fix8  version 1.4.0
Open Source C++ FIX Framework
Perf_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 *******************************************************************************************
22 * Special note for Fix8 compiler generated source code *
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 *
26 * links dynamically against an unmodified version of the Fix8 library. You are however *
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
35 WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. THE ENTIRE RISK AS TO
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
43 NOT LIMITED TO LOSS OF DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR
44 THIRD PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS), EVEN IF SUCH
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 Perf_types.hpp version 1.4.0 is out of date. Please regenerate with f8c.
53 #endif
54 //-------------------------------------------------------------------------------------------------
55 // Perf_types.hpp
56 //-------------------------------------------------------------------------------------------------
57 #ifndef FIX8_506572665F74797065732E687070_
58 #define FIX8_506572665F74797065732E687070_
59 
60 namespace FIX8 {
61 namespace TEX {
62 
63 //-------------------------------------------------------------------------------------------------
64 using Account = Field<f8String, 1>;
65 //-------------------------------------------------------------------------------------------------
66 using AvgPx = Field<price, 6>;
67 //-------------------------------------------------------------------------------------------------
68 using BeginSeqNo = Field<int, 7>;
69 //-------------------------------------------------------------------------------------------------
70 using BeginString = Field<f8String, 8>;
71 //-------------------------------------------------------------------------------------------------
72 using BodyLength = Field<int, 9>;
73 //-------------------------------------------------------------------------------------------------
74 using CheckSum = Field<f8String, 10>;
75 //-------------------------------------------------------------------------------------------------
76 using ClOrdID = Field<f8String, 11>;
77 //-------------------------------------------------------------------------------------------------
78 using Commission = Field<Amt, 12>;
79 //-------------------------------------------------------------------------------------------------
80 using CumQty = Field<Qty, 14>;
81 //-------------------------------------------------------------------------------------------------
82 using Currency = Field<currency, 15>;
83 //-------------------------------------------------------------------------------------------------
84 using EndSeqNo = Field<int, 16>;
85 //-------------------------------------------------------------------------------------------------
86 using ExecID = Field<f8String, 17>;
87 //-------------------------------------------------------------------------------------------------
88 using ExecInst = Field<MultipleStringValue, 18>;
90 const f8String ExecInst_NOT_HELD("1");
91 const f8String ExecInst_WORK("2");
92 const f8String ExecInst_GO_ALONG("3");
94 const f8String ExecInst_HELD("5");
99 const f8String ExecInst_NO_CROSS("A");
100 const f8String ExecInst_OK_TO_CROSS("B");
101 const f8String ExecInst_CALL_FIRST("C");
105 const f8String ExecInst_ALL_OR_NONE("G");
107 const f8String ExecInst_LAST_PEG("L");
110 const f8String ExecInst_OPENING_PEG("O");
111 const f8String ExecInst_MARKET_PEG("P");
112 const f8String ExecInst_PRIMARY_PEG("R");
113 const f8String ExecInst_SUSPEND("S");
116 const f8String ExecInst_NETTING("V");
117 const f8String ExecInst_PEG_TO_VWAP("W");
118 const size_t ExecInst_realm_els(29);
119 //-------------------------------------------------------------------------------------------------
120 using ExecRefID = Field<f8String, 19>;
121 //-------------------------------------------------------------------------------------------------
123 const char ExecTransType_NEW('0');
124 const char ExecTransType_CANCEL('1');
125 const char ExecTransType_CORRECT('2');
126 const char ExecTransType_STATUS('3');
127 const size_t ExecTransType_realm_els(4);
128 //-------------------------------------------------------------------------------------------------
129 using HandlInst = Field<char, 21>;
133 const size_t HandlInst_realm_els(3);
134 //-------------------------------------------------------------------------------------------------
