fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
1,401 lines (1,398 loc) • 8.06 MB
JavaScript
"use strict";
var __defProp = Object.defineProperty;
var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
var __getOwnPropNames = Object.getOwnPropertyNames;
var __hasOwnProp = Object.prototype.hasOwnProperty;
var __export = (target, all) => {
for (var name in all)
__defProp(target, name, { get: all[name], enumerable: true });
};
var __copyProps = (to, from, except, desc) => {
if (from && typeof from === "object" || typeof from === "function") {
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__defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
}
return to;
};
var __toCommonJS = (mod2) => __copyProps(__defProp({}, "__esModule", { value: true }), mod2);
// src/FIXParserBrowser.ts
var FIXParserBrowser_exports = {};
__export(FIXParserBrowser_exports, {
AccountType: () => AccountType,
AcctIDSource: () => AcctIDSource,
Adjustment: () => Adjustment,
AdjustmentType: () => AdjustmentType,
AdvSide: () => AdvSide,
AdvTransType: () => AdvTransType,
AffirmStatus: () => AffirmStatus,
AggregatedBook: () => AggregatedBook,
AggressorIndicator: () => AggressorIndicator,
AlgoCertificateReportStatus: () => AlgoCertificateReportStatus,
AlgoCertificateReportTransType: () => AlgoCertificateReportTransType,
AlgoCertificateReportType: () => AlgoCertificateReportType,
AlgoCertificateRequestStatus: () => AlgoCertificateRequestStatus,
AlgoCertificateRequestTransType: () => AlgoCertificateRequestTransType,
AlgoCertificateRequestType: () => AlgoCertificateRequestType,
AlgoCertificateStatus: () => AlgoCertificateStatus,
AlgorithmicTradeIndicator: () => AlgorithmicTradeIndicator,
AllocAccountType: () => AllocAccountType,
AllocCancReplaceReason: () => AllocCancReplaceReason,
AllocGroupStatus: () => AllocGroupStatus,
AllocGroupSubQtyType: () => AllocGroupSubQtyType,
AllocHandlInst: () => AllocHandlInst,
AllocIntermedReqType: () => AllocIntermedReqType,
AllocLinkType: () => AllocLinkType,
AllocMethod: () => AllocMethod,
AllocNoOrdersType: () => AllocNoOrdersType,
AllocPositionEffect: () => AllocPositionEffect,
AllocRejCode: () => AllocRejCode,
AllocReportType: () => AllocReportType,
AllocRequestStatus: () => AllocRequestStatus,
AllocReversalStatus: () => AllocReversalStatus,
AllocSettlInstType: () => AllocSettlInstType,
AllocStatus: () => AllocStatus,
AllocTransType: () => AllocTransType,
AllocType: () => AllocType,
AllocationRollupInstruction: () => AllocationRollupInstruction,
ApplLevelRecoveryIndicator: () => ApplLevelRecoveryIndicator,
ApplQueueAction: () => ApplQueueAction,
ApplQueueResolution: () => ApplQueueResolution,
ApplReportType: () => ApplReportType,
ApplReqType: () => ApplReqType,
ApplResponseError: () => ApplResponseError,
ApplResponseType: () => ApplResponseType,
ApplVerID: () => ApplVerID,
AsOfIndicator: () => AsOfIndicator,
AssetClass: () => AssetClass,
AssetGroup: () => AssetGroup,
AssetSubClass: () => AssetSubClass,
AssetValuationModel: () => AssetValuationModel,
AssignmentMethod: () => AssignmentMethod,
AttachmentEncodingType: () => AttachmentEncodingType,
AuctionInstruction: () => AuctionInstruction,
AuctionType: () => AuctionType,
AveragePriceType: () => AveragePriceType,
AvgPxIndicator: () => AvgPxIndicator,
BasisPxType: () => BasisPxType,
BatchProcessMode: () => BatchProcessMode,
BeginString: () => BeginString,
Benchmark: () => Benchmark,
BenchmarkCurveName: () => BenchmarkCurveName,
BidDescriptorType: () => BidDescriptorType,
BidRequestTransType: () => BidRequestTransType,
BidTradeType: () => BidTradeType,
BidType: () => BidType,
BlockTrdAllocIndicator: () => BlockTrdAllocIndicator,
BookingType: () => BookingType,
BookingUnit: () => BookingUnit,
BusinessDayConvention: () => BusinessDayConvention,
BusinessRejectReason: () => BusinessRejectReason,
CPProgram: () => CPProgram,
CalculationMethod: () => CalculationMethod,
CancellationRights: () => CancellationRights,
CashMargin: () => CashMargin,
CashSettlPriceDefault: () => CashSettlPriceDefault,
CashSettlQuoteMethod: () => CashSettlQuoteMethod,
CashSettlValuationMethod: () => CashSettlValuationMethod,
