@sotatech/node-fixjs
Version:
FIX Protocol Parser for Node.js
1,953 lines (1,952 loc) • 5.8 MB
JavaScript
var __defProp = Object.defineProperty;
var __export = (target, all) => {
for (var name in all)
__defProp(target, name, { get: all[name], enumerable: true });
};
// src/spec/SpecEnums.ts
var batch1 = [
{
name: "Buy",
id: "4001",
value: "B",
sort: 1,
added: "FIX.2.7",
tag: 4,
type: "char",
codeSet: "AdvSideCodeSet",
description: "Buy"
},
{
name: "Sell",
id: "4002",
value: "S",
sort: 2,
added: "FIX.2.7",
tag: 4,
type: "char",
codeSet: "AdvSideCodeSet",
description: "Sell"
},
{
name: "Trade",
id: "4003",
value: "T",
sort: 3,
added: "FIX.2.7",
tag: 4,
type: "char",
codeSet: "AdvSideCodeSet",
description: "Trade"
},
{
name: "Cross",
id: "4004",
value: "X",
sort: 4,
added: "FIX.2.7",
tag: 4,
type: "char",
codeSet: "AdvSideCodeSet",
description: "Cross"
},
{
name: "New",
id: "5001",
value: "N",
sort: 1,
added: "FIX.2.7",
tag: 5,
type: "String",
codeSet: "AdvTransTypeCodeSet",
description: "New"
},
{
name: "Cancel",
id: "5002",
value: "C",
sort: 2,
added: "FIX.2.7",
tag: 5,
type: "String",
codeSet: "AdvTransTypeCodeSet",
description: "Cancel"
},
{
name: "Replace",
id: "5003",
value: "R",
sort: 3,
added: "FIX.2.7",
tag: 5,
type: "String",
codeSet: "AdvTransTypeCodeSet",
description: "Replace"
},
{
name: "FIX42",
id: "8001",
value: "FIX.4.2",
sort: 1,
added: "FIX.Latest",
addedEP: "270",
tag: 8,
type: "String",
codeSet: "BeginStringCodeSet",
description: "Session profile FIX.4.2"
},
{
name: "FIX44",
id: "8002",
value: "FIX.4.4",
sort: 2,
added: "FIX.Latest",
addedEP: "270",
tag: 8,
type: "String",
codeSet: "BeginStringCodeSet",
description: "Session profile FIX4"
},
{
name: "FIXT11",
id: "8003",
value: "FIXT.1.1",
sort: 3,
added: "FIX.Latest",
addedEP: "270",
tag: 8,
type: "String",
codeSet: "BeginStringCodeSet",
description: "Session profile FIXT or LFXIT\n\nThe choice between FIXT and LFIXT is subject to counterparty agreement."
},
{
name: "PerUnit",
id: "13001",
value: "1",
sort: 1,
added: "FIX.2.7",
updated: "FIX.5.0SP2",
updatedEP: "204",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet",
description: "Amount per unit\n\nImplying shares, par, currency, physical unit etc. Use CommissionUnitOfMeasure(1238) to clarify for commodities."
},
{
name: "Percent",
id: "13002",
value: "2",
sort: 2,
added: "FIX.2.7",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet",
description: "Percent"
},
{
name: "Absolute",
id: "13003",
value: "3",
sort: 3,
added: "FIX.2.7",
updated: "FIX.5.0SP2",
updatedEP: "204",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet",
description: "Absolute\n\nTotal monetary amount."
},
{
name: "PercentageWaivedCashDiscount",
id: "13004",
value: "4",
sort: 4,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "204",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet",
description: "Percentage waived, cash discount basis\n\nFor use with CIV buy orders."
},
{
name: "PercentageWaivedEnhancedUnits",
id: "13005",
value: "5",
sort: 5,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "204",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet",
description: "Percentage waived, enhanced units basis\n\nFor use with CIV buy orders."
},
{
name: "PointsPerBondOrContract",
id: "13006",
value: "6",
sort: 6,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "204",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet",
description: "Points per bond or contract\n\nSpecify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention, e.g. 1000 par for bonds."