136 const f8String IDSource_CUSIP("1");
137 const f8String IDSource_SEDOL("2");
138 const f8String IDSource_QUIK("3");
139 const f8String IDSource_ISIN_NUMBER("4");
140 const f8String IDSource_RIC_CODE("5");
145 const size_t IDSource_realm_els(9);
146 //-------------------------------------------------------------------------------------------------
147 // Last capacity
149 const char LastCapacity_AGENT('1');
150 const char LastCapacity_CROSS_AS_AGENT('2');
151 const char LastCapacity_CROSS_AS_PRINCIPAL('3');
152 const char LastCapacity_PRINCIPAL('4');
153 const size_t LastCapacity_realm_els(4);
154 //-------------------------------------------------------------------------------------------------
156 //-------------------------------------------------------------------------------------------------
157 // Last price
158 using LastPx = Field<price, 31>;
159 //-------------------------------------------------------------------------------------------------
161 //-------------------------------------------------------------------------------------------------
162 using MsgSeqNum = Field<int, 34>;
163 //-------------------------------------------------------------------------------------------------
165 const f8String MsgType_HEARTBEAT("0");
166 const f8String MsgType_TEST_REQUEST("1");
168 const f8String MsgType_REJECT("3");
170 const f8String MsgType_LOGOUT("5");
175 const f8String MsgType_LOGON("A");
176 const f8String MsgType_NEWS("B");
177 const f8String MsgType_EMAIL("C");
178 const f8String MsgType_ORDER_SINGLE("D");
179 const f8String MsgType_ORDER_LIST("E");
183 const f8String MsgType_ALLOCATION("J");
185 const f8String MsgType_LIST_EXECUTE("L");
187 const f8String MsgType_LIST_STATUS("N");
191 const f8String MsgType_QUOTE("S");
197 const f8String MsgType_QUOTE_CANCEL("Z");
206 const f8String MsgType_MASS_QUOTE("i");
208 const f8String MsgType_BID_REQUEST("k");
209 const f8String MsgType_BID_RESPONSE("l");
211 const size_t MsgType_realm_els(46);
212 //-------------------------------------------------------------------------------------------------
213 using NewSeqNo = Field<int, 36>;
214 //-------------------------------------------------------------------------------------------------
216 //-------------------------------------------------------------------------------------------------
217 using OrderQty = Field<Qty, 38>;
218 //-------------------------------------------------------------------------------------------------
219 using OrdStatus = Field<char, 39>;
220 const char OrdStatus_NEW('0');
221 const char OrdStatus_PARTIALLY_FILLED('1');
222 const char OrdStatus_FILLED('2');
223 const char OrdStatus_DONE_FOR_DAY('3');
224 const char OrdStatus_CANCELED('4');
225 const char OrdStatus_REPLACED('5');
226 const char OrdStatus_PENDING_CANCEL('6');
227 const char OrdStatus_STOPPED('7');
228 const char OrdStatus_REJECTED('8');
229 const char OrdStatus_SUSPENDED('9');
230 const char OrdStatus_PENDING_NEW('A');
231 const char OrdStatus_CALCULATED('B');
232 const char OrdStatus_EXPIRED('C');
233 const char OrdStatus_ACCEPTED_FOR_BIDDING('D');
234 const char OrdStatus_PENDING_REPLACE('E');
235 const size_t OrdStatus_realm_els(15);
236 //-------------------------------------------------------------------------------------------------
237 using OrdType = Field<char, 40>;
238 const char OrdType_MARKET('1');
239 const char OrdType_LIMIT('2');
240 const char OrdType_STOP('3');
241 const char OrdType_STOP_LIMIT('4');
242 const char OrdType_MARKET_ON_CLOSE('5');
243 const char OrdType_WITH_OR_WITHOUT('6');
244 const char OrdType_LIMIT_OR_BETTER('7');
245 const char OrdType_LIMIT_WITH_OR_WITHOUT('8');
246 const char OrdType_ON_BASIS('9');
247 const char OrdType_ON_CLOSE('A');
248 const char OrdType_LIMIT_ON_CLOSE('B');
249 const char OrdType_FOREX_C('C');
250 const char OrdType_PREVIOUSLY_QUOTED('D');
251 const char OrdType_PREVIOUSLY_INDICATED('E');
252 const char OrdType_FOREX_F('F');
253 const char OrdType_FOREX_G('G');
254 const char OrdType_FOREX_H('H');
255 const char OrdType_FUNARI('I');
256 const char OrdType_PEGGED('P');
257 const size_t OrdType_realm_els(19);
258 //-------------------------------------------------------------------------------------------------
260 //-------------------------------------------------------------------------------------------------
262 const char PossDupFlag_NO('N');
263 const char PossDupFlag_YES('Y');
264 const size_t PossDupFlag_realm_els(2);
