BetaTrader
A HFT Eco-System
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Tags.h
Go to the documentation of this file.
1#pragma once
2
3namespace fix {
4 enum class Tag {
6 BeginString = 8,
8 BodyLength = 9,
10 MsgType = 35,
12 SenderCompID = 49,
14 TargetCompID = 56,
16 MsgSeqNum = 34,
18 SendingTime = 52,
19
21 ClOrdID = 11,
23 OrigClOrdID = 41,
25 Symbol = 55,
27 Side = 54,
29 OrdType = 40,
31 OrderQty = 38,
33 Price = 44,
35 TimeInForce = 59,
37 StopPrice = 99,
39 SettlType = 63,
41 SettlDate = 64,
43 OrderID = 37,
45 ExecID = 17,
47 OrdStatus = 39,
49 Text = 58,
51 CumQty = 14,
53 LeavesQty = 151,
55 LastPx = 31,
57 LastQty = 32,
59 TransactTime = 60,
60
61 // Market Data Tags
63 MDReqID = 262,
67 MarketDepth = 264,
69 NoRelatedSym = 146,
71 MDUpdateAction = 279,
73 MDEntryType = 269,
75 MDEntryPx = 270,
77 MDEntrySize = 271,
79 MDEntryTime = 273,
81 NoMDEntries = 268,
84
86 CheckSum = 10,
87 };
88}
Instrument
Represents the financial instruments available for trading.
Definition Instrument.h:17
Definition ExecutionReport.h:6
MDUpdateAction
Defines the update action for a market data entry (Tag 279).
Definition Protocol.h:92
MDEntryType
Defines the type of market data entry (Tag 269).
Definition Protocol.h:86
Tag
Definition Tags.h:4
@ BodyLength
Message Body Length.
@ MDEntryPx
Market Data Entry Price.
@ SubscriptionRequestType
Subscription Request Type.
@ SendingTime
Time of message transmission.
@ TargetCompID
Target's Company ID.
@ MsgType
Message Type.
@ MDReqID
Market Data Request ID.
@ MsgSeqNum
Message Sequence Number.
@ OrdStatus
Order Status.
@ MDEntryTime
Market Data Entry Time.
@ SettlDate
Settlement Date.
@ SettlType
Settlement Type.
@ LastQty
Last Traded Quantity.
@ BeginString
Begin String (FIX.x.y)
@ NoMDEntries
Number of Market Data Entries.
@ OrigClOrdID
Original Client Order ID.
@ CumQty
Cumulative Quantity.
@ NoRelatedSym
Number of Related Symbols.
@ TimeInForce
Time in Force.
@ OrderID
Order ID.
@ MDEntryPositionNo
Market Data Entry Position Number.
@ Text
Free format text.
@ LeavesQty
Quantity remaining.
@ ClOrdID
Client Order ID.
@ MDEntrySize
Market Data Entry Size.
@ SenderCompID
Sender's Company ID.
@ TransactTime
Transaction Time.
@ Side
Side of order (Buy/Sell)
@ ExecID
Execution ID.
@ OrderQty
Quantity ordered.
@ OrdType
Order Type (Market, Limit, etc.)
@ CheckSum
Checksum.
@ LastPx
Last Traded Price.
@ MarketDepth
Market Depth.
@ StopPrice
Stop Price.
common::Price Price
Type alias for a price field, inheriting from the common Price type.
Definition Types.h:25