defcon-fixparser
Version:
FIX 5.0SP2 Parser
2,152 lines • 663 kB
JavaScript
export const ENUMS = [
{
Tag: '4',
Value: 'B',
SymbolicName: 'Buy',
Group: '',
Sort: '1',
Description: 'Buy',
Added: 'FIX.2.7',
},
{
Tag: '4',
Value: 'S',
SymbolicName: 'Sell',
Group: '',
Sort: '2',
Description: 'Sell',
Added: 'FIX.2.7',
},
{
Tag: '4',
Value: 'T',
SymbolicName: 'Trade',
Group: '',
Sort: '3',
Description: 'Trade',
Added: 'FIX.2.7',
},
{
Tag: '4',
Value: 'X',
SymbolicName: 'Cross',
Group: '',
Sort: '4',
Description: 'Cross',
Added: 'FIX.2.7',
},
{
Tag: '5',
Value: 'N',
SymbolicName: 'New',
Group: '',
Sort: '1',
Description: 'New',
Added: 'FIX.2.7',
},
{
Tag: '5',
Value: 'C',
SymbolicName: 'Cancel',
Group: '',
Sort: '2',
Description: 'Cancel',
Added: 'FIX.2.7',
},
{
Tag: '5',
Value: 'R',
SymbolicName: 'Replace',
Group: '',
Sort: '3',
Description: 'Replace',
Added: 'FIX.2.7',
},
{
Tag: '13',
Value: '1',
SymbolicName: 'PerUnit',
Group: '',
Sort: '1',
Description: 'Per Unit (implying shares, par, currency, etc.)',
Added: 'FIX.2.7',
},
{
Tag: '13',
Value: '2',
SymbolicName: 'Percent',
Group: '',
Sort: '2',
Description: 'Percent',
Added: 'FIX.2.7',
},
{
Tag: '13',
Value: '3',
SymbolicName: 'Absolute',
Group: '',
Sort: '3',
Description: 'Absolute (total monetary amount)',
Added: 'FIX.2.7',
},
{
Tag: '13',
Value: '4',
SymbolicName: 'PercentageWaivedCashDiscount',
Group: '',
Sort: '4',
Description: 'Percentage waived - cash discount (for CIV buy orders)',
Added: 'FIX.4.3',
},
{
Tag: '13',
Value: '5',
SymbolicName: 'PercentageWaivedEnhancedUnits',
Group: '',
Sort: '5',
Description: 'Percentage waived -= enhanced units (for CIV buy orders)',
Added: 'FIX.4.3',
},
{
Tag: '13',
Value: '6',
SymbolicName: 'PointsPerBondOrContract',
Group: '',
Sort: '6',
Description:
'Points per bond or contract (supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds)',
Added: 'FIX.4.3',
},
{
Tag: '18',
Value: '0',
SymbolicName: 'StayOnOfferSide',
Group: '',
Sort: '1',
Description: 'Stay on offer side',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: '1',
SymbolicName: 'NotHeld',
Group: '',
Sort: '2',
Description: 'Not held',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: '2',
SymbolicName: 'Work',
Group: '',
Sort: '3',
Description: 'Work',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: '3',
SymbolicName: 'GoAlong',
Group: '',
Sort: '4',
Description: 'Go along',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: '4',
SymbolicName: 'OverTheDay',
Group: '',
Sort: '5',
Description: 'Over the day',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: '5',
SymbolicName: 'Held',
Group: '',
Sort: '6',
Description: 'Held',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: '6',
SymbolicName: 'ParticipateDoNotInitiate',
Group: '',
Sort: '7',
Description: "Participate don't initiate",
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: '7',
SymbolicName: 'StrictScale',
Group: '',
Sort: '8',
Description: 'Strict scale',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: '8',
SymbolicName: 'TryToScale',
Group: '',
Sort: '9',
Description: 'Try to scale',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: '9',
SymbolicName: 'StayOnBidSide',
Group: '',
Sort: '10',
Description: 'Stay on bid side',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: 'A',
SymbolicName: 'NoCross',
Group: '',
Sort: '11',
Description: 'No cross (cross is forbidden)',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: 'B',
SymbolicName: 'OKToCross',
Group: '',
Sort: '12',
Description: 'OK to cross',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: 'C',
SymbolicName: 'CallFirst',
Group: '',
Sort: '13',
Description: 'Call first',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: 'D',
SymbolicName: 'PercentOfVolume',
Group: '',
Sort: '14',
Description:
'Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: 'E',
SymbolicName: 'DoNotIncrease',
Group: '',
Sort: '15',
Description: 'Do not increase - DNI',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: 'F',
SymbolicName: 'DoNotReduce',
Group: '',
Sort: '16',
Description: 'Do not reduce - DNR',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: 'G',
SymbolicName: 'AllOrNone',
Group: '',
Sort: '17',
Description: 'All or none - AON',
Added: 'FIX.2.7',
},
{
Tag: '18',