265 //-------------------------------------------------------------------------------------------------
266 using Price = Field<price, 44>;
267 //-------------------------------------------------------------------------------------------------
268 using RefSeqNum = Field<int, 45>;
269 //-------------------------------------------------------------------------------------------------
271 //-------------------------------------------------------------------------------------------------
273 //-------------------------------------------------------------------------------------------------
275 //-------------------------------------------------------------------------------------------------
276 using Side = Field<char, 54>;
277 const char Side_BUY('1');
278 const char Side_SELL('2');
279 const char Side_BUY_MINUS('3');
280 const char Side_SELL_PLUS('4');
281 const char Side_SELL_SHORT('5');
282 const char Side_SELL_SHORT_EXEMPT('6');
283 const char Side_UNDISCLOSED('7');
284 const char Side_CROSS('8');
285 const char Side_CROSS_SHORT('9');
286 const size_t Side_realm_els(9);
287 //-------------------------------------------------------------------------------------------------
289 //-------------------------------------------------------------------------------------------------
291 //-------------------------------------------------------------------------------------------------
292 using Text = Field<f8String, 58>;
293 //-------------------------------------------------------------------------------------------------
295 const char TimeInForce_DAY('0');
296 const char TimeInForce_GOOD_TILL_CANCEL('1');
297 const char TimeInForce_AT_THE_OPENING('2');
298 const char TimeInForce_IMMEDIATE_OR_CANCEL('3');
299 const char TimeInForce_FILL_OR_KILL('4');
300 const char TimeInForce_GOOD_TILL_CROSSING('5');
301 const char TimeInForce_GOOD_TILL_DATE('6');
302 const size_t TimeInForce_realm_els(7);
303 //-------------------------------------------------------------------------------------------------
305 //-------------------------------------------------------------------------------------------------
307 const char SettlmntTyp_REGULAR('0');
308 const char SettlmntTyp_CASH('1');
309 const char SettlmntTyp_NEXT_DAY('2');
310 const char SettlmntTyp_T_PLUS_2('3');
311 const char SettlmntTyp_T_PLUS_3('4');
312 const char SettlmntTyp_T_PLUS_4('5');
313 const char SettlmntTyp_FUTURE('6');
314 const char SettlmntTyp_WHEN_ISSUED('7');
315 const char SettlmntTyp_SELLERS_OPTION('8');
316 const char SettlmntTyp_T_PLUS_5('9');
317 const size_t SettlmntTyp_realm_els(10);
318 //-------------------------------------------------------------------------------------------------
320 //-------------------------------------------------------------------------------------------------
322 //-------------------------------------------------------------------------------------------------
324 //-------------------------------------------------------------------------------------------------
326 //-------------------------------------------------------------------------------------------------
328 //-------------------------------------------------------------------------------------------------
330 const char OpenClose_CLOSE('C');
331 const char OpenClose_OPEN('O');
332 const size_t OpenClose_realm_els(2);
333 //-------------------------------------------------------------------------------------------------
335 const char ProcessCode_REGULAR('0');
336 const char ProcessCode_SOFT_DOLLAR('1');
337 const char ProcessCode_STEP_IN('2');
338 const char ProcessCode_STEP_OUT('3');
339 const char ProcessCode_SOFT_DOLLAR_STEP_IN('4');
340 const char ProcessCode_SOFT_DOLLAR_STEP_OUT('5');
341 const char ProcessCode_PLAN_SPONSOR('6');
342 const size_t ProcessCode_realm_els(7);
343 //-------------------------------------------------------------------------------------------------
344 using Signature = Field<data, 89>;
345 //-------------------------------------------------------------------------------------------------
347 //-------------------------------------------------------------------------------------------------
349 //-------------------------------------------------------------------------------------------------
351 //-------------------------------------------------------------------------------------------------
353 //-------------------------------------------------------------------------------------------------
354 using RawData = Field<data, 96>;
