51 #if defined FIX8_MAGIC_NUM && FIX8_MAGIC_NUM > 16793600L
52 #error Perf_types.hpp version 1.4.0 is out of date. Please regenerate with f8c.
57 #ifndef FIX8_506572665F74797065732E687070_
58 #define FIX8_506572665F74797065732E687070_
64 using Account = Field<f8String, 1>;
66 using AvgPx = Field<price, 6>;
74 using CheckSum = Field<f8String, 10>;
76 using ClOrdID = Field<f8String, 11>;
80 using CumQty = Field<Qty, 14>;
82 using Currency = Field<currency, 15>;
86 using ExecID = Field<f8String, 17>;
88 using ExecInst = Field<MultipleStringValue, 18>;
584 #endif // FIX8_506572665F74797065732E687070_
const f8String MsgType_SETTLEMENT_INSTRUCTIONS("T")
const size_t OrdStatus_realm_els(15)
const f8String SecurityType_NO_ISITC_SECURITY_TYPE("NONE")
const f8String SecurityType_TREASURIES_PLUS_AGENCY_DEBENTURE("GOVT")
const char ExecType_REJECTED('8')
const size_t OrdType_realm_els(24)
const f8String ExecInst_FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER("T")
const char ProcessCode_SOFT_DOLLAR_STEP_IN('4')
const char SettlmntTyp_REGULAR('0')
const char OrdType_ON_BASIS('9')
const f8String MsgType_QUOTE("S")
const char Side_SELL_PLUS('4')
const f8String MsgType_SECURITY_DEFINITION("d")
const char OrdType_PREVIOUSLY_QUOTED('D')
const f8String MsgType_MARKET_DATA_REQUEST_REJECT("Y")
const f8String MsgType_MARKET_DATA_REQUEST("V")
const f8String IDSource_EXCHANGE_SYMBOL("8")
const f8String SecurityType_MORTGAGE_INTEREST_ONLY("MIO")
const char ExecType_CALCULATED('B')
const f8String MsgType_EMAIL("C")
const size_t CustomerOrFirm_realm_els(2)
const f8String MsgType_SECURITY_STATUS("f")
const char ProcessCode_REGULAR('0')
const f8String ExecInst_CALL_FIRST("C")
const char ResetSeqNumFlag_NO('N')
const f8String IDSource_RIC_CODE("5")
const f8String ExecInst_DO_NOT_REDUCE("F")
const f8String SecurityType_MISCELLANEOUS_PASS_THRU("MPT")
const char ExecType_CANCELED('4')
const f8String ExecInst_NETTING("V")
const char PossDupFlag_NO('N')
const f8String SecurityType_FOREIGN_EXCHANGE_CONTRACT("FOR")
const f8String MsgType_BID_RESPONSE("l")
const f8String ExecInst_SUSPEND("S")
const size_t IDSource_realm_els(9)
const char ExecType_RESTATED('D')
const char Side_CROSS_SHORT('9')
const char ExecTransType_CANCEL('1')
const size_t GapFillFlag_realm_els(2)
const f8String ExecInst_MID_PRICE_PEG("M")
const int OrdRejReason_ORDER_EXCEEDS_LIMIT(3)
const int SessionRejectReason_VALUE_IS_INCORRECT(5)
const char HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION('1')
const f8String ExecInst_PRIMARY_PEG("R")
const char OrdType_PREVIOUSLY_INDICATED('E')
const f8String ExecInst_PEG_TO_VWAP("W")
const f8String MsgType_BUSINESS_MESSAGE_REJECT("j")
const char TimeInForce_GOOD_TILL_CROSSING('5')
const f8String SecurityType_CORPORATE_PRIVATE_PLACEMENT("CPP")
const int EncryptMethod_DES(2)
const char ExecTransType_NEW('0')
const f8String SecurityType_REPURCHASE_AGREEMENT("RP")
const int SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE(6)
const char OrdType_FOREX_H('H')
const size_t SecurityType_realm_els(118)
const f8String MsgType_RESEND_REQUEST("2")
const char ExecType_DONE_FOR_DAY('3')
