1 #ifndef __BROADCAST_FIELDS_H__
2 #define __BROADCAST_FIELDS_H__
10 static const int BUFFER = 14;
11 static const int CHAR = 1;
12 static const int DOUBLE = 5;
13 static const int EPOCH_NSEC = 22;
14 static const int FLOAT = 4;
15 static const int INT = 2;
16 static const int INT64 = 19;
17 static const int RAW = 0;
18 static const int STRING = 6;
25 static const int FDS_SEQ_NUM = 1;
26 static const int PRODUCT = 4;
27 static const int DESCRIPTION = 8;
28 static const int ISIN = 12;
29 static const int FEED_ID = 13;
30 static const int CUSIP = 14;
31 static const int SEDOL = 15;
32 static const int ISO_CODE = 17;
33 static const int EXCHANGE = 20;
34 static const int MSG_BITMASK = 22;
35 static const int LAST_TICK = 25;
36 static const int EPS = 28;
37 static const int SHARES_OUTSTANDING = 29;
38 static const int LAST_VOL = 31;
39 static const int LAST_EXCH = 33;
40 static const int QUOTE_CONDITION = 38;
41 static const int LAST_PRICE = 50;
42 static const int CONTRACT_SIZE = 51;
43 static const int PRICE_CURRENCY = 62;
44 static const int PAYMENT_DATE = 76;
45 static const int RECORD_DATE = 77;
46 static const int MARKET_MECHANISM_TYPE = 88;
47 static const int ORDER_CODE = 89;
48 static const int HIGH_VOL = 105;
49 static const int HIGH = 107;
50 static const int CVOL = 132;
51 static const int TOTAL_CAP_GAIN = 147;
52 static const int FOOTNOTE = 148;
53 static const int OPEN = 158;
54 static const int TRADE_CONDITION = 174;
55 static const int CONTRACT_HIGH = 189;
56 static const int PREV_CLOSE = 208;
57 static const int CONTRACT_LOW = 209;
58 static const int STRIKE_PRICE = 239;
59 static const int TRADE_COUNT = 267;
60 static const int BLOCK_TRADE_COUNT = 269;
61 static const int BLOCK_CVOL = 271;
62 static const int SHORT_SALE_INDICATOR = 277;
63 static const int MID = 278;
64 static const int ANNUALIZED_SEVEN_DAY_YIELD = 279;
65 static const int BID_CLOSE_VOL = 296;
66 static const int ASK_CLOSE_VOL = 297;
67 static const int LOW_VOL = 305;
68 static const int LOW = 307;
69 static const int TURNOVER = 341;
70 static const int MID_NET_CHANGE = 342;
71 static const int BID_POINTS = 343;
72 static const int GMT_OFFSET = 389;
73 static const int DAYS_TO_EXPIRATION = 390;
74 static const int MID_HIGH = 398;
75 static const int MID_LOW = 399;
76 static const int ORDER_LOT_SIZE = 427;
77 static const int UNCROSSING_PRICE = 465;
78 static const int UNCROSSING_VOL = 466;
79 static const int BID_VOL = 505;
80 static const int BID_EXCH = 506;
81 static const int BID = 509;
82 static const int BID_TICK = 518;
83 static const int OFFICIAL_CLOSE = 526;
84 static const int OFFBOOK_CUM_VOL = 528;
85 static const int VENUE = 530;
86 static const int EX_DATE_STATUS = 531;
87 static const int MID_CLOSE = 535;
88 static const int SPREAD_10Y = 537;
89 static const int SPREAD_5Y = 538;
90 static const int ASK_YIELD = 541;
91 static const int BENCHMARK_ID = 546;
92 static const int BID_YIELD = 550;
93 static const int CALLABLE_DATE = 552;
94 static const int COUPON_RATE = 556;
95 static const int MID_YIELD = 571;
96 static const int HIGH_YIELD = 573;
97 static const int ISSUE_DATE = 574;
98 static const int ASK_VOL = 605;
99 static const int ASK_EXCH = 606;
100 static const int ASK = 609;
101 static const int NORMAL_MARKET_SIZE = 629;
102 static const int STANDARD_MARKET_SIZE = 630;
103 static const int EXCHANGE_MARKET_SIZE = 631;
104 static const int SETTLEMENT_INDICATOR = 632;
105 static const int PERIOD = 633;
106 static const int AUTO_TRADE_CVOL = 635;
107 static const int AUTO_TRADE_COUNT = 636;
108 static const int AUTO_TRADE_VWAP = 637;
109 static const int TOTAL_BUY_VOL = 640;
110 static const int TOTAL_SELL_VOL = 641;
111 static const int BUY_PERCENTAGE = 642;
112 static const int SELL_PERCENTAGE = 643;
113 static const int BID_CLOSE = 648;
114 static const int ASK_CLOSE = 649;
115 static const int MARKET_SEGMENT = 650;
116 static const int MARKET_SECTOR = 651;
117 static const int COUNTRY_CODE = 652;
