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In one of the answers to this question jalf spoke about useful define NOMINMAX, that could prevent from unwanted defining min/max macros. Are there other useful defines that can help to control windows.h (or other Windows headers, for instance Microsoft C Runtime headers or STL implementation) behavior?

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The most commonly used is probably WIN32_LEAN_AND_MEAN - it disables rarely used parts of the API. You can find more on MSDN's Using the Windows Headers.

I remembered wrong about MSDN listing those defines, so here's list from windows.h:

/*  If defined, the following flags inhibit definition
 *     of the indicated items.
 *
 *  NOGDICAPMASKS     - CC_*, LC_*, PC_*, CP_*, TC_*, RC_
 *  NOVIRTUALKEYCODES - VK_*
 *  NOWINMESSAGES     - WM_*, EM_*, LB_*, CB_*
 *  NOWINSTYLES       - WS_*, CS_*, ES_*, LBS_*, SBS_*, CBS_*
 *  NOSYSMETRICS      - SM_*
 *  NOMENUS           - MF_*
 *  NOICONS           - IDI_*
 *  NOKEYSTATES       - MK_*
 *  NOSYSCOMMANDS     - SC_*
 *  NORASTEROPS       - Binary and Tertiary raster ops
 *  NOSHOWWINDOW      - SW_*
 *  OEMRESOURCE       - OEM Resource values
 *  NOATOM            - Atom Manager routines
 *  NOCLIPBOARD       - Clipboard routines
 *  NOCOLOR           - Screen colors
 *  NOCTLMGR          - Control and Dialog routines
 *  NODRAWTEXT        - DrawText() and DT_*
 *  NOGDI             - All GDI defines and routines
 *  NOKERNEL          - All KERNEL defines and routines
 *  NOUSER            - All USER defines and routines
 *  NONLS             - All NLS defines and routines
 *  NOMB              - MB_* and MessageBox()
 *  NOMEMMGR          - GMEM_*, LMEM_*, GHND, LHND, associated routines
 *  NOMETAFILE        - typedef METAFILEPICT
 *  NOMINMAX          - Macros min(a,b) and max(a,b)
 *  NOMSG             - typedef MSG and associated routines
 *  NOOPENFILE        - OpenFile(), OemToAnsi, AnsiToOem, and OF_*
 *  NOSCROLL          - SB_* and scrolling routines
 *  NOSERVICE         - All Service Controller routines, SERVICE_ equates, etc.
 *  NOSOUND           - Sound driver routines
 *  NOTEXTMETRIC      - typedef TEXTMETRIC and associated routines
 *  NOWH              - SetWindowsHook and WH_*
 *  NOWINOFFSETS      - GWL_*, GCL_*, associated routines
 *  NOCOMM            - COMM driver routines
 *  NOKANJI           - Kanji support stuff.
 *  NOHELP            - Help engine interface.
 *  NOPROFILER        - Profiler interface.
 *  NODEFERWINDOWPOS  - DeferWindowPos routines
 *  NOMCX             - Modem Configuration Extensions
 */

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