ClearedIndicator: () => ClearedIndicator,
ClearingAccountType: () => ClearingAccountType,
ClearingFeeIndicator: () => ClearingFeeIndicator,
ClearingInstruction: () => ClearingInstruction,
ClearingIntention: () => ClearingIntention,
ClearingRequirementException: () => ClearingRequirementException,
CollAction: () => CollAction,
CollApplType: () => CollApplType,
CollAsgnReason: () => CollAsgnReason,
CollAsgnRejectReason: () => CollAsgnRejectReason,
CollAsgnRespType: () => CollAsgnRespType,
CollAsgnTransType: () => CollAsgnTransType,
CollInquiryQualifier: () => CollInquiryQualifier,
CollInquiryResult: () => CollInquiryResult,
CollInquiryStatus: () => CollInquiryStatus,
CollRptRejectReason: () => CollRptRejectReason,
CollRptStatus: () => CollRptStatus,
CollStatus: () => CollStatus,
CollateralAmountType: () => CollateralAmountType,
CollateralReinvestmentType: () => CollateralReinvestmentType,
CommType: () => CommType,
CommissionAmountSubType: () => CommissionAmountSubType,
CommissionAmountType: () => CommissionAmountType,
CommodityFinalPriceType: () => CommodityFinalPriceType,
ComplexEventCondition: () => ComplexEventCondition,
ComplexEventCreditEventNotifyingParty: () => ComplexEventCreditEventNotifyingParty,
ComplexEventDateOffsetDayType: () => ComplexEventDateOffsetDayType,
ComplexEventPVFinalPriceElectionFallback: () => ComplexEventPVFinalPriceElectionFallback,
ComplexEventPeriodType: () => ComplexEventPeriodType,
ComplexEventPriceBoundaryMethod: () => ComplexEventPriceBoundaryMethod,
ComplexEventPriceTimeType: () => ComplexEventPriceTimeType,
ComplexEventQuoteBasis: () => ComplexEventQuoteBasis,
ComplexEventType: () => ComplexEventType,
ComplexOptPayoutTime: () => ComplexOptPayoutTime,
ConfirmRejReason: () => ConfirmRejReason,
ConfirmStatus: () => ConfirmStatus,
ConfirmTransType: () => ConfirmTransType,
ConfirmType: () => ConfirmType,
ConfirmationMethod: () => ConfirmationMethod,
ContAmtType: () => ContAmtType,
ContingencyType: () => ContingencyType,
ContractMultiplierUnit: () => ContractMultiplierUnit,
ContractRefPosType: () => ContractRefPosType,
CorporateAction: () => CorporateAction,
CouponDayCount: () => CouponDayCount,
CouponFrequencyUnit: () => CouponFrequencyUnit,
CouponType: () => CouponType,
CoveredOrUncovered: () => CoveredOrUncovered,
CrossPrioritization: () => CrossPrioritization,
CrossType: () => CrossType,
CrossedIndicator: () => CrossedIndicator,
CurrencyCodeSource: () => CurrencyCodeSource,
CustOrderCapacity: () => CustOrderCapacity,
CustOrderHandlingInst: () => CustOrderHandlingInst,
CustomerOrFirm: () => CustomerOrFirm,
CustomerPriority: () => CustomerPriority,
CxlRejReason: () => CxlRejReason,
CxlRejResponseTo: () => CxlRejResponseTo,
DKReason: () => DKReason,
DateRollConvention: () => DateRollConvention,
DayBookingInst: () => DayBookingInst,
DealingCapacity: () => DealingCapacity,
DeleteReason: () => DeleteReason,
DeliveryForm: () => DeliveryForm,
DeliveryScheduleSettlDay: () => DeliveryScheduleSettlDay,
DeliveryScheduleSettlFlowType: () => DeliveryScheduleSettlFlowType,
DeliveryScheduleSettlHolidaysProcessingInstruction: () => DeliveryScheduleSettlHolidaysProcessingInstruction,
DeliveryScheduleSettlTimeType: () => DeliveryScheduleSettlTimeType,
DeliveryScheduleToleranceType: () => DeliveryScheduleToleranceType,
DeliveryScheduleType: () => DeliveryScheduleType,
DeliveryStreamDeliveryPointSource: () => DeliveryStreamDeliveryPointSource,
DeliveryStreamDeliveryRestriction: () => DeliveryStreamDeliveryRestriction,
DeliveryStreamElectingPartySide: () => DeliveryStreamElectingPartySide,
DeliveryStreamTitleTransferCondition: () => DeliveryStreamTitleTransferCondition,
DeliveryStreamToleranceOptionSide: () => DeliveryStreamToleranceOptionSide,
DeliveryStreamType: () => DeliveryStreamType,
DeliveryType: () => DeliveryType,
DeskType: () => DeskType,
DeskTypeSource: () => DeskTypeSource,
DisclosureInstruction: () => DisclosureInstruction,
DisclosureType: () => DisclosureType,
DiscretionInst: () => DiscretionInst,
DiscretionLimitType: () => DiscretionLimitType,
DiscretionMoveType: () => DiscretionMoveType,
DiscretionOffsetType: () => DiscretionOffsetType,