},
{
name: "BasisPoints",
id: "13007",
value: "7",
sort: 7,
added: "FIX.5.0SP2",
addedEP: "208",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet",
description: "Basis points\n\nThe commission is expressed in basis points in reference to the gross price of the reference asset."
},
{
name: "AmountPerContract",
id: "13008",
value: "8",
sort: 8,
added: "FIX.5.0SP2",
addedEP: "204",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet",
description: "Amount per contract\n\nSpecify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention."
},
{
name: "StayOnOfferSide",
id: "18001",
value: "0",
sort: 1,
added: "FIX.2.7",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Stay on offer side"
},
{
name: "NotHeld",
id: "18002",
value: "1",
sort: 2,
added: "FIX.2.7",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Not held"
},
{
name: "Work",
id: "18003",
value: "2",
sort: 3,
added: "FIX.2.7",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Work"
},
{
name: "GoAlong",
id: "18004",
value: "3",
sort: 4,
added: "FIX.2.7",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Go along"
},
{
name: "OverTheDay",
id: "18005",
value: "4",
sort: 5,
added: "FIX.2.7",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Over the day"
},
{
name: "Held",
id: "18006",
value: "5",
sort: 6,
added: "FIX.2.7",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Held"
},
{
name: "ParticipateDoNotInitiate",
id: "18007",
value: "6",
sort: 7,
added: "FIX.2.7",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Participate don't initiate"
},
{
name: "StrictScale",
id: "18008",
value: "7",
sort: 8,
added: "FIX.2.7",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Strict scale"
},
{
name: "TryToScale",
id: "18009",
value: "8",
sort: 9,
added: "FIX.2.7",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Try to scale"
},
{
name: "StayOnBidSide",
id: "18010",
value: "9",
sort: 10,
added: "FIX.2.7",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Stay on bid side"
},
{
name: "NoCross",
id: "18011",
value: "A",
sort: 11,
added: "FIX.2.7",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "No cross\n\nCross is forbidden."
},
{
name: "OKToCross",
id: "18012",
value: "B",
sort: 12,
added: "FIX.2.7",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "OK to cross"
},
{
name: "CallFirst",
id: "18013",
value: "C",
sort: 13,
added: "FIX.2.7",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Call first"
},
{
name: "PercentOfVolume",
id: "18014",
value: "D",
sort: 14,
added: "FIX.2.7",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Percent of volume\n\nIndicates that the sender does not want to be all of the volume on the floor vs. a specific percentage."
},
{
name: "DoNotIncrease",
id: "18015",
value: "E",
sort: 15,
added: "FIX.2.7",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Do not increase - DNI"
},
{
name: "DoNotReduce",
id: "18016",
value: "F",
sort: 16,
added: "FIX.2.7",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Do not reduce - DNR"
},
{
name: "AllOrNone",
id: "18017",
value: "G",
sort: 17,
added: "FIX.2.7",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "All or none - AON"
},
{
name: "ReinstateOnSystemFailure",
id: "18018",
value: "H",
sort: 18,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Reinstate on system failure\n\nMutually exclusive with Q and l (lower case L)."
},
{
name: "InstitutionsOnly",
id: "18019",
value: "I",
sort: 19,
added: "FIX.3.0",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Institutions only"
},
{
name: "ReinstateOnTradingHalt",
id: "18020",
value: "J",
sort: 20,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Reinstate on trading halt\n\nMutually exclusive with K and m."
},
{
name: "CancelOnTradingHalt",
id: "18021",
value: "K",
sort: 21,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Cancel on trading halt\n\nMutually exclusive with J and m."
},
{
name: "LastPeg",
id: "18022",
value: "L",
sort: 22,
added: "FIX.3.0",
deprecated: "FIX.5.0",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Last peg (last sale)"
},
{
name: "MidPricePeg",
id: "18023",
value: "M",
sort: 23,
added: "FIX.3.0",
deprecated: "FIX.5.0",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Mid-price peg (midprice of inside quote)"
},
{
name: "NonNegotiable",
id: "18024",
value: "N",
sort: 24,
added: "FIX.3.0",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Non-negotiable"
},
{
name: "OpeningPeg",
id: "18025",
value: "O",
sort: 25,
added: "FIX.3.0",
deprecated: "FIX.5.0",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Opening peg"
},
{
name: "MarketPeg",
id: "18026",
value: "P",
sort: 26,
added: "FIX.3.0",
deprecated: "FIX.5.0",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Market peg"
},
{
name: "CancelOnSystemFailure",
id: "18027",
value: "Q",
sort: 27,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Cancel on system failure\n\nMutually exclusive with H and l(lower case L)."