const char LocateReqd_YES('Y')
const f8String MsgType_BID_REQUEST("k")
const f8String MsgType_ORDER_STATUS_REQUEST("H")
const char Side_SELL_SHORT_EXEMPT('6')
const char ProcessCode_SOFT_DOLLAR_STEP_OUT('5')
const char ReportToExch_NO('N')
const char TimeInForce_FILL_OR_KILL('4')
const size_t SessionRejectReason_realm_els(19)
const char SettlmntTyp_CASH('1')
const f8String IDSource_CUSIP("1")
const f8String MsgType_DONT_KNOW_TRADE("Q")
const f8String SecurityType_REVERSE_REPURCHASE_AGREEMENT("RVRP")
const char ProcessCode_PLAN_SPONSOR('6')
const f8String IDSource_ISIN_NUMBER("4")
const f8String SecurityType_COLLATERALIZE_MORTGAGE_OBLIGATION("CMO")
const f8String SecurityType_US_TREASURY_BILL("USTB")
const int EncryptMethod_PKCS(1)
const size_t ReportToExch_realm_els(2)
const f8String SecurityType_CATS_TIGERS_LIONS("ZOO")
const char OpenClose_CLOSE('C')
const f8String SecurityType_TIME_DEPOSIT("TD")
const char ExecTransType_STATUS('3')
const f8String SecurityType_COMMERCIAL_PAPER("CP")
const f8String ExecInst_NON_NEGOTIABLE("N")
const size_t ExecType_realm_els(20)
const char GapFillFlag_YES('Y')
const f8String ExecInst_LAST_PEG("L")
const char OrdStatus_ACCEPTED_FOR_BIDDING('D')
const f8String MsgType_LIST_CANCEL_REQUEST("K")
const char PossDupFlag_YES('Y')
const f8String SecurityType_BANKERS_ACCEPTANCE("BA")
Field< MultipleCharValue, 18 > ExecInst
const char PossResend_NO('N')
const f8String ExecInst_PARTICIPATE_DONT_INITIATE("6")
const char OrdStatus_EXPIRED('C')
const size_t OrdRejReason_realm_els(19)
const f8String SecurityType_CERTIFICATE_OF_DEPOSIT("CD")
Field< f8String, 1 > Account
const char OrdType_MARKET('1')
const f8String SecurityType_WILDCARD_ENTRY("?")
const char HandlInst_MANUAL_ORDER_BEST_EXECUTION('3')
const f8String ExecInst_NOT_HELD("1")
const f8String MsgType_LOGON("A")
const char OrdStatus_PENDING_REPLACE('E')
const size_t TimeInForce_realm_els(10)
const char OrdType_FOREX_C('C')
Field< f8String, 8 > BeginString
const char OrdStatus_PENDING_CANCEL('6')
const size_t EncryptMethod_realm_els(7)
const f8String MsgType_ALLOCATION("J")
const int SessionRejectReason_INVALID_TAG_NUMBER(0)
const f8String MsgType_SECURITY_DEFINITION_REQUEST("c")
const char OrdType_FUNARI('I')
const char ProcessCode_STEP_OUT('3')
const size_t SettlmntTyp_realm_els(10)
const char OrdStatus_FILLED('2')
const char LastCapacity_PRINCIPAL('4')
const int CustomerOrFirm_FIRM(1)
const f8String IDSource_ISO_CURRENCY_CODE("6")
const int OrdRejReason_BROKER_OPTION(0)
const char Side_SELL('2')
const f8String SecurityType_GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION("GN")
const size_t Side_realm_els(16)
const f8String MsgType_SECURITY_STATUS_REQUEST("e")
const int EncryptMethod_PKCS_DES(3)
const f8String ExecInst_STAY_ON_BIDSIDE("9")
const f8String ExecInst_TRY_TO_SCALE("8")
const char SettlmntTyp_T_PLUS_2('3')
Field< SeqNum, 7 > BeginSeqNo
const int OrdRejReason_EXCHANGE_CLOSED(2)
const char ExecType_PARTIAL_FILL('1')
const char ExecType_REPLACE('5')
const int ExecRestatementReason_GT_CORPORATE_ACTION(0)
const int PutOrCall_PUT(0)
Field< f8String, 10 > CheckSum
const f8String IDSource_QUIK("3")