DiscretionRoundDirection: () => DiscretionRoundDirection,
DiscretionScope: () => DiscretionScope,
DisplayMethod: () => DisplayMethod,
DisplayWhen: () => DisplayWhen,
DistribPaymentMethod: () => DistribPaymentMethod,
DividendAmountType: () => DividendAmountType,
DividendComposition: () => DividendComposition,
DividendEntitlementEvent: () => DividendEntitlementEvent,
DlvyInstType: () => DlvyInstType,
DueToRelated: () => DueToRelated,
DuplicateClOrdIDIndicator: () => DuplicateClOrdIDIndicator,
EmailType: () => EmailType,
EncryptMethod: () => EncryptMethod,
EntitlementAttribDatatype: () => EntitlementAttribDatatype,
EntitlementRequestResult: () => EntitlementRequestResult,
EntitlementStatus: () => EntitlementStatus,
EntitlementSubType: () => EntitlementSubType,
EntitlementType: () => EntitlementType,
EventInitiatorType: () => EventInitiatorType,
EventTimeUnit: () => EventTimeUnit,
EventType: () => EventType,
ExDestinationIDSource: () => ExDestinationIDSource,
ExDestinationType: () => ExDestinationType,
ExchangeForPhysical: () => ExchangeForPhysical,
ExecAckStatus: () => ExecAckStatus,
ExecInst: () => ExecInst,
ExecMethod: () => ExecMethod,
ExecPriceType: () => ExecPriceType,
ExecRestatementReason: () => ExecRestatementReason,
ExecTransType: () => ExecTransType,
ExecType: () => ExecType,
ExecTypeReason: () => ExecTypeReason,
ExerciseConfirmationMethod: () => ExerciseConfirmationMethod,
ExerciseMethod: () => ExerciseMethod,
ExerciseStyle: () => ExerciseStyle,
ExpirationCycle: () => ExpirationCycle,
ExpirationQtyType: () => ExpirationQtyType,
ExtraordinaryEventAdjustmentMethod: () => ExtraordinaryEventAdjustmentMethod,
FIXParser: () => FIXParserBrowser,
FXBenchmark: () => FXBenchmark,
Field: () => Field,
Fields: () => Field2,
FinancialStatus: () => FinancialStatus,
FlowScheduleType: () => FlowScheduleType,
ForexReq: () => ForexReq,
FundRenewWaiv: () => FundRenewWaiv,
FundingSource: () => FundingSource,
GTBookingInst: () => GTBookingInst,
GapFillFlag: () => GapFillFlag,
HaltReason: () => HaltReason,
HandlInst: () => HandlInst,
IDSource: () => IDSource,
IOINaturalFlag: () => IOINaturalFlag,
IOIQltyInd: () => IOIQltyInd,
IOIQty: () => IOIQty,
IOIQualifier: () => IOIQualifier,
IOIShares: () => IOIShares,
IOITransType: () => IOITransType,
IRSDirection: () => IRSDirection,
ImpliedMarketIndicator: () => ImpliedMarketIndicator,
InTheMoneyCondition: () => InTheMoneyCondition,
InViewOfCommon: () => InViewOfCommon,
IncTaxInd: () => IncTaxInd,
IndividualAllocType: () => IndividualAllocType,
InstrAttribType: () => InstrAttribType,
InstrmtAssignmentMethod: () => InstrmtAssignmentMethod,
InstrumentScopeOperator: () => InstrumentScopeOperator,
LastCapacity: () => LastCapacity,
LastFragment: () => LastFragment,
LastLiquidityInd: () => LastLiquidityInd,
LastRptRequested: () => LastRptRequested,
LegSwapType: () => LegSwapType,
LegalConfirm: () => LegalConfirm,
LicenseManager: () => LicenseManager,
LienSeniority: () => LienSeniority,
LimitAmtType: () => LimitAmtType,
LiquidityIndType: () => LiquidityIndType,
ListExecInstType: () => ListExecInstType,
ListMethod: () => ListMethod,
ListOrderStatus: () => ListOrderStatus,
ListRejectReason: () => ListRejectReason,
ListStatusType: () => ListStatusType,
ListUpdateAction: () => ListUpdateAction,
LoanFacility: () => LoanFacility,
LocateReqd: () => LocateReqd,
LockType: () => LockType,
Logger: () => Logger,
LotType: () => LotType,
MDBookType: () => MDBookType,
MDEntryType: () => MDEntryType,
MDImplicitDelete: () => MDImplicitDelete,
MDOriginType: () => MDOriginType,
MDReportEvent: () => MDReportEvent,
MDReqRejReason: () => MDReqRejReason,
MDSecSizeType: () => MDSecSizeType,
MDStatisticIntervalType: () => MDStatisticIntervalType,
MDStatisticRatioType: () => MDStatisticRatioType,
MDStatisticRequestResult: () => MDStatisticRequestResult,
MDStatisticScope: () => MDStatisticScope,
MDStatisticScopeType: () => MDStatisticScopeType,
MDStatisticStatus: () => MDStatisticStatus,
MDStatisticSubScope: () => MDStatisticSubScope,
MDStatisticType: () => MDStatisticType,
MDStatisticValueType: () => MDStatisticValueType,
MDUpdateAction: () => MDUpdateAction,
MDUpdateType: () => MDUpdateType,