},
{
name: "PrimaryPeg",
id: "18028",
value: "R",
sort: 28,
added: "FIX.3.0",
updated: "FIX.5.0SP2",
updatedEP: "134",
deprecated: "FIX.5.0",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Primary peg\n\nPrimary market - buy at bid, sell at offer."
},
{
name: "Suspend",
id: "18029",
value: "S",
sort: 29,
added: "FIX.3.0",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Suspend"
},
{
name: "FixedPegToLocalBestBidOrOfferAtTimeOfOrder",
id: "18030",
value: "T",
sort: 30,
added: "FIX.4.4",
addedEP: "35",
updated: "FIX.5.0SP2",
updatedEP: "134",
deprecated: "FIX.5.0",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Fixed peg to local best bid or offer at time of order"
},
{
name: "CustomerDisplayInstruction",
id: "18031",
value: "U",
sort: 31,
added: "FIX.4.1",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Customer display instruction\n\nUsed in US Markets for: SEC Rule 11Ac1-1/4."
},
{
name: "Netting",
id: "18032",
value: "V",
sort: 32,
added: "FIX.4.1",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Netting (for Forex)"
},
{
name: "PegToVWAP",
id: "18033",
value: "W",
sort: 33,
added: "FIX.4.2",
deprecated: "FIX.5.0",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Peg to VWAP"
},
{
name: "TradeAlong",
id: "18034",
value: "X",
sort: 34,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Trade along"
},
{
name: "TryToStop",
id: "18035",
value: "Y",
sort: 35,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Try to stop"
},
{
name: "CancelIfNotBest",
id: "18036",
value: "Z",
sort: 36,
added: "FIX.4.4",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Cancel if not best"
},
{
name: "TrailingStopPeg",
id: "18037",
value: "a",
sort: 37,
added: "FIX.4.4",
updated: "FIX.5.0SP2",
updatedEP: "134",
deprecated: "FIX.5.0",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Trailing stop peg"
},
{
name: "StrictLimit",
id: "18038",
value: "b",
sort: 38,
added: "FIX.4.4",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Strict limit\n\nNo price improvement."
},
{
name: "IgnorePriceValidityChecks",
id: "18039",
value: "c",
sort: 39,
added: "FIX.4.4",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Ignore price validity checks"
},
{
name: "PegToLimitPrice",
id: "18040",
value: "d",
sort: 40,
added: "FIX.4.4",
updated: "FIX.5.0SP2",
updatedEP: "134",
deprecated: "FIX.5.0",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Peg to limit price"
},
{
name: "WorkToTargetStrategy",
id: "18041",
value: "e",
sort: 41,
added: "FIX.4.4",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Work to target strategy"
},
{
name: "IntermarketSweep",
id: "18042",
value: "f",
sort: 42,
added: "FIX.4.4",
addedEP: "6",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Intermarket sweep"
},
{
name: "ExternalRoutingAllowed",
id: "18043",
value: "g",
sort: 43,
added: "FIX.4.4",
addedEP: "14",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "External routing allowed"
},
{
name: "ExternalRoutingNotAllowed",
id: "18044",
value: "h",
sort: 44,
added: "FIX.4.4",
addedEP: "14",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "External routing not allowed"
},
{
name: "ImbalanceOnly",
id: "18045",
value: "i",
sort: 45,
added: "FIX.4.4",
addedEP: "22",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Imbalance only"
},
{
name: "SingleExecutionRequestedForBlockTrade",
id: "18046",
value: "j",
sort: 46,
added: "FIX.4.4",
addedEP: "6",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Single execution requested for block trade"
},
{
name: "BestExecution",
id: "18047",
value: "k",
sort: 47,
added: "FIX.4.4",
addedEP: "35",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Best execution"
},
{
name: "SuspendOnSystemFailure",
id: "18048",
value: "l",
sort: 48,
added: "FIX.5.0",
addedEP: "58",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Suspend on system failure\n\nMutually exclusive with H and Q."
