@sotatech/nest-quickfix
Version:
A powerful NestJS implementation of the FIX (Financial Information eXchange) protocol. Provides high-performance, reliable messaging for financial trading applications with built-in session management, message validation, and recovery mechanisms.
185 lines (184 loc) • 5.88 kB
TypeScript
export declare enum SecurityType {
EuroSupranationalCoupons = "EUSUPRA",
CorporateBond = "CORP",
ForeignExchangeContract = "FOR",
CommonStock = "CS",
Repurchase = "REPO",
BradyBond = "BRADY",
TermLoan = "TERM",
BankersAcceptance = "BA",
AssetBackedSecurities = "ABS",
OtherAnticipationNotes = "AN",
MutualFund = "MF",
FederalAgencyCoupon = "FAC",
CorporatePrivatePlacement = "CPP",
NonDeliverableForward = "FXNDF",
Cap = "CAP",
PreferredStock = "PS",
Forward = "FORWARD",
CanadianTreasuryNotes = "CAN",
RevolverLoan = "RVLV",
BankDepositoryNote = "BDN",
CanadianMortgageBonds = "CMB",
CertificateOfObligation = "COFO",
MultilegInstrument = "MLEG",
FederalAgencyDiscountNote = "FADN",
ConvertibleBond = "CB",
FXSpot = "FXSPOT",
CreditDefaultSwap = "CDS",
DepositoryReceipts = "DR",
BuySellback = "BUYSELL",
CanadianTreasuryBills = "CTB",
Revolver = "RVLVTRM",
BankNotes = "BN",
Corp = "CMBS",
CertificateOfParticipation = "COFP",
NoSecurityType = "NONE",
USTreasuryNoteOld = "UST",
PrivateExportFunding = "PEF",
DualCurrency = "DUAL",
FXForward = "FXFWD",
Collar = "CLLR",
SecuritiesLoan = "SECLOAN",
EuroSovereigns = "EUSOV",
BridgeLoan = "BRIDGE",
BillOfExchanges = "BOX",
CollateralizedMortgageObligation = "CMO",
GeneralObligationBonds = "GO",
USTreasuryBillOld = "USTB",
USDSupranationalCoupons = "SUPRA",
EuroCorporateBond = "EUCORP",
FXSwap = "FXSWAP",
CommoditySwap = "CMDTYSWAP",
SecuritiesPledge = "SECPLEDGE",
CanadianProvincialBonds = "PROV",
LetterOfCredit = "LOFC",
CanadianMoneyMarkets = "CAMM",
IOETTEMortgage = "IET",
MandatoryTender = "MT",
EuroCorporateFloatingRateNotes = "EUFRN",
NonDeliverableSwap = "FXNDS",
Exotic = "EXOTIC",
DeliveryVersusPledge = "DVPLDG",
TreasuryBill = "TB",
SwingLineFacility = "SWING",
CertificateOfDeposit = "CD",
MortgageBackedSecurities = "MBS",
RevenueAnticipationNote = "RAN",
Wildcard = "?",
USCorporateFloatingRateNotes = "FRN",
FXBankNote = "FXBN",
OptionsOnCombo = "OOC",
Floor = "FLR",
CollateralBasket = "COLLBSKT",
USTreasuryBond = "TBOND",
DebtorInPossession = "DINP",
CallLoans = "CL",
MortgageInterestOnly = "MIO",
RevenueBonds = "REV",
Cash = "CASH",
IndexedLinked = "XLINKD",
ForeignCurrencyDiscountNote = "FXDN",
FRA = "FRA",
StructuredFinanceProduct = "SFP",
InterestStripFromAnyBondOrNote = "TINT",
Defaulted = "DEFLTED",
CommercialPaper = "CP",
MortgagePrincipalOnly = "MPO",
SpecialAssessment = "SPCLA",
Other = "Other",
StructuredNotes = "STRUCT",
