Class: Quickfix::IntField

Inherits:

((swig_class *) SWIGTYPE_p_FIX__FieldBase->clientdata)->klass

• Object
• ((swig_class *) SWIGTYPE_p_FIX__FieldBase->clientdata)->klass
• Quickfix::IntField

Defined in:

ext/quickfix/QuickfixRuby.cpp

Direct Known Subclasses

AccountType, AcctIDSource, AdditionalTermBondCouponFrequencyPeriod, AdditionalTermBondCouponType, AdditionalTermBondDayCount, Adjustment, AdjustmentType, AffirmStatus, AlgorithmicTradeIndicator, AllocAccountType, AllocAcctIDSource, AllocAvgPxIndicator, AllocCancReplaceReason, AllocCommissionAmountSubType, AllocCommissionAmountType, AllocGroupStatus, AllocHandlInst, AllocIntermedReqType, AllocLinkType, AllocMethod, AllocNoOrdersType, AllocRefRiskLimitCheckIDType, AllocRegulatoryTradeIDEvent, AllocRegulatoryTradeIDScope, AllocRegulatoryTradeIDType, AllocRejCode, AllocReportType, AllocRequestStatus, AllocReversalStatus, AllocRiskLimitCheckStatus, AllocSettlInstType, AllocStatus, AllocType, AllocationRollupInstruction, AnnualTradingBusinessDays, ApplBegSeqNum, ApplEndSeqNum, ApplExtID, ApplLastSeqNum, ApplLevelRecoveryIndicator, ApplNewSeqNum, ApplQueueAction, ApplQueueDepth, ApplQueueMax, ApplQueueResolution, ApplReportType, ApplReqType, ApplResponseError, ApplResponseType, ApplSeqNum, ApplTotalMessageCount, AssetClass, AssetGroup, AssetSubClass, AttachmentEncodingType, AuctionInstruction, AuctionType, AveragePriceType, AvgPrxPrecision, AvgPxIndicator, AvgPxPrecision, BatchProcessMode, BatchTotalMessages, BeginSeqNo, BenchmarkPriceType, BidDescriptorType, BidType, BlockTrdAllocIndicator, BodyLength, BookingType, BusinessDayConvention, BusinessDayType, BusinessRejectReason, CPProgram, CalculationMethod, CashSettlBusinessDays, CashSettlDateBusinessDayConvention, CashSettlDateOffsetDayType, CashSettlDateOffsetPeriod, CashSettlDateRelativeTo, CashSettlNumOfValuationDates, CashSettlPriceDefault, CashSettlQuoteMethod, CashSettlValuationFirstBusinessDayOffset, CashSettlValuationMethod, CashSettlValuationSubsequentBusinessDaysOffset, ClearedIndicator, ClearingAccountType, ClearingInstruction, ClearingIntention, ClearingRequirementException, CollAction, CollApplType, CollAsgnReason, CollAsgnRejectReason, CollAsgnRespType, CollAsgnTransType, CollInquiryQualifier, CollInquiryResult, CollInquiryStatus, CollRptRejectReason, CollRptStatus, CollStatus, CollateralAmountType, CollateralReinvestmentType, CollateralRequestNumber, CommissionAmountSubType, CommissionAmountType, CommodityFinalPriceType, ComplexEventAveragingObservationNumber, ComplexEventCalculationAgent, ComplexEventCondition, ComplexEventCreditEventDayType, ComplexEventCreditEventMinimumSources, ComplexEventCreditEventNotifyingParty, ComplexEventCreditEventPeriod, ComplexEventCreditEventRateSource, ComplexEventDateBusinessDayConvention, ComplexEventDateOffsetDayType, ComplexEventDateOffsetPeriod, ComplexEventDateRelativeTo, ComplexEventPVFinalPriceElectionFallback, ComplexEventPeriodType, ComplexEventPriceBoundaryMethod, ComplexEventPriceTimeType, ComplexEventQuoteBasis, ComplexEventRateSource, ComplexEventRateSourceType, ComplexEventScheduleFrequencyPeriod, ComplexEventStrikeNumberOfOptions, ComplexEventType, ComplexOptPayoutPaySide, ComplexOptPayoutReceiveSide, ComplexOptPayoutTime, ConfirmRejReason, ConfirmStatus, ConfirmTransType, ConfirmType, ConfirmationMethod, ContAmtType, ContingencyType, ContraOrderOrigination, ContraRoutingArrangmentIndicator, ContractMultiplierUnit, ContractRefPosType, CouponDayCount, CouponFrequencyPeriod, CouponType, CoveredOrUncovered, CrossPrioritization, CrossType, CrossedIndicator, CustOrderCapacity, CustomerOrFirm, CustomerPriority, CxlRejReason, DefaultApplExtID, DeliveryForm, DeliveryScheduleNotionalCommodityFrequency, DeliveryScheduleSettlDay, DeliveryScheduleSettlFlowType, DeliveryScheduleSettlHolidaysProcessingInstruction, DeliveryScheduleSettlTimeType, DeliveryScheduleSettlTotalHours, DeliveryScheduleToleranceType, DeliveryScheduleType, DeliveryStreamDeliveryContingentPartySide, DeliveryStreamDeliveryPointSource, DeliveryStreamDeliveryRestriction, DeliveryStreamElectingPartySide, DeliveryStreamTitleTransferCondition, DeliveryStreamToleranceOptionSide, DeliveryStreamToleranceType, DeliveryStreamType, DeliveryType, DerivativeContractMultiplierUnit, DerivativeEncodedIssuerLen, DerivativeEncodedSecurityDescLen, DerivativeEventType, DerivativeExerciseStyle, DerivativeFlowScheduleType, DerivativeInTheMoneyCondition, DerivativeInstrAttribType, DerivativeInstrumentPartyRole, DerivativeInstrumentPartyRoleQualifier, DerivativeInstrumentPartySubIDType, DerivativeListMethod, DerivativeNTPositionLimit, DerivativePositionLimit, DerivativeProduct, DerivativePutOrCall, DerivativeSecurityXMLLen, DeskTypeSource, DisclosureInstruction, DisclosureType, DiscretionLimitType, DiscretionMoveType, DiscretionOffsetType, DiscretionRoundDirection, DiscretionScope, DistribPaymentMethod, DividendAccrualPaymeentDateBusinessDayConvention, DividendAccrualPaymentDateOffsetDayType, DividendAccrualPaymentDateOffsetPeriod, DividendAccrualPaymentDateRelativeTo, DividendAmountType, DividendAveragingMethod, DividendCapRateBuySide, DividendCapRateSellSide, DividendComposition, DividendCompoundingMethod, DividendEntitlementEvent, DividendFXTriggerDateBusinessDayConvention, DividendFXTriggerDateOffsetDayType, DividendFXTriggerDateOffsetPeriod, DividendFXTriggerDateRelativeTo, DividendFinalRatePrecision, DividendFloatingRateIndexCurvePeriod, DividendFloatingRateSpreadPositionType, DividendFloatingRateTreatment, DividendFloorRateBuySide, DividendFloorRateSellSide, DividendNegativeRateTreatment, DividendNumOfIndexUnits, DividendPeriodBusinessDayConvention, DividendPeriodPaymentDateOffsetDayType, DividendPeriodPaymentDateOffsetPeriod, DividendPeriodPaymentDateRelativeTo, DividendPeriodSequence, DividendPeriodValuationDateOffsetDayType, DividendPeriodValuationDateOffsetPeriod, DividendPeriodValuationDateRelativeTo, EncodedAdditionalTermBondDescLen, EncodedAdditionalTermBondIssuerLen, EncodedAllocCommissionDescLen, EncodedAllocTextLen, EncodedAttachmentLen, EncodedCancelTextLen, EncodedCommissionDescLen, EncodedComplianceTextLen, EncodedDeliveryStreamCycleDescLen, EncodedDocumentationTextLen, EncodedEventTextLen, EncodedExerciseDescLen, EncodedFinancialInstrumentFullNameLen, EncodedFirmAllocTextLen, EncodedHeadlineLen, EncodedIssuerLen, EncodedLegAdditionalTermBondDescLen, EncodedLegAdditionalTermBondIssuerLen, EncodedLegDeliveryStreamCycleDescLen, EncodedLegDocumentationTextLen, EncodedLegEventTextLen, EncodedLegExerciseDescLen, EncodedLegFinancialInstrumentFullNameLen, EncodedLegIssuerLen, EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen, EncodedLegOptionExpirationDescLen, EncodedLegProvisionTextLen, EncodedLegSecurityDescLen, EncodedLegStreamCommodityDescLen, EncodedLegStreamTextLen, EncodedListExecInstLen, EncodedListStatusTextLen, EncodedMDStatisticDescLen, EncodedMarketDisruptionFallbackUnderlierSecurityDescLen, EncodedMatchExceptionTextLen, EncodedMiscFeeSubTypeDescLen, EncodedMktSegmDescLen, EncodedOptionExpirationDescLen, EncodedPaymentTextLen, EncodedPostTradePaymentDescLen, EncodedProvisionTextLen, EncodedRejectTextLen, EncodedReplaceTextLen, EncodedSecurityDescLen, EncodedSecurityListDescLen, EncodedStreamCommodityDescLen, EncodedStreamTextLen, EncodedSubjectLen, EncodedTextLen, EncodedTradeContinuationTextLen, EncodedUnderlyingAdditionalTermBondDescLen, EncodedUnderlyingAdditionalTermBondIssuerLen, EncodedUnderlyingDeliveryStreamCycleDescLen, EncodedUnderlyingEventTextLen, EncodedUnderlyingExerciseDescLen, EncodedUnderlyingFinancialInstrumentFullNameLen, EncodedUnderlyingIssuerLen, EncodedUnderlyingMarketDisruptionFallbackUnderlierSecDescLen, EncodedUnderlyingOptionExpirationDescLen, EncodedUnderlyingProvisionTextLen, EncodedUnderlyingSecurityDescLen, EncodedUnderlyingStreamCommodityDescLen, EncodedUnderlyingStreamTextLen, EncodedWarningTextLen, EncryptMethod, EncryptedNewPasswordLen, EncryptedPasswordLen, EncryptedPasswordMethod, EndSeqNo, EntitlementAttribDatatype, EntitlementAttribType, EntitlementRequestResult, EntitlementRequestStatus, EntitlementResult, EntitlementStatus, EntitlementSubType, EntitlementType, EventTimePeriod, EventType, ExDestinationType, ExecMethod, ExecRestatementReason, ExecTypeReason, ExerciseConfirmationMethod, ExerciseStyle, ExpType, ExpirationCycle, ExpirationQtyType, ExposureDuration, ExposureDurationUnit, ExtraordinaryDividendAmountType, ExtraordinaryDividendPartySide, ExtraordinaryEventAdjustmentMethod, FillLiquidityInd, FloatingRateIndexCurvePeriod, FlowScheduleType, FundingSource, GTBookingInst, HaltReasonInt, HeartBtInt, HopRefID, ImpliedMarketIndicator, InTheMoneyCondition, IncTaxInd, IndexAnnexVersion, IndexSeries, IndividualAllocRejCode, IndividualAllocType, InstrAttribType, InstrumentPartyRole, InstrumentPartyRoleQualifier, InstrumentPartySubIDType, InstrumentPricePrecision, InstrumentRoundingPrecision, InstrumentScopeEncodedSecurityDescLen, InstrumentScopeOperator, InstrumentScopeProduct, InstrumentScopePutOrCall, LastLiquidityInd, LastMsgSeqNumProcessed, LegAdditionalTermBondCouponFrequencyPeriod, LegAdditionalTermBondCouponType, LegAdditionalTermBondDayCount, LegAllocAcctIDSource, LegAssetClass, LegAssetGroup, LegAssetSubClass, LegBenchmarkPriceType, LegBusinessDayConvention, LegCPProgram, LegCasSettlValuationFirstBusinessDayOffset, LegCashSettlBusinessDays, LegCashSettlDateBusinessDayConvention, LegCashSettlDateOffsetDayType, LegCashSettlDateOffsetPeriod, LegCashSettlDateRelativeTo, LegCashSettlNumOfValuationDates, LegCashSettlPriceDefault, LegCashSettlQuoteMethod, LegCashSettlValuationMethod, LegCashSettlValuationSubsequentBusinessDaysOffset, LegClearingAccountType, LegComplexEventAveragingObservationNumber, LegComplexEventCalculationAgent, LegComplexEventCondition, LegComplexEventCreditEventDayType, LegComplexEventCreditEventMinimumSources, LegComplexEventCreditEventNotifyingParty, LegComplexEventCreditEventPeriod, LegComplexEventCreditEventRateSource, LegComplexEventDateBusinessDayConvention, LegComplexEventDateOffsetDayType, LegComplexEventDateOffsetPeriod, LegComplexEventDateRelativeTo, LegComplexEventPVFinalPriceElectionFallback, LegComplexEventPeriodType, LegComplexEventPriceBoundaryMethod, LegComplexEventPriceTimeType, LegComplexEventQuoteBasis, LegComplexEventRateSource, LegComplexEventRateSourceType, LegComplexEventScheduleFrequencyPeriod, LegComplexEventStrikeNumberOfOptions, LegComplexEventType, LegComplexOptPayoutPaySide, LegComplexOptPayoutReceiveSide, LegComplexOptPayoutTime, LegContractMultiplierUnit, LegCouponDayCount, LegCouponFrequencyPeriod, LegCouponType, LegCoveredOrUncovered, LegDeliveryScheduleNotionalCommodityFrequency, LegDeliveryScheduleSettlDay, LegDeliveryScheduleSettlFlowType, LegDeliveryScheduleSettlHolidaysProcessingInstruction, LegDeliveryScheduleSettlTimeType, LegDeliveryScheduleSettlTotalHours, LegDeliveryScheduleToleranceType, LegDeliveryScheduleType, LegDeliveryStreamDeliveryContingentPartySide, LegDeliveryStreamDeliveryPointSource, LegDeliveryStreamDeliveryRestriction, LegDeliveryStreamElectingPartySide, LegDeliveryStreamTitleTransferCondition, LegDeliveryStreamToleranceOptionSide, LegDeliveryStreamToleranceType, LegDeliveryStreamType, LegDeliveryType, LegDividendAccrualPaymentDateBusinessDayConvention, LegDividendAccrualPaymentDateOffsetDayType, LegDividendAccrualPaymentDateOffsetPeriod, LegDividendAccrualPaymentDateRelativeTo, LegDividendAmountType, LegDividendAveragingMethod, LegDividendCapRateBuySide, LegDividendCapRateSellSide, LegDividendComposition, LegDividendCompoundingMethod, LegDividendEntitlementEvent, LegDividendFXTriggerDateBusinessDayConvention, LegDividendFXTriggerDateOffsetDayType, LegDividendFXTriggerDateOffsetPeriod, LegDividendFXTriggerDateRelativeTo, LegDividendFinalRatePrecision, LegDividendFloatingRateIndexCurvePeriod, LegDividendFloatingRateSpreadPositionType, LegDividendFloatingRateTreatment, LegDividendFloorRateBuySide, LegDividendFloorRateSellSide, LegDividendNegativeRateTreatment, LegDividendNumOfIndexUnits, LegDividendPeriodBusinessDayConvention, LegDividendPeriodPaymentDateOffsetDayType, LegDividendPeriodPaymentDateOffsetPeriod, LegDividendPeriodPaymentDateRelativeTo, LegDividendPeriodSequence, LegDividendPeriodValuationDateOffsetDayType, LegDividendPeriodValuationDateOffsetPeriod, LegDividendPeriodValuationDateRelativeTo, LegEventTimePeriod, LegEventType, LegExerciseConfirmationMethod, LegExerciseStyle, LegExtraordinaryDividendAmountType, LegExtraordinaryDividendPartySide, LegExtraordinaryEventAdjustmentMethod, LegFlowScheduleType, LegInTheMoneyCondition, LegIndexAnnexVersion, LegIndexSeries, LegInstrumentPartyRole, LegInstrumentPartyRoleQualifier, LegInstrumentPartySubIDType, LegInstrumentRoundingPrecision, LegLienSeniority, LegListMethod, LegLoanFacility, LegMakeWholeBenchmarkQuote, LegMakeWholeInterpolationMethod, LegMarketDisruptionFallbackProvision, LegMarketDisruptionFallbackUnderlierType, LegMarketDisruptionMaximumDays, LegMarketDisruptionMinimumFuturesContracts, LegMarketDisruptionProvision, LegMthToDefault, LegNTPositionLimit, LegNonCashDividendTreatment, LegNonDeliverableFixingDateType, LegNthToDefault, LegNumber, LegOptPayoutType, LegOptionExerciseBusinessDayConvention, LegOptionExerciseDateType, LegOptionExerciseEarliestDateOffsetDayType, LegOptionExerciseEarliestDateOffsetPeriod, LegOptionExerciseExpirationDateBusinessDayConvention, LegOptionExerciseExpirationDateOffsetDayType, LegOptionExerciseExpirationDateOffsetPeriod, LegOptionExerciseExpirationDateRelativeTo, LegOptionExerciseExpirationDateType, LegOptionExerciseExpirationFrequencyPeriod, LegOptionExerciseFrequencyPeriod, LegOptionExerciseSkip, LegOptionExerciseStartDateOffsetDayType, LegOptionExerciseStartDateOffsetPeriod, LegOptionExerciseStartDateRelativeTo, LegPaymentScheduleFixingDateBusinessDayConvention, LegPaymentScheduleFixingDateOffsetDayType, LegPaymentScheduleFixingDateOffsetPeriod, LegPaymentScheduleFixingDateRelativeTo, LegPaymentScheduleFixingDayCount, LegPaymentScheduleFixingDayDistribution, LegPaymentScheduleFixingDayNumber, LegPaymentScheduleFixingDayOfWeek, LegPaymentScheduleFixingFirstObservationDateOffsetPeriod, LegPaymentScheduleFixingLagPeriod, LegPaymentScheduleInterimExchangeDatesBusinessDayConvention, LegPaymentScheduleInterimExchangeDatesOffsetDayType, LegPaymentScheduleInterimExchangeDatesOffsetPeriod, LegPaymentScheduleInterimExchangePaymentDateRelativeTo, LegPaymentSchedulePaySide, LegPaymentScheduleRateSource, LegPaymentScheduleRateSourceType, LegPaymentScheduleRateSpreadPositionType, LegPaymentScheduleRateSpreadType, LegPaymentScheduleRateTreatment, LegPaymentScheduleReceiveSide, LegPaymentScheduleStepFrequencyPeriod, LegPaymentScheduleStepRelativeTo, LegPaymentScheduleStubType, LegPaymentScheduleType, LegPaymentStreamAccrualDays, LegPaymentStreamAveragingMethod, LegPaymentStreamCalculationLagPeriod, LegPaymentStreamCapRateBuySide, LegPaymentStreamCapRateSellSide, LegPaymentStreamCompoundingAveragingMethod, LegPaymentStreamCompoundingCapRateBuySide, LegPaymentStreamCompoundingCapRateSellSide, LegPaymentStreamCompoundingDateType, LegPaymentStreamCompoundingDatesBusinessDayConvention, LegPaymentStreamCompoundingDatesOffsetDayType, LegPaymentStreamCompoundingDatesOffsetPeriod, LegPaymentStreamCompoundingDatesRelativeTo, LegPaymentStreamCompoundingEndDateOffsetDayType, LegPaymentStreamCompoundingEndDateOffsetPeriod, LegPaymentStreamCompoundingEndDateRelativeTo, LegPaymentStreamCompoundingFinalRatePrecision, LegPaymentStreamCompoundingFloorRateBuySide, LegPaymentStreamCompoundingFloorRateSellSide, LegPaymentStreamCompoundingFrequencyPeriod, LegPaymentStreamCompoundingMethod, LegPaymentStreamCompoundingNegativeRateTreatment, LegPaymentStreamCompoundingPeriodSkip, LegPaymentStreamCompoundingRateIndexCurvePeriod, LegPaymentStreamCompoundingRateSpreadPositionType, LegPaymentStreamCompoundingRateTreatment, LegPaymentStreamCompoundingStartDateOffsetDayType, LegPaymentStreamCompoundingStartDateOffsetPeriod, LegPaymentStreamCompoundingStartDateRelativeTo, LegPaymentStreamDayCount, LegPaymentStreamDiscountRateDayCount, LegPaymentStreamDiscountType, LegPaymentStreamFRADiscounting, LegPaymentStreamFinalPricePaymentDateOffsetDayType, LegPaymentStreamFinalPricePaymentDateOffsetPeriod, LegPaymentStreamFinalPricePaymentDateRelativeTo, LegPaymentStreamFinalRatePrecision, LegPaymentStreamFirstObservationDateOffsetDayType, LegPaymentStreamFirstObservationDateOffsetPeriod, LegPaymentStreamFirstObservationDateRelativeTo, LegPaymentStreamFixingDateBusinessDayConvention, LegPaymentStreamFixingDateOffsetDayType, LegPaymentStreamFixingDateOffsetPeriod, LegPaymentStreamFixingDateRelativeTo, LegPaymentStreamFixingDateType, LegPaymentStreamFloorRateBuySide, LegPaymentStreamFloorRateSellSide, LegPaymentStreamFormulaImageLength, LegPaymentStreamFormulaLength, LegPaymentStreamFormulaReferenceAmount, LegPaymentStreamInflationIndexSource, LegPaymentStreamInflationInterpolationMethod, LegPaymentStreamInflationLagDayType, LegPaymentStreamInflationLagPeriod, LegPaymentStreamInitialFixingDateBusinessDayConvention, LegPaymentStreamInitialFixingDateOffsetDayType, LegPaymentStreamInitialFixingDateOffsetPeriod, LegPaymentStreamInitialFixingDateRelativeTo, LegPaymentStreamInterpolationMethod, LegPaymentStreamInterpolationPeriod, LegPaymentStreamLinkEstimatedTradingDays, LegPaymentStreamLinkNumberOfDataSeries, LegPaymentStreamLinkStrikePriceType, LegPaymentStreamMarketRate, LegPaymentStreamNegativeRateTreatment, LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention, LegPaymentStreamNonDeliverableFixingDatesOffsetDayType, LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod, LegPaymentStreamNonDeliverableFixingDatesRelativeTo, LegPaymentStreamNonDeliverableSettlRateSource, LegPaymentStreamPaymentDateBusinessDayConvention, LegPaymentStreamPaymentDateOffsetDayType, LegPaymentStreamPaymentDateOffsetPeriod, LegPaymentStreamPaymentDateRelativeTo, LegPaymentStreamPaymentDateType, LegPaymentStreamPaymentFrequencyPeriod, LegPaymentStreamPricingBusinessDayConvention, LegPaymentStreamPricingDateType, LegPaymentStreamPricingDayCount, LegPaymentStreamPricingDayDistribution, LegPaymentStreamPricingDayNumber, LegPaymentStreamPricingDayOfWeek, LegPaymentStreamPricingDayType, LegPaymentStreamRateCutoffDateOffsetDayType, LegPaymentStreamRateCutoffDateOffsetPeriod, LegPaymentStreamRateIndex2CurvePeriod, LegPaymentStreamRateIndex2Source, LegPaymentStreamRateIndexCurvePeriod, LegPaymentStreamRateIndexSource, LegPaymentStreamRateSpreadPositionType, LegPaymentStreamRateSpreadType, LegPaymentStreamRateTreatment, LegPaymentStreamRealizedVarianceMethod, LegPaymentStreamResetDateBusinessDayConvention, LegPaymentStreamResetDateRelativeTo, LegPaymentStreamResetFrequencyPeriod, LegPaymentStreamSettlLevel, LegPaymentStreamType, LegPaymentStubEndDateBusinessDayConvention, LegPaymentStubEndDateOffsetDayType, LegPaymentStubEndDateOffsetPeriod, LegPaymentStubEndDateRelativeTo, LegPaymentStubIndex2CurvePeriod, LegPaymentStubIndex2RateSpreadPositionType, LegPaymentStubIndex2RateTreatment, LegPaymentStubIndex2Source, LegPaymentStubIndexCapRateBuySide, LegPaymentStubIndexCapRateSellSide, LegPaymentStubIndexCurvePeriod, LegPaymentStubIndexFloorRateBuySide, LegPaymentStubIndexFloorRateSellSide, LegPaymentStubIndexRateSpreadPositionType, LegPaymentStubIndexRateTreatment, LegPaymentStubIndexSource, LegPaymentStubLength, LegPaymentStubStartDateBusinessDayConvention, LegPaymentStubStartDateOffsetDayType, LegPaymentStubStartDateOffsetPeriod, LegPaymentStubStartDateRelativeTo, LegPaymentStubType, LegPhysicalSettlBusinessDays, LegPhysicalSettlMaximumBusinessDays, LegPosAmtReason, LegPositionLimit, LegPriceType, LegPricingDateBusinessDayConvention, LegProduct, LegProtectionTermEventDayType, LegProtectionTermEventMinimumSources, LegProtectionTermEventPeriod, LegProvisionBreakFeeElection, LegProvisionCalculationAgent, LegProvisionCashSettlMethod, LegProvisionCashSettlPaymentDateBusinessDayConvention, LegProvisionCashSettlPaymentDateOffsetDayType, LegProvisionCashSettlPaymentDateOffsetPeriod, LegProvisionCashSettlPaymentDateRelativeTo, LegProvisionCashSettlPaymentDateType, LegProvisionCashSettlQuoteSource, LegProvisionCashSettlQuoteType, LegProvisionCashSettlValueDateBusinessDayConvention, LegProvisionCashSettlValueDateOffsetDayType, LegProvisionCashSettlValueDateOffsetPeriod, LegProvisionCashSettlValueDateRelativeTo, LegProvisionDateBusinessDayConvention, LegProvisionDateTenorPeriod, LegProvisionOptionExerciseBusinessDayConvention, LegProvisionOptionExerciseEarliestDateOffsetPeriod, LegProvisionOptionExerciseFixedDateType, LegProvisionOptionExerciseFrequencyPeriod, LegProvisionOptionExercisePeriodSkip, LegProvisionOptionExerciseStartDateOffsetDayType, LegProvisionOptionExerciseStartDateOffsetPeriod, LegProvisionOptionExerciseStartDateRelativeTo, LegProvisionOptionExerciseStyle, LegProvisionOptionExpirationDateBusinessDayConvention, LegProvisionOptionExpirationDateOffsetDayType, LegProvisionOptionExpirationDateOffsetPeriod, LegProvisionOptionExpirationDateRelativeTo, LegProvisionOptionMaximumNumber, LegProvisionOptionMinimumNumber, LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention, LegProvisionOptionRelevantUnderlyingDateOffsetDayType, LegProvisionOptionRelevantUnderlyingDateOffsetPeriod, LegProvisionOptionRelevantUnderlyingDateRelativeTo, LegProvisionOptionSinglePartyBuyerSide, LegProvisionOptionSinglePartySellerSide, LegProvisionPartyRole, LegProvisionPartyRoleQualifier, LegProvisionPartySubIDType, LegProvisionType, LegPutOrCall, LegQtyType, LegReferenceEntityType, LegRepurchaseTerm, LegReturnRateAmountRelativeTo, LegReturnRateDateMode, LegReturnRateFinalPriceFallback, LegReturnRateInformationSource, LegReturnRatePriceBasis, LegReturnRatePriceSequence, LegReturnRatePriceType, LegReturnRateQuoteMethod, LegReturnRateQuoteTimeType, LegReturnRateValuationDateBusinessDayConvention, LegReturnRateValuationDateOffsetDayType, LegReturnRateValuationDateOffsetPeriod, LegReturnRateValuationDateRelativeTo, LegReturnRateValuationDateType, LegReturnRateValuationEndDateOffsetDayType, LegReturnRateValuationEndDateOffsetPeriod, LegReturnRateValuationEndDateRelativeTo, LegReturnRateValuationFrequencyPeriod, LegReturnRateValuationPriceOption, LegReturnRateValuationStartDateOffsetDayType, LegReturnRateValuationStartDateOffsetPeriod, LegReturnRateValuationStartDateRelativeTo, LegReturnRateValuationTimeType, LegReturnTrigger, LegSecondaryAssetClass, LegSecondaryAssetSubClass, LegSecurityXMLLen, LegSettlDisruptionProvision, LegSettlMethodElectingPartySide, LegSettlMethodElectionDateBusinessDayConvention, LegSettlMethodElectionDateOffsetDayType, LegSettlMethodElectionDateOffsetPeriod, LegSettlMethodElectionDateRelativeTo, LegSettlRateFallbackRateSource, LegSettlRatePostponementCalculationAgent, LegSettlRatePostponementMaximumDays, LegShortSaleExemptionReason, LegShortSaleRestriction, LegStreamCalculationCorrectionPeriod, LegStreamCalculationFrequencyPeriod, LegStreamCalculationPeriodBusinessDayConvention, LegStreamCalculationPeriodDateType, LegStreamCommodityDataSourceIDType, LegStreamCommodityNearbySettlDayPeriod, LegStreamCommodityRateSource, LegStreamCommoditySettlDateBusinessDayConvention, LegStreamCommoditySettlDateRollPeriod, LegStreamCommoditySettlDay, LegStreamCommoditySettlDayType, LegStreamCommoditySettlFlowType, LegStreamCommoditySettlHolidaysProcessingInstruction, LegStreamCommoditySettlMonth, LegStreamCommoditySettlPeriodFrequencyPeriod, LegStreamCommoditySettlTimeType, LegStreamCommoditySettlTotalHours, LegStreamEffectiveDateBusinessDayConvention, LegStreamEffectiveDateOffsetDayType, LegStreamEffectiveDateOffsetPeriod, LegStreamEffectiveDateRelativeTo, LegStreamFirstPeriodStartDateBusinessDayConvention, LegStreamNotionalAdjustments, LegStreamNotionalCommodityFrequency, LegStreamNotionalFrequencyPeriod, LegStreamPaySide, LegStreamReceiveSide, LegStreamTerminationDateBusinessDayConvention, LegStreamTerminationDateOffsetDayType, LegStreamTerminationDateOffsetPeriod, LegStreamTerminationDateRelativeTo, LegStreamType, LegStrikeIndexQuote, LegStrikePriceBoundaryMethod, LegStrikePriceDeterminationMethod, LegSwapType, LegSymbolPositionNumber, LegTerminationType, LegTradingUnitPeriodMultiplier, LegUnderlyingPriceDeterminationMethod, LienSeniority, LimitAmtType, LimitRole, LinesOfText, LiquidityIndType, LiquidityNumSecurities, ListMethod, ListNoOrds, ListOrderStatus, ListRejectReason, ListSeqNo, ListStatusType, LoanFacility, LockType, MDBookType, MDEntryPositionNo, MDHaltReason, MDOriginType, MDPriceLevel, MDQuoteType, MDRecoveryTimeInterval, MDRecoveryTimeIntervalUnit, MDReportCount, MDReportEvent, MDReportID, MDSecSizeType, MDSecurityTradingStatus, MDStatisticDelayPeriod, MDStatisticDelayUnit, MDStatisticFrequencyPeriod, MDStatisticFrequencyUnit, MDStatisticIntervalPeriod, MDStatisticIntervalType, MDStatisticIntervalUnit, MDStatisticRatioType, MDStatisticRequestResult, MDStatisticScope, MDStatisticScopeType, MDStatisticStatus, MDStatisticSubScope, MDStatisticType, MDStatisticValueType, MDStatisticValueUnit, MDSubBookType, MDUpdateType, MDValueTier, MakeWholeBenchmarkQuote, MakeWholeInterpolationMethod, MarginAmtType, MarginDirection, MarginReqmtInqQualifier, MarginReqmtInqResult, MarginReqmtInqStatus, MarginReqmtRptType, MarketCondition, MarketDepth, MarketDepthTimeInterval, MarketDepthTimeIntervalUnit, MarketDisruptionFallbackProvision, MarketDisruptionFallbackUnderlierType, MarketDisruptionMaximumDays, MarketDisruptionMinimumFuturesContracts, MarketDisruptionProvision, MarketMakerActivity, MarketSegmentRelationship, MarketSegmentStatus, MarketSegmentSubType, MarketSegmentType, MarketSettlementPartyRole, MassActionReason, MassActionRejectReason, MassActionResponse, MassActionScope, MassActionType, MassCancelRejectReason, MassHaltReason, MassOrderRequestResult, MassOrderRequestStatus, MassStatusReqType, MatchExceptionElementType, MatchExceptionToleranceValueType, MatchExceptionType, MatchInst, MatchingDataPointIndicator, MatchingDataPointType, MaturityMonthYearFormat, MaturityMonthYearIncrement, MaturityMonthYearIncrementUnits, MaxMessageSize, MaxPriceLevels, MinQtyMethod, MiscFeeBasis, MiscFeeQualifier, ModelType, MsgSeqNum, MthToDefault, MultiJurisdictionReportingIndicator, MultiLegRptTypeReq, MultilegModel, MultilegPriceMethod, NBBOEntryType, NBBOSource, NTPositionLimit, NegotiationMethod, Nested2PartyRole, Nested2PartyRoleQualifier, Nested2PartySubIDType, Nested3PartyRole, Nested3PartyRoleQualifier, Nested3PartySubIDType, Nested4PartyRole, Nested4PartyRoleQualifier, Nested4PartySubIDType, NestedInstrAttribType, NestedPartyRole, NestedPartyRoleQualifier, NestedPartySubIDType, NetGrossInd, NetworkRequestType, NetworkStatusResponseType, NewSeqNo, NewsCategory, NewsRefType, NextExpectedMsgSeqNum, NoAdditionalTermBondRefs, NoAdditionalTerms, NoAffectedMarketSegments, NoAffectedOrders, NoAllocCommissions, NoAllocRegulatoryTradeIDs, NoAllocs, NoAltMDSource, NoApplIDs, NoAsgnReqs, NoAssetAttributes, NoAttachmentKeywords, NoAttachments, NoAuctionTypeRules, NoBidComponents, NoBidDescriptors, NoBusinessCenters, NoCapacities, NoCashSettlDateBusinessCenters, NoCashSettlDealers, NoCashSettlTerms, NoClearingAccountTypes, NoClearingInstructions, NoClearingPriceParameters, NoCollInquiryQualifier, NoCollateralAmountChanges, NoCollateralAmounts, NoCollateralReinvestments, NoCommissions, NoCompIDs, NoComplexEventAveragingObservations, NoComplexEventCreditEventQualifiers, NoComplexEventCreditEventSources, NoComplexEventCreditEvents, NoComplexEventDateBusinessCenters, NoComplexEventDates, NoComplexEventPeriodDateTimes, NoComplexEventPeriods, NoComplexEventRateSources, NoComplexEventSchedules, NoComplexEventTimes, NoComplexEvents, NoContAmts, NoContraBrokers, NoContractualDefinitions, NoContractualMatrices, NoCrossLegs, NoDates, NoDeliveryScheduleSettlDays, NoDeliveryScheduleSettlTimes, NoDeliverySchedules, NoDeliveryStreamCommoditySources, NoDeliveryStreamCycles, NoDerivativeEvents, NoDerivativeInstrAttrib, NoDerivativeInstrumentParties, NoDerivativeInstrumentPartySubIDs, NoDerivativeSecurityAltID, NoDisclosureInstructions, NoDistribInsts, NoDividendAccrualPaymentDateBusinessCenters, NoDividendFXTriggerDateBusinessCenters, NoDividendPeriodBusinessCenters, NoDividendPeriods, NoDlvyInst, NoEntitlementAttrib, NoEntitlementTypes, NoEntitlements, NoEvents, NoExecInstRules, NoExecs, NoExpiration, NoExtraordinaryEvents, NoFills, NoFinancingTermSupplements, NoFlexProductEligibilities, NoFundingSources, NoHops, NoIOIQualifiers, NoIndexRollMonths, NoInstrAttrib, NoInstrmtMatchSides, NoInstrumentParties, NoInstrumentPartySubIDs, NoInstrumentScopeSecurityAltID, NoInstrumentScopes, NoLegAdditionalTermBondRefs, NoLegAdditionalTerms, NoLegAllocs, NoLegAssetAttributes, NoLegBusinessCenters, NoLegCashSettlDateBusinessCenters, NoLegCashSettlDealers, NoLegCashSettlTerms, NoLegComplexEventAveragingObservations, NoLegComplexEventCreditEventQualifiers, NoLegComplexEventCreditEventSources, NoLegComplexEventCreditEvents, NoLegComplexEventDateBusinessCenters, NoLegComplexEventDates, NoLegComplexEventPeriodDateTimes, NoLegComplexEventPeriods, NoLegComplexEventRateSources, NoLegComplexEventSchedules, NoLegComplexEventTimes, NoLegComplexEvents, NoLegContractualDefinitions, NoLegContractualMatrices, NoLegDeliveryScheduleSettlDays, NoLegDeliveryScheduleSettlTimes, NoLegDeliverySchedules, NoLegDeliveryStreamCommoditySources, NoLegDeliveryStreamCycles, NoLegDividendAccrualPaymentDateBusinessCenters, NoLegDividendFXTriggerDateBusinessCenters, NoLegDividendPeriodBusinessCenters, NoLegDividendPeriods, NoLegEvents, NoLegExecs, NoLegExtraordinaryEvents, NoLegFinancingTermSupplements, NoLegInstrumentParties, NoLegInstrumentPartySubIDs, NoLegMarketDisruptionEvents, NoLegMarketDisruptionFallbackReferencePrices, NoLegMarketDisruptionFallbacks, NoLegNonDeliverableFixingDates, NoLegOptionExerciseBusinessCenters, NoLegOptionExerciseDates, NoLegOptionExerciseExpirationDateBusinessCenters, NoLegOptionExerciseExpirationDates, NoLegPaymentScheduleFixingDateBusinessCenters, NoLegPaymentScheduleFixingDays, NoLegPaymentScheduleInterimExchangeDateBusinessCenters, NoLegPaymentScheduleRateSources, NoLegPaymentSchedules, NoLegPaymentStreamCompoundingDates, NoLegPaymentStreamCompoundingDatesBusinessCenters, NoLegPaymentStreamFixingDateBusinessCenters, NoLegPaymentStreamFixingDates, NoLegPaymentStreamFormulas, NoLegPaymentStreamInitialFixingDateBusinessCenters, NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters, NoLegPaymentStreamPaymentDateBusinessCenters, NoLegPaymentStreamPaymentDates, NoLegPaymentStreamPricingBusinessCenters, NoLegPaymentStreamPricingDates, NoLegPaymentStreamPricingDays, NoLegPaymentStreamResetDateBusinessCenters, NoLegPaymentStubEndDateBusinessCenters, NoLegPaymentStubStartDateBusinessCenters, NoLegPaymentStubs, NoLegPhysicalSettlDeliverableObligations, NoLegPhysicalSettlTerms, NoLegPosAmt, NoLegPricingDateBusinessCenters, NoLegProtectionTermEventNewsSources, NoLegProtectionTermEventQualifiers, NoLegProtectionTermEvents, NoLegProtectionTermObligations, NoLegProtectionTerms, NoLegProvisionCashSettlPaymentDateBusinessCenters, NoLegProvisionCashSettlPaymentDates, NoLegProvisionCashSettlValueDateBusinessCenters, NoLegProvisionDateBusinessCenters, NoLegProvisionOptionExerciseBusinessCenters, NoLegProvisionOptionExerciseFixedDates, NoLegProvisionOptionExpirationDateBusinessCenters, NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters, NoLegProvisionPartyIDs, NoLegProvisionPartySubIDs, NoLegProvisions, NoLegReturnRateDates, NoLegReturnRateFXConversions, NoLegReturnRateInformationSources, NoLegReturnRatePrices, NoLegReturnRateValuationDateBusinessCenters, NoLegReturnRateValuationDates, NoLegReturnRates, NoLegSecondaryAssetClasses, NoLegSecurityAltID, NoLegSettlMethodElectionDateBusinessCenters, NoLegSettlRateFallbacks, NoLegStipulations, NoLegStreamAssetAttributes, NoLegStreamCalculationPeriodBusinessCenters, NoLegStreamCalculationPeriodDates, NoLegStreamCommodityAltIDs, NoLegStreamCommodityDataSources, NoLegStreamCommoditySettlBusinessCenters, NoLegStreamCommoditySettlDays, NoLegStreamCommoditySettlPeriods, NoLegStreamCommoditySettlTimes, NoLegStreamEffectiveDateBusinessCenters, NoLegStreamFirstPeriodStartDateBusinessCenters, NoLegStreamTerminationDateBusinessCenters, NoLegStreams, NoLegs, NoLimitAmts, NoLinesOfText, NoLotTypeRules, NoMDEntries, NoMDEntryTypes, NoMDFeedTypes, NoMDStatistics, NoMandatoryClearingJurisdictions, NoMarginAmt, NoMarginReqmtInqQualifier, NoMarketDisruptionEvents, NoMarketDisruptionFallbackReferencePrices, NoMarketDisruptionFallbacks, NoMarketSegments, NoMarketSettlementPartyIDs, NoMatchExceptions, NoMatchInst, NoMatchRules, NoMatchingDataPoints, NoMaturityRules, NoMiscFeeSubTypes, NoMiscFees, NoMsgTypes, NoNested2PartyIDs, NoNested2PartySubIDs, NoNested