118 static const int ASSETS_PRICE = 654;
119 static const int CURRENT_YIELD = 656;
120 static const int DIVIDEND_PRICE = 657;
121 static const int LONG_CAP_GAIN = 659;
122 static const int NET_CHANGE = 662;
123 static const int OTHER_CAP_GAIN = 663;
124 static const int SEVEN_DAY_YIELD = 666;
125 static const int SHORT_CAP_GAIN = 667;
126 static const int UNALLOC_DISTR_PRICE = 668;
127 static const int RETURN_1D = 671;
128 static const int RETURN_YTD = 672;
129 static const int RETURN_1M = 673;
130 static const int RETURN_3M = 674;
131 static const int RETURN_12M = 675;
132 static const int RETURN_MTD = 676;
133 static const int RETURN_QTD = 677;
134 static const int RETURN_WTD = 678;
135 static const int COMMISSION = 703;
136 static const int SPECIAL_PRICE_INDICATOR = 704;
137 static const int VOLUME_INDICATOR = 705;
138 static const int ASK_POINTS = 706;
139 static const int AVG_30DAY_VOL = 709;
140 static const int OPEN_INTEREST = 711;
141 static const int EXPIRATION_DATE = 713;
142 static const int DIVIDEND = 714;
143 static const int AVG_5DAY_VOL = 719;
144 static const int FACTSET_INDUSTRY = 722;
145 static const int FACTSET_SECTOR = 723;
146 static const int HOMEPAGE = 724;
147 static const int DIVIDEND_YIELD = 736;
148 static const int DOLLAR_CHANGE = 764;
149 static const int CLOSE_2 = 766;
150 static const int HIGH_52WEEK = 767;
151 static const int LOW_52WEEK = 768;
152 static const int OPEN_2 = 771;
153 static const int RESUME = 772;
154 static const int RESUME_2 = 773;
155 static const int PREV_SETTLE = 775;
156 static const int VWAP = 780;
157 static const int SETTLEMENT_TODAY = 781;
158 static const int SETTLEMENT_DATE = 793;
159 static const int CLOSE_YIELD = 798;
160 static const int LOW_YIELD = 799;
161 static const int PREV_SETTLE_DATE = 805;
162 static const int SETTLEMENT = 815;
163 static const int PERCENT_CHANGE = 816;
164 static const int CORR_LAST_VOL = 834;
165 static const int AS_OF_INDICATOR = 890;
166 static const int PREV_CLOSE_UNADJ = 892;
167 static const int SELLER_DAYS = 895;
168 static const int PREMKT_NET_CHANGE = 896;
169 static const int PREMKT_PERCENT_CHANGE = 897;
170 static const int TRADED_PRICE = 912;
171 static const int TRADED_VOL = 918;
172 static const int REPORTING_SIDE = 924;
173 static const int SEQUENCE = 1000;
174 static const int ORIG_SEQUENCE = 1001;
175 static const int INSTRUMENT_ID = 1002;
176 static const int VENDOR_SYMBOL = 1010;
177 static const int UNDERLYING_SECURITY = 1011;
178 static const int PREMKT_PRICE = 1019;
179 static const int MSG_TYPE = 1030;
180 static const int UPPER_TRADING_BAND = 1087;
181 static const int LOWER_TRADING_BAND = 1093;
182 static const int TRADED_CONDITION = 1098;
183 static const int UNCROSSING_CONDITION = 1104;
184 static const int SETTLEMENT_TIME = 1160;
185 static const int SETTLEMENT_DATE_TODAY = 1162;
186 static const int PREV_CLOSE_2 = 1172;
187 static const int PREV_CLOSE_UNADJ_2 = 1176;
188 static const int FEED_CURRENCY = 1182;
189 static const int HALT_DESCRIPTION = 1184;
190 static const int COUNTRY_NAME = 1190;
191 static const int CORR_LAST = 1199;
192 static const int HIGH_52WEEK_DATE = 1220;
193 static const int UNOFFICIAL_PRICE = 1288;
194 static const int UNOFFICIAL_VOLUME = 1292;
195 static const int LOW_52WEEK_DATE = 1295;
196 static const int UNOFFICIAL_CONDITION = 1334;
197 static const int TRADE_LOT_SIZE = 1335;
198 static const int BENCHMARK_YIELD = 1369;
199 static const int BENCHMARK_YIELD_BID = 1373;
200 static const int BENCHMARK_YIELD_ASK = 1377;
201 static const int BENCHMARK_SPREAD = 1381;
202 static const int BENCHMARK_SPREAD_BID = 1385;
203 static const int BENCHMARK_SPREAD_ASK = 1389;
204 static const int TRADED_YIELD = 1394;
205 static const int MSG_GENESIS = 1409;
206 static const int HALT_INFO = 1414;
207 static const int FIRST_SESSION_PRICE = 1438;
208 static const int FIRST_SESSION_HIGH = 1442;
209 static const int FIRST_SESSION_LOW = 1446;
210 static const int FIRST_SESSION_CLOSE = 1450;