},
{
name: "SuspendOnTradingHalt",
id: "18049",
value: "m",
sort: 49,
added: "FIX.5.0",
addedEP: "58",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Suspend on trading halt\n\nMutually exclusive with J and K."
},
{
name: "ReinstateOnConnectionLoss",
id: "18050",
value: "n",
sort: 50,
added: "FIX.5.0",
addedEP: "58",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Reinstate on connection loss\n\nMutually exclusive with o and p."
},
{
name: "CancelOnConnectionLoss",
id: "18051",
value: "o",
sort: 51,
added: "FIX.5.0",
addedEP: "58",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Cancel on connection loss\n\nMutually exclusive with n and p."
},
{
name: "SuspendOnConnectionLoss",
id: "18052",
value: "p",
sort: 52,
added: "FIX.5.0",
addedEP: "58",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Suspend on connection loss\n\nMutually exclusive with n and o."
},
{
name: "Release",
id: "18053",
value: "q",
sort: 53,
added: "FIX.5.0",
addedEP: "58",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Release\n\nMutually exclusive with S and w."
},
{
name: "ExecuteAsDeltaNeutral",
id: "18054",
value: "r",
sort: 54,
added: "FIX.5.0",
addedEP: "59",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Execute as delta neutral using volatility provided"
},
{
name: "ExecuteAsDurationNeutral",
id: "18055",
value: "s",
sort: 55,
added: "FIX.5.0",
addedEP: "59",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Execute as duration neutral"
},
{
name: "ExecuteAsFXNeutral",
id: "18056",
value: "t",
sort: 56,
added: "FIX.5.0",
addedEP: "59",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Execute as FX neutral"
},
{
name: "MinGuaranteedFillEligible",
id: "18057",
value: "u",
sort: 57,
added: "FIX.5.0SP2",
addedEP: "101",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Minimum guaranteed fill eligible"
},
{
name: "BypassNonDisplayLiquidity",
id: "18058",
value: "v",
sort: 58,
added: "FIX.5.0SP2",
addedEP: "101",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Bypass non-displayed liquidity"
},
{
name: "Lock",
id: "18059",
value: "w",
sort: 59,
added: "FIX.5.0SP2",
addedEP: "131",
updated: "FIX.5.0SP2",
updatedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Lock\n\nMutually exclusive with q."
},
{
name: "IgnoreNotionalValueChecks",
id: "18060",
value: "x",
sort: 60,
added: "FIX.5.0SP2",
addedEP: "134",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Ignore notional value checks"
},
{
name: "TrdAtRefPx",
id: "18061",
value: "y",
sort: 61,
added: "FIX.5.0SP2",
addedEP: "210",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Trade at reference price\n\nIn the context of Reg NMS and the Tick Size Pilot Program, this is intended to indicate the order should Trade At Intermarket Sweep Order (TAISO) price."
},
{
name: "AllowFacilitation",
id: "18062",
value: "z",
sort: 62,
added: "FIX.5.0SP2",
addedEP: "251",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet",
description: "Allow facilitation\n\nExpress explicit consent to receive facilitation services from the counterparty. Facilitation services are when an institutional client allows a broker to assume a risk-taking principal position rather than an agency position, to obtain liquidity or achieve a guaranteed execution price on the client's behalf. Interpretation of absence of this value needs to be bilaterally agreed, if applicable. In the context of Hong Kong's SFC, this can be used to comply with SFC regulations for disclosure of client facilitation."