3PartyIDs, NoNested3PartySubIDs, NoNested4PartyIDs, NoNested4PartySubIDs, NoNestedInstrAttrib, NoNestedPartyIDs, NoNestedPartySubIDs, NoNewsRefIDs, NoNonDeliverableFixingDates, NoNotAffectedMarketSegments, NoNotAffectedOrders, NoOfLegUnderlyings, NoOfSecSizes, NoOptionExerciseBusinessCenters, NoOptionExerciseDates, NoOptionExerciseExpirationDateBusinessCenters, NoOptionExerciseExpirationDates, NoOrdTypeRules, NoOrderAttributes, NoOrderEntries, NoOrderEvents, NoOrders, NoPartyDetailAltID, NoPartyDetailAltSubIDs, NoPartyDetailSubIDs, NoPartyDetails, NoPartyEntitlements, NoPartyIDs, NoPartyRelationships, NoPartyRiskLimits, NoPartySubIDs, NoPartyUpdates, NoPayCollects, NoPaymentBusinessCenters, NoPaymentScheduleFixingDateBusinessCenters, NoPaymentScheduleFixingDays, NoPaymentScheduleInterimExchangeDateBusinessCenters, NoPaymentScheduleRateSources, NoPaymentSchedules, NoPaymentSettlPartyIDs, NoPaymentSettlPartySubIDs, NoPaymentSettls, NoPaymentStreamCompoundingDates, NoPaymentStreamCompoundingDatesBusinessCenters, NoPaymentStreamFixingDateBusinessCenters, NoPaymentStreamFixingDates, NoPaymentStreamFormulas, NoPaymentStreamInitialFixingDateBusinessCenters, NoPaymentStreamNonDeliverableFixingDatesBusinessCenters, NoPaymentStreamPaymentDateBusinessCenters, NoPaymentStreamPaymentDates, NoPaymentStreamPricingBusinessCenters, NoPaymentStreamPricingDates, NoPaymentStreamPricingDays, NoPaymentStreamResetDateBusinessCenters, NoPaymentStubEndDateBusinessCenters, NoPaymentStubStartDateBusinessCenters, NoPaymentStubs, NoPayments, NoPhysicalSettlDeliverableObligations, NoPhysicalSettlTerms, NoPosAmt, NoPositions, NoPriceMovementValues, NoPriceMovements, NoPriceQualifiers, NoPriceRangeRules, NoPricingDateBusinessCenters, NoProtectionTermEventNewsSources, NoProtectionTermEventQualifiers, NoProtectionTermEvents, NoProtectionTermObligations, NoProtectionTerms, NoProvisionCashSettlPaymentDateBusinessCenters, NoProvisionCashSettlPaymentDates, NoProvisionCashSettlValueDateBusinessCenters, NoProvisionDateBusinessCenters, NoProvisionOptionExerciseBusinessCenters, NoProvisionOptionExerciseFixedDates, NoProvisionOptionExpirationDateBusinessCenters, NoProvisionOptionRelevantUnderlyingDateBusinessCenters, NoProvisionPartyIDs, NoProvisionPartySubIDs, NoProvisions, NoQuoteAttributes, NoQuoteEntries, NoQuoteQualifiers, NoQuoteSets, NoQuoteSizeRules, NoRateSources, NoReferenceDataDates, NoRegistDtls, NoRegulatoryTradeIDs, NoRelatedInstruments, NoRelatedMarketSegments, NoRelatedPartyDetailAltID, NoRelatedPartyDetailAltSubIDs, NoRelatedPartyDetailID, NoRelatedPartyDetailSubIDs, NoRelatedPositions, NoRelatedSym, NoRelatedTrades, NoRelativeValues, NoRequestedPartyRoles, NoRequestedRiskLimitType, NoRequestingPartyIDs, NoRequestingPartySubIDs, NoReturnRateDates, NoReturnRateFXConversions, NoReturnRateInformationSources, NoReturnRatePrices, NoReturnRateValuationDateBusinessCenters, NoReturnRateValuationDates, NoReturnRates, NoRiskInstrumentScopes, NoRiskLimitTypes, NoRiskLimits, NoRiskWarningLevels, NoRootPartyIDs, NoRootPartySubIDs, NoRoutingIDs, NoRpts, NoSecondaryAssetClasses, NoSecurityAltID, NoSecurityClassifications, NoSecurityTypes, NoSettlDetails, NoSettlInst, NoSettlMethodElectionDateBusinessCenters, NoSettlOblig, NoSettlPartyIDs, NoSettlPartySubIDs, NoSettlRateFallbacks, NoSettlementAmounts, NoSideCollateralAmounts, NoSideCollateralReinvestments, NoSideRegulatoryTradeIDs, NoSideTrdRegTS, NoSides, NoStatsIndicators, NoStipulations, NoStrategyParameters, NoStreamAssetAttributes, NoStreamCalculationPeriodBusinessCenters, NoStreamCalculationPeriodDates, NoStreamCommodityAltIDs, NoStreamCommodityDataSources, NoStreamCommoditySettlBusinessCenters, NoStreamCommoditySettlDays, NoStreamCommoditySettlPeriods, NoStreamCommoditySettlTimes, NoStreamEffectiveDateBusinessCenters, NoStreamFirstPeriodStartDateBusinessCenters, NoStreamTerminationDateBusinessCenters, NoStreams, NoStrikeRules, NoStrikes, NoTargetMarketSegments, NoTargetPartyIDs, NoTargetPartySubIDs, NoThrottleMsgType, NoThrottles, NoTickRules, NoTimeInForceRules, NoTradeAllocAmts, NoTradePriceConditions, NoTradeQtys, NoTrades, NoTradingSessionRules, NoTradingSessions, NoTransactionAttributes, NoTrdMatchSides, NoTrdRegPublications, NoTrdRegTimestamps, NoTrdRepIndicators, NoUnderlyingAdditionalTermBondRefs, NoUnderlyingAdditionalTerms, NoUnderlyingAmounts, NoUnderlyingAssetAttributes, NoUnderlyingBusinessCenters, NoUnderlyingCashSettlDateBusinessCenters, NoUnderlyingCashSettlDealers, NoUnderlyingCashSettlTerms, NoUnderlyingComplexEventAveragingObservations, NoUnderlyingComplexEventCreditEventQualifiers, NoUnderlyingComplexEventCreditEventSources, NoUnderlyingComplexEventCreditEvents, NoUnderlyingComplexEventDateBusinessCenters, NoUnderlyingComplexEventDates, NoUnderlyingComplexEventPeriodDateTimes, NoUnderlyingComplexEventPeriods, NoUnderlyingComplexEventRateSources, NoUnderlyingComplexEventSchedules, NoUnderlyingComplexEventTimes, NoUnderlyingComplexEvents, NoUnderlyingDeliveryScheduleSettlDays, NoUnderlyingDeliveryScheduleSettlTimes, NoUnderlyingDeliverySchedules, NoUnderlyingDeliveryStreamCommoditySources, NoUnderlyingDeliveryStreamCycles, NoUnderlyingDividendAccrualPaymentDateBusinessCenters, NoUnderlyingDividendFXTriggerDateBusinessCenters, NoUnderlyingDividendPayments, NoUnderlyingDividendPeriodBusinessCenters, NoUnderlyingDividendPeriods, NoUnderlyingEvents, NoUnderlyingExtraordinaryEvents, NoUnderlyingLegSecurityAltID, NoUnderlyingMarketDisruptionEvents, NoUnderlyingMarketDisruptionFallbackReferencePrices, NoUnderlyingMarketDisruptionFallbacks, NoUnderlyingNonDeliverableFixingDates, NoUnderlyingOptionExerciseBusinessCenters, NoUnderlyingOptionExerciseDates, NoUnderlyingOptionExerciseExpirationDateBusinessCenters, NoUnderlyingOptionExerciseExpirationDates, NoUnderlyingPaymentScheduleFixingDateBusinessCenters, NoUnderlyingPaymentScheduleFixingDays, NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters, NoUnderlyingPaymentScheduleRateSources, NoUnderlyingPaymentSchedules, NoUnderlyingPaymentStreamCompoundingDates, NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters, NoUnderlyingPaymentStreamFixingDateBusinessCenters, NoUnderlyingPaymentStreamFixingDates, NoUnderlyingPaymentStreamFormulas, NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters, NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters, NoUnderlyingPaymentStreamPaymentDateBusinessCenters, NoUnderlyingPaymentStreamPaymentDates, NoUnderlyingPaymentStreamPricingBusinessCenters, NoUnderlyingPaymentStreamPricingDates, NoUnderlyingPaymentStreamPricingDays, NoUnderlyingPaymentStreamResetDateBusinessCenters, NoUnderlyingPaymentStubEndDateBusinessCenters, NoUnderlyingPaymentStubStartDateBusinessCenters, NoUnderlyingPaymentStubs, NoUnderlyingPhysicalSettlDeliverableObligations, NoUnderlyingPhysicalSettlTerms, NoUnderlyingPricingDateBusinessCenters, NoUnderlyingProtectionTermEventNewsSources, NoUnderlyingProtectionTermEventQualifiers, NoUnderlyingProtectionTermEvents, NoUnderlyingProtectionTermObligations, NoUnderlyingProtectionTerms, NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters, NoUnderlyingProvisionCashSettlPaymentDates, NoUnderlyingProvisionCashSettlValueDateBusinessCenters, NoUnderlyingProvisionDateBusinessCenters, NoUnderlyingProvisionOptionExerciseBusinessCenters, NoUnderlyingProvisionOptionExerciseFixedDates, NoUnderlyingProvisionOptionExpirationDateBusinessCenters, NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters, NoUnderlyingProvisionPartyIDs, NoUnderlyingProvisionPartySubIDs, NoUnderlyingProvisions, NoUnderlyingRateSpreadSteps, NoUnderlyingReturnRateDates, NoUnderlyingReturnRateFXConversions, NoUnderlyingReturnRateInformationSources, NoUnderlyingReturnRatePrices, NoUnderlyingReturnRateValuationDateBusinessCenters, NoUnderlyingReturnRateValuationDates, NoUnderlyingReturnRates, NoUnderlyingSecondaryAssetClasses, NoUnderlyingSecurityAltID, NoUnderlyingSettlMethodElectionDateBusinessCenters, NoUnderlyingSettlRateFallbacks, NoUnderlyingStips, NoUnderlyingStreamAssetAttributes, NoUnderlyingStreamCalculationPeriodBusinessCenters, NoUnderlyingStreamCalculationPeriodDates, NoUnderlyingStreamCommodityAltIDs, NoUnderlyingStreamCommodityDataSources, NoUnderlyingStreamCommoditySettlBusinessCenters, NoUnderlyingStreamCommoditySettlDays, NoUnderlyingStreamCommoditySettlPeriods, NoUnderlyingStreamCommoditySettlTimes, NoUnderlyingStreamEffectiveDateBusinessCenters, NoUnderlyingStreamFirstPeriodStartDateBusinessCenters, NoUnderlyingStreamTerminationDateBusinessCenters, NoUnderlyingStreams, NoUnderlyings, NoUndlyInstrumentParties, NoUndlyInstrumentPartySubIDs, NoUsernames, NoValueChecks, NonCashDividendTreatment, NonDeliverableFixingDateType, NotAffectedReason, NthToDefault, NumBidders, NumDaysInterest, NumOfCompetitors, NumOfComplexInstruments, NumOfSimpleInstruments, NumTickets, NumberOfBuyOrders, NumberOfOrders, NumberOfSellOrders, OffsetInstruction, OffshoreIndicator, OptPayoutType, OptionExerciseBusinessDayConvention, OptionExerciseDateType, OptionExerciseEarliestDateOffsetDayType, OptionExerciseEarliestDateOffsetPeriod, OptionExerciseExpirationDateBusinessDayConvention, OptionExerciseExpirationDateOffsetDayType, OptionExerciseExpirationDateOffsetPeriod, OptionExerciseExpirationDateRelativeTo, OptionExerciseExpirationDateType, OptionExerciseExpirationFrequencyPeriod, OptionExerciseFrequencyPeriod, OptionExerciseSkip, OptionExerciseStartDateOffsetDayType, OptionExerciseStartDateOffsetPeriod, OptionExerciseStartDateRelativeTo, OrdRejReason, OrderAttributeType, OrderDelay, OrderDelayUnit, OrderEntryID, OrderEventLiquidityIndicator, OrderEventReason, OrderEventType, OrderHandlingInstSource, OrderOrigination, OrderOwnershipIndicator, OrderRelationship, OrderRequestID, OrderResponseLevel, OrigCustOrderCapacity, OwnerType, PartyActionRejectReason, PartyActionResponse, PartyActionType, PartyDetailAltSubIDType, PartyDetailDefinitionResult, PartyDetailDefinitionStatus, PartyDetailRequestResult, PartyDetailRequestStatus, PartyDetailRole, PartyDetailRoleQualifier, PartyDetailStatus, PartyDetailSubIDType, PartyRelationship, PartyRiskLimitStatus, PartyRole, PartyRoleQualifier, PartySubIDType, PayDisputeReason, PayReportStatus, PayReportTransType, PayRequestStatus, PayRequestTransType, PaymentAmountRelativeTo, PaymentBusinessDayConvention, PaymentDateOffsetDayType, PaymentDateOffsetPeriod, PaymentDateRelativeTo, PaymentFloatingRateIndexCurvePeriod, PaymentForwardStartType, PaymentFrequencyPeriod, PaymentMethod, PaymentPaySide, PaymentPriceType, PaymentRateResetFrequencyPeriod, PaymentReceiveSide, PaymentScheduleFixingDateBusinessDayConvention, PaymentScheduleFixingDateOffsetDayType, PaymentScheduleFixingDateOffsetPeriod, PaymentScheduleFixingDateRelativeTo, PaymentScheduleFixingDayCount, PaymentScheduleFixingDayDistribution, PaymentScheduleFixingDayNumber, PaymentScheduleFixingDayOfWeek, PaymentScheduleFixingFirstObservationDateOffsetPeriod, PaymentScheduleFixingLagPeriod, PaymentScheduleInterimExchangeDatesBusinessDayConvention, PaymentScheduleInterimExchangeDatesOffsetDayType, PaymentScheduleInterimExchangeDatesOffsetPeriod, PaymentScheduleInterimExchangePaymentDateRelativeTo, PaymentSchedulePaySide, PaymentScheduleRateSource, PaymentScheduleRateSourceType, PaymentScheduleRateSpreadPositionType, PaymentScheduleRateSpreadType, PaymentScheduleRateTreatment, PaymentScheduleReceiveSide, PaymentScheduleStepFrequencyPeriod, PaymentScheduleStepRelativeTo, PaymentScheduleStubType, PaymentScheduleType, PaymentSettlPartyRole, PaymentSettlPartyRoleQualifier, PaymentSettlPartySubIDType, PaymentSettlStyle, PaymentStreamAccrualDays, PaymentStreamAveragingMethod, PaymentStreamCalculationLagPeriod, PaymentStreamCapRateBuySide, PaymentStreamCapRateSellSide, PaymentStreamCompoundingAveragingMethod, PaymentStreamCompoundingCapRateBuySide, PaymentStreamCompoundingCapRateSellSide, PaymentStreamCompoundingDateType, PaymentStreamCompoundingDatesBusinessDayConvention, PaymentStreamCompoundingDatesOffsetDayType, PaymentStreamCompoundingDatesOffsetPeriod, PaymentStreamCompoundingDatesRelativeTo, PaymentStreamCompoundingEndDateOffsetDayType, PaymentStreamCompoundingEndDateOffsetPeriod, PaymentStreamCompoundingEndDateRelativeTo, PaymentStreamCompoundingFinalRatePrecision, PaymentStreamCompoundingFloorRateBuySide, PaymentStreamCompoundingFloorRateSellSide, PaymentStreamCompoundingFrequencyPeriod, PaymentStreamCompoundingMethod, PaymentStreamCompoundingNegativeRateTreatment, PaymentStreamCompoundingPeriodSkip, PaymentStreamCompoundingRateIndexCurvePeriod, PaymentStreamCompoundingRateSpreadPositionType, PaymentStreamCompoundingRateTreatment, PaymentStreamCompoundingStartDateOffsetDayType, PaymentStreamCompoundingStartDateOffsetPeriod, PaymentStreamCompoundingStartDateRelativeTo, PaymentStreamDayCount, PaymentStreamDiscountRateDayCount, PaymentStreamDiscountType, PaymentStreamFRADiscounting, PaymentStreamFinalPricePaymentDateOffsetDayType, PaymentStreamFinalPricePaymentDateOffsetfPeriod, PaymentStreamFinalPricePaymentDateRelativeTo, PaymentStreamFinalRatePrecision, PaymentStreamFirstObservationDateOffsetDayType, PaymentStreamFirstObservationDateOffsetPeriod, PaymentStreamFirstObservationDateRelativeTo, PaymentStreamFixingDateBusinessDayConvention, PaymentStreamFixingDateOffsetDayType, PaymentStreamFixingDateOffsetPeriod, PaymentStreamFixingDateRelativeTo, PaymentStreamFixingDateType, PaymentStreamFloorRateBuySide, PaymentStreamFloorRateSellSide, PaymentStreamFormulaImageLength, PaymentStreamFormulaLength, PaymentStreamFormulaReferenceAmount, PaymentStreamInflationIndexSource, PaymentStreamInflationInterpolationMethod, PaymentStreamInflationLagDayType, PaymentStreamInflationLagPeriod, PaymentStreamInitialFixingDateBusinessDayConvention, PaymentStreamInitialFixingDateOffsetDayType, PaymentStreamInitialFixingDateOffsetPeriod, PaymentStreamInitialFixingDateRelativeTo, PaymentStreamInterpolationMethod, PaymentStreamInterpolationPeriod, PaymentStreamLinkEstimatedTradingDays, PaymentStreamLinkNumberOfDataSeries, PaymentStreamLinkStrikePriceType, PaymentStreamMarketRate, PaymentStreamNegativeRateTreatment, PaymentStreamNonDeliverableFixingDatesBusinessDayConvention, PaymentStreamNonDeliverableFixingDatesOffsetDayType, PaymentStreamNonDeliverableFixingDatesOffsetPeriod, PaymentStreamNonDeliverableFixingDatesRelativeTo, PaymentStreamNonDeliverableSettlRateSource, PaymentStreamPaymentDateBusinessDayConvention, PaymentStreamPaymentDateOffsetDayType, PaymentStreamPaymentDateOffsetPeriod, PaymentStreamPaymentDateRelativeTo, PaymentStreamPaymentDateType, PaymentStreamPaymentFrequencyPeriod, PaymentStreamPricingBusinessDayConvention, PaymentStreamPricingDateType, PaymentStreamPricingDayCount, PaymentStreamPricingDayDistribution, PaymentStreamPricingDayNumber, PaymentStreamPricingDayOfWeek, PaymentStreamPricingDayType, PaymentStreamRateCutoffDateOffsetDayType, PaymentStreamRateCutoffDateOffsetPeriod, PaymentStreamRateIndex2CurvePeriod, PaymentStreamRateIndex2Source, PaymentStreamRateIndexCurvePeriod, PaymentStreamRateIndexSource, PaymentStreamRateSpreadPositionType, PaymentStreamRateSpreadType, PaymentStreamRateTreatment, PaymentStreamRealizedVarianceMethod, PaymentStreamResetDateBusinessDayConvention, PaymentStreamResetDateRelativeTo, PaymentStreamResetFrequencyPeriod, PaymentStreamSettlLevel, PaymentStreamType, PaymentStubEndDateBusinessDayConvention, PaymentStubEndDateOffsetDayType, PaymentStubEndDateOffsetPeriod, PaymentStubEndDateRelativeTo, PaymentStubIndex2CurvePeriod, PaymentStubIndex2RateSpreadPositionType, PaymentStubIndex2RateTreatment, PaymentStubIndex2Source, PaymentStubIndexCapRateBuySide, PaymentStubIndexCapRateSellSide, PaymentStubIndexCurvePeriod, PaymentStubIndexFloorRateBuySide, PaymentStubIndexFloorRateSellSide, PaymentStubIndexRateSpreadPositionType, PaymentStubIndexRateTreatment, PaymentStubIndexSource, PaymentStubLength, PaymentStubStartDateBusinessDayConvention, PaymentStubStartDateOffsetDayType, PaymentStubStartDateOffsetPeriod, PaymentStubStartDateRelativeTo, PaymentStubType, PaymentSubType, PaymentType, PegLimitType, PegMoveType, PegOffsetType, PegPriceType, PegRoundDirection, PegScope, PhysicalSettlBusinessDays, PhysicalSettlMaximumBusinessDays, PosAmtPriceType, PosAmtReason, PosMaintAction, PosMaintResult, PosMaintStatus, PosQtyStatus, PosReportAction, PosReqResult, PosReqStatus, PosReqType, PosTransType, PositionCapacity, PositionLimit, PostTradePaymentDebitOrCredit, PostTradePaymentStatus, PriceLimitType, PriceMovementPoint, PriceMovementType, PricePrecision, PriceQualifier, PriceType, PricingDateBusinessDayConvention, PriorityIndicator, Product, ProgPeriodInterval, ProgRptReqs, ProtectionTermEventDayType, ProtectionTermEventMinimumSources, ProtectionTermEventPeriod, ProvisionBreakFeeElection, ProvisionCalculationAgent, ProvisionCashSettlMethod, ProvisionCashSettlPaymentDateBusinessDayConvention, ProvisionCashSettlPaymentDateOffsetDayType, ProvisionCashSettlPaymentDateOffsetPeriod, ProvisionCashSettlPaymentDateRelativeTo, ProvisionCashSettlPaymentDateType, ProvisionCashSettlQuoteSource, ProvisionCashSettlQuoteType, ProvisionCashSettlValueDateBusinessDayConvention, ProvisionCashSettlValueDateOffsetDayType, ProvisionCashSettlValueDateOffsetPeriod, ProvisionCashSettlValueDateRelativeTo, ProvisionDateBusinessDayConvention, ProvisionDateTenorPeriod, ProvisionOptionExerciseBusinessDayConvention, ProvisionOptionExerciseEarliestDateOffsetPeriod, ProvisionOptionExerciseFixedDateType, ProvisionOptionExerciseFrequencyPeriod, ProvisionOptionExercisePeriodSkip, ProvisionOptionExerciseStartDateOffsetDayType, ProvisionOptionExerciseStartDateOffsetPeriod, ProvisionOptionExerciseStartDateRelativeTo, ProvisionOptionExerciseStyle, ProvisionOptionExpirationDateBusinessDayConvention, ProvisionOptionExpirationDateOffsetDayType, ProvisionOptionExpirationDateOffsetPeriod, ProvisionOptionExpirationDateRelativeTo, ProvisionOptionMaximumNumber, ProvisionOptionMinimumNumber, ProvisionOptionRelevantUnderlyingDateBusinessDayConvention, ProvisionOptionRelevantUnderlyingDateOffsetDayType, ProvisionOptionRelevantUnderlyingDateOffsetPeriod, ProvisionOptionRelevantUnderlyingDateRelativeTo, ProvisionOptionSinglePartyBuyerSide, ProvisionOptionSinglePartySellerSide, ProvisionPartyRole, ProvisionPartyRoleQualifier, ProvisionPartySubIDType, ProvisionType, PutOrCall, QtyType, QuantityType, QuoteAckStatus, QuoteAttributeType, QuoteCancelType, QuoteEntryRejectReason, QuoteEntryStatus, QuoteModelType, QuotePriceType, QuoteRejectReason, QuoteRequestRejectReason, QuoteRequestType, QuoteRespType, QuoteResponseLevel, QuoteStatus, QuoteType, RateSource, RateSourceType, RawDataLength, RefApplExtID, RefApplLastSeqNum, RefOrdIDReason, RefRiskLimitCheckIDType, RefSeqNum, RefTagID, RefTickTableID, ReferenceDataDateType, ReferenceEntityType, RegistRejReasonCode, RegulatoryReportType, RegulatoryTradeIDEvent, RegulatoryTradeIDScope, RegulatoryTradeIDType, RegulatoryTransactionType, RelatedInstrumentType, RelatedOrderIDSource, RelatedPartyDetailAltSubIDType, RelatedPartyDetailRole, RelatedPartyDetailRoleQualifier, RelatedPartyDetailSubIDType, RelatedPositionIDSource, RelatedPriceSource, RelatedTradeIDSource, RelativeValueSide, RelativeValueType, ReleaseInstruction, RemunerationIndicator, RepurchaseTerm, RequestResult, RequestedPartyRole, RequestedPartyRoleQualifier, RequestingPartyRole, RequestingPartyRoleQualifier, RequestingPartySubIDType, RespondentType, ResponseTransportType, ReturnRateAmountRelativeTo, ReturnRateDateMode, ReturnRateFinalPriceFallback, ReturnRateInformationSource, ReturnRatePriceBasis, ReturnRatePriceSequence, ReturnRatePriceType, ReturnRateQuoteMethod, ReturnRateQuoteTimeType, ReturnRateValuationDateBusinessDayConvention, ReturnRateValuationDateOffsetDayType, ReturnRateValuationDateOffsetPeriod, ReturnRateValuationDateRelativeTo, ReturnRateValuationDateType, ReturnRateValuationEndDateOffsetDayType, ReturnRateValuationEndDateOffsetPeriod, ReturnRateValuationEndDateRelativeTo, ReturnRateValuationFrequencyPeriod, ReturnRateValuationPriceOption, ReturnRateValuationStartDateOffsetDayType, ReturnRateValuationStartDateOffsetPeriod, ReturnRateValuationStartDateRelativeTo, ReturnRateValuationTimeType, ReturnTrigger, RiskLimitAction, RiskLimitCheckModelType, RiskLimitCheckRequestRefID, RiskLimitCheckRequestResult, RiskLimitCheckRequestStatus, RiskLimitCheckRequestType, RiskLimitCheckStatus, RiskLimitCheckTransType, RiskLimitCheckType, RiskLimitReportRejectReason, RiskLimitReportStatus, RiskLimitRequestResult, RiskLimitRequestStatus, RiskLimitRequestType, RiskLimitResult, RiskLimitStatus, RiskLimitType, RiskLimitVelocityPeriod, RiskWarningLevelAction, RiskWarningLevelAmount, RootPartyRole, RootPartyRoleQualifier, RootPartySubIDType, RoutingArrangmentIndicator, RoutingType, RptSeq, SecondaryAssetClass, SecondaryAssetSubClass, SecondaryPriceLimitType, SecondaryTrdType, SecureDataLen, SecurityClassificationReason, SecurityListRequestType, SecurityListType, SecurityListTypeSource, SecurityMassTradingEvent, SecurityMassTradingStatus, SecurityRejectReason, SecurityReportID, SecurityRequestResult, SecurityRequestType, SecurityResponseType, SecurityTradingEvent, SecurityTradingStatus, SecurityXMLLen, SelfMatchPreventionInstruction, SellerDays, SessionRejectReason, SessionStatus, SettlDeliveryType, SettlDisruptionProvision, SettlInstReqRejCode, SettlMethodElectingPartySide, SettlMethodElectionDateBusinessDayConvention, SettlMethodElectionDateOffsetDayType, SettlMethodElectionDateOffsetPeriod, SettlMethodElectionDateRelativeTo, SettlObligMode, SettlPartyRole, SettlPartyRoleQualifier, SettlPartySubIDType, SettlPriceDeterminationMethod, SettlPriceType, SettlRateFallbackRateSource, SettlRatePostponementCalculationAgent, SettlRatePostponementMaximumDays, SettlSubMethod, SettlementCycleNo, ShortSaleExemptionReason, ShortSaleReason, ShortSaleRestriction, SideAvgPxIndicator, SideClearingTradePriceType