fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
1,993 lines (1,992 loc) • 8.04 MB
JavaScript
// ../fixparser-common/build/esm/index.mjs
var MessageBuffer = class {
/**
* A number representing the next expected message sequence number.
* @private
*/
nextMsgSeqNum = 1;
/**
* An array holding the items in the buffer.
* @private
*/
buffer = [];
/**
* The maximum capacity of the buffer.
* @private
*/
maxBufferSize;
constructor(maxBufferSize = 2500) {
this.maxBufferSize = maxBufferSize;
}
/**
* Adds a new item to the buffer.
* If the buffer is full, the oldest item is removed to make space for the new one.
*
* @param {T} item - The item to add to the buffer.
* @returns {void}
*/
add(item) {
if (this.buffer.length === this.maxBufferSize) {
this.buffer.pop();
}
this.buffer.unshift(item);
}
/**
* Retrieves an item from the buffer by its sequence number (or any other identifier).
*
* @param {number} msgSequence - The sequence number of the item to retrieve.
* @returns {T | undefined} The item if found, or `undefined` if not found.
*/
getByMsgSequence(msgSequence) {
const index2 = this.buffer.findIndex((item) => item.messageSequence === msgSequence);
if (index2 > -1) {
return this.buffer[index2];
}
return void 0;
}
/**
* Removes an item from the buffer by its sequence number.
*
* @param {number} msgSequence - The sequence number of the item to remove.
* @returns {void}
*/
remove(msgSequence) {
const index2 = this.buffer.findIndex((item) => item.messageSequence === msgSequence);
if (index2 > -1) {
this.buffer.splice(index2, 1);
}
}
/**
* Updates an item in the buffer.
*
* @param {number} msgSequence - The sequence number of the item to update.
* @param {T} item - The updated item.
* @returns {boolean} - Returns `true` if the item was updated successfully, `false` otherwise.
*/
update(msgSequence, item) {
const index2 = this.buffer.findIndex(
(existingItem) => existingItem.messageSequence === msgSequence
);
if (index2 > -1) {
this.buffer[index2] = item;
return true;
}
return false;
}
/**
* Retrieves all items from the buffer.
*
* @returns {T[]} - An array of all items in the buffer.
*/
getAll() {
return this.buffer;
}
/**
* Checks if an item with a given sequence number exists in the buffer.
*
* @param {number} msgSequence - The sequence number of the item to check.
* @returns {boolean} - `true` if the item exists, `false` otherwise.
*/
exists(msgSequence) {
return this.buffer.some((item) => item.messageSequence === msgSequence);
}
/**
* Gets the current size of the buffer (the number of items it contains).
*
* @returns {number} The number of items currently in the buffer.
*/
size() {
return this.buffer.length;
}
/**
* Resizes the buffer's capacity.
*
* @param {number} newCapacity - The new maximum capacity for the buffer.
* @returns {void}
*/
resize(newCapacity) {
this.maxBufferSize = newCapacity;
if (this.buffer.length > this.maxBufferSize) {
this.buffer = this.buffer.slice(0, this.maxBufferSize);
}
}
/**
* Clears all items from the buffer.
*
* @returns {void}
*/
clear() {
this.buffer = [];
}
/**
* Gets the maximum capacity of the buffer.
*
* @returns {number} The maximum number of items the buffer can hold.
*/
getCapacity() {
return this.maxBufferSize;
}
/**
* Set the next message sequence number.
*
* @param nextMsgSeqNum - The next message sequence number.
* @returns {number} - The next message sequence number.
*/
setNextMsgSeqNum(nextMsgSeqNum) {
if (nextMsgSeqNum <= 0) {
throw new Error("Message sequence number must be positive.");
}
this.nextMsgSeqNum = nextMsgSeqNum;
return this.nextMsgSeqNum;
}
/**
* Get the next message sequence number.
*
* @returns {number} - The next message sequence number.