},
{
name: "AutomatedExecutionNoIntervention",
id: "21001",
value: "1",
sort: 1,
added: "FIX.2.7",
tag: 21,
type: "char",
codeSet: "HandlInstCodeSet",
description: "Automated execution order, private, no Broker intervention"
},
{
name: "AutomatedExecutionInterventionOK",
id: "21002",
value: "2",
sort: 2,
added: "FIX.2.7",
tag: 21,
type: "char",
codeSet: "HandlInstCodeSet",
description: "Automated execution order, public, Broker intervention OK"
},
{
name: "ManualOrder",
id: "21003",
value: "3",
sort: 3,
added: "FIX.2.7",
tag: 21,
type: "char",
codeSet: "HandlInstCodeSet",
description: "Manual order, best execution"
},
{
name: "CUSIP",
id: "22001",
value: "1",
sort: 1,
added: "FIX.2.7",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "CUSIP"
},
{
name: "SEDOL",
id: "22002",
value: "2",
sort: 2,
added: "FIX.2.7",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "SEDOL"
},
{
name: "QUIK",
id: "22003",
value: "3",
sort: 3,
added: "FIX.2.7",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "QUIK"
},
{
name: "ISINNumber",
id: "22004",
value: "4",
sort: 4,
added: "FIX.3.0",
updated: "FIX.5.0SP2",
updatedEP: "232",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "ISIN"
},
{
name: "RICCode",
id: "22005",
value: "5",
sort: 5,
added: "FIX.3.0",
updated: "FIX.5.0SP2",
updatedEP: "232",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "RIC"
},
{
name: "ISOCurrencyCode",
id: "22006",
value: "6",
sort: 6,
added: "FIX.4.1",
updated: "FIX.Latest",
updatedEP: "273",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "ISO Currency Code (ISO 4217)"
},
{
name: "ISOCountryCode",
id: "22007",
value: "7",
sort: 7,
added: "FIX.4.1",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "ISO Country Code"
},
{
name: "ExchangeSymbol",
id: "22008",
value: "8",
sort: 8,
added: "FIX.4.2",
updated: "FIX.5.0SP2",
updatedEP: "119",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Exchange symbol"
},
{
name: "ConsolidatedTapeAssociation",
id: "22009",
value: "9",
sort: 9,
added: "FIX.4.2",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)"
},
{
name: "BloombergSymbol",
id: "22010",
value: "A",
sort: 10,
added: "FIX.4.3",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Bloomberg Symbol"
},
{
name: "Wertpapier",
id: "22011",
value: "B",
sort: 11,
added: "FIX.4.3",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Wertpapier"
},
{
name: "Dutch",
id: "22012",
value: "C",
sort: 12,
added: "FIX.4.3",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Dutch"
},
{
name: "Valoren",
id: "22013",
value: "D",
sort: 13,
added: "FIX.4.3",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Valoren"
},
{
name: "Sicovam",
id: "22014",
value: "E",
sort: 14,
added: "FIX.4.3",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Sicovam"
},
{
name: "Belgian",
id: "22015",
value: "F",
sort: 15,
added: "FIX.4.3",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Belgian"
},
{
name: "Common",
id: "22016",
value: "G",
sort: 16,
added: "FIX.4.3",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: '"Common" (Clearstream and Euroclear)'
},
{
name: "ClearingHouse",
id: "22017",
value: "H",
sort: 17,
added: "FIX.4.4",
updated: "FIX.5.0SP2",
updatedEP: "119",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Clearing house / Clearing organization"
},
{
name: "ISDAFpMLSpecification",
id: "22018",
value: "I",
sort: 18,
added: "FIX.4.4",
updated: "FIX.5.0SP2",
updatedEP: "119",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "ISDA/FpML product specification (XML in SecurityXML(1185))"
},
{
name: "OptionPriceReportingAuthority",
id: "22019",
value: "J",
sort: 19,
added: "FIX.4.4",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Option Price Reporting Authority"
},
{
name: "ISDAFpMLURL",
id: "22020",
value: "K",
sort: 20,
added: "FIX.4.4",
addedEP: "15",
updated: "FIX.5.0SP2",
updatedEP: "119",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "ISDA/FpML product URL (URL in SecurityID(48))"
},
{
name: "LetterOfCredit",
id: "22021",
value: "L",
sort: 21,
added: "FIX.4.4",
addedEP: "8",
updated: "FIX.5.0SP2",
updatedEP: "119",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Letter of credit"
},
{
name: "MarketplaceAssignedIdentifier",
id: "22022",
value: "M",
sort: 22,
added: "FIX.5.0",
addedEP: "58",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Marketplace-assigned Identifier"
},
{
name: "MarkitREDEntityCLIP",
id: "22023",
value: "N",
sort: 23,
added: "FIX.5.0SP2",
addedEP: "119",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Markit RED entity CLIP"
},
{
name: "MarkitREDPairCLIP",
id: "22024",
value: "P",
sort: 24,
added: "FIX.5.0SP2",
addedEP: "119",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Markit RED pair CLIP"
},
{
name: "CFTCCommodityCode",
id: "22025",
value: "Q",
sort: 25,
added: "FIX.5.0SP2",
addedEP: "140",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "CFTC commodity code"
},
{
name: "ISDACommodityReferencePrice",
id: "22026",
value: "R",
sort: 26,
added: "FIX.5.0SP2",
addedEP: "140",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "ISDA Commodity Reference Price"
},
{
name: "FinancialInstrumentGlobalIdentifier",
id: "22027",
value: "S",
sort: 27,
added: "FIX.5.0SP2",
addedEP: "158",
updated: "FIX.5.0SP2",
updatedEP: "202",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: 'Financial Instrument Global Identifier\n\nAn Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID".'
