51 #if defined FIX8_MAGIC_NUM && FIX8_MAGIC_NUM > 16793600L
52 #error Myfix_types.cpp version 1.4.0 is out of date. Please regenerate with f8c.
89 const char AdvSide_realm[]
90 {
'B',
'S',
'T',
'X' };
91 const char *AdvSide_descriptions[]
92 {
"BUY",
"SELL",
"TRADE",
"CROSS" };
95 const char *AdvTransType_descriptions[]
96 {
"CANCEL",
"NEW",
"REPLACE" };
97 const char CommType_realm[]
98 {
'1',
'2',
'3',
'4',
'5',
'6' };
99 const char *CommType_descriptions[]
100 {
"PER_UNIT",
"PERCENT",
"ABSOLUTE",
"PERCENTAGE_WAIVED_4",
"PERCENTAGE_WAIVED_5",
"POINTS_PER_BOND_OR_CONTRACT" };
102 {
"0",
"1",
"2",
"3",
"4",
"5",
"6",
"7",
"8",
"9",
"A",
"B",
"C",
"D",
"E",
"F",
"G",
"H",
"I",
"J",
"K",
"L",
"M",
"N",
"O",
"P",
"Q",
"R",
"S",
"T",
"U",
"V",
"W",
"X",
"Y",
"Z",
"a",
"b",
"c",
"d",
"e",
"f",
"g",
"h",
"i",
"j",
"k",
"l",
"m",
"n",
"o",
"p",
"q",
"r",
"s",
"t" };
103 const char *ExecInst_descriptions[]
104 {
"STAY_ON_OFFER_SIDE",
"NOT_HELD",
"WORK",
"GO_ALONG",
"OVER_THE_DAY",
"HELD",
"PARTICIPANT_DONT_INITIATE",
"STRICT_SCALE",
"TRY_TO_SCALE",
"STAY_ON_BID_SIDE",
"NO_CROSS",
"OK_TO_CROSS",
"CALL_FIRST",
"PERCENT_OF_VOLUME",
"DO_NOT_INCREASE",
"DO_NOT_REDUCE",
"ALL_OR_NONE",
"REINSTATE_ON_SYSTEM_FAILURE",
"INSTITUTIONS_ONLY",
"REINSTATE_ON_TRADING_HALT",
"CANCEL_ON_TRADING_HALT",
"LAST_PEG",
"MID_PRICE_PEG",
"NON_NEGOTIABLE",
"OPENING_PEG",
"MARKET_PEG",
"CANCEL_ON_SYSTEM_FAILURE",
"PRIMARY_PEG",
"SUSPEND",
"FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER",
"CUSTOMER_DISPLAY_INSTRUCTION",
"NETTING",
"PEG_TO_VWAP",
"TRADE_ALONG",
"TRY_TO_STOP",
"CANCEL_IF_NOT_BEST",
"TRAILING_STOP_PEG",
"STRICT_LIMIT",
"IGNORE_PRICE_VALIDITY_CHECKS",
"PEG_TO_LIMIT_PRICE",
"WORK_TO_TARGET_STRATEGY",
"INTERMARKET_SWEEP",
"EXTERNAL_ROUTING_ALLOWED",
"EXTERNAL_ROUTING_NOT_ALLOWED",
"IMBALANCE_ONLY",
"SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE",
"BEST_EXECUTION",
"SUSPEND_ON_SYSTEM_FAILURE",
"SUSPEND_ON_TRADING_HALT",
"REINSTATE_ON_CONNECTION_LOSS",
"CANCEL_ON_CONNECTION_LOSS",
"SUSPEND_ON_CONNECTION_LOSS",
"RELEASE_FROM_SUSPENSION",
"EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED",
"EXECUTE_AS_DURATION_NEUTRAL",
"EXECUTE_AS_FX_NEUTRAL" };
105 const char HandlInst_realm[]
107 const char *HandlInst_descriptions[]
108 {
"AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION",
"AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK",
"MANUAL_ORDER_BEST_EXECUTION" };
109 const f8String SecurityIDSource_realm[]
110 {
"1",
"2",
"3",
"4",
"5",
"6",
"7",
"8",
"9",
"A",
"B",
"C",
"D",
"E",
"F",
"G",
"H",
"I",
"J",
"K",
"L",
"M" };
111 const char *SecurityIDSource_descriptions[]
112 {
"CUSIP",
"SEDOL",
"QUIK",
"ISIN_NUMBER",
"RIC_CODE",
"ISO_CURRENCY_CODE",
"ISO_COUNTRY_CODE",
"EXCHANGE_SYMBOL",
"CONSOLIDATED_TAPE_ASSOCIATION",
"BLOOMBERG_SYMBOL",
"WERTPAPIER",
"DUTCH",
"VALOREN",
"SICOVAM",
"BELGIAN",
"COMMON",
"CLEARING_HOUSE",
"ISDA_FPML_PRODUCT_SPECIFICATION",
"OPTION_PRICE_REPORTING_AUTHORITY",
"ISDA_FPML_PRODUCT_URL",
"LETTER_OF_CREDIT",
"MARKETPLACE_ASSIGNED_IDENTIFIER" };
113 const char IOIQltyInd_realm[]
115 const char *IOIQltyInd_descriptions[]
116 {
"HIGH",
"LOW",
"MEDIUM" };
118 {
"0",
"L",
"M",
"S",
"U" };
119 const char *IOIQty_descriptions[]
120 {
"1000000000",
"LARGE",
"MEDIUM",
"SMALL",
"UNDISCLOSED_QUANTITY" };
121 const char IOITransType_realm[]
123 const char *IOITransType_descriptions[]
124 {
"CANCEL",
"NEW",
"REPLACE" };
125 const char LastCapacity_realm[]
126 {
'1',
'2',
'3',
'4' };
127 const char *LastCapacity_descriptions[]
128 {
"AGENT",
"CROSS_AS_AGENT",
"CROSS_AS_PRINCIPAL",
"PRINCIPAL" };
130 {
"0",
"1",
"2",
"3",
"4",
"5",
"6",
"7",
"8",
"9",
"A",
"AA",
"AB",
"AC",
"AD",
"AE",
"AF",
"AG",
"AH",
"AI",
"AJ",
"AK",
"AL",
"AM",
"AN",
"AO",
"AP",
"AQ",
"AR",
"AS",
"AT",
"AU",
"AV",
"AW",
"AX",
"AY",
"AZ",
"B",
"BA",
"BB",
"BC",
"BD",
"BE",
"BF",
"BG",
"BH",
"BI",
"BJ",
"BK",
"BL",
"BM",
"BN",
"BO",
"BP",
"BQ",
"BR",
"BS",
"BT",
"BU",
"BV",
"BW",
"BX",
"BY",
"BZ",
"C",
"CA",
"CB",
"CC",
"CD",
"CE",
"CF",
"CG",
"D",
"E",
"F",
"G",
"H",
"J",
"K",
"L",
"M",
"N",
"P",
"Q",
"R",
"S",
"T",
"V",
"W",
"X",
"Y",
"Z",
"a",
"b",
"c",
"d",
"e",
"f",
"g",
"h",
"i",
"j",
"k",
"l",
"m",
"n",
"o",
"p",
"q",
"r",
"s",
"t",
"u",
"v",
"w",
"x",
"y",
"z" };
131 const char *MsgType_descriptions[]
132 {
"HEARTBEAT",
"TESTREQUEST",
"RESENDREQUEST",
"REJECT",
"SEQUENCERESET",
"LOGOUT",
"IOI",
"ADVERTISEMENT",
"EXECUTIONREPORT",
"ORDERCANCELREJECT",
"LOGON",
"DERIVATIVESECURITYLIST",
"NEWORDERMULTILEG",
"MULTILEGORDERCANCELREPLACE",
"TRADECAPTUREREPORTREQUEST",
"TRADECAPTUREREPORT",
"ORDERMASSSTATUSREQUEST",
"QUOTEREQUESTREJECT",
"RFQREQUEST",
"QUOTESTATUSREPORT",
"QUOTERESPONSE",
"CONFIRMATION",
"POSITIONMAINTENANCEREQUEST",
"POSITIONMAINTENANCEREPORT",
"REQUESTFORPOSITIONS",
"REQUESTFORPOSITIONSACK",
"POSITIONREPORT",
"TRADECAPTUREREPORTREQUESTACK",
"TRADECAPTUREREPORTACK",
"ALLOCATIONREPORT",
"ALLOCATIONREPORTACK",
"CONFIRMATION_ACK",
"SETTLEMENTINSTRUCTIONREQUEST",
"ASSIGNMENTREPORT",
"COLLATERALREQUEST",
"COLLATERALASSIGNMENT",
"COLLATERALRESPONSE",
"NEWS",
"COLLATERALREPORT",
"COLLATERALINQUIRY",
"NETWORKCOUNTERPARTYSYSTEMSTATUSREQUEST",
"NETWORKCOUNTERPARTYSYSTEMSTATUSRESPONSE",
"USERREQUEST",
"USERRESPONSE",
"COLLATERALINQUIRYACK",
"CONFIRMATIONREQUEST",
"TRADINGSESSIONLISTREQUEST",
"TRADINGSESSIONLIST",
"SECURITYLISTUPDATEREPORT",
"ADJUSTEDPOSITIONREPORT",
"ALLOCATIONINSTRUCTIONALERT",
"EXECUTIONACKNOWLEDGEMENT",
"CONTRARYINTENTIONREPORT",
"SECURITYDEFINITIONUPDATEREPORT",
"SETTLEMENTOBLIGATIONREPORT",
"DERIVATIVESECURITYLISTUPDATEREPORT",
"TRADINGSESSIONLISTUPDATEREPORT",
"MARKETDEFINITIONREQUEST",
"MARKETDEFINITION",
"MARKETDEFINITIONUPDATEREPORT",
"APPLICATIONMESSAGEREQUEST",
"APPLICATIONMESSAGEREQUESTACK",
"APPLICATIONMESSAGEREPORT",
"ORDERMASSACTIONREPORT",
"EMAIL",
"ORDERMASSACTIONREQUEST",
"USERNOTIFICATION",
"STREAMASSIGNMENTREQUEST",
"STREAMASSIGNMENTREPORT",
"STREAMASSIGNMENTREPORTACK",
"PARTYDETAILSLISTREQUEST",
"PARTYDETAILSLISTREPORT",
"NEWORDERSINGLE",
"NEWORDERLIST",
"ORDERCANCELREQUEST",
"ORDERCANCELREPLACEREQUEST",
"ORDERSTATUSREQUEST",
"ALLOCATIONINSTRUCTION",
"LISTCANCELREQUEST",
"LISTEXECUTE",
"LISTSTATUSREQUEST",
"LISTSTATUS",
"ALLOCATIONINSTRUCTIONACK",
"DONTKNOWTRADEDK",
"QUOTEREQUEST",
"QUOTE",
"SETTLEMENTINSTRUCTIONS",
"MARKETDATAREQUEST",
"MARKETDATASNAPSHOTFULLREFRESH",
"MARKETDATAINCREMENTALREFRESH",
"MARKETDATAREQUESTREJECT",
"QUOTECANCEL",
"QUOTESTATUSREQUEST",
"MASSQUOTEACKNOWLEDGEMENT",
"SECURITYDEFINITIONREQUEST",
"SECURITYDEFINITION",
"SECURITYSTATUSREQUEST",
"SECURITYSTATUS",
"TRADINGSESSIONSTATUSREQUEST",
"TRADINGSESSIONSTATUS",
"MASSQUOTE",
"BUSINESSMESSAGEREJECT",
"BIDREQUEST",
"BIDRESPONSE",
"LISTSTRIKEPRICE",
"XML_NON_FIX",
"REGISTRATIONINSTRUCTIONS",
"REGISTRATIONINSTRUCTIONSRESPONSE",
"ORDERMASSCANCELREQUEST",
"ORDERMASSCANCELREPORT",
"NEWORDERCROSS",
"CROSSORDERCANCELREPLACEREQUEST",
"CROSSORDERCANCELREQUEST",
"SECURITYTYPEREQUEST",
"SECURITYTYPES",
"SECURITYLISTREQUEST",
"SECURITYLIST",
"DERIVATIVESECURITYLISTREQUEST" };
133 const char OrdStatus_realm[]
134 {
'0',
'1',
'2',
'3',
'4',
'5',
'6',
'7',
'8',
'9',
'A',
'B',
'C',
'D',
'E' };
135 const char *OrdStatus_descriptions[]
136 {
"NEW",
"PARTIALLY_FILLED",
"FILLED",
"DONE_FOR_DAY",
"CANCELED",
"REPLACED",
"PENDING_CANCEL",
"STOPPED",
"REJECTED",
"SUSPENDED",
"PENDING_NEW",
"CALCULATED",
"EXPIRED",
"ACCEPTED_FOR_BIDDING",
"PENDING_REPLACE" };
137 const char OrdType_realm[]
138 {
'1',
'2',
'3',
'4',
'5',
'6',
'7',
'8',
'9',
'A',
'B',
'C',
'D',
'E',
'F',
'G',
'H',
'I',
'J',
'K',
'L',
'M',
'P',
'Q' };
139 const char *OrdType_descriptions[]
140 {
"MARKET",
"LIMIT",
"STOP",
"STOP_LIMIT",
"MARKET_ON_CLOSE",
"WITH_OR_WITHOUT",
"LIMIT_OR_BETTER",
"LIMIT_WITH_OR_WITHOUT",
"ON_BASIS",
"ON_CLOSE",
"LIMIT_ON_CLOSE",
"FOREX_MARKET",
"PREVIOUSLY_QUOTED",
"PREVIOUSLY_INDICATED",
"FOREX_LIMIT",
"FOREX_SWAP",
"FOREX_PREVIOUSLY_QUOTED",
"FUNARI",
"MARKET_IF_TOUCHED",
"MARKET_WITH_LEFT_OVER_AS_LIMIT",
"PREVIOUS_FUND_VALUATION_POINT",
"NEXT_FUND_VALUATION_POINT",
"PEGGED",
"COUNTER_ORDER_SELECTION" };
141 const char Side_realm[]
142 {
'1',
'2',
'3',
'4',
'5',
'6',
'7',
'8',
'9',
'A',
'B',
'C',
'D',
'E',
'F',
'G' };
143 const char *Side_descriptions[]
144 {
"BUY",
"SELL",
"BUY_MINUS",
"SELL_PLUS",
"SELL_SHORT",
"SELL_SHORT_EXEMPT",
"UNDISCLOSED",
"CROSS",
"CROSS_SHORT",
"CROSS_SHORT_EXEMPT",
"AS_DEFINED",
"OPPOSITE",
"SUBSCRIBE",
"REDEEM",
"LEND",
"BORROW" };
145 const char TimeInForce_realm[]
146 {
'0',
'1',
'2',
'3',
'4',
'5',
'6',
'7',
'8',
'9' };
147 const char *TimeInForce_descriptions[]
148 {
"DAY",
"GOOD_TILL_CANCEL",
"AT_THE_OPENING",
"IMMEDIATE_OR_CANCEL",
"FILL_OR_KILL",
"GOOD_TILL_CROSSING",
"GOOD_TILL_DATE",
"AT_THE_CLOSE",
"GOOD_THROUGH_CROSSING",
"AT_CROSSING" };
149 const char Urgency_realm[]
151 const char *Urgency_descriptions[]
152 {
"NORMAL",
"FLASH",
"BACKGROUND" };
154 {
"0",
"1",
"2",
"3",
"4",
"5",
"6",
"7",
"8",
"9",
"B",
"C" };
155 const char *SettlType_descriptions[]
156 {
"REGULAR",
"CASH",
"NEXT_DAY",
"T_PLUS_2",
"T_PLUS_3",
"T_PLUS_4",
"FUTURE",
"WHEN_AND_IF_ISSUED",
"SELLERS_OPTION",
"T_PLUS_5",
"BROKEN_DATE",
"FX_SPOT_NEXT_SETTLEMENT" };
159 const char *SymbolSfx_descriptions[]
160 {
"EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE",
"WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN" };
161 const char AllocTransType_realm[]
162 {
'0',
'1',
'2',
'3',
'4',
'5',
'6' };
163 const char *AllocTransType_descriptions[]
164 {
"NEW",
"REPLACE",
"CANCEL",
"PRELIMINARY",
"CALCULATED",
"CALCULATED_WITHOUT_PRELIMINARY",
"REVERSAL" };
165 const char PositionEffect_realm[]
166 {
'C',
'D',
'F',
'N',
'O',
'R' };
167 const char *PositionEffect_descriptions[]
168 {
"CLOSE",
"DEFAULT",
"FIFO",
"CLOSE_BUT_NOTIFY_ON_OPEN",
"OPEN",
"ROLLED" };
169 const char ProcessCode_realm[]
170 {
'0',
'1',
'2',
'3',
'4',
'5',
'6' };
171 const char *ProcessCode_descriptions[]
172 {
"REGULAR",
"SOFT_DOLLAR",
"STEP_IN",
"STEP_OUT",
"SOFT_DOLLAR_STEP_IN",
"SOFT_DOLLAR_STEP_OUT",
"PLAN_SPONSOR" };
173 const int AllocStatus_realm[]
174 { 0, 1, 2, 3, 4, 5, 6, 7 };
175 const char *AllocStatus_descriptions[]
176 {
"ACCEPTED",
"BLOCK_LEVEL_REJECT",
"ACCOUNT_LEVEL_REJECT",
"RECEIVED",
"INCOMPLETE",
"REJECTED_BY_INTERMEDIARY",
"ALLOCATION_PENDING",
"REVERSED" };
177 const int AllocRejCode_realm[]
178 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 99 };
179 const char *AllocRejCode_descriptions[]
180 {
"UNKNOWN_ACCOUNT",
"INCORRECT_QUANTITY",
"INCORRECT_AVERAGEG_PRICE",
"UNKNOWN_EXECUTING_BROKER_MNEMONIC",
"COMMISSION_DIFFERENCE",
"UNKNOWN_ORDERID",
"UNKNOWN_LISTID",
"OTHER_7",
"INCORRECT_ALLOCATED_QUANTITY",
"CALCULATION_DIFFERENCE",
"UNKNOWN_OR_STALE_EXECID",
"MISMATCHED_DATA",
"UNKNOWN_CLORDID",
"WAREHOUSE_REQUEST_REJECTED",
"OTHER_99" };
181 const char EmailType_realm[]
183 const char *EmailType_descriptions[]
184 {
"NEW",
"REPLY",
"ADMIN_REPLY" };
185 const int EncryptMethod_realm[]
186 { 0, 1, 2, 3, 4, 5, 6 };
187 const char *EncryptMethod_descriptions[]
188 {
"NONE_OTHER",
"PKCS",
"DES",
"PKCS_DES",
"PGP_DES",
"PGP_DES_MD5",
"PEM_DES_MD5" };
189 const int CxlRejReason_realm[]
190 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 18, 99 };
191 const char *CxlRejReason_descriptions[]
192 {
"TOO_LATE_TO_CANCEL",
"UNKNOWN_ORDER",
"BROKER",
"ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS",
"UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST",
"ORIGORDMODTIME",
"DUPLICATE_CLORDID",
"PRICE_EXCEEDS_CURRENT_PRICE",
"PRICE_EXCEEDS_CURRENT_PRICE_BAND",
"INVALID_PRICE_INCREMENT",
"OTHER" };
193 const int OrdRejReason_realm[]
194 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 18, 99 };
195 const char *OrdRejReason_descriptions[]
196 {
"BROKER",
"UNKNOWN_SYMBOL",
"EXCHANGE_CLOSED",
"ORDER_EXCEEDS_LIMIT",
"TOO_LATE_TO_ENTER",
"UNKNOWN_ORDER",
"DUPLICATE_ORDER",
"DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER",
"STALE_ORDER",
"TRADE_ALONG_REQUIRED",
"INVALID_INVESTOR_ID",
"UNSUPPORTED_ORDER_CHARACTERISTIC",
"SURVEILLENCE_OPTION",
"INCORRECT_QUANTITY",
"INCORRECT_ALLOCATED_QUANTITY",
"UNKNOWN_ACCOUNT",
"PRICE_EXCEEDS_CURRENT_PRICE_BAND",
"INVALID_PRICE_INCREMENT",
"OTHER" };
197 const char IOIQualifier_realm[]
198 {
'A',
'B',
'C',
'D',
'I',
'L',
'M',
'O',
'P',
'Q',
'R',
'S',
'T',
'V',
'W',
'X',
'Y',
'Z' };
199 const char *IOIQualifier_descriptions[]
200 {
"ALL_OR_NONE",
"MARKET_ON_CLOSE",
"AT_THE_CLOSE",
"VWAP",
"IN_TOUCH_WITH",
"LIMIT",
"MORE_BEHIND",
"AT_THE_OPEN",
"TAKING_A_POSITION",
"AT_THE_MARKET",
"READY_TO_TRADE",
"PORTFOLIO_SHOWN",
"THROUGH_THE_DAY",
"VERSUS",
"INDICATION",
"CROSSING_OPPORTUNITY",
"AT_THE_MIDPOINT",
"PRE_OPEN" };
201 const char ReportToExch_realm[]
203 const char *ReportToExch_descriptions[]
205 const char LocateReqd_realm[]
207 const char *LocateReqd_descriptions[]
209 const char ForexReq_realm[]
211 const char *ForexReq_descriptions[]
213 const char DKReason_realm[]
214 {
'A',
'B',
'C',
'D',
'E',
'F',
'Z' };
215 const char *DKReason_descriptions[]
216 {
"UNKNOWN_SYMBOL",
"WRONG_SIDE",
"QUANTITY_EXCEEDS_ORDER",
"NO_MATCHING_ORDER",
"PRICE_EXCEEDS_LIMIT",
"CALCULATION_DIFFERENCE",
"OTHER" };
217 const char IOINaturalFlag_realm[]
219 const char *IOINaturalFlag_descriptions[]
222 {
"1",
"10",
"11",
"12",
"13",
"14",
"2",
"3",
"4",
"5",
"6",
"7",
"8",
"9" };
223 const char *MiscFeeType_descriptions[]
224 {
"REGULATORY",
"PER_TRANSACTION",