*/
getNextMsgSeqNum() {
return this.nextMsgSeqNum;
}
};
var randomIterator = 0;
var timeBasedRandom = (min, max2) => {
const timeNow = Date.now() % 1e3;
randomIterator++;
let x = timeNow ^ randomIterator;
x ^= x << 21;
x ^= x >>> 35;
x ^= x << 4;
const timeBasedRandom2 = Math.abs(x % (max2 - min + 1));
return min + timeBasedRandom2;
};
var uuidv4 = () => {
return "xxxxxxxx-xxxx-4xxx-yxxx-xxxxxxxxxxxx".replace(/[xy]/g, (c) => {
const r = timeBasedRandom(0, 15);
const v = c === "x" ? r : r & 3 | 8;
return v.toString(16);
});
};
// src/spec/SpecEnums.ts
var batch1 = [
{
name: "Buy",
id: "4001",
value: "B",
sort: 1,
added: "FIX.2.7",
description: "Buy",
tag: 4,
type: "char",
codeSet: "AdvSideCodeSet"
},
{
name: "Sell",
id: "4002",
value: "S",
sort: 2,
added: "FIX.2.7",
description: "Sell",
tag: 4,
type: "char",
codeSet: "AdvSideCodeSet"
},
{
name: "Trade",
id: "4003",
value: "T",
sort: 3,
added: "FIX.2.7",
description: "Trade",
tag: 4,
type: "char",
codeSet: "AdvSideCodeSet"
},
{
name: "Cross",
id: "4004",
value: "X",
sort: 4,
added: "FIX.2.7",
description: "Cross",
tag: 4,
type: "char",
codeSet: "AdvSideCodeSet"
},
{
name: "New",
id: "5001",
value: "N",
sort: 1,
added: "FIX.2.7",
description: "New",
tag: 5,
type: "String",
codeSet: "AdvTransTypeCodeSet"
},
{
name: "Cancel",
id: "5002",
value: "C",
sort: 2,
added: "FIX.2.7",
description: "Cancel",
tag: 5,
type: "String",
codeSet: "AdvTransTypeCodeSet"
},
{
name: "Replace",
id: "5003",
value: "R",
sort: 3,
added: "FIX.2.7",
description: "Replace",
tag: 5,
type: "String",
codeSet: "AdvTransTypeCodeSet"
},
{
name: "FIX42",
id: "8001",
value: "FIX.4.2",
sort: 1,
added: "FIX.Latest",
addedEP: "270",
description: "Session profile FIX.4.2",
tag: 8,
type: "String",
codeSet: "BeginStringCodeSet"
},
{
name: "FIX44",
id: "8002",
value: "FIX.4.4",
sort: 2,
added: "FIX.Latest",
addedEP: "270",
description: "Session profile FIX4",
tag: 8,
type: "String",
codeSet: "BeginStringCodeSet"
},
{
name: "FIXT11",
id: "8003",
value: "FIXT.1.1",
sort: 3,
added: "FIX.Latest",
addedEP: "270",
description: "Session profile FIXT or LFXIT\n\n\n The choice between FIXT and LFIXT is subject to counterparty agreement.",
tag: 8,
type: "String",
codeSet: "BeginStringCodeSet"
},
{
name: "PerUnit",
id: "13001",
value: "1",
sort: 1,
added: "FIX.2.7",
updated: "FIX.5.0SP2",
updatedEP: "204",
description: "Amount per unit\n\n\n Implying shares, par, currency, physical unit etc. Use CommissionUnitOfMeasure(1238) to clarify for commodities.",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet"
},
{
name: "Percent",
id: "13002",
value: "2",
sort: 2,
added: "FIX.2.7",
description: "Percent",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet"
},
{
name: "Absolute",
id: "13003",
value: "3",
sort: 3,
added: "FIX.2.7",
updated: "FIX.5.0SP2",
updatedEP: "204",
description: "Absolute\n\n\n Total monetary amount.",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet"
},
{
name: "PercentageWaivedCashDiscount",
id: "13004",
value: "4",
sort: 4,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "204",
description: "Percentage waived, cash discount basis\n\n\n For use with CIV buy orders.",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet"
},
{
name: "PercentageWaivedEnhancedUnits",
id: "13005",
value: "5",
sort: 5,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "204",
description: "Percentage waived, enhanced units basis\n\n\n For use with CIV buy orders.",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet"
},
{
name: "PointsPerBondOrContract",
id: "13006",
value: "6",
sort: 6,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "204",
description: "Points per bond or contract\n\n\n Specify 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.",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet"
},
{
name: "BasisPoints",
id: "13007",
value: "7",
sort: 7,
added: "FIX.5.0SP2",
addedEP: "208",
description: "Basis points\n\n\n The commission is expressed in basis points in reference to the gross price of the reference asset.",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet"
},
{
name: "AmountPerContract",
id: "13008",
value: "8",
sort: 8,
added: "FIX.5.0SP2",
addedEP: "204",
description: "Amount per contract\n\n\n Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention.",
tag: 13,
type: "char",
codeSet: "CommTypeCodeSet"
},
{
name: "StayOnOfferSide",
id: "18001",
value: "0",
sort: 1,
added: "FIX.2.7",