Value: 'H',
SymbolicName: 'ReinstateOnSystemFailure',
Group: '',
Sort: '18',
Description:
'Reinstate on system failure (mutually exclusive with Q and l)',
Added: 'FIX.4.3',
},
{
Tag: '18',
Value: 'I',
SymbolicName: 'InstitutionsOnly',
Group: '',
Sort: '19',
Description: 'Institutions only',
Added: 'FIX.3.0',
},
{
Tag: '18',
Value: 'J',
SymbolicName: 'ReinstateOnTradingHalt',
Group: '',
Sort: '20',
Description:
'Reinstate on Trading Halt (mutually exclusive with K and m)',
Added: 'FIX.4.3',
},
{
Tag: '18',
Value: 'K',
SymbolicName: 'CancelOnTradingHalt',
Group: '',
Sort: '21',
Description: 'Cancel on Trading Halt (mutually exclusive with J and m)',
Added: 'FIX.4.3',
},
{
Tag: '18',
Value: 'L',
SymbolicName: 'LastPeg',
Group: '',
Sort: '22',
Description: 'Last peg (last sale)',
Added: 'FIX.3.0',
Deprecated: 'FIX.5.0',
},
{
Tag: '18',
Value: 'M',
SymbolicName: 'MidPricePeg',
Group: '',
Sort: '23',
Description: 'Mid-price peg (midprice of inside quote)',
Added: 'FIX.3.0',
Deprecated: 'FIX.5.0',
},
{
Tag: '18',
Value: 'N',
SymbolicName: 'NonNegotiable',
Group: '',
Sort: '24',
Description: 'Non-negotiable',
Added: 'FIX.3.0',
},
{
Tag: '18',
Value: 'O',
SymbolicName: 'OpeningPeg',
Group: '',
Sort: '25',
Description: 'Opening peg',
Added: 'FIX.3.0',
Deprecated: 'FIX.5.0',
},
{
Tag: '18',
Value: 'P',
SymbolicName: 'MarketPeg',
Group: '',
Sort: '26',
Description: 'Market peg',
Added: 'FIX.3.0',
Deprecated: 'FIX.5.0',
},
{
Tag: '18',
Value: 'Q',
SymbolicName: 'CancelOnSystemFailure',
Group: '',
Sort: '27',
Description:
'Cancel on system failure (mutually exclusive with H and l)',
Added: 'FIX.4.3',
},
{
Tag: '18',
Value: 'R',
SymbolicName: 'PrimaryPeg',
Group: '',
Sort: '28',
Description: 'Primary peg (primary market - buy at bid/sell at offer)',
Added: 'FIX.3.0',
Deprecated: 'FIX.5.0',
},
{
Tag: '18',
Value: 'S',
SymbolicName: 'Suspend',
Group: '',
Sort: '29',
Description: 'Suspend',
Added: 'FIX.3.0',
},
{
Tag: '18',
Value: 'T',
SymbolicName: 'FixedPegToLocalBestBidOrOfferAtTimeOfOrder',
Group: '',
Sort: '30',
Description: 'Fixed Peg to Local best bid or offer at time of order',
Added: 'FIX.4.4',
AddedEP: '35',
Deprecated: 'FIX.5.0',
},
{
Tag: '18',
Value: 'U',
SymbolicName: 'CustomerDisplayInstruction',
Group: '',
Sort: '31',
Description: 'Customer Display Instruction (Rule 11Ac1-1/4)',
Added: 'FIX.4.1',
},
{
Tag: '18',
Value: 'V',
SymbolicName: 'Netting',
Group: '',
Sort: '32',
Description: 'Netting (for Forex)',
Added: 'FIX.4.1',
},
{
Tag: '18',
Value: 'W',
SymbolicName: 'PegToVWAP',
Group: '',
Sort: '33',
Description: 'Peg to VWAP',
Added: 'FIX.4.2',
Deprecated: 'FIX.5.0',
},
{
Tag: '18',
Value: 'X',
SymbolicName: 'TradeAlong',
Group: '',
Sort: '34',
Description: 'Trade Along',
Added: 'FIX.4.3',
},
{
Tag: '18',
Value: 'Y',
SymbolicName: 'TryToStop',
Group: '',
Sort: '35',
Description: 'Try To Stop',
Added: 'FIX.4.3',
},
{
Tag: '18',
Value: 'Z',
SymbolicName: 'CancelIfNotBest',
Group: '',
Sort: '36',
Description: 'Cancel if not best',
Added: 'FIX.4.4',
},
{
Tag: '18',
Value: 'a',
SymbolicName: 'TrailingStopPeg',
Group: '',
Sort: '37',
Description: 'Trailing Stop Peg',
Added: 'FIX.4.4',
Deprecated: 'FIX.5.0',
},
{
Tag: '18',
Value: 'b',
SymbolicName: 'StrictLimit',
Group: '',
Sort: '38',
Description: 'Strict Limit (No price improvement)',
Added: 'FIX.4.4',
},
{
Tag: '18',
Value: 'c',
SymbolicName: 'IgnorePriceValidityChecks',
Group: '',
Sort: '39',
Description: 'Ignore Price Validity Checks',
Added: 'FIX.4.4',
},
{
Tag: '18',
Value: 'd',
SymbolicName: 'PegToLimitPrice',
Group: '',
Sort: '40',
Description: 'Peg to Limit Price',
Added: 'FIX.4.4',
Deprecated: 'FIX.5.0',
},
{
Tag: '18',
Value: 'e',
SymbolicName: 'WorkToTargetStrategy',
Group: '',
Sort: '41',
Description: 'Work to Target Strategy',
Added: 'FIX.4.4',
},
{
Tag: '18',
Value: 'f',
SymbolicName: 'IntermarketSweep',
Group: '',
Sort: '42',
Description: 'Intermarket Sweep',
Added: 'FIX.4.4',
AddedEP: '6',
},
{
Tag: '18',
Value: 'g',
SymbolicName: 'ExternalRoutingAllowed',
Group: '',
Sort: '43',
Description: 'External Routing Allowed',
Added: 'FIX.4.4',
AddedEP: '14',
},
{
Tag: '18',
Value: 'h',
SymbolicName: 'ExternalRoutingNotAllowed',
Group: '',
Sort: '44',
Description: 'External Routing Not Allowed',
Added: 'FIX.4.4',
AddedEP: '14',
},
{
Tag: '18',