"CONVERSION",
"AGENT",
"TRANSFER_FEE",
"SECURITY_LENDING",
"TAX",
"LOCAL_COMMISSION",
"EXCHANGE_FEES",
"STAMP",
"LEVY",
"OTHER",
"MARKUP",
"CONSUMPTION_TAX" };
225 const char ExecType_realm[]
226 {
'0',
'3',
'4',
'5',
'6',
'7',
'8',
'9',
'A',
'B',
'C',
'D',
'E',
'F',
'G',
'H',
'I',
'J',
'K',
'L' };
227 const char *ExecType_descriptions[]
228 {
"NEW",
"DONE_FOR_DAY",
"CANCELED",
"REPLACED",
"PENDING_CANCEL",
"STOPPED",
"REJECTED",
"SUSPENDED",
"PENDING_NEW",
"CALCULATED",
"EXPIRED",
"RESTATED",
"PENDING_REPLACE",
"TRADE",
"TRADE_CORRECT",
"TRADE_CANCEL",
"ORDER_STATUS",
"TRADE_IN_A_CLEARING_HOLD",
"TRADE_HAS_BEEN_RELEASED_TO_CLEARING",
"TRIGGERED_OR_ACTIVATED_BY_SYSTEM" };
229 const char SettlCurrFxRateCalc_realm[]
231 const char *SettlCurrFxRateCalc_descriptions[]
232 {
"DIVIDE",
"MULTIPLY" };
233 const char SettlInstMode_realm[]
234 {
'0',
'1',
'2',
'3',
'4',
'5' };
235 const char *SettlInstMode_descriptions[]
236 {
"DEFAULT",
"STANDING_INSTRUCTIONS_PROVIDED",
"SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING",
"SPECIFIC_ALLOCATION_ACCOUNT_STANDING",
"SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT",
"REQUEST_REJECT" };
237 const char SettlInstTransType_realm[]
238 {
'C',
'N',
'R',
'T' };
239 const char *SettlInstTransType_descriptions[]
240 {
"CANCEL",
"NEW",
"REPLACE",
"RESTATE" };
241 const char SettlInstSource_realm[]
243 const char *SettlInstSource_descriptions[]
244 {
"BROKERS_INSTRUCTIONS",
"INSTITUTIONS_INSTRUCTIONS",
"INVESTOR" };
246 {
"?",
"ABS",
"AMENDED",
"AN",
"BA",
"BDN",
"BN",
"BOX",
"BRADY",
"BRIDGE",
"BUYSELL",
"CAMM",
"CAN",
"CASH",
"CB",
"CD",
"CDS",
"CL",
"CMB",
"CMBS",
"CMO",
"COFO",
"COFP",
"CORP",
"CP",
"CPP",
"CS",
"CTB",
"DEFLTED",
"DINP",
"DN",
"DUAL",
"EUCD",
"EUCORP",
"EUCP",
"EUFRN",
"EUSOV",
"EUSUPRA",
"FAC",
"FADN",
"FOR",
"FORWARD",
"FRN",
"FUT",
"FXFWD",
"FXNDF",
"FXSPOT",
"FXSWAP",
"GO",
"IET",
"IRS",
"LOFC",
"LQN",
"MATURED",
"MBS",
"MF",
"MIO",
"MLEG",
"MPO",
"MPP",
"MPT",
"MT",
"MTN",
"NONE",
"ONITE",
"OOC",
"OOF",
"OOP",
"OPT",
"PEF",
"PFAND",
"PN",
"PROV",
"PS",
"PZFJ",
"RAN",
"REPLACD",
"REPO",
"RETIRED",
"REV",
"RVLV",
"RVLVTRM",
"SECLOAN",
"SECPLEDGE",
"SLQN",
"SPCLA",
"SPCLO",
"SPCLT",
"STN",
"STRUCT",
"SUPRA",
"SWING",
"TAN",
"TAXA",
"TB",
"TBA",
"TBILL",
"TBOND",
"TCAL",
"TD",
"TECP",
"TERM",
"TINT",
"TIPS",
"TLQN",
"TMCP",
"TNOTE",
"TPRN",
"TRAN",
"UST",
"USTB",
"VRDN",
"WAR",
"WITHDRN",
"XCN",
"XLINKD",
"YANK",
"YCD" };
247 const char *SecurityType_descriptions[]
248 {
"WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST",
"ASSET_BACKED_SECURITIES",
"AMENDED_RESTATED",
"OTHER_ANTICIPATION_NOTES",
"BANKERS_ACCEPTANCE",
"BANK_DEPOSITORY_NOTE",
"BANK_NOTES",
"BILL_OF_EXCHANGES",
"BRADY_BOND",
"BRIDGE_LOAN",
"BUY_SELLBACK",
"CANADIAN_MONEY_MARKETS",
"CANADIAN_TREASURY_NOTES",
"CASH",
"CONVERTIBLE_BOND",
"CERTIFICATE_OF_DEPOSIT",
"CREDIT_DEFAULT_SWAP",
"CALL_LOANS",
"CANADIAN_MORTGAGE_BONDS",
"CORP_MORTGAGE_BACKED_SECURITIES",
"COLLATERALIZED_MORTGAGE_OBLIGATION",
"CERTIFICATE_OF_OBLIGATION",
"CERTIFICATE_OF_PARTICIPATION",
"CORPORATE_BOND",
"COMMERCIAL_PAPER",
"CORPORATE_PRIVATE_PLACEMENT",
"COMMON_STOCK",
"CANADIAN_TREASURY_BILLS",
"DEFAULTED",
"DEBTOR_IN_POSSESSION",
"DEPOSIT_NOTES",
"DUAL_CURRENCY",
"EURO_CERTIFICATE_OF_DEPOSIT",
"EURO_CORPORATE_BOND",
"EURO_COMMERCIAL_PAPER",
"EURO_CORPORATE_FLOATING_RATE_NOTES",
"EURO_SOVEREIGNS",
"EURO_SUPRANATIONAL_COUPONS",
"FEDERAL_AGENCY_COUPON",
"FEDERAL_AGENCY_DISCOUNT_NOTE",
"FOREIGN_EXCHANGE_CONTRACT",
"FORWARD",
"US_CORPORATE_FLOATING_RATE_NOTES",
"FUTURE",
"FX_FORWARD",
"NON_DELIVERABLE_FORWARD",
"FX_SPOT",
"FX_SWAP",
"GENERAL_OBLIGATION_BONDS",
"IOETTE_MORTGAGE",
"INTEREST_RATE_SWAP",
"LETTER_OF_CREDIT",
"LIQUIDITY_NOTE",
"MATURED",
"MORTGAGE_BACKED_SECURITIES",
"MUTUAL_FUND",
"MORTGAGE_INTEREST_ONLY",
"MULTILEG_INSTRUMENT",
"MORTGAGE_PRINCIPAL_ONLY",
"MORTGAGE_PRIVATE_PLACEMENT",
"MISCELLANEOUS_PASS_THROUGH",
"MANDATORY_TENDER",
"MEDIUM_TERM_NOTES",
"NO_SECURITY_TYPE",
"OVERNIGHT",
"OPTIONS_ON_COMBO",
"OPTIONS_ON_FUTURES",
"OPTIONS_ON_PHYSICAL",
"OPTION",
"PRIVATE_EXPORT_FUNDING",
"PFANDBRIEFE",
"PROMISSORY_NOTE",
"CANADIAN_PROVINCIAL_BONDS",
"PREFERRED_STOCK",
"PLAZOS_FIJOS",
"REVENUE_ANTICIPATION_NOTE",
"REPLACED",
"REPURCHASE",
"RETIRED",
"REVENUE_BONDS",
"REVOLVER_LOAN",
"REVOLVER_TERM_LOAN",
"SECURITIES_LOAN",
"SECURITIES_PLEDGE",
"SECURED_LIQUIDITY_NOTE",
"SPECIAL_ASSESSMENT",
"SPECIAL_OBLIGATION",
"SPECIAL_TAX",
"SHORT_TERM_LOAN_NOTE",
"STRUCTURED_NOTES",
"USD_SUPRANATIONAL_COUPONS",
"SWING_LINE_FACILITY",
"TAX_ANTICIPATION_NOTE",
"TAX_ALLOCATION",
"TREASURY_BILL",
"TO_BE_ANNOUNCED",
"US_TREASURY_BILL_TBILL",
"US_TREASURY_BOND",
"PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE",
"TIME_DEPOSIT",
"TAX_EXEMPT_COMMERCIAL_PAPER",
"TERM_LOAN",
"INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE",
"TREASURY_INFLATION_PROTECTED_SECURITIES",
"TERM_LIQUIDITY_NOTE",
"TAXABLE_MUNICIPAL_CP",
"US_TREASURY_NOTE_TNOTE",
"PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE",
"TAX_REVENUE_ANTICIPATION_NOTE",
"US_TREASURY_NOTE_UST",
"US_TREASURY_BILL_USTB",
"VARIABLE_RATE_DEMAND_NOTE",
"WARRANT",
"WITHDRAWN",
"EXTENDED_COMM_NOTE",
"INDEXED_LINKED",
"YANKEE_CORPORATE_BOND",
"YANKEE_CERTIFICATE_OF_DEPOSIT" };
249 const int StandInstDbType_realm[]
251 const char *StandInstDbType_descriptions[]
252 {
"OTHER",
"DTC_SID",
"THOMSON_ALERT",
"A_GLOBAL_CUSTODIAN",
"ACCOUNTNET" };
253 const int SettlDeliveryType_realm[]
255 const char *SettlDeliveryType_descriptions[]
256 {
"VERSUS_PAYMENT_DELIVER",
"FREE_DELIVER",
"TRI_PARTY",
"HOLD_IN_CUSTODY" };
257 const int AllocLinkType_realm[]
259 const char *AllocLinkType_descriptions[]
260 {
"FX_NETTING",
"FX_SWAP" };
261 const int PutOrCall_realm[]
263 const char *PutOrCall_descriptions[]
265 const int CoveredOrUncovered_realm[]
267 const char *CoveredOrUncovered_descriptions[]
268 {
"COVERED",
"UNCOVERED" };
269 const char NotifyBrokerOfCredit_realm[]
271 const char *NotifyBrokerOfCredit_descriptions[]
273 const int AllocHandlInst_realm[]
275 const char *AllocHandlInst_descriptions[]
276 {
"MATCH",
"FORWARD",
"FORWARD_AND_MATCH" };
277 const int RoutingType_realm[]
279 const char *RoutingType_descriptions[]
280 {
"TARGET_FIRM",
"TARGET_LIST",
"BLOCK_FIRM",
"BLOCK_LIST" };
281 const f8String BenchmarkCurveName_realm[]
282 {
"EONIA",
"EUREPO",
"Euribor",
"FutureSWAP",
"LIBID",
"LIBOR",
"MuniAAA",
"OTHER",
"Pfandbriefe",
"SONIA",
"SWAP",
"Treasury" };
283 const char *BenchmarkCurveName_descriptions[]
284 {
"EONIA",
"EUREPO",
"EURIBOR",
"FUTURESWAP",
"LIBID",
"LIBOR",
"MUNIAAA",
"OTHER",
"PFANDBRIEFE",
"SONIA",
"SWAP",
"TREASURY" };
285 const f8String StipulationType_realm[]
286 {
"ABS",
"AMT",
"AUTOREINV",
"AVAILQTY",
"AVFICO",
"AVSIZE",
"BANKQUAL",
"BGNCON",
"BROKERCREDIT",
"COUPON",
"CPP",
"CPR",
"CPY",
"CURRENCY",
"CUSTOMDATE",
"DISCOUNT",
"GEOG",
"HAIRCUT",
"HEP",
"INSURED",
"INTERNALPX",
"INTERNALQTY",
"ISSUE",
"ISSUER",
"ISSUESIZE",
"LEAVEQTY",
"LOOKBACK",
"LOT",
"LOTVAR",
"MAT",
"MATURITY",
"MAXBAL",
"MAXORDQTY",
"MAXSUBS",
"MHP",
"MINDNOM",
"MININCR",
"MINQTY",
"MPR",
"ORDRINCR",
"PAYFREQ",
"PIECES",
"PMAX",
"POOL",
"PPC",
"PPL",
"PPM",
"PPT",
"PRICE",
"PRICEFREQ",
"PRIMARY",
"PROD",
"PROTECT",
"PSA",
"PURPOSE",
"PXSOURCE",
"RATING",
"REDEMPTION",
"REFINT",
"REFPRIN",
"REFTRADE",
"RESTRICTED",
"ROLLTYPE",
"SALESCREDITOVR",
"SECTOR",
"SECTYPE",
"SMM",
"STRUCT",
"SUBSFREQ",
"SUBSLEFT",
"TEXT",
"TRADERCREDIT",
"TRDVAR",
"WAC",
"WAL",
"WALA",
"WAM",
"WHOLE",
"YIELD",
"YTM" };
287 const char *StipulationType_descriptions[]
288 {
"ABSOLUTE_PREPAYMENT_SPEED",
"ALTERNATIVE_MINIMUM_TAX",
"AUTO_REINVESTMENT_AT_RATE_OR_BETTER",
"AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET",
"AVERAGE_FICO_SCORE",
"AVERAGE_LOAN_SIZE",
"BANK_QUALIFIED",
"BARGAIN_CONDITIONS",
"BROKERS_SALES_CREDIT",
"COUPON_RANGE",
"CONSTANT_PREPAYMENT_PENALTY",
"CONSTANT_PREPAYMENT_RATE",
"CONSTANT_PREPAYMENT_YIELD",
"ISO_CURRENCY_CODE",
"CUSTOM_START_END_DATE",
"DISCOUNT_RATE",
"GEOGRAPHICS_AND_RANGE",
"VALUATION_DISCOUNT",
"FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE",
"INSURED",
"OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS",
"OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS",
"YEAR_OR_YEAR_MONTH_OF_ISSUE",
"ISSUERS_TICKER",
"ISSUE_SIZE_RANGE",
"THE_MINIMUM_RESIDUAL_OFFER_QUANTITY",
"LOOKBACK_DAYS",
"EXPLICIT_LOT_IDENTIFIER",
"LOT_VARIANCE",
"MATURITY_YEAR_AND_MONTH",
"MATURITY_RANGE",
"MAXIMUM_LOAN_BALANCE",
"MAXIMUM_ORDER_SIZE",
"MAXIMUM_SUBSTITUTIONS",
"PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE",
"MINIMUM_DENOMINATION",
"MINIMUM_INCREMENT",
"MINIMUM_QUANTITY",
"MONTHLY_PREPAYMENT_RATE",
"ORDER_QUANTITY_INCREMENT",
"PAYMENT_FREQUENCY_CALENDAR",
"NUMBER_OF_PIECES",
"POOLS_MAXIMUM",
"POOL_IDENTIFIER",
"PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE",
"POOLS_PER_LOT",
"POOLS_PER_MILLION",
"POOLS_PER_TRADE",
"PRICE_RANGE",
"PRICING_FREQUENCY",
"PRIMARY_OR_SECONDARY_MARKET_INDICATOR",
"PRODUCTION_YEAR",
"CALL_PROTECTION",
"PERCENT_OF_BMA_PREPAYMENT_CURVE",
"PURPOSE",
"BENCHMARK_PRICE_SOURCE",
"RATING_SOURCE_AND_RANGE",
"TYPE_OF_REDEMPTION",
"INTEREST_OF_ROLLING_OR_CLOSING_TRADE",
"PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE",
"REFERENCE_TO_ROLLING_OR_CLOSING_TRADE",
"RESTRICTED",
"TYPE_OF_ROLL_TRADE",
"BROKER_SALES_CREDIT_OVERRIDE",
"MARKET_SECTOR",
"SECURITY_TYPE_INCLUDED_OR_EXCLUDED",
"SINGLE_MONTHLY_MORTALITY",
"STRUCTURE",
"SUBSTITUTIONS_FREQUENCY",
"SUBSTITUTIONS_LEFT",
"FREEFORM_TEXT",
"TRADERS_CREDIT",
"TRADE_VARIANCE",
"WEIGHTED_AVERAGE_COUPON",
"WEIGHTED_AVERAGE_LIFE_COUPON",
"WEIGHTED_AVERAGE_LOAN_AGE",
"WEIGHTED_AVERAGE_MATURITY",
"WHOLE_POOL",
"YIELD_RANGE",
"YIELD_TO_MATURITY" };
290 {
"AFTERTAX",
"ANNUAL",
"ATISSUE",
"AVGMATURITY",
"BOOK",
"CALL",
"CHANGE",
"CLOSE",
"COMPOUND",
"CURRENT",
"GOVTEQUIV",
"GROSS",
"INFLATION",
"INVERSEFLOATER",
"LASTCLOSE",
"LASTMONTH",
"LASTQUARTER",
"LASTYEAR",
"LONGAVGLIFE",
"MARK",
"MATURITY",
"NEXTREFUND",
"OPENAVG",
"PREVCLOSE",
"PROCEEDS",
"PUT",
"SEMIANNUAL",
"SHORTAVGLIFE",
"SIMPLE",
"TAXEQUIV",
"TENDER",
"TRUE",
"VALUE1_32",
"WORST" };
291 const char *YieldType_descriptions[]
292 {
"AFTER_TAX_YIELD",
"ANNUAL_YIELD",
"YIELD_AT_ISSUE",
"YIELD_TO_AVG_MATURITY",
"BOOK_YIELD",
"YIELD_TO_NEXT_CALL",
"YIELD_CHANGE_SINCE_CLOSE",
"CLOSING_YIELD",
"COMPOUND_YIELD",
"CURRENT_YIELD",
"GVNT_EQUIVALENT_YIELD",
"TRUE_GROSS_YIELD",
"YIELD_WITH_INFLATION_ASSUMPTION",
"INVERSE_FLOATER_BOND_YIELD",
"MOST_RECENT_CLOSING_YIELD",
"CLOSING_YIELD_MOST_RECENT_MONTH",
"CLOSING_YIELD_MOST_RECENT_QUARTER",
"CLOSING_YIELD_MOST_RECENT_YEAR",
"YIELD_TO_LONGEST_AVERAGE_LIFE",
"MARK_TO_MARKET_YIELD",
"YIELD_TO_MATURITY",
"YIELD_TO_NEXT_REFUND",
"OPEN_AVERAGE_YIELD",
"PREVIOUS_CLOSE_YIELD",
"PROCEEDS_YIELD",
"YIELD_TO_NEXT_PUT",
"SEMI_ANNUAL_YIELD",
"YIELD_TO_SHORTEST_AVERAGE_LIFE",
"SIMPLE_YIELD",
"TAX_EQUIVALENT_YIELD",
"YIELD_TO_TENDER_DATE",
"TRUE_YIELD",
"YIELD_VALUE_OF_1_32",
"YIELD_TO_WORST" };
293 const char TradedFlatSwitch_realm[]
295 const char *TradedFlatSwitch_descriptions[]
297 const char SubscriptionRequestType_realm[]
299 const char *SubscriptionRequestType_descriptions[]
300 {
"SNAPSHOT",
"SNAPSHOT_PLUS_UPDATES",
"DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST" };
301 const int MDUpdateType_realm[]
303 const char *MDUpdateType_descriptions[]
304 {
"FULL_REFRESH",
"INCREMENTAL_REFRESH" };
305 const char AggregatedBook_realm[]
307 const char *AggregatedBook_descriptions[]
309 const char MDEntryType_realm[]
310 {
'0',
'1',
'2',
'3',
'4',
'5',
'6',
'7',
'8',
'9',
'A',
'B',
'C',
'D',
'E',
'F',
'G',
'H',
'J',
'K',
'L',
'M',
'N',
'O',
'P',
'Q',
'R',
'S',
'T',
'U',
'V',
'W',
'X',
'Y',
'Z',
'a' };
311 const char *MDEntryType_descriptions[]
312 {
"BID",
"OFFER",
"TRADE",
"INDEX_VALUE",
"OPENING_PRICE",
"CLOSING_PRICE",
"SETTLEMENT_PRICE",
"TRADING_SESSION_HIGH_PRICE",
"TRADING_SESSION_LOW_PRICE",
"TRADING_SESSION_VWAP_PRICE",
"IMBALANCE",
"TRADE_VOLUME",
"OPEN_INTEREST",
"COMPOSITE_UNDERLYING_PRICE",
"SIMULATED_SELL_PRICE",
"SIMULATED_BUY_PRICE",
"MARGIN_RATE",
"MID_PRICE",
"EMPTY_BOOK",
"SETTLE_HIGH_PRICE",
"SETTLE_LOW_PRICE",
"PRIOR_SETTLE_PRICE",
"SESSION_HIGH_BID",
"SESSION_LOW_OFFER",
"EARLY_PRICES",
"AUCTION_CLEARING_PRICE",
"DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS",
"SWAP_VALUE_FACTOR",
"CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS",
"DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS",
"CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS",
"FIXING_PRICE",
"CASH_RATE",
"RECOVERY_RATE",
"RECOVERY_RATE_FOR_LONG",
"RECOVERY_RATE_FOR_SHORT" };
313 const char TickDirection_realm[]
314 {
'0',
'1',
'2',
'3' };
315 const char *TickDirection_descriptions[]
316 {
"PLUS_TICK",
"ZERO_PLUS_TICK",
"MINUS_TICK",
"ZERO_MINUS_TICK" };
317 const f8String QuoteCondition_realm[]
318 {
"0",
"1",
"2",
"3",
"4",
"5",
"6",
"7",
"A",
"B",
"C",
"D",
"E",
"F",
"G",
"H",
"I",
"J",
"K",
"L",
"M",
"N",
"O",
"P",
"Q",
"R",
"S",
"T",
"U",
"V",
"W",
"X",
"Y",
"Z",
"a",
"b",
"c",
"d",
"e",
"f ",
"g",
"h",
"i",
"j",
"k",
"l",
"m",
"n",
"o",
"p",
"q",
"r",
"s",
"t",
"u",
"v",
"w",
"x",
"y",
"z" };
319 const char *QuoteCondition_descriptions[]
320 {
"RESERVED_SAM",
"NO_ACTIVE_SAM",
"RESTRICTED",
"REST_OF_BOOK_VWAP",
"BETTER_PRICES_IN_CONDITIONAL_ORDERS",
"MEDIAN_PRICE",
"FULL_CURVE",
"FLAT_CURVE",
"OPEN_ACTIVE",