description: "Stay on offer side",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "NotHeld",
id: "18002",
value: "1",
sort: 2,
added: "FIX.2.7",
description: "Not held",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "Work",
id: "18003",
value: "2",
sort: 3,
added: "FIX.2.7",
description: "Work",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "GoAlong",
id: "18004",
value: "3",
sort: 4,
added: "FIX.2.7",
description: "Go along",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "OverTheDay",
id: "18005",
value: "4",
sort: 5,
added: "FIX.2.7",
description: "Over the day",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "Held",
id: "18006",
value: "5",
sort: 6,
added: "FIX.2.7",
description: "Held",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "ParticipateDoNotInitiate",
id: "18007",
value: "6",
sort: 7,
added: "FIX.2.7",
description: "Participate don't initiate",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "StrictScale",
id: "18008",
value: "7",
sort: 8,
added: "FIX.2.7",
description: "Strict scale",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "TryToScale",
id: "18009",
value: "8",
sort: 9,
added: "FIX.2.7",
description: "Try to scale",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "StayOnBidSide",
id: "18010",
value: "9",
sort: 10,
added: "FIX.2.7",
description: "Stay on bid side",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "NoCross",
id: "18011",
value: "A",
sort: 11,
added: "FIX.2.7",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "No cross\n\n\n Cross is forbidden.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "OKToCross",
id: "18012",
value: "B",
sort: 12,
added: "FIX.2.7",
description: "OK to cross",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "CallFirst",
id: "18013",
value: "C",
sort: 13,
added: "FIX.2.7",
description: "Call first",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "PercentOfVolume",
id: "18014",
value: "D",
sort: 14,
added: "FIX.2.7",
updated: "FIX.Latest",
updatedEP: "294",
description: "Percent of volume\n\n\n Indicates that the sender does not want the order to be all of the volume on the floor vs. a specific percentage.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "DoNotIncrease",
id: "18015",
value: "E",
sort: 15,
added: "FIX.2.7",
description: "Do not increase - DNI",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "DoNotReduce",
id: "18016",
value: "F",
sort: 16,
added: "FIX.2.7",
description: "Do not reduce - DNR",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "AllOrNone",
id: "18017",
value: "G",
sort: 17,
added: "FIX.2.7",
description: "All or none - AON",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "ReinstateOnSystemFailure",
id: "18018",
value: "H",
sort: 18,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Reinstate on system failure\n\n\n Mutually exclusive with Q and l (lower case L).",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "InstitutionsOnly",
id: "18019",
value: "I",
sort: 19,
added: "FIX.3.0",
description: "Institutions only",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "ReinstateOnTradingHalt",
id: "18020",
value: "J",
sort: 20,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Reinstate on trading halt\n\n\n Mutually exclusive with K and m.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "CancelOnTradingHalt",
id: "18021",
value: "K",
sort: 21,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Cancel on trading halt\n\n\n Mutually exclusive with J and m.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "LastPeg",
id: "18022",
value: "L",
sort: 22,
added: "FIX.3.0",
deprecated: "FIX.5.0",
description: "Last peg (last sale)",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "MidPricePeg",
id: "18023",
value: "M",
sort: 23,
added: "FIX.3.0",
deprecated: "FIX.5.0",
description: "Mid-price peg (midprice of inside quote)",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "NonNegotiable",
id: "18024",
value: "N",
sort: 24,
added: "FIX.3.0",
description: "Non-negotiable",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "OpeningPeg",
id: "18025",
value: "O",
sort: 25,
added: "FIX.3.0",
deprecated: "FIX.5.0",
description: "Opening peg",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "MarketPeg",
id: "18026",
value: "P",
sort: 26,
added: "FIX.3.0",
deprecated: "FIX.5.0",
description: "Market peg",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "CancelOnSystemFailure",