},
{
name: "LegalEntityIdentifier",
id: "22028",
value: "T",
sort: 28,
added: "FIX.5.0SP2",
addedEP: "161",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Legal entity identifier"
},
{
name: "Synthetic",
id: "22029",
value: "U",
sort: 29,
added: "FIX.5.0SP2",
addedEP: "187",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Synthetic\n\nUsed to specify that the security identifier is synthetic for linking nested underliers when there is no market identifier for the collection."
},
{
name: "FidessaInstrumentMnemonic",
id: "22030",
value: "V",
sort: 30,
added: "FIX.5.0SP2",
addedEP: "220",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Fidessa Instrument Mnemonic (FIM)"
},
{
name: "IndexName",
id: "22031",
value: "W",
sort: 31,
added: "FIX.5.0SP2",
addedEP: "232",
updated: "FIX.Latest",
updatedEP: "282",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: 'Index name\n\nStandard name of the index or rate index, e.g. "LIBOR" or "iTraxx Australia".'
},
{
name: "UniformSymbol",
id: "22032",
value: "X",
sort: 32,
added: "FIX.5.0SP2",
addedEP: "242",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Uniform Symbol (UMTF Symbol)"
},
{
name: "DigitalTokenIdentifier",
id: "22033",
value: "Y",
sort: 33,
added: "FIX.Latest",
addedEP: "273",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet",
description: "Digital Token Identifier (ISO 24165)"
},
{
name: "High",
id: "25001",
value: "H",
sort: 1,
added: "FIX.2.7",
tag: 25,
type: "char",
codeSet: "IOIQltyIndCodeSet",
description: "High"
},
{
name: "Low",
id: "25002",
value: "L",
sort: 2,
added: "FIX.2.7",
tag: 25,
type: "char",
codeSet: "IOIQltyIndCodeSet",
description: "Low"
},
{
name: "Medium",
id: "25003",
value: "M",
sort: 3,
added: "FIX.2.7",
tag: 25,
type: "char",
codeSet: "IOIQltyIndCodeSet",
description: "Medium"
},
{
name: "Small",
id: "27001",
value: "S",
sort: 2,
added: "FIX.4.4",
addedEP: "25",
tag: 27,
type: "String",
codeSet: "IOIQtyCodeSet",
description: "Small"
},
{
name: "Medium",
id: "27002",
value: "M",
sort: 3,
added: "FIX.4.4",
addedEP: "25",
tag: 27,
type: "String",
codeSet: "IOIQtyCodeSet",
description: "Medium"
},
{
name: "Large",
id: "27003",
value: "L",
sort: 4,
added: "FIX.4.4",
addedEP: "25",
tag: 27,
type: "String",
codeSet: "IOIQtyCodeSet",
description: "Large"
},
{
name: "UndisclosedQuantity",
id: "27004",
value: "U",
sort: 5,
added: "FIX.4.4",
addedEP: "25",
tag: 27,
type: "String",
codeSet: "IOIQtyCodeSet",
description: "Undisclosed Quantity"
},
{
name: "New",
id: "28001",
value: "N",
sort: 1,
added: "FIX.2.7",
tag: 28,
type: "char",
codeSet: "IOITransTypeCodeSet",
description: "New"
},
{
name: "Cancel",
id: "28002",
value: "C",
sort: 2,
added: "FIX.2.7",
tag: 28,
type: "char",
codeSet: "IOITransTypeCodeSet",
description: "Cancel"
},
{
name: "Replace",
id: "28003",
value: "R",
sort: 3,
added: "FIX.2.7",
tag: 28,
type: "char",
codeSet: "IOITransTypeCodeSet",
description: "Replace"
},
{
name: "Agent",
id: "29001",
value: "1",
sort: 1,
added: "FIX.2.7",
tag: 29,
type: "char",
codeSet: "LastCapacityCodeSet",
description: "Agent"
},
{
name: "CrossAsAgent",
id: "29002",
value: "2",
sort: 2,
added: "FIX.2.7",
tag: 29,
type: "char",
codeSet: "LastCapacityCodeSet",
description: "Cross as agent"
},
{
name: "CrossAsPrincipal",
id: "29003",
value: "3",
sort: 3,
added: "FIX.2.7",
tag: 29,
type: "char",
codeSet: "LastCapacityCodeSet",
description: "Cross as principal"
},
{
name: "Principal",
id: "29004",
value: "4",
sort: 4,
added: "FIX.2.7",
tag: 29,
type: "char",
codeSet: "LastCapacityCodeSet",
description: "Principal"
},
{
name: "RisklessPrincipal",