"CLOSED_INACTIVE",
"EXCHANGE_BEST",
"CONSOLIDATED_BEST",
"LOCKED",
"CROSSED",
"DEPTH",
"FAST_TRADING",
"NON_FIRM",
"OUTRIGHT_PRICE",
"IMPLIED_PRICE",
"MANUAL_SLOW_QUOTE",
"DEPTH_ON_OFFER",
"DEPTH_ON_BID",
"CLOSING",
"NEWS_DISSEMINATION",
"TRADING_RANGE",
"ORDER_INFLUX",
"DUE_TO_RELATED",
"NEWS_PENDING",
"ADDITIONAL_INFO",
"ADDITIONAL_INFO_DUE_TO_RELATED",
"RESUME",
"VIEW_OF_COMMON",
"VOLUME_ALERT",
"ORDER_IMBALANCE",
"EQUIPMENT_CHANGEOVER",
"NO_OPEN",
"REGULAR_ETH",
"AUTOMATIC_EXECUTION",
"AUTOMATIC_EXECUTION_ETH",
"FAST_MARKET_ETH",
"INACTIVE_ETH",
"ROTATION",
"ROTATION_ETH",
"HALT",
"HALT_ETH",
"DUE_TO_NEWS_DISSEMINATION",
"DUE_TO_NEWS_PENDING",
"TRADING_RESUME",
"OUT_OF_SEQUENCE",
"BID_SPECIALIST",
"OFFER_SPECIALIST",
"BID_OFFER_SPECIALIST",
"END_OF_DAY_SAM",
"FORBIDDEN_SAM",
"FROZEN_SAM",
"PREOPENING_SAM",
"OPENING_SAM",
"OPEN_SAM",
"SURVEILLANCE_SAM",
"SUSPENDED_SAM" };
321 const f8String TradeCondition_realm[]
322 {
"0",
"1",
"2",
"3",
"4",
"A",
"AA",
"AB",
"AC",
"AD",
"AE",
"AF",
"AG",
"AH",
"AI",
"AJ",
"AK",
"AL",
"AM",
"AN",
"AO",
"AP",
"AQ",
"AR",
"AS",
"AT",
"AV",
"B",
"C",
"D",
"E",
"F",
"G",
"H",
"I",
"J",
"K",
"L",
"M",
"N",
"P",
"Q",
"R",
"S",
"T",
"U",
"V",
"W",
"X",
"Y",
"Z",
"a",
"b",
"c",
"d",
"e",
"f",
"g",
"h",
"i",
"j",
"k",
"l",
"m",
"n",
"o",
"p",
"q",
"r",
"s",
"t",
"u",
"v",
"w",
"x",
"y",
"z" };
323 const char *TradeCondition_descriptions[]
324 {
"CANCEL",
"IMPLIED_TRADE",
"MARKETPLACE_ENTERED_TRADE",
"MULT_ASSET_CLASS_MULTILEG_TRADE",
"MULTILEG_TO_MULTILEG_TRADE",
"CASH",
"SPREAD",
"SPREAD_ETH",
"STRADDLE",
"STRADDLE_ETH",
"STOPPED",
"STOPPED_ETH",
"REGULAR_ETH",
"COMBO",
"COMBO_ETH",
"OFFICIAL_CLOSING_PRICE",
"PRIOR_REFERENCE_PRICE",
"STOPPED_SOLD_LAST",
"STOPPED_OUT_OF_SEQUENCE",
"OFFICAL_CLOSING_PRICE",
"CROSSED_AO",
"FAST_MARKET",
"AUTOMATIC_EXECUTION",
"FORM_T",
"BASKET_INDEX",
"BURST_BASKET",
"OUTSIDE_SPREAD",
"AVERAGE_PRICE_TRADE",
"CASH_TRADE",
"NEXT_DAY",
"OPENING_REOPENING_TRADE_DETAIL",
"INTRADAY_TRADE_DETAIL",
"RULE_127_TRADE",
"RULE_155_TRADE",
"SOLD_LAST",
"NEXT_DAY_TRADE",
"OPENED",
"SELLER",
"SOLD",
"STOPPED_STOCK",
"IMBALANCE_MORE_BUYERS",
"IMBALANCE_MORE_SELLERS",
"OPENING_PRICE",
"BARGAIN_CONDITION",
"CONVERTED_PRICE_INDICATOR",
"EXCHANGE_LAST",
"FINAL_PRICE_OF_SESSION",
"EX_PIT",
"CROSSED_X",
"TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE",
"TRADES_RESULTING_FROM_INTERMARKET_SWEEP",
"VOLUME_ONLY",
"DIRECT_PLUS",
"ACQUISITION",
"BUNCHED",
"DISTRIBUTION",
"BUNCHED_SALE",
"SPLIT_TRADE",
"CANCEL_STOPPED",
"CANCEL_ETH",
"CANCEL_STOPPED_ETH",
"OUT_OF_SEQUENCE_ETH",
"CANCEL_LAST_ETH",
"SOLD_LAST_SALE_ETH",
"CANCEL_LAST",
"SOLD_LAST_SALE",
"CANCEL_OPEN",
"CANCEL_OPEN_ETH",
"OPENED_SALE_ETH",
"CANCEL_ONLY",
"CANCEL_ONLY_ETH",
"LATE_OPEN_ETH",
"AUTO_EXECUTION_ETH",
"REOPEN",
"REOPEN_ETH",
"ADJUSTED",
"ADJUSTED_ETH" };
325 const char MDUpdateAction_realm[]
326 {
'0',
'1',
'2',
'3',
'4',
'5' };
327 const char *MDUpdateAction_descriptions[]
328 {
"NEW",
"CHANGE",
"DELETE",
"DELETE_THRU",
"DELETE_FROM",
"OVERLAY" };
329 const char MDReqRejReason_realm[]
330 {
'0',
'1',
'2',
'3',
'4',
'5',
'6',
'7',
'8',
'9',
'A',
'B',
'C',
'D' };
331 const char *MDReqRejReason_descriptions[]
332 {
"UNKNOWN_SYMBOL",
"DUPLICATE_MDREQID",
"INSUFFICIENT_BANDWIDTH",
"INSUFFICIENT_PERMISSIONS",
"UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE",
"UNSUPPORTED_MARKETDEPTH",
"UNSUPPORTED_MDUPDATETYPE",
"UNSUPPORTED_AGGREGATEDBOOK",
"UNSUPPORTED_MDENTRYTYPE",
"UNSUPPORTED_TRADINGSESSIONID",
"UNSUPPORTED_SCOPE",
"UNSUPPORTED_OPENCLOSESETTLEFLAG",
"UNSUPPORTED_MDIMPLICITDELETE",
"INSUFFICIENT_CREDIT" };
333 const char DeleteReason_realm[]
335 const char *DeleteReason_descriptions[]
336 {
"CANCELLATION",
"ERROR" };
337 const f8String OpenCloseSettlFlag_realm[]
338 {
"0",
"1",
"2",
"3",
"4",
"5" };
339 const char *OpenCloseSettlFlag_descriptions[]
340 {
"DAILY_OPEN",
"SESSION_OPEN",
"DELIVERY_SETTLEMENT_ENTRY",
"EXPECTED_ENTRY",
"ENTRY_FROM_PREVIOUS_BUSINESS_DAY",
"THEORETICAL_PRICE_VALUE" };
341 const f8String FinancialStatus_realm[]
343 const char *FinancialStatus_descriptions[]
344 {
"BANKRUPT",
"PENDING_DELISTING",
"RESTRICTED" };
345 const f8String CorporateAction_realm[]
346 {
"A",
"B",
"C",
"D",
"E",
"F",
"G",
"H",
"I",
"J",
"K",
"L",
"M",
"N",
"O",
"P",
"Q",
"R",
"S",
"T",
"U",
"V",
"W" };
347 const char *CorporateAction_descriptions[]
348 {
"EX_DIVIDEND",
"EX_DISTRIBUTION",
"EX_RIGHTS",
"NEW",
"EX_INTEREST",
"CASH_DIVIDEND",
"STOCK_DIVIDEND",
"NON_INTEGER_STOCK_SPLIT",
"REVERSE_STOCK_SPLIT",
"STANDARD_INTEGER_STOCK_SPLIT",
"POSITION_CONSOLIDATION",
"LIQUIDATION_REORGANIZATION",
"MERGER_REORGANIZATION",
"RIGHTS_OFFERING",
"SHAREHOLDER_MEETING",
"SPINOFF",
"TENDER_OFFER",
"WARRANT",
"SPECIAL_ACTION",
"SYMBOL_CONVERSION",
"CUSIP",
"LEAP_ROLLOVER",
"SUCCESSION_EVENT" };
349 const int QuoteStatus_realm[]
350 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
351 const char *QuoteStatus_descriptions[]
352 {
"ACCEPTED",
"CANCEL_FOR_SYMBOL",
"CANCELED_FOR_SECURITY_TYPE",
"CANCELED_FOR_UNDERLYING",
"CANCELED_ALL",
"REJECTED",
"REMOVED_FROM_MARKET",
"EXPIRED",
"QUERY",
"QUOTE_NOT_FOUND",
"PENDING",
"PASS",
"LOCKED_MARKET_WARNING",
"CROSS_MARKET_WARNING",
"CANCELED_DUE_TO_LOCK_MARKET",
"CANCELED_DUE_TO_CROSS_MARKET",
"ACTIVE",
"CANCELED",
"UNSOLICITED_QUOTE_REPLENISHMENT",
"PENDING_END_TRADE",
"TOO_LATE_TO_END" };
353 const int QuoteCancelType_realm[]
354 { 1, 2, 3, 4, 5, 6, 7, 8 };
355 const char *QuoteCancelType_descriptions[]
356 {
"CANCEL_FOR_ONE_OR_MORE_SECURITIES",
"CANCEL_FOR_SECURITY_TYPE",
"CANCEL_FOR_UNDERLYING_SECURITY",
"CANCEL_ALL_QUOTES",
"CANCEL_QUOTE_SPECIFIED_IN_QUOTEID",
"CANCEL_BY_QUOTETYPE",
"CANCEL_FOR_SECURITY_ISSUER",
"CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY" };
357 const int QuoteRejectReason_realm[]
358 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 99 };
359 const char *QuoteRejectReason_descriptions[]
360 {
"UNKNOWN_SYMBOL",
"EXCHANGE",
"QUOTE_REQUEST_EXCEEDS_LIMIT",
"TOO_LATE_TO_ENTER",
"UNKNOWN_QUOTE",
"DUPLICATE_QUOTE",
"INVALID_BID_ASK_SPREAD",
"INVALID_PRICE",
"NOT_AUTHORIZED_TO_QUOTE_SECURITY",
"PRICE_EXCEEDS_CURRENT_PRICE_BAND",
"QUOTE_LOCKED",
"INVALID_OR_UNKNOWN_SECURITY_ISSUER",
"INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY",
"OTHER" };
361 const int QuoteResponseLevel_realm[]
363 const char *QuoteResponseLevel_descriptions[]
364 {
"NO_ACKNOWLEDGEMENT",
"ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES",
"ACKNOWLEDGE_EACH_QUOTE_MESSAGE",
"SUMMARY_ACKNOWLEDGEMENT" };
365 const int QuoteRequestType_realm[]
367 const char *QuoteRequestType_descriptions[]
368 {
"MANUAL",
"AUTOMATIC" };
369 const int SecurityRequestType_realm[]
370 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9 };
371 const char *SecurityRequestType_descriptions[]
372 {
"REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS",
"REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED",
"REQUEST_LIST_SECURITY_TYPES",
"REQUEST_LIST_SECURITIES",
"SYMBOL",
"SECURITYTYPE_AND_OR_CFICODE",
"PRODUCT",
"TRADINGSESSIONID",
"ALL_SECURITIES",
"MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID" };
373 const int SecurityResponseType_realm[]
374 { 1, 2, 3, 4, 5, 6 };
375 const char *SecurityResponseType_descriptions[]
376 {
"ACCEPT_SECURITY_PROPOSAL_AS_IS",
"ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE",
"LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST",
"LIST_OF_SECURITIES_RETURNED_PER_REQUEST",
"REJECT_SECURITY_PROPOSAL",
"CANNOT_MATCH_SELECTION_CRITERIA" };
377 const char UnsolicitedIndicator_realm[]
379 const char *UnsolicitedIndicator_descriptions[]
381 const int SecurityTradingStatus_realm[]
382 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26 };
383 const char *SecurityTradingStatus_descriptions[]
384 {
"OPENING_DELAY",
"TRADING_HALT",
"RESUME",
"NO_OPEN",
"PRICE_INDICATION",
"TRADING_RANGE_INDICATION",
"MARKET_IMBALANCE_BUY",
"MARKET_IMBALANCE_SELL",
"MARKET_ON_CLOSE_IMBALANCE_BUY",
"MARKET_ON_CLOSE_IMBALANCE_SELL",
"11",
"NO_MARKET_IMBALANCE",
"NO_MARKET_ON_CLOSE_IMBALANCE",
"ITS_PRE_OPENING",
"NEW_PRICE_INDICATION",
"TRADE_DISSEMINATION_TIME",
"READY_TO_TRADE",
"NOT_AVAILABLE_FOR_TRADING",
"NOT_TRADED_ON_THIS_MARKET",
"UNKNOWN_OR_INVALID",
"PRE_OPEN",
"OPENING_ROTATION",
"FAST_MARKET",
"PRE_CROSS",
"CROSS",
"POST_CLOSE" };
385 const int HaltReasonInt_realm[]
386 { 0, 1, 2, 3, 4, 5 };
387 const char *HaltReasonInt_descriptions[]
388 {
"NEWS_DISSEMINATION",
"ORDER_INFLUX",
"ORDER_IMBALANCE",
"ADDITIONAL_INFORMATION",
"NEWS_PENDING",
"EQUIPMENT_CHANGEOVER" };
389 const char InViewOfCommon_realm[]
391 const char *InViewOfCommon_descriptions[]
393 const char DueToRelated_realm[]
395 const char *DueToRelated_descriptions[]
397 const int Adjustment_realm[]
399 const char *Adjustment_descriptions[]
400 {
"CANCEL",
"ERROR",
"CORRECTION" };
401 const f8String TradingSessionID_realm[]
402 {
"1",
"2",
"3",
"4",
"5",
"6" };
403 const char *TradingSessionID_descriptions[]
404 {
"DAY",
"HALFDAY",
"MORNING",
"AFTERNOON",
"EVENING",
"AFTER_HOURS" };
405 const int TradSesMethod_realm[]
407 const char *TradSesMethod_descriptions[]
408 {
"ELECTRONIC",
"OPEN_OUTCRY",
"TWO_PARTY" };
409 const int TradSesMode_realm[]
411 const char *TradSesMode_descriptions[]
412 {
"TESTING",
"SIMULATED",
"PRODUCTION" };
413 const int TradSesStatus_realm[]
414 { 0, 1, 2, 3, 4, 5, 6 };
415 const char *TradSesStatus_descriptions[]
416 {
"UNKNOWN",
"HALTED",
"OPEN",
"CLOSED",
"PRE_OPEN",
"PRE_CLOSE",
"REQUEST_REJECTED" };
417 const f8String MessageEncoding_realm[]
418 {
"EUC-JP",
"ISO-2022-JP",
"SHIFT_JIS",
"UTF-8" };
419 const char *MessageEncoding_descriptions[]
420 {
"EUC_JP",
"ISO_2022_JP",
"SHIFT_JIS",
"UTF_8" };
421 const int SessionRejectReason_realm[]
422 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 99 };
423 const char *SessionRejectReason_descriptions[]
424 {
"INVALID_TAG_NUMBER",
"REQUIRED_TAG_MISSING",
"TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE",
"UNDEFINED_TAG",
"TAG_SPECIFIED_WITHOUT_A_VALUE",
"VALUE_IS_INCORRECT",
"INCORRECT_DATA_FORMAT_FOR_VALUE",
"DECRYPTION_PROBLEM",
"SIGNATURE_PROBLEM",
"COMPID_PROBLEM",
"SENDINGTIME_ACCURACY_PROBLEM",
"INVALID_MSGTYPE",
"XML_VALIDATION_ERROR",
"TAG_APPEARS_MORE_THAN_ONCE",
"TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER",
"REPEATING_GROUP_FIELDS_OUT_OF_ORDER",
"INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP",
"NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER",
"OTHER" };
425 const char BidRequestTransType_realm[]
427 const char *BidRequestTransType_descriptions[]
429 const char SolicitedFlag_realm[]
431 const char *SolicitedFlag_descriptions[]
433 const int ExecRestatementReason_realm[]
434 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 99 };
435 const char *ExecRestatementReason_descriptions[]
436 {
"GT_CORPORATE_ACTION",
"GT_RENEWAL",
"VERBAL_CHANGE",
"REPRICING_OF_ORDER",
"BROKER_OPTION",
"PARTIAL_DECLINE_OF_ORDERQTY",
"CANCEL_ON_TRADING_HALT",
"CANCEL_ON_SYSTEM_FAILURE",
"MARKET",
"CANCELED_NOT_BEST",
"WAREHOUSE_RECAP",
"PEG_REFRESH",
"OTHER" };
437 const int BusinessRejectReason_realm[]
438 { 0, 1, 2, 3, 4, 5, 6, 7, 18 };
439 const char *BusinessRejectReason_descriptions[]
440 {
"OTHER",
"UNKNOWN_ID",
"UNKNOWN_SECURITY",
"UNSUPPORTED_MESSAGE_TYPE",
"APPLICATION_NOT_AVAILABLE",
"CONDITIONALLY_REQUIRED_FIELD_MISSING",
"NOT_AUTHORIZED",
"DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME",
"INVALID_PRICE_INCREMENT" };
441 const char MsgDirection_realm[]
443 const char *MsgDirection_descriptions[]
444 {
"RECEIVE",
"SEND" };
445 const char DiscretionInst_realm[]
446 {
'0',
'1',
'2',
'3',
'4',
'5',
'6',
'7' };
447 const char *DiscretionInst_descriptions[]
448 {
"RELATED_TO_DISPLAYED_PRICE",
"RELATED_TO_MARKET_PRICE",
"RELATED_TO_PRIMARY_PRICE",
"RELATED_TO_LOCAL_PRIMARY_PRICE",
"RELATED_TO_MIDPOINT_PRICE",
"RELATED_TO_LAST_TRADE_PRICE",
"RELATED_TO_VWAP",
"AVERAGE_PRICE_GUARANTEE" };
449 const int BidType_realm[]
451 const char *BidType_descriptions[]
452 {
"NON_DISCLOSED_STYLE",
"DISCLOSED_SYTLE",
"NO_BIDDING_PROCESS" };
453 const int BidDescriptorType_realm[]
455 const char *BidDescriptorType_descriptions[]
456 {
"SECTOR",
"COUNTRY",
"INDEX" };
457 const int SideValueInd_realm[]
459 const char *SideValueInd_descriptions[]
460 {
"SIDE_VALUE_1",
"SIDE_VALUE_2" };
461 const int LiquidityIndType_realm[]
463 const char *LiquidityIndType_descriptions[]
464 {
"5_DAY_MOVING_AVERAGE",
"20_DAY_MOVING_AVERAGE",
"NORMAL_MARKET_SIZE",
"OTHER" };
465 const char ExchangeForPhysical_realm[]
467 const char *ExchangeForPhysical_descriptions[]
469 const int ProgRptReqs_realm[]
471 const char *ProgRptReqs_descriptions[]
472 {
"BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST",
"SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD",
"REAL_TIME_EXECUTION_REPORTS" };
473 const int IncTaxInd_realm[]
475 const char *IncTaxInd_descriptions[]
477 const char BidTradeType_realm[]
478 {
'A',
'G',
'J',
'R' };
479 const char *BidTradeType_descriptions[]
480 {
"AGENCY",
"VWAP_GUARANTEE",
"GUARANTEED_CLOSE",
"RISK_TRADE" };
481 const char BasisPxType_realm[]
482 {
'2',
'3',
'4',
'5',
'6',
'7',
'8',
'9',
'A',
'B',
'C',
'D',
'Z' };
483 const char *BasisPxType_descriptions[]
484 {
"CLOSING_PRICE_AT_MORNINGN_SESSION",
"CLOSING_PRICE",
"CURRENT_PRICE",
"SQ",
"VWAP_THROUGH_A_DAY",
"VWAP_THROUGH_A_MORNING_SESSION",