355 //-------------------------------------------------------------------------------------------------
357 const char PossResend_NO('N');
358 const char PossResend_YES('Y');
359 const size_t PossResend_realm_els(2);
360 //-------------------------------------------------------------------------------------------------
362 const int EncryptMethod_NONE(0);
363 const int EncryptMethod_PKCS(1);
364 const int EncryptMethod_DES(2);
365 const int EncryptMethod_PKCS_DES(3);
366 const int EncryptMethod_PGP_DES(4);
367 const int EncryptMethod_PGP_DES_MD5(5);
368 const int EncryptMethod_PEM_DES_MD5(6);
369 const size_t EncryptMethod_realm_els(7);
370 //-------------------------------------------------------------------------------------------------
371 using StopPx = Field<price, 99>;
372 //-------------------------------------------------------------------------------------------------
374 //-------------------------------------------------------------------------------------------------
376 const int OrdRejReason_BROKER_OPTION(0);
377 const int OrdRejReason_UNKNOWN_SYMBOL(1);
378 const int OrdRejReason_EXCHANGE_CLOSED(2);
380 const int OrdRejReason_TOO_LATE_TO_ENTER(4);
381 const int OrdRejReason_UNKNOWN_ORDER(5);
382 const int OrdRejReason_DUPLICATE_ORDER(6);
384 const int OrdRejReason_STALE_ORDER(8);
385 const size_t OrdRejReason_realm_els(9);
386 //-------------------------------------------------------------------------------------------------
388 //-------------------------------------------------------------------------------------------------
390 //-------------------------------------------------------------------------------------------------
392 //-------------------------------------------------------------------------------------------------
394 //-------------------------------------------------------------------------------------------------
395 using MinQty = Field<Qty, 110>;
396 //-------------------------------------------------------------------------------------------------
397 using MaxFloor = Field<Qty, 111>;
398 //-------------------------------------------------------------------------------------------------
400 //-------------------------------------------------------------------------------------------------
402 const char ReportToExch_NO('N');
403 const char ReportToExch_YES('Y');
404 const size_t ReportToExch_realm_els(2);
405 //-------------------------------------------------------------------------------------------------
407 const char LocateReqd_NO('N');
408 const char LocateReqd_YES('Y');
409 const size_t LocateReqd_realm_els(2);
410 //-------------------------------------------------------------------------------------------------
412 //-------------------------------------------------------------------------------------------------
414 //-------------------------------------------------------------------------------------------------
416 //-------------------------------------------------------------------------------------------------
418 //-------------------------------------------------------------------------------------------------
420 //-------------------------------------------------------------------------------------------------
422 const char GapFillFlag_NO('N');
423 const char GapFillFlag_YES('Y');
424 const size_t GapFillFlag_realm_els(2);
425 //-------------------------------------------------------------------------------------------------
427 //-------------------------------------------------------------------------------------------------
429 //-------------------------------------------------------------------------------------------------
431 //-------------------------------------------------------------------------------------------------
433 const char ResetSeqNumFlag_NO('N');
434 const char ResetSeqNumFlag_YES('Y');
435 const size_t ResetSeqNumFlag_realm_els(2);
436 //-------------------------------------------------------------------------------------------------
437 using ExecType = Field<char, 150>;
438 const char ExecType_NEW('0');
439 const char ExecType_PARTIAL_FILL('1');
440 const char ExecType_FILL('2');
441 const char ExecType_DONE_FOR_DAY('3');
442 const char ExecType_CANCELED('4');
443 const char ExecType_REPLACE('5');
444 const char ExecType_PENDING_CANCEL('6');
445 const char ExecType_STOPPED('7');
446 const char ExecType_REJECTED('8');
447 const char ExecType_SUSPENDED('9');
448 const char ExecType_PENDING_NEW('A');
449 const char ExecType_CALCULATED('B');
