TTTags.cs

/***************************************************************************
* Copyright (c) 2012 Trading Technologies International, Inc.
*
* Permission is hereby granted, free of charge, to any person obtaining a copy 
* of this software and associated documentation files (the "Software"), to deal 
 * in the Software without restriction, including without limitation the rights 
 * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies 
 * of the Software, and to permit persons to whom the Software is furnished to do so, 
 * subject to the following conditions:
 * 
* The above copyright notice and this permission notice shall be included in all 
 * copies or substantial portions of the Software.
*
*THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, 
 *INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A 
 *PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT 
 *HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF 
 *CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR 
 *THE USE OR OTHER DEALINGS IN THE SOFTWARE. 
 ***************************************************************************
 * $Date: 2009/12/04 15:00:00EST $
 * $Revision: 1.0 $
 ***************************************************************************/

using System;

namespace TT
{
    public class OrderEnteredTime : QuickFix.UtcTimeStampField
    {
        public OrderEnteredTime() : base(6038) { }
        public OrderEnteredTime(DateTime data) : base(6038, data) { }

        public const int FIELD = 6038;
    }

    public class ExpectedFillType : QuickFix.IntField
    {
        public ExpectedFillType() : base(10442) { }
        public ExpectedFillType(int data) : base(10442, data) { }

        public const int FIELD = 10442;
    }

    public class SecurityAltId : QuickFix.StringField
    {
        public SecurityAltId() : base(10455) { }
        public SecurityAltId(String data) : base(10455, data) { }

        public const int FIELD = 10455;
    }

    public class UnderlyingSecurityAltID : QuickFix.StringField
    {
        public UnderlyingSecurityAltID() : base(10456) { }
        public UnderlyingSecurityAltID(String data) : base(10456, data) { }

        public const int FIELD = 10456;
        
    }

    public class LotsPerContract : QuickFix.IntField
    {
        public LotsPerContract() : base(10461) { }
        public LotsPerContract(int data) : base(10461, data) { }

        public const int FIELD = 10461;
    }

    public class SecondaryExecID : QuickFix.StringField 
    {
        public SecondaryExecID() : base(10527) { }
        public SecondaryExecID(string data) : base(10527, data) { }

        public const int FIELD = 10527;
    }

    public class FixingDate : QuickFix.StringField
    {
        public FixingDate() : base(10541) { }
        public FixingDate(string data) : base(10541, data) { }

        public const int FIELD = 10541;
    }

    public class TTUsername : QuickFix.StringField
    {
        public TTUsername() : base(10553) { }
        public TTUsername(string data) : base(10553, data) { }

        public const int FIELD = 10553;
    }

    public class LegPrice : QuickFix.DoubleField 
    {
        public LegPrice() : base(10566) { }
        public LegPrice(double data) : base(10566, data) { }

        public const int FIELD = 10566;
    }

    public class SecuritySubType : QuickFix.StringField
    {
        public SecuritySubType() : base(10762) { }
        public SecuritySubType(String data) : base(10762, data) { }

        public const int FIELD = 10762;
    }

    public class FFT2 : QuickFix.StringField
    {
        public FFT2() : base(16102) { }
        public FFT2(String data) : base(16102, data) { }

        public const int FIELD = 16102;
    }

    public class FFT3 : QuickFix.StringField
    {
        public FFT3() : base(16103) { }
        public FFT3(String data) : base(16103, data) { }

        public const int FIELD = 16103;
    }

    public class RealizedPandL : QuickFix.DoubleField
    {
        public RealizedPandL() : base(16210) { }
        public RealizedPandL(double data) : base(16210, data) { }

        public const int FIELD = 16210;
    }

    public class PriceDisplayType : QuickFix.IntField
    {
        public PriceDisplayType() : base(16451) { }
        public PriceDisplayType(int data) : base(16451, data) { }

        public const int FIELD = 16451;

    }

    //16452 TickSize - For internal TT use only.
    //16454 PointValue - For internal TT use only.