id: "18027",
value: "Q",
sort: 27,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Cancel on system failure\n\n\n Mutually exclusive with H and l(lower case L).",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "PrimaryPeg",
id: "18028",
value: "R",
sort: 28,
added: "FIX.3.0",
updated: "FIX.5.0SP2",
updatedEP: "134",
deprecated: "FIX.5.0",
description: "Primary peg\n\n\n Primary market - buy at bid, sell at offer.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "Suspend",
id: "18029",
value: "S",
sort: 29,
added: "FIX.3.0",
description: "Suspend",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "FixedPegToLocalBestBidOrOfferAtTimeOfOrder",
id: "18030",
value: "T",
sort: 30,
added: "FIX.4.4",
addedEP: "35",
updated: "FIX.5.0SP2",
updatedEP: "134",
deprecated: "FIX.5.0",
description: "Fixed peg to local best bid or offer at time of order",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "CustomerDisplayInstruction",
id: "18031",
value: "U",
sort: 31,
added: "FIX.4.1",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Customer display instruction\n\n\n Used in US Markets for: SEC Rule 11Ac1-1/4.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "Netting",
id: "18032",
value: "V",
sort: 32,
added: "FIX.4.1",
description: "Netting (for Forex)",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "PegToVWAP",
id: "18033",
value: "W",
sort: 33,
added: "FIX.4.2",
deprecated: "FIX.5.0",
description: "Peg to VWAP",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "TradeAlong",
id: "18034",
value: "X",
sort: 34,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Trade along",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "TryToStop",
id: "18035",
value: "Y",
sort: 35,
added: "FIX.4.3",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Try to stop",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "CancelIfNotBest",
id: "18036",
value: "Z",
sort: 36,
added: "FIX.4.4",
description: "Cancel if not best",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "TrailingStopPeg",
id: "18037",
value: "a",
sort: 37,
added: "FIX.4.4",
updated: "FIX.5.0SP2",
updatedEP: "134",
deprecated: "FIX.5.0",
description: "Trailing stop peg",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "StrictLimit",
id: "18038",
value: "b",
sort: 38,
added: "FIX.4.4",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Strict limit\n\n\n No price improvement.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "IgnorePriceValidityChecks",
id: "18039",
value: "c",
sort: 39,
added: "FIX.4.4",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Ignore price validity checks",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "PegToLimitPrice",
id: "18040",
value: "d",
sort: 40,
added: "FIX.4.4",
updated: "FIX.5.0SP2",
updatedEP: "134",
deprecated: "FIX.5.0",
description: "Peg to limit price",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "WorkToTargetStrategy",
id: "18041",
value: "e",
sort: 41,
added: "FIX.4.4",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Work to target strategy",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "IntermarketSweep",
id: "18042",
value: "f",
sort: 42,
added: "FIX.4.4",
addedEP: "6",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Intermarket sweep",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "ExternalRoutingAllowed",
id: "18043",
value: "g",
sort: 43,
added: "FIX.4.4",
addedEP: "14",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "External routing allowed",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "ExternalRoutingNotAllowed",
id: "18044",
value: "h",
sort: 44,
added: "FIX.4.4",
addedEP: "14",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "External routing not allowed",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "ImbalanceOnly",
id: "18045",
value: "i",
sort: 45,
added: "FIX.4.4",
addedEP: "22",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Imbalance only",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "SingleExecutionRequestedForBlockTrade",
id: "18046",
value: "j",
sort: 46,
added: "FIX.4.4",
addedEP: "6",
description: "Single execution requested for block trade",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "BestExecution",
id: "18047",
value: "k",
sort: 47,
added: "FIX.4.4",
addedEP: "35",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Best execution",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "SuspendOnSystemFailure",
id: "18048",