450 const char ExecType_EXPIRED('C');
451 const char ExecType_RESTATED('D');
452 const char ExecType_PENDING_REPLACE('E');
453 const size_t ExecType_realm_els(15);
454 //-------------------------------------------------------------------------------------------------
455 using LeavesQty = Field<Qty, 151>;
456 //-------------------------------------------------------------------------------------------------
458 //-------------------------------------------------------------------------------------------------
473 const f8String SecurityType_FUTURE("FUT");
484 const f8String SecurityType_OPTION("OPT");
491 const f8String SecurityType_WARRANT("WAR");
493 const size_t SecurityType_realm_els(33);
494 //-------------------------------------------------------------------------------------------------
496 //-------------------------------------------------------------------------------------------------
498 //-------------------------------------------------------------------------------------------------
500 //-------------------------------------------------------------------------------------------------
501 using PutOrCall = Field<int, 201>;
502 const int PutOrCall_PUT(0);
503 const int PutOrCall_CALL(1);
504 const size_t PutOrCall_realm_els(2);
505 //-------------------------------------------------------------------------------------------------
507 //-------------------------------------------------------------------------------------------------
509 const int CustomerOrFirm_CUSTOMER(0);
510 const int CustomerOrFirm_FIRM(1);
511 const size_t CustomerOrFirm_realm_els(2);
512 //-------------------------------------------------------------------------------------------------
514 //-------------------------------------------------------------------------------------------------
516 //-------------------------------------------------------------------------------------------------
518 //-------------------------------------------------------------------------------------------------
519 using MaxShow = Field<Qty, 210>;
520 //-------------------------------------------------------------------------------------------------
522 //-------------------------------------------------------------------------------------------------
524 //-------------------------------------------------------------------------------------------------
526 //-------------------------------------------------------------------------------------------------
528 //-------------------------------------------------------------------------------------------------
530 //-------------------------------------------------------------------------------------------------
532 //-------------------------------------------------------------------------------------------------
533 using RefTagID = Field<int, 371>;
534 //-------------------------------------------------------------------------------------------------
536 //-------------------------------------------------------------------------------------------------
550 const size_t SessionRejectReason_realm_els(12);
551 //-------------------------------------------------------------------------------------------------
553 //-------------------------------------------------------------------------------------------------
561 const size_t ExecRestatementReason_realm_els(6);
562 //-------------------------------------------------------------------------------------------------
564 //-------------------------------------------------------------------------------------------------
566 //-------------------------------------------------------------------------------------------------
568 const char MsgDirection_RECEIVE('R');
569 const char MsgDirection_SEND('S');
570 const size_t MsgDirection_realm_els(2);
571 //-------------------------------------------------------------------------------------------------
573 //-------------------------------------------------------------------------------------------------
574 using DayCumQty = Field<Qty, 425>;
575 //-------------------------------------------------------------------------------------------------
577 //-------------------------------------------------------------------------------------------------
579 //-------------------------------------------------------------------------------------------------
581 
582 } // namespace TEX
583 } // namespace FIX8
584 #endif // FIX8_506572665F74797065732E687070_
const f8String MsgType_SETTLEMENT_INSTRUCTIONS("T")
const size_t OrdStatus_realm_els(15)