"VWAP_THROUGH_AN_AFTERNOON_SESSION",
"VWAP_THROUGH_A_DAY_EXCEPT_YORI",
"VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI",
"VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI",
"STRIKE",
"OPEN",
"OTHERS" };
485 const int PriceType_realm[]
486 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 13, 14, 15, 16, 17, 18, 19 };
487 const char *PriceType_descriptions[]
488 {
"PERCENTAGE",
"PER_UNIT",
"FIXED_AMOUNT",
"DISCOUNT",
"PREMIUM",
"SPREAD",
"TED_PRICE",
"TED_YIELD",
"YIELD",
"FIXED_CABINET_TRADE_PRICE",
"VARIABLE_CABINET_TRADE_PRICE",
"PRODUCT_TICKS_IN_HALFS",
"PRODUCT_TICKS_IN_FOURTHS",
"PRODUCT_TICKS_IN_EIGHTS",
"PRODUCT_TICKS_IN_SIXTEENTHS",
"PRODUCT_TICKS_IN_THIRTY_SECONDS",
"PRODUCT_TICKS_IN_SIXTY_FORTHS",
"PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS" };
489 const int GTBookingInst_realm[]
491 const char *GTBookingInst_descriptions[]
492 {
"BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION",
"ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES",
"ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE" };
493 const int ListStatusType_realm[]
494 { 1, 2, 3, 4, 5, 6 };
495 const char *ListStatusType_descriptions[]
496 {
"ACK",
"RESPONSE",
"TIMED",
"EXEC_STARTED",
"ALL_DONE",
"ALERT" };
497 const int NetGrossInd_realm[]
499 const char *NetGrossInd_descriptions[]
501 const int ListOrderStatus_realm[]
502 { 1, 2, 3, 4, 5, 6, 7 };
503 const char *ListOrderStatus_descriptions[]
504 {
"IN_BIDDING_PROCESS",
"RECEIVED_FOR_EXECUTION",
"EXECUTING",
"CANCELLING",
"ALERT",
"ALL_DONE",
"REJECT" };
505 const char ListExecInstType_realm[]
506 {
'1',
'2',
'3',
'4',
'5' };
507 const char *ListExecInstType_descriptions[]
508 {
"IMMEDIATE",
"WAIT_FOR_EXECUT_INSTRUCTION",
"EXCHANGE_SWITCH_CIV_ORDER_3",
"EXCHANGE_SWITCH_CIV_ORDER_4",
"EXCHANGE_SWITCH_CIV_ORDER_5" };
509 const char CxlRejResponseTo_realm[]
511 const char *CxlRejResponseTo_descriptions[]
512 {
"ORDER_CANCEL_REQUEST",
"ORDER_CANCEL_REPLACE_REQUEST" };
513 const char MultiLegReportingType_realm[]
515 const char *MultiLegReportingType_descriptions[]
516 {
"SINGLE_SECURITY",
"INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY",
"MULTI_LEG_SECURITY" };
517 const char PartyIDSource_realm[]
518 {
'1',
'2',
'3',
'4',
'5',
'6',
'7',
'8',
'9',
'A',
'B',
'C',
'D',
'E',
'F',
'G',
'H',
'I' };
519 const char *PartyIDSource_descriptions[]
520 {
"KOREAN_INVESTOR_ID",
"TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID",
"TAIWANESE_TRADING_ACCT",
"MALAYSIAN_CENTRAL_DEPOSITORY",
"CHINESE_INVESTOR_ID",
"UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER",
"US_SOCIAL_SECURITY_NUMBER",
"US_EMPLOYER_OR_TAX_ID_NUMBER",
"AUSTRALIAN_BUSINESS_NUMBER",
"AUSTRALIAN_TAX_FILE_NUMBER",
"BIC",
"GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER",
"PROPRIETARY",
"ISO_COUNTRY_CODE",
"SETTLEMENT_ENTITY_LOCATION",
"MIC",
"CSD_PARTICIPANT_MEMBER_CODE",
"DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT" };
521 const int PartyRole_realm[]
522 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70, 71, 72, 73, 74, 75, 76, 77, 78, 79, 80, 81, 82, 83, 84, 85 };
523 const char *PartyRole_descriptions[]
524 {
"EXECUTING_FIRM",
"BROKER_OF_CREDIT",
"CLIENT_ID",
"CLEARING_FIRM",
"INVESTOR_ID",
"INTRODUCING_FIRM",
"ENTERING_FIRM",
"LOCATE",
"FUND_MANAGER_CLIENT_ID",
"SETTLEMENT_LOCATION",
"ORDER_ORIGINATION_TRADER",
"EXECUTING_TRADER",
"ORDER_ORIGINATION_FIRM",
"GIVEUP_CLEARING_FIRM",
"CORRESPONDANT_CLEARING_FIRM",
"EXECUTING_SYSTEM",
"CONTRA_FIRM",
"CONTRA_CLEARING_FIRM",
"SPONSORING_FIRM",
"UNDERLYING_CONTRA_FIRM",
"CLEARING_ORGANIZATION",
"EXCHANGE",
"CUSTOMER_ACCOUNT",
"CORRESPONDENT_CLEARING_ORGANIZATION",
"CORRESPONDENT_BROKER",
"BUYER_SELLER",
"CUSTODIAN",
"INTERMEDIARY",
"AGENT",
"SUB_CUSTODIAN",
"BENEFICIARY",
"INTERESTED_PARTY",
"REGULATORY_BODY",
"LIQUIDITY_PROVIDER",
"ENTERING_TRADER",
"CONTRA_TRADER",
"POSITION_ACCOUNT",
"CONTRA_INVESTOR_ID",
"TRANSFER_TO_FIRM",
"CONTRA_POSITION_ACCOUNT",
"CONTRA_EXCHANGE",
"INTERNAL_CARRY_ACCOUNT",
"ORDER_ENTRY_OPERATOR_ID",
"SECONDARY_ACCOUNT_NUMBER",
"FOREIGN_FIRM",
"THIRD_PARTY_ALLOCATION_FIRM",
"CLAIMING_ACCOUNT",
"ASSET_MANAGER",
"PLEDGOR_ACCOUNT",
"PLEDGEE_ACCOUNT",
"LARGE_TRADER_REPORTABLE_ACCOUNT",
"TRADER_MNEMONIC",
"SENDER_LOCATION",
"SESSION_ID",
"ACCEPTABLE_COUNTERPARTY",
"UNACCEPTABLE_COUNTERPARTY",
"ENTERING_UNIT",
"EXECUTING_UNIT",
"INTRODUCING_BROKER",
"QUOTE_ORIGINATOR",
"REPORT_ORIGINATOR",
"SYSTEMATIC_INTERNALISER",
"MULTILATERAL_TRADING_FACILITY",
"REGULATED_MARKET",
"MARKET_MAKER",
"INVESTMENT_FIRM",
"HOST_COMPETENT_AUTHORITY",
"HOME_COMPETENT_AUTHORITY",
"COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY",
"COMPETENT_AUTHORITY_OF_THE_TRANSACTION",
"REPORTING_INTERMEDIARY",
"EXECUTION_VENUE",
"MARKET_DATA_ENTRY_ORIGINATOR",
"LOCATION_ID",
"DESK_ID",
"MARKET_DATA_MARKET",
"ALLOCATION_ENTITY",
"PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES",
"STEP_OUT_FIRM",
"BROKERCLEARINGID",
"CENTRAL_REGISTRATION_DEPOSITORY",
"CLEARING_ACCOUNT",
"ACCEPTABLE_SETTLING_COUNTERPARTY",
"UNACCEPTABLE_SETTLING_COUNTERPARTY" };
525 const int Product_realm[]
526 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13 };
527 const char *Product_descriptions[]
528 {
"AGENCY",
"COMMODITY",
"CORPORATE",
"CURRENCY",
"EQUITY",
"GOVERNMENT",
"INDEX",
"LOAN",
"MONEYMARKET",
"MORTGAGE",
"MUNICIPAL",
"OTHER",
"FINANCING" };
529 const char RoundingDirection_realm[]
531 const char *RoundingDirection_descriptions[]
532 {
"ROUND_TO_NEAREST",
"ROUND_DOWN",
"ROUND_UP" };
533 const int DistribPaymentMethod_realm[]
534 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12 };
535 const char *DistribPaymentMethod_descriptions[]
536 {
"CREST",
"NSCC",
"EUROCLEAR",
"CLEARSTREAM",
"CHEQUE",
"TELEGRAPHIC_TRANSFER",
"FED_WIRE",
"DIRECT_CREDIT",
"ACH_CREDIT",
"BPAY",
"HIGH_VALUE_CLEARING_SYSTEM_HVACS",
"REINVEST_IN_FUND" };
537 const char CancellationRights_realm[]
538 {
'M',
'N',
'O',
'Y' };
539 const char *CancellationRights_descriptions[]
540 {
"NO_M",
"NO_N",
"NO_O",
"YES" };
541 const char MoneyLaunderingStatus_realm[]
542 {
'1',
'2',
'3',
'N',
'Y' };
543 const char *MoneyLaunderingStatus_descriptions[]
544 {
"EXEMPT_1",
"EXEMPT_2",
"EXEMPT_3",
"NOT_CHECKED",
"PASSED" };
545 const char ExecPriceType_realm[]
546 {
'B',
'C',
'D',
'E',
'O',
'P',
'Q',
'S' };
547 const char *ExecPriceType_descriptions[]
548 {
"BID_PRICE",
"CREATION_PRICE",
"CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT",
"CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT",
"OFFER_PRICE",
"OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT",
"OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT",
"SINGLE_PRICE" };
549 const int TradeReportTransType_realm[]
550 { 0, 1, 2, 3, 4, 5 };
551 const char *TradeReportTransType_descriptions[]
552 {
"NEW",
"CANCEL",
"REPLACE",
"RELEASE",
"REVERSE",
"CANCEL_DUE_TO_BACK_OUT_OF_TRADE" };
553 const int PaymentMethod_realm[]
554 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15 };
555 const char *PaymentMethod_descriptions[]
556 {
"CREST",
"NSCC",
"EUROCLEAR",
"CLEARSTREAM",
"CHEQUE",
"TELEGRAPHIC_TRANSFER",
"FED_WIRE",
"DEBIT_CARD",
"DIRECT_DEBIT",
"DIRECT_CREDIT",
"CREDIT_CARD",
"ACH_DEBIT",
"ACH_CREDIT",
"BPAY",
"HIGH_VALUE_CLEARING_SYSTEM" };
557 const int TaxAdvantageType_realm[]
558 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 999 };
559 const char *TaxAdvantageType_descriptions[]
560 {
"NONE_NOT_APPLICABLE",
"MAXI_ISA",
"TESSA",
"MINI_CASH_ISA",
"MINI_STOCKS_AND_SHARES_ISA",
"MINI_INSURANCE_ISA",
"CURRENT_YEAR_PAYMENT",
"PRIOR_YEAR_PAYMENT",
"ASSET_TRANSFER",
"EMPLOYEE_9",
"EMPLOYEE_10",
"EMPLOYER_11",
"EMPLOYER_12",
"NON_FUND_PROTOTYPE_IRA",
"NON_FUND_QUALIFIED_PLAN",
"DEFINED_CONTRIBUTION_PLAN",
"INDIVIDUAL_RETIREMENT_ACCOUNT_16",
"INDIVIDUAL_RETIREMENT_ACCOUNT_17",
"KEOGH",
"PROFIT_SHARING_PLAN",
"401",
"SELF_DIRECTED_IRA",
"403",
"457",
"ROTH_IRA_24",
"ROTH_IRA_25",
"ROTH_CONVERSION_IRA_26",
"ROTH_CONVERSION_IRA_27",
"EDUCATION_IRA_28",
"EDUCATION_IRA_29",
"OTHER" };
561 const char FundRenewWaiv_realm[]
563 const char *FundRenewWaiv_descriptions[]
565 const char RegistStatus_realm[]
566 {
'A',
'H',
'N',
'R' };
567 const char *RegistStatus_descriptions[]
568 {
"ACCEPTED",
"HELD",
"REMINDER",
"REJECTED" };
569 const int RegistRejReasonCode_realm[]
570 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 99 };
571 const char *RegistRejReasonCode_descriptions[]
572 {
"INVALID_UNACCEPTABLE_ACCOUNT_TYPE",
"INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE",
"INVALID_UNACCEPTABLE_OWNERSHIP_TYPE",
"INVALID_UNACCEPTABLE_NO_REG_DETAILS",
"INVALID_UNACCEPTABLE_REG_SEQ_NO",
"INVALID_UNACCEPTABLE_REG_DETAILS",
"INVALID_UNACCEPTABLE_MAILING_DETAILS",
"INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS",
"INVALID_UNACCEPTABLE_INVESTOR_ID",
"INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE",
"INVALID_UNACCEPTABLE_DATE_OF_BIRTH",
"INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE",
"INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS",
"INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE",
"INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD",
"INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME",
"INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE",
"INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM",
"OTHER" };
573 const char RegistTransType_realm[]
575 const char *RegistTransType_descriptions[]
576 {
"NEW",
"REPLACE",
"CANCEL" };
577 const char OwnershipType_realm[]
579 const char *OwnershipType_descriptions[]
580 {
"JOINT_TRUSTEES",
"JOINT_INVESTORS",
"TENANTS_IN_COMMON" };
581 const int ContAmtType_realm[]
582 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15 };
583 const char *ContAmtType_descriptions[]
584 {
"COMMISSION_AMOUNT",
"COMMISSION_PERCENT",
"INITIAL_CHARGE_AMOUNT",
"INITIAL_CHARGE_PERCENT",
"DISCOUNT_AMOUNT",
"DISCOUNT_PERCENT",
"DILUTION_LEVY_AMOUNT",
"DILUTION_LEVY_PERCENT",
"EXIT_CHARGE_AMOUNT",
"EXIT_CHARGE_PERCENT",
"FUND_BASED_RENEWAL_COMMISSION_PERCENT",
"PROJECTED_FUND_VALUE",
"FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13",
"FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14",
"NET_SETTLEMENT_AMOUNT" };
585 const int OwnerType_realm[]
586 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13 };
587 const char *OwnerType_descriptions[]
588 {
"INDIVIDUAL_INVESTOR",
"PUBLIC_COMPANY",
"PRIVATE_COMPANY",
"INDIVIDUAL_TRUSTEE",
"COMPANY_TRUSTEE",
"PENSION_PLAN",
"CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT",
"TRUSTS",
"FIDUCIARIES",
"NETWORKING_SUB_ACCOUNT",
"NON_PROFIT_ORGANIZATION",
"CORPORATE_BODY",
"NOMINEE" };
589 const char OrderCapacity_realm[]
590 {
'A',
'G',
'I',
'P',
'R',
'W' };
591 const char *OrderCapacity_descriptions[]
592 {
"AGENCY",
"PROPRIETARY",
"INDIVIDUAL",
"PRINCIPAL",
"RISKLESS_PRINCIPAL",
"AGENT_FOR_OTHER_MEMBER" };
593 const f8String OrderRestrictions_realm[]
594 {
"1",
"2",
"3",
"4",
"5",
"6",
"7",
"8",
"9",
"A",
"B",
"C",
"D",
"E",
"F" };
595 const char *OrderRestrictions_descriptions[]
596 {
"PROGRAM_TRADE",
"INDEX_ARBITRAGE",
"NON_INDEX_ARBITRAGE",
"COMPETING_MARKET_MAKER",
"ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY",
"ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY",
"FOREIGN_ENTITY",
"EXTERNAL_MARKET_PARTICIPANT",
"EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE",
"RISKLESS_ARBITRAGE",
"ISSUER_HOLDING",
"ISSUE_PRICE_STABILIZATION",
"NON_ALGORITHMIC",
"ALGORITHMIC",
"CROSS" };
597 const char MassCancelRequestType_realm[]
598 {
'1',
'2',
'3',
'4',
'5',
'6',
'7',
'8',
'9',
'A',
'B',
'C' };
599 const char *MassCancelRequestType_descriptions[]
600 {
"CANCEL_ORDERS_FOR_A_SECURITY",
"CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY",
"CANCEL_ORDERS_FOR_A_PRODUCT",
"CANCEL_ORDERS_FOR_A_CFICODE",
"CANCEL_ORDERS_FOR_A_SECURITYTYPE",
"CANCEL_ORDERS_FOR_A_TRADING_SESSION",
"CANCEL_ALL_ORDERS",
"CANCEL_ORDERS_FOR_A_MARKET",
"CANCEL_ORDERS_FOR_A_MARKET_SEGMENT",
"CANCEL_ORDERS_FOR_A_SECURITY_GROUP",
"CANCEL_FOR_SECURITY_ISSUER",
"CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY" };
601 const char MassCancelResponse_realm[]
602 {
'0',
'1',
'2',
'3',
'4',
'5',
'6',
'7',
'8',
'9',
'A',
'B',
'C' };
603 const char *MassCancelResponse_descriptions[]
604 {
"CANCEL_REQUEST_REJECTED",
"CANCEL_ORDERS_FOR_A_SECURITY",
"CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY",
"CANCEL_ORDERS_FOR_A_PRODUCT",
"CANCEL_ORDERS_FOR_A_CFICODE",
"CANCEL_ORDERS_FOR_A_SECURITYTYPE",
"CANCEL_ORDERS_FOR_A_TRADING_SESSION",
"CANCEL_ALL_ORDERS",
"CANCEL_ORDERS_FOR_A_MARKET",
"CANCEL_ORDERS_FOR_A_MARKET_SEGMENT",
"CANCEL_ORDERS_FOR_A_SECURITY_GROUP",
"CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER",
"CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY" };
605 const int MassCancelRejectReason_realm[]
606 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 99 };
607 const char *MassCancelRejectReason_descriptions[]
608 {
"MASS_CANCEL_NOT_SUPPORTED",
"INVALID_OR_UNKNOWN_SECURITY",
"INVALID_OR_UNKOWN_UNDERLYING_SECURITY",
"INVALID_OR_UNKNOWN_PRODUCT",
"INVALID_OR_UNKNOWN_CFICODE",
"INVALID_OR_UNKNOWN_SECURITYTYPE",
"INVALID_OR_UNKNOWN_TRADING_SESSION",
"INVALID_OR_UNKNOWN_MARKET",
"INVALID_OR_UNKOWN_MARKET_SEGMENT",
"INVALID_OR_UNKNOWN_SECURITY_GROUP",
"INVALID_OR_UNKNOWN_SECURITY_ISSUER",
"INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY",
"OTHER" };