Value: 'i',
SymbolicName: 'ImbalanceOnly',
Group: '',
Sort: '45',
Description: 'Imbalance Only',
Added: 'FIX.4.4',
AddedEP: '22',
},
{
Tag: '18',
Value: 'j',
SymbolicName: 'SingleExecutionRequestedForBlockTrade',
Group: '',
Sort: '46',
Description: 'Single execution requested for block trade',
Added: 'FIX.4.4',
AddedEP: '6',
},
{
Tag: '18',
Value: 'k',
SymbolicName: 'BestExecution',
Group: '',
Sort: '47',
Description: 'Best Execution',
Added: 'FIX.4.4',
AddedEP: '35',
},
{
Tag: '18',
Value: 'l',
SymbolicName: 'SuspendOnSystemFailure',
Group: '',
Sort: '48',
Description:
'Suspend on system failure (mutually exclusive with H and Q)',
Added: 'FIX.5.0',
AddedEP: '58',
},
{
Tag: '18',
Value: 'm',
SymbolicName: 'SuspendOnTradingHalt',
Group: '',
Sort: '49',
Description:
'Suspend on Trading Halt (mutually exclusive with J and K)',
Added: 'FIX.5.0',
AddedEP: '58',
},
{
Tag: '18',
Value: 'n',
SymbolicName: 'ReinstateOnConnectionLoss',
Group: '',
Sort: '50',
Description:
'Reinstate on connection loss (mutually exclusive with o and p)',
Added: 'FIX.5.0',
AddedEP: '58',
},
{
Tag: '18',
Value: 'o',
SymbolicName: 'CancelOnConnectionLoss',
Group: '',
Sort: '51',
Description:
'Cancel on connection loss (mutually exclusive with n and p)',
Added: 'FIX.5.0',
AddedEP: '58',
},
{
Tag: '18',
Value: 'p',
SymbolicName: 'SuspendOnConnectionLoss',
Group: '',
Sort: '52',
Description:
'Suspend on connection loss (mutually exclusive with n and o)',
Added: 'FIX.5.0',
AddedEP: '58',
},
{
Tag: '18',
Value: 'q',
SymbolicName: 'ReleaseFromSuspension',
Group: '',
Sort: '53',
Description: 'Release from suspension (mutually exclusive with S)',
Added: 'FIX.5.0',
AddedEP: '58',
},
{
Tag: '18',
Value: 'r',
SymbolicName: 'ExecuteAsDeltaNeutral',
Group: '',
Sort: '54',
Description: 'Execute as delta neutral using volatility provided',
Added: 'FIX.5.0',
AddedEP: '59',
},
{
Tag: '18',
Value: 's',
SymbolicName: 'ExecuteAsDurationNeutral',
Group: '',
Sort: '55',
Description: 'Execute as duration neutral',
Added: 'FIX.5.0',
AddedEP: '59',
},
{
Tag: '18',
Value: 't',
SymbolicName: 'ExecuteAsFXNeutral',
Group: '',
Sort: '56',
Description: 'Execute as FX neutral',
Added: 'FIX.5.0',
AddedEP: '59',
},
{
Tag: '20',
Value: '0',
SymbolicName: 'New',
Group: '',
Sort: '1',
Description: 'New',
Added: 'FIX.2.7',
},
{
Tag: '20',
Value: '1',
SymbolicName: 'Cancel',
Group: '',
Sort: '2',
Description: 'Cancel',
Added: 'FIX.2.7',
},
{
Tag: '20',
Value: '2',
SymbolicName: 'Correct',
Group: '',
Sort: '3',
Description: 'Correct',
Added: 'FIX.2.7',
},
{
Tag: '20',
Value: '3',
SymbolicName: 'Status',
Group: '',
Sort: '4',
Description: 'Status',
Added: 'FIX.2.7',
},
{
Tag: '21',
Value: '1',
SymbolicName: 'AutomatedExecutionNoIntervention',
Group: '',
Sort: '1',
Description:
'Automated execution order, private, no Broker intervention',
Added: 'FIX.2.7',
},
{
Tag: '21',
Value: '2',
SymbolicName: 'AutomatedExecutionInterventionOK',
Group: '',
Sort: '2',
Description:
'Automated execution order, public, Broker intervention OK',
Added: 'FIX.2.7',
},
{
Tag: '21',
Value: '3',
SymbolicName: 'ManualOrder',
Group: '',
Sort: '3',
Description: 'Manual order, best execution',
Added: 'FIX.2.7',
},
{
Tag: '22',
Value: '1',
SymbolicName: 'CUSIP',
Group: '',
Sort: '1',
Description: 'CUSIP',
Added: 'FIX.2.7',
},
{
Tag: '22',
Value: '2',
SymbolicName: 'SEDOL',
Group: '',
Sort: '2',
Description: 'SEDOL',
Added: 'FIX.2.7',
},
{
Tag: '22',
Value: '3',
SymbolicName: 'QUIK',
Group: '',
Sort: '3',
Description: 'QUIK',
Added: 'FIX.2.7',
},
{
Tag: '22',
Value: '4',
SymbolicName: 'ISINNumber',
Group: '',
Sort: '4',
Description: 'ISIN number',
Added: 'FIX.3.0',
},
{
Tag: '22',
Value: '5',
SymbolicName: 'RICCode',
Group: '',
Sort: '5',
Description: 'RIC code',
Added: 'FIX.3.0',
},
{
Tag: '22',
Value: '6',
SymbolicName: 'ISOCurrencyCode',
Group: '',
Sort: '6',
Description: 'ISO Currency Code',
Added: 'FIX.4.1',
},
{
Tag: '22',
Value: '7',
SymbolicName: 'ISOCountryCode',
Group: '',
Sort: '7',
Description: 'ISO Country Code',
Added: 'FIX.4.1',
},
{
Tag: '22',
Value: '8',
SymbolicName: 'ExchangeSymbol',
Group: '',
Sort: '8',
Description: 'Exchange Symbol',
Added: 'FIX.4.2',
},
{
Tag: '22',
Value: '9',
SymbolicName: 'ConsolidatedTapeAssociation',
Group: '',
Sort: '9',
Description:
'Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)',
Added: 'FIX.4.2',
},
{
Tag: '22',
Value: 'A',
SymbolicName: 'BloombergSymbol',
Group: '',
Sort: '10',
Description: 'Bloomberg Symbol',
Added: 'FIX.4.3',
},
{
Tag: '22',
Value: 'B',
SymbolicName: 'Wertpapier',
Group: '',
Sort: '11',
Description: 'Wertpapier',
Added: 'FIX.4.3',
},
{
Tag: '22',
Value: 'C',
SymbolicName: 'Dutch',
Group: '',
Sort: '12',
Description: 'Dutch',
Added: 'FIX.4.3',
},
{
Tag: '22',
Value: 'D',
SymbolicName: 'Valoren',
Group: '',
Sort: '13',
Description: 'Valoren',
Added: 'FIX.4.3',
},
{
Tag: '22',
Value: 'E',
SymbolicName: 'Sicovam',
Group: '',
Sort: '14',
Description: 'Sicovam',
Added: 'FIX.4.3',
},
{
Tag: '22',
Value: 'F',
SymbolicName: 'Belgian',
Group: '',
Sort: '15',
Description: 'Belgian',
Added: 'FIX.4.3',
},
{
Tag: '22',
Value: 'G',
SymbolicName: 'Common',
Group: '',
Sort: '16',
Description: "'Common' (Clearstream and Euroclear)",
Added: 'FIX.4.3',
},
{
Tag: '22',
Value: 'H',
SymbolicName: 'ClearingHouse',
Group: '',
Sort: '17',
Description: 'Clearing House / Clearing Organization',
Added: 'FIX.4.4',
},
{
Tag: '22',
Value: 'I',
SymbolicName: 'ISDAFpMLSpecification',
Group: '',
Sort: '18',
Description:
'ISDA/FpML Product Specification (XML in EncodedSecurityDesc)',
Added: 'FIX.4.4',
},
{
Tag: '22',
Value: 'J',
SymbolicName: 'OptionPriceReportingAuthority',
Group: '',
Sort: '19',
Description: 'Option Price Reporting Authority',
Added: 'FIX.4.4',
},
{
Tag: '22',
Value: 'K',
SymbolicName: 'ISDAFpMLURL',
Group: '',
Sort: '20',
Description: 'ISDA/FpML Product URL (URL in SecurityID)',
Added: 'FIX.4.4',
AddedEP: '15',
},
{
Tag: '22',
Value: 'L',
SymbolicName: 'LetterOfCredit',
Group: '',
Sort: '21',
Description: 'Letter of Credit',
Added: 'FIX.4.4',
AddedEP: '8',
},
{
Tag: '22',
Value: 'M',
SymbolicName: 'MarketplaceAssignedIdentifier',
Group: '',
Sort: '22',
Description: 'Marketplace-assigned Identifier',
Added: 'FIX.5.0',
AddedEP: '58',
},
{
Tag: '25',
Value: 'H',
SymbolicName: 'High',
Group: '',
Sort: '1',
Description: 'High',
Added: 'FIX.2.7',
},
{
Tag: '25',
Value: 'L',
SymbolicName: 'Low',
Group: '',
Sort: '2',
Description: 'Low',
Added: 'FIX.2.7',
},
{
Tag: '25',
Value: 'M',
SymbolicName: 'Medium',
Group: '',
Sort: '3',
Description: 'Medium',
Added: 'FIX.2.7',
},
{
Tag: '27',
Value: 'S',
SymbolicName: 'Small',
Group: '',
Sort: '2',
Description: 'Small',
Added: 'FIX.4.4',
AddedEP: '25',
},
{
Tag: '27',
Value: 'M',
SymbolicName: 'Medium',
Group: '',
Sort: '3',
Description: 'Medium',
Added: 'FIX.4.4',
AddedEP: '25',
},
{
Tag: '27',
Value: 'L',
SymbolicName: 'Large',
Group: '',
Sort: '4',
Description: 'Large',
Added: 'FIX.4.4',
AddedEP: '25',
},
{
Tag: '27',
Value: 'U',
SymbolicName: 'UndisclosedQuantity',
Group: '',
Sort: '5',
Description: 'Undisclosed Quantity',
Added: 'FIX.4.4',
AddedEP: '25',
},
{
Tag: '28',
Value: 'N',
SymbolicName: 'New',
Group: '',
Sort: '1',
Description: 'New',
Added: 'FIX.2.7',
},
{
Tag: '28',
Value: 'C',
SymbolicName: 'Cancel',
Group: '',
Sort: '2',
Description: 'Cancel',
Added: 'FIX.2.7',
},
{
Tag: '28',
Value: 'R',
SymbolicName: 'Replace',
Group: '',
Sort: '3',
Description: 'Replace',
Added: 'FIX.2.7',
},
{
Tag: '29',
Value: '1',
SymbolicName: 'Agent',
Group: '',
Sort: '1',
Description: 'Agent',
Added: 'FIX.2.7',
},
{
Tag: '29',
Value: '2',
SymbolicName: 'CrossAsAgent',
Group: '',
Sort: '2',
Description: 'Cross as agent',
Added: 'FIX.2.7',
},
{
Tag: '29',
Value: '3',
SymbolicName: 'CrossAsPrincipal',
Group: '',
Sort: '3',
Description: 'Cross as principal',
Added: 'FIX.2.7',
},
{
Tag: '29',
Value: '4',
SymbolicName: 'Principal',
Group: '',
Sort: '4',
Description: 'Principal',
Added: 'FIX.2.7',
},
{
Tag: '39',
Value: '0',
SymbolicName: 'New',
Group: '',
Sort: '1',
Description: 'New',
Added: 'FIX.2.7',
},
{
Tag: '39',
Value: '1',
SymbolicName: 'PartiallyFilled',
Group: '',
Sort: '2',
Description: 'Partially filled',
Added: 'FIX.2.7',
},
{
Tag: '39',
Value: '2',
SymbolicName: 'Filled',
Group: '',
Sort: '3',
Description: 'Filled',
Added: 'FIX.2.7',
},
{
Tag: '39',
Value: '3',
SymbolicName: 'DoneForDay',
Group: '',
Sort: '4',
Description: 'Done for day',
Added: 'FIX.2.7',
},
{
Tag: '39',
Value: '4',
SymbolicName: 'Canceled',
Group: '',
Sort: '5',
Description: 'Canceled',
Added: 'FIX.2.7',
},
{
Tag: '39',
Value: '5',
SymbolicName: 'Replaced',
Group: '',
Sort: '6',
Description: 'Replaced (No longer used)',
Added: 'FIX.4.4',
AddedEP: '35',
Deprecated: 'FIX.4.3',
},
{
Tag: '39',
Value: '6',
SymbolicName: 'PendingCancel',
Group: '',
Sort: '7',
Description: 'Pending Cancel (i.e. result of Order Cancel Request)',
Added: 'FIX.2.7',
},
{
Tag: '39',
Value: '7',
SymbolicName: 'Stopped',
Group: '',
Sort: '8',
Description: 'Stopped',
Added: 'FIX.2.7',
},
{
Tag: '39',
Value: '8',
SymbolicName: 'Rejected',
Group: '',
Sort: '9',
Description: 'Rejected',
Added: 'FIX.2.7',
},
{
Tag: '39',
Value: '9',
SymbolicName: 'Suspended',
Group: '',
Sort: '10',
Description: 'Suspended',
Added: 'FIX.3.0',
},
{
Tag: '39',
Value: 'A',
SymbolicName: 'PendingNew',
Group: '',
Sort: '11',
Description: 'Pending New',
Added: 'FIX.3.0',
},
{
Tag: '39',
Value: 'B',
SymbolicName: 'Calculated',
Group: '',
Sort: '12',
Description: 'Calculated',
Added: 'FIX.4.0',
},
{
Tag: '39',
Value: 'C',
SymbolicName: 'Expired',
Group: '',
Sort: '13',
Description: 'Expired',
Added: 'FIX.4.0',
},
{
Tag: '39',
Value: 'D',
SymbolicName: 'AcceptedForBidding',
Group: '',
Sort: '14',
Description: 'Accepted for Bidding',
Added: 'FIX.4.2',
},
{
Tag: '39',
Value: 'E',
SymbolicName: 'PendingReplace',
Group: '',
Sort: '15',
Description:
'Pending Replace (i.e. result of Order Cancel/Replace Request)',
Added: 'FIX.4.2',
},
{
Tag: '40',
Value: '1',
SymbolicName: 'Market',
Group: '',
Sort: '1',
Description: 'Market',
Added: 'FIX.2.7',
},
{
Tag: '40',
Value: '2',
SymbolicName: 'Limit',
Group: '',
Sort: '2',
Description: 'Limit',
Added: 'FIX.2.7',
},
{
Tag: '40',
Value: '3',
SymbolicName: 'Stop',
Group: '',
Sort: '3',
Description: 'Stop / Stop Loss',
Added: 'FIX.2.7',
},
{
Tag: '40',
Value: '4',
SymbolicName: 'StopLimit',
Group: '',
Sort: '4',
Description: 'Stop Limit',
Added: 'FIX.2.7',
},
{
Tag: '40',
Value: '5',
SymbolicName: 'MarketOnClose',
Group: '',
Sort: '5',
Description: 'Market On Close (No longer used)',
Added: 'FIX.2.7',
Deprecated: 'FIX.4.3',
},
{
Tag: '40',
Value: '6',
SymbolicName: 'WithOrWithout',
Group: '',
Sort: '6',
Description: 'With Or Without',
Added: 'FIX.2.7',
},
{
Tag: '40',
Value: '7',
SymbolicName: 'LimitOrBetter',
Group: '',
Sort: '7',
Description: 'Limit Or Better',
Added: 'FIX.2.7',
Deprecated: 'FIX.4.4',
},
{
Tag: '40',
Value: '8',
SymbolicName: 'LimitWithOrWithout',
Group: '',
Sort: '8',
Description: 'Limit With Or Without',
Added: 'FIX.2.7',
},
{
Tag: '40',
Value: '9',
SymbolicName: 'OnBasis',
Group: '',
Sort: '9',
Description: 'On Basis',
Added: 'FIX.2.7',
},
{
Tag: '40',
Value: 'A',
SymbolicName: 'OnClose',
Group: '',
Sort: '10',
Description: 'On Close (No longer used)',
Added: 'FIX.2.7',
Deprecated: 'FIX.4.3',
},
{
Tag: '40',
Value: 'B',
SymbolicName: 'LimitOnClose',
Group: '',
Sort: '11',
Description: 'Limit On Close (No longer used)',
Added: 'FIX.2.7',
Deprecated: 'FIX.4.3',
},
{
Tag: '40',
Value: 'C',
SymbolicName: 'ForexMarket',
Group: '',
Sort: '12',
Description: 'Forex Market (No longer used)',
Added: 'FIX.4.0',
Deprecated: 'FIX.4.3',
},
{
Tag: '40',
Value: 'D',
SymbolicName: 'PreviouslyQuoted',
Group: '',
Sort: '13',
Description: 'Previously Quoted',
Added: 'FIX.4.0',
},
{
Tag: '40',
Value: 'E',
SymbolicName: 'PreviouslyIndicated',
Group: '',
Sort: '14',
Description: 'Previously Indicated',
Added: 'FIX.4.0',
},
{
Tag: '40',
Value: 'F',
SymbolicName: 'ForexLimit',
Group: '',
Sort: '15',
Description: 'Forex Limit (No longer used)',
Added: 'FIX.4.1',
Deprecated: 'FIX.4.3',
},
{
Tag: '40',
Value: 'G',
SymbolicName: 'ForexSwap',
Group: '',
Sort: '16',
Description: 'Forex Swap',
Added: 'FIX.4.1',
},
{
Tag: '40',
Value: 'H',
SymbolicName: 'ForexPreviouslyQuoted',
Group: '',
Sort: '17',
Description: 'Forex Previously Quoted (No longer used)',
Added: 'FIX.4.1',
Deprecated: 'FIX.4.3',
},
{
Tag: '40',
Value: 'I',
SymbolicName: 'Funari',
Group: '',
Sort: '18',
Description:
'Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan)',
Added: 'FIX.4.2',
},
{
Tag: '40',
Value: 'J',
SymbolicName: 'MarketIfTouched',
Group: '',
Sort: '19',
Description: 'Market If Touched (MIT)',
Added: 'FIX.4.3',
},
{
Tag: '40',
Value: 'K',
SymbolicName: 'MarketWithLeftOverAsLimit',
Group: '',
Sort: '20',
Description:
'Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price)',
Added: 'FIX.4.3',
},
{
Tag: '40',
Value: 'L',
SymbolicName: 'PreviousFundValuationPoint',
Group: '',
Sort: '21',
Description:
'Previous Fund Valuation Point (Historic pricing; for CIV)',
Added: 'FIX.4.3',
},
{
Tag: '40',
Value: 'M',
SymbolicName: 'NextFundValuationPoint',
Group: '',
Sort: '22',
Description: 'Next Fund Valuation Point (Forward pricing; for CIV)',
Added: 'FIX.4.3',
},
{
Tag: '40',
Value: 'P',
SymbolicName: 'Pegged',
Group: '',
Sort: '23',
Description: 'Pegged',
Added: 'FIX.3.0',
},
{
Tag: '40',
Value: 'Q',
SymbolicName: 'CounterOrderSelection',
Group: '',
Sort: '24',
Description: 'Counter-order selection',
Added: 'FIX.4.4',
AddedEP: '22',
},
{
Tag: '43',
Value: 'N',
SymbolicName: 'OriginalTransmission',
Group: '',
Sort: '1',
Description: 'Original transmission',
Added: 'FIX.2.7',
},
{
Tag: '43',
Value: 'Y',
SymbolicName: 'PossibleDuplicate',
Group: '',
Sort: '2',
Description: 'Possible duplicate',
Added: 'FIX.2.7',
},
{
Tag: '47',
Value: 'A',
SymbolicName: 'AgencySingleOrder',
Group: '',
Sort: '1',
Description: 'Agency single order',
Added: 'FIX.2.7',
},
{
Tag: '47',
Value: 'B',
SymbolicName: 'ShortExemptTransactionAType',
Group: '',
Sort: '2',
Description: 'Short exempt transaction (refer to A type)',
Added: 'FIX.4.1',
},
{
Tag: '47',
Value: 'C',
SymbolicName: 'ProprietaryNonAlgo',
Group: '',
Sort: '3',
Description:
'Proprietary, Non-Algorithmic Program Trade (non-index arbitrage)',
Added: 'FIX.2.7',
},
{
Tag: '47',
Value: 'D',
SymbolicName: 'ProgramOrderMember',
Group: '',
Sort: '4',
Description: 'Program order, index arb, for Member firm/org',
Added: 'FIX.2.7',
},
{
Tag: '47',
Value: 'E',
SymbolicName: 'ShortExemptTransactionForPrincipal',
Group: '',
Sort: '5',
Description:
"Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as 'Registered Equity Market Maker trades')",
Added: 'FIX.4.1',
},
{
Tag: '47',
Value: 'F',
SymbolicName: 'ShortExemptTransactionWType',
Group: '',
Sort: '6',
Description: 'Short exempt transaction (refer to W type)',
Added: 'FIX.4.1',
},
{
Tag: '47',
Value: 'H',
SymbolicName: 'ShortExemptTransactionIType',
Group: '',
Sort: '7',
Description: 'Short exempt transaction (refer to I type)',
Added: 'FIX.4.1',
},
{
Tag: '47',
Value: 'I',
SymbolicName: 'IndividualInvestor',
Group: '',
Sort: '8',
Description: 'Individual Investor, single order',
Added: 'FIX.2.7',
},
{
Tag: '47',
Value: 'J',
SymbolicName: 'ProprietaryAlgo',
Group: '',
Sort: '9',
Description:
'Proprietary, Algorithmic Program Trading (non-index arbitrage)',
Added: 'FIX.2.7',
},
{
Tag: '47',
Value: 'K',
SymbolicName: 'AgencyAlgo',
Group: '',
Sort: '10',
Description:
'Agency, Algorithmic Program Trading (non-index arbitrage)',
Added: 'FIX.2.7',
},
{
Tag: '47',
Value: 'L',
SymbolicName: 'ShortExemptTransactionMemberAffliated',
Group: '',
Sort: '11',
Description:
'Short exempt transaction for member competing market-maker affliated with the firm clearing the trade (refer to P and O types)',
Added: 'FIX.4.1',
},
{
Tag: '47',
Value: 'M',
SymbolicName: 'ProgramOrderOtherMember',
Group: '',
Sort: '12',
Description: 'Program Order, index arb, for other member',
Added: 'FIX.2.7',
},
{
Tag: '47',
Value: 'N',
SymbolicName: 'AgentForOtherMember',
Group: '',
Sort: '13',
Description:
'Agent for other Member, Non-Algorithmic Program Trade (non-index arbitrage)',
Added: 'FIX.2.7',
},
{
Tag: '47',
Value: 'O',
SymbolicName: 'ProprietaryTransactionAffiliated',
Group: '',
Sort: '14',
Description:
"Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as 'Competing dealer trades')",
Added: 'FIX.4.1',
},
{
Tag: '47',
Value: 'P',
SymbolicName: 'Principal',
Group: '',
Sort: '15',
Description: 'Principal',
Added: 'FIX.4.1',
},
{
Tag: '47',
Value: 'R',
SymbolicName: 'TransactionNonMember',
Group: '',
Sort: '16',
Description:
"Transactions for the account of a non-member compting market-maker (was incorrectly identified in the FIX spec as 'Competing dealer trades')",
Added: 'FIX.4.1',
},
{
Tag: '47',
Value: 'S',
SymbolicName: 'SpecialistTrades',
Group: '',
Sort: '17',
Description: 'Specialist trades',
Added: 'FIX.4.1',
},
{
Tag: '47',
Value: 'T',
SymbolicName: 'TransactionUnaffiliatedMember',
Group: '',
Sort: '18',
Description:
"Transactions for the account of an unaffiliated member's competing market-maker (was incorrectly identified in the FIX spec as 'Competing dealer trades')",
Added: 'FIX.4.1',
},
{
Tag: '47',
Value: 'U',
SymbolicName: 'AgencyIndexArb',
Group: '',
Sort: '19',
Description:
'Agency, Index Arbitrage (includes Individual, Index Arbitrage trades)',
Added: 'FIX.2.7',
},
{
Tag: '47',
Value: 'W',
SymbolicName: 'AllOtherOrdersAsAgentForOtherMember',
Group: '',
Sort: '20',
Description: 'All other orders as agent for other member',
Added: 'FIX.2.7',
},
{
Tag: '47',
Value: 'X',
SymbolicName: 'ShortExemptTransactionMemberNotAffliated',
Group: '',
Sort: '21',
Description:
'Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)',
Added: 'FIX.4.1',
},
{
Tag: '47',
Value: 'Y',
SymbolicName: 'AgencyNonAlgo',
Group: '',
Sort: '22',
Description:
'Agency, Non-Algorithmic Program Trade (non-index arbitrage)',
Added: 'FIX.2.7',
},
{
Tag: '47',
Value: 'Z',
SymbolicName: 'ShortExemptTransactionNonMember',
Group: '',
Sort: '23',
Description:
'Short exempt transaction for non-member competing market-maker (refer to A and R types)',
Added: 'FIX.4.1',
},
{
Tag: '54',
Value: '1',
SymbolicName: 'Buy',
Group: '',
Sort: '1',
Description: 'Buy',
Added: 'FIX.2.7',
},
{
Tag: '54',
Value: '2',
SymbolicName: 'Sell',
Group: '',
Sort: '2',
Description: 'Sell',
Added: 'FIX.2.7',
},
{
Tag: '54',
Value: '3',
SymbolicName: 'BuyMinus',
Group: '',
Sort: '3',
Description: 'Buy minus',
Added: 'FIX.2.7',
},
{
Tag: '54',
Value: '4',
SymbolicName: 'SellPlus',
Group: '',
Sort: '4',
Description: 'Sell plus',
Added: 'FIX.2.7',
},
{
Tag: '54',
Value: '5',
SymbolicName: 'SellShort',
Group: '',
Sort: '5',
Description: 'Sell short',
Added: 'FIX.2.7',
},
{
Tag: '54',
Value: '6',
SymbolicName: 'SellShortExempt',
Group: '',
Sort: '6',
Description: 'Sell short exempt',
Added: 'FIX.2.7',
},
{
Tag: '54',
Value: '7',
SymbolicName: 'Undisclosed',
Group: '',
Sort: '7',
Description: 'Undisclosed (valid for IOI and List Order messages only)',
Added: 'FIX.4.1',
},
{
Tag: '54',
Value: '8',
SymbolicName: 'Cross',
Group: '',
Sort: '8',
Description:
'Cross (orders where counterparty is an exchange, valid for all messages except IOIs)',
Added: 'FIX.4.1',
},
{
Tag: '54',
Value: '9',
SymbolicName: 'CrossShort',
Group: '',
Sort: '9',
Description: 'Cross short',
Added: 'FIX.4.2',
},
{
Tag: '54',
Value: 'A',
SymbolicName: 'CrossShortExempt',
Group: '',
Sort: '10',
Description: 'Cross short exempt',
Updated: 'FIX.5.0SP1',
UpdatedEP: '95',
Added: 'FIX.4.3',
},
{
Tag: '54',
Value: 'B',
SymbolicName: 'AsDefined',
Group: '',
Sort: '11',
Description: "'As Defined' (for use with multileg instruments)",
Added: 'FIX.4.3',
},
{
Tag: '54',
Value: 'C',
SymbolicName: 'Opposite',
Group: '',
Sort: '12',
Description: "'Opposite' (for use with multileg instruments)",
Added: 'FIX.4.3',
},
{
Tag: '54',
Value: 'D',
SymbolicName: 'Subscribe',
Group: '',
Sort: '13',
Description: 'Subscribe (e.g. CIV)',
Added: 'FIX.4.4',
},
{
Tag: '54',
Value: 'E',
SymbolicName: 'Redeem',
Group: '',
Sort: '14',
Description: 'Redeem (e.g. CIV)',
Added: 'FIX.4.4',
},
{
Tag: '54',
Value: 'F',
SymbolicName: 'Lend',
Group: '',
Sort: '15',
Description: 'Lend (FINANCING - identifies direction of collateral)',
Added: 'FIX.4.4',
},
{
Tag: '54',
Value: 'G',
SymbolicName: 'Borrow',
Group: '',
Sort: '16',
Description: 'Borrow (FINANCING - identifies direction of collateral)',
Added: 'FIX.4.4',
},
{
Tag: '59',
Value: '0',
SymbolicName: 'Day',
Group: '',
Sort: '1',
Description: 'Day (or session)',
Added: 'FIX.2.7',
},
{
Tag: '59',
Value: '1',
SymbolicName: 'GoodTillCancel',
Group: '',
Sort: '2',
Description: 'Good Till Cancel (GTC)',
Added: 'FIX.2.7',
},
{
Tag: '59',
Value: '2',
SymbolicName: 'AtTheOpening',
Group: '',
Sort: '3',
Description: 'At the Opening (OPG)',
Added: 'FIX.2.7',
},
{
Tag: '59',
Value: '3',
SymbolicName: 'ImmediateOrCancel',
Group: '',
Sort: '4',
Description: 'Immediate Or Cancel (IOC)',
Added: 'FIX.2.7',
},
{
Tag: '59',
Value: '4',
SymbolicName: 'FillOrKill',
Group: '',
Sort: '5',
Description: 'Fill Or Kill (FOK)',
Added: 'FIX.2.7',
},
{
Tag: '59',
Value: '5',
SymbolicName: 'GoodTillCrossing',
Group: '',
Sort: '6',
Description: 'Good Till Crossing (GTX)',
Added: 'FIX.2.7',
},
{
Tag: '59',
Value: '6',
SymbolicName: 'GoodTillDate',
Group: '',
Sort: '7',
Description: 'Good Till Date (GTD)',
Added: 'FIX.4.0',
},
{
Tag: '59',
Value: '7',
SymbolicName: 'AtTheClose',
Group: '',
Sort: '8',
Description: 'At the Close',
Added: 'FIX.4.3',
},
{
Tag: '59',
Value: '8',
SymbolicName: 'GoodThroughCrossing',
Group: '',
Sort: '9',
Description: 'Good Through Crossing',
Added: 'FIX.5.0',
AddedEP: '61',
},
{
Tag: '59',
Value: '9',
SymbolicName: 'AtCrossing',
Group: '',
Sort: '10',
Description: 'At Crossing',
Added: 'FIX.5.0',
AddedEP: '61',
},
{
Tag: '61',
Value: '0',
SymbolicName: 'Normal',
Group: '',
Sort: '1',
Description: 'Normal',
Added: 'FIX.2.7',
},
{
Tag: '61',
Value: '1',
SymbolicName: 'Flash',
Group: '',
Sort: '2',
Description: 'Flash',
Added: 'FIX.2.7',
},
{
Tag: '61',
Value: '2',
SymbolicName: 'Background',
Group: '',
Sort: '3',
Description: 'Background',
Added: 'FIX.2.7',
},
{
Tag: '63',
Value: '0',
SymbolicName: 'Regular',
Group: '',
Sort: '1',
Description:
'Regular / FX Spot settlement (T+1 or T+2 depending on currency)',
Added: 'FIX.2.7',
},
{
Tag: '63',
Value: '1',
SymbolicName: 'Cash',
Group: '',
Sort: '2',
Description: 'Cash (TOD / T+0)',
Added: 'FIX.2.7',
},
{
Tag: '63',
Value: '2',
SymbolicName: 'NextDay',
Group: '',
Sort: '3',
Description: 'Next Day (TOM / T+1)',
Added: 'FIX.2.7',
},
{
Tag: '63',
Value: '3',
SymbolicName: 'TPlus2',
Group: '',
Sort: '4',
Description: 'T+2',
Added: 'FIX.2.7',
},
{
Tag: '63',
Value: '4',
SymbolicName: 'TPlus3',
Group: '',
Sort: '5',
Description: 'T+3',
Added: 'FIX.2.7',
},
{
Tag: '63',
Value: '5',
SymbolicName: 'TPlus4',
Group: '',
Sort: '6',
Description: 'T+4',
Added: 'FIX.2.7',
},
{
Tag: '63',
Value: '6',
SymbolicName: 'Future',
Group: '',
Sort: '7',
Description: 'Future',
Added: 'FIX.2.7',
},
{
Tag: '63',
Value: '7',
SymbolicName: 'WhenAndIfIssued',
Group: '',
Sort: '8',
Description: 'When And If Issued',
Added: 'FIX.2.7',
},
{
Tag: '63',
Value: '8',
SymbolicName: 'SellersOption',
Group: '',
Sort: '9',
Description: 'Sellers Option',
Added: 'FIX.2.7',
},
{
Tag: '63',
Value: '9',
SymbolicName: 'TPlus5',
Group: '',
Sort: '10',
Description: 'T+5',
Added: 'FIX.3.0',
},
{
Tag: '63',
Value: 'B',
SymbolicName: 'BrokenDate',
Group: '',
Sort: '12',
Description:
'Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified',
Added: 'FIX.4.4',
AddedEP: '25',
},
{
Tag: '63',
Value: 'C',
SymbolicName: 'FXSpotNextSettlement',
Group: '',
Sort: '99',
Description: 'FX Spot Next settlement (Spot+1, aka next day)',
Added: 'FIX.4.4',
AddedEP: '21',
},
{
Tag: '65',
Value: 'CD',
SymbolicName: 'EUCPWithLumpSumInterest',
Group: 'For Fixed Income',
Sort: '1',
Description: 'EUCP with lump-sum interest rather than discount price',
Added: 'FIX.4.4',
AddedEP: '-1',
},
{
Tag: '65',
Value: 'WI',
SymbolicName: 'WhenIssued',
Group: 'For Fixed Income',
Sort: '2',
Description:
"'When Issued' for a security to be reissued under an old CUSIP or ISIN",
Added: 'FIX.4.4',
AddedEP: '-1',
},
{
Tag: '71',
Value: '0',
SymbolicName: 'New',
Group: '',
Sort: '1',
Description: 'New',
Added: 'FIX.2.7',
},
{
Tag: '71',
Value: '1',
SymbolicName: 'Replace',
Group: '',
Sort: '2',
Description: 'Replace',
Added: 'FIX.2.7',
},
{
Tag: '71',
Value: '2',
SymbolicName: 'Cancel',
Group: '',
Sort: '3',
Description: 'Cancel',
Added: 'FIX.2.7',
},
{
Tag: '71',
Value: '3',
SymbolicName: 'Preliminary',
Group: '',
Sort: '4',
Description:
'Preliminary (without MiscFees and NetMoney) (Removed/Replaced)',
Added: 'FIX.4.1',
Deprecated: 'FIX.4.2',
},
{
Tag: '71',
Value: '4',
SymbolicName: 'Calculated',
Group: '',
Sort: '5',
Description:
'Calculated (includes MiscFees and NetMoney) (Removed/Replaced)',
Added: 'FIX.4.1',
Deprecated: 'FIX.4.2',
},
{
Tag: '71',
Value: '5',
SymbolicName: 'CalculatedWithoutPreliminary',
Group: '',
Sort: '6',
Description:
'Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)',
Added: 'FIX.4.2',
Deprecated: 'FIX.4.2',
},
{
Tag: '71',
Value: '6',
SymbolicName: 'Reversal',
Group: '',
Sort: '7',
Description: 'Reversal',
Added: 'FIX.4.4',
AddedEP: '5',
},
{
Tag: '77',
Value: 'C',
SymbolicName: 'Close',
Group: '',
Sort: '1',
Description: 'Close',
Added: 'FIX.4.1',
},
{
Tag: '77',
Value: 'F',
SymbolicName: 'FIFO',
Group: '',
Sort: '2',
Description: 'FIFO',
Added: 'FIX.4.3',
},
{
Tag: '77',
Value: 'O',
SymbolicName: 'Open',
Group: '',
Sort: '3',
Description: 'Open'