const f8String SecurityType_NO_ISITC_SECURITY_TYPE("NONE")
const f8String SecurityType_TREASURIES_PLUS_AGENCY_DEBENTURE("GOVT")
const char ExecType_REJECTED('8')
const size_t OrdType_realm_els(24)
const f8String ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER("T")
const char ProcessCode_SOFT_DOLLAR_STEP_IN('4')
const char SettlmntTyp_REGULAR('0')
const char OrdType_ON_BASIS('9')
const f8String MsgType_QUOTE("S")
const char Side_SELL_PLUS('4')
const f8String MsgType_SECURITY_DEFINITION("d")
const char OrdType_PREVIOUSLY_QUOTED('D')
const f8String MsgType_MARKET_DATA_REQUEST_REJECT("Y")
const f8String MsgType_MARKET_DATA_REQUEST("V")
const f8String IDSource_EXCHANGE_SYMBOL("8")
const f8String SecurityType_MORTGAGE_INTEREST_ONLY("MIO")
const char ExecType_CALCULATED('B')
const f8String MsgType_EMAIL("C")
const size_t CustomerOrFirm_realm_els(2)
const f8String MsgType_SECURITY_STATUS("f")
const char ProcessCode_REGULAR('0')
const f8String ExecInst_CALL_FIRST("C")
const char ResetSeqNumFlag_NO('N')
const f8String IDSource_RIC_CODE("5")
const f8String ExecInst_DO_NOT_REDUCE("F")
const f8String SecurityType_MISCELLANEOUS_PASS_THRU("MPT")
const char ExecType_CANCELED('4')
Field< Qty, 14 > CumQty
const f8String ExecInst_NETTING("V")
const char PossDupFlag_NO('N')
const f8String SecurityType_FOREIGN_EXCHANGE_CONTRACT("FOR")
const f8String MsgType_BID_RESPONSE("l")
const f8String ExecInst_SUSPEND("S")
const size_t IDSource_realm_els(9)
const char ExecType_RESTATED('D')
const char Side_CROSS_SHORT('9')
const char ExecTransType_CANCEL('1')
const size_t GapFillFlag_realm_els(2)
const f8String ExecInst_MID_PRICE_PEG("M")
const int OrdRejReason_ORDER_EXCEEDS_LIMIT(3)
const int SessionRejectReason_VALUE_IS_INCORRECT(5)
const char HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION('1')
const f8String ExecInst_PRIMARY_PEG("R")
const char OrdType_PREVIOUSLY_INDICATED('E')
const f8String ExecInst_PEG_TO_VWAP("W")
const f8String MsgType_BUSINESS_MESSAGE_REJECT("j")
const char TimeInForce_GOOD_TILL_CROSSING('5')
const f8String SecurityType_CORPORATE_PRIVATE_PLACEMENT("CPP")
const int EncryptMethod_DES(2)
const char ExecTransType_NEW('0')
const f8String SecurityType_REPURCHASE_AGREEMENT("RP")
const int SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE(6)
const char OrdType_FOREX_H('H')
const size_t SecurityType_realm_els(118)
const f8String MsgType_RESEND_REQUEST("2")
const char ExecType_DONE_FOR_DAY('3')
const char LocateReqd_YES('Y')
const f8String MsgType_BID_REQUEST("k")
const f8String MsgType_ORDER_STATUS_REQUEST("H")
const char Side_SELL_SHORT_EXEMPT('6')
const char ProcessCode_SOFT_DOLLAR_STEP_OUT('5')
const char ReportToExch_NO('N')
const char TimeInForce_FILL_OR_KILL('4')
const size_t SessionRejectReason_realm_els(19)
const char SettlmntTyp_CASH('1')
const f8String IDSource_CUSIP("1")
const f8String MsgType_DONT_KNOW_TRADE("Q")
const f8String SecurityType_REVERSE_REPURCHASE_AGREEMENT("RVRP")
const char ProcessCode_PLAN_SPONSOR('6')
const f8String IDSource_ISIN_NUMBER("4")
const f8String SecurityType_COLLATERALIZE_MORTGAGE_OBLIGATION("CMO")
const char Side_BUY('1')
const f8String SecurityType_US_TREASURY_BILL("USTB")
const int EncryptMethod_PKCS(1)
const size_t ReportToExch_realm_els(2)
const f8String SecurityType_CATS_TIGERS_LIONS("ZOO")
const char OpenClose_CLOSE('C')
const f8String SecurityType_TIME_DEPOSIT("TD")
const char ExecTransType_STATUS('3')
const f8String SecurityType_COMMERCIAL_PAPER("CP")
const f8String ExecInst_NON_NEGOTIABLE("N")
const size_t ExecType_realm_els(20)
const char GapFillFlag_YES('Y')
const f8String ExecInst_LAST_PEG("L")
const char OrdStatus_ACCEPTED_FOR_BIDDING('D')
const f8String MsgType_LIST_CANCEL_REQUEST("K")
const char PossDupFlag_YES('Y')
const f8String SecurityType_BANKERS_ACCEPTANCE("BA")
Field< MultipleCharValue, 18 > ExecInst
const char PossResend_NO('N')
const f8String ExecInst_PARTICIPATE_DONT_INITIATE("6")
const char OrdStatus_EXPIRED('C')
const size_t OrdRejReason_realm_els(19)
const f8String SecurityType_CERTIFICATE_OF_DEPOSIT("CD")
Field< f8String, 1 > Account
Definition: Myfix_types.hpp:64
const char OrdType_MARKET('1')
const f8String SecurityType_WILDCARD_ENTRY("?")
const char HandlInst_MANUAL_ORDER_BEST_EXECUTION('3')
const f8String ExecInst_NOT_HELD("1")
const f8String MsgType_LOGON("A")
const char OrdStatus_PENDING_REPLACE('E')
const size_t TimeInForce_realm_els(10)
const char OrdType_FOREX_C('C')
Field< f8String, 8 > BeginString
Definition: Myfix_types.hpp:87