609 const int QuoteType_realm[]
611 const char *QuoteType_descriptions[]
612 {
"INDICATIVE",
"TRADEABLE",
"RESTRICTED_TRADEABLE",
"COUNTER" };
613 const char CashMargin_realm[]
615 const char *CashMargin_descriptions[]
616 {
"CASH",
"MARGIN_OPEN",
"MARGIN_CLOSE" };
619 const char *Scope_descriptions[]
620 {
"LOCAL_MARKET",
"NATIONAL",
"GLOBAL" };
621 const char MDImplicitDelete_realm[]
623 const char *MDImplicitDelete_descriptions[]
625 const int CrossType_realm[]
627 const char *CrossType_descriptions[]
628 {
"CROSS_AON",
"CROSS_IOC",
"CROSS_ONE_SIDE",
"CROSS_SAME_PRICE" };
629 const int CrossPrioritization_realm[]
631 const char *CrossPrioritization_descriptions[]
632 {
"NONE",
"BUY_SIDE_IS_PRIORITIZED",
"SELL_SIDE_IS_PRIORITIZED" };
633 const int NoSides_realm[]
635 const char *NoSides_descriptions[]
636 {
"ONE_SIDE",
"BOTH_SIDES" };
637 const int SecurityListRequestType_realm[]
638 { 0, 1, 2, 3, 4, 5 };
639 const char *SecurityListRequestType_descriptions[]
640 {
"SYMBOL",
"SECURITYTYPE_AND_OR_CFICODE",
"PRODUCT",
"TRADINGSESSIONID",
"ALL_SECURITIES",
"MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID" };
641 const int SecurityRequestResult_realm[]
642 { 0, 1, 2, 3, 4, 5 };
643 const char *SecurityRequestResult_descriptions[]
644 {
"VALID_REQUEST",
"INVALID_OR_UNSUPPORTED_REQUEST",
"NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA",
"NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA",
"INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE",
"REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED" };
645 const int MultiLegRptTypeReq_realm[]
647 const char *MultiLegRptTypeReq_descriptions[]
648 {
"REPORT_BY_MULITLEG_SECURITY_ONLY",
"REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY",
"REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY" };
649 const int TradSesStatusRejReason_realm[]
651 const char *TradSesStatusRejReason_descriptions[]
652 {
"UNKNOWN_OR_INVALID_TRADINGSESSIONID",
"OTHER" };
653 const int TradeRequestType_realm[]
655 const char *TradeRequestType_descriptions[]
656 {
"ALL_TRADES",
"MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST",
"UNMATCHED_TRADES_THAT_MATCH_CRITERIA",
"UNREPORTED_TRADES_THAT_MATCH_CRITERIA",
"ADVISORIES_THAT_MATCH_CRITERIA" };
657 const char PreviouslyReported_realm[]
659 const char *PreviouslyReported_descriptions[]
661 const char MatchStatus_realm[]
663 const char *MatchStatus_descriptions[]
664 {
"COMPARED_MATCHED_OR_AFFIRMED",
"UNCOMPARED_UNMATCHED_OR_UNAFFIRMED",
"ADVISORY_OR_ALERT" };
666 {
"1",
"2",
"3",
"4",
"5",
"6",
"7",
"8",
"A1",
"A2",
"A3",
"A4",
"A5",
"AQ",
"M1",
"M2",
"M3",
"M4",
"M5",
"M6",
"MT",
"S1",
"S2",
"S3",
"S4",
"S5" };
667 const char *MatchType_descriptions[]
668 {
"ONE_PARTY_TRADE_REPORT",
"TWO_PARTY_TRADE_REPORT",
"CONFIRMED_TRADE_REPORT",
"AUTO_MATCH",
"CROSS_AUCTION",
"COUNTER_ORDER_SELECTION",
"CALL_AUCTION",
"ISSUING_BUY_BACK_AUCTION",
"EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME",
"EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES",
"EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME",
"EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES",
"EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME",
"COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS",
"EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH",
"SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH",
"ACT_ACCEPTED_TRADE",
"ACT_DEFAULT_TRADE",
"ACT_DEFAULT_AFTER_M2",
"ACT_M6_MATCH",
"OCS_LOCKED_IN_NON_ACT",
"SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED",
"SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED",
"SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED",
"SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED",
"SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED" };
669 const char OddLot_realm[]
671 const char *OddLot_descriptions[]
673 const int ClearingInstruction_realm[]
674 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13 };
675 const char *ClearingInstruction_descriptions[]
676 {
"PROCESS_NORMALLY",
"EXCLUDE_FROM_ALL_NETTING",
"BILATERAL_NETTING_ONLY",
"EX_CLEARING",
"SPECIAL_TRADE",
"MULTILATERAL_NETTING",
"CLEAR_AGAINST_CENTRAL_COUNTERPARTY",
"EXCLUDE_FROM_CENTRAL_COUNTERPARTY",
"MANUAL_MODE",
"AUTOMATIC_POSTING_MODE",
"AUTOMATIC_GIVE_UP_MODE",
"QUALIFIED_SERVICE_REPRESENTATIVE_QSR",
"CUSTOMER_TRADE",
"SELF_CLEARING" };
677 const int AccountType_realm[]
678 { 1, 2, 3, 4, 6, 7, 8 };
679 const char *AccountType_descriptions[]
680 {
"ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS",
"ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS",
"HOUSE_TRADER",
"FLOOR_TRADER",
"ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED",
"ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED",
"JOINT_BACK_OFFICE_ACCOUNT" };
681 const int CustOrderCapacity_realm[]
683 const char *CustOrderCapacity_descriptions[]
684 {
"MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT",
"CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT",
"MEMBER_TRADING_FOR_ANOTHER_MEMBER",
"ALL_OTHER" };
685 const int MassStatusReqType_realm[]
686 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
687 const char *MassStatusReqType_descriptions[]
688 {
"STATUS_FOR_ORDERS_FOR_A_SECURITY",
"STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY",
"STATUS_FOR_ORDERS_FOR_A_PRODUCT",
"STATUS_FOR_ORDERS_FOR_A_CFICODE",
"STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE",
"STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION",
"STATUS_FOR_ALL_ORDERS",
"STATUS_FOR_ORDERS_FOR_A_PARTYID",
"STATUS_FOR_SECURITY_ISSUER",
"STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY" };
689 const char DayBookingInst_realm[]
691 const char *DayBookingInst_descriptions[]
692 {
"CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR",
"SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING",
"ACCUMULATE" };
693 const char BookingUnit_realm[]
695 const char *BookingUnit_descriptions[]
696 {
"EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT",
"AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER",
"AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE" };
697 const char PreallocMethod_realm[]
699 const char *PreallocMethod_descriptions[]
700 {
"PRO_RATA",
"DO_NOT_PRO_RATA" };
701 const f8String TradingSessionSubID_realm[]
702 {
"1",
"2",
"3",
"4",
"5",
"6",
"7" };
703 const char *TradingSessionSubID_descriptions[]
704 {
"PRE_TRADING",
"OPENING_OR_OPENING_AUCTION",
"3",
"CLOSING_OR_CLOSING_AUCTION",
"POST_TRADING",
"INTRADAY_AUCTION",
"QUIESCENT" };
705 const int AllocType_realm[]
706 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14 };
707 const char *AllocType_descriptions[]
708 {
"CALCULATED",
"PRELIMINARY",
"SELLSIDE_CALCULATED_USING_PRELIMINARY",
"SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY",
"READY_TO_BOOK",
"BUYSIDE_READY_TO_BOOK",
"WAREHOUSE_INSTRUCTION",
"REQUEST_TO_INTERMEDIARY",
"ACCEPT",
"REJECT",
"ACCEPT_PENDING",
"INCOMPLETE_GROUP",
"COMPLETE_GROUP",
"REVERSAL_PENDING" };
709 const f8String ClearingFeeIndicator_realm[]
710 {
"1",
"2",
"3",
"4",
"5",
"9",
"B",
"C",
"E",
"F",
"H",
"I",
"L",
"M" };
711 const char *ClearingFeeIndicator_descriptions[]
712 {
"1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT",
"2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT",
"3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT",
"4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT",
"5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT",
"6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT",
"CBOE_MEMBER",
"NON_MEMBER_AND_CUSTOMER",
"EQUITY_MEMBER_AND_CLEARING_MEMBER",
"FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS",
"106H_AND_106J_FIRMS",
"GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS",
"LESSEE_106F_EMPLOYEES",
"ALL_OTHER_OWNERSHIP_TYPES" };
713 const char WorkingIndicator_realm[]
715 const char *WorkingIndicator_descriptions[]
717 const int PriorityIndicator_realm[]
719 const char *PriorityIndicator_descriptions[]
720 {
"PRIORITY_UNCHANGED",
"LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE" };
721 const char LegalConfirm_realm[]
723 const char *LegalConfirm_descriptions[]
725 const int QuoteRequestRejectReason_realm[]
726 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 99 };
727 const char *QuoteRequestRejectReason_descriptions[]
728 {
"UNKNOWN_SYMBOL",
"EXCHANGE",
"QUOTE_REQUEST_EXCEEDS_LIMIT",
"TOO_LATE_TO_ENTER",
"INVALID_PRICE",
"NOT_AUTHORIZED_TO_REQUEST_QUOTE",
"NO_MATCH_FOR_INQUIRY",
"NO_MARKET_FOR_INSTRUMENT",
"NO_INVENTORY",
"PASS",
"INSUFFICIENT_CREDIT",
"OTHER" };
729 const int AcctIDSource_realm[]
730 { 1, 2, 3, 4, 5, 99 };
731 const char *AcctIDSource_descriptions[]
732 {
"BIC",
"SID_CODE",
"TFM",
"OMGEO",
"DTCC_CODE",
"OTHER" };
733 const int ConfirmStatus_realm[]
735 const char *ConfirmStatus_descriptions[]
736 {
"RECEIVED",
"MISMATCHED_ACCOUNT",
"MISSING_SETTLEMENT_INSTRUCTIONS",
"CONFIRMED",
"REQUEST_REJECTED" };
737 const int ConfirmTransType_realm[]
739 const char *ConfirmTransType_descriptions[]
740 {
"NEW",
"REPLACE",
"CANCEL" };
741 const int DeliveryForm_realm[]
743 const char *DeliveryForm_descriptions[]
744 {
"BOOK_ENTRY",
"BEARER" };
745 const int LegSwapType_realm[]
747 const char *LegSwapType_descriptions[]
748 {
"PAR_FOR_PAR",
"MODIFIED_DURATION",
"RISK",
"PROCEEDS" };
749 const int QuotePriceType_realm[]
750 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
751 const char *QuotePriceType_descriptions[]
752 {
"PERCENT",
"PER_SHARE",
"FIXED_AMOUNT",
"DISCOUNT",
"PREMIUM",
"SPREAD",
"TED_PRICE",
"TED_YIELD",
"YIELD_SPREAD",
"YIELD" };
753 const int QuoteRespType_realm[]
754 { 1, 2, 3, 4, 5, 6, 7, 8 };
755 const char *QuoteRespType_descriptions[]
756 {
"HIT_LIFT",
"COUNTER",
"EXPIRED",
"COVER",
"DONE_AWAY",
"PASS",
"END_TRADE",
"TIMED_OUT" };
758 {
"ALC",
"AS",
"ASF",
"CAA",
"CEA",
"DLT",
"DLV",
"DN",
"EP",
"ETR",
"EX",
"FIN",
"IAS",
"IES",
"PA",
"PIT",
"PNTN",
"RCV",
"SEA",
"SOD",
"SPL",
"TA",
"TOT",
"TQ",
"TRF",
"TX",
"XM" };
759 const char *PosType_descriptions[]
760 {
"ALLOCATION_TRADE_QTY",
"OPTION_ASSIGNMENT",
"AS_OF_TRADE_QTY",
"CORPORATE_ACTION_ADJUSTMENT",
"CREDIT_EVENT_ADJUSTMENT",
"NET_DELTA_QTY",
"DELIVERY_QTY",
"DELIVERY_NOTICE_QTY",
"EXCHANGE_FOR_PHYSICAL_QTY",
"ELECTRONIC_TRADE_QTY",
"OPTION_EXERCISE_QTY",
"END_OF_DAY_QTY",
"INTRA_SPREAD_QTY",
"INTER_SPREAD_QTY",
"ADJUSTMENT_QTY",
"PIT_TRADE_QTY",
"PRIVATELY_NEGOTIATED_TRADE_QTY",
"RECEIVE_QUANTITY",
"SUCCESSION_EVENT_ADJUSTMENT",
"START_OF_DAY_QTY",
"INTEGRAL_SPLIT",
"TRANSACTION_FROM_ASSIGNMENT",
"TOTAL_TRANSACTION_QTY",
"TRANSACTION_QUANTITY",
"TRANSFER_TRADE_QTY",
"TRANSACTION_FROM_EXERCISE",
"CROSS_MARGIN_QTY" };
761 const int PosQtyStatus_realm[]
763 const char *PosQtyStatus_descriptions[]
764 {
"SUBMITTED",
"ACCEPTED",
"REJECTED" };
766 {
"ACPN",
"BANK",
"CASH",
"CMTM",
"COLAT",
"CPN",
"CRES",
"DLV",
"FMTM",
"IACPN",
"ICMTM",
"ICPN",
"IMTM",
"PREM",
"SETL",
"SMTM",
"TVAR",
"VADJ" };
767 const char *PosAmtType_descriptions[]
768 {
"ACCRUED_COUPON_AMOUNT",
"TOTAL_BANKED_AMOUNT",
"CASH_AMOUNT",
"COLLATERALIZED_MARK_TO_MARKET",
"TOTAL_COLLATERALIZED_AMOUNT",
"COUPON_AMOUNT",
"CASH_RESIDUAL_AMOUNT",
"COMPENSATION_AMOUNT",
"FINAL_MARK_TO_MARKET_AMOUNT",
"INCREMENTAL_ACCRUED_COUPON",
"INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET",
"INITIAL_TRADE_COUPON_AMOUNT",
"INCREMENTAL_MARK_TO_MARKET_AMOUNT",
"PREMIUM_AMOUNT",
"SETTLEMENT_VALUE",
"START_OF_DAY_MARK_TO_MARKET_AMOUNT",
"TRADE_VARIATION_AMOUNT",
"VALUE_ADJUSTED_AMOUNT" };
769 const int PosTransType_realm[]
770 { 1, 2, 3, 4, 5, 6 };
771 const char *PosTransType_descriptions[]
772 {
"EXERCISE",
"DO_NOT_EXERCISE",
"POSITION_ADJUSTMENT",
"POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION",
"PLEDGE",
"LARGE_TRADER_SUBMISSION" };
773 const int PosMaintAction_realm[]
775 const char *PosMaintAction_descriptions[]
776 {
"NEW",
"REPLACE",
"CANCEL",
"REVERSE" };
778 {
"EOD",
"ETH",
"ITD",
"RTH" };
779 const char *SettlSessID_descriptions[]
780 {
"END_OF_DAY",
"ELECTRONIC_TRADING_HOURS",
"INTRADAY",
"REGULAR_TRADING_HOURS" };
781 const int AdjustmentType_realm[]
783 const char *AdjustmentType_descriptions[]
784 {
"PROCESS_REQUEST_AS_MARGIN_DISPOSITION",
"DELTA_PLUS",
"DELTA_MINUS",
"FINAL" };
785 const int PosMaintStatus_realm[]
787 const char *PosMaintStatus_descriptions[]
788 {
"ACCEPTED",
"ACCEPTED_WITH_WARNINGS",
"REJECTED",
"COMPLETED",
"COMPLETED_WITH_WARNINGS" };
789 const int PosMaintResult_realm[]
791 const char *PosMaintResult_descriptions[]
792 {
"SUCCESSFUL_COMPLETION",
"REJECTED",
"OTHER" };
793 const int PosReqType_realm[]
794 { 0, 1, 2, 3, 4, 5, 6 };
795 const char *PosReqType_descriptions[]
796 {
"POSITIONS",
"TRADES",
"EXERCISES",
"ASSIGNMENTS",
"SETTLEMENT_ACTIVITY",
"BACKOUT_MESSAGE",
"DELTA_POSITIONS" };
797 const int ResponseTransportType_realm[]
799 const char *ResponseTransportType_descriptions[]
800 {
"INBAND",
"OUT_OF_BAND" };
801 const int PosReqResult_realm[]
802 { 0, 1, 2, 3, 4, 99 };
803 const char *PosReqResult_descriptions[]
804 {
"VALID_REQUEST",
"INVALID_OR_UNSUPPORTED_REQUEST",
"NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA",
"NOT_AUTHORIZED_TO_REQUEST_POSITIONS",
"REQUEST_FOR_POSITION_NOT_SUPPORTED",
"OTHER" };
805 const int PosReqStatus_realm[]
807 const char *PosReqStatus_descriptions[]
808 {
"COMPLETED",
"COMPLETED_WITH_WARNINGS",
"REJECTED" };