    public class NumTickTblEntries : QuickFix.IntField
    {
        public NumTickTblEntries() : base(16456) { }
        public NumTickTblEntries(int data) : base(16456, data) { }

        public const int FIELD = 16456;
    }

    public class NumTicks : QuickFix.IntField
    {
        public NumTicks() : base(16457) { }
        public NumTicks(int data) : base(16457, data) { }

        public const int FIELD = 16457;
    }

    public class MaxPrice : QuickFix.DoubleField
    {
        public MaxPrice() : base(16458) { }
        public MaxPrice(double data) : base(16458, data) { }

        public const int FIELD = 16458;
    }

    public class DeliveryUnit : QuickFix.IntField
    {
        public DeliveryUnit() : base(16460) { }
        public DeliveryUnit(int data) : base(16460, data) { }

        public const int FIELD = 16460;
    }

    public class BaseLots : QuickFix.IntField
    {
        public BaseLots() : base(16461) { }
        public BaseLots(int data) : base(16461, data) { }

        public const int FIELD = 16461;
    }

    public class UnderlyingLotsPerContract : QuickFix.IntField
    {
        public UnderlyingLotsPerContract() : base(16462) { }
        public UnderlyingLotsPerContract(int data) : base(16462, data) { }

        public const int FIELD = 16462;
    }

    public class Blocks : QuickFix.IntField
    {
        public Blocks() : base(16463) { }
        public Blocks(int data) : base(16463, data) { }

        public const int FIELD = 16463;
    }

    public class TradesInFlow : QuickFix.CharField
    {
        public TradesInFlow() : base(16464) { }
        public TradesInFlow(char data) : base(16464, data) { }

        public const int FIELD = 16464;
    }

    public class PassiveAgressive : QuickFix.CharField
    {
        public PassiveAgressive() : base(16480) { }
        public PassiveAgressive(char data) : base(16480, data) { }

        public const int FIELD = 16480;

        public const char PASSIVE = 'P';
        public const char AGGRESSIVE = 'A';
    }

    public class AutoAgressive : QuickFix.CharField
    {
        public AutoAgressive() : base(16481) { }
        public AutoAgressive(char data) : base(16481, data) { }

        public const int FIELD = 16481;

        public const char AUTO_AGRESS = 'Y';
        public const char DO_NOT_AUTO_AGRESS = 'N';
    }

    public class LeaveOrders : QuickFix.CharField
    {
        public LeaveOrders() : base(16482) { }
        public LeaveOrders(char data) : base(16482, data) { }

        public const int FIELD = 16482;

        public const char LEAVE_CONTRACT_ORDERS_IN_THE_MARKET='Y';
        public const char DELETE_ALL_ORDERS_FOR_THE_CONTRACT='N';
    }

    public class MDEntryState : QuickFix.IntField
    {
        public MDEntryState() : base(16486) { }
        public MDEntryState(int data) : base(16486, data) { }

        public const int FIELD = 16486;
        public const int OPEN_WORKUP = 1;
        public const int PUBLIC_WORKUP_HIT_THE_BID = 2;
        public const int PUBLIC_WORKUP_TOOK_THE_ASK = 3;
        public const int PRIVATE_WORKUP_HIT_THE_BID =4;
        public const int PRIVATE_WORKUP_TOOK_THE_ASK =5;
    }

    public class MDEntrySizeType : QuickFix.StringField
    {
        public MDEntrySizeType() : base(16487) { }
        public MDEntrySizeType(string data) : base(16487,data) { }

        public const int FIELD = 16487;
        public const string MINIMUM_AVAILABLE = "1";
        public const string NET_AGGREGATE = "2";

    }

    public class AggressorSide : QuickFix.IntField 
    {
        public AggressorSide() : base(16488) { }
        public AggressorSide(int data) : base(16488, data) { }

        public const int FIELD = 16488;
        public const int BUYER = 1;
        public const int SELLER = 2;
    }

    public class ExchTickSize : QuickFix.DoubleField
    {
        public ExchTickSize() : base(16552) { }
        public ExchTickSize(double data) : base(16552, data) { }

        public const int FIELD = 16552;
    }

    public class ExchPointValue : QuickFix.DoubleField
    {
        public ExchPointValue() : base(16554) { }
        public ExchPointValue(double data) : base(16554, data) { }

        public const int FIELD = 16554;
    }

    public class LegSide : QuickFix.IntField
    {
        public LegSide() : base(16624) { }
        public LegSide(int data) : base(16624, data) { }

        public const int FIELD = 16624;
    }

    public class PosReqId : QuickFix.StringField
    {
        public PosReqId() : base(16710) { }
        public PosReqId(String data) : base(16710, data) { }

        public const int FIELD = 16710;