const f8String ExecInst_HELD("5")
const int OrdRejReason_DUPLICATE_ORDER(6)
const char OrdStatus_REPLACED('5')
const f8String MsgType_LIST_STRIKE_PRICE("m")
const char OrdStatus_PENDING_NEW('A')
const int SessionRejectReason_SIGNATURE_PROBLEM(8)
const char OpenClose_OPEN('O')
const f8String MsgType_REJECT("3")
const f8String MsgType_ORDER_SINGLE("D")
const char OrdType_LIMIT_OR_BETTER('7')
const f8String MsgType_LIST_STATUS_REQUEST("M")
const f8String MsgType_MASS_QUOTE("i")
const size_t LastCapacity_realm_els(4)
const f8String SecurityType_FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION("FN")
const int OrdRejReason_UNKNOWN_SYMBOL(1)
const char SettlmntTyp_FUTURE('6')
const size_t ExecRestatementReason_realm_els(13)
const char ExecType_PENDING_NEW('A')
const f8String SecurityType_FUTURE("FUT")
const int PutOrCall_CALL(1)
const f8String SecurityType_MORTGAGE_PRINCIPAL_ONLY("MPO")
const f8String ExecInst_GO_ALONG("3")
const char OrdStatus_SUSPENDED('9')
const char ExecType_PENDING_REPLACE('E')
const f8String SecurityType_WARRANT("WAR")
const char OrdType_LIMIT('2')
const char TimeInForce_AT_THE_OPENING('2')
const int OrdRejReason_STALE_ORDER(8)
const f8String ExecInst_ALL_OR_NONE("G")
const size_t ProcessCode_realm_els(7)
const int EncryptMethod_PGP_DES(4)
const f8String SecurityType_FEDERAL_HOME_LOAN("FHL")
const int SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM(10)
Field< f8String, 11 > ClOrdID
const int CustomerOrFirm_CUSTOMER(0)
Field< f8String, 19 > ExecRefID
const f8String MsgType_QUOTE_ACKNOWLEDGEMENT("b")
const f8String ExecInst_WORK("2")
const f8String ExecInst_OVER_THE_DAY("4")
const f8String MsgType_TEST_REQUEST("1")
const f8String SecurityType_FEDERAL_HOUSING_AUTHORITY("FHA")
const char SettlmntTyp_T_PLUS_4('5')
const int OrdRejReason_UNKNOWN_ORDER(5)
const size_t ExecInst_realm_els(56)
Field< Length, 9 > BodyLength
const char LastCapacity_CROSS_AS_AGENT('2')
const f8String SecurityType_CONVERTIBLE_BOND("CB")
const f8String IDSource_SEDOL("2")
const int ExecRestatementReason_VERBAL_CHANGE(2)
const char TimeInForce_DAY('0')
const size_t PossResend_realm_els(2)
const size_t OpenClose_realm_els(2)
const f8String ExecInst_STRICT_SCALE("7")
const int ExecRestatementReason_REPRICING_OF_ORDER(3)
const size_t MsgDirection_realm_els(2)
const f8String MsgType_QUOTE_REQUEST("R")
const char OrdType_FOREX_G('G')
const f8String MsgType_NEWS("B")
const int SessionRejectReason_REQUIRED_TAG_MISSING(1)
const f8String MsgType_EXECUTION_REPORT("8")
const f8String ExecInst_NO_CROSS("A")
const size_t LocateReqd_realm_els(2)
const f8String ExecInst_OK_TO_CROSS("B")
const char OrdType_STOP('3')
const char ProcessCode_STEP_IN('2')
const f8String MsgType_MARKET_DATA_SNAPSHOT_FULL_REFRESH("W")
const f8String SecurityType_OPTION("OPT")
const char OrdType_FOREX_F('F')
const f8String SecurityType_MUTUAL_FUND("MF")
const char GapFillFlag_NO('N')
const char OrdStatus_CANCELED('4')
const int OrdRejReason_TOO_LATE_TO_ENTER(4)
const char OrdType_LIMIT_ON_CLOSE('B')
const f8String SecurityType_PREFERRED_STOCK("PS")
Field template. There will ONLY be partial template specialisations of this template.