, SideCollateralAmountType, SideCollateralReinvestmentType, SideLiquidityInd, SideMultiLegReportingType, SideQty, SideRegulatoryTradeIDEvent, SideRegulatoryTradeIDScope, SideRegulatoryTradeIDType, SideRiskLimitCheckStatus, SideShortSaleExemptionReason, SideTradeReportingIndicator, SideTrdRegTimestampType, SideTrdSubTyp, SideTrdSubType, SideValueInd, SignatureLength, StandInstDbType, StatsType, StatusValue, StrategyParameterType, StreamAsgnAckType, StreamAsgnRejReason, StreamAsgnReqType, StreamAsgnType, StreamCalculationCorrectionPeriod, StreamCalculationFrequencyPeriod, StreamCalculationPeriodBusinessDayConvention, StreamCalculationPeriodDateType, StreamCommodityDataSourceIDType, StreamCommodityNearbySettlDayPeriod, StreamCommodityRateSource, StreamCommoditySettlDateBusinessDayConvention, StreamCommoditySettlDateRollPeriod, StreamCommoditySettlDay, StreamCommoditySettlDayType, StreamCommoditySettlFlowType, StreamCommoditySettlHolidaysProcessingInstruction, StreamCommoditySettlMonth, StreamCommoditySettlPeriodFrequencyPeriod, StreamCommoditySettlTimeType, StreamCommoditySettlTotalHours, StreamEffectiveDateBusinessDayConvention, StreamEffectiveDateOffsetDayType, StreamEffectiveDateOffsetPeriod, StreamEffectiveDateRelativeTo, StreamFirstPeriodStartDateBusinessDayConvention, StreamNotionalAdjustments, StreamNotionalCommodityFrequency, StreamNotionalFrequencyPeriod, StreamPaySide, StreamReceiveSide, StreamTerminationDateBusinessDayConvention, StreamTerminationDateOffsetDayType, StreamTerminationDateOffsetPeriod, StreamTerminationDateRelativeTo, StreamType, StrikeExerciseStyle, StrikeIndexQuote, StrikePriceBoundaryMethod, StrikePriceDeterminationMethod, StrikePricePrecision, SymbolPositionNumber, TargetPartyRole, TargetPartyRoleQualifier, TargetPartySubIDType, TargetStrategy, TaxAdvantageType, TerminationType, TertiaryTrdType, ThrottleAction, ThrottleCountIndicator, ThrottleInst, ThrottleNoMsgs, ThrottleStatus, ThrottleTimeInterval, ThrottleTimeUnit, ThrottleType, TickRuleType, TotNoAccQuotes, TotNoAllocs, TotNoCxldQuotes, TotNoEntitlementReports, TotNoFills, TotNoInstrumentReports, TotNoMarketSegmentReports, TotNoOrderEntries, TotNoOrders, TotNoParties, TotNoPartyDetailReports, TotNoQuoteEntries, TotNoRejQuotes, TotNoRelatedSym, TotNoRiskLimitReports, TotNoSecurityTypes, TotNoStrikes, TotNumAssignmentReports, TotNumCollateralRequests, TotNumMarketSettlementReports, TotNumReports, TotNumTradeReports, TotQuoteEntries, TotalAffectedOrders, TotalNotAffectedOrders, TotalNumPosReports, TotalNumSecurities, TotalNumSecurityTypes, TotalTradingBusinessDays, TradSesControl, TradSesEvent, TradSesMethod, TradSesMode, TradSesStatus, TradSesStatusRejReason, TradeAggregationRejectReason, TradeAggregationRequestStatus, TradeAggregationTransType, TradeAllocAmtReason, TradeAllocGroupInstruction, TradeAllocIndicator, TradeAllocStatus, TradeClearingInstruction, TradeCollateralization, TradeContingency, TradeContinuation, TradeMatchAckStatus, TradeMatchRejectReason, TradeNumber, TradePriceCondition, TradePriceNegotiationMethod, TradePublishIndicator, TradeQtyType, TradeReportRejectReason, TradeReportTransType, TradeReportType, TradeReportingIndicator, TradeRequestResult, TradeRequestStatus, TradeRequestType, TradeVolType, TradingBusinessDays, TradingCapacity, TradingUnitPeriodMultiplier, TransactionAttributeType, TransferRejectReason, TransferReportType, TransferScope, TransferStatus, TransferTransType, TransferType, TrdAckStatus, TrdRegPublicationReason, TrdRegPublicationType, TrdRegTimestampType, TrdRepPartyRole, TrdRptStatus, TrdSubType, TrdType, TriggerScope, Triggered, UnderlyingAdditionalTermBondCouponFrequencyPeriod, UnderlyingAdditionalTermBondCouponType, UnderlyingAdditionalTermBondDayCount, UnderlyingAssetClass, UnderlyingAssetGroup, UnderlyingAssetSubClass, UnderlyingAverageVolumeLimitationPeriodDays, UnderlyingBusinessDayConvention, UnderlyingCPProgram, UnderlyingCashSettlBusinessDays, UnderlyingCashSettlDateBusinessDayConvention, UnderlyingCashSettlDateOffsetDayType, UnderlyingCashSettlDateOffsetPeriod, UnderlyingCashSettlDateRelativeTo, UnderlyingCashSettlNumOfValuationDates, UnderlyingCashSettlPriceDefault, UnderlyingCashSettlQuoteMethod, UnderlyingCashSettlValuationFirstBusinessDayOffset, UnderlyingCashSettlValuationMethod, UnderlyingCashSettlValuationSubsequentBusinessDaysOffset, UnderlyingComplexEventAveragingObservationNumber, UnderlyingComplexEventCalculationAgent, UnderlyingComplexEventCondition, UnderlyingComplexEventCreditEventDayType, UnderlyingComplexEventCreditEventMinimumSources, UnderlyingComplexEventCreditEventNotifyingParty, UnderlyingComplexEventCreditEventPeriod, UnderlyingComplexEventCreditEventRateSource, UnderlyingComplexEventDateBusinessDayConvention, UnderlyingComplexEventDateOffsetDayType, UnderlyingComplexEventDateOffsetPeriod, UnderlyingComplexEventDateRelativeTo, UnderlyingComplexEventPVFinalPriceElectionFallback, UnderlyingComplexEventPeriodType, UnderlyingComplexEventPriceBoundaryMethod, UnderlyingComplexEventPriceTimeType, UnderlyingComplexEventQuoteBasis, UnderlyingComplexEventRateSource, UnderlyingComplexEventRateSourceType, UnderlyingComplexEventScheduleFrequencyPeriod, UnderlyingComplexEventStrikeNumberOfOptions, UnderlyingComplexEventType, UnderlyingComplexOptPayoutPaySide, UnderlyingComplexOptPayoutReceiveSide, UnderlyingComplexOptPayoutTime, UnderlyingContractMultiplierUnit, UnderlyingCouponDayCount, UnderlyingCouponFrequencyPeriod, UnderlyingCouponType, UnderlyingDeliveryScheduleNotionalCommodityFrequency, UnderlyingDeliveryScheduleSettlDay, UnderlyingDeliveryScheduleSettlFlowType, UnderlyingDeliveryScheduleSettlHolidaysProcessingInstruction, UnderlyingDeliveryScheduleSettlTimeType, UnderlyingDeliveryScheduleSettlTotalHours, UnderlyingDeliveryScheduleToleranceType, UnderlyingDeliveryScheduleType, UnderlyingDeliveryStreamDeliveryContingentPartySide, UnderlyingDeliveryStreamDeliveryPointSource, UnderlyingDeliveryStreamDeliveryRestriction, UnderlyingDeliveryStreamElectingPartySide, UnderlyingDeliveryStreamTitleTransferCondition, UnderlyingDeliveryStreamToleranceOptionSide, UnderlyingDeliveryStreamToleranceType, UnderlyingDeliveryStreamType, UnderlyingDividendAccrualPaymentDateBusinessDayConvention, UnderlyingDividendAccrualPaymentDateOffsetDayType, UnderlyingDividendAccrualPaymentDateOffsetPeriod, UnderlyingDividendAccrualPaymentDateRelativeTo, UnderlyingDividendAmountType, UnderlyingDividendAveragingMethod, UnderlyingDividendCapRateBuySide, UnderlyingDividendCapRateSellSide, UnderlyingDividendComposition, UnderlyingDividendCompoundingMethod, UnderlyingDividendEntitlementEvent, UnderlyingDividendFXTriggerDateBusinessDayConvention, UnderlyingDividendFXTriggerDateOffsetDayType, UnderlyingDividendFXTriggerDateOffsetPeriod, UnderlyingDividendFXTriggerDateRelativeTo, UnderlyingDividendFinalRatePrecision, UnderlyingDividendFloatingRateIndexCurvePeriod, UnderlyingDividendFloatingRateSpreadPositionType, UnderlyingDividendFloatingRateTreatment, UnderlyingDividendFloorRateBuySide, UnderlyingDividendFloorRateSellSide, UnderlyingDividendNegativeRateTreatment, UnderlyingDividendNumOfIndexUnits, UnderlyingDividendPeriodBusinessDayConvention, UnderlyingDividendPeriodPaymentDateOffsetDayType, UnderlyingDividendPeriodPaymentDateOffsetPeriod, UnderlyingDividendPeriodPaymentDateRelativeTo, UnderlyingDividendPeriodSequence, UnderlyingDividendPeriodValuationDateOffsetDayType, UnderlyingDividendPeriodValuationDateOffsetPeriod, UnderlyingDividendPeriodValuationDateRelativeTo, UnderlyingEventTimePeriod, UnderlyingEventType, UnderlyingExerciseConfirmationMethod, UnderlyingExerciseStyle, UnderlyingExtraordinaryDividendAmountType, UnderlyingExtraordinaryDividendPartySide, UnderlyingExtraordinaryEventAdjustmentMethod, UnderlyingFlowScheduleType, UnderlyingInTheMoneyCondition, UnderlyingIndexAnnexVersion, UnderlyingIndexCurvePeriod, UnderlyingIndexSeries, UnderlyingInstrumentPartyRole, UnderlyingInstrumentPartyRoleQualifier, UnderlyingInstrumentPartySubIDType, UnderlyingInstrumentRoundingPrecision, UnderlyingLegPutOrCall, UnderlyingLienSeniority, UnderlyingListMethod, UnderlyingLoanFacility, UnderlyingMakeWholeBenchmarkQuote, UnderlyingMakeWholeInterpolationMethod, UnderlyingMarketDisruptionFallbackProvision, UnderlyingMarketDisruptionFallbackUnderlierType, UnderlyingMarketDisruptionMaximumDays, UnderlyingMarketDisruptionMinimumFuturesContracts, UnderlyingMarketDisruptionProvision, UnderlyingMthToDefault, UnderlyingNTPositionLimit, UnderlyingNonCashDividendTreatment, UnderlyingNonDeliverableFixingDateType, UnderlyingNotionalAdjustments, UnderlyingNthToDefault, UnderlyingNumDaysInterest, UnderlyingOptPayoutType, UnderlyingOptionExerciseBusinessDayConvention, UnderlyingOptionExerciseDateType, UnderlyingOptionExerciseEarliestDateOffsetDayType, UnderlyingOptionExerciseEarliestDateOffsetPeriod, UnderlyingOptionExerciseExpirationDateBusinessDayConvention, UnderlyingOptionExerciseExpirationDateOffsetDayType, UnderlyingOptionExerciseExpirationDateOffsetPeriod, UnderlyingOptionExerciseExpirationDateRelativeTo, UnderlyingOptionExerciseExpirationDateType, UnderlyingOptionExerciseExpirationFrequencyPeriod, UnderlyingOptionExerciseFrequencyPeriod, UnderlyingOptionExerciseSkip, UnderlyingOptionExerciseStartDateOffsetDayType, UnderlyingOptionExerciseStartDateOffsetPeriod, UnderlyingOptionExerciseStartDateRelativeTo, UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn, UnderlyingPaymentScheduleFixingDateOffsetDayType, UnderlyingPaymentScheduleFixingDateOffsetPeriod, UnderlyingPaymentScheduleFixingDateRelativeTo, UnderlyingPaymentScheduleFixingDayCount, UnderlyingPaymentScheduleFixingDayDistribution, UnderlyingPaymentScheduleFixingDayNumber, UnderlyingPaymentScheduleFixingDayOfWeek, UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod, UnderlyingPaymentScheduleFixingLagPeriod, UnderlyingPaymentScheduleInterimExchangeDatesBizDayConvention, UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType, UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod, UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo, UnderlyingPaymentSchedulePaySide, UnderlyingPaymentScheduleRateSource, UnderlyingPaymentScheduleRateSourceType, UnderlyingPaymentScheduleRateSpreadPositionType, UnderlyingPaymentScheduleRateSpreadType, UnderlyingPaymentScheduleRateTreatment, UnderlyingPaymentScheduleReceiveSide, UnderlyingPaymentScheduleStepFrequencyPeriod, UnderlyingPaymentScheduleStepRelativeTo, UnderlyingPaymentScheduleStubType, UnderlyingPaymentScheduleType, UnderlyingPaymentStreamAccrualDays, UnderlyingPaymentStreamAveragingMethod, UnderlyingPaymentStreamCalculationLagPeriod, UnderlyingPaymentStreamCapRateBuySide, UnderlyingPaymentStreamCapRateSellSide, UnderlyingPaymentStreamCompoundingAveragingMethod, UnderlyingPaymentStreamCompoundingCapRateBuySide, UnderlyingPaymentStreamCompoundingCapRateSellSide, UnderlyingPaymentStreamCompoundingDateType, UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention, UnderlyingPaymentStreamCompoundingDatesOffsetDayType, UnderlyingPaymentStreamCompoundingDatesOffsetPeriod, UnderlyingPaymentStreamCompoundingDatesRelativeTo, UnderlyingPaymentStreamCompoundingEndDateOffsetDayType, UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod, UnderlyingPaymentStreamCompoundingEndDateRelativeTo, UnderlyingPaymentStreamCompoundingFinalRatePrecision, UnderlyingPaymentStreamCompoundingFloorRateBuySide, UnderlyingPaymentStreamCompoundingFloorRateSellSide, UnderlyingPaymentStreamCompoundingFrequencyPeriod, UnderlyingPaymentStreamCompoundingMethod, UnderlyingPaymentStreamCompoundingNegativeRateTreatment, UnderlyingPaymentStreamCompoundingPeriodSkip, UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod, UnderlyingPaymentStreamCompoundingRateSpreadPositionType, UnderlyingPaymentStreamCompoundingRateTreatment, UnderlyingPaymentStreamCompoundingStartDateOffsetDayType, UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod, UnderlyingPaymentStreamCompoundingStartDateRelativeTo, UnderlyingPaymentStreamDayCount, UnderlyingPaymentStreamDiscountRateDayCount, UnderlyingPaymentStreamDiscountType, UnderlyingPaymentStreamFRADiscounting, UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType, UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod, UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo, UnderlyingPaymentStreamFinalRatePrecision, UnderlyingPaymentStreamFirstObservationDateOffsetDayType, UnderlyingPaymentStreamFirstObservationDateOffsetPeriod, UnderlyingPaymentStreamFirstObservationDateRelativeTo, UnderlyingPaymentStreamFixingDateBusinessDayConvention, UnderlyingPaymentStreamFixingDateOffsetDayType, UnderlyingPaymentStreamFixingDateOffsetPeriod, UnderlyingPaymentStreamFixingDateRelativeTo, UnderlyingPaymentStreamFixingDateType, UnderlyingPaymentStreamFloorRateBuySide, UnderlyingPaymentStreamFloorRateSellSide, UnderlyingPaymentStreamFormulaImageLength, UnderlyingPaymentStreamFormulaLength, UnderlyingPaymentStreamFormulaReferenceAmount, UnderlyingPaymentStreamInflationIndexSource, UnderlyingPaymentStreamInflationInterpolationMethod, UnderlyingPaymentStreamInflationLagDayType, UnderlyingPaymentStreamInflationLagPeriod, UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention, UnderlyingPaymentStreamInitialFixingDateOffsetDayType, UnderlyingPaymentStreamInitialFixingDateOffsetPeriod, UnderlyingPaymentStreamInitialFixingDateRelativeTo, UnderlyingPaymentStreamInterpolationMethod, UnderlyingPaymentStreamInterpolationPeriod, UnderlyingPaymentStreamLinkEstimatedTradingDays, UnderlyingPaymentStreamLinkNumberOfDataSeries, UnderlyingPaymentStreamLinkStrikePriceType, UnderlyingPaymentStreamMarketRate, UnderlyingPaymentStreamNegativeRateTreatment, UnderlyingPaymentStreamNonDeliverableFixingDatesBizDayConvention, UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType, UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod, UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo, UnderlyingPaymentStreamNonDeliverableSettlRateSource, UnderlyingPaymentStreamPaymentDateBusinessDayConvention, UnderlyingPaymentStreamPaymentDateOffsetDayType, UnderlyingPaymentStreamPaymentDateOffsetPeriod, UnderlyingPaymentStreamPaymentDateRelativeTo, UnderlyingPaymentStreamPaymentDateType, UnderlyingPaymentStreamPaymentFrequencyPeriod, UnderlyingPaymentStreamPricingBusinessDayConvention, UnderlyingPaymentStreamPricingDateType, UnderlyingPaymentStreamPricingDayCount, UnderlyingPaymentStreamPricingDayDistribution, UnderlyingPaymentStreamPricingDayNumber, UnderlyingPaymentStreamPricingDayOfWeek, UnderlyingPaymentStreamPricingDayType, UnderlyingPaymentStreamRateCutoffDateOffsetDayType, UnderlyingPaymentStreamRateCutoffDateOffsetPeriod, UnderlyingPaymentStreamRateIndex2CurvePeriod, UnderlyingPaymentStreamRateIndex2Source, UnderlyingPaymentStreamRateIndexCurvePeriod, UnderlyingPaymentStreamRateIndexSource, UnderlyingPaymentStreamRateSpreadPositionType, UnderlyingPaymentStreamRateSpreadType, UnderlyingPaymentStreamRateTreatment, UnderlyingPaymentStreamRealizedVarianceMethod, UnderlyingPaymentStreamResetDateBusinessDayConvention, UnderlyingPaymentStreamResetDateRelativeTo, UnderlyingPaymentStreamResetFrequencyPeriod, UnderlyingPaymentStreamSettlLevel, UnderlyingPaymentStreamType, UnderlyingPaymentStubEndDateBusinessDayConvention, UnderlyingPaymentStubEndDateOffsetDayType, UnderlyingPaymentStubEndDateOffsetPeriod, UnderlyingPaymentStubEndDateRelativeTo, UnderlyingPaymentStubIndex2CurvePeriod, UnderlyingPaymentStubIndex2RateSpreadPositionType, UnderlyingPaymentStubIndex2RateTreatment, UnderlyingPaymentStubIndex2Source, UnderlyingPaymentStubIndexCapRateBuySide, UnderlyingPaymentStubIndexCapRateSellSide, UnderlyingPaymentStubIndexCurvePeriod, UnderlyingPaymentStubIndexFloorRateBuySide, UnderlyingPaymentStubIndexFloorRateSellSide, UnderlyingPaymentStubIndexRateSpreadPositionType, UnderlyingPaymentStubIndexRateTreatment, UnderlyingPaymentStubIndexSource, UnderlyingPaymentStubLength, UnderlyingPaymentStubStartDateBusinessDayConvention, UnderlyingPaymentStubStartDateOffsetDayType, UnderlyingPaymentStubStartDateOffsetPeriod, UnderlyingPaymentStubStartDateRelativeTo, UnderlyingPaymentStubType, UnderlyingPhysicalSettlBusinessDays, UnderlyingPhysicalSettlMaximumBusinessDays, UnderlyingPositionLimit, UnderlyingPriceDeterminationMethod, UnderlyingPricingDateBusinessDayConvention, UnderlyingProduct, UnderlyingProtectionTermEventDayType, UnderlyingProtectionTermEventMinimumSources, UnderlyingProtectionTermEventPeriod, UnderlyingProvisionBreakFeeElection, UnderlyingProvisionCalculationAgent, UnderlyingProvisionCashSettlMethod, UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention, UnderlyingProvisionCashSettlPaymentDateOffsetDayType, UnderlyingProvisionCashSettlPaymentDateOffsetPeriod, UnderlyingProvisionCashSettlPaymentDateRelativeTo, UnderlyingProvisionCashSettlPaymentDateType, UnderlyingProvisionCashSettlQuoteSource, UnderlyingProvisionCashSettlQuoteType, UnderlyingProvisionCashSettlValueDateBusinessDayConvention, UnderlyingProvisionCashSettlValueDateOffsetDayType, UnderlyingProvisionCashSettlValueDateOffsetPeriod, UnderlyingProvisionCashSettlValueDateRelativeTo, UnderlyingProvisionDateBusinessDayConvention, UnderlyingProvisionDateTenorPeriod, UnderlyingProvisionOptionExerciseBusinessDayConvention, UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod, UnderlyingProvisionOptionExerciseFixedDateType, UnderlyingProvisionOptionExerciseFrequencyPeriod, UnderlyingProvisionOptionExercisePeriodSkip, UnderlyingProvisionOptionExerciseStartDateOffsetDayType, UnderlyingProvisionOptionExerciseStartDateOffsetPeriod, UnderlyingProvisionOptionExerciseStartDateRelativeTo, UnderlyingProvisionOptionExerciseStyle, UnderlyingProvisionOptionExpirationDateBusinessDayConvention, UnderlyingProvisionOptionExpirationDateOffsetDayType, UnderlyingProvisionOptionExpirationDateOffsetPeriod, UnderlyingProvisionOptionExpirationDateRelativeTo, UnderlyingProvisionOptionMaximumNumber, UnderlyingProvisionOptionMinimumNumber, UnderlyingProvisionOptionRelevantUnderlyingDateBizDayConvention, UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType, UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod, UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo, UnderlyingProvisionOptionSinglePartyBuyerSide, UnderlyingProvisionOptionSinglePartySellerSide, UnderlyingProvisionPartyRole, UnderlyingProvisionPartyRoleQualifier, UnderlyingProvisionPartySubIDType, UnderlyingProvisionType, UnderlyingPutOrCall, UnderlyingRefTickTableID, UnderlyingReferenceEntityType, UnderlyingRepurchaseTerm, UnderlyingReturnRateAmountRelativeTo, UnderlyingReturnRateDateMode, UnderlyingReturnRateFinalPriceFallback, UnderlyingReturnRateInformationSource, UnderlyingReturnRatePriceBasis, UnderlyingReturnRatePriceSequence, UnderlyingReturnRatePriceType, UnderlyingReturnRateQuoteMethod, UnderlyingReturnRateQuoteTimeType, UnderlyingReturnRateValuationDateBusinessDayConvention, UnderlyingReturnRateValuationDateOffsetDayType, UnderlyingReturnRateValuationDateOffsetPeriod, UnderlyingReturnRateValuationDateRelativeTo, UnderlyingReturnRateValuationDateType, UnderlyingReturnRateValuationEndDateOffsetDayType, UnderlyingReturnRateValuationEndDateOffsetPeriod, UnderlyingReturnRateValuationEndDateRelativeTo, UnderlyingReturnRateValuationFrequencyPeriod, UnderlyingReturnRateValuationPriceOption, UnderlyingReturnRateValuationStartDateOffsetDayType, UnderlyingReturnRateValuationStartDateOffsetPeriod, UnderlyingReturnRateValuationStartDateRelativeTo, UnderlyingReturnRateValuationTimeType, UnderlyingReturnTrigger, UnderlyingSecondaryAssetClass, UnderlyingSecondaryAssetSubClass, UnderlyingSecurityXMLLen, UnderlyingSettlDisruptionProvision, UnderlyingSettlMethodElectingPartySide, UnderlyingSettlMethodElectionDateBusinessDayConvention, UnderlyingSettlMethodElectionDateOffsetDayType, UnderlyingSettlMethodElectionDateOffsetPeriod, UnderlyingSettlMethodElectionDateRelativeTo, UnderlyingSettlPriceType, UnderlyingSettlRateFallbackRateSource, UnderlyingSettlRatePostponementCalculationAgent, UnderlyingSettlRatePostponementMaximumDays, UnderlyingSettlementType, UnderlyingShortSaleRestriction, UnderlyingStreamCalculationCorrectionPeriod, UnderlyingStreamCalculationFrequencyPeriod, UnderlyingStreamCalculationPeriodBusinessDayConvention, UnderlyingStreamCalculationPeriodDateType, UnderlyingStreamCommodityDataSourceIDType, UnderlyingStreamCommodityNearbySettlDayPeriod, UnderlyingStreamCommodityRateSource, UnderlyingStreamCommoditySettlDateBusinessDayConvention, UnderlyingStreamCommoditySettlDateRollPeriod, UnderlyingStreamCommoditySettlDay, UnderlyingStreamCommoditySettlDayType, UnderlyingStreamCommoditySettlFlowType, UnderlyingStreamCommoditySettlHolidaysProcessingInstruction, UnderlyingStreamCommoditySettlMonth, UnderlyingStreamCommoditySettlPeriodFrequencyPeriod, UnderlyingStreamCommoditySettlTimeType, UnderlyingStreamCommoditySettlTotalHours, UnderlyingStreamEffectiveDateBusinessDayConvention, UnderlyingStreamEffectiveDateOffsetDayType, UnderlyingStreamEffectiveDateOffsetPeriod, UnderlyingStreamEffectiveDateRelativeTo, UnderlyingStreamFirstPeriodStartDateBusinessDayConvention, UnderlyingStreamNotionalAdjustments, UnderlyingStreamNotionalCommodityFrequency, UnderlyingStreamNotionalFrequencyPeriod, UnderlyingStreamPaySide, UnderlyingStreamReceiveSide, UnderlyingStreamTerminationDateBusinessDayConvention, UnderlyingStreamTerminationDateOffsetDayType, UnderlyingStreamTerminationDateOffsetPeriod, UnderlyingStreamTerminationDateRelativeTo, UnderlyingStreamType, UnderlyingStrikeIndexQuote, UnderlyingStrikePriceBoundaryMethod, UnderlyingStrikePriceDeterminationMethod, UnderlyingSymbolPositionNumber, UnderlyingTradingUnitPeriodMultiplier, UndlyInstrumentPartyRole, UndlyInstrumentPartySubIDType, UnencodedAttachmentLen, UpfrontPriceType, UserRequestType, UserStatus, ValueCheckAction, ValueCheckType, VerificationMethod, XmlDataLen, YieldRedemptionPriceType