MDValueTier: () => MDValueTier,
MarginAmtType: () => MarginAmtType,
MarginDirection: () => MarginDirection,
MarginReqmtInqQualifier: () => MarginReqmtInqQualifier,
MarginReqmtInqResult: () => MarginReqmtInqResult,
MarginReqmtRptType: () => MarginReqmtRptType,
MarketCondition: () => MarketCondition,
MarketDisruptionFallbackProvision: () => MarketDisruptionFallbackProvision,
MarketDisruptionFallbackUnderlierType: () => MarketDisruptionFallbackUnderlierType,
MarketDisruptionProvision: () => MarketDisruptionProvision,
MarketMakerActivity: () => MarketMakerActivity,
MarketSegmentRelationship: () => MarketSegmentRelationship,
MarketSegmentStatus: () => MarketSegmentStatus,
MarketSegmentSubType: () => MarketSegmentSubType,
MarketSegmentType: () => MarketSegmentType,
MassActionReason: () => MassActionReason,
MassActionRejectReason: () => MassActionRejectReason,
MassActionResponse: () => MassActionResponse,
MassActionScope: () => MassActionScope,
MassActionType: () => MassActionType,
MassCancelRejectReason: () => MassCancelRejectReason,
MassCancelRequestType: () => MassCancelRequestType,
MassCancelResponse: () => MassCancelResponse,
MassOrderRequestResult: () => MassOrderRequestResult,
MassOrderRequestStatus: () => MassOrderRequestStatus,
MassStatusReqType: () => MassStatusReqType,
MatchExceptionElementType: () => MatchExceptionElementType,
MatchExceptionToleranceValueType: () => MatchExceptionToleranceValueType,
MatchExceptionType: () => MatchExceptionType,
MatchInst: () => MatchInst,
MatchStatus: () => MatchStatus,
MatchType: () => MatchType,
MatchingDataPointIndicator: () => MatchingDataPointIndicator,
MaturityMonthYearFormat: () => MaturityMonthYearFormat,
MaturityMonthYearIncrementUnits: () => MaturityMonthYearIncrementUnits,
Message: () => Message3,
MessageBuffer: () => MessageBuffer,
MessageEncoding: () => MessageEncoding,
Messages: () => Message2,
MetricsCalculationPriceSource: () => MetricsCalculationPriceSource,
MinQtyMethod: () => MinQtyMethod,
MiscFeeBasis: () => MiscFeeBasis,
MiscFeeQualifier: () => MiscFeeQualifier,
MiscFeeType: () => MiscFeeType,
ModelType: () => ModelType,
MoneyLaunderingStatus: () => MoneyLaunderingStatus,
MsgDirection: () => MsgDirection,
MsgType: () => MsgType,
MultiJurisdictionReportingIndicator: () => MultiJurisdictionReportingIndicator,
MultiLegReportingType: () => MultiLegReportingType,
MultiLegRptTypeReq: () => MultiLegRptTypeReq,
MultilegModel: () => MultilegModel,
MultilegPriceMethod: () => MultilegPriceMethod,
NBBOEntryType: () => NBBOEntryType,
NBBOSource: () => NBBOSource,
NegotiationMethod: () => NegotiationMethod,
NetGrossInd: () => NetGrossInd,
NetworkRequestType: () => NetworkRequestType,
NetworkStatusResponseType: () => NetworkStatusResponseType,
NewsCategory: () => NewsCategory,
NewsRefType: () => NewsRefType,
NoSides: () => NoSides,
NonCashDividendTreatment: () => NonCashDividendTreatment,
NonDeliverableFixingDateType: () => NonDeliverableFixingDateType,
NotAffectedReason: () => NotAffectedReason,
NotifyBrokerOfCredit: () => NotifyBrokerOfCredit,
ObligationType: () => ObligationType,
OddLot: () => OddLot,
OffsetInstruction: () => OffsetInstruction,
OffshoreIndicator: () => OffshoreIndicator,
OpenClose: () => OpenClose,
OpenCloseSettlFlag: () => OpenCloseSettlFlag,
OpenCloseSettleFlag: () => OpenCloseSettleFlag,
OptPayoutType: () => OptPayoutType,
OptionExerciseDateType: () => OptionExerciseDateType,
OrdRejReason: () => OrdRejReason,
OrdStatus: () => OrdStatus,
OrdType: () => OrdType,
OrderAttributeType: () => OrderAttributeType,
OrderCapacity: () => OrderCapacity,
OrderCategory: () => OrderCategory,
OrderDelayUnit: () => OrderDelayUnit,
OrderEntryAction: () => OrderEntryAction,
OrderEventReason: () => OrderEventReason,
OrderEventType: () => OrderEventType,
OrderHandlingInstSource: () => OrderHandlingInstSource,
OrderOrigination: () => OrderOrigination,
OrderOwnershipIndicator: () => OrderOwnershipIndicator,
OrderRelationship: () => OrderRelationship,
OrderResponseLevel: () => OrderResponseLevel,
OrderRestrictions: () => OrderRestrictions,
OrigCustOrderCapacity: () => OrigCustOrderCapacity,
OwnerType: () => OwnerType,