const int EncryptMethod_NONE(0)
const char OrdStatus_PARTIALLY_FILLED('1')
const f8String MsgType_ORDER_LIST("E")
const char TimeInForce_IMMEDIATE_OR_CANCEL('3')
const size_t HandlInst_realm_els(3)
const char ExecType_PENDING_CANCEL('6')
const char HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK('2')
const int SessionRejectReason_INVALID_MSGTYPE(11)
const f8String MsgType_TRADING_SESSION_STATUS("h")
const char ExecTransType_CORRECT('2')
const int SessionRejectReason_DECRYPTION_PROBLEM(7)
const int ExecRestatementReason_PARTIAL_DECLINE_OF_ORDERQTY(5)
const f8String ExecInst_PERCENT_OF_VOLUME("D")
const int SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE(4)
const char LastCapacity_AGENT('1')
const f8String MsgType_ORDER_CANCEL_REQUEST("F")
const f8String SecurityType_COMMON_STOCK("CS")
const char OrdStatus_STOPPED('7')
const char Side_SELL_SHORT('5')
const char SettlmntTyp_T_PLUS_5('9')
const char OrdType_STOP_LIMIT('4')
const f8String IDSource_ISO_COUNTRY_CODE("7")
Field< currency, 15 > Currency
const char OrdType_LIMIT_WITH_OR_WITHOUT('8')
const f8String MsgType_ORDER_CANCEL_REPLACE_REQUEST("G")
const int ExecRestatementReason_GT_RENEWAL(1)
const int ExecRestatementReason_BROKER_OPTION(4)
const char LastCapacity_CROSS_AS_PRINCIPAL('3')
const int OrdRejReason_DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER(7)
const f8String MsgType_LIST_EXECUTE("L")
const f8String ExecInst_STAY_ON_OFFERSIDE("0")
const char TimeInForce_GOOD_TILL_CANCEL('1')
const f8String ExecInst_CUSTOMER_DISPLAY_INSTRUCTION("U")
const f8String ExecInst_DO_NOT_INCREASE("E")
const f8String MsgType_ORDER_CANCEL_REJECT("9")
Field< SeqNum, 16 > EndSeqNo
const char SettlmntTyp_T_PLUS_3('4')
const size_t ResetSeqNumFlag_realm_els(2)
const char ProcessCode_SOFT_DOLLAR('1')
const f8String MsgType_HEARTBEAT("0")
const f8String SecurityType_CORPORATE_BOND("CORP")
const f8String MsgType_MARKET_DATA_INCREMENTAL_REFRESH("X")
const char OrdStatus_REJECTED('8')
const char MsgDirection_RECEIVE('R')
const char OrdStatus_NEW('0')
const int SessionRejectReason_COMPID_PROBLEM(9)
const char PossResend_YES('Y')
const char MsgDirection_SEND('S')
const size_t PossDupFlag_realm_els(2)
const char ResetSeqNumFlag_YES('Y')
const int SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE(2)
const f8String ExecInst_MARKET_PEG("P")
const char ExecType_STOPPED('7')
const char ExecType_FILL('2')
const size_t ExecTransType_realm_els(4)
const char SettlmntTyp_SELLERS_OPTION('8')
const f8String MsgType_LOGOUT("5")
const char ExecType_EXPIRED('C')
const char OrdType_WITH_OR_WITHOUT('6')
const f8String MsgType_QUOTE_CANCEL("Z")
const char OrdType_ON_CLOSE('A')
const char ExecType_NEW('0')
const char ExecType_SUSPENDED('9')
const char LocateReqd_NO('N')
const char Side_UNDISCLOSED('7')
const char Side_CROSS('8')
const f8String MsgType_INDICATION_OF_INTEREST("6")
const f8String MsgType_ALLOCATION_ACK("P")
const char SettlmntTyp_WHEN_ISSUED('7')
const int EncryptMethod_PGP_DES_MD5(5)
const int EncryptMethod_PEM_DES_MD5(6)
const f8String SecurityType_MUNICIPAL_BOND("MUNI")
const f8String ExecInst_OPENING_PEG("O")
const f8String SecurityType_MORTGAGE_IOETTE("IET")
const char OrdType_PEGGED('P')
const f8String MsgType_QUOTE_STATUS_REQUEST("a")
Fast map for statically generated data types. Assumes table is sorted. Complexity is O(logN)...
GeneratedTable< unsigned, BaseEntry > FieldTable
const char ReportToExch_YES('Y')
const f8String MsgType_TRADING_SESSION_STATUS_REQUEST("g")
const size_t PutOrCall_realm_els(2)
const char OrdType_MARKET_ON_CLOSE('5')
Field< Amt, 12 > Commission
const f8String SecurityType_STUDENT_LOAN_MARKETING_ASSOCIATION("SL")
Field< f8String, 17 > ExecID
const char SettlmntTyp_NEXT_DAY('2')
const char TimeInForce_GOOD_TILL_DATE('6')
const f8String ExecInst_INSTITUTIONS_ONLY("I")
const f8String MsgType_SEQUENCE_RESET("4")
const char OrdStatus_DONE_FOR_DAY('3')
const size_t MsgType_realm_els(118)
const char OrdStatus_CALCULATED('B')
const f8String IDSource_CONSOLIDATED_TAPE_ASSOCIATION("9")
const int SessionRejectReason_UNDEFINED_TAG(3)
const f8String MsgType_LIST_STATUS("N")
const char Side_BUY_MINUS('3')
const f8String SecurityType_MORTGAGE_PRIVATE_PLACEMENT("MPP")
const f8String MsgType_ADVERTISEMENT("7")