    }

    public class PosMaintRptId : QuickFix.StringField
    {
        public PosMaintRptId() : base(16721) { }
        public PosMaintRptId(String data) : base(16721, data) { }

        public const int FIELD = 16721;
    }
    
    public class PosReqType : QuickFix.IntField
    {
        public PosReqType() : base(16724) { }
        public PosReqType(int data) : base(16724, data) { }

        public const int FIELD = 16724;

        public const int POSITIONS = 0;
        public const int TRADES =1;
        public const int SOD =4;
        public const int MANUAL_FILL = 5;
        public const int DSOD = 6;
    }

    public class  TotalNumPosReports : QuickFix.IntField
    {
        public TotalNumPosReports() : base(16727) { }
        public TotalNumPosReports(int data) : base(16727, data) { }

        public const int FIELD = 16727;
    }

    public class TotalNumOrders : QuickFix.IntField
    {
        public TotalNumOrders() : base(16728) { }
        public TotalNumOrders(int data) : base(16728, data) { }

        public const int FIELD = 16728;
    }

    public class MarginExcess : QuickFix.DoubleField
    {
        public MarginExcess() : base(16899) { }
        public MarginExcess(double data) : base(16899, data) { }

        public const int FIELD = 16899;
    }

    public class RequestTickTable : QuickFix.StringField
    {
        public RequestTickTable() : base(17000) { }
        public RequestTickTable(String data) : base(17000, data) { }

        public const int FIELD = 17000;

        public const string SEND_TICK_TABLE = "Y";
        public const string DO_NOT_SEND = "N";

    }

    public class ForceLogout : QuickFix.CharField
    {
        public ForceLogout() : base(18000) { }
        public ForceLogout(char data) : base(18000, data) { }

        public const int FIELD = 18000;
    }

    public class ApplicationName : QuickFix.StringField
    {
        public ApplicationName() : base(18011) { }
        public ApplicationName(String data) : base(18011, data) { }

        public const int FIELD = 18011;
    }

    //Version 7.5 removed support for Tag 18103 (OrderAndFillSource).
    //public class OrderAndFillSource : QuickFix.StringField
    //{
    //    public OrderAndFillSource() : base(18103) { }
    //    public OrderAndFillSource(String data) : base(18103, data) { }
    //}

    public class GatewayStatusReqId : QuickFix.StringField
    {
        public GatewayStatusReqId() : base(18200) { }
        public GatewayStatusReqId(String data) : base(18200, data) { }

        public const int FIELD = 18200;
    }

    public class NoGatewayStatus : QuickFix.IntField
    {
        public NoGatewayStatus() : base(18201) { }
        public NoGatewayStatus(int data) : base(18201, data) { }

        public const int FIELD = 18201;
    }

    public class GatewayStatus : QuickFix.IntField
    {
        public GatewayStatus() : base(18202) { }
        public GatewayStatus(int data) : base(18202, data) { }

        public const int FIELD = 18202;

        public const int HALTED =1;
        public const int OPEN=2;
        public const int CLOSED=3;
        public const int PRE_OPEN=4;
        public const int PRE_CLOSE = 5;

        public static string getString(int i)
        {
            switch (i)
            {
                case 1:
                    return "HALTED";
                case 2:
                    return "OPEN";
                case 3:
                    return "CLOSED";
                case 4:
                    return "PRE_OPEN";
                case 5:
                    return "PRE_CLOSE";
                default:
                    return "UNKNOWN";
            }
        }
    }

    public class ExchangeGateway : QuickFix.StringField
    {
        public ExchangeGateway() : base(18203) { }
        public ExchangeGateway(String data) : base(18203, data) { }

        public const int FIELD = 18203;
    }
    
    public class SubExchangeGateway : QuickFix.IntField
    {
        public SubExchangeGateway() : base(18204) { }
        public SubExchangeGateway(int data) : base(18204, data) { }

        public const int FIELD = 18204;

        public const int PRICE=1;
        public const int ORDER=2;
        public const int FILL=3;

        public static string getString(int i)
        {
            switch (i)
            {
                case 1:
                    return "PRICE";
                case 2:
                    return "ORDER";
                case 3:
                    return "FILL";
                default:
                    return "UNKNOWN";
            }
        }
        