OwnershipType: () => OwnershipType,
PartyActionRejectReason: () => PartyActionRejectReason,
PartyActionResponse: () => PartyActionResponse,
PartyActionType: () => PartyActionType,
PartyDetailDefinitionStatus: () => PartyDetailDefinitionStatus,
PartyDetailRequestResult: () => PartyDetailRequestResult,
PartyDetailRequestStatus: () => PartyDetailRequestStatus,
PartyDetailRoleQualifier: () => PartyDetailRoleQualifier,
PartyDetailStatus: () => PartyDetailStatus,
PartyIDSource: () => PartyIDSource,
PartyRelationship: () => PartyRelationship,
PartyRiskLimitStatus: () => PartyRiskLimitStatus,
PartyRole: () => PartyRole,
PartySubIDType: () => PartySubIDType,
PayReportStatus: () => PayReportStatus,
PayReportTransType: () => PayReportTransType,
PayRequestStatus: () => PayRequestStatus,
PayRequestTransType: () => PayRequestTransType,
PaymentDateOffsetDayType: () => PaymentDateOffsetDayType,
PaymentForwardStartType: () => PaymentForwardStartType,
PaymentMethod: () => PaymentMethod,
PaymentPaySide: () => PaymentPaySide,
PaymentScheduleStepRelativeTo: () => PaymentScheduleStepRelativeTo,
PaymentScheduleType: () => PaymentScheduleType,
PaymentSettlStyle: () => PaymentSettlStyle,
PaymentStreamAveragingMethod: () => PaymentStreamAveragingMethod,
PaymentStreamCapRateBuySide: () => PaymentStreamCapRateBuySide,
PaymentStreamCompoundingMethod: () => PaymentStreamCompoundingMethod,
PaymentStreamDiscountType: () => PaymentStreamDiscountType,
PaymentStreamFRADiscounting: () => PaymentStreamFRADiscounting,
PaymentStreamFloorRateBuySide: () => PaymentStreamFloorRateBuySide,
PaymentStreamInflationInterpolationMethod: () => PaymentStreamInflationInterpolationMethod,
PaymentStreamInflationLagDayType: () => PaymentStreamInflationLagDayType,
PaymentStreamInflationLagUnit: () => PaymentStreamInflationLagUnit,
PaymentStreamInterpolationPeriod: () => PaymentStreamInterpolationPeriod,
PaymentStreamLinkStrikePriceType: () => PaymentStreamLinkStrikePriceType,
PaymentStreamNegativeRateTreatment: () => PaymentStreamNegativeRateTreatment,
PaymentStreamPaymentDateOffsetDayType: () => PaymentStreamPaymentDateOffsetDayType,
PaymentStreamPaymentDateOffsetUnit: () => PaymentStreamPaymentDateOffsetUnit,
PaymentStreamPaymentFrequencyUnit: () => PaymentStreamPaymentFrequencyUnit,
PaymentStreamPricingDayDistribution: () => PaymentStreamPricingDayDistribution,
PaymentStreamPricingDayOfWeek: () => PaymentStreamPricingDayOfWeek,
PaymentStreamRateIndexCurveUnit: () => PaymentStreamRateIndexCurveUnit,
PaymentStreamRateIndexSource: () => PaymentStreamRateIndexSource,
PaymentStreamRateSpreadPositionType: () => PaymentStreamRateSpreadPositionType,
PaymentStreamRateSpreadType: () => PaymentStreamRateSpreadType,
PaymentStreamRateTreatment: () => PaymentStreamRateTreatment,
PaymentStreamRealizedVarianceMethod: () => PaymentStreamRealizedVarianceMethod,
PaymentStreamResetWeeklyRollConvention: () => PaymentStreamResetWeeklyRollConvention,
PaymentStreamSettlLevel: () => PaymentStreamSettlLevel,
PaymentStreamType: () => PaymentStreamType,
PaymentStubLength: () => PaymentStubLength,
PaymentStubType: () => PaymentStubType,
PaymentSubType: () => PaymentSubType,
PaymentType: () => PaymentType,
PegLimitType: () => PegLimitType,
PegMoveType: () => PegMoveType,
PegOffsetType: () => PegOffsetType,
PegPriceType: () => PegPriceType,
PegRoundDirection: () => PegRoundDirection,
PegScope: () => PegScope,
PosAmtReason: () => PosAmtReason,
PosAmtType: () => PosAmtType,
PosMaintAction: () => PosMaintAction,
PosMaintResult: () => PosMaintResult,
PosMaintStatus: () => PosMaintStatus,
PosQtyStatus: () => PosQtyStatus,
PosReqResult: () => PosReqResult,
PosReqStatus: () => PosReqStatus,
PosReqType: () => PosReqType,
PosTransType: () => PosTransType,
PosType: () => PosType,
PositionCapacity: () => PositionCapacity,
PositionEffect: () => PositionEffect,
PossDupFlag: () => PossDupFlag,
PossResend: () => PossResend,
PostTradePaymentDebitOrCredit: () => PostTradePaymentDebitOrCredit,
PostTradePaymentStatus: () => PostTradePaymentStatus,
PreallocMethod: () => PreallocMethod,
PreviouslyReported: () => PreviouslyReported,
PriceLimitType: () => PriceLimitType,