809 const int SettlPriceType_realm[]
811 const char *SettlPriceType_descriptions[]
812 {
"FINAL",
"THEORETICAL" };
813 const char AssignmentMethod_realm[]
815 const char *AssignmentMethod_descriptions[]
816 {
"PRO_RATA",
"RANDOM" };
817 const char ExerciseMethod_realm[]
819 const char *ExerciseMethod_descriptions[]
820 {
"AUTOMATIC",
"MANUAL" };
821 const int TradeRequestResult_realm[]
822 { 0, 1, 2, 3, 4, 5, 8, 9, 99 };
823 const char *TradeRequestResult_descriptions[]
824 {
"SUCCESSFUL",
"INVALID_OR_UNKNOWN_INSTRUMENT",
"INVALID_TYPE_OF_TRADE_REQUESTED",
"INVALID_PARTIES",
"INVALID_TRANSPORT_TYPE_REQUESTED",
"INVALID_DESTINATION_REQUESTED",
"TRADEREQUESTTYPE_NOT_SUPPORTED",
"NOT_AUTHORIZED",
"OTHER" };
825 const int TradeRequestStatus_realm[]
827 const char *TradeRequestStatus_descriptions[]
828 {
"ACCEPTED",
"COMPLETED",
"REJECTED" };
829 const int TradeReportRejectReason_realm[]
830 { 0, 1, 2, 3, 4, 99 };
831 const char *TradeReportRejectReason_descriptions[]
832 {
"SUCCESSFUL",
"INVALID_PARTY_ONFORMATION",
"UNKNOWN_INSTRUMENT",
"UNAUTHORIZED_TO_REPORT_TRADES",
"INVALID_TRADE_TYPE",
"OTHER" };
833 const int SideMultiLegReportingType_realm[]
835 const char *SideMultiLegReportingType_descriptions[]
836 {
"SINGLE_SECURITY",
"INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY",
"MULTILEG_SECURITY" };
837 const int TrdRegTimestampType_realm[]
838 { 1, 2, 3, 4, 5, 6, 7 };
839 const char *TrdRegTimestampType_descriptions[]
840 {
"EXECUTION_TIME",
"TIME_IN",
"TIME_OUT",
"BROKER_RECEIPT",
"BROKER_EXECUTION",
"DESK_RECEIPT",
"SUBMISSION_TO_CLEARING" };
841 const int ConfirmType_realm[]
843 const char *ConfirmType_descriptions[]
844 {
"STATUS",
"CONFIRMATION",
"CONFIRMATION_REQUEST_REJECTED" };
845 const int ConfirmRejReason_realm[]
847 const char *ConfirmRejReason_descriptions[]
848 {
"MISMATCHED_ACCOUNT",
"MISSING_SETTLEMENT_INSTRUCTIONS",
"OTHER" };
849 const int BookingType_realm[]
851 const char *BookingType_descriptions[]
852 {
"REGULAR_BOOKING",
"CFD",
"TOTAL_RETURN_SWAP" };
853 const int AllocSettlInstType_realm[]
855 const char *AllocSettlInstType_descriptions[]
856 {
"USE_DEFAULT_INSTRUCTIONS",
"DERIVE_FROM_PARAMETERS_PROVIDED",
"FULL_DETAILS_PROVIDED",
"SSI_DB_IDS_PROVIDED",
"PHONE_FOR_INSTRUCTIONS" };
857 const char DlvyInstType_realm[]
859 const char *DlvyInstType_descriptions[]
860 {
"CASH",
"SECURITIES" };
861 const int TerminationType_realm[]
863 const char *TerminationType_descriptions[]
864 {
"OVERNIGHT",
"TERM",
"FLEXIBLE",
"OPEN" };
865 const int SettlInstReqRejCode_realm[]
867 const char *SettlInstReqRejCode_descriptions[]
868 {
"UNABLE_TO_PROCESS_REQUEST",
"UNKNOWN_ACCOUNT",
"NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND",
"OTHER" };
869 const int AllocReportType_realm[]
870 { 2, 3, 4, 5, 8, 9, 10, 11, 12, 14 };
871 const char *AllocReportType_descriptions[]
872 {
"PRELIMINARY_REQUEST_TO_INTERMEDIARY",
"SELLSIDE_CALCULATED_USING_PRELIMINARY",
"SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY",
"WAREHOUSE_RECAP",
"REQUEST_TO_INTERMEDIARY",
"ACCEPT",
"REJECT",
"ACCEPT_PENDING",
"COMPLETE",
"REVERSE_PENDING" };
873 const int AllocCancReplaceReason_realm[]
875 const char *AllocCancReplaceReason_descriptions[]
876 {
"ORIGINAL_DETAILS_INCOMPLETE_INCORRECT",
"CHANGE_IN_UNDERLYING_ORDER_DETAILS",
"OTHER" };
877 const int AllocAccountType_realm[]
878 { 1, 2, 3, 4, 6, 7, 8 };
879 const char *AllocAccountType_descriptions[]
880 {
"ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS",
"ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS",
"HOUSE_TRADER",
"FLOOR_TRADER",
"ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED",
"ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED",
"JOINT_BACK_OFFICE_ACCOUNT" };
881 const int PartySubIDType_realm[]
882 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33 };
883 const char *PartySubIDType_descriptions[]
884 {
"FIRM",
"PERSON",
"SYSTEM",
"APPLICATION",
"FULL_LEGAL_NAME_OF_FIRM",
"POSTAL_ADDRESS",
"PHONE_NUMBER",
"EMAIL_ADDRESS",
"CONTACT_NAME",
"SECURITIES_ACCOUNT_NUMBER",
"REGISTRATION_NUMBER",
"REGISTERED_ADDRESS_12",
"REGULATORY_STATUS",
"REGISTRATION_NAME",
"CASH_ACCOUNT_NUMBER",
"BIC",
"CSD_PARTICIPANT_MEMBER_CODE",
"REGISTERED_ADDRESS_18",
"FUND_ACCOUNT_NAME",
"TELEX_NUMBER",
"FAX_NUMBER",
"SECURITIES_ACCOUNT_NAME",
"CASH_ACCOUNT_NAME",
"DEPARTMENT",
"LOCATION_DESK",
"POSITION_ACCOUNT_TYPE",
"SECURITY_LOCATE_ID",
"MARKET_MAKER",
"ELIGIBLE_COUNTERPARTY",
"PROFESSIONAL_CLIENT",
"LOCATION",
"EXECUTION_VENUE",
"CURRENCY_DELIVERY_IDENTIFIER" };
885 const int AllocIntermedReqType_realm[]
886 { 1, 2, 3, 4, 5, 6 };
887 const char *AllocIntermedReqType_descriptions[]
888 {
"PENDING_ACCEPT",
"PENDING_RELEASE",
"PENDING_REVERSAL",
"ACCEPT",
"BLOCK_LEVEL_REJECT",
"ACCOUNT_LEVEL_REJECT" };
889 const int ApplQueueResolution_realm[]
891 const char *ApplQueueResolution_descriptions[]
892 {
"NO_ACTION_TAKEN",
"QUEUE_FLUSHED",
"OVERLAY_LAST",
"END_SESSION" };
893 const int ApplQueueAction_realm[]
895 const char *ApplQueueAction_descriptions[]
896 {
"NO_ACTION_TAKEN",
"QUEUE_FLUSHED",
"OVERLAY_LAST",
"END_SESSION" };
897 const int AvgPxIndicator_realm[]
899 const char *AvgPxIndicator_descriptions[]
900 {
"NO_AVERAGE_PRICING",
"TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID",
"LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID" };
901 const int TradeAllocIndicator_realm[]
902 { 0, 1, 2, 3, 4, 5 };
903 const char *TradeAllocIndicator_descriptions[]
904 {
"ALLOCATION_NOT_REQUIRED",
"ALLOCATION_REQUIRED",
"USE_ALLOCATION_PROVIDED_WITH_THE_TRADE",
"ALLOCATION_GIVE_UP_EXECUTOR",
"ALLOCATION_FROM_EXECUTOR",
"ALLOCATION_TO_CLAIM_ACCOUNT" };
905 const int ExpirationCycle_realm[]
907 const char *ExpirationCycle_descriptions[]
908 {
"EXPIRE_ON_TRADING_SESSION_CLOSE",
"EXPIRE_ON_TRADING_SESSION_OPEN",
"TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE" };
909 const int TrdType_realm[]
910 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55 };
911 const char *TrdType_descriptions[]
912 {
"REGULAR_TRADE",
"BLOCK_TRADE_1",
"EFP",
"TRANSFER",
"LATE_TRADE",
"T_TRADE",
"WEIGHTED_AVERAGE_PRICE_TRADE",
"BUNCHED_TRADE",
"LATE_BUNCHED_TRADE",
"PRIOR_REFERENCE_PRICE_TRADE",
"AFTER_HOURS_TRADE",
"EXCHANGE_FOR_RISK",
"EXCHANGE_FOR_SWAP",
"EXCHANGE_OF_FUTURES_FOR",
"EXCHANGE_OF_OPTIONS_FOR_OPTIONS",
"TRADING_AT_SETTLEMENT",
"ALL_OR_NONE",
"FUTURES_LARGE_ORDER_EXECUTION",
"EXCHANGE_OF_FUTURES_FOR_FUTURES",
"OPTION_INTERIM_TRADE",
"OPTION_CABINET_TRADE",
"PRIVATELY_NEGOTIATED_TRADES",
"SUBSTITUTION_OF_FUTURES_FOR_FORWARDS",
"ERROR_TRADE",
"SPECIAL_CUM_DIVIDEND",
"SPECIAL_EX_DIVIDEND",
"SPECIAL_CUM_COUPON",
"SPECIAL_EX_COUPON",
"CASH_SETTLEMENT",
"SPECIAL_PRICE",
"GUARANTEED_DELIVERY",
"SPECIAL_CUM_RIGHTS",
"SPECIAL_EX_RIGHTS",
"SPECIAL_CUM_CAPITAL_REPAYMENTS",
"SPECIAL_EX_CAPITAL_REPAYMENTS",
"SPECIAL_CUM_BONUS",
"SPECIAL_EX_BONUS",
"BLOCK_TRADE_38",
"WORKED_PRINCIPAL_TRADE",
"BLOCK_TRADES",
"NAME_CHANGE",
"PORTFOLIO_TRANSFER",
"PROROGATION_BUY",
"PROROGATION_SELL",
"OPTION_EXERCISE",
"DELTA_NEUTRAL_TRANSACTION",
"FINANCING_TRANSACTION",
"NON_STANDARD_SETTLEMENT",
"DERIVATIVE_RELATED_TRANSACTION",
"PORTFOLIO_TRADE",
"VOLUME_WEIGHTED_AVERAGE_TRADE",
"EXCHANGE_GRANTED_TRADE",
"REPURCHASE_AGREEMENT",
"OTC",
"EXCHANGE_BASIS_FACILITY" };
913 const int TrdSubType_realm[]
914 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39 };
915 const char *TrdSubType_descriptions[]
916 {
"CMTA",
"INTERNAL_TRANSFER_OR_ADJUSTMENT",
"EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT",
"REJECT_FOR_SUBMITTING_SIDE",
"ADVISORY_FOR_CONTRA_SIDE",
"OFFSET_DUE_TO_AN_ALLOCATION",
"ONSET_DUE_TO_AN_ALLOCATION",
"DIFFERENTIAL_SPREAD",
"IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT",
"TRANSACTION_FROM_EXERCISE",
"TRANSACTION_FROM_ASSIGNMENT",
"ACATS",
"AI",
"B",
"K",
"LC",
"M",
"N",
"NM",
"NR",
"P",
"PA",
"PC",
"PN",
"R",
"RO",
"RT",
"SW",
"T",
"WN",
"WT",
"OFF_HOURS_TRADE",
"ON_HOURS_TRADE",
"OTC_QUOTE",
"CONVERTED_SWAP",
"CROSSED_TRADE",
"INTERIM_PROTECTED_TRADE",
"LARGE_IN_SCALE" };
917 const int PegMoveType_realm[]
919 const char *PegMoveType_descriptions[]
920 {
"FLOATING",
"FIXED" };
921 const int PegOffsetType_realm[]
923 const char *PegOffsetType_descriptions[]
924 {
"PRICE",
"BASIS_POINTS",
"TICKS",
"PRICE_TIER" };
925 const int PegLimitType_realm[]
927 const char *PegLimitType_descriptions[]
928 {
"OR_BETTER",
"STRICT",
"OR_WORSE" };
929 const int PegRoundDirection_realm[]
931 const char *PegRoundDirection_descriptions[]
932 {
"MORE_AGGRESSIVE",
"MORE_PASSIVE" };
933 const int PegScope_realm[]
935 const char *PegScope_descriptions[]
936 {
"LOCAL",
"NATIONAL",
"GLOBAL",
"NATIONAL_EXCLUDING_LOCAL" };
937 const int DiscretionMoveType_realm[]
939 const char *DiscretionMoveType_descriptions[]
940 {
"FLOATING",
"FIXED" };
941 const int DiscretionOffsetType_realm[]
943 const char *DiscretionOffsetType_descriptions[]
944 {
"PRICE",
"BASIS_POINTS",
"TICKS",
"PRICE_TIER" };
945 const int DiscretionLimitType_realm[]
947 const char *DiscretionLimitType_descriptions[]
948 {
"OR_BETTER",
"STRICT",
"OR_WORSE" };
949 const int DiscretionRoundDirection_realm[]
951 const char *DiscretionRoundDirection_descriptions[]
952 {
"MORE_AGGRESSIVE",
"MORE_PASSIVE" };
953 const int DiscretionScope_realm[]
955 const char *DiscretionScope_descriptions[]
956 {
"LOCAL",
"NATIONAL",
"GLOBAL",
"NATIONAL_EXCLUDING_LOCAL" };
957 const int TargetStrategy_realm[]
959 const char *TargetStrategy_descriptions[]
960 {
"VWAP",
"PARTICIPATE",
"MININIZE_MARKET_IMPACT" };
961 const int LastLiquidityInd_realm[]
963 const char *LastLiquidityInd_descriptions[]
964 {
"ADDED_LIQUIDITY",
"REMOVED_LIQUIDITY",
"LIQUIDITY_ROUTED_OUT",
"AUCTION" };
965 const char PublishTrdIndicator_realm[]
967 const char *PublishTrdIndicator_descriptions[]
969 const int ShortSaleReason_realm[]
970 { 0, 1, 2, 3, 4, 5 };
971 const char *ShortSaleReason_descriptions[]
972 {
"DEALER_SOLD_SHORT",
"DEALER_SOLD_SHORT_EXEMPT",
"SELLING_CUSTOMER_SOLD_SHORT",
"SELLING_CUSTOMER_SOLD_SHORT_EXEMPT",
"QUALIFIED_SERVICE_REPRESENTATIVE",
"QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT" };
973 const int QtyType_realm[]
975 const char *QtyType_descriptions[]
976 {
"UNITS",
"CONTRACTS",
"UNITS_OF_MEASURE_PER_TIME_UNIT" };
977 const int TradeReportType_realm[]
978 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15 };
979 const char *TradeReportType_descriptions[]
980 {
"SUBMIT",
"ALLEGED_1",
"ACCEPT",
"DECLINE",
"ADDENDUM",
"NO_WAS",
"TRADE_REPORT_CANCEL",
"7",
"DEFAULTED",
"INVALID_CMTA",
"PENDED",
"ALLEGED_NEW",
"ALLEGED_ADDENDUM",
"ALLEGED_NO_WAS",
"ALLEGED_TRADE_REPORT_CANCEL",
"ALLEGED_15" };
981 const int AllocNoOrdersType_realm[]
983 const char *AllocNoOrdersType_descriptions[]
984 {
"NOT_SPECIFIED",
"EXPLICIT_LIST_PROVIDED" };
985 const int EventType_realm[]
986 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 99 };
987 const char *EventType_descriptions[]
988 {
"PUT",
"CALL",
"TENDER",
"SINKING_FUND_CALL",
"ACTIVATION",
"INACTIVIATION",
"LAST_ELIGIBLE_TRADE_DATE",
"SWAP_START_DATE",
"SWAP_END_DATE",
"SWAP_ROLL_DATE",
"SWAP_NEXT_START_DATE",
"SWAP_NEXT_ROLL_DATE",
"FIRST_DELIVERY_DATE",
"LAST_DELIVERY_DATE",
"INITIAL_INVENTORY_DUE_DATE",
"FINAL_INVENTORY_DUE_DATE",
"FIRST_INTENT_DATE",
"LAST_INTENT_DATE",
"POSITION_REMOVAL_DATE",
"OTHER" };
989 const int InstrAttribType_realm[]
990 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 99 };
991 const char *InstrAttribType_descriptions[]
992 {
"FLAT",
"ZERO_COUPON",
"INTEREST_BEARING",
"NO_PERIODIC_PAYMENTS",
"VARIABLE_RATE",
"LESS_FEE_FOR_PUT",
"STEPPED_COUPON",
"COUPON_PERIOD",
"WHEN_AND_IF_ISSUED",
"ORIGINAL_ISSUE_DISCOUNT",
"CALLABLE_PUTTABLE",
"ESCROWED_TO_MATURITY",
"ESCROWED_TO_REDEMPTION_DATE",
"PRE_REFUNDED",
"IN_DEFAULT",
"UNRATED",
"TAXABLE",
"INDEXED",
"SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX",
"ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE",
"CALLABLE_BELOW_MATURITY_VALUE",
"CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED",
"PRICE_TICK_RULES_FOR_SECURITY",
"TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY",
"INSTRUMENT_DENOMINATOR",
"INSTRUMENT_NUMERATOR",
"INSTRUMENT_PRICE_PRECISION",
"INSTRUMENT_STRIKE_PRICE",
"TRADEABLE_INDICATOR",
"TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE" };
993 const int CPProgram_realm[]
995 const char *CPProgram_descriptions[]
996 {
"3",
"4",
"OTHER" };
997 const int MiscFeeBasis_realm[]
999 const char *MiscFeeBasis_descriptions[]
1000 {
"ABSOLUTE",
"PER_UNIT",
"PERCENTAGE" };
1001 const char LastFragment_realm[]
1003 const char *LastFragment_descriptions[]
1005 const int CollAsgnReason_realm[]
1006 { 0, 1, 2, 3, 4, 5, 6, 7 };
1007 const char *CollAsgnReason_descriptions[]
1008 {
"INITIAL",
"SCHEDULED",
"TIME_WARNING",
"MARGIN_DEFICIENCY",
"MARGIN_EXCESS",
"FORWARD_COLLATERAL_DEMAND",
"EVENT_OF_DEFAULT",
"ADVERSE_TAX_EVENT" };
1009 const int CollInquiryQualifier_realm[]
1010 { 0, 1, 2, 3, 4, 5, 6, 7 };
1011 const char *CollInquiryQualifier_descriptions[]
1012 {
"TRADE_DATE",
"GC_INSTRUMENT",
"COLLATERAL_INSTRUMENT",
"SUBSTITUTION_ELIGIBLE",
"NOT_ASSIGNED",
"PARTIALLY_ASSIGNED",
"FULLY_ASSIGNED",
"OUTSTANDING_TRADES" };
1013 const int CollAsgnTransType_realm[]
1015 const char *CollAsgnTransType_descriptions[]
1016 {
"NEW",
"REPLACE",
"CANCEL",
"RELEASE",
"REVERSE" };
1017 const int CollAsgnRespType_realm[]
1019 const char *CollAsgnRespType_descriptions[]
1020 {
"RECEIVED",
"ACCEPTED",
"DECLINED",
"REJECTED" };
1021 const int CollAsgnRejectReason_realm[]
1022 { 0, 1, 2, 3, 4, 5, 99 };
1023 const char *CollAsgnRejectReason_descriptions[]
1024 {
"UNKNOWN_DEAL",
"UNKNOWN_OR_INVALID_INSTRUMENT",
"UNAUTHORIZED_TRANSACTION",
"INSUFFICIENT_COLLATERAL",
"INVALID_TYPE_OF_COLLATERAL",
"EXCESSIVE_SUBSTITUTION",
"OTHER" };
1025 const int CollStatus_realm[]
1027 const char *CollStatus_descriptions[]
1028 {
"UNASSIGNED",
"PARTIALLY_ASSIGNED",
"ASSIGNMENT_PROPOSED",
"ASSIGNED",
"CHALLENGED" };
1029 const char LastRptRequested_realm[]
1031 const char *LastRptRequested_descriptions[]
1033 const int DeliveryType_realm[]
1035 const char *DeliveryType_descriptions[]
1036 {
"VERSUS_PAYMENT_DELIVER",
"FREE_DELIVER",
"TRI_PARTY",
"HOLD_IN_CUSTODY" };
1037 const int UserRequestType_realm[]
1039 const char *UserRequestType_descriptions[]
1040 {
"LOG_ON_USER",
"LOG_OFF_USER",
"CHANGE_PASSWORD_FOR_USER",
"REQUEST_INDIVIDUAL_USER_STATUS" };
1041 const int UserStatus_realm[]
1042 { 1, 2, 3, 4, 5, 6, 7, 8 };
1043 const char *UserStatus_descriptions[]
1044 {
"LOGGED_IN",
"NOT_LOGGED_IN",
"USER_NOT_RECOGNISED",
"PASSWORD_INCORRECT",
"PASSWORD_CHANGED",
"OTHER",
"FORCED_USER_LOGOUT_BY_EXCHANGE",
"SESSION_SHUTDOWN_WARNING" };
1045 const int StatusValue_realm[]
1047 const char *StatusValue_descriptions[]
1048 {
"CONNECTED",
"NOT_CONNECTED_2",
"NOT_CONNECTED_3",
"IN_PROCESS" };
1049 const int NetworkRequestType_realm[]
1051 const char *NetworkRequestType_descriptions[]
1052 {
"SNAPSHOT",
"SUBSCRIBE",
"STOP_SUBSCRIBING",
"LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED" };
1053 const int NetworkStatusResponseType_realm[]
1055 const char *NetworkStatusResponseType_descriptions[]
1056 {
"FULL",
"INCREMENTAL_UPDATE" };
1057 const int TrdRptStatus_realm[]
1059 const char *TrdRptStatus_descriptions[]
1060 {
"ACCEPTED",
"REJECTED",
"ACCEPTED_WITH_ERRORS" };
1061 const int AffirmStatus_realm[]
1063 const char *AffirmStatus_descriptions[]
1064 {
"RECEIVED",
"CONFIRM_REJECTED_IE_NOT_AFFIRMED",
"AFFIRMED" };
1065 const int CollAction_realm[]
1067 const char *CollAction_descriptions[]
1068 {
"RETAIN",
"ADD",
"REMOVE" };
1069 const int CollInquiryStatus_realm[]
1071 const char *CollInquiryStatus_descriptions[]
1072 {
"ACCEPTED",
"ACCEPTED_WITH_WARNINGS",
"COMPLETED",
"COMPLETED_WITH_WARNINGS",
"REJECTED" };
1073 const int CollInquiryResult_realm[]
1074 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 99 };
1075 const char *CollInquiryResult_descriptions[]
1076 {
"SUCCESSFUL",
"INVALID_OR_UNKNOWN_INSTRUMENT",
"INVALID_OR_UNKNOWN_COLLATERAL_TYPE",
"INVALID_PARTIES",
"INVALID_TRANSPORT_TYPE_REQUESTED",
"INVALID_DESTINATION_REQUESTED",
"NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED",
"NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED",
"COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED",
"UNAUTHORIZED_FOR_COLLATERAL_INQUIRY",
"OTHER" };
1077 const int StrategyParameterType_realm[]
1078 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29 };
1079 const char *StrategyParameterType_descriptions[]
1080 {
"INT",
"LENGTH",
"NUMINGROUP",
"SEQNUM",
"TAGNUM",
"FLOAT",
"QTY",
"PRICE",
"PRICEOFFSET",
"AMT",
"PERCENTAGE",
"CHAR",
"BOOLEAN",
"STRING",
"MULTIPLECHARVALUE",
"CURRENCY",
"EXCHANGE",
"MONTHYEAR",
"UTCTIMESTAMP",
"UTCTIMEONLY",
"LOCALMKTDATE",
"UTCDATEONLY",
"DATA",
"MULTIPLESTRINGVALUE",
"COUNTRY",
"LANGUAGE",
"TZTIMEONLY",
"TZTIMESTAMP",
"TENOR" };
1081 const f8String SecurityStatusID_realm[]
1083 const char *SecurityStatusID_descriptions[]
1084 {
"ACTIVE",
"INACTIVE" };
1085 const f8String UnderlyingCashType_realm[]
1086 {
"DIFF",
"FIXED" };
1087 const char *UnderlyingCashType_descriptions[]
1088 {
"DIFF",
"FIXED" };
1089 const int UnderlyingSettlementType_realm[]
1091 const char *UnderlyingSettlementType_descriptions[]
1092 {
"T_PLUS_1",
"T_PLUS_3",
"T_PLUS_4" };
1093 const char SecurityUpdateAction_realm[]
1095 const char *SecurityUpdateAction_descriptions[]
1096 {
"ADD",
"DELETE",
"MODIFY" };
1097 const int ExpirationQtyType_realm[]
1099 const char *ExpirationQtyType_descriptions[]
1100 {
"AUTO_EXERCISE",
"NON_AUTO_EXERCISE",
"FINAL_WILL_BE_EXERCISED",
"CONTRARY_INTENTION",
"DIFFERENCE" };
1101 const int IndividualAllocType_realm[]
1103 const char *IndividualAllocType_descriptions[]
1104 {
"SUB_ALLOCATE",
"THIRD_PARTY_ALLOCATION" };
1105 const f8String UnitOfMeasure_realm[]
1106 {
"Alw",
"Bbl",
"Bcf",
"Bu",
"Gal",
"MMBtu",
"MMbbl",
"MWh",
"USD",
"lbs",
"oz_tr",
"t",
"tn" };
1107 const char *UnitOfMeasure_descriptions[]
1108 {
"ALLOWANCES",
"BARRELS",
"BILLION_CUBIC_FEET",
"BUSHELS",
"GALLONS",
"ONE_MILLION_BTU",
"MILLION_BARRELS",
"MEGAWATT_HOURS",
"US_DOLLARS",
"POUNDS",
"TROY_OUNCES",
"METRIC_TONS",
"TONS" };
1110 {
"D",
"H",
"Min",
"Mo",
"S",
"Wk",
"Yr" };
1111 const char *TimeUnit_descriptions[]
1112 {
"DAY",
"HOUR",
"MINUTE",
"MONTH",
"SECOND",
"WEEK",
"YEAR" };
1113 const int AllocMethod_realm[]
1115 const char *AllocMethod_descriptions[]
1116 {
"AUTOMATIC",
"GUARANTOR",
"MANUAL" };
1117 const char AsOfIndicator_realm[]
1119 const char *AsOfIndicator_descriptions[]
1120 {
"FALSE",
"TRUE" };
1121 const int MDBookType_realm[]
1123 const char *MDBookType_descriptions[]
1124 {
"TOP_OF_BOOK",
"PRICE_DEPTH",
"ORDER_DEPTH" };
1125 const int MDOriginType_realm[]
1127 const char *MDOriginType_descriptions[]
1128 {
"BOOK",
"OFF_BOOK",
"CROSS" };
1129 const f8String CustOrderHandlingInst_realm[]
1130 {
"ADD",
"AON",
"CNH",
"DIR",
"E.W",
"FOK",
"IO",
"IOC",
"LOC",
"LOO",
"MAC",
"MAO",
"MOC",
"MOO",
"MQT",
"NH",
"OVD",
"PEG",
"RSV",
"S.W",
"SCL",
"TMO",
"TS",
"WRK" };
1131 const char *CustOrderHandlingInst_descriptions[]
1132 {
"ADD_ON_ORDER",
"ALL_OR_NONE",
"CASH_NOT_HELD",
"DIRECTED_ORDER",
"EXCHANGE_FOR_PHYSICAL_TRANSACTION",
"FILL_OR_KILL",
"IMBALANCE_ONLY",
"IMMEDIATE_OR_CANCEL",
"LIMIT_ON_CLOSE",
"LIMIT_ON_OPEN",
"MARKET_AT_CLOSE",
"MARKET_AT_OPEN",
"MARKET_ON_CLOSE",
"MARKET_ON_OPEN",
"MINIMUM_QUANTITY",
"NOT_HELD",
"OVER_THE_DAY",
"PEGGED",
"RESERVE_SIZE_ORDER",
"STOP_STOCK_TRANSACTION",
"SCALE",
"TIME_ORDER",
"TRAILING_STOP",
"WORK" };
1133 const int OrderHandlingInstSource_realm[]
1135 const char *OrderHandlingInstSource_descriptions[]
1138 {
"A",
"AR",
"D",
"IN",
"IS",
"O",
"PF",
"PR",
"PT",
"S",
"T" };
1139 const char *DeskType_descriptions[]
1140 {
"AGENCY",
"ARBITRAGE",
"DERIVATIVES",
"INTERNATIONAL",
"INSTITUTIONAL",
"OTHER",
"PREFERRED_TRADING",
"PROPRIETARY",
"PROGRAM_TRADING",
"SALES",
"TRADING" };
1141 const int DeskTypeSource_realm[]
1143 const char *DeskTypeSource_descriptions[]
1145 const f8String DeskOrderHandlingInst_realm[]
1146 {
"ADD",
"AON",
"CNH",
"DIR",
"E.W",
"FOK",
"IO",
"IOC",
"LOC",
"LOO",
"MAC",
"MAO",
"MOC",
"MOO",
"MQT",
"NH",
"OVD",
"PEG",
"RSV",
"S.W",
"SCL",
"TMO",
"TS",
"WRK" };
1147 const char *DeskOrderHandlingInst_descriptions[]
1148 {
"ADD_ON_ORDER",
"ALL_OR_NONE",
"CASH_NOT_HELD",
"DIRECTED_ORDER",
"EXCHANGE_FOR_PHYSICAL_TRANSACTION",
"FILL_OR_KILL",
"IMBALANCE_ONLY",
"IMMEDIATE_OR_CANCEL",
"LIMIT_ON_CLOSE",
"LIMIT_ON_OPEN",
"MARKET_AT_CLOSE",
"MARKET_AT_OPEN",
"MARKET_ON_CLOSE",
"MARKET_ON_OPEN",
"MINIMUM_QUANTITY",
"NOT_HELD",
"OVER_THE_DAY",
"PEGGED",
"RESERVE_SIZE_ORDER",
"STOP_STOCK_TRANSACTION",
"SCALE",
"TIME_ORDER",
"TRAILING_STOP",
"WORK" };
1149 const char ExecAckStatus_realm[]
1151 const char *ExecAckStatus_descriptions[]
1152 {
"RECEIVED_NOT_YET_PROCESSED",
"ACCEPTED",
"DONT_KNOW" };
1153 const int CollApplType_realm[]
1155 const char *CollApplType_descriptions[]
1156 {
"SPECIFIC_DEPOSIT",
"GENERAL" };
1157 const char UnderlyingFXRateCalc_realm[]
1159 const char *UnderlyingFXRateCalc_descriptions[]
1160 {
"DIVIDE",
"MULTIPLY" };
1161 const char AllocPositionEffect_realm[]
1162 {
'C',
'F',
'O',
'R' };
1163 const char *AllocPositionEffect_descriptions[]
1164 {
"CLOSE",
"FIFO",
"OPEN",
"ROLLED" };
1165 const char DealingCapacity_realm[]
1167 const char *DealingCapacity_descriptions[]
1168 {
"AGENT",
"PRINCIPAL",
"RISKLESS_PRINCIPAL" };
1169 const char AggressorIndicator_realm[]
1171 const char *AggressorIndicator_descriptions[]
1173 const int MDQuoteType_realm[]
1175 const char *MDQuoteType_descriptions[]
1176 {
"INDICATIVE",
"TRADEABLE",
"RESTRICTED_TRADEABLE",
"COUNTER",
"INDICATIVE_AND_TRADEABLE" };
1177 const char RefOrderIDSource_realm[]
1178 {
'0',
'1',
'2',
'3',
'4' };
1179 const char *RefOrderIDSource_descriptions[]
1180 {
"SECONDARYORDERID",
"ORDERID",
"MDENTRYID",
"QUOTEENTRYID",
"ORIGINAL_ORDER_ID" };
1181 const char DisplayWhen_realm[]
1183 const char *DisplayWhen_descriptions[]
1184 {
"IMMEDIATE",
"EXHAUST" };
1185 const char DisplayMethod_realm[]
1186 {
'1',
'2',
'3',
'4' };
1187 const char *DisplayMethod_descriptions[]
1188 {
"INITIAL",
"NEW",
"RANDOM",
"UNDISCLOSED" };
1189 const char PriceProtectionScope_realm[]
1190 {
'0',
'1',
'2',
'3' };
1191 const char *PriceProtectionScope_descriptions[]
1192 {
"NONE",
"LOCAL",
"NATIONAL",
"GLOBAL" };
1193 const char LotType_realm[]
1194 {
'1',
'2',
'3',
'4' };
1195 const char *LotType_descriptions[]
1196 {
"ODD_LOT",
"ROUND_LOT",
"BLOCK_LOT",
"ROUND_LOT_BASED_UPON_UNITOFMEASURE" };
1197 const int PegPriceType_realm[]
1198 { 1, 2, 3, 4, 5, 7, 8, 9 };
1199 const char *PegPriceType_descriptions[]
1200 {
"LAST_PEG",
"MID_PRICE_PEG",
"OPENING_PEG",
"MARKET_PEG",
"PRIMARY_PEG",
"PEG_TO_VWAP",
"TRAILING_STOP_PEG",
"PEG_TO_LIMIT_PRICE" };
1201 const char TriggerType_realm[]
1202 {
'1',
'2',
'3',
'4' };
1203 const char *TriggerType_descriptions[]
1204 {
"PARTIAL_EXECUTION",
"SPECIFIED_TRADING_SESSION",
"NEXT_AUCTION",
"PRICE_MOVEMENT" };
1205 const char TriggerAction_realm[]
1207 const char *TriggerAction_descriptions[]
1208 {
"ACTIVATE",
"MODIFY",
"CANCEL" };
1209 const char TriggerPriceType_realm[]
1210 {
'1',
'2',
'3',
'4',
'5',
'6' };
1211 const char *TriggerPriceType_descriptions[]
1212 {
"BEST_OFFER",
"LAST_TRADE",
"BEST_BID",
"BEST_BID_OR_LAST_TRADE",
"BEST_OFFER_OR_LAST_TRADE",
"BEST_MID" };
1213 const char TriggerPriceTypeScope_realm[]
1214 {
'0',
'1',
'2',
'3' };
1215 const char *TriggerPriceTypeScope_descriptions[]
1216 {
"NONE",
"LOCAL",
"NATIONAL",
"GLOBAL" };
1217 const char TriggerPriceDirection_realm[]
1219 const char *TriggerPriceDirection_descriptions[]
1220 {
"TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE",
"TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE" };
1221 const char TriggerOrderType_realm[]
1223 const char *TriggerOrderType_descriptions[]
1224 {
"MARKET",
"LIMIT" };
1225 const char OrderCategory_realm[]
1226 {
'1',
'2',
'3',
'4',
'5',
'6',
'7',
'8',
'9' };
1227 const char *OrderCategory_descriptions[]
1228 {
"ORDER",
"QUOTE",
"PRIVATELY_NEGOTIATED_TRADE",
"MULTILEG_ORDER",
"LINKED_ORDER",
"QUOTE_REQUEST",
"IMPLIED_ORDER",
"CROSS_ORDER",
"STREAMING_PRICE" };
1229 const char TradeHandlingInstr_realm[]
1230 {
'0',
'1',
'2',
'3',
'4',
'5' };
1231 const char *TradeHandlingInstr_descriptions[]
1232 {
"TRADE_CONFIRMATION",
"TWO_PARTY_REPORT",
"ONE_PARTY_REPORT_FOR_MATCHING",
"ONE_PARTY_REPORT_FOR_PASS_THROUGH",
"AUTOMATED_FLOOR_ORDER_ROUTING",
"TWO_PARTY_REPORT_FOR_CLAIM" };
1234 {
"0",
"1",
"2",
"3",
"4",
"5",
"6",
"7",
"8",
"9" };
1235 const char *ApplVerID_descriptions[]
1236 {
"FIX27",
"FIX30",
"FIX40",
"FIX41",
"FIX42",
"FIX43",
"FIX44",
"FIX50",
"FIX50SP1",
"FIX50SP2" };
1237 const char ExDestinationIDSource_realm[]
1238 {
'B',
'C',
'D',
'E',
'G' };
1239 const char *ExDestinationIDSource_descriptions[]
1240 {
"BIC",
"GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER",
"PROPRIETARY",
"ISO_COUNTRY_CODE",
"MIC" };
1241 const f8String DefaultApplVerID_realm[]
1242 {
"0",
"1",
"2",
"3",
"4",
"5",
"6",
"7",
"8",
"9" };
1243 const char *DefaultApplVerID_descriptions[]
1244 {
"FIX27",
"FIX30",
"FIX40",
"FIX41",
"FIX42",
"FIX43",
"FIX44",
"FIX50",
"FIX50SP1",
"FIX50SP2" };
1245 const int ImpliedMarketIndicator_realm[]
1247 const char *ImpliedMarketIndicator_descriptions[]
1248 {
"NOT_IMPLIED",
"IMPLIED_IN",
"IMPLIED_OUT",
"BOTH_IMPLIED_IN_AND_IMPLIED_OUT" };
1249 const int SettlObligMode_realm[]
1251 const char *SettlObligMode_descriptions[]
1252 {
"PRELIMINARY",
"FINAL" };
1253 const char SettlObligTransType_realm[]
1254 {
'C',
'N',
'R',
'T' };
1255 const char *SettlObligTransType_descriptions[]
1256 {
"CANCEL",
"NEW",
"REPLACE",
"RESTATE" };
1257 const char SettlObligSource_realm[]
1259 const char *SettlObligSource_descriptions[]
1260 {
"INSTRUCTIONS_OF_BROKER",
"INSTRUCTIONS_FOR_INSTITUTION",
"INVESTOR" };
1261 const int QuoteEntryStatus_realm[]
1262 { 0, 5, 6, 7, 12, 13, 14, 15, 16 };
1263 const char *QuoteEntryStatus_descriptions[]
1264 {
"ACCEPTED",
"REJECTED",
"REMOVED_FROM_MARKET",
"EXPIRED",
"LOCKED_MARKET_WARNING",
"CROSS_MARKET_WARNING",
"CANCELED_DUE_TO_LOCK_MARKET",
"CANCELED_DUE_TO_CROSS_MARKET",
"ACTIVE" };
1265 const int RespondentType_realm[]
1267 const char *RespondentType_descriptions[]
1268 {
"ALL_MARKET_PARTICIPANTS",
"SPECIFIED_MARKET_PARTICIPANTS",
"ALL_MARKET_MAKERS",
"PRIMARY_MARKET_MAKER" };
1269 const int SecurityTradingEvent_realm[]
1270 { 1, 2, 3, 4, 5, 6, 7, 8 };
1271 const char *SecurityTradingEvent_descriptions[]
1272 {
"ORDER_IMBALANCE_AUCTION_IS_EXTENDED",
"TRADING_RESUMES",
"PRICE_VOLATILITY_INTERRUPTION",
"CHANGE_OF_TRADING_SESSION",
"CHANGE_OF_TRADING_SUBSESSION",
"CHANGE_OF_SECURITY_TRADING_STATUS",