value: "l",
sort: 48,
added: "FIX.5.0",
addedEP: "58",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Suspend on system failure\n\n\n Mutually exclusive with H and Q.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "SuspendOnTradingHalt",
id: "18049",
value: "m",
sort: 49,
added: "FIX.5.0",
addedEP: "58",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Suspend on trading halt\n\n\n Mutually exclusive with J and K.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "ReinstateOnConnectionLoss",
id: "18050",
value: "n",
sort: 50,
added: "FIX.5.0",
addedEP: "58",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Reinstate on connection loss\n\n\n Mutually exclusive with o and p.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "CancelOnConnectionLoss",
id: "18051",
value: "o",
sort: 51,
added: "FIX.5.0",
addedEP: "58",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Cancel on connection loss\n\n\n Mutually exclusive with n and p.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "SuspendOnConnectionLoss",
id: "18052",
value: "p",
sort: 52,
added: "FIX.5.0",
addedEP: "58",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Suspend on connection loss\n\n\n Mutually exclusive with n and o.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "Release",
id: "18053",
value: "q",
sort: 53,
added: "FIX.5.0",
addedEP: "58",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Release\n\n\n Mutually exclusive with S and w.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "ExecuteAsDeltaNeutral",
id: "18054",
value: "r",
sort: 54,
added: "FIX.5.0",
addedEP: "59",
description: "Execute as delta neutral using volatility provided",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "ExecuteAsDurationNeutral",
id: "18055",
value: "s",
sort: 55,
added: "FIX.5.0",
addedEP: "59",
description: "Execute as duration neutral",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "ExecuteAsFXNeutral",
id: "18056",
value: "t",
sort: 56,
added: "FIX.5.0",
addedEP: "59",
description: "Execute as FX neutral",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "MinGuaranteedFillEligible",
id: "18057",
value: "u",
sort: 57,
added: "FIX.5.0SP2",
addedEP: "101",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Minimum guaranteed fill eligible",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "BypassNonDisplayLiquidity",
id: "18058",
value: "v",
sort: 58,
added: "FIX.5.0SP2",
addedEP: "101",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Bypass non-displayed liquidity",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "Lock",
id: "18059",
value: "w",
sort: 59,
added: "FIX.5.0SP2",
addedEP: "131",
updated: "FIX.5.0SP2",
updatedEP: "134",
description: "Lock\n\n\n Mutually exclusive with q.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "IgnoreNotionalValueChecks",
id: "18060",
value: "x",
sort: 60,
added: "FIX.5.0SP2",
addedEP: "134",
description: "Ignore notional value checks",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "TrdAtRefPx",
id: "18061",
value: "y",
sort: 61,
added: "FIX.5.0SP2",
addedEP: "210",
description: "Trade at reference price\n\n\n In 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.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "AllowFacilitation",
id: "18062",
value: "z",
sort: 62,
added: "FIX.5.0SP2",
addedEP: "251",
description: "Allow facilitation\n\n\n Express 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.",
tag: 18,
type: "MultipleCharValue",
codeSet: "ExecInstCodeSet"
},
{
name: "AutomatedExecutionNoIntervention",
id: "21001",
value: "1",
sort: 1,
added: "FIX.2.7",
description: "Automated execution order, private, no Broker intervention",
tag: 21,
type: "char",
codeSet: "HandlInstCodeSet"
},
{
name: "AutomatedExecutionInterventionOK",
id: "21002",
value: "2",
sort: 2,
added: "FIX.2.7",
description: "Automated execution order, public, Broker intervention OK",
tag: 21,
type: "char",
codeSet: "HandlInstCodeSet"
},
{
name: "ManualOrder",
id: "21003",
value: "3",
sort: 3,
added: "FIX.2.7",
description: "Manual order, best execution",
tag: 21,
type: "char",
codeSet: "HandlInstCodeSet"
},
{
name: "CUSIP",
id: "22001",
value: "1",
sort: 1,
added: "FIX.2.7",
description: "CUSIP",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "SEDOL",
id: "22002",
value: "2",
sort: 2,
added: "FIX.2.7",
description: "SEDOL",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "QUIK",
id: "22003",
value: "3",