PriceMovementType: () => PriceMovementType,
PriceProtectionScope: () => PriceProtectionScope,
PriceQualifier: () => PriceQualifier,
PriceQuoteMethod: () => PriceQuoteMethod,
PriceType: () => PriceType,
PriorityIndicator: () => PriorityIndicator,
PrivateQuote: () => PrivateQuote,
ProcessCode: () => ProcessCode,
Product: () => Product,
ProgRptReqs: () => ProgRptReqs,
ProtectionTermEventDayType: () => ProtectionTermEventDayType,
ProtectionTermEventQualifier: () => ProtectionTermEventQualifier,
ProtectionTermEventUnit: () => ProtectionTermEventUnit,
ProvisionBreakFeeElection: () => ProvisionBreakFeeElection,
ProvisionCalculationAgent: () => ProvisionCalculationAgent,
ProvisionCashSettlMethod: () => ProvisionCashSettlMethod,
ProvisionCashSettlPaymentDateType: () => ProvisionCashSettlPaymentDateType,
ProvisionCashSettlQuoteType: () => ProvisionCashSettlQuoteType,
ProvisionDateTenorUnit: () => ProvisionDateTenorUnit,
ProvisionOptionExerciseEarliestDateOffsetUnit: () => ProvisionOptionExerciseEarliestDateOffsetUnit,
ProvisionOptionExerciseFixedDateType: () => ProvisionOptionExerciseFixedDateType,
ProvisionOptionSinglePartyBuyerSide: () => ProvisionOptionSinglePartyBuyerSide,
ProvisionType: () => ProvisionType,
PublishTrdIndicator: () => PublishTrdIndicator,
PutOrCall: () => PutOrCall,
QtyType: () => QtyType,
QuoteAckStatus: () => QuoteAckStatus,
QuoteAttributeType: () => QuoteAttributeType,
QuoteCancelType: () => QuoteCancelType,
QuoteCondition: () => QuoteCondition,
QuoteEntryRejectReason: () => QuoteEntryRejectReason,
QuoteEntryStatus: () => QuoteEntryStatus,
QuoteModelType: () => QuoteModelType,
QuotePriceType: () => QuotePriceType,
QuoteRejectReason: () => QuoteRejectReason,
QuoteRequestRejectReason: () => QuoteRequestRejectReason,
QuoteRequestType: () => QuoteRequestType,
QuoteRespType: () => QuoteRespType,
QuoteResponseLevel: () => QuoteResponseLevel,
QuoteSideIndicator: () => QuoteSideIndicator,
QuoteStatus: () => QuoteStatus,
QuoteType: () => QuoteType,
RateSource: () => RateSource,
RateSourceType: () => RateSourceType,
RefOrdIDReason: () => RefOrdIDReason,
RefOrderIDSource: () => RefOrderIDSource,
RefRiskLimitCheckIDType: () => RefRiskLimitCheckIDType,
ReferenceDataDateType: () => ReferenceDataDateType,
ReferenceEntityType: () => ReferenceEntityType,
RegistRejReasonCode: () => RegistRejReasonCode,
RegistStatus: () => RegistStatus,
RegistTransType: () => RegistTransType,
RegulatoryReportType: () => RegulatoryReportType,
RegulatoryTradeIDEvent: () => RegulatoryTradeIDEvent,
RegulatoryTradeIDScope: () => RegulatoryTradeIDScope,
RegulatoryTradeIDSource: () => RegulatoryTradeIDSource,
RegulatoryTradeIDType: () => RegulatoryTradeIDType,
RegulatoryTransactionType: () => RegulatoryTransactionType,
RelatedInstrumentType: () => RelatedInstrumentType,
RelatedOrderIDSource: () => RelatedOrderIDSource,
RelatedPositionIDSource: () => RelatedPositionIDSource,
RelatedPriceSource: () => RelatedPriceSource,
RelatedTradeIDSource: () => RelatedTradeIDSource,
RelativeValueSide: () => RelativeValueSide,
RelativeValueType: () => RelativeValueType,
ReleaseInstruction: () => ReleaseInstruction,
RemunerationIndicator: () => RemunerationIndicator,
ReportToExch: () => ReportToExch,
RequestResult: () => RequestResult,
ResetSeqNumFlag: () => ResetSeqNumFlag,
RespondentType: () => RespondentType,
ResponseTransportType: () => ResponseTransportType,
RestructuringType: () => RestructuringType,
ReturnRateDateMode: () => ReturnRateDateMode,
ReturnRatePriceBasis: () => ReturnRatePriceBasis,
ReturnRatePriceSequence: () => ReturnRatePriceSequence,
ReturnRatePriceType: () => ReturnRatePriceType,
ReturnRateQuoteTimeType: () => ReturnRateQuoteTimeType,
ReturnRateValuationPriceOption: () => ReturnRateValuationPriceOption,
ReturnTrigger: () => ReturnTrigger,
RiskLimitAction: () => RiskLimitAction,
RiskLimitCheckModelType: () => RiskLimitCheckModelType,
RiskLimitCheckRequestResult: () => RiskLimitCheckRequestResult,
RiskLimitCheckRequestStatus: () => RiskLimitCheckRequestStatus,
RiskLimitCheckRequestType: () => RiskLimitCheckRequestType,
RiskLimitCheckStatus: () => RiskLimitCheckStatus,
RiskLimitCheckTransType: () => RiskLimitCheckTransType,
