTED(0);
3364 const int PosQtyStatus_ACCEPTED(1);
3365 const int PosQtyStatus_REJECTED(2);
3366 const size_t PosQtyStatus_realm_els(3);
3367 //-------------------------------------------------------------------------------------------------
3371 const f8String PosAmtType_CASH_AMOUNT("CASH");
3374 const f8String PosAmtType_COUPON_AMOUNT("CPN");
3382 const f8String PosAmtType_PREMIUM_AMOUNT("PREM");
3387 const size_t PosAmtType_realm_els(18);
3388 //-------------------------------------------------------------------------------------------------
3390 //-------------------------------------------------------------------------------------------------
3392 const int PosTransType_EXERCISE(1);
3393 const int PosTransType_DO_NOT_EXERCISE(2);
3396 const int PosTransType_PLEDGE(5);
3398 const size_t PosTransType_realm_els(6);
3399 //-------------------------------------------------------------------------------------------------
3401 //-------------------------------------------------------------------------------------------------
3403 //-------------------------------------------------------------------------------------------------
3405 const int PosMaintAction_NEW(1);
3406 const int PosMaintAction_REPLACE(2);