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fix.h
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#pragma once
#include <string>
#include "fixed.h"
enum Tag : int {
MSG_TYPE = 35,
SEQ_NUM = 34,
SENDER_COMP_ID = 49,
TARGET_COMP_ID = 56,
SENDING_TIME = 52,
CLORDID = 11,
ORDERID = 37,
EXECID = 17,
SYMBOL = 55,
SIDE = 54,
ORDER_QTY = 38,
ORD_STATUS = 39,
PRICE = 44,
ORD_TYPE = 40,
TIME_IN_FORCE = 59,
TRANSACT_TIME = 60,
HANDL_INST = 21,
SECURITY_ID = 48,
SECURITY_ID_SOURCE = 22,
LAST_QTY = 32,
LAST_PX = 31,
LEAVES_QTY = 151,
CUM_QTY = 14,
AVG_PX = 6,
TEXT = 58,
BODY_LENGTH = 9,
CHECK_SUM = 10,
};
const static std::string NEW_ORDER_SINGLE = "D";
const static std::string EXECUTION_REPORT = "8";
const static std::string ORDER_CANCEL_REJECT = "9";
const static std::string ORDER_CANCEL_REPLACE_REQUEST = "G";
const static std::string ORDER_CANCEL_REQUEST = "F";
const static std::string ORDER_STATUS_REQUEST = "H";
const static std::string LOGON = "A";
const static std::string LOGOUT = "5";
const static std::string HEARTBEAT = "0";
const static std::string TEST_REQUEST = "1";
const static std::string RESEND_REQUEST = "2";
const static std::string REJECT = "3";
const static std::string SEQUENCE_RESET = "4";
const static std::string NEW_ORDER_LIST = "E";
const static std::string LIST_STATUS = "N";
const static std::string LIST_EXECUTE = "L";
const static std::string LIST_CANCEL_REQUEST = "K";
const static std::string LIST_STATUS_REQUEST = "M";
const static std::string MASS_QUOTE = "i";
const static std::string MASS_QUOTE_ACKNOWLEDGEMENT = "b";
typedef Fixed<7> F;