const char OrdStatus_PENDING_CANCEL('6')
const size_t EncryptMethod_realm_els(7)
const f8String MsgType_ALLOCATION("J")
const int SessionRejectReason_INVALID_TAG_NUMBER(0)
const f8String MsgType_SECURITY_DEFINITION_REQUEST("c")
const char OrdType_FUNARI('I')
const char ProcessCode_STEP_OUT('3')
const size_t SettlmntTyp_realm_els(10)
const char OrdStatus_FILLED('2')
const char LastCapacity_PRINCIPAL('4')
const int CustomerOrFirm_FIRM(1)
const f8String IDSource_ISO_CURRENCY_CODE("6")
const int OrdRejReason_BROKER_OPTION(0)
const char Side_SELL('2')
const f8String SecurityType_GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION("GN")
const size_t Side_realm_els(16)
const f8String MsgType_SECURITY_STATUS_REQUEST("e")
const int EncryptMethod_PKCS_DES(3)
const f8String ExecInst_STAY_ON_BIDSIDE("9")
const f8String ExecInst_TRY_TO_SCALE("8")
const char SettlmntTyp_T_PLUS_2('3')
Field< SeqNum, 7 > BeginSeqNo
Definition: Myfix_types.hpp:85
const int OrdRejReason_EXCHANGE_CLOSED(2)
const char ExecType_PARTIAL_FILL('1')
const char ExecType_REPLACE('5')
const int ExecRestatementReason_GT_CORPORATE_ACTION(0)
const int PutOrCall_PUT(0)
Field< f8String, 10 > CheckSum
Definition: Myfix_types.hpp:91
const f8String IDSource_QUIK("3")
const f8String ExecInst_HELD("5")
const int OrdRejReason_DUPLICATE_ORDER(6)
const char OrdStatus_REPLACED('5')
const f8String MsgType_LIST_STRIKE_PRICE("m")
const char OrdStatus_PENDING_NEW('A')
const int SessionRejectReason_SIGNATURE_PROBLEM(8)
const char OpenClose_OPEN('O')
const f8String MsgType_REJECT("3")
const f8String MsgType_ORDER_SINGLE("D")
const char OrdType_LIMIT_OR_BETTER('7')
const f8String MsgType_LIST_STATUS_REQUEST("M")
const f8String MsgType_MASS_QUOTE("i")
const size_t LastCapacity_realm_els(4)
const f8String SecurityType_FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION("FN")
const int OrdRejReason_UNKNOWN_SYMBOL(1)
const char SettlmntTyp_FUTURE('6')
const size_t ExecRestatementReason_realm_els(13)
const char ExecType_PENDING_NEW('A')
const f8String SecurityType_FUTURE("FUT")
const int PutOrCall_CALL(1)
const f8String SecurityType_MORTGAGE_PRINCIPAL_ONLY("MPO")
const f8String ExecInst_GO_ALONG("3")
const char OrdStatus_SUSPENDED('9')
const char ExecType_PENDING_REPLACE('E')
const f8String SecurityType_WARRANT("WAR")
const char OrdType_LIMIT('2')
const char TimeInForce_AT_THE_OPENING('2')
const int OrdRejReason_STALE_ORDER(8)
const f8String ExecInst_ALL_OR_NONE("G")
const size_t ProcessCode_realm_els(7)
const int EncryptMethod_PGP_DES(4)
const f8String SecurityType_FEDERAL_HOME_LOAN("FHL")
const int SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM(10)
Field< f8String, 11 > ClOrdID
Definition: Myfix_types.hpp:93
const int CustomerOrFirm_CUSTOMER(0)
Field< f8String, 19 > ExecRefID
const f8String MsgType_QUOTE_ACKNOWLEDGEMENT("b")
const f8String ExecInst_WORK("2")
const f8String ExecInst_OVER_THE_DAY("4")
const f8String MsgType_TEST_REQUEST("1")
const f8String SecurityType_FEDERAL_HOUSING_AUTHORITY("FHA")
const char SettlmntTyp_T_PLUS_4('5')
const int OrdRejReason_UNKNOWN_ORDER(5)
const size_t ExecInst_realm_els(56)
Field< Length, 9 > BodyLength
Definition: Myfix_types.hpp:89
const char LastCapacity_CROSS_AS_AGENT('2')
const f8String SecurityType_CONVERTIBLE_BOND("CB")
const f8String IDSource_SEDOL("2")
const int ExecRestatementReason_VERBAL_CHANGE(2)
const char TimeInForce_DAY('0')
const size_t PossResend_realm_els(2)
const size_t OpenClose_realm_els(2)
const f8String ExecInst_STRICT_SCALE("7")
const int ExecRestatementReason_REPRICING_OF_ORDER(3)
const size_t MsgDirection_realm_els(2)
const f8String MsgType_QUOTE_REQUEST("R")
const char OrdType_FOREX_G('G')
const f8String MsgType_NEWS("B")
const int SessionRejectReason_REQUIRED_TAG_MISSING(1)
const f8String MsgType_EXECUTION_REPORT("8")
const f8String ExecInst_NO_CROSS("A")
const size_t LocateReqd_realm_els(2)
const f8String ExecInst_OK_TO_CROSS("B")
Field< price, 6 > AvgPx
Definition: Myfix_types.hpp:83
const char OrdType_STOP('3')
const char ProcessCode_STEP_IN('2')
const f8String MsgType_MARKET_DATA_SNAPSHOT_FULL_REFRESH("W")
const f8String SecurityType_OPTION("OPT")
const char OrdType_FOREX_F('F')
const f8String SecurityType_MUTUAL_FUND("MF")
const char GapFillFlag_NO('N')
const char OrdStatus_CANCELED('4')
const int OrdRejReason_TOO_LATE_TO_ENTER(4)
const char OrdType_LIMIT_ON_CLOSE('B')
const f8String SecurityType_PREFERRED_STOCK("PS")
Field template. There will ONLY be partial template specialisations of this template.