        
    }

    public class TTAccountType : QuickFix.StringField
    {
        public TTAccountType() : base(18205) { }
        public TTAccountType(String data) : base(18205, data) { }

        public const int FIELD = 18205;
        
        //First Agent Account (A1): Set 47=A and 204=0, or set 18205=A1
        public const string A1 = "A1";

        //Euronext Products: Customer/Automatic Allocation (A2): Set 47=A and 204=1, or set 18205=A2
        public const string A2 = "A2";
        
        //Euronext Products: Customer/Give-up or System Allocation (A3): Set 47=A and 204=2, or set 18205=A3
        public const string A3 = "A3";
        
        //Pre-Designated Give-up Trade (G1): Set 47=W and 204=0,or set 18205=G1
        public const string G1 = "G1";

        //Designated Give-up Trade/Automatic Allocation (G2): Set 47=W and 204=11, or set 18205=G2
        public const string G2 = "G2";

        //Give-up System Allocation (G3): Set 47=W and 204=2, or set 18205=G3
        public const string G3 = "G3";
        
        //First Market Maker Account (M1): Set 47=E and 204=0, or set 18205=M1
        public const string M1 = "M1";
        
        //Second Market Maker Account (m2): Set 47=E and 204=1,or set 18205=M2
        public const string M2 = "M2";
        
        //Market Maker/Give-up or System Allocation (M3): Set 447=E and 204=2, or set 18205=M3
        public const string M3 = "M3";
        
        //First Principal Account (P1): Set 47=P and 204=0, or set18205=P1
        public const string P1 = "P1";
        
        //Second Principal Account (P2): Set 47=P and 204=1, or set18205=P2
        public const string P2 = "P2";
        
        //Euronext Products: House/Give-up or System Allocation (P3):Set 47=P and 204=2, or set 18205=P3
        public const string P3 = "P3";
        
        //Unallocated (U1): Set 47=0 and 204=0, or set 18205=U1
          //(For orders that have not been allocated to a customer account or where allocation is a middle/back office function)
        public const string U1 = "U1";
        
        //Unallocated/Automatic (U1): Set 47=0 and 204=1, or set 18205=U2
        public const string U2 = "U2";
        
        //Unallocated/System (U3): Set 47=0 and 204=2, or set 18205=U3
        public const string U3 = "U3";
      
    }

    public class NoGateways : QuickFix.IntField
    {
        public NoGateways() : base(18206) { }
        public NoGateways(int data) : base(18206, data) { }

        public const int FIELD = 18206;
    }

    public class SpecialStrategyFillFlag : QuickFix.StringField
    {
        public SpecialStrategyFillFlag() : base(18209) { }
        public SpecialStrategyFillFlag(String data) : base(18209, data) { }

        public const int FIELD = 18209;
    }

    public class PriceFeedStatus : QuickFix.IntField
    {
        public PriceFeedStatus() : base(18210) { }
        public PriceFeedStatus(int data) : base(18210, data) { }

        public const int FIELD = 18210;

        public const int PRICE_FEED_IS_UNAVAILABLE = 0;
        public const int PRICE_FEED_IS_AVAILABLE = 1;
    }

    public class DeliveryTerm : QuickFix.CharField
    {
        public DeliveryTerm() : base(18211) { }
        public DeliveryTerm(char data) : base(18211, data) { }

        public const int FIELD = 18211;

        public const char DAILY_TERM = 'D';
        public const char WEEKLY_TERM = 'W';
        public const char QUARTERLY_TERM ='Q';
        public const char SEASONAL_TERM = 'S';
        public const char YEARLY_CALENDAR_TERM ='C';
        public const char VARIABLE_TERM ='V';
        public const char UNDEFINED_TERM ='U';
    }

    public class UnderlyingDeliveryTerm : QuickFix.CharField
    {
        public UnderlyingDeliveryTerm() : base(18212) { }
        public UnderlyingDeliveryTerm(char data) : base(18212, data) { }

        public const int FIELD = 18212;

        public const char DAILY_TERM = 'D';
        public const char WEEKLY_TERM = 'W';
        public const char QUARTERLY_TERM ='Q';
        public const char SEASONAL_TERM = 'S';
        public const char YEARLY_CALENDAR_TERM ='C';
        public const char VARIABLE_TERM ='V';
        public const char UNDEFINED_TERM ='U';
    }
    


}