sort: 3,
added: "FIX.2.7",
description: "QUIK",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "ISINNumber",
id: "22004",
value: "4",
sort: 4,
added: "FIX.3.0",
updated: "FIX.5.0SP2",
updatedEP: "232",
description: "ISIN",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "RICCode",
id: "22005",
value: "5",
sort: 5,
added: "FIX.3.0",
updated: "FIX.5.0SP2",
updatedEP: "232",
description: "RIC",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "ISOCurrencyCode",
id: "22006",
value: "6",
sort: 6,
added: "FIX.4.1",
updated: "FIX.Latest",
updatedEP: "273",
description: "ISO Currency Code (ISO 4217)",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "ISOCountryCode",
id: "22007",
value: "7",
sort: 7,
added: "FIX.4.1",
description: "ISO Country Code",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "ExchangeSymbol",
id: "22008",
value: "8",
sort: 8,
added: "FIX.4.2",
updated: "FIX.5.0SP2",
updatedEP: "119",
description: "Exchange symbol",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "ConsolidatedTapeAssociation",
id: "22009",
value: "9",
sort: 9,
added: "FIX.4.2",
description: "Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "BloombergSymbol",
id: "22010",
value: "A",
sort: 10,
added: "FIX.4.3",
description: "Bloomberg Symbol",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "Wertpapier",
id: "22011",
value: "B",
sort: 11,
added: "FIX.4.3",
description: "Wertpapier",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "Dutch",
id: "22012",
value: "C",
sort: 12,
added: "FIX.4.3",
description: "Dutch",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "Valoren",
id: "22013",
value: "D",
sort: 13,
added: "FIX.4.3",
description: "Valoren",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "Sicovam",
id: "22014",
value: "E",
sort: 14,
added: "FIX.4.3",
description: "Sicovam",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "Belgian",
id: "22015",
value: "F",
sort: 15,
added: "FIX.4.3",
description: "Belgian",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "Common",
id: "22016",
value: "G",
sort: 16,
added: "FIX.4.3",
description: '"Common" (Clearstream and Euroclear)',
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "ClearingHouse",
id: "22017",
value: "H",
sort: 17,
added: "FIX.4.4",
updated: "FIX.5.0SP2",
updatedEP: "119",
description: "Clearing house / Clearing organization",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "ISDAFpMLSpecification",
id: "22018",
value: "I",
sort: 18,
added: "FIX.4.4",
updated: "FIX.5.0SP2",
updatedEP: "119",
description: "ISDA/FpML product specification (XML in SecurityXML(1185))",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "OptionPriceReportingAuthority",
id: "22019",
value: "J",
sort: 19,
added: "FIX.4.4",
description: "Option Price Reporting Authority",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "ISDAFpMLURL",
id: "22020",
value: "K",
sort: 20,
added: "FIX.4.4",
addedEP: "15",
updated: "FIX.5.0SP2",
updatedEP: "119",
description: "ISDA/FpML product URL (URL in SecurityID(48))",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "LetterOfCredit",
id: "22021",
value: "L",
sort: 21,
added: "FIX.4.4",
addedEP: "8",
updated: "FIX.5.0SP2",
updatedEP: "119",
description: "Letter of credit",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "MarketplaceAssignedIdentifier",
id: "22022",
value: "M",
sort: 22,
added: "FIX.5.0",
addedEP: "58",
description: "Marketplace-assigned Identifier",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "MarkitREDEntityCLIP",
id: "22023",
value: "N",
sort: 23,
added: "FIX.5.0SP2",
addedEP: "119",
description: "Markit RED entity CLIP",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "MarkitREDPairCLIP",
id: "22024",
value: "P",
sort: 24,
added: "FIX.5.0SP2",
addedEP: "119",
description: "Markit RED pair CLIP",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "CFTCCommodityCode",
id: "22025",
value: "Q",
sort: 25,
added: "FIX.5.0SP2",
addedEP: "140",
description: "CFTC commodity code",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "ISDACommodityReferencePrice",
id: "22026",
value: "R",
sort: 26,
added: "FIX.5.0SP2",
addedEP: "140",
description: "ISDA Commodity Reference Price",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "FinancialInstrumentGlobalIdentifier",
id: "22027",
value: "S",
sort: 27,
added: "FIX.5.0SP2",
addedEP: "158",
updated: "FIX.5.0SP2",
updatedEP: "202",