Definition: field.hpp:256
const int EncryptMethod_NONE(0)
const char OrdStatus_PARTIALLY_FILLED('1')
const f8String MsgType_ORDER_LIST("E")
const char TimeInForce_IMMEDIATE_OR_CANCEL('3')
const size_t HandlInst_realm_els(3)
const char ExecType_PENDING_CANCEL('6')
const char HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK('2')
const int SessionRejectReason_INVALID_MSGTYPE(11)
const f8String MsgType_TRADING_SESSION_STATUS("h")
const char ExecTransType_CORRECT('2')
const int SessionRejectReason_DECRYPTION_PROBLEM(7)
const int ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY(5)
const f8String ExecInst_PERCENT_OF_VOLUME("D")
const int SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE(4)
const char LastCapacity_AGENT('1')
const f8String MsgType_ORDER_CANCEL_REQUEST("F")
const f8String SecurityType_COMMON_STOCK("CS")
const char OrdStatus_STOPPED('7')
const char Side_SELL_SHORT('5')
const char SettlmntTyp_T_PLUS_5('9')
const char OrdType_STOP_LIMIT('4')
const f8String IDSource_ISO_COUNTRY_CODE("7")
Field< currency, 15 > Currency
const char OrdType_LIMIT_WITH_OR_WITHOUT('8')
const f8String MsgType_ORDER_CANCEL_REPLACE_REQUEST("G")
const int ExecRestatementReason_GT_RENEWAL(1)
const int ExecRestatementReason_BROKER_OPTION(4)
const char LastCapacity_CROSS_AS_PRINCIPAL('3')
const int OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER(7)
const f8String MsgType_LIST_EXECUTE("L")
const f8String ExecInst_STAY_ON_OFFERSIDE("0")
const char TimeInForce_GOOD_TILL_CANCEL('1')
const f8String ExecInst_CUSTOMER_DISPLAY_INSTRUCTION("U")
const f8String ExecInst_DO_NOT_INCREASE("E")
const f8String MsgType_ORDER_CANCEL_REJECT("9")
Field< SeqNum, 16 > EndSeqNo
const char SettlmntTyp_T_PLUS_3('4')
const size_t ResetSeqNumFlag_realm_els(2)
const char ProcessCode_SOFT_DOLLAR('1')
const f8String MsgType_HEARTBEAT("0")
const f8String SecurityType_CORPORATE_BOND("CORP")
const f8String MsgType_MARKET_DATA_INCREMENTAL_REFRESH("X")
const char OrdStatus_REJECTED('8')
const char MsgDirection_RECEIVE('R')
const char OrdStatus_NEW('0')
const int SessionRejectReason_COMPID_PROBLEM(9)
const char PossResend_YES('Y')
const char MsgDirection_SEND('S')
const size_t PossDupFlag_realm_els(2)
const char ResetSeqNumFlag_YES('Y')
const int SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE(2)
const f8String ExecInst_MARKET_PEG("P")
const char ExecType_STOPPED('7')
const char ExecType_FILL('2')
const size_t ExecTransType_realm_els(4)
const char SettlmntTyp_SELLERS_OPTION('8')
const f8String MsgType_LOGOUT("5")
const char ExecType_EXPIRED('C')
const char OrdType_WITH_OR_WITHOUT('6')
const f8String MsgType_QUOTE_CANCEL("Z")
const char OrdType_ON_CLOSE('A')
const char ExecType_NEW('0')
const char ExecType_SUSPENDED('9')
const char LocateReqd_NO('N')
const char Side_UNDISCLOSED('7')
const char Side_CROSS('8')
const f8String MsgType_INDICATION_OF_INTEREST("6")
const f8String MsgType_ALLOCATION_ACK("P")
const char SettlmntTyp_WHEN_ISSUED('7')
const int EncryptMethod_PGP_DES_MD5(5)
const int EncryptMethod_PEM_DES_MD5(6)
const f8String SecurityType_MUNICIPAL_BOND("MUNI")
const f8String ExecInst_OPENING_PEG("O")
const f8String SecurityType_MORTGAGE_IOETTE("IET")
const char OrdType_PEGGED('P')
const f8String MsgType_QUOTE_STATUS_REQUEST("a")
Fast map for statically generated data types. Assumes table is sorted. Complexity is O(logN)...
Definition: f8types.hpp:100
GeneratedTable< unsigned, BaseEntry > FieldTable
Definition: message.hpp:205
const char ReportToExch_YES('Y')
const f8String MsgType_TRADING_SESSION_STATUS_REQUEST("g")
const size_t PutOrCall_realm_els(2)
std::string f8String
Definition: f8types.hpp:47
const char OrdType_MARKET_ON_CLOSE('5')
Field< Amt, 12 > Commission
Definition: Myfix_types.hpp:95
const f8String SecurityType_STUDENT_LOAN_MARKETING_ASSOCIATION("SL")
Field< f8String, 17 > ExecID
const char SettlmntTyp_NEXT_DAY('2')
const char TimeInForce_GOOD_TILL_DATE('6')
const f8String ExecInst_INSTITUTIONS_ONLY("I")
const f8String MsgType_SEQUENCE_RESET("4")
const char OrdStatus_DONE_FOR_DAY('3')
const size_t MsgType_realm_els(118)
const char OrdStatus_CALCULATED('B')
const f8String IDSource_CONSOLIDATED_TAPE_ASSOCIATION("9")
const int SessionRejectReason_UNDEFINED_TAG(3)
const f8String MsgType_LIST_STATUS("N")
const char Side_BUY_MINUS('3')
const f8String SecurityType_MORTGAGE_PRIVATE_PLACEMENT("MPP")
const f8String MsgType_ADVERTISEMENT("7")