fixparser
Version:
FIX.Latest / 5.0 SP2 Parser
361 lines (360 loc) • 13.1 kB
TypeScript
/**
* Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties.
* - Tag: 167
* - FIX Specification type: String
* - Mapped type: string
* @readonly
* @public
*/
export declare const SecurityType: Readonly<{
readonly EuroSupranationalCoupons: 'EUSUPRA';
/** Corporate Bond */
readonly CorporateBond: 'CORP';
/** Foreign Exchange Contract */
readonly ForeignExchangeContract: 'FOR';
/** Common Stock */
readonly CommonStock: 'CS';
/** Repurchase */
readonly Repurchase: 'REPO';
/** Brady Bond */
readonly BradyBond: 'BRADY';
/** Term Loan */
readonly TermLoan: 'TERM';
/** Bankers Acceptance */
readonly BankersAcceptance: 'BA';
/** Asset-backed Securities */
readonly AssetBackedSecurities: 'ABS';
/** Other Anticipation Notes (BAN, GAN, etc.) */
readonly OtherAnticipationNotes: 'AN';
/** Mutual Fund */
readonly MutualFund: 'MF';
/** Federal Agency Coupon */
readonly FederalAgencyCoupon: 'FAC';
/** Corporate Private Placement */
readonly CorporatePrivatePlacement: 'CPP';
/** Non-deliverable forward */
readonly NonDeliverableForward: 'FXNDF';
readonly Cap: 'CAP';
/** Preferred Stock */
readonly PreferredStock: 'PS';
/** Forward */
readonly Forward: 'FORWARD';
/** Canadian Treasury Notes */
readonly CanadianTreasuryNotes: 'CAN';
/** Revolver Loan */
readonly RevolverLoan: 'RVLV';
/** Bank Depository Note */
readonly BankDepositoryNote: 'BDN';
/** Canadian Mortgage Bonds */
readonly CanadianMortgageBonds: 'CMB';
/** Certificate Of Obligation */
readonly CertificateOfObligation: 'COFO';
/** Multileg Instrument */
readonly MultilegInstrument: 'MLEG';
/** Federal Agency Discount Note */
readonly FederalAgencyDiscountNote: 'FADN';
/** Convertible Bond */
readonly ConvertibleBond: 'CB';
/** FX Spot */
readonly FXSpot: 'FXSPOT';
/** Credit Default Swap */
readonly CreditDefaultSwap: 'CDS';
/** Depository Receipts */
readonly DepositoryReceipts: 'DR';
/** Buy Sellback */
readonly BuySellback: 'BUYSELL';
/** Canadian Treasury Bills */
readonly CanadianTreasuryBills: 'CTB';
/** Revolver/Term Loan */
readonly Revolver: 'RVLVTRM';
/** Bank Notes */
readonly BankNotes: 'BN';
/** Corp. Mortgage-backed Securities */
readonly Corp: 'CMBS';
/** Certificate Of Participation */
readonly CertificateOfParticipation: 'COFP';
/** No Security Type */
readonly NoSecurityType: 'NONE';
/** US Treasury Note (Deprecated Value Use TNOTE) */
readonly USTreasuryNoteOld: 'UST';
readonly PrivateExportFunding: 'PEF';
/** Dual Currency */
readonly DualCurrency: 'DUAL';
/** FX Forward */
readonly FXForward: 'FXFWD';
readonly Collar: 'CLLR';
/** Securities Loan */
readonly SecuritiesLoan: 'SECLOAN';
readonly EuroSovereigns: 'EUSOV';
/** Bridge Loan */
readonly BridgeLoan: 'BRIDGE';
/** Bill Of Exchanges */
readonly BillOfExchanges: 'BOX';
/** Collateralized Mortgage Obligation */
readonly CollateralizedMortgageObligation: 'CMO';
/** General Obligation Bonds */
readonly GeneralObligationBonds: 'GO';
/** US Treasury Bill (Deprecated Value Use TBILL) */
readonly USTreasuryBillOld: 'USTB';
readonly USDSupranationalCoupons: 'SUPRA';
/** Euro Corporate Bond */
readonly EuroCorporateBond: 'EUCORP';
/** FX Swap */
readonly FXSwap: 'FXSWAP';
/** Commodity swap */
readonly CommoditySwap: 'CMDTYSWAP';
/** Securities Pledge */
readonly SecuritiesPledge: 'SECPLEDGE';
/** Canadian Provincial Bonds */
readonly CanadianProvincialBonds: 'PROV';
/** Letter Of Credit */
readonly LetterOfCredit: 'LOFC';
/** Canadian Money Markets */
readonly CanadianMoneyMarkets: 'CAMM';
/** IOETTE Mortgage */
readonly IOETTEMortgage: 'IET';
/** Mandatory Tender */
readonly MandatoryTender: 'MT';
/** Euro Corporate Floating Rate Notes */
readonly EuroCorporateFloatingRateNotes: 'EUFRN';
/** Non-deliverable Swap */
readonly NonDeliverableSwap: 'FXNDS';
/** Exotic */
readonly Exotic: 'EXOTIC';
/** Delivery versus pledge */
readonly DeliveryVersusPledge: 'DVPLDG';
/** Treasury Bill - non US */
readonly TreasuryBill: 'TB';
/** Swing Line Facility */
readonly SwingLineFacility: 'SWING';
/** Certificate Of Deposit */
readonly CertificateOfDeposit: 'CD';
/** Mortgage-backed Securities */
readonly MortgageBackedSecurities: 'MBS';
/** Revenue Anticipation Note */
readonly RevenueAnticipationNote: 'RAN';
/** Wildcard entry for use on Security Definition Request */
readonly Wildcard: '?';
/** US Corporate Floating Rate Notes */
readonly USCorporateFloatingRateNotes: 'FRN';
/** FX Bank Note */
readonly FXBankNote: 'FXBN';
/** Options on Combo */
readonly OptionsOnCombo: 'OOC';
readonly Floor: 'FLR';
readonly CollateralBasket: 'COLLBSKT';
/** US Treasury Bond */
readonly USTreasuryBond: 'TBOND';
/** Debtor In Possession */
readonly DebtorInPossession: 'DINP';
/** Call Loans */
readonly CallLoans: 'CL';
/** Mortgage Interest Only */
readonly MortgageInterestOnly: 'MIO';
/** Revenue Bonds */
readonly RevenueBonds: 'REV';
/** Cash */
readonly Cash: 'CASH';
/** Indexed Linked */
readonly IndexedLinked: 'XLINKD';
readonly ForeignCurrencyDiscountNote: 'FXDN';
/** Forward Rate Agreement */
readonly FRA: 'FRA';
/** Structured finance product */
readonly StructuredFinanceProduct: 'SFP';
/** Interest Strip From Any Bond Or Note */
readonly InterestStripFromAnyBondOrNote: 'TINT';
/** Defaulted */
readonly Defaulted: 'DEFLTED';
/** Commercial Paper */
readonly CommercialPaper: 'CP';
/** Mortgage Principal Only */
readonly MortgagePrincipalOnly: 'MPO';
/** Special Assessment */
readonly SpecialAssessment: 'SPCLA';
/** Other */
readonly Other: 'Other';
/** Structured Notes */
readonly StructuredNotes: 'STRUCT';
/** Future */
readonly Future: 'FUT';
/** US Treasury Bill */
readonly USTreasuryBill: 'TBILL';
/** Treasury Inflation Protected Securities */
readonly TreasuryInflationProtectedSecurities: 'TIPS';
/** Withdrawn */
readonly Withdrawn: 'WITHDRN';
/** Deposit Notes */
readonly DepositNotes: 'DN';
/** Mortgage Private Placement */
readonly MortgagePrivatePlacement: 'MPP';
/** Special Obligation */
readonly SpecialObligation: 'SPCLO';
/** Exchange traded note */
readonly ExchangeTradedNote: 'ETN';
/** Yankee Corporate Bond */
readonly YankeeCorporateBond: 'YANK';
/** Derivative forward */
readonly DerivativeForward: 'FWD';
/** Margin loan */
readonly MarginLoan: 'MRGNLOAN';
/** Principal Strip Of A Callable Bond Or Note */
readonly PrincipalStripOfACallableBondOrNote: 'TCAL';
/** Replaced */
readonly Replaced: 'REPLACD';
/** Euro Certificate Of Deposit */
readonly EuroCertificateOfDeposit: 'EUCD';
/** Miscellaneous Pass-through */
readonly MiscellaneousPassThrough: 'MPT';
/** Special Tax */
readonly SpecialTax: 'SPCLT';
/** Offshore issued Chinese Yuan (CNY) denominated corporate bond */
readonly OffshoreIssuedChineseYuanCorporateBond: 'DIMSUMCORP';
/** Interest Rate Swap */
readonly InterestRateSwap: 'IRS';
/** Total return swap */
readonly TotalReturnSwap: 'TRS';
/** Principal Strip From A Non-Callable Bond Or Note */
readonly PrincipalStripFromANonCallableBondOrNote: 'TPRN';
/** Matured */
readonly Matured: 'MATURED';
/** Euro Commercial Paper */
readonly EuroCommercialPaper: 'EUCP';
readonly Pfandbrief: 'PFAND';
/** Tax Anticipation Note */
readonly TaxAnticipationNote: 'TAN';
/** Securitized derivative */
readonly SecuritizedDerivative: 'SECDERIV';
/** Preferred Corporate Bond */
readonly PreferredCorporateBond: 'PRCORP';
/** Loan/lease */
readonly LoanLease: 'LOANLEASE';
/** US Treasury Note */
readonly USTreasuryNote: 'TNOTE';
/** Amended and restated */
readonly Amended: 'AMENDED';
/** Liquidity Note */
readonly LiquidityNote: 'LQN';
/** To Be Announced */
readonly ToBeAnnounced: 'TBA';
/** Tax Allocation */
readonly TaxAllocation: 'TAXA';
/** Exchange Traded Fund */
readonly ExchangeTradedFund: 'ETF';
/** Offshore issued Chinese Yuan (CNY) denominated sovereign bond */
readonly OffshoreIssuedChineseYuanSovereignBond: 'DIMSUMSOV';
/** Retired */
readonly Retired: 'RETIRED';
/** Medium Term Notes */
readonly MediumTermNotes: 'MTN';
/** Tax Exempt Commercial Paper */
readonly TaxExemptCommercialPaper: 'TECP';
readonly DigitalAsset: 'DIGITAL';
/** Options on Futures */
readonly OptionsOnFutures: 'OOF';
readonly SovereignBond: 'SOV';
/** Overnight */
readonly Overnight: 'ONITE';
/** Taxable Municipal CP */
readonly TaxableMunicipalCP: 'TMCP';
/** Options on Physical - use not recommended */
readonly OptionsOnPhysical: 'OOP';
/** US Treasury Floating Rate Note */
readonly USTreasuryFloatingRateNote: 'TFRN';
/** Promissory Note */
readonly PromissoryNote: 'PN';
/** Short Term Loan Note */
readonly ShortTermLoanNote: 'STN';
/** Tax Revenue Anticipation Note */
readonly TaxRevenueAnticipationNote: 'TRAN';
/** Option */
readonly Option: 'OPT';
/** Plazos Fijos */
readonly PlazosFijos: 'PZFJ';
/** Variable Rate Demand Note */
readonly VariableRateDemandNote: 'VRDN';
/** Spot forward */
readonly SpotForward: 'SPOTFWD';
/** Secured Liquidity Note */
readonly SecuredLiquidityNote: 'SLQN';
/** Warrant */
readonly Warrant: 'WAR';
/** Swap option */
readonly SwapOption: 'SWAPTION';
/** Time Deposit */
readonly TimeDeposit: 'TD';
/** Municipal Interest Bearing Commercial Paper */
readonly MunicipalInterestBearingCommercialPaper: 'MCPIB';
/** Transmission */
readonly Transmission: 'XMISSION';
/** Taxable Municipal Bond */
readonly TaxableMunicipalBond: 'TMB';
/** General type for a contract based on an established index */
readonly Index: 'INDEX';
/** Term Liquidity Note */
readonly TermLiquidityNote: 'TLQN';
/** Variable Rate Demand Obligation */
readonly VariableRateDemandObligation: 'VRDO';
/** Bond basket */
readonly BondBasket: 'BDBSKT';
/** Extended Comm Note */
readonly ExtendedCommNote: 'XCN';
/** Contract for difference */
readonly ContractForDifference: 'CFD';
/** Yankee Certificate Of Deposit */
readonly YankeeCertificateOfDeposit: 'YCD';
/** Correlation swap */
readonly CorrelationSwap: 'CRLTNSWAP';
readonly BankAcceptedBill: 'BAB';
/** Dividend swap */
readonly DiviendSwap: 'DVDNDSWAP';
/** Short Term Bank Note */
readonly ShortTermBankNote: 'BNST';
/** Equity basket */
readonly EquityBasket: 'EQBSKT';
/** Callable Commercial Paper */
readonly CallableCommercialPaper: 'CLCP';
/** Equity forward */
readonly EquityForward: 'EQFWD';
/** Commercial Note */
readonly CommercialNote: 'CN';
/** Return swap */
readonly ReturnSwap: 'RTRNSWAP';
/** Interest Bearing Commercial Paper */
readonly InterestBearingCommercialPaper: 'CPIB';
/** Variance swap */
readonly VarianceSwap: 'VARSWAP';
/** Euro Medium Term Note */
readonly EuroMediumTermNote: 'EUMTN';
/** Portfolio swap */
readonly PortfolioSwaps: 'PRTFLIOSWAP';
/** Euro Negotiable Commercial Paper */
readonly EuroNegotiableCommercialPaper: 'EUNCP';
/** Futures on a Swap */
readonly FuturesOnASwap: 'FUTSWAP';
/** Euro Structured Liquidity Note */
readonly EuroStructuredLiquidityNote: 'EUSTLQN';
/** Forwards on a Swap */
readonly ForwardsOnASwap: 'FWDSWAP';
/** Euro Time Deposit */
readonly EuroTimeDeposit: 'EUTD';
/** Forward Freight Agreement */
readonly ForwardFreightAgreement: 'FWDFRTAGMT';
/** Jumbo Certificate of Deposit */
readonly JumboCertificateOfDeposit: 'JCD';
/** Spread Betting */
readonly SpreadBetting: 'SPREADBET';
/** Money Market Fund */
readonly MoneyMarketFund: 'MMF';
/** Exchange traded commodity */
readonly ExchangeTradedCommodity: 'ETC';
readonly MasterNote: 'MN';
/** Negotiable Certificate of Deposit */
readonly NegotiableCertificateOfDeposit: 'NCD';
/** Negotiable Commercial Paper */
readonly NegotiableCommercialPaper: 'NCP';
/** Retail Certificate of Deposit */
readonly RetailCertificateOfDeposit: 'RCD';
/** Term Deposit Receipt */
readonly TermDepositReceipt: 'TDR';
}>;