description: 'Financial Instrument Global Identifier\n\n\n An Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID".',
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "LegalEntityIdentifier",
id: "22028",
value: "T",
sort: 28,
added: "FIX.5.0SP2",
addedEP: "161",
description: "Legal entity identifier",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "Synthetic",
id: "22029",
value: "U",
sort: 29,
added: "FIX.5.0SP2",
addedEP: "187",
description: "Synthetic\n\n\n Used to specify that the security identifier is synthetic for linking nested underliers when there is no market identifier for the collection.",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "FidessaInstrumentMnemonic",
id: "22030",
value: "V",
sort: 30,
added: "FIX.5.0SP2",
addedEP: "220",
description: "Fidessa Instrument Mnemonic (FIM)",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "IndexName",
id: "22031",
value: "W",
sort: 31,
added: "FIX.5.0SP2",
addedEP: "232",
updated: "FIX.Latest",
updatedEP: "282",
description: 'Index name\n\n\n Standard name of the index or rate index, e.g. "LIBOR" or "iTraxx Australia".',
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "UniformSymbol",
id: "22032",
value: "X",
sort: 32,
added: "FIX.5.0SP2",
addedEP: "242",
description: "Uniform Symbol (UMTF Symbol)",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "DigitalTokenIdentifier",
id: "22033",
value: "Y",
sort: 33,
added: "FIX.Latest",
addedEP: "273",
description: "Digital Token Identifier (ISO 24165)",
tag: 22,
type: "String",
codeSet: "SecurityIDSourceCodeSet"
},
{
name: "High",
id: "25001",
value: "H",
sort: 1,
added: "FIX.2.7",
description: "High",
tag: 25,
type: "char",
codeSet: "IOIQltyIndCodeSet"
},
{
name: "Low",
id: "25002",
value: "L",
sort: 2,
added: "FIX.2.7",
description: "Low",
tag: 25,
type: "char",
codeSet: "IOIQltyIndCodeSet"
},
{
name: "Medium",
id: "25003",
value: "M",
sort: 3,
added: "FIX.2.7",
description: "Medium",
tag: 25,
type: "char",
codeSet: "IOIQltyIndCodeSet"
},
{
name: "Small",
id: "27001",
value: "S",
sort: 2,
added: "FIX.4.4",
addedEP: "25",
description: "Small",
tag: 27,
type: "String",
codeSet: "IOIQtyCodeSet"
},
{
name: "Medium",
id: "27002",
value: "M",
sort: 3,
added: "FIX.4.4",
addedEP: "25",
description: "Medium",
tag: 27,
type: "String",
codeSet: "IOIQtyCodeSet"
},
{
name: "Large",
id: "27003",
value: "L",
sort: 4,
added: "FIX.4.4",
addedEP: "25",
description: "Large",
tag: 27,
type: "String",
codeSet: "IOIQtyCodeSet"
},
{
name: "UndisclosedQuantity",
id: "27004",
value: "U",
sort: 5,
added: "FIX.4.4",
addedEP: "25",
description: "Undisclosed Quantity",
tag: 27,
type: "String",
codeSet: "IOIQtyCodeSet"
},
{
name: "New",
id: "28001",
value: "N",
sort: 1,
added: "FIX.2.7",
description: "New",
tag: 28,
type: "char",
codeSet: "IOITransTypeCodeSet"
},
{
name: "Cancel",
id: "28002",
value: "C",
sort: 2,
added: "FIX.2.7",
description: "Cancel",
tag: 28,
type: "char",
codeSet: "IOITransTypeCodeSet"
},
{
name: "Replace",
id: "28003",
value: "R",
sort: 3,
added: "FIX.2.7",
description: "Replace",
tag: 28,
type: "char",
codeSet: "IOITransTypeCodeSet"
},
{
name: "Agent",
id: "29001",
value: "1",
sort: 1,
added: "FIX.2.7",
description: "Agent",
tag: 29,
type: "char",
codeSet: "LastCapacityCodeSet"
},
{
name: "CrossAsAgent",
id: "29002",
value: "2",
sort: 2,
added: "FIX.2.7",
description: "Cross as agent",
tag: 29,
type: "char",
codeSet: "LastCapacityCodeSet"
},
{
name: "CrossAsPrincipal",
id: "29003",
value: "3",
sort: 3,
added: "FIX.2.7",
description: "Cross as principal",
tag: 29,
type: "char",
codeSet: "LastCapacityCodeSet"
},
{
name: "Principal",
id: "29004",
value: "4",
sort: 4,
added: "FIX.2.7",
description: "Principal",
tag: 29,
type: "char",
codeSet: "LastCapacityCodeSet"
},
{
name: "RisklessPrincipal",
id: "29005",
value: "5",
sort: 5,
added: "FIX.5.0SP2",
addedEP: "222",
description: "Riskless principal",
tag: 29,
type: "char",
codeSet: "LastCapacityCodeSet"
},
{
name: "Heartbeat",
id: "35001",
value: "0",
sort: 1,
description: "Heartbeat\n\n\n The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "TestRequest",
id: "35002",
value: "1",
sort: 2,
description: "TestRequest\n\n\n The 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.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "ResendRequest",
id: "35003",
value: "2",
sort: 3,
description: "ResendRequest\n\n\n The 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.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "Reject",