"CHANGE_OF_BOOK_TYPE",
"CHANGE_OF_MARKET_DEPTH" };
1273 const int StatsType_realm[]
1275 const char *StatsType_descriptions[]
1276 {
"EXCHANGE_LAST",
"HIGH",
"AVERAGE_PRICE",
"TURNOVER" };
1277 const int MDSecSizeType_realm[]
1279 const char *MDSecSizeType_descriptions[]
1281 const char SettlMethod_realm[]
1283 const char *SettlMethod_descriptions[]
1284 {
"CASH_SETTLEMENT_REQUIRED",
"PHYSICAL_SETTLEMENT_REQUIRED" };
1285 const int ExerciseStyle_realm[]
1287 const char *ExerciseStyle_descriptions[]
1288 {
"EUROPEAN",
"AMERICAN",
"BERMUDA" };
1289 const f8String PriceQuoteMethod_realm[]
1290 {
"INT",
"INX",
"PCTPAR",
"STD" };
1291 const char *PriceQuoteMethod_descriptions[]
1292 {
"INTEREST_RATE_INDEX",
"INDEX",
"PERCENT_OF_PAR",
"STANDARD" };
1293 const f8String ValuationMethod_realm[]
1294 {
"CDS",
"CDSD",
"EQTY",
"FUT",
"FUTDA" };
1295 const char *ValuationMethod_descriptions[]
1296 {
"CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON",
"CDS_IN_DELIVERY",
"PREMIUM_STYLE",
"FUTURES_STYLE_MARK_TO_MARKET",
"FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT" };
1297 const int ListMethod_realm[]
1299 const char *ListMethod_descriptions[]
1300 {
"PRE_LISTED_ONLY",
"USER_REQUESTED" };
1301 const int TickRuleType_realm[]
1303 const char *TickRuleType_descriptions[]
1304 {
"REGULAR",
"VARIABLE",
"FIXED",
"TRADED_AS_A_SPREAD_LEG",
"SETTLED_AS_A_SPREAD_LEG" };
1305 const int MaturityMonthYearIncrementUnits_realm[]
1307 const char *MaturityMonthYearIncrementUnits_descriptions[]
1308 {
"MONTHS",
"DAYS",
"WEEKS",
"YEARS" };
1309 const int MaturityMonthYearFormat_realm[]
1311 const char *MaturityMonthYearFormat_descriptions[]
1312 {
"YEARMONTH_ONLY",
"YEARMONTHDAY",
"YEARMONTHWEEK" };
1313 const int PriceLimitType_realm[]
1315 const char *PriceLimitType_descriptions[]
1316 {
"PRICE",
"TICKS",
"PERCENTAGE" };
1317 const int ApplReqType_realm[]
1318 { 0, 1, 2, 3, 4, 5, 6 };
1319 const char *ApplReqType_descriptions[]
1320 {
"RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS",
"SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS",
"REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS",
"REQUEST_VALID_SET_OF_APPLICATIONS",
"UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS",
"CANCEL_RETRANSMISSION",
"CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS" };
1321 const int ApplResponseType_realm[]
1323 const char *ApplResponseType_descriptions[]
1324 {
"REQUEST_SUCCESSFULLY_PROCESSED",
"APPLICATION_DOES_NOT_EXIST",
"MESSAGES_NOT_AVAILABLE" };
1325 const int ApplResponseError_realm[]
1327 const char *ApplResponseError_descriptions[]
1328 {
"APPLICATION_DOES_NOT_EXIST",
"MESSAGES_REQUESTED_ARE_NOT_AVAILABLE",
"USER_NOT_AUTHORIZED_FOR_APPLICATION" };
1329 const int TradSesEvent_realm[]
1331 const char *TradSesEvent_descriptions[]
1332 {
"TRADING_RESUMES",
"CHANGE_OF_TRADING_SESSION",
"CHANGE_OF_TRADING_SUBSESSION",
"CHANGE_OF_TRADING_STATUS" };
1333 const int MassActionType_realm[]
1335 const char *MassActionType_descriptions[]
1336 {
"SUSPEND_ORDERS",
"RELEASE_ORDERS_FROM_SUSPENSION",
"CANCEL_ORDERS" };
1337 const int MassActionScope_realm[]
1338 { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12 };
1339 const char *MassActionScope_descriptions[]
1340 {
"ALL_ORDERS_FOR_A_SECURITY",
"ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY",
"ALL_ORDERS_FOR_A_PRODUCT",
"ALL_ORDERS_FOR_A_CFICODE",
"ALL_ORDERS_FOR_A_SECURITYTYPE",
"ALL_ORDERS_FOR_A_TRADING_SESSION",
"ALL_ORDERS",
"ALL_ORDERS_FOR_A_MARKET",
"ALL_ORDERS_FOR_A_MARKET_SEGMENT",
"ALL_ORDERS_FOR_A_SECURITY_GROUP",
"CANCEL_FOR_SECURITY_ISSUER",
"CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY" };
1341 const int MassActionResponse_realm[]
1343 const char *MassActionResponse_descriptions[]
1344 {
"REJECTED",
"ACCEPTED" };
1345 const int MassActionRejectReason_realm[]
1346 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 99 };
1347 const char *MassActionRejectReason_descriptions[]
1348 {
"MASS_ACTION_NOT_SUPPORTED",
"INVALID_OR_UNKNOWN_SECURITY",
"INVALID_OR_UNKNOWN_UNDERLYING_SECURITY",
"INVALID_OR_UNKNOWN_PRODUCT",
"INVALID_OR_UNKNOWN_CFICODE",
"INVALID_OR_UNKNOWN_SECURITYTYPE",
"INVALID_OR_UNKNOWN_TRADING_SESSION",
"INVALID_OR_UNKNOWN_MARKET",
"INVALID_OR_UNKNOWN_MARKET_SEGMENT",
"INVALID_OR_UNKNOWN_SECURITY_GROUP",
"INVALID_OR_UNKNOWN_SECURITY_ISSUER",
"INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY",
"OTHER" };
1349 const int MultilegModel_realm[]
1351 const char *MultilegModel_descriptions[]
1352 {
"PREDEFINED_MULTILEG_SECURITY",
"USER_DEFINED_MULTLEG_SECURITY",
"USER_DEFINED_NON_SECURITIZED_MULTILEG" };
1353 const int MultilegPriceMethod_realm[]
1354 { 0, 1, 2, 3, 4, 5 };
1355 const char *MultilegPriceMethod_descriptions[]
1356 {
"NET_PRICE",
"REVERSED_NET_PRICE",
"YIELD_DIFFERENCE",
"INDIVIDUAL",
"CONTRACT_WEIGHTED_AVERAGE_PRICE",
"MULTIPLIED_PRICE" };
1357 const int ContingencyType_realm[]
1359 const char *ContingencyType_descriptions[]
1360 {
"ONE_CANCELS_THE_OTHER",
"ONE_TRIGGERS_THE_OTHER",
"ONE_UPDATES_THE_OTHER_3",
"ONE_UPDATES_THE_OTHER_4" };
1361 const int ListRejectReason_realm[]
1362 { 0, 2, 4, 5, 6, 11, 99 };
1363 const char *ListRejectReason_descriptions[]
1364 {
"BROKER",
"EXCHANGE_CLOSED",
"TOO_LATE_TO_ENTER",
"UNKNOWN_ORDER",
"DUPLICATE_ORDER",
"UNSUPPORTED_ORDER_CHARACTERISTIC",
"OTHER" };
1365 const int TradePublishIndicator_realm[]
1367 const char *TradePublishIndicator_descriptions[]
1368 {
"DO_NOT_PUBLISH_TRADE",
"PUBLISH_TRADE",
"DEFERRED_PUBLICATION" };
1369 const char MarketUpdateAction_realm[]
1371 const char *MarketUpdateAction_descriptions[]
1372 {
"ADD",
"DELETE",
"MODIFY" };
1373 const int ApplReportType_realm[]
1375 const char *ApplReportType_descriptions[]
1376 {
"RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM",
"REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM",
"HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID",
"APPLICATION_MESSAGE_RE_SEND_COMPLETED" };
1377 const int OrderDelayUnit_realm[]
1378 { 0, 1, 2, 3, 4, 5, 10, 11, 12, 13, 14, 15 };
1379 const char *OrderDelayUnit_descriptions[]
1380 {
"SECONDS",
"TENTHS_OF_A_SECOND",
"HUNDREDTHS_OF_A_SECOND",
"MILLISECONDS",
"MICROSECONDS",
"NANOSECONDS",
"MINUTES",
"HOURS",
"DAYS",
"WEEKS",
"MONTHS",
"YEARS" };
1381 const char VenueType_realm[]
1383 const char *VenueType_descriptions[]
1384 {
"ELECTRONIC",
"PIT",
"EX_PIT" };
1385 const int RefOrdIDReason_realm[]
1387 const char *RefOrdIDReason_descriptions[]
1388 {
"GTC_FROM_PREVIOUS_DAY",
"PARTIAL_FILL_REMAINING",
"ORDER_CHANGED" };
1389 const int OrigCustOrderCapacity_realm[]
1391 const char *OrigCustOrderCapacity_descriptions[]
1392 {
"MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT",
"CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT",
"MEMBER_TRADING_FOR_ANOTHER_MEMBER",
"ALL_OTHER" };
1393 const int ModelType_realm[]
1395 const char *ModelType_descriptions[]
1396 {
"UTILITY_PROVIDED_STANDARD_MODEL",
"PROPRIETARY" };
1397 const int ContractMultiplierUnit_realm[]
1399 const char *ContractMultiplierUnit_descriptions[]
1400 {
"SHARES",
"HOURS",
"DAYS" };
1401 const int FlowScheduleType_realm[]
1403 const char *FlowScheduleType_descriptions[]
1404 {
"NERC_EASTERN_OFF_PEAK",
"NERC_WESTERN_OFF_PEAK",
"NERC_CALENDAR_ALL_DAYS_IN_MONTH",
"NERC_EASTERN_PEAK",
"NERC_WESTERN_PEAK" };
1405 const int RateSource_realm[]
1407 const char *RateSource_descriptions[]
1408 {
"BLOOMBERG",
"REUTERS",
"TELERATE",
"OTHER" };
1409 const int RateSourceType_realm[]
1411 const char *RateSourceType_descriptions[]
1412 {
"PRIMARY",
"SECONDARY" };
1413 const f8String RestructuringType_realm[]
1414 {
"FR",
"MM",
"MR",
"XR" };
1415 const char *RestructuringType_descriptions[]
1416 {
"FULL_RESTRUCTURING",
"MODIFIED_MOD_RESTRUCTURING",
"MODIFIED_RESTRUCTURING",
"NO_RESTRUCTURING_SPECIFIED" };
1418 {
"SB",
"SD",
"SR" };
1419 const char *Seniority_descriptions[]
1420 {
"SUBORDINATED",
"SENIOR_SECURED",
"SENIOR" };
1421 const int SecurityListType_realm[]
1423 const char *SecurityListType_descriptions[]
1424 {
"INDUSTRY_CLASSIFICATION",
"TRADING_LIST",
"MARKET",
"NEWSPAPER_LIST" };
1425 const int SecurityListTypeSource_realm[]
1427 const char *SecurityListTypeSource_descriptions[]
1428 {
"ICB",
"NAICS",
"GICS" };
1429 const int NewsCategory_realm[]
1431 const char *NewsCategory_descriptions[]
1432 {
"COMPANY_NEWS",
"MARKETPLACE_NEWS",
"FINANCIAL_MARKET_NEWS",
"TECHNICAL_NEWS",
"OTHER_NEWS" };
1433 const int NewsRefType_realm[]
1435 const char *NewsRefType_descriptions[]
1436 {
"REPLACEMENT",
"OTHER_LANGUAGE",
"COMPLIMENTARY" };
1437 const int StrikePriceDeterminationMethod_realm[]
1439 const char *StrikePriceDeterminationMethod_descriptions[]
1440 {
"FIXED_STRIKE",
"STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE",
"STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION",
"STRIKE_SET_TO_OPTIMAL_VALUE" };
1441 const int StrikePriceBoundaryMethod_realm[]
1443 const char *StrikePriceBoundaryMethod_descriptions[]
1444 {
"LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY",
"LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY",
"EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY",
"GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY",
"GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY" };
1445 const int UnderlyingPriceDeterminationMethod_realm[]
1447 const char *UnderlyingPriceDeterminationMethod_descriptions[]
1448 {
"REGULAR",
"SPECIAL_REFERENCE",
"OPTIMAL_VALUE",
"AVERAGE_VALUE" };
1449 const int OptPayoutType_realm[]
1451 const char *OptPayoutType_descriptions[]
1452 {
"VANILLA",
"CAPPED",
"BINARY" };
1453 const int ComplexEventType_realm[]
1454 { 1, 2, 3, 4, 5, 6, 7, 8, 9 };
1455 const char *ComplexEventType_descriptions[]
1456 {
"CAPPED",
"TRIGGER",
"KNOCK_IN_UP",
"KOCK_IN_DOWN",
"KNOCK_OUT_UP",
"KNOCK_OUT_DOWN",
"UNDERLYING",
"RESET_BARRIER",
"ROLLING_BARRIER" };
1457 const int ComplexEventPriceBoundaryMethod_realm[]
1459 const char *ComplexEventPriceBoundaryMethod_descriptions[]
1460 {
"LESS_THAN_COMPLEXEVENTPRICE",
"LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE",
"EQUAL_TO_COMPLEXEVENTPRICE",
"GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE",
"GREATER_THAN_COMPLEXEVENTPRICE" };
1461 const int ComplexEventPriceTimeType_realm[]
1463 const char *ComplexEventPriceTimeType_descriptions[]
1464 {
"EXPIRATION",
"IMMEDIATE",
"SPECIFIED_DATE_TIME" };
1465 const int ComplexEventCondition_realm[]
1467 const char *ComplexEventCondition_descriptions[]
1469 const int StreamAsgnReqType_realm[]
1471 const char *StreamAsgnReqType_descriptions[]
1472 {
"STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER",
"STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER" };
1473 const int StreamAsgnRejReason_realm[]
1475 const char *StreamAsgnRejReason_descriptions[]
1476 {
"UNKNOWN_CLIENT",
"EXCEEDS_MAXIMUM_SIZE",
"UNKNOWN_OR_INVALID_CURRENCY_PAIR",
"NO_AVAILABLE_STREAM",
"OTHER" };
1477 const int StreamAsgnAckType_realm[]
1479 const char *StreamAsgnAckType_descriptions[]
1480 {
"ASSIGNMENT_ACCEPTED",
"ASSIGNMENT_REJECTED" };
1481 const int PartyListResponseType_realm[]
1483 const char *PartyListResponseType_descriptions[]
1484 {
"RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES",
"RETURN_ONLY_PARTY_INFORMATION",
"INCLUDE_INFORMATION_ON_RELATED_PARTIES",
"INCLUDE_RISK_LIMIT_INFORMATION" };
1485 const int PartyDetailsRequestResult_realm[]
1486 { 0, 1, 2, 3, 4, 5, 6, 99 };
1487 const char *PartyDetailsRequestResult_descriptions[]
1488 {
"VALID_REQUEST",
"INVALID_OR_UNSUPPORTED_REQUEST",
"NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA",
"UNSUPPORTED_PARTYLISTRESPONSETYPE",
"NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA",
"PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE",
"REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED",
"OTHER" };
1489 const int PartyRelationship_realm[]
1490 { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36 };
1491 const char *PartyRelationship_descriptions[]
1492 {
"IS_ALSO",
"CLEARS_FOR",
"CLEARS_THROUGH",
"TRADES_FOR",
"TRADES_THROUGH",
"SPONSORS",
"SPONSORED_THROUGH",
"PROVIDES_GUARANTEE_FOR",
"IS_GUARANTEED_BY",
"MEMBER_OF",
"HAS_MEMBERS",
"PROVIDES_MARKETPLACE_FOR",
"PARTICIPANT_OF_MARKETPLACE",
"CARRIES_POSITIONS_FOR",
"POSTS_TRADES_TO",
"ENTERS_TRADES_FOR",
"ENTERS_TRADES_THROUGH",
"PROVIDES_QUOTES_TO",
"REQUESTS_QUOTES_FROM",
"INVESTS_FOR",
"INVESTS_THROUGH",
"BROKERS_TRADES_FOR",
"BROKERS_TRADES_THROUGH",
"PROVIDES_TRADING_SERVICES_FOR",
"USES_TRADING_SERVICES_OF",
"APPROVES_OF",
"APPROVED_BY",
"PARENT_FIRM_FOR",
"SUBSIDIARY_OF",
"REGULATORY_OWNER_OF",
"OWNED_BY_30",
"CONTROLS",
"IS_CONTROLLED_BY",
"LEGAL",
"OWNED_BY_34",
"BENEFICIAL_OWNER_OF",
"OWNED_BY_36" };
1493 const int RiskLimitType_realm[]
1495 const char *RiskLimitType_descriptions[]
1496 {
"GROSS_LIMIT",
"NET_LIMIT",
"EXPOSURE",
"LONG_LIMIT",
"SHORT_LIMIT" };
1497 const int RiskInstrumentOperator_realm[]
1499 const char *RiskInstrumentOperator_descriptions[]
1500 {
"INCLUDE",
"EXCLUDE" };
1501 const int StreamAsgnType_realm[]
1503 const char *StreamAsgnType_descriptions[]
1504 {
"ASSIGNMENT",
"REJECTED",
"TERMINATE_UNASSIGN" };
1507 const RealmBase realmbases[]
Pair abstraction for use with GeneratedTable.
Type2Type idiom. Variadic template version. Kudos to Andrei Alexandrescu.
const TEX::Myfix_BaseMsgEntry::Pair const Myfix_BaseEntry::Pair fldpairs[]