id: "29005",
value: "5",
sort: 5,
added: "FIX.5.0SP2",
addedEP: "222",
tag: 29,
type: "char",
codeSet: "LastCapacityCodeSet",
description: "Riskless principal"
},
{
name: "Heartbeat",
id: "35001",
value: "0",
sort: 1,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "Heartbeat\n\nThe Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received."
},
{
name: "TestRequest",
id: "35002",
value: "1",
sort: 2,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "TestRequest\n\nThe test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID."
},
{
name: "ResendRequest",
id: "35003",
value: "2",
sort: 3,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "ResendRequest\n\nThe resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process."
},
{
name: "Reject",
id: "35004",
value: "3",
sort: 4,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "Reject\n\nThe reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks."
},
{
name: "SequenceReset",
id: "35005",
value: "4",
sort: 5,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "SequenceReset\n\nThe sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side."
},
{
name: "Logout",
id: "35006",
value: "5",
sort: 6,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "Logout\n\nThe logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition."
},
{
name: "IOI",
id: "35007",
value: "6",
sort: 7,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "IOI\n\nIndication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade.\n\nIndication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID."
},
{
name: "Advertisement",
id: "35008",
value: "7",
sort: 8,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "Advertisement\n\nAdvertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID."
},
{
name: "ExecutionReport",
id: "35009",
value: "8",
sort: 9,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "ExecutionReport\n\nThe execution report message is used to:\n\n1. confirm the receipt of an order\n\n2. confirm changes to an existing order (i.e. accept cancel and replace requests)\n\n3. relay order status information\n\n4. relay fill information on working orders\n\n5. relay fill information on tradeable or restricted tradeable quotes\n\n6. reject orders\n\n7. report post-trade fees calculations associated with a trade"
},
{
name: "OrderCancelReject",
id: "35010",
value: "9",
sort: 10,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "OrderCancelReject\n\nThe order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored."
},
{
name: "Logon",
id: "35011",
value: "A",
sort: 11,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "Logon\n\nThe logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session."
},
{
name: "News",
id: "35012",
value: "B",
sort: 12,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "News\n\nThe news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues."
},
{
name: "Email",
id: "35013",
value: "C",
sort: 13,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "Email\n\nThe email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties."
},
{
name: "NewOrderSingle",
id: "35014",
value: "D",
sort: 14,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "NewOrderSingle\n\nThe new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.\n\nThe New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution."
},
{
name: "NewOrderList",
id: "35015",
value: "E",
sort: 15,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "NewOrderList\n\nThe NewOrderList Message can be used in one of two ways depending on which market conventions are being followed."