Instance Method Summary

• #getValue(*args) ⇒ Object
• #initialize(*args, self) ⇒ Object constructor
• #setValue(*args) ⇒ Object

Constructor Details

#initialize(*args, self) ⇒ Object

# File 'ext/quickfix/QuickfixRuby.cpp', line 29120

SWIGINTERN VALUE _wrap_new_IntField(int nargs, VALUE *args, VALUE self) {
  int argc;
  VALUE argv[2];
  int ii;
  
  argc = nargs;
  if (argc > 2) SWIG_fail;
  for (ii = 0; (ii < argc); ++ii) {
    argv[ii] = args[ii];
  }
  if (argc == 1) {
    int _v = 0;
    {
      int res = SWIG_AsVal_int(argv[0], NULL);
      _v = SWIG_CheckState(res);
    }
    if (_v) {
      return _wrap_new_IntField__SWIG_1(nargs, args, self);
    }
  }
  if (argc == 2) {
    int _v = 0;
    {
      int res = SWIG_AsVal_int(argv[0], NULL);
      _v = SWIG_CheckState(res);
    }
    if (_v) {
      {
        int res = SWIG_AsVal_int(argv[1], NULL);
        _v = SWIG_CheckState(res);
      }
      if (_v) {
        return _wrap_new_IntField__SWIG_0(nargs, args, self);
      }
    }
  }
  
fail:
  Ruby_Format_OverloadedError( argc, 2, "IntField.new", 
    "    IntField.new(int field, int data)\n"
    "    IntField.new(int field)\n");
  
  return Qnil;
}

Instance Method Details

#getValue(*args) ⇒ Object

# File 'ext/quickfix/QuickfixRuby.cpp', line 29206

SWIGINTERN VALUE
_wrap_IntField_getValue(int argc, VALUE *argv, VALUE self) {
  FIX::IntField *arg1 = (FIX::IntField *) 0 ;
  void *argp1 = 0 ;
  int res1 = 0 ;
  int result;
  VALUE vresult = Qnil;
  
  if ((argc < 0) || (argc > 0)) {
    rb_raise(rb_eArgError, "wrong # of arguments(%d for 0)",argc); SWIG_fail;
  }
  res1 = SWIG_ConvertPtr(self, &argp1,SWIGTYPE_p_FIX__IntField, 0 |  0 );
  if (!SWIG_IsOK(res1)) {
    SWIG_exception_fail(SWIG_ArgError(res1), Ruby_Format_TypeError( "", "FIX::IntField const *","getValue", 1, self )); 
  }
  arg1 = reinterpret_cast< FIX::IntField * >(argp1);
  {
    if(tryRubyException([&]() mutable 
        {
      result = (int)((FIX::IntField const *)arg1)->getValue();
          return self;
        fail:
          return Qnil;
        }) == Qnil) 
    {
      SWIG_fail;
    }
  }
  vresult = SWIG_From_int(static_cast< int >(result));
  return vresult;
fail:
  return Qnil;
}

#setValue(*args) ⇒ Object

# File 'ext/quickfix/QuickfixRuby.cpp', line 29166

SWIGINTERN VALUE
_wrap_IntField_setValue(int argc, VALUE *argv, VALUE self) {
  FIX::IntField *arg1 = (FIX::IntField *) 0 ;
  int arg2 ;
  void *argp1 = 0 ;
  int res1 = 0 ;
  int val2 ;
  int ecode2 = 0 ;
  
  if ((argc < 1) || (argc > 1)) {
    rb_raise(rb_eArgError, "wrong # of arguments(%d for 1)",argc); SWIG_fail;
  }
  res1 = SWIG_ConvertPtr(self, &argp1,SWIGTYPE_p_FIX__IntField, 0 |  0 );
  if (!SWIG_IsOK(res1)) {
    SWIG_exception_fail(SWIG_ArgError(res1), Ruby_Format_TypeError( "", "FIX::IntField *","setValue", 1, self )); 
  }
  arg1 = reinterpret_cast< FIX::IntField * >(argp1);
  ecode2 = SWIG_AsVal_int(argv[0], &val2);
  if (!SWIG_IsOK(ecode2)) {
    SWIG_exception_fail(SWIG_ArgError(ecode2), Ruby_Format_TypeError( "", "int","setValue", 2, argv[0] ));
  } 
  arg2 = static_cast< int >(val2);
  {
    if(tryRubyException([&]() mutable 
        {
      (arg1)->setValue(arg2);
          return self;
        fail:
          return Qnil;
        }) == Qnil) 
    {
      SWIG_fail;
    }
  }
  return Qnil;
fail:
  return Qnil;
}