Future = "FUT",
USTreasuryBill = "TBILL",
TreasuryInflationProtectedSecurities = "TIPS",
Withdrawn = "WITHDRN",
DepositNotes = "DN",
MortgagePrivatePlacement = "MPP",
SpecialObligation = "SPCLO",
ExchangeTradedNote = "ETN",
YankeeCorporateBond = "YANK",
DerivativeForward = "FWD",
MarginLoan = "MRGNLOAN",
PrincipalStripOfACallableBondOrNote = "TCAL",
Replaced = "REPLACD",
EuroCertificateOfDeposit = "EUCD",
MiscellaneousPassThrough = "MPT",
SpecialTax = "SPCLT",
OffshoreIssuedChineseYuanCorporateBond = "DIMSUMCORP",
InterestRateSwap = "IRS",
TotalReturnSwap = "TRS",
PrincipalStripFromANonCallableBondOrNote = "TPRN",
Matured = "MATURED",
EuroCommercialPaper = "EUCP",
Pfandbrief = "PFAND",
TaxAnticipationNote = "TAN",
SecuritizedDerivative = "SECDERIV",
PreferredCorporateBond = "PRCORP",
LoanLease = "LOANLEASE",
USTreasuryNote = "TNOTE",
Amended = "AMENDED",
LiquidityNote = "LQN",
ToBeAnnounced = "TBA",
TaxAllocation = "TAXA",
ExchangeTradedFund = "ETF",
OffshoreIssuedChineseYuanSovereignBond = "DIMSUMSOV",
Retired = "RETIRED",
MediumTermNotes = "MTN",
TaxExemptCommercialPaper = "TECP",
DigitalAsset = "DIGITAL",
OptionsOnFutures = "OOF",
SovereignBond = "SOV",
Overnight = "ONITE",
TaxableMunicipalCP = "TMCP",
OptionsOnPhysical = "OOP",
USTreasuryFloatingRateNote = "TFRN",
PromissoryNote = "PN",
ShortTermLoanNote = "STN",
TaxRevenueAnticipationNote = "TRAN",
Option = "OPT",
PlazosFijos = "PZFJ",
VariableRateDemandNote = "VRDN",
SpotForward = "SPOTFWD",
SecuredLiquidityNote = "SLQN",
Warrant = "WAR",
SwapOption = "SWAPTION",
TimeDeposit = "TD",
MunicipalInterestBearingCommercialPaper = "MCPIB",
Transmission = "XMISSION",
TaxableMunicipalBond = "TMB",
Index = "INDEX",
TermLiquidityNote = "TLQN",
VariableRateDemandObligation = "VRDO",
BondBasket = "BDBSKT",
ExtendedCommNote = "XCN",
ContractForDifference = "CFD",
YankeeCertificateOfDeposit = "YCD",
CorrelationSwap = "CRLTNSWAP",
BankAcceptedBill = "BAB",
DiviendSwap = "DVDNDSWAP",
ShortTermBankNote = "BNST",
EquityBasket = "EQBSKT",
CallableCommercialPaper = "CLCP",
EquityForward = "EQFWD",
CommercialNote = "CN",
ReturnSwap = "RTRNSWAP",
InterestBearingCommercialPaper = "CPIB",
VarianceSwap = "VARSWAP",
EuroMediumTermNote = "EUMTN",
PortfolioSwaps = "PRTFLIOSWAP",
EuroNegotiableCommercialPaper = "EUNCP",
FuturesOnASwap = "FUTSWAP",
EuroStructuredLiquidityNote = "EUSTLQN",
ForwardsOnASwap = "FWDSWAP",
EuroTimeDeposit = "EUTD",
ForwardFreightAgreement = "FWDFRTAGMT",
JumboCertificateOfDeposit = "JCD",
SpreadBetting = "SPREADBET",
MoneyMarketFund = "MMF",
ExchangeTradedCommodity = "ETC",
MasterNote = "MN",
NegotiableCertificateOfDeposit = "NCD",
NegotiableCommercialPaper = "NCP",
RetailCertificateOfDeposit = "RCD",
TermDepositReceipt = "TDR"
}