},
{
name: "OrderCancelRequest",
id: "35016",
value: "F",
sort: 16,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "OrderCancelRequest\n\nThe order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order)."
},
{
name: "OrderCancelReplaceRequest",
id: "35017",
value: "G",
sort: 17,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "OrderCancelReplaceRequest\n\nThe order cancel/replace request is used to change the parameters of an existing order.\n\nDo not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose."
},
{
name: "OrderStatusRequest",
id: "35018",
value: "H",
sort: 18,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "OrderStatusRequest\n\nThe order status request message is used by the institution to generate an order status message back from the broker."
},
{
name: "AllocationInstruction",
id: "35019",
value: "J",
sort: 19,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "AllocationInstruction\n\nThe AllocationInstruction(35=J) message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts."
},
{
name: "ListCancelRequest",
id: "35020",
value: "K",
sort: 20,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "ListCancelRequest\n\nThe List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution."
},
{
name: "ListExecute",
id: "35021",
value: "L",
sort: 21,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "ListExecute\n\nThe List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation."
},
{
name: "ListStatusRequest",
id: "35022",
value: "M",
sort: 22,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "ListStatusRequest\n\nThe list status request message type is used by institutions to instruct the broker to generate status messages for a list."
},
{
name: "ListStatus",
id: "35023",
value: "N",
sort: 23,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "ListStatus\n\nThe list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request."
},
{
name: "AllocationInstructionAck",
id: "35024",
value: "P",
sort: 24,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "AllocationInstructionAck\n\nIn versions of FIX prior to version 4.4, this message was known as the Allocation ACK message.\n\nThe Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message."
},
{
name: "DontKnowTrade",
id: "35025",
value: "Q",
sort: 25,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "DontKnowTrade\n\nThe Don\u2019t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message."
},
{
name: "QuoteRequest",
id: "35026",
value: "R",
sort: 26,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "QuoteRequest\n\nIn some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ)"
},
{
name: "Quote",
id: "35027",
value: "S",
sort: 27,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "Quote\n\nThe Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets."
},
{
name: "SettlementInstructions",
id: "35028",
value: "T",
sort: 28,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: 'SettlementInstructions\n\nThe Settlement Instructions message provides the broker\u2019s, the institution\u2019s, or the intermediary\u2019s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager.'
},
{
name: "MarketDataRequest",
id: "35029",
value: "V",
sort: 29,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "MarketDataRequest\n\nSome systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set."
},
{
name: "MarketDataSnapshotFullRefresh",
id: "35030",
value: "W",
sort: 30,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "MarketDataSnapshotFullRefresh\n\nThe Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these."
},
{
name: "MarketDataIncrementalRefresh",
id: "35031",
value: "X",
sort: 31,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "MarketDataIncrementalRefresh\n\nThe Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted."
},
{
name: "MarketDataRequestReject",
id: "35032",
value: "Y",
sort: 32,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "MarketDataRequestReject\n\nThe Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used."
},
{
name: "QuoteCancel",
id: "35033",
value: "Z",
sort: 33,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "QuoteCancel\n\nThe Quote Cancel message is used by an originator of quotes to cancel quotes.\n\nThe Quote Cancel message supports cancellation of:\n\n\u2022 All quotes\n\n\u2022 Quotes for a specific symbol or security ID\n\n\u2022 All quotes for a security type\n\n\u2022 All quotes for an underlying"
},
{
name: "QuoteStatusRequest",
id: "35034",
value: "a",
sort: 34,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "QuoteStatusRequest\n\nThe quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes:\n\n\u2022 For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote).\n\n\u2022 To subscribe and unsubscribe for Quote Status Report messages for one or more securities."
},
{
name: "MassQuoteAck",
id: "35035",
value: "b",
sort: 35,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "MassQuoteAck\n\nMass Quote Acknowledgement is used as the application level response to a Mass Quote message."
},
{
name: "SecurityDefinitionRequest",
id: "35036",
value: "c",
sort: 36,
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet",
description: "SecurityDefinitionRequest\n\nThe SecurityDefinitionRequest(35=c) message is used for the following:\n\n1. Request a specific security to be traded with the second party. The requested security can be define