id: "35004",
value: "3",
sort: 4,
description: "Reject\n\n\n The 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.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "SequenceReset",
id: "35005",
value: "4",
sort: 5,
description: "SequenceReset\n\n\n The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "Logout",
id: "35006",
value: "5",
sort: 6,
description: "Logout\n\n\n The 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.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "IOI",
id: "35007",
value: "6",
sort: 7,
description: "IOI\n\n\n Indication 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\n\n Indication 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.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "Advertisement",
id: "35008",
value: "7",
sort: 8,
description: "Advertisement\n\n\n Advertisement 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.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "ExecutionReport",
id: "35009",
value: "8",
sort: 9,
description: "ExecutionReport\n\n\n The execution report message is used to:\n\n\n 1. confirm the receipt of an order\n\n\n 2. confirm changes to an existing order (i.e. accept cancel and replace requests)\n\n\n 3. relay order status information\n\n\n 4. relay fill information on working orders\n\n\n 5. relay fill information on tradeable or restricted tradeable quotes\n\n\n 6. reject orders\n\n\n 7. report post-trade fees calculations associated with a trade",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "OrderCancelReject",
id: "35010",
value: "9",
sort: 10,
description: "OrderCancelReject\n\n\n The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "Logon",
id: "35011",
value: "A",
sort: 11,
description: "Logon\n\n\n The 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.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "News",
id: "35012",
value: "B",
sort: 12,
description: "News\n\n\n The 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.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "Email",
id: "35013",
value: "C",
sort: 13,
description: "Email\n\n\n The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "NewOrderSingle",
id: "35014",
value: "D",
sort: 14,
description: "NewOrderSingle\n\n\n The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.\n\n\n The 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.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "NewOrderList",
id: "35015",
value: "E",
sort: 15,
description: "NewOrderList\n\n\n The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "OrderCancelRequest",
id: "35016",
value: "F",
sort: 16,
description: "OrderCancelRequest\n\n\n The 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).",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "OrderCancelReplaceRequest",
id: "35017",
value: "G",
sort: 17,
description: "OrderCancelReplaceRequest\n\n\n The order cancel/replace request is used to change the parameters of an existing order.\n\n\n Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "OrderStatusRequest",
id: "35018",
value: "H",
sort: 18,
description: "OrderStatusRequest\n\n\n The order status request message is used by the institution to generate an order status message back from the broker.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "AllocationInstruction",
id: "35019",
value: "J",
sort: 19,
description: "AllocationInstruction\n\n\n The AllocationInstruction(35=J) message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "ListCancelRequest",
id: "35020",
value: "K",
sort: 20,
description: "ListCancelRequest\n\n\n The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "ListExecute",
id: "35021",
value: "L",
sort: 21,
description: "ListExecute\n\n\n The 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.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "ListStatusRequest",
id: "35022",
value: "M",
sort: 22,
description: "ListStatusRequest\n\n\n The list status request message type is used by institutions to instruct the broker to generate status messages for a list.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "ListStatus",
id: "35023",
value: "N",
sort: 23,
description: "ListStatus\n\n\n The 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.",
tag: 35,
type: "String",
codeSet: "MsgTypeCodeSet"
},
{
name: "AllocationInstructionAck",
id: "35024",
value: "P",
sort: 24,
description: "AllocationInstructionAck\n\n\n