211 static const int FIRST_SESSION_CVOL = 1454;
212 static const int FIRST_SESSION_VWAP = 1455;
213 static const int SECOND_SESSION_PRICE = 1459;
214 static const int SECOND_SESSION_HIGH = 1463;
215 static const int SECOND_SESSION_LOW = 1467;
216 static const int SECOND_SESSION_CLOSE = 1471;
217 static const int SECOND_SESSION_CVOL = 1475;
218 static const int SECOND_SESSION_VWAP = 1476;
219 static const int TICK_SIZE = 1499;
220 static const int TICK_GROUP = 1507;
221 static const int TICK_PILOT_EFF_DATE = 1508;
222 static const int PRICE_MULTIPLIER = 1509;
223 static const int NOMINAL_VALUE = 1513;
224 static const int PRIMARY_MARKET = 1517;
225 static const int SECOND_SESSION_OPEN = 1528;
226 static const int EXECUTION_VENUE = 1579;
227 static const int NOTIONAL_AMOUNT = 1591;
228 static const int NOTIONAL_CURRENCY = 1595;
229 static const int PRICE_NOTATION = 1596;
230 static const int QUANTITY_NOTATION = 1597;
231 static const int TRANSPARENCY_INDICATOR = 1598;
232 static const int MIFID_CLEARING_FLAG = 1599;
233 static const int MIC_CODE_SEG = 1601;
234 static const int TRANSACTION_ID_CODE = 1604;
235 static const int PUBLICATION_VENUE = 1605;
236 static const int PUBLICATION_TIME = 1606;
237 static const int INSTRUMENT_CODE_TYPE = 1607;
238 static const int EXECUTION_TIME = 1609;
239 static const int MMT_MARKET_MECHANISM = 1610;
240 static const int MMT_TRADING_MODE = 1611;
241 static const int MMT_TRANSACTION_TYPE = 1612;
242 static const int MMT_PUBLICATION_MODE = 1613;
243 static const int MMT_DUPLICATIVE_INDICATOR = 1614;
244 static const int LIS_CVOL = 1637;
245 static const int NEGOTIATED_CVOL = 1638;
246 static const int REFERENCE_CVOL = 1639;
247 static const int UNOFFICIAL_EXCH = 1650;
248 static const int VENDOR_TS = 1660;
249 static const int BID_TS = 1661;
250 static const int BID_CLOSE_TS = 1662;
251 static const int ASK_TS = 1663;
252 static const int ASK_CLOSE_TS = 1664;
253 static const int MID_TS = 1665;
254 static const int MID_CLOSE_TS = 1666;
255 static const int OPEN_TS = 1667;
256 static const int HIGH_TS = 1668;
257 static const int LOW_TS = 1669;
258 static const int UNOFFICIAL_TS = 1670;
259 static const int TRADED_TS = 1671;
260 static const int PREMKT_TS = 1672;
261 static const int POSTMKT_TS = 1673;
262 static const int LAST_TS = 1674;
263 static const int PREV_CLOSE_TS = 1675;
264 static const int CLOSE_TS = 1676;
265 static const int YTD_HIGH = 1732;
266 static const int YTD_LOW = 1736;
267 static const int YTD_HIGH_DATE = 1740;
268 static const int YTD_LOW_DATE = 1741;
269 static const int OFF_HOUR_EXCH = 1742;
270 static const int PREMKT_EXCH = 1743;
271 static const int POSTMKT_EXCH = 1744;
272 static const int OPT_DELIVERABLES = 1745;
273 static const int UNDERLYING_EXCHANGE = 1746;
274 static const int RT_PE_RATIO = 1747;
275 static const int RT_MARKET_CAP = 1748;
276 static const int ANNUAL_CAP_GAINS = 1749;
277 static const int MESSAGE_TYPE = 1750;
278 static const int RECORD_LAYOUT = 1804;
279 static const int BUY_ID = 1820;
280 static const int SELL_ID = 1824;
281 static const int PREMKT_VOL = 1832;
282 static const int PREMKT_CVOL = 1836;
283 static const int POSTMKT_VOL = 1860;
284 static const int POSTMKT_CVOL = 1864;
285 static const int POSTMKT_NET_CHANGE = 1881;
286 static const int POSTMKT_PERCENT_CHANGE = 1882;
287 static const int FINANCIAL_STATUS = 1896;
288 static const int POSTMKT_PRICE = 2029;
289 static const int TRUE_ISO_CODE = 2082;
290 static const int SECURITY_STATUS = 2800;
291 static const int PRICING_METHOD = 3007;
292 static const int SUBSIDIZED_SEVEN_DAY_YIELD = 10052;
293 static const int SECURITY_TYPE = 13129;
294 static const int MARKET_MAKER_ID = 14000;
295 static const int MM_STAT_BITMASK = 14003;
296 static const int DELTA = 2620;
297 static const int GAMMA = 2621;
298 static const int VEGA = 2622;
299 static const int THETA = 2623;
300 static const int RHO = 2624;
Definition: BroadcastFields.h:7
Definition: BroadcastFields.h:22