RiskLimitCheckType: () => RiskLimitCheckType,
RiskLimitReportRejectReason: () => RiskLimitReportRejectReason,
RiskLimitReportStatus: () => RiskLimitReportStatus,
RiskLimitRequestResult: () => RiskLimitRequestResult,
RiskLimitRequestType: () => RiskLimitRequestType,
RiskLimitType: () => RiskLimitType,
RoundingDirection: () => RoundingDirection,
RoutingArrangementIndicator: () => RoutingArrangementIndicator,
RoutingType: () => RoutingType,
Rule80A: () => Rule80A,
Scope: () => Scope,
SecurityClassificationReason: () => SecurityClassificationReason,
SecurityIDSource: () => SecurityIDSource,
SecurityListRequestType: () => SecurityListRequestType,
SecurityListType: () => SecurityListType,
SecurityListTypeSource: () => SecurityListTypeSource,
SecurityRejectReason: () => SecurityRejectReason,
SecurityRequestResult: () => SecurityRequestResult,
SecurityRequestType: () => SecurityRequestType,
SecurityResponseType: () => SecurityResponseType,
SecurityStatus: () => SecurityStatus,
SecurityTradingEvent: () => SecurityTradingEvent,
SecurityTradingStatus: () => SecurityTradingStatus,
SecurityType: () => SecurityType,
SecurityUpdateAction: () => SecurityUpdateAction,
SelfMatchPreventionInstruction: () => SelfMatchPreventionInstruction,
Seniority: () => Seniority,
SessionRejectReason: () => SessionRejectReason,
SessionStatus: () => SessionStatus,
SettlCurrFxRateCalc: () => SettlCurrFxRateCalc,
SettlDeliveryType: () => SettlDeliveryType,
SettlDisruptionProvision: () => SettlDisruptionProvision,
SettlInstMode: () => SettlInstMode,
SettlInstReqRejCode: () => SettlInstReqRejCode,
SettlInstSource: () => SettlInstSource,
SettlInstTransType: () => SettlInstTransType,
SettlLocation: () => SettlLocation,
SettlMethod: () => SettlMethod,
SettlObligMode: () => SettlObligMode,
SettlObligSource: () => SettlObligSource,
SettlObligTransType: () => SettlObligTransType,
SettlPriceDeterminationMethod: () => SettlPriceDeterminationMethod,
SettlPriceType: () => SettlPriceType,
SettlSessID: () => SettlSessID,
SettlStatusReportStatus: () => SettlStatusReportStatus,
SettlStatusRequestStatus: () => SettlStatusRequestStatus,
SettlSubMethod: () => SettlSubMethod,
SettlType: () => SettlType,
SettlmntTyp: () => SettlmntTyp,
ShortSaleExemptionReason: () => ShortSaleExemptionReason,
ShortSaleReason: () => ShortSaleReason,
ShortSaleRestriction: () => ShortSaleRestriction,
Side: () => Side,
SideClearingTradePriceType: () => SideClearingTradePriceType,
SideMultiLegReportingType: () => SideMultiLegReportingType,
SideValueInd: () => SideValueInd,
SingleQuoteIndicator: () => SingleQuoteIndicator,
SolicitedFlag: () => SolicitedFlag,
StandInstDbType: () => StandInstDbType,
StatsType: () => StatsType,
StatusValue: () => StatusValue,
StipulationType: () => StipulationType,
StrategyParameterType: () => StrategyParameterType,
StrategyType: () => StrategyType,
StreamAsgnAckType: () => StreamAsgnAckType,
StreamAsgnRejReason: () => StreamAsgnRejReason,
StreamAsgnReqType: () => StreamAsgnReqType,
StreamAsgnType: () => StreamAsgnType,
StreamCommodityDataSourceIDType: () => StreamCommodityDataSourceIDType,
StreamCommodityNearbySettlDayUnit: () => StreamCommodityNearbySettlDayUnit,
StreamCommoditySettlDateRollUnit: () => StreamCommoditySettlDateRollUnit,
StreamNotionalAdjustments: () => StreamNotionalAdjustments,
StreamNotionalCommodityFrequency: () => StreamNotionalCommodityFrequency,
StreamType: () => StreamType,
StrikeIndexQuote: () => StrikeIndexQuote,
StrikePriceBoundaryMethod: () => StrikePriceBoundaryMethod,
StrikePriceDeterminationMethod: () => StrikePriceDeterminationMethod,
SubscriptionRequestType: () => SubscriptionRequestType,
SwapClass: () => SwapClass,
SwapSubClass: () => SwapSubClass,
SymbolSfx: () => SymbolSfx,
TargetStrategy: () => TargetStrategy,
TaxAdvantageType: () => TaxAdvantageType,
TaxonomyType: () => TaxonomyType,
TerminationType: () => TerminationType,
TestActionRequestStatus: () => TestActionRequestStatus,
TestActionType: () => TestActionType,
TestGatewayDetailType: () => TestGatewayDetailType,
TestMessageIndicator: () => TestMessageIndicator,
TestSuiteActivityState: () => TestSuiteActivityState,
TestSuiteRequestStatus: () => TestSuiteRequestStatus,
TestSuiteRequestTransType: () => TestSuiteRequestTransType,
TestSuiteStatus: () => TestSuiteStatus,
TestThresholdType: () => TestThresholdType,
ThrottleAction: () => ThrottleAction,
ThrottleCountIndicator: () => ThrottleCountIndicator,
ThrottleInst: () => ThrottleInst,
ThrottleStatus: () => ThrottleStatus,
ThrottleType: () => ThrottleType,
TickDirection: () => TickDirection,
TickRuleType: () => TickRuleType,
TimeInForce: () => TimeInForce,
TimeUnit: () => TimeUnit,
TradSesControl: () => TradSesControl,
TradSesEvent: () => TradSesEvent,
TradSesMethod: () => TradSesMethod,
TradSesMode: () => TradSesMode,
TradSesStatus: () => TradSesStatus,
TradSesStatusRejReason: () => TradSesStatusRejReason,
TradeAggregationRejectReason: () => TradeAggregationRejectReason,
TradeAggregationRequestStatus: () => TradeAggregationRequestStatus,
TradeAggregationTransType: () => TradeAggregationTransType,
TradeAllocGroupInstruction: () => TradeAllocGroupInstruction,
TradeAllocIndicator: () => TradeAllocIndicator,
TradeAllocStatus: () => TradeAllocStatus,
TradeCollateralization: () => TradeCollateralization,
TradeCondition: () => TradeCondition,
TradeContingency: () => TradeContingency,
TradeContinuation: () => TradeContinuation,
TradeHandlingInstr: () => TradeHandlingInstr,
TradeMatchAckStatus: () => TradeMatchAckStatus,
TradeMatchRejectReason: () => TradeMatchRejectReason,
TradePriceCondition: () => TradePriceCondition,
TradePriceNegotiationMethod: () => TradePriceNegotiationMethod,
TradePublishIndicator: () => TradePublishIndicator,
TradeQtyType: () => TradeQtyType,
TradeReportRejectReason: () => TradeReportRejectReason,
TradeReportTransType: () => TradeReportTransType,
TradeReportType: () => TradeReportType,
TradeReportingIndicator: () => TradeReportingIndicator,
TradeRequestResult: () => TradeRequestResult,
TradeRequestStatus: () => TradeRequestStatus,
TradeRequestType: () => TradeRequestType,
TradeType: () => TradeType,
TradeVolType: () => TradeVolType,
TradedFlatSwitch: () => TradedFlatSwitch,
TradingCapacity: () => TradingCapacity,
TradingSessionID: () => TradingSessionID,
TradingSessionSubID: () => TradingSessionSubID,
TransactionAttributeType: () => TransactionAttributeType,
TransferRejectReason: () => TransferRejectReason,
TransferReportType: () => TransferReportType,
TransferScope: () => TransferScope,
TransferStatus: () => TransferStatus,
TransferTransType: () => TransferTransType,
TransferType: () => TransferType,
TrdAckStatus: () => TrdAckStatus,
TrdRegPublicationReason: () => TrdRegPublicationReason,
TrdRegPublicationType: () => TrdRegPublicationType,
TrdRegTimestampManualIndicator: () => TrdRegTimestampManualIndicator,
TrdRegTimestampType: () => TrdRegTimestampType,
TrdRptStatus: () => TrdRptStatus,
TrdSubType: () => TrdSubType,
TrdType: () => TrdType,
TriggerAction: () => TriggerAction,
TriggerOrderType: () => TriggerOrderType,
TriggerPriceDirection: () => TriggerPriceDirection,
TriggerPriceType: () => TriggerPriceType,
TriggerPriceTypeScope: () => TriggerPriceTypeScope,
TriggerScope: () => TriggerScope,
TriggerType: () => TriggerType,
Triggered: () => Triggered,
UnderlyingCashType: () => UnderlyingCashType,
UnderlyingFXRateCalc: () => UnderlyingFXRateCalc,
UnderlyingNotionalAdjustments: () => UnderlyingNotionalAdjustments,
UnderlyingObligationType: () => UnderlyingObligationType,
UnderlyingPriceDeterminationMethod: () => UnderlyingPriceDeterminationMethod,
UnderlyingSettlementType: () => UnderlyingSettlementType,
UnitOfMeasure: () => UnitOfMeasure,
UnsolicitedIndicator: () => UnsolicitedIndicator,
UpfrontPriceType: () => UpfrontPriceType,
Urgency: () => Urgency,
UserRequestType: () => UserRequestType,
UserStatus: () => UserStatus,
ValuationMethod: () => ValuationMethod,
ValueCheckAction: () => ValueCheckAction,
ValueCheckType: () => ValueCheckType,
VenueType: () => VenueType,
VerificationMethod: () => VerificationMethod,
WorkingIndicator: () => WorkingIndicator,
YieldType: () => YieldType
});
module.exports = __toCommonJS(FIXParserBrowser